8-K 1 csf04001_sep.txt SEPTEMBER 8-K UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington D. C. 20549 FORM 8-K CURRENT REPORT Pursuant to Section 13 or 15(d) of The Securities Exchange Act of 1934 Date of Report (Date of earliest event reported): September 27, 2004 CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORPORATION Mortgage-Backed P/T Certificates, Series 2004-1 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-107055-21 54-2144751 Pooling and Servicing Agreement) (Commission 54-2144752 (State or other File Number) 54-2144753 jurisdiction 54-2144754 of Incorporation) IRS EIN c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Road Columbia, MD 21045 (Address of principal executive offices) (Zip Code) Registrant's telephone number, including area code: (410) 884-2000 (Former name or former address, if changed since last report) Check the appropriate box below if the Form 8-K filing is intended to simultaneously satisfy the filing obligation of the registrant under any of the following provisions (see General Instruction A.2. below): [ ] Written communications pursuant to Rule 425 under the Securities Act (17 CFR 230.425) [ ] Soliciting material pursuant to Rule 14a-12 under the Exchange Act (17 CFR 240.14a-12) [ ] Pre-commencement communications pursuant to Rule 14d-2(b) under the Exchange Act(17 CFR 240.14d-2(b)) [ ] Pre-commencement communications pursuant to Rule 13e-4(c) under the Exchange Act(17 CFR 240.13e-4(c)) ITEM 8.01 Other Events On September 27, 2004 a distribution was made to holders of CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORPORATION, Mortgage-Backed P/T Certificates, Series 2004-1 Trust. ITEM 9.01 Financial Statements and Exhibits (c) Exhibits Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage-Backed P/T Certificates, Series 2004-1 Trust, relating to the September 27, 2004 distribution. Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized. CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORPORATION Mortgage-Backed P/T Certificates, Series 2004-1 Trust (Registrant) By: Wells Fargo Bank, N.A. as Trust Administrator By: /s/ Beth Belfield as Assistant Vice President By: Beth Belfield as Assistant Vice President Date: 9/27/2004 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage-Backed P/T Certificates, Series 2004-1 Trust , relating to the September 27, 2004 distribution. EX-99.1

Credit Suisse First Boston Mortgage Securities Corp. Mortgage Pass-Through Certificates Record Date: 78/31/2004 Distribution Date: 89/2527/2004 CSF Series: 2004-1 Contact: Customer Service - CTSLink Wells Fargo Bank, N.A. Securities Administration Services 7485 New Horizon Way Frederick, MD 21703 Telephone: (301) 815-6600 Fax: (301) 815-6660 Certificateholder Distribution Summary Certificate Certificate Beginning Class Pass-Through Certificate Interest Principal Class CUSIP Description Rate Balance Distribution Distribution I-A1 22541SAG3 SEN 5.75000% ~~110~~106,~~564~~950,~~214~~073.9088 ~~529~~509,~~786~~741.9395 36,~~614~~056,~~141~~391.0208 I-A-2 22541SAH1 SEN 5.75000% 1,835,306.00 8,~~794~~747.1838 0.00 I-A-3 22541SAJ7 SEN 5.75000% 15,759,000.00 75,~~511~~110.8903 0.00 II-A-1 22541SAL2 SEN 6.50000% 2927,~~404~~636,~~628~~542.5763 ~~159~~149,~~275~~697.0993 1,~~768~~012,~~085~~447.9418 II-A-2 22541SAM0 SEN 6.00000% 3331,~~158~~164,~~411~~612.9484 ~~165~~155,~~792~~823.0806 1,~~993~~141,~~799~~695.1079 III-A-1 22541SAN8 SEN 7.00000% 3332,~~910~~286,~~915~~479.9801 ~~197~~188,~~813~~337.7079 12,~~624~~097,~~436~~198.9720 IV-A-1 22541SAP3 SEN 5.00000% 35,~~586~~443,~~186~~827.7245 ~~148~~147,~~275~~682.8061 ~~142~~135,~~359~~184.2775 V-A-1 22541SAQ1 SEN 5.50000% 2018,~~777~~857,~~617~~503.4962 9586,~~230~~430.7622 1692,~~920,113~~503.8773 I-X 22541SAR9 IO 5.75000% 0.00 7572,~~065~~870.9413 0.00 D-X-1 22541SAS7 IO 7.00000% 0.00 2422,~~133~~528.0843 0.00 D-X-2 22541SAT5 IO 5.00000% 0.00 3432,~~612~~802.4724 0.00 I-P 22541SAU2 PO 0.00000% ~~315~~314,~~185~~833.2044 0.00 ~~351~~349.76 D-P-1 22541SAV0 PO 0.00000% ~~354~~348,~~473~~192.9239 0.00 6,~~281~~690.5397 D-P-2 22541SAW8 PO 0.00000% ~~368~~362,~~028~~035.7196 0.00 58,~~992~~972.7584 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.~~90504~~90539% 11,~~383~~368,~~443~~433.9686 5655,~~016~~648.3913 15,~~010~~159.1058 D-B-2 22541SAY4 SUB 5.~~90504~~90539% 2,~~710~~706,~~343~~769.0521 13,~~337~~249.2355 3,~~573~~609.8342 D-B-3 22541SAZ1 SUB 5.~~90504~~90539% 3,~~252~~248,~~411~~123.8525 1615,~~004~~899.6846 4,~~288~~331.6031 D-B-4 22541SBC1 SUB 5.~~90504~~90539% 3,~~975~~969,~~170~~928.5997 19,~~561~~432.2868 5,~~241~~293.6282 D-B-5 22541SBD9 SUB 5.~~90504~~90539% 2,~~710~~706,~~343~~769.0521 13,~~337~~249.2355 3,~~573~~609.8342 D-B-6 22541SBE7 SUB 5.~~90504~~90539% ~~903~~902,~~448~~257.7957 4,~~445~~416.7552 1,~~191~~203.2208 Totals ~~306~~295,~~969~~860,~~130~~689.7229 1,~~636~~571,~~994~~667.4866 11,~~108~~184,~~441~~640.4193

Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses I-A1 0.00 ~~106~~100,~~950~~893,~~073~~682.8881 46,~~143~~566,~~927~~133.9503 0.00 I-A-2 0.00 1,835,306.00 8,~~794~~747.1838 0.00 I-A-3 0.00 15,759,000.00 75,~~511~~110.8903 0.00 II-A-1 0.00 2726,~~636~~624,~~542~~095.6344 1,~~927~~162,~~361~~145.0311 0.00 II-A-2 0.00 3130,~~164~~022,~~612~~917.8404 21,~~159~~297,~~591~~518.1885 0.00 III-A-1 0.00 3230,~~286~~189,~~479~~280.0182 12,~~822~~285,~~250~~535.6799 0.00 IV-A-1 0.00 35,~~443~~308,~~827~~642.4569 ~~290~~282,~~635~~867.0736 0.00 V-A-1 0.00 18,~~857~~164,~~503~~999.6289 2778,~~015,344~~933.6395 0.00 I-X 0.00 0.00 7572,~~065~~870.9413 0.00 D-X-1 0.00 0.00 2422,~~133~~528.0843 0.00 D-X-2 0.00 0.00 3432,~~612~~802.4724 0.00 I-P 0.00 314,~~833~~483.4467 ~~351~~349.76 0.00 D-P-1 0.00 ~~348~~341,~~192~~501.3943 6,~~281~~690.5397 0.00 D-P-2 0.00 ~~362~~353,~~035~~063.9613 58,~~992~~972.7584 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,~~368~~353,~~433~~274.8628 7170,~~026~~807.4971 0.00 D-B-2 0.00 2,~~706~~703,~~769~~159.2179 16,~~911~~858.0697 0.00 D-B-3 0.00 3,~~248~~243,~~123~~791.2594 20,~~293~~230.2877 0.00 D-B-4 0.00 3,~~969~~964,~~928~~635.9715 24,~~802~~726.9050 0.00 D-B-5 0.00 2,~~706~~703,~~769~~159.2179 16,~~911~~858.0697 0.00 D-B-6 0.00 ~~902~~901,~~257~~054.5737 5,~~636~~619.9760 0.00 Totals 0.00 ~~295~~284,~~860~~676,~~689~~048.2924 12,~~745~~756,~~435~~308.8959 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 ~~110~~106,~~564~~950,~~214~~073.9088 ~~115~~113,~~077~~563.0062 35,~~499~~942,~~064~~827.0146 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 2927,~~404~~636,~~628~~542.5763 2725,~~331~~881.0239 1986,~~740,754~~565.9380 0.00 0.00 II-A-2 38,882,743.00 3331,~~158~~164,~~411~~612.9484 3029,~~820~~185.0839 1,~~962~~112,~~979~~510.0240 0.00 0.00 III-A-1 41,956,092.00 3332,~~910~~286,~~915~~479.9801 2524,~~442~~680.6855 12,~~598~~072,~~994~~517.2965 0.00 0.00 IV-A-1 40,005,655.00 35,~~586~~443,~~186~~827.7245 130,~~094~~768.0932 124,~~265~~416.1944 0.00 0.00 V-A-1 24,550,484.00 2018,~~777~~857,~~617~~503.4962 4945,~~601~~545.8857 1646,~~870,511~~958.9916 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 ~~315~~314,~~185~~833.2044 ~~346~~347.1080 51.6796 0.00 0.00 D-P-1 422,802.96 ~~354~~348,~~473~~192.9239 ~~338~~334.8293 56,~~942~~356.7003 0.00 0.00 D-P-2 376,255.65 ~~368~~362,~~028~~035.7196 1,~~545~~535.9569 47,~~446~~437.8015 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,~~383~~368,~~443~~433.9686 15,~~010~~159.1058 0.00 0.00 0.00 D-B-2 2,727,699.00 2,~~710~~706,~~343~~769.0521 3,~~573~~609.8342 0.00 0.00 0.00 D-B-3 3,273,239.00 3,~~252~~248,~~411~~123.8525 4,~~288~~331.6031 0.00 0.00 0.00 D-B-4 4,000,626.00 3,~~975~~969,~~170~~928.5997 5,~~241~~293.6282 0.00 0.00 0.00 D-B-5 2,727,699.00 2,~~710~~706,~~343~~769.0521 3,~~573~~609.8342 0.00 0.00 0.00 D-B-6 909,235.00 ~~903~~902,~~448~~257.7957 1,~~191~~203.2208 0.00 0.00 0.00 Totals 363,693,282.36 ~~306~~295,~~969~~860,~~130~~689.7229 ~~413~~405,~~476~~049.8289 10,~~694~~779,~~964~~591.6005 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 36,~~614~~056,~~141~~391.0208 ~~106~~100,~~950~~893,~~073~~682.8881 0.~~76392910~~72066916 36,~~614~~056,~~141~~391.0208 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,~~768~~012,~~085~~447.9418 2726,~~636~~624,~~542~~095.6344 0.~~80150243~~77213989 1,~~768~~012,~~085~~447.9418 II-A-2 1,~~993~~141,~~799~~695.1079 3130,~~164~~022,~~612~~917.8404 0.~~80150243~~77213989 1,~~993~~141,~~799~~695.1079 III-A-1 12,~~624~~097,~~436~~198.9720 3230,~~286~~189,~~479~~280.0182 0.~~76953018~~71954463 12,~~624~~097,~~436~~198.9720 IV-A-1 ~~142~~135,~~359~~184.2775 35,~~443~~308,~~827~~642.4569 0.~~88597043~~88259129 ~~142~~135,~~359~~184.2775 V-A-1 1692,~~920,113~~503.8773 18,~~857~~164,~~503~~999.6289 0.~~76811128~~73990394 1692,~~920,113~~503.8773 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 ~~351~~349.76 314,~~833~~483.4467 0.~~95669410~~95563125 ~~351~~349.76 D-P-1 6,~~281~~690.5397 ~~348~~341,~~192~~501.3943 0.~~82353347~~80770823 6,~~281~~690.5397 D-P-2 58,~~992~~972.7584 ~~362~~353,~~035~~063.9613 0.~~96220737~~93835968 58,~~992~~972.7584 AR 0.00 0.00 0.00000000 0.00 AR-L 0.00 0.00 0.00000000 0.00 D-B-1 15,~~010~~159.1058 11,~~368~~353,~~433~~274.8628 0.~~99232694~~99100369 15,~~010~~159.1058 D-B-2 3,~~573~~609.8342 2,~~706~~703,~~769~~159.2179 0.~~99232694~~99100370 3,~~573~~609.8342 D-B-3 4,~~288~~331.6031 3,~~248~~243,~~123~~791.2594 0.~~99232694~~99100369 4,~~288~~331.6031 D-B-4 5,~~241~~293.6282 3,~~969~~964,~~928~~635.9715 0.~~99232694~~99100370 5,~~241~~293.6282 D-B-5 3,~~573~~609.8342 2,~~706~~703,~~769~~159.2179 0.~~99232694~~99100370 3,~~573~~609.8342 D-B-6 1,~~191~~203.2208 ~~902~~901,~~257~~054.5737 0.~~99232604~~99100273 1,~~191~~203.2208 Totals 11,~~108~~184,~~441~~640.4193 ~~295~~284,~~860~~676,~~689~~048.2924 0.~~81348956~~78273661 11,~~108~~184,~~441~~640.4193

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 ~~789~~763.~~74439214~~92909914 0.~~82197857~~81116871 2442.~~99331436~~44876757 0.00000000 I-A-2 1,835,306.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-A-3 15,759,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 II-A-1 34,480,922.00 ~~852~~801.~~77964928~~50242589 0.~~79264180~~75060029 5028.~~48458188~~61193213 0.00000000 II-A-2 38,882,743.00 ~~852~~801.~~77964932~~50242590 0.~~79264161~~75060008 5028.~~48458181~~61193203 0.00000000 III-A-1 41,956,092.00 ~~808~~769.~~24772669~~53017955 0.~~60641206~~58824711 3849.~~11113509~~39729968 0.00000000 IV-A-1 40,005,655.00 ~~889~~885.~~52891085~~97043218 3.~~25189251~~26874588 0.~~30658641~~11039539 0.00000000 V-A-1 24,550,484.00 ~~846~~768.~~32211283~~11127715 21.~~02040335~~85518013 7626.~~19043234~~35215501 0.00000000 I-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 D-X-1 0.00 0.00000000 0.00000000 0.00000000 0.00000000 D-X-2 0.00 0.00000000 0.00000000 0.00000000 0.00000000 I-P 329,084.75 ~~957~~956.~~76300786~~69410387 1.~~05170477~~05687061 0.~~01722960~~00595591 0.00000000 D-P-1 422,802.96 ~~838~~823.~~39034618~~53347290 0.~~80136620~~79216569 1415.~~05548343~~03307829 0.00000000 D-P-2 376,255.65 ~~978~~962.~~13470708~~20737150 4.~~10877551~~08150682 1119.~~81856007~~76621481 0.00000000 AR 50.00 0.00000000 0.00000000 0.00000000 0.00000000 AR-L 50.00 0.00000000 0.00000000 0.00000000 0.00000000 D-B-1 11,456,339.00 ~~993~~992.~~63714359~~32694319 1.~~31020041~~32324820 0.00000000 0.00000000 D-B-2 2,727,699.00 ~~993~~992.~~63714618~~32694297 1.~~31019955~~32324718 0.00000000 0.00000000 D-B-3 3,273,239.00 ~~993~~992.~~63714351~~32694282 1.~~31020069~~32324893 0.00000000 0.00000000 D-B-4 4,000,626.00 ~~993~~992.~~63714329~~32694333 1.~~31019995~~32324791 0.00000000 0.00000000 D-B-5 2,727,699.00 ~~993~~992.~~63714618~~32694297 1.~~31019955~~32324718 0.00000000 0.00000000 D-B-6 909,235.00 ~~993~~992.~~63617767~~32604332 1.~~31013434~~32317828 0.00000000 0.00000000 (2) Per $1,000 denomination

Principal Distribution Factors Statement (continued) Total Ending Ending Total Realized Principal Certificate Certificate Principal Class Loss (3) Reduction Balance Percentage Distribution I-A1 0.00000000 2543.~~81529300~~25993629 ~~763~~720.~~92909914~~66916293 0.~~76392910~~72066916 2543.~~81529300~~25993629 I-A-2 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 I-A-3 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 II-A-1 0.00000000 5129.~~27722339~~36253213 ~~801~~772.~~50242589~~13989348 0.~~80150243~~77213989 5129.~~27722339~~36253213 II-A-2 0.00000000 5129.~~27722342~~36253211 ~~801~~772.~~50242590~~13989353 0.~~80150243~~77213989 5129.~~27722342~~36253211 III-A-1 0.00000000 3849.~~71754714~~98554679 ~~769~~719.~~53017955~~54463299 0.~~76953018~~71954463 3849.~~71754714~~98554679 IV-A-1 0.00000000 3.~~55847867~~37914102 ~~885~~882.~~97043218~~59129091 0.~~88597043~~88259129 3.~~55847867~~37914102 V-A-1 0.00000000 7828.~~21083568~~20733514 ~~768~~739.~~11127715~~90394202 0.~~76811128~~73990394 7828.~~21083568~~20733514 I-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 D-X-1 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 D-X-2 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 I-P 0.00000000 1.~~06890398~~06282652 ~~956~~955.~~69410387~~63124697 0.~~95669410~~95563125 1.~~06890398~~06282652 D-P-1 0.00000000 1415.~~85687328~~82526764 ~~823~~807.~~53347290~~70822891 0.~~82353347~~80770823 1415.~~85687328~~82526764 D-P-2 0.00000000 1523.~~92733558~~84772162 ~~962~~938.~~20737150~~35967646 0.~~96220737~~93835968 1523.~~92733558~~84772162 AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR-L 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 D-B-1 0.00000000 1.~~31020041~~32324820 ~~992~~991.~~32694319~~00369498 0.~~99232694~~99100369 1.~~31020041~~32324820 D-B-2 0.00000000 1.~~31019955~~32324718 ~~992~~991.~~32694297~~00369579 0.~~99232694~~99100370 1.~~31019955~~32324718 D-B-3 0.00000000 1.~~31020069~~32324893 ~~992~~991.~~32694282~~00369389 0.~~99232694~~99100369 1.~~31020069~~32324893 D-B-4 0.00000000 1.~~31019995~~32324791 ~~992~~991.~~32694333~~00369542 0.~~99232694~~99100370 1.~~31019995~~32324791 D-B-5 0.00000000 1.~~31019955~~32324718 ~~992~~991.~~32694297~~00369579 0.~~99232694~~99100370 1.~~31019955~~32324718 D-B-6 0.00000000 1.~~31013434~~32317828 ~~992~~991.~~32604332~~00273307 0.~~99232604~~99100273 1.~~31013434~~32317828 (3) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.

Interest Distribution Statement Beginning Payment of Original Current Certificate/ Current Unpaid Current Face Certificate Notional Accrued Interest Interest Class Amount Rate Balance Interest Shortfall Shortfall I-A1 140,000,000.00 5.75000% ~~110~~106,~~564~~950,~~214~~073.9088 ~~529~~512,~~786~~469.8610 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% 2927,~~404~~636,~~628~~542.5763 ~~159~~149,~~275~~697.0794 0.00 0.00 II-A-2 38,882,743.00 6.00000% 3331,~~158~~164,~~411~~612.9484 ~~165~~155,~~792~~823.06 0.00 0.00 III-A-1 41,956,092.00 7.00000% 3332,~~910~~286,~~915~~479.9801 ~~197~~188,~~813~~337.6879 0.00 0.00 IV-A-1 40,005,655.00 5.00000% 35,~~586~~443,~~186~~827.7245 ~~148~~147,~~275~~682.7861 0.00 0.00 V-A-1 24,550,484.00 5.50000% 2018,~~777~~857,~~617~~503.4962 9586,~~230~~430.7522 0.00 0.00 I-X 0.00 5.75000% 15,~~665~~289,~~932~~042.8132 7573,~~065~~259.9399 0.00 0.00 D-X-1 0.00 7.00000% 43,~~137~~862,~~098~~017.2110 2422,~~133~~528.0743 0.00 0.00 D-X-2 0.00 5.00000% 87,~~306~~872,~~992~~538.1931 3432,~~612~~802.4724 0.00 0.00 I-P 329,084.75 0.00000% ~~315~~314,~~185~~833.2044 0.00 0.00 0.00 D-P-1 422,802.96 0.00000% ~~354~~348,~~473~~192.9239 0.00 0.00 0.00 D-P-2 376,255.65 0.00000% ~~368~~362,~~028~~035.7196 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.~~90504~~90539% 11,~~383~~368,~~443~~433.9686 5655,~~016~~945.3888 0.00 0.00 D-B-2 2,727,699.00 5.~~90504~~90539% 2,~~710~~706,~~343~~769.0521 13,~~337~~320.2344 0.00 0.00 D-B-3 3,273,239.00 5.~~90504~~90539% 3,~~252~~248,~~411~~123.8525 1615,~~004~~984.6853 0.00 0.00 D-B-4 4,000,626.00 5.~~90504~~90539% 3,~~975~~969,~~170~~928.5997 19,~~561~~536.2766 0.00 0.00 D-B-5 2,727,699.00 5.~~90504~~90539% 2,~~710~~706,~~343~~769.0521 13,~~337~~320.2344 0.00 0.00 D-B-6 909,235.00 5.~~90504~~90539% ~~903~~902,~~448~~257.7957 4,~~445~~440.7515 0.00 0.00 Totals 363,693,282.36 1,~~636~~575,~~994~~885.2653 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 02,727.0016 0.00 ~~529~~509,~~786~~741.9395 0.00 ~~106~~100,~~950~~893,~~073~~682.8881 I-A-2 046.0080 0.00 8,~~794~~747.1838 0.00 1,835,306.00 I-A-3 0401.0084 0.00 75,~~511~~110.8903 0.00 15,759,000.00 II-A-1 0.00 0.00 ~~159~~149,~~275~~697.0993 0.00 2726,~~636~~624,~~542~~095.6344 II-A-2 0.00 0.00 ~~165~~155,~~792~~823.0806 0.00 3130,~~164~~022,~~612~~917.8404 III-A-1 0.00 0.00 ~~197~~188,~~813~~337.7079 0.00 3230,~~286~~189,~~479~~280.0182 IV-A-1 0.00 0.00 ~~148~~147,~~275~~682.8061 0.00 35,~~443~~308,~~827~~642.4569 V-A-1 0.00 0.00 9586,~~230~~430.7622 0.00 18,~~857~~164,~~503~~999.6289 I-X 0389.0086 0.00 7572,~~065~~870.9413 0.00 1514,~~289~~384,~~042~~092.3234 D-X-1 0.00 0.00 2422,~~133~~528.0843 0.00 3,~~862~~677,~~017~~216.1025 D-X-2 0.00 0.00 3432,~~612~~802.4724 0.00 7,~~872~~773,~~538~~386.3156 I-P 0.00 0.00 0.00 0.00 314,~~833~~483.4467 D-P-1 0.00 0.00 0.00 0.00 ~~348~~341,~~192~~501.3943 D-P-2 0.00 0.00 0.00 0.00 ~~362~~353,~~035~~063.9613 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 0297.0072 0.00 5655,~~016~~648.3913 0.00 11,~~368~~353,~~433~~274.8628 D-B-2 070.0089 0.00 13,~~337~~249.2355 0.00 2,~~706~~703,~~769~~159.2179 D-B-3 085.0006 0.00 1615,~~004~~899.6846 0.00 3,~~248~~243,~~123~~791.2594 D-B-4 0103.0097 0.00 19,~~561~~432.2868 0.00 3,~~969~~964,~~928~~635.9715 D-B-5 070.0089 0.00 13,~~337~~249.2355 0.00 2,~~706~~703,~~769~~159.2179 D-B-6 023.0063 0.00 4,~~445~~416.7552 0.00 ~~902~~901,~~257~~054.5737 Totals 04,217.0082 0.00 1,~~636~~571,~~994~~667.4866 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% ~~789~~763.~~74439214~~92909914 3.~~78419186~~66049357 0.00000000 0.00000000 I-A-2 1,835,306.00 5.75000% 1000.00000000 4.79166417 0.00000000 0.00000000 I-A-3 15,759,000.00 5.75000% 1000.00000000 4.79166698 0.00000000 0.00000000 II-A-1 34,480,922.00 6.50000% ~~852~~801.~~77964928~~50242589 4.~~61922306~~34147150 0.00000000 0.00000000 II-A-2 38,882,743.00 6.00000% ~~852~~801.~~77964932~~50242590 4.~~26389825~~00751202 0.00000000 0.00000000 III-A-1 41,956,092.00 7.00000% ~~808~~769.~~24772669~~53017955 4.~~71477849~~48892595 0.00000000 0.00000000 IV-A-1 40,005,655.00 5.00000% ~~889~~885.~~52891085~~97043218 3.~~70637051~~69154336 0.00000000 0.00000000 V-A-1 24,550,484.00 5.50000% ~~846~~768.~~32211283~~11127715 3.~~87897648~~52050982 0.00000000 0.00000000 I-X 0.00 5.75000% ~~764~~745.~~10609081~~72325192 3.~~66134178~~57325703 0.00000000 0.00000000 D-X-1 0.00 7.00000% ~~813~~759.~~67061192~~56858104 4.~~74641133~~43081612 0.00000000 0.00000000 D-X-2 0.00 5.00000% ~~807~~765.~~27509399~~05478262 3.~~36364647~~18772797 0.00000000 0.00000000 I-P 329,084.75 0.00000% ~~957~~956.~~76300786~~69410387 0.00000000 0.00000000 0.00000000 D-P-1 422,802.96 0.00000% ~~838~~823.~~39034618~~53347290 0.00000000 0.00000000 0.00000000 D-P-2 376,255.65 0.00000% ~~978~~962.~~13470708~~20737150 0.00000000 0.00000000 0.00000000 AR 50.00 5.75000% 0.00000000 0.00000000 0.00000000 0.00000000 AR-L 50.00 5.75000% 0.00000000 0.00000000 0.00000000 0.00000000 D-B-1 11,456,339.00 5.~~90504~~90539% ~~993~~992.~~63714359~~32694319 4.~~88955329~~88339949 0.00000000 0.00000000 D-B-2 2,727,699.00 5.~~90504~~90539% ~~993~~992.~~63714618~~32694297 4.~~88955343~~88339806 0.00000000 0.00000000 D-B-3 3,273,239.00 5.~~90504~~90539% ~~993~~992.~~63714351~~32694282 4.~~88955435~~88339837 0.00000000 0.00000000 D-B-4 4,000,626.00 5.~~90504~~90539% ~~993~~992.~~63714329~~32694333 4.~~88955229~~88340075 0.00000000 0.00000000 D-B-5 2,727,699.00 5.~~90504~~90539% ~~993~~992.~~63714618~~32694297 4.~~88955343~~88339806 0.00000000 0.00000000 D-B-6 909,235.00 5.~~90504~~90539% ~~993~~992.~~63617767~~32604332 4.~~88955001~~88339098 0.00000000 0.00000000 (5) All classes are per $1,000 denomination.

Interest Distribution Factors Statement (continued) Remaining Ending Non-Supported Total Unpaid Certificate/ Interest Realized Interest Interest Notional Class Shortfall Losses (6) Distribution Shortfall Balance I-A1 0.~~00000000~~01947971 0.00000000 3.~~78419236~~64101393 0.00000000 ~~763~~720.~~92909914~~66916293 I-A-2 0.~~00000000~~02549983 0.00000000 4.~~79166962~~76616978 0.00000000 1000.00000000 I-A-3 0.~~00000000~~02549908 0.00000000 4.~~79166762~~76616727 0.00000000 1000.00000000 II-A-1 0.00000000 0.00000000 4.~~61922364~~34147121 0.00000000 ~~801~~772.~~50242589~~13989348 II-A-2 0.00000000 0.00000000 4.~~26389877~~00751202 0.00000000 ~~801~~772.~~50242590~~13989353 III-A-1 0.00000000 0.00000000 4.~~71477896~~48892595 0.00000000 ~~769~~719.~~53017955~~54463299 IV-A-1 0.00000000 0.00000000 3.~~70637101~~69154336 0.00000000 ~~885~~882.~~97043218~~59129091 V-A-1 0.00000000 0.00000000 3.~~87897689~~52050982 0.00000000 ~~768~~739.~~11127715~~90394202 I-X 0.~~00000000~~01901543 0.00000000 3.~~66134227~~55424160 0.00000000 ~~745~~701.~~72325192~~58430405 D-X-1 0.00000000 0.00000000 4.~~74641330~~43081612 0.00000000 ~~759~~723.~~56858104~~22256916 D-X-2 0.00000000 0.00000000 3.~~36364647~~18772797 0.00000000 ~~765~~755.~~05478262~~41919654 I-P 0.00000000 0.00000000 0.00000000 0.00000000 ~~956~~955.~~69410387~~63124697 D-P-1 0.00000000 0.00000000 0.00000000 0.00000000 ~~823~~807.~~53347290~~70822891 D-P-2 0.00000000 0.00000000 0.00000000 0.00000000 ~~962~~938.~~20737150~~35967646 AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR-L 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 D-B-1 0.~~00000000~~02598736 0.00000000 4.~~88955416~~85740951 0.00000000 ~~992~~991.~~32694319~~00369498 D-B-2 0.~~00000000~~02598894 0.00000000 4.~~88955343~~85740912 0.00000000 ~~992~~991.~~32694297~~00369579 D-B-3 0.~~00000000~~02598649 0.00000000 4.~~88955435~~85740882 0.00000000 ~~992~~991.~~32694282~~00369389 D-B-4 0.~~00000000~~02598843 0.00000000 4.~~88955478~~85740982 0.00000000 ~~992~~991.~~32694333~~00369542 D-B-5 0.~~00000000~~02598894 0.00000000 4.~~88955343~~85740912 0.00000000 ~~992~~991.~~32694297~~00369579 D-B-6 0.~~00000000~~02598888 0.00000000 4.~~88955001~~85740210 0.00000000 ~~992~~991.~~32604332~~00273307 (6) Amount Does Not Include Excess Special Hazard, Bankruptcy,or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.

CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 12,~~832~~831,~~195~~682.2629 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 2126,~~481~~027.9021 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 12,~~853~~857,~~677~~709.1650 Withdrawals Reimbursement for Servicer Advances 2521,~~556~~481.6490 Payment of Service Fee 8279,~~684~~919.6301 Payment of Interest and Principal 12,~~745~~756,~~435~~308.8959 Total Withdrawals (Pool Distribution Amount) 12,~~853~~857,~~677~~709.1650 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 04,217.0082

SERVICING FEES Gross Servicing Fee 6361,~~951~~637.9369 External MS Fee 3,~~206~~149.9152 PMI Fee 13,~~607~~282.2265 Trust Administrator Fee 1,~~918~~849.5715 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 8279,~~684~~919.6301

~~Delinquency~~Original ~~Status~~$ ByOriginal ~~Groups~~% ~~DELINQUENT~~Original ~~BANKRUPTCY~~$ ~~FORECLOSURE~~Original ~~REO~~# ~~Total~~Bankruptcy 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 564142,~~763~~759.~~19 0.~~00 0.0003925258% ~~0.00 564~~142,~~763~~759.~~19 60 Days 1 0 0 0 1 334,668.65 0.~~00 0.0005014788% ~~0.00~~Fraud ~~334~~7,~~668.65 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 1 0 0 0 1 456~~273,~~526~~865.2166 02.~~00 0.00 0.00 456,526.21 150 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 3 0 0 0 3 1,355,958.05 0.00 0.00 0.00 1,355,958.05 0-29 Days 0.000000~~00000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.281690% 0.000000% 0.000000% 0.000000% 0.281690% 0.413490% 0.000000% 0.000000% 0.000000% 0.413490% 60 Days 0.281690% 0.000000% 0.000000% 0.000000% 0.281690% 0.245027% 0.000000% 0.000000% 0.000000% 0.245027% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.281690% 0.000000% 0.000000% 0.000000% 0.281690% 0.334245% 0.000000% 0.000000% 0.000000% 0.334245% 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 0.845070% 0.000000% 0.000000% 0.000000% 0.845070% 0.992762% 0.000000% 0.000000% 0.000000% 0.992762% 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 1 0 0 0 1 1977,~~834.04 0.00 0.00 0.00 197~~273,~~834~~865.0466 ~~60 Days~~ 2 ~~0 0 0 2 424,610~~.2255513792% ~~0.00~~Special ~~0.00~~Hazard ~~0.00 424~~3,~~610.22 90 Days 1 0 0 0 1 210~~636,~~238~~933.~~80 0.~~00 ~~0.00 0.00 210,238.80 120 Days~~ 1 ~~0 0 0 1 235,430~~.~~44 0.00 0.00 0.00 235,430.44 150 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 5 0 0 0 5 1,068,113.50 0.00 0.00 0.00 1,068,113.50 0-29 Days 0.000000~~00000005% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.243902% 0.000000% 0.000000% 0.000000% 0.243902% 0.306350% 0.000000% 0.000000% 0.000000% 0.306350% 60 Days 0.487805% 0.000000% 0.000000% 0.000000% 0.487805% 0.657518% 0.000000% 0.000000% 0.000000% 0.657518% 90 Days 0.243902% 0.000000% 0.000000% 0.000000% 0.243902% 0.325559% 0.000000% 0.000000% 0.000000% 0.325559% 120 Days 0.243902% 0.000000% 0.000000% 0.000000% 0.243902% 0.364569% 0.000000% 0.000000% 0.000000% 0.364569% 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 1.219512% 0.000000% 0.000000% 0.000000% 1.219512% 1.653996% 0.000000% 0.000000% 0.000000% 1.653996% 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 4 0 0 0 4 4022,~~376.38 0.00 0.00 0.00 402~~846,~~376~~760.3848 ~~60 Days~~ 1 ~~0 0 0 1 149,718~~.76 0.00 0.00 0.00 149,718.76 90 Days 1 0 0 0 1 125,453.80 0.00 0.00 0.00 125,453.80 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 6 0 0 0 6 677,548.94 0.00 0.00 0.00 677,548.94 0-29 Days 0.00000000000000% ~~0.000000%~~Limit 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.509434% 0.000000% 0.000000% 0.000000% 1.509434% 1.135297% 0.000000% 0.000000% 0.000000% 1.135297% 60 Days 0.377358% 0.000000% 0.000000% 0.000000% 0.377358% 0.422429% 0.000000% 0.000000% 0.000000% 0.422429% 90 Days 0.377358% 0.000000% 0.000000% 0.000000% 0.377358% 0.353966% 0.000000% 0.000000% 0.000000% 0.353966% 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 2.264151% 0.000000% 0.000000% 0.000000% 2.264151% 1.911692% 0.000000% 0.000000% 0.000000% 1.911692% DELINQUENT BANKRUPTCY FORECLOSURE REO Total G4 15Y Jumbo AltA No of ~~Loans~~Subordinate's NoExposure ofto ~~Loans~~Certain NoTypes of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% DELINQUENT BANKRUPTCY FORECLOSURE REO Total G5 15Y Conf AltA No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 1 0 0 0 1 85,512.63 0.00 0.00 0.00 85,512.63 150 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 85,512.63 0.00 0.00 0.00 85,512.63 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 0.704225% 0.000000% 0.000000% 0.000000% 0.704225% 0.410076% 0.000000% 0.000000% 0.000000% 0.410076% 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 0.704225% 0.000000% 0.000000% 0.000000% 0.704225% 0.410076% 0.000000% 0.000000% 0.000000% 0.410076%Losses

~~CREDIT~~Delinquency ~~ENHANCEMENT~~Status ~~Original~~By $Groups ~~Original~~DELINQUENT %BANKRUPTCY ~~Current~~FORECLOSURE $REO ~~Current~~Total %G1 ~~Bankruptcy~~30Y ~~142~~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,~~759~~827.82 0.00 0.~~03925258%~~00 ~~142~~272,~~759~~827.82 30 Days 1 0 0 0 1 136,151.13 0.00 0.~~04825210%~~00 ~~Fraud~~0.00 7136,~~273~~151.13 60 Days 1 0 0 0 1 564,~~865~~763.6619 20.~~00000000%~~00 70.00 0.00 564,~~273~~763.19 90 Days 0 0 1 0 1 0.00 0.00 334,~~865~~668.6665 20.~~45854415%~~00 ~~Special~~334,668.65 ~~Hazard~~120 3Days 1 0 0 0 1 456,~~636~~128.89 0.00 0.00 0.00 456,~~933~~128.89 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 1 0 0 0 1 213,262.~~00000005%~~74 30.00 0.00 0.00 213,~~636~~262.74 Totals 4 1 1 0 6 1,~~933~~370,305.95 272,827.82 334,668.65 0.00 1,977,802.~~22927213~~42 0-29 Days 0.293255% ~~Limit~~0.000000% of0.000000% ~~Subordinate's~~0.293255% ~~Exposure~~0.209037% to0.000000% ~~Certain~~0.000000% ~~Types~~0.209037% of30 ~~Losses~~Days 0.293255% 0.000000% 0.000000% 0.000000% 0.293255% 0.104317% 0.000000% 0.000000% 0.000000% 0.104317% 60 Days 0.293255% 0.000000% 0.000000% 0.000000% 0.293255% 0.432714% 0.000000% 0.000000% 0.000000% 0.432714% 90 Days 0.000000% 0.000000% 0.293255% 0.000000% 0.293255% 0.000000% 0.000000% 0.256419% 0.000000% 0.256419% 120 Days 0.293255% 0.000000% 0.000000% 0.000000% 0.293255% 0.349480% 0.000000% 0.000000% 0.000000% 0.349480% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180 Days 0.293255% 0.000000% 0.000000% 0.000000% 0.293255% 0.163399% 0.000000% 0.000000% 0.000000% 0.163399% Totals 1.173021% 0.293255% 0.293255% 0.000000% 1.759531% 1.049911% 0.209037% 0.256419% 0.000000% 1.515367%

~~COLLATERAL~~DELINQUENT ~~STATEMENT~~BANKRUPTCY ~~Collateral~~FORECLOSURE ~~Description~~REO ~~Mixed~~Total ~~Fixed~~G2 ~~Weighted~~30Y ~~Average~~Conf ~~Gross~~AltA ~~Coupon~~No ~~6.722548%~~of ~~Weighted~~Loans ~~Average~~No ~~Net~~of ~~Coupon~~Loans ~~6.472548%~~No ~~Weighted~~of ~~Average~~Loans ~~Pass-Through~~No ~~Rate~~of ~~6.399318%~~Loans ~~Weighted~~No ~~Average~~of ~~Maturity(Stepdown~~Loans ~~Calculation~~Principal )Balance ~~354~~Principal ~~Beginning~~Balance ~~Scheduled~~Principal ~~Collateral~~Balance ~~Loan~~Principal ~~Count~~Balance ~~1,295~~Principal ~~Number~~Balance Of0-29 ~~Loans~~Days ~~Paid~~0 In0 ~~Full~~0 470 ~~Ending~~0.00 ~~Scheduled~~0.00 ~~Collateral~~0.00 ~~Loan~~0.00 ~~Count~~30 ~~1,248~~Days ~~Beginning~~4 ~~Scheduled~~0 ~~Collateral~~0 ~~Balance~~0 ~~306~~4 663,~~969~~165.77 0.00 0.00 0.00 663,~~130~~165.7277 ~~Ending~~60 ~~Scheduled~~Days ~~Collateral~~1 ~~Balance~~0 ~~295~~0 0 1 197,~~860~~834.04 0.00 0.00 0.00 197,~~689~~834.2404 ~~Ending~~90 ~~Actual~~Days ~~Collateral~~1 ~~Balance~~0 at0 ~~31-Jul-2004~~0 ~~296~~1 167,~~117~~714.25 0.00 0.00 0.00 167,~~264~~714.7625 ~~Monthly~~120 PDays &I0 ~~Constant~~0 ~~2,133,155~~0 0 0 0.8400 ~~Special~~0.00 ~~Servicing~~0.00 ~~Fee~~0.00 0.00 ~~Prepayment~~150 ~~Penalties~~Days 1 0 0 0 1 235,430.44 0.00 ~~Realized~~0.00 ~~Loss~~0.00 ~~Amount~~235,430.44 180 Days 0 0 0 0 0 0.00 ~~Cumulative~~0.00 ~~Realized~~0.00 ~~Loss~~0.00 0.00 ~~Class~~Totals A7 ~~Optimal~~0 ~~Amount~~0 120 7 1,~~589~~264,~~853~~144.9350 ~~Ending~~0.00 ~~Scheduled~~0.00 ~~Balance~~0.00 ~~for~~1,264,144.50 ~~Premium~~0-29 ~~Loans~~Days ~~295,860,689~~0.24000000% ~~Scheduled~~0.000000% ~~Principal~~0.000000% ~~413,476~~0.88000000% ~~Unscheduled~~0.000000% ~~Principal~~0.000000% ~~10,694,964~~0.000000% 0.000000% 30 Days 1.005025% 0.000000% 0.000000% 0.000000% 1.005025% 1.062518% 0.000000% 0.000000% 0.000000% 1.062518% 60 Days 0.251256% 0.000000% 0.000000% 0.000000% 0.251256% 0.316968% 0.000000% 0.000000% 0.000000% 0.316968% 90 Days 0.251256% 0.000000% 0.000000% 0.000000% 0.251256% 0.268710% 0.000000% 0.000000% 0.000000% 0.268710% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.251256% 0.000000% 0.000000% 0.000000% 0.251256% 0.377205% 0.000000% 0.000000% 0.000000% 0.377205% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 1.758794% 0.000000% 0.000000% 0.000000% 1.758794% 2.025401% 0.000000% 0.000000% 0.000000% 2.025401%

~~Group~~DELINQUENT ~~Level~~BANKRUPTCY ~~Collateral~~FORECLOSURE ~~Statement~~REO ~~Group~~Total G1G3 30Y Conf AltA G2No ~~30Y~~of ~~Conf~~Loans ~~AltA~~No G3of ~~30Y~~Loans ~~Conf~~No ~~AltA~~of ~~Collateral~~Loans ~~Description~~No ~~Mixed~~of ~~Fixed~~Loans ~~Mixed~~No ~~Fixed~~of ~~Mixed~~Loans ~~Fixed~~Principal ~~Weighted~~Balance ~~Average~~Principal ~~Coupon~~Balance ~~Rate~~Principal ~~6.703436~~Balance ~~6.687609~~Principal ~~7.778334~~Balance ~~Weighted~~Principal ~~Average~~Balance ~~Net~~0-29 ~~Rate~~Days 60 0 0 0 0.~~453436~~00 60.~~437609~~00 70.~~528333~~00 ~~Weighted~~0.00 ~~Average~~30 ~~Maturity~~Days ~~350~~4 ~~349~~0 ~~349~~0 ~~Beginning~~0 ~~Loan~~4 ~~Count~~516,847.57 ~~366~~0.00 ~~427~~0.00 ~~274~~0.00 ~~Loans~~516,847.57 ~~Paid~~60 InDays ~~Full~~2 110 170 90 ~~Ending~~2 ~~Loan~~192,349.32 ~~Count~~0.00 ~~355~~0.00 ~~410~~0.00 ~~265~~192,349.32 ~~Beginning~~90 ~~Scheduled~~Days ~~Balance~~0 ~~140,126,659.33~~0 ~~68,322,060.67~~1 ~~37,048,366.26~~0 ~~Ending~~1 ~~scheduled~~0.00 ~~Balance~~0.00 ~~136~~149,~~501,703~~718.0576 ~~64,549,202~~0.5800 35149,~~421,236~~718.9776 ~~Record~~120 ~~Date~~Days ~~07/31/2004~~0 ~~07/31/2004~~0 ~~07/31/2004~~0 ~~Principal~~0 ~~And~~0 ~~Interest~~0.00 ~~Constant~~0.00 ~~908,661~~0.7100 ~~444,276~~0.8100 ~~267,944~~0.4800 ~~Scheduled~~150 ~~Principal~~Days ~~125,886.60~~0 ~~63,517~~0 0 0 0 0.4400 ~~27,799~~0.00 ~~Unscheduled Principal 3,499,069~~0.6800 ~~3,709,340~~0.6500 ~~1,599,330~~0.2900 ~~Scheduled~~180 ~~Interest~~Days ~~782,775~~0 0 0 0 0 0.1100 ~~380,759~~0.3700 ~~240,145~~0.4800 ~~Servicing~~0.00 ~~Fees~~0.00 29Totals 6 0 1 0 7 709,~~193~~196.0689 140.00 149,~~233~~718.76 70.00 858,~~718~~915.4565 ~~Master~~0-29 ~~Servicing~~Days ~~Fees~~0.000000% 0.00000000% 0.00000000% 0.00000000% ~~Trustee~~0.000000% ~~Fee 875~~0.78000000% ~~427~~0.03000000% ~~231~~0.56000000% ~~FRY~~30 ~~Amount~~Days 1.556420% 0.00000000% 0.00000000% 0.00000000% ~~Special~~1.556420% ~~Hazard~~1.550192% ~~Fee~~ 0.00000000% 0.00000000% 0.00000000% ~~Other~~1.550192% ~~Fee~~60 ~~7,710~~Days 0.21778210% ~~3,913~~0.71000000% ~~1,006~~0.53000000% ~~Pool~~0.000000% ~~Insurance~~0.778210% ~~Fee~~0.576917% 0.00000000% 0.00000000% 0.00000000% ~~Spread~~0.576917% ~~Fee~~90 1Days 0.00000000% 0.00000000% 0.00389105% ~~Spread~~0.000000% ~~Fee~~0.389105% 20.000000% 0.00000000% 0.00449055% 0.00000000% ~~Spread~~0.449055% ~~Fee~~120 3Days 0.00000000% 0.00000000% 0.00000000% ~~Net~~0.000000% ~~Interest~~0.000000% ~~744,996~~0.06000000% ~~362,184~~0.87000000% ~~231,188~~0.94000000% ~~Realized~~0.000000% ~~Loss~~0.000000% ~~Amount~~150 Days 0.00000000% 0.00000000% 0.00000000% ~~Cumulative~~0.000000% ~~Realized~~0.000000% ~~Loss~~0.000000% 0.00000000% 0.00000000% 0.00000000% ~~Percentage~~0.000000% of180 ~~Cumulative~~Days ~~Losses~~0.000000% 0.~~0000~~000000% 0.~~0000~~000000% 0.~~0000~~000000% ~~Prepayment~~0.000000% ~~Penalties~~0.000000% 0.00000000% 0.00000000% 0.00000000% ~~Special~~0.000000% ~~Servicing~~Totals ~~Fee~~2.334630% 0.00000000% 0.00389105% 0.00000000% ~~Pass-Through~~2.723735% ~~Rate~~2.127109% 60.~~379908~~000000% 60.~~361369~~449055% 70.~~488232~~000000% 2.576164%

~~Group~~DELINQUENT ~~Level~~BANKRUPTCY ~~Collateral~~FORECLOSURE ~~Statement~~REO ~~Group~~Total G4 15Y Jumbo AltA G5No ~~15Y~~of ~~Conf~~Loans ~~AltA~~No ~~Total~~of ~~Collateral~~Loans ~~Description~~No ~~Mixed~~of ~~Fixed~~Loans ~~Mixed~~No ~~Fixed~~of ~~Mixed~~Loans ~~Fixed~~No ~~Weighted~~of ~~Average~~Loans ~~Coupon~~Principal ~~Rate~~Balance ~~5.847209~~Principal ~~6.716006~~Balance ~~6.722548~~Principal ~~Weighted~~Balance ~~Average~~Principal ~~Net~~Balance ~~Rate~~Principal ~~5.597210~~Balance ~~6.466006~~0-29 ~~6.472548~~Days ~~Weighted~~0 ~~Average~~0 ~~Maturity~~0 ~~169~~0 ~~169~~0.00 ~~354~~0.00 ~~Beginning~~0.00 ~~Loan~~0.00 ~~Count~~30 76Days ~~152~~0 ~~1,295~~0 ~~Loans~~0 ~~Paid~~0 In0 ~~Full~~0.00 0.00 100.00 470.00 ~~Ending~~0.00 ~~Loan~~60 ~~Count~~Days 760 ~~142~~0 ~~1,248~~0 ~~Beginning~~0 ~~Scheduled~~0 ~~Balance~~0.00 ~~38,729,198~~0.8800 ~~22,742,845~~0.5800 ~~306,969,130~~0.7200 ~~Ending~~0.00 ~~scheduled~~90 ~~Balance~~Days ~~38,575,206~~0 0 0 0 0 0.2200 ~~20,813,340~~0.4200 ~~295,860,689~~0.2400 ~~Record~~0.00 ~~Date~~0.00 ~~07/31/2004~~120 ~~07/31/2004~~Days ~~07/31/2004~~0 ~~Principal~~0 ~~And~~0 ~~Interest~~0 ~~Constant~~0 ~~330,390~~0.8400 ~~181,882~~0.00 ~~2,133,155~~0.8400 ~~Scheduled Principal 141,676~~0.0800 ~~54,597~~0.7600 ~~413,476.88~~150 ~~Unscheduled~~Days ~~Principal~~0 ~~12,316.58~~0 ~~1,874,907.40~~0 ~~10,694,964.60~~0 ~~Scheduled~~0 ~~Interest~~0.00 ~~188,714~~0.7600 ~~127,284~~0.2400 ~~1,719,678~~0.9600 ~~Servicing~~0.00 ~~Fees~~180 ~~8,068~~Days 0 0 0 0 0 0.5600 ~~4,738~~0.1000 ~~63,951~~0.9300 ~~Master~~0.00 ~~Servicing~~0.00 ~~Fees~~Totals 0 0 0 0 0 0.00 0.00 0.00 ~~Trustee~~0.00 ~~Fee~~0.00 ~~242~~0-29 Days 0.04000000% ~~142~~0.16000000% ~~1,918~~0.57000000% ~~FRY~~0.000000% ~~Amount~~0.000000% 0.00000000% 0.00000000% 0.00000000% ~~Special~~30 ~~Hazard~~Days ~~Fee~~0.000000% 0.00000000% 0.00000000% 0.00000000% ~~Other~~0.000000% ~~Fee~~0.000000% ~~3,934~~0.76000000% ~~248~~0.92000000% ~~16,814~~0.13000000% ~~Pool~~0.000000% ~~Insurance~~60 ~~Fee~~Days 0.00000000% 0.00000000% 0.00000000% ~~Spread~~0.000000% ~~Fee~~0.000000% 10.000000% 0.00000000% 0.00000000% 0.00000000% ~~Spread~~0.000000% ~~Fee~~90 2Days 0.00000000% 0.00000000% 0.00000000% ~~Spread~~0.000000% ~~Fee~~0.000000% 30.000000% 0.00000000% 0.00000000% 0.00000000% ~~Net~~0.000000% ~~Interest~~120 ~~176,469~~Days 0.40000000% ~~122,155~~0.06000000% ~~1,636,994~~0.33000000% ~~Realized~~0.000000% ~~Loss~~0.000000% ~~Amount~~0.000000% 0.00000000% 0.00000000% 0.00000000% ~~Cumulative~~0.000000% ~~Realized~~150 ~~Loss~~Days 0.00000000% 0.00000000% 0.00000000% ~~Percentage~~0.000000% of0.000000% ~~Cumulative~~0.000000% ~~Losses~~0.000000% 0.~~0000~~000000% 0.~~0000~~000000% 0.~~0000~~000000% ~~Prepayment~~180 ~~Penalties~~Days 0.00000000% 0.00000000% 0.00000000% ~~Special~~0.000000% ~~Servicing~~0.000000% ~~Fee~~0.000000% 0.00000000% 0.00000000% 0.00000000% ~~Pass-Through~~0.000000% ~~Rate~~Totals 50.~~467793~~000000% 60.~~445372~~000000% 60.~~399318~~000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%

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