-----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, D2Pyb/nV3y6qStBOpwVPdc5gmdEZ6+t6irPypuhIRUjDOA0zvNUkRtZkMg9nt00p jJDaymS+LmosjBSuTEWo9A== 0001056404-04-003172.txt : 20040930 0001056404-04-003172.hdr.sgml : 20040930 20040929183314 ACCESSION NUMBER: 0001056404-04-003172 CONFORMED SUBMISSION TYPE: 8-K PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20040927 ITEM INFORMATION: Other Events ITEM INFORMATION: Financial Statements and Exhibits FILED AS OF DATE: 20040930 DATE AS OF CHANGE: 20040929 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: 041053752 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_sep.txt SEPTEMBER 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): September 27, 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 54-2144751 Pooling and Servicing Agreement) (Commission 54-2144752 (State or other File Number) 54-2144753 jurisdiction 54-2144754 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) Check the appropriate box below if the Form 8-K filing is intended to simultaneously satisfy the filing obligation of the registrant under any of the following provisions (see General Instruction A.2. below): [ ] Written communications pursuant to Rule 425 under the Securities Act (17 CFR 230.425) [ ] Soliciting material pursuant to Rule 14a-12 under the Exchange Act (17 CFR 240.14a-12) [ ] Pre-commencement communications pursuant to Rule 14d-2(b) under the Exchange Act(17 CFR 240.14d-2(b)) [ ] Pre-commencement communications pursuant to Rule 13e-4(c) under the Exchange Act(17 CFR 240.13e-4(c)) ITEM 8.01 Other Events On September 27, 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 9.01 Financial Statements and Exhibits (c) 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 September 27, 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 (Registrant) 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: 9/27/2004 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 September 27, 2004 distribution. EX-99.1
Credit Suisse First Boston Mortgage Securities Corp. Mortgage Pass-Through Certificates Record Date: 8/31/2004 Distribution Date: 9/27/2004 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% 106,950,073.88 509,741.95 6,056,391.08 I-A-2 22541SAH1 SEN 5.75000% 1,835,306.00 8,747.38 0.00 I-A-3 22541SAJ7 SEN 5.75000% 15,759,000.00 75,110.03 0.00 II-A-1 22541SAL2 SEN 6.50000% 27,636,542.63 149,697.93 1,012,447.18 II-A-2 22541SAM0 SEN 6.00000% 31,164,612.84 155,823.06 1,141,695.79 III-A-1 22541SAN8 SEN 7.00000% 32,286,479.01 188,337.79 2,097,198.20 IV-A-1 22541SAP3 SEN 5.00000% 35,443,827.45 147,682.61 135,184.75 V-A-1 22541SAQ1 SEN 5.50000% 18,857,503.62 86,430.22 692,503.73 I-X 22541SAR9 IO 5.75000% 0.00 72,870.13 0.00 D-X-1 22541SAS7 IO 7.00000% 0.00 22,528.43 0.00 D-X-2 22541SAT5 IO 5.00000% 0.00 32,802.24 0.00 I-P 22541SAU2 PO 0.00000% 314,833.44 0.00 349.76 D-P-1 22541SAV0 PO 0.00000% 348,192.39 0.00 6,690.97 D-P-2 22541SAW8 PO 0.00000% 362,035.96 0.00 8,972.84 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 5.90539% 11,368,433.86 55,648.13 15,159.58 D-B-2 22541SAY4 SUB 5.90539% 2,706,769.21 13,249.55 3,609.42 D-B-3 22541SAZ1 SUB 5.90539% 3,248,123.25 15,899.46 4,331.31 D-B-4 22541SBC1 SUB 5.90539% 3,969,928.97 19,432.68 5,293.82 D-B-5 22541SBD9 SUB 5.90539% 2,706,769.21 13,249.55 3,609.42 D-B-6 22541SBE7 SUB 5.90539% 902,257.57 4,416.52 1,203.08 Totals 295,860,689.29 1,571,667.66 11,184,640.93
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses I-A1 0.00 100,893,682.81 6,566,133.03 0.00 I-A-2 0.00 1,835,306.00 8,747.38 0.00 I-A-3 0.00 15,759,000.00 75,110.03 0.00 II-A-1 0.00 26,624,095.44 1,162,145.11 0.00 II-A-2 0.00 30,022,917.04 1,297,518.85 0.00 III-A-1 0.00 30,189,280.82 2,285,535.99 0.00 IV-A-1 0.00 35,308,642.69 282,867.36 0.00 V-A-1 0.00 18,164,999.89 778,933.95 0.00 I-X 0.00 0.00 72,870.13 0.00 D-X-1 0.00 0.00 22,528.43 0.00 D-X-2 0.00 0.00 32,802.24 0.00 I-P 0.00 314,483.67 349.76 0.00 D-P-1 0.00 341,501.43 6,690.97 0.00 D-P-2 0.00 353,063.13 8,972.84 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 11,353,274.28 70,807.71 0.00 D-B-2 0.00 2,703,159.79 16,858.97 0.00 D-B-3 0.00 3,243,791.94 20,230.77 0.00 D-B-4 0.00 3,964,635.15 24,726.50 0.00 D-B-5 0.00 2,703,159.79 16,858.97 0.00 D-B-6 0.00 901,054.37 5,619.60 0.00 Totals 0.00 284,676,048.24 12,756,308.59 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 140,000,000.00 106,950,073.88 113,563.62 5,942,827.46 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 27,636,542.63 25,881.39 986,565.80 0.00 0.00 II-A-2 38,882,743.00 31,164,612.84 29,185.39 1,112,510.40 0.00 0.00 III-A-1 41,956,092.00 32,286,479.01 24,680.55 2,072,517.65 0.00 0.00 IV-A-1 40,005,655.00 35,443,827.45 130,768.32 4,416.44 0.00 0.00 V-A-1 24,550,484.00 18,857,503.62 45,545.57 646,958.16 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 329,084.75 314,833.44 347.80 1.96 0.00 0.00 D-P-1 422,802.96 348,192.39 334.93 6,356.03 0.00 0.00 D-P-2 376,255.65 362,035.96 1,535.69 7,437.15 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 11,368,433.86 15,159.58 0.00 0.00 0.00 D-B-2 2,727,699.00 2,706,769.21 3,609.42 0.00 0.00 0.00 D-B-3 3,273,239.00 3,248,123.25 4,331.31 0.00 0.00 0.00 D-B-4 4,000,626.00 3,969,928.97 5,293.82 0.00 0.00 0.00 D-B-5 2,727,699.00 2,706,769.21 3,609.42 0.00 0.00 0.00 D-B-6 909,235.00 902,257.57 1,203.08 0.00 0.00 0.00 Totals 363,693,282.36 295,860,689.29 405,049.89 10,779,591.05 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 6,056,391.08 100,893,682.81 0.72066916 6,056,391.08 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 1,012,447.18 26,624,095.44 0.77213989 1,012,447.18 II-A-2 1,141,695.79 30,022,917.04 0.77213989 1,141,695.79 III-A-1 2,097,198.20 30,189,280.82 0.71954463 2,097,198.20 IV-A-1 135,184.75 35,308,642.69 0.88259129 135,184.75 V-A-1 692,503.73 18,164,999.89 0.73990394 692,503.73 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 349.76 314,483.67 0.95563125 349.76 D-P-1 6,690.97 341,501.43 0.80770823 6,690.97 D-P-2 8,972.84 353,063.13 0.93835968 8,972.84 AR 0.00 0.00 0.00000000 0.00 AR-L 0.00 0.00 0.00000000 0.00 D-B-1 15,159.58 11,353,274.28 0.99100369 15,159.58 D-B-2 3,609.42 2,703,159.79 0.99100370 3,609.42 D-B-3 4,331.31 3,243,791.94 0.99100369 4,331.31 D-B-4 5,293.82 3,964,635.15 0.99100370 5,293.82 D-B-5 3,609.42 2,703,159.79 0.99100370 3,609.42 D-B-6 1,203.08 901,054.37 0.99100273 1,203.08 Totals 11,184,640.93 284,676,048.24 0.78273661 11,184,640.93
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion I-A1 140,000,000.00 763.92909914 0.81116871 42.44876757 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 34,480,922.00 801.50242589 0.75060029 28.61193213 0.00000000 II-A-2 38,882,743.00 801.50242590 0.75060008 28.61193203 0.00000000 III-A-1 41,956,092.00 769.53017955 0.58824711 49.39729968 0.00000000 IV-A-1 40,005,655.00 885.97043218 3.26874588 0.11039539 0.00000000 V-A-1 24,550,484.00 768.11127715 1.85518013 26.35215501 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 329,084.75 956.69410387 1.05687061 0.00595591 0.00000000 D-P-1 422,802.96 823.53347290 0.79216569 15.03307829 0.00000000 D-P-2 376,255.65 962.20737150 4.08150682 19.76621481 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 11,456,339.00 992.32694319 1.32324820 0.00000000 0.00000000 D-B-2 2,727,699.00 992.32694297 1.32324718 0.00000000 0.00000000 D-B-3 3,273,239.00 992.32694282 1.32324893 0.00000000 0.00000000 D-B-4 4,000,626.00 992.32694333 1.32324791 0.00000000 0.00000000 D-B-5 2,727,699.00 992.32694297 1.32324718 0.00000000 0.00000000 D-B-6 909,235.00 992.32604332 1.32317828 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 43.25993629 720.66916293 0.72066916 43.25993629 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 29.36253213 772.13989348 0.77213989 29.36253213 II-A-2 0.00000000 29.36253211 772.13989353 0.77213989 29.36253211 III-A-1 0.00000000 49.98554679 719.54463299 0.71954463 49.98554679 IV-A-1 0.00000000 3.37914102 882.59129091 0.88259129 3.37914102 V-A-1 0.00000000 28.20733514 739.90394202 0.73990394 28.20733514 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 1.06282652 955.63124697 0.95563125 1.06282652 D-P-1 0.00000000 15.82526764 807.70822891 0.80770823 15.82526764 D-P-2 0.00000000 23.84772162 938.35967646 0.93835968 23.84772162 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 1.32324820 991.00369498 0.99100369 1.32324820 D-B-2 0.00000000 1.32324718 991.00369579 0.99100370 1.32324718 D-B-3 0.00000000 1.32324893 991.00369389 0.99100369 1.32324893 D-B-4 0.00000000 1.32324791 991.00369542 0.99100370 1.32324791 D-B-5 0.00000000 1.32324718 991.00369579 0.99100370 1.32324718 D-B-6 0.00000000 1.32317828 991.00273307 0.99100273 1.32317828 (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% 106,950,073.88 512,469.10 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% 27,636,542.63 149,697.94 0.00 0.00 II-A-2 38,882,743.00 6.00000% 31,164,612.84 155,823.06 0.00 0.00 III-A-1 41,956,092.00 7.00000% 32,286,479.01 188,337.79 0.00 0.00 IV-A-1 40,005,655.00 5.00000% 35,443,827.45 147,682.61 0.00 0.00 V-A-1 24,550,484.00 5.50000% 18,857,503.62 86,430.22 0.00 0.00 I-X 0.00 5.75000% 15,289,042.32 73,259.99 0.00 0.00 D-X-1 0.00 7.00000% 3,862,017.10 22,528.43 0.00 0.00 D-X-2 0.00 5.00000% 7,872,538.31 32,802.24 0.00 0.00 I-P 329,084.75 0.00000% 314,833.44 0.00 0.00 0.00 D-P-1 422,802.96 0.00000% 348,192.39 0.00 0.00 0.00 D-P-2 376,255.65 0.00000% 362,035.96 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 5.90539% 11,368,433.86 55,945.88 0.00 0.00 D-B-2 2,727,699.00 5.90539% 2,706,769.21 13,320.44 0.00 0.00 D-B-3 3,273,239.00 5.90539% 3,248,123.25 15,984.53 0.00 0.00 D-B-4 4,000,626.00 5.90539% 3,969,928.97 19,536.66 0.00 0.00 D-B-5 2,727,699.00 5.90539% 2,706,769.21 13,320.44 0.00 0.00 D-B-6 909,235.00 5.90539% 902,257.57 4,440.15 0.00 0.00 Totals 363,693,282.36 1,575,885.53 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 2,727.16 0.00 509,741.95 0.00 100,893,682.81 I-A-2 46.80 0.00 8,747.38 0.00 1,835,306.00 I-A-3 401.84 0.00 75,110.03 0.00 15,759,000.00 II-A-1 0.00 0.00 149,697.93 0.00 26,624,095.44 II-A-2 0.00 0.00 155,823.06 0.00 30,022,917.04 III-A-1 0.00 0.00 188,337.79 0.00 30,189,280.82 IV-A-1 0.00 0.00 147,682.61 0.00 35,308,642.69 V-A-1 0.00 0.00 86,430.22 0.00 18,164,999.89 I-X 389.86 0.00 72,870.13 0.00 14,384,092.34 D-X-1 0.00 0.00 22,528.43 0.00 3,677,216.25 D-X-2 0.00 0.00 32,802.24 0.00 7,773,386.56 I-P 0.00 0.00 0.00 0.00 314,483.67 D-P-1 0.00 0.00 0.00 0.00 341,501.43 D-P-2 0.00 0.00 0.00 0.00 353,063.13 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-1 297.72 0.00 55,648.13 0.00 11,353,274.28 D-B-2 70.89 0.00 13,249.55 0.00 2,703,159.79 D-B-3 85.06 0.00 15,899.46 0.00 3,243,791.94 D-B-4 103.97 0.00 19,432.68 0.00 3,964,635.15 D-B-5 70.89 0.00 13,249.55 0.00 2,703,159.79 D-B-6 23.63 0.00 4,416.52 0.00 901,054.37 Totals 4,217.82 0.00 1,571,667.66 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% 763.92909914 3.66049357 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% 801.50242589 4.34147150 0.00000000 0.00000000 II-A-2 38,882,743.00 6.00000% 801.50242590 4.00751202 0.00000000 0.00000000 III-A-1 41,956,092.00 7.00000% 769.53017955 4.48892595 0.00000000 0.00000000 IV-A-1 40,005,655.00 5.00000% 885.97043218 3.69154336 0.00000000 0.00000000 V-A-1 24,550,484.00 5.50000% 768.11127715 3.52050982 0.00000000 0.00000000 I-X 0.00 5.75000% 745.72325192 3.57325703 0.00000000 0.00000000 D-X-1 0.00 7.00000% 759.56858104 4.43081612 0.00000000 0.00000000 D-X-2 0.00 5.00000% 765.05478262 3.18772797 0.00000000 0.00000000 I-P 329,084.75 0.00000% 956.69410387 0.00000000 0.00000000 0.00000000 D-P-1 422,802.96 0.00000% 823.53347290 0.00000000 0.00000000 0.00000000 D-P-2 376,255.65 0.00000% 962.20737150 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 5.90539% 992.32694319 4.88339949 0.00000000 0.00000000 D-B-2 2,727,699.00 5.90539% 992.32694297 4.88339806 0.00000000 0.00000000 D-B-3 3,273,239.00 5.90539% 992.32694282 4.88339837 0.00000000 0.00000000 D-B-4 4,000,626.00 5.90539% 992.32694333 4.88340075 0.00000000 0.00000000 D-B-5 2,727,699.00 5.90539% 992.32694297 4.88339806 0.00000000 0.00000000 D-B-6 909,235.00 5.90539% 992.32604332 4.88339098 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 0.01947971 0.00000000 3.64101393 0.00000000 720.66916293 I-A-2 0.02549983 0.00000000 4.76616978 0.00000000 1000.00000000 I-A-3 0.02549908 0.00000000 4.76616727 0.00000000 1000.00000000 II-A-1 0.00000000 0.00000000 4.34147121 0.00000000 772.13989348 II-A-2 0.00000000 0.00000000 4.00751202 0.00000000 772.13989353 III-A-1 0.00000000 0.00000000 4.48892595 0.00000000 719.54463299 IV-A-1 0.00000000 0.00000000 3.69154336 0.00000000 882.59129091 V-A-1 0.00000000 0.00000000 3.52050982 0.00000000 739.90394202 I-X 0.01901543 0.00000000 3.55424160 0.00000000 701.58430405 D-X-1 0.00000000 0.00000000 4.43081612 0.00000000 723.22256916 D-X-2 0.00000000 0.00000000 3.18772797 0.00000000 755.41919654 I-P 0.00000000 0.00000000 0.00000000 0.00000000 955.63124697 D-P-1 0.00000000 0.00000000 0.00000000 0.00000000 807.70822891 D-P-2 0.00000000 0.00000000 0.00000000 0.00000000 938.35967646 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 0.02598736 0.00000000 4.85740951 0.00000000 991.00369498 D-B-2 0.02598894 0.00000000 4.85740912 0.00000000 991.00369579 D-B-3 0.02598649 0.00000000 4.85740882 0.00000000 991.00369389 D-B-4 0.02598843 0.00000000 4.85740982 0.00000000 991.00369542 D-B-5 0.02598894 0.00000000 4.85740912 0.00000000 991.00369579 D-B-6 0.02598888 0.00000000 4.85740210 0.00000000 991.00273307 (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 12,831,682.29 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 26,027.21 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 12,857,709.50 Withdrawals Reimbursement for Servicer Advances 21,481.90 Payment of Service Fee 79,919.01 Payment of Interest and Principal 12,756,308.59 Total Withdrawals (Pool Distribution Amount) 12,857,709.50 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 4,217.82
SERVICING FEES Gross Servicing Fee 61,637.69 External MS Fee 3,149.52 PMI Fee 13,282.65 Trust Administrator Fee 1,849.15 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 79,919.01
Original $ Original % Original $ Original # Bankruptcy 142,759.00 0.03925258% 142,759.00 0.05014788% Fraud 7,273,865.66 2.00000000% 7,273,865.66 2.55513792% Special Hazard 3,636,933.00 1.00000005% 2,846,760.48 1.00000000% Limit of Subordinate's Exposure to Certain Types of Losses
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 1 0 0 1 272,827.82 0.00 0.00 272,827.82 30 Days 1 0 0 0 1 136,151.13 0.00 0.00 0.00 136,151.13 60 Days 1 0 0 0 1 564,763.19 0.00 0.00 0.00 564,763.19 90 Days 0 0 1 0 1 0.00 0.00 334,668.65 0.00 334,668.65 120 Days 1 0 0 0 1 456,128.89 0.00 0.00 0.00 456,128.89 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 1 0 0 0 1 213,262.74 0.00 0.00 0.00 213,262.74 Totals 4 1 1 0 6 1,370,305.95 272,827.82 334,668.65 0.00 1,977,802.42 0-29 Days 0.293255% 0.000000% 0.000000% 0.293255% 0.209037% 0.000000% 0.000000% 0.209037% 30 Days 0.293255% 0.000000% 0.000000% 0.000000% 0.293255% 0.104317% 0.000000% 0.000000% 0.000000% 0.104317% 60 Days 0.293255% 0.000000% 0.000000% 0.000000% 0.293255% 0.432714% 0.000000% 0.000000% 0.000000% 0.432714% 90 Days 0.000000% 0.000000% 0.293255% 0.000000% 0.293255% 0.000000% 0.000000% 0.256419% 0.000000% 0.256419% 120 Days 0.293255% 0.000000% 0.000000% 0.000000% 0.293255% 0.349480% 0.000000% 0.000000% 0.000000% 0.349480% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180 Days 0.293255% 0.000000% 0.000000% 0.000000% 0.293255% 0.163399% 0.000000% 0.000000% 0.000000% 0.163399% Totals 1.173021% 0.293255% 0.293255% 0.000000% 1.759531% 1.049911% 0.209037% 0.256419% 0.000000% 1.515367%
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 4 0 0 0 4 663,165.77 0.00 0.00 0.00 663,165.77 60 Days 1 0 0 0 1 197,834.04 0.00 0.00 0.00 197,834.04 90 Days 1 0 0 0 1 167,714.25 0.00 0.00 0.00 167,714.25 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 1 0 0 0 1 235,430.44 0.00 0.00 0.00 235,430.44 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 7 0 0 0 7 1,264,144.50 0.00 0.00 0.00 1,264,144.50 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.005025% 0.000000% 0.000000% 0.000000% 1.005025% 1.062518% 0.000000% 0.000000% 0.000000% 1.062518% 60 Days 0.251256% 0.000000% 0.000000% 0.000000% 0.251256% 0.316968% 0.000000% 0.000000% 0.000000% 0.316968% 90 Days 0.251256% 0.000000% 0.000000% 0.000000% 0.251256% 0.268710% 0.000000% 0.000000% 0.000000% 0.268710% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.251256% 0.000000% 0.000000% 0.000000% 0.251256% 0.377205% 0.000000% 0.000000% 0.000000% 0.377205% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 1.758794% 0.000000% 0.000000% 0.000000% 1.758794% 2.025401% 0.000000% 0.000000% 0.000000% 2.025401%
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 4 516,847.57 0.00 0.00 0.00 516,847.57 60 Days 2 0 0 0 2 192,349.32 0.00 0.00 0.00 192,349.32 90 Days 0 0 1 0 1 0.00 0.00 149,718.76 0.00 149,718.76 120 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 1 0 7 709,196.89 0.00 149,718.76 0.00 858,915.65 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.556420% 0.000000% 0.000000% 0.000000% 1.556420% 1.550192% 0.000000% 0.000000% 0.000000% 1.550192% 60 Days 0.778210% 0.000000% 0.000000% 0.000000% 0.778210% 0.576917% 0.000000% 0.000000% 0.000000% 0.576917% 90 Days 0.000000% 0.000000% 0.389105% 0.000000% 0.389105% 0.000000% 0.000000% 0.449055% 0.000000% 0.449055% 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 2.334630% 0.000000% 0.389105% 0.000000% 2.723735% 2.127109% 0.000000% 0.449055% 0.000000% 2.576164%
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 1 0 0 0 1 85,222.18 0.00 0.00 0.00 85,222.18 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 1 0 0 0 1 85,222.18 0.00 0.00 0.00 85,222.18 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 0.719424% 0.000000% 0.000000% 0.000000% 0.719424% 0.422992% 0.000000% 0.000000% 0.000000% 0.422992% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.719424% 0.000000% 0.000000% 0.000000% 0.719424% 0.422992% 0.000000% 0.000000% 0.000000% 0.422992%
COLLATERAL STATEMENT Collateral Description Mixed Fixed Weighted Average Gross Coupon 6.715882% Weighted Average Net Coupon 6.465882% Weighted Average Pass-Through Rate 6.374625% Weighted Average Maturity(Stepdown Calculation ) 230 Beginning Scheduled Collateral Loan Count 1,248 Number Of Loans Paid In Full 37 Ending Scheduled Collateral Loan Count 1,211 Beginning Scheduled Collateral Balance 295,860,689.24 Ending Scheduled Collateral Balance 284,676,048.24 Ending Actual Collateral Balance at 31-Aug-2004 284,936,397.54 Monthly P &I Constant 2,060,854.45 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Class A Optimal Amount 12,604,771.76 Ending Scheduled Balance for Premium Loans 284,676,048.24 Scheduled Principal 405,049.95 Unscheduled Principal 10,779,591.05
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 6.704485 6.682663 7.772479 Weighted Average Net Rate 6.454485 6.432663 7.522478 Weighted Average Maturity 349 348 348 Beginning Loan Count 355 410 265 Loans Paid In Full 14 12 8 Ending Loan Count 341 398 257 Beginning Scheduled Balance 136,501,703.05 64,549,202.58 35,421,236.97 Ending scheduled Balance 130,434,346.21 62,383,426.15 33,321,521.93 Record Date 08/31/2004 08/31/2004 08/31/2004 Principal And Interest Constant 887,172.08 419,929.83 256,504.56 Scheduled Principal 124,527.42 60,462.70 27,078.89 Unscheduled Principal 5,942,829.42 2,105,313.73 2,072,636.15 Scheduled Interest 762,644.66 359,467.13 229,425.67 Servicing Fees 28,437.87 13,447.75 7,379.44 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 853.13 403.44 221.39 FRY Amount 0.00 0.00 0.00 Special Hazard Fee 0.00 0.00 0.00 Other Fee 7,531.56 3,800.88 932.59 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 725,822.10 341,815.06 220,892.25 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 6.380774 6.354503 7.483384
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 5.847614 6.704716 6.715882 Weighted Average Net Rate 5.597613 6.454716 6.465882 Weighted Average Maturity 168 168 230 Beginning Loan Count 76 142 1,248 Loans Paid In Full 0 3 37 Ending Loan Count 76 139 1,211 Beginning Scheduled Balance 38,575,206.22 20,813,340.42 295,860,689.24 Ending scheduled Balance 38,428,325.00 20,108,428.95 284,676,048.24 Record Date 08/31/2004 08/31/2004 08/31/2004 Principal And Interest Constant 330,390.84 166,857.14 2,060,854.45 Scheduled Principal 142,413.41 50,567.53 405,049.95 Unscheduled Principal 4,467.81 654,343.94 10,779,591.05 Scheduled Interest 187,977.43 116,289.61 1,655,804.50 Servicing Fees 8,036.52 4,336.11 61,637.69 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 241.11 130.08 1,849.15 FRY Amount 0.00 0.00 0.00 Special Hazard Fee 0.00 0.00 0.00 Other Fee 3,919.14 248.00 16,432.17 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 175,780.66 111,575.42 1,575,885.49 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 5.468197 6.432917 6.374625
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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