-----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, D2Y5hIXGYEeSkDuRUgehVmBog9VsXZoO2V9RJW7a9s449TmjbVXR+/93eqQEbunS oQbAGmJBRLmkLbR1+zV2yQ== 0001056404-04-002569.txt : 20040804 0001056404-04-002569.hdr.sgml : 20040804 20040804152127 ACCESSION NUMBER: 0001056404-04-002569 CONFORMED SUBMISSION TYPE: 8-K PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20040725 ITEM INFORMATION: Other events ITEM INFORMATION: Financial statements and exhibits FILED AS OF DATE: 20040804 FILER: COMPANY DATA: COMPANY CONFORMED NAME: BANC OF AMERICA MORT SEC INC ALTERNATIVE LOAN TRUST 2004 2 CENTRAL INDEX KEY: 0001281814 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: 333-105940-26 FILM NUMBER: 04951559 BUSINESS ADDRESS: STREET 1: 201 NORTH TRYON ST CITY: CHARLOTTE STATE: NC ZIP: 28255 8-K 1 baa04002_jul.txt JULY 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): July 26, 2004 BANC OF AMERICA ALTERNATIVE LOAN TRUST Mortgage Pass-Through Certificates, Series 2004-2 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-105940-26 54-2144738 Pooling and Servicing Agreement) (Commission 54-2144739 (State or other File Number) 54-2144740 jurisdiction IRS EIN 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) ITEM 5. Other Events On July 26, 2004 a distribution was made to holders of BANC OF AMERICA ALTERNATIVE LOAN TRUST, Mortgage Pass-Through Certificates, Series 2004-2 Trust. ITEM 7. Financial Statements and Exhibits (c) Exhibits furnished in accordance with Item 601(a) of Regulation S-K Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2004-2 Trust, relating to the July 26, 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 2004-2 Trust By: Wells Fargo Bank, N.A. as Trustee By: /s/ Beth Belfield as Assistant Vice President By: Beth Belfield as Assistant Vice President Date: 7/28/04 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2004-2 Trust, relating to the July 26, 2004 distribution. EX-99.1
Banc of America Alternative Loan Trust Mortgage Pass-Through Certificates Record Date: 6/30/04 Distribution Date: 7/26/04 BAA Series: 2004-2 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 1A1 05948KLW7 SEQ 6.00000% 112,441,978.54 562,209.93 968,061.70 1AR 05948KLX5 SEQ 6.00000% 0.00 0.00 0.00 1AMR 05948KLY3 SEQ 6.00000% 0.00 0.00 0.00 1ALR 05948KLZ0 SEQ 6.00000% 0.00 0.00 0.00 2A1 05948KMA4 SEQ 5.00000% 24,664,879.95 102,770.34 657,728.82 2A2 05948KMB2 SEQ 5.25000% 14,114,000.00 61,748.75 0.00 2A3 05948KMC0 SEQ 6.00000% 2,211,000.00 11,055.00 0.00 2A4 05948KMD8 SEQ 1.70000% 12,332,439.97 17,470.96 328,864.41 2A5 05948KME6 IO 6.30000% 0.00 64,745.31 0.00 2A6 05948KMF3 IO 0.75000% 0.00 8,821.25 0.00 2A7 05948KMG1 SEQ 6.00000% 3,130,000.00 15,650.00 0.00 CBIO 05948KMH9 IO 0.24574% 0.00 12,391.41 0.00 3A1 05948KMJ5 SEQ 6.00000% 28,349,286.29 141,746.44 1,142,081.20 3IO 05948KMK2 IO 0.22033% 0.00 1,761.72 0.00 4A1 05948KML0 SEQ 4.75000% 35,279,750.77 139,649.05 355,689.94 5A1 05948KMM8 SEQ 5.50000% 33,988,121.48 155,778.94 480,631.89 15IO 05948KMN6 IO 0.32021% 0.00 12,171.64 0.00 PO 05948KMP1 PO 0.00000% 6,389,404.42 0.00 57,875.72 15B1 05948KMU0 SUB 5.11961% 1,027,232.60 4,382.53 4,012.25 15B2 05948KMV8 SUB 5.11961% 146,747.51 626.08 573.18 15B3 05948KMW6 SUB 5.11961% 220,613.71 941.21 861.69 15B4 05948KNB1 SUB 5.11961% 109,321.97 466.40 427.00 15B5 05948KNC9 SUB 5.11961% 73,866.20 315.14 288.51 15B6 05948KND7 SUB 5.11961% 110,512.70 471.48 431.65 30B1 05948KMR7 SUB 5.50000% 4,778,532.09 21,901.61 4,938.66 30B2 05948KMS5 SUB 5.50000% 2,111,398.09 9,677.24 2,182.15 30B3 05948KMT3 SUB 5.50000% 1,222,021.44 5,600.93 1,262.97 30B4 05948KMY2 SUB 6.00000% 1,110,475.88 5,552.38 1,147.69 30B5 05948KMZ9 SUB 6.00000% 667,281.47 3,336.41 689.64 30B6 05948KNA3 SUB 6.00000% 1,000,123.49 5,000.62 1,033.63 30BIO 05948KMQ9 IO 0.50000% 0.00 3,379.98 0.00 SES 05948KMX4 IO 0.00000% 0.00 50,249.82 0.00 Totals 285,478,988.57 1,419,872.57 4,008,782.70
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses 1A1 0.00 111,473,916.84 1,530,271.63 0.00 1AR 0.00 0.00 0.00 0.00 1AMR 0.00 0.00 0.00 0.00 1ALR 0.00 0.00 0.00 0.00 2A1 0.00 24,007,151.13 760,499.16 0.00 2A2 0.00 14,114,000.00 61,748.75 0.00 2A3 0.00 2,211,000.00 11,055.00 0.00 2A4 0.00 12,003,575.57 346,335.37 0.00 2A5 0.00 0.00 64,745.31 0.00 2A6 0.00 0.00 8,821.25 0.00 2A7 0.00 3,130,000.00 15,650.00 0.00 CBIO 0.00 0.00 12,391.41 0.00 3A1 0.00 27,207,205.09 1,283,827.64 0.00 3IO 0.00 0.00 1,761.72 0.00 4A1 0.00 34,924,060.84 495,338.99 0.00 5A1 0.00 33,507,489.60 636,410.83 0.00 15IO 0.00 0.00 12,171.64 0.00 PO 0.00 6,331,528.69 57,875.72 0.00 15B1 0.00 1,023,220.35 8,394.78 0.00 15B2 0.00 146,174.34 1,199.26 0.00 15B3 0.00 219,752.02 1,802.90 0.00 15B4 0.00 108,894.98 893.40 0.00 15B5 0.00 73,577.69 603.65 0.00 15B6 0.00 110,081.06 903.13 0.00 30B1 0.00 4,773,593.43 26,840.27 0.00 30B2 0.00 2,109,215.94 11,859.39 0.00 30B3 0.00 1,220,758.47 6,863.90 0.00 30B4 0.00 1,109,328.19 6,700.07 0.00 30B5 0.00 666,591.83 4,026.05 0.00 30B6 0.00 999,089.86 6,034.25 0.00 30BIO 0.00 0.00 3,379.98 0.00 SES 0.00 0.00 50,249.82 0.00 Totals 0.00 281,470,205.92 5,428,655.27 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) 1A1 117,132,000.00 112,441,978.54 118,911.46 849,150.24 0.00 0.00 1AR 50.00 0.00 0.00 0.00 0.00 0.00 1AMR 25.00 0.00 0.00 0.00 0.00 0.00 1ALR 25.00 0.00 0.00 0.00 0.00 0.00 2A1 26,400,000.00 24,664,879.95 37,905.75 619,823.07 0.00 0.00 2A2 14,114,000.00 14,114,000.00 0.00 0.00 0.00 0.00 2A3 2,211,000.00 2,211,000.00 0.00 0.00 0.00 0.00 2A4 13,200,000.00 12,332,439.97 18,952.88 309,911.53 0.00 0.00 2A5 0.00 0.00 0.00 0.00 0.00 0.00 2A6 0.00 0.00 0.00 0.00 0.00 0.00 2A7 3,130,000.00 3,130,000.00 0.00 0.00 0.00 0.00 CBIO 0.00 0.00 0.00 0.00 0.00 0.00 3A1 29,837,000.00 28,349,286.29 28,125.95 1,113,955.25 0.00 0.00 3IO 0.00 0.00 0.00 0.00 0.00 0.00 4A1 36,738,000.00 35,279,750.77 138,649.30 217,040.64 0.00 0.00 5A1 35,655,000.00 33,988,121.48 131,909.90 348,721.98 0.00 0.00 15IO 0.00 0.00 0.00 0.00 0.00 0.00 PO 6,537,180.00 6,389,404.42 8,254.81 49,620.92 0.00 0.00 15B1 1,043,000.00 1,027,232.60 4,012.25 0.00 0.00 0.00 15B2 149,000.00 146,747.51 573.18 0.00 0.00 0.00 15B3 224,000.00 220,613.71 861.69 0.00 0.00 0.00 15B4 111,000.00 109,321.97 427.00 0.00 0.00 0.00 15B5 75,000.00 73,866.20 288.51 0.00 0.00 0.00 15B6 112,209.00 110,512.70 431.65 0.00 0.00 0.00 30B1 4,798,000.00 4,778,532.09 4,938.66 0.00 0.00 0.00 30B2 2,120,000.00 2,111,398.09 2,182.15 0.00 0.00 0.00 30B3 1,227,000.00 1,222,021.44 1,262.97 0.00 0.00 0.00 30B4 1,115,000.00 1,110,475.88 1,147.69 0.00 0.00 0.00 30B5 670,000.00 667,281.47 689.64 0.00 0.00 0.00 30B6 1,004,198.00 1,000,123.49 1,033.63 0.00 0.00 0.00 SES 0.00 0.00 0.00 0.00 0.00 0.00 Totals 297,602,687.00 285,478,988.57 500,559.07 3,508,223.63 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 1A1 968,061.70 111,473,916.84 0.95169481 968,061.70 1AR 0.00 0.00 0.00000000 0.00 1AMR 0.00 0.00 0.00000000 0.00 1ALR 0.00 0.00 0.00000000 0.00 2A1 657,728.82 24,007,151.13 0.90936179 657,728.82 2A2 0.00 14,114,000.00 1.00000000 0.00 2A3 0.00 2,211,000.00 1.00000000 0.00 2A4 328,864.41 12,003,575.57 0.90936179 328,864.41 2A5 0.00 0.00 0.00000000 0.00 2A6 0.00 0.00 0.00000000 0.00 2A7 0.00 3,130,000.00 1.00000000 0.00 CBIO 0.00 0.00 0.00000000 0.00 3A1 1,142,081.20 27,207,205.09 0.91186128 1,142,081.20 3IO 0.00 0.00 0.00000000 0.00 4A1 355,689.94 34,924,060.84 0.95062499 355,689.94 5A1 480,631.89 33,507,489.60 0.93976973 480,631.89 15IO 0.00 0.00 0.00000000 0.00 PO 57,875.72 6,331,528.69 0.96854128 57,875.72 15B1 4,012.25 1,023,220.35 0.98103581 4,012.25 15B2 573.18 146,174.34 0.98103584 573.18 15B3 861.69 219,752.02 0.98103580 861.69 15B4 427.00 108,894.98 0.98103586 427.00 15B5 288.51 73,577.69 0.98103587 288.51 15B6 431.65 110,081.06 0.98103592 431.65 30B1 4,938.66 4,773,593.43 0.99491318 4,938.66 30B2 2,182.15 2,109,215.94 0.99491318 2,182.15 30B3 1,262.97 1,220,758.47 0.99491318 1,262.97 30B4 1,147.69 1,109,328.19 0.99491317 1,147.69 30B5 689.64 666,591.83 0.99491318 689.64 30B6 1,033.63 999,089.86 0.99491321 1,033.63 SES 0.00 0.00 0.00000000 0.00 Totals 4,008,782.70 281,470,205.92 0.94579188 4,008,782.70
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion 1A1 117,132,000.00 959.95952037 1.01519192 7.24951542 0.00000000 1AR 50.00 0.00000000 0.00000000 0.00000000 0.00000000 1AMR 25.00 0.00000000 0.00000000 0.00000000 0.00000000 1ALR 25.00 0.00000000 0.00000000 0.00000000 0.00000000 2A1 26,400,000.00 934.27575568 1.43582386 23.47814659 0.00000000 2A2 14,114,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 2A3 2,211,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 2A4 13,200,000.00 934.27575530 1.43582424 23.47814621 0.00000000 2A5 0.00 0.00000000 0.00000000 0.00000000 0.00000000 2A6 0.00 0.00000000 0.00000000 0.00000000 0.00000000 2A7 3,130,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 CBIO 0.00 0.00000000 0.00000000 0.00000000 0.00000000 3A1 29,837,000.00 950.13862955 0.94265342 37.33469350 0.00000000 3IO 0.00 0.00000000 0.00000000 0.00000000 0.00000000 4A1 36,738,000.00 960.30678779 3.77400240 5.90779683 0.00000000 5A1 35,655,000.00 953.24979610 3.69961857 9.78045099 0.00000000 15IO 0.00 0.00000000 0.00000000 0.00000000 0.00000000 PO 6,537,180.00 977.39459828 1.26274785 7.59056963 0.00000000 15B1 1,043,000.00 984.88264621 3.84683605 0.00000000 0.00000000 15B2 149,000.00 984.88261745 3.84684564 0.00000000 0.00000000 15B3 224,000.00 984.88263393 3.84683036 0.00000000 0.00000000 15B4 111,000.00 984.88261261 3.84684685 0.00000000 0.00000000 15B5 75,000.00 984.88266667 3.84680000 0.00000000 0.00000000 15B6 112,209.00 984.88267430 3.84683938 0.00000000 0.00000000 30B1 4,798,000.00 995.94249479 1.02931638 0.00000000 0.00000000 30B2 2,120,000.00 995.94249528 1.02931604 0.00000000 0.00000000 30B3 1,227,000.00 995.94249389 1.02931540 0.00000000 0.00000000 30B4 1,115,000.00 995.94249327 1.02931839 0.00000000 0.00000000 30B5 670,000.00 995.94249254 1.02931343 0.00000000 0.00000000 30B6 1,004,198.00 995.94252329 1.02930896 0.00000000 0.00000000 30BIO 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 1A1 0.00000000 8.26470734 951.69481303 0.95169481 8.26470734 1AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1AMR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1ALR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2A1 0.00000000 24.91397045 909.36178523 0.90936179 24.91397045 2A2 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 2A3 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 2A4 0.00000000 24.91397045 909.36178561 0.90936179 24.91397045 2A5 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2A6 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2A7 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 CBIO 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 3A1 0.00000000 38.27734692 911.86128264 0.91186128 38.27734692 3IO 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 4A1 0.00000000 9.68179923 950.62498884 0.95062499 9.68179923 5A1 0.00000000 13.48006984 939.76972655 0.93976973 13.48006984 15IO 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 PO 0.00000000 8.85331596 968.54128080 0.96854128 8.85331596 15B1 0.00000000 3.84683605 981.03581016 0.98103581 3.84683605 15B2 0.00000000 3.84684564 981.03583893 0.98103584 3.84684564 15B3 0.00000000 3.84683036 981.03580357 0.98103580 3.84683036 15B4 0.00000000 3.84684685 981.03585586 0.98103586 3.84684685 15B5 0.00000000 3.84680000 981.03586667 0.98103587 3.84680000 15B6 0.00000000 3.84683938 981.03592403 0.98103592 3.84683938 30B1 0.00000000 1.02931638 994.91317841 0.99491318 1.02931638 30B2 0.00000000 1.02931604 994.91317925 0.99491318 1.02931604 30B3 0.00000000 1.02931540 994.91317848 0.99491318 1.02931540 30B4 0.00000000 1.02931839 994.91317489 0.99491317 1.02931839 30B5 0.00000000 1.02931343 994.91317910 0.99491318 1.02931343 30B6 0.00000000 1.02930896 994.91321433 0.99491321 1.02930896 30BIO 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 1A1 117,132,000.00 6.00000% 112,441,978.54 562,209.89 0.00 0.00 1AR 50.00 6.00000% 0.00 0.00 0.00 0.00 1AMR 25.00 6.00000% 0.00 0.00 0.00 0.00 1ALR 25.00 6.00000% 0.00 0.00 0.00 0.00 2A1 26,400,000.00 5.00000% 24,664,879.95 102,770.33 0.00 0.00 2A2 14,114,000.00 5.25000% 14,114,000.00 61,748.75 0.00 0.00 2A3 2,211,000.00 6.00000% 2,211,000.00 11,055.00 0.00 0.00 2A4 13,200,000.00 1.70000% 12,332,439.97 17,470.96 0.00 0.00 2A5 0.00 6.30000% 12,332,439.97 64,745.31 0.00 0.00 2A6 0.00 0.75000% 14,114,000.00 8,821.25 0.00 0.00 2A7 3,130,000.00 6.00000% 3,130,000.00 15,650.00 0.00 0.00 CBIO 0.00 0.24574% 60,510,297.99 12,391.41 0.00 0.00 3A1 29,837,000.00 6.00000% 28,349,286.29 141,746.43 0.00 0.00 3IO 0.00 0.22033% 9,594,976.89 1,761.72 0.00 0.00 4A1 36,738,000.00 4.75000% 35,279,750.77 139,649.01 0.00 0.00 5A1 35,655,000.00 5.50000% 33,988,121.48 155,778.89 0.00 0.00 15IO 0.00 0.32021% 45,614,027.18 12,171.64 0.00 0.00 PO 6,537,180.00 0.00000% 6,389,404.42 0.00 0.00 0.00 15B1 1,043,000.00 5.11961% 1,027,232.60 4,382.52 0.00 0.00 15B2 149,000.00 5.11961% 146,747.51 626.07 0.00 0.00 15B3 224,000.00 5.11961% 220,613.71 941.21 0.00 0.00 15B4 111,000.00 5.11961% 109,321.97 466.40 0.00 0.00 15B5 75,000.00 5.11961% 73,866.20 315.14 0.00 0.00 15B6 112,209.00 5.11961% 110,512.70 471.48 0.00 0.00 30B1 4,798,000.00 5.50000% 4,778,532.09 21,901.61 0.00 0.00 30B2 2,120,000.00 5.50000% 2,111,398.09 9,677.24 0.00 0.00 30B3 1,227,000.00 5.50000% 1,222,021.44 5,600.93 0.00 0.00 30B4 1,115,000.00 6.00000% 1,110,475.88 5,552.38 0.00 0.00 30B5 670,000.00 6.00000% 667,281.47 3,336.41 0.00 0.00 30B6 1,004,198.00 6.00000% 1,000,123.49 5,000.62 0.00 0.00 30BIO 0.00 0.50000% 8,111,951.62 3,379.98 0.00 0.00 SES 0.00 0.00000% 285,478,989.63 0.00 0.00 0.00 Totals 297,602,687.00 1,369,622.58 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 1A1 (0.04) 0.00 562,209.93 0.00 111,473,916.84 1AR 0.00 0.00 0.00 0.00 0.00 1AMR 0.00 0.00 0.00 0.00 0.00 1ALR 0.00 0.00 0.00 0.00 0.00 2A1 (0.01) 0.00 102,770.34 0.00 24,007,151.13 2A2 0.00 0.00 61,748.75 0.00 14,114,000.00 2A3 0.00 0.00 11,055.00 0.00 2,211,000.00 2A4 0.00 0.00 17,470.96 0.00 12,003,575.57 2A5 0.00 0.00 64,745.31 0.00 12,003,575.57 2A6 0.00 0.00 8,821.25 0.00 14,114,000.00 2A7 0.00 0.00 15,650.00 0.00 3,130,000.00 CBIO 0.00 0.00 12,391.41 0.00 59,303,709.00 3A1 (0.01) 0.00 141,746.44 0.00 27,207,205.09 3IO 0.00 0.00 1,761.72 0.00 8,939,044.80 4A1 (0.04) 0.00 139,649.05 0.00 34,924,060.84 5A1 (0.05) 0.00 155,778.94 0.00 33,507,489.60 15IO 0.00 0.00 12,171.64 0.00 45,300,807.28 PO 0.00 0.00 0.00 0.00 6,331,528.69 15B1 0.00 0.00 4,382.53 0.00 1,023,220.35 15B2 0.00 0.00 626.08 0.00 146,174.34 15B3 0.00 0.00 941.21 0.00 219,752.02 15B4 0.00 0.00 466.40 0.00 108,894.98 15B5 0.00 0.00 315.14 0.00 73,577.69 15B6 0.00 0.00 471.48 0.00 110,081.06 30B1 0.00 0.00 21,901.61 0.00 4,773,593.43 30B2 0.00 0.00 9,677.24 0.00 2,109,215.94 30B3 0.00 0.00 5,600.93 0.00 1,220,758.47 30B4 0.00 0.00 5,552.38 0.00 1,109,328.19 30B5 0.00 0.00 3,336.41 0.00 666,591.83 30B6 0.00 0.00 5,000.62 0.00 999,089.86 30BIO 0.00 0.00 3,379.98 0.00 8,103,567.83 SES 0.00 0.00 50,249.82 0.00 281,470,206.93 Totals (0.15) 0.00 1,419,872.57 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 1A1 117,132,000.00 6.00000% 959.95952037 4.79979758 0.00000000 0.00000000 1AR 50.00 6.00000% 0.00000000 0.00000000 0.00000000 0.00000000 1AMR 25.00 6.00000% 0.00000000 0.00000000 0.00000000 0.00000000 1ALR 25.00 6.00000% 0.00000000 0.00000000 0.00000000 0.00000000 2A1 26,400,000.00 5.00000% 934.27575568 3.89281553 0.00000000 0.00000000 2A2 14,114,000.00 5.25000% 1000.00000000 4.37500000 0.00000000 0.00000000 2A3 2,211,000.00 6.00000% 1000.00000000 5.00000000 0.00000000 0.00000000 2A4 13,200,000.00 1.70000% 934.27575530 1.32355758 0.00000000 0.00000000 2A5 0.00 6.30000% 934.27575530 4.90494773 0.00000000 0.00000000 2A6 0.00 0.75000% 1000.00000000 0.62500000 0.00000000 0.00000000 2A7 3,130,000.00 6.00000% 1000.00000000 5.00000000 0.00000000 0.00000000 CBIO 0.00 0.24574% 940.93275308 0.19268594 0.00000000 0.00000000 3A1 29,837,000.00 6.00000% 950.13862955 4.75069310 0.00000000 0.00000000 3IO 0.00 0.22033% 961.15991896 0.17647720 0.00000000 0.00000000 4A1 36,738,000.00 4.75000% 960.30678779 3.80121427 0.00000000 0.00000000 5A1 35,655,000.00 5.50000% 953.24979610 4.36906156 0.00000000 0.00000000 15IO 0.00 0.32021% 946.59896445 0.25259032 0.00000000 0.00000000 PO 6,537,180.00 0.00000% 977.39459828 0.00000000 0.00000000 0.00000000 15B1 1,043,000.00 5.11961% 984.88264621 4.20184084 0.00000000 0.00000000 15B2 149,000.00 5.11961% 984.88261745 4.20181208 0.00000000 0.00000000 15B3 224,000.00 5.11961% 984.88263393 4.20183036 0.00000000 0.00000000 15B4 111,000.00 5.11961% 984.88261261 4.20180180 0.00000000 0.00000000 15B5 75,000.00 5.11961% 984.88266667 4.20186667 0.00000000 0.00000000 15B6 112,209.00 5.11961% 984.88267430 4.20180199 0.00000000 0.00000000 30B1 4,798,000.00 5.50000% 995.94249479 4.56473739 0.00000000 0.00000000 30B2 2,120,000.00 5.50000% 995.94249528 4.56473585 0.00000000 0.00000000 30B3 1,227,000.00 5.50000% 995.94249389 4.56473513 0.00000000 0.00000000 30B4 1,115,000.00 6.00000% 995.94249327 4.97971300 0.00000000 0.00000000 30B5 670,000.00 6.00000% 995.94249254 4.97971642 0.00000000 0.00000000 30B6 1,004,198.00 6.00000% 995.94252329 4.97971516 0.00000000 0.00000000 30BIO 0.00 0.50000% 995.94249478 0.41497606 0.00000000 0.00000000 SES 0.00 0.00000% 959.26213396 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 1A1 (0.00000034) 0.00000000 4.79979792 0.00000000 951.69481303 1AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1AMR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1ALR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2A1 (0.00000038) 0.00000000 3.89281591 0.00000000 909.36178523 2A2 0.00000000 0.00000000 4.37500000 0.00000000 1000.00000000 2A3 0.00000000 0.00000000 5.00000000 0.00000000 1000.00000000 2A4 0.00000000 0.00000000 1.32355758 0.00000000 909.36178561 2A5 0.00000000 0.00000000 4.90494773 0.00000000 909.36178561 2A6 0.00000000 0.00000000 0.62500000 0.00000000 1000.00000000 2A7 0.00000000 0.00000000 5.00000000 0.00000000 1000.00000000 CBIO 0.00000000 0.00000000 0.19268594 0.00000000 922.17034176 3A1 (0.00000034) 0.00000000 4.75069343 0.00000000 911.86128264 3IO 0.00000000 0.00000000 0.17647720 0.00000000 895.45307655 4A1 (0.00000109) 0.00000000 3.80121536 0.00000000 950.62498884 5A1 (0.00000140) 0.00000000 4.36906296 0.00000000 939.76972655 15IO 0.00000000 0.00000000 0.25259032 0.00000000 940.09891060 PO 0.00000000 0.00000000 0.00000000 0.00000000 968.54128080 15B1 0.00000000 0.00000000 4.20185043 0.00000000 981.03581016 15B2 0.00000000 0.00000000 4.20187919 0.00000000 981.03583893 15B3 0.00000000 0.00000000 4.20183036 0.00000000 981.03580357 15B4 0.00000000 0.00000000 4.20180180 0.00000000 981.03585586 15B5 0.00000000 0.00000000 4.20186667 0.00000000 981.03586667 15B6 0.00000000 0.00000000 4.20180199 0.00000000 981.03592403 30B1 0.00000000 0.00000000 4.56473739 0.00000000 994.91317841 30B2 0.00000000 0.00000000 4.56473585 0.00000000 994.91317925 30B3 0.00000000 0.00000000 4.56473513 0.00000000 994.91317848 30B4 0.00000000 0.00000000 4.97971300 0.00000000 994.91317489 30B5 0.00000000 0.00000000 4.97971642 0.00000000 994.91317910 30B6 0.00000000 0.00000000 4.97971516 0.00000000 994.91321433 30BIO 0.00000000 0.00000000 0.41497606 0.00000000 994.91317741 SES 0.00000000 0.00000000 0.16884868 0.00000000 945.79188365 (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 CBIO-1 0.22330% 44,463,914.56 43,695,589.90 0.00 0.00 92.98663729% CBIO-2 0.30791% 16,046,383.43 15,608,119.10 0.00 0.00 90.12871682% 3IO-1 0.22033% 9,594,976.89 8,939,044.80 0.00 0.00 89.54530766% 15IO-1 0.37207% 29,561,420.95 29,434,120.90 0.00 0.00 95.18231390% 15IO-2 0.22469% 16,052,606.23 15,866,686.38 0.00 0.00 91.90972180% PO-1 0.00000% 0.00 0.00 2,939,950.01 2,926,164.68 97.47650269% PO-2 0.00000% 0.00 0.00 2,232,870.67 2,206,255.92 96.88973988% PO-3 0.00000% 0.00 0.00 841,129.31 829,690.95 94.71541685% PO-4 0.00000% 0.00 0.00 169,086.61 168,047.82 97.74484223% PO-5 0.00000% 0.00 0.00 206,367.81 201,369.32 95.76474617% 30BIO-1 0.50000% 4,778,532.09 4,773,593.43 0.00 0.00 99.49131784% 30BIO-2 0.50000% 2,111,398.09 2,109,215.94 0.00 0.00 99.49131792% 30BIO-3 0.50000% 1,222,021.44 1,220,758.47 0.00 0.00 99.49131785% SES-1 0.00000% 121,546,484.03 120,558,117.76 0.00 0.00 95.43539326% SES-2 0.00000% 61,833,623.86 60,817,244.79 0.00 0.00 94.30059777% SES-3 0.00000% 30,767,259.73 29,612,175.75 0.00 0.00 91.68993426% SES-4 0.00000% 36,305,121.27 35,945,027.35 0.00 0.00 95.14433373% SES-5 0.00000% 35,026,500.74 34,537,641.28 0.00 0.00 94.08253986%
CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 5,442,334.44 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 5,442,334.44 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 13,679.17 Payment of Interest and Principal 5,428,655.27 Total Withdrawals (Pool Distribution Amount) 5,442,334.44 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 11,894.93 Trustee Fee 1,784.24 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 13,679.17
LOAN STATUS STRATIFICATION/CREDIT ENHANCEMENT STATEMENT DELINQUENCY STATUS DELINQUENT BANKRUPTCY FORECLOSURE REO Total No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 1 0 0 1 488,082.90 0.00 0.00 488,082.90 30 Days 9 0 0 0 9 985,460.38 0.00 0.00 0.00 985,460.38 60 Days 1 0 0 0 1 213,331.30 0.00 0.00 0.00 213,331.30 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 10 1 0 0 11 1,198,791.68 488,082.90 0.00 0.00 1,686,874.58 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 0.047710% 0.000000% 0.000000% 0.047710% 0.173145% 0.000000% 0.000000% 0.173145% 30 Days 0.429389% 0.000000% 0.000000% 0.000000% 0.429389% 0.349588% 0.000000% 0.000000% 0.000000% 0.349588% 60 Days 0.047710% 0.000000% 0.000000% 0.000000% 0.047710% 0.075678% 0.000000% 0.000000% 0.000000% 0.075678% 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 0.477099% 0.047710% 0.000000% 0.000000% 0.524809% 0.425266% 0.173145% 0.000000% 0.000000% 0.598411%
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 5 0 0 0 5 385,734.97 0.00 0.00 0.00 385,734.97 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 5 0 0 0 5 385,734.97 0.00 0.00 0.00 385,734.97 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.513875% 0.000000% 0.000000% 0.000000% 0.513875% 0.319660% 0.000000% 0.000000% 0.000000% 0.319660% 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 0.513875% 0.000000% 0.000000% 0.000000% 0.513875% 0.319660% 0.000000% 0.000000% 0.000000% 0.319660% 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 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 1 0 0 0 1 260,570.36 0.00 0.00 0.00 260,570.36 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 1 260,570.36 0.00 0.00 0.00 260,570.36 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.262467% 0.000000% 0.000000% 0.000000% 0.262467% 0.428098% 0.000000% 0.000000% 0.000000% 0.428098% 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 0.262467% 0.000000% 0.000000% 0.000000% 0.262467% 0.428098% 0.000000% 0.000000% 0.000000% 0.428098% 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 1 0 0 1 488,082.90 0.00 0.00 488,082.90 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 1 0 0 1 0.00 488,082.90 0.00 0.00 488,082.90 0-29 Days 1.886792% 0.000000% 0.000000% 1.886792% 1.646779% 0.000000% 0.000000% 1.646779% 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% 1.886792% 0.000000% 0.000000% 1.886792% 0.000000% 1.646779% 0.000000% 0.000000% 1.646779% 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 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 1 0 0 0 1 193,167.97 0.00 0.00 0.00 193,167.97 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 1 193,167.97 0.00 0.00 0.00 193,167.97 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.327869% 0.000000% 0.000000% 0.000000% 0.327869% 0.535693% 0.000000% 0.000000% 0.000000% 0.535693% 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 0.327869% 0.000000% 0.000000% 0.000000% 0.327869% 0.535693% 0.000000% 0.000000% 0.000000% 0.535693% 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 2 145,987.08 0.00 0.00 0.00 145,987.08 60 Days 1 0 0 0 1 213,331.30 0.00 0.00 0.00 213,331.30 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 3 359,318.38 0.00 0.00 0.00 359,318.38 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.520833% 0.000000% 0.000000% 0.000000% 0.520833% 0.421240% 0.000000% 0.000000% 0.000000% 0.421240% 60 Days 0.260417% 0.000000% 0.000000% 0.000000% 0.260417% 0.615559% 0.000000% 0.000000% 0.000000% 0.615559% 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 0.781250% 0.000000% 0.000000% 0.000000% 0.781250% 1.036798% 0.000000% 0.000000% 0.000000% 1.036798%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 8,337.28
COLLATERAL STATEMENT Collateral Description Mixed Fixed & Arm Weighted Average Gross Coupon 6.014657% Weighted Average Pass-Through Rate 5.757157% Weighted Average Maturity(Stepdown Calculation ) 351 Beginning Scheduled Collateral Loan Count 2,116 Number Of Loans Paid In Full 20 Ending Scheduled Collateral Loan Count 2,096 Beginning Scheduled Collateral Balance 285,478,989.63 Ending Scheduled Collateral Balance 281,470,206.93 Ending Actual Collateral Balance at 30-Jun-2004 281,892,087.14 Monthly P &I Constant 1,931,440.88 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 5,183,152.81 Class AP Deferred Amount 0.00 Ending Scheduled Balance for Premium Loans 281,470,206.93 Scheduled Principal 500,559.07 Unscheduled Principal 3,508,223.63
Group Level Collateral Statement Group 1 - 30 Year Fixed 2 - 30 Year Fixed 3 - 30 Year Fixed Collateral Description Fixed 15/30 & ARM Fixed 15/30 & ARM Fixed 15/30 & ARM Weighted Average Coupon Rate 6.194060 6.120742 6.162181 Weighted Average Net Rate 5.944060 5.870742 5.912182 Weighted Average Maturity 348 354 354 Beginning Loan Count 980 386 55 Loans Paid In Full 7 5 2 Ending Loan Count 973 381 53 Beginning Scheduled Balance 121,546,484.03 61,833,623.86 30,767,259.73 Ending scheduled Balance 120,558,117.76 60,817,244.79 29,612,175.75 Record Date 06/30/2004 06/30/2004 06/30/2004 Principal And Interest Constant 756,330.70 377,808.38 188,559.22 Scheduled Principal 128,942.17 62,418.66 30,564.71 Unscheduled Principal 859,424.10 953,960.41 1,124,519.27 Scheduled Interest 627,388.53 315,389.72 157,994.51 Servicing Fees 25,322.18 12,882.02 6,409.82 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 759.66 386.46 192.29 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 601,306.69 302,121.24 151,392.40 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 5.936560 5.863242 5.904681
Group Level Collateral Statement Group 4 - 15 Year Fixed 5 - 15 Year Fixed Total Collateral Description Fixed 15/30 & ARM Fixed 15/30 & ARM Mixed Fixed & Arm Weighted Average Coupon Rate 5.288340 5.828074 6.014657 Weighted Average Net Rate 5.038340 5.578075 5.764657 Weighted Average Maturity 172 170 351 Beginning Loan Count 306 389 2,116 Loans Paid In Full 1 5 20 Ending Loan Count 305 384 2,096 Beginning Scheduled Balance 36,305,121.27 35,026,500.74 285,478,989.63 Ending scheduled Balance 35,945,027.35 34,537,641.28 281,470,206.93 Record Date 06/30/2004 06/30/2004 06/30/2004 Principal And Interest Constant 302,707.26 306,035.32 1,931,440.88 Scheduled Principal 142,712.41 135,921.12 500,559.07 Unscheduled Principal 217,381.51 352,938.34 3,508,223.63 Scheduled Interest 159,994.85 170,114.20 1,430,881.81 Servicing Fees 7,563.57 7,297.17 59,474.76 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 226.91 218.92 1,784.24 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 152,204.37 162,598.11 1,369,622.81 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 5.030840 5.570574 5.757157
Miscellaneous Reporting Group 1 - 30 Year Fixed CPR 8.170912% Subordinate Percentage 5.197484% Subordinate Prepayment Percentage 0.000000% Recoveries 0.00 Senior Prepayment Percentage 100.000000% Senior Percentage 94.802516% Group 2 - 30 Year Fixed CPR 17.036322% Subordinate Percentage 5.282538% Subordinate Prepayment Percentage 0.000000% Recoveries 0.00 Senior Prepayment Percentage 100.000000% Senior Percentage 94.717462% Group 3 - 30 Year Fixed CPR 36.062183% Subordinate Percentage 5.269120% Subordinate Prepayment Percentage 0.000000% Recoveries 0.00 Senior Prepayment Percentage 100.000000% Senior Percentage 94.730880%
Miscellaneous Reporting Group 4 - 15 Year Fixed CPR 6.979730% Subordinate Percentage 2.369610% Subordinate Prepayment Percentage 0.000000% Recoveries 0.00 Senior Prepayment Percentage 100.000000% Senior Percentage 97.630390% Group 5 - 15 Year Fixed CPR 11.485610% Subordinate Percentage 2.389455% Subordinate Prepayment Percentage 0.000000% Recoveries 0.00 Senior Prepayment Percentage 100.000000% Senior Percentage 97.610545%
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