-----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, R2EeTR6GhuDvjTTx9SyJ1JZeRuDYAMcHEd3PgsDHYSXuIA6BBaXe7tdgMZF+kqJ1 v5T5xrvyihFPe/a78qL9ow== 0001056404-04-004149.txt : 20041202 0001056404-04-004149.hdr.sgml : 20041202 20041202114008 ACCESSION NUMBER: 0001056404-04-004149 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 Mortgage-Back Pass-Through Certificates, Series 2004-7 CENTRAL INDEX KEY: 0001307595 STANDARD INDUSTRIAL CLASSIFICATION: ASSET-BACKED SECURITIES [6189] STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 8-K SEC ACT: 1934 Act SEC FILE NUMBER: 333-110800-04 FILM NUMBER: 041179496 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 csf04007_nov.txt NOVEMBER 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 2004-7 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-110800-04 54-2162566 Pooling and Servicing Agreement) (Commission 54-2162567 (State or other File Number) 54-2162568 jurisdiction 54-2162569 of Incorporation) 54-2162570 54-2162571 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 2004-7 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 2004-7 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 2004-7 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: 11/28/04 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage-Backed P/T Certificates, Series 2004-7 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: 2004-7 Contact: Customer Service - SecuritiesLink Wells Fargo Bank, N.A. Securities Administration Services 7485 New Horizon Way Frederick, MD 21703 Telephone: (301) 846-8130 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 2254W0JR7 SEN 5.00000% 100,830,600.00 419,424.68 1,585,548.63 I-A2 2254W0JS5 SEN 5.25000% 19,663,615.00 85,884.40 0.00 I-A3 2254W0JT3 SEN 2.25000% 11,203,400.00 20,971.23 176,172.07 I-A4 2254W0KY0 SEN 5.25000% 15,035,000.00 65,668.09 0.00 I-A5 2254W0KZ7 SEN 5.25000% 0.00 48,932.88 0.00 I-A6 2254W0LA1 SEN 5.25000% 775,000.00 3,384.95 0.00 II-A1 2254W0JU0 SEN 5.50000% 85,350,030.00 391,187.64 3,729,923.68 II-A2 2254W0JV8 SEN 6.00000% 100,000,000.00 500,000.00 5,142,239.39 II-A3 2254W0JW6 SEN 6.00000% 42,671,000.00 213,355.00 0.00 II-A4 2254W0JX4 SEN 6.00000% 27,000,000.00 135,000.00 0.00 II-A5 2254W0LB9 SEN 2.35000% 28,450,009.00 55,714.60 1,243,307.85 II-A6 2254W0LC7 SEN 5.15000% 0.00 122,097.96 0.00 II-A7 2254W0LD5 SEN 6.00000% 1,000,000.00 5,000.00 0.00 III-A1 2254W0JY2 SEN 5.00000% 30,000,000.00 125,000.00 140,882.20 III-A2 2254W0JZ9 SEN 5.00000% 1,000,000.00 4,166.67 4,696.07 III-A3 2254W0KA2 SEN 5.00000% 38,599,941.00 160,833.09 181,268.15 IV-A1 2254W0KB0 SEN 4.50000% 54,190,166.00 203,213.12 240,830.53 V-A1 2254W0KC8 SEN 5.00000% 66,291,880.00 276,216.17 266,629.79 VI-A1 2254W0KD6 SEN 5.25000% 107,996,651.00 472,485.35 1,627,647.32 A-X 2254W0KE4 SEN 6.00000% 0.00 69,264.49 0.00 C-X 2254W0KF1 SEN 5.00000% 0.00 35,945.56 0.00 AP 2254W0KG9 SEN 0.00000% 4,647,754.49 0.00 71,285.57 CP 2254W0KH7 SEN 0.00000% 2,447,307.91 0.00 10,958.05 C-B1 2254W0KJ3 SUB 5.09665% 3,883,429.00 16,482.72 10,261.69 C-B2 2254W0KK0 SUB 5.09665% 1,553,370.00 6,593.08 4,104.67 C-B3 2254W0KL8 SUB 5.09665% 776,685.00 3,296.54 2,052.34 C-B4 2254W0KS3 SUB 5.09665% 582,514.00 2,472.41 1,539.25 C-B5 2254W0KT1 SUB 5.09665% 582,514.00 2,472.41 1,539.25 C-B6 2254W0KU8 SUB 5.09665% 388,344.00 1,648.28 1,026.10 D-B1 2254W0KM6 SUB 5.81058% 12,230,861.00 59,223.66 17,865.49 D-B2 2254W0KN4 SUB 5.81058% 2,822,506.00 13,667.00 4,122.80 D-B3 2254W0KP9 SUB 5.81058% 1,693,503.00 8,200.19 2,473.68 D-B4 2254W0KV6 SUB 5.81058% 1,693,503.00 8,200.19 2,473.68 D-B5 2254W0KW4 SUB 5.81058% 940,835.00 4,555.66 1,374.27 D-B6 2254W0KX2 SUB 5.81058% 376,337.00 1,822.28 549.71 AR 2254W0KQ7 RES 5.25000% 50.00 0.22 50.00 AR-L 2254W0KR5 RES 5.25000% 50.00 0.22 50.00 Totals 764,676,855.40 3,542,380.74 14,470,872.23
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses I-A1 0.00 99,245,051.37 2,004,973.31 0.00 I-A2 0.00 19,663,615.00 85,884.40 0.00 I-A3 0.00 11,027,227.93 197,143.30 0.00 I-A4 0.00 15,035,000.00 65,668.09 0.00 I-A5 0.00 0.00 48,932.88 0.00 I-A6 0.00 775,000.00 3,384.95 0.00 II-A1 0.00 81,620,106.32 4,121,111.32 0.00 II-A2 0.00 94,857,760.61 5,642,239.39 0.00 II-A3 0.00 42,671,000.00 213,355.00 0.00 II-A4 0.00 27,000,000.00 135,000.00 0.00 II-A5 0.00 27,206,701.15 1,299,022.45 0.00 II-A6 0.00 0.00 122,097.96 0.00 II-A7 0.00 1,000,000.00 5,000.00 0.00 III-A1 0.00 29,859,117.80 265,882.20 0.00 III-A2 0.00 995,303.93 8,862.74 0.00 III-A3 0.00 38,418,672.85 342,101.24 0.00 IV-A1 0.00 53,949,335.47 444,043.65 0.00 V-A1 0.00 66,025,250.21 542,845.96 0.00 VI-A1 0.00 106,369,003.68 2,100,132.67 0.00 A-X 0.00 0.00 69,264.49 0.00 C-X 0.00 0.00 35,945.56 0.00 AP 0.00 4,576,468.92 71,285.57 0.00 CP 0.00 2,436,349.86 10,958.05 0.00 C-B1 0.00 3,873,167.31 26,744.41 0.00 C-B2 0.00 1,549,265.33 10,697.75 0.00 C-B3 0.00 774,632.66 5,348.88 0.00 C-B4 0.00 580,974.75 4,011.66 0.00 C-B5 0.00 580,974.75 4,011.66 0.00 C-B6 0.00 387,317.90 2,674.38 0.00 D-B1 0.00 12,212,995.51 77,089.15 0.00 D-B2 0.00 2,818,383.20 17,789.80 0.00 D-B3 0.00 1,691,029.32 10,673.87 0.00 D-B4 0.00 1,691,029.32 10,673.87 0.00 D-B5 0.00 939,460.73 5,929.93 0.00 D-B6 0.00 375,787.29 2,371.99 0.00 AR 0.00 0.00 50.22 0.00 AR-L 0.00 0.00 50.22 0.00 Totals 0.00 750,205,983.17 18,013,252.97 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 100,830,600.00 100,830,600.00 115,980.46 1,469,568.17 0.00 0.00 I-A2 19,663,615.00 19,663,615.00 0.00 0.00 0.00 0.00 I-A3 11,203,400.00 11,203,400.00 12,886.72 163,285.35 0.00 0.00 I-A4 15,035,000.00 15,035,000.00 0.00 0.00 0.00 0.00 I-A5 0.00 0.00 0.00 0.00 0.00 0.00 I-A6 775,000.00 775,000.00 0.00 0.00 0.00 0.00 II-A1 85,350,030.00 85,350,030.00 96,523.30 3,633,400.37 0.00 0.00 II-A2 100,000,000.00 100,000,000.00 133,071.34 5,009,168.05 0.00 0.00 II-A3 42,671,000.00 42,671,000.00 0.00 0.00 0.00 0.00 II-A4 27,000,000.00 27,000,000.00 0.00 0.00 0.00 0.00 II-A5 28,450,009.00 28,450,009.00 32,174.43 1,211,133.42 0.00 0.00 II-A6 0.00 0.00 0.00 0.00 0.00 0.00 II-A7 1,000,000.00 1,000,000.00 0.00 0.00 0.00 0.00 III-A1 30,000,000.00 30,000,000.00 113,977.80 26,904.40 0.00 0.00 III-A2 1,000,000.00 1,000,000.00 3,799.26 896.81 0.00 0.00 III-A3 38,599,941.00 38,599,941.00 146,651.21 34,616.94 0.00 0.00 IV-A1 54,190,166.00 54,190,166.00 213,775.80 27,054.73 0.00 0.00 V-A1 66,291,880.00 66,291,880.00 250,159.00 16,470.79 0.00 0.00 VI-A1 107,996,651.00 107,996,651.00 393,942.96 1,233,704.36 0.00 0.00 A-X 0.00 0.00 0.00 0.00 0.00 0.00 C-X 0.00 0.00 0.00 0.00 0.00 0.00 AP 4,647,754.49 4,647,754.49 4,678.74 66,606.83 0.00 0.00 CP 2,447,307.91 2,447,307.91 9,638.86 1,319.19 0.00 0.00 C-B1 3,883,429.00 3,883,429.00 10,261.69 0.00 0.00 0.00 C-B2 1,553,370.00 1,553,370.00 4,104.67 0.00 0.00 0.00 C-B3 776,685.00 776,685.00 2,052.34 0.00 0.00 0.00 C-B4 582,514.00 582,514.00 1,539.25 0.00 0.00 0.00 C-B5 582,514.00 582,514.00 1,539.25 0.00 0.00 0.00 C-B6 388,344.00 388,344.00 1,026.10 0.00 0.00 0.00 D-B1 12,230,861.00 12,230,861.00 17,865.49 0.00 0.00 0.00 D-B2 2,822,506.00 2,822,506.00 4,122.80 0.00 0.00 0.00 D-B3 1,693,503.00 1,693,503.00 2,473.68 0.00 0.00 0.00 D-B4 1,693,503.00 1,693,503.00 2,473.68 0.00 0.00 0.00 D-B5 940,835.00 940,835.00 1,374.27 0.00 0.00 0.00 D-B6 376,337.00 376,337.00 549.71 0.00 0.00 0.00 AR 50.00 50.00 3.66 46.34 0.00 0.00 AR-L 50.00 50.00 3.66 46.34 0.00 0.00 Totals 764,676,855.40 764,676,855.40 1,576,650.13 12,894,222.09 0.00 0.00 (1) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.
Principal Distribution Statement (continued) Total Ending Ending Total Principal Certificate Certificate Principal Class Reduction Balance Percentage Distribution I-A1 1,585,548.63 99,245,051.37 0.98427512 1,585,548.63 I-A2 0.00 19,663,615.00 1.00000000 0.00 I-A3 176,172.07 11,027,227.93 0.98427512 176,172.07 I-A4 0.00 15,035,000.00 1.00000000 0.00 I-A5 0.00 0.00 0.00000000 0.00 I-A6 0.00 775,000.00 1.00000000 0.00 II-A1 3,729,923.68 81,620,106.32 0.95629851 3,729,923.68 II-A2 5,142,239.39 94,857,760.61 0.94857761 5,142,239.39 II-A3 0.00 42,671,000.00 1.00000000 0.00 II-A4 0.00 27,000,000.00 1.00000000 0.00 II-A5 1,243,307.85 27,206,701.15 0.95629851 1,243,307.85 II-A6 0.00 0.00 0.00000000 0.00 II-A7 0.00 1,000,000.00 1.00000000 0.00 III-A1 140,882.20 29,859,117.80 0.99530393 140,882.20 III-A2 4,696.07 995,303.93 0.99530393 4,696.07 III-A3 181,268.15 38,418,672.85 0.99530393 181,268.15 IV-A1 240,830.53 53,949,335.47 0.99555583 240,830.53 V-A1 266,629.79 66,025,250.21 0.99597794 266,629.79 VI-A1 1,627,647.32 106,369,003.68 0.98492872 1,627,647.32 A-X 0.00 0.00 0.00000000 0.00 C-X 0.00 0.00 0.00000000 0.00 AP 71,285.57 4,576,468.92 0.98466236 71,285.57 CP 10,958.05 2,436,349.86 0.99552241 10,958.05 C-B1 10,261.69 3,873,167.31 0.99735757 10,261.69 C-B2 4,104.67 1,549,265.33 0.99735757 4,104.67 C-B3 2,052.34 774,632.66 0.99735756 2,052.34 C-B4 1,539.25 580,974.75 0.99735757 1,539.25 C-B5 1,539.25 580,974.75 0.99735757 1,539.25 C-B6 1,026.10 387,317.90 0.99735775 1,026.10 D-B1 17,865.49 12,212,995.51 0.99853931 17,865.49 D-B2 4,122.80 2,818,383.20 0.99853931 4,122.80 D-B3 2,473.68 1,691,029.32 0.99853931 2,473.68 D-B4 2,473.68 1,691,029.32 0.99853931 2,473.68 D-B5 1,374.27 939,460.73 0.99853931 1,374.27 D-B6 549.71 375,787.29 0.99853931 549.71 AR 50.00 0.00 0.00000000 50.00 AR-L 50.00 0.00 0.00000000 50.00 Totals 14,470,872.23 750,205,983.17 0.98107583 14,470,872.23
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion I-A1 100,830,600.00 1000.00000000 1.15025062 14.57462487 0.00000000 I-A2 19,663,615.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-A3 11,203,400.00 1000.00000000 1.15025082 14.57462467 0.00000000 I-A4 15,035,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-A5 0.00 0.00000000 0.00000000 0.00000000 0.00000000 I-A6 775,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 II-A1 85,350,030.00 1000.00000000 1.13091114 42.57058105 0.00000000 II-A2 100,000,000.00 1000.00000000 1.33071340 50.09168050 0.00000000 II-A3 42,671,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 II-A4 27,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 II-A5 28,450,009.00 1000.00000000 1.13091107 42.57058126 0.00000000 II-A6 0.00 0.00000000 0.00000000 0.00000000 0.00000000 II-A7 1,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 III-A1 30,000,000.00 1000.00000000 3.79926000 0.89681333 0.00000000 III-A2 1,000,000.00 1000.00000000 3.79926000 0.89681000 0.00000000 III-A3 38,599,941.00 1000.00000000 3.79925995 0.89681329 0.00000000 IV-A1 54,190,166.00 1000.00000000 3.94491871 0.49925534 0.00000000 V-A1 66,291,880.00 1000.00000000 3.77359942 0.24845863 0.00000000 VI-A1 107,996,651.00 1000.00000000 3.64773311 11.42354275 0.00000000 A-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 C-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 AP 4,647,754.49 1000.00000000 1.00666677 14.33096996 0.00000000 CP 2,447,307.91 1000.00000000 3.93855631 0.53903720 0.00000000 C-B1 3,883,429.00 1000.00000000 2.64243018 0.00000000 0.00000000 C-B2 1,553,370.00 1000.00000000 2.64242904 0.00000000 0.00000000 C-B3 776,685.00 1000.00000000 2.64243548 0.00000000 0.00000000 C-B4 582,514.00 1000.00000000 2.64242576 0.00000000 0.00000000 C-B5 582,514.00 1000.00000000 2.64242576 0.00000000 0.00000000 C-B6 388,344.00 1000.00000000 2.64224502 0.00000000 0.00000000 D-B1 12,230,861.00 1000.00000000 1.46068948 0.00000000 0.00000000 D-B2 2,822,506.00 1000.00000000 1.46068777 0.00000000 0.00000000 D-B3 1,693,503.00 1000.00000000 1.46068829 0.00000000 0.00000000 D-B4 1,693,503.00 1000.00000000 1.46068829 0.00000000 0.00000000 D-B5 940,835.00 1000.00000000 1.46069183 0.00000000 0.00000000 D-B6 376,337.00 1000.00000000 1.46068550 0.00000000 0.00000000 AR 50.00 1000.00000000 73.20000000 926.80000000 0.00000000 AR-L 50.00 1000.00000000 73.20000000 926.80000000 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 15.72487548 984.27512452 0.98427512 15.72487548 I-A2 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 I-A3 0.00000000 15.72487548 984.27512452 0.98427512 15.72487548 I-A4 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 I-A5 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 I-A6 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 II-A1 0.00000000 43.70149231 956.29850769 0.95629851 43.70149231 II-A2 0.00000000 51.42239390 948.57760610 0.94857761 51.42239390 II-A3 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 II-A4 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 II-A5 0.00000000 43.70149233 956.29850767 0.95629851 43.70149233 II-A6 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 II-A7 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 III-A1 0.00000000 4.69607333 995.30392667 0.99530393 4.69607333 III-A2 0.00000000 4.69607000 995.30393000 0.99530393 4.69607000 III-A3 0.00000000 4.69607324 995.30392676 0.99530393 4.69607324 IV-A1 0.00000000 4.44417406 995.55582594 0.99555583 4.44417406 V-A1 0.00000000 4.02205806 995.97794194 0.99597794 4.02205806 VI-A1 0.00000000 15.07127587 984.92872413 0.98492872 15.07127587 A-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 C-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AP 0.00000000 15.33763673 984.66236327 0.98466236 15.33763673 CP 0.00000000 4.47759350 995.52240650 0.99552241 4.47759350 C-B1 0.00000000 2.64243018 997.35756982 0.99735757 2.64243018 C-B2 0.00000000 2.64242904 997.35757096 0.99735757 2.64242904 C-B3 0.00000000 2.64243548 997.35756452 0.99735756 2.64243548 C-B4 0.00000000 2.64242576 997.35757424 0.99735757 2.64242576 C-B5 0.00000000 2.64242576 997.35757424 0.99735757 2.64242576 C-B6 0.00000000 2.64224502 997.35775498 0.99735775 2.64224502 D-B1 0.00000000 1.46068948 998.53931052 0.99853931 1.46068948 D-B2 0.00000000 1.46068777 998.53931223 0.99853931 1.46068777 D-B3 0.00000000 1.46068829 998.53931171 0.99853931 1.46068829 D-B4 0.00000000 1.46068829 998.53931171 0.99853931 1.46068829 D-B5 0.00000000 1.46069183 998.53930817 0.99853931 1.46069183 D-B6 0.00000000 1.46068550 998.53931450 0.99853931 1.46068550 AR 0.00000000 1,000.00000000 0.00000000 0.00000000 1,000.00000000 AR-L 0.00000000 1,000.00000000 0.00000000 0.00000000 1,000.00000000 (3) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.
Interest Distribution Statement Beginning Payment of Original Current Certificate/ Current Unpaid Current Face Certificate Notional Accrued Interest Interest Class Amount Rate Balance Interest Shortfall Shortfall I-A1 100,830,600.00 5.00000% 100,830,600.00 420,127.50 0.00 0.00 I-A2 19,663,615.00 5.25000% 19,663,615.00 86,028.32 0.00 0.00 I-A3 11,203,400.00 2.25000% 11,203,400.00 21,006.38 0.00 0.00 I-A4 15,035,000.00 5.25000% 15,035,000.00 65,778.13 0.00 0.00 I-A5 0.00 5.25000% 11,203,400.00 49,014.88 0.00 0.00 I-A6 775,000.00 5.25000% 775,000.00 3,390.63 0.00 0.00 II-A1 85,350,030.00 5.50000% 85,350,030.00 391,187.64 0.00 0.00 II-A2 100,000,000.00 6.00000% 100,000,000.00 500,000.00 0.00 0.00 II-A3 42,671,000.00 6.00000% 42,671,000.00 213,355.00 0.00 0.00 II-A4 27,000,000.00 6.00000% 27,000,000.00 135,000.00 0.00 0.00 II-A5 28,450,009.00 2.35000% 28,450,009.00 55,714.60 0.00 0.00 II-A6 0.00 5.15000% 28,450,009.00 122,097.96 0.00 0.00 II-A7 1,000,000.00 6.00000% 1,000,000.00 5,000.00 0.00 0.00 III-A1 30,000,000.00 5.00000% 30,000,000.00 125,000.00 0.00 0.00 III-A2 1,000,000.00 5.00000% 1,000,000.00 4,166.67 0.00 0.00 III-A3 38,599,941.00 5.00000% 38,599,941.00 160,833.09 0.00 0.00 IV-A1 54,190,166.00 4.50000% 54,190,166.00 203,213.12 0.00 0.00 V-A1 66,291,880.00 5.00000% 66,291,880.00 276,216.17 0.00 0.00 VI-A1 107,996,651.00 5.25000% 107,996,651.00 472,485.35 0.00 0.00 A-X 0.00 6.00000% 13,862,605.27 69,313.03 0.00 0.00 C-X 0.00 5.00000% 8,626,935.07 35,945.56 0.00 0.00 AP 4,647,754.49 0.00000% 4,647,754.49 0.00 0.00 0.00 CP 2,447,307.91 0.00000% 2,447,307.91 0.00 0.00 0.00 C-B1 3,883,429.00 5.09665% 3,883,429.00 16,493.73 0.00 0.00 C-B2 1,553,370.00 5.09665% 1,553,370.00 6,597.48 0.00 0.00 C-B3 776,685.00 5.09665% 776,685.00 3,298.74 0.00 0.00 C-B4 582,514.00 5.09665% 582,514.00 2,474.06 0.00 0.00 C-B5 582,514.00 5.09665% 582,514.00 2,474.06 0.00 0.00 C-B6 388,344.00 5.09665% 388,344.00 1,649.38 0.00 0.00 D-B1 12,230,861.00 5.81058% 12,230,861.00 59,223.66 0.00 0.00 D-B2 2,822,506.00 5.81058% 2,822,506.00 13,667.00 0.00 0.00 D-B3 1,693,503.00 5.81058% 1,693,503.00 8,200.19 0.00 0.00 D-B4 1,693,503.00 5.81058% 1,693,503.00 8,200.19 0.00 0.00 D-B5 940,835.00 5.81058% 940,835.00 4,555.66 0.00 0.00 D-B6 376,337.00 5.81058% 376,337.00 1,822.28 0.00 0.00 AR 50.00 5.25000% 50.00 0.22 0.00 0.00 AR-L 50.00 5.25000% 50.00 0.22 0.00 0.00 Totals 764,676,855.40 3,543,530.90 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 702.82 0.00 419,424.68 0.00 99,245,051.37 I-A2 143.91 0.00 85,884.40 0.00 19,663,615.00 I-A3 35.14 0.00 20,971.23 0.00 11,027,227.93 I-A4 110.04 0.00 65,668.09 0.00 15,035,000.00 I-A5 82.00 0.00 48,932.88 0.00 11,027,227.93 I-A6 5.67 0.00 3,384.95 0.00 775,000.00 II-A1 0.00 0.00 391,187.64 0.00 81,620,106.32 II-A2 0.00 0.00 500,000.00 0.00 94,857,760.61 II-A3 0.00 0.00 213,355.00 0.00 42,671,000.00 II-A4 0.00 0.00 135,000.00 0.00 27,000,000.00 II-A5 0.00 0.00 55,714.60 0.00 27,206,701.15 II-A6 0.00 0.00 122,097.96 0.00 27,206,701.15 II-A7 0.00 0.00 5,000.00 0.00 1,000,000.00 III-A1 0.00 0.00 125,000.00 0.00 29,859,117.80 III-A2 0.00 0.00 4,166.67 0.00 995,303.93 III-A3 0.00 0.00 160,833.09 0.00 38,418,672.85 IV-A1 0.00 0.00 203,213.12 0.00 53,949,335.47 V-A1 0.00 0.00 276,216.17 0.00 66,025,250.21 VI-A1 0.00 0.00 472,485.35 0.00 106,369,003.68 A-X 48.54 0.00 69,264.49 0.00 13,625,301.21 C-X 0.00 0.00 35,945.56 0.00 8,553,057.52 AP 0.00 0.00 0.00 0.00 4,576,468.92 CP 0.00 0.00 0.00 0.00 2,436,349.86 C-B1 11.00 0.00 16,482.72 0.00 3,873,167.31 C-B2 4.40 0.00 6,593.08 0.00 1,549,265.33 C-B3 2.20 0.00 3,296.54 0.00 774,632.66 C-B4 1.65 0.00 2,472.41 0.00 580,974.75 C-B5 1.65 0.00 2,472.41 0.00 580,974.75 C-B6 1.10 0.00 1,648.28 0.00 387,317.90 D-B1 0.00 0.00 59,223.66 0.00 12,212,995.51 D-B2 0.00 0.00 13,667.00 0.00 2,818,383.20 D-B3 0.00 0.00 8,200.19 0.00 1,691,029.32 D-B4 0.00 0.00 8,200.19 0.00 1,691,029.32 D-B5 0.00 0.00 4,555.66 0.00 939,460.73 D-B6 0.00 0.00 1,822.28 0.00 375,787.29 AR 0.00 0.00 0.22 0.00 0.00 AR-L 0.00 0.00 0.22 0.00 0.00 Totals 1,150.12 0.00 3,542,380.74 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 100,830,600.00 5.00000% 1000.00000000 4.16666667 0.00000000 0.00000000 I-A2 19,663,615.00 5.25000% 1000.00000000 4.37500022 0.00000000 0.00000000 I-A3 11,203,400.00 2.25000% 1000.00000000 1.87500045 0.00000000 0.00000000 I-A4 15,035,000.00 5.25000% 1000.00000000 4.37500033 0.00000000 0.00000000 I-A5 0.00 5.25000% 1000.00000000 4.37500045 0.00000000 0.00000000 I-A6 775,000.00 5.25000% 1000.00000000 4.37500645 0.00000000 0.00000000 II-A1 85,350,030.00 5.50000% 1000.00000000 4.58333336 0.00000000 0.00000000 II-A2 100,000,000.00 6.00000% 1000.00000000 5.00000000 0.00000000 0.00000000 II-A3 42,671,000.00 6.00000% 1000.00000000 5.00000000 0.00000000 0.00000000 II-A4 27,000,000.00 6.00000% 1000.00000000 5.00000000 0.00000000 0.00000000 II-A5 28,450,009.00 2.35000% 1000.00000000 1.95833330 0.00000000 0.00000000 II-A6 0.00 5.15000% 1000.00000000 4.29166683 0.00000000 0.00000000 II-A7 1,000,000.00 6.00000% 1000.00000000 5.00000000 0.00000000 0.00000000 III-A1 30,000,000.00 5.00000% 1000.00000000 4.16666667 0.00000000 0.00000000 III-A2 1,000,000.00 5.00000% 1000.00000000 4.16667000 0.00000000 0.00000000 III-A3 38,599,941.00 5.00000% 1000.00000000 4.16666673 0.00000000 0.00000000 IV-A1 54,190,166.00 4.50000% 1000.00000000 3.74999995 0.00000000 0.00000000 V-A1 66,291,880.00 5.00000% 1000.00000000 4.16666672 0.00000000 0.00000000 VI-A1 107,996,651.00 5.25000% 1000.00000000 4.37500002 0.00000000 0.00000000 A-X 0.00 6.00000% 1000.00222037 5.00001137 0.00000000 0.00000000 C-X 0.00 5.00000% 1000.00246554 4.16667662 0.00000000 0.00000000 AP 4,647,754.49 0.00000% 1000.00000000 0.00000000 0.00000000 0.00000000 CP 2,447,307.91 0.00000% 1000.00000000 0.00000000 0.00000000 0.00000000 C-B1 3,883,429.00 5.09665% 1000.00000000 4.24720782 0.00000000 0.00000000 C-B2 1,553,370.00 5.09665% 1000.00000000 4.24720447 0.00000000 0.00000000 C-B3 776,685.00 5.09665% 1000.00000000 4.24720447 0.00000000 0.00000000 C-B4 582,514.00 5.09665% 1000.00000000 4.24721123 0.00000000 0.00000000 C-B5 582,514.00 5.09665% 1000.00000000 4.24721123 0.00000000 0.00000000 C-B6 388,344.00 5.09665% 1000.00000000 4.24721381 0.00000000 0.00000000 D-B1 12,230,861.00 5.81058% 1000.00000000 4.84214971 0.00000000 0.00000000 D-B2 2,822,506.00 5.81058% 1000.00000000 4.84215091 0.00000000 0.00000000 D-B3 1,693,503.00 5.81058% 1000.00000000 4.84214672 0.00000000 0.00000000 D-B4 1,693,503.00 5.81058% 1000.00000000 4.84214672 0.00000000 0.00000000 D-B5 940,835.00 5.81058% 1000.00000000 4.84214554 0.00000000 0.00000000 D-B6 376,337.00 5.81058% 1000.00000000 4.84214946 0.00000000 0.00000000 AR 50.00 5.25000% 1000.00000000 4.40000000 0.00000000 0.00000000 AR-L 50.00 5.25000% 1000.00000000 4.40000000 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 0.00697030 0.00000000 4.15969636 0.00000000 984.27512452 I-A2 0.00731859 0.00000000 4.36768112 0.00000000 1000.00000000 I-A3 0.00313655 0.00000000 1.87186301 0.00000000 984.27512452 I-A4 0.00731892 0.00000000 4.36768141 0.00000000 1000.00000000 I-A5 0.00731921 0.00000000 4.36768124 0.00000000 984.27512452 I-A6 0.00731613 0.00000000 4.36767742 0.00000000 1000.00000000 II-A1 0.00000000 0.00000000 4.58333336 0.00000000 956.29850769 II-A2 0.00000000 0.00000000 5.00000000 0.00000000 948.57760610 II-A3 0.00000000 0.00000000 5.00000000 0.00000000 1000.00000000 II-A4 0.00000000 0.00000000 5.00000000 0.00000000 1000.00000000 II-A5 0.00000000 0.00000000 1.95833330 0.00000000 956.29850767 II-A6 0.00000000 0.00000000 4.29166683 0.00000000 956.29850767 II-A7 0.00000000 0.00000000 5.00000000 0.00000000 1000.00000000 III-A1 0.00000000 0.00000000 4.16666667 0.00000000 995.30392667 III-A2 0.00000000 0.00000000 4.16667000 0.00000000 995.30393000 III-A3 0.00000000 0.00000000 4.16666673 0.00000000 995.30392676 IV-A1 0.00000000 0.00000000 3.74999995 0.00000000 995.55582594 V-A1 0.00000000 0.00000000 4.16666672 0.00000000 995.97794194 VI-A1 0.00000000 0.00000000 4.37500002 0.00000000 984.92872413 A-X 0.00350151 0.00000000 4.99650985 0.00000000 982.88389504 C-X 0.00000000 0.00000000 4.16667662 0.00000000 991.43885268 AP 0.00000000 0.00000000 0.00000000 0.00000000 984.66236327 CP 0.00000000 0.00000000 0.00000000 0.00000000 995.52240650 C-B1 0.00283255 0.00000000 4.24437269 0.00000000 997.35756982 C-B2 0.00283255 0.00000000 4.24437191 0.00000000 997.35757096 C-B3 0.00283255 0.00000000 4.24437191 0.00000000 997.35756452 C-B4 0.00283255 0.00000000 4.24437868 0.00000000 997.35757424 C-B5 0.00283255 0.00000000 4.24437868 0.00000000 997.35757424 C-B6 0.00283254 0.00000000 4.24438127 0.00000000 997.35775498 D-B1 0.00000000 0.00000000 4.84214971 0.00000000 998.53931052 D-B2 0.00000000 0.00000000 4.84215091 0.00000000 998.53931223 D-B3 0.00000000 0.00000000 4.84214672 0.00000000 998.53931171 D-B4 0.00000000 0.00000000 4.84214672 0.00000000 998.53931171 D-B5 0.00000000 0.00000000 4.84214554 0.00000000 998.53930817 D-B6 0.00000000 0.00000000 4.84214946 0.00000000 998.53931450 AR 0.00000000 0.00000000 4.40000000 0.00000000 0.00000000 AR-L 0.00000000 0.00000000 4.40000000 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 18,198,496.43 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 4,081.89 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 18,202,578.32 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 189,325.35 Payment of Interest and Principal 18,013,252.97 Total Withdrawals (Pool Distribution Amount) 18,202,578.32 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 1,150.12
SERVICING FEES Gross Servicing Fee 155,139.36 External MS Fee 7,157.86 PMI Fee 781.47 Servicer FRY 26,246.66 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 189,325.35
Delinquency Status By Groups DELINQUENT BANKRUPTCY FORECLOSURE REO Total G1 30Y Conf AltA No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% DELINQUENT BANKRUPTCY FORECLOSURE REO Total G2 30Y Conf AltA No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% DELINQUENT BANKRUPTCY FORECLOSURE REO Total G3 15Y Conf AltA No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% DELINQUENT BANKRUPTCY FORECLOSURE REO Total G4 15Y Conf AltA No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% DELINQUENT BANKRUPTCY FORECLOSURE REO Total G5 15Y Conf AltA No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% DELINQUENT BANKRUPTCY FORECLOSURE REO Total G6 15Y Conf AltA No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 1 0 0 0 1 498,044.46 0.00 0.00 0.00 498,044.46 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 1 498,044.46 0.00 0.00 0.00 498,044.46 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.515464% 0.000000% 0.000000% 0.000000% 0.515464% 0.457834% 0.000000% 0.000000% 0.000000% 0.457834% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.515464% 0.000000% 0.000000% 0.000000% 0.515464% 0.457834% 0.000000% 0.000000% 0.000000% 0.457834%
COLLATERAL STATEMENT Collateral Description Mixed Fixed Weighted Average Gross Coupon 5.861800% Weighted Average Net Coupon 5.618342% Weighted Average Pass-Through Rate 5.556711% Weighted Average Maturity(Stepdown Calculation ) 209 Beginning Scheduled Collateral Loan Count 1,418 Number Of Loans Paid In Full 27 Ending Scheduled Collateral Loan Count 1,391 Beginning Scheduled Collateral Balance 764,676,855.40 Ending Scheduled Collateral Balance 730,197,983.23 Ending Actual Collateral Balance at 31-Oct-2004 731,149,109.05 Monthly P &I Constant 5,214,233.59 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Scheduled Principal 1,576,650.20 Unscheduled Principal 12,894,222.10
Group Level Collateral Statement Group G1 30Y Conf AltA G2 30Y Conf AltA G3 15Y Conf AltA Collateral Description Mixed Fixed Mixed Fixed Mixed Fixed Weighted Average Coupon Rate 5.816042 6.377975 5.260406 Weighted Average Net Rate 5.566042 6.127975 5.010406 Weighted Average Maturity 354 353 175 Beginning Loan Count 247 624 125 Loans Paid In Full 4 21 0 Ending Loan Count 243 603 125 Beginning Scheduled Balance 130,596,884.24 305,048,783.90 72,198,364.44 Ending scheduled Balance 128,832,348.63 294,847,373.72 71,860,781.85 Record Date 10/31/2004 10/31/2004 10/31/2004 Principal And Interest Constant 764,551.54 1,902,431.43 590,929.46 Scheduled Principal 131,587.36 281,103.55 274,435.56 Unscheduled Principal 1,632,948.25 9,920,306.63 63,147.03 Scheduled Interest 632,964.18 1,621,327.88 316,493.90 Servicing Fees 27,207.69 63,551.82 15,041.32 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 0.00 0.00 0.00 FRY Amount 10,995.97 11,810.63 674.82 Special Hazard Fee 0.00 0.00 0.00 Other Fee 2,494.97 3,235.98 489.68 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 592,265.55 1,542,729.45 300,288.08 Realized Loss Amount 0.00 0.00 0.00 Cumulative Realized Loss 0.00 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 0.0000 Prepayment Penalties 0.00 0.00 0.00 Special Servicing Fee 0.00 0.00 0.00 Pass-Through Rate 5.442080 6.068785 4.991051
Group Level Collateral Statement Group G4 15Y Conf AltA G5 15Y Conf AltA G6 15Y Conf AltA Collateral Description Mixed Fixed Mixed Fixed Mixed Fixed Weighted Average Coupon Rate 4.894715 5.362066 5.690097 Weighted Average Net Rate 4.644714 5.112066 5.440097 Weighted Average Maturity 174 174 176 Beginning Loan Count 101 125 196 Loans Paid In Full 0 0 2 Ending Loan Count 101 125 194 Beginning Scheduled Balance 55,338,759.32 71,285,398.81 110,200,664.82 Ending scheduled Balance 55,093,385.95 70,999,115.23 108,564,977.85 Record Date 10/31/2004 10/31/2004 10/31/2004 Principal And Interest Constant 444,041.50 587,753.31 924,526.35 Scheduled Principal 218,318.64 269,222.48 401,982.61 Unscheduled Principal 27,054.73 17,061.10 1,233,704.36 Scheduled Interest 225,722.86 318,530.83 522,543.74 Servicing Fees 11,528.92 14,851.13 22,958.48 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 0.00 0.00 0.00 FRY Amount 0.00 698.89 2,066.35 Special Hazard Fee 0.00 0.00 0.00 Other Fee 684.26 295.21 739.23 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 213,509.68 302,685.60 496,779.68 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 4.629877 5.095331 5.409547
Group Level Collateral Statement Group Total Collateral Description Mixed Fixed Weighted Average Coupon Rate 5.861800 Weighted Average Net Rate 5.618342 Weighted Average Maturity 209.00 Record Date 10/31/2004 Principal And Interest Constant 5,214,233.59 Beginning Loan Count 1,418 Loans Paid In Full 27 Ending Loan Count 1,391 Beginning Scheduled Balance 744,668,855.53 Ending Scheduled Balance 730,197,983.23 Scheduled Principal 1,576,650.20 Unscheduled Principal 12,894,222.10 Scheduled Interest 3,637,583.39 Servicing Fee 155,139.36 Master Servicing Fee 0.00 Trustee Fee 0.00 Fry Amount 26,246.66 Special Hazard Fee 0.00 Other Fee 7,939.33 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 3,448,258.04 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Percentage of Cumulative Losses 0.0000 Prepayment Penalties 0.00 Special Servicing Fee 0.00 Pass-Through Rate 5.556711
Miscellaneous Reporting Group G1 30Y Conf AltA Insurance Proceeds 0.00 Net Liquidation Proceeds 0.00 Repurchase Principal 0.00 Substitution Amount 0.00 Substitution Adjustment Amount 0.00 Subsequent Losses 0.00 Subsequent Loss Recoveries 0.00 Group G2 30Y Conf AltA Insurance Proceeds 0.00 Net Liquidation Proceeds 0.00 Repurchase Principal 0.00 Substitution Amount 0.00 Substitution Adjustment Amount 0.00 Subsequent Losses 0.00 Subsequent Loss Recoveries 0.00 Group G3 15Y Conf AltA Insurance Proceeds 0.00 Net Liquidation Proceeds 0.00 Repurchase Principal 0.00 Substitution Amount 0.00 Substitution Adjustment Amount 0.00 Subsequent Losses 0.00 Subsequent Loss Recoveries 0.00
Miscellaneous Reporting Group G4 15Y Conf AltA Insurance Proceeds 0.00 Net Liquidation Proceeds 0.00 Repurchase Principal 0.00 Substitution Amount 0.00 Substitution Adjustment Amount 0.00 Subsequent Losses 0.00 Subsequent Loss Recoveries 0.00 Group G5 15Y Conf AltA Insurance Proceeds 0.00 Net Liquidation Proceeds 0.00 Repurchase Principal 0.00 Substitution Amount 0.00 Substitution Adjustment Amount 0.00 Subsequent Losses 0.00 Subsequent Loss Recoveries 0.00 Group G6 15Y Conf AltA Insurance Proceeds 0.00 Net Liquidation Proceeds 0.00 Repurchase Principal 0.00 Substitution Amount 0.00 Substitution Adjustment Amount 0.00 Subsequent Losses 0.00 Subsequent Loss Recoveries 0.00
Group -----END PRIVACY-ENHANCED MESSAGE-----