-----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, Pwzdt5CyXqhU8bqQk2myqPcJDl5MyAi9iCrooKog5Rrq7W05/D3JcpwXxq7hrcSB YuGwgJi7dF2ISWVGfD3YRQ== 0001056404-05-000090.txt : 20050104 0001056404-05-000090.hdr.sgml : 20050104 20050104073552 ACCESSION NUMBER: 0001056404-05-000090 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: 20050104 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] IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 8-K SEC ACT: 1934 Act SEC FILE NUMBER: 333-105940-35 FILM NUMBER: 05503903 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_dec.txt DEC. 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 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 Pooling and Servicing Agreement) (Commission 54-2152475 (State or other File Number) 54-2152476 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 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 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 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: 12/29/04 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 December 27, 2004 distribution. EX-99.1
Banc of America Mortgage Securities, Inc. Mortgage Pass-Through Certificates Record Date: 11/30/04 Distribution Date: 12/27/04 Banc of America Mortgage Securities, Inc. Mortgage Pass-Through Certificates 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 86,877.08 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 98,512.77 0.00 1-A4 05948X6J5 SEN 6.00000% 4,909,946.00 24,549.73 0.00 1-A5 05948X6K2 SEN 5.50000% 15,526,231.36 71,161.89 278,110.42 1-A6 05948X6L0 SEN 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% 115,643,181.62 530,031.23 1,761,939.71 1-A9 05948X6P1 SEN 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% 77,394,089.84 354,722.96 2,374,007.23 2-A2 05948X6T3 SEN 5.50000% 13,610,353.22 62,380.79 (62,380.79) 2-A3 05948X6U0 SEN 5.50000% 7,118,646.78 32,627.14 62,380.79 2-A4 05948X6V8 SEN 5.50000% 3,443,753.84 15,783.87 83,318.78 3-A1 05948X6W6 SEN 4.50000% 116,134,697.45 435,505.13 1,317,374.30 3-A2 05948X6X4 SEN 4.75000% 47,870,622.73 189,487.89 543,020.56 3-A3 05948X6Y2 SEN 5.00000% 114,871,115.18 478,629.66 1,303,040.85 3-A4 05948X6Z9 SEN 5.00000% 1,263,582.27 5,264.93 14,333.45 3-A5 05948X7A3 SEN 4.75000% 37,124,665.47 146,951.80 543,009.70 3-A6 05948X7B1 SEN 4.75000% 10,745,000.00 42,532.29 0.00 4-A1 05948X7Q8 SEN 4.75000% 141,675,079.34 560,797.26 650,860.26 15-B1 05948X7M7 SUB 4.75000% 1,536,666.59 6,082.64 6,181.76 15-B2 05948X7N5 SUB 4.75000% 682,854.38 2,702.97 2,747.01 15-B3 05948X7P0 SUB 4.75000% 512,873.46 2,030.12 2,063.21 15-B4 05949AGJ3 SUB 4.75000% 340,938.74 1,349.55 1,371.54 15-B5 05949AGK0 SUB 4.75000% 341,915.64 1,353.42 1,375.47 15-B6 05949AGL8 SUB 4.75000% 341,853.12 1,353.17 1,375.22 X-B1 05948X7J4 SUB 5.06457% 2,787,965.64 11,766.53 7,821.75 X-B2 05948X7K1 SUB 5.06457% 506,634.55 2,138.24 1,421.38 X-B3 05948X7L9 SUB 5.06457% 380,713.73 1,606.79 1,068.11 X-B4 05949AGM6 SUB 5.06457% 252,825.40 1,067.04 709.31 X-B5 05949AGN4 SUB 5.06457% 253,809.15 1,071.19 712.07 X-B6 05949AGP9 SUB 5.06457% 127,155.46 536.66 356.74 30-B1 05948X7F2 SUB 5.50000% 2,379,575.28 10,906.39 2,628.63 30-B2 05948X7G0 SUB 5.50000% 951,830.11 4,362.55 1,051.45 30-B3 05948X7H8 SUB 5.50000% 475,915.06 2,181.28 525.73 30-B4 05949AGF1 SUB 5.50000% 380,533.33 1,744.11 420.36 30-B5 05949AGG9 SUB 5.50000% 380,533.33 1,744.11 420.36 30-B6 05949AGH7 SUB 5.50000% 191,312.88 876.85 211.34 A-PO 05948X7C9 SEN 0.00000% 7,051,836.98 0.00 78,177.47 30-IO 05948X7E5 IO 0.16646% 0.00 6,648.84 0.00 15-IO 05948X7D7 IO 0.23634% 0.00 35,384.14 0.00 SES 05949AGQ7 SEN 0.00000% 0.00 131,257.58 0.00 Totals 771,036,034.93 3,377,420.17 8,979,654.17
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses 1-A1 0.00 18,955,000.00 86,877.08 0.00 1-A2 0.00 2,500,000.00 12,500.00 0.00 1-A3 0.00 19,702,554.00 98,512.77 0.00 1-A4 0.00 4,909,946.00 24,549.73 0.00 1-A5 0.00 15,248,120.94 349,272.31 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 0.00 113,881,241.90 2,291,970.94 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 75,020,082.61 2,728,730.19 0.00 2-A2 0.00 13,672,734.01 0.00 0.00 2-A3 0.00 7,056,265.99 95,007.93 0.00 2-A4 0.00 3,360,435.06 99,102.65 0.00 3-A1 0.00 114,817,323.15 1,752,879.43 0.00 3-A2 0.00 47,327,602.18 732,508.45 0.00 3-A3 0.00 113,568,074.33 1,781,670.51 0.00 3-A4 0.00 1,249,248.82 19,598.38 0.00 3-A5 0.00 36,581,655.78 689,961.50 0.00 3-A6 0.00 10,745,000.00 42,532.29 0.00 4-A1 0.00 141,024,219.07 1,211,657.52 0.00 15-B1 0.00 1,530,484.83 12,264.40 0.00 15-B2 0.00 680,107.37 5,449.98 0.00 15-B3 0.00 510,810.26 4,093.33 0.00 15-B4 0.00 339,567.20 2,721.09 0.00 15-B5 0.00 340,540.17 2,728.89 0.00 15-B6 0.00 340,477.90 2,728.39 0.00 X-B1 0.00 2,780,143.89 19,588.28 0.00 X-B2 0.00 505,213.16 3,559.62 0.00 X-B3 0.00 379,645.62 2,674.90 0.00 X-B4 0.00 252,116.08 1,776.35 0.00 X-B5 0.00 253,097.08 1,783.26 0.00 X-B6 0.00 126,798.72 893.40 0.00 30-B1 0.00 2,376,946.65 13,535.02 0.00 30-B2 0.00 950,778.66 5,414.00 0.00 30-B3 0.00 475,389.33 2,707.01 0.00 30-B4 0.00 380,112.97 2,164.47 0.00 30-B5 0.00 380,112.97 2,164.47 0.00 30-B6 0.00 191,101.55 1,088.19 0.00 A-PO 0.00 6,973,659.51 78,177.47 0.00 30-IO 0.00 0.00 6,648.84 0.00 15-IO 0.00 0.00 35,384.14 0.00 SES 0.00 0.00 131,257.58 0.00 Totals 0.00 762,056,380.76 12,357,074.34 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 15,526,231.36 27,092.77 251,017.65 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 119,777,000.00 115,643,181.62 171,643.44 1,590,296.27 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 77,394,089.84 108,084.47 2,265,922.76 0.00 0.00 2-A2 13,242,000.00 13,610,353.22 0.00 0.00 (62,380.79) 0.00 2-A3 7,487,000.00 7,118,646.78 2,840.09 59,540.70 0.00 0.00 2-A4 3,531,000.00 3,443,753.84 3,793.36 79,525.42 0.00 0.00 3-A1 121,320,000.00 116,134,697.45 467,190.68 850,183.62 0.00 0.00 3-A2 50,008,000.00 47,870,622.73 192,575.60 350,444.96 0.00 0.00 3-A3 120,000,000.00 114,871,115.18 462,107.50 840,933.35 0.00 0.00 3-A4 1,320,000.00 1,263,582.27 5,083.18 9,250.27 0.00 0.00 3-A5 39,262,000.00 37,124,665.47 192,571.75 350,437.95 0.00 0.00 3-A6 10,745,000.00 10,745,000.00 0.00 0.00 0.00 0.00 4-A1 147,067,000.00 141,675,079.34 571,879.87 78,980.39 0.00 0.00 15-B1 1,573,000.00 1,536,666.59 6,181.76 0.00 0.00 0.00 15-B2 699,000.00 682,854.38 2,747.01 0.00 0.00 0.00 15-B3 525,000.00 512,873.46 2,063.21 0.00 0.00 0.00 15-B4 349,000.00 340,938.74 1,371.54 0.00 0.00 0.00 15-B5 350,000.00 341,915.64 1,375.47 0.00 0.00 0.00 15-B6 349,936.00 341,853.12 1,375.22 0.00 0.00 0.00 X-B1 2,834,000.00 2,787,965.64 7,821.75 0.00 0.00 0.00 X-B2 515,000.00 506,634.55 1,421.38 0.00 0.00 0.00 X-B3 387,000.00 380,713.73 1,068.11 0.00 0.00 0.00 X-B4 257,000.00 252,825.40 709.31 0.00 0.00 0.00 X-B5 258,000.00 253,809.15 712.07 0.00 0.00 0.00 X-B6 129,255.00 127,155.46 356.74 0.00 0.00 0.00 30-B1 2,395,000.00 2,379,575.28 2,628.63 0.00 0.00 0.00 30-B2 958,000.00 951,830.11 1,051.45 0.00 0.00 0.00 30-B3 479,000.00 475,915.06 525.73 0.00 0.00 0.00 30-B4 383,000.00 380,533.33 420.36 0.00 0.00 0.00 30-B5 383,000.00 380,533.33 420.36 0.00 0.00 0.00 30-B6 192,553.00 191,312.88 211.34 0.00 0.00 0.00 A-PO 7,223,592.00 7,051,836.98 19,381.89 58,795.58 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 798,795,436.00 771,036,034.93 2,256,706.04 6,785,328.92 (62,380.79) 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 278,110.42 15,248,120.94 0.94247965 278,110.42 1-A6 0.00 227,273.00 1.00000000 0.00 1-A7 0.00 205,000.00 1.00000000 0.00 1-A8 1,761,939.71 113,881,241.90 0.95077721 1,761,939.71 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 2,374,007.23 75,020,082.61 0.93915977 2,374,007.23 2-A2 (62,380.79) 13,672,734.01 1.03252787 (62,380.79) 2-A3 62,380.79 7,056,265.99 0.94246908 62,380.79 2-A4 83,318.78 3,360,435.06 0.95169500 83,318.78 3-A1 1,317,374.30 114,817,323.15 0.94640062 1,317,374.30 3-A2 543,020.56 47,327,602.18 0.94640062 543,020.56 3-A3 1,303,040.85 113,568,074.33 0.94640062 1,303,040.85 3-A4 14,333.45 1,249,248.82 0.94640062 14,333.45 3-A5 543,009.70 36,581,655.78 0.93173185 543,009.70 3-A6 0.00 10,745,000.00 1.00000000 0.00 4-A1 650,860.26 141,024,219.07 0.95891137 650,860.26 15-B1 6,181.76 1,530,484.83 0.97297192 6,181.76 15-B2 2,747.01 680,107.37 0.97297192 2,747.01 15-B3 2,063.21 510,810.26 0.97297192 2,063.21 15-B4 1,371.54 339,567.20 0.97297192 1,371.54 15-B5 1,375.47 340,540.17 0.97297191 1,375.47 15-B6 1,375.22 340,477.90 0.97297191 1,375.22 X-B1 7,821.75 2,780,143.89 0.98099643 7,821.75 X-B2 1,421.38 505,213.16 0.98099643 1,421.38 X-B3 1,068.11 379,645.62 0.98099643 1,068.11 X-B4 709.31 252,116.08 0.98099642 709.31 X-B5 712.07 253,097.08 0.98099643 712.07 X-B6 356.74 126,798.72 0.98099663 356.74 30-B1 2,628.63 2,376,946.65 0.99246207 2,628.63 30-B2 1,051.45 950,778.66 0.99246207 1,051.45 30-B3 525.73 475,389.33 0.99246207 525.73 30-B4 420.36 380,112.97 0.99246206 420.36 30-B5 420.36 380,112.97 0.99246206 420.36 30-B6 211.34 191,101.55 0.99246208 211.34 A-PO 78,177.47 6,973,659.51 0.96540053 78,177.47 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 8,979,654.17 762,056,380.76 0.95400693 8,979,654.17
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 16,178,727.00 959.66953148 1.67459220 15.51529054 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 119,777,000.00 965.48737754 1.43302504 13.27714227 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 79,880,000.00 968.87944216 1.35308550 28.36658438 0.00000000 2-A2 13,242,000.00 1027.81703821 0.00000000 0.00000000 (4.71082842) 2-A3 7,487,000.00 950.80095900 0.37933618 7.95254441 0.00000000 2-A4 3,531,000.00 975.29137355 1.07430190 22.52206740 0.00000000 3-A1 121,320,000.00 957.25929319 3.85089581 7.00777794 0.00000000 3-A2 50,008,000.00 957.25929311 3.85089586 7.00777796 0.00000000 3-A3 120,000,000.00 957.25929317 3.85089583 7.00777792 0.00000000 3-A4 1,320,000.00 957.25929545 3.85089394 7.00778030 0.00000000 3-A5 39,262,000.00 945.56226046 4.90478707 8.92562656 0.00000000 3-A6 10,745,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 4-A1 147,067,000.00 963.33697798 3.88856691 0.53703679 0.00000000 15-B1 1,573,000.00 976.90183725 3.92991736 0.00000000 0.00000000 15-B2 699,000.00 976.90183119 3.92991416 0.00000000 0.00000000 15-B3 525,000.00 976.90182857 3.92992381 0.00000000 0.00000000 15-B4 349,000.00 976.90183381 3.92991404 0.00000000 0.00000000 15-B5 350,000.00 976.90182857 3.92991429 0.00000000 0.00000000 15-B6 349,936.00 976.90183348 3.92991861 0.00000000 0.00000000 X-B1 2,834,000.00 983.75640085 2.75996824 0.00000000 0.00000000 X-B2 515,000.00 983.75640777 2.75996117 0.00000000 0.00000000 X-B3 387,000.00 983.75640827 2.75997416 0.00000000 0.00000000 X-B4 257,000.00 983.75642023 2.75996109 0.00000000 0.00000000 X-B5 258,000.00 983.75639535 2.75996124 0.00000000 0.00000000 X-B6 129,255.00 983.75660516 2.75997060 0.00000000 0.00000000 30-B1 2,395,000.00 993.55961587 1.09754906 0.00000000 0.00000000 30-B2 958,000.00 993.55961378 1.09754697 0.00000000 0.00000000 30-B3 479,000.00 993.55962422 1.09755741 0.00000000 0.00000000 30-B4 383,000.00 993.55960836 1.09754569 0.00000000 0.00000000 30-B5 383,000.00 993.55960836 1.09754569 0.00000000 0.00000000 30-B6 192,553.00 993.55959139 1.09756794 0.00000000 0.00000000 A-PO 7,223,592.00 976.22304527 2.68313742 8.13938273 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 17.18988274 942.47964874 0.94247965 17.18988274 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 14.71016731 950.77721015 0.95077721 14.71016731 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 29.71966988 939.15977228 0.93915977 29.71966988 2-A2 0.00000000 (4.71082842) 1,032.52786664 1.03252787 (4.71082842) 2-A3 0.00000000 8.33188059 942.46907840 0.94246908 8.33188059 2-A4 0.00000000 23.59636930 951.69500425 0.95169500 23.59636930 3-A1 0.00000000 10.85867376 946.40061944 0.94640062 10.85867376 3-A2 0.00000000 10.85867381 946.40061950 0.94640062 10.85867381 3-A3 0.00000000 10.85867375 946.40061942 0.94640062 10.85867375 3-A4 0.00000000 10.85867424 946.40062121 0.94640062 10.85867424 3-A5 0.00000000 13.83041363 931.73184708 0.93173185 13.83041363 3-A6 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 4-A1 0.00000000 4.42560370 958.91137420 0.95891137 4.42560370 15-B1 0.00000000 3.92991736 972.97191990 0.97297192 3.92991736 15-B2 0.00000000 3.92991416 972.97191702 0.97297192 3.92991416 15-B3 0.00000000 3.92992381 972.97192381 0.97297192 3.92992381 15-B4 0.00000000 3.92991404 972.97191977 0.97297192 3.92991404 15-B5 0.00000000 3.92991429 972.97191429 0.97297191 3.92991429 15-B6 0.00000000 3.92991861 972.97191486 0.97297191 3.92991861 X-B1 0.00000000 2.75996824 980.99643260 0.98099643 2.75996824 X-B2 0.00000000 2.75996117 980.99642718 0.98099643 2.75996117 X-B3 0.00000000 2.75997416 980.99643411 0.98099643 2.75997416 X-B4 0.00000000 2.75996109 980.99642023 0.98099642 2.75996109 X-B5 0.00000000 2.75996124 980.99643411 0.98099643 2.75996124 X-B6 0.00000000 2.75997060 980.99663456 0.98099663 2.75997060 30-B1 0.00000000 1.09754906 992.46206681 0.99246207 1.09754906 30-B2 0.00000000 1.09754697 992.46206681 0.99246207 1.09754697 30-B3 0.00000000 1.09755741 992.46206681 0.99246207 1.09755741 30-B4 0.00000000 1.09754569 992.46206266 0.99246206 1.09754569 30-B5 0.00000000 1.09754569 992.46206266 0.99246206 1.09754569 30-B6 0.00000000 1.09756794 992.46207538 0.99246208 1.09756794 A-PO 0.00000000 10.82252015 965.40052511 0.96540053 10.82252015 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% 15,526,231.36 71,161.89 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% 115,643,181.62 530,031.25 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% 77,394,089.84 354,722.91 0.00 0.00 2-A2 13,242,000.00 5.50000% 13,610,353.22 62,380.79 0.00 0.00 2-A3 7,487,000.00 5.50000% 7,118,646.78 32,627.13 0.00 0.00 2-A4 3,531,000.00 5.50000% 3,443,753.84 15,783.87 0.00 0.00 3-A1 121,320,000.00 4.50000% 116,134,697.45 435,505.12 0.00 0.00 3-A2 50,008,000.00 4.75000% 47,870,622.73 189,487.88 0.00 0.00 3-A3 120,000,000.00 5.00000% 114,871,115.18 478,629.65 0.00 0.00 3-A4 1,320,000.00 5.00000% 1,263,582.27 5,264.93 0.00 0.00 3-A5 39,262,000.00 4.75000% 37,124,665.47 146,951.80 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% 141,675,079.34 560,797.19 0.00 0.00 15-B1 1,573,000.00 4.75000% 1,536,666.59 6,082.64 0.00 0.00 15-B2 699,000.00 4.75000% 682,854.38 2,702.97 0.00 0.00 15-B3 525,000.00 4.75000% 512,873.46 2,030.12 0.00 0.00 15-B4 349,000.00 4.75000% 340,938.74 1,349.55 0.00 0.00 15-B5 350,000.00 4.75000% 341,915.64 1,353.42 0.00 0.00 15-B6 349,936.00 4.75000% 341,853.12 1,353.17 0.00 0.00 X-B1 2,834,000.00 5.06457% 2,787,965.64 11,766.53 0.00 0.00 X-B2 515,000.00 5.06457% 506,634.55 2,138.24 0.00 0.00 X-B3 387,000.00 5.06457% 380,713.73 1,606.79 0.00 0.00 X-B4 257,000.00 5.06457% 252,825.40 1,067.04 0.00 0.00 X-B5 258,000.00 5.06457% 253,809.15 1,071.19 0.00 0.00 X-B6 129,255.00 5.06457% 127,155.46 536.66 0.00 0.00 30-B1 2,395,000.00 5.50000% 2,379,575.28 10,906.39 0.00 0.00 30-B2 958,000.00 5.50000% 951,830.11 4,362.55 0.00 0.00 30-B3 479,000.00 5.50000% 475,915.06 2,181.28 0.00 0.00 30-B4 383,000.00 5.50000% 380,533.33 1,744.11 0.00 0.00 30-B5 383,000.00 5.50000% 380,533.33 1,744.11 0.00 0.00 30-B6 192,553.00 5.50000% 191,312.88 876.85 0.00 0.00 A-PO 7,223,592.00 0.00000% 7,051,836.98 0.00 0.00 0.00 30-IO 0.00 0.16646% 47,932,262.54 6,648.84 0.00 0.00 15-IO 0.00 0.23634% 179,657,651.12 35,384.14 0.00 0.00 SES 0.00 0.00000% 771,036,036.01 0.00 0.00 0.00 Totals 798,795,436.00 3,246,162.45 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 0.00 0.00 86,877.08 0.00 18,955,000.00 1-A2 0.00 0.00 12,500.00 0.00 2,500,000.00 1-A3 0.00 0.00 98,512.77 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 71,161.89 0.00 15,248,120.94 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 0.02 0.00 530,031.23 0.00 113,881,241.90 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 (0.05) 0.00 354,722.96 0.00 75,020,082.61 2-A2 (0.01) 0.00 62,380.79 0.00 13,672,734.01 2-A3 0.00 0.00 32,627.14 0.00 7,056,265.99 2-A4 0.00 0.00 15,783.87 0.00 3,360,435.06 3-A1 (0.01) 0.00 435,505.13 0.00 114,817,323.15 3-A2 0.00 0.00 189,487.89 0.00 47,327,602.18 3-A3 (0.01) 0.00 478,629.66 0.00 113,568,074.33 3-A4 0.00 0.00 5,264.93 0.00 1,249,248.82 3-A5 0.00 0.00 146,951.80 0.00 36,581,655.78 3-A6 0.00 0.00 42,532.29 0.00 10,745,000.00 4-A1 (0.08) 0.00 560,797.26 0.00 141,024,219.07 15-B1 0.00 0.00 6,082.64 0.00 1,530,484.83 15-B2 0.00 0.00 2,702.97 0.00 680,107.37 15-B3 0.00 0.00 2,030.12 0.00 510,810.26 15-B4 0.00 0.00 1,349.55 0.00 339,567.20 15-B5 0.00 0.00 1,353.42 0.00 340,540.17 15-B6 0.00 0.00 1,353.17 0.00 340,477.90 X-B1 0.00 0.00 11,766.53 0.00 2,780,143.89 X-B2 0.00 0.00 2,138.24 0.00 505,213.16 X-B3 0.00 0.00 1,606.79 0.00 379,645.62 X-B4 0.00 0.00 1,067.04 0.00 252,116.08 X-B5 0.00 0.00 1,071.19 0.00 253,097.08 X-B6 0.00 0.00 536.66 0.00 126,798.72 30-B1 0.00 0.00 10,906.39 0.00 2,376,946.65 30-B2 0.00 0.00 4,362.55 0.00 950,778.66 30-B3 0.00 0.00 2,181.28 0.00 475,389.33 30-B4 0.00 0.00 1,744.11 0.00 380,112.97 30-B5 0.00 0.00 1,744.11 0.00 380,112.97 30-B6 0.00 0.00 876.85 0.00 191,101.55 A-PO 0.00 0.00 0.00 0.00 6,973,659.51 30-IO 0.00 0.00 6,648.84 0.00 47,525,317.26 15-IO 0.00 0.00 35,384.14 0.00 177,625,483.75 SES 0.00 0.00 131,257.58 0.00 762,056,381.85 Totals (0.14) 0.00 3,377,420.17 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% 959.66953148 4.39848512 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% 965.48737754 4.42515049 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% 968.87944216 4.44069742 0.00000000 0.00000000 2-A2 13,242,000.00 5.50000% 1027.81703821 4.71082842 0.00000000 0.00000000 2-A3 7,487,000.00 5.50000% 950.80095900 4.35783759 0.00000000 0.00000000 2-A4 3,531,000.00 5.50000% 975.29137355 4.47008496 0.00000000 0.00000000 3-A1 121,320,000.00 4.50000% 957.25929319 3.58972239 0.00000000 0.00000000 3-A2 50,008,000.00 4.75000% 957.25929311 3.78915134 0.00000000 0.00000000 3-A3 120,000,000.00 5.00000% 957.25929317 3.98858042 0.00000000 0.00000000 3-A4 1,320,000.00 5.00000% 957.25929545 3.98858333 0.00000000 0.00000000 3-A5 39,262,000.00 4.75000% 945.56226046 3.74285059 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% 963.33697798 3.81320888 0.00000000 0.00000000 15-B1 1,573,000.00 4.75000% 976.90183725 3.86690401 0.00000000 0.00000000 15-B2 699,000.00 4.75000% 976.90183119 3.86690987 0.00000000 0.00000000 15-B3 525,000.00 4.75000% 976.90182857 3.86689524 0.00000000 0.00000000 15-B4 349,000.00 4.75000% 976.90183381 3.86690544 0.00000000 0.00000000 15-B5 350,000.00 4.75000% 976.90182857 3.86691429 0.00000000 0.00000000 15-B6 349,936.00 4.75000% 976.90183348 3.86690709 0.00000000 0.00000000 X-B1 2,834,000.00 5.06457% 983.75640085 4.15191602 0.00000000 0.00000000 X-B2 515,000.00 5.06457% 983.75640777 4.15192233 0.00000000 0.00000000 X-B3 387,000.00 5.06457% 983.75640827 4.15191214 0.00000000 0.00000000 X-B4 257,000.00 5.06457% 983.75642023 4.15190661 0.00000000 0.00000000 X-B5 258,000.00 5.06457% 983.75639535 4.15189922 0.00000000 0.00000000 X-B6 129,255.00 5.06457% 983.75660516 4.15194770 0.00000000 0.00000000 30-B1 2,395,000.00 5.50000% 993.55961587 4.55381628 0.00000000 0.00000000 30-B2 958,000.00 5.50000% 993.55961378 4.55381002 0.00000000 0.00000000 30-B3 479,000.00 5.50000% 993.55962422 4.55382046 0.00000000 0.00000000 30-B4 383,000.00 5.50000% 993.55960836 4.55381201 0.00000000 0.00000000 30-B5 383,000.00 5.50000% 993.55960836 4.55381201 0.00000000 0.00000000 30-B6 192,553.00 5.50000% 993.55959139 4.55381116 0.00000000 0.00000000 A-PO 7,223,592.00 0.00000% 976.22304527 0.00000000 0.00000000 0.00000000 30-IO 0.00 0.16646% 946.26849119 0.13125998 0.00000000 0.00000000 15-IO 0.00 0.23634% 952.96421326 0.18768930 0.00000000 0.00000000 SES 0.00 0.00000% 965.24842304 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 0.00000000 0.00000000 4.58333316 0.00000000 1000.00000000 1-A2 0.00000000 0.00000000 5.00000000 0.00000000 1000.00000000 1-A3 0.00000000 0.00000000 5.00000000 0.00000000 1000.00000000 1-A4 0.00000000 0.00000000 5.00000000 0.00000000 1000.00000000 1-A5 0.00000000 0.00000000 4.39848512 0.00000000 942.47964874 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 0.00000017 0.00000000 4.42515032 0.00000000 950.77721015 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 (0.00000063) 0.00000000 4.44069805 0.00000000 939.15977228 2-A2 (0.00000076) 0.00000000 4.71082842 0.00000000 1032.52786664 2-A3 0.00000000 0.00000000 4.35783892 0.00000000 942.46907840 2-A4 0.00000000 0.00000000 4.47008496 0.00000000 951.69500425 3-A1 (0.00000008) 0.00000000 3.58972247 0.00000000 946.40061944 3-A2 0.00000000 0.00000000 3.78915154 0.00000000 946.40061950 3-A3 (0.00000008) 0.00000000 3.98858050 0.00000000 946.40061942 3-A4 0.00000000 0.00000000 3.98858333 0.00000000 946.40062121 3-A5 0.00000000 0.00000000 3.74285059 0.00000000 931.73184708 3-A6 0.00000000 0.00000000 3.95833318 0.00000000 1000.00000000 4-A1 (0.00000054) 0.00000000 3.81320935 0.00000000 958.91137420 15-B1 0.00000000 0.00000000 3.86690401 0.00000000 972.97191990 15-B2 0.00000000 0.00000000 3.86690987 0.00000000 972.97191702 15-B3 0.00000000 0.00000000 3.86689524 0.00000000 972.97192381 15-B4 0.00000000 0.00000000 3.86690544 0.00000000 972.97191977 15-B5 0.00000000 0.00000000 3.86691429 0.00000000 972.97191429 15-B6 0.00000000 0.00000000 3.86690709 0.00000000 972.97191486 X-B1 0.00000000 0.00000000 4.15191602 0.00000000 980.99643260 X-B2 0.00000000 0.00000000 4.15192233 0.00000000 980.99642718 X-B3 0.00000000 0.00000000 4.15191214 0.00000000 980.99643411 X-B4 0.00000000 0.00000000 4.15190661 0.00000000 980.99642023 X-B5 0.00000000 0.00000000 4.15189922 0.00000000 980.99643411 X-B6 0.00000000 0.00000000 4.15194770 0.00000000 980.99663456 30-B1 0.00000000 0.00000000 4.55381628 0.00000000 992.46206681 30-B2 0.00000000 0.00000000 4.55381002 0.00000000 992.46206681 30-B3 0.00000000 0.00000000 4.55382046 0.00000000 992.46206681 30-B4 0.00000000 0.00000000 4.55381201 0.00000000 992.46206266 30-B5 0.00000000 0.00000000 4.55381201 0.00000000 992.46206266 30-B6 0.00000000 0.00000000 4.55381116 0.00000000 992.46207538 A-PO 0.00000000 0.00000000 0.00000000 0.00000000 965.40052511 30-IO 0.00000000 0.00000000 0.13125998 0.00000000 938.23466438 15-IO 0.00000000 0.00000000 0.18768930 0.00000000 942.18491849 SES 0.00000000 0.00000000 0.16431939 0.00000000 954.00692898 (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 2,092,850.30 2,056,597.81 97.26593839% A-PO-2 0.00000% 0.00 0.00 1,022,395.44 1,010,667.16 98.08169761% A-PO-3 0.00000% 0.00 0.00 2,986,405.33 2,961,110.10 95.51770867% A-PO-4 0.00000% 0.00 0.00 950,185.91 945,284.45 96.58700381% 30-IO-1 0.16421% 29,809,479.95 29,426,368.33 0.00 0.00 93.19399565% 30-IO-2 0.17015% 18,122,782.59 18,098,948.93 0.00 0.00 94.86525148% 15-IO-1 0.24150% 121,184,464.67 119,400,154.74 0.00 0.00 93.25240715% 15-IO-2 0.22566% 58,473,186.45 58,225,329.01 0.00 0.00 96.26357070% SES-1 0.00000% 186,759,236.42 184,677,675.92 0.00 0.00 96.38807187% SES-2 0.00000% 104,396,569.66 101,925,524.56 0.00 0.00 95.26686957% SES-3 0.00000% 334,753,191.17 330,992,002.89 0.00 0.00 94.67707533% SES-4 0.00000% 145,127,038.76 144,461,178.48 0.00 0.00 95.91936248%
CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 12,391,449.70 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 12,391,449.70 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 34,375.36 Payment of Interest and Principal 12,357,074.34 Total Withdrawals (Pool Distribution Amount) 12,391,449.70 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 32,126.53 Trustee Fee 2,248.83 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 34,375.36
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 5 0 0 0 5 3,190,413.31 0.00 0.00 0.00 3,190,413.31 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 5 0 0 0 5 3,190,413.31 0.00 0.00 0.00 3,190,413.31 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 0.340832% 0.000000% 0.000000% 0.000000% 0.340832% 0.417673% 0.000000% 0.000000% 0.000000% 0.417673% 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 0.340832% 0.000000% 0.000000% 0.000000% 0.340832% 0.417673% 0.000000% 0.000000% 0.000000% 0.417673%
Delinquency Status By Groups DELINQUENT BANKRUPTCY FORECLOSURE REO Total 1 - 30 Year Fixed No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 1 0 0 0 1 370,450.75 0.00 0.00 0.00 370,450.75 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 1 370,450.75 0.00 0.00 0.00 370,450.75 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.277008% 0.000000% 0.000000% 0.000000% 0.277008% 0.200421% 0.000000% 0.000000% 0.000000% 0.200421% 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 0.277008% 0.000000% 0.000000% 0.000000% 0.277008% 0.200421% 0.000000% 0.000000% 0.000000% 0.200421% 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 3 0 0 0 3 2,318,598.87 0.00 0.00 0.00 2,318,598.87 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 3 0 0 0 3 2,318,598.87 0.00 0.00 0.00 2,318,598.87 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.472441% 0.000000% 0.000000% 0.000000% 0.472441% 0.698196% 0.000000% 0.000000% 0.000000% 0.698196% 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 0.472441% 0.000000% 0.000000% 0.000000% 0.472441% 0.698196% 0.000000% 0.000000% 0.000000% 0.698196% 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 1 501,363.69 0.00 0.00 0.00 501,363.69 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 1 501,363.69 0.00 0.00 0.00 501,363.69 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.370370% 0.000000% 0.000000% 0.000000% 0.370370% 0.345948% 0.000000% 0.000000% 0.000000% 0.345948% 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 0.370370% 0.000000% 0.000000% 0.000000% 0.370370% 0.345948% 0.000000% 0.000000% 0.000000% 0.345948% 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 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%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 24,825.62
COLLATERAL STATEMENT Collateral Description Fixed Weighted Average Gross Coupon 5.305657% Weighted Average Pass-Through Rate 5.052157% Weighted Average Maturity(Stepdown Calculation ) 252 Beginning Scheduled Collateral Loan Count 1,481 Number Of Loans Paid In Full 14 Ending Scheduled Collateral Loan Count 1,467 Beginning Scheduled Collateral Balance 771,036,036.01 Ending Scheduled Collateral Balance 762,056,381.85 Ending Actual Collateral Balance at 30-Nov-2004 763,854,043.79 Monthly P &I Constant 5,662,909.86 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 11,982,126.63 Class AP Deferred Amount 0.00 Ending Scheduled Balance for Premium Loans 762,056,381.85 Scheduled Principal 2,253,865.94 Unscheduled Principal 6,725,788.22
Miscellaneous Reporting Total Subordinate % 1.678818% Total Senior % 98.321182%
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 5.718076 5.048549 5.063322 Weighted Average Net Rate 5.468076 4.798549 4.813322 Weighted Average Maturity 352 171 246 Beginning Loan Count 365 640 270 Loans Paid In Full 4 5 0 Ending Loan Count 361 635 270 Beginning Scheduled Balance 186,759,236.42 334,753,191.17 145,127,038.76 Ending scheduled Balance 184,677,675.92 330,992,002.89 144,461,178.48 Record Date 11/30/2004 11/30/2004 11/30/2004 Principal And Interest Constant 1,096,299.46 2,754,969.03 1,198,194.92 Scheduled Principal 206,379.85 1,346,620.71 585,840.77 Unscheduled Principal 1,875,180.65 2,414,567.57 80,019.51 Scheduled Interest 889,919.61 1,408,348.32 612,354.15 Servicing Fees 38,908.16 69,740.24 30,234.81 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 544.71 976.34 423.29 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 850,466.74 1,337,631.74 581,696.05 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 5.464576 4.795049 4.809822
Group Level Collateral Statement Group 2 - 30 Year Fixed Total Collateral Description Mixed Fixed Fixed Weighted Average Coupon Rate 5.729175 5.305657 Weighted Average Net Rate 5.479175 5.055657 Weighted Average Maturity 352 252 Beginning Loan Count 206 1,481 Loans Paid In Full 5 14 Ending Loan Count 201 1,467 Beginning Scheduled Balance 104,396,569.66 771,036,036.01 Ending scheduled Balance 101,925,524.56 762,056,381.85 Record Date 11/30/2004 11/30/2004 Principal And Interest Constant 613,446.45 5,662,909.86 Scheduled Principal 115,024.61 2,253,865.94 Unscheduled Principal 2,356,020.49 6,725,788.22 Scheduled Interest 498,421.84 3,409,043.92 Servicing Fees 21,749.28 160,632.49 Master Servicing Fees 0.00 0.00 Trustee Fee 304.49 2,248.83 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 476,368.07 3,246,162.60 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 5.475675 5.052157
Miscellaneous Reporting Group 1 - 30 Year Fixed CPR 11.417086% Subordinate % 2.577458% Subordinate Prepay % 0.000000% Senior Prepay % 100.000000% Senior % 97.422542% Group 3 - 15 Year Fixed CPR 8.352598% Subordinate % 1.132453% Subordinate Prepay % 0.000000% Senior Prepay % 100.000000% Senior % 98.867547% Group 4 - 30 Year Fixed CPR 0.662313% Subordinate % 1.735211% Subordinate Prepay % 0.000000% Senior Prepay % 100.000000% Senior % 98.264789%
Miscellaneous Reporting Group 2 - 30 Year Fixed CPR 23.983831% Subordinate % 1.748338% Subordinate Prepay % 0.000000% Senior Prepay % 100.000000% Senior % 98.251662%
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