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): February 25, 2004
BANC OF AMERICA MORTGAGE SECURITIES, INC.
Mortgage Pass-Through Certificates, Series 2004-1 Trust
(Exact name of registrant as specified in its charter)
New York (governing law of 333-105940-22 54-2142312
Pooling and Servicing Agreement) (Commission 54-2142313
(State or other File Number) 54-2142314
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)
ITEM 5. Other Events
On February 25, 2004 a distribution was made to holders of BANC OF AMERICA
MORTGAGE SECURITIES, INC., Mortgage Pass-Through Certificates, Series 2004-1
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 2004-1 Trust, relating to the
February 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 2004-1 Trust
By: Wells Fargo Bank, N.A. as Trustee
By: /s/ Beth Belfield as Assistant Vice President
By: Beth Belfield as Assistant Vice President
Date: 3/8/04
INDEX TO EXHIBITS
Exhibit Number Description
EX-99.1 Monthly report distributed to holders of Mortgage
Pass-Through Certificates, Series 2004-1 Trust,
relating to the February 25, 2004 distribution.
EX-99.1
Banc of America Mortgage Securities, Inc.
Mortgage Pass-Through Certificates
Record Date: 1/31/04
Distribution Date: 2/25/04
BAM Series: 2004-1
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
<s> <c> <c> <c> <c> <c> <c>
1-A1 05948XU82 SEN 5.50000% 8,249,000.00 37,807.92 153,454.07
1-A2 05948XU90 SEN 5.50000% 4,431,000.00 20,308.75 0.00
1-A3 05948XV24 SEN 5.50000% 7,929,000.00 36,341.25 0.00
1-A4 05948XV32 SEN 5.50000% 12,023,000.00 55,105.42 0.00
1-A5 05948XV40 SEN 5.50000% 12,000,000.00 55,000.00 223,232.98
1-A6 05948XV57 SEN 5.50000% 3,000,000.00 13,750.00 0.00
1-A7 05948XV65 SEN 5.50000% 5,000,000.00 22,916.67 0.00
1-A8 05948XV73 SEN 2.70000% 2,500,000.00 5,625.00 46,506.87
1-A9 05948XV81 SEN 8.30000% 2,500,000.00 17,291.67 46,506.87
1-A10 05948XV99 SEN 3.25000% 20,248,250.00 54,839.02 376,673.10
1-A11 05948XW23 SEN 11.13095% 6,821,603.00 63,275.78 126,900.56
1-A12 05948XW31 SEN 8.50000% 2,382,147.00 16,873.54 44,314.48
1-A13 05948XW49 SEN 4.00000% 25,000,000.00 83,333.33 77,868.81
1-A14 05948XW56 SEN 4.00000% 36,371,000.00 121,236.67 274,998.39
1-A15 05948XW64 SEN 4.62500% 51,918,000.00 200,100.63 0.00
1-A16 05948XW72 SEN 5.50000% 0.00 118,993.75 0.00
1-A17 05948XW80 SEN 5.25000% 21,231,000.00 92,885.63 0.00
1-A18 05948XW98 SEN 5.50000% 22,864,000.00 104,793.33 0.00
1-A19 05948XX22 SEN 5.50000% 8,594,000.00 39,389.17 0.00
1-A20 05948XX30 SEN 5.50000% 1,500,000.00 6,875.00 0.00
1-AR 05948XX48 SEN 5.50000% 50.00 0.23 50.00
1-AMR 05948XX63 SEN 5.50000% 25.00 0.11 25.00
1-ALR 05948XX55 SEN 5.50000% 25.00 0.11 25.00
2-A1 05948XX71 SEN 5.50000% 105,017,000.00 481,327.92 582,494.66
2-A2 05948XX89 SEN 5.50000% 3,026,000.00 13,869.17 16,784.22
3-A1 05948XX97 SEN 5.00000% 84,959,000.00 353,995.83 852,892.10
4-A1 05948XY21 SEN 5.00000% 35,688,000.00 148,700.00 153,745.94
4-A2 05948XY39 SEN 5.00000% 1,029,000.00 4,287.50 4,432.99
5-A1 05948XY47 SEN 6.50000% 270,877,000.00 1,467,250.42 15,121,221.99
5-AIO 05948XY54 SEN 0.50159% 0.00 101,828.24 0.00
PO 05948XY62 SEN 0.00000% 1,684,723.00 0.00 34,947.25
30-IO 05948XY88 SEN 0.30488% 0.00 73,617.69 0.00
15-IO 05948XY70 SEN 0.26475% 0.00 14,692.72 0.00
1-B1 05948XY96 SUB 5.50000% 4,210,000.00 19,295.84 4,222.60
1-B2 05948XZ20 SUB 5.50000% 1,579,000.00 7,237.08 1,583.73
1-B3 05948XZ38 SUB 5.50000% 789,000.00 3,616.25 791.36
1-B4 05948X2E0 SUB 5.50000% 526,000.00 2,410.83 527.57
1-B5 05948X2F7 SUB 5.50000% 395,000.00 1,810.42 396.18
1-B6 05948X2G5 SUB 5.50000% 395,101.00 1,810.88 396.28
X-B1 05948XZ46 SUB 5.37314% 1,631,000.00 7,302.99 2,752.56
X-B2 05948XZ53 SUB 5.37314% 592,000.00 2,650.75 999.09
X-B3 05948XZ61 SUB 5.37314% 445,000.00 1,992.54 751.00
X-B4 05948X2H3 SUB 5.37314% 222,000.00 994.03 374.66
X-B5 05948X2J9 SUB 5.37314% 223,000.00 998.51 376.35
X-B6 05948X2K6 SUB 5.37314% 148,436.00 664.64 250.51
3-B1 05948XZ79 SUB 5.00000% 561,000.00 2,337.50 2,058.77
3-B2 05948XZ87 SUB 5.00000% 172,000.00 716.67 631.21
3-B3 05948XZ95 SUB 5.00000% 130,000.00 541.67 477.08
3-B4 05948X2L4 SUB 5.00000% 129,000.00 537.50 473.41
3-B5 05948X2M2 SUB 5.00000% 43,000.00 179.17 157.80
3-B6 05948X2N0 SUB 5.00000% 87,036.00 362.65 319.41
5-B1 05948X2A8 SUB 6.50000% 3,879,000.00 21,011.25 6,206.41
5-B2 05948X2B6 SUB 6.50000% 555,000.00 3,006.25 888.00
5-B3 05948X2C4 SUB 6.50000% 415,000.00 2,247.92 664.00
5-B4 05948X2P5 SUB 6.50000% 277,000.00 1,500.42 443.20
5-B5 05948X2Q3 SUB 6.50000% 277,000.00 1,500.42 443.20
5-B6 05948X2R1 SUB 6.50000% 139,347.45 754.80 222.96
SES 05948X2D2 SEN 0.00000% 0.00 134,122.21 0.00
Totals 774,662,743.45 4,045,915.66 18,163,482.62
Certificateholder Distribution Summary (continued)
Current Ending Cumulative
Realized Certificate Total Realized
Class Loss Balance Distribution Losses
<s> <c> <c> <c> <c>
1-A1 0.00 8,095,545.93 191,261.99 0.00
1-A2 0.00 4,431,000.00 20,308.75 0.00
1-A3 0.00 7,929,000.00 36,341.25 0.00
1-A4 0.00 12,023,000.00 55,105.42 0.00
1-A5 0.00 11,776,767.02 278,232.98 0.00
1-A6 0.00 3,000,000.00 13,750.00 0.00
1-A7 0.00 5,000,000.00 22,916.67 0.00
1-A8 0.00 2,453,493.13 52,131.87 0.00
1-A9 0.00 2,453,493.13 63,798.54 0.00
1-A10 0.00 19,871,576.90 431,512.12 0.00
1-A11 0.00 6,694,702.44 190,176.34 0.00
1-A12 0.00 2,337,832.52 61,188.02 0.00
1-A13 0.00 24,922,131.19 161,202.14 0.00
1-A14 0.00 36,096,001.61 396,235.06 0.00
1-A15 0.00 51,918,000.00 200,100.63 0.00
1-A16 0.00 0.00 118,993.75 0.00
1-A17 0.00 21,231,000.00 92,885.63 0.00
1-A18 0.00 22,864,000.00 104,793.33 0.00
1-A19 0.00 8,594,000.00 39,389.17 0.00
1-A20 0.00 1,500,000.00 6,875.00 0.00
1-AR 0.00 0.00 50.23 0.00
1-AMR 0.00 0.00 25.11 0.00
1-ALR 0.00 0.00 25.11 0.00
2-A1 0.00 104,434,505.34 1,063,822.58 0.00
2-A2 0.00 3,009,215.78 30,653.39 0.00
3-A1 0.00 84,106,107.90 1,206,887.93 0.00
4-A1 0.00 35,534,254.06 302,445.94 0.00
4-A2 0.00 1,024,567.01 8,720.49 0.00
5-A1 0.00 255,755,778.01 16,588,472.41 0.00
5-AIO 0.00 0.00 101,828.24 0.00
PO 0.00 1,649,775.75 34,947.25 0.00
30-IO 0.00 0.00 73,617.69 0.00
15-IO 0.00 0.00 14,692.72 0.00
1-B1 0.00 4,205,777.40 23,518.44 0.00
1-B2 0.00 1,577,416.27 8,820.81 0.00
1-B3 0.00 788,208.64 4,407.61 0.00
1-B4 0.00 525,472.43 2,938.40 0.00
1-B5 0.00 394,603.82 2,206.60 0.00
1-B6 0.00 394,704.72 2,207.16 0.00
X-B1 0.00 1,628,247.44 10,055.55 0.00
X-B2 0.00 591,000.91 3,649.84 0.00
X-B3 0.00 444,249.00 2,743.54 0.00
X-B4 0.00 221,625.34 1,368.69 0.00
X-B5 0.00 222,623.65 1,374.86 0.00
X-B6 0.00 148,185.49 915.15 0.00
3-B1 0.00 558,941.23 4,396.27 0.00
3-B2 0.00 171,368.79 1,347.88 0.00
3-B3 0.00 129,522.92 1,018.75 0.00
3-B4 0.00 128,526.59 1,010.91 0.00
3-B5 0.00 42,842.20 336.97 0.00
3-B6 0.00 86,716.59 682.06 0.00
5-B1 0.00 3,872,793.59 27,217.66 0.00
5-B2 0.00 554,112.00 3,894.25 0.00
5-B3 0.00 414,336.00 2,911.92 0.00
5-B4 0.00 276,556.80 1,943.62 0.00
5-B5 0.00 276,556.80 1,943.62 0.00
5-B6 0.00 139,124.49 977.76 0.00
SES 0.00 0.00 134,122.21 0.00
Totals 0.00 756,499,260.83 22,209,398.28 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-A1 8,249,000.00 8,249,000.00 28,587.32 124,866.75 0.00 0.00
1-A2 4,431,000.00 4,431,000.00 0.00 0.00 0.00 0.00
1-A3 7,929,000.00 7,929,000.00 0.00 0.00 0.00 0.00
1-A4 12,023,000.00 12,023,000.00 0.00 0.00 0.00 0.00
1-A5 12,000,000.00 12,000,000.00 41,586.59 181,646.39 0.00 0.00
1-A6 3,000,000.00 3,000,000.00 0.00 0.00 0.00 0.00
1-A7 5,000,000.00 5,000,000.00 0.00 0.00 0.00 0.00
1-A8 2,500,000.00 2,500,000.00 8,663.87 37,843.00 0.00 0.00
1-A9 2,500,000.00 2,500,000.00 8,663.87 37,843.00 0.00 0.00
1-A10 20,248,250.00 20,248,250.00 70,171.31 306,501.79 0.00 0.00
1-A11 6,821,603.00 6,821,603.00 23,640.60 103,259.96 0.00 0.00
1-A12 2,382,147.00 2,382,147.00 8,255.45 36,059.03 0.00 0.00
1-A13 25,000,000.00 25,000,000.00 14,506.36 63,362.45 0.00 0.00
1-A14 36,371,000.00 36,371,000.00 51,230.09 223,768.30 0.00 0.00
1-A15 51,918,000.00 51,918,000.00 0.00 0.00 0.00 0.00
1-A16 0.00 0.00 0.00 0.00 0.00 0.00
1-A17 21,231,000.00 21,231,000.00 0.00 0.00 0.00 0.00
1-A18 22,864,000.00 22,864,000.00 0.00 0.00 0.00 0.00
1-A19 8,594,000.00 8,594,000.00 0.00 0.00 0.00 0.00
1-A20 1,500,000.00 1,500,000.00 0.00 0.00 0.00 0.00
1-AR 50.00 50.00 9.31 40.69 0.00 0.00
1-AMR 25.00 25.00 4.66 20.34 0.00 0.00
1-ALR 25.00 25.00 4.66 20.34 0.00 0.00
2-A1 105,017,000.00 105,017,000.00 106,537.18 475,957.48 0.00 0.00
2-A2 3,026,000.00 3,026,000.00 3,069.80 13,714.42 0.00 0.00
3-A1 84,959,000.00 84,959,000.00 311,783.95 541,108.15 0.00 0.00
4-A1 35,688,000.00 35,688,000.00 130,890.33 22,855.62 0.00 0.00
4-A2 1,029,000.00 1,029,000.00 3,773.99 659.00 0.00 0.00
5-A1 270,877,000.00 270,877,000.00 433,403.90 14,687,818.09 0.00 0.00
5-AIO 0.00 0.00 0.00 0.00 0.00 0.00
PO 1,684,723.00 1,684,723.00 3,355.43 31,591.82 0.00 0.00
30-IO 0.00 0.00 0.00 0.00 0.00 0.00
15-IO 0.00 0.00 0.00 0.00 0.00 0.00
1-B1 4,210,000.00 4,210,000.00 4,222.60 0.00 0.00 0.00
1-B2 1,579,000.00 1,579,000.00 1,583.73 0.00 0.00 0.00
1-B3 789,000.00 789,000.00 791.36 0.00 0.00 0.00
1-B4 526,000.00 526,000.00 527.57 0.00 0.00 0.00
1-B5 395,000.00 395,000.00 396.18 0.00 0.00 0.00
1-B6 395,101.00 395,101.00 396.28 0.00 0.00 0.00
X-B1 1,631,000.00 1,631,000.00 2,752.56 0.00 0.00 0.00
X-B2 592,000.00 592,000.00 999.09 0.00 0.00 0.00
X-B3 445,000.00 445,000.00 751.00 0.00 0.00 0.00
X-B4 222,000.00 222,000.00 374.66 0.00 0.00 0.00
X-B5 223,000.00 223,000.00 376.35 0.00 0.00 0.00
X-B6 148,436.00 148,436.00 250.51 0.00 0.00 0.00
3-B1 561,000.00 561,000.00 2,058.77 0.00 0.00 0.00
3-B2 172,000.00 172,000.00 631.21 0.00 0.00 0.00
3-B3 130,000.00 130,000.00 477.08 0.00 0.00 0.00
3-B4 129,000.00 129,000.00 473.41 0.00 0.00 0.00
3-B5 43,000.00 43,000.00 157.80 0.00 0.00 0.00
3-B6 87,036.00 87,036.00 319.41 0.00 0.00 0.00
5-B1 3,879,000.00 3,879,000.00 6,206.41 0.00 0.00 0.00
5-B2 555,000.00 555,000.00 888.00 0.00 0.00 0.00
5-B3 415,000.00 415,000.00 664.00 0.00 0.00 0.00
5-B4 277,000.00 277,000.00 443.20 0.00 0.00 0.00
5-B5 277,000.00 277,000.00 443.20 0.00 0.00 0.00
5-B6 139,347.45 139,347.45 222.96 0.00 0.00 0.00
SES 0.00 0.00 0.00 0.00 0.00 0.00
Totals 774,662,743.45 774,662,743.45 1,274,546.01 16,888,936.62 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-A1 153,454.07 8,095,545.93 0.98139725 153,454.07
1-A2 0.00 4,431,000.00 1.00000000 0.00
1-A3 0.00 7,929,000.00 1.00000000 0.00
1-A4 0.00 12,023,000.00 1.00000000 0.00
1-A5 223,232.98 11,776,767.02 0.98139725 223,232.98
1-A6 0.00 3,000,000.00 1.00000000 0.00
1-A7 0.00 5,000,000.00 1.00000000 0.00
1-A8 46,506.87 2,453,493.13 0.98139725 46,506.87
1-A9 46,506.87 2,453,493.13 0.98139725 46,506.87
1-A10 376,673.10 19,871,576.90 0.98139725 376,673.10
1-A11 126,900.56 6,694,702.44 0.98139725 126,900.56
1-A12 44,314.48 2,337,832.52 0.98139725 44,314.48
1-A13 77,868.81 24,922,131.19 0.99688525 77,868.81
1-A14 274,998.39 36,096,001.61 0.99243908 274,998.39
1-A15 0.00 51,918,000.00 1.00000000 0.00
1-A16 0.00 0.00 0.00000000 0.00
1-A17 0.00 21,231,000.00 1.00000000 0.00
1-A18 0.00 22,864,000.00 1.00000000 0.00
1-A19 0.00 8,594,000.00 1.00000000 0.00
1-A20 0.00 1,500,000.00 1.00000000 0.00
1-AR 50.00 0.00 0.00000000 50.00
1-AMR 25.00 0.00 0.00000000 25.00
1-ALR 25.00 0.00 0.00000000 25.00
2-A1 582,494.66 104,434,505.34 0.99445333 582,494.66
2-A2 16,784.22 3,009,215.78 0.99445333 16,784.22
3-A1 852,892.10 84,106,107.90 0.98996113 852,892.10
4-A1 153,745.94 35,534,254.06 0.99569194 153,745.94
4-A2 4,432.99 1,024,567.01 0.99569194 4,432.99
5-A1 15,121,221.99 255,755,778.01 0.94417680 15,121,221.99
5-AIO 0.00 0.00 0.00000000 0.00
PO 34,947.25 1,649,775.75 0.97925638 34,947.25
30-IO 0.00 0.00 0.00000000 0.00
15-IO 0.00 0.00 0.00000000 0.00
1-B1 4,222.60 4,205,777.40 0.99899701 4,222.60
1-B2 1,583.73 1,577,416.27 0.99899700 1,583.73
1-B3 791.36 788,208.64 0.99899701 791.36
1-B4 527.57 525,472.43 0.99899702 527.57
1-B5 396.18 394,603.82 0.99899701 396.18
1-B6 396.28 394,704.72 0.99899702 396.28
X-B1 2,752.56 1,628,247.44 0.99831235 2,752.56
X-B2 999.09 591,000.91 0.99831235 999.09
X-B3 751.00 444,249.00 0.99831236 751.00
X-B4 374.66 221,625.34 0.99831234 374.66
X-B5 376.35 222,623.65 0.99831233 376.35
X-B6 250.51 148,185.49 0.99831234 250.51
3-B1 2,058.77 558,941.23 0.99633018 2,058.77
3-B2 631.21 171,368.79 0.99633017 631.21
3-B3 477.08 129,522.92 0.99633015 477.08
3-B4 473.41 128,526.59 0.99633016 473.41
3-B5 157.80 42,842.20 0.99633023 157.80
3-B6 319.41 86,716.59 0.99633014 319.41
5-B1 6,206.41 3,872,793.59 0.99840000 6,206.41
5-B2 888.00 554,112.00 0.99840000 888.00
5-B3 664.00 414,336.00 0.99840000 664.00
5-B4 443.20 276,556.80 0.99840000 443.20
5-B5 443.20 276,556.80 0.99840000 443.20
5-B6 222.96 139,124.49 0.99839997 222.96
SES 0.00 0.00 0.00000000 0.00
Totals 18,163,482.62 756,499,260.83 0.97655304 18,163,482.62
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-A1 8,249,000.00 1000.00000000 3.46554976 15.13719845 0.00000000
1-A2 4,431,000.00 1000.00000000 0.00000000 0.00000000 0.00000000
1-A3 7,929,000.00 1000.00000000 0.00000000 0.00000000 0.00000000
1-A4 12,023,000.00 1000.00000000 0.00000000 0.00000000 0.00000000
1-A5 12,000,000.00 1000.00000000 3.46554917 15.13719917 0.00000000
1-A6 3,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000
1-A7 5,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000
1-A8 2,500,000.00 1000.00000000 3.46554800 15.13720000 0.00000000
1-A9 2,500,000.00 1000.00000000 3.46554800 15.13720000 0.00000000
1-A10 20,248,250.00 1000.00000000 3.46554937 15.13719902 0.00000000
1-A11 6,821,603.00 1000.00000000 3.46554908 15.13719869 0.00000000
1-A12 2,382,147.00 1000.00000000 3.46555019 15.13719766 0.00000000
1-A13 25,000,000.00 1000.00000000 0.58025440 2.53449800 0.00000000
1-A14 36,371,000.00 1000.00000000 1.40854225 6.15238239 0.00000000
1-A15 51,918,000.00 1000.00000000 0.00000000 0.00000000 0.00000000
1-A16 0.00 0.00000000 0.00000000 0.00000000 0.00000000
1-A17 21,231,000.00 1000.00000000 0.00000000 0.00000000 0.00000000
1-A18 22,864,000.00 1000.00000000 0.00000000 0.00000000 0.00000000
1-A19 8,594,000.00 1000.00000000 0.00000000 0.00000000 0.00000000
1-A20 1,500,000.00 1000.00000000 0.00000000 0.00000000 0.00000000
1-AR 50.00 1000.00000000 186.20000000 813.80000000 0.00000000
1-AMR 25.00 1000.00000000 186.40000000 813.60000000 0.00000000
1-ALR 25.00 1000.00000000 186.40000000 813.60000000 0.00000000
2-A1 105,017,000.00 1000.00000000 1.01447556 4.53219460 0.00000000
2-A2 3,026,000.00 1000.00000000 1.01447455 4.53219432 0.00000000
3-A1 84,959,000.00 1000.00000000 3.66981662 6.36905037 0.00000000
4-A1 35,688,000.00 1000.00000000 3.66762861 0.64042872 0.00000000
4-A2 1,029,000.00 1000.00000000 3.66762877 0.64042760 0.00000000
5-A1 270,877,000.00 1000.00000000 1.60000258 54.22320127 0.00000000
5-AIO 0.00 0.00000000 0.00000000 0.00000000 0.00000000
PO 1,684,723.00 1000.00000000 1.99168053 18.75193726 0.00000000
30-IO 0.00 0.00000000 0.00000000 0.00000000 0.00000000
15-IO 0.00 0.00000000 0.00000000 0.00000000 0.00000000
1-B1 4,210,000.00 1000.00000000 1.00299287 0.00000000 0.00000000
1-B2 1,579,000.00 1000.00000000 1.00299557 0.00000000 0.00000000
1-B3 789,000.00 1000.00000000 1.00299113 0.00000000 0.00000000
1-B4 526,000.00 1000.00000000 1.00298479 0.00000000 0.00000000
1-B5 395,000.00 1000.00000000 1.00298734 0.00000000 0.00000000
1-B6 395,101.00 1000.00000000 1.00298405 0.00000000 0.00000000
X-B1 1,631,000.00 1000.00000000 1.68765175 0.00000000 0.00000000
X-B2 592,000.00 1000.00000000 1.68765203 0.00000000 0.00000000
X-B3 445,000.00 1000.00000000 1.68764045 0.00000000 0.00000000
X-B4 222,000.00 1000.00000000 1.68765766 0.00000000 0.00000000
X-B5 223,000.00 1000.00000000 1.68766816 0.00000000 0.00000000
X-B6 148,436.00 1000.00000000 1.68766337 0.00000000 0.00000000
3-B1 561,000.00 1000.00000000 3.66982175 0.00000000 0.00000000
3-B2 172,000.00 1000.00000000 3.66982558 0.00000000 0.00000000
3-B3 130,000.00 1000.00000000 3.66984615 0.00000000 0.00000000
3-B4 129,000.00 1000.00000000 3.66984496 0.00000000 0.00000000
3-B5 43,000.00 1000.00000000 3.66976744 0.00000000 0.00000000
3-B6 87,036.00 1000.00000000 3.66986075 0.00000000 0.00000000
5-B1 3,879,000.00 1000.00000000 1.60000258 0.00000000 0.00000000
5-B2 555,000.00 1000.00000000 1.60000000 0.00000000 0.00000000
5-B3 415,000.00 1000.00000000 1.60000000 0.00000000 0.00000000
5-B4 277,000.00 1000.00000000 1.60000000 0.00000000 0.00000000
5-B5 277,000.00 1000.00000000 1.60000000 0.00000000 0.00000000
5-B6 139,347.45 1000.00000000 1.60002928 0.00000000 0.00000000
SES 0.00 0.00000000 0.00000000 0.00000000 0.00000000
<FN>
(2) All Classes 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-A1 0.00000000 18.60274821 981.39725179 0.98139725 18.60274821
1-A2 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000
1-A3 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000
1-A4 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000
1-A5 0.00000000 18.60274833 981.39725167 0.98139725 18.60274833
1-A6 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000
1-A7 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000
1-A8 0.00000000 18.60274800 981.39725200 0.98139725 18.60274800
1-A9 0.00000000 18.60274800 981.39725200 0.98139725 18.60274800
1-A10 0.00000000 18.60274839 981.39725161 0.98139725 18.60274839
1-A11 0.00000000 18.60274777 981.39725223 0.98139725 18.60274777
1-A12 0.00000000 18.60274786 981.39725214 0.98139725 18.60274786
1-A13 0.00000000 3.11475240 996.88524760 0.99688525 3.11475240
1-A14 0.00000000 7.56092464 992.43907536 0.99243908 7.56092464
1-A15 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000
1-A16 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
1-A17 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000
1-A18 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000
1-A19 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000
1-A20 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000
1-AR 0.00000000 1,000.00000000 0.00000000 0.00000000 1,000.00000000
1-AMR 0.00000000 1,000.00000000 0.00000000 0.00000000 1,000.00000000
1-ALR 0.00000000 1,000.00000000 0.00000000 0.00000000 1,000.00000000
2-A1 0.00000000 5.54667016 994.45332984 0.99445333 5.54667016
2-A2 0.00000000 5.54666887 994.45333113 0.99445333 5.54666887
3-A1 0.00000000 10.03886698 989.96113302 0.98996113 10.03886698
4-A1 0.00000000 4.30805705 995.69194295 0.99569194 4.30805705
4-A2 0.00000000 4.30805637 995.69194363 0.99569194 4.30805637
5-A1 0.00000000 55.82320385 944.17679615 0.94417680 55.82320385
5-AIO 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
PO 0.00000000 20.74361779 979.25638221 0.97925638 20.74361779
30-IO 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
15-IO 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
1-B1 0.00000000 1.00299287 998.99700713 0.99899701 1.00299287
1-B2 0.00000000 1.00299557 998.99700443 0.99899700 1.00299557
1-B3 0.00000000 1.00299113 998.99700887 0.99899701 1.00299113
1-B4 0.00000000 1.00298479 998.99701521 0.99899702 1.00298479
1-B5 0.00000000 1.00298734 998.99701266 0.99899701 1.00298734
1-B6 0.00000000 1.00298405 998.99701595 0.99899702 1.00298405
X-B1 0.00000000 1.68765175 998.31234825 0.99831235 1.68765175
X-B2 0.00000000 1.68765203 998.31234797 0.99831235 1.68765203
X-B3 0.00000000 1.68764045 998.31235955 0.99831236 1.68764045
X-B4 0.00000000 1.68765766 998.31234234 0.99831234 1.68765766
X-B5 0.00000000 1.68766816 998.31233184 0.99831233 1.68766816
X-B6 0.00000000 1.68766337 998.31233663 0.99831234 1.68766337
3-B1 0.00000000 3.66982175 996.33017825 0.99633018 3.66982175
3-B2 0.00000000 3.66982558 996.33017442 0.99633017 3.66982558
3-B3 0.00000000 3.66984615 996.33015385 0.99633015 3.66984615
3-B4 0.00000000 3.66984496 996.33015504 0.99633016 3.66984496
3-B5 0.00000000 3.66976744 996.33023256 0.99633023 3.66976744
3-B6 0.00000000 3.66986075 996.33013925 0.99633014 3.66986075
5-B1 0.00000000 1.60000258 998.39999742 0.99840000 1.60000258
5-B2 0.00000000 1.60000000 998.40000000 0.99840000 1.60000000
5-B3 0.00000000 1.60000000 998.40000000 0.99840000 1.60000000
5-B4 0.00000000 1.60000000 998.40000000 0.99840000 1.60000000
5-B5 0.00000000 1.60000000 998.40000000 0.99840000 1.60000000
5-B6 0.00000000 1.60002928 998.39997072 0.99839997 1.60002928
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-A1 8,249,000.00 5.50000% 8,249,000.00 37,807.92 0.00 0.00
1-A2 4,431,000.00 5.50000% 4,431,000.00 20,308.75 0.00 0.00
1-A3 7,929,000.00 5.50000% 7,929,000.00 36,341.25 0.00 0.00
1-A4 12,023,000.00 5.50000% 12,023,000.00 55,105.42 0.00 0.00
1-A5 12,000,000.00 5.50000% 12,000,000.00 55,000.00 0.00 0.00
1-A6 3,000,000.00 5.50000% 3,000,000.00 13,750.00 0.00 0.00
1-A7 5,000,000.00 5.50000% 5,000,000.00 22,916.67 0.00 0.00
1-A8 2,500,000.00 2.70000% 2,500,000.00 5,625.00 0.00 0.00
1-A9 2,500,000.00 8.30000% 2,500,000.00 17,291.67 0.00 0.00
1-A10 20,248,250.00 3.25000% 20,248,250.00 54,839.01 0.00 0.00
1-A11 6,821,603.00 11.13095% 6,821,603.00 63,275.78 0.00 0.00
1-A12 2,382,147.00 8.50000% 2,382,147.00 16,873.54 0.00 0.00
1-A13 25,000,000.00 4.00000% 25,000,000.00 83,333.33 0.00 0.00
1-A14 36,371,000.00 4.00000% 36,371,000.00 121,236.67 0.00 0.00
1-A15 51,918,000.00 4.62500% 51,918,000.00 200,100.63 0.00 0.00
1-A16 0.00 5.50000% 25,962,272.00 118,993.75 0.00 0.00
1-A17 21,231,000.00 5.25000% 21,231,000.00 92,885.63 0.00 0.00
1-A18 22,864,000.00 5.50000% 22,864,000.00 104,793.33 0.00 0.00
1-A19 8,594,000.00 5.50000% 8,594,000.00 39,389.17 0.00 0.00
1-A20 1,500,000.00 5.50000% 1,500,000.00 6,875.00 0.00 0.00
1-AR 50.00 5.50000% 50.00 0.23 0.00 0.00
1-AMR 25.00 5.50000% 25.00 0.11 0.00 0.00
1-ALR 25.00 5.50000% 25.00 0.11 0.00 0.00
2-A1 105,017,000.00 5.50000% 105,017,000.00 481,327.92 0.00 0.00
2-A2 3,026,000.00 5.50000% 3,026,000.00 13,869.17 0.00 0.00
3-A1 84,959,000.00 5.00000% 84,959,000.00 353,995.83 0.00 0.00
4-A1 35,688,000.00 5.00000% 35,688,000.00 148,700.00 0.00 0.00
4-A2 1,029,000.00 5.00000% 1,029,000.00 4,287.50 0.00 0.00
5-A1 270,877,000.00 6.50000% 270,877,000.00 1,467,250.42 0.00 0.00
5-AIO 0.00 0.50159% 243,611,355.00 101,828.24 0.00 0.00
PO 1,684,723.00 0.00000% 1,684,723.00 0.00 0.00 0.00
30-IO 0.00 0.30488% 289,759,094.86 73,617.68 0.00 0.00
15-IO 0.00 0.26475% 66,594,882.75 14,692.72 0.00 0.00
1-B1 4,210,000.00 5.50000% 4,210,000.00 19,295.83 0.00 0.00
1-B2 1,579,000.00 5.50000% 1,579,000.00 7,237.08 0.00 0.00
1-B3 789,000.00 5.50000% 789,000.00 3,616.25 0.00 0.00
1-B4 526,000.00 5.50000% 526,000.00 2,410.83 0.00 0.00
1-B5 395,000.00 5.50000% 395,000.00 1,810.42 0.00 0.00
1-B6 395,101.00 5.50000% 395,101.00 1,810.88 0.00 0.00
X-B1 1,631,000.00 5.37314% 1,631,000.00 7,302.99 0.00 0.00
X-B2 592,000.00 5.37314% 592,000.00 2,650.75 0.00 0.00
X-B3 445,000.00 5.37314% 445,000.00 1,992.54 0.00 0.00
X-B4 222,000.00 5.37314% 222,000.00 994.03 0.00 0.00
X-B5 223,000.00 5.37314% 223,000.00 998.51 0.00 0.00
X-B6 148,436.00 5.37314% 148,436.00 664.64 0.00 0.00
3-B1 561,000.00 5.00000% 561,000.00 2,337.50 0.00 0.00
3-B2 172,000.00 5.00000% 172,000.00 716.67 0.00 0.00
3-B3 130,000.00 5.00000% 130,000.00 541.67 0.00 0.00
3-B4 129,000.00 5.00000% 129,000.00 537.50 0.00 0.00
3-B5 43,000.00 5.00000% 43,000.00 179.17 0.00 0.00
3-B6 87,036.00 5.00000% 87,036.00 362.65 0.00 0.00
5-B1 3,879,000.00 6.50000% 3,879,000.00 21,011.25 0.00 0.00
5-B2 555,000.00 6.50000% 555,000.00 3,006.25 0.00 0.00
5-B3 415,000.00 6.50000% 415,000.00 2,247.92 0.00 0.00
5-B4 277,000.00 6.50000% 277,000.00 1,500.42 0.00 0.00
5-B5 277,000.00 6.50000% 277,000.00 1,500.42 0.00 0.00
5-B6 139,347.45 6.50000% 139,347.45 754.80 0.00 0.00
SES 0.00 0.00000% 774,662,744.90 0.00 0.00 0.00
Totals 774,662,743.45 3,911,793.42 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-A1 0.00 0.00 37,807.92 0.00 8,095,545.93
1-A2 0.00 0.00 20,308.75 0.00 4,431,000.00
1-A3 0.00 0.00 36,341.25 0.00 7,929,000.00
1-A4 0.00 0.00 55,105.42 0.00 12,023,000.00
1-A5 0.00 0.00 55,000.00 0.00 11,776,767.02
1-A6 0.00 0.00 13,750.00 0.00 3,000,000.00
1-A7 0.00 0.00 22,916.67 0.00 5,000,000.00
1-A8 0.00 0.00 5,625.00 0.00 2,453,493.13
1-A9 0.00 0.00 17,291.67 0.00 2,453,493.13
1-A10 0.00 0.00 54,839.02 0.00 19,871,576.90
1-A11 0.00 0.00 63,275.78 0.00 6,694,702.44
1-A12 0.00 0.00 16,873.54 0.00 2,337,832.52
1-A13 0.00 0.00 83,333.33 0.00 24,922,131.19
1-A14 0.00 0.00 121,236.67 0.00 36,096,001.61
1-A15 0.00 0.00 200,100.63 0.00 51,918,000.00
1-A16 0.00 0.00 118,993.75 0.00 25,866,036.22
1-A17 0.00 0.00 92,885.63 0.00 21,231,000.00
1-A18 0.00 0.00 104,793.33 0.00 22,864,000.00
1-A19 0.00 0.00 39,389.17 0.00 8,594,000.00
1-A20 0.00 0.00 6,875.00 0.00 1,500,000.00
1-AR 0.00 0.00 0.23 0.00 0.00
1-AMR 0.00 0.00 0.11 0.00 0.00
1-ALR 0.00 0.00 0.11 0.00 0.00
2-A1 0.00 0.00 481,327.92 0.00 104,434,505.34
2-A2 0.00 0.00 13,869.17 0.00 3,009,215.78
3-A1 0.00 0.00 353,995.83 0.00 84,106,107.90
4-A1 0.00 0.00 148,700.00 0.00 35,534,254.06
4-A2 0.00 0.00 4,287.50 0.00 1,024,567.01
5-A1 0.00 0.00 1,467,250.42 0.00 255,755,778.01
5-AIO 0.00 0.00 101,828.24 0.00 230,040,113.84
PO 0.00 0.00 0.00 0.00 1,649,775.75
30-IO (0.01) 0.00 73,617.69 0.00 287,874,964.27
15-IO 0.00 0.00 14,692.72 0.00 65,925,386.66
1-B1 0.00 0.00 19,295.84 0.00 4,205,777.40
1-B2 0.00 0.00 7,237.08 0.00 1,577,416.27
1-B3 0.00 0.00 3,616.25 0.00 788,208.64
1-B4 0.00 0.00 2,410.83 0.00 525,472.43
1-B5 0.00 0.00 1,810.42 0.00 394,603.82
1-B6 0.00 0.00 1,810.88 0.00 394,704.72
X-B1 0.00 0.00 7,302.99 0.00 1,628,247.44
X-B2 0.00 0.00 2,650.75 0.00 591,000.91
X-B3 0.00 0.00 1,992.54 0.00 444,249.00
X-B4 0.00 0.00 994.03 0.00 221,625.34
X-B5 0.00 0.00 998.51 0.00 222,623.65
X-B6 0.00 0.00 664.64 0.00 148,185.49
3-B1 0.00 0.00 2,337.50 0.00 558,941.23
3-B2 0.00 0.00 716.67 0.00 171,368.79
3-B3 0.00 0.00 541.67 0.00 129,522.92
3-B4 0.00 0.00 537.50 0.00 128,526.59
3-B5 0.00 0.00 179.17 0.00 42,842.20
3-B6 0.00 0.00 362.65 0.00 86,716.59
5-B1 0.00 0.00 21,011.25 0.00 3,872,793.59
5-B2 0.00 0.00 3,006.25 0.00 554,112.00
5-B3 0.00 0.00 2,247.92 0.00 414,336.00
5-B4 0.00 0.00 1,500.42 0.00 276,556.80
5-B5 0.00 0.00 1,500.42 0.00 276,556.80
5-B6 0.00 0.00 754.80 0.00 139,124.49
SES 0.00 0.00 134,122.21 0.00 756,499,262.28
Totals (0.01) 0.00 4,045,915.66 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-A1 8,249,000.00 5.50000% 1000.00000000 4.58333374 0.00000000 0.00000000
1-A2 4,431,000.00 5.50000% 1000.00000000 4.58333333 0.00000000 0.00000000
1-A3 7,929,000.00 5.50000% 1000.00000000 4.58333333 0.00000000 0.00000000
1-A4 12,023,000.00 5.50000% 1000.00000000 4.58333361 0.00000000 0.00000000
1-A5 12,000,000.00 5.50000% 1000.00000000 4.58333333 0.00000000 0.00000000
1-A6 3,000,000.00 5.50000% 1000.00000000 4.58333333 0.00000000 0.00000000
1-A7 5,000,000.00 5.50000% 1000.00000000 4.58333400 0.00000000 0.00000000
1-A8 2,500,000.00 2.70000% 1000.00000000 2.25000000 0.00000000 0.00000000
1-A9 2,500,000.00 8.30000% 1000.00000000 6.91666800 0.00000000 0.00000000
1-A10 20,248,250.00 3.25000% 1000.00000000 2.70833331 0.00000000 0.00000000
1-A11 6,821,603.00 11.13095% 1000.00000000 9.27579339 0.00000000 0.00000000
1-A12 2,382,147.00 8.50000% 1000.00000000 7.08333281 0.00000000 0.00000000
1-A13 25,000,000.00 4.00000% 1000.00000000 3.33333320 0.00000000 0.00000000
1-A14 36,371,000.00 4.00000% 1000.00000000 3.33333342 0.00000000 0.00000000
1-A15 51,918,000.00 4.62500% 1000.00000000 3.85416676 0.00000000 0.00000000
1-A16 0.00 5.50000% 1000.00000000 4.58333346 0.00000000 0.00000000
1-A17 21,231,000.00 5.25000% 1000.00000000 4.37500024 0.00000000 0.00000000
1-A18 22,864,000.00 5.50000% 1000.00000000 4.58333319 0.00000000 0.00000000
1-A19 8,594,000.00 5.50000% 1000.00000000 4.58333372 0.00000000 0.00000000
1-A20 1,500,000.00 5.50000% 1000.00000000 4.58333333 0.00000000 0.00000000
1-AR 50.00 5.50000% 1000.00000000 4.60000000 0.00000000 0.00000000
1-AMR 25.00 5.50000% 1000.00000000 4.40000000 0.00000000 0.00000000
1-ALR 25.00 5.50000% 1000.00000000 4.40000000 0.00000000 0.00000000
2-A1 105,017,000.00 5.50000% 1000.00000000 4.58333337 0.00000000 0.00000000
2-A2 3,026,000.00 5.50000% 1000.00000000 4.58333443 0.00000000 0.00000000
3-A1 84,959,000.00 5.00000% 1000.00000000 4.16666663 0.00000000 0.00000000
4-A1 35,688,000.00 5.00000% 1000.00000000 4.16666667 0.00000000 0.00000000
4-A2 1,029,000.00 5.00000% 1000.00000000 4.16666667 0.00000000 0.00000000
5-A1 270,877,000.00 6.50000% 1000.00000000 5.41666668 0.00000000 0.00000000
5-AIO 0.00 0.50159% 1000.00000000 0.41799464 0.00000000 0.00000000
PO 1,684,723.00 0.00000% 1000.00000000 0.00000000 0.00000000 0.00000000
30-IO 0.00 0.30488% 1000.00000000 0.25406512 0.00000000 0.00000000
15-IO 0.00 0.26475% 1000.00000000 0.22062836 0.00000000 0.00000000
1-B1 4,210,000.00 5.50000% 1000.00000000 4.58333254 0.00000000 0.00000000
1-B2 1,579,000.00 5.50000% 1000.00000000 4.58333122 0.00000000 0.00000000
1-B3 789,000.00 5.50000% 1000.00000000 4.58333333 0.00000000 0.00000000
1-B4 526,000.00 5.50000% 1000.00000000 4.58332700 0.00000000 0.00000000
1-B5 395,000.00 5.50000% 1000.00000000 4.58334177 0.00000000 0.00000000
1-B6 395,101.00 5.50000% 1000.00000000 4.58333439 0.00000000 0.00000000
X-B1 1,631,000.00 5.37314% 1000.00000000 4.47761496 0.00000000 0.00000000
X-B2 592,000.00 5.37314% 1000.00000000 4.47761824 0.00000000 0.00000000
X-B3 445,000.00 5.37314% 1000.00000000 4.47761798 0.00000000 0.00000000
X-B4 222,000.00 5.37314% 1000.00000000 4.47761261 0.00000000 0.00000000
X-B5 223,000.00 5.37314% 1000.00000000 4.47762332 0.00000000 0.00000000
X-B6 148,436.00 5.37314% 1000.00000000 4.47761998 0.00000000 0.00000000
3-B1 561,000.00 5.00000% 1000.00000000 4.16666667 0.00000000 0.00000000
3-B2 172,000.00 5.00000% 1000.00000000 4.16668605 0.00000000 0.00000000
3-B3 130,000.00 5.00000% 1000.00000000 4.16669231 0.00000000 0.00000000
3-B4 129,000.00 5.00000% 1000.00000000 4.16666667 0.00000000 0.00000000
3-B5 43,000.00 5.00000% 1000.00000000 4.16674419 0.00000000 0.00000000
3-B6 87,036.00 5.00000% 1000.00000000 4.16666667 0.00000000 0.00000000
5-B1 3,879,000.00 6.50000% 1000.00000000 5.41666667 0.00000000 0.00000000
5-B2 555,000.00 6.50000% 1000.00000000 5.41666667 0.00000000 0.00000000
5-B3 415,000.00 6.50000% 1000.00000000 5.41667470 0.00000000 0.00000000
5-B4 277,000.00 6.50000% 1000.00000000 5.41667870 0.00000000 0.00000000
5-B5 277,000.00 6.50000% 1000.00000000 5.41667870 0.00000000 0.00000000
5-B6 139,347.45 6.50000% 1000.00000000 5.41667609 0.00000000 0.00000000
SES 0.00 0.00000% 1000.00000000 0.00000000 0.00000000 0.00000000
<FN>
(5) All Classes 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-A1 0.00000000 0.00000000 4.58333374 0.00000000 981.39725179
1-A2 0.00000000 0.00000000 4.58333333 0.00000000 1000.00000000
1-A3 0.00000000 0.00000000 4.58333333 0.00000000 1000.00000000
1-A4 0.00000000 0.00000000 4.58333361 0.00000000 1000.00000000
1-A5 0.00000000 0.00000000 4.58333333 0.00000000 981.39725167
1-A6 0.00000000 0.00000000 4.58333333 0.00000000 1000.00000000
1-A7 0.00000000 0.00000000 4.58333400 0.00000000 1000.00000000
1-A8 0.00000000 0.00000000 2.25000000 0.00000000 981.39725200
1-A9 0.00000000 0.00000000 6.91666800 0.00000000 981.39725200
1-A10 0.00000000 0.00000000 2.70833381 0.00000000 981.39725161
1-A11 0.00000000 0.00000000 9.27579339 0.00000000 981.39725223
1-A12 0.00000000 0.00000000 7.08333281 0.00000000 981.39725214
1-A13 0.00000000 0.00000000 3.33333320 0.00000000 996.88524760
1-A14 0.00000000 0.00000000 3.33333342 0.00000000 992.43907536
1-A15 0.00000000 0.00000000 3.85416676 0.00000000 1000.00000000
1-A16 0.00000000 0.00000000 4.58333346 0.00000000 996.29324506
1-A17 0.00000000 0.00000000 4.37500024 0.00000000 1000.00000000
1-A18 0.00000000 0.00000000 4.58333319 0.00000000 1000.00000000
1-A19 0.00000000 0.00000000 4.58333372 0.00000000 1000.00000000
1-A20 0.00000000 0.00000000 4.58333333 0.00000000 1000.00000000
1-AR 0.00000000 0.00000000 4.60000000 0.00000000 0.00000000
1-AMR 0.00000000 0.00000000 4.40000000 0.00000000 0.00000000
1-ALR 0.00000000 0.00000000 4.40000000 0.00000000 0.00000000
2-A1 0.00000000 0.00000000 4.58333337 0.00000000 994.45332984
2-A2 0.00000000 0.00000000 4.58333443 0.00000000 994.45333113
3-A1 0.00000000 0.00000000 4.16666663 0.00000000 989.96113302
4-A1 0.00000000 0.00000000 4.16666667 0.00000000 995.69194295
4-A2 0.00000000 0.00000000 4.16666667 0.00000000 995.69194363
5-A1 0.00000000 0.00000000 5.41666668 0.00000000 944.17679615
5-AIO 0.00000000 0.00000000 0.41799464 0.00000000 944.29142615
PO 0.00000000 0.00000000 0.00000000 0.00000000 979.25638221
30-IO (0.00000003) 0.00000000 0.25406516 0.00000000 993.49759637
15-IO 0.00000000 0.00000000 0.22062836 0.00000000 989.94673371
1-B1 0.00000000 0.00000000 4.58333492 0.00000000 998.99700713
1-B2 0.00000000 0.00000000 4.58333122 0.00000000 998.99700443
1-B3 0.00000000 0.00000000 4.58333333 0.00000000 998.99700887
1-B4 0.00000000 0.00000000 4.58332700 0.00000000 998.99701521
1-B5 0.00000000 0.00000000 4.58334177 0.00000000 998.99701266
1-B6 0.00000000 0.00000000 4.58333439 0.00000000 998.99701595
X-B1 0.00000000 0.00000000 4.47761496 0.00000000 998.31234825
X-B2 0.00000000 0.00000000 4.47761824 0.00000000 998.31234797
X-B3 0.00000000 0.00000000 4.47761798 0.00000000 998.31235955
X-B4 0.00000000 0.00000000 4.47761261 0.00000000 998.31234234
X-B5 0.00000000 0.00000000 4.47762332 0.00000000 998.31233184
X-B6 0.00000000 0.00000000 4.47761998 0.00000000 998.31233663
3-B1 0.00000000 0.00000000 4.16666667 0.00000000 996.33017825
3-B2 0.00000000 0.00000000 4.16668605 0.00000000 996.33017442
3-B3 0.00000000 0.00000000 4.16669231 0.00000000 996.33015385
3-B4 0.00000000 0.00000000 4.16666667 0.00000000 996.33015504
3-B5 0.00000000 0.00000000 4.16674419 0.00000000 996.33023256
3-B6 0.00000000 0.00000000 4.16666667 0.00000000 996.33013925
5-B1 0.00000000 0.00000000 5.41666667 0.00000000 998.39999742
5-B2 0.00000000 0.00000000 5.41666667 0.00000000 998.40000000
5-B3 0.00000000 0.00000000 5.41667470 0.00000000 998.40000000
5-B4 0.00000000 0.00000000 5.41667870 0.00000000 998.40000000
5-B5 0.00000000 0.00000000 5.41667870 0.00000000 998.40000000
5-B6 0.00000000 0.00000000 5.41667609 0.00000000 998.39997072
SES 0.00000000 0.00000000 0.17313626 0.00000000 976.55304487
<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>
APO1 0.00000% 0.00 0.00 652,414.00 651,688.42 99.88878534%
APO2 0.00000% 0.00 0.00 164,099.00 163,910.77 99.88529485%
APO3 0.00000% 0.00 0.00 174,856.00 174,113.29 99.57524477%
APO4 0.00000% 0.00 0.00 35,526.00 35,324.28 99.43219051%
APO5 0.00000% 0.00 0.00 657,828.00 624,739.00 94.96996175%
30-IO-1 0.31452% 203,242,715.15 201,931,450.55 0.00 0.00 99.35482824%
30-IO-2 0.28222% 86,516,379.71 85,943,513.72 0.00 0.00 99.33785256%
15-IO-1 0.27050% 46,488,739.21 45,903,754.09 0.00 0.00 98.74166276%
15-IO-2 0.25146% 20,106,143.54 20,021,632.57 0.00 0.00 99.57967588%
SES1 0.00000% 263,108,615.14 261,729,415.70 0.00 0.00 99.47580605%
SES2 0.00000% 110,641,022.04 110,039,085.77 0.00 0.00 99.45595561%
SES3 0.00000% 86,255,892.77 85,398,140.29 0.00 0.00 99.00557231%
SES4 0.00000% 37,580,039.50 37,418,623.83 0.00 0.00 99.57047499%
SES5 0.00000% 277,077,175.45 261,913,996.69 0.00 0.00 94.52745296%
CERTIFICATEHOLDER ACCOUNT STATEMENT
CERTIFICATE ACCOUNT
<s> <c>
Beginning Balance 0.00
Deposits
Payments of Interest and Principal 22,243,935.62
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 22,243,935.62
Withdrawals
Reimbursement for Servicer Advances 0.00
Payment of Service Fee 34,537.34
Payment of Interest and Principal 22,209,398.28
Total Withdrawals (Pool Distribution Amount) 22,243,935.62
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 32,277.86
Trustee Fee - Wells Fargo Bank, N.A. 2,259.48
Supported Prepayment/Curtailment Interest Shortfall 0.00
Net Servicing Fee 34,537.34
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
<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
<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
<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
<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 6.313108%
Weighted Average Net Coupon 6.063108%
Weighted Average Pass-Through Rate 6.059608%
Weighted Average Maturity(Stepdown Calculation ) 306
Beginning Scheduled Collateral Loan Count 1,647
Number Of Loans Paid In Full 39
Ending Scheduled Collateral Loan Count 1,608
Beginning Scheduled Collateral Balance 774,662,743.45
Ending Scheduled Collateral Balance 756,499,262.28
Ending Actual Collateral Balance at 31-Jan-2004 757,458,285.51
Monthly P &I Constant 5,349,987.22
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 756,499,262.28
Scheduled Principal 1,274,546.01
Unscheduled Principal 16,888,936.61
Group Level Collateral Statement
Group Group 1 Group 2 Group 3
Collateral Description Mixed Fixed Mixed Fixed Mixed Fixed
Weighted Average Coupon Rate 5.982822 5.966025 5.389156
Weighted Average Net Rate 5.731868 5.716025 5.139156
Weighted Average Maturity 358 358 178
Beginning Loan Count 519 218 167
Loans Paid In Full 2 1 1
Ending Loan Count 517 217 166
Beginning Scheduled Balance 263,108,615.14 110,641,022.04 86,255,892.77
Ending scheduled Balance 261,729,415.70 110,039,085.77 85,398,140.29
Record Date 01/31/2004 01/31/2004 01/31/2004
Principal And Interest Constant 1,575,729.72 662,327.41 703,928.05
Scheduled Principal 263,953.00 112,254.82 316,556.02
Unscheduled Principal 1,115,246.44 489,681.45 541,196.46
Scheduled Interest 1,311,776.72 550,072.59 387,372.03
Servicing Fees 54,814.30 23,050.21 17,969.98
Master Servicing Fees 0.00 0.00 0.00
Trustee Fee 767.41 322.70 251.60
FRY Amount 0.00 0.00 0.00
Special Hazard Fee 0.00 0.00 0.00
Other Fee 0.00 0.00 0.00
Pool Insurance Fee 0.00 0.00 0.00
Spread Fee 1 0.00 0.00 0.00
Spread Fee 2 0.00 0.00 0.00
Spread Fee 3 0.00 0.00 0.00
Net Interest 1,256,195.01 526,699.68 369,150.45
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 5.729322 5.712525 5.135656
Group Level Collateral Statement
Group Group 4 Group 5 Total
Collateral Description Mixed Fixed Mixed Fixed Fixed
Weighted Average Coupon Rate 5.383314 7.179078 6.313108
Weighted Average Net Rate 5.133314 6.929078 6.063108
Weighted Average Maturity 178 294 306
Beginning Loan Count 72 671 1,647
Loans Paid In Full 0 35 39
Ending Loan Count 72 636 1,608
Beginning Scheduled Balance 37,580,039.50 277,077,175.45 774,662,744.90
Ending scheduled Balance 37,418,623.83 261,913,996.69 756,499,262.28
Record Date 01/31/2004 01/31/2004 01/31/2004
Principal And Interest Constant 306,418.66 2,101,583.38 5,349,987.22
Scheduled Principal 137,831.04 443,951.13 1,274,546.01
Unscheduled Principal 23,584.63 14,719,227.63 16,888,936.61
Scheduled Interest 168,587.62 1,657,632.25 4,075,441.21
Servicing Fees 7,829.17 57,724.40 161,388.06
Master Servicing Fees 0.00 0.00 0.00
Trustee Fee 109.62 808.15 2,259.48
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 160,648.83 1,599,099.70 3,911,793.67
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 5.129814 6.925578 6.059608
Miscellaneous Reporting
Group Group 1
Group 1 CPR 4.974429%
Group 1 Senior % 96.992222%
Group 1 Senior Prepayment % 100.00%
Group 1 Subordinate % 3.007778%
Group 1 Subordinate Prepayment % 0.00%
Group Group 2
Group 2 CPR 5.188773%
Group 2 Senior % 97.796895%
Group 2 Senior Prepayment % 100.00%
Group 2 Subordinate % 2.203105%
Group 2 Subordinate Prepayment % 0.00%
Group Group 3
Group 3 CPR 7.300586%
Group 3 Senior % 98.696534%
Group 3 Senior Prepayment % 100.00%
Group 3 Subordinate % 1.303466%
Group 3 Subordinate Prepayment % 0.00%
Miscellaneous Reporting
Group Group 4
Group 4 CPR 0.753260%
Group 4 Senior % 97.795914%
Group 4 Senior Prepayment % 100.00%
Group 4 Subordinate % 2.204086%
Group 4 Subordinate Prepayment % 0.00%
Group Group 5
Group 5 CPR 48.113733%
Group 5 Senior % 97.994950%
Group 5 Senior Prepayment % 100.00%
Group 5 Subordinate % 2.005050%
Group 5 Subordinate Prepayment % 0.00%
Group