8-K 1 csf04ar3_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-AR3 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-107055-23 54-2150427 Pooling and Servicing Agreement) (Commission 54-2150428 (State or other File Number) 54-2150429 jurisdiction 54-2150430 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-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 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-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: 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-AR3 Trust, relating to the September 27, 2004 distribution. EX-99.1

Credit Suisse First Boston Mortgage Securities Corp. Mortgage-Backed Pass-Through Certificates Record Date: 78/31/2004 Distribution Date: 89/2527/2004 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~~49686% 7977,~~930~~745,~~900~~780.0179 ~~232~~226,~~662~~555.7020 23,~~185~~398,~~119~~126.2268 AR 22541SEL8 RES 4.~~20823~~21046% 0.00 0.00 0.00 AR-L 22541SEM6 RES 4.~~20823~~21046% 0.00 0.00 0.00 2-A-1 22541SDS4 SEN 4.~~50587~~49927% ~~253~~248,~~590~~226,~~428~~667.7702 ~~952~~930,~~204~~699.2951 51,~~363~~473,~~761~~444.7540 3-A-1 22541SDT2 SEN 43.~~01553~~64197% 6563,~~043~~141,~~972~~578.5176 ~~217~~191,~~655~~632.1484 1,~~902~~369,~~393~~200.7540 3-A-2 22541SDU9 SEN 2.06000% 4846,~~305~~892,~~476~~647.9755 8280,~~924~~499.4004 1,~~412~~016,~~829~~848.4269 4-A-1 22541SDV7 SEN 4.~~30542~~30368% 64,~~571~~061,~~045~~875.2943 ~~231~~229,~~671~~751.0727 ~~509~~1,~~169~~841,859.8519 5-A-1 22541SDW5 SEN 4.~~82716~~82483% ~~187~~183,~~503~~819,~~799~~929.6446 ~~754~~739,~~259~~082.6368 32,~~683~~457,~~870~~823.1952 6-A-1 22541SDX3 SEN 1.~~82000~~98500% 8985,~~403~~701,~~000~~135.5591 ~~135~~155,~~594~~940.5536 32,~~701~~618,~~864~~473.6431 6-A-2 22541SDY1 SEN 1.~~82000~~98500% ~~168~~162,~~789~~169,~~987~~834.0200 ~~255~~295,~~998~~081.1553 6,~~620~~473,~~153~~915.0252 6-A-3 22541SDZ8 SEN 1.~~65000~~81500% 6157,~~216~~862,~~718~~254.7052 8496,~~172~~268.9933 3,~~354~~280,~~464~~364.1892 6-A-4 22541SEA2 SEN 12.~~93000~~09500% 24,310,000.00 3946,~~098~~685.5833 0.00 6-M-1 22541SEE4 MEZ 2.~~05000~~21500% 12,370,000.00 2125,~~132~~116.0825 0.00 6-M-2 22541SEF1 MEZ 2.~~80000~~96500% 6,180,000.00 1416,~~420~~796.0073 0.00 6-M-3 22541SEG9 MEZ 3.~~20000~~36500% 4,121,803.00 1012,~~991~~714.4704 0.00 I-X 22541SEB0 SEN 0.71300% 0.00 4746,~~492~~193.2895 0.00 II-X 22541SEC8 SEN 0.19900% 0.00 4241,~~053~~164.7526 0.00 III-X 22541SED6 SEN 1.~~95553~~58196% 0.00 7861,~~719~~818.1077 0.00 CB-1 22541SEH7 SUB 4.~~52994~~46756% 18,~~218~~209,~~063~~763.7961 6867,~~772~~794.3237 8,~~300~~176.1851 CB-2 22541SEJ3 SUB 4.~~52994~~46756% 9,~~313~~309,~~673~~429.1683 3534,~~158~~658.6771 4,~~243~~180.3310 CB-3 22541SEK0 SUB 4.~~52994~~46756% 4,~~861~~859,~~477~~262.8495 18,~~351~~090.8588 2,~~214~~181.90 CB-4 22541SDH8 SUB 4.~~52994~~46756% 4,~~453~~451,~~193~~164.5768 16,~~810~~571.5955 21,~~028~~998.8865 CB-5 22541SDJ4 SUB 4.~~52994~~46756% 3,~~238~~236,~~323~~847.2384 12,~~224~~050.5168 1,~~475~~453.3940 CB-6 22541SDK1 SUB 4.~~52994~~46756% 2,~~426~~425,~~542~~436.2268 9,~~160~~029.0882 1,~~105~~089.5406 6-X 22541SDL9 OC 0.00000% 2,061,409.02 1,~~320~~163,~~626~~322.4911 0.00 Totals 1,~~109~~081,~~909~~156,~~815~~821.2905 4,~~682~~517,~~154~~518.6921 2823,~~752~~949,~~994~~136.2425

Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses 1-A-1 0.00 7774,~~745~~347,~~780~~654.7911 23,~~417~~624,~~781~~681.9288 0.00 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~~246,~~226~~753,~~667~~222.0262 62,~~315~~404,~~966~~143.0491 0.00 3-A-1 0.00 6361,~~141~~772,~~578~~378.7636 21,~~120~~560,~~048~~833.8924 0.00 3-A-2 0.00 4645,~~892~~875,~~647~~798.5586 1,~~495~~097,~~753~~347.8273 0.00 4-A-1 0.00 6462,~~061~~220,~~875~~016.4324 ~~740~~2,~~840~~071,610.9246 0.00 5-A-1 0.00 ~~183~~181,~~819~~362,~~929~~105.4694 43,~~438~~196,~~129~~906.8220 0.00 6-A-1 0.00 8583,~~701~~082,~~135~~662.9160 32,~~837~~774,~~459~~413.1967 0.00 6-A-2 0.00 ~~162~~155,~~169~~695,~~834~~918.0048 6,~~876~~768,~~151~~997.1705 0.00 6-A-3 0.00 5754,~~862~~581,~~254~~889.5261 3,~~438~~376,~~637~~633.1725 0.00 6-A-4 0.00 24,310,000.00 3946,~~098~~685.5833 0.00 6-M-1 0.00 12,370,000.00 2125,~~132~~116.0825 0.00 6-M-2 0.00 6,180,000.00 1416,~~420~~796.0073 0.00 6-M-3 0.00 4,121,803.00 1012,~~991~~714.4704 0.00 I-X 0.00 0.00 4746,~~492~~193.2895 0.00 II-X 0.00 0.00 4241,~~053~~164.7526 0.00 III-X 0.00 0.00 7861,~~719~~818.1077 0.00 CB-1 0.00 18,~~209~~201,~~763~~587.6110 7775,~~072~~970.5088 0.00 CB-2 0.00 9,~~309~~305,~~429~~249.8374 3938,~~402~~838.0081 0.00 CB-3 0.00 4,~~859~~857,~~262~~081.9505 20,~~566~~272.7578 0.00 CB-4 0.00 4,~~451~~449,~~164~~166.6803 18,~~839~~570.4720 0.00 CB-5 0.00 3,~~236~~235,~~847~~394.8444 13,~~699~~504.9008 0.00 CB-6 0.00 2,~~425~~424,~~436~~347.6862 10,~~265~~118.6288 0.00 6-X 0.00 2,061,409.02 1,~~320~~163,~~626~~322.4911 0.00 Totals 0.00 1,~~081~~057,~~156~~207,~~821~~684.0582 3328,~~435~~466,~~148~~654.9346 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) 1-A-1 94,376,000.00 7977,~~930~~745,~~900~~780.0179 6058,~~360~~563.9701 23,~~124~~339,~~758~~563.2567 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~~248,~~590~~226,~~428~~667.7702 114,~~972~~280.7466 51,~~248~~359,~~789~~163.0174 0.00 0.00 3-A-1 70,288,000.00 6563,~~043~~141,~~972~~578.5176 85,~~356~~469.7206 1,~~894~~363,~~037~~731.0434 0.00 0.00 3-A-2 52,200,000.00 4846,~~305~~892,~~476~~647.9755 64,~~206~~061.1965 1,~~406~~012,~~623~~787.2204 0.00 0.00 4-A-1 68,175,000.00 64,~~571~~061,~~045~~875.2943 3533,~~331~~910.0389 ~~473~~1,~~838~~807,948.8230 0.00 0.00 5-A-1 199,256,000.00 ~~187~~183,~~503~~819,~~799~~929.6446 9189,~~341~~085.3676 32,~~592~~368,~~528~~737.8376 0.00 0.00 6-A-1 100,850,000.00 8985,~~403~~701,~~000~~135.5591 0.00 32,~~701~~618,~~864~~473.6431 0.00 0.00 6-A-2 191,650,000.00 ~~168~~162,~~789~~169,~~987~~834.0200 0.00 6,~~620~~473,~~153~~915.0252 0.00 0.00 6-A-3 72,800,000.00 6157,~~216~~862,~~718~~254.7052 0.00 3,~~354~~280,~~464~~364.1892 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~~209,~~063~~763.7961 8,~~300~~176.1851 0.00 0.00 0.00 CB-2 9,330,000.00 9,~~313~~309,~~673~~429.1683 4,~~243~~180.3310 0.00 0.00 0.00 CB-3 4,870,000.00 4,~~861~~859,~~477~~262.8495 2,~~214~~181.90 0.00 0.00 0.00 CB-4 4,461,000.00 4,~~453~~451,~~193~~164.5768 21,~~028~~998.8865 0.00 0.00 0.00 CB-5 3,244,000.00 3,~~238~~236,~~323~~847.2384 1,~~475~~453.3940 0.00 0.00 0.00 CB-6 2,430,795.94 2,~~426~~425,~~542~~436.2268 1,~~105~~089.5406 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~~081,~~909~~156,~~815~~821.2905 ~~335~~324,~~937~~450.2365 2823,~~417~~624,~~057~~685.0160 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 1-A-1 23,~~185~~398,~~119~~126.2268 7774,~~745~~347,~~780~~654.7911 0.~~82378762~~78778137 23,~~185~~398,~~119~~126.2268 AR 0.00 0.00 0.00000000 0.00 AR-L 0.00 0.00 0.00000000 0.00 2-A-1 51,~~363~~473,~~761~~444.7540 ~~248~~246,~~226~~753,~~667~~222.0262 0.~~87345321~~86826849 51,~~363~~473,~~761~~444.7540 3-A-1 1,~~902~~369,~~393~~200.7540 6361,~~141~~772,~~578~~378.7636 0.~~89832658~~87884672 1,~~902~~369,~~393~~200.7540 3-A-2 1,~~412~~016,~~829~~848.4269 4645,~~892~~875,~~647~~798.5586 0.~~89832658~~87884672 1,~~412~~016,~~829~~848.4269 4-A-1 ~~509~~1,~~169~~841,859.8519 6462,~~061~~220,~~875~~016.4324 0.~~93966814~~91265150 ~~509~~1,~~169~~841,859.8519 5-A-1 32,~~683~~457,~~870~~823.1952 ~~183~~181,~~819~~362,~~929~~105.4694 0.~~92253146~~91019646 32,~~683~~457,~~870~~823.1952 6-A-1 32,~~701~~618,~~864~~473.6431 8583,~~701~~082,~~135~~662.9160 0.~~84978816~~82382412 32,~~701~~618,~~864~~473.6431 6-A-2 6,~~620~~473,~~153~~915.0252 ~~162~~155,~~169~~695,~~834~~918.0048 0.~~84617706~~81239717 6,~~620~~473,~~153~~915.0252 6-A-3 3,~~354~~280,~~464~~364.1892 5754,~~862~~581,~~254~~889.5261 0.~~79481119~~74975123 3,~~354~~280,~~464~~364.1892 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~~176.1851 18,~~209~~201,~~763~~587.6110 0.~~99779527~~99734724 8,~~300~~176.1851 CB-2 4,~~243~~180.3310 9,~~309~~305,~~429~~249.8374 0.~~99779527~~99734724 4,~~243~~180.3310 CB-3 2,~~214~~181.90 4,~~859~~857,~~262~~081.9505 0.~~99779527~~99734724 2,~~214~~181.90 CB-4 21,~~028~~998.8865 4,~~451~~449,~~164~~166.6803 0.~~99779527~~99734724 21,~~028~~998.8865 CB-5 1,~~475~~453.3940 3,~~236~~235,~~847~~394.8444 0.~~99779527~~99734724 1,~~475~~453.3940 CB-6 1,~~105~~089.5406 2,~~425~~424,~~436~~347.6862 0.~~99779527~~99734724 1,~~105~~089.5406 6-X 0.00 2,061,409.02 0.00000000 0.00 Totals 2823,~~752~~949,~~994~~136.2425 1,~~081~~057,~~156~~207,~~821~~684.0582 0.~~88376543~~86418879 2823,~~752~~949,~~994~~136.2425

Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion 1-A-1 94,376,000.00 ~~846~~823.~~94095967~~78762387 0.~~63957966~~62052863 2235.~~51375615~~38573016 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~~873.~~32706559~~45320743 0.~~40456293~~40212766 184.~~46929523~~78258820 0.00000000 3-A-1 70,288,000.00 ~~925~~898.~~39227905~~32658149 0.~~11889256~~07780930 2619.~~94680514~~40205071 0.00000000 3-A-2 52,200,000.00 ~~925~~898.~~39227912~~32658142 0.~~11889253~~07780939 2619.~~94680498~~40205057 0.00000000 4-A-1 68,175,000.00 ~~947~~939.~~13671126~~66813979 0.~~51824026~~49740946 626.~~95033106~~51922699 0.00000000 5-A-1 199,256,000.00 ~~941~~922.~~01959108~~53146435 0.~~45841209~~44709198 1811.~~02971469~~88791183 0.00000000 6-A-1 100,850,000.00 ~~886~~849.~~49479970~~78815974 0.00000000 3625.~~70663996~~96403877 0.00000000 6-A-2 191,650,000.00 ~~880~~846.~~71999489~~17706235 0.00000000 3433.~~54293253~~77988792 0.00000000 6-A-3 72,800,000.00 ~~840~~794.~~88899313~~81118846 0.00000000 4645.~~07780467~~05995769 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~~997.~~25007068~~79526630 0.~~45480438~~44802795 0.00000000 0.00000000 CB-2 9,330,000.00 ~~998~~997.~~25007074~~79526581 0.~~45480493~~44802787 0.00000000 0.00000000 CB-3 4,870,000.00 ~~998~~997.~~25006982~~79526694 0.~~45480493~~44802875 0.00000000 0.00000000 CB-4 4,461,000.00 ~~998~~997.~~25007173~~79526564 0.~~45480386~~44802735 0.00000000 0.00000000 CB-5 3,244,000.00 ~~998~~997.~~25007090~~79526510 0.~~45480580~~44802713 0.00000000 0.00000000 CB-6 2,430,795.94 ~~998~~997.~~25007113~~79526536 0.~~45480576~~44802609 0.00000000 0.00000000 6-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 (2) All Classes are 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 1-A-1 0.00000000 2336.~~15333581~~00625879 ~~823~~787.~~78762387~~78136507 0.~~82378762~~78778137 2336.~~15333581~~00625879 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 185.~~87385816~~18471586 ~~873~~868.~~45320743~~26849157 0.~~87345321~~86826849 185.~~87385816~~18471586 3-A-1 0.00000000 2719.~~06569756~~47986000 ~~898~~878.~~32658149~~84672149 0.~~89832658~~87884672 2719.~~06569756~~47986000 3-A-2 0.00000000 2719.~~06569770~~47985996 ~~898~~878.~~32658142~~84672146 0.~~89832658~~87884672 2719.~~06569770~~47985996 4-A-1 0.00000000 727.~~46857132~~01663645 ~~939~~912.~~66813979~~65150334 0.~~93966814~~91265150 727.~~46857132~~01663645 5-A-1 0.00000000 1812.~~48812678~~33500381 ~~922~~910.~~53146435~~19646053 0.~~92253146~~91019646 1812.~~48812678~~33500381 6-A-1 0.00000000 3625.~~70663996~~96403877 ~~849~~823.~~78815974~~82412097 0.~~84978816~~82382412 3625.~~70663996~~96403877 6-A-2 0.00000000 3433.~~54293253~~77988792 ~~846~~812.~~17706235~~39717443 0.~~84617706~~81239717 3433.~~54293253~~77988792 6-A-3 0.00000000 4645.~~07780467~~05995769 ~~794~~749.~~81118846~~75123091 0.~~79481119~~74975123 4645.~~07780467~~05995769 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~~44802795 997.~~79526630~~34723836 0.~~99779527~~99734724 0.~~45480438~~44802795 CB-2 0.00000000 0.~~45480493~~44802787 997.~~79526581~~34723901 0.~~99779527~~99734724 0.~~45480493~~44802787 CB-3 0.00000000 0.~~45480493~~44802875 997.~~79526694~~34723819 0.~~99779527~~99734724 0.~~45480493~~44802875 CB-4 0.00000000 0.~~45480386~~44802735 997.~~79526564~~34723829 0.~~99779527~~99734724 0.~~45480386~~44802735 CB-5 0.00000000 0.~~45480580~~44802713 997.~~79526510~~34723798 0.~~99779527~~99734724 0.~~45480580~~44802713 CB-6 0.00000000 0.~~45480576~~44802609 997.~~79526536~~34723928 0.~~99779527~~99734724 0.~~45480576~~44802609 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.

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 1-A-1 94,376,000.00 3.~~49296~~49686% 7977,~~930~~745,~~900~~780.0179 ~~232~~226,~~662~~555.7020 0.00 0.00 AR 50.00 4.~~20823~~21046% 0.00 0.00 0.00 0.00 AR-L 50.00 4.~~20823~~21046% 0.00 0.00 0.00 0.00 2-A-1 284,190,000.00 4.~~50587~~49927% ~~253~~248,~~590~~226,~~428~~667.7702 ~~952~~930,~~204~~699.2951 0.00 0.00 3-A-1 70,288,000.00 43.~~01553~~64197% 6563,~~043~~141,~~972~~578.5176 ~~217~~191,~~655~~632.1484 0.00 0.00 3-A-2 52,200,000.00 2.06000% 4846,~~305~~892,~~476~~647.9755 8280,~~924~~499.4004 0.00 0.00 4-A-1 68,175,000.00 4.~~30542~~30368% 64,~~571~~061,~~045~~875.2943 ~~231~~229,~~671~~751.0727 0.00 0.00 5-A-1 199,256,000.00 4.~~82716~~82483% ~~187~~183,~~503~~819,~~799~~929.6446 ~~754~~739,~~259~~082.6368 0.00 0.00 6-A-1 100,850,000.00 1.~~82000~~98500% 8985,~~403~~701,~~000~~135.5591 ~~135~~155,~~594~~940.5536 0.00 0.00 6-A-2 191,650,000.00 1.~~82000~~98500% ~~168~~162,~~789~~169,~~987~~834.0200 ~~255~~295,~~998~~081.1553 0.00 0.00 6-A-3 72,800,000.00 1.~~65000~~81500% 6157,~~216~~862,~~718~~254.7052 8496,~~172~~268.9933 0.00 0.00 6-A-4 24,310,000.00 12.~~93000~~09500% 24,310,000.00 3946,~~098~~685.5833 0.00 0.00 6-M-1 12,370,000.00 2.~~05000~~21500% 12,370,000.00 2125,~~132~~116.0825 0.00 0.00 6-M-2 6,180,000.00 2.~~80000~~96500% 6,180,000.00 1416,~~420~~796.0073 0.00 0.00 6-M-3 4,121,803.00 3.~~20000~~36500% 4,121,803.00 1012,~~991~~714.4704 0.00 0.00 I-X 0.00 0.71300% 7977,~~930~~745,~~900~~780.0179 4746,~~492~~193.2895 0.00 0.00 II-X 0.00 0.19900% ~~253~~248,~~590~~226,~~428~~667.7702 4241,~~053~~164.7526 0.00 0.00 III-X 0.00 1.~~95553~~58196% 4846,~~305~~892,~~476~~647.9755 7861,~~719~~818.1076 0.00 0.00 CB-1 18,250,000.00 4.~~52994~~46756% 18,~~218~~209,~~063~~763.7961 6867,~~772~~794.3237 0.00 0.00 CB-2 9,330,000.00 4.~~52994~~46756% 9,~~313~~309,~~673~~429.1683 3534,~~158~~658.6771 0.00 0.00 CB-3 4,870,000.00 4.~~52994~~46756% 4,~~861~~859,~~477~~262.8495 18,~~351~~090.8588 0.00 0.00 CB-4 4,461,000.00 4.~~52994~~46756% 4,~~453~~451,~~193~~164.5768 16,~~810~~571.5955 0.00 0.00 CB-5 3,244,000.00 4.~~52994~~46756% 3,~~238~~236,~~323~~847.2384 12,~~224~~050.5168 0.00 0.00 CB-6 2,430,795.94 4.~~52994~~46756% 2,~~426~~425,~~542~~436.2268 9,~~160~~029.0882 0.00 0.00 6-X 0.00 0.00000% ~~368~~354,~~452~~776,~~918~~436.2945 0.00 0.00 0.00 Totals 1,223,352,698.94 3,~~361~~354,~~528~~196.2009 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 1-A-1 0.00 0.00 ~~232~~226,~~662~~555.7020 0.00 7774,~~745~~347,~~780~~654.7911 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~~930,~~204~~699.2951 0.00 ~~248~~246,~~226~~753,~~667~~222.0262 3-A-1 0.00 0.00 ~~217~~191,~~655~~632.1484 0.00 6361,~~141~~772,~~578~~378.7636 3-A-2 0.00 0.00 8280,~~924~~499.4004 0.00 4645,~~892~~875,~~647~~798.5586 4-A-1 0.00 0.00 ~~231~~229,~~671~~751.0727 0.00 6462,~~061~~220,~~875~~016.4324 5-A-1 0.00 0.00 ~~754~~739,~~259~~082.6368 0.00 ~~183~~181,~~819~~362,~~929~~105.4694 6-A-1 0.00 0.00 ~~135~~155,~~594~~940.5536 0.00 8583,~~701~~082,~~135~~662.9160 6-A-2 0.00 0.00 ~~255~~295,~~998~~081.1553 0.00 ~~162~~155,~~169~~695,~~834~~918.0048 6-A-3 0.00 0.00 8496,~~172~~268.9933 0.00 5754,~~862~~581,~~254~~889.5261 6-A-4 0.00 0.00 3946,~~098~~685.5833 0.00 24,310,000.00 6-M-1 0.00 0.00 2125,~~132~~116.0825 0.00 12,370,000.00 6-M-2 0.00 0.00 1416,~~420~~796.0073 0.00 6,180,000.00 6-M-3 0.00 0.00 1012,~~991~~714.4704 0.00 4,121,803.00 I-X 0.00 0.00 4746,~~492~~193.2895 0.00 7774,~~745~~347,~~780~~654.7911 II-X 0.00 0.00 4241,~~053~~164.7526 0.00 ~~248~~246,~~226~~753,~~667~~222.0262 III-X 0.00 0.00 7861,~~719~~818.1077 0.00 4645,~~892~~875,~~647~~798.5586 CB-1 0.00 0.00 6867,~~772~~794.3237 0.00 18,~~209~~201,~~763~~587.6110 CB-2 0.00 0.00 3534,~~158~~658.6771 0.00 9,~~309~~305,~~429~~249.8374 CB-3 0.00 0.00 18,~~351~~090.8588 0.00 4,~~859~~857,~~262~~081.9505 CB-4 0.00 0.00 16,~~810~~571.5955 0.00 4,~~451~~449,~~164~~166.6803 CB-5 0.00 0.00 12,~~224~~050.5168 0.00 3,~~236~~235,~~847~~394.8444 CB-6 0.00 0.00 9,~~160~~029.0882 0.00 2,~~425~~424,~~436~~347.6862 6-X 0.00 0.00 1,~~320~~163,~~626~~322.4911 0.00 ~~354~~342,~~776~~403,~~436~~682.4570 Totals 0.00 0.00 4,~~682~~517,~~154~~518.6921 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 1-A-1 94,376,000.00 3.~~49296~~49686% ~~846~~823.~~94095967~~78762387 2.~~46527401~~40055946 0.00000000 0.00000000 AR 50.00 4.~~20823~~21046% 0.00000000 0.00000000 0.00000000 0.00000000 AR-L 50.00 4.~~20823~~21046% 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 284,190,000.00 4.~~50587~~49927% ~~892~~873.~~32706559~~45320743 3.~~35059041~~27491998 0.00000000 0.00000000 3-A-1 70,288,000.00 43.~~01553~~64197% ~~925~~898.~~39227905~~32658149 32.~~09661877~~72639483 0.00000000 0.00000000 3-A-2 52,200,000.00 2.06000% ~~925~~898.~~39227912~~32658142 1.~~58859004~~54212720 0.00000000 0.00000000 4-A-1 68,175,000.00 4.~~30542~~30368% ~~947~~939.~~13671126~~66813979 3.~~39818218~~37002230 0.00000000 0.00000000 5-A-1 199,256,000.00 4.~~82716~~82483% ~~941~~922.~~01959108~~53146435 3.~~78537976~~70921167 0.00000000 0.00000000 6-A-1 100,850,000.00 1.~~82000~~98500% ~~886~~849.~~49479970~~78815974 1.~~34451710~~54626039 0.00000000 0.00000000 6-A-2 191,650,000.00 1.~~82000~~98500% ~~880~~846.~~71999489~~17706235 1.~~33575867~~53968969 0.00000000 0.00000000 6-A-3 72,800,000.00 1.~~65000~~81500% ~~840~~794.~~88899313~~81118846 1.~~15622239~~32236717 0.00000000 0.00000000 6-A-4 24,310,000.00 12.~~93000~~09500% 1000.00000000 1.~~60833320~~92041670 0.00000000 0.00000000 6-M-1 12,370,000.00 2.~~05000~~21500% 1000.00000000 12.~~70833306~~03041633 0.00000000 0.00000000 6-M-2 6,180,000.00 2.~~80000~~96500% 1000.00000000 2.~~33333333~~71791748 0.00000000 0.00000000 6-M-3 4,121,803.00 3.~~20000~~36500% 1000.00000000 23.~~66666553~~08458216 0.00000000 0.00000000 I-X 0.00 0.71300% ~~846~~823.~~94095967~~78762387 0.~~50322412~~48946713 0.00000000 0.00000000 II-X 0.00 0.19900% ~~892~~873.~~32706559~~45320743 0.~~14797759~~14484767 0.00000000 0.00000000 III-X 0.00 1.~~95553~~58196% ~~925~~898.~~39227912~~32658142 1.~~50802874~~18426743 0.00000000 0.00000000 CB-1 18,250,000.00 4.~~52994~~46756% ~~998~~997.~~25007068~~79526630 3.~~76834630~~71476000 0.00000000 0.00000000 CB-2 9,330,000.00 4.~~52994~~46756% ~~998~~997.~~25007074~~79526581 3.~~76834620~~71475991 0.00000000 0.00000000 CB-3 4,870,000.00 4.~~52994~~46756% ~~998~~997.~~25006982~~79526694 3.~~76834702~~71475975 0.00000000 0.00000000 CB-4 4,461,000.00 4.~~52994~~46756% ~~998~~997.~~25007173~~79526564 3.~~76834566~~71476126 0.00000000 0.00000000 CB-5 3,244,000.00 4.~~52994~~46756% ~~998~~997.~~25007090~~79526510 3.~~76834464~~71475956 0.00000000 0.00000000 CB-6 2,430,795.94 4.~~52994~~46756% ~~998~~997.~~25007113~~79526536 3.~~76834594~~71475855 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.

Interest Distribution Factors Statement (continued) Remaining Ending Non-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~~40055946 0.00000000 ~~823~~787.~~78762387~~78136507 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~~27491998 0.00000000 ~~873~~868.~~45320743~~26849157 3-A-1 0.00000000 0.00000000 32.~~09661877~~72639483 0.00000000 ~~898~~878.~~32658149~~84672149 3-A-2 0.00000000 0.00000000 1.~~58859004~~54212720 0.00000000 ~~898~~878.~~32658142~~84672146 4-A-1 0.00000000 0.00000000 3.~~39818218~~37002230 0.00000000 ~~939~~912.~~66813979~~65150334 5-A-1 0.00000000 0.00000000 3.~~78537976~~70921167 0.00000000 ~~922~~910.~~53146435~~19646053 6-A-1 0.00000000 0.00000000 1.~~34451710~~54626039 0.00000000 ~~849~~823.~~78815974~~82412097 6-A-2 0.00000000 0.00000000 1.~~33575867~~53968969 0.00000000 ~~846~~812.~~17706235~~39717443 6-A-3 0.00000000 0.00000000 1.~~15622239~~32236717 0.00000000 ~~794~~749.~~81118846~~75123091 6-A-4 0.00000000 0.00000000 1.~~60833320~~92041670 0.00000000 1000.00000000 6-M-1 0.00000000 0.00000000 12.~~70833306~~03041633 0.00000000 1000.00000000 6-M-2 0.00000000 0.00000000 2.~~33333333~~71791748 0.00000000 1000.00000000 6-M-3 0.00000000 0.00000000 23.~~66666553~~08458216 0.00000000 1000.00000000 I-X 0.00000000 0.00000000 0.~~50322412~~48946713 0.00000000 ~~823~~787.~~78762387~~78136507 II-X 0.00000000 0.00000000 0.~~14797759~~14484767 0.00000000 ~~873~~868.~~45320743~~26849157 III-X 0.00000000 0.00000000 1.~~50802874~~18426762 0.00000000 ~~898~~878.~~32658142~~84672146 CB-1 0.00000000 0.00000000 3.~~76834630~~71476000 0.00000000 997.~~79526630~~34723836 CB-2 0.00000000 0.00000000 3.~~76834620~~71475991 0.00000000 997.~~79526581~~34723901 CB-3 0.00000000 0.00000000 3.~~76834702~~71475975 0.00000000 997.~~79526694~~34723819 CB-4 0.00000000 0.00000000 3.~~76834566~~71476126 0.00000000 997.~~79526564~~34723829 CB-5 0.00000000 0.00000000 3.~~76834464~~71475956 0.00000000 997.~~79526510~~34723798 CB-6 0.00000000 0.00000000 3.~~76834594~~71475855 0.00000000 997.~~79526536~~34723928 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.

CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 3328,~~732~~487,~~013~~578.6000 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 6057,~~087~~684.5579 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 3328,~~792~~545,~~101~~262.1579 Withdrawals Reimbursement for Servicer Advances 3660,~~779~~087.7655 Payment of Service Fee ~~320~~18,~~172~~520.4671 Payment of Interest and Principal 3328,~~435~~466,~~148~~654.9353 Total Withdrawals (Pool Distribution Amount) 3328,~~792~~545,~~101~~262.1579 Ending Balance 0.00

SERVICING FEES Gross Servicing Fee ~~301,276~~0.4700 External Master Servicing Fee 13,~~640~~453.0023 PMI Fee 5,~~255~~067.9948 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee ~~320~~18,~~172~~520.4671

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 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 1913 0 0 0 1913 42,~~885~~486,~~444~~032.6479 0.00 0.00 0.00 42,~~885~~486,~~444~~032.6479 60 Days 10 0 0 0 10 23,~~378~~057,~~318~~115.9152 0.00 0.00 0.00 23,~~378~~057,~~318~~115.9152 90 Days 108 0 0 0 108 21,~~776~~729,~~392~~945.5834 0.00 0.00 0.00 21,~~776~~729,~~392~~945.5834 120 Days 09 0 01 0 010 02,396,505.0031 0.00 0379,887.0027 0.00 02,776,392.0058 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 3940 0 01 0 3941 109,~~040~~669,~~156~~598.1396 0.00 0379,887.0027 0.00 10,~~040~~049,~~156~~486.1323 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% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.~~473108~~330957% 0.000000% 0.000000% 0.000000% 0.~~473108~~330957% 0.~~451672~~235046% 0.000000% 0.000000% 0.000000% 0.~~451672~~235046% 60 Days 0.~~249004~~254582% 0.000000% 0.000000% 0.000000% 0.~~249004~~254582% 0.~~219882~~289040% 0.000000% 0.000000% 0.000000% 0.~~219882~~289040% 90 Days 0.~~249004~~203666% 0.000000% 0.000000% 0.000000% 0.~~249004~~203666% 0.~~256685~~163561% 0.000000% 0.000000% 0.000000% 0.~~256685~~163561% 120 Days 0.~~000000~~229124% 0.000000% 0.~~000000~~025458% 0.000000% 0.~~000000~~254582% 0.~~000000~~226582% 0.000000% 0.~~000000~~035917% 0.000000% 0.~~000000~~262499% 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 01.~~971116~~018330% 0.000000% 0.~~000000~~025458% 0.000000% 01.~~971116~~043788% 0.~~928238~~914229% 0.000000% 0.~~000000~~035917% 0.000000% 0.~~928238~~950146%

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 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 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 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 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 1 0 0 0 1 379,887.27 0.00 0.00 0.00 379,887.27 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 1 0 0 0 1 379,887.27 0.00 0.00 0.00 379,887.27 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 0.235294% 0.000000% 0.000000% 0.000000% 0.235294% 0.325154% 0.000000% 0.000000% 0.000000% 0.325154% 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 0.235294% 0.000000% 0.000000% 0.000000% 0.235294% 0.325154% 0.000000% 0.000000% 0.000000% 0.325154% 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 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 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 1 0 0 0 1 333,700.00 0.00 0.00 0.00 333,700.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 1 0 0 0 1 333,700.00 0.00 0.00 0.00 333,700.00 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 0.102249% 0.000000% 0.000000% 0.000000% 0.102249% 0.171217% 0.000000% 0.000000% 0.000000% 0.171217% 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 0.102249% 0.000000% 0.000000% 0.000000% 0.102249% 0.171217% 0.000000% 0.000000% 0.000000% 0.171217% DELINQUENT BANKRUPTCY FORECLOSURE REO Total G6-A 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 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 4 0 0 0 4 638,004.70 0.00 0.00 0.00 638,004.70 60 Days 4 0 0 0 4 532,718.03 0.00 0.00 0.00 532,718.03 90 Days 1 0 0 0 1 277,336.16 0.00 0.00 0.00 277,336.16 120 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 9 0 0 0 9 1,448,058.89 0.00 0.00 0.00 1,448,058.89 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.785855% 0.000000% 0.000000% 0.000000% 0.785855% 0.691491% 0.000000% 0.000000% 0.000000% 0.691491% 60 Days 0.785855% 0.000000% 0.000000% 0.000000% 0.785855% 0.577378% 0.000000% 0.000000% 0.000000% 0.577378% 90 Days 0.196464% 0.000000% 0.000000% 0.000000% 0.196464% 0.300586% 0.000000% 0.000000% 0.000000% 0.300586% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 1.768173% 0.000000% 0.000000% 0.000000% 1.768173% 1.569456% 0.000000% 0.000000% 0.000000% 1.569456% DELINQUENT BANKRUPTCY FORECLOSURE REO Total G6-B 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 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 15 0 0 0 15 4,247,439.94 0.00 0.00 0.00 4,247,439.94 60 Days 5 0 0 0 5 1,511,900.88 0.00 0.00 0.00 1,511,900.88 90 Days 8 0 0 0 8 2,119,169.15 0.00 0.00 0.00 2,119,169.15 120 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 28 0 0 0 28 7,878,509.97 0.00 0.00 0.00 7,878,509.97 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.420455% 0.000000% 0.000000% 0.000000% 1.420455% 1.616604% 0.000000% 0.000000% 0.000000% 1.616604% 60 Days 0.473485% 0.000000% 0.000000% 0.000000% 0.473485% 0.575440% 0.000000% 0.000000% 0.000000% 0.575440% 90 Days 0.757576% 0.000000% 0.000000% 0.000000% 0.757576% 0.806570% 0.000000% 0.000000% 0.000000% 0.806570% 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 2.651515% 0.000000% 0.000000% 0.000000% 2.651515% 2.998613% 0.000000% 0.000000% 0.000000% 2.998613%

~~OTHER~~DELINQUENT ~~INFORMATION~~BANKRUPTCY ~~Current~~FORECLOSURE ~~Period~~REO ~~Class~~Total G2 30Y Jumbo A ~~Insufficient~~Arm ~~Funds~~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 ~~Principal~~0.00 ~~Balance~~0.00 of0.00 ~~Contaminated~~30 ~~Properties~~Days 0 0 0 0 0 0.00 ~~Periodic~~0.00 ~~Advance~~0.00 0.00 0.00 60~~,087~~ Days 0 0 0 0 0 0.5500 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%

~~CREDIT~~DELINQUENT ~~ENHANCEMENT~~BANKRUPTCY ~~Original~~FORECLOSURE $REO ~~Original~~Total %G3 ~~Current~~30Y $Jumbo ~~Current~~A %Arm ~~Bankruptcy~~No ~~285~~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 1 171,~~434~~149.7577 0.~~02333217%~~00 ~~285~~0.00 0.00 171,~~434~~149.7577 60 Days 0 0 0 0 0 0.~~02640086%~~00 ~~Fraud~~0.00 160.00 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 1 0 1 0.00 0.00 379,~~221~~887.27 0.00 379,~~417~~887.9227 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 1 0 2 171,149.~~32598047%~~77 160.00 379,~~221~~887.27 0.00 551,~~417~~037.9204 10-29 Days 0.~~50037604~~000000% ~~Special~~0.000000% ~~Hazard~~0.000000% ~~8,110,708~~0.96000000% 0.~~66299024~~000000% ~~8,110,708~~0.96000000% 0.~~75018802~~000000% ~~Limit~~0.000000% of30 ~~Subordinate's~~Days ~~Exposure~~0.240385% to0.000000% ~~Certain~~0.000000% ~~Types~~0.000000% of0.240385% ~~Losses~~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% 0.240385% 0.000000% 0.240385% 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 0.240385% 0.000000% 0.240385% 0.000000% 0.480769% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%

~~COLLATERAL~~DELINQUENT ~~STATEMENT~~BANKRUPTCY ~~Collateral~~FORECLOSURE ~~Description~~REO ~~Mixed~~Total ~~ARM~~G4 ~~Weighted~~30Y ~~Average~~Jumbo ~~Gross~~A ~~Coupon~~Arm ~~5.408361%~~No ~~Weighted~~of ~~Average~~Loans ~~Net~~No ~~Coupon~~of ~~5.082630%~~Loans ~~Weighted~~No ~~Average~~of ~~Pass-Through~~Loans ~~Rate~~No ~~5.062200%~~of ~~Weighted~~Loans ~~Average~~No ~~Maturity(Stepdown~~of ~~Calculation~~Loans )Principal ~~353~~Balance ~~Beginning~~Principal ~~Scheduled~~Balance ~~Collateral~~Principal ~~Loan~~Balance ~~Count~~Principal ~~4,112~~Balance ~~Number~~Principal OfBalance ~~Loans~~0-29 ~~Paid~~Days In0 ~~Full~~0 960 ~~Ending~~0 ~~Scheduled~~0.00 ~~Collateral~~0.00 ~~Loan~~0.00 ~~Count~~0.00 ~~4,016~~30 ~~Beginning~~Days ~~Scheduled~~3 ~~Collateral~~0 ~~Balance~~0 10 3 384,~~109,909,815~~585.2959 ~~Ending~~0.00 ~~Scheduled~~0.00 ~~Collateral~~0.00 ~~Balance 1~~384,~~081,156,821~~585.0659 ~~Ending~~60 ~~Actual~~Days ~~Collateral~~0 ~~Balance~~0 at0 ~~31-Jul-2004~~0 ~~1,081,635,859~~0 0.5800 ~~Monthly~~0.00 P0.00 &I0.00 ~~Constant~~0.00 ~~5,592,505~~90 Days 0 0 0 0 0 0.1000 ~~Special~~0.00 ~~Servicing~~0.00 ~~Fee~~0.00 0.00 ~~Prepayment~~120 ~~Penalties~~Days 0 0 0 0 0 0.00 ~~Realized~~0.00 ~~Loss~~0.00 ~~Amount~~0.00 0.00 ~~Cumulative~~150 ~~Realized~~Days ~~Loss~~0 0 0 0 0 0.00 ~~Ending~~0.00 ~~Scheduled~~0.00 ~~Balance~~0.00 ~~for~~0.00 ~~Premium~~180 ~~Loans~~Days ~~1,081,156,821~~0 0 0 0 0 0.0600 ~~Scheduled~~0.00 ~~Principal~~0.00 ~~590~~0.00 0.00 Totals 3 0 0 0 3 384,~~177~~585.9459 ~~Unscheduled~~0.00 ~~Principal~~0.00 280.00 384,~~162,816~~585.59 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.833333% 0.000000% 0.000000% 0.000000% 0.833333% 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 0.833333% 0.000000% 0.000000% 0.000000% 0.833333% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%

~~Group~~DELINQUENT ~~Level~~BANKRUPTCY ~~Collateral~~FORECLOSURE ~~Statement~~REO ~~Group~~Total G1G5 30Y Jumbo A Arm G2No ~~30Y~~of ~~Jumbo~~Loans ANo ~~Arm~~of G3Loans ~~30Y~~No ~~Jumbo~~of ALoans ~~Arm~~No ~~Collateral~~of ~~Description~~Loans ~~Mixed~~No ~~ARM~~of ~~Mixed~~Loans ~~ARM~~Principal ~~Mixed~~Balance ~~ARM~~Principal ~~Weighted~~Balance ~~Average~~Principal ~~Coupon~~Balance ~~Rate~~Principal ~~4.629849~~Balance ~~5.095596~~Principal ~~4.386599~~Balance ~~Weighted~~0-29 ~~Average~~Days ~~Net~~0 ~~Rate~~0 40 0 0.~~256896~~00 40.~~750806~~00 40.~~017661~~00 ~~Weighted~~0.00 ~~Average~~30 ~~Maturity~~Days ~~353~~0 ~~353~~0 ~~353~~0 ~~Beginning~~0 ~~Loan~~0 ~~Count~~0.00 ~~172~~0.00 ~~518~~0.00 ~~436~~0.00 ~~Loans~~0.00 ~~Paid~~60 InDays ~~Full~~1 40 90 110 ~~Ending~~1 ~~Loan~~308,750.00 ~~Count~~0.00 ~~168~~0.00 ~~509~~0.00 ~~425~~308,750.00 ~~Beginning~~90 ~~Scheduled~~Days ~~Balance~~1 850 0 0 1 333,~~144,180~~700.5000 ~~269,312,642~~0.2700 ~~120~~0.00 0.00 333,~~134,571~~700.1600 ~~Ending~~120 ~~scheduled~~Days ~~Balance~~0 ~~82,955,124~~0 0 0 0 0.4000 ~~263,941,752~~0.3900 ~~116,818,476~~0.2500 ~~Record~~0.00 ~~Date~~0.00 ~~07/31/2004~~150 ~~07/31/2004~~Days ~~07/31/2004~~0 ~~Principal~~0 ~~And~~0 ~~Interest~~0 ~~Constant~~0 ~~392,801~~0.7800 ~~1,265,691~~0.2800 ~~454,586~~0.4800 ~~Scheduled~~0.00 ~~Principal~~0.00 ~~64,297~~180 Days 0 0 0 0 0 0.8500 ~~122,100~~0.8700 ~~15,434~~0.6500 ~~Unscheduled~~0.00 ~~Principal~~0.00 Totals 2~~,124,758.25~~ ~~5,248,789.01~~0 ~~3,300,660.26~~0 ~~Scheduled~~0 ~~Interest~~2 ~~328~~642,~~503~~450.9300 ~~1,143,590~~0.4100 ~~439,151~~0.8300 ~~Servicing Fees 26,462~~0.3100 77642,~~380~~450.3500 ~~36,935.15~~0-29 ~~Master~~Days ~~Servicing~~0.000000% ~~Fees~~0.000000% 0.00000000% 0.00000000% 0.00000000% ~~Trustee Fee~~ 0.00000000% 0.00000000% 0.00000000% ~~FRY~~30 ~~Amount~~Days 0.00000000% 0.00000000% 0.00000000% ~~Special~~0.000000% ~~Hazard~~0.000000% ~~Fee~~0.000000% 0.00000000% 0.00000000% 0.00000000% ~~Other~~0.000000% ~~Fee~~60 ~~2,195~~Days 0.20103520% ~~5,821~~0.02000000% ~~213~~0.13000000% ~~Pool~~0.000000% ~~Insurance~~0.103520% ~~Fee~~0.000000% 0.00000000% 0.00000000% 0.00000000% ~~Spread~~0.000000% ~~Fee~~90 1Days 0.00103520% 0.00000000% 0.00000000% ~~Spread~~0.000000% ~~Fee~~0.103520% 20.000000% 0.00000000% 0.00000000% 0.00000000% ~~Spread~~0.000000% ~~Fee~~120 3Days 0.00000000% 0.00000000% 0.00000000% ~~Net~~0.000000% ~~Interest~~0.000000% ~~299,846~~0.42000000% ~~1,060,389~~0.04000000% ~~402,003~~0.55000000% ~~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~~0.207039% 0.00000000% 0.00000000% 0.00000000% ~~Pass-Through~~0.207039% ~~Rate~~0.000000% 40.~~225958~~000000% 40.~~724869~~000000% 40.~~015532~~000000% 0.000000%

~~Group~~DELINQUENT ~~Level~~BANKRUPTCY ~~Collateral~~FORECLOSURE ~~Statement~~REO ~~Group~~Total G4G6-A 30Y ~~Jumbo~~AltA A Arm G5No ~~30Y~~of ~~Jumbo~~Loans ANo ~~Arm~~of ~~G6-A~~Loans ~~30Y~~No ~~AltA~~of ~~Arm~~Loans ~~Collateral~~No ~~Description~~of ~~Mixed~~Loans ~~ARM~~No ~~Mixed~~of ~~ARM~~Loans ~~Mixed~~Principal ~~ARM~~Balance ~~Weighted~~Principal ~~Average~~Balance ~~Coupon~~Principal ~~Rate~~Balance ~~4.713158~~Principal ~~5.208986~~Balance ~~6.378262~~Principal ~~Weighted~~Balance ~~Average~~0-29 ~~Net~~Days ~~Rate~~0 40 0 0 0.~~341341~~00 40.~~850453~~00 60.~~121008~~00 ~~Weighted~~0.00 ~~Average~~30 ~~Maturity~~Days ~~353~~6 ~~353~~0 ~~353~~0 ~~Beginning~~0 ~~Loan~~6 ~~Count~~999,009.14 ~~373~~0.00 ~~996~~0.00 ~~527~~0.00 ~~Loans~~999,009.14 ~~Paid~~60 InDays ~~Full~~2 0 0 0 2 18304,333.93 180.00 ~~Ending~~0.00 ~~Loan~~0.00 ~~Count~~304,333.93 ~~371~~90 ~~978~~Days ~~509~~3 ~~Beginning~~0 ~~Scheduled~~0 ~~Balance~~0 683 367,~~341,013~~497.4055 ~~198,524,489~~0.6700 950.00 0.00 367,~~907,055~~497.0655 ~~Ending~~120 ~~scheduled~~Days ~~Balance~~1 670 0 0 1 277,~~829,780~~336.7516 ~~194,835,250~~0.8200 920.00 0.00 277,~~205,190~~336.4216 ~~Record~~150 ~~Date~~Days ~~07/31/2004~~0 ~~07/31/2004~~0 ~~07/31/2004~~0 ~~Principal~~0 ~~And~~0 ~~Interest~~0.00 ~~Constant~~0.00 ~~305,812~~0.1600 ~~958,469~~0.3700 ~~580,312~~0.9200 ~~Scheduled~~180 ~~Principal~~Days ~~37,393.83~~0 ~~96,710.02~~0 ~~70,545.99~~0 ~~Unscheduled~~0 ~~Principal~~0 ~~473,838~~0.8200 ~~3,592,528~~0.8300 ~~3,631,318~~0.6500 ~~Scheduled Interest 268,418~~0.3300 ~~861,759~~0.3500 ~~509,766.93~~Totals ~~Servicing~~12 ~~Fees~~0 210 0 12 1,~~175~~948,176.3178 ~~59,314~~0.6600 200.00 0.00 1,~~560~~948,176.3578 ~~Master~~0-29 ~~Servicing~~Days ~~Fees~~0.000000% 0.00000000% 0.00000000% 0.00000000% ~~Trustee~~0.000000% ~~Fee~~ 0.00000000% 0.00000000% 0.00000000% ~~FRY~~30 ~~Amount~~Days 1.209677% 0.00000000% 0.00000000% 0.00000000% ~~Special~~1.209677% ~~Hazard~~0.000000% ~~Fee~~0.000000% 0.00000000% 0.00000000% 0.00000000% ~~Other~~60 ~~Fee~~Days ~~2,045~~0.86403226% ~~3,852~~0.81000000% ~~1,819~~0.02000000% ~~Pool~~0.000000% ~~Insurance~~0.403226% ~~Fee~~0.000000% 0.00000000% 0.00000000% 0.00000000% ~~Spread~~0.000000% ~~Fee~~90 1Days 0.00604839% 0.00000000% 0.00000000% ~~Spread~~0.000000% ~~Fee~~0.604839% 20.000000% 0.00000000% 0.00000000% 0.00000000% ~~Spread~~0.000000% ~~Fee~~120 3Days 0.00201613% 0.00000000% 0.00000000% ~~Net~~0.000000% ~~Interest~~0.201613% ~~245,197~~0.16000000% ~~798,591~~0.88000000% ~~487,387~~0.56000000% ~~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~~2.419355% 0.00000000% 0.00000000% 0.00000000% ~~Pass-Through~~2.419355% ~~Rate~~0.000000% 40.~~305417~~000000% 40.~~827164~~000000% 60.~~098247~~000000% 0.000000%

~~Group~~DELINQUENT ~~Level~~BANKRUPTCY ~~Collateral~~FORECLOSURE ~~Statement~~REO ~~Group~~Total G6-B 30Y AltA Arm ~~Total~~No ~~Collateral~~of ~~Description~~Loans ~~Mixed~~No ~~ARM~~of ~~Mixed~~Loans ~~ARM~~No ~~Weighted~~of ~~Average~~Loans ~~Coupon~~No ~~Rate~~of ~~6.389250~~Loans ~~5.408361~~No ~~Weighted~~of ~~Average~~Loans ~~Net~~Principal ~~Rate~~Balance ~~6.127503~~Principal ~~5.082630~~Balance ~~Weighted~~Principal ~~Average~~Balance ~~Maturity~~Principal ~~353~~Balance Principal Balance 0-29 Days 0 0 0 0 0.00 ~~353~~0.00 ~~Record~~0.00 ~~Date~~0.00 ~~07/31/2004~~30 ~~07/31/2004~~Days ~~Principal~~3 ~~And~~0 ~~Interest~~0 ~~Constant~~0 13 931,~~634,831~~288.1129 ~~5,592,505~~0.1000 ~~Beginning~~0.00 ~~Loan~~0.00 ~~Count 1~~931,~~090~~288.29 ~~4,112~~60 ~~Loans~~Days ~~Paid~~7 In0 ~~Full~~0 340 967 ~~Ending~~2,444,031.59 ~~Loan~~0.00 ~~Count~~0.00 10.00 2,~~056~~444,031.59 90 Days 4~~,016~~ ~~Beginning~~0 ~~Scheduled~~0 ~~Balance~~0 ~~272~~4 1,~~545~~028,~~863~~747.2379 0.00 0.00 0.00 1,~~109~~028,~~909,815~~747.2979 ~~Ending~~120 ~~Scheduled~~Days ~~Balance~~8 ~~262~~0 0 0 8 2,~~571~~119,~~246~~169.0315 10.00 0.00 0.00 2,~~081~~119,~~156,821~~169.0615 ~~Scheduled~~150 ~~Principal~~Days ~~183,694~~0 0 0 0 0 0.7300 ~~590,177~~0.9400 ~~Unscheduled~~0.00 ~~Principal~~0.00 90.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 22 0 0 0 22 6,~~790~~523,~~922~~236.4782 280.00 0.00 0.00 6,~~162~~523,~~816~~236.82 0-29 ~~Scheduled~~Days ~~Interest~~0.000000% ~~1,451,136~~0.38000000% ~~5,002,327~~0.16000000% ~~Servicing~~0.000000% ~~Fee~~0.000000% ~~59,448~~0.34000000% ~~301,276~~0.47000000% ~~Master~~0.000000% ~~Servicing~~30 ~~Fee~~Days 0.00293830% 0.00000000% ~~Trustee~~0.000000% ~~Fee~~0.000000% 0.00293830% 0.00000000% ~~Fry~~0.000000% ~~Amount~~0.000000% 0.00000000% 0.00000000% ~~Special~~60 ~~Hazard~~Days ~~Fee~~0.685602% 0.00000000% 0.00000000% ~~Other~~0.000000% ~~Fee~~0.685602% ~~2,948~~0.95000000% ~~18,895~~0.99000000% ~~Pool~~0.000000% ~~Insurance~~0.000000% ~~Fee~~0.000000% 90 Days 0.00391773% 0.00000000% ~~Spread~~0.000000% 10.000000% 0.00391773% 0.00000000% ~~Spread~~0.000000% 20.000000% 0.00000000% 0.00000000% ~~Spread~~120 3Days 0.00783546% 0.00000000% ~~Net~~0.000000% ~~Interest~~0.000000% ~~1,388,739~~0.09783546% ~~4,682,154~~0.70000000% ~~Realized~~0.000000% ~~Loss~~0.000000% ~~Amount~~0.000000% 0.00000000% 150 Days 0.00000000% ~~Cumulative~~0.000000% ~~Realized~~0.000000% ~~Loss~~0.000000% 0.00000000% 0.00000000% ~~Percentage~~0.000000% of0.000000% ~~Cumulative~~0.000000% ~~Losses~~0.000000% 180 Days 0.~~0000~~000000% 0.~~0000~~000000% ~~Prepayment~~0.000000% ~~Penalties~~0.000000% 0.00000000% 0.00000000% ~~Special~~0.000000% ~~Servicing~~0.000000% ~~Fee~~0.000000% 0.00000000% Totals 2.154750% 0.00000000% ~~Pass-Through~~0.000000% ~~Rate~~0.000000% 62.~~114519~~154750% 50.~~062200~~000000% 0.000000% 0.000000% 0.000000% 0.000000%

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~~163,~~626~~322.4911 Grp 1 Excess Interest 1,~~419~~382.0759 Grp 2 Excess Interest 4,~~488~~399.5403 Extra Principal Distribution 0.00 Overcollateralized Amount 2,061,409.02 Overcollateralization Deficiency 0.00 Overcollateralization Increase 0.00 Overcollateralization Release 0.00 Target Overcollateralization 2,061,409.02 Rolling 3 month Delinquency Rate 30.~~294~~007681% Trigger Event - 3 mo Delinq Rate > 5.25% NO

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