8-K 1 bam04002_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 2004-2 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-105940-25 54-2144733 Pooling and Servicing Agreement) (Commission 54-2144734 (State or other File Number) 54-2144735 jurisdiction IRS EIN of Incorporation) c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Road Columbia, MD 21045 (Address of principal executive offices) (Zip Code) Registrant's telephone number, including area code: (410) 884-2000 (Former name or former address, if changed since last report) Check the appropriate box below if the Form 8-K filing is intended to simultaneously satisfy the filing obligation of the registrant under any of the following provisions (see General Instruction A.2. below): [ ] Written communications pursuant to Rule 425 under the Securities Act (17 CFR 230.425) [ ] Soliciting material pursuant to Rule 14a-12 under the Exchange Act (17 CFR 240.14a-12) [ ] Pre-commencement communications pursuant to Rule 14d-2(b) under the Exchange Act(17 CFR 240.14d-2(b)) [ ] Pre-commencement communications pursuant to Rule 13e-4(c) under the Exchange Act(17 CFR 240.13e-4(c)) ITEM 8.01 Other Events On August 25, 2004 a distribution was made to holders of BANC OF AMERICA MORTGAGE SECURITIES, INC., Mortgage Pass-Through Certificates, Series 2004-2 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 2004-2 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 2004-2 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: 8/31/04 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2004-2 Trust, relating to the August 25, 2004 distribution. EX-99.1

Banc of America Mortgage Securities, Inc. Mortgage Pass-Through Certificates Record Date: 47/3031/04 Distribution Date: 58/25/04 BAM Series: 2004-2 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 05948X3V1 SEN 4.50000% ~~138~~120,~~935~~557,~~999~~179.3423 ~~521~~452,~~010~~089.0045 111,~~423~~372,~~927~~107.9221 1-A2 05948X3W9 SEN 5.50000% 16,633,000.00 76,234.5859 0.00 1-A3 05948X3X7 SEN 5.50000% 3,925,000.00 17,989.58 0.00 1-A4 05948X3Y5 SEN 5.50000% 2,935,000.00 13,452.08 0.00 1-A5 05948X3Z2 SEN 5.50000% 7,057,000.00 32,344.5859 0.00 1-A6 05948X4A6 SEN 5.50000% 2,265,000.00 10,381.25 0.00 1-A7 05948X4B4 SEN 5.50000% 7,853,000.00 35,992.92 0.00 1-A8 05948X4C2 SEN 5.50000% 28,120,000.00 128,883.3334 0.00 1-A9 05948X4D0 SEN 1.~~55000~~90000% 98,~~648~~372,~~620~~275.4047 1213,~~462~~256.8010 ~~793~~95,~~351~~288.9406 1-A10 05948X4E8 SEN 5.~~95000~~60000% 0.00 4739,~~841~~070.0862 0.00 1-A11 05948X4F5 SEN 1.~~50000~~85000% 4741,~~855~~525,~~502~~050.4548 5964,~~819~~017.3879 3472,~~934,889~~612.5443 1-A12 05948X4G3 SEN 6.~~50000~~15000% 0.00 ~~259~~212,~~217~~815.3090 0.00 1-A13 05948X4H1 SEN 5.50000% 471,000.00 2,158.75 0.00 1-AR 05948X4J7 SEN 5.50000% 0.00 0.00 0.00 1-AMR 05948X4K4 SEN 5.50000% 0.00 0.00 0.00 1-ALR 05948X4L2 SEN 5.50000% 0.00 0.00 0.00 2-A1 05948X4M0 SEN 5.25000% 7154,~~649~~040,~~964~~337.2580 ~~310~~236,~~500~~426.8848 131,~~227~~277,~~821~~450.3390 2-A2 05948X4N8 SEN 5.50000% 14,536,000.00 6566,~~992~~623.5934 0.00 2-A3 05948X4P3 SEN 5.50000% 2,352,000.00 10,~~677~~780.9400 0.00 2-A4 05948X4Q1 SEN 5.50000% 2,~~498~~049,~~442~~026.8422 119,~~342~~391.7837 ~~337~~32,~~588~~601.2492 2-A5 05948X4R9 SEN 5.50000% 11,984,000.00 54,~~406~~926.6667 0.00 2-A6 05948X4S7 SEN 1.~~50000~~85000% 75,~~164~~404,~~996~~033.3371 8,~~871~~331.4622 1127,~~322,782~~745.1209 2-A7 05948X4T5 SEN 6.~~50000~~15000% 0.00 3827,~~442~~695.9767 0.00 3-A1 05948X4U2 SEN 5.00000% 7767,~~609~~101,~~037~~122.0823 ~~323~~279,~~370~~588.9902 6277,~~367,562~~715.2699 4-A1 05948X4V0 SEN 5.00000% 1714,~~589~~654,~~146~~158.8312 7261,~~594~~058.2799 164,~~785,486~~068.6292 5-A1 05948X4W8 SEN 6.50000% ~~141~~101,~~482~~545,~~477~~304.5535 ~~741~~549,~~499~~112.2545 181,~~819~~885,~~247~~315.2590 5-AIO 05948X4X6 SEN 0.~~62415~~61177% 0.00 5943,~~499~~918.5584 0.00 A-PO 05948X4Y4 PO 0.00000% 1,~~636~~431,~~840~~096.3119 0.00 ~~120~~10,~~481~~582.9131 15-IO 05948X4Z1 IO 0.~~28034~~27213% 0.00 87,~~782~~265.2948 0.00 30-IO 05948X5A5 IO 0.~~24597~~24355% 0.00 5446,~~427~~276.1155 0.00 1-B1 05948X5B3 SUB 5.50000% 3,~~647~~636,~~497~~070.0981 16,~~717~~665.7033 3,~~784~~865.7924 1-B2 05948X5C1 SUB 5.50000% 1,~~543~~538,~~824~~988.3511 7,~~075~~053.8670 1,~~601~~635.9498 1-B3 05948X5D9 SUB 5.50000% ~~842~~839,~~267~~628.4594 3,~~860~~848.3930 ~~873~~892.9755 1-B4 05948X3G4 SUB 5.50000% ~~701~~699,~~556~~359.9017 3,~~215~~205.4740 ~~727~~743.9644 1-B5 05948X3H2 SUB 5.50000% ~~561~~560,~~844~~084.2823 2,~~575~~567.1205 ~~582~~595.9938 1-B6 05948X3J8 SUB 5.50000% ~~421~~419,~~145~~826.7041 1,~~930~~924.2520 ~~437~~446.0029 XB-1 05948X5E7 SUB 5.~~42923~~43268% 2,~~143~~134,~~974~~717.6752 9,~~605~~664.6837 3,~~059~~129.4913 XB-2 05948X5F4 SUB 5.~~42923~~43268% ~~692~~689,~~055~~066.0896 3,~~100~~119.6257 ~~987~~1,010.5805 XB-3 05948X5G2 SUB 5.~~42923~~43268% ~~346~~344,~~027~~533.5448 1,~~550~~559.3178 ~~493~~505.7903 XB-4 05948X3K5 SUB 5.~~42923~~43268% ~~277~~276,~~220~~023.9194 1,~~242~~249.0463 ~~395~~404.60 XB-5 05948X3L3 SUB 5.~~42923~~43268% ~~276~~275,~~223~~031.7104 1,~~237~~245.5713 ~~394~~403.1815 XB-6 05948X3M1 SUB 5.~~42923~~43268% ~~139~~138,~~209~~608.7735 ~~623~~627.7051 ~~199~~203.7717 3-B1 05948X5H0 SUB 5.00000% ~~363~~358,~~211~~966.0128 1,~~513~~495.3869 1,~~404~~433.0216 3-B2 05948X5J6 SUB 5.00000% ~~282~~279,~~828~~522.2592 1,~~178~~164.4568 1,~~093~~115.2998 3-B3 05948X5K3 SUB 5.00000% ~~202~~200,~~445~~079.4856 ~~843~~833.5266 ~~782~~798.5781 3-B4 05948X3N9 SUB 5.00000% 8079,~~382~~443.7636 ~~334~~331.9301 ~~310~~317.7317 3-B5 05948X3P4 SUB 5.00000% 8180,~~375~~424.14 ~~339~~335.0610 ~~314~~321.5609 3-B6 05948X3Q2 SUB 5.00000% ~~121~~119,~~361~~942.1080 ~~505~~499.6776 ~~469~~478.1387 5-B1 05948X5L1 SUB 6.50000% 1,~~821~~804,~~311~~741.0907 9,~~519~~757.6898 5,~~534~~673.7601 5-B2 05948X5M9 SUB 6.50000% ~~519~~515,~~948~~218.5211 2,~~717~~785.9971 1,~~580~~619.0653 5-B3 05948X5N7 SUB 6.50000% ~~346~~343,~~963~~807.7411 1,~~813~~858.7392 1,~~054~~080.3872 5-B4 05948X3R0 SUB 6.50000% ~~607~~601,~~435~~908.0873 3,~~175~~254.3244 1,~~845~~892.9304 5-B5 05948X3S8 SUB 6.50000% ~~172~~171,~~984~~411.7900 ~~904~~926.2780 ~~525~~538.6881 5-B6 05948X3T6 SUB 6.50000% 8786,~~233~~439.0541 ~~456~~467.0037 ~~265~~271.0971 SES 05948X3U3 SEN 0.00000% 0.00 ~~115~~91,~~585~~834.9558 0.00 Totals ~~630~~531,~~482~~004,~~354~~427.8425 32,~~169~~668,~~819~~357.0371 585,~~161~~644,~~858~~863.3964

Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses 1-A1 0.00 ~~127~~119,~~512~~185,~~071~~072.4202 111,~~944~~824,~~937~~196.9266 0.00 1-A2 0.00 16,633,000.00 76,234.5859 0.00 1-A3 0.00 3,925,000.00 17,989.58 0.00 1-A4 0.00 2,935,000.00 13,452.08 0.00 1-A5 0.00 7,057,000.00 32,344.5859 0.00 1-A6 0.00 2,265,000.00 10,381.25 0.00 1-A7 0.00 7,853,000.00 35,992.92 0.00 1-A8 0.00 28,120,000.00 128,883.3334 0.00 1-A9 0.00 8,~~855~~276,~~268~~987.4741 ~~805~~108,~~814~~544.7416 0.00 1-A10 0.00 0.00 4739,~~841~~070.0862 0.00 1-A11 0.00 4341,~~920~~052,~~612~~438.9105 3536,~~994,708~~630.9222 0.00 1-A12 0.00 0.00 ~~259~~212,~~217~~815.3090 0.00 1-A13 0.00 471,000.00 2,158.75 0.00 1-AR 0.00 0.00 0.00 0.00 1-AMR 0.00 0.00 0.00 0.00 1-ALR 0.00 0.00 0.00 0.00 2-A1 0.00 5852,~~422~~762,~~142~~886.9290 131,~~538~~513,~~322~~877.2138 0.00 2-A2 0.00 14,536,000.00 6566,~~992~~623.5934 0.00 2-A3 0.00 2,352,000.00 10,~~677~~780.9400 0.00 2-A4 0.00 2,~~160~~016,~~854~~424.6130 ~~348~~41,~~931~~993.0229 0.00 2-A5 0.00 11,984,000.00 54,~~406~~926.6667 0.00 2-A6 0.00 5,~~842~~276,~~214~~288.2262 1136,~~331,653~~076.5831 0.00 2-A7 0.00 0.00 3827,~~442~~695.9767 0.00 3-A1 0.00 7166,~~241~~823,~~474~~406.8124 6557,~~690,933~~304.2501 0.00 4-A1 0.00 1514,~~803~~590,~~660~~089.20 1125,~~858,080~~127.8991 0.00 5-A1 0.00 ~~122~~99,~~663~~659,~~230~~988.3144 192,~~560~~434,~~746~~428.5035 0.00 5-AIO 0.00 0.00 5943,~~499~~918.5584 0.00 A-PO 0.00 1,~~516~~420,~~363~~513.5146 ~~120~~10,~~481~~582.9131 0.00 15-IO 0.00 0.00 87,~~782~~265.2948 0.00 30-IO 0.00 0.00 5446,~~427~~276.1155 0.00 1-B1 0.00 3,~~643~~632,~~712~~205.2957 20,~~502~~530.4957 0.00 1-B2 0.00 1,~~542~~537,~~222~~352.4113 8,~~677~~689.8068 0.00 1-B3 0.00 ~~841~~838,~~393~~736.4839 4,~~734~~740.3685 0.00 1-B4 0.00 ~~700~~698,~~828~~615.9374 3,~~943~~948.4384 0.00 1-B5 0.00 ~~561~~559,~~261~~488.2985 3,~~158~~162.1143 0.00 1-B6 0.00 ~~420~~419,~~708~~380.7012 2,~~367~~370.2549 0.00 XB-1 0.00 2,~~140~~131,~~915~~588.1839 12,~~665~~793.1750 0.00 XB-2 0.00 ~~691~~688,~~067~~056.5090 4,~~088~~129.2062 0.00 XB-3 0.00 ~~345~~344,~~533~~028.7545 2,~~044~~064.1081 0.00 XB-4 0.00 ~~276~~275,~~825~~619.3134 1,~~637~~654.6423 0.00 XB-5 0.00 ~~275~~274,~~829~~627.5389 1,~~631~~648.7528 0.00 XB-6 0.00 ~~139~~138,~~010~~405.1218 ~~823~~830.4768 0.00 3-B1 0.00 ~~361~~357,~~806~~533.9912 2,~~917~~928.4085 0.00 3-B2 0.00 ~~281~~278,~~734~~406.9594 2,~~271~~280.7466 0.00 3-B3 0.00 ~~201~~199,~~662~~280.9176 1,~~626~~632.0947 0.00 3-B4 0.00 8079,~~072~~126.0418 ~~645~~648.6618 0.00 3-B5 0.00 8180,~~060~~103.5805 ~~653~~656.6219 0.00 3-B6 0.00 ~~120~~119,~~891~~463.9793 ~~974~~978.8063 0.00 5-B1 0.00 1,~~815~~799,~~776~~068.3305 15,~~054~~430.4499 0.00 5-B2 0.00 ~~518~~513,~~368~~598.4658 4,~~298~~405.0524 0.00 5-B3 0.00 ~~345~~342,~~909~~726.3639 2,~~868~~939.1164 0.00 5-B4 0.00 ~~605~~600,~~589~~016.1669 5,~~021~~146.2548 0.00 5-B5 0.00 ~~172~~170,~~459~~872.1118 1,~~429~~465.9561 0.00 5-B6 0.00 86,~~967~~167.9670 ~~721~~739.0908 0.00 SES 0.00 0.00 ~~115~~91,~~585~~834.9558 0.00 Totals 0.00 ~~572~~525,~~320~~359,~~501~~563.6916 618,~~331~~313,~~677~~221.4235 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 143,995,715.00 ~~138~~120,~~935~~557,~~999~~179.3423 ~~194~~180,~~994~~227.3445 111,~~228~~191,~~933~~879.5877 0.00 0.00 1-A2 16,633,000.00 16,633,000.00 0.00 0.00 0.00 0.00 1-A3 3,925,000.00 3,925,000.00 0.00 0.00 0.00 0.00 1-A4 2,935,000.00 2,935,000.00 0.00 0.00 0.00 0.00 1-A5 7,057,000.00 7,057,000.00 0.00 0.00 0.00 0.00 1-A6 2,265,000.00 2,265,000.00 0.00 0.00 0.00 0.00 1-A7 7,853,000.00 7,853,000.00 0.00 0.00 0.00 0.00 1-A8 28,120,000.00 28,120,000.00 0.00 0.00 0.00 0.00 1-A9 10,000,000.00 98,~~648~~372,~~620~~275.4047 1312,~~541~~516.6817 ~~779~~82,~~810~~771.2689 0.00 0.00 1-A10 0.00 0.00 0.00 0.00 0.00 0.00 1-A11 49,598,285.00 4741,~~855~~525,~~502~~050.4548 6762,~~164~~078.3904 3410,~~867,725~~534.1539 0.00 0.00 1-A12 0.00 0.00 0.00 0.00 0.00 0.00 1-A13 471,000.00 471,000.00 0.00 0.00 0.00 0.00 1-AR 50.00 0.00 0.00 0.00 0.00 0.00 1-AMR 25.00 0.00 0.00 0.00 0.00 0.00 1-ALR 25.00 0.00 0.00 0.00 0.00 0.00 2-A1 77,079,091.00 7154,~~649~~040,~~964~~337.2580 ~~102~~85,~~115~~944.6971 131,~~125~~191,~~705~~506.6519 0.00 0.00 2-A2 14,536,000.00 14,536,000.00 0.00 0.00 0.00 0.00 2-A3 2,352,000.00 2,352,000.00 0.00 0.00 0.00 0.00 2-A4 2,637,000.00 2,~~498~~049,~~442~~026.8422 2,~~606~~193.1040 ~~334~~30,~~982~~408.1352 0.00 0.00 2-A5 11,984,000.00 11,984,000.00 0.00 0.00 0.00 0.00 2-A6 7,707,909.00 75,~~164~~404,~~996~~033.3371 108,~~211~~594.5747 1119,~~312,570~~150.5562 0.00 0.00 2-A7 0.00 0.00 0.00 0.00 0.00 0.00 3-A1 79,986,000.00 7767,~~609~~101,~~037~~122.0823 ~~300~~267,~~003~~898.9060 69,~~067,558~~817.3639 0.00 0.00 4-A1 18,309,000.00 1714,~~589~~654,~~146~~158.8312 6858,~~132~~720.5060 15,~~717,354~~348.1232 0.00 0.00 5-A1 170,282,000.00 ~~141~~101,~~482~~545,~~477~~304.5535 ~~429~~319,~~948~~197.9900 181,~~389~~566,~~298~~118.2590 0.00 0.00 5-AIO 0.00 0.00 0.00 0.00 0.00 0.00 A-PO 1,762,855.00 1,~~636~~431,~~840~~096.3119 54,~~576~~612.3110 ~~114~~5,~~905~~967.6026 0.00 0.00 15-IO 0.00 0.00 0.00 0.00 0.00 0.00 30-IO 0.00 0.00 0.00 0.00 0.00 0.00 1-B1 3,655,000.00 3,~~647~~636,~~497~~070.0981 3,~~784~~865.7924 0.00 0.00 0.00 1-B2 1,547,000.00 1,~~543~~538,~~824~~988.3511 1,~~601~~635.9498 0.00 0.00 0.00 1-B3 844,000.00 ~~842~~839,~~267~~628.4594 ~~873~~892.9755 0.00 0.00 0.00 1-B4 703,000.00 ~~701~~699,~~556~~359.9017 ~~727~~743.9644 0.00 0.00 0.00 1-B5 563,000.00 ~~561~~560,~~844~~084.2823 ~~582~~595.9938 0.00 0.00 0.00 1-B6 422,012.00 ~~421~~419,~~145~~826.7041 ~~437~~446.0029 0.00 0.00 0.00 XB-1 2,150,000.00 2,~~143~~134,~~974~~717.6752 3,~~059~~129.4913 0.00 0.00 0.00 XB-2 694,000.00 ~~692~~689,~~055~~066.0896 ~~987~~1,010.5805 0.00 0.00 0.00 XB-3 347,000.00 ~~346~~344,~~027~~533.5448 ~~493~~505.7903 0.00 0.00 0.00 XB-4 278,000.00 ~~277~~276,~~220~~023.9194 ~~395~~404.60 0.00 0.00 0.00 XB-5 277,000.00 ~~276~~275,~~223~~031.7104 ~~394~~403.1815 0.00 0.00 0.00 XB-6 139,601.00 ~~139~~138,~~209~~608.7735 ~~199~~203.7717 0.00 0.00 0.00 3-B1 366,000.00 ~~363~~358,~~211~~966.0128 1,~~404~~433.0216 0.00 0.00 0.00 3-B2 285,000.00 ~~282~~279,~~828~~522.2592 1,~~093~~115.2998 0.00 0.00 0.00 3-B3 204,000.00 ~~202~~200,~~445~~079.4856 ~~782~~798.5781 0.00 0.00 0.00 3-B4 81,000.00 8079,~~382~~443.7636 ~~310~~317.7317 0.00 0.00 0.00 3-B5 82,000.00 8180,~~375~~424.14 ~~314~~321.5609 0.00 0.00 0.00 3-B6 122,293.00 ~~121~~119,~~361~~942.1080 ~~469~~478.1387 0.00 0.00 0.00 5-B1 1,832,000.00 1,~~821~~804,~~311~~741.0907 5,~~534~~673.7601 0.00 0.00 0.00 5-B2 523,000.00 ~~519~~515,~~948~~218.5211 1,~~580~~619.0653 0.00 0.00 0.00 5-B3 349,000.00 ~~346~~343,~~963~~807.7411 1,~~054~~080.3872 0.00 0.00 0.00 5-B4 611,000.00 ~~607~~601,~~435~~908.0873 1,~~845~~892.9304 0.00 0.00 0.00 5-B5 174,000.00 ~~172~~171,~~984~~411.7900 ~~525~~538.6881 0.00 0.00 0.00 5-B6 87,745.00 8786,~~233~~439.0541 ~~265~~271.0971 0.00 0.00 0.00 SES 0.00 0.00 0.00 0.00 0.00 0.00 Totals 675,825,606.00 ~~630~~531,~~482~~004,~~354~~427.8425 1,~~223~~031,~~014~~357.7345 564,~~938~~613,~~843~~503.6525 0.00 0.00 (1) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.

Principal Distribution Statement (continued) Total Ending Ending Total Principal Certificate Certificate Principal Class Reduction Balance Percentage Distribution 1-A1 111,~~423~~372,~~927~~107.9221 ~~127~~119,~~512~~185,~~071~~072.4202 0.~~88552685~~82769874 111,~~423~~372,~~927~~107.9221 1-A2 0.00 16,633,000.00 1.00000000 0.00 1-A3 0.00 3,925,000.00 1.00000000 0.00 1-A4 0.00 2,935,000.00 1.00000000 0.00 1-A5 0.00 7,057,000.00 1.00000000 0.00 1-A6 0.00 2,265,000.00 1.00000000 0.00 1-A7 0.00 7,853,000.00 1.00000000 0.00 1-A8 0.00 28,120,000.00 1.00000000 0.00 1-A9 ~~793~~95,~~351~~288.9406 8,~~855~~276,~~268~~987.4741 0.~~88552685~~82769874 ~~793~~95,~~351~~288.9406 1-A10 0.00 0.00 0.00000000 0.00 1-A11 3472,~~934,889~~612.54 43 41,~~920~~052,~~612~~438.9105 0.~~88552685~~82769874 3472,~~934,889~~612.5443 1-A12 0.00 0.00 0.00000000 0.00 1-A13 0.00 471,000.00 1.00000000 0.00 1-AR 0.00 0.00 0.00000000 0.00 1-AMR 0.00 0.00 0.00000000 0.00 1-ALR 0.00 0.00 0.00000000 0.00 2-A1 131,~~227~~277,~~821~~450.3390 5852,~~422~~762,~~142~~886.9290 0.~~75795060~~68452918 131,~~227~~277,~~821~~450.3390 2-A2 0.00 14,536,000.00 1.00000000 0.00 2-A3 0.00 2,352,000.00 1.00000000 0.00 2-A4 ~~337~~32,~~588~~601.2492 2,~~160~~016,~~854~~424.6130 0.~~81943671~~76466602 ~~337~~32,~~588~~601.2492 2-A5 0.00 11,984,000.00 1.00000000 0.00 2-A6 1127,~~322,782~~745.1209 5,~~842~~276,~~214~~288.2262 0.~~75795060~~68452918 1127,~~322,782~~745.1209 2-A7 0.00 0.00 0.00000000 0.00 3-A1 6277,~~367,562~~715.2699 7166,~~241~~823,~~474~~406.8124 0.~~89067430~~83543878 6277,~~367,562~~715.2699 4-A1 164,~~785,486~~068.6292 1514,~~803~~590,~~660~~089.20 0.~~86316348~~79688073 164,~~785,486~~068.6292 5-A1 181,~~819~~885,~~247~~315.2590 ~~122~~99,~~663~~659,~~230~~988.3144 0.~~72035347~~58526438 181,~~819~~885,~~247~~315.2590 5-AIO 0.00 0.00 0.00000000 0.00 A-PO ~~120~~10,~~481~~582.9131 1,~~516~~420,~~363~~513.5146 0.~~86017484~~80580278 ~~120~~10,~~481~~582.9131 15-IO 0.00 0.00 0.00000000 0.00 30-IO 0.00 0.00 0.00000000 0.00 1-B1 3,~~784~~865.7924 3,~~643~~632,~~712~~205.2957 0.~~99691171~~99376349 3,~~784~~865.7924 1-B2 1,~~601~~635.9498 1,~~542~~537,~~222~~352.4113 0.~~99691171~~99376350 1,~~601~~635.9498 1-B3 ~~873~~892.9755 ~~841~~838,~~393~~736.4839 0.~~99691171~~99376350 ~~873~~892.9755 1-B4 ~~727~~743.9644 ~~700~~698,~~828~~615.9374 0.~~99691171~~99376350 ~~727~~743.9644 1-B5 ~~582~~595.9938 ~~561~~559,~~261~~488.2985 0.~~99691171~~99376350 ~~582~~595.9938 1-B6 ~~437~~446.0029 ~~420~~419,~~708~~380.7012 0.~~99691170~~99376349 ~~437~~446.0029 XB-1 3,~~059~~129.4913 2,~~140~~131,~~915~~588.1839 0.~~99577450~~99143646 3,~~059~~129.4913 XB-2 ~~987~~1,010.5805 ~~691~~688,~~067~~056.5090 0.~~99577450~~99143646 ~~987~~1,010.5805 XB-3 ~~493~~505.7903 ~~345~~344,~~533~~028.7545 0.~~99577450~~99143646 ~~493~~505.7903 XB-4 ~~395~~404.60 ~~276~~275,~~825~~619.3134 0.~~99577450~~99143647 ~~395~~404.60 XB-5 ~~394~~403.1815 ~~275~~274,~~829~~627.5389 0.~~99577448~~99143643 ~~394~~403.1815 XB-6 ~~199~~203.7717 ~~139~~138,~~010~~405.1218 0.~~99576737~~99143402 ~~199~~203.7717 3-B1 1,~~404~~433.0216 ~~361~~357,~~806~~533.9912 0.~~98854369~~97686645 1,~~404~~433.0216 3-B2 1,~~093~~115.2998 ~~281~~278,~~734~~406.9594 0.~~98854368~~97686646 1,~~093~~115.2998 3-B3 ~~782~~798.5781 ~~201~~199,~~662~~280.9176 0.~~98854368~~97686647 ~~782~~798.5781 3-B4 ~~310~~317.7317 8079,~~072~~126.0418 0.~~98854370~~97686642 ~~310~~317.7317 3-B5 ~~314~~321.5609 8180,~~060~~103.5805 0.~~98854366~~97686646 ~~314~~321.5609 3-B6 ~~469~~478.1387 ~~120~~119,~~891~~463.9793 0.~~98854366~~97686646 ~~469~~478.1387 5-B1 5,~~534~~673.7601 1,~~815~~799,~~776~~068.3305 0.~~99114428~~98202404 5,~~534~~673.7601 5-B2 1,~~580~~619.0653 ~~518~~513,~~368~~598.4658 0.~~99114428~~98202405 1,~~580~~619.0653 5-B3 1,~~054~~080.3872 ~~345~~342,~~909~~726.3639 0.~~99114430~~98202404 1,~~054~~080.3872 5-B4 1,~~845~~892.9304 ~~605~~600,~~589~~016.1669 0.~~99114429~~98202404 1,~~845~~892.9304 5-B5 ~~525~~538.6881 ~~172~~170,~~459~~872.1118 0.~~99114431~~98202402 ~~525~~538.6881 5-B6 ~~265~~271.0971 86,~~967~~167.9670 0.~~99114434~~98202405 ~~265~~271.0971 SES 0.00 0.00 0.00000000 0.00 Totals 585,~~161~~644,~~858~~863.3964 ~~572~~525,~~320~~359,~~501~~563.6916 0.~~84684643~~77735966 585,~~161~~644,~~858~~863.3964

Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion 1-A1 143,995,715.00 ~~964~~837.~~86204010~~22754688 1.~~35416766~~25161676 778.~~98102589~~27718915 0.00000000 1-A2 16,633,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A3 3,925,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A4 2,935,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A5 7,057,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A6 2,265,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A7 7,853,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A8 28,120,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A9 10,000,000.00 ~~964~~837.~~86204000~~22754700 1.~~35416800~~25161700 778.~~98102600~~27718900 0.00000000 1-A10 0.00 0.00000000 0.00000000 0.00000000 0.00000000 1-A11 49,598,285.00 ~~964~~837.~~86204009~~22754688 1.~~35416759~~25161666 778.~~98102596~~27718922 0.00000000 1-A12 0.00 0.00000000 0.00000000 0.00000000 0.00000000 1-A13 471,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-AR 50.00 0.00000000 0.00000000 0.00000000 0.00000000 1-AMR 25.00 0.00000000 0.00000000 0.00000000 0.00000000 1-ALR 25.00 0.00000000 0.00000000 0.00000000 0.00000000 2-A1 77,079,091.00 ~~929~~701.~~56420892~~10242738 1.~~32481700~~11501977 ~~170~~15.~~28879661~~45822835 0.00000000 2-A2 14,536,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 2-A3 2,352,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 2-A4 2,637,000.00 ~~947~~777.~~45651877~~02928328 0.~~98828214~~83177854 ~~127~~11.~~03152446~~53148275 0.00000000 2-A5 11,984,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 2-A6 7,707,909.00 ~~929~~701.~~56420866~~10242739 1.~~32481715~~11501965 ~~170~~15.~~28879687~~45822868 0.00000000 2-A7 0.00 0.00000000 0.00000000 0.00000000 0.00000000 3-A1 79,986,000.00 ~~970~~838.~~28276298~~91083727 3.~~75070512~~34931863 750.~~85775461~~12273885 0.00000000 4-A1 18,309,000.00 ~~960~~800.~~68309738~~38003823 3.~~72125731~~20719865 930.~~79835709~~29211426 0.00000000 5-A1 170,282,000.00 ~~830~~596.~~87159858~~33610335 21.~~52492330~~87451991 ~~107~~9.~~99320098~~19720757 0.00000000 5-AIO 0.00 0.00000000 0.00000000 0.00000000 0.00000000 A-PO 1,762,855.00 ~~928~~811.~~51670160~~80595681 32.~~16322670~~61626736 653.~~18153790~~38499763 0.00000000 15-IO 0.00 0.00000000 0.00000000 0.00000000 0.00000000 30-IO 0.00 0.00000000 0.00000000 0.00000000 0.00000000 1-B1 3,655,000.00 ~~997~~994.~~94722025~~82101505 1.~~03551026~~05752120 0.00000000 0.00000000 1-B2 1,547,000.00 ~~997~~994.~~94722043~~82101487 1.~~03551390~~05751778 0.00000000 0.00000000 1-B3 844,000.00 ~~997~~994.~~94721564~~82101896 1.~~03550948~~05752370 0.00000000 0.00000000 1-B4 703,000.00 ~~997~~994.~~94722617~~82100996 1.~~03550498~~05752489 0.00000000 0.00000000 1-B5 563,000.00 ~~997~~994.~~94721137~~82101243 1.~~03550622~~05751332 0.00000000 0.00000000 1-B6 422,012.00 ~~997~~994.~~94721477~~82102405 1.~~03551558~~05752917 0.00000000 0.00000000 XB-1 2,150,000.00 ~~997~~992.~~19752093~~89186977 1.~~42301860~~45540930 0.00000000 0.00000000 XB-2 694,000.00 ~~997~~992.~~19752161~~89187320 1.~~42302594~~45540346 0.00000000 0.00000000 XB-3 347,000.00 ~~997~~992.~~19752161~~89187320 1.~~42302594~~45541787 0.00000000 0.00000000 XB-4 278,000.00 ~~997~~992.~~19751799~~89187050 1.~~42302158~~45539568 0.00000000 0.00000000 XB-5 277,000.00 ~~997~~992.~~19750903~~89184116 1.~~42303249~~45541516 0.00000000 0.00000000 XB-6 139,601.00 ~~997~~992.~~19751291~~88937758 1.~~43100694~~45536207 0.00000000 0.00000000 3-B1 366,000.00 ~~992~~980.~~37980874~~78218579 3.~~83612022~~91573770 0.00000000 0.00000000 3-B2 285,000.00 ~~992~~980.~~37982456~~78217544 3.~~83610526~~91571930 0.00000000 0.00000000 3-B3 204,000.00 ~~992~~980.~~37980392~~78215686 3.~~83612745~~91573529 0.00000000 0.00000000 3-B4 81,000.00 ~~992~~980.~~37975309~~78222222 3.~~83617284~~91567901 0.00000000 0.00000000 3-B5 82,000.00 ~~992~~980.~~37975610~~78219512 3.~~83609756~~91573171 0.00000000 0.00000000 3-B6 122,293.00 ~~992~~980.~~37977644~~78221975 3.~~83611490~~91575969 0.00000000 0.00000000 5-B1 1,832,000.00 ~~994~~985.~~16544214~~12067140 3.~~02115721~~09662118 0.00000000 0.00000000 5-B2 523,000.00 ~~994~~985.~~16543021~~12066922 3.~~02114723~~09661568 0.00000000 0.00000000 5-B3 349,000.00 ~~994~~985.~~16544413~~12065903 3.~~02114613~~09661891 0.00000000 0.00000000 5-B4 611,000.00 ~~994~~985.~~16543372~~12067103 3.~~02116203~~09662848 0.00000000 0.00000000 5-B5 174,000.00 ~~994~~985.~~16545977~~12068966 3.~~02114943~~09660920 0.00000000 0.00000000 5-B6 87,745.00 ~~994~~985.~~16547951~~12063365 3.~~02114081~~09658670 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 799.~~33519355~~52880584 ~~885~~827.~~52684655~~69874104 0.~~88552685~~82769874 799.~~33519355~~52880584 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 0.00000000 1,000.00000000 1.00000000 0.00000000 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 0.00000000 1,000.00000000 1.00000000 0.00000000 1-A9 0.00000000 799.~~33519400~~52880600 ~~885~~827.~~52684700~~69874100 0.~~88552685~~82769874 799.~~33519400~~52880600 1-A10 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1-A11 0.00000000 799.~~33519355~~52880589 ~~885~~827.~~52684654~~69874099 0.~~88552685~~82769874 799.~~33519355~~52880589 1-A12 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1-A13 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 1-AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1-AMR 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 ~~171~~16.~~61361348~~57324812 ~~757~~684.~~95059545~~52917926 0.~~75795060~~68452918 ~~171~~16.~~61361348~~57324812 2-A2 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 2-A3 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 2-A4 0.00000000 ~~128~~12.~~01981039~~36326128 ~~819~~764.~~43671217~~66602199 0.~~81943671~~76466602 ~~128~~12.~~01981039~~36326128 2-A5 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 2-A6 0.00000000 ~~171~~16.~~61361402~~57324833 ~~757~~684.~~95059594~~52917905 0.~~75795060~~68452918 ~~171~~16.~~61361402~~57324833 2-A7 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 3-A1 0.00000000 793.~~60845973~~47205749 ~~890~~835.~~67430313~~43877979 0.~~89067430~~83543878 793.~~60845973~~47205749 4-A1 0.00000000 973.~~51961440~~49931291 ~~863~~796.~~16348244~~88072533 0.~~86316348~~79688073 973.~~51961440~~49931291 5-A1 0.00000000 ~~110~~11.~~51812435~~07172749 ~~720~~585.~~35347430~~26437580 0.~~72035347~~58526438 ~~110~~11.~~51812435~~07172749 5-AIO 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 A-PO 0.00000000 686.~~34476460~~00293842 ~~860~~805.~~17483571~~80278015 0.~~86017484~~80580278 686.~~34476460~~00293842 15-IO 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 30-IO 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1-B1 0.00000000 1.~~03551026~~05752120 ~~996~~993.~~91170725~~76349384 0.~~99691171~~99376349 1.~~03551026~~05752120 1-B2 0.00000000 1.~~03551390~~05751778 ~~996~~993.~~91170653~~76349709 0.~~99691171~~99376350 1.~~03551390~~05751778 1-B3 0.00000000 1.~~03550948~~05752370 ~~996~~993.~~91170616~~76349526 0.~~99691171~~99376350 1.~~03550948~~05752370 1-B4 0.00000000 1.~~03550498~~05752489 ~~996~~993.~~91170697~~76349929 0.~~99691171~~99376350 1.~~03550498~~05752489 1-B5 0.00000000 1.~~03550622~~05751332 ~~996~~993.~~91170515~~76349911 0.~~99691171~~99376350 1.~~03550622~~05751332 1-B6 0.00000000 1.~~03551558~~05752917 ~~996~~993.~~91169919~~76349488 0.~~99691170~~99376349 1.~~03551558~~05752917 XB-1 0.00000000 1.~~42301860~~45540930 ~~995~~991.~~77450233~~43646047 0.~~99577450~~99143646 1.~~42301860~~45540930 XB-2 0.00000000 1.~~42302594~~45540346 ~~995~~991.~~77449568~~43645533 0.~~99577450~~99143646 1.~~42302594~~45540346 XB-3 0.00000000 1.~~42302594~~45541787 ~~995~~991.~~77449568~~43645533 0.~~99577450~~99143646 1.~~42302594~~45541787 XB-4 0.00000000 1.~~42302158~~45539568 ~~995~~991.~~77449640~~43647482 0.~~99577450~~99143647 1.~~42302158~~45539568 XB-5 0.00000000 1.~~42303249~~45541516 ~~995~~991.~~77447653~~43642599 0.~~99577448~~99143643 1.~~42303249~~45541516 XB-6 0.00000000 1.~~43100694~~45536207 ~~995~~991.~~76736556~~43401552 0.~~99576737~~99143402 1.~~43100694~~45536207 3-B1 0.00000000 3.~~83612022~~91573770 ~~988~~976.~~54368852~~86644809 0.~~98854369~~97686645 3.~~83612022~~91573770 3-B2 0.00000000 3.~~83610526~~91571930 ~~988~~976.~~54368421~~86645614 0.~~98854368~~97686646 3.~~83610526~~91571930 3-B3 0.00000000 3.~~83612745~~91573529 ~~988~~976.~~54367647~~86647059 0.~~98854368~~97686647 3.~~83612745~~91573529 3-B4 0.00000000 3.~~83617284~~91567901 ~~988~~976.~~54370370~~86641975 0.~~98854370~~97686642 3.~~83617284~~91567901 3-B5 0.00000000 3.~~83609756~~91573171 ~~988~~976.~~54365854~~86646341 0.~~98854366~~97686646 3.~~83609756~~91573171 3-B6 0.00000000 3.~~83611490~~91575969 ~~988~~976.~~54366153~~86646006 0.~~98854366~~97686646 3.~~83611490~~91575969 5-B1 0.00000000 3.~~02115721~~09662118 ~~991~~982.~~14428493~~02404476 0.~~99114428~~98202404 3.~~02115721~~09662118 5-B2 0.00000000 3.~~02114723~~09661568 ~~991~~982.~~14428298~~02405354 0.~~99114428~~98202405 3.~~02114723~~09661568 5-B3 0.00000000 3.~~02114613~~09661891 ~~991~~982.~~14429799~~02404011 0.~~99114430~~98202404 3.~~02114613~~09661891 5-B4 0.00000000 3.~~02116203~~09662848 ~~991~~982.~~14428805~~02404255 0.~~99114429~~98202404 3.~~02116203~~09662848 5-B5 0.00000000 3.~~02114943~~09660920 ~~991~~982.~~14431034~~02402299 0.~~99114431~~98202402 3.~~02114943~~09660920 5-B6 0.00000000 3.~~02114081~~09658670 ~~991~~982.~~14433871~~02404695 0.~~99114434~~98202405 3.~~02114081~~09658670 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 143,995,715.00 4.50000% ~~138~~120,~~935~~557,~~999~~179.3423 ~~521~~452,~~010~~089.0042 0.00 0.00 1-A2 16,633,000.00 5.50000% 16,633,000.00 76,234.58 0.00 0.00 1-A3 3,925,000.00 5.50000% 3,925,000.00 17,989.58 0.00 0.00 1-A4 2,935,000.00 5.50000% 2,935,000.00 13,452.08 0.00 0.00 1-A5 7,057,000.00 5.50000% 7,057,000.00 32,344.58 0.00 0.00 1-A6 2,265,000.00 5.50000% 2,265,000.00 10,381.25 0.00 0.00 1-A7 7,853,000.00 5.50000% 7,853,000.00 35,992.92 0.00 0.00 1-A8 28,120,000.00 5.50000% 28,120,000.00 128,883.33 0.00 0.00 1-A9 10,000,000.00 1.~~55000~~90000% 98,~~648~~372,~~620~~275.4047 1213,~~462~~256.8010 0.00 0.00 1-A10 0.00 5.~~95000~~60000% 98,~~648~~372,~~620~~275.40 47 39,~~841~~070.0862 0.00 0.00 1-A11 49,598,285.00 1.~~50000~~85000% 4741,~~855~~525,~~502~~050.4548 5964,~~819~~017.3879 0.00 0.00 1-A12 0.00 6.~~50000~~15000% 4741,~~855~~525,~~502~~050.4548 ~~259~~212,~~217~~815.3088 0.00 0.00 1-A13 471,000.00 5.50000% 471,000.00 2,158.75 0.00 0.00 1-AR 50.00 5.50000% 0.00 0.00 0.00 0.00 1-AMR 25.00 5.50000% 0.00 0.00 0.00 0.00 1-ALR 25.00 5.50000% 0.00 0.00 0.00 0.00 2-A1 77,079,091.00 5.25000% 7154,~~649~~040,~~964~~337.2580 ~~313~~236,~~468~~426.5948 0.00 0.00 2-A2 14,536,000.00 5.50000% 14,536,000.00 66,623.33 0.00 0.00 2-A3 2,352,000.00 5.50000% 2,352,000.00 10,780.00 0.00 0.00 2-A4 2,637,000.00 5.50000% 2,~~498~~049,~~442~~026.8422 119,~~451~~391.2037 0.00 0.00 2-A5 11,984,000.00 5.50000% 11,984,000.00 54,926.67 0.00 0.00 2-A6 7,707,909.00 1.~~50000~~85000% 75,~~164~~404,~~996~~033.3371 8,~~956~~331.2522 0.00 0.00 2-A7 0.00 6.~~50000~~15000% 75,~~164~~404,~~996~~033.3371 3827,~~810~~695.4067 0.00 0.00 3-A1 79,986,000.00 5.00000% 7767,~~609~~101,~~037~~122.0823 ~~323~~279,~~370~~588.9901 0.00 0.00 4-A1 18,309,000.00 5.00000% 1714,~~589~~654,~~146~~158.8312 7361,~~288~~058.1199 0.00 0.00 5-A1 170,282,000.00 6.50000% ~~141~~101,~~482~~545,~~477~~304.5535 ~~766~~550,~~363~~037.4207 0.00 0.00 5-AIO 0.00 0.~~62415~~61177% ~~118~~86,~~230~~291,~~354~~819.6116 6143,~~494~~992.7059 0.00 0.00 A-PO 1,762,855.00 0.00000% 1,~~636~~431,~~840~~096.3119 0.00 0.00 0.00 15-IO 0.00 0.~~28034~~27213% 3732,~~666~~038,~~918~~430.7930 87,~~799~~265.5548 0.00 0.00 30-IO 0.00 0.~~24597~~24355% ~~266~~228,~~237~~007,~~923~~313.1614 5446,~~572~~276.5255 0.00 0.00 1-B1 3,655,000.00 5.50000% 3,~~647~~636,~~497~~070.0981 16,~~717~~665.6932 0.00 0.00 1-B2 1,547,000.00 5.50000% 1,~~543~~538,~~824~~988.3511 7,~~075~~053.8670 0.00 0.00 1-B3 844,000.00 5.50000% ~~842~~839,~~267~~628.4594 3,~~860~~848.3930 0.00 0.00 1-B4 703,000.00 5.50000% ~~701~~699,~~556~~359.9017 3,~~215~~205.4740 0.00 0.00 1-B5 563,000.00 5.50000% ~~561~~560,~~844~~084.2823 2,~~575~~567.1205 0.00 0.00 1-B6 422,012.00 5.50000% ~~421~~419,~~145~~826.7041 1,~~930~~924.2520 0.00 0.00 XB-1 2,150,000.00 5.~~42923~~43268% 2,~~143~~134,~~974~~717.6752 9,~~700~~664.1037 0.00 0.00 XB-2 694,000.00 5.~~42923~~43268% ~~692~~689,~~055~~066.0896 3,~~131~~119.1057 0.00 0.00 XB-3 347,000.00 5.~~42923~~43268% ~~346~~344,~~027~~533.5448 1,~~565~~559.5578 0.00 0.00 XB-4 278,000.00 5.~~42923~~43268% ~~277~~276,~~220~~023.9194 1,~~254~~249.2563 0.00 0.00 XB-5 277,000.00 5.~~42923~~43268% ~~276~~275,~~223~~031.7104 1,~~249~~245.7313 0.00 0.00 XB-6 139,601.00 5.~~42923~~43268% ~~139~~138,~~209~~608.7735 ~~629~~627.8351 0.00 0.00 3-B1 366,000.00 5.00000% ~~363~~358,~~211~~966.0128 1,~~513~~495.3869 0.00 0.00 3-B2 285,000.00 5.00000% ~~282~~279,~~828~~522.2592 1,~~178~~164.4568 0.00 0.00 3-B3 204,000.00 5.00000% ~~202~~200,~~445~~079.4856 ~~843~~833.5266 0.00 0.00 3-B4 81,000.00 5.00000% 8079,~~382~~443.7636 ~~334~~331.9301 0.00 0.00 3-B5 82,000.00 5.00000% 8180,~~375~~424.14 ~~339~~335.0610 0.00 0.00 3-B6 122,293.00 5.00000% ~~121~~119,~~361~~942.1080 ~~505~~499.6776 0.00 0.00 5-B1 1,832,000.00 6.50000% 1,~~821~~804,~~311~~741.0907 9,~~865~~775.4468 0.00 0.00 5-B2 523,000.00 6.50000% ~~519~~515,~~948~~218.5211 2,~~816~~790.3976 0.00 0.00 5-B3 349,000.00 6.50000% ~~346~~343,~~963~~807.7411 1,~~879~~862.3929 0.00 0.00 5-B4 611,000.00 6.50000% ~~607~~601,~~435~~908.0873 3,~~290~~260.2734 0.00 0.00 5-B5 174,000.00 6.50000% ~~172~~171,~~984~~411.7900 ~~937~~928.0048 0.00 0.00 5-B6 87,745.00 6.50000% 8786,~~233~~439.0541 ~~472~~468.5121 0.00 0.00 SES 0.00 0.00000% ~~630~~531,~~482~~004,~~355~~425.6326 0.00 0.00 0.00 Totals 675,825,606.00 32,~~087~~577,~~574~~555.7193 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 (0.0003) 0.00 ~~521~~452,~~010~~089.0045 0.00 ~~127~~119,~~512~~185,~~071~~072.4202 1-A2 (0.0001) 0.00 76,234.5859 0.00 16,633,000.00 1-A3 0.00 0.00 17,989.58 0.00 3,925,000.00 1-A4 0.00 0.00 13,452.08 0.00 2,935,000.00 1-A5 0.00 0.00 32,344.5859 0.00 7,057,000.00 1-A6 0.00 0.00 10,381.25 0.00 2,265,000.00 1-A7 0.00 0.00 35,992.92 0.00 7,853,000.00 1-A8 (0.0001) 0.00 128,883.3334 0.00 28,120,000.00 1-A9 0.00 0.00 1213,~~462~~256.8010 0.00 8,~~855~~276,~~268~~987.4741 1-A10 0.00 0.00 4739,~~841~~070.0862 0.00 8,~~855~~276,~~268~~987.4741 1-A11 0.00 0.00 5964,~~819~~017.3879 0.00 4341,~~920~~052,~~612~~438.9105 1-A12 (0.0001) 0.00 ~~259~~212,~~217~~815.3090 0.00 4341,~~920~~052,~~612~~438.9105 1-A13 0.00 0.00 2,158.75 0.00 471,000.00 1-AR 0.00 0.00 0.00 0.00 0.00 1-AMR 0.00 0.00 0.00 0.00 0.00 1-ALR 0.00 0.00 0.00 0.00 0.00 2-A1 ~~2,967~~(0.7401) 0.00 ~~310~~236,~~500~~426.8848 0.00 5852,~~422~~762,~~142~~886.9290 2-A2 ~~630~~0.7400 0.00 6566,~~992~~623.5934 0.00 14,536,000.00 2-A3 ~~102~~0.0600 0.00 10,~~677~~780.9400 0.00 2,352,000.00 2-A4 ~~108~~0.4100 0.00 119,~~342~~391.7837 0.00 2,~~160~~016,~~854~~424.6130 2-A5 ~~520~~0.0100 0.00 54,~~406~~926.6667 0.00 11,984,000.00 2-A6 840.7900 0.00 8,~~871~~331.4622 0.00 5,~~842~~276,~~214~~288.2262 2-A7 ~~367~~0.4300 0.00 3827,~~442~~695.9767 0.00 5,~~842~~276,~~214~~288.2262 3-A1 (0.0001) 0.00 ~~323~~279,~~370~~588.9902 0.00 7166,~~241~~823,~~474~~406.8124 4-A1 ~~693~~0.8400 0.00 7261,~~594~~058.2799 0.00 1514,~~803~~590,~~660~~089.20 5-A1 ~~24,864~~924.1762 0.00 ~~741~~549,~~499~~112.2545 0.00 ~~122~~99,~~663~~659,~~230~~988.3144 5-AIO ~~1,995~~73.1675 0.00 5943,~~499~~918.5584 0.00 ~~103~~84,~~331~~686,~~619~~122.0693 A-PO 0.00 0.00 0.00 0.00 1,~~516~~420,~~363~~513.5146 15-IO 170.2600 0.00 87,~~782~~265.2948 0.00 3531,~~110~~902,~~808~~457.6931 30-IO ~~145~~0.4200 0.00 5446,~~427~~276.1155 0.00 ~~241~~224,~~077~~752,~~877~~016.4208 1-B1 0.00 0.00 16,~~717~~665.7033 0.00 3,~~643~~632,~~712~~205.2957 1-B2 0.00 0.00 7,~~075~~053.8670 0.00 1,~~542~~537,~~222~~352.4113 1-B3 0.00 0.00 3,~~860~~848.3930 0.00 ~~841~~838,~~393~~736.4839 1-B4 0.00 0.00 3,~~215~~205.4740 0.00 ~~700~~698,~~828~~615.9374 1-B5 0.00 0.00 2,~~575~~567.1205 0.00 ~~561~~559,~~261~~488.2985 1-B6 0.00 0.00 1,~~930~~924.2520 0.00 ~~420~~419,~~708~~380.7012 XB-1 940.4200 0.00 9,~~605~~664.6837 0.00 2,~~140~~131,~~915~~588.1839 XB-2 300.4800 0.00 3,~~100~~119.6257 0.00 ~~691~~688,~~067~~056.5090 XB-3 150.2400 0.00 1,~~550~~559.3178 0.00 ~~345~~344,~~533~~028.7545 XB-4 120.2100 0.00 1,~~242~~249.0463 0.00 ~~276~~275,~~825~~619.3134 XB-5 120.1700 0.00 1,~~237~~245.5713 0.00 ~~275~~274,~~829~~627.5389 XB-6 60.1300 0.00 ~~623~~627.7051 0.00 ~~139~~138,~~010~~405.1218 3-B1 0.00 0.00 1,~~513~~495.3869 0.00 ~~361~~357,~~806~~533.9912 3-B2 0.00 0.00 1,~~178~~164.4568 0.00 ~~281~~278,~~734~~406.9594 3-B3 0.00 0.00 ~~843~~833.5266 0.00 ~~201~~199,~~662~~280.9176 3-B4 0.00 0.00 ~~334~~331.9301 0.00 8079,~~072~~126.0418 3-B5 0.00 0.00 ~~339~~335.0610 0.00 8180,~~060~~103.5805 3-B6 0.00 0.00 ~~505~~499.6776 0.00 ~~120~~119,~~891~~463.9793 5-B1 ~~345~~17.7670 0.00 9,~~519~~757.6898 0.00 1,~~815~~799,~~776~~068.3305 5-B2 985.3905 0.00 2,~~717~~785.9971 0.00 ~~518~~513,~~368~~598.4658 5-B3 653.6637 0.00 1,~~813~~858.7392 0.00 ~~345~~342,~~909~~726.3639 5-B4 ~~114~~5.9590 0.00 3,~~175~~254.3244 0.00 ~~605~~600,~~589~~016.1669 5-B5 321.7468 0.00 ~~904~~926.2780 0.00 ~~172~~170,~~459~~872.1118 5-B6 160.5185 0.00 ~~456~~467.0037 0.00 86,~~967~~167.9670 SES 0.00 0.00 ~~115~~91,~~585~~834.9558 0.00 ~~572~~525,~~320~~359,~~500~~561.3661 Totals 331,~~341~~032.6984 0.00 32,~~169~~668,~~819~~357.0371 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 143,995,715.00 4.50000% ~~964~~837.~~86204010~~22754688 3.~~61823267~~13960329 0.00000000 0.00000000 1-A2 16,633,000.00 5.50000% 1000.00000000 4.58333313 0.00000000 0.00000000 1-A3 3,925,000.00 5.50000% 1000.00000000 4.58333248 0.00000000 0.00000000 1-A4 2,935,000.00 5.50000% 1000.00000000 4.58333220 0.00000000 0.00000000 1-A5 7,057,000.00 5.50000% 1000.00000000 4.58333286 0.00000000 0.00000000 1-A6 2,265,000.00 5.50000% 1000.00000000 4.58333333 0.00000000 0.00000000 1-A7 7,853,000.00 5.50000% 1000.00000000 4.58333376 0.00000000 0.00000000 1-A8 28,120,000.00 5.50000% 1000.00000000 4.58333321 0.00000000 0.00000000 1-A9 10,000,000.00 1.~~55000~~90000% ~~964~~837.~~86204000~~22754700 1.~~24628000~~32561000 0.00000000 0.00000000 1-A10 0.00 5.~~95000~~60000% ~~964~~837.~~86204000~~22754700 43.~~78410800~~90706200 0.00000000 0.00000000 1-A11 49,598,285.00 1.~~50000~~85000% ~~964~~837.~~86204009~~22754688 1.~~20607759~~29072588 0.00000000 0.00000000 1-A12 0.00 6.~~50000~~15000% ~~964~~837.~~86204009~~22754688 54.~~22633595~~29079110 0.00000000 0.00000000 1-A13 471,000.00 5.50000% 1000.00000000 4.58333333 0.00000000 0.00000000 1-AR 50.00 5.50000% 0.00000000 0.00000000 0.00000000 0.00000000 1-AMR 25.00 5.50000% 0.00000000 0.00000000 0.00000000 0.00000000 1-ALR 25.00 5.50000% 0.00000000 0.00000000 0.00000000 0.00000000 2-A1 77,079,091.00 5.25000% ~~929~~701.~~56420892~~10242738 43.~~06684337~~06732315 0.00000000 0.00000000 2-A2 14,536,000.00 5.50000% 1000.00000000 4.58333310 0.00000000 0.00000000 2-A3 2,352,000.00 5.50000% 1000.00000000 4.58333333 0.00000000 0.00000000 2-A4 2,637,000.00 5.50000% ~~947~~777.~~45651877~~02928328 43.~~34251043~~56138415 0.00000000 0.00000000 2-A5 11,984,000.00 5.50000% 1000.00000000 4.58333361 0.00000000 0.00000000 2-A6 7,707,909.00 1.~~50000~~85000% ~~929~~701.~~56420866~~10242739 1.~~16195586~~08086642 0.00000000 0.00000000 2-A7 0.00 6.~~50000~~15000% ~~929~~701.~~56420866~~10242739 53.~~03513988~~59314958 0.00000000 0.00000000 3-A1 79,986,000.00 5.00000% ~~970~~838.~~28276298~~91083727 43.~~04284487~~49546183 0.00000000 0.00000000 4-A1 18,309,000.00 5.00000% ~~960~~800.~~68309738~~38003823 43.~~00284614~~33491671 0.00000000 0.00000000 5-A1 170,282,000.00 6.50000% ~~830~~596.~~87159858~~33610335 43.~~50055449~~23015392 0.00000000 0.00000000 5-AIO 0.00 0.~~62415~~61177% ~~833~~608.~~42132137~~28238387 0.~~43348423~~31010955 0.00000000 0.00000000 A-PO 1,762,855.00 0.00000% ~~928~~811.~~51670160~~80595681 0.00000000 0.00000000 0.00000000 15-IO 0.00 0.~~28034~~27213% ~~948~~806.~~34291608~~63402777 0.~~22154695~~18292355 0.00000000 0.00000000 30-IO 0.00 0.~~24597~~24355% ~~956~~819.~~88244952~~47828362 0.~~19613842~~16632198 0.00000000 0.00000000 1-B1 3,655,000.00 5.50000% ~~997~~994.~~94722025~~82101505 4.~~57392339~~55959508 0.00000000 0.00000000 1-B2 1,547,000.00 5.50000% ~~997~~994.~~94722043~~82101487 4.~~57392372~~55959922 0.00000000 0.00000000 1-B3 844,000.00 5.50000% ~~997~~994.~~94721564~~82101896 4.~~57392180~~55959716 0.00000000 0.00000000 1-B4 703,000.00 5.50000% ~~997~~994.~~94722617~~82100996 4.~~57392603~~55960171 0.00000000 0.00000000 1-B5 563,000.00 5.50000% ~~997~~994.~~94721137~~82101243 4.~~57392540~~55959147 0.00000000 0.00000000 1-B6 422,012.00 5.50000% ~~997~~994.~~94721477~~82102405 4.~~57392207~~55958598 0.00000000 0.00000000 XB-1 2,150,000.00 5.~~42923~~43268% ~~997~~992.~~19752093~~89186977 4.~~51167442~~49505581 0.00000000 0.00000000 XB-2 694,000.00 5.~~42923~~43268% ~~997~~992.~~19752161~~89187320 4.~~51167147~~49505764 0.00000000 0.00000000 XB-3 347,000.00 5.~~42923~~43268% ~~997~~992.~~19752161~~89187320 4.~~51167147~~49504323 0.00000000 0.00000000 XB-4 278,000.00 5.~~42923~~43268% ~~997~~992.~~19751799~~89187050 4.~~51169065~~49507194 0.00000000 0.00000000 XB-5 277,000.00 5.~~42923~~43268% ~~997~~992.~~19750903~~89184116 4.~~51166065~~49505415 0.00000000 0.00000000 XB-6 139,601.00 5.~~42923~~43268% ~~997~~992.~~19751291~~88937758 4.~~51164390~~49502511 0.00000000 0.00000000 3-B1 366,000.00 5.00000% ~~992~~980.~~37980874~~78218579 4.~~13491803~~08658470 0.00000000 0.00000000 3-B2 285,000.00 5.00000% ~~992~~980.~~37982456~~78217544 4.~~13491228~~08659649 0.00000000 0.00000000 3-B3 204,000.00 5.00000% ~~992~~980.~~37980392~~78215686 4.~~13490196~~08656863 0.00000000 0.00000000 3-B4 81,000.00 5.00000% ~~992~~980.~~37975309~~78222222 4.~~13493827~~08654321 0.00000000 0.00000000 3-B5 82,000.00 5.00000% ~~992~~980.~~37975610~~78219512 4.~~13487805~~08658537 0.00000000 0.00000000 3-B6 122,293.00 5.00000% ~~992~~980.~~37977644~~78221975 4.~~13490551~~08657895 0.00000000 0.00000000 5-B1 1,832,000.00 6.50000% ~~994~~985.~~16544214~~12067140 5.~~38506550~~33606987 0.00000000 0.00000000 5-B2 523,000.00 6.50000% ~~994~~985.~~16543021~~12066922 5.~~38506692~~33606119 0.00000000 0.00000000 5-B3 349,000.00 6.50000% ~~994~~985.~~16544413~~12065903 5.~~38507163~~33607450 0.00000000 0.00000000 5-B4 611,000.00 6.50000% ~~994~~985.~~16543372~~12067103 5.~~38505728~~33607201 0.00000000 0.00000000 5-B5 174,000.00 6.50000% ~~994~~985.~~16545977~~12068966 5.~~38505747~~33609195 0.00000000 0.00000000 5-B6 87,745.00 6.50000% ~~994~~985.~~16547951~~12063365 5.~~38503618~~33603054 0.00000000 0.00000000 SES 0.00 0.00000% ~~932~~785.~~90687612~~71220138 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~~00000021) 0.00000000 3.~~61823267~~13960349 0.00000000 ~~885~~827.~~52684655~~69874104 1-A2 (0.~~00000000~~00000060) 0.00000000 4.~~58333313~~58333373 0.00000000 1000.00000000 1-A3 0.00000000 0.00000000 4.58333248 0.00000000 1000.00000000 1-A4 0.00000000 0.00000000 4.58333220 0.00000000 1000.00000000 1-A5 0.00000000 0.00000000 4.~~58333286~~58333428 0.00000000 1000.00000000 1-A6 0.00000000 0.00000000 4.58333333 0.00000000 1000.00000000 1-A7 0.00000000 0.00000000 4.58333376 0.00000000 1000.00000000 1-A8 (0.~~00000000~~00000036) 0.00000000 4.~~58333321~~58333357 0.00000000 1000.00000000 1-A9 0.00000000 0.00000000 1.~~24628000~~32561000 0.00000000 ~~885~~827.~~52684700~~69874100 1-A10 0.00000000 0.00000000 43.~~78410800~~90706200 0.00000000 ~~885~~827.~~52684700~~69874100 1-A11 0.00000000 0.00000000 1.~~20607759~~29072588 0.00000000 ~~885~~827.~~52684654~~69874099 1-A12 (0.~~00000000~~00000020) 0.00000000 54.~~22633595~~29079151 0.00000000 ~~885~~827.~~52684654~~69874099 1-A13 0.00000000 0.00000000 4.58333333 0.00000000 1000.00000000 1-AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1-AMR 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.~~03850253~~00000013) 0.00000000 43.~~02834123~~06732315 0.00000000 ~~757~~684.~~95059545~~52917926 2-A2 0.~~04339158~~00000000 0.00000000 4.~~53994152~~58333379 0.00000000 1000.00000000 2-A3 0.~~04339286~~00000000 0.00000000 4.~~53994048~~58333333 0.00000000 1000.00000000 2-A4 0.~~04111111~~00000000 0.00000000 43.~~30139553~~56138415 0.00000000 ~~819~~764.~~43671217~~66602199 2-A5 0.~~04339202~~00000000 0.00000000 4.~~53994159~~58333361 0.00000000 1000.00000000 2-A6 0.~~01100039~~00000000 0.00000000 1.~~15095547~~08086642 0.00000000 ~~757~~684.~~95059594~~52917905 2-A7 0.~~04766922~~00000000 0.00000000 43.~~98747066~~59314958 0.00000000 ~~757~~684.~~95059594~~52917905 3-A1 (0.~~00000000~~00000013) 0.00000000 43.~~04284487~~49546196 0.00000000 ~~890~~835.~~67430313~~43877979 4-A1 0.~~03789612~~00000000 0.00000000 3.~~96495002~~33491671 0.00000000 ~~863~~796.~~16348244~~88072533 5-A1 0.~~14601761~~00542993 0.00000000 43.~~35453689~~22472399 0.00000000 ~~720~~585.~~35347430~~26437580 5-AIO 0.~~01406415~~00051987 0.00000000 0.~~41942015~~30958968 0.00000000 ~~728~~596.~~39817473~~96361993 A-PO 0.00000000 0.00000000 0.00000000 0.00000000 ~~860~~805.~~17483571~~80278015 15-IO 0.~~00043456~~00000000 0.00000000 0.~~22111239~~18292355 0.00000000 ~~883~~803.~~98753518~~21062533 30-IO 0.~~00052265~~00000000 0.00000000 0.~~19561581~~16632198 0.00000000 ~~866~~807.~~45503815~~77846044 1-B1 0.00000000 0.00000000 4.~~57392613~~55959781 0.00000000 ~~996~~993.~~91170725~~76349384 1-B2 0.00000000 0.00000000 4.~~57392372~~55959922 0.00000000 ~~996~~993.~~91170653~~76349709 1-B3 0.00000000 0.00000000 4.~~57392180~~55959716 0.00000000 ~~996~~993.~~91170616~~76349526 1-B4 0.00000000 0.00000000 4.~~57392603~~55960171 0.00000000 ~~996~~993.~~91170697~~76349929 1-B5 0.00000000 0.00000000 4.~~57392540~~55959147 0.00000000 ~~996~~993.~~91170515~~76349911 1-B6 0.00000000 0.00000000 4.~~57392207~~55958598 0.00000000 ~~996~~993.~~91169919~~76349488 XB-1 0.~~04391628~~00000000 0.00000000 4.~~46775814~~49505581 0.00000000 ~~995~~991.~~77450233~~43646047 XB-2 0.~~04391931~~00000000 0.00000000 4.~~46775216~~49505764 0.00000000 ~~995~~991.~~77449568~~43645533 XB-3 0.~~04391931~~00000000 0.00000000 4.~~46775216~~49504323 0.00000000 ~~995~~991.~~77449568~~43645533 XB-4 0.~~04392086~~00000000 0.00000000 4.~~46776978~~49507194 0.00000000 ~~995~~991.~~77449640~~43647482 XB-5 0.~~04393502~~00000000 0.00000000 4.~~46776173~~49505415 0.00000000 ~~995~~991.~~77447653~~43642599 XB-6 0.~~04391086~~00000000 0.00000000 4.~~46773304~~49502511 0.00000000 ~~995~~991.~~76736556~~43401552 3-B1 0.00000000 0.00000000 4.~~13491803~~08658470 0.00000000 ~~988~~976.~~54368852~~86644809 3-B2 0.00000000 0.00000000 4.~~13491228~~08659649 0.00000000 ~~988~~976.~~54368421~~86645614 3-B3 0.00000000 0.00000000 4.~~13490196~~08656863 0.00000000 ~~988~~976.~~54367647~~86647059 3-B4 0.00000000 0.00000000 4.~~13493827~~08654321 0.00000000 ~~988~~976.~~54370370~~86641975 3-B5 0.00000000 0.00000000 4.~~13487805~~08658537 0.00000000 ~~988~~976.~~54365854~~86646341 3-B6 0.00000000 0.00000000 4.~~13490551~~08657895 0.00000000 ~~988~~976.~~54366153~~86646006 5-B1 0.~~18873362~~00966157 0.00000000 5.~~19633188~~32640830 0.00000000 ~~991~~982.~~14428493~~02404476 5-B2 0.~~18812620~~00965583 0.00000000 5.~~19692161~~32640535 0.00000000 ~~991~~982.~~14428298~~02405354 5-B3 0.~~18813754~~00965616 0.00000000 5.~~19693410~~32641834 0.00000000 ~~991~~982.~~14429799~~02404011 5-B4 0.~~18813421~~00965630 0.00000000 5.~~19692308~~32641571 0.00000000 ~~991~~982.~~14428805~~02404255 5-B5 0.~~18816092~~00965517 0.00000000 5.~~19695402~~32643678 0.00000000 ~~991~~982.~~14431034~~02402299 5-B6 0.~~18815887~~00968716 0.00000000 5.~~19687731~~32645735 0.00000000 ~~991~~982.~~14433871~~02404695 SES 0.00000000 0.00000000 0.~~17102925~~13588503 0.00000000 ~~846~~777.~~84642696~~35965659 (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 ~~612~~582,~~036~~757.1202 ~~584~~582,~~675~~002.7487 9594.~~25772789~~82225314% A-PO-2 0.00000% 0.00 0.00 ~~184~~181,~~524~~647.6765 ~~182~~181,~~530~~442.7633 9897.~~51670184~~92924724% A-PO-3 0.00000% 0.00 0.00 ~~319~~311,~~531~~726.9382 ~~315~~310,~~374~~124.6834 9796.~~75543680~~12800977% A-PO-4 0.00000% 0.00 0.00 5754,~~097~~537.1333 5554,~~681~~321.0216 9693.~~10946751~~76225080% 15-IO-1 0.~~27748~~26612% 3024,~~170~~638,~~706~~141.4450 2724,~~647~~534,~~288~~002.7663 0.00 0.00 8576.~~97032604~~28944101% 15-IO-2 0.~~29186~~29213% 7,~~496~~400,~~212~~288.3580 7,~~463~~368,~~519~~454.9368 0.00 0.00 9897.~~72951728~~47196771% 30-IO-1 0.~~25284~~25009% ~~186~~164,~~102~~074,~~954~~062.3604 ~~173~~162,~~014~~224,~~068~~437.6260 0.00 0.00 8984.~~82906102~~22707483% 30-IO-2 0.~~23002~~22677% 8063,~~134~~933,~~968~~251.8010 6862,~~063~~527,~~808~~578.8048 0.00 0.00 7973.~~48496116~~01974772% SES-1 0.00000% ~~274~~247,~~029~~990,~~294~~219.3275 ~~257~~246,~~841~~041,~~755~~279.5202 0.00 0.00 9187.~~69307775~~49662010% SES-2 0.00000% ~~113~~93,~~719~~885,~~067~~615.9143 9892,~~825~~444,~~388~~037.8980 0.00 0.00 8277.~~46632292~~14130912% SES-3 0.00000% 7968,~~060~~531,~~172~~227.8339 7268,~~684~~247,~~078~~443.2384 0.00 0.00 8983.~~23886035~~79172246% SES-4 0.00000% 1815,~~171~~228,~~815~~105.9632 1615,~~382~~161,~~875~~739.5191 0.00 0.00 8680.~~69772256~~23550685% SES-5 0.00000% ~~145~~105,~~502~~369,~~004~~257.6137 ~~126~~103,~~586~~465,~~402~~061.2104 0.00 0.00 7259.~~56647562~~31201692%

CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 618,~~340~~336,~~016~~895.6540 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) ~~19,769~~0.9400 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 618,~~359~~336,~~786~~895.5940 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 2823,~~109~~674.1705 Payment of Interest and Principal 618,~~331~~313,~~677~~221.4235 Total Withdrawals (Pool Distribution Amount) 618,~~359~~336,~~786~~895.5940 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 331,~~341~~032.6984

SERVICING FEES Gross Servicing Fee 2622,~~270~~125.2530 Trustee Fee 1,~~838~~548.9275 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 2823,~~109~~674.1705

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 01 0 0 01 0263,031.0008 0.00 0.00 0263,031.0008 30 Days 7 0 0 0 7 23,~~315~~947,~~122~~878.5611 0.00 0.00 0.00 23,~~315~~947,~~122~~878.5611 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 7 01 0 0 78 23,~~315~~947,~~122~~878.5611 0263,031.0008 0.00 0.00 24,~~315~~210,~~122~~909.5619 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~~087719% 0.000000% 0.000000% 0.~~000000~~087719% 0.~~000000~~049992% 0.000000% 0.000000% 0.~~000000~~049992% 30 Days 0.~~563607~~614035% 0.000000% 0.000000% 0.000000% 0.~~563607~~614035% 0.~~403902~~750339% 0.000000% 0.000000% 0.000000% 0.~~403902~~750339% 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.~~563607~~614035% 0.~~000000~~087719% 0.000000% 0.000000% 0.~~563607~~701754% 0.~~403902~~750339% 0.~~000000~~049992% 0.000000% 0.000000% 0.~~403902~~800331%

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 13 0 0 0 13 ~~374~~1,~~626~~602,059.6869 0.00 0.00 0.00 ~~374~~1,~~626~~602,059.6869 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 13 0 0 0 13 ~~374~~1,~~626~~602,059.6869 0.00 0.00 0.00 ~~374~~1,~~626~~602,059.6869 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.~~196078~~609756% 0.000000% 0.000000% 0.000000% 0.~~196078~~609756% 0.~~145176~~650602% 0.000000% 0.000000% 0.000000% 0.~~145176~~650602% 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.~~196078~~609756% 0.000000% 0.000000% 0.000000% 0.~~196078~~609756% 0.~~145176~~650602% 0.000000% 0.000000% 0.000000% 0.~~145176~~650602% 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% 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 03 0 0 0 03 01,568,772.0025 0.00 0.00 0.00 01,568,772.0025 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 03 0 0 0 03 01,568,772.0025 0.00 0.00 0.00 01,568,772.0025 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 02.~~000000~~173913% 0.000000% 0.000000% 0.000000% 02.~~000000~~173913% 02.~~000000~~291618% 0.000000% 0.000000% 0.000000% 02.~~000000~~291618% 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 02.~~000000~~173913% 0.000000% 0.000000% 0.000000% 02.~~000000~~173913% 02.~~000000~~291618% 0.000000% 0.000000% 0.000000% 02.~~000000~~291618% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 4 - 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 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 5 - 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 01 0 0 01 0263,031.0008 0.00 0.00 0263,031.0008 30 Days 61 0 0 0 6 1 777,~~940,495~~046.8817 0.00 0.00 0.00 1777,~~940,495~~046.8817 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 61 01 0 0 62 1777,~~940,495~~046.8817 0263,031.0008 0.00 0.00 1,~~940~~040,~~495~~077.8825 0-29 Days 0.~~000000~~331126% 0.000000% 0.000000% 0.~~000000~~331126% 0.~~000000~~253611% 0.000000% 0.000000% 0.~~000000~~253611% 30 Days 10.~~639344~~331126% 0.000000% 0.000000% 0.000000% 10.~~639344~~331126% 10.~~529238~~749217% 0.000000% 0.000000% 0.000000% 10.~~529238~~749217% 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 10.~~639344~~331126% 0.~~000000~~331126% 0.000000% 0.000000% 10.~~639344~~662252% 10.~~529238~~749217% 0.~~000000~~253611% 0.000000% 0.000000% 1.~~529238~~002827%

OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 1927,~~769~~117.9417

COLLATERAL STATEMENT Collateral Description Fixed Weighted Average Gross Coupon 6.~~130114~~078437% Weighted Average Pass-Through Rate 5.~~876614~~824937% Weighted Average Maturity(Stepdown Calculation ) ~~303~~300 Beginning Scheduled Collateral Loan Count 1,~~362~~154 Number Of Loans Paid In Full ~~120~~14 Ending Scheduled Collateral Loan Count 1,~~242~~140 Beginning Scheduled Collateral Balance ~~630~~531,~~482~~004,~~355~~425.6326 Ending Scheduled Collateral Balance ~~572~~525,~~320~~359,~~500~~561.3661 Ending Actual Collateral Balance at 3031-~~Apr~~Jul-2004 ~~573~~526,~~189~~145,~~396~~644.5245 Monthly P &I Constant 43,~~443~~721,~~787~~088.5112 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 608,~~988~~103,~~419~~209.9002 Class AP Deferred Amount 0.00 Ending Scheduled Balance for Premium Loans ~~572~~525,~~320~~359,~~500~~561.3661 Scheduled Principal 1,~~223~~031,~~013~~357.6346 Unscheduled Principal 564,~~938~~613,~~841~~506.6419

~~Group~~Miscellaneous ~~Level~~Reporting ~~Collateral~~Senior ~~Statement~~% ~~Group 1 2 3 Collateral Description Mixed Fixed Mixed Fixed Mixed Fixed Weighted Average Coupon Rate 5~~96.~~912931~~942096% ~~5.906661~~Subordinate ~~5.339182~~% Weighted Average Net Rate 5.662931 5.656661 5.089182 Weighted Average Maturity 356 356 173 Beginning Loan Count 540 215 155 Loans Paid In Full 30 25 10 Ending Loan Count 510 190 145 Beginning Scheduled Balance 274,029,294.32 113,719,067.91 79,060,172.83 Ending scheduled Balance 257,841,755.52 98,825,388.89 72,684,078.23 Record Date 04/30/2004 04/30/2004 04/30/2004 Principal And Interest Constant 1,634,649.99 678,380.35 657,622.16 Scheduled Principal 284,386.46 118,630.35 305,858.29 Unscheduled Principal 15,903,152.34 14,775,048.67 6,070,236.31 Scheduled Interest 1,350,263.53 559,750.00 351,763.87 Servicing Fees 57,089.42 23,691.47 16,470.86 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 799.25 331.70 230.59 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 1,292,374.86 535,726.83 335,062.42 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 5.659431 5.653161 5.085682057904%

Group Level Collateral Statement Group 41 5- ~~Total~~30 Year Fixed 2 - 30 Year Fixed 3 - 15 Year Fixed Collateral Description Mixed Fixed Mixed Fixed Mixed Fixed Weighted Average Coupon Rate 5.~~358186~~906040 75.~~239954~~897284 65.~~130114~~326431 Weighted Average Net Rate 5.~~108187~~656040 65.~~989954~~647284 5.~~880114~~076431 Weighted Average Maturity ~~173~~353 ~~256~~353 ~~303~~170 Beginning Loan Count 34495 ~~418~~182 ~~1,362~~138 Loans Paid In Full 3 523 ~~120~~0 Ending Loan Count 31492 ~~366~~179 ~~1,242~~138 Beginning Scheduled Balance 18247,~~171~~990,~~815~~219.9675 ~~145~~93,~~502~~885,~~004~~615.6143 ~~630~~68,~~482~~531,~~355~~227.6339 Ending scheduled Balance 16246,~~382~~041,~~875~~279.5102 ~~126~~92,~~586~~444,~~402~~037.2180 ~~572~~68,~~320~~247,~~500~~443.3684 Record Date 0407/3031/2004 0407/3031/2004 0407/3031/2004 Principal And Interest Constant ~~151~~1,~~524~~484,192.9330 1561,~~321,610~~902.0824 4578,~~443,787~~040.5177 Scheduled Principal 70263,~~384~~658.9574 ~~443~~100,~~753~~510.5848 1273,~~223,013~~851.6371 Unscheduled Principal 1,~~718~~685,~~555~~281.5099 181,~~471~~341,~~848~~067.8215 569,~~938,841~~931.6484 Scheduled Interest 811,~~139~~220,533.9856 ~~877~~461,~~856~~391.5076 3304,~~220,773~~189.8806 Servicing Fees 351,~~785~~664.7964 3019,~~312~~559.9251 ~~131~~14,~~350~~277.4635 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 53723.0031 ~~424~~273.3882 ~~1,838~~199.9290 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 771,~~301~~168,145.1961 ~~847~~441,~~119~~558.2043 3289,~~087,584~~711.5081 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.~~104686~~652540 65.~~986454~~643784 5.~~876614~~072931

~~Miscellaneous~~Group ~~Reporting~~Level Collateral Statement Group 4 - 15 Year Fixed 5 - 30 Year Fixed Total Collateral Description Mixed Fixed Mixed Fixed Fixed Weighted Average Coupon Rate 5.377559 7.235977 6.078437 Weighted Average Net Rate 5.127559 6.985977 5.828437 Weighted Average Maturity 170 253 300 Beginning Loan Count 29 310 1,154 ~~CPR~~Loans 51Paid In Full 0 8 14 Ending Loan Count 29 302 1,140 Beginning Scheduled Balance 15,228,105.~~237451%~~32 ~~Subordinate~~105,369,257.37 %531,004,425.26 Ending scheduled Balance 15,161,739.91 103,465,061.04 525,359,561.61 Record Date 07/31/2004 07/31/2004 07/31/2004 Principal And Interest Constant 129,255.73 967,697.08 3,721,088.12 Scheduled Principal 61,014.04 332,322.49 1,031,357.46 Unscheduled Principal 5,351.37 1,571,873.84 4,613,506.19 Scheduled Interest 68,241.69 635,374.59 2,689,730.~~822841%~~66 ~~Subordinate~~Servicing ~~Prepayment~~Fees %3,172.52 21,951.93 110,625.95 Master Servicing Fees 0.~~000000%~~00 ~~Senior~~0.00 ~~Prepayment~~0.00 %Trustee ~~100~~Fee 44.~~000000%~~41 ~~Senior~~307.31 %1,548.75 97FRY Amount 0.~~177159%~~00 ~~Group~~0.00 20.00 ~~CPR~~Special 81Hazard Fee 0.~~212788%~~00 ~~Subordinate~~0.00 %0.00 2Other Fee 0.~~949886%~~00 ~~Subordinate~~0.00 ~~Prepayment~~0.00 %Pool Insurance Fee 0.~~000000%~~00 ~~Senior~~0.00 ~~Prepayment~~0.00 %Spread ~~100~~Fee 1 0.~~000000%~~00 ~~Senior~~0.00 %0.00 97Spread Fee 2 0.~~050114%~~00 ~~Group~~0.00 0.00 Spread Fee 3 ~~CPR~~0.00 610.~~807404%~~00 ~~Subordinate~~0.00 %Net 1Interest 65,024.~~437127%~~76 ~~Subordinate~~613,115.35 ~~Prepayment~~2,577,555.96 %Realized Loss Amount 0.~~000000%~~00 ~~Senior~~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 ~~100~~0.~~000000%~~00 ~~Senior~~0.00 %0.00 98Special Servicing Fee 0.~~562873%~~00 0.00 0.00 Pass-Through Rate 5.124059 6.982477 5.824937

Miscellaneous Reporting Group 41 - 30 Year Fixed CPR 697.~~791674~~864960% Subordinate % 3.109832% Subordinate Prepayment % 0.000000% Senior Prepayment % 100.000000% Senior % 96.890168% Group 2 - 30 Year Fixed CPR 15.~~901349~~872022% Subordinate % 3.562890% Subordinate Prepayment % 0.000000% Senior Prepayment % 100.000000% Senior % 9796.~~098651~~437110% Group 53 - 15 Year Fixed CPR 800.~~495472~~174467% Subordinate % 21.~~451680~~639382% Subordinate Prepayment % 0.000000% Senior Prepayment % 100.000000% Senior % 9798.~~548320~~360618%

Group

Filing Compare · BANC OF AMERICA MORT SECS INC MORT PAS THR CERT SER 2004 2