-----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, Ur4FEPtVvgXvcp5dWIj+s6OOKl+OqvN89EMGD7iizY3Gf2e24QW9N9qamOBVWv9D m0+hFqpJBfFYFDsu9+y6JQ== 0001056404-04-003010.txt : 20040909 0001056404-04-003010.hdr.sgml : 20040909 20040909111242 ACCESSION NUMBER: 0001056404-04-003010 CONFORMED SUBMISSION TYPE: 8-K/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20040225 ITEM INFORMATION: Other Events ITEM INFORMATION: Financial Statements and Exhibits FILED AS OF DATE: 20040909 DATE AS OF CHANGE: 20040909 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/A SEC ACT: 1934 Act SEC FILE NUMBER: 333-101500-14 FILM NUMBER: 041021900 BUSINESS ADDRESS: STREET 1: 201 NORTH TRYON ST CITY: CHARLOTTE STATE: NC ZIP: 28255 8-K/A 1 baa03004_feb.txt FEB 8KA UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington D. C. 20549 Form 8-K/A Current Report Pursuant to Section 13 or 15(d) of The Securities Exchange Act of 1934 Date of Report (Date of earliest event reported): February 25, 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) 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 Subsequent to filing the 8-K relating to the payment date on February 25, 2004, a revision was made to the BANC OF AMERICA ALTERNATIVE LOAN TRUST, Mortgage Pass-Through Certificates, Series 2003-4 which was not included in the original 8-K filed. The 8-K is being amended because delinquency information was revised. This revision was not previously disclosed in a 1934 Act filing. The revised data has been and will continue to be available on the Wells Fargo Bank, N.A. as Trustee, website at www.ctslink.com. ITEM 9.01 Financial Statements and Exhibits (c) Exhibits Exhibit Number Description EX-99.1 Amended monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2003-4 Trust, relating to the February 25, 2004 distribution. Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized. BANC OF AMERICA ALTERNATIVE LOAN TRUST Mortgage Pass-Through Certificates, Series 2003-4 Trust (Registrant) By: Wells Fargo Bank, N.A. as Trustee By: /s/ Beth Belfield as Assistant Vice President By: Beth Belfield as Assistant Vice President Date: 8/5/04 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Amended monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2003-4 Trust, relating to the February 25, 2004 distribution. EX-99.1
Banc of America Alternative Loan Trust Mortgage Pass-Through Certificates Record Date: 1/31/04 Distribution Date: 2/25/04 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% 18,242,221.68 83,610.18 255,098.84 1-A2 05948XJL6 SEN 5.00000% 169,963,540.07 708,181.42 2,376,766.50 1-A3 05948XJM4 SEN 1.60000% 33,992,707.28 45,323.61 475,353.29 1-A4 05948XJN2 SEN 6.40000% 0.00 181,294.44 0.00 1-A5 05948XJP7 SEN 5.50000% 2,471,790.61 11,329.04 (11,329.04) 1-A6 05948XJQ5 SEN 5.50000% 29,000,000.00 132,916.67 0.00 A-PO 05948XJW2 PO 0.00000% 1,031,273.66 0.00 4,112.83 1-AR 05948XJT9 SEN 5.50000% 0.00 0.00 0.00 1-ALR 05948XJU6 SEN 5.50000% 0.00 0.03 0.00 1-AWIO 05948XJR3 IO 0.43707% 0.00 88,624.53 0.00 2-A1 05948XJV4 SEN 5.00000% 245,806,688.70 1,024,194.54 3,430,455.40 1-B1 05948XJX0 SUB 5.50000% 6,469,605.89 29,652.36 6,772.93 1-B2 05948XJY8 SUB 5.50000% 2,874,719.09 13,175.80 3,009.50 1-B3 05948XJZ5 SUB 5.50000% 1,437,359.54 6,587.90 1,504.75 1-B4 05948XKE0 SUB 5.50000% 1,438,351.51 6,592.44 1,505.79 1-B5 05948XKF7 SUB 5.50000% 1,005,854.09 4,610.16 1,053.01 1-B6 05948XKG5 SUB 5.50000% 1,150,777.51 5,274.40 1,204.73 2-B1 05948XKA8 SUB 5.00000% 2,553,920.59 10,641.34 10,403.65 2-B2 05948XKB6 SUB 5.00000% 941,122.16 3,921.34 3,833.76 2-B3 05948XKC4 SUB 5.00000% 940,152.93 3,917.30 3,829.81 2-B4 05948XKH3 SUB 5.00000% 537,922.55 2,241.34 2,191.28 2-B5 05948XKJ9 SUB 5.00000% 268,476.66 1,118.65 1,093.67 2-B6 05948XKK6 SUB 5.00000% 404,168.84 1,684.04 1,646.42 2-AWIO 05948XJS1 IO 0.56636% 0.00 106,249.59 0.00 SES 05948XKD2 SEN 0.00000% 0.00 92,670.71 0.00 Totals 520,530,653.36 2,563,811.83 6,568,507.12
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses 1-A1 0.00 17,987,122.84 338,709.02 0.00 1-A2 0.00 167,586,773.57 3,084,947.92 0.00 1-A3 0.00 33,517,353.99 520,676.90 0.00 1-A4 0.00 0.00 181,294.44 0.00 1-A5 0.00 2,483,119.65 0.00 0.00 1-A6 0.00 29,000,000.00 132,916.67 0.00 A-PO 0.00 1,027,160.83 4,112.83 0.00 1-AR 0.00 0.00 0.00 0.00 1-ALR 0.00 0.00 0.03 0.00 1-AWIO 0.00 0.00 88,624.53 0.00 2-A1 0.00 242,376,233.30 4,454,649.94 0.00 1-B1 0.00 6,462,832.96 36,425.29 0.00 1-B2 0.00 2,871,709.59 16,185.30 0.00 1-B3 0.00 1,435,854.79 8,092.65 0.00 1-B4 0.00 1,436,845.72 8,098.23 0.00 1-B5 0.00 1,004,801.08 5,663.17 0.00 1-B6 0.00 1,149,572.78 6,479.13 0.00 2-B1 0.00 2,543,516.93 21,044.99 0.00 2-B2 0.00 937,288.40 7,755.10 0.00 2-B3 0.00 936,323.12 7,747.11 0.00 2-B4 0.00 535,731.27 4,432.62 0.00 2-B5 0.00 267,382.99 2,212.32 0.00 2-B6 0.00 402,522.41 3,330.46 0.00 2-AWIO 0.00 0.00 106,249.59 0.00 SES 0.00 0.00 92,670.71 0.00 Totals 0.00 513,962,146.22 9,132,318.95 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 18,242,221.68 21,882.23 233,216.61 0.00 0.00 1-A2 186,340,834.00 169,963,540.07 203,877.62 2,172,888.87 0.00 0.00 1-A3 37,268,166.00 33,992,707.28 40,775.52 434,577.77 0.00 0.00 1-A4 0.00 0.00 0.00 0.00 0.00 0.00 1-A5 2,383,000.00 2,471,790.61 0.00 0.00 (11,329.04) 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 1,031,273.66 3,597.38 515.45 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 270,784,000.00 245,806,688.70 1,001,317.01 2,429,138.39 0.00 0.00 1-B1 6,522,000.00 6,469,605.89 6,772.93 0.00 0.00 0.00 1-B2 2,898,000.00 2,874,719.09 3,009.50 0.00 0.00 0.00 1-B3 1,449,000.00 1,437,359.54 1,504.75 0.00 0.00 0.00 1-B4 1,450,000.00 1,438,351.51 1,505.79 0.00 0.00 0.00 1-B5 1,014,000.00 1,005,854.09 1,053.01 0.00 0.00 0.00 1-B6 1,160,097.00 1,150,777.51 1,204.73 0.00 0.00 0.00 2-B1 2,635,000.00 2,553,920.59 10,403.65 0.00 0.00 0.00 2-B2 971,000.00 941,122.16 3,833.76 0.00 0.00 0.00 2-B3 970,000.00 940,152.93 3,829.81 0.00 0.00 0.00 2-B4 555,000.00 537,922.55 2,191.28 0.00 0.00 0.00 2-B5 277,000.00 268,476.66 1,093.67 0.00 0.00 0.00 2-B6 417,000.00 404,168.84 1,646.42 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 567,189,143.00 520,530,653.36 1,309,499.06 5,270,337.09 (11,329.04) 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 255,098.84 17,987,122.84 0.89935614 255,098.84 1-A2 2,376,766.50 167,586,773.57 0.89935614 2,376,766.50 1-A3 475,353.29 33,517,353.99 0.89935614 475,353.29 1-A4 0.00 0.00 0.00000000 0.00 1-A5 (11,329.04) 2,483,119.65 1.04201412 (11,329.04) 1-A6 0.00 29,000,000.00 1.00000000 0.00 A-PO 4,112.83 1,027,160.83 0.93809268 4,112.83 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 3,430,455.40 242,376,233.30 0.89509067 3,430,455.40 1-B1 6,772.93 6,462,832.96 0.99092808 6,772.93 1-B2 3,009.50 2,871,709.59 0.99092808 3,009.50 1-B3 1,504.75 1,435,854.79 0.99092808 1,504.75 1-B4 1,505.79 1,436,845.72 0.99092808 1,505.79 1-B5 1,053.01 1,004,801.08 0.99092809 1,053.01 1-B6 1,204.73 1,149,572.78 0.99092816 1,204.73 2-B1 10,403.65 2,543,516.93 0.96528157 10,403.65 2-B2 3,833.76 937,288.40 0.96528157 3,833.76 2-B3 3,829.81 936,323.12 0.96528157 3,829.81 2-B4 2,191.28 535,731.27 0.96528157 2,191.28 2-B5 1,093.67 267,382.99 0.96528155 1,093.67 2-B6 1,646.42 402,522.41 0.96528156 1,646.42 2-AWIO 0.00 0.00 0.00000000 0.00 SES 0.00 0.00 0.00000000 0.00 Totals 6,568,507.12 513,962,146.22 0.90615653 6,568,507.12
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion 1-A1 20,000,000.00 912.11108400 1.09411150 11.66083050 0.00000000 1-A2 186,340,834.00 912.11108388 1.09411134 11.66083044 0.00000000 1-A3 37,268,166.00 912.11108376 1.09411126 11.66083059 0.00000000 1-A4 0.00 0.00000000 0.00000000 0.00000000 0.00000000 1-A5 2,383,000.00 1037.26001259 0.00000000 0.00000000 (4.75410827) 1-A6 29,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A-PO 1,094,946.00 941.84887657 3.28544056 0.47075381 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 270,784,000.00 907.75927935 3.69784407 8.97076042 0.00000000 1-B1 6,522,000.00 991.96655780 1.03847439 0.00000000 0.00000000 1-B2 2,898,000.00 991.96655970 1.03847481 0.00000000 0.00000000 1-B3 1,449,000.00 991.96655625 1.03847481 0.00000000 0.00000000 1-B4 1,450,000.00 991.96655862 1.03847586 0.00000000 0.00000000 1-B5 1,014,000.00 991.96655819 1.03847140 0.00000000 0.00000000 1-B6 1,160,097.00 991.96662865 1.03847351 0.00000000 0.00000000 2-B1 2,635,000.00 969.22982543 3.94825427 0.00000000 0.00000000 2-B2 971,000.00 969.22982492 3.94825953 0.00000000 0.00000000 2-B3 970,000.00 969.22982474 3.94825773 0.00000000 0.00000000 2-B4 555,000.00 969.22981982 3.94825225 0.00000000 0.00000000 2-B5 277,000.00 969.22981949 3.94826715 0.00000000 0.00000000 2-B6 417,000.00 969.22983213 3.94824940 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 12.75494200 899.35614200 0.89935614 12.75494200 1-A2 0.00000000 12.75494184 899.35614204 0.89935614 12.75494184 1-A3 0.00000000 12.75494185 899.35614191 0.89935614 12.75494185 1-A4 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1-A5 0.00000000 (4.75410827) 1,042.01412086 1.04201412 (4.75410827) 1-A6 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 A-PO 0.00000000 3.75619437 938.09268220 0.93809268 3.75619437 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 12.66860450 895.09067486 0.89509067 12.66860450 1-B1 0.00000000 1.03847439 990.92808341 0.99092808 1.03847439 1-B2 0.00000000 1.03847481 990.92808489 0.99092808 1.03847481 1-B3 0.00000000 1.03847481 990.92808144 0.99092808 1.03847481 1-B4 0.00000000 1.03847586 990.92808276 0.99092808 1.03847586 1-B5 0.00000000 1.03847140 990.92808679 0.99092809 1.03847140 1-B6 0.00000000 1.03847351 990.92815515 0.99092816 1.03847351 2-B1 0.00000000 3.94825427 965.28156736 0.96528157 3.94825427 2-B2 0.00000000 3.94825953 965.28156540 0.96528157 3.94825953 2-B3 0.00000000 3.94825773 965.28156701 0.96528157 3.94825773 2-B4 0.00000000 3.94825225 965.28156757 0.96528157 3.94825225 2-B5 0.00000000 3.94826715 965.28155235 0.96528155 3.94826715 2-B6 0.00000000 3.94824940 965.28155875 0.96528156 3.94824940 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% 18,242,221.68 83,610.18 0.00 0.00 1-A2 186,340,834.00 5.00000% 169,963,540.07 708,181.42 0.00 0.00 1-A3 37,268,166.00 1.60000% 33,992,707.28 45,323.61 0.00 0.00 1-A4 0.00 6.40000% 33,992,707.28 181,294.44 0.00 0.00 1-A5 2,383,000.00 5.50000% 2,471,790.61 11,329.04 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% 1,031,273.66 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 0.43707% 243,322,394.12 88,624.53 0.00 0.00 2-A1 270,784,000.00 5.00000% 245,806,688.70 1,024,194.54 0.00 0.00 1-B1 6,522,000.00 5.50000% 6,469,605.89 29,652.36 0.00 0.00 1-B2 2,898,000.00 5.50000% 2,874,719.09 13,175.80 0.00 0.00 1-B3 1,449,000.00 5.50000% 1,437,359.54 6,587.90 0.00 0.00 1-B4 1,450,000.00 5.50000% 1,438,351.51 6,592.44 0.00 0.00 1-B5 1,014,000.00 5.50000% 1,005,854.09 4,610.16 0.00 0.00 1-B6 1,160,097.00 5.50000% 1,150,777.51 5,274.40 0.00 0.00 2-B1 2,635,000.00 5.00000% 2,553,920.59 10,641.34 0.00 0.00 2-B2 971,000.00 5.00000% 941,122.16 3,921.34 0.00 0.00 2-B3 970,000.00 5.00000% 940,152.93 3,917.30 0.00 0.00 2-B4 555,000.00 5.00000% 537,922.55 2,241.34 0.00 0.00 2-B5 277,000.00 5.00000% 268,476.66 1,118.65 0.00 0.00 2-B6 417,000.00 5.00000% 404,168.84 1,684.04 0.00 0.00 2-AWIO 0.00 0.56636% 225,121,354.47 106,249.59 0.00 0.00 SES 0.00 0.00000% 520,530,654.82 0.00 0.00 0.00 Totals 567,189,143.00 2,471,141.09 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 83,610.18 0.00 17,987,122.84 1-A2 0.00 0.00 708,181.42 0.00 167,586,773.57 1-A3 0.00 0.00 45,323.61 0.00 33,517,353.99 1-A4 0.00 0.00 181,294.44 0.00 33,517,353.99 1-A5 0.00 0.00 11,329.04 0.00 2,483,119.65 1-A6 0.00 0.00 132,916.67 0.00 29,000,000.00 A-PO 0.00 0.00 0.00 0.00 1,027,160.83 1-AR 0.00 0.00 0.00 0.00 0.00 1-ALR 0.00 0.00 0.03 0.00 0.00 1-AWIO 0.00 0.00 88,624.53 0.00 240,308,515.39 2-A1 0.00 0.00 1,024,194.54 0.00 242,376,233.30 1-B1 0.00 0.00 29,652.36 0.00 6,462,832.96 1-B2 0.00 0.00 13,175.80 0.00 2,871,709.59 1-B3 0.00 0.00 6,587.90 0.00 1,435,854.79 1-B4 0.00 0.00 6,592.44 0.00 1,436,845.72 1-B5 0.00 0.00 4,610.16 0.00 1,004,801.08 1-B6 0.00 0.00 5,274.40 0.00 1,149,572.78 2-B1 0.00 0.00 10,641.34 0.00 2,543,516.93 2-B2 0.00 0.00 3,921.34 0.00 937,288.40 2-B3 0.00 0.00 3,917.30 0.00 936,323.12 2-B4 0.00 0.00 2,241.34 0.00 535,731.27 2-B5 0.00 0.00 1,118.65 0.00 267,382.99 2-B6 0.00 0.00 1,684.04 0.00 402,522.41 2-AWIO 0.00 0.00 106,249.59 0.00 221,967,899.87 SES 0.00 0.00 92,670.71 0.00 513,962,147.71 Totals 0.00 0.00 2,563,811.83 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% 912.11108400 4.18050900 0.00000000 0.00000000 1-A2 186,340,834.00 5.00000% 912.11108388 3.80046287 0.00000000 0.00000000 1-A3 37,268,166.00 1.60000% 912.11108376 1.21614812 0.00000000 0.00000000 1-A4 0.00 6.40000% 912.11108376 4.86459248 0.00000000 0.00000000 1-A5 2,383,000.00 5.50000% 1037.26001259 4.75410827 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% 941.84887657 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 0.43707% 926.99412179 0.33763608 0.00000000 0.00000000 2-A1 270,784,000.00 5.00000% 907.75927935 3.78233034 0.00000000 0.00000000 1-B1 6,522,000.00 5.50000% 991.96655780 4.54651334 0.00000000 0.00000000 1-B2 2,898,000.00 5.50000% 991.96655970 4.54651484 0.00000000 0.00000000 1-B3 1,449,000.00 5.50000% 991.96655625 4.54651484 0.00000000 0.00000000 1-B4 1,450,000.00 5.50000% 991.96655862 4.54651034 0.00000000 0.00000000 1-B5 1,014,000.00 5.50000% 991.96655819 4.54650888 0.00000000 0.00000000 1-B6 1,160,097.00 5.50000% 991.96662865 4.54651637 0.00000000 0.00000000 2-B1 2,635,000.00 5.00000% 969.22982543 4.03845920 0.00000000 0.00000000 2-B2 971,000.00 5.00000% 969.22982492 4.03845520 0.00000000 0.00000000 2-B3 970,000.00 5.00000% 969.22982474 4.03845361 0.00000000 0.00000000 2-B4 555,000.00 5.00000% 969.22981982 4.03845045 0.00000000 0.00000000 2-B5 277,000.00 5.00000% 969.22981949 4.03844765 0.00000000 0.00000000 2-B6 417,000.00 5.00000% 969.22983213 4.03846523 0.00000000 0.00000000 2-AWIO 0.00 0.56636% 904.92267727 0.42709259 0.00000000 0.00000000 SES 0.00 0.00000% 917.73733741 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 4.18050900 0.00000000 899.35614200 1-A2 0.00000000 0.00000000 3.80046287 0.00000000 899.35614204 1-A3 0.00000000 0.00000000 1.21614812 0.00000000 899.35614191 1-A4 0.00000000 0.00000000 4.86459248 0.00000000 899.35614191 1-A5 0.00000000 0.00000000 4.75410827 0.00000000 1042.01412086 1-A6 0.00000000 0.00000000 4.58333345 0.00000000 1000.00000000 A-PO 0.00000000 0.00000000 0.00000000 0.00000000 938.09268220 1-AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1-ALR 0.00000000 0.00000000 0.60000000 0.00000000 0.00000000 1-AWIO 0.00000000 0.00000000 0.33763608 0.00000000 915.51203903 2-A1 0.00000000 0.00000000 3.78233034 0.00000000 895.09067486 1-B1 0.00000000 0.00000000 4.54651334 0.00000000 990.92808341 1-B2 0.00000000 0.00000000 4.54651484 0.00000000 990.92808489 1-B3 0.00000000 0.00000000 4.54651484 0.00000000 990.92808144 1-B4 0.00000000 0.00000000 4.54651034 0.00000000 990.92808276 1-B5 0.00000000 0.00000000 4.54650888 0.00000000 990.92808679 1-B6 0.00000000 0.00000000 4.54651637 0.00000000 990.92815515 2-B1 0.00000000 0.00000000 4.03845920 0.00000000 965.28156736 2-B2 0.00000000 0.00000000 4.03845520 0.00000000 965.28156540 2-B3 0.00000000 0.00000000 4.03845361 0.00000000 965.28156701 2-B4 0.00000000 0.00000000 4.03845045 0.00000000 965.28156757 2-B5 0.00000000 0.00000000 4.03844765 0.00000000 965.28155235 2-B6 0.00000000 0.00000000 4.03846523 0.00000000 965.28155875 2-AWIO 0.00000000 0.00000000 0.42709259 0.00000000 892.24670263 SES 0.00000000 0.00000000 0.16338590 0.00000000 906.15653199 (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 0.00 354,343.12 353,883.81 96.99911466% APO_2 0.00000% 0.00 0.00 676,930.54 673,277.02 92.21532802% SES_1 0.00000% 268,401,271.79 265,289,872.19 0.00 0.00 91.52659815% SES_2 0.00000% 252,129,383.03 248,672,275.52 0.00 0.00 89.66361504%
CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 9,155,309.06 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 9,155,309.06 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 22,990.11 Payment of Interest and Principal 9,132,318.95 Total Withdrawals (Pool Distribution Amount) 9,155,309.06 Ending Balance 0.00
PREPAYMENT/CURTAILMENT INTEREST SHORTFALL Total Prepayment/Curtailment Interest Shortfall 0.00 Servicing Fee Support 0.00 Non-Supported Prepayment/Curtailment Interest Shortfall 0.00
SERVICING FEES Gross Servicing Fee 21,688.78 Trustee Fee 1,301.33 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 22,990.11
LOAN STATUS STRATIFICATION/CREDIT ENHANCEMENT STATEMENT DELINQUENCY STATUS DELINQUENT BANKRUPTCY FORECLOSURE REO Total No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 1 0 1 0.00 27,115.95 0.00 27,115.95 30 Days 17 0 0 0 17 1,581,926.35 0.00 0.00 0.00 1,581,926.35 60 Days 4 0 0 0 4 481,839.91 0.00 0.00 0.00 481,839.91 90 Days 1 0 0 0 1 150,604.63 0.00 0.00 0.00 150,604.63 120 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 22 0 1 0 23 2,214,370.89 0.00 27,115.95 0.00 2,241,486.84 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0.000000% 0.022462% 0.000000% 0.022462% 0.000000% 0.005276% 0.000000% 0.005276% 30 Days 0.381851% 0.000000% 0.000000% 0.000000% 0.381851% 0.307790% 0.000000% 0.000000% 0.000000% 0.307790% 60 Days 0.089847% 0.000000% 0.000000% 0.000000% 0.089847% 0.093750% 0.000000% 0.000000% 0.000000% 0.093750% 90 Days 0.022462% 0.000000% 0.000000% 0.000000% 0.022462% 0.029303% 0.000000% 0.000000% 0.000000% 0.029303% 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 0.494160% 0.000000% 0.022462% 0.000000% 0.516622% 0.430843% 0.000000% 0.005276% 0.000000% 0.436119%
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 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 4 0 0 0 4 498,975.19 0.00 0.00 0.00 498,975.19 60 Days 1 0 0 0 1 388,966.68 0.00 0.00 0.00 388,966.68 90 Days 1 0 0 0 1 150,604.63 0.00 0.00 0.00 150,604.63 120 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 6 0 0 0 6 1,038,546.50 0.00 0.00 0.00 1,038,546.50 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.234742% 0.000000% 0.000000% 0.000000% 0.234742% 0.188087% 0.000000% 0.000000% 0.000000% 0.188087% 60 Days 0.058685% 0.000000% 0.000000% 0.000000% 0.058685% 0.146619% 0.000000% 0.000000% 0.000000% 0.146619% 90 Days 0.058685% 0.000000% 0.000000% 0.000000% 0.058685% 0.056770% 0.000000% 0.000000% 0.000000% 0.056770% 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 0.352113% 0.000000% 0.000000% 0.000000% 0.352113% 0.391476% 0.000000% 0.000000% 0.000000% 0.391476% 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 1 0 1 0.00 27,115.95 0.00 27,115.95 30 Days 13 0 0 0 13 1,082,951.16 0.00 0.00 0.00 1,082,951.16 60 Days 3 0 0 0 3 92,873.23 0.00 0.00 0.00 92,873.23 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 16 0 1 0 17 1,175,824.39 0.00 27,115.95 0.00 1,202,940.34 0-29 Days 0.000000% 0.036390% 0.000000% 0.036390% 0.000000% 0.010904% 0.000000% 0.010904% 30 Days 0.473071% 0.000000% 0.000000% 0.000000% 0.473071% 0.435493% 0.000000% 0.000000% 0.000000% 0.435493% 60 Days 0.109170% 0.000000% 0.000000% 0.000000% 0.109170% 0.037348% 0.000000% 0.000000% 0.000000% 0.037348% 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 0.582242% 0.000000% 0.036390% 0.000000% 0.618632% 0.472841% 0.000000% 0.010904% 0.000000% 0.483745%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 16,871.78
COLLATERAL STATEMENT Collateral Description Fixed Weighted Average Gross Coupon 5.949820% Weighted Average Pass-Through Rate 5.696820% Weighted Average Maturity(Stepdown Calculation ) 349 Beginning Scheduled Collateral Loan Count 4,485 Number Of Loans Paid In Full 33 Ending Scheduled Collateral Loan Count 4,452 Beginning Scheduled Collateral Balance 520,530,654.82 Ending Scheduled Collateral Balance 513,962,147.71 Ending Actual Collateral Balance at 31-Jan-2004 513,962,147.71 Monthly P &I Constant 3,889,413.59 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 8,903,956.17 Class AP Deferred Amount 0.00 Ending Scheduled Balance for Premium Loans 513,962,147.71 Scheduled Principal 1,308,527.26 Unscheduled Principal 5,259,979.85
Miscellaneous Reporting Class 1-A6 Priority % 10.819001%
Group Level Collateral Statement Group Group 1 Group 2 Total Collateral Description Fixed 30 Year Fixed 15 Year Fixed Weighted Average Coupon Rate 6.141972 5.745267 5.949820 Weighted Average Net Rate 5.891972 5.495266 5.699820 Weighted Average Maturity 349 165 349 Beginning Loan Count 1,719 2,766 4,485 Loans Paid In Full 15 18 33 Ending Loan Count 1,704 2,748 4,452 Beginning Scheduled Balance 268,401,271.79 252,129,383.03 520,530,654.82 Ending scheduled Balance 265,289,872.19 248,672,275.52 513,962,147.71 Record Date 01/31/2004 01/31/2004 01/31/2004 Principal And Interest Constant 1,654,807.56 2,234,606.03 3,889,413.59 Scheduled Principal 281,046.66 1,027,480.60 1,308,527.26 Unscheduled Principal 2,830,352.94 2,429,626.91 5,259,979.85 Scheduled Interest 1,373,760.90 1,207,125.43 2,580,886.33 Servicing Fees 55,916.97 52,526.98 108,443.95 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 671.03 630.30 1,301.33 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 1,317,172.90 1,153,968.15 2,471,141.05 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 5.888972 5.492267 5.696820
Miscellaneous Reporting Group Group 1 CPR 11.957343% Subordinate % 5.363489% Subordinate Prepayment % 0.000000% Senior Prepayment % 100.000000% Senior % 94.636511% Group Group 2 CPR 11.012627% Subordinate % 2.245264% Subordinate Prepayment % 0.000000% Senior Prepayment % 100.000000% Senior % 97.754736%
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