8-K 1 bam04001_sep.txt SEPTEMBER 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): September 27, 2004 BANC OF AMERICA MORTGAGE SECURITIES, INC. Mortgage Pass-Through Certificates, Series 2004-1 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-105940-22 54-2142312 Pooling and Servicing Agreement) (Commission 54-2142313 (State or other File Number) 54-2142314 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 September 27, 2004 a distribution was made to holders of BANC OF AMERICA MORTGAGE SECURITIES, INC., Mortgage Pass-Through Certificates, Series 2004-1 Trust. ITEM 9.01 Financial Statements and Exhibits (c) Exhibits Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2004-1 Trust, relating to the 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 2004-1 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: 9/29/2004 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2004-1 Trust, relating to the September 27, 2004 distribution. EX-99.1

Banc of America Mortgage Securities, Inc. Mortgage Pass-Through Certificates Record Date: 78/31/042004 Distribution Date: 89/2527/042004 BAM Series: 2004-1 Contact: Customer Service - CTSLink Wells Fargo Bank, N.A. Securities Administration Services 7485 New Horizon Way Frederick, MD 21703 Telephone: (301) 815-6600 Fax: (301) 815-6660 Certificateholder Distribution Summary Certificate Certificate Beginning Class Pass-Through Certificate Interest Principal Class CUSIP Description Rate Balance Distribution Distribution 1-A1 05948XU82 SEN 5.50000% 1,~~759~~752,~~293~~800.6164 8,~~063~~033.4367 684,~~492~~445.9758 1-A2 05948XU90 SEN 5.50000% 4,431,000.00 20,308.75 0.00 1-A3 05948XV24 SEN 5.50000% 7,929,000.00 36,341.25 0.00 1-A4 05948XV32 SEN 5.50000% 12,023,000.00 55,105.42 0.00 1-A5 05948XV40 SEN 5.50000% 2,~~559~~549,~~282~~837.7327 11,~~730~~686.0575 9122,~~445~~844.4782 1-A6 05948XV57 SEN 5.50000% 3,000,000.00 13,750.00 0.00 1-A7 05948XV65 SEN 5.50000% 5,000,000.00 22,916.67 0.00 1-A8 05948XV73 SEN 23.~~96000~~09188% ~~533~~531,~~183~~216.9010 1,~~315~~368.1971 125,~~967~~592.8167 1-A9 05948XV81 SEN 87.~~04000~~90812% ~~533~~531,~~183~~216.9010 3,~~572~~500.3377 125,~~967~~592.8167 1-A10 05948XV99 SEN 3.25000% 4,~~318~~302,~~416~~478.3954 11,~~695~~652.7155 15207,~~937~~282.8472 1-A11 05948XW23 SEN 11.13095% 1,~~454~~449,~~867~~498.5613 13,~~495~~445.0525 569,~~369~~833.4322 1-A12 05948XW31 SEN 8.50000% ~~508~~506,~~048~~173.9793 3,~~598~~585.6840 124,~~875~~386.0420 1-A13 05948XW49 SEN 4.00000% 24,~~348~~197,~~368~~050.7940 8180,~~161~~656.2483 ~~151~~163,~~318~~371.4061 1-A14 05948XW56 SEN 4.00000% 3433,~~069~~535,~~725~~335.30 ~~113~~111,~~565~~784.7645 ~~534~~576,~~389~~956.9966 1-A15 05948XW64 SEN 4.62500% 51,918,000.00 200,100.6462 0.00 1-A16 05948XW72 SEN 5.50000% 0.00 ~~115~~114,~~302~~445.6348 0.00 1-A17 05948XW80 SEN 5.25000% 21,231,000.00 92,885.6362 0.00 1-A18 05948XW98 SEN 5.50000% 22,864,000.00 104,793.3433 0.00 1-A19 05948XX22 SEN 5.50000% 8,594,000.00 39,389.17 0.00 1-A20 05948XX30 SEN 5.50000% 1,500,000.00 6,875.00 0.00 1-AR 05948XX48 SEN 5.50000% 0.00 0.00 0.00 1-AMR 05948XX63 SEN 5.50000% 0.00 0.00 0.00 1-ALR 05948XX55 SEN 5.50000% 0.00 0.00 0.00 2-A1 05948XX71 SEN 5.50000% 8079,~~615~~734,~~075~~908.8269 ~~369~~365,~~485~~451.7766 ~~880~~1,~~167~~313,013.1379 2-A2 05948XX89 SEN 5.50000% 2,~~322~~297,~~873~~512.6215 10,~~646~~530.5026 2537,~~361~~833.4768 3-A1 05948XX97 SEN 5.00000% 6664,~~148~~895,~~741~~000.22 ~~275~~270,~~619~~395.7682 1301,~~253,741~~070.0146 4-A1 05948XY21 SEN 5.00000% 25,~~388~~275,~~878~~252.4119 105,~~787~~313.0055 ~~113~~579,~~626~~944.2319 4-A2 05948XY39 SEN 5.00000% ~~732~~728,~~043~~766.1594 3,~~050~~036.1853 316,~~276~~721.2166 5-A1 05948XY47 SEN 6.50000% ~~149~~137,~~531~~301,~~086~~864.5080 ~~806~~743,~~437~~718.0637 126,~~229~~709,~~221~~612.7072 5-AIO 05948XY54 IO 0.~~51006~~50444% 0.00 5752,~~277~~278.8838 0.00 PO 05948XY62 POSEN 0.00000% 1,~~523~~494,~~503~~762.9528 0.00 289,~~741~~653.6835 30-IO 05948XY88 IO 0.~~29369~~29270% 0.00 5554,~~276~~710.2576 0.00 15-IO 05948XY70 IO 0.~~25702~~25729% 0.00 10,~~771~~538.4288 0.00 1-B1 05948XY96 SUB 5.50000% 4,~~184~~179,~~153~~740.2299 19,~~177~~157.3715 4,~~412~~436.2397 1-B2 05948XZ20 SUB 5.50000% 1,~~569~~567,~~305~~651.9207 7,~~192~~185.6507 1,~~654~~664.8513 1-B3 05948XZ38 SUB 5.50000% ~~784~~783,~~156~~329.0313 3,~~594~~590.0526 ~~826~~831.9054 1-B4 05948X2E0 SUB 5.50000% 522,~~770~~219.6942 2,~~396~~393.0351 ~~551~~554.2736 1-B5 05948X2F7 SUB 5.50000% 392,~~574~~160.9597 1,~~799~~797.3040 ~~413~~416.9729 1-B6 05948X2G5 SUB 5.50000% 392,~~675~~261.3325 1,~~799~~797.7686 ~~414~~416.0840 X-B1 05948XZ46 SUB 5.~~37468~~37495% 1,~~614~~611,~~241~~386.9170 7,~~230~~217.0360 2,~~855~~872.2251 X-B2 05948XZ53 SUB 5.~~37468~~37495% ~~585~~584,~~917~~881.3601 2,~~624~~619.2776 1,~~036~~042.3563 X-B3 05948XZ61 SUB 5.~~37468~~37495% ~~440~~439,~~427~~648.7473 1,~~972~~969.6324 ~~779~~783.0173 X-B4 05948X2H3 SUB 5.~~37468~~37495% 219,~~719~~330.0138 ~~984~~982.1041 ~~388~~390.6398 X-B5 05948X2J9 SUB 5.~~37468~~37495% 220,~~708~~318.7435 ~~988~~986.5383 ~~390~~392.3875 X-B6 05948X2K6 SUB 5.~~37468~~37495% 146,~~910~~651.8601 ~~658~~656.0087 ~~259~~261.8542 3-B1 05948XZ79 SUB 5.00000% ~~548~~546,~~343~~166.6158 2,~~284~~275.7769 2,~~177~~194.0215 3-B2 05948XZ87 SUB 5.00000% ~~168~~167,~~119~~452.6114 ~~700~~697.5072 ~~667~~672.4672 3-B3 05948XZ95 SUB 5.00000% ~~127~~126,~~067~~562.1567 ~~529~~527.4534 ~~504~~508.4845 3-B4 05948X2L4 SUB 5.00000% ~~126~~125,~~089~~589.7111 ~~525~~523.3729 ~~500~~504.6054 3-B5 05948X2M2 SUB 5.00000% 4241,~~029~~863.9004 ~~175~~174.1243 ~~166~~168.8718 3-B6 05948X2N0 SUB 5.00000% 8584,~~072~~734.4368 ~~354~~353.4706 ~~337~~340.7541 5-B1 05948X2A8 SUB 6.50000% 3,~~839~~831,~~160~~773.1683 20,~~705~~755.0044 7,~~386~~625.3364 5-B2 05948X2B6 SUB 6.50000% ~~549~~548,~~299~~242.7997 2,~~962~~969.4365 1,~~056~~091.8206 5-B3 05948X2C4 SUB 6.50000% ~~410~~409,~~737~~947.6845 2,~~215~~220.1555 ~~790~~815.2484 5-B4 05948X2P5 SUB 6.50000% ~~274~~273,~~155~~627.0357 1,~~478~~482.5515 ~~527~~544.4655 5-B5 05948X2Q3 SUB 6.50000% ~~274~~273,~~155~~627.0357 1,~~478~~482.5515 ~~527~~544.4655 5-B6 05948X2R1 SUB 6.50000% 137,~~916~~650.2692 ~~743~~745.8061 ~~265~~273.3494 SES 05948X2D2 SEN 0.00000% 0.00 ~~100~~94,~~925~~192.5800 0.00 Totals ~~552~~537,~~492~~200,~~281~~491.9422 2,~~835~~747,~~813~~352.2294 1510,~~291~~297,~~790~~503.7674

Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses 1-A1 0.00 1,~~752~~668,~~800~~355.6406 1492,~~556~~479.4025 0.00 1-A2 0.00 4,431,000.00 20,308.75 0.00 1-A3 0.00 7,929,000.00 36,341.25 0.00 1-A4 0.00 12,023,000.00 55,105.42 0.00 1-A5 0.00 2,~~549~~426,~~837~~992.2745 21134,~~175~~531.5257 0.00 1-A6 0.00 3,000,000.00 13,750.00 0.00 1-A7 0.00 5,000,000.00 22,916.67 0.00 1-A8 0.00 ~~531~~505,~~216~~623.1043 326,~~283~~961.0038 0.00 1-A9 0.00 ~~531~~505,~~216~~623.1043 529,~~540~~093.1444 0.00 1-A10 0.00 4,~~302~~095,~~478~~195.5482 27218,~~633~~935.5527 0.00 1-A11 0.00 1,~~449~~379,~~498~~664.1391 1883,~~864~~278.4847 0.00 1-A12 0.00 ~~506~~481,~~173~~787.9373 527,~~473~~971.7260 0.00 1-A13 0.00 24,~~197~~033,~~050~~678.4078 ~~232~~244,~~479~~028.6444 0.00 1-A14 0.00 3332,~~535~~958,~~335~~378.3065 ~~647~~688,~~955~~741.7511 0.00 1-A15 0.00 51,918,000.00 200,100.6462 0.00 1-A16 0.00 0.00 ~~115~~114,~~302~~445.6348 0.00 1-A17 0.00 21,231,000.00 92,885.6362 0.00 1-A18 0.00 22,864,000.00 104,793.3433 0.00 1-A19 0.00 8,594,000.00 39,389.17 0.00 1-A20 0.00 1,500,000.00 6,875.00 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 7978,~~734~~421,~~908~~894.6990 1,~~249~~678,~~652~~465.9045 0.00 2-A2 0.00 2,~~297~~259,~~512~~678.1547 3648,~~007~~363.9794 0.00 3-A1 0.00 64,~~895~~593,~~000~~929.2275 1571,~~529,360~~466.7728 0.00 4-A1 0.00 2524,~~275~~695,~~252~~307.1999 ~~219~~685,~~413~~257.2374 0.00 4-A2 0.00 ~~728~~712,~~766~~045.9428 619,~~326~~758.3919 0.00 5-A1 0.00 ~~137~~130,~~301~~592,~~864~~252.8008 137,~~035~~453,~~658~~331.7609 0.00 5-AIO 0.00 0.00 5752,~~277~~278.8838 0.00 PO 0.00 1,~~494~~485,~~762~~108.2893 289,~~741~~653.6835 0.00 30-IO 0.00 0.00 5554,~~276~~710.2576 0.00 15-IO 0.00 0.00 10,~~771~~538.4288 0.00 1-B1 0.00 4,~~179~~175,~~740~~304.9903 23,~~589~~594.6012 0.00 1-B2 0.00 1,~~567~~565,~~651~~986.0795 8,~~847~~849.5020 0.00 1-B3 0.00 ~~783~~782,~~329~~497.1360 4,~~420~~421.9580 0.00 1-B4 0.00 ~~522~~521,~~219~~665.4206 2,947.3087 0.00 1-B5 0.00 ~~392~~391,~~160~~744.9768 2,213.2769 0.00 1-B6 0.00 ~~392~~391,~~261~~844.2584 2,~~213~~214.8426 0.00 X-B1 0.00 1,~~611~~608,~~386~~514.7019 10,~~085~~090.2511 0.00 X-B2 0.00 ~~584~~583,~~881~~838.0138 3,~~660~~662.6239 0.00 X-B3 0.00 ~~439~~438,~~648~~865.7300 2,~~751~~752.6497 0.00 X-B4 0.00 ~~219~~218,~~330~~939.3839 1,~~372~~373.7339 0.00 X-B5 0.00 ~~220~~219,~~318~~925.3561 1,~~378~~379.9158 0.00 X-B6 0.00 146,~~651~~389.0158 ~~917~~918.8529 0.00 3-B1 0.00 ~~546~~543,~~166~~972.5843 4,~~461~~469.7984 0.00 3-B2 0.00 ~~167~~166,~~452~~779.1443 1,~~367~~370.9644 0.00 3-B3 0.00 126,~~562~~054.6722 1,~~033~~035.9379 0.00 3-B4 0.00 125,~~589~~084.1157 1,~~025~~027.9783 0.00 3-B5 0.00 41,~~863~~694.0486 ~~341~~342.9961 0.00 3-B6 0.00 84,~~734~~394.6827 ~~692~~693.2247 0.00 5-B1 0.00 3,~~831~~824,~~773~~148.8319 28,~~091~~381.3308 0.00 5-B2 0.00 ~~548~~547,~~242~~151.9791 4,~~019~~060.2571 0.00 5-B3 0.00 409,~~947~~131.4561 3,~~005~~036.39 0.00 5-B4 0.00 273,~~627~~083.5702 2,~~006~~026.0170 0.00 5-B5 0.00 273,~~627~~083.5702 2,~~006~~026.0170 0.00 5-B6 0.00 137,~~650~~376.9298 1,~~009~~019.1455 0.00 SES 0.00 0.00 ~~100~~94,~~925~~192.5800 0.00 Totals 0.00 ~~537~~526,~~200~~902,~~491~~987.2248 1813,~~127~~044,~~603~~856.9868 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 8,249,000.00 1,~~759~~752,~~293~~800.6164 114,~~959~~328.6077 470,~~533~~116.3781 0.00 0.00 1-A2 4,431,000.00 4,431,000.00 0.00 0.00 0.00 0.00 1-A3 7,929,000.00 7,929,000.00 0.00 0.00 0.00 0.00 1-A4 12,023,000.00 12,023,000.00 0.00 0.00 0.00 0.00 1-A5 12,000,000.00 2,~~559~~549,~~282~~837.7327 220,~~850~~844.6737 6102,~~594~~000.7945 0.00 0.00 1-A6 3,000,000.00 3,000,000.00 0.00 0.00 0.00 0.00 1-A7 5,000,000.00 5,000,000.00 0.00 0.00 0.00 0.00 1-A8 2,500,000.00 ~~533~~531,~~183~~216.9010 ~~593~~4,342.8958 121,~~373~~250.9109 0.00 0.00 1-A9 2,500,000.00 ~~533~~531,~~183~~216.9010 ~~593~~4,342.8958 121,~~373~~250.9109 0.00 0.00 1-A10 20,248,250.00 4,~~318~~302,~~416~~478.3954 435,~~810~~171.1083 11172,~~127~~110.7589 0.00 0.00 1-A11 6,821,603.00 1,~~454~~449,~~867~~498.5613 111,~~620~~849.5133 357,~~748~~983.9288 0.00 0.00 1-A12 2,382,147.00 ~~508~~506,~~048~~173.9793 ~~565~~4,137.8986 120,~~309~~248.1534 0.00 0.00 1-A13 25,000,000.00 24,~~348~~197,~~368~~050.7940 4527,~~668~~720.4198 ~~105~~135,~~649~~650.9964 0.00 0.00 1-A14 36,371,000.00 3433,~~069~~535,~~725~~335.30 ~~161~~97,~~280~~898.7129 ~~373~~479,~~109~~058.2836 0.00 0.00 1-A15 51,918,000.00 51,918,000.00 0.00 0.00 0.00 0.00 1-A16 0.00 0.00 0.00 0.00 0.00 0.00 1-A17 21,231,000.00 21,231,000.00 0.00 0.00 0.00 0.00 1-A18 22,864,000.00 22,864,000.00 0.00 0.00 0.00 0.00 1-A19 8,594,000.00 8,594,000.00 0.00 0.00 0.00 0.00 1-A20 1,500,000.00 1,500,000.00 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 105,017,000.00 8079,~~615~~734,~~075~~908.8269 8584,~~106~~815.1806 ~~795~~1,~~060~~228,198.9673 0.00 0.00 2-A2 3,026,000.00 2,~~322~~297,~~873~~512.6215 2,~~452~~443.2889 2235,~~909~~389.1979 0.00 0.00 3-A1 84,959,000.00 6664,~~148~~895,~~741~~000.22 ~~262~~260,~~622~~706.1583 ~~991~~40,~~118~~363.8563 0.00 0.00 4-A1 35,688,000.00 25,~~388~~275,~~878~~252.4119 99,~~035~~540.1040 14480,~~591~~403.1279 0.00 0.00 4-A2 1,029,000.00 ~~732~~728,~~043~~766.1594 2,~~855~~870.5007 ~~420~~13,851.7159 0.00 0.00 5-A1 270,877,000.00 ~~149~~137,~~531~~301,~~086~~864.5080 ~~287~~273,~~689~~245.3957 116,~~941~~436,~~532~~367.3115 0.00 0.00 5-AIO 0.00 0.00 0.00 0.00 0.00 0.00 PO 1,684,723.00 1,~~523~~494,~~503~~762.9528 3,~~073~~162.2212 256,~~668~~491.4623 0.00 0.00 30-IO 0.00 0.00 0.00 0.00 0.00 0.00 15-IO 0.00 0.00 0.00 0.00 0.00 0.00 1-B1 4,210,000.00 4,~~184~~179,~~153~~740.2299 4,~~412~~436.2397 0.00 0.00 0.00 1-B2 1,579,000.00 1,~~569~~567,~~305~~651.9207 1,~~654~~664.8513 0.00 0.00 0.00 1-B3 789,000.00 ~~784~~783,~~156~~329.0313 ~~826~~831.9054 0.00 0.00 0.00 1-B4 526,000.00 522,~~770~~219.6942 ~~551~~554.2736 0.00 0.00 0.00 1-B5 395,000.00 392,~~574~~160.9597 ~~413~~416.9729 0.00 0.00 0.00 1-B6 395,101.00 392,~~675~~261.3325 ~~414~~416.0840 0.00 0.00 0.00 X-B1 1,631,000.00 1,~~614~~611,~~241~~386.9170 2,~~855~~872.2251 0.00 0.00 0.00 X-B2 592,000.00 ~~585~~584,~~917~~881.3601 1,~~036~~042.3563 0.00 0.00 0.00 X-B3 445,000.00 ~~440~~439,~~427~~648.7473 ~~779~~783.0173 0.00 0.00 0.00 X-B4 222,000.00 219,~~719~~330.0138 ~~388~~390.6398 0.00 0.00 0.00 X-B5 223,000.00 220,~~708~~318.7435 ~~390~~392.3875 0.00 0.00 0.00 X-B6 148,436.00 146,~~910~~651.8601 ~~259~~261.8542 0.00 0.00 0.00 3-B1 561,000.00 ~~548~~546,~~343~~166.6158 2,~~177~~194.0215 0.00 0.00 0.00 3-B2 172,000.00 ~~168~~167,~~119~~452.6114 ~~667~~672.4672 0.00 0.00 0.00 3-B3 130,000.00 ~~127~~126,~~067~~562.1567 ~~504~~508.4845 0.00 0.00 0.00 3-B4 129,000.00 ~~126~~125,~~089~~589.7111 ~~500~~504.6054 0.00 0.00 0.00 3-B5 43,000.00 4241,~~029~~863.9004 ~~166~~168.8718 0.00 0.00 0.00 3-B6 87,036.00 8584,~~072~~734.4368 ~~337~~340.7541 0.00 0.00 0.00 5-B1 3,879,000.00 3,~~839~~831,~~160~~773.1683 7,~~386~~625.3364 0.00 0.00 0.00 5-B2 555,000.00 ~~549~~548,~~299~~242.7997 1,~~056~~091.8206 0.00 0.00 0.00 5-B3 415,000.00 ~~410~~409,~~737~~947.6845 ~~790~~815.2484 0.00 0.00 0.00 5-B4 277,000.00 ~~274~~273,~~155~~627.0357 ~~527~~544.4655 0.00 0.00 0.00 5-B5 277,000.00 ~~274~~273,~~155~~627.0357 ~~527~~544.4655 0.00 0.00 0.00 5-B6 139,347.45 137,~~916~~650.2692 ~~265~~273.3494 0.00 0.00 0.00 SES 0.00 0.00 0.00 0.00 0.00 0.00 Totals 774,662,743.45 ~~552~~537,~~492~~200,~~281~~491.9422 ~~991~~976,~~668~~768.0627 149,~~300~~320,~~122~~735.6746 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 684,~~492~~445.9758 1,~~752~~668,~~800~~355.6406 0.~~21248644~~20224937 684,~~492~~445.9758 1-A2 0.00 4,431,000.00 1.00000000 0.00 1-A3 0.00 7,929,000.00 1.00000000 0.00 1-A4 0.00 12,023,000.00 1.00000000 0.00 1-A5 9122,~~445~~844.4782 2,~~549~~426,~~837~~992.2745 0.~~21248644~~20224937 9122,~~445~~844.4782 1-A6 0.00 3,000,000.00 1.00000000 0.00 1-A7 0.00 5,000,000.00 1.00000000 0.00 1-A8 125,~~967~~592.8167 ~~531~~505,~~216~~623.1043 0.~~21248644~~20224937 125,~~967~~592.8167 1-A9 125,~~967~~592.8167 ~~531~~505,~~216~~623.1043 0.~~21248644~~20224937 125,~~967~~592.8167 1-A10 15207,~~937~~282.8472 4,~~302~~095,~~478~~195.5482 0.~~21248644~~20224937 15207,~~937~~282.8472 1-A11 569,~~369~~833.4322 1,~~449~~379,~~498~~664.1391 0.~~21248644~~20224937 569,~~369~~833.4322 1-A12 124,~~875~~386.0420 ~~506~~481,~~173~~787.9373 0.~~21248644~~20224937 124,~~875~~386.0420 1-A13 ~~151~~163,~~318~~371.4061 24,~~197~~033,~~050~~678.4078 0.~~96788202~~96134715 ~~151~~163,~~318~~371.4061 1-A14 ~~534~~576,~~389~~956.9966 3332,~~535~~958,~~335~~378.3065 0.~~92203501~~90617191 ~~534~~576,~~389~~956.9966 1-A15 0.00 51,918,000.00 1.00000000 0.00 1-A16 0.00 0.00 0.00000000 0.00 1-A17 0.00 21,231,000.00 1.00000000 0.00 1-A18 0.00 22,864,000.00 1.00000000 0.00 1-A19 0.00 8,594,000.00 1.00000000 0.00 1-A20 0.00 1,500,000.00 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 ~~880~~1,~~167~~313,013.13 79 78,~~734~~421,~~908~~894.6990 0.~~75925716~~74675429 ~~880~~1,~~167~~313,013.1379 2-A2 2537,~~361~~833.4768 2,~~297~~259,~~512~~678.1547 0.~~75925715~~74675429 2537,~~361~~833.4768 3-A1 1301,~~253,741~~070.0146 64,~~895~~593,~~000~~929.2275 0.~~76383903~~76029532 1301,~~253,741~~070.0146 4-A1 ~~113~~579,~~626~~944.2319 2524,~~275~~695,~~252~~307.1999 0.~~70822832~~69197792 ~~113~~579,~~626~~944.2319 4-A2 316,~~276~~721.2166 ~~728~~712,~~766~~045.9428 0.~~70822832~~69197792 316,~~276~~721.2166 5-A1 126,~~229~~709,~~221~~612.7072 ~~137~~130,~~301~~592,~~864~~252.8008 0.~~50687901~~48210905 126,~~229~~709,~~221~~612.7072 5-AIO 0.00 0.00 0.00000000 0.00 PO 289,~~741~~653.6835 1,~~494~~485,~~762~~108.2893 0.~~88724513~~88151520 289,~~741~~653.6835 30-IO 0.00 0.00 0.00000000 0.00 15-IO 0.00 0.00 0.00000000 0.00 1-B1 4,~~412~~436.2397 4,~~179~~175,~~740~~304.9903 0.~~99281259~~99175868 4,~~412~~436.2397 1-B2 1,~~654~~664.8513 1,~~567~~565,~~651~~986.0795 0.~~99281258~~99175868 1,~~654~~664.8513 1-B3 ~~826~~831.9054 ~~783~~782,~~329~~497.1360 0.~~99281259~~99175868 ~~826~~831.9054 1-B4 ~~551~~554.2736 ~~522~~521,~~219~~665.4206 0.~~99281259~~99175867 ~~551~~554.2736 1-B5 ~~413~~416.9729 ~~392~~391,~~160~~744.9768 0.~~99281258~~99175868 ~~413~~416.9729 1-B6 ~~414~~416.0840 ~~392~~391,~~261~~844.2584 0.~~99281260~~99175866 ~~414~~416.0840 X-B1 2,~~855~~872.2251 1,~~611~~608,~~386~~514.7019 0.~~98797468~~98621348 2,~~855~~872.2251 X-B2 1,~~036~~042.3563 ~~584~~583,~~881~~838.0138 0.~~98797468~~98621348 1,~~036~~042.3563 X-B3 ~~779~~783.0173 ~~439~~438,~~648~~865.7300 0.~~98797467~~98621348 ~~779~~783.0173 X-B4 ~~388~~390.6398 ~~219~~218,~~330~~939.3839 0.~~98797468~~98621347 ~~388~~390.6398 X-B5 ~~390~~392.3875 ~~220~~219,~~318~~925.3561 0.~~98797466~~98621350 ~~390~~392.3875 X-B6 ~~259~~261.8542 146,~~651~~389.0158 0.~~98797468~~98621345 ~~259~~261.8542 3-B1 2,~~177~~194.0215 ~~546~~543,~~166~~972.5843 0.~~97355897~~96964783 2,~~177~~194.0215 3-B2 ~~667~~672.4672 ~~167~~166,~~452~~779.1443 0.~~97355895~~96964785 ~~667~~672.4672 3-B3 ~~504~~508.4845 126,~~562~~054.6722 0.~~97355900~~96964785 ~~504~~508.4845 3-B4 ~~500~~504.6054 125,~~589~~084.1157 0.~~97355899~~96964783 ~~500~~504.6054 3-B5 ~~166~~168.8718 41,~~863~~694.0486 0.~~97355907~~96964791 ~~166~~168.8718 3-B6 ~~337~~340.7541 84,~~734~~394.6827 0.~~97355899~~96964785 ~~337~~340.7541 5-B1 7,~~386~~625.3364 3,~~831~~824,~~773~~148.8319 0.~~98782517~~98585929 7,~~386~~625.3364 5-B2 1,~~056~~091.8206 ~~548~~547,~~242~~151.9791 0.~~98782517~~98585930 1,~~056~~091.8206 5-B3 ~~790~~815.2484 409,~~947~~131.4561 0.~~98782518~~98585930 ~~790~~815.2484 5-B4 ~~527~~544.4655 273,~~627~~083.5702 0.~~98782516~~98585928 ~~527~~544.4655 5-B5 ~~527~~544.4655 273,~~627~~083.5702 0.~~98782516~~98585928 ~~527~~544.4655 5-B6 ~~265~~273.3494 137,~~650~~376.9298 0.~~98782518~~98585930 ~~265~~273.3494 SES 0.00 0.00 0.00000000 0.00 Totals 1510,~~291~~297,~~790~~503.7674 ~~537~~526,~~200~~902,~~491~~987.2248 0.~~69346370~~68017081 1510,~~291~~297,~~790~~503.7674

Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion 1-A1 8,249,000.00 ~~213~~212.~~27356164~~48643957 01.~~23755607~~73703116 08.~~54956601~~50003758 0.00000000 1-A2 4,431,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A3 7,929,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A4 12,023,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A5 12,000,000.00 ~~213~~212.~~27356083~~48643917 01.~~23755583~~73703083 08.~~54956583~~50003750 0.00000000 1-A6 3,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A7 5,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A8 2,500,000.00 ~~213~~212.~~27356000~~48644000 01.~~23755600~~73703200 08.~~54956400~~50003600 0.00000000 1-A9 2,500,000.00 ~~213~~212.~~27356000~~48644000 01.~~23755600~~73703200 08.~~54956400~~50003600 0.00000000 1-A10 20,248,250.00 ~~213~~212.~~27356142~~48643907 01.~~23755633~~73703061 08.~~54956601~~50003778 0.00000000 1-A11 6,821,603.00 ~~213~~212.~~27356048~~48643904 01.~~23755560~~73703014 08.~~54956584~~50003731 0.00000000 1-A12 2,382,147.00 ~~213~~212.~~27355952~~48643765 01.~~23755461~~73702966 08.~~54956726~~50003799 0.00000000 1-A13 25,000,000.00 ~~973~~967.~~93475160~~88201600 1.~~82673640~~10883920 45.~~22599960~~42602560 0.00000000 1-A14 36,371,000.00 ~~936~~922.~~72775838~~03500866 42.~~43432157~~69165791 1013.~~25842787~~17143768 0.00000000 1-A15 51,918,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A16 0.00 0.00000000 0.00000000 0.00000000 0.00000000 1-A17 21,231,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A18 22,864,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A19 8,594,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A20 1,500,000.00 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 105,017,000.00 ~~767~~759.~~63834255~~25715541 0.~~81040384~~80763172 711.~~57078340~~69523725 0.00000000 2-A2 3,026,000.00 ~~767~~759.~~63834104~~25715466 0.~~81040317~~80763054 711.~~57078321~~69523794 0.00000000 3-A1 84,959,000.00 ~~778~~763.~~59604303~~83903083 3.~~09116338~~06861933 110.~~66584882~~47509540 0.00000000 4-A1 35,688,000.00 ~~711~~708.~~41219486~~22831736 2.~~77502522~~78918404 013.~~40885228~~46121357 0.00000000 4-A2 1,029,000.00 ~~711~~708.~~41219631~~22831876 2.~~77502430~~78918367 013.~~40885326~~46121477 0.00000000 5-A1 270,877,000.00 ~~552~~506.~~02577738~~87900708 1.~~06206651~~00874408 4423.~~08470380~~76121690 0.00000000 5-AIO 0.00 0.00000000 0.00000000 0.00000000 0.00000000 PO 1,684,723.00 ~~904~~887.~~30530716~~24513169 1.~~82416931~~87693763 153.~~23601209~~85299542 0.00000000 30-IO 0.00 0.00000000 0.00000000 0.00000000 0.00000000 15-IO 0.00 0.00000000 0.00000000 0.00000000 0.00000000 1-B1 4,210,000.00 ~~993~~992.~~86062233~~81258670 1.~~04803563~~05391211 0.00000000 0.00000000 1-B2 1,579,000.00 ~~993~~992.~~86062065~~81258391 1.~~04803673~~05391387 0.00000000 0.00000000 1-B3 789,000.00 ~~993~~992.~~86062104~~81258555 1.~~04803549~~05391635 0.00000000 0.00000000 1-B4 526,000.00 ~~993~~992.~~86062738~~81258555 1.~~04804183~~05391635 0.00000000 0.00000000 1-B5 395,000.00 ~~993~~992.~~86063291~~81258228 1.~~04802532~~05389873 0.00000000 0.00000000 1-B6 395,101.00 ~~993~~992.~~86063310~~81259729 1.~~04803582~~05390773 0.00000000 0.00000000 X-B1 1,631,000.00 ~~989~~987.~~72526671~~97467811 1.~~75059473~~76119559 0.00000000 0.00000000 X-B2 592,000.00 ~~989~~987.~~72527027~~97467905 1.~~75059122~~76119932 0.00000000 0.00000000 X-B3 445,000.00 ~~989~~987.~~72525843~~97467416 1.~~75058427~~76119101 0.00000000 0.00000000 X-B4 222,000.00 ~~989~~987.~~72527027~~97468468 1.~~75058559~~76117117 0.00000000 0.00000000 X-B5 223,000.00 ~~989~~987.~~72529148~~97466368 1.~~75058296~~76121076 0.00000000 0.00000000 X-B6 148,436.00 ~~989~~987.~~72526880~~97468269 1.~~75058611~~76116306 0.00000000 0.00000000 3-B1 561,000.00 ~~977~~973.~~43959002~~55896613 3.~~88060606~~91114082 0.00000000 0.00000000 3-B2 172,000.00 ~~977~~973.~~43959302~~55895349 3.~~88058140~~91116279 0.00000000 0.00000000 3-B3 130,000.00 ~~977~~973.~~43961538~~55900000 3.~~88061538~~91115385 0.00000000 0.00000000 3-B4 129,000.00 ~~977~~973.~~43961240~~55899225 3.~~88062016~~91116279 0.00000000 0.00000000 3-B5 43,000.00 ~~977~~973.~~43953488~~55906977 3.~~88069767~~91116279 0.00000000 0.00000000 3-B6 87,036.00 ~~977~~973.~~43956524~~55898709 3.~~88057815~~91114022 0.00000000 0.00000000 5-B1 3,879,000.00 ~~989~~987.~~72935293~~82516886 1.~~90418407~~96587780 0.00000000 0.00000000 5-B2 555,000.00 ~~989~~987.~~72935135~~82517117 1.~~90418018~~96587387 0.00000000 0.00000000 5-B3 415,000.00 ~~989~~987.~~72934940~~82518072 1.~~90419277~~96587952 0.00000000 0.00000000 5-B4 277,000.00 ~~989~~987.~~72935018~~82516245 1.~~90418773~~96588448 0.00000000 0.00000000 5-B5 277,000.00 ~~989~~987.~~72935018~~82516245 1.~~90418773~~96588448 0.00000000 0.00000000 5-B6 139,347.45 ~~989~~987.~~72934202~~82518087 1.~~90416115~~96587738 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 010.~~78712208~~23706874 ~~212~~202.~~48643957~~24937083 0.~~21248644~~20224937 010.~~78712208~~23706874 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 010.~~78712250~~23706833 ~~212~~202.~~48643917~~24937083 0.~~21248644~~20224937 010.~~78712250~~23706833 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 010.~~78712400~~23706800 ~~212~~202.~~48644000~~24937200 0.~~21248644~~20224937 010.~~78712400~~23706800 1-A9 0.00000000 010.~~78712400~~23706800 ~~212~~202.~~48644000~~24937200 0.~~21248644~~20224937 010.~~78712400~~23706800 1-A10 0.00000000 010.~~78712185~~23706839 ~~212~~202.~~48643907~~24937069 0.~~21248644~~20224937 010.~~78712185~~23706839 1-A11 0.00000000 010.~~78712144~~23706891 ~~212~~202.~~48643904~~24937013 0.~~21248644~~20224937 010.~~78712144~~23706891 1-A12 0.00000000 010.~~78712187~~23706765 ~~212~~202.~~48643765~~24937000 0.~~21248644~~20224937 010.~~78712187~~23706765 1-A13 0.00000000 6.~~05273600~~53486440 ~~967~~961.~~88201600~~34715120 0.~~96788202~~96134715 6.~~05273600~~53486440 1-A14 0.00000000 1415.~~69274944~~86309587 ~~922~~906.~~03500866~~17191306 0.~~92203501~~90617191 1415.~~69274944~~86309587 1-A15 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 1-A16 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1-A17 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 1-A18 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 1-A19 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 1-A20 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 812.~~38118714~~50286896 ~~759~~746.~~25715541~~75428645 0.~~75925716~~74675429 812.~~38118714~~50286896 2-A2 0.00000000 812.~~38118638~~50286847 ~~759~~746.~~25715466~~75428619 0.~~75925715~~74675429 812.~~38118638~~50286847 3-A1 0.00000000 143.~~75701232~~54371473 ~~763~~760.~~83903083~~29531598 0.~~76383903~~76029532 143.~~75701232~~54371473 4-A1 0.00000000 316.~~18387777~~25039761 ~~708~~691.~~22831736~~97791947 0.~~70822832~~69197792 316.~~18387777~~25039761 4-A2 0.00000000 316.~~18387755~~25039845 ~~708~~691.~~22831876~~97792031 0.~~70822832~~69197792 316.~~18387755~~25039845 5-A1 0.00000000 4524.~~14677031~~76996098 ~~506~~482.~~87900708~~10904610 0.~~50687901~~48210905 4524.~~14677031~~76996098 5-AIO 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 PO 0.00000000 175.~~06018141~~72993305 ~~887~~881.~~24513169~~51519864 0.~~88724513~~88151520 175.~~06018141~~72993305 30-IO 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 15-IO 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1-B1 0.00000000 1.~~04803563~~05391211 ~~992~~991.~~81258670~~75867696 0.~~99281259~~99175868 1.~~04803563~~05391211 1-B2 0.00000000 1.~~04803673~~05391387 ~~992~~991.~~81258391~~75867638 0.~~99281258~~99175868 1.~~04803673~~05391387 1-B3 0.00000000 1.~~04803549~~05391635 ~~992~~991.~~81258555~~75868188 0.~~99281259~~99175868 1.~~04803549~~05391635 1-B4 0.00000000 1.~~04804183~~05391635 ~~992~~991.~~81258555~~75866920 0.~~99281259~~99175867 1.~~04804183~~05391635 1-B5 0.00000000 1.~~04802532~~05389873 ~~992~~991.~~81258228~~75868354 0.~~99281258~~99175868 1.~~04802532~~05389873 1-B6 0.00000000 1.~~04803582~~05390773 ~~992~~991.~~81259729~~75866424 0.~~99281260~~99175866 1.~~04803582~~05390773 X-B1 0.00000000 1.~~75059473~~76119559 ~~987~~986.~~97467811~~21348253 0.~~98797468~~98621348 1.~~75059473~~76119559 X-B2 0.00000000 1.~~75059122~~76119932 ~~987~~986.~~97467905~~21347973 0.~~98797468~~98621348 1.~~75059122~~76119932 X-B3 0.00000000 1.~~75058427~~76119101 ~~987~~986.~~97467416~~21348315 0.~~98797467~~98621348 1.~~75058427~~76119101 X-B4 0.00000000 1.~~75058559~~76117117 ~~987~~986.~~97468468~~21346847 0.~~98797468~~98621347 1.~~75058559~~76117117 X-B5 0.00000000 1.~~75058296~~76121076 ~~987~~986.~~97466368~~21349776 0.~~98797466~~98621350 1.~~75058296~~76121076 X-B6 0.00000000 1.~~75058611~~76116306 ~~987~~986.~~97468269~~21345226 0.~~98797468~~98621345 1.~~75058611~~76116306 3-B1 0.00000000 3.~~88060606~~91114082 ~~973~~969.~~55896613~~64782531 0.~~97355897~~96964783 3.~~88060606~~91114082 3-B2 0.00000000 3.~~88058140~~91116279 ~~973~~969.~~55895349~~64784884 0.~~97355895~~96964785 3.~~88058140~~91116279 3-B3 0.00000000 3.~~88061538~~91115385 ~~973~~969.~~55900000~~64784615 0.~~97355900~~96964785 3.~~88061538~~91115385 3-B4 0.00000000 3.~~88062016~~91116279 ~~973~~969.~~55899225~~64782946 0.~~97355899~~96964783 3.~~88062016~~91116279 3-B5 0.00000000 3.~~88069767~~91116279 ~~973~~969.~~55906977~~64790698 0.~~97355907~~96964791 3.~~88069767~~91116279 3-B6 0.00000000 3.~~88057815~~91114022 ~~973~~969.~~55898709~~64784687 0.~~97355899~~96964785 3.~~88057815~~91114022 5-B1 0.00000000 1.~~90418407~~96587780 ~~987~~985.~~82516886~~85929105 0.~~98782517~~98585929 1.~~90418407~~96587780 5-B2 0.00000000 1.~~90418018~~96587387 ~~987~~985.~~82517117~~85929730 0.~~98782517~~98585930 1.~~90418018~~96587387 5-B3 0.00000000 1.~~90419277~~96587952 ~~987~~985.~~82518072~~85930120 0.~~98782518~~98585930 1.~~90419277~~96587952 5-B4 0.00000000 1.~~90418773~~96588448 ~~987~~985.~~82516245~~85927798 0.~~98782516~~98585928 1.~~90418773~~96588448 5-B5 0.00000000 1.~~90418773~~96588448 ~~987~~985.~~82516245~~85927798 0.~~98782516~~98585928 1.~~90418773~~96588448 5-B6 0.00000000 1.~~90416115~~96587738 ~~987~~985.~~82518087~~85930349 0.~~98782518~~98585930 1.~~90416115~~96587738 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 8,249,000.00 5.50000% 1,~~759~~752,~~293~~800.6164 8,~~063~~033.4367 0.00 0.00 1-A2 4,431,000.00 5.50000% 4,431,000.00 20,308.75 0.00 0.00 1-A3 7,929,000.00 5.50000% 7,929,000.00 36,341.25 0.00 0.00 1-A4 12,023,000.00 5.50000% 12,023,000.00 55,105.42 0.00 0.00 1-A5 12,000,000.00 5.50000% 2,~~559~~549,~~282~~837.7327 11,~~730~~686.0575 0.00 0.00 1-A6 3,000,000.00 5.50000% 3,000,000.00 13,750.00 0.00 0.00 1-A7 5,000,000.00 5.50000% 5,000,000.00 22,916.67 0.00 0.00 1-A8 2,500,000.00 23.~~96000~~09188% ~~533~~531,~~183~~216.9010 1,~~315~~368.1971 0.00 0.00 1-A9 2,500,000.00 87.~~04000~~90812% ~~533~~531,~~183~~216.9010 3,~~572~~500.3377 0.00 0.00 1-A10 20,248,250.00 3.25000% 4,~~318~~302,~~416~~478.3954 11,~~695~~652.7155 0.00 0.00 1-A11 6,821,603.00 11.13095% 1,~~454~~449,~~867~~498.5613 13,~~495~~445.0525 0.00 0.00 1-A12 2,382,147.00 8.50000% ~~508~~506,~~048~~173.9793 3,~~598~~585.6840 0.00 0.00 1-A13 25,000,000.00 4.00000% 24,~~348~~197,~~368~~050.7940 8180,~~161~~656.2383 0.00 0.00 1-A14 36,371,000.00 4.00000% 3433,~~069~~535,~~725~~335.30 ~~113~~111,~~565~~784.7545 0.00 0.00 1-A15 51,918,000.00 4.62500% 51,918,000.00 200,100.63 0.00 0.00 1-A16 0.00 5.50000% 2524,~~156~~969,~~934~~923.7537 ~~115~~114,~~302~~445.6248 0.00 0.00 1-A17 21,231,000.00 5.25000% 21,231,000.00 92,885.63 0.00 0.00 1-A18 22,864,000.00 5.50000% 22,864,000.00 104,793.33 0.00 0.00 1-A19 8,594,000.00 5.50000% 8,594,000.00 39,389.17 0.00 0.00 1-A20 1,500,000.00 5.50000% 1,500,000.00 6,875.00 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 105,017,000.00 5.50000% 8079,~~615~~734,~~075~~908.8269 ~~369~~365,~~485~~451.7666 0.00 0.00 2-A2 3,026,000.00 5.50000% 2,~~322~~297,~~873~~512.6215 10,~~646~~530.5026 0.00 0.00 3-A1 84,959,000.00 5.00000% 6664,~~148~~895,~~741~~000.22 ~~275~~270,~~619~~395.7683 0.00 0.00 4-A1 35,688,000.00 5.00000% 25,~~388~~275,~~878~~252.4119 105,~~786~~313.9955 0.00 0.00 4-A2 1,029,000.00 5.00000% ~~732~~728,~~043~~766.1594 3,~~050~~036.1853 0.00 0.00 5-A1 270,877,000.00 6.50000% ~~149~~137,~~531~~301,~~086~~864.5080 ~~809~~743,~~960~~718.0543 0.00 0.00 5-AIO 0.00 0.~~51006~~50444% ~~135~~124,~~345~~364,~~124~~416.3171 5752,~~528~~278.1139 0.00 0.00 PO 1,684,723.00 0.00000% 1,~~523~~494,~~503~~762.9528 0.00 0.00 0.00 30-IO 0.00 0.~~29369~~29270% ~~225~~224,~~858~~302,~~698~~643.5412 5554,~~276~~710.2576 0.00 0.00 15-IO 0.00 0.~~25702~~25729% 5049,~~291~~153,~~045~~724.8973 10,~~771~~538.4288 0.00 0.00 1-B1 4,210,000.00 5.50000% 4,~~184~~179,~~153~~740.2299 19,~~177~~157.3715 0.00 0.00 1-B2 1,579,000.00 5.50000% 1,~~569~~567,~~305~~651.9207 7,~~192~~185.6507 0.00 0.00 1-B3 789,000.00 5.50000% ~~784~~783,~~156~~329.0313 3,~~594~~590.0526 0.00 0.00 1-B4 526,000.00 5.50000% 522,~~770~~219.6942 2,~~396~~393.0351 0.00 0.00 1-B5 395,000.00 5.50000% 392,~~574~~160.9597 1,~~799~~797.3040 0.00 0.00 1-B6 395,101.00 5.50000% 392,~~675~~261.3325 1,~~799~~797.7686 0.00 0.00 X-B1 1,631,000.00 5.~~37468~~37495% 1,~~614~~611,~~241~~386.9170 7,~~230~~217.0360 0.00 0.00 X-B2 592,000.00 5.~~37468~~37495% ~~585~~584,~~917~~881.3601 2,~~624~~619.2776 0.00 0.00 X-B3 445,000.00 5.~~37468~~37495% ~~440~~439,~~427~~648.7473 1,~~972~~969.6324 0.00 0.00 X-B4 222,000.00 5.~~37468~~37495% 219,~~719~~330.0138 ~~984~~982.1041 0.00 0.00 X-B5 223,000.00 5.~~37468~~37495% 220,~~708~~318.7435 ~~988~~986.5383 0.00 0.00 X-B6 148,436.00 5.~~37468~~37495% 146,~~910~~651.8601 ~~658~~656.0087 0.00 0.00 3-B1 561,000.00 5.00000% ~~548~~546,~~343~~166.6158 2,~~284~~275.7769 0.00 0.00 3-B2 172,000.00 5.00000% ~~168~~167,~~119~~452.6114 ~~700~~697.5072 0.00 0.00 3-B3 130,000.00 5.00000% ~~127~~126,~~067~~562.1567 ~~529~~527.4534 0.00 0.00 3-B4 129,000.00 5.00000% ~~126~~125,~~089~~589.7111 ~~525~~523.3729 0.00 0.00 3-B5 43,000.00 5.00000% 4241,~~029~~863.9004 ~~175~~174.1243 0.00 0.00 3-B6 87,036.00 5.00000% 8584,~~072~~734.4368 ~~354~~353.4706 0.00 0.00 5-B1 3,879,000.00 6.50000% 3,~~839~~831,~~160~~773.1683 20,~~795~~755.4544 0.00 0.00 5-B2 555,000.00 6.50000% ~~549~~548,~~299~~242.7997 2,~~975~~969.3765 0.00 0.00 5-B3 415,000.00 6.50000% ~~410~~409,~~737~~947.6845 2,~~224~~220.8355 0.00 0.00 5-B4 277,000.00 6.50000% ~~274~~273,~~155~~627.0357 1,~~485~~482.0115 0.00 0.00 5-B5 277,000.00 6.50000% ~~274~~273,~~155~~627.0357 1,~~485~~482.0115 0.00 0.00 5-B6 139,347.45 6.50000% 137,~~916~~650.2692 ~~747~~745.0561 0.00 0.00 SES 0.00 0.00000% ~~552~~537,~~492~~200,~~283~~492.3660 0.00 0.00 0.00 Totals 774,662,743.45 2,~~738~~653,~~790~~161.0304 0.00 0.00

Interest Distribution Statement (continued) Remaining Ending Non-Supported Total Unpaid Certificate/ Interest Realized Interest Interest Notional Class Shortfall Losses (4) Distribution Shortfall Balance 1-A1 0.00 0.00 8,~~063~~033.4367 0.00 1,~~752~~668,~~800~~355.6406 1-A2 0.00 0.00 20,308.75 0.00 4,431,000.00 1-A3 0.00 0.00 36,341.25 0.00 7,929,000.00 1-A4 0.00 0.00 55,105.42 0.00 12,023,000.00 1-A5 0.00 0.00 11,~~730~~686.0575 0.00 2,~~549~~426,~~837~~992.2745 1-A6 0.00 0.00 13,750.00 0.00 3,000,000.00 1-A7 0.00 0.00 22,916.67 0.00 5,000,000.00 1-A8 0.00 0.00 1,~~315~~368.1971 0.00 ~~531~~505,~~216~~623.1043 1-A9 0.00 0.00 3,~~572~~500.3377 0.00 ~~531~~505,~~216~~623.1043 1-A10 0.00 0.00 11,~~695~~652.7155 0.00 4,~~302~~095,~~478~~195.5482 1-A11 0.00 0.00 13,~~495~~445.0525 0.00 1,~~449~~379,~~498~~664.1391 1-A12 0.00 0.00 3,~~598~~585.6840 0.00 ~~506~~481,~~173~~787.9373 1-A13 (0.~~01)~~00 0.00 8180,~~161~~656.2483 0.00 24,~~197~~033,~~050~~678.4078 1-A14 (0.~~01)~~00 0.00 ~~113~~111,~~565~~784.7645 0.00 3332,~~535~~958,~~335~~378.3065 1-A15 (0.~~02)~~00 0.00 200,100.6462 0.00 51,918,000.00 1-A16 (0.~~01)~~00 0.00 ~~115~~114,~~302~~445.6348 0.00 24,~~969~~768,~~923~~015.3766 1-A17 (0.~~01)~~00 0.00 92,885.6362 0.00 21,231,000.00 1-A18 (0.~~01)~~00 0.00 104,793.3433 0.00 22,864,000.00 1-A19 0.00 0.00 39,389.17 0.00 8,594,000.00 1-A20 0.00 0.00 6,875.00 0.00 1,500,000.00 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 (0.01) 0.00 ~~369~~365,~~485~~451.7766 0.00 7978,~~734~~421,~~908~~894.6990 2-A2 0.00 0.00 10,~~646~~530.5026 0.00 2,~~297~~259,~~512~~678.1547 3-A1 (0.~~01)~~02 0.00 ~~275~~270,~~619~~395.7682 0.00 64,~~895~~593,~~000~~929.2275 4-A1 0.00 0.00 105,~~787~~313.0055 0.00 2524,~~275~~695,~~252~~307.1999 4-A2 0.00 0.00 3,~~050~~036.1853 0.00 ~~728~~712,~~766~~045.9428 5-A1 ~~3,522~~0.9907 0.00 ~~806~~743,~~437~~718.0637 0.00 ~~137~~130,~~301~~592,~~864~~252.8008 5-AIO ~~250~~0.2200 0.00 5752,~~277~~278.8838 0.00 ~~124~~117,~~364~~993,~~416~~846.7112 PO 0.00 0.00 0.00 0.00 1,~~494~~485,~~762~~108.2893 30-IO 0.00 0.00 5554,~~276~~710.2576 0.00 ~~224~~222,~~302~~477,~~643~~049.1217 15-IO 0.00 0.00 10,~~771~~538.4288 0.00 4948,~~153~~445,~~724~~566.7384 1-B1 0.00 0.00 19,~~177~~157.3715 0.00 4,~~179~~175,~~740~~304.9903 1-B2 0.00 0.00 7,~~192~~185.6507 0.00 1,~~567~~565,~~651~~986.0795 1-B3 0.00 0.00 3,~~594~~590.0526 0.00 ~~783~~782,~~329~~497.1360 1-B4 0.00 0.00 2,~~396~~393.0351 0.00 ~~522~~521,~~219~~665.4206 1-B5 0.00 0.00 1,~~799~~797.3040 0.00 ~~392~~391,~~160~~744.9768 1-B6 0.00 0.00 1,~~799~~797.7686 0.00 ~~392~~391,~~261~~844.2584 X-B1 0.00 0.00 7,~~230~~217.0360 0.00 1,~~611~~608,~~386~~514.7019 X-B2 0.00 0.00 2,~~624~~619.2776 0.00 ~~584~~583,~~881~~838.0138 X-B3 0.00 0.00 1,~~972~~969.6324 0.00 ~~439~~438,~~648~~865.7300 X-B4 0.00 0.00 ~~984~~982.1041 0.00 ~~219~~218,~~330~~939.3839 X-B5 0.00 0.00 ~~988~~986.5383 0.00 ~~220~~219,~~318~~925.3561 X-B6 0.00 0.00 ~~658~~656.0087 0.00 146,~~651~~389.0158 3-B1 0.00 0.00 2,~~284~~275.7769 0.00 ~~546~~543,~~166~~972.5843 3-B2 0.00 0.00 ~~700~~697.5072 0.00 ~~167~~166,~~452~~779.1443 3-B3 0.00 0.00 ~~529~~527.4534 0.00 126,~~562~~054.6722 3-B4 0.00 0.00 ~~525~~523.3729 0.00 125,~~589~~084.1157 3-B5 0.00 0.00 ~~175~~174.1243 0.00 41,~~863~~694.0486 3-B6 0.00 0.00 ~~354~~353.4706 0.00 84,~~734~~394.6827 5-B1 900.4500 0.00 20,~~705~~755.0044 0.00 3,~~831~~824,~~773~~148.8319 5-B2 120.9400 0.00 2,~~962~~969.4365 0.00 ~~548~~547,~~242~~151.9791 5-B3 90.6800 0.00 2,~~215~~220.1555 0.00 409,~~947~~131.4561 5-B4 60.4600 0.00 1,~~478~~482.5515 0.00 273,~~627~~083.5702 5-B5 60.4600 0.00 1,~~478~~482.5515 0.00 273,~~627~~083.5702 5-B6 30.2500 0.00 ~~743~~745.8061 0.00 137,~~650~~376.9298 SES 0.00 0.00 ~~100~~94,~~925~~192.5800 0.00 ~~537~~526,~~200~~902,~~492~~988.6086 Totals ~~3,902~~0.3610 0.00 2,~~835~~747,~~813~~352.2294 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 8,249,000.00 5.50000% ~~213~~212.~~27356164~~48643957 0.~~97750394~~97389623 0.00000000 0.00000000 1-A2 4,431,000.00 5.50000% 1000.00000000 4.58333333 0.00000000 0.00000000 1-A3 7,929,000.00 5.50000% 1000.00000000 4.58333333 0.00000000 0.00000000 1-A4 12,023,000.00 5.50000% 1000.00000000 4.58333361 0.00000000 0.00000000 1-A5 12,000,000.00 5.50000% ~~213~~212.~~27356083~~48643917 0.~~97750417~~97389583 0.00000000 0.00000000 1-A6 3,000,000.00 5.50000% 1000.00000000 4.58333333 0.00000000 0.00000000 1-A7 5,000,000.00 5.50000% 1000.00000000 4.58333400 0.00000000 0.00000000 1-A8 2,500,000.00 23.~~96000~~09188% ~~213~~212.~~27356000~~48644000 0.~~52607600~~54748400 0.00000000 0.00000000 1-A9 2,500,000.00 87.~~04000~~90812% ~~213~~212.~~27356000~~48644000 1.~~42893200~~40030800 0.00000000 0.00000000 1-A10 20,248,250.00 3.25000% ~~213~~212.~~27356142~~48643907 0.~~57761584~~57548430 0.00000000 0.00000000 1-A11 6,821,603.00 11.13095% ~~213~~212.~~27356048~~48643904 1.~~97828135~~97098101 0.00000000 0.00000000 1-A12 2,382,147.00 8.50000% ~~213~~212.~~27355952~~48643765 1.~~51068763~~50511282 0.00000000 0.00000000 1-A13 25,000,000.00 4.00000% ~~973~~967.~~93475160~~88201600 3.~~24644920~~22627320 0.00000000 0.00000000 1-A14 36,371,000.00 4.00000% ~~936~~922.~~72775838~~03500866 3.~~12242583~~07345000 0.00000000 0.00000000 1-A15 51,918,000.00 4.62500% 1000.00000000 3.85416676 0.00000000 0.00000000 1-A16 0.00 5.50000% ~~968~~961.~~98047867~~77728089 4.~~44116062~~40814579 0.00000000 0.00000000 1-A17 21,231,000.00 5.25000% 1000.00000000 4.37500024 0.00000000 0.00000000 1-A18 22,864,000.00 5.50000% 1000.00000000 4.58333319 0.00000000 0.00000000 1-A19 8,594,000.00 5.50000% 1000.00000000 4.58333372 0.00000000 0.00000000 1-A20 1,500,000.00 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 105,017,000.00 5.50000% ~~767~~759.~~63834255~~25715541 3.~~51834236~~47992858 0.00000000 0.00000000 2-A2 3,026,000.00 5.50000% ~~767~~759.~~63834104~~25715466 3.~~51834104~~47992730 0.00000000 0.00000000 3-A1 84,959,000.00 5.00000% ~~778~~763.~~59604303~~83903083 3.~~24415024~~18266258 0.00000000 0.00000000 4-A1 35,688,000.00 5.00000% ~~711~~708.~~41219486~~22831736 2.~~96421738~~95095130 0.00000000 0.00000000 4-A2 1,029,000.00 5.00000% ~~711~~708.~~41219631~~22831876 2.~~96421769~~95095238 0.00000000 0.00000000 5-A1 270,877,000.00 6.50000% ~~552~~506.~~02577738~~87900708 2.~~99013962~~74559461 0.00000000 0.00000000 5-AIO 0.00 0.~~51006~~50444% ~~555~~510.~~57806125~~50336595 0.~~23614708~~21459751 0.00000000 0.00000000 PO 1,684,723.00 0.00000% ~~904~~887.~~30530716~~24513169 0.00000000 0.00000000 0.00000000 30-IO 0.00 0.~~29369~~29270% ~~779~~774.~~47061040~~10044102 0.~~19076623~~18881464 0.00000000 0.00000000 15-IO 0.00 0.~~25702~~25729% ~~755~~738.~~17883377~~10062726 0.~~16174546~~15825360 0.00000000 0.00000000 1-B1 4,210,000.00 5.50000% ~~993~~992.~~86062233~~81258670 4.~~55519477~~55039192 0.00000000 0.00000000 1-B2 1,579,000.00 5.50000% ~~993~~992.~~86062065~~81258391 4.~~55519316~~55039265 0.00000000 0.00000000 1-B3 789,000.00 5.50000% ~~993~~992.~~86062104~~81258555 4.~~55519645~~55039290 0.00000000 0.00000000 1-B4 526,000.00 5.50000% ~~993~~992.~~86062738~~81258555 4.~~55519011~~55039924 0.00000000 0.00000000 1-B5 395,000.00 5.50000% ~~993~~992.~~86063291~~81258228 4.~~55518987~~55037975 0.00000000 0.00000000 1-B6 395,101.00 5.50000% ~~993~~992.~~86063310~~81259729 4.~~55518969~~55038079 0.00000000 0.00000000 X-B1 1,631,000.00 5.~~37468~~37495% ~~989~~987.~~72526671~~97467811 4.~~43288167~~42526058 0.00000000 0.00000000 X-B2 592,000.00 5.~~37468~~37495% ~~989~~987.~~72527027~~97467905 4.~~43288851~~42527027 0.00000000 0.00000000 X-B3 445,000.00 5.~~37468~~37495% ~~989~~987.~~72525843~~97467416 4.~~43287640~~42525843 0.00000000 0.00000000 X-B4 222,000.00 5.~~37468~~37495% ~~989~~987.~~72527027~~97468468 4.~~43288288~~42527027 0.00000000 0.00000000 X-B5 223,000.00 5.~~37468~~37495% ~~989~~987.~~72529148~~97466368 4.~~43286996~~42524664 0.00000000 0.00000000 X-B6 148,436.00 5.~~37468~~37495% ~~989~~987.~~72526880~~97468269 4.~~43288690~~42527419 0.00000000 0.00000000 3-B1 561,000.00 5.00000% ~~977~~973.~~43959002~~55896613 4.~~07267380~~05648841 0.00000000 0.00000000 3-B2 172,000.00 5.00000% ~~977~~973.~~43959302~~55895349 4.~~07267442~~05651163 0.00000000 0.00000000 3-B3 130,000.00 5.00000% ~~977~~973.~~43961538~~55900000 4.~~07269231~~05646154 0.00000000 0.00000000 3-B4 129,000.00 5.00000% ~~977~~973.~~43961240~~55899225 4.~~07263566~~05651163 0.00000000 0.00000000 3-B5 43,000.00 5.00000% ~~977~~973.~~43953488~~55906977 4.~~07255814~~05651163 0.00000000 0.00000000 3-B6 87,036.00 5.00000% ~~977~~973.~~43956524~~55898709 4.~~07268257~~05648238 0.00000000 0.00000000 5-B1 3,879,000.00 6.50000% ~~989~~987.~~72935293~~82516886 5.~~36103377~~35071926 0.00000000 0.00000000 5-B2 555,000.00 6.50000% ~~989~~987.~~72935135~~82517117 5.~~36102703~~35072072 0.00000000 0.00000000 5-B3 415,000.00 6.50000% ~~989~~987.~~72934940~~82518072 5.~~36103614~~35072289 0.00000000 0.00000000 5-B4 277,000.00 6.50000% ~~989~~987.~~72935018~~82516245 5.~~36104693~~35072202 0.00000000 0.00000000 5-B5 277,000.00 6.50000% ~~989~~987.~~72935018~~82516245 5.~~36104693~~35072202 0.00000000 0.00000000 5-B6 139,347.45 6.50000% ~~989~~987.~~72934202~~82518087 5.~~36105971~~35072583 0.00000000 0.00000000 SES 0.00 0.00000% ~~713~~693.~~20363216~~46369906 0.00000000 0.00000000 0.00000000 (5) All Classes are per $1,000 denomination.

Interest Distribution Factors Statement (continued) Remaining Ending Non-Supported Total Unpaid Certificate/ Interest Realized Interest Interest Notional Class Shortfall Losses (6) Distribution Shortfall Balance 1-A1 0.00000000 0.00000000 0.~~97750394~~97389623 0.00000000 ~~212~~202.~~48643957~~24937083 1-A2 0.00000000 0.00000000 4.58333333 0.00000000 1000.00000000 1-A3 0.00000000 0.00000000 4.58333333 0.00000000 1000.00000000 1-A4 0.00000000 0.00000000 4.58333361 0.00000000 1000.00000000 1-A5 0.00000000 0.00000000 0.~~97750417~~97389583 0.00000000 ~~212~~202.~~48643917~~24937083 1-A6 0.00000000 0.00000000 4.58333333 0.00000000 1000.00000000 1-A7 0.00000000 0.00000000 4.58333400 0.00000000 1000.00000000 1-A8 0.00000000 0.00000000 0.~~52607600~~54748400 0.00000000 ~~212~~202.~~48644000~~24937200 1-A9 0.00000000 0.00000000 1.~~42893200~~40030800 0.00000000 ~~212~~202.~~48644000~~24937200 1-A10 0.00000000 0.00000000 0.~~57761584~~57548430 0.00000000 ~~212~~202.~~48643907~~24937069 1-A11 0.00000000 0.00000000 1.~~97828135~~97098101 0.00000000 ~~212~~202.~~48643904~~24937013 1-A12 0.00000000 0.00000000 1.~~51068763~~50511282 0.00000000 ~~212~~202.~~48643765~~24937000 1-A13 (0.~~00000040)~~00000000 0.00000000 3.~~24644960~~22627320 0.00000000 ~~967~~961.~~88201600~~34715120 1-A14 (0.~~00000027)~~00000000 0.00000000 3.~~12242611~~07345000 0.00000000 ~~922~~906.~~03500866~~17191306 1-A15 (0.~~00000039)~~00000000 0.00000000 3.~~85416696~~85416657 0.00000000 1000.00000000 1-A16 (0.~~00000039)~~00000000 0.00000000 4.~~44116100~~40814579 0.00000000 ~~961~~954.~~77728089~~00031476 1-A17 (0.~~00000047)~~00000000 0.00000000 4.~~37500024~~37499976 0.00000000 1000.00000000 1-A18 (0.~~00000044)~~00000000 0.00000000 4.~~58333362~~58333319 0.00000000 1000.00000000 1-A19 0.00000000 0.00000000 4.58333372 0.00000000 1000.00000000 1-A20 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 (0.00000010) 0.00000000 3.~~51834246~~47992858 0.00000000 ~~759~~746.~~25715541~~75428645 2-A2 0.00000000 0.00000000 3.~~51834104~~47992730 0.00000000 ~~759~~746.~~25715466~~75428619 3-A1 (0.~~00000012)~~00000024 0.00000000 3.~~24415024~~18266246 0.00000000 ~~763~~760.~~83903083~~29531598 4-A1 0.00000000 0.00000000 2.~~96421766~~95095130 0.00000000 ~~708~~691.~~22831736~~97791947 4-A2 0.00000000 0.00000000 2.~~96421769~~95095238 0.00000000 ~~708~~691.~~22831876~~97792031 5-A1 0.~~01300587~~00000026 0.00000000 2.~~97713375~~74559438 0.00000000 ~~506~~482.~~87900708~~10904610 5-AIO 0.~~00102713~~00000000 0.00000000 0.~~23511991~~21459747 0.00000000 ~~510~~484.~~50336595~~35281730 PO 0.00000000 0.00000000 0.00000000 0.00000000 ~~887~~881.~~24513169~~51519864 30-IO 0.00000000 0.00000000 0.~~19076623~~18881464 0.00000000 ~~774~~767.~~10044102~~80005569 15-IO 0.00000000 0.00000000 0.~~16174546~~15825360 0.00000000 ~~738~~727.~~10062726~~46680885 1-B1 0.00000000 0.00000000 4.~~55519477~~55039192 0.00000000 ~~992~~991.~~81258670~~75867696 1-B2 0.00000000 0.00000000 4.~~55519316~~55039265 0.00000000 ~~992~~991.~~81258391~~75867638 1-B3 0.00000000 0.00000000 4.~~55519645~~55039290 0.00000000 ~~992~~991.~~81258555~~75868188 1-B4 0.00000000 0.00000000 4.~~55519011~~55039924 0.00000000 ~~992~~991.~~81258555~~75866920 1-B5 0.00000000 0.00000000 4.~~55518987~~55037975 0.00000000 ~~992~~991.~~81258228~~75868354 1-B6 0.00000000 0.00000000 4.~~55518969~~55038079 0.00000000 ~~992~~991.~~81259729~~75866424 X-B1 0.00000000 0.00000000 4.~~43288167~~42526058 0.00000000 ~~987~~986.~~97467811~~21348253 X-B2 0.00000000 0.00000000 4.~~43288851~~42527027 0.00000000 ~~987~~986.~~97467905~~21347973 X-B3 0.00000000 0.00000000 4.~~43287640~~42525843 0.00000000 ~~987~~986.~~97467416~~21348315 X-B4 0.00000000 0.00000000 4.~~43288288~~42527027 0.00000000 ~~987~~986.~~97468468~~21346847 X-B5 0.00000000 0.00000000 4.~~43286996~~42524664 0.00000000 ~~987~~986.~~97466368~~21349776 X-B6 0.00000000 0.00000000 4.~~43288690~~42527419 0.00000000 ~~987~~986.~~97468269~~21345226 3-B1 0.00000000 0.00000000 4.~~07267380~~05648841 0.00000000 ~~973~~969.~~55896613~~64782531 3-B2 0.00000000 0.00000000 4.~~07267442~~05651163 0.00000000 ~~973~~969.~~55895349~~64784884 3-B3 0.00000000 0.00000000 4.~~07269231~~05646154 0.00000000 ~~973~~969.~~55900000~~64784615 3-B4 0.00000000 0.00000000 4.~~07263566~~05651163 0.00000000 ~~973~~969.~~55899225~~64782946 3-B5 0.00000000 0.00000000 4.~~07255814~~05651163 0.00000000 ~~973~~969.~~55906977~~64790698 3-B6 0.00000000 0.00000000 4.~~07268257~~05648238 0.00000000 ~~973~~969.~~55898709~~64784687 5-B1 0.~~02331787~~00000000 0.00000000 5.~~33771591~~35071926 0.00000000 ~~987~~985.~~82516886~~85929105 5-B2 0.~~02331532~~00000000 0.00000000 5.~~33771171~~35072072 0.00000000 ~~987~~985.~~82517117~~85929730 5-B3 0.~~02332530~~00000000 0.00000000 5.~~33771084~~35072289 0.00000000 ~~987~~985.~~82518072~~85930120 5-B4 0.~~02332130~~00000000 0.00000000 5.~~33772563~~35072202 0.00000000 ~~987~~985.~~82516245~~85927798 5-B5 0.~~02332130~~00000000 0.00000000 5.~~33772563~~35072202 0.00000000 ~~987~~985.~~82516245~~85927798 5-B6 0.~~02332300~~00000000 0.00000000 5.~~33773671~~35072583 0.00000000 ~~987~~985.~~82518087~~85930349 SES 0.00000000 0.00000000 0.~~13028325~~12159098 0.00000000 ~~693~~680.~~46369906~~17081282 (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 APO1 0.00000% 0.00 0.00 ~~645~~644,~~444~~822.2082 644,~~822~~019.8280 98.~~83644741~~71336299% APO2 0.00000% 0.00 0.00 160,~~872~~683.2958 160,~~683~~020.5875 97.~~91868323~~51476243% APO3 0.00000% 0.00 0.00 ~~166~~165,~~505~~810.1790 165,~~810~~142.9007 94.~~82711488~~44461157% APO4 0.00000% 0.00 0.00 30,~~360~~211.7343 30,~~211~~058.4355 8584.~~04033665~~61000394% APO5 0.00000% 0.00 0.00 ~~520,321.57~~ 493,233.54 74485,867.~~97910396~~77 73.85939334% 30-IO-1 0.~~30600~~30619% ~~161,003,095.51~~ 160,330,492.91 159,091,617.01 0.00 0.00 78.~~88621877~~27666389% 30-IO-2 0.~~26311~~25888% 6463,~~855~~972,~~603~~150.0321 63,~~972~~385,~~150~~432.2116 0.00 0.00 73.~~94224125~~26408291% 15-IO-1 0.~~26049~~26098% 3433,~~793~~717,~~177~~567.2091 33,~~717~~554,~~567~~438.9176 0.00 0.00 72.~~52846277~~17756242% 15-IO-2 0.24921% 15,~~497~~436,~~868~~156.6982 1514,~~436~~891,~~156~~128.8208 0.00 0.00 7674.~~77333443~~06257719% SES1 0.00000% ~~217,065,451.61~~ 216,327,792.18 215,018,363.33 0.00 0.00 8281.~~21995774~~72228158% SES2 0.00000% ~~85,517,722.71~~ 84,609,451.74 83,255,371.13 0.00 0.00 7675.~~47204462~~24819420% SES3 0.00000% ~~67,411,969.56~~ 66,153,180.10 65,847,052.36 0.00 0.00 76.~~69409935~~33919289% SES4 0.00000% 26,~~960~~840,~~307~~099.4896 26,~~840~~240,~~099~~107.9650 0.00 0.00 7169.~~42115952~~82458733% SES5 0.00000% ~~155,536,832.00~~ 143,269,968.62 136,542,094.54 0.00 0.00 5149.~~70760399~~27944509%

CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 1813,~~132~~068,~~547~~806.6279 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) ~~19,688~~0.2300 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 1813,~~152~~068,~~235~~806.8579 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 2423,~~631~~950.8711 Payment of Interest and Principal 1813,~~127~~044,~~603~~856.9868 Total Withdrawals (Pool Distribution Amount) 1813,~~152~~068,~~235~~806.8579 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 ~~3,902~~0.3600

SERVICING FEES Gross Servicing Fee 2322,~~020~~383.4228 Trustee Fee - Wells Fargo Bank, N.A. 1,~~611~~566.4583 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 2423,~~631~~950.8711

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 1 0 0 1 ~~349~~347,~~011~~723.1900 0.00 0.00 ~~349~~347,~~011~~723.1900 30 Days 15 0 0 0 15 ~~433~~2,~~636~~331,244.1672 0.00 0.00 0.00 ~~433~~2,~~636~~331,244.1672 60 Days 31 0 0 0 3 1 433,~~270,460~~636.4516 0.00 0.00 0.00 1433,~~270,460~~636.4516 90 Days 12 0 0 0 12 ~~329~~779,~~289~~433.0673 0.00 0.00 0.00 ~~329~~779,~~289~~433.0673 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 10 0 10 0.00 0.00 ~~842,695~~0.8800 0.00 ~~842,695~~0.8800 180+ Days 0 0 01 0 01 0.00 0.00 0842,695.0088 0.00 0842,695.0088 Totals 58 1 1 0 710 23,~~033~~544,~~385~~314.6761 ~~349~~347,~~011~~723.1900 842,695.88 0.00 34,~~225~~734,~~092~~733.7449 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.~~087032~~088731% 0.000000% 0.000000% 0.~~087032~~088731% 0.~~064876~~065897% 0.000000% 0.000000% 0.~~064876~~065897% 30 Days 0.~~087032~~443656% 0.000000% 0.000000% 0.000000% 0.~~087032~~443656% 0.~~080607~~441792% 0.000000% 0.000000% 0.000000% 0.~~080607~~441792% 60 Days 0.~~261097~~088731% 0.000000% 0.000000% 0.000000% 0.~~261097~~088731% 0.~~236160~~082178% 0.000000% 0.000000% 0.000000% 0.~~236160~~082178% 90 Days 0.~~087032~~177462% 0.000000% 0.000000% 0.000000% 0.~~087032~~177462% 0.~~061210~~147710% 0.000000% 0.000000% 0.000000% 0.~~061210~~147710% 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.~~087032~~000000% 0.000000% 0.~~087032~~000000% 0.000000% 0.000000% 0.~~156645~~000000% 0.000000% 0.~~156645~~000000% 180+ Days 0.000000% 0.000000% 0.~~000000~~088731% 0.000000% 0.~~000000~~088731% 0.000000% 0.000000% 0.~~000000~~159699% 0.000000% 0.~~000000~~159699% Totals 0.~~435161~~709849% 0.~~087032~~088731% 0.~~087032~~088731% 0.000000% 0.~~609225~~887311% 0.~~377977~~671680% 0.~~064876~~065897% 0.~~156645~~159699% 0.000000% 0.~~599498~~897275%

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 02 0 0 0 02 01,142,940.0083 0.00 0.00 0.00 01,142,940.0083 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 02 0 0 0 02 01,142,940.0083 0.00 0.00 0.00 01,142,940.0083 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.~~000000~~460829% 0.000000% 0.000000% 0.000000% 0.~~000000~~460829% 0.~~000000~~531122% 0.000000% 0.000000% 0.000000% 0.~~000000~~531122% 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~~460829% 0.000000% 0.000000% 0.000000% 0.~~000000~~460829% 0.~~000000~~531122% 0.000000% 0.000000% 0.000000% 0.~~000000~~531122% 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 10 0 10 0.00 0.00 ~~842,695~~0.8800 0.00 ~~842,695~~0.8800 180 Days 0 0 01 0 01 0.00 0.00 0842,695.0088 0.00 0842,695.0088 Totals 0 0 1 0 1 0.00 0.00 842,695.88 0.00 842,695.88 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.~~595238~~000000% 0.000000% 0.~~595238~~000000% 0.000000% 0.000000% 0.~~995139~~000000% 0.000000% 0.~~995139~~000000% 180 Days 0.000000% 0.000000% 0.~~000000~~602410% 0.000000% 0.~~000000~~602410% 0.000000% 0.000000% 01.~~000000~~011299% 0.000000% 01.~~000000~~011299% Totals 0.000000% 0.000000% 0.~~595238~~602410% 0.000000% 0.~~595238~~602410% 0.000000% 0.000000% 01.~~995139~~011299% 0.000000% 01.~~995139~~011299% 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 1 0 0 1 ~~349~~347,~~011~~723.1900 0.00 0.00 ~~349~~347,~~011~~723.1900 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 1 0 0 1 0.00 ~~349~~347,~~011~~723.1900 0.00 0.00 ~~349~~347,~~011~~723.1900 0-29 Days 0.735294% 0.000000% 0.000000% 0.735294% 0.~~525864~~526369% 0.000000% 0.000000% 0.~~525864~~526369% 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% 0.735294% 0.000000% 0.000000% 0.735294% 0.000000% 0.~~525864~~526369% 0.000000% 0.000000% 0.~~525864~~526369% 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 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 13 0 0 0 13 ~~433~~1,~~636~~188,303.1689 0.00 0.00 0.00 ~~433~~1,~~636~~188,303.1689 60 Days 31 0 0 0 3 1 433,~~270,460~~636.4516 0.00 0.00 0.00 1433,~~270,460~~636.4516 90 Days 12 0 0 0 12 ~~329~~779,~~289~~433.0673 0.00 0.00 0.00 ~~329~~779,~~289~~433.0673 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 56 0 0 0 56 2,~~033~~401,~~385~~373.6778 0.00 0.00 0.00 2,~~033~~401,~~385~~373.6778 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.~~281690~~887574% 0.000000% 0.000000% 0.000000% 0.~~281690~~887574% 0.~~302201~~868753% 0.000000% 0.000000% 0.000000% 0.~~302201~~868753% 60 Days 0.~~845070~~295858% 0.000000% 0.000000% 0.000000% 0.~~845070~~295858% 0.~~885384~~317026% 0.000000% 0.000000% 0.000000% 0.~~885384~~317026% 90 Days 0.~~281690~~591716% 0.000000% 0.000000% 0.000000% 0.~~281690~~591716% 0.~~229482~~569834% 0.000000% 0.000000% 0.000000% 0.~~229482~~569834% 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 1.~~408451~~775148% 0.000000% 0.000000% 0.000000% 1.~~408451~~775148% 1.~~417067~~755613% 0.000000% 0.000000% 0.000000% 1.~~417067~~755613%

OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance ~~19,688~~0.2300

COLLATERAL STATEMENT Collateral Description Fixed Weighted Average Gross Coupon 6.~~202087~~180138% Weighted Average Pass-Through Rate 5.~~948587~~926638% Weighted Average Maturity(Stepdown Calculation ) ~~300~~299 Beginning Scheduled Collateral Loan Count 1,~~182~~149 Number Of Loans Paid In Full 3322 Ending Scheduled Collateral Loan Count 1,~~149~~127 Beginning Scheduled Collateral Balance ~~552~~537,~~492~~200,~~283~~492.3660 Ending Scheduled Collateral Balance ~~537~~526,~~200~~902,~~492~~988.6086 Ending Actual Collateral Balance at 31-~~Jul~~Aug-2004 ~~537~~527,~~965~~679,~~910~~037.4106 Monthly P &I Constant 3,~~847~~743,~~282~~412.2282 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 1712,~~859~~817,~~507~~449.7229 Class AP Deferred Amount 0.00 Ending Scheduled Balance for Premium Loans ~~537~~526,~~200~~902,~~492~~988.6086 Scheduled Principal ~~991~~976,~~778~~768.0326 Unscheduled Principal 149,~~300~~320,~~012~~735.7348

~~Group~~Miscellaneous ~~Level~~Reporting ~~Collateral~~Senior ~~Statement~~% Group 1 - 30 Year Fixed 2 - 30 Year Fixed 3 - 15 Year Fixed Collateral Description Mixed Fixed Mixed Fixed Mixed Fixed Weighted Average Coupon Rate 5.964115 5.942697 5.375599 Weighted Average Net Rate 5.714115 5.692697 5.125599 Weighted Average Maturity 352 352 172 Beginning Loan Count 437 170 138 Loans Paid In Full 1 2 2 Ending Loan Count 436 168 136 Beginning Scheduled Balance 217,065,451.61 85,517,722.71 67,411,969.56 Ending scheduled Balance 216,327,792.18 84,609,451.74 66,153,180.10 Record Date 07/31/2004 07/31/2004 07/31/2004 Principal And Interest Constant 1,307,784.36 513,798.64 569,616.80 Scheduled Principal 228,948.30 90,293.74 267,633.72 Unscheduled Principal 508,711.13 817,977.23 991,155.74 Scheduled Interest 1,078,836.06 423,504.90 301,983.08 Servicing Fees 45,221.96 ~~17,816~~.19610446% ~~14,044.16~~Subordinate ~~Master~~% Servicing Fees 0.00 0.00 0.00 Trustee Fee 633.10 249.44 196.62 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 1,032,981.00 405,439.27 287,742.30 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 5.710615 5.689197 5.122099389554%

Group Level Collateral Statement Group 41 - 1530 Year Fixed 52 - 30 Year Fixed ~~Total~~3 - 15 Year Fixed Collateral Description Mixed Fixed Mixed Fixed Mixed Fixed Weighted Average Coupon Rate 5.~~391127~~964039 75.~~175598~~938790 65.~~202087~~373988 Weighted Average Net Rate 5.~~141128~~714039 65.~~925598~~688789 5.~~952087~~123988 Weighted Average Maturity ~~172~~351 ~~288~~351 ~~300~~171 Beginning Loan Count 54436 ~~383~~168 ~~1,182~~136 Loans Paid In Full 02 282 330 Ending Loan Count 54434 ~~355~~166 ~~1,149~~136 Beginning Scheduled Balance 26216,~~960~~327,~~307~~792.4818 ~~155~~84,~~536~~609,~~832~~451.0074 ~~552~~66,~~492~~153,~~283~~180.3610 Ending scheduled Balance 26215,~~840~~018,~~099~~363.9633 ~~143~~83,~~269~~255,~~968~~371.6213 ~~537~~65,~~200~~847,~~492~~052.6036 Record Date 0708/31/2004 0708/31/2004 0708/31/2004 Principal And Interest Constant ~~226~~1,~~290~~304,846.9261 1508,~~229,791~~743.5019 3562,~~847,282~~010.2291 Scheduled Principal ~~105~~229,~~168~~690.8849 ~~299~~90,~~733~~011.3975 ~~991~~265,~~778~~755.0357 Unscheduled Principal 151,~~038~~079,738.6436 111,~~967~~264,~~129~~068.9986 1440,~~300,012~~372.7317 Scheduled Interest ~~121~~1,~~122~~075,156.0412 ~~930~~418,~~058~~731.1144 2296,~~855,504~~255.1934 Servicing Fees 545,~~616~~068.7229 3217,~~403~~626.5098 ~~115~~13,~~102~~781.5392 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 78630.6597 ~~453~~246.6477 ~~1,611~~192.4596 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 ~~115~~1,~~426~~029,456.6786 ~~897~~400,~~200~~857.9769 2282,~~738,790~~280.2146 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.~~137627~~710539 65.~~922098~~685290 5.~~948587~~120488

~~Miscellaneous~~Group ~~Reporting~~Level Collateral Statement Group 14 - 15 Year Fixed 5 - 30 Year Fixed ~~Group~~Total 1Collateral ~~CPR~~Description 2Mixed Fixed Mixed Fixed Fixed Weighted Average Coupon Rate 5.~~779226%~~391199 ~~Group~~7.168995 16.180138 ~~Subordinate~~Weighted %Average 3Net Rate 5.~~625189%~~141199 ~~Group~~6.918995 5.930138 Weighted Average Maturity 171 287 299 Beginning Loan Count 54 355 1,149 ~~Subordinate~~Loans ~~Prepayment~~Paid %In ~~0.000000%~~Full ~~Group~~1 17 22 Ending Loan Count 53 338 1,127 ~~Senior~~Beginning %Scheduled Balance 26,840,099.96 143,269,968.~~374811%~~62 ~~Group~~537,200,492.60 Ending scheduled Balance 26,240,107.50 136,542,094.54 526,902,988.86 Record Date 08/31/2004 08/31/2004 08/31/2004 Principal And Interest Constant 226,290.92 1,141,521.19 ~~Senior~~3,743,412.82 ~~Prepayment~~Scheduled %Principal ~~100~~105,707.~~000000%~~32 ~~Group~~285,603.13 2976,768.26 -Unscheduled 30Principal ~~Year~~494,285.14 ~~Fixed~~6,442,270.95 ~~Group~~9,320,735.48 2Scheduled ~~CPR~~Interest 10120,583.~~903932%~~60 ~~Group~~855,918.06 2,766,644.56 ~~Subordinate~~Servicing %Fees 25,591.~~833868%~~69 ~~Group~~29,847.91 2111,916.79 ~~Subordinate~~Master ~~Prepayment~~Servicing %Fees 0.~~000000%~~00 ~~Group~~0.00 20.00 ~~Senior~~Trustee %Fee 9778.~~166132%~~27 ~~Group~~417.86 21,566.83 ~~Senior~~FRY ~~Prepayment~~Amount %0.00 ~~100~~0.~~000000%~~00 ~~Group~~0.00 3Special -Hazard 15Fee ~~Year~~0.00 ~~Fixed~~0.00 ~~Group~~0.00 3Other ~~CPR~~Fee 160.~~344186%~~00 ~~Group~~0.00 30.00 ~~Subordinate~~Pool %Insurance Fee 0.00 0.00 0.00 Spread Fee 1 0.~~630925%~~00 ~~Group~~0.00 30.00 ~~Subordinate~~Spread ~~Prepayment~~Fee %2 0.~~000000%~~00 ~~Group~~0.00 0.00 Spread Fee 3 ~~Senior~~0.00 %0.00 980.~~369075%~~00 ~~Group~~Net 3Interest ~~Senior~~114,913.64 825,652.29 2,653,160.94 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 ~~100~~0.~~000000%~~00 0.00 0.00 Special Servicing Fee 0.00 0.00 0.00 Pass-Through Rate 5.137699 6.915495 5.926638

Miscellaneous Reporting Group 41 - 1530 Year Fixed Group 41 CPR 05.~~669924~~833767% Group 41 Subordinate % 3.~~004183~~633742% Group 41 Subordinate Prepayment % 0.000000% Group 41 Senior % 96.~~995817~~366258% Group 41 Senior Prepayment % 100.000000% Group 52 - 30 Year Fixed Group 52 CPR 6116.~~812979~~542033% Group 52 Subordinate % 2.861317% Group 2 Subordinate Prepayment % 0.000000% Group 2 Senior % 97.138683% Group 2 Senior Prepayment % 100.000000% Group 3 - 15 Year Fixed Group 3 CPR 0.~~538606~~732821% Group 53 Subordinate % 1.655421% Group 3 Subordinate Prepayment % 0.000000% Group 53 Senior % 9698.~~461394~~344579% Group 53 Senior Prepayment % 100.000000%

Group

Filing Compare · BANC OF AMERICA MORT SEC INC MORT PS THR CERTS SER 2004-1