-----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, QOj5vYCIrbV1CO5CrfLgsxY+hxuIJp6uSkV7PZHNV0uDiUy3I+hMZZG2R5fdiEjJ 2Bw/c0DrsQXqCBFB8VPCxQ== 0001056404-05-000329.txt : 20050106 0001056404-05-000329.hdr.sgml : 20050106 20050106101813 ACCESSION NUMBER: 0001056404-05-000329 CONFORMED SUBMISSION TYPE: 8-K PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20041227 ITEM INFORMATION: Other Events ITEM INFORMATION: Financial Statements and Exhibits FILED AS OF DATE: 20050106 DATE AS OF CHANGE: 20050106 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: 05514630 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_dec.txt DECEMBER 8K 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): December 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 December 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 December 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: 1/4/2005 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 December 27, 2004 distribution. EX-99.1
Credit Suisse First Boston Mortgage Securities Corp. Mortgage-Backed P/T Certificates Record Date: 11/30/2004 Distribution Date: 12/27/2004 Credit Suisse First Boston Mortgage Securities Corp. Mortgage-Backed P/T Certificates 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% 91,772,184.72 437,935.30 7,357,787.45 I-A-2 22541SAH1 SEN 5.75000% 1,835,306.00 8,758.05 0.00 I-A-3 22541SAJ7 SEN 5.75000% 15,759,000.00 75,201.68 0.00 II-A-1 22541SAL2 SEN 6.50000% 24,723,914.38 133,921.20 1,850,883.36 II-A-2 22541SAM0 SEN 6.00000% 27,880,159.61 139,400.80 2,087,166.40 III-A-1 22541SAN8 SEN 7.00000% 26,869,848.47 156,740.78 2,573,669.47 IV-A-1 22541SAP3 SEN 5.00000% 35,034,758.54 145,978.16 736,006.87 V-A-1 22541SAQ1 SEN 5.50000% 16,900,606.62 77,461.11 1,010,259.22 I-X 22541SAR9 IO 5.75000% 0.00 63,969.46 0.00 D-X-1 22541SAS7 IO 7.00000% 0.00 19,543.03 0.00 D-X-2 22541SAT5 IO 5.00000% 0.00 30,544.46 0.00 I-P 22541SAU2 PO 0.00000% 307,928.52 0.00 12,184.24 D-P-1 22541SAV0 PO 0.00000% 323,392.72 0.00 20,978.84 D-P-2 22541SAW8 PO 0.00000% 349,833.53 0.00 1,629.53 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 5.90648% 11,322,528.74 55,501.23 15,559.22 D-B-2 22541SAY4 SUB 5.90648% 2,695,839.43 13,214.57 3,704.58 D-B-3 22541SAZ1 SUB 5.90648% 3,235,007.51 15,857.49 4,445.49 D-B-4 22541SBC1 SUB 5.90648% 3,953,898.61 19,381.38 5,433.38 D-B-5 22541SBD9 SUB 5.90648% 2,695,839.43 13,214.57 3,704.58 D-B-6 22541SBE7 SUB 5.90648% 898,614.24 4,404.86 1,234.80 Totals 266,558,661.07 1,411,028.13 15,684,647.43
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses I-A1 0.00 84,414,397.27 7,795,722.75 0.00 I-A-2 0.00 1,835,306.00 8,758.05 0.00 I-A-3 0.00 15,759,000.00 75,201.68 0.00 II-A-1 0.00 22,873,031.02 1,984,804.56 0.00 II-A-2 0.00 25,792,993.21 2,226,567.20 0.00 III-A-1 0.00 24,296,179.00 2,730,410.25 0.00 IV-A-1 0.00 34,298,751.68 881,985.03 0.00 V-A-1 0.00 15,890,347.40 1,087,720.33 0.00 I-X 0.00 0.00 63,969.46 0.00 D-X-1 0.00 0.00 19,543.03 0.00 D-X-2 0.00 0.00 30,544.46 0.00 I-P 0.00 295,744.28 12,184.24 0.00 D-P-1 0.00 302,413.88 20,978.84 0.00 D-P-2 0.00 348,204.00 1,629.53 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 11,306,969.52 71,060.45 0.00 D-B-2 0.00 2,692,134.85 16,919.15 0.00 D-B-3 0.00 3,230,562.01 20,302.98 0.00 D-B-4 0.00 3,948,465.23 24,814.76 0.00 D-B-5 0.00 2,692,134.85 16,919.15 0.00 D-B-6 0.00 897,379.38 5,639.66 0.00 Totals 0.00 250,874,013.58 17,095,675.56 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 91,772,184.72 102,573.99 7,255,213.46 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 24,723,914.38 23,941.69 1,826,941.67 0.00 0.00 II-A-2 38,882,743.00 27,880,159.61 26,998.07 2,060,168.33 0.00 0.00 III-A-1 41,956,092.00 26,869,848.47 21,037.89 2,552,631.58 0.00 0.00 IV-A-1 40,005,655.00 35,034,758.54 132,727.90 603,278.96 0.00 0.00 V-A-1 24,550,484.00 16,900,606.62 43,252.81 967,006.41 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 329,084.75 307,928.52 346.40 11,837.84 0.00 0.00 D-P-1 422,802.96 323,392.72 317.99 20,660.85 0.00 0.00 D-P-2 376,255.65 349,833.53 1,528.36 101.17 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 11,322,528.74 15,559.22 0.00 0.00 0.00 D-B-2 2,727,699.00 2,695,839.43 3,704.58 0.00 0.00 0.00 D-B-3 3,273,239.00 3,235,007.51 4,445.49 0.00 0.00 0.00 D-B-4 4,000,626.00 3,953,898.61 5,433.38 0.00 0.00 0.00 D-B-5 2,727,699.00 2,695,839.43 3,704.58 0.00 0.00 0.00 D-B-6 909,235.00 898,614.24 1,234.80 0.00 0.00 0.00 Totals 363,693,282.36 266,558,661.07 386,807.15 15,297,840.27 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 7,357,787.45 84,414,397.27 0.60295998 7,357,787.45 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 1,850,883.36 22,873,031.02 0.66335323 1,850,883.36 II-A-2 2,087,166.40 25,792,993.21 0.66335323 2,087,166.40 III-A-1 2,573,669.47 24,296,179.00 0.57908585 2,573,669.47 IV-A-1 736,006.87 34,298,751.68 0.85734758 736,006.87 V-A-1 1,010,259.22 15,890,347.40 0.64725190 1,010,259.22 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 12,184.24 295,744.28 0.89868728 12,184.24 D-P-1 20,978.84 302,413.88 0.71525961 20,978.84 D-P-2 1,629.53 348,204.00 0.92544524 1,629.53 AR 0.00 0.00 0.00000000 0.00 AR-L 0.00 0.00 0.00000000 0.00 D-B-1 15,559.22 11,306,969.52 0.98696185 15,559.22 D-B-2 3,704.58 2,692,134.85 0.98696185 3,704.58 D-B-3 4,445.49 3,230,562.01 0.98696185 4,445.49 D-B-4 5,433.38 3,948,465.23 0.98696185 5,433.38 D-B-5 3,704.58 2,692,134.85 0.98696185 3,704.58 D-B-6 1,234.80 897,379.38 0.98696088 1,234.80 Totals 15,684,647.43 250,874,013.58 0.68979557 15,684,647.43
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion I-A1 140,000,000.00 655.51560514 0.73267136 51.82295329 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 34,480,922.00 717.03170756 0.69434599 52.98413047 0.00000000 II-A-2 38,882,743.00 717.03170761 0.69434582 52.98413052 0.00000000 III-A-1 41,956,092.00 640.42781844 0.50142635 60.84054683 0.00000000 IV-A-1 40,005,655.00 875.74515503 3.31772846 15.07984209 0.00000000 V-A-1 24,550,484.00 688.40217651 1.76179052 39.38848660 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 329,084.75 935.71191008 1.05261639 35.97201025 0.00000000 D-P-1 422,802.96 764.87808884 0.75209975 48.86637974 0.00000000 D-P-2 376,255.65 929.77615087 4.06202538 0.26888633 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 11,456,339.00 988.31998075 1.35813195 0.00000000 0.00000000 D-B-2 2,727,699.00 988.31998325 1.35813372 0.00000000 0.00000000 D-B-3 3,273,239.00 988.31998213 1.35813181 0.00000000 0.00000000 D-B-4 4,000,626.00 988.31998042 1.35813245 0.00000000 0.00000000 D-B-5 2,727,699.00 988.31998325 1.35813372 0.00000000 0.00000000 D-B-6 909,235.00 988.31901544 1.35806475 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 52.55562464 602.95998050 0.60295998 52.55562464 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 53.67847646 663.35323110 0.66335323 53.67847646 II-A-2 0.00000000 53.67847634 663.35323128 0.66335323 53.67847634 III-A-1 0.00000000 61.34197318 579.08584527 0.57908585 61.34197318 IV-A-1 0.00000000 18.39757079 857.34758449 0.85734758 18.39757079 V-A-1 0.00000000 41.15027712 647.25189939 0.64725190 41.15027712 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 37.02462663 898.68728344 0.89868728 37.02462663 D-P-1 0.00000000 49.61847949 715.25960935 0.71525961 49.61847949 D-P-2 0.00000000 4.33091171 925.44523916 0.92544524 4.33091171 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 1.35813195 986.96184881 0.98696185 1.35813195 D-B-2 0.00000000 1.35813372 986.96184953 0.98696185 1.35813372 D-B-3 0.00000000 1.35813181 986.96184727 0.98696185 1.35813181 D-B-4 0.00000000 1.35813245 986.96184797 0.98696185 1.35813245 D-B-5 0.00000000 1.35813372 986.96184953 0.98696185 1.35813372 D-B-6 0.00000000 1.35806475 986.96088470 0.98696088 1.35806475 (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% 91,772,184.72 439,741.72 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% 24,723,914.38 133,921.20 0.00 0.00 II-A-2 38,882,743.00 6.00000% 27,880,159.61 139,400.80 0.00 0.00 III-A-1 41,956,092.00 7.00000% 26,869,848.47 156,740.78 0.00 0.00 IV-A-1 40,005,655.00 5.00000% 35,034,758.54 145,978.16 0.00 0.00 V-A-1 24,550,484.00 5.50000% 16,900,606.62 77,461.11 0.00 0.00 I-X 0.00 5.75000% 13,405,214.84 64,233.32 0.00 0.00 D-X-1 0.00 7.00000% 3,350,234.48 19,543.03 0.00 0.00 D-X-2 0.00 5.00000% 7,330,670.47 30,544.46 0.00 0.00 I-P 329,084.75 0.00000% 307,928.52 0.00 0.00 0.00 D-P-1 422,802.96 0.00000% 323,392.72 0.00 0.00 0.00 D-P-2 376,255.65 0.00000% 349,833.53 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 5.90648% 11,322,528.74 55,730.19 0.00 0.00 D-B-2 2,727,699.00 5.90648% 2,695,839.43 13,269.09 0.00 0.00 D-B-3 3,273,239.00 5.90648% 3,235,007.51 15,922.91 0.00 0.00 D-B-4 4,000,626.00 5.90648% 3,953,898.61 19,461.34 0.00 0.00 D-B-5 2,727,699.00 5.90648% 2,695,839.43 13,269.09 0.00 0.00 D-B-6 909,235.00 5.90648% 898,614.24 4,423.04 0.00 0.00 Totals 363,693,282.36 1,413,946.29 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 1,806.42 0.00 437,935.30 0.00 84,414,397.27 I-A-2 36.13 0.00 8,758.05 0.00 1,835,306.00 I-A-3 310.20 0.00 75,201.68 0.00 15,759,000.00 II-A-1 0.00 0.00 133,921.20 0.00 22,873,031.02 II-A-2 0.00 0.00 139,400.80 0.00 25,792,993.21 III-A-1 0.00 0.00 156,740.78 0.00 24,296,179.00 IV-A-1 0.00 0.00 145,978.16 0.00 34,298,751.68 V-A-1 0.00 0.00 77,461.11 0.00 15,890,347.40 I-X 263.86 0.00 63,969.46 0.00 12,211,281.34 D-X-1 0.00 0.00 19,543.03 0.00 3,024,381.17 D-X-2 0.00 0.00 30,544.46 0.00 6,847,780.89 I-P 0.00 0.00 0.00 0.00 295,744.28 D-P-1 0.00 0.00 0.00 0.00 302,413.88 D-P-2 0.00 0.00 0.00 0.00 348,204.00 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-1 228.93 0.00 55,501.23 0.00 11,306,969.52 D-B-2 54.51 0.00 13,214.57 0.00 2,692,134.85 D-B-3 65.41 0.00 15,857.49 0.00 3,230,562.01 D-B-4 79.95 0.00 19,381.38 0.00 3,948,465.23 D-B-5 54.51 0.00 13,214.57 0.00 2,692,134.85 D-B-6 18.17 0.00 4,404.86 0.00 897,379.38 Totals 2,918.09 0.00 1,411,028.13 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% 655.51560514 3.14101229 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% 717.03170756 3.88392167 0.00000000 0.00000000 II-A-2 38,882,743.00 6.00000% 717.03170761 3.58515859 0.00000000 0.00000000 III-A-1 41,956,092.00 7.00000% 640.42781844 3.73582888 0.00000000 0.00000000 IV-A-1 40,005,655.00 5.00000% 875.74515503 3.64893813 0.00000000 0.00000000 V-A-1 24,550,484.00 5.50000% 688.40217651 3.15517649 0.00000000 0.00000000 I-X 0.00 5.75000% 653.83954037 3.13298108 0.00000000 0.00000000 D-X-1 0.00 7.00000% 658.91289040 3.84365765 0.00000000 0.00000000 D-X-2 0.00 5.00000% 712.39596202 2.96831648 0.00000000 0.00000000 I-P 329,084.75 0.00000% 935.71191008 0.00000000 0.00000000 0.00000000 D-P-1 422,802.96 0.00000% 764.87808884 0.00000000 0.00000000 0.00000000 D-P-2 376,255.65 0.00000% 929.77615087 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 5.90648% 988.31998075 4.86457236 0.00000000 0.00000000 D-B-2 2,727,699.00 5.90648% 988.31998325 4.86457267 0.00000000 0.00000000 D-B-3 3,273,239.00 5.90648% 988.31998213 4.86457298 0.00000000 0.00000000 D-B-4 4,000,626.00 5.90648% 988.31998042 4.86457369 0.00000000 0.00000000 D-B-5 2,727,699.00 5.90648% 988.31998325 4.86457267 0.00000000 0.00000000 D-B-6 909,235.00 5.90648% 988.31901544 4.86457297 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 0.01290300 0.00000000 3.12810929 0.00000000 602.95998050 I-A-2 0.01968609 0.00000000 4.77198353 0.00000000 1000.00000000 I-A-3 0.01968399 0.00000000 4.77198299 0.00000000 1000.00000000 II-A-1 0.00000000 0.00000000 3.88392167 0.00000000 663.35323110 II-A-2 0.00000000 0.00000000 3.58515859 0.00000000 663.35323128 III-A-1 0.00000000 0.00000000 3.73582888 0.00000000 579.08584527 IV-A-1 0.00000000 0.00000000 3.64893813 0.00000000 857.34758449 V-A-1 0.00000000 0.00000000 3.15517649 0.00000000 647.25189939 I-X 0.01286978 0.00000000 3.12011130 0.00000000 595.60541729 D-X-1 0.00000000 0.00000000 3.84365765 0.00000000 594.82515337 D-X-2 0.00000000 0.00000000 2.96831648 0.00000000 665.46866004 I-P 0.00000000 0.00000000 0.00000000 0.00000000 898.68728344 D-P-1 0.00000000 0.00000000 0.00000000 0.00000000 715.25960935 D-P-2 0.00000000 0.00000000 0.00000000 0.00000000 925.44523916 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 0.01998282 0.00000000 4.84458691 0.00000000 986.96184881 D-B-2 0.01998388 0.00000000 4.84458512 0.00000000 986.96184953 D-B-3 0.01998326 0.00000000 4.84458666 0.00000000 986.96184727 D-B-4 0.01998437 0.00000000 4.84458682 0.00000000 986.96184797 D-B-5 0.01998388 0.00000000 4.84458512 0.00000000 986.96184953 D-B-6 0.01998383 0.00000000 4.84457813 0.00000000 986.96088470 (6) Amount Does Not Include Excess Special Hazard, Bankruptcy,or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.
CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 17,163,080.40 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 36,020.43 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 17,199,100.83 Withdrawals Reimbursement for Servicer Advances 32,323.69 Payment of Service Fee 71,101.51 Payment of Interest and Principal 17,095,675.63 Total Withdrawals (Pool Distribution Amount) 17,199,100.83 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 2,918.09
SERVICING FEES Gross Servicing Fee 55,533.04 External MS Fee 2,777.61 PMI Fee 11,124.88 Trust Administrator Fee 1,665.98 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 71,101.51
OTHER ACCOUNTS Original $ Original % Current $ Current % Bankruptcy 142,759.00 0.03925258% 142,759.00 0.05690466% Fraud 7,273,865.66 2.00000000% 7,273,865.66 2.89940977% Special Hazard 3,636,933.00 1.00000005% 2,753,609.76 1.09760661% 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 1 271,932.70 0.00 0.00 271,932.70 30 Days 3 0 0 0 3 1,018,137.95 0.00 0.00 0.00 1,018,137.95 60 Days 1 0 0 0 1 343,768.85 0.00 0.00 0.00 343,768.85 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 2 0 2 0.00 0.00 790,397.90 0.00 790,397.90 Totals 4 1 2 0 7 1,361,906.80 271,932.70 790,397.90 0.00 2,424,237.40 0-29 Days 0.334448% 0.000000% 0.000000% 0.334448% 0.238584% 0.000000% 0.000000% 0.238584% 30 Days 1.003344% 0.000000% 0.000000% 0.000000% 1.003344% 0.893276% 0.000000% 0.000000% 0.000000% 0.893276% 60 Days 0.334448% 0.000000% 0.000000% 0.000000% 0.334448% 0.301610% 0.000000% 0.000000% 0.000000% 0.301610% 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% 0.668896% 0.000000% 0.668896% 0.000000% 0.000000% 0.693466% 0.000000% 0.693466% Totals 1.337793% 0.334448% 0.668896% 0.000000% 2.341137% 1.194887% 0.238584% 0.693466% 0.000000% 2.126936% 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 3 0 0 0 3 672,863.70 0.00 0.00 0.00 672,863.70 60 Days 0 0 1 0 1 0.00 0.00 197,305.49 0.00 197,305.49 90 Days 1 0 1 0 2 186,216.48 0.00 117,484.30 0.00 303,700.78 120 Days 1 0 0 0 1 102,002.03 0.00 0.00 0.00 102,002.03 150 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 6 0 2 0 8 1,196,512.65 0.00 314,789.79 0.00 1,511,302.44 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.847458% 0.000000% 0.000000% 0.000000% 0.847458% 1.237294% 0.000000% 0.000000% 0.000000% 1.237294% 60 Days 0.000000% 0.000000% 0.282486% 0.000000% 0.282486% 0.000000% 0.000000% 0.362815% 0.000000% 0.362815% 90 Days 0.282486% 0.000000% 0.282486% 0.000000% 0.564972% 0.342424% 0.000000% 0.216036% 0.000000% 0.558460% 120 Days 0.282486% 0.000000% 0.000000% 0.000000% 0.282486% 0.187566% 0.000000% 0.000000% 0.000000% 0.187566% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180 Days 0.282486% 0.000000% 0.000000% 0.000000% 0.282486% 0.432921% 0.000000% 0.000000% 0.000000% 0.432921% Totals 1.694915% 0.000000% 0.564972% 0.000000% 2.259887% 2.200205% 0.000000% 0.578851% 0.000000% 2.779056% 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 3 307,973.96 0.00 0.00 0.00 307,973.96 60 Days 3 0 0 0 3 272,150.01 0.00 0.00 0.00 272,150.01 90 Days 0 0 2 0 2 0.00 0.00 310,218.22 0.00 310,218.22 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 1 0 1 0 2 125,292.81 0.00 67,056.51 0.00 192,349.32 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 7 0 3 0 10 705,416.78 0.00 377,274.73 0.00 1,082,691.51 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.369863% 0.000000% 0.000000% 0.000000% 1.369863% 1.122549% 0.000000% 0.000000% 0.000000% 1.122549% 60 Days 1.369863% 0.000000% 0.000000% 0.000000% 1.369863% 0.991973% 0.000000% 0.000000% 0.000000% 0.991973% 90 Days 0.000000% 0.000000% 0.913242% 0.000000% 0.913242% 0.000000% 0.000000% 1.130729% 0.000000% 1.130729% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.456621% 0.000000% 0.456621% 0.000000% 0.913242% 0.456686% 0.000000% 0.244418% 0.000000% 0.701103% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 3.196347% 0.000000% 1.369863% 0.000000% 4.566210% 2.571208% 0.000000% 1.375147% 0.000000% 3.946354% 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 1 0 0 0 1 576,964.33 0.00 0.00 0.00 576,964.33 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 1 576,964.33 0.00 0.00 0.00 576,964.33 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.333333% 0.000000% 0.000000% 0.000000% 1.333333% 1.539139% 0.000000% 0.000000% 0.000000% 1.539139% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 1.333333% 0.000000% 0.000000% 0.000000% 1.333333% 1.539139% 0.000000% 0.000000% 0.000000% 1.539139% DELINQUENT BANKRUPTCY FORECLOSURE REO Total G5 15Y Conf AltA No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
COLLATERAL STATEMENT Collateral Description Mixed Fixed Weighted Average Gross Coupon 6.685423% Weighted Average Net Coupon 6.435423% Weighted Average Pass-Through Rate 6.365336% Weighted Average Maturity(Stepdown Calculation ) 227 Beginning Scheduled Collateral Loan Count 1,133 Number Of Loans Paid In Full 64 Ending Scheduled Collateral Loan Count 1,069 Beginning Scheduled Collateral Balance 266,558,661.07 Ending Scheduled Collateral Balance 250,874,013.59 Ending Actual Collateral Balance at 30-Nov-2004 251,135,102.67 Monthly P &I Constant 1,871,855.06 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Class A Optimal Amount 16,942,436.01 Ending Scheduled Balance for Premium Loans 250,874,013.59 Scheduled Principal 386,807.21 Unscheduled Principal 15,297,840.27
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 6.683878 6.678738 7.776443 Weighted Average Net Rate 6.433878 6.428739 7.526443 Weighted Average Maturity 346 345 345 Beginning Loan Count 315 376 236 Loans Paid In Full 16 22 17 Ending Loan Count 299 354 219 Beginning Scheduled Balance 121,284,721.77 58,315,307.86 29,994,008.86 Ending scheduled Balance 113,903,860.87 54,352,231.95 27,416,717.27 Record Date 11/30/2004 11/30/2004 11/30/2004 Principal And Interest Constant 789,353.18 381,039.85 217,858.04 Scheduled Principal 113,809.60 56,479.28 23,485.79 Unscheduled Principal 7,267,051.30 3,906,596.63 2,553,805.80 Scheduled Interest 675,543.58 324,560.57 194,372.25 Servicing Fees 25,267.63 12,149.00 6,248.76 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 758.05 364.46 187.46 FRY Amount 0.00 0.00 0.00 Special Hazard Fee 0.00 0.00 0.00 Other Fee 5,604.18 3,390.81 788.32 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 643,913.72 308,656.30 187,147.71 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 6.370930 6.351462 7.487404
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 5.848495 6.672996 6.685423 Weighted Average Net Rate 5.598494 6.422995 6.435423 Weighted Average Maturity 165 165 227 Beginning Loan Count 76 130 1,133 Loans Paid In Full 1 8 64 Ending Loan Count 75 122 1,069 Beginning Scheduled Balance 38,130,866.19 18,833,756.39 266,558,661.07 Ending scheduled Balance 37,382,979.26 17,818,224.24 250,874,013.59 Record Date 11/30/2004 11/30/2004 11/30/2004 Principal And Interest Constant 330,390.84 153,213.15 1,871,855.06 Scheduled Principal 144,550.70 48,481.84 386,807.21 Unscheduled Principal 603,336.23 967,050.31 15,297,840.27 Scheduled Interest 185,840.14 104,731.31 1,485,047.85 Servicing Fees 7,943.94 3,923.71 55,533.04 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 238.31 117.70 1,665.98 FRY Amount 0.00 0.00 0.00 Special Hazard Fee 0.00 0.00 0.00 Other Fee 3,873.94 245.24 13,902.49 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 173,783.95 100,444.66 1,413,946.34 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 5.469079 6.399869 6.365336
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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