-----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, SRLzNRcJw7EltKVBqnlfL1iC+HFCl/W/QxtfyQ3izxVNIZvXqkPy8FD5YbGHFgY2 rZhZ+jZZqepRMkb8heUAGg== 0001056404-04-002828.txt : 20040903 0001056404-04-002828.hdr.sgml : 20040903 20040903083912 ACCESSION NUMBER: 0001056404-04-002828 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: 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: 041015209 BUSINESS ADDRESS: STREET 1: 201 NORTH TRYON ST CITY: CHARLOTTE STATE: NC ZIP: 28255 8-K 1 baa04002_aug.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 2004-2 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) 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 2004-2 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 2004-2 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 2004-2 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: 9/2/04 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 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: 2004-2 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% 111,473,916.84 557,369.65 2,053,478.90 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% 24,007,151.13 100,029.81 577,403.56 2A2 05948KMB2 SEQ 5.25000% 14,114,000.00 61,748.76 0.00 2A3 05948KMC0 SEQ 6.00000% 2,211,000.00 11,055.00 0.00 2A4 05948KMD8 SEQ 1.85000% 12,003,575.57 18,505.51 288,701.78 2A5 05948KME6 IO 6.15000% 0.00 61,518.33 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 0.24430% 0.00 12,073.09 0.00 3A1 05948KMJ5 SEQ 6.00000% 27,207,205.09 136,036.04 27,637.45 3IO 05948KMK2 IO 0.22778% 0.00 1,696.76 0.00 4A1 05948KML0 SEQ 4.75000% 34,924,060.84 138,241.12 221,114.70 5A1 05948KMM8 SEQ 5.50000% 33,507,489.60 153,576.05 461,841.23 15IO 05948KMN6 IO 0.32014% 0.00 12,085.68 0.00 PO 05948KMP1 PO 0.00000% 6,331,528.69 0.00 67,334.98 15B1 05948KMU0 SUB 5.11962% 1,023,220.35 4,365.42 4,035.78 15B2 05948KMV8 SUB 5.11962% 146,174.34 623.63 576.54 15B3 05948KMW6 SUB 5.11962% 219,752.02 937.54 866.74 15B4 05948KNB1 SUB 5.11962% 108,894.98 464.58 429.50 15B5 05948KNC9 SUB 5.11962% 73,577.69 313.91 290.20 15B6 05948KND7 SUB 5.11962% 110,081.06 469.64 434.18 30B1 05948KMR7 SUB 5.50000% 4,773,593.43 21,878.97 4,975.24 30B2 05948KMS5 SUB 5.50000% 2,109,215.94 9,667.24 2,198.32 30B3 05948KMT3 SUB 5.50000% 1,220,758.47 5,595.14 1,272.33 30B4 05948KMY2 SUB 6.00000% 1,109,328.19 5,546.64 1,156.19 30B5 05948KMZ9 SUB 6.00000% 666,591.83 3,332.96 694.75 30B6 05948KNA3 SUB 6.00000% 999,089.86 4,995.45 1,041.29 30BIO 05948KMQ9 IO 0.50000% 0.00 3,376.49 0.00 SES 05948KMX4 IO 0.00000% 0.00 49,921.03 0.00 Totals 281,470,205.92 1,399,895.69 3,715,483.66
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses 1A1 0.00 109,420,437.94 2,610,848.55 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 23,429,747.57 677,433.37 0.00 2A2 0.00 14,114,000.00 61,748.76 0.00 2A3 0.00 2,211,000.00 11,055.00 0.00 2A4 0.00 11,714,873.78 307,207.29 0.00 2A5 0.00 0.00 61,518.33 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 12,073.09 0.00 3A1 0.00 27,179,567.64 163,673.49 0.00 3IO 0.00 0.00 1,696.76 0.00 4A1 0.00 34,702,946.14 359,355.82 0.00 5A1 0.00 33,045,648.37 615,417.28 0.00 15IO 0.00 0.00 12,085.68 0.00 PO 0.00 6,264,193.71 67,334.98 0.00 15B1 0.00 1,019,184.58 8,401.20 0.00 15B2 0.00 145,597.80 1,200.17 0.00 15B3 0.00 218,885.28 1,804.28 0.00 15B4 0.00 108,465.47 894.08 0.00 15B5 0.00 73,287.48 604.11 0.00 15B6 0.00 109,646.88 903.82 0.00 30B1 0.00 4,768,618.18 26,854.21 0.00 30B2 0.00 2,107,017.62 11,865.56 0.00 30B3 0.00 1,219,486.14 6,867.47 0.00 30B4 0.00 1,108,172.00 6,702.83 0.00 30B5 0.00 665,897.08 4,027.71 0.00 30B6 0.00 998,048.57 6,036.74 0.00 30BIO 0.00 0.00 3,376.49 0.00 SES 0.00 0.00 49,921.03 0.00 Totals 0.00 277,754,722.23 5,115,379.35 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 117,132,000.00 111,473,916.84 118,882.07 1,934,596.83 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 24,007,151.13 37,585.43 539,818.13 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 12,003,575.57 18,792.72 269,909.06 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 27,207,205.09 27,182.37 455.08 0.00 0.00 3IO 0.00 0.00 0.00 0.00 0.00 0.00 4A1 36,738,000.00 34,924,060.84 138,513.35 82,601.34 0.00 0.00 5A1 35,655,000.00 33,507,489.60 131,403.67 330,437.56 0.00 0.00 15IO 0.00 0.00 0.00 0.00 0.00 0.00 PO 6,537,180.00 6,331,528.69 8,251.63 59,083.35 0.00 0.00 15B1 1,043,000.00 1,023,220.35 4,035.78 0.00 0.00 0.00 15B2 149,000.00 146,174.34 576.54 0.00 0.00 0.00 15B3 224,000.00 219,752.02 866.74 0.00 0.00 0.00 15B4 111,000.00 108,894.98 429.50 0.00 0.00 0.00 15B5 75,000.00 73,577.69 290.20 0.00 0.00 0.00 15B6 112,209.00 110,081.06 434.18 0.00 0.00 0.00 30B1 4,798,000.00 4,773,593.43 4,975.24 0.00 0.00 0.00 30B2 2,120,000.00 2,109,215.94 2,198.32 0.00 0.00 0.00 30B3 1,227,000.00 1,220,758.47 1,272.33 0.00 0.00 0.00 30B4 1,115,000.00 1,109,328.19 1,156.19 0.00 0.00 0.00 30B5 670,000.00 666,591.83 694.75 0.00 0.00 0.00 30B6 1,004,198.00 999,089.86 1,041.29 0.00 0.00 0.00 SES 0.00 0.00 0.00 0.00 0.00 0.00 Totals 297,602,687.00 281,470,205.92 498,582.30 3,216,901.35 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 2,053,478.90 109,420,437.94 0.93416349 2,053,478.90 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 577,403.56 23,429,747.57 0.88749044 577,403.56 2A2 0.00 14,114,000.00 1.00000000 0.00 2A3 0.00 2,211,000.00 1.00000000 0.00 2A4 288,701.78 11,714,873.78 0.88749044 288,701.78 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 27,637.45 27,179,567.64 0.91093500 27,637.45 3IO 0.00 0.00 0.00000000 0.00 4A1 221,114.70 34,702,946.14 0.94460630 221,114.70 5A1 461,841.23 33,045,648.37 0.92681667 461,841.23 15IO 0.00 0.00 0.00000000 0.00 PO 67,334.98 6,264,193.71 0.95824097 67,334.98 15B1 4,035.78 1,019,184.58 0.97716642 4,035.78 15B2 576.54 145,597.80 0.97716644 576.54 15B3 866.74 218,885.28 0.97716643 866.74 15B4 429.50 108,465.47 0.97716640 429.50 15B5 290.20 73,287.48 0.97716640 290.20 15B6 434.18 109,646.88 0.97716654 434.18 30B1 4,975.24 4,768,618.18 0.99387624 4,975.24 30B2 2,198.32 2,107,017.62 0.99387624 2,198.32 30B3 1,272.33 1,219,486.14 0.99387623 1,272.33 30B4 1,156.19 1,108,172.00 0.99387623 1,156.19 30B5 694.75 665,897.08 0.99387624 694.75 30B6 1,041.29 998,048.57 0.99387628 1,041.29 SES 0.00 0.00 0.00000000 0.00 Totals 3,715,483.66 277,754,722.23 0.93330717 3,715,483.66
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion 1A1 117,132,000.00 951.69481303 1.01494101 16.51638177 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 26,400,000.00 909.36178523 1.42369053 20.44765644 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 13,200,000.00 909.36178561 1.42369091 20.44765606 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 29,837,000.00 911.86128264 0.91102892 0.01525220 0.00000000 3IO 0.00 0.00000000 0.00000000 0.00000000 0.00000000 4A1 36,738,000.00 950.62498884 3.77030187 2.24838968 0.00000000 5A1 35,655,000.00 939.76972655 3.68542056 9.26763596 0.00000000 15IO 0.00 0.00000000 0.00000000 0.00000000 0.00000000 PO 6,537,180.00 968.54128080 1.26226140 9.03804852 0.00000000 15B1 1,043,000.00 981.03581016 3.86939597 0.00000000 0.00000000 15B2 149,000.00 981.03583893 3.86939597 0.00000000 0.00000000 15B3 224,000.00 981.03580357 3.86937500 0.00000000 0.00000000 15B4 111,000.00 981.03585586 3.86936937 0.00000000 0.00000000 15B5 75,000.00 981.03586667 3.86933333 0.00000000 0.00000000 15B6 112,209.00 981.03592403 3.86938659 0.00000000 0.00000000 30B1 4,798,000.00 994.91317841 1.03694039 0.00000000 0.00000000 30B2 2,120,000.00 994.91317925 1.03694340 0.00000000 0.00000000 30B3 1,227,000.00 994.91317848 1.03694377 0.00000000 0.00000000 30B4 1,115,000.00 994.91317489 1.03694170 0.00000000 0.00000000 30B5 670,000.00 994.91317910 1.03694030 0.00000000 0.00000000 30B6 1,004,198.00 994.91321433 1.03693694 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 17.53132278 934.16349025 0.93416349 17.53132278 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 21.87134697 887.49043826 0.88749044 21.87134697 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 21.87134697 887.49043788 0.88749044 21.87134697 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 0.92628113 910.93500151 0.91093500 0.92628113 3IO 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 4A1 0.00000000 6.01869182 944.60629702 0.94460630 6.01869182 5A1 0.00000000 12.95305651 926.81667003 0.92681667 12.95305651 15IO 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 PO 0.00000000 10.30030992 958.24097088 0.95824097 10.30030992 15B1 0.00000000 3.86939597 977.16642378 0.97716642 3.86939597 15B2 0.00000000 3.86939597 977.16644295 0.97716644 3.86939597 15B3 0.00000000 3.86937500 977.16642857 0.97716643 3.86937500 15B4 0.00000000 3.86936937 977.16639640 0.97716640 3.86936937 15B5 0.00000000 3.86933333 977.16640000 0.97716640 3.86933333 15B6 0.00000000 3.86938659 977.16653744 0.97716654 3.86938659 30B1 0.00000000 1.03694039 993.87623593 0.99387624 1.03694039 30B2 0.00000000 1.03694340 993.87623585 0.99387624 1.03694340 30B3 0.00000000 1.03694377 993.87623472 0.99387623 1.03694377 30B4 0.00000000 1.03694170 993.87623318 0.99387623 1.03694170 30B5 0.00000000 1.03694030 993.87623881 0.99387624 1.03694030 30B6 0.00000000 1.03693694 993.87627739 0.99387628 1.03693694 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% 111,473,916.84 557,369.58 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% 24,007,151.13 100,029.80 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 1.85000% 12,003,575.57 18,505.51 0.00 0.00 2A5 0.00 6.15000% 12,003,575.57 61,518.32 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 0.24430% 59,303,709.00 12,073.09 0.00 0.00 3A1 29,837,000.00 6.00000% 27,207,205.09 136,036.03 0.00 0.00 3IO 0.00 0.22778% 8,939,044.80 1,696.76 0.00 0.00 4A1 36,738,000.00 4.75000% 34,924,060.84 138,241.07 0.00 0.00 5A1 35,655,000.00 5.50000% 33,507,489.60 153,575.99 0.00 0.00 15IO 0.00 0.32014% 45,300,807.28 12,085.68 0.00 0.00 PO 6,537,180.00 0.00000% 6,331,528.69 0.00 0.00 0.00 15B1 1,043,000.00 5.11962% 1,023,220.35 4,365.41 0.00 0.00 15B2 149,000.00 5.11962% 146,174.34 623.63 0.00 0.00 15B3 224,000.00 5.11962% 219,752.02 937.54 0.00 0.00 15B4 111,000.00 5.11962% 108,894.98 464.58 0.00 0.00 15B5 75,000.00 5.11962% 73,577.69 313.91 0.00 0.00 15B6 112,209.00 5.11962% 110,081.06 469.64 0.00 0.00 30B1 4,798,000.00 5.50000% 4,773,593.43 21,878.97 0.00 0.00 30B2 2,120,000.00 5.50000% 2,109,215.94 9,667.24 0.00 0.00 30B3 1,227,000.00 5.50000% 1,220,758.47 5,595.14 0.00 0.00 30B4 1,115,000.00 6.00000% 1,109,328.19 5,546.64 0.00 0.00 30B5 670,000.00 6.00000% 666,591.83 3,332.96 0.00 0.00 30B6 1,004,198.00 6.00000% 999,089.86 4,995.45 0.00 0.00 30BIO 0.00 0.50000% 8,103,567.83 3,376.49 0.00 0.00 SES 0.00 0.00000% 281,470,206.93 0.00 0.00 0.00 Totals 297,602,687.00 1,349,974.43 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 (0.07) 0.00 557,369.65 0.00 109,420,437.94 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) 0.00 100,029.81 0.00 23,429,747.57 2A2 (0.01) 0.00 61,748.76 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 18,505.51 0.00 11,714,873.78 2A5 (0.01) 0.00 61,518.33 0.00 11,714,873.78 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 12,073.09 0.00 57,927,196.36 3A1 (0.02) 0.00 136,036.04 0.00 27,179,567.64 3IO 0.00 0.00 1,696.76 0.00 8,930,640.15 4A1 (0.05) 0.00 138,241.12 0.00 34,702,946.14 5A1 (0.05) 0.00 153,576.05 0.00 33,045,648.37 15IO 0.00 0.00 12,085.68 0.00 44,976,644.85 PO 0.00 0.00 0.00 0.00 6,264,193.71 15B1 0.00 0.00 4,365.42 0.00 1,019,184.58 15B2 0.00 0.00 623.63 0.00 145,597.80 15B3 0.00 0.00 937.54 0.00 218,885.28 15B4 0.00 0.00 464.58 0.00 108,465.47 15B5 0.00 0.00 313.91 0.00 73,287.48 15B6 0.00 0.00 469.64 0.00 109,646.88 30B1 0.00 0.00 21,878.97 0.00 4,768,618.18 30B2 0.00 0.00 9,667.24 0.00 2,107,017.62 30B3 0.00 0.00 5,595.14 0.00 1,219,486.14 30B4 0.00 0.00 5,546.64 0.00 1,108,172.00 30B5 0.00 0.00 3,332.96 0.00 665,897.08 30B6 0.00 0.00 4,995.45 0.00 998,048.57 30BIO 0.00 0.00 3,376.49 0.00 8,095,121.95 SES 0.00 0.00 49,921.03 0.00 277,754,723.25 Totals (0.22) 0.00 1,399,895.69 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% 951.69481303 4.75847403 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% 909.36178523 3.78900758 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 1.85000% 909.36178561 1.40193258 0.00000000 0.00000000 2A5 0.00 6.15000% 909.36178561 4.66047879 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 0.24430% 922.17034176 0.18773607 0.00000000 0.00000000 3A1 29,837,000.00 6.00000% 911.86128264 4.55930657 0.00000000 0.00000000 3IO 0.00 0.22778% 895.45307655 0.16996995 0.00000000 0.00000000 4A1 36,738,000.00 4.75000% 950.62498884 3.76289047 0.00000000 0.00000000 5A1 35,655,000.00 5.50000% 939.76972655 4.30727780 0.00000000 0.00000000 15IO 0.00 0.32014% 940.09891060 0.25080645 0.00000000 0.00000000 PO 6,537,180.00 0.00000% 968.54128080 0.00000000 0.00000000 0.00000000 15B1 1,043,000.00 5.11962% 981.03581016 4.18543624 0.00000000 0.00000000 15B2 149,000.00 5.11962% 981.03583893 4.18543624 0.00000000 0.00000000 15B3 224,000.00 5.11962% 981.03580357 4.18544643 0.00000000 0.00000000 15B4 111,000.00 5.11962% 981.03585586 4.18540541 0.00000000 0.00000000 15B5 75,000.00 5.11962% 981.03586667 4.18546667 0.00000000 0.00000000 15B6 112,209.00 5.11962% 981.03592403 4.18540402 0.00000000 0.00000000 30B1 4,798,000.00 5.50000% 994.91317841 4.56001876 0.00000000 0.00000000 30B2 2,120,000.00 5.50000% 994.91317925 4.56001887 0.00000000 0.00000000 30B3 1,227,000.00 5.50000% 994.91317848 4.56001630 0.00000000 0.00000000 30B4 1,115,000.00 6.00000% 994.91317489 4.97456502 0.00000000 0.00000000 30B5 670,000.00 6.00000% 994.91317910 4.97456716 0.00000000 0.00000000 30B6 1,004,198.00 6.00000% 994.91321433 4.97456677 0.00000000 0.00000000 30BIO 0.00 0.50000% 994.91317741 0.41454758 0.00000000 0.00000000 SES 0.00 0.00000% 945.79188365 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 (0.00000060) 0.00000000 4.75847463 0.00000000 934.16349025 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 3.78900795 0.00000000 887.49043826 2A2 (0.00000071) 0.00000000 4.37500071 0.00000000 1000.00000000 2A3 0.00000000 0.00000000 5.00000000 0.00000000 1000.00000000 2A4 0.00000000 0.00000000 1.40193258 0.00000000 887.49043788 2A5 (0.00000076) 0.00000000 4.66047955 0.00000000 887.49043788 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 0.18773607 0.00000000 900.76562436 3A1 (0.00000067) 0.00000000 4.55930690 0.00000000 910.93500151 3IO 0.00000000 0.00000000 0.16996995 0.00000000 894.61115553 4A1 (0.00000136) 0.00000000 3.76289183 0.00000000 944.60629702 5A1 (0.00000140) 0.00000000 4.30727948 0.00000000 926.81667003 15IO 0.00000000 0.00000000 0.25080645 0.00000000 933.37177337 PO 0.00000000 0.00000000 0.00000000 0.00000000 958.24097088 15B1 0.00000000 0.00000000 4.18544583 0.00000000 977.16642378 15B2 0.00000000 0.00000000 4.18543624 0.00000000 977.16644295 15B3 0.00000000 0.00000000 4.18544643 0.00000000 977.16642857 15B4 0.00000000 0.00000000 4.18540541 0.00000000 977.16639640 15B5 0.00000000 0.00000000 4.18546667 0.00000000 977.16640000 15B6 0.00000000 0.00000000 4.18540402 0.00000000 977.16653744 30B1 0.00000000 0.00000000 4.56001876 0.00000000 993.87623593 30B2 0.00000000 0.00000000 4.56001887 0.00000000 993.87623585 30B3 0.00000000 0.00000000 4.56001630 0.00000000 993.87623472 30B4 0.00000000 0.00000000 4.97456502 0.00000000 993.87623318 30B5 0.00000000 0.00000000 4.97456716 0.00000000 993.87623881 30B6 0.00000000 0.00000000 4.97456677 0.00000000 993.87627739 30BIO 0.00000000 0.00000000 0.41454758 0.00000000 993.87623696 SES 0.00000000 0.00000000 0.16774388 0.00000000 933.30717223 (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 0.22178% 43,695,589.90 42,934,298.58 0.00 0.00 91.36656716% CBIO-2 0.30733% 15,608,119.10 14,992,897.78 0.00 0.00 86.57613577% 3IO-1 0.22778% 8,939,044.80 8,930,640.15 0.00 0.00 89.46111555% 15IO-1 0.37208% 29,434,120.90 29,236,402.53 0.00 0.00 94.54294397% 15IO-2 0.22380% 15,866,686.38 15,740,242.32 0.00 0.00 91.17727912% PO-1 0.00000% 0.00 0.00 2,926,164.68 2,874,736.07 95.76331099% PO-2 0.00000% 0.00 0.00 2,206,255.92 2,198,681.75 96.55711330% PO-3 0.00000% 0.00 0.00 829,690.95 828,795.17 94.61315688% PO-4 0.00000% 0.00 0.00 168,047.82 167,324.65 97.32421114% PO-5 0.00000% 0.00 0.00 201,369.32 194,656.07 92.57214124% 30BIO-1 0.50000% 4,773,593.43 4,768,618.18 0.00 0.00 99.38762359% 30BIO-2 0.50000% 2,109,215.94 2,107,017.62 0.00 0.00 99.38762358% 30BIO-3 0.50000% 1,220,758.47 1,219,486.14 0.00 0.00 99.38762347% SES-1 0.00000% 120,558,117.76 118,446,642.97 0.00 0.00 93.76392202% SES-2 0.00000% 60,817,244.79 59,940,368.27 0.00 0.00 92.94095084% SES-3 0.00000% 29,612,175.75 29,582,068.68 0.00 0.00 91.59671196% SES-4 0.00000% 35,945,027.35 35,719,806.70 0.00 0.00 94.54818817% SES-5 0.00000% 34,537,641.28 34,065,836.63 0.00 0.00 92.79731660%
CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 5,128,866.46 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 5,128,866.46 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 13,487.11 Payment of Interest and Principal 5,115,379.35 Total Withdrawals (Pool Distribution Amount) 5,128,866.46 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 11,727.93 Trustee Fee 1,759.18 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 13,487.11
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 1 487,618.87 0.00 0.00 487,618.87 30 Days 11 0 0 0 11 1,544,281.43 0.00 0.00 0.00 1,544,281.43 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 11 1 0 0 12 1,544,281.43 487,618.87 0.00 0.00 2,031,900.30 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 0.048216% 0.000000% 0.000000% 0.048216% 0.175300% 0.000000% 0.000000% 0.175300% 30 Days 0.530376% 0.000000% 0.000000% 0.000000% 0.530376% 0.555174% 0.000000% 0.000000% 0.000000% 0.555174% 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 0.530376% 0.048216% 0.000000% 0.000000% 0.578592% 0.555174% 0.175300% 0.000000% 0.000000% 0.730474%
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 3 0 0 0 3 420,552.46 0.00 0.00 0.00 420,552.46 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 3 0 0 0 3 420,552.46 0.00 0.00 0.00 420,552.46 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.312826% 0.000000% 0.000000% 0.000000% 0.312826% 0.354732% 0.000000% 0.000000% 0.000000% 0.354732% 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 0.312826% 0.000000% 0.000000% 0.000000% 0.312826% 0.354732% 0.000000% 0.000000% 0.000000% 0.354732% 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 3 0 0 0 3 515,521.46 0.00 0.00 0.00 515,521.46 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 3 0 0 0 3 515,521.46 0.00 0.00 0.00 515,521.46 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.797872% 0.000000% 0.000000% 0.000000% 0.797872% 0.859374% 0.000000% 0.000000% 0.000000% 0.859374% 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 0.797872% 0.000000% 0.000000% 0.000000% 0.797872% 0.859374% 0.000000% 0.000000% 0.000000% 0.859374% 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 1 487,618.87 0.00 0.00 487,618.87 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 0.00 487,618.87 0.00 0.00 487,618.87 0-29 Days 1.886792% 0.000000% 0.000000% 1.886792% 1.647133% 0.000000% 0.000000% 1.647133% 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% 1.647133% 0.000000% 0.000000% 1.647133% 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 3 0 0 0 3 433,550.68 0.00 0.00 0.00 433,550.68 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 3 0 0 0 3 433,550.68 0.00 0.00 0.00 433,550.68 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.986842% 0.000000% 0.000000% 0.000000% 0.986842% 1.209861% 0.000000% 0.000000% 0.000000% 1.209861% 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 0.986842% 0.000000% 0.000000% 0.000000% 0.986842% 1.209861% 0.000000% 0.000000% 0.000000% 1.209861% 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 2 174,656.83 0.00 0.00 0.00 174,656.83 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 2 0 0 0 2 174,656.83 0.00 0.00 0.00 174,656.83 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.523560% 0.000000% 0.000000% 0.000000% 0.523560% 0.510992% 0.000000% 0.000000% 0.000000% 0.510992% 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 0.523560% 0.000000% 0.000000% 0.000000% 0.523560% 0.510992% 0.000000% 0.000000% 0.000000% 0.510992%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 10,442.17
COLLATERAL STATEMENT Collateral Description Mixed Fixed & Arm Weighted Average Gross Coupon 6.012886% Weighted Average Pass-Through Rate 5.755386% Weighted Average Maturity(Stepdown Calculation ) 350 Beginning Scheduled Collateral Loan Count 2,096 Number Of Loans Paid In Full 22 Ending Scheduled Collateral Loan Count 2,074 Beginning Scheduled Collateral Balance 281,470,206.93 Ending Scheduled Collateral Balance 277,754,723.25 Ending Actual Collateral Balance at 31-Jul-2004 278,161,833.40 Monthly P &I Constant 1,908,955.75 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 4,851,249.43 Class AP Deferred Amount 0.00 Ending Scheduled Balance for Premium Loans 277,754,723.25 Scheduled Principal 498,582.31 Unscheduled Principal 3,216,901.37
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 6.192253 6.118714 6.158147 Weighted Average Net Rate 5.942253 5.868714 5.908147 Weighted Average Maturity 347 353 353 Beginning Loan Count 973 381 53 Loans Paid In Full 14 5 0 Ending Loan Count 959 376 53 Beginning Scheduled Balance 120,558,117.76 60,817,244.79 29,612,175.75 Ending scheduled Balance 118,446,642.97 59,940,368.27 29,582,068.68 Record Date 07/31/2004 07/31/2004 07/31/2004 Principal And Interest Constant 751,078.71 372,068.55 181,587.82 Scheduled Principal 128,973.45 61,965.79 29,624.37 Unscheduled Principal 1,982,501.34 814,910.73 482.70 Scheduled Interest 622,105.26 310,102.76 151,963.45 Servicing Fees 25,116.27 12,670.27 6,169.20 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 753.49 380.11 185.07 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 596,235.50 297,052.38 145,609.18 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 5.934753 5.861214 5.900647
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 5.289976 5.828250 6.012886 Weighted Average Net Rate 5.039977 5.578250 5.762886 Weighted Average Maturity 171 169 350 Beginning Loan Count 305 384 2,096 Loans Paid In Full 1 2 22 Ending Loan Count 304 382 2,074 Beginning Scheduled Balance 35,945,027.35 34,537,641.28 281,470,206.93 Ending scheduled Balance 35,719,806.70 34,065,836.63 277,754,723.25 Record Date 07/31/2004 07/31/2004 07/31/2004 Principal And Interest Constant 301,052.53 303,168.14 1,908,955.75 Scheduled Principal 142,595.58 135,423.12 498,582.31 Unscheduled Principal 82,625.07 336,381.53 3,216,901.37 Scheduled Interest 158,456.95 167,745.02 1,410,373.44 Servicing Fees 7,488.53 7,195.35 58,639.62 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 224.65 215.86 1,759.18 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 150,743.77 160,333.81 1,349,974.64 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 5.032476 5.570750 5.755386
Miscellaneous Reporting Group 1 - 30 Year Fixed CPR 18.060394% Subordinate Percentage 5.235003% Subordinate Prepayment Percentage 0.000000% Recoveries 0.00 Senior Prepayment Percentage 100.000000% Senior Percentage 94.764997% Group 2 - 30 Year Fixed CPR 14.959727% Subordinate Percentage 5.366334% Subordinate Prepayment Percentage 0.000000% Recoveries 0.00 Senior Prepayment Percentage 100.000000% Senior Percentage 94.633666% Group 3 - 30 Year Fixed CPR 0.019579% Subordinate Percentage 5.473048% Subordinate Prepayment Percentage 0.000000% Recoveries 0.00 Senior Prepayment Percentage 100.000000% Senior Percentage 94.526952%
Miscellaneous Reporting Group 4 - 15 Year Fixed CPR 2.734485% Subordinate Percentage 2.383985% Subordinate Prepayment Percentage 0.000000% Recoveries 0.00 Senior Prepayment Percentage 100.000000% Senior Percentage 97.616015% Group 5 - 15 Year Fixed CPR 11.122595% Subordinate Percentage 2.413723% Subordinate Prepayment Percentage 0.000000% Recoveries 0.00 Senior Prepayment Percentage 100.000000% Senior Percentage 97.586277%
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