-----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, QD7RHU2OkK+yS2XihVtvJI74W9jng9izuobK/6O3UJ42dXigA4NkDuM0oJN/QE8F L8QLbuLdnJ+/YVvFqWvyZg== 0001056404-04-003167.txt : 20040929 0001056404-04-003167.hdr.sgml : 20040929 20040929095225 ACCESSION NUMBER: 0001056404-04-003167 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 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: 041051327 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_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-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 September 27, 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 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-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: 9/28/2004 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 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-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 3.40270% 138,345,552.53 392,290.29 6,410,733.35 1-A-2 05948XXX4 SEN 3.91870% 44,018,980.94 143,747.63 2,039,776.08 1-A-3 05948XXY2 SEN 3.91870% 1,245,109.97 4,066.01 57,696.60 1-A-R 05948XXZ9 SEN 3.52415% 0.00 0.00 0.00 1-A-MR 05948XYA3 SEN 3.52415% 0.00 0.00 0.00 1-A-LR 05948XYB1 SEN 3.52415% 0.00 0.63 0.00 2-A-1 05948XYC9 SEN 4.16280% 191,808,054.83 665,381.49 4,138,812.94 2-A-2 05948XYD7 SEN 4.47680% 167,832,047.98 626,124.85 3,621,461.32 2-A-3 05948XYE5 SEN 1.65600% 580,728.91 801.41 580,728.91 2-A-4 05948XYF2 SEN 2.70700% 21,440,000.00 48,365.07 2,322,092.11 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 4.26580% 27,165,000.00 96,566.95 0.00 2-A-8 05948XYK1 SEN 4.26580% 70,403,000.00 250,270.69 0.00 2-A-9 05948XYL9 SEN 3.41400% 1,045,175.40 2,973.52 1,045,175.40 2-A-IO 05948XYM7 IO 0.75930% 0.00 54,035.17 0.00 3-A-1 05948XYN5 SEN 4.11036% 46,145,216.79 158,061.15 579,595.57 3-A-2 05948XYP0 SEN 4.70936% 28,029,527.58 110,000.91 352,057.94 4-A-1 05948XYQ8 SEN 4.62910% 183,762,522.96 708,878.93 1,728,497.42 B-1 05948XYR6 SUB 4.18060% 15,969,493.93 55,635.06 19,178.08 B-2 05948XYS4 SUB 4.18060% 7,665,396.63 26,704.97 9,205.52 B-3 05948XYT2 SUB 4.18060% 5,109,605.29 17,801.02 6,136.22 B-4 05948XYY1 SUB 4.18060% 1,916,101.98 6,675.38 2,301.08 B-5 05948XYZ8 SUB 4.18060% 1,916,101.98 6,675.38 2,301.08 B-6 05948XZA2 SUB 4.18060% 2,555,415.64 8,902.64 3,068.85 1-IO 05948XYV7 IO 0.30479% 0.00 48,654.93 0.00 2-IO 05948XYW5 IO 0.00115% 0.00 535.86 0.00 3-IO 05948XYX3 IO 0.01565% 0.00 996.75 0.00 SES 05948XYU9 SEN 0.00000% 0.00 209,262.48 0.00 Totals 1,019,284,033.34 3,840,805.47 22,918,818.47
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses 1-A-1 0.00 131,934,819.18 6,803,023.64 0.00 1-A-2 0.00 41,979,204.86 2,183,523.71 0.00 1-A-3 0.00 1,187,413.37 61,762.61 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 0.63 0.00 2-A-1 0.00 187,669,241.89 4,804,194.43 0.00 2-A-2 0.00 164,210,586.66 4,247,586.17 0.00 2-A-3 0.00 0.00 581,530.32 0.00 2-A-4 0.00 19,117,907.89 2,370,457.18 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 96,566.95 0.00 2-A-8 0.00 70,403,000.00 250,270.69 0.00 2-A-9 0.00 0.00 1,048,148.92 0.00 2-A-IO 0.00 0.00 54,035.17 0.00 3-A-1 0.00 45,565,621.22 737,656.72 0.00 3-A-2 0.00 27,677,469.64 462,058.85 0.00 4-A-1 0.00 182,034,025.54 2,437,376.35 0.00 B-1 0.00 15,950,315.85 74,813.14 0.00 B-2 0.00 7,656,191.11 35,910.49 0.00 B-3 0.00 5,103,469.06 23,937.24 0.00 B-4 0.00 1,913,800.90 8,976.46 0.00 B-5 0.00 1,913,800.90 8,976.46 0.00 B-6 0.00 2,552,346.79 11,971.49 0.00 1-IO 0.00 0.00 48,654.93 0.00 2-IO 0.00 0.00 535.86 0.00 3-IO 0.00 0.00 996.75 0.00 SES 0.00 0.00 209,262.48 0.00 Totals 0.00 996,365,214.86 26,759,623.94 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-1 215,000,000.00 138,345,552.53 218,694.90 6,192,038.45 0.00 0.00 1-A-2 68,409,000.00 44,018,980.94 69,584.65 1,970,191.43 0.00 0.00 1-A-3 1,935,000.00 1,245,109.97 1,968.25 55,728.35 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-1 240,000,000.00 191,808,054.83 214,361.35 3,924,451.59 0.00 0.00 2-A-2 210,000,000.00 167,832,047.98 187,566.18 3,433,895.14 0.00 0.00 2-A-3 17,000,000.00 580,728.91 30,077.67 550,651.24 0.00 0.00 2-A-4 21,440,000.00 21,440,000.00 120,268.01 2,201,824.10 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 1,045,175.40 54,132.72 991,042.67 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 46,145,216.79 466.82 579,128.74 0.00 0.00 3-A-2 30,371,000.00 28,029,527.58 283.56 351,774.38 0.00 0.00 4-A-1 211,868,000.00 183,762,522.96 260,177.20 1,468,320.22 0.00 0.00 B-1 16,152,000.00 15,969,493.93 19,178.08 0.00 0.00 0.00 B-2 7,753,000.00 7,665,396.63 9,205.52 0.00 0.00 0.00 B-3 5,168,000.00 5,109,605.29 6,136.22 0.00 0.00 0.00 B-4 1,938,000.00 1,916,101.98 2,301.08 0.00 0.00 0.00 B-5 1,938,000.00 1,916,101.98 2,301.08 0.00 0.00 0.00 B-6 2,584,620.00 2,555,415.64 3,068.85 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 1,019,284,033.34 1,199,772.14 21,719,046.31 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 6,410,733.35 131,934,819.18 0.61365032 6,410,733.35 1-A-2 2,039,776.08 41,979,204.86 0.61365032 2,039,776.08 1-A-3 57,696.60 1,187,413.37 0.61365032 57,696.60 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 4,138,812.94 187,669,241.89 0.78195517 4,138,812.94 2-A-2 3,621,461.32 164,210,586.66 0.78195517 3,621,461.32 2-A-3 580,728.91 0.00 0.00000000 580,728.91 2-A-4 2,322,092.11 19,117,907.89 0.89169347 2,322,092.11 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 1,045,175.40 0.00 0.00000000 1,045,175.40 2-A-IO 0.00 0.00 0.00000000 0.00 3-A-1 579,595.57 45,565,621.22 0.91131242 579,595.57 3-A-2 352,057.94 27,677,469.64 0.91131242 352,057.94 4-A-1 1,728,497.42 182,034,025.54 0.85918603 1,728,497.42 B-1 19,178.08 15,950,315.85 0.98751336 19,178.08 B-2 9,205.52 7,656,191.11 0.98751336 9,205.52 B-3 6,136.22 5,103,469.06 0.98751336 6,136.22 B-4 2,301.08 1,913,800.90 0.98751336 2,301.08 B-5 2,301.08 1,913,800.90 0.98751336 2,301.08 B-6 3,068.85 2,552,346.79 0.98751336 3,068.85 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 22,918,818.47 996,365,214.86 0.77114964 22,918,818.47
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion 1-A-1 215,000,000.00 643.46768619 1.01718558 28.80017884 0.00000000 1-A-2 68,409,000.00 643.46768612 1.01718560 28.80017878 0.00000000 1-A-3 1,935,000.00 643.46768475 1.01718346 28.80018088 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-1 240,000,000.00 799.20022846 0.89317229 16.35188163 0.00000000 2-A-2 210,000,000.00 799.20022848 0.89317229 16.35188162 0.00000000 2-A-3 17,000,000.00 34.16052412 1.76927471 32.39124941 0.00000000 2-A-4 21,440,000.00 1000.00000000 5.60951539 102.69701959 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 34.16052425 1.76927441 32.39124951 0.00000000 2-A-IO 0.00 0.00000000 0.00000000 0.00000000 0.00000000 3-A-1 50,000,000.00 922.90433580 0.00933640 11.58257480 0.00000000 3-A-2 30,371,000.00 922.90433571 0.00933654 11.58257482 0.00000000 4-A-1 211,868,000.00 867.34439821 1.22801556 6.93035390 0.00000000 B-1 16,152,000.00 988.70071384 1.18735017 0.00000000 0.00000000 B-2 7,753,000.00 988.70071327 1.18734941 0.00000000 0.00000000 B-3 5,168,000.00 988.70071401 1.18734907 0.00000000 0.00000000 B-4 1,938,000.00 988.70071207 1.18734778 0.00000000 0.00000000 B-5 1,938,000.00 988.70071207 1.18734778 0.00000000 0.00000000 B-6 2,584,620.00 988.70071422 1.18735056 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 29.81736442 613.65032177 0.61365032 29.81736442 1-A-2 0.00000000 29.81736438 613.65032174 0.61365032 29.81736438 1-A-3 0.00000000 29.81736434 613.65032041 0.61365032 29.81736434 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 17.24505392 781.95517454 0.78195517 17.24505392 2-A-2 0.00000000 17.24505390 781.95517457 0.78195517 17.24505390 2-A-3 0.00000000 34.16052412 0.00000000 0.00000000 34.16052412 2-A-4 0.00000000 108.30653498 891.69346502 0.89169347 108.30653498 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 34.16052425 0.00000000 0.00000000 34.16052425 2-A-IO 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 3-A-1 0.00000000 11.59191140 911.31242440 0.91131242 11.59191140 3-A-2 0.00000000 11.59191136 911.31242435 0.91131242 11.59191136 4-A-1 0.00000000 8.15836946 859.18602875 0.85918603 8.15836946 B-1 0.00000000 1.18735017 987.51336367 0.98751336 1.18735017 B-2 0.00000000 1.18734941 987.51336386 0.98751336 1.18734941 B-3 0.00000000 1.18734907 987.51336300 0.98751336 1.18734907 B-4 0.00000000 1.18734778 987.51336429 0.98751336 1.18734778 B-5 0.00000000 1.18734778 987.51336429 0.98751336 1.18734778 B-6 0.00000000 1.18735056 987.51336367 0.98751336 1.18735056 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 3.40270% 138,345,552.53 392,290.29 0.00 0.00 1-A-2 68,409,000.00 3.91870% 44,018,980.94 143,747.64 0.00 0.00 1-A-3 1,935,000.00 3.91870% 1,245,109.97 4,066.01 0.00 0.00 1-A-R 50.00 3.52415% 0.00 0.00 0.00 0.00 1-A-MR 25.00 3.52415% 0.00 0.00 0.00 0.00 1-A-LR 25.00 3.52415% 0.00 0.00 0.00 0.00 2-A-1 240,000,000.00 4.16280% 191,808,054.83 665,381.49 0.00 0.00 2-A-2 210,000,000.00 4.47680% 167,832,047.98 626,124.86 0.00 0.00 2-A-3 17,000,000.00 1.65600% 580,728.91 801.41 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 4.26580% 27,165,000.00 96,566.96 0.00 0.00 2-A-8 70,403,000.00 4.26580% 70,403,000.00 250,270.69 0.00 0.00 2-A-9 30,596,000.00 3.41400% 1,045,175.40 2,973.52 0.00 0.00 2-A-IO 0.00 0.75930% 85,396,904.31 54,035.17 0.00 0.00 3-A-1 50,000,000.00 4.11036% 46,145,216.79 158,061.15 0.00 0.00 3-A-2 30,371,000.00 4.70936% 28,029,527.58 110,000.91 0.00 0.00 4-A-1 211,868,000.00 4.62910% 183,762,522.96 708,878.94 0.00 0.00 B-1 16,152,000.00 4.18060% 15,969,493.93 55,635.06 0.00 0.00 B-2 7,753,000.00 4.18060% 7,665,396.63 26,704.97 0.00 0.00 B-3 5,168,000.00 4.18060% 5,109,605.29 17,801.02 0.00 0.00 B-4 1,938,000.00 4.18060% 1,916,101.98 6,675.38 0.00 0.00 B-5 1,938,000.00 4.18060% 1,916,101.98 6,675.38 0.00 0.00 B-6 2,584,620.00 4.18060% 2,555,415.64 8,902.64 0.00 0.00 1-IO 0.00 0.30479% 191,559,235.50 48,654.93 0.00 0.00 2-IO 0.00 0.00115% 561,603,189.65 535.86 0.00 0.00 3-IO 0.00 0.01565% 76,447,946.01 996.75 0.00 0.00 SES 0.00 0.00000% 1,019,284,034.08 0.00 0.00 0.00 Totals 1,292,051,720.00 3,631,542.40 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 0.00 392,290.29 0.00 131,934,819.18 1-A-2 0.00 0.00 143,747.63 0.00 41,979,204.86 1-A-3 0.00 0.00 4,066.01 0.00 1,187,413.37 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 0.63 0.00 0.00 2-A-1 0.00 0.00 665,381.49 0.00 187,669,241.89 2-A-2 0.00 0.00 626,124.85 0.00 164,210,586.66 2-A-3 0.00 0.00 801.41 0.00 0.00 2-A-4 0.00 0.00 48,365.07 0.00 19,117,907.89 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 96,566.95 0.00 27,165,000.00 2-A-8 0.00 0.00 250,270.69 0.00 70,403,000.00 2-A-9 0.00 0.00 2,973.52 0.00 0.00 2-A-IO 0.00 0.00 54,035.17 0.00 81,448,907.89 3-A-1 0.00 0.00 158,061.15 0.00 45,565,621.22 3-A-2 0.00 0.00 110,000.91 0.00 27,677,469.64 4-A-1 0.00 0.00 708,878.93 0.00 182,034,025.54 B-1 0.00 0.00 55,635.06 0.00 15,950,315.85 B-2 0.00 0.00 26,704.97 0.00 7,656,191.11 B-3 0.00 0.00 17,801.02 0.00 5,103,469.06 B-4 0.00 0.00 6,675.38 0.00 1,913,800.90 B-5 0.00 0.00 6,675.38 0.00 1,913,800.90 B-6 0.00 0.00 8,902.64 0.00 2,552,346.79 1-IO 0.00 0.00 48,654.93 0.00 183,038,462.85 2-IO 0.00 0.00 535.86 0.00 549,873,686.93 3-IO 0.00 0.00 996.75 0.00 75,516,269.51 SES 0.00 0.00 209,262.48 0.00 996,365,215.60 Totals 0.00 0.00 3,840,805.47 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 3.40270% 643.46768619 1.82460600 0.00000000 0.00000000 1-A-2 68,409,000.00 3.91870% 643.46768612 2.10129720 0.00000000 0.00000000 1-A-3 1,935,000.00 3.91870% 643.46768475 2.10129716 0.00000000 0.00000000 1-A-R 50.00 3.52415% 0.00000000 0.00000000 0.00000000 0.00000000 1-A-MR 25.00 3.52415% 0.00000000 0.00000000 0.00000000 0.00000000 1-A-LR 25.00 3.52415% 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 240,000,000.00 4.16280% 799.20022846 2.77242287 0.00000000 0.00000000 2-A-2 210,000,000.00 4.47680% 799.20022848 2.98154695 0.00000000 0.00000000 2-A-3 17,000,000.00 1.65600% 34.16052412 0.04714176 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 4.26580% 1000.00000000 3.55483011 0.00000000 0.00000000 2-A-8 70,403,000.00 4.26580% 1000.00000000 3.55482991 0.00000000 0.00000000 2-A-9 30,596,000.00 3.41400% 34.16052425 0.09718656 0.00000000 0.00000000 2-A-IO 0.00 0.75930% 650.06359520 0.41132986 0.00000000 0.00000000 3-A-1 50,000,000.00 4.11036% 922.90433580 3.16122300 0.00000000 0.00000000 3-A-2 30,371,000.00 4.70936% 922.90433571 3.62190609 0.00000000 0.00000000 4-A-1 211,868,000.00 4.62910% 867.34439821 3.34585185 0.00000000 0.00000000 B-1 16,152,000.00 4.18060% 988.70071384 3.44446880 0.00000000 0.00000000 B-2 7,753,000.00 4.18060% 988.70071327 3.44446924 0.00000000 0.00000000 B-3 5,168,000.00 4.18060% 988.70071401 3.44446981 0.00000000 0.00000000 B-4 1,938,000.00 4.18060% 988.70071207 3.44446852 0.00000000 0.00000000 B-5 1,938,000.00 4.18060% 988.70071207 3.44446852 0.00000000 0.00000000 B-6 2,584,620.00 4.18060% 988.70071422 3.44446766 0.00000000 0.00000000 1-IO 0.00 0.30479% 652.86463878 0.16582382 0.00000000 0.00000000 2-IO 0.00 0.00115% 804.43435088 0.00076756 0.00000000 0.00000000 3-IO 0.00 0.01565% 925.02250268 0.01206071 0.00000000 0.00000000 SES 0.00 0.00000% 788.88795063 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 1.82460600 0.00000000 613.65032177 1-A-2 0.00000000 0.00000000 2.10129705 0.00000000 613.65032174 1-A-3 0.00000000 0.00000000 2.10129716 0.00000000 613.65032041 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 25.20000000 0.00000000 0.00000000 2-A-1 0.00000000 0.00000000 2.77242287 0.00000000 781.95517454 2-A-2 0.00000000 0.00000000 2.98154690 0.00000000 781.95517457 2-A-3 0.00000000 0.00000000 0.04714176 0.00000000 0.00000000 2-A-4 0.00000000 0.00000000 2.25583349 0.00000000 891.69346502 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 3.55482974 0.00000000 1000.00000000 2-A-8 0.00000000 0.00000000 3.55482991 0.00000000 1000.00000000 2-A-9 0.00000000 0.00000000 0.09718656 0.00000000 0.00000000 2-A-IO 0.00000000 0.00000000 0.41132986 0.00000000 620.01041274 3-A-1 0.00000000 0.00000000 3.16122300 0.00000000 911.31242440 3-A-2 0.00000000 0.00000000 3.62190609 0.00000000 911.31242435 4-A-1 0.00000000 0.00000000 3.34585180 0.00000000 859.18602875 B-1 0.00000000 0.00000000 3.44446880 0.00000000 987.51336367 B-2 0.00000000 0.00000000 3.44446924 0.00000000 987.51336386 B-3 0.00000000 0.00000000 3.44446981 0.00000000 987.51336300 B-4 0.00000000 0.00000000 3.44446852 0.00000000 987.51336429 B-5 0.00000000 0.00000000 3.44446852 0.00000000 987.51336429 B-6 0.00000000 0.00000000 3.44446766 0.00000000 987.51336367 1-IO 0.00000000 0.00000000 0.16582382 0.00000000 623.82447716 2-IO 0.00000000 0.00000000 0.00076756 0.00000000 787.63313771 3-IO 0.00000000 0.00000000 0.01206071 0.00000000 913.74918832 SES 0.00000000 0.00000000 0.16196138 0.00000000 771.14963713 (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% 191,559,235.50 183,038,462.85 0.00 0.00 62.38244772% 2-SES 0.00000% 561,603,189.65 549,873,686.93 0.00 0.00 78.76331377% 3-SES 0.00000% 76,447,946.01 75,516,269.51 0.00 0.00 91.37491883% 4-SES 0.00000% 189,673,662.92 187,936,796.31 0.00 0.00 86.26508629%
CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 26,803,793.00 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 26,803,793.00 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 44,169.06 Payment of Interest and Principal 26,759,623.94 Total Withdrawals (Pool Distribution Amount) 26,803,793.00 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 42,470.17 Trustee Fee - Wells Fargo Bank, N.A. 1,698.89 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 44,169.06
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 8 0 0 0 8 3,656,342.02 0.00 0.00 0.00 3,656,342.02 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 1 0 1 0.00 0.00 881,250.00 0.00 881,250.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 8 0 1 0 9 3,656,342.02 0.00 881,250.00 0.00 4,537,592.02 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 0.409626% 0.000000% 0.000000% 0.000000% 0.409626% 0.366601% 0.000000% 0.000000% 0.000000% 0.366601% 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% 0.051203% 0.000000% 0.051203% 0.000000% 0.000000% 0.088358% 0.000000% 0.088358% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.409626% 0.000000% 0.051203% 0.000000% 0.460829% 0.366601% 0.000000% 0.088358% 0.000000% 0.454959%
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 1 0 0 0 1 420,688.44 0.00 0.00 0.00 420,688.44 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 1 420,688.44 0.00 0.00 0.00 420,688.44 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.275482% 0.000000% 0.000000% 0.000000% 0.275482% 0.229543% 0.000000% 0.000000% 0.000000% 0.229543% 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 0.275482% 0.000000% 0.000000% 0.000000% 0.275482% 0.229543% 0.000000% 0.000000% 0.000000% 0.229543% 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 5 0 0 0 5 2,230,358.66 0.00 0.00 0.00 2,230,358.66 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 1 0 1 0.00 0.00 881,250.00 0.00 881,250.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 5 0 1 0 6 2,230,358.66 0.00 881,250.00 0.00 3,111,608.66 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.460829% 0.000000% 0.000000% 0.000000% 0.460829% 0.405227% 0.000000% 0.000000% 0.000000% 0.405227% 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% 0.092166% 0.000000% 0.092166% 0.000000% 0.000000% 0.160112% 0.000000% 0.160112% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.460829% 0.000000% 0.092166% 0.000000% 0.552995% 0.405227% 0.000000% 0.160112% 0.000000% 0.565339% 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 2 0 0 0 2 1,005,294.92 0.00 0.00 0.00 1,005,294.92 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 2 0 0 0 2 1,005,294.92 0.00 0.00 0.00 1,005,294.92 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.539084% 0.000000% 0.000000% 0.000000% 0.539084% 0.534229% 0.000000% 0.000000% 0.000000% 0.534229% 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 0.539084% 0.000000% 0.000000% 0.000000% 0.539084% 0.534229% 0.000000% 0.000000% 0.000000% 0.534229%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 21,522.81
COLLATERAL STATEMENT Collateral Description Mixed ARM Weighted Average Gross Coupon 4.550896% Weighted Average Net Coupon 4.277404% Weighted Average Pass-Through Rate 4.275405% Weighted Average Maturity(Stepdown Calculation) 345 Beginning Scheduled Collateral Loan Count 1,997 Number Of Loans Paid In Full 44 Ending Scheduled Collateral Loan Count 1,953 Beginning Scheduled Collateral Balance 1,019,284,034.08 Ending Scheduled Collateral Balance 996,365,215.60 Ending Actual Collateral Balance at 31-Aug-2004 997,362,598.19 Monthly P &I Constant 5,065,318.93 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 996,365,215.60 Scheduled Principal 1,199,772.16 Unscheduled Principal 21,719,046.32
Miscellaneous Reporting Total Senior % 96.553256% Aggregate Subordinate % 3.446744%
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 4.211700 4.547796 4.604358 Weighted Average Net Rate 3.961699 4.297796 4.354359 Weighted Average Maturity 345 346 345 Beginning Loan Count 381 1,106 136 Loans Paid In Full 18 21 2 Ending Loan Count 363 1,085 134 Beginning Scheduled Balance 191,559,235.50 561,603,189.65 76,447,946.01 Ending scheduled Balance 183,038,462.85 549,873,686.93 75,516,269.51 Record Date 08/31/2004 08/31/2004 08/31/2004 Principal And Interest Constant 975,139.38 2,756,018.55 294,101.50 Scheduled Principal 302,814.42 627,637.97 773.38 Unscheduled Principal 8,217,958.23 11,101,864.75 930,903.12 Scheduled Interest 672,324.96 2,128,380.58 293,328.12 Servicing Fees 39,908.19 117,000.70 15,926.63 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 319.29 936.00 127.45 FRY Amount 0.00 0.00 0.00 Special Hazard Fee 0.00 0.00 0.00 Other Fee 19,954.07 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 612,143.41 2,010,443.88 277,274.04 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 3.834700 4.295796 4.352358
Group Level Collateral Statement Group Group 4 Total Collateral Description 7 Year LIBOR Arm Mixed ARM Weighted Average Coupon Rate 4.881098 4.550896 Weighted Average Net Rate 4.631098 4.277404 Weighted Average Maturity 343 345 Beginning Loan Count 374 1,997 Loans Paid In Full 3 44 Ending Loan Count 371 1,953 Beginning Scheduled Balance 189,673,662.92 1,019,284,034.08 Ending scheduled Balance 187,936,796.31 996,365,215.60 Record Date 08/31/2004 08/31/2004 Principal And Interest Constant 1,040,059.50 5,065,318.93 Scheduled Principal 268,546.39 1,199,772.16 Unscheduled Principal 1,468,320.22 21,719,046.32 Scheduled Interest 771,513.11 3,865,546.77 Servicing Fees 39,515.37 212,350.89 Master Servicing Fees 0.00 0.00 Trustee Fee 316.15 1,698.89 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 0.00 19,954.07 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 731,681.59 3,631,542.92 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 4.629098 4.275405
Miscellaneous Reporting Group Group 1 CPR 40.964123% Senior % 95.850061% Senior Prepayment % 100.000000% Subordinate % 4.149939% Subordinate Prepayment % 0.000000% Group Group 2 CPR 21.326578% Senior % 96.617152% Senior Prepayment % 100.000000% Subordinate % 3.382848% Subordinate Prepayment % 0.000000% Group Group 3 CPR 13.672493% Senior % 97.026471% Senior Prepayment % 100.000000% Subordinate % 2.973529% Subordinate Prepayment % 0.000000%
Miscellaneous Reporting Group Group 4 CPR 8.916156% Senior % 96.883521% Senior Prepayment % 100.000000% Subordinate % 3.116479% Subordinate Prepayment % 0.000000%
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