-----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, H81MHRXRQpNAr6XmWMD7giwXqg4yh2gICCCQgL1lUbTLKQRRvr332mprrlWKocbu pMoTNgsUf/X5rLrSZERyzg== 0001056404-04-002941.txt : 20040903 0001056404-04-002941.hdr.sgml : 20040903 20040903133921 ACCESSION NUMBER: 0001056404-04-002941 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: MASTR Alternative Loan Trust 2004-4 CENTRAL INDEX KEY: 0001289095 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: 333-106982-26 FILM NUMBER: 041016213 BUSINESS ADDRESS: STREET 1: 1285 AVE OF THE AMERICAS CITY: NEW YORK STATE: NY ZIP: 10019 BUSINESS PHONE: 2127132000 MAIL ADDRESS: STREET 1: 1285 AVENUE OF THE AMERICAS CITY: NEW YORK STATE: NY ZIP: 10019 8-K 1 mal04004_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 MASTR ALTERNATIVE LOAN TRUST Mortgage Pass-Through Certificates, Series 2004-4 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-106982-26 54-2151956 Pooling and Servicing Agreement) (Commission 54-2151957 (State or other File Number) IRS EIN jurisdiction 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 MASTR ALTERNATIVE LOAN TRUST, Mortgage Pass-Through Certificates, Series 2004-4 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 2004-4 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. MASTR ALTERNATIVE LOAN TRUST Mortgage Pass-Through Certificates, Series 2004-4 Trust (Registrant) By: Wells Fargo Bank, N.A. as Master Servicer By: /s/ Beth Belfield as Assistant Vice President By: Beth Belfield as Assistant Vice President Date: 9/2/04 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2004-4 Trust, relating to the August 25, 2004 distribution. EX-99.1
MASTR Alternative Loan Trust Mortgage Pass-Through Certificates Record Date: 7/31/04 Distribution Date: 8/25/04 MAL Series: 2004-4 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 576434PX6 SEN 5.50000% 60,495,201.71 277,269.70 534,978.48 2-A1 576434PY4 SEN 6.00000% 18,763,924.44 93,714.94 268,401.41 3-A1 576434PZ1 SEN 4.50000% 29,446,095.08 110,299.65 190,996.47 4-A1 576434QA5 SEN 5.00000% 35,416,169.63 147,402.73 469,296.72 5-A1 576434QB3 SEN 5.50000% 42,528,113.83 194,703.04 245,044.22 6-A1 576434QC1 SEN 5.50000% 52,138,567.41 238,701.81 407,401.56 7-A1 576434QD9 SEN 6.00000% 56,374,480.74 281,557.91 976,263.16 8-A1 576434QE7 SEN 6.50000% 25,532,876.99 138,148.77 1,988,887.62 9-A1 576434QF4 SEN 5.50000% 104,968,704.97 481,106.60 1,871,220.87 10-A1 576434QG2 SEN 5.00000% 21,762,678.57 90,677.83 52,678.14 10-A2 576434QH0 SEN 5.00000% 958,454.97 3,993.56 2,320.01 11-A1 576434QJ6 SEN 6.00000% 45,996,780.46 229,983.92 871,580.00 15-PO 576434QK3 PO 0.00000% 1,991,026.86 0.00 16,796.57 30-PO 576434QL1 PO 0.00000% 2,168,861.86 0.00 19,919.21 15-AX-1 576434QM9 IO 5.00000% 0.00 19,787.87 0.00 15-AX-2 576434QN7 IO 5.50000% 0.00 30,551.21 0.00 30-AX-1 576434QP2 IO 6.00000% 0.00 27,067.74 0.00 30-AX-2 576434QQ0 IO 6.50000% 0.00 36,575.04 0.00 B-1 576434QT4 SUB 5.57179% 6,248,925.56 29,014.76 14,258.17 B-2 576434QU1 SUB 5.57179% 2,414,741.38 11,212.03 5,509.72 B-3 576434QV9 SUB 5.57179% 1,278,392.50 5,935.78 2,916.91 B-4 576434QZ0 SUB 5.57179% 1,136,348.89 5,276.25 2,592.81 B-5 576434RA4 SUB 5.57179% 993,311.96 4,612.11 2,266.44 B-6 576434RB2 SUB 5.57179% 568,990.94 2,641.92 1,298.27 B-I-1 576434QW7 SUB 5.57237% 8,474,649.70 39,313.37 17,312.57 B-I-2 576434QX5 SUB 5.57237% 2,586,328.70 11,997.82 5,283.52 B-I-3 576434QY3 SUB 5.57237% 1,866,689.20 8,659.45 3,813.39 B-I-4 576434RC0 SUB 5.57237% 1,149,037.66 5,330.31 2,347.33 B-I-5 576434RD8 SUB 5.57237% 1,437,291.05 6,667.50 2,936.19 B-I-6 576434RE6 SUB 5.57237% 1,005,563.01 4,664.74 2,054.23 A-LR 576434QR8 SEN 5.50000% 0.00 0.00 0.00 A-UR 576434QS6 SEN 5.50000% 0.00 0.00 0.00 Totals 527,702,208.07 2,536,868.36 7,978,373.99
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses 1-A1 0.00 59,960,223.22 812,248.18 0.00 2-A1 0.00 18,495,523.02 362,116.35 0.00 3-A1 0.00 29,255,098.61 301,296.12 0.00 4-A1 0.00 34,946,872.91 616,699.45 0.00 5-A1 0.00 42,283,069.61 439,747.26 0.00 6-A1 0.00 51,731,165.85 646,103.37 0.00 7-A1 0.00 55,398,217.58 1,257,821.07 0.00 8-A1 0.00 23,543,989.37 2,127,036.39 0.00 9-A1 0.00 103,097,484.10 2,352,327.47 0.00 10-A1 0.00 21,710,000.43 143,355.97 0.00 10-A2 0.00 956,134.96 6,313.57 0.00 11-A1 0.00 45,125,200.47 1,101,563.92 0.00 15-PO 0.00 1,974,230.29 16,796.57 0.00 30-PO 0.00 2,148,942.65 19,919.21 0.00 15-AX-1 0.00 0.00 19,787.87 0.00 15-AX-2 0.00 0.00 30,551.21 0.00 30-AX-1 0.00 0.00 27,067.74 0.00 30-AX-2 0.00 0.00 36,575.04 0.00 B-1 0.00 6,234,667.38 43,272.93 0.00 B-2 0.00 2,409,231.67 16,721.75 0.00 B-3 0.00 1,275,475.59 8,852.69 0.00 B-4 0.00 1,133,756.08 7,869.06 0.00 B-5 0.00 991,045.52 6,878.55 0.00 B-6 0.00 567,692.68 3,940.19 0.00 B-I-1 0.00 8,457,337.13 56,625.94 0.00 B-I-2 0.00 2,581,045.18 17,281.34 0.00 B-I-3 0.00 1,862,875.81 12,472.84 0.00 B-I-4 0.00 1,146,690.33 7,677.64 0.00 B-I-5 0.00 1,434,354.85 9,603.69 0.00 B-I-6 0.00 1,003,508.78 6,718.97 0.00 A-LR 0.00 0.00 0.00 0.00 A-UR 0.00 0.00 0.00 0.00 Totals 0.00 519,723,834.07 10,515,242.35 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 63,374,000.00 60,495,201.71 65,075.95 469,902.53 0.00 0.00 2-A1 20,000,000.00 18,763,924.44 18,518.47 249,882.94 0.00 0.00 3-A1 30,434,000.00 29,446,095.08 116,002.22 74,994.25 0.00 0.00 4-A1 37,000,000.00 35,416,169.63 135,021.46 334,275.26 0.00 0.00 5-A1 44,310,000.00 42,528,113.83 155,295.80 89,748.42 0.00 0.00 6-A1 52,834,000.00 52,138,567.41 55,288.17 352,113.39 0.00 0.00 7-A1 60,363,000.00 56,374,480.74 55,126.84 921,136.32 0.00 0.00 8-A1 26,269,000.00 25,532,876.99 22,026.55 1,966,861.08 0.00 0.00 9-A1 121,160,000.00 104,968,704.97 377,141.68 1,494,079.19 0.00 0.00 10-A1 22,706,000.00 21,762,678.57 51,209.96 1,468.18 0.00 0.00 10-A2 1,000,000.00 958,454.97 2,255.35 64.66 0.00 0.00 11-A1 61,723,000.00 45,996,780.46 42,752.86 828,827.14 0.00 0.00 15-PO 2,158,195.30 1,991,026.86 7,771.76 9,024.82 0.00 0.00 30-PO 2,316,433.61 2,168,861.86 2,498.19 17,421.02 0.00 0.00 15-AX-1 0.00 0.00 0.00 0.00 0.00 0.00 15-AX-2 0.00 0.00 0.00 0.00 0.00 0.00 30-AX-1 0.00 0.00 0.00 0.00 0.00 0.00 30-AX-2 0.00 0.00 0.00 0.00 0.00 0.00 B-1 6,291,000.00 6,248,925.56 14,258.17 0.00 0.00 0.00 B-2 2,431,000.00 2,414,741.38 5,509.72 0.00 0.00 0.00 B-3 1,287,000.00 1,278,392.50 2,916.91 0.00 0.00 0.00 B-4 1,144,000.00 1,136,348.89 2,592.81 0.00 0.00 0.00 B-5 1,000,000.00 993,311.96 2,266.44 0.00 0.00 0.00 B-6 572,822.00 568,990.94 1,298.27 0.00 0.00 0.00 B-I-1 8,526,000.00 8,474,649.70 17,312.57 0.00 0.00 0.00 B-I-2 2,602,000.00 2,586,328.70 5,283.52 0.00 0.00 0.00 B-I-3 1,878,000.00 1,866,689.20 3,813.39 0.00 0.00 0.00 B-I-4 1,156,000.00 1,149,037.66 2,347.33 0.00 0.00 0.00 B-I-5 1,446,000.00 1,437,291.05 2,936.19 0.00 0.00 0.00 B-I-6 1,011,656.00 1,005,563.01 2,054.23 0.00 0.00 0.00 A-LR 50.00 0.00 0.00 0.00 0.00 0.00 A-UR 50.00 0.00 0.00 0.00 0.00 0.00 Totals 574,993,206.91 527,702,208.07 1,168,574.81 6,809,799.20 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 534,978.48 59,960,223.22 0.94613285 534,978.48 2-A1 268,401.41 18,495,523.02 0.92477615 268,401.41 3-A1 190,996.47 29,255,098.61 0.96126367 190,996.47 4-A1 469,296.72 34,946,872.91 0.94451008 469,296.72 5-A1 245,044.22 42,283,069.61 0.95425569 245,044.22 6-A1 407,401.56 51,731,165.85 0.97912643 407,401.56 7-A1 976,263.16 55,398,217.58 0.91775123 976,263.16 8-A1 1,988,887.62 23,543,989.37 0.89626516 1,988,887.62 9-A1 1,871,220.87 103,097,484.10 0.85092014 1,871,220.87 10-A1 52,678.14 21,710,000.43 0.95613496 52,678.14 10-A2 2,320.01 956,134.96 0.95613496 2,320.01 11-A1 871,580.00 45,125,200.47 0.73109215 871,580.00 15-PO 16,796.57 1,974,230.29 0.91475979 16,796.57 30-PO 19,919.21 2,148,942.65 0.92769447 19,919.21 15-AX-1 0.00 0.00 0.00000000 0.00 15-AX-2 0.00 0.00 0.00000000 0.00 30-AX-1 0.00 0.00 0.00000000 0.00 30-AX-2 0.00 0.00 0.00000000 0.00 B-1 14,258.17 6,234,667.38 0.99104552 14,258.17 B-2 5,509.72 2,409,231.67 0.99104552 5,509.72 B-3 2,916.91 1,275,475.59 0.99104552 2,916.91 B-4 2,592.81 1,133,756.08 0.99104552 2,592.81 B-5 2,266.44 991,045.52 0.99104552 2,266.44 B-6 1,298.27 567,692.68 0.99104553 1,298.27 B-I-1 17,312.57 8,457,337.13 0.99194665 17,312.57 B-I-2 5,283.52 2,581,045.18 0.99194665 5,283.52 B-I-3 3,813.39 1,862,875.81 0.99194665 3,813.39 B-I-4 2,347.33 1,146,690.33 0.99194665 2,347.33 B-I-5 2,936.19 1,434,354.85 0.99194665 2,936.19 B-I-6 2,054.23 1,003,508.78 0.99194665 2,054.23 A-LR 0.00 0.00 0.00000000 0.00 A-UR 0.00 0.00 0.00000000 0.00 Totals 7,978,373.99 519,723,834.07 0.90387822 7,978,373.99
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion 1-A1 63,374,000.00 954.57445814 1.02685565 7.41475258 0.00000000 2-A1 20,000,000.00 938.19622200 0.92592350 12.49414700 0.00000000 3-A1 30,434,000.00 967.53943221 3.81159953 2.46416015 0.00000000 4-A1 37,000,000.00 957.19377378 3.64922865 9.03446649 0.00000000 5-A1 44,310,000.00 959.78591356 3.50475739 2.02546649 0.00000000 6-A1 52,834,000.00 986.83740413 1.04645058 6.66452266 0.00000000 7-A1 60,363,000.00 933.92443616 0.91325547 15.25994931 0.00000000 8-A1 26,269,000.00 971.97750162 0.83849975 74.87384674 0.00000000 9-A1 121,160,000.00 866.36435267 3.11275735 12.33145584 0.00000000 10-A1 22,706,000.00 958.45497093 2.25534925 0.06466044 0.00000000 10-A2 1,000,000.00 958.45497000 2.25535000 0.06466000 0.00000000 11-A1 61,723,000.00 745.21297507 0.69265687 13.42817329 0.00000000 15-PO 2,158,195.30 922.54248723 3.60104574 4.18165122 0.00000000 30-PO 2,316,433.61 936.29355516 1.07846389 7.52062132 0.00000000 15-AX-1 0.00 0.00000000 0.00000000 0.00000000 0.00000000 15-AX-2 0.00 0.00000000 0.00000000 0.00000000 0.00000000 30-AX-1 0.00 0.00000000 0.00000000 0.00000000 0.00000000 30-AX-2 0.00 0.00000000 0.00000000 0.00000000 0.00000000 B-1 6,291,000.00 993.31196312 2.26643936 0.00000000 0.00000000 B-2 2,431,000.00 993.31196216 2.26644179 0.00000000 0.00000000 B-3 1,287,000.00 993.31196581 2.26644134 0.00000000 0.00000000 B-4 1,144,000.00 993.31196678 2.26644231 0.00000000 0.00000000 B-5 1,000,000.00 993.31196000 2.26644000 0.00000000 0.00000000 B-6 572,822.00 993.31195380 2.26644577 0.00000000 0.00000000 B-I-1 8,526,000.00 993.97721088 2.03056181 0.00000000 0.00000000 B-I-2 2,602,000.00 993.97720984 2.03056111 0.00000000 0.00000000 B-I-3 1,878,000.00 993.97720980 2.03055911 0.00000000 0.00000000 B-I-4 1,156,000.00 993.97721453 2.03056228 0.00000000 0.00000000 B-I-5 1,446,000.00 993.97721300 2.03056017 0.00000000 0.00000000 B-I-6 1,011,656.00 993.97721162 2.03056177 0.00000000 0.00000000 A-LR 50.00 0.00000000 0.00000000 0.00000000 0.00000000 A-UR 50.00 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 8.44160823 946.13284975 0.94613285 8.44160823 2-A1 0.00000000 13.42007050 924.77615100 0.92477615 13.42007050 3-A1 0.00000000 6.27575968 961.26367254 0.96126367 6.27575968 4-A1 0.00000000 12.68369514 944.51007865 0.94451008 12.68369514 5-A1 0.00000000 5.53022388 954.25568969 0.95425569 5.53022388 6-A1 0.00000000 7.71097324 979.12643090 0.97912643 7.71097324 7-A1 0.00000000 16.17320478 917.75123138 0.91775123 16.17320478 8-A1 0.00000000 75.71234611 896.26515551 0.89626516 75.71234611 9-A1 0.00000000 15.44421319 850.92013948 0.85092014 15.44421319 10-A1 0.00000000 2.32000969 956.13496124 0.95613496 2.32000969 10-A2 0.00000000 2.32001000 956.13496000 0.95613496 2.32001000 11-A1 0.00000000 14.12083016 731.09214507 0.73109215 14.12083016 15-PO 0.00000000 7.78269233 914.75979491 0.91475979 7.78269233 30-PO 0.00000000 8.59908521 927.69446995 0.92769447 8.59908521 15-AX-1 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 15-AX-2 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 30-AX-1 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 30-AX-2 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 B-1 0.00000000 2.26643936 991.04552217 0.99104552 2.26643936 B-2 0.00000000 2.26644179 991.04552448 0.99104552 2.26644179 B-3 0.00000000 2.26644134 991.04552448 0.99104552 2.26644134 B-4 0.00000000 2.26644231 991.04552448 0.99104552 2.26644231 B-5 0.00000000 2.26644000 991.04552000 0.99104552 2.26644000 B-6 0.00000000 2.26644577 991.04552549 0.99104553 2.26644577 B-I-1 0.00000000 2.03056181 991.94664907 0.99194665 2.03056181 B-I-2 0.00000000 2.03056111 991.94664873 0.99194665 2.03056111 B-I-3 0.00000000 2.03055911 991.94665069 0.99194665 2.03055911 B-I-4 0.00000000 2.03056228 991.94665225 0.99194665 2.03056228 B-I-5 0.00000000 2.03056017 991.94664592 0.99194665 2.03056017 B-I-6 0.00000000 2.03056177 991.94664985 0.99194665 2.03056177 A-LR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 A-UR 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 63,374,000.00 5.50000% 60,495,201.71 277,269.67 0.00 0.00 2-A1 20,000,000.00 6.00000% 18,763,924.44 93,819.62 0.00 0.00 3-A1 30,434,000.00 4.50000% 29,446,095.08 110,422.86 0.00 0.00 4-A1 37,000,000.00 5.00000% 35,416,169.63 147,567.37 0.00 0.00 5-A1 44,310,000.00 5.50000% 42,528,113.83 194,920.52 0.00 0.00 6-A1 52,834,000.00 5.50000% 52,138,567.41 238,968.43 0.00 0.00 7-A1 60,363,000.00 6.00000% 56,374,480.74 281,872.40 0.00 0.00 8-A1 26,269,000.00 6.50000% 25,532,876.99 138,303.08 0.00 0.00 9-A1 121,160,000.00 5.50000% 104,968,704.97 481,106.56 0.00 0.00 10-A1 22,706,000.00 5.00000% 21,762,678.57 90,677.83 0.00 0.00 10-A2 1,000,000.00 5.00000% 958,454.97 3,993.56 0.00 0.00 11-A1 61,723,000.00 6.00000% 45,996,780.46 229,983.90 0.00 0.00 15-PO 2,158,195.30 0.00000% 1,991,026.86 0.00 0.00 0.00 30-PO 2,316,433.61 0.00000% 2,168,861.86 0.00 0.00 0.00 15-AX-1 0.00 5.00000% 4,754,392.58 19,809.97 0.00 0.00 15-AX-2 0.00 5.50000% 6,665,718.75 30,551.21 0.00 0.00 30-AX-1 0.00 6.00000% 5,417,373.76 27,086.87 0.00 0.00 30-AX-2 0.00 6.50000% 6,752,314.50 36,575.04 0.00 0.00 B-1 6,291,000.00 5.57179% 6,248,925.56 29,014.76 0.00 0.00 B-2 2,431,000.00 5.57179% 2,414,741.38 11,212.03 0.00 0.00 B-3 1,287,000.00 5.57179% 1,278,392.50 5,935.78 0.00 0.00 B-4 1,144,000.00 5.57179% 1,136,348.89 5,276.25 0.00 0.00 B-5 1,000,000.00 5.57179% 993,311.96 4,612.11 0.00 0.00 B-6 572,822.00 5.57179% 568,990.94 2,641.92 0.00 0.00 B-I-1 8,526,000.00 5.57237% 8,474,649.70 39,353.22 0.00 0.00 B-I-2 2,602,000.00 5.57237% 2,586,328.70 12,009.98 0.00 0.00 B-I-3 1,878,000.00 5.57237% 1,866,689.20 8,668.23 0.00 0.00 B-I-4 1,156,000.00 5.57237% 1,149,037.66 5,335.72 0.00 0.00 B-I-5 1,446,000.00 5.57237% 1,437,291.05 6,674.26 0.00 0.00 B-I-6 1,011,656.00 5.57237% 1,005,563.01 4,669.47 0.00 0.00 A-LR 50.00 5.50000% 0.00 0.00 0.00 0.00 A-UR 50.00 5.50000% 0.00 0.00 0.00 0.00 Totals 574,993,206.91 2,538,332.62 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 (0.02) 0.00 277,269.70 0.00 59,960,223.22 2-A1 104.68 0.00 93,714.94 0.00 18,495,523.02 3-A1 123.20 0.00 110,299.65 0.00 29,255,098.61 4-A1 164.65 0.00 147,402.73 0.00 34,946,872.91 5-A1 217.48 0.00 194,703.04 0.00 42,283,069.61 6-A1 266.63 0.00 238,701.81 0.00 51,731,165.85 7-A1 314.49 0.00 281,557.91 0.00 55,398,217.58 8-A1 154.31 0.00 138,148.77 0.00 23,543,989.37 9-A1 (0.04) 0.00 481,106.60 0.00 103,097,484.10 10-A1 (0.01) 0.00 90,677.83 0.00 21,710,000.43 10-A2 0.00 0.00 3,993.56 0.00 956,134.96 11-A1 (0.02) 0.00 229,983.92 0.00 45,125,200.47 15-PO 0.00 0.00 0.00 0.00 1,974,230.29 30-PO 0.00 0.00 0.00 0.00 2,148,942.65 15-AX-1 22.10 0.00 19,787.87 0.00 4,712,863.94 15-AX-2 0.00 0.00 30,551.21 0.00 6,318,294.55 30-AX-1 19.13 0.00 27,067.74 0.00 5,307,387.04 30-AX-2 0.00 0.00 36,575.04 0.00 6,706,630.53 B-1 0.00 0.00 29,014.76 0.00 6,234,667.38 B-2 0.00 0.00 11,212.03 0.00 2,409,231.67 B-3 0.00 0.00 5,935.78 0.00 1,275,475.59 B-4 0.00 0.00 5,276.25 0.00 1,133,756.08 B-5 0.00 0.00 4,612.11 0.00 991,045.52 B-6 0.00 0.00 2,641.92 0.00 567,692.68 B-I-1 39.85 0.00 39,313.37 0.00 8,457,337.13 B-I-2 12.16 0.00 11,997.82 0.00 2,581,045.18 B-I-3 8.78 0.00 8,659.45 0.00 1,862,875.81 B-I-4 5.40 0.00 5,330.31 0.00 1,146,690.33 B-I-5 6.76 0.00 6,667.50 0.00 1,434,354.85 B-I-6 4.73 0.00 4,664.74 0.00 1,003,508.78 A-LR 0.00 0.00 0.00 0.00 0.00 A-UR 0.00 0.00 0.00 0.00 0.00 Totals 1,464.26 0.00 2,536,868.36 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 63,374,000.00 5.50000% 954.57445814 4.37513286 0.00000000 0.00000000 2-A1 20,000,000.00 6.00000% 938.19622200 4.69098100 0.00000000 0.00000000 3-A1 30,434,000.00 4.50000% 967.53943221 3.62827298 0.00000000 0.00000000 4-A1 37,000,000.00 5.00000% 957.19377378 3.98830730 0.00000000 0.00000000 5-A1 44,310,000.00 5.50000% 959.78591356 4.39901873 0.00000000 0.00000000 6-A1 52,834,000.00 5.50000% 986.83740413 4.52300469 0.00000000 0.00000000 7-A1 60,363,000.00 6.00000% 933.92443616 4.66962212 0.00000000 0.00000000 8-A1 26,269,000.00 6.50000% 971.97750162 5.26487799 0.00000000 0.00000000 9-A1 121,160,000.00 5.50000% 866.36435267 3.97083658 0.00000000 0.00000000 10-A1 22,706,000.00 5.00000% 958.45497093 3.99356249 0.00000000 0.00000000 10-A2 1,000,000.00 5.00000% 958.45497000 3.99356000 0.00000000 0.00000000 11-A1 61,723,000.00 6.00000% 745.21297507 3.72606484 0.00000000 0.00000000 15-PO 2,158,195.30 0.00000% 922.54248723 0.00000000 0.00000000 0.00000000 30-PO 2,316,433.61 0.00000% 936.29355516 0.00000000 0.00000000 0.00000000 15-AX-1 0.00 5.00000% 974.49431175 4.06039315 0.00000000 0.00000000 15-AX-2 0.00 5.50000% 891.71138957 4.08701041 0.00000000 0.00000000 30-AX-1 0.00 6.00000% 960.79665173 4.80398347 0.00000000 0.00000000 30-AX-2 0.00 6.50000% 781.96017545 4.23561798 0.00000000 0.00000000 B-1 6,291,000.00 5.57179% 993.31196312 4.61210618 0.00000000 0.00000000 B-2 2,431,000.00 5.57179% 993.31196216 4.61210613 0.00000000 0.00000000 B-3 1,287,000.00 5.57179% 993.31196581 4.61210567 0.00000000 0.00000000 B-4 1,144,000.00 5.57179% 993.31196678 4.61210664 0.00000000 0.00000000 B-5 1,000,000.00 5.57179% 993.31196000 4.61211000 0.00000000 0.00000000 B-6 572,822.00 5.57179% 993.31195380 4.61211336 0.00000000 0.00000000 B-I-1 8,526,000.00 5.57237% 993.97721088 4.61567206 0.00000000 0.00000000 B-I-2 2,602,000.00 5.57237% 993.97720984 4.61567256 0.00000000 0.00000000 B-I-3 1,878,000.00 5.57237% 993.97720980 4.61567093 0.00000000 0.00000000 B-I-4 1,156,000.00 5.57237% 993.97721453 4.61567474 0.00000000 0.00000000 B-I-5 1,446,000.00 5.57237% 993.97721300 4.61567082 0.00000000 0.00000000 B-I-6 1,011,656.00 5.57237% 993.97721162 4.61566975 0.00000000 0.00000000 A-LR 50.00 5.50000% 0.00000000 0.00000000 0.00000000 0.00000000 A-UR 50.00 5.50000% 0.00000000 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 (0.00000032) 0.00000000 4.37513334 0.00000000 946.13284975 2-A1 0.00523400 0.00000000 4.68574700 0.00000000 924.77615100 3-A1 0.00404810 0.00000000 3.62422455 0.00000000 961.26367254 4-A1 0.00445000 0.00000000 3.98385757 0.00000000 944.51007865 5-A1 0.00490815 0.00000000 4.39411058 0.00000000 954.25568969 6-A1 0.00504656 0.00000000 4.51795832 0.00000000 979.12643090 7-A1 0.00520998 0.00000000 4.66441214 0.00000000 917.75123138 8-A1 0.00587422 0.00000000 5.25900377 0.00000000 896.26515551 9-A1 (0.00000033) 0.00000000 3.97083691 0.00000000 850.92013948 10-A1 (0.00000044) 0.00000000 3.99356249 0.00000000 956.13496124 10-A2 0.00000000 0.00000000 3.99356000 0.00000000 956.13496000 11-A1 (0.00000032) 0.00000000 3.72606516 0.00000000 731.09214507 15-PO 0.00000000 0.00000000 0.00000000 0.00000000 914.75979491 30-PO 0.00000000 0.00000000 0.00000000 0.00000000 927.69446995 15-AX-1 0.00452977 0.00000000 4.05586338 0.00000000 965.98230464 15-AX-2 0.00000000 0.00000000 4.08701041 0.00000000 845.23446370 30-AX-1 0.00339280 0.00000000 4.80059068 0.00000000 941.28999094 30-AX-2 0.00000000 0.00000000 4.23561798 0.00000000 776.66968651 B-1 0.00000000 0.00000000 4.61210618 0.00000000 991.04552217 B-2 0.00000000 0.00000000 4.61210613 0.00000000 991.04552448 B-3 0.00000000 0.00000000 4.61210567 0.00000000 991.04552448 B-4 0.00000000 0.00000000 4.61210664 0.00000000 991.04552448 B-5 0.00000000 0.00000000 4.61211000 0.00000000 991.04552000 B-6 0.00000000 0.00000000 4.61211336 0.00000000 991.04552549 B-I-1 0.00467394 0.00000000 4.61099812 0.00000000 991.94664907 B-I-2 0.00467333 0.00000000 4.61099923 0.00000000 991.94664873 B-I-3 0.00467519 0.00000000 4.61099574 0.00000000 991.94665069 B-I-4 0.00467128 0.00000000 4.61099481 0.00000000 991.94665225 B-I-5 0.00467497 0.00000000 4.61099585 0.00000000 991.94664592 B-I-6 0.00467550 0.00000000 4.61099425 0.00000000 991.94664985 A-LR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 A-UR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 (6) Amount Does Not Include Excess Special Hazard, Bankruptcy,or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.
Certificateholder Component Statement Component Beginning Ending Beginning Ending Ending Pass-Through Notional Notional Component Component Component Class Rate Balance Balance Balance Balance Percentage 15-PO-1 0.00000% 0.00 0.00 26,801.11 25,037.79 92.01527941% 15-PO-2 0.00000% 0.00 0.00 273,446.21 272,340.15 94.21090986% 15-PO-3 0.00000% 0.00 0.00 1,690,779.55 1,676,852.35 91.03878411% 30-PO-1 0.00000% 0.00 0.00 423,199.04 420,534.62 95.73289094% 30-PO-2 0.00000% 0.00 0.00 447,128.70 446,196.06 99.30126190% 30-PO-3 0.00000% 0.00 0.00 295,670.98 294,128.51 89.52788708% 30-PO-4 0.00000% 0.00 0.00 104,190.25 94,267.01 88.21510120% 30-PO-5 0.00000% 0.00 0.00 11,027.35 10,998.59 98.97128655% 30-PO-6 0.00000% 0.00 0.00 887,645.55 882,817.85 89.96296063% 15-AX-1-1 5.00000% 2,014,905.45 2,005,910.01 0.00 0.00 97.54715003% 15-AX-1-2 5.00000% 1,385,133.95 1,367,032.77 0.00 0.00 94.38724023% 15-AX-1-3 5.00000% 1,354,353.19 1,339,921.16 0.00 0.00 97.50854785% 30-AX-1-1 6.00000% 1,987,751.73 1,969,362.61 0.00 0.00 94.61086993% 30-AX-1-2 6.00000% 413,865.40 409,426.22 0.00 0.00 92.72715520% 30-AX-1-3 6.00000% 1,301,935.87 1,290,470.74 0.00 0.00 97.25305550% 30-AX-1-4 6.00000% 866,228.94 838,663.24 0.00 0.00 90.27985743% 30-AX-1-5 6.00000% 847,591.81 799,464.23 0.00 0.00 93.01929955% 30-AX-2-10 6.50000% 2,229,382.34 2,224,063.70 0.00 0.00 95.89649563% 30-AX-2-11 6.50000% 4,522,932.16 4,482,566.83 0.00 0.00 70.97296337%
CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 10,584,558.42 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 41,508.21 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 10,626,066.63 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 110,824.28 Payment of Interest and Principal 10,515,242.35 Total Withdrawals (Pool Distribution Amount) 10,626,066.63 Ending Balance 0.00
PREPAYMENT/CURTAILMENT INTEREST SHORTFALL Total Prepayment/Curtailment Interest Shortfall 1,464.26 Servicing Fee Support 0.00 Non-Supported Prepayment/Curtailment Interest Shortfall 1,464.26
SERVICING FEES Gross Servicing Fee 110,759.66 Master Servicing Fee 64.62 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 110,824.28
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 1 260,837.76 0.00 0.00 260,837.76 30 Days 38 0 0 0 38 5,065,408.72 0.00 0.00 0.00 5,065,408.72 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 5 0 0 0 5 900,490.98 0.00 0.00 0.00 900,490.98 120 Days 0 0 1 0 1 0.00 0.00 56,677.09 0.00 56,677.09 150 Days 1 0 0 0 1 84,000.00 0.00 0.00 0.00 84,000.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 44 1 1 0 46 6,049,899.70 260,837.76 56,677.09 0.00 6,367,414.55 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 0.029317% 0.000000% 0.000000% 0.029317% 0.050103% 0.000000% 0.000000% 0.050103% 30 Days 1.114043% 0.000000% 0.000000% 0.000000% 1.114043% 0.972984% 0.000000% 0.000000% 0.000000% 0.972984% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.146585% 0.000000% 0.000000% 0.000000% 0.146585% 0.172970% 0.000000% 0.000000% 0.000000% 0.172970% 120 Days 0.000000% 0.000000% 0.029317% 0.000000% 0.029317% 0.000000% 0.000000% 0.010887% 0.000000% 0.010887% 150 Days 0.029317% 0.000000% 0.000000% 0.000000% 0.029317% 0.016135% 0.000000% 0.000000% 0.000000% 0.016135% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 1.289944% 0.029317% 0.029317% 0.000000% 1.348578% 1.162089% 0.050103% 0.010887% 0.000000% 1.223079%
Delinquency Status By Groups DELINQUENT BANKRUPTCY FORECLOSURE REO Total 8 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 5 0 0 0 5 416,833.34 0.00 0.00 0.00 416,833.34 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 2 0 0 0 2 311,798.82 0.00 0.00 0.00 311,798.82 120 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 7 728,632.16 0.00 0.00 0.00 728,632.16 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 2.192982% 0.000000% 0.000000% 0.000000% 2.192982% 1.650075% 0.000000% 0.000000% 0.000000% 1.650075% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.877193% 0.000000% 0.000000% 0.000000% 0.877193% 1.234286% 0.000000% 0.000000% 0.000000% 1.234286% 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 3.070175% 0.000000% 0.000000% 0.000000% 3.070175% 2.884362% 0.000000% 0.000000% 0.000000% 2.884362% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 9 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 5 0 0 0 5 749,788.08 0.00 0.00 0.00 749,788.08 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 5 0 0 0 5 749,788.08 0.00 0.00 0.00 749,788.08 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.492537% 0.000000% 0.000000% 0.000000% 1.492537% 0.677183% 0.000000% 0.000000% 0.000000% 0.677183% 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 1.492537% 0.000000% 0.000000% 0.000000% 1.492537% 0.677183% 0.000000% 0.000000% 0.000000% 0.677183% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 10 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 11 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 1 260,837.76 0.00 0.00 260,837.76 30 Days 4 0 0 0 4 1,218,397.92 0.00 0.00 0.00 1,218,397.92 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 1 0 0 0 1 429,210.00 0.00 0.00 0.00 429,210.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 5 1 0 0 6 1,647,607.92 260,837.76 0.00 0.00 1,908,445.68 0-29 Days 0.751880% 0.000000% 0.000000% 0.751880% 0.532771% 0.000000% 0.000000% 0.532771% 30 Days 3.007519% 0.000000% 0.000000% 0.000000% 3.007519% 2.488625% 0.000000% 0.000000% 0.000000% 2.488625% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.751880% 0.000000% 0.000000% 0.000000% 0.751880% 0.876678% 0.000000% 0.000000% 0.000000% 0.876678% 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 3.759398% 0.751880% 0.000000% 0.000000% 4.511278% 3.365303% 0.532771% 0.000000% 0.000000% 3.898074% 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 3 0 0 0 3 183,029.09 0.00 0.00 0.00 183,029.09 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 1 0 1 0.00 0.00 56,677.09 0.00 56,677.09 150 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 1 0 4 183,029.09 0.00 56,677.09 0.00 239,706.18 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.563910% 0.000000% 0.000000% 0.000000% 0.563910% 0.288715% 0.000000% 0.000000% 0.000000% 0.288715% 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% 0.187970% 0.000000% 0.187970% 0.000000% 0.000000% 0.089404% 0.000000% 0.089404% 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 0.563910% 0.000000% 0.187970% 0.000000% 0.751880% 0.288715% 0.000000% 0.089404% 0.000000% 0.378118% 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 2 0 0 0 2 275,906.56 0.00 0.00 0.00 275,906.56 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 2 0 0 0 2 275,906.56 0.00 0.00 0.00 275,906.56 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.058201% 0.000000% 0.000000% 0.000000% 1.058201% 1.359201% 0.000000% 0.000000% 0.000000% 1.359201% 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 1.058201% 0.000000% 0.000000% 0.000000% 1.058201% 1.359201% 0.000000% 0.000000% 0.000000% 1.359201% 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 2 0 0 0 2 129,591.29 0.00 0.00 0.00 129,591.29 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 2 0 0 0 2 129,591.29 0.00 0.00 0.00 129,591.29 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.766284% 0.000000% 0.000000% 0.000000% 0.766284% 0.410086% 0.000000% 0.000000% 0.000000% 0.410086% 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 0.766284% 0.000000% 0.000000% 0.000000% 0.766284% 0.410086% 0.000000% 0.000000% 0.000000% 0.410086% 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 1 0 0 0 1 60,808.50 0.00 0.00 0.00 60,808.50 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 1 0 0 0 1 124,597.47 0.00 0.00 0.00 124,597.47 120 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 2 0 0 0 2 185,405.97 0.00 0.00 0.00 185,405.97 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.297619% 0.000000% 0.000000% 0.000000% 0.297619% 0.164923% 0.000000% 0.000000% 0.000000% 0.164923% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.297619% 0.000000% 0.000000% 0.000000% 0.297619% 0.337929% 0.000000% 0.000000% 0.000000% 0.337929% 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 0.595238% 0.000000% 0.000000% 0.000000% 0.595238% 0.502852% 0.000000% 0.000000% 0.000000% 0.502852% 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 5 0 0 0 5 549,442.90 0.00 0.00 0.00 549,442.90 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 1 0 0 0 1 34,884.69 0.00 0.00 0.00 34,884.69 120 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 6 584,327.59 0.00 0.00 0.00 584,327.59 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.082251% 0.000000% 0.000000% 0.000000% 1.082251% 1.226447% 0.000000% 0.000000% 0.000000% 1.226447% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.216450% 0.000000% 0.000000% 0.000000% 0.216450% 0.077868% 0.000000% 0.000000% 0.000000% 0.077868% 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 1.298701% 0.000000% 0.000000% 0.000000% 1.298701% 1.304315% 0.000000% 0.000000% 0.000000% 1.304315% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 6 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 4 0 0 0 4 487,299.67 0.00 0.00 0.00 487,299.67 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 1 0 0 0 1 84,000.00 0.00 0.00 0.00 84,000.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 5 0 0 0 5 571,299.67 0.00 0.00 0.00 571,299.67 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.149425% 0.000000% 0.000000% 0.000000% 1.149425% 0.878679% 0.000000% 0.000000% 0.000000% 0.878679% 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 0.287356% 0.000000% 0.000000% 0.000000% 0.287356% 0.151465% 0.000000% 0.000000% 0.000000% 0.151465% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 1.436782% 0.000000% 0.000000% 0.000000% 1.436782% 1.030144% 0.000000% 0.000000% 0.000000% 1.030144% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 7 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 7 994,311.37 0.00 0.00 0.00 994,311.37 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 7 994,311.37 0.00 0.00 0.00 994,311.37 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.452282% 0.000000% 0.000000% 0.000000% 1.452282% 1.673206% 0.000000% 0.000000% 0.000000% 1.673206% 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 1.452282% 0.000000% 0.000000% 0.000000% 1.452282% 1.673206% 0.000000% 0.000000% 0.000000% 1.673206%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 41,508.21
CREDIT ENHANCEMENT Original $ Original % Current $ Current % Bankruptcy 300,000.00 0.05217453% 0.00 0.00000000% Fraud 17,249,796.00 2.99999996% 0.00 0.00000000% Special Hazard 6,619,001.00 1.15114421% 0.00 0.00000000% Limit of Subordinate's Exposure to Certain Types of Losses
COLLATERAL STATEMENT Collateral Description Mixed Fixed Weighted Average Gross Coupon 6.024210% Weighted Average Pass-Through Rate 5.772194% Weighted Average Maturity(Stepdown Calculation ) 271 Beginning Scheduled Collateral Loan Count 3,449 Number Of Loans Paid In Full 38 Ending Scheduled Collateral Loan Count 3,411 Beginning Scheduled Collateral Balance 527,702,208.96 Ending Scheduled Collateral Balance 519,723,834.97 Ending Actual Collateral Balance at 31-Jul-2004 520,605,523.40 Monthly P &I Constant 3,817,732.17 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 10,245,281.78 Class AP Deferred Amount 0.00 Ending Scheduled Balance for Premium Loans 519,723,834.97 Scheduled Principal 1,168,574.80 Unscheduled Principal 6,809,799.19
Bankruptcy Loss Coverage Amount: Group B L $150,000.00 Bankruptcy Loss Coverage Amount: Group B-I $150,000.00 Fraud Loss Coverage Amount: Group B Loan G $8,578,876.00 Fraud Loss Coverage Amount: Group B-I Loan $8,670,920.00 Special Hazard Loss Coverage Amount: Group $3,728,695.00 Special Hazard Loss Coverage Amount: Group $2,890,306.00
Group Level Collateral Statement Group 1 2 3 Collateral Description Fixed 30 Year Fixed 30 Year Fixed 15 Year Weighted Average Coupon Rate 5.900602 6.370826 5.063937 Weighted Average Net Rate 5.650602 6.120826 4.813936 Weighted Average Maturity 352 352 174 Beginning Loan Count 536 191 262 Loans Paid In Full 4 2 1 Ending Loan Count 532 189 261 Beginning Scheduled Balance 63,880,456.87 20,552,273.75 31,706,822.23 Ending scheduled Balance 63,339,627.62 20,282,107.38 31,505,261.94 Record Date 07/31/2004 07/31/2004 07/31/2004 Principal And Interest Constant 382,888.63 129,395.90 258,715.44 Scheduled Principal 68,777.67 20,283.43 124,914.32 Unscheduled Principal 472,051.58 249,882.94 76,645.97 Scheduled Interest 314,110.96 109,112.47 133,801.12 Servicing Fees 13,308.41 4,281.72 6,605.60 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 0.00 0.00 0.00 FRY Amount 0.00 0.00 0.00 Special Hazard Fee 0.00 0.00 0.00 Other Fee 17.94 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 300,784.61 104,830.75 127,195.52 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 5.650265 6.120826 4.813937
Group Level Collateral Statement Group 4 5 6 Collateral Description Fixed 15 Year Fixed 15 Year Fixed 30 Year Weighted Average Coupon Rate 5.435927 5.867252 5.845877 Weighted Average Net Rate 5.185927 5.617252 5.595877 Weighted Average Maturity 174 174 355 Beginning Loan Count 338 463 350 Loans Paid In Full 2 1 2 Ending Loan Count 336 462 348 Beginning Scheduled Balance 37,248,981.18 44,927,161.78 55,826,698.31 Ending scheduled Balance 36,772,697.01 44,673,249.65 55,414,927.33 Record Date 07/31/2004 07/31/2004 07/31/2004 Principal And Interest Constant 310,744.54 383,747.50 331,239.95 Scheduled Principal 142,008.91 164,081.68 59,276.59 Unscheduled Principal 334,275.26 89,830.45 352,494.39 Scheduled Interest 168,735.63 219,665.82 271,963.36 Servicing Fees 7,760.21 9,359.84 11,630.58 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 0.00 0.00 0.00 FRY Amount 0.00 0.00 0.00 Special Hazard Fee 0.00 0.00 0.00 Other Fee 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 160,975.42 210,305.98 260,332.78 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 5.185927 5.617252 5.595877
Group Level Collateral Statement Group 7 8 9 Collateral Description Fixed 30 Year Fixed 30 Year Fixed 15 Year Weighted Average Coupon Rate 6.307168 6.918079 5.997070 Weighted Average Net Rate 6.057168 6.668079 5.747070 Weighted Average Maturity 355.00 354.00 172.00 Record Date 07/31/2004 07/31/2004 07/31/2004 Principal And Interest Constant 376,299.72 180,561.45 965,508.66 Beginning Loan Count 488 242 339 Loans Paid In Full 6 14 4 Ending Loan Count 482 228 335 Beginning Scheduled Balance 60,362,606.32 27,242,481.81 112,327,853.48 Ending Scheduled Balance 59,381,189.95 25,242,286.00 110,422,339.55 Scheduled Principal 59,035.48 23,506.75 404,143.67 Unscheduled Principal 922,380.89 1,976,689.06 1,501,370.26 Scheduled Interest 317,264.24 157,054.70 561,364.99 Servicing Fee 12,575.55 5,675.51 23,401.65 Master Servicing Fee 0.00 0.00 1.70 Trustee Fee 0.00 0.00 0.00 Fry Amount 0.00 0.00 0.00 Special Hazard Fee 0.00 0.00 0.00 Other Fee 22.95 142.08 323.94 Pool Insurance Fee 0.00 0.00 0.00 Spread 1 0.00 0.00 0.00 Spread 2 0.00 0.00 0.00 Spread 3 0.00 0.00 0.00 Net Interest 304,665.74 151,237.11 537,637.70 Realized Loss Amount 0.00 0.00 0.00 Cumulative Realized Loss 0.00 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 0.0000 Prepayment Penalties 0.00 0.00 0.00 Special Servicing Fee 0.00 0.00 0.00 Pass-Through Rate 6.056712 6.661820 5.743591
Group Level Collateral Statement Group 10 11 Total Collateral Description Fixed 20 Year Fixed 30 Year Mixed Fixed Weighted Average Coupon Rate 5.860684 6.740195 6.024210 Weighted Average Net Rate 5.610683 6.490195 5.774210 Weighted Average Maturity 233.00 351.00 271.00 Record Date 07/31/2004 07/31/2004 07/31/2004 Principal And Interest Constant 172,459.38 326,171.00 3,817,732.17 Beginning Loan Count 105 135 3,449 Loans Paid In Full 0 2 38 Ending Loan Count 105 133 3,411 Beginning Scheduled Balance 23,829,802.56 49,797,070.67 527,702,208.96 Ending Scheduled Balance 23,772,192.79 48,917,955.75 519,723,834.97 Scheduled Principal 56,076.93 46,469.37 1,168,574.80 Unscheduled Principal 1,532.84 832,645.55 6,809,799.19 Scheduled Interest 116,382.45 279,701.63 2,649,157.37 Servicing Fee 4,964.56 10,374.37 109,938.00 Master Servicing Fee 62.92 0.00 64.62 Trustee Fee 0.00 0.00 0.00 Fry Amount 0.00 0.00 0.00 Special Hazard Fee 0.00 0.00 0.00 Other Fee 34.23 280.87 822.01 Pool Insurance Fee 0.00 0.00 0.00 Spread 1 0.00 0.00 0.00 Spread 2 0.00 0.00 0.00 Spread 3 0.00 0.00 0.00 Net Interest 111,320.74 269,046.39 2,538,332.74 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 5.605792 6.483427 5.772194
Miscellaneous Reporting Group 1 Subordinate % 4.667797% Senior Prepayment % 100.000000% Senior % 95.332203% Group 2 Subordinate % 8.701467% Senior Prepayment % 100.000000% Senior % 91.298533% Group 3 Subordinate % 7.051530% Senior Prepayment % 100.000000% Senior % 92.948470%
Miscellaneous Reporting Group 4 Subordinate % 4.920434% Senior Prepayment % 100.000000% Senior % 95.079566% Group 5 Subordinate % 4.760190% Senior Prepayment % 100.000000% Senior % 95.239810% Group 6 Subordinate % 5.852343% Senior Prepayment % 100.000000% Senior % 94.147657%
Miscellaneous Reporting Group 7 Subordinate % 6.147233% Senior Prepayment % 100.000000% Senior % 93.852767% Group 8 Subordinate % 5.915680% Senior Prepayment % 100.000000% Senior % 94.084320% Group 9 Subordinate % 5.123390% Senior Prepayment % 100.000000% Senior % 94.876610%
Miscellaneous Reporting Group 10 Subordinate % 4.608304% Senior Prepayment % 100.000000% Senior % 95.391696% Group 11 Subordinate % 5.955181% Senior Prepayment % 100.000000% Senior % 94.044819%
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