-----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, ArkydKeix73xXnGz+Nax+R+jhihbBUSrK9ruoV6dcTclAYxuNiaP9Fqzhc5WSfnP I9kjmiprh4VIA3ACagrcNw== 0001056404-04-002904.txt : 20040903 0001056404-04-002904.hdr.sgml : 20040903 20040903120107 ACCESSION NUMBER: 0001056404-04-002904 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 MORTGAGE SECURITIES INC SERIES 2003-J CENTRAL INDEX KEY: 0001268207 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: 333-105940-14 FILM NUMBER: 041015798 BUSINESS ADDRESS: STREET 1: 201 NORTH TRYON ST CITY: CHARLOTTE STATE: NC ZIP: 28255 MAIL ADDRESS: STREET 1: 9062 OLD ANNAPOLIS ROAD CITY: COLUMBIA STATE: MD ZIP: 210451951 8-K 1 bam0300j_aug.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 MORTGAGE SECURITIES, INC. Mortgage Pass-Through Certificates, Series 2003-J Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-105940-14 54-2132818 Pooling and Servicing Agreement) (Commission 54-2132819 (State or other File Number) 54-2132820 jurisdiction IRS EIN 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 MORTGAGE SECURITIES, INC., Mortgage Pass-Through Certificates, Series 2003-J 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-J 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 MORTGAGE SECURITIES, INC. Mortgage Pass-Through Certificates, Series 2003-J 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: 8/30/04 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2003-J Trust, relating to the August 25, 2004 distribution. EX-99.1
Banc of America Mortgage Securities, Inc. Mortgage Pass-Through Certificates Record Date: 7/31/04 Distribution Date: 8/25/04 BAM Series: 2003-J Contact: Customer Service - CTSLink Wells Fargo Bank, N.A. Securities Administration Services 7485 New Horizon Way Frederick, MD 21703 Telephone: (301) 815-6600 Fax: (301) 815-6660 Certificateholder Distribution Summary Certificate Certificate Beginning Class Pass-Through Certificate Interest Principal Class CUSIP Description Rate Balance Distribution Distribution 1-A-1 05948XXW6 SEN 3.40398% 142,630,511.30 404,592.49 4,284,958.77 1-A-2 05948XXX4 SEN 3.91998% 45,382,375.11 148,248.22 1,363,394.16 1-A-3 05948XXY2 SEN 3.91998% 1,283,674.60 4,193.31 38,564.63 1-A-R 05948XXZ9 SEN 3.52991% 0.00 0.00 0.00 1-A-MR 05948XYA3 SEN 3.52991% 0.00 0.00 0.00 1-A-LR 05948XYB1 SEN 3.52991% 0.00 0.65 0.00 2-A-1 05948XYC9 SEN 4.16677% 195,436,856.02 678,617.69 3,628,801.19 2-A-2 05948XYD7 SEN 4.48077% 171,007,249.02 638,537.37 3,175,201.04 2-A-3 05948XYE5 SEN 1.65600% 1,817,082.21 2,507.57 1,236,353.30 2-A-4 05948XYF2 SEN 2.70700% 21,440,000.00 48,365.07 0.00 2-A-5 05948XYG0 SEN 3.60600% 35,360,000.00 106,256.80 0.00 2-A-6 05948XYH8 SEN 4.05500% 26,971,000.00 91,139.50 0.00 2-A-7 05948XYJ4 SEN 4.26977% 27,165,000.00 96,657.01 0.00 2-A-8 05948XYK1 SEN 4.26977% 70,403,000.00 250,504.09 0.00 2-A-9 05948XYL9 SEN 3.41400% 3,270,320.43 9,304.06 2,225,145.04 2-A-IO 05948XYM7 IO 0.79135% 0.00 58,598.08 0.00 3-A-1 05948XYN5 SEN 4.11034% 46,150,656.06 158,079.07 5,439.27 3-A-2 05948XYP0 SEN 4.70934% 28,032,831.50 110,013.44 3,303.92 4-A-1 05948XYQ8 SEN 4.63347% 187,767,797.31 725,013.81 4,005,274.35 B-1 05948XYR6 SUB 4.18372% 15,988,513.15 55,742.87 19,019.22 B-2 05948XYS4 SUB 4.18372% 7,674,525.91 26,756.72 9,129.27 B-3 05948XYT2 SUB 4.18372% 5,115,690.69 17,835.51 6,085.40 B-4 05948XYY1 SUB 4.18372% 1,918,384.01 6,688.32 2,282.02 B-5 05948XYZ8 SUB 4.18372% 1,918,384.01 6,688.32 2,282.02 B-6 05948XZA2 SUB 4.18372% 2,558,459.07 8,919.89 3,043.43 1-IO 05948XYV7 IO 0.30479% 0.00 50,102.54 0.00 2-IO 05948XYW5 IO 0.00115% 0.00 545.68 0.00 3-IO 05948XYX3 IO 0.01565% 0.00 996.87 0.00 SES 05948XYU9 SEN 0.00000% 0.00 199,333.80 0.00 Totals 1,039,292,310.40 3,904,238.75 20,008,277.03
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses 1-A-1 0.00 138,345,552.53 4,689,551.26 0.00 1-A-2 0.00 44,018,980.94 1,511,642.38 0.00 1-A-3 0.00 1,245,109.97 42,757.94 0.00 1-A-R 0.00 0.00 0.00 0.00 1-A-MR 0.00 0.00 0.00 0.00 1-A-LR 0.00 0.00 0.65 0.00 2-A-1 0.00 191,808,054.83 4,307,418.88 0.00 2-A-2 0.00 167,832,047.98 3,813,738.41 0.00 2-A-3 0.00 580,728.91 1,238,860.87 0.00 2-A-4 0.00 21,440,000.00 48,365.07 0.00 2-A-5 0.00 35,360,000.00 106,256.80 0.00 2-A-6 0.00 26,971,000.00 91,139.50 0.00 2-A-7 0.00 27,165,000.00 96,657.01 0.00 2-A-8 0.00 70,403,000.00 250,504.09 0.00 2-A-9 0.00 1,045,175.40 2,234,449.10 0.00 2-A-IO 0.00 0.00 58,598.08 0.00 3-A-1 0.00 46,145,216.79 163,518.34 0.00 3-A-2 0.00 28,029,527.58 113,317.36 0.00 4-A-1 0.00 183,762,522.96 4,730,288.16 0.00 B-1 0.00 15,969,493.93 74,762.09 0.00 B-2 0.00 7,665,396.63 35,885.99 0.00 B-3 0.00 5,109,605.29 23,920.91 0.00 B-4 0.00 1,916,101.98 8,970.34 0.00 B-5 0.00 1,916,101.98 8,970.34 0.00 B-6 0.00 2,555,415.64 11,963.32 0.00 1-IO 0.00 0.00 50,102.54 0.00 2-IO 0.00 0.00 545.68 0.00 3-IO 0.00 0.00 996.87 0.00 SES 0.00 0.00 199,333.80 0.00 Totals 0.00 1,019,284,033.34 23,912,515.78 0.00 All distributions required by the Pooling and Servicing Agreement have been calculated by the Certificate Administrator on behalf of the Trustee.
Principal Distribution Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Realized Class Amount Balance Distribution Distribution Accretion Loss (1) 1-A-1 215,000,000.00 142,630,511.30 223,543.45 4,061,415.33 0.00 0.00 1-A-2 68,409,000.00 45,382,375.11 71,127.37 1,292,266.80 0.00 0.00 1-A-3 1,935,000.00 1,283,674.60 2,011.89 36,552.74 0.00 0.00 1-A-R 50.00 0.00 0.00 0.00 0.00 0.00 1-A-MR 25.00 0.00 0.00 0.00 0.00 0.00 1-A-LR 25.00 0.00 0.00 0.00 0.00 0.00 2-A-1 240,000,000.00 195,436,856.02 215,975.96 3,412,825.23 0.00 0.00 2-A-2 210,000,000.00 171,007,249.02 188,978.97 2,986,222.08 0.00 0.00 2-A-3 17,000,000.00 1,817,082.21 73,584.24 1,162,769.06 0.00 0.00 2-A-4 21,440,000.00 21,440,000.00 0.00 0.00 0.00 0.00 2-A-5 35,360,000.00 35,360,000.00 0.00 0.00 0.00 0.00 2-A-6 26,971,000.00 26,971,000.00 0.00 0.00 0.00 0.00 2-A-7 27,165,000.00 27,165,000.00 0.00 0.00 0.00 0.00 2-A-8 70,403,000.00 70,403,000.00 0.00 0.00 0.00 0.00 2-A-9 30,596,000.00 3,270,320.43 132,434.33 2,092,710.71 0.00 0.00 2-A-IO 0.00 0.00 0.00 0.00 0.00 0.00 3-A-1 50,000,000.00 46,150,656.06 461.50 4,977.77 0.00 0.00 3-A-2 30,371,000.00 28,032,831.50 280.32 3,023.60 0.00 0.00 4-A-1 211,868,000.00 187,767,797.31 263,969.94 3,741,304.41 0.00 0.00 B-1 16,152,000.00 15,988,513.15 19,019.22 0.00 0.00 0.00 B-2 7,753,000.00 7,674,525.91 9,129.27 0.00 0.00 0.00 B-3 5,168,000.00 5,115,690.69 6,085.40 0.00 0.00 0.00 B-4 1,938,000.00 1,918,384.01 2,282.02 0.00 0.00 0.00 B-5 1,938,000.00 1,918,384.01 2,282.02 0.00 0.00 0.00 B-6 2,584,620.00 2,558,459.07 3,043.43 0.00 0.00 0.00 1-IO 0.00 0.00 0.00 0.00 0.00 0.00 2-IO 0.00 0.00 0.00 0.00 0.00 0.00 3-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 1,292,051,720.00 1,039,292,310.40 1,214,209.33 18,794,067.73 0.00 0.00 (1) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.
Principal Distribution Statement (continued) Total Ending Ending Total Principal Certificate Certificate Principal Class Reduction Balance Percentage Distribution 1-A-1 4,284,958.77 138,345,552.53 0.64346769 4,284,958.77 1-A-2 1,363,394.16 44,018,980.94 0.64346769 1,363,394.16 1-A-3 38,564.63 1,245,109.97 0.64346768 38,564.63 1-A-R 0.00 0.00 0.00000000 0.00 1-A-MR 0.00 0.00 0.00000000 0.00 1-A-LR 0.00 0.00 0.00000000 0.00 2-A-1 3,628,801.19 191,808,054.83 0.79920023 3,628,801.19 2-A-2 3,175,201.04 167,832,047.98 0.79920023 3,175,201.04 2-A-3 1,236,353.30 580,728.91 0.03416052 1,236,353.30 2-A-4 0.00 21,440,000.00 1.00000000 0.00 2-A-5 0.00 35,360,000.00 1.00000000 0.00 2-A-6 0.00 26,971,000.00 1.00000000 0.00 2-A-7 0.00 27,165,000.00 1.00000000 0.00 2-A-8 0.00 70,403,000.00 1.00000000 0.00 2-A-9 2,225,145.04 1,045,175.40 0.03416052 2,225,145.04 2-A-IO 0.00 0.00 0.00000000 0.00 3-A-1 5,439.27 46,145,216.79 0.92290434 5,439.27 3-A-2 3,303.92 28,029,527.58 0.92290434 3,303.92 4-A-1 4,005,274.35 183,762,522.96 0.86734440 4,005,274.35 B-1 19,019.22 15,969,493.93 0.98870071 19,019.22 B-2 9,129.27 7,665,396.63 0.98870071 9,129.27 B-3 6,085.40 5,109,605.29 0.98870071 6,085.40 B-4 2,282.02 1,916,101.98 0.98870071 2,282.02 B-5 2,282.02 1,916,101.98 0.98870071 2,282.02 B-6 3,043.43 2,555,415.64 0.98870071 3,043.43 1-IO 0.00 0.00 0.00000000 0.00 2-IO 0.00 0.00 0.00000000 0.00 3-IO 0.00 0.00 0.00000000 0.00 SES 0.00 0.00 0.00000000 0.00 Totals 20,008,277.03 1,019,284,033.34 0.78888795 20,008,277.03
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion 1-A-1 215,000,000.00 663.39772698 1.03973698 18.89030386 0.00000000 1-A-2 68,409,000.00 663.39772705 1.03973702 18.89030391 0.00000000 1-A-3 1,935,000.00 663.39772610 1.03973643 18.89030491 0.00000000 1-A-R 50.00 0.00000000 0.00000000 0.00000000 0.00000000 1-A-MR 25.00 0.00000000 0.00000000 0.00000000 0.00000000 1-A-LR 25.00 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 240,000,000.00 814.32023342 0.89989983 14.22010513 0.00000000 2-A-2 210,000,000.00 814.32023343 0.89989986 14.22010514 0.00000000 2-A-3 17,000,000.00 106.88718882 4.32848471 68.39818000 0.00000000 2-A-4 21,440,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 2-A-5 35,360,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 2-A-6 26,971,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 2-A-7 27,165,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 2-A-8 70,403,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 2-A-9 30,596,000.00 106.88718885 4.32848510 68.39817983 0.00000000 2-A-IO 0.00 0.00000000 0.00000000 0.00000000 0.00000000 3-A-1 50,000,000.00 923.01312120 0.00923000 0.09955540 0.00000000 3-A-2 30,371,000.00 923.01312107 0.00922986 0.09955550 0.00000000 4-A-1 211,868,000.00 886.24897252 1.24591699 17.65865732 0.00000000 B-1 16,152,000.00 989.87822870 1.17751486 0.00000000 0.00000000 B-2 7,753,000.00 989.87822907 1.17751451 0.00000000 0.00000000 B-3 5,168,000.00 989.87822949 1.17751548 0.00000000 0.00000000 B-4 1,938,000.00 989.87823013 1.17751290 0.00000000 0.00000000 B-5 1,938,000.00 989.87823013 1.17751290 0.00000000 0.00000000 B-6 2,584,620.00 989.87822968 1.17751546 0.00000000 0.00000000 1-IO 0.00 0.00000000 0.00000000 0.00000000 0.00000000 2-IO 0.00 0.00000000 0.00000000 0.00000000 0.00000000 3-IO 0.00 0.00000000 0.00000000 0.00000000 0.00000000 SES 0.00 0.00000000 0.00000000 0.00000000 0.00000000 (2) All Classes are per $1,000 denomination.
Principal Distribution Factors Statement (continued) Total Ending Ending Total Realized Principal Certificate Certificate Principal Class Loss (3) Reduction Balance Percentage Distribution 1-A-1 0.00000000 19.93004079 643.46768619 0.64346769 19.93004079 1-A-2 0.00000000 19.93004078 643.46768612 0.64346769 19.93004078 1-A-3 0.00000000 19.93004134 643.46768475 0.64346768 19.93004134 1-A-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1-A-MR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1-A-LR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 0.00000000 15.12000496 799.20022846 0.79920023 15.12000496 2-A-2 0.00000000 15.12000495 799.20022848 0.79920023 15.12000495 2-A-3 0.00000000 72.72666471 34.16052412 0.03416052 72.72666471 2-A-4 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 2-A-5 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 2-A-6 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 2-A-7 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 2-A-8 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 2-A-9 0.00000000 72.72666492 34.16052425 0.03416052 72.72666492 2-A-IO 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 3-A-1 0.00000000 0.10878540 922.90433580 0.92290434 0.10878540 3-A-2 0.00000000 0.10878535 922.90433571 0.92290434 0.10878535 4-A-1 0.00000000 18.90457431 867.34439821 0.86734440 18.90457431 B-1 0.00000000 1.17751486 988.70071384 0.98870071 1.17751486 B-2 0.00000000 1.17751451 988.70071327 0.98870071 1.17751451 B-3 0.00000000 1.17751548 988.70071401 0.98870071 1.17751548 B-4 0.00000000 1.17751290 988.70071207 0.98870071 1.17751290 B-5 0.00000000 1.17751290 988.70071207 0.98870071 1.17751290 B-6 0.00000000 1.17751546 988.70071422 0.98870071 1.17751546 1-IO 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2-IO 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 3-IO 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 SES 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 (3) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.
Interest Distribution Statement Beginning Payment of Original Current Certificate/ Current Unpaid Current Face Certificate Notional Accrued Interest Interest Class Amount Rate Balance Interest Shortfall Shortfall 1-A-1 215,000,000.00 3.40398% 142,630,511.30 404,592.49 0.00 0.00 1-A-2 68,409,000.00 3.91998% 45,382,375.11 148,248.22 0.00 0.00 1-A-3 1,935,000.00 3.91998% 1,283,674.60 4,193.31 0.00 0.00 1-A-R 50.00 3.52991% 0.00 0.00 0.00 0.00 1-A-MR 25.00 3.52991% 0.00 0.00 0.00 0.00 1-A-LR 25.00 3.52991% 0.00 0.00 0.00 0.00 2-A-1 240,000,000.00 4.16677% 195,436,856.02 678,617.69 0.00 0.00 2-A-2 210,000,000.00 4.48077% 171,007,249.02 638,537.38 0.00 0.00 2-A-3 17,000,000.00 1.65600% 1,817,082.21 2,507.57 0.00 0.00 2-A-4 21,440,000.00 2.70700% 21,440,000.00 48,365.07 0.00 0.00 2-A-5 35,360,000.00 3.60600% 35,360,000.00 106,256.80 0.00 0.00 2-A-6 26,971,000.00 4.05500% 26,971,000.00 91,139.50 0.00 0.00 2-A-7 27,165,000.00 4.26977% 27,165,000.00 96,657.01 0.00 0.00 2-A-8 70,403,000.00 4.26977% 70,403,000.00 250,504.09 0.00 0.00 2-A-9 30,596,000.00 3.41400% 3,270,320.43 9,304.06 0.00 0.00 2-A-IO 0.00 0.79135% 88,858,402.64 58,598.08 0.00 0.00 3-A-1 50,000,000.00 4.11034% 46,150,656.06 158,079.07 0.00 0.00 3-A-2 30,371,000.00 4.70934% 28,032,831.50 110,013.45 0.00 0.00 4-A-1 211,868,000.00 4.63347% 187,767,797.31 725,013.82 0.00 0.00 B-1 16,152,000.00 4.18372% 15,988,513.15 55,742.87 0.00 0.00 B-2 7,753,000.00 4.18372% 7,674,525.91 26,756.72 0.00 0.00 B-3 5,168,000.00 4.18372% 5,115,690.69 17,835.51 0.00 0.00 B-4 1,938,000.00 4.18372% 1,918,384.01 6,688.32 0.00 0.00 B-5 1,938,000.00 4.18372% 1,918,384.01 6,688.32 0.00 0.00 B-6 2,584,620.00 4.18372% 2,558,459.07 8,919.90 0.00 0.00 1-IO 0.00 0.30479% 197,258,631.94 50,102.54 0.00 0.00 2-IO 0.00 0.00115% 571,889,708.21 545.68 0.00 0.00 3-IO 0.00 0.01565% 76,456,711.93 996.87 0.00 0.00 SES 0.00 0.00000% 1,039,292,311.12 0.00 0.00 0.00 Totals 1,292,051,720.00 3,704,904.34 0.00 0.00
Interest Distribution Statement (continued) Remaining Ending Non-Supported Total Unpaid Certificate/ Interest Realized Interest Interest Notional Class Shortfall Losses (4) Distribution Shortfall Balance 1-A-1 0.00 0.00 404,592.49 0.00 138,345,552.53 1-A-2 0.00 0.00 148,248.22 0.00 44,018,980.94 1-A-3 0.00 0.00 4,193.31 0.00 1,245,109.97 1-A-R 0.00 0.00 0.00 0.00 0.00 1-A-MR 0.00 0.00 0.00 0.00 0.00 1-A-LR 0.00 0.00 0.65 0.00 0.00 2-A-1 0.01 0.00 678,617.69 0.00 191,808,054.83 2-A-2 0.01 0.00 638,537.37 0.00 167,832,047.98 2-A-3 0.00 0.00 2,507.57 0.00 580,728.91 2-A-4 0.00 0.00 48,365.07 0.00 21,440,000.00 2-A-5 0.00 0.00 106,256.80 0.00 35,360,000.00 2-A-6 0.00 0.00 91,139.50 0.00 26,971,000.00 2-A-7 0.00 0.00 96,657.01 0.00 27,165,000.00 2-A-8 0.00 0.00 250,504.09 0.00 70,403,000.00 2-A-9 0.00 0.00 9,304.06 0.00 1,045,175.40 2-A-IO 0.00 0.00 58,598.08 0.00 85,396,904.31 3-A-1 0.00 0.00 158,079.07 0.00 46,145,216.79 3-A-2 0.00 0.00 110,013.44 0.00 28,029,527.58 4-A-1 0.01 0.00 725,013.81 0.00 183,762,522.96 B-1 0.00 0.00 55,742.87 0.00 15,969,493.93 B-2 0.00 0.00 26,756.72 0.00 7,665,396.63 B-3 0.00 0.00 17,835.51 0.00 5,109,605.29 B-4 0.00 0.00 6,688.32 0.00 1,916,101.98 B-5 0.00 0.00 6,688.32 0.00 1,916,101.98 B-6 0.00 0.00 8,919.89 0.00 2,555,415.64 1-IO 0.00 0.00 50,102.54 0.00 191,559,235.50 2-IO 0.00 0.00 545.68 0.00 561,603,189.65 3-IO 0.00 0.00 996.87 0.00 76,447,946.01 SES 0.00 0.00 199,333.80 0.00 1,019,284,034.08 Totals 0.03 0.00 3,904,238.75 0.00 (4) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.
Interest Distribution Factors Statement Beginning Payment of Original Current Certificate/ Current Unpaid Current Face Certificate Notional Accrued Interest Interest Class (5) Amount Rate Balance Interest Shortfall Shortfall 1-A-1 215,000,000.00 3.40398% 663.39772698 1.88182553 0.00000000 0.00000000 1-A-2 68,409,000.00 3.91998% 663.39772705 2.16708649 0.00000000 0.00000000 1-A-3 1,935,000.00 3.91998% 663.39772610 2.16708527 0.00000000 0.00000000 1-A-R 50.00 3.52991% 0.00000000 0.00000000 0.00000000 0.00000000 1-A-MR 25.00 3.52991% 0.00000000 0.00000000 0.00000000 0.00000000 1-A-LR 25.00 3.52991% 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 240,000,000.00 4.16677% 814.32023342 2.82757371 0.00000000 0.00000000 2-A-2 210,000,000.00 4.48077% 814.32023343 3.04065419 0.00000000 0.00000000 2-A-3 17,000,000.00 1.65600% 106.88718882 0.14750412 0.00000000 0.00000000 2-A-4 21,440,000.00 2.70700% 1000.00000000 2.25583349 0.00000000 0.00000000 2-A-5 35,360,000.00 3.60600% 1000.00000000 3.00500000 0.00000000 0.00000000 2-A-6 26,971,000.00 4.05500% 1000.00000000 3.37916651 0.00000000 0.00000000 2-A-7 27,165,000.00 4.26977% 1000.00000000 3.55814504 0.00000000 0.00000000 2-A-8 70,403,000.00 4.26977% 1000.00000000 3.55814511 0.00000000 0.00000000 2-A-9 30,596,000.00 3.41400% 106.88718885 0.30409400 0.00000000 0.00000000 2-A-IO 0.00 0.79135% 676.41342681 0.44606393 0.00000000 0.00000000 3-A-1 50,000,000.00 4.11034% 923.01312120 3.16158140 0.00000000 0.00000000 3-A-2 30,371,000.00 4.70934% 923.01312107 3.62231899 0.00000000 0.00000000 4-A-1 211,868,000.00 4.63347% 886.24897252 3.42200719 0.00000000 0.00000000 B-1 16,152,000.00 4.18372% 989.87822870 3.45114351 0.00000000 0.00000000 B-2 7,753,000.00 4.18372% 989.87822907 3.45114407 0.00000000 0.00000000 B-3 5,168,000.00 4.18372% 989.87822949 3.45114358 0.00000000 0.00000000 B-4 1,938,000.00 4.18372% 989.87823013 3.45114551 0.00000000 0.00000000 B-5 1,938,000.00 4.18372% 989.87823013 3.45114551 0.00000000 0.00000000 B-6 2,584,620.00 4.18372% 989.87822968 3.45114562 0.00000000 0.00000000 1-IO 0.00 0.30479% 672.28909716 0.17075750 0.00000000 0.00000000 2-IO 0.00 0.00115% 819.16864911 0.00078163 0.00000000 0.00000000 3-IO 0.00 0.01565% 925.12857058 0.01206216 0.00000000 0.00000000 SES 0.00 0.00000% 804.37361326 0.00000000 0.00000000 0.00000000 (5) All Classes are per $1,000 denomination.
Interest Distribution Factors Statement (continued) Remaining Ending Non-Supported Total Unpaid Certificate/ Interest Realized Interest Interest Notional Class Shortfall Losses (6) Distribution Shortfall Balance 1-A-1 0.00000000 0.00000000 1.88182553 0.00000000 643.46768619 1-A-2 0.00000000 0.00000000 2.16708649 0.00000000 643.46768612 1-A-3 0.00000000 0.00000000 2.16708527 0.00000000 643.46768475 1-A-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1-A-MR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1-A-LR 0.00000000 0.00000000 26.00000000 0.00000000 0.00000000 2-A-1 0.00000004 0.00000000 2.82757371 0.00000000 799.20022846 2-A-2 0.00000005 0.00000000 3.04065414 0.00000000 799.20022848 2-A-3 0.00000000 0.00000000 0.14750412 0.00000000 34.16052412 2-A-4 0.00000000 0.00000000 2.25583349 0.00000000 1000.00000000 2-A-5 0.00000000 0.00000000 3.00500000 0.00000000 1000.00000000 2-A-6 0.00000000 0.00000000 3.37916651 0.00000000 1000.00000000 2-A-7 0.00000000 0.00000000 3.55814504 0.00000000 1000.00000000 2-A-8 0.00000000 0.00000000 3.55814511 0.00000000 1000.00000000 2-A-9 0.00000000 0.00000000 0.30409400 0.00000000 34.16052425 2-A-IO 0.00000000 0.00000000 0.44606393 0.00000000 650.06359520 3-A-1 0.00000000 0.00000000 3.16158140 0.00000000 922.90433580 3-A-2 0.00000000 0.00000000 3.62231866 0.00000000 922.90433571 4-A-1 0.00000005 0.00000000 3.42200715 0.00000000 867.34439821 B-1 0.00000000 0.00000000 3.45114351 0.00000000 988.70071384 B-2 0.00000000 0.00000000 3.45114407 0.00000000 988.70071327 B-3 0.00000000 0.00000000 3.45114358 0.00000000 988.70071401 B-4 0.00000000 0.00000000 3.45114551 0.00000000 988.70071207 B-5 0.00000000 0.00000000 3.45114551 0.00000000 988.70071207 B-6 0.00000000 0.00000000 3.45114175 0.00000000 988.70071422 1-IO 0.00000000 0.00000000 0.17075750 0.00000000 652.86463878 2-IO 0.00000000 0.00000000 0.00078163 0.00000000 804.43435088 3-IO 0.00000000 0.00000000 0.01206216 0.00000000 925.02250268 SES 0.00000000 0.00000000 0.15427695 0.00000000 788.88795063 (6) Amount Does Not Include Excess Special Hazard, Bankruptcy,or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.
Certificateholder Component Statement Component Beginning Ending Beginning Ending Ending Pass-Through Notional Notional Component Component Component Class Rate Balance Balance Balance Balance Percentage 1-SES 0.00000% 197,258,631.94 191,559,235.50 0.00 0.00 65.28646388% 2-SES 0.00000% 571,889,708.21 561,603,189.65 0.00 0.00 80.44343509% 3-SES 0.00000% 76,456,711.93 76,447,946.01 0.00 0.00 92.50225027% 4-SES 0.00000% 193,687,259.04 189,673,662.92 0.00 0.00 87.06232745%
CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 23,957,551.82 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 23,957,551.82 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 45,036.04 Payment of Interest and Principal 23,912,515.78 Total Withdrawals (Pool Distribution Amount) 23,957,551.82 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 43,303.85 Trustee Fee - Wells Fargo Bank, N.A. 1,732.19 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 45,036.04
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 10 0 0 0 10 4,492,350.48 0.00 0.00 0.00 4,492,350.48 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 1 0 0 0 1 881,250.00 0.00 0.00 0.00 881,250.00 150 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 11 0 0 0 11 5,373,600.48 0.00 0.00 0.00 5,373,600.48 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 0.500751% 0.000000% 0.000000% 0.000000% 0.500751% 0.440301% 0.000000% 0.000000% 0.000000% 0.440301% 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 0.050075% 0.000000% 0.000000% 0.000000% 0.050075% 0.086373% 0.000000% 0.000000% 0.000000% 0.086373% 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 0.550826% 0.000000% 0.000000% 0.000000% 0.550826% 0.526674% 0.000000% 0.000000% 0.000000% 0.526674%
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 5 0 0 0 5 2,591,283.46 0.00 0.00 0.00 2,591,283.46 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 0 0 5 2,591,283.46 0.00 0.00 0.00 2,591,283.46 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.312336% 0.000000% 0.000000% 0.000000% 1.312336% 1.351052% 0.000000% 0.000000% 0.000000% 1.351052% 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 1.312336% 0.000000% 0.000000% 0.000000% 1.312336% 1.351052% 0.000000% 0.000000% 0.000000% 1.351052% 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 4 0 0 0 4 1,346,815.45 0.00 0.00 0.00 1,346,815.45 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 1 0 0 0 1 881,250.00 0.00 0.00 0.00 881,250.00 150 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 0 0 5 2,228,065.45 0.00 0.00 0.00 2,228,065.45 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.361664% 0.000000% 0.000000% 0.000000% 0.361664% 0.239590% 0.000000% 0.000000% 0.000000% 0.239590% 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 0.090416% 0.000000% 0.000000% 0.000000% 0.090416% 0.156769% 0.000000% 0.000000% 0.000000% 0.156769% 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 0.452080% 0.000000% 0.000000% 0.000000% 0.452080% 0.396359% 0.000000% 0.000000% 0.000000% 0.396359% 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% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 4 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 1 554,251.57 0.00 0.00 0.00 554,251.57 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 1 554,251.57 0.00 0.00 0.00 554,251.57 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.267380% 0.000000% 0.000000% 0.000000% 0.267380% 0.291848% 0.000000% 0.000000% 0.000000% 0.291848% 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 0.267380% 0.000000% 0.000000% 0.000000% 0.267380% 0.291848% 0.000000% 0.000000% 0.000000% 0.291848%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 24,898.11
COLLATERAL STATEMENT Collateral Description Mixed ARM Weighted Average Gross Coupon 4.553526% Weighted Average Net Coupon 4.279801% Weighted Average Pass-Through Rate 4.277801% Weighted Average Maturity(Stepdown Calculation ) 346 Beginning Scheduled Collateral Loan Count 2,037 Number Of Loans Paid In Full 40 Ending Scheduled Collateral Loan Count 1,997 Beginning Scheduled Collateral Balance 1,039,292,311.12 Ending Scheduled Collateral Balance 1,019,284,034.08 Ending Actual Collateral Balance at 31-Jul-2004 1,020,289,719.33 Monthly P &I Constant 5,157,913.48 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 1,019,284,034.08 Scheduled Principal 1,214,209.33 Unscheduled Principal 18,794,067.71
Miscellaneous Reporting Total Senior % 96.615586% Aggregate Subordinate % 3.384414%
Group Level Collateral Statement Group Group 1 Group 2 Group 3 Collateral Description 3 Year LIBOR Arm 5 Year LIBOR Arm 5 Year LIBOR Arm Weighted Average Coupon Rate 4.212977 4.551774 4.604340 Weighted Average Net Rate 3.962977 4.301774 4.354340 Weighted Average Maturity 346 347 346 Beginning Loan Count 392 1,127 136 Loans Paid In Full 11 21 0 Ending Loan Count 381 1,106 136 Beginning Scheduled Balance 197,258,631.94 571,889,708.21 76,456,711.93 Ending scheduled Balance 191,559,235.50 561,603,189.65 76,447,946.01 Record Date 07/31/2004 07/31/2004 07/31/2004 Principal And Interest Constant 1,001,699.99 2,801,252.13 294,125.13 Scheduled Principal 309,161.58 631,991.49 764.55 Unscheduled Principal 5,390,234.86 9,654,527.07 8,001.37 Scheduled Interest 692,538.41 2,169,260.64 293,360.58 Servicing Fees 41,095.57 119,143.70 15,928.49 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 328.77 953.18 127.46 FRY Amount 0.00 0.00 0.00 Special Hazard Fee 0.00 0.00 0.00 Other Fee 20,547.76 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 630,566.31 2,049,163.76 277,304.63 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 3.835977 4.299774 4.352340
Group Level Collateral Statement Group Group 4 Total Collateral Description 7 Year LIBOR Arm Mixed ARM Weighted Average Coupon Rate 4.885471 4.553526 Weighted Average Net Rate 4.635471 4.279801 Weighted Average Maturity 344 346 Beginning Loan Count 382 2,037 Loans Paid In Full 8 40 Ending Loan Count 374 1,997 Beginning Scheduled Balance 193,687,259.04 1,039,292,311.12 Ending scheduled Balance 189,673,662.92 1,019,284,034.08 Record Date 07/31/2004 07/31/2004 Principal And Interest Constant 1,060,836.23 5,157,913.48 Scheduled Principal 272,291.71 1,214,209.33 Unscheduled Principal 3,741,304.41 18,794,067.71 Scheduled Interest 788,544.52 3,943,704.15 Servicing Fees 40,351.50 216,519.26 Master Servicing Fees 0.00 0.00 Trustee Fee 322.78 1,732.19 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 0.00 20,547.76 Pool Insurance Fee 0.00 0.00 Spread Fee 1 0.00 0.00 Spread Fee 2 0.00 0.00 Spread Fee 3 0.00 0.00 Net Interest 747,870.24 3,704,904.94 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 Prepayment Penalties 0.00 0.00 Special Servicing Fee 0.00 0.00 Pass-Through Rate 4.633471 4.277801
Miscellaneous Reporting Group Group 1 CPR 28.323080% Senior % 95.963639% Senior Prepayment % 100.000000% Subordinate % 4.036361% Subordinate Prepayment % 0.000000% Group Group 2 CPR 18.497706% Senior % 96.674324% Senior Prepayment % 100.000000% Subordinate % 3.325676% Subordinate Prepayment % 0.000000% Group Group 3 CPR 0.125512% Senior % 97.026782% Senior Prepayment % 100.000000% Subordinate % 2.973218% Subordinate Prepayment % 0.000000%
Miscellaneous Reporting Group Group 4 CPR 20.895092% Senior % 96.943804% Senior Prepayment % 100.000000% Subordinate % 3.056196% Subordinate Prepayment % 0.000000%
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