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): November 26, 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 November 26, 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
November 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 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: 11/26/04
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 November 26, 2004 distribution.
EX-99.1
Banc of America Mortgage Securities, Inc.
Mortgage Pass-Through Certificates
Record Date: 10/31/04
Distribution Date: 11/26/04
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 3.39507% 124,612,875.47 352,557.36 4,622,229.26
1-A-2 05948XXX4 SEN 3.91106% 39,649,498.59 129,226.48 1,470,707.36
1-A-3 05948XXY2 SEN 3.91106% 1,121,515.88 3,655.27 41,600.06
1-A-R 05948XXZ9 SEN 3.51702% 0.00 0.00 0.00
1-A-MR 05948XYA3 SEN 3.51702% 0.00 0.00 0.00
1-A-LR 05948XYB1 SEN 3.51702% 0.00 0.60 0.00
2-A-1 05948XYC9 SEN 4.15563% 183,774,230.61 636,414.81 4,387,030.00
2-A-2 05948XYD7 SEN 4.46963% 160,802,451.78 598,939.60 3,838,651.25
2-A-3 05948XYE5 SEN 1.65600% 0.00 0.00 0.00
2-A-4 05948XYF2 SEN 2.70700% 15,402,472.85 34,745.41 4,184,769.64
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 91,139.51 0.00
2-A-7 05948XYJ4 SEN 4.25863% 27,165,000.00 96,404.74 0.00
2-A-8 05948XYK1 SEN 4.25863% 70,403,000.00 249,850.29 0.00
2-A-9 05948XYL9 SEN 3.41400% 0.00 0.00 0.00
2-A-IO 05948XYM7 IO 0.67497% 0.00 43,723.39 0.00
3-A-1 05948XYN5 SEN 4.10876% 45,560,528.29 155,997.67 838,603.92
3-A-2 05948XYP0 SEN 4.70776% 27,674,376.10 108,570.23 509,384.79
4-A-1 05948XYQ8 SEN 4.62689% 180,390,034.47 695,537.50 1,457,357.41
B-1 05948XYR6 SUB 4.17464% 15,931,027.10 55,421.88 19,383.31
B-2 05948XYS4 SUB 4.17464% 7,646,932.46 26,602.64 9,304.04
B-3 05948XYT2 SUB 4.17464% 5,097,297.43 17,732.81 6,201.89
B-4 05948XYY1 SUB 4.17464% 1,911,486.54 6,649.80 2,325.71
B-5 05948XYZ8 SUB 4.17464% 1,911,486.54 6,649.80 2,325.71
B-6 05948XZA2 SUB 4.17464% 2,549,260.23 8,868.53 3,101.69
1-IO 05948XYV7 IO 0.30479% 0.00 44,019.30 0.00
2-IO 05948XYW5 IO 0.00115% 0.00 514.14 0.00
3-IO 05948XYX3 IO 0.01565% 0.00 984.50 0.00
SES 05948XYU9 SEN 0.00000% 0.00 187,325.08 0.00
Totals 973,934,474.34 3,657,788.14 21,392,976.04
Certificateholder Distribution Summary (continued)
Current Ending Cumulative
Realized Certificate Total Realized
Class Loss Balance Distribution Losses
<s> <c> <c> <c> <c>
1-A-1 0.00 119,990,646.20 4,974,786.62 0.00
1-A-2 0.00 38,178,791.24 1,599,933.84 0.00
1-A-3 0.00 1,079,915.82 45,255.33 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 0.60 0.00
2-A-1 0.00 179,387,200.60 5,023,444.81 0.00
2-A-2 0.00 156,963,800.53 4,437,590.85 0.00
2-A-3 0.00 0.00 0.00 0.00
2-A-4 0.00 11,217,703.21 4,219,515.05 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 91,139.51 0.00
2-A-7 0.00 27,165,000.00 96,404.74 0.00
2-A-8 0.00 70,403,000.00 249,850.29 0.00
2-A-9 0.00 0.00 0.00 0.00
2-A-IO 0.00 0.00 43,723.39 0.00
3-A-1 0.00 44,721,924.37 994,601.59 0.00
3-A-2 0.00 27,164,991.30 617,955.02 0.00
4-A-1 0.00 178,932,677.06 2,152,894.91 0.00
B-1 0.00 15,911,643.79 74,805.19 0.00
B-2 0.00 7,637,628.42 35,906.68 0.00
B-3 0.00 5,091,095.54 23,934.70 0.00
B-4 0.00 1,909,160.83 8,975.51 0.00
B-5 0.00 1,909,160.83 8,975.51 0.00
B-6 0.00 2,546,158.54 11,970.22 0.00
1-IO 0.00 0.00 44,019.30 0.00
2-IO 0.00 0.00 514.14 0.00
3-IO 0.00 0.00 984.50 0.00
SES 0.00 0.00 187,325.08 0.00
Totals 0.00 952,541,498.28 25,050,764.18 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-1 215,000,000.00 124,612,875.47 199,953.69 4,422,275.58 0.00 0.00
1-A-2 68,409,000.00 39,649,498.59 63,621.54 1,407,085.81 0.00 0.00
1-A-3 1,935,000.00 1,121,515.88 1,799.58 39,800.48 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-1 240,000,000.00 183,774,230.61 207,602.98 4,179,427.02 0.00 0.00
2-A-2 210,000,000.00 160,802,451.78 181,652.61 3,656,998.64 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 15,402,472.85 198,031.62 3,986,738.02 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 45,560,528.29 499.94 838,103.99 0.00 0.00
3-A-2 30,371,000.00 27,674,376.10 303.67 509,081.12 0.00 0.00
4-A-1 211,868,000.00 180,390,034.47 259,780.73 1,197,576.68 0.00 0.00
B-1 16,152,000.00 15,931,027.10 19,383.31 0.00 0.00 0.00
B-2 7,753,000.00 7,646,932.46 9,304.04 0.00 0.00 0.00
B-3 5,168,000.00 5,097,297.43 6,201.89 0.00 0.00 0.00
B-4 1,938,000.00 1,911,486.54 2,325.71 0.00 0.00 0.00
B-5 1,938,000.00 1,911,486.54 2,325.71 0.00 0.00 0.00
B-6 2,584,620.00 2,549,260.23 3,101.69 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 1,292,051,720.00 973,934,474.34 1,155,888.71 20,237,087.34 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 4,622,229.26 119,990,646.20 0.55809603 4,622,229.26
1-A-2 1,470,707.36 38,178,791.24 0.55809603 1,470,707.36
1-A-3 41,600.06 1,079,915.82 0.55809603 41,600.06
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 4,387,030.00 179,387,200.60 0.74744667 4,387,030.00
2-A-2 3,838,651.25 156,963,800.53 0.74744667 3,838,651.25
2-A-3 0.00 0.00 0.00000000 0.00
2-A-4 4,184,769.64 11,217,703.21 0.52321377 4,184,769.64
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-1 838,603.92 44,721,924.37 0.89443849 838,603.92
3-A-2 509,384.79 27,164,991.30 0.89443849 509,384.79
4-A-1 1,457,357.41 178,932,677.06 0.84454791 1,457,357.41
B-1 19,383.31 15,911,643.79 0.98511911 19,383.31
B-2 9,304.04 7,637,628.42 0.98511910 9,304.04
B-3 6,201.89 5,091,095.54 0.98511911 6,201.89
B-4 2,325.71 1,909,160.83 0.98511911 2,325.71
B-5 2,325.71 1,909,160.83 0.98511911 2,325.71
B-6 3,101.69 2,546,158.54 0.98511910 3,101.69
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 21,392,976.04 952,541,498.28 0.73723171 21,392,976.04
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-1 215,000,000.00 579.59476963 0.93001716 20.56872363 0.00000000
1-A-2 68,409,000.00 579.59476955 0.93001710 20.56872356 0.00000000
1-A-3 1,935,000.00 579.59477003 0.93001550 20.56872351 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-1 240,000,000.00 765.72596088 0.86501242 17.41427925 0.00000000
2-A-2 210,000,000.00 765.72596086 0.86501243 17.41427924 0.00000000
2-A-3 17,000,000.00 0.00000000 0.00000000 0.00000000 0.00000000
2-A-4 21,440,000.00 718.39892024 9.23654944 185.94860168 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 50,000,000.00 911.21056580 0.00999880 16.76207980 0.00000000
3-A-2 30,371,000.00 911.21056600 0.00999868 16.76207962 0.00000000
4-A-1 211,868,000.00 851.42652250 1.22614425 5.65246606 0.00000000
B-1 16,152,000.00 986.31916171 1.20005634 0.00000000 0.00000000
B-2 7,753,000.00 986.31916161 1.20005675 0.00000000 0.00000000
B-3 5,168,000.00 986.31916215 1.20005611 0.00000000 0.00000000
B-4 1,938,000.00 986.31916409 1.20005676 0.00000000 0.00000000
B-5 1,938,000.00 986.31916409 1.20005676 0.00000000 0.00000000
B-6 2,584,620.00 986.31916104 1.20005649 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 21.49874074 558.09602884 0.55809603 21.49874074
1-A-2 0.00000000 21.49874081 558.09602889 0.55809603 21.49874081
1-A-3 0.00000000 21.49873902 558.09603101 0.55809603 21.49873902
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 18.27929167 747.44666917 0.74744667 18.27929167
2-A-2 0.00000000 18.27929167 747.44666919 0.74744667 18.27929167
2-A-3 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
2-A-4 0.00000000 195.18515112 523.21376912 0.52321377 195.18515112
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 16.77207840 894.43848740 0.89443849 16.77207840
3-A-2 0.00000000 16.77207830 894.43848737 0.89443849 16.77207830
4-A-1 0.00000000 6.87861031 844.54791219 0.84454791 6.87861031
B-1 0.00000000 1.20005634 985.11910537 0.98511911 1.20005634
B-2 0.00000000 1.20005675 985.11910486 0.98511910 1.20005675
B-3 0.00000000 1.20005611 985.11910604 0.98511911 1.20005611
B-4 0.00000000 1.20005676 985.11910733 0.98511911 1.20005676
B-5 0.00000000 1.20005676 985.11910733 0.98511911 1.20005676
B-6 0.00000000 1.20005649 985.11910455 0.98511910 1.20005649
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 3.39507% 124,612,875.47 352,557.36 0.00 0.00
1-A-2 68,409,000.00 3.91106% 39,649,498.59 129,226.48 0.00 0.00
1-A-3 1,935,000.00 3.91106% 1,121,515.88 3,655.27 0.00 0.00
1-A-R 50.00 3.51702% 0.00 0.00 0.00 0.00
1-A-MR 25.00 3.51702% 0.00 0.00 0.00 0.00
1-A-LR 25.00 3.51702% 0.00 0.00 0.00 0.00
2-A-1 240,000,000.00 4.15563% 183,774,230.61 636,414.80 0.00 0.00
2-A-2 210,000,000.00 4.46963% 160,802,451.78 598,939.59 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% 15,402,472.85 34,745.41 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 4.25863% 27,165,000.00 96,404.74 0.00 0.00
2-A-8 70,403,000.00 4.25863% 70,403,000.00 249,850.29 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 0.67497% 77,733,472.85 43,723.39 0.00 0.00
3-A-1 50,000,000.00 4.10876% 45,560,528.29 155,997.67 0.00 0.00
3-A-2 30,371,000.00 4.70776% 27,674,376.10 108,570.23 0.00 0.00
4-A-1 211,868,000.00 4.62689% 180,390,034.47 695,537.49 0.00 0.00
B-1 16,152,000.00 4.17464% 15,931,027.10 55,421.88 0.00 0.00
B-2 7,753,000.00 4.17464% 7,646,932.46 26,602.64 0.00 0.00
B-3 5,168,000.00 4.17464% 5,097,297.43 17,732.81 0.00 0.00
B-4 1,938,000.00 4.17464% 1,911,486.54 6,649.80 0.00 0.00
B-5 1,938,000.00 4.17464% 1,911,486.54 6,649.80 0.00 0.00
B-6 2,584,620.00 4.17464% 2,549,260.23 8,868.53 0.00 0.00
1-IO 0.00 0.30479% 173,308,323.16 44,019.30 0.00 0.00
2-IO 0.00 0.00115% 538,833,719.33 514.14 0.00 0.00
3-IO 0.00 0.01565% 75,508,058.46 984.50 0.00 0.00
SES 0.00 0.00000% 973,934,475.05 0.00 0.00 0.00
Totals 1,292,051,720.00 3,470,462.42 0.00 0.00
Interest Distribution Statement (continued)
Remaining Ending
Non-Supported Total Unpaid Certificate/
Interest Realized Interest Interest Notional
Class Shortfall Losses (4) Distribution Shortfall Balance
<s> <c> <c> <c> <c> <c>
1-A-1 (0.01) 0.00 352,557.36 0.00 119,990,646.20
1-A-2 0.00 0.00 129,226.48 0.00 38,178,791.24
1-A-3 0.00 0.00 3,655.27 0.00 1,079,915.82
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 0.60 0.00 0.00
2-A-1 (0.01) 0.00 636,414.81 0.00 179,387,200.60
2-A-2 (0.01) 0.00 598,939.60 0.00 156,963,800.53
2-A-3 0.00 0.00 0.00 0.00 0.00
2-A-4 0.00 0.00 34,745.41 0.00 11,217,703.21
2-A-5 0.00 0.00 106,256.80 0.00 35,360,000.00
2-A-6 0.00 0.00 91,139.51 0.00 26,971,000.00
2-A-7 0.00 0.00 96,404.74 0.00 27,165,000.00
2-A-8 0.00 0.00 249,850.29 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 43,723.39 0.00 73,548,703.21
3-A-1 0.00 0.00 155,997.67 0.00 44,721,924.37
3-A-2 0.00 0.00 108,570.23 0.00 27,164,991.30
4-A-1 (0.01) 0.00 695,537.50 0.00 178,932,677.06
B-1 0.00 0.00 55,421.88 0.00 15,911,643.79
B-2 0.00 0.00 26,602.64 0.00 7,637,628.42
B-3 0.00 0.00 17,732.81 0.00 5,091,095.54
B-4 0.00 0.00 6,649.80 0.00 1,909,160.83
B-5 0.00 0.00 6,649.80 0.00 1,909,160.83
B-6 0.00 0.00 8,868.53 0.00 2,546,158.54
1-IO 0.00 0.00 44,019.30 0.00 167,161,070.94
2-IO 0.00 0.00 514.14 0.00 526,401,855.03
3-IO 0.00 0.00 984.50 0.00 74,160,044.80
SES 0.00 0.00 187,325.08 0.00 952,541,498.99
Totals (0.04) 0.00 3,657,788.14 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 3.39507% 579.59476963 1.63980167 0.00000000 0.00000000
1-A-2 68,409,000.00 3.91106% 579.59476955 1.88902747 0.00000000 0.00000000
1-A-3 1,935,000.00 3.91106% 579.59477003 1.88902842 0.00000000 0.00000000
1-A-R 50.00 3.51702% 0.00000000 0.00000000 0.00000000 0.00000000
1-A-MR 25.00 3.51702% 0.00000000 0.00000000 0.00000000 0.00000000
1-A-LR 25.00 3.51702% 0.00000000 0.00000000 0.00000000 0.00000000
2-A-1 240,000,000.00 4.15563% 765.72596088 2.65172833 0.00000000 0.00000000
2-A-2 210,000,000.00 4.46963% 765.72596086 2.85209329 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% 718.39892024 1.62058815 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 4.25863% 1000.00000000 3.54885846 0.00000000 0.00000000
2-A-8 70,403,000.00 4.25863% 1000.00000000 3.54885857 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 0.67497% 591.72754839 0.33283389 0.00000000 0.00000000
3-A-1 50,000,000.00 4.10876% 911.21056580 3.11995340 0.00000000 0.00000000
3-A-2 30,371,000.00 4.70776% 911.21056600 3.57479932 0.00000000 0.00000000
4-A-1 211,868,000.00 4.62689% 851.42652250 3.28288128 0.00000000 0.00000000
B-1 16,152,000.00 4.17464% 986.31916171 3.43127043 0.00000000 0.00000000
B-2 7,753,000.00 4.17464% 986.31916161 3.43127048 0.00000000 0.00000000
B-3 5,168,000.00 4.17464% 986.31916215 3.43127128 0.00000000 0.00000000
B-4 1,938,000.00 4.17464% 986.31916409 3.43126935 0.00000000 0.00000000
B-5 1,938,000.00 4.17464% 986.31916409 3.43126935 0.00000000 0.00000000
B-6 2,584,620.00 4.17464% 986.31916104 3.43127036 0.00000000 0.00000000
1-IO 0.00 0.30479% 590.66259845 0.15002484 0.00000000 0.00000000
2-IO 0.00 0.00115% 771.81960721 0.00073645 0.00000000 0.00000000
3-IO 0.00 0.01565% 913.64983436 0.01191248 0.00000000 0.00000000
SES 0.00 0.00000% 753.78907781 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 (0.00000005) 0.00000000 1.63980167 0.00000000 558.09602884
1-A-2 0.00000000 0.00000000 1.88902747 0.00000000 558.09602889
1-A-3 0.00000000 0.00000000 1.88902842 0.00000000 558.09603101
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 24.00000000 0.00000000 0.00000000
2-A-1 (0.00000004) 0.00000000 2.65172838 0.00000000 747.44666917
2-A-2 (0.00000005) 0.00000000 2.85209333 0.00000000 747.44666919
2-A-3 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
2-A-4 0.00000000 0.00000000 1.62058815 0.00000000 523.21376912
2-A-5 0.00000000 0.00000000 3.00500000 0.00000000 1000.00000000
2-A-6 0.00000000 0.00000000 3.37916688 0.00000000 1000.00000000
2-A-7 0.00000000 0.00000000 3.54885846 0.00000000 1000.00000000
2-A-8 0.00000000 0.00000000 3.54885857 0.00000000 1000.00000000
2-A-9 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
2-A-IO 0.00000000 0.00000000 0.33283389 0.00000000 559.87198619
3-A-1 0.00000000 0.00000000 3.11995340 0.00000000 894.43848740
3-A-2 0.00000000 0.00000000 3.57479932 0.00000000 894.43848737
4-A-1 (0.00000005) 0.00000000 3.28288132 0.00000000 844.54791219
B-1 0.00000000 0.00000000 3.43127043 0.00000000 985.11910537
B-2 0.00000000 0.00000000 3.43127048 0.00000000 985.11910486
B-3 0.00000000 0.00000000 3.43127128 0.00000000 985.11910604
B-4 0.00000000 0.00000000 3.43126935 0.00000000 985.11910733
B-5 0.00000000 0.00000000 3.43126935 0.00000000 985.11910733
B-6 0.00000000 0.00000000 3.43127036 0.00000000 985.11910455
1-IO 0.00000000 0.00000000 0.15002484 0.00000000 569.71177564
2-IO 0.00000000 0.00000000 0.00073645 0.00000000 754.01233888
3-IO 0.00000000 0.00000000 0.01191248 0.00000000 897.33882753
SES 0.00000000 0.00000000 0.14498265 0.00000000 737.23170962
<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% 173,308,323.16 167,161,070.94 0.00 0.00 56.97117756%
2-SES 0.00000% 538,833,719.33 526,401,855.03 0.00 0.00 75.40123389%
3-SES 0.00000% 75,508,058.46 74,160,044.80 0.00 0.00 89.73388275%
4-SES 0.00000% 186,284,374.10 184,818,528.22 0.00 0.00 84.83376645%
CERTIFICATEHOLDER ACCOUNT STATEMENT
CERTIFICATE ACCOUNT
<s> <c>
Beginning Balance 0.00
Deposits
Payments of Interest and Principal 25,092,967.99
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 25,092,967.99
Withdrawals
Reimbursement for Servicer Advances 0.00
Payment of Service Fee 42,203.81
Payment of Interest and Principal 25,050,764.18
Total Withdrawals (Pool Distribution Amount) 25,092,967.99
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 40,580.60
Trustee Fee - Wells Fargo Bank, N.A. 1,623.21
Supported Prepayment/Curtailment Interest Shortfall 0.00
Net Servicing Fee 42,203.81
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 9 0 0 0 9
4,499,754.19 0.00 0.00 0.00 4,499,754.19
60 Days 0 0 0 0 0
0.00 0.00 0.00 0.00 0.00
90 Days 1 0 0 0 1
391,839.67 0.00 0.00 0.00 391,839.67
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 10 0 1 0 11
4,891,593.86 0.00 881,250.00 0.00 5,772,843.86
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 0.481541% 0.000000% 0.000000% 0.000000% 0.481541%
0.471911% 0.000000% 0.000000% 0.000000% 0.471911%
60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
90 Days 0.053505% 0.000000% 0.000000% 0.000000% 0.053505%
0.041094% 0.000000% 0.000000% 0.000000% 0.041094%
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% 0.053505% 0.000000% 0.053505%
0.000000% 0.000000% 0.092421% 0.000000% 0.092421%
Totals 0.535045% 0.000000% 0.053505% 0.000000% 0.588550%
0.513005% 0.000000% 0.092421% 0.000000% 0.605426%
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
1,426,100.42 0.00 0.00 0.00 1,426,100.42
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
1,426,100.42 0.00 0.00 0.00 1,426,100.42
0-29 Days 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000%
30 Days 0.602410% 0.000000% 0.000000% 0.000000% 0.602410%
0.851970% 0.000000% 0.000000% 0.000000% 0.851970%
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 0.602410% 0.000000% 0.000000% 0.000000% 0.602410%
0.851970% 0.000000% 0.000000% 0.000000% 0.851970%
<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 3 0 0 0 3
1,083,065.79 0.00 0.00 0.00 1,083,065.79
60 Days 0 0 0 0 0
0.00 0.00 0.00 0.00 0.00
90 Days 1 0 0 0 1
391,839.67 0.00 0.00 0.00 391,839.67
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 4 0 1 0 5
1,474,905.46 0.00 881,250.00 0.00 2,356,155.46
0-29 Days 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000%
30 Days 0.288462% 0.000000% 0.000000% 0.000000% 0.288462%
0.205552% 0.000000% 0.000000% 0.000000% 0.205552%
60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
90 Days 0.096154% 0.000000% 0.000000% 0.000000% 0.096154%
0.074366% 0.000000% 0.000000% 0.000000% 0.074366%
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% 0.096154% 0.000000% 0.096154%
0.000000% 0.000000% 0.167250% 0.000000% 0.167250%
Totals 0.384615% 0.000000% 0.096154% 0.000000% 0.480769%
0.279918% 0.000000% 0.167250% 0.000000% 0.447167%
<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 1 0 0 0 1
474,000.00 0.00 0.00 0.00 474,000.00
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
474,000.00 0.00 0.00 0.00 474,000.00
0-29 Days 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000%
30 Days 0.757576% 0.000000% 0.000000% 0.000000% 0.757576%
0.639158% 0.000000% 0.000000% 0.000000% 0.639158%
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 0.757576% 0.000000% 0.000000% 0.000000% 0.757576%
0.639158% 0.000000% 0.000000% 0.000000% 0.639158%
<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 3 0 0 0 3
1,516,587.98 0.00 0.00 0.00 1,516,587.98
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 3 0 0 0 3
1,516,587.98 0.00 0.00 0.00 1,516,587.98
0-29 Days 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000%
30 Days 0.821918% 0.000000% 0.000000% 0.000000% 0.821918%
0.819501% 0.000000% 0.000000% 0.000000% 0.819501%
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 0.821918% 0.000000% 0.000000% 0.000000% 0.821918%
0.819501% 0.000000% 0.000000% 0.000000% 0.819501%
OTHER INFORMATION
<s> <c>
Current Period Class A Insufficient Funds 0.00
Principal Balance of Contaminated Properties 0.00
Periodic Advance 27,339.55
COLLATERAL STATEMENT
Collateral Description Mixed ARM
Weighted Average Gross Coupon 4.550255%
Weighted Average Net Coupon 4.278012%
Weighted Average Pass-Through Rate 4.276012%
Weighted Average Maturity(Stepdown Calculation ) 343
Beginning Scheduled Collateral Loan Count 1,908
Number Of Loans Paid In Full 39
Ending Scheduled Collateral Loan Count 1,869
Beginning Scheduled Collateral Balance 973,934,475.05
Ending Scheduled Collateral Balance 952,541,498.99
Ending Actual Collateral Balance at 31-Oct-2004 953,518,082.37
Monthly P &I Constant 4,848,930.93
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 952,541,498.99
Scheduled Principal 1,155,888.72
Unscheduled Principal 20,237,087.34
<caption>
Miscellaneous Reporting
Total Senior % 96.401453%
Aggregate Subordinate % 3.598547%
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 4.204065 4.540630 4.602758
Weighted Average Net Rate 3.954065 4.290630 4.352758
Weighted Average Maturity 343 344 343
Beginning Loan Count 344 1,062 134
Loans Paid In Full 12 22 2
Ending Loan Count 332 1,040 132
Beginning Scheduled Balance 173,308,323.16 538,833,719.33 75,508,058.46
Ending scheduled Balance 167,161,070.94 526,401,855.03 74,160,044.80
Record Date 10/31/2004 10/31/2004 10/31/2004
Principal And Interest Constant 885,256.58 2,647,571.21 290,449.68
Scheduled Principal 278,090.35 608,700.62 828.55
Unscheduled Principal 5,869,161.87 11,823,163.68 1,347,185.11
Scheduled Interest 607,166.23 2,038,870.59 289,621.13
Servicing Fees 36,105.87 112,257.06 15,730.86
Master Servicing Fees 0.00 0.00 0.00
Trustee Fee 288.84 898.01 125.90
FRY Amount 0.00 0.00 0.00
Special Hazard Fee 0.00 0.00 0.00
Other Fee 18,052.97 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 552,718.55 1,925,715.52 273,764.37
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 3.827065 4.288630 4.350758
Group Level Collateral Statement
Group Group 4 Total
Collateral Description 7 Year LIBOR Arm Mixed ARM
Weighted Average Coupon Rate 4.878891 4.550255
Weighted Average Net Rate 4.628891 4.278012
Weighted Average Maturity 341 343
Beginning Loan Count 368 1,908
Loans Paid In Full 3 39
Ending Loan Count 365 1,869
Beginning Scheduled Balance 186,284,374.10 973,934,475.05
Ending scheduled Balance 184,818,528.22 952,541,498.99
Record Date 10/31/2004 10/31/2004
Principal And Interest Constant 1,025,653.46 4,848,930.93
Scheduled Principal 268,269.20 1,155,888.72
Unscheduled Principal 1,197,576.68 20,237,087.34
Scheduled Interest 757,384.26 3,693,042.21
Servicing Fees 38,809.26 202,903.05
Master Servicing Fees 0.00 0.00
Trustee Fee 310.46 1,623.21
FRY Amount 0.00 0.00
Special Hazard Fee 0.00 0.00
Other Fee 0.00 18,052.97
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 718,264.54 3,470,462.98
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 4.626891 4.276012
<caption>
Miscellaneous Reporting
Group Group 1
CPR 33.906640%
Senior % 95.427552%
Senior Prepayment % 100.000000%
Subordinate % 4.572448%
Subordinate Prepayment % 0.000000%
Group Group 2
CPR 23.397604%
Senior % 96.482112%
Senior Prepayment % 100.000000%
Subordinate % 3.517888%
Subordinate Prepayment % 0.000000%
Group Group 3
CPR 19.429261%
Senior % 96.989521%
Senior Prepayment % 100.000000%
Subordinate % 3.010479%
Subordinate Prepayment % 0.000000%
<caption>
Miscellaneous Reporting
Group Group 4
CPR 7.457861%
Senior % 96.835838%
Senior Prepayment % 100.000000%
Subordinate % 3.164162%
Subordinate Prepayment % 0.000000%