-----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, KQegMDP/omBvElGlCJSDEwRtuxRM6qFR2vztpU/IMSJnLhFHCqWwqMPzH3yJsSkj FnhqwdFnW9tarsOiKNJLnw== 0001056404-04-002841.txt : 20040903 0001056404-04-002841.hdr.sgml : 20040903 20040903092830 ACCESSION NUMBER: 0001056404-04-002841 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 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Banc of America Mortgage Securities Mortgage Pass-Through Certificates Series 2004-5 CENTRAL INDEX KEY: 0001292014 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: 333-105940-35 FILM NUMBER: 041015273 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 bam04005_aug.txt AUGUST 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): August 25, 2004 BANC OF AMERICA MORTGAGE SECURITIES, INC. Mortgage Pass-Through Certificates, Series 2004-5 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-105940-35 54-2152475 Pooling and Servicing Agreement) (Commission 54-2152476 (State or other File Number) IRS EIN jurisdiction 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 MORTGAGE SECURITIES, INC., Mortgage Pass-Through Certificates, Series 2004-5 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 2004-5 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 MORTGAGE SECURITIES, INC. Mortgage Pass-Through Certificates, Series 2004-5 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: 8/30/04 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2004-5 Trust, relating to the August 25, 2004 distribution. EX-99.1
Banc of America Mortgage Securities, Inc. Mortgage Pass-Through Certificates Record Date: 7/31/04 Distribution Date: 8/25/04 BAM Series: 2004-5 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 05948X6F3 SEN 5.50000% 18,955,000.00 86,877.09 0.00 1-A2 05948X6G1 SEN 6.00000% 2,500,000.00 12,500.00 0.00 1-A3 05948X6H9 SEN 6.00000% 19,702,554.00 98,512.78 0.00 1-A4 05948X6J5 SEN 6.00000% 4,909,946.00 24,549.73 0.00 1-A5 05948X6K2 SEN 5.50000% 15,957,476.60 73,138.44 93,717.04 1-A6 05948X6L0 PO 0.00000% 227,273.00 0.00 0.00 1-A7 05948X6M8 SEN 5.50000% 205,000.00 939.58 0.00 1-A8 05948X6N6 SEN 5.50000% 118,375,291.08 542,553.45 593,734.59 1-A9 05948X6P1 PO 0.00000% 2,237,500.00 0.00 0.00 1-AR 05948X6Q9 SEN 5.50000% 0.00 0.00 0.00 1-ALR 05948X6R7 SEN 5.50000% 0.00 0.00 0.00 2-A1 05948X6S5 SEN 5.50000% 79,618,604.85 364,918.63 123,588.47 2-A2 05948X6T3 SEN 5.50000% 13,363,663.19 61,250.13 (61,250.13) 2-A3 05948X6U0 SEN 5.50000% 7,365,336.81 33,757.80 61,250.13 2-A4 05948X6V8 SEN 5.50000% 3,521,826.01 16,141.70 4,337.49 3-A1 05948X6W6 SEN 4.50000% 119,975,139.87 449,906.76 1,316,964.56 3-A2 05948X6X4 SEN 4.75000% 49,453,649.81 195,754.03 542,851.66 3-A3 05948X6Y2 SEN 5.00000% 118,669,772.38 494,457.37 1,302,635.57 3-A4 05948X6Z9 SEN 5.00000% 1,305,367.50 5,439.03 14,328.99 3-A5 05948X7A3 SEN 4.75000% 38,707,660.89 153,217.82 542,840.81 3-A6 05948X7B1 SEN 4.75000% 10,745,000.00 42,532.29 0.00 4-A1 05948X7Q8 SEN 4.75000% 145,309,862.40 575,184.91 667,783.58 15-B1 05948X7M7 SUB 4.75000% 1,561,039.14 6,179.11 6,036.38 15-B2 05948X7N5 SUB 4.75000% 693,684.91 2,745.84 2,682.41 15-B3 05948X7P0 SUB 4.75000% 521,007.98 2,062.32 2,014.69 15-B4 05949AGJ3 SUB 4.75000% 346,346.26 1,370.95 1,339.29 15-B5 05949AGK0 SUB 4.75000% 347,338.65 1,374.88 1,343.12 15-B6 05949AGL8 SUB 4.75000% 347,275.14 1,374.63 1,342.88 X-B1 05948X7J4 SUB 5.06247% 2,818,826.28 11,891.86 7,648.90 X-B2 05948X7K1 SUB 5.06247% 512,242.60 2,161.01 1,389.97 X-B3 05948X7L9 SUB 5.06247% 384,927.94 1,623.91 1,044.50 X-B4 05949AGM6 SUB 5.06247% 255,623.98 1,078.41 693.64 X-B5 05949AGN4 SUB 5.06247% 256,618.62 1,082.60 696.34 X-B6 05949AGP9 SUB 5.06247% 128,562.96 542.37 348.85 30-B1 05948X7F2 SUB 5.50000% 2,389,916.85 10,953.79 2,564.13 30-B2 05948X7G0 SUB 5.50000% 955,966.74 4,381.51 1,025.65 30-B3 05948X7H8 SUB 5.50000% 477,983.37 2,190.76 512.83 30-B4 05949AGF1 SUB 5.50000% 382,187.12 1,751.69 410.05 30-B5 05949AGG9 SUB 5.50000% 382,187.12 1,751.69 410.05 30-B6 05949AGH7 SUB 5.50000% 192,144.33 880.66 206.15 A-PO 05948X7C9 PO 0.00000% 7,172,688.62 0.00 53,306.10 30-IO 05948X7E5 IO 0.16807% 0.00 6,978.62 0.00 15-IO 05948X7D7 IO 0.23657% 0.00 36,600.19 0.00 SES 05949AGQ7 SEN 0.00000% 0.00 134,650.12 0.00 Totals 791,232,493.00 3,465,258.46 5,287,798.69
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses 1-A1 0.00 18,955,000.00 86,877.09 0.00 1-A2 0.00 2,500,000.00 12,500.00 0.00 1-A3 0.00 19,702,554.00 98,512.78 0.00 1-A4 0.00 4,909,946.00 24,549.73 0.00 1-A5 0.00 15,863,759.56 166,855.48 0.00 1-A6 0.00 227,273.00 0.00 0.00 1-A7 0.00 205,000.00 939.58 0.00 1-A8 0.00 117,781,556.49 1,136,288.04 0.00 1-A9 0.00 2,237,500.00 0.00 0.00 1-AR 0.00 0.00 0.00 0.00 1-ALR 0.00 0.00 0.00 0.00 2-A1 0.00 79,495,016.38 488,507.10 0.00 2-A2 0.00 13,424,913.32 0.00 0.00 2-A3 0.00 7,304,086.68 95,007.93 0.00 2-A4 0.00 3,517,488.51 20,479.19 0.00 3-A1 0.00 118,658,175.31 1,766,871.32 0.00 3-A2 0.00 48,910,798.15 738,605.69 0.00 3-A3 0.00 117,367,136.81 1,797,092.94 0.00 3-A4 0.00 1,291,038.50 19,768.02 0.00 3-A5 0.00 38,164,820.09 696,058.63 0.00 3-A6 0.00 10,745,000.00 42,532.29 0.00 4-A1 0.00 144,642,078.82 1,242,968.49 0.00 15-B1 0.00 1,555,002.76 12,215.49 0.00 15-B2 0.00 691,002.50 5,428.25 0.00 15-B3 0.00 518,993.29 4,077.01 0.00 15-B4 0.00 345,006.97 2,710.24 0.00 15-B5 0.00 345,995.53 2,718.00 0.00 15-B6 0.00 345,932.26 2,717.51 0.00 X-B1 0.00 2,811,177.38 19,540.76 0.00 X-B2 0.00 510,852.63 3,550.98 0.00 X-B3 0.00 383,883.43 2,668.41 0.00 X-B4 0.00 254,930.34 1,772.05 0.00 X-B5 0.00 255,922.29 1,778.94 0.00 X-B6 0.00 128,214.10 891.22 0.00 30-B1 0.00 2,387,352.72 13,517.92 0.00 30-B2 0.00 954,941.09 5,407.16 0.00 30-B3 0.00 477,470.54 2,703.59 0.00 30-B4 0.00 381,777.07 2,161.74 0.00 30-B5 0.00 381,777.07 2,161.74 0.00 30-B6 0.00 191,938.17 1,086.81 0.00 A-PO 0.00 7,119,382.52 53,306.10 0.00 30-IO 0.00 0.00 6,978.62 0.00 15-IO 0.00 0.00 36,600.19 0.00 SES 0.00 0.00 134,650.12 0.00 Totals 0.00 785,944,694.28 8,753,057.15 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 18,955,000.00 18,955,000.00 0.00 0.00 0.00 0.00 1-A2 2,500,000.00 2,500,000.00 0.00 0.00 0.00 0.00 1-A3 19,702,554.00 19,702,554.00 0.00 0.00 0.00 0.00 1-A4 4,909,946.00 4,909,946.00 0.00 0.00 0.00 0.00 1-A5 16,178,727.00 15,957,476.60 26,776.38 66,940.67 0.00 0.00 1-A6 227,273.00 227,273.00 0.00 0.00 0.00 0.00 1-A7 205,000.00 205,000.00 0.00 0.00 0.00 0.00 1-A8 119,777,000.00 118,375,291.08 169,638.96 424,095.64 0.00 0.00 1-A9 2,237,500.00 2,237,500.00 0.00 0.00 0.00 0.00 1-AR 50.00 0.00 0.00 0.00 0.00 0.00 1-ALR 50.00 0.00 0.00 0.00 0.00 0.00 2-A1 79,880,000.00 79,618,604.85 107,655.39 15,933.08 0.00 0.00 2-A2 13,242,000.00 13,363,663.19 0.00 0.00 (61,250.13) 0.00 2-A3 7,487,000.00 7,365,336.81 53,353.73 7,896.39 0.00 0.00 2-A4 3,531,000.00 3,521,826.01 3,778.30 559.19 0.00 0.00 3-A1 121,320,000.00 119,975,139.87 463,931.78 853,032.77 0.00 0.00 3-A2 50,008,000.00 49,453,649.81 191,232.28 351,619.38 0.00 0.00 3-A3 120,000,000.00 118,669,772.38 458,884.06 843,751.51 0.00 0.00 3-A4 1,320,000.00 1,305,367.50 5,047.72 9,281.27 0.00 0.00 3-A5 39,262,000.00 38,707,660.89 191,228.46 351,612.35 0.00 0.00 3-A6 10,745,000.00 10,745,000.00 0.00 0.00 0.00 0.00 4-A1 147,067,000.00 145,309,862.40 564,566.00 103,217.58 0.00 0.00 15-B1 1,573,000.00 1,561,039.14 6,036.38 0.00 0.00 0.00 15-B2 699,000.00 693,684.91 2,682.41 0.00 0.00 0.00 15-B3 525,000.00 521,007.98 2,014.69 0.00 0.00 0.00 15-B4 349,000.00 346,346.26 1,339.29 0.00 0.00 0.00 15-B5 350,000.00 347,338.65 1,343.12 0.00 0.00 0.00 15-B6 349,936.00 347,275.14 1,342.88 0.00 0.00 0.00 X-B1 2,834,000.00 2,818,826.28 7,648.90 0.00 0.00 0.00 X-B2 515,000.00 512,242.60 1,389.97 0.00 0.00 0.00 X-B3 387,000.00 384,927.94 1,044.50 0.00 0.00 0.00 X-B4 257,000.00 255,623.98 693.64 0.00 0.00 0.00 X-B5 258,000.00 256,618.62 696.34 0.00 0.00 0.00 X-B6 129,255.00 128,562.96 348.85 0.00 0.00 0.00 30-B1 2,395,000.00 2,389,916.85 2,564.13 0.00 0.00 0.00 30-B2 958,000.00 955,966.74 1,025.65 0.00 0.00 0.00 30-B3 479,000.00 477,983.37 512.83 0.00 0.00 0.00 30-B4 383,000.00 382,187.12 410.05 0.00 0.00 0.00 30-B5 383,000.00 382,187.12 410.05 0.00 0.00 0.00 30-B6 192,553.00 192,144.33 206.15 0.00 0.00 0.00 A-PO 7,223,592.00 7,172,688.62 19,157.16 34,148.94 0.00 0.00 30-IO 0.00 0.00 0.00 0.00 0.00 0.00 15-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 798,795,436.00 791,232,493.00 2,286,960.05 3,062,088.77 (61,250.13) 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 0.00 18,955,000.00 1.00000000 0.00 1-A2 0.00 2,500,000.00 1.00000000 0.00 1-A3 0.00 19,702,554.00 1.00000000 0.00 1-A4 0.00 4,909,946.00 1.00000000 0.00 1-A5 93,717.04 15,863,759.56 0.98053200 93,717.04 1-A6 0.00 227,273.00 1.00000000 0.00 1-A7 0.00 205,000.00 1.00000000 0.00 1-A8 593,734.59 117,781,556.49 0.98334034 593,734.59 1-A9 0.00 2,237,500.00 1.00000000 0.00 1-AR 0.00 0.00 0.00000000 0.00 1-ALR 0.00 0.00 0.00000000 0.00 2-A1 123,588.47 79,495,016.38 0.99518048 123,588.47 2-A2 (61,250.13) 13,424,913.32 1.01381312 (61,250.13) 2-A3 61,250.13 7,304,086.68 0.97556921 61,250.13 2-A4 4,337.49 3,517,488.51 0.99617347 4,337.49 3-A1 1,316,964.56 118,658,175.31 0.97805947 1,316,964.56 3-A2 542,851.66 48,910,798.15 0.97805947 542,851.66 3-A3 1,302,635.57 117,367,136.81 0.97805947 1,302,635.57 3-A4 14,328.99 1,291,038.50 0.97805947 14,328.99 3-A5 542,840.81 38,164,820.09 0.97205492 542,840.81 3-A6 0.00 10,745,000.00 1.00000000 0.00 4-A1 667,783.58 144,642,078.82 0.98351145 667,783.58 15-B1 6,036.38 1,555,002.76 0.98855865 6,036.38 15-B2 2,682.41 691,002.50 0.98855866 2,682.41 15-B3 2,014.69 518,993.29 0.98855865 2,014.69 15-B4 1,339.29 345,006.97 0.98855865 1,339.29 15-B5 1,343.12 345,995.53 0.98855866 1,343.12 15-B6 1,342.88 345,932.26 0.98855865 1,342.88 X-B1 7,648.90 2,811,177.38 0.99194685 7,648.90 X-B2 1,389.97 510,852.63 0.99194685 1,389.97 X-B3 1,044.50 383,883.43 0.99194685 1,044.50 X-B4 693.64 254,930.34 0.99194685 693.64 X-B5 696.34 255,922.29 0.99194686 696.34 X-B6 348.85 128,214.10 0.99194693 348.85 30-B1 2,564.13 2,387,352.72 0.99680698 2,564.13 30-B2 1,025.65 954,941.09 0.99680698 1,025.65 30-B3 512.83 477,470.54 0.99680697 512.83 30-B4 410.05 381,777.07 0.99680697 410.05 30-B5 410.05 381,777.07 0.99680697 410.05 30-B6 206.15 191,938.17 0.99680696 206.15 A-PO 53,306.10 7,119,382.52 0.98557373 53,306.10 30-IO 0.00 0.00 0.00000000 0.00 15-IO 0.00 0.00 0.00000000 0.00 SES 0.00 0.00 0.00000000 0.00 Totals 5,287,798.69 785,944,694.28 0.98391235 5,287,798.69
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion 1-A1 18,955,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A2 2,500,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A3 19,702,554.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A4 4,909,946.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A5 16,178,727.00 986.32461009 1.65503627 4.13757337 0.00000000 1-A6 227,273.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A7 205,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A8 119,777,000.00 988.29734490 1.41628994 3.54071015 0.00000000 1-A9 2,237,500.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-AR 50.00 0.00000000 0.00000000 0.00000000 0.00000000 1-ALR 50.00 0.00000000 0.00000000 0.00000000 0.00000000 2-A1 79,880,000.00 996.72765210 1.34771395 0.19946269 0.00000000 2-A2 13,242,000.00 1009.18767482 0.00000000 0.00000000 (4.62544404) 2-A3 7,487,000.00 983.75007480 7.12618272 1.05468011 0.00000000 2-A4 3,531,000.00 997.40187199 1.07003682 0.15836590 0.00000000 3-A1 121,320,000.00 988.91476978 3.82403379 7.03126253 0.00000000 3-A2 50,008,000.00 988.91476984 3.82403375 7.03126260 0.00000000 3-A3 120,000,000.00 988.91476983 3.82403383 7.03126258 0.00000000 3-A4 1,320,000.00 988.91477273 3.82403030 7.03126515 0.00000000 3-A5 39,262,000.00 985.88102720 4.87057358 8.95553843 0.00000000 3-A6 10,745,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 4-A1 147,067,000.00 988.05212862 3.83883536 0.70184052 0.00000000 15-B1 1,573,000.00 992.39614749 3.83749523 0.00000000 0.00000000 15-B2 699,000.00 992.39615165 3.83749642 0.00000000 0.00000000 15-B3 525,000.00 992.39615238 3.83750476 0.00000000 0.00000000 15-B4 349,000.00 992.39616046 3.83750716 0.00000000 0.00000000 15-B5 350,000.00 992.39614286 3.83748571 0.00000000 0.00000000 15-B6 349,936.00 992.39615244 3.83750171 0.00000000 0.00000000 X-B1 2,834,000.00 994.64582922 2.69897671 0.00000000 0.00000000 X-B2 515,000.00 994.64582524 2.69897087 0.00000000 0.00000000 X-B3 387,000.00 994.64583979 2.69896641 0.00000000 0.00000000 X-B4 257,000.00 994.64583658 2.69898833 0.00000000 0.00000000 X-B5 258,000.00 994.64581395 2.69899225 0.00000000 0.00000000 X-B6 129,255.00 994.64593246 2.69892847 0.00000000 0.00000000 30-B1 2,395,000.00 997.87759916 1.07061795 0.00000000 0.00000000 30-B2 958,000.00 997.87759916 1.07061587 0.00000000 0.00000000 30-B3 479,000.00 997.87759916 1.07062630 0.00000000 0.00000000 30-B4 383,000.00 997.87759791 1.07062663 0.00000000 0.00000000 30-B5 383,000.00 997.87759791 1.07062663 0.00000000 0.00000000 30-B6 192,553.00 997.87762330 1.07061432 0.00000000 0.00000000 A-PO 7,223,592.00 992.95317620 2.65202686 4.72741816 0.00000000 30-IO 0.00 0.00000000 0.00000000 0.00000000 0.00000000 15-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 0.00000000 1,000.00000000 1.00000000 0.00000000 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 5.79260902 980.53200107 0.98053200 5.79260902 1-A6 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 1-A7 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 1-A8 0.00000000 4.95700001 983.34034489 0.98334034 4.95700001 1-A9 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 1-AR 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 1.54717664 995.18047546 0.99518048 1.54717664 2-A2 0.00000000 (4.62544404) 1,013.81311886 1.01381312 (4.62544404) 2-A3 0.00000000 8.18086416 975.56921063 0.97556921 8.18086416 2-A4 0.00000000 1.22840272 996.17346644 0.99617347 1.22840272 3-A1 0.00000000 10.85529641 978.05947338 0.97805947 10.85529641 3-A2 0.00000000 10.85529635 978.05947348 0.97805947 10.85529635 3-A3 0.00000000 10.85529642 978.05947342 0.97805947 10.85529642 3-A4 0.00000000 10.85529545 978.05946970 0.97805947 10.85529545 3-A5 0.00000000 13.82611202 972.05491544 0.97205492 13.82611202 3-A6 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 4-A1 0.00000000 4.54067588 983.51145274 0.98351145 4.54067588 15-B1 0.00000000 3.83749523 988.55865226 0.98855865 3.83749523 15-B2 0.00000000 3.83749642 988.55865522 0.98855866 3.83749642 15-B3 0.00000000 3.83750476 988.55864762 0.98855865 3.83750476 15-B4 0.00000000 3.83750716 988.55865330 0.98855865 3.83750716 15-B5 0.00000000 3.83748571 988.55865714 0.98855866 3.83748571 15-B6 0.00000000 3.83750171 988.55865072 0.98855865 3.83750171 X-B1 0.00000000 2.69897671 991.94685251 0.99194685 2.69897671 X-B2 0.00000000 2.69897087 991.94685437 0.99194685 2.69897087 X-B3 0.00000000 2.69896641 991.94684755 0.99194685 2.69896641 X-B4 0.00000000 2.69898833 991.94684825 0.99194685 2.69898833 X-B5 0.00000000 2.69899225 991.94686047 0.99194686 2.69899225 X-B6 0.00000000 2.69892847 991.94692662 0.99194693 2.69892847 30-B1 0.00000000 1.07061795 996.80698121 0.99680698 1.07061795 30-B2 0.00000000 1.07061587 996.80698330 0.99680698 1.07061587 30-B3 0.00000000 1.07062630 996.80697286 0.99680697 1.07062630 30-B4 0.00000000 1.07062663 996.80697128 0.99680697 1.07062663 30-B5 0.00000000 1.07062663 996.80697128 0.99680697 1.07062663 30-B6 0.00000000 1.07061432 996.80695705 0.99680696 1.07061432 A-PO 0.00000000 7.37944502 985.57373119 0.98557373 7.37944502 30-IO 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 15-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 18,955,000.00 5.50000% 18,955,000.00 86,877.08 0.00 0.00 1-A2 2,500,000.00 6.00000% 2,500,000.00 12,500.00 0.00 0.00 1-A3 19,702,554.00 6.00000% 19,702,554.00 98,512.77 0.00 0.00 1-A4 4,909,946.00 6.00000% 4,909,946.00 24,549.73 0.00 0.00 1-A5 16,178,727.00 5.50000% 15,957,476.60 73,138.43 0.00 0.00 1-A6 227,273.00 0.00000% 227,273.00 0.00 0.00 0.00 1-A7 205,000.00 5.50000% 205,000.00 939.58 0.00 0.00 1-A8 119,777,000.00 5.50000% 118,375,291.08 542,553.42 0.00 0.00 1-A9 2,237,500.00 0.00000% 2,237,500.00 0.00 0.00 0.00 1-AR 50.00 5.50000% 0.00 0.00 0.00 0.00 1-ALR 50.00 5.50000% 0.00 0.00 0.00 0.00 2-A1 79,880,000.00 5.50000% 79,618,604.85 364,918.61 0.00 0.00 2-A2 13,242,000.00 5.50000% 13,363,663.19 61,250.12 0.00 0.00 2-A3 7,487,000.00 5.50000% 7,365,336.81 33,757.79 0.00 0.00 2-A4 3,531,000.00 5.50000% 3,521,826.01 16,141.70 0.00 0.00 3-A1 121,320,000.00 4.50000% 119,975,139.87 449,906.77 0.00 0.00 3-A2 50,008,000.00 4.75000% 49,453,649.81 195,754.03 0.00 0.00 3-A3 120,000,000.00 5.00000% 118,669,772.38 494,457.38 0.00 0.00 3-A4 1,320,000.00 5.00000% 1,305,367.50 5,439.03 0.00 0.00 3-A5 39,262,000.00 4.75000% 38,707,660.89 153,217.82 0.00 0.00 3-A6 10,745,000.00 4.75000% 10,745,000.00 42,532.29 0.00 0.00 4-A1 147,067,000.00 4.75000% 145,309,862.40 575,184.87 0.00 0.00 15-B1 1,573,000.00 4.75000% 1,561,039.14 6,179.11 0.00 0.00 15-B2 699,000.00 4.75000% 693,684.91 2,745.84 0.00 0.00 15-B3 525,000.00 4.75000% 521,007.98 2,062.32 0.00 0.00 15-B4 349,000.00 4.75000% 346,346.26 1,370.95 0.00 0.00 15-B5 350,000.00 4.75000% 347,338.65 1,374.88 0.00 0.00 15-B6 349,936.00 4.75000% 347,275.14 1,374.63 0.00 0.00 X-B1 2,834,000.00 5.06247% 2,818,826.28 11,891.86 0.00 0.00 X-B2 515,000.00 5.06247% 512,242.60 2,161.01 0.00 0.00 X-B3 387,000.00 5.06247% 384,927.94 1,623.91 0.00 0.00 X-B4 257,000.00 5.06247% 255,623.98 1,078.41 0.00 0.00 X-B5 258,000.00 5.06247% 256,618.62 1,082.60 0.00 0.00 X-B6 129,255.00 5.06247% 128,562.96 542.37 0.00 0.00 30-B1 2,395,000.00 5.50000% 2,389,916.85 10,953.79 0.00 0.00 30-B2 958,000.00 5.50000% 955,966.74 4,381.51 0.00 0.00 30-B3 479,000.00 5.50000% 477,983.37 2,190.76 0.00 0.00 30-B4 383,000.00 5.50000% 382,187.12 1,751.69 0.00 0.00 30-B5 383,000.00 5.50000% 382,187.12 1,751.69 0.00 0.00 30-B6 192,553.00 5.50000% 192,144.33 880.66 0.00 0.00 A-PO 7,223,592.00 0.00000% 7,172,688.62 0.00 0.00 0.00 30-IO 0.00 0.16807% 49,825,165.46 6,978.62 0.00 0.00 15-IO 0.00 0.23657% 185,654,520.88 36,600.19 0.00 0.00 SES 0.00 0.00000% 791,232,494.09 0.00 0.00 0.00 Totals 798,795,436.00 3,330,608.22 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 86,877.09 0.00 18,955,000.00 1-A2 0.00 0.00 12,500.00 0.00 2,500,000.00 1-A3 (0.01) 0.00 98,512.78 0.00 19,702,554.00 1-A4 0.00 0.00 24,549.73 0.00 4,909,946.00 1-A5 0.00 0.00 73,138.44 0.00 15,863,759.56 1-A6 0.00 0.00 0.00 0.00 227,273.00 1-A7 0.00 0.00 939.58 0.00 205,000.00 1-A8 (0.03) 0.00 542,553.45 0.00 117,781,556.49 1-A9 0.00 0.00 0.00 0.00 2,237,500.00 1-AR 0.00 0.00 0.00 0.00 0.00 1-ALR 0.00 0.00 0.00 0.00 0.00 2-A1 (0.02) 0.00 364,918.63 0.00 79,495,016.38 2-A2 0.00 0.00 61,250.13 0.00 13,424,913.32 2-A3 0.00 0.00 33,757.80 0.00 7,304,086.68 2-A4 0.00 0.00 16,141.70 0.00 3,517,488.51 3-A1 0.01 0.00 449,906.76 0.00 118,658,175.31 3-A2 0.01 0.00 195,754.03 0.00 48,910,798.15 3-A3 0.01 0.00 494,457.37 0.00 117,367,136.81 3-A4 0.00 0.00 5,439.03 0.00 1,291,038.50 3-A5 0.00 0.00 153,217.82 0.00 38,164,820.09 3-A6 0.00 0.00 42,532.29 0.00 10,745,000.00 4-A1 (0.04) 0.00 575,184.91 0.00 144,642,078.82 15-B1 0.00 0.00 6,179.11 0.00 1,555,002.76 15-B2 0.00 0.00 2,745.84 0.00 691,002.50 15-B3 0.00 0.00 2,062.32 0.00 518,993.29 15-B4 0.00 0.00 1,370.95 0.00 345,006.97 15-B5 0.00 0.00 1,374.88 0.00 345,995.53 15-B6 0.00 0.00 1,374.63 0.00 345,932.26 X-B1 0.00 0.00 11,891.86 0.00 2,811,177.38 X-B2 0.00 0.00 2,161.01 0.00 510,852.63 X-B3 0.00 0.00 1,623.91 0.00 383,883.43 X-B4 0.00 0.00 1,078.41 0.00 254,930.34 X-B5 0.00 0.00 1,082.60 0.00 255,922.29 X-B6 0.00 0.00 542.37 0.00 128,214.10 30-B1 0.00 0.00 10,953.79 0.00 2,387,352.72 30-B2 0.00 0.00 4,381.51 0.00 954,941.09 30-B3 0.00 0.00 2,190.76 0.00 477,470.54 30-B4 0.00 0.00 1,751.69 0.00 381,777.07 30-B5 0.00 0.00 1,751.69 0.00 381,777.07 30-B6 0.00 0.00 880.66 0.00 191,938.17 A-PO 0.00 0.00 0.00 0.00 7,119,382.52 30-IO 0.00 0.00 6,978.62 0.00 49,304,074.36 15-IO 0.00 0.00 36,600.19 0.00 183,602,021.76 SES 0.00 0.00 134,650.12 0.00 785,944,695.38 Totals (0.08) 0.00 3,465,258.46 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 18,955,000.00 5.50000% 1000.00000000 4.58333316 0.00000000 0.00000000 1-A2 2,500,000.00 6.00000% 1000.00000000 5.00000000 0.00000000 0.00000000 1-A3 19,702,554.00 6.00000% 1000.00000000 5.00000000 0.00000000 0.00000000 1-A4 4,909,946.00 6.00000% 1000.00000000 5.00000000 0.00000000 0.00000000 1-A5 16,178,727.00 5.50000% 986.32461009 4.52065419 0.00000000 0.00000000 1-A6 227,273.00 0.00000% 1000.00000000 0.00000000 0.00000000 0.00000000 1-A7 205,000.00 5.50000% 1000.00000000 4.58331707 0.00000000 0.00000000 1-A8 119,777,000.00 5.50000% 988.29734490 4.52969619 0.00000000 0.00000000 1-A9 2,237,500.00 0.00000% 1000.00000000 0.00000000 0.00000000 0.00000000 1-AR 50.00 5.50000% 0.00000000 0.00000000 0.00000000 0.00000000 1-ALR 50.00 5.50000% 0.00000000 0.00000000 0.00000000 0.00000000 2-A1 79,880,000.00 5.50000% 996.72765210 4.56833513 0.00000000 0.00000000 2-A2 13,242,000.00 5.50000% 1009.18767482 4.62544329 0.00000000 0.00000000 2-A3 7,487,000.00 5.50000% 983.75007480 4.50885401 0.00000000 0.00000000 2-A4 3,531,000.00 5.50000% 997.40187199 4.57142453 0.00000000 0.00000000 3-A1 121,320,000.00 4.50000% 988.91476978 3.70843035 0.00000000 0.00000000 3-A2 50,008,000.00 4.75000% 988.91476984 3.91445429 0.00000000 0.00000000 3-A3 120,000,000.00 5.00000% 988.91476983 4.12047817 0.00000000 0.00000000 3-A4 1,320,000.00 5.00000% 988.91477273 4.12047727 0.00000000 0.00000000 3-A5 39,262,000.00 4.75000% 985.88102720 3.90244562 0.00000000 0.00000000 3-A6 10,745,000.00 4.75000% 1000.00000000 3.95833318 0.00000000 0.00000000 4-A1 147,067,000.00 4.75000% 988.05212862 3.91103966 0.00000000 0.00000000 15-B1 1,573,000.00 4.75000% 992.39614749 3.92823268 0.00000000 0.00000000 15-B2 699,000.00 4.75000% 992.39615165 3.92824034 0.00000000 0.00000000 15-B3 525,000.00 4.75000% 992.39615238 3.92822857 0.00000000 0.00000000 15-B4 349,000.00 4.75000% 992.39616046 3.92822350 0.00000000 0.00000000 15-B5 350,000.00 4.75000% 992.39614286 3.92822857 0.00000000 0.00000000 15-B6 349,936.00 4.75000% 992.39615244 3.92823259 0.00000000 0.00000000 X-B1 2,834,000.00 5.06247% 994.64582922 4.19613973 0.00000000 0.00000000 X-B2 515,000.00 5.06247% 994.64582524 4.19613592 0.00000000 0.00000000 X-B3 387,000.00 5.06247% 994.64583979 4.19614987 0.00000000 0.00000000 X-B4 257,000.00 5.06247% 994.64583658 4.19614786 0.00000000 0.00000000 X-B5 258,000.00 5.06247% 994.64581395 4.19612403 0.00000000 0.00000000 X-B6 129,255.00 5.06247% 994.64593246 4.19612394 0.00000000 0.00000000 30-B1 2,395,000.00 5.50000% 997.87759916 4.57360752 0.00000000 0.00000000 30-B2 958,000.00 5.50000% 997.87759916 4.57360125 0.00000000 0.00000000 30-B3 479,000.00 5.50000% 997.87759916 4.57361169 0.00000000 0.00000000 30-B4 383,000.00 5.50000% 997.87759791 4.57360313 0.00000000 0.00000000 30-B5 383,000.00 5.50000% 997.87759791 4.57360313 0.00000000 0.00000000 30-B6 192,553.00 5.50000% 997.87762330 4.57359792 0.00000000 0.00000000 A-PO 7,223,592.00 0.00000% 992.95317620 0.00000000 0.00000000 0.00000000 30-IO 0.00 0.16807% 983.63777641 0.13777043 0.00000000 0.00000000 15-IO 0.00 0.23657% 984.77361429 0.19413964 0.00000000 0.00000000 SES 0.00 0.00000% 990.53206531 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 (0.00000053) 0.00000000 4.58333369 0.00000000 1000.00000000 1-A2 0.00000000 0.00000000 5.00000000 0.00000000 1000.00000000 1-A3 (0.00000051) 0.00000000 5.00000051 0.00000000 1000.00000000 1-A4 0.00000000 0.00000000 5.00000000 0.00000000 1000.00000000 1-A5 0.00000000 0.00000000 4.52065481 0.00000000 980.53200107 1-A6 0.00000000 0.00000000 0.00000000 0.00000000 1000.00000000 1-A7 0.00000000 0.00000000 4.58331707 0.00000000 1000.00000000 1-A8 (0.00000025) 0.00000000 4.52969644 0.00000000 983.34034489 1-A9 0.00000000 0.00000000 0.00000000 0.00000000 1000.00000000 1-AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1-ALR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2-A1 (0.00000025) 0.00000000 4.56833538 0.00000000 995.18047546 2-A2 0.00000000 0.00000000 4.62544404 0.00000000 1013.81311886 2-A3 0.00000000 0.00000000 4.50885535 0.00000000 975.56921063 2-A4 0.00000000 0.00000000 4.57142453 0.00000000 996.17346644 3-A1 0.00000008 0.00000000 3.70843027 0.00000000 978.05947338 3-A2 0.00000020 0.00000000 3.91445429 0.00000000 978.05947348 3-A3 0.00000008 0.00000000 4.12047808 0.00000000 978.05947342 3-A4 0.00000000 0.00000000 4.12047727 0.00000000 978.05946970 3-A5 0.00000000 0.00000000 3.90244562 0.00000000 972.05491544 3-A6 0.00000000 0.00000000 3.95833318 0.00000000 1000.00000000 4-A1 (0.00000027) 0.00000000 3.91103993 0.00000000 983.51145274 15-B1 0.00000000 0.00000000 3.92823268 0.00000000 988.55865226 15-B2 0.00000000 0.00000000 3.92824034 0.00000000 988.55865522 15-B3 0.00000000 0.00000000 3.92822857 0.00000000 988.55864762 15-B4 0.00000000 0.00000000 3.92822350 0.00000000 988.55865330 15-B5 0.00000000 0.00000000 3.92822857 0.00000000 988.55865714 15-B6 0.00000000 0.00000000 3.92823259 0.00000000 988.55865072 X-B1 0.00000000 0.00000000 4.19613973 0.00000000 991.94685251 X-B2 0.00000000 0.00000000 4.19613592 0.00000000 991.94685437 X-B3 0.00000000 0.00000000 4.19614987 0.00000000 991.94684755 X-B4 0.00000000 0.00000000 4.19614786 0.00000000 991.94684825 X-B5 0.00000000 0.00000000 4.19612403 0.00000000 991.94686047 X-B6 0.00000000 0.00000000 4.19612394 0.00000000 991.94692662 30-B1 0.00000000 0.00000000 4.57360752 0.00000000 996.80698121 30-B2 0.00000000 0.00000000 4.57360125 0.00000000 996.80698330 30-B3 0.00000000 0.00000000 4.57361169 0.00000000 996.80697286 30-B4 0.00000000 0.00000000 4.57360313 0.00000000 996.80697128 30-B5 0.00000000 0.00000000 4.57360313 0.00000000 996.80697128 30-B6 0.00000000 0.00000000 4.57359792 0.00000000 996.80695705 A-PO 0.00000000 0.00000000 0.00000000 0.00000000 985.57373119 30-IO 0.00000000 0.00000000 0.13777043 0.00000000 973.35050719 15-IO 0.00000000 0.00000000 0.19413964 0.00000000 973.88647312 SES 0.00000000 0.00000000 0.16856646 0.00000000 983.91234959 (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 2,104,121.73 2,101,449.99 99.38720360% A-PO-2 0.00000% 0.00 0.00 1,027,990.81 1,026,760.46 99.64349585% A-PO-3 0.00000% 0.00 0.00 3,070,510.75 3,025,385.52 97.59106651% A-PO-4 0.00000% 0.00 0.00 970,065.33 965,786.54 98.68186049% 30-IO-1 0.16460% 30,814,413.49 30,316,259.20 0.00 0.00 96.01230082% 30-IO-2 0.17370% 19,010,751.97 18,987,815.16 0.00 0.00 99.52422471% 15-IO-1 0.24171% 126,153,739.17 124,381,094.11 0.00 0.00 97.14255777% 15-IO-2 0.22568% 59,500,781.71 59,220,927.65 0.00 0.00 97.90958767% SES-1 0.00000% 189,954,548.10 189,259,295.86 0.00 0.00 98.77933822% SES-2 0.00000% 106,712,605.74 106,581,502.05 0.00 0.00 99.61867842% SES-3 0.00000% 345,743,794.07 341,964,288.49 0.00 0.00 97.81559198% SES-4 0.00000% 148,821,546.18 148,139,608.98 0.00 0.00 98.36176751%
CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 8,788,332.65 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 8,788,332.65 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 35,275.50 Payment of Interest and Principal 8,753,057.15 Total Withdrawals (Pool Distribution Amount) 8,788,332.65 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 32,967.72 Trustee Fee 2,307.78 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 35,275.50
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 6 0 0 0 6 2,974,356.21 0.00 0.00 0.00 2,974,356.21 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 2,974,356.21 0.00 0.00 0.00 2,974,356.21 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 0.401606% 0.000000% 0.000000% 0.000000% 0.401606% 0.377601% 0.000000% 0.000000% 0.000000% 0.377601% 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 0.401606% 0.000000% 0.000000% 0.000000% 0.401606% 0.377601% 0.000000% 0.000000% 0.000000% 0.377601%
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 2 0 0 0 2 757,447.64 0.00 0.00 0.00 757,447.64 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 2 757,447.64 0.00 0.00 0.00 757,447.64 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.542005% 0.000000% 0.000000% 0.000000% 0.542005% 0.399898% 0.000000% 0.000000% 0.000000% 0.399898% 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 0.542005% 0.000000% 0.000000% 0.000000% 0.542005% 0.399898% 0.000000% 0.000000% 0.000000% 0.399898% 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 2 0 0 0 2 922,108.33 0.00 0.00 0.00 922,108.33 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 2 922,108.33 0.00 0.00 0.00 922,108.33 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.310559% 0.000000% 0.000000% 0.000000% 0.310559% 0.268818% 0.000000% 0.000000% 0.000000% 0.268818% 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 0.310559% 0.000000% 0.000000% 0.000000% 0.310559% 0.268818% 0.000000% 0.000000% 0.000000% 0.268818% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 4 - 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 1 699,575.93 0.00 0.00 0.00 699,575.93 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 1 699,575.93 0.00 0.00 0.00 699,575.93 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.369004% 0.000000% 0.000000% 0.000000% 0.369004% 0.470780% 0.000000% 0.000000% 0.000000% 0.470780% 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 0.369004% 0.000000% 0.000000% 0.000000% 0.369004% 0.470780% 0.000000% 0.000000% 0.000000% 0.470780% 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 1 595,224.31 0.00 0.00 0.00 595,224.31 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 1 595,224.31 0.00 0.00 0.00 595,224.31 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.476190% 0.000000% 0.000000% 0.000000% 0.476190% 0.558033% 0.000000% 0.000000% 0.000000% 0.558033% 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 0.476190% 0.000000% 0.000000% 0.000000% 0.476190% 0.558033% 0.000000% 0.000000% 0.000000% 0.558033%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 20,333.01
COLLATERAL STATEMENT Collateral Description Fixed Weighted Average Gross Coupon 5.304771% Weighted Average Pass-Through Rate 5.051271% Weighted Average Maturity(Stepdown Calculation ) 256 Beginning Scheduled Collateral Loan Count 1,499 Number Of Loans Paid In Full 5 Ending Scheduled Collateral Loan Count 1,494 Beginning Scheduled Collateral Balance 791,232,494.09 Ending Scheduled Collateral Balance 785,944,695.38 Ending Actual Collateral Balance at 31-Jul-2004 787,698,024.44 Monthly P &I Constant 5,731,362.56 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 8,424,686.89 Class AP Deferred Amount 0.00 Ending Scheduled Balance for Premium Loans 785,944,695.38 Scheduled Principal 2,233,606.34 Unscheduled Principal 3,054,192.37
Miscellaneous Reporting Total Subordinate % 1.652155% Total Senior % 98.347845%
Group Level Collateral Statement Group 1 - 30 Year Fixed 3 - 15 Year Fixed 4 - 30 Year Fixed Collateral Description Mixed Fixed Mixed Fixed Mixed Fixed Weighted Average Coupon Rate 5.719279 5.049508 5.062768 Weighted Average Net Rate 5.469279 4.799508 4.812768 Weighted Average Maturity 356 175 250 Beginning Loan Count 370 648 271 Loans Paid In Full 1 4 0 Ending Loan Count 369 644 271 Beginning Scheduled Balance 189,954,548.10 345,743,794.07 148,821,546.18 Ending scheduled Balance 189,259,295.86 341,964,288.49 148,139,608.98 Record Date 07/31/2004 07/31/2004 07/31/2004 Principal And Interest Constant 1,109,218.61 2,791,843.50 1,206,102.88 Scheduled Principal 203,882.76 1,336,980.04 578,228.75 Unscheduled Principal 491,369.48 2,442,525.54 103,708.45 Scheduled Interest 905,335.85 1,454,863.46 627,874.13 Servicing Fees 39,573.88 72,029.97 31,004.48 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 554.04 1,008.42 434.06 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 865,207.93 1,381,825.07 596,435.59 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 5.465779 4.796008 4.809268
Group Level Collateral Statement Group 2 - 30 Year Fixed Total Collateral Description Mixed Fixed Fixed Weighted Average Coupon Rate 5.731463 5.304771 Weighted Average Net Rate 5.481463 5.054771 Weighted Average Maturity 356 256 Beginning Loan Count 210 1,499 Loans Paid In Full 0 5 Ending Loan Count 210 1,494 Beginning Scheduled Balance 106,712,605.74 791,232,494.09 Ending scheduled Balance 106,581,502.05 785,944,695.38 Record Date 07/31/2004 07/31/2004 Principal And Interest Constant 624,197.57 5,731,362.56 Scheduled Principal 114,514.79 2,233,606.34 Unscheduled Principal 16,588.90 3,054,192.37 Scheduled Interest 509,682.78 3,497,756.22 Servicing Fees 22,231.80 164,840.13 Master Servicing Fees 0.00 0.00 Trustee Fee 311.26 2,307.78 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 0.00 0.00 Pool Insurance Fee 0.00 0.00 Spread Fee 1 0.00 0.00 Spread Fee 2 0.00 0.00 Spread Fee 3 0.00 0.00 Net Interest 487,139.72 3,330,608.31 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 Prepayment Penalties 0.00 0.00 Special Servicing Fee 0.00 0.00 Pass-Through Rate 5.477963 5.051271
Miscellaneous Reporting Group 1 - 30 Year Fixed CPR 3.063586% Subordinate % 2.544782% Subordinate Prepay % 0.000000% Senior Prepay % 100.000000% Senior % 97.455218% Group 3 - 15 Year Fixed CPR 8.186143% Subordinate % 1.113799% Subordinate Prepay % 0.000000% Senior Prepay % 100.000000% Senior % 98.886201% Group 4 - 30 Year Fixed CPR 0.836277% Subordinate % 1.719035% Subordinate Prepay % 0.000000% Senior Prepay % 100.000000% Senior % 98.280965%
Miscellaneous Reporting Group 2 - 30 Year Fixed CPR 0.186585% Subordinate % 1.717547% Subordinate Prepay % 0.000000% Senior Prepay % 100.000000% Senior % 98.282453%
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