-----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, U5I3kLy59tFWWiuOiRxgcSyzV7VCaLoc2swDMJ5jdeYjCt7AnroyPenznwPsPrse tVGWprSKiE/vkI3+mFX1zA== 0001056404-04-002866.txt : 20040903 0001056404-04-002866.hdr.sgml : 20040903 20040903110558 ACCESSION NUMBER: 0001056404-04-002866 CONFORMED SUBMISSION TYPE: 8-K PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20040825 ITEM INFORMATION: Other Events ITEM INFORMATION: Financial Statements and Exhibits FILED AS OF DATE: 20040903 DATE AS OF CHANGE: 20040903 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: 041015546 BUSINESS ADDRESS: STREET 1: 201 NORTH TRYON ST CITY: CHARLOTTE STATE: NC ZIP: 28255 8-K 1 bam04002_aug.txt AUGUST 8K UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington D. C. 20549 FORM 8-K CURRENT REPORT Pursuant to Section 13 or 15(d) of The Securities Exchange Act of 1934 Date of Report (Date of earliest event reported): August 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) 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 August 25, 2004 a distribution was made to holders of BANC OF AMERICA MORTGAGE SECURITIES, INC., Mortgage Pass-Through Certificates, Series 2004-2 Trust. ITEM 9.01 Financial Statements and Exhibits (c) Exhibits Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2004-2 Trust, relating to the August 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 (Registrant) By: Wells Fargo Bank, N.A. as Trustee By: /s/ Beth Belfield as Assistant Vice President By: Beth Belfield as Assistant Vice President Date: 8/31/04 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 August 25, 2004 distribution. EX-99.1
Banc of America Mortgage Securities, Inc. Mortgage Pass-Through Certificates Record Date: 7/31/04 Distribution Date: 8/25/04 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% 120,557,179.23 452,089.45 1,372,107.21 1-A2 05948X3W9 SEN 5.50000% 16,633,000.00 76,234.59 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 32,344.59 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% 28,120,000.00 128,883.34 0.00 1-A9 05948X4D0 SEN 1.90000% 8,372,275.47 13,256.10 95,288.06 1-A10 05948X4E8 SEN 5.60000% 0.00 39,070.62 0.00 1-A11 05948X4F5 SEN 1.85000% 41,525,050.48 64,017.79 472,612.43 1-A12 05948X4G3 SEN 6.15000% 0.00 212,815.90 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% 54,040,337.80 236,426.48 1,277,450.90 2-A2 05948X4N8 SEN 5.50000% 14,536,000.00 66,623.34 0.00 2-A3 05948X4P3 SEN 5.50000% 2,352,000.00 10,780.00 0.00 2-A4 05948X4Q1 SEN 5.50000% 2,049,026.22 9,391.37 32,601.92 2-A5 05948X4R9 SEN 5.50000% 11,984,000.00 54,926.67 0.00 2-A6 05948X4S7 SEN 1.85000% 5,404,033.71 8,331.22 127,745.09 2-A7 05948X4T5 SEN 6.15000% 0.00 27,695.67 0.00 3-A1 05948X4U2 SEN 5.00000% 67,101,122.23 279,588.02 277,715.99 4-A1 05948X4V0 SEN 5.00000% 14,654,158.12 61,058.99 64,068.92 5-A1 05948X4W8 SEN 6.50000% 101,545,304.35 549,112.45 1,885,315.90 5-AIO 05948X4X6 SEN 0.61177% 0.00 43,918.84 0.00 A-PO 05948X4Y4 PO 0.00000% 1,431,096.19 0.00 10,582.31 15-IO 05948X4Z1 IO 0.27213% 0.00 7,265.48 0.00 30-IO 05948X5A5 IO 0.24355% 0.00 46,276.55 0.00 1-B1 05948X5B3 SUB 5.50000% 3,636,070.81 16,665.33 3,865.24 1-B2 05948X5C1 SUB 5.50000% 1,538,988.11 7,053.70 1,635.98 1-B3 05948X5D9 SUB 5.50000% 839,628.94 3,848.30 892.55 1-B4 05948X3G4 SUB 5.50000% 699,359.17 3,205.40 743.44 1-B5 05948X3H2 SUB 5.50000% 560,084.23 2,567.05 595.38 1-B6 05948X3J8 SUB 5.50000% 419,826.41 1,924.20 446.29 XB-1 05948X5E7 SUB 5.43268% 2,134,717.52 9,664.37 3,129.13 XB-2 05948X5F4 SUB 5.43268% 689,066.96 3,119.57 1,010.05 XB-3 05948X5G2 SUB 5.43268% 344,533.48 1,559.78 505.03 XB-4 05948X3K5 SUB 5.43268% 276,023.94 1,249.63 404.60 XB-5 05948X3L3 SUB 5.43268% 275,031.04 1,245.13 403.15 XB-6 05948X3M1 SUB 5.43268% 138,608.35 627.51 203.17 3-B1 05948X5H0 SUB 5.00000% 358,966.28 1,495.69 1,433.16 3-B2 05948X5J6 SUB 5.00000% 279,522.92 1,164.68 1,115.98 3-B3 05948X5K3 SUB 5.00000% 200,079.56 833.66 798.81 3-B4 05948X3N9 SUB 5.00000% 79,443.36 331.01 317.17 3-B5 05948X3P4 SUB 5.00000% 80,424.14 335.10 321.09 3-B6 05948X3Q2 SUB 5.00000% 119,942.80 499.76 478.87 5-B1 05948X5L1 SUB 6.50000% 1,804,741.07 9,757.98 5,673.01 5-B2 05948X5M9 SUB 6.50000% 515,218.11 2,785.71 1,619.53 5-B3 05948X5N7 SUB 6.50000% 343,807.11 1,858.92 1,080.72 5-B4 05948X3R0 SUB 6.50000% 601,908.73 3,254.44 1,892.04 5-B5 05948X3S8 SUB 6.50000% 171,411.00 926.80 538.81 5-B6 05948X3T6 SUB 6.50000% 86,439.41 467.37 271.71 SES 05948X3U3 SEN 0.00000% 0.00 91,834.58 0.00 Totals 531,004,427.25 2,668,357.71 5,644,863.64
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses 1-A1 0.00 119,185,072.02 1,824,196.66 0.00 1-A2 0.00 16,633,000.00 76,234.59 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 32,344.59 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 28,120,000.00 128,883.34 0.00 1-A9 0.00 8,276,987.41 108,544.16 0.00 1-A10 0.00 0.00 39,070.62 0.00 1-A11 0.00 41,052,438.05 536,630.22 0.00 1-A12 0.00 0.00 212,815.90 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 52,762,886.90 1,513,877.38 0.00 2-A2 0.00 14,536,000.00 66,623.34 0.00 2-A3 0.00 2,352,000.00 10,780.00 0.00 2-A4 0.00 2,016,424.30 41,993.29 0.00 2-A5 0.00 11,984,000.00 54,926.67 0.00 2-A6 0.00 5,276,288.62 136,076.31 0.00 2-A7 0.00 0.00 27,695.67 0.00 3-A1 0.00 66,823,406.24 557,304.01 0.00 4-A1 0.00 14,590,089.20 125,127.91 0.00 5-A1 0.00 99,659,988.44 2,434,428.35 0.00 5-AIO 0.00 0.00 43,918.84 0.00 A-PO 0.00 1,420,513.46 10,582.31 0.00 15-IO 0.00 0.00 7,265.48 0.00 30-IO 0.00 0.00 46,276.55 0.00 1-B1 0.00 3,632,205.57 20,530.57 0.00 1-B2 0.00 1,537,352.13 8,689.68 0.00 1-B3 0.00 838,736.39 4,740.85 0.00 1-B4 0.00 698,615.74 3,948.84 0.00 1-B5 0.00 559,488.85 3,162.43 0.00 1-B6 0.00 419,380.12 2,370.49 0.00 XB-1 0.00 2,131,588.39 12,793.50 0.00 XB-2 0.00 688,056.90 4,129.62 0.00 XB-3 0.00 344,028.45 2,064.81 0.00 XB-4 0.00 275,619.34 1,654.23 0.00 XB-5 0.00 274,627.89 1,648.28 0.00 XB-6 0.00 138,405.18 830.68 0.00 3-B1 0.00 357,533.12 2,928.85 0.00 3-B2 0.00 278,406.94 2,280.66 0.00 3-B3 0.00 199,280.76 1,632.47 0.00 3-B4 0.00 79,126.18 648.18 0.00 3-B5 0.00 80,103.05 656.19 0.00 3-B6 0.00 119,463.93 978.63 0.00 5-B1 0.00 1,799,068.05 15,430.99 0.00 5-B2 0.00 513,598.58 4,405.24 0.00 5-B3 0.00 342,726.39 2,939.64 0.00 5-B4 0.00 600,016.69 5,146.48 0.00 5-B5 0.00 170,872.18 1,465.61 0.00 5-B6 0.00 86,167.70 739.08 0.00 SES 0.00 0.00 91,834.58 0.00 Totals 0.00 525,359,563.16 8,313,221.35 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 143,995,715.00 120,557,179.23 180,227.45 1,191,879.77 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 8,372,275.47 12,516.17 82,771.89 0.00 0.00 1-A10 0.00 0.00 0.00 0.00 0.00 0.00 1-A11 49,598,285.00 41,525,050.48 62,078.04 410,534.39 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 54,040,337.80 85,944.71 1,191,506.19 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 2,049,026.22 2,193.40 30,408.52 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 5,404,033.71 8,594.47 119,150.62 0.00 0.00 2-A7 0.00 0.00 0.00 0.00 0.00 0.00 3-A1 79,986,000.00 67,101,122.23 267,898.60 9,817.39 0.00 0.00 4-A1 18,309,000.00 14,654,158.12 58,720.60 5,348.32 0.00 0.00 5-A1 170,282,000.00 101,545,304.35 319,197.00 1,566,118.90 0.00 0.00 5-AIO 0.00 0.00 0.00 0.00 0.00 0.00 A-PO 1,762,855.00 1,431,096.19 4,612.10 5,967.26 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 3,636,070.81 3,865.24 0.00 0.00 0.00 1-B2 1,547,000.00 1,538,988.11 1,635.98 0.00 0.00 0.00 1-B3 844,000.00 839,628.94 892.55 0.00 0.00 0.00 1-B4 703,000.00 699,359.17 743.44 0.00 0.00 0.00 1-B5 563,000.00 560,084.23 595.38 0.00 0.00 0.00 1-B6 422,012.00 419,826.41 446.29 0.00 0.00 0.00 XB-1 2,150,000.00 2,134,717.52 3,129.13 0.00 0.00 0.00 XB-2 694,000.00 689,066.96 1,010.05 0.00 0.00 0.00 XB-3 347,000.00 344,533.48 505.03 0.00 0.00 0.00 XB-4 278,000.00 276,023.94 404.60 0.00 0.00 0.00 XB-5 277,000.00 275,031.04 403.15 0.00 0.00 0.00 XB-6 139,601.00 138,608.35 203.17 0.00 0.00 0.00 3-B1 366,000.00 358,966.28 1,433.16 0.00 0.00 0.00 3-B2 285,000.00 279,522.92 1,115.98 0.00 0.00 0.00 3-B3 204,000.00 200,079.56 798.81 0.00 0.00 0.00 3-B4 81,000.00 79,443.36 317.17 0.00 0.00 0.00 3-B5 82,000.00 80,424.14 321.09 0.00 0.00 0.00 3-B6 122,293.00 119,942.80 478.87 0.00 0.00 0.00 5-B1 1,832,000.00 1,804,741.07 5,673.01 0.00 0.00 0.00 5-B2 523,000.00 515,218.11 1,619.53 0.00 0.00 0.00 5-B3 349,000.00 343,807.11 1,080.72 0.00 0.00 0.00 5-B4 611,000.00 601,908.73 1,892.04 0.00 0.00 0.00 5-B5 174,000.00 171,411.00 538.81 0.00 0.00 0.00 5-B6 87,745.00 86,439.41 271.71 0.00 0.00 0.00 SES 0.00 0.00 0.00 0.00 0.00 0.00 Totals 675,825,606.00 531,004,427.25 1,031,357.45 4,613,503.25 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 1,372,107.21 119,185,072.02 0.82769874 1,372,107.21 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 95,288.06 8,276,987.41 0.82769874 95,288.06 1-A10 0.00 0.00 0.00000000 0.00 1-A11 472,612.43 41,052,438.05 0.82769874 472,612.43 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 1,277,450.90 52,762,886.90 0.68452918 1,277,450.90 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 32,601.92 2,016,424.30 0.76466602 32,601.92 2-A5 0.00 11,984,000.00 1.00000000 0.00 2-A6 127,745.09 5,276,288.62 0.68452918 127,745.09 2-A7 0.00 0.00 0.00000000 0.00 3-A1 277,715.99 66,823,406.24 0.83543878 277,715.99 4-A1 64,068.92 14,590,089.20 0.79688073 64,068.92 5-A1 1,885,315.90 99,659,988.44 0.58526438 1,885,315.90 5-AIO 0.00 0.00 0.00000000 0.00 A-PO 10,582.31 1,420,513.46 0.80580278 10,582.31 15-IO 0.00 0.00 0.00000000 0.00 30-IO 0.00 0.00 0.00000000 0.00 1-B1 3,865.24 3,632,205.57 0.99376349 3,865.24 1-B2 1,635.98 1,537,352.13 0.99376350 1,635.98 1-B3 892.55 838,736.39 0.99376350 892.55 1-B4 743.44 698,615.74 0.99376350 743.44 1-B5 595.38 559,488.85 0.99376350 595.38 1-B6 446.29 419,380.12 0.99376349 446.29 XB-1 3,129.13 2,131,588.39 0.99143646 3,129.13 XB-2 1,010.05 688,056.90 0.99143646 1,010.05 XB-3 505.03 344,028.45 0.99143646 505.03 XB-4 404.60 275,619.34 0.99143647 404.60 XB-5 403.15 274,627.89 0.99143643 403.15 XB-6 203.17 138,405.18 0.99143402 203.17 3-B1 1,433.16 357,533.12 0.97686645 1,433.16 3-B2 1,115.98 278,406.94 0.97686646 1,115.98 3-B3 798.81 199,280.76 0.97686647 798.81 3-B4 317.17 79,126.18 0.97686642 317.17 3-B5 321.09 80,103.05 0.97686646 321.09 3-B6 478.87 119,463.93 0.97686646 478.87 5-B1 5,673.01 1,799,068.05 0.98202404 5,673.01 5-B2 1,619.53 513,598.58 0.98202405 1,619.53 5-B3 1,080.72 342,726.39 0.98202404 1,080.72 5-B4 1,892.04 600,016.69 0.98202404 1,892.04 5-B5 538.81 170,872.18 0.98202402 538.81 5-B6 271.71 86,167.70 0.98202405 271.71 SES 0.00 0.00 0.00000000 0.00 Totals 5,644,863.64 525,359,563.16 0.77735966 5,644,863.64
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion 1-A1 143,995,715.00 837.22754688 1.25161676 8.27718915 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 10,000,000.00 837.22754700 1.25161700 8.27718900 0.00000000 1-A10 0.00 0.00000000 0.00000000 0.00000000 0.00000000 1-A11 49,598,285.00 837.22754688 1.25161666 8.27718922 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 77,079,091.00 701.10242738 1.11501977 15.45822835 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 2,637,000.00 777.02928328 0.83177854 11.53148275 0.00000000 2-A5 11,984,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 2-A6 7,707,909.00 701.10242739 1.11501965 15.45822868 0.00000000 2-A7 0.00 0.00000000 0.00000000 0.00000000 0.00000000 3-A1 79,986,000.00 838.91083727 3.34931863 0.12273885 0.00000000 4-A1 18,309,000.00 800.38003823 3.20719865 0.29211426 0.00000000 5-A1 170,282,000.00 596.33610335 1.87451991 9.19720757 0.00000000 5-AIO 0.00 0.00000000 0.00000000 0.00000000 0.00000000 A-PO 1,762,855.00 811.80595681 2.61626736 3.38499763 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 3,655,000.00 994.82101505 1.05752120 0.00000000 0.00000000 1-B2 1,547,000.00 994.82101487 1.05751778 0.00000000 0.00000000 1-B3 844,000.00 994.82101896 1.05752370 0.00000000 0.00000000 1-B4 703,000.00 994.82100996 1.05752489 0.00000000 0.00000000 1-B5 563,000.00 994.82101243 1.05751332 0.00000000 0.00000000 1-B6 422,012.00 994.82102405 1.05752917 0.00000000 0.00000000 XB-1 2,150,000.00 992.89186977 1.45540930 0.00000000 0.00000000 XB-2 694,000.00 992.89187320 1.45540346 0.00000000 0.00000000 XB-3 347,000.00 992.89187320 1.45541787 0.00000000 0.00000000 XB-4 278,000.00 992.89187050 1.45539568 0.00000000 0.00000000 XB-5 277,000.00 992.89184116 1.45541516 0.00000000 0.00000000 XB-6 139,601.00 992.88937758 1.45536207 0.00000000 0.00000000 3-B1 366,000.00 980.78218579 3.91573770 0.00000000 0.00000000 3-B2 285,000.00 980.78217544 3.91571930 0.00000000 0.00000000 3-B3 204,000.00 980.78215686 3.91573529 0.00000000 0.00000000 3-B4 81,000.00 980.78222222 3.91567901 0.00000000 0.00000000 3-B5 82,000.00 980.78219512 3.91573171 0.00000000 0.00000000 3-B6 122,293.00 980.78221975 3.91575969 0.00000000 0.00000000 5-B1 1,832,000.00 985.12067140 3.09662118 0.00000000 0.00000000 5-B2 523,000.00 985.12066922 3.09661568 0.00000000 0.00000000 5-B3 349,000.00 985.12065903 3.09661891 0.00000000 0.00000000 5-B4 611,000.00 985.12067103 3.09662848 0.00000000 0.00000000 5-B5 174,000.00 985.12068966 3.09660920 0.00000000 0.00000000 5-B6 87,745.00 985.12063365 3.09658670 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 9.52880584 827.69874104 0.82769874 9.52880584 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 9.52880600 827.69874100 0.82769874 9.52880600 1-A10 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1-A11 0.00000000 9.52880589 827.69874099 0.82769874 9.52880589 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 16.57324812 684.52917926 0.68452918 16.57324812 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 12.36326128 764.66602199 0.76466602 12.36326128 2-A5 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 2-A6 0.00000000 16.57324833 684.52917905 0.68452918 16.57324833 2-A7 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 3-A1 0.00000000 3.47205749 835.43877979 0.83543878 3.47205749 4-A1 0.00000000 3.49931291 796.88072533 0.79688073 3.49931291 5-A1 0.00000000 11.07172749 585.26437580 0.58526438 11.07172749 5-AIO 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 A-PO 0.00000000 6.00293842 805.80278015 0.80580278 6.00293842 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 1.05752120 993.76349384 0.99376349 1.05752120 1-B2 0.00000000 1.05751778 993.76349709 0.99376350 1.05751778 1-B3 0.00000000 1.05752370 993.76349526 0.99376350 1.05752370 1-B4 0.00000000 1.05752489 993.76349929 0.99376350 1.05752489 1-B5 0.00000000 1.05751332 993.76349911 0.99376350 1.05751332 1-B6 0.00000000 1.05752917 993.76349488 0.99376349 1.05752917 XB-1 0.00000000 1.45540930 991.43646047 0.99143646 1.45540930 XB-2 0.00000000 1.45540346 991.43645533 0.99143646 1.45540346 XB-3 0.00000000 1.45541787 991.43645533 0.99143646 1.45541787 XB-4 0.00000000 1.45539568 991.43647482 0.99143647 1.45539568 XB-5 0.00000000 1.45541516 991.43642599 0.99143643 1.45541516 XB-6 0.00000000 1.45536207 991.43401552 0.99143402 1.45536207 3-B1 0.00000000 3.91573770 976.86644809 0.97686645 3.91573770 3-B2 0.00000000 3.91571930 976.86645614 0.97686646 3.91571930 3-B3 0.00000000 3.91573529 976.86647059 0.97686647 3.91573529 3-B4 0.00000000 3.91567901 976.86641975 0.97686642 3.91567901 3-B5 0.00000000 3.91573171 976.86646341 0.97686646 3.91573171 3-B6 0.00000000 3.91575969 976.86646006 0.97686646 3.91575969 5-B1 0.00000000 3.09662118 982.02404476 0.98202404 3.09662118 5-B2 0.00000000 3.09661568 982.02405354 0.98202405 3.09661568 5-B3 0.00000000 3.09661891 982.02404011 0.98202404 3.09661891 5-B4 0.00000000 3.09662848 982.02404255 0.98202404 3.09662848 5-B5 0.00000000 3.09660920 982.02402299 0.98202402 3.09660920 5-B6 0.00000000 3.09658670 982.02404695 0.98202405 3.09658670 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% 120,557,179.23 452,089.42 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 1.90000% 8,372,275.47 13,256.10 0.00 0.00 1-A10 0.00 5.60000% 8,372,275.47 39,070.62 0.00 0.00 1-A11 49,598,285.00 1.85000% 41,525,050.48 64,017.79 0.00 0.00 1-A12 0.00 6.15000% 41,525,050.48 212,815.88 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% 54,040,337.80 236,426.48 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% 2,049,026.22 9,391.37 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 1.85000% 5,404,033.71 8,331.22 0.00 0.00 2-A7 0.00 6.15000% 5,404,033.71 27,695.67 0.00 0.00 3-A1 79,986,000.00 5.00000% 67,101,122.23 279,588.01 0.00 0.00 4-A1 18,309,000.00 5.00000% 14,654,158.12 61,058.99 0.00 0.00 5-A1 170,282,000.00 6.50000% 101,545,304.35 550,037.07 0.00 0.00 5-AIO 0.00 0.61177% 86,291,819.16 43,992.59 0.00 0.00 A-PO 1,762,855.00 0.00000% 1,431,096.19 0.00 0.00 0.00 15-IO 0.00 0.27213% 32,038,430.30 7,265.48 0.00 0.00 30-IO 0.00 0.24355% 228,007,313.14 46,276.55 0.00 0.00 1-B1 3,655,000.00 5.50000% 3,636,070.81 16,665.32 0.00 0.00 1-B2 1,547,000.00 5.50000% 1,538,988.11 7,053.70 0.00 0.00 1-B3 844,000.00 5.50000% 839,628.94 3,848.30 0.00 0.00 1-B4 703,000.00 5.50000% 699,359.17 3,205.40 0.00 0.00 1-B5 563,000.00 5.50000% 560,084.23 2,567.05 0.00 0.00 1-B6 422,012.00 5.50000% 419,826.41 1,924.20 0.00 0.00 XB-1 2,150,000.00 5.43268% 2,134,717.52 9,664.37 0.00 0.00 XB-2 694,000.00 5.43268% 689,066.96 3,119.57 0.00 0.00 XB-3 347,000.00 5.43268% 344,533.48 1,559.78 0.00 0.00 XB-4 278,000.00 5.43268% 276,023.94 1,249.63 0.00 0.00 XB-5 277,000.00 5.43268% 275,031.04 1,245.13 0.00 0.00 XB-6 139,601.00 5.43268% 138,608.35 627.51 0.00 0.00 3-B1 366,000.00 5.00000% 358,966.28 1,495.69 0.00 0.00 3-B2 285,000.00 5.00000% 279,522.92 1,164.68 0.00 0.00 3-B3 204,000.00 5.00000% 200,079.56 833.66 0.00 0.00 3-B4 81,000.00 5.00000% 79,443.36 331.01 0.00 0.00 3-B5 82,000.00 5.00000% 80,424.14 335.10 0.00 0.00 3-B6 122,293.00 5.00000% 119,942.80 499.76 0.00 0.00 5-B1 1,832,000.00 6.50000% 1,804,741.07 9,775.68 0.00 0.00 5-B2 523,000.00 6.50000% 515,218.11 2,790.76 0.00 0.00 5-B3 349,000.00 6.50000% 343,807.11 1,862.29 0.00 0.00 5-B4 611,000.00 6.50000% 601,908.73 3,260.34 0.00 0.00 5-B5 174,000.00 6.50000% 171,411.00 928.48 0.00 0.00 5-B6 87,745.00 6.50000% 86,439.41 468.21 0.00 0.00 SES 0.00 0.00000% 531,004,425.26 0.00 0.00 0.00 Totals 675,825,606.00 2,577,555.93 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 (0.03) 0.00 452,089.45 0.00 119,185,072.02 1-A2 (0.01) 0.00 76,234.59 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 32,344.59 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 (0.01) 0.00 128,883.34 0.00 28,120,000.00 1-A9 0.00 0.00 13,256.10 0.00 8,276,987.41 1-A10 0.00 0.00 39,070.62 0.00 8,276,987.41 1-A11 0.00 0.00 64,017.79 0.00 41,052,438.05 1-A12 (0.01) 0.00 212,815.90 0.00 41,052,438.05 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 (0.01) 0.00 236,426.48 0.00 52,762,886.90 2-A2 0.00 0.00 66,623.34 0.00 14,536,000.00 2-A3 0.00 0.00 10,780.00 0.00 2,352,000.00 2-A4 0.00 0.00 9,391.37 0.00 2,016,424.30 2-A5 0.00 0.00 54,926.67 0.00 11,984,000.00 2-A6 0.00 0.00 8,331.22 0.00 5,276,288.62 2-A7 0.00 0.00 27,695.67 0.00 5,276,288.62 3-A1 (0.01) 0.00 279,588.02 0.00 66,823,406.24 4-A1 0.00 0.00 61,058.99 0.00 14,590,089.20 5-A1 924.62 0.00 549,112.45 0.00 99,659,988.44 5-AIO 73.75 0.00 43,918.84 0.00 84,686,122.93 A-PO 0.00 0.00 0.00 0.00 1,420,513.46 15-IO 0.00 0.00 7,265.48 0.00 31,902,457.31 30-IO 0.00 0.00 46,276.55 0.00 224,752,016.08 1-B1 0.00 0.00 16,665.33 0.00 3,632,205.57 1-B2 0.00 0.00 7,053.70 0.00 1,537,352.13 1-B3 0.00 0.00 3,848.30 0.00 838,736.39 1-B4 0.00 0.00 3,205.40 0.00 698,615.74 1-B5 0.00 0.00 2,567.05 0.00 559,488.85 1-B6 0.00 0.00 1,924.20 0.00 419,380.12 XB-1 0.00 0.00 9,664.37 0.00 2,131,588.39 XB-2 0.00 0.00 3,119.57 0.00 688,056.90 XB-3 0.00 0.00 1,559.78 0.00 344,028.45 XB-4 0.00 0.00 1,249.63 0.00 275,619.34 XB-5 0.00 0.00 1,245.13 0.00 274,627.89 XB-6 0.00 0.00 627.51 0.00 138,405.18 3-B1 0.00 0.00 1,495.69 0.00 357,533.12 3-B2 0.00 0.00 1,164.68 0.00 278,406.94 3-B3 0.00 0.00 833.66 0.00 199,280.76 3-B4 0.00 0.00 331.01 0.00 79,126.18 3-B5 0.00 0.00 335.10 0.00 80,103.05 3-B6 0.00 0.00 499.76 0.00 119,463.93 5-B1 17.70 0.00 9,757.98 0.00 1,799,068.05 5-B2 5.05 0.00 2,785.71 0.00 513,598.58 5-B3 3.37 0.00 1,858.92 0.00 342,726.39 5-B4 5.90 0.00 3,254.44 0.00 600,016.69 5-B5 1.68 0.00 926.80 0.00 170,872.18 5-B6 0.85 0.00 467.37 0.00 86,167.70 SES 0.00 0.00 91,834.58 0.00 525,359,561.61 Totals 1,032.84 0.00 2,668,357.71 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% 837.22754688 3.13960329 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 1.90000% 837.22754700 1.32561000 0.00000000 0.00000000 1-A10 0.00 5.60000% 837.22754700 3.90706200 0.00000000 0.00000000 1-A11 49,598,285.00 1.85000% 837.22754688 1.29072588 0.00000000 0.00000000 1-A12 0.00 6.15000% 837.22754688 4.29079110 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% 701.10242738 3.06732315 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% 777.02928328 3.56138415 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 1.85000% 701.10242739 1.08086642 0.00000000 0.00000000 2-A7 0.00 6.15000% 701.10242739 3.59314958 0.00000000 0.00000000 3-A1 79,986,000.00 5.00000% 838.91083727 3.49546183 0.00000000 0.00000000 4-A1 18,309,000.00 5.00000% 800.38003823 3.33491671 0.00000000 0.00000000 5-A1 170,282,000.00 6.50000% 596.33610335 3.23015392 0.00000000 0.00000000 5-AIO 0.00 0.61177% 608.28238387 0.31010955 0.00000000 0.00000000 A-PO 1,762,855.00 0.00000% 811.80595681 0.00000000 0.00000000 0.00000000 15-IO 0.00 0.27213% 806.63402777 0.18292355 0.00000000 0.00000000 30-IO 0.00 0.24355% 819.47828362 0.16632198 0.00000000 0.00000000 1-B1 3,655,000.00 5.50000% 994.82101505 4.55959508 0.00000000 0.00000000 1-B2 1,547,000.00 5.50000% 994.82101487 4.55959922 0.00000000 0.00000000 1-B3 844,000.00 5.50000% 994.82101896 4.55959716 0.00000000 0.00000000 1-B4 703,000.00 5.50000% 994.82100996 4.55960171 0.00000000 0.00000000 1-B5 563,000.00 5.50000% 994.82101243 4.55959147 0.00000000 0.00000000 1-B6 422,012.00 5.50000% 994.82102405 4.55958598 0.00000000 0.00000000 XB-1 2,150,000.00 5.43268% 992.89186977 4.49505581 0.00000000 0.00000000 XB-2 694,000.00 5.43268% 992.89187320 4.49505764 0.00000000 0.00000000 XB-3 347,000.00 5.43268% 992.89187320 4.49504323 0.00000000 0.00000000 XB-4 278,000.00 5.43268% 992.89187050 4.49507194 0.00000000 0.00000000 XB-5 277,000.00 5.43268% 992.89184116 4.49505415 0.00000000 0.00000000 XB-6 139,601.00 5.43268% 992.88937758 4.49502511 0.00000000 0.00000000 3-B1 366,000.00 5.00000% 980.78218579 4.08658470 0.00000000 0.00000000 3-B2 285,000.00 5.00000% 980.78217544 4.08659649 0.00000000 0.00000000 3-B3 204,000.00 5.00000% 980.78215686 4.08656863 0.00000000 0.00000000 3-B4 81,000.00 5.00000% 980.78222222 4.08654321 0.00000000 0.00000000 3-B5 82,000.00 5.00000% 980.78219512 4.08658537 0.00000000 0.00000000 3-B6 122,293.00 5.00000% 980.78221975 4.08657895 0.00000000 0.00000000 5-B1 1,832,000.00 6.50000% 985.12067140 5.33606987 0.00000000 0.00000000 5-B2 523,000.00 6.50000% 985.12066922 5.33606119 0.00000000 0.00000000 5-B3 349,000.00 6.50000% 985.12065903 5.33607450 0.00000000 0.00000000 5-B4 611,000.00 6.50000% 985.12067103 5.33607201 0.00000000 0.00000000 5-B5 174,000.00 6.50000% 985.12068966 5.33609195 0.00000000 0.00000000 5-B6 87,745.00 6.50000% 985.12063365 5.33603054 0.00000000 0.00000000 SES 0.00 0.00000% 785.71220138 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 (0.00000021) 0.00000000 3.13960349 0.00000000 827.69874104 1-A2 (0.00000060) 0.00000000 4.58333373 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 4.58333428 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 (0.00000036) 0.00000000 4.58333357 0.00000000 1000.00000000 1-A9 0.00000000 0.00000000 1.32561000 0.00000000 827.69874100 1-A10 0.00000000 0.00000000 3.90706200 0.00000000 827.69874100 1-A11 0.00000000 0.00000000 1.29072588 0.00000000 827.69874099 1-A12 (0.00000020) 0.00000000 4.29079151 0.00000000 827.69874099 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 (0.00000013) 0.00000000 3.06732315 0.00000000 684.52917926 2-A2 0.00000000 0.00000000 4.58333379 0.00000000 1000.00000000 2-A3 0.00000000 0.00000000 4.58333333 0.00000000 1000.00000000 2-A4 0.00000000 0.00000000 3.56138415 0.00000000 764.66602199 2-A5 0.00000000 0.00000000 4.58333361 0.00000000 1000.00000000 2-A6 0.00000000 0.00000000 1.08086642 0.00000000 684.52917905 2-A7 0.00000000 0.00000000 3.59314958 0.00000000 684.52917905 3-A1 (0.00000013) 0.00000000 3.49546196 0.00000000 835.43877979 4-A1 0.00000000 0.00000000 3.33491671 0.00000000 796.88072533 5-A1 0.00542993 0.00000000 3.22472399 0.00000000 585.26437580 5-AIO 0.00051987 0.00000000 0.30958968 0.00000000 596.96361993 A-PO 0.00000000 0.00000000 0.00000000 0.00000000 805.80278015 15-IO 0.00000000 0.00000000 0.18292355 0.00000000 803.21062533 30-IO 0.00000000 0.00000000 0.16632198 0.00000000 807.77846044 1-B1 0.00000000 0.00000000 4.55959781 0.00000000 993.76349384 1-B2 0.00000000 0.00000000 4.55959922 0.00000000 993.76349709 1-B3 0.00000000 0.00000000 4.55959716 0.00000000 993.76349526 1-B4 0.00000000 0.00000000 4.55960171 0.00000000 993.76349929 1-B5 0.00000000 0.00000000 4.55959147 0.00000000 993.76349911 1-B6 0.00000000 0.00000000 4.55958598 0.00000000 993.76349488 XB-1 0.00000000 0.00000000 4.49505581 0.00000000 991.43646047 XB-2 0.00000000 0.00000000 4.49505764 0.00000000 991.43645533 XB-3 0.00000000 0.00000000 4.49504323 0.00000000 991.43645533 XB-4 0.00000000 0.00000000 4.49507194 0.00000000 991.43647482 XB-5 0.00000000 0.00000000 4.49505415 0.00000000 991.43642599 XB-6 0.00000000 0.00000000 4.49502511 0.00000000 991.43401552 3-B1 0.00000000 0.00000000 4.08658470 0.00000000 976.86644809 3-B2 0.00000000 0.00000000 4.08659649 0.00000000 976.86645614 3-B3 0.00000000 0.00000000 4.08656863 0.00000000 976.86647059 3-B4 0.00000000 0.00000000 4.08654321 0.00000000 976.86641975 3-B5 0.00000000 0.00000000 4.08658537 0.00000000 976.86646341 3-B6 0.00000000 0.00000000 4.08657895 0.00000000 976.86646006 5-B1 0.00966157 0.00000000 5.32640830 0.00000000 982.02404476 5-B2 0.00965583 0.00000000 5.32640535 0.00000000 982.02405354 5-B3 0.00965616 0.00000000 5.32641834 0.00000000 982.02404011 5-B4 0.00965630 0.00000000 5.32641571 0.00000000 982.02404255 5-B5 0.00965517 0.00000000 5.32643678 0.00000000 982.02402299 5-B6 0.00968716 0.00000000 5.32645735 0.00000000 982.02404695 SES 0.00000000 0.00000000 0.13588503 0.00000000 777.35965659 (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 0.00 582,757.02 582,002.87 94.82225314% A-PO-2 0.00000% 0.00 0.00 181,647.65 181,442.33 97.92924724% A-PO-3 0.00000% 0.00 0.00 311,726.82 310,124.34 96.12800977% A-PO-4 0.00000% 0.00 0.00 54,537.33 54,321.16 93.76225080% 15-IO-1 0.26612% 24,638,141.50 24,534,002.63 0.00 0.00 76.28944101% 15-IO-2 0.29213% 7,400,288.80 7,368,454.68 0.00 0.00 97.47196771% 30-IO-1 0.25009% 164,074,062.04 162,224,437.60 0.00 0.00 84.22707483% 30-IO-2 0.22677% 63,933,251.10 62,527,578.48 0.00 0.00 73.01974772% SES-1 0.00000% 247,990,219.75 246,041,279.02 0.00 0.00 87.49662010% SES-2 0.00000% 93,885,615.43 92,444,037.80 0.00 0.00 77.14130912% SES-3 0.00000% 68,531,227.39 68,247,443.84 0.00 0.00 83.79172246% SES-4 0.00000% 15,228,105.32 15,161,739.91 0.00 0.00 80.23550685% SES-5 0.00000% 105,369,257.37 103,465,061.04 0.00 0.00 59.31201692%
CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 8,336,895.40 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 0.00 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 8,336,895.40 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 23,674.05 Payment of Interest and Principal 8,313,221.35 Total Withdrawals (Pool Distribution Amount) 8,336,895.40 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 1,032.84
SERVICING FEES Gross Servicing Fee 22,125.30 Trustee Fee 1,548.75 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 23,674.05
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 1 0 0 1 263,031.08 0.00 0.00 263,031.08 30 Days 7 0 0 0 7 3,947,878.11 0.00 0.00 0.00 3,947,878.11 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 1 0 0 8 3,947,878.11 263,031.08 0.00 0.00 4,210,909.19 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 0.087719% 0.000000% 0.000000% 0.087719% 0.049992% 0.000000% 0.000000% 0.049992% 30 Days 0.614035% 0.000000% 0.000000% 0.000000% 0.614035% 0.750339% 0.000000% 0.000000% 0.000000% 0.750339% 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 0.614035% 0.087719% 0.000000% 0.000000% 0.701754% 0.750339% 0.049992% 0.000000% 0.000000% 0.800331%
Delinquency Status By Groups DELINQUENT BANKRUPTCY FORECLOSURE REO Total 1 - 30 Year Fixed No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 3 0 0 0 3 1,602,059.69 0.00 0.00 0.00 1,602,059.69 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 3 0 0 0 3 1,602,059.69 0.00 0.00 0.00 1,602,059.69 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.609756% 0.000000% 0.000000% 0.000000% 0.609756% 0.650602% 0.000000% 0.000000% 0.000000% 0.650602% 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 0.609756% 0.000000% 0.000000% 0.000000% 0.609756% 0.650602% 0.000000% 0.000000% 0.000000% 0.650602% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 2 - 30 Year Fixed 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 - 15 Year Fixed No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 3 0 0 0 3 1,568,772.25 0.00 0.00 0.00 1,568,772.25 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 3 0 0 0 3 1,568,772.25 0.00 0.00 0.00 1,568,772.25 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 2.173913% 0.000000% 0.000000% 0.000000% 2.173913% 2.291618% 0.000000% 0.000000% 0.000000% 2.291618% 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 2.173913% 0.000000% 0.000000% 0.000000% 2.173913% 2.291618% 0.000000% 0.000000% 0.000000% 2.291618% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 4 - 15 Year Fixed 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 - 30 Year Fixed 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 1 0 0 1 263,031.08 0.00 0.00 263,031.08 30 Days 1 0 0 0 1 777,046.17 0.00 0.00 0.00 777,046.17 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 1 0 0 2 777,046.17 263,031.08 0.00 0.00 1,040,077.25 0-29 Days 0.331126% 0.000000% 0.000000% 0.331126% 0.253611% 0.000000% 0.000000% 0.253611% 30 Days 0.331126% 0.000000% 0.000000% 0.000000% 0.331126% 0.749217% 0.000000% 0.000000% 0.000000% 0.749217% 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 0.331126% 0.331126% 0.000000% 0.000000% 0.662252% 0.749217% 0.253611% 0.000000% 0.000000% 1.002827%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 27,117.17
COLLATERAL STATEMENT Collateral Description Fixed Weighted Average Gross Coupon 6.078437% Weighted Average Pass-Through Rate 5.824937% Weighted Average Maturity(Stepdown Calculation ) 300 Beginning Scheduled Collateral Loan Count 1,154 Number Of Loans Paid In Full 14 Ending Scheduled Collateral Loan Count 1,140 Beginning Scheduled Collateral Balance 531,004,425.26 Ending Scheduled Collateral Balance 525,359,561.61 Ending Actual Collateral Balance at 31-Jul-2004 526,145,644.45 Monthly P &I Constant 3,721,088.12 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 8,103,209.02 Class AP Deferred Amount 0.00 Ending Scheduled Balance for Premium Loans 525,359,561.61 Scheduled Principal 1,031,357.46 Unscheduled Principal 4,613,506.19
Miscellaneous Reporting Senior % 96.942096% Subordinate % 3.057904%
Group Level Collateral Statement Group 1 - 30 Year Fixed 2 - 30 Year Fixed 3 - 15 Year Fixed Collateral Description Mixed Fixed Mixed Fixed Mixed Fixed Weighted Average Coupon Rate 5.906040 5.897284 5.326431 Weighted Average Net Rate 5.656040 5.647284 5.076431 Weighted Average Maturity 353 353 170 Beginning Loan Count 495 182 138 Loans Paid In Full 3 3 0 Ending Loan Count 492 179 138 Beginning Scheduled Balance 247,990,219.75 93,885,615.43 68,531,227.39 Ending scheduled Balance 246,041,279.02 92,444,037.80 68,247,443.84 Record Date 07/31/2004 07/31/2004 07/31/2004 Principal And Interest Constant 1,484,192.30 561,902.24 578,040.77 Scheduled Principal 263,658.74 100,510.48 273,851.71 Unscheduled Principal 1,685,281.99 1,341,067.15 9,931.84 Scheduled Interest 1,220,533.56 461,391.76 304,189.06 Servicing Fees 51,664.64 19,559.51 14,277.35 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 723.31 273.82 199.90 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 1,168,145.61 441,558.43 289,711.81 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 5.652540 5.643784 5.072931
Group Level Collateral Statement Group 4 - 15 Year Fixed 5 - 30 Year Fixed Total Collateral Description Mixed Fixed Mixed Fixed Fixed Weighted Average Coupon Rate 5.377559 7.235977 6.078437 Weighted Average Net Rate 5.127559 6.985977 5.828437 Weighted Average Maturity 170 253 300 Beginning Loan Count 29 310 1,154 Loans Paid In Full 0 8 14 Ending Loan Count 29 302 1,140 Beginning Scheduled Balance 15,228,105.32 105,369,257.37 531,004,425.26 Ending scheduled Balance 15,161,739.91 103,465,061.04 525,359,561.61 Record Date 07/31/2004 07/31/2004 07/31/2004 Principal And Interest Constant 129,255.73 967,697.08 3,721,088.12 Scheduled Principal 61,014.04 332,322.49 1,031,357.46 Unscheduled Principal 5,351.37 1,571,873.84 4,613,506.19 Scheduled Interest 68,241.69 635,374.59 2,689,730.66 Servicing Fees 3,172.52 21,951.93 110,625.95 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 44.41 307.31 1,548.75 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 65,024.76 613,115.35 2,577,555.96 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 5.124059 6.982477 5.824937
Miscellaneous Reporting Group 1 - 30 Year Fixed CPR 7.864960% Subordinate % 3.109832% Subordinate Prepayment % 0.000000% Senior Prepayment % 100.000000% Senior % 96.890168% Group 2 - 30 Year Fixed CPR 15.872022% Subordinate % 3.562890% Subordinate Prepayment % 0.000000% Senior Prepayment % 100.000000% Senior % 96.437110% Group 3 - 15 Year Fixed CPR 0.174467% Subordinate % 1.639382% Subordinate Prepayment % 0.000000% Senior Prepayment % 100.000000% Senior % 98.360618%
Miscellaneous Reporting Group 4 - 15 Year Fixed CPR 0.422573% Subordinate % 3.423129% Subordinate Prepayment % 0.000000% Senior Prepayment % 100.000000% Senior % 96.576871% Group 5 - 30 Year Fixed CPR 16.551192% Subordinate % 3.353540% Subordinate Prepayment % 0.000000% Senior Prepayment % 100.000000% Senior % 96.646460%
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