8-K 1 csf04ar4_nov.txt NOVEMBER 8K 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-AR4 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-107055-27 54-2151938 Pooling and Servicing Agreement) (Commission 54-2151939 (State or other File Number) 54-2151940 jurisdiction 54-2151941 of Incorporation) 54-2151942 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-AR4 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-AR4 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-AR4 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-AR4 Trust, relating to the November 26, 2004 distribution. EX-99.1

Credit Suisse First Boston Mortgage Securities Corp. Mortgage Pass-Through Certificates Record Date: 810/31/2004 Distribution Date: 911/2726/2004 CSF Series: 2004-AR4 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 22541SEY0 SEN 3.~~83659~~82697% ~~136~~129,~~808~~127,~~464~~508.6245 ~~437~~411,~~398~~806.5229 51,~~278~~581,~~298~~902.1441 AR 22541SFS2 RES 3.~~84499~~84441% 0.00 0.00 0.00 AR-L 22541SFT0 RES 3.~~84499~~84441% 0.00 0.00 0.00 1-X 22541SFJ2 SEN 0.21700% 0.00 2423,~~739~~350.5356 0.00 2-A-1 22541SEZ7 SEN 4.~~80549~~80500% ~~133~~128,~~680~~789,~~659~~822.9227 ~~535~~515,~~334~~695.0872 2,~~208~~155,~~909~~412.6939 2-A-2 22541SFX1 SEN 3.~~31519~~31470% 14,~~853~~310,~~836~~394.4330 4139,~~036~~528.0686 ~~245~~239,~~441~~497.5120 2-X 22541SFK9 SEN 1.49030% 0.00 1817,~~447~~772.2332 0.00 3-A-1 22541SFA1 SEN 4.~~16606~~15797% ~~135~~128,~~555~~988,~~345~~721.6373 ~~470~~446,~~609~~943.5610 32,~~634~~705,~~953~~606.9802 4-A-1 22541SFB9 SEN 4.~~85500~~84805% ~~120~~114,~~314~~420,~~357~~342.9201 ~~486~~462,~~771~~262.8346 21,~~384~~695,~~517~~675.8320 5-A-1 22541SFC7 SEN 12.~~97500~~29250% 8680,~~535~~338,~~110~~420.4419 ~~156~~163,~~664~~711.6185 4,~~221~~471,~~313~~849.3198 5-A-2 22541SFD5 SEN 12.~~98500~~30250% 6963,~~764~~028,~~229~~537.1738 ~~126~~128,~~941~~998.8341 43,~~187~~872,~~136~~487.7798 5-A-3 22541SFE3 SEN 12.~~83500~~15250% 6253,~~242~~771,~~926~~403.9537 ~~104~~102,~~697~~882.7962 54,~~266~~870,~~189~~453.2844 5-A-4 22541SFF0 SEN 2.~~09500~~41250% 25,500,000.00 4854,~~970~~683.6333 0.00 5-A-5 22541SFG8 SEN 12.~~91500~~23250% 2119,~~505~~429,~~619~~265.3553 3738,~~751~~556.3230 1,~~290~~193,~~732~~738.6759 5-M-1 22541SFH6 MEZ 2.~~21500~~53250% 9,710,000.00 1921,~~715~~858.3529 0.00 5-M-2 22541SFL7 MEZ 3.~~01500~~33250% 4,855,000.00 1314,~~418~~381.0159 0.00 5-M-3 22541SFM5 MEZ 3.~~41500~~73250% 4,046,555.00 1213,~~667~~425.4057 0.00 C-B-1 22541SFP8 SUB 4.~~45995~~45380% 13,~~595~~583,~~985~~772.9082 50,~~531~~416.1318 6,~~077~~179.9233 C-B-2 22541SFQ6 SUB 4.~~45995~~45380% 6,~~648~~642,~~257~~285.4239 24,~~709~~652.0585 23,~~972~~021.0261 C-B-3 22541SFR4 SUB 4.~~45995~~45380% 3,~~923~~919,~~070~~546.8278 14,~~580~~547.5740 1,~~753~~783.7602 C-B-4 22541SFU7 SUB 4.~~45995~~45380% 2,~~416~~414,~~731~~560.4150 8,~~982~~961.0764 1,~~080~~098.3740 C-B-5 22541SFV5 SUB 4.~~45995~~45380% 3,~~323~~320,~~130~~145.4735 12,~~350~~322.8272 1,~~485~~510.5635 C-B-6 22541SFW3 SUB 4.~~45995~~45380% 1,~~816~~814,~~465~~833.6494 6,~~751~~735.1176 ~~812~~825.0358 5-X 22541SFN3 OC 0.00000% 1,618,557.78 ~~901~~759,~~050~~519.0401 0.00 Totals ~~858~~809,~~714~~629,~~304~~672.8779 3,~~554~~333,~~118~~012.5483 2822,~~731~~801,~~674~~041.8450

Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses 1-A-1 0.00 ~~131~~127,~~530~~545,~~166~~606.4805 51,~~715~~993,~~696~~708.6670 0.00 AR 0.00 0.00 0.00 0.00 AR-L 0.00 0.00 0.00 0.00 1-X 0.00 0.00 2423,~~739~~350.5356 0.00 2-A-1 0.00 ~~131~~126,~~471~~634,~~750~~409.2288 2,~~744~~671,~~243~~108.7711 0.00 2-A-2 0.00 14,~~608~~070,~~394~~897.9210 ~~286~~279,~~477~~026.5706 0.00 2-X 0.00 0.00 1817,~~447~~772.2332 0.00 3-A-1 0.00 ~~131~~126,~~920~~283,~~391~~115.6571 43,~~105~~152,~~563~~549.5412 0.00 4-A-1 0.00 ~~117~~112,~~929~~724,~~840~~666.0981 2,~~871~~157,~~289~~937.66 0.00 5-A-1 0.00 8275,~~313~~866,~~797~~570.1321 4,~~377~~635,~~977~~561.9283 0.00 5-A-2 0.00 6559,~~577~~156,~~092~~049.40 4,~~314~~001,~~078~~486.6039 0.00 5-A-3 0.00 5648,~~976~~900,~~737~~949.6793 54,~~370~~973,~~887~~336.0706 0.00 5-A-4 0.00 25,500,000.00 4854,~~970~~683.6333 0.00 5-A-5 0.00 2018,~~214~~235,~~886~~526.6894 1,~~328~~232,~~483~~294.9989 0.00 5-M-1 0.00 9,710,000.00 1921,~~715~~858.3529 0.00 5-M-2 0.00 4,855,000.00 1314,~~418~~381.0159 0.00 5-M-3 0.00 4,046,555.00 1213,~~667~~425.4057 0.00 C-B-1 0.00 13,~~589~~577,~~907~~593.9849 56,~~609~~595.0551 0.00 C-B-2 0.00 6,~~645~~639,~~285~~263.4078 27,~~681~~674.0746 0.00 C-B-3 0.00 3,~~921~~917,~~317~~763.0676 16,~~334~~330.3342 0.00 C-B-4 0.00 2,~~415~~413,~~651~~462.0410 10,~~062~~060.4404 0.00 C-B-5 0.00 3,~~321~~318,~~644~~635.9100 13,~~836~~833.3807 0.00 C-B-6 0.00 1,~~815~~814,~~653~~008.6136 7,~~563~~561.1434 0.00 5-X 0.00 1,618,557.78 ~~901~~759,~~050~~519.0401 0.00 Totals 0.00 ~~829~~786,~~982~~828,~~630~~631.0230 3226,~~285~~134,~~793~~054.3833 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-1 148,995,000.00 ~~136~~129,~~808~~127,~~464~~508.6245 9391,~~169~~167.7781 51,~~185~~490,~~128~~734.3760 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 1-X 0.00 0.00 0.00 0.00 0.00 0.00 2-A-1 138,245,000.00 ~~133~~128,~~680~~789,~~659~~822.9227 5755,~~836~~882.1569 2,~~151~~099,~~073~~529.5470 0.00 0.00 2-A-2 15,361,000.00 14,~~853~~310,~~836~~394.4330 6,~~426~~209.4237 ~~239~~233,~~015~~287.0983 0.00 0.00 2-X 0.00 0.00 0.00 0.00 0.00 0.00 3-A-1 144,610,000.00 ~~135~~128,~~555~~988,~~345~~721.6373 4341,~~947~~416.4476 32,~~591~~664,~~006~~189.5426 0.00 0.00 4-A-1 126,330,000.00 ~~120~~114,~~314~~420,~~357~~342.9201 3938,~~649~~678.4762 21,~~344~~656,~~868~~996.3658 0.00 0.00 5-A-1 97,000,000.00 8680,~~535~~338,~~110~~420.4419 0.00 4,~~221~~471,~~313~~849.3198 0.00 0.00 5-A-2 81,100,000.00 6963,~~764~~028,~~229~~537.1738 0.00 43,~~187~~872,~~136~~487.7798 0.00 0.00 5-A-3 76,500,000.00 6253,~~242~~771,~~926~~403.9537 0.00 54,~~266~~870,~~189~~453.2844 0.00 0.00 5-A-4 25,500,000.00 25,500,000.00 0.00 0.00 0.00 0.00 5-A-5 25,000,000.00 2119,~~505~~429,~~619~~265.3553 0.00 1,~~290~~193,~~732~~738.6759 0.00 0.00 5-M-1 9,710,000.00 9,710,000.00 0.00 0.00 0.00 0.00 5-M-2 4,855,000.00 4,855,000.00 0.00 0.00 0.00 0.00 5-M-3 4,046,555.00 4,046,555.00 0.00 0.00 0.00 0.00 C-B-1 13,620,000.00 13,~~595~~583,~~985~~772.9082 6,~~077~~179.9233 0.00 0.00 0.00 C-B-2 6,660,000.00 6,~~648~~642,~~257~~285.4239 23,~~972~~021.0261 0.00 0.00 0.00 C-B-3 3,930,000.00 3,~~923~~919,~~070~~546.8278 1,~~753~~783.7602 0.00 0.00 0.00 C-B-4 2,421,000.00 2,~~416~~414,~~731~~560.4150 1,~~080~~098.3740 0.00 0.00 0.00 C-B-5 3,329,000.00 3,~~323~~320,~~130~~145.4735 1,~~485~~510.5635 0.00 0.00 0.00 C-B-6 1,819,674.00 1,~~816~~814,~~465~~833.6494 ~~812~~825.0358 0.00 0.00 0.00 5-X 0.00 1,618,557.78 0.00 0.00 0.00 0.00 Totals 929,032,329.00 ~~858~~809,~~714~~629,~~304~~672.8779 ~~255~~247,~~210~~773.9154 2822,~~476~~553,~~463~~267.9396 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 51,~~278~~581,~~298~~902.1441 ~~131~~127,~~530~~545,~~166~~606.4805 0.~~88278242~~85603951 51,~~278~~581,~~298~~902.1441 AR 0.00 0.00 0.00000000 0.00 AR-L 0.00 0.00 0.00000000 0.00 1-X 0.00 0.00 0.00000000 0.00 2-A-1 2,~~208~~155,~~909~~412.6939 ~~131~~126,~~471~~634,~~750~~409.2288 0.~~95100546~~91601439 2,~~208~~155,~~909~~412.6939 2-A-2 ~~245~~239,~~441~~497.5120 14,~~608~~070,~~394~~897.9210 0.~~95100546~~91601439 ~~245~~239,~~441~~497.5120 2-X 0.00 0.00 0.00000000 0.00 3-A-1 32,~~634~~705,~~953~~606.9802 ~~131~~126,~~920~~283,~~391~~115.6571 0.~~91224944~~87326683 32,~~634~~705,~~953~~606.9802 4-A-1 21,~~384~~695,~~517~~675.8320 ~~117~~112,~~929~~724,~~840~~666.0981 0.~~93350621~~89230323 21,~~384~~695,~~517~~675.8320 5-A-1 4,~~221~~471,~~313~~849.3198 8275,~~313~~866,~~797~~570.1321 0.~~84859585~~78212959 4,~~221~~471,~~313~~849.3198 5-A-2 43,~~187~~872,~~136~~487.7798 6559,~~577~~156,~~092~~049.40 0.~~80859547~~72942108 43,~~187~~872,~~136~~487.7798 5-A-3 54,~~266~~870,~~189~~453.2844 5648,~~976~~900,~~737~~949.6793 0.~~74479396~~63922810 54,~~266~~870,~~189~~453.2844 5-A-4 0.00 25,500,000.00 1.00000000 0.00 5-A-5 1,~~290~~193,~~732~~738.6759 2018,~~214~~235,~~886~~526.6894 0.~~80859547~~72942108 1,~~290~~193,~~732~~738.6759 5-M-1 0.00 9,710,000.00 1.00000000 0.00 5-M-2 0.00 4,855,000.00 1.00000000 0.00 5-M-3 0.00 4,046,555.00 1.00000000 0.00 C-B-1 6,~~077~~179.9233 13,~~589~~577,~~907~~593.9849 0.~~99779060~~99688645 6,~~077~~179.9233 C-B-2 23,~~972~~021.0261 6,~~645~~639,~~285~~263.4078 0.~~99779060~~99688645 23,~~972~~021.0261 C-B-3 1,~~753~~783.7602 3,~~921~~917,~~317~~763.0676 0.~~99779060~~99688645 1,~~753~~783.7602 C-B-4 1,~~080~~098.3740 2,~~415~~413,~~651~~462.0410 0.~~99779060~~99688645 1,~~080~~098.3740 C-B-5 1,~~485~~510.5635 3,~~321~~318,~~644~~635.9100 0.~~99779060~~99688645 1,~~485~~510.5635 C-B-6 ~~812~~825.0358 1,~~815~~814,~~653~~008.6136 0.~~99779060~~99688645 ~~812~~825.0358 5-X 0.00 1,618,557.78 0.00000000 0.00 Totals 2822,~~731~~801,~~674~~041.8450 ~~829~~786,~~982~~828,~~630~~631.0230 0.~~89338401~~84693353 2822,~~731~~801,~~674~~041.8450

Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion 1-A-1 148,995,000.00 ~~918~~866.~~20842726~~65665593 0.~~62532145~~61188503 3410.~~80068707~~00526595 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 1-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 138,245,000.00 ~~966~~931.~~98368780~~60564411 0.~~41835980~~40422938 15.~~55986502~~18702087 0.00000000 2-A-2 15,361,000.00 ~~966~~931.~~98368791~~60564416 0.~~41835948~~40422954 15.~~55986524~~18702103 0.00000000 2-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 3-A-1 144,610,000.00 ~~937~~891.~~38569691~~97650045 0.~~30390319~~28640315 2418.~~83235281~~42327128 0.00000000 4-A-1 126,330,000.00 ~~952~~905.~~38152395~~72581343 0.~~31385633~~30617130 1813.~~56145302~~11641400 0.00000000 5-A-1 97,000,000.00 ~~892~~828.~~11454062~~23113598 0.00000000 4346.~~51869392~~10154619 0.00000000 5-A-2 81,100,000.00 ~~860~~777.~~22477398~~17062121 0.00000000 5147.~~62930666~~74954353 0.00000000 5-A-3 76,500,000.00 ~~813~~702.~~63303203~~89416170 0.00000000 6863.~~83907556~~66605804 0.00000000 5-A-4 25,500,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 5-A-5 25,000,000.00 ~~860~~777.~~22477400~~17062120 0.00000000 5147.~~62930680~~74954360 0.00000000 5-M-1 9,710,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 5-M-2 4,855,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 5-M-3 4,046,555.00 1000.00000000 0.00000000 0.00000000 0.00000000 C-B-1 13,620,000.00 ~~998~~997.~~23685022~~34014831 0.~~44624963~~45369530 0.00000000 0.00000000 C-B-2 6,660,000.00 ~~998~~997.~~23684985~~34014865 0.~~44624925~~45369520 0.00000000 0.00000000 C-B-3 3,930,000.00 ~~998~~997.~~23684987~~34014758 0.~~44624936~~45369466 0.00000000 0.00000000 C-B-4 2,421,000.00 ~~998~~997.~~23684841~~34014870 0.~~44624948~~45369682 0.00000000 0.00000000 C-B-5 3,329,000.00 ~~998~~997.~~23684890~~34014719 0.~~44624812~~45369480 0.00000000 0.00000000 C-B-6 1,819,674.00 ~~998~~997.~~23684902~~34014994 0.~~44625026~~45369665 0.00000000 0.00000000 5-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 (2) All Classes 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 3510.~~42600852~~61715098 ~~882~~856.~~78241874~~03950502 0.~~88278242~~85603951 3510.~~42600852~~61715098 AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR-L 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 0.00000000 15.~~97822482~~59125024 ~~951~~916.~~00546291~~01439387 0.~~95100546~~91601439 15.~~97822482~~59125024 2-A-2 0.00000000 15.~~97822472~~59125057 ~~951~~916.~~00546319~~01439359 0.~~95100546~~91601439 15.~~97822472~~59125057 2-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 3-A-1 0.00000000 2518.~~13625600~~70967443 ~~912~~873.~~24944091~~26682601 0.~~91224944~~87326683 2518.~~13625600~~70967443 4-A-1 0.00000000 1813.~~87530935~~42258529 ~~933~~892.~~50621460~~30322813 0.~~93350621~~89230323 1813.~~87530935~~42258529 5-A-1 0.00000000 4346.~~51869392~~10154619 ~~848~~782.~~59584670~~12958979 0.~~84859585~~78212959 4346.~~51869392~~10154619 5-A-2 0.00000000 5147.~~62930666~~74954353 ~~808~~729.~~59546732~~42107768 0.~~80859547~~72942108 5147.~~62930666~~74954353 5-A-3 0.00000000 6863.~~83907556~~66605804 ~~744~~639.~~79395647~~22810366 0.~~74479396~~63922810 6863.~~83907556~~66605804 5-A-4 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 5-A-5 0.00000000 5147.~~62930680~~74954360 ~~808~~729.~~59546720~~42107760 0.~~80859547~~72942108 5147.~~62930680~~74954360 5-M-1 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 5-M-2 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 5-M-3 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 C-B-1 0.00000000 0.~~44624963~~45369530 ~~997~~996.~~79060059~~88645301 0.~~99779060~~99688645 0.~~44624963~~45369530 C-B-2 0.00000000 0.~~44624925~~45369520 ~~997~~996.~~79060060~~88645345 0.~~99779060~~99688645 0.~~44624925~~45369520 C-B-3 0.00000000 0.~~44624936~~45369466 ~~997~~996.~~79060051~~88645293 0.~~99779060~~99688645 0.~~44624936~~45369466 C-B-4 0.00000000 0.~~44624948~~45369682 ~~997~~996.~~79059893~~88645188 0.~~99779060~~99688645 0.~~44624948~~45369682 C-B-5 0.00000000 0.~~44624812~~45369480 ~~997~~996.~~79060078~~88645239 0.~~99779060~~99688645 0.~~44624812~~45369480 C-B-6 0.00000000 0.~~44625026~~45369665 ~~997~~996.~~79059876~~88645329 0.~~99779060~~99688645 0.~~44625026~~45369665 5-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-1 148,995,000.00 3.~~83659~~82697% ~~136~~129,~~808~~127,~~464~~508.6245 ~~437~~411,~~398~~806.5229 0.00 0.00 AR 50.00 3.~~84499~~84441% 0.00 0.00 0.00 0.00 AR-L 50.00 3.~~84499~~84441% 0.00 0.00 0.00 0.00 1-X 0.00 0.21700% ~~136~~129,~~808~~127,~~464~~508.6245 2423,~~739~~350.5356 0.00 0.00 2-A-1 138,245,000.00 4.~~80549~~80500% ~~133~~128,~~680~~789,~~659~~822.9227 ~~535~~515,~~334~~695.0871 0.00 0.00 2-A-2 15,361,000.00 3.~~31519~~31470% 14,~~853~~310,~~836~~394.4330 4139,~~036~~528.0686 0.00 0.00 2-X 0.00 1.49030% 14,~~853~~310,~~836~~394.4330 1817,~~447~~772.2332 0.00 0.00 3-A-1 144,610,000.00 4.~~16606~~15797% ~~135~~128,~~555~~988,~~345~~721.6373 ~~470~~446,~~609~~943.5610 0.00 0.00 4-A-1 126,330,000.00 4.~~85500~~84805% ~~120~~114,~~314~~420,~~357~~342.9201 ~~486~~462,~~771~~262.8345 0.00 0.00 5-A-1 97,000,000.00 12.~~97500~~29250% 8680,~~535~~338,~~110~~420.4419 ~~156~~163,~~664~~711.6185 0.00 0.00 5-A-2 81,100,000.00 12.~~98500~~30250% 6963,~~764~~028,~~229~~537.1738 ~~126~~128,~~941~~998.8341 0.00 0.00 5-A-3 76,500,000.00 12.~~83500~~15250% 6253,~~242~~771,~~926~~403.9537 ~~104~~102,~~697~~882.7962 0.00 0.00 5-A-4 25,500,000.00 2.~~09500~~41250% 25,500,000.00 4854,~~970~~683.6333 0.00 0.00 5-A-5 25,000,000.00 12.~~91500~~23250% 2119,~~505~~429,~~619~~265.3553 3738,~~751~~556.3230 0.00 0.00 5-M-1 9,710,000.00 2.~~21500~~53250% 9,710,000.00 1921,~~715~~858.3529 0.00 0.00 5-M-2 4,855,000.00 3.~~01500~~33250% 4,855,000.00 1314,~~418~~381.0159 0.00 0.00 5-M-3 4,046,555.00 3.~~41500~~73250% 4,046,555.00 1213,~~667~~425.4057 0.00 0.00 C-B-1 13,620,000.00 4.~~45995~~45380% 13,~~595~~583,~~985~~772.9082 50,~~531~~416.1318 0.00 0.00 C-B-2 6,660,000.00 4.~~45995~~45380% 6,~~648~~642,~~257~~285.4239 24,~~709~~652.0585 0.00 0.00 C-B-3 3,930,000.00 4.~~45995~~45380% 3,~~923~~919,~~070~~546.8278 14,~~580~~547.5740 0.00 0.00 C-B-4 2,421,000.00 4.~~45995~~45380% 2,~~416~~414,~~731~~560.4150 8,~~982~~961.0764 0.00 0.00 C-B-5 3,329,000.00 4.~~45995~~45380% 3,~~323~~320,~~130~~145.4735 12,~~350~~322.8272 0.00 0.00 C-B-6 1,819,674.00 4.~~45995~~45380% 1,~~816~~814,~~465~~833.6494 6,~~751~~735.1176 0.00 0.00 5-X 0.00 0.00000% ~~285~~262,~~777~~297,~~998~~739.6925 0.00 0.00 0.00 Totals 929,032,329.00 2,~~653~~573,~~068~~493.5080 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 ~~437~~411,~~398~~806.5229 0.00 ~~131~~127,~~530~~545,~~166~~606.4805 AR 0.00 0.00 0.00 0.00 0.00 AR-L 0.00 0.00 0.00 0.00 0.00 1-X 0.00 0.00 2423,~~739~~350.5356 0.00 ~~131~~127,~~530~~545,~~166~~606.4805 2-A-1 0.00 0.00 ~~535~~515,~~334~~695.0872 0.00 ~~131~~126,~~471~~634,~~750~~409.2288 2-A-2 0.00 0.00 4139,~~036~~528.0686 0.00 14,~~608~~070,~~394~~897.9210 2-X 0.00 0.00 1817,~~447~~772.2332 0.00 14,~~608~~070,~~394~~897.9210 3-A-1 0.00 0.00 ~~470~~446,~~609~~943.5610 0.00 ~~131~~126,~~920~~283,~~391~~115.6571 4-A-1 0.00 0.00 ~~486~~462,~~771~~262.8346 0.00 ~~117~~112,~~929~~724,~~840~~666.0981 5-A-1 0.00 0.00 ~~156~~163,~~664~~711.6185 0.00 8275,~~313~~866,~~797~~570.1321 5-A-2 0.00 0.00 ~~126~~128,~~941~~998.8341 0.00 6559,~~577~~156,~~092~~049.40 5-A-3 0.00 0.00 ~~104~~102,~~697~~882.7962 0.00 5648,~~976~~900,~~737~~949.6793 5-A-4 0.00 0.00 4854,~~970~~683.6333 0.00 25,500,000.00 5-A-5 0.00 0.00 3738,~~751~~556.3230 0.00 2018,~~214~~235,~~886~~526.6894 5-M-1 0.00 0.00 1921,~~715~~858.3529 0.00 9,710,000.00 5-M-2 0.00 0.00 1314,~~418~~381.0159 0.00 4,855,000.00 5-M-3 0.00 0.00 1213,~~667~~425.4057 0.00 4,046,555.00 C-B-1 0.00 0.00 50,~~531~~416.1318 0.00 13,~~589~~577,~~907~~593.9849 C-B-2 0.00 0.00 24,~~709~~652.0585 0.00 6,~~645~~639,~~285~~263.4078 C-B-3 0.00 0.00 14,~~580~~547.5740 0.00 3,~~921~~917,~~317~~763.0676 C-B-4 0.00 0.00 8,~~982~~961.0764 0.00 2,~~415~~413,~~651~~462.0410 C-B-5 0.00 0.00 12,~~350~~322.8272 0.00 3,~~321~~318,~~644~~635.9100 C-B-6 0.00 0.00 6,~~751~~735.1176 0.00 1,~~815~~814,~~653~~008.6136 5-X 0.00 0.00 ~~901~~759,~~050~~519.0401 0.00 ~~270~~247,~~812~~889,~~626~~209.6626 Totals 0.00 0.00 3,~~554~~333,~~118~~012.5483 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-1 148,995,000.00 3.~~83659~~82697% ~~918~~866.~~20842726~~65665593 2.~~93565905~~76389335 0.00000000 0.00000000 AR 50.00 3.~~84499~~84441% 0.00000000 0.00000000 0.00000000 0.00000000 AR-L 50.00 3.~~84499~~84441% 0.00000000 0.00000000 0.00000000 0.00000000 1-X 0.00 0.21700% ~~918~~866.~~20842726~~65665593 0.~~16604269~~15672043 0.00000000 0.00000000 2-A-1 138,245,000.00 4.~~80549~~80500% ~~966~~931.~~98368780~~60564411 3.~~87235763~~73030280 0.00000000 0.00000000 2-A-2 15,361,000.00 3.~~31519~~31470% ~~966~~931.~~98368791~~60564416 2.~~67144457~~57332596 0.00000000 0.00000000 2-X 0.00 1.49030% ~~966~~931.~~98368791~~60564416 1.~~20091335~~15697676 0.00000000 0.00000000 3-A-1 144,610,000.00 4.~~16606~~15797% ~~937~~891.~~38569691~~97650045 3.~~25433621~~09067907 0.00000000 0.00000000 4-A-1 126,330,000.00 4.~~85500~~84805% ~~952~~905.~~38152395~~72581343 3.~~85317684~~65916607 0.00000000 0.00000000 5-A-1 97,000,000.00 12.~~97500~~29250% ~~892~~828.~~11454062~~23113598 1.~~61509907~~68775103 0.00000000 0.00000000 5-A-2 81,100,000.00 12.~~98500~~30250% ~~860~~777.~~22477398~~17062121 1.~~56525068~~59060925 0.00000000 0.00000000 5-A-3 76,500,000.00 12.~~83500~~15250% ~~813~~702.~~63303203~~89416170 1.~~36859856~~34487085 0.00000000 0.00000000 5-A-4 25,500,000.00 2.~~09500~~41250% 1000.00000000 12.~~92041686~~14444431 0.00000000 0.00000000 5-A-5 25,000,000.00 12.~~91500~~23250% ~~860~~777.~~22477400~~17062120 1.~~51005280~~54225200 0.00000000 0.00000000 5-M-1 9,710,000.00 2.~~21500~~53250% 1000.00000000 2.~~03041710~~25111123 0.00000000 0.00000000 5-M-2 4,855,000.00 3.~~01500~~33250% 1000.00000000 2.~~76375077~~96222245 0.00000000 0.00000000 5-M-3 4,046,555.00 3.~~41500~~73250% 1000.00000000 3.~~13041587~~31777771 0.00000000 0.00000000 C-B-1 13,620,000.00 4.~~45995~~45380% ~~998~~997.~~23685022~~34014831 3.~~71006828~~70162849 0.00000000 0.00000000 C-B-2 6,660,000.00 4.~~45995~~45380% ~~998~~997.~~23684985~~34014865 3.~~71006757~~70162913 0.00000000 0.00000000 C-B-3 3,930,000.00 4.~~45995~~45380% ~~998~~997.~~23684987~~34014758 3.~~71006870~~70162850 0.00000000 0.00000000 C-B-4 2,421,000.00 4.~~45995~~45380% ~~998~~997.~~23684841~~34014870 3.~~71006609~~70162743 0.00000000 0.00000000 C-B-5 3,329,000.00 4.~~45995~~45380% ~~998~~997.~~23684890~~34014719 3.~~71006909~~70162812 0.00000000 0.00000000 C-B-6 1,819,674.00 4.~~45995~~45380% ~~998~~997.~~23684902~~34014994 3.~~71006565~~70163007 0.00000000 0.00000000 5-X 0.00 0.00000% 0.00000000 0.00000000 0.00000000 0.00000000 (5) All Classes 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.~~93565905~~76389335 0.00000000 ~~882~~856.~~78241874~~03950502 AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR-L 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1-X 0.00000000 0.00000000 0.~~16604269~~15672043 0.00000000 ~~882~~856.~~78241874~~03950502 2-A-1 0.00000000 0.00000000 3.~~87235763~~73030287 0.00000000 ~~951~~916.~~00546291~~01439387 2-A-2 0.00000000 0.00000000 2.~~67144457~~57332596 0.00000000 ~~951~~916.~~00546319~~01439359 2-X 0.00000000 0.00000000 1.~~20091335~~15697676 0.00000000 ~~951~~916.~~00546319~~01439359 3-A-1 0.00000000 0.00000000 3.~~25433621~~09067907 0.00000000 ~~912~~873.~~24944091~~26682601 4-A-1 0.00000000 0.00000000 3.~~85317684~~65916615 0.00000000 ~~933~~892.~~50621460~~30322813 5-A-1 0.00000000 0.00000000 1.~~61509907~~68775103 0.00000000 ~~848~~782.~~59584670~~12958979 5-A-2 0.00000000 0.00000000 1.~~56525068~~59060925 0.00000000 ~~808~~729.~~59546732~~42107768 5-A-3 0.00000000 0.00000000 1.~~36859856~~34487085 0.00000000 ~~744~~639.~~79395647~~22810366 5-A-4 0.00000000 0.00000000 12.~~92041686~~14444431 0.00000000 1000.00000000 5-A-5 0.00000000 0.00000000 1.~~51005280~~54225200 0.00000000 ~~808~~729.~~59546720~~42107760 5-M-1 0.00000000 0.00000000 2.~~03041710~~25111123 0.00000000 1000.00000000 5-M-2 0.00000000 0.00000000 2.~~76375077~~96222245 0.00000000 1000.00000000 5-M-3 0.00000000 0.00000000 3.~~13041587~~31777771 0.00000000 1000.00000000 C-B-1 0.00000000 0.00000000 3.~~71006828~~70162849 0.00000000 ~~997~~996.~~79060059~~88645301 C-B-2 0.00000000 0.00000000 3.~~71006757~~70162913 0.00000000 ~~997~~996.~~79060060~~88645345 C-B-3 0.00000000 0.00000000 3.~~71006870~~70162850 0.00000000 ~~997~~996.~~79060051~~88645293 C-B-4 0.00000000 0.00000000 3.~~71006609~~70162743 0.00000000 ~~997~~996.~~79059893~~88645188 C-B-5 0.00000000 0.00000000 3.~~71006909~~70162812 0.00000000 ~~997~~996.~~79060078~~88645239 C-B-6 0.00000000 0.00000000 3.~~71006565~~70163007 0.00000000 ~~997~~996.~~79059876~~88645329 5-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 3226,~~511~~344,~~567~~283.1470 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 3335,~~488~~481.5444 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 3226,~~545~~379,~~055~~765.6814 Withdrawals Reimbursement for Servicer Advances 3736,~~608~~968.7002 Payment of Service Fee ~~221~~208,~~653~~742.6079 Payment of Interest and Principal 3226,~~285~~134,~~793~~054.3833 Total Withdrawals (Pool Distribution Amount) 3226,~~545~~379,~~055~~765.6814 Ending Balance 0.00

SERVICING FEES Gross Servicing Fee ~~214~~202,~~478~~313.9668 External Master Servicing Fee 2,~~237~~153.9198 PMI Fee 4,~~936~~275.7313 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee ~~221~~208,~~653~~742.6079

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 1 131,999.96 0.00 0.00 131,999.96 30 Days 1315 0 0 0 1315 3,~~345~~735,~~591~~105.1628 0.00 0.00 0.00 3,~~345~~735,~~591~~105.1628 60 Days 73 0 0 0 73 1807,~~912,001~~430.2939 0.00 0.00 0.00 1807,~~912,001~~430.2939 90 Days 42 0 1 0 53 1332,~~030,158~~420.6196 0.00 ~~136~~120,000.00 0.00 1452,~~166,158~~420.6196 120 Days 02 0 01 0 03 0638,367.0020 0.00 0123,999.0099 0.00 0762,367.0019 150 Days 03 01 0 0 04 0836,610.0089 0136,000.00 0.00 0.00 0972,610.0089 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 2425 12 12 0 2629 6,~~287~~349,~~751~~934.0672 ~~131~~267,999.96 ~~136~~243,~~000~~999.0099 0.00 6,~~555~~861,~~751~~934.0267 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.~~032499~~034153% 0.000000% 0.000000% 0.~~032499~~034153% 0.~~015899~~016770% 0.000000% 0.000000% 0.~~015899~~016770% 30 Days 0.~~422489~~512295% 0.000000% 0.000000% 0.000000% 0.~~422489~~512295% 0.~~402956~~474526% 0.000000% 0.000000% 0.000000% 0.~~402956~~474526% 60 Days 0.~~227494~~102459% 0.000000% 0.000000% 0.000000% 0.~~227494~~102459% 0.~~230289~~102580% 0.000000% 0.000000% 0.000000% 0.~~230289~~102580% 90 Days 0.~~129997~~068306% 0.000000% 0.~~032499~~034153% 0.000000% 0.~~162496~~102459% 0.~~124076~~042232% 0.000000% 0.~~016380~~015245% 0.000000% 0.~~140457~~057478% 120 Days 0.~~000000~~068306% 0.000000% 0.~~000000~~034153% 0.000000% 0.~~000000~~102459% 0.~~000000~~081101% 0.000000% 0.~~000000~~015754% 0.000000% 0.~~000000~~096855% 150 Days 0.~~000000~~102459% 0.~~000000~~034153% 0.000000% 0.000000% 0.~~000000~~136612% 0.~~000000~~106287% 0.~~000000~~017278% 0.000000% 0.000000% 0.~~000000~~123565% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.~~779981~~853825% 0.~~032499~~068306% 0.~~032499~~068306% 0.000000% 0.~~844979~~990437% 0.~~757322~~806727% 0.~~015899~~034048% 0.~~016380~~030999% 0.000000% 0.~~789601~~871774%

Delinquency Status By Groups DELINQUENT BANKRUPTCY FORECLOSURE REO Total GI 30Y Jumbo A Arm No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 1 0 0 0 1 ~~411~~558,~~985~~951.87 0.00 0.00 0.00 558,951.87 90 Days 0 0 0 0 0 0.00 ~~411~~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 1 558,~~985~~951.87 0.00 0.00 0.00 558,951.87 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 0.363636% 0.000000% 0.000000% 0.000000% 0.363636% 0.411516% 0.000000% 0.000000% 0.000000% 0.411516% 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 0.363636% 0.000000% 0.000000% 0.000000% 0.363636% 0.411516% 0.000000% 0.000000% 0.000000% 0.411516% DELINQUENT BANKRUPTCY FORECLOSURE REO Total G2 30Y Jumbo A Arm No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% DELINQUENT BANKRUPTCY FORECLOSURE REO Total G3 30Y Jumbo A Arm No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 3 0 0 0 3 640,549.97 0.00 0.00 0.00 640,549.97 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 1 0 0 0 1 ~~411~~137,~~985~~600.00 0.00 0.00 0.00 ~~411~~137,~~985~~600.00 120 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 4 0 0 0 4 778,149.97 0.00 0.00 0.00 778,149.97 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.~~353357~~437318% 0.000000% 0.000000% 0.000000% 0.~~353357~~437318% 0.~~294648~~476935% 0.000000% 0.000000% 0.000000% 0.~~294648~~476935% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.145773% 0.000000% 0.000000% 0.000000% 0.145773% 0.102453% 0.000000% 0.000000% 0.000000% 0.102453% 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 0.583090% 0.000000% 0.000000% 0.000000% 0.583090% 0.579388% 0.000000% 0.000000% 0.000000% 0.579388% 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 1 0 0 1 131,999.96 0.00 0.00 131,999.96 30 Days 1 0 0 0 1 230,710.51 0.00 0.00 0.00 230,710.51 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 1 0 1 0.00 0.00 120,000.00 0.00 120,000.00 120 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 1 1 1 0 3 230,710.51 131,999.96 120,000.00 0.00 482,710.47 0-29 Days 0.166667% 0.000000% 0.000000% 0.166667% 0.110245% 0.000000% 0.000000% 0.110245% 30 Days 0.166667% 0.000000% 0.000000% 0.000000% 0.166667% 0.192688% 0.000000% 0.000000% 0.000000% 0.192688% 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% 0.166667% 0.000000% 0.166667% 0.000000% 0.000000% 0.100223% 0.000000% 0.100223% 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.~~353357~~166667% 0.166667% 0.166667% 0.000000% 0.500000% 0.192688% 0.110245% 0.100223% 0.000000% 0.403156% DELINQUENT BANKRUPTCY FORECLOSURE REO Total G5-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 7 0 0 0 7 1,383,617.40 0.00 0.00 0.00 1,383,617.40 60 Days 2 0 0 0 2 248,478.52 0.00 0.00 0.00 248,478.52 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 1 0 0 3 357,100.27 136,000.00 0.00 0.00 493,100.27 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 11 1 0 0 12 1,989,196.19 136,000.00 0.00 0.00 2,125,196.19 0-29 Days 0.000000% 0.~~353357~~000000% 0.~~294648~~000000% 0.000000% 0.000000% 0.000000% 0.~~294648~~000000% 0.000000% 30 Days 1.521739% 0.000000% 0.000000% 0.000000% 1.521739% 1.682001% 0.000000% 0.000000% 0.000000% 1.682001% 60 Days 0.434783% 0.000000% 0.000000% 0.000000% 0.434783% 0.302064% 0.000000% 0.000000% 0.000000% 0.302064% 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 0.434783% 0.217391% 0.000000% 0.000000% 0.652174% 0.434111% 0.165329% 0.000000% 0.000000% 0.599440% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 2.391304% 0.217391% 0.000000% 0.000000% 2.608696% 2.418176% 0.165329% 0.000000% 0.000000% 2.583505% DELINQUENT BANKRUPTCY FORECLOSURE REO Total G5-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 4 0 0 0 4 1,480,227.40 0.00 0.00 0.00 1,480,227.40 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 1 0 0 0 1 194,820.96 0.00 0.00 0.00 194,820.96 120 Days 2 0 1 0 3 638,367.20 0.00 123,999.99 0.00 762,367.19 150 Days 1 0 0 0 1 479,510.62 0.00 0.00 0.00 479,510.62 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 8 0 1 0 9 2,792,926.18 0.00 123,999.99 0.00 2,916,926.17 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.661157% 0.000000% 0.000000% 0.000000% 0.661157% 0.892954% 0.000000% 0.000000% 0.000000% 0.892954% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.165289% 0.000000% 0.000000% 0.000000% 0.165289% 0.117527% 0.000000% 0.000000% 0.000000% 0.117527% 120 Days 0.330579% 0.000000% 0.165289% 0.000000% 0.495868% 0.385098% 0.000000% 0.074804% 0.000000% 0.459901% 150 Days 0.165289% 0.000000% 0.000000% 0.000000% 0.165289% 0.289267% 0.000000% 0.000000% 0.000000% 0.289267% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 1.322314% 0.000000% 0.165289% 0.000000% 1.487603% 1.684845% 0.000000% 0.074804% 0.000000% 1.759648%

~~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 2 0 ~~0 0 2 846,267~~.~~27 0.~~00 ~~0.00~~Periodic ~~0.00~~Advance ~~846~~35,~~267~~481.27 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 2 0 0 0 2 846,267.27 0.00 0.00 0.00 846,267.27 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.641026% 0.000000% 0.000000% 0.000000% 0.641026% 0.547338% 0.000000% 0.000000% 0.000000% 0.547338% 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 0.641026% 0.000000% 0.000000% 0.000000% 0.641026% 0.547338% 0.000000% 0.000000% 0.000000% 0.547338%44

~~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~~220,916.00 0.0002377915% ~~0.00 0.00 30 Days 2 0 0 0 2 298~~220,~~250~~916.00 0.0002807676% ~~0.00~~Fraud ~~0.00 298~~12,~~250~~106,416.00 ~~60 Days 0 0 0 0 0 0~~1.0030312107% 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 2 0 0 0 2 29812,~~250~~106,416.00 01.0053863440% ~~0.00~~Special ~~0.00~~Hazard ~~298~~6,~~250~~053,208.00 0~~-29 Days 0~~.~~000000~~65156053% 05,591,700.~~000000%~~04 0.~~000000~~71066301% ~~0.000000%~~Limit ~~0.000000%~~of ~~0.000000%~~Subordinate's ~~0.000000%~~Exposure ~~0.000000%~~to 30Certain ~~Days~~Types ~~0.281690%~~of 0.000000% 0.000000% 0.000000% 0.281690% 0.213115% 0.000000% 0.000000% 0.000000% 0.213115% 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 0.281690% 0.000000% 0.000000% 0.000000% 0.281690% 0.213115% 0.000000% 0.000000% 0.000000% 0.213115%Losses

~~DELINQUENT~~COLLATERAL ~~BANKRUPTCY~~STATEMENT ~~FORECLOSURE~~Collateral ~~REO~~Description ~~Total~~Mixed G4ARM ~~30Y~~Weighted ~~Jumbo~~Average AGross ~~Arm~~Coupon No5.249445% ofWeighted ~~Loans~~Average NoNet ofCoupon ~~Loans~~4.949584% NoWeighted ofAverage ~~Loans~~Pass-Through NoRate of4.940055% ~~Loans~~Weighted NoAverage ofMaturity(Stepdown ~~Loans~~Calculation ~~Principal~~) ~~Balance~~351 ~~Principal~~Beginning ~~Balance~~Scheduled ~~Principal~~Collateral ~~Balance~~Loan ~~Principal~~Count ~~Balance~~3,005 ~~Principal~~Number ~~Balance~~Of ~~0-29~~Loans ~~Days~~Paid 1In 0Full 077 1Ending ~~131,999.96~~Scheduled ~~0.00~~Collateral ~~0.00~~Loan ~~131~~Count 2,~~999.96~~928 30Beginning ~~Days~~Scheduled 1Collateral 0Balance ~~0 0 1 120~~809,~~000.00 0.00 0.00 0.00 120~~629,~~000~~673.0006 60Ending ~~Days~~Scheduled 0Collateral 0Balance ~~0 0 0 0~~786,828,631.0056 ~~0.00~~Ending ~~0.00~~Actual ~~0.00~~Collateral ~~0.00~~Balance 90at ~~Days~~31-Oct-2004 ~~0 0 0 0 0 0~~787,122,855.0014 ~~0.00~~Monthly ~~0.00~~P ~~0.00~~&I ~~0.00~~Constant ~~120 Days 0 0 0 0 0 0~~3,941,027.0005 ~~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 0399,271.0056 ~~0.00~~Unscheduled ~~Totals~~Principal ~~1 1 0 0 2 120~~22,~~000.00 131~~401,~~999~~769.9694 ~~0.00~~Extra ~~0.00~~principal ~~251,999.96~~distribution ~~0-29~~Amount ~~Days~~ 0.~~160000%~~00 ~~0.000000%~~Excess ~~0.000000%~~Cash ~~0.160000%~~Amount 0.105647% 0.000000% 0.000000% 0.105647% 30 Days 0.160000% 0.000000% 0.000000% 0.000000% 0.160000% 0.096043% 0.000000% 0.000000% 0.000000% 0.096043% 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 0.160000% 0.160000% 0.000000% 0.000000% 0.320000% 0.096043% 0.105647% 0.000000% 0.000000% 0.201691%00

~~DELINQUENT~~Group ~~BANKRUPTCY~~Level ~~FORECLOSURE~~Collateral ~~REO~~Statement ~~Total~~Group ~~G5-A~~GI 30Y ~~AltA~~Jumbo A Arm NoG2 of30Y ~~Loans~~Jumbo NoA ofArm ~~Loans~~G3 No30Y ofJumbo ~~Loans~~A NoArm ofCollateral ~~Loans~~Description NoMixed ofARM ~~Loans~~and ~~Principal~~Balloon ~~Balance~~Mixed ~~Principal~~ARM ~~Balance~~and ~~Principal~~Balloon ~~Balance~~Mixed ~~Principal~~ARM ~~Balance~~Weighted ~~Principal~~Average ~~Balance~~Coupon ~~0-29~~Rate ~~Days~~4.338682 05.137430 04.519109 0Weighted 0Average ~~0.00~~Net ~~0.00~~Rate 04.00051969 04.00812627 ~~30 Days~~ 4.185562 0Weighted 0Average 0Maturity 4351 ~~663,492.92~~351 ~~0.00~~351 ~~0.00~~Beginning ~~0.00~~Loan ~~663,492.92~~Count 60278 ~~Days~~306 2697 0Loans 0Paid 0In 2Full ~~313,411.85~~3 ~~0.00~~4 ~~0.00~~11 ~~0.00~~Ending ~~313,411.85~~Loan 90Count ~~Days~~275 2302 0686 1Beginning 0Scheduled 3Balance ~~357~~137,~~100~~350,090.2748 0151,589,226.0034 136,~~000.00 0.00 493~~985,~~100~~950.2750 ~~120~~Ending ~~Days~~scheduled 0Balance ~~0 0 0 0 0~~135,762,382.0069 0149,190,633.0032 0134,277,776.0066 ~~0.00~~Record ~~0.00~~Date ~~150~~10/31/2004 ~~Days~~10/31/2004 010/31/2004 0Principal 0And 0Interest 0Constant 0593,571.0085 0714,757.0099 0559,863.0028 ~~0.00~~Scheduled ~~0.00~~Principal ~~180 Days 0 0 0 0 0 0~~96,973.0019 065,775.0049 043,984.0058 ~~0.00~~Unscheduled ~~0.00~~Principal ~~Totals 8 0~~ 1 ~~0 9 1~~,~~334~~490,~~005~~734.0460 ~~0.00 136~~2,~~000~~332,817.0053 ~~0.00 1~~2,~~470~~664,~~005~~189.0426 ~~0-29~~Scheduled ~~Days~~Interest 0496,598.~~000000%~~66 0648,982.~~000000%~~50 0515,878.~~000000%~~70 ~~0.000000%~~Servicing ~~0.000000%~~Fees 032,816.~~000000%~~68 041,030.~~000000%~~47 038,076.~~000000%~~09 30Master ~~Days~~Servicing ~~0.808081%~~Fees 0.~~000000%~~00 0.~~000000%~~00 0.~~000000%~~00 Trustee Fee 0.~~808081%~~00 0.~~748151%~~00 0.~~000000%~~00 FRY Amount 0.~~000000%~~00 0.~~000000%~~00 0.~~748151%~~00 60Special ~~Days~~Hazard ~~0.404040%~~Fee 0.~~000000%~~00 0.~~000000%~~00 0.~~000000%~~00 ~~0.404040%~~Other ~~0.353401%~~Fee 0915.~~000000%~~22 0963.~~000000%~~75 0866.~~000000%~~17 ~~0.353401%~~Pool 90Insurance ~~Days~~Fee 0.~~404040%~~00 0.~~000000%~~00 0.~~202020%~~00 ~~0.000000%~~Spread ~~0.606061%~~Fee ~~0.402664%~~1 0.~~000000%~~00 0.~~153353%~~00 0.~~000000%~~00 ~~0.556017%~~Spread ~~120~~Fee ~~Days~~2 0.~~000000%~~00 0.~~000000%~~00 0.~~000000%~~00 ~~0.000000%~~Spread Fee 3 0.~~000000%~~00 0.~~000000%~~00 0.~~000000%~~00 0Net Interest 462,866.~~000000%~~76 0606,988.~~000000%~~28 0476,936.~~000000%~~44 ~~150~~Realized ~~Days~~Loss ~~0.000000%~~Amount 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 ~~180~~Percentage ~~Days~~of ~~0.000000%~~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 ~~Totals~~Special ~~1.616162%~~Servicing Fee 0.~~000000%~~00 0.~~202020%~~00 0.~~000000%~~00 ~~1.818182%~~Pass-Through ~~1.504217%~~Rate 04.~~000000%~~043973 04.~~153353%~~804998 04.~~000000% 1.657570%~~177974

~~DELINQUENT~~Group ~~BANKRUPTCY~~Level ~~FORECLOSURE~~Collateral ~~REO~~Statement ~~Total~~Group G4 30Y Jumbo A Arm G5-BA 30Y AltA Arm NoG5-B of30Y ~~Loans~~AltA NoArm ofCollateral ~~Loans~~Description NoMixed ofARM ~~Loans~~and NoBalloon ofMixed ~~Loans~~ARM Noand ofBalloon ~~Loans~~Mixed ~~Principal~~ARM ~~Balance~~and ~~Principal~~Balloon ~~Balance~~Weighted ~~Principal~~Average ~~Balance~~Coupon ~~Principal~~Rate ~~Balance~~5.226282 ~~Principal~~6.212785 ~~Balance~~6.168653 ~~0-29~~Weighted ~~Days~~Average 0Net 0Rate ~~0 0 0~~4.00875682 05.00962786 05.00916779 ~~0.00~~Weighted 30Average ~~Days~~Maturity 3351 0351 0351 0Beginning 3Loan ~~1,005,595.97~~Count ~~0.00~~608 ~~0.00~~484 ~~0.00~~632 ~~1,005,595.97~~Loans 60Paid ~~Days~~In 5Full 08 024 027 5Ending ~~1,598,589.44~~Loan ~~0.00~~Count ~~0.00~~600 ~~0.00~~460 ~~1,598,589.44~~605 90Beginning ~~Days~~Scheduled 2Balance ~~0 0 0 2 673~~121,~~058~~406,666.3449 086,686,050.0025 0175,611,689.00 ~~0.00~~Ending ~~673,058.34~~scheduled ~~120~~Balance ~~Days 0 0 0 0 0 0~~119,708,629.0063 082,214,200.0027 0165,675,008.0099 ~~0.00~~Record ~~0.00~~Date ~~150~~10/31/2004 ~~Days~~10/31/2004 010/31/2004 0Principal 0And 0Interest 0Constant 0569,794.0080 0497,402.0076 01,005,636.0037 ~~0.00~~Scheduled ~~0.00~~Principal ~~180 Days 0 0 0 0 0 0~~41,040.0028 048,601.0025 0102,896.0077 ~~0.00~~Unscheduled ~~0.00~~Principal ~~Totals 10 0 0 0 10 3~~1,~~277~~656,~~243~~996.7558 04,423,248.0073 ~~0.00 0.00 3~~9,~~277~~833,~~243~~783.7524 ~~0-29~~Scheduled ~~Days~~Interest 0528,754.~~000000%~~52 0448,801.~~000000%~~51 0902,739.~~000000%~~60 ~~0.000000%~~Servicing ~~0.000000%~~Fees 035,470.~~000000%~~90 018,059.~~000000%~~55 036,859.~~000000%~~99 30Master ~~Days~~Servicing ~~0.460123%~~Fees 0.~~000000%~~00 0.~~000000%~~00 0.~~000000%~~00 Trustee Fee 0.~~460123%~~00 0.~~551775%~~00 0.~~000000%~~00 FRY Amount 0.~~000000%~~00 0.~~000000%~~00 0.~~551775%~~00 60Special ~~Days~~Hazard ~~0.766871%~~Fee 0.~~000000%~~00 0.~~000000%~~00 0.~~000000%~~00 ~~0.766871%~~Other ~~0.877153%~~Fee 0772.~~000000%~~70 0697.~~000000%~~62 02,213.~~000000%~~65 ~~0.877153%~~Pool 90Insurance ~~Days~~Fee 0.~~306748%~~00 0.~~000000%~~00 0.~~000000%~~00 ~~0.000000%~~Spread ~~0.306748%~~Fee ~~0.369310%~~1 0.~~000000%~~00 0.~~000000%~~00 0.~~000000%~~00 ~~0.369310%~~Spread ~~120~~Fee ~~Days~~2 0.~~000000%~~00 0.~~000000%~~00 0.~~000000%~~00 ~~0.000000%~~Spread Fee 3 0.~~000000%~~00 0.~~000000%~~00 0.~~000000%~~00 0Net Interest 492,510.~~000000%~~92 0430,044.~~000000%~~34 0863,665.~~000000%~~96 ~~150~~Realized ~~Days~~Loss ~~0.000000%~~Amount 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 ~~180~~Percentage ~~Days~~of ~~0.000000%~~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 ~~Totals~~Special ~~1.533742%~~Servicing Fee 0.~~000000%~~00 0.~~000000%~~00 0.~~000000%~~00 ~~1.533742%~~Pass-Through ~~1.798238%~~Rate 04.~~000000%~~868045 05.~~000000%~~953128 05.~~000000% 1.798238%~~901652

~~OTHER~~Group ~~INFORMATION~~Level ~~Current~~Collateral ~~Period~~Statement ~~Class~~Group ATotal ~~Insufficient~~Collateral ~~Funds~~Description 0Mixed ARM Weighted Average Coupon Rate 5.249445 Weighted Average Net Rate 4.949584 Weighted Average Maturity 351.00 Record Date 10/31/2004 Principal And Interest Constant 3,941,027.05 Beginning Loan Count 3,005 Loans Paid In Full 77 Ending Loan Count 2,928 Beginning Scheduled Balance of809,629,673.06 ~~Contaminated~~Ending ~~Properties~~Scheduled Balance 786,828,631.56 Scheduled Principal 399,271.56 Unscheduled Principal 22,401,769.94 Scheduled Interest 3,541,755.49 Servicing Fee 202,313.68 Master Servicing Fee 0.00 ~~Periodic~~Trustee ~~Advance~~Fee 330.00 Fry Amount 0.00 Special Hazard Fee 0.00 Other Fee 6,~~488~~429.5411 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 3,333,012.70 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 4.940055

CREDIT ENHANCEMENT Original $ Original % Current $ Current % Bankruptcy 220,916.00 0.02377915% 220,916.00 0.02661694% Fraud 12,106,416.00 1.30312107% 12,106,416.00 1.45863486% Special Hazard 6,053,208.00 0.65156053% 5,591,700.04 0.67371290% Limit of Subordinate's Exposure to Certain Types of Losses

COLLATERAL STATEMENT Collateral Description Mixed ARM Weighted Average Gross Coupon 5.276407% Weighted Average Net Coupon 4.976686% Weighted Average Pass-Through Rate 4.966660% Weighted Average Maturity(Stepdown Calculation ) 353 Beginning Scheduled Collateral Loan Count 3,170 Number Of Loans Paid In Full 93 Ending Scheduled Collateral Loan Count 3,077 Beginning Scheduled Collateral Balance 858,714,305.15 Ending Scheduled Collateral Balance 829,982,630.30 Ending Actual Collateral Balance at 31-Aug-2004 830,261,660.35 Monthly P &I Constant 4,199,612.28 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Scheduled Principal 423,840.30 Unscheduled Principal 28,307,834.55 Extra principal distribution Amount 0.00 Excess Cash Amount 0.00

Group Level Collateral Statement Group GI 30Y Jumbo A Arm G2 30Y Jumbo A Arm G3 30Y Jumbo A Arm Collateral Description Mixed ARM and Balloon Mixed ARM and Balloon Mixed ARM Weighted Average Coupon Rate 4.352553 5.139760 4.526966 Weighted Average Net Rate 4.065016 4.812863 4.193573 Weighted Average Maturity 353 353 353 Beginning Loan Count 294 317 725 Loans Paid In Full 11 5 15 Ending Loan Count 283 312 710 Beginning Scheduled Balance 145,042,380.37 157,030,892.75 143,557,735.69 Ending scheduled Balance 139,758,474.74 154,572,865.63 139,920,187.31 Record Date 08/31/2004 08/31/2004 08/31/2004 Principal And Interest Constant 624,864.48 740,522.71 588,109.33 Scheduled Principal 98,777.26 67,938.49 46,541.84 Unscheduled Principal 5,185,128.37 2,390,088.63 3,591,006.54 Scheduled Interest 526,087.22 672,584.22 541,567.49 Servicing Fees 34,754.17 42,777.44 39,884.28 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 1,380.90 964.97 898.98 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 489,952.15 628,841.81 500,784.23 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 4.053592 4.805489 4.186058

Group Level Collateral Statement Group G4 30Y Jumbo A Arm G5-A 30Y AltA Arm G5-B 30Y AltA Arm Collateral Description Mixed ARM and Balloon Mixed ARM and Balloon Mixed ARM and Balloon Weighted Average Coupon Rate 5.233724 6.235590 6.206375 Weighted Average Net Rate 4.882587 5.985590 5.954666 Weighted Average Maturity 353 353 353 Beginning Loan Count 637 517 680 Loans Paid In Full 12 22 28 Ending Loan Count 625 495 652 Beginning Scheduled Balance 127,305,297.65 92,882,740.50 192,895,258.19 Ending scheduled Balance 124,918,475.96 88,661,427.19 182,151,199.47 Record Date 08/31/2004 08/31/2004 08/31/2004 Principal And Interest Constant 597,187.33 534,334.95 1,114,593.48 Scheduled Principal 41,953.33 51,686.08 116,943.30 Unscheduled Principal 2,344,868.36 4,169,627.23 10,627,115.42 Scheduled Interest 555,234.00 482,648.87 997,650.18 Servicing Fees 37,251.34 19,350.50 40,461.23 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 804.94 698.91 2,425.94 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 517,177.72 462,599.46 954,763.01 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 Pass-Through Rate 4.875000 5.976560 5.939574

Group Level Collateral Statement Group Total Collateral Description Mixed ARM Weighted Average Coupon Rate 5.276407 Weighted Average Net Rate 4.976686 Weighted Average Maturity 353.00 Record Date 08/31/2004 Principal And Interest Constant 4,199,612.28 Beginning Loan Count 3,170 Loans Paid In Full 93 Ending Loan Count 3,077 Beginning Scheduled Balance 858,714,305.15 Ending Scheduled Balance 829,982,630.30 Scheduled Principal 423,840.30 Unscheduled Principal 28,307,834.55 Scheduled Interest 3,775,771.98 Servicing Fee 214,478.96 Master Servicing Fee 0.00 Trustee Fee 0.00 Fry Amount 0.00 Special Hazard Fee 0.00 Other Fee 7,174.64 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 3,554,118.38 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 4.966660

Miscellaneous Reporting Group G4 30Y Jumbo A Arm Insurance Proceeds 0.00 Net Liquidation Proceeds 0.00 Repurchase Principal 0.00 Substitution Amount 0.00 Substitution Adjustment Amount 0.00 Subsequent Losses 0.00 Subsequent Loss Recoveries 0.00 Group G5-A 30Y AltA Arm Insurance Proceeds 0.00 Net Liquidation Proceeds 0.00 Repurchase Principal 0.00 Substitution Amount 0.00 Substitution Adjustment Amount 0.00 Subsequent Losses 0.00 Subsequent Loss Recoveries 0.00 Group G5-B 30Y AltA Arm Excess Cash ~~901~~759,~~050~~519.0401 Grp 1 Excess Interest 2,~~392~~283.6310 Grp 2 Excess Interest 2,~~121~~023.7544 Extra Principal Distribution 0.00 Overcollateralized Amount 1,618,557.78 Overcollateralization Deficiency 0.00 Overcollateralization Increase 0.00 Overcollateralization Release 0.00 Target Overcollateralization 1,618,557.78 Rolling 3 month Delinquency Rate 01.~~644190~~239236% Trigger Event - 3 mo Delinq Rate > 5.25% NO Insurance Proceeds 0.00 Net Liquidation Proceeds 0.00 Repurchase Principal 0.00 Substitution Amount 0.00 Substitution Adjustment Amount 0.00 Subsequent Losses 0.00 Subsequent Loss Recoveries 0.00

Group

Filing Compare · CSFB MORTGAGE-BACKED PASS-THROUGH CERTIFICATES, SERIES 2004-AR4