-----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, V+wNBjIwUfIah6HzMDpSRA0UnvO4m5ax3VSuOHboYirQHYhlSpcey/7Wjg9kT9Ml WTsbaGZgu6S5q6Ia6xHA7A== 0001056404-04-002816.txt : 20040903 0001056404-04-002816.hdr.sgml : 20040903 20040903080022 ACCESSION NUMBER: 0001056404-04-002816 CONFORMED SUBMISSION TYPE: 8-K PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20040825 ITEM INFORMATION: Other Events ITEM INFORMATION: Financial Statements and Exhibits FILED AS OF DATE: 20040903 DATE AS OF CHANGE: 20040903 FILER: COMPANY DATA: COMPANY CONFORMED NAME: MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2004-1 CENTRAL INDEX KEY: 0001277606 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: 333-105940-21 FILM NUMBER: 041015183 BUSINESS ADDRESS: STREET 1: 201 NORTH TRYON ST CITY: CHARLOTTE STATE: NC ZIP: 28255 8-K 1 baa0401.txt AUGUST 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): August 25, 2004 BANC OF AMERICA ALTERNATIVE LOAN TRUST Mortgage Pass-Through Certificates, Series 2004-1 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-105940-21 54-2142317 Pooling and Servicing Agreement) (Commission 54-2142318 (State or other File Number) IRS EIN jurisdiction of Incorporation) c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Road Columbia, MD 21045 (Address of principal executive offices) (Zip Code) Registrant's telephone number, including area code: (410) 884-2000 (Former name or former address, if changed since last report) Check the appropriate box below if the Form 8-K filing is intended to simultaneously satisfy the filing obligation of the registrant under any of the following provisions (see General Instruction A.2. below): [ ] Written communications pursuant to Rule 425 under the Securities Act (17 CFR 230.425) [ ] Soliciting material pursuant to Rule 14a-12 under the Exchange Act (17 CFR 240.14a-12) [ ] Pre-commencement communications pursuant to Rule 14d-2(b) under the Exchange Act(17 CFR 240.14d-2(b)) [ ] Pre-commencement communications pursuant to Rule 13e-4(c) under the Exchange Act(17 CFR 240.13e-4(c)) ITEM 8.01 Other Events On August 25, 2004 a distribution was made to holders of BANC OF AMERICA ALTERNATIVE LOAN TRUST, Mortgage Pass-Through Certificates, Series 2004-1 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 2004-1 Trust, relating to the August 25, 2004 distribution. Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized. BANC OF AMERICA ALTERNATIVE LOAN TRUST Mortgage Pass-Through Certificates, Series 2004-1 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: 8/27/04 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2004-1 Trust, relating to the August 25, 2004 distribution. EX-99.1
Banc of America Alternative Loan Trust Mortgage Pass-Through Certificates Record Date: 7/31/04 Distribution Date: 8/25/04 BAA Series: 2004-1 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 05948KKK4 SEN 6.00000% 131,750,350.83 658,751.74 1,421,352.61 1-A-R 05948KKL2 SEN 6.00000% 0.00 0.00 0.00 1-A-LR 05948KKM0 SEN 6.00000% 0.00 0.00 0.00 2-A-1 05948KKN8 SEN 6.00000% 69,513,837.04 347,569.18 810,902.42 CB-IO 05948KKP3 IO 0.28537% 0.00 23,173.63 0.00 3-A-1 05948KKQ1 SEN 6.00000% 20,699,919.80 103,499.60 55,580.58 3-IO 05948KKR9 IO 0.35088% 0.00 1,864.82 0.00 4-A-1 05948KKS7 SEN 4.75000% 49,042,174.29 194,125.26 394,791.38 5-A-1 05948KKT5 SEN 5.50000% 23,232,546.47 106,482.50 342,758.68 5-A-2 05948KKU2 SEN 5.50000% 25,616,205.74 117,407.60 377,925.72 5-A-3 05948KKV0 SEN 5.50000% 385,660.27 1,767.61 5,689.79 15-IO 05948KKW8 IO 0.33022% 0.00 19,759.16 0.00 PO 05948KKX6 PO 0.00000% 6,562,248.62 0.00 31,427.80 15-B-1 05948KLC1 SUB 5.12559% 1,597,955.09 6,825.38 6,298.20 15-B-2 05948KLD9 SUB 5.12559% 266,814.52 1,139.65 1,051.63 15-B-3 05948KLE7 SUB 5.12559% 319,591.02 1,365.08 1,259.64 15-B-4 05948KLT4 SUB 5.12559% 213,060.68 910.05 839.76 15-B-5 05948KLU1 SUB 5.12559% 106,530.34 455.03 419.88 15-B-6 05948KLV9 SUB 5.12559% 160,578.37 685.88 632.90 30-B-1 05948KKZ1 SUB 5.50000% 5,682,120.93 26,043.05 5,951.25 30-B-2 05948KLA5 SUB 5.50000% 2,272,053.25 10,413.58 2,379.67 30-B-3 05948KLB3 SUB 5.50000% 1,263,245.71 5,789.88 1,323.08 30-B-4 05948KLQ0 SUB 6.00000% 1,262,251.81 6,311.26 1,322.04 30-B-5 05948KLR8 SUB 6.00000% 883,576.27 4,417.88 925.43 30-B-6 05948KLS6 SUB 6.00000% 1,011,069.72 5,055.35 1,058.95 30-B-IO 05948KKY4 IO 0.50000% 0.00 3,840.59 0.00 SES 05948KLF4 SEN 0.00000% 0.00 60,758.49 0.00 Totals 341,841,790.77 1,708,412.25 3,463,891.41
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses 1-A-1 0.00 130,328,998.23 2,080,104.35 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 68,702,934.62 1,158,471.60 0.00 CB-IO 0.00 0.00 23,173.63 0.00 3-A-1 0.00 20,644,339.22 159,080.18 0.00 3-IO 0.00 0.00 1,864.82 0.00 4-A-1 0.00 48,647,382.91 588,916.64 0.00 5-A-1 0.00 22,889,787.80 449,241.18 0.00 5-A-2 0.00 25,238,280.03 495,333.32 0.00 5-A-3 0.00 379,970.48 7,457.40 0.00 15-IO 0.00 0.00 19,759.16 0.00 PO 0.00 6,530,820.82 31,427.80 0.00 15-B-1 0.00 1,591,656.90 13,123.58 0.00 15-B-2 0.00 265,762.89 2,191.28 0.00 15-B-3 0.00 318,331.38 2,624.72 0.00 15-B-4 0.00 212,220.92 1,749.81 0.00 15-B-5 0.00 106,110.46 874.91 0.00 15-B-6 0.00 159,945.47 1,318.78 0.00 30-B-1 0.00 5,676,169.68 31,994.30 0.00 30-B-2 0.00 2,269,673.59 12,793.25 0.00 30-B-3 0.00 1,261,922.63 7,112.96 0.00 30-B-4 0.00 1,260,929.77 7,633.30 0.00 30-B-5 0.00 882,650.84 5,343.31 0.00 30-B-6 0.00 1,010,010.77 6,114.30 0.00 30-B-IO 0.00 0.00 3,840.59 0.00 SES 0.00 0.00 60,758.49 0.00 Totals 0.00 338,377,899.41 5,172,303.66 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-1 140,321,000.00 131,750,350.83 139,062.23 1,282,290.37 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 71,807,000.00 69,513,837.04 71,970.45 738,931.97 0.00 0.00 CB-IO 0.00 0.00 0.00 0.00 0.00 0.00 3-A-1 23,453,000.00 20,699,919.80 21,444.58 34,136.00 0.00 0.00 3-IO 0.00 0.00 0.00 0.00 0.00 0.00 4-A-1 52,610,000.00 49,042,174.29 197,170.63 197,620.75 0.00 0.00 5-A-1 25,000,000.00 23,232,546.47 89,738.95 253,019.72 0.00 0.00 5-A-2 27,565,000.00 25,616,205.74 98,946.17 278,979.55 0.00 0.00 5-A-3 415,000.00 385,660.27 1,489.67 4,200.13 0.00 0.00 15-IO 0.00 0.00 0.00 0.00 0.00 0.00 PO 6,762,019.00 6,562,248.62 9,982.31 21,445.49 0.00 0.00 15-B-1 1,635,000.00 1,597,955.09 6,298.20 0.00 0.00 0.00 15-B-2 273,000.00 266,814.52 1,051.63 0.00 0.00 0.00 15-B-3 327,000.00 319,591.02 1,259.64 0.00 0.00 0.00 15-B-4 218,000.00 213,060.68 839.76 0.00 0.00 0.00 15-B-5 109,000.00 106,530.34 419.88 0.00 0.00 0.00 15-B-6 164,301.00 160,578.37 632.90 0.00 0.00 0.00 30-B-1 5,717,000.00 5,682,120.93 5,951.25 0.00 0.00 0.00 30-B-2 2,286,000.00 2,272,053.25 2,379.67 0.00 0.00 0.00 30-B-3 1,271,000.00 1,263,245.71 1,323.08 0.00 0.00 0.00 30-B-4 1,270,000.00 1,262,251.81 1,322.04 0.00 0.00 0.00 30-B-5 889,000.00 883,576.27 925.43 0.00 0.00 0.00 30-B-6 1,017,276.00 1,011,069.72 1,058.95 0.00 0.00 0.00 30-B-IO 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 363,109,696.00 341,841,790.77 653,267.42 2,810,623.98 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 1,421,352.61 130,328,998.23 0.92879183 1,421,352.61 1-A-R 0.00 0.00 0.00000000 0.00 1-A-LR 0.00 0.00 0.00000000 0.00 2-A-1 810,902.42 68,702,934.62 0.95677211 810,902.42 CB-IO 0.00 0.00 0.00000000 0.00 3-A-1 55,580.58 20,644,339.22 0.88024301 55,580.58 3-IO 0.00 0.00 0.00000000 0.00 4-A-1 394,791.38 48,647,382.91 0.92467939 394,791.38 5-A-1 342,758.68 22,889,787.80 0.91559151 342,758.68 5-A-2 377,925.72 25,238,280.03 0.91559151 377,925.72 5-A-3 5,689.79 379,970.48 0.91559152 5,689.79 15-IO 0.00 0.00 0.00000000 0.00 PO 31,427.80 6,530,820.82 0.96580930 31,427.80 15-B-1 6,298.20 1,591,656.90 0.97349046 6,298.20 15-B-2 1,051.63 265,762.89 0.97349044 1,051.63 15-B-3 1,259.64 318,331.38 0.97349046 1,259.64 15-B-4 839.76 212,220.92 0.97349046 839.76 15-B-5 419.88 106,110.46 0.97349046 419.88 15-B-6 632.90 159,945.47 0.97349054 632.90 30-B-1 5,951.25 5,676,169.68 0.99285809 5,951.25 30-B-2 2,379.67 2,269,673.59 0.99285809 2,379.67 30-B-3 1,323.08 1,261,922.63 0.99285809 1,323.08 30-B-4 1,322.04 1,260,929.77 0.99285809 1,322.04 30-B-5 925.43 882,650.84 0.99285809 925.43 30-B-6 1,058.95 1,010,010.77 0.99285815 1,058.95 30-B-IO 0.00 0.00 0.00000000 0.00 SES 0.00 0.00 0.00000000 0.00 Totals 3,463,891.41 338,377,899.41 0.93188891 3,463,891.41
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion 1-A-1 140,321,000.00 938.92112250 0.99102935 9.13826419 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 71,807,000.00 968.06491066 1.00227624 10.29052836 0.00000000 CB-IO 0.00 0.00000000 0.00000000 0.00000000 0.00000000 3-A-1 23,453,000.00 882.61287682 0.91436405 1.45550676 0.00000000 3-IO 0.00 0.00000000 0.00000000 0.00000000 0.00000000 4-A-1 52,610,000.00 932.18350675 3.74777856 3.75633435 0.00000000 5-A-1 25,000,000.00 929.30185880 3.58955800 10.12078880 0.00000000 5-A-2 27,565,000.00 929.30185888 3.58955814 10.12078904 0.00000000 5-A-3 415,000.00 929.30185542 3.58956627 10.12079518 0.00000000 15-IO 0.00 0.00000000 0.00000000 0.00000000 0.00000000 PO 6,762,019.00 970.45699221 1.47623217 3.17146255 0.00000000 15-B-1 1,635,000.00 977.34256269 3.85211009 0.00000000 0.00000000 15-B-2 273,000.00 977.34256410 3.85212454 0.00000000 0.00000000 15-B-3 327,000.00 977.34256881 3.85211009 0.00000000 0.00000000 15-B-4 218,000.00 977.34256881 3.85211009 0.00000000 0.00000000 15-B-5 109,000.00 977.34256881 3.85211009 0.00000000 0.00000000 15-B-6 164,301.00 977.34262116 3.85207637 0.00000000 0.00000000 30-B-1 5,717,000.00 993.89906070 1.04097429 0.00000000 0.00000000 30-B-2 2,286,000.00 993.89905949 1.04097550 0.00000000 0.00000000 30-B-3 1,271,000.00 993.89906373 1.04097561 0.00000000 0.00000000 30-B-4 1,270,000.00 993.89906299 1.04097638 0.00000000 0.00000000 30-B-5 889,000.00 993.89906637 1.04097863 0.00000000 0.00000000 30-B-6 1,017,276.00 993.89911882 1.04096627 0.00000000 0.00000000 30-B-IO 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 $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 10.12929362 928.79182895 0.92879183 10.12929362 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 11.29280460 956.77210606 0.95677211 11.29280460 CB-IO 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 3-A-1 0.00000000 2.36987081 880.24300601 0.88024301 2.36987081 3-IO 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 4-A-1 0.00000000 7.50411291 924.67939384 0.92467939 7.50411291 5-A-1 0.00000000 13.71034720 915.59151200 0.91559151 13.71034720 5-A-2 0.00000000 13.71034718 915.59151206 0.91559151 13.71034718 5-A-3 0.00000000 13.71033735 915.59151807 0.91559152 13.71033735 15-IO 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 PO 0.00000000 4.64769472 965.80929749 0.96580930 4.64769472 15-B-1 0.00000000 3.85211009 973.49045872 0.97349046 3.85211009 15-B-2 0.00000000 3.85212454 973.49043956 0.97349044 3.85212454 15-B-3 0.00000000 3.85211009 973.49045872 0.97349046 3.85211009 15-B-4 0.00000000 3.85211009 973.49045872 0.97349046 3.85211009 15-B-5 0.00000000 3.85211009 973.49045872 0.97349046 3.85211009 15-B-6 0.00000000 3.85207637 973.49054479 0.97349054 3.85207637 30-B-1 0.00000000 1.04097429 992.85808641 0.99285809 1.04097429 30-B-2 0.00000000 1.04097550 992.85808836 0.99285809 1.04097550 30-B-3 0.00000000 1.04097561 992.85808812 0.99285809 1.04097561 30-B-4 0.00000000 1.04097638 992.85808661 0.99285809 1.04097638 30-B-5 0.00000000 1.04097863 992.85808774 0.99285809 1.04097863 30-B-6 0.00000000 1.04096627 992.85815256 0.99285815 1.04096627 30-B-IO 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-1 140,321,000.00 6.00000% 131,750,350.83 658,751.75 0.00 0.00 1-A-R 50.00 6.00000% 0.00 0.00 0.00 0.00 1-A-LR 50.00 6.00000% 0.00 0.00 0.00 0.00 2-A-1 71,807,000.00 6.00000% 69,513,837.04 347,569.19 0.00 0.00 CB-IO 0.00 0.28537% 97,445,141.51 23,173.63 0.00 0.00 3-A-1 23,453,000.00 6.00000% 20,699,919.80 103,499.60 0.00 0.00 3-IO 0.00 0.35088% 6,377,545.20 1,864.82 0.00 0.00 4-A-1 52,610,000.00 4.75000% 49,042,174.29 194,125.27 0.00 0.00 5-A-1 25,000,000.00 5.50000% 23,232,546.47 106,482.50 0.00 0.00 5-A-2 27,565,000.00 5.50000% 25,616,205.74 117,407.61 0.00 0.00 5-A-3 415,000.00 5.50000% 385,660.27 1,767.61 0.00 0.00 15-IO 0.00 0.33022% 71,803,201.49 19,759.17 0.00 0.00 PO 6,762,019.00 0.00000% 6,562,248.62 0.00 0.00 0.00 15-B-1 1,635,000.00 5.12559% 1,597,955.09 6,825.38 0.00 0.00 15-B-2 273,000.00 5.12559% 266,814.52 1,139.65 0.00 0.00 15-B-3 327,000.00 5.12559% 319,591.02 1,365.08 0.00 0.00 15-B-4 218,000.00 5.12559% 213,060.68 910.05 0.00 0.00 15-B-5 109,000.00 5.12559% 106,530.34 455.03 0.00 0.00 15-B-6 164,301.00 5.12559% 160,578.37 685.88 0.00 0.00 30-B-1 5,717,000.00 5.50000% 5,682,120.93 26,043.05 0.00 0.00 30-B-2 2,286,000.00 5.50000% 2,272,053.25 10,413.58 0.00 0.00 30-B-3 1,271,000.00 5.50000% 1,263,245.71 5,789.88 0.00 0.00 30-B-4 1,270,000.00 6.00000% 1,262,251.81 6,311.26 0.00 0.00 30-B-5 889,000.00 6.00000% 883,576.27 4,417.88 0.00 0.00 30-B-6 1,017,276.00 6.00000% 1,011,069.72 5,055.35 0.00 0.00 30-B-IO 0.00 0.50000% 9,217,419.90 3,840.59 0.00 0.00 SES 0.00 0.00000% 341,841,791.14 0.00 0.00 0.00 Totals 363,109,696.00 1,647,653.81 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 0.01 0.00 658,751.74 0.00 130,328,998.23 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 0.01 0.00 347,569.18 0.00 68,702,934.62 CB-IO 0.00 0.00 23,173.63 0.00 96,240,489.56 3-A-1 0.00 0.00 103,499.60 0.00 20,644,339.22 3-IO 0.00 0.00 1,864.82 0.00 6,340,690.20 4-A-1 0.01 0.00 194,125.26 0.00 48,647,382.91 5-A-1 0.01 0.00 106,482.50 0.00 22,889,787.80 5-A-2 0.01 0.00 117,407.60 0.00 25,238,280.03 5-A-3 0.00 0.00 1,767.61 0.00 379,970.48 15-IO 0.00 0.00 19,759.16 0.00 70,836,952.38 PO 0.00 0.00 0.00 0.00 6,530,820.82 15-B-1 0.00 0.00 6,825.38 0.00 1,591,656.90 15-B-2 0.00 0.00 1,139.65 0.00 265,762.89 15-B-3 0.00 0.00 1,365.08 0.00 318,331.38 15-B-4 0.00 0.00 910.05 0.00 212,220.92 15-B-5 0.00 0.00 455.03 0.00 106,110.46 15-B-6 0.00 0.00 685.88 0.00 159,945.47 30-B-1 0.00 0.00 26,043.05 0.00 5,676,169.68 30-B-2 0.00 0.00 10,413.58 0.00 2,269,673.59 30-B-3 0.00 0.00 5,789.88 0.00 1,261,922.63 30-B-4 0.00 0.00 6,311.26 0.00 1,260,929.77 30-B-5 0.00 0.00 4,417.88 0.00 882,650.84 30-B-6 0.00 0.00 5,055.35 0.00 1,010,010.77 30-B-IO 0.00 0.00 3,840.59 0.00 9,207,765.90 SES 0.00 0.00 60,758.49 0.00 338,377,899.74 Totals 0.05 0.00 1,708,412.25 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-1 140,321,000.00 6.00000% 938.92112250 4.69460558 0.00000000 0.00000000 1-A-R 50.00 6.00000% 0.00000000 0.00000000 0.00000000 0.00000000 1-A-LR 50.00 6.00000% 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 71,807,000.00 6.00000% 968.06491066 4.84032462 0.00000000 0.00000000 CB-IO 0.00 0.28537% 940.30464179 0.22361579 0.00000000 0.00000000 3-A-1 23,453,000.00 6.00000% 882.61287682 4.41306443 0.00000000 0.00000000 3-IO 0.00 0.35088% 802.20115140 0.23456686 0.00000000 0.00000000 4-A-1 52,610,000.00 4.75000% 932.18350675 3.68989299 0.00000000 0.00000000 5-A-1 25,000,000.00 5.50000% 929.30185880 4.25930000 0.00000000 0.00000000 5-A-2 27,565,000.00 5.50000% 929.30185888 4.25930020 0.00000000 0.00000000 5-A-3 415,000.00 5.50000% 929.30185542 4.25930120 0.00000000 0.00000000 15-IO 0.00 0.33022% 933.56803526 0.25690400 0.00000000 0.00000000 PO 6,762,019.00 0.00000% 970.45699221 0.00000000 0.00000000 0.00000000 15-B-1 1,635,000.00 5.12559% 977.34256269 4.17454434 0.00000000 0.00000000 15-B-2 273,000.00 5.12559% 977.34256410 4.17454212 0.00000000 0.00000000 15-B-3 327,000.00 5.12559% 977.34256881 4.17455657 0.00000000 0.00000000 15-B-4 218,000.00 5.12559% 977.34256881 4.17454128 0.00000000 0.00000000 15-B-5 109,000.00 5.12559% 977.34256881 4.17458716 0.00000000 0.00000000 15-B-6 164,301.00 5.12559% 977.34262116 4.17453333 0.00000000 0.00000000 30-B-1 5,717,000.00 5.50000% 993.89906070 4.55536995 0.00000000 0.00000000 30-B-2 2,286,000.00 5.50000% 993.89905949 4.55537183 0.00000000 0.00000000 30-B-3 1,271,000.00 5.50000% 993.89906373 4.55537372 0.00000000 0.00000000 30-B-4 1,270,000.00 6.00000% 993.89906299 4.96949606 0.00000000 0.00000000 30-B-5 889,000.00 6.00000% 993.89906637 4.96949381 0.00000000 0.00000000 30-B-6 1,017,276.00 6.00000% 993.89911882 4.96949697 0.00000000 0.00000000 30-B-IO 0.00 0.50000% 993.89906189 0.41412443 0.00000000 0.00000000 SES 0.00 0.00000% 941.42843032 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 0.00000007 0.00000000 4.69460551 0.00000000 928.79182895 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 0.00000014 0.00000000 4.84032448 0.00000000 956.77210606 CB-IO 0.00000000 0.00000000 0.22361579 0.00000000 928.68025700 3-A-1 0.00000000 0.00000000 4.41306443 0.00000000 880.24300601 3-IO 0.00000000 0.00000000 0.23456686 0.00000000 797.56533582 4-A-1 0.00000019 0.00000000 3.68989280 0.00000000 924.67939384 5-A-1 0.00000040 0.00000000 4.25930000 0.00000000 915.59151200 5-A-2 0.00000036 0.00000000 4.25929984 0.00000000 915.59151206 5-A-3 0.00000000 0.00000000 4.25930120 0.00000000 915.59151807 15-IO 0.00000000 0.00000000 0.25690387 0.00000000 921.00509567 PO 0.00000000 0.00000000 0.00000000 0.00000000 965.80929749 15-B-1 0.00000000 0.00000000 4.17454434 0.00000000 973.49045872 15-B-2 0.00000000 0.00000000 4.17454212 0.00000000 973.49043956 15-B-3 0.00000000 0.00000000 4.17455657 0.00000000 973.49045872 15-B-4 0.00000000 0.00000000 4.17454128 0.00000000 973.49045872 15-B-5 0.00000000 0.00000000 4.17458716 0.00000000 973.49045872 15-B-6 0.00000000 0.00000000 4.17453333 0.00000000 973.49054479 30-B-1 0.00000000 0.00000000 4.55536995 0.00000000 992.85808641 30-B-2 0.00000000 0.00000000 4.55537183 0.00000000 992.85808836 30-B-3 0.00000000 0.00000000 4.55537372 0.00000000 992.85808812 30-B-4 0.00000000 0.00000000 4.96949606 0.00000000 992.85808661 30-B-5 0.00000000 0.00000000 4.96949381 0.00000000 992.85808774 30-B-6 0.00000000 0.00000000 4.96949697 0.00000000 992.85815256 30-B-IO 0.00000000 0.00000000 0.41412443 0.00000000 992.85808713 SES 0.00000000 0.00000000 0.16732819 0.00000000 931.88891255 (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 0.26470% 69,388,400.55 68,371,004.35 0.00 0.00 91.68532257% 2-IO 0.33652% 28,056,740.96 27,869,485.21 0.00 0.00 95.90297197% 3-IO 0.35088% 6,377,545.20 6,340,690.20 0.00 0.00 79.75653358% 4-IO 0.37109% 39,865,446.46 39,511,599.41 0.00 0.00 91.63869722% 5-IO 0.27921% 31,937,755.03 31,325,352.97 0.00 0.00 92.68968780% 1-PO 0.00000% 0.00 0.00 2,987,194.16 2,982,015.81 97.55016299% 2-PO 0.00000% 0.00 0.00 2,156,758.35 2,135,452.30 96.92806737% 3-PO 0.00000% 0.00 0.00 747,335.43 746,439.44 94.77693426% 4-PO 0.00000% 0.00 0.00 471,199.10 469,014.08 96.15476147% 5-PO 0.00000% 0.00 0.00 199,761.58 197,899.19 87.31950953% 1-SES 0.00000% 142,079,984.84 140,645,703.95 0.00 0.00 93.28746131% 2-SES 0.00000% 75,460,954.16 74,624,821.38 0.00 0.00 95.88976286% 3-SES 0.00000% 22,688,774.45 22,631,011.70 0.00 0.00 88.78559641% 4-SES 0.00000% 50,843,544.71 50,441,220.45 0.00 0.00 92.62160175% 5-SES 0.00000% 50,768,532.98 50,035,142.26 0.00 0.00 91.68772845%
CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 5,188,683.33 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 5,188,683.33 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 16,379.67 Payment of Interest and Principal 5,172,303.66 Total Withdrawals (Pool Distribution Amount) 5,188,683.33 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 14,243.15 Trustee Fee - Wells Fargo Bank, N.A. 2,136.52 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 16,379.67
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 3 0 0 3 981,453.46 0.00 0.00 981,453.46 30 Days 14 0 0 0 14 2,118,588.43 0.00 0.00 0.00 2,118,588.43 60 Days 3 0 0 0 3 550,471.29 0.00 0.00 0.00 550,471.29 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 17 3 0 0 20 2,669,059.72 981,453.46 0.00 0.00 3,650,513.18 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 0.113208% 0.000000% 0.000000% 0.113208% 0.289588% 0.000000% 0.000000% 0.289588% 30 Days 0.528302% 0.000000% 0.000000% 0.000000% 0.528302% 0.625112% 0.000000% 0.000000% 0.000000% 0.625112% 60 Days 0.113208% 0.000000% 0.000000% 0.000000% 0.113208% 0.162422% 0.000000% 0.000000% 0.000000% 0.162422% 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 0.641509% 0.113208% 0.000000% 0.000000% 0.754717% 0.787534% 0.289588% 0.000000% 0.000000% 1.077122%
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 11 0 0 0 11 1,897,012.77 0.00 0.00 0.00 1,897,012.77 60 Days 2 0 0 0 2 519,015.49 0.00 0.00 0.00 519,015.49 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 13 0 0 0 13 2,416,028.26 0.00 0.00 0.00 2,416,028.26 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.951557% 0.000000% 0.000000% 0.000000% 0.951557% 1.347538% 0.000000% 0.000000% 0.000000% 1.347538% 60 Days 0.173010% 0.000000% 0.000000% 0.000000% 0.173010% 0.368681% 0.000000% 0.000000% 0.000000% 0.368681% 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 1.124567% 0.000000% 0.000000% 0.000000% 1.124567% 1.716219% 0.000000% 0.000000% 0.000000% 1.716219% 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 2 0 0 2 205,263.91 0.00 0.00 205,263.91 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 2 0 0 2 0.00 205,263.91 0.00 0.00 205,263.91 0-29 Days 0.410678% 0.000000% 0.000000% 0.410678% 0.274828% 0.000000% 0.000000% 0.274828% 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% 0.410678% 0.000000% 0.000000% 0.410678% 0.000000% 0.274828% 0.000000% 0.000000% 0.274828% 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 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 4 - 15 Year Fixed No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 1 0 0 1 776,189.55 0.00 0.00 776,189.55 30 Days 1 0 0 0 1 30,923.93 0.00 0.00 0.00 30,923.93 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 1 1 0 0 2 30,923.93 776,189.55 0.00 0.00 807,113.48 0-29 Days 0.246305% 0.000000% 0.000000% 0.246305% 1.533708% 0.000000% 0.000000% 1.533708% 30 Days 0.246305% 0.000000% 0.000000% 0.000000% 0.246305% 0.061104% 0.000000% 0.000000% 0.000000% 0.061104% 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 0.246305% 0.246305% 0.000000% 0.000000% 0.492611% 0.061104% 1.533708% 0.000000% 0.000000% 1.594812% 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 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 2 0 0 0 2 190,651.73 0.00 0.00 0.00 190,651.73 60 Days 1 0 0 0 1 31,455.80 0.00 0.00 0.00 31,455.80 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 3 222,107.53 0.00 0.00 0.00 222,107.53 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.362976% 0.000000% 0.000000% 0.000000% 0.362976% 0.379862% 0.000000% 0.000000% 0.000000% 0.379862% 60 Days 0.181488% 0.000000% 0.000000% 0.000000% 0.181488% 0.062674% 0.000000% 0.000000% 0.000000% 0.062674% 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 0.544465% 0.000000% 0.000000% 0.000000% 0.544465% 0.442536% 0.000000% 0.000000% 0.000000% 0.442536%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 17,127.68
COLLATERAL STATEMENT Collateral Description Fixed Weighted Average Gross Coupon 6.041417% Weighted Average Pass-Through Rate 5.783917% Weighted Average Maturity(Stepdown Calculation ) 277 Beginning Scheduled Collateral Loan Count 2,673 Number Of Loans Paid In Full 23 Ending Scheduled Collateral Loan Count 2,650 Beginning Scheduled Collateral Balance 341,841,791.14 Ending Scheduled Collateral Balance 338,377,899.74 Ending Actual Collateral Balance at 31-Jul-2004 338,913,490.61 Monthly P &I Constant 2,374,274.74 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 4,959,655.70 Class AP Deferred Amount 0.00 Ending Scheduled Balance for Premium Loans 338,377,899.74 Scheduled Principal 653,267.42 Unscheduled Principal 2,810,623.98
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 6.260622 6.211132 6.158498 Weighted Average Net Rate 6.010622 5.961132 5.908498 Weighted Average Maturity 346 349 352 Beginning Loan Count 1,167 492 50 Loans Paid In Full 11 5 0 Ending Loan Count 1,156 487 50 Beginning Scheduled Balance 142,079,984.84 75,460,954.16 22,688,774.45 Ending scheduled Balance 140,645,703.95 74,624,821.38 22,631,011.70 Record Date 07/31/2004 07/31/2004 07/31/2004 Principal And Interest Constant 891,696.20 469,043.80 140,012.99 Scheduled Principal 150,438.60 78,462.18 23,572.34 Unscheduled Principal 1,283,842.29 757,670.60 34,190.41 Scheduled Interest 741,257.60 390,581.62 116,440.65 Servicing Fees 29,600.01 15,721.04 4,726.83 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 887.99 471.61 141.82 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 710,769.60 374,388.97 111,572.00 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 6.003122 5.953632 5.900998
Group Level Collateral Statement Group 4 - 15 Year Fixed 5 - 15 Year Fixed Total Collateral Description Mixed Fixed Mixed Fixed Fixed Weighted Average Coupon Rate 5.254440 5.911508 6.041417 Weighted Average Net Rate 5.004440 5.661508 5.791417 Weighted Average Maturity 169 169 277 Beginning Loan Count 408 556 2,673 Loans Paid In Full 2 5 23 Ending Loan Count 406 551 2,650 Beginning Scheduled Balance 50,843,544.71 50,768,532.98 341,841,791.14 Ending scheduled Balance 50,441,220.45 50,035,142.26 338,377,899.74 Record Date 07/31/2004 07/31/2004 07/31/2004 Principal And Interest Constant 427,294.31 446,227.44 2,374,274.74 Scheduled Principal 204,665.70 196,128.60 653,267.42 Unscheduled Principal 197,658.56 537,262.12 2,810,623.98 Scheduled Interest 222,628.61 250,098.84 1,721,007.32 Servicing Fees 10,592.40 10,576.79 71,217.07 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 317.79 317.31 2,136.52 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 211,718.42 239,204.74 1,647,653.73 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 4.996940 5.654008 5.783917
Miscellaneous Reporting Group 1 - 30 Year Fixed CPR 10.330679% Senior % 94.721194% Subordinate % 5.278806% Senior Prepayment % 100.000000% Subordinate Prepayment % 0.000000% Group 2 - 30 Year Fixed CPR 11.416309% Senior % 94.829275% Subordinate % 5.170725% Senior Prepayment % 100.000000% Subordinate Prepayment % 0.000000% Group 3 - 30 Year Fixed CPR 1.795254% Senior % 94.341673% Subordinate % 5.658327% Senior Prepayment % 100.000000% Subordinate Prepayment % 0.000000%
Miscellaneous Reporting Group 4 - 15 Year Fixed CPR 4.584697% Senior % 97.359323% Subordinate % 2.640677% Senior Prepayment % 100.000000% Subordinate Prepayment % 0.000000% Group 5 - 15 Year Fixed CPR 12.029220% Senior % 97.361299% Subordinate % 2.638701% Senior Prepayment % 100.000000% Subordinate Prepayment % 0.000000%
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