-----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, UfdREYEwa/SIApG94s946OyKvtx6UlBpVg9qh8SHfuKdUGKqqUwuSV9qIiFJW0Kt OdSoGqXXQ7GJHCLhWStpUw== 0001056404-04-001731.txt : 20040601 0001056404-04-001731.hdr.sgml : 20040601 20040601105543 ACCESSION NUMBER: 0001056404-04-001731 CONFORMED SUBMISSION TYPE: 8-K PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20040525 ITEM INFORMATION: Other events ITEM INFORMATION: Financial statements and exhibits FILED AS OF DATE: 20040601 FILER: COMPANY DATA: COMPANY CONFORMED NAME: BANC OF AMERICA MORT SECS INC MORT PAS THR CERT SER 2004 2 CENTRAL INDEX KEY: 0001281796 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: 333-105940-25 FILM NUMBER: 04840091 BUSINESS ADDRESS: STREET 1: 201 NORTH TRYON ST CITY: CHARLOTTE STATE: NC ZIP: 28255 8-K 1 bam04002.txt MAY 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): May 25, 2004 BANC OF AMERICA MORTGAGE SECURITIES, INC. Mortgage Pass-Through Certificates, Series 2004-2 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-105940-25 54-2144733 Pooling and Servicing Agreement) (Commission 54-2144734 (State or other File Number) 54-2144735 jurisdiction IRS EIN of Incorporation) 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) ITEM 5. Other Events On May 25, 2004 a distribution was made to holders of BANC OF AMERICA MORTGAGE SECURITIES, INC., Mortgage Pass-Through Certificates, Series 2004-2 Trust. ITEM 7. Financial Statements and Exhibits (c) Exhibits furnished in accordance with Item 601(a) of Regulation S-K Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2004-2 Trust, relating to the May 25, 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. BANC OF AMERICA MORTGAGE SECURITIES, INC. Mortgage Pass-Through Certificates, Series 2004-2 Trust By: Wells Fargo Bank, N.A. as Trustee By: /s/ Beth Belfield as Assistant Vice President By: Beth Belfield as Assistant Vice President Date: 5/25/04 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2004-2 Trust, relating to the May 25, 2004 distribution. EX-99.1
Banc of America Mortgage Securities, Inc. Mortgage Pass-Through Certificates Record Date: 4/30/04 Distribution Date: 5/25/04 BAM Series: 2004-2 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-A1 05948X3V1 SEN 4.50000% 138,935,999.34 521,010.00 11,423,927.92 1-A2 05948X3W9 SEN 5.50000% 16,633,000.00 76,234.58 0.00 1-A3 05948X3X7 SEN 5.50000% 3,925,000.00 17,989.58 0.00 1-A4 05948X3Y5 SEN 5.50000% 2,935,000.00 13,452.08 0.00 1-A5 05948X3Z2 SEN 5.50000% 7,057,000.00 32,344.58 0.00 1-A6 05948X4A6 SEN 5.50000% 2,265,000.00 10,381.25 0.00 1-A7 05948X4B4 SEN 5.50000% 7,853,000.00 35,992.92 0.00 1-A8 05948X4C2 SEN 5.50000% 28,120,000.00 128,883.33 0.00 1-A9 05948X4D0 SEN 1.55000% 9,648,620.40 12,462.80 793,351.94 1-A10 05948X4E8 SEN 5.95000% 0.00 47,841.08 0.00 1-A11 05948X4F5 SEN 1.50000% 47,855,502.45 59,819.38 3,934,889.54 1-A12 05948X4G3 SEN 6.50000% 0.00 259,217.30 0.00 1-A13 05948X4H1 SEN 5.50000% 471,000.00 2,158.75 0.00 1-AR 05948X4J7 SEN 5.50000% 0.00 0.00 0.00 1-AMR 05948X4K4 SEN 5.50000% 0.00 0.00 0.00 1-ALR 05948X4L2 SEN 5.50000% 0.00 0.00 0.00 2-A1 05948X4M0 SEN 5.25000% 71,649,964.25 310,500.88 13,227,821.33 2-A2 05948X4N8 SEN 5.50000% 14,536,000.00 65,992.59 0.00 2-A3 05948X4P3 SEN 5.50000% 2,352,000.00 10,677.94 0.00 2-A4 05948X4Q1 SEN 5.50000% 2,498,442.84 11,342.78 337,588.24 2-A5 05948X4R9 SEN 5.50000% 11,984,000.00 54,406.66 0.00 2-A6 05948X4S7 SEN 1.50000% 7,164,996.33 8,871.46 1,322,782.12 2-A7 05948X4T5 SEN 6.50000% 0.00 38,442.97 0.00 3-A1 05948X4U2 SEN 5.00000% 77,609,037.08 323,370.99 6,367,562.26 4-A1 05948X4V0 SEN 5.00000% 17,589,146.83 72,594.27 1,785,486.62 5-A1 05948X4W8 SEN 6.50000% 141,482,477.55 741,499.25 18,819,247.25 5-AIO 05948X4X6 SEN 0.62415% 0.00 59,499.55 0.00 A-PO 05948X4Y4 PO 0.00000% 1,636,840.31 0.00 120,481.91 15-IO 05948X4Z1 IO 0.28034% 0.00 8,782.29 0.00 30-IO 05948X5A5 IO 0.24597% 0.00 54,427.11 0.00 1-B1 05948X5B3 SUB 5.50000% 3,647,497.09 16,717.70 3,784.79 1-B2 05948X5C1 SUB 5.50000% 1,543,824.35 7,075.86 1,601.94 1-B3 05948X5D9 SUB 5.50000% 842,267.45 3,860.39 873.97 1-B4 05948X3G4 SUB 5.50000% 701,556.90 3,215.47 727.96 1-B5 05948X3H2 SUB 5.50000% 561,844.28 2,575.12 582.99 1-B6 05948X3J8 SUB 5.50000% 421,145.70 1,930.25 437.00 XB-1 05948X5E7 SUB 5.42923% 2,143,974.67 9,605.68 3,059.49 XB-2 05948X5F4 SUB 5.42923% 692,055.08 3,100.62 987.58 XB-3 05948X5G2 SUB 5.42923% 346,027.54 1,550.31 493.79 XB-4 05948X3K5 SUB 5.42923% 277,220.91 1,242.04 395.60 XB-5 05948X3L3 SUB 5.42923% 276,223.71 1,237.57 394.18 XB-6 05948X3M1 SUB 5.42923% 139,209.77 623.70 199.77 3-B1 05948X5H0 SUB 5.00000% 363,211.01 1,513.38 1,404.02 3-B2 05948X5J6 SUB 5.00000% 282,828.25 1,178.45 1,093.29 3-B3 05948X5K3 SUB 5.00000% 202,445.48 843.52 782.57 3-B4 05948X3N9 SUB 5.00000% 80,382.76 334.93 310.73 3-B5 05948X3P4 SUB 5.00000% 81,375.14 339.06 314.56 3-B6 05948X3Q2 SUB 5.00000% 121,361.10 505.67 469.13 5-B1 05948X5L1 SUB 6.50000% 1,821,311.09 9,519.68 5,534.76 5-B2 05948X5M9 SUB 6.50000% 519,948.52 2,717.99 1,580.06 5-B3 05948X5N7 SUB 6.50000% 346,963.74 1,813.73 1,054.38 5-B4 05948X3R0 SUB 6.50000% 607,435.08 3,175.32 1,845.93 5-B5 05948X3S8 SUB 6.50000% 172,984.79 904.27 525.68 5-B6 05948X3T6 SUB 6.50000% 87,233.05 456.00 265.09 SES 05948X3U3 SEN 0.00000% 0.00 115,585.95 0.00 Totals 630,482,354.84 3,169,819.03 58,161,858.39
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses 1-A1 0.00 127,512,071.42 11,944,937.92 0.00 1-A2 0.00 16,633,000.00 76,234.58 0.00 1-A3 0.00 3,925,000.00 17,989.58 0.00 1-A4 0.00 2,935,000.00 13,452.08 0.00 1-A5 0.00 7,057,000.00 32,344.58 0.00 1-A6 0.00 2,265,000.00 10,381.25 0.00 1-A7 0.00 7,853,000.00 35,992.92 0.00 1-A8 0.00 28,120,000.00 128,883.33 0.00 1-A9 0.00 8,855,268.47 805,814.74 0.00 1-A10 0.00 0.00 47,841.08 0.00 1-A11 0.00 43,920,612.91 3,994,708.92 0.00 1-A12 0.00 0.00 259,217.30 0.00 1-A13 0.00 471,000.00 2,158.75 0.00 1-AR 0.00 0.00 0.00 0.00 1-AMR 0.00 0.00 0.00 0.00 1-ALR 0.00 0.00 0.00 0.00 2-A1 0.00 58,422,142.92 13,538,322.21 0.00 2-A2 0.00 14,536,000.00 65,992.59 0.00 2-A3 0.00 2,352,000.00 10,677.94 0.00 2-A4 0.00 2,160,854.61 348,931.02 0.00 2-A5 0.00 11,984,000.00 54,406.66 0.00 2-A6 0.00 5,842,214.22 1,331,653.58 0.00 2-A7 0.00 0.00 38,442.97 0.00 3-A1 0.00 71,241,474.81 6,690,933.25 0.00 4-A1 0.00 15,803,660.20 1,858,080.89 0.00 5-A1 0.00 122,663,230.31 19,560,746.50 0.00 5-AIO 0.00 0.00 59,499.55 0.00 A-PO 0.00 1,516,363.51 120,481.91 0.00 15-IO 0.00 0.00 8,782.29 0.00 30-IO 0.00 0.00 54,427.11 0.00 1-B1 0.00 3,643,712.29 20,502.49 0.00 1-B2 0.00 1,542,222.41 8,677.80 0.00 1-B3 0.00 841,393.48 4,734.36 0.00 1-B4 0.00 700,828.93 3,943.43 0.00 1-B5 0.00 561,261.29 3,158.11 0.00 1-B6 0.00 420,708.70 2,367.25 0.00 XB-1 0.00 2,140,915.18 12,665.17 0.00 XB-2 0.00 691,067.50 4,088.20 0.00 XB-3 0.00 345,533.75 2,044.10 0.00 XB-4 0.00 276,825.31 1,637.64 0.00 XB-5 0.00 275,829.53 1,631.75 0.00 XB-6 0.00 139,010.12 823.47 0.00 3-B1 0.00 361,806.99 2,917.40 0.00 3-B2 0.00 281,734.95 2,271.74 0.00 3-B3 0.00 201,662.91 1,626.09 0.00 3-B4 0.00 80,072.04 645.66 0.00 3-B5 0.00 81,060.58 653.62 0.00 3-B6 0.00 120,891.97 974.80 0.00 5-B1 0.00 1,815,776.33 15,054.44 0.00 5-B2 0.00 518,368.46 4,298.05 0.00 5-B3 0.00 345,909.36 2,868.11 0.00 5-B4 0.00 605,589.16 5,021.25 0.00 5-B5 0.00 172,459.11 1,429.95 0.00 5-B6 0.00 86,967.96 721.09 0.00 SES 0.00 0.00 115,585.95 0.00 Totals 0.00 572,320,501.69 61,331,677.42 0.00 All distributions required by the Pooling and Servicing Agreement have been calculated by the Certificate Administrator on behalf of the Trustee.
Principal Distribution Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Realized Class Amount Balance Distribution Distribution Accretion Loss (1) 1-A1 143,995,715.00 138,935,999.34 194,994.34 11,228,933.58 0.00 0.00 1-A2 16,633,000.00 16,633,000.00 0.00 0.00 0.00 0.00 1-A3 3,925,000.00 3,925,000.00 0.00 0.00 0.00 0.00 1-A4 2,935,000.00 2,935,000.00 0.00 0.00 0.00 0.00 1-A5 7,057,000.00 7,057,000.00 0.00 0.00 0.00 0.00 1-A6 2,265,000.00 2,265,000.00 0.00 0.00 0.00 0.00 1-A7 7,853,000.00 7,853,000.00 0.00 0.00 0.00 0.00 1-A8 28,120,000.00 28,120,000.00 0.00 0.00 0.00 0.00 1-A9 10,000,000.00 9,648,620.40 13,541.68 779,810.26 0.00 0.00 1-A10 0.00 0.00 0.00 0.00 0.00 0.00 1-A11 49,598,285.00 47,855,502.45 67,164.39 3,867,725.15 0.00 0.00 1-A12 0.00 0.00 0.00 0.00 0.00 0.00 1-A13 471,000.00 471,000.00 0.00 0.00 0.00 0.00 1-AR 50.00 0.00 0.00 0.00 0.00 0.00 1-AMR 25.00 0.00 0.00 0.00 0.00 0.00 1-ALR 25.00 0.00 0.00 0.00 0.00 0.00 2-A1 77,079,091.00 71,649,964.25 102,115.69 13,125,705.65 0.00 0.00 2-A2 14,536,000.00 14,536,000.00 0.00 0.00 0.00 0.00 2-A3 2,352,000.00 2,352,000.00 0.00 0.00 0.00 0.00 2-A4 2,637,000.00 2,498,442.84 2,606.10 334,982.13 0.00 0.00 2-A5 11,984,000.00 11,984,000.00 0.00 0.00 0.00 0.00 2-A6 7,707,909.00 7,164,996.33 10,211.57 1,312,570.55 0.00 0.00 2-A7 0.00 0.00 0.00 0.00 0.00 0.00 3-A1 79,986,000.00 77,609,037.08 300,003.90 6,067,558.36 0.00 0.00 4-A1 18,309,000.00 17,589,146.83 68,132.50 1,717,354.12 0.00 0.00 5-A1 170,282,000.00 141,482,477.55 429,948.99 18,389,298.25 0.00 0.00 5-AIO 0.00 0.00 0.00 0.00 0.00 0.00 A-PO 1,762,855.00 1,636,840.31 5,576.31 114,905.60 0.00 0.00 15-IO 0.00 0.00 0.00 0.00 0.00 0.00 30-IO 0.00 0.00 0.00 0.00 0.00 0.00 1-B1 3,655,000.00 3,647,497.09 3,784.79 0.00 0.00 0.00 1-B2 1,547,000.00 1,543,824.35 1,601.94 0.00 0.00 0.00 1-B3 844,000.00 842,267.45 873.97 0.00 0.00 0.00 1-B4 703,000.00 701,556.90 727.96 0.00 0.00 0.00 1-B5 563,000.00 561,844.28 582.99 0.00 0.00 0.00 1-B6 422,012.00 421,145.70 437.00 0.00 0.00 0.00 XB-1 2,150,000.00 2,143,974.67 3,059.49 0.00 0.00 0.00 XB-2 694,000.00 692,055.08 987.58 0.00 0.00 0.00 XB-3 347,000.00 346,027.54 493.79 0.00 0.00 0.00 XB-4 278,000.00 277,220.91 395.60 0.00 0.00 0.00 XB-5 277,000.00 276,223.71 394.18 0.00 0.00 0.00 XB-6 139,601.00 139,209.77 199.77 0.00 0.00 0.00 3-B1 366,000.00 363,211.01 1,404.02 0.00 0.00 0.00 3-B2 285,000.00 282,828.25 1,093.29 0.00 0.00 0.00 3-B3 204,000.00 202,445.48 782.57 0.00 0.00 0.00 3-B4 81,000.00 80,382.76 310.73 0.00 0.00 0.00 3-B5 82,000.00 81,375.14 314.56 0.00 0.00 0.00 3-B6 122,293.00 121,361.10 469.13 0.00 0.00 0.00 5-B1 1,832,000.00 1,821,311.09 5,534.76 0.00 0.00 0.00 5-B2 523,000.00 519,948.52 1,580.06 0.00 0.00 0.00 5-B3 349,000.00 346,963.74 1,054.38 0.00 0.00 0.00 5-B4 611,000.00 607,435.08 1,845.93 0.00 0.00 0.00 5-B5 174,000.00 172,984.79 525.68 0.00 0.00 0.00 5-B6 87,745.00 87,233.05 265.09 0.00 0.00 0.00 SES 0.00 0.00 0.00 0.00 0.00 0.00 Totals 675,825,606.00 630,482,354.84 1,223,014.73 56,938,843.65 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-A1 11,423,927.92 127,512,071.42 0.88552685 11,423,927.92 1-A2 0.00 16,633,000.00 1.00000000 0.00 1-A3 0.00 3,925,000.00 1.00000000 0.00 1-A4 0.00 2,935,000.00 1.00000000 0.00 1-A5 0.00 7,057,000.00 1.00000000 0.00 1-A6 0.00 2,265,000.00 1.00000000 0.00 1-A7 0.00 7,853,000.00 1.00000000 0.00 1-A8 0.00 28,120,000.00 1.00000000 0.00 1-A9 793,351.94 8,855,268.47 0.88552685 793,351.94 1-A10 0.00 0.00 0.00000000 0.00 1-A11 3,934,889.54 43,920,612.91 0.88552685 3,934,889.54 1-A12 0.00 0.00 0.00000000 0.00 1-A13 0.00 471,000.00 1.00000000 0.00 1-AR 0.00 0.00 0.00000000 0.00 1-AMR 0.00 0.00 0.00000000 0.00 1-ALR 0.00 0.00 0.00000000 0.00 2-A1 13,227,821.33 58,422,142.92 0.75795060 13,227,821.33 2-A2 0.00 14,536,000.00 1.00000000 0.00 2-A3 0.00 2,352,000.00 1.00000000 0.00 2-A4 337,588.24 2,160,854.61 0.81943671 337,588.24 2-A5 0.00 11,984,000.00 1.00000000 0.00 2-A6 1,322,782.12 5,842,214.22 0.75795060 1,322,782.12 2-A7 0.00 0.00 0.00000000 0.00 3-A1 6,367,562.26 71,241,474.81 0.89067430 6,367,562.26 4-A1 1,785,486.62 15,803,660.20 0.86316348 1,785,486.62 5-A1 18,819,247.25 122,663,230.31 0.72035347 18,819,247.25 5-AIO 0.00 0.00 0.00000000 0.00 A-PO 120,481.91 1,516,363.51 0.86017484 120,481.91 15-IO 0.00 0.00 0.00000000 0.00 30-IO 0.00 0.00 0.00000000 0.00 1-B1 3,784.79 3,643,712.29 0.99691171 3,784.79 1-B2 1,601.94 1,542,222.41 0.99691171 1,601.94 1-B3 873.97 841,393.48 0.99691171 873.97 1-B4 727.96 700,828.93 0.99691171 727.96 1-B5 582.99 561,261.29 0.99691171 582.99 1-B6 437.00 420,708.70 0.99691170 437.00 XB-1 3,059.49 2,140,915.18 0.99577450 3,059.49 XB-2 987.58 691,067.50 0.99577450 987.58 XB-3 493.79 345,533.75 0.99577450 493.79 XB-4 395.60 276,825.31 0.99577450 395.60 XB-5 394.18 275,829.53 0.99577448 394.18 XB-6 199.77 139,010.12 0.99576737 199.77 3-B1 1,404.02 361,806.99 0.98854369 1,404.02 3-B2 1,093.29 281,734.95 0.98854368 1,093.29 3-B3 782.57 201,662.91 0.98854368 782.57 3-B4 310.73 80,072.04 0.98854370 310.73 3-B5 314.56 81,060.58 0.98854366 314.56 3-B6 469.13 120,891.97 0.98854366 469.13 5-B1 5,534.76 1,815,776.33 0.99114428 5,534.76 5-B2 1,580.06 518,368.46 0.99114428 1,580.06 5-B3 1,054.38 345,909.36 0.99114430 1,054.38 5-B4 1,845.93 605,589.16 0.99114429 1,845.93 5-B5 525.68 172,459.11 0.99114431 525.68 5-B6 265.09 86,967.96 0.99114434 265.09 SES 0.00 0.00 0.00000000 0.00 Totals 58,161,858.39 572,320,501.69 0.84684643 58,161,858.39
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion 1-A1 143,995,715.00 964.86204010 1.35416766 77.98102589 0.00000000 1-A2 16,633,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A3 3,925,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A4 2,935,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A5 7,057,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A6 2,265,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A7 7,853,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A8 28,120,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A9 10,000,000.00 964.86204000 1.35416800 77.98102600 0.00000000 1-A10 0.00 0.00000000 0.00000000 0.00000000 0.00000000 1-A11 49,598,285.00 964.86204009 1.35416759 77.98102596 0.00000000 1-A12 0.00 0.00000000 0.00000000 0.00000000 0.00000000 1-A13 471,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-AR 50.00 0.00000000 0.00000000 0.00000000 0.00000000 1-AMR 25.00 0.00000000 0.00000000 0.00000000 0.00000000 1-ALR 25.00 0.00000000 0.00000000 0.00000000 0.00000000 2-A1 77,079,091.00 929.56420892 1.32481700 170.28879661 0.00000000 2-A2 14,536,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 2-A3 2,352,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 2-A4 2,637,000.00 947.45651877 0.98828214 127.03152446 0.00000000 2-A5 11,984,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 2-A6 7,707,909.00 929.56420866 1.32481715 170.28879687 0.00000000 2-A7 0.00 0.00000000 0.00000000 0.00000000 0.00000000 3-A1 79,986,000.00 970.28276298 3.75070512 75.85775461 0.00000000 4-A1 18,309,000.00 960.68309738 3.72125731 93.79835709 0.00000000 5-A1 170,282,000.00 830.87159858 2.52492330 107.99320098 0.00000000 5-AIO 0.00 0.00000000 0.00000000 0.00000000 0.00000000 A-PO 1,762,855.00 928.51670160 3.16322670 65.18153790 0.00000000 15-IO 0.00 0.00000000 0.00000000 0.00000000 0.00000000 30-IO 0.00 0.00000000 0.00000000 0.00000000 0.00000000 1-B1 3,655,000.00 997.94722025 1.03551026 0.00000000 0.00000000 1-B2 1,547,000.00 997.94722043 1.03551390 0.00000000 0.00000000 1-B3 844,000.00 997.94721564 1.03550948 0.00000000 0.00000000 1-B4 703,000.00 997.94722617 1.03550498 0.00000000 0.00000000 1-B5 563,000.00 997.94721137 1.03550622 0.00000000 0.00000000 1-B6 422,012.00 997.94721477 1.03551558 0.00000000 0.00000000 XB-1 2,150,000.00 997.19752093 1.42301860 0.00000000 0.00000000 XB-2 694,000.00 997.19752161 1.42302594 0.00000000 0.00000000 XB-3 347,000.00 997.19752161 1.42302594 0.00000000 0.00000000 XB-4 278,000.00 997.19751799 1.42302158 0.00000000 0.00000000 XB-5 277,000.00 997.19750903 1.42303249 0.00000000 0.00000000 XB-6 139,601.00 997.19751291 1.43100694 0.00000000 0.00000000 3-B1 366,000.00 992.37980874 3.83612022 0.00000000 0.00000000 3-B2 285,000.00 992.37982456 3.83610526 0.00000000 0.00000000 3-B3 204,000.00 992.37980392 3.83612745 0.00000000 0.00000000 3-B4 81,000.00 992.37975309 3.83617284 0.00000000 0.00000000 3-B5 82,000.00 992.37975610 3.83609756 0.00000000 0.00000000 3-B6 122,293.00 992.37977644 3.83611490 0.00000000 0.00000000 5-B1 1,832,000.00 994.16544214 3.02115721 0.00000000 0.00000000 5-B2 523,000.00 994.16543021 3.02114723 0.00000000 0.00000000 5-B3 349,000.00 994.16544413 3.02114613 0.00000000 0.00000000 5-B4 611,000.00 994.16543372 3.02116203 0.00000000 0.00000000 5-B5 174,000.00 994.16545977 3.02114943 0.00000000 0.00000000 5-B6 87,745.00 994.16547951 3.02114081 0.00000000 0.00000000 SES 0.00 0.00000000 0.00000000 0.00000000 0.00000000 (2) All Classes are per $1,000 denomination.
Principal Distribution Factors Statement (continued) Total Ending Ending Total Realized Principal Certificate Certificate Principal Class Loss (3) Reduction Balance Percentage Distribution 1-A1 0.00000000 79.33519355 885.52684655 0.88552685 79.33519355 1-A2 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 1-A3 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 1-A4 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 1-A5 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 1-A6 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 1-A7 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 1-A8 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 1-A9 0.00000000 79.33519400 885.52684700 0.88552685 79.33519400 1-A10 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1-A11 0.00000000 79.33519355 885.52684654 0.88552685 79.33519355 1-A12 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1-A13 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 1-AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1-AMR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1-ALR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2-A1 0.00000000 171.61361348 757.95059545 0.75795060 171.61361348 2-A2 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 2-A3 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 2-A4 0.00000000 128.01981039 819.43671217 0.81943671 128.01981039 2-A5 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 2-A6 0.00000000 171.61361402 757.95059594 0.75795060 171.61361402 2-A7 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 3-A1 0.00000000 79.60845973 890.67430313 0.89067430 79.60845973 4-A1 0.00000000 97.51961440 863.16348244 0.86316348 97.51961440 5-A1 0.00000000 110.51812435 720.35347430 0.72035347 110.51812435 5-AIO 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 A-PO 0.00000000 68.34476460 860.17483571 0.86017484 68.34476460 15-IO 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 30-IO 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1-B1 0.00000000 1.03551026 996.91170725 0.99691171 1.03551026 1-B2 0.00000000 1.03551390 996.91170653 0.99691171 1.03551390 1-B3 0.00000000 1.03550948 996.91170616 0.99691171 1.03550948 1-B4 0.00000000 1.03550498 996.91170697 0.99691171 1.03550498 1-B5 0.00000000 1.03550622 996.91170515 0.99691171 1.03550622 1-B6 0.00000000 1.03551558 996.91169919 0.99691170 1.03551558 XB-1 0.00000000 1.42301860 995.77450233 0.99577450 1.42301860 XB-2 0.00000000 1.42302594 995.77449568 0.99577450 1.42302594 XB-3 0.00000000 1.42302594 995.77449568 0.99577450 1.42302594 XB-4 0.00000000 1.42302158 995.77449640 0.99577450 1.42302158 XB-5 0.00000000 1.42303249 995.77447653 0.99577448 1.42303249 XB-6 0.00000000 1.43100694 995.76736556 0.99576737 1.43100694 3-B1 0.00000000 3.83612022 988.54368852 0.98854369 3.83612022 3-B2 0.00000000 3.83610526 988.54368421 0.98854368 3.83610526 3-B3 0.00000000 3.83612745 988.54367647 0.98854368 3.83612745 3-B4 0.00000000 3.83617284 988.54370370 0.98854370 3.83617284 3-B5 0.00000000 3.83609756 988.54365854 0.98854366 3.83609756 3-B6 0.00000000 3.83611490 988.54366153 0.98854366 3.83611490 5-B1 0.00000000 3.02115721 991.14428493 0.99114428 3.02115721 5-B2 0.00000000 3.02114723 991.14428298 0.99114428 3.02114723 5-B3 0.00000000 3.02114613 991.14429799 0.99114430 3.02114613 5-B4 0.00000000 3.02116203 991.14428805 0.99114429 3.02116203 5-B5 0.00000000 3.02114943 991.14431034 0.99114431 3.02114943 5-B6 0.00000000 3.02114081 991.14433871 0.99114434 3.02114081 SES 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-A1 143,995,715.00 4.50000% 138,935,999.34 521,010.00 0.00 0.00 1-A2 16,633,000.00 5.50000% 16,633,000.00 76,234.58 0.00 0.00 1-A3 3,925,000.00 5.50000% 3,925,000.00 17,989.58 0.00 0.00 1-A4 2,935,000.00 5.50000% 2,935,000.00 13,452.08 0.00 0.00 1-A5 7,057,000.00 5.50000% 7,057,000.00 32,344.58 0.00 0.00 1-A6 2,265,000.00 5.50000% 2,265,000.00 10,381.25 0.00 0.00 1-A7 7,853,000.00 5.50000% 7,853,000.00 35,992.92 0.00 0.00 1-A8 28,120,000.00 5.50000% 28,120,000.00 128,883.33 0.00 0.00 1-A9 10,000,000.00 1.55000% 9,648,620.40 12,462.80 0.00 0.00 1-A10 0.00 5.95000% 9,648,620.40 47,841.08 0.00 0.00 1-A11 49,598,285.00 1.50000% 47,855,502.45 59,819.38 0.00 0.00 1-A12 0.00 6.50000% 47,855,502.45 259,217.30 0.00 0.00 1-A13 471,000.00 5.50000% 471,000.00 2,158.75 0.00 0.00 1-AR 50.00 5.50000% 0.00 0.00 0.00 0.00 1-AMR 25.00 5.50000% 0.00 0.00 0.00 0.00 1-ALR 25.00 5.50000% 0.00 0.00 0.00 0.00 2-A1 77,079,091.00 5.25000% 71,649,964.25 313,468.59 0.00 0.00 2-A2 14,536,000.00 5.50000% 14,536,000.00 66,623.33 0.00 0.00 2-A3 2,352,000.00 5.50000% 2,352,000.00 10,780.00 0.00 0.00 2-A4 2,637,000.00 5.50000% 2,498,442.84 11,451.20 0.00 0.00 2-A5 11,984,000.00 5.50000% 11,984,000.00 54,926.67 0.00 0.00 2-A6 7,707,909.00 1.50000% 7,164,996.33 8,956.25 0.00 0.00 2-A7 0.00 6.50000% 7,164,996.33 38,810.40 0.00 0.00 3-A1 79,986,000.00 5.00000% 77,609,037.08 323,370.99 0.00 0.00 4-A1 18,309,000.00 5.00000% 17,589,146.83 73,288.11 0.00 0.00 5-A1 170,282,000.00 6.50000% 141,482,477.55 766,363.42 0.00 0.00 5-AIO 0.00 0.62415% 118,230,354.61 61,494.70 0.00 0.00 A-PO 1,762,855.00 0.00000% 1,636,840.31 0.00 0.00 0.00 15-IO 0.00 0.28034% 37,666,918.79 8,799.55 0.00 0.00 30-IO 0.00 0.24597% 266,237,923.16 54,572.52 0.00 0.00 1-B1 3,655,000.00 5.50000% 3,647,497.09 16,717.69 0.00 0.00 1-B2 1,547,000.00 5.50000% 1,543,824.35 7,075.86 0.00 0.00 1-B3 844,000.00 5.50000% 842,267.45 3,860.39 0.00 0.00 1-B4 703,000.00 5.50000% 701,556.90 3,215.47 0.00 0.00 1-B5 563,000.00 5.50000% 561,844.28 2,575.12 0.00 0.00 1-B6 422,012.00 5.50000% 421,145.70 1,930.25 0.00 0.00 XB-1 2,150,000.00 5.42923% 2,143,974.67 9,700.10 0.00 0.00 XB-2 694,000.00 5.42923% 692,055.08 3,131.10 0.00 0.00 XB-3 347,000.00 5.42923% 346,027.54 1,565.55 0.00 0.00 XB-4 278,000.00 5.42923% 277,220.91 1,254.25 0.00 0.00 XB-5 277,000.00 5.42923% 276,223.71 1,249.73 0.00 0.00 XB-6 139,601.00 5.42923% 139,209.77 629.83 0.00 0.00 3-B1 366,000.00 5.00000% 363,211.01 1,513.38 0.00 0.00 3-B2 285,000.00 5.00000% 282,828.25 1,178.45 0.00 0.00 3-B3 204,000.00 5.00000% 202,445.48 843.52 0.00 0.00 3-B4 81,000.00 5.00000% 80,382.76 334.93 0.00 0.00 3-B5 82,000.00 5.00000% 81,375.14 339.06 0.00 0.00 3-B6 122,293.00 5.00000% 121,361.10 505.67 0.00 0.00 5-B1 1,832,000.00 6.50000% 1,821,311.09 9,865.44 0.00 0.00 5-B2 523,000.00 6.50000% 519,948.52 2,816.39 0.00 0.00 5-B3 349,000.00 6.50000% 346,963.74 1,879.39 0.00 0.00 5-B4 611,000.00 6.50000% 607,435.08 3,290.27 0.00 0.00 5-B5 174,000.00 6.50000% 172,984.79 937.00 0.00 0.00 5-B6 87,745.00 6.50000% 87,233.05 472.51 0.00 0.00 SES 0.00 0.00000% 630,482,355.63 0.00 0.00 0.00 Totals 675,825,606.00 3,087,574.71 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-A1 0.00 0.00 521,010.00 0.00 127,512,071.42 1-A2 0.00 0.00 76,234.58 0.00 16,633,000.00 1-A3 0.00 0.00 17,989.58 0.00 3,925,000.00 1-A4 0.00 0.00 13,452.08 0.00 2,935,000.00 1-A5 0.00 0.00 32,344.58 0.00 7,057,000.00 1-A6 0.00 0.00 10,381.25 0.00 2,265,000.00 1-A7 0.00 0.00 35,992.92 0.00 7,853,000.00 1-A8 0.00 0.00 128,883.33 0.00 28,120,000.00 1-A9 0.00 0.00 12,462.80 0.00 8,855,268.47 1-A10 0.00 0.00 47,841.08 0.00 8,855,268.47 1-A11 0.00 0.00 59,819.38 0.00 43,920,612.91 1-A12 0.00 0.00 259,217.30 0.00 43,920,612.91 1-A13 0.00 0.00 2,158.75 0.00 471,000.00 1-AR 0.00 0.00 0.00 0.00 0.00 1-AMR 0.00 0.00 0.00 0.00 0.00 1-ALR 0.00 0.00 0.00 0.00 0.00 2-A1 2,967.74 0.00 310,500.88 0.00 58,422,142.92 2-A2 630.74 0.00 65,992.59 0.00 14,536,000.00 2-A3 102.06 0.00 10,677.94 0.00 2,352,000.00 2-A4 108.41 0.00 11,342.78 0.00 2,160,854.61 2-A5 520.01 0.00 54,406.66 0.00 11,984,000.00 2-A6 84.79 0.00 8,871.46 0.00 5,842,214.22 2-A7 367.43 0.00 38,442.97 0.00 5,842,214.22 3-A1 0.00 0.00 323,370.99 0.00 71,241,474.81 4-A1 693.84 0.00 72,594.27 0.00 15,803,660.20 5-A1 24,864.17 0.00 741,499.25 0.00 122,663,230.31 5-AIO 1,995.16 0.00 59,499.55 0.00 103,331,619.06 A-PO 0.00 0.00 0.00 0.00 1,516,363.51 15-IO 17.26 0.00 8,782.29 0.00 35,110,808.69 30-IO 145.42 0.00 54,427.11 0.00 241,077,877.42 1-B1 0.00 0.00 16,717.70 0.00 3,643,712.29 1-B2 0.00 0.00 7,075.86 0.00 1,542,222.41 1-B3 0.00 0.00 3,860.39 0.00 841,393.48 1-B4 0.00 0.00 3,215.47 0.00 700,828.93 1-B5 0.00 0.00 2,575.12 0.00 561,261.29 1-B6 0.00 0.00 1,930.25 0.00 420,708.70 XB-1 94.42 0.00 9,605.68 0.00 2,140,915.18 XB-2 30.48 0.00 3,100.62 0.00 691,067.50 XB-3 15.24 0.00 1,550.31 0.00 345,533.75 XB-4 12.21 0.00 1,242.04 0.00 276,825.31 XB-5 12.17 0.00 1,237.57 0.00 275,829.53 XB-6 6.13 0.00 623.70 0.00 139,010.12 3-B1 0.00 0.00 1,513.38 0.00 361,806.99 3-B2 0.00 0.00 1,178.45 0.00 281,734.95 3-B3 0.00 0.00 843.52 0.00 201,662.91 3-B4 0.00 0.00 334.93 0.00 80,072.04 3-B5 0.00 0.00 339.06 0.00 81,060.58 3-B6 0.00 0.00 505.67 0.00 120,891.97 5-B1 345.76 0.00 9,519.68 0.00 1,815,776.33 5-B2 98.39 0.00 2,717.99 0.00 518,368.46 5-B3 65.66 0.00 1,813.73 0.00 345,909.36 5-B4 114.95 0.00 3,175.32 0.00 605,589.16 5-B5 32.74 0.00 904.27 0.00 172,459.11 5-B6 16.51 0.00 456.00 0.00 86,967.96 SES 0.00 0.00 115,585.95 0.00 572,320,500.36 Totals 33,341.69 0.00 3,169,819.03 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-A1 143,995,715.00 4.50000% 964.86204010 3.61823267 0.00000000 0.00000000 1-A2 16,633,000.00 5.50000% 1000.00000000 4.58333313 0.00000000 0.00000000 1-A3 3,925,000.00 5.50000% 1000.00000000 4.58333248 0.00000000 0.00000000 1-A4 2,935,000.00 5.50000% 1000.00000000 4.58333220 0.00000000 0.00000000 1-A5 7,057,000.00 5.50000% 1000.00000000 4.58333286 0.00000000 0.00000000 1-A6 2,265,000.00 5.50000% 1000.00000000 4.58333333 0.00000000 0.00000000 1-A7 7,853,000.00 5.50000% 1000.00000000 4.58333376 0.00000000 0.00000000 1-A8 28,120,000.00 5.50000% 1000.00000000 4.58333321 0.00000000 0.00000000 1-A9 10,000,000.00 1.55000% 964.86204000 1.24628000 0.00000000 0.00000000 1-A10 0.00 5.95000% 964.86204000 4.78410800 0.00000000 0.00000000 1-A11 49,598,285.00 1.50000% 964.86204009 1.20607759 0.00000000 0.00000000 1-A12 0.00 6.50000% 964.86204009 5.22633595 0.00000000 0.00000000 1-A13 471,000.00 5.50000% 1000.00000000 4.58333333 0.00000000 0.00000000 1-AR 50.00 5.50000% 0.00000000 0.00000000 0.00000000 0.00000000 1-AMR 25.00 5.50000% 0.00000000 0.00000000 0.00000000 0.00000000 1-ALR 25.00 5.50000% 0.00000000 0.00000000 0.00000000 0.00000000 2-A1 77,079,091.00 5.25000% 929.56420892 4.06684337 0.00000000 0.00000000 2-A2 14,536,000.00 5.50000% 1000.00000000 4.58333310 0.00000000 0.00000000 2-A3 2,352,000.00 5.50000% 1000.00000000 4.58333333 0.00000000 0.00000000 2-A4 2,637,000.00 5.50000% 947.45651877 4.34251043 0.00000000 0.00000000 2-A5 11,984,000.00 5.50000% 1000.00000000 4.58333361 0.00000000 0.00000000 2-A6 7,707,909.00 1.50000% 929.56420866 1.16195586 0.00000000 0.00000000 2-A7 0.00 6.50000% 929.56420866 5.03513988 0.00000000 0.00000000 3-A1 79,986,000.00 5.00000% 970.28276298 4.04284487 0.00000000 0.00000000 4-A1 18,309,000.00 5.00000% 960.68309738 4.00284614 0.00000000 0.00000000 5-A1 170,282,000.00 6.50000% 830.87159858 4.50055449 0.00000000 0.00000000 5-AIO 0.00 0.62415% 833.42132137 0.43348423 0.00000000 0.00000000 A-PO 1,762,855.00 0.00000% 928.51670160 0.00000000 0.00000000 0.00000000 15-IO 0.00 0.28034% 948.34291608 0.22154695 0.00000000 0.00000000 30-IO 0.00 0.24597% 956.88244952 0.19613842 0.00000000 0.00000000 1-B1 3,655,000.00 5.50000% 997.94722025 4.57392339 0.00000000 0.00000000 1-B2 1,547,000.00 5.50000% 997.94722043 4.57392372 0.00000000 0.00000000 1-B3 844,000.00 5.50000% 997.94721564 4.57392180 0.00000000 0.00000000 1-B4 703,000.00 5.50000% 997.94722617 4.57392603 0.00000000 0.00000000 1-B5 563,000.00 5.50000% 997.94721137 4.57392540 0.00000000 0.00000000 1-B6 422,012.00 5.50000% 997.94721477 4.57392207 0.00000000 0.00000000 XB-1 2,150,000.00 5.42923% 997.19752093 4.51167442 0.00000000 0.00000000 XB-2 694,000.00 5.42923% 997.19752161 4.51167147 0.00000000 0.00000000 XB-3 347,000.00 5.42923% 997.19752161 4.51167147 0.00000000 0.00000000 XB-4 278,000.00 5.42923% 997.19751799 4.51169065 0.00000000 0.00000000 XB-5 277,000.00 5.42923% 997.19750903 4.51166065 0.00000000 0.00000000 XB-6 139,601.00 5.42923% 997.19751291 4.51164390 0.00000000 0.00000000 3-B1 366,000.00 5.00000% 992.37980874 4.13491803 0.00000000 0.00000000 3-B2 285,000.00 5.00000% 992.37982456 4.13491228 0.00000000 0.00000000 3-B3 204,000.00 5.00000% 992.37980392 4.13490196 0.00000000 0.00000000 3-B4 81,000.00 5.00000% 992.37975309 4.13493827 0.00000000 0.00000000 3-B5 82,000.00 5.00000% 992.37975610 4.13487805 0.00000000 0.00000000 3-B6 122,293.00 5.00000% 992.37977644 4.13490551 0.00000000 0.00000000 5-B1 1,832,000.00 6.50000% 994.16544214 5.38506550 0.00000000 0.00000000 5-B2 523,000.00 6.50000% 994.16543021 5.38506692 0.00000000 0.00000000 5-B3 349,000.00 6.50000% 994.16544413 5.38507163 0.00000000 0.00000000 5-B4 611,000.00 6.50000% 994.16543372 5.38505728 0.00000000 0.00000000 5-B5 174,000.00 6.50000% 994.16545977 5.38505747 0.00000000 0.00000000 5-B6 87,745.00 6.50000% 994.16547951 5.38503618 0.00000000 0.00000000 SES 0.00 0.00000% 932.90687612 0.00000000 0.00000000 0.00000000 (5) All Classes are per $1,000 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-A1 0.00000000 0.00000000 3.61823267 0.00000000 885.52684655 1-A2 0.00000000 0.00000000 4.58333313 0.00000000 1000.00000000 1-A3 0.00000000 0.00000000 4.58333248 0.00000000 1000.00000000 1-A4 0.00000000 0.00000000 4.58333220 0.00000000 1000.00000000 1-A5 0.00000000 0.00000000 4.58333286 0.00000000 1000.00000000 1-A6 0.00000000 0.00000000 4.58333333 0.00000000 1000.00000000 1-A7 0.00000000 0.00000000 4.58333376 0.00000000 1000.00000000 1-A8 0.00000000 0.00000000 4.58333321 0.00000000 1000.00000000 1-A9 0.00000000 0.00000000 1.24628000 0.00000000 885.52684700 1-A10 0.00000000 0.00000000 4.78410800 0.00000000 885.52684700 1-A11 0.00000000 0.00000000 1.20607759 0.00000000 885.52684654 1-A12 0.00000000 0.00000000 5.22633595 0.00000000 885.52684654 1-A13 0.00000000 0.00000000 4.58333333 0.00000000 1000.00000000 1-AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1-AMR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1-ALR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2-A1 0.03850253 0.00000000 4.02834123 0.00000000 757.95059545 2-A2 0.04339158 0.00000000 4.53994152 0.00000000 1000.00000000 2-A3 0.04339286 0.00000000 4.53994048 0.00000000 1000.00000000 2-A4 0.04111111 0.00000000 4.30139553 0.00000000 819.43671217 2-A5 0.04339202 0.00000000 4.53994159 0.00000000 1000.00000000 2-A6 0.01100039 0.00000000 1.15095547 0.00000000 757.95059594 2-A7 0.04766922 0.00000000 4.98747066 0.00000000 757.95059594 3-A1 0.00000000 0.00000000 4.04284487 0.00000000 890.67430313 4-A1 0.03789612 0.00000000 3.96495002 0.00000000 863.16348244 5-A1 0.14601761 0.00000000 4.35453689 0.00000000 720.35347430 5-AIO 0.01406415 0.00000000 0.41942015 0.00000000 728.39817473 A-PO 0.00000000 0.00000000 0.00000000 0.00000000 860.17483571 15-IO 0.00043456 0.00000000 0.22111239 0.00000000 883.98753518 30-IO 0.00052265 0.00000000 0.19561581 0.00000000 866.45503815 1-B1 0.00000000 0.00000000 4.57392613 0.00000000 996.91170725 1-B2 0.00000000 0.00000000 4.57392372 0.00000000 996.91170653 1-B3 0.00000000 0.00000000 4.57392180 0.00000000 996.91170616 1-B4 0.00000000 0.00000000 4.57392603 0.00000000 996.91170697 1-B5 0.00000000 0.00000000 4.57392540 0.00000000 996.91170515 1-B6 0.00000000 0.00000000 4.57392207 0.00000000 996.91169919 XB-1 0.04391628 0.00000000 4.46775814 0.00000000 995.77450233 XB-2 0.04391931 0.00000000 4.46775216 0.00000000 995.77449568 XB-3 0.04391931 0.00000000 4.46775216 0.00000000 995.77449568 XB-4 0.04392086 0.00000000 4.46776978 0.00000000 995.77449640 XB-5 0.04393502 0.00000000 4.46776173 0.00000000 995.77447653 XB-6 0.04391086 0.00000000 4.46773304 0.00000000 995.76736556 3-B1 0.00000000 0.00000000 4.13491803 0.00000000 988.54368852 3-B2 0.00000000 0.00000000 4.13491228 0.00000000 988.54368421 3-B3 0.00000000 0.00000000 4.13490196 0.00000000 988.54367647 3-B4 0.00000000 0.00000000 4.13493827 0.00000000 988.54370370 3-B5 0.00000000 0.00000000 4.13487805 0.00000000 988.54365854 3-B6 0.00000000 0.00000000 4.13490551 0.00000000 988.54366153 5-B1 0.18873362 0.00000000 5.19633188 0.00000000 991.14428493 5-B2 0.18812620 0.00000000 5.19692161 0.00000000 991.14428298 5-B3 0.18813754 0.00000000 5.19693410 0.00000000 991.14429799 5-B4 0.18813421 0.00000000 5.19692308 0.00000000 991.14428805 5-B5 0.18816092 0.00000000 5.19695402 0.00000000 991.14431034 5-B6 0.18815887 0.00000000 5.19687731 0.00000000 991.14433871 SES 0.00000000 0.00000000 0.17102925 0.00000000 846.84642696 (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 Component Statement Component Beginning Ending Beginning Ending Ending Pass-Through Notional Notional Component Component Component Class Rate Balance Balance Balance Balance Percentage A-PO-1 0.00000% 0.00 0.00 612,036.12 584,675.74 95.25772789% A-PO-2 0.00000% 0.00 0.00 184,524.67 182,530.76 98.51670184% A-PO-3 0.00000% 0.00 0.00 319,531.93 315,374.68 97.75543680% A-PO-4 0.00000% 0.00 0.00 57,097.13 55,681.02 96.10946751% 15-IO-1 0.27748% 30,170,706.44 27,647,288.76 0.00 0.00 85.97032604% 15-IO-2 0.29186% 7,496,212.35 7,463,519.93 0.00 0.00 98.72951728% 30-IO-1 0.25284% 186,102,954.36 173,014,068.62 0.00 0.00 89.82906102% 30-IO-2 0.23002% 80,134,968.80 68,063,808.80 0.00 0.00 79.48496116% SES-1 0.00000% 274,029,294.32 257,841,755.52 0.00 0.00 91.69307775% SES-2 0.00000% 113,719,067.91 98,825,388.89 0.00 0.00 82.46632292% SES-3 0.00000% 79,060,172.83 72,684,078.23 0.00 0.00 89.23886035% SES-4 0.00000% 18,171,815.96 16,382,875.51 0.00 0.00 86.69772256% SES-5 0.00000% 145,502,004.61 126,586,402.21 0.00 0.00 72.56647562%
CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 61,340,016.65 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 19,769.94 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 61,359,786.59 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 28,109.17 Payment of Interest and Principal 61,331,677.42 Total Withdrawals (Pool Distribution Amount) 61,359,786.59 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 33,341.69
SERVICING FEES Gross Servicing Fee 26,270.25 Trustee Fee 1,838.92 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 28,109.17
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 7 0 0 0 7 2,315,122.56 0.00 0.00 0.00 2,315,122.56 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 7 0 0 0 7 2,315,122.56 0.00 0.00 0.00 2,315,122.56 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 0.563607% 0.000000% 0.000000% 0.000000% 0.563607% 0.403902% 0.000000% 0.000000% 0.000000% 0.403902% 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 0.563607% 0.000000% 0.000000% 0.000000% 0.563607% 0.403902% 0.000000% 0.000000% 0.000000% 0.403902%
Delinquency Status By Groups
DELINQUENT BANKRUPTCY FORECLOSURE REO Total 1 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 1 374,626.68 0.00 0.00 0.00 374,626.68 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 1 374,626.68 0.00 0.00 0.00 374,626.68 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.196078% 0.000000% 0.000000% 0.000000% 0.196078% 0.145176% 0.000000% 0.000000% 0.000000% 0.145176% 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 0.196078% 0.000000% 0.000000% 0.000000% 0.196078% 0.145176% 0.000000% 0.000000% 0.000000% 0.145176% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 2 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 3 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 4 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 5 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 6 0 0 0 6 1,940,495.88 0.00 0.00 0.00 1,940,495.88 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 6 0 0 0 6 1,940,495.88 0.00 0.00 0.00 1,940,495.88 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.639344% 0.000000% 0.000000% 0.000000% 1.639344% 1.529238% 0.000000% 0.000000% 0.000000% 1.529238% 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 1.639344% 0.000000% 0.000000% 0.000000% 1.639344% 1.529238% 0.000000% 0.000000% 0.000000% 1.529238%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 19,769.94
COLLATERAL STATEMENT Collateral Description Fixed Weighted Average Gross Coupon 6.130114% Weighted Average Pass-Through Rate 5.876614% Weighted Average Maturity(Stepdown Calculation ) 303 Beginning Scheduled Collateral Loan Count 1,362 Number Of Loans Paid In Full 120 Ending Scheduled Collateral Loan Count 1,242 Beginning Scheduled Collateral Balance 630,482,355.63 Ending Scheduled Collateral Balance 572,320,500.36 Ending Actual Collateral Balance at 30-Apr-2004 573,189,396.52 Monthly P &I Constant 4,443,787.51 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Class A Non-PO Optimal Amount 60,988,419.90 Class AP Deferred Amount 0.00 Ending Scheduled Balance for Premium Loans 572,320,500.36 Scheduled Principal 1,223,013.63 Unscheduled Principal 56,938,841.64
Group Level Collateral Statement Group 1 2 3 Collateral Description Mixed Fixed Mixed Fixed Mixed Fixed Weighted Average Coupon Rate 5.912931 5.906661 5.339182 Weighted Average Net Rate 5.662931 5.656661 5.089182 Weighted Average Maturity 356 356 173 Beginning Loan Count 540 215 155 Loans Paid In Full 30 25 10 Ending Loan Count 510 190 145 Beginning Scheduled Balance 274,029,294.32 113,719,067.91 79,060,172.83 Ending scheduled Balance 257,841,755.52 98,825,388.89 72,684,078.23 Record Date 04/30/2004 04/30/2004 04/30/2004 Principal And Interest Constant 1,634,649.99 678,380.35 657,622.16 Scheduled Principal 284,386.46 118,630.35 305,858.29 Unscheduled Principal 15,903,152.34 14,775,048.67 6,070,236.31 Scheduled Interest 1,350,263.53 559,750.00 351,763.87 Servicing Fees 57,089.42 23,691.47 16,470.86 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 799.25 331.70 230.59 FRY Amount 0.00 0.00 0.00 Special Hazard Fee 0.00 0.00 0.00 Other Fee 0.00 0.00 0.00 Pool Insurance Fee 0.00 0.00 0.00 Spread Fee 1 0.00 0.00 0.00 Spread Fee 2 0.00 0.00 0.00 Spread Fee 3 0.00 0.00 0.00 Net Interest 1,292,374.86 535,726.83 335,062.42 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 5.659431 5.653161 5.085682
Group Level Collateral Statement Group 4 5 Total Collateral Description Mixed Fixed Mixed Fixed Fixed Weighted Average Coupon Rate 5.358186 7.239954 6.130114 Weighted Average Net Rate 5.108187 6.989954 5.880114 Weighted Average Maturity 173 256 303 Beginning Loan Count 34 418 1,362 Loans Paid In Full 3 52 120 Ending Loan Count 31 366 1,242 Beginning Scheduled Balance 18,171,815.96 145,502,004.61 630,482,355.63 Ending scheduled Balance 16,382,875.51 126,586,402.21 572,320,500.36 Record Date 04/30/2004 04/30/2004 04/30/2004 Principal And Interest Constant 151,524.93 1,321,610.08 4,443,787.51 Scheduled Principal 70,384.95 443,753.58 1,223,013.63 Unscheduled Principal 1,718,555.50 18,471,848.82 56,938,841.64 Scheduled Interest 81,139.98 877,856.50 3,220,773.88 Servicing Fees 3,785.79 30,312.92 131,350.46 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 53.00 424.38 1,838.92 FRY Amount 0.00 0.00 0.00 Special Hazard Fee 0.00 0.00 0.00 Other Fee 0.00 0.00 0.00 Pool Insurance Fee 0.00 0.00 0.00 Spread Fee 1 0.00 0.00 0.00 Spread Fee 2 0.00 0.00 0.00 Spread Fee 3 0.00 0.00 0.00 Net Interest 77,301.19 847,119.20 3,087,584.50 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 5.104686 6.986454 5.876614
Miscellaneous Reporting Group 1 CPR 51.237451% Subordinate % 2.822841% Subordinate Prepayment % 0.000000% Senior Prepayment % 100.000000% Senior % 97.177159% Group 2 CPR 81.212788% Subordinate % 2.949886% Subordinate Prepayment % 0.000000% Senior Prepayment % 100.000000% Senior % 97.050114% Group 3 CPR 61.807404% Subordinate % 1.437127% Subordinate Prepayment % 0.000000% Senior Prepayment % 100.000000% Senior % 98.562873%
Miscellaneous Reporting Group 4 CPR 69.791674% Subordinate % 2.901349% Subordinate Prepayment % 0.000000% Senior Prepayment % 100.000000% Senior % 97.098651% Group 5 CPR 80.495472% Subordinate % 2.451680% Subordinate Prepayment % 0.000000% Senior Prepayment % 100.000000% Senior % 97.548320%
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