-----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, DSiBrVlnNZ9/GtyLFU9y29Dk8zMIU2zeozX0aFVv0skeV0hjauZpsqbVlgDvBxgu rXHNFlifCtGKzmGxzU/rDw== 0001056404-04-002549.txt : 20040804 0001056404-04-002549.hdr.sgml : 20040804 20040804144721 ACCESSION NUMBER: 0001056404-04-002549 CONFORMED SUBMISSION TYPE: 8-K PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20040727 ITEM INFORMATION: Other events ITEM INFORMATION: Financial statements and exhibits FILED AS OF DATE: 20040804 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: 04951283 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 JULY 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): July 26, 2004 CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORPORATION Mortgage-Backed P/T 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 July 26, 2004 a distribution was made to holders of CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORPORATION, Mortgage-Backed P/T 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 P/T Certificates, Series 2004-1 Trust, relating to the July 26, 2004 distribution. Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized. CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORPORATION Mortgage-Backed P/T Certificates, Series 2004-1 Trust By: Wells Fargo Bank, N.A. as Trustee By: /s/ Beth Belfield as Assistant Vice President By: Beth Belfield as Assistant Vice President Date: 8/4/04 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage-Backed P/T Certificates, Series 2004-1 Trust, relating to the July 26, 2004 distribution. EX-99.1
Credit Suisse First Boston Mortgage Securities Corp. Mortgage-Backed Pass-Through Certificates Record Date: 6/30/04 Distribution Date: 7/26/04 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% 116,720,254.62 557,404.58 6,156,039.72 I-A-2 22541SAH1 SEN 5.75000% 1,835,306.00 8,764.61 0.00 I-A-3 22541SAJ7 SEN 5.75000% 15,759,000.00 75,258.05 0.00 II-A-1 22541SAL2 SEN 6.50000% 30,463,532.20 165,010.81 1,058,903.63 II-A-2 22541SAM0 SEN 6.00000% 34,352,494.79 171,762.49 1,194,082.85 III-A-1 22541SAN8 SEN 7.00000% 36,329,708.31 211,923.31 2,418,792.32 IV-A-1 22541SAP3 SEN 5.00000% 35,723,946.74 148,849.79 137,760.02 V-A-1 22541SAQ1 SEN 5.50000% 22,002,127.33 100,843.09 1,224,509.84 I-X 22541SAR9 IO 5.75000% 0.00 79,357.97 0.00 D-X-1 22541SAS7 IO 7.00000% 0.00 25,762.23 0.00 D-X-2 22541SAT5 IO 5.00000% 0.00 36,491.25 0.00 I-P 22541SAU2 PO 0.00000% 322,582.38 0.00 7,397.19 D-P-1 22541SAV0 PO 0.00000% 373,728.30 0.00 19,254.39 D-P-2 22541SAW8 PO 0.00000% 369,662.82 0.00 1,634.11 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 5.90469% 11,398,377.41 55,897.96 14,933.44 D-B-2 22541SAY4 SUB 5.90469% 2,713,898.63 13,309.03 3,555.58 D-B-3 22541SAZ1 SUB 5.90469% 3,256,678.55 15,970.84 4,266.70 D-B-4 22541SBC1 SUB 5.90469% 3,980,385.44 19,519.92 5,214.85 D-B-5 22541SBD9 SUB 5.90469% 2,713,898.63 13,309.03 3,555.58 D-B-6 22541SBE7 SUB 5.90469% 904,633.98 4,275.46 1,185.19 Totals 319,220,216.13 1,703,710.42 12,251,085.41
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses I-A1 0.00 110,564,214.90 6,713,444.30 0.00 I-A-2 0.00 1,835,306.00 8,764.61 0.00 I-A-3 0.00 15,759,000.00 75,258.05 0.00 II-A-1 0.00 29,404,628.57 1,223,914.44 0.00 II-A-2 0.00 33,158,411.94 1,365,845.34 0.00 III-A-1 0.00 33,910,915.98 2,630,715.63 0.00 IV-A-1 0.00 35,586,186.72 286,609.81 0.00 V-A-1 0.00 20,777,617.49 1,325,352.93 0.00 I-X 0.00 0.00 79,357.97 0.00 D-X-1 0.00 0.00 25,762.23 0.00 D-X-2 0.00 0.00 36,491.25 0.00 I-P 0.00 315,185.20 7,397.19 0.00 D-P-1 0.00 354,473.92 19,254.39 0.00 D-P-2 0.00 368,028.71 1,634.11 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 11,383,443.96 70,831.40 0.00 D-B-2 0.00 2,710,343.05 16,864.61 0.00 D-B-3 0.00 3,252,411.85 20,237.54 0.00 D-B-4 0.00 3,975,170.59 24,734.77 0.00 D-B-5 0.00 2,710,343.05 16,864.61 0.00 D-B-6 0.00 903,448.79 5,460.65 0.00 Totals 0.00 306,969,130.72 13,954,795.83 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 140,000,000.00 116,720,254.62 121,341.91 6,034,697.81 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 30,463,532.20 28,102.32 1,030,801.31 0.00 0.00 II-A-2 38,882,743.00 34,352,494.79 31,689.85 1,162,393.00 0.00 0.00 III-A-1 41,956,092.00 36,329,708.31 27,019.24 2,391,773.09 0.00 0.00 IV-A-1 40,005,655.00 35,723,946.74 129,436.84 8,323.17 0.00 0.00 V-A-1 24,550,484.00 22,002,127.33 50,794.22 1,173,715.61 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 329,084.75 322,582.38 351.88 7,045.30 0.00 0.00 D-P-1 422,802.96 373,728.30 354.31 18,900.07 0.00 0.00 D-P-2 376,255.65 369,662.82 1,538.95 95.16 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 11,398,377.41 14,933.44 0.00 0.00 0.00 D-B-2 2,727,699.00 2,713,898.63 3,555.58 0.00 0.00 0.00 D-B-3 3,273,239.00 3,256,678.55 4,266.70 0.00 0.00 0.00 D-B-4 4,000,626.00 3,980,385.44 5,214.85 0.00 0.00 0.00 D-B-5 2,727,699.00 2,713,898.63 3,555.58 0.00 0.00 0.00 D-B-6 909,235.00 904,633.98 1,185.19 0.00 0.00 0.00 Totals 363,693,282.36 319,220,216.13 423,340.86 11,827,744.52 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 6,156,039.72 110,564,214.90 0.78974439 6,156,039.72 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 1,058,903.63 29,404,628.57 0.85277965 1,058,903.63 II-A-2 1,194,082.85 33,158,411.94 0.85277965 1,194,082.85 III-A-1 2,418,792.32 33,910,915.98 0.80824773 2,418,792.32 IV-A-1 137,760.02 35,586,186.72 0.88952891 137,760.02 V-A-1 1,224,509.84 20,777,617.49 0.84632211 1,224,509.84 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 7,397.19 315,185.20 0.95776301 7,397.19 D-P-1 19,254.39 354,473.92 0.83839035 19,254.39 D-P-2 1,634.11 368,028.71 0.97813471 1,634.11 AR 0.00 0.00 0.00000000 0.00 AR-L 0.00 0.00 0.00000000 0.00 D-B-1 14,933.44 11,383,443.96 0.99363714 14,933.44 D-B-2 3,555.58 2,710,343.05 0.99363715 3,555.58 D-B-3 4,266.70 3,252,411.85 0.99363714 4,266.70 D-B-4 5,214.85 3,975,170.59 0.99363714 5,214.85 D-B-5 3,555.58 2,710,343.05 0.99363715 3,555.58 D-B-6 1,185.19 903,448.79 0.99363618 1,185.19 Totals 12,251,085.41 306,969,130.72 0.84403300 12,251,085.41
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion I-A1 140,000,000.00 833.71610443 0.86672793 43.10498436 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 34,480,922.00 883.48949022 0.81501069 29.89483025 0.00000000 II-A-2 38,882,743.00 883.48949018 0.81501066 29.89483021 0.00000000 III-A-1 41,956,092.00 865.89828981 0.64398848 57.00657464 0.00000000 IV-A-1 40,005,655.00 892.97242452 3.23546359 0.20804984 0.00000000 V-A-1 24,550,484.00 896.19933073 2.06897021 47.80824728 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 329,084.75 980.24104733 1.06926863 21.40877084 0.00000000 D-P-1 422,802.96 883.93018819 0.83800265 44.70183936 0.00000000 D-P-2 376,255.65 982.47779136 4.09017114 0.25291315 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 11,456,339.00 994.94065338 1.30350891 0.00000000 0.00000000 D-B-2 2,727,699.00 994.94065511 1.30350893 0.00000000 0.00000000 D-B-3 3,273,239.00 994.94065359 1.30351007 0.00000000 0.00000000 D-B-4 4,000,626.00 994.94065179 1.30350850 0.00000000 0.00000000 D-B-5 2,727,699.00 994.94065511 1.30350893 0.00000000 0.00000000 D-B-6 909,235.00 994.93968006 1.30350239 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 43.97171229 789.74439214 0.78974439 43.97171229 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 30.70984094 852.77964928 0.85277965 30.70984094 II-A-2 0.00000000 30.70984087 852.77964932 0.85277965 30.70984087 III-A-1 0.00000000 57.65056288 808.24772669 0.80824773 57.65056288 IV-A-1 0.00000000 3.44351367 889.52891085 0.88952891 3.44351367 V-A-1 0.00000000 49.87721790 846.32211283 0.84632211 49.87721790 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 22.47806986 957.76300786 0.95776301 22.47806986 D-P-1 0.00000000 45.53986566 838.39034618 0.83839035 45.53986566 D-P-2 0.00000000 4.34308428 978.13470708 0.97813471 4.34308428 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 1.30350891 993.63714359 0.99363714 1.30350891 D-B-2 0.00000000 1.30350893 993.63714618 0.99363715 1.30350893 D-B-3 0.00000000 1.30351007 993.63714351 0.99363714 1.30351007 D-B-4 0.00000000 1.30350850 993.63714329 0.99363714 1.30350850 D-B-5 0.00000000 1.30350893 993.63714618 0.99363715 1.30350893 D-B-6 0.00000000 1.30350239 993.63617767 0.99363618 1.30350239 (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% 116,720,254.62 559,284.55 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% 30,463,532.20 165,010.80 0.00 0.00 II-A-2 38,882,743.00 6.00000% 34,352,494.79 171,762.47 0.00 0.00 III-A-1 41,956,092.00 7.00000% 36,329,708.31 211,923.30 0.00 0.00 IV-A-1 40,005,655.00 5.00000% 35,723,946.74 148,849.78 0.00 0.00 V-A-1 24,550,484.00 5.50000% 22,002,127.33 100,843.08 0.00 0.00 I-X 0.00 5.75000% 16,561,662.20 79,357.96 0.00 0.00 D-X-1 0.00 7.00000% 4,416,382.70 25,762.23 0.00 0.00 D-X-2 0.00 5.00000% 8,757,899.12 36,491.25 0.00 0.00 I-P 329,084.75 0.00000% 322,582.38 0.00 0.00 0.00 D-P-1 422,802.96 0.00000% 373,728.30 0.00 0.00 0.00 D-P-2 376,255.65 0.00000% 369,662.82 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 5.90469% 11,398,377.41 56,086.52 0.00 0.00 D-B-2 2,727,699.00 5.90469% 2,713,898.63 13,353.93 0.00 0.00 D-B-3 3,273,239.00 5.90469% 3,256,678.55 16,024.72 0.00 0.00 D-B-4 4,000,626.00 5.90469% 3,980,385.44 19,585.77 0.00 0.00 D-B-5 2,727,699.00 5.90469% 2,713,898.63 13,353.93 0.00 0.00 D-B-6 909,235.00 5.90469% 904,633.98 4,451.32 0.00 0.00 Totals 363,693,282.36 1,706,447.66 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 1,879.97 0.00 557,404.58 0.00 110,564,214.90 I-A-2 29.56 0.00 8,764.61 0.00 1,835,306.00 I-A-3 253.82 0.00 75,258.05 0.00 15,759,000.00 II-A-1 0.00 0.00 165,010.81 0.00 29,404,628.57 II-A-2 0.00 0.00 171,762.49 0.00 33,158,411.94 III-A-1 0.00 0.00 211,923.31 0.00 33,910,915.98 IV-A-1 0.00 0.00 148,849.79 0.00 35,586,186.72 V-A-1 0.00 0.00 100,843.09 0.00 20,777,617.49 I-X 0.00 0.00 79,357.97 0.00 15,665,932.81 D-X-1 0.00 0.00 25,762.23 0.00 4,137,098.21 D-X-2 0.00 0.00 36,491.25 0.00 8,306,992.19 I-P 0.00 0.00 0.00 0.00 315,185.20 D-P-1 0.00 0.00 0.00 0.00 354,473.92 D-P-2 0.00 0.00 0.00 0.00 368,028.71 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-1 188.53 0.00 55,897.96 0.00 11,383,443.96 D-B-2 44.89 0.00 13,309.03 0.00 2,710,343.05 D-B-3 53.87 0.00 15,970.84 0.00 3,252,411.85 D-B-4 65.84 0.00 19,519.92 0.00 3,975,170.59 D-B-5 44.89 0.00 13,309.03 0.00 2,710,343.05 D-B-6 14.96 0.00 4,275.46 0.00 903,448.79 Totals 2,576.33 0.00 1,703,710.42 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% 833.71610443 3.99488964 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% 883.48949022 4.78556809 0.00000000 0.00000000 II-A-2 38,882,743.00 6.00000% 883.48949018 4.41744735 0.00000000 0.00000000 III-A-1 41,956,092.00 7.00000% 865.89828981 5.05107339 0.00000000 0.00000000 IV-A-1 40,005,655.00 5.00000% 892.97242452 3.72071848 0.00000000 0.00000000 V-A-1 24,550,484.00 5.50000% 896.19933073 4.10758012 0.00000000 0.00000000 I-X 0.00 5.75000% 807.79530428 3.87068560 0.00000000 0.00000000 D-X-1 0.00 7.00000% 868.59934949 5.06682906 0.00000000 0.00000000 D-X-2 0.00 5.00000% 851.09431592 3.54622667 0.00000000 0.00000000 I-P 329,084.75 0.00000% 980.24104733 0.00000000 0.00000000 0.00000000 D-P-1 422,802.96 0.00000% 883.93018819 0.00000000 0.00000000 0.00000000 D-P-2 376,255.65 0.00000% 982.47779136 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 5.90469% 994.94065338 4.89567566 0.00000000 0.00000000 D-B-2 2,727,699.00 5.90469% 994.94065511 4.89567581 0.00000000 0.00000000 D-B-3 3,273,239.00 5.90469% 994.94065359 4.89567673 0.00000000 0.00000000 D-B-4 4,000,626.00 5.90469% 994.94065179 4.89567633 0.00000000 0.00000000 D-B-5 2,727,699.00 5.90469% 994.94065511 4.89567581 0.00000000 0.00000000 D-B-6 909,235.00 5.90469% 994.93968006 4.89567604 0.00000000 0.00000000 (5) All classes are per $1,000 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 0.01342836 0.00000000 3.98146129 0.00000000 789.74439214 I-A-2 0.01610631 0.00000000 4.77555786 0.00000000 1000.00000000 I-A-3 0.01610635 0.00000000 4.77556000 0.00000000 1000.00000000 II-A-1 0.00000000 0.00000000 4.78556838 0.00000000 852.77964928 II-A-2 0.00000000 0.00000000 4.41744786 0.00000000 852.77964932 III-A-1 0.00000000 0.00000000 5.05107363 0.00000000 808.24772669 IV-A-1 0.00000000 0.00000000 3.72071873 0.00000000 889.52891085 V-A-1 0.00000000 0.00000000 4.10758053 0.00000000 846.32211283 I-X 0.00000000 0.00000000 3.87068609 0.00000000 764.10609081 D-X-1 0.00000000 0.00000000 5.06682906 0.00000000 813.67061192 D-X-2 0.00000000 0.00000000 3.54622667 0.00000000 807.27509399 I-P 0.00000000 0.00000000 0.00000000 0.00000000 957.76300786 D-P-1 0.00000000 0.00000000 0.00000000 0.00000000 838.39034618 D-P-2 0.00000000 0.00000000 0.00000000 0.00000000 978.13470708 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 0.01645639 0.00000000 4.87921665 0.00000000 993.63714359 D-B-2 0.01645709 0.00000000 4.87921505 0.00000000 993.63714618 D-B-3 0.01645770 0.00000000 4.87921597 0.00000000 993.63714351 D-B-4 0.01645742 0.00000000 4.87921640 0.00000000 993.63714329 D-B-5 0.01645709 0.00000000 4.87921505 0.00000000 993.63714618 D-B-6 0.01645339 0.00000000 4.70226069 0.00000000 993.63617767 (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 14,039,813.22 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 25,556.64 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 14,065,369.86 Withdrawals Reimbursement for Servicer Advances 24,646.90 Payment of Service Fee 85,927.13 Payment of Interest and Principal 13,954,795.83 Total Withdrawals (Pool Distribution Amount) 14,065,369.86 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 2,576.33
SERVICING FEES Gross Servicing Fee 66,504.22 External MS Fee 3,352.64 PMI Fee 14,075.07 Trust Administrator Fee 1,995.20 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 85,927.13
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 1 0 0 0 1 334,668.65 0.00 0.00 0.00 334,668.65 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 1 0 0 0 1 456,526.21 0.00 0.00 0.00 456,526.21 120 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 2 791,194.86 0.00 0.00 0.00 791,194.86 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.273224% 0.000000% 0.000000% 0.000000% 0.273224% 0.238691% 0.000000% 0.000000% 0.000000% 0.238691% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.273224% 0.000000% 0.000000% 0.000000% 0.273224% 0.325602% 0.000000% 0.000000% 0.000000% 0.325602% 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 0.546448% 0.000000% 0.000000% 0.000000% 0.546448% 0.564294% 0.000000% 0.000000% 0.000000% 0.564294% 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 8 0 0 0 8 1,508,332.41 0.00 0.00 0.00 1,508,332.41 60 Days 2 0 0 0 2 328,459.71 0.00 0.00 0.00 328,459.71 90 Days 1 0 0 0 1 235,430.44 0.00 0.00 0.00 235,430.44 120 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 11 0 0 0 11 2,072,222.56 0.00 0.00 0.00 2,072,222.56 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.873536% 0.000000% 0.000000% 0.000000% 1.873536% 2.206610% 0.000000% 0.000000% 0.000000% 2.206610% 60 Days 0.468384% 0.000000% 0.000000% 0.000000% 0.468384% 0.480519% 0.000000% 0.000000% 0.000000% 0.480519% 90 Days 0.234192% 0.000000% 0.000000% 0.000000% 0.234192% 0.344422% 0.000000% 0.000000% 0.000000% 0.344422% 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 2.576112% 0.000000% 0.000000% 0.000000% 2.576112% 3.031551% 0.000000% 0.000000% 0.000000% 3.031551% 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 3 0 0 0 3 477,163.71 0.00 0.00 0.00 477,163.71 60 Days 3 0 0 0 3 258,688.14 0.00 0.00 0.00 258,688.14 90 Days 1 0 0 0 1 144,240.38 0.00 0.00 0.00 144,240.38 120 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 7 0 0 0 7 880,092.23 0.00 0.00 0.00 880,092.23 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.094891% 0.000000% 0.000000% 0.000000% 1.094891% 1.287177% 0.000000% 0.000000% 0.000000% 1.287177% 60 Days 1.094891% 0.000000% 0.000000% 0.000000% 1.094891% 0.697826% 0.000000% 0.000000% 0.000000% 0.697826% 90 Days 0.364964% 0.000000% 0.000000% 0.000000% 0.364964% 0.389097% 0.000000% 0.000000% 0.000000% 0.389097% 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 2.554745% 0.000000% 0.000000% 0.000000% 2.554745% 2.374101% 0.000000% 0.000000% 0.000000% 2.374101% 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 1 0 0 0 1 85,801.43 0.00 0.00 0.00 85,801.43 120 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 85,801.43 0.00 0.00 0.00 85,801.43 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 0.657895% 0.000000% 0.000000% 0.000000% 0.657895% 0.376581% 0.000000% 0.000000% 0.000000% 0.376581% 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 0.657895% 0.000000% 0.000000% 0.000000% 0.657895% 0.376581% 0.000000% 0.000000% 0.000000% 0.376581%
COLLATERAL STATEMENT Collateral Description Mixed Fixed Weighted Average Gross Coupon 6.737824% Weighted Average Net Coupon 6.487824% Weighted Average Pass-Through Rate 6.414810% Weighted Average Maturity(Stepdown Calculation ) 355 Beginning Scheduled Collateral Loan Count 1,341 Number Of Loans Paid In Full 46 Ending Scheduled Collateral Loan Count 1,295 Beginning Scheduled Collateral Balance 319,220,216.13 Ending Scheduled Collateral Balance 306,969,130.72 Ending Actual Collateral Balance at 30-Jun-2004 307,219,822.83 Monthly P &I Constant 2,215,715.58 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Class A Optimal Amount 13,801,965.54 Ending Scheduled Balance for Premium Loans 306,969,130.72 Scheduled Principal 423,340.88 Unscheduled Principal 11,827,744.53
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 6.713116 6.689047 7.781739 Weighted Average Net Rate 6.463117 6.439047 7.531739 Weighted Average Maturity 351 350 350 Beginning Loan Count 381 441 285 Loans Paid In Full 15 14 11 Ending Loan Count 366 427 274 Beginning Scheduled Balance 146,300,633.22 70,593,848.21 39,474,943.73 Ending scheduled Balance 140,126,659.33 68,322,060.67 37,048,366.26 Record Date 06/30/2004 06/30/2004 06/30/2004 Principal And Interest Constant 950,675.10 458,641.00 285,347.60 Scheduled Principal 132,230.78 65,136.38 29,361.16 Unscheduled Principal 6,041,743.11 2,206,651.16 2,397,216.31 Scheduled Interest 818,444.32 393,504.62 255,986.44 Servicing Fees 30,479.29 14,707.06 8,223.95 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 914.41 441.22 246.72 FRY Amount 0.00 0.00 0.00 Special Hazard Fee 0.00 0.00 0.00 Other Fee 8,214.50 3,968.03 1,045.78 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 778,836.12 374,388.31 246,469.99 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 6.388239 6.364096 7.492448
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 5.846902 6.758155 6.737824 Weighted Average Net Rate 5.596901 6.508156 6.487824 Weighted Average Maturity 170 170 355 Beginning Loan Count 76 158 1,341 Loans Paid In Full 0 6 46 Ending Loan Count 76 152 1,295 Beginning Scheduled Balance 38,878,531.83 23,972,259.14 319,220,216.13 Ending scheduled Balance 38,729,198.88 22,742,845.58 306,969,130.72 Record Date 06/30/2004 06/30/2004 06/30/2004 Principal And Interest Constant 330,390.84 190,661.04 2,215,715.58 Scheduled Principal 140,958.38 55,654.18 423,340.88 Unscheduled Principal 8,374.57 1,173,759.38 11,827,744.53 Scheduled Interest 189,432.46 135,006.86 1,792,374.70 Servicing Fees 8,099.72 4,994.20 66,504.22 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 242.99 149.86 1,995.20 FRY Amount 0.00 0.00 0.00 Special Hazard Fee 0.00 0.00 0.00 Other Fee 3,949.57 249.83 17,427.71 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 177,140.18 129,612.97 1,706,447.57 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 5.467497 6.488149 6.414810
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
-----END PRIVACY-ENHANCED MESSAGE-----