-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, Q7jNrODUiZefZSL4+jpZRLBIpueDUn47xb9AKqwm4eO+Y/S9PXEnKUVNMgF9+Pvd COc95pNhDTZ7m8nXK5rWxQ== 0001056404-04-001418.txt : 20040409 0001056404-04-001418.hdr.sgml : 20040409 20040409113200 ACCESSION NUMBER: 0001056404-04-001418 CONFORMED SUBMISSION TYPE: 8-K PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20040327 ITEM INFORMATION: Other events ITEM INFORMATION: Financial statements and exhibits FILED AS OF DATE: 20040409 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CSFB MORTGAGE BACKED PASS THRU CERT SERIES 2004-1 CENTRAL INDEX KEY: 0001282227 STANDARD INDUSTRIAL CLASSIFICATION: ASSET-BACKED SECURITIES [6189] STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 8-K SEC ACT: 1934 Act SEC FILE NUMBER: 333-107055-21 FILM NUMBER: 04726506 BUSINESS ADDRESS: STREET 1: 11 MADISON AVENUE STREET 2: 4TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10010 BUSINESS PHONE: 2123252000 8-K 1 csf04001.txt MARCH 8-K UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington D. C. 20549 Form 8-K Current Report Pursuant to Section 13 or 15(d) of The Securities Exchange Act of 1934 Date of Report (Date of earliest event reported): March 25, 2004 CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORPORATION Mortgage-Backed Pass-Through Certificates, Series 2004-1 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-107055-21 54-2144754 Pooling and Servicing Agreement) (Commission 54-2144751 (State or other File Number) 54-2144752 jurisdiction 54-2144753 of Incorporation) IRS EIN c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Road Columbia, MD 21045 (Address of principal executive offices) (Zip Code) Registrant's telephone number, including area code: (410) 884-2000 (Former name or former address, if changed since last report) ITEM 5. Other Events On March 25, 2004 a distribution was made to holders of CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORPORATION, Mortgage-Backed Pass-Through Certificates, Series 2004-1 Trust. ITEM 7. Financial Statements and Exhibits (c) Exhibits furnished in accordance with Item 601(a) of Regulation S-K Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage-Backed Pass-Through Certificates, Series 2004-1 Trust, relating to the March 25, 2004 distribution. Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized. CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORPORATION Mortgage-Backed Pass-Through Certificates, Series 2004-1 Trust By: Wells Fargo Bank, N.A. as Trust Administrator By: /s/ Beth Belfield as Assistant Vice President By: Beth Belfield as Assistant Vice President Date: 4/8/2004 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage -Backed Pass-Through Certificates, Series 2004-1 Trust, relating to the March 25, 2004 distribution. EX-99.1
Credit Suisse First Boston Mortgage Securities Corp. Mortgage-Backed Pass-Through Certificates Record Date: 2/29/2004 Distribution Date: 3/25/2004 CSF Series: 2004-1 Contact: Customer Service - CTSLink Wells Fargo Bank, N.A. Securities Administration Services 7485 New Horizon Way Frederick, MD 21703 Telephone: (301) 815-6600 Fax: (301) 815-6660 Certificateholder Distribution Summary Certificate Certificate Beginning Class Pass-Through Certificate Interest Principal Class CUSIP Description Rate Balance Distribution Distribution I-A1 22541SAG3 SEN 5.75000% 140,000,000.00 670,833.36 2,096,171.07 I-A-2 22541SAH1 SEN 5.75000% 1,835,306.00 8,794.17 0.00 I-A-3 22541SAJ7 SEN 5.75000% 15,759,000.00 75,511.88 0.00 II-A-1 22541SAL2 SEN 6.50000% 34,480,922.00 186,771.67 803,391.79 II-A-2 22541SAM0 SEN 6.00000% 38,882,743.00 194,413.72 905,952.47 III-A-1 22541SAN8 SEN 7.00000% 41,956,092.00 244,743.88 896,077.75 IV-A-1 22541SAP3 SEN 5.00000% 40,005,655.00 166,690.24 932,029.52 V-A-1 22541SAQ1 SEN 5.50000% 24,550,484.00 112,523.06 53,840.92 I-X 22541SAR9 IO 5.75000% 0.00 98,240.19 0.00 D-X-1 22541SAS7 IO 7.00000% 0.00 29,659.51 0.00 D-X-2 22541SAT5 IO 5.00000% 0.00 42,875.68 0.00 I-P 22541SAU2 PO 0.00000% 329,084.75 0.00 751.63 D-P-1 22541SAV0 PO 0.00000% 422,802.96 0.00 14,078.23 D-P-2 22541SAW8 PO 0.00000% 376,255.65 0.00 1,606.66 AR 22541SBA5 RES 5.75000% 50.00 0.25 50.00 AR-L 22541SBB3 RES 5.75000% 50.00 0.24 50.00 D-B-1 22541SAX6 SUB 5.90334% 11,456,339.00 56,358.88 14,319.41 D-B-2 22541SAY4 SUB 5.90334% 2,727,699.00 13,418.78 3,409.38 D-B-3 22541SAZ1 SUB 5.90334% 3,273,239.00 16,102.54 4,091.26 D-B-4 22541SBC1 SUB 5.90334% 4,000,626.00 19,680.88 5,000.43 D-B-5 22541SBD9 SUB 5.90334% 2,727,699.00 13,418.78 3,409.38 D-B-6 22541SBE7 SUB 5.90334% 909,235.00 4,472.94 1,136.46 Totals 363,693,282.36 1,954,510.65 5,735,366.36
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses I-A1 0.00 137,903,828.93 2,767,004.43 0.00 I-A-2 0.00 1,835,306.00 8,794.17 0.00 I-A-3 0.00 15,759,000.00 75,511.88 0.00 II-A-1 0.00 33,677,530.21 990,163.46 0.00 II-A-2 0.00 37,976,790.53 1,100,366.19 0.00 III-A-1 0.00 41,060,014.25 1,140,821.63 0.00 IV-A-1 0.00 39,073,625.48 1,098,719.76 0.00 V-A-1 0.00 24,496,643.08 166,363.98 0.00 I-X 0.00 0.00 98,240.19 0.00 D-X-1 0.00 0.00 29,659.51 0.00 D-X-2 0.00 0.00 42,875.68 0.00 I-P 0.00 328,333.12 751.63 0.00 D-P-1 0.00 408,724.73 14,078.23 0.00 D-P-2 0.00 374,648.99 1,606.66 0.00 AR 0.00 0.00 50.25 0.00 AR-L 0.00 0.00 50.24 0.00 D-B-1 0.00 11,442,019.59 70,678.29 0.00 D-B-2 0.00 2,724,289.62 16,828.16 0.00 D-B-3 0.00 3,269,147.74 20,193.80 0.00 D-B-4 0.00 3,995,625.57 24,681.31 0.00 D-B-5 0.00 2,724,289.62 16,828.16 0.00 D-B-6 0.00 908,099.21 5,609.40 0.00 Totals 0.00 357,957,916.67 7,689,877.01 0.00 All distributions required by the Pooling and Servicing Agreement have been calculated by the Certificate Administrator on behalf of the Trustee.
Principal Distribution Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Realized Class Amount Balance Distribution Distribution Accretion Loss (1) I-A1 140,000,000.00 140,000,000.00 137,065.41 1,959,105.66 0.00 0.00 I-A-2 1,835,306.00 1,835,306.00 0.00 0.00 0.00 0.00 I-A-3 15,759,000.00 15,759,000.00 0.00 0.00 0.00 0.00 II-A-1 34,480,922.00 34,480,922.00 30,737.22 772,654.57 0.00 0.00 II-A-2 38,882,743.00 38,882,743.00 34,661.12 871,291.35 0.00 0.00 III-A-1 41,956,092.00 41,956,092.00 30,148.28 865,929.46 0.00 0.00 IV-A-1 40,005,655.00 40,005,655.00 136,231.64 795,797.88 0.00 0.00 V-A-1 24,550,484.00 24,550,484.00 52,630.40 1,210.53 0.00 0.00 I-X 0.00 0.00 0.00 0.00 0.00 0.00 D-X-1 0.00 0.00 0.00 0.00 0.00 0.00 D-X-2 0.00 0.00 0.00 0.00 0.00 0.00 I-P 329,084.75 329,084.75 350.00 401.63 0.00 0.00 D-P-1 422,802.96 422,802.96 390.66 13,687.57 0.00 0.00 D-P-2 376,255.65 376,255.65 1,510.73 95.93 0.00 0.00 AR 50.00 50.00 3.27 46.73 0.00 0.00 AR-L 50.00 50.00 3.27 46.73 0.00 0.00 D-B-1 11,456,339.00 11,456,339.00 14,319.41 0.00 0.00 0.00 D-B-2 2,727,699.00 2,727,699.00 3,409.38 0.00 0.00 0.00 D-B-3 3,273,239.00 3,273,239.00 4,091.26 0.00 0.00 0.00 D-B-4 4,000,626.00 4,000,626.00 5,000.43 0.00 0.00 0.00 D-B-5 2,727,699.00 2,727,699.00 3,409.38 0.00 0.00 0.00 D-B-6 909,235.00 909,235.00 1,136.46 0.00 0.00 0.00 Totals 363,693,282.36 363,693,282.36 455,098.32 5,280,268.04 0.00 0.00 (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.
Principal Distribution Statement (continued) Total Ending Ending Total Principal Certificate Certificate Principal Class Reduction Balance Percentage Distribution I-A1 2,096,171.07 137,903,828.93 0.98502735 2,096,171.07 I-A-2 0.00 1,835,306.00 1.00000000 0.00 I-A-3 0.00 15,759,000.00 1.00000000 0.00 II-A-1 803,391.79 33,677,530.21 0.97670040 803,391.79 II-A-2 905,952.47 37,976,790.53 0.97670040 905,952.47 III-A-1 896,077.75 41,060,014.25 0.97864249 896,077.75 IV-A-1 932,029.52 39,073,625.48 0.97670256 932,029.52 V-A-1 53,840.92 24,496,643.08 0.99780693 53,840.92 I-X 0.00 0.00 0.00000000 0.00 D-X-1 0.00 0.00 0.00000000 0.00 D-X-2 0.00 0.00 0.00000000 0.00 I-P 751.63 328,333.12 0.99771600 751.63 D-P-1 14,078.23 408,724.73 0.96670262 14,078.23 D-P-2 1,606.66 374,648.99 0.99572987 1,606.66 AR 50.00 0.00 0.00000000 50.00 AR-L 50.00 0.00 0.00000000 50.00 D-B-1 14,319.41 11,442,019.59 0.99875009 14,319.41 D-B-2 3,409.38 2,724,289.62 0.99875009 3,409.38 D-B-3 4,091.26 3,269,147.74 0.99875009 4,091.26 D-B-4 5,000.43 3,995,625.57 0.99875009 5,000.43 D-B-5 3,409.38 2,724,289.62 0.99875009 3,409.38 D-B-6 1,136.46 908,099.21 0.99875083 1,136.46 Totals 5,735,366.36 357,957,916.67 0.98423021 5,735,366.36
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion I-A1 140,000,000.00 1000.00000000 0.97903864 13.99361186 0.00000000 I-A-2 1,835,306.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-A-3 15,759,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 II-A-1 34,480,922.00 1000.00000000 0.89142686 22.40817603 0.00000000 II-A-2 38,882,743.00 1000.00000000 0.89142682 22.40817604 0.00000000 III-A-1 41,956,092.00 1000.00000000 0.71856740 20.63894464 0.00000000 IV-A-1 40,005,655.00 1000.00000000 3.40530957 19.89213475 0.00000000 V-A-1 24,550,484.00 1000.00000000 2.14376222 0.04930779 0.00000000 I-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 D-X-1 0.00 0.00000000 0.00000000 0.00000000 0.00000000 D-X-2 0.00 0.00000000 0.00000000 0.00000000 0.00000000 I-P 329,084.75 1000.00000000 1.06355582 1.22044549 0.00000000 D-P-1 422,802.96 1000.00000000 0.92397650 32.37340155 0.00000000 D-P-2 376,255.65 1000.00000000 4.01516894 0.25495963 0.00000000 AR 50.00 1000.00000000 65.40000000 934.60000000 0.00000000 AR-L 50.00 1000.00000000 65.40000000 934.60000000 0.00000000 D-B-1 11,456,339.00 1000.00000000 1.24991151 0.00000000 0.00000000 D-B-2 2,727,699.00 1000.00000000 1.24991064 0.00000000 0.00000000 D-B-3 3,273,239.00 1000.00000000 1.24991178 0.00000000 0.00000000 D-B-4 4,000,626.00 1000.00000000 1.24991189 0.00000000 0.00000000 D-B-5 2,727,699.00 1000.00000000 1.24991064 0.00000000 0.00000000 D-B-6 909,235.00 1000.00000000 1.24990789 0.00000000 0.00000000
Principal Distribution Factors Statement (continued) Total Ending Ending Total Realized Principal Certificate Certificate Principal Class Loss (3) Reduction Balance Percentage Distribution I-A1 0.00000000 14.97265050 985.02734950 0.98502735 14.97265050 I-A-2 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 I-A-3 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 II-A-1 0.00000000 23.29960289 976.70039711 0.97670040 23.29960289 II-A-2 0.00000000 23.29960286 976.70039714 0.97670040 23.29960286 III-A-1 0.00000000 21.35751228 978.64248772 0.97864249 21.35751228 IV-A-1 0.00000000 23.29744432 976.70255568 0.97670256 23.29744432 V-A-1 0.00000000 2.19306959 997.80693041 0.99780693 2.19306959 I-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 D-X-1 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 D-X-2 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 I-P 0.00000000 2.28400131 997.71599869 0.99771600 2.28400131 D-P-1 0.00000000 33.29737805 966.70262195 0.96670262 33.29737805 D-P-2 0.00000000 4.27012857 995.72987143 0.99572987 4.27012857 AR 0.00000000 1,000.00000000 0.00000000 0.00000000 1,000.00000000 AR-L 0.00000000 1,000.00000000 0.00000000 0.00000000 1,000.00000000 D-B-1 0.00000000 1.24991151 998.75008849 0.99875009 1.24991151 D-B-2 0.00000000 1.24991064 998.75008936 0.99875009 1.24991064 D-B-3 0.00000000 1.24991178 998.75008822 0.99875009 1.24991178 D-B-4 0.00000000 1.24991189 998.75008811 0.99875009 1.24991189 D-B-5 0.00000000 1.24991064 998.75008936 0.99875009 1.24991064 D-B-6 0.00000000 1.24990789 998.75082899 0.99875083 1.24990789 (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.
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 I-A1 140,000,000.00 5.75000% 140,000,000.00 670,833.33 0.00 0.00 I-A-2 1,835,306.00 5.75000% 1,835,306.00 8,794.17 0.00 0.00 I-A-3 15,759,000.00 5.75000% 15,759,000.00 75,511.88 0.00 0.00 II-A-1 34,480,922.00 6.50000% 34,480,922.00 186,771.66 0.00 0.00 II-A-2 38,882,743.00 6.00000% 38,882,743.00 194,413.72 0.00 0.00 III-A-1 41,956,092.00 7.00000% 41,956,092.00 244,743.87 0.00 0.00 IV-A-1 40,005,655.00 5.00000% 40,005,655.00 166,690.23 0.00 0.00 V-A-1 24,550,484.00 5.50000% 24,550,484.00 112,523.05 0.00 0.00 I-X 0.00 5.75000% 20,502,300.66 98,240.19 0.00 0.00 D-X-1 0.00 7.00000% 5,084,487.69 29,659.51 0.00 0.00 D-X-2 0.00 5.00000% 10,290,162.86 42,875.68 0.00 0.00 I-P 329,084.75 0.00000% 329,084.75 0.00 0.00 0.00 D-P-1 422,802.96 0.00000% 422,802.96 0.00 0.00 0.00 D-P-2 376,255.65 0.00000% 376,255.65 0.00 0.00 0.00 AR 50.00 5.75000% 50.00 0.24 0.00 0.00 AR-L 50.00 5.75000% 50.00 0.24 0.00 0.00 D-B-1 11,456,339.00 5.90334% 11,456,339.00 56,358.88 0.00 0.00 D-B-2 2,727,699.00 5.90334% 2,727,699.00 13,418.78 0.00 0.00 D-B-3 3,273,239.00 5.90334% 3,273,239.00 16,102.53 0.00 0.00 D-B-4 4,000,626.00 5.90334% 4,000,626.00 19,680.88 0.00 0.00 D-B-5 2,727,699.00 5.90334% 2,727,699.00 13,418.78 0.00 0.00 D-B-6 909,235.00 5.90334% 909,235.00 4,472.94 0.00 0.00 Totals 363,693,282.36 1,954,510.56 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 I-A1 0.00 0.00 670,833.36 0.00 137,903,828.93 I-A-2 0.00 0.00 8,794.17 0.00 1,835,306.00 I-A-3 0.00 0.00 75,511.88 0.00 15,759,000.00 II-A-1 0.00 0.00 186,771.67 0.00 33,677,530.21 II-A-2 0.00 0.00 194,413.72 0.00 37,976,790.53 III-A-1 0.00 0.00 244,743.88 0.00 41,060,014.25 IV-A-1 0.00 0.00 166,690.24 0.00 39,073,625.48 V-A-1 0.00 0.00 112,523.06 0.00 24,496,643.08 I-X 0.00 0.00 98,240.19 0.00 20,165,733.66 D-X-1 0.00 0.00 29,659.51 0.00 4,991,092.42 D-X-2 0.00 0.00 42,875.68 0.00 10,179,788.54 I-P 0.00 0.00 0.00 0.00 328,333.12 D-P-1 0.00 0.00 0.00 0.00 408,724.73 D-P-2 0.00 0.00 0.00 0.00 374,648.99 AR 0.00 0.00 0.25 0.00 0.00 AR-L 0.00 0.00 0.24 0.00 0.00 D-B-1 0.00 0.00 56,358.88 0.00 11,442,019.59 D-B-2 0.00 0.00 13,418.78 0.00 2,724,289.62 D-B-3 0.00 0.00 16,102.54 0.00 3,269,147.74 D-B-4 0.00 0.00 19,680.88 0.00 3,995,625.57 D-B-5 0.00 0.00 13,418.78 0.00 2,724,289.62 D-B-6 0.00 0.00 4,472.94 0.00 908,099.21 Totals 0.00 0.00 1,954,510.65 0.00 (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.
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 I-A1 140,000,000.00 5.75000% 1000.00000000 4.79166664 0.00000000 0.00000000 I-A-2 1,835,306.00 5.75000% 1000.00000000 4.79166417 0.00000000 0.00000000 I-A-3 15,759,000.00 5.75000% 1000.00000000 4.79166698 0.00000000 0.00000000 II-A-1 34,480,922.00 6.50000% 1000.00000000 5.41666664 0.00000000 0.00000000 II-A-2 38,882,743.00 6.00000% 1000.00000000 5.00000013 0.00000000 0.00000000 III-A-1 41,956,092.00 7.00000% 1000.00000000 5.83333333 0.00000000 0.00000000 IV-A-1 40,005,655.00 5.00000% 1000.00000000 4.16666669 0.00000000 0.00000000 V-A-1 24,550,484.00 5.50000% 1000.00000000 4.58333327 0.00000000 0.00000000 I-X 0.00 5.75000% 1000.00000000 4.79166663 0.00000000 0.00000000 D-X-1 0.00 7.00000% 1000.00000000 5.83333303 0.00000000 0.00000000 D-X-2 0.00 5.00000% 1000.00000000 4.16666680 0.00000000 0.00000000 I-P 329,084.75 0.00000% 1000.00000000 0.00000000 0.00000000 0.00000000 D-P-1 422,802.96 0.00000% 1000.00000000 0.00000000 0.00000000 0.00000000 D-P-2 376,255.65 0.00000% 1000.00000000 0.00000000 0.00000000 0.00000000 AR 50.00 5.75000% 1000.00000000 4.80000000 0.00000000 0.00000000 AR-L 50.00 5.75000% 1000.00000000 4.80000000 0.00000000 0.00000000 D-B-1 11,456,339.00 5.90334% 1000.00000000 4.91944940 0.00000000 0.00000000 D-B-2 2,727,699.00 5.90334% 1000.00000000 4.91945042 0.00000000 0.00000000 D-B-3 3,273,239.00 5.90334% 1000.00000000 4.91944829 0.00000000 0.00000000 D-B-4 4,000,626.00 5.90334% 1000.00000000 4.91945011 0.00000000 0.00000000 D-B-5 2,727,699.00 5.90334% 1000.00000000 4.91945042 0.00000000 0.00000000 D-B-6 909,235.00 5.90334% 1000.00000000 4.91945427 0.00000000 0.00000000 (5) Per $1 denomination.
Interest Distribution Factors Statement (continued) Remaining Ending Non-Supported Total Unpaid Certificate/ Interest Realized Interest Interest Notional Class Shortfall Losses (6) Distribution Shortfall Balance I-A1 0.00000000 0.00000000 4.79166686 0.00000000 985.02734950 I-A-2 0.00000000 0.00000000 4.79166417 0.00000000 1000.00000000 I-A-3 0.00000000 0.00000000 4.79166698 0.00000000 1000.00000000 II-A-1 0.00000000 0.00000000 5.41666693 0.00000000 976.70039711 II-A-2 0.00000000 0.00000000 5.00000013 0.00000000 976.70039714 III-A-1 0.00000000 0.00000000 5.83333357 0.00000000 978.64248772 IV-A-1 0.00000000 0.00000000 4.16666694 0.00000000 976.70255568 V-A-1 0.00000000 0.00000000 4.58333367 0.00000000 997.80693041 I-X 0.00000000 0.00000000 4.79166663 0.00000000 983.58393989 D-X-1 0.00000000 0.00000000 5.83333303 0.00000000 981.63133128 D-X-2 0.00000000 0.00000000 4.16666680 0.00000000 989.27380242 I-P 0.00000000 0.00000000 0.00000000 0.00000000 997.71599869 D-P-1 0.00000000 0.00000000 0.00000000 0.00000000 966.70262195 D-P-2 0.00000000 0.00000000 0.00000000 0.00000000 995.72987143 AR 0.00000000 0.00000000 5.00000000 0.00000000 0.00000000 AR-L 0.00000000 0.00000000 4.80000000 0.00000000 0.00000000 D-B-1 0.00000000 0.00000000 4.91944940 0.00000000 998.75008849 D-B-2 0.00000000 0.00000000 4.91945042 0.00000000 998.75008936 D-B-3 0.00000000 0.00000000 4.91945134 0.00000000 998.75008822 D-B-4 0.00000000 0.00000000 4.91945011 0.00000000 998.75008811 D-B-5 0.00000000 0.00000000 4.91945042 0.00000000 998.75008936 D-B-6 0.00000000 0.00000000 4.91945427 0.00000000 998.75082899 (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.
CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 7,787,970.02 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 7,787,970.02 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 98,093.01 Payment of Interest and Principal 7,689,877.01 Total Withdrawals (Pool Distribution Amount) 7,787,970.02 Ending Balance 0.00
PREPAYMENT/CURTAILMENT INTEREST SHORTFALL Total Prepayment/Curtailment Interest Shortfall 0.00 Servicing Fee Support 0.00 Non-Supported Prepayment/Curtailment Interest Shortfall 0.00
SERVICING FEES Gross Servicing Fee 75,769.50 External MS Fee 3,758.67 PMI Fee 16,291.75 Trust Administrator Fee 2,273.09 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 98,093.01
Original$ Original% Current$ Currrent% Bankruptcy 142,759.00 0.03925258% 142,759.00 0.03988150% Fraud 7,273,865.66 2.00000000% 7,273,865.66 2.03204492% Special Hazard 3,636,933.00 1.00000005% 3,636,933.00 1.01602251%
Delinquency Status By Groups
DELINQUENT BANKRUPTCY FORECLOSURE REO Total G1 30Y Conf AltA No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% DELINQUENT BANKRUPTCY FORECLOSURE REO Total G2 30Y Conf AltA No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% DELINQUENT BANKRUPTCY FORECLOSURE REO Total G3 30Y Conf AltA No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% DELINQUENT BANKRUPTCY FORECLOSURE REO Total G4 15Y Jumbo AltA No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% DELINQUENT BANKRUPTCY FORECLOSURE REO Total G5 15Y Conf AltA 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%
COLLATERAL STATEMENT Collateral Description Mixed Fixed Weighted Average Gross Coupon 6.772531% Weighted Average Net Coupon 6.522531% Weighted Average Pass-Through Rate 6.448875% Weighted Average Maturity(Stepdown Calculation ) 359 Beginning Scheduled Collateral Loan Count 1,486 Number Of Loans Paid In Full 18 Ending Scheduled Collateral Loan Count 1,468 Beginning Scheduled Collateral Balance 363,693,282.36 Ending Scheduled Collateral Balance 357,957,916.67 Ending Actual Collateral Balance at 29-Feb-2004 358,253,121.68 Monthly P &I Constant 2,507,701.80 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Class A Optimal Amount 7,535,057.81 Ending Scheduled Balance for Premium Loans 357,957,916.67 Scheduled Principal 455,098.31 Unscheduled Principal 5,280,268.05
Group Level Collateral Statement Group G1 30Y Conf AltA G2 30Y Conf AltA G3 30Y Conf AltA Collateral Description Mixed Fixed Mixed Fixed Mixed Fixed Weighted Average Coupon Rate 6.758382 6.687082 7.802836 Weighted Average Net Rate 6.508382 6.437082 7.552836 Weighted Average Maturity 355 354 354 Beginning Loan Count 430 482 319 Loans Paid In Full 5 6 5 Ending Loan Count 425 476 314 Beginning Scheduled Balance 169,627,809.83 79,206,914.00 45,113,773.63 Ending scheduled Balance 167,520,606.99 77,481,295.32 44,212,783.38 Record Date 02/29/2004 02/29/2004 02/29/2004 Principal And Interest Constant 1,102,943.36 512,011.52 325,766.53 Scheduled Principal 147,602.09 70,625.58 32,420.39 Unscheduled Principal 1,959,600.75 1,654,993.10 868,569.86 Scheduled Interest 955,341.27 441,385.94 293,346.14 Servicing Fees 35,339.15 16,501.45 9,398.70 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 1,060.18 495.03 281.98 FRY Amount 0.00 0.00 0.00 Special Hazard Fee 0.00 0.00 0.00 Other Fee 9,478.75 4,781.32 1,129.80 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 909,463.19 419,608.14 282,535.66 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 6.433826 6.357144 7.515284
Group Level Collateral Statement Group G4 15Y Jumbo AltA G5 15Y Conf AltA Total Collateral Description Mixed Fixed Mixed Fixed Mixed Fixed Weighted Average Coupon Rate 5.898433 6.789599 6.772531 Weighted Average Net Rate 5.648433 6.539598 6.522531 Weighted Average Maturity 174 174 359 Beginning Loan Count 84 171 1,486 Loans Paid In Full 2 0 18 Ending Loan Count 82 171 1,468 Beginning Scheduled Balance 43,205,154.02 26,539,631.55 363,693,283.03 Ending scheduled Balance 42,262,067.29 26,481,163.69 357,957,916.67 Record Date 02/29/2004 02/29/2004 02/29/2004 Principal And Interest Constant 359,606.10 207,374.29 2,507,701.80 Scheduled Principal 147,237.17 57,213.08 455,098.31 Unscheduled Principal 795,849.56 1,254.78 5,280,268.05 Scheduled Interest 212,368.93 150,161.21 2,052,603.49 Servicing Fees 9,001.09 5,529.11 75,769.50 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 270.03 165.87 2,273.09 FRY Amount 0.00 0.00 0.00 Special Hazard Fee 0.00 0.00 0.00 Other Fee 4,407.16 253.39 20,050.42 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 198,690.65 144,212.84 1,954,510.48 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 5.518527 6.520642 6.448875
Miscellaneous Reporting Group G1 30Y Conf AltA Insurance Proceeds 0.00 Net Liquidation Proceeds 0.00 Repurchase Principal 0.00 Subsequent Losses 0.00 Subsequent Loss Recoveries 0.00 Substitution Amount 0.00 Substitution Adjustment Amount 0.00 Group G2 30Y Conf AltA Insurance Proceeds 0.00 Net Liquidation Proceeds 0.00 Repurchase Principal 0.00 Subsequent Losses 0.00 Subsequent Loss Recoveries 0.00 Substitution Amount 0.00 Substitution Adjustment Amount 0.00 Group G3 30Y Conf AltA Insurance Proceeds 0.00 Net Liquidation Proceeds 0.00 Repurchase Principal 0.00 Subsequent Losses 0.00 Subsequent Loss Recoveries 0.00 Substitution Amount 0.00 Substitution Adjustment Amount 0.00
Miscellaneous Reporting Group G4 15Y Jumbo AltA Insurance Proceeds 0.00 Net Liquidation Proceeds 0.00 Repurchase Principal 0.00 Subsequent Losses 0.00 Subsequent Loss Recoveries 0.00 Substitution Amount 0.00 Substitution Adjustment Amount 0.00 Group G5 15Y Conf AltA Insurance Proceeds 0.00 Net Liquidation Proceeds 0.00 Repurchase Principal 0.00 Subsequent Losses 0.00 Subsequent Loss Recoveries 0.00 Substitution Amount 0.00 Substitution Adjustment Amount 0.00
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