8-K 1 csf04ar2_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-AR2 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-107055-20 54-2144756 Pooling and Servicing Agreement) (Commission 54-2144757 (State or other File Number) 54-2144755 jurisdiction 54-2144758 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-AR2 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-AR2 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-AR2 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-AR2 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: 47/3031/042004 Distribution Date: 58/25/042004 CSF Series: 2004-AR2 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-A-1 22541Q6Y3 SEN 4.~~26175~~25948% 9786,~~192~~735,~~761~~448.4816 ~~345~~307,~~176~~873.3455 31,~~023~~792,~~672~~152.6472 AR 22541Q7P1 RES 4.~~27641~~27474% 0.00 0.00 0.00 AR-L 22541Q7Q9 RES 4.~~27641~~27474% 0.00 0.00 0.00 II-A-1 22541Q6Z0 SEN 4.~~63084~~62502% ~~207~~183,~~064~~517,~~584~~628.9766 ~~799~~707,~~069~~309.5896 104,~~202~~789,~~059~~361.6428 III-A-1 22541Q7A4 SEN 5.~~24345~~23675% 3735,~~760~~042,~~417~~239.0320 ~~164~~152,~~995~~922.8578 1526,~~411,982~~586.5860 IV-A-1 22541Q7B2 SEN 4.~~31424~~30708% 5754,~~487~~072,~~606~~633.3311 ~~206~~194,~~679~~079.2223 ~~175~~1,~~587~~200,831.0709 V-A-1 22541Q7C0 SEN 4.~~84847~~84812% ~~110~~104,~~801~~202,~~574~~866.4940 ~~447~~420,~~682~~989.0261 12,~~993~~102,~~833~~731.7041 VI-A-1 22541Q7D8 SEN 1.~~50000~~85000% ~~107~~95,~~303~~340,~~385~~543.1807 ~~129~~146,~~658~~983.2634 32,~~428~~497,~~769~~147.4583 VI-A-2 22541Q7E6 SEN 1.~~34000~~69000% 6051,~~542~~396,~~829~~189.7187 6572,~~352~~382.6297 21,~~621~~909,~~594~~288.3508 VI-A-3 22541Q7F3 SEN 1.~~60000~~95000% 21,500,000.00 2734,~~711~~937.1150 0.00 VI-A-4 22541Q7G1 SEN 1.~~43000~~78000% 5044,~~017~~441,~~339~~098.1721 5765,~~617~~920.2096 1,~~598~~163,~~252~~995.6980 VI-M-1 22541Q7H9 MEZ 12.~~75000~~10000% 7,914,000.00 1113,~~156~~849.5450 0.00 VI-M-2 22541Q7J5 MEZ 2.~~60000~~95000% 3,962,000.00 89,~~298~~739.1992 0.00 VI-M-3 22541Q7K2 MEZ 3.~~00000~~35000% 2,637,942.00 67,~~375~~364.0325 0.00 C-B-1 22541Q7L0 SUB 4.~~61381~~60969% 8,~~791~~777,~~699~~536.1612 33,~~802~~718.7211 4,~~719~~808.7043 C-B-2 22541Q7M8 SUB 4.~~61381~~60969% 4,~~945~~937,~~767~~800.8240 1918,~~015~~968.7111 2,~~655~~704.0798 C-B-3 22541Q7N6 SUB 4.~~61381~~60969% 3,~~022~~017,~~802~~932.1454 11,~~622~~593.2011 1,~~622~~653.7526 C-B-4 22541Q7R7 SUB 4.~~61381~~60969% 1,~~922~~919,~~965~~867.6786 7,~~393~~375.5000 1,~~032~~051.3272 C-B-5 22541Q7S5 SUB 4.~~61381~~60969% 2,~~197~~194,~~675~~134.0670 8,~~449~~428.7257 1,~~179~~201.7997 C-B-6 22541Q7T3 SUB 4.~~61381~~60969% 1,~~099~~098,~~901~~129.0819 4,~~228~~218.9536 ~~590~~601.4757 VI-X 22541Q7U0 OC 0.00000% 1,319,819.71 1813,~~004,034~~858.1949 0.00 Totals ~~787~~714,~~485~~027,~~071~~809.0020 3,~~358~~032,~~318~~513.9532 2415,~~467~~994,~~552~~116.2274

Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses I-A-1 0.00 9484,~~169~~943,~~088~~295.8445 32,~~368~~100,~~848~~026.9827 0.00 AR 0.00 0.00 0.00 0.00 AR-L 0.00 0.00 0.00 0.00 II-A-1 0.00 ~~196~~178,~~862~~728,~~525~~267.3238 115,~~001~~496,~~129~~671.2224 0.00 III-A-1 0.00 3634,~~348~~515,~~434~~652.4559 1679,~~576,978~~509.4338 0.00 IV-A-1 0.00 5752,~~312~~871,~~019~~802.2501 ~~382~~1,~~266~~394,910.2932 0.00 V-A-1 0.00 ~~108~~102,~~807~~100,~~740~~134.7998 2,~~441~~523,~~515~~721.7202 0.00 VI-A-1 0.00 ~~103~~92,~~874~~843,~~615~~395.7324 32,~~558~~644,~~427~~131.7117 0.00 VI-A-2 0.00 5749,~~921~~486,~~235~~901.3779 21,~~686~~981,~~946~~671.9705 0.00 VI-A-3 0.00 21,500,000.00 2734,~~711~~937.1150 0.00 VI-A-4 0.00 4843,~~419~~277,~~086~~102.4741 1,~~655~~229,~~869~~916.8976 0.00 VI-M-1 0.00 7,914,000.00 1113,~~156~~849.5450 0.00 VI-M-2 0.00 3,962,000.00 89,~~298~~739.1992 0.00 VI-M-3 0.00 2,637,942.00 67,~~375~~364.0325 0.00 C-B-1 0.00 8,~~786~~772,~~979~~727.4669 38,~~522~~526.4254 0.00 C-B-2 0.00 4,~~943~~935,~~112~~095.7542 21,~~670~~673.7809 0.00 C-B-3 0.00 3,~~021~~016,~~179~~279.4029 13,~~244~~246.9537 0.00 C-B-4 0.00 1,~~921~~918,~~933~~816.3614 8,~~425~~426.8272 0.00 C-B-5 0.00 2,~~196~~192,~~495~~932.2673 9,~~629~~630.5154 0.00 C-B-6 0.00 1,~~099~~097,~~310~~527.62 4,819.4293 0.00 VI-X 0.00 1,319,819.71 1813,~~004,034~~858.1949 0.00 Totals 0.00 ~~763~~698,~~017~~033,~~518~~692.7845 2719,~~825~~026,~~871~~630.1706 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-A-1 105,534,000.00 9786,~~192~~735,~~761~~448.4816 6562,~~991~~812.0536 21,~~957~~729,~~681~~340.5936 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 II-A-1 212,757,000.00 ~~207~~183,~~064~~517,~~584~~628.9766 ~~136~~123,~~512~~281.5551 104,~~065~~666,~~547~~079.0977 0.00 0.00 III-A-1 38,901,000.00 3735,~~760~~042,~~417~~239.03 20 18,~~509~~044.7768 1508,~~391,472~~541.8192 0.00 0.00 IV-A-1 58,186,000.00 5754,~~487~~072,~~606~~633.3311 1514,~~847~~471.0609 ~~159~~1,~~740~~186,360.0100 0.00 0.00 V-A-1 112,708,000.00 ~~110~~104,~~801~~202,~~574~~866.4940 3331,~~860~~829.0308 12,~~959~~070,~~973~~902.6733 0.00 0.00 VI-A-1 111,825,000.00 ~~107~~95,~~303~~340,~~385~~543.1807 0.00 32,~~428~~497,~~769~~147.4583 0.00 0.00 VI-A-2 64,000,000.00 6051,~~542~~396,~~829~~189.7187 0.00 21,~~621~~909,~~594~~288.3508 0.00 0.00 VI-A-3 21,500,000.00 21,500,000.00 0.00 0.00 0.00 0.00 VI-A-4 52,125,000.00 5044,~~017~~441,~~339~~098.1721 0.00 1,~~598~~163,~~252~~995.6980 0.00 0.00 VI-M-1 7,914,000.00 7,914,000.00 0.00 0.00 0.00 0.00 VI-M-2 3,962,000.00 3,962,000.00 0.00 0.00 0.00 0.00 VI-M-3 2,637,942.00 2,637,942.00 0.00 0.00 0.00 0.00 C-B-1 8,801,000.00 8,~~791~~777,~~699~~536.1612 4,~~719~~808.7043 0.00 0.00 0.00 C-B-2 4,951,000.00 4,~~945~~937,~~767~~800.8240 2,~~655~~704.0798 0.00 0.00 0.00 C-B-3 3,026,000.00 3,~~022~~017,~~802~~932.1454 1,~~622~~653.7526 0.00 0.00 0.00 C-B-4 1,925,000.00 1,~~922~~919,~~965~~867.6786 1,~~032~~051.3272 0.00 0.00 0.00 C-B-5 2,200,000.00 2,~~197~~194,~~675~~134.0670 1,~~179~~201.7997 0.00 0.00 0.00 C-B-6 1,101,064.68 1,~~099~~098,~~901~~129.0819 ~~590~~601.4757 0.00 0.00 0.00 VI-X 0.00 1,319,819.71 0.00 0.00 0.00 0.00 Totals 814,054,106.68 ~~787~~714,~~485~~027,~~071~~809.0020 ~~284~~262,~~520~~460.5665 2415,~~183~~731,~~031~~656.6609 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-A-1 31,~~023~~792,~~672~~152.6472 9484,~~169~~943,~~088~~295.8445 0.~~89231043~~80489032 31,~~023~~792,~~672~~152.6472 AR 0.00 0.00 0.00000000 0.00 AR-L 0.00 0.00 0.00000000 0.00 II-A-1 104,~~202~~789,~~059~~361.6428 ~~196~~178,~~862~~728,~~525~~267.3238 0.~~92529282~~84005822 104,~~202~~789,~~059~~361.6428 III-A-1 1526,~~411,982~~586.5860 3634,~~348~~515,~~434~~652.4559 0.~~93438304~~88726903 1526,~~411,982~~586.5860 IV-A-1 ~~175~~1,~~587~~200,831.0709 5752,~~312~~871,~~019~~802.2501 0.~~98497954~~90866879 ~~175~~1,~~587~~200,831.0709 V-A-1 12,~~993~~102,~~833~~731.7041 ~~108~~102,~~807~~100,~~740~~134.7998 0.~~96539501~~90588188 12,~~993~~102,~~833~~731.7041 VI-A-1 32,~~428~~497,~~769~~147.4583 ~~103~~92,~~874~~843,~~615~~395.7324 0.~~92890334~~83025616 32,~~428~~497,~~769~~147.4583 VI-A-2 21,~~621~~909,~~594~~288.3508 5749,~~921~~486,~~235~~901.3779 0.~~90501930~~77323284 21,~~621~~909,~~594~~288.3508 VI-A-3 0.00 21,500,000.00 1.00000000 0.00 VI-A-4 1,~~598~~163,~~252~~995.6980 4843,~~419~~277,~~086~~102.4741 0.~~92890334~~83025616 1,~~598~~163,~~252~~995.6980 VI-M-1 0.00 7,914,000.00 1.00000000 0.00 VI-M-2 0.00 3,962,000.00 1.00000000 0.00 VI-M-3 0.00 2,637,942.00 1.00000000 0.00 C-B-1 4,~~719~~808.7043 8,~~786~~772,~~979~~727.4669 0.~~99840694~~99678760 4,~~719~~808.7043 C-B-2 2,~~655~~704.0798 4,~~943~~935,~~112~~095.7542 0.~~99840694~~99678760 2,~~655~~704.0798 C-B-3 1,~~622~~653.7526 3,~~021~~016,~~179~~279.4029 0.~~99840694~~99678760 1,~~622~~653.7526 C-B-4 1,~~032~~051.3272 1,~~921~~918,~~933~~816.3614 0.~~99840694~~99678761 1,~~032~~051.3272 C-B-5 1,~~179~~201.7997 2,~~196~~192,~~495~~932.2673 0.~~99840694~~99678760 1,~~179~~201.7997 C-B-6 ~~590~~601.4757 1,~~099~~097,~~310~~527.62 0.~~99840694~~99678760 ~~590~~601.4757 VI-X 0.00 1,319,819.71 0.00000000 0.00 Totals 2415,~~467~~994,~~552~~116.2274 ~~763~~698,~~017~~033,~~518~~692.7845 0.~~93730566~~85747825 2415,~~467~~994,~~552~~116.2274

Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion I-A-1 105,534,000.00 ~~920~~821.~~96159986~~87208066 0.~~62530606~~59518601 2816.~~02586456~~38657077 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 II-A-1 212,757,000.00 ~~973~~862.~~24452295~~56916886 0.~~64163600~~57944749 4721.~~31006308~~93149824 0.00000000 III-A-1 38,901,000.00 ~~970~~900.~~67985476~~80561425 0.~~52722989~~46386160 3513.~~76958973~~07272101 0.00000000 IV-A-1 58,186,000.00 ~~987~~929.~~99722150~~30658767 0.~~27235177~~24870398 220.~~74533410~~38909703 0.00000000 V-A-1 112,708,000.00 ~~983~~924.~~08526893~~53833268 0.~~30042260~~28240302 1718.~~38983630~~37404914 0.00000000 VI-A-1 111,825,000.00 ~~959~~852.~~56525983~~58701605 0.00000000 3022.~~66192220~~33085473 0.00000000 VI-A-2 64,000,000.00 ~~945~~803.~~98171422~~06546672 0.00000000 4029.~~96241172~~83262625 0.00000000 VI-A-3 21,500,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 VI-A-4 52,125,000.00 ~~959~~852.~~56525986~~58701602 0.00000000 3022.~~66192211~~33085468 0.00000000 VI-M-1 7,914,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 VI-M-2 3,962,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 VI-M-3 2,637,942.00 1000.00000000 0.00000000 0.00000000 0.00000000 C-B-1 8,801,000.00 ~~998~~997.~~94320645~~33395296 0.~~53626861~~54635041 0.00000000 0.00000000 C-B-2 4,951,000.00 ~~998~~997.~~94320743~~33395274 0.~~53626944~~54635023 0.00000000 0.00000000 C-B-3 3,026,000.00 ~~998~~997.~~94320555~~33395241 0.~~53626900~~54635162 0.00000000 0.00000000 C-B-4 1,925,000.00 ~~998~~997.~~94320519~~33395325 0.~~53627013~~54634805 0.00000000 0.00000000 C-B-5 2,200,000.00 ~~998~~997.~~94320909~~33395455 0.~~53626818~~54635000 0.00000000 0.00000000 C-B-6 1,101,064.68 ~~998~~997.~~94320468~~33395317 0.~~53627186~~54635301 0.00000000 0.00000000 VI-X 0.00 4.99999999 0.00000000 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-A-1 0.00000000 2816.~~65117062~~98175678 ~~892~~804.~~31042925~~89032397 0.~~89231043~~80489032 2816.~~65117062~~98175678 AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR-L 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 II-A-1 0.00000000 4722.~~95169907~~51094573 ~~925~~840.~~29282383~~05822314 0.~~92529282~~84005822 4722.~~95169907~~51094573 III-A-1 0.00000000 3613.~~29681962~~53658261 ~~934~~887.~~38303514~~26903139 0.~~93438304~~88726903 3613.~~29681962~~53658261 IV-A-1 0.00000000 320.~~01768587~~63780102 ~~984~~908.~~97953546~~66878648 0.~~98497954~~90866879 320.~~01768587~~63780102 V-A-1 0.00000000 1718.~~69025890~~65645216 ~~965~~905.~~39501003~~88188043 0.~~96539501~~90588188 1718.~~69025890~~65645216 VI-A-1 0.00000000 3022.~~66192220~~33085473 ~~928~~830.~~90333763~~25616132 0.~~92890334~~83025616 3022.~~66192220~~33085473 VI-A-2 0.00000000 4029.~~96241172~~83262625 ~~905~~773.~~01930266~~23284047 0.~~90501930~~77323284 4029.~~96241172~~83262625 VI-A-3 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 VI-A-4 0.00000000 3022.~~66192211~~33085468 ~~928~~830.~~90333755~~25616134 0.~~92890334~~83025616 3022.~~66192211~~33085468 VI-M-1 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 VI-M-2 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 VI-M-3 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 C-B-1 0.00000000 0.~~53626861~~54635041 ~~998~~996.~~40693785~~78760255 0.~~99840694~~99678760 0.~~53626861~~54635041 C-B-2 0.00000000 0.~~53626944~~54635023 ~~998~~996.~~40693799~~78760250 0.~~99840694~~99678760 0.~~53626944~~54635023 C-B-3 0.00000000 0.~~53626900~~54635162 ~~998~~996.~~40693985~~78760410 0.~~99840694~~99678760 0.~~53626900~~54635162 C-B-4 0.00000000 0.~~53627013~~54634805 ~~998~~996.~~40694026~~78760519 0.~~99840694~~99678761 0.~~53627013~~54634805 C-B-5 0.00000000 0.~~53626818~~54635000 ~~998~~996.~~40693636~~78760455 0.~~99840694~~99678760 0.~~53626818~~54635000 C-B-6 0.00000000 0.~~53627186~~54635301 ~~998~~996.~~40694191~~78760016 0.~~99840694~~99678760 0.~~53627186~~54635301 VI-X 0.00000000 0.00000000 4.99999999 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.

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-A-1 105,534,000.00 4.~~26175~~25948% 9786,~~192~~735,~~761~~448.4816 ~~345~~307,~~176~~873.3355 0.00 0.00 AR 50.00 4.~~27641~~27474% 0.00 0.00 0.00 0.00 AR-L 50.00 4.~~27641~~27474% 0.00 0.00 0.00 0.00 II-A-1 212,757,000.00 4.~~63084~~62502% ~~207~~183,~~064~~517,~~584~~628.9766 ~~799~~707,~~069~~309.5896 0.00 0.00 III-A-1 38,901,000.00 5.~~24345~~23675% 3735,~~760~~042,~~417~~239.0320 ~~164~~152,~~995~~922.8578 0.00 0.00 IV-A-1 58,186,000.00 4.~~31424~~30708% 5754,~~487~~072,~~606~~633.3311 ~~206~~194,~~679~~079.22 0.00 0.00 V-A-1 112,708,000.00 4.~~84847~~84812% ~~110~~104,~~801~~202,~~574~~866.4940 ~~447~~420,~~682~~989.0261 0.00 0.00 VI-A-1 111,825,000.00 1.~~50000~~85000% ~~107~~95,~~303~~340,~~385~~543.1807 ~~129~~146,~~658~~983.2634 0.00 0.00 VI-A-2 64,000,000.00 1.~~34000~~69000% 6051,~~542~~396,~~829~~189.7187 6572,~~352~~382.6297 0.00 0.00 VI-A-3 21,500,000.00 1.~~60000~~95000% 21,500,000.00 2734,~~711~~937.1150 0.00 0.00 VI-A-4 52,125,000.00 1.~~43000~~78000% 5044,~~017~~441,~~339~~098.1721 5765,~~617~~920.2096 0.00 0.00 VI-M-1 7,914,000.00 12.~~75000~~10000% 7,914,000.00 1113,~~156~~849.5450 0.00 0.00 VI-M-2 3,962,000.00 2.~~60000~~95000% 3,962,000.00 89,~~298~~739.1992 0.00 0.00 VI-M-3 2,637,942.00 3.~~00000~~35000% 2,637,942.00 67,~~375~~364.0325 0.00 0.00 C-B-1 8,801,000.00 4.~~61381~~60969% 8,~~791~~777,~~699~~536.1612 33,~~802~~718.7211 0.00 0.00 C-B-2 4,951,000.00 4.~~61381~~60969% 4,~~945~~937,~~767~~800.8240 1918,~~015~~968.7111 0.00 0.00 C-B-3 3,026,000.00 4.~~61381~~60969% 3,~~022~~017,~~802~~932.1454 11,~~622~~593.2011 0.00 0.00 C-B-4 1,925,000.00 4.~~61381~~60969% 1,~~922~~919,~~965~~867.6786 7,~~393~~375.5000 0.00 0.00 C-B-5 2,200,000.00 4.~~61381~~60969% 2,~~197~~194,~~675~~134.0670 8,~~449~~428.7257 0.00 0.00 C-B-6 1,101,064.68 4.~~61381~~60969% 1,~~099~~098,~~901~~129.0819 4,~~228~~218.9536 0.00 0.00 VI-X 0.00 0.00000% ~~255~~228,~~197~~511,~~315~~592.7786 0.00 0.00 0.00 Totals 814,054,106.68 2,~~354~~218,~~284~~654.7582 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-A-1 0.00 0.00 ~~345~~307,~~176~~873.3455 0.00 9484,~~169~~943,~~088~~295.8445 AR 0.00 0.00 0.00 0.00 0.00 AR-L 0.00 0.00 0.00 0.00 0.00 II-A-1 0.00 0.00 ~~799~~707,~~069~~309.5896 0.00 ~~196~~178,~~862~~728,~~525~~267.3238 III-A-1 0.00 0.00 ~~164~~152,~~995~~922.8578 0.00 3634,~~348~~515,~~434~~652.4559 IV-A-1 0.00 0.00 ~~206~~194,~~679~~079.2223 0.00 5752,~~312~~871,~~019~~802.2501 V-A-1 0.00 0.00 ~~447~~420,~~682~~989.0261 0.00 ~~108~~102,~~807~~100,~~740~~134.7998 VI-A-1 0.00 0.00 ~~129~~146,~~658~~983.2634 0.00 ~~103~~92,~~874~~843,~~615~~395.7324 VI-A-2 0.00 0.00 6572,~~352~~382.6297 0.00 5749,~~921~~486,~~235~~901.3779 VI-A-3 0.00 0.00 2734,~~711~~937.1150 0.00 21,500,000.00 VI-A-4 0.00 0.00 5765,~~617~~920.2096 0.00 4843,~~419~~277,~~086~~102.4741 VI-M-1 0.00 0.00 1113,~~156~~849.5450 0.00 7,914,000.00 VI-M-2 0.00 0.00 89,~~298~~739.1992 0.00 3,962,000.00 VI-M-3 0.00 0.00 67,~~375~~364.0325 0.00 2,637,942.00 C-B-1 0.00 0.00 33,~~802~~718.7211 0.00 8,~~786~~772,~~979~~727.4669 C-B-2 0.00 0.00 1918,~~015~~968.7111 0.00 4,~~943~~935,~~112~~095.7542 C-B-3 0.00 0.00 11,~~622~~593.2011 0.00 3,~~021~~016,~~179~~279.4029 C-B-4 0.00 0.00 7,~~393~~375.5000 0.00 1,~~921~~918,~~933~~816.3614 C-B-5 0.00 0.00 8,~~449~~428.7257 0.00 2,~~196~~192,~~495~~932.2673 C-B-6 0.00 0.00 4,~~228~~218.9536 0.00 1,~~099~~097,~~310~~527.62 VI-X 0.00 0.00 1813,~~004,034~~858.1949 0.00 ~~247~~222,~~548~~941,~~699~~161.2815 Totals 0.00 0.00 3,~~358~~032,~~318~~513.9532 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-A-1 105,534,000.00 4.~~26175~~25948% ~~920~~821.~~96159986~~87208066 32.~~27075947~~91729253 0.00000000 0.00000000 AR 50.00 4.~~27641~~27474% 0.00000000 0.00000000 0.00000000 0.00000000 AR-L 50.00 4.~~27641~~27474% 0.00000000 0.00000000 0.00000000 0.00000000 II-A-1 212,757,000.00 4.~~63084~~62502% ~~973~~862.~~24452295~~56916886 3.~~75578514~~32449677 0.00000000 0.00000000 III-A-1 38,901,000.00 5.~~24345~~23675% ~~970~~900.~~67985476~~80561425 43.~~24142953~~93107581 0.00000000 0.00000000 IV-A-1 58,186,000.00 4.~~31424~~30708% ~~987~~929.~~99722150~~30658767 3.~~55204379~~33549685 0.00000000 0.00000000 V-A-1 112,708,000.00 4.~~84847~~84812% ~~983~~924.~~08526893~~53833268 3.~~97205185~~73522385 0.00000000 0.00000000 VI-A-1 111,825,000.00 1.~~50000~~85000% ~~959~~852.~~56525983~~58701605 1.~~15947471~~31440501 0.00000000 0.00000000 VI-A-2 64,000,000.00 1.~~34000~~69000% ~~945~~803.~~98171422~~06546672 1.~~02113469~~13098391 0.00000000 0.00000000 VI-A-3 21,500,000.00 1.~~60000~~95000% 1000.00000000 1.~~28888884~~62500000 0.00000000 0.00000000 VI-A-4 52,125,000.00 1.~~43000~~78000% ~~959~~852.~~56525986~~58701602 1.~~10536595~~26467070 0.00000000 0.00000000 VI-M-1 7,914,000.00 12.~~75000~~10000% 1000.00000000 1.~~40972201~~75000000 0.00000000 0.00000000 VI-M-2 3,962,000.00 2.~~60000~~95000% 1000.00000000 2.~~09444472~~45833417 0.00000000 0.00000000 VI-M-3 2,637,942.00 3.~~00000~~35000% 1000.00000000 2.~~41666799~~79166487 0.00000000 0.00000000 C-B-1 8,801,000.00 4.~~61381~~60969% ~~998~~997.~~94320645~~33395296 3.~~84078173~~83116805 0.00000000 0.00000000 C-B-2 4,951,000.00 4.~~61381~~60969% ~~998~~997.~~94320743~~33395274 3.~~84078166~~83116744 0.00000000 0.00000000 C-B-3 3,026,000.00 4.~~61381~~60969% ~~998~~997.~~94320555~~33395241 3.~~84077991~~83116656 0.00000000 0.00000000 C-B-4 1,925,000.00 4.~~61381~~60969% ~~998~~997.~~94320519~~33395325 3.~~84077922~~83116883 0.00000000 0.00000000 C-B-5 2,200,000.00 4.~~61381~~60969% ~~998~~997.~~94320909~~33395455 3.~~84078182~~83116818 0.00000000 0.00000000 C-B-6 1,101,064.68 4.~~61381~~60969% ~~998~~997.~~94320468~~33395317 3.~~84078254~~83116458 0.00000000 0.00000000 VI-X 0.00 0.00000% ~~966~~865.~~78854344~~69245195 0.00000000 0.00000000 0.00000000 (5) 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-A-1 0.00000000 0.00000000 32.~~27075957~~91729253 0.00000000 ~~892~~804.~~31042925~~89032397 AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR-L 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 II-A-1 0.00000000 0.00000000 3.~~75578514~~32449677 0.00000000 ~~925~~840.~~29282383~~05822314 III-A-1 0.00000000 0.00000000 43.~~24142953~~93107581 0.00000000 ~~934~~887.~~38303514~~26903139 IV-A-1 0.00000000 0.00000000 3.~~55204379~~33549703 0.00000000 ~~984~~908.~~97953546~~66878648 V-A-1 0.00000000 0.00000000 3.~~97205185~~73522385 0.00000000 ~~965~~905.~~39501003~~88188043 VI-A-1 0.00000000 0.00000000 1.~~15947471~~31440501 0.00000000 ~~928~~830.~~90333763~~25616132 VI-A-2 0.00000000 0.00000000 1.~~02113469~~13098391 0.00000000 ~~905~~773.~~01930266~~23284047 VI-A-3 0.00000000 0.00000000 1.~~28888884~~62500000 0.00000000 1000.00000000 VI-A-4 0.00000000 0.00000000 1.~~10536595~~26467070 0.00000000 ~~928~~830.~~90333755~~25616134 VI-M-1 0.00000000 0.00000000 1.~~40972201~~75000000 0.00000000 1000.00000000 VI-M-2 0.00000000 0.00000000 2.~~09444472~~45833417 0.00000000 1000.00000000 VI-M-3 0.00000000 0.00000000 2.~~41666799~~79166487 0.00000000 1000.00000000 C-B-1 0.00000000 0.00000000 3.~~84078173~~83116805 0.00000000 ~~998~~996.~~40693785~~78760255 C-B-2 0.00000000 0.00000000 3.~~84078166~~83116744 0.00000000 ~~998~~996.~~40693799~~78760250 C-B-3 0.00000000 0.00000000 3.~~84077991~~83116656 0.00000000 ~~998~~996.~~40693985~~78760410 C-B-4 0.00000000 0.00000000 3.~~84077922~~83116883 0.00000000 ~~998~~996.~~40694026~~78760519 C-B-5 0.00000000 0.00000000 3.~~84078182~~83116818 0.00000000 ~~998~~996.~~40693636~~78760455 C-B-6 0.00000000 0.00000000 3.~~84078254~~83116458 0.00000000 ~~998~~996.~~40694191~~78760016 VI-X 0.00000000 0.00000000 3.~~80367932~~08321842 0.00000000 ~~937~~844.~~81255373~~58944958 (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 2819,~~056~~274,~~934~~043.5705 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 3647,~~545~~436.7812 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 2819,~~093~~321,~~480~~479.3517 Withdrawals Reimbursement for Servicer Advances 553,~~176~~672.6124 Payment of Service Fee ~~262~~241,~~432~~176.5787 Payment of Interest and Principal 2719,~~825~~026,~~871~~630.1706 Total Withdrawals (Pool Distribution Amount) 2819,~~093~~321,~~480~~479.3517 Ending Balance 0.00

SERVICING FEES Gross Servicing Fee ~~203~~184,~~252~~630.0321 External Master Servicing Fee 98,~~609~~668.6930 PMI Fee 4947,~~570~~878.8536 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee ~~262~~241,~~432~~176.5787

LOAN STATUS STRATIFICATION/CREDIT ENHANCEMENT STATEMENT DELINQUENCY STATUS DELINQUENT BANKRUPTCY FORECLOSURE REO Total 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 1 218,~~599~~139.7504 0.00 0.00 218,~~599~~139.7504 30 Days 188 0 0 0 188 42,~~733~~262,~~713~~582.9504 0.00 0.00 0.00 42,~~733~~262,~~713~~582.9504 60 Days 58 0 0 0 58 2,~~074~~777,~~827~~290.2015 0.00 0.00 0.00 2,~~074~~777,~~827~~290.2015 90 Days 2 0 0 1 0 12 334,592.24 0.00 0.00 ~~83,027.09~~ 0.00 83334,~~027~~592.0924 120 Days 03 0 12 0 15 01,471,583.0071 0.00 71153,~~138~~878.5064 0.00 711,~~138~~625,462.5035 150 Days 02 0 0 0 02 0615,436.0058 0.00 0.00 0.00 0615,436.0058 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 23 1 2 0 26 67,~~808~~461,~~541~~484.1572 218,~~599~~139.7504 ~~154~~153,~~165~~878.5964 0.00 7,~~181~~833,~~306~~502.4940 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.~~037566~~040404% 0.000000% 0.000000% 0.~~037566~~040404% 0.~~028636~~031235% 0.000000% 0.000000% 0.~~028636~~031235% 30 Days 0.~~676183~~323232% 0.000000% 0.000000% 0.000000% 0.~~676183~~323232% 0.~~620101~~323978% 0.000000% 0.000000% 0.000000% 0.~~620101~~323978% 60 Days 0.~~187829~~323232% 0.000000% 0.000000% 0.000000% 0.~~187829~~323232% 0.~~271795~~397679% 0.000000% 0.000000% 0.000000% 0.~~271795~~397679% 90 Days 0.~~000000~~080808% 0.000000% 0.~~037566~~000000% 0.000000% 0.~~037566~~080808% 0.~~000000~~047910% 0.000000% 0.~~010876~~000000% 0.000000% 0.~~010876~~047910% 120 Days 0.~~000000~~121212% 0.000000% 0.~~037566~~080808% 0.000000% 0.~~037566~~202020% 0.~~000000~~210715% 0.000000% 0.~~009319~~022034% 0.000000% 0.~~009319~~232749% 150 Days 0.~~000000~~080808% 0.000000% 0.000000% 0.000000% 0.~~000000~~080808% 0.~~000000~~088124% 0.000000% 0.000000% 0.000000% 0.~~000000~~088124% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.~~864012~~929293% 0.~~037566~~040404% 0.~~075131~~080808% 0.000000% 01.~~976709~~050505% 01.~~891896~~068406% 0.~~028636~~031235% 0.~~020195~~022034% 0.000000% 01.~~940727~~121675%

Delinquency Status By Groups DELINQUENT BANKRUPTCY FORECLOSURE REO Total G1 30Y Jumbo A Arm 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 20 0 0 0 20 ~~1,068,878~~0.1200 0.00 0.00 0.00 ~~1,068,878~~0.1200 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 20 0 0 0 20 ~~1,068,878~~0.1200 0.00 0.00 0.00 ~~1,068,878~~0.1200 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.~~990099~~000000% 0.000000% 0.000000% 0.000000% 0.~~990099~~000000% 10.~~083941~~000000% 0.000000% 0.000000% 0.000000% 10.~~083941~~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.~~990099~~000000% 0.000000% 0.000000% 0.000000% 0.~~990099~~000000% 10.~~083941~~000000% 0.000000% 0.000000% 0.000000% 10.~~083941~~000000% DELINQUENT BANKRUPTCY FORECLOSURE REO Total G2 30Y Jumbo A Arm 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 10 0 0 0 10 ~~361,600~~0.00 0.00 0.00 0.00 ~~361,600~~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 10 0 0 0 10 ~~361,600~~0.00 0.00 0.00 0.00 ~~361,600~~0.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.~~241546~~000000% 0.000000% 0.000000% 0.000000% 0.~~241546~~000000% 0.~~175708~~000000% 0.000000% 0.000000% 0.000000% 0.~~175708~~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.~~241546~~000000% 0.000000% 0.000000% 0.000000% 0.~~241546~~000000% 0.~~175708~~000000% 0.000000% 0.000000% 0.000000% 0.~~175708~~000000% DELINQUENT BANKRUPTCY FORECLOSURE REO Total G3 30Y Jumbo A Arm 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 G4 30Y Jumbo A Arm 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 50 0 0 0 50 ~~1,134,418~~0.3300 0.00 0.00 0.00 ~~1,134,418~~0.3300 60 Days 01 0 0 0 01 0236,321.0057 0.00 0.00 0.00 0236,321.0057 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 01 0 0 0 01 0313,000.00 0.00 0.00 0.00 0313,000.00 150 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 52 0 0 0 52 1549,~~134,418~~321.3357 0.00 0.00 0.00 1549,~~134,418~~321.3357 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 10.~~633987~~000000% 0.000000% 0.000000% 0.000000% 10.~~633987~~000000% 10.~~898697~~000000% 0.000000% 0.000000% 0.000000% 10.~~898697~~000000% 60 Days 0.~~000000~~347222% 0.000000% 0.000000% 0.000000% 0.~~000000~~347222% 0.~~000000~~427319% 0.000000% 0.000000% 0.000000% 0.~~000000~~427319% 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~~347222% 0.000000% 0.000000% 0.000000% 0.~~000000~~347222% 0.~~000000~~565970% 0.000000% 0.000000% 0.000000% 0.~~000000~~565970% 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 10.~~633987~~694444% 0.000000% 0.000000% 0.000000% 10.~~633987~~694444% 10.~~898697~~993289% 0.000000% 0.000000% 0.000000% 10.~~898697~~993289% DELINQUENT BANKRUPTCY FORECLOSURE REO Total G5 30Y Jumbo A Arm 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 10 0 0 0 10 ~~274,014~~0.4800 0.00 0.00 0.00 ~~274,014~~0.4800 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 10 0 0 0 10 ~~274,014~~0.4800 0.00 0.00 0.00 ~~274,014~~0.4800 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.~~178571~~000000% 0.000000% 0.000000% 0.000000% 0.~~178571~~000000% 0.~~241366~~000000% 0.000000% 0.000000% 0.000000% 0.~~241366~~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.~~178571~~000000% 0.000000% 0.000000% 0.000000% 0.~~178571~~000000% 0.~~241366~~000000% 0.000000% 0.000000% 0.000000% 0.~~241366~~000000% DELINQUENT BANKRUPTCY FORECLOSURE REO Total G6 30Y AltA Arm 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 1 218,~~599~~139.7504 0.00 0.00 218,~~599~~139.7504 30 Days 98 0 0 0 98 12,~~894~~262,~~803~~582.0204 0.00 0.00 0.00 12,~~894~~262,~~803~~582.0204 60 Days 57 0 0 0 57 2,~~074~~540,~~827~~968.2058 0.00 0.00 0.00 2,~~074~~540,~~827~~968.2058 90 Days 2 0 0 1 0 12 334,592.24 0.00 0.00 ~~83,027.09~~ 0.00 83334,~~027~~592.0924 120 Days 02 0 12 0 14 01,158,583.0071 0.00 71153,~~138~~878.5064 0.00 711,~~138~~312,462.5035 150 Days 02 0 0 0 02 0615,436.0058 0.00 0.00 0.00 0615,436.0058 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 1421 1 2 0 1724 36,~~969~~912,~~630~~163.2215 218,~~599~~139.7504 ~~154~~153,~~165~~878.5964 0.00 47,~~342~~284,~~395~~180.5683 0-29 Days 0.~~096525~~104493% 0.000000% 0.000000% 0.~~096525~~104493% 0.~~088245~~097777% 0.000000% 0.000000% 0.~~088245~~097777% 30 Days 0.~~868726~~835946% 0.000000% 0.000000% 0.000000% 0.~~868726~~835946% 01.~~764901~~014162% 0.000000% 0.000000% 0.000000% 01.~~764901~~014162% 60 Days 0.~~482625~~731452% 0.000000% 0.000000% 0.000000% 0.~~482625~~731452% 01.~~837574~~138944% 0.000000% 0.000000% 0.000000% 01.~~837574~~138944% 90 Days 0.~~000000~~208986% 0.000000% 0.~~096525~~000000% 0.000000% 0.~~096525~~208986% 0.~~000000~~149975% 0.000000% 0.~~033517~~000000% 0.000000% 0.~~033517~~149975% 120 Days 0.~~000000~~208986% 0.000000% 0.~~096525~~208986% 0.000000% 0.~~096525~~417973% 0.~~000000~~519315% 0.000000% 0.~~028717~~068973% 0.000000% 0.~~028717~~588288% 150 Days 0.~~000000~~208986% 0.000000% 0.000000% 0.000000% 0.~~000000~~208986% 0.~~000000~~275859% 0.000000% 0.000000% 0.000000% 0.~~000000~~275859% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 12.~~351351~~194357% 0.~~096525~~104493% 0.~~193050~~208986% 0.000000% 12.~~640927~~507837% 13.~~602475~~098255% 0.~~088245~~097777% 0.~~062234~~068973% 0.000000% 13.~~752954~~265006%

OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 3647,~~545~~436.7812

CREDIT ENHANCEMENT Original $ Original % Current $ Current % Bankruptcy 178,343.00 0.02190800% 178,343.00 0.~~02337338~~02554934% Fraud 11,001,803.29 1.35148305% 11,001,803.29 1.~~44188082~~57611350% Special Hazard 5,795,080.00 0.71187897% 5,795,080.00 0.~~75949501~~83020061% Limit of Subordinate's Exposure to Certain Types of Losses

COLLATERAL STATEMENT Collateral Description Mixed ARM Weighted Average Gross Coupon 5.~~517440~~501786% Weighted Average Net Coupon 5.~~207717~~191495% Weighted Average Pass-Through Rate 5.~~117535~~096463% Weighted Average Maturity(Stepdown Calculation ) ~~355~~352 Beginning Scheduled Collateral Loan Count 2,~~723~~520 Number Of Loans Paid In Full 6145 Ending Scheduled Collateral Loan Count 2,~~662~~475 Beginning Scheduled Collateral Balance ~~787~~714,~~485~~027,~~071~~809.0019 Ending Scheduled Collateral Balance ~~763~~698,~~017~~033,~~518~~692.7945 Ending Actual Collateral Balance at 3031-~~Apr~~Jul-2004 ~~763~~698,~~378~~375,~~382~~570.4062 Monthly P &I Constant 43,~~086~~705,~~944~~437.4797 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 ~~763~~698,~~017~~033,~~518~~692.7945 Scheduled Principal ~~466~~428,~~193~~690.0314 Unscheduled Principal 2415,~~001~~565,~~359~~426.1860

Group 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.~~586217~~585203 54.~~005628~~998608 5.~~622566~~614893 Weighted Average Net Rate 4.~~294346~~292972 4.~~675741~~669308 5.~~260371~~253640 Weighted Average Maturity ~~354~~351 ~~355~~352 ~~355~~352 Beginning Loan Count ~~208~~189 ~~433~~389 ~~147~~139 Loans Paid In Full 64 198 32 Ending Loan Count ~~202~~185 ~~414~~381 ~~144~~137 Beginning Scheduled Balance ~~101~~91,~~583~~117,~~775~~436.8093 ~~215~~192,~~917~~353,~~800~~345.7627 3936,~~379~~659,~~852~~042.7547 Ending scheduled Balance 9889,~~557~~322,~~121~~110.7985 ~~205~~187,~~709~~558,~~904~~048.4143 3736,~~966~~131,~~990~~623.5731 Record Date 0407/3031/2004 0407/3031/2004 0407/3031/2004 Principal And Interest Constant ~~457~~414,~~210~~145.1668 1930,~~043,019~~466.5027 ~~205~~190,~~902~~407.5473 Scheduled Principal 6865,~~972~~985.4272 ~~142~~129,~~349~~217.2607 2118,~~389~~877.3724 Unscheduled Principal 21,~~957~~729,~~681~~340.5936 104,~~065~~666,~~547~~079.0977 1508,~~391,472~~541.8192 Scheduled Interest ~~388~~348,~~237~~159.7496 ~~900~~801,~~670~~249.2420 ~~184~~171,~~513~~530.1749 Servicing Fees 2422,~~707~~189.8547 5952,~~357~~784.1598 11,~~885~~035.9798 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 1,~~065~~024.9612 43,~~480~~893.0193 ~~555~~516.1705 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 ~~362~~324,~~463~~946.9337 ~~836~~744,~~833~~570.0829 ~~172~~159,~~072~~978.0346 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.~~281754~~279484 4.~~650843~~645016 5.~~243454~~236747

Group Level Collateral Statement Group G4 30Y Jumbo A Arm G5 30Y Jumbo A Arm G6 30Y AltA Arm Collateral Description Mixed ARM Mixed ARM Mixed ARM Weighted Average Coupon Rate 4.~~682631~~678892 5.~~230566~~229369 6.~~630749~~621992 Weighted Average Net Rate 4.~~344763~~339082 4.~~874450~~873763 6.~~366680~~357569 Weighted Average Maturity ~~355~~352 ~~355~~352 ~~355~~352 Beginning Loan Count ~~307~~293 ~~567~~536 ~~1,061~~974 Loans Paid In Full 15 79 2517 Ending Loan Count ~~306~~288 ~~560~~527 ~~1,036~~957 Beginning Scheduled Balance 5956,~~910~~493,~~937~~978.6001 ~~115~~108,~~495~~892,~~388~~413.3265 ~~255~~228,~~197~~511,~~315~~592.7786 Ending scheduled Balance 5955,~~734~~292,~~682~~498.5191 ~~113~~106,~~500~~788,~~120~~249.2380 ~~247~~222,~~548~~941,~~699~~161.2815 Record Date 0407/3031/2004 0407/3031/2004 0407/3031/2004 Principal And Interest Constant ~~250~~235,~~299~~393.1144 ~~538~~507,~~716~~793.3269 1,~~591~~427,~~796~~231.8416 Scheduled Principal 1615,~~515~~119.0810 3533,~~294~~261.4252 ~~181~~166,~~672~~229.4849 Unscheduled Principal ~~159~~1,~~740~~186,360.0100 12,~~959~~070,~~973~~902.6733 75,~~466~~404,~~944~~202.0122 Scheduled Interest ~~233~~220,~~784~~274.0334 ~~503~~474,~~421~~532.9017 1,~~410~~261,~~124~~001.3667 Servicing Fees 1615,~~868~~997.3365 3432,~~274~~268.7998 5650,~~157~~353.9415 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 1,~~524~~506.1470 2,~~500~~327.2237 4947,~~055~~278.0449 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 ~~215~~202,~~391~~769.5699 ~~466~~439,~~646~~935.8982 1,~~304~~163,~~911~~370.3803 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.~~314235~~307078 4.~~848473~~848115 6.~~136011~~109292

Group Level Collateral Statement Group Total Collateral Description Mixed ARM Weighted Average Coupon Rate 5.~~517440~~501786 Weighted Average Net Rate 5.~~207717~~191495 Weighted Average Maturity ~~355~~352.00 Record Date 0407/3031/2004 Principal And Interest Constant 43,~~086~~705,~~944~~437.4797 Beginning Loan Count 2,~~723~~520 Loans Paid In Full 6145 Ending Loan Count 2,~~662~~475 Beginning Scheduled Balance ~~787~~714,~~485~~027,~~071~~809.0019 Ending Scheduled Balance ~~763~~698,~~017~~033,~~518~~692.7945 Scheduled Principal ~~466~~428,~~193~~690.0314 Unscheduled Principal 2415,~~001~~565,~~359~~426.1860 Scheduled Interest 3,~~620~~276,~~751~~747.4483 Servicing Fee ~~203~~184,~~252~~630.0321 Master Servicing Fee 0.00 Trustee Fee 0.00 Fry Amount 0.00 Special Hazard Fee 0.00 Other Fee 5956,~~180~~546.5466 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 3,~~358~~035,~~318~~570.8796 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Percentage of Cumulative Losses 0.0000 Prepayment Penalties 0.00 Special Servicing Fee 0.00 Pass-Through Rate 5.~~117535~~096463

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

Miscellaneous Reporting Group G4 30Y Jumbo A Arm Substitution Adjustment Amount 0.00 Insurance Proceeds 0.00 Net Liquidation Proceeds 0.00 Repurchase Principal 0.00 ~~Subsequent~~Substitution ~~Losses~~Amount 0.00 Subsequent ~~Loss~~Losses ~~Recoveries~~ 0.00 ~~Substitution~~Subsequent ~~Amount~~Loss ~~0.00~~Recoveries ~~Substitution Adjustment Amount~~ 0.00 Group G5 30Y Jumbo A Arm ~~Insurance Proceeds 0.00 Net Liquidation Proceeds 0.00 Repurchase Principal 0.00 Subsequent Losses 0.00 Subsequent Loss Recoveries 0.00~~ Substitution ~~Amount 0.00 Substitution~~ Adjustment Amount 0.00 ~~Group G6 30Y AltA Arm~~ Insurance Proceeds 0.00 Net Liquidation Proceeds 0.00 Repurchase Principal 0.00 ~~Subsequent~~Substitution ~~Losses~~Amount 0.00 Subsequent ~~Loss~~Losses ~~Recoveries~~ 0.00 ~~Substitution~~Subsequent ~~Amount~~Loss Recoveries 0.00 ~~Substitution~~Group ~~Adjustment~~G6 ~~Amount~~30Y ~~0.00~~AltA Arm Excess Cash 1813,~~004,034~~858.1949 Grp 1 Excess Interest 1,~~693~~518.0662 Grp 2 Excess Interest 3,~~598~~205.6389 Extra Principal Distribution 0.00 Overcollateralized Amount 1,319,819.71 Overcollateralization Deficiency 0.00 Overcollateralization Increase 0.00 Overcollateralization Release 0.00 Target Overcollateralization 1,319,819.71 Rolling 3 month Delinquency Rate 1.~~31855%~~515 Trigger Event - 3 mo Delinq Rate > 5.25% NO Substitution Adjustment Amount 0.00 Insurance Proceeds 0.00 Net Liquidation Proceeds 0.00 Repurchase Principal 0.00 Substitution Amount 0.00 Subsequent Losses 0.00 Subsequent Loss Recoveries 0.00

Group

Filing Compare · CSFB MTG BACKED P/T CERTIFICATES SERIES 2004 AR2