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): January 26, 2004
BANC OF AMERICA ALTERNATIVE LOAN TRUST
Mortgage Pass-Through Certificates, Series 2003-11 Trust
(Exact name of registrant as specified in its charter)
New York (governing law of 333-105940-18 54-2139182
Pooling and Servicing Agreement) (Commission 54-2139183
(State or other File Number) IRS EIN
jurisdiction
of Incorporation)
c/o Wells Fargo Bank Minnesota, 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)
ITEM 5. Other Events
On January 26, 2004 a distribution was made to holders of BANC OF AMERICA
ALTERNATIVE LOAN TRUST, Mortgage Pass-Through Certificates, Series 2003-11
Trust.
ITEM 7. Financial Statements and Exhibits
(c) Exhibits furnished in accordance with Item 601(a) of Regulation S-K
Exhibit Number Description
EX-99.1 Monthly report distributed to holders of
Mortgage Pass-Through Certificates,
Series 2003-11 Trust, relating to the
January 26, 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 2003-11 Trust
By: Wells Fargo Bank Minnesota, N.A. as Trustee
By: /s/ Beth Belfield as Assistant Vice President
By: Beth Belfield as Assistant Vice President
Date: 2/6/04
INDEX TO EXHIBITS
Exhibit Number Description
EX-99.1 Monthly report distributed to holders of Mortgage
Pass-Through Certificates, Series 2003-11 Trust,
relating to the January 26, 2004 distribution.
EX-99.1
Banc of America Alternative Loan Trust
Mortgage Pass-Through Certificates
Record Date: 12/31/03
Distribution Date: 1/26/04
BAA Series: 2003-11
Contact: Customer Service - CTSLink
Wells Fargo Bank Minnesota, 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
<s> <c> <c> <c> <c> <c> <c>
1-A-1 05948KJJ9 SEN 6.00000% 136,100,000.00 680,499.98 858,347.22
1-A-R 05948KJK6 SEN 6.00000% 50.00 0.25 50.00
1-A-LR 05948KJL4 SEN 6.00000% 50.00 0.25 50.00
2-A-1 05948KJM2 SEN 6.00000% 67,940,000.00 339,699.99 359,627.64
CB-IO 05948KJN0 IO 0.33240% 0.00 27,322.56 0.00
3-A-1 05948KJP5 SEN 6.00000% 15,462,000.00 77,310.00 14,768.21
3-IO 05948KJQ3 IO 0.47344% 0.00 2,567.31 0.00
4-A-1 05948KJR1 SEN 4.75000% 48,839,000.00 193,321.04 202,719.08
4-A-2 05948KJS9 SEN 4.75000% 693,000.00 2,743.12 2,876.48
5-A-1 05948KJT7 SEN 5.50000% 44,880,000.00 205,700.00 542,292.36
5-A-2 05948KJU4 SEN 5.50000% 631,000.00 2,892.08 7,624.48
15-IO 05948KJV2 IO 0.35316% 0.00 21,831.21 0.00
PO 05948KJW0 PO 0.00000% 7,017,645.00 0.00 61,080.14
15-B-1 05948KKA6 SUB 5.10771% 1,276,000.00 5,431.20 4,741.95
15-B-2 05948KJY6 SUB 5.10771% 490,000.00 2,085.65 1,820.97
15-B-3 05948KJH3 SUB 5.10771% 343,000.00 1,459.95 1,274.68
15-B-4 05948KKG3 SUB 5.10771% 196,000.00 834.26 728.39
15-B-5 05948KKH1 SUB 5.10771% 99,000.00 421.39 367.91
15-B-6 05948KKJ7 SUB 5.10771% 196,248.00 835.32 729.31
30-B-1 05948KJX8 SUB 6.00000% 5,742,000.00 28,710.00 5,710.50
30-B-2 05948KJY6 SUB 6.00000% 2,631,000.00 13,155.00 2,616.57
30-B-3 05948KJZ3 SUB 6.00000% 1,197,000.00 5,985.00 1,190.43
30-B-4 05948KKD0 SUB 6.00000% 1,555,000.00 7,775.00 1,546.47
30-B-5 05948KKE8 SUB 6.00000% 956,000.00 4,780.00 950.76
30-B-6 05948KKF5 SUB 6.00000% 1,077,555.00 5,387.77 1,071.64
SES 05948KKC2 SEN 0.00000% 0.00 57,795.87 0.00
Totals 337,321,548.00 1,688,544.20 2,072,185.19
Certificateholder Distribution Summary (continued)
Current Ending Cumulative
Realized Certificate Total Realized
Class Loss Balance Distribution Losses
<s> <c> <c> <c> <c>
1-A-1 0.00 135,241,652.78 1,538,847.20 0.00
1-A-R 0.00 0.00 50.25 0.00
1-A-LR 0.00 0.00 50.25 0.00
2-A-1 0.00 67,580,372.36 699,327.63 0.00
CB-IO 0.00 0.00 27,322.56 0.00
3-A-1 0.00 15,447,231.79 92,078.21 0.00
3-IO 0.00 0.00 2,567.31 0.00
4-A-1 0.00 48,636,280.92 396,040.12 0.00
4-A-2 0.00 690,123.52 5,619.60 0.00
5-A-1 0.00 44,337,707.64 747,992.36 0.00
5-A-2 0.00 623,375.52 10,516.56 0.00
15-IO 0.00 0.00 21,831.21 0.00
PO 0.00 6,956,564.86 61,080.14 0.00
15-B-1 0.00 1,271,258.05 10,173.15 0.00
15-B-2 0.00 488,179.03 3,906.62 0.00
15-B-3 0.00 341,725.32 2,734.63 0.00
15-B-4 0.00 195,271.61 1,562.65 0.00
15-B-5 0.00 98,632.09 789.30 0.00
15-B-6 0.00 195,518.69 1,564.63 0.00
30-B-1 0.00 5,736,289.50 34,420.50 0.00
30-B-2 0.00 2,628,383.43 15,771.57 0.00
30-B-3 0.00 1,195,809.57 7,175.43 0.00
30-B-4 0.00 1,553,453.53 9,321.47 0.00
30-B-5 0.00 955,049.24 5,730.76 0.00
30-B-6 0.00 1,076,483.36 6,459.41 0.00
SES 0.00 0.00 57,795.87 0.00
Totals 0.00 335,249,362.81 3,760,729.39 0.00
<FN>
All distributions required by the Pooling and Servicing Agreement have been calculated by the
Certificate Administrator on behalf of the Trustee.
</FN>
Principal Distribution Statement
Original Beginning Scheduled Unscheduled
Face Certificate Principal Principal Realized
Class Amount Balance Distribution Distribution Accretion Loss (1)
<s> <c> <c> <c> <c> <c> <c>
1-A-1 136,100,000.00 136,100,000.00 137,854.84 720,492.38 0.00 0.00
1-A-R 50.00 50.00 8.03 41.97 0.00 0.00
1-A-LR 50.00 50.00 8.03 41.97 0.00 0.00
2-A-1 67,940,000.00 67,940,000.00 65,817.97 293,809.67 0.00 0.00
CB-IO 0.00 0.00 0.00 0.00 0.00 0.00
3-A-1 15,462,000.00 15,462,000.00 14,610.82 157.39 0.00 0.00
3-IO 0.00 0.00 0.00 0.00 0.00 0.00
4-A-1 48,839,000.00 48,839,000.00 186,885.26 15,833.82 0.00 0.00
4-A-2 693,000.00 693,000.00 2,651.80 224.67 0.00 0.00
5-A-1 44,880,000.00 44,880,000.00 161,357.00 380,935.36 0.00 0.00
5-A-2 631,000.00 631,000.00 2,268.63 5,355.84 0.00 0.00
15-IO 0.00 0.00 0.00 0.00 0.00 0.00
PO 7,017,645.00 7,017,645.00 9,222.73 51,857.41 0.00 0.00
15-B-1 1,276,000.00 1,276,000.00 4,741.95 0.00 0.00 0.00
15-B-2 490,000.00 490,000.00 1,820.97 0.00 0.00 0.00
15-B-3 343,000.00 343,000.00 1,274.68 0.00 0.00 0.00
15-B-4 196,000.00 196,000.00 728.39 0.00 0.00 0.00
15-B-5 99,000.00 99,000.00 367.91 0.00 0.00 0.00
15-B-6 196,248.00 196,248.00 729.31 0.00 0.00 0.00
30-B-1 5,742,000.00 5,742,000.00 5,710.50 0.00 0.00 0.00
30-B-2 2,631,000.00 2,631,000.00 2,616.57 0.00 0.00 0.00
30-B-3 1,197,000.00 1,197,000.00 1,190.43 0.00 0.00 0.00
30-B-4 1,555,000.00 1,555,000.00 1,546.47 0.00 0.00 0.00
30-B-5 956,000.00 956,000.00 950.76 0.00 0.00 0.00
30-B-6 1,077,555.00 1,077,555.00 1,071.64 0.00 0.00 0.00
SES 0.00 0.00 0.00 0.00 0.00 0.00
Totals 337,321,548.00 337,321,548.00 603,434.69 1,468,750.48 0.00 0.00
<FN>
(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.
</FN>
Principal Distribution Statement (continued)
Total Ending Ending Total
Principal Certificate Certificate Principal
Class Reduction Balance Percentage Distribution
<s> <c> <c> <c> <c>
1-A-1 858,347.22 135,241,652.78 0.99369326 858,347.22
1-A-R 50.00 0.00 0.00000000 50.00
1-A-LR 50.00 0.00 0.00000000 50.00
2-A-1 359,627.64 67,580,372.36 0.99470669 359,627.64
CB-IO 0.00 0.00 0.00000000 0.00
3-A-1 14,768.21 15,447,231.79 0.99904487 14,768.21
3-IO 0.00 0.00 0.00000000 0.00
4-A-1 202,719.08 48,636,280.92 0.99584924 202,719.08
4-A-2 2,876.48 690,123.52 0.99584924 2,876.48
5-A-1 542,292.36 44,337,707.64 0.98791684 542,292.36
5-A-2 7,624.48 623,375.52 0.98791683 7,624.48
15-IO 0.00 0.00 0.00000000 0.00
PO 61,080.14 6,956,564.86 0.99129621 61,080.14
15-B-1 4,741.95 1,271,258.05 0.99628374 4,741.95
15-B-2 1,820.97 488,179.03 0.99628373 1,820.97
15-B-3 1,274.68 341,725.32 0.99628373 1,274.68
15-B-4 728.39 195,271.61 0.99628372 728.39
15-B-5 367.91 98,632.09 0.99628374 367.91
15-B-6 729.31 195,518.69 0.99628373 729.31
30-B-1 5,710.50 5,736,289.50 0.99900549 5,710.50
30-B-2 2,616.57 2,628,383.43 0.99900548 2,616.57
30-B-3 1,190.43 1,195,809.57 0.99900549 1,190.43
30-B-4 1,546.47 1,553,453.53 0.99900549 1,546.47
30-B-5 950.76 955,049.24 0.99900548 950.76
30-B-6 1,071.64 1,076,483.36 0.99900549 1,071.64
SES 0.00 0.00 0.00000000 0.00
Totals 2,072,185.19 335,249,362.81 0.99385694 2,072,185.19
Principal Distribution Factors Statement
Original Beginning Scheduled Unscheduled
Face Certificate Principal Principal
Class (2) Amount Balance Distribution Distribution Accretion
<s> <c> <c> <c> <c> <c>
1-A-1 136,100,000.00 1000.00000000 1.01289375 5.29384555 0.00000000
1-A-R 50.00 1000.00000000 160.60000000 839.40000000 0.00000000
1-A-LR 50.00 1000.00000000 160.60000000 839.40000000 0.00000000
2-A-1 67,940,000.00 1000.00000000 0.96876612 4.32454622 0.00000000
CB-IO 0.00 0.00000000 0.00000000 0.00000000 0.00000000
3-A-1 15,462,000.00 1000.00000000 0.94495020 0.01017915 0.00000000
3-IO 0.00 0.00000000 0.00000000 0.00000000 0.00000000
4-A-1 48,839,000.00 1000.00000000 3.82655787 0.32420443 0.00000000
4-A-2 693,000.00 1000.00000000 3.82655123 0.32419913 0.00000000
5-A-1 44,880,000.00 1000.00000000 3.59529857 8.48786453 0.00000000
5-A-2 631,000.00 1000.00000000 3.59529319 8.48786054 0.00000000
15-IO 0.00 0.00000000 0.00000000 0.00000000 0.00000000
PO 7,017,645.00 1000.00000000 1.31422008 7.38957442 0.00000000
15-B-1 1,276,000.00 1000.00000000 3.71626176 0.00000000 0.00000000
15-B-2 490,000.00 1000.00000000 3.71626531 0.00000000 0.00000000
15-B-3 343,000.00 1000.00000000 3.71626822 0.00000000 0.00000000
15-B-4 196,000.00 1000.00000000 3.71627551 0.00000000 0.00000000
15-B-5 99,000.00 1000.00000000 3.71626263 0.00000000 0.00000000
15-B-6 196,248.00 1000.00000000 3.71626717 0.00000000 0.00000000
30-B-1 5,742,000.00 1000.00000000 0.99451411 0.00000000 0.00000000
30-B-2 2,631,000.00 1000.00000000 0.99451539 0.00000000 0.00000000
30-B-3 1,197,000.00 1000.00000000 0.99451128 0.00000000 0.00000000
30-B-4 1,555,000.00 1000.00000000 0.99451447 0.00000000 0.00000000
30-B-5 956,000.00 1000.00000000 0.99451883 0.00000000 0.00000000
30-B-6 1,077,555.00 1000.00000000 0.99451072 0.00000000 0.00000000
SES 0.00 0.00000000 0.00000000 0.00000000 0.00000000
<FN>
(2) All deals are per $1,000 denomination.
</FN>
Principal Distribution Factors Statement (continued)
Total Ending Ending Total
Realized Principal Certificate Certificate Principal
Class Loss (3) Reduction Balance Percentage Distribution
<s> <c> <c> <c> <c> <c>
1-A-1 0.00000000 6.30673931 993.69326069 0.99369326 6.30673931
1-A-R 0.00000000 1,000.00000000 0.00000000 0.00000000 1,000.00000000
1-A-LR 0.00000000 1,000.00000000 0.00000000 0.00000000 1,000.00000000
2-A-1 0.00000000 5.29331233 994.70668767 0.99470669 5.29331233
CB-IO 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
3-A-1 0.00000000 0.95512935 999.04487065 0.99904487 0.95512935
3-IO 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
4-A-1 0.00000000 4.15076230 995.84923770 0.99584924 4.15076230
4-A-2 0.00000000 4.15076479 995.84923521 0.99584924 4.15076479
5-A-1 0.00000000 12.08316310 987.91683690 0.98791684 12.08316310
5-A-2 0.00000000 12.08316957 987.91683043 0.98791683 12.08316957
15-IO 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
PO 0.00000000 8.70379451 991.29620549 0.99129621 8.70379451
15-B-1 0.00000000 3.71626176 996.28373824 0.99628374 3.71626176
15-B-2 0.00000000 3.71626531 996.28373469 0.99628373 3.71626531
15-B-3 0.00000000 3.71626822 996.28373178 0.99628373 3.71626822
15-B-4 0.00000000 3.71627551 996.28372449 0.99628372 3.71627551
15-B-5 0.00000000 3.71626263 996.28373737 0.99628374 3.71626263
15-B-6 0.00000000 3.71626717 996.28373283 0.99628373 3.71626717
30-B-1 0.00000000 0.99451411 999.00548589 0.99900549 0.99451411
30-B-2 0.00000000 0.99451539 999.00548461 0.99900548 0.99451539
30-B-3 0.00000000 0.99451128 999.00548872 0.99900549 0.99451128
30-B-4 0.00000000 0.99451447 999.00548553 0.99900549 0.99451447
30-B-5 0.00000000 0.99451883 999.00548117 0.99900548 0.99451883
30-B-6 0.00000000 0.99451072 999.00548928 0.99900549 0.99451072
SES 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
<FN>
(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.
</FN>
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
<s> <c> <c> <c> <c> <c> <c>
1-A-1 136,100,000.00 6.00000% 136,100,000.00 680,500.00 0.00 0.00
1-A-R 50.00 6.00000% 50.00 0.25 0.00 0.00
1-A-LR 50.00 6.00000% 50.00 0.25 0.00 0.00
2-A-1 67,940,000.00 6.00000% 67,940,000.00 339,700.00 0.00 0.00
CB-IO 0.00 0.33240% 98,636,576.30 27,322.56 0.00 0.00
3-A-1 15,462,000.00 6.00000% 15,462,000.00 77,310.00 0.00 0.00
3-IO 0.00 0.47344% 6,507,294.00 2,567.31 0.00 0.00
4-A-1 48,839,000.00 4.75000% 48,839,000.00 193,321.04 0.00 0.00
4-A-2 693,000.00 4.75000% 693,000.00 2,743.13 0.00 0.00
5-A-1 44,880,000.00 5.50000% 44,880,000.00 205,700.00 0.00 0.00
5-A-2 631,000.00 5.50000% 631,000.00 2,892.08 0.00 0.00
15-IO 0.00 0.35316% 74,179,426.66 21,831.21 0.00 0.00
PO 7,017,645.00 0.00000% 7,017,645.00 0.00 0.00 0.00
15-B-1 1,276,000.00 5.10771% 1,276,000.00 5,431.20 0.00 0.00
15-B-2 490,000.00 5.10771% 490,000.00 2,085.65 0.00 0.00
15-B-3 343,000.00 5.10771% 343,000.00 1,459.95 0.00 0.00
15-B-4 196,000.00 5.10771% 196,000.00 834.26 0.00 0.00
15-B-5 99,000.00 5.10771% 99,000.00 421.39 0.00 0.00
15-B-6 196,248.00 5.10771% 196,248.00 835.32 0.00 0.00
30-B-1 5,742,000.00 6.00000% 5,742,000.00 28,710.00 0.00 0.00
30-B-2 2,631,000.00 6.00000% 2,631,000.00 13,155.00 0.00 0.00
30-B-3 1,197,000.00 6.00000% 1,197,000.00 5,985.00 0.00 0.00
30-B-4 1,555,000.00 6.00000% 1,555,000.00 7,775.00 0.00 0.00
30-B-5 956,000.00 6.00000% 956,000.00 4,780.00 0.00 0.00
30-B-6 1,077,555.00 6.00000% 1,077,555.00 5,387.78 0.00 0.00
SES 0.00 0.00000% 337,321,548.80 0.00 0.00 0.00
Totals 337,321,548.00 1,630,748.38 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
<s> <c> <c> <c> <c> <c>
1-A-1 0.02 0.00 680,499.98 0.00 135,241,652.78
1-A-R 0.00 0.00 0.25 0.00 0.00
1-A-LR 0.00 0.00 0.25 0.00 0.00
2-A-1 0.01 0.00 339,699.99 0.00 67,580,372.36
CB-IO 0.00 0.00 27,322.56 0.00 98,345,896.32
3-A-1 0.00 0.00 77,310.00 0.00 15,447,231.79
3-IO 0.00 0.00 2,567.31 0.00 6,501,636.21
4-A-1 0.00 0.00 193,321.04 0.00 48,636,280.92
4-A-2 0.00 0.00 2,743.12 0.00 690,123.52
5-A-1 0.00 0.00 205,700.00 0.00 44,337,707.64
5-A-2 0.00 0.00 2,892.08 0.00 623,375.52
15-IO 0.00 0.00 21,831.21 0.00 73,514,719.06
PO 0.00 0.00 0.00 0.00 6,956,564.86
15-B-1 0.00 0.00 5,431.20 0.00 1,271,258.05
15-B-2 0.00 0.00 2,085.65 0.00 488,179.03
15-B-3 0.00 0.00 1,459.95 0.00 341,725.32
15-B-4 0.00 0.00 834.26 0.00 195,271.61
15-B-5 0.00 0.00 421.39 0.00 98,632.09
15-B-6 0.00 0.00 835.32 0.00 195,518.69
30-B-1 0.00 0.00 28,710.00 0.00 5,736,289.50
30-B-2 0.00 0.00 13,155.00 0.00 2,628,383.43
30-B-3 0.00 0.00 5,985.00 0.00 1,195,809.57
30-B-4 0.00 0.00 7,775.00 0.00 1,553,453.53
30-B-5 0.00 0.00 4,780.00 0.00 955,049.24
30-B-6 0.00 0.00 5,387.77 0.00 1,076,483.36
SES 0.00 0.00 57,795.87 0.00 335,249,363.63
Totals 0.03 0.00 1,688,544.20 0.00
<FN>
(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.
</FN>
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
<s> <c> <c> <c> <c> <c> <c>
1-A-1 136,100,000.00 6.00000% 1000.00000000 5.00000000 0.00000000 0.00000000
1-A-R 50.00 6.00000% 1000.00000000 5.00000000 0.00000000 0.00000000
1-A-LR 50.00 6.00000% 1000.00000000 5.00000000 0.00000000 0.00000000
2-A-1 67,940,000.00 6.00000% 1000.00000000 5.00000000 0.00000000 0.00000000
CB-IO 0.00 0.33240% 1000.00000000 0.27700232 0.00000000 0.00000000
3-A-1 15,462,000.00 6.00000% 1000.00000000 5.00000000 0.00000000 0.00000000
3-IO 0.00 0.47344% 1000.00000000 0.39452805 0.00000000 0.00000000
4-A-1 48,839,000.00 4.75000% 1000.00000000 3.95833330 0.00000000 0.00000000
4-A-2 693,000.00 4.75000% 1000.00000000 3.95834055 0.00000000 0.00000000
5-A-1 44,880,000.00 5.50000% 1000.00000000 4.58333333 0.00000000 0.00000000
5-A-2 631,000.00 5.50000% 1000.00000000 4.58332805 0.00000000 0.00000000
15-IO 0.00 0.35316% 1000.00000000 0.29430276 0.00000000 0.00000000
PO 7,017,645.00 0.00000% 1000.00000000 0.00000000 0.00000000 0.00000000
15-B-1 1,276,000.00 5.10771% 1000.00000000 4.25642633 0.00000000 0.00000000
15-B-2 490,000.00 5.10771% 1000.00000000 4.25642857 0.00000000 0.00000000
15-B-3 343,000.00 5.10771% 1000.00000000 4.25641399 0.00000000 0.00000000
15-B-4 196,000.00 5.10771% 1000.00000000 4.25642857 0.00000000 0.00000000
15-B-5 99,000.00 5.10771% 1000.00000000 4.25646465 0.00000000 0.00000000
15-B-6 196,248.00 5.10771% 1000.00000000 4.25645102 0.00000000 0.00000000
30-B-1 5,742,000.00 6.00000% 1000.00000000 5.00000000 0.00000000 0.00000000
30-B-2 2,631,000.00 6.00000% 1000.00000000 5.00000000 0.00000000 0.00000000
30-B-3 1,197,000.00 6.00000% 1000.00000000 5.00000000 0.00000000 0.00000000
30-B-4 1,555,000.00 6.00000% 1000.00000000 5.00000000 0.00000000 0.00000000
30-B-5 956,000.00 6.00000% 1000.00000000 5.00000000 0.00000000 0.00000000
30-B-6 1,077,555.00 6.00000% 1000.00000000 5.00000464 0.00000000 0.00000000
SES 0.00 0.00000% 1000.00000000 0.00000000 0.00000000 0.00000000
<FN>
(5) All deals are per $1,000 denomination.
</FN>
Interest Distribution Factors Statement (continued)
Remaining Ending
Non-Supported Total Unpaid Certificate/
Interest Realized Interest Interest Notional
Class Shortfall Losses (6) Distribution Shortfall Balance
<s> <c> <c> <c> <c> <c>
1-A-1 0.00000015 0.00000000 4.99999985 0.00000000 993.69326069
1-A-R 0.00000000 0.00000000 5.00000000 0.00000000 0.00000000
1-A-LR 0.00000000 0.00000000 5.00000000 0.00000000 0.00000000
2-A-1 0.00000015 0.00000000 4.99999985 0.00000000 994.70668767
CB-IO 0.00000000 0.00000000 0.27700232 0.00000000 997.05302038
3-A-1 0.00000000 0.00000000 5.00000000 0.00000000 999.04487065
3-IO 0.00000000 0.00000000 0.39452805 0.00000000 999.13054643
4-A-1 0.00000000 0.00000000 3.95833330 0.00000000 995.84923770
4-A-2 0.00000000 0.00000000 3.95832612 0.00000000 995.84923521
5-A-1 0.00000000 0.00000000 4.58333333 0.00000000 987.91683690
5-A-2 0.00000000 0.00000000 4.58332805 0.00000000 987.91683043
15-IO 0.00000000 0.00000000 0.29430276 0.00000000 991.03919200
PO 0.00000000 0.00000000 0.00000000 0.00000000 991.29620549
15-B-1 0.00000000 0.00000000 4.25642633 0.00000000 996.28373824
15-B-2 0.00000000 0.00000000 4.25642857 0.00000000 996.28373469
15-B-3 0.00000000 0.00000000 4.25641399 0.00000000 996.28373178
15-B-4 0.00000000 0.00000000 4.25642857 0.00000000 996.28372449
15-B-5 0.00000000 0.00000000 4.25646465 0.00000000 996.28373737
15-B-6 0.00000000 0.00000000 4.25645102 0.00000000 996.28373283
30-B-1 0.00000000 0.00000000 5.00000000 0.00000000 999.00548589
30-B-2 0.00000000 0.00000000 5.00000000 0.00000000 999.00548461
30-B-3 0.00000000 0.00000000 5.00000000 0.00000000 999.00548872
30-B-4 0.00000000 0.00000000 5.00000000 0.00000000 999.00548553
30-B-5 0.00000000 0.00000000 5.00000000 0.00000000 999.00548117
30-B-6 0.00000000 0.00000000 4.99999536 0.00000000 999.00548928
SES 0.00000000 0.00000000 0.17133762 0.00000000 993.85694398
<FN>
(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.
</FN>
Certificateholder Component Statement
Component Beginning Ending Beginning Ending Ending
Pass-Through Notional Notional Component Component Component
Class Rate Balance Balance Balance Balance Percentage
<s> <c> <c> <c> <c> <c> <c>
1-IO 0.30835% 69,751,784.40 69,489,896.30 0.00 0.00 99.62454280%
2-IO 0.39049% 28,884,791.90 28,856,000.02 0.00 0.00 99.90032166%
3-IO-1 0.30835% 69,751,784.40 69,489,896.30 0.00 0.00 99.62454280%
4-IO 0.42039% 39,287,713.41 39,126,543.66 0.00 0.00 99.58977060%
5-IO 0.27746% 34,891,713.25 34,388,175.40 0.00 0.00 98.55685547%
1-PO 0.00000% 0.00 0.00 4,040,184.00 4,014,089.16 99.35411754%
2-PO 0.00000% 0.00 0.00 2,129,975.00 2,097,271.86 98.46462329%
3-PO 0.00000% 0.00 0.00 405,473.00 405,055.76 99.89709796%
4-PO 0.00000% 0.00 0.00 425,819.00 424,023.49 99.57833962%
5-PO 0.00000% 0.00 0.00 16,194.00 16,124.58 99.57132271%
1-SES 0.00000% 148,295,564.41 147,402,760.97 0.00 0.00 99.39795675%
2-SES 0.00000% 74,149,005.29 73,752,722.89 0.00 0.00 99.46555938%
3-SES 0.00000% 16,791,717.70 16,775,658.89 0.00 0.00 99.90436470%
4-SES 0.00000% 51,317,885.50 51,105,290.06 0.00 0.00 99.58572837%
5-SES 0.00000% 46,767,375.90 46,212,930.82 0.00 0.00 98.81446186%
CERTIFICATEHOLDER ACCOUNT STATEMENT
CERTIFICATE ACCOUNT
<s> <c>
Beginning Balance 0.00
Deposits
Payments of Interest and Principal 3,774,784.68
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 3,774,784.68
Withdrawals
Reimbursement for Servicer Advances 0.00
Payment of Service Fee 16,163.54
Payment of Interest and Principal 3,760,729.39
Total Withdrawals (Pool Distribution Amount) 3,776,892.93
Ending Balance 0.00
PREPAYMENT/CURTAILMENT INTEREST SHORTFALL
<s> <c>
Total Prepayment/Curtailment Interest Shortfall 0.00
Servicing Fee Support 0.00
Non-Supported Prepayment/Curtailment Interest Shortfall 0.00
SERVICING FEES
<s> <c>
Gross Servicing Fee 14,055.29
Trustee Fee - Wells Fargo Bank, N.A. 2,108.25
Supported Prepayment/Curtailment Interest Shortfall 0.00
Net Servicing Fee 16,163.54
LOAN STATUS STRATIFICATION/CREDIT ENHANCEMENT STATEMENT
DELINQUENCY STATUS
DELINQUENT BANKRUPTCY FORECLOSURE REO Total
<s> <c> <c> <c> <c> <c>
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
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 0.000000% 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%
Delinquency Status By Groups
DELINQUENT BANKRUPTCY FORECLOSURE REO Total
<s>
Group 1 No of Loans No of Loans No of Loans No of Loans No of Loans
Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance
0-29 Days 0 0 0 0
0.00 0.00 0.00 0.00
30 Days 0 0 0 0 0
0.00 0.00 0.00 0.00 0.00
60 Days 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
<caption>
<s>
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 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
<caption>
<s>
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
<caption>
<s>
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 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
<caption>
<s>
Group 5 No of Loans No of Loans No of Loans No of Loans No of Loans
Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance
0-29 Days 0 0 0 0
0.00 0.00 0.00 0.00
30 Days 0 0 0 0 0
0.00 0.00 0.00 0.00 0.00
60 Days 0 0 0 0 0
0.00 0.00 0.00 0.00 0.00
90 Days 0 0 0 0 0
0.00 0.00 0.00 0.00 0.00
120 Days 0 0 0 0 0
0.00 0.00 0.00 0.00 0.00
150 Days 0 0 0 0 0
0.00 0.00 0.00 0.00 0.00
180 Days 0 0 0 0 0
0.00 0.00 0.00 0.00 0.00
Totals 0 0 0 0 0
0.00 0.00 0.00 0.00 0.00
0-29 Days 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000%
30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
Totals 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
OTHER INFORMATION
<s> <c>
Current Period Class A Insufficient Funds 0.00
Principal Balance of Contaminated Properties 0.00
Periodic Advance 0.00
COLLATERAL STATEMENT
Collateral Description Fixed
Weighted Average Gross Coupon 6.058785%
Weighted Average Pass-Through Rate 5.801284%
Weighted Average Maturity (Stepdown Calculation) 284
Beginning Scheduled Collateral Loan Count 2,705
Number Of Loans Paid In Full 7
Ending Scheduled Collateral Loan Count 2,698
Beginning Scheduled Collateral Balance 337,321,548.00
Ending Scheduled Collateral Balance 335,249,363.63
Ending Actual Collateral Balance at 31-Dec-2003 335,726,398.28
Monthly P &I Constant 2,306,566.86
Special Servicing Fee 0.00
Prepayment Penalties 0.00
Realized Loss Amount 0.00
Cumulative Realized Loss 0.00
Class A Non-PO Optimal Amount 3,481,163.15
Class AP Deferred Amount 0.00
Ending Scheduled Balance for Premium Loans 335,249,363.63
Scheduled Principal 603,434.70
Unscheduled Principal 1,468,750.47
Group Level Collateral Statement
Group Group 1 Group 2 Group 3
Collateral Description Mixed Fixed Mixed Fixed Mixed Fixed
Weighted Average Coupon Rate 6.239070 6.237262 6.296086
Weighted Average Net Rate 5.989070 5.987262 6.046086
Weighted Average Maturity 352 357 358
Beginning Loan Count 1,235 485 37
Loans Paid In Full 4 2 0
Ending Loan Count 1,231 483 37
Beginning Scheduled Balance 148,295,564.41 74,149,005.29 16,791,717.70
Ending scheduled Balance 147,402,760.97 73,752,722.89 16,775,658.89
Record Date 12/31/2003 12/31/2003 12/31/2003
Principal And Interest Constant 921,885.87 457,448.97 104,002.98
Scheduled Principal 150,863.86 72,043.31 15,901.23
Unscheduled Principal 741,939.58 324,239.09 157.58
Scheduled Interest 771,022.01 385,405.66 88,101.75
Servicing Fees 30,894.89 15,447.71 3,498.28
Master Servicing Fees 0.00 0.00 0.00
Trustee Fee 926.85 463.40 104.95
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 739,200.27 369,494.55 84,498.52
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 5.981570 5.979762 6.038586
Group Level Collateral Statement
Group Group 4 Group 5 Total
Collateral Description Mixed Fixed Mixed Fixed Fixed
Weighted Average Coupon Rate 5.289930 5.962603 6.058785
Weighted Average Net Rate 5.039930 5.712603 5.808784
Weighted Average Maturity 175 175 284
Beginning Loan Count 472 476 2,705
Loans Paid In Full 0 1 7
Ending Loan Count 472 475 2,698
Beginning Scheduled Balance 51,317,885.50 46,767,357.90 337,321,530.80
Ending scheduled Balance 51,105,290.06 46,212,930.82 335,249,363.63
Record Date 12/31/2003 12/31/2003 12/31/2003
Principal And Interest Constant 422,705.17 400,523.87 2,306,566.86
Scheduled Principal 196,481.83 168,144.47 603,434.70
Unscheduled Principal 16,113.61 386,300.61 1,468,750.47
Scheduled Interest 226,223.34 232,379.40 1,703,132.16
Servicing Fees 10,691.23 9,743.20 70,275.31
Master Servicing Fees 0.00 0.00 0.00
Trustee Fee 320.74 292.31 2,108.25
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 215,211.37 222,343.89 1,630,748.60
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 5.032430 5.705103 5.801284
Miscellaneous Reporting
Group Group 1
CPR 5.847041%
Senior % 94.346637%
Senior Prepayment % 100.000000%
Subordinate % 5.653363%
Subordinate Prepayment % 0.000000%
Group Group 2
CPR 5.127848%
Senior % 94.336178%
Senior Prepayment % 100.000000%
Subordinate % 5.663822%
Subordinate Prepayment % 0.000000%
Group Group 3
CPR 0.011271%
Senior % 94.359633%
Senior Prepayment % 100.000000%
Subordinate % 5.640367%
Subordinate Prepayment % 0.000000%
Miscellaneous Reporting
Group Group 4
CPR 0.377588%
Senior % 97.327548%
Senior Prepayment % 100.000000%
Subordinate % 2.672452%
Subordinate Prepayment % 0.000000%
Group Group 5
CPR 9.506559%
Senior % 97.347272%
Senior Prepayment % 100.000000%
Subordinate % 2.652728%
Subordinate Prepayment % 0.000000%
Group