8-K 1 baa04001_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 ALTERNATIVE LOAN TRUST Mortgage Pass-Through Certificates, Series 2004-1 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-105940-21 54-2142317 Pooling and Servicing Agreement) (Commission 54-2142318 (State or other File Number) IRS EIN jurisdiction of Incorporation) c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Road Columbia, MD 21045 (Address of principal executive offices) (Zip Code) Registrant's telephone number, including area code: (410) 884-2000 (Former name or former address, if changed since last report) Check the appropriate box below if the Form 8-K filing is intended to simultaneously satisfy the filing obligation of the registrant under any of the following provisions (see General Instruction A.2. below): [ ] Written communications pursuant to Rule 425 under the Securities Act (17 CFR 230.425) [ ] Soliciting material pursuant to Rule 14a-12 under the Exchange Act (17 CFR 240.14a-12) [ ] Pre-commencement communications pursuant to Rule 14d-2(b) under the Exchange Act(17 CFR 240.14d-2(b)) [ ] Pre-commencement communications pursuant to Rule 13e-4(c) under the Exchange Act(17 CFR 240.13e-4(c)) ITEM 8.01 Other Events On September 27, 2004 a distribution was made to holders of BANC OF AMERICA ALTERNATIVE LOAN TRUST, 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 ALTERNATIVE LOAN TRUST 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: 9/28/2004 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 Alternative Loan Trust Mortgage Pass-Through Certificates Record Date: 78/31/042004 Distribution Date: 89/2527/042004 BAA 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-A-1 05948KKK4 SEN 6.00000% ~~131~~130,~~750~~328,~~350~~998.8323 ~~658~~651,~~751~~645.7400 1,~~421~~650,~~352~~668.6119 1-A-R 05948KKL2 SEN 6.00000% 0.00 0.00 0.00 1-A-LR 05948KKM0 SEN 6.00000% 0.00 0.00 0.00 2-A-1 05948KKN8 SEN 6.00000% 6968,~~513~~702,~~837~~934.0462 ~~347~~343,~~569~~514.1868 ~~810~~1,~~902~~006,790.4200 CB-IO 05948KKP3 IO 0.~~28537~~28617% 0.00 2322,~~173~~950.6360 0.00 3-A-1 05948KKQ1 SEN 6.00000% 20,~~699~~644,~~919~~339.8022 103,~~499~~221.6070 55868,~~580~~443.5852 3-IO 05948KKR9 IO 0.~~35088~~35203% 0.00 1,~~864~~860.8208 0.00 4-A-1 05948KKS7 SEN 4.75000% 4948,~~042~~647,~~174~~382.2991 ~~194~~192,~~125~~562.2659 ~~394~~487,~~791~~186.3887 5-A-1 05948KKT5 SEN 5.50000% 2322,~~232~~889,~~546~~787.4780 ~~106~~104,~~482~~911.5054 ~~342~~302,~~758~~090.6848 5-A-2 05948KKU2 SEN 5.50000% 25,~~616~~238,~~205~~280.7403 ~~117~~115,~~407~~675.6047 ~~377~~333,~~925~~084.7296 5-A-3 05948KKV0 SEN 5.50000% ~~385~~379,~~660~~970.2748 1,~~767~~741.6153 5,~~689~~014.7970 15-IO 05948KKW8 IO 0.~~33022~~32979% 0.00 19,~~759~~467.1673 0.00 PO 05948KKX6 PO 0.00000% 6,~~562~~530,~~248~~820.6282 0.00 3146,~~427~~644.8033 15-B-1 05948KLC1 SUB 5.~~12559~~12562% 1,~~597~~591,~~955~~656.0990 6,~~825~~798.3852 6,~~298~~336.2016 15-B-2 05948KLD9 SUB 5.~~12559~~12562% ~~266~~265,~~814~~762.5289 1,~~139~~135.6517 1,~~051~~057.6396 15-B-3 05948KLE7 SUB 5.~~12559~~12562% ~~319~~318,~~591~~331.0238 1,~~365~~359.0870 1,~~259~~267.6423 15-B-4 05948KLT4 SUB 5.~~12559~~12562% ~~213~~212,~~060~~220.6892 ~~910~~906.0547 ~~839~~844.7682 15-B-5 05948KLU1 SUB 5.~~12559~~12562% 106,~~530~~110.3446 ~~455~~453.0323 ~~419~~422.8841 15-B-6 05948KLV9 SUB 5.~~12559~~12562% ~~160~~159,~~578~~945.3747 ~~685~~683.8818 ~~632~~636.9072 30-B-1 05948KKZ1 SUB 5.50000% 5,~~682~~676,~~120~~169.9368 26,~~043~~015.0578 56,~~951~~001.2591 30-B-2 05948KLA5 SUB 5.50000% 2,~~272~~269,~~053~~673.2559 10,~~413~~402.5867 2,~~379~~399.6792 30-B-3 05948KLB3 SUB 5.50000% 1,~~263~~261,~~245~~922.7163 5,~~789~~783.8881 1,~~323~~334.0834 30-B-4 05948KLQ0 SUB 6.00000% 1,~~262~~260,~~251~~929.8177 6,~~311~~304.2665 1,~~322~~333.0429 30-B-5 05948KLR8 SUB 6.00000% ~~883~~882,~~576~~650.2784 4,~~417~~413.8825 ~~925~~933.4330 30-B-6 05948KLS6 SUB 6.00000% 1,~~011~~010,~~069~~010.7277 5,~~055~~050.3505 1,~~058~~067.9596 30-B-IO 05948KKY4 IO 0.50000% 0.00 3,~~840~~836.5957 0.00 SES 05948KLF4 SEN 0.00000% 0.00 6059,~~758~~656.4998 0.00 Totals ~~341~~338,~~841~~377,~~790~~899.7741 1,~~708~~690,~~412~~350.2595 34,~~463~~723,~~891~~559.4107

Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses 1-A-1 0.00 ~~130~~128,~~328~~678,~~998~~330.2304 2,~~080~~302,~~104~~313.3519 0.00 1-A-R 0.00 0.00 0.00 0.00 1-A-LR 0.00 0.00 0.00 0.00 2-A-1 0.00 6867,~~702~~696,~~934~~144.62 1,~~158~~350,~~471~~304.6068 0.00 CB-IO 0.00 0.00 2322,~~173~~950.6360 0.00 3-A-1 0.00 2019,~~644~~775,~~339~~895.2270 ~~159~~971,~~080~~665.1822 0.00 3-IO 0.00 0.00 1,~~864~~860.8208 0.00 4-A-1 0.00 48,~~647~~160,~~382~~196.9104 ~~588~~679,~~916~~749.6446 0.00 5-A-1 0.00 22,~~889~~587,~~787~~697.8032 ~~449~~407,~~241~~002.1802 0.00 5-A-2 0.00 2524,~~238~~905,~~280~~195.0307 ~~495~~448,~~333~~760.3243 0.00 5-A-3 0.00 ~~379~~374,~~970~~955.4878 76,~~457~~756.4023 0.00 15-IO 0.00 0.00 19,~~759~~467.1673 0.00 PO 0.00 6,~~530~~484,~~820~~176.8249 3146,~~427~~644.8033 0.00 15-B-1 0.00 1,~~591~~585,~~656~~320.9074 13,~~123~~134.5868 0.00 15-B-2 0.00 ~~265~~264,~~762~~704.8993 2,~~191~~193.2813 0.00 15-B-3 0.00 ~~318~~317,~~331~~064.3815 2,~~624~~626.7293 0.00 15-B-4 0.00 ~~212~~211,~~220~~376.9210 1,~~749~~751.8129 0.00 15-B-5 0.00 ~~106~~105,~~110~~688.4605 ~~874~~875.9164 0.00 15-B-6 0.00 159,~~945~~308.4775 1,~~318~~319.7890 0.00 30-B-1 0.00 5,~~676~~670,~~169~~167.6878 3132,~~994~~017.3069 0.00 30-B-2 0.00 2,~~269~~267,~~673~~273.5966 12,~~793~~802.2559 0.00 30-B-3 0.00 1,~~261~~260,~~922~~588.6329 7,~~112~~118.9615 0.00 30-B-4 0.00 1,~~260~~259,~~929~~596.7748 7,~~633~~637.3094 0.00 30-B-5 0.00 ~~882~~881,~~650~~717.8454 5,~~343~~346.3155 0.00 30-B-6 0.00 1,~~010~~008,~~010~~942.7781 6,~~114~~118.3001 0.00 30-B-IO 0.00 0.00 3,~~840~~836.5957 0.00 SES 0.00 0.00 6059,~~758~~656.4998 0.00 Totals 0.00 ~~338~~333,~~377~~654,~~899~~340.4134 56,~~172~~413,~~303~~910.6602 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-A-1 140,321,000.00 ~~131~~130,~~750~~328,~~350~~998.8323 ~~139~~138,~~062~~705.23 1,~~282~~511,~~290~~962.3796 0.00 0.00 1-A-R 50.00 0.00 0.00 0.00 0.00 0.00 1-A-LR 50.00 0.00 0.00 0.00 0.00 0.00 2-A-1 71,807,000.00 6968,~~513~~702,~~837~~934.0462 71,~~970~~845.4533 ~~738~~934,~~931~~944.9767 0.00 0.00 CB-IO 0.00 0.00 0.00 0.00 0.00 0.00 3-A-1 23,453,000.00 20,~~699~~644,~~919~~339.8022 21,~~444~~722.5887 34846,~~136~~720.0065 0.00 0.00 3-IO 0.00 0.00 0.00 0.00 0.00 0.00 4-A-1 52,610,000.00 4948,~~042~~647,~~174~~382.2991 197,~~170~~316.6322 ~~197~~289,~~620~~870.7566 0.00 0.00 5-A-1 25,000,000.00 2322,~~232~~889,~~546~~787.4780 89,~~738~~405.9550 ~~253~~212,~~019~~684.7298 0.00 0.00 5-A-2 27,565,000.00 25,~~616~~238,~~205~~280.7403 98,~~946~~578.1750 ~~278~~234,~~979~~506.5545 0.00 0.00 5-A-3 415,000.00 ~~385~~379,~~660~~970.2748 1,~~489~~484.6713 43,~~200~~530.1357 0.00 0.00 15-IO 0.00 0.00 0.00 0.00 0.00 0.00 PO 6,762,019.00 6,~~562~~530,~~248~~820.6282 910,~~982~~022.3187 2136,~~445~~621.4946 0.00 0.00 15-B-1 1,635,000.00 1,~~597~~591,~~955~~656.0990 6,~~298~~336.2016 0.00 0.00 0.00 15-B-2 273,000.00 ~~266~~265,~~814~~762.5289 1,~~051~~057.6396 0.00 0.00 0.00 15-B-3 327,000.00 ~~319~~318,~~591~~331.0238 1,~~259~~267.6423 0.00 0.00 0.00 15-B-4 218,000.00 ~~213~~212,~~060~~220.6892 ~~839~~844.7682 0.00 0.00 0.00 15-B-5 109,000.00 106,~~530~~110.3446 ~~419~~422.8841 0.00 0.00 0.00 15-B-6 164,301.00 ~~160~~159,~~578~~945.3747 ~~632~~636.9072 0.00 0.00 0.00 30-B-1 5,717,000.00 5,~~682~~676,~~120~~169.9368 56,~~951~~001.2591 0.00 0.00 0.00 30-B-2 2,286,000.00 2,~~272~~269,~~053~~673.2559 2,~~379~~399.6792 0.00 0.00 0.00 30-B-3 1,271,000.00 1,~~263~~261,~~245~~922.7163 1,~~323~~334.0834 0.00 0.00 0.00 30-B-4 1,270,000.00 1,~~262~~260,~~251~~929.8177 1,~~322~~333.0429 0.00 0.00 0.00 30-B-5 889,000.00 ~~883~~882,~~576~~650.2784 ~~925~~933.4330 0.00 0.00 0.00 30-B-6 1,017,276.00 1,~~011~~010,~~069~~010.7277 1,~~058~~067.9596 0.00 0.00 0.00 30-B-IO 0.00 0.00 0.00 0.00 0.00 0.00 SES 0.00 0.00 0.00 0.00 0.00 0.00 Totals 363,109,696.00 ~~341~~338,~~841~~377,~~790~~899.7741 ~~653~~652,~~267~~716.4267 24,~~810~~070,~~623~~842.9840 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-A-1 1,~~421~~650,~~352~~668.6119 ~~130~~128,~~328~~678,~~998~~330.2304 0.~~92879183~~91702831 1,~~421~~650,~~352~~668.6119 1-A-R 0.00 0.00 0.00000000 0.00 1-A-LR 0.00 0.00 0.00000000 0.00 2-A-1 ~~810~~1,~~902~~006,790.4200 6867,~~702~~696,~~934~~144.62 0.~~95677211~~94275133 ~~810~~1,~~902~~006,790.4200 CB-IO 0.00 0.00 0.00000000 0.00 3-A-1 55868,~~580~~443.5852 2019,~~644~~775,~~339~~895.2270 0.~~88024301~~84321390 55868,~~580~~443.5852 3-IO 0.00 0.00 0.00000000 0.00 4-A-1 ~~394~~487,~~791~~186.3887 48,~~647~~160,~~382~~196.9104 0.~~92467939~~91541905 ~~394~~487,~~791~~186.3887 5-A-1 ~~342~~302,~~758~~090.6848 22,~~889~~587,~~787~~697.8032 0.~~91559151~~90350789 ~~342~~302,~~758~~090.6848 5-A-2 ~~377~~333,~~925~~084.7296 2524,~~238~~905,~~280~~195.0307 0.~~91559151~~90350789 ~~377~~333,~~925~~084.7296 5-A-3 5,~~689~~014.7970 ~~379~~374,~~970~~955.4878 0.~~91559152~~90350790 5,~~689~~014.7970 15-IO 0.00 0.00 0.00000000 0.00 PO 3146,~~427~~644.8033 6,~~530~~484,~~820~~176.8249 0.~~96580930~~95891131 3146,~~427~~644.8033 15-B-1 6,~~298~~336.2016 1,~~591~~585,~~656~~320.9074 0.~~97349046~~96961513 6,~~298~~336.2016 15-B-2 1,~~051~~057.6396 ~~265~~264,~~762~~704.8993 0.~~97349044~~96961513 1,~~051~~057.6396 15-B-3 1,~~259~~267.6423 ~~318~~317,~~331~~064.3815 0.~~97349046~~96961514 1,~~259~~267.6423 15-B-4 ~~839~~844.7682 ~~212~~211,~~220~~376.9210 0.~~97349046~~96961514 ~~839~~844.7682 15-B-5 ~~419~~422.8841 ~~106~~105,~~110~~688.4605 0.~~97349046~~96961514 ~~419~~422.8841 15-B-6 ~~632~~636.9072 159,~~945~~308.4775 0.~~97349054~~96961522 ~~632~~636.9072 30-B-1 56,~~951~~001.2591 5,~~676~~670,~~169~~167.6878 0.~~99285809~~99180825 56,~~951~~001.2591 30-B-2 2,~~379~~399.6792 2,~~269~~267,~~673~~273.5966 0.~~99285809~~99180825 2,~~379~~399.6792 30-B-3 1,~~323~~334.0834 1,~~261~~260,~~922~~588.6329 0.~~99285809~~99180825 1,~~323~~334.0834 30-B-4 1,~~322~~333.0429 1,~~260~~259,~~929~~596.7748 0.~~99285809~~99180825 1,~~322~~333.0429 30-B-5 ~~925~~933.4330 ~~882~~881,~~650~~717.8454 0.~~99285809~~99180826 ~~925~~933.4330 30-B-6 1,~~058~~067.9596 1,~~010~~008,~~010~~942.7781 0.~~99285815~~99180833 1,~~058~~067.9596 30-B-IO 0.00 0.00 0.00000000 0.00 SES 0.00 0.00 0.00000000 0.00 Totals 34,~~463~~723,~~891~~559.4107 ~~338~~333,~~377~~654,~~899~~340.4134 0.~~93188891~~91888028 34,~~463~~723,~~891~~559.4107

Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion 1-A-1 140,321,000.00 ~~938~~928.~~92112250~~79182895 0.~~99102935~~98848519 910.~~13826419~~77502982 0.00000000 1-A-R 50.00 0.00000000 0.00000000 0.00000000 0.00000000 1-A-LR 50.00 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 71,807,000.00 ~~968~~956.~~06491066~~77210606 1.~~00227624~~00053379 1013.~~29052836~~02024413 0.00000000 CB-IO 0.00 0.00000000 0.00000000 0.00000000 0.00000000 3-A-1 23,453,000.00 ~~882~~880.~~61287682~~24300601 0.~~91436405~~92622991 136.~~45550676~~10287170 0.00000000 3-IO 0.00 0.00000000 0.00000000 0.00000000 0.00000000 4-A-1 52,610,000.00 ~~932~~924.~~18350675~~67939384 3.~~74777856~~75054590 35.~~75633435~~50980156 0.00000000 5-A-1 25,000,000.00 ~~929~~915.~~30185880~~59151200 3.~~58955800~~57622000 108.~~12078880~~50739920 0.00000000 5-A-2 27,565,000.00 ~~929~~915.~~30185888~~59151206 3.~~58955814~~57621984 108.~~12078904~~50739888 0.00000000 5-A-3 415,000.00 ~~929~~915.~~30185542~~59151807 3.~~58956627~~57621687 108.~~12079518~~50739759 0.00000000 15-IO 0.00 0.00000000 0.00000000 0.00000000 0.00000000 PO 6,762,019.00 ~~970~~965.~~45699221~~80929749 1.~~47623217~~48223038 35.~~17146255~~41575822 0.00000000 15-B-1 1,635,000.00 ~~977~~973.~~34256269~~49045872 3.~~85211009~~87532722 0.00000000 0.00000000 15-B-2 273,000.00 ~~977~~973.~~34256410~~49043956 3.~~85212454~~87531136 0.00000000 0.00000000 15-B-3 327,000.00 ~~977~~973.~~34256881~~49045872 3.~~85211009~~87532110 0.00000000 0.00000000 15-B-4 218,000.00 ~~977~~973.~~34256881~~49045872 3.~~85211009~~87532110 0.00000000 0.00000000 15-B-5 109,000.00 ~~977~~973.~~34256881~~49045872 3.~~85211009~~87532110 0.00000000 0.00000000 15-B-6 164,301.00 ~~977~~973.~~34262116~~49054479 3.~~85207637~~87532638 0.00000000 0.00000000 30-B-1 5,717,000.00 ~~993~~992.~~89906070~~85808641 1.~~04097429~~04983558 0.00000000 0.00000000 30-B-2 2,286,000.00 ~~993~~992.~~89905949~~85808836 1.~~04097550~~04983377 0.00000000 0.00000000 30-B-3 1,271,000.00 ~~993~~992.~~89906373~~85808812 1.~~04097561~~04983478 0.00000000 0.00000000 30-B-4 1,270,000.00 ~~993~~992.~~89906299~~85808661 1.~~04097638~~04983465 0.00000000 0.00000000 30-B-5 889,000.00 ~~993~~992.~~89906637~~85808774 1.~~04097863~~04983127 0.00000000 0.00000000 30-B-6 1,017,276.00 ~~993~~992.~~89911882~~85815256 1.~~04096627~~04982325 0.00000000 0.00000000 30-B-IO 0.00 0.00000000 0.00000000 0.00000000 0.00000000 SES 0.00 0.00000000 0.00000000 0.00000000 0.00000000 (2) All Classes are per $1,000 denomination.

Principal Distribution Factors Statement (continued) Total Ending Ending Total Realized Principal Certificate Certificate Principal Class Loss (3) Reduction Balance Percentage Distribution 1-A-1 0.00000000 1011.~~12929362~~76351501 ~~928~~917.~~79182895~~02831394 0.~~92879183~~91702831 1011.~~12929362~~76351501 1-A-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1-A-LR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 0.00000000 1114.~~29280460~~02077792 ~~956~~942.~~77210606~~75132814 0.~~95677211~~94275133 1114.~~29280460~~02077792 CB-IO 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 3-A-1 0.00000000 237.~~36987081~~02910161 ~~880~~843.~~24300601~~21390440 0.~~88024301~~84321390 237.~~36987081~~02910161 3-IO 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 4-A-1 0.00000000 79.~~50411291~~26034727 ~~924~~915.~~67939384~~41904657 0.~~92467939~~91541905 79.~~50411291~~26034727 5-A-1 0.00000000 1312.~~71034720~~08361920 ~~915~~903.~~59151200~~50789280 0.~~91559151~~90350789 1312.~~71034720~~08361920 5-A-2 0.00000000 1312.~~71034718~~08361908 ~~915~~903.~~59151206~~50789298 0.~~91559151~~90350789 1312.~~71034718~~08361908 5-A-3 0.00000000 1312.~~71033735~~08361446 ~~915~~903.~~59151807~~50790361 0.~~91559152~~90350790 1312.~~71033735~~08361446 15-IO 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 PO 0.00000000 46.~~64769472~~89798860 ~~965~~958.~~80929749~~91130889 0.~~96580930~~95891131 46.~~64769472~~89798860 15-B-1 0.00000000 3.~~85211009~~87532722 ~~973~~969.~~49045872~~61513150 0.~~97349046~~96961513 3.~~85211009~~87532722 15-B-2 0.00000000 3.~~85212454~~87531136 ~~973~~969.~~49043956~~61512821 0.~~97349044~~96961513 3.~~85212454~~87531136 15-B-3 0.00000000 3.~~85211009~~87532110 ~~973~~969.~~49045872~~61513761 0.~~97349046~~96961514 3.~~85211009~~87532110 15-B-4 0.00000000 3.~~85211009~~87532110 ~~973~~969.~~49045872~~61513761 0.~~97349046~~96961514 3.~~85211009~~87532110 15-B-5 0.00000000 3.~~85211009~~87532110 ~~973~~969.~~49045872~~61513761 0.~~97349046~~96961514 3.~~85211009~~87532110 15-B-6 0.00000000 3.~~85207637~~87532638 ~~973~~969.~~49054479~~61521841 0.~~97349054~~96961522 3.~~85207637~~87532638 30-B-1 0.00000000 1.~~04097429~~04983558 ~~992~~991.~~85808641~~80825258 0.~~99285809~~99180825 1.~~04097429~~04983558 30-B-2 0.00000000 1.~~04097550~~04983377 ~~992~~991.~~85808836~~80825022 0.~~99285809~~99180825 1.~~04097550~~04983377 30-B-3 0.00000000 1.~~04097561~~04983478 ~~992~~991.~~85808812~~80825334 0.~~99285809~~99180825 1.~~04097561~~04983478 30-B-4 0.00000000 1.~~04097638~~04983465 ~~992~~991.~~85808661~~80825197 0.~~99285809~~99180825 1.~~04097638~~04983465 30-B-5 0.00000000 1.~~04097863~~04983127 ~~992~~991.~~85808774~~80825647 0.~~99285809~~99180826 1.~~04097863~~04983127 30-B-6 0.00000000 1.~~04096627~~04982325 ~~992~~991.~~85815256~~80832930 0.~~99285815~~99180833 1.~~04096627~~04982325 30-B-IO 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 SES 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 (3) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.

Interest Distribution Statement Beginning Payment of Original Current Certificate/ Current Unpaid Current Face Certificate Notional Accrued Interest Interest Class Amount Rate Balance Interest Shortfall Shortfall 1-A-1 140,321,000.00 6.00000% ~~131~~130,~~750~~328,~~350~~998.8323 ~~658~~651,~~751~~644.7599 0.00 0.00 1-A-R 50.00 6.00000% 0.00 0.00 0.00 0.00 1-A-LR 50.00 6.00000% 0.00 0.00 0.00 0.00 2-A-1 71,807,000.00 6.00000% 6968,~~513~~702,~~837~~934.0462 ~~347~~343,~~569~~514.1967 0.00 0.00 CB-IO 0.00 0.~~28537~~28617% 9796,~~445~~240,~~141~~489.5156 2322,~~173~~950.6360 0.00 0.00 3-A-1 23,453,000.00 6.00000% 20,~~699~~644,~~919~~339.8022 103,~~499~~221.6070 0.00 0.00 3-IO 0.00 0.~~35088~~35203% 6,~~377~~340,~~545~~690.20 1,~~864~~860.8208 0.00 0.00 4-A-1 52,610,000.00 4.75000% 4948,~~042~~647,~~174~~382.2991 ~~194~~192,~~125~~562.2756 0.00 0.00 5-A-1 25,000,000.00 5.50000% 2322,~~232~~889,~~546~~787.4780 ~~106~~104,~~482~~911.5053 0.00 0.00 5-A-2 27,565,000.00 5.50000% 25,~~616~~238,~~205~~280.7403 ~~117~~115,~~407~~675.6145 0.00 0.00 5-A-3 415,000.00 5.50000% ~~385~~379,~~660~~970.2748 1,~~767~~741.6153 0.00 0.00 15-IO 0.00 0.~~33022~~32979% 7170,~~803~~836,~~201~~952.4938 19,~~759~~467.1772 0.00 0.00 PO 6,762,019.00 0.00000% 6,~~562~~530,~~248~~820.6282 0.00 0.00 0.00 15-B-1 1,635,000.00 5.~~12559~~12562% 1,~~597~~591,~~955~~656.0990 6,~~825~~798.3852 0.00 0.00 15-B-2 273,000.00 5.~~12559~~12562% ~~266~~265,~~814~~762.5289 1,~~139~~135.6517 0.00 0.00 15-B-3 327,000.00 5.~~12559~~12562% ~~319~~318,~~591~~331.0238 1,~~365~~359.0870 0.00 0.00 15-B-4 218,000.00 5.~~12559~~12562% ~~213~~212,~~060~~220.6892 ~~910~~906.0547 0.00 0.00 15-B-5 109,000.00 5.~~12559~~12562% 106,~~530~~110.3446 ~~455~~453.0323 0.00 0.00 15-B-6 164,301.00 5.~~12559~~12562% ~~160~~159,~~578~~945.3747 ~~685~~683.8818 0.00 0.00 30-B-1 5,717,000.00 5.50000% 5,~~682~~676,~~120~~169.9368 26,~~043~~015.0578 0.00 0.00 30-B-2 2,286,000.00 5.50000% 2,~~272~~269,~~053~~673.2559 10,~~413~~402.5867 0.00 0.00 30-B-3 1,271,000.00 5.50000% 1,~~263~~261,~~245~~922.7163 5,~~789~~783.8881 0.00 0.00 30-B-4 1,270,000.00 6.00000% 1,~~262~~260,~~251~~929.8177 6,~~311~~304.2665 0.00 0.00 30-B-5 889,000.00 6.00000% ~~883~~882,~~576~~650.2784 4,~~417~~413.8825 0.00 0.00 30-B-6 1,017,276.00 6.00000% 1,~~011~~010,~~069~~010.7277 5,~~055~~050.3505 0.00 0.00 30-B-IO 0.00 0.50000% 9,~~217~~207,~~419~~765.90 3,~~840~~836.5957 0.00 0.00 SES 0.00 0.00000% ~~341~~338,~~841~~377,~~791~~899.1474 0.00 0.00 0.00 Totals 363,109,696.00 1,~~647~~630,~~653~~693.8188 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-A-1 (0.01) 0.00 ~~658~~651,~~751~~645.7400 0.00 ~~130~~128,~~328~~678,~~998~~330.2304 1-A-R 0.00 0.00 0.00 0.00 0.00 1-A-LR 0.00 0.00 0.00 0.00 0.00 2-A-1 0.0100 0.00 ~~347~~343,~~569~~514.1868 0.00 6867,~~702~~696,~~934~~144.62 CB-IO 0.00 0.00 2322,~~173~~950.6360 0.00 9694,~~240~~339,~~489~~255.5627 3-A-1 0.00 0.00 103,~~499~~221.6070 0.00 2019,~~644~~775,~~339~~895.2270 3-IO 0.00 0.00 1,~~864~~860.8208 0.00 65,~~340~~878,~~690~~251.2045 4-A-1 (0.0103) 0.00 ~~194~~192,~~125~~562.2659 0.00 48,~~647~~160,~~382~~196.9104 5-A-1 (0.0102) 0.00 ~~106~~104,~~482~~911.5054 0.00 22,~~889~~587,~~787~~697.8032 5-A-2 (0.0102) 0.00 ~~117~~115,~~407~~675.6047 0.00 2524,~~238~~905,~~280~~195.0307 5-A-3 0.00 0.00 1,~~767~~741.6153 0.00 ~~379~~374,~~970~~955.4878 15-IO 0.00 0.00 19,~~759~~467.1673 0.00 7069,~~836~~918,~~952~~658.3836 PO 0.00 0.00 0.00 0.00 6,~~530~~484,~~820~~176.8249 15-B-1 0.00 0.00 6,~~825~~798.3852 0.00 1,~~591~~585,~~656~~320.9074 15-B-2 0.00 0.00 1,~~139~~135.6517 0.00 ~~265~~264,~~762~~704.8993 15-B-3 0.00 0.00 1,~~365~~359.0870 0.00 ~~318~~317,~~331~~064.3815 15-B-4 0.00 0.00 ~~910~~906.0547 0.00 ~~212~~211,~~220~~376.9210 15-B-5 0.00 0.00 ~~455~~453.0323 0.00 ~~106~~105,~~110~~688.4605 15-B-6 0.00 0.00 ~~685~~683.8818 0.00 159,~~945~~308.4775 30-B-1 0.00 0.00 26,~~043~~015.0578 0.00 5,~~676~~670,~~169~~167.6878 30-B-2 0.00 0.00 10,~~413~~402.5867 0.00 2,~~269~~267,~~673~~273.5966 30-B-3 0.00 0.00 5,~~789~~783.8881 0.00 1,~~261~~260,~~922~~588.6329 30-B-4 0.00 0.00 6,~~311~~304.2665 0.00 1,~~260~~259,~~929~~596.7748 30-B-5 0.00 0.00 4,~~417~~413.8825 0.00 ~~882~~881,~~650~~717.8454 30-B-6 0.00 0.00 5,~~055~~050.3505 0.00 1,~~010~~008,~~010~~942.7781 30-B-IO 0.00 0.00 3,~~840~~836.5957 0.00 9,~~207~~198,~~765~~029.9073 SES 0.00 0.00 6059,~~758~~656.4998 0.00 ~~338~~333,~~377~~654,~~899~~340.7465 Totals (0.0508) 0.00 1,~~708~~690,~~412~~350.2595 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-A-1 140,321,000.00 6.00000% ~~938~~928.~~92112250~~79182895 4.~~69460558~~64395914 0.00000000 0.00000000 1-A-R 50.00 6.00000% 0.00000000 0.00000000 0.00000000 0.00000000 1-A-LR 50.00 6.00000% 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 71,807,000.00 6.00000% ~~968~~956.~~06491066~~77210606 4.~~84032462~~78386049 0.00000000 0.00000000 CB-IO 0.00 0.~~28537~~28617% ~~940~~928.~~30464179~~68025700 0.~~22361579~~22146364 0.00000000 0.00000000 3-A-1 23,453,000.00 6.00000% ~~882~~880.~~61287682~~24300601 4.~~41306443~~40121520 0.00000000 0.00000000 3-IO 0.00 0.~~35088~~35203% ~~802~~797.~~20115140~~56533582 0.~~23456686~~23397064 0.00000000 0.00000000 4-A-1 52,610,000.00 4.75000% ~~932~~924.~~18350675~~67939384 3.~~68989299~~66018932 0.00000000 0.00000000 5-A-1 25,000,000.00 5.50000% ~~929~~915.~~30185880~~59151200 4.~~25930000~~19646120 0.00000000 0.00000000 5-A-2 27,565,000.00 5.50000% ~~929~~915.~~30185888~~59151206 4.~~25930020~~19646109 0.00000000 0.00000000 5-A-3 415,000.00 5.50000% ~~929~~915.~~30185542~~59151807 4.~~25930120~~19645783 0.00000000 0.00000000 15-IO 0.00 0.~~33022~~32979% ~~933~~921.~~56803526~~00509567 0.~~25690400~~25311463 0.00000000 0.00000000 PO 6,762,019.00 0.00000% ~~970~~965.~~45699221~~80929749 0.00000000 0.00000000 0.00000000 15-B-1 1,635,000.00 5.~~12559~~12562% ~~977~~973.~~34256269~~49045872 4.~~17454434~~15811621 0.00000000 0.00000000 15-B-2 273,000.00 5.~~12559~~12562% ~~977~~973.~~34256410~~49043956 4.~~17454212~~15813187 0.00000000 0.00000000 15-B-3 327,000.00 5.~~12559~~12562% ~~977~~973.~~34256881~~49045872 4.~~17455657~~15810398 0.00000000 0.00000000 15-B-4 218,000.00 5.~~12559~~12562% ~~977~~973.~~34256881~~49045872 4.~~17454128~~15811927 0.00000000 0.00000000 15-B-5 109,000.00 5.~~12559~~12562% ~~977~~973.~~34256881~~49045872 4.~~17458716~~15807339 0.00000000 0.00000000 15-B-6 164,301.00 5.~~12559~~12562% ~~977~~973.~~34262116~~49054479 4.~~17453333~~15810007 0.00000000 0.00000000 30-B-1 5,717,000.00 5.50000% ~~993~~992.~~89906070~~85808641 4.~~55536995~~55059997 0.00000000 0.00000000 30-B-2 2,286,000.00 5.50000% ~~993~~992.~~89905949~~85808836 4.~~55537183~~55059930 0.00000000 0.00000000 30-B-3 1,271,000.00 5.50000% ~~993~~992.~~89906373~~85808812 4.~~55537372~~55059795 0.00000000 0.00000000 30-B-4 1,270,000.00 6.00000% ~~993~~992.~~89906299~~85808661 4.~~96949606~~96429134 0.00000000 0.00000000 30-B-5 889,000.00 6.00000% ~~993~~992.~~89906637~~85808774 4.~~96949381~~96428571 0.00000000 0.00000000 30-B-6 1,017,276.00 6.00000% ~~993~~992.~~89911882~~85815256 4.~~96949697~~96428698 0.00000000 0.00000000 30-B-IO 0.00 0.50000% ~~993~~992.~~89906189~~85808713 0.~~41412443~~41369096 0.00000000 0.00000000 SES 0.00 0.00000% ~~941~~931.~~42843032~~88891255 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-A-1 (0.00000007) 0.00000000 4.~~69460551~~64395921 0.00000000 ~~928~~917.~~79182895~~02831394 1-A-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1-A-LR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 0.~~00000014~~00000000 0.00000000 4.~~84032448~~78386063 0.00000000 ~~956~~942.~~77210606~~75132814 CB-IO 0.00000000 0.00000000 0.~~22361579~~22146364 0.00000000 ~~928~~910.~~68025700~~33414554 3-A-1 0.00000000 0.00000000 4.~~41306443~~40121520 0.00000000 ~~880~~843.~~24300601~~21390440 3-IO 0.00000000 0.00000000 0.~~23456686~~23397064 0.00000000 ~~797~~739.~~56533582~~39735957 4-A-1 (0.~~00000019~~00000057) 0.00000000 3.~~68989280~~66018989 0.00000000 ~~924~~915.~~67939384~~41904657 5-A-1 (0.~~00000040~~00000080) 0.00000000 4.~~25930000~~19646160 0.00000000 ~~915~~903.~~59151200~~50789280 5-A-2 (0.~~00000036~~00000073) 0.00000000 4.~~25929984~~19646182 0.00000000 ~~915~~903.~~59151206~~50789298 5-A-3 0.00000000 0.00000000 4.~~25930120~~19645783 0.00000000 ~~915~~903.~~59151807~~50790361 15-IO 0.00000000 0.00000000 0.~~25690387~~25311476 0.00000000 ~~921~~909.~~00509567~~06565667 PO 0.00000000 0.00000000 0.00000000 0.00000000 ~~965~~958.~~80929749~~91130889 15-B-1 0.00000000 0.00000000 4.~~17454434~~15811621 0.00000000 ~~973~~969.~~49045872~~61513150 15-B-2 0.00000000 0.00000000 4.~~17454212~~15813187 0.00000000 ~~973~~969.~~49043956~~61512821 15-B-3 0.00000000 0.00000000 4.~~17455657~~15810398 0.00000000 ~~973~~969.~~49045872~~61513761 15-B-4 0.00000000 0.00000000 4.~~17454128~~15811927 0.00000000 ~~973~~969.~~49045872~~61513761 15-B-5 0.00000000 0.00000000 4.~~17458716~~15807339 0.00000000 ~~973~~969.~~49045872~~61513761 15-B-6 0.00000000 0.00000000 4.~~17453333~~15810007 0.00000000 ~~973~~969.~~49054479~~61521841 30-B-1 0.00000000 0.00000000 4.~~55536995~~55059997 0.00000000 ~~992~~991.~~85808641~~80825258 30-B-2 0.00000000 0.00000000 4.~~55537183~~55059930 0.00000000 ~~992~~991.~~85808836~~80825022 30-B-3 0.00000000 0.00000000 4.~~55537372~~55059795 0.00000000 ~~992~~991.~~85808812~~80825334 30-B-4 0.00000000 0.00000000 4.~~96949606~~96429134 0.00000000 ~~992~~991.~~85808661~~80825197 30-B-5 0.00000000 0.00000000 4.~~96949381~~96428571 0.00000000 ~~992~~991.~~85808774~~80825647 30-B-6 0.00000000 0.00000000 4.~~96949697~~96428698 0.00000000 ~~992~~991.~~85815256~~80832930 30-B-IO 0.00000000 0.00000000 0.~~41412443~~41369096 0.00000000 ~~992~~991.~~85808713~~80825210 SES 0.00000000 0.00000000 0.~~16732819~~16429465 0.00000000 ~~931~~918.~~88891255~~88028418 (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 1-IO 0.~~26470~~26592% ~~69,388,400.55~~ 68,371,004.35 67,043,402.56 0.00 0.00 9189.~~68532257~~90501234% 2-IO 0.~~33652~~33584% 2827,~~056~~869,~~740~~485.9621 27,~~869~~295,~~485~~852.2171 0.00 0.00 9593.~~90297197~~92901869% 3-IO 0.~~35088~~35203% 6,~~377~~340,~~545~~690.20 65,~~340~~878,~~690~~251.2045 0.00 0.00 7973.~~75653358~~93973596% 4-IO 0.~~37109~~37112% 39,~~865~~511,~~446~~599.4641 39,~~511~~065,~~599~~558.4100 0.00 0.00 9190.~~63869722~~60419964% 5-IO 0.~~27921~~27766% 31,~~937~~325,~~755~~352.0397 3130,~~325~~853,~~352~~100.9736 0.00 0.00 9291.~~68968780~~29232295% 1-PO 0.00000% 0.00 0.00 2,~~987~~982,~~194~~015.1681 2,~~982~~976,~~015~~527.8148 97.~~55016299~~37062421% 2-PO 0.00000% 0.00 0.00 2,~~156~~135,~~758~~452.3530 2,~~135~~117,~~452~~967.3093 96.~~92806737~~13445274% 3-PO 0.00000% 0.00 0.00 ~~747,335.43~~ 746,439.44 94728,177.~~77693426~~77 92.45821287% 4-PO 0.00000% 0.00 0.00 ~~471,199.10~~ 469,014.08 96466,817.~~15476147~~60 95.70445087% 5-PO 0.00000% 0.00 0.00 ~~199,761.58~~ 197,899.19 87194,685.~~31950953~~72 85.90162285% 1-SES 0.00000% ~~142,079,984.84~~ 140,645,703.95 138,981,741.34 0.00 0.00 9392.~~28746131~~18378844% 2-SES 0.00000% ~~75,460,954.16~~ 74,624,821.38 73,596,587.39 0.00 0.00 9594.~~88976286~~56852535% 3-SES 0.00000% 22,~~688~~631,~~774~~011.4570 2221,~~631~~743,~~011~~001.7048 0.00 0.00 8885.~~78559641~~30176997% 4-SES 0.00000% 50,~~843~~441,~~544~~220.7145 5049,~~441~~946,~~220~~463.4555 0.00 0.00 9291.~~62160175~~71311507% 5-SES 0.00000% 50,~~768~~035,~~532~~142.9826 5049,~~035~~386,~~142~~546.2689 0.00 0.00 9190.~~68772845~~49919907%

CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 56,~~188~~430,~~683~~123.3396 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 0.00 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 56,~~188~~430,~~683~~123.3396 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 16,~~379~~213.6794 Payment of Interest and Principal 56,~~172~~413,~~303~~910.6602 Total Withdrawals (Pool Distribution Amount) 56,~~188~~430,~~683~~123.3396 Ending Balance 0.00

SERVICING FEES Gross Servicing Fee 14,~~243~~099.1513 Trustee Fee - Wells Fargo Bank, N.A. 2,~~136~~114.5281 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 16,~~379~~213.6794

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 35 0 0 35 ~~981~~1,~~453~~174,278.4652 0.00 0.00 ~~981~~1,~~453~~174,278.4652 30 Days 149 0 0 0 149 21,~~118~~145,~~588~~854.4352 0.00 0.00 0.00 21,~~118~~145,~~588~~854.4352 60 Days 32 0 0 0 32 ~~550~~613,~~471~~365.2960 0.00 0.00 0.00 ~~550~~613,~~471~~365.2960 90 Days 02 0 01 0 03 0519,015.0049 0.00 031,455.0080 0.00 0550,471.0029 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 1713 35 01 0 2019 2,~~669~~278,~~059~~235.7261 ~~981~~1,~~453~~174,278.4652 031,455.0080 0.00 3,~~650~~483,~~513~~969.1893 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.~~113208~~190186% 0.000000% 0.000000% 0.~~113208~~190186% 0.~~289588~~351367% 0.000000% 0.000000% 0.~~289588~~351367% 30 Days 0.~~528302~~342335% 0.000000% 0.000000% 0.000000% 0.~~528302~~342335% 0.~~625112~~342862% 0.000000% 0.000000% 0.000000% 0.~~625112~~342862% 60 Days 0.~~113208~~076075% 0.000000% 0.000000% 0.000000% 0.~~113208~~076075% 0.~~162422~~183531% 0.000000% 0.000000% 0.000000% 0.~~162422~~183531% 90 Days 0.~~000000~~076075% 0.000000% 0.~~000000~~038037% 0.000000% 0.~~000000~~114112% 0.~~000000~~155300% 0.000000% 0.~~000000~~009412% 0.000000% 0.~~000000~~164712% 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.~~641509~~494485% 0.~~113208~~190186% 0.~~000000~~038037% 0.000000% 0.~~754717~~722708% 0.~~787534~~681693% 0.~~289588~~351367% 0.~~000000~~009412% 0.000000% 1.~~077122~~042473%

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 01 0 0 01 038,209.0036 0.00 0.00 038,209.0036 30 Days 115 0 0 0 115 1752,~~897,012~~170.7774 0.00 0.00 0.00 1752,~~897,012~~170.7774 60 Days 2 0 0 0 2 ~~519~~613,~~015~~365.4960 0.00 0.00 0.00 ~~519~~613,~~015~~365.4960 90 Days 02 0 0 0 02 0519,015.0049 0.00 0.00 0.00 0519,015.0049 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 139 01 0 0 1310 21,~~416~~884,~~028~~551.2683 038,209.0036 0.00 0.00 21,~~416~~922,~~028~~761.2619 0-29 Days 0.~~000000~~087336% 0.000000% 0.000000% 0.~~000000~~087336% 0.~~000000~~027466% 0.000000% 0.000000% 0.~~000000~~027466% 30 Days 0.~~951557~~436681% 0.000000% 0.000000% 0.000000% 0.~~951557~~436681% 10.~~347538~~540686% 0.000000% 0.000000% 0.000000% 10.~~347538~~540686% 60 Days 0.~~173010~~174672% 0.000000% 0.000000% 0.000000% 0.~~173010~~174672% 0.~~368681~~440908% 0.000000% 0.000000% 0.000000% 0.~~368681~~440908% 90 Days 0.~~000000~~174672% 0.000000% 0.000000% 0.000000% 0.~~000000~~174672% 0.~~000000~~373086% 0.000000% 0.000000% 0.000000% 0.~~000000~~373086% 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.~~124567~~786026% 0.~~000000~~087336% 0.000000% 0.000000% 10.~~124567~~873362% 1.~~716219~~354679% 0.~~000000~~027466% 0.000000% 0.000000% 1.~~716219~~382146% 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 23 0 0 23 ~~205~~362,~~263~~914.9181 0.00 0.00 ~~205~~362,~~263~~914.9181 30 Days 02 0 0 0 02 0242,521.0097 0.00 0.00 0.00 0242,521.0097 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 2 3 0 0 25 0242,521.0097 ~~205~~362,~~263~~914.9181 0.00 0.00 ~~205~~605,~~263~~436.9178 0-29 Days 0.~~410678~~621118% 0.000000% 0.000000% 0.~~410678~~621118% 0.~~274828~~492701% 0.000000% 0.000000% 0.~~274828~~492701% 30 Days 0.~~000000~~414079% 0.000000% 0.000000% 0.000000% 0.~~000000~~414079% 0.~~000000~~329253% 0.000000% 0.000000% 0.000000% 0.~~000000~~329253% 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~~414079% 0.~~410678~~621118% 0.000000% 0.000000% 01.~~410678~~035197% 0.~~000000~~329253% 0.~~274828~~492701% 0.000000% 0.000000% 0.~~274828~~821954% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 3 - 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 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 1 0 0 1 ~~776~~773,~~189~~154.5535 0.00 0.00 ~~776~~773,~~189~~154.5535 30 Days 1 0 0 0 1 30,~~923~~715.9388 0.00 0.00 0.00 30,~~923~~715.9388 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 1 1 0 0 2 30,~~923~~715.9388 ~~776~~773,~~189~~154.5535 0.00 0.00 ~~807~~803,~~113~~870.4823 0-29 Days 0.246305% 0.000000% 0.000000% 0.246305% 1.~~533708~~542579% 0.000000% 0.000000% 1.~~533708~~542579% 30 Days 0.246305% 0.000000% 0.000000% 0.000000% 0.246305% 0.~~061104~~061284% 0.000000% 0.000000% 0.000000% 0.~~061104~~061284% 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 0.246305% 0.246305% 0.000000% 0.000000% 0.492611% 0.~~061104~~061284% 1.~~533708~~542579% 0.000000% 0.000000% 1.~~594812~~603862% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 5 - 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 21 0 0 0 21 ~~190~~120,~~651~~445.7393 0.00 0.00 0.00 ~~190~~120,~~651~~445.7393 60 Days 10 0 0 0 10 ~~31,455~~0.8000 0.00 0.00 0.00 ~~31,455~~0.8000 90 Days 0 0 01 0 01 0.00 0.00 031,455.0080 0.00 031,455.0080 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 31 0 01 0 32 ~~222~~120,~~107~~445.5393 0.00 031,455.0080 0.00 ~~222~~151,~~107~~901.5373 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.~~362976~~182815% 0.000000% 0.000000% 0.000000% 0.~~362976~~182815% 0.~~379862~~243097% 0.000000% 0.000000% 0.000000% 0.~~379862~~243097% 60 Days 0.~~181488~~000000% 0.000000% 0.000000% 0.000000% 0.~~181488~~000000% 0.~~062674~~000000% 0.000000% 0.000000% 0.000000% 0.~~062674~~000000% 90 Days 0.000000% 0.000000% 0.~~000000~~182815% 0.000000% 0.~~000000~~182815% 0.000000% 0.000000% 0.~~000000~~063487% 0.000000% 0.~~000000~~063487% 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.~~544465~~182815% 0.000000% 0.~~000000~~182815% 0.000000% 0.~~544465~~365631% 0.~~442536~~243097% 0.000000% 0.~~000000~~063487% 0.000000% 0.~~442536~~306584%

OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 1714,~~127~~506.6867

COLLATERAL STATEMENT Collateral Description Fixed Weighted Average Gross Coupon 6.~~041417~~040480% Weighted Average Pass-Through Rate 5.~~783917~~782980% Weighted Average Maturity(Stepdown Calculation ) ~~277~~276 Beginning Scheduled Collateral Loan Count 2,~~673~~650 Number Of Loans Paid In Full 2321 Ending Scheduled Collateral Loan Count 2,~~650~~629 Beginning Scheduled Collateral Balance ~~341~~338,~~841~~377,~~791~~899.1474 Ending Scheduled Collateral Balance ~~338~~333,~~377~~654,~~899~~340.7465 Ending Actual Collateral Balance at 31-~~Jul~~Aug-2004 ~~338~~334,~~913~~202,~~490~~564.6185 Monthly P &I Constant 2,~~374~~356,~~274~~020.7495 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 46,~~959~~171,~~655~~858.7036 Class AP Deferred Amount 0.00 Ending Scheduled Balance for Premium Loans ~~338~~333,~~377~~654,~~899~~340.7465 Scheduled Principal ~~653~~652,~~267~~716.4270 Unscheduled Principal 24,~~810~~070,~~623~~842.9839

Group Level Collateral Statement Group 1 - 30 Year Fixed 2 - 30 Year Fixed 3 - 30 Year Fixed Collateral Description Mixed Fixed Mixed Fixed Mixed Fixed Weighted Average Coupon Rate 6.~~260622~~259554 6.~~211132~~211229 6.~~158498~~158232 Weighted Average Net Rate 6.~~010622~~009554 5.~~961132~~961229 5.~~908498~~908232 Weighted Average Maturity ~~346~~345 ~~349~~348 ~~352~~351 Beginning Loan Count 1,~~167~~156 ~~492~~487 50 Loans Paid In Full 11 54 02 Ending Loan Count 1,~~156~~145 ~~487~~483 5048 Beginning Scheduled Balance ~~142~~140,~~079~~645,~~984~~703.8495 7574,~~460~~624,~~954~~821.1638 22,~~688~~631,~~774~~011.4570 Ending scheduled Balance ~~140~~138,~~645~~981,~~703~~741.9534 7473,~~624~~596,~~821~~587.3839 2221,~~631~~743,~~011~~001.7048 Record Date 0708/31/2004 0708/31/2004 0708/31/2004 Principal And Interest Constant ~~891~~883,~~696~~810.2001 ~~469~~464,~~043~~640.8015 140,012.99 Scheduled Principal 150,~~438~~160.6050 78,~~462~~380.1828 23,~~572~~873.3481 Unscheduled Principal 1,~~283~~513,~~842~~802.2911 ~~757~~949,~~670~~853.6071 34864,~~190~~136.41 Scheduled Interest ~~741~~733,~~257~~649.6051 ~~390~~386,~~581~~259.6287 116,~~440~~139.6518 Servicing Fees 29,~~600~~301.0119 15,~~721~~546.0483 4,~~726~~714.8379 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee ~~887~~879.9903 ~~471~~466.6138 141.8242 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 ~~710~~703,~~769~~469.6029 ~~374~~370,~~388~~246.9766 111,~~572~~282.0097 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 6.~~003122~~002054 5.~~953632~~953729 5.~~900998~~900732

Group Level Collateral Statement Group 4 - 15 Year Fixed 5 - 15 Year Fixed Total Collateral Description Mixed Fixed Mixed Fixed Fixed Weighted Average Coupon Rate 5.~~254440~~254038 5.~~911508~~909581 6.~~041417~~040480 Weighted Average Net Rate 5.~~004440~~004038 5.~~661508~~659581 5.~~791417~~790481 Weighted Average Maturity ~~169~~168 ~~169~~168 ~~277~~276 Beginning Loan Count ~~408~~406 ~~556~~551 2,~~673~~650 Loans Paid In Full 20 54 2321 Ending Loan Count 406 ~~551~~547 2,~~650~~629 Beginning Scheduled Balance 50,~~843~~441,~~544~~220.7145 50,~~768~~035,~~532~~142.9826 ~~341~~338,~~841~~377,~~791~~899.1474 Ending scheduled Balance 5049,~~441~~946,~~220~~463.4555 5049,~~035~~386,~~142~~546.2689 ~~338~~333,~~377~~654,~~899~~340.7465 Record Date 0708/31/2004 0708/31/2004 0708/31/2004 Principal And Interest Constant ~~427~~425,~~294~~695.3150 ~~446~~441,~~227~~862.4430 2,~~374~~356,~~274~~020.7495 Scheduled Principal 204,~~665~~845.7042 ~~196~~195,~~128~~456.6069 ~~653~~652,~~267~~716.4270 Unscheduled Principal ~~197~~289,~~658~~911.5648 ~~537~~453,~~262~~138.1268 24,~~810~~070,~~623~~842.9839 Scheduled Interest ~~222~~220,~~628~~850.6108 ~~250~~246,~~098~~405.8461 1,~~721~~703,~~007~~304.3225 Servicing Fees 10,~~592~~508.4058 10,~~576~~423.7999 7170,~~217~~495.0738 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee ~~317~~315.7926 ~~317~~312.3172 2,~~136~~114.5281 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 ~~211~~210,~~718~~026.4224 ~~239~~235,~~204~~668.7490 1,~~647~~630,~~653~~694.7306 Realized Loss Amount 0.00 0.00 0.00 Cumulative Realized Loss 0.00 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 0.0000 Prepayment Penalties 0.00 0.00 0.00 Special Servicing Fee 0.00 0.00 0.00 Pass-Through Rate 4.~~996940~~996538 5.~~654008~~652081 5.~~783917~~782980

Miscellaneous Reporting Group 1 - 30 Year Fixed CPR 1012.~~330679~~190318% Senior % 94.~~721194~~672023% Subordinate % 5.~~278806~~327977% Senior Prepayment % 100.000000% Subordinate Prepayment % 0.000000% Group 2 - 30 Year Fixed CPR 1114.~~416309~~262830% Senior % 94.~~829275~~776566% Subordinate % 5.~~170725~~223434% Senior Prepayment % 100.000000% Subordinate Prepayment % 0.000000% Group 3 - 30 Year Fixed CPR 137.~~795254~~354923% Senior % 94.~~341673~~332847% Subordinate % 5.~~658327~~667153% Senior Prepayment % 100.000000% Subordinate Prepayment % 0.000000%

Miscellaneous Reporting Group 4 - 15 Year Fixed CPR 46.~~584697~~709506% Senior % 97.~~359323~~348881% Subordinate % 2.~~640677~~651120% Senior Prepayment % 100.000000% Subordinate Prepayment % 0.000000% Group 5 - 15 Year Fixed CPR 1210.~~029220~~380935% Senior % 97.~~361299~~332909% Subordinate % 2.~~638701~~667091% Senior Prepayment % 100.000000% Subordinate Prepayment % 0.000000%

Group

Filing Compare · MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2004-1