-----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, LHvrsb8cmSVFEmYOAylcPNeOJ4mytrnIT6BdOBce5I+5HdHGYO0KbGUvLdFENLEm ASgFrqhVyAMl/oSnop2wug== 0001056404-04-002829.txt : 20040903 0001056404-04-002829.hdr.sgml : 20040903 20040903083925 ACCESSION NUMBER: 0001056404-04-002829 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 Alternative Loan Trust Mortgage Pass-Through Certificates Series 2004-4 CENTRAL INDEX KEY: 0001288898 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: 333-105940-32 FILM NUMBER: 041015210 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 baa04004_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 2004-4 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-105940-32 54-2151916 Pooling and Servicing Agreement) (Commission 54-2151917 (State or other File Number) 54-2151918 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 2004-4 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 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 2004-4 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: 9/2/04 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 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: 2004-4 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-A-1 05948KPH6 SEN 5.50000% 70,566,842.94 322,587.85 174,759.98 1-A-R 05948KPJ2 SEN 5.50000% 0.00 0.00 0.00 1-A-MR 05948KPK9 SEN 5.50000% 0.00 0.00 0.00 1-A-LR 05948KPL7 SEN 5.50000% 0.00 0.00 0.00 2-A-1 05948KPM5 SEN 6.00000% 80,418,839.62 401,045.53 710,871.91 3-A-1 05948KPN3 SEN 6.00000% 86,416,504.85 430,955.65 1,124,186.81 CB-IO 05948KPP8 SEN 0.16156% 0.00 7,545.28 0.00 4-A-1 05948KPQ6 SEN 5.75000% 34,719,675.20 165,931.23 450,617.60 4-A-2 05948KPR4 SEN 5.75000% 3,709,000.00 17,725.94 0.00 4-A-3 05948KPS2 SEN 5.50000% 1,854,500.00 8,477.62 0.00 4-A-4 05948KPT0 SEN 6.00000% 1,854,500.00 9,248.32 0.00 4-A-5 05948KPU7 SEN 5.75000% 4,894,000.00 23,389.26 0.00 4-IO 05948KPV5 SEN 0.30955% 0.00 3,398.87 0.00 5-A-1 05948KPW3 SEN 4.75000% 48,866,575.40 193,430.25 372,854.98 6-A-1 05948KPX1 SEN 5.25000% 37,985,868.43 166,188.22 367,923.58 15-IO 05948KPY9 SEN 0.26441% 0.00 13,707.74 0.00 PO 05948KPZ6 SEN 0.00000% 8,631,927.31 0.00 41,703.45 15-B-1 05948KQE2 SUB 4.96728% 1,228,350.75 5,084.64 4,596.13 15-B-2 05948KQF9 SUB 4.96728% 181,977.89 753.28 680.91 15-B-3 05948KQG7 SUB 4.96728% 272,966.83 1,129.92 1,021.36 15-B-4 05948KQY8 SUB 4.96728% 136,483.42 564.96 510.68 15-B-5 05948KQZ5 SUB 4.96728% 90,988.94 376.64 340.45 15-B-6 05948KRA9 SUB 4.96728% 136,997.72 567.09 512.60 30-B-1 05948KQB8 SUB 5.50000% 6,439,265.82 29,436.52 6,648.89 30-B-2 05948KQC6 SUB 5.50000% 2,826,338.23 12,920.35 2,918.35 30-B-3 05948KQD4 SUB 5.50000% 1,570,187.90 7,177.97 1,621.30 30-B-4 05948KQV4 SUB 5.50000% 1,570,187.90 7,177.97 1,621.30 30-B-5 05948KQW2 SUB 5.50000% 1,098,633.06 5,022.30 1,134.40 30-B-6 05948KQX0 SUB 5.50000% 1,257,044.60 5,746.46 1,297.96 30-B-IO 05948KQA0 SUB 0.44539% 0.00 4,142.04 0.00 SES 05948KQU6 SEN 0.00000% 0.00 69,050.71 0.00 Totals 396,727,656.81 1,912,782.61 3,265,822.64
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses 1-A-1 0.00 70,392,082.96 497,347.83 0.00 1-A-R 0.00 0.00 0.00 0.00 1-A-MR 0.00 0.00 0.00 0.00 1-A-LR 0.00 0.00 0.00 0.00 2-A-1 0.00 79,707,967.71 1,111,917.44 0.00 3-A-1 0.00 85,292,318.04 1,555,142.46 0.00 CB-IO 0.00 0.00 7,545.28 0.00 4-A-1 0.00 34,269,057.60 616,548.83 0.00 4-A-2 0.00 3,709,000.00 17,725.94 0.00 4-A-3 0.00 1,854,500.00 8,477.62 0.00 4-A-4 0.00 1,854,500.00 9,248.32 0.00 4-A-5 0.00 4,894,000.00 23,389.26 0.00 4-IO 0.00 0.00 3,398.87 0.00 5-A-1 0.00 48,493,720.42 566,285.23 0.00 6-A-1 0.00 37,617,944.85 534,111.80 0.00 15-IO 0.00 0.00 13,707.74 0.00 PO 0.00 8,590,223.87 41,703.45 0.00 15-B-1 0.00 1,223,754.62 9,680.77 0.00 15-B-2 0.00 181,296.98 1,434.19 0.00 15-B-3 0.00 271,945.47 2,151.28 0.00 15-B-4 0.00 135,972.74 1,075.64 0.00 15-B-5 0.00 90,648.49 717.09 0.00 15-B-6 0.00 136,485.12 1,079.69 0.00 30-B-1 0.00 6,432,616.94 36,085.41 0.00 30-B-2 0.00 2,823,419.88 15,838.70 0.00 30-B-3 0.00 1,568,566.60 8,799.27 0.00 30-B-4 0.00 1,568,566.60 8,799.27 0.00 30-B-5 0.00 1,097,498.66 6,156.70 0.00 30-B-6 0.00 1,255,746.65 7,044.42 0.00 30-B-IO 0.00 0.00 4,142.04 0.00 SES 0.00 0.00 69,050.71 0.00 Totals 0.00 393,461,834.20 5,178,605.25 0.00 All distributions required by the Pooling and Servicing Agreement have been calculated by the Certificate Administrator on behalf of the Trustee.
Principal Distribution Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Realized Class Amount Balance Distribution Distribution Accretion Loss (1) 1-A-1 71,791,000.00 70,566,842.94 75,707.53 99,052.45 0.00 0.00 1-A-R 50.00 0.00 0.00 0.00 0.00 0.00 1-A-MR 25.00 0.00 0.00 0.00 0.00 0.00 1-A-LR 25.00 0.00 0.00 0.00 0.00 0.00 2-A-1 82,589,000.00 80,418,839.62 80,136.58 630,735.33 0.00 0.00 3-A-1 88,441,000.00 86,416,504.85 89,597.83 1,034,588.98 0.00 0.00 CB-IO 0.00 0.00 0.00 0.00 0.00 0.00 4-A-1 36,629,000.00 34,719,675.20 48,304.02 402,313.58 0.00 0.00 4-A-2 3,709,000.00 3,709,000.00 0.00 0.00 0.00 0.00 4-A-3 1,854,500.00 1,854,500.00 0.00 0.00 0.00 0.00 4-A-4 1,854,500.00 1,854,500.00 0.00 0.00 0.00 0.00 4-A-5 4,894,000.00 4,894,000.00 0.00 0.00 0.00 0.00 4-IO 0.00 0.00 0.00 0.00 0.00 0.00 5-A-1 50,513,000.00 48,866,575.40 185,915.55 186,939.44 0.00 0.00 6-A-1 39,063,000.00 37,985,868.43 139,025.68 228,897.90 0.00 0.00 15-IO 0.00 0.00 0.00 0.00 0.00 0.00 PO 8,782,308.00 8,631,927.31 10,278.45 31,424.99 0.00 0.00 15-B-1 1,242,000.00 1,228,350.75 4,596.13 0.00 0.00 0.00 15-B-2 184,000.00 181,977.89 680.91 0.00 0.00 0.00 15-B-3 276,000.00 272,966.83 1,021.36 0.00 0.00 0.00 15-B-4 138,000.00 136,483.42 510.68 0.00 0.00 0.00 15-B-5 92,000.00 90,988.94 340.45 0.00 0.00 0.00 15-B-6 138,520.00 136,997.72 512.60 0.00 0.00 0.00 30-B-1 6,459,000.00 6,439,265.82 6,648.89 0.00 0.00 0.00 30-B-2 2,835,000.00 2,826,338.23 2,918.35 0.00 0.00 0.00 30-B-3 1,575,000.00 1,570,187.90 1,621.30 0.00 0.00 0.00 30-B-4 1,575,000.00 1,570,187.90 1,621.30 0.00 0.00 0.00 30-B-5 1,102,000.00 1,098,633.06 1,134.40 0.00 0.00 0.00 30-B-6 1,260,897.00 1,257,044.60 1,297.96 0.00 0.00 0.00 30-B-IO 0.00 0.00 0.00 0.00 0.00 0.00 SES 0.00 0.00 0.00 0.00 0.00 0.00 Totals 406,997,825.00 396,727,656.81 651,869.97 2,613,952.67 0.00 0.00 (1) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.
Principal Distribution Statement (continued) Total Ending Ending Total Principal Certificate Certificate Principal Class Reduction Balance Percentage Distribution 1-A-1 174,759.98 70,392,082.96 0.98051403 174,759.98 1-A-R 0.00 0.00 0.00000000 0.00 1-A-MR 0.00 0.00 0.00000000 0.00 1-A-LR 0.00 0.00 0.00000000 0.00 2-A-1 710,871.91 79,707,967.71 0.96511603 710,871.91 3-A-1 1,124,186.81 85,292,318.04 0.96439794 1,124,186.81 CB-IO 0.00 0.00 0.00000000 0.00 4-A-1 450,617.60 34,269,057.60 0.93557175 450,617.60 4-A-2 0.00 3,709,000.00 1.00000000 0.00 4-A-3 0.00 1,854,500.00 1.00000000 0.00 4-A-4 0.00 1,854,500.00 1.00000000 0.00 4-A-5 0.00 4,894,000.00 1.00000000 0.00 4-IO 0.00 0.00 0.00000000 0.00 5-A-1 372,854.98 48,493,720.42 0.96002456 372,854.98 6-A-1 367,923.58 37,617,944.85 0.96300706 367,923.58 15-IO 0.00 0.00 0.00000000 0.00 PO 41,703.45 8,590,223.87 0.97812829 41,703.45 15-B-1 4,596.13 1,223,754.62 0.98530968 4,596.13 15-B-2 680.91 181,296.98 0.98530967 680.91 15-B-3 1,021.36 271,945.47 0.98530967 1,021.36 15-B-4 510.68 135,972.74 0.98530971 510.68 15-B-5 340.45 90,648.49 0.98530967 340.45 15-B-6 512.60 136,485.12 0.98530985 512.60 30-B-1 6,648.89 6,432,616.94 0.99591530 6,648.89 30-B-2 2,918.35 2,823,419.88 0.99591530 2,918.35 30-B-3 1,621.30 1,568,566.60 0.99591530 1,621.30 30-B-4 1,621.30 1,568,566.60 0.99591530 1,621.30 30-B-5 1,134.40 1,097,498.66 0.99591530 1,134.40 30-B-6 1,297.96 1,255,746.65 0.99591533 1,297.96 30-B-IO 0.00 0.00 0.00000000 0.00 SES 0.00 0.00 0.00000000 0.00 Totals 3,265,822.64 393,461,834.20 0.96674186 3,265,822.64
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion 1-A-1 71,791,000.00 982.94832138 1.05455461 1.37973353 0.00000000 1-A-R 50.00 0.00000000 0.00000000 0.00000000 0.00000000 1-A-MR 25.00 0.00000000 0.00000000 0.00000000 0.00000000 1-A-LR 25.00 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 82,589,000.00 973.72337260 0.97030573 7.63703798 0.00000000 3-A-1 88,441,000.00 977.10908798 1.01308025 11.69806967 0.00000000 CB-IO 0.00 0.00000000 0.00000000 0.00000000 0.00000000 4-A-1 36,629,000.00 947.87395779 1.31873707 10.98347157 0.00000000 4-A-2 3,709,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 4-A-3 1,854,500.00 1000.00000000 0.00000000 0.00000000 0.00000000 4-A-4 1,854,500.00 1000.00000000 0.00000000 0.00000000 0.00000000 4-A-5 4,894,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 4-IO 0.00 0.00000000 0.00000000 0.00000000 0.00000000 5-A-1 50,513,000.00 967.40592323 3.68054857 3.70081840 0.00000000 6-A-1 39,063,000.00 972.42578476 3.55901185 5.85971124 0.00000000 15-IO 0.00 0.00000000 0.00000000 0.00000000 0.00000000 PO 8,782,308.00 982.87685993 1.17035863 3.57821543 0.00000000 15-B-1 1,242,000.00 989.01026570 3.70058776 0.00000000 0.00000000 15-B-2 184,000.00 989.01027174 3.70059783 0.00000000 0.00000000 15-B-3 276,000.00 989.01025362 3.70057971 0.00000000 0.00000000 15-B-4 138,000.00 989.01028986 3.70057971 0.00000000 0.00000000 15-B-5 92,000.00 989.01021739 3.70054348 0.00000000 0.00000000 15-B-6 138,520.00 989.01039561 3.70054866 0.00000000 0.00000000 30-B-1 6,459,000.00 996.94470042 1.02939929 0.00000000 0.00000000 30-B-2 2,835,000.00 996.94470194 1.02940035 0.00000000 0.00000000 30-B-3 1,575,000.00 996.94469841 1.02939683 0.00000000 0.00000000 30-B-4 1,575,000.00 996.94469841 1.02939683 0.00000000 0.00000000 30-B-5 1,102,000.00 996.94470054 1.02940109 0.00000000 0.00000000 30-B-6 1,260,897.00 996.94471475 1.02939415 0.00000000 0.00000000 30-B-IO 0.00 0.00000000 0.00000000 0.00000000 0.00000000 SES 0.00 0.00000000 0.00000000 0.00000000 0.00000000 2) All classes are per $1,000 denomination.
Principal Distribution Factors Statement (continued) Total Ending Ending Total Realized Principal Certificate Certificate Principal Class Loss (3) Reduction Balance Percentage Distribution 1-A-1 0.00000000 2.43428814 980.51403324 0.98051403 2.43428814 1-A-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1-A-MR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1-A-LR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 0.00000000 8.60734371 965.11602889 0.96511603 8.60734371 3-A-1 0.00000000 12.71114992 964.39793806 0.96439794 12.71114992 CB-IO 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 4-A-1 0.00000000 12.30220863 935.57174916 0.93557175 12.30220863 4-A-2 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 4-A-3 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 4-A-4 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 4-A-5 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 4-IO 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 5-A-1 0.00000000 7.38136678 960.02455645 0.96002456 7.38136678 6-A-1 0.00000000 9.41872309 963.00706167 0.96300706 9.41872309 15-IO 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 PO 0.00000000 4.74857520 978.12828587 0.97812829 4.74857520 15-B-1 0.00000000 3.70058776 985.30967794 0.98530968 3.70058776 15-B-2 0.00000000 3.70059783 985.30967391 0.98530967 3.70059783 15-B-3 0.00000000 3.70057971 985.30967391 0.98530967 3.70057971 15-B-4 0.00000000 3.70057971 985.30971014 0.98530971 3.70057971 15-B-5 0.00000000 3.70054348 985.30967391 0.98530967 3.70054348 15-B-6 0.00000000 3.70054866 985.30984695 0.98530985 3.70054866 30-B-1 0.00000000 1.02939929 995.91530268 0.99591530 1.02939929 30-B-2 0.00000000 1.02940035 995.91530159 0.99591530 1.02940035 30-B-3 0.00000000 1.02939683 995.91530159 0.99591530 1.02939683 30-B-4 0.00000000 1.02939683 995.91530159 0.99591530 1.02939683 30-B-5 0.00000000 1.02940109 995.91529946 0.99591530 1.02940109 30-B-6 0.00000000 1.02939415 995.91532853 0.99591533 1.02939415 30-B-IO 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 SES 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 (3) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.
Interest Distribution Statement Beginning Payment of Original Current Certificate/ Current Unpaid Current Face Certificate Notional Accrued Interest Interest Class Amount Rate Balance Interest Shortfall Shortfall 1-A-1 71,791,000.00 5.50000% 70,566,842.94 323,431.36 0.00 0.00 1-A-R 50.00 5.50000% 0.00 0.00 0.00 0.00 1-A-MR 25.00 5.50000% 0.00 0.00 0.00 0.00 1-A-LR 25.00 5.50000% 0.00 0.00 0.00 0.00 2-A-1 82,589,000.00 6.00000% 80,418,839.62 402,094.20 0.00 0.00 3-A-1 88,441,000.00 6.00000% 86,416,504.85 432,082.52 0.00 0.00 CB-IO 0.00 0.16156% 56,188,992.24 7,565.01 0.00 0.00 4-A-1 36,629,000.00 5.75000% 34,719,675.20 166,365.11 0.00 0.00 4-A-2 3,709,000.00 5.75000% 3,709,000.00 17,772.29 0.00 0.00 4-A-3 1,854,500.00 5.50000% 1,854,500.00 8,499.79 0.00 0.00 4-A-4 1,854,500.00 6.00000% 1,854,500.00 9,272.50 0.00 0.00 4-A-5 4,894,000.00 5.75000% 4,894,000.00 23,450.42 0.00 0.00 4-IO 0.00 0.30955% 13,210,510.91 3,407.76 0.00 0.00 5-A-1 50,513,000.00 4.75000% 48,866,575.40 193,430.19 0.00 0.00 6-A-1 39,063,000.00 5.25000% 37,985,868.43 166,188.17 0.00 0.00 15-IO 0.00 0.26441% 62,211,880.33 13,707.74 0.00 0.00 PO 8,782,308.00 0.00000% 8,631,927.31 0.00 0.00 0.00 15-B-1 1,242,000.00 4.96728% 1,228,350.75 5,084.64 0.00 0.00 15-B-2 184,000.00 4.96728% 181,977.89 753.28 0.00 0.00 15-B-3 276,000.00 4.96728% 272,966.83 1,129.92 0.00 0.00 15-B-4 138,000.00 4.96728% 136,483.42 564.96 0.00 0.00 15-B-5 92,000.00 4.96728% 90,988.94 376.64 0.00 0.00 15-B-6 138,520.00 4.96728% 136,997.72 567.09 0.00 0.00 30-B-1 6,459,000.00 5.50000% 6,439,265.82 29,513.30 0.00 0.00 30-B-2 2,835,000.00 5.50000% 2,826,338.23 12,954.05 0.00 0.00 30-B-3 1,575,000.00 5.50000% 1,570,187.90 7,196.69 0.00 0.00 30-B-4 1,575,000.00 5.50000% 1,570,187.90 7,196.69 0.00 0.00 30-B-5 1,102,000.00 5.50000% 1,098,633.06 5,035.40 0.00 0.00 30-B-6 1,260,897.00 5.50000% 1,257,044.60 5,761.45 0.00 0.00 30-B-IO 0.00 0.44539% 11,188,997.81 4,152.87 0.00 0.00 SES 0.00 0.00000% 396,727,656.94 0.00 0.00 0.00 Totals 406,997,825.00 1,847,554.04 0.00 0.00
Interest Distribution Statement (continued) Remaining Ending Non-Supported Total Unpaid Certificate/ Interest Realized Interest Interest Notional Class Shortfall Losses (4) Distribution Shortfall Balance 1-A-1 843.51 0.00 322,587.85 0.00 70,392,082.96 1-A-R 0.00 0.00 0.00 0.00 0.00 1-A-MR 0.00 0.00 0.00 0.00 0.00 1-A-LR 0.00 0.00 0.00 0.00 0.00 2-A-1 1,048.67 0.00 401,045.53 0.00 79,707,967.71 3-A-1 1,126.88 0.00 430,955.65 0.00 85,292,318.04 CB-IO 19.73 0.00 7,545.28 0.00 55,543,693.25 4-A-1 433.88 0.00 165,931.23 0.00 34,269,057.60 4-A-2 46.35 0.00 17,725.94 0.00 3,709,000.00 4-A-3 22.17 0.00 8,477.62 0.00 1,854,500.00 4-A-4 24.18 0.00 9,248.32 0.00 1,854,500.00 4-A-5 61.16 0.00 23,389.26 0.00 4,894,000.00 4-IO 8.89 0.00 3,398.87 0.00 12,798,337.94 5-A-1 (0.05) 0.00 193,430.25 0.00 48,493,720.42 6-A-1 (0.05) 0.00 166,188.22 0.00 37,617,944.85 15-IO 0.00 0.00 13,707.74 0.00 61,771,437.63 PO 0.00 0.00 0.00 0.00 8,590,223.87 15-B-1 0.00 0.00 5,084.64 0.00 1,223,754.62 15-B-2 0.00 0.00 753.28 0.00 181,296.98 15-B-3 0.00 0.00 1,129.92 0.00 271,945.47 15-B-4 0.00 0.00 564.96 0.00 135,972.74 15-B-5 0.00 0.00 376.64 0.00 90,648.49 15-B-6 0.00 0.00 567.09 0.00 136,485.12 30-B-1 76.78 0.00 29,436.52 0.00 6,432,616.94 30-B-2 33.70 0.00 12,920.35 0.00 2,823,419.88 30-B-3 18.72 0.00 7,177.97 0.00 1,568,566.60 30-B-4 18.72 0.00 7,177.97 0.00 1,568,566.60 30-B-5 13.10 0.00 5,022.30 0.00 1,097,498.66 30-B-6 14.99 0.00 5,746.46 0.00 1,255,746.65 30-B-IO 10.83 0.00 4,142.04 0.00 11,177,588.54 SES 0.00 0.00 69,050.71 0.00 393,461,834.28 Totals 3,822.16 0.00 1,912,782.61 0.00 (4) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.
Interest Distribution Factors Statement Beginning Payment of Original Current Certificate/ Current Unpaid Current Face Certificate Notional Accrued Interest Interest Class (5) Amount Rate Balance Interest Shortfall Shortfall 1-A-1 71,791,000.00 5.50000% 982.94832138 4.50517976 0.00000000 0.00000000 1-A-R 50.00 5.50000% 0.00000000 0.00000000 0.00000000 0.00000000 1-A-MR 25.00 5.50000% 0.00000000 0.00000000 0.00000000 0.00000000 1-A-LR 25.00 5.50000% 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 82,589,000.00 6.00000% 973.72337260 4.86861689 0.00000000 0.00000000 3-A-1 88,441,000.00 6.00000% 977.10908798 4.88554539 0.00000000 0.00000000 CB-IO 0.00 0.16156% 969.34070349 0.13050727 0.00000000 0.00000000 4-A-1 36,629,000.00 5.75000% 947.87395779 4.54189604 0.00000000 0.00000000 4-A-2 3,709,000.00 5.75000% 1000.00000000 4.79166622 0.00000000 0.00000000 4-A-3 1,854,500.00 5.50000% 1000.00000000 4.58333243 0.00000000 0.00000000 4-A-4 1,854,500.00 6.00000% 1000.00000000 5.00000000 0.00000000 0.00000000 4-A-5 4,894,000.00 5.75000% 1000.00000000 4.79166735 0.00000000 0.00000000 4-IO 0.00 0.30955% 964.48185855 0.24879603 0.00000000 0.00000000 5-A-1 50,513,000.00 4.75000% 967.40592323 3.82931503 0.00000000 0.00000000 6-A-1 39,063,000.00 5.25000% 972.42578476 4.25436270 0.00000000 0.00000000 15-IO 0.00 0.26441% 969.22434655 0.21355849 0.00000000 0.00000000 PO 8,782,308.00 0.00000% 982.87685993 0.00000000 0.00000000 0.00000000 15-B-1 1,242,000.00 4.96728% 989.01026570 4.09391304 0.00000000 0.00000000 15-B-2 184,000.00 4.96728% 989.01027174 4.09391304 0.00000000 0.00000000 15-B-3 276,000.00 4.96728% 989.01025362 4.09391304 0.00000000 0.00000000 15-B-4 138,000.00 4.96728% 989.01028986 4.09391304 0.00000000 0.00000000 15-B-5 92,000.00 4.96728% 989.01021739 4.09391304 0.00000000 0.00000000 15-B-6 138,520.00 4.96728% 989.01039561 4.09392146 0.00000000 0.00000000 30-B-1 6,459,000.00 5.50000% 996.94470042 4.56932962 0.00000000 0.00000000 30-B-2 2,835,000.00 5.50000% 996.94470194 4.56932981 0.00000000 0.00000000 30-B-3 1,575,000.00 5.50000% 996.94469841 4.56932698 0.00000000 0.00000000 30-B-4 1,575,000.00 5.50000% 996.94469841 4.56932698 0.00000000 0.00000000 30-B-5 1,102,000.00 5.50000% 996.94470054 4.56932849 0.00000000 0.00000000 30-B-6 1,260,897.00 5.50000% 996.94471475 4.56932644 0.00000000 0.00000000 30-B-IO 0.00 0.44539% 996.98276904 0.37003670 0.00000000 0.00000000 SES 0.00 0.00000% 974.76603666 0.00000000 0.00000000 0.00000000 5) All classes are per $1,000 denomination.
Interest Distribution Factors Statement (continued) Remaining Ending Non-Supported Total Unpaid Certificate/ Interest Realized Interest Interest Notional Class Shortfall Losses (6) Distribution Shortfall Balance 1-A-1 0.01174952 0.00000000 4.49343023 0.00000000 980.51403324 1-A-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1-A-MR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1-A-LR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 0.01269745 0.00000000 4.85591943 0.00000000 965.11602889 3-A-1 0.01274160 0.00000000 4.87280390 0.00000000 964.39793806 CB-IO 0.00034037 0.00000000 0.13016690 0.00000000 958.20837041 4-A-1 0.01184526 0.00000000 4.53005078 0.00000000 935.57174916 4-A-2 0.01249663 0.00000000 4.77916959 0.00000000 1000.00000000 4-A-3 0.01195470 0.00000000 4.57137773 0.00000000 1000.00000000 4-A-4 0.01303855 0.00000000 4.98696145 0.00000000 1000.00000000 4-A-5 0.01249694 0.00000000 4.77917041 0.00000000 1000.00000000 4-IO 0.00064905 0.00000000 0.24814699 0.00000000 934.38965736 5-A-1 (0.00000099) 0.00000000 3.82931622 0.00000000 960.02455645 6-A-1 (0.00000128) 0.00000000 4.25436398 0.00000000 963.00706167 15-IO 0.00000000 0.00000000 0.21355849 0.00000000 962.36250945 PO 0.00000000 0.00000000 0.00000000 0.00000000 978.12828587 15-B-1 0.00000000 0.00000000 4.09391304 0.00000000 985.30967794 15-B-2 0.00000000 0.00000000 4.09391304 0.00000000 985.30967391 15-B-3 0.00000000 0.00000000 4.09391304 0.00000000 985.30967391 15-B-4 0.00000000 0.00000000 4.09391304 0.00000000 985.30971014 15-B-5 0.00000000 0.00000000 4.09391304 0.00000000 985.30967391 15-B-6 0.00000000 0.00000000 4.09392146 0.00000000 985.30984695 30-B-1 0.01188729 0.00000000 4.55744233 0.00000000 995.91530268 30-B-2 0.01188713 0.00000000 4.55744268 0.00000000 995.91530159 30-B-3 0.01188571 0.00000000 4.55744127 0.00000000 995.91530159 30-B-4 0.01188571 0.00000000 4.55744127 0.00000000 995.91530159 30-B-5 0.01188748 0.00000000 4.55744102 0.00000000 995.91529946 30-B-6 0.01188836 0.00000000 4.55743808 0.00000000 995.91532853 30-B-IO 0.00096499 0.00000000 0.36907171 0.00000000 995.96615917 SES 0.00000000 0.00000000 0.16965867 0.00000000 966.74185948 (6) Amount Does Not Include Excess Special Hazard, Bankruptcy,or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.
Certificateholder Component Statement Component Beginning Ending Beginning Ending Ending Pass-Through Notional Notional Component Component Component Class Rate Balance Balance Balance Balance Percentage 1-IO 0.11950% 40,251,592.69 40,116,859.78 0.00 0.00 97.71027037% 2-IO 0.27622% 10,109,233.89 10,024,147.04 0.00 0.00 95.04984772% 3-IO 0.25319% 5,828,165.66 5,402,686.43 0.00 0.00 84.90728853% 5-IO 0.27834% 38,330,369.13 38,002,920.20 0.00 0.00 95.53104708% 6-IO 0.24205% 23,881,511.20 23,768,517.43 0.00 0.00 97.38567452% 1-PO 0.00000% 0.00 0.00 868,232.17 867,226.49 98.73111734% 2-PO 0.00000% 0.00 0.00 1,953,386.88 1,940,351.32 96.80788013% 3-PO 0.00000% 0.00 0.00 4,718,461.71 4,693,325.64 98.13382283% 4-PO 0.00000% 0.00 0.00 747,568.63 746,750.10 97.69177937% 5-PO 0.00000% 0.00 0.00 328,554.02 327,117.19 97.26367448% 6-PO 0.00000% 0.00 0.00 15,723.90 15,453.14 94.72898915% 30-B-IO-1 0.50000% 4,160,622.77 4,156,476.75 0.00 0.00 99.60613145% 30-B-IO-2 0.50000% 4,584,142.57 4,579,389.67 0.00 0.00 99.59007957% 3-B-IO-3 0.25000% 2,444,232.47 2,441,722.12 0.00 0.00 99.59267914% Class 1-SES 0.00000% 75,007,734.87 74,828,136.28 0.00 0.00 98.13074436% Class 2-SES 0.00000% 86,532,849.27 85,804,795.78 0.00 0.00 96.66376698% Class 3-SES 0.00000% 95,719,109.14 94,565,033.35 0.00 0.00 96.67069926% Class 4-SES 0.00000% 50,223,476.30 49,769,529.81 0.00 0.00 95.42234419% Class 5-SES 0.00000% 50,353,010.78 49,974,313.74 0.00 0.00 96.06697671% Class 6-SES 0.00000% 38,891,476.58 38,520,025.32 0.00 0.00 96.35096200%
CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 5,196,953.93 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 5,196,953.93 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 18,348.68 Payment of Interest and Principal 5,178,605.25 Total Withdrawals (Pool Distribution Amount) 5,196,953.93 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 3,822.16
SERVICING FEES Gross Servicing Fee 16,530.32 Trustee Fee 1,818.36 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 18,348.68
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 2 0 0 2 254,264.15 0.00 0.00 254,264.15 30 Days 8 0 0 0 8 1,409,252.88 0.00 0.00 0.00 1,409,252.88 60 Days 3 0 0 0 3 498,129.40 0.00 0.00 0.00 498,129.40 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 2 0 0 13 1,907,382.28 254,264.15 0.00 0.00 2,161,646.43 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 0.076894% 0.000000% 0.000000% 0.076894% 0.064535% 0.000000% 0.000000% 0.064535% 30 Days 0.307574% 0.000000% 0.000000% 0.000000% 0.307574% 0.357686% 0.000000% 0.000000% 0.000000% 0.357686% 60 Days 0.115340% 0.000000% 0.000000% 0.000000% 0.115340% 0.126431% 0.000000% 0.000000% 0.000000% 0.126431% 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 0.422914% 0.076894% 0.000000% 0.000000% 0.499808% 0.484117% 0.064535% 0.000000% 0.000000% 0.548652%
Delinquency Status By Groups DELINQUENT BANKRUPTCY FORECLOSURE REO Total 1 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 1 232,013.34 0.00 0.00 0.00 232,013.34 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 1 232,013.34 0.00 0.00 0.00 232,013.34 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.209644% 0.000000% 0.000000% 0.000000% 0.209644% 0.309787% 0.000000% 0.000000% 0.000000% 0.309787% 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 0.209644% 0.000000% 0.000000% 0.000000% 0.209644% 0.309787% 0.000000% 0.000000% 0.000000% 0.309787% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 2 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 2 399,528.88 0.00 0.00 0.00 399,528.88 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 2 399,528.88 0.00 0.00 0.00 399,528.88 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.286123% 0.000000% 0.000000% 0.000000% 0.286123% 0.465246% 0.000000% 0.000000% 0.000000% 0.465246% 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 0.286123% 0.000000% 0.000000% 0.000000% 0.286123% 0.465246% 0.000000% 0.000000% 0.000000% 0.465246% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 3 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 1 167,416.51 0.00 0.00 167,416.51 30 Days 2 0 0 0 2 175,726.61 0.00 0.00 0.00 175,726.61 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 1 0 0 3 175,726.61 167,416.51 0.00 0.00 343,143.12 0-29 Days 0.168634% 0.000000% 0.000000% 0.168634% 0.176904% 0.000000% 0.000000% 0.176904% 30 Days 0.337268% 0.000000% 0.000000% 0.000000% 0.337268% 0.185686% 0.000000% 0.000000% 0.000000% 0.185686% 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 0.337268% 0.168634% 0.000000% 0.000000% 0.505902% 0.185686% 0.176904% 0.000000% 0.000000% 0.362590% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 4 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 1 376,781.12 0.00 0.00 0.00 376,781.12 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 1 376,781.12 0.00 0.00 0.00 376,781.12 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.970874% 0.000000% 0.000000% 0.000000% 0.970874% 0.756398% 0.000000% 0.000000% 0.000000% 0.756398% 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 0.970874% 0.000000% 0.000000% 0.000000% 0.970874% 0.756398% 0.000000% 0.000000% 0.000000% 0.756398% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 5 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 86,847.64 0.00 0.00 86,847.64 30 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 2 0 0 0 2 326,130.37 0.00 0.00 0.00 326,130.37 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 1 0 0 3 326,130.37 86,847.64 0.00 0.00 412,978.01 0-29 Days 0.271739% 0.000000% 0.000000% 0.271739% 0.173247% 0.000000% 0.000000% 0.173247% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.543478% 0.000000% 0.000000% 0.000000% 0.543478% 0.650577% 0.000000% 0.000000% 0.000000% 0.650577% 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 0.543478% 0.271739% 0.000000% 0.000000% 0.815217% 0.650577% 0.173247% 0.000000% 0.000000% 0.823824% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 6 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 2 225,202.93 0.00 0.00 0.00 225,202.93 60 Days 1 0 0 0 1 171,999.03 0.00 0.00 0.00 171,999.03 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 3 397,201.96 0.00 0.00 0.00 397,201.96 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.554017% 0.000000% 0.000000% 0.000000% 0.554017% 0.582757% 0.000000% 0.000000% 0.000000% 0.582757% 60 Days 0.277008% 0.000000% 0.000000% 0.000000% 0.277008% 0.445082% 0.000000% 0.000000% 0.000000% 0.445082% 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 0.831025% 0.000000% 0.000000% 0.000000% 0.831025% 1.027839% 0.000000% 0.000000% 0.000000% 1.027839%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 0.00
COLLATERAL STATEMENT Collateral Description Fixed 15 & 30 Year Weighted Average Gross Coupon 5.843880% Weighted Average Net Coupon 5.593880% Weighted Average Pass-Through Rate 5.588380% Weighted Average Maturity(Stepdown Calculation ) 1 Beginning Scheduled Collateral Loan Count 2,618 Number Of Loans Paid In Full 17 Ending Scheduled Collateral Loan Count 2,601 Beginning Scheduled Collateral Balance 396,727,656.94 Ending Scheduled Collateral Balance 393,461,834.28 Ending Actual Collateral Balance at 31-Jul-2004 393,992,100.12 Monthly P &I Constant 2,583,893.91 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Ending Scheduled Balance for Premium Loans 393,461,834.28 Scheduled Principal 651,869.97 Unscheduled Principal 2,613,952.69
Group Level Collateral Statement Group 1 2 3 Collateral Description Fixed 30 Year Fixed 30 Year Fixed 30 Year Weighted Average Coupon Rate 5.755964 6.152324 5.975146 Weighted Average Net Rate 5.505964 5.902325 5.725146 Weighted Average Maturity 355 355 354 Beginning Loan Count 478 706 598 Loans Paid In Full 1 7 5 Ending Loan Count 477 699 593 Beginning Scheduled Balance 75,007,734.87 86,532,849.27 95,719,109.14 Ending scheduled Balance 74,828,136.28 85,804,795.78 94,565,033.35 Record Date 07/31/2004 07/31/2004 07/31/2004 Principal And Interest Constant 440,317.68 529,910.48 576,106.86 Scheduled Principal 80,532.82 86,262.01 99,493.84 Unscheduled Principal 99,065.77 641,791.48 1,054,581.95 Scheduled Interest 359,784.86 443,648.47 476,613.02 Servicing Fees 15,626.61 18,027.67 19,941.48 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 343.79 396.62 438.72 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 343,814.46 425,224.18 456,232.82 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 5.500464 5.896824 5.719646
Group Level Collateral Statement Group 4 5 6 Collateral Description Fixed 30 Year Fixed 15 Year Fixed 15 Year Weighted Average Coupon Rate 6.001334 5.186389 5.652008 Weighted Average Net Rate 5.751334 4.936389 5.402008 Weighted Average Maturity 354 175 175 Beginning Loan Count 104 369 363 Loans Paid In Full 1 1 2 Ending Loan Count 103 368 361 Beginning Scheduled Balance 50,223,476.30 50,353,010.78 38,891,476.58 Ending scheduled Balance 49,769,529.81 49,974,313.74 38,520,025.32 Record Date 07/31/2004 07/31/2004 07/31/2004 Principal And Interest Constant 302,788.22 409,250.63 325,520.04 Scheduled Principal 51,615.00 191,625.37 142,340.93 Unscheduled Principal 402,331.49 187,071.67 229,110.33 Scheduled Interest 251,173.22 217,625.26 183,179.11 Servicing Fees 10,463.22 10,490.21 8,102.40 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 230.18 230.79 178.26 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 240,479.82 206,904.26 174,898.45 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 5.745834 4.930889 5.396508
Group Level Collateral Statement Group Total Collateral Description Fixed 15 & 30 Year Weighted Average Coupon Rate 5.843880 Weighted Average Net Rate 5.593880 Weighted Average Maturity 1.00 Record Date 07/31/2004 Principal And Interest Constant 2,583,893.91 Beginning Loan Count 2,618 Loans Paid In Full 17 Ending Loan Count 2,601 Beginning Scheduled Balance 396,727,656.94 Ending Scheduled Balance 393,461,834.28 Scheduled Principal 651,869.97 Unscheduled Principal 2,613,952.69 Scheduled Interest 1,932,023.94 Servicing Fee 82,651.59 Master Servicing Fee 0.00 Trustee Fee 1,818.36 Fry Amount 0.00 Special Hazard Fee 0.00 Other Fee 0.00 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 1,847,553.99 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Percentage of Cumulative Losses 0.0000 Prepayment Penalties 0.00 Special Servicing Fee 0.00 Pass-Through Rate 5.588380
Miscellaneous Reporting Group 1 CPRG 1.575106% Senior Percentage 95.181166% Subordinate Percentage 4.818834% Senior Prepayment Percentage 100.000000% Subordinate Prepayment Percentage 0.000000% Group 2 CPRG 8.554043% Senior Percentage 95.080812% Subordinate Percentage 4.919188% Senior Prepayment Percentage 100.000000% Subordinate Prepayment Percentage 0.000000% Group 3 CPRG 12.460703% Senior Percentage 94.962517% Subordinate Percentage 5.037483% Senior Prepayment Percentage 100.000000% Subordinate Prepayment Percentage 0.000000%
Miscellaneous Reporting Group 4 CPRG 9.209607% Senior Percentage 95.059753% Subordinate Percentage 4.940247% Senior Prepayment Percentage 100.000000% Subordinate Prepayment Percentage 0.000000% Group 5 CPRG 4.384611% Senior Percentage 97.685370% Subordinate Percentage 2.314630% Senior Prepayment Percentage 100.000000% Subordinate Prepayment Percentage 0.000000% Group 6 CPRG 6.868943% Senior Percentage 97.710955% Subordinate Percentage 2.289045% Senior Prepayment Percentage 100.000000% Subordinate Prepayment Percentage 0.000000%
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