8-K 1 csf04ar3_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-AR3 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-107055-23 Pooling and Servicing Agreement) (Commission 54-2150429 (State or other File Number) 54-2150430 jurisdiction 54-2150428 of Incorporation) 54-2150427 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-AR3 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-AR3 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-AR3 Trust (Registrant) By: Wells Fargo Bank, N.A. as Trust Administrator By: /s/ Beth Belfield, Assistant Vice President By: Beth Belfield, 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-AR3 Trust, relating to the August 25, 2004 distribution. EX-99.1

~~SECURITIES~~Credit ~~AND~~Suisse ~~EXCHANGE~~First ~~COMMISSION~~Boston Mortgage Securities Corp. Mortgage Pass-Through Certificates Record Date: 7/31/2004 Distribution Date: 8/25/2004 CSF Series: 2004-AR3 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 1-A-1 22541SDR6 SEN 3.49296% 79,930,900.01 232,662.70 2,185,119.22 AR 22541SEL8 RES 4.20823% 0.00 0.00 0.00 AR-L 22541SEM6 RES 4.20823% 0.00 0.00 0.00 2-A-1 22541SDS4 SEN 4.50587% 253,590,428.77 952,204.29 5,363,761.75 3-A-1 22541SDT2 SEN 4.01553% 65,043,972.51 217,655.14 1,902,393.75 3-A-2 22541SDU9 SEN 2.06000% 48,305,476.97 82,924.40 1,412,829.42 4-A-1 22541SDV7 SEN 4.30542% 64,571,045.29 231,671.07 509,169.85 5-A-1 22541SDW5 SEN 4.82716% 187,503,799.64 754,259.63 3,683,870.19 6-A-1 22541SDX3 SEN 1.82000% 89,403,000.55 135,594.55 3,701,864.64 6-A-2 22541SDY1 SEN 1.82000% 168,789,987.02 255,998.15 6,620,153.02 6-A-3 22541SDZ8 SEN 1.65000% 61,216,718.70 84,172.99 3,354,464.18 6-A-4 22541SEA2 SEN 1.93000% 24,310,000.00 39,098.58 0.00 6-M-1 22541SEE4 MEZ 2.05000% 12,370,000.00 21,132.08 0.00 6-M-2 22541SEF1 MEZ 2.80000% 6,180,000.00 14,420.00 0.00 6-M-3 22541SEG9 MEZ 3.20000% 4,121,803.00 10,991.47 0.00 I-X 22541SEB0 SEN 0.71300% 0.00 47,492.28 0.00 II-X 22541SEC8 SEN 0.19900% 0.00 42,053.75 0.00 III-X 22541SED6 SEN 1.95553% 0.00 78,719.10 0.00 CB-1 22541SEH7 SUB 4.52994% 18,218,063.79 68,772.32 8,300.18 CB-2 22541SEJ3 SUB 4.52994% 9,313,673.16 35,158.67 4,243.33 CB-3 22541SEK0 SUB 4.52994% 4,861,477.84 18,351.85 2,214.90 CB-4 22541SDH8 SUB 4.52994% 4,453,193.57 16,810.59 2,028.88 CB-5 22541SDJ4 SUB 4.52994% 3,238,323.23 12,224.51 1,475.39 CB-6 22541SDK1 SUB 4.52994% 2,426,542.22 9,160.08 1,105.54 6-X 22541SDL9 OC 0.00000% 2,061,409.02 1,320,626.49 0.00 Totals 1,109,909,815.29 4,682,154.69 28,752,994.24

~~Washington~~Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses 1-A-1 0.00 77,745,780.79 D2,417,781.C92 0. ~~20549~~00 AR 0.00 0.00 0.00 0.00 AR-L 0.00 0.00 0.00 0.00 2-A-1 0.00 248,226,667.02 6,315,966.04 0.00 3-A-1 0.00 63,141,578.76 2,120,048.89 0.00 3-A-2 0.00 46,892,647.55 1,495,753.82 0.00 4-A-1 0.00 64,061,875.43 740,840.92 0.00 5-A-1 0.00 183,819,929.46 4,438,129.82 0.00 6-A-1 0.00 85,701,135.91 3,837,459.19 0.00 6-A-2 0.00 162,169,834.00 6,876,151.17 0.00 6-A-3 0.00 57,862,254.52 3,438,637.17 0.00 6-A-4 0.00 24,310,000.00 39,098.58 0.00 6-M-1 0.00 12,370,000.00 21,132.08 0.00 6-M-2 0.00 6,180,000.00 14,420.00 0.00 6-M-3 0.00 4,121,803.00 10,991.47 0.00 I-X 0.00 0.00 47,492.28 0.00 II-X 0.00 0.00 42,053.75 0.00 III-X 0.00 0.00 78,719.10 0.00 CB-1 0.00 18,209,763.61 77,072.50 0.00 CB-2 0.00 9,309,429.83 39,402.00 0.00 CB-3 0.00 4,859,262.95 20,566.75 0.00 CB-4 0.00 4,451,164.68 18,839.47 0.00 CB-5 0.00 3,236,847.84 13,699.90 0.00 CB-6 0.00 2,425,436.68 10,265.62 0.00 6-X 0.00 2,061,409.02 1,320,626.49 0.00 Totals 0.00 1,081,156,821.05 33,435,148.93 0.00 All distributions required by the Pooling and Servicing Agreement have been calculated by the Certificate Administrator on behalf of the Trustee.

~~Form~~Principal Distribution Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Realized Class Amount Balance Distribution Distribution Accretion Loss (1) 1-A-1 94,376,000.00 79,930,900.01 60,360.97 2,124,758.25 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 2-A-1 284,190,000.00 253,590,428.77 114,972.74 5,248,789.01 0.00 0.00 3-A-1 70,288,000.00 65,043,972.51 8,356.72 1,894,037.04 0.00 0.00 3-KA-2 52,200,000.00 48,305,476.97 6,206.19 1,406,623.22 0.00 0.00 4-A-1 68,175,000.00 64,571,045.29 35,331.03 473,838.82 0.00 0.00 5-A-1 199,256,000.00 187,503,799.64 91,341.36 3,592,528.83 0.00 0.00 6-A-1 100,850,000.00 89,403,000.55 0.00 3,701,864.64 0.00 0.00 6-A-2 191,650,000.00 168,789,987.02 0.00 6,620,153.02 0.00 0.00 6-A-3 72,800,000.00 61,216,718.70 0.00 3,354,464.18 0.00 0.00 6-A-4 24,310,000.00 24,310,000.00 0.00 0.00 0.00 0.00 6-M-1 12,370,000.00 12,370,000.00 0.00 0.00 0.00 0.00 6-M-2 6,180,000.00 6,180,000.00 0.00 0.00 0.00 0.00 6-M-3 4,121,803.00 4,121,803.00 0.00 0.00 0.00 0.00 I-X 0.00 0.00 0.00 0.00 0.00 0.00 II-X 0.00 0.00 0.00 0.00 0.00 0.00 III-X 0.00 0.00 0.00 0.00 0.00 0.00 CB-1 18,250,000.00 18,218,063.79 8,300.18 0.00 0.00 0.00 CB-2 9,330,000.00 9,313,673.16 4,243.33 0.00 0.00 0.00 CB-3 4,870,000.00 4,861,477.84 2,214.90 0.00 0.00 0.00 CB-4 4,461,000.00 4,453,193.57 2,028.88 0.00 0.00 0.00 CB-5 3,244,000.00 3,238,323.23 1,475.39 0.00 0.00 0.00 CB-6 2,430,795.94 2,426,542.22 1,105.54 0.00 0.00 0.00 6-X 0.00 2,061,409.02 0.00 0.00 0.00 0.00 Totals 1,223,352,698.94 1,109,909,815.29 335,937.23 28,417,057.01 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.

~~CURRENT~~Principal ~~REPORT~~Distribution Statement (continued) Total Ending Ending Total Principal Certificate Certificate Principal Class Reduction Balance Percentage Distribution 1-A-1 2,185,119.22 77,745,780.79 0.82378762 2,185,119.22 AR 0.00 0.00 0.00000000 0.00 AR-L 0.00 0.00 0.00000000 0.00 2-A-1 5,363,761.75 248,226,667.02 0.87345321 5,363,761.75 3-A-1 1,902,393.75 63,141,578.76 0.89832658 1,902,393.75 3-A-2 1,412,829.42 46,892,647.55 0.89832658 1,412,829.42 4-A-1 509,169.85 64,061,875.43 0.93966814 509,169.85 5-A-1 3,683,870.19 183,819,929.46 0.92253146 3,683,870.19 6-A-1 3,701,864.64 85,701,135.91 0.84978816 3,701,864.64 6-A-2 6,620,153.02 162,169,834.00 0.84617706 6,620,153.02 6-A-3 3,354,464.18 57,862,254.52 0.79481119 3,354,464.18 6-A-4 0.00 24,310,000.00 1.00000000 0.00 6-M-1 0.00 12,370,000.00 1.00000000 0.00 6-M-2 0.00 6,180,000.00 1.00000000 0.00 6-M-3 0.00 4,121,803.00 1.00000000 0.00 I-X 0.00 0.00 0.00000000 0.00 II-X 0.00 0.00 0.00000000 0.00 III-X 0.00 0.00 0.00000000 0.00 CB-1 8,300.18 18,209,763.61 0.99779527 8,300.18 CB-2 4,243.33 9,309,429.83 0.99779527 4,243.33 CB-3 2,214.90 4,859,262.95 0.99779527 2,214.90 CB-4 2,028.88 4,451,164.68 0.99779527 2,028.88 CB-5 1,475.39 3,236,847.84 0.99779527 1,475.39 CB-6 1,105.54 2,425,436.68 0.99779527 1,105.54 6-X 0.00 2,061,409.02 0.00000000 0.00 Totals 28,752,994.24 1,081,156,821.05 0.88376543 28,752,994.24

~~Pursuant~~Principal toDistribution ~~Section~~Factors 13Statement orOriginal 15Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (d2) ofAmount ~~the~~Balance Distribution Distribution Accretion 1-A-1 94,376,000.00 846.94095967 0.63957966 22.51375615 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 2-A-1 284,190,000.00 892.32706559 0.40456293 18.46929523 0.00000000 3-A-1 70,288,000.00 925.39227905 0.11889256 26.94680514 0.00000000 3-A-2 52,200,000.00 925.39227912 0.11889253 26.94680498 0.00000000 4-A-1 68,175,000.00 947.13671126 0.51824026 6.95033106 0.00000000 5-A-1 199,256,000.00 941.01959108 0.45841209 18.02971469 0.00000000 6-A-1 100,850,000.00 886.49479970 0.00000000 36.70663996 0.00000000 6-A-2 191,650,000.00 880.71999489 0.00000000 34.54293253 0.00000000 6-A-3 72,800,000.00 840.88899313 0.00000000 46.07780467 0.00000000 6-A-4 24,310,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 6-M-1 12,370,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 6-M-2 6,180,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 6-M-3 4,121,803.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 II-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 III-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 CB-1 18,250,000.00 998.25007068 0.45480438 0.00000000 0.00000000 CB-2 9,330,000.00 998.25007074 0.45480493 0.00000000 0.00000000 CB-3 4,870,000.00 998.25006982 0.45480493 0.00000000 0.00000000 CB-4 4,461,000.00 998.25007173 0.45480386 0.00000000 0.00000000 CB-5 3,244,000.00 998.25007090 0.45480580 0.00000000 0.00000000 CB-6 2,430,795.94 998.25007113 0.45480576 0.00000000 0.00000000 6-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 (2) All Classes are per $1,000 denomination.

~~Securities~~Principal ~~Exchange~~Distribution ~~Act~~Factors ofStatement ~~1934~~(continued) Total Ending Ending Total Realized Principal Certificate Certificate Principal Class Loss (3) Reduction Balance Percentage Distribution 1-A-1 0.00000000 23.15333581 823.78762387 0.82378762 23.15333581 AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR-L 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 0.00000000 18.87385816 873.45320743 0.87345321 18.87385816 3-A-1 0.00000000 27.06569756 898.32658149 0.89832658 27.06569756 3-A-2 0.00000000 27.06569770 898.32658142 0.89832658 27.06569770 4-A-1 0.00000000 7.46857132 939.66813979 0.93966814 7.46857132 5-A-1 0.00000000 18.48812678 922.53146435 0.92253146 18.48812678 6-A-1 0.00000000 36.70663996 849.78815974 0.84978816 36.70663996 6-A-2 0.00000000 34.54293253 846.17706235 0.84617706 34.54293253 6-A-3 0.00000000 46.07780467 794.81118846 0.79481119 46.07780467 6-A-4 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 6-M-1 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 6-M-2 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 6-M-3 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 I-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 II-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 III-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 CB-1 0.00000000 0.45480438 997.79526630 0.99779527 0.45480438 CB-2 0.00000000 0.45480493 997.79526581 0.99779527 0.45480493 CB-3 0.00000000 0.45480493 997.79526694 0.99779527 0.45480493 CB-4 0.00000000 0.45480386 997.79526564 0.99779527 0.45480386 CB-5 0.00000000 0.45480580 997.79526510 0.99779527 0.45480580 CB-6 0.00000000 0.45480576 997.79526536 0.99779527 0.45480576 6-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 (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.

~~Date~~Interest ofDistribution ~~Report~~Statement ~~(Date~~Beginning Payment of ~~earliest~~Original ~~event~~Current Certificate/ Current Unpaid Current Face Certificate Notional Accrued Interest Interest Class Amount Rate Balance Interest Shortfall Shortfall 1-A-1 94,376,000.00 3.49296% 79,930,900.01 232,662.70 0.00 0.00 AR 50.00 4.20823% 0.00 0.00 0.00 0.00 AR-L 50.00 4.20823% 0.00 0.00 0.00 0.00 2-A-1 284,190,000.00 4.50587% 253,590,428.77 952,204.29 0.00 0.00 3-A-1 70,288,000.00 4.01553% 65,043,972.51 217,655.14 0.00 0.00 3-A-2 52,200,000.00 2.06000% 48,305,476.97 82,924.40 0.00 0.00 4-A-1 68,175,000.00 4.30542% 64,571,045.29 231,671.07 0.00 0.00 5-A-1 199,256,000.00 4.82716% 187,503,799.64 754,259.63 0.00 0.00 6-A-1 100,850,000.00 1.82000% 89,403,000.55 135,594.55 0.00 0.00 6-A-2 191,650,000.00 1.82000% 168,789,987.02 255,998.15 0.00 0.00 6-A-3 72,800,000.00 1.65000% 61,216,718.70 84,172.99 0.00 0.00 6-A-4 24,310,000.00 1.93000% 24,310,000.00 39,098.58 0.00 0.00 6-M-1 12,370,000.00 2.05000% 12,370,000.00 21,132.08 0.00 0.00 6-M-2 6,180,000.00 2.80000% 6,180,000.00 14,420.00 0.00 0.00 6-M-3 4,121,803.00 3.20000% 4,121,803.00 10,991.47 0.00 0.00 I-X 0.00 0.71300% 79,930,900.01 47,492.28 0.00 0.00 II-X 0.00 0.19900% 253,590,428.77 42,053.75 0.00 0.00 III-X 0.00 1.95553% 48,305,476.97 78,719.10 0.00 0.00 CB-1 18,250,000.00 4.52994% 18,218,063.79 68,772.32 0.00 0.00 CB-2 9,330,000.00 4.52994% 9,313,673.16 35,158.67 0.00 0.00 CB-3 4,870,000.00 4.52994% 4,861,477.84 18,351.85 0.00 0.00 CB-4 4,461,000.00 4.52994% 4,453,193.57 16,810.59 0.00 0.00 CB-5 3,244,000.00 4.52994% 3,238,323.23 12,224.51 0.00 0.00 CB-6 2,430,795.94 4.52994% 2,426,542.22 9,160.08 0.00 0.00 6-X 0.00 0.00000% 368,452,918.29 0.00 0.00 0.00 Totals 1,223,352,698.94 3,361,528.20 0.00 0.00

~~Reported~~Interest Distribution Statement (continued)~~: April~~ Remaining Ending Non-Supported Total Unpaid Certificate/ Interest Realized Interest Interest Notional Class Shortfall Losses (4) Distribution Shortfall Balance 1-A-1 0.00 0.00 232,662.70 0.00 77,745,780.79 AR 0.00 0.00 0.00 0.00 0.00 AR-L 0.00 0.00 0.00 0.00 0.00 2-A-1 0.00 0.00 952,204.29 0.00 248,226,667.02 3-A-1 0.00 0.00 217,655.14 0.00 63,141,578.76 ~~2004~~3-A-2 0.00 0.00 82,924.40 0.00 46,892,647.55 4-A-1 0.00 0.00 231,671.07 0.00 64,061,875.43 5-A-1 0.00 0.00 754,259.63 0.00 183,819,929.46 6-A-1 0.00 0.00 135,594.55 0.00 85,701,135.91 6-A-2 0.00 0.00 255,998.15 0.00 162,169,834.00 6-A-3 0.00 0.00 84,172.99 0.00 57,862,254.52 6-A-4 0.00 0.00 39,098.58 0.00 24,310,000.00 6-M-1 0.00 0.00 21,132.08 0.00 12,370,000.00 6-M-2 0.00 0.00 14,420.00 0.00 6,180,000.00 6-M-3 0.00 0.00 10,991.47 0.00 4,121,803.00 I-X 0.00 0.00 47,492.28 0.00 77,745,780.79 II-X 0.00 0.00 42,053.75 0.00 248,226,667.02 III-X 0.00 0.00 78,719.10 0.00 46,892,647.55 CB-1 0.00 0.00 68,772.32 0.00 18,209,763.61 CB-2 0.00 0.00 35,158.67 0.00 9,309,429.83 CB-3 0.00 0.00 18,351.85 0.00 4,859,262.95 CB-4 0.00 0.00 16,810.59 0.00 4,451,164.68 CB-5 0.00 0.00 12,224.51 0.00 3,236,847.84 CB-6 0.00 0.00 9,160.08 0.00 2,425,436.68 6-X 0.00 0.00 1,320,626.49 0.00 354,776,436.45 Totals 0.00 0.00 4,682,154.69 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.

~~Credit~~Interest ~~Suisse~~Distribution ~~First~~Factors ~~Boston~~Statement ~~Mortgage~~Beginning ~~Securities~~Payment ~~Corp~~of Original Current Certificate/ Current Unpaid Current Face Certificate Notional Accrued Interest Interest Class (5) Amount Rate Balance Interest Shortfall Shortfall 1-A-1 94,376,000.00 3.49296% 846.94095967 2.46527401 0.00000000 0.00000000 AR 50.00 4.20823% 0.00000000 0.00000000 0.00000000 0.00000000 AR-L 50.00 4.20823% 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 284,190,000.00 4.50587% 892.32706559 3.35059041 0.00000000 0.00000000 3-A-1 70,288,000.00 4.01553% 925.39227905 3.09661877 0.00000000 0.00000000 3-A-2 52,200,000.00 2.06000% 925.39227912 1.58859004 0.00000000 0.00000000 4-A-1 68,175,000.00 4.30542% 947.13671126 3.39818218 0.00000000 0.00000000 5-A-1 199,256,000.00 4.82716% 941.01959108 3.78537976 0.00000000 0.00000000 6-A-1 100,850,000.00 1.82000% 886.49479970 1.34451710 0.00000000 0.00000000 6-A-2 191,650,000.00 1.82000% 880.71999489 1.33575867 0.00000000 0.00000000 6-A-3 72,800,000.00 1.65000% 840.88899313 1.15622239 0.00000000 0.00000000 6-A-4 24,310,000.00 1.93000% 1000.00000000 1.60833320 0.00000000 0.00000000 6-M-1 12,370,000.00 2.05000% 1000.00000000 1.70833306 0.00000000 0.00000000 6-M-2 6,180,000.00 2.80000% 1000.00000000 2.33333333 0.00000000 0.00000000 6-M-3 4,121,803.00 3.20000% 1000.00000000 2.66666553 0.00000000 0.00000000 I-X 0.00 0.71300% 846.94095967 0.50322412 0.00000000 0.00000000 II-X 0.00 0.19900% 892.32706559 0.14797759 0.00000000 0.00000000 III-X 0.00 1.95553% 925.39227912 1.50802874 0.00000000 0.00000000 CB-1 18,250,000.00 4.52994% 998.25007068 3.76834630 0.00000000 0.00000000 CB-2 9,330,000.00 4.52994% 998.25007074 3.76834620 0.00000000 0.00000000 CB-3 4,870,000.00 4.52994% 998.25006982 3.76834702 0.00000000 0.00000000 CB-4 4,461,000.00 4.52994% 998.25007173 3.76834566 0.00000000 0.00000000 CB-5 3,244,000.00 4.52994% 998.25007090 3.76834464 0.00000000 0.00000000 CB-6 2,430,795.94 4.52994% 998.25007113 3.76834594 0.00000000 0.00000000 6-X 0.00 0.00000% 0.00000000 0.00000000 0.00000000 0.00000000 (5) All Classes are per $1,000 denomination.

~~CSFB~~Interest ~~Series~~Distribution ~~2004~~Factors Statement (continued) Remaining Ending Non-~~AR3~~Supported Total Unpaid Certificate/ Interest Realized Interest Interest Notional Class Shortfall Losses (6) Distribution Shortfall Balance 1-A-1 0.00000000 0.00000000 2.46527401 0.00000000 823.78762387 AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR-L 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 0.00000000 0.00000000 3.35059041 0.00000000 873.45320743 3-A-1 0.00000000 0.00000000 3.09661877 0.00000000 898.32658149 3-A-2 0.00000000 0.00000000 1.58859004 0.00000000 898.32658142 4-A-1 0.00000000 0.00000000 3.39818218 0.00000000 939.66813979 5-A-1 0.00000000 0.00000000 3.78537976 0.00000000 922.53146435 6-A-1 0.00000000 0.00000000 1.34451710 0.00000000 849.78815974 6-A-2 0.00000000 0.00000000 1.33575867 0.00000000 846.17706235 6-A-3 0.00000000 0.00000000 1.15622239 0.00000000 794.81118846 6-A-4 0.00000000 0.00000000 1.60833320 0.00000000 1000.00000000 6-M-1 0.00000000 0.00000000 1.70833306 0.00000000 1000.00000000 6-M-2 0.00000000 0.00000000 2.33333333 0.00000000 1000.00000000 6-M-3 0.00000000 0.00000000 2.66666553 0.00000000 1000.00000000 I-X 0.00000000 0.00000000 0.50322412 0.00000000 823.78762387 II-X 0.00000000 0.00000000 0.14797759 0.00000000 873.45320743 III-X 0.00000000 0.00000000 1.50802874 0.00000000 898.32658142 CB-1 0.00000000 0.00000000 3.76834630 0.00000000 997.79526630 CB-2 0.00000000 0.00000000 3.76834620 0.00000000 997.79526581 CB-3 0.00000000 0.00000000 3.76834702 0.00000000 997.79526694 CB-4 0.00000000 0.00000000 3.76834566 0.00000000 997.79526564 CB-5 0.00000000 0.00000000 3.76834464 0.00000000 997.79526510 CB-6 0.00000000 0.00000000 3.76834594 0.00000000 997.79526536 6-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 (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.

~~Mortgage-Backed~~CERTIFICATEHOLDER ~~Pass-Through~~ACCOUNT ~~Certificates~~STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 33,732,013.60 ~~Series~~Liquidations, ~~2004-AR3~~Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 60,087.55 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 33,792,101.15 Withdrawals Reimbursement for Servicer Advances 36,779.76 Payment of Service Fee 320,172.46 Payment of Interest and Principal 33,435,148.93 Total Withdrawals (Pool Distribution Amount) 33,792,101.15 Ending Balance 0.00

CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP.
(Exact name of registrant as specified in its charter)
Delaware	333-100669	13-3320910
(State or Other Jurisdiction of Incorporation)	(Commission File Number)	(I.R.S. Employer Identification No.)
11 Madison Avenue
New York, New York 10010
(Address of Principal Executive Offices) (Zip Code)
Registrant’s telephone number, including area code (212) 325-2000

~~Item~~SERVICING FEES Gross Servicing Fee 301,276.47 External Master Servicing Fee 13,640.00 PMI Fee 5,255.99 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 320,172.46

~~Other~~OTHER ~~Events~~ACCOUNTS Beginning Current Current Ending Account Type Balance Withdrawals Deposits Balance Reserve Fund 5,000.00 0.00 0.00 5,000.00

~~Credit~~LOAN ~~Suisse~~STATUS ~~First~~STRATIFICATION/CREDIT ~~Boston~~ENHANCEMENT ~~Mortgage~~STATEMENT ~~Securities~~DELINQUENCY ~~Corp.~~STATUS ~~(the~~DELINQUENT ~~“Company”)~~BANKRUPTCY ~~entered~~FORECLOSURE ~~into~~REO aTotal ~~Pooling~~No ~~and~~of ~~Servicing~~Loans ~~Agreement~~No ~~dated~~of asLoans No of ~~March~~Loans 1,No ~~2004~~of ~~(the~~Loans ~~“Agreement”)~~No ~~among~~of ~~the~~Loans ~~Company,~~Principal inBalance ~~its~~Principal ~~capacity~~Balance asPrincipal ~~depositor~~Balance ~~(in~~Principal ~~such~~Balance ~~capacity,~~Principal ~~the~~Balance ~~“Depositor”),~~0-29 ~~DLJ~~Days ~~Mortgage~~0 ~~Capital,~~0 ~~Inc~~0 0 0.00 as0.00 a0.00 ~~seller~~0.00 ~~(in~~30 ~~such~~Days ~~capacity~~19 0 0 0 19 4,885,444.64 a0.00 ~~“Seller”)~~0.00 0.00 4,885,444.64 ~~Wells~~60 ~~Fargo~~Days ~~Bank~~10 0 0 0 10 2,378,318.91 N0.A00 0.00 0.00 2,378,318.91 in90 ~~its~~Days ~~capacity~~10 as0 ~~master~~0 ~~servicer~~0 ~~(in~~10 ~~such~~2,776,392.58 ~~capacity~~0.00 0.00 0.00 2,776,392.58 ~~the~~120 ~~“Master~~Days ~~Servicer”)~~0 ~~and~~0 as0 ~~trust~~0 ~~administrator~~0 ~~(in~~0.00 ~~such~~0.00 ~~capacity,~~0.00 a0.00 ~~“Trust~~0.00 ~~Administrator”),~~150 ~~Washington~~Days ~~Mutual~~0 ~~Mortgage~~0 ~~Securities~~0 ~~Corp~~0 0 0.,00 in0.00 ~~its~~0.00 ~~capacity~~0.00 as0.00 a180+ ~~seller~~Days ~~(in~~0 ~~such~~0 ~~capacity~~0 a0 ~~“Seller”)~~0 ~~and~~0.00 in0.00 ~~its~~0.00 ~~capacity~~0.00 as0.00 aTotals ~~servicer~~39 ~~(in~~0 ~~such~~0 ~~capacity,~~0 a39 ~~“Servicer”)~~10,040,156.13 ~~GreenPoint~~0.00 ~~Mortgage~~0.00 ~~Funding~~0.00 10,040,156.13 ~~Inc~~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 0.000000% as0.000000% a0.000000% ~~servicer~~0.000000% ~~(in~~0.000000% ~~such~~0.000000% ~~capacity,~~0.000000% a0.000000% ~~“Servicer”),~~30 ~~Wells~~Days ~~Fargo~~0.473108% ~~Home~~0.000000% ~~Mortgage,~~0.000000% ~~Inc~~0.,000000% as0.473108% a0.451672% ~~servicer~~0.000000% ~~(in~~0.000000% ~~such~~0.000000% ~~capacity,~~0.451672% a60 ~~“Servicer”), Fairbanks~~Days ~~Capital~~0.249004% ~~Corp~~0.,000000% in0.000000% ~~its~~0.000000% ~~capacity~~0.249004% as0.219882% a0.000000% ~~servicer~~0.000000% ~~(in~~0.000000% ~~such~~0.219882% ~~capacity,~~90 aDays ~~“Servicer”)~~0.249004% ~~and~~0.000000% ~~Wilshire~~0.000000% ~~Credit~~0.000000% ~~Corporation,~~0.249004% in0.256685% ~~its~~0.000000% ~~capacity~~0.000000% as0.000000% ~~special~~0.256685% ~~servicer~~120 ~~(in~~Days ~~such~~0.000000% ~~capacity,~~0.000000% ~~the~~0.000000% ~~“Special~~0.000000% ~~Servicer”)~~0.000000% ~~and~~0.000000% U0.S000000% 0.000000% ~~Bank,~~0.000000% ~~National~~0.000000% ~~Association,~~150 asDays ~~trustee~~0.000000% ~~(the~~0.000000% ~~“Trustee”)~~0. ~~The~~000000% ~~Certificates~~0.000000% ~~were~~0.000000% ~~issued~~0.000000% on0.000000% ~~March~~0.000000% ~~29,~~0.000000% ~~2004~~0. ~~The~~000000% ~~Pooling~~180+ ~~and~~Days ~~Servicing~~0.000000% ~~Agreement~~0.000000% is0.000000% ~~annexed~~0.000000% ~~hereto~~0.000000% as0.000000% ~~Exhibit~~0.000000% 990.1000000% 0.000000% 0.000000% Totals 0.971116% 0.000000% 0.000000% 0.000000% 0.971116% 0.928238% 0.000000% 0.000000% 0.000000% 0.928238%

Item 7. Financial Statements, Pro Forma Financial Information and Exhibits.

~~(a)~~OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 60,087.55

~~Not~~CREDIT ~~applicable~~ENHANCEMENT Original $ Original % Current $ Current % Bankruptcy 285,434.75 0.02333217% 285,434.75 0.02640086% Fraud 16,221,417.92 1.32598047% 16,221,417.92 1.50037604% Special Hazard 8,110,708.96 0.66299024% 8,110,708.96 0.75018802% Limit of Subordinate's Exposure to Certain Types of Losses

COLLATERAL STATEMENT Collateral Description Mixed ARM Weighted Average Gross Coupon 5.408361% Weighted Average Net Coupon 5.082630% Weighted Average Pass-Through Rate 5.062200% Weighted Average Maturity(bStepdown Calculation ) 353 Beginning Scheduled Collateral Loan Count 4,112 Number Of Loans Paid In Full 96 Ending Scheduled Collateral Loan Count 4,016 Beginning Scheduled Collateral Balance 1,109,909,815.29 Ending Scheduled Collateral Balance 1,081,156,821.06 Ending Actual Collateral Balance at 31-Jul-2004 1,081,635,859.58 Monthly P &I Constant 5,592,505.10 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Ending Scheduled Balance for Premium Loans 1,081,156,821.06 Scheduled Principal 590,177.94 Unscheduled Principal 28,162,816.29

~~Not~~Group ~~applicable~~Level Collateral Statement Group G1 30Y Jumbo A Arm G2 30Y Jumbo A Arm G3 30Y Jumbo A Arm Collateral Description Mixed ARM Mixed ARM Mixed ARM Weighted Average Coupon Rate 4.629849 5.095596 4.386599 Weighted Average Net Rate 4.256896 4.750806 4.017661 Weighted Average Maturity 353 353 353 Beginning Loan Count 172 518 436 Loans Paid In Full 4 9 11 Ending Loan Count 168 509 425 Beginning Scheduled Balance 85,144,180.50 269,312,642.27 120,134,571.16 Ending scheduled Balance 82,955,124.40 263,941,752.39 116,818,476.25 Record Date 07/31/2004 07/31/2004 07/31/2004 Principal And Interest Constant 392,801.78 1,265,691.28 454,586.48 Scheduled Principal 64,297.85 122,100.87 15,434.65 Unscheduled Principal 2,124,758.25 5,248,789.01 3,300,660.26 Scheduled Interest 328,503.93 1,143,590.41 439,151.83 Servicing Fees 26,462.31 77,380.35 36,935.15 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 0.00 0.00 0.00 FRY Amount 0.00 0.00 0.00 Special Hazard Fee 0.00 0.00 0.00 Other Fee 2,195.20 5,821.02 213.13 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 299,846.42 1,060,389.04 402,003.55 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 4.225958 4.724869 4.015532

~~(c)~~Group Level Collateral Statement Group G4 30Y Jumbo A Arm G5 30Y Jumbo A Arm G6-A 30Y AltA Arm Collateral Description Mixed ARM Mixed ARM Mixed ARM Weighted Average Coupon Rate 4.713158 5.208986 6.378262 Weighted Average Net Rate 4.341341 4.850453 6.121008 Weighted Average Maturity 353 353 353 Beginning Loan Count 373 996 527 Loans Paid In Full 2 18 18 Ending Loan Count 371 978 509 Beginning Scheduled Balance 68,341,013.40 198,524,489.67 95,907,055.06 Ending scheduled Balance 67,829,780.75 194,835,250.82 92,205,190.42 Record Date 07/31/2004 07/31/2004 07/31/2004 Principal And Interest Constant 305,812.16 958,469.37 580,312.92 Scheduled Principal 37,393.83 96,710.02 70,545.99 Unscheduled Principal 473,838.82 3,592,528.83 3,631,318.65 Scheduled Interest 268,418.33 861,759.35 509,766.93 Servicing Fees 21,175.31 59,314.66 20,560.35 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 0.00 0.00 0.00 FRY Amount 0.00 0.00 0.00 Special Hazard Fee 0.00 0.00 0.00 Other Fee 2,045.86 3,852.81 1,819.02 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 245,197.16 798,591.88 487,387.56 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 4.305417 4.827164 6.098247

~~Exhibits:~~Group Level Collateral Statement Group G6-B 30Y AltA Arm Total Collateral Description Mixed ARM Mixed ARM Weighted Average Coupon Rate 6.389250 5.408361 Weighted Average Net Rate 6.127503 5.082630 Weighted Average Maturity 353.00 353.00 Record Date 07/31/2004 07/31/2004 Principal And Interest Constant 1,634,831.11 5,592,505.10 Beginning Loan Count 1,090 4,112 Loans Paid In Full 34 96 Ending Loan Count 1,056 4,016 Beginning Scheduled Balance 272,545,863.23 1,109,909,815.29 Ending Scheduled Balance 262,571,246.03 1,081,156,821.06 Scheduled Principal 183,694.73 590,177.94 Unscheduled Principal 9,790,922.47 28,162,816.29 Scheduled Interest 1,451,136.38 5,002,327.16 Servicing Fee 59,448.34 301,276.47 Master Servicing Fee 0.00 0.00 Trustee Fee 0.00 0.00 Fry Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 2,948.95 18,895.99 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest 1,388,739.09 4,682,154.70 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 Prepayment Penalties 0.00 0.00 Special Servicing Fee 0.00 0.00 Pass-Through Rate 6.114519 5.062200

99Miscellaneous Reporting Group G1 30Y Jumbo A Arm Insurance Proceeds 0.100 Net Liquidation Proceeds 0.00 Repuchase Principal 0.00 Subsequent Losses 0.00 Subsequent Loss Recoveries 0.00 Substitution Amount 0.00 Substitution Adjustment Amount 0.00 Group G2 30Y Jumbo A Arm Insurance Proceeds 0.00 Net Liquidation Proceeds 0.00 Repuchase Principal 0.00 Subsequent Losses 0.00 Subsequent Loss Recoveries 0.00 Substitution Amount 0.00 Substitution Adjustment Amount 0.00 Group G3 30Y Jumbo A Arm Insurance Proceeds 0.00 Net Liquidation Proceeds 0.00 Repuchase Principal 0.00 Subsequent Losses 0.00 Subsequent Loss Recoveries 0.00 Substitution Amount 0.00 Substitution Adjustment Amount 0.00

~~The~~Miscellaneous ~~Pooling~~Reporting ~~and~~Group ~~Servicing~~G4 ~~Agreement~~30Y ~~dated~~Jumbo asA ofArm ~~March~~Insurance 1,Proceeds ~~2004,~~0.00 byNet ~~and~~Liquidation ~~among~~Proceeds ~~the~~0.00 Repuchase Principal 0.00 Subsequent Losses 0.00 Subsequent Loss Recoveries 0.00 Substitution Amount 0.00 Substitution Adjustment Amount 0.00 Group G5 30Y Jumbo A Arm Insurance Proceeds 0.00 Net Liquidation Proceeds 0.00 Repuchase Principal 0.00 Subsequent Losses 0.00 Subsequent Loss Recoveries 0.00 Substitution Amount 0.00 Substitution Adjustment Amount 0.00 Group G6-A 30Y AltA Arm Insurance Proceeds 0.00 Net Liquidation Proceeds 0.00 Repuchase Principal 0.00 Subsequent Losses 0.00 Subsequent Loss Recoveries 0.00 Substitution Amount 0.00 Substitution Adjustment Amount 0.00

~~Company~~Miscellaneous Reporting Group G6-B 30Y AltA Arm Insurance Proceeds 0.00 Net Liquidation Proceeds 0.00 Repuchase Principal 0.00 Subsequent Losses 0.00 Subsequent Loss Recoveries 0.00 Substitution Amount 0.00 Substitution Adjustment Amount 0.00 Excess Cash 1,320,626.49 ~~the~~Grp ~~Sellers~~1 Excess Interest 1,419.07 ~~the~~Grp ~~Servicers~~2 Excess Interest 4,488.54 ~~the~~Extra ~~Special~~Principal ~~Servicer~~Distribution 0.00 Overcollateralized Amount 2,061,409.02 ~~the~~Overcollateralization ~~Master~~Deficiency ~~Servicer~~0.00 Overcollateralization Increase 0.00 Overcollateralization Release 0.00 Target Overcollateralization 2,061,409.02 ~~the~~Rolling 3 month Delinquency Rate 3.294 Trigger Event - 3 mo Delinq Rate > 5.25% NO

Trustee and the Trust Administrator.

SIGNATURES

Filings Made by the Registrant. The registrant has duly caused this form to be signed on its behalf by the undersigned, thereunto duly authorized, in the City of New York, State of New York, on April 14, 2004.

CREDIT SUISSE FIRST BOSTON MORTGAGE

SECURITIES CORP.

By: /s/ John P. Graham

Name: John P. Graham

Title: Vice President

Exhibit Index

Exhibit

Page

99.1

Pooling and Servicing Agreement dated as of March 1, 2004,

by and among the Company, the Seller, the Servicers, the Master Servicer, the

Special Servicer, the Trustee and the Trust Administrator.

EXHIBIT 99.1

MCKEE NELSON LLP

5 Times Square, 35th Floor

New York, New York 10036

Telephone: (212) 777-4200

Facsimile: (212) 777-4299

April 14, 2004

BY MODEM

Securities and Exchange Commission

Judiciary Plaza

450 Fifth Street, N.W.

Washington, D.C. 20549

Re:

Credit Suisse First Boston Mortgage Securities Corp.,

CSFB Series 2004-AR3,

CSFB Mortgage-Backed Pass-Through Certificates, Series 2004-AR3

Ladies and Gentlemen:

On behalf of Credit Suisse First Boston Mortgage Securities Corp., (the “Company”), we enclose herewith for filing, pursuant to the Securities and Exchange Act of 1934, as amended, the Company’s Current Report on Form 8-K, for filing of the Pooling and Servicing Agreement in connection with the above-referenced transaction.

Very truly yours,

/s/ Michael Braun

Michael Braun

Enclosure

Filing Compare · CSFB MORTGAGE BACKED PASS THR CERTS SER 2004-AR3