8-K 1 csf04ar2_dec.txt DECEMBER 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): December 27, 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 December 27, 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 December 27, 2004 distribution. Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized. CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORPORATION Mortgage-Backed P/T Certificates, Series 2004-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: 1/4/2005 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 December 27, 2004 distribution. EX-99.1

Credit Suisse First Boston Mortgage Securities Corp. Mortgage ~~Pass~~-~~Through~~Backed P/T Certificates Record Date: 1011/3130/2004 Distribution Date: 1112/2627/2004 ~~CSF~~Credit Suisse First Boston Mortgage Securities Corp. Mortgage-Backed P/T Certificates 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.~~24811~~24301% 8178,~~830~~857,~~759~~959.2376 ~~289~~278,~~688~~829.4362 2,~~972~~171,~~799~~736.4758 AR 22541Q7P1 RES 4.~~27271~~27310% 0.00 0.00 0.00 AR-L 22541Q7Q9 RES 4.~~27271~~27310% 0.00 0.00 0.00 II-A-1 22541Q6Z0 SEN 4.~~62208~~61642% ~~171~~164,~~533~~886,~~642~~728.9887 ~~660~~634,~~701~~321.1978 65,~~646~~196,~~914~~788.1160 III-A-1 22541Q7A4 SEN 5.~~22132~~21769% 3332,~~725~~964,~~488~~143.5393 ~~146~~143,~~729~~330.3446 ~~761~~1,~~344~~165,922.6176 IV-A-1 22541Q7B2 SEN 4.~~28045~~28151% 4948,~~047~~710,~~498~~500.2657 ~~174~~173,~~954~~795.3236 ~~336~~2,~~997~~169,463.6923 V-A-1 22541Q7C0 SEN 4.~~83189~~83084% 9693,~~839~~763,~~685~~313.0535 ~~389~~377,~~932~~463.2635 32,~~076~~821,~~371~~447.7058 VI-A-1 22541Q7D8 SEN 2.~~33250~~58000% 8076,~~998~~472,~~675~~831.6660 ~~167~~169,~~937~~897.2514 45,~~525~~638,~~844~~483.0650 VI-A-2 22541Q7E6 SEN 2.~~17250~~42000% 4036,~~430~~970,~~576~~173.9605 7877,~~075~~041.9473 34,~~460~~311,~~403~~114.9115 VI-A-3 22541Q7F3 SEN 2.~~43250~~68000% 21,500,000.00 4649,~~487~~617.7822 0.00 VI-A-4 22541Q7G1 SEN 2.~~26250~~51000% 3735,~~755~~646,~~921~~289.9271 7577,~~931~~045.3549 2,~~109~~628,~~632~~266.2196 VI-M-1 22541Q7H9 MEZ 2.~~58250~~83000% 7,914,000.00 1819,~~167~~285.0398 0.00 VI-M-2 22541Q7J5 MEZ 3.~~43250~~68000% 3,962,000.00 12,~~088~~555.5014 0.00 VI-M-3 22541Q7K2 MEZ 34.~~83250~~08000% 2,637,942.00 89,~~986~~267.5997 0.00 C-B-1 22541Q7L0 SUB 4.~~59871~~59503% 8,~~766~~763,~~036~~533.9963 33,~~593~~557.4722 2,~~503~~679.3639 C-B-2 22541Q7M8 SUB 4.~~59871~~59503% 4,~~931~~929,~~331~~923.5730 18,~~898~~877.0060 1,~~408~~507.2629 C-B-3 22541Q7N6 SUB 4.~~59871~~59503% 3,013,~~978~~118.8614 11,~~550~~537.2680 ~~860~~921.7224 C-B-4 22541Q7R7 SUB 4.~~59871~~59503% 1,~~917~~916,~~352~~805.7116 7,~~347~~339.7481 ~~547~~586.5505 C-B-5 22541Q7S5 SUB 4.~~59871~~59503% 2,~~191~~190,~~260~~634.2447 8,~~397~~388.4135 ~~625~~669.77 C-B-6 22541Q7T3 SUB 4.~~59871~~59503% 1,096,~~690~~377.5738 4,~~202~~198.7724 ~~313~~335.1921 VI-X 22541Q7U0 OC 0.00000% 1,319,819.71 ~~595~~535,~~367~~816.3235 0.00 Totals ~~651~~627,~~412~~516,~~661~~094.2463 2,~~749~~642,~~036~~166.9561 2326,~~896~~109,~~566~~922.6131

Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses I-A-1 0.00 7876,~~857~~686,~~959~~223.7619 32,~~262~~450,~~487~~566.9020 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 ~~164~~159,~~886~~689,~~728~~940.8727 75,~~307~~831,~~615~~110.3038 0.00 III-A-1 0.00 3231,~~964~~798,~~143~~221.9316 ~~908~~1,~~073~~309,253.9522 0.00 IV-A-1 0.00 4846,~~710~~541,~~500~~037.5734 ~~511~~2,~~952~~343,258.0159 0.00 V-A-1 0.00 9390,~~763~~941,~~313~~865.3577 3,~~466~~198,~~303~~910.9693 0.00 VI-A-1 0.00 7670,~~472~~834,~~831~~348.6010 45,~~693~~808,~~781~~380.3164 0.00 VI-A-2 0.00 3632,~~970~~659,~~173~~058.0591 34,~~538~~388,~~479~~155.8588 0.00 VI-A-3 0.00 21,500,000.00 4649,~~487~~617.7822 0.00 VI-A-4 0.00 3533,~~646~~018,~~289~~022.7175 2,~~185~~705,~~563~~312.5645 0.00 VI-M-1 0.00 7,914,000.00 1819,~~167~~285.0398 0.00 VI-M-2 0.00 3,962,000.00 12,~~088~~555.5014 0.00 VI-M-3 0.00 2,637,942.00 89,~~986~~267.5997 0.00 C-B-1 0.00 8,~~763~~760,~~533~~854.6324 36,~~096~~236.8361 0.00 C-B-2 0.00 4,~~929~~928,~~923~~416.3001 20,~~306~~384.2689 0.00 C-B-3 0.00 3,~~013~~012,~~118~~196.1490 12,~~410~~459.9804 0.00 C-B-4 0.00 1,916,~~805~~219.1611 7,~~895~~925.2986 0.00 C-B-5 0.00 2,~~190~~189,~~634~~964.4770 9,~~023~~058.1812 0.00 C-B-6 0.00 1,096,~~377~~042.3817 4,~~515~~533.9645 0.00 VI-X 0.00 1,319,819.71 ~~595~~535,~~367~~816.3235 0.00 Totals 0.00 ~~627~~601,~~516~~406,~~094~~172.6333 2628,~~645~~752,~~603~~088.5692 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 8178,~~830~~857,~~759~~959.2376 1517,~~000~~360.4579 2,~~957~~154,~~799~~375.0279 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 ~~171~~164,~~533~~886,~~642~~728.9887 6870,~~912~~298.1662 65,~~578~~126,~~001~~489.9598 0.00 0.00 III-A-1 38,901,000.00 3332,~~725~~964,~~488~~143.5393 1213,~~818~~295.0957 ~~748~~1,~~526~~152,627.5219 0.00 0.00 IV-A-1 58,186,000.00 4948,~~047~~710,~~498~~500.2657 6,~~695~~712.5971 ~~330~~2,~~302~~162,750.1052 0.00 0.00 V-A-1 112,708,000.00 9693,~~839~~763,~~685~~313.0535 2019,~~025~~856.4197 32,~~056~~801,~~346~~590.2961 0.00 0.00 VI-A-1 111,825,000.00 8076,~~998~~472,~~675~~831.6660 0.00 45,~~525~~638,~~844~~483.0650 0.00 0.00 VI-A-2 64,000,000.00 4036,~~430~~970,~~576~~173.9605 0.00 34,~~460~~311,~~403~~114.9115 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 3735,~~755~~646,~~921~~289.9271 0.00 2,~~109~~628,~~632~~266.2196 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,~~766~~763,~~036~~533.9963 2,~~503~~679.3639 0.00 0.00 0.00 C-B-2 4,951,000.00 4,~~931~~929,~~331~~923.5730 1,~~408~~507.2629 0.00 0.00 0.00 C-B-3 3,026,000.00 3,013,~~978~~118.8614 ~~860~~921.7224 0.00 0.00 0.00 C-B-4 1,925,000.00 1,~~917~~916,~~352~~805.7116 ~~547~~586.5505 0.00 0.00 0.00 C-B-5 2,200,000.00 2,~~191~~190,~~260~~634.2447 ~~625~~669.77 0.00 0.00 0.00 C-B-6 1,101,064.68 1,096,~~690~~377.5738 ~~313~~335.1921 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 ~~651~~627,~~412~~516,~~661~~094.2463 ~~129~~134,~~710~~223.5561 2325,~~766~~975,~~856~~698.0670 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 2,~~972~~171,~~799~~736.4758 7876,~~857~~686,~~959~~223.7619 0.~~74722800~~72664945 2,~~972~~171,~~799~~736.4758 AR 0.00 0.00 0.00000000 0.00 AR-L 0.00 0.00 0.00000000 0.00 II-A-1 65,~~646~~196,~~914~~788.1160 ~~164~~159,~~886~~689,~~728~~940.8727 0.~~77500025~~75057432 65,~~646~~196,~~914~~788.1160 III-A-1 ~~761~~1,~~344~~165,922.6176 3231,~~964~~798,~~143~~221.9316 0.~~84738552~~81741398 ~~761~~1,~~344~~165,922.6176 IV-A-1 ~~336~~2,~~997~~169,463.6923 4846,~~710~~541,~~500~~037.5734 0.~~83715156~~79986659 ~~336~~2,~~997~~169,463.6923 V-A-1 32,~~076~~821,~~371~~447.7058 9390,~~763~~941,~~313~~865.3577 0.~~83191356~~80688031 32,~~076~~821,~~371~~447.7058 VI-A-1 45,~~525~~638,~~844~~483.0650 7670,~~472~~834,~~831~~348.6010 0.~~68386167~~63343929 45,~~525~~638,~~844~~483.0650 VI-A-2 34,~~460~~311,~~403~~114.9115 3632,~~970~~659,~~173~~058.0591 0.~~57765895~~51029780 34,~~460~~311,~~403~~114.9115 VI-A-3 0.00 21,500,000.00 1.00000000 0.00 VI-A-4 2,~~109~~628,~~632~~266.2196 3533,~~646~~018,~~289~~022.7175 0.~~68386167~~63343929 2,~~109~~628,~~632~~266.2196 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 2,~~503~~679.3639 8,~~763~~760,~~533~~854.6324 0.~~99574294~~99543850 2,~~503~~679.3639 C-B-2 1,~~408~~507.2629 4,~~929~~928,~~923~~416.3001 0.~~99574294~~99543850 1,~~408~~507.2629 C-B-3 ~~860~~921.7224 3,~~013~~012,~~118~~196.1490 0.~~99574294~~99543850 ~~860~~921.7224 C-B-4 ~~547~~586.5505 1,916,~~805~~219.1611 0.~~99574294~~99543850 ~~547~~586.5505 C-B-5 ~~625~~669.77 2,~~190~~189,~~634~~964.4770 0.~~99574294~~99543850 ~~625~~669.77 C-B-6 ~~313~~335.1921 1,096,~~377~~042.3817 0.~~99574294~~99543850 ~~313~~335.1921 VI-X 0.00 1,319,819.71 0.00000000 0.00 Totals 2326,~~896~~109,~~566~~922.6131 ~~627~~601,~~516~~406,~~094~~172.6333 0.~~77085305~~73877911 2326,~~896~~109,~~566~~922.6131

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 ~~775~~747.~~39711591~~22800008 0.~~14213855~~16450424 2820.~~02697728~~41404467 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 ~~806~~775.~~24206480~~00025320 0.~~32390079~~33041742 3024.~~91791081~~09551733 0.00000000 III-A-1 38,901,000.00 ~~866~~847.~~95685278~~38551528 0.~~32950541~~34177965 1929.~~24183234~~62975733 0.00000000 IV-A-1 58,186,000.00 ~~842~~837.~~94328979~~15155828 0.~~11507218~~11536641 537.~~67665933~~16960300 0.00000000 V-A-1 112,708,000.00 ~~859~~831.~~20861918~~91355849 0.~~17767514~~17618066 2724.~~11738554~~85706968 0.00000000 VI-A-1 111,825,000.00 ~~724~~683.~~33423349~~86167315 0.00000000 4050.~~47256034~~42238766 0.00000000 VI-A-2 64,000,000.00 ~~631~~577.~~72776500~~65895391 0.00000000 5467.~~06881109~~36115859 0.00000000 VI-A-3 21,500,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 VI-A-4 52,125,000.00 ~~724~~683.~~33423348~~86167309 0.00000000 4050.~~47256038~~42238772 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~~995.~~02738212~~74294171 0.~~28444040~~30444154 0.00000000 0.00000000 C-B-2 4,951,000.00 ~~996~~995.~~02738235~~74294082 0.~~28443951~~30444153 0.00000000 0.00000000 C-B-3 3,026,000.00 ~~996~~995.~~02738268~~74294118 0.~~28444151~~30444151 0.00000000 0.00000000 C-B-4 1,925,000.00 ~~996~~995.~~02738182~~74294026 0.~~28444156~~30444156 0.00000000 0.00000000 C-B-5 2,200,000.00 ~~996~~995.~~02738182~~74294091 0.~~28444091~~30444091 0.00000000 0.00000000 C-B-6 1,101,064.68 ~~996~~995.~~02738143~~74293855 0.~~28444287~~30444170 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 2820.~~16911583~~57854890 ~~747~~726.~~22800008~~64945127 0.~~74722800~~72664945 2820.~~16911583~~57854890 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 3124.~~24181160~~42593475 ~~775~~750.~~00025320~~57431845 0.~~77500025~~75057432 3124.~~24181160~~42593475 III-A-1 0.00000000 1929.~~57133775~~97153698 ~~847~~817.~~38551528~~41397805 0.~~84738552~~81741398 1929.~~57133775~~97153698 IV-A-1 0.00000000 537.~~79173152~~28496941 ~~837~~799.~~15155828~~86658887 0.~~83715156~~79986659 537.~~79173152~~28496941 V-A-1 0.00000000 2725.~~29506069~~03325035 ~~831~~806.~~91355849~~88030814 0.~~83191356~~80688031 2725.~~29506069~~03325035 VI-A-1 0.00000000 4050.~~47256034~~42238766 ~~683~~633.~~86167315~~43928549 0.~~68386167~~63343929 4050.~~47256034~~42238766 VI-A-2 0.00000000 5467.~~06881109~~36115859 ~~577~~510.~~65895391~~29779547 0.~~57765895~~51029780 5467.~~06881109~~36115859 VI-A-3 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 VI-A-4 0.00000000 4050.~~47256038~~42238772 ~~683~~633.~~86167309~~43928537 0.~~68386167~~63343929 4050.~~47256038~~42238772 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.~~28444040~~30444154 995.~~74294171~~43850017 0.~~99574294~~99543850 0.~~28444040~~30444154 C-B-2 0.00000000 0.~~28443951~~30444153 995.~~74294082~~43849929 0.~~99574294~~99543850 0.~~28443951~~30444153 C-B-3 0.00000000 0.~~28444151~~30444151 995.~~74294118~~43849967 0.~~99574294~~99543850 0.~~28444151~~30444151 C-B-4 0.00000000 0.~~28444156~~30444156 995.~~74294026~~43849870 0.~~99574294~~99543850 0.~~28444156~~30444156 C-B-5 0.00000000 0.~~28444091~~30444091 995.~~74294091~~43850000 0.~~99574294~~99543850 0.~~28444091~~30444091 C-B-6 0.00000000 0.~~28444287~~30444170 995.~~74293855~~43849686 0.~~99574294~~99543850 0.~~28444287~~30444170 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.~~24811~~24301% 8178,~~830~~857,~~759~~959.2376 ~~289~~278,~~688~~829.4362 0.00 0.00 AR 50.00 4.~~27271~~27310% 0.00 0.00 0.00 0.00 AR-L 50.00 4.~~27271~~27310% 0.00 0.00 0.00 0.00 II-A-1 212,757,000.00 4.~~62208~~61642% ~~171~~164,~~533~~886,~~642~~728.9887 ~~660~~634,~~701~~321.1978 0.00 0.00 III-A-1 38,901,000.00 5.~~22132~~21769% 3332,~~725~~964,~~488~~143.5393 ~~146~~143,~~743~~330.0346 0.00 0.00 IV-A-1 58,186,000.00 4.~~28045~~28151% 4948,~~047~~710,~~498~~500.2657 ~~174~~173,~~954~~795.3235 0.00 0.00 V-A-1 112,708,000.00 4.~~83189~~83084% 9693,~~839~~763,~~685~~313.0535 ~~389~~377,~~932~~463.2635 0.00 0.00 VI-A-1 111,825,000.00 2.~~33250~~58000% 8076,~~998~~472,~~675~~831.6660 ~~167~~169,~~937~~897.2514 0.00 0.00 VI-A-2 64,000,000.00 2.~~17250~~42000% 4036,~~430~~970,~~576~~173.9605 7877,~~075~~041.9473 0.00 0.00 VI-A-3 21,500,000.00 2.~~43250~~68000% 21,500,000.00 4649,~~487~~617.7822 0.00 0.00 VI-A-4 52,125,000.00 2.~~26250~~51000% 3735,~~755~~646,~~921~~289.9271 7577,~~931~~045.3549 0.00 0.00 VI-M-1 7,914,000.00 2.~~58250~~83000% 7,914,000.00 1819,~~167~~285.0398 0.00 0.00 VI-M-2 3,962,000.00 3.~~43250~~68000% 3,962,000.00 12,~~088~~555.5014 0.00 0.00 VI-M-3 2,637,942.00 34.~~83250~~08000% 2,637,942.00 89,~~986~~267.5997 0.00 0.00 C-B-1 8,801,000.00 4.~~59871~~59503% 8,~~766~~763,~~036~~533.9963 33,~~593~~557.7022 0.00 0.00 C-B-2 4,951,000.00 4.~~59871~~59503% 4,~~931~~929,~~331~~923.5730 18,~~898~~877.1360 0.00 0.00 C-B-3 3,026,000.00 4.~~59871~~59503% 3,013,~~978~~118.8614 11,~~550~~537.3480 0.00 0.00 C-B-4 1,925,000.00 4.~~59871~~59503% 1,~~917~~916,~~352~~805.7116 7,~~347~~339.7981 0.00 0.00 C-B-5 2,200,000.00 4.~~59871~~59503% 2,~~191~~190,~~260~~634.2447 8,~~397~~388.4735 0.00 0.00 C-B-6 1,101,064.68 4.~~59871~~59503% 1,096,~~690~~377.5738 4,~~202~~198.8024 0.00 0.00 VI-X 0.00 0.00000% ~~196~~186,~~518~~423,~~936~~056.2508 0.00 0.00 0.00 Totals 814,054,106.68 2,~~153~~106,~~683~~350.9025 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 ~~289~~278,~~688~~829.4362 0.00 7876,~~857~~686,~~959~~223.7619 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 ~~660~~634,~~701~~321.1978 0.00 ~~164~~159,~~886~~689,~~728~~940.8727 III-A-1 130.6900 0.00 ~~146~~143,~~729~~330.3446 0.00 3231,~~964~~798,~~143~~221.9316 IV-A-1 0.00 0.00 ~~174~~173,~~954~~795.3236 0.00 4846,~~710~~541,~~500~~037.5734 V-A-1 0.00 0.00 ~~389~~377,~~932~~463.2635 0.00 9390,~~763~~941,~~313~~865.3577 VI-A-1 0.00 0.00 ~~167~~169,~~937~~897.2514 0.00 7670,~~472~~834,~~831~~348.6010 VI-A-2 0.00 0.00 7877,~~075~~041.9473 0.00 3632,~~970~~659,~~173~~058.0591 VI-A-3 0.00 0.00 4649,~~487~~617.7822 0.00 21,500,000.00 VI-A-4 0.00 0.00 7577,~~931~~045.3549 0.00 3533,~~646~~018,~~289~~022.7175 VI-M-1 0.00 0.00 1819,~~167~~285.0398 0.00 7,914,000.00 VI-M-2 0.00 0.00 12,~~088~~555.5014 0.00 3,962,000.00 VI-M-3 0.00 0.00 89,~~986~~267.5997 0.00 2,637,942.00 C-B-1 0.2300 0.00 33,~~593~~557.4722 0.00 8,~~763~~760,~~533~~854.6324 C-B-2 0.1300 0.00 18,~~898~~877.0060 0.00 4,~~929~~928,~~923~~416.3001 C-B-3 0.0800 0.00 11,~~550~~537.2680 0.00 3,~~013~~012,~~118~~196.1490 C-B-4 0.0500 0.00 7,~~347~~339.7481 0.00 1,916,~~805~~219.1611 C-B-5 0.0600 0.00 8,~~397~~388.4135 0.00 2,~~190~~189,~~634~~964.4770 C-B-6 0.0300 0.00 4,~~202~~198.7724 0.00 1,096,~~377~~042.3817 VI-X 0.00 0.00 ~~595~~535,~~367~~816.3235 0.00 ~~186~~173,~~423~~845,~~056~~191.0847 Totals 140.2700 0.00 2,~~749~~642,~~036~~166.9561 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.~~24811~~24301% ~~775~~747.~~39711591~~22800008 2.~~74497726~~64208331 0.00000000 0.00000000 AR 50.00 4.~~27271~~27310% 0.00000000 0.00000000 0.00000000 0.00000000 AR-L 50.00 4.~~27271~~27310% 0.00000000 0.00000000 0.00000000 0.00000000 II-A-1 212,757,000.00 4.~~62208~~61642% ~~806~~775.~~24206480~~00025320 32.~~10542633~~98143788 0.00000000 0.00000000 III-A-1 38,901,000.00 5.~~22132~~21769% ~~866~~847.~~95685278~~38551528 3.~~77221742~~68449294 0.00000000 0.00000000 IV-A-1 58,186,000.00 4.~~28045~~28151% ~~842~~837.~~94328979~~15155828 32.~~00681126~~98689290 0.00000000 0.00000000 V-A-1 112,708,000.00 4.~~83189~~83084% ~~859~~831.~~20861918~~91355849 3.~~45966799~~34903778 0.00000000 0.00000000 VI-A-1 111,825,000.00 2.~~33250~~58000% ~~724~~683.~~33423349~~86167315 1.~~50178627~~51931268 0.00000000 0.00000000 VI-A-2 64,000,000.00 2.~~17250~~42000% ~~631~~577.~~72776500~~65895391 1.~~21993656~~20377703 0.00000000 0.00000000 VI-A-3 21,500,000.00 2.~~43250~~68000% 1000.00000000 2.~~16222233~~30777767 0.00000000 0.00000000 VI-A-4 52,125,000.00 2.~~26250~~51000% ~~724~~683.~~33423348~~86167309 1.~~45671655~~47809094 0.00000000 0.00000000 VI-M-1 7,914,000.00 2.~~58250~~83000% 1000.00000000 2.~~29555598~~43694466 0.00000000 0.00000000 VI-M-2 3,962,000.00 3.~~43250~~68000% 1000.00000000 3.~~05111055~~16888945 0.00000000 0.00000000 VI-M-3 2,637,942.00 34.~~83250~~08000% 1000.00000000 3.~~40666702~~51333350 0.00000000 0.00000000 C-B-1 8,801,000.00 4.~~59871~~59503% ~~996~~995.~~02738212~~74294171 3.~~81703216~~81288717 0.00000000 0.00000000 C-B-2 4,951,000.00 4.~~59871~~59503% ~~996~~995.~~02738235~~74294082 3.~~81703292~~81288629 0.00000000 0.00000000 C-B-3 3,026,000.00 4.~~59871~~59503% ~~996~~995.~~02738268~~74294118 3.~~81703239~~81288830 0.00000000 0.00000000 C-B-4 1,925,000.00 4.~~59871~~59503% ~~996~~995.~~02738182~~74294026 3.~~81703377~~81288831 0.00000000 0.00000000 C-B-5 2,200,000.00 4.~~59871~~59503% ~~996~~995.~~02738182~~74294091 3.~~81703182~~81288636 0.00000000 0.00000000 C-B-6 1,101,064.68 4.~~59871~~59503% ~~996~~995.~~02738143~~74293855 3.~~81703280~~81289136 0.00000000 0.00000000 VI-X 0.00 0.00000% ~~744~~706.~~49159295~~24439880 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.~~74497726~~64208331 0.00000000 ~~747~~726.~~22800008~~64945127 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 32.~~10542633~~98143788 0.00000000 ~~775~~750.~~00025320~~57431845 III-A-1 0.~~00035192~~00000000 0.00000000 3.~~77186550~~68449294 0.00000000 ~~847~~817.~~38551528~~41397805 IV-A-1 0.00000000 0.00000000 32.~~00681126~~98689307 0.00000000 ~~837~~799.~~15155828~~86658887 V-A-1 0.00000000 0.00000000 3.~~45966799~~34903778 0.00000000 ~~831~~806.~~91355849~~88030814 VI-A-1 0.00000000 0.00000000 1.~~50178627~~51931268 0.00000000 ~~683~~633.~~86167315~~43928549 VI-A-2 0.00000000 0.00000000 1.~~21993656~~20377703 0.00000000 ~~577~~510.~~65895391~~29779547 VI-A-3 0.00000000 0.00000000 2.~~16222233~~30777767 0.00000000 1000.00000000 VI-A-4 0.00000000 0.00000000 1.~~45671655~~47809094 0.00000000 ~~683~~633.~~86167309~~43928537 VI-M-1 0.00000000 0.00000000 2.~~29555598~~43694466 0.00000000 1000.00000000 VI-M-2 0.00000000 0.00000000 3.~~05111055~~16888945 0.00000000 1000.00000000 VI-M-3 0.00000000 0.00000000 3.~~40666702~~51333350 0.00000000 1000.00000000 C-B-1 0.~~00002613~~00000000 0.00000000 3.~~81700602~~81288717 0.00000000 995.~~74294171~~43850017 C-B-2 0.~~00002626~~00000000 0.00000000 3.~~81700667~~81288629 0.00000000 995.~~74294082~~43849929 C-B-3 0.~~00002644~~00000000 0.00000000 3.~~81700595~~81288830 0.00000000 995.~~74294118~~43849967 C-B-4 0.~~00002597~~00000000 0.00000000 3.~~81700779~~81288831 0.00000000 995.~~74294026~~43849870 C-B-5 0.~~00002727~~00000000 0.00000000 3.~~81700455~~81288636 0.00000000 995.~~74294091~~43850000 C-B-6 0.~~00002725~~00000000 0.00000000 3.~~81700556~~81289136 0.00000000 995.~~74293855~~43849686 VI-X 0.00000000 0.00000000 2.~~25548730~~02988463 0.00000000 ~~706~~658.~~24439880~~59446420 (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 2628,~~858~~960,~~238~~757.4002 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 5558,~~061~~457.7156 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 2629,~~913~~019,~~300~~214.1158 Withdrawals Reimbursement for Servicer Advances 4755,~~971~~061.7671 Payment of Service Fee ~~219~~212,~~724~~063.4995 Payment of Interest and Principal 2628,~~645~~752,~~603~~088.8692 Total Withdrawals (Pool Distribution Amount) 2629,~~913~~019,~~300~~214.1158 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 140.2700

SERVICING FEES Gross Servicing Fee ~~169~~163,~~130~~113.3070 External Master Servicing Fee 87,~~001~~758.8434 PMI Fee 4241,~~592~~191.3591 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee ~~219~~212,~~724~~063.4995

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 1 217,669.11 0.00 0.00 217,669.11 30 Days 1417 0 0 0 1417 3,~~729~~521,~~709~~187.3237 0.00 0.00 0.00 3,~~729~~521,~~709~~187.3237 60 Days 106 0 0 0 106 21,~~264~~831,~~466~~006.2172 0.00 0.00 0.00 21,~~264~~831,~~466~~006.2172 90 Days 29 0 0 0 29 ~~396~~1,~~888~~837,788.1057 0.00 0.00 0.00 ~~396~~1,~~888~~837,788.1057 120 Days 1 0 0 0 1 ~~317~~222,~~741~~951.2958 0.00 0.00 0.00 ~~317~~222,~~741~~951.2958 150 Days 40 0 10 0 50 ~~1,951,298~~0.9200 0.00 ~~236,321~~0.5700 0.00 ~~2,187,620~~0.4900 180+ Days 04 0 45 2 611 01,951,298.0092 0.00 1,~~385~~621,~~366~~687.3188 395,909.92 13,~~781~~968,~~276~~896.2372 Totals 3137 1 5 2 3945 89,~~660~~364,~~103~~233.8416 217,669.11 1,621,687.88 395,909.92 1011,~~895~~599,~~370~~500.7507 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.~~044763~~046555% 0.000000% 0.000000% 0.~~044763~~046555% 0.~~034668~~036173% 0.000000% 0.000000% 0.~~034668~~036173% 30 Days 0.~~626679~~791434% 0.000000% 0.000000% 0.000000% 0.~~626679~~791434% 0.~~594026~~585159% 0.000000% 0.000000% 0.000000% 0.~~594026~~585159% 60 Days 0.~~447628~~279330% 0.000000% 0.000000% 0.000000% 0.~~447628~~279330% 0.~~360659~~304281% 0.000000% 0.000000% 0.000000% 0.~~360659~~304281% 90 Days 0.~~089526~~418994% 0.000000% 0.000000% 0.000000% 0.~~089526~~418994% 0.~~063212~~305408% 0.000000% 0.000000% 0.000000% 0.~~063212~~305408% 120 Days 0.~~044763~~046555% 0.000000% 0.000000% 0.000000% 0.~~044763~~046555% 0.~~050606~~037051% 0.000000% 0.000000% 0.000000% 0.~~050606~~037051% 150 Days 0.~~179051~~000000% 0.000000% 0.~~044763~~000000% 0.000000% 0.~~223814~~000000% 0.~~310781~~000000% 0.000000% 0.~~037639~~000000% 0.000000% 0.~~348420~~000000% 180+ Days 0.~~000000~~186220% 0.000000% 0.~~179051~~232775% 0.~~089526~~093110% 0.~~268577~~512104% 0.~~000000~~324272% 0.000000% 0.~~220646~~269496% 0.~~063056~~065793% 0.~~283702~~659561% Totals 1.~~387645~~722533% 0.~~044763~~046555% 0.~~223814~~232775% 0.~~089526~~093110% 12.~~745748~~094972% 1.~~379284~~556171% 0.~~034668~~036173% 0.~~258284~~269496% 0.~~063056~~065793% 1.~~735293~~927633%

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 10 0 0 0 10 ~~431,819~~0.2800 0.00 0.00 0.00 ~~431,819~~0.2800 60 Days 01 0 0 0 01 0431,819.0028 0.00 0.00 0.00 0431,819.0028 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 1 431,819.28 0.00 0.00 0.00 431,819.28 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.~~581395~~000000% 0.000000% 0.000000% 0.000000% 0.~~581395~~000000% 0.~~518466~~000000% 0.000000% 0.000000% 0.000000% 0.~~518466~~000000% 60 Days 0.~~000000~~595238% 0.000000% 0.000000% 0.000000% 0.~~000000~~595238% 0.~~000000~~532378% 0.000000% 0.000000% 0.000000% 0.~~000000~~532378% 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.~~581395~~595238% 0.000000% 0.000000% 0.000000% 0.~~581395~~595238% 0.~~518466~~532378% 0.000000% 0.000000% 0.000000% 0.~~518466~~532378% 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 31 0 0 0 3 1 499,~~463,687~~194.1795 0.00 0.00 0.00 1499,~~463,687~~194.1795 60 Days 01 0 0 0 01 0464,000.00 0.00 0.00 0.00 0464,000.00 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 32 0 0 0 32 1963,~~463,687~~194.1795 0.00 0.00 0.00 1963,~~463,687~~194.1795 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.~~845070~~290698% 0.000000% 0.000000% 0.000000% 0.~~845070~~290698% 0.~~842181~~296093% 0.000000% 0.000000% 0.000000% 0.~~842181~~296093% 60 Days 0.~~000000~~290698% 0.000000% 0.000000% 0.000000% 0.~~000000~~290698% 0.~~000000~~275218% 0.000000% 0.000000% 0.000000% 0.~~000000~~275218% 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~~581395% 0.000000% 0.000000% 0.000000% 0.~~845070~~581395% 0.~~842181~~571311% 0.000000% 0.000000% 0.000000% 0.~~842181~~571311% 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 10 0 10 0.00 0.00 ~~236,321~~0.5700 0.00 ~~236,321~~0.5700 180 Days 0 0 0 1 1 2 0.00 0.00 0236,321.0057 313,000.00 ~~313~~549,~~000~~321.0057 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~~000000% 0.000000% 0.~~370370~~000000% 0.000000% 0.000000% 0.~~462092~~000000% 0.000000% 0.~~462092~~000000% 180 Days 0.000000% 0.000000% 0.~~000000~~384615% 0.~~370370~~384615% 0.~~370370~~769231% 0.000000% 0.000000% 0.~~000000~~482569% 0.~~612026~~639146% 01.~~612026~~121715% Totals 0.000000% 0.000000% 0.~~370370~~384615% 0.~~370370~~384615% 0.~~740741~~769231% 0.000000% 0.000000% 0.~~462092~~482569% 0.~~612026~~639146% 1.~~074118~~121715% 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 21 0 0 0 21 ~~304~~147,~~698~~907.6704 0.00 0.00 0.00 ~~304~~147,~~698~~907.6704 60 Days 1 0 0 0 1 ~~207~~97,~~000~~698.0067 0.00 0.00 0.00 ~~207~~97,~~000~~698.0067 90 Days 01 0 0 0 01 0207,000.00 0.00 0.00 0.00 0207,000.00 120 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~~452,~~698~~605.6771 0.00 0.00 0.00 ~~511~~452,~~698~~605.6771 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.~~411523~~210970% 0.000000% 0.000000% 0.000000% 0.~~411523~~210970% 0.~~309427~~154635% 0.000000% 0.000000% 0.000000% 0.~~309427~~154635% 60 Days 0.~~205761~~210970% 0.000000% 0.000000% 0.000000% 0.~~205761~~210970% 0.~~210212~~102143% 0.000000% 0.000000% 0.000000% 0.~~210212~~102143% 90 Days 0.~~000000~~210970% 0.000000% 0.000000% 0.000000% 0.~~000000~~210970% 0.~~000000~~216416% 0.000000% 0.000000% 0.000000% 0.~~000000~~216416% 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~~632911% 0.000000% 0.000000% 0.000000% 0.~~617284~~632911% 0.~~519639~~473195% 0.000000% 0.000000% 0.000000% 0.~~519639~~473195% 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 815 0 0 0 815 12,~~529~~874,~~504~~085.2038 0.00 0.00 0.00 12,~~529~~874,~~504~~085.2038 60 Days 93 0 0 0 93 2837,~~057,466~~488.2177 0.00 0.00 0.00 2837,~~057,466~~488.2177 90 Days 28 0 0 0 28 ~~396~~1,~~888~~630,788.1057 0.00 0.00 0.00 ~~396~~1,~~888~~630,788.1057 120 Days 1 0 0 0 1 ~~317~~222,~~741~~951.2958 0.00 0.00 0.00 ~~317~~222,~~741~~951.2958 150 Days 40 0 0 0 40 ~~1,951,298~~0.9200 0.00 0.00 0.00 ~~1,951,298~~0.9200 180 Days 04 0 4 1 59 01,951,298.0092 0.00 1,385,366.31 82,909.92 13,~~468~~419,~~276~~575.2315 Totals 2431 1 4 1 3037 67,~~252~~516,~~898~~613.7222 217,669.11 1,385,366.31 82,909.92 79,~~938~~202,~~844~~558.0656 0-29 Days 0.~~121951~~129199% 0.000000% 0.000000% 0.~~121951~~129199% 0.~~116663~~125098% 0.000000% 0.000000% 0.~~116663~~125098% 30 Days 01.~~975610~~937984% 0.000000% 0.000000% 0.000000% 01.~~975610~~937984% 01.~~819761~~651782% 0.000000% 0.000000% 0.000000% 01.~~819761~~651782% 60 Days 10.~~097561~~387597% 0.000000% 0.000000% 0.000000% 10.~~097561~~387597% 10.~~102731~~481318% 0.000000% 0.000000% 0.000000% 10.~~102731~~481318% 90 Days 01.~~243902~~033592% 0.000000% 0.000000% 0.000000% 01.~~243902~~033592% 0.~~212718~~937240% 0.000000% 0.000000% 0.000000% 0.~~212718~~937240% 120 Days 0.~~121951~~129199% 0.000000% 0.000000% 0.000000% 0.~~121951~~129199% 0.~~170298~~128134% 0.000000% 0.000000% 0.000000% 0.~~170298~~128134% 150 Days 0.~~487805~~000000% 0.000000% 0.000000% 0.000000% 0.~~487805~~000000% 10.~~045829~~000000% 0.000000% 0.000000% 0.000000% 10.~~045829~~000000% 180 Days 0.~~000000~~516796% 0.000000% 0.~~487805~~516796% 0.~~121951~~129199% 01.~~609756~~162791% 01.~~000000~~121442% 0.000000% 0.~~742509~~796192% 0.~~044437~~047650% 01.~~786945~~965283% Totals 24.~~926829~~005168% 0.~~121951~~129199% 0.~~487805~~516796% 0.~~121951~~129199% 34.~~658537~~780362% 34.~~351338~~319916% 0.~~116663~~125098% 0.~~742509~~796192% 0.~~044437~~047650% 45.~~254947~~288855%

OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 5558,~~061~~457.7156

CREDIT ENHANCEMENT Original $ Original % Current $ Current % Bankruptcy 178,343.00 0.02190800% 178,343.00 0.~~02842047~~02965433% Fraud 11,001,803.29 1.35148305% 11,001,803.29 1.~~75323046~~82934659% Special Hazard 5,795,080.00 0.71187897% 5,795,080.00 0.~~92349504~~96358838% Limit of Subordinate's Exposure to Certain Types of Losses

COLLATERAL STATEMENT Collateral Description Mixed ARM Weighted Average Gross Coupon 5.~~468931~~458149% Weighted Average Net Coupon 5.~~157368~~146227% Weighted Average Pass-Through Rate 5.~~064166~~052619% Weighted Average Maturity(Stepdown Calculation ) ~~349~~348 Beginning Scheduled Collateral Loan Count 2,~~307~~234 Number Of Loans Paid In Full 7386 Ending Scheduled Collateral Loan Count 2,~~234~~148 Beginning Scheduled Collateral Balance ~~651~~627,~~412~~516,~~661~~094.2464 Ending Scheduled Collateral Balance ~~627~~601,~~516~~406,~~094~~172.6433 Ending Actual Collateral Balance at 3130-~~Oct~~Nov-2004 ~~627~~601,~~869~~748,~~332~~481.4368 Monthly P &I Constant 3,~~118~~012,~~377~~107.9823 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Scheduled Principal ~~149~~157,~~602~~876.0086 Unscheduled Principal 2325,~~746~~952,~~964~~045.6045

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.~~574806~~570311 4.~~995603~~989554 5.~~598441~~594837 Weighted Average Net Rate 4.~~282078~~277469 4.~~666401~~660733 5.~~237689~~234393 Weighted Average Maturity 347 348 ~~349~~348 ~~349~~ Beginning Loan Count ~~179~~172 ~~366~~355 ~~134~~131 Loans Paid In Full 74 11 3 Ending Loan Count ~~172~~168 ~~355~~344 ~~131~~128 Beginning Scheduled Balance 8683,~~205~~232,~~899~~298.6921 ~~180~~173,~~354~~704,~~905~~447.7173 3534,~~340~~578,~~039~~081.5227 Ending scheduled Balance 8381,~~232~~059,~~298~~598.2161 ~~173~~168,~~704~~503,~~447~~899.7374 3433,~~578~~411,~~081~~507.2755 Record Date 1011/3130/2004 1011/3130/2004 1011/3130/2004 Principal And Interest Constant ~~344~~335,~~448~~321.5275 ~~823~~796,~~273~~314.9547 ~~178~~175,~~306~~162.0113 Scheduled Principal 1518,~~802~~323.4681 7274,~~456~~058.0301 13,~~431~~946.7353 Unscheduled Principal 2,~~957~~154,~~799~~375.0279 65,~~578~~126,~~001~~489.9598 ~~748~~1,~~526~~152,627.5219 Scheduled Interest ~~328~~316,~~646~~997.0694 ~~750~~722,~~817~~256.9246 ~~164~~161,~~874~~215.2860 Servicing Fees 2120,~~029~~311.0666 4947,~~477~~598.6302 10,~~624~~386.1620 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,~~003~~002.4247 3,~~656~~519.0169 481.9943 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 ~~306~~295,~~613~~683.5881 ~~697~~671,~~684~~138.2875 ~~153~~150,~~768~~347.1397 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.~~268110~~263015 4.~~642076~~636418 5.~~221322~~217686

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.~~655663~~657088 5.~~213769~~212899 6.~~617072~~615035 Weighted Average Net Rate 4.~~314222~~315350 4.~~857687~~856671 6.~~353103~~350913 Weighted Average Maturity ~~349~~348 ~~349~~348 ~~349~~348 Beginning Loan Count ~~272~~270 ~~500~~486 ~~856~~820 Loans Paid In Full 210 1412 3646 Ending Loan Count ~~270~~260 ~~486~~474 ~~820~~774 Beginning Scheduled Balance 51,~~467~~129,~~314~~986.0502 ~~101~~98,~~525~~448,~~566~~225.0233 ~~196~~186,~~518~~423,~~936~~056.2508 Ending scheduled Balance 5148,~~129~~960,~~986~~189.0237 9895,~~448~~625,~~225~~785.3359 ~~186~~173,~~423~~845,~~056~~191.0847 Record Date 1011/3130/2004 1011/3130/2004 1011/3130/2004 Principal And Interest Constant ~~206~~205,~~704~~476.6784 ~~462~~448,~~103~~516.4133 1,~~103~~051,~~541~~315.4271 Scheduled Principal 7,~~025~~046.9313 20,~~994~~849.4013 1923,~~891~~653.4525 Unscheduled Principal ~~330~~2,~~302~~162,750.1052 32,~~056~~801,~~346~~590.2961 1012,~~075~~554,~~988~~211.7236 Scheduled Interest ~~199~~198,~~678~~430.7471 ~~441~~427,~~109~~667.0120 1,~~083~~027,~~649~~662.9746 Servicing Fees 14,~~644~~560.2287 3029,~~126~~225.1603 4341,~~229~~031.0792 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,~~448~~441.6295 2,~~182~~118.3376 4140,~~821~~385.8295 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 ~~183~~182,~~585~~427.9089 ~~408~~396,~~800~~323.5241 ~~998~~946,~~599~~244.0859 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.~~280446~~281509 4.~~831893~~830845 6.~~097727~~090950

Group Level Collateral Statement Group Total Collateral Description Mixed ARM Weighted Average Coupon Rate 5.~~468931~~458149 Weighted Average Net Rate 5.~~157368~~146227 Weighted Average Maturity ~~349~~348.00 Record Date 1011/3130/2004 Principal And Interest Constant 3,~~118~~012,~~377~~107.9823 Beginning Loan Count 2,~~307~~234 Loans Paid In Full 7386 Ending Loan Count 2,~~234~~148 Beginning Scheduled Balance ~~651~~627,~~412~~516,~~661~~094.2464 Ending Scheduled Balance ~~627~~601,~~516~~406,~~094~~172.6433 Scheduled Principal ~~149~~157,~~602~~876.0086 Unscheduled Principal 2325,~~746~~952,~~964~~045.6045 Scheduled Interest 2,~~968~~854,~~775~~230.9837 Servicing Fee ~~169~~163,~~130~~113.3070 Master Servicing Fee 0.00 Trustee Fee 0.00 Fry Amount 0.00 Special Hazard Fee 0.00 Other Fee 5048,~~594~~950.1925 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 2,~~749~~642,~~051~~166.4942 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~~052619

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 ~~595~~535,~~367~~816.3735 Grp 1 Excess Interest 1,~~436~~387.7620 Grp 2 Excess Interest 32,~~005~~895.9207 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 0.~~023736~~027857% 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