-----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, L8YRSEPC6v8MLNW2/KtB8IKb/COkDIQP1OYRmltot33koWcACKGu2GxjnboGq99I 3+tWfuIQAQQvDDgj6u8xaw== 0001056404-04-003206.txt : 20040930 0001056404-04-003206.hdr.sgml : 20040930 20040930111529 ACCESSION NUMBER: 0001056404-04-003206 CONFORMED SUBMISSION TYPE: 8-K PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20040927 ITEM INFORMATION: Other Events ITEM INFORMATION: Financial Statements and Exhibits FILED AS OF DATE: 20040930 DATE AS OF CHANGE: 20040930 FILER: COMPANY DATA: COMPANY CONFORMED NAME: BANC OF AMERICA MORT SEC INC ALTERNATIVER LOAN TRUST 2003-10 CENTRAL INDEX KEY: 0001271390 STANDARD INDUSTRIAL CLASSIFICATION: ASSET-BACKED SECURITIES [6189] STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 8-K SEC ACT: 1934 Act SEC FILE NUMBER: 333-105940-17 FILM NUMBER: 041054430 BUSINESS ADDRESS: STREET 1: 201 NORTH TRYON ST CITY: CHARLOTTE STATE: NC ZIP: 28255 8-K 1 baa03010_sep.txt SEPTEMBER 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): September 27, 2004 BANC OF AMERICA ALTERNATIVE LOAN TRUST Mortgage Pass-Through Certificates, Series 2003-10 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-105940-17 54-2135813 Pooling and Servicing Agreement) (Commission 54-2135814 (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 ALTERNATIVE LOAN TRUST, Mortgage Pass-Through Certificates, Series 2003-10 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 2003-10 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 ALTERNATIVE LOAN TRUST Mortgage Pass-Through Certificates, Series 2003-10 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: 9/29/2004 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2003-10 Trust, relating to the September 27, 2004 distribution. EX-99.1
Banc of America Alternative Loan Trust Mortgage Pass-Through Certificates Record Date: 8/31/2004 Distribution Date: 9/27/2004 BAA Series: 2003-10 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 05948KGY9 SEN 5.50000% 58,164,746.69 266,588.45 743,998.45 1-A-R 05948KGZ6 SEN 5.50000% 0.00 0.00 0.00 1-A-LR 05948KHA0 SEN 5.50000% 0.00 0.00 0.00 2-A-1 05948KHB8 SEN 6.00000% 31,514,105.51 157,570.54 881,572.94 2-A-2 05948KHC6 SEN 2.06500% 56,233,153.40 96,767.89 1,710,485.10 2-A-3 05948KHD4 SEN 15.44400% 23,430,481.74 301,550.33 712,702.16 2-A-4 05948KHE2 SEN 6.00000% 5,904,165.23 29,520.83 (29,520.83) 3-A-1 05948KHF9 SEN 5.50000% 75,472,073.17 345,913.70 1,431,917.11 CB-IO 05948KHG7 IO 0.40628% 0.00 58,921.25 0.00 4-A-1 05948KHH5 SEN 5.50000% 21,448,005.88 98,303.37 30,137.03 4-A-2 05948KHJ1 SEN 5.50000% 2,341,000.00 10,729.58 0.00 4-A-3 05948KHK8 SEN 5.50000% 2,341,000.00 10,729.58 0.00 4-IO 05948KHL6 IO 0.52035% 0.00 9,077.43 0.00 5-A-1 05948KHM4 SEN 4.50000% 65,730,744.58 246,490.26 546,388.25 5-A-2 05948KHN2 SEN 4.50000% 1,211,359.59 4,542.60 10,069.45 6-A-1 05948KHP7 SEN 5.25000% 1,485,689.15 6,499.89 33,084.84 6-A-2 05948KHQ5 SEN 5.50000% 40,598,812.55 186,077.87 904,095.69 6-A-3 05948KHR3 SEN 5.00000% 40,598,812.55 169,161.70 904,095.69 15-IO 05948KHS1 IO 0.38605% 0.00 32,477.91 0.00 PO 05948KHT9 PO 0.00000% 5,083,612.48 0.00 48,801.87 15-B-1 05948KHX0 SUB 4.91835% 1,883,301.46 7,718.95 7,952.48 15-B-2 05948KHY8 SUB 4.91835% 573,765.68 2,351.65 2,422.80 15-B-3 05948KHZ5 SUB 4.91835% 572,801.37 2,347.70 2,418.73 15-B-4 05948KJE0 SUB 4.91835% 245,899.58 1,007.85 1,038.34 15-B-5 05948KJF7 SUB 4.91835% 163,933.05 671.90 692.23 15-B-6 05948KJG5 SUB 4.91835% 245,831.13 1,007.57 1,038.05 30-B-1 05948KHU6 SUB 5.71032% 7,675,418.62 36,524.22 8,460.19 30-B-2 05948KHV4 SUB 5.71032% 3,337,009.34 15,879.48 3,678.20 30-B-3 05948KHW2 SUB 5.71032% 1,668,999.92 7,942.10 1,839.65 30-B-4 05948KJB6 SUB 5.71032% 1,668,009.42 7,937.38 1,838.55 30-B-5 05948KJC4 SUB 5.71032% 1,167,804.69 5,557.11 1,287.21 30-B-6 05948KJD2 SUB 5.71032% 1,335,221.79 6,353.78 1,471.73 SES 05948KJA8 SEN 0.00000% 0.00 80,856.01 0.00 Totals 452,095,758.57 2,207,078.88 7,961,965.91
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses 1-A-1 0.00 57,420,748.24 1,010,586.90 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 30,632,532.57 1,039,143.48 0.00 2-A-2 0.00 54,522,668.29 1,807,252.99 0.00 2-A-3 0.00 22,717,779.58 1,014,252.49 0.00 2-A-4 0.00 5,933,686.06 0.00 0.00 3-A-1 0.00 74,040,156.06 1,777,830.81 0.00 CB-IO 0.00 0.00 58,921.25 0.00 4-A-1 0.00 21,417,868.85 128,440.40 0.00 4-A-2 0.00 2,341,000.00 10,729.58 0.00 4-A-3 0.00 2,341,000.00 10,729.58 0.00 4-IO 0.00 0.00 9,077.43 0.00 5-A-1 0.00 65,184,356.33 792,878.51 0.00 5-A-2 0.00 1,201,290.14 14,612.05 0.00 6-A-1 0.00 1,452,604.31 39,584.73 0.00 6-A-2 0.00 39,694,716.87 1,090,173.56 0.00 6-A-3 0.00 39,694,716.87 1,073,257.39 0.00 15-IO 0.00 0.00 32,477.91 0.00 PO 0.00 5,034,810.61 48,801.87 0.00 15-B-1 0.00 1,875,348.98 15,671.43 0.00 15-B-2 0.00 571,342.88 4,774.45 0.00 15-B-3 0.00 570,382.64 4,766.43 0.00 15-B-4 0.00 244,861.23 2,046.19 0.00 15-B-5 0.00 163,240.82 1,364.13 0.00 15-B-6 0.00 244,793.08 2,045.62 0.00 30-B-1 0.00 7,666,958.44 44,984.41 0.00 30-B-2 0.00 3,333,331.14 19,557.68 0.00 30-B-3 0.00 1,667,160.27 9,781.75 0.00 30-B-4 0.00 1,666,170.86 9,775.93 0.00 30-B-5 0.00 1,166,517.49 6,844.32 0.00 30-B-6 0.00 1,333,750.07 7,825.51 0.00 SES 0.00 0.00 80,856.01 0.00 Totals 0.00 444,133,792.68 10,169,044.79 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 61,876,000.00 58,164,746.69 72,114.24 671,884.21 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 36,000,000.00 31,514,105.51 32,800.37 848,772.57 0.00 0.00 2-A-2 65,013,882.00 56,233,153.40 63,641.40 1,646,843.70 0.00 0.00 2-A-3 27,089,118.00 23,430,481.74 26,517.25 686,184.91 0.00 0.00 2-A-4 5,645,000.00 5,904,165.23 0.00 0.00 (29,520.83) 0.00 3-A-1 86,988,000.00 75,472,073.17 83,870.66 1,348,046.44 0.00 0.00 CB-IO 0.00 0.00 0.00 0.00 0.00 0.00 4-A-1 28,208,000.00 21,448,005.88 27,790.06 2,346.97 0.00 0.00 4-A-2 2,341,000.00 2,341,000.00 0.00 0.00 0.00 0.00 4-A-3 2,341,000.00 2,341,000.00 0.00 0.00 0.00 0.00 4-IO 0.00 0.00 0.00 0.00 0.00 0.00 5-A-1 71,463,000.00 65,730,744.58 289,729.67 256,658.59 0.00 0.00 5-A-2 1,317,000.00 1,211,359.59 5,339.46 4,729.99 0.00 0.00 6-A-1 1,655,000.00 1,485,689.15 6,055.39 27,029.45 0.00 0.00 6-A-2 45,225,500.00 40,598,812.55 165,473.03 738,622.66 0.00 0.00 6-A-3 45,225,500.00 40,598,812.55 165,473.03 738,622.66 0.00 0.00 15-IO 0.00 0.00 0.00 0.00 0.00 0.00 PO 5,471,808.00 5,083,612.48 9,998.36 38,803.51 0.00 0.00 15-B-1 1,953,000.00 1,883,301.46 7,952.48 0.00 0.00 0.00 15-B-2 595,000.00 573,765.68 2,422.80 0.00 0.00 0.00 15-B-3 594,000.00 572,801.37 2,418.73 0.00 0.00 0.00 15-B-4 255,000.00 245,899.58 1,038.34 0.00 0.00 0.00 15-B-5 170,000.00 163,933.05 692.23 0.00 0.00 0.00 15-B-6 254,929.00 245,831.13 1,038.05 0.00 0.00 0.00 30-B-1 7,749,000.00 7,675,418.62 8,460.19 0.00 0.00 0.00 30-B-2 3,369,000.00 3,337,009.34 3,678.20 0.00 0.00 0.00 30-B-3 1,685,000.00 1,668,999.92 1,839.65 0.00 0.00 0.00 30-B-4 1,684,000.00 1,668,009.42 1,838.55 0.00 0.00 0.00 30-B-5 1,179,000.00 1,167,804.69 1,287.21 0.00 0.00 0.00 30-B-6 1,348,022.00 1,335,221.79 1,471.73 0.00 0.00 0.00 SES 0.00 0.00 0.00 0.00 0.00 0.00 Totals 506,695,859.00 452,095,758.57 982,941.08 7,008,545.66 (29,520.83) 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-1 743,998.45 57,420,748.24 0.92799709 743,998.45 1-A-R 0.00 0.00 0.00000000 0.00 1-A-LR 0.00 0.00 0.00000000 0.00 2-A-1 881,572.94 30,632,532.57 0.85090368 881,572.94 2-A-2 1,710,485.10 54,522,668.29 0.83863118 1,710,485.10 2-A-3 712,702.16 22,717,779.58 0.83863120 712,702.16 2-A-4 (29,520.83) 5,933,686.06 1.05114013 (29,520.83) 3-A-1 1,431,917.11 74,040,156.06 0.85115368 1,431,917.11 CB-IO 0.00 0.00 0.00000000 0.00 4-A-1 30,137.03 21,417,868.85 0.75928350 30,137.03 4-A-2 0.00 2,341,000.00 1.00000000 0.00 4-A-3 0.00 2,341,000.00 1.00000000 0.00 4-IO 0.00 0.00 0.00000000 0.00 5-A-1 546,388.25 65,184,356.33 0.91214134 546,388.25 5-A-2 10,069.45 1,201,290.14 0.91214134 10,069.45 6-A-1 33,084.84 1,452,604.31 0.87770653 33,084.84 6-A-2 904,095.69 39,694,716.87 0.87770653 904,095.69 6-A-3 904,095.69 39,694,716.87 0.87770653 904,095.69 15-IO 0.00 0.00 0.00000000 0.00 PO 48,801.87 5,034,810.61 0.92013656 48,801.87 15-B-1 7,952.48 1,875,348.98 0.96024013 7,952.48 15-B-2 2,422.80 571,342.88 0.96024013 2,422.80 15-B-3 2,418.73 570,382.64 0.96024013 2,418.73 15-B-4 1,038.34 244,861.23 0.96024012 1,038.34 15-B-5 692.23 163,240.82 0.96024012 692.23 15-B-6 1,038.05 244,793.08 0.96024022 1,038.05 30-B-1 8,460.19 7,666,958.44 0.98941263 8,460.19 30-B-2 3,678.20 3,333,331.14 0.98941263 3,678.20 30-B-3 1,839.65 1,667,160.27 0.98941262 1,839.65 30-B-4 1,838.55 1,666,170.86 0.98941262 1,838.55 30-B-5 1,287.21 1,166,517.49 0.98941263 1,287.21 30-B-6 1,471.73 1,333,750.07 0.98941269 1,471.73 SES 0.00 0.00 0.00000000 0.00 Totals 7,961,965.91 444,133,792.68 0.87652935 7,961,965.91
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion 1-A-1 61,876,000.00 940.02111788 1.16546383 10.85855922 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 36,000,000.00 875.39181972 0.91112139 23.57701583 0.00000000 2-A-2 65,013,882.00 864.94071220 0.97888940 25.33064708 0.00000000 2-A-3 27,089,118.00 864.94073893 0.97888938 25.33064790 0.00000000 2-A-4 5,645,000.00 1045.91058105 0.00000000 0.00000000 (5.22955359) 3-A-1 86,988,000.00 867.61476491 0.96416356 15.49692417 0.00000000 CB-IO 0.00 0.00000000 0.00000000 0.00000000 0.00000000 4-A-1 28,208,000.00 760.35188174 0.98518364 0.08320228 0.00000000 4-A-2 2,341,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 4-A-3 2,341,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 4-IO 0.00 0.00000000 0.00000000 0.00000000 0.00000000 5-A-1 71,463,000.00 919.78708674 4.05426123 3.59148916 0.00000000 5-A-2 1,317,000.00 919.78708428 4.05425968 3.59148823 0.00000000 6-A-1 1,655,000.00 897.69737160 3.65884592 16.33199396 0.00000000 6-A-2 45,225,500.00 897.69737316 3.65884357 16.33199545 0.00000000 6-A-3 45,225,500.00 897.69737316 3.65884357 16.33199545 0.00000000 15-IO 0.00 0.00000000 0.00000000 0.00000000 0.00000000 PO 5,471,808.00 929.05534697 1.82724979 7.09153355 0.00000000 15-B-1 1,953,000.00 964.31206349 4.07193036 0.00000000 0.00000000 15-B-2 595,000.00 964.31206723 4.07193277 0.00000000 0.00000000 15-B-3 594,000.00 964.31207071 4.07193603 0.00000000 0.00000000 15-B-4 255,000.00 964.31207843 4.07192157 0.00000000 0.00000000 15-B-5 170,000.00 964.31205882 4.07194118 0.00000000 0.00000000 15-B-6 254,929.00 964.31214181 4.07191806 0.00000000 0.00000000 30-B-1 7,749,000.00 990.50440315 1.09177829 0.00000000 0.00000000 30-B-2 3,369,000.00 990.50440487 1.09177798 0.00000000 0.00000000 30-B-3 1,685,000.00 990.50440356 1.09178042 0.00000000 0.00000000 30-B-4 1,684,000.00 990.50440618 1.09177553 0.00000000 0.00000000 30-B-5 1,179,000.00 990.50440204 1.09178117 0.00000000 0.00000000 30-B-6 1,348,022.00 990.50445022 1.09177002 0.00000000 0.00000000 SES 0.00 0.00000000 0.00000000 0.00000000 0.00000000 (2) All Classes are per $1,000 denomination.
Principal Distribution Factors Statement (continued) Total Ending Ending Total Realized Principal Certificate Certificate Principal Class Loss (3) Reduction Balance Percentage Distribution 1-A-1 0.00000000 12.02402305 927.99709483 0.92799709 12.02402305 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 24.48813722 850.90368250 0.85090368 24.48813722 2-A-2 0.00000000 26.30953648 838.63117557 0.83863118 26.30953648 2-A-3 0.00000000 26.30953728 838.63120165 0.83863120 26.30953728 2-A-4 0.00000000 (5.22955359) 1,051.14013463 1.05114013 (5.22955359) 3-A-1 0.00000000 16.46108785 851.15367706 0.85115368 16.46108785 CB-IO 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 4-A-1 0.00000000 1.06838592 759.28349582 0.75928350 1.06838592 4-A-2 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 4-A-3 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 4-IO 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 5-A-1 0.00000000 7.64575025 912.14133650 0.91214134 7.64575025 5-A-2 0.00000000 7.64574791 912.14133637 0.91214134 7.64574791 6-A-1 0.00000000 19.99083988 877.70653172 0.87770653 19.99083988 6-A-2 0.00000000 19.99083902 877.70653437 0.87770653 19.99083902 6-A-3 0.00000000 19.99083902 877.70653437 0.87770653 19.99083902 15-IO 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 PO 0.00000000 8.91878333 920.13656364 0.92013656 8.91878333 15-B-1 0.00000000 4.07193036 960.24013313 0.96024013 4.07193036 15-B-2 0.00000000 4.07193277 960.24013445 0.96024013 4.07193277 15-B-3 0.00000000 4.07193603 960.24013468 0.96024013 4.07193603 15-B-4 0.00000000 4.07192157 960.24011765 0.96024012 4.07192157 15-B-5 0.00000000 4.07194118 960.24011765 0.96024012 4.07194118 15-B-6 0.00000000 4.07191806 960.24022375 0.96024022 4.07191806 30-B-1 0.00000000 1.09177829 989.41262615 0.98941263 1.09177829 30-B-2 0.00000000 1.09177798 989.41262689 0.98941263 1.09177798 30-B-3 0.00000000 1.09178042 989.41262315 0.98941262 1.09178042 30-B-4 0.00000000 1.09177553 989.41262470 0.98941262 1.09177553 30-B-5 0.00000000 1.09178117 989.41262935 0.98941263 1.09178117 30-B-6 0.00000000 1.09177002 989.41268763 0.98941269 1.09177002 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 61,876,000.00 5.50000% 58,164,746.69 266,588.42 0.00 0.00 1-A-R 50.00 5.50000% 0.00 0.00 0.00 0.00 1-A-LR 50.00 5.50000% 0.00 0.00 0.00 0.00 2-A-1 36,000,000.00 6.00000% 31,514,105.51 157,570.53 0.00 0.00 2-A-2 65,013,882.00 2.06500% 56,233,153.40 96,767.88 0.00 0.00 2-A-3 27,089,118.00 15.44400% 23,430,481.74 301,550.30 0.00 0.00 2-A-4 5,645,000.00 6.00000% 5,904,165.23 29,520.83 0.00 0.00 3-A-1 86,988,000.00 5.50000% 75,472,073.17 345,913.67 0.00 0.00 CB-IO 0.00 0.40628% 174,032,065.03 58,921.24 0.00 0.00 4-A-1 28,208,000.00 5.50000% 21,448,005.88 98,303.36 0.00 0.00 4-A-2 2,341,000.00 5.50000% 2,341,000.00 10,729.58 0.00 0.00 4-A-3 2,341,000.00 5.50000% 2,341,000.00 10,729.58 0.00 0.00 4-IO 0.00 0.52035% 20,933,643.10 9,077.43 0.00 0.00 5-A-1 71,463,000.00 4.50000% 65,730,744.58 246,490.29 0.00 0.00 5-A-2 1,317,000.00 4.50000% 1,211,359.59 4,542.60 0.00 0.00 6-A-1 1,655,000.00 5.25000% 1,485,689.15 6,499.89 0.00 0.00 6-A-2 45,225,500.00 5.50000% 40,598,812.55 186,077.89 0.00 0.00 6-A-3 45,225,500.00 5.00000% 40,598,812.55 169,161.72 0.00 0.00 15-IO 0.00 0.38605% 100,953,388.45 32,477.91 0.00 0.00 PO 5,471,808.00 0.00000% 5,083,612.48 0.00 0.00 0.00 15-B-1 1,953,000.00 4.91835% 1,883,301.46 7,718.95 0.00 0.00 15-B-2 595,000.00 4.91835% 573,765.68 2,351.65 0.00 0.00 15-B-3 594,000.00 4.91835% 572,801.37 2,347.70 0.00 0.00 15-B-4 255,000.00 4.91835% 245,899.58 1,007.85 0.00 0.00 15-B-5 170,000.00 4.91835% 163,933.05 671.90 0.00 0.00 15-B-6 254,929.00 4.91835% 245,831.13 1,007.57 0.00 0.00 30-B-1 7,749,000.00 5.71032% 7,675,418.62 36,524.22 0.00 0.00 30-B-2 3,369,000.00 5.71032% 3,337,009.34 15,879.48 0.00 0.00 30-B-3 1,685,000.00 5.71032% 1,668,999.92 7,942.10 0.00 0.00 30-B-4 1,684,000.00 5.71032% 1,668,009.42 7,937.38 0.00 0.00 30-B-5 1,179,000.00 5.71032% 1,167,804.69 5,557.11 0.00 0.00 30-B-6 1,348,022.00 5.71032% 1,335,221.79 6,353.78 0.00 0.00 SES 0.00 0.00000% 452,095,758.87 0.00 0.00 0.00 Totals 506,695,859.00 2,126,222.81 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 (0.03) 0.00 266,588.45 0.00 57,420,748.24 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 (0.02) 0.00 157,570.54 0.00 30,632,532.57 2-A-2 (0.01) 0.00 96,767.89 0.00 54,522,668.29 2-A-3 (0.03) 0.00 301,550.33 0.00 22,717,779.58 2-A-4 0.00 0.00 29,520.83 0.00 5,933,686.06 3-A-1 (0.03) 0.00 345,913.70 0.00 74,040,156.06 CB-IO (0.01) 0.00 58,921.25 0.00 170,216,070.01 4-A-1 (0.01) 0.00 98,303.37 0.00 21,417,868.85 4-A-2 0.00 0.00 10,729.58 0.00 2,341,000.00 4-A-3 0.00 0.00 10,729.58 0.00 2,341,000.00 4-IO 0.00 0.00 9,077.43 0.00 20,909,704.06 5-A-1 0.03 0.00 246,490.26 0.00 65,184,356.33 5-A-2 0.00 0.00 4,542.60 0.00 1,201,290.14 6-A-1 0.00 0.00 6,499.89 0.00 1,452,604.31 6-A-2 0.02 0.00 186,077.87 0.00 39,694,716.87 6-A-3 0.02 0.00 169,161.70 0.00 39,694,716.87 15-IO 0.00 0.00 32,477.91 0.00 98,983,943.00 PO 0.00 0.00 0.00 0.00 5,034,810.61 15-B-1 0.00 0.00 7,718.95 0.00 1,875,348.98 15-B-2 0.00 0.00 2,351.65 0.00 571,342.88 15-B-3 0.00 0.00 2,347.70 0.00 570,382.64 15-B-4 0.00 0.00 1,007.85 0.00 244,861.23 15-B-5 0.00 0.00 671.90 0.00 163,240.82 15-B-6 0.00 0.00 1,007.57 0.00 244,793.08 30-B-1 0.00 0.00 36,524.22 0.00 7,666,958.44 30-B-2 0.00 0.00 15,879.48 0.00 3,333,331.14 30-B-3 0.00 0.00 7,942.10 0.00 1,667,160.27 30-B-4 0.00 0.00 7,937.38 0.00 1,666,170.86 30-B-5 0.00 0.00 5,557.11 0.00 1,166,517.49 30-B-6 0.00 0.00 6,353.78 0.00 1,333,750.07 SES 0.00 0.00 80,856.01 0.00 444,133,792.96 Totals (0.07) 0.00 2,207,078.88 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 61,876,000.00 5.50000% 940.02111788 4.30843009 0.00000000 0.00000000 1-A-R 50.00 5.50000% 0.00000000 0.00000000 0.00000000 0.00000000 1-A-LR 50.00 5.50000% 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 36,000,000.00 6.00000% 875.39181972 4.37695917 0.00000000 0.00000000 2-A-2 65,013,882.00 2.06500% 864.94071220 1.48841873 0.00000000 0.00000000 2-A-3 27,089,118.00 15.44400% 864.94073893 11.13178731 0.00000000 0.00000000 2-A-4 5,645,000.00 6.00000% 1045.91058105 5.22955359 0.00000000 0.00000000 3-A-1 86,988,000.00 5.50000% 867.61476491 3.97656769 0.00000000 0.00000000 CB-IO 0.00 0.40628% 870.28675358 0.29464900 0.00000000 0.00000000 4-A-1 28,208,000.00 5.50000% 760.35188174 3.48494611 0.00000000 0.00000000 4-A-2 2,341,000.00 5.50000% 1000.00000000 4.58333191 0.00000000 0.00000000 4-A-3 2,341,000.00 5.50000% 1000.00000000 4.58333191 0.00000000 0.00000000 4-IO 0.00 0.52035% 768.03383472 0.33304157 0.00000000 0.00000000 5-A-1 71,463,000.00 4.50000% 919.78708674 3.44920154 0.00000000 0.00000000 5-A-2 1,317,000.00 4.50000% 919.78708428 3.44920273 0.00000000 0.00000000 6-A-1 1,655,000.00 5.25000% 897.69737160 3.92742598 0.00000000 0.00000000 6-A-2 45,225,500.00 5.50000% 897.69737316 4.11444627 0.00000000 0.00000000 6-A-3 45,225,500.00 5.00000% 897.69737316 3.74040574 0.00000000 0.00000000 15-IO 0.00 0.38605% 901.13222294 0.28990499 0.00000000 0.00000000 PO 5,471,808.00 0.00000% 929.05534697 0.00000000 0.00000000 0.00000000 15-B-1 1,953,000.00 4.91835% 964.31206349 3.95235535 0.00000000 0.00000000 15-B-2 595,000.00 4.91835% 964.31206723 3.95235294 0.00000000 0.00000000 15-B-3 594,000.00 4.91835% 964.31207071 3.95235690 0.00000000 0.00000000 15-B-4 255,000.00 4.91835% 964.31207843 3.95235294 0.00000000 0.00000000 15-B-5 170,000.00 4.91835% 964.31205882 3.95235294 0.00000000 0.00000000 15-B-6 254,929.00 4.91835% 964.31214181 3.95235536 0.00000000 0.00000000 30-B-1 7,749,000.00 5.71032% 990.50440315 4.71341076 0.00000000 0.00000000 30-B-2 3,369,000.00 5.71032% 990.50440487 4.71341051 0.00000000 0.00000000 30-B-3 1,685,000.00 5.71032% 990.50440356 4.71341246 0.00000000 0.00000000 30-B-4 1,684,000.00 5.71032% 990.50440618 4.71340855 0.00000000 0.00000000 30-B-5 1,179,000.00 5.71032% 990.50440204 4.71340967 0.00000000 0.00000000 30-B-6 1,348,022.00 5.71032% 990.50445022 4.71340972 0.00000000 0.00000000 SES 0.00 0.00000% 892.24285104 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-A-1 (0.00000048) 0.00000000 4.30843057 0.00000000 927.99709483 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 (0.00000056) 0.00000000 4.37695944 0.00000000 850.90368250 2-A-2 (0.00000015) 0.00000000 1.48841889 0.00000000 838.63117557 2-A-3 (0.00000111) 0.00000000 11.13178842 0.00000000 838.63120165 2-A-4 0.00000000 0.00000000 5.22955359 0.00000000 1051.14013463 3-A-1 (0.00000034) 0.00000000 3.97656803 0.00000000 851.15367706 CB-IO (0.00000005) 0.00000000 0.29464905 0.00000000 851.20400629 4-A-1 (0.00000035) 0.00000000 3.48494647 0.00000000 759.28349582 4-A-2 0.00000000 0.00000000 4.58333191 0.00000000 1000.00000000 4-A-3 0.00000000 0.00000000 4.58333191 0.00000000 1000.00000000 4-IO 0.00000000 0.00000000 0.33304157 0.00000000 767.15553596 5-A-1 0.00000042 0.00000000 3.44920113 0.00000000 912.14133650 5-A-2 0.00000000 0.00000000 3.44920273 0.00000000 912.14133637 6-A-1 0.00000000 0.00000000 3.92742598 0.00000000 877.70653172 6-A-2 0.00000044 0.00000000 4.11444583 0.00000000 877.70653437 6-A-3 0.00000044 0.00000000 3.74040530 0.00000000 877.70653437 15-IO 0.00000000 0.00000000 0.28990499 0.00000000 883.55251825 PO 0.00000000 0.00000000 0.00000000 0.00000000 920.13656364 15-B-1 0.00000000 0.00000000 3.95235535 0.00000000 960.24013313 15-B-2 0.00000000 0.00000000 3.95235294 0.00000000 960.24013445 15-B-3 0.00000000 0.00000000 3.95235690 0.00000000 960.24013468 15-B-4 0.00000000 0.00000000 3.95235294 0.00000000 960.24011765 15-B-5 0.00000000 0.00000000 3.95235294 0.00000000 960.24011765 15-B-6 0.00000000 0.00000000 3.95235536 0.00000000 960.24022375 30-B-1 0.00000000 0.00000000 4.71341076 0.00000000 989.41262615 30-B-2 0.00000000 0.00000000 4.71341051 0.00000000 989.41262689 30-B-3 0.00000000 0.00000000 4.71341246 0.00000000 989.41262315 30-B-4 0.00000000 0.00000000 4.71340855 0.00000000 989.41262470 30-B-5 0.00000000 0.00000000 4.71340967 0.00000000 989.41262935 30-B-6 0.00000000 0.00000000 4.71340972 0.00000000 989.41268763 SES 0.00000000 0.00000000 0.15957504 0.00000000 876.52935003 (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 1-IO 0.15560% 30,522,597.01 30,051,608.47 0.00 0.00 93.76399749% 2-IO 0.36859% 87,216,713.47 84,855,161.23 0.00 0.00 83.58852382% 3-IO 0.60059% 56,292,754.55 55,309,300.31 0.00 0.00 83.29041895% 4-IO 0.52035% 20,933,643.10 20,909,704.06 0.00 0.00 76.71555360% 5-IO 0.30568% 46,849,724.37 46,457,679.54 0.00 0.00 90.75110186% 6-IO 0.45566% 54,103,664.08 52,526,263.46 0.00 0.00 86.33922241% 1-PO 0.00000% 0.00 0.00 1,671,796.68 1,652,981.15 92.91610081% 2-PO 0.00000% 0.00 0.00 669,110.65 657,760.89 92.19129078% 3-PO 0.00000% 0.00 0.00 1,543,551.82 1,532,459.74 92.97473205% 4-PO 0.00000% 0.00 0.00 190,854.86 190,627.14 86.31872705% 5-PO 0.00000% 0.00 0.00 679,400.68 675,843.59 88.78368288% 6-PO 0.00000% 0.00 0.00 328,897.79 325,138.11 93.16011289% 1-SES 0.00000% 63,185,939.86 62,418,973.21 0.00 0.00 93.10586748% 2-SES 0.00000% 124,839,686.48 121,545,719.35 0.00 0.00 85.82896312% 3-SES 0.00000% 81,684,926.55 80,236,728.45 0.00 0.00 85.95185578% 4-SES 0.00000% 28,065,956.36 28,033,735.64 0.00 0.00 80.38996607% 5-SES 0.00000% 69,251,234.17 68,684,035.81 0.00 0.00 91.29374044% 6-SES 0.00000% 85,068,015.45 83,214,600.50 0.00 0.00 87.97952632%
CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 10,189,577.45 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 10,189,577.45 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 20,532.66 Payment of Interest and Principal 10,169,044.79 Total Withdrawals (Pool Distribution Amount) 10,189,577.45 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 18,837.32 Trustee Fee - Wells Fargo Bank, N.A. 1,695.34 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 20,532.66
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 5 1 0 6 552,867.34 117,185.48 0.00 670,052.82 30 Days 21 0 0 0 21 2,204,274.22 0.00 0.00 0.00 2,204,274.22 60 Days 5 0 0 0 5 717,583.24 0.00 0.00 0.00 717,583.24 90 Days 1 0 0 0 1 31,158.50 0.00 0.00 0.00 31,158.50 120 Days 2 0 0 0 2 311,528.73 0.00 0.00 0.00 311,528.73 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 1 0 1 0.00 0.00 108,425.48 0.00 108,425.48 Totals 29 5 2 0 36 3,264,544.69 552,867.34 225,610.96 0.00 4,043,022.99 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 0.134228% 0.026846% 0.000000% 0.161074% 0.124252% 0.026336% 0.000000% 0.150588% 30 Days 0.563758% 0.000000% 0.000000% 0.000000% 0.563758% 0.495391% 0.000000% 0.000000% 0.000000% 0.495391% 60 Days 0.134228% 0.000000% 0.000000% 0.000000% 0.134228% 0.161270% 0.000000% 0.000000% 0.000000% 0.161270% 90 Days 0.026846% 0.000000% 0.000000% 0.000000% 0.026846% 0.007003% 0.000000% 0.000000% 0.000000% 0.007003% 120 Days 0.053691% 0.000000% 0.000000% 0.000000% 0.053691% 0.070013% 0.000000% 0.000000% 0.000000% 0.070013% 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% 0.026846% 0.000000% 0.026846% 0.000000% 0.000000% 0.024368% 0.000000% 0.024368% Totals 0.778523% 0.134228% 0.053691% 0.000000% 0.966443% 0.733677% 0.124252% 0.050704% 0.000000% 0.908633%
Delinquency Status By Groups DELINQUENT BANKRUPTCY FORECLOSURE REO Total 1 - 30 Year Fixed No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 2 0 0 0 2 227,631.61 0.00 0.00 0.00 227,631.61 60 Days 1 0 0 0 1 102,145.31 0.00 0.00 0.00 102,145.31 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 3 0 0 0 3 329,776.92 0.00 0.00 0.00 329,776.92 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.407332% 0.000000% 0.000000% 0.000000% 0.407332% 0.364283% 0.000000% 0.000000% 0.000000% 0.364283% 60 Days 0.203666% 0.000000% 0.000000% 0.000000% 0.203666% 0.163465% 0.000000% 0.000000% 0.000000% 0.163465% 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 0.610998% 0.000000% 0.000000% 0.000000% 0.610998% 0.527748% 0.000000% 0.000000% 0.000000% 0.527748% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 2 - 30 Year Fixed No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 1 0 0 1 96,452.56 0.00 0.00 96,452.56 30 Days 3 0 0 0 3 467,569.57 0.00 0.00 0.00 467,569.57 60 Days 1 0 0 0 1 119,156.98 0.00 0.00 0.00 119,156.98 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 4 1 0 0 5 586,726.55 96,452.56 0.00 0.00 683,179.11 0-29 Days 0.096899% 0.000000% 0.000000% 0.096899% 0.079286% 0.000000% 0.000000% 0.079286% 30 Days 0.290698% 0.000000% 0.000000% 0.000000% 0.290698% 0.384351% 0.000000% 0.000000% 0.000000% 0.384351% 60 Days 0.096899% 0.000000% 0.000000% 0.000000% 0.096899% 0.097949% 0.000000% 0.000000% 0.000000% 0.097949% 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 0.387597% 0.096899% 0.000000% 0.000000% 0.484496% 0.482301% 0.079286% 0.000000% 0.000000% 0.561587% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 3 - 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 2 1 0 3 275,147.00 117,185.48 0.00 392,332.48 30 Days 5 0 0 0 5 733,050.50 0.00 0.00 0.00 733,050.50 60 Days 2 0 0 0 2 322,761.66 0.00 0.00 0.00 322,761.66 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 1 0 0 0 1 281,777.15 0.00 0.00 0.00 281,777.15 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 1 0 1 0.00 0.00 108,425.48 0.00 108,425.48 Totals 8 2 2 0 12 1,337,589.31 275,147.00 225,610.96 0.00 1,838,347.27 0-29 Days 0.347826% 0.173913% 0.000000% 0.521739% 0.342588% 0.145909% 0.000000% 0.488497% 30 Days 0.869565% 0.000000% 0.000000% 0.000000% 0.869565% 0.912728% 0.000000% 0.000000% 0.000000% 0.912728% 60 Days 0.347826% 0.000000% 0.000000% 0.000000% 0.347826% 0.401874% 0.000000% 0.000000% 0.000000% 0.401874% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.173913% 0.000000% 0.000000% 0.000000% 0.173913% 0.350843% 0.000000% 0.000000% 0.000000% 0.350843% 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% 0.173913% 0.000000% 0.173913% 0.000000% 0.000000% 0.135002% 0.000000% 0.135002% Totals 1.391304% 0.347826% 0.347826% 0.000000% 2.086957% 1.665445% 0.342588% 0.280910% 0.000000% 2.288944% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 4 - 30 Year Fixed No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 5 - 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 2 0 0 2 181,267.78 0.00 0.00 181,267.78 30 Days 7 0 0 0 7 437,407.74 0.00 0.00 0.00 437,407.74 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 2 0 0 9 437,407.74 181,267.78 0.00 0.00 618,675.52 0-29 Days 0.320000% 0.000000% 0.000000% 0.320000% 0.262941% 0.000000% 0.000000% 0.262941% 30 Days 1.120000% 0.000000% 0.000000% 0.000000% 1.120000% 0.634490% 0.000000% 0.000000% 0.000000% 0.634490% 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 1.120000% 0.320000% 0.000000% 0.000000% 1.440000% 0.634490% 0.262941% 0.000000% 0.000000% 0.897431% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 6 - 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 4 0 0 0 4 338,614.80 0.00 0.00 0.00 338,614.80 60 Days 1 0 0 0 1 173,519.29 0.00 0.00 0.00 173,519.29 90 Days 1 0 0 0 1 31,158.50 0.00 0.00 0.00 31,158.50 120 Days 1 0 0 0 1 29,751.58 0.00 0.00 0.00 29,751.58 150 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 7 573,044.17 0.00 0.00 0.00 573,044.17 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.423280% 0.000000% 0.000000% 0.000000% 0.423280% 0.405498% 0.000000% 0.000000% 0.000000% 0.405498% 60 Days 0.105820% 0.000000% 0.000000% 0.000000% 0.105820% 0.207793% 0.000000% 0.000000% 0.000000% 0.207793% 90 Days 0.105820% 0.000000% 0.000000% 0.000000% 0.105820% 0.037313% 0.000000% 0.000000% 0.000000% 0.037313% 120 Days 0.105820% 0.000000% 0.000000% 0.000000% 0.105820% 0.035628% 0.000000% 0.000000% 0.000000% 0.035628% 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 0.740741% 0.000000% 0.000000% 0.000000% 0.740741% 0.686232% 0.000000% 0.000000% 0.000000% 0.686232%
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 5.898143% Weighted Average Pass-Through Rate 5.643644% Weighted Average Maturity(Stepdown Calculation ) 283 Beginning Scheduled Collateral Loan Count 3,783 Number Of Loans Paid In Full 58 Ending Scheduled Collateral Loan Count 3,725 Beginning Scheduled Collateral Balance 452,095,758.87 Ending Scheduled Collateral Balance 444,133,792.96 Ending Actual Collateral Balance at 31-Aug-2004 444,956,718.86 Monthly P &I Constant 3,203,947.56 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 9,861,147.12 Class AP Deferred Amount 0.00 Ending Scheduled Balance for Premium Loans 444,133,792.96 Scheduled Principal 981,842.71 Unscheduled Principal 6,980,123.20
Group Level Collateral Statement Group 1 - 30 Year Fixed 2 - 30 Year Fixed 3 - 30 Year Fixed Collateral Description Mixed Fixed Mixed Fixed Mixed Fixed Weighted Average Coupon Rate 5.684142 6.479853 6.064461 Weighted Average Net Rate 5.434142 6.229853 5.814461 Weighted Average Maturity 338 344 343 Beginning Loan Count 497 1,057 585 Loans Paid In Full 6 25 10 Ending Loan Count 491 1,032 575 Beginning Scheduled Balance 63,185,939.86 124,839,686.48 81,684,926.55 Ending scheduled Balance 62,418,973.21 121,545,719.35 80,236,728.45 Record Date 08/31/2004 08/31/2004 08/31/2004 Principal And Interest Constant 377,915.51 804,105.46 504,041.02 Scheduled Principal 78,617.29 129,986.40 91,228.46 Unscheduled Principal 688,349.36 3,163,980.73 1,356,969.64 Scheduled Interest 299,298.22 674,119.06 412,812.56 Servicing Fees 13,163.73 26,008.28 17,017.68 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 236.94 468.15 306.30 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 285,897.55 647,642.63 395,488.58 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 5.429642 6.225353 5.809961
Group Level Collateral Statement Group 4 - 30 Year Fixed 5 - 15 Year Fixed 6 - 15 Year Fixed Collateral Description Mixed Fixed Mixed Fixed Mixed Fixed Weighted Average Coupon Rate 6.105217 4.917149 5.773999 Weighted Average Net Rate 5.855217 4.667149 5.523999 Weighted Average Maturity 346 163 165 Beginning Loan Count 57 629 958 Loans Paid In Full 0 4 13 Ending Loan Count 57 625 945 Beginning Scheduled Balance 28,065,956.36 69,251,234.17 85,068,015.45 Ending scheduled Balance 28,033,735.64 68,684,035.81 83,214,600.50 Record Date 08/31/2004 08/31/2004 08/31/2004 Principal And Interest Constant 172,659.72 589,180.83 756,045.02 Scheduled Principal 29,869.10 305,415.31 346,726.15 Unscheduled Principal 2,351.62 261,783.05 1,506,688.80 Scheduled Interest 142,790.62 283,765.52 409,318.87 Servicing Fees 5,847.07 14,427.35 17,722.50 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 105.25 259.70 319.00 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 136,838.30 269,078.47 391,277.37 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 5.850717 4.662649 5.519499
Group Level Collateral Statement Group Total Collateral Description Mixed Fixed Weighted Average Coupon Rate 5.898143 Weighted Average Net Rate 5.648144 Weighted Average Maturity 283.00 Record Date 08/31/2004 Principal And Interest Constant 3,203,947.56 Beginning Loan Count 3,783 Loans Paid In Full 58 Ending Loan Count 3,725 Beginning Scheduled Balance 452,095,758.87 Ending Scheduled Balance 444,133,792.96 Scheduled Principal 981,842.71 Unscheduled Principal 6,980,123.20 Scheduled Interest 2,222,104.85 Servicing Fee 94,186.61 Master Servicing Fee 0.00 Trustee Fee 1,695.34 Fry Amount 0.00 Special Hazard Fee 0.00 Other Fee 0.00 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 2,126,222.90 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Percentage of Cumulative Losses 0.0000 Prepayment Penalties 0.00 Special Servicing Fee 0.00 Pass-Through Rate 5.643644
Miscellaneous Reporting Group 1 - 30 Year Fixed CPR 12.331741% Subordinate % 5.444920% Subordinate Prepayment % 0.000000% Senior Prepayment % 100.000000% Senior % 94.555080% Group 2 - 30 Year Fixed CPR 26.536232% Subordinate % 5.708816% Subordinate Prepayment % 0.000000% Senior Prepayment % 100.000000% Senior % 94.291184% Group 3 - 30 Year Fixed CPR 18.229031% Subordinate % 5.826330% Subordinate Prepayment % 0.000000% Senior Prepayment % 100.000000% Senior % 94.173670%
Miscellaneous Reporting Group 4 - 30 Year Fixed CPR 0.100608% Subordinate % 6.260409% Subordinate Prepayment % 0.000000% Senior Prepayment % 100.000000% Senior % 93.739591% Group 5 - 15 Year Fixed CPR 4.462370% Subordinate % 2.376673% Subordinate Prepayment % 0.000000% Senior Prepayment % 100.000000% Senior % 97.623327% Group 6 - 15 Year Fixed CPR 19.372403% Subordinate % 2.426038% Subordinate Prepayment % 0.000000% Senior Prepayment % 100.000000% Senior % 97.573962%
Group -----END PRIVACY-ENHANCED MESSAGE-----