-----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, HT1CkT2UKeS+tsZGq/QrvMzz38zO/ANpcShA3/yDJ4N1BYNFdrZFkG09py4Tvk1H lTUL/xrwx9pWwTVOTqnPwQ== 0001056404-04-003241.txt : 20041001 0001056404-04-003241.hdr.sgml : 20041001 20041001144102 ACCESSION NUMBER: 0001056404-04-003241 CONFORMED SUBMISSION TYPE: 8-K PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20040925 ITEM INFORMATION: Other Events ITEM INFORMATION: Financial Statements and Exhibits FILED AS OF DATE: 20041001 FILER: COMPANY DATA: COMPANY CONFORMED NAME: AEGIS ASSET BACKED SECURITIES TRUST Mortgage Pass-Through Certificates, Series 2004-4 CENTRAL INDEX KEY: 0001302044 STANDARD INDUSTRIAL CLASSIFICATION: ASSET-BACKED SECURITIES [6189] STATE OF INCORPORATION: DE FILING VALUES: FORM TYPE: 8-K SEC ACT: 1934 Act SEC FILE NUMBER: 333-110187-04 FILM NUMBER: 041058049 MAIL ADDRESS: STREET 1: 1111 WILCREST GREEN STREET 2: STE 250 CITY: HOUSTON STATE: TX ZIP: 77042 8-K 1 aeg04004_sep.txt SEPTEMBER 8-K UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington D. C. 20549 FORM 8-K CURRENT REPORT Pursuant to Section 13 or 15(d) of The Securities Exchange Act of 1934 Date of Report (Date of earliest event reported): September 27, 2004 AEGIS ASSET BACKED SECURITIES TRUST Mortgage Pass-Through Certificates, Series 2004-4 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-110187-04 Pooling and Servicing Agreement) (Commission 54-6636489 (State or other File Number) 54-6636490 jurisdiction 54-6636491 of Incorporation) 54-6636492 IRS EIN c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Road Columbia, MD 21045 (Address of principal executive offices) (Zip Code) Registrant's telephone number, including area code: (410) 884-2000 (Former name or former address, if changed since last report) Check the appropriate box below if the Form 8-K filing is intended to simultaneously satisfy the filing obligation of the registrant under any of the following provisions (see General Instruction A.2. below): [ ] Written communications pursuant to Rule 425 under the Securities Act (17 CFR 230.425) [ ] Soliciting material pursuant to Rule 14a-12 under the Exchange Act (17 CFR 240.14a-12) [ ] Pre-commencement communications pursuant to Rule 14d-2(b) under the Exchange Act(17 CFR 240.14d-2(b)) [ ] Pre-commencement communications pursuant to Rule 13e-4(c) under the Exchange Act(17 CFR 240.13e-4(c)) ITEM 8.01 Other Events On September 27, 2004 a distribution was made to holders of AEGIS ASSET BACKED SECURITIES 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 September 27, 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. AEGIS ASSET BACKED SECURITIES TRUST Mortgage Pass-Through Certificates, Series 2004-4 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: 9/30/2004 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 September 27, 2004 distribution. EX-99.1
AEGIS Asset Backed Securities Trust Mortgage Pass-Through Certificates Record Date: 8/31/2004 Distribution Date: 9/27/2004 AEGIS 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 A1 00764MCQ8 SEN 1.99000% 418,000,000.00 716,289.44 1,297,217.59 A-2A 00764MCR6 SEN 1.99000% 200,000,000.00 342,722.22 808,930.00 A-2B 00764MCS4 SEN 2.18000% 60,660,000.00 113,872.30 0.00 M1 00764MCT2 MEZ 2.23000% 50,320,000.00 96,628.38 0.00 M2 00764MCU9 MEZ 2.78000% 40,750,000.00 97,550.97 0.00 M3 00764MCV7 MEZ 2.98000% 11,230,000.00 28,817.43 0.00 B1 00764MCW5 SUB 3.43000% 8,320,000.00 24,574.04 0.00 B2 00764MCX3 SUB 3.53000% 8,320,000.00 25,290.49 0.00 B3 00764MCY1 SUB 5.13000% 8,320,000.00 36,753.60 0.00 X AEG04004X OC 0.00000% 23,770,651.93 2,472,423.34 0.00 P AEG04004P SEN 0.00000% 100.00 23,799.72 0.00 R1 AEG0404R1 RES 0.00000% 0.00 0.00 0.00 Totals 829,690,751.93 3,978,721.93 2,106,147.59
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses A1 0.00 416,702,782.41 2,013,507.03 0.00 A-2A 0.00 199,191,070.00 1,151,652.22 0.00 A-2B 0.00 60,660,000.00 113,872.30 0.00 M1 0.00 50,320,000.00 96,628.38 0.00 M2 0.00 40,750,000.00 97,550.97 0.00 M3 0.00 11,230,000.00 28,817.43 0.00 B1 0.00 8,320,000.00 24,574.04 0.00 B2 0.00 8,320,000.00 25,290.49 0.00 B3 0.00 8,320,000.00 36,753.60 0.00 X 0.00 25,782,413.31 2,472,423.34 0.00 P 0.00 100.00 23,799.72 0.00 R1 0.00 0.00 0.00 0.00 Totals 0.00 829,596,365.72 6,084,869.52 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) A1 418,000,000.00 418,000,000.00 0.00 1,297,217.59 0.00 0.00 A-2A 200,000,000.00 200,000,000.00 0.00 808,930.00 0.00 0.00 A-2B 60,660,000.00 60,660,000.00 0.00 0.00 0.00 0.00 M1 50,320,000.00 50,320,000.00 0.00 0.00 0.00 0.00 M2 40,750,000.00 40,750,000.00 0.00 0.00 0.00 0.00 M3 11,230,000.00 11,230,000.00 0.00 0.00 0.00 0.00 B1 8,320,000.00 8,320,000.00 0.00 0.00 0.00 0.00 B2 8,320,000.00 8,320,000.00 0.00 0.00 0.00 0.00 B3 8,320,000.00 8,320,000.00 0.00 0.00 0.00 0.00 X 23,770,651.93 23,770,651.93 0.00 0.00 0.00 0.00 P 100.00 100.00 0.00 0.00 0.00 0.00 R1 0.00 0.00 0.00 0.00 0.00 0.00 Totals 829,690,751.93 829,690,751.93 0.00 2,106,147.59 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 A1 1,297,217.59 416,702,782.41 0.99689661 1,297,217.59 A-2A 808,930.00 199,191,070.00 0.99595535 808,930.00 A-2B 0.00 60,660,000.00 1.00000000 0.00 M1 0.00 50,320,000.00 1.00000000 0.00 M2 0.00 40,750,000.00 1.00000000 0.00 M3 0.00 11,230,000.00 1.00000000 0.00 B1 0.00 8,320,000.00 1.00000000 0.00 B2 0.00 8,320,000.00 1.00000000 0.00 B3 0.00 8,320,000.00 1.00000000 0.00 X 0.00 25,782,413.31 1.08463215 0.00 P 0.00 100.00 1.00000000 0.00 R1 0.00 0.00 0.00000000 0.00 Totals 2,106,147.59 829,596,365.72 0.99988624 2,106,147.59
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion A1 418,000,000.00 1000.00000000 0.00000000 3.10339136 0.00000000 A-2A 200,000,000.00 1000.00000000 0.00000000 4.04465000 0.00000000 A-2B 60,660,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M1 50,320,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M2 40,750,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M3 11,230,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B1 8,320,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B2 8,320,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B3 8,320,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 X 23,770,651.93 1000.00000000 0.00000000 0.00000000 0.00000000 P 100.00 1000.00000000 0.00000000 0.00000000 0.00000000 R1 0.00 0.00000000 0.00000000 0.00000000 0.00000000
Principal Distribution Factors Statement (continued) Total Ending Ending Total Realized Principal Certificate Certificate Principal Class Loss (3) Reduction Balance Percentage Distribution A1 0.00000000 3.10339136 996.89660864 0.99689661 3.10339136 A-2A 0.00000000 4.04465000 995.95535000 0.99595535 4.04465000 A-2B 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M1 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M2 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M3 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 B1 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 B2 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 B3 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 X 0.00000000 0.00000000 1,084.63215001 1.08463215 0.00000000 P 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 R1 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 A1 418,000,000.00 1.99000% 418,000,000.00 716,289.44 0.00 0.00 A-2A 200,000,000.00 1.99000% 200,000,000.00 342,722.22 0.00 0.00 A-2B 60,660,000.00 2.18000% 60,660,000.00 113,872.30 0.00 0.00 M1 50,320,000.00 2.23000% 50,320,000.00 96,628.38 0.00 0.00 M2 40,750,000.00 2.78000% 40,750,000.00 97,550.97 0.00 0.00 M3 11,230,000.00 2.98000% 11,230,000.00 28,817.43 0.00 0.00 B1 8,320,000.00 3.43000% 8,320,000.00 24,574.04 0.00 0.00 B2 8,320,000.00 3.53000% 8,320,000.00 25,290.49 0.00 0.00 B3 8,320,000.00 5.13000% 8,320,000.00 36,753.60 0.00 0.00 X 23,770,651.93 0.00000% 23,770,651.93 0.00 0.00 0.00 P 100.00 0.00000% 100.00 0.00 0.00 0.00 R1 0.00 0.00000% 0.00 0.00 0.00 0.00 Totals 829,690,751.93 1,482,498.87 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 A1 0.00 0.00 716,289.44 0.00 416,702,782.41 A-2A 0.00 0.00 342,722.22 0.00 199,191,070.00 A-2B 0.00 0.00 113,872.30 0.00 60,660,000.00 M1 0.00 0.00 96,628.38 0.00 50,320,000.00 M2 0.00 0.00 97,550.97 0.00 40,750,000.00 M3 0.00 0.00 28,817.43 0.00 11,230,000.00 B1 0.00 0.00 24,574.04 0.00 8,320,000.00 B2 0.00 0.00 25,290.49 0.00 8,320,000.00 B3 0.00 0.00 36,753.60 0.00 8,320,000.00 X 0.00 0.00 2,472,423.34 0.00 25,782,413.31 P 0.00 0.00 23,799.72 0.00 100.00 R1 0.00 0.00 0.00 0.00 0.00 Totals 0.00 0.00 3,978,721.93 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 A1 418,000,000.00 1.99000% 1000.00000000 1.71361110 0.00000000 0.00000000 A-2A 200,000,000.00 1.99000% 1000.00000000 1.71361110 0.00000000 0.00000000 A-2B 60,660,000.00 2.18000% 1000.00000000 1.87722222 0.00000000 0.00000000 M1 50,320,000.00 2.23000% 1000.00000000 1.92027782 0.00000000 0.00000000 M2 40,750,000.00 2.78000% 1000.00000000 2.39388883 0.00000000 0.00000000 M3 11,230,000.00 2.98000% 1000.00000000 2.56611131 0.00000000 0.00000000 B1 8,320,000.00 3.43000% 1000.00000000 2.95361058 0.00000000 0.00000000 B2 8,320,000.00 3.53000% 1000.00000000 3.03972236 0.00000000 0.00000000 B3 8,320,000.00 5.13000% 1000.00000000 4.41750000 0.00000000 0.00000000 X 23,770,651.93 0.00000% 1000.00000000 0.00000000 0.00000000 0.00000000 P 100.00 0.00000% 1000.00000000 0.00000000 0.00000000 0.00000000 R1 0.00 0.00000% 0.00000000 0.00000000 0.00000000 0.00000000 (5) Per $1 denomination.
Interest Distribution Factors Statement (continued) Remaining Ending Non-Supported Total Unpaid Certificate/ Interest Realized Interest Interest Notional Class Shortfall Losses (6) Distribution Shortfall Balance A1 0.00000000 0.00000000 1.71361110 0.00000000 996.89660864 A-2A 0.00000000 0.00000000 1.71361110 0.00000000 995.95535000 A-2B 0.00000000 0.00000000 1.87722222 0.00000000 1000.00000000 M1 0.00000000 0.00000000 1.92027782 0.00000000 1000.00000000 M2 0.00000000 0.00000000 2.39388883 0.00000000 1000.00000000 M3 0.00000000 0.00000000 2.56611131 0.00000000 1000.00000000 B1 0.00000000 0.00000000 2.95361058 0.00000000 1000.00000000 B2 0.00000000 0.00000000 3.03972236 0.00000000 1000.00000000 B3 0.00000000 0.00000000 4.41750000 0.00000000 1000.00000000 X 0.00000000 0.00000000 104.01159157 0.00000000 1084.63215001 P 0.00000000 0.00000000 237997.20000000 0.00000000 1000.00000000 R1 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 (6) Amount Does Not Include Excess Special Hazard, Bankruptcy,or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.
CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 6,414,963.58 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 8,238.30 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 23,799.72 Total Deposits 6,447,001.60 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 362,132.08 Payment of Interest and Principal 6,084,869.52 Total Withdrawals (Pool Distribution Amount) 6,447,001.60 Ending Balance 0.00
PREPAYMENT/CURTAILMENT INTEREST SHORTFALL Total Prepayment/Curtailment Interest Shortfall 0.00 Servicing Fee Support 0.00 Non-Supported Prepayment/Curtailment Interest Shortfall 0.00
SERVICING FEES Gross Servicing Fee 346,537.89 Credit Risk Manager Fee 10,396.13 Trustee Fee 5,198.06 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 362,132.08
OTHER ACCOUNTS Beginning Current Current Ending Account Type Balance Withdrawals Deposits Balance Reserve Fund 1,000.00 0.00 0.00 1,000.00 Financial Guaranty 0.00 0.00 0.00 0.00
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 4 0 0 4 340,727.44 0.00 0.00 340,727.44 30 Days 7 0 0 0 7 951,236.36 0.00 0.00 0.00 951,236.36 60 Days 3 0 1 0 4 204,353.08 0.00 142,300.00 0.00 346,653.08 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 10 4 1 0 15 1,155,589.44 340,727.44 142,300.00 0.00 1,638,616.88 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 0.069372% 0.000000% 0.000000% 0.069372% 0.041071% 0.000000% 0.000000% 0.041071% 30 Days 0.121401% 0.000000% 0.000000% 0.000000% 0.121401% 0.114663% 0.000000% 0.000000% 0.000000% 0.114663% 60 Days 0.052029% 0.000000% 0.017343% 0.000000% 0.069372% 0.024633% 0.000000% 0.017153% 0.000000% 0.041786% 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 0.173430% 0.069372% 0.017343% 0.000000% 0.260146% 0.139295% 0.041071% 0.017153% 0.000000% 0.197520%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 8,238.30
COLLATERAL STATEMENT Collateral Description Mixed Fixed & Arm Weighted Average Gross Coupon 7.301145% Weighted Average Net Coupon 6.801145% Weighted Average Pass-Through Rate 6.793645% Weighted Average Maturity(Stepdown Calculation ) 345 Beginning Scheduled Collateral Loan Count 5,774 Number Of Loans Paid In Full 8 Ending Scheduled Collateral Loan Count 5,766 Beginning Scheduled Collateral Balance 829,690,751.93 Ending Scheduled Collateral Balance 829,596,265.72 Ending Actual Collateral Balance at 31-Aug-2004 829,596,265.72 Monthly P &I Constant 5,715,621.58 Special Servicing Fee 0.00 Prepayment Penalties 23,799.72 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Scheduled Principal 655,375.06 Unscheduled Principal 1,439,293.07 Required Overcollateralization Amount 0.00 Overcollateralized Increase Amount 0.00 Overcollateralized reduction Amount 0.00 Specified O/C Amount 25,782,413.31 Overcollateralized Amount 25,782,413.31 Overcollateralized Deficiency Amount 0.00 Base Overcollateralized Amount 0.00 Extra principal distribution Amount 11,479.46 Excess Cash Amount 2,483,902.80
Miscellaneous Reporting Libor Used 1.630000% Net Swap Payment to Swap Counterparty $731,712.34 Net Swap Payment to Supp. Interest Trust 0.00 Swap Termination Pmt to Swap Counterpty 0.00 Swap Termination Pmt to Supp. Int. Trust 0.00
Group Level Collateral Statement Group ARM FIXED Total Collateral Description Mixed ARM Mixed Fixed Mixed Fixed & Arm Weighted Average Coupon Rate 7.534505 6.822598 7.301145 Weighted Average Net Rate 7.034505 6.322598 6.801145 Weighted Average Maturity 345 345 345 Beginning Loan Count 3,623 2,151 5,774 Loans Paid In Full 5 3 8 Ending Loan Count 3,618 2,148 5,766 Beginning Scheduled Balance 559,066,329.52 272,624,604.33 831,690,933.85 Ending scheduled Balance 557,930,036.62 271,666,229.10 829,596,265.72 Record Date 08/31/2004 08/31/2004 08/31/2004 Principal And Interest Constant 3,831,868.22 1,883,753.36 5,715,621.58 Scheduled Principal 321,628.36 333,746.70 655,375.06 Unscheduled Principal 814,664.54 624,628.53 1,439,293.07 Scheduled Interest 3,510,239.86 1,550,006.66 5,060,246.52 Servicing Fees 232,944.30 113,593.59 346,537.89 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 3,494.16 1,703.90 5,198.06 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 3,273,801.40 1,434,709.17 4,708,510.57 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 7.027005 6.315098 6.793645
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