-----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, EKTU0vUUAqP+bSlLCWqnC0/AJTmEhXUTNS8MYZA28GeC/pUb2FLr3OuAdYC59Mm/ YRBAwGeaWL62sDW8xgVBjw== 0001056404-04-004559.txt : 20041229 0001056404-04-004559.hdr.sgml : 20041229 20041229140533 ACCESSION NUMBER: 0001056404-04-004559 CONFORMED SUBMISSION TYPE: 8-K PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20041227 ITEM INFORMATION: Other Events ITEM INFORMATION: Financial Statements and Exhibits FILED AS OF DATE: 20041229 DATE AS OF CHANGE: 20041229 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Banc of America Funding Corp. Mortgage Pass-Through Certificates Series 2004-1 CENTRAL INDEX KEY: 0001288916 STANDARD INDUSTRIAL CLASSIFICATION: ASSET-BACKED SECURITIES [6189] IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 8-K SEC ACT: 1934 Act SEC FILE NUMBER: 333-109285-01 FILM NUMBER: 041230576 BUSINESS ADDRESS: STREET 1: C/O NORWEST BANK MINNESOTA N A STREET 2: 11000 BROKEN LAND PARKWAY CITY: COLUMBIA STATE: MD ZIP: 21044 BUSINESS PHONE: 4108842000 MAIL ADDRESS: STREET 1: NATIONSBANK CORPORATE CENTER STREET 2: NC1-007-11-07 CITY: CHARLOTTE STATE: NC ZIP: 28255 8-K 1 baf04001_dec.txt DECEMBER 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): December 27, 2004 BANC OF AMERICA FUNDING CORPORATION Mortgage Pass-Through Certificates, Series 2004-1 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-109285-01 54-2151908 Pooling and Servicing Agreement) (Commission 54-2151909 (State or other File Number) 54-6612482 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 December 27, 2004 a distribution was made to holders of BANC OF AMERICA FUNDING CORPORATION, Mortgage Pass-Through Certificates, Series 2004-1 Trust. ITEM 9.01 Financial Statements and Exhibits (c) Exhibits Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2004-1 Trust, relating to the December 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 FUNDING CORPORATION Mortgage Pass-Through Certificates, Series 2004-1 Trust (Registrant) By: Wells Fargo Bank, N.A. as Securities Administrator By: /s/ Beth Belfield as Assistant Vice President By: Beth Belfield as Assistant Vice President Date: 12/27/2004 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2004-1 Trust, relating to the December 27, 2004 distribution. EX-99.1
Banc of America Funding Corporation Mortgage Pass-Through Certificates Record Date: 11/30/2004 Distribution Date: 12/27/2004 Banc of America Funding Corporation Mortgage Pass-Through Certificates Series 2004-1 Contact: Customer Service - CTSLink Wells Fargo Bank, N.A. Securities Administration Services 7485 New Horizon Way Frederick, MD 21703 Telephone: (301) 815-6600 Fax: (301) 815-6660 Certificateholder Distribution Summary Certificate Certificate Beginning Class Pass-Through Certificate Interest Principal Class CUSIP Description Rate Balance Distribution Distribution 1A1 05946XFS7 SEN 6.00000% 20,804,631.55 104,023.09 325,195.43 1AR 05946XFT5 SEN 6.00000% 0.00 0.00 0.00 1ALR 05946XFU2 SEN 6.00000% 0.00 0.00 0.00 2A1 05946XFV0 SEN 6.00000% 49,090,361.64 245,451.85 1,210,108.48 3A1 05946XFW8 SEN 6.00000% 109,192,117.83 545,960.56 793,324.55 4A1 05946XFX6 SEN 6.00000% 124,231,936.97 621,159.64 3,111,350.68 5A1 05946XFZ1 SEN 6.00000% 37,577,791.75 187,888.97 432,421.27 6A1 05946XGA5 SEN 6.00000% 15,141,128.15 75,705.66 442,784.74 7A1 05946XGB3 SEN 6.00000% 53,662,243.29 268,311.23 2,354,460.74 8A1 05946XGD9 SEN 5.25000% 16,595,881.85 72,606.99 306,498.30 8IO 05946XGE7 IO 0.39449% 0.00 5,239.52 0.00 CBIO 05946XGF4 IO 0.55780% 0.00 109,621.12 0.00 NCIO 05946XGC1 IO 0.42342% 0.00 20,556.36 0.00 PO 05946XFY4 PO 0.00000% 10,475,205.57 0.00 189,429.81 P 05946XGN7 SEN 0.00000% 0.00 31,134.41 0.00 B1 05946XGG2 SUB 5.97317% 16,455,162.61 81,907.84 17,552.14 B2 05946XGH0 SUB 5.97317% 5,306,355.60 26,413.12 5,660.10 B3 05946XGJ6 SUB 5.97317% 5,042,278.79 25,098.64 5,378.42 B4 05946XGK3 SUB 5.97317% 2,653,674.19 13,209.03 2,830.58 B5 05946XGL1 SUB 5.97317% 1,857,472.65 9,245.83 1,981.30 B6 05946XGM9 SUB 5.97317% 3,184,722.24 15,852.39 3,397.01 Totals 471,270,964.68 2,459,386.25 9,202,373.55
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses 1A1 0.00 20,479,436.12 429,218.52 0.00 1AR 0.00 0.00 0.00 0.00 1ALR 0.00 0.00 0.00 0.00 2A1 0.00 47,880,253.16 1,455,560.33 0.00 3A1 0.00 108,398,793.28 1,339,285.11 0.00 4A1 0.00 121,120,586.29 3,732,510.32 0.00 5A1 0.00 37,145,370.48 620,310.24 0.00 6A1 0.00 14,698,343.42 518,490.40 0.00 7A1 0.00 51,307,782.55 2,622,771.97 0.00 8A1 0.00 16,289,383.55 379,105.29 0.00 8IO 0.00 0.00 5,239.52 0.00 CBIO 0.00 0.00 109,621.12 0.00 NCIO 0.00 0.00 20,556.36 0.00 PO 0.00 10,285,775.76 189,429.81 0.00 P 0.00 0.00 31,134.41 0.00 B1 0.00 16,437,610.47 99,459.98 0.00 B2 0.00 5,300,695.50 32,073.22 0.00 B3 0.00 5,036,900.37 30,477.06 0.00 B4 0.00 2,650,843.61 16,039.61 0.00 B5 0.00 1,855,491.35 11,227.13 0.00 B6 0.00 3,181,325.21 19,249.40 0.00 Totals 0.00 462,068,591.12 11,661,759.80 0.00 All distributions required by the Pooling and Servicing Agreement have been calculated by the Certificate Administrator on behalf of the Trustee.
Principal Distribution Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Realized Class Amount Balance Distribution Distribution Accretion Loss (1) 1A1 23,168,000.00 20,804,631.55 18,286.04 306,909.39 0.00 0.00 1AR 50.00 0.00 0.00 0.00 0.00 0.00 1ALR 50.00 0.00 0.00 0.00 0.00 0.00 2A1 56,692,000.00 49,090,361.64 48,186.15 1,161,922.33 0.00 0.00 3A1 118,322,000.00 109,192,117.83 101,814.79 691,509.76 0.00 0.00 4A1 146,775,000.00 124,231,936.97 120,122.61 2,991,228.07 0.00 0.00 5A1 40,574,000.00 37,577,791.75 35,455.28 396,965.99 0.00 0.00 6A1 19,042,000.00 15,141,128.15 15,649.34 427,135.40 0.00 0.00 7A1 65,676,000.00 53,662,243.29 53,064.22 2,301,396.51 0.00 0.00 8A1 18,013,000.00 16,595,881.85 65,499.18 240,999.12 0.00 0.00 8IO 0.00 0.00 0.00 0.00 0.00 0.00 CBIO 0.00 0.00 0.00 0.00 0.00 0.00 NCIO 0.00 0.00 0.00 0.00 0.00 0.00 PO 11,569,178.00 10,475,205.57 12,361.01 177,068.79 0.00 0.00 P 0.00 0.00 0.00 0.00 0.00 0.00 B1 16,575,000.00 16,455,162.61 17,552.14 0.00 0.00 0.00 B2 5,345,000.00 5,306,355.60 5,660.10 0.00 0.00 0.00 B3 5,079,000.00 5,042,278.79 5,378.42 0.00 0.00 0.00 B4 2,673,000.00 2,653,674.19 2,830.58 0.00 0.00 0.00 B5 1,871,000.00 1,857,472.65 1,981.30 0.00 0.00 0.00 B6 3,207,916.15 3,184,722.24 3,397.01 0.00 0.00 0.00 Totals 534,582,194.15 471,270,964.68 507,238.17 8,695,135.36 0.00 0.00 (1) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.
Principal Distribution Statement (continued) Total Ending Ending Total Principal Certificate Certificate Principal Class Reduction Balance Percentage Distribution 1A1 325,195.43 20,479,436.12 0.88395356 325,195.43 1AR 0.00 0.00 0.00000000 0.00 1ALR 0.00 0.00 0.00000000 0.00 2A1 1,210,108.48 47,880,253.16 0.84456807 1,210,108.48 3A1 793,324.55 108,398,793.28 0.91613388 793,324.55 4A1 3,111,350.68 121,120,586.29 0.82521265 3,111,350.68 5A1 432,421.27 37,145,370.48 0.91549688 432,421.27 6A1 442,784.74 14,698,343.42 0.77189074 442,784.74 7A1 2,354,460.74 51,307,782.55 0.78122575 2,354,460.74 8A1 306,498.30 16,289,383.55 0.90431264 306,498.30 8IO 0.00 0.00 0.00000000 0.00 CBIO 0.00 0.00 0.00000000 0.00 NCIO 0.00 0.00 0.00000000 0.00 PO 189,429.81 10,285,775.76 0.88906712 189,429.81 P 0.00 0.00 0.00000000 0.00 B1 17,552.14 16,437,610.47 0.99171104 17,552.14 B2 5,660.10 5,300,695.50 0.99171104 5,660.10 B3 5,378.42 5,036,900.37 0.99171104 5,378.42 B4 2,830.58 2,650,843.61 0.99171104 2,830.58 B5 1,981.30 1,855,491.35 0.99171104 1,981.30 B6 3,397.01 3,181,325.21 0.99171084 3,397.01 Totals 9,202,373.55 462,068,591.12 0.86435462 9,202,373.55
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion 1A1 23,168,000.00 897.98996676 0.78928004 13.24712491 0.00000000 1AR 50.00 0.00000000 0.00000000 0.00000000 0.00000000 1ALR 50.00 0.00000000 0.00000000 0.00000000 0.00000000 2A1 56,692,000.00 865.91338531 0.84996384 20.49534908 0.00000000 3A1 118,322,000.00 922.83867607 0.86048909 5.84430419 0.00000000 4A1 146,775,000.00 846.41074413 0.81841329 20.37968367 0.00000000 5A1 40,574,000.00 926.15447700 0.87384236 9.78375290 0.00000000 6A1 19,042,000.00 795.14379529 0.82183279 22.43122571 0.00000000 7A1 65,676,000.00 817.07538964 0.80796973 35.04166682 0.00000000 8A1 18,013,000.00 921.32803253 3.63621718 13.37917726 0.00000000 8IO 0.00 0.00000000 0.00000000 0.00000000 0.00000000 CBIO 0.00 0.00000000 0.00000000 0.00000000 0.00000000 NCIO 0.00 0.00000000 0.00000000 0.00000000 0.00000000 PO 11,569,178.00 905.44078153 1.06844324 15.30521788 0.00000000 P 0.00 0.00000000 0.00000000 0.00000000 0.00000000 B1 16,575,000.00 992.76999155 1.05895264 0.00000000 0.00000000 B2 5,345,000.00 992.76999065 1.05895229 0.00000000 0.00000000 B3 5,079,000.00 992.76999212 1.05895255 0.00000000 0.00000000 B4 2,673,000.00 992.76999252 1.05895249 0.00000000 0.00000000 B5 1,871,000.00 992.76998931 1.05895243 0.00000000 0.00000000 B6 3,207,916.15 992.76978920 1.05894601 0.00000000 0.00000000 (2) All Classes are per $1,000 denomination.
Principal Distribution Factors Statement (continued) Total Ending Ending Total Realized Principal Certificate Certificate Principal Class Loss (3) Reduction Balance Percentage Distribution 1A1 0.00000000 14.03640496 883.95356181 0.88395356 14.03640496 1AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1ALR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2A1 0.00000000 21.34531292 844.56807239 0.84456807 21.34531292 3A1 0.00000000 6.70479328 916.13388279 0.91613388 6.70479328 4A1 0.00000000 21.19809695 825.21264718 0.82521265 21.19809695 5A1 0.00000000 10.65759526 915.49688175 0.91549688 10.65759526 6A1 0.00000000 23.25305850 771.89073732 0.77189074 23.25305850 7A1 0.00000000 35.84963670 781.22575294 0.78122575 35.84963670 8A1 0.00000000 17.01539444 904.31263809 0.90431264 17.01539444 8IO 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 CBIO 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 NCIO 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 PO 0.00000000 16.37366198 889.06711955 0.88906712 16.37366198 P 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 B1 0.00000000 1.05895264 991.71103891 0.99171104 1.05895264 B2 0.00000000 1.05895229 991.71103835 0.99171104 1.05895229 B3 0.00000000 1.05895255 991.71103957 0.99171104 1.05895255 B4 0.00000000 1.05895249 991.71104003 0.99171104 1.05895249 B5 0.00000000 1.05895243 991.71103688 0.99171104 1.05895243 B6 0.00000000 1.05894601 991.71083696 0.99171084 1.05894601 (3) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.
Interest Distribution Statement Beginning Payment of Original Current Certificate/ Current Unpaid Current Face Certificate Notional Accrued Interest Interest Class Amount Rate Balance Interest Shortfall Shortfall 1A1 23,168,000.00 6.00000% 20,804,631.55 104,023.16 0.00 0.00 1AR 50.00 6.00000% 0.00 0.00 0.00 0.00 1ALR 50.00 6.00000% 0.00 0.00 0.00 0.00 2A1 56,692,000.00 6.00000% 49,090,361.64 245,451.81 0.00 0.00 3A1 118,322,000.00 6.00000% 109,192,117.83 545,960.59 0.00 0.00 4A1 146,775,000.00 6.00000% 124,231,936.97 621,159.68 0.00 0.00 5A1 40,574,000.00 6.00000% 37,577,791.75 187,888.96 0.00 0.00 6A1 19,042,000.00 6.00000% 15,141,128.15 75,705.64 0.00 0.00 7A1 65,676,000.00 6.00000% 53,662,243.29 268,311.22 0.00 0.00 8A1 18,013,000.00 5.25000% 16,595,881.85 72,606.98 0.00 0.00 8IO 0.00 0.39449% 15,938,145.08 5,239.52 0.00 0.00 CBIO 0.00 0.55780% 235,827,847.41 109,621.13 0.00 0.00 NCIO 0.00 0.42342% 58,258,370.49 20,556.36 0.00 0.00 PO 11,569,178.00 0.00000% 10,475,205.57 0.00 0.00 0.00 P 0.00 0.00000% 0.00 0.00 0.00 0.00 B1 16,575,000.00 5.97317% 16,455,162.61 81,907.84 0.00 0.00 B2 5,345,000.00 5.97317% 5,306,355.60 26,413.12 0.00 0.00 B3 5,079,000.00 5.97317% 5,042,278.79 25,098.64 0.00 0.00 B4 2,673,000.00 5.97317% 2,653,674.19 13,209.03 0.00 0.00 B5 1,871,000.00 5.97317% 1,857,472.65 9,245.83 0.00 0.00 B6 3,207,916.15 5.97317% 3,184,722.24 15,852.39 0.00 0.00 Totals 534,582,194.15 2,428,251.90 0.00 0.00
Interest Distribution Statement (continued) Remaining Ending Non-Supported Total Unpaid Certificate/ Interest Realized Interest Interest Notional Class Shortfall Losses (4) Distribution Shortfall Balance 1A1 0.06 0.00 104,023.09 0.00 20,479,436.12 1AR 0.00 0.00 0.00 0.00 0.00 1ALR 0.00 0.00 0.00 0.00 0.00 2A1 (0.05) 0.00 245,451.85 0.00 47,880,253.16 3A1 0.03 0.00 545,960.56 0.00 108,398,793.28 4A1 0.05 0.00 621,159.64 0.00 121,120,586.29 5A1 (0.01) 0.00 187,888.97 0.00 37,145,370.48 6A1 (0.02) 0.00 75,705.66 0.00 14,698,343.42 7A1 (0.01) 0.00 268,311.23 0.00 51,307,782.55 8A1 (0.01) 0.00 72,606.99 0.00 16,289,383.55 8IO 0.00 0.00 5,239.52 0.00 15,634,000.54 CBIO 0.01 0.00 109,621.12 0.00 230,971,910.60 NCIO 0.00 0.00 20,556.36 0.00 56,421,232.42 PO 0.00 0.00 0.00 0.00 10,285,775.76 P 0.00 0.00 31,134.41 0.00 0.00 B1 0.00 0.00 81,907.84 0.00 16,437,610.47 B2 0.00 0.00 26,413.12 0.00 5,300,695.50 B3 0.00 0.00 25,098.64 0.00 5,036,900.37 B4 0.00 0.00 13,209.03 0.00 2,650,843.61 B5 0.00 0.00 9,245.83 0.00 1,855,491.35 B6 0.00 0.00 15,852.39 0.00 3,181,325.21 Totals 0.05 0.00 2,459,386.25 0.00 (4) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.
Interest Distribution Factors Statement Beginning Payment of Original Current Certificate/ Current Unpaid Current Face Certificate Notional Accrued Interest Interest Class (5) Amount Rate Balance Interest Shortfall Shortfall 1A1 23,168,000.00 6.00000% 897.98996676 4.48994993 0.00000000 0.00000000 1AR 50.00 6.00000% 0.00000000 0.00000000 0.00000000 0.00000000 1ALR 50.00 6.00000% 0.00000000 0.00000000 0.00000000 0.00000000 2A1 56,692,000.00 6.00000% 865.91338531 4.32956696 0.00000000 0.00000000 3A1 118,322,000.00 6.00000% 922.83867607 4.61419339 0.00000000 0.00000000 4A1 146,775,000.00 6.00000% 846.41074413 4.23205369 0.00000000 0.00000000 5A1 40,574,000.00 6.00000% 926.15447700 4.63077242 0.00000000 0.00000000 6A1 19,042,000.00 6.00000% 795.14379529 3.97571894 0.00000000 0.00000000 7A1 65,676,000.00 6.00000% 817.07538964 4.08537700 0.00000000 0.00000000 8A1 18,013,000.00 5.25000% 921.32803253 4.03080997 0.00000000 0.00000000 8IO 0.00 0.39449% 923.62568942 0.30363353 0.00000000 0.00000000 CBIO 0.00 0.55780% 877.99013880 0.40812089 0.00000000 0.00000000 NCIO 0.00 0.42342% 840.78134446 0.29666817 0.00000000 0.00000000 PO 11,569,178.00 0.00000% 905.44078153 0.00000000 0.00000000 0.00000000 P 0.00 0.00000% 0.00000000 0.00000000 0.00000000 0.00000000 B1 16,575,000.00 5.97317% 992.76999155 4.94164947 0.00000000 0.00000000 B2 5,345,000.00 5.97317% 992.76999065 4.94165014 0.00000000 0.00000000 B3 5,079,000.00 5.97317% 992.76999212 4.94164993 0.00000000 0.00000000 B4 2,673,000.00 5.97317% 992.76999252 4.94164983 0.00000000 0.00000000 B5 1,871,000.00 5.97317% 992.76998931 4.94165152 0.00000000 0.00000000 B6 3,207,916.15 5.97317% 992.76978920 4.94164724 0.00000000 0.00000000 (5) All Classes are per $1,000 denomination.
Interest Distribution Factors Statement (continued) Remaining Ending Non-Supported Total Unpaid Certificate/ Interest Realized Interest Interest Notional Class Shortfall Losses (6) Distribution Shortfall Balance 1A1 0.00000259 0.00000000 4.48994691 0.00000000 883.95356181 1AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1ALR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2A1 (0.00000088) 0.00000000 4.32956766 0.00000000 844.56807239 3A1 0.00000025 0.00000000 4.61419313 0.00000000 916.13388279 4A1 0.00000034 0.00000000 4.23205342 0.00000000 825.21264718 5A1 (0.00000025) 0.00000000 4.63077266 0.00000000 915.49688175 6A1 (0.00000105) 0.00000000 3.97571999 0.00000000 771.89073732 7A1 (0.00000015) 0.00000000 4.08537715 0.00000000 781.22575294 8A1 (0.00000056) 0.00000000 4.03081053 0.00000000 904.31263809 8IO 0.00000000 0.00000000 0.30363353 0.00000000 906.00031902 CBIO 0.00000004 0.00000000 0.40812085 0.00000000 859.91142299 NCIO 0.00000000 0.00000000 0.29666817 0.00000000 814.26787689 PO 0.00000000 0.00000000 0.00000000 0.00000000 889.06711955 P 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 B1 0.00000000 0.00000000 4.94164947 0.00000000 991.71103891 B2 0.00000000 0.00000000 4.94165014 0.00000000 991.71103835 B3 0.00000000 0.00000000 4.94164993 0.00000000 991.71103957 B4 0.00000000 0.00000000 4.94164983 0.00000000 991.71104003 B5 0.00000000 0.00000000 4.94165152 0.00000000 991.71103688 B6 0.00000000 0.00000000 4.94164724 0.00000000 991.71083696 (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 PO-1 0.00000% 0.00 0.00 4,940.14 4,935.14 99.19879397% PO-2 0.00000% 0.00 0.00 1,634,854.88 1,617,906.18 92.32785136% PO-3 0.00000% 0.00 0.00 1,147,516.75 1,146,037.69 95.66329714% PO-4 0.00000% 0.00 0.00 3,254,115.29 3,228,785.53 87.81156356% PO-5 0.00000% 0.00 0.00 553,601.75 552,995.88 97.63431527% PO-6 0.00000% 0.00 0.00 718,094.51 678,522.95 81.04698775% PO-7 0.00000% 0.00 0.00 2,953,104.78 2,848,477.38 85.89111206% PO-8 0.00000% 0.00 0.00 208,977.49 208,115.01 95.93161735% 1-IO 0.63061% 22,174,425.17 21,848,056.82 0.00 0.00 89.00908525% 2-IO 0.56918% 30,830,625.79 29,807,477.81 0.00 0.00 81.20293607% 3-IO 0.50858% 96,505,852.03 95,733,994.24 0.00 0.00 91.62137133% 4-IO 0.59006% 86,316,944.42 83,582,381.73 0.00 0.00 81.26022757% 5-IO 0.42920% 30,170,615.60 29,746,447.89 0.00 0.00 90.95261539% 6-IO 0.27825% 5,773,260.48 5,767,773.49 0.00 0.00 86.66611618% 7-IO 0.45316% 22,314,494.41 20,907,011.04 0.00 0.00 69.85267525%
CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 11,809,031.97 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 11,809,031.97 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 147,272.17 Payment of Interest and Principal 11,661,759.80 Total Withdrawals (Pool Distribution Amount) 11,809,031.97 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 147,272.17 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 147,272.17
LOAN STATUS STRATIFICATION/CREDIT ENHANCEMENT STATEMENT DELINQUENCY STATUS DELINQUENT BANKRUPTCY FORECLOSURE REO Total No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 62 0 0 0 62 12,547,866.35 0.00 0.00 0.00 12,547,866.35 60 Days 10 0 0 0 10 1,566,737.59 0.00 0.00 0.00 1,566,737.59 90 Days 5 0 0 0 5 1,368,369.62 0.00 0.00 0.00 1,368,369.62 120 Days 1 0 0 0 1 125,679.90 0.00 0.00 0.00 125,679.90 150 Days 2 0 0 0 2 231,215.94 0.00 0.00 0.00 231,215.94 180+ Days 9 0 0 0 9 1,329,233.47 0.00 0.00 0.00 1,329,233.47 Totals 89 0 0 0 89 17,169,102.87 0.00 0.00 0.00 17,169,102.87 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 2.385533% 0.000000% 0.000000% 0.000000% 2.385533% 2.712960% 0.000000% 0.000000% 0.000000% 2.712960% 60 Days 0.384763% 0.000000% 0.000000% 0.000000% 0.384763% 0.338743% 0.000000% 0.000000% 0.000000% 0.338743% 90 Days 0.192382% 0.000000% 0.000000% 0.000000% 0.192382% 0.295854% 0.000000% 0.000000% 0.000000% 0.295854% 120 Days 0.038476% 0.000000% 0.000000% 0.000000% 0.038476% 0.027173% 0.000000% 0.000000% 0.000000% 0.027173% 150 Days 0.076953% 0.000000% 0.000000% 0.000000% 0.076953% 0.049991% 0.000000% 0.000000% 0.000000% 0.049991% 180+ Days 0.346287% 0.000000% 0.000000% 0.000000% 0.346287% 0.287392% 0.000000% 0.000000% 0.000000% 0.287392% Totals 3.424394% 0.000000% 0.000000% 0.000000% 3.424394% 3.712112% 0.000000% 0.000000% 0.000000% 3.712112%
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 2 0 0 0 2 205,025.26 0.00 0.00 0.00 205,025.26 60 Days 2 0 0 0 2 353,081.53 0.00 0.00 0.00 353,081.53 90 Days 1 0 0 0 1 69,575.12 0.00 0.00 0.00 69,575.12 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 5 0 0 0 5 627,681.91 0.00 0.00 0.00 627,681.91 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.030928% 0.000000% 0.000000% 0.000000% 1.030928% 0.927574% 0.000000% 0.000000% 0.000000% 0.927574% 60 Days 1.030928% 0.000000% 0.000000% 0.000000% 1.030928% 1.597409% 0.000000% 0.000000% 0.000000% 1.597409% 90 Days 0.515464% 0.000000% 0.000000% 0.000000% 0.515464% 0.314771% 0.000000% 0.000000% 0.000000% 0.314771% 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 2.577320% 0.000000% 0.000000% 0.000000% 2.577320% 2.839754% 0.000000% 0.000000% 0.000000% 2.839754% 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 6 0 0 0 6 570,311.93 0.00 0.00 0.00 570,311.93 60 Days 1 0 0 0 1 38,141.56 0.00 0.00 0.00 38,141.56 90 Days 1 0 0 0 1 310,616.37 0.00 0.00 0.00 310,616.37 120 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 8 0 0 0 8 919,069.86 0.00 0.00 0.00 919,069.86 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.503759% 0.000000% 0.000000% 0.000000% 1.503759% 1.064427% 0.000000% 0.000000% 0.000000% 1.064427% 60 Days 0.250627% 0.000000% 0.000000% 0.000000% 0.250627% 0.071187% 0.000000% 0.000000% 0.000000% 0.071187% 90 Days 0.250627% 0.000000% 0.000000% 0.000000% 0.250627% 0.579733% 0.000000% 0.000000% 0.000000% 0.579733% 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 2.005013% 0.000000% 0.000000% 0.000000% 2.005013% 1.715348% 0.000000% 0.000000% 0.000000% 1.715348% 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 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 22 0 0 0 22 3,935,328.72 0.00 0.00 0.00 3,935,328.72 60 Days 4 0 0 0 4 699,845.85 0.00 0.00 0.00 699,845.85 90 Days 1 0 0 0 1 326,192.24 0.00 0.00 0.00 326,192.24 120 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 2 0 0 0 2 291,481.44 0.00 0.00 0.00 291,481.44 Totals 29 0 0 0 29 5,252,848.25 0.00 0.00 0.00 5,252,848.25 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 2.816901% 0.000000% 0.000000% 0.000000% 2.816901% 3.338001% 0.000000% 0.000000% 0.000000% 3.338001% 60 Days 0.512164% 0.000000% 0.000000% 0.000000% 0.512164% 0.593619% 0.000000% 0.000000% 0.000000% 0.593619% 90 Days 0.128041% 0.000000% 0.000000% 0.000000% 0.128041% 0.276681% 0.000000% 0.000000% 0.000000% 0.276681% 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 0.256082% 0.000000% 0.000000% 0.000000% 0.256082% 0.247239% 0.000000% 0.000000% 0.000000% 0.247239% Totals 3.713188% 0.000000% 0.000000% 0.000000% 3.713188% 4.455540% 0.000000% 0.000000% 0.000000% 4.455540% 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 21 0 0 0 21 3,581,217.42 0.00 0.00 0.00 3,581,217.42 60 Days 3 0 0 0 3 475,668.65 0.00 0.00 0.00 475,668.65 90 Days 1 0 0 0 1 103,541.25 0.00 0.00 0.00 103,541.25 120 Days 1 0 0 0 1 125,679.90 0.00 0.00 0.00 125,679.90 150 Days 2 0 0 0 2 231,215.94 0.00 0.00 0.00 231,215.94 180 Days 7 0 0 0 7 1,037,752.03 0.00 0.00 0.00 1,037,752.03 Totals 35 0 0 0 35 5,555,075.19 0.00 0.00 0.00 5,555,075.19 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 2.505967% 0.000000% 0.000000% 0.000000% 2.505967% 2.655737% 0.000000% 0.000000% 0.000000% 2.655737% 60 Days 0.357995% 0.000000% 0.000000% 0.000000% 0.357995% 0.352743% 0.000000% 0.000000% 0.000000% 0.352743% 90 Days 0.119332% 0.000000% 0.000000% 0.000000% 0.119332% 0.076783% 0.000000% 0.000000% 0.000000% 0.076783% 120 Days 0.119332% 0.000000% 0.000000% 0.000000% 0.119332% 0.093201% 0.000000% 0.000000% 0.000000% 0.093201% 150 Days 0.238663% 0.000000% 0.000000% 0.000000% 0.238663% 0.171464% 0.000000% 0.000000% 0.000000% 0.171464% 180 Days 0.835322% 0.000000% 0.000000% 0.000000% 0.835322% 0.769570% 0.000000% 0.000000% 0.000000% 0.769570% Totals 4.176611% 0.000000% 0.000000% 0.000000% 4.176611% 4.119498% 0.000000% 0.000000% 0.000000% 4.119498% 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 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 6 0 0 0 6 2,417,175.15 0.00 0.00 0.00 2,417,175.15 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 6 0 0 0 6 2,417,175.15 0.00 0.00 0.00 2,417,175.15 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 6.593407% 0.000000% 0.000000% 0.000000% 6.593407% 5.957336% 0.000000% 0.000000% 0.000000% 5.957336% 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 6.593407% 0.000000% 0.000000% 0.000000% 6.593407% 5.957336% 0.000000% 0.000000% 0.000000% 5.957336% 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 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 7 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 4 0 0 0 4 1,660,394.75 0.00 0.00 0.00 1,660,394.75 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 1 0 0 0 1 558,444.64 0.00 0.00 0.00 558,444.64 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 5 0 0 0 5 2,218,839.39 0.00 0.00 0.00 2,218,839.39 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 3.278689% 0.000000% 0.000000% 0.000000% 3.278689% 2.815713% 0.000000% 0.000000% 0.000000% 2.815713% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.819672% 0.000000% 0.000000% 0.000000% 0.819672% 0.947016% 0.000000% 0.000000% 0.000000% 0.947016% 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 4.098361% 0.000000% 0.000000% 0.000000% 4.098361% 3.762728% 0.000000% 0.000000% 0.000000% 3.762728% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 8 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 1 178,413.12 0.00 0.00 0.00 178,413.12 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 1 178,413.12 0.00 0.00 0.00 178,413.12 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.729927% 0.000000% 0.000000% 0.000000% 0.729927% 1.003089% 0.000000% 0.000000% 0.000000% 1.003089% 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 0.729927% 0.000000% 0.000000% 0.000000% 0.729927% 1.003089% 0.000000% 0.000000% 0.000000% 1.003089%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 110,378.05
COLLATERAL STATEMENT Collateral Description Fixed Weighted Average Gross Coupon 6.558072% Weighted Average Pass-Through Rate 6.183072% Weighted Average Maturity (Stepdown Calculation) 340 Beginning Scheduled Collateral Loan Count 2,638 Number Of Loans Paid In Full 39 Ending Scheduled Collateral Loan Count 2,599 Beginning Scheduled Collateral Balance 471,270,964.69 Ending Scheduled Collateral Balance 462,068,591.13 Ending Actual Collateral Balance at 30-Nov-2004 462,515,717.47 Monthly P &I Constant 3,082,778.62 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 11,043,239.43 Class AP Deferred Amount 0.00 Ending Scheduled Balance for Premium Loans 462,068,591.13 Scheduled Principal 507,254.64 Unscheduled Principal 8,695,118.92
Miscellaneous Reporting Total Senior Percentage 92.513024% Aggregate Subordinate Percentage 7.486976%
Group Level Collateral Statement Group 1 2 3 Collateral Description Fixed 30 Year Fixed 30 Year Fixed 30 Year Weighted Average Coupon Rate 6.997610 6.516322 6.730796 Weighted Average Net Rate 6.622609 6.141323 6.355796 Weighted Average Maturity 348 345 348 Beginning Loan Count 196 406 785 Loans Paid In Full 2 7 4 Ending Loan Count 194 399 781 Beginning Scheduled Balance 22,411,566.65 54,761,621.99 118,596,410.16 Ending scheduled Balance 22,084,958.16 53,530,602.76 117,793,907.63 Record Date 11/30/2004 11/30/2004 11/30/2004 Principal And Interest Constant 150,388.59 351,390.57 775,962.21 Scheduled Principal 19,699.09 54,020.25 110,755.31 Unscheduled Principal 306,909.40 1,176,998.98 691,747.22 Scheduled Interest 130,689.50 297,370.32 665,206.90 Servicing Fees 7,003.63 17,112.98 37,061.40 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 0.00 0.00 0.00 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 123,685.87 280,257.34 628,145.50 Realized Loss Amount 0.00 0.00 0.00 Cumulative Realized Loss 0.00 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 0.0000 Prepayment Penalties 0.00 0.00 0.00 Special Servicing Fee 0.00 0.00 0.00 Pass-Through Rate 6.622610 6.141322 6.355796
Group Level Collateral Statement Group 4 5 6 Collateral Description Fixed 30 Year Fixed 30 Year Fixed 30 Year Weighted Average Coupon Rate 6.602795 6.609974 6.218186 Weighted Average Net Rate 6.227795 6.234974 5.843186 Weighted Average Maturity 346 348 344 Beginning Loan Count 855 92 38 Loans Paid In Full 17 1 1 Ending Loan Count 838 91 37 Beginning Scheduled Balance 137,877,194.14 40,973,529.34 17,231,559.05 Ending scheduled Balance 134,730,466.28 40,537,820.60 16,747,784.36 Record Date 11/30/2004 11/30/2004 11/30/2004 Principal And Interest Constant 892,603.40 264,425.50 107,153.00 Scheduled Principal 133,957.65 38,730.53 17,862.14 Unscheduled Principal 3,012,770.21 396,978.21 465,912.55 Scheduled Interest 758,645.75 225,694.97 89,290.86 Servicing Fees 43,086.62 12,804.23 5,384.86 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 0.00 0.00 0.00 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 715,559.13 212,890.74 83,906.00 Realized Loss Amount 0.00 0.00 0.00 Cumulative Realized Loss 0.00 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 0.0000 Prepayment Penalties 0.00 0.00 0.00 Special Servicing Fee 0.00 0.00 0.00 Pass-Through Rate 6.227795 6.234974 5.843186
Group Level Collateral Statement Group 7 8 Total Collateral Description Fixed 30 Year Fixed 15 Year Fixed Weighted Average Coupon Rate 6.251072 5.912722 6.558072 Weighted Average Net Rate 5.876072 5.537723 6.183072 Weighted Average Maturity 347.00 166.00 340.00 Record Date 11/30/2004 11/30/2004 11/30/2004 Principal And Interest Constant 380,721.42 160,133.93 3,082,778.62 Beginning Loan Count 127 139 2,638 Loans Paid In Full 5 2 39 Ending Loan Count 122 137 2,599 Beginning Scheduled Balance 61,379,853.38 18,039,229.98 471,270,964.69 Ending Scheduled Balance 58,916,053.84 17,726,997.50 462,068,591.13 Scheduled Principal 60,979.87 71,249.80 507,254.64 Unscheduled Principal 2,402,819.67 240,982.68 8,695,118.92 Scheduled Interest 319,741.55 88,884.13 2,575,523.98 Servicing Fee 19,181.20 5,637.25 147,272.17 Master Servicing Fee 0.00 0.00 0.00 Trustee Fee 0.00 0.00 0.00 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 1 0.00 0.00 0.00 Spread 2 0.00 0.00 0.00 Spread 3 0.00 0.00 0.00 Net Interest 300,560.35 83,246.88 2,428,251.81 Realized Loss Amount 0.00 0.00 0.00 Cumulative Realized Loss 0.00 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 0.0000 Prepayment Penalties 0.00 0.00 0.00 Special Servicing Fee 0.00 0.00 0.00 Pass-Through Rate 5.876072 5.537722 6.183072
Miscellaneous Reporting Group 1 CPR 15.262593% Subordinate Percentage 7.149647% Subordinate Prepayment Percentage 0.000000% Senior Prepayment Percentage 100.000000% Senior Percentage 92.850353% Group 2 CPR 22.971138% Subordinate Percentage 7.597686% Subordinate Prepayment Percentage 0.000000% Senior Prepayment Percentage 100.000000% Senior Percentage 92.402314% Group 3 CPR 6.785243% Subordinate Percentage 7.030100% Subordinate Prepayment Percentage 0.000000% Senior Prepayment Percentage 100.000000% Senior Percentage 92.969900%
Miscellaneous Reporting Group 4 CPR 23.308655% Subordinate Percentage 7.718692% Subordinate Prepayment Percentage 0.000000% Senior Prepayment Percentage 100.000000% Senior Percentage 92.281308% Group 5 CPR 11.036301% Subordinate Percentage 7.031519% Subordinate Prepayment Percentage 0.000000% Senior Prepayment Percentage 100.000000% Senior Percentage 92.968481% Group 6 CPR 28.055350% Subordinate Percentage 8.310406% Subordinate Prepayment Percentage 0.000000% Senior Prepayment Percentage 100.000000% Senior Percentage 91.689594%
Miscellaneous Reporting Group 7 CPR 38.102403% Subordinate Percentage 8.154664% Subordinate Prepayment Percentage 0.000000% Senior Prepayment Percentage 100.000000% Senior Percentage 91.845336% Group 8 CPR 14.958466% Subordinate Percentage 6.922898% Subordinate Prepayment Percentage 0.000000% Senior Prepayment Percentage 100.000000% Senior Percentage 93.077102%
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