-----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, Kt2nsAqkmrrhLjumKjc4PZ+tVmmHuZ/u4WM0tVwRx0w1Uebj+iq6tgA6N2vmo+fs z8E4czxDLQ+2EmKWDVZLHQ== 0001056404-04-003137.txt : 20040928 0001056404-04-003137.hdr.sgml : 20040928 20040928123628 ACCESSION NUMBER: 0001056404-04-003137 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: 20040928 DATE AS OF CHANGE: 20040928 FILER: COMPANY DATA: COMPANY CONFORMED NAME: BANC OF AMERICA MORT SEC INC MORT PASS THR CERT SER 2003-1 CENTRAL INDEX KEY: 0001216238 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: 333-101500-04 FILM NUMBER: 041049077 BUSINESS ADDRESS: STREET 1: 201 NORTH TRYON ST CITY: CHARLOTTE STATE: NC ZIP: 28255 MAIL ADDRESS: STREET 1: 9062 OLD ANNAPOLIS RD CITY: COLUMBIA STATE: MD ZIP: 21045 8-K 1 bam03001_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 BANC OF AMERICA MORTGAGE SECURITIES, INC. Mortgage Pass-Through Certificates, Series 2003-1 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-101500-04 54-2090860 Pooling and Servicing Agreement) (Commission 54-2090861 (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 September 27, 2004 a distribution was made to holders of BANC OF AMERICA MORTGAGE SECURITIES, INC., Mortgage Pass-Through Certificates, Series 2003-1 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 2003-1 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. BANC OF AMERICA MORTGAGE SECURITIES, INC. Mortgage Pass-Through Certificates, Series 2003-1 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: 9/27/2004 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2003-1 Trust, relating to the September 27, 2004 distribution. EX-99.1
Banc of America Mortgage Securities, Inc. Mortgage Pass-Through Certificates Record Date: 8/31/2004 Distribution Date: 9/27/2004 BAM Series: 2003-1 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-A-1 05948PAA6 SEN 5.75000% 17,774,831.70 85,171.07 948,796.04 1-A-2 05948PAB4 SEN 2.16500% 15,320,259.90 27,640.30 817,774.38 1-A-3 05948PAC2 SEN 6.33500% 0.00 80,878.20 0.00 1-A-4 05948PAD0 SEN 5.00000% 56,174,286.41 234,059.52 2,998,506.06 1-A-5 05948PAE8 SEN 5.75000% 54,280,000.00 260,091.66 0.00 1-A-6 05948PAF5 SEN 5.75000% 13,750,000.00 65,885.41 0.00 1-A-7 05948PAG3 SEN 5.75000% 79,125,000.00 379,140.61 0.00 1-A-8 05948PAH1 SEN 5.75000% 6,000,000.00 28,750.00 0.00 1-A-9 05948PAJ7 SEN 6.00000% 3,000,000.00 15,000.00 0.00 1-A-10 05948PAK4 SEN 5.50000% 3,000,000.00 13,750.00 0.00 1-A-11 05948PAL2 SEN 5.75000% 2,400,000.00 11,500.00 0.00 1-A-12 05948PAM0 SEN 5.75000% 2,400,000.00 11,500.00 0.00 1-A-13 05948PAN8 SEN 6.00000% 2,600,000.00 13,000.00 0.00 1-A-14 05948PAP3 SEN 5.50000% 2,600,000.00 11,916.67 0.00 1-A-15 05948PAQ1 SEN 5.75000% 30,000,000.00 143,749.99 0.00 1-A-16 05948PAR9 SEN 5.75000% 720,000.00 3,450.00 0.00 1-A-17 05948PBN7 SEN 5.75000% 875,000.00 4,192.71 0.00 1-A-R 05948PAS7 SEN 5.75000% 0.00 0.00 0.00 1-A-LR 05948PAT5 SEN 5.75000% 0.00 0.00 0.00 2-A-1 05948PAV0 SEN 5.25000% 9,814,432.82 42,938.15 139,214.30 2-A-2 05948PAW8 SEN 5.25000% 48,063,281.00 210,276.88 933,932.43 2-A-3 05948PAX6 SEN 5.25000% 20,000,000.00 87,500.01 0.00 2-A-4 05948PAY4 SEN 5.00000% 98,768,378.03 411,534.95 1,400,994.96 2-A-5 05948PAZ1 SEN 5.00000% 494,425.20 2,060.11 7,013.25 2-A-6 05948PBA5 SEN 5.25000% 0.00 20,679.75 0.00 2-A-7 05948PBB3 SEN 5.25000% 0.00 3,754.94 0.00 2-A-8 05948PBC1 SEN 4.50000% 6,007,910.13 22,529.67 116,741.55 A-PO 05948PBE7 PO 0.00000% 910,706.39 0.00 2,037.86 1-B-1 05948PBF4 SUB 5.75000% 9,411,945.32 45,098.90 10,554.84 1-B-2 05948PBG2 SUB 5.75000% 4,705,482.51 22,547.10 5,276.87 1-B-3 05948PBH0 SUB 5.75000% 2,352,741.25 11,273.55 2,638.43 1-B-4 05948PBP2 SUB 5.75000% 1,568,494.17 7,515.70 1,758.96 1-B-5 05948PBQ0 SUB 5.75000% 1,176,370.63 5,636.78 1,319.22 1-B-6 05948PBR8 SUB 5.75000% 1,176,988.22 5,639.74 1,319.91 2-B-1 05948PBJ6 SUB 5.25000% 3,249,073.21 14,214.70 14,354.57 2-B-2 05948PBK3 SUB 5.25000% 928,571.41 4,062.50 4,102.47 2-B-3 05948PBL1 SUB 5.25000% 695,965.20 3,044.85 3,074.81 2-B-4 05948PBS6 SUB 5.25000% 232,606.21 1,017.65 1,027.67 2-B-5 05948PBT4 SUB 5.25000% 231,679.49 1,013.60 1,023.57 2-B-6 05948PBU1 SUB 5.25000% 465,032.64 2,034.52 2,054.54 1-A-WIO 05948PAU2 SEN 0.37021% 0.00 76,004.36 0.00 2-A-WIO 05948PBD9 SEN 0.32367% 0.00 48,116.12 0.00 SES 05948PBM9 SEN 0.00000% 0.00 85,754.84 0.00 Totals 500,273,461.84 2,523,925.51 7,413,516.69
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses 1-A-1 0.00 16,826,035.66 1,033,967.11 0.00 1-A-2 0.00 14,502,485.52 845,414.68 0.00 1-A-3 0.00 0.00 80,878.20 0.00 1-A-4 0.00 53,175,780.34 3,232,565.58 0.00 1-A-5 0.00 54,280,000.00 260,091.66 0.00 1-A-6 0.00 13,750,000.00 65,885.41 0.00 1-A-7 0.00 79,125,000.00 379,140.61 0.00 1-A-8 0.00 6,000,000.00 28,750.00 0.00 1-A-9 0.00 3,000,000.00 15,000.00 0.00 1-A-10 0.00 3,000,000.00 13,750.00 0.00 1-A-11 0.00 2,400,000.00 11,500.00 0.00 1-A-12 0.00 2,400,000.00 11,500.00 0.00 1-A-13 0.00 2,600,000.00 13,000.00 0.00 1-A-14 0.00 2,600,000.00 11,916.67 0.00 1-A-15 0.00 30,000,000.00 143,749.99 0.00 1-A-16 0.00 720,000.00 3,450.00 0.00 1-A-17 0.00 875,000.00 4,192.71 0.00 1-A-R 0.00 0.00 0.00 0.00 1-A-LR 0.00 0.00 0.00 0.00 2-A-1 0.00 9,675,218.52 182,152.45 0.00 2-A-2 0.00 47,129,348.57 1,144,209.31 0.00 2-A-3 0.00 20,000,000.00 87,500.01 0.00 2-A-4 0.00 97,367,383.08 1,812,529.91 0.00 2-A-5 0.00 487,411.95 9,073.36 0.00 2-A-6 0.00 0.00 20,679.75 0.00 2-A-7 0.00 0.00 3,754.94 0.00 2-A-8 0.00 5,891,168.57 139,271.22 0.00 A-PO 0.00 908,668.53 2,037.86 0.00 1-B-1 0.00 9,401,390.48 55,653.74 0.00 1-B-2 0.00 4,700,205.64 27,823.97 0.00 1-B-3 0.00 2,350,102.82 13,911.98 0.00 1-B-4 0.00 1,566,735.21 9,274.66 0.00 1-B-5 0.00 1,175,051.41 6,956.00 0.00 1-B-6 0.00 1,175,668.31 6,959.65 0.00 2-B-1 0.00 3,234,718.64 28,569.27 0.00 2-B-2 0.00 924,468.93 8,164.97 0.00 2-B-3 0.00 692,890.39 6,119.66 0.00 2-B-4 0.00 231,578.55 2,045.32 0.00 2-B-5 0.00 230,655.92 2,037.17 0.00 2-B-6 0.00 462,978.10 4,089.06 0.00 1-A-WIO 0.00 0.00 76,004.36 0.00 2-A-WIO 0.00 0.00 48,116.12 0.00 SES 0.00 0.00 85,754.84 0.00 Totals 0.00 492,859,945.14 9,937,442.20 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-A-1 115,000,000.00 17,774,831.70 64,759.31 884,036.74 0.00 0.00 1-A-2 99,119,357.00 15,320,259.90 55,816.53 761,957.85 0.00 0.00 1-A-3 0.00 0.00 0.00 0.00 0.00 0.00 1-A-4 363,437,643.00 56,174,286.41 204,660.61 2,793,845.46 0.00 0.00 1-A-5 54,280,000.00 54,280,000.00 0.00 0.00 0.00 0.00 1-A-6 13,750,000.00 13,750,000.00 0.00 0.00 0.00 0.00 1-A-7 79,125,000.00 79,125,000.00 0.00 0.00 0.00 0.00 1-A-8 6,000,000.00 6,000,000.00 0.00 0.00 0.00 0.00 1-A-9 3,000,000.00 3,000,000.00 0.00 0.00 0.00 0.00 1-A-10 3,000,000.00 3,000,000.00 0.00 0.00 0.00 0.00 1-A-11 2,400,000.00 2,400,000.00 0.00 0.00 0.00 0.00 1-A-12 2,400,000.00 2,400,000.00 0.00 0.00 0.00 0.00 1-A-13 2,600,000.00 2,600,000.00 0.00 0.00 0.00 0.00 1-A-14 2,600,000.00 2,600,000.00 0.00 0.00 0.00 0.00 1-A-15 30,000,000.00 30,000,000.00 0.00 0.00 0.00 0.00 1-A-16 720,000.00 720,000.00 0.00 0.00 0.00 0.00 1-A-17 875,000.00 875,000.00 0.00 0.00 0.00 0.00 1-A-R 50.00 0.00 0.00 0.00 0.00 0.00 1-A-LR 50.00 0.00 0.00 0.00 0.00 0.00 2-A-1 26,500,000.00 9,814,432.82 43,360.64 95,853.66 0.00 0.00 2-A-2 160,000,000.00 48,063,281.00 290,889.00 643,043.43 0.00 0.00 2-A-3 20,000,000.00 20,000,000.00 0.00 0.00 0.00 0.00 2-A-4 266,685,000.00 98,768,378.03 436,363.49 964,631.46 0.00 0.00 2-A-5 1,335,000.00 494,425.20 2,184.39 4,828.85 0.00 0.00 2-A-6 0.00 0.00 0.00 0.00 0.00 0.00 2-A-7 0.00 0.00 0.00 0.00 0.00 0.00 2-A-8 20,000,000.00 6,007,910.13 36,361.12 80,380.43 0.00 0.00 A-PO 1,060,171.00 910,706.39 1,430.35 607.51 0.00 0.00 1-B-1 9,601,000.00 9,411,945.32 10,554.84 0.00 0.00 0.00 1-B-2 4,800,000.00 4,705,482.51 5,276.87 0.00 0.00 0.00 1-B-3 2,400,000.00 2,352,741.25 2,638.43 0.00 0.00 0.00 1-B-4 1,600,000.00 1,568,494.17 1,758.96 0.00 0.00 0.00 1-B-5 1,200,000.00 1,176,370.63 1,319.22 0.00 0.00 0.00 1-B-6 1,200,630.00 1,176,988.22 1,319.91 0.00 0.00 0.00 2-B-1 3,506,000.00 3,249,073.21 14,354.57 0.00 0.00 0.00 2-B-2 1,002,000.00 928,571.41 4,102.47 0.00 0.00 0.00 2-B-3 751,000.00 695,965.20 3,074.81 0.00 0.00 0.00 2-B-4 251,000.00 232,606.21 1,027.67 0.00 0.00 0.00 2-B-5 250,000.00 231,679.49 1,023.57 0.00 0.00 0.00 2-B-6 501,806.00 465,032.64 2,054.54 0.00 0.00 0.00 1-A-WIO 0.00 0.00 0.00 0.00 0.00 0.00 2-A-WIO 0.00 0.00 0.00 0.00 0.00 0.00 SES 0.00 0.00 0.00 0.00 0.00 0.00 Totals 1,300,950,707.00 500,273,461.84 1,184,331.30 6,229,185.39 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-A-1 948,796.04 16,826,035.66 0.14631335 948,796.04 1-A-2 817,774.38 14,502,485.52 0.14631335 817,774.38 1-A-3 0.00 0.00 0.00000000 0.00 1-A-4 2,998,506.06 53,175,780.34 0.14631335 2,998,506.06 1-A-5 0.00 54,280,000.00 1.00000000 0.00 1-A-6 0.00 13,750,000.00 1.00000000 0.00 1-A-7 0.00 79,125,000.00 1.00000000 0.00 1-A-8 0.00 6,000,000.00 1.00000000 0.00 1-A-9 0.00 3,000,000.00 1.00000000 0.00 1-A-10 0.00 3,000,000.00 1.00000000 0.00 1-A-11 0.00 2,400,000.00 1.00000000 0.00 1-A-12 0.00 2,400,000.00 1.00000000 0.00 1-A-13 0.00 2,600,000.00 1.00000000 0.00 1-A-14 0.00 2,600,000.00 1.00000000 0.00 1-A-15 0.00 30,000,000.00 1.00000000 0.00 1-A-16 0.00 720,000.00 1.00000000 0.00 1-A-17 0.00 875,000.00 1.00000000 0.00 1-A-R 0.00 0.00 0.00000000 0.00 1-A-LR 0.00 0.00 0.00000000 0.00 2-A-1 139,214.30 9,675,218.52 0.36510259 139,214.30 2-A-2 933,932.43 47,129,348.57 0.29455843 933,932.43 2-A-3 0.00 20,000,000.00 1.00000000 0.00 2-A-4 1,400,994.96 97,367,383.08 0.36510259 1,400,994.96 2-A-5 7,013.25 487,411.95 0.36510258 7,013.25 2-A-6 0.00 0.00 0.00000000 0.00 2-A-7 0.00 0.00 0.00000000 0.00 2-A-8 116,741.55 5,891,168.57 0.29455843 116,741.55 A-PO 2,037.86 908,668.53 0.85709619 2,037.86 1-B-1 10,554.84 9,401,390.48 0.97920951 10,554.84 1-B-2 5,276.87 4,700,205.64 0.97920951 5,276.87 1-B-3 2,638.43 2,350,102.82 0.97920951 2,638.43 1-B-4 1,758.96 1,566,735.21 0.97920951 1,758.96 1-B-5 1,319.22 1,175,051.41 0.97920951 1,319.22 1-B-6 1,319.91 1,175,668.31 0.97920951 1,319.91 2-B-1 14,354.57 3,234,718.64 0.92262369 14,354.57 2-B-2 4,102.47 924,468.93 0.92262368 4,102.47 2-B-3 3,074.81 692,890.39 0.92262369 3,074.81 2-B-4 1,027.67 231,578.55 0.92262371 1,027.67 2-B-5 1,023.57 230,655.92 0.92262368 1,023.57 2-B-6 2,054.54 462,978.10 0.92262368 2,054.54 1-A-WIO 0.00 0.00 0.00000000 0.00 2-A-WIO 0.00 0.00 0.00000000 0.00 SES 0.00 0.00 0.00000000 0.00 Totals 7,413,516.69 492,859,945.14 0.37884598 7,413,516.69
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion 1-A-1 115,000,000.00 154.56375391 0.56312443 7.68727600 0.00000000 1-A-2 99,119,357.00 154.56375388 0.56312442 7.68727596 0.00000000 1-A-3 0.00 0.00000000 0.00000000 0.00000000 0.00000000 1-A-4 363,437,643.00 154.56375390 0.56312441 7.68727597 0.00000000 1-A-5 54,280,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A-6 13,750,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A-7 79,125,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A-8 6,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A-9 3,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A-10 3,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A-11 2,400,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A-12 2,400,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A-13 2,600,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A-14 2,600,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A-15 30,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A-16 720,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A-17 875,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A-R 50.00 0.00000000 0.00000000 0.00000000 0.00000000 1-A-LR 50.00 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 26,500,000.00 370.35595547 1.63625057 3.61711925 0.00000000 2-A-2 160,000,000.00 300.39550625 1.81805625 4.01902144 0.00000000 2-A-3 20,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 2-A-4 266,685,000.00 370.35595564 1.63625060 3.61711930 0.00000000 2-A-5 1,335,000.00 370.35595506 1.63624719 3.61711610 0.00000000 2-A-6 0.00 0.00000000 0.00000000 0.00000000 0.00000000 2-A-7 0.00 0.00000000 0.00000000 0.00000000 0.00000000 2-A-8 20,000,000.00 300.39550650 1.81805600 4.01902150 0.00000000 A-PO 1,060,171.00 859.01839420 1.34916914 0.57303020 0.00000000 1-B-1 9,601,000.00 980.30885533 1.09934798 0.00000000 0.00000000 1-B-2 4,800,000.00 980.30885625 1.09934792 0.00000000 0.00000000 1-B-3 2,400,000.00 980.30885417 1.09934583 0.00000000 0.00000000 1-B-4 1,600,000.00 980.30885625 1.09935000 0.00000000 0.00000000 1-B-5 1,200,000.00 980.30885833 1.09935000 0.00000000 0.00000000 1-B-6 1,200,630.00 980.30885452 1.09934784 0.00000000 0.00000000 2-B-1 3,506,000.00 926.71797205 4.09428694 0.00000000 0.00000000 2-B-2 1,002,000.00 926.71797405 4.09428144 0.00000000 0.00000000 2-B-3 751,000.00 926.71797603 4.09428762 0.00000000 0.00000000 2-B-4 251,000.00 926.71796813 4.09430279 0.00000000 0.00000000 2-B-5 250,000.00 926.71796000 4.09428000 0.00000000 0.00000000 2-B-6 501,806.00 926.71797468 4.09429142 0.00000000 0.00000000 1-A-WIO 0.00 0.00000000 0.00000000 0.00000000 0.00000000 2-A-WIO 0.00 0.00000000 0.00000000 0.00000000 0.00000000 SES 0.00 0.00000000 0.00000000 0.00000000 0.00000000 (2) All Classes are per $1000.00 Denomination.
Principal Distribution Factors Statement (continued) Total Ending Ending Total Realized Principal Certificate Certificate Principal Class Loss (3) Reduction Balance Percentage Distribution 1-A-1 0.00000000 8.25040035 146.31335357 0.14631335 8.25040035 1-A-2 0.00000000 8.25040037 146.31335351 0.14631335 8.25040037 1-A-3 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1-A-4 0.00000000 8.25040036 146.31335351 0.14631335 8.25040036 1-A-5 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 1-A-6 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 1-A-7 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 1-A-8 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 1-A-9 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 1-A-10 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 1-A-11 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 1-A-12 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 1-A-13 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 1-A-14 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 1-A-15 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 1-A-16 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 1-A-17 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 1-A-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1-A-LR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 0.00000000 5.25336981 365.10258566 0.36510259 5.25336981 2-A-2 0.00000000 5.83707769 294.55842856 0.29455843 5.83707769 2-A-3 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 2-A-4 0.00000000 5.25336993 365.10258575 0.36510259 5.25336993 2-A-5 0.00000000 5.25337079 365.10258427 0.36510258 5.25337079 2-A-6 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2-A-7 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2-A-8 0.00000000 5.83707750 294.55842850 0.29455843 5.83707750 A-PO 0.00000000 1.92219934 857.09619486 0.85709619 1.92219934 1-B-1 0.00000000 1.09934798 979.20950734 0.97920951 1.09934798 1-B-2 0.00000000 1.09934792 979.20950833 0.97920951 1.09934792 1-B-3 0.00000000 1.09934583 979.20950833 0.97920951 1.09934583 1-B-4 0.00000000 1.09935000 979.20950625 0.97920951 1.09935000 1-B-5 0.00000000 1.09935000 979.20950833 0.97920951 1.09935000 1-B-6 0.00000000 1.09934784 979.20950668 0.97920951 1.09934784 2-B-1 0.00000000 4.09428694 922.62368511 0.92262369 4.09428694 2-B-2 0.00000000 4.09428144 922.62368263 0.92262368 4.09428144 2-B-3 0.00000000 4.09428762 922.62368842 0.92262369 4.09428762 2-B-4 0.00000000 4.09430279 922.62370518 0.92262371 4.09430279 2-B-5 0.00000000 4.09428000 922.62368000 0.92262368 4.09428000 2-B-6 0.00000000 4.09429142 922.62368326 0.92262368 4.09429142 1-A-WIO 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2-A-WIO 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 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-A-1 115,000,000.00 5.75000% 17,774,831.70 85,171.07 0.00 0.00 1-A-2 99,119,357.00 2.16500% 15,320,259.90 27,640.30 0.00 0.00 1-A-3 0.00 6.33500% 15,320,259.90 80,878.21 0.00 0.00 1-A-4 363,437,643.00 5.00000% 56,174,286.41 234,059.53 0.00 0.00 1-A-5 54,280,000.00 5.75000% 54,280,000.00 260,091.67 0.00 0.00 1-A-6 13,750,000.00 5.75000% 13,750,000.00 65,885.42 0.00 0.00 1-A-7 79,125,000.00 5.75000% 79,125,000.00 379,140.63 0.00 0.00 1-A-8 6,000,000.00 5.75000% 6,000,000.00 28,750.00 0.00 0.00 1-A-9 3,000,000.00 6.00000% 3,000,000.00 15,000.00 0.00 0.00 1-A-10 3,000,000.00 5.50000% 3,000,000.00 13,750.00 0.00 0.00 1-A-11 2,400,000.00 5.75000% 2,400,000.00 11,500.00 0.00 0.00 1-A-12 2,400,000.00 5.75000% 2,400,000.00 11,500.00 0.00 0.00 1-A-13 2,600,000.00 6.00000% 2,600,000.00 13,000.00 0.00 0.00 1-A-14 2,600,000.00 5.50000% 2,600,000.00 11,916.67 0.00 0.00 1-A-15 30,000,000.00 5.75000% 30,000,000.00 143,750.00 0.00 0.00 1-A-16 720,000.00 5.75000% 720,000.00 3,450.00 0.00 0.00 1-A-17 875,000.00 5.75000% 875,000.00 4,192.71 0.00 0.00 1-A-R 50.00 5.75000% 0.00 0.00 0.00 0.00 1-A-LR 50.00 5.75000% 0.00 0.00 0.00 0.00 2-A-1 26,500,000.00 5.25000% 9,814,432.82 42,938.14 0.00 0.00 2-A-2 160,000,000.00 5.25000% 48,063,281.00 210,276.85 0.00 0.00 2-A-3 20,000,000.00 5.25000% 20,000,000.00 87,500.00 0.00 0.00 2-A-4 266,685,000.00 5.00000% 98,768,378.03 411,534.91 0.00 0.00 2-A-5 1,335,000.00 5.00000% 494,425.20 2,060.11 0.00 0.00 2-A-6 0.00 5.25000% 4,726,800.15 20,679.75 0.00 0.00 2-A-7 0.00 5.25000% 858,272.88 3,754.94 0.00 0.00 2-A-8 20,000,000.00 4.50000% 6,007,910.13 22,529.66 0.00 0.00 A-PO 1,060,171.00 0.00000% 910,706.39 0.00 0.00 0.00 1-B-1 9,601,000.00 5.75000% 9,411,945.32 45,098.90 0.00 0.00 1-B-2 4,800,000.00 5.75000% 4,705,482.51 22,547.10 0.00 0.00 1-B-3 2,400,000.00 5.75000% 2,352,741.25 11,273.55 0.00 0.00 1-B-4 1,600,000.00 5.75000% 1,568,494.17 7,515.70 0.00 0.00 1-B-5 1,200,000.00 5.75000% 1,176,370.63 5,636.78 0.00 0.00 1-B-6 1,200,630.00 5.75000% 1,176,988.22 5,639.74 0.00 0.00 2-B-1 3,506,000.00 5.25000% 3,249,073.21 14,214.70 0.00 0.00 2-B-2 1,002,000.00 5.25000% 928,571.41 4,062.50 0.00 0.00 2-B-3 751,000.00 5.25000% 695,965.20 3,044.85 0.00 0.00 2-B-4 251,000.00 5.25000% 232,606.21 1,017.65 0.00 0.00 2-B-5 250,000.00 5.25000% 231,679.49 1,013.60 0.00 0.00 2-B-6 501,806.00 5.25000% 465,032.64 2,034.52 0.00 0.00 1-A-WIO 0.00 0.37021% 246,358,820.88 76,004.37 0.00 0.00 2-A-WIO 0.00 0.32367% 178,390,598.97 48,116.12 0.00 0.00 SES 0.00 0.00000% 500,273,463.71 0.00 0.00 0.00 Totals 1,300,950,707.00 2,438,170.65 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-A-1 0.00 0.00 85,171.07 0.00 16,826,035.66 1-A-2 0.00 0.00 27,640.30 0.00 14,502,485.52 1-A-3 0.00 0.00 80,878.20 0.00 14,502,485.52 1-A-4 0.01 0.00 234,059.52 0.00 53,175,780.34 1-A-5 0.01 0.00 260,091.66 0.00 54,280,000.00 1-A-6 0.00 0.00 65,885.41 0.00 13,750,000.00 1-A-7 0.01 0.00 379,140.61 0.00 79,125,000.00 1-A-8 0.00 0.00 28,750.00 0.00 6,000,000.00 1-A-9 0.00 0.00 15,000.00 0.00 3,000,000.00 1-A-10 0.00 0.00 13,750.00 0.00 3,000,000.00 1-A-11 0.00 0.00 11,500.00 0.00 2,400,000.00 1-A-12 0.00 0.00 11,500.00 0.00 2,400,000.00 1-A-13 0.00 0.00 13,000.00 0.00 2,600,000.00 1-A-14 0.00 0.00 11,916.67 0.00 2,600,000.00 1-A-15 0.01 0.00 143,749.99 0.00 30,000,000.00 1-A-16 0.00 0.00 3,450.00 0.00 720,000.00 1-A-17 0.00 0.00 4,192.71 0.00 875,000.00 1-A-R 0.00 0.00 0.00 0.00 0.00 1-A-LR 0.00 0.00 0.00 0.00 0.00 2-A-1 0.00 0.00 42,938.15 0.00 9,675,218.52 2-A-2 (0.02) 0.00 210,276.88 0.00 47,129,348.57 2-A-3 (0.01) 0.00 87,500.01 0.00 20,000,000.00 2-A-4 (0.05) 0.00 411,534.95 0.00 97,367,383.08 2-A-5 0.00 0.00 2,060.11 0.00 487,411.95 2-A-6 0.00 0.00 20,679.75 0.00 4,659,752.14 2-A-7 0.00 0.00 3,754.94 0.00 841,595.51 2-A-8 0.00 0.00 22,529.67 0.00 5,891,168.57 A-PO 0.00 0.00 0.00 0.00 908,668.53 1-B-1 0.00 0.00 45,098.90 0.00 9,401,390.48 1-B-2 0.00 0.00 22,547.10 0.00 4,700,205.64 1-B-3 0.00 0.00 11,273.55 0.00 2,350,102.82 1-B-4 0.00 0.00 7,515.70 0.00 1,566,735.21 1-B-5 0.00 0.00 5,636.78 0.00 1,175,051.41 1-B-6 0.00 0.00 5,639.74 0.00 1,175,668.31 2-B-1 0.00 0.00 14,214.70 0.00 3,234,718.64 2-B-2 0.00 0.00 4,062.50 0.00 924,468.93 2-B-3 0.00 0.00 3,044.85 0.00 692,890.39 2-B-4 0.00 0.00 1,017.65 0.00 231,578.55 2-B-5 0.00 0.00 1,013.60 0.00 230,655.92 2-B-6 0.00 0.00 2,034.52 0.00 462,978.10 1-A-WIO 0.00 0.00 76,004.36 0.00 242,520,193.64 2-A-WIO (0.01) 0.00 48,116.12 0.00 175,829,640.47 SES 0.00 0.00 85,754.84 0.00 492,859,947.03 Totals (0.05) 0.00 2,523,925.51 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-A-1 115,000,000.00 5.75000% 154.56375391 0.74061800 0.00000000 0.00000000 1-A-2 99,119,357.00 2.16500% 154.56375388 0.27885875 0.00000000 0.00000000 1-A-3 0.00 6.33500% 154.56375388 0.81596786 0.00000000 0.00000000 1-A-4 363,437,643.00 5.00000% 154.56375390 0.64401565 0.00000000 0.00000000 1-A-5 54,280,000.00 5.75000% 1000.00000000 4.79166673 0.00000000 0.00000000 1-A-6 13,750,000.00 5.75000% 1000.00000000 4.79166691 0.00000000 0.00000000 1-A-7 79,125,000.00 5.75000% 1000.00000000 4.79166673 0.00000000 0.00000000 1-A-8 6,000,000.00 5.75000% 1000.00000000 4.79166667 0.00000000 0.00000000 1-A-9 3,000,000.00 6.00000% 1000.00000000 5.00000000 0.00000000 0.00000000 1-A-10 3,000,000.00 5.50000% 1000.00000000 4.58333333 0.00000000 0.00000000 1-A-11 2,400,000.00 5.75000% 1000.00000000 4.79166667 0.00000000 0.00000000 1-A-12 2,400,000.00 5.75000% 1000.00000000 4.79166667 0.00000000 0.00000000 1-A-13 2,600,000.00 6.00000% 1000.00000000 5.00000000 0.00000000 0.00000000 1-A-14 2,600,000.00 5.50000% 1000.00000000 4.58333462 0.00000000 0.00000000 1-A-15 30,000,000.00 5.75000% 1000.00000000 4.79166667 0.00000000 0.00000000 1-A-16 720,000.00 5.75000% 1000.00000000 4.79166667 0.00000000 0.00000000 1-A-17 875,000.00 5.75000% 1000.00000000 4.79166857 0.00000000 0.00000000 1-A-R 50.00 5.75000% 0.00000000 0.00000000 0.00000000 0.00000000 1-A-LR 50.00 5.75000% 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 26,500,000.00 5.25000% 370.35595547 1.62030717 0.00000000 0.00000000 2-A-2 160,000,000.00 5.25000% 300.39550625 1.31423031 0.00000000 0.00000000 2-A-3 20,000,000.00 5.25000% 1000.00000000 4.37500000 0.00000000 0.00000000 2-A-4 266,685,000.00 5.00000% 370.35595564 1.54314982 0.00000000 0.00000000 2-A-5 1,335,000.00 5.00000% 370.35595506 1.54315356 0.00000000 0.00000000 2-A-6 0.00 5.25000% 370.35595948 1.62030727 0.00000000 0.00000000 2-A-7 0.00 5.25000% 300.39559812 1.31422939 0.00000000 0.00000000 2-A-8 20,000,000.00 4.50000% 300.39550650 1.12648300 0.00000000 0.00000000 A-PO 1,060,171.00 0.00000% 859.01839420 0.00000000 0.00000000 0.00000000 1-B-1 9,601,000.00 5.75000% 980.30885533 4.69731278 0.00000000 0.00000000 1-B-2 4,800,000.00 5.75000% 980.30885625 4.69731250 0.00000000 0.00000000 1-B-3 2,400,000.00 5.75000% 980.30885417 4.69731250 0.00000000 0.00000000 1-B-4 1,600,000.00 5.75000% 980.30885625 4.69731250 0.00000000 0.00000000 1-B-5 1,200,000.00 5.75000% 980.30885833 4.69731667 0.00000000 0.00000000 1-B-6 1,200,630.00 5.75000% 980.30885452 4.69731724 0.00000000 0.00000000 2-B-1 3,506,000.00 5.25000% 926.71797205 4.05439247 0.00000000 0.00000000 2-B-2 1,002,000.00 5.25000% 926.71797405 4.05439122 0.00000000 0.00000000 2-B-3 751,000.00 5.25000% 926.71797603 4.05439414 0.00000000 0.00000000 2-B-4 251,000.00 5.25000% 926.71796813 4.05438247 0.00000000 0.00000000 2-B-5 250,000.00 5.25000% 926.71796000 4.05440000 0.00000000 0.00000000 2-B-6 501,806.00 5.25000% 926.71797468 4.05439552 0.00000000 0.00000000 1-A-WIO 0.00 0.37021% 344.11254831 0.10616246 0.00000000 0.00000000 2-A-WIO 0.00 0.32367% 373.08714939 0.10063034 0.00000000 0.00000000 SES 0.00 0.00000% 384.54451829 0.00000000 0.00000000 0.00000000 (5) All Classes are per $1,000.00 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-A-1 0.00000000 0.00000000 0.74061800 0.00000000 146.31335357 1-A-2 0.00000000 0.00000000 0.27885875 0.00000000 146.31335351 1-A-3 0.00000000 0.00000000 0.81596776 0.00000000 146.31335351 1-A-4 0.00000003 0.00000000 0.64401562 0.00000000 146.31335351 1-A-5 0.00000018 0.00000000 4.79166654 0.00000000 1000.00000000 1-A-6 0.00000000 0.00000000 4.79166618 0.00000000 1000.00000000 1-A-7 0.00000013 0.00000000 4.79166648 0.00000000 1000.00000000 1-A-8 0.00000000 0.00000000 4.79166667 0.00000000 1000.00000000 1-A-9 0.00000000 0.00000000 5.00000000 0.00000000 1000.00000000 1-A-10 0.00000000 0.00000000 4.58333333 0.00000000 1000.00000000 1-A-11 0.00000000 0.00000000 4.79166667 0.00000000 1000.00000000 1-A-12 0.00000000 0.00000000 4.79166667 0.00000000 1000.00000000 1-A-13 0.00000000 0.00000000 5.00000000 0.00000000 1000.00000000 1-A-14 0.00000000 0.00000000 4.58333462 0.00000000 1000.00000000 1-A-15 0.00000033 0.00000000 4.79166633 0.00000000 1000.00000000 1-A-16 0.00000000 0.00000000 4.79166667 0.00000000 1000.00000000 1-A-17 0.00000000 0.00000000 4.79166857 0.00000000 1000.00000000 1-A-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1-A-LR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 0.00000000 0.00000000 1.62030755 0.00000000 365.10258566 2-A-2 (0.00000013) 0.00000000 1.31423050 0.00000000 294.55842856 2-A-3 (0.00000050) 0.00000000 4.37500050 0.00000000 1000.00000000 2-A-4 (0.00000019) 0.00000000 1.54314997 0.00000000 365.10258575 2-A-5 0.00000000 0.00000000 1.54315356 0.00000000 365.10258427 2-A-6 0.00000000 0.00000000 1.62030727 0.00000000 365.10258949 2-A-7 0.00000000 0.00000000 1.31422939 0.00000000 294.55851687 2-A-8 0.00000000 0.00000000 1.12648350 0.00000000 294.55842850 A-PO 0.00000000 0.00000000 0.00000000 0.00000000 857.09619486 1-B-1 0.00000000 0.00000000 4.69731278 0.00000000 979.20950734 1-B-2 0.00000000 0.00000000 4.69731250 0.00000000 979.20950833 1-B-3 0.00000000 0.00000000 4.69731250 0.00000000 979.20950833 1-B-4 0.00000000 0.00000000 4.69731250 0.00000000 979.20950625 1-B-5 0.00000000 0.00000000 4.69731667 0.00000000 979.20950833 1-B-6 0.00000000 0.00000000 4.69731724 0.00000000 979.20950668 2-B-1 0.00000000 0.00000000 4.05439247 0.00000000 922.62368511 2-B-2 0.00000000 0.00000000 4.05439122 0.00000000 922.62368263 2-B-3 0.00000000 0.00000000 4.05439414 0.00000000 922.62368842 2-B-4 0.00000000 0.00000000 4.05438247 0.00000000 922.62370518 2-B-5 0.00000000 0.00000000 4.05440000 0.00000000 922.62368000 2-B-6 0.00000000 0.00000000 4.05439552 0.00000000 922.62368326 1-A-WIO 0.00000000 0.00000000 0.10616244 0.00000000 338.75077641 2-A-WIO (0.00000002) 0.00000000 0.10063034 0.00000000 367.73114570 SES 0.00000000 0.00000000 0.06591706 0.00000000 378.84598057 (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 0.00 812,238.87 810,816.40 87.06585000% A-PO_2 0.00000% 0.00 0.00 98,467.52 97,852.13 75.91144504% SES_1 0.00000% 311,223,639.75 306,434,272.57 0.00 0.00 38.30236900% SES_2 0.00000% 189,049,823.96 186,425,674.46 0.00 0.00 37.21734647%
CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 9,959,120.65 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 9,959,120.65 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 21,678.45 Payment of Interest and Principal 9,937,442.20 Total Withdrawals (Pool Distribution Amount) 9,959,120.65 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 20,844.64 Trustee Fee - Wells Fargo Bank, N.A. 833.81 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 21,678.45
LOAN STATUS STRATIFICATION/CREDIT ENHANCEMENT STATEMENT DELINQUENCY STATUS DELINQUENT BANKRUPTCY FORECLOSURE REO Total No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 1 0 1 0.00 339,745.50 0.00 339,745.50 30 Days 5 0 0 0 5 2,564,513.82 0.00 0.00 0.00 2,564,513.82 60 Days 1 0 0 0 1 330,854.26 0.00 0.00 0.00 330,854.26 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 6 0 1 0 7 2,895,368.08 0.00 339,745.50 0.00 3,235,113.58 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0.000000% 0.090253% 0.000000% 0.090253% 0.000000% 0.068798% 0.000000% 0.068798% 30 Days 0.451264% 0.000000% 0.000000% 0.000000% 0.451264% 0.519310% 0.000000% 0.000000% 0.000000% 0.519310% 60 Days 0.090253% 0.000000% 0.000000% 0.000000% 0.090253% 0.066997% 0.000000% 0.000000% 0.000000% 0.066997% 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 0.541516% 0.000000% 0.090253% 0.000000% 0.631769% 0.586307% 0.000000% 0.068798% 0.000000% 0.655105%
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 1 0 1 0.00 339,745.50 0.00 339,745.50 30 Days 4 0 0 0 4 1,906,221.85 0.00 0.00 0.00 1,906,221.85 60 Days 1 0 0 0 1 330,854.26 0.00 0.00 0.00 330,854.26 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 1 0 6 2,237,076.11 0.00 339,745.50 0.00 2,576,821.61 0-29 Days 0.000000% 0.149701% 0.000000% 0.149701% 0.000000% 0.110768% 0.000000% 0.110768% 30 Days 0.598802% 0.000000% 0.000000% 0.000000% 0.598802% 0.621488% 0.000000% 0.000000% 0.000000% 0.621488% 60 Days 0.149701% 0.000000% 0.000000% 0.000000% 0.149701% 0.107869% 0.000000% 0.000000% 0.000000% 0.107869% 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 0.748503% 0.000000% 0.149701% 0.000000% 0.898204% 0.729357% 0.000000% 0.110768% 0.000000% 0.840125% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 2 - 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 1 0 0 0 1 658,291.97 0.00 0.00 0.00 658,291.97 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 1 0 0 0 1 658,291.97 0.00 0.00 0.00 658,291.97 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.227273% 0.000000% 0.000000% 0.000000% 0.227273% 0.351817% 0.000000% 0.000000% 0.000000% 0.351817% 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 0.227273% 0.000000% 0.000000% 0.000000% 0.227273% 0.351817% 0.000000% 0.000000% 0.000000% 0.351817%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 0.00
COLLATERAL STATEMENT Collateral Description Mixed Fixed Weighted Average Gross Coupon 6.100410% Weighted Average Pass-Through Rate 5.848411% Weighted Average Maturity(Stepdown Calculation ) 337 Beginning Scheduled Collateral Loan Count 1,122 Number Of Loans Paid In Full 14 Ending Scheduled Collateral Loan Count 1,108 Beginning Scheduled Collateral Balance 500,273,463.71 Ending Scheduled Collateral Balance 492,859,947.03 Ending Actual Collateral Balance at 31-Aug-2004 493,831,161.00 Monthly P &I Constant 3,727,559.39 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 9,676,006.17 Class AP Deferred Amount 0.00 Ending Scheduled Balance for Premium Loans 492,859,947.03 Scheduled Principal 1,184,331.29 Unscheduled Principal 6,229,185.39
Miscellaneous Reporting Priority % 25.704990%
Group Level Collateral Statement Group 1 - 30 Year Fixed 2 - 15 Year Fixed Total Collateral Description Mixed Fixed Mixed Fixed Mixed Fixed Weighted Average Coupon Rate 6.280047 5.804685 6.100410 Weighted Average Net Rate 6.030047 5.554685 5.850411 Weighted Average Maturity 337 157 337 Beginning Loan Count 679 443 1,122 Loans Paid In Full 11 3 14 Ending Loan Count 668 440 1,108 Beginning Scheduled Balance 311,223,639.75 189,049,823.96 500,273,463.71 Ending scheduled Balance 306,434,272.57 186,425,674.46 492,859,947.03 Record Date 08/31/2004 08/31/2004 08/31/2004 Principal And Interest Constant 1,977,844.55 1,749,714.84 3,727,559.39 Scheduled Principal 349,095.32 835,235.97 1,184,331.29 Unscheduled Principal 4,440,271.86 1,788,913.53 6,229,185.39 Scheduled Interest 1,628,749.23 914,478.87 2,543,228.10 Servicing Fees 64,838.25 39,385.38 104,223.63 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 518.73 315.08 833.81 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 1,563,392.25 874,778.41 2,438,170.66 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 6.028047 5.552685 5.848411
Miscellaneous Reporting Group 1 - 30 Year Fixed CPR 15.855430% Subordinate % 6.569354% Subordinate Prepayment % 0.000000% Senior Prepayment % 100.000000% Senior % 93.430646% Group 2 - 15 Year Fixed CPR 10.827837% Subordinate % 3.071123% Subordinate Prepayment % 0.000000% Senior Prepayment % 100.000000% Senior % 96.928877%
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