-----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, N3I8VHWk+H3ZriCAXFT+XC4sm04tTZESS+lCE/jjX9E9eP9hYf1J5Chlr6xoBAXg YzmqoPcHBR+gagu5V+bSJA== 0001056404-04-003196.txt : 20040930 0001056404-04-003196.hdr.sgml : 20040930 20040930093629 ACCESSION NUMBER: 0001056404-04-003196 CONFORMED SUBMISSION TYPE: 8-K PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20040927 ITEM INFORMATION: Other Events ITEM INFORMATION: Financial Statements and Exhibits FILED AS OF DATE: 20040930 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Banc of America Mortgage Securities Mortgage Pass-Through Certificates Series 2004-4 CENTRAL INDEX KEY: 0001288889 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: 333-105940-31 FILM NUMBER: 041054166 BUSINESS ADDRESS: STREET 1: 201 NORTH TRYON ST CITY: CHARLOTTE STATE: NC ZIP: 28255 BUSINESS PHONE: 7043884503 MAIL ADDRESS: STREET 1: 201 NORTH TRYON STREET CITY: CHARLOTTE STATE: NC ZIP: 3884503 8-K 1 bam04004_sep.txt SEPTEMBER 8K UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington D. C. 20549 FORM 8-K CURRENT REPORT Pursuant to Section 13 or 15(d) of The Securities Exchange Act of 1934 Date of Report (Date of earliest event reported): September 27, 2004 BANC OF AMERICA MORTGAGE SECURITIES, INC. Mortgage Pass-Through Certificates, Series 2004-4 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-105940-31 54-2151910 Pooling and Servicing Agreement) (Commission 54-2151911 (State or other File Number) 54-2151912 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 September 27, 2004 a distribution was made to holders of BANC OF AMERICA MORTGAGE SECURITIES, INC., Mortgage Pass-Through Certificates, Series 2004-4 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 2004-4 Trust, relating to the September 27, 2004 distribution. Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized. BANC OF AMERICA MORTGAGE SECURITIES, INC. Mortgage Pass-Through Certificates, Series 2004-4 Trust (Registrant) By: Wells Fargo Bank, N.A. as Trustee By: /s/ Beth Belfield as Assistant Vice President By: Beth Belfield as Assistant Vice President Date: 9/29/2004 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2004-4 Trust, relating to the September 27, 2004 distribution. EX-99.1
Banc of America Mortgage Securities, Inc. Mortgage Pass-Through Certificates Record Date: 8/31/2004 Distribution Date: 9/27/2004 BAM Series: 2004-4 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-A1 05949AEB2 SEN 2.01500% 63,073,130.35 105,910.31 366,614.55 1-A2 05949AEC0 SEN 5.50000% 53,551,000.00 245,442.11 0.00 1-A3 05949AED8 SEN 5.50000% 1,411,727.00 6,470.42 0.00 1-A4 05949AEE6 SEN 5.25000% 15,000,000.00 65,625.01 0.00 1-A5 05949AEF3 SEN 5.25000% 34,827,000.00 152,368.14 0.00 1-A6 05949AEG1 SEN 5.25000% 388,000.00 1,697.50 0.00 1-A7 05949AEH9 SEN 5.50000% 0.00 10,461.46 0.00 1-A8 05949AEJ5 SEN 4.50000% 29,058,965.79 108,971.13 168,906.15 1-A9 05949AEK2 SEN 5.00000% 257,247,723.38 1,071,865.61 1,495,260.48 1-A10 05949AEL0 SEN 5.98500% 0.00 314,577.27 0.00 1-A11 05949AEM8 SEN 0.00000% 327,273.00 0.00 0.00 1-A12 05949AEN6 SEN 5.50000% 20,000,000.00 91,666.67 0.00 1-AR 05949AER7 SEN 5.50000% 0.00 0.00 0.00 1-AMR 05949AES5 SEN 5.50000% 0.00 0.00 0.00 1-ALR 05949AET3 SEN 5.50000% 0.00 0.00 0.00 2-A1 05949AEU0 SEN 5.50000% 136,003,731.50 623,350.44 907,863.67 2-A2 05949AEV8 SEN 5.50000% 36,139,000.00 165,637.09 0.00 2-A3 05949AEW6 SEN 5.50000% 17,471,000.00 80,075.42 0.00 2-A4 05949AEX4 SEN 5.50000% 37,205,174.66 170,523.72 404,917.28 2-A5 05949AEY2 SEN 5.50000% 23,454,000.00 107,497.50 0.00 2-A6 05949AEZ9 SEN 5.50000% 6,681,111.34 30,621.76 35,045.09 3-A1 05949AFA3 SEN 5.00000% 9,477,026.07 39,487.61 91,179.52 3-A2 05949AFB1 SEN 6.50000% 10,661,654.33 57,750.63 102,576.96 3-A3 05949AFC9 SEN 4.50000% 84,108,606.41 315,407.28 809,218.25 3-A4 05949AFD7 SEN 4.75000% 12,144,808.91 48,073.20 116,846.56 4-A1 05949AFE5 SEN 4.75000% 29,238,950.22 115,737.51 667,253.09 4-A2 05949AFF2 SEN 4.75000% 780,530.93 3,089.60 17,812.26 5-A1 05949AFG0 SEN 5.00000% 37,002,451.74 154,176.88 372,342.14 A-PO 05949AFH8 PO 0.00000% 5,090,542.13 0.00 15,169.19 15-B1 05949AFS4 SUB 4.81384% 821,170.07 3,294.15 3,264.07 15-B2 05949AFT2 SUB 4.81384% 328,861.88 1,319.24 1,307.19 15-B3 05949AFU9 SUB 4.81384% 246,154.10 987.46 978.44 15-B4 05949AGC8 SUB 4.81384% 164,430.94 659.62 653.60 15-B5 05949AGD6 SUB 4.81384% 163,446.32 655.67 649.68 15-B6 05949AGE4 SUB 4.81384% 83,082.92 333.29 330.25 X-B1 05949AFP0 SUB 5.41529% 4,461,171.30 20,132.10 6,312.27 X-B2 05949AFQ8 SUB 5.41529% 1,076,011.45 4,855.76 1,522.49 X-B3 05949AFR6 SUB 5.41529% 615,574.02 2,777.92 871.00 X-B4 05949AFZ8 SUB 5.41529% 615,574.02 2,777.92 871.00 X-B5 05949AGA2 SUB 5.41529% 307,289.78 1,386.72 434.80 X-B6 05949AGB0 SUB 5.41529% 308,085.37 1,390.31 435.92 30-B1 05949AFL9 SUB 5.50000% 6,250,243.83 28,646.95 6,791.73 30-B2 05949AFM7 SUB 5.50000% 2,500,296.68 11,459.69 2,716.91 30-B3 05949AFN5 SUB 5.50000% 1,499,580.57 6,873.08 1,629.50 30-B4 05949AFW5 SUB 5.50000% 1,000,716.11 4,586.62 1,087.41 30-B5 05949AFX3 SUB 5.50000% 999,720.38 4,582.05 1,086.33 30-B6 05949AFY1 SUB 5.50000% 500,514.39 2,294.02 543.88 15-IO 05949AFJ4 IO 0.25391% 0.00 30,807.61 0.00 30-IO 05949AFK1 IO 0.17087% 0.00 34,122.85 0.00 SES 05949AFV7 SEN 0.00000% 0.00 162,159.10 0.00 Totals 942,285,331.89 4,412,586.40 5,602,491.66
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses 1-A1 0.00 62,706,515.80 472,524.86 0.00 1-A2 0.00 53,551,000.00 245,442.11 0.00 1-A3 0.00 1,411,727.00 6,470.42 0.00 1-A4 0.00 15,000,000.00 65,625.01 0.00 1-A5 0.00 34,827,000.00 152,368.14 0.00 1-A6 0.00 388,000.00 1,697.50 0.00 1-A7 0.00 0.00 10,461.46 0.00 1-A8 0.00 28,890,059.64 277,877.28 0.00 1-A9 0.00 255,752,462.91 2,567,126.09 0.00 1-A10 0.00 0.00 314,577.27 0.00 1-A11 0.00 327,273.00 0.00 0.00 1-A12 0.00 20,000,000.00 91,666.67 0.00 1-AR 0.00 0.00 0.00 0.00 1-AMR 0.00 0.00 0.00 0.00 1-ALR 0.00 0.00 0.00 0.00 2-A1 0.00 135,095,867.83 1,531,214.11 0.00 2-A2 0.00 36,139,000.00 165,637.09 0.00 2-A3 0.00 17,471,000.00 80,075.42 0.00 2-A4 0.00 36,800,257.38 575,441.00 0.00 2-A5 0.00 23,454,000.00 107,497.50 0.00 2-A6 0.00 6,646,066.26 65,666.85 0.00 3-A1 0.00 9,385,846.55 130,667.13 0.00 3-A2 0.00 10,559,077.37 160,327.59 0.00 3-A3 0.00 83,299,388.16 1,124,625.53 0.00 3-A4 0.00 12,027,962.36 164,919.76 0.00 4-A1 0.00 28,571,697.13 782,990.60 0.00 4-A2 0.00 762,718.67 20,901.86 0.00 5-A1 0.00 36,630,109.61 526,519.02 0.00 A-PO 0.00 5,075,372.94 15,169.19 0.00 15-B1 0.00 817,906.01 6,558.22 0.00 15-B2 0.00 327,554.68 2,626.43 0.00 15-B3 0.00 245,175.66 1,965.90 0.00 15-B4 0.00 163,777.34 1,313.22 0.00 15-B5 0.00 162,796.64 1,305.35 0.00 15-B6 0.00 82,752.67 663.54 0.00 X-B1 0.00 4,454,859.03 26,444.37 0.00 X-B2 0.00 1,074,488.96 6,378.25 0.00 X-B3 0.00 614,703.02 3,648.92 0.00 X-B4 0.00 614,703.02 3,648.92 0.00 X-B5 0.00 306,854.98 1,821.52 0.00 X-B6 0.00 307,649.45 1,826.23 0.00 30-B1 0.00 6,243,452.10 35,438.68 0.00 30-B2 0.00 2,497,579.77 14,176.60 0.00 30-B3 0.00 1,497,951.07 8,502.58 0.00 30-B4 0.00 999,628.70 5,674.03 0.00 30-B5 0.00 998,634.05 5,668.38 0.00 30-B6 0.00 499,970.51 2,837.90 0.00 15-IO 0.00 0.00 30,807.61 0.00 30-IO 0.00 0.00 34,122.85 0.00 SES 0.00 0.00 162,159.10 0.00 Totals 0.00 936,682,840.27 10,015,078.06 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-A1 65,115,666.00 63,073,130.35 93,157.65 273,456.90 0.00 0.00 1-A2 53,551,000.00 53,551,000.00 0.00 0.00 0.00 0.00 1-A3 1,411,727.00 1,411,727.00 0.00 0.00 0.00 0.00 1-A4 15,000,000.00 15,000,000.00 0.00 0.00 0.00 0.00 1-A5 34,827,000.00 34,827,000.00 0.00 0.00 0.00 0.00 1-A6 388,000.00 388,000.00 0.00 0.00 0.00 0.00 1-A7 0.00 0.00 0.00 0.00 0.00 0.00 1-A8 30,000,000.00 29,058,965.79 42,919.46 125,986.69 0.00 0.00 1-A9 265,578,333.30 257,247,723.38 379,949.32 1,115,311.16 0.00 0.00 1-A10 0.00 0.00 0.00 0.00 0.00 0.00 1-A11 327,273.00 327,273.00 0.00 0.00 0.00 0.00 1-A12 20,000,000.00 20,000,000.00 0.00 0.00 0.00 0.00 1-AR 50.00 0.00 0.00 0.00 0.00 0.00 1-AMR 25.00 0.00 0.00 0.00 0.00 0.00 1-ALR 25.00 0.00 0.00 0.00 0.00 0.00 2-A1 142,270,000.00 136,003,731.50 188,284.97 719,578.71 0.00 0.00 2-A2 36,139,000.00 36,139,000.00 0.00 0.00 0.00 0.00 2-A3 17,471,000.00 17,471,000.00 0.00 0.00 0.00 0.00 2-A4 40,000,000.00 37,205,174.66 83,977.19 320,940.09 0.00 0.00 2-A5 23,454,000.00 23,454,000.00 0.00 0.00 0.00 0.00 2-A6 6,923,000.00 6,681,111.34 7,268.12 27,776.97 0.00 0.00 3-A1 10,000,000.00 9,477,026.07 37,674.96 53,504.56 0.00 0.00 3-A2 11,250,000.00 10,661,654.33 42,384.33 60,192.63 0.00 0.00 3-A3 88,750,000.00 84,108,606.41 334,365.28 474,852.97 0.00 0.00 3-A4 12,815,000.00 12,144,808.91 48,280.46 68,566.09 0.00 0.00 4-A1 33,527,000.00 29,238,950.22 116,475.85 550,777.24 0.00 0.00 4-A2 895,000.00 780,530.93 3,109.31 14,702.94 0.00 0.00 5-A1 41,244,000.00 37,002,451.74 147,026.93 225,315.20 0.00 0.00 A-PO 5,253,974.00 5,090,542.13 8,055.32 7,113.86 0.00 0.00 15-B1 834,000.00 821,170.07 3,264.07 0.00 0.00 0.00 15-B2 334,000.00 328,861.88 1,307.19 0.00 0.00 0.00 15-B3 250,000.00 246,154.10 978.44 0.00 0.00 0.00 15-B4 167,000.00 164,430.94 653.60 0.00 0.00 0.00 15-B5 166,000.00 163,446.32 649.68 0.00 0.00 0.00 15-B6 84,381.00 83,082.92 330.25 0.00 0.00 0.00 X-B1 4,486,000.00 4,461,171.30 6,312.27 0.00 0.00 0.00 X-B2 1,082,000.00 1,076,011.45 1,522.49 0.00 0.00 0.00 X-B3 619,000.00 615,574.02 871.00 0.00 0.00 0.00 X-B4 619,000.00 615,574.02 871.00 0.00 0.00 0.00 X-B5 309,000.00 307,289.78 434.80 0.00 0.00 0.00 X-B6 309,800.00 308,085.37 435.92 0.00 0.00 0.00 30-B1 6,277,000.00 6,250,243.83 6,791.73 0.00 0.00 0.00 30-B2 2,511,000.00 2,500,296.68 2,716.91 0.00 0.00 0.00 30-B3 1,506,000.00 1,499,580.57 1,629.50 0.00 0.00 0.00 30-B4 1,005,000.00 1,000,716.11 1,087.41 0.00 0.00 0.00 30-B5 1,004,000.00 999,720.38 1,086.33 0.00 0.00 0.00 30-B6 502,657.00 500,514.39 543.88 0.00 0.00 0.00 15-IO 0.00 0.00 0.00 0.00 0.00 0.00 30-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 978,256,911.30 942,285,331.89 1,564,415.62 4,038,076.01 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-A1 366,614.55 62,706,515.80 0.96300199 366,614.55 1-A2 0.00 53,551,000.00 1.00000000 0.00 1-A3 0.00 1,411,727.00 1.00000000 0.00 1-A4 0.00 15,000,000.00 1.00000000 0.00 1-A5 0.00 34,827,000.00 1.00000000 0.00 1-A6 0.00 388,000.00 1.00000000 0.00 1-A7 0.00 0.00 0.00000000 0.00 1-A8 168,906.15 28,890,059.64 0.96300199 168,906.15 1-A9 1,495,260.48 255,752,462.91 0.96300199 1,495,260.48 1-A10 0.00 0.00 0.00000000 0.00 1-A11 0.00 327,273.00 1.00000000 0.00 1-A12 0.00 20,000,000.00 1.00000000 0.00 1-AR 0.00 0.00 0.00000000 0.00 1-AMR 0.00 0.00 0.00000000 0.00 1-ALR 0.00 0.00 0.00000000 0.00 2-A1 907,863.67 135,095,867.83 0.94957382 907,863.67 2-A2 0.00 36,139,000.00 1.00000000 0.00 2-A3 0.00 17,471,000.00 1.00000000 0.00 2-A4 404,917.28 36,800,257.38 0.92000643 404,917.28 2-A5 0.00 23,454,000.00 1.00000000 0.00 2-A6 35,045.09 6,646,066.26 0.95999802 35,045.09 3-A1 91,179.52 9,385,846.55 0.93858465 91,179.52 3-A2 102,576.96 10,559,077.37 0.93858466 102,576.96 3-A3 809,218.25 83,299,388.16 0.93858466 809,218.25 3-A4 116,846.56 12,027,962.36 0.93858466 116,846.56 4-A1 667,253.09 28,571,697.13 0.85219963 667,253.09 4-A2 17,812.26 762,718.67 0.85219963 17,812.26 5-A1 372,342.14 36,630,109.61 0.88813184 372,342.14 A-PO 15,169.19 5,075,372.94 0.96600648 15,169.19 15-B1 3,264.07 817,906.01 0.98070265 3,264.07 15-B2 1,307.19 327,554.68 0.98070263 1,307.19 15-B3 978.44 245,175.66 0.98070264 978.44 15-B4 653.60 163,777.34 0.98070263 653.60 15-B5 649.68 162,796.64 0.98070265 649.68 15-B6 330.25 82,752.67 0.98070265 330.25 X-B1 6,312.27 4,454,859.03 0.99305819 6,312.27 X-B2 1,522.49 1,074,488.96 0.99305819 1,522.49 X-B3 871.00 614,703.02 0.99305819 871.00 X-B4 871.00 614,703.02 0.99305819 871.00 X-B5 434.80 306,854.98 0.99305819 434.80 X-B6 435.92 307,649.45 0.99305826 435.92 30-B1 6,791.73 6,243,452.10 0.99465542 6,791.73 30-B2 2,716.91 2,497,579.77 0.99465542 2,716.91 30-B3 1,629.50 1,497,951.07 0.99465542 1,629.50 30-B4 1,087.41 999,628.70 0.99465542 1,087.41 30-B5 1,086.33 998,634.05 0.99465543 1,086.33 30-B6 543.88 499,970.51 0.99465542 543.88 15-IO 0.00 0.00 0.00000000 0.00 30-IO 0.00 0.00 0.00000000 0.00 SES 0.00 0.00 0.00000000 0.00 Totals 5,602,491.66 936,682,840.27 0.95750189 5,602,491.66
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion 1-A1 65,115,666.00 968.63219290 1.43064881 4.19955622 0.00000000 1-A2 53,551,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A3 1,411,727.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A4 15,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A5 34,827,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A6 388,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A7 0.00 0.00000000 0.00000000 0.00000000 0.00000000 1-A8 30,000,000.00 968.63219300 1.43064867 4.19955633 0.00000000 1-A9 265,578,333.30 968.63219293 1.43064879 4.19955629 0.00000000 1-A10 0.00 0.00000000 0.00000000 0.00000000 0.00000000 1-A11 327,273.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A12 20,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-AR 50.00 0.00000000 0.00000000 0.00000000 0.00000000 1-AMR 25.00 0.00000000 0.00000000 0.00000000 0.00000000 1-ALR 25.00 0.00000000 0.00000000 0.00000000 0.00000000 2-A1 142,270,000.00 955.95509594 1.32343410 5.05783869 0.00000000 2-A2 36,139,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 2-A3 17,471,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 2-A4 40,000,000.00 930.12936650 2.09942975 8.02350225 0.00000000 2-A5 23,454,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 2-A6 6,923,000.00 965.06013867 1.04985122 4.01227358 0.00000000 3-A1 10,000,000.00 947.70260700 3.76749600 5.35045600 0.00000000 3-A2 11,250,000.00 947.70260711 3.76749600 5.35045600 0.00000000 3-A3 88,750,000.00 947.70260744 3.76749611 5.35045600 0.00000000 3-A4 12,815,000.00 947.70260710 3.76749590 5.35045572 0.00000000 4-A1 33,527,000.00 872.10159633 3.47409103 16.42787127 0.00000000 4-A2 895,000.00 872.10159777 3.47408939 16.42786592 0.00000000 5-A1 41,244,000.00 897.15962904 3.56480773 5.46298128 0.00000000 A-PO 5,253,974.00 968.89366601 1.53318612 1.35399604 0.00000000 15-B1 834,000.00 984.61639089 3.91375300 0.00000000 0.00000000 15-B2 334,000.00 984.61640719 3.91374251 0.00000000 0.00000000 15-B3 250,000.00 984.61640000 3.91376000 0.00000000 0.00000000 15-B4 167,000.00 984.61640719 3.91377246 0.00000000 0.00000000 15-B5 166,000.00 984.61638554 3.91373494 0.00000000 0.00000000 15-B6 84,381.00 984.61644209 3.91379576 0.00000000 0.00000000 X-B1 4,486,000.00 994.46529202 1.40710432 0.00000000 0.00000000 X-B2 1,082,000.00 994.46529575 1.40710721 0.00000000 0.00000000 X-B3 619,000.00 994.46529887 1.40710824 0.00000000 0.00000000 X-B4 619,000.00 994.46529887 1.40710824 0.00000000 0.00000000 X-B5 309,000.00 994.46530744 1.40711974 0.00000000 0.00000000 X-B6 309,800.00 994.46536475 1.40710136 0.00000000 0.00000000 30-B1 6,277,000.00 995.73742711 1.08200255 0.00000000 0.00000000 30-B2 2,511,000.00 995.73742732 1.08200319 0.00000000 0.00000000 30-B3 1,506,000.00 995.73743028 1.08200531 0.00000000 0.00000000 30-B4 1,005,000.00 995.73742289 1.08200000 0.00000000 0.00000000 30-B5 1,004,000.00 995.73743028 1.08200199 0.00000000 0.00000000 30-B6 502,657.00 995.73743129 1.08201020 0.00000000 0.00000000 15-IO 0.00 0.00000000 0.00000000 0.00000000 0.00000000 30-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-A1 0.00000000 5.63020503 963.00198788 0.96300199 5.63020503 1-A2 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 1-A3 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 1-A4 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 1-A5 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 1-A6 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 1-A7 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1-A8 0.00000000 5.63020500 963.00198800 0.96300199 5.63020500 1-A9 0.00000000 5.63020508 963.00198790 0.96300199 5.63020508 1-A10 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1-A11 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 1-A12 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 1-AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1-AMR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1-ALR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2-A1 0.00000000 6.38127272 949.57382322 0.94957382 6.38127272 2-A2 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 2-A3 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 2-A4 0.00000000 10.12293200 920.00643450 0.92000643 10.12293200 2-A5 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 2-A6 0.00000000 5.06212480 959.99801531 0.95999802 5.06212480 3-A1 0.00000000 9.11795200 938.58465500 0.93858465 9.11795200 3-A2 0.00000000 9.11795200 938.58465511 0.93858466 9.11795200 3-A3 0.00000000 9.11795211 938.58465532 0.93858466 9.11795211 3-A4 0.00000000 9.11795240 938.58465548 0.93858466 9.11795240 4-A1 0.00000000 19.90196230 852.19963403 0.85219963 19.90196230 4-A2 0.00000000 19.90196648 852.19963128 0.85219963 19.90196648 5-A1 0.00000000 9.02778925 888.13184003 0.88813184 9.02778925 A-PO 0.00000000 2.88718406 966.00648195 0.96600648 2.88718406 15-B1 0.00000000 3.91375300 980.70264988 0.98070265 3.91375300 15-B2 0.00000000 3.91374251 980.70263473 0.98070263 3.91374251 15-B3 0.00000000 3.91376000 980.70264000 0.98070264 3.91376000 15-B4 0.00000000 3.91377246 980.70263473 0.98070263 3.91377246 15-B5 0.00000000 3.91373494 980.70265060 0.98070265 3.91373494 15-B6 0.00000000 3.91379576 980.70264633 0.98070265 3.91379576 X-B1 0.00000000 1.40710432 993.05818770 0.99305819 1.40710432 X-B2 0.00000000 1.40710721 993.05818854 0.99305819 1.40710721 X-B3 0.00000000 1.40710824 993.05819063 0.99305819 1.40710824 X-B4 0.00000000 1.40710824 993.05819063 0.99305819 1.40710824 X-B5 0.00000000 1.40711974 993.05818770 0.99305819 1.40711974 X-B6 0.00000000 1.40710136 993.05826340 0.99305826 1.40710136 30-B1 0.00000000 1.08200255 994.65542457 0.99465542 1.08200255 30-B2 0.00000000 1.08200319 994.65542413 0.99465542 1.08200319 30-B3 0.00000000 1.08200531 994.65542497 0.99465542 1.08200531 30-B4 0.00000000 1.08200000 994.65542289 0.99465542 1.08200000 30-B5 0.00000000 1.08200199 994.65542829 0.99465543 1.08200199 30-B6 0.00000000 1.08201020 994.65542109 0.99465542 1.08201020 15-IO 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 30-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-A1 65,115,666.00 2.01500% 63,073,130.35 105,910.30 0.00 0.00 1-A2 53,551,000.00 5.50000% 53,551,000.00 245,442.08 0.00 0.00 1-A3 1,411,727.00 5.50000% 1,411,727.00 6,470.42 0.00 0.00 1-A4 15,000,000.00 5.25000% 15,000,000.00 65,625.00 0.00 0.00 1-A5 34,827,000.00 5.25000% 34,827,000.00 152,368.13 0.00 0.00 1-A6 388,000.00 5.25000% 388,000.00 1,697.50 0.00 0.00 1-A7 0.00 5.50000% 2,282,500.00 10,461.46 0.00 0.00 1-A8 30,000,000.00 4.50000% 29,058,965.79 108,971.12 0.00 0.00 1-A9 265,578,333.30 5.00000% 257,247,723.38 1,071,865.51 0.00 0.00 1-A10 0.00 5.98500% 63,073,130.35 314,577.24 0.00 0.00 1-A11 327,273.00 0.00000% 327,273.00 0.00 0.00 0.00 1-A12 20,000,000.00 5.50000% 20,000,000.00 91,666.67 0.00 0.00 1-AR 50.00 5.50000% 0.00 0.00 0.00 0.00 1-AMR 25.00 5.50000% 0.00 0.00 0.00 0.00 1-ALR 25.00 5.50000% 0.00 0.00 0.00 0.00 2-A1 142,270,000.00 5.50000% 136,003,731.50 623,350.44 0.00 0.00 2-A2 36,139,000.00 5.50000% 36,139,000.00 165,637.08 0.00 0.00 2-A3 17,471,000.00 5.50000% 17,471,000.00 80,075.42 0.00 0.00 2-A4 40,000,000.00 5.50000% 37,205,174.66 170,523.72 0.00 0.00 2-A5 23,454,000.00 5.50000% 23,454,000.00 107,497.50 0.00 0.00 2-A6 6,923,000.00 5.50000% 6,681,111.34 30,621.76 0.00 0.00 3-A1 10,000,000.00 5.00000% 9,477,026.07 39,487.61 0.00 0.00 3-A2 11,250,000.00 6.50000% 10,661,654.33 57,750.63 0.00 0.00 3-A3 88,750,000.00 4.50000% 84,108,606.41 315,407.27 0.00 0.00 3-A4 12,815,000.00 4.75000% 12,144,808.91 48,073.20 0.00 0.00 4-A1 33,527,000.00 4.75000% 29,238,950.22 115,737.51 0.00 0.00 4-A2 895,000.00 4.75000% 780,530.93 3,089.60 0.00 0.00 5-A1 41,244,000.00 5.00000% 37,002,451.74 154,176.88 0.00 0.00 A-PO 5,253,974.00 0.00000% 5,090,542.13 0.00 0.00 0.00 15-B1 834,000.00 4.81384% 821,170.07 3,294.15 0.00 0.00 15-B2 334,000.00 4.81384% 328,861.88 1,319.24 0.00 0.00 15-B3 250,000.00 4.81384% 246,154.10 987.46 0.00 0.00 15-B4 167,000.00 4.81384% 164,430.94 659.62 0.00 0.00 15-B5 166,000.00 4.81384% 163,446.32 655.67 0.00 0.00 15-B6 84,381.00 4.81384% 83,082.92 333.29 0.00 0.00 X-B1 4,486,000.00 5.41529% 4,461,171.30 20,132.10 0.00 0.00 X-B2 1,082,000.00 5.41529% 1,076,011.45 4,855.76 0.00 0.00 X-B3 619,000.00 5.41529% 615,574.02 2,777.92 0.00 0.00 X-B4 619,000.00 5.41529% 615,574.02 2,777.92 0.00 0.00 X-B5 309,000.00 5.41529% 307,289.78 1,386.72 0.00 0.00 X-B6 309,800.00 5.41529% 308,085.37 1,390.31 0.00 0.00 30-B1 6,277,000.00 5.50000% 6,250,243.83 28,646.95 0.00 0.00 30-B2 2,511,000.00 5.50000% 2,500,296.68 11,459.69 0.00 0.00 30-B3 1,506,000.00 5.50000% 1,499,580.57 6,873.08 0.00 0.00 30-B4 1,005,000.00 5.50000% 1,000,716.11 4,586.62 0.00 0.00 30-B5 1,004,000.00 5.50000% 999,720.38 4,582.05 0.00 0.00 30-B6 502,657.00 5.50000% 500,514.39 2,294.02 0.00 0.00 15-IO 0.00 0.25391% 145,598,477.45 30,807.61 0.00 0.00 30-IO 0.00 0.17087% 239,640,631.17 34,122.84 0.00 0.00 SES 0.00 0.00000% 942,285,334.68 0.00 0.00 0.00 Totals 978,256,911.30 4,250,427.07 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-A1 (0.01) 0.00 105,910.31 0.00 62,706,515.80 1-A2 (0.02) 0.00 245,442.11 0.00 53,551,000.00 1-A3 0.00 0.00 6,470.42 0.00 1,411,727.00 1-A4 (0.01) 0.00 65,625.01 0.00 15,000,000.00 1-A5 (0.01) 0.00 152,368.14 0.00 34,827,000.00 1-A6 0.00 0.00 1,697.50 0.00 388,000.00 1-A7 0.00 0.00 10,461.46 0.00 2,282,500.00 1-A8 (0.01) 0.00 108,971.13 0.00 28,890,059.64 1-A9 (0.10) 0.00 1,071,865.61 0.00 255,752,462.91 1-A10 (0.03) 0.00 314,577.27 0.00 62,706,515.80 1-A11 0.00 0.00 0.00 0.00 327,273.00 1-A12 (0.01) 0.00 91,666.67 0.00 20,000,000.00 1-AR 0.00 0.00 0.00 0.00 0.00 1-AMR 0.00 0.00 0.00 0.00 0.00 1-ALR 0.00 0.00 0.00 0.00 0.00 2-A1 (0.01) 0.00 623,350.44 0.00 135,095,867.83 2-A2 0.00 0.00 165,637.09 0.00 36,139,000.00 2-A3 0.00 0.00 80,075.42 0.00 17,471,000.00 2-A4 0.00 0.00 170,523.72 0.00 36,800,257.38 2-A5 0.00 0.00 107,497.50 0.00 23,454,000.00 2-A6 0.00 0.00 30,621.76 0.00 6,646,066.26 3-A1 0.00 0.00 39,487.61 0.00 9,385,846.55 3-A2 0.00 0.00 57,750.63 0.00 10,559,077.37 3-A3 0.00 0.00 315,407.28 0.00 83,299,388.16 3-A4 0.00 0.00 48,073.20 0.00 12,027,962.36 4-A1 0.00 0.00 115,737.51 0.00 28,571,697.13 4-A2 0.00 0.00 3,089.60 0.00 762,718.67 5-A1 0.00 0.00 154,176.88 0.00 36,630,109.61 A-PO 0.00 0.00 0.00 0.00 5,075,372.94 15-B1 0.00 0.00 3,294.15 0.00 817,906.01 15-B2 0.00 0.00 1,319.24 0.00 327,554.68 15-B3 0.00 0.00 987.46 0.00 245,175.66 15-B4 0.00 0.00 659.62 0.00 163,777.34 15-B5 0.00 0.00 655.67 0.00 162,796.64 15-B6 0.00 0.00 333.29 0.00 82,752.67 X-B1 0.00 0.00 20,132.10 0.00 4,454,859.03 X-B2 0.00 0.00 4,855.76 0.00 1,074,488.96 X-B3 0.00 0.00 2,777.92 0.00 614,703.02 X-B4 0.00 0.00 2,777.92 0.00 614,703.02 X-B5 0.00 0.00 1,386.72 0.00 306,854.98 X-B6 0.00 0.00 1,390.31 0.00 307,649.45 30-B1 0.00 0.00 28,646.95 0.00 6,243,452.10 30-B2 0.00 0.00 11,459.69 0.00 2,497,579.77 30-B3 0.00 0.00 6,873.08 0.00 1,497,951.07 30-B4 0.00 0.00 4,586.62 0.00 999,628.70 30-B5 0.00 0.00 4,582.05 0.00 998,634.05 30-B6 0.00 0.00 2,294.02 0.00 499,970.51 15-IO 0.00 0.00 30,807.61 0.00 143,797,268.60 30-IO 0.00 0.00 34,122.85 0.00 238,252,362.58 SES 0.00 0.00 162,159.10 0.00 936,682,843.05 Totals (0.21) 0.00 4,412,586.40 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-A1 65,115,666.00 2.01500% 968.63219290 1.62649492 0.00000000 0.00000000 1-A2 53,551,000.00 5.50000% 1000.00000000 4.58333327 0.00000000 0.00000000 1-A3 1,411,727.00 5.50000% 1000.00000000 4.58333658 0.00000000 0.00000000 1-A4 15,000,000.00 5.25000% 1000.00000000 4.37500000 0.00000000 0.00000000 1-A5 34,827,000.00 5.25000% 1000.00000000 4.37500014 0.00000000 0.00000000 1-A6 388,000.00 5.25000% 1000.00000000 4.37500000 0.00000000 0.00000000 1-A7 0.00 5.50000% 1000.00000000 4.58333406 0.00000000 0.00000000 1-A8 30,000,000.00 4.50000% 968.63219300 3.63237067 0.00000000 0.00000000 1-A9 265,578,333.30 5.00000% 968.63219293 4.03596746 0.00000000 0.00000000 1-A10 0.00 5.98500% 968.63219290 4.83105310 0.00000000 0.00000000 1-A11 327,273.00 0.00000% 1000.00000000 0.00000000 0.00000000 0.00000000 1-A12 20,000,000.00 5.50000% 1000.00000000 4.58333350 0.00000000 0.00000000 1-AR 50.00 5.50000% 0.00000000 0.00000000 0.00000000 0.00000000 1-AMR 25.00 5.50000% 0.00000000 0.00000000 0.00000000 0.00000000 1-ALR 25.00 5.50000% 0.00000000 0.00000000 0.00000000 0.00000000 2-A1 142,270,000.00 5.50000% 955.95509594 4.38146088 0.00000000 0.00000000 2-A2 36,139,000.00 5.50000% 1000.00000000 4.58333324 0.00000000 0.00000000 2-A3 17,471,000.00 5.50000% 1000.00000000 4.58333352 0.00000000 0.00000000 2-A4 40,000,000.00 5.50000% 930.12936650 4.26309300 0.00000000 0.00000000 2-A5 23,454,000.00 5.50000% 1000.00000000 4.58333333 0.00000000 0.00000000 2-A6 6,923,000.00 5.50000% 965.06013867 4.42319226 0.00000000 0.00000000 3-A1 10,000,000.00 5.00000% 947.70260700 3.94876100 0.00000000 0.00000000 3-A2 11,250,000.00 6.50000% 947.70260711 5.13338933 0.00000000 0.00000000 3-A3 88,750,000.00 4.50000% 947.70260744 3.55388473 0.00000000 0.00000000 3-A4 12,815,000.00 4.75000% 947.70260710 3.75132267 0.00000000 0.00000000 4-A1 33,527,000.00 4.75000% 872.10159633 3.45206878 0.00000000 0.00000000 4-A2 895,000.00 4.75000% 872.10159777 3.45206704 0.00000000 0.00000000 5-A1 41,244,000.00 5.00000% 897.15962904 3.73816507 0.00000000 0.00000000 A-PO 5,253,974.00 0.00000% 968.89366601 0.00000000 0.00000000 0.00000000 15-B1 834,000.00 4.81384% 984.61639089 3.94982014 0.00000000 0.00000000 15-B2 334,000.00 4.81384% 984.61640719 3.94982036 0.00000000 0.00000000 15-B3 250,000.00 4.81384% 984.61640000 3.94984000 0.00000000 0.00000000 15-B4 167,000.00 4.81384% 984.61640719 3.94982036 0.00000000 0.00000000 15-B5 166,000.00 4.81384% 984.61638554 3.94981928 0.00000000 0.00000000 15-B6 84,381.00 4.81384% 984.61644209 3.94982283 0.00000000 0.00000000 X-B1 4,486,000.00 5.41529% 994.46529202 4.48776193 0.00000000 0.00000000 X-B2 1,082,000.00 5.41529% 994.46529575 4.48776340 0.00000000 0.00000000 X-B3 619,000.00 5.41529% 994.46529887 4.48775444 0.00000000 0.00000000 X-B4 619,000.00 5.41529% 994.46529887 4.48775444 0.00000000 0.00000000 X-B5 309,000.00 5.41529% 994.46530744 4.48776699 0.00000000 0.00000000 X-B6 309,800.00 5.41529% 994.46536475 4.48776630 0.00000000 0.00000000 30-B1 6,277,000.00 5.50000% 995.73742711 4.56379640 0.00000000 0.00000000 30-B2 2,511,000.00 5.50000% 995.73742732 4.56379530 0.00000000 0.00000000 30-B3 1,506,000.00 5.50000% 995.73743028 4.56379814 0.00000000 0.00000000 30-B4 1,005,000.00 5.50000% 995.73742289 4.56380100 0.00000000 0.00000000 30-B5 1,004,000.00 5.50000% 995.73743028 4.56379482 0.00000000 0.00000000 30-B6 502,657.00 5.50000% 995.73743129 4.56378803 0.00000000 0.00000000 15-IO 0.00 0.25391% 930.87077069 0.19696568 0.00000000 0.00000000 30-IO 0.00 0.17087% 958.68704279 0.13650909 0.00000000 0.00000000 SES 0.00 0.00000% 963.22890344 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-A1 (0.00000015) 0.00000000 1.62649507 0.00000000 963.00198788 1-A2 (0.00000037) 0.00000000 4.58333383 0.00000000 1000.00000000 1-A3 0.00000000 0.00000000 4.58333658 0.00000000 1000.00000000 1-A4 (0.00000067) 0.00000000 4.37500067 0.00000000 1000.00000000 1-A5 (0.00000029) 0.00000000 4.37500043 0.00000000 1000.00000000 1-A6 0.00000000 0.00000000 4.37500000 0.00000000 1000.00000000 1-A7 0.00000000 0.00000000 4.58333406 0.00000000 1000.00000000 1-A8 (0.00000033) 0.00000000 3.63237100 0.00000000 963.00198800 1-A9 (0.00000038) 0.00000000 4.03596783 0.00000000 963.00198790 1-A10 (0.00000046) 0.00000000 4.83105356 0.00000000 963.00198788 1-A11 0.00000000 0.00000000 0.00000000 0.00000000 1000.00000000 1-A12 (0.00000050) 0.00000000 4.58333350 0.00000000 1000.00000000 1-AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1-AMR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1-ALR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2-A1 (0.00000007) 0.00000000 4.38146088 0.00000000 949.57382322 2-A2 0.00000000 0.00000000 4.58333352 0.00000000 1000.00000000 2-A3 0.00000000 0.00000000 4.58333352 0.00000000 1000.00000000 2-A4 0.00000000 0.00000000 4.26309300 0.00000000 920.00643450 2-A5 0.00000000 0.00000000 4.58333333 0.00000000 1000.00000000 2-A6 0.00000000 0.00000000 4.42319226 0.00000000 959.99801531 3-A1 0.00000000 0.00000000 3.94876100 0.00000000 938.58465500 3-A2 0.00000000 0.00000000 5.13338933 0.00000000 938.58465511 3-A3 0.00000000 0.00000000 3.55388485 0.00000000 938.58465532 3-A4 0.00000000 0.00000000 3.75132267 0.00000000 938.58465548 4-A1 0.00000000 0.00000000 3.45206878 0.00000000 852.19963403 4-A2 0.00000000 0.00000000 3.45206704 0.00000000 852.19963128 5-A1 0.00000000 0.00000000 3.73816507 0.00000000 888.13184003 A-PO 0.00000000 0.00000000 0.00000000 0.00000000 966.00648195 15-B1 0.00000000 0.00000000 3.94982014 0.00000000 980.70264988 15-B2 0.00000000 0.00000000 3.94982036 0.00000000 980.70263473 15-B3 0.00000000 0.00000000 3.94984000 0.00000000 980.70264000 15-B4 0.00000000 0.00000000 3.94982036 0.00000000 980.70263473 15-B5 0.00000000 0.00000000 3.94981928 0.00000000 980.70265060 15-B6 0.00000000 0.00000000 3.94982283 0.00000000 980.70264633 X-B1 0.00000000 0.00000000 4.48776193 0.00000000 993.05818770 X-B2 0.00000000 0.00000000 4.48776340 0.00000000 993.05818854 X-B3 0.00000000 0.00000000 4.48775444 0.00000000 993.05819063 X-B4 0.00000000 0.00000000 4.48775444 0.00000000 993.05819063 X-B5 0.00000000 0.00000000 4.48776699 0.00000000 993.05818770 X-B6 0.00000000 0.00000000 4.48776630 0.00000000 993.05826340 30-B1 0.00000000 0.00000000 4.56379640 0.00000000 994.65542457 30-B2 0.00000000 0.00000000 4.56379530 0.00000000 994.65542413 30-B3 0.00000000 0.00000000 4.56379814 0.00000000 994.65542497 30-B4 0.00000000 0.00000000 4.56380100 0.00000000 994.65542289 30-B5 0.00000000 0.00000000 4.56379482 0.00000000 994.65542829 30-B6 0.00000000 0.00000000 4.56378803 0.00000000 994.65542109 15-IO 0.00000000 0.00000000 0.19696568 0.00000000 919.35490390 30-IO 0.00000000 0.00000000 0.13650913 0.00000000 953.13324708 SES 0.00000000 0.00000000 0.16576331 0.00000000 957.50188884 (6) Amount Does Not Include Excess Special Hazard, Bankruptcy,or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.
Certificateholder Component Statement Component Beginning Ending Beginning Ending Ending Pass-Through Notional Notional Component Component Component Class Rate Balance Balance Balance Balance Percentage A-PO-1 0.00000% 0.00 0.00 3,069,783.76 3,065,577.54 97.41938246% A-PO-2 0.00000% 0.00 0.00 1,221,292.93 1,219,483.97 99.26092332% A-PO-3 0.00000% 0.00 0.00 10,836.66 10,794.40 98.09523810% A-PO-4 0.00000% 0.00 0.00 274.37 272.99 97.84587814% A-PO-5 0.00000% 0.00 0.00 788,354.41 779,244.04 89.84266201% 15-IO-1 0.25973% 115,398,721.71 114,282,623.78 0.00 0.00 93.82288647% 15-IO-2 0.23170% 30,199,755.74 29,514,644.82 0.00 0.00 85.29187387% 30-IO-1 0.17282% 147,216,216.25 146,455,279.52 0.00 0.00 96.13012797% 30-IO-2 0.16777% 92,424,414.92 91,797,083.06 0.00 0.00 94.03853094% SES-1 0.00000% 490,705,676.83 488,656,833.67 0.00 0.00 97.31262237% SES-2 0.00000% 264,725,019.70 263,368,259.53 0.00 0.00 96.09758257% SES-3 0.00000% 117,748,605.59 116,623,392.45 0.00 0.00 93.90516370% SES-4 0.00000% 30,853,752.79 30,165,363.77 0.00 0.00 85.52870079% SES-5 0.00000% 38,252,279.77 37,868,993.63 0.00 0.00 88.93612166%
CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 10,057,410.40 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 0.00 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 10,057,410.40 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 42,332.34 Payment of Interest and Principal 10,015,078.06 Total Withdrawals (Pool Distribution Amount) 10,057,410.40 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 39,261.87 MBIA Fee 1,500.00 Trustee Fee 1,570.47 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 42,332.34
OTHER ACCOUNTS Beginning Current Current Ending Account Type Balance Withdrawals Deposits Balance Financial Guaranty 0.00 0.00 0.00 0.00 Class 1-A12 Reserve Fund 25,000.00 0.00 0.00 25,000.00 Class 1-A12 Rounding Account 999.99 0.00 0.00 999.99
LOAN STATUS STRATIFICATION/CREDIT ENHANCEMENT STATEMENT DELINQUENCY STATUS DELINQUENT BANKRUPTCY FORECLOSURE REO Total No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 3 0 0 0 3 1,403,242.04 0.00 0.00 0.00 1,403,242.04 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 1,403,242.04 0.00 0.00 0.00 1,403,242.04 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.164294% 0.000000% 0.000000% 0.000000% 0.164294% 0.149610% 0.000000% 0.000000% 0.000000% 0.149610% 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 0.164294% 0.000000% 0.000000% 0.000000% 0.164294% 0.149610% 0.000000% 0.000000% 0.000000% 0.149610%
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 1 0 0 0 1 359,005.08 0.00 0.00 0.00 359,005.08 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 1 359,005.08 0.00 0.00 0.00 359,005.08 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.104932% 0.000000% 0.000000% 0.000000% 0.104932% 0.073403% 0.000000% 0.000000% 0.000000% 0.073403% 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 0.104932% 0.000000% 0.000000% 0.000000% 0.104932% 0.073403% 0.000000% 0.000000% 0.000000% 0.073403% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 3 - 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 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 5 - 15 Year Fixed No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 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 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 1 494,438.96 0.00 0.00 0.00 494,438.96 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 1 494,438.96 0.00 0.00 0.00 494,438.96 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.193050% 0.000000% 0.000000% 0.000000% 0.193050% 0.187574% 0.000000% 0.000000% 0.000000% 0.187574% 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 0.193050% 0.000000% 0.000000% 0.000000% 0.193050% 0.187574% 0.000000% 0.000000% 0.000000% 0.187574% 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 1 549,798.00 0.00 0.00 0.00 549,798.00 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 1 0 0 0 1 549,798.00 0.00 0.00 0.00 549,798.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.724138% 0.000000% 0.000000% 0.000000% 1.724138% 1.816827% 0.000000% 0.000000% 0.000000% 1.816827% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 1.724138% 0.000000% 0.000000% 0.000000% 1.724138% 1.816827% 0.000000% 0.000000% 0.000000% 1.816827%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 9,054.62
COLLATERAL STATEMENT Collateral Description Fixed Weighted Average Gross Coupon 5.666828% Weighted Average Pass-Through Rate 5.414828% Weighted Average Maturity(Stepdown Calculation ) 316 Beginning Scheduled Collateral Loan Count 1,833 Number Of Loans Paid In Full 7 Ending Scheduled Collateral Loan Count 1,826 Beginning Scheduled Collateral Balance 942,285,334.68 Ending Scheduled Collateral Balance 936,682,843.05 Ending Actual Collateral Balance at 31-Aug-2004 937,931,418.47 Monthly P &I Constant 6,014,222.82 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Class A Non-PO Optimal Amount 9,693,581.30 Class AP Deferred Amount 0.00 Ending Scheduled Balance for Premium Loans 936,682,843.05 Scheduled Principal 1,564,415.60 Unscheduled Principal 4,038,076.03
Miscellaneous Reporting Senior % 97.623845% Subordiante % 2.376155%
Group Level Collateral Statement Group 1 - 30 Year Fixed 3 - 15 Year Fixed 5 - 15 Year Fixed Collateral Description Mixed Fixed Mixed Fixed Mixed Fixed Weighted Average Coupon Rate 5.769439 5.256105 5.148953 Weighted Average Net Rate 5.519439 5.006105 4.898953 Weighted Average Maturity 353 172 173 Beginning Loan Count 956 226 72 Loans Paid In Full 3 1 0 Ending Loan Count 953 225 72 Beginning Scheduled Balance 490,705,676.83 117,748,605.59 38,252,279.77 Ending scheduled Balance 488,656,833.67 116,623,392.45 37,868,993.63 Record Date 08/31/2004 08/31/2004 08/31/2004 Principal And Interest Constant 2,892,611.68 983,846.08 316,134.42 Scheduled Principal 533,364.46 468,096.88 152,001.77 Unscheduled Principal 1,515,478.70 657,116.26 231,284.37 Scheduled Interest 2,359,247.22 515,749.20 164,132.65 Servicing Fees 102,230.34 24,530.96 7,969.23 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 817.85 196.24 63.76 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 2,256,199.03 491,022.00 156,099.66 Realized Loss Amount 0.00 0.00 0.00 Cumulative Realized Loss 0.00 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 0.0000 Prepayment Penalties 0.00 0.00 0.00 Special Servicing Fee 0.00 0.00 0.00 Pass-Through Rate 5.517439 5.004105 4.896953
Group Level Collateral Statement Group 2 - 30 Year Fixed 4 - 15 Year Fixed Total Collateral Description Mixed Fixed Mixed Fixed Fixed Weighted Average Coupon Rate 5.785201 5.228743 5.666828 Weighted Average Net Rate 5.535201 4.978743 5.416828 Weighted Average Maturity 353 173 316 Beginning Loan Count 520 59 1,833 Loans Paid In Full 2 1 7 Ending Loan Count 518 58 1,826 Beginning Scheduled Balance 264,725,019.70 30,853,752.79 942,285,334.68 Ending scheduled Balance 263,368,259.53 30,165,363.77 936,682,843.05 Record Date 08/31/2004 08/31/2004 08/31/2004 Principal And Interest Constant 1,564,283.50 257,347.14 6,014,222.82 Scheduled Principal 288,043.97 122,908.52 1,564,415.60 Unscheduled Principal 1,068,716.20 565,480.50 4,038,076.03 Scheduled Interest 1,276,239.53 134,438.62 4,449,807.22 Servicing Fees 55,151.04 6,427.86 196,309.43 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 441.20 51.42 1,570.47 FRY Amount 0.00 0.00 0.00 Special Hazard Fee 0.00 0.00 0.00 Other Fee 0.00 0.00 0.00 Pool Insurance Fee 0.00 0.00 0.00 Spread Fee 1 0.00 0.00 0.00 Spread Fee 2 0.00 0.00 0.00 Spread Fee 3 0.00 0.00 0.00 Net Interest 1,220,647.29 127,959.34 4,251,927.32 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 5.533201 4.976743 5.414828
Miscellaneous Reporting Group 1 - 30 Year Fixed CPR 3.647630% Surbordinate % 2.614876% Subordinate Prepayment % 0.000000% Senior Prepayment % 100.000000% Senior % 97.385124% Group 3 - 15 Year Fixed CPR 6.520162% Surbordinate % 1.142940% Subordinate Prepayment % 0.000000% Senior Prepayment % 100.000000% Senior % 98.857060% Group 5 - 15 Year Fixed CPR 7.046139% Surbordinate % 1.231781% Subordinate Prepayment % 0.000000% Senior Prepayment % 100.000000% Senior % 98.768219%
Miscellaneous Reporting Group 2 - 30 Year Fixed CPR 4.743411% Surbordinate % 2.485623% Subordinate Prepayment % 0.000000% Senior Prepayment % 100.000000% Senior % 97.514377% Group 4 - 15 Year Fixed CPR 19.978092% Surbordinate % 2.703087% Subordinate Prepayment % 0.000000% Senior Prepayment % 100.000000% Senior % 97.296913%
Group -----END PRIVACY-ENHANCED MESSAGE-----