8-K 1 csf04ar2_nov.txt NOVEMBER 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): November 26, 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 54-2144755 Pooling and Servicing Agreement) (Commission 54-2144756 (State or other File Number) 54-2144757 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 November 26, 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 November 26, 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: 12/4/2004 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 November 26, 2004 distribution. EX-99.1

Credit Suisse First Boston Mortgage Securities Corp. Mortgage Pass-Through Certificates Record Date: 810/31/2004 Distribution Date: 911/2726/2004 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.~~25594~~24811% 8481,~~943~~830,~~295~~759.4523 ~~301~~289,~~261~~688.5643 ~~516~~2,~~897~~972,799.1047 AR 22541Q7P1 RES 4.~~27512~~27271% 0.00 0.00 0.00 AR-L 22541Q7Q9 RES 4.~~27512~~27271% 0.00 0.00 0.00 II-A-1 22541Q6Z0 SEN 4.~~62807~~62208% ~~178~~171,~~728~~533,~~267~~642.3898 ~~689~~660,~~305~~701.6219 26,~~729~~646,~~197~~914.0411 III-A-1 22541Q7A4 SEN 5.~~23301~~22132% 3433,~~515~~725,~~652~~488.5953 ~~150~~146,~~517~~729.34 ~~762~~761,~~292~~344.1061 IV-A-1 22541Q7B2 SEN 4.~~30557~~28045% 5249,~~871~~047,~~802~~498.0126 ~~189~~174,~~702~~954.7832 1336,~~174,203~~997.69 V-A-1 22541Q7C0 SEN 4.~~84707~~83189% ~~102~~96,~~100~~839,~~134~~685.9805 ~~412~~389,~~405~~932.6626 23,~~070~~076,~~435~~371.8770 VI-A-1 22541Q7D8 SEN 2.~~01500~~33250% 9280,~~843~~998,~~395~~675.2466 ~~171~~167,~~489~~937.4925 64,~~956~~525,~~423~~844.2506 VI-A-2 22541Q7E6 SEN 12.~~85500~~17250% 4940,~~486~~430,~~901~~576.7996 8478,~~148~~075.3594 53,~~318~~460,~~794~~403.4491 VI-A-3 22541Q7F3 SEN 2.~~11500~~43250% 21,500,000.00 4146,~~683~~487.1378 0.00 VI-A-4 22541Q7G1 SEN 12.~~94500~~26250% 4337,~~277~~755,~~102~~921.4192 7775,~~159~~931.4735 32,~~242~~109,~~598~~632.3621 VI-M-1 22541Q7H9 MEZ 2.~~26500~~58250% 7,914,000.00 1618,~~431~~167.4403 0.00 VI-M-2 22541Q7J5 MEZ 3.~~11500~~43250% 3,962,000.00 1112,~~313~~088.1650 0.00 VI-M-3 22541Q7K2 MEZ 3.~~51500~~83250% 2,637,942.00 8,~~499~~986.6759 0.00 C-B-1 22541Q7L0 SUB 4.~~60957~~59871% 8,~~772~~766,~~727~~036.6999 33,~~698~~593.7247 42,~~810~~503.5936 C-B-2 22541Q7M8 SUB 4.~~60957~~59871% 4,~~935~~931,~~095~~331.4257 18,~~957~~898.2000 21,~~706~~408.2026 C-B-3 22541Q7N6 SUB 4.~~60957~~59871% 3,~~016~~013,~~279~~978.2986 11,~~586~~550.4526 ~~1,654~~860.0072 C-B-4 22541Q7R7 SUB 4.~~60957~~59871% 1,~~918~~917,~~816~~352.1471 7,~~370~~347.7674 ~~1,052~~547.2055 C-B-5 22541Q7S5 SUB 4.~~60957~~59871% 2,~~192~~191,~~932~~260.7324 8,~~423~~397.7241 ~~1,202~~625.5177 C-B-6 22541Q7T3 SUB 4.~~60957~~59871% 1,~~097~~096,~~527~~690.6257 4,~~215~~202.9477 ~~601~~313.8419 VI-X 22541Q7U0 OC 0.00000% 1,319,819.71 ~~728~~595,~~193~~367.7432 0.00 Totals ~~698~~651,~~033~~412,~~692~~661.4524 2,~~966~~749,~~364~~036.2095 2223,~~782~~896,~~869~~566.1961

Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses I-A-1 0.00 8478,~~426~~857,~~398~~959.3576 ~~818~~3,~~158~~262,487.6690 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 ~~175~~164,~~999~~886,~~070~~728.3487 37,~~418~~307,~~502~~615.6630 0.00 III-A-1 0.00 3332,~~753~~964,~~360~~143.5093 ~~912~~908,~~809~~073.4495 0.00 IV-A-1 0.00 5148,~~697~~710,~~598~~500.3357 1511,~~363,906~~952.4701 0.00 V-A-1 0.00 ~~100~~93,~~029~~763,~~699~~313.1135 23,~~482~~466,~~841~~303.5396 0.00 VI-A-1 0.00 8576,~~886~~472,~~971~~831.9960 74,~~127~~693,~~912~~781.7431 0.00 VI-A-2 0.00 4436,~~168~~970,~~107~~173.3505 53,~~402~~538,~~942~~479.7985 0.00 VI-A-3 0.00 21,500,000.00 4146,~~683~~487.1378 0.00 VI-A-4 0.00 4035,~~034~~646,~~504~~289.0471 32,~~319~~185,~~757~~563.8356 0.00 VI-M-1 0.00 7,914,000.00 1618,~~431~~167.4403 0.00 VI-M-2 0.00 3,962,000.00 1112,~~313~~088.1650 0.00 VI-M-3 0.00 2,637,942.00 8,~~499~~986.6759 0.00 C-B-1 0.00 8,~~767~~763,~~917~~533.1063 3836,~~509~~096.3183 0.00 C-B-2 0.00 4,~~932~~929,~~389~~923.2230 2120,~~663~~306.4026 0.00 C-B-3 0.00 3,~~014~~013,~~625~~118.2914 1312,~~240~~410.4598 0.00 C-B-4 0.00 1,~~917~~916,~~763~~805.9416 87,~~422~~895.9629 0.00 C-B-5 0.00 2,~~191~~190,~~730~~634.2147 9,~~626~~023.2318 0.00 C-B-6 0.00 1,096,~~925~~377.7838 4,~~817~~515.7896 0.00 VI-X 0.00 1,319,819.71 ~~728~~595,~~193~~367.7432 0.00 Totals 0.00 ~~675~~627,~~250~~516,~~823~~094.2663 2526,~~749~~645,~~233~~603.3956 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 8481,~~943~~830,~~295~~759.4523 6215,~~426~~000.3445 ~~454~~2,~~470~~957,799.7602 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 ~~178~~171,~~728~~533,~~267~~642.3898 ~~119~~68,~~871~~912.16 26,~~609~~578,~~325~~001.8895 0.00 0.00 III-A-1 38,901,000.00 3433,~~515~~725,~~652~~488.5953 1712,~~769~~818.3609 ~~744~~748,~~522~~526.7452 0.00 0.00 IV-A-1 58,186,000.00 5249,~~871~~047,~~802~~498.0126 146,~~232~~695.8859 1330,~~159,970~~302.8110 0.00 0.00 V-A-1 112,708,000.00 ~~102~~96,~~100~~839,~~134~~685.9805 3020,~~569~~025.5141 23,~~039~~056,~~866~~346.3629 0.00 0.00 VI-A-1 111,825,000.00 9280,~~843~~998,~~395~~675.2466 0.00 64,~~956~~525,~~423~~844.2506 0.00 0.00 VI-A-2 64,000,000.00 4940,~~486~~430,~~901~~576.7996 0.00 53,~~318~~460,~~794~~403.4491 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 4337,~~277~~755,~~102~~921.4192 0.00 32,~~242~~109,~~598~~632.3621 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,~~772~~766,~~727~~036.6999 42,~~810~~503.5936 0.00 0.00 0.00 C-B-2 4,951,000.00 4,~~935~~931,~~095~~331.4257 21,~~706~~408.2026 0.00 0.00 0.00 C-B-3 3,026,000.00 3,~~016~~013,~~279~~978.2986 ~~1,654~~860.0072 0.00 0.00 0.00 C-B-4 1,925,000.00 1,~~918~~917,~~816~~352.1471 ~~1,052~~547.2055 0.00 0.00 0.00 C-B-5 2,200,000.00 2,~~192~~191,~~932~~260.7324 ~~1,202~~625.5177 0.00 0.00 0.00 C-B-6 1,101,064.68 1,~~097~~096,~~527~~690.6257 ~~601~~313.8419 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 ~~698~~651,~~033~~412,~~692~~661.4524 ~~256~~129,~~896~~710.5955 2223,~~525~~766,~~972~~856.6006 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 ~~516~~2,~~897~~972,799.1047 8478,~~426~~857,~~398~~959.3576 0.~~79999240~~74722800 ~~516~~2,~~897~~972,799.1047 AR 0.00 0.00 0.00000000 0.00 AR-L 0.00 0.00 0.00000000 0.00 II-A-1 26,~~729~~646,~~197~~914.0411 ~~175~~164,~~999~~886,~~070~~728.3487 0.~~82723046~~77500025 26,~~729~~646,~~197~~914.0411 III-A-1 ~~762~~761,~~292~~344.1061 3332,~~753~~964,~~360~~143.5093 0.~~86767334~~84738552 ~~762~~761,~~292~~344.1061 IV-A-1 1336,~~174,203~~997.69 5148,~~697~~710,~~598~~500.3357 0.~~88848861~~83715156 1336,~~174,203~~997.69 V-A-1 23,~~070~~076,~~435~~371.8770 ~~100~~93,~~029~~763,~~699~~313.1135 0.~~88751197~~83191356 23,~~070~~076,~~435~~371.8770 VI-A-1 64,~~956~~525,~~423~~844.2506 8576,~~886~~472,~~971~~831.9960 0.~~76804804~~68386167 64,~~956~~525,~~423~~844.2506 VI-A-2 53,~~318~~460,~~794~~403.4491 4436,~~168~~970,~~107~~173.3505 0.~~69012668~~57765895 53,~~318~~460,~~794~~403.4491 VI-A-3 0.00 21,500,000.00 1.00000000 0.00 VI-A-4 32,~~242~~109,~~598~~632.3621 4035,~~034~~646,~~504~~289.0471 0.~~76804804~~68386167 32,~~242~~109,~~598~~632.3621 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 42,~~810~~503.5936 8,~~767~~763,~~917~~533.1063 0.~~99624101~~99574294 42,~~810~~503.5936 C-B-2 21,~~706~~408.2026 4,~~932~~929,~~389~~923.2230 0.~~99624101~~99574294 21,~~706~~408.2026 C-B-3 ~~1,654~~860.0072 3,~~014~~013,~~625~~118.2914 0.~~99624101~~99574294 ~~1,654~~860.0072 C-B-4 ~~1,052~~547.2055 1,~~917~~916,~~763~~805.9416 0.~~99624101~~99574294 ~~1,052~~547.2055 C-B-5 ~~1,202~~625.5177 2,~~191~~190,~~730~~634.2147 0.~~99624100~~99574294 ~~1,202~~625.5177 C-B-6 ~~601~~313.8419 1,096,~~925~~377.7838 0.~~99624100~~99574294 ~~601~~313.8419 VI-X 0.00 1,319,819.71 0.00000000 0.00 Totals 2223,~~782~~896,~~869~~566.1961 ~~675~~627,~~250~~516,~~823~~094.2663 0.~~82949133~~77085305 2223,~~782~~896,~~869~~566.1961

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 ~~804~~775.~~89032397~~39711591 0.~~59152823~~14213855 428.~~30639187~~02697728 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 ~~840~~806.~~05822314~~24206480 0.~~56341817~~32390079 1230.~~26434797~~91791081 0.00000000 III-A-1 38,901,000.00 ~~887~~866.~~26903139~~95685278 0.~~45678414~~32950541 19.~~13891005~~24183234 0.00000000 IV-A-1 58,186,000.00 ~~908~~842.~~66878648~~94328979 0.~~24461004~~11507218 195.~~93556543~~67665933 0.00000000 V-A-1 112,708,000.00 ~~905~~859.~~88188043~~20861918 0.~~27122751~~17767514 1827.~~09868297~~11738554 0.00000000 VI-A-1 111,825,000.00 ~~830~~724.~~25616132~~33423349 0.00000000 6240.~~20812207~~47256034 0.00000000 VI-A-2 64,000,000.00 ~~773~~631.~~23284047~~72776500 0.00000000 8354.~~10616313~~06881109 0.00000000 VI-A-3 21,500,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 VI-A-4 52,125,000.00 ~~830~~724.~~25616134~~33423348 0.00000000 6240.~~20812201~~47256038 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 8,801,000.00 996.~~78760255~~02738212 0.~~54659584~~28444040 0.00000000 0.00000000 C-B-2 4,951,000.00 996.~~78760250~~02738235 0.~~54659665~~28443951 0.00000000 0.00000000 C-B-3 3,026,000.00 996.~~78760410~~02738268 0.~~54659617~~28444151 0.00000000 0.00000000 C-B-4 1,925,000.00 996.~~78760519~~02738182 0.~~54659740~~28444156 0.00000000 0.00000000 C-B-5 2,200,000.00 996.~~78760455~~02738182 0.~~54659545~~28444091 0.00000000 0.00000000 C-B-6 1,101,064.68 996.~~78760016~~02738143 0.~~54659823~~28444287 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 428.~~89792010~~16911583 ~~799~~747.~~99240387~~22800008 0.~~79999240~~74722800 428.~~89792010~~16911583 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 1231.~~82776614~~24181160 ~~827~~775.~~23045700~~00025320 0.~~82723046~~77500025 1231.~~82776614~~24181160 III-A-1 0.00000000 19.~~59569420~~57133775 ~~867~~847.~~67333745~~38551528 0.~~86767334~~84738552 19.~~59569420~~57133775 IV-A-1 0.00000000 205.~~18017547~~79173152 ~~888~~837.~~48861118~~15155828 0.~~88848861~~83715156 205.~~18017547~~79173152 V-A-1 0.00000000 1827.~~36991048~~29506069 ~~887~~831.~~51196996~~91355849 0.~~88751197~~83191356 1827.~~36991048~~29506069 VI-A-1 0.00000000 6240.~~20812207~~47256034 ~~768~~683.~~04803926~~86167315 0.~~76804804~~68386167 6240.~~20812207~~47256034 VI-A-2 0.00000000 8354.~~10616313~~06881109 ~~690~~577.~~12667734~~65895391 0.~~69012668~~57765895 8354.~~10616313~~06881109 VI-A-3 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 VI-A-4 0.00000000 6240.~~20812201~~47256038 ~~768~~683.~~04803914~~86167309 0.~~76804804~~68386167 6240.~~20812201~~47256038 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.~~54659584~~28444040 ~~996~~995.~~24100670~~74294171 0.~~99624101~~99574294 0.~~54659584~~28444040 C-B-2 0.00000000 0.~~54659665~~28443951 ~~996~~995.~~24100586~~74294082 0.~~99624101~~99574294 0.~~54659665~~28443951 C-B-3 0.00000000 0.~~54659617~~28444151 ~~996~~995.~~24100793~~74294118 0.~~99624101~~99574294 0.~~54659617~~28444151 C-B-4 0.00000000 0.~~54659740~~28444156 ~~996~~995.~~24100779~~74294026 0.~~99624101~~99574294 0.~~54659740~~28444156 C-B-5 0.00000000 0.~~54659545~~28444091 ~~996~~995.~~24100455~~74294091 0.~~99624100~~99574294 0.~~54659545~~28444091 C-B-6 0.00000000 0.~~54659823~~28444287 ~~996~~995.~~24100194~~74293855 0.~~99624100~~99574294 0.~~54659823~~28444287 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.~~25594~~24811% 8481,~~943~~830,~~295~~759.4523 ~~301~~289,~~261~~688.5643 0.00 0.00 AR 50.00 4.~~27512~~27271% 0.00 0.00 0.00 0.00 AR-L 50.00 4.~~27512~~27271% 0.00 0.00 0.00 0.00 II-A-1 212,757,000.00 4.~~62807~~62208% ~~178~~171,~~728~~533,~~267~~642.3898 ~~689~~660,~~305~~701.6219 0.00 0.00 III-A-1 38,901,000.00 5.~~23301~~22132% 3433,~~515~~725,~~652~~488.5953 ~~150~~146,~~517~~743.3403 0.00 0.00 IV-A-1 58,186,000.00 4.~~30557~~28045% 5249,~~871~~047,~~802~~498.0126 ~~189~~174,~~702~~954.7832 0.00 0.00 V-A-1 112,708,000.00 4.~~84707~~83189% ~~102~~96,~~100~~839,~~134~~685.9805 ~~412~~389,~~405~~932.6626 0.00 0.00 VI-A-1 111,825,000.00 2.~~01500~~33250% 9280,~~843~~998,~~395~~675.2466 ~~171~~167,~~489~~937.4925 0.00 0.00 VI-A-2 64,000,000.00 12.~~85500~~17250% 4940,~~486~~430,~~901~~576.7996 8478,~~148~~075.3594 0.00 0.00 VI-A-3 21,500,000.00 2.~~11500~~43250% 21,500,000.00 4146,~~683~~487.1378 0.00 0.00 VI-A-4 52,125,000.00 12.~~94500~~26250% 4337,~~277~~755,~~102~~921.4192 7775,~~159~~931.4735 0.00 0.00 VI-M-1 7,914,000.00 2.~~26500~~58250% 7,914,000.00 1618,~~431~~167.4403 0.00 0.00 VI-M-2 3,962,000.00 3.~~11500~~43250% 3,962,000.00 1112,~~313~~088.1650 0.00 0.00 VI-M-3 2,637,942.00 3.~~51500~~83250% 2,637,942.00 8,~~499~~986.6759 0.00 0.00 C-B-1 8,801,000.00 4.~~60957~~59871% 8,~~772~~766,~~727~~036.6999 33,~~698~~593.7270 0.00 0.00 C-B-2 4,951,000.00 4.~~60957~~59871% 4,~~935~~931,~~095~~331.4257 18,~~957~~898.2013 0.00 0.00 C-B-3 3,026,000.00 4.~~60957~~59871% 3,~~016~~013,~~279~~978.2986 11,~~586~~550.4534 0.00 0.00 C-B-4 1,925,000.00 4.~~60957~~59871% 1,~~918~~917,~~816~~352.1471 7,~~370~~347.7679 0.00 0.00 C-B-5 2,200,000.00 4.~~60957~~59871% 2,~~192~~191,~~932~~260.7324 8,~~423~~397.7247 0.00 0.00 C-B-6 1,101,064.68 4.~~60957~~59871% 1,~~097~~096,~~527~~690.6257 4,~~215~~202.9480 0.00 0.00 VI-X 0.00 0.00000% ~~222~~196,~~941~~518,~~161~~936.1525 0.00 0.00 0.00 Totals 814,054,106.68 2,~~238~~153,~~170~~683.4690 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 ~~301~~289,~~261~~688.5643 0.00 8478,~~426~~857,~~398~~959.3576 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 ~~689~~660,~~305~~701.6219 0.00 ~~175~~164,~~999~~886,~~070~~728.3487 III-A-1 013.0069 0.00 ~~150~~146,~~517~~729.34 0.00 3332,~~753~~964,~~360~~143.5093 IV-A-1 0.00 0.00 ~~189~~174,~~702~~954.7832 0.00 5148,~~697~~710,~~598~~500.3357 V-A-1 0.00 0.00 ~~412~~389,~~405~~932.6626 0.00 ~~100~~93,~~029~~763,~~699~~313.1135 VI-A-1 0.00 0.00 ~~171~~167,~~489~~937.4925 0.00 8576,~~886~~472,~~971~~831.9960 VI-A-2 0.00 0.00 8478,~~148~~075.3594 0.00 4436,~~168~~970,~~107~~173.3505 VI-A-3 0.00 0.00 4146,~~683~~487.1378 0.00 21,500,000.00 VI-A-4 0.00 0.00 7775,~~159~~931.4735 0.00 4035,~~034~~646,~~504~~289.0471 VI-M-1 0.00 0.00 1618,~~431~~167.4403 0.00 7,914,000.00 VI-M-2 0.00 0.00 1112,~~313~~088.1650 0.00 3,962,000.00 VI-M-3 0.00 0.00 8,~~499~~986.6759 0.00 2,637,942.00 C-B-1 0.0023 0.00 33,~~698~~593.7247 0.00 8,~~767~~763,~~917~~533.1063 C-B-2 0.0013 0.00 18,~~957~~898.2000 0.00 4,~~932~~929,~~389~~923.2230 C-B-3 0.0008 0.00 11,~~586~~550.4526 0.00 3,~~014~~013,~~625~~118.2914 C-B-4 0.0005 0.00 7,~~370~~347.7674 0.00 1,~~917~~916,~~763~~805.9416 C-B-5 0.0006 0.00 8,~~423~~397.7241 0.00 2,~~191~~190,~~730~~634.2147 C-B-6 0.0003 0.00 4,~~215~~202.9477 0.00 1,096,~~925~~377.7838 VI-X 0.00 0.00 ~~728~~595,~~193~~367.7432 0.00 ~~207~~186,423,~~345~~056.1008 Totals 014.0027 0.00 2,~~966~~749,~~364~~036.2095 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.~~25594~~24811% ~~804~~775.~~89032397~~39711591 2.~~85463983~~74497726 0.00000000 0.00000000 AR 50.00 4.~~27512~~27271% 0.00000000 0.00000000 0.00000000 0.00000000 AR-L 50.00 4.~~27512~~27271% 0.00000000 0.00000000 0.00000000 0.00000000 II-A-1 212,757,000.00 4.~~62807~~62208% ~~840~~806.~~05822314~~24206480 3.~~23987281~~10542633 0.00000000 0.00000000 III-A-1 38,901,000.00 5.~~23301~~22132% ~~887~~866.~~26903139~~95685278 3.~~86924089~~77221742 0.00000000 0.00000000 IV-A-1 58,186,000.00 4.~~30557~~28045% ~~908~~842.~~66878648~~94328979 3.~~26028220~~00681126 0.00000000 0.00000000 V-A-1 112,708,000.00 4.~~84707~~83189% ~~905~~859.~~88188043~~20861918 3.~~65906289~~45966799 0.00000000 0.00000000 VI-A-1 111,825,000.00 2.~~01500~~33250% ~~830~~724.~~25616132~~33423349 1.~~53355234~~50178627 0.00000000 0.00000000 VI-A-2 64,000,000.00 12.~~85500~~17250% ~~773~~631.~~23284047~~72776500 1.~~31481797~~21993656 0.00000000 0.00000000 VI-A-3 21,500,000.00 2.~~11500~~43250% 1000.00000000 12.~~93875023~~16222233 0.00000000 0.00000000 VI-A-4 52,125,000.00 12.~~94500~~26250% ~~830~~724.~~25616134~~33423348 1.~~48027760~~45671655 0.00000000 0.00000000 VI-M-1 7,914,000.00 2.~~26500~~58250% 1000.00000000 2.~~07624968~~29555598 0.00000000 0.00000000 VI-M-2 3,962,000.00 3.~~11500~~43250% 1000.00000000 23.~~85541646~~05111055 0.00000000 0.00000000 VI-M-3 2,637,942.00 3.~~51500~~83250% 1000.00000000 3.~~22208373~~40666702 0.00000000 0.00000000 C-B-1 8,801,000.00 4.~~60957~~59871% 996.~~78760255~~02738212 3.~~82896489~~81703216 0.00000000 0.00000000 C-B-2 4,951,000.00 4.~~60957~~59871% 996.~~78760250~~02738235 3.~~82896385~~81703292 0.00000000 0.00000000 C-B-3 3,026,000.00 4.~~60957~~59871% 996.~~78760410~~02738268 3.~~82896563~~81703239 0.00000000 0.00000000 C-B-4 1,925,000.00 4.~~60957~~59871% 996.~~78760519~~02738182 3.~~82896623~~81703377 0.00000000 0.00000000 C-B-5 2,200,000.00 4.~~60957~~59871% 996.~~78760455~~02738182 3.~~82896364~~81703182 0.00000000 0.00000000 C-B-6 1,101,064.68 4.~~60957~~59871% 996.~~78760016~~02738143 3.~~82896671~~81703280 0.00000000 0.00000000 VI-X 0.00 0.00000% ~~844~~744.~~58944958~~49159295 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 2.~~85463983~~74497726 0.00000000 ~~799~~747.~~99240387~~22800008 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.~~23987281~~10542633 0.00000000 ~~827~~775.~~23045700~~00025320 III-A-1 0.~~00000000~~00035192 0.00000000 3.~~86924089~~77186550 0.00000000 ~~867~~847.~~67333745~~38551528 IV-A-1 0.00000000 0.00000000 3.~~26028220~~00681126 0.00000000 ~~888~~837.~~48861118~~15155828 V-A-1 0.00000000 0.00000000 3.~~65906289~~45966799 0.00000000 ~~887~~831.~~51196996~~91355849 VI-A-1 0.00000000 0.00000000 1.~~53355234~~50178627 0.00000000 ~~768~~683.~~04803926~~86167315 VI-A-2 0.00000000 0.00000000 1.~~31481797~~21993656 0.00000000 ~~690~~577.~~12667734~~65895391 VI-A-3 0.00000000 0.00000000 12.~~93875023~~16222233 0.00000000 1000.00000000 VI-A-4 0.00000000 0.00000000 1.~~48027760~~45671655 0.00000000 ~~768~~683.~~04803914~~86167309 VI-M-1 0.00000000 0.00000000 2.~~07624968~~29555598 0.00000000 1000.00000000 VI-M-2 0.00000000 0.00000000 23.~~85541646~~05111055 0.00000000 1000.00000000 VI-M-3 0.00000000 0.00000000 3.~~22208373~~40666702 0.00000000 1000.00000000 C-B-1 0.~~00000000~~00002613 0.00000000 3.~~82896489~~81700602 0.00000000 ~~996~~995.~~24100670~~74294171 C-B-2 0.~~00000000~~00002626 0.00000000 3.~~82896385~~81700667 0.00000000 ~~996~~995.~~24100586~~74294082 C-B-3 0.~~00000000~~00002644 0.00000000 3.~~82896563~~81700595 0.00000000 ~~996~~995.~~24100793~~74294118 C-B-4 0.~~00000000~~00002597 0.00000000 3.~~82896623~~81700779 0.00000000 ~~996~~995.~~24100779~~74294026 C-B-5 0.~~00000000~~00002727 0.00000000 3.~~82896364~~81700455 0.00000000 ~~996~~995.~~24100455~~74294091 C-B-6 0.~~00000000~~00002725 0.00000000 3.~~82896671~~81700556 0.00000000 ~~996~~995.~~24100194~~74293855 VI-X 0.00000000 0.00000000 2.~~75868640~~25548730 0.00000000 ~~785~~706.~~80181409~~24439880 (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 2526,~~983~~858,~~571~~238.6140 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 4955,~~077~~061.8571 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 26,~~032~~913,~~649~~300.4611 Withdrawals Reimbursement for Servicer Advances 47,~~436~~971.1276 Payment of Service Fee ~~235~~219,~~979~~724.9549 Payment of Interest and Principal 2526,~~749~~645,~~233~~603.3986 Total Withdrawals (Pool Distribution Amount) 26,~~032~~913,~~649~~300.4611 Ending Balance 0.00

PREPAYMENT/CURTAILMENT INTEREST SHORTFALL Total Prepayment/Curtailment Interest Shortfall 0.00 Servicing Fee Support 0.00 Non-Supported Prepayment/Curtailment Interest Shortfall 014.0027

SERVICING FEES Gross Servicing Fee ~~180~~169,~~533~~130.6430 External Master Servicing Fee 8,~~397~~001.6684 PMI Fee 4742,~~048~~592.6535 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee ~~235~~219,~~979~~724.9549

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 1 217,~~983~~669.4311 0.00 0.00 217,~~983~~669.4311 30 Days 1514 0 0 0 1514 3,~~496~~729,~~489~~709.6832 0.00 0.00 0.00 3,~~496~~729,~~489~~709.6832 60 Days 210 0 0 0 210 ~~452~~2,~~723~~264,466.8521 0.00 0.00 0.00 ~~452~~2,~~723~~264,466.8521 90 Days 52 0 0 0 5 2 396,~~153,567~~888.6210 0.00 0.00 0.00 2396,~~153,567~~888.6210 120 Days 1 0 0 0 1 ~~236~~317,~~619~~741.8229 0.00 0.00 0.00 ~~236~~317,~~619~~741.8229 150 Days 24 0 1 10 45 1,~~011~~951,~~791~~298.2392 0.00 70236,~~968~~321.7257 ~~82,909~~0.9200 12,~~165~~187,~~669~~620.8749 180+ Days 2 0 0 04 2 ~~615,436.58~~6 0.00 0.00 01,385,366.0031 ~~615~~395,~~436~~909.5892 1,781,276.23 Totals 2731 1 15 12 3039 78,~~966~~660,~~628~~103.7884 217,~~983~~669.4311 701,~~968~~621,687.7288 82395,909.92 810,~~338~~895,~~490~~370.8575 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.~~041824~~044763% 0.000000% 0.000000% 0.~~041824~~044763% 0.~~032265~~034668% 0.000000% 0.000000% 0.~~032265~~034668% 30 Days 0.~~627353~~626679% 0.000000% 0.000000% 0.000000% 0.~~627353~~626679% 0.~~517534~~594026% 0.000000% 0.000000% 0.000000% 0.~~517534~~594026% 60 Days 0.~~083647~~447628% 0.000000% 0.000000% 0.000000% 0.~~083647~~447628% 0.~~067010~~360659% 0.000000% 0.000000% 0.000000% 0.~~067010~~360659% 90 Days 0.~~209118~~089526% 0.000000% 0.000000% 0.000000% 0.~~209118~~089526% 0.~~318761~~063212% 0.000000% 0.000000% 0.000000% 0.~~318761~~063212% 120 Days 0.~~041824~~044763% 0.000000% 0.000000% 0.000000% 0.~~041824~~044763% 0.~~035023~~050606% 0.000000% 0.000000% 0.000000% 0.~~035023~~050606% 150 Days 0.~~083647~~179051% 0.000000% 0.~~041824~~044763% 0.~~041824~~000000% 0.~~167294~~223814% 0.~~149761~~310781% 0.000000% 0.~~010504~~037639% 0.~~012272~~000000% 0.~~172537~~348420% 180+ Days 0.~~083647~~000000% 0.000000% 0.~~000000~~179051% 0.~~000000~~089526% 0.~~083647~~268577% 0.~~091094~~000000% 0.000000% 0.~~000000~~220646% 0.~~000000~~063056% 0.~~091094~~283702% Totals 1.~~129235~~387645% 0.~~041824~~044763% 0.~~041824~~223814% 0.~~041824~~089526% 1.~~254705~~745748% 1.~~179183~~379284% 0.~~032265~~034668% 0.~~010504~~258284% 0.~~012272~~063056% 1.~~234225~~735293%

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 1 0 0 0 1 ~~446~~431,~~807~~819.9128 0.00 0.00 0.00 ~~446~~431,~~807~~819.9128 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 1 0 0 0 1 ~~446~~431,~~807~~819.9128 0.00 0.00 0.00 ~~446~~431,~~807~~819.9128 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.~~543478~~581395% 0.000000% 0.000000% 0.000000% 0.~~543478~~581395% 0.~~502833~~518466% 0.000000% 0.000000% 0.000000% 0.~~502833~~518466% 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.~~543478~~581395% 0.000000% 0.000000% 0.000000% 0.~~543478~~581395% 0.~~502833~~518466% 0.000000% 0.000000% 0.000000% 0.~~502833~~518466% 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 3 0 0 0 3 1,463,687.17 0.00 0.00 0.00 1,463,687.17 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 3 0 0 0 3 1,463,687.17 0.00 0.00 0.00 1,463,687.17 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.845070% 0.000000% 0.000000% 0.000000% 0.845070% 0.842181% 0.000000% 0.000000% 0.000000% 0.842181% 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 0.845070% 0.000000% 0.000000% 0.000000% 0.845070% 0.842181% 0.000000% 0.000000% 0.000000% 0.842181% 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 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 1 0 1 0.00 0.00 236,321.57 0.00 236,321.57 180 Days 0 0 0 1 1 0.00 0.00 0.00 313,000.00 313,000.00 Totals 0 0 1 1 2 0.00 0.00 236,321.57 313,000.00 549,321.57 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% 0.370370% 0.000000% 0.370370% 0.000000% 0.000000% 0.462092% 0.000000% 0.462092% 180 Days 0.000000% 0.000000% 0.000000% 0.370370% 0.370370% 0.000000% 0.000000% 0.000000% 0.612026% 0.612026% Totals 0.000000% 0.000000% 0.370370% 0.370370% 0.740741% 0.000000% 0.000000% 0.462092% 0.612026% 1.074118% 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 2 0 0 0 2 304,698.67 0.00 0.00 0.00 304,698.67 60 Days 1 0 0 0 1 207,000.00 0.00 0.00 0.00 207,000.00 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 3 0 0 0 3 511,698.67 0.00 0.00 0.00 511,698.67 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.411523% 0.000000% 0.000000% 0.000000% 0.411523% 0.309427% 0.000000% 0.000000% 0.000000% 0.309427% 60 Days 0.205761% 0.000000% 0.000000% 0.000000% 0.205761% 0.210212% 0.000000% 0.000000% 0.000000% 0.210212% 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 0.617284% 0.000000% 0.000000% 0.000000% 0.617284% 0.519639% 0.000000% 0.000000% 0.000000% 0.519639% 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 1 217,669.11 0.00 0.00 217,669.11 30 Days 8 0 0 0 8 1,529,504.20 0.00 0.00 0.00 1,529,504.20 60 Days 9 0 0 0 9 2,057,466.21 0.00 0.00 0.00 2,057,466.21 90 Days 2 0 0 0 2 396,888.10 0.00 0.00 0.00 396,888.10 120 Days 1 0 0 0 1 317,741.29 0.00 0.00 0.00 317,741.29 150 Days 4 0 0 0 4 1,951,298.92 0.00 0.00 0.00 1,951,298.92 180 Days 0 0 4 1 5 0.00 0.00 1,385,366.31 82,909.92 1,468,276.23 Totals 24 1 4 1 30 6,252,898.72 217,669.11 1,385,366.31 82,909.92 7,938,844.06 0-29 Days 0.121951% 0.000000% 0.000000% 0.121951% 0.116663% 0.000000% 0.000000% 0.116663% 30 Days 0.975610% 0.000000% 0.000000% 0.000000% 0.975610% 0.819761% 0.000000% 0.000000% 0.000000% 0.819761% 60 Days 1.097561% 0.000000% 0.000000% 0.000000% 1.097561% 1.102731% 0.000000% 0.000000% 0.000000% 1.102731% 90 Days 0.243902% 0.000000% 0.000000% 0.000000% 0.243902% 0.212718% 0.000000% 0.000000% 0.000000% 0.212718% 120 Days 0.121951% 0.000000% 0.000000% 0.000000% 0.121951% 0.170298% 0.000000% 0.000000% 0.000000% 0.170298% 150 Days 0.487805% 0.000000% 0.000000% 0.000000% 0.487805% 1.045829% 0.000000% 0.000000% 0.000000% 1.045829% 180 Days 0.000000% 0.000000% 0.487805% 0.121951% 0.609756% 0.000000% 0.000000% 0.742509% 0.044437% 0.786945% Totals 2.926829% 0.121951% 0.487805% 0.121951% 3.658537% 3.351338% 0.116663% 0.742509% 0.044437% 4.254947%

~~DELINQUENT~~OTHER ~~BANKRUPTCY~~INFORMATION ~~FORECLOSURE~~Current ~~REO~~Period ~~Total~~Class ~~G2 30Y Jumbo~~ A ~~Arm~~Insufficient NoFunds ~~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~~Principal ~~0.00~~Balance ~~0.00~~of 30Contaminated ~~Days~~Properties 0 ~~0 0 0 0 0~~.00 ~~0.00~~Periodic ~~0.00~~Advance 055,061.00 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%71

~~DELINQUENT~~CREDIT ~~BANKRUPTCY~~ENHANCEMENT ~~FORECLOSURE~~Original ~~REO~~$ ~~Total~~Original 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%~~Current ~~0.000000%~~$ ~~0.000000%~~Current ~~0.000000~~% ~~0.000000%~~Bankruptcy 0178,343.~~000000%~~00 0.~~000000~~02190800% ~~30 Days 0~~178,343.~~000000%~~00 0.~~000000~~02842047% ~~0.000000%~~Fraud 011,001,803.~~000000%~~29 01.~~000000~~35148305% 011,001,803.~~000000%~~29 01.~~000000~~75323046% ~~0.000000%~~Special ~~0.000000%~~Hazard 05,795,080.~~000000%~~00 ~~60 Days~~ 0.~~000000~~71187897% 05,795,080.~~000000%~~00 0.~~000000~~92349504% ~~0.000000%~~Limit ~~0.000000%~~of ~~0.000000%~~Subordinate's ~~0.000000%~~Exposure ~~0.000000%~~to ~~0.000000%~~Certain ~~0.000000%~~Types 90of 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%Losses

~~DELINQUENT~~COLLATERAL ~~BANKRUPTCY~~STATEMENT ~~FORECLOSURE~~Collateral ~~REO~~Description ~~Total~~Mixed G4ARM ~~30Y~~Weighted ~~Jumbo~~Average AGross ~~Arm~~Coupon No5.468931% ofWeighted ~~Loans~~Average NoNet ofCoupon ~~Loans~~5.157368% NoWeighted ofAverage ~~Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0~~Pass-29Through ~~Days~~Rate 05.064166% 0Weighted 0Average 0Maturity(Stepdown ~~0.00~~Calculation ~~0.00~~) ~~0.00~~349 ~~0.00~~Beginning 30Scheduled ~~Days~~Collateral 0Loan 0Count 02,307 0Number 0Of ~~0.00~~Loans ~~0.00~~Paid ~~0.00~~In ~~0.00~~Full ~~0.00~~73 60Ending ~~Days~~Scheduled 0Collateral 0Loan 0Count 02,234 0Beginning ~~0.00~~Scheduled ~~0.00~~Collateral ~~0.00~~Balance 0651,412,661.0024 ~~0.00~~Ending 90Scheduled ~~Days~~Collateral 0Balance ~~0 0 0 0 0~~627,516,094.0064 ~~0.00~~Ending ~~0.00~~Actual ~~0.00~~Collateral ~~0.00~~Balance ~~120~~at ~~Days~~31-Oct-2004 ~~1 0 0 0 1 236~~627,~~619~~869,332.8243 ~~0.00~~Monthly ~~0.00~~P ~~0.00~~&I ~~236~~Constant 3,~~619~~118,377.8298 ~~150~~Special ~~Days~~Servicing 1Fee 0 ~~0 0 1 313,000~~.00 ~~0.00~~Prepayment ~~0.00~~Penalties 0.00 ~~313,000.00~~Realized ~~180~~Loss ~~Days~~Amount 0 ~~0 0 0 0 0~~.00 ~~0.00~~Cumulative ~~0.00~~Realized ~~0.00~~Loss 0.00 ~~Totals~~Scheduled 2Principal ~~0 0 0 2 549~~149,~~619~~602.~~82 0.~~00 ~~0.00~~Unscheduled ~~0.00~~Principal ~~549~~23,~~619~~746,964.~~82 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 0.353357% 0.000000% 0.000000% 0.000000% 0.353357% 0.437136% 0.000000% 0.000000% 0.000000% 0.437136% 150 Days 0.353357% 0.000000% 0.000000% 0.000000% 0.353357% 0.578242% 0.000000% 0.000000% 0.000000% 0.578242% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.706714% 0.000000% 0.000000% 0.000000% 0.706714% 1.015378% 0.000000% 0.000000% 0.000000% 1.015378%

~~DELINQUENT~~Group ~~BANKRUPTCY~~Level ~~FORECLOSURE~~Collateral ~~REO~~Statement ~~Total~~Group G5G1 30Y Jumbo A Arm NoG2 of30Y ~~Loans~~Jumbo NoA ofArm ~~Loans~~G3 No30Y ofJumbo ~~Loans~~A NoArm ofCollateral ~~Loans~~Description NoMixed ofARM ~~Loans~~Mixed ~~Principal~~ARM ~~Balance~~Mixed ~~Principal~~ARM ~~Balance~~Weighted ~~Principal~~Average ~~Balance~~Coupon ~~Principal~~Rate ~~Balance~~4.574806 ~~Principal~~4.995603 ~~Balance~~5.598441 ~~0-29~~Weighted ~~Days~~Average 0Net 0Rate ~~0 0 0~~4.00282078 04.00666401 05.00237689 ~~0.00~~Weighted 30Average ~~Days~~Maturity 1348 0349 0349 0Beginning 1Loan ~~207,000.00~~Count ~~0.00~~179 ~~0.00~~366 ~~0.00~~134 ~~207,000.00~~Loans 60Paid ~~Days~~In 0Full 07 011 03 0Ending ~~0.00~~Loan ~~0.00~~Count ~~0.00~~172 ~~0.00~~355 ~~0.00~~131 90Beginning ~~Days~~Scheduled 0Balance 086,205,899.69 0180,354,905.71 035,340,039.52 0Ending ~~0.00~~scheduled ~~0.00~~Balance 083,232,298.0021 0173,704,447.0073 034,578,081.0027 ~~120~~Record ~~Days~~Date 010/31/2004 010/31/2004 010/31/2004 0Principal 0And ~~0.00~~Interest ~~0.00~~Constant 0344,448.0052 0823,273.0095 0178,306.0001 ~~150~~Scheduled ~~Days~~Principal 015,802.46 072,456.03 013,431.73 0Unscheduled 0Principal 02,957,799.0002 06,578,001.0095 0748,526.0052 ~~0.00~~Scheduled ~~0.00~~Interest ~~180 Days 0 0 0 0 0 0~~328,646.0006 0750,817.0092 0164,874.0028 ~~0.00~~Servicing ~~0.00~~Fees ~~Totals 1 0 0 0 1 207~~21,~~000~~029.0006 049,477.0063 ~~0.00 0.00 207~~10,~~000~~624.0016 ~~0-29~~Master ~~Days~~Servicing ~~0.000000%~~Fees 0.~~000000%~~00 0.~~000000%~~00 0.~~000000%~~00 ~~0.000000%~~Trustee Fee 0.~~000000%~~00 0.~~000000%~~00 0.~~000000%~~00 30FRY ~~Days~~Amount 0.~~194175%~~00 0.~~000000%~~00 0.~~000000%~~00 ~~0.000000%~~Special ~~0.194175%~~Hazard ~~0.197630%~~Fee 0.~~000000%~~00 0.~~000000%~~00 0.~~000000%~~00 ~~0.197630%~~Other 60Fee ~~Days 0~~1,003.~~000000%~~42 03,656.~~000000%~~01 0481.~~000000%~~99 ~~0.000000%~~Pool ~~0.000000%~~Insurance ~~0.000000%~~Fee 0.~~000000%~~00 0.~~000000%~~00 0.~~000000%~~00 ~~0.000000%~~Spread 90Fee ~~Days~~1 0.~~000000%~~00 0.~~000000%~~00 0.~~000000%~~00 ~~0.000000%~~Spread ~~0.000000%~~Fee ~~0.000000%~~2 0.~~000000%~~00 0.~~000000%~~00 0.~~000000%~~00 ~~0.000000%~~Spread ~~120~~Fee ~~Days~~3 0.~~000000%~~00 0.~~000000%~~00 0.~~000000%~~00 ~~0.000000%~~Net ~~0.000000%~~Interest 0306,613.~~000000%~~58 0697,684.~~000000%~~28 0153,768.~~000000%~~13 ~~0.000000%~~Realized ~~0.000000%~~Loss ~~150~~Amount ~~Days~~ 0.~~000000%~~00 0.~~000000%~~00 0.~~000000%~~00 ~~0.000000%~~Cumulative ~~0.000000%~~Realized ~~0.000000%~~Loss 0.~~000000%~~00 0.~~000000%~~00 0.~~000000%~~00 ~~0.000000%~~Percentage ~~180~~of ~~Days~~Cumulative ~~0.000000%~~Losses 0.~~000000%~~0000 0.~~000000%~~0000 0.~~000000%~~0000 ~~0.000000%~~Prepayment ~~0.000000%~~Penalties 0.~~000000%~~00 0.~~000000%~~00 0.~~000000%~~00 ~~0.000000%~~Special ~~Totals~~Servicing ~~0.194175%~~Fee 0.~~000000%~~00 0.~~000000%~~00 0.~~000000%~~00 ~~0.194175%~~Pass-Through ~~0.197630%~~Rate 04.~~000000%~~268110 04.~~000000%~~642076 05.~~000000% 0.197630%~~221322

~~DELINQUENT~~Group ~~BANKRUPTCY~~Level ~~FORECLOSURE~~Collateral ~~REO~~Statement ~~Total~~Group G6G4 30Y ~~AltA~~Jumbo A Arm NoG5 of30Y ~~Loans~~Jumbo NoA ofArm ~~Loans~~G6 No30Y ofAltA ~~Loans~~Arm NoCollateral ofDescription ~~Loans~~Mixed NoARM ofMixed ~~Loans~~ARM ~~Principal~~Mixed ~~Balance~~ARM ~~Principal~~Weighted ~~Balance~~Average ~~Principal~~Coupon ~~Balance~~Rate ~~Principal~~4.655663 ~~Balance~~5.213769 ~~Principal~~6.617072 ~~Balance~~Weighted ~~0-29~~Average ~~Days~~Net 1Rate ~~0 0 1 217,983~~4.43314222 04.00857687 06.00353103 ~~217,983.43~~Weighted 30Average ~~Days~~Maturity 13349 0349 0349 0Beginning 13Loan ~~2,842,681.77~~Count ~~0.00~~272 ~~0.00~~500 ~~0.00~~856 ~~2,842,681.77~~Loans 60Paid ~~Days~~In 2Full ~~0 0 0~~ 2 ~~452,723.85~~14 ~~0.00~~36 ~~0.00~~Ending ~~0.00~~Loan ~~452,723.85~~Count 90270 ~~Days~~486 5820 0Beginning 0Scheduled 0Balance ~~5 2~~51,~~153~~467,~~567~~314.6205 0101,525,566.0002 ~~0.00 0.00 2~~196,~~153~~518,~~567~~936.6225 ~~120~~Ending ~~Days~~scheduled 0Balance ~~0 0 0 0 0~~51,129,986.0002 098,448,225.0033 0186,423,056.0008 ~~0.00~~Record ~~0.00~~Date ~~150~~10/31/2004 ~~Days~~10/31/2004 110/31/2004 0Principal 1And 1Interest 3Constant ~~698~~206,~~791~~704.2367 ~~0.00 70~~462,~~968~~103.7241 821,~~909.92 852~~103,~~669~~541.8742 ~~180~~Scheduled ~~Days~~Principal ~~2 0 0 0 2 615~~7,~~436~~025.5893 020,994.0040 019,891.0045 ~~0.00~~Unscheduled ~~615~~Principal 330,~~436~~302.5810 ~~Totals 23 1 1 1 26 6~~3,~~763~~056,~~201~~346.0529 ~~217~~10,~~983~~075,988.4372 70Scheduled Interest 199,~~968~~678.7274 82441,~~909~~109.9201 71,~~135~~083,~~063~~649.1297 ~~0-29~~Servicing ~~Days~~Fees 014,644.~~111111%~~22 030,126.~~000000%~~16 043,229.~~000000%~~07 ~~0.111111%~~Master ~~0.105011%~~Servicing Fees 0.~~000000%~~00 0.~~000000%~~00 0.~~105011%~~00 30Trustee ~~Days~~Fee ~~1.444444%~~ 0.~~000000%~~00 0.~~000000%~~00 0.~~000000%~~00 ~~1.444444%~~FRY ~~1.369425%~~Amount 0.~~000000%~~00 0.~~000000%~~00 0.~~000000%~~00 ~~1.369425%~~Special 60Hazard ~~Days~~Fee 0.~~222222%~~00 0.~~000000%~~00 0.~~000000%~~00 ~~0.000000%~~Other ~~0.222222%~~Fee 01,448.~~218094%~~62 02,182.~~000000%~~33 041,821.~~000000%~~82 ~~0.000000%~~Pool ~~0.218094%~~Insurance 90Fee ~~Days~~ 0.~~555556%~~00 0.~~000000%~~00 0.~~000000%~~00 ~~0.000000%~~Spread ~~0.555556%~~Fee 1~~.037454%~~ 0.~~000000%~~00 0.~~000000%~~00 0.~~000000%~~00 ~~1.037454%~~Spread ~~120~~Fee ~~Days~~2 0.~~000000%~~00 0.~~000000%~~00 0.~~000000%~~00 ~~0.000000%~~Spread Fee 3 0.~~000000%~~00 0.~~000000%~~00 0.~~000000%~~00 0Net Interest 183,585.~~000000%~~90 0408,800.~~000000%~~52 0998,599.~~000000%~~08 ~~150~~Realized ~~Days~~Loss ~~0.111111%~~Amount 0.~~000000%~~00 0.~~111111%~~00 0.~~111111%~~00 ~~0.333333%~~Cumulative ~~0.336634%~~Realized ~~0.000000%~~Loss 0.~~034188%~~00 0.~~039941%~~00 0.~~410763%~~00 ~~180~~Percentage ~~Days~~of ~~0.222222%~~Cumulative ~~0.000000%~~Losses 0.~~000000%~~0000 0.~~000000%~~0000 0.~~222222%~~0000 ~~0.296479%~~Prepayment ~~0.000000%~~Penalties 0.~~000000%~~00 0.~~000000%~~00 0.~~296479%~~00 ~~Totals~~Special ~~2.555556%~~Servicing Fee 0.~~111111%~~00 0.~~111111%~~00 0.~~111111%~~00 ~~2.888889%~~Pass-Through ~~3.258085%~~Rate 04.~~105011%~~280446 04.~~034188%~~831893 06.~~039941% 3.437225%~~097727

~~OTHER~~Group ~~INFORMATION~~Level ~~Current~~Collateral ~~Period~~Statement ~~Class~~Group ATotal ~~Insufficient~~Collateral ~~Funds~~Description 0Mixed ARM Weighted Average Coupon Rate 5.468931 Weighted Average Net Rate 5.157368 Weighted Average Maturity 349.00 Record Date 10/31/2004 Principal And Interest Constant 3,118,377.98 Beginning Loan Count 2,307 Loans Paid In Full 73 Ending Loan Count 2,234 Beginning Scheduled Balance of651,412,661.24 ~~Contaminated~~Ending ~~Properties~~Scheduled Balance 627,516,094.64 Scheduled Principal 149,602.00 Unscheduled Principal 23,746,964.60 Scheduled Interest 2,968,775.98 Servicing Fee 169,130.30 Master Servicing Fee 0.00 ~~Periodic~~Trustee ~~Advance~~Fee 490.00 Fry Amount 0.00 Special Hazard Fee 0.00 Other Fee 50,~~077~~594.8519 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 2,749,051.49 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 5.064166

CREDIT ENHANCEMENT Original $ Original % Current $ Current % Bankruptcy 178,343.00 0.02190800% 178,343.00 0.02641137% Fraud 11,001,803.29 1.35148305% 11,001,803.29 1.62929136% Special Hazard 5,795,080.00 0.71187897% 5,795,080.00 0.85821147% Limit of Subordinate's Exposure to Certain Types of Losses

COLLATERAL STATEMENT Collateral Description Mixed ARM Weighted Average Gross Coupon 5.505185% Weighted Average Net Coupon 5.194827% Weighted Average Pass-Through Rate 5.099509% Weighted Average Maturity(Stepdown Calculation ) 351 Beginning Scheduled Collateral Loan Count 2,475 Number Of Loans Paid In Full 84 Ending Scheduled Collateral Loan Count 2,391 Beginning Scheduled Collateral Balance 698,033,692.45 Ending Scheduled Collateral Balance 675,250,823.26 Ending Actual Collateral Balance at 31-Aug-2004 675,605,651.80 Monthly P &I Constant 3,623,168.64 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Scheduled Principal 420,831.35 Unscheduled Principal 22,362,037.84

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 4.581321 5.002203 5.610697 Weighted Average Net Rate 4.289358 4.672384 5.249641 Weighted Average Maturity 350 351 351 Beginning Loan Count 185 381 137 Loans Paid In Full 1 6 3 Ending Loan Count 184 375 134 Beginning Scheduled Balance 89,322,110.85 187,558,048.43 36,131,623.31 Ending scheduled Balance 88,801,995.68 184,822,929.35 35,368,499.28 Record Date 08/31/2004 08/31/2004 08/31/2004 Principal And Interest Constant 406,655.49 907,629.41 187,537.63 Scheduled Principal 65,644.41 125,793.20 18,601.29 Unscheduled Principal 454,470.76 2,609,325.88 744,522.74 Scheduled Interest 341,011.08 781,836.21 168,936.34 Servicing Fees 21,732.29 51,550.17 10,871.31 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 1,005.36 3,800.40 500.69 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 318,273.43 726,485.64 157,564.34 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 4.275852 4.648069 5.233012

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 4.677026 5.228725 6.619206 Weighted Average Net Rate 4.337397 4.872650 6.355225 Weighted Average Maturity 351 351 351 Beginning Loan Count 288 527 957 Loans Paid In Full 5 12 57 Ending Loan Count 283 515 900 Beginning Scheduled Balance 55,292,498.91 106,788,249.80 222,941,161.15 Ending scheduled Balance 54,117,643.58 104,716,410.27 207,423,345.10 Record Date 08/31/2004 08/31/2004 08/31/2004 Principal And Interest Constant 230,388.21 497,278.51 1,393,679.39 Scheduled Principal 14,884.52 31,973.17 163,934.76 Unscheduled Principal 1,159,970.81 2,039,866.36 15,353,881.29 Scheduled Interest 215,503.69 465,305.34 1,229,744.63 Servicing Fees 15,649.10 31,687.23 49,043.54 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 1,466.39 2,276.10 46,397.37 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 198,388.20 431,342.01 1,134,303.72 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 4.305572 4.847073 6.105488

Group Level Collateral Statement Group Total Collateral Description Mixed ARM Weighted Average Coupon Rate 5.505185 Weighted Average Net Rate 5.194827 Weighted Average Maturity 351.00 Record Date 08/31/2004 Principal And Interest Constant 3,623,168.64 Beginning Loan Count 2,475 Loans Paid In Full 84 Ending Loan Count 2,391 Beginning Scheduled Balance 698,033,692.45 Ending Scheduled Balance 675,250,823.26 Scheduled Principal 420,831.35 Unscheduled Principal 22,362,037.84 Scheduled Interest 3,202,337.29 Servicing Fee 180,533.64 Master Servicing Fee 0.00 Trustee Fee 0.00 Fry Amount 0.00 Special Hazard Fee 0.00 Other Fee 55,446.31 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 2,966,357.34 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 5.099509

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 Substitution Amount 0.00 Subsequent Losses 0.00 Subsequent Loss Recoveries 0.00 Group G5 30Y Jumbo A Arm 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 G6 30Y AltA Arm Excess Cash ~~728~~595,~~193~~367.7437 Grp 1 Excess Interest 1,~~488~~436.7076 Grp 2 Excess Interest 3,~~125~~005.9792 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 10.73023736% 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