-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, PHweOk89+WyL0ssChN3PRvOcdqJ6psUi21fYqLYCOBgMDADW/ENrIg/5K0Ig1XHY b/Tico1tWguJQBTSgHVjnw== 0001056404-04-002556.txt : 20040804 0001056404-04-002556.hdr.sgml : 20040804 20040804151818 ACCESSION NUMBER: 0001056404-04-002556 CONFORMED SUBMISSION TYPE: 8-K PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20040725 ITEM INFORMATION: Other events ITEM INFORMATION: Financial statements and exhibits FILED AS OF DATE: 20040804 FILER: COMPANY DATA: COMPANY CONFORMED NAME: ALTERNATIVE LOAN TRUST MORT PASS THROUGH CERT SERIES 2003-4 CENTRAL INDEX KEY: 0001234577 STANDARD INDUSTRIAL CLASSIFICATION: ASSET-BACKED SECURITIES [6189] STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 8-K SEC ACT: 1934 Act SEC FILE NUMBER: 333-101500-14 FILM NUMBER: 04951517 BUSINESS ADDRESS: STREET 1: 201 NORTH TRYON ST CITY: CHARLOTTE STATE: NC ZIP: 28255 8-K 1 baa03004_jul.txt JULY 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): July 26, 2004 BANC OF AMERICA ALTERNATIVE LOAN TRUST Mortgage Pass-Through Certificates, Series 2003-4 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-101500-14 54-2114686 Pooling and Servicing Agreement) (Commission 54-2114687 (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) ITEM 5. Other Events On July 26, 2004 a distribution was made to holders of BANC OF AMERICA ALTERNATIVE LOAN TRUST, Mortgage Pass-Through Certificates, Series 2003-4 Trust. ITEM 7. Financial Statements and Exhibits (c) Exhibits furnished in accordance with Item 601(a) of Regulation S-K Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2003-4 Trust, relating to the July 26, 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 2003-4 Trust By: Wells Fargo Bank, N.A. as Trustee By: /s/ Beth Belfield as Assistant Vice President By: Beth Belfield as Assistant Vice President Date: 7/27/04 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2003-4 Trust, relating to the July 26, 2004 distribution. EX-99.1
Banc of America Alternative Loan Trust Mortgage Pass-Through Certificates Record Date: 6/30/04 Distribution Date: 7/26/04 BAA Series: 2003-4 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 05948XJK8 SEN 5.50000% 15,527,259.58 71,164.68 624,663.87 1-A2 05948XJL6 SEN 5.00000% 144,668,125.00 602,767.52 5,820,019.35 1-A3 05948XJM4 SEN 1.80000% 28,933,624.38 43,399.26 1,164,003.85 1-A4 05948XJN2 SEN 6.20000% 0.00 149,486.34 0.00 1-A5 05948XJP7 SEN 5.50000% 2,528,956.32 11,590.74 (11,590.74) 1-A6 05948XJQ5 SEN 5.50000% 29,000,000.00 132,913.06 0.00 A-PO 05948XJW2 PO 0.00000% 1,007,418.33 0.00 29,376.15 1-AR 05948XJT9 SEN 5.50000% 0.00 0.00 0.00 1-ALR 05948XJU6 SEN 5.50000% 0.00 0.05 0.00 1-AWIO 05948XJR3 IO 0.43051% 0.00 75,777.20 0.00 2-A1 05948XJV4 SEN 5.00000% 223,049,053.94 929,371.04 5,335,019.63 1-B1 05948XJX0 SUB 5.50000% 6,435,287.54 29,494.27 7,005.40 1-B2 05948XJY8 SUB 5.50000% 2,859,469.99 13,105.55 3,112.79 1-B3 05948XJZ5 SUB 5.50000% 1,429,735.00 6,552.77 1,556.40 1-B4 05948XKE0 SUB 5.50000% 1,430,721.70 6,557.30 1,557.47 1-B5 05948XKF7 SUB 5.50000% 1,000,518.49 4,585.59 1,089.16 1-B6 05948XKG5 SUB 5.50000% 1,144,673.31 5,246.28 1,246.04 2-B1 05948XKA8 SUB 5.00000% 2,501,226.27 10,421.78 10,739.45 2-B2 05948XKB6 SUB 5.00000% 921,704.25 3,840.43 3,957.50 2-B3 05948XKC4 SUB 5.00000% 920,755.02 3,836.48 3,953.42 2-B4 05948XKH3 SUB 5.00000% 526,823.75 2,195.10 2,262.01 2-B5 05948XKJ9 SUB 5.00000% 262,937.26 1,095.57 1,128.97 2-B6 05948XKK6 SUB 5.00000% 395,829.74 1,649.29 1,699.56 2-AWIO 05948XJS1 IO 0.56384% 0.00 95,658.53 0.00 SES 05948XKD2 SEN 0.00000% 0.00 85,241.61 0.00 Totals 464,544,119.87 2,285,950.44 13,000,800.28
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses 1-A1 0.00 14,902,595.71 695,828.55 0.00 1-A2 0.00 138,848,105.65 6,422,786.87 0.00 1-A3 0.00 27,769,620.53 1,207,403.11 0.00 1-A4 0.00 0.00 149,486.34 0.00 1-A5 0.00 2,540,547.05 0.00 0.00 1-A6 0.00 29,000,000.00 132,913.06 0.00 A-PO 0.00 978,042.18 29,376.15 0.00 1-AR 0.00 0.00 0.00 0.00 1-ALR 0.00 0.00 0.05 0.00 1-AWIO 0.00 0.00 75,777.20 0.00 2-A1 0.00 217,714,034.31 6,264,390.67 0.00 1-B1 0.00 6,428,282.15 36,499.67 0.00 1-B2 0.00 2,856,357.20 16,218.34 0.00 1-B3 0.00 1,428,178.60 8,109.17 0.00 1-B4 0.00 1,429,164.23 8,114.77 0.00 1-B5 0.00 999,429.33 5,674.75 0.00 1-B6 0.00 1,143,427.27 6,492.32 0.00 2-B1 0.00 2,490,486.82 21,161.23 0.00 2-B2 0.00 917,746.76 7,797.93 0.00 2-B3 0.00 916,801.60 7,789.90 0.00 2-B4 0.00 524,561.74 4,457.11 0.00 2-B5 0.00 261,808.29 2,224.54 0.00 2-B6 0.00 394,130.17 3,348.85 0.00 2-AWIO 0.00 0.00 95,658.53 0.00 SES 0.00 0.00 85,241.61 0.00 Totals 0.00 451,543,319.59 15,286,750.72 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 20,000,000.00 15,527,259.58 19,750.73 604,913.15 0.00 0.00 1-A2 186,340,834.00 144,668,125.00 184,018.35 5,636,001.00 0.00 0.00 1-A3 37,268,166.00 28,933,624.38 36,803.67 1,127,200.18 0.00 0.00 1-A4 0.00 0.00 0.00 0.00 0.00 0.00 1-A5 2,383,000.00 2,528,956.32 0.00 0.00 (11,590.74) 0.00 1-A6 29,000,000.00 29,000,000.00 0.00 0.00 0.00 0.00 A-PO 1,094,946.00 1,007,418.33 3,665.78 25,710.37 0.00 0.00 1-AR 50.00 0.00 0.00 0.00 0.00 0.00 1-ALR 50.00 0.00 0.00 0.00 0.00 0.00 1-AWIO 0.00 0.00 0.00 0.00 0.00 0.00 2-A1 270,784,000.00 223,049,053.94 957,697.78 4,377,321.85 0.00 0.00 1-B1 6,522,000.00 6,435,287.54 7,005.40 0.00 0.00 0.00 1-B2 2,898,000.00 2,859,469.99 3,112.79 0.00 0.00 0.00 1-B3 1,449,000.00 1,429,735.00 1,556.40 0.00 0.00 0.00 1-B4 1,450,000.00 1,430,721.70 1,557.47 0.00 0.00 0.00 1-B5 1,014,000.00 1,000,518.49 1,089.16 0.00 0.00 0.00 1-B6 1,160,097.00 1,144,673.31 1,246.04 0.00 0.00 0.00 2-B1 2,635,000.00 2,501,226.27 10,739.45 0.00 0.00 0.00 2-B2 971,000.00 921,704.25 3,957.50 0.00 0.00 0.00 2-B3 970,000.00 920,755.02 3,953.42 0.00 0.00 0.00 2-B4 555,000.00 526,823.75 2,262.01 0.00 0.00 0.00 2-B5 277,000.00 262,937.26 1,128.97 0.00 0.00 0.00 2-B6 417,000.00 395,829.74 1,699.56 0.00 0.00 0.00 2-AWIO 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 567,189,143.00 464,544,119.87 1,241,244.48 11,771,146.55 (11,590.74) 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 624,663.87 14,902,595.71 0.74512979 624,663.87 1-A2 5,820,019.35 138,848,105.65 0.74512979 5,820,019.35 1-A3 1,164,003.85 27,769,620.53 0.74512979 1,164,003.85 1-A4 0.00 0.00 0.00000000 0.00 1-A5 (11,590.74) 2,540,547.05 1.06611290 (11,590.74) 1-A6 0.00 29,000,000.00 1.00000000 0.00 A-PO 29,376.15 978,042.18 0.89323326 29,376.15 1-AR 0.00 0.00 0.00000000 0.00 1-ALR 0.00 0.00 0.00000000 0.00 1-AWIO 0.00 0.00 0.00000000 0.00 2-A1 5,335,019.63 217,714,034.31 0.80401366 5,335,019.63 1-B1 7,005.40 6,428,282.15 0.98563050 7,005.40 1-B2 3,112.79 2,856,357.20 0.98563050 3,112.79 1-B3 1,556.40 1,428,178.60 0.98563050 1,556.40 1-B4 1,557.47 1,429,164.23 0.98563050 1,557.47 1-B5 1,089.16 999,429.33 0.98563050 1,089.16 1-B6 1,246.04 1,143,427.27 0.98563074 1,246.04 2-B1 10,739.45 2,490,486.82 0.94515629 10,739.45 2-B2 3,957.50 917,746.76 0.94515629 3,957.50 2-B3 3,953.42 916,801.60 0.94515629 3,953.42 2-B4 2,262.01 524,561.74 0.94515629 2,262.01 2-B5 1,128.97 261,808.29 0.94515628 1,128.97 2-B6 1,699.56 394,130.17 0.94515628 1,699.56 2-AWIO 0.00 0.00 0.00000000 0.00 SES 0.00 0.00 0.00000000 0.00 Totals 13,000,800.28 451,543,319.59 0.79610713 13,000,800.28
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion 1-A1 20,000,000.00 776.36297900 0.98753650 30.24565750 0.00000000 1-A2 186,340,834.00 776.36297903 0.98753637 30.24565727 0.00000000 1-A3 37,268,166.00 776.36297906 0.98753639 30.24565738 0.00000000 1-A4 0.00 0.00000000 0.00000000 0.00000000 0.00000000 1-A5 2,383,000.00 1061.24898028 0.00000000 0.00000000 (4.86392782) 1-A6 29,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A-PO 1,094,946.00 920.06211265 3.34790939 23.48094792 0.00000000 1-AR 50.00 0.00000000 0.00000000 0.00000000 0.00000000 1-ALR 50.00 0.00000000 0.00000000 0.00000000 0.00000000 1-AWIO 0.00 0.00000000 0.00000000 0.00000000 0.00000000 2-A1 270,784,000.00 823.71578062 3.53675911 16.16536372 0.00000000 1-B1 6,522,000.00 986.70462128 1.07411837 0.00000000 0.00000000 1-B2 2,898,000.00 986.70462043 1.07411663 0.00000000 0.00000000 1-B3 1,449,000.00 986.70462388 1.07412008 0.00000000 0.00000000 1-B4 1,450,000.00 986.70462069 1.07411724 0.00000000 0.00000000 1-B5 1,014,000.00 986.70462525 1.07412229 0.00000000 0.00000000 1-B6 1,160,097.00 986.70482727 1.07408260 0.00000000 0.00000000 2-B1 2,635,000.00 949.23198102 4.07569260 0.00000000 0.00000000 2-B2 971,000.00 949.23197734 4.07569516 0.00000000 0.00000000 2-B3 970,000.00 949.23197938 4.07569072 0.00000000 0.00000000 2-B4 555,000.00 949.23198198 4.07569369 0.00000000 0.00000000 2-B5 277,000.00 949.23198556 4.07570397 0.00000000 0.00000000 2-B6 417,000.00 949.23199041 4.07568345 0.00000000 0.00000000 2-AWIO 0.00 0.00000000 0.00000000 0.00000000 0.00000000 SES 0.00 0.00000000 0.00000000 0.00000000 0.00000000 (2) All classes are per 1,000 denomination
Principal Distribution Factors Statement (continued) Total Ending Ending Total Realized Principal Certificate Certificate Principal Class Loss (3) Reduction Balance Percentage Distribution 1-A1 0.00000000 31.23319350 745.12978550 0.74512979 31.23319350 1-A2 0.00000000 31.23319363 745.12978540 0.74512979 31.23319363 1-A3 0.00000000 31.23319377 745.12978530 0.74512979 31.23319377 1-A4 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1-A5 0.00000000 (4.86392782) 1,066.11290390 1.06611290 (4.86392782) 1-A6 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 A-PO 0.00000000 26.82885731 893.23325534 0.89323326 26.82885731 1-AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1-ALR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1-AWIO 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2-A1 0.00000000 19.70212284 804.01365779 0.80401366 19.70212284 1-B1 0.00000000 1.07411837 985.63050445 0.98563050 1.07411837 1-B2 0.00000000 1.07411663 985.63050380 0.98563050 1.07411663 1-B3 0.00000000 1.07412008 985.63050380 0.98563050 1.07412008 1-B4 0.00000000 1.07411724 985.63050345 0.98563050 1.07411724 1-B5 0.00000000 1.07412229 985.63050296 0.98563050 1.07412229 1-B6 0.00000000 1.07408260 985.63074467 0.98563074 1.07408260 2-B1 0.00000000 4.07569260 945.15628843 0.94515629 4.07569260 2-B2 0.00000000 4.07569516 945.15629248 0.94515629 4.07569516 2-B3 0.00000000 4.07569072 945.15628866 0.94515629 4.07569072 2-B4 0.00000000 4.07569369 945.15628829 0.94515629 4.07569369 2-B5 0.00000000 4.07570397 945.15628159 0.94515628 4.07570397 2-B6 0.00000000 4.07568345 945.15628297 0.94515628 4.07568345 2-AWIO 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 SES 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 (3) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.
Interest Distribution Statement Beginning Payment of Original Current Certificate/ Current Unpaid Current Face Certificate Notional Accrued Interest Interest Class Amount Rate Balance Interest Shortfall Shortfall 1-A1 20,000,000.00 5.50000% 15,527,259.58 71,166.61 0.00 0.00 1-A2 186,340,834.00 5.00000% 144,668,125.00 602,783.85 0.00 0.00 1-A3 37,268,166.00 1.80000% 28,933,624.38 43,400.44 0.00 0.00 1-A4 0.00 6.20000% 28,933,624.38 149,490.39 0.00 0.00 1-A5 2,383,000.00 5.50000% 2,528,956.32 11,591.05 0.00 0.00 1-A6 29,000,000.00 5.50000% 29,000,000.00 132,916.67 0.00 0.00 A-PO 1,094,946.00 0.00000% 1,007,418.33 0.00 0.00 0.00 1-AR 50.00 5.50000% 0.00 0.00 0.00 0.00 1-ALR 50.00 5.50000% 0.00 0.00 0.00 0.00 1-AWIO 0.00 0.43051% 211,219,066.60 75,777.20 0.00 0.00 2-A1 270,784,000.00 5.00000% 223,049,053.94 929,371.06 0.00 0.00 1-B1 6,522,000.00 5.50000% 6,435,287.54 29,495.07 0.00 0.00 1-B2 2,898,000.00 5.50000% 2,859,469.99 13,105.90 0.00 0.00 1-B3 1,449,000.00 5.50000% 1,429,735.00 6,552.95 0.00 0.00 1-B4 1,450,000.00 5.50000% 1,430,721.70 6,557.47 0.00 0.00 1-B5 1,014,000.00 5.50000% 1,000,518.49 4,585.71 0.00 0.00 1-B6 1,160,097.00 5.50000% 1,144,673.31 5,246.42 0.00 0.00 2-B1 2,635,000.00 5.00000% 2,501,226.27 10,421.78 0.00 0.00 2-B2 971,000.00 5.00000% 921,704.25 3,840.43 0.00 0.00 2-B3 970,000.00 5.00000% 920,755.02 3,836.48 0.00 0.00 2-B4 555,000.00 5.00000% 526,823.75 2,195.10 0.00 0.00 2-B5 277,000.00 5.00000% 262,937.26 1,095.57 0.00 0.00 2-B6 417,000.00 5.00000% 395,829.74 1,649.29 0.00 0.00 2-AWIO 0.00 0.56384% 203,587,901.79 95,658.53 0.00 0.00 SES 0.00 0.00000% 464,544,121.18 0.00 0.00 0.00 Totals 567,189,143.00 2,200,737.97 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 1.93 0.00 71,164.68 0.00 14,902,595.71 1-A2 16.34 0.00 602,767.52 0.00 138,848,105.65 1-A3 1.18 0.00 43,399.26 0.00 27,769,620.53 1-A4 4.05 0.00 149,486.34 0.00 27,769,620.53 1-A5 0.31 0.00 11,590.74 0.00 2,540,547.05 1-A6 3.60 0.00 132,913.06 0.00 29,000,000.00 A-PO 0.00 0.00 0.00 0.00 978,042.18 1-AR 0.00 0.00 0.00 0.00 0.00 1-ALR 0.00 0.00 0.05 0.00 0.00 1-AWIO 0.00 0.00 75,777.20 0.00 204,315,160.70 2-A1 0.02 0.00 929,371.04 0.00 217,714,034.31 1-B1 0.80 0.00 29,494.27 0.00 6,428,282.15 1-B2 0.36 0.00 13,105.55 0.00 2,856,357.20 1-B3 0.18 0.00 6,552.77 0.00 1,428,178.60 1-B4 0.18 0.00 6,557.30 0.00 1,429,164.23 1-B5 0.12 0.00 4,585.59 0.00 999,429.33 1-B6 0.14 0.00 5,246.28 0.00 1,143,427.27 2-B1 0.00 0.00 10,421.78 0.00 2,490,486.82 2-B2 0.00 0.00 3,840.43 0.00 917,746.76 2-B3 0.00 0.00 3,836.48 0.00 916,801.60 2-B4 0.00 0.00 2,195.10 0.00 524,561.74 2-B5 0.00 0.00 1,095.57 0.00 261,808.29 2-B6 0.00 0.00 1,649.29 0.00 394,130.17 2-AWIO 0.00 0.00 95,658.53 0.00 198,922,997.94 SES 0.00 0.00 85,241.61 0.00 451,543,320.87 Totals 29.21 0.00 2,285,950.44 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 20,000,000.00 5.50000% 776.36297900 3.55833050 0.00000000 0.00000000 1-A2 186,340,834.00 5.00000% 776.36297903 3.23484572 0.00000000 0.00000000 1-A3 37,268,166.00 1.80000% 776.36297906 1.16454456 0.00000000 0.00000000 1-A4 0.00 6.20000% 776.36297906 4.01120865 0.00000000 0.00000000 1-A5 2,383,000.00 5.50000% 1061.24898028 4.86405791 0.00000000 0.00000000 1-A6 29,000,000.00 5.50000% 1000.00000000 4.58333345 0.00000000 0.00000000 A-PO 1,094,946.00 0.00000% 920.06211265 0.00000000 0.00000000 0.00000000 1-AR 50.00 5.50000% 0.00000000 0.00000000 0.00000000 0.00000000 1-ALR 50.00 5.50000% 0.00000000 0.00000000 0.00000000 0.00000000 1-AWIO 0.00 0.43051% 804.68891430 0.28869114 0.00000000 0.00000000 2-A1 270,784,000.00 5.00000% 823.71578062 3.43214909 0.00000000 0.00000000 1-B1 6,522,000.00 5.50000% 986.70462128 4.52239650 0.00000000 0.00000000 1-B2 2,898,000.00 5.50000% 986.70462043 4.52239476 0.00000000 0.00000000 1-B3 1,449,000.00 5.50000% 986.70462388 4.52239476 0.00000000 0.00000000 1-B4 1,450,000.00 5.50000% 986.70462069 4.52239310 0.00000000 0.00000000 1-B5 1,014,000.00 5.50000% 986.70462525 4.52239645 0.00000000 0.00000000 1-B6 1,160,097.00 5.50000% 986.70482727 4.52239770 0.00000000 0.00000000 2-B1 2,635,000.00 5.00000% 949.23198102 3.95513472 0.00000000 0.00000000 2-B2 971,000.00 5.00000% 949.23197734 3.95512873 0.00000000 0.00000000 2-B3 970,000.00 5.00000% 949.23197938 3.95513402 0.00000000 0.00000000 2-B4 555,000.00 5.00000% 949.23198198 3.95513514 0.00000000 0.00000000 2-B5 277,000.00 5.00000% 949.23198556 3.95512635 0.00000000 0.00000000 2-B6 417,000.00 5.00000% 949.23199041 3.95513189 0.00000000 0.00000000 2-AWIO 0.00 0.56384% 818.36443096 0.38451960 0.00000000 0.00000000 SES 0.00 0.00000% 819.02858349 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 0.00009650 0.00000000 3.55823400 0.00000000 745.12978550 1-A2 0.00008769 0.00000000 3.23475809 0.00000000 745.12978540 1-A3 0.00003166 0.00000000 1.16451290 0.00000000 745.12978530 1-A4 0.00010867 0.00000000 4.01109998 0.00000000 745.12978530 1-A5 0.00013009 0.00000000 4.86392782 0.00000000 1066.11290390 1-A6 0.00012414 0.00000000 4.58320897 0.00000000 1000.00000000 A-PO 0.00000000 0.00000000 0.00000000 0.00000000 893.23325534 1-AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1-ALR 0.00000000 0.00000000 1.00000000 0.00000000 0.00000000 1-AWIO 0.00000000 0.00000000 0.28869114 0.00000000 778.38685439 2-A1 0.00000007 0.00000000 3.43214902 0.00000000 804.01365779 1-B1 0.00012266 0.00000000 4.52227384 0.00000000 985.63050445 1-B2 0.00012422 0.00000000 4.52227398 0.00000000 985.63050380 1-B3 0.00012422 0.00000000 4.52227053 0.00000000 985.63050380 1-B4 0.00012414 0.00000000 4.52227586 0.00000000 985.63050345 1-B5 0.00011834 0.00000000 4.52227811 0.00000000 985.63050296 1-B6 0.00012068 0.00000000 4.52227702 0.00000000 985.63074467 2-B1 0.00000000 0.00000000 3.95513472 0.00000000 945.15628843 2-B2 0.00000000 0.00000000 3.95512873 0.00000000 945.15629248 2-B3 0.00000000 0.00000000 3.95513402 0.00000000 945.15628866 2-B4 0.00000000 0.00000000 3.95513514 0.00000000 945.15628829 2-B5 0.00000000 0.00000000 3.95512635 0.00000000 945.15628159 2-B6 0.00000000 0.00000000 3.95513189 0.00000000 945.15628297 2-AWIO 0.00000000 0.00000000 0.38451960 0.00000000 799.61286787 SES 0.00000000 0.00000000 0.15028780 0.00000000 796.10712872 (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 APO_1 0.00000% 0.00 0.00 351,671.17 338,923.05 92.89838885% APO_2 0.00000% 0.00 0.00 655,747.16 639,119.13 87.53689561% SES_1 0.00000% 235,310,043.72 227,684,631.97 0.00 0.00 78.55256457% SES_2 0.00000% 229,234,077.46 223,858,688.90 0.00 0.00 80.71659481%
CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 15,307,268.05 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 0.00 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 15,307,268.05 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 20,517.33 Payment of Interest and Principal 15,286,750.72 Total Withdrawals (Pool Distribution Amount) 15,307,268.05 Ending Balance 0.00
PREPAYMENT/CURTAILMENT INTEREST SHORTFALL Total Prepayment/Curtailment Interest Shortfall 29.21 Servicing Fee Support 0.00 Non-Supported Prepayment/Curtailment Interest Shortfall 29.21
SERVICING FEES Gross Servicing Fee 19,356.01 Trustee Fee 1,161.32 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 20,517.33
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 1 132,563.23 0.00 0.00 132,563.23 30 Days 26 0 0 0 26 2,654,746.62 0.00 0.00 0.00 2,654,746.62 60 Days 1 0 0 0 1 89,456.98 0.00 0.00 0.00 89,456.98 90 Days 1 1 0 0 2 38,391.12 252,040.52 0.00 0.00 290,431.64 120 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 1 0 1 0.00 0.00 54,243.91 0.00 54,243.91 Totals 28 2 1 0 31 2,782,594.72 384,603.75 54,243.91 0.00 3,221,442.38 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 0.024432% 0.000000% 0.000000% 0.024432% 0.029358% 0.000000% 0.000000% 0.029358% 30 Days 0.635231% 0.000000% 0.000000% 0.000000% 0.635231% 0.587927% 0.000000% 0.000000% 0.000000% 0.587927% 60 Days 0.024432% 0.000000% 0.000000% 0.000000% 0.024432% 0.019811% 0.000000% 0.000000% 0.000000% 0.019811% 90 Days 0.024432% 0.024432% 0.000000% 0.000000% 0.048864% 0.008502% 0.055818% 0.000000% 0.000000% 0.064320% 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% 0.024432% 0.000000% 0.024432% 0.000000% 0.000000% 0.012013% 0.000000% 0.012013% Totals 0.684095% 0.048864% 0.024432% 0.000000% 0.757391% 0.616241% 0.085175% 0.012013% 0.000000% 0.713429%
Delinquency Status By Groups DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 1 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 1 0 0 1 132,563.23 0.00 0.00 132,563.23 30 Days 9 0 0 0 9 1,219,788.36 0.00 0.00 0.00 1,219,788.36 60 Days 1 0 0 0 1 89,456.98 0.00 0.00 0.00 89,456.98 90 Days 0 1 0 0 1 0.00 252,040.52 0.00 0.00 252,040.52 120 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 10 2 0 0 12 1,309,245.34 384,603.75 0.00 0.00 1,693,849.09 0-29 Days 0.066007% 0.000000% 0.000000% 0.066007% 0.058222% 0.000000% 0.000000% 0.058222% 30 Days 0.594059% 0.000000% 0.000000% 0.000000% 0.594059% 0.535736% 0.000000% 0.000000% 0.000000% 0.535736% 60 Days 0.066007% 0.000000% 0.000000% 0.000000% 0.066007% 0.039290% 0.000000% 0.000000% 0.000000% 0.039290% 90 Days 0.000000% 0.066007% 0.000000% 0.000000% 0.066007% 0.000000% 0.110697% 0.000000% 0.000000% 0.110697% 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 0.660066% 0.132013% 0.000000% 0.000000% 0.792079% 0.575026% 0.168920% 0.000000% 0.000000% 0.743945% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 2 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 17 0 0 0 17 1,434,958.26 0.00 0.00 0.00 1,434,958.26 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 1 0 0 0 1 38,391.12 0.00 0.00 0.00 38,391.12 120 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 1 0 1 0.00 0.00 54,243.91 0.00 54,243.91 Totals 18 0 1 0 19 1,473,349.38 0.00 54,243.91 0.00 1,527,593.29 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.659426% 0.000000% 0.000000% 0.000000% 0.659426% 0.641011% 0.000000% 0.000000% 0.000000% 0.641011% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.038790% 0.000000% 0.000000% 0.000000% 0.038790% 0.017150% 0.000000% 0.000000% 0.000000% 0.017150% 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% 0.038790% 0.000000% 0.038790% 0.000000% 0.000000% 0.024231% 0.000000% 0.024231% Totals 0.698216% 0.000000% 0.038790% 0.000000% 0.737005% 0.658160% 0.000000% 0.024231% 0.000000% 0.682392%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 23,196.34
COLLATERAL STATEMENT Collateral Description Fixed Weighted Average Gross Coupon 5.937897% Weighted Average Pass-Through Rate 5.684897% Weighted Average Maturity(Stepdown Calculation) 344 Beginning Scheduled Collateral Loan Count 4,179 Number Of Loans Paid In Full 86 Ending Scheduled Collateral Loan Count 4,093 Beginning Scheduled Collateral Balance 464,544,121.18 Ending Scheduled Collateral Balance 451,543,320.87 Ending Actual Collateral Balance at 30-Jun-2004 451,543,320.87 Monthly P &I Constant 3,539,557.50 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 15,014,895.62 Class AP Deferred Amount 0.00 Ending Scheduled Balance for Premium Loans 451,543,320.87 Scheduled Principal 1,240,878.03 Unscheduled Principal 11,759,922.28
Miscellaneous Reporting Class 1-A6 Priority % 12.342612%
Group Level Collateral Statement Group Group 1 Group 2 Total Collateral Description Fixed 30 Year Fixed 15 Year Fixed Weighted Average Coupon Rate 6.131218 5.739453 5.937897 Weighted Average Net Rate 5.881218 5.489453 5.687897 Weighted Average Maturity 344 160 344 Beginning Loan Count 1,557 2,622 4,179 Loans Paid In Full 42 44 86 Ending Loan Count 1,515 2,578 4,093 Beginning Scheduled Balance 235,310,043.72 229,234,077.46 464,544,121.18 Ending scheduled Balance 227,684,631.97 223,858,688.90 451,543,320.87 Record Date 06/30/2004 06/30/2004 06/30/2004 Principal And Interest Constant 1,458,496.55 2,081,060.95 3,539,557.50 Scheduled Principal 256,215.52 984,662.51 1,240,878.03 Unscheduled Principal 7,369,196.23 4,390,726.05 11,759,922.28 Scheduled Interest 1,202,281.03 1,096,398.44 2,298,679.47 Servicing Fees 49,022.93 47,757.10 96,780.03 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 588.25 573.07 1,161.32 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 1,152,669.85 1,048,068.27 2,200,738.12 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 5.878218 5.486453 5.684897
Miscellaneous Reporting Group Group 1 CPR 31.766653% Subordinate % 6.086357% Subordinate Prepayment % 0.000000% Senior Prepayment % 100.000000% Senior % 93.913643% Group Group 2 CPR 20.791572% Subordinate % 2.418990% Subordinate Prepayment % 0.000000% Senior Prepayment % 100.000000% Senior % 97.581010%
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