-----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, JDtUjwX4KQL2ryzixsm85WkNuJp6HYCL3/viy8vch1UgBJhDE5IQsOrE7teovUBX U3cKD1t1f5Zkjq+LRiRc3g== 0001056404-04-003163.txt : 20040929 0001056404-04-003163.hdr.sgml : 20040929 20040929095120 ACCESSION NUMBER: 0001056404-04-003163 CONFORMED SUBMISSION TYPE: 8-K PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20040925 ITEM INFORMATION: Other Events ITEM INFORMATION: Financial Statements and Exhibits FILED AS OF DATE: 20040929 DATE AS OF CHANGE: 20040929 FILER: COMPANY DATA: COMPANY CONFORMED NAME: BANC OF AMERICA MORT SEC INC MORT PASTHR CERTS SER 2003 F CENTRAL INDEX KEY: 0001246077 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: 333-105940-01 FILM NUMBER: 041051320 BUSINESS ADDRESS: STREET 1: 201 NORTH TRYON ST CITY: CHARLOTTE STATE: NC ZIP: 28255 8-K 1 bam0300f_sep.txt SEPTEMBER 8-K UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington D. C. 20549 FORM 8-K CURRENT REPORT Pursuant to Section 13 or 15(d) of The Securities Exchange Act of 1934 Date of Report (Date of earliest event reported): September 27, 2004 BANC OF AMERICA MORTGAGE SECURITIES, INC. Mortgage Pass-Through Certificates, Series 2003-F Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-105940-01 54-2116904 Pooling and Servicing Agreement) (Commission 54-2116905 (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 MORTGAGE SECURITIES, INC., Mortgage Pass-Through Certificates, Series 2003-F 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 2003-F Trust, relating to the September 27, 2004 distribution. Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized. BANC OF AMERICA MORTGAGE SECURITIES, INC. Mortgage Pass-Through Certificates, Series 2003-F 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 2003-F Trust, relating to the September 27, 2004 distribution. EX-99.1
Banc of America Mortgage Securities, Inc. Mortgage Pass-Through Certificates Record Date: 8/31/2004 Distribution Date: 9/27/2004 BAM Series: 2003-F 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 05948XKL4 SEN 2.96900% 79,697,191.21 197,184.13 5,446,585.91 1-A2 05948XKM2 SEN 2.96900% 2,253,654.11 5,575.92 154,016.98 1-AR 05948XKN0 SEN 2.96900% 0.00 0.00 0.00 1-ALR 05948XKP5 SEN 2.96900% 0.00 1.53 0.00 2-A1 05948XKQ3 SEN 3.73400% 119,189,719.07 370,878.67 3,525,798.14 2-A2 05948XKR1 SEN 4.23700% 26,646,483.14 94,084.29 788,240.14 2-A3 05948XKS9 SEN 3.41900% 154,647,661.25 440,616.96 4,574,693.52 2-A4 05948XKT7 SEN 3.41900% 15,987,889.88 45,552.16 472,944.08 2-A5 05948XKU4 SEN 3.82800% 53,292,966.27 170,004.56 1,576,480.28 2-A6 05948XKV2 SEN 3.41900% 452,457.28 1,289.13 13,384.32 2-A7 05948XKW0 SEN 3.82800% 1,507,125.09 4,807.73 44,582.86 3-A1 05948XKX8 SEN 3.99400% 58,762,840.73 195,582.32 1,984,274.51 AP 05948XKY6 PO 0.00000% 374,819.00 0.00 624.70 B-1 05948XKZ3 SUB 3.51154% 13,689,346.16 40,058.91 16,545.48 B-2 05948XLA7 SUB 3.51154% 6,286,958.98 18,397.42 7,598.66 B-3 05948XLB5 SUB 3.51154% 3,667,228.65 10,731.35 4,432.36 B-4 05948XLE9 SUB 3.51154% 1,571,247.50 4,597.92 1,899.07 B-5 05948XLF6 SUB 3.51154% 1,572,231.99 4,600.80 1,900.26 B-6 05948XLG4 SUB 3.51154% 2,096,004.78 6,133.50 2,533.31 W-IO 05948XLD1 SEN 1.01030% 0.00 451,781.30 0.00 SES 05948XLC3 SEN 0.00000% 0.00 103,084.36 0.00 Totals 541,695,825.09 2,164,962.96 18,616,534.58
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses 1-A1 0.00 74,250,605.30 5,643,770.04 0.00 1-A2 0.00 2,099,637.13 159,592.90 0.00 1-AR 0.00 0.00 0.00 0.00 1-ALR 0.00 0.00 1.53 0.00 2-A1 0.00 115,663,920.93 3,896,676.81 0.00 2-A2 0.00 25,858,243.00 882,324.43 0.00 2-A3 0.00 150,072,967.73 5,015,310.48 0.00 2-A4 0.00 15,514,945.80 518,496.24 0.00 2-A5 0.00 51,716,486.00 1,746,484.84 0.00 2-A6 0.00 439,072.97 14,673.45 0.00 2-A7 0.00 1,462,542.22 49,390.59 0.00 3-A1 0.00 56,778,566.22 2,179,856.83 0.00 AP 0.00 374,194.30 624.70 0.00 B-1 0.00 13,672,800.68 56,604.39 0.00 B-2 0.00 6,279,360.31 25,996.08 0.00 B-3 0.00 3,662,796.30 15,163.71 0.00 B-4 0.00 1,569,348.43 6,496.99 0.00 B-5 0.00 1,570,331.73 6,501.06 0.00 B-6 0.00 2,093,471.47 8,666.81 0.00 W-IO 0.00 0.00 451,781.30 0.00 SES 0.00 0.00 103,084.36 0.00 Totals 0.00 523,079,290.52 20,781,497.54 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 238,032,000.00 79,697,191.21 122,129.09 5,324,456.82 0.00 0.00 1-A2 6,731,000.00 2,253,654.11 3,453.53 150,563.45 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 2-A1 223,650,000.00 119,189,719.07 128,910.73 3,396,887.40 0.00 0.00 2-A2 50,000,000.00 26,646,483.14 28,819.75 759,420.39 0.00 0.00 2-A3 290,184,000.00 154,647,661.25 167,260.60 4,407,432.93 0.00 0.00 2-A4 30,000,000.00 15,987,889.88 17,291.85 455,652.23 0.00 0.00 2-A5 100,000,000.00 53,292,966.27 57,639.50 1,518,840.78 0.00 0.00 2-A6 849,000.00 452,457.28 489.36 12,894.96 0.00 0.00 2-A7 2,828,000.00 1,507,125.09 1,630.04 42,952.82 0.00 0.00 3-A1 92,324,000.00 58,762,840.73 76,852.03 1,907,422.48 0.00 0.00 AP 401,285.95 374,819.00 624.70 0.00 0.00 0.00 B-1 13,905,000.00 13,689,346.16 16,545.48 0.00 0.00 0.00 B-2 6,386,000.00 6,286,958.98 7,598.66 0.00 0.00 0.00 B-3 3,725,000.00 3,667,228.65 4,432.36 0.00 0.00 0.00 B-4 1,596,000.00 1,571,247.50 1,899.07 0.00 0.00 0.00 B-5 1,597,000.00 1,572,231.99 1,900.26 0.00 0.00 0.00 B-6 2,129,024.00 2,096,004.78 2,533.31 0.00 0.00 0.00 W-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 1,064,337,409.95 541,695,825.09 640,010.32 17,976,524.26 0.00 0.00 (1) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.
Principal Distribution Statement (continued) Total Ending Ending Total Principal Certificate Certificate Principal Class Reduction Balance Percentage Distribution 1-A1 5,446,585.91 74,250,605.30 0.31193539 5,446,585.91 1-A2 154,016.98 2,099,637.13 0.31193539 154,016.98 1-AR 0.00 0.00 0.00000000 0.00 1-ALR 0.00 0.00 0.00000000 0.00 2-A1 3,525,798.14 115,663,920.93 0.51716486 3,525,798.14 2-A2 788,240.14 25,858,243.00 0.51716486 788,240.14 2-A3 4,574,693.52 150,072,967.73 0.51716486 4,574,693.52 2-A4 472,944.08 15,514,945.80 0.51716486 472,944.08 2-A5 1,576,480.28 51,716,486.00 0.51716486 1,576,480.28 2-A6 13,384.32 439,072.97 0.51716486 13,384.32 2-A7 44,582.86 1,462,542.22 0.51716486 44,582.86 3-A1 1,984,274.51 56,778,566.22 0.61499249 1,984,274.51 AP 624.70 374,194.30 0.93248792 624.70 B-1 16,545.48 13,672,800.68 0.98330102 16,545.48 B-2 7,598.66 6,279,360.31 0.98330102 7,598.66 B-3 4,432.36 3,662,796.30 0.98330102 4,432.36 B-4 1,899.07 1,569,348.43 0.98330102 1,899.07 B-5 1,900.26 1,570,331.73 0.98330102 1,900.26 B-6 2,533.31 2,093,471.47 0.98330102 2,533.31 W-IO 0.00 0.00 0.00000000 0.00 SES 0.00 0.00 0.00000000 0.00 Totals 18,616,534.58 523,079,290.52 0.49146003 18,616,534.58
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion 1-A1 238,032,000.00 334.81713051 0.51307845 22.36865976 0.00000000 1-A2 6,731,000.00 334.81713118 0.51307829 22.36865993 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 2-A1 223,650,000.00 532.92966273 0.57639495 15.18840778 0.00000000 2-A2 50,000,000.00 532.92966280 0.57639500 15.18840780 0.00000000 2-A3 290,184,000.00 532.92966273 0.57639498 15.18840780 0.00000000 2-A4 30,000,000.00 532.92966267 0.57639500 15.18840767 0.00000000 2-A5 100,000,000.00 532.92966270 0.57639500 15.18840780 0.00000000 2-A6 849,000.00 532.92965842 0.57639576 15.18840989 0.00000000 2-A7 2,828,000.00 532.92966407 0.57639321 15.18840877 0.00000000 3-A1 92,324,000.00 636.48499556 0.83241660 20.66009358 0.00000000 AP 401,285.95 934.04466316 1.55674526 0.00000000 0.00000000 B-1 13,905,000.00 984.49091406 1.18989428 0.00000000 0.00000000 B-2 6,386,000.00 984.49091450 1.18989352 0.00000000 0.00000000 B-3 3,725,000.00 984.49091275 1.18989530 0.00000000 0.00000000 B-4 1,596,000.00 984.49091479 1.18989348 0.00000000 0.00000000 B-5 1,597,000.00 984.49091421 1.18989355 0.00000000 0.00000000 B-6 2,129,024.00 984.49091227 1.18989265 0.00000000 0.00000000 W-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-A1 0.00000000 22.88173821 311.93539230 0.31193539 22.88173821 1-A2 0.00000000 22.88173823 311.93539296 0.31193539 22.88173823 1-AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1-ALR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2-A1 0.00000000 15.76480277 517.16485996 0.51716486 15.76480277 2-A2 0.00000000 15.76480280 517.16486000 0.51716486 15.76480280 2-A3 0.00000000 15.76480275 517.16485999 0.51716486 15.76480275 2-A4 0.00000000 15.76480267 517.16486000 0.51716486 15.76480267 2-A5 0.00000000 15.76480280 517.16486000 0.51716486 15.76480280 2-A6 0.00000000 15.76480565 517.16486455 0.51716486 15.76480565 2-A7 0.00000000 15.76480198 517.16485856 0.51716486 15.76480198 3-A1 0.00000000 21.49251018 614.99248538 0.61499249 21.49251018 AP 0.00000000 1.55674526 932.48791790 0.93248792 1.55674526 B-1 0.00000000 1.18989428 983.30101978 0.98330102 1.18989428 B-2 0.00000000 1.18989352 983.30101942 0.98330102 1.18989352 B-3 0.00000000 1.18989530 983.30102013 0.98330102 1.18989530 B-4 0.00000000 1.18989348 983.30102130 0.98330102 1.18989348 B-5 0.00000000 1.18989355 983.30102066 0.98330102 1.18989355 B-6 0.00000000 1.18989265 983.30101962 0.98330102 1.18989265 W-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-A1 238,032,000.00 2.96900% 79,697,191.21 197,184.13 0.00 0.00 1-A2 6,731,000.00 2.96900% 2,253,654.11 5,575.92 0.00 0.00 1-AR 50.00 2.96900% 0.00 0.00 0.00 0.00 1-ALR 50.00 2.96900% 0.00 0.00 0.00 0.00 2-A1 223,650,000.00 3.73400% 119,189,719.07 370,878.68 0.00 0.00 2-A2 50,000,000.00 4.23700% 26,646,483.14 94,084.29 0.00 0.00 2-A3 290,184,000.00 3.41900% 154,647,661.25 440,616.96 0.00 0.00 2-A4 30,000,000.00 3.41900% 15,987,889.88 45,552.16 0.00 0.00 2-A5 100,000,000.00 3.82800% 53,292,966.27 170,004.56 0.00 0.00 2-A6 849,000.00 3.41900% 452,457.28 1,289.13 0.00 0.00 2-A7 2,828,000.00 3.82800% 1,507,125.09 4,807.73 0.00 0.00 3-A1 92,324,000.00 3.99400% 58,762,840.73 195,582.32 0.00 0.00 AP 401,285.95 0.00000% 374,819.00 0.00 0.00 0.00 B-1 13,905,000.00 3.51154% 13,689,346.16 40,058.91 0.00 0.00 B-2 6,386,000.00 3.51154% 6,286,958.98 18,397.42 0.00 0.00 B-3 3,725,000.00 3.51154% 3,667,228.65 10,731.35 0.00 0.00 B-4 1,596,000.00 3.51154% 1,571,247.50 4,597.92 0.00 0.00 B-5 1,597,000.00 3.51154% 1,572,231.99 4,600.80 0.00 0.00 B-6 2,129,024.00 3.51154% 2,096,004.78 6,133.50 0.00 0.00 W-IO 0.00 1.01030% 536,612,373.15 451,781.30 0.00 0.00 SES 0.00 0.00000% 541,695,825.46 0.00 0.00 0.00 Totals 1,064,337,409.95 2,061,877.08 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 0.00 197,184.13 0.00 74,250,605.30 1-A2 0.00 0.00 5,575.92 0.00 2,099,637.13 1-AR 0.00 0.00 0.00 0.00 0.00 1-ALR 0.00 0.00 1.53 0.00 0.00 2-A1 0.00 0.00 370,878.67 0.00 115,663,920.93 2-A2 0.00 0.00 94,084.29 0.00 25,858,243.00 2-A3 0.00 0.00 440,616.96 0.00 150,072,967.73 2-A4 0.00 0.00 45,552.16 0.00 15,514,945.80 2-A5 0.00 0.00 170,004.56 0.00 51,716,486.00 2-A6 0.00 0.00 1,289.13 0.00 439,072.97 2-A7 0.00 0.00 4,807.73 0.00 1,462,542.22 3-A1 0.00 0.00 195,582.32 0.00 56,778,566.22 AP 0.00 0.00 0.00 0.00 374,194.30 B-1 0.00 0.00 40,058.91 0.00 13,672,800.68 B-2 0.00 0.00 18,397.42 0.00 6,279,360.31 B-3 0.00 0.00 10,731.35 0.00 3,662,796.30 B-4 0.00 0.00 4,597.92 0.00 1,569,348.43 B-5 0.00 0.00 4,600.80 0.00 1,570,331.73 B-6 0.00 0.00 6,133.50 0.00 2,093,471.47 W-IO 0.00 0.00 451,781.30 0.00 518,004,203.93 SES 0.00 0.00 103,084.36 0.00 523,079,290.89 Totals 0.00 0.00 2,164,962.96 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 238,032,000.00 2.96900% 334.81713051 0.82839337 0.00000000 0.00000000 1-A2 6,731,000.00 2.96900% 334.81713118 0.82839400 0.00000000 0.00000000 1-AR 50.00 2.96900% 0.00000000 0.00000000 0.00000000 0.00000000 1-ALR 50.00 2.96900% 0.00000000 0.00000000 0.00000000 0.00000000 2-A1 223,650,000.00 3.73400% 532.92966273 1.65829949 0.00000000 0.00000000 2-A2 50,000,000.00 4.23700% 532.92966280 1.88168580 0.00000000 0.00000000 2-A3 290,184,000.00 3.41900% 532.92966273 1.51840543 0.00000000 0.00000000 2-A4 30,000,000.00 3.41900% 532.92966267 1.51840533 0.00000000 0.00000000 2-A5 100,000,000.00 3.82800% 532.92966270 1.70004560 0.00000000 0.00000000 2-A6 849,000.00 3.41900% 532.92965842 1.51840989 0.00000000 0.00000000 2-A7 2,828,000.00 3.82800% 532.92966407 1.70004597 0.00000000 0.00000000 3-A1 92,324,000.00 3.99400% 636.48499556 2.11843421 0.00000000 0.00000000 AP 401,285.95 0.00000% 934.04466316 0.00000000 0.00000000 0.00000000 B-1 13,905,000.00 3.51154% 984.49091406 2.88089968 0.00000000 0.00000000 B-2 6,386,000.00 3.51154% 984.49091450 2.88089884 0.00000000 0.00000000 B-3 3,725,000.00 3.51154% 984.49091275 2.88089933 0.00000000 0.00000000 B-4 1,596,000.00 3.51154% 984.49091479 2.88090226 0.00000000 0.00000000 B-5 1,597,000.00 3.51154% 984.49091421 2.88090169 0.00000000 0.00000000 B-6 2,129,024.00 3.51154% 984.49091227 2.88089754 0.00000000 0.00000000 W-IO 0.00 1.01030% 507.05890552 0.42689983 0.00000000 0.00000000 SES 0.00 0.00000% 508.95122130 0.00000000 0.00000000 0.00000000 (5) All Classes are per $1,000 denomination.
Interest Distribution Factors Statement (continued) Remaining Ending Non-Supported Total Unpaid Certificate/ Interest Realized Interest Interest Notional Class Shortfall Losses (6) Distribution Shortfall Balance 1-A1 0.00000000 0.00000000 0.82839337 0.00000000 311.93539230 1-A2 0.00000000 0.00000000 0.82839400 0.00000000 311.93539296 1-AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1-ALR 0.00000000 0.00000000 30.60000000 0.00000000 0.00000000 2-A1 0.00000000 0.00000000 1.65829944 0.00000000 517.16485996 2-A2 0.00000000 0.00000000 1.88168580 0.00000000 517.16486000 2-A3 0.00000000 0.00000000 1.51840543 0.00000000 517.16485999 2-A4 0.00000000 0.00000000 1.51840533 0.00000000 517.16486000 2-A5 0.00000000 0.00000000 1.70004560 0.00000000 517.16486000 2-A6 0.00000000 0.00000000 1.51840989 0.00000000 517.16486455 2-A7 0.00000000 0.00000000 1.70004597 0.00000000 517.16485856 3-A1 0.00000000 0.00000000 2.11843421 0.00000000 614.99248538 AP 0.00000000 0.00000000 0.00000000 0.00000000 932.48791790 B-1 0.00000000 0.00000000 2.88089968 0.00000000 983.30101978 B-2 0.00000000 0.00000000 2.88089884 0.00000000 983.30101942 B-3 0.00000000 0.00000000 2.88089933 0.00000000 983.30102013 B-4 0.00000000 0.00000000 2.88090226 0.00000000 983.30102130 B-5 0.00000000 0.00000000 2.88090169 0.00000000 983.30102066 B-6 0.00000000 0.00000000 2.88089754 0.00000000 983.30101962 W-IO 0.00000000 0.00000000 0.42689983 0.00000000 489.47556530 SES 0.00000000 0.00000000 0.09685308 0.00000000 491.46002502 (6) Amount Does Not Include Excess Special Hazard, Bankruptcy,or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.
Certificateholder Component Statement Component Beginning Ending Beginning Ending Ending Pass-Through Notional Notional Component Component Component Class Rate Balance Balance Balance Balance Percentage A-PO2 0.00000% 0.00 0.00 354,608.54 354,015.27 97.13587738% A-PO3 0.00000% 0.00 0.00 20,210.47 20,179.04 97.64735144% WIO-1 1.12264% 88,803,662.69 83,192,558.45 0.00 0.00 33.10873990% WIO-2 0.99056% 386,786,911.86 375,776,999.53 0.00 0.00 52.74856755% WIO-3 0.97193% 61,021,798.60 59,034,645.95 0.00 0.00 62.39090247% SES-1 0.00000% 88,803,662.69 83,192,558.45 0.00 0.00 33.04298799% SES-2 0.00000% 391,542,231.54 380,524,464.20 0.00 0.00 53.02659414% SES-3 0.00000% 61,349,931.23 59,362,268.24 0.00 0.00 62.51547668%
CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 20,804,971.02 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 20,804,971.02 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 23,473.48 Payment of Interest and Principal 20,781,497.54 Total Withdrawals (Pool Distribution Amount) 20,804,971.02 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 22,570.66 Trustee Fee - Wells Fargo Bank, N.A. 902.82 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 23,473.48
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 0 0 0 0.00 0.00 0.00 0.00 30 Days 2 0 0 0 2 708,083.03 0.00 0.00 0.00 708,083.03 60 Days 1 0 0 0 1 480,274.61 0.00 0.00 0.00 480,274.61 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 1 0 1 0.00 0.00 643,500.00 0.00 643,500.00 Totals 3 0 1 0 4 1,188,357.64 0.00 643,500.00 0.00 1,831,857.64 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% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.192864% 0.000000% 0.000000% 0.000000% 0.192864% 0.135368% 0.000000% 0.000000% 0.000000% 0.135368% 60 Days 0.096432% 0.000000% 0.000000% 0.000000% 0.096432% 0.091817% 0.000000% 0.000000% 0.000000% 0.091817% 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% 0.096432% 0.000000% 0.096432% 0.000000% 0.000000% 0.123022% 0.000000% 0.123022% Totals 0.289296% 0.000000% 0.096432% 0.000000% 0.385728% 0.227185% 0.000000% 0.123022% 0.000000% 0.350206%
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 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 1 0 0 0 1 480,274.61 0.00 0.00 0.00 480,274.61 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 0 0 0 1 480,274.61 0.00 0.00 0.00 480,274.61 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 0.584795% 0.000000% 0.000000% 0.000000% 0.584795% 0.577305% 0.000000% 0.000000% 0.000000% 0.577305% 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 0.584795% 0.000000% 0.000000% 0.000000% 0.584795% 0.577305% 0.000000% 0.000000% 0.000000% 0.577305% 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 2 0 0 0 2 708,083.03 0.00 0.00 0.00 708,083.03 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 1 0 1 0.00 0.00 643,500.00 0.00 643,500.00 Totals 2 0 1 0 3 708,083.03 0.00 643,500.00 0.00 1,351,583.03 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.269179% 0.000000% 0.000000% 0.000000% 0.269179% 0.186081% 0.000000% 0.000000% 0.000000% 0.186081% 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% 0.134590% 0.000000% 0.134590% 0.000000% 0.000000% 0.169109% 0.000000% 0.169109% Totals 0.269179% 0.000000% 0.134590% 0.000000% 0.403769% 0.186081% 0.000000% 0.169109% 0.000000% 0.355190% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 3 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%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 9,312.08
COLLATERAL STATEMENT Collateral Description Mixed ARM Weighted Average Gross Coupon 4.840096% Weighted Average Pass-Through Rate 4.567604% Weighted Average Maturity(Stepdown Calculation) 343 Beginning Scheduled Collateral Loan Count 1,074 Number Of Loans Paid In Full 37 Ending Scheduled Collateral Loan Count 1,037 Beginning Scheduled Collateral Balance 541,695,825.46 Ending Scheduled Collateral Balance 523,079,290.89 Ending Actual Collateral Balance at 31-Aug-2004 523,079,290.89 Monthly P &I Constant 2,824,893.92 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 20,557,733.22 Class AP Deferred Amount 0.00 Ending Scheduled Balance for Premium Loans 523,079,290.89 Scheduled Principal 640,010.31 Unscheduled Principal 17,976,524.26
Miscellaneous Reporting Senior % 94.664345% Subordinate % 5.335654%
Group Level Collateral Statement Group Group 1 Group 2 Group 3 Collateral Description 3 Year LIBOR Arm 5 Year LIBOR Arm 7 Year LIBOR Arm Weighted Average Coupon Rate 4.468644 4.866164 5.211414 Weighted Average Net Rate 4.218644 4.616164 4.961414 Weighted Average Maturity 343 343 343 Beginning Loan Count 183 764 127 Loans Paid In Full 12 21 4 Ending Loan Count 171 743 123 Beginning Scheduled Balance 88,803,662.69 391,542,231.54 61,349,931.23 Ending scheduled Balance 83,192,558.45 380,524,464.20 59,362,268.24 Record Date 08/31/2004 08/31/2004 08/31/2004 Principal And Interest Constant 466,777.23 2,011,442.94 346,673.75 Scheduled Principal 136,083.97 423,685.83 80,240.51 Unscheduled Principal 5,475,020.27 10,594,081.51 1,907,422.48 Scheduled Interest 330,693.26 1,587,757.11 266,433.24 Servicing Fees 18,500.76 81,571.29 12,781.23 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 148.00 652.57 102.25 FRY Amount 0.00 0.00 0.00 Special Hazard Fee 0.00 0.00 0.00 Other Fee 9,250.39 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 302,794.11 1,505,533.25 253,549.76 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 4.091644 4.614164 4.959414
Group Level Collateral Statement Group Total Collateral Description Mixed ARM Weighted Average Coupon Rate 4.840096 Weighted Average Net Rate 4.590097 Weighted Average Maturity 343 Beginning Loan Count 1,074 Loans Paid In Full 37 Ending Loan Count 1,037 Beginning Scheduled Balance 541,695,825.46 Ending scheduled Balance 523,079,290.89 Record Date 08/31/2004 Principal And Interest Constant 2,824,893.92 Scheduled Principal 640,010.31 Unscheduled Principal 17,976,524.26 Scheduled Interest 2,184,883.61 Servicing Fees 112,853.28 Master Servicing Fees 0.00 Trustee Fee 902.82 FRY Amount 0.00 Special Hazard Fee 0.00 Other Fee 9,250.39 Pool Insurance Fee 0.00 Spread Fee 1 0.00 Spread Fee 2 0.00 Spread Fee 3 0.00 Net Interest 2,061,877.12 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Percentage of Cumulative Losses 0.0000 Prepayment Penalties 0.00 Special Servicing Fee 0.00 Pass-Through Rate 4.567604
Miscellaneous Reporting Group Group 1 CPR 53.459014% Subordinate % 7.716818% Subordinate Prepayment % 0.000000% Senior Prepayment % 100.000000% Senior % 92.283182% Group Group 2 CPR 28.073308% Subordinate % 4.975444% Subordinate Prepayment % 0.000000% Senior Prepayment % 100.000000% Senior % 95.024556% Group Group 3 CPR 31.580864% Subordinate % 4.185379% Subordinate Prepayment % 0.000000% Senior Prepayment % 100.000000% Senior % 95.814621%
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