-----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, LK8UCcz2+CMtpuz/U7IU1mZcJJy2xrjvrqFTs4MIFwCEVOBiGk5JLgkLdBDFi95l TjEUNxy7lEiUP6vl6f4hEA== 0001056404-04-002820.txt : 20040903 0001056404-04-002820.hdr.sgml : 20040903 20040903080537 ACCESSION NUMBER: 0001056404-04-002820 CONFORMED SUBMISSION TYPE: 8-K PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20040825 ITEM INFORMATION: Other Events ITEM INFORMATION: Financial Statements and Exhibits FILED AS OF DATE: 20040903 DATE AS OF CHANGE: 20040903 FILER: COMPANY DATA: COMPANY CONFORMED NAME: BANC OF AMERICA MORT SEC ALTERNATIVE LOAN TR 2003-8 CENTRAL INDEX KEY: 0001264664 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: 333-105940-12 FILM NUMBER: 041015188 BUSINESS ADDRESS: STREET 1: 201 NORTH TRYON ST CITY: CHARLOTTE STATE: NC ZIP: 28255 8-K 1 baa0308.txt AUGUST 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): August 25, 2004 BANC OF AMERICA ALTERNATIVE LOAN TRUST Mortgage Pass-Through Certificates, Series 2003-8 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-105940-12 54-2126358 Pooling and Servicing Agreement) (Commission IRS EIN (State or other File Number) 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 August 25, 2004 a distribution was made to holders of BANC OF AMERICA ALTERNATIVE LOAN TRUST, Mortgage Pass-Through Certificates, Series 2003-8 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 2003-8 Trust, relating to the August 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 2003-8 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: 8/26/04 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2003-8 Trust, relating to the August 25, 2004 distribution. EX-99.1
Banc of America Alternative Loan Trust Mortgage Pass-Through Certificates Record Date: 7/31/04 Distribution Date: 8/25/04 BAA Series: 2003-8 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-CB-1 05948XTV3 SEN 5.50000% 367,452,283.74 1,684,156.16 5,091,606.53 1-CB-WIO 05948XTX9 SEN 0.31542% 0.00 47,124.37 0.00 1-CB-R 05948XTW1 SEN 5.50000% 0.00 0.00 0.00 2-NC-1 05948XTY7 SEN 5.50000% 40,456,217.83 185,424.32 551,600.87 2-NC-2 05948XTZ4 SEN 5.75000% 4,027,913.00 19,300.41 0.00 2-NC-3 05948XVQ1 SEN 0.00000% 183,087.00 0.00 0.00 2-NC-WIO 05948XUA7 SEN 0.21517% 0.00 5,531.46 0.00 3-A-1 05948XUB5 SEN 4.75000% 212,041,342.22 839,330.39 3,204,408.66 3-A-WIO 05948XUC3 SEN 0.47649% 0.00 52,407.12 0.00 PO 05948XUD1 SEN 0.00000% 13,685,695.82 0.00 186,391.89 X-B1 05948XUE9 SUB 5.50000% 10,273,438.62 47,086.59 11,947.60 X-B2 05948XUF6 SUB 5.50000% 4,778,251.56 21,900.32 5,556.91 X-B3 05948XUG4 SUB 5.50000% 2,389,125.78 10,950.16 2,778.46 X-B4 05948XUM1 SUB 5.50000% 2,390,114.66 10,954.69 2,779.61 X-B5 05948XUN9 SUB 5.50000% 1,672,190.27 7,664.20 1,944.69 X-B6 05948XUP4 SUB 5.50000% 1,912,300.92 8,764.71 2,223.91 3-B1 05948XUH2 SUB 4.75000% 2,453,140.63 9,710.35 10,601.42 3-B2 05948XUJ8 SUB 4.75000% 818,673.30 3,240.58 3,537.96 3-B3 05948XUK5 SUB 4.75000% 817,713.54 3,236.78 3,533.81 3-B4 05948XUQ2 SUB 4.75000% 467,401.99 1,850.13 2,019.91 3-B5 05948XUR0 SUB 4.75000% 233,221.12 923.17 1,007.88 3-B6 05948XUS8 SUB 4.75000% 351,483.42 1,391.29 1,518.96 SES 05948XUL3 SUB 0.00000% 0.00 116,566.88 0.00 Totals 666,403,595.42 3,077,514.08 9,083,459.07
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses 1-CB-1 0.00 362,360,677.20 6,775,762.69 0.00 1-CB-WIO 0.00 0.00 47,124.37 0.00 1-CB-R 0.00 0.00 0.00 0.00 2-NC-1 0.00 39,904,616.96 737,025.19 0.00 2-NC-2 0.00 4,027,913.00 19,300.41 0.00 2-NC-3 0.00 183,087.00 0.00 0.00 2-NC-WIO 0.00 0.00 5,531.46 0.00 3-A-1 0.00 208,836,933.56 4,043,739.05 0.00 3-A-WIO 0.00 0.00 52,407.12 0.00 PO 0.00 13,499,303.93 186,391.89 0.00 X-B1 0.00 10,261,491.03 59,034.19 0.00 X-B2 0.00 4,772,694.64 27,457.23 0.00 X-B3 0.00 2,386,347.32 13,728.62 0.00 X-B4 0.00 2,387,335.05 13,734.30 0.00 X-B5 0.00 1,670,245.58 9,608.89 0.00 X-B6 0.00 1,910,077.01 10,988.62 0.00 3-B1 0.00 2,442,539.21 20,311.77 0.00 3-B2 0.00 815,135.35 6,778.54 0.00 3-B3 0.00 814,179.74 6,770.59 0.00 3-B4 0.00 465,382.08 3,870.04 0.00 3-B5 0.00 232,213.23 1,931.05 0.00 3-B6 0.00 349,964.46 2,910.25 0.00 SES 0.00 0.00 116,566.88 0.00 Totals 0.00 657,320,136.35 12,160,973.15 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-CB-1 400,507,000.00 367,452,283.74 429,163.35 4,662,443.18 0.00 0.00 1-CB-WIO 0.00 0.00 0.00 0.00 0.00 0.00 1-CB-R 100.00 0.00 0.00 0.00 0.00 0.00 2-NC-1 43,588,000.00 40,456,217.83 50,051.04 501,549.83 0.00 0.00 2-NC-2 4,027,913.00 4,027,913.00 0.00 0.00 0.00 0.00 2-NC-3 183,087.00 183,087.00 0.00 0.00 0.00 0.00 2-NC-WIO 0.00 0.00 0.00 0.00 0.00 0.00 3-A-1 234,719,000.00 212,041,342.22 916,351.80 2,288,056.86 0.00 0.00 3-A-WIO 0.00 0.00 0.00 0.00 0.00 0.00 PO 14,663,223.00 13,685,695.82 27,716.33 158,675.56 0.00 0.00 X-B1 10,389,000.00 10,273,438.62 11,947.60 0.00 0.00 0.00 X-B2 4,832,000.00 4,778,251.56 5,556.91 0.00 0.00 0.00 X-B3 2,416,000.00 2,389,125.78 2,778.46 0.00 0.00 0.00 X-B4 2,417,000.00 2,390,114.66 2,779.61 0.00 0.00 0.00 X-B5 1,691,000.00 1,672,190.27 1,944.69 0.00 0.00 0.00 X-B6 1,933,809.00 1,912,300.92 2,223.91 0.00 0.00 0.00 3-B1 2,556,000.00 2,453,140.63 10,601.42 0.00 0.00 0.00 3-B2 853,000.00 818,673.30 3,537.96 0.00 0.00 0.00 3-B3 852,000.00 817,713.54 3,533.81 0.00 0.00 0.00 3-B4 487,000.00 467,401.99 2,019.91 0.00 0.00 0.00 3-B5 243,000.00 233,221.12 1,007.88 0.00 0.00 0.00 3-B6 366,221.00 351,483.42 1,518.96 0.00 0.00 0.00 Totals 726,724,353.00 666,403,595.42 1,472,733.64 7,610,725.43 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-CB-1 5,091,606.53 362,360,677.20 0.90475492 5,091,606.53 1-CB-WIO 0.00 0.00 0.00000000 0.00 1-CB-R 0.00 0.00 0.00000000 0.00 2-NC-1 551,600.87 39,904,616.96 0.91549548 551,600.87 2-NC-2 0.00 4,027,913.00 1.00000000 0.00 2-NC-3 0.00 183,087.00 1.00000000 0.00 2-NC-WIO 0.00 0.00 0.00000000 0.00 3-A-1 3,204,408.66 208,836,933.56 0.88973169 3,204,408.66 3-A-WIO 0.00 0.00 0.00000000 0.00 PO 186,391.89 13,499,303.93 0.92062324 186,391.89 X-B1 11,947.60 10,261,491.03 0.98772654 11,947.60 X-B2 5,556.91 4,772,694.64 0.98772654 5,556.91 X-B3 2,778.46 2,386,347.32 0.98772654 2,778.46 X-B4 2,779.61 2,387,335.05 0.98772654 2,779.61 X-B5 1,944.69 1,670,245.58 0.98772654 1,944.69 X-B6 2,223.91 1,910,077.01 0.98772785 2,223.91 3-B1 10,601.42 2,442,539.21 0.95561002 10,601.42 3-B2 3,537.96 815,135.35 0.95561002 3,537.96 3-B3 3,533.81 814,179.74 0.95561002 3,533.81 3-B4 2,019.91 465,382.08 0.95561002 2,019.91 3-B5 1,007.88 232,213.23 0.95561000 1,007.88 3-B6 1,518.96 349,964.46 0.95561003 1,518.96 Totals 9,083,459.07 657,320,136.35 0.90449719 9,083,459.07
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion 1-CB-1 400,507,000.00 917.46781889 1.07155019 11.64135254 0.00000000 1-CB-WIO 0.00 0.00000000 0.00000000 0.00000000 0.00000000 1-CB-R 100.00 0.00000000 0.00000000 0.00000000 0.00000000 2-NC-1 43,588,000.00 928.15035858 1.14827567 11.50660342 0.00000000 2-NC-2 4,027,913.00 1000.00000000 0.00000000 0.00000000 0.00000000 2-NC-3 183,087.00 1000.00000000 0.00000000 0.00000000 0.00000000 2-NC-WIO 0.00 0.00000000 0.00000000 0.00000000 0.00000000 3-A-1 234,719,000.00 903.38380029 3.90403759 9.74806837 0.00000000 3-A-WIO 0.00 0.00000000 0.00000000 0.00000000 0.00000000 PO 14,663,223.00 933.33476685 1.89019358 10.82132898 0.00000000 X-B1 10,389,000.00 988.87656367 1.15002406 0.00000000 0.00000000 X-B2 4,832,000.00 988.87656457 1.15002276 0.00000000 0.00000000 X-B3 2,416,000.00 988.87656457 1.15002483 0.00000000 0.00000000 X-B4 2,417,000.00 988.87656599 1.15002482 0.00000000 0.00000000 X-B5 1,691,000.00 988.87656416 1.15002365 0.00000000 0.00000000 X-B6 1,933,809.00 988.87786746 1.15001533 0.00000000 0.00000000 3-B1 2,556,000.00 959.75767997 4.14766041 0.00000000 0.00000000 3-B2 853,000.00 959.75767878 4.14766706 0.00000000 0.00000000 3-B3 852,000.00 959.75767606 4.14766432 0.00000000 0.00000000 3-B4 487,000.00 959.75767967 4.14765914 0.00000000 0.00000000 3-B5 243,000.00 959.75769547 4.14765432 0.00000000 0.00000000 3-B6 366,221.00 959.75768730 4.14765947 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-CB-1 0.00000000 12.71290272 904.75491614 0.90475492 12.71290272 1-CB-WIO 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1-CB-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2-NC-1 0.00000000 12.65487910 915.49547949 0.91549548 12.65487910 2-NC-2 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 2-NC-3 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 2-NC-WIO 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 3-A-1 0.00000000 13.65210597 889.73169432 0.88973169 13.65210597 3-A-WIO 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 PO 0.00000000 12.71152256 920.62324429 0.92062324 12.71152256 X-B1 0.00000000 1.15002406 987.72654057 0.98772654 1.15002406 X-B2 0.00000000 1.15002276 987.72653974 0.98772654 1.15002276 X-B3 0.00000000 1.15002483 987.72653974 0.98772654 1.15002483 X-B4 0.00000000 1.15002482 987.72654117 0.98772654 1.15002482 X-B5 0.00000000 1.15002365 987.72654051 0.98772654 1.15002365 X-B6 0.00000000 1.15001533 987.72785213 0.98772785 1.15001533 3-B1 0.00000000 4.14766041 955.61001956 0.95561002 4.14766041 3-B2 0.00000000 4.14766706 955.61002345 0.95561002 4.14766706 3-B3 0.00000000 4.14766432 955.61002347 0.95561002 4.14766432 3-B4 0.00000000 4.14765914 955.61002053 0.95561002 4.14765914 3-B5 0.00000000 4.14765432 955.61000000 0.95561000 4.14765432 3-B6 0.00000000 4.14765947 955.61002782 0.95561003 4.14765947 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-CB-1 400,507,000.00 5.50000% 367,452,283.74 1,684,156.30 0.00 0.00 1-CB-WIO 0.00 0.31542% 179,285,136.70 47,124.37 0.00 0.00 1-CB-R 100.00 5.50000% 0.00 0.00 0.00 0.00 2-NC-1 43,588,000.00 5.50000% 40,456,217.83 185,424.33 0.00 0.00 2-NC-2 4,027,913.00 5.75000% 4,027,913.00 19,300.42 0.00 0.00 2-NC-3 183,087.00 0.00000% 183,087.00 0.00 0.00 0.00 2-NC-WIO 0.00 0.21517% 30,848,357.10 5,531.46 0.00 0.00 3-A-1 234,719,000.00 4.75000% 212,041,342.22 839,330.31 0.00 0.00 3-A-WIO 0.00 0.47649% 131,983,634.70 52,407.12 0.00 0.00 PO 14,663,223.00 0.00000% 13,685,695.82 0.00 0.00 0.00 X-B1 10,389,000.00 5.50000% 10,273,438.62 47,086.59 0.00 0.00 X-B2 4,832,000.00 5.50000% 4,778,251.56 21,900.32 0.00 0.00 X-B3 2,416,000.00 5.50000% 2,389,125.78 10,950.16 0.00 0.00 X-B4 2,417,000.00 5.50000% 2,390,114.66 10,954.69 0.00 0.00 X-B5 1,691,000.00 5.50000% 1,672,190.27 7,664.21 0.00 0.00 X-B6 1,933,809.00 5.50000% 1,912,300.92 8,764.71 0.00 0.00 3-B1 2,556,000.00 4.75000% 2,453,140.63 9,710.35 0.00 0.00 3-B2 853,000.00 4.75000% 818,673.30 3,240.58 0.00 0.00 3-B3 852,000.00 4.75000% 817,713.54 3,236.78 0.00 0.00 3-B4 487,000.00 4.75000% 467,401.99 1,850.13 0.00 0.00 3-B5 243,000.00 4.75000% 233,221.12 923.17 0.00 0.00 3-B6 366,221.00 4.75000% 351,483.42 1,391.29 0.00 0.00 SES 0.00 0.00000% 666,403,594.40 0.00 0.00 0.00 Totals 726,724,353.00 2,960,947.29 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-CB-1 0.14 0.00 1,684,156.16 0.00 362,360,677.20 1-CB-WIO 0.00 0.00 47,124.37 0.00 175,856,166.28 1-CB-R 0.00 0.00 0.00 0.00 0.00 2-NC-1 0.02 0.00 185,424.32 0.00 39,904,616.96 2-NC-2 0.00 0.00 19,300.41 0.00 4,027,913.00 2-NC-3 0.00 0.00 0.00 0.00 183,087.00 2-NC-WIO 0.00 0.00 5,531.46 0.00 30,812,096.34 3-A-1 (0.07) 0.00 839,330.39 0.00 208,836,933.56 3-A-WIO 0.00 0.00 52,407.12 0.00 129,663,996.99 PO 0.00 0.00 0.00 0.00 13,499,303.93 X-B1 0.00 0.00 47,086.59 0.00 10,261,491.03 X-B2 0.00 0.00 21,900.32 0.00 4,772,694.64 X-B3 0.00 0.00 10,950.16 0.00 2,386,347.32 X-B4 0.00 0.00 10,954.69 0.00 2,387,335.05 X-B5 0.00 0.00 7,664.20 0.00 1,670,245.58 X-B6 0.00 0.00 8,764.71 0.00 1,910,077.01 3-B1 0.00 0.00 9,710.35 0.00 2,442,539.21 3-B2 0.00 0.00 3,240.58 0.00 815,135.35 3-B3 0.00 0.00 3,236.78 0.00 814,179.74 3-B4 0.00 0.00 1,850.13 0.00 465,382.08 3-B5 0.00 0.00 923.17 0.00 232,213.23 3-B6 0.00 0.00 1,391.29 0.00 349,964.46 SES 0.00 0.00 116,566.88 0.00 657,320,135.31 Totals 0.09 0.00 3,077,514.08 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-CB-1 400,507,000.00 5.50000% 917.46781889 4.20506084 0.00000000 0.00000000 1-CB-WIO 0.00 0.31542% 903.68370958 0.23752959 0.00000000 0.00000000 1-CB-R 100.00 5.50000% 0.00000000 0.00000000 0.00000000 0.00000000 2-NC-1 43,588,000.00 5.50000% 928.15035858 4.25402244 0.00000000 0.00000000 2-NC-2 4,027,913.00 5.75000% 1000.00000000 4.79166755 0.00000000 0.00000000 2-NC-3 183,087.00 0.00000% 1000.00000000 0.00000000 0.00000000 0.00000000 2-NC-WIO 0.00 0.21517% 912.91872167 0.16369667 0.00000000 0.00000000 3-A-1 234,719,000.00 4.75000% 903.38380029 3.57589420 0.00000000 0.00000000 3-A-WIO 0.00 0.47649% 890.57972492 0.35362504 0.00000000 0.00000000 PO 14,663,223.00 0.00000% 933.33476685 0.00000000 0.00000000 0.00000000 X-B1 10,389,000.00 5.50000% 988.87656367 4.53235056 0.00000000 0.00000000 X-B2 4,832,000.00 5.50000% 988.87656457 4.53235099 0.00000000 0.00000000 X-B3 2,416,000.00 5.50000% 988.87656457 4.53235099 0.00000000 0.00000000 X-B4 2,417,000.00 5.50000% 988.87656599 4.53235002 0.00000000 0.00000000 X-B5 1,691,000.00 5.50000% 988.87656416 4.53235364 0.00000000 0.00000000 X-B6 1,933,809.00 5.50000% 988.87786746 4.53235557 0.00000000 0.00000000 3-B1 2,556,000.00 4.75000% 959.75767997 3.79904147 0.00000000 0.00000000 3-B2 853,000.00 4.75000% 959.75767878 3.79903869 0.00000000 0.00000000 3-B3 852,000.00 4.75000% 959.75767606 3.79903756 0.00000000 0.00000000 3-B4 487,000.00 4.75000% 959.75767967 3.79903491 0.00000000 0.00000000 3-B5 243,000.00 4.75000% 959.75769547 3.79905350 0.00000000 0.00000000 3-B6 366,221.00 4.75000% 959.75768730 3.79904484 0.00000000 0.00000000 SES 0.00 0.00000% 916.99636781 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-CB-1 0.00000035 0.00000000 4.20506049 0.00000000 904.75491614 1-CB-WIO 0.00000000 0.00000000 0.23752959 0.00000000 886.40004198 1-CB-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2-NC-1 0.00000046 0.00000000 4.25402221 0.00000000 915.49547949 2-NC-2 0.00000000 0.00000000 4.79166506 0.00000000 1000.00000000 2-NC-3 0.00000000 0.00000000 0.00000000 0.00000000 1000.00000000 2-NC-WIO 0.00000000 0.00000000 0.16369667 0.00000000 911.84562962 3-A-1 (0.00000030) 0.00000000 3.57589454 0.00000000 889.73169432 3-A-WIO 0.00000000 0.00000000 0.35362504 0.00000000 874.92761533 PO 0.00000000 0.00000000 0.00000000 0.00000000 920.62324429 X-B1 0.00000000 0.00000000 4.53235056 0.00000000 987.72654057 X-B2 0.00000000 0.00000000 4.53235099 0.00000000 987.72653974 X-B3 0.00000000 0.00000000 4.53235099 0.00000000 987.72653974 X-B4 0.00000000 0.00000000 4.53235002 0.00000000 987.72654117 X-B5 0.00000000 0.00000000 4.53234772 0.00000000 987.72654051 X-B6 0.00000000 0.00000000 4.53235557 0.00000000 987.72785213 3-B1 0.00000000 0.00000000 3.79904147 0.00000000 955.61001956 3-B2 0.00000000 0.00000000 3.79903869 0.00000000 955.61002345 3-B3 0.00000000 0.00000000 3.79903756 0.00000000 955.61002347 3-B4 0.00000000 0.00000000 3.79903491 0.00000000 955.61002053 3-B5 0.00000000 0.00000000 3.79905350 0.00000000 955.61000000 3-B6 0.00000000 0.00000000 3.79904484 0.00000000 955.61002782 SES 0.00000000 0.00000000 0.16040040 0.00000000 904.49718704 (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 PO 1-CB 0.00000% 0.00 0.00 10,080,872.89 9,994,820.37 92.86810643% PO 2-NC 0.00000% 0.00 0.00 462,268.41 411,458.35 87.82330894% PO-3APO 0.00000% 0.00 0.00 3,142,554.52 3,093,025.21 90.11434231% SES 1-CB 0.00000% 398,487,483.92 393,285,351.41 0.00 0.00 90.94132646% SES 1-NC 0.00000% 47,590,578.88 46,985,410.21 0.00 0.00 92.57249482% SES 3A 0.00000% 220,325,531.60 217,049,373.69 0.00 0.00 89.13418788%
CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 12,190,683.65 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 12,190,683.65 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 29,710.50 Payment of Interest and Principal 12,160,973.15 Total Withdrawals (Pool Distribution Amount) 12,190,683.65 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 27,766.81 Trustee Fee - Wells Fargo Bank, N.A. 1,943.69 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 29,710.50
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 3 1 0 4 292,473.05 281,178.86 0.00 573,651.91 30 Days 33 1 0 0 34 4,667,586.54 143,204.78 0.00 0.00 4,810,791.32 60 Days 3 0 0 0 3 527,470.25 0.00 0.00 0.00 527,470.25 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 1 0 1 0 2 237,000.00 0.00 55,658.39 0.00 292,658.39 Totals 37 4 2 0 43 5,432,056.79 435,677.83 336,837.25 0.00 6,204,571.87 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 0.060012% 0.020004% 0.000000% 0.080016% 0.044410% 0.042695% 0.000000% 0.087105% 30 Days 0.660132% 0.020004% 0.000000% 0.000000% 0.680136% 0.708739% 0.021745% 0.000000% 0.000000% 0.730483% 60 Days 0.060012% 0.000000% 0.000000% 0.000000% 0.060012% 0.080092% 0.000000% 0.000000% 0.000000% 0.080092% 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 0.020004% 0.000000% 0.020004% 0.000000% 0.040008% 0.035987% 0.000000% 0.008451% 0.000000% 0.044438% Totals 0.740148% 0.080016% 0.040008% 0.000000% 0.860172% 0.824818% 0.066154% 0.051146% 0.000000% 0.942119%
Delinquency Status By Groups DELINQUENT BANKRUPTCY FORECLOSURE REO Total One 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 3 0 0 3 292,473.05 0.00 0.00 292,473.05 30 Days 27 1 0 0 28 3,650,366.81 143,204.78 0.00 0.00 3,793,571.59 60 Days 3 0 0 0 3 527,470.25 0.00 0.00 0.00 527,470.25 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 1 0 1 0 2 237,000.00 0.00 55,658.39 0.00 292,658.39 Totals 31 4 1 0 36 4,414,837.06 435,677.83 55,658.39 0.00 4,906,173.28 0-29 Days 0.105634% 0.000000% 0.000000% 0.105634% 0.074292% 0.000000% 0.000000% 0.074292% 30 Days 0.950704% 0.035211% 0.000000% 0.000000% 0.985915% 0.927236% 0.036376% 0.000000% 0.000000% 0.963612% 60 Days 0.105634% 0.000000% 0.000000% 0.000000% 0.105634% 0.133984% 0.000000% 0.000000% 0.000000% 0.133984% 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 0.035211% 0.000000% 0.035211% 0.000000% 0.070423% 0.060201% 0.000000% 0.014138% 0.000000% 0.074339% Totals 1.091549% 0.140845% 0.035211% 0.000000% 1.267606% 1.121421% 0.110667% 0.014138% 0.000000% 1.246226% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Two 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 1 0 0 0 1 643,478.18 0.00 0.00 0.00 643,478.18 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 0 0 0 1 643,478.18 0.00 0.00 0.00 643,478.18 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.020408% 0.000000% 0.000000% 0.000000% 1.020408% 1.368174% 0.000000% 0.000000% 0.000000% 1.368174% 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 1.020408% 0.000000% 0.000000% 0.000000% 1.020408% 1.368174% 0.000000% 0.000000% 0.000000% 1.368174% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Three 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 0.00 281,178.86 0.00 281,178.86 30 Days 5 0 0 0 5 373,741.55 0.00 0.00 0.00 373,741.55 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 5 0 1 0 6 373,741.55 0.00 281,178.86 0.00 654,920.41 0-29 Days 0.000000% 0.048520% 0.000000% 0.048520% 0.000000% 0.129063% 0.000000% 0.129063% 30 Days 0.242601% 0.000000% 0.000000% 0.000000% 0.242601% 0.171550% 0.000000% 0.000000% 0.000000% 0.171550% 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 0.242601% 0.000000% 0.048520% 0.000000% 0.291121% 0.171550% 0.000000% 0.129063% 0.000000% 0.300612%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 35,471.31
COLLATERAL STATEMENT Collateral Description Mixed Fixed Weighted Average Gross Coupon 5.585309% Weighted Average Net Coupon 5.335308% Weighted Average Pass-Through Rate 5.331808% Weighted Average Maturity(Stepdown Calculation ) 346 Beginning Scheduled Collateral Loan Count 5,048 Number Of Loans Paid In Full 49 Ending Scheduled Collateral Loan Count 4,999 Beginning Scheduled Collateral Balance 666,403,594.40 Ending Scheduled Collateral Balance 657,320,135.31 Ending Actual Collateral Balance at 31-Jul-2004 658,576,336.19 Monthly P &I Constant 4,574,458.60 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Ending Scheduled Balance for Premium Loans 657,320,135.31 Scheduled Principal 1,472,733.65 Unscheduled Principal 7,610,725.44
Group Level Collateral Statement Group One Two Three Collateral Description Fixed 30 Year Fixed 30 Year Fixed 15 Year Weighted Average Coupon Rate 5.756271 5.839552 5.221185 Weighted Average Net Rate 5.506271 5.589552 4.971184 Weighted Average Maturity 344 346 163 Beginning Loan Count 2,873 99 2,076 Loans Paid In Full 33 1 15 Ending Loan Count 2,840 98 2,061 Beginning Scheduled Balance 398,487,483.92 47,590,578.88 220,325,531.60 Ending scheduled Balance 393,285,351.41 46,985,410.21 217,049,373.69 Record Date 07/31/2004 07/31/2004 07/31/2004 Principal And Interest Constant 2,377,973.32 284,943.30 1,911,541.98 Scheduled Principal 466,471.68 53,353.58 952,908.39 Unscheduled Principal 4,735,660.83 551,815.09 2,323,249.52 Scheduled Interest 1,911,501.64 231,589.72 958,633.59 Servicing Fees 83,018.20 9,914.69 45,901.17 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 1,162.29 138.80 642.60 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 1,827,321.15 221,536.23 912,089.82 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 5.502771 5.589552 4.967684
Group Level Collateral Statement Group Total Collateral Description Mixed Fixed Weighted Average Coupon Rate 5.585309 Weighted Average Net Rate 5.335308 Weighted Average Maturity 346 Beginning Loan Count 5,048 Loans Paid In Full 49 Ending Loan Count 4,999 Beginning Scheduled Balance 666,403,594.40 Ending scheduled Balance 657,320,135.31 Record Date 07/31/2004 Principal And Interest Constant 4,574,458.60 Scheduled Principal 1,472,733.65 Unscheduled Principal 7,610,725.44 Scheduled Interest 3,101,724.95 Servicing Fees 138,834.06 Master Servicing Fees 0.00 Trustee Fee 1,943.69 FRY Amount 0.00 Special Hazard Fee 0.00 Other Fee 0.00 Pool Insurance Fee 0.00 Spread Fee 1 0.00 Spread Fee 2 0.00 Spread Fee 3 0.00 Net Interest 2,960,947.20 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 5.331808
Miscellaneous Reporting Group One CPR % Group One 13.379388% Senior % Group One 94.605054% Subordinate % Group One 5.394946% Senior Prepayment % Group One 100.000000% Subordinate Prepayment % Group One 0.000000% Group Two CPR % Group Two 13.073873% Senior % Group Two 94.777889% Subordinate % Group Two 5.222111% Senior Prepayment % Group Two 100.000000% Subordinate Prepayment % Group Two 0.000000% Group Three CPR % Group Three 11.993793% Senior % Group Three 97.632580% Subordinate % Group Three 2.367421% Senior Prepayment % Group Three 100.000000% Subordinate Prepayment % Group Three 0.000000%
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