-----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, PHZ9UWDfgqTw7PB56/1dSwEXZNZZc4BRdwXahJlYypaBVD+XBwpiZtYZNswxwUNv SRJ/assTEJZXfo7gbVo3RA== 0001056404-04-003245.txt : 20041001 0001056404-04-003245.hdr.sgml : 20041001 20041001144439 ACCESSION NUMBER: 0001056404-04-003245 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: 20041001 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CSFB MORTGAGE-BACKED TRUST SERIES 2004-5 CENTRAL INDEX KEY: 0001302518 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: 333-110800-02 FILM NUMBER: 041058082 BUSINESS ADDRESS: STREET 1: 11 MADISON AVE CITY: NEW YORK STATE: NY ZIP: 10010 BUSINESS PHONE: 2123252000 MAIL ADDRESS: STREET 1: 11 MADISON AVE STREET 2: C/O CREDIT SUISSE FIRST BOSTON CITY: NEW YORK STATE: NY ZIP: 10010 8-K 1 csf04005_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 2004-5 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-110800-02 54-6636517 Pooling and Servicing Agreement) (Commission 54-6636518 (State or other File Number) 54-6636519 jurisdiction 54-6636520 of Incorporation) 54-6636521 54-6636522 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 2004-5 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 2004-5 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 2004-5 Trust (Registrant) By: Wells Fargo Bank, N.A. as Trust Administrator By: /s/ Beth Belfield as Assistant Vice President By: Beth Belfield as Assistant Vice President Date: 9/29/2004 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage-Backed P/T Certificates, Series 2004-5 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: 2004-5 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 I-A1 22541SYY8 SEN 5.50000% 2,650,000.00 12,145.83 0.00 I-A2 22541SYZ5 SEN 5.75000% 2,500,000.00 11,979.17 0.00 I-A3 22541SZA9 SEN 5.75000% 2,500,000.00 11,979.17 0.00 I-A4 22541SZB7 SEN 6.00000% 8,460,000.00 42,300.00 0.00 I-A5 22541SZC5 SEN 5.75000% 2,500,000.00 11,979.17 0.00 I-A6 22541SZD3 SEN 6.00000% 2,500,000.00 12,500.00 0.00 I-A7 22541SZE1 SEN 6.00000% 3,090,000.00 15,450.00 0.00 I-A8 22541SZF8 SEN 6.00000% 56,768,629.00 283,843.15 1,605,184.51 I-A9 22541SZG6 SEN 6.00000% 0.00 2,666.45 0.00 I-A10 22541SZH4 SEN 6.40000% 5,000,000.00 26,666.67 0.00 I-A11 22541SB80 SEN 6.00000% 940,000.00 4,700.00 0.00 I-A12 22541SB98 SEN 5.50000% 2,649,000.00 12,141.25 0.00 I-A13 22541SC22 SEN 5.75000% 2,701,000.00 12,942.29 0.00 II-A1 22541SZJ0 SEN 5.00000% 38,329,689.00 159,707.04 165,169.39 III-A1 22541SZK7 SEN 5.25000% 54,131,182.00 236,823.92 730,263.02 IV-A1 22541SZL5 SEN 6.00000% 93,675,827.00 468,379.14 1,789,687.44 V-A1 22541SZM3 SEN 5.00000% 114,775,000.00 478,229.17 887,152.05 V-A2 22541SZN1 SEN 5.00000% 1,607,775.00 6,699.06 12,427.28 I-X 22541SZQ4 SEN 6.00000% 0.00 8,513.55 0.00 IV-X 22541SZR2 SEN 6.00000% 0.00 10,496.28 0.00 A-X 22541SZT8 SEN 5.00000% 0.00 7,802.00 0.00 IP 22541SZV3 SEN 0.00000% 2,253,617.90 0.00 23,470.12 VP 22541SZW1 SEN 0.00000% 2,463,678.43 0.00 17,509.37 AP 22541SZU5 SEN 0.00000% 1,896,505.68 0.00 19,617.25 C-B1 22541SZX9 SUB 5.06383% 1,836,076.00 7,747.98 6,968.41 C-B2 22541SZY7 SUB 5.06383% 756,030.00 3,190.34 2,869.34 C-B3 22541SZZ4 SUB 5.06383% 324,013.00 1,367.29 1,229.72 C-B4 22541SA73 SUB 5.06383% 216,008.00 911.52 819.81 C-B5 22541SA81 SUB 5.06383% 194,407.00 820.37 737.83 C-B6 22541SA99 SUB 5.06383% 129,608.00 546.93 491.84 D-B1 22541SA24 SUB 6.00000% 6,311,344.00 31,556.72 5,700.25 D-B2 22541SA32 SUB 6.00000% 2,003,601.00 10,018.01 1,809.60 D-B3 22541SA40 SUB 6.00000% 1,001,800.00 5,009.00 904.80 D-B4 22541SB23 SUB 6.00000% 1,001,800.00 5,009.00 904.80 D-B5 22541SB31 SUB 6.00000% 701,260.00 3,506.30 633.36 D-B6 22541SB49 SUB 6.00000% 500,902.00 2,504.51 452.40 AR 22541SA57 RES 6.00000% 50.00 0.25 50.00 AR-L 22541SA65 RES 6.00000% 50.00 0.25 50.00 Totals 416,368,853.01 1,910,131.78 5,274,102.59
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses I-A1 0.00 2,650,000.00 12,145.83 0.00 I-A2 0.00 2,500,000.00 11,979.17 0.00 I-A3 0.00 2,500,000.00 11,979.17 0.00 I-A4 0.00 8,460,000.00 42,300.00 0.00 I-A5 0.00 2,500,000.00 11,979.17 0.00 I-A6 0.00 2,500,000.00 12,500.00 0.00 I-A7 0.00 3,090,000.00 15,450.00 0.00 I-A8 0.00 55,163,444.49 1,889,027.66 0.00 I-A9 0.00 0.00 2,666.45 0.00 I-A10 0.00 5,000,000.00 26,666.67 0.00 I-A11 0.00 940,000.00 4,700.00 0.00 I-A12 0.00 2,649,000.00 12,141.25 0.00 I-A13 0.00 2,701,000.00 12,942.29 0.00 II-A1 0.00 38,164,519.61 324,876.43 0.00 III-A1 0.00 53,400,918.98 967,086.94 0.00 IV-A1 0.00 91,886,139.56 2,258,066.58 0.00 V-A1 0.00 113,887,847.95 1,365,381.22 0.00 V-A2 0.00 1,595,347.72 19,126.34 0.00 I-X 0.00 0.00 8,513.55 0.00 IV-X 0.00 0.00 10,496.28 0.00 A-X 0.00 0.00 7,802.00 0.00 IP 0.00 2,230,147.78 23,470.12 0.00 VP 0.00 2,446,169.06 17,509.37 0.00 AP 0.00 1,876,888.43 19,617.25 0.00 C-B1 0.00 1,829,107.59 14,716.39 0.00 C-B2 0.00 753,160.66 6,059.68 0.00 C-B3 0.00 322,783.28 2,597.01 0.00 C-B4 0.00 215,188.19 1,731.33 0.00 C-B5 0.00 193,669.17 1,558.20 0.00 C-B6 0.00 129,116.16 1,038.77 0.00 D-B1 0.00 6,305,643.75 37,256.97 0.00 D-B2 0.00 2,001,791.40 11,827.61 0.00 D-B3 0.00 1,000,895.20 5,913.80 0.00 D-B4 0.00 1,000,895.20 5,913.80 0.00 D-B5 0.00 700,626.64 4,139.66 0.00 D-B6 0.00 500,449.60 2,956.91 0.00 AR 0.00 0.00 50.25 0.00 AR-L 0.00 0.00 50.25 0.00 Totals 0.00 411,094,750.42 7,184,234.37 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) I-A1 2,650,000.00 2,650,000.00 0.00 0.00 0.00 0.00 I-A2 2,500,000.00 2,500,000.00 0.00 0.00 0.00 0.00 I-A3 2,500,000.00 2,500,000.00 0.00 0.00 0.00 0.00 I-A4 8,460,000.00 8,460,000.00 0.00 0.00 0.00 0.00 I-A5 2,500,000.00 2,500,000.00 0.00 0.00 0.00 0.00 I-A6 2,500,000.00 2,500,000.00 0.00 0.00 0.00 0.00 I-A7 3,090,000.00 3,090,000.00 0.00 0.00 0.00 0.00 I-A8 56,768,629.00 56,768,629.00 85,818.92 1,519,365.59 0.00 0.00 I-A9 0.00 0.00 0.00 0.00 0.00 0.00 I-A10 5,000,000.00 5,000,000.00 0.00 0.00 0.00 0.00 I-A11 940,000.00 940,000.00 0.00 0.00 0.00 0.00 I-A12 2,649,000.00 2,649,000.00 0.00 0.00 0.00 0.00 I-A13 2,701,000.00 2,701,000.00 0.00 0.00 0.00 0.00 II-A1 38,329,689.00 38,329,689.00 149,626.57 15,542.83 0.00 0.00 III-A1 54,131,182.00 54,131,182.00 198,612.10 531,650.92 0.00 0.00 IV-A1 93,675,827.00 93,675,827.00 82,063.84 1,707,623.60 0.00 0.00 V-A1 114,775,000.00 114,775,000.00 438,086.75 449,065.30 0.00 0.00 V-A2 1,607,775.00 1,607,775.00 6,136.75 6,290.53 0.00 0.00 I-X 0.00 0.00 0.00 0.00 0.00 0.00 IV-X 0.00 0.00 0.00 0.00 0.00 0.00 A-X 0.00 0.00 0.00 0.00 0.00 0.00 IP 2,253,617.90 2,253,617.90 2,253.04 21,217.08 0.00 0.00 VP 2,463,678.43 2,463,678.43 9,429.73 8,079.64 0.00 0.00 AP 1,896,505.68 1,896,505.68 5,619.61 13,997.64 0.00 0.00 C-B1 1,836,076.00 1,836,076.00 6,968.41 0.00 0.00 0.00 C-B2 756,030.00 756,030.00 2,869.34 0.00 0.00 0.00 C-B3 324,013.00 324,013.00 1,229.72 0.00 0.00 0.00 C-B4 216,008.00 216,008.00 819.81 0.00 0.00 0.00 C-B5 194,407.00 194,407.00 737.83 0.00 0.00 0.00 C-B6 129,608.00 129,608.00 491.84 0.00 0.00 0.00 D-B1 6,311,344.00 6,311,344.00 5,700.25 0.00 0.00 0.00 D-B2 2,003,601.00 2,003,601.00 1,809.60 0.00 0.00 0.00 D-B3 1,001,800.00 1,001,800.00 904.80 0.00 0.00 0.00 D-B4 1,001,800.00 1,001,800.00 904.80 0.00 0.00 0.00 D-B5 701,260.00 701,260.00 633.36 0.00 0.00 0.00 D-B6 500,902.00 500,902.00 452.40 0.00 0.00 0.00 AR 50.00 50.00 2.67 47.33 0.00 0.00 AR-L 50.00 50.00 2.67 47.33 0.00 0.00 Totals 416,368,853.01 416,368,853.01 1,001,174.81 4,272,927.79 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 I-A1 0.00 2,650,000.00 1.00000000 0.00 I-A2 0.00 2,500,000.00 1.00000000 0.00 I-A3 0.00 2,500,000.00 1.00000000 0.00 I-A4 0.00 8,460,000.00 1.00000000 0.00 I-A5 0.00 2,500,000.00 1.00000000 0.00 I-A6 0.00 2,500,000.00 1.00000000 0.00 I-A7 0.00 3,090,000.00 1.00000000 0.00 I-A8 1,605,184.51 55,163,444.49 0.97172409 1,605,184.51 I-A9 0.00 0.00 0.00000000 0.00 I-A10 0.00 5,000,000.00 1.00000000 0.00 I-A11 0.00 940,000.00 1.00000000 0.00 I-A12 0.00 2,649,000.00 1.00000000 0.00 I-A13 0.00 2,701,000.00 1.00000000 0.00 II-A1 165,169.39 38,164,519.61 0.99569082 165,169.39 III-A1 730,263.02 53,400,918.98 0.98650938 730,263.02 IV-A1 1,789,687.44 91,886,139.56 0.98089489 1,789,687.44 V-A1 887,152.05 113,887,847.95 0.99227051 887,152.05 V-A2 12,427.28 1,595,347.72 0.99227051 12,427.28 I-X 0.00 0.00 0.00000000 0.00 IV-X 0.00 0.00 0.00000000 0.00 A-X 0.00 0.00 0.00000000 0.00 IP 23,470.12 2,230,147.78 0.98958558 23,470.12 VP 17,509.37 2,446,169.06 0.99289300 17,509.37 AP 19,617.25 1,876,888.43 0.98965611 19,617.25 C-B1 6,968.41 1,829,107.59 0.99620473 6,968.41 C-B2 2,869.34 753,160.66 0.99620473 2,869.34 C-B3 1,229.72 322,783.28 0.99620472 1,229.72 C-B4 819.81 215,188.19 0.99620472 819.81 C-B5 737.83 193,669.17 0.99620471 737.83 C-B6 491.84 129,116.16 0.99620517 491.84 D-B1 5,700.25 6,305,643.75 0.99909682 5,700.25 D-B2 1,809.60 2,001,791.40 0.99909683 1,809.60 D-B3 904.80 1,000,895.20 0.99909683 904.80 D-B4 904.80 1,000,895.20 0.99909683 904.80 D-B5 633.36 700,626.64 0.99909683 633.36 D-B6 452.40 500,449.60 0.99909683 452.40 AR 50.00 0.00 0.00000000 50.00 AR-L 50.00 0.00 0.00000000 50.00 Totals 5,274,102.59 411,094,750.42 0.98733310 5,274,102.59
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion I-A1 2,650,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-A2 2,500,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-A3 2,500,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-A4 8,460,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-A5 2,500,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-A6 2,500,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-A7 3,090,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-A8 56,768,629.00 1000.00000000 1.51173142 26.76417621 0.00000000 I-A9 0.00 0.00000000 0.00000000 0.00000000 0.00000000 I-A10 5,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-A11 940,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-A12 2,649,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-A13 2,701,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 II-A1 38,329,689.00 1000.00000000 3.90367295 0.40550368 0.00000000 III-A1 54,131,182.00 1000.00000000 3.66908855 9.82152801 0.00000000 IV-A1 93,675,827.00 1000.00000000 0.87604073 18.22907419 0.00000000 V-A1 114,775,000.00 1000.00000000 3.81691788 3.91257068 0.00000000 V-A2 1,607,775.00 1000.00000000 3.81692090 3.91256861 0.00000000 I-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 IV-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 A-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 IP 2,253,617.90 1000.00000000 0.99974357 9.41467495 0.00000000 VP 2,463,678.43 1000.00000000 3.82750033 3.27950267 0.00000000 AP 1,896,505.68 1000.00000000 2.96313903 7.38075301 0.00000000 C-B1 1,836,076.00 1000.00000000 3.79527318 0.00000000 0.00000000 C-B2 756,030.00 1000.00000000 3.79527267 0.00000000 0.00000000 C-B3 324,013.00 1000.00000000 3.79527982 0.00000000 0.00000000 C-B4 216,008.00 1000.00000000 3.79527610 0.00000000 0.00000000 C-B5 194,407.00 1000.00000000 3.79528515 0.00000000 0.00000000 C-B6 129,608.00 1000.00000000 3.79482748 0.00000000 0.00000000 D-B1 6,311,344.00 1000.00000000 0.90317530 0.00000000 0.00000000 D-B2 2,003,601.00 1000.00000000 0.90317384 0.00000000 0.00000000 D-B3 1,001,800.00 1000.00000000 0.90317429 0.00000000 0.00000000 D-B4 1,001,800.00 1000.00000000 0.90317429 0.00000000 0.00000000 D-B5 701,260.00 1000.00000000 0.90317429 0.00000000 0.00000000 D-B6 500,902.00 1000.00000000 0.90317068 0.00000000 0.00000000 AR 50.00 1000.00000000 53.40000000 946.60000000 0.00000000 AR-L 50.00 1000.00000000 53.40000000 946.60000000 0.00000000
Principal Distribution Factors Statement (continued) Total Ending Ending Total Realized Principal Certificate Certificate Principal Class Loss (3) Reduction Balance Percentage Distribution I-A1 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 I-A2 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 I-A3 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 I-A4 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 I-A5 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 I-A6 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 I-A7 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 I-A8 0.00000000 28.27590763 971.72409237 0.97172409 28.27590763 I-A9 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 I-A10 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 I-A11 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 I-A12 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 I-A13 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 II-A1 0.00000000 4.30917637 995.69082363 0.99569082 4.30917637 III-A1 0.00000000 13.49061655 986.50938345 0.98650938 13.49061655 IV-A1 0.00000000 19.10511492 980.89488508 0.98089489 19.10511492 V-A1 0.00000000 7.72948856 992.27051144 0.99227051 7.72948856 V-A2 0.00000000 7.72948951 992.27051049 0.99227051 7.72948951 I-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 IV-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 A-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 IP 0.00000000 10.41441852 989.58558148 0.98958558 10.41441852 VP 0.00000000 7.10700300 992.89299700 0.99289300 7.10700300 AP 0.00000000 10.34389204 989.65610796 0.98965611 10.34389204 C-B1 0.00000000 3.79527318 996.20472682 0.99620473 3.79527318 C-B2 0.00000000 3.79527267 996.20472733 0.99620473 3.79527267 C-B3 0.00000000 3.79527982 996.20472018 0.99620472 3.79527982 C-B4 0.00000000 3.79527610 996.20472390 0.99620472 3.79527610 C-B5 0.00000000 3.79528515 996.20471485 0.99620471 3.79528515 C-B6 0.00000000 3.79482748 996.20517252 0.99620517 3.79482748 D-B1 0.00000000 0.90317530 999.09682470 0.99909682 0.90317530 D-B2 0.00000000 0.90317384 999.09682616 0.99909683 0.90317384 D-B3 0.00000000 0.90317429 999.09682571 0.99909683 0.90317429 D-B4 0.00000000 0.90317429 999.09682571 0.99909683 0.90317429 D-B5 0.00000000 0.90317429 999.09682571 0.99909683 0.90317429 D-B6 0.00000000 0.90317068 999.09682932 0.99909683 0.90317068 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 (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 I-A1 2,650,000.00 5.50000% 2,650,000.00 12,145.83 0.00 0.00 I-A2 2,500,000.00 5.75000% 2,500,000.00 11,979.17 0.00 0.00 I-A3 2,500,000.00 5.75000% 2,500,000.00 11,979.17 0.00 0.00 I-A4 8,460,000.00 6.00000% 8,460,000.00 42,300.00 0.00 0.00 I-A5 2,500,000.00 5.75000% 2,500,000.00 11,979.17 0.00 0.00 I-A6 2,500,000.00 6.00000% 2,500,000.00 12,500.00 0.00 0.00 I-A7 3,090,000.00 6.00000% 3,090,000.00 15,450.00 0.00 0.00 I-A8 56,768,629.00 6.00000% 56,768,629.00 283,843.15 0.00 0.00 I-A9 0.00 6.00000% 533,291.00 2,666.45 0.00 0.00 I-A10 5,000,000.00 6.40000% 5,000,000.00 26,666.67 0.00 0.00 I-A11 940,000.00 6.00000% 940,000.00 4,700.00 0.00 0.00 I-A12 2,649,000.00 5.50000% 2,649,000.00 12,141.25 0.00 0.00 I-A13 2,701,000.00 5.75000% 2,701,000.00 12,942.29 0.00 0.00 II-A1 38,329,689.00 5.00000% 38,329,689.00 159,707.04 0.00 0.00 III-A1 54,131,182.00 5.25000% 54,131,182.00 236,823.92 0.00 0.00 IV-A1 93,675,827.00 6.00000% 93,675,827.00 468,379.14 0.00 0.00 V-A1 114,775,000.00 5.00000% 114,775,000.00 478,229.17 0.00 0.00 V-A2 1,607,775.00 5.00000% 1,607,775.00 6,699.06 0.00 0.00 I-X 0.00 6.00000% 1,702,709.84 8,513.55 0.00 0.00 IV-X 0.00 6.00000% 2,099,256.03 10,496.28 0.00 0.00 A-X 0.00 5.00000% 1,872,481.06 7,802.00 0.00 0.00 IP 2,253,617.90 0.00000% 2,253,617.90 0.00 0.00 0.00 VP 2,463,678.43 0.00000% 2,463,678.43 0.00 0.00 0.00 AP 1,896,505.68 0.00000% 1,896,505.68 0.00 0.00 0.00 C-B1 1,836,076.00 5.06383% 1,836,076.00 7,747.98 0.00 0.00 C-B2 756,030.00 5.06383% 756,030.00 3,190.34 0.00 0.00 C-B3 324,013.00 5.06383% 324,013.00 1,367.29 0.00 0.00 C-B4 216,008.00 5.06383% 216,008.00 911.52 0.00 0.00 C-B5 194,407.00 5.06383% 194,407.00 820.37 0.00 0.00 C-B6 129,608.00 5.06383% 129,608.00 546.93 0.00 0.00 D-B1 6,311,344.00 6.00000% 6,311,344.00 31,556.72 0.00 0.00 D-B2 2,003,601.00 6.00000% 2,003,601.00 10,018.01 0.00 0.00 D-B3 1,001,800.00 6.00000% 1,001,800.00 5,009.00 0.00 0.00 D-B4 1,001,800.00 6.00000% 1,001,800.00 5,009.00 0.00 0.00 D-B5 701,260.00 6.00000% 701,260.00 3,506.30 0.00 0.00 D-B6 500,902.00 6.00000% 500,902.00 2,504.51 0.00 0.00 AR 50.00 6.00000% 50.00 0.25 0.00 0.00 AR-L 50.00 6.00000% 50.00 0.25 0.00 0.00 Totals 416,368,853.01 1,910,131.78 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 I-A1 0.00 0.00 12,145.83 0.00 2,650,000.00 I-A2 0.00 0.00 11,979.17 0.00 2,500,000.00 I-A3 0.00 0.00 11,979.17 0.00 2,500,000.00 I-A4 0.00 0.00 42,300.00 0.00 8,460,000.00 I-A5 0.00 0.00 11,979.17 0.00 2,500,000.00 I-A6 0.00 0.00 12,500.00 0.00 2,500,000.00 I-A7 0.00 0.00 15,450.00 0.00 3,090,000.00 I-A8 0.00 0.00 283,843.15 0.00 55,163,444.49 I-A9 0.00 0.00 2,666.45 0.00 533,291.67 I-A10 0.00 0.00 26,666.67 0.00 5,000,000.00 I-A11 0.00 0.00 4,700.00 0.00 940,000.00 I-A12 0.00 0.00 12,141.25 0.00 2,649,000.00 I-A13 0.00 0.00 12,942.29 0.00 2,701,000.00 II-A1 0.00 0.00 159,707.04 0.00 38,164,519.61 III-A1 0.00 0.00 236,823.92 0.00 53,400,918.98 IV-A1 0.00 0.00 468,379.14 0.00 91,886,139.56 V-A1 0.00 0.00 478,229.17 0.00 113,887,847.95 V-A2 0.00 0.00 6,699.06 0.00 1,595,347.72 I-X 0.00 0.00 8,513.55 0.00 1,671,755.41 IV-X 0.00 0.00 10,496.28 0.00 2,025,205.40 A-X 0.00 0.00 7,802.00 0.00 1,865,208.95 IP 0.00 0.00 0.00 0.00 2,230,147.78 VP 0.00 0.00 0.00 0.00 2,446,169.06 AP 0.00 0.00 0.00 0.00 1,876,888.43 C-B1 0.00 0.00 7,747.98 0.00 1,829,107.59 C-B2 0.00 0.00 3,190.34 0.00 753,160.66 C-B3 0.00 0.00 1,367.29 0.00 322,783.28 C-B4 0.00 0.00 911.52 0.00 215,188.19 C-B5 0.00 0.00 820.37 0.00 193,669.17 C-B6 0.00 0.00 546.93 0.00 129,116.16 D-B1 0.00 0.00 31,556.72 0.00 6,305,643.75 D-B2 0.00 0.00 10,018.01 0.00 2,001,791.40 D-B3 0.00 0.00 5,009.00 0.00 1,000,895.20 D-B4 0.00 0.00 5,009.00 0.00 1,000,895.20 D-B5 0.00 0.00 3,506.30 0.00 700,626.64 D-B6 0.00 0.00 2,504.51 0.00 500,449.60 AR 0.00 0.00 0.25 0.00 0.00 AR-L 0.00 0.00 0.25 0.00 0.00 Totals 0.00 0.00 1,910,131.78 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 I-A1 2,650,000.00 5.50000% 1000.00000000 4.58333208 0.00000000 0.00000000 I-A2 2,500,000.00 5.75000% 1000.00000000 4.79166800 0.00000000 0.00000000 I-A3 2,500,000.00 5.75000% 1000.00000000 4.79166800 0.00000000 0.00000000 I-A4 8,460,000.00 6.00000% 1000.00000000 5.00000000 0.00000000 0.00000000 I-A5 2,500,000.00 5.75000% 1000.00000000 4.79166800 0.00000000 0.00000000 I-A6 2,500,000.00 6.00000% 1000.00000000 5.00000000 0.00000000 0.00000000 I-A7 3,090,000.00 6.00000% 1000.00000000 5.00000000 0.00000000 0.00000000 I-A8 56,768,629.00 6.00000% 1000.00000000 5.00000009 0.00000000 0.00000000 I-A9 0.00 6.00000% 1000.00000000 4.99999062 0.00000000 0.00000000 I-A10 5,000,000.00 6.40000% 1000.00000000 5.33333400 0.00000000 0.00000000 I-A11 940,000.00 6.00000% 1000.00000000 5.00000000 0.00000000 0.00000000 I-A12 2,649,000.00 5.50000% 1000.00000000 4.58333333 0.00000000 0.00000000 I-A13 2,701,000.00 5.75000% 1000.00000000 4.79166605 0.00000000 0.00000000 II-A1 38,329,689.00 5.00000% 1000.00000000 4.16666673 0.00000000 0.00000000 III-A1 54,131,182.00 5.25000% 1000.00000000 4.37499998 0.00000000 0.00000000 IV-A1 93,675,827.00 6.00000% 1000.00000000 5.00000005 0.00000000 0.00000000 V-A1 114,775,000.00 5.00000% 1000.00000000 4.16666670 0.00000000 0.00000000 V-A2 1,607,775.00 5.00000% 1000.00000000 4.16666511 0.00000000 0.00000000 I-X 0.00 6.00000% 999.99990603 5.00000000 0.00000000 0.00000000 IV-X 0.00 6.00000% 1000.00142432 5.00000705 0.00000000 0.00000000 A-X 0.00 5.00000% 1000.00900952 4.16670185 0.00000000 0.00000000 IP 2,253,617.90 0.00000% 1000.00000000 0.00000000 0.00000000 0.00000000 VP 2,463,678.43 0.00000% 1000.00000000 0.00000000 0.00000000 0.00000000 AP 1,896,505.68 0.00000% 1000.00000000 0.00000000 0.00000000 0.00000000 C-B1 1,836,076.00 5.06383% 1000.00000000 4.21985800 0.00000000 0.00000000 C-B2 756,030.00 5.06383% 1000.00000000 4.21985900 0.00000000 0.00000000 C-B3 324,013.00 5.06383% 1000.00000000 4.21986155 0.00000000 0.00000000 C-B4 216,008.00 5.06383% 1000.00000000 4.21984371 0.00000000 0.00000000 C-B5 194,407.00 5.06383% 1000.00000000 4.21985834 0.00000000 0.00000000 C-B6 129,608.00 5.06383% 1000.00000000 4.21987840 0.00000000 0.00000000 D-B1 6,311,344.00 6.00000% 1000.00000000 5.00000000 0.00000000 0.00000000 D-B2 2,003,601.00 6.00000% 1000.00000000 5.00000250 0.00000000 0.00000000 D-B3 1,001,800.00 6.00000% 1000.00000000 5.00000000 0.00000000 0.00000000 D-B4 1,001,800.00 6.00000% 1000.00000000 5.00000000 0.00000000 0.00000000 D-B5 701,260.00 6.00000% 1000.00000000 5.00000000 0.00000000 0.00000000 D-B6 500,902.00 6.00000% 1000.00000000 5.00000000 0.00000000 0.00000000 AR 50.00 6.00000% 1000.00000000 5.00000000 0.00000000 0.00000000 AR-L 50.00 6.00000% 1000.00000000 5.00000000 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 I-A1 0.00000000 0.00000000 4.58333208 0.00000000 1000.00000000 I-A2 0.00000000 0.00000000 4.79166800 0.00000000 1000.00000000 I-A3 0.00000000 0.00000000 4.79166800 0.00000000 1000.00000000 I-A4 0.00000000 0.00000000 5.00000000 0.00000000 1000.00000000 I-A5 0.00000000 0.00000000 4.79166800 0.00000000 1000.00000000 I-A6 0.00000000 0.00000000 5.00000000 0.00000000 1000.00000000 I-A7 0.00000000 0.00000000 5.00000000 0.00000000 1000.00000000 I-A8 0.00000000 0.00000000 5.00000009 0.00000000 971.72409237 I-A9 0.00000000 0.00000000 4.99999062 0.00000000 1000.00125635 I-A10 0.00000000 0.00000000 5.33333400 0.00000000 1000.00000000 I-A11 0.00000000 0.00000000 5.00000000 0.00000000 1000.00000000 I-A12 0.00000000 0.00000000 4.58333333 0.00000000 1000.00000000 I-A13 0.00000000 0.00000000 4.79166605 0.00000000 1000.00000000 II-A1 0.00000000 0.00000000 4.16666673 0.00000000 995.69082363 III-A1 0.00000000 0.00000000 4.37499998 0.00000000 986.50938345 IV-A1 0.00000000 0.00000000 5.00000005 0.00000000 980.89488508 V-A1 0.00000000 0.00000000 4.16666670 0.00000000 992.27051144 V-A2 0.00000000 0.00000000 4.16666511 0.00000000 992.27051049 I-X 0.00000000 0.00000000 5.00000000 0.00000000 981.82039807 IV-X 0.00000000 0.00000000 5.00000705 0.00000000 964.72667249 A-X 0.00000000 0.00000000 4.16670185 0.00000000 996.12529840 IP 0.00000000 0.00000000 0.00000000 0.00000000 989.58558148 VP 0.00000000 0.00000000 0.00000000 0.00000000 992.89299700 AP 0.00000000 0.00000000 0.00000000 0.00000000 989.65610796 C-B1 0.00000000 0.00000000 4.21985800 0.00000000 996.20472682 C-B2 0.00000000 0.00000000 4.21985900 0.00000000 996.20472733 C-B3 0.00000000 0.00000000 4.21986155 0.00000000 996.20472018 C-B4 0.00000000 0.00000000 4.21984371 0.00000000 996.20472390 C-B5 0.00000000 0.00000000 4.21985834 0.00000000 996.20471485 C-B6 0.00000000 0.00000000 4.21987840 0.00000000 996.20517252 D-B1 0.00000000 0.00000000 5.00000000 0.00000000 999.09682470 D-B2 0.00000000 0.00000000 5.00000250 0.00000000 999.09682616 D-B3 0.00000000 0.00000000 5.00000000 0.00000000 999.09682571 D-B4 0.00000000 0.00000000 5.00000000 0.00000000 999.09682571 D-B5 0.00000000 0.00000000 5.00000000 0.00000000 999.09682571 D-B6 0.00000000 0.00000000 5.00000000 0.00000000 999.09682932 AR 0.00000000 0.00000000 5.00000000 0.00000000 0.00000000 AR-L 0.00000000 0.00000000 5.00000000 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 7,307,013.29 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 0.00 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 7,307,013.29 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 122,778.92 Payment of Interest and Principal 7,184,234.37 Total Withdrawals (Pool Distribution Amount) 7,307,013.29 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 86,743.50 External MS Fee 11,290.17 PMI Fee 222.88 Servicer FRY 15,848.01 Trust Administrator Fee 8,674.36 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 122,778.92
Delinquency Status By Groups DELINQUENT BANKRUPTCY FORECLOSURE REO Total G1 30Y Conf AltA 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 15Y Conf AltA 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 15Y Conf AltA 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 Conf AltA 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 15Y Conf AltA 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%
COLLATERAL STATEMENT Collateral Description Mixed Fixed Weighted Average Gross Coupon 5.858971% Weighted Average Net Coupon 5.608971% Weighted Average Pass-Through Rate 5.505114% Weighted Average Maturity(Stepdown Calculation ) 359 Beginning Scheduled Collateral Loan Count 1,172 Number Of Loans Paid In Full 12 Ending Scheduled Collateral Loan Count 1,160 Beginning Scheduled Collateral Balance 416,368,853.01 Ending Scheduled Collateral Balance 411,094,750.85 Ending Actual Collateral Balance at 31-Aug-2004 411,835,774.54 Monthly P &I Constant 3,034,085.55 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Scheduled Principal 1,001,174.86 Unscheduled Principal 4,272,927.78
Group Level Collateral Statement Group G1 30Y Conf AltA G2 15Y Conf AltA G3 15Y Conf AltA Collateral Description Mixed Fixed Mixed Fixed Mixed Fixed Weighted Average Coupon Rate 6.254307 5.178482 5.774282 Weighted Average Net Rate 6.004307 4.928482 5.524282 Weighted Average Maturity 359 179 179 Beginning Loan Count 199 74 109 Loans Paid In Full 2 0 1 Ending Loan Count 197 74 108 Beginning Scheduled Balance 100,278,352.91 40,079,421.03 55,150,412.68 Ending scheduled Balance 98,644,234.42 39,906,989.33 54,408,848.19 Record Date 08/31/2004 08/31/2004 08/31/2004 Principal And Interest Constant 616,084.15 329,538.25 467,735.44 Scheduled Principal 93,441.17 156,579.45 202,357.09 Unscheduled Principal 1,540,677.32 15,852.25 539,207.40 Scheduled Interest 522,642.98 172,958.80 265,378.35 Servicing Fees 20,891.32 8,349.88 11,489.67 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 2,089.13 834.99 1,148.97 FRY Amount 0.00 0.00 5,848.42 Special Hazard Fee 0.00 0.00 0.00 Other Fee 1,025.20 849.78 1,763.88 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 498,637.33 162,924.15 245,127.41 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 5.967038 4.878039 5.333648
Group Level Collateral Statement Group G4 30Y Conf AltA G5 15Y Conf AltA Total Collateral Description Mixed Fixed Mixed Fixed Mixed Fixed Weighted Average Coupon Rate 6.530964 5.238384 5.858971 Weighted Average Net Rate 6.280964 4.988384 5.608971 Weighted Average Maturity 359 179 359 Beginning Loan Count 557 233 1,172 Loans Paid In Full 8 1 12 Ending Loan Count 549 232 1,160 Beginning Scheduled Balance 100,081,749.95 120,778,916.92 416,368,853.49 Ending scheduled Balance 98,280,226.74 119,854,452.17 411,094,750.85 Record Date 08/31/2004 08/31/2004 08/31/2004 Principal And Interest Constant 632,459.82 988,267.89 3,034,085.55 Scheduled Principal 87,767.87 461,029.28 1,001,174.86 Unscheduled Principal 1,713,755.34 463,435.47 4,272,927.78 Scheduled Interest 544,691.95 527,238.61 2,032,910.69 Servicing Fees 20,850.36 25,162.27 86,743.50 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 2,085.04 2,516.23 8,674.36 FRY Amount 9,999.59 0.00 15,848.01 Special Hazard Fee 0.00 0.00 0.00 Other Fee 4,108.01 3,766.18 11,513.05 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 507,648.95 495,793.93 1,910,131.77 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 6.086811 4.925965 5.505114
Miscellaneous Reporting Group G1 30Y Conf AltA Insurance Proceeds 0.00 Net Liquidation Proceeds 0.00 Repurchase Principal 0.00 Substitution Amount 0.00 Substitution Adjustment Amount 0.00 Subsequent Losses 0.00 Subsequent Loss Recoveries 0.00 Group G2 15Y Conf AltA Insurance Proceeds 0.00 Net Liquidation Proceeds 0.00 Repurchase Principal 0.00 Substitution Amount 0.00 Substitution Adjustment Amount 0.00 Subsequent Losses 0.00 Subsequent Loss Recoveries 0.00 Group G3 15Y Conf AltA Insurance Proceeds 0.00 Net Liquidation Proceeds 0.00 Repurchase Principal 0.00 Substitution Amount 0.00 Substitution Adjustment Amount 0.00 Subsequent Losses 0.00 Subsequent Loss Recoveries 0.00
Miscellaneous Reporting Group G4 30Y Conf AltA Insurance Proceeds 0.00 Net Liquidation Proceeds 0.00 Repurchase Principal 0.00 Substitution Amount 0.00 Substitution Adjustment Amount 0.00 Subsequent Losses 0.00 Subsequent Loss Recoveries 0.00 Group G5 15Y Conf AltA Insurance Proceeds 0.00 Net Liquidation Proceeds 0.00 Repurchase Principal 0.00 Substitution Amount 0.00 Substitution Adjustment Amount 0.00 Subsequent Losses 0.00 Subsequent Loss Recoveries 0.00
Group -----END PRIVACY-ENHANCED MESSAGE-----