-----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, NKGxGhrJ23JcbO/TlKb9A/ijce23Uy2ofz8exKzTRxv5wupUsdp+TlB2JktlcbZf WLHqfHboLwvQof0ssmXJrQ== 0001056404-04-004123.txt : 20041202 0001056404-04-004123.hdr.sgml : 20041202 20041202105836 ACCESSION NUMBER: 0001056404-04-004123 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: 20041202 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CSFB ADJUSTABLE RATE MORTGAGE TRUST 2004-1 CENTRAL INDEX KEY: 0001304600 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: 333-107055-36 FILM NUMBER: 041179272 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 arm04001_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 ADJUSTABLE RATE MORTGAGE TRUST Adjustable Rate Mortgage-Backed P/T Certificates, Series 2004-1 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-107055-36 54-2161165 Pooling and Servicing Agreement) (Commission 54-2161166 (State or other File Number) 54-2161167 jurisdiction 54-2161168 of Incorporation) 54-2161169 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 ADJUSTABLE RATE MORTGAGE TRUST, Adjustable Rate Mortgage-Backed P/T Certificates, Series 2004-1 Trust. ITEM 9.01 Financial Statements and Exhibits (c) Exhibits Exhibit Number Description EX-99.1 Monthly report distributed to holders of Adjustable Rate Mortgage-Backed P/T Certificates, Series 2004-1 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. ADJUSTABLE RATE MORTGAGE TRUST Adjustable Rate Mortgage-Backed P/T Certificates, Series 2004-1 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: 11/27/2004 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Adjustable Rate Mortgage-Backed P/T Certificates, Series 2004-1 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 ARMT Series: 2004-1 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 007036AA4 SEN 3.63614% 61,009,399.13 184,865.49 523,748.86 1-A-X 007036BD7 RES 1.13460% 0.00 57,684.39 0.00 AR SMT0409AR RES 3.63472% 0.00 0.00 0.00 AR-L 007036AY2 SEN 3.63472% 0.00 0.00 0.00 2-A-1 007036AB2 SEN 5.09595% 150,978,464.15 641,149.26 3,823,264.94 3-A-1 007036AC0 SEN 5.00916% 37,300,527.74 155,703.71 649,628.15 4-A-1 007036AD8 SEN 5.56304% 119,820,454.76 555,472.04 2,405,335.43 5-A-1 007036AE6 SEN 4.74831% 76,570,940.19 302,985.55 957,070.20 6-A-1 007036AF3 SEN 5.26368% 124,058,520.78 544,170.05 1,947,662.10 7-A-1 007036AG1 SEN 3.44795% 44,113,360.81 126,750.56 1,242,028.83 8-A-1 007036AH9 SEN 3.47221% 51,264,236.79 148,333.29 662,172.96 C-B-1 007036AT3 SUB 2.58250% 41,682,393.11 95,684.25 12,610.46 C-B-1X 007036AW6 SUB 2.14692% 0.00 74,574.09 0.00 C-B-2 007036AU0 SUB 4.90159% 11,162,623.85 45,595.51 3,377.11 C-B-3 007036AV8 SUB 4.90159% 4,465,649.36 18,240.65 1,351.02 C-B-4 007036AZ9 SUB 4.90159% 3,345,988.00 13,667.22 1,012.28 C-B-5 007036BA3 SUB 4.90159% 3,719,874.92 15,194.42 1,125.40 C-B-6 007036BB1 SUB 4.90159% 2,606,155.26 10,645.25 788.46 9-A-1-1 007036BE5 SEN 2.31750% 152,634,210.41 314,426.50 4,718,370.93 9-A-1-2 007036BF2 SEN 2.40250% 16,959,356.71 36,217.65 524,263.44 9-A-2 007036AK2 SEN 2.33250% 109,678,092.38 227,399.27 4,052,405.24 9-A-3 007036AL0 SEN 2.18250% 28,824,103.50 55,918.77 1,434,479.73 9-A-4 007036AM8 SEN 2.46250% 20,000,000.00 43,777.78 0.00 9-A-5 007036AN6 SEN 2.32250% 19,412,051.75 40,075.11 717,239.86 9-A-6 007036BG0 SEN 2.30250% 55,518,468.00 113,627.81 2,051,306.01 9-A-7 007036BH8 SEN 2.16250% 28,824,103.50 55,406.34 1,434,479.73 9-M-1 007036AP1 MEZ 2.58250% 26,685,000.00 61,256.90 0.00 9-M-2 007036AQ9 MEZ 3.23250% 9,700,000.00 27,871.34 0.00 9-M-3 007036AR7 MEZ 3.88250% 3,635,000.00 12,544.79 0.00 9-M-4 007036AS5 MEZ 4.13250% 2,426,000.00 8,911.51 0.00 9-X 007036BC9 OC 0.00000% 1,495,830.56 315,598.80 0.00 Totals 1,207,890,805.66 4,303,748.30 27,163,721.14
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses 1-A-1 0.00 60,485,650.27 708,614.35 0.00 1-A-X 0.00 0.00 57,684.39 0.00 AR 0.00 0.00 0.00 0.00 AR-L 0.00 0.00 0.00 0.00 2-A-1 0.00 147,155,199.21 4,464,414.20 0.00 3-A-1 0.00 36,650,899.59 805,331.86 0.00 4-A-1 0.00 117,415,119.33 2,960,807.47 0.00 5-A-1 0.00 75,613,869.99 1,260,055.75 0.00 6-A-1 0.00 122,110,858.67 2,491,832.15 0.00 7-A-1 0.00 42,871,331.98 1,368,779.39 0.00 8-A-1 0.00 50,602,063.83 810,506.25 0.00 C-B-1 0.00 41,669,782.65 108,294.71 0.00 C-B-1X 0.00 0.00 74,574.09 0.00 C-B-2 0.00 11,159,246.75 48,972.62 0.00 C-B-3 0.00 4,464,298.34 19,591.67 0.00 C-B-4 0.00 3,344,975.72 14,679.50 0.00 C-B-5 0.00 3,718,749.52 16,319.82 0.00 C-B-6 0.00 2,605,366.80 11,433.71 0.62 9-A-1-1 0.00 147,915,839.48 5,032,797.43 0.00 9-A-1-2 0.00 16,435,093.28 560,481.09 0.00 9-A-2 0.00 105,625,687.14 4,279,804.51 0.00 9-A-3 0.00 27,389,623.77 1,490,398.50 0.00 9-A-4 0.00 20,000,000.00 43,777.78 0.00 9-A-5 0.00 18,694,811.88 757,314.97 0.00 9-A-6 0.00 53,467,161.99 2,164,933.82 0.00 9-A-7 0.00 27,389,623.77 1,489,886.07 0.00 9-M-1 0.00 26,685,000.00 61,256.90 0.00 9-M-2 0.00 9,700,000.00 27,871.34 0.00 9-M-3 0.00 3,635,000.00 12,544.79 0.00 9-M-4 0.00 2,426,000.00 8,911.51 0.00 9-X 0.00 2,425,332.45 315,598.80 0.00 Totals 0.00 1,181,656,586.41 31,467,469.44 0.62 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 62,620,000.00 61,009,399.13 18,386.32 505,362.54 0.00 0.00 1-A-X 0.00 0.00 0.00 0.00 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-1 155,970,000.00 150,978,464.15 48,819.40 3,774,445.54 0.00 0.00 3-A-1 37,480,000.00 37,300,527.74 25,479.54 624,148.61 0.00 0.00 4-A-1 121,120,000.00 119,820,454.76 42,917.89 2,362,417.54 0.00 0.00 5-A-1 78,260,000.00 76,570,940.19 21,583.04 935,487.16 0.00 0.00 6-A-1 125,160,000.00 124,058,520.78 39,462.45 1,908,199.65 0.00 0.00 7-A-1 44,165,000.00 44,113,360.81 508.32 1,241,520.51 0.00 0.00 8-A-1 52,705,000.00 51,264,236.79 4,183.42 657,989.54 0.00 0.00 C-B-1 41,695,000.00 41,682,393.11 12,610.46 0.00 0.00 0.00 C-B-1X 0.00 0.00 0.00 0.00 0.00 0.00 C-B-2 11,166,000.00 11,162,623.85 3,377.11 0.00 0.00 0.00 C-B-3 4,467,000.00 4,465,649.36 1,351.02 0.00 0.00 0.00 C-B-4 3,347,000.00 3,345,988.00 1,012.28 0.00 0.00 0.00 C-B-5 3,721,000.00 3,719,874.92 1,125.40 0.00 0.00 0.00 C-B-6 2,606,944.73 2,606,155.26 788.46 0.00 0.00 0.00 9-A-1-1 155,178,000.00 152,634,210.41 0.00 4,718,370.93 0.00 0.00 9-A-1-2 17,242,000.00 16,959,356.71 0.00 524,263.44 0.00 0.00 9-A-2 113,000,000.00 109,678,092.38 0.00 4,052,405.24 0.00 0.00 9-A-3 30,000,000.00 28,824,103.50 0.00 1,434,479.73 0.00 0.00 9-A-4 20,000,000.00 20,000,000.00 0.00 0.00 0.00 0.00 9-A-5 20,000,000.00 19,412,051.75 0.00 717,239.86 0.00 0.00 9-A-6 57,200,000.00 55,518,468.00 0.00 2,051,306.01 0.00 0.00 9-A-7 30,000,000.00 28,824,103.50 0.00 1,434,479.73 0.00 0.00 9-X 0.00 1,495,830.56 0.00 0.00 0.00 0.00 0.00 1,495,830.56 0.00 0.00 0.00 0.00 Totals 1,187,103,044.73 1,166,940,636.22 221,605.11 26,942,116.03 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-1 523,748.86 60,485,650.27 0.96591585 523,748.86 1-A-X 0.00 0.00 0.00000000 0.00 AR 0.00 0.00 0.00000000 0.00 AR-L 0.00 0.00 0.00000000 0.00 2-A-1 3,823,264.94 147,155,199.21 0.94348400 3,823,264.94 3-A-1 649,628.15 36,650,899.59 0.97787886 649,628.15 4-A-1 2,405,335.43 117,415,119.33 0.96941149 2,405,335.43 5-A-1 957,070.20 75,613,869.99 0.96618796 957,070.20 6-A-1 1,947,662.10 122,110,858.67 0.97563805 1,947,662.10 7-A-1 1,242,028.83 42,871,331.98 0.97070830 1,242,028.83 8-A-1 662,172.96 50,602,063.83 0.96009987 662,172.96 C-B-1 12,610.46 41,669,782.65 0.99939519 12,610.46 C-B-1X 0.00 0.00 0.00000000 0.00 C-B-2 3,377.11 11,159,246.75 0.99939520 3,377.11 C-B-3 1,351.02 4,464,298.34 0.99939520 1,351.02 C-B-4 1,012.28 3,344,975.72 0.99939520 1,012.28 C-B-5 1,125.40 3,718,749.52 0.99939519 1,125.40 C-B-6 788.46 2,605,366.80 0.99939472 788.46 9-A-1-1 4,718,370.93 147,915,839.48 0.95320109 4,718,370.93 9-A-1-2 524,263.44 16,435,093.28 0.95320110 524,263.44 9-A-2 4,052,405.24 105,625,687.14 0.93474059 4,052,405.24 9-A-3 1,434,479.73 27,389,623.77 0.91298746 1,434,479.73 9-A-4 0.00 20,000,000.00 1.00000000 0.00 9-A-5 717,239.86 18,694,811.88 0.93474059 717,239.86 9-A-6 2,051,306.01 53,467,161.99 0.93474059 2,051,306.01 9-A-7 1,434,479.73 27,389,623.77 0.91298746 1,434,479.73 9-X 0.00 2,425,332.45 0.00000000 0.00 9-X 0.00 2,425,332.45 0.00000000 0.00 Totals 27,163,721.14 1,141,635,918.86 0.96169909 27,163,721.14
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion 1-A-1 62,620,000.00 974.27976892 0.29361737 8.07030565 0.00000000 1-A-X 0.00 0.00000000 0.00000000 0.00000000 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-1 155,970,000.00 967.99682086 0.31300507 24.19981753 0.00000000 3-A-1 37,480,000.00 995.21151921 0.67981697 16.65284445 0.00000000 4-A-1 121,120,000.00 989.27059742 0.35434189 19.50476833 0.00000000 5-A-1 78,260,000.00 978.41732929 0.27578635 11.95357986 0.00000000 6-A-1 125,160,000.00 991.19943097 0.31529602 15.24608221 0.00000000 7-A-1 44,165,000.00 998.83076667 0.01150957 28.11095913 0.00000000 8-A-1 52,705,000.00 972.66363324 0.07937425 12.48438554 0.00000000 C-B-1 41,695,000.00 999.69764024 0.30244538 0.00000000 0.00000000 C-B-1X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 C-B-2 11,166,000.00 999.69764016 0.30244582 0.00000000 0.00000000 C-B-3 4,467,000.00 999.69764047 0.30244459 0.00000000 0.00000000 C-B-4 3,347,000.00 999.69763968 0.30244398 0.00000000 0.00000000 C-B-5 3,721,000.00 999.69764042 0.30244558 0.00000000 0.00000000 C-B-6 2,606,944.73 999.69716658 0.30244600 0.00000000 0.00000000 9-A-1-1 155,178,000.00 983.60727945 0.00000000 30.40618470 0.00000000 9-A-1-2 17,242,000.00 983.60727932 0.00000000 30.40618490 0.00000000 9-A-2 113,000,000.00 970.60258743 0.00000000 35.86199327 0.00000000 9-A-3 30,000,000.00 960.80345000 0.00000000 47.81599100 0.00000000 9-A-4 20,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 9-A-5 20,000,000.00 970.60258750 0.00000000 35.86199300 0.00000000 9-A-6 57,200,000.00 970.60258741 0.00000000 35.86199318 0.00000000 9-A-7 30,000,000.00 960.80345000 0.00000000 47.81599100 0.00000000 9-M-1 26,685,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 9-M-2 9,700,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 9-M-3 3,635,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 9-M-4 2,426,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 9-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000
Principal Distribution Factors Statement (continued) Total Ending Ending Total Realized Principal Certificate Certificate Principal Class Loss (3) Reduction Balance Percentage Distribution 1-A-1 0.00000000 8.36392303 965.91584590 0.96591585 8.36392303 1-A-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 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 24.51282259 943.48399827 0.94348400 24.51282259 3-A-1 0.00000000 17.33266142 977.87885779 0.97787886 17.33266142 4-A-1 0.00000000 19.85911022 969.41148720 0.96941149 19.85911022 5-A-1 0.00000000 12.22936622 966.18796307 0.96618796 12.22936622 6-A-1 0.00000000 15.56137824 975.63805265 0.97563805 15.56137824 7-A-1 0.00000000 28.12246870 970.70829797 0.97070830 28.12246870 8-A-1 0.00000000 12.56375980 960.09987345 0.96009987 12.56375980 C-B-1 0.00000000 0.30244538 999.39519487 0.99939519 0.30244538 C-B-1X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 C-B-2 0.00000000 0.30244582 999.39519524 0.99939520 0.30244582 C-B-3 0.00000000 0.30244459 999.39519588 0.99939520 0.30244459 C-B-4 0.00000000 0.30244398 999.39519570 0.99939520 0.30244398 C-B-5 0.00000000 0.30244558 999.39519484 0.99939519 0.30244558 C-B-6 0.00000000 0.30244600 999.39472058 0.99939472 0.30244600 9-A-1-1 0.00000000 30.40618470 953.20109474 0.95320109 30.40618470 9-A-1-2 0.00000000 30.40618490 953.20109500 0.95320110 30.40618490 9-A-2 0.00000000 35.86199327 934.74059416 0.93474059 35.86199327 9-A-3 0.00000000 47.81599100 912.98745900 0.91298746 47.81599100 9-A-4 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 9-A-5 0.00000000 35.86199300 934.74059400 0.93474059 35.86199300 9-A-6 0.00000000 35.86199318 934.74059423 0.93474059 35.86199318 9-A-7 0.00000000 47.81599100 912.98745900 0.91298746 47.81599100 9-M-1 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 9-M-2 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 9-M-3 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 9-M-4 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 9-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 (3) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.
Interest Distribution Statement Beginning Payment of Original Current Certificate/ Current Unpaid Current Face Certificate Notional Accrued Interest Interest Class Amount Rate Balance Interest Shortfall Shortfall 1-A-1 62,620,000.00 3.63614% 61,009,399.13 184,865.48 0.00 0.00 1-A-X 0.00 1.13460% 61,009,399.13 57,684.39 0.00 0.00 AR 50.00 3.63472% 0.00 0.00 0.00 0.00 AR-L 50.00 3.63472% 0.00 0.00 0.00 0.00 2-A-1 155,970,000.00 5.09595% 150,978,464.15 641,149.27 0.00 0.00 3-A-1 37,480,000.00 5.00916% 37,300,527.74 155,703.70 0.00 0.00 4-A-1 121,120,000.00 5.56304% 119,820,454.76 555,472.06 0.00 0.00 5-A-1 78,260,000.00 4.74831% 76,570,940.19 302,985.55 0.00 0.00 6-A-1 125,160,000.00 5.26368% 124,058,520.78 544,170.07 0.00 0.00 7-A-1 44,165,000.00 3.44795% 44,113,360.81 126,750.56 0.00 0.00 8-A-1 52,705,000.00 3.47221% 51,264,236.79 148,333.29 0.00 0.00 C-B-1 41,695,000.00 2.58250% 41,682,393.11 95,684.25 0.00 0.00 C-B-1X 0.00 2.14692% 41,682,393.11 74,574.09 0.00 0.00 C-B-2 11,166,000.00 4.90159% 11,162,623.85 45,595.51 0.00 0.00 C-B-3 4,467,000.00 4.90159% 4,465,649.36 18,240.65 0.00 0.00 C-B-4 3,347,000.00 4.90159% 3,345,988.00 13,667.22 0.00 0.00 C-B-5 3,721,000.00 4.90159% 3,719,874.92 15,194.42 0.00 0.00 C-B-6 2,606,944.73 4.90159% 2,606,155.26 10,645.25 0.00 0.00 9-A-1-1 155,178,000.00 2.31750% 152,634,210.41 314,426.47 0.00 0.00 9-A-1-2 17,242,000.00 2.40250% 16,959,356.71 36,217.65 0.00 0.00 9-A-2 113,000,000.00 2.33250% 109,678,092.38 227,399.24 0.00 0.00 9-A-3 30,000,000.00 2.18250% 28,824,103.50 55,918.76 0.00 0.00 9-A-4 20,000,000.00 2.46250% 20,000,000.00 43,777.78 0.00 0.00 9-A-5 20,000,000.00 2.32250% 19,412,051.75 40,075.10 0.00 0.00 9-A-6 57,200,000.00 2.30250% 55,518,468.00 113,627.80 0.00 0.00 9-A-7 30,000,000.00 2.16250% 28,824,103.50 55,406.33 0.00 0.00 9-M-1 26,685,000.00 2.58250% 26,685,000.00 61,256.90 0.00 0.00 9-M-2 9,700,000.00 3.23250% 9,700,000.00 27,871.33 0.00 0.00 9-M-3 3,635,000.00 3.88250% 3,635,000.00 12,544.79 0.00 0.00 9-M-4 2,426,000.00 4.13250% 2,426,000.00 8,911.51 0.00 0.00 9-X 0.00 0.00000% 475,792,216.81 0.00 0.00 0.00 Totals 1,229,549,044.73 3,988,149.42 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 0.00 184,865.49 0.00 60,485,650.27 1-A-X 0.00 0.00 57,684.39 0.00 60,485,650.27 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 0.00 641,149.26 0.00 147,155,199.21 3-A-1 0.00 0.00 155,703.71 0.00 36,650,899.59 4-A-1 0.00 0.00 555,472.04 0.00 117,415,119.33 5-A-1 0.00 0.00 302,985.55 0.00 75,613,869.99 6-A-1 0.00 0.00 544,170.05 0.00 122,110,858.67 7-A-1 0.00 0.00 126,750.56 0.00 42,871,331.98 8-A-1 0.00 0.00 148,333.29 0.00 50,602,063.83 C-B-1 0.00 0.00 95,684.25 0.00 41,669,782.65 C-B-1X 0.00 0.00 74,574.09 0.00 41,669,782.65 C-B-2 0.00 0.00 45,595.51 0.00 11,159,246.75 C-B-3 0.00 0.00 18,240.65 0.00 4,464,298.34 C-B-4 0.00 0.00 13,667.22 0.00 3,344,975.72 C-B-5 0.00 0.00 15,194.42 0.00 3,718,749.52 C-B-6 0.00 0.00 10,645.25 0.00 2,605,366.80 9-A-1-1 0.00 0.00 314,426.50 0.00 147,915,839.48 9-A-1-2 0.00 0.00 36,217.65 0.00 16,435,093.28 9-A-2 0.00 0.00 227,399.27 0.00 105,625,687.14 9-A-3 0.00 0.00 55,918.77 0.00 27,389,623.77 9-A-4 0.00 0.00 43,777.78 0.00 20,000,000.00 9-A-5 0.00 0.00 40,075.11 0.00 18,694,811.88 9-A-6 0.00 0.00 113,627.81 0.00 53,467,161.99 9-A-7 0.00 0.00 55,406.34 0.00 27,389,623.77 9-M-1 0.00 0.00 61,256.90 0.00 26,685,000.00 9-M-2 0.00 0.00 27,871.34 0.00 9,700,000.00 9-M-3 0.00 0.00 12,544.79 0.00 3,635,000.00 9-M-4 0.00 0.00 8,911.51 0.00 2,426,000.00 9-X 0.00 0.00 315,598.80 0.00 461,789,173.76 Totals 0.00 0.00 4,303,748.30 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 62,620,000.00 3.63614% 974.27976892 2.95217950 0.00000000 0.00000000 1-A-X 0.00 1.13460% 974.27976892 0.92118157 0.00000000 0.00000000 AR 50.00 3.63472% 0.00000000 0.00000000 0.00000000 0.00000000 AR-L 50.00 3.63472% 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 155,970,000.00 5.09595% 967.99682086 4.11072174 0.00000000 0.00000000 3-A-1 37,480,000.00 5.00916% 995.21151921 4.15431430 0.00000000 0.00000000 4-A-1 121,120,000.00 5.56304% 989.27059742 4.58612995 0.00000000 0.00000000 5-A-1 78,260,000.00 4.74831% 978.41732929 3.87152504 0.00000000 0.00000000 6-A-1 125,160,000.00 5.26368% 991.19943097 4.34779538 0.00000000 0.00000000 7-A-1 44,165,000.00 3.44795% 998.83076667 2.86993230 0.00000000 0.00000000 8-A-1 52,705,000.00 3.47221% 972.66363324 2.81440641 0.00000000 0.00000000 C-B-1 41,695,000.00 2.58250% 999.69764024 2.29486149 0.00000000 0.00000000 C-B-1X 0.00 2.14692% 999.69764024 1.78856194 0.00000000 0.00000000 C-B-2 11,166,000.00 4.90159% 999.69764016 4.08342379 0.00000000 0.00000000 C-B-3 4,467,000.00 4.90159% 999.69764047 4.08342288 0.00000000 0.00000000 C-B-4 3,347,000.00 4.90159% 999.69763968 4.08342396 0.00000000 0.00000000 C-B-5 3,721,000.00 4.90159% 999.69764042 4.08342381 0.00000000 0.00000000 C-B-6 2,606,944.73 4.90159% 999.69716658 4.08341990 0.00000000 0.00000000 9-A-1-1 155,178,000.00 2.31750% 983.60727945 2.02623097 0.00000000 0.00000000 9-A-1-2 17,242,000.00 2.40250% 983.60727932 2.10054808 0.00000000 0.00000000 9-A-2 113,000,000.00 2.33250% 970.60258743 2.01238265 0.00000000 0.00000000 9-A-3 30,000,000.00 2.18250% 960.80345000 1.86395867 0.00000000 0.00000000 9-A-4 20,000,000.00 2.46250% 1000.00000000 2.18888900 0.00000000 0.00000000 9-A-5 20,000,000.00 2.32250% 970.60258750 2.00375500 0.00000000 0.00000000 9-A-6 57,200,000.00 2.30250% 970.60258741 1.98650000 0.00000000 0.00000000 9-A-7 30,000,000.00 2.16250% 960.80345000 1.84687767 0.00000000 0.00000000 9-M-1 26,685,000.00 2.58250% 1000.00000000 2.29555556 0.00000000 0.00000000 9-M-2 9,700,000.00 3.23250% 1000.00000000 2.87333299 0.00000000 0.00000000 9-M-3 3,635,000.00 3.88250% 1000.00000000 3.45111142 0.00000000 0.00000000 9-M-4 2,426,000.00 4.13250% 1000.00000000 3.67333471 0.00000000 0.00000000 9-X 0.00 0.00000% 0.00000000 0.00000000 0.00000000 0.00000000 (5) Per $1 denomination.
Interest Distribution Factors Statement (continued) Remaining Ending Non-Supported Total Unpaid Certificate/ Interest Realized Interest Interest Notional Class Shortfall Losses (6) Distribution Shortfall Balance 1-A-1 0.00000000 0.00000000 2.95217966 0.00000000 965.91584590 1-A-X 0.00000000 0.00000000 0.92118157 0.00000000 965.91584590 AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR-L 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 0.00000000 0.00000000 4.11072168 0.00000000 943.48399827 3-A-1 0.00000000 0.00000000 4.15431457 0.00000000 977.87885779 4-A-1 0.00000000 0.00000000 4.58612979 0.00000000 969.41148720 5-A-1 0.00000000 0.00000000 3.87152504 0.00000000 966.18796307 6-A-1 0.00000000 0.00000000 4.34779522 0.00000000 975.63805265 7-A-1 0.00000000 0.00000000 2.86993230 0.00000000 970.70829797 8-A-1 0.00000000 0.00000000 2.81440641 0.00000000 960.09987345 C-B-1 0.00000000 0.00000000 2.29486149 0.00000000 999.39519487 C-B-1X 0.00000000 0.00000000 1.78856194 0.00000000 999.39519487 C-B-2 0.00000000 0.00000000 4.08342379 0.00000000 999.39519524 C-B-3 0.00000000 0.00000000 4.08342288 0.00000000 999.39519588 C-B-4 0.00000000 0.00000000 4.08342396 0.00000000 999.39519570 C-B-5 0.00000000 0.00000000 4.08342381 0.00000000 999.39519484 C-B-6 0.00000000 0.00000000 4.08341990 0.00000000 999.39472058 9-A-1-1 0.00000000 0.00000000 2.02623117 0.00000000 953.20109474 9-A-1-2 0.00000000 0.00000000 2.10054808 0.00000000 953.20109500 9-A-2 0.00000000 0.00000000 2.01238292 0.00000000 934.74059416 9-A-3 0.00000000 0.00000000 1.86395900 0.00000000 912.98745900 9-A-4 0.00000000 0.00000000 2.18888900 0.00000000 1000.00000000 9-A-5 0.00000000 0.00000000 2.00375550 0.00000000 934.74059400 9-A-6 0.00000000 0.00000000 1.98650017 0.00000000 934.74059423 9-A-7 0.00000000 0.00000000 1.84687800 0.00000000 912.98745900 9-M-1 0.00000000 0.00000000 2.29555556 0.00000000 1000.00000000 9-M-2 0.00000000 0.00000000 2.87333402 0.00000000 1000.00000000 9-M-3 0.00000000 0.00000000 3.45111142 0.00000000 1000.00000000 9-M-4 0.00000000 0.00000000 3.67333471 0.00000000 1000.00000000 9-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 (6) Amount Does Not Include Excess Special Hazard, Bankruptcy,or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.
CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 31,814,497.81 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 22,775.12 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 31,837,272.93 Withdrawals Reimbursement for Servicer Advances 40,752.72 Payment of Service Fee 329,050.77 Payment of Interest and Principal 31,467,469.44 Total Withdrawals (Pool Distribution Amount) 31,837,272.93 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 310,854.16 External MS Fee 15,906.40 PMI Fee 2,290.21 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 329,050.77
OTHER ACCOUNTS Beginning Current Current Ending Account Type Balance Withdrawals Deposits Balance Group 9 Basis Risk Reserve Fund 5,000.00 0.00 0.00 5,000.00 Class C-B-1 Basis Risk Reserve Fund 5,000.00 0.00 0.00 5,000.00 Guaranty 0.00 0.00 0.00 0.00 Class 9-A-4 Interest Rate Cap Acct 0.00 0.00 0.00 0.00 Class 9-A-5 Interest Rate Cap Acct 0.00 0.00 0.00 0.00 Class 9-A-6 Interest Rate Cap Acct 0.00 0.00 0.00 0.00 Class 9-A-7 Interest Rate Cap Acct 0.00 0.00 0.00 0.00 Class C-B-1 Interest Rate Cap Acct 340,012.06 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 9 0 0 0 9 2,753,947.47 0.00 0.00 0.00 2,753,947.47 60 Days 4 0 0 0 4 1,012,801.98 0.00 0.00 0.00 1,012,801.98 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 13 0 0 0 13 3,766,749.45 0.00 0.00 0.00 3,766,749.45 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 0.227618% 0.000000% 0.000000% 0.000000% 0.227618% 0.241659% 0.000000% 0.000000% 0.000000% 0.241659% 60 Days 0.101163% 0.000000% 0.000000% 0.000000% 0.101163% 0.088873% 0.000000% 0.000000% 0.000000% 0.088873% 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 0.328781% 0.000000% 0.000000% 0.000000% 0.328781% 0.330533% 0.000000% 0.000000% 0.000000% 0.330533%
Delinquency Status By Groups DELINQUENT BANKRUPTCY FORECLOSURE REO Total G8 6 Mo Hybrid 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 G9A Confrm Mixed A 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 3 585,928.47 0.00 0.00 0.00 585,928.47 60 Days 2 0 0 0 2 417,600.00 0.00 0.00 0.00 417,600.00 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 5 0 0 0 5 1,003,528.47 0.00 0.00 0.00 1,003,528.47 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.318471% 0.000000% 0.000000% 0.000000% 0.318471% 0.322473% 0.000000% 0.000000% 0.000000% 0.322473% 60 Days 0.212314% 0.000000% 0.000000% 0.000000% 0.212314% 0.229832% 0.000000% 0.000000% 0.000000% 0.229832% 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 0.530786% 0.000000% 0.000000% 0.000000% 0.530786% 0.552305% 0.000000% 0.000000% 0.000000% 0.552305% DELINQUENT BANKRUPTCY FORECLOSURE REO Total G9B Mixed Arms 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 2,168,019.00 0.00 0.00 0.00 2,168,019.00 60 Days 1 0 0 0 1 319,558.11 0.00 0.00 0.00 319,558.11 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 7 0 0 0 7 2,487,577.11 0.00 0.00 0.00 2,487,577.11 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.721154% 0.000000% 0.000000% 0.000000% 0.721154% 0.911469% 0.000000% 0.000000% 0.000000% 0.911469% 60 Days 0.120192% 0.000000% 0.000000% 0.000000% 0.120192% 0.134347% 0.000000% 0.000000% 0.000000% 0.134347% 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 0.841346% 0.000000% 0.000000% 0.000000% 0.841346% 1.045816% 0.000000% 0.000000% 0.000000% 1.045816% DELINQUENT BANKRUPTCY FORECLOSURE REO Total G1 Jmb 3/1 Hybd A 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 Jmb 5/1 Hybd A 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 7/1 Hybrid Arms 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 10/1 Hybd Arms 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 Conform 3/1 Hyb 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 1 0 0 0 1 275,643.87 0.00 0.00 0.00 275,643.87 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 1 275,643.87 0.00 0.00 0.00 275,643.87 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 0.248756% 0.000000% 0.000000% 0.000000% 0.248756% 0.330642% 0.000000% 0.000000% 0.000000% 0.330642% 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 0.248756% 0.000000% 0.000000% 0.000000% 0.248756% 0.330642% 0.000000% 0.000000% 0.000000% 0.330642% DELINQUENT BANKRUPTCY FORECLOSURE REO Total G6 Conform 5/1 Hyb 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 1 Mo Hybrid 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%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 22,775.12
CREDIT ENHANCEMENT Original $ Original % Current $ Current % Bankruptcy 267,866.00 0.02178570% 267,866.00 0.02351276% Fraud 14,889,660.88 1.21098504% 14,889,660.88 1.30698584% Special Hazard 7,444,831.00 0.60549256% 7,444,831.00 0.65349297% Limit of Subordinate's Exposure to Certain Types of Losses
COLLATERAL STATEMENT Collateral Description Mixed ARM Weighted Average Gross Coupon 5.727094% Weighted Average Net Coupon 5.407030% Weighted Average Pass-Through Rate 5.388295% Weighted Average Maturity(Stepdown Calculation ) 356 Beginning Scheduled Collateral Loan Count 4,036 Number Of Loans Paid In Full 82 Ending Scheduled Collateral Loan Count 3,954 Beginning Scheduled Collateral Balance 1,165,470,806.26 Ending Scheduled Collateral Balance 1,139,236,587.01 Ending Actual Collateral Balance at 31-Oct-2004 1,139,599,572.21 Monthly P &I Constant 6,005,253.88 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Scheduled Principal 442,953.19 Unscheduled Principal 25,791,266.06
Miscellaneous Reporting Excess Cash 1,245,100.78 Excess Interest 3,678.97 Grp 5 Excess Interest 1,405.10 Grp 6 Excess Interest 2,273.87 Extra Principal Distribution 929,501.89 Overcollateralized Amount 2,425,332.45 Overcollateralization Deficiency 0.00 Overcollateralization Increase 929,501.89 Overcollateralization Reduction 0.00 Target Overcollateralization 2,425,332.45 Trigger Event -3 mo Delinq Rate > 5.25% 0.00 Prefunding Amount 0.00 Capitalized Interest Added 0.00 Prefunding Balance 42,420,000.00 Remaining Prefunding Balance 0.00
Group Level Collateral Statement Group G1 Jmb 3/1 Hybd A G2 Jmb 5/1 Hybd A G3 7/1 Hybrid Arms Collateral Description Mixed ARM Mixed ARM Mixed ARM Weighted Average Coupon Rate 5.156365 5.505457 5.416883 Weighted Average Net Rate 4.799525 5.134823 5.044394 Weighted Average Maturity 357 356 355 Beginning Loan Count 132 320 132 Loans Paid In Full 1 7 2 Ending Loan Count 131 313 130 Beginning Scheduled Balance 67,203,895.99 166,396,004.11 41,005,746.33 Ending scheduled Balance 66,678,280.30 162,567,753.86 40,353,587.19 Record Date 10/31/2004 10/31/2004 10/31/2004 Principal And Interest Constant 309,026.33 817,209.69 213,113.32 Scheduled Principal 20,253.15 53,804.71 28,010.53 Unscheduled Principal 505,362.54 3,774,445.54 624,148.61 Scheduled Interest 288,773.18 763,404.98 185,102.79 Servicing Fees 19,984.20 51,393.23 12,728.51 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 1,612.19 5,389.93 1,203.85 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 267,176.79 706,621.82 171,170.43 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 4.770738 5.095953 5.009163
Group Level Collateral Statement Group G4 10/1 Hybd Arms G5 Conform 3/1 Hyb G6 Conform 5/1 Hyb Collateral Description Mixed ARM Mixed ARM Mixed ARM Weighted Average Coupon Rate 5.845946 5.158839 5.684319 Weighted Average Net Rate 5.572674 4.797656 5.316132 Weighted Average Maturity 357 356 356 Beginning Loan Count 270 406 685 Loans Paid In Full 5 4 9 Ending Loan Count 265 402 676 Beginning Scheduled Balance 131,796,286.50 84,305,779.87 136,432,278.46 Ending scheduled Balance 129,386,661.51 83,346,529.45 134,480,680.32 Record Date 10/31/2004 10/31/2004 10/31/2004 Principal And Interest Constant 689,269.09 386,196.52 689,669.02 Scheduled Principal 47,207.45 23,763.26 43,398.49 Unscheduled Principal 2,362,417.54 935,487.16 1,908,199.65 Scheduled Interest 642,061.64 362,433.26 646,270.53 Servicing Fees 30,013.57 25,374.80 41,860.53 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 1,057.63 2,061.64 3,689.83 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 610,990.44 334,996.82 600,720.17 Realized Loss Amount 0.00 0.00 0.00 Cumulative Realized Loss 0.00 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 0.0000 Prepayment Penalties 0.00 0.00 0.00 Special Servicing Fee 0.00 0.00 0.00 Pass-Through Rate 5.563044 4.768311 5.283678
Group Level Collateral Statement Group G7 1 Mo Hybrid Arm G8 6 Mo Hybrid Arm G9A Confrm Mixed A Collateral Description Mixed ARM Mixed ARM Mixed ARM Weighted Average Coupon Rate 3.824441 3.819512 6.465879 Weighted Average Net Rate 3.451311 3.472205 6.198546 Weighted Average Maturity 356.00 358.00 356.00 Record Date 10/31/2004 10/31/2004 10/31/2004 Principal And Interest Constant 155,068.33 184,373.82 1,102,412.30 Beginning Loan Count 128 140 964 Loans Paid In Full 3 2 22 Ending Loan Count 125 138 942 Beginning Scheduled Balance 48,480,714.99 56,477,883.21 186,535,480.14 Ending Scheduled Balance 47,238,635.84 55,815,284.79 181,619,182.55 Scheduled Principal 558.64 4,608.88 97,315.73 Unscheduled Principal 1,241,520.51 657,989.54 4,818,981.86 Scheduled Interest 154,509.69 179,764.94 1,005,096.57 Servicing Fee 15,074.65 16,345.95 41,555.93 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 135.81 0.00 1,319.41 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 139,299.23 163,418.99 962,221.23 Realized Loss Amount 0.00 0.00 0.00 Cumulative Realized Loss 0.00 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 0.0000 Prepayment Penalties 0.00 0.00 0.00 Special Servicing Fee 0.00 0.00 0.00 Pass-Through Rate 3.447950 3.472205 6.190059
Group Level Collateral Statement Group G9B Mixed Arms Total Collateral Description Mixed ARM Mixed ARM Weighted Average Coupon Rate 6.489552 5.727094 Weighted Average Net Rate 6.214765 5.407030 Weighted Average Maturity 356.00 356.00 Record Date 10/31/2004 10/31/2004 Principal And Interest Constant 1,458,915.46 6,005,253.88 Beginning Loan Count 859 4,036 Loans Paid In Full 27 82 Ending Loan Count 832 3,954 Beginning Scheduled Balance 246,836,736.66 1,165,470,806.26 Ending Scheduled Balance 237,749,991.20 1,139,236,587.01 Scheduled Principal 124,032.35 442,953.19 Unscheduled Principal 8,962,713.11 25,791,266.06 Scheduled Interest 1,334,883.11 5,562,300.69 Servicing Fee 56,522.79 310,854.16 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 1,726.32 18,196.61 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest 1,276,634.00 5,233,249.92 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 6.206373 5.388295
Miscellaneous Reporting Group G1 Jmb 3/1 Hybd A 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 Jmb 5/1 Hybd A 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 7/1 Hybrid Arms 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 10/1 Hybd Arms 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 Conform 3/1 Hyb 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 Conform 5/1 Hyb 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 1 Mo Hybrid Arm Insurance Proceeds 0.00 Net Liquidation Proceeds 0.00 Repurchase Principal 0.00 Subsequent Losses 0.00 Subsequent Loss Recoveries 0.00 Substitution Amount 0.00 Substitution Adjustment Amount 0.00 Group G8 6 Mo Hybrid Arm Insurance Proceeds 0.00 Net Liquidation Proceeds 0.00 Repurchase Principal 0.00 Subsequent Losses 0.00 Subsequent Loss Recoveries 0.00 Substitution Amount 0.00 Substitution Adjustment Amount 0.00 Group G9A Confrm Mixed A Insurance Proceeds 0.00 Net Liquidation Proceeds 0.00 Repurchase Principal 0.00 Subsequent Losses 0.00 Subsequent Loss Recoveries 0.00 Substitution Amount 0.00 Substitution Adjustment Amount 0.00
Miscellaneous Reporting Group G9B Mixed Arms 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
-----END PRIVACY-ENHANCED MESSAGE-----