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): March 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 March 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
March 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: 4/2/2004
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 March 25, 2004 distribution.
EX-99.1
Banc of America Mortgage Securities, Inc.
Mortgage Pass-Through Certificates
Record Date: 2/29/2004
Distribution Date: 3/25/2004
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% 8,095,545.93 37,104.58 215,291.01
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 55,105.41 0.00
1-A5 05948XV40 SEN 5.50000% 11,776,767.02 53,976.84 313,188.53
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 22,916.66 0.00
1-A8 05948XV73 SEN 2.69000% 2,453,493.13 5,499.91 65,247.61
1-A9 05948XV81 SEN 8.31000% 2,453,493.13 16,990.44 65,247.61
1-A10 05948XV99 SEN 3.25000% 19,871,576.90 53,818.85 528,459.96
1-A11 05948XW23 SEN 11.13095% 6,694,702.44 62,098.67 178,037.32
1-A12 05948XW31 SEN 8.50000% 2,337,832.52 16,559.65 62,171.76
1-A13 05948XW49 SEN 4.00000% 24,922,131.19 83,073.76 90,221.21
1-A14 05948XW56 SEN 4.00000% 36,096,001.61 120,320.00 318,621.60
1-A15 05948XW64 SEN 4.62500% 51,918,000.00 200,100.61 0.00
1-A16 05948XW72 SEN 5.50000% 0.00 118,552.66 0.00
1-A17 05948XW80 SEN 5.25000% 21,231,000.00 92,885.62 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 39,389.16 0.00
1-A20 05948XX30 SEN 5.50000% 1,500,000.00 6,875.00 0.00
1-AR 05948XX48 SEN 5.50000% 0.00 0.00 0.00
1-AMR 05948XX63 SEN 5.50000% 0.00 0.00 0.00
1-ALR 05948XX55 SEN 5.50000% 0.00 0.00 0.00
2-A1 05948XX71 SEN 5.50000% 104,434,505.34 478,658.21 3,219,097.66
2-A2 05948XX89 SEN 5.50000% 3,009,215.78 13,792.24 92,756.31
3-A1 05948XX97 SEN 5.00000% 84,106,107.90 350,442.16 792,368.01
4-A1 05948XY21 SEN 5.00000% 35,534,254.06 148,059.41 526,617.99
4-A2 05948XY39 SEN 5.00000% 1,024,567.01 4,269.03 15,184.09
5-A1 05948XY47 SEN 6.50000% 255,755,778.01 1,385,343.90 20,369,769.33
5-AIO 05948XY54 SEN 0.49936% 0.00 95,726.79 0.00
PO 05948XY62 SEN 0.00000% 1,649,775.75 0.00 22,464.77
30-IO 05948XY88 SEN 0.30385% 0.00 72,892.93 0.00
15-IO 05948XY70 SEN 0.26185% 0.00 14,385.47 0.00
1-B1 05948XY96 SUB 5.50000% 4,205,777.40 19,276.48 4,265.36
1-B2 05948XZ20 SUB 5.50000% 1,577,416.27 7,229.82 1,599.76
1-B3 05948XZ38 SUB 5.50000% 788,208.64 3,612.62 799.38
1-B4 05948X2E0 SUB 5.50000% 525,472.43 2,408.42 532.92
1-B5 05948X2F7 SUB 5.50000% 394,603.82 1,808.60 400.19
1-B6 05948X2G5 SUB 5.50000% 394,704.72 1,809.06 400.30
X-B1 05948XZ46 SUB 5.37339% 1,628,247.44 7,291.01 2,766.60
X-B2 05948XZ53 SUB 5.37339% 591,000.91 2,646.40 1,004.19
X-B3 05948XZ61 SUB 5.37339% 444,249.00 1,989.27 754.84
X-B4 05948X2H3 SUB 5.37339% 221,625.34 992.40 376.57
X-B5 05948X2J9 SUB 5.37339% 222,623.65 996.87 378.27
X-B6 05948X2K6 SUB 5.37339% 148,185.49 663.55 251.79
3-B1 05948XZ79 SUB 5.00000% 558,941.23 2,328.92 2,076.47
3-B2 05948XZ87 SUB 5.00000% 171,368.79 714.04 636.64
3-B3 05948XZ95 SUB 5.00000% 129,522.92 539.68 481.18
3-B4 05948X2L4 SUB 5.00000% 128,526.59 535.53 477.48
3-B5 05948X2M2 SUB 5.00000% 42,842.20 178.51 159.16
3-B6 05948X2N0 SUB 5.00000% 86,716.59 361.32 322.15
5-B1 05948X2A8 SUB 6.50000% 3,872,793.59 20,977.63 6,351.79
5-B2 05948X2B6 SUB 6.50000% 554,112.00 3,001.44 908.80
5-B3 05948X2C4 SUB 6.50000% 414,336.00 2,244.32 679.55
5-B4 05948X2P5 SUB 6.50000% 276,556.80 1,498.02 453.58
5-B5 05948X2Q3 SUB 6.50000% 276,556.80 1,498.02 453.58
5-B6 05948X2R1 SUB 6.50000% 139,124.49 753.59 228.18
SES 05948X2D2 SEN 0.00000% 0.00 135,299.09 0.00
Totals 756,499,260.83 3,944,685.90 26,901,503.50
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 7,880,254.92 252,395.59 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 55,105.41 0.00
1-A5 0.00 11,463,578.50 367,165.37 0.00
1-A6 0.00 3,000,000.00 13,750.00 0.00
1-A7 0.00 5,000,000.00 22,916.66 0.00
1-A8 0.00 2,388,245.52 70,747.52 0.00
1-A9 0.00 2,388,245.52 82,238.05 0.00
1-A10 0.00 19,343,116.94 582,278.81 0.00
1-A11 0.00 6,516,665.12 240,135.99 0.00
1-A12 0.00 2,275,660.76 78,731.41 0.00
1-A13 0.00 24,831,909.98 173,294.97 0.00
1-A14 0.00 35,777,380.01 438,941.60 0.00
1-A15 0.00 51,918,000.00 200,100.61 0.00
1-A16 0.00 0.00 118,552.66 0.00
1-A17 0.00 21,231,000.00 92,885.62 0.00
1-A18 0.00 22,864,000.00 104,793.33 0.00
1-A19 0.00 8,594,000.00 39,389.16 0.00
1-A20 0.00 1,500,000.00 6,875.00 0.00
1-AR 0.00 0.00 0.00 0.00
1-AMR 0.00 0.00 0.00 0.00
1-ALR 0.00 0.00 0.00 0.00
2-A1 0.00 101,215,407.68 3,697,755.87 0.00
2-A2 0.00 2,916,459.47 106,548.55 0.00
3-A1 0.00 83,313,739.89 1,142,810.17 0.00
4-A1 0.00 35,007,636.07 674,677.40 0.00
4-A2 0.00 1,009,382.92 19,453.12 0.00
5-A1 0.00 235,386,008.69 21,755,113.23 0.00
5-AIO 0.00 0.00 95,726.79 0.00
PO 0.00 1,627,310.98 22,464.77 0.00
30-IO 0.00 0.00 72,892.93 0.00
15-IO 0.00 0.00 14,385.47 0.00
1-B1 0.00 4,201,512.04 23,541.84 0.00
1-B2 0.00 1,575,816.51 8,829.58 0.00
1-B3 0.00 787,409.26 4,412.00 0.00
1-B4 0.00 524,939.51 2,941.34 0.00
1-B5 0.00 394,203.62 2,208.79 0.00
1-B6 0.00 394,304.42 2,209.36 0.00
X-B1 0.00 1,625,480.84 10,057.61 0.00
X-B2 0.00 589,996.72 3,650.59 0.00
X-B3 0.00 443,494.16 2,744.11 0.00
X-B4 0.00 221,248.77 1,368.97 0.00
X-B5 0.00 222,245.39 1,375.14 0.00
X-B6 0.00 147,933.71 915.34 0.00
3-B1 0.00 556,864.76 4,405.39 0.00
3-B2 0.00 170,732.16 1,350.68 0.00
3-B3 0.00 129,041.75 1,020.86 0.00
3-B4 0.00 128,049.12 1,013.01 0.00
3-B5 0.00 42,683.04 337.67 0.00
3-B6 0.00 86,394.44 683.47 0.00
5-B1 0.00 3,866,441.80 27,329.42 0.00
5-B2 0.00 553,203.20 3,910.24 0.00
5-B3 0.00 413,656.44 2,923.87 0.00
5-B4 0.00 276,103.22 1,951.60 0.00
5-B5 0.00 276,103.22 1,951.60 0.00
5-B6 0.00 138,896.31 981.77 0.00
SES 0.00 0.00 135,299.09 0.00
Totals 0.00 729,597,757.38 30,846,189.40 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 8,095,545.93 30,102.12 185,188.89 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 11,776,767.02 43,790.21 269,398.31 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 2,453,493.13 9,122.96 56,124.65 0.00 0.00
1-A9 2,500,000.00 2,453,493.13 9,122.96 56,124.65 0.00 0.00
1-A10 20,248,250.00 19,871,576.90 73,889.60 454,570.37 0.00 0.00
1-A11 6,821,603.00 6,694,702.44 24,893.29 153,144.03 0.00 0.00
1-A12 2,382,147.00 2,337,832.52 8,692.89 53,478.87 0.00 0.00
1-A13 25,000,000.00 24,922,131.19 12,614.78 77,606.42 0.00 0.00
1-A14 36,371,000.00 36,096,001.61 44,549.87 274,071.74 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 0.00 0.00 0.00 0.00 0.00
1-AMR 25.00 0.00 0.00 0.00 0.00 0.00
1-ALR 25.00 0.00 0.00 0.00 0.00 0.00
2-A1 105,017,000.00 104,434,505.34 106,493.78 3,112,603.88 0.00 0.00
2-A2 3,026,000.00 3,009,215.78 3,068.55 89,687.76 0.00 0.00
3-A1 84,959,000.00 84,106,107.90 312,454.43 479,913.57 0.00 0.00
4-A1 35,688,000.00 35,534,254.06 131,574.80 395,043.19 0.00 0.00
4-A2 1,029,000.00 1,024,567.01 3,793.73 11,390.37 0.00 0.00
5-A1 270,877,000.00 255,755,778.01 419,466.54 19,950,302.79 0.00 0.00
5-AIO 0.00 0.00 0.00 0.00 0.00 0.00
PO 1,684,723.00 1,649,775.75 3,335.28 19,129.50 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 4,205,777.40 4,265.36 0.00 0.00 0.00
1-B2 1,579,000.00 1,577,416.27 1,599.76 0.00 0.00 0.00
1-B3 789,000.00 788,208.64 799.38 0.00 0.00 0.00
1-B4 526,000.00 525,472.43 532.92 0.00 0.00 0.00
1-B5 395,000.00 394,603.82 400.19 0.00 0.00 0.00
1-B6 395,101.00 394,704.72 400.30 0.00 0.00 0.00
X-B1 1,631,000.00 1,628,247.44 2,766.60 0.00 0.00 0.00
X-B2 592,000.00 591,000.91 1,004.19 0.00 0.00 0.00
X-B3 445,000.00 444,249.00 754.84 0.00 0.00 0.00
X-B4 222,000.00 221,625.34 376.57 0.00 0.00 0.00
X-B5 223,000.00 222,623.65 378.27 0.00 0.00 0.00
X-B6 148,436.00 148,185.49 251.79 0.00 0.00 0.00
3-B1 561,000.00 558,941.23 2,076.47 0.00 0.00 0.00
3-B2 172,000.00 171,368.79 636.64 0.00 0.00 0.00
3-B3 130,000.00 129,522.92 481.18 0.00 0.00 0.00
3-B4 129,000.00 128,526.59 477.48 0.00 0.00 0.00
3-B5 43,000.00 42,842.20 159.16 0.00 0.00 0.00
3-B6 87,036.00 86,716.59 322.15 0.00 0.00 0.00
5-B1 3,879,000.00 3,872,793.59 6,351.79 0.00 0.00 0.00
5-B2 555,000.00 554,112.00 908.80 0.00 0.00 0.00
5-B3 415,000.00 414,336.00 679.55 0.00 0.00 0.00
5-B4 277,000.00 276,556.80 453.58 0.00 0.00 0.00
5-B5 277,000.00 276,556.80 453.58 0.00 0.00 0.00
5-B6 139,347.45 139,124.49 228.18 0.00 0.00 0.00
SES 0.00 0.00 0.00 0.00 0.00 0.00
Totals 774,662,743.45 756,499,260.83 1,263,724.52 25,637,778.99 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 215,291.01 7,880,254.92 0.95529821 215,291.01
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 313,188.53 11,463,578.50 0.95529821 313,188.53
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 65,247.61 2,388,245.52 0.95529821 65,247.61
1-A9 65,247.61 2,388,245.52 0.95529821 65,247.61
1-A10 528,459.96 19,343,116.94 0.95529821 528,459.96
1-A11 178,037.32 6,516,665.12 0.95529821 178,037.32
1-A12 62,171.76 2,275,660.76 0.95529821 62,171.76
1-A13 90,221.21 24,831,909.98 0.99327640 90,221.21
1-A14 318,621.60 35,777,380.01 0.98367876 318,621.60
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 0.00 0.00 0.00000000 0.00
1-AMR 0.00 0.00 0.00000000 0.00
1-ALR 0.00 0.00 0.00000000 0.00
2-A1 3,219,097.66 101,215,407.68 0.96380022 3,219,097.66
2-A2 92,756.31 2,916,459.47 0.96380022 92,756.31
3-A1 792,368.01 83,313,739.89 0.98063466 792,368.01
4-A1 526,617.99 35,007,636.07 0.98093578 526,617.99
4-A2 15,184.09 1,009,382.92 0.98093578 15,184.09
5-A1 20,369,769.33 235,386,008.69 0.86897746 20,369,769.33
5-AIO 0.00 0.00 0.00000000 0.00
PO 22,464.77 1,627,310.98 0.96592198 22,464.77
30-IO 0.00 0.00 0.00000000 0.00
15-IO 0.00 0.00 0.00000000 0.00
1-B1 4,265.36 4,201,512.04 0.99798386 4,265.36
1-B2 1,599.76 1,575,816.51 0.99798386 1,599.76
1-B3 799.38 787,409.26 0.99798385 799.38
1-B4 532.92 524,939.51 0.99798386 532.92
1-B5 400.19 394,203.62 0.99798385 400.19
1-B6 400.30 394,304.42 0.99798386 400.30
X-B1 2,766.60 1,625,480.84 0.99661609 2,766.60
X-B2 1,004.19 589,996.72 0.99661608 1,004.19
X-B3 754.84 443,494.16 0.99661609 754.84
X-B4 376.57 221,248.77 0.99661608 376.57
X-B5 378.27 222,245.39 0.99661610 378.27
X-B6 251.79 147,933.71 0.99661612 251.79
3-B1 2,076.47 556,864.76 0.99262881 2,076.47
3-B2 636.64 170,732.16 0.99262884 636.64
3-B3 481.18 129,041.75 0.99262885 481.18
3-B4 477.48 128,049.12 0.99262884 477.48
3-B5 159.16 42,683.04 0.99262884 159.16
3-B6 322.15 86,394.44 0.99262880 322.15
5-B1 6,351.79 3,866,441.80 0.99676252 6,351.79
5-B2 908.80 553,203.20 0.99676252 908.80
5-B3 679.55 413,656.44 0.99676251 679.55
5-B4 453.58 276,103.22 0.99676253 453.58
5-B5 453.58 276,103.22 0.99676253 453.58
5-B6 228.18 138,896.31 0.99676248 228.18
SES 0.00 0.00 0.00000000 0.00
Totals 26,901,503.50 729,597,757.38 0.94182632 26,901,503.50
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 8,249,000.00 981.39725179 3.64918414 22.44985938 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 12,000,000.00 981.39725167 3.64918417 22.44985917 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 2,500,000.00 981.39725200 3.64918400 22.44986000 0.00000000
1-A9 2,500,000.00 981.39725200 3.64918400 22.44986000 0.00000000
1-A10 20,248,250.00 981.39725161 3.64918450 22.44985962 0.00000000
1-A11 6,821,603.00 981.39725223 3.64918480 22.44985966 0.00000000
1-A12 2,382,147.00 981.39725214 3.64918286 22.44986141 0.00000000
1-A13 25,000,000.00 996.88524760 0.50459120 3.10425680 0.00000000
1-A14 36,371,000.00 992.43907536 1.22487339 7.53544692 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 0.00000000 0.00000000 0.00000000 0.00000000
1-AMR 25.00 0.00000000 0.00000000 0.00000000 0.00000000
1-ALR 25.00 0.00000000 0.00000000 0.00000000 0.00000000
2-A1 105,017,000.00 994.45332984 1.01406229 29.63904777 0.00000000
2-A2 3,026,000.00 994.45333113 1.01406147 29.63904825 0.00000000
3-A1 84,959,000.00 989.96113302 3.67770842 5.64876670 0.00000000
4-A1 35,688,000.00 995.69194295 3.68680789 11.06935637 0.00000000
4-A2 1,029,000.00 995.69194363 3.68681244 11.06935860 0.00000000
5-A1 270,877,000.00 944.17679615 1.54854986 73.65078168 0.00000000
5-AIO 0.00 0.00000000 0.00000000 0.00000000 0.00000000
PO 1,684,723.00 979.25638221 1.97972011 11.35468561 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 4,210,000.00 998.99700713 1.01314964 0.00000000 0.00000000
1-B2 1,579,000.00 998.99700443 1.01314756 0.00000000 0.00000000
1-B3 789,000.00 998.99700887 1.01315589 0.00000000 0.00000000
1-B4 526,000.00 998.99701521 1.01315589 0.00000000 0.00000000
1-B5 395,000.00 998.99701266 1.01313924 0.00000000 0.00000000
1-B6 395,101.00 998.99701595 1.01315866 0.00000000 0.00000000
X-B1 1,631,000.00 998.31234825 1.69625996 0.00000000 0.00000000
X-B2 592,000.00 998.31234797 1.69626689 0.00000000 0.00000000
X-B3 445,000.00 998.31235955 1.69626966 0.00000000 0.00000000
X-B4 222,000.00 998.31234234 1.69626126 0.00000000 0.00000000
X-B5 223,000.00 998.31233184 1.69627803 0.00000000 0.00000000
X-B6 148,436.00 998.31233663 1.69628662 0.00000000 0.00000000
3-B1 561,000.00 996.33017825 3.70137255 0.00000000 0.00000000
3-B2 172,000.00 996.33017442 3.70139535 0.00000000 0.00000000
3-B3 130,000.00 996.33015385 3.70138462 0.00000000 0.00000000
3-B4 129,000.00 996.33015504 3.70139535 0.00000000 0.00000000
3-B5 43,000.00 996.33023256 3.70139535 0.00000000 0.00000000
3-B6 87,036.00 996.33013925 3.70134197 0.00000000 0.00000000
5-B1 3,879,000.00 998.39999742 1.63748131 0.00000000 0.00000000
5-B2 555,000.00 998.40000000 1.63747748 0.00000000 0.00000000
5-B3 415,000.00 998.40000000 1.63746988 0.00000000 0.00000000
5-B4 277,000.00 998.40000000 1.63747292 0.00000000 0.00000000
5-B5 277,000.00 998.40000000 1.63747292 0.00000000 0.00000000
5-B6 139,347.45 998.39997072 1.63748960 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 26.09904352 955.29820827 0.95529821 26.09904352
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 26.09904417 955.29820833 0.95529821 26.09904417
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 26.09904400 955.29820800 0.95529821 26.09904400
1-A9 0.00000000 26.09904400 955.29820800 0.95529821 26.09904400
1-A10 0.00000000 26.09904362 955.29820799 0.95529821 26.09904362
1-A11 0.00000000 26.09904446 955.29820777 0.95529821 26.09904446
1-A12 0.00000000 26.09904427 955.29820788 0.95529821 26.09904427
1-A13 0.00000000 3.60884840 993.27639920 0.99327640 3.60884840
1-A14 0.00000000 8.76032004 983.67875533 0.98367876 8.76032004
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 0.00000000 0.00000000 0.00000000 0.00000000
1-AMR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
1-ALR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
2-A1 0.00000000 30.65311007 963.80021977 0.96380022 30.65311007
2-A2 0.00000000 30.65310972 963.80022141 0.96380022 30.65310972
3-A1 0.00000000 9.32647524 980.63465778 0.98063466 9.32647524
4-A1 0.00000000 14.75616426 980.93577869 0.98093578 14.75616426
4-A2 0.00000000 14.75616132 980.93578231 0.98093578 14.75616132
5-A1 0.00000000 75.19933154 868.97746464 0.86897746 75.19933154
5-AIO 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
PO 0.00000000 13.33439978 965.92198243 0.96592198 13.33439978
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 1.01314964 997.98385748 0.99798386 1.01314964
1-B2 0.00000000 1.01314756 997.98385687 0.99798386 1.01314756
1-B3 0.00000000 1.01315589 997.98385298 0.99798385 1.01315589
1-B4 0.00000000 1.01315589 997.98385932 0.99798386 1.01315589
1-B5 0.00000000 1.01313924 997.98384810 0.99798385 1.01313924
1-B6 0.00000000 1.01315866 997.98385729 0.99798386 1.01315866
X-B1 0.00000000 1.69625996 996.61608829 0.99661609 1.69625996
X-B2 0.00000000 1.69626689 996.61608108 0.99661608 1.69626689
X-B3 0.00000000 1.69626966 996.61608989 0.99661609 1.69626966
X-B4 0.00000000 1.69626126 996.61608108 0.99661608 1.69626126
X-B5 0.00000000 1.69627803 996.61609865 0.99661610 1.69627803
X-B6 0.00000000 1.69628662 996.61611738 0.99661612 1.69628662
3-B1 0.00000000 3.70137255 992.62880570 0.99262881 3.70137255
3-B2 0.00000000 3.70139535 992.62883721 0.99262884 3.70139535
3-B3 0.00000000 3.70138462 992.62884615 0.99262885 3.70138462
3-B4 0.00000000 3.70139535 992.62883721 0.99262884 3.70139535
3-B5 0.00000000 3.70139535 992.62883721 0.99262884 3.70139535
3-B6 0.00000000 3.70134197 992.62879728 0.99262880 3.70134197
5-B1 0.00000000 1.63748131 996.76251611 0.99676252 1.63748131
5-B2 0.00000000 1.63747748 996.76252252 0.99676252 1.63747748
5-B3 0.00000000 1.63746988 996.76250602 0.99676251 1.63746988
5-B4 0.00000000 1.63747292 996.76252708 0.99676253 1.63747292
5-B5 0.00000000 1.63747292 996.76252708 0.99676253 1.63747292
5-B6 0.00000000 1.63748960 996.76248112 0.99676248 1.63748960
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% 8,095,545.93 37,104.59 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% 11,776,767.02 53,976.85 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 2.69000% 2,453,493.13 5,499.91 0.00 0.00
1-A9 2,500,000.00 8.31000% 2,453,493.13 16,990.44 0.00 0.00
1-A10 20,248,250.00 3.25000% 19,871,576.90 53,818.85 0.00 0.00
1-A11 6,821,603.00 11.13095% 6,694,702.44 62,098.68 0.00 0.00
1-A12 2,382,147.00 8.50000% 2,337,832.52 16,559.65 0.00 0.00
1-A13 25,000,000.00 4.00000% 24,922,131.19 83,073.77 0.00 0.00
1-A14 36,371,000.00 4.00000% 36,096,001.61 120,320.01 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% 25,866,036.22 118,552.67 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% 0.00 0.00 0.00 0.00
1-AMR 25.00 5.50000% 0.00 0.00 0.00 0.00
1-ALR 25.00 5.50000% 0.00 0.00 0.00 0.00
2-A1 105,017,000.00 5.50000% 104,434,505.34 478,658.15 0.00 0.00
2-A2 3,026,000.00 5.50000% 3,009,215.78 13,792.24 0.00 0.00
3-A1 84,959,000.00 5.00000% 84,106,107.90 350,442.12 0.00 0.00
4-A1 35,688,000.00 5.00000% 35,534,254.06 148,059.39 0.00 0.00
4-A2 1,029,000.00 5.00000% 1,024,567.01 4,269.03 0.00 0.00
5-A1 270,877,000.00 6.50000% 255,755,778.01 1,385,343.80 0.00 0.00
5-AIO 0.00 0.49936% 230,040,113.84 95,726.78 0.00 0.00
PO 1,684,723.00 0.00000% 1,649,775.75 0.00 0.00 0.00
30-IO 0.00 0.30385% 287,874,964.27 72,892.93 0.00 0.00
15-IO 0.00 0.26185% 65,925,386.66 14,385.46 0.00 0.00
1-B1 4,210,000.00 5.50000% 4,205,777.40 19,276.48 0.00 0.00
1-B2 1,579,000.00 5.50000% 1,577,416.27 7,229.82 0.00 0.00
1-B3 789,000.00 5.50000% 788,208.64 3,612.62 0.00 0.00
1-B4 526,000.00 5.50000% 525,472.43 2,408.42 0.00 0.00
1-B5 395,000.00 5.50000% 394,603.82 1,808.60 0.00 0.00
1-B6 395,101.00 5.50000% 394,704.72 1,809.06 0.00 0.00
X-B1 1,631,000.00 5.37339% 1,628,247.44 7,291.00 0.00 0.00
X-B2 592,000.00 5.37339% 591,000.91 2,646.40 0.00 0.00
X-B3 445,000.00 5.37339% 444,249.00 1,989.27 0.00 0.00
X-B4 222,000.00 5.37339% 221,625.34 992.40 0.00 0.00
X-B5 223,000.00 5.37339% 222,623.65 996.87 0.00 0.00
X-B6 148,436.00 5.37339% 148,185.49 663.55 0.00 0.00
3-B1 561,000.00 5.00000% 558,941.23 2,328.92 0.00 0.00
3-B2 172,000.00 5.00000% 171,368.79 714.04 0.00 0.00
3-B3 130,000.00 5.00000% 129,522.92 539.68 0.00 0.00
3-B4 129,000.00 5.00000% 128,526.59 535.53 0.00 0.00
3-B5 43,000.00 5.00000% 42,842.20 178.51 0.00 0.00
3-B6 87,036.00 5.00000% 86,716.59 361.32 0.00 0.00
5-B1 3,879,000.00 6.50000% 3,872,793.59 20,977.63 0.00 0.00
5-B2 555,000.00 6.50000% 554,112.00 3,001.44 0.00 0.00
5-B3 415,000.00 6.50000% 414,336.00 2,244.32 0.00 0.00
5-B4 277,000.00 6.50000% 276,556.80 1,498.02 0.00 0.00
5-B5 277,000.00 6.50000% 276,556.80 1,498.02 0.00 0.00
5-B6 139,347.45 6.50000% 139,124.49 753.59 0.00 0.00
SES 0.00 0.00000% 756,499,262.28 0.00 0.00 0.00
Totals 774,662,743.45 3,809,386.68 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 37,104.58 0.00 7,880,254.92
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 55,105.41 0.00 12,023,000.00
1-A5 0.00 0.00 53,976.84 0.00 11,463,578.50
1-A6 0.00 0.00 13,750.00 0.00 3,000,000.00
1-A7 0.00 0.00 22,916.66 0.00 5,000,000.00
1-A8 0.00 0.00 5,499.91 0.00 2,388,245.52
1-A9 0.00 0.00 16,990.44 0.00 2,388,245.52
1-A10 0.00 0.00 53,818.85 0.00 19,343,116.94
1-A11 0.00 0.00 62,098.67 0.00 6,516,665.12
1-A12 0.00 0.00 16,559.65 0.00 2,275,660.76
1-A13 0.01 0.00 83,073.76 0.00 24,831,909.98
1-A14 0.01 0.00 120,320.00 0.00 35,777,380.01
1-A15 0.01 0.00 200,100.61 0.00 51,918,000.00
1-A16 0.01 0.00 118,552.66 0.00 25,754,533.63
1-A17 0.01 0.00 92,885.62 0.00 21,231,000.00
1-A18 0.01 0.00 104,793.33 0.00 22,864,000.00
1-A19 0.00 0.00 39,389.16 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 0.00 0.00 0.00
1-AMR 0.00 0.00 0.00 0.00 0.00
1-ALR 0.00 0.00 0.00 0.00 0.00
2-A1 (0.06) 0.00 478,658.21 0.00 101,215,407.68
2-A2 0.00 0.00 13,792.24 0.00 2,916,459.47
3-A1 (0.04) 0.00 350,442.16 0.00 83,313,739.89
4-A1 (0.02) 0.00 148,059.41 0.00 35,007,636.07
4-A2 0.00 0.00 4,269.03 0.00 1,009,382.92
5-A1 (0.10) 0.00 1,385,343.90 0.00 235,386,008.69
5-AIO (0.01) 0.00 95,726.79 0.00 211,047,688.91
PO 0.00 0.00 0.00 0.00 1,627,310.98
30-IO 0.00 0.00 72,892.93 0.00 282,816,438.89
15-IO 0.00 0.00 14,385.47 0.00 64,813,768.75
1-B1 0.00 0.00 19,276.48 0.00 4,201,512.04
1-B2 0.00 0.00 7,229.82 0.00 1,575,816.51
1-B3 0.00 0.00 3,612.62 0.00 787,409.26
1-B4 0.00 0.00 2,408.42 0.00 524,939.51
1-B5 0.00 0.00 1,808.60 0.00 394,203.62
1-B6 0.00 0.00 1,809.06 0.00 394,304.42
X-B1 0.00 0.00 7,291.01 0.00 1,625,480.84
X-B2 0.00 0.00 2,646.40 0.00 589,996.72
X-B3 0.00 0.00 1,989.27 0.00 443,494.16
X-B4 0.00 0.00 992.40 0.00 221,248.77
X-B5 0.00 0.00 996.87 0.00 222,245.39
X-B6 0.00 0.00 663.55 0.00 147,933.71
3-B1 0.00 0.00 2,328.92 0.00 556,864.76
3-B2 0.00 0.00 714.04 0.00 170,732.16
3-B3 0.00 0.00 539.68 0.00 129,041.75
3-B4 0.00 0.00 535.53 0.00 128,049.12
3-B5 0.00 0.00 178.51 0.00 42,683.04
3-B6 0.00 0.00 361.32 0.00 86,394.44
5-B1 0.00 0.00 20,977.63 0.00 3,866,441.80
5-B2 0.00 0.00 3,001.44 0.00 553,203.20
5-B3 0.00 0.00 2,244.32 0.00 413,656.44
5-B4 0.00 0.00 1,498.02 0.00 276,103.22
5-B5 0.00 0.00 1,498.02 0.00 276,103.22
5-B6 0.00 0.00 753.59 0.00 138,896.31
SES 0.00 0.00 135,299.09 0.00 729,597,758.79
Totals (0.17) 0.00 3,944,685.90 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% 981.39725179 4.49807128 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% 981.39725167 4.49807083 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 2.69000% 981.39725200 2.19996400 0.00000000 0.00000000
1-A9 2,500,000.00 8.31000% 981.39725200 6.79617600 0.00000000 0.00000000
1-A10 20,248,250.00 3.25000% 981.39725161 2.65795069 0.00000000 0.00000000
1-A11 6,821,603.00 11.13095% 981.39725223 9.10323864 0.00000000 0.00000000
1-A12 2,382,147.00 8.50000% 981.39725214 6.95156512 0.00000000 0.00000000
1-A13 25,000,000.00 4.00000% 996.88524760 3.32295080 0.00000000 0.00000000
1-A14 36,371,000.00 4.00000% 992.43907536 3.30813038 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% 996.29324506 4.56634419 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% 0.00000000 0.00000000 0.00000000 0.00000000
1-AMR 25.00 5.50000% 0.00000000 0.00000000 0.00000000 0.00000000
1-ALR 25.00 5.50000% 0.00000000 0.00000000 0.00000000 0.00000000
2-A1 105,017,000.00 5.50000% 994.45332984 4.55791110 0.00000000 0.00000000
2-A2 3,026,000.00 5.50000% 994.45333113 4.55791143 0.00000000 0.00000000
3-A1 84,959,000.00 5.00000% 989.96113302 4.12483810 0.00000000 0.00000000
4-A1 35,688,000.00 5.00000% 995.69194295 4.14871638 0.00000000 0.00000000
4-A2 1,029,000.00 5.00000% 995.69194363 4.14871720 0.00000000 0.00000000
5-A1 270,877,000.00 6.50000% 944.17679615 5.11429099 0.00000000 0.00000000
5-AIO 0.00 0.49936% 944.29142615 0.39294876 0.00000000 0.00000000
PO 1,684,723.00 0.00000% 979.25638221 0.00000000 0.00000000 0.00000000
30-IO 0.00 0.30385% 993.49759637 0.25156391 0.00000000 0.00000000
15-IO 0.00 0.26185% 989.94673371 0.21601450 0.00000000 0.00000000
1-B1 4,210,000.00 5.50000% 998.99700713 4.57873634 0.00000000 0.00000000
1-B2 1,579,000.00 5.50000% 998.99700443 4.57873338 0.00000000 0.00000000
1-B3 789,000.00 5.50000% 998.99700887 4.57873257 0.00000000 0.00000000
1-B4 526,000.00 5.50000% 998.99701521 4.57874525 0.00000000 0.00000000
1-B5 395,000.00 5.50000% 998.99701266 4.57873418 0.00000000 0.00000000
1-B6 395,101.00 5.50000% 998.99701595 4.57872797 0.00000000 0.00000000
X-B1 1,631,000.00 5.37339% 998.31234825 4.47026364 0.00000000 0.00000000
X-B2 592,000.00 5.37339% 998.31234797 4.47027027 0.00000000 0.00000000
X-B3 445,000.00 5.37339% 998.31235955 4.47026966 0.00000000 0.00000000
X-B4 222,000.00 5.37339% 998.31234234 4.47027027 0.00000000 0.00000000
X-B5 223,000.00 5.37339% 998.31233184 4.47026906 0.00000000 0.00000000
X-B6 148,436.00 5.37339% 998.31233663 4.47027675 0.00000000 0.00000000
3-B1 561,000.00 5.00000% 996.33017825 4.15137255 0.00000000 0.00000000
3-B2 172,000.00 5.00000% 996.33017442 4.15139535 0.00000000 0.00000000
3-B3 130,000.00 5.00000% 996.33015385 4.15138462 0.00000000 0.00000000
3-B4 129,000.00 5.00000% 996.33015504 4.15139535 0.00000000 0.00000000
3-B5 43,000.00 5.00000% 996.33023256 4.15139535 0.00000000 0.00000000
3-B6 87,036.00 5.00000% 996.33013925 4.15138563 0.00000000 0.00000000
5-B1 3,879,000.00 6.50000% 998.39999742 5.40799948 0.00000000 0.00000000
5-B2 555,000.00 6.50000% 998.40000000 5.40800000 0.00000000 0.00000000
5-B3 415,000.00 6.50000% 998.40000000 5.40800000 0.00000000 0.00000000
5-B4 277,000.00 6.50000% 998.40000000 5.40801444 0.00000000 0.00000000
5-B5 277,000.00 6.50000% 998.40000000 5.40801444 0.00000000 0.00000000
5-B6 139,347.45 6.50000% 998.39997072 5.40799275 0.00000000 0.00000000
SES 0.00 0.00000% 976.55304487 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 4.49807007 0.00000000 955.29820827
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 4.58333278 0.00000000 1000.00000000
1-A5 0.00000000 0.00000000 4.49807000 0.00000000 955.29820833
1-A6 0.00000000 0.00000000 4.58333333 0.00000000 1000.00000000
1-A7 0.00000000 0.00000000 4.58333200 0.00000000 1000.00000000
1-A8 0.00000000 0.00000000 2.19996400 0.00000000 955.29820800
1-A9 0.00000000 0.00000000 6.79617600 0.00000000 955.29820800
1-A10 0.00000000 0.00000000 2.65795069 0.00000000 955.29820799
1-A11 0.00000000 0.00000000 9.10323717 0.00000000 955.29820777
1-A12 0.00000000 0.00000000 6.95156512 0.00000000 955.29820788
1-A13 0.00000040 0.00000000 3.32295040 0.00000000 993.27639920
1-A14 0.00000027 0.00000000 3.30813010 0.00000000 983.67875533
1-A15 0.00000019 0.00000000 3.85416638 0.00000000 1000.00000000
1-A16 0.00000039 0.00000000 4.56634381 0.00000000 991.99845183
1-A17 0.00000047 0.00000000 4.37499976 0.00000000 1000.00000000
1-A18 0.00000044 0.00000000 4.58333319 0.00000000 1000.00000000
1-A19 0.00000000 0.00000000 4.58333256 0.00000000 1000.00000000
1-A20 0.00000000 0.00000000 4.58333333 0.00000000 1000.00000000
1-AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
1-AMR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
1-ALR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
2-A1 (0.00000057) 0.00000000 4.55791167 0.00000000 963.80021977
2-A2 0.00000000 0.00000000 4.55791143 0.00000000 963.80022141
3-A1 (0.00000047) 0.00000000 4.12483857 0.00000000 980.63465778
4-A1 (0.00000056) 0.00000000 4.14871694 0.00000000 980.93577869
4-A2 0.00000000 0.00000000 4.14871720 0.00000000 980.93578231
5-A1 (0.00000037) 0.00000000 5.11429136 0.00000000 868.97746464
5-AIO (0.00000004) 0.00000000 0.39294880 0.00000000 866.32944064
PO 0.00000000 0.00000000 0.00000000 0.00000000 965.92198243
30-IO 0.00000000 0.00000000 0.25156391 0.00000000 976.03990317
15-IO 0.00000000 0.00000000 0.21601465 0.00000000 973.25449154
1-B1 0.00000000 0.00000000 4.57873634 0.00000000 997.98385748
1-B2 0.00000000 0.00000000 4.57873338 0.00000000 997.98385687
1-B3 0.00000000 0.00000000 4.57873257 0.00000000 997.98385298
1-B4 0.00000000 0.00000000 4.57874525 0.00000000 997.98385932
1-B5 0.00000000 0.00000000 4.57873418 0.00000000 997.98384810
1-B6 0.00000000 0.00000000 4.57872797 0.00000000 997.98385729
X-B1 0.00000000 0.00000000 4.47026977 0.00000000 996.61608829
X-B2 0.00000000 0.00000000 4.47027027 0.00000000 996.61608108
X-B3 0.00000000 0.00000000 4.47026966 0.00000000 996.61608989
X-B4 0.00000000 0.00000000 4.47027027 0.00000000 996.61608108
X-B5 0.00000000 0.00000000 4.47026906 0.00000000 996.61609865
X-B6 0.00000000 0.00000000 4.47027675 0.00000000 996.61611738
3-B1 0.00000000 0.00000000 4.15137255 0.00000000 992.62880570
3-B2 0.00000000 0.00000000 4.15139535 0.00000000 992.62883721
3-B3 0.00000000 0.00000000 4.15138462 0.00000000 992.62884615
3-B4 0.00000000 0.00000000 4.15139535 0.00000000 992.62883721
3-B5 0.00000000 0.00000000 4.15139535 0.00000000 992.62883721
3-B6 0.00000000 0.00000000 4.15138563 0.00000000 992.62879728
5-B1 0.00000000 0.00000000 5.40799948 0.00000000 996.76251611
5-B2 0.00000000 0.00000000 5.40800000 0.00000000 996.76252252
5-B3 0.00000000 0.00000000 5.40800000 0.00000000 996.76250602
5-B4 0.00000000 0.00000000 5.40801444 0.00000000 996.76252708
5-B5 0.00000000 0.00000000 5.40801444 0.00000000 996.76252708
5-B6 0.00000000 0.00000000 5.40799275 0.00000000 996.76248112
SES 0.00000000 0.00000000 0.17465548 0.00000000 941.82631551
<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 0.00 651,688.42 650,932.67 99.77294632%
APO2 0.00000% 0.00 0.00 163,910.77 163,721.96 99.77023626%
APO3 0.00000% 0.00 0.00 174,113.29 173,448.05 99.19479457%
APO4 0.00000% 0.00 0.00 35,324.28 35,113.17 98.83794967%
APO5 0.00000% 0.00 0.00 624,739.00 604,095.13 91.83177518%
30-IO-1 0.31327% 201,931,450.55 200,157,563.10 0.00 0.00 98.48203561%
30-IO-2 0.28173% 85,943,513.72 82,658,875.79 0.00 0.00 95.54130220%
15-IO-1 0.26636% 45,903,754.09 45,264,904.69 0.00 0.00 97.36746029%
15-IO-2 0.25150% 20,021,632.57 19,548,864.06 0.00 0.00 97.22831244%
SES1 0.00000% 261,729,415.70 259,884,175.43 0.00 0.00 98.77448342%
SES2 0.00000% 110,039,085.77 106,724,563.59 0.00 0.00 96.46021125%
SES3 0.00000% 85,398,140.29 84,600,953.97 0.00 0.00 98.08136146%
SES4 0.00000% 37,418,623.83 36,873,557.80 0.00 0.00 98.12006132%
SES5 0.00000% 261,913,996.69 241,514,508.00 0.00 0.00 87.16506786%
CERTIFICATEHOLDER ACCOUNT STATEMENT
CERTIFICATE ACCOUNT
<s> <c>
Beginning Balance 0.00
Deposits
Payments of Interest and Principal 30,819,200.27
Liquidations, Insurance Proceeds, Reserve Funds 0.00
Proceeds from Repurchased Loans 0.00
Other Amounts (Servicer Advances) 60,716.55
Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00
Prepayment Penalties 0.00
Total Deposits 30,879,916.82
Withdrawals
Reimbursement for Servicer Advances 0.00
Payment of Service Fee 33,727.42
Payment of Interest and Principal 30,846,189.40
Total Withdrawals (Pool Distribution Amount) 30,879,916.82
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 31,520.93
Trustee Fee - Wells Fargo Bank, N.A. 2,206.49
Supported Prepayment/Curtailment Interest Shortfall 0.00
Net Servicing Fee 33,727.42
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 20 0 0 0 20
9,076,191.64 0.00 0.00 0.00 9,076,191.64
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 20 0 0 0 20
9,076,191.64 0.00 0.00 0.00 9,076,191.64
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 1.289491% 0.000000% 0.000000% 0.000000% 1.289491%
1.242217% 0.000000% 0.000000% 0.000000% 1.242217%
60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
Totals 1.289491% 0.000000% 0.000000% 0.000000% 1.289491%
1.242217% 0.000000% 0.000000% 0.000000% 1.242217%
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 5 0 0 0 5
2,531,998.66 0.00 0.00 0.00 2,531,998.66
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 0 0 0
0.00 0.00 0.00 0.00 0.00
180 Days 0 0 0 0 0
0.00 0.00 0.00 0.00 0.00
Totals 5 0 0 0 5
2,531,998.66 0.00 0.00 0.00 2,531,998.66
0-29 Days 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000%
30 Days 0.972763% 0.000000% 0.000000% 0.000000% 0.972763%
0.973436% 0.000000% 0.000000% 0.000000% 0.973436%
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 0.972763% 0.000000% 0.000000% 0.000000% 0.972763%
0.973436% 0.000000% 0.000000% 0.000000% 0.973436%
<caption>
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 1 0 0 0 1
468,800.00 0.00 0.00 0.00 468,800.00
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 1 0 0 0 1
468,800.00 0.00 0.00 0.00 468,800.00
0-29 Days 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000%
30 Days 0.473934% 0.000000% 0.000000% 0.000000% 0.473934%
0.438897% 0.000000% 0.000000% 0.000000% 0.438897%
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 0.473934% 0.000000% 0.000000% 0.000000% 0.473934%
0.438897% 0.000000% 0.000000% 0.000000% 0.438897%
<caption>
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 4 0 0 0 4
1,708,250.00 0.00 0.00 0.00 1,708,250.00
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 4 0 0 0 4
1,708,250.00 0.00 0.00 0.00 1,708,250.00
0-29 Days 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000%
30 Days 2.424242% 0.000000% 0.000000% 0.000000% 2.424242%
2.012775% 0.000000% 0.000000% 0.000000% 2.012775%
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 2.424242% 0.000000% 0.000000% 0.000000% 2.424242%
2.012775% 0.000000% 0.000000% 0.000000% 2.012775%
<caption>
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%
<caption>
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 10 0 0 0 10
4,367,142.98 0.00 0.00 0.00 4,367,142.98
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 10 0 0 0 10
4,367,142.98 0.00 0.00 0.00 4,367,142.98
0-29 Days 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000%
30 Days 1.694915% 0.000000% 0.000000% 0.000000% 1.694915%
1.805551% 0.000000% 0.000000% 0.000000% 1.805551%
60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
Totals 1.694915% 0.000000% 0.000000% 0.000000% 1.694915%
1.805551% 0.000000% 0.000000% 0.000000% 1.805551%
OTHER INFORMATION
<s> <c>
Current Period Class A Insufficient Funds 0.00
Principal Balance of Contaminated Properties 0.00
Periodic Advance 60,716.55
COLLATERAL STATEMENT
Collateral Description Fixed
Weighted Average Gross Coupon 6.296155%
Weighted Average Net Coupon 6.046155%
Weighted Average Pass-Through Rate 6.042655%
Weighted Average Maturity(Stepdown Calculation ) 305
Beginning Scheduled Collateral Loan Count 1,608
Number Of Loans Paid In Full 57
Ending Scheduled Collateral Loan Count 1,551
Beginning Scheduled Collateral Balance 756,499,262.28
Ending Scheduled Collateral Balance 729,597,758.79
Ending Actual Collateral Balance at 29-Feb-2004 730,644,732.13
Monthly P &I Constant 5,232,921.77
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 729,597,758.79
Scheduled Principal 1,263,724.51
Unscheduled Principal 25,637,778.98
Group Level Collateral Statement
Group Group 1 Group 2 Group 3
Collateral Description Mixed Fixed Mixed Fixed Mixed Fixed
Weighted Average Coupon Rate 5.981499 5.965348 5.386484
Weighted Average Net Rate 5.731499 5.715348 5.136484
Weighted Average Maturity 357 357 177
Beginning Loan Count 517 217 166
Loans Paid In Full 3 6 1
Ending Loan Count 514 211 165
Beginning Scheduled Balance 261,729,415.70 110,039,085.77 85,398,140.29
Ending scheduled Balance 259,884,175.43 106,724,563.59 84,600,953.97
Record Date 02/29/2004 02/29/2004 02/29/2004
Principal And Interest Constant 1,570,103.02 659,239.15 700,594.82
Scheduled Principal 265,491.14 112,221.28 317,265.04
Unscheduled Principal 1,579,749.13 3,202,300.90 479,921.28
Scheduled Interest 1,304,611.88 547,017.87 383,329.78
Servicing Fees 54,526.97 22,924.81 17,791.29
Master Servicing Fees 0.00 0.00 0.00
Trustee Fee 763.38 320.96 249.09
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 1,249,321.53 523,772.10 365,289.40
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 5.727999 5.711848 5.132984
Group Level Collateral Statement
Group Group 4 Group 5 Total
Collateral Description Mixed Fixed Mixed Fixed Fixed
Weighted Average Coupon Rate 5.383352 7.176583 6.296155
Weighted Average Net Rate 5.133353 6.926583 6.046155
Weighted Average Maturity 177 293 305
Beginning Loan Count 72 636 1,608
Loans Paid In Full 1 46 57
Ending Loan Count 71 590 1,551
Beginning Scheduled Balance 37,418,623.83 261,913,996.69 756,499,262.28
Ending scheduled Balance 36,873,557.80 241,514,508.00 729,597,758.79
Record Date 02/29/2004 02/29/2004 02/29/2004
Principal And Interest Constant 306,418.65 1,996,566.13 5,232,921.77
Scheduled Principal 138,553.95 430,193.10 1,263,724.51
Unscheduled Principal 406,512.08 19,969,295.59 25,637,778.98
Scheduled Interest 167,864.70 1,566,373.03 3,969,197.26
Servicing Fees 7,795.54 54,565.42 157,604.03
Master Servicing Fees 0.00 0.00 0.00
Trustee Fee 109.14 763.92 2,206.49
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 159,960.02 1,511,043.69 3,809,386.74
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 5.129852 6.923083 6.042655
Miscellaneous Reporting
Group Group 1
Group 1 CPR 7.014181%
Group 1 Senior % 96.979374%
Group 1 Senior Prepayment % 100.00%
Group 1 Subordinate % 3.020626%
Group 1 Subordinate Prepayment % 0.000000%
Group Group 2
Group 2 CPR 29.866330%
Group 2 Senior % 97.787076%
Group 2 Senior Prepayment % 100.00%
Group 2 Subordinate % 2.212924%
Group 2 Subordinate Prepayment % 0.000000%
Group Group 3
Group 3 CPR 6.562817%
Group 3 Senior % 98.688258%
Group 3 Senior Prepayment % 100.00%
Group 3 Subordinate % 1.311742%
Group 3 Subordinate Prepayment % 0.000000%
Miscellaneous Reporting
Group Group 4
Group 4 CPR 12.328204%
Group 4 Senior % 97.794528%
Group 4 Senior Prepayment % 100.00%
Group 4 Subordinate % 2.205472%
Group 4 Subordinate Prepayment % 0.000000%
Group Group 5
Group 5 CPR 61.453836%
Group 5 Senior % 97.882240%
Group 5 Senior Prepayment % 100.00%
Group 5 Subordinate % 2.117760%
Group 5 Subordinate Prepayment % 0.000000%
Group