-----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, OJg5oJuLNlBWEFdEkUtsI11ih1uRFtZDOGTdarQ9EAVMMEE+cIP+0w9DOUL3JHjW 3mF3JX/uHFf2w24hniM4kA== 0001056404-04-004326.txt : 20041203 0001056404-04-004326.hdr.sgml : 20041203 20041203170227 ACCESSION NUMBER: 0001056404-04-004326 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: 20041203 DATE AS OF CHANGE: 20041203 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CSFB Mortgage-Backed Pass-Through Certificates, Series 2004-6 CENTRAL INDEX KEY: 0001305192 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: 333-110800-03 FILM NUMBER: 041184453 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 csf04006_nov.txt NOV 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): November 26, 2004 CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORPORATION Mortgage-Backed P/T Certificates, Series 2004-6 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-110800-03 Pooling and Servicing Agreement) (Commission 54-2161194 (State or other File Number) 54-2161195 jurisdiction 54-2161196 of Incorporation) 54-2161197 54-6637665 IRS EIN c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Road Columbia, MD 21045 (Address of principal executive offices) (Zip Code) Registrant's telephone number, including area code: (410) 884-2000 (Former name or former address, if changed since last report) Check the appropriate box below if the Form 8-K filing is intended to simultaneously satisfy the filing obligation of the registrant under any of the following provisions (see General Instruction A.2. below): [ ] Written communications pursuant to Rule 425 under the Securities Act (17 CFR 230.425) [ ] Soliciting material pursuant to Rule 14a-12 under the Exchange Act (17 CFR 240.14a-12) [ ] Pre-commencement communications pursuant to Rule 14d-2(b) under the Exchange Act(17 CFR 240.14d-2(b)) [ ] Pre-commencement communications pursuant to Rule 13e-4(c) under the Exchange Act(17 CFR 240.13e-4(c)) ITEM 8.01 Other Events On November 26, 2004 a distribution was made to holders of CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORPORATION, Mortgage-Backed P/T Certificates, Series 2004-6 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 2004-6 Trust, relating to the November 26, 2004 distribution. Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized. CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORPORATION Mortgage-Backed P/T Certificates, Series 2004-6 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: 11/29/04 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage-Backed P/T Certificates, Series 2004-6 Trust , relating to the November 26, 2004 distribution. EX-99.1
Credit Suisse First Boston Mortgage Securities Corp. Mortgage Pass-Through Certificates Record Date: 10/31/04 Distribution Date: 11/26/04 CSF Series: 2004-6 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 2254W0GU3 SEN 5.00000% 28,220,674.70 117,586.14 196,822.77 I-A2 2254W0GV1 SEN 5.50000% 25,000,000.00 114,583.33 0.00 I-A3 2254W0GW9 SEN 5.50000% 3,585,000.00 16,431.25 0.00 I-A4 2254W0GX7 SEN 5.50000% 21,000,000.00 96,250.00 0.00 I-A5 2254W0GY5 SEN 4.62500% 98,791,643.62 380,759.46 689,014.19 I-A6 2254W0GZ2 SEN 5.50000% 16,073,333.33 73,669.44 (73,669.44) I-A7 2254W0HA6 SEN 2.28250% 40,813,959.67 77,631.55 284,653.60 I-A8 2254W0HB4 SEN 5.71750% 0.00 194,461.51 0.00 I-A9 2254W0JQ9 SEN 5.00000% 2,963,749.31 12,348.96 20,670.43 II-A1 2254W0HC2 SEN 4.75000% 99,559,806.64 394,090.90 1,592,949.81 II-A2 2254W0HD0 SEN 4.75000% 1,497,433.66 5,927.34 23,958.83 III-A1 2254W0HE8 SEN 5.00000% 46,203,925.75 192,516.36 197,390.86 III-A2 2254W0HF5 SEN 5.00000% 1,618,142.57 6,742.26 6,912.97 IV-A1 2254W0HG3 SEN 5.50000% 3,161,713.82 14,491.19 443,351.59 IV-A2 2254W0HH1 SEN 7.50000% 7,022,019.35 43,887.62 984,663.26 IV-A3 2254W0HJ7 SEN 6.00000% 3,250,000.00 16,250.00 0.00 IV-A4 2254W0HK4 SEN 5.00000% 37,415,987.88 155,899.95 204,305.80 IV-A5 2254W0HL2 SEN 5.50000% 0.00 17,673.33 0.00 IV-A6 2254W0HM0 SEN 3.33250% 13,129,851.84 36,462.69 1,841,134.59 IV-A7 2254W0HN8 SEN 12.17377% 3,847,679.38 39,033.96 539,541.17 IV-A8 2254W0HP3 SEN 8.50000% 926,813.01 6,564.93 129,962.43 IV-A9 2254W0HQ1 SEN 5.50000% 2,000,000.00 9,166.67 0.00 IV-A10 2254W0HR9 SEN 5.25000% 10,000,000.00 43,750.00 0.00 IV-A11 2254W0HS7 SEN 5.50000% 15,541,600.00 71,232.33 0.00 IV-A12 2254W0HT5 SEN 2.33250% 16,239,396.97 31,565.33 51,076.45 IV-A13 2254W0HU2 SEN 5.66750% 0.00 76,697.32 0.00 V-A1 2254W0HV0 SEN 4.50000% 44,249,696.55 165,936.36 220,243.70 AX 2254W0HW8 SEN 5.50000% 0.00 24,059.11 0.00 CX 2254W0HX6 SEN 5.00000% 0.00 10,985.52 0.00 AP 2254W0HY4 SEN 0.00000% 5,096,464.84 0.00 20,124.39 CP 2254W0HZ1 SEN 0.00000% 2,335,032.54 0.00 16,261.42 B1 2254W0JA4 SUB 4.75616% 1,591,717.79 6,308.72 6,321.65 B2 2254W0JB2 SUB 4.75616% 596,893.30 2,365.77 2,370.61 B3 2254W0JC0 SUB 4.75616% 298,446.15 1,182.88 1,185.30 B4 2254W0JJ5 SUB 4.75616% 198,964.10 788.59 790.20 B5 2254W0JK2 SUB 4.75616% 99,482.05 394.29 395.10 B6 2254W0JL0 SUB 4.75616% 198,966.09 788.60 790.21 CB1 2254W0JD8 SUB 5.66239% 5,182,933.36 24,456.50 5,164.26 CB2 2254W0JE6 SUB 5.66239% 2,221,256.44 10,481.35 2,213.25 CB3 2254W0JF3 SUB 5.66239% 1,295,733.34 6,114.12 1,291.06 CB4 2254W0JM8 SUB 5.66239% 925,523.10 4,367.23 922.19 CB5 2254W0JN6 SUB 5.66239% 925,523.10 4,367.23 922.19 CB6 2254W0JP1 SUB 5.66239% 555,316.86 2,620.35 553.32 AR 2254W0JG1 RES 5.50000% 0.00 0.00 0.00 ARL 2254W0JH9 RES 5.50000% 0.00 0.00 0.00 Totals 563,634,681.11 2,510,890.44 7,412,288.16
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses I-A1 0.00 28,023,851.93 314,408.91 0.00 I-A2 0.00 25,000,000.00 114,583.33 0.00 I-A3 0.00 3,585,000.00 16,431.25 0.00 I-A4 0.00 21,000,000.00 96,250.00 0.00 I-A5 0.00 98,102,629.42 1,069,773.65 0.00 I-A6 0.00 16,147,002.78 0.00 0.00 I-A7 0.00 40,529,306.07 362,285.15 0.00 I-A8 0.00 0.00 194,461.51 0.00 I-A9 0.00 2,943,078.88 33,019.39 0.00 II-A1 0.00 97,966,856.83 1,987,040.71 0.00 II-A2 0.00 1,473,474.83 29,886.17 0.00 III-A1 0.00 46,006,534.89 389,907.22 0.00 III-A2 0.00 1,611,229.59 13,655.23 0.00 IV-A1 0.00 2,718,362.23 457,842.78 0.00 IV-A2 0.00 6,037,356.09 1,028,550.88 0.00 IV-A3 0.00 3,250,000.00 16,250.00 0.00 IV-A4 0.00 37,211,682.08 360,205.75 0.00 IV-A5 0.00 0.00 17,673.33 0.00 IV-A6 0.00 11,288,717.25 1,877,597.28 0.00 IV-A7 0.00 3,308,138.21 578,575.13 0.00 IV-A8 0.00 796,850.57 136,527.36 0.00 IV-A9 0.00 2,000,000.00 9,166.67 0.00 IV-A10 0.00 10,000,000.00 43,750.00 0.00 IV-A11 0.00 15,541,600.00 71,232.33 0.00 IV-A12 0.00 16,188,320.52 82,641.78 0.00 IV-A13 0.00 0.00 76,697.32 0.00 V-A1 0.00 44,029,452.85 386,180.06 0.00 AX 0.00 0.00 24,059.11 0.00 CX 0.00 0.00 10,985.52 0.00 AP 0.00 5,076,340.45 20,124.39 0.00 CP 0.00 2,318,771.13 16,261.42 0.00 B1 0.00 1,585,396.14 12,630.37 0.00 B2 0.00 594,522.68 4,736.38 0.00 B3 0.00 297,260.85 2,368.18 0.00 B4 0.00 198,173.90 1,578.79 0.00 B5 0.00 99,086.95 789.39 0.00 B6 0.00 198,175.88 1,578.81 0.00 CB1 0.00 5,177,769.10 29,620.76 0.00 CB2 0.00 2,219,043.19 12,694.60 0.00 CB3 0.00 1,294,442.27 7,405.18 0.00 CB4 0.00 924,600.91 5,289.42 0.00 CB5 0.00 924,600.91 5,289.42 0.00 CB6 0.00 554,763.54 3,173.67 0.00 AR 0.00 0.00 0.00 0.00 ARL 0.00 0.00 0.00 0.00 Totals 0.00 556,222,392.92 9,923,178.60 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 28,565,852.00 28,220,674.70 42,998.35 153,824.42 0.00 0.00 I-A2 25,000,000.00 25,000,000.00 0.00 0.00 0.00 0.00 I-A3 3,585,000.00 3,585,000.00 0.00 0.00 0.00 0.00 I-A4 21,000,000.00 21,000,000.00 0.00 0.00 0.00 0.00 I-A5 100,000,000.00 98,791,643.62 150,523.61 538,490.58 0.00 0.00 I-A6 16,000,000.00 16,073,333.33 0.00 0.00 (73,669.44) 0.00 I-A7 41,313,170.00 40,813,959.67 62,186.08 222,467.53 0.00 0.00 I-A8 0.00 0.00 0.00 0.00 0.00 0.00 I-A9 3,000,000.00 2,963,749.31 4,515.71 16,154.72 0.00 0.00 II-A1 99,990,000.00 99,559,806.64 396,350.97 1,196,598.84 0.00 0.00 II-A2 1,503,904.00 1,497,433.66 5,961.33 17,997.50 0.00 0.00 III-A1 46,610,000.00 46,203,925.75 179,982.64 17,408.22 0.00 0.00 III-A2 1,632,364.00 1,618,142.57 6,303.31 609.67 0.00 0.00 IV-A1 3,531,784.00 3,161,713.82 10,960.67 432,390.92 0.00 0.00 IV-A2 7,843,928.00 7,022,019.35 24,343.13 960,320.13 0.00 0.00 IV-A3 3,250,000.00 3,250,000.00 0.00 0.00 0.00 0.00 IV-A4 37,600,000.00 37,415,987.88 5,050.91 199,254.89 0.00 0.00 IV-A5 0.00 0.00 0.00 0.00 0.00 0.00 IV-A6 14,666,666.00 13,129,851.84 45,517.06 1,795,617.53 0.00 0.00 IV-A7 4,298,040.00 3,847,679.38 13,338.69 526,202.48 0.00 0.00 IV-A8 1,035,294.00 926,813.01 3,212.97 126,749.46 0.00 0.00 IV-A9 2,000,000.00 2,000,000.00 0.00 0.00 0.00 0.00 IV-A10 10,000,000.00 10,000,000.00 0.00 0.00 0.00 0.00 IV-A11 15,541,600.00 15,541,600.00 0.00 0.00 0.00 0.00 IV-A12 16,285,400.00 16,239,396.97 1,262.73 49,813.72 0.00 0.00 IV-A13 0.00 0.00 0.00 0.00 0.00 0.00 V-A1 44,495,959.00 44,249,696.55 178,518.89 41,724.81 0.00 0.00 AX 0.00 0.00 0.00 0.00 0.00 0.00 CX 0.00 0.00 0.00 0.00 0.00 0.00 AP 5,119,244.62 5,096,464.84 6,059.87 14,064.52 0.00 0.00 CP 2,344,906.02 2,335,032.54 9,292.04 6,969.38 0.00 0.00 B1 1,598,005.00 1,591,717.79 6,321.65 0.00 0.00 0.00 B2 599,251.00 596,893.30 2,370.61 0.00 0.00 0.00 B3 299,625.00 298,446.15 1,185.30 0.00 0.00 0.00 B4 199,750.00 198,964.10 790.20 0.00 0.00 0.00 B5 99,875.00 99,482.05 395.10 0.00 0.00 0.00 B6 199,752.00 198,966.09 790.21 0.00 0.00 0.00 CB1 5,188,068.00 5,182,933.36 5,164.26 0.00 0.00 0.00 CB2 2,223,457.00 2,221,256.44 2,213.25 0.00 0.00 0.00 CB3 1,297,017.00 1,295,733.34 1,291.06 0.00 0.00 0.00 CB4 926,440.00 925,523.10 922.19 0.00 0.00 0.00 CB5 926,440.00 925,523.10 922.19 0.00 0.00 0.00 CB6 555,867.00 555,316.86 553.32 0.00 0.00 0.00 AR 50.00 0.00 0.00 0.00 0.00 0.00 ARL 50.00 0.00 0.00 0.00 0.00 0.00 Totals 570,326,758.64 563,634,681.11 1,169,298.30 6,316,659.32 (73,669.44) 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 196,822.77 28,023,851.93 0.98102629 196,822.77 I-A2 0.00 25,000,000.00 1.00000000 0.00 I-A3 0.00 3,585,000.00 1.00000000 0.00 I-A4 0.00 21,000,000.00 1.00000000 0.00 I-A5 689,014.19 98,102,629.42 0.98102629 689,014.19 I-A6 (73,669.44) 16,147,002.78 1.00918767 (73,669.44) I-A7 284,653.60 40,529,306.07 0.98102629 284,653.60 I-A8 0.00 0.00 0.00000000 0.00 I-A9 20,670.43 2,943,078.88 0.98102629 20,670.43 II-A1 1,592,949.81 97,966,856.83 0.97976654 1,592,949.81 II-A2 23,958.83 1,473,474.83 0.97976655 23,958.83 III-A1 197,390.86 46,006,534.89 0.98705288 197,390.86 III-A2 6,912.97 1,611,229.59 0.98705288 6,912.97 IV-A1 443,351.59 2,718,362.23 0.76968530 443,351.59 IV-A2 984,663.26 6,037,356.09 0.76968530 984,663.26 IV-A3 0.00 3,250,000.00 1.00000000 0.00 IV-A4 204,305.80 37,211,682.08 0.98967240 204,305.80 IV-A5 0.00 0.00 0.00000000 0.00 IV-A6 1,841,134.59 11,288,717.25 0.76968530 1,841,134.59 IV-A7 539,541.17 3,308,138.21 0.76968530 539,541.17 IV-A8 129,962.43 796,850.57 0.76968530 129,962.43 IV-A9 0.00 2,000,000.00 1.00000000 0.00 IV-A10 0.00 10,000,000.00 1.00000000 0.00 IV-A11 0.00 15,541,600.00 1.00000000 0.00 IV-A12 51,076.45 16,188,320.52 0.99403886 51,076.45 IV-A13 0.00 0.00 0.00000000 0.00 V-A1 220,243.70 44,029,452.85 0.98951576 220,243.70 AX 0.00 0.00 0.00000000 0.00 CX 0.00 0.00 0.00000000 0.00 AP 20,124.39 5,076,340.45 0.99161904 20,124.39 CP 16,261.42 2,318,771.13 0.98885461 16,261.42 B1 6,321.65 1,585,396.14 0.99210962 6,321.65 B2 2,370.61 594,522.68 0.99210962 2,370.61 B3 1,185.30 297,260.85 0.99210964 1,185.30 B4 790.20 198,173.90 0.99210964 790.20 B5 395.10 99,086.95 0.99210964 395.10 B6 790.21 198,175.88 0.99210962 790.21 CB1 5,164.26 5,177,769.10 0.99801489 5,164.26 CB2 2,213.25 2,219,043.19 0.99801489 2,213.25 CB3 1,291.06 1,294,442.27 0.99801488 1,291.06 CB4 922.19 924,600.91 0.99801488 922.19 CB5 922.19 924,600.91 0.99801488 922.19 CB6 553.32 554,763.54 0.99801488 553.32 AR 0.00 0.00 0.00000000 0.00 ARL 0.00 0.00 0.00000000 0.00 Totals 7,412,288.16 556,222,392.92 0.97526968 7,412,288.16
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion I-A1 28,565,852.00 987.91643603 1.50523604 5.38490573 0.00000000 I-A2 25,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-A3 3,585,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-A4 21,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-A5 100,000,000.00 987.91643620 1.50523610 5.38490580 0.00000000 I-A6 16,000,000.00 1004.58333313 0.00000000 0.00000000 (4.60434000) I-A7 41,313,170.00 987.91643609 1.50523622 5.38490583 0.00000000 I-A8 0.00 0.00000000 0.00000000 0.00000000 0.00000000 I-A9 3,000,000.00 987.91643667 1.50523667 5.38490667 0.00000000 II-A1 99,990,000.00 995.69763616 3.96390609 11.96718512 0.00000000 II-A2 1,503,904.00 995.69763762 3.96390328 11.96718674 0.00000000 III-A1 46,610,000.00 991.28782986 3.86145977 0.37348681 0.00000000 III-A2 1,632,364.00 991.28783164 3.86146105 0.37348900 0.00000000 IV-A1 3,531,784.00 895.21721034 3.10343724 122.42847241 0.00000000 IV-A2 7,843,928.00 895.21721133 3.10343619 122.42847334 0.00000000 IV-A3 3,250,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 IV-A4 37,600,000.00 995.10606064 0.13433271 5.29933218 0.00000000 IV-A5 0.00 0.00000000 0.00000000 0.00000000 0.00000000 IV-A6 14,666,666.00 895.21721160 3.10343605 122.42847352 0.00000000 IV-A7 4,298,040.00 895.21721064 3.10343552 122.42847437 0.00000000 IV-A8 1,035,294.00 895.21721366 3.10343728 122.42846959 0.00000000 IV-A9 2,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 IV-A10 10,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 IV-A11 15,541,600.00 1000.00000000 0.00000000 0.00000000 0.00000000 IV-A12 16,285,400.00 997.17519803 0.07753755 3.05879622 0.00000000 IV-A13 0.00 0.00000000 0.00000000 0.00000000 0.00000000 V-A1 44,495,959.00 994.46550978 4.01202478 0.93772133 0.00000000 AX 0.00 0.00000000 0.00000000 0.00000000 0.00000000 CX 0.00 0.00000000 0.00000000 0.00000000 0.00000000 AP 5,119,244.62 995.55016771 1.18374300 2.74738190 0.00000000 CP 2,344,906.02 995.78939202 3.96264922 2.97213617 0.00000000 B1 1,598,005.00 996.06558803 3.95596384 0.00000000 0.00000000 B2 599,251.00 996.06558854 3.95595502 0.00000000 0.00000000 B3 299,625.00 996.06558198 3.95594493 0.00000000 0.00000000 B4 199,750.00 996.06558198 3.95594493 0.00000000 0.00000000 B5 99,875.00 996.06558198 3.95594493 0.00000000 0.00000000 B6 199,752.00 996.06557131 3.95595538 0.00000000 0.00000000 CB1 5,188,068.00 999.01029825 0.99541101 0.00000000 0.00000000 CB2 2,223,457.00 999.01029793 0.99540940 0.00000000 0.00000000 CB3 1,297,017.00 999.01029825 0.99540715 0.00000000 0.00000000 CB4 926,440.00 999.01029748 0.99541255 0.00000000 0.00000000 CB5 926,440.00 999.01029748 0.99541255 0.00000000 0.00000000 CB6 555,867.00 999.01030282 0.99541797 0.00000000 0.00000000 AR 50.00 0.00000000 0.00000000 0.00000000 0.00000000 ARL 50.00 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 I-A1 0.00000000 6.89014177 981.02629426 0.98102629 6.89014177 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 6.89014190 981.02629420 0.98102629 6.89014190 I-A6 0.00000000 (4.60434000) 1,009.18767375 1.00918767 (4.60434000) I-A7 0.00000000 6.89014181 981.02629428 0.98102629 6.89014181 I-A8 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 I-A9 0.00000000 6.89014333 981.02629333 0.98102629 6.89014333 II-A1 0.00000000 15.93109121 979.76654495 0.97976654 15.93109121 II-A2 0.00000000 15.93109002 979.76654760 0.97976655 15.93109002 III-A1 0.00000000 4.23494658 987.05288329 0.98705288 4.23494658 III-A2 0.00000000 4.23494392 987.05288159 0.98705288 4.23494392 IV-A1 0.00000000 125.53190965 769.68530069 0.76968530 125.53190965 IV-A2 0.00000000 125.53190952 769.68530180 0.76968530 125.53190952 IV-A3 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 IV-A4 0.00000000 5.43366489 989.67239574 0.98967240 5.43366489 IV-A5 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 IV-A6 0.00000000 125.53190957 769.68530203 0.76968530 125.53190957 IV-A7 0.00000000 125.53190989 769.68530074 0.76968530 125.53190989 IV-A8 0.00000000 125.53190688 769.68529712 0.76968530 125.53190688 IV-A9 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 IV-A10 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 IV-A11 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 IV-A12 0.00000000 3.13633377 994.03886426 0.99403886 3.13633377 IV-A13 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 V-A1 0.00000000 4.94974611 989.51576367 0.98951576 4.94974611 AX 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 CX 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AP 0.00000000 3.93112490 991.61904281 0.99161904 3.93112490 CP 0.00000000 6.93478539 988.85461090 0.98885461 6.93478539 B1 0.00000000 3.95596384 992.10962419 0.99210962 3.95596384 B2 0.00000000 3.95595502 992.10961684 0.99210962 3.95595502 B3 0.00000000 3.95594493 992.10963705 0.99210964 3.95594493 B4 0.00000000 3.95594493 992.10963705 0.99210964 3.95594493 B5 0.00000000 3.95594493 992.10963705 0.99210964 3.95594493 B6 0.00000000 3.95595538 992.10961592 0.99210962 3.95595538 CB1 0.00000000 0.99541101 998.01488724 0.99801489 0.99541101 CB2 0.00000000 0.99540940 998.01488853 0.99801489 0.99540940 CB3 0.00000000 0.99540715 998.01488338 0.99801488 0.99540715 CB4 0.00000000 0.99541255 998.01488494 0.99801488 0.99541255 CB5 0.00000000 0.99541255 998.01488494 0.99801488 0.99541255 CB6 0.00000000 0.99541797 998.01488486 0.99801488 0.99541797 AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 ARL 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 I-A1 28,565,852.00 5.00000% 28,220,674.70 117,586.14 0.00 0.00 I-A2 25,000,000.00 5.50000% 25,000,000.00 114,583.33 0.00 0.00 I-A3 3,585,000.00 5.50000% 3,585,000.00 16,431.25 0.00 0.00 I-A4 21,000,000.00 5.50000% 21,000,000.00 96,250.00 0.00 0.00 I-A5 100,000,000.00 4.62500% 98,791,643.62 380,759.46 0.00 0.00 I-A6 16,000,000.00 5.50000% 16,073,333.33 73,669.44 0.00 0.00 I-A7 41,313,170.00 2.28250% 40,813,959.67 77,631.55 0.00 0.00 I-A8 0.00 5.71750% 40,813,959.67 194,461.51 0.00 0.00 I-A9 3,000,000.00 5.00000% 2,963,749.31 12,348.96 0.00 0.00 II-A1 99,990,000.00 4.75000% 99,559,806.64 394,090.90 0.00 0.00 II-A2 1,503,904.00 4.75000% 1,497,433.66 5,927.34 0.00 0.00 III-A1 46,610,000.00 5.00000% 46,203,925.75 192,516.36 0.00 0.00 III-A2 1,632,364.00 5.00000% 1,618,142.57 6,742.26 0.00 0.00 IV-A1 3,531,784.00 5.50000% 3,161,713.82 14,491.19 0.00 0.00 IV-A2 7,843,928.00 7.50000% 7,022,019.35 43,887.62 0.00 0.00 IV-A3 3,250,000.00 6.00000% 3,250,000.00 16,250.00 0.00 0.00 IV-A4 37,600,000.00 5.00000% 37,415,987.88 155,899.95 0.00 0.00 IV-A5 0.00 5.50000% 3,855,998.90 17,673.33 0.00 0.00 IV-A6 14,666,666.00 3.33250% 13,129,851.84 36,462.69 0.00 0.00 IV-A7 4,298,040.00 12.17377% 3,847,679.38 39,033.96 0.00 0.00 IV-A8 1,035,294.00 8.50000% 926,813.01 6,564.93 0.00 0.00 IV-A9 2,000,000.00 5.50000% 2,000,000.00 9,166.67 0.00 0.00 IV-A10 10,000,000.00 5.25000% 10,000,000.00 43,750.00 0.00 0.00 IV-A11 15,541,600.00 5.50000% 15,541,600.00 71,232.33 0.00 0.00 IV-A12 16,285,400.00 2.33250% 16,239,396.97 31,565.33 0.00 0.00 IV-A13 0.00 5.66750% 16,239,396.97 76,697.32 0.00 0.00 V-A1 44,495,959.00 4.50000% 44,249,696.55 165,936.36 0.00 0.00 AX 0.00 5.50000% 5,249,259.45 24,059.11 0.00 0.00 CX 0.00 5.00000% 2,636,525.07 10,985.52 0.00 0.00 AP 5,119,244.62 0.00000% 5,096,464.84 0.00 0.00 0.00 CP 2,344,906.02 0.00000% 2,335,032.54 0.00 0.00 0.00 B1 1,598,005.00 4.75616% 1,591,717.79 6,308.72 0.00 0.00 B2 599,251.00 4.75616% 596,893.30 2,365.77 0.00 0.00 B3 299,625.00 4.75616% 298,446.15 1,182.88 0.00 0.00 B4 199,750.00 4.75616% 198,964.10 788.59 0.00 0.00 B5 99,875.00 4.75616% 99,482.05 394.29 0.00 0.00 B6 199,752.00 4.75616% 198,966.09 788.60 0.00 0.00 CB1 5,188,068.00 5.66239% 5,182,933.36 24,456.50 0.00 0.00 CB2 2,223,457.00 5.66239% 2,221,256.44 10,481.35 0.00 0.00 CB3 1,297,017.00 5.66239% 1,295,733.34 6,114.12 0.00 0.00 CB4 926,440.00 5.66239% 925,523.10 4,367.23 0.00 0.00 CB5 926,440.00 5.66239% 925,523.10 4,367.23 0.00 0.00 CB6 555,867.00 5.66239% 555,316.86 2,620.35 0.00 0.00 AR 50.00 5.50000% 0.00 0.00 0.00 0.00 ARL 50.00 5.50000% 0.00 0.00 0.00 0.00 Totals 570,326,758.64 2,510,890.44 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 0.00 117,586.14 0.00 28,023,851.93 I-A2 0.00 0.00 114,583.33 0.00 25,000,000.00 I-A3 0.00 0.00 16,431.25 0.00 3,585,000.00 I-A4 0.00 0.00 96,250.00 0.00 21,000,000.00 I-A5 0.00 0.00 380,759.46 0.00 98,102,629.42 I-A6 0.00 0.00 73,669.44 0.00 16,147,002.78 I-A7 0.00 0.00 77,631.55 0.00 40,529,306.07 I-A8 0.00 0.00 194,461.51 0.00 40,529,306.07 I-A9 0.00 0.00 12,348.96 0.00 2,943,078.88 II-A1 0.00 0.00 394,090.90 0.00 97,966,856.83 II-A2 0.00 0.00 5,927.34 0.00 1,473,474.83 III-A1 0.00 0.00 192,516.36 0.00 46,006,534.89 III-A2 0.00 0.00 6,742.26 0.00 1,611,229.59 IV-A1 0.00 0.00 14,491.19 0.00 2,718,362.23 IV-A2 0.00 0.00 43,887.62 0.00 6,037,356.09 IV-A3 0.00 0.00 16,250.00 0.00 3,250,000.00 IV-A4 0.00 0.00 155,899.95 0.00 37,211,682.08 IV-A5 0.00 0.00 17,673.33 0.00 3,837,425.64 IV-A6 0.00 0.00 36,462.69 0.00 11,288,717.25 IV-A7 0.00 0.00 39,033.96 0.00 3,308,138.21 IV-A8 0.00 0.00 6,564.93 0.00 796,850.57 IV-A9 0.00 0.00 9,166.67 0.00 2,000,000.00 IV-A10 0.00 0.00 43,750.00 0.00 10,000,000.00 IV-A11 0.00 0.00 71,232.33 0.00 15,541,600.00 IV-A12 0.00 0.00 31,565.33 0.00 16,188,320.52 IV-A13 0.00 0.00 76,697.32 0.00 16,188,320.52 V-A1 0.00 0.00 165,936.36 0.00 44,029,452.85 AX 0.00 0.00 24,059.11 0.00 5,154,369.58 CX 0.00 0.00 10,985.52 0.00 2,616,122.01 AP 0.00 0.00 0.00 0.00 5,076,340.45 CP 0.00 0.00 0.00 0.00 2,318,771.13 B1 0.00 0.00 6,308.72 0.00 1,585,396.14 B2 0.00 0.00 2,365.77 0.00 594,522.68 B3 0.00 0.00 1,182.88 0.00 297,260.85 B4 0.00 0.00 788.59 0.00 198,173.90 B5 0.00 0.00 394.29 0.00 99,086.95 B6 0.00 0.00 788.60 0.00 198,175.88 CB1 0.00 0.00 24,456.50 0.00 5,177,769.10 CB2 0.00 0.00 10,481.35 0.00 2,219,043.19 CB3 0.00 0.00 6,114.12 0.00 1,294,442.27 CB4 0.00 0.00 4,367.23 0.00 924,600.91 CB5 0.00 0.00 4,367.23 0.00 924,600.91 CB6 0.00 0.00 2,620.35 0.00 554,763.54 AR 0.00 0.00 0.00 0.00 0.00 ARL 0.00 0.00 0.00 0.00 0.00 Totals 0.00 0.00 2,510,890.44 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 28,565,852.00 5.00000% 987.91643603 4.11631832 0.00000000 0.00000000 I-A2 25,000,000.00 5.50000% 1000.00000000 4.58333320 0.00000000 0.00000000 I-A3 3,585,000.00 5.50000% 1000.00000000 4.58333333 0.00000000 0.00000000 I-A4 21,000,000.00 5.50000% 1000.00000000 4.58333333 0.00000000 0.00000000 I-A5 100,000,000.00 4.62500% 987.91643620 3.80759460 0.00000000 0.00000000 I-A6 16,000,000.00 5.50000% 1004.58333313 4.60434000 0.00000000 0.00000000 I-A7 41,313,170.00 2.28250% 987.91643609 1.87909933 0.00000000 0.00000000 I-A8 0.00 5.71750% 987.91643609 4.70701014 0.00000000 0.00000000 I-A9 3,000,000.00 5.00000% 987.91643667 4.11632000 0.00000000 0.00000000 II-A1 99,990,000.00 4.75000% 995.69763616 3.94130313 0.00000000 0.00000000 II-A2 1,503,904.00 4.75000% 995.69763762 3.94130210 0.00000000 0.00000000 III-A1 46,610,000.00 5.00000% 991.28782986 4.13036602 0.00000000 0.00000000 III-A2 1,632,364.00 5.00000% 991.28783164 4.13036553 0.00000000 0.00000000 IV-A1 3,531,784.00 5.50000% 895.21721034 4.10307935 0.00000000 0.00000000 IV-A2 7,843,928.00 7.50000% 895.21721133 5.59510745 0.00000000 0.00000000 IV-A3 3,250,000.00 6.00000% 1000.00000000 5.00000000 0.00000000 0.00000000 IV-A4 37,600,000.00 5.00000% 995.10606064 4.14627527 0.00000000 0.00000000 IV-A5 0.00 5.50000% 995.68053725 4.56353624 0.00000000 0.00000000 IV-A6 14,666,666.00 3.33250% 895.21721160 2.48609261 0.00000000 0.00000000 IV-A7 4,298,040.00 12.17377% 895.21721064 9.08180473 0.00000000 0.00000000 IV-A8 1,035,294.00 8.50000% 895.21721366 6.34112629 0.00000000 0.00000000 IV-A9 2,000,000.00 5.50000% 1000.00000000 4.58333500 0.00000000 0.00000000 IV-A10 10,000,000.00 5.25000% 1000.00000000 4.37500000 0.00000000 0.00000000 IV-A11 15,541,600.00 5.50000% 1000.00000000 4.58333312 0.00000000 0.00000000 IV-A12 16,285,400.00 2.33250% 997.17519803 1.93825942 0.00000000 0.00000000 IV-A13 0.00 5.66750% 997.17519803 4.70957545 0.00000000 0.00000000 V-A1 44,495,959.00 4.50000% 994.46550978 3.72924562 0.00000000 0.00000000 AX 0.00 5.50000% 984.44101582 4.51202211 0.00000000 0.00000000 CX 0.00 5.00000% 992.29981910 4.13458216 0.00000000 0.00000000 AP 5,119,244.62 0.00000% 995.55016771 0.00000000 0.00000000 0.00000000 CP 2,344,906.02 0.00000% 995.78939202 0.00000000 0.00000000 0.00000000 B1 1,598,005.00 4.75616% 996.06558803 3.94787250 0.00000000 0.00000000 B2 599,251.00 4.75616% 996.06558854 3.94787827 0.00000000 0.00000000 B3 299,625.00 4.75616% 996.06558198 3.94786817 0.00000000 0.00000000 B4 199,750.00 4.75616% 996.06558198 3.94788486 0.00000000 0.00000000 B5 99,875.00 4.75616% 996.06558198 3.94783479 0.00000000 0.00000000 B6 199,752.00 4.75616% 996.06557131 3.94789539 0.00000000 0.00000000 CB1 5,188,068.00 5.66239% 999.01029825 4.71398987 0.00000000 0.00000000 CB2 2,223,457.00 5.66239% 999.01029793 4.71398817 0.00000000 0.00000000 CB3 1,297,017.00 5.66239% 999.01029825 4.71398602 0.00000000 0.00000000 CB4 926,440.00 5.66239% 999.01029748 4.71399119 0.00000000 0.00000000 CB5 926,440.00 5.66239% 999.01029748 4.71399119 0.00000000 0.00000000 CB6 555,867.00 5.66239% 999.01030282 4.71398734 0.00000000 0.00000000 AR 50.00 5.50000% 0.00000000 0.00000000 0.00000000 0.00000000 ARL 50.00 5.50000% 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 I-A1 0.00000000 0.00000000 4.11631832 0.00000000 981.02629426 I-A2 0.00000000 0.00000000 4.58333320 0.00000000 1000.00000000 I-A3 0.00000000 0.00000000 4.58333333 0.00000000 1000.00000000 I-A4 0.00000000 0.00000000 4.58333333 0.00000000 1000.00000000 I-A5 0.00000000 0.00000000 3.80759460 0.00000000 981.02629420 I-A6 0.00000000 0.00000000 4.60434000 0.00000000 1009.18767375 I-A7 0.00000000 0.00000000 1.87909933 0.00000000 981.02629428 I-A8 0.00000000 0.00000000 4.70701014 0.00000000 981.02629428 I-A9 0.00000000 0.00000000 4.11632000 0.00000000 981.02629333 II-A1 0.00000000 0.00000000 3.94130313 0.00000000 979.76654495 II-A2 0.00000000 0.00000000 3.94130210 0.00000000 979.76654760 III-A1 0.00000000 0.00000000 4.13036602 0.00000000 987.05288329 III-A2 0.00000000 0.00000000 4.13036553 0.00000000 987.05288159 IV-A1 0.00000000 0.00000000 4.10307935 0.00000000 769.68530069 IV-A2 0.00000000 0.00000000 5.59510745 0.00000000 769.68530180 IV-A3 0.00000000 0.00000000 5.00000000 0.00000000 1000.00000000 IV-A4 0.00000000 0.00000000 4.14627527 0.00000000 989.67239574 IV-A5 0.00000000 0.00000000 4.56353624 0.00000000 990.88462471 IV-A6 0.00000000 0.00000000 2.48609261 0.00000000 769.68530203 IV-A7 0.00000000 0.00000000 9.08180473 0.00000000 769.68530074 IV-A8 0.00000000 0.00000000 6.34112629 0.00000000 769.68529712 IV-A9 0.00000000 0.00000000 4.58333500 0.00000000 1000.00000000 IV-A10 0.00000000 0.00000000 4.37500000 0.00000000 1000.00000000 IV-A11 0.00000000 0.00000000 4.58333312 0.00000000 1000.00000000 IV-A12 0.00000000 0.00000000 1.93825942 0.00000000 994.03886426 IV-A13 0.00000000 0.00000000 4.70957545 0.00000000 994.03886426 V-A1 0.00000000 0.00000000 3.72924562 0.00000000 989.51576367 AX 0.00000000 0.00000000 4.51202211 0.00000000 966.64546182 CX 0.00000000 0.00000000 4.13458216 0.00000000 984.62078999 AP 0.00000000 0.00000000 0.00000000 0.00000000 991.61904281 CP 0.00000000 0.00000000 0.00000000 0.00000000 988.85461090 B1 0.00000000 0.00000000 3.94787250 0.00000000 992.10962419 B2 0.00000000 0.00000000 3.94787827 0.00000000 992.10961684 B3 0.00000000 0.00000000 3.94786817 0.00000000 992.10963705 B4 0.00000000 0.00000000 3.94788486 0.00000000 992.10963705 B5 0.00000000 0.00000000 3.94783479 0.00000000 992.10963705 B6 0.00000000 0.00000000 3.94789539 0.00000000 992.10961592 CB1 0.00000000 0.00000000 4.71398987 0.00000000 998.01488724 CB2 0.00000000 0.00000000 4.71398817 0.00000000 998.01488853 CB3 0.00000000 0.00000000 4.71398602 0.00000000 998.01488338 CB4 0.00000000 0.00000000 4.71399119 0.00000000 998.01488494 CB5 0.00000000 0.00000000 4.71399119 0.00000000 998.01488494 CB6 0.00000000 0.00000000 4.71398734 0.00000000 998.01488486 AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 ARL 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 10,064,194.96 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 674.37 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 10,064,869.33 Withdrawals Reimbursement for Servicer Advances 5,967.74 Payment of Service Fee 135,722.99 Payment of Interest and Principal 9,923,178.60 Total Withdrawals (Pool Distribution Amount) 10,064,869.33 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 117,423.90 External MS Fee 7,701.39 PMI Fee 321.14 Servicer FRY 5,579.61 Trust Administrator Fee 4,696.95 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 135,722.99
Delinquency Status By Groups DELINQUENT BANKRUPTCY FORECLOSURE REO Total G1 30Yr Jumbo 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 15Yr Jumbo 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 1YrConformAltA No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 1 0 0 0 1 82,600.00 0.00 0.00 0.00 82,600.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 1 0 0 0 1 82,600.00 0.00 0.00 0.00 82,600.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.188324% 0.000000% 0.000000% 0.000000% 0.188324% 0.165897% 0.000000% 0.000000% 0.000000% 0.165897% 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 0.188324% 0.000000% 0.000000% 0.000000% 0.188324% 0.165897% 0.000000% 0.000000% 0.000000% 0.165897% DELINQUENT BANKRUPTCY FORECLOSURE REO Total G4 30Yr Jumbo 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 G5 15Yr Jumbo 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%
COLLATERAL STATEMENT Collateral Description Mixed Fixed Weighted Average Gross Coupon 5.634742% Weighted Average Net Coupon 5.384742% Weighted Average Pass-Through Rate 5.345783% Weighted Average Maturity(Stepdown Calculation ) 358 Beginning Scheduled Collateral Loan Count 1,501 Number Of Loans Paid In Full 10 Ending Scheduled Collateral Loan Count 1,491 Beginning Scheduled Collateral Balance 563,634,682.42 Ending Scheduled Collateral Balance 556,222,394.23 Ending Actual Collateral Balance at 31-Oct-2004 557,111,743.57 Monthly P &I Constant 3,799,817.85 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Scheduled Principal 1,153,204.31 Unscheduled Principal 6,259,083.88
Group Level Collateral Statement Group G1 30Yr Jumbo A G2 15Yr Jumbo A G3 1YrConformAltA Collateral Description Mixed Fixed Mixed Fixed Mixed Fixed Weighted Average Coupon Rate 5.774987 5.036775 5.284702 Weighted Average Net Rate 5.524987 4.786775 5.034701 Weighted Average Maturity 358 178 178 Beginning Loan Count 468 200 531 Loans Paid In Full 2 2 0 Ending Loan Count 466 198 531 Beginning Scheduled Balance 248,200,009.68 103,680,248.66 49,840,976.31 Ending scheduled Balance 247,069,546.38 102,046,218.27 49,628,413.35 Record Date 10/31/2004 10/31/2004 10/31/2004 Principal And Interest Constant 1,450,979.56 847,904.71 413,779.00 Scheduled Principal 256,519.70 412,726.32 194,283.43 Unscheduled Principal 873,943.60 1,221,304.07 18,279.53 Scheduled Interest 1,194,459.86 435,178.39 219,495.57 Servicing Fees 51,708.34 21,600.05 10,383.54 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 2,068.33 864.00 415.34 FRY Amount 2,683.68 0.00 1,023.89 Special Hazard Fee 0.00 0.00 0.00 Other Fee 3,133.15 2,925.23 136.97 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 1,134,866.36 409,789.11 207,535.83 Realized Loss Amount 0.00 0.00 0.00 Cumulative Realized Loss 0.00 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 0.0000 Prepayment Penalties 0.00 0.00 0.00 Special Servicing Fee 0.00 0.00 0.00 Pass-Through Rate 5.486864 4.742918 4.996752
Group Level Collateral Statement Group G4 30Yr Jumbo A G5 15Yr Jumbo A Total Collateral Description Mixed Fixed Mixed Fixed Mixed Fixed Weighted Average Coupon Rate 6.328115 4.828648 5.634742 Weighted Average Net Rate 6.078115 4.578648 5.384742 Weighted Average Maturity 358 177 358 Beginning Loan Count 215 87 1,501 Loans Paid In Full 6 0 10 Ending Loan Count 209 87 1,491 Beginning Scheduled Balance 116,809,935.69 45,103,512.08 563,634,682.42 Ending scheduled Balance 112,598,521.07 44,879,695.16 556,222,394.23 Record Date 10/31/2004 10/31/2004 10/31/2004 Principal And Interest Constant 723,694.58 363,460.00 3,799,817.85 Scheduled Principal 107,705.67 181,969.19 1,153,204.31 Unscheduled Principal 4,103,708.95 41,847.73 6,259,083.88 Scheduled Interest 615,988.91 181,490.81 2,646,613.54 Servicing Fees 24,335.40 9,396.57 117,423.90 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 973.42 375.86 4,696.95 FRY Amount 1,872.04 0.00 5,579.61 Special Hazard Fee 0.00 0.00 0.00 Other Fee 811.49 1,015.69 8,022.53 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 587,996.56 170,702.69 2,510,890.55 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 6.040547 4.541625 5.345783
Miscellaneous Reporting Group G1 30Yr Jumbo A Insurance Proceeds 0.00 Net Liquidation Proceeds 0.00 Repurchase Principal 0.00 Substitute Amount 0.00 Substitution Adjustment Amount 0.00 Subsequent Losses 0.00 Subsequent Loss Recoveries 0.00 Group G2 15Yr Jumbo A Insurance Proceeds 0.00 Net Liquidation Proceeds 0.00 Repurchase Principal 0.00 Substitute Amount 0.00 Substitution Adjustment Amount 0.00 Subsequent Losses 0.00 Subsequent Loss Recoveries 0.00 Group G3 1YrConformAltA Insurance Proceeds 0.00 Net Liquidation Proceeds 0.00 Repurchase Principal 0.00 Substitute Amount 0.00 Substitution Adjustment Amount 0.00 Subsequent Losses 0.00 Subsequent Loss Recoveries 0.00
Miscellaneous Reporting Group G4 30Yr Jumbo A Insurance Proceeds 0.00 Net Liquidation Proceeds 0.00 Repurchase Principal 0.00 Substitute Amount 0.00 Substitution Adjustment Amount 0.00 Subsequent Losses 0.00 Subsequent Loss Recoveries 0.00 Group G5 15Yr Jumbo A Insurance Proceeds 0.00 Net Liquidation Proceeds 0.00 Repurchase Principal 0.00 Substitute Amount 0.00 Substitution Adjustment Amount 0.00 Subsequent Losses 0.00 Subsequent Loss Recoveries 0.00
Group -----END PRIVACY-ENHANCED MESSAGE-----