-----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, G6ABmsBKKYfKCOjNf7Ahueh1R7nJfqczxdv2WtZJC1ZR/D9ZrNug30g2HweHRvI6 cpeLMO6PhXWPtgvyo6GIWw== 0001056404-04-003240.txt : 20041001 0001056404-04-003240.hdr.sgml : 20041001 20041001133754 ACCESSION NUMBER: 0001056404-04-003240 CONFORMED SUBMISSION TYPE: 8-K PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20040925 ITEM INFORMATION: Other Events ITEM INFORMATION: Financial Statements and Exhibits FILED AS OF DATE: 20041001 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Banc of America Mortgage Securities Mortgage Pass-Through Certificates Series 2004-H CENTRAL INDEX KEY: 0001301552 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: 333-105940-42 FILM NUMBER: 041057654 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 bam0400h_sep.txt SEPTEMBER 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): September 27, 2004 BANC OF AMERICA MORTGAGE SECURITIES, INC. Mortgage Pass-Through Certificates, Series 2004-H Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-105940-42 54-6636500 Pooling and Servicing Agreement) (Commission 54-6636501 (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 September 27, 2004 a distribution was made to holders of BANC OF AMERICA MORTGAGE SECURITIES, INC., Mortgage Pass-Through Certificates, Series 2004-H 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-H Trust, relating to the September 27, 2004 distribution. Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized. BANC OF AMERICA MORTGAGE SECURITIES, INC. Mortgage Pass-Through Certificates, Series 2004-H 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: 10/1/2004 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2004-H Trust, relating to the September 27, 2004 distribution. EX-99.1
Banc of America Mortgage Securities, Inc. Mortgage Pass-Through Certificates Record Date: 8/31/2004 Distribution Date: 9/27/2004 BAM Series: 2004-H 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 05949AQZ6 SEN 3.51636% 60,000,000.00 175,818.11 740,881.45 1A2 05949ARA0 SEN 4.05136% 29,742,000.00 100,413.01 367,254.93 1AR 05949ARB8 SEN 3.69367% 50.00 0.15 50.00 1ALR 05949ARC6 SEN 3.69367% 50.00 0.57 50.00 2A1 05949ARD4 SEN 4.54483% 240,000,000.00 908,966.82 1,433,070.59 2A2 05949ARE2 SEN 4.82183% 250,283,000.00 1,005,685.92 1,494,471.69 B1 05949ARF9 SUB 4.53263% 9,903,000.00 37,405.52 5,129.55 B2 05949ARG7 SUB 4.53263% 3,901,000.00 14,734.82 2,020.64 B3 05949ARH5 SUB 4.53263% 2,100,000.00 7,932.10 1,087.76 B4 05949ARL6 SUB 4.53263% 1,501,000.00 5,669.56 777.49 B5 05949ARM4 SUB 4.53263% 1,200,000.00 4,532.63 621.58 B6 05949ARN2 SUB 4.53263% 1,500,749.00 5,668.62 777.36 1IO 05949ARJ1 SEN 0.86569% 0.00 66,985.56 0.00 2IO 05949ARK8 SEN 0.43959% 0.00 185,830.43 0.00 Totals 600,130,849.00 2,519,643.82 4,046,193.04
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses 1A1 0.00 59,259,118.55 916,699.56 0.00 1A2 0.00 29,374,745.07 467,667.94 0.00 1AR 0.00 0.00 50.15 0.00 1ALR 0.00 0.00 50.57 0.00 2A1 0.00 238,566,929.41 2,342,037.41 0.00 2A2 0.00 248,788,528.31 2,500,157.61 0.00 B1 0.00 9,897,870.45 42,535.07 0.00 B2 0.00 3,898,979.36 16,755.46 0.00 B3 0.00 2,098,912.24 9,019.86 0.00 B4 0.00 1,500,222.51 6,447.05 0.00 B5 0.00 1,199,378.42 5,154.21 0.00 B6 0.00 1,499,971.64 6,445.98 0.00 1IO 0.00 0.00 66,985.56 0.00 2IO 0.00 0.00 185,830.43 0.00 Totals 0.00 596,084,655.96 6,565,836.86 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 60,000,000.00 60,000,000.00 74,006.96 666,874.49 0.00 0.00 1A2 29,742,000.00 29,742,000.00 36,685.25 330,569.69 0.00 0.00 1AR 50.00 50.00 4.99 45.01 0.00 0.00 1ALR 50.00 50.00 4.99 45.01 0.00 0.00 2A1 240,000,000.00 240,000,000.00 92,870.39 1,340,200.19 0.00 0.00 2A2 250,283,000.00 250,283,000.00 96,849.50 1,397,622.19 0.00 0.00 B1 9,903,000.00 9,903,000.00 5,129.55 0.00 0.00 0.00 B2 3,901,000.00 3,901,000.00 2,020.64 0.00 0.00 0.00 B3 2,100,000.00 2,100,000.00 1,087.76 0.00 0.00 0.00 B4 1,501,000.00 1,501,000.00 777.49 0.00 0.00 0.00 B5 1,200,000.00 1,200,000.00 621.58 0.00 0.00 0.00 B6 1,500,749.00 1,500,749.00 777.36 0.00 0.00 0.00 1IO 0.00 0.00 0.00 0.00 0.00 0.00 2IO 0.00 0.00 0.00 0.00 0.00 0.00 Totals 600,130,849.00 600,130,849.00 310,836.46 3,735,356.58 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 740,881.45 59,259,118.55 0.98765198 740,881.45 1A2 367,254.93 29,374,745.07 0.98765198 367,254.93 1AR 50.00 0.00 0.00000000 50.00 1ALR 50.00 0.00 0.00000000 50.00 2A1 1,433,070.59 238,566,929.41 0.99402887 1,433,070.59 2A2 1,494,471.69 248,788,528.31 0.99402887 1,494,471.69 B1 5,129.55 9,897,870.45 0.99948202 5,129.55 B2 2,020.64 3,898,979.36 0.99948202 2,020.64 B3 1,087.76 2,098,912.24 0.99948202 1,087.76 B4 777.49 1,500,222.51 0.99948202 777.49 B5 621.58 1,199,378.42 0.99948202 621.58 B6 777.36 1,499,971.64 0.99948202 777.36 1IO 0.00 0.00 0.00000000 0.00 2IO 0.00 0.00 0.00000000 0.00 Totals 4,046,193.04 596,084,655.96 0.99325782 4,046,193.04
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion 1A1 60,000,000.00 1000.00000000 1.23344933 11.11457483 0.00000000 1A2 29,742,000.00 1000.00000000 1.23344933 11.11457501 0.00000000 1AR 50.00 1000.00000000 99.80000000 900.20000000 0.00000000 1ALR 50.00 1000.00000000 99.80000000 900.20000000 0.00000000 2A1 240,000,000.00 1000.00000000 0.38695996 5.58416746 0.00000000 2A2 250,283,000.00 1000.00000000 0.38695996 5.58416748 0.00000000 B1 9,903,000.00 1000.00000000 0.51797940 0.00000000 0.00000000 B2 3,901,000.00 1000.00000000 0.51798001 0.00000000 0.00000000 B3 2,100,000.00 1000.00000000 0.51798095 0.00000000 0.00000000 B4 1,501,000.00 1000.00000000 0.51798135 0.00000000 0.00000000 B5 1,200,000.00 1000.00000000 0.51798333 0.00000000 0.00000000 B6 1,500,749.00 1000.00000000 0.51798135 0.00000000 0.00000000 1IO 0.00 0.00000000 0.00000000 0.00000000 0.00000000 2IO 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 1A1 0.00000000 12.34802417 987.65197583 0.98765198 12.34802417 1A2 0.00000000 12.34802401 987.65197599 0.98765198 12.34802401 1AR 0.00000000 1,000.00000000 0.00000000 0.00000000 1,000.00000000 1ALR 0.00000000 1,000.00000000 0.00000000 0.00000000 1,000.00000000 2A1 0.00000000 5.97112746 994.02887254 0.99402887 5.97112746 2A2 0.00000000 5.97112744 994.02887256 0.99402887 5.97112744 B1 0.00000000 0.51797940 999.48202060 0.99948202 0.51797940 B2 0.00000000 0.51798001 999.48201999 0.99948202 0.51798001 B3 0.00000000 0.51798095 999.48201905 0.99948202 0.51798095 B4 0.00000000 0.51798135 999.48201865 0.99948202 0.51798135 B5 0.00000000 0.51798333 999.48201667 0.99948202 0.51798333 B6 0.00000000 0.51798135 999.48201865 0.99948202 0.51798135 1IO 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2IO 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 1A1 60,000,000.00 3.51636% 60,000,000.00 175,818.11 0.00 0.00 1A2 29,742,000.00 4.05136% 29,742,000.00 100,413.01 0.00 0.00 1AR 50.00 3.69367% 50.00 0.15 0.00 0.00 1ALR 50.00 3.69367% 50.00 0.15 0.00 0.00 2A1 240,000,000.00 4.54483% 240,000,000.00 908,966.82 0.00 0.00 2A2 250,283,000.00 4.82183% 250,283,000.00 1,005,685.92 0.00 0.00 B1 9,903,000.00 4.53263% 9,903,000.00 37,405.52 0.00 0.00 B2 3,901,000.00 4.53263% 3,901,000.00 14,734.82 0.00 0.00 B3 2,100,000.00 4.53263% 2,100,000.00 7,932.10 0.00 0.00 B4 1,501,000.00 4.53263% 1,501,000.00 5,669.56 0.00 0.00 B5 1,200,000.00 4.53263% 1,200,000.00 4,532.63 0.00 0.00 B6 1,500,749.00 4.53263% 1,500,749.00 5,668.62 0.00 0.00 1IO 0.00 0.86569% 92,853,661.00 66,985.56 0.00 0.00 2IO 0.00 0.43959% 507,277,188.00 185,830.43 0.00 0.00 Totals 600,130,849.00 2,519,643.40 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 0.00 0.00 175,818.11 0.00 59,259,118.55 1A2 0.00 0.00 100,413.01 0.00 29,374,745.07 1AR 0.00 0.00 0.15 0.00 0.00 1ALR 0.00 0.00 0.57 0.00 0.00 2A1 0.00 0.00 908,966.82 0.00 238,566,929.41 2A2 0.00 0.00 1,005,685.92 0.00 248,788,528.31 B1 0.00 0.00 37,405.52 0.00 9,897,870.45 B2 0.00 0.00 14,734.82 0.00 3,898,979.36 B3 0.00 0.00 7,932.10 0.00 2,098,912.24 B4 0.00 0.00 5,669.56 0.00 1,500,222.51 B5 0.00 0.00 4,532.63 0.00 1,199,378.42 B6 0.00 0.00 5,668.62 0.00 1,499,971.64 1IO 0.00 0.00 66,985.56 0.00 91,741,586.73 2IO 0.00 0.00 185,830.43 0.00 504,343,069.68 Totals 0.00 0.00 2,519,643.82 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 60,000,000.00 3.51636% 1000.00000000 2.93030183 0.00000000 0.00000000 1A2 29,742,000.00 4.05136% 1000.00000000 3.37613510 0.00000000 0.00000000 1AR 50.00 3.69367% 1000.00000000 3.00000000 0.00000000 0.00000000 1ALR 50.00 3.69367% 1000.00000000 3.00000000 0.00000000 0.00000000 2A1 240,000,000.00 4.54483% 1000.00000000 3.78736175 0.00000000 0.00000000 2A2 250,283,000.00 4.82183% 1000.00000000 4.01819508 0.00000000 0.00000000 B1 9,903,000.00 4.53263% 1000.00000000 3.77719075 0.00000000 0.00000000 B2 3,901,000.00 4.53263% 1000.00000000 3.77719046 0.00000000 0.00000000 B3 2,100,000.00 4.53263% 1000.00000000 3.77719048 0.00000000 0.00000000 B4 1,501,000.00 4.53263% 1000.00000000 3.77718854 0.00000000 0.00000000 B5 1,200,000.00 4.53263% 1000.00000000 3.77719167 0.00000000 0.00000000 B6 1,500,749.00 4.53263% 1000.00000000 3.77719392 0.00000000 0.00000000 1IO 0.00 0.86569% 1034.67340821 0.74642375 0.00000000 0.00000000 2IO 0.00 0.43959% 1034.66199725 0.37902687 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 0.00000000 0.00000000 2.93030183 0.00000000 987.65197583 1A2 0.00000000 0.00000000 3.37613510 0.00000000 987.65197599 1AR 0.00000000 0.00000000 3.00000000 0.00000000 0.00000000 1ALR 0.00000000 0.00000000 11.40000000 0.00000000 0.00000000 2A1 0.00000000 0.00000000 3.78736175 0.00000000 994.02887254 2A2 0.00000000 0.00000000 4.01819508 0.00000000 994.02887256 B1 0.00000000 0.00000000 3.77719075 0.00000000 999.48202060 B2 0.00000000 0.00000000 3.77719046 0.00000000 999.48201999 B3 0.00000000 0.00000000 3.77719048 0.00000000 999.48201905 B4 0.00000000 0.00000000 3.77718854 0.00000000 999.48201865 B5 0.00000000 0.00000000 3.77719167 0.00000000 999.48201667 B6 0.00000000 0.00000000 3.77719392 0.00000000 999.48201865 1IO 0.00000000 0.00000000 0.74642375 0.00000000 1022.28150398 2IO 0.00000000 0.00000000 0.37902687 0.00000000 1028.67745706 (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 ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 6,702,287.05 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 6,702,287.05 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 136,450.19 Payment of Interest and Principal 6,565,836.86 Total Withdrawals (Pool Distribution Amount) 6,702,287.05 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 134,699.81 Trustee Fee - Wells Fargo Bank, N.A. 1,750.38 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 136,450.19
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 1 0 0 0 1 736,800.00 0.00 0.00 0.00 736,800.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 1 0 0 0 1 736,800.00 0.00 0.00 0.00 736,800.00 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 0.087336% 0.000000% 0.000000% 0.000000% 0.087336% 0.123558% 0.000000% 0.000000% 0.000000% 0.123558% 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 0.087336% 0.000000% 0.000000% 0.000000% 0.087336% 0.123558% 0.000000% 0.000000% 0.000000% 0.123558%
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 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 2 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 1 736,800.00 0.00 0.00 0.00 736,800.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 1 0 0 0 1 736,800.00 0.00 0.00 0.00 736,800.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.103306% 0.000000% 0.000000% 0.000000% 0.103306% 0.146048% 0.000000% 0.000000% 0.000000% 0.146048% 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 0.103306% 0.000000% 0.000000% 0.000000% 0.103306% 0.146048% 0.000000% 0.000000% 0.000000% 0.146048%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 3,377.00
COLLATERAL STATEMENT Collateral Description Mixed ARM Weighted Average Gross Coupon 5.311029% Weighted Average Net Coupon 5.041689% Weighted Average Pass-Through Rate 5.038189% Weighted Average Maturity(Stepdown Calculation ) 358 Beginning Scheduled Collateral Loan Count 1,151 Number Of Loans Paid In Full 6 Ending Scheduled Collateral Loan Count 1,145 Beginning Scheduled Collateral Balance 600,130,849.00 Ending Scheduled Collateral Balance 596,084,656.41 Ending Actual Collateral Balance at 31-Aug-2004 596,319,450.91 Monthly P &I Constant 2,966,930.04 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Scheduled Principal 310,836.46 Unscheduled Principal 3,735,356.57
Ancillary Fees $255.00
Miscellaneous Reporting Total senior percentage. 96.649772% Aggregate subordinate percentage 3.350228%
Group Level Collateral Statement Group 1 2 Total Collateral Description 3 Year LIBOR Arm 5 Year LIBOR Arm Mixed ARM Weighted Average Coupon Rate 4.937862 5.379335 5.311029 Weighted Average Net Rate 0.000000 0.000000 5.041689 Weighted Average Maturity 359 358 358 Beginning Loan Count 178 973 1,151 Loans Paid In Full (1) (5) (6) Ending Loan Count 177 968 1,145 Beginning Scheduled Balance 92,853,661.41 507,277,188.03 600,130,849.44 Ending scheduled Balance 91,741,586.73 504,343,069.68 596,084,656.41 Record Date 08/31/2004 08/31/2004 08/31/2004 Principal And Interest Constant 496,622.60 2,470,307.44 2,966,930.04 Scheduled Principal 114,540.49 196,295.97 310,836.46 Unscheduled Principal 997,534.19 2,737,822.38 3,735,356.57 Scheduled Interest 382,082.11 2,274,011.47 2,656,093.58 Servicing Fees 29,016.77 105,682.75 134,699.52 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 270.82 1,479.56 1,750.38 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 352,794.52 2,166,849.16 2,519,643.68 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 4.559362 5.125835 5.038189
Miscellaneous Reporting Group 1 CPR 12.170731% Subordinate percentage 3.351038% Subordinate prepayment percentage 0.000000% Senior percentage 96.648962% Senior prepayment percentage 100.000000% Group 2 CPR 6.290042% Subordinate percentage 3.350079% Subordinate prepayment percentage 0.000000% Senior percentage 96.649921% Senior prepayment percentage 100.000000%
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