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): July 26, 2004
BANC OF AMERICA ALTERNATIVE LOAN TRUST
Mortgage Pass-Through Certificates, Series 2003-11 Trust
(Exact name of registrant as specified in its charter)
New York (governing law of 333-105940-18 54-2139182
Pooling and Servicing Agreement) (Commission 54-2139183
(State or other File Number) IRS EIN
jurisdiction
of Incorporation)
c/o Wells Fargo Bank, 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 July 26, 2004 a distribution was made to holders of BANC OF AMERICA
ALTERNATIVE LOAN TRUST, Mortgage Pass-Through Certificates, Series 2003-11
Trust.
ITEM 7. Financial Statements and Exhibits
(c) Exhibits furnished in accordance with Item 601(a) of Regulation S-K
Exhibit Number Description
EX-99.1 Monthly report distributed to holders of
Mortgage Pass-Through Certificates,
Series 2003-11 Trust, relating to the
July 26, 2004 distribution.
Pursuant to the requirements of the Securities Exchange Act of 1934, the
registrant has duly caused this report to be signed on its behalf by the
undersigned hereunto duly authorized.
BANC OF AMERICA ALTERNATIVE LOAN TRUST
Mortgage Pass-Through Certificates, Series 2003-11 Trust
By: Wells Fargo Bank, N.A. as Trustee
By: /s/ Beth Belfield as Assistant Vice President
By: Beth Belfield as Assistant Vice President
Date: 7/28/04
INDEX TO EXHIBITS
Exhibit Number Description
EX-99.1 Monthly report distributed to holders of Mortgage
Pass-Through Certificates, Series 2003-11 Trust,
relating to the July 26, 2004 distribution.
EX-99.1
Banc of America Alternative Loan Trust
Mortgage Pass-Through Certificates
Record Date: 6/30/04
Distribution Date: 7/26/04
BAA Series: 2003-11
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-A-1 05948KJJ9 SEN 6.00000% 127,740,324.21 638,653.76 1,916,613.71
1-A-R 05948KJK6 SEN 6.00000% 0.00 0.00 0.00
1-A-LR 05948KJL4 SEN 6.00000% 0.00 0.00 0.00
2-A-1 05948KJM2 SEN 6.00000% 61,308,689.16 306,520.48 842,764.90
CB-IO 05948KJN0 IO 0.32795% 0.00 24,378.21 0.00
3-A-1 05948KJP5 SEN 6.00000% 12,734,365.12 63,667.05 14,340.58
3-IO 05948KJQ3 IO 0.48760% 0.00 2,165.68 0.00
4-A-1 05948KJR1 SEN 4.75000% 46,341,520.12 183,435.18 419,694.82
4-A-2 05948KJS9 SEN 4.75000% 657,562.06 2,602.85 5,955.25
5-A-1 05948KJT7 SEN 5.50000% 40,085,404.45 183,724.77 632,279.49
5-A-2 05948KJU4 SEN 5.50000% 563,589.35 2,583.12 8,889.67
15-IO 05948KJV2 IO 0.35017% 0.00 20,244.01 0.00
PO 05948KJW0 PO 0.00000% 6,718,505.99 0.00 46,975.69
15-B-1 05948KKA6 SUB 5.10795% 1,246,880.12 5,307.50 4,985.64
15-B-2 05948KKB4 SUB 5.10795% 478,817.60 2,038.15 1,914.55
15-B-3 05948KJH3 SUB 5.10795% 335,172.32 1,426.70 1,340.18
15-B-4 05948KKG3 SUB 5.10795% 191,527.04 815.26 765.82
15-B-5 05948KKH1 SUB 5.10795% 96,740.70 411.79 386.82
15-B-6 05948KKJ7 SUB 5.10795% 191,769.39 816.29 766.79
30-B-1 05948KJX8 SUB 6.00000% 5,707,177.59 28,533.75 5,952.92
30-B-2 05948KJY6 SUB 6.00000% 2,615,044.28 13,074.24 2,727.65
30-B-3 05948KJZ3 SUB 6.00000% 1,189,740.78 5,948.26 1,240.97
30-B-4 05948KKD0 SUB 6.00000% 1,545,569.69 7,727.27 1,612.12
30-B-5 05948KKE8 SUB 6.00000% 950,202.33 4,750.66 991.12
30-B-6 05948KKF5 SUB 6.00000% 1,071,020.21 5,354.70 1,117.13
SES 05948KKC2 SEN 0.00000% 0.00 54,594.76 0.00
Totals 311,769,622.51 1,558,774.44 3,911,315.82
Certificateholder Distribution Summary (continued)
Current Ending Cumulative
Realized Certificate Total Realized
Class Loss Balance Distribution Losses
<s> <c> <c> <c> <c>
1-A-1 0.00 125,823,710.50 2,555,267.47 0.00
1-A-R 0.00 0.00 0.00 0.00
1-A-LR 0.00 0.00 0.00 0.00
2-A-1 0.00 60,465,924.26 1,149,285.38 0.00
CB-IO 0.00 0.00 24,378.21 0.00
3-A-1 0.00 12,720,024.54 78,007.63 0.00
3-IO 0.00 0.00 2,165.68 0.00
4-A-1 0.00 45,921,825.30 603,130.00 0.00
4-A-2 0.00 651,606.81 8,558.10 0.00
5-A-1 0.00 39,453,124.96 816,004.26 0.00
5-A-2 0.00 554,699.68 11,472.79 0.00
15-IO 0.00 0.00 20,244.01 0.00
PO 0.00 6,671,530.30 46,975.69 0.00
15-B-1 0.00 1,241,894.48 10,293.14 0.00
15-B-2 0.00 476,903.05 3,952.70 0.00
15-B-3 0.00 333,832.14 2,766.88 0.00
15-B-4 0.00 190,761.22 1,581.08 0.00
15-B-5 0.00 96,353.88 798.61 0.00
15-B-6 0.00 191,002.60 1,583.08 0.00
30-B-1 0.00 5,701,224.67 34,486.67 0.00
30-B-2 0.00 2,612,316.63 15,801.89 0.00
30-B-3 0.00 1,188,499.81 7,189.23 0.00
30-B-4 0.00 1,543,957.57 9,339.39 0.00
30-B-5 0.00 949,211.21 5,741.78 0.00
30-B-6 0.00 1,069,903.08 6,471.83 0.00
SES 0.00 0.00 54,594.76 0.00
Totals 0.00 307,858,306.69 5,470,090.26 0.00
<FN>
All distributions required by the Pooling and Servicing Agreement have been calculated by the
Certificate Administrator on behalf of the Trustee.
</FN>
Principal Distribution Statement
Original Beginning Scheduled Unscheduled
Face Certificate Principal Principal Realized
Class Amount Balance Distribution Distribution Accretion Loss (1)
<s> <c> <c> <c> <c> <c> <c>
1-A-1 136,100,000.00 127,740,324.21 135,821.17 1,780,792.54 0.00 0.00
1-A-R 50.00 0.00 0.00 0.00 0.00 0.00
1-A-LR 50.00 0.00 0.00 0.00 0.00 0.00
2-A-1 67,940,000.00 61,308,689.16 62,243.50 780,521.40 0.00 0.00
CB-IO 0.00 0.00 0.00 0.00 0.00 0.00
3-A-1 15,462,000.00 12,734,365.12 12,576.63 1,763.95 0.00 0.00
3-IO 0.00 0.00 0.00 0.00 0.00 0.00
4-A-1 48,839,000.00 46,341,520.12 189,718.39 229,976.43 0.00 0.00
4-A-2 693,000.00 657,562.06 2,692.01 3,263.25 0.00 0.00
5-A-1 44,880,000.00 40,085,404.45 156,091.47 476,188.02 0.00 0.00
5-A-2 631,000.00 563,589.35 2,194.60 6,695.07 0.00 0.00
15-IO 0.00 0.00 0.00 0.00 0.00 0.00
PO 7,017,645.00 6,718,505.99 9,237.82 37,737.88 0.00 0.00
15-B-1 1,276,000.00 1,246,880.12 4,985.64 0.00 0.00 0.00
15-B-2 490,000.00 478,817.60 1,914.55 0.00 0.00 0.00
15-B-3 343,000.00 335,172.32 1,340.18 0.00 0.00 0.00
15-B-4 196,000.00 191,527.04 765.82 0.00 0.00 0.00
15-B-5 99,000.00 96,740.70 386.82 0.00 0.00 0.00
15-B-6 196,248.00 191,769.39 766.79 0.00 0.00 0.00
30-B-1 5,742,000.00 5,707,177.59 5,952.92 0.00 0.00 0.00
30-B-2 2,631,000.00 2,615,044.28 2,727.65 0.00 0.00 0.00
30-B-3 1,197,000.00 1,189,740.78 1,240.97 0.00 0.00 0.00
30-B-4 1,555,000.00 1,545,569.69 1,612.12 0.00 0.00 0.00
30-B-5 956,000.00 950,202.33 991.12 0.00 0.00 0.00
30-B-6 1,077,555.00 1,071,020.21 1,117.13 0.00 0.00 0.00
SES 0.00 0.00 0.00 0.00 0.00 0.00
Totals 337,321,548.00 311,769,622.51 594,377.30 3,316,938.54 0.00 0.00
<FN>
(1) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed.
Please Refer to the Prospectus Supplement for a Full Description.
</FN>
Principal Distribution Statement (continued)
Total Ending Ending Total
Principal Certificate Certificate Principal
Class Reduction Balance Percentage Distribution
<s> <c> <c> <c> <c>
1-A-1 1,916,613.71 125,823,710.50 0.92449457 1,916,613.71
1-A-R 0.00 0.00 0.00000000 0.00
1-A-LR 0.00 0.00 0.00000000 0.00
2-A-1 842,764.90 60,465,924.26 0.88999005 842,764.90
CB-IO 0.00 0.00 0.00000000 0.00
3-A-1 14,340.58 12,720,024.54 0.82266360 14,340.58
3-IO 0.00 0.00 0.00000000 0.00
4-A-1 419,694.82 45,921,825.30 0.94026957 419,694.82
4-A-2 5,955.25 651,606.81 0.94026957 5,955.25
5-A-1 632,279.49 39,453,124.96 0.87908032 632,279.49
5-A-2 8,889.67 554,699.68 0.87908032 8,889.67
15-IO 0.00 0.00 0.00000000 0.00
PO 46,975.69 6,671,530.30 0.95067937 46,975.69
15-B-1 4,985.64 1,241,894.48 0.97327154 4,985.64
15-B-2 1,914.55 476,903.05 0.97327153 1,914.55
15-B-3 1,340.18 333,832.14 0.97327155 1,340.18
15-B-4 765.82 190,761.22 0.97327153 765.82
15-B-5 386.82 96,353.88 0.97327152 386.82
15-B-6 766.79 191,002.60 0.97327157 766.79
30-B-1 5,952.92 5,701,224.67 0.99289876 5,952.92
30-B-2 2,727.65 2,612,316.63 0.99289876 2,727.65
30-B-3 1,240.97 1,188,499.81 0.99289876 1,240.97
30-B-4 1,612.12 1,543,957.57 0.99289876 1,612.12
30-B-5 991.12 949,211.21 0.99289876 991.12
30-B-6 1,117.13 1,069,903.08 0.99289881 1,117.13
SES 0.00 0.00 0.00000000 0.00
Totals 3,911,315.82 307,858,306.69 0.91265532 3,911,315.82
Principal Distribution Factors Statement
Original Beginning Scheduled Unscheduled
Face Certificate Principal Principal
Class (2) Amount Balance Distribution Distribution Accretion
<s> <c> <c> <c> <c> <c>
1-A-1 136,100,000.00 938.57695966 0.99795129 13.08444188 0.00000000
1-A-R 50.00 0.00000000 0.00000000 0.00000000 0.00000000
1-A-LR 50.00 0.00000000 0.00000000 0.00000000 0.00000000
2-A-1 67,940,000.00 902.39460053 0.91615396 11.48839270 0.00000000
CB-IO 0.00 0.00000000 0.00000000 0.00000000 0.00000000
3-A-1 15,462,000.00 823.59106972 0.81338960 0.11408291 0.00000000
3-IO 0.00 0.00000000 0.00000000 0.00000000 0.00000000
4-A-1 48,839,000.00 948.86300129 3.88456746 4.70886853 0.00000000
4-A-2 693,000.00 948.86300144 3.88457431 4.70887446 0.00000000
5-A-1 44,880,000.00 893.16854835 3.47797393 10.61025000 0.00000000
5-A-2 631,000.00 893.16854200 3.47797147 10.61025357 0.00000000
15-IO 0.00 0.00000000 0.00000000 0.00000000 0.00000000
PO 7,017,645.00 957.37330543 1.31637038 5.37757040 0.00000000
15-B-1 1,276,000.00 977.17877743 3.90724138 0.00000000 0.00000000
15-B-2 490,000.00 977.17877551 3.90724490 0.00000000 0.00000000
15-B-3 343,000.00 977.17877551 3.90723032 0.00000000 0.00000000
15-B-4 196,000.00 977.17877551 3.90724490 0.00000000 0.00000000
15-B-5 99,000.00 977.17878788 3.90727273 0.00000000 0.00000000
15-B-6 196,248.00 977.17882475 3.90725001 0.00000000 0.00000000
30-B-1 5,742,000.00 993.93549112 1.03673285 0.00000000 0.00000000
30-B-2 2,631,000.00 993.93549221 1.03673508 0.00000000 0.00000000
30-B-3 1,197,000.00 993.93548872 1.03673350 0.00000000 0.00000000
30-B-4 1,555,000.00 993.93549196 1.03673312 0.00000000 0.00000000
30-B-5 956,000.00 993.93549163 1.03673640 0.00000000 0.00000000
30-B-6 1,077,555.00 993.93553925 1.03672666 0.00000000 0.00000000
SES 0.00 0.00000000 0.00000000 0.00000000 0.00000000
<FN>
(2) All deals are per $1,000 denomination.
</FN>
Principal Distribution Factors Statement (continued)
Total Ending Ending Total
Realized Principal Certificate Certificate Principal
Class Loss (3) Reduction Balance Percentage Distribution
<s> <c> <c> <c> <c> <c>
1-A-1 0.00000000 14.08239317 924.49456650 0.92449457 14.08239317
1-A-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
1-A-LR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
2-A-1 0.00000000 12.40454666 889.99005387 0.88999005 12.40454666
CB-IO 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
3-A-1 0.00000000 0.92747251 822.66359721 0.82266360 0.92747251
3-IO 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
4-A-1 0.00000000 8.59343598 940.26956531 0.94026957 8.59343598
4-A-2 0.00000000 8.59343434 940.26956710 0.94026957 8.59343434
5-A-1 0.00000000 14.08822393 879.08032442 0.87908032 14.08822393
5-A-2 0.00000000 14.08822504 879.08031696 0.87908032 14.08822504
15-IO 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
PO 0.00000000 6.69393935 950.67936608 0.95067937 6.69393935
15-B-1 0.00000000 3.90724138 973.27153605 0.97327154 3.90724138
15-B-2 0.00000000 3.90724490 973.27153061 0.97327153 3.90724490
15-B-3 0.00000000 3.90723032 973.27154519 0.97327155 3.90723032
15-B-4 0.00000000 3.90724490 973.27153061 0.97327153 3.90724490
15-B-5 0.00000000 3.90727273 973.27151515 0.97327152 3.90727273
15-B-6 0.00000000 3.90725001 973.27157474 0.97327157 3.90725001
30-B-1 0.00000000 1.03673285 992.89875827 0.99289876 1.03673285
30-B-2 0.00000000 1.03673508 992.89875713 0.99289876 1.03673508
30-B-3 0.00000000 1.03673350 992.89875522 0.99289876 1.03673350
30-B-4 0.00000000 1.03673312 992.89875884 0.99289876 1.03673312
30-B-5 0.00000000 1.03673640 992.89875523 0.99289876 1.03673640
30-B-6 0.00000000 1.03672666 992.89881259 0.99289881 1.03672666
SES 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
<FN>
(3) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses
Unless Otherwise Disclosed.
Please Refer to the Prospectus Supplement for a Full Description.
</FN>
Interest Distribution Statement
Beginning Payment of
Original Current Certificate/ Current Unpaid Current
Face Certificate Notional Accrued Interest Interest
Class Amount Rate Balance Interest Shortfall Shortfall
<s> <c> <c> <c> <c> <c> <c>
1-A-1 136,100,000.00 6.00000% 127,740,324.21 638,701.62 0.00 0.00
1-A-R 50.00 6.00000% 0.00 0.00 0.00 0.00
1-A-LR 50.00 6.00000% 0.00 0.00 0.00 0.00
2-A-1 67,940,000.00 6.00000% 61,308,689.16 306,543.45 0.00 0.00
CB-IO 0.00 0.32795% 89,208,508.06 24,380.04 0.00 0.00
3-A-1 15,462,000.00 6.00000% 12,734,365.12 63,671.83 0.00 0.00
3-IO 0.00 0.48760% 5,330,165.72 2,165.84 0.00 0.00
4-A-1 48,839,000.00 4.75000% 46,341,520.12 183,435.18 0.00 0.00
4-A-2 693,000.00 4.75000% 657,562.06 2,602.85 0.00 0.00
5-A-1 44,880,000.00 5.50000% 40,085,404.45 183,724.77 0.00 0.00
5-A-2 631,000.00 5.50000% 563,589.35 2,583.12 0.00 0.00
15-IO 0.00 0.35017% 69,373,904.87 20,244.01 0.00 0.00
PO 7,017,645.00 0.00000% 6,718,505.99 0.00 0.00 0.00
15-B-1 1,276,000.00 5.10795% 1,246,880.12 5,307.50 0.00 0.00
15-B-2 490,000.00 5.10795% 478,817.60 2,038.15 0.00 0.00
15-B-3 343,000.00 5.10795% 335,172.32 1,426.70 0.00 0.00
15-B-4 196,000.00 5.10795% 191,527.04 815.26 0.00 0.00
15-B-5 99,000.00 5.10795% 96,740.70 411.79 0.00 0.00
15-B-6 196,248.00 5.10795% 191,769.39 816.29 0.00 0.00
30-B-1 5,742,000.00 6.00000% 5,707,177.59 28,535.89 0.00 0.00
30-B-2 2,631,000.00 6.00000% 2,615,044.28 13,075.22 0.00 0.00
30-B-3 1,197,000.00 6.00000% 1,189,740.78 5,948.70 0.00 0.00
30-B-4 1,555,000.00 6.00000% 1,545,569.69 7,727.85 0.00 0.00
30-B-5 956,000.00 6.00000% 950,202.33 4,751.01 0.00 0.00
30-B-6 1,077,555.00 6.00000% 1,071,020.21 5,355.10 0.00 0.00
SES 0.00 0.00000% 311,769,623.26 0.00 0.00 0.00
Totals 337,321,548.00 1,504,262.17 0.00 0.00
Interest Distribution Statement (continued)
Remaining Ending
Non-Supported Total Unpaid Certificate/
Interest Realized Interest Interest Notional
Class Shortfall Losses (4) Distribution Shortfall Balance
<s> <c> <c> <c> <c> <c>
1-A-1 47.86 0.00 638,653.76 0.00 125,823,710.50
1-A-R 0.00 0.00 0.00 0.00 0.00
1-A-LR 0.00 0.00 0.00 0.00 0.00
2-A-1 22.97 0.00 306,520.48 0.00 60,465,924.26
CB-IO 1.83 0.00 24,378.21 0.00 87,255,979.72
3-A-1 4.77 0.00 63,667.05 0.00 12,720,024.54
3-IO 0.16 0.00 2,165.68 0.00 5,324,079.05
4-A-1 0.00 0.00 183,435.18 0.00 45,921,825.30
4-A-2 0.00 0.00 2,602.85 0.00 651,606.81
5-A-1 0.00 0.00 183,724.77 0.00 39,453,124.96
5-A-2 0.00 0.00 2,583.12 0.00 554,699.68
15-IO 0.00 0.00 20,244.01 0.00 68,531,101.29
PO 0.00 0.00 0.00 0.00 6,671,530.30
15-B-1 0.00 0.00 5,307.50 0.00 1,241,894.48
15-B-2 0.00 0.00 2,038.15 0.00 476,903.05
15-B-3 0.00 0.00 1,426.70 0.00 333,832.14
15-B-4 0.00 0.00 815.26 0.00 190,761.22
15-B-5 0.00 0.00 411.79 0.00 96,353.88
15-B-6 0.00 0.00 816.29 0.00 191,002.60
30-B-1 2.14 0.00 28,533.75 0.00 5,701,224.67
30-B-2 0.98 0.00 13,074.24 0.00 2,612,316.63
30-B-3 0.45 0.00 5,948.26 0.00 1,188,499.81
30-B-4 0.58 0.00 7,727.27 0.00 1,543,957.57
30-B-5 0.36 0.00 4,750.66 0.00 949,211.21
30-B-6 0.40 0.00 5,354.70 0.00 1,069,903.08
SES 0.00 0.00 54,594.76 0.00 307,858,307.44
Totals 82.50 0.00 1,558,774.44 0.00
<FN>
(4) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed.
Please Refer to the Prospectus Supplement for a Full Description.
</FN>
Interest Distribution Factors Statement
Beginning Payment of
Original Current Certificate/ Current Unpaid Current
Face Certificate Notional Accrued Interest Interest
Class (5) Amount Rate Balance Interest Shortfall Shortfall
<s> <c> <c> <c> <c> <c> <c>
1-A-1 136,100,000.00 6.00000% 938.57695966 4.69288479 0.00000000 0.00000000
1-A-R 50.00 6.00000% 0.00000000 0.00000000 0.00000000 0.00000000
1-A-LR 50.00 6.00000% 0.00000000 0.00000000 0.00000000 0.00000000
2-A-1 67,940,000.00 6.00000% 902.39460053 4.51197306 0.00000000 0.00000000
CB-IO 0.00 0.32795% 904.41610411 0.24717038 0.00000000 0.00000000
3-A-1 15,462,000.00 6.00000% 823.59106972 4.11795563 0.00000000 0.00000000
3-IO 0.00 0.48760% 819.10633206 0.33283266 0.00000000 0.00000000
4-A-1 48,839,000.00 4.75000% 948.86300129 3.75591597 0.00000000 0.00000000
4-A-2 693,000.00 4.75000% 948.86300144 3.75591631 0.00000000 0.00000000
5-A-1 44,880,000.00 5.50000% 893.16854835 4.09368917 0.00000000 0.00000000
5-A-2 631,000.00 5.50000% 893.16854200 4.09369255 0.00000000 0.00000000
15-IO 0.00 0.35017% 935.21759325 0.27290599 0.00000000 0.00000000
PO 7,017,645.00 0.00000% 957.37330543 0.00000000 0.00000000 0.00000000
15-B-1 1,276,000.00 5.10795% 977.17877743 4.15948276 0.00000000 0.00000000
15-B-2 490,000.00 5.10795% 977.17877551 4.15948980 0.00000000 0.00000000
15-B-3 343,000.00 5.10795% 977.17877551 4.15947522 0.00000000 0.00000000
15-B-4 196,000.00 5.10795% 977.17877551 4.15948980 0.00000000 0.00000000
15-B-5 99,000.00 5.10795% 977.17878788 4.15949495 0.00000000 0.00000000
15-B-6 196,248.00 5.10795% 977.17882475 4.15948188 0.00000000 0.00000000
30-B-1 5,742,000.00 6.00000% 993.93549112 4.96967781 0.00000000 0.00000000
30-B-2 2,631,000.00 6.00000% 993.93549221 4.96967693 0.00000000 0.00000000
30-B-3 1,197,000.00 6.00000% 993.93548872 4.96967419 0.00000000 0.00000000
30-B-4 1,555,000.00 6.00000% 993.93549196 4.96967846 0.00000000 0.00000000
30-B-5 956,000.00 6.00000% 993.93549163 4.96967573 0.00000000 0.00000000
30-B-6 1,077,555.00 6.00000% 993.93553925 4.96967672 0.00000000 0.00000000
SES 0.00 0.00000% 924.25053890 0.00000000 0.00000000 0.00000000
<FN>
(5) All deals are per $1,000 denomination.
</FN>
Interest Distribution Factors Statement (continued)
Remaining Ending
Non-Supported Total Unpaid Certificate/
Interest Realized Interest Interest Notional
Class Shortfall Losses (6) Distribution Shortfall Balance
<s> <c> <c> <c> <c> <c>
1-A-1 0.00035165 0.00000000 4.69253314 0.00000000 924.49456650
1-A-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
1-A-LR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
2-A-1 0.00033809 0.00000000 4.51163497 0.00000000 889.99005387
CB-IO 0.00001855 0.00000000 0.24715183 0.00000000 884.62092860
3-A-1 0.00030850 0.00000000 4.11764649 0.00000000 822.66359721
3-IO 0.00002459 0.00000000 0.33280808 0.00000000 818.17097091
4-A-1 0.00000000 0.00000000 3.75591597 0.00000000 940.26956531
4-A-2 0.00000000 0.00000000 3.75591631 0.00000000 940.26956710
5-A-1 0.00000000 0.00000000 4.09368917 0.00000000 879.08032442
5-A-2 0.00000000 0.00000000 4.09369255 0.00000000 879.08031696
15-IO 0.00000000 0.00000000 0.27290599 0.00000000 923.85590420
PO 0.00000000 0.00000000 0.00000000 0.00000000 950.67936608
15-B-1 0.00000000 0.00000000 4.15948276 0.00000000 973.27153605
15-B-2 0.00000000 0.00000000 4.15948980 0.00000000 973.27153061
15-B-3 0.00000000 0.00000000 4.15947522 0.00000000 973.27154519
15-B-4 0.00000000 0.00000000 4.15948980 0.00000000 973.27153061
15-B-5 0.00000000 0.00000000 4.15949495 0.00000000 973.27151515
15-B-6 0.00000000 0.00000000 4.15948188 0.00000000 973.27157474
30-B-1 0.00037269 0.00000000 4.96930512 0.00000000 992.89875827
30-B-2 0.00037248 0.00000000 4.96930445 0.00000000 992.89875713
30-B-3 0.00037594 0.00000000 4.96930660 0.00000000 992.89875522
30-B-4 0.00037299 0.00000000 4.96930547 0.00000000 992.89875884
30-B-5 0.00037657 0.00000000 4.96930962 0.00000000 992.89875523
30-B-6 0.00037121 0.00000000 4.96930551 0.00000000 992.89881259
SES 0.00000000 0.00000000 0.16184783 0.00000000 912.65532408
<FN>
(6) Amount Does Not Include Excess Special Hazard, Bankruptcy,or Fraud Losses Unless
Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.
</FN>
Certificateholder Component Statement
Component Beginning Ending Beginning Ending Ending
Pass-Through Notional Notional Component Component Component
Class Rate Balance Balance Balance Balance Percentage
<s> <c> <c> <c> <c> <c> <c>
1-IO 0.31057% 64,191,290.33 62,960,889.19 0.00 0.00 90.26419859%
2-IO 0.37255% 25,017,217.73 24,295,090.53 0.00 0.00 84.11031872%
3-IO-1 0.31057% 64,191,290.33 62,960,889.19 0.00 0.00 90.26419859%
4-IO 0.41910% 37,107,299.67 36,838,063.57 0.00 0.00 93.76484497%
5-IO 0.27090% 32,266,605.20 31,693,037.72 0.00 0.00 90.83256386%
1-PO 0.00000% 0.00 0.00 3,872,759.95 3,839,960.53 95.04419922%
2-PO 0.00000% 0.00 0.00 2,041,655.29 2,031,943.11 95.39750983%
3-PO 0.00000% 0.00 0.00 376,326.34 375,915.21 92.71029390%
4-PO 0.00000% 0.00 0.00 414,662.44 410,708.23 96.45136314%
5-PO 0.00000% 0.00 0.00 13,101.97 13,003.21 80.29646783%
1-SES 0.00000% 139,717,983.11 137,759,952.37 0.00 0.00 92.89553124%
2-SES 0.00000% 67,405,285.67 66,548,691.82 0.00 0.00 89.74994548%
3-SES 0.00000% 14,029,606.52 14,013,947.28 0.00 0.00 83.45749691%
4-SES 0.00000% 48,741,967.32 48,306,925.41 0.00 0.00 94.13272768%
5-SES 0.00000% 41,874,780.64 41,228,790.56 0.00 0.00 88.15716034%
CERTIFICATEHOLDER ACCOUNT STATEMENT
CERTIFICATE ACCOUNT
<s> <c>
Beginning Balance 0.00
Deposits
Payments of Interest and Principal 5,485,029.23
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 5,485,029.23
Withdrawals
Reimbursement for Servicer Advances 0.00
Payment of Service Fee 14,938.97
Payment of Interest and Principal 5,470,090.26
Total Withdrawals (Pool Distribution Amount) 5,485,029.23
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 82.50
SERVICING FEES
<s> <c>
Gross Servicing Fee 12,990.40
Trustee Fee - Wells Fargo Bank, N.A. 1,948.57
Supported Prepayment/Curtailment Interest Shortfall 0.00
Net Servicing Fee 14,938.97
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 3 0 0 3
267,524.76 0.00 0.00 267,524.76
30 Days 20 0 0 0 20
2,144,342.01 0.00 0.00 0.00 2,144,342.01
60 Days 1 0 0 0 1
67,615.00 0.00 0.00 0.00 67,615.00
90 Days 0 0 0 0 0
0.00 0.00 0.00 0.00 0.00
120 Days 0 0 0 0 0
0.00 0.00 0.00 0.00 0.00
150 Days 0 0 1 0 1
0.00 0.00 167,709.89 0.00 167,709.89
180+ Days 0 0 0 0 0
0.00 0.00 0.00 0.00 0.00
Totals 21 3 1 0 25
2,211,957.01 267,524.76 167,709.89 0.00 2,647,191.66
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 0.116868% 0.000000% 0.000000% 0.116868%
0.086761% 0.000000% 0.000000% 0.086761%
30 Days 0.779120% 0.000000% 0.000000% 0.000000% 0.779120%
0.695430% 0.000000% 0.000000% 0.000000% 0.695430%
60 Days 0.038956% 0.000000% 0.000000% 0.000000% 0.038956%
0.021928% 0.000000% 0.000000% 0.000000% 0.021928%
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% 0.038956% 0.000000% 0.038956%
0.000000% 0.000000% 0.054390% 0.000000% 0.054390%
180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
Totals 0.818076% 0.116868% 0.038956% 0.000000% 0.973899%
0.717358% 0.086761% 0.054390% 0.000000% 0.858509%
Delinquency Status By Groups
DELINQUENT BANKRUPTCY FORECLOSURE REO Total
<s>
1 - 30 Year Fixed 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 1 0 0 1
57,661.29 0.00 0.00 57,661.29
30 Days 8 0 0 0 8
962,684.28 0.00 0.00 0.00 962,684.28
60 Days 1 0 0 0 1
67,615.00 0.00 0.00 0.00 67,615.00
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 9 1 0 0 10
1,030,299.28 57,661.29 0.00 0.00 1,087,960.57
0-29 Days 0.085543% 0.000000% 0.000000% 0.085543%
0.041819% 0.000000% 0.000000% 0.041819%
30 Days 0.684346% 0.000000% 0.000000% 0.000000% 0.684346%
0.698190% 0.000000% 0.000000% 0.000000% 0.698190%
60 Days 0.085543% 0.000000% 0.000000% 0.000000% 0.085543%
0.049038% 0.000000% 0.000000% 0.000000% 0.049038%
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 0.769889% 0.085543% 0.000000% 0.000000% 0.855432%
0.747228% 0.041819% 0.000000% 0.000000% 0.789047%
<caption>
DELINQUENT BANKRUPTCY FORECLOSURE REO Total
<s>
2 - 30 Year Fixed 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
664,806.83 0.00 0.00 0.00 664,806.83
60 Days 0 0 0 0 0
0.00 0.00 0.00 0.00 0.00
90 Days 0 0 0 0 0
0.00 0.00 0.00 0.00 0.00
120 Days 0 0 0 0 0
0.00 0.00 0.00 0.00 0.00
150 Days 0 0 1 0 1
0.00 0.00 167,709.89 0.00 167,709.89
180 Days 0 0 0 0 0
0.00 0.00 0.00 0.00 0.00
Totals 5 0 1 0 6
664,806.83 0.00 167,709.89 0.00 832,516.72
0-29 Days 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000%
30 Days 1.116071% 0.000000% 0.000000% 0.000000% 1.116071%
0.998177% 0.000000% 0.000000% 0.000000% 0.998177%
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% 0.223214% 0.000000% 0.223214%
0.000000% 0.000000% 0.251809% 0.000000% 0.251809%
180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
Totals 1.116071% 0.000000% 0.223214% 0.000000% 1.339286%
0.998177% 0.000000% 0.251809% 0.000000% 1.249986%
<caption>
DELINQUENT BANKRUPTCY FORECLOSURE REO Total
<s>
3 - 30 Year Fixed 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>
4 - 15 Year Fixed 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 3 0 0 0 3
326,200.96 0.00 0.00 0.00 326,200.96
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 3 0 0 0 3
326,200.96 0.00 0.00 0.00 326,200.96
0-29 Days 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000%
30 Days 0.647948% 0.000000% 0.000000% 0.000000% 0.647948%
0.672964% 0.000000% 0.000000% 0.000000% 0.672964%
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 0.647948% 0.000000% 0.000000% 0.000000% 0.647948%
0.672964% 0.000000% 0.000000% 0.000000% 0.672964%
<caption>
DELINQUENT BANKRUPTCY FORECLOSURE REO Total
<s>
5 - 15 Year Fixed 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 2 0 0 2
209,863.47 0.00 0.00 209,863.47
30 Days 4 0 0 0 4
190,649.94 0.00 0.00 0.00 190,649.94
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 2 0 0 6
190,649.94 209,863.47 0.00 0.00 400,513.41
0-29 Days 0.439560% 0.000000% 0.000000% 0.439560%
0.507370% 0.000000% 0.000000% 0.507370%
30 Days 0.879121% 0.000000% 0.000000% 0.000000% 0.879121%
0.460919% 0.000000% 0.000000% 0.000000% 0.460919%
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 0.879121% 0.439560% 0.000000% 0.000000% 1.318681%
0.460919% 0.507370% 0.000000% 0.000000% 0.968288%
OTHER INFORMATION
<s> <c>
Current Period Class A Insufficient Funds 0.00
Principal Balance of Contaminated Properties 0.00
Periodic Advance 16,050.10
COLLATERAL STATEMENT
Collateral Description Fixed
Weighted Average Gross Coupon 6.047399%
Weighted Average Pass-Through Rate 5.789897%
Weighted Average Maturity(Stepdown Calculation ) 278
Beginning Scheduled Collateral Loan Count 2,591
Number Of Loans Paid In Full 24
Ending Scheduled Collateral Loan Count 2,567
Beginning Scheduled Collateral Balance 311,769,623.26
Ending Scheduled Collateral Balance 307,858,307.44
Ending Actual Collateral Balance at 30-Jun-2004 308,347,733.45
Monthly P &I Constant 2,165,540.16
Special Servicing Fee 0.00
Prepayment Penalties 0.00
Realized Loss Amount 0.00
Cumulative Realized Loss 0.00
Class A Non-PO Optimal Amount 5,221,615.45
Class AP Deferred Amount 0.00
Ending Scheduled Balance for Premium Loans 307,858,307.44
Scheduled Principal 594,377.30
Unscheduled Principal 3,316,938.52
Group Level Collateral Statement
Group 1 - 30 Year Fixed 2 - 30 Year Fixed 3 - 30 Year Fixed
Collateral Description Mixed Fixed Mixed Fixed Mixed Fixed
Weighted Average Coupon Rate 6.233877 6.214034 6.281809
Weighted Average Net Rate 5.983877 5.964034 6.031808
Weighted Average Maturity 346 351 352
Beginning Loan Count 1,182 453 32
Loans Paid In Full 13 5 0
Ending Loan Count 1,169 448 32
Beginning Scheduled Balance 139,717,983.11 67,405,285.67 14,029,606.52
Ending scheduled Balance 137,759,952.37 66,548,691.82 14,013,947.28
Record Date 06/30/2004 06/30/2004 06/30/2004
Principal And Interest Constant 874,988.32 417,676.87 87,329.01
Scheduled Principal 149,167.74 68,627.91 13,886.25
Unscheduled Principal 1,808,863.00 787,965.94 1,772.99
Scheduled Interest 725,820.58 349,048.96 73,442.76
Servicing Fees 29,107.90 14,042.77 2,922.85
Master Servicing Fees 0.00 0.00 0.00
Trustee Fee 873.24 421.28 87.69
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 695,839.44 334,584.91 70,432.22
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 5.976377 5.956534 6.024309
Group Level Collateral Statement
Group 4 - 15 Year Fixed 5 - 15 Year Fixed Total
Collateral Description Mixed Fixed Mixed Fixed Fixed
Weighted Average Coupon Rate 5.286153 5.964525 6.047399
Weighted Average Net Rate 5.036153 5.714525 5.797398
Weighted Average Maturity 169 169 278
Beginning Loan Count 465 459 2,591
Loans Paid In Full 2 4 24
Ending Loan Count 463 455 2,567
Beginning Scheduled Balance 48,741,967.32 41,874,780.64 311,769,623.26
Ending scheduled Balance 48,306,925.41 41,228,790.56 307,858,307.44
Record Date 06/30/2004 06/30/2004 06/30/2004
Principal And Interest Constant 414,346.39 371,199.57 2,165,540.16
Scheduled Principal 199,631.81 163,063.59 594,377.30
Unscheduled Principal 235,410.10 482,926.49 3,316,938.52
Scheduled Interest 214,714.58 208,135.98 1,571,162.86
Servicing Fees 10,154.57 8,723.91 64,952.00
Master Servicing Fees 0.00 0.00 0.00
Trustee Fee 304.64 261.72 1,948.57
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 204,255.37 199,150.35 1,504,262.29
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 5.028653 5.707025 5.789897
Miscellaneous Reporting
Group 1 - 30 Year Fixed
CPR 14.490356%
Senior % 94.033726%
Senior Prepayment % 100.000000%
Subordinate % 5.966274%
Subordinate Prepayment % 0.000000%
Group 2 - 30 Year Fixed
CPR 13.172840%
Senior % 93.796335%
Senior Prepayment % 100.000000%
Subordinate % 6.203665%
Subordinate Prepayment % 0.000000%
Group 3 - 30 Year Fixed
CPR 0.151695%
Senior % 93.269641%
Senior Prepayment % 100.000000%
Subordinate % 6.730359%
Subordinate Prepayment % 0.000000%
Miscellaneous Reporting
Group 4 - 15 Year Fixed
CPR 5.666760%
Senior % 97.251611%
Senior Prepayment % 100.000000%
Subordinate % 2.748389%
Subordinate Prepayment % 0.000000%
Group 5 - 15 Year Fixed
CPR 13.041843%
Senior % 97.103115%
Senior Prepayment % 100.000000%
Subordinate % 2.896885%
Subordinate Prepayment % 0.000000%