8-K 1 csf04001_aug.txt AUGUST 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): August 25, 2004 CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORPORATION Mortgage-Backed P/T Certificates, Series 2004-1 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-107055-21 54-2144754 Pooling and Servicing Agreement) (Commission 54-2144751 (State or other File Number) 54-2144752 jurisdiction 54-2144753 of Incorporation) IRS EIN c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Road Columbia, MD 21045 (Address of principal executive offices) (Zip Code) Registrant's telephone number, including area code: (410) 884-2000 (Former name or former address, if changed since last report) 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 August 25, 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 August 25, 2004 distribution. Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized. CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORPORATION Mortgage-Backed 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: 8/27/2004 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 August 25, 2004 distribution. EX-99.1

Credit Suisse First Boston Mortgage Securities Corp. Mortgage~~-Backed~~ Pass-Through Certificates Record Date: 67/3031/042004 Distribution Date: 78/2625/042004 CSF Series: 2004-1 Contact: Customer Service - CTSLink Wells Fargo Bank, N.A. Securities Administration Services 7485 New Horizon Way Frederick, MD 21703 Telephone: (301) 815-6600 Fax: (301) 815-6660 Certificateholder Distribution Summary Certificate Certificate Beginning Class Pass-Through Certificate Interest Principal Class CUSIP Description Rate Balance Distribution Distribution I-A1 22541SAG3 SEN 5.75000% ~~116~~110,~~720~~564,~~254~~214.6290 ~~557~~529,~~404~~786.5893 63,~~156~~614,~~039~~141.7202 I-A-2 22541SAH1 SEN 5.75000% 1,835,306.00 8,~~764~~794.6118 0.00 I-A-3 22541SAJ7 SEN 5.75000% 15,759,000.00 75,~~258~~511.0589 0.00 II-A-1 22541SAL2 SEN 6.50000% 3029,~~463~~404,~~532~~628.2057 ~~165~~159,~~010~~275.8109 1,~~058~~768,~~903~~085.6394 II-A-2 22541SAM0 SEN 6.00000% 3433,~~352~~158,~~494~~411.7994 ~~171~~165,~~762~~792.4908 1,~~194~~993,~~082~~799.8510 III-A-1 22541SAN8 SEN 7.00000% 3633,~~329~~910,~~708~~915.3198 ~~211~~197,~~923~~813.3170 21,~~418~~624,~~792~~436.3297 IV-A-1 22541SAP3 SEN 5.00000% 35,~~723~~586,~~946~~186.7472 148,~~849~~275.7980 ~~137~~142,~~760~~359.0227 V-A-1 22541SAQ1 SEN 5.50000% 2220,~~002~~777,~~127~~617.3349 ~~100~~95,~~843~~230.0976 1,~~224~~920,~~509~~113.8487 I-X 22541SAR9 IO 5.75000% 0.00 7975,~~357~~065.9794 0.00 D-X-1 22541SAS7 IO 7.00000% 0.00 2524,~~762~~133.2308 0.00 D-X-2 22541SAT5 IO 5.00000% 0.00 3634,~~491~~612.2547 0.00 I-P 22541SAU2 PO 0.00000% ~~322~~315,~~582~~185.3820 0.00 ~~7,397~~351.1976 D-P-1 22541SAV0 PO 0.00000% ~~373~~354,~~728~~473.3092 0.00 196,~~254~~281.3953 D-P-2 22541SAW8 PO 0.00000% ~~369~~368,~~662~~028.8271 0.00 15,~~634~~992.1175 AR 22541SBA5 RES 5.75000% 0.00 0.00 0.00 AR-L 22541SBB3 RES 5.75000% 0.00 0.00 0.00 D-B-1 22541SAX6 SUB 5.~~90469~~90504% 11,~~398~~383,~~377~~443.4196 5556,~~897~~016.9639 1415,~~933~~010.4410 D-B-2 22541SAY4 SUB 5.~~90469~~90504% 2,~~713~~710,~~898~~343.6305 13,~~309~~337.0323 3,~~555~~573.5883 D-B-3 22541SAZ1 SUB 5.~~90469~~90504% 3,~~256~~252,~~678~~411.5585 1516,~~970~~004.8468 4,~~266~~288.7060 D-B-4 22541SBC1 SUB 5.~~90469~~90504% 3,~~980~~975,~~385~~170.4459 19,~~519~~561.9228 5,~~214~~241.8562 D-B-5 22541SBD9 SUB 5.~~90469~~90504% 2,~~713~~710,~~898~~343.6305 13,~~309~~337.0323 3,~~555~~573.5883 D-B-6 22541SBE7 SUB 5.~~90469~~90504% ~~904~~903,~~633~~448.9879 4,~~275~~445.4675 1,~~185~~191.1922 Totals ~~319~~306,~~220~~969,~~216~~130.1372 1,~~703~~636,~~710~~994.4248 1211,~~251~~108,~~085~~441.41

Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses I-A1 0.00 ~~110~~106,~~564~~950,~~214~~073.9088 64,~~713~~143,~~444~~927.3095 0.00 I-A-2 0.00 1,835,306.00 8,~~764~~794.6118 0.00 I-A-3 0.00 15,759,000.00 75,~~258~~511.0589 0.00 II-A-1 0.00 2927,~~404~~636,~~628~~542.5763 1,~~223~~927,~~914~~361.4403 0.00 II-A-2 0.00 3331,~~158~~164,~~411~~612.9484 12,~~365~~159,~~845~~591.3418 0.00 III-A-1 0.00 3332,~~910~~286,~~915~~479.9801 21,~~630~~822,~~715~~250.6367 0.00 IV-A-1 0.00 35,~~586~~443,~~186~~827.7245 ~~286~~290,~~609~~635.8107 0.00 V-A-1 0.00 2018,~~777~~857,~~617~~503.4962 12,~~325~~015,~~352~~344.9363 0.00 I-X 0.00 0.00 7975,~~357~~065.9794 0.00 D-X-1 0.00 0.00 2524,~~762~~133.2308 0.00 D-X-2 0.00 0.00 3634,~~491~~612.2547 0.00 I-P 0.00 ~~315~~314,~~185~~833.2044 ~~7,397~~351.1976 0.00 D-P-1 0.00 ~~354~~348,~~473~~192.9239 196,~~254~~281.3953 0.00 D-P-2 0.00 ~~368~~362,~~028~~035.7196 15,~~634~~992.1175 0.00 AR 0.00 0.00 0.00 0.00 AR-L 0.00 0.00 0.00 0.00 D-B-1 0.00 11,~~383~~368,~~443~~433.9686 7071,~~831~~026.4049 0.00 D-B-2 0.00 2,~~710~~706,~~343~~769.0521 16,~~864~~911.6106 0.00 D-B-3 0.00 3,~~252~~248,~~411~~123.8525 20,~~237~~293.5428 0.00 D-B-4 0.00 3,~~975~~969,~~170~~928.5997 24,~~734~~802.7790 0.00 D-B-5 0.00 2,~~710~~706,~~343~~769.0521 16,~~864~~911.6106 0.00 D-B-6 0.00 ~~903~~902,~~448~~257.7957 5,~~460~~636.6597 0.00 Totals 0.00 ~~306~~295,~~969~~860,~~130~~689.7229 1312,~~954~~745,~~795~~435.8389 0.00 All distributions required by the Pooling and Servicing Agreement have been calculated by the Certificate Administrator on behalf of the Trustee.

Principal Distribution Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Realized Class Amount Balance Distribution Distribution Accretion Loss (1) I-A1 140,000,000.00 ~~116~~110,~~720~~564,~~254~~214.6290 ~~121~~115,~~341~~077.9100 63,~~034~~499,~~697~~064.8101 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 3029,~~463~~404,~~532~~628.2057 2827,~~102~~331.3202 1,~~030~~740,~~801~~754.3193 0.00 0.00 II-A-2 38,882,743.00 3433,~~352~~158,~~494~~411.7994 3130,~~689~~820.8508 1,~~162~~962,~~393~~979.0002 0.00 0.00 III-A-1 41,956,092.00 3633,~~329~~910,~~708~~915.3198 2725,~~019~~442.2468 21,~~391~~598,~~773~~994.0929 0.00 0.00 IV-A-1 40,005,655.00 35,~~723~~586,~~946~~186.7472 ~~129~~130,~~436~~094.8409 812,~~323~~265.1719 0.00 0.00 V-A-1 24,550,484.00 2220,~~002~~777,~~127~~617.3349 5049,~~794~~601.2288 1,~~173~~870,~~715~~511.6199 0.00 0.00 I-X 0.00 0.00 0.00 0.00 0.00 0.00 D-X-1 0.00 0.00 0.00 0.00 0.00 0.00 D-X-2 0.00 0.00 0.00 0.00 0.00 0.00 I-P 329,084.75 ~~322~~315,~~582~~185.3820 ~~351~~346.8810 ~~7,045~~5.3067 0.00 0.00 D-P-1 422,802.96 ~~373~~354,~~728~~473.3092 ~~354~~338.3182 185,~~900~~942.0770 0.00 0.00 D-P-2 376,255.65 ~~369~~368,~~662~~028.8271 1,~~538~~545.95 954,446.1680 0.00 0.00 AR 50.00 0.00 0.00 0.00 0.00 0.00 AR-L 50.00 0.00 0.00 0.00 0.00 0.00 D-B-1 11,456,339.00 11,~~398~~383,~~377~~443.4196 1415,~~933~~010.4410 0.00 0.00 0.00 D-B-2 2,727,699.00 2,~~713~~710,~~898~~343.6305 3,~~555~~573.5883 0.00 0.00 0.00 D-B-3 3,273,239.00 3,~~256~~252,~~678~~411.5585 4,~~266~~288.7060 0.00 0.00 0.00 D-B-4 4,000,626.00 3,~~980~~975,~~385~~170.4459 5,~~214~~241.8562 0.00 0.00 0.00 D-B-5 2,727,699.00 2,~~713~~710,~~898~~343.6305 3,~~555~~573.5883 0.00 0.00 0.00 D-B-6 909,235.00 ~~904~~903,~~633~~448.9879 1,~~185~~191.1922 0.00 0.00 0.00 Totals 363,693,282.36 ~~319~~306,~~220~~969,~~216~~130.1372 ~~423~~413,~~340~~476.8682 1110,~~827~~694,~~744~~964.5260 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 63,~~156~~614,~~039~~141.7202 ~~110~~106,~~564~~950,~~214~~073.9088 0.~~78974439~~76392910 63,~~156~~614,~~039~~141.7202 I-A-2 0.00 1,835,306.00 1.00000000 0.00 I-A-3 0.00 15,759,000.00 1.00000000 0.00 II-A-1 1,~~058~~768,~~903~~085.6394 2927,~~404~~636,~~628~~542.5763 0.~~85277965~~80150243 1,~~058~~768,~~903~~085.6394 II-A-2 1,~~194~~993,~~082~~799.8510 3331,~~158~~164,~~411~~612.9484 0.~~85277965~~80150243 1,~~194~~993,~~082~~799.8510 III-A-1 21,~~418~~624,~~792~~436.3297 3332,~~910~~286,~~915~~479.9801 0.~~80824773~~76953018 21,~~418~~624,~~792~~436.3297 IV-A-1 ~~137~~142,~~760~~359.0227 35,~~586~~443,~~186~~827.7245 0.~~88952891~~88597043 ~~137~~142,~~760~~359.0227 V-A-1 1,~~224~~920,~~509~~113.8487 2018,~~777~~857,~~617~~503.4962 0.~~84632211~~76811128 1,~~224~~920,~~509~~113.8487 I-X 0.00 0.00 0.00000000 0.00 D-X-1 0.00 0.00 0.00000000 0.00 D-X-2 0.00 0.00 0.00000000 0.00 I-P ~~7,397~~351.1976 ~~315~~314,~~185~~833.2044 0.~~95776301~~95669410 ~~7,397~~351.1976 D-P-1 196,~~254~~281.3953 ~~354~~348,~~473~~192.9239 0.~~83839035~~82353347 196,~~254~~281.3953 D-P-2 15,~~634~~992.1175 ~~368~~362,~~028~~035.7196 0.~~97813471~~96220737 15,~~634~~992.1175 AR 0.00 0.00 0.00000000 0.00 AR-L 0.00 0.00 0.00000000 0.00 D-B-1 1415,~~933~~010.4410 11,~~383~~368,~~443~~433.9686 0.~~99363714~~99232694 1415,~~933~~010.4410 D-B-2 3,~~555~~573.5883 2,~~710~~706,~~343~~769.0521 0.~~99363715~~99232694 3,~~555~~573.5883 D-B-3 4,~~266~~288.7060 3,~~252~~248,~~411~~123.8525 0.~~99363714~~99232694 4,~~266~~288.7060 D-B-4 5,~~214~~241.8562 3,~~975~~969,~~170~~928.5997 0.~~99363714~~99232694 5,~~214~~241.8562 D-B-5 3,~~555~~573.5883 2,~~710~~706,~~343~~769.0521 0.~~99363715~~99232694 3,~~555~~573.5883 D-B-6 1,~~185~~191.1922 ~~903~~902,~~448~~257.7957 0.~~99363618~~99232604 1,~~185~~191.1922 Totals 1211,~~251~~108,~~085~~441.41 ~~306~~295,~~969~~860,~~130~~689.7229 0.~~84403300~~81348956 1211,~~251~~108,~~085~~441.41

Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion I-A1 140,000,000.00 ~~833~~789.~~71610443~~74439214 0.~~86672793~~82197857 4324.~~10498436~~99331436 0.00000000 I-A-2 1,835,306.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-A-3 15,759,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 II-A-1 34,480,922.00 ~~883~~852.~~48949022~~77964928 0.~~81501069~~79264180 2950.~~89483025~~48458188 0.00000000 II-A-2 38,882,743.00 ~~883~~852.~~48949018~~77964932 0.~~81501066~~79264161 2950.~~89483021~~48458181 0.00000000 III-A-1 41,956,092.00 ~~865~~808.~~89828981~~24772669 0.~~64398848~~60641206 5738.~~00657464~~11113509 0.00000000 IV-A-1 40,005,655.00 ~~892~~889.~~97242452~~52891085 3.~~23546359~~25189251 0.~~20804984~~30658641 0.00000000 V-A-1 24,550,484.00 ~~896~~846.~~19933073~~32211283 2.~~06897021~~02040335 4776.~~80824728~~19043234 0.00000000 I-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 D-X-1 0.00 0.00000000 0.00000000 0.00000000 0.00000000 D-X-2 0.00 0.00000000 0.00000000 0.00000000 0.00000000 I-P 329,084.75 ~~980~~957.~~24104733~~76300786 1.~~06926863~~05170477 210.~~40877084~~01722960 0.00000000 D-P-1 422,802.96 ~~883~~838.~~93018819~~39034618 0.~~83800265~~80136620 4414.~~70183936~~05548343 0.00000000 D-P-2 376,255.65 ~~982~~978.~~47779136~~13470708 4.~~09017114~~10877551 011.~~25291315~~81856007 0.00000000 AR 50.00 0.00000000 0.00000000 0.00000000 0.00000000 AR-L 50.00 0.00000000 0.00000000 0.00000000 0.00000000 D-B-1 11,456,339.00 ~~994~~993.~~94065338~~63714359 1.~~30350891~~31020041 0.00000000 0.00000000 D-B-2 2,727,699.00 ~~994~~993.~~94065511~~63714618 1.~~30350893~~31019955 0.00000000 0.00000000 D-B-3 3,273,239.00 ~~994~~993.~~94065359~~63714351 1.~~30351007~~31020069 0.00000000 0.00000000 D-B-4 4,000,626.00 ~~994~~993.~~94065179~~63714329 1.~~30350850~~31019995 0.00000000 0.00000000 D-B-5 2,727,699.00 ~~994~~993.~~94065511~~63714618 1.~~30350893~~31019955 0.00000000 0.00000000 D-B-6 909,235.00 ~~994~~993.~~93968006~~63617767 1.~~30350239~~31013434 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 4325.~~97171229~~81529300 ~~789~~763.~~74439214~~92909914 0.~~78974439~~76392910 4325.~~97171229~~81529300 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 3051.~~70984094~~27722339 ~~852~~801.~~77964928~~50242589 0.~~85277965~~80150243 3051.~~70984094~~27722339 II-A-2 0.00000000 3051.~~70984087~~27722342 ~~852~~801.~~77964932~~50242590 0.~~85277965~~80150243 3051.~~70984087~~27722342 III-A-1 0.00000000 5738.~~65056288~~71754714 ~~808~~769.~~24772669~~53017955 0.~~80824773~~76953018 5738.~~65056288~~71754714 IV-A-1 0.00000000 3.~~44351367~~55847867 ~~889~~885.~~52891085~~97043218 0.~~88952891~~88597043 3.~~44351367~~55847867 V-A-1 0.00000000 4978.~~87721790~~21083568 ~~846~~768.~~32211283~~11127715 0.~~84632211~~76811128 4978.~~87721790~~21083568 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 221.~~47806986~~06890398 ~~957~~956.~~76300786~~69410387 0.~~95776301~~95669410 221.~~47806986~~06890398 D-P-1 0.00000000 4514.~~53986566~~85687328 ~~838~~823.~~39034618~~53347290 0.~~83839035~~82353347 4514.~~53986566~~85687328 D-P-2 0.00000000 415.~~34308428~~92733558 ~~978~~962.~~13470708~~20737150 0.~~97813471~~96220737 415.~~34308428~~92733558 AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR-L 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 D-B-1 0.00000000 1.~~30350891~~31020041 ~~993~~992.~~63714359~~32694319 0.~~99363714~~99232694 1.~~30350891~~31020041 D-B-2 0.00000000 1.~~30350893~~31019955 ~~993~~992.~~63714618~~32694297 0.~~99363715~~99232694 1.~~30350893~~31019955 D-B-3 0.00000000 1.~~30351007~~31020069 ~~993~~992.~~63714351~~32694282 0.~~99363714~~99232694 1.~~30351007~~31020069 D-B-4 0.00000000 1.~~30350850~~31019995 ~~993~~992.~~63714329~~32694333 0.~~99363714~~99232694 1.~~30350850~~31019995 D-B-5 0.00000000 1.~~30350893~~31019955 ~~993~~992.~~63714618~~32694297 0.~~99363715~~99232694 1.~~30350893~~31019955 D-B-6 0.00000000 1.~~30350239~~31013434 ~~993~~992.~~63617767~~32604332 0.~~99363618~~99232604 1.~~30350239~~31013434 (3) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.

Interest Distribution Statement Beginning Payment of Original Current Certificate/ Current Unpaid Current Face Certificate Notional Accrued Interest Interest Class Amount Rate Balance Interest Shortfall Shortfall I-A1 140,000,000.00 5.75000% ~~116~~110,~~720~~564,~~254~~214.6290 ~~559~~529,~~284~~786.5586 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% 3029,~~463~~404,~~532~~628.2057 ~~165~~159,~~010~~275.8007 0.00 0.00 II-A-2 38,882,743.00 6.00000% 3433,~~352~~158,~~494~~411.7994 ~~171~~165,~~762~~792.4706 0.00 0.00 III-A-1 41,956,092.00 7.00000% 3633,~~329~~910,~~708~~915.3198 ~~211~~197,~~923~~813.3068 0.00 0.00 IV-A-1 40,005,655.00 5.00000% 35,~~723~~586,~~946~~186.7472 148,~~849~~275.78 0.00 0.00 V-A-1 24,550,484.00 5.50000% 2220,~~002~~777,~~127~~617.3349 ~~100~~95,~~843~~230.0875 0.00 0.00 I-X 0.00 5.75000% 1615,~~561~~665,~~662~~932.2081 7975,~~357~~065.9693 0.00 0.00 D-X-1 0.00 7.00000% 4,~~416~~137,~~382~~098.7021 2524,~~762~~133.2307 0.00 0.00 D-X-2 0.00 5.00000% 8,~~757~~306,~~899~~992.1219 3634,~~491~~612.2547 0.00 0.00 I-P 329,084.75 0.00000% ~~322~~315,~~582~~185.3820 0.00 0.00 0.00 D-P-1 422,802.96 0.00000% ~~373~~354,~~728~~473.3092 0.00 0.00 0.00 D-P-2 376,255.65 0.00000% ~~369~~368,~~662~~028.8271 0.00 0.00 0.00 AR 50.00 5.75000% 0.00 0.00 0.00 0.00 AR-L 50.00 5.75000% 0.00 0.00 0.00 0.00 D-B-1 11,456,339.00 5.~~90469~~90504% 11,~~398~~383,~~377~~443.4196 56,~~086~~016.5238 0.00 0.00 D-B-2 2,727,699.00 5.~~90469~~90504% 2,~~713~~710,~~898~~343.6305 13,~~353~~337.9323 0.00 0.00 D-B-3 3,273,239.00 5.~~90469~~90504% 3,~~256~~252,~~678~~411.5585 16,~~024~~004.7268 0.00 0.00 D-B-4 4,000,626.00 5.~~90469~~90504% 3,~~980~~975,~~385~~170.4459 19,~~585~~561.7727 0.00 0.00 D-B-5 2,727,699.00 5.~~90469~~90504% 2,~~713~~710,~~898~~343.6305 13,~~353~~337.9323 0.00 0.00 D-B-6 909,235.00 5.~~90469~~90504% ~~904~~903,~~633~~448.9879 4,~~451~~445.3275 0.00 0.00 Totals 363,693,282.36 1,~~706~~636,~~447~~994.6626 0.00 0.00

Interest Distribution Statement (continued) Remaining Ending Non-Supported Total Unpaid Certificate/ Interest Realized Interest Interest Notional Class Shortfall Losses (4) Distribution Shortfall Balance I-A1 ~~1,879~~0.9700 0.00 ~~557~~529,~~404~~786.5893 0.00 ~~110~~106,~~564~~950,~~214~~073.9088 I-A-2 290.5600 0.00 8,~~764~~794.6118 0.00 1,835,306.00 I-A-3 ~~253~~0.8200 0.00 75,~~258~~511.0589 0.00 15,759,000.00 II-A-1 0.00 0.00 ~~165~~159,~~010~~275.8109 0.00 2927,~~404~~636,~~628~~542.5763 II-A-2 0.00 0.00 ~~171~~165,~~762~~792.4908 0.00 3331,~~158~~164,~~411~~612.9484 III-A-1 0.00 0.00 ~~211~~197,~~923~~813.3170 0.00 3332,~~910~~286,~~915~~479.9801 IV-A-1 0.00 0.00 148,~~849~~275.7980 0.00 35,~~586~~443,~~186~~827.7245 V-A-1 0.00 0.00 ~~100~~95,~~843~~230.0976 0.00 2018,~~777~~857,~~617~~503.4962 I-X 0.00 0.00 7975,~~357~~065.9794 0.00 15,~~665~~289,~~932~~042.8132 D-X-1 0.00 0.00 2524,~~762~~133.2308 0.00 43,~~137~~862,~~098~~017.2110 D-X-2 0.00 0.00 3634,~~491~~612.2547 0.00 87,~~306~~872,~~992~~538.1931 I-P 0.00 0.00 0.00 0.00 ~~315~~314,~~185~~833.2044 D-P-1 0.00 0.00 0.00 0.00 ~~354~~348,~~473~~192.9239 D-P-2 0.00 0.00 0.00 0.00 ~~368~~362,~~028~~035.7196 AR 0.00 0.00 0.00 0.00 0.00 AR-L 0.00 0.00 0.00 0.00 0.00 D-B-1 ~~188~~0.5300 0.00 5556,~~897~~016.9639 0.00 11,~~383~~368,~~443~~433.9686 D-B-2 440.8900 0.00 13,~~309~~337.0323 0.00 2,~~710~~706,~~343~~769.0521 D-B-3 530.8700 0.00 1516,~~970~~004.8468 0.00 3,~~252~~248,~~411~~123.8525 D-B-4 650.8400 0.00 19,~~519~~561.9228 0.00 3,~~975~~969,~~170~~928.5997 D-B-5 440.8900 0.00 13,~~309~~337.0323 0.00 2,~~710~~706,~~343~~769.0521 D-B-6 140.9600 0.00 4,~~275~~445.4675 0.00 ~~903~~902,~~448~~257.7957 Totals ~~2,576~~0.3300 0.00 1,~~703~~636,~~710~~994.4248 0.00 (4) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.

Interest Distribution Factors Statement Beginning Payment of Original Current Certificate/ Current Unpaid Current Face Certificate Notional Accrued Interest Interest Class (5) Amount Rate Balance Interest Shortfall Shortfall I-A1 140,000,000.00 5.75000% ~~833~~789.~~71610443~~74439214 3.~~99488964~~78419186 0.00000000 0.00000000 I-A-2 1,835,306.00 5.75000% 1000.00000000 4.79166417 0.00000000 0.00000000 I-A-3 15,759,000.00 5.75000% 1000.00000000 4.79166698 0.00000000 0.00000000 II-A-1 34,480,922.00 6.50000% ~~883~~852.~~48949022~~77964928 4.~~78556809~~61922306 0.00000000 0.00000000 II-A-2 38,882,743.00 6.00000% ~~883~~852.~~48949018~~77964932 4.~~41744735~~26389825 0.00000000 0.00000000 III-A-1 41,956,092.00 7.00000% ~~865~~808.~~89828981~~24772669 54.~~05107339~~71477849 0.00000000 0.00000000 IV-A-1 40,005,655.00 5.00000% ~~892~~889.~~97242452~~52891085 3.~~72071848~~70637051 0.00000000 0.00000000 V-A-1 24,550,484.00 5.50000% ~~896~~846.~~19933073~~32211283 43.~~10758012~~87897648 0.00000000 0.00000000 I-X 0.00 5.75000% ~~807~~764.~~79530428~~10609081 3.~~87068560~~66134178 0.00000000 0.00000000 D-X-1 0.00 7.00000% ~~868~~813.~~59934949~~67061192 54.~~06682906~~74641133 0.00000000 0.00000000 D-X-2 0.00 5.00000% ~~851~~807.~~09431592~~27509399 3.~~54622667~~36364647 0.00000000 0.00000000 I-P 329,084.75 0.00000% ~~980~~957.~~24104733~~76300786 0.00000000 0.00000000 0.00000000 D-P-1 422,802.96 0.00000% ~~883~~838.~~93018819~~39034618 0.00000000 0.00000000 0.00000000 D-P-2 376,255.65 0.00000% ~~982~~978.~~47779136~~13470708 0.00000000 0.00000000 0.00000000 AR 50.00 5.75000% 0.00000000 0.00000000 0.00000000 0.00000000 AR-L 50.00 5.75000% 0.00000000 0.00000000 0.00000000 0.00000000 D-B-1 11,456,339.00 5.~~90469~~90504% ~~994~~993.~~94065338~~63714359 4.~~89567566~~88955329 0.00000000 0.00000000 D-B-2 2,727,699.00 5.~~90469~~90504% ~~994~~993.~~94065511~~63714618 4.~~89567581~~88955343 0.00000000 0.00000000 D-B-3 3,273,239.00 5.~~90469~~90504% ~~994~~993.~~94065359~~63714351 4.~~89567673~~88955435 0.00000000 0.00000000 D-B-4 4,000,626.00 5.~~90469~~90504% ~~994~~993.~~94065179~~63714329 4.~~89567633~~88955229 0.00000000 0.00000000 D-B-5 2,727,699.00 5.~~90469~~90504% ~~994~~993.~~94065511~~63714618 4.~~89567581~~88955343 0.00000000 0.00000000 D-B-6 909,235.00 5.~~90469~~90504% ~~994~~993.~~93968006~~63617767 4.~~89567604~~88955001 0.00000000 0.00000000 (5) All classes are per $1,000 denomination.

Interest Distribution Factors Statement (continued) Remaining Ending Non-Supported Total Unpaid Certificate/ Interest Realized Interest Interest Notional Class Shortfall Losses (6) Distribution Shortfall Balance I-A1 0.~~01342836~~00000000 0.00000000 3.~~98146129~~78419236 0.00000000 ~~789~~763.~~74439214~~92909914 I-A-2 0.~~01610631~~00000000 0.00000000 4.~~77555786~~79166962 0.00000000 1000.00000000 I-A-3 0.~~01610635~~00000000 0.00000000 4.~~77556000~~79166762 0.00000000 1000.00000000 II-A-1 0.00000000 0.00000000 4.~~78556838~~61922364 0.00000000 ~~852~~801.~~77964928~~50242589 II-A-2 0.00000000 0.00000000 4.~~41744786~~26389877 0.00000000 ~~852~~801.~~77964932~~50242590 III-A-1 0.00000000 0.00000000 54.~~05107363~~71477896 0.00000000 ~~808~~769.~~24772669~~53017955 IV-A-1 0.00000000 0.00000000 3.~~72071873~~70637101 0.00000000 ~~889~~885.~~52891085~~97043218 V-A-1 0.00000000 0.00000000 43.~~10758053~~87897689 0.00000000 ~~846~~768.~~32211283~~11127715 I-X 0.00000000 0.00000000 3.~~87068609~~66134227 0.00000000 ~~764~~745.~~10609081~~72325192 D-X-1 0.00000000 0.00000000 54.~~06682906~~74641330 0.00000000 ~~813~~759.~~67061192~~56858104 D-X-2 0.00000000 0.00000000 3.~~54622667~~36364647 0.00000000 ~~807~~765.~~27509399~~05478262 I-P 0.00000000 0.00000000 0.00000000 0.00000000 ~~957~~956.~~76300786~~69410387 D-P-1 0.00000000 0.00000000 0.00000000 0.00000000 ~~838~~823.~~39034618~~53347290 D-P-2 0.00000000 0.00000000 0.00000000 0.00000000 ~~978~~962.~~13470708~~20737150 AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR-L 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 D-B-1 0.~~01645639~~00000000 0.00000000 4.~~87921665~~88955416 0.00000000 ~~993~~992.~~63714359~~32694319 D-B-2 0.~~01645709~~00000000 0.00000000 4.~~87921505~~88955343 0.00000000 ~~993~~992.~~63714618~~32694297 D-B-3 0.~~01645770~~00000000 0.00000000 4.~~87921597~~88955435 0.00000000 ~~993~~992.~~63714351~~32694282 D-B-4 0.~~01645742~~00000000 0.00000000 4.~~87921640~~88955478 0.00000000 ~~993~~992.~~63714329~~32694333 D-B-5 0.~~01645709~~00000000 0.00000000 4.~~87921505~~88955343 0.00000000 ~~993~~992.~~63714618~~32694297 D-B-6 0.~~01645339~~00000000 0.00000000 4.~~70226069~~88955001 0.00000000 ~~993~~992.~~63617767~~32604332 (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 1412,~~039~~832,~~813~~195.2226 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 2521,~~556~~481.6490 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 1412,~~065~~853,~~369~~677.8616 Withdrawals Reimbursement for Servicer Advances 2425,~~646~~556.9064 Payment of Service Fee 8582,~~927~~684.1363 Payment of Interest and Principal 1312,~~954~~745,~~795~~435.8389 Total Withdrawals (Pool Distribution Amount) 1412,~~065~~853,~~369~~677.8616 Ending Balance 0.00

PREPAYMENT/CURTAILMENT INTEREST SHORTFALL Total Prepayment/Curtailment Interest Shortfall 0.00 Servicing Fee Support 0.00 Non-Supported Prepayment/Curtailment Interest Shortfall ~~2,576~~0.3300

SERVICING FEES Gross Servicing Fee 6663,~~504~~951.2293 External MS Fee 3,~~352~~206.6491 PMI Fee 1413,~~075~~607.0722 Trust Administrator Fee 1,~~995~~918.2057 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 8582,~~927~~684.1363

Delinquency Status By Groups DELINQUENT BANKRUPTCY FORECLOSURE REO Total G1 30Y Conf AltA No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 1 0 0 0 1 ~~334~~564,~~668~~763.6519 0.00 0.00 0.00 ~~334~~564,~~668~~763.6519 60 Days 01 0 0 0 01 0334,668.0065 0.00 0.00 0.00 0334,668.0065 90 Days 10 0 0 0 10 ~~456,526~~0.2100 0.00 0.00 0.00 ~~456,526~~0.2100 120 Days 01 0 0 0 01 0456,526.0021 0.00 0.00 0.00 0456,526.0021 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 23 0 0 0 23 ~~791~~1,~~194~~355,958.8605 0.00 0.00 0.00 ~~791~~1,~~194~~355,958.8605 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.~~273224~~281690% 0.000000% 0.000000% 0.000000% 0.~~273224~~281690% 0.~~238691~~413490% 0.000000% 0.000000% 0.000000% 0.~~238691~~413490% 60 Days 0.~~000000~~281690% 0.000000% 0.000000% 0.000000% 0.~~000000~~281690% 0.~~000000~~245027% 0.000000% 0.000000% 0.000000% 0.~~000000~~245027% 90 Days 0.~~273224~~000000% 0.000000% 0.000000% 0.000000% 0.~~273224~~000000% 0.~~325602~~000000% 0.000000% 0.000000% 0.000000% 0.~~325602~~000000% 120 Days 0.~~000000~~281690% 0.000000% 0.000000% 0.000000% 0.~~000000~~281690% 0.~~000000~~334245% 0.000000% 0.000000% 0.000000% 0.~~000000~~334245% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.~~546448~~845070% 0.000000% 0.000000% 0.000000% 0.~~546448~~845070% 0.~~564294~~992762% 0.000000% 0.000000% 0.000000% 0.~~564294~~992762% 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 81 0 0 0 8 1 197,~~508,332~~834.4104 0.00 0.00 0.00 1197,~~508,332~~834.4104 60 Days 2 0 0 0 2 ~~328~~424,~~459~~610.7122 0.00 0.00 0.00 ~~328~~424,~~459~~610.7122 90 Days 1 0 0 0 1 ~~235~~210,~~430~~238.4480 0.00 0.00 0.00 ~~235~~210,~~430~~238.4480 120 Days 01 0 0 0 01 0235,430.0044 0.00 0.00 0.00 0235,430.0044 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 115 0 0 0 115 21,~~072~~068,~~222~~113.5650 0.00 0.00 0.00 21,~~072~~068,~~222~~113.5650 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 10.~~873536~~243902% 0.000000% 0.000000% 0.000000% 10.~~873536~~243902% 20.~~206610~~306350% 0.000000% 0.000000% 0.000000% 20.~~206610~~306350% 60 Days 0.~~468384~~487805% 0.000000% 0.000000% 0.000000% 0.~~468384~~487805% 0.~~480519~~657518% 0.000000% 0.000000% 0.000000% 0.~~480519~~657518% 90 Days 0.~~234192~~243902% 0.000000% 0.000000% 0.000000% 0.~~234192~~243902% 0.~~344422~~325559% 0.000000% 0.000000% 0.000000% 0.~~344422~~325559% 120 Days 0.~~000000~~243902% 0.000000% 0.000000% 0.000000% 0.~~000000~~243902% 0.~~000000~~364569% 0.000000% 0.000000% 0.000000% 0.~~000000~~364569% 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 21.~~576112~~219512% 0.000000% 0.000000% 0.000000% 21.~~576112~~219512% 31.~~031551~~653996% 0.000000% 0.000000% 0.000000% 31.~~031551~~653996% 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 34 0 0 0 34 ~~477~~402,~~163~~376.7138 0.00 0.00 0.00 ~~477~~402,~~163~~376.7138 60 Days 31 0 0 0 31 ~~258~~149,~~688~~718.1476 0.00 0.00 0.00 ~~258~~149,~~688~~718.1476 90 Days 1 0 0 0 1 ~~144~~125,~~240~~453.3880 0.00 0.00 0.00 ~~144~~125,~~240~~453.3880 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 76 0 0 0 76 ~~880~~677,~~092~~548.2394 0.00 0.00 0.00 ~~880~~677,~~092~~548.2394 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.~~094891~~509434% 0.000000% 0.000000% 0.000000% 1.~~094891~~509434% 1.~~287177~~135297% 0.000000% 0.000000% 0.000000% 1.~~287177~~135297% 60 Days 10.~~094891~~377358% 0.000000% 0.000000% 0.000000% 10.~~094891~~377358% 0.~~697826~~422429% 0.000000% 0.000000% 0.000000% 0.~~697826~~422429% 90 Days 0.~~364964~~377358% 0.000000% 0.000000% 0.000000% 0.~~364964~~377358% 0.~~389097~~353966% 0.000000% 0.000000% 0.000000% 0.~~389097~~353966% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 2.~~554745~~264151% 0.000000% 0.000000% 0.000000% 2.~~554745~~264151% 21.~~374101~~911692% 0.000000% 0.000000% 0.000000% 21.~~374101~~911692% 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 10 0 0 0 10 ~~85,801~~0.4300 0.00 0.00 0.00 ~~85,801~~0.4300 120 Days 01 0 0 0 01 085,512.0063 0.00 0.00 0.00 085,512.0063 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 1 0 0 0 1 85,~~801~~512.4363 0.00 0.00 0.00 85,~~801~~512.4363 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.~~657895~~000000% 0.000000% 0.000000% 0.000000% 0.~~657895~~000000% 0.~~376581~~000000% 0.000000% 0.000000% 0.000000% 0.~~376581~~000000% 120 Days 0.~~000000~~704225% 0.000000% 0.000000% 0.000000% 0.~~000000~~704225% 0.~~000000~~410076% 0.000000% 0.000000% 0.000000% 0.~~000000~~410076% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.~~657895~~704225% 0.000000% 0.000000% 0.000000% 0.~~657895~~704225% 0.~~376581~~410076% 0.000000% 0.000000% 0.000000% 0.~~376581~~410076%

~~COLLATERAL~~CREDIT ~~STATEMENT~~ENHANCEMENT ~~Collateral~~Original ~~Description~~$ ~~Mixed~~Original ~~Fixed~~% ~~Weighted~~Current ~~Average~~$ ~~Gross~~Current ~~Coupon 6.737824~~% ~~Weighted~~Bankruptcy ~~Average~~142,759.00 ~~Net Coupon 6~~0.~~487824~~03925258% ~~Weighted~~142,759.00 ~~Average Pass-Through Rate 6~~0.~~414810~~04825210% ~~Weighted~~Fraud ~~Average Maturity(Stepdown Calculation ) 355 Beginning Scheduled Collateral Loan Count 1~~7,~~341 Number Of Loans Paid In Full 46 Ending Scheduled Collateral Loan Count 1~~273,~~295 Beginning Scheduled Collateral Balance 319,220,216~~865.1366 ~~Ending Scheduled Collateral Balance 306,969,130~~2.7200000000% ~~Ending Actual Collateral Balance at 30-Jun-2004 307~~7,~~219~~273,~~822~~865.8366 ~~Monthly P &I Constant~~ 2~~,215,715~~.5845854415% Special ~~Servicing~~Hazard ~~Fee 0~~3,636,933.00 ~~Prepayment Penalties 0~~1.0000000005% ~~Realized Loss Amount 0~~3,636,933.00 ~~Cumulative Realized Loss 0~~1.0022927213% ~~Class~~Limit Aof ~~Optimal~~Subordinate's ~~Amount~~Exposure ~~13,801,965.54~~to ~~Ending~~Certain ~~Scheduled~~Types ~~Balance~~of ~~for Premium Loans 306,969,130.72 Scheduled Principal 423,340.88 Unscheduled Principal 11,827,744.53~~Losses

~~Group~~COLLATERAL ~~Level~~STATEMENT Collateral ~~Statement Group G1 30Y Conf AltA G2 30Y Conf AltA G3 30Y Conf AltA Collateral~~ Description Mixed Fixed ~~Mixed~~Weighted ~~Fixed~~Average ~~Mixed~~Gross ~~Fixed~~Coupon 6.722548% Weighted Average Net Coupon ~~Rate~~ 6.~~713116~~472548% ~~6.689047 7.781739~~ Weighted Average ~~Net~~Pass-Through Rate 6.~~463117~~399318% ~~6.439047 7.531739~~ Weighted Average Maturity(Stepdown ~~351~~Calculation ~~350~~) ~~350~~354 Beginning Scheduled Collateral Loan Count ~~381~~1,295 ~~441~~Number ~~285~~Of Loans Paid In Full 1547 14Ending 11Scheduled ~~Ending~~Collateral Loan Count ~~366~~1,248 ~~427 274~~ Beginning Scheduled Collateral Balance ~~146~~306,~~300~~969,~~633~~130.2272 ~~70,593,848.21 39,474,943.73~~ Ending ~~scheduled~~Scheduled Collateral Balance ~~140~~295,~~126~~860,~~659~~689.3324 ~~68,322,060.67~~Ending ~~37,048,366.26~~Actual ~~Record~~Collateral ~~Date~~Balance ~~06/30/2004~~at ~~06/30/~~31-Jul-2004 ~~06/30/2004 Principal And Interest Constant 950~~296,~~675.10 458~~117,~~641~~264.0076 ~~285,347.60~~Monthly ~~Scheduled~~P ~~Principal~~&I ~~132,230.78~~Constant ~~65,136.38 29,361.16 Unscheduled Principal 6,041,743.11~~ 2,~~206~~133,~~651~~155.1684 ~~2,397,216.31~~Special ~~Scheduled Interest 818,444.32 393,504.62 255,986.44~~ Servicing ~~Fees 30,479.29 14,707.06 8,223.95 Master Servicing Fees 0.00 0.00 0.00 Trustee~~ Fee ~~914.41 441.22 246.72 FRY Amount~~ 0.00 ~~0.00~~Prepayment ~~0.00~~Penalties ~~Special Hazard Fee~~ 0.00 0.00 0.00 Other Fee 8,214.50 3,968.03 1,045.78 Pool Insurance Fee 0.00 0.00 0.00 Spread Fee 1 0.00 0.00 0.00 Spread Fee 2 0.00 0.00 0.00 Spread Fee 3 0.00 0.00 0.00 Net Interest 778,836.12 374,388.31 246,469.99 Realized Loss Amount 0.00 ~~0.00 0.00~~ Cumulative Realized Loss 0.00 ~~0.00~~Class ~~0.00~~A ~~Percentage~~Optimal ofAmount ~~Cumulative Losses 0~~12,589,853.~~0000~~93 ~~0.0000~~Ending ~~0.0000~~Scheduled ~~Prepayment~~Balance ~~Penalties~~for ~~0.00~~Premium ~~0.00~~Loans 0295,860,689.0024 ~~Special~~Scheduled ~~Servicing~~Principal ~~Fee 0~~413,476.0088 ~~0.00~~Unscheduled ~~0.00~~Principal ~~Pass-Through Rate 6~~10,694,964.~~388239 6.364096 7.492448~~60

Group Level Collateral Statement Group G4G1 ~~15Y~~30Y ~~Jumbo~~Conf AltA G5G2 ~~15Y~~30Y Conf AltA ~~Total~~G3 30Y Conf AltA Collateral Description Mixed Fixed Mixed Fixed Mixed Fixed Weighted Average Coupon Rate 56.~~846902~~703436 6.~~758155~~687609 67.~~737824~~778334 Weighted Average Net Rate 56.~~596901~~453436 6.~~508156~~437609 67.~~487824~~528333 Weighted Average Maturity ~~170~~350 ~~170~~349 ~~355~~349 Beginning Loan Count 76366 ~~158~~427 ~~1,341~~274 Loans Paid In Full 011 617 469 Ending Loan Count 76355 ~~152~~410 ~~1,295~~265 Beginning Scheduled Balance 38140,~~878~~126,~~531~~659.8333 2368,~~972~~322,~~259~~060.1467 ~~319~~37,~~220~~048,~~216~~366.1326 Ending scheduled Balance 38136,~~729~~501,~~198~~703.8805 2264,~~742~~549,~~845~~202.58 ~~306~~35,~~969~~421,~~130~~236.7297 Record Date 0607/3031/2004 0607/3031/2004 0607/3031/2004 Principal And Interest Constant ~~330~~908,~~390~~661.8471 ~~190~~444,~~661~~276.0481 2267,~~215,715~~944.5848 Scheduled Principal ~~140~~125,~~958~~886.3860 5563,~~654~~517.1844 ~~423~~27,~~340~~799.8800 Unscheduled Principal 83,~~374~~499,069.5768 13,~~173~~709,~~759~~340.3865 111,~~827~~599,~~744~~330.5329 Scheduled Interest ~~189~~782,~~432~~775.4611 ~~135~~380,~~006~~759.8637 1240,~~792,374~~145.7048 Servicing Fees 829,~~099~~193.7206 414,~~994~~233.2076 667,~~504~~718.2245 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee ~~242~~875.9978 ~~149~~427.8603 ~~1,995~~231.2056 FRY Amount 0.00 0.00 0.00 Special Hazard Fee 0.00 0.00 0.00 Other Fee 37,~~949~~710.5721 ~~249~~3,913.8371 171,~~427~~006.7153 Pool Insurance Fee 0.00 0.00 0.00 Spread Fee 1 0.00 0.00 0.00 Spread Fee 2 0.00 0.00 0.00 Spread Fee 3 0.00 0.00 0.00 Net Interest ~~177~~744,~~140~~996.1806 ~~129~~362,~~612~~184.9787 1231,~~706,447~~188.5794 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 56.~~467497~~379908 6.~~488149~~361369 67.~~414810~~488232

Filing Compare · CSFB MORTGAGE BACKED PASS THRU CERT SERIES 2004-1