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): October 25, 2004
BANC OF AMERICA MORTGAGE SECURITIES, INC.
Mortgage Pass-Through Certificates, Series 2003-J Trust
(Exact name of registrant as specified in its charter)
New York (governing law of 333-105940-14 54-2132818
Pooling and Servicing Agreement) (Commission 54-2132819
(State or other File Number) 54-2132820
jurisdiction IRS EIN
of Incorporation)
c/o Wells Fargo Bank, N.A.
9062 Old Annapolis Road
Columbia, MD 21045
(Address of principal executive offices) (Zip Code)
Registrant's telephone number, including area code: (410) 884-2000
(Former name or former address, if changed since last report)
Check the appropriate box below if the Form 8-K filing is intended to
simultaneously satisfy the filing obligation of the registrant under any
of the following provisions (see General Instruction A.2. below):
[ ] Written communications pursuant to Rule 425 under the Securities Act
(17 CFR 230.425)
[ ] Soliciting material pursuant to Rule 14a-12 under the Exchange Act
(17 CFR 240.14a-12)
[ ] Pre-commencement communications pursuant to Rule 14d-2(b) under the
Exchange Act(17 CFR 240.14d-2(b))
[ ] Pre-commencement communications pursuant to Rule 13e-4(c) under the
Exchange Act(17 CFR 240.13e-4(c))
ITEM 8.01 Other Events
On October 25, 2004 a distribution was made to holders of BANC OF AMERICA
MORTGAGE SECURITIES, INC., Mortgage Pass-Through Certificates, Series 2003-J
Trust.
ITEM 9.01 Financial Statements and Exhibits
(c) Exhibits
Exhibit Number Description
EX-99.1 Monthly report distributed to holders of
Mortgage Pass-Through Certificates,
Series 2003-J Trust, relating to the
October 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 2003-J Trust
(Registrant)
By: Wells Fargo Bank, N.A. as Trustee
By: /s/ Beth Belfield as Assistant Vice President
By: Beth Belfield as Assistant Vice President
Date: 10/25/2004
INDEX TO EXHIBITS
Exhibit Number Description
EX-99.1 Monthly report distributed to holders of Mortgage
Pass-Through Certificates, Series 2003-J Trust,
relating to the October 25, 2004 distribution.
EX-99.1
Banc of America Mortgage Securities, Inc.
Mortgage Pass-Through Certificates
Record Date: 9/30/2004
Distribution Date: 10/25/2004
BAM Series: 2003-J
Contact: Customer Service - CTSLink
Wells Fargo Bank, N.A.
Securities Administration Services
7485 New Horizon Way
Frederick, MD 21703
Telephone: (301) 815-6600
Fax: (301) 815-6660
Certificateholder Distribution Summary
Certificate Certificate Beginning
Class Pass-Through Certificate Interest Principal
Class CUSIP Description Rate Balance Distribution Distribution
<s> <c> <c> <c> <c> <c> <c>
1-A-1 05948XXW6 SEN 3.39694% 131,934,819.18 373,478.93 7,321,943.71
1-A-2 05948XXX4 SEN 3.91294% 41,979,204.86 136,885.11 2,329,706.27
1-A-3 05948XXY2 SEN 3.91294% 1,187,413.37 3,871.90 65,897.49
1-A-R 05948XXZ9 SEN 3.52227% 0.00 0.00 0.00
1-A-MR 05948XYA3 SEN 3.52227% 0.00 0.00 0.00
1-A-LR 05948XYB1 SEN 3.52227% 0.00 0.62 0.00
2-A-1 05948XYC9 SEN 4.16191% 187,669,241.89 650,885.21 3,895,011.29
2-A-2 05948XYD7 SEN 4.47591% 164,210,586.66 612,493.00 3,408,134.88
2-A-3 05948XYE5 SEN 1.65600% 0.00 0.00 0.00
2-A-4 05948XYF2 SEN 2.70700% 19,117,907.89 43,126.81 3,715,435.04
2-A-5 05948XYG0 SEN 3.60600% 35,360,000.00 106,256.80 0.00
2-A-6 05948XYH8 SEN 4.05500% 26,971,000.00 91,139.50 0.00
2-A-7 05948XYJ4 SEN 4.26491% 27,165,000.00 96,546.87 0.00
2-A-8 05948XYK1 SEN 4.26491% 70,403,000.00 250,218.64 0.00
2-A-9 05948XYL9 SEN 3.41400% 0.00 0.00 0.00
2-A-IO 05948XYM7 IO 0.72124% 0.00 48,953.68 0.00
3-A-1 05948XYN5 SEN 4.10872% 45,565,621.22 156,013.55 5,092.93
3-A-2 05948XYP0 SEN 4.70772% 27,677,469.64 108,581.42 3,093.55
4-A-1 05948XYQ8 SEN 4.62794% 182,034,025.54 702,035.49 1,643,991.07
B-1 05948XYR6 SUB 4.17857% 15,950,315.85 55,541.31 19,288.75
B-2 05948XYS4 SUB 4.17857% 7,656,191.11 26,659.97 9,258.65
B-3 05948XYT2 SUB 4.17857% 5,103,469.06 17,771.02 6,171.64
B-4 05948XYY1 SUB 4.17857% 1,913,800.90 6,664.13 2,314.36
B-5 05948XYZ8 SUB 4.17857% 1,913,800.90 6,664.13 2,314.36
B-6 05948XZA2 SUB 4.17857% 2,552,346.79 8,887.64 3,086.56
1-IO 05948XYV7 IO 0.30479% 0.00 46,490.70 0.00
2-IO 05948XYW5 IO 0.00115% 0.00 524.67 0.00
3-IO 05948XYX3 IO 0.01565% 0.00 984.61 0.00
SES 05948XYU9 SEN 0.00000% 0.00 190,691.07 0.00
Totals 996,365,214.86 3,741,366.78 22,430,740.55
Certificateholder Distribution Summary (continued)
Current Ending Cumulative
Realized Certificate Total Realized
Class Loss Balance Distribution Losses
<s> <c> <c> <c> <c>
1-A-1 0.00 124,612,875.47 7,695,422.64 0.00
1-A-2 0.00 39,649,498.59 2,466,591.38 0.00
1-A-3 0.00 1,121,515.88 69,769.39 0.00
1-A-R 0.00 0.00 0.00 0.00
1-A-MR 0.00 0.00 0.00 0.00
1-A-LR 0.00 0.00 0.62 0.00
2-A-1 0.00 183,774,230.61 4,545,896.50 0.00
2-A-2 0.00 160,802,451.78 4,020,627.88 0.00
2-A-3 0.00 0.00 0.00 0.00
2-A-4 0.00 15,402,472.85 3,758,561.85 0.00
2-A-5 0.00 35,360,000.00 106,256.80 0.00
2-A-6 0.00 26,971,000.00 91,139.50 0.00
2-A-7 0.00 27,165,000.00 96,546.87 0.00
2-A-8 0.00 70,403,000.00 250,218.64 0.00
2-A-9 0.00 0.00 0.00 0.00
2-A-IO 0.00 0.00 48,953.68 0.00
3-A-1 0.00 45,560,528.29 161,106.48 0.00
3-A-2 0.00 27,674,376.10 111,674.97 0.00
4-A-1 0.00 180,390,034.47 2,346,026.56 0.00
B-1 0.00 15,931,027.10 74,830.06 0.00
B-2 0.00 7,646,932.46 35,918.62 0.00
B-3 0.00 5,097,297.43 23,942.66 0.00
B-4 0.00 1,911,486.54 8,978.49 0.00
B-5 0.00 1,911,486.54 8,978.49 0.00
B-6 0.00 2,549,260.23 11,974.20 0.00
1-IO 0.00 0.00 46,490.70 0.00
2-IO 0.00 0.00 524.67 0.00
3-IO 0.00 0.00 984.61 0.00
SES 0.00 0.00 190,691.07 0.00
Totals 0.00 973,934,474.34 26,172,107.33 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-1 215,000,000.00 131,934,819.18 209,316.72 7,112,627.00 0.00 0.00
1-A-2 68,409,000.00 41,979,204.86 66,600.68 2,263,105.58 0.00 0.00
1-A-3 1,935,000.00 1,187,413.37 1,883.85 64,013.64 0.00 0.00
1-A-R 50.00 0.00 0.00 0.00 0.00 0.00
1-A-MR 25.00 0.00 0.00 0.00 0.00 0.00
1-A-LR 25.00 0.00 0.00 0.00 0.00 0.00
2-A-1 240,000,000.00 187,669,241.89 211,497.04 3,683,514.25 0.00 0.00
2-A-2 210,000,000.00 164,210,586.66 185,059.91 3,223,074.96 0.00 0.00
2-A-3 17,000,000.00 0.00 0.00 0.00 0.00 0.00
2-A-4 21,440,000.00 19,117,907.89 201,746.15 3,513,688.89 0.00 0.00
2-A-5 35,360,000.00 35,360,000.00 0.00 0.00 0.00 0.00
2-A-6 26,971,000.00 26,971,000.00 0.00 0.00 0.00 0.00
2-A-7 27,165,000.00 27,165,000.00 0.00 0.00 0.00 0.00
2-A-8 70,403,000.00 70,403,000.00 0.00 0.00 0.00 0.00
2-A-9 30,596,000.00 0.00 0.00 0.00 0.00 0.00
2-A-IO 0.00 0.00 0.00 0.00 0.00 0.00
3-A-1 50,000,000.00 45,565,621.22 492.56 4,600.37 0.00 0.00
3-A-2 30,371,000.00 27,677,469.64 299.19 2,794.36 0.00 0.00
4-A-1 211,868,000.00 182,034,025.54 260,005.70 1,383,985.37 0.00 0.00
B-1 16,152,000.00 15,950,315.85 19,288.75 0.00 0.00 0.00
B-2 7,753,000.00 7,656,191.11 9,258.65 0.00 0.00 0.00
B-3 5,168,000.00 5,103,469.06 6,171.64 0.00 0.00 0.00
B-4 1,938,000.00 1,913,800.90 2,314.36 0.00 0.00 0.00
B-5 1,938,000.00 1,913,800.90 2,314.36 0.00 0.00 0.00
B-6 2,584,620.00 2,552,346.79 3,086.56 0.00 0.00 0.00
1-IO 0.00 0.00 0.00 0.00 0.00 0.00
2-IO 0.00 0.00 0.00 0.00 0.00 0.00
3-IO 0.00 0.00 0.00 0.00 0.00 0.00
SES 0.00 0.00 0.00 0.00 0.00 0.00
Totals 1,292,051,720.00 996,365,214.86 1,179,336.12 21,251,404.42 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 7,321,943.71 124,612,875.47 0.57959477 7,321,943.71
1-A-2 2,329,706.27 39,649,498.59 0.57959477 2,329,706.27
1-A-3 65,897.49 1,121,515.88 0.57959477 65,897.49
1-A-R 0.00 0.00 0.00000000 0.00
1-A-MR 0.00 0.00 0.00000000 0.00
1-A-LR 0.00 0.00 0.00000000 0.00
2-A-1 3,895,011.29 183,774,230.61 0.76572596 3,895,011.29
2-A-2 3,408,134.88 160,802,451.78 0.76572596 3,408,134.88
2-A-3 0.00 0.00 0.00000000 0.00
2-A-4 3,715,435.04 15,402,472.85 0.71839892 3,715,435.04
2-A-5 0.00 35,360,000.00 1.00000000 0.00
2-A-6 0.00 26,971,000.00 1.00000000 0.00
2-A-7 0.00 27,165,000.00 1.00000000 0.00
2-A-8 0.00 70,403,000.00 1.00000000 0.00
2-A-9 0.00 0.00 0.00000000 0.00
2-A-IO 0.00 0.00 0.00000000 0.00
3-A-1 5,092.93 45,560,528.29 0.91121057 5,092.93
3-A-2 3,093.55 27,674,376.10 0.91121057 3,093.55
4-A-1 1,643,991.07 180,390,034.47 0.85142652 1,643,991.07
B-1 19,288.75 15,931,027.10 0.98631916 19,288.75
B-2 9,258.65 7,646,932.46 0.98631916 9,258.65
B-3 6,171.64 5,097,297.43 0.98631916 6,171.64
B-4 2,314.36 1,911,486.54 0.98631916 2,314.36
B-5 2,314.36 1,911,486.54 0.98631916 2,314.36
B-6 3,086.56 2,549,260.23 0.98631916 3,086.56
1-IO 0.00 0.00 0.00000000 0.00
2-IO 0.00 0.00 0.00000000 0.00
3-IO 0.00 0.00 0.00000000 0.00
SES 0.00 0.00 0.00000000 0.00
Totals 22,430,740.55 973,934,474.34 0.75378908 22,430,740.55
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-1 215,000,000.00 613.65032177 0.97356614 33.08198605 0.00000000
1-A-2 68,409,000.00 613.65032174 0.97356605 33.08198600 0.00000000
1-A-3 1,935,000.00 613.65032041 0.97356589 33.08198450 0.00000000
1-A-R 50.00 0.00000000 0.00000000 0.00000000 0.00000000
1-A-MR 25.00 0.00000000 0.00000000 0.00000000 0.00000000
1-A-LR 25.00 0.00000000 0.00000000 0.00000000 0.00000000
2-A-1 240,000,000.00 781.95517454 0.88123767 15.34797604 0.00000000
2-A-2 210,000,000.00 781.95517457 0.88123767 15.34797600 0.00000000
2-A-3 17,000,000.00 0.00000000 0.00000000 0.00000000 0.00000000
2-A-4 21,440,000.00 891.69346502 9.40980177 163.88474300 0.00000000
2-A-5 35,360,000.00 1000.00000000 0.00000000 0.00000000 0.00000000
2-A-6 26,971,000.00 1000.00000000 0.00000000 0.00000000 0.00000000
2-A-7 27,165,000.00 1000.00000000 0.00000000 0.00000000 0.00000000
2-A-8 70,403,000.00 1000.00000000 0.00000000 0.00000000 0.00000000
2-A-9 30,596,000.00 0.00000000 0.00000000 0.00000000 0.00000000
2-A-IO 0.00 0.00000000 0.00000000 0.00000000 0.00000000
3-A-1 50,000,000.00 911.31242440 0.00985120 0.09200740 0.00000000
3-A-2 30,371,000.00 911.31242435 0.00985117 0.09200751 0.00000000
4-A-1 211,868,000.00 859.18602875 1.22720609 6.53230016 0.00000000
B-1 16,152,000.00 987.51336367 1.19420196 0.00000000 0.00000000
B-2 7,753,000.00 987.51336386 1.19420224 0.00000000 0.00000000
B-3 5,168,000.00 987.51336300 1.19420279 0.00000000 0.00000000
B-4 1,938,000.00 987.51336429 1.19420021 0.00000000 0.00000000
B-5 1,938,000.00 987.51336429 1.19420021 0.00000000 0.00000000
B-6 2,584,620.00 987.51336367 1.19420263 0.00000000 0.00000000
1-IO 0.00 0.00000000 0.00000000 0.00000000 0.00000000
2-IO 0.00 0.00000000 0.00000000 0.00000000 0.00000000
3-IO 0.00 0.00000000 0.00000000 0.00000000 0.00000000
SES 0.00 0.00000000 0.00000000 0.00000000 0.00000000
<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-A-1 0.00000000 34.05555214 579.59476963 0.57959477 34.05555214
1-A-2 0.00000000 34.05555219 579.59476955 0.57959477 34.05555219
1-A-3 0.00000000 34.05555039 579.59477003 0.57959477 34.05555039
1-A-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
1-A-MR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
1-A-LR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
2-A-1 0.00000000 16.22921371 765.72596088 0.76572596 16.22921371
2-A-2 0.00000000 16.22921371 765.72596086 0.76572596 16.22921371
2-A-3 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
2-A-4 0.00000000 173.29454478 718.39892024 0.71839892 173.29454478
2-A-5 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000
2-A-6 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000
2-A-7 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000
2-A-8 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000
2-A-9 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
2-A-IO 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
3-A-1 0.00000000 0.10185860 911.21056580 0.91121057 0.10185860
3-A-2 0.00000000 0.10185868 911.21056600 0.91121057 0.10185868
4-A-1 0.00000000 7.75950625 851.42652250 0.85142652 7.75950625
B-1 0.00000000 1.19420196 986.31916171 0.98631916 1.19420196
B-2 0.00000000 1.19420224 986.31916161 0.98631916 1.19420224
B-3 0.00000000 1.19420279 986.31916215 0.98631916 1.19420279
B-4 0.00000000 1.19420021 986.31916409 0.98631916 1.19420021
B-5 0.00000000 1.19420021 986.31916409 0.98631916 1.19420021
B-6 0.00000000 1.19420263 986.31916104 0.98631916 1.19420263
1-IO 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
2-IO 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
3-IO 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
SES 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
<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-1 215,000,000.00 3.39694% 131,934,819.18 373,478.93 0.00 0.00
1-A-2 68,409,000.00 3.91294% 41,979,204.86 136,885.11 0.00 0.00
1-A-3 1,935,000.00 3.91294% 1,187,413.37 3,871.90 0.00 0.00
1-A-R 50.00 3.52227% 0.00 0.00 0.00 0.00
1-A-MR 25.00 3.52227% 0.00 0.00 0.00 0.00
1-A-LR 25.00 3.52227% 0.00 0.00 0.00 0.00
2-A-1 240,000,000.00 4.16191% 187,669,241.89 650,885.21 0.00 0.00
2-A-2 210,000,000.00 4.47591% 164,210,586.66 612,492.99 0.00 0.00
2-A-3 17,000,000.00 1.65600% 0.00 0.00 0.00 0.00
2-A-4 21,440,000.00 2.70700% 19,117,907.89 43,126.81 0.00 0.00
2-A-5 35,360,000.00 3.60600% 35,360,000.00 106,256.80 0.00 0.00
2-A-6 26,971,000.00 4.05500% 26,971,000.00 91,139.50 0.00 0.00
2-A-7 27,165,000.00 4.26491% 27,165,000.00 96,546.87 0.00 0.00
2-A-8 70,403,000.00 4.26491% 70,403,000.00 250,218.64 0.00 0.00
2-A-9 30,596,000.00 3.41400% 0.00 0.00 0.00 0.00
2-A-IO 0.00 0.72124% 81,448,907.89 48,953.68 0.00 0.00
3-A-1 50,000,000.00 4.10872% 45,565,621.22 156,013.55 0.00 0.00
3-A-2 30,371,000.00 4.70772% 27,677,469.64 108,581.42 0.00 0.00
4-A-1 211,868,000.00 4.62794% 182,034,025.54 702,035.49 0.00 0.00
B-1 16,152,000.00 4.17857% 15,950,315.85 55,541.31 0.00 0.00
B-2 7,753,000.00 4.17857% 7,656,191.11 26,659.97 0.00 0.00
B-3 5,168,000.00 4.17857% 5,103,469.06 17,771.02 0.00 0.00
B-4 1,938,000.00 4.17857% 1,913,800.90 6,664.13 0.00 0.00
B-5 1,938,000.00 4.17857% 1,913,800.90 6,664.13 0.00 0.00
B-6 2,584,620.00 4.17857% 2,552,346.79 8,887.64 0.00 0.00
1-IO 0.00 0.30479% 183,038,462.85 46,490.70 0.00 0.00
2-IO 0.00 0.00115% 549,873,686.93 524.67 0.00 0.00
3-IO 0.00 0.01565% 75,516,269.51 984.61 0.00 0.00
SES 0.00 0.00000% 996,365,215.60 0.00 0.00 0.00
Totals 1,292,051,720.00 3,550,675.08 0.00 0.00
Interest Distribution Statement (continued)
Remaining Ending
Non-Supported Total Unpaid Certificate/
Interest Realized Interest Interest Notional
Class Shortfall Losses (4) Distribution Shortfall Balance
<s> <c> <c> <c> <c> <c>
1-A-1 0.00 0.00 373,478.93 0.00 124,612,875.47
1-A-2 0.00 0.00 136,885.11 0.00 39,649,498.59
1-A-3 0.00 0.00 3,871.90 0.00 1,121,515.88
1-A-R 0.00 0.00 0.00 0.00 0.00
1-A-MR 0.00 0.00 0.00 0.00 0.00
1-A-LR 0.00 0.00 0.62 0.00 0.00
2-A-1 0.00 0.00 650,885.21 0.00 183,774,230.61
2-A-2 0.00 0.00 612,493.00 0.00 160,802,451.78
2-A-3 0.00 0.00 0.00 0.00 0.00
2-A-4 0.00 0.00 43,126.81 0.00 15,402,472.85
2-A-5 0.00 0.00 106,256.80 0.00 35,360,000.00
2-A-6 0.00 0.00 91,139.50 0.00 26,971,000.00
2-A-7 0.00 0.00 96,546.87 0.00 27,165,000.00
2-A-8 0.00 0.00 250,218.64 0.00 70,403,000.00
2-A-9 0.00 0.00 0.00 0.00 0.00
2-A-IO 0.00 0.00 48,953.68 0.00 77,733,472.85
3-A-1 0.00 0.00 156,013.55 0.00 45,560,528.29
3-A-2 0.00 0.00 108,581.42 0.00 27,674,376.10
4-A-1 0.00 0.00 702,035.49 0.00 180,390,034.47
B-1 0.00 0.00 55,541.31 0.00 15,931,027.10
B-2 0.00 0.00 26,659.97 0.00 7,646,932.46
B-3 0.00 0.00 17,771.02 0.00 5,097,297.43
B-4 0.00 0.00 6,664.13 0.00 1,911,486.54
B-5 0.00 0.00 6,664.13 0.00 1,911,486.54
B-6 0.00 0.00 8,887.64 0.00 2,549,260.23
1-IO 0.00 0.00 46,490.70 0.00 173,308,323.16
2-IO 0.00 0.00 524.67 0.00 538,833,719.33
3-IO 0.00 0.00 984.61 0.00 75,508,058.46
SES 0.00 0.00 190,691.07 0.00 973,934,475.05
Totals 0.00 0.00 3,741,366.78 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-1 215,000,000.00 3.39694% 613.65032177 1.73711130 0.00000000 0.00000000
1-A-2 68,409,000.00 3.91294% 613.65032174 2.00098101 0.00000000 0.00000000
1-A-3 1,935,000.00 3.91294% 613.65032041 2.00098191 0.00000000 0.00000000
1-A-R 50.00 3.52227% 0.00000000 0.00000000 0.00000000 0.00000000
1-A-MR 25.00 3.52227% 0.00000000 0.00000000 0.00000000 0.00000000
1-A-LR 25.00 3.52227% 0.00000000 0.00000000 0.00000000 0.00000000
2-A-1 240,000,000.00 4.16191% 781.95517454 2.71202171 0.00000000 0.00000000
2-A-2 210,000,000.00 4.47591% 781.95517457 2.91663329 0.00000000 0.00000000
2-A-3 17,000,000.00 1.65600% 0.00000000 0.00000000 0.00000000 0.00000000
2-A-4 21,440,000.00 2.70700% 891.69346502 2.01151166 0.00000000 0.00000000
2-A-5 35,360,000.00 3.60600% 1000.00000000 3.00500000 0.00000000 0.00000000
2-A-6 26,971,000.00 4.05500% 1000.00000000 3.37916651 0.00000000 0.00000000
2-A-7 27,165,000.00 4.26491% 1000.00000000 3.55409056 0.00000000 0.00000000
2-A-8 70,403,000.00 4.26491% 1000.00000000 3.55409059 0.00000000 0.00000000
2-A-9 30,596,000.00 3.41400% 0.00000000 0.00000000 0.00000000 0.00000000
2-A-IO 0.00 0.72124% 620.01041274 0.37264823 0.00000000 0.00000000
3-A-1 50,000,000.00 4.10872% 911.31242440 3.12027100 0.00000000 0.00000000
3-A-2 30,371,000.00 4.70772% 911.31242435 3.57516776 0.00000000 0.00000000
4-A-1 211,868,000.00 4.62794% 859.18602875 3.31355131 0.00000000 0.00000000
B-1 16,152,000.00 4.17857% 987.51336367 3.43866456 0.00000000 0.00000000
B-2 7,753,000.00 4.17857% 987.51336386 3.43866503 0.00000000 0.00000000
B-3 5,168,000.00 4.17857% 987.51336300 3.43866486 0.00000000 0.00000000
B-4 1,938,000.00 4.17857% 987.51336429 3.43866357 0.00000000 0.00000000
B-5 1,938,000.00 4.17857% 987.51336429 3.43866357 0.00000000 0.00000000
B-6 2,584,620.00 4.17857% 987.51336367 3.43866410 0.00000000 0.00000000
1-IO 0.00 0.30479% 623.82447716 0.15844777 0.00000000 0.00000000
2-IO 0.00 0.00115% 787.63313771 0.00075153 0.00000000 0.00000000
3-IO 0.00 0.01565% 913.74918832 0.01191381 0.00000000 0.00000000
SES 0.00 0.00000% 771.14963713 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-A-1 0.00000000 0.00000000 1.73711130 0.00000000 579.59476963
1-A-2 0.00000000 0.00000000 2.00098101 0.00000000 579.59476955
1-A-3 0.00000000 0.00000000 2.00098191 0.00000000 579.59477003
1-A-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
1-A-MR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
1-A-LR 0.00000000 0.00000000 24.80000000 0.00000000 0.00000000
2-A-1 0.00000000 0.00000000 2.71202171 0.00000000 765.72596088
2-A-2 0.00000000 0.00000000 2.91663333 0.00000000 765.72596086
2-A-3 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
2-A-4 0.00000000 0.00000000 2.01151166 0.00000000 718.39892024
2-A-5 0.00000000 0.00000000 3.00500000 0.00000000 1000.00000000
2-A-6 0.00000000 0.00000000 3.37916651 0.00000000 1000.00000000
2-A-7 0.00000000 0.00000000 3.55409056 0.00000000 1000.00000000
2-A-8 0.00000000 0.00000000 3.55409059 0.00000000 1000.00000000
2-A-9 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
2-A-IO 0.00000000 0.00000000 0.37264823 0.00000000 591.72754839
3-A-1 0.00000000 0.00000000 3.12027100 0.00000000 911.21056580
3-A-2 0.00000000 0.00000000 3.57516776 0.00000000 911.21056600
4-A-1 0.00000000 0.00000000 3.31355131 0.00000000 851.42652250
B-1 0.00000000 0.00000000 3.43866456 0.00000000 986.31916171
B-2 0.00000000 0.00000000 3.43866503 0.00000000 986.31916161
B-3 0.00000000 0.00000000 3.43866486 0.00000000 986.31916215
B-4 0.00000000 0.00000000 3.43866357 0.00000000 986.31916409
B-5 0.00000000 0.00000000 3.43866357 0.00000000 986.31916409
B-6 0.00000000 0.00000000 3.43866410 0.00000000 986.31916104
1-IO 0.00000000 0.00000000 0.15844777 0.00000000 590.66259845
2-IO 0.00000000 0.00000000 0.00075153 0.00000000 771.81960721
3-IO 0.00000000 0.00000000 0.01191381 0.00000000 913.64983436
SES 0.00000000 0.00000000 0.14758780 0.00000000 753.78907781
<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-SES 0.00000% 183,038,462.85 173,308,323.16 0.00 0.00 59.06625984%
2-SES 0.00000% 549,873,686.93 538,833,719.33 0.00 0.00 77.18196072%
3-SES 0.00000% 75,516,269.51 75,508,058.46 0.00 0.00 91.36498344%
4-SES 0.00000% 187,936,796.31 186,284,374.10 0.00 0.00 85.50660606%
CERTIFICATEHOLDER ACCOUNT STATEMENT
CERTIFICATE ACCOUNT
<s> <c>
Beginning Balance 0.00
Deposits
Payments of Interest and Principal 26,215,283.25
Liquidations, Insurance Proceeds, Reserve Funds 0.00
Proceeds from Repurchased Loans 0.00
Other Amounts (Servicer Advances) 0.00
Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00
Prepayment Penalties 0.00
Total Deposits 26,215,283.25
Withdrawals
Reimbursement for Servicer Advances 0.00
Payment of Service Fee 43,175.92
Payment of Interest and Principal 26,172,107.33
Total Withdrawals (Pool Distribution Amount) 26,215,283.25
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 41,515.22
Trustee Fee - Wells Fargo Bank, N.A. 1,660.70
Supported Prepayment/Curtailment Interest Shortfall 0.00
Net Servicing Fee 43,175.92
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 11 0 0 0 11
4,979,163.45 0.00 0.00 0.00 4,979,163.45
60 Days 1 0 0 0 1
389,469.80 0.00 0.00 0.00 389,469.80
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 1 0 1
0.00 0.00 881,250.00 0.00 881,250.00
Totals 12 0 1 0 13
5,368,633.25 0.00 881,250.00 0.00 6,249,883.25
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 0.576520% 0.000000% 0.000000% 0.000000% 0.576520%
0.510727% 0.000000% 0.000000% 0.000000% 0.510727%
60 Days 0.052411% 0.000000% 0.000000% 0.000000% 0.052411%
0.039949% 0.000000% 0.000000% 0.000000% 0.039949%
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% 0.052411% 0.000000% 0.052411%
0.000000% 0.000000% 0.090392% 0.000000% 0.090392%
Totals 0.628931% 0.000000% 0.052411% 0.000000% 0.681342%
0.550676% 0.000000% 0.090392% 0.000000% 0.641069%
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 2 0 0 0 2
822,692.03 0.00 0.00 0.00 822,692.03
60 Days 0 0 0 0 0
0.00 0.00 0.00 0.00 0.00
90 Days 0 0 0 0 0
0.00 0.00 0.00 0.00 0.00
120 Days 0 0 0 0 0
0.00 0.00 0.00 0.00 0.00
150 Days 0 0 0 0 0
0.00 0.00 0.00 0.00 0.00
180 Days 0 0 0 0 0
0.00 0.00 0.00 0.00 0.00
Totals 2 0 0 0 2
822,692.03 0.00 0.00 0.00 822,692.03
0-29 Days 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000%
30 Days 0.581395% 0.000000% 0.000000% 0.000000% 0.581395%
0.474085% 0.000000% 0.000000% 0.000000% 0.474085%
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 0.581395% 0.000000% 0.000000% 0.000000% 0.581395%
0.474085% 0.000000% 0.000000% 0.000000% 0.474085%
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 4 0 0 0 4
1,826,403.88 0.00 0.00 0.00 1,826,403.88
60 Days 1 0 0 0 1
389,469.80 0.00 0.00 0.00 389,469.80
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 1 0 1
0.00 0.00 881,250.00 0.00 881,250.00
Totals 5 0 1 0 6
2,215,873.68 0.00 881,250.00 0.00 3,097,123.68
0-29 Days 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000%
30 Days 0.376648% 0.000000% 0.000000% 0.000000% 0.376648%
0.338629% 0.000000% 0.000000% 0.000000% 0.338629%
60 Days 0.094162% 0.000000% 0.000000% 0.000000% 0.094162%
0.072211% 0.000000% 0.000000% 0.000000% 0.072211%
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% 0.094162% 0.000000% 0.094162%
0.000000% 0.000000% 0.163391% 0.000000% 0.163391%
Totals 0.470810% 0.000000% 0.094162% 0.000000% 0.564972%
0.410840% 0.000000% 0.163391% 0.000000% 0.574231%
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 1 0 0 0 1
360,000.00 0.00 0.00 0.00 360,000.00
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
360,000.00 0.00 0.00 0.00 360,000.00
0-29 Days 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000%
30 Days 0.746269% 0.000000% 0.000000% 0.000000% 0.746269%
0.476770% 0.000000% 0.000000% 0.000000% 0.476770%
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 0.746269% 0.000000% 0.000000% 0.000000% 0.746269%
0.476770% 0.000000% 0.000000% 0.000000% 0.476770%
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 4 0 0 0 4
1,970,067.54 0.00 0.00 0.00 1,970,067.54
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
1,970,067.54 0.00 0.00 0.00 1,970,067.54
0-29 Days 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000%
30 Days 1.086957% 0.000000% 0.000000% 0.000000% 1.086957%
1.056201% 0.000000% 0.000000% 0.000000% 1.056201%
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 1.086957% 0.000000% 0.000000% 0.000000% 1.086957%
1.056201% 0.000000% 0.000000% 0.000000% 1.056201%
OTHER INFORMATION
<s> <c>
Current Period Class A Insufficient Funds 0.00
Principal Balance of Contaminated Properties 0.00
Periodic Advance 30,650.71
COLLATERAL STATEMENT
Collateral Description Mixed ARM
Weighted Average Gross Coupon 4.551318%
Weighted Average Net Coupon 4.301318%
Weighted Average Pass-Through Rate 4.276354%
Weighted Average Maturity (Stepdown Calculation) 344
Beginning Scheduled Collateral Loan Count 1,953
Number Of Loans Paid In Full 45
Ending Scheduled Collateral Loan Count 1,908
Beginning Scheduled Collateral Balance 996,365,215.60
Ending Scheduled Collateral Balance 973,934,475.05
Ending Actual Collateral Balance at 30-Sep-2004 974,916,326.28
Monthly P &I Constant 4,958,315.04
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 973,934,475.05
Scheduled Principal 1,179,336.13
Unscheduled Principal 21,251,404.42
Miscellaneous Reporting
Total Senior % 96.478207%
Aggregate Subordinate % 3.521793%
Group Level Collateral Statement
Group Group 1 Group 2 Group 3
Collateral Description 3 Year LIBOR Arm 5 Year LIBOR Arm 5 Year LIBOR Arm
Weighted Average Coupon Rate 4.205940 4.546909 4.602717
Weighted Average Net Rate 3.955940 4.296909 4.352717
Weighted Average Maturity 344 345 344
Beginning Loan Count 363 1,085 134
Loans Paid In Full 19 23 0
Ending Loan Count 344 1,062 134
Beginning Scheduled Balance 183,038,462.85 549,873,686.93 75,516,269.51
Ending scheduled Balance 173,308,323.16 538,833,719.33 75,508,058.46
Record Date 09/30/2004 09/30/2004 09/30/2004
Principal And Interest Constant 931,934.19 2,703,210.71 290,466.36
Scheduled Principal 290,393.47 619,689.50 816.32
Unscheduled Principal 9,439,746.22 10,420,278.10 7,394.73
Scheduled Interest 641,540.72 2,083,521.21 289,650.04
Servicing Fees 38,133.00 114,557.08 15,732.55
Master Servicing Fees 0.00 0.00 0.00
Trustee Fee 305.07 916.50 125.90
FRY Amount 0.00 0.00 0.00
Special Hazard Fee 0.00 0.00 0.00
Other Fee 19,066.51 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 584,036.14 1,968,047.63 273,791.59
Realized Loss Amount 0.00 0.00 0.00
Cumulative Realized Loss 0.00 0.00 0.00
Percentage of Cumulative Losses 0.0000 0.0000 0.0000
Prepayment Penalties 0.00 0.00 0.00
Special Servicing Fee 0.00 0.00 0.00
Pass-Through Rate 3.828940 4.294909 4.350717
Group Level Collateral Statement
Group Group 4 Total
Collateral Description 7 Year LIBOR Arm Mixed ARM
Weighted Average Coupon Rate 4.879940 4.551318
Weighted Average Net Rate 4.629940 4.301318
Weighted Average Maturity 342 344
Beginning Loan Count 371 1,953
Loans Paid In Full 3 45
Ending Loan Count 368 1,908
Beginning Scheduled Balance 187,936,796.31 996,365,215.60
Ending scheduled Balance 186,284,374.10 973,934,475.05
Record Date 09/30/2004 09/30/2004
Principal And Interest Constant 1,032,703.78 4,958,315.04
Scheduled Principal 268,436.84 1,179,336.13
Unscheduled Principal 1,383,985.37 21,251,404.42
Scheduled Interest 764,266.94 3,778,978.91
Servicing Fees 39,153.47 207,576.10
Master Servicing Fees 0.00 0.00
Trustee Fee 313.23 1,660.70
FRY Amount 0.00 0.00
Special Hazard Fee 0.00 0.00
Other Fee 0.00 19,066.51
Pool Insurance Fee 0.00 0.00
Spread Fee 1 0.00 0.00
Spread Fee 2 0.00 0.00
Spread Fee 3 0.00 0.00
Net Interest 724,800.24 3,550,675.60
Realized Loss Amount 0.00 0.00
Cumulative Realized Loss 0.00 0.00
Percentage of Cumulative Losses 0.0000 0.0000
Prepayment Penalties 0.00 0.00
Special Servicing Fee 0.00 0.00
Pass-Through Rate 4.627940 4.276354
Miscellaneous Reporting
Group Group 1
CPR 47.082481%
Senior % 95.663739%
Senior Prepayment % 100.000000%
Subordinate % 4.336261%
Subordinate Prepayment % 0.000000%
Group Group 2
CPR 20.534528%
Senior % 96.548853%
Senior Prepayment % 100.000000%
Subordinate % 3.451147%
Subordinate Prepayment % 0.000000%
Group Group 3
CPR 0.117445%
Senior % 96.989816%
Senior Prepayment % 100.000000%
Subordinate % 3.010184%
Subordinate Prepayment % 0.000000%
Miscellaneous Reporting
Group Group 4
CPR 8.499297%
Senior % 96.859172%
Senior Prepayment % 100.000000%
Subordinate % 3.140828%
Subordinate Prepayment % 0.000000%