8-K 1 csf04ar3_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-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 November 26, 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 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-AR3 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-AR3 Trust, relating to the November 26, 2004 distribution. EX-99.1

Credit Suisse First Boston Mortgage Securities Corp. Mortgage~~-Backed~~ Pass-Through Certificates Record Date: 810/31/2004 Distribution Date: 911/2726/2004 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.~~49686~~48756% 7771,~~745~~606,~~780~~344.7906 ~~226~~208,~~555~~109.2060 34,~~398~~900,~~126~~601.6821 AR 22541SEL8 RES 4.~~21046~~20654% 0.00 0.00 0.00 AR-L 22541SEM6 RES 4.~~21046~~20654% 0.00 0.00 0.00 2-A-1 22541SDS4 SEN 4.~~49927~~49020% ~~248~~237,~~226~~120,~~667~~155.02 ~~930~~887,~~699~~263.5139 18,~~473~~775,~~444~~478.4059 3-A-1 22541SDT2 SEN 3.~~64197~~62787% 6359,~~141~~781,~~578~~643.7657 ~~191~~180,~~632~~733.8421 1765,~~369,200~~606.4074 3-A-2 22541SDU9 SEN 2.06000% 4644,~~892~~397,~~647~~362.5520 8076,~~499~~215.0447 1568,~~016,848~~584.6957 4-A-1 22541SDV7 SEN 4.~~30368~~30422% 6459,~~061~~479,~~875~~924.4348 ~~229~~213,~~751~~345.2756 13,~~841~~448,~~859~~602.1993 5-A-1 22541SDW5 SEN 4.~~82483~~81687% ~~183~~175,~~819~~529,~~929~~631.4690 ~~739~~704,~~082~~586.6837 2,~~457~~788,~~823~~045.5266 6-A-1 22541SDX3 SEN 12.~~98500~~30250% 8578,~~701~~338,~~135~~069.9112 ~~155~~160,~~940~~331.3691 23,~~618~~441,~~473~~320.3167 6-A-2 22541SDY1 SEN 12.~~98500~~30250% ~~162~~149,~~169~~197,~~834~~976.0068 ~~295~~305,~~081~~358.53 67,~~473~~431,~~915~~268.5255 6-A-3 22541SDZ8 SEN 12.~~81500~~13250% 5751,~~862~~289,~~254~~350.5246 9697,~~268~~221.3381 3,~~280~~765,~~364~~460.9242 6-A-4 22541SEA2 SEN 2.~~09500~~41250% 24,310,000.00 4652,~~685~~131.3344 0.00 6-M-1 22541SEE4 MEZ 2.~~21500~~53250% 12,370,000.00 2527,~~116~~846.2524 0.00 6-M-2 22541SEF1 MEZ 23.~~96500~~28250% 6,180,000.00 1618,~~796~~031.7387 0.00 6-M-3 22541SEG9 MEZ 3.~~36500~~68250% 4,121,803.00 1213,~~714~~492.04 0.00 I-X 22541SEB0 SEN 0.71300% 0.00 4642,~~193~~546.9510 0.00 II-X 22541SEC8 SEN 0.19900% 0.00 4139,~~164~~322.2643 0.00 III-X 22541SED6 SEN 1.~~58196~~56787% 0.00 6158,~~818~~007.7763 0.00 CB-1 22541SEH7 SUB 4.~~46756~~45872% 18,~~209~~193,~~763~~363.6106 67,~~794~~599.3721 8,~~176~~355.5123 CB-2 22541SEJ3 SUB 4.~~46756~~45872% 9,~~309~~301,~~429~~045.8333 34,~~658~~558.7194 4,~~180~~271.1047 CB-3 22541SEK0 SUB 4.~~46756~~45872% 4,~~859~~854,~~262~~886.9547 18,~~090~~038.8880 2,~~181~~229.9059 CB-4 22541SDH8 SUB 4.~~46756~~45872% 4,~~451~~447,~~164~~155.6876 16,~~571~~523.5584 12,~~998~~042.6534 CB-5 22541SDJ4 SUB 4.~~46756~~45872% 3,~~236~~233,~~847~~932.8459 12,~~050~~015.6899 1,~~453~~485.4017 CB-6 22541SDK1 SUB 4.~~46756~~45872% 2,~~425~~423,~~436~~252.6822 9,~~029~~003.8283 1,~~089~~112.0687 6-X 22541SDL9 OC 0.00000% 2,061,409.02 1999,~~163,322~~382.1171 0.00 Totals 1,~~081~~018,~~156~~237,~~821~~304.0594 4,~~517~~241,~~518~~666.2192 2335,~~949~~904,~~136~~466.2501

Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses 1-A-1 0.00 7466,~~347~~705,~~654~~742.1186 35,~~624~~108,~~681~~710.8881 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 ~~246~~228,~~753~~344,~~222~~676.6243 29,~~404~~662,~~143~~741.9198 0.00 3-A-1 0.00 6159,~~772~~016,~~378~~036.3682 1946,~~560,833~~339.2495 0.00 3-A-2 0.00 4543,~~875~~828,~~798~~777.8663 1644,~~097,347~~800.7304 0.00 4-A-1 0.00 6256,~~220~~031,~~016~~321.2454 23,~~071~~661,~~610~~948.4649 0.00 5-A-1 0.00 ~~181~~172,~~362~~741,~~105~~586.9424 3,~~196~~492,~~906~~632.2003 0.00 6-A-1 0.00 8374,~~082~~896,~~662~~748.6045 23,~~774~~601,~~413~~652.6758 0.00 6-A-2 0.00 ~~155~~141,~~695~~766,~~918~~708.4813 67,~~768~~736,~~997~~627.0508 0.00 6-A-3 0.00 5447,~~581~~523,~~889~~890.6104 3,~~376~~862,~~633~~682.2523 0.00 6-A-4 0.00 24,310,000.00 4652,~~685~~131.3344 0.00 6-M-1 0.00 12,370,000.00 2527,~~116~~846.2524 0.00 6-M-2 0.00 6,180,000.00 1618,~~796~~031.7387 0.00 6-M-3 0.00 4,121,803.00 1213,~~714~~492.04 0.00 I-X 0.00 0.00 4642,~~193~~546.9510 0.00 II-X 0.00 0.00 4139,~~164~~322.2643 0.00 III-X 0.00 0.00 6158,~~818~~007.7763 0.00 CB-1 0.00 18,~~201~~185,~~587~~007.1082 75,~~970~~954.8844 0.00 CB-2 0.00 9,~~305~~296,~~249~~773.7486 38,~~838~~830.8141 0.00 CB-3 0.00 4,~~857~~852,~~081~~656.0588 20,~~272~~268.7839 0.00 CB-4 0.00 4,~~449~~445,~~166~~113.0342 18,~~570~~566.2018 0.00 CB-5 0.00 3,~~235~~232,~~394~~447.4442 13,~~504~~501.0816 0.00 CB-6 0.00 2,~~424~~422,~~347~~139.6235 10,~~118~~116.8870 0.00 6-X 0.00 2,061,409.02 1999,~~163,322~~382.1171 0.00 Totals 0.00 1982,~~057~~332,~~207,684~~838.8291 2840,~~466~~146,~~654~~132.4693 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 7771,~~745~~606,~~780~~344.7906 5856,~~563~~715.0170 34,~~339~~843,~~563~~885.6751 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 ~~248~~237,~~226~~120,~~667~~155.02 ~~114~~113,~~280~~447.6603 18,~~359~~662,~~163~~031.7456 0.00 0.00 3-A-1 70,288,000.00 6359,~~141~~781,~~578~~643.7657 54,~~469~~796.0663 1760,~~363,731~~810.3411 0.00 0.00 3-A-2 52,200,000.00 4644,~~892~~397,~~647~~362.5520 43,~~061~~562.6526 1565,~~012,787~~022.0431 0.00 0.00 4-A-1 68,175,000.00 6459,~~061~~479,~~875~~924.4348 3331,~~910~~630.8910 13,~~807~~416,~~948~~972.3083 0.00 0.00 5-A-1 199,256,000.00 ~~183~~175,~~819~~529,~~929~~631.4690 8984,~~085~~846.7654 2,~~368~~703,~~737~~199.7612 0.00 0.00 6-A-1 100,850,000.00 8578,~~701~~338,~~135~~069.9112 0.00 23,~~618~~441,~~473~~320.3167 0.00 0.00 6-A-2 191,650,000.00 ~~162~~149,~~169~~197,~~834~~976.0068 0.00 67,~~473~~431,~~915~~268.5255 0.00 0.00 6-A-3 72,800,000.00 5751,~~862~~289,~~254~~350.5246 0.00 3,~~280~~765,~~364~~460.9242 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,~~209~~193,~~763~~363.6106 8,~~176~~355.5123 0.00 0.00 0.00 CB-2 9,330,000.00 9,~~309~~301,~~429~~045.8333 4,~~180~~271.1047 0.00 0.00 0.00 CB-3 4,870,000.00 4,~~859~~854,~~262~~886.9547 2,~~181~~229.9059 0.00 0.00 0.00 CB-4 4,461,000.00 4,~~451~~447,~~164~~155.6876 12,~~998~~042.6534 0.00 0.00 0.00 CB-5 3,244,000.00 3,~~236~~233,~~847~~932.8459 1,~~453~~485.4017 0.00 0.00 0.00 CB-6 2,430,795.94 2,~~425~~423,~~436~~252.6822 1,~~089~~112.0687 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,~~081~~018,~~156~~237,~~821~~304.0594 ~~324~~314,~~450~~494.6593 2335,~~624~~589,~~685~~971.6008 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 34,~~398~~900,~~126~~601.6821 7466,~~347~~705,~~654~~742.1186 0.~~78778137~~70680833 34,~~398~~900,~~126~~601.6821 AR 0.00 0.00 0.00000000 0.00 AR-L 0.00 0.00 0.00000000 0.00 2-A-1 18,~~473~~775,~~444~~478.4059 ~~246~~228,~~753~~344,~~222~~676.6243 0.~~86826849~~80349300 18,~~473~~775,~~444~~478.4059 3-A-1 1765,~~369,200~~606.4074 6159,~~772~~016,~~378~~036.3682 0.~~87884672~~83963176 1765,~~369,200~~606.4074 3-A-2 1568,~~016,848~~584.6957 4543,~~875~~828,~~798~~777.8663 0.~~87884672~~83963176 1568,~~016,848~~584.6957 4-A-1 13,~~841~~448,~~859~~602.1993 6256,~~220~~031,~~016~~321.2454 0.~~91265150~~82187490 13,~~841~~448,~~859~~602.1993 5-A-1 2,~~457~~788,~~823~~045.5266 ~~181~~172,~~362~~741,~~105~~586.9424 0.~~91019646~~86693292 2,~~457~~788,~~823~~045.5266 6-A-1 23,~~618~~441,~~473~~320.3167 8374,~~082~~896,~~662~~748.6045 0.~~82382412~~74265492 23,~~618~~441,~~473~~320.3167 6-A-2 67,~~473~~431,~~915~~268.5255 ~~155~~141,~~695~~766,~~918~~708.4813 0.~~81239717~~73971671 67,~~473~~431,~~915~~268.5255 6-A-3 3,~~280~~765,~~364~~460.9242 5447,~~581~~523,~~889~~890.6104 0.~~74975123~~65280069 3,~~280~~765,~~364~~460.9242 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,~~176~~355.5123 18,~~201~~185,~~587~~007.1082 0.~~99734724~~99643878 8,~~176~~355.5123 CB-2 4,~~180~~271.1047 9,~~305~~296,~~249~~773.7486 0.~~99734724~~99643878 4,~~180~~271.1047 CB-3 2,~~181~~229.9059 4,~~857~~852,~~081~~656.0588 0.~~99734724~~99643878 2,~~181~~229.9059 CB-4 12,~~998~~042.6534 4,~~449~~445,~~166~~113.0342 0.~~99734724~~99643879 12,~~998~~042.6534 CB-5 1,~~453~~485.4017 3,~~235~~232,~~394~~447.4442 0.~~99734724~~99643879 1,~~453~~485.4017 CB-6 1,~~089~~112.0687 2,~~424~~422,~~347~~139.6235 0.~~99734724~~99643878 1,~~089~~112.0687 6-X 0.00 2,061,409.02 0.00000000 0.00 Totals 2335,~~949~~904,~~136~~466.2501 1982,~~057~~332,~~207,684~~838.8291 0.~~86418879~~80298416 2335,~~949~~904,~~136~~466.2501

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 ~~823~~758.~~78762387~~73467894 0.~~62052863~~60095469 3551.~~38573016~~32539533 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 ~~873~~834.~~45320743~~37191675 0.~~40212766~~39919431 430.~~78258820~~47971976 0.00000000 3-A-1 70,288,000.00 ~~898~~850.~~32658149~~52418009 0.~~07780930~~06824252 1910.~~40205071~~82418208 0.00000000 3-A-2 52,200,000.00 ~~898~~850.~~32658142~~52418008 0.~~07780939~~06824253 1910.~~40205057~~82418218 0.00000000 4-A-1 68,175,000.00 ~~939~~872.~~66813979~~45947165 0.~~49740946~~46395453 2650.~~51922699~~12061357 0.00000000 5-A-1 199,256,000.00 ~~922~~880.~~53146435~~92520125 0.~~44709198~~42581674 1113.~~88791183~~56646284 0.00000000 6-A-1 100,850,000.00 ~~849~~776.~~78815974~~77807754 0.00000000 2534.~~96403877~~12315984 0.00000000 6-A-2 191,650,000.00 ~~846~~778.~~17706235~~49192111 0.00000000 3338.~~77988792~~77520767 0.00000000 6-A-3 72,800,000.00 ~~794~~704.~~81118846~~52404478 0.00000000 4551.~~05995769~~72335742 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 ~~997~~996.~~79526630~~89660603 0.~~44802795~~45782082 0.00000000 0.00000000 CB-2 9,330,000.00 ~~997~~996.~~79526581~~89660557 0.~~44802787~~45782101 0.00000000 0.00000000 CB-3 4,870,000.00 ~~997~~996.~~79526694~~89660575 0.~~44802875~~45782136 0.00000000 0.00000000 CB-4 4,461,000.00 ~~997~~996.~~79526564~~89660614 0.~~44802735~~45782112 0.00000000 0.00000000 CB-5 3,244,000.00 ~~997~~996.~~79526510~~89660604 0.~~44802713~~45782059 0.00000000 0.00000000 CB-6 2,430,795.94 ~~997~~996.~~79526536~~89660499 0.~~44802609~~45782124 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 3651.~~00625879~~92635003 ~~787~~706.~~78136507~~80832902 0.~~78778137~~70680833 3651.~~00625879~~92635003 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 530.~~18471586~~87891407 ~~868~~803.~~26849157~~49300267 0.~~86826849~~80349300 530.~~18471586~~87891407 3-A-1 0.00000000 1910.~~47986000~~89242460 ~~878~~839.~~84672149~~63175535 0.~~87884672~~83963176 1910.~~47986000~~89242460 3-A-2 0.00000000 1910.~~47985996~~89242471 ~~878~~839.~~84672146~~63175536 0.~~87884672~~83963176 1910.~~47985996~~89242471 4-A-1 0.00000000 2750.~~01663645~~58456810 ~~912~~821.~~65150334~~87490341 0.~~91265150~~82187490 2750.~~01663645~~58456810 5-A-1 0.00000000 1213.~~33500381~~99227958 ~~910~~866.~~19646053~~93292167 0.~~91019646~~86693292 1213.~~33500381~~99227958 6-A-1 0.00000000 2534.~~96403877~~12315984 ~~823~~742.~~82412097~~65491770 0.~~82382412~~74265492 2534.~~96403877~~12315984 6-A-2 0.00000000 3338.~~77988792~~77520767 ~~812~~739.~~39717443~~71671344 0.~~81239717~~73971671 3338.~~77988792~~77520767 6-A-3 0.00000000 4551.~~05995769~~72335742 ~~749~~652.~~75123091~~80068736 0.~~74975123~~65280069 4551.~~05995769~~72335742 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.~~44802795~~45782082 ~~997~~996.~~34723836~~43878466 0.~~99734724~~99643878 0.~~44802795~~45782082 CB-2 0.00000000 0.~~44802787~~45782101 ~~997~~996.~~34723901~~43878457 0.~~99734724~~99643878 0.~~44802787~~45782101 CB-3 0.00000000 0.~~44802875~~45782136 ~~997~~996.~~34723819~~43878439 0.~~99734724~~99643878 0.~~44802875~~45782136 CB-4 0.00000000 0.~~44802735~~45782112 ~~997~~996.~~34723829~~43878503 0.~~99734724~~99643879 0.~~44802735~~45782112 CB-5 0.00000000 0.~~44802713~~45782059 ~~997~~996.~~34723798~~43878545 0.~~99734724~~99643879 0.~~44802713~~45782059 CB-6 0.00000000 0.~~44802609~~45782124 ~~997~~996.~~34723928~~43878375 0.~~99734724~~99643878 0.~~44802609~~45782124 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.~~49686~~48756% 7771,~~745~~606,~~780~~344.7906 ~~226~~208,~~555~~109.2060 0.00 0.00 AR 50.00 4.~~21046~~20654% 0.00 0.00 0.00 0.00 AR-L 50.00 4.~~21046~~20654% 0.00 0.00 0.00 0.00 2-A-1 284,190,000.00 4.~~49927~~49020% ~~248~~237,~~226~~120,~~667~~155.02 ~~930~~887,~~699~~263.5139 0.00 0.00 3-A-1 70,288,000.00 3.~~64197~~62787% 6359,~~141~~781,~~578~~643.7657 ~~191~~180,~~632~~733.8421 0.00 0.00 3-A-2 52,200,000.00 2.06000% 4644,~~892~~397,~~647~~362.5520 8076,~~499~~215.0447 0.00 0.00 4-A-1 68,175,000.00 4.~~30368~~30422% 6459,~~061~~479,~~875~~924.4348 ~~229~~213,~~751~~345.2756 0.00 0.00 5-A-1 199,256,000.00 4.~~82483~~81687% ~~183~~175,~~819~~529,~~929~~631.4690 ~~739~~704,~~082~~586.6837 0.00 0.00 6-A-1 100,850,000.00 12.~~98500~~30250% 8578,~~701~~338,~~135~~069.9112 ~~155~~160,~~940~~331.3691 0.00 0.00 6-A-2 191,650,000.00 12.~~98500~~30250% ~~162~~149,~~169~~197,~~834~~976.0068 ~~295~~305,~~081~~358.53 0.00 0.00 6-A-3 72,800,000.00 12.~~81500~~13250% 5751,~~862~~289,~~254~~350.5246 9697,~~268~~221.3381 0.00 0.00 6-A-4 24,310,000.00 2.~~09500~~41250% 24,310,000.00 4652,~~685~~131.3344 0.00 0.00 6-M-1 12,370,000.00 2.~~21500~~53250% 12,370,000.00 2527,~~116~~846.2524 0.00 0.00 6-M-2 6,180,000.00 23.~~96500~~28250% 6,180,000.00 1618,~~796~~031.7387 0.00 0.00 6-M-3 4,121,803.00 3.~~36500~~68250% 4,121,803.00 1213,~~714~~492.04 0.00 0.00 I-X 0.00 0.71300% 7771,~~745~~606,~~780~~344.7906 4642,~~193~~546.9510 0.00 0.00 II-X 0.00 0.19900% ~~248~~237,~~226~~120,~~667~~155.02 4139,~~164~~322.2643 0.00 0.00 III-X 0.00 1.~~58196~~56787% 4644,~~892~~397,~~647~~362.5520 6158,~~818~~007.7663 0.00 0.00 CB-1 18,250,000.00 4.~~46756~~45872% 18,~~209~~193,~~763~~363.6106 67,~~794~~599.3721 0.00 0.00 CB-2 9,330,000.00 4.~~46756~~45872% 9,~~309~~301,~~429~~045.8333 34,~~658~~558.7194 0.00 0.00 CB-3 4,870,000.00 4.~~46756~~45872% 4,~~859~~854,~~262~~886.9547 18,~~090~~038.8880 0.00 0.00 CB-4 4,461,000.00 4.~~46756~~45872% 4,~~451~~447,~~164~~155.6876 16,~~571~~523.5584 0.00 0.00 CB-5 3,244,000.00 4.~~46756~~45872% 3,~~236~~233,~~847~~932.8459 12,~~050~~015.6899 0.00 0.00 CB-6 2,430,795.94 4.~~46756~~45872% 2,~~425~~423,~~436~~252.6822 9,~~029~~003.8283 0.00 0.00 6-X 0.00 0.00000% ~~354~~327,~~776~~868,~~436~~608.4528 0.00 0.00 0.00 Totals 1,223,352,698.94 3,~~354~~242,~~196~~284.0921 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 ~~226~~208,~~555~~109.2060 0.00 7466,~~347~~705,~~654~~742.1186 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 ~~930~~887,~~699~~263.5139 0.00 ~~246~~228,~~753~~344,~~222~~676.6243 3-A-1 0.00 0.00 ~~191~~180,~~632~~733.8421 0.00 6159,~~772~~016,~~378~~036.3682 3-A-2 0.00 0.00 8076,~~499~~215.0447 0.00 4543,~~875~~828,~~798~~777.8663 4-A-1 0.00 0.00 ~~229~~213,~~751~~345.2756 0.00 6256,~~220~~031,~~016~~321.2454 5-A-1 0.00 0.00 ~~739~~704,~~082~~586.6837 0.00 ~~181~~172,~~362~~741,~~105~~586.9424 6-A-1 0.00 0.00 ~~155~~160,~~940~~331.3691 0.00 8374,~~082~~896,~~662~~748.6045 6-A-2 0.00 0.00 ~~295~~305,~~081~~358.53 0.00 ~~155~~141,~~695~~766,~~918~~708.4813 6-A-3 0.00 0.00 9697,~~268~~221.3381 0.00 5447,~~581~~523,~~889~~890.6104 6-A-4 0.00 0.00 4652,~~685~~131.3344 0.00 24,310,000.00 6-M-1 0.00 0.00 2527,~~116~~846.2524 0.00 12,370,000.00 6-M-2 0.00 0.00 1618,~~796~~031.7387 0.00 6,180,000.00 6-M-3 0.00 0.00 1213,~~714~~492.04 0.00 4,121,803.00 I-X 0.00 0.00 4642,~~193~~546.9510 0.00 7466,~~347~~705,~~654~~742.1186 II-X 0.00 0.00 4139,~~164~~322.2643 0.00 ~~246~~228,~~753~~344,~~222~~676.6243 III-X 0.00 0.00 6158,~~818~~007.7763 0.00 4543,~~875~~828,~~798~~777.8663 CB-1 0.00 0.00 67,~~794~~599.3721 0.00 18,~~201~~185,~~587~~007.1082 CB-2 0.00 0.00 34,~~658~~558.7194 0.00 9,~~305~~296,~~249~~773.7486 CB-3 0.00 0.00 18,~~090~~038.8880 0.00 4,~~857~~852,~~081~~656.0588 CB-4 0.00 0.00 16,~~571~~523.5584 0.00 4,~~449~~445,~~166~~113.0342 CB-5 0.00 0.00 12,~~050~~015.6899 0.00 3,~~235~~232,~~394~~447.4442 CB-6 0.00 0.00 9,~~029~~003.8283 0.00 2,~~424~~422,~~347~~139.6235 6-X 0.00 0.00 1999,~~163,322~~382.1171 0.00 ~~342~~313,~~403~~230,~~682~~558.7064 Totals 0.00 0.00 4,~~517~~241,~~518~~666.2192 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.~~49686~~48756% ~~823~~758.~~78762387~~73467894 2.~~40055946~~20511147 0.00000000 0.00000000 AR 50.00 4.~~21046~~20654% 0.00000000 0.00000000 0.00000000 0.00000000 AR-L 50.00 4.~~21046~~20654% 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 284,190,000.00 4.~~49927~~49020% ~~873~~834.~~45320743~~37191675 3.~~27491998~~12207815 0.00000000 0.00000000 3-A-1 70,288,000.00 3.~~64197~~62787% ~~898~~850.~~32658149~~52418009 2.~~72639483~~57132384 0.00000000 0.00000000 3-A-2 52,200,000.00 2.06000% ~~898~~850.~~32658142~~52418008 1.~~54212720~~46006648 0.00000000 0.00000000 4-A-1 68,175,000.00 4.~~30368~~30422% ~~939~~872.~~66813979~~45947165 3.~~37002230~~12938115 0.00000000 0.00000000 5-A-1 199,256,000.00 4.~~82483~~81687% ~~922~~880.~~53146435~~92520125 3.~~70921167~~53608609 0.00000000 0.00000000 6-A-1 100,850,000.00 12.~~98500~~30250% ~~849~~776.~~78815974~~77807754 1.~~54626039~~58980575 0.00000000 0.00000000 6-A-2 191,650,000.00 12.~~98500~~30250% ~~846~~778.~~17706235~~49192111 1.~~53968969~~59331349 0.00000000 0.00000000 6-A-3 72,800,000.00 12.~~81500~~13250% ~~794~~704.~~81118846~~52404478 1.~~32236717~~33546442 0.00000000 0.00000000 6-A-4 24,310,000.00 2.~~09500~~41250% 1000.00000000 12.~~92041670~~14444426 0.00000000 0.00000000 6-M-1 12,370,000.00 2.~~21500~~53250% 1000.00000000 2.~~03041633~~25111075 0.00000000 0.00000000 6-M-2 6,180,000.00 23.~~96500~~28250% 1000.00000000 2.~~71791748~~91777832 0.00000000 0.00000000 6-M-3 4,121,803.00 3.~~36500~~68250% 1000.00000000 3.~~08458216~~27333451 0.00000000 0.00000000 I-X 0.00 0.71300% ~~823~~758.~~78762387~~73467894 0.~~48946713~~45081483 0.00000000 0.00000000 II-X 0.00 0.19900% ~~873~~834.~~45320743~~37191675 0.~~14484767~~13836669 0.00000000 0.00000000 III-X 0.00 1.~~58196~~56787% ~~898~~850.~~32658142~~52418008 1.~~18426743~~11125728 0.00000000 0.00000000 CB-1 18,250,000.00 4.~~46756~~45872% ~~997~~996.~~79526630~~89660603 3.~~71476000~~70406630 0.00000000 0.00000000 CB-2 9,330,000.00 4.~~46756~~45872% ~~997~~996.~~79526581~~89660557 3.~~71475991~~70406645 0.00000000 0.00000000 CB-3 4,870,000.00 4.~~46756~~45872% ~~997~~996.~~79526694~~89660575 3.~~71475975~~70406571 0.00000000 0.00000000 CB-4 4,461,000.00 4.~~46756~~45872% ~~997~~996.~~79526564~~89660614 3.~~71476126~~70406635 0.00000000 0.00000000 CB-5 3,244,000.00 4.~~46756~~45872% ~~997~~996.~~79526510~~89660604 3.~~71475956~~70406597 0.00000000 0.00000000 CB-6 2,430,795.94 4.~~46756~~45872% ~~997~~996.~~79526536~~89660499 3.~~71475855~~70406658 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.~~40055946~~20511147 0.00000000 ~~787~~706.~~78136507~~80832902 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.~~27491998~~12207815 0.00000000 ~~868~~803.~~26849157~~49300267 3-A-1 0.00000000 0.00000000 2.~~72639483~~57132384 0.00000000 ~~878~~839.~~84672149~~63175535 3-A-2 0.00000000 0.00000000 1.~~54212720~~46006648 0.00000000 ~~878~~839.~~84672146~~63175536 4-A-1 0.00000000 0.00000000 3.~~37002230~~12938115 0.00000000 ~~912~~821.~~65150334~~87490341 5-A-1 0.00000000 0.00000000 3.~~70921167~~53608609 0.00000000 ~~910~~866.~~19646053~~93292167 6-A-1 0.00000000 0.00000000 1.~~54626039~~58980575 0.00000000 ~~823~~742.~~82412097~~65491770 6-A-2 0.00000000 0.00000000 1.~~53968969~~59331349 0.00000000 ~~812~~739.~~39717443~~71671344 6-A-3 0.00000000 0.00000000 1.~~32236717~~33546442 0.00000000 ~~749~~652.~~75123091~~80068736 6-A-4 0.00000000 0.00000000 12.~~92041670~~14444426 0.00000000 1000.00000000 6-M-1 0.00000000 0.00000000 2.~~03041633~~25111075 0.00000000 1000.00000000 6-M-2 0.00000000 0.00000000 2.~~71791748~~91777832 0.00000000 1000.00000000 6-M-3 0.00000000 0.00000000 3.~~08458216~~27333451 0.00000000 1000.00000000 I-X 0.00000000 0.00000000 0.~~48946713~~45081483 0.00000000 ~~787~~706.~~78136507~~80832902 II-X 0.00000000 0.00000000 0.~~14484767~~13836669 0.00000000 ~~868~~803.~~26849157~~49300267 III-X 0.00000000 0.00000000 1.~~18426762~~11125728 0.00000000 ~~878~~839.~~84672146~~63175536 CB-1 0.00000000 0.00000000 3.~~71476000~~70406630 0.00000000 ~~997~~996.~~34723836~~43878466 CB-2 0.00000000 0.00000000 3.~~71475991~~70406645 0.00000000 ~~997~~996.~~34723901~~43878457 CB-3 0.00000000 0.00000000 3.~~71475975~~70406571 0.00000000 ~~997~~996.~~34723819~~43878439 CB-4 0.00000000 0.00000000 3.~~71476126~~70406635 0.00000000 ~~997~~996.~~34723829~~43878503 CB-5 0.00000000 0.00000000 3.~~71475956~~70406597 0.00000000 ~~997~~996.~~34723798~~43878545 CB-6 0.00000000 0.00000000 3.~~71475855~~70406658 0.00000000 ~~997~~996.~~34723928~~43878375 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 2840,~~487~~428,~~578~~032.0056 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 5784,~~684~~969.7901 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 2840,~~545~~513,~~262~~001.7957 Withdrawals Reimbursement for Servicer Advances 6072,~~087~~310.5569 Payment of Service Fee 18294,~~520~~557.7193 Payment of Interest and Principal 2840,~~466~~146,~~654~~132.5357 Total Withdrawals (Pool Distribution Amount) 2840,~~545~~513,~~262~~001.7919 Ending Balance 0.0038

SERVICING FEES Gross Servicing Fee 0276,937.0070 External Master Servicing Fee 1312,~~453~~809.2380 PMI Fee 54,~~067~~810.4843 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 18294,~~520~~557.7193

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 1320 0 0 0 1320 25,~~486~~324,~~032~~572.7968 0.00 0.00 0.00 25,~~486~~324,~~032~~572.7968 60 Days 1012 01 0 0 1013 3,~~057~~337,~~115~~671.5209 0148,744.0004 0.00 0.00 3,~~057~~486,~~115~~415.5213 90 Days 83 0 01 0 84 1353,~~729,945~~987.3420 0.00 0264,000.00 0.00 1617,~~729,945~~987.3420 120 Days 94 0 10 0 104 21,~~396~~233,~~505~~772.3119 0.00 ~~379,887~~0.2700 0.00 21,~~776~~233,~~392~~772.5819 150 Days 09 0 01 0 010 01,959,008.0013 0.00 0170,146.0061 0.00 02,129,154.0074 180+ Days 0 0 06 01 07 0.00 0.00 01,800,782.0071 0379,887.0027 02,180,669.0098 Totals 4048 0 1 08 411 958 12,~~669~~209,~~598~~011.9629 0148,744.0004 2,234,929.32 379,887.27 ~~0.00 10~~14,~~049~~972,~~486~~571.2392 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.~~330957~~542888% 0.000000% 0.000000% 0.000000% 0.~~330957~~542888% 0.~~235046~~541770% 0.000000% 0.000000% 0.000000% 0.~~235046~~541770% 60 Days 0.~~254582~~325733% 0.~~000000~~027144% 0.000000% 0.000000% 0.~~254582~~352877% 0.~~289040~~339605% 0.~~000000~~015135% 0.000000% 0.000000% 0.~~289040~~354739% 90 Days 0.~~203666~~081433% 0.000000% 0.~~000000~~027144% 0.000000% 0.~~203666~~108578% 0.~~163561~~036018% 0.000000% 0.~~000000~~026862% 0.000000% 0.~~163561~~062880% 120 Days 0.~~229124~~108578% 0.000000% 0.~~025458~~000000% 0.000000% 0.~~254582~~108578% 0.~~226582~~125535% 0.000000% 0.~~035917~~000000% 0.000000% 0.~~262499~~125535% 150 Days 0.~~000000~~244300% 0.000000% 0.~~000000~~027144% 0.000000% 0.~~000000~~271444% 0.~~000000~~199327% 0.000000% 0.~~000000~~017312% 0.000000% 0.~~000000~~216639% 180+ Days 0.000000% 0.000000% 0.~~000000~~162866% 0.~~000000~~027144% 0.~~000000~~190011% 0.000000% 0.000000% 0.~~000000~~183228% 0.~~000000~~038653% 0.~~000000~~221881% Totals 1.~~018330~~302932% 0.~~000000~~027144% 0.~~025458~~217155% 0.~~000000~~027144% 1.~~043788~~574376% 01.~~914229~~242255% 0.~~000000~~015135% 0.~~035917~~227402% 0.~~000000~~038653% 01.~~950146~~523445%

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 2 0 0 0 2 955,159.90 0.00 0.00 0.00 955,159.90 60 Days 1 0 0 0 1 607,438.51 0.00 0.00 0.00 607,438.51 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 1,562,598.41 0.00 0.00 0.00 1,562,598.41 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.423729% 0.000000% 0.000000% 0.000000% 0.423729% 0.391237% 0.000000% 0.000000% 0.000000% 0.391237% 60 Days 0.211864% 0.000000% 0.000000% 0.000000% 0.211864% 0.248809% 0.000000% 0.000000% 0.000000% 0.248809% 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 0.635593% 0.000000% 0.000000% 0.000000% 0.635593% 0.640046% 0.000000% 0.000000% 0.000000% 0.640046% 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 1 1 0 0 2 76,000.00 148,744.04 0.00 0.00 224,744.04 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 1 1 0.00 0.00 0.00 379,887.27 379,887.27 Totals 1 1 0 1 3 76,000.00 148,744.04 0.00 379,887.27 604,631.31 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 0.247525% 0.247525% 0.000000% 0.000000% 0.495050% 0.069320% 0.135671% 0.000000% 0.000000% 0.204992% 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% 0.247525% 0.247525% 0.000000% 0.000000% 0.000000% 0.346500% 0.346500% Totals 0.247525% 0.247525% 0.000000% 0.247525% 0.742574% 0.069320% 0.135671% 0.000000% 0.346500% 0.551491% 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 1 0 0 0 1 136,548.30 0.00 0.00 0.00 136,548.30 120 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 1 136,548.30 0.00 0.00 0.00 136,548.30 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 0.303030% 0.000000% 0.000000% 0.000000% 0.303030% 0.228279% 0.000000% 0.000000% 0.000000% 0.228279% 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 0.303030% 0.000000% 0.000000% 0.000000% 0.303030% 0.228279% 0.000000% 0.000000% 0.000000% 0.228279% 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 1 0 0 0 1 193,562.69 0.00 0.00 0.00 193,562.69 60 Days 1 0 0 0 1 201,697.56 0.00 0.00 0.00 201,697.56 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 2 0 0 0 2 644,999.21 0.00 0.00 0.00 644,999.21 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 4 0 0 0 4 1,040,259.46 0.00 0.00 0.00 1,040,259.46 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.108460% 0.000000% 0.000000% 0.000000% 0.108460% 0.105307% 0.000000% 0.000000% 0.000000% 0.105307% 60 Days 0.108460% 0.000000% 0.000000% 0.000000% 0.108460% 0.109733% 0.000000% 0.000000% 0.000000% 0.109733% 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 0.216920% 0.000000% 0.000000% 0.000000% 0.216920% 0.350910% 0.000000% 0.000000% 0.000000% 0.350910% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.433839% 0.000000% 0.000000% 0.000000% 0.433839% 0.565951% 0.000000% 0.000000% 0.000000% 0.565951% 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 6 0 0 0 6 1,279,189.21 0.00 0.00 0.00 1,279,189.21 60 Days 1 0 0 0 1 60,596.49 0.00 0.00 0.00 60,596.49 90 Days 1 0 1 0 2 81,975.81 0.00 264,000.00 0.00 345,975.81 120 Days 1 0 0 0 1 139,287.99 0.00 0.00 0.00 139,287.99 150 Days 3 0 0 0 3 367,497.55 0.00 0.00 0.00 367,497.55 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 12 0 1 0 13 1,928,547.05 0.00 264,000.00 0.00 2,192,547.05 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.307190% 0.000000% 0.000000% 0.000000% 1.307190% 1.570377% 0.000000% 0.000000% 0.000000% 1.570377% 60 Days 0.217865% 0.000000% 0.000000% 0.000000% 0.217865% 0.074390% 0.000000% 0.000000% 0.000000% 0.074390% 90 Days 0.217865% 0.000000% 0.217865% 0.000000% 0.435730% 0.100636% 0.000000% 0.324096% 0.000000% 0.424732% 120 Days 0.217865% 0.000000% 0.000000% 0.000000% 0.217865% 0.170995% 0.000000% 0.000000% 0.000000% 0.170995% 150 Days 0.653595% 0.000000% 0.000000% 0.000000% 0.653595% 0.451153% 0.000000% 0.000000% 0.000000% 0.451153% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 2.614379% 0.000000% 0.217865% 0.000000% 2.832244% 2.367551% 0.000000% 0.324096% 0.000000% 2.691647% 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 11 0 0 0 11 2,896,660.88 0.00 0.00 0.00 2,896,660.88 60 Days 8 0 0 0 8 2,391,938.53 0.00 0.00 0.00 2,391,938.53 90 Days 1 0 0 0 1 135,463.09 0.00 0.00 0.00 135,463.09 120 Days 3 0 0 0 3 1,094,484.20 0.00 0.00 0.00 1,094,484.20 150 Days 4 0 1 0 5 946,511.37 0.00 170,146.61 0.00 1,116,657.98 180 Days 0 0 6 0 6 0.00 0.00 1,800,782.71 0.00 1,800,782.71 Totals 27 0 7 0 34 7,465,058.07 0.00 1,970,929.32 0.00 9,435,987.39 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.159115% 0.000000% 0.000000% 0.000000% 1.159115% 1.248547% 0.000000% 0.000000% 0.000000% 1.248547% 60 Days 0.842993% 0.000000% 0.000000% 0.000000% 0.842993% 1.030997% 0.000000% 0.000000% 0.000000% 1.030997% 90 Days 0.105374% 0.000000% 0.000000% 0.000000% 0.105374% 0.058389% 0.000000% 0.000000% 0.000000% 0.058389% 120 Days 0.316122% 0.000000% 0.000000% 0.000000% 0.316122% 0.471755% 0.000000% 0.000000% 0.000000% 0.471755% 150 Days 0.421496% 0.000000% 0.105374% 0.000000% 0.526870% 0.407975% 0.000000% 0.073338% 0.000000% 0.481313% 180 Days 0.000000% 0.000000% 0.632244% 0.000000% 0.632244% 0.000000% 0.000000% 0.776191% 0.000000% 0.776191% Totals 2.845100% 0.000000% 0.737619% 0.000000% 3.582719% 3.217663% 0.000000% 0.849529% 0.000000% 4.067192%

~~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 084,969.00 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%01

~~DELINQUENT~~CREDIT ~~BANKRUPTCY~~ENHANCEMENT ~~FORECLOSURE~~Original ~~REO~~$ ~~Total~~Original G3% ~~30Y~~Current ~~Jumbo~~$ ACurrent ~~Arm~~% NoBankruptcy 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 171285,~~149~~434.7775 0.0002333217% ~~0.00 0.00 171~~285,~~149~~434.7775 ~~60 Days~~ 0 ~~0 0 0 0 0~~.0002905683% ~~0.00~~Fraud ~~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 1 0 1 0.00 0.00 379~~16,~~887.27 0.00 379~~221,~~887~~417.2792 ~~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~~.7732598047% ~~0.00 379~~16,~~887.27 0.00 551~~221,~~037~~417.0492 ~~0-29 Days 0~~1.~~000000~~65131586% ~~0.000000%~~Special ~~0.000000%~~Hazard 08,110,708.~~000000%~~96 0.~~000000~~66299024% 08,110,708.~~000000%~~96 0.~~000000~~82565793% ~~0.000000%~~Limit 30of ~~Days~~Subordinate's ~~0.240385%~~Exposure ~~0.000000%~~to ~~0.000000%~~Certain ~~0.000000%~~Types ~~0.240385%~~of 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%Losses

~~DELINQUENT~~COLLATERAL ~~BANKRUPTCY~~STATEMENT ~~FORECLOSURE~~Collateral ~~REO~~Description ~~Total~~Mixed G4ARM ~~30Y~~Weighted ~~Jumbo~~Average AGross ~~Arm~~Coupon No5.345974% ofWeighted ~~Loans~~Average NoNet ofCoupon ~~Loans~~5.019601% NoWeighted ofAverage ~~Loans~~Pass-Through NoRate of4.998835% ~~Loans~~Weighted NoAverage ofMaturity(Stepdown ~~Loans~~Calculation ~~Principal~~) ~~Balance~~350 ~~Principal~~Beginning ~~Balance~~Scheduled ~~Principal~~Collateral ~~Balance~~Loan ~~Principal~~Count ~~Balance~~3,802 ~~Principal~~Number ~~Balance~~Of ~~0-29~~Loans ~~Days~~Paid 0In 0Full 0118 0Ending ~~0.00~~Scheduled ~~0.00~~Collateral ~~0.00~~Loan ~~0.00~~Count ~~30 Days~~ 3,684 0Beginning 0Scheduled 0Collateral 3Balance ~~384~~1,~~585.59 0.00 0.00 0.00 384~~018,~~585~~237,304.5995 60Ending ~~Days~~Scheduled 0Collateral 0Balance ~~0 0 0 0~~982,332,838.0093 ~~0.00~~Ending ~~0.00~~Actual ~~0.00~~Collateral ~~0.00~~Balance 90at ~~Days~~31-Oct-2004 ~~0 0 0 0 0 0~~982,810,283.0009 ~~0.00~~Monthly ~~0.00~~P ~~0.00~~&I ~~0.00~~Constant ~~120 Days 0 0 0 0 0 0~~5,081,927.0038 ~~0.00~~Special ~~0.00~~Servicing ~~0.00~~Fee 0.00 ~~150~~Prepayment ~~Days~~Penalties 0 ~~0 0 0 0 0~~.00 ~~0.00~~Realized ~~0.00~~Loss ~~0.00~~Amount 0.00 ~~180~~Cumulative ~~Days~~Realized 0Loss 0 ~~0 0 0 0~~.00 ~~0.00~~Scheduled ~~0.00~~Principal ~~0.00 0.00 Totals 3 0 0 0 3 384~~545,~~585~~702.5953 ~~0.00~~Unscheduled ~~0.00~~Principal ~~0.00 384~~35,~~585~~358,763.59 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%49

~~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~~4.625202 ~~Principal~~5.080688 ~~Balance~~3.998966 ~~0-29~~Weighted ~~Days~~Average 0Net 0Rate ~~0 0 0~~4.00251728 04.00735712 03.00629901 ~~0.00~~Weighted 30Average ~~Days~~Maturity 0350 0350 0350 0Beginning 0Loan ~~0.00~~Count ~~0.00~~158 ~~0.00~~488 ~~0.00~~406 ~~0.00~~Loans 60Paid ~~Days~~In 1Full 010 016 02 1Ending ~~308,750.00~~Loan ~~0.00~~Count ~~0.00~~148 ~~0.00~~472 ~~308,750.00~~404 90Beginning ~~Days~~Scheduled 1Balance ~~0 0 0 1 333~~76,~~700~~807,760.0025 0252,820,723.0037 ~~0.00 0.00 333~~110,~~700~~962,115.0067 ~~120~~Ending ~~Days~~scheduled 0Balance ~~0 0 0 0 0~~71,903,039.0027 0244,037,733.0005 0109,627,380.0011 ~~0.00~~Record ~~0.00~~Date ~~150~~10/31/2004 ~~Days~~10/31/2004 010/31/2004 0Principal 0And 0Interest 0Constant 0356,878.0028 01,191,378.0002 0378,681.0023 0Scheduled Principal 60,835.0047 0120,958.0076 ~~180~~8,903.14 ~~Days~~Unscheduled 0Principal 04,843,885.51 08,662,031.56 01,325,832.42 0Scheduled ~~0.00~~Interest 0296,042.0081 01,070,419.0026 0369,778.0009 ~~0.00~~Servicing ~~Totals~~Fees ~~2 0 0 0 2 642~~23,~~450~~904.0075 072,680.0088 ~~0.00 0.00 642~~34,~~450~~126.0089 ~~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.~~000000%~~00 0.~~000000%~~00 0.~~000000%~~00 ~~0.000000%~~Special ~~0.000000%~~Hazard ~~0.000000%~~Fee 0.~~000000%~~00 0.~~000000%~~00 0.~~000000%~~00 ~~0.000000%~~Other 60Fee ~~Days 0~~1,994.~~103520%~~84 05,586.~~000000%~~35 0188.~~000000%~~03 ~~0.000000%~~Pool ~~0.103520%~~Insurance ~~0.000000%~~Fee 0.~~000000%~~00 0.~~000000%~~00 0.~~000000%~~00 ~~0.000000%~~Spread 90Fee ~~Days~~1 0.~~103520%~~00 0.~~000000%~~00 0.~~000000%~~00 ~~0.000000%~~Spread ~~0.103520%~~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 0270,143.~~000000%~~22 0992,152.~~000000%~~03 0335,463.~~000000%~~17 ~~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 ~~0.207039%~~Fee 0.~~000000%~~00 0.~~000000%~~00 0.~~000000%~~00 ~~0.207039%~~Pass-Through ~~0.000000%~~Rate 04.~~000000%~~220561 04.~~000000%~~709196 03.~~000000% 0.000000%~~627867

~~DELINQUENT~~Group ~~BANKRUPTCY~~Level ~~FORECLOSURE~~Collateral ~~REO~~Statement ~~Total~~Group ~~G6-A~~G4 30Y ~~AltA~~Jumbo A Arm NoG5 of30Y ~~Loans~~Jumbo NoA ofArm ~~Loans~~G6-A 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~~4.711705 ~~Balance~~5.198792 ~~Principal~~6.359186 ~~Balance~~Weighted ~~0-29~~Average ~~Days~~Net 0Rate ~~0 0 0 0~~4.00339651 04.00840455 06.00103196 ~~0.00~~Weighted 30Average ~~Days~~Maturity 6350 0350 0350 0Beginning 6Loan ~~999,009.14~~Count ~~0.00~~347 ~~0.00~~938 ~~0.00~~475 ~~999,009.14~~Loans 60Paid ~~Days~~In 2Full 017 016 016 2Ending ~~304,333.93~~Loan ~~0.00~~Count ~~0.00~~330 ~~0.00~~922 ~~304,333.93~~459 90Beginning ~~Days~~Scheduled 3Balance ~~0 0 0 3 367~~63,~~497~~243,819.5543 0186,534,277.0095 ~~0.00 0.00 367~~84,~~497~~842,123.5563 ~~120~~Ending ~~Days~~scheduled 1Balance ~~0 0 0 1 277~~59,~~336~~793,214.1694 0183,740,912.0092 ~~0.00 0.00 277~~81,~~336~~400,802.1696 ~~150~~Record ~~Days~~Date 010/31/2004 010/31/2004 010/31/2004 0Principal 0And ~~0.00~~Interest ~~0.00~~Constant 0281,953.0049 0898,293.0032 0513,976.0045 ~~180~~Scheduled ~~Days~~Principal ~~0 0 0 0 0 0~~33,631.0066 090,165.0091 064,370.0077 ~~0.00~~Unscheduled 0Principal 3,416,972.0083 ~~Totals~~ 2,703,199.12 03,376,949.90 0Scheduled 0Interest 12248,321.83 1808,~~948,176~~127.7841 0449,605.0068 0Servicing Fees 19,608.0042 055,701.0081 118,~~948,176~~098.7890 ~~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 ~~1.209677%~~ 0.~~000000%~~00 0.~~000000%~~00 0.~~000000%~~00 ~~1.209677%~~Special ~~0.000000%~~Hazard ~~0.000000%~~Fee 0.~~000000%~~00 0.~~000000%~~00 0.~~000000%~~00 60Other ~~Days~~Fee 01,867.~~403226%~~32 03,665.~~000000%~~92 01,622.~~000000%~~69 ~~0.000000%~~Pool ~~0.403226%~~Insurance ~~0.000000%~~Fee 0.~~000000%~~00 0.~~000000%~~00 0.~~000000%~~00 ~~0.000000%~~Spread 90Fee ~~Days~~1 0.~~604839%~~00 0.~~000000%~~00 0.~~000000%~~00 ~~0.000000%~~Spread ~~0.604839%~~Fee ~~0.000000%~~2 0.~~000000%~~00 0.~~000000%~~00 0.~~000000%~~00 ~~0.000000%~~Spread ~~120~~Fee ~~Days~~3 0.~~201613%~~00 0.~~000000%~~00 0.~~000000%~~00 ~~0.000000%~~Net ~~0.201613%~~Interest 0226,846.~~000000%~~09 0748,759.~~000000%~~68 0429,884.~~000000%~~09 ~~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 ~~2.419355%~~Fee 0.~~000000%~~00 0.~~000000%~~00 0.~~000000%~~00 ~~2.419355%~~Pass-Through ~~0.000000%~~Rate 04.~~000000%~~304220 04.~~000000%~~816871 06.~~000000% 0.000000%~~080246

~~DELINQUENT~~Group ~~BANKRUPTCY~~Level ~~FORECLOSURE~~Collateral ~~REO~~Statement ~~Total~~Group G6-B 30Y AltA Arm NoTotal ofCollateral ~~Loans~~Description NoMixed ofARM ~~Loans~~Mixed NoARM ofWeighted ~~Loans~~Average NoCoupon ofRate ~~Loans~~6.389080 No5.345974 ofWeighted ~~Loans~~Average ~~Principal~~Net ~~Balance~~Rate ~~Principal~~6.128289 ~~Balance~~5.019601 ~~Principal~~Weighted ~~Balance~~Average ~~Principal~~Maturity ~~Balance Principal Balance 0-29 Days 0 0 0 0 0~~350.00 0350.00 ~~0.00~~Record ~~0.00~~Date 3010/31/2004 ~~Days~~10/31/2004 3Principal 0And 0Interest 0Constant ~~3 931~~1,~~288~~460,766.2959 ~~0.00 0.00 0.00 931~~5,~~288~~081,927.2938 60Beginning ~~Days~~Loan 7Count 0990 03,802 0Loans 7Paid ~~2,444,031.59~~In ~~0.00~~Full ~~0.00~~41 ~~0.00~~118 ~~2,444,031.59~~Ending 90Loan ~~Days~~Count 4949 03,684 0Beginning 0Scheduled 4Balance 1243,~~028~~026,~~747~~484.7965 ~~0.00 0.00 0.00~~ 1,~~028~~018,~~747~~237,304.7995 ~~120~~Ending ~~Days~~Scheduled 8Balance ~~0 0 0 8 2~~231,~~119~~829,~~169~~755.1568 ~~0.00 0.00 0.00 2~~982,~~119~~332,~~169~~838.1593 ~~150~~Scheduled ~~Days~~Principal ~~0 0 0 0 0 0~~166,836.0082 0545,702.0053 ~~0.00~~Unscheduled ~~0.00~~Principal 011,029,892.0015 ~~180 Days 0 0 0 0 0 0~~35,358,763.0049 ~~0.00~~Scheduled ~~0.00~~Interest ~~0.00 0.00 Totals 22 0 0 0 22 6~~1,~~523~~293,~~236~~929.8277 ~~0.00 0.00 0.00 6~~4,~~523~~536,~~236~~224.8285 ~~0-29~~Servicing ~~Days~~Fee 052,816.~~000000%~~05 0276,937.~~000000%~~70 ~~0.000000%~~Master ~~0.000000%~~Servicing ~~0.000000%~~Fee 0.~~000000%~~00 0.~~000000%~~00 ~~0.000000%~~Trustee 30Fee ~~Days~~ 0.~~293830%~~00 0.~~000000%~~00 ~~0.000000%~~Fry ~~0.000000%~~Amount 0.~~293830%~~00 0.~~000000%~~00 ~~0.000000%~~Special ~~0.000000%~~Hazard ~~0.000000%~~Fee 0.~~000000%~~00 ~~60 Days~~ 0.~~685602%~~00 ~~0.000000%~~Other ~~0.000000%~~Fee 02,695.~~000000%~~08 017,620.~~685602%~~23 ~~0.000000%~~Pool ~~0.000000%~~Insurance ~~0.000000%~~Fee 0.~~000000%~~00 0.~~000000%~~00 90Spread ~~Days~~1 0.~~391773%~~00 0.~~000000%~~00 ~~0.000000%~~Spread ~~0.000000%~~2 0.~~391773%~~00 0.~~000000%~~00 ~~0.000000%~~Spread ~~0.000000%~~3 0.~~000000%~~00 0.~~000000%~~00 ~~120~~Net ~~Days~~Interest 01,238,418.~~783546%~~64 04,241,666.~~000000%~~92 ~~0.000000%~~Realized ~~0.000000%~~Loss ~~0.783546%~~Amount 0.~~000000%~~00 0.~~000000%~~00 ~~0.000000%~~Cumulative ~~0.000000%~~Realized ~~0.000000%~~Loss ~~150 Days~~ 0.~~000000%~~00 0.~~000000%~~00 ~~0.000000%~~Percentage ~~0.000000%~~of ~~0.000000%~~Cumulative ~~0.000000%~~Losses 0.~~000000%~~0000 0.~~000000%~~0000 ~~0.000000%~~Prepayment ~~0.000000%~~Penalties ~~180 Days~~ 0.~~000000%~~00 0.~~000000%~~00 ~~0.000000%~~Special ~~0.000000%~~Servicing ~~0.000000%~~Fee 0.~~000000%~~00 0.~~000000%~~00 ~~0.000000%~~Pass-Through ~~0.000000%~~Rate 06.~~000000%~~114981 ~~Totals 2~~4.~~154750% 0.000000% 0.000000% 0.000000% 2.154750% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%~~998835

OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 57,684.79

CREDIT ENHANCEMENT Original $ Original % Current $ Current % Bankruptcy 285,434.75 0.02333217% 285,434.75 0.02699893% Fraud 16,221,417.92 1.32598047% 16,221,417.92 1.53436436% Special Hazard 8,110,708.96 0.66299024% 8,110,708.96 0.76718218% Limit of Subordinate's Exposure to Certain Types of Losses

COLLATERAL STATEMENT Collateral Description Mixed ARM Weighted Average Gross Coupon 0.000000% Weighted Average Net Coupon 5.034650% Weighted Average Pass-Through Rate 0.000000% Weighted Average Maturity(Stepdown Calculation ) 352 Beginning Scheduled Collateral Loan Count 4,016 Number Of Loans Paid In Full 88 Ending Scheduled Collateral Loan Count 3,928 Beginning Scheduled Collateral Balance 1,081,156,821.06 Ending Scheduled Collateral Balance 1,057,207,684.81 Ending Actual Collateral Balance at 31-Aug-2004 1,057,678,507.15 Monthly P &I Constant 5,400,261.94 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Scheduled Principal 570,423.49 Unscheduled Principal 23,378,712.76

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 4.633531 5.089860 4.012928 Weighted Average Net Rate 4.260581 4.744573 3.644152 Weighted Average Maturity 352 352 352 Beginning Loan Count 168 509 425 Loans Paid In Full 5 3 9 Ending Loan Count 163 506 416 Beginning Scheduled Balance 82,955,124.40 263,941,752.39 116,818,476.25 Ending scheduled Balance 79,553,073.71 262,461,072.95 114,431,839.54 Record Date 08/31/2004 08/31/2004 08/31/2004 Principal And Interest Constant 382,799.66 1,241,037.75 400,771.73 Scheduled Principal 62,487.02 121,515.70 10,118.33 Unscheduled Principal 3,339,563.67 1,359,163.74 2,376,518.38 Scheduled Interest 320,312.64 1,119,522.05 390,653.40 Servicing Fees 25,781.81 75,946.33 35,899.86 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 0.00 0.00 0.00 FRY Amount 0.00 0.00 0.00 Special Hazard Fee 0.00 0.00 0.00 Other Fee 2,123.59 5,784.81 212.88 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 292,407.24 1,037,790.91 354,540.66 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

Group Level Collateral Statement Group G4 30Y Jumbo A Arm G5 30Y Jumbo A Arm G6-A 30Y AltA Arm Collateral Description Mixed ARM Mixed ARM Mixed ARM Weighted Average Coupon Rate 4.711538 5.206589 6.377378 Weighted Average Net Rate 4.339745 4.848235 6.121857 Weighted Average Maturity 352 352 352 Beginning Loan Count 371 978 509 Loans Paid In Full 11 12 13 Ending Loan Count 360 966 496 Beginning Scheduled Balance 67,829,780.75 194,835,250.82 92,205,190.42 Ending scheduled Balance 65,985,927.03 192,372,088.88 89,586,717.11 Record Date 08/31/2004 08/31/2004 08/31/2004 Principal And Interest Constant 302,224.27 939,780.13 558,543.89 Scheduled Principal 35,905.42 94,424.18 68,521.08 Unscheduled Principal 1,807,948.30 2,368,737.76 2,549,952.23 Scheduled Interest 266,318.85 845,355.95 490,022.81 Servicing Fees 21,015.57 58,183.43 19,633.63 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 0.00 0.00 0.00 FRY Amount 0.00 0.00 0.00 Special Hazard Fee 0.00 0.00 0.00 Other Fee 2,038.74 3,800.67 1,626.17 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 243,264.54 783,371.85 468,763.01 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

Group Level Collateral Statement Group G6-B 30Y AltA Arm Total Collateral Description Mixed ARM Mixed ARM Weighted Average Coupon Rate 6.387536 0.000000 Weighted Average Net Rate 6.125487 5.034650 Weighted Average Maturity 352.00 352.00 Record Date 08/31/2004 08/31/2004 Principal And Interest Constant 1,575,104.51 5,400,261.94 Beginning Loan Count 1,056 4,016 Loans Paid In Full 35 88 Ending Loan Count 1,021 3,928 Beginning Scheduled Balance 262,571,246.03 1,081,156,821.06 Ending Scheduled Balance 252,816,965.59 1,057,207,684.81 Scheduled Principal 177,451.76 570,423.49 Unscheduled Principal 9,576,828.68 23,378,712.76 Scheduled Interest 1,397,652.75 4,829,838.45 Servicing Fee 57,338.89 293,799.52 Master Servicing Fee 0.00 0.00 Trustee Fee 0.00 0.00 Fry Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 2,933.85 18,520.71 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest 1,337,380.01 4,517,518.22 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 Prepayment Penalties 0.00 0.00 Special Servicing Fee 0.00 0.00

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 1999,~~163,322~~382.1171 Grp 1 Excess Interest 1,~~382~~280.5913 Grp 2 Excess Interest 4,~~399~~213.0368 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 0.~~007681~~017109% Trigger Event - 3 mo Delinq Rate > 5.25% NO

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