-----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, KYMRIqlexEqhLbsd2o1Ji9DrYgIHd8VLamJKSWQeMZvZ4GKmSen46ug8ofmGqLH+ w3q1zj8QFKnEM/e1zCrW/w== 0001056404-04-004325.txt : 20041203 0001056404-04-004325.hdr.sgml : 20041203 20041203170159 ACCESSION NUMBER: 0001056404-04-004325 CONFORMED SUBMISSION TYPE: 8-K PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20041126 ITEM INFORMATION: Other Events ITEM INFORMATION: Financial Statements and Exhibits FILED AS OF DATE: 20041203 DATE AS OF CHANGE: 20041203 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] IRS NUMBER: 000000000 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: 041184444 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_nov.txt NOV 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): November 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 54-2144751 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 November 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 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 November 26, 2004 distribution. Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized. 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: 11/29/04 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 November 26, 2004 distribution. EX-99.1
Credit Suisse First Boston Mortgage Securities Corp. Mortgage Pass-Through Certificates Record Date: 10/31/04 Distribution Date: 11/26/04 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% 96,876,387.67 464,157.31 5,104,202.95 I-A-2 22541SAH1 SEN 5.75000% 1,835,306.00 8,793.38 0.00 I-A-3 22541SAJ7 SEN 5.75000% 15,759,000.00 75,505.04 0.00 II-A-1 22541SAL2 SEN 6.50000% 25,587,034.28 138,596.44 863,119.90 II-A-2 22541SAM0 SEN 6.00000% 28,853,465.06 144,267.33 973,305.45 III-A-1 22541SAN8 SEN 7.00000% 28,282,957.60 164,983.92 1,413,109.12 IV-A-1 22541SAP3 SEN 5.00000% 35,169,101.12 146,537.92 134,342.58 V-A-1 22541SAQ1 SEN 5.50000% 17,174,297.02 78,715.53 273,690.40 I-X 22541SAR9 IO 5.75000% 0.00 66,840.18 0.00 D-X-1 22541SAS7 IO 7.00000% 0.00 20,249.72 0.00 D-X-2 22541SAT5 IO 5.00000% 0.00 30,974.01 0.00 I-P 22541SAU2 PO 0.00000% 308,580.77 0.00 652.24 D-P-1 22541SAV0 PO 0.00000% 327,815.42 0.00 4,422.70 D-P-2 22541SAW8 PO 0.00000% 351,453.33 0.00 1,619.80 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 5.90611% 11,337,981.79 55,797.72 15,453.05 D-B-2 22541SAY4 SUB 5.90611% 2,699,518.72 13,285.17 3,679.30 D-B-3 22541SAZ1 SUB 5.90611% 3,239,422.66 15,942.20 4,415.16 D-B-4 22541SBC1 SUB 5.90611% 3,959,294.91 19,484.92 5,396.30 D-B-5 22541SBD9 SUB 5.90611% 2,699,518.72 13,285.17 3,679.30 D-B-6 22541SBE7 SUB 5.90611% 899,840.68 4,428.40 1,226.44 Totals 275,360,975.75 1,461,844.36 8,802,314.69
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses I-A1 0.00 91,772,184.72 5,568,360.26 0.00 I-A-2 0.00 1,835,306.00 8,793.38 0.00 I-A-3 0.00 15,759,000.00 75,505.04 0.00 II-A-1 0.00 24,723,914.38 1,001,716.34 0.00 II-A-2 0.00 27,880,159.61 1,117,572.78 0.00 III-A-1 0.00 26,869,848.47 1,578,093.04 0.00 IV-A-1 0.00 35,034,758.54 280,880.50 0.00 V-A-1 0.00 16,900,606.62 352,405.93 0.00 I-X 0.00 0.00 66,840.18 0.00 D-X-1 0.00 0.00 20,249.72 0.00 D-X-2 0.00 0.00 30,974.01 0.00 I-P 0.00 307,928.52 652.24 0.00 D-P-1 0.00 323,392.72 4,422.70 0.00 D-P-2 0.00 349,833.53 1,619.80 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 11,322,528.74 71,250.77 0.00 D-B-2 0.00 2,695,839.43 16,964.47 0.00 D-B-3 0.00 3,235,007.51 20,357.36 0.00 D-B-4 0.00 3,953,898.61 24,881.22 0.00 D-B-5 0.00 2,695,839.43 16,964.47 0.00 D-B-6 0.00 898,614.24 5,654.84 0.00 Totals 0.00 266,558,661.07 10,264,159.05 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 96,876,387.67 106,625.59 4,997,577.36 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 25,587,034.28 24,604.89 838,515.01 0.00 0.00 II-A-2 38,882,743.00 28,853,465.06 27,745.94 945,559.51 0.00 0.00 III-A-1 41,956,092.00 28,282,957.60 21,974.11 1,391,135.01 0.00 0.00 IV-A-1 40,005,655.00 35,169,101.12 132,083.16 2,259.42 0.00 0.00 V-A-1 24,550,484.00 17,174,297.02 43,212.66 230,477.74 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 329,084.75 308,580.77 345.03 307.21 0.00 0.00 D-P-1 422,802.96 327,815.42 320.07 4,102.63 0.00 0.00 D-P-2 376,255.65 351,453.33 1,521.44 98.35 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 11,337,981.79 15,453.05 0.00 0.00 0.00 D-B-2 2,727,699.00 2,699,518.72 3,679.30 0.00 0.00 0.00 D-B-3 3,273,239.00 3,239,422.66 4,415.16 0.00 0.00 0.00 D-B-4 4,000,626.00 3,959,294.91 5,396.30 0.00 0.00 0.00 D-B-5 2,727,699.00 2,699,518.72 3,679.30 0.00 0.00 0.00 D-B-6 909,235.00 899,840.68 1,226.44 0.00 0.00 0.00 Totals 363,693,282.36 275,360,975.75 392,282.44 8,410,032.24 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 5,104,202.95 91,772,184.72 0.65551561 5,104,202.95 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-1 863,119.90 24,723,914.38 0.71703171 863,119.90 II-A-2 973,305.45 27,880,159.61 0.71703171 973,305.45 III-A-1 1,413,109.12 26,869,848.47 0.64042782 1,413,109.12 IV-A-1 134,342.58 35,034,758.54 0.87574516 134,342.58 V-A-1 273,690.40 16,900,606.62 0.68840218 273,690.40 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 652.24 307,928.52 0.93571191 652.24 D-P-1 4,422.70 323,392.72 0.76487809 4,422.70 D-P-2 1,619.80 349,833.53 0.92977615 1,619.80 AR 0.00 0.00 0.00000000 0.00 AR-L 0.00 0.00 0.00000000 0.00 D-B-1 15,453.05 11,322,528.74 0.98831998 15,453.05 D-B-2 3,679.30 2,695,839.43 0.98831998 3,679.30 D-B-3 4,415.16 3,235,007.51 0.98831998 4,415.16 D-B-4 5,396.30 3,953,898.61 0.98831998 5,396.30 D-B-5 3,679.30 2,695,839.43 0.98831998 3,679.30 D-B-6 1,226.44 898,614.24 0.98831902 1,226.44 Totals 8,802,314.69 266,558,661.07 0.73292160 8,802,314.69
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion I-A1 140,000,000.00 691.97419764 0.76161136 35.69698114 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 34,480,922.00 742.06351791 0.71357982 24.31823053 0.00000000 II-A-2 38,882,743.00 742.06351800 0.71357980 24.31823058 0.00000000 III-A-1 41,956,092.00 674.10848465 0.52374063 33.15692534 0.00000000 IV-A-1 40,005,655.00 879.10324478 3.30161223 0.05647752 0.00000000 V-A-1 24,550,484.00 699.55024186 1.76015512 9.38791023 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 329,084.75 937.69392231 1.04845332 0.93352852 0.00000000 D-P-1 422,802.96 775.33851702 0.75701930 9.70340889 0.00000000 D-P-2 376,255.65 934.08120250 4.04363363 0.26139142 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 11,456,339.00 989.66884534 1.34886459 0.00000000 0.00000000 D-B-2 2,727,699.00 989.66884543 1.34886584 0.00000000 0.00000000 D-B-3 3,273,239.00 989.66884484 1.34886576 0.00000000 0.00000000 D-B-4 4,000,626.00 989.66884433 1.34886390 0.00000000 0.00000000 D-B-5 2,727,699.00 989.66884543 1.34886584 0.00000000 0.00000000 D-B-6 909,235.00 989.66788564 1.34887020 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 36.45859250 655.51560514 0.65551561 36.45859250 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 25.03181034 717.03170756 0.71703171 25.03181034 II-A-2 0.00000000 25.03181038 717.03170761 0.71703171 25.03181038 III-A-1 0.00000000 33.68066597 640.42781844 0.64042782 33.68066597 IV-A-1 0.00000000 3.35808975 875.74515503 0.87574516 3.35808975 V-A-1 0.00000000 11.14806535 688.40217651 0.68840218 11.14806535 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 1.98198185 935.71191008 0.93571191 1.98198185 D-P-1 0.00000000 10.46042819 764.87808884 0.76487809 10.46042819 D-P-2 0.00000000 4.30505163 929.77615087 0.92977615 4.30505163 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 1.34886459 988.31998075 0.98831998 1.34886459 D-B-2 0.00000000 1.34886584 988.31998325 0.98831998 1.34886584 D-B-3 0.00000000 1.34886576 988.31998213 0.98831998 1.34886576 D-B-4 0.00000000 1.34886390 988.31998042 0.98831998 1.34886390 D-B-5 0.00000000 1.34886584 988.31998325 0.98831998 1.34886584 D-B-6 0.00000000 1.34887020 988.31901544 0.98831902 1.34887020 (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% 96,876,387.67 464,199.36 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% 25,587,034.28 138,596.44 0.00 0.00 II-A-2 38,882,743.00 6.00000% 28,853,465.06 144,267.33 0.00 0.00 III-A-1 41,956,092.00 7.00000% 28,282,957.60 164,983.92 0.00 0.00 IV-A-1 40,005,655.00 5.00000% 35,169,101.12 146,537.92 0.00 0.00 V-A-1 24,550,484.00 5.50000% 17,174,297.02 78,715.53 0.00 0.00 I-X 0.00 5.75000% 13,950,518.72 66,846.24 0.00 0.00 D-X-1 0.00 7.00000% 3,471,380.05 20,249.72 0.00 0.00 D-X-2 0.00 5.00000% 7,433,762.72 30,974.01 0.00 0.00 I-P 329,084.75 0.00000% 308,580.77 0.00 0.00 0.00 D-P-1 422,802.96 0.00000% 327,815.42 0.00 0.00 0.00 D-P-2 376,255.65 0.00000% 351,453.33 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 5.90611% 11,337,981.79 55,802.81 0.00 0.00 D-B-2 2,727,699.00 5.90611% 2,699,518.72 13,286.38 0.00 0.00 D-B-3 3,273,239.00 5.90611% 3,239,422.66 15,943.66 0.00 0.00 D-B-4 4,000,626.00 5.90611% 3,959,294.91 19,486.69 0.00 0.00 D-B-5 2,727,699.00 5.90611% 2,699,518.72 13,286.38 0.00 0.00 D-B-6 909,235.00 5.90611% 899,840.68 4,428.80 0.00 0.00 Totals 363,693,282.36 1,461,911.24 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 42.05 0.00 464,157.31 0.00 91,772,184.72 I-A-2 0.80 0.00 8,793.38 0.00 1,835,306.00 I-A-3 6.84 0.00 75,505.04 0.00 15,759,000.00 II-A-1 0.00 0.00 138,596.44 0.00 24,723,914.38 II-A-2 0.00 0.00 144,267.33 0.00 27,880,159.61 III-A-1 0.00 0.00 164,983.92 0.00 26,869,848.47 IV-A-1 0.00 0.00 146,537.92 0.00 35,034,758.54 V-A-1 0.00 0.00 78,715.53 0.00 16,900,606.62 I-X 6.05 0.00 66,840.18 0.00 13,405,214.84 D-X-1 0.00 0.00 20,249.72 0.00 3,350,234.48 D-X-2 0.00 0.00 30,974.01 0.00 7,330,670.47 I-P 0.00 0.00 0.00 0.00 307,928.52 D-P-1 0.00 0.00 0.00 0.00 323,392.72 D-P-2 0.00 0.00 0.00 0.00 349,833.53 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 5.05 0.00 55,797.72 0.00 11,322,528.74 D-B-2 1.20 0.00 13,285.17 0.00 2,695,839.43 D-B-3 1.44 0.00 15,942.20 0.00 3,235,007.51 D-B-4 1.77 0.00 19,484.92 0.00 3,953,898.61 D-B-5 1.20 0.00 13,285.17 0.00 2,695,839.43 D-B-6 0.40 0.00 4,428.40 0.00 898,614.24 Totals 66.80 0.00 1,461,844.36 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% 691.97419764 3.31570971 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% 742.06351791 4.01951085 0.00000000 0.00000000 II-A-2 38,882,743.00 6.00000% 742.06351800 3.71031771 0.00000000 0.00000000 III-A-1 41,956,092.00 7.00000% 674.10848465 3.93229951 0.00000000 0.00000000 IV-A-1 40,005,655.00 5.00000% 879.10324478 3.66293015 0.00000000 0.00000000 V-A-1 24,550,484.00 5.50000% 699.55024186 3.20627202 0.00000000 0.00000000 I-X 0.00 5.75000% 680.43674470 3.26042629 0.00000000 0.00000000 D-X-1 0.00 7.00000% 682.73939513 3.98264707 0.00000000 0.00000000 D-X-2 0.00 5.00000% 722.41448664 3.01006023 0.00000000 0.00000000 I-P 329,084.75 0.00000% 937.69392231 0.00000000 0.00000000 0.00000000 D-P-1 422,802.96 0.00000% 775.33851702 0.00000000 0.00000000 0.00000000 D-P-2 376,255.65 0.00000% 934.08120250 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 5.90611% 989.66884534 4.87091120 0.00000000 0.00000000 D-B-2 2,727,699.00 5.90611% 989.66884543 4.87091134 0.00000000 0.00000000 D-B-3 3,273,239.00 5.90611% 989.66884484 4.87091227 0.00000000 0.00000000 D-B-4 4,000,626.00 5.90611% 989.66884433 4.87091020 0.00000000 0.00000000 D-B-5 2,727,699.00 5.90611% 989.66884543 4.87091134 0.00000000 0.00000000 D-B-6 909,235.00 5.90611% 989.66788564 4.87090796 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 0.00030036 0.00000000 3.31540936 0.00000000 655.51560514 I-A-2 0.00043589 0.00000000 4.79123372 0.00000000 1000.00000000 I-A-3 0.00043404 0.00000000 4.79123295 0.00000000 1000.00000000 II-A-1 0.00000000 0.00000000 4.01951085 0.00000000 717.03170756 II-A-2 0.00000000 0.00000000 3.71031771 0.00000000 717.03170761 III-A-1 0.00000000 0.00000000 3.93229951 0.00000000 640.42781844 IV-A-1 0.00000000 0.00000000 3.66293015 0.00000000 875.74515503 V-A-1 0.00000000 0.00000000 3.20627202 0.00000000 688.40217651 I-X 0.00029509 0.00000000 3.26013071 0.00000000 653.83954037 D-X-1 0.00000000 0.00000000 3.98264707 0.00000000 658.91289040 D-X-2 0.00000000 0.00000000 3.01006023 0.00000000 712.39596202 I-P 0.00000000 0.00000000 0.00000000 0.00000000 935.71191008 D-P-1 0.00000000 0.00000000 0.00000000 0.00000000 764.87808884 D-P-2 0.00000000 0.00000000 0.00000000 0.00000000 929.77615087 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 0.00044080 0.00000000 4.87046691 0.00000000 988.31998075 D-B-2 0.00043993 0.00000000 4.87046775 0.00000000 988.31998325 D-B-3 0.00043993 0.00000000 4.87046623 0.00000000 988.31998213 D-B-4 0.00044243 0.00000000 4.87046777 0.00000000 988.31998042 D-B-5 0.00043993 0.00000000 4.87046775 0.00000000 988.31998325 D-B-6 0.00043993 0.00000000 4.87046803 0.00000000 988.31901544 (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 10,334,729.86 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 32,323.69 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 10,367,053.55 Withdrawals Reimbursement for Servicer Advances 29,285.64 Payment of Service Fee 73,608.86 Payment of Interest and Principal 10,264,159.05 Total Withdrawals (Pool Distribution Amount) 10,367,053.55 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 66.80
SERVICING FEES Gross Servicing Fee 57,366.87 External MS Fee 2,873.34 PMI Fee 11,647.69 Trust Administrator Fee 1,720.96 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 73,608.86
OTHER ACCOUNTS Original $ Original % Current $ Current % Bankruptcy 142,759.00 0.03925258% 142,759.00 0.05355632% Fraud 7,273,865.66 2.00000000% 7,273,865.66 2.72880485% Special Hazard 3,636,933.00 1.00000005% 2,753,609.76 1.03302206% 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 1 272,232.53 0.00 0.00 272,232.53 30 Days 1 0 0 0 1 550,601.35 0.00 0.00 0.00 550,601.35 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 1 0 1 0.00 0.00 564,763.19 0.00 564,763.19 150 Days 1 0 1 0 2 455,729.25 0.00 334,668.65 0.00 790,397.90 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 2 1 2 0 5 1,006,330.60 272,232.53 899,431.84 0.00 2,177,994.97 0-29 Days 0.317460% 0.000000% 0.000000% 0.317460% 0.224319% 0.000000% 0.000000% 0.224319% 30 Days 0.317460% 0.000000% 0.000000% 0.000000% 0.317460% 0.453694% 0.000000% 0.000000% 0.000000% 0.453694% 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% 0.317460% 0.000000% 0.317460% 0.000000% 0.000000% 0.465363% 0.000000% 0.465363% 150 Days 0.317460% 0.000000% 0.317460% 0.000000% 0.634921% 0.375519% 0.000000% 0.275766% 0.000000% 0.651285% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.634921% 0.317460% 0.634921% 0.000000% 1.587302% 0.829213% 0.224319% 0.741129% 0.000000% 1.794661% 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 1 0 0 0 1 148,438.51 0.00 0.00 0.00 148,438.51 60 Days 3 0 0 0 3 501,826.01 0.00 0.00 0.00 501,826.01 90 Days 1 0 1 0 2 102,105.92 0.00 197,658.86 0.00 299,764.78 120 Days 1 0 0 0 1 167,555.77 0.00 0.00 0.00 167,555.77 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 1 0 0 0 1 235,430.44 0.00 0.00 0.00 235,430.44 Totals 7 0 1 0 8 1,155,356.65 0.00 197,658.86 0.00 1,353,015.51 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.265957% 0.000000% 0.000000% 0.000000% 0.265957% 0.254405% 0.000000% 0.000000% 0.000000% 0.254405% 60 Days 0.797872% 0.000000% 0.000000% 0.000000% 0.797872% 0.860068% 0.000000% 0.000000% 0.000000% 0.860068% 90 Days 0.265957% 0.000000% 0.265957% 0.000000% 0.531915% 0.174997% 0.000000% 0.338763% 0.000000% 0.513760% 120 Days 0.265957% 0.000000% 0.000000% 0.000000% 0.265957% 0.287170% 0.000000% 0.000000% 0.000000% 0.287170% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180 Days 0.265957% 0.000000% 0.000000% 0.000000% 0.265957% 0.403499% 0.000000% 0.000000% 0.000000% 0.403499% Totals 1.861702% 0.000000% 0.265957% 0.000000% 2.127660% 1.980139% 0.000000% 0.338763% 0.000000% 2.318902% 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 6 0 0 0 6 594,114.51 0.00 0.00 0.00 594,114.51 60 Days 4 0 0 0 4 588,899.24 0.00 0.00 0.00 588,899.24 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 1 0 1 0 2 125,292.81 0.00 67,056.51 0.00 192,349.32 150 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 1 0 12 1,308,306.56 0.00 67,056.51 0.00 1,375,363.07 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 2.542373% 0.000000% 0.000000% 0.000000% 2.542373% 1.979433% 0.000000% 0.000000% 0.000000% 1.979433% 60 Days 1.694915% 0.000000% 0.000000% 0.000000% 1.694915% 1.962057% 0.000000% 0.000000% 0.000000% 1.962057% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.423729% 0.000000% 0.423729% 0.000000% 0.847458% 0.417443% 0.000000% 0.223415% 0.000000% 0.640857% 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 4.661017% 0.000000% 0.423729% 0.000000% 5.084746% 4.358933% 0.000000% 0.223415% 0.000000% 4.582347% 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 1 115,506.67 0.00 0.00 0.00 115,506.67 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 1 115,506.67 0.00 0.00 0.00 115,506.67 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.769231% 0.000000% 0.000000% 0.000000% 0.769231% 0.612079% 0.000000% 0.000000% 0.000000% 0.612079% 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 0.769231% 0.000000% 0.000000% 0.000000% 0.769231% 0.612079% 0.000000% 0.000000% 0.000000% 0.612079%
COLLATERAL STATEMENT Collateral Description Mixed Fixed Weighted Average Gross Coupon 6.691668% Weighted Average Net Coupon 6.441668% Weighted Average Pass-Through Rate 6.370596% Weighted Average Maturity(Stepdown Calculation ) 228 Beginning Scheduled Collateral Loan Count 1,170 Number Of Loans Paid In Full 37 Ending Scheduled Collateral Loan Count 1,133 Beginning Scheduled Collateral Balance 275,360,975.75 Ending Scheduled Collateral Balance 266,558,661.07 Ending Actual Collateral Balance at 31-Oct-2004 266,817,966.21 Monthly P &I Constant 1,927,802.61 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Class A Optimal Amount 10,108,141.64 Ending Scheduled Balance for Premium Loans 266,558,661.07 Scheduled Principal 392,282.43 Unscheduled Principal 8,410,032.25
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 6.685342 6.678928 7.774482 Weighted Average Net Rate 6.435341 6.428928 7.524482 Weighted Average Maturity 347 346 346 Beginning Loan Count 330 387 246 Loans Paid In Full 15 11 10 Ending Loan Count 315 376 236 Beginning Scheduled Balance 126,400,401.65 60,159,408.06 31,411,486.98 Ending scheduled Balance 121,284,721.77 58,315,307.86 29,994,008.86 Record Date 10/31/2004 10/31/2004 10/31/2004 Principal And Interest Constant 821,986.86 392,693.07 227,913.41 Scheduled Principal 117,795.31 57,859.44 24,406.71 Unscheduled Principal 4,997,884.57 1,786,240.76 1,393,071.41 Scheduled Interest 704,191.55 334,833.63 203,506.70 Servicing Fees 26,333.44 12,533.19 6,544.07 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 789.97 376.00 196.31 FRY Amount 0.00 0.00 0.00 Special Hazard Fee 0.00 0.00 0.00 Other Fee 6,031.95 3,555.14 798.88 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 671,036.19 318,369.30 195,967.44 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 6.370576 6.350513 7.486462
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 5.848186 6.683259 6.691668 Weighted Average Net Rate 5.598185 6.433260 6.441668 Weighted Average Maturity 166 166 228 Beginning Loan Count 76 131 1,170 Loans Paid In Full 0 1 37 Ending Loan Count 76 130 1,133 Beginning Scheduled Balance 38,277,028.33 19,112,650.73 275,360,975.75 Ending scheduled Balance 38,130,866.19 18,833,756.39 266,558,661.07 Record Date 10/31/2004 10/31/2004 10/31/2004 Principal And Interest Constant 330,390.84 154,818.43 1,927,802.61 Scheduled Principal 143,848.20 48,372.77 392,282.43 Unscheduled Principal 2,313.94 230,521.57 8,410,032.25 Scheduled Interest 186,542.64 106,445.66 1,535,520.18 Servicing Fees 7,974.39 3,981.78 57,366.87 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 239.22 119.46 1,720.96 FRY Amount 0.00 0.00 0.00 Special Hazard Fee 0.00 0.00 0.00 Other Fee 3,888.89 246.17 14,521.03 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 174,440.14 102,098.25 1,461,911.32 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 5.468767 6.410303 6.370596
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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