-----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, WUTNv2ZcFvu6GUOIRA6B5G6TPXO0V4o5dk1UoQ6+8eFugfcSzhQPFi3Vboa0GkA1 vvtmv7ZmV0Ysje8HDk/+2A== 0001056404-04-001704.txt : 20040601 0001056404-04-001704.hdr.sgml : 20040601 20040601073207 ACCESSION NUMBER: 0001056404-04-001704 CONFORMED SUBMISSION TYPE: 8-K PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20040527 ITEM INFORMATION: Other events ITEM INFORMATION: Financial statements and exhibits FILED AS OF DATE: 20040601 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: 04839693 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 MAY 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): May 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 May 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 May 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: 5/26/04 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 May 25, 2004 distribution. EX-99.1
Credit Suisse First Boston Mortgage Securities Corp. Mortgage-Backed Pass-Through Certificates Record Date: 4/30/04 Distribution Date: 5/25/04 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% 132,528,193.51 635,030.93 8,473,524.71 I-A-2 22541SAH1 SEN 5.75000% 1,835,306.00 8,794.18 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% 32,845,500.86 177,913.14 1,385,409.48 II-A-2 22541SAM0 SEN 6.00000% 37,038,544.64 185,192.73 1,562,270.31 III-A-1 22541SAN8 SEN 7.00000% 39,459,870.64 230,182.59 2,188,449.47 IV-A-1 22541SAP3 SEN 5.00000% 38,327,859.99 159,699.43 1,012,391.39 V-A-1 22541SAQ1 SEN 5.50000% 22,808,576.51 104,539.32 636,322.45 I-X 22541SAR9 IO 5.75000% 0.00 92,127.55 0.00 D-X-1 22541SAS7 IO 7.00000% 0.00 27,728.61 0.00 D-X-2 22541SAT5 IO 5.00000% 0.00 39,512.39 0.00 I-P 22541SAU2 PO 0.00000% 326,706.83 0.00 374.30 D-P-1 22541SAV0 PO 0.00000% 395,846.76 0.00 11,280.14 D-P-2 22541SAW8 PO 0.00000% 372,928.21 0.00 1,673.91 AR 22541SBA5 RES 5.75000% 0.00 0.00 0.00 AR-L 22541SBB3 RES 5.75000% 0.00 0.00 0.00 D-B-1 22541SAX6 SUB 5.90400% 11,427,625.31 56,223.95 14,531.01 D-B-2 22541SAY4 SUB 5.90400% 2,720,862.41 13,386.65 3,459.76 D-B-3 22541SAZ1 SUB 5.90400% 3,265,035.09 16,063.98 4,151.72 D-B-4 22541SBC1 SUB 5.90400% 3,990,599.00 19,633.76 5,074.32 D-B-5 22541SBD9 SUB 5.90400% 2,720,862.41 13,386.65 3,459.76 D-B-6 22541SBE7 SUB 5.90400% 906,956.80 4,462.23 1,154.81 Totals 346,730,274.97 1,859,389.97 15,303,527.54
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses I-A1 0.00 124,054,668.80 9,108,555.64 0.00 I-A-2 0.00 1,835,306.00 8,794.18 0.00 I-A-3 0.00 15,759,000.00 75,511.88 0.00 II-A-1 0.00 31,460,091.38 1,563,322.62 0.00 II-A-2 0.00 35,476,274.32 1,747,463.04 0.00 III-A-1 0.00 37,271,421.17 2,418,632.06 0.00 IV-A-1 0.00 37,315,468.60 1,172,090.82 0.00 V-A-1 0.00 22,172,254.06 740,861.77 0.00 I-X 0.00 0.00 92,127.55 0.00 D-X-1 0.00 0.00 27,728.61 0.00 D-X-2 0.00 0.00 39,512.39 0.00 I-P 0.00 326,332.53 374.30 0.00 D-P-1 0.00 384,566.62 11,280.14 0.00 D-P-2 0.00 371,254.31 1,673.91 0.00 AR 0.00 0.00 0.00 0.00 AR-L 0.00 0.00 0.00 0.00 D-B-1 0.00 11,413,094.29 70,754.96 0.00 D-B-2 0.00 2,717,402.65 16,846.41 0.00 D-B-3 0.00 3,260,883.37 20,215.70 0.00 D-B-4 0.00 3,985,524.67 24,708.08 0.00 D-B-5 0.00 2,717,402.65 16,846.41 0.00 D-B-6 0.00 905,801.99 5,617.04 0.00 Totals 0.00 331,426,747.41 17,162,917.51 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 140,000,000.00 132,528,193.51 130,600.66 8,342,924.05 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 32,845,500.86 29,771.32 1,355,638.16 0.00 0.00 II-A-2 38,882,743.00 37,038,544.64 33,571.91 1,528,698.40 0.00 0.00 III-A-1 41,956,092.00 39,459,870.64 28,896.72 2,159,552.76 0.00 0.00 IV-A-1 40,005,655.00 38,327,859.99 134,074.69 878,316.70 0.00 0.00 V-A-1 24,550,484.00 22,808,576.51 51,123.65 585,198.81 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 329,084.75 326,706.83 351.79 22.51 0.00 0.00 D-P-1 422,802.96 395,846.76 370.70 10,909.44 0.00 0.00 D-P-2 376,255.65 372,928.21 1,524.97 148.93 0.00 0.00 AR 50.00 0.00 0.00 0.00 0.00 0.00 AR-L 50.00 0.00 0.00 0.00 0.00 0.00 D-B-1 11,456,339.00 11,427,625.31 14,531.01 0.00 0.00 0.00 D-B-2 2,727,699.00 2,720,862.41 3,459.76 0.00 0.00 0.00 D-B-3 3,273,239.00 3,265,035.09 4,151.72 0.00 0.00 0.00 D-B-4 4,000,626.00 3,990,599.00 5,074.32 0.00 0.00 0.00 D-B-5 2,727,699.00 2,720,862.41 3,459.76 0.00 0.00 0.00 D-B-6 909,235.00 906,956.80 1,154.81 0.00 0.00 0.00 Totals 363,693,282.36 346,730,274.97 442,117.79 14,861,409.76 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 8,473,524.71 124,054,668.80 0.88610478 8,473,524.71 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 1,385,409.48 31,460,091.38 0.91239125 1,385,409.48 II-A-2 1,562,270.31 35,476,274.32 0.91239125 1,562,270.31 III-A-1 2,188,449.47 37,271,421.17 0.88834349 2,188,449.47 IV-A-1 1,012,391.39 37,315,468.60 0.93275485 1,012,391.39 V-A-1 636,322.45 22,172,254.06 0.90312900 636,322.45 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 374.30 326,332.53 0.99163674 374.30 D-P-1 11,280.14 384,566.62 0.90956464 11,280.14 D-P-2 1,673.91 371,254.31 0.98670760 1,673.91 AR 0.00 0.00 0.00000000 0.00 AR-L 0.00 0.00 0.00000000 0.00 D-B-1 14,531.01 11,413,094.29 0.99622526 14,531.01 D-B-2 3,459.76 2,717,402.65 0.99622526 3,459.76 D-B-3 4,151.72 3,260,883.37 0.99622526 4,151.72 D-B-4 5,074.32 3,985,524.67 0.99622526 5,074.32 D-B-5 3,459.76 2,717,402.65 0.99622526 3,459.76 D-B-6 1,154.81 905,801.99 0.99622429 1,154.81 Totals 15,303,527.54 331,426,747.41 0.91128092 15,303,527.54
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion I-A1 140,000,000.00 946.62995364 0.93286186 59.59231464 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 34,480,922.00 952.57026074 0.86341427 39.31560067 0.00000000 II-A-2 38,882,743.00 952.57026080 0.86341414 39.31560075 0.00000000 III-A-1 41,956,092.00 940.50395923 0.68873717 51.47173288 0.00000000 IV-A-1 40,005,655.00 958.06105387 3.35139345 21.95481364 0.00000000 V-A-1 24,550,484.00 929.04793690 2.08238868 23.83654880 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 329,084.75 992.77414101 1.06899514 0.06840183 0.00000000 D-P-1 422,802.96 936.24406035 0.87676775 25.80265758 0.00000000 D-P-2 376,255.65 991.15643845 4.05301555 0.39582130 0.00000000 AR 50.00 0.00000000 0.00000000 0.00000000 0.00000000 AR-L 50.00 0.00000000 0.00000000 0.00000000 0.00000000 D-B-1 11,456,339.00 997.49364173 1.26838164 0.00000000 0.00000000 D-B-2 2,727,699.00 997.49364208 1.26838042 0.00000000 0.00000000 D-B-3 3,273,239.00 997.49364162 1.26838279 0.00000000 0.00000000 D-B-4 4,000,626.00 997.49364224 1.26838150 0.00000000 0.00000000 D-B-5 2,727,699.00 997.49364208 1.26838042 0.00000000 0.00000000 D-B-6 909,235.00 997.49437714 1.27008969 0.00000000 0.00000000 (2) Per $1,000 denomination
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 60.52517650 886.10477714 0.88610478 60.52517650 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 40.17901493 912.39124580 0.91239125 40.17901493 II-A-2 0.00000000 40.17901489 912.39124565 0.91239125 40.17901489 III-A-1 0.00000000 52.16046981 888.34348943 0.88834349 52.16046981 IV-A-1 0.00000000 25.30620708 932.75484678 0.93275485 25.30620708 V-A-1 0.00000000 25.91893708 903.12899982 0.90312900 25.91893708 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 1.13739698 991.63674403 0.99163674 1.13739698 D-P-1 0.00000000 26.67942533 909.56463503 0.90956464 26.67942533 D-P-2 0.00000000 4.44886343 986.70760160 0.98670760 4.44886343 AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR-L 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 D-B-1 0.00000000 1.26838164 996.22525922 0.99622526 1.26838164 D-B-2 0.00000000 1.26838042 996.22526166 0.99622526 1.26838042 D-B-3 0.00000000 1.26838279 996.22525883 0.99622526 1.26838279 D-B-4 0.00000000 1.26838150 996.22525825 0.99622526 1.26838150 D-B-5 0.00000000 1.26838042 996.22526166 0.99622526 1.26838042 D-B-6 0.00000000 1.27008969 996.22428745 0.99622429 1.27008969 (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% 132,528,193.51 635,030.93 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% 32,845,500.86 177,913.13 0.00 0.00 II-A-2 38,882,743.00 6.00000% 37,038,544.64 185,192.72 0.00 0.00 III-A-1 41,956,092.00 7.00000% 39,459,870.64 230,182.58 0.00 0.00 IV-A-1 40,005,655.00 5.00000% 38,327,859.99 159,699.42 0.00 0.00 V-A-1 24,550,484.00 5.50000% 22,808,576.51 104,539.31 0.00 0.00 I-X 0.00 5.75000% 19,226,618.12 92,127.55 0.00 0.00 D-X-1 0.00 7.00000% 4,753,475.62 27,728.61 0.00 0.00 D-X-2 0.00 5.00000% 9,482,972.33 39,512.38 0.00 0.00 I-P 329,084.75 0.00000% 326,706.83 0.00 0.00 0.00 D-P-1 422,802.96 0.00000% 395,846.76 0.00 0.00 0.00 D-P-2 376,255.65 0.00000% 372,928.21 0.00 0.00 0.00 AR 50.00 5.75000% 0.00 0.00 0.00 0.00 AR-L 50.00 5.75000% 0.00 0.00 0.00 0.00 D-B-1 11,456,339.00 5.90400% 11,427,625.31 56,223.95 0.00 0.00 D-B-2 2,727,699.00 5.90400% 2,720,862.41 13,386.65 0.00 0.00 D-B-3 3,273,239.00 5.90400% 3,265,035.09 16,063.98 0.00 0.00 D-B-4 4,000,626.00 5.90400% 3,990,599.00 19,633.76 0.00 0.00 D-B-5 2,727,699.00 5.90400% 2,720,862.41 13,386.65 0.00 0.00 D-B-6 909,235.00 5.90400% 906,956.80 4,462.23 0.00 0.00 Totals 363,693,282.36 1,859,389.90 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 0.00 635,030.93 0.00 124,054,668.80 I-A-2 0.00 0.00 8,794.18 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 0.00 177,913.14 0.00 31,460,091.38 II-A-2 0.00 0.00 185,192.73 0.00 35,476,274.32 III-A-1 0.00 0.00 230,182.59 0.00 37,271,421.17 IV-A-1 0.00 0.00 159,699.43 0.00 37,315,468.60 V-A-1 0.00 0.00 104,539.32 0.00 22,172,254.06 I-X 0.00 0.00 92,127.55 0.00 17,705,031.97 D-X-1 0.00 0.00 27,728.61 0.00 4,506,805.91 D-X-2 0.00 0.00 39,512.39 0.00 9,031,123.38 I-P 0.00 0.00 0.00 0.00 326,332.53 D-P-1 0.00 0.00 0.00 0.00 384,566.62 D-P-2 0.00 0.00 0.00 0.00 371,254.31 AR 0.00 0.00 0.00 0.00 0.00 AR-L 0.00 0.00 0.00 0.00 0.00 D-B-1 0.00 0.00 56,223.95 0.00 11,413,094.29 D-B-2 0.00 0.00 13,386.65 0.00 2,717,402.65 D-B-3 0.00 0.00 16,063.98 0.00 3,260,883.37 D-B-4 0.00 0.00 19,633.76 0.00 3,985,524.67 D-B-5 0.00 0.00 13,386.65 0.00 2,717,402.65 D-B-6 0.00 0.00 4,462.23 0.00 905,801.99 Totals 0.00 0.00 1,859,389.97 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% 946.62995364 4.53593521 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% 952.57026074 5.15975559 0.00000000 0.00000000 II-A-2 38,882,743.00 6.00000% 952.57026080 4.76285122 0.00000000 0.00000000 III-A-1 41,956,092.00 7.00000% 940.50395923 5.48627313 0.00000000 0.00000000 IV-A-1 40,005,655.00 5.00000% 958.06105387 3.99192114 0.00000000 0.00000000 V-A-1 24,550,484.00 5.50000% 929.04793690 4.25813642 0.00000000 0.00000000 I-X 0.00 5.75000% 937.77856636 4.49352253 0.00000000 0.00000000 D-X-1 0.00 7.00000% 934.89765534 5.45357009 0.00000000 0.00000000 D-X-2 0.00 5.00000% 921.55706951 3.83982067 0.00000000 0.00000000 I-P 329,084.75 0.00000% 992.77414101 0.00000000 0.00000000 0.00000000 D-P-1 422,802.96 0.00000% 936.24406035 0.00000000 0.00000000 0.00000000 D-P-2 376,255.65 0.00000% 991.15643845 0.00000000 0.00000000 0.00000000 AR 50.00 5.75000% 0.00000000 0.00000000 0.00000000 0.00000000 AR-L 50.00 5.75000% 0.00000000 0.00000000 0.00000000 0.00000000 D-B-1 11,456,339.00 5.90400% 997.49364173 4.90767164 0.00000000 0.00000000 D-B-2 2,727,699.00 5.90400% 997.49364208 4.90767126 0.00000000 0.00000000 D-B-3 3,273,239.00 5.90400% 997.49364162 4.90767096 0.00000000 0.00000000 D-B-4 4,000,626.00 5.90400% 997.49364224 4.90767195 0.00000000 0.00000000 D-B-5 2,727,699.00 5.90400% 997.49364208 4.90767126 0.00000000 0.00000000 D-B-6 909,235.00 5.90400% 997.49437714 4.90767513 0.00000000 0.00000000 (5) The servicing of mortgage loans by Fairbanks transferred to Wells Fargo on April 1, 2004. Servicing transfers can result in a tempo
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 4.53593521 0.00000000 886.10477714 I-A-2 0.00000000 0.00000000 4.79166962 0.00000000 1000.00000000 I-A-3 0.00000000 0.00000000 4.79166698 0.00000000 1000.00000000 II-A-1 0.00000000 0.00000000 5.15975588 0.00000000 912.39124580 II-A-2 0.00000000 0.00000000 4.76285148 0.00000000 912.39124565 III-A-1 0.00000000 0.00000000 5.48627336 0.00000000 888.34348943 IV-A-1 0.00000000 0.00000000 3.99192139 0.00000000 932.75484678 V-A-1 0.00000000 0.00000000 4.25813683 0.00000000 903.12899982 I-X 0.00000000 0.00000000 4.49352253 0.00000000 863.56318072 D-X-1 0.00000000 0.00000000 5.45357009 0.00000000 886.38348341 D-X-2 0.00000000 0.00000000 3.83982164 0.00000000 877.64630190 I-P 0.00000000 0.00000000 0.00000000 0.00000000 991.63674403 D-P-1 0.00000000 0.00000000 0.00000000 0.00000000 909.56463503 D-P-2 0.00000000 0.00000000 0.00000000 0.00000000 986.70760160 AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR-L 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 D-B-1 0.00000000 0.00000000 4.90767164 0.00000000 996.22525922 D-B-2 0.00000000 0.00000000 4.90767126 0.00000000 996.22526166 D-B-3 0.00000000 0.00000000 4.90767096 0.00000000 996.22525883 D-B-4 0.00000000 0.00000000 4.90767195 0.00000000 996.22525825 D-B-5 0.00000000 0.00000000 4.90767126 0.00000000 996.22526166 D-B-6 0.00000000 0.00000000 4.90767513 0.00000000 996.22428745 (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 17,243,312.06 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 18,020.69 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 17,261,332.75 Withdrawals Reimbursement for Servicer Advances 5,065.76 Payment of Service Fee 93,349.48 Payment of Interest and Principal 17,162,917.51 Total Withdrawals (Pool Distribution Amount) 17,261,332.75 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 72,235.45 External MS Fee 3,610.97 PMI Fee 15,335.95 Trust Administrator Fee 2,167.11 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 93,349.48
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 3 0 0 0 3 1,007,172.16 0.00 0.00 0.00 1,007,172.16 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 1,007,172.16 0.00 0.00 0.00 1,007,172.16 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.759494% 0.000000% 0.000000% 0.000000% 0.759494% 0.655130% 0.000000% 0.000000% 0.000000% 0.655130% 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 0.759494% 0.000000% 0.000000% 0.000000% 0.759494% 0.655130% 0.000000% 0.000000% 0.000000% 0.655130% 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 5 0 0 0 5 1,064,301.32 0.00 0.00 0.00 1,064,301.32 60 Days 1 0 0 0 1 97,850.81 0.00 0.00 0.00 97,850.81 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 6 0 0 0 6 1,162,152.13 0.00 0.00 0.00 1,162,152.13 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.106195% 0.000000% 0.000000% 0.000000% 1.106195% 1.462713% 0.000000% 0.000000% 0.000000% 1.462713% 60 Days 0.221239% 0.000000% 0.000000% 0.000000% 0.221239% 0.134480% 0.000000% 0.000000% 0.000000% 0.134480% 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 1.327434% 0.000000% 0.000000% 0.000000% 1.327434% 1.597193% 0.000000% 0.000000% 0.000000% 1.597193% 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 4 0 0 0 4 479,760.78 0.00 0.00 0.00 479,760.78 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 4 479,760.78 0.00 0.00 0.00 479,760.78 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.374570% 0.000000% 0.000000% 0.000000% 1.374570% 1.186310% 0.000000% 0.000000% 0.000000% 1.186310% 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 1.374570% 0.000000% 0.000000% 0.000000% 1.374570% 1.186310% 0.000000% 0.000000% 0.000000% 1.186310% 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 1 0 0 0 1 86,374.10 0.00 0.00 0.00 86,374.10 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 86,374.10 0.00 0.00 0.00 86,374.10 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.625000% 0.000000% 0.000000% 0.000000% 0.625000% 0.356979% 0.000000% 0.000000% 0.000000% 0.356979% 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 0.625000% 0.000000% 0.000000% 0.000000% 0.625000% 0.356979% 0.000000% 0.000000% 0.000000% 0.356979%
COLLATERAL STATEMENT Collateral Description Mixed Fixed Weighted Average Gross Coupon 6.758242% Weighted Average Net Coupon 6.508243% Weighted Average Pass-Through Rate 6.435169% Weighted Average Maturity(Stepdown Calculation ) 357 Beginning Scheduled Collateral Loan Count 1,431 Number Of Loans Paid In Full 54 Ending Scheduled Collateral Loan Count 1,377 Beginning Scheduled Collateral Balance 346,730,273.41 Ending Scheduled Collateral Balance 331,426,747.41 Ending Actual Collateral Balance at 30-Apr-2004 331,701,269.19 Monthly P &I Constant 2,394,855.62 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Class A Optimal Amount 17,007,928.83 Ending Scheduled Balance for Premium Loans 331,426,747.41 Scheduled Principal 442,116.24 Unscheduled Principal 14,861,409.76
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 6.743649 6.690968 7.784456 Weighted Average Net Rate 6.493649 6.440968 7.534456 Weighted Average Maturity 353 352 352 Beginning Loan Count 413 468 305 Loans Paid In Full 18 16 14 Ending Loan Count 395 452 291 Beginning Scheduled Balance 162,133,123.06 75,693,262.23 42,610,350.65 Ending scheduled Balance 153,649,059.50 72,729,569.61 40,419,412.71 Record Date 04/30/2004 04/30/2004 04/30/2004 Principal And Interest Constant 1,052,257.75 490,676.20 307,621.94 Scheduled Principal 141,117.00 68,625.19 31,206.61 Unscheduled Principal 8,342,946.56 2,895,067.43 2,159,731.33 Scheduled Interest 911,140.75 422,051.01 276,415.33 Servicing Fees 33,777.74 15,769.45 8,877.17 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 1,013.35 473.09 266.31 FRY Amount 0.00 0.00 0.00 Special Hazard Fee 0.00 0.00 0.00 Other Fee 8,899.65 4,476.37 1,108.99 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 867,450.01 401,332.10 266,162.86 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 6.420280 6.362502 7.495725
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 5.879815 6.765915 6.758242 Weighted Average Net Rate 5.629816 6.515917 6.508243 Weighted Average Maturity 172 172 357 Beginning Loan Count 81 164 1,431 Loans Paid In Full 2 4 54 Ending Loan Count 79 160 1,377 Beginning Scheduled Balance 41,505,148.37 24,788,389.10 346,730,273.41 Ending scheduled Balance 40,481,452.26 24,147,253.33 331,426,747.41 Record Date 04/30/2004 04/30/2004 04/30/2004 Principal And Interest Constant 348,662.34 195,637.39 2,394,855.62 Scheduled Principal 145,293.50 55,873.94 442,116.24 Unscheduled Principal 878,402.61 585,261.83 14,861,409.76 Scheduled Interest 203,368.84 139,763.45 1,952,739.38 Servicing Fees 8,646.88 5,164.21 72,235.45 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 259.42 154.94 2,167.11 FRY Amount 0.00 0.00 0.00 Special Hazard Fee 0.00 0.00 0.00 Other Fee 4,210.30 251.61 18,946.92 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 190,252.24 134,192.69 1,859,389.90 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 5.500586 6.496235 6.435169
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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