8-K 1 bst04001_jul.txt JULY 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): July 26, 2004 BEAR STEARNS ARM TRUST Mortgage Pass-Through Certificates, Series 2004-1 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-106323-17 54-2144750 Pooling and Servicing Agreement) (Commission 54-2144748 (State or other File Number) 54-2144749 jurisdiction 54-2144747 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) ITEM 5. Other Events On July 26, 2004 a distribution was made to holders of BEAR STEARNS ARM TRUST, Mortgage Pass-Through Certificates, Series 2004-1 Trust. ITEM 7. Financial Statements and Exhibits (c) Exhibits furnished in accordance with Item 601(a) of Regulation S-K Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2004-1 Trust, relating to the July 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. BEAR STEARNS ARM TRUST Mortgage Pass-Through Certificates, Series 2004-1 Trust By: Wells Fargo Bank, N.A. as Securities Administrator By: /s/ Beth Belfield as Assistant Vice President By: Beth Belfield as Assistant Vice President Date: 8/3/2004 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2004-1 Trust, relating to the July 26, 2004 distribution. EX-99.1

Bear Stearns ARM Trust Mortgage Pass-Through Certificates Record Date: 26/2930/2004 Distribution Date: 37/2526/2004 BST Series: 2004-1 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-1-A-1 07384MF80 SEN 3.~~81088~~76100% 7362,~~056~~345,~~300~~407.0026 ~~232~~195,~~007~~386.0518 1,~~574~~215,~~858~~869.5991 I-1-A-2 07384MF98 SEN 3.~~17188~~12200% 8976,~~169~~095,~~200~~971.0004 ~~235~~197,~~694~~961.6647 1,~~922~~484,~~200~~035.8356 I-1-A-3 07384MG22 SEN 3.~~59788~~54800% 3832,~~476~~835,~~400~~317.0080 ~~115~~97,~~361~~075.0878 ~~829~~640,~~427~~359.2952 I-1-X 07384MG30 SEN 0.89173% 0.00 ~~149~~127,~~143~~267.8195 0.00 I-2-A-1 07384MG48 SEN 3.~~79182~~79159% 3934,~~186~~454,~~100~~131.0024 ~~123~~108,~~822~~854.2596 ~~332~~1,~~020~~115,564.3436 I-2-A-2 07384MG55 SEN 4.~~56682~~56659% 2421,~~491~~533,~~300~~821.0003 9381,~~206~~940.1652 ~~207~~697,~~512~~227.6137 I-2-A-3 07384MG63 SEN 4.~~01982~~01959% 7364,~~474~~601,~~000~~551.0003 ~~246~~216,~~126~~376.9859 ~~622~~2,~~538~~091,684.6795 I-2-A-4A 07384MG71 SEN 4.~~52982~~52959% ~~147~~129,~~759~~916,~~300~~432.0046 ~~557~~490,~~769~~352.3969 14,~~251~~206,~~951~~466.4129 I-2-A-4M 07384MG89 SEN 4.~~52982~~52959% 65,~~800~~979,~~600~~384.0065 2522,~~671~~568.2541 57193,~~620~~601.8899 I-2-A-5 07384MG97 SEN 4.~~52982~~52959% 8171,~~311~~492,~~700~~799.0031 ~~306~~269,~~939~~840.5828 ~~688~~2,~~946~~314,811.8149 I-2-X 07384MH21 SEN 0.62855% 0.00 ~~195~~171,~~386~~779.9369 0.00 I-3-A-1 07384MH39 SEN 4.~~27315~~25605% 1916,~~238~~364,~~400~~507.00 68 58,~~507~~035.1272 ~~265~~484,~~298~~733.2049 I-3-A-2 07384MH47 SEN 4.~~42215~~40505% 3429,~~677~~497,~~600~~351.0073 ~~127~~108,~~791~~272.2685 ~~478~~873,~~205~~741.3078 I-3-A-3 07384MH54 SEN 4.~~91715~~90005% 2824,~~857~~546,~~700~~846.0058 ~~118~~100,~~248~~226.0136 ~~397~~727,~~948~~102.6875 I-3-X 07384MH62 SEN 0.52806% 0.00 3630,~~424~~980.3783 0.00 I-4-A-1 07384MH70 SEN 3.~~58048~~54907% 2119,~~499~~075,~~800~~753.00 6456,~~149~~413.6442 ~~359~~509,~~211~~951.3630 I-4-A-2 07384MH88 SEN 2.~~93948~~90807% 4943,~~057~~526,~~900~~748.0029 ~~120~~105,~~170~~474.5446 ~~819~~1,~~642~~163,598.7473 I-4-X 07384MH96 SEN 1.35268% 0.00 7970,~~534~~562.9624 0.00 I-5-A-1 07384MJ29 SEN 5.~~21414~~20647% 6358,~~338~~198,~~800~~508.0029 ~~275~~252,~~214~~488.3709 ~~376~~847,~~882~~106.3238 I-5-A-2 07384MJ37 SEN 3.~~63714~~62947% 4844,~~722~~768,~~100~~033.0083 ~~147~~135,~~674~~393.1720 ~~289~~651,~~909~~619.1657 I-5-A-3 07384MJ45 SEN 4.~~12814~~12047% 2624,~~132~~011,~~400~~612.0013 8982,~~898~~442.4699 ~~155~~349,~~494~~500.5719 I-5-X 07384MJ52 SEN 1.40559% 0.00 8780,~~678~~557.7805 0.00 I-6-A-1 07384MJ60 SEN 4.~~12191~~10880% 4441,~~370~~478,~~800~~289.0004 ~~152~~142,~~410~~010.2497 ~~288~~1,~~723~~292,374.0314 I-6-X 07384MJ78 SEN 1.39200% 0.00 5148,~~470~~111.1316 0.00 I-7-A-1 07384MJ86 SEN 4.~~54562~~52308% 7763,~~778~~507,~~500~~497.0083 ~~294~~239,~~626~~356.3529 ~~424~~1,~~707~~634,827.6730 I-7-X 07384MJ94 SEN 0.59100% 0.00 3831,~~305~~275.9107 0.00 II-1-A-1 07384MK27 SEN 4.~~56755~~52713% ~~278~~245,~~825~~751,~~100~~975.0020 1927,~~061,290~~055.4341 16,~~818~~376,~~221~~980.0946 II-1-X 07384ML75 SEN 0.24700% 0.00 5750,~~391~~580.5011 0.00 II-2-A-1 07384MK35 SEN 4.~~90589~~93926% 2724,~~490~~092,~~400~~313.0097 ~~112~~99,~~387~~157.3268 2829,~~058~~255.6270 II-3-A-1 07384MK43 SEN 5.~~43712~~48068% 2620,~~226~~657,~~700~~889.0054 ~~118~~94,~~831~~342.5032 11194,~~617~~592.0826 I-B-1 07384MK92 SUB 4.~~90165~~88434% 20,~~656~~623,~~900~~497.0056 8483,~~377~~937.4015 8,~~080~~670.2202 I-B-2 07384ML26 SUB 4.~~90165~~88434% 9,~~295~~280,~~500~~469.0007 37,~~969~~771.4029 3,~~636~~901.0647 I-B-3 07384ML34 SUB 4.~~90165~~88434% 5,~~164~~155,~~100~~749.0059 2120,~~093~~983.8478 2,~~020~~167.0145 I-B-4 07384ME40 SUB 4.~~90165~~88434% 4,~~647~~640,~~900~~384.0029 18,~~985~~886.3125 1,~~818~~950.0980 I-B-5 07384ME57 SUB 4.~~90165~~88434% 3,~~615~~609,~~000~~154.0050 14,~~766~~689.2217 1,~~414~~517.0527 I-B-6 07384ME65 SUB 4.~~90165~~88434% 2,~~066~~062,~~027~~686.5785 8,~~439~~395.1209 ~~808~~867.0814 II-B-1 07384ML42 SUB 4.~~87121~~84346% 3,~~599~~594,~~600~~505.0096 14,~~611~~507.9911 1,~~274~~276.7629 II-B-2 07384ML59 SUB 4.~~87121~~84346% 2,~~742~~738,~~700~~818.0062 11,~~133~~053.5563 ~~971~~972.3046 II-B-3 07384ML67 SUB 4.~~87121~~84346% 1,~~885~~882,~~600~~931.0056 7,~~654~~599.2935 ~~667~~668.7757 II-B-4 07384ME73 SUB 4.~~87121~~84346% 1,~~028~~026,~~400~~944.0064 4,~~174~~144.6266 364.2063 II-B-5 07384ME81 SUB 4.~~87121~~84346% ~~685~~684,~~700~~729.0062 2,~~783~~763.4951 ~~242~~243.8312 II-B-6 07384ME99 SUB 4.~~87121~~84346% ~~343~~342,~~014~~529.8611 1,~~392~~382.4142 121.8062 R-I 07384MK50 RES 0.00000% 500.00 0.00 500.00 R-II 07384MK68 RES 0.00000% 500.00 0.00 500.00 R-III 07384MK76 RES 0.00000% 500.00 0.00 500.00 R-IV 07384MK84 RES 0.00000% 500.00 0.0001 500.00 Totals 1,~~375~~210,~~671~~374,~~742~~544.4330 54,~~610~~918,~~515~~254.8416 1329,~~222~~117,~~616~~726.4233

Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses I-1-A-1 0.00 7161,~~481~~129,~~441~~537.4135 1,~~806~~411,~~865~~256.6409 0.00 I-1-A-2 0.00 8774,~~246~~611,~~999~~935.1748 21,~~157~~681,~~895~~997.4903 0.00 I-1-A-3 0.00 3732,~~646~~194,~~972~~958.7129 ~~944~~737,~~788~~435.3730 0.00 I-1-X 0.00 0.00 ~~149~~127,~~143~~267.8195 0.00 I-2-A-1 0.00 3833,~~854~~338,~~079~~566.6688 ~~455~~1,~~842~~224,419.5932 0.00 I-2-A-2 0.00 2420,~~283~~836,~~787~~593.3967 ~~300~~779,~~718~~167.7789 0.00 I-2-A-3 0.00 7262,~~851~~509,~~461~~866.3307 ~~868~~2,~~665~~308,061.6554 0.00 I-2-A-4A 0.00 ~~146~~125,~~507~~709,~~348~~966.5917 14,~~809~~696,~~720~~818.8098 0.00 I-2-A-4M 0.00 65,~~742~~785,~~979~~782.1266 83216,~~292~~170.1340 0.00 I-2-A-5 0.00 8069,~~622~~177,~~753~~987.1982 ~~995~~2,~~886~~584,651.3977 0.00 I-2-X 0.00 0.00 ~~195~~171,~~386~~779.9369 0.00 I-3-A-1 0.00 1815,~~973~~879,~~101~~774.8019 ~~333~~542,~~805~~769.3221 0.00 I-3-A-2 0.00 3428,~~199~~623,~~394~~609.7094 ~~605~~982,~~996~~014.5663 0.00 I-3-A-3 0.00 2823,~~459~~819,~~751~~743.3283 ~~516~~827,~~196~~329.6911 0.00 I-3-X 0.00 0.00 3630,~~424~~980.3783 0.00 I-4-A-1 0.00 2118,~~140~~565,~~588~~801.6470 ~~423~~566,~~361~~364.0072 0.00 I-4-A-2 0.00 4842,~~238~~363,~~257~~149.2656 ~~939~~1,~~813~~269,073.2819 0.00 I-4-X 0.00 0.00 7970,~~534~~562.9624 0.00 I-5-A-1 0.00 6257,~~961~~351,~~917~~401.6891 ~~652~~1,~~096~~099,594.6947 0.00 I-5-A-2 0.00 4844,~~432~~116,~~190~~414.8425 ~~437~~787,~~583~~012.3377 0.00 I-5-A-3 0.00 2523,~~976~~662,~~905~~111.4393 ~~245~~431,~~393~~943.0318 0.00 I-5-X 0.00 0.00 8780,~~678~~557.7805 0.00 I-6-A-1 0.00 4440,~~082~~185,~~076~~914.9790 ~~441~~1,~~133~~434,385.2711 0.00 I-6-X 0.00 0.00 5148,~~470~~111.1316 0.00 I-7-A-1 0.00 7761,~~353~~872,~~792~~670.3353 ~~719~~1,~~334~~874,183.0259 0.00 I-7-X 0.00 0.00 3831,~~305~~275.9107 0.00 II-1-A-1 0.00 ~~277~~239,~~006~~374,~~878~~994.9174 27,~~879~~304,~~511~~035.5287 0.00 II-1-X 0.00 0.00 5750,~~391~~580.5011 0.00 II-2-A-1 0.00 2724,~~462~~063,~~341~~058.3827 ~~140~~128,~~445~~413.9438 0.00 II-3-A-1 0.00 2620,~~215~~463,~~082~~297.9228 ~~130~~288,~~448~~934.58 0.00 I-B-1 0.00 20,~~648~~614,~~819~~827.7854 92,~~457~~607.6217 0.00 I-B-2 0.00 9,~~291~~276,~~863~~567.9461 41,~~605~~672.4676 0.00 I-B-3 0.00 5,~~162~~153,~~079~~582.9914 23,~~113~~151.8523 0.00 I-B-4 0.00 4,~~646~~638,~~081~~433.9150 20,~~803~~837.4005 0.00 I-B-5 0.00 3,~~613~~607,~~585~~637.9523 16,~~180~~206.2744 0.00 I-B-6 0.00 2,~~065~~061,~~219~~819.4971 9,~~247~~262.2023 0.00 II-B-1 0.00 3,~~598~~593,~~325~~229.2467 15,~~886~~783.7540 0.00 II-B-2 0.00 2,~~741~~737,~~728~~846.7015 12,~~104~~026.8509 0.00 II-B-3 0.00 1,~~884~~882,~~932~~262.2399 8,~~322~~267.0692 0.00 II-B-4 0.00 1,~~028~~026,~~035~~580.8001 4,~~538~~509.8229 0.00 II-B-5 0.00 ~~685~~684,~~457~~486.1749 3,~~026~~006.3263 0.00 II-B-6 0.00 342,~~893~~407.0649 1,~~514~~504.2104 0.00 R-I 0.00 0.00 500.00 0.00 R-II 0.00 0.00 500.00 0.00 R-III 0.00 0.00 500.00 0.00 R-IV 0.00 0.00 500.0001 0.00 Totals 0.00 1,~~362~~181,~~449~~256,~~126~~817.0195 1834,~~833~~035,~~132~~980.2649 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-1-A-1 73,056,300.00 7362,~~056~~345,~~300~~407.0026 3029,~~855~~787.9575 1,~~544~~186,~~002~~082.6416 0.00 0.00 I-1-A-2 89,169,200.00 8976,~~169~~095,~~200~~971.0004 3736,~~661~~357.3758 1,~~884~~447,~~539~~677.4698 0.00 0.00 I-1-A-3 38,476,400.00 3832,~~476~~835,~~400~~317.0080 1615,~~250~~688.8425 ~~813~~624,~~176~~671.4627 0.00 0.00 I-1-X 0.00 0.00 0.00 0.00 0.00 0.00 I-2-A-1 39,186,100.00 3934,~~186~~454,~~100~~131.0024 2220,~~178~~679.6749 ~~309~~1,~~841~~094,884.6787 0.00 0.00 I-2-A-2 24,491,300.00 2421,~~491~~533,~~300~~821.0003 1312,~~861~~924.6668 ~~193~~684,~~650~~302.9569 0.00 0.00 I-2-A-3 73,474,000.00 7364,~~474~~601,~~000~~551.0003 4138,~~585~~774.0408 ~~580~~2,~~953~~052,910.6387 0.00 0.00 I-2-A-4A 147,759,300.00 ~~147~~129,~~759~~916,~~300~~432.0046 8377,~~629~~976.2731 14,~~168~~128,~~322~~489.1598 0.00 0.00 I-2-A-4M 6,800,600.00 65,~~800~~979,~~600~~384.0065 3,~~849~~588.0285 53190,~~771~~013.8514 0.00 0.00 I-2-A-5 81,311,700.00 8171,~~311~~492,~~700~~799.0031 4642,~~021~~910.0523 ~~642~~2,~~925~~271,901.7625 0.00 0.00 I-2-X 0.00 0.00 0.00 0.00 0.00 0.00 I-3-A-1 19,238,400.00 1916,~~238~~364,~~400~~507.0068 109,~~121~~644.6817 ~~255~~475,~~176~~089.5232 0.00 0.00 I-3-A-2 34,677,600.00 3429,~~677~~497,~~600~~351.0073 1817,~~244~~383.5381 ~~459~~856,~~960~~357.7898 0.00 0.00 I-3-A-3 28,857,700.00 2824,~~857~~546,~~700~~846.0058 1514,~~182~~466.5730 ~~382~~712,~~766~~636.1145 0.00 0.00 I-3-X 0.00 0.00 0.00 0.00 0.00 0.00 I-4-A-1 21,499,800.00 2119,~~499~~075,~~800~~753.00 24.4779 ~~359~~509,~~186~~926.8951 0.00 0.00 I-4-A-2 49,057,900.00 4943,~~057~~526,~~900~~748.0029 5556.8357 ~~819~~1,~~586~~163,542.9216 0.00 0.00 I-4-X 0.00 0.00 0.00 0.00 0.00 0.00 I-5-A-1 63,338,800.00 6358,~~338~~198,~~800~~508.0029 ~~772~~648.3325 ~~376~~846,~~109~~458.9913 0.00 0.00 I-5-A-2 48,722,100.00 4844,~~722~~768,~~100~~033.0083 ~~594~~498.1065 ~~289~~651,~~315~~120.0692 0.00 0.00 I-5-A-3 26,132,400.00 2624,~~132~~011,~~400~~612.0013 ~~318~~267.6546 ~~155~~349,~~175~~232.9274 0.00 0.00 I-5-X 0.00 0.00 0.00 0.00 0.00 0.00 I-6-A-1 44,370,800.00 4441,~~370~~478,~~800~~289.0004 ~~549~~558.2206 ~~288~~1,~~173~~291,816.8108 0.00 0.00 I-6-X 0.00 0.00 0.00 0.00 0.00 0.00 I-7-A-1 77,778,500.00 7763,~~778~~507,~~500~~497.0083 4436,~~479~~366.0343 ~~380~~1,~~228~~598,460.6487 0.00 0.00 I-7-X 0.00 0.00 0.00 0.00 0.00 0.00 II-1-A-1 278,825,100.00 ~~278~~245,~~825~~751,~~100~~975.0020 8672,~~316~~698.3161 16,~~731~~304,~~904~~281.7885 0.00 0.00 II-1-X 0.00 0.00 0.00 0.00 0.00 0.00 II-2-A-1 27,490,400.00 2724,~~490~~092,~~400~~313.0097 2019,~~280~~190.9300 710,~~777~~065.6970 0.00 0.00 II-3-A-1 26,226,700.00 2620,~~226~~657,~~700~~889.0054 1110,~~168~~806.1660 ~~448~~183,785.9266 0.00 0.00 I-B-1 20,656,900.00 20,~~656~~623,~~900~~497.0056 8,~~080~~670.2202 0.00 0.00 0.00 I-B-2 9,295,500.00 9,~~295~~280,~~500~~469.0007 3,~~636~~901.0647 0.00 0.00 0.00 I-B-3 5,164,100.00 5,~~164~~155,~~100~~749.0059 2,~~020~~167.0145 0.00 0.00 0.00 I-B-4 4,647,900.00 4,~~647~~640,~~900~~384.0029 1,~~818~~950.0980 0.00 0.00 0.00 I-B-5 3,615,000.00 3,~~615~~609,~~000~~154.0050 1,~~414~~517.0527 0.00 0.00 0.00 I-B-6 2,066,027.57 2,~~066~~062,~~027~~686.5785 ~~808~~867.0814 0.00 0.00 0.00 II-B-1 3,599,600.00 3,~~599~~594,~~600~~505.0096 1,~~274~~276.7629 0.00 0.00 0.00 II-B-2 2,742,700.00 2,~~742~~738,~~700~~818.0062 ~~971~~972.3046 0.00 0.00 0.00 II-B-3 1,885,600.00 1,~~885~~882,~~600~~931.0056 ~~667~~668.7757 0.00 0.00 0.00 II-B-4 1,028,400.00 1,~~028~~026,~~400~~944.0064 364.2063 0.00 0.00 0.00 II-B-5 685,700.00 ~~685~~684,~~700~~729.0062 ~~242~~243.8312 0.00 0.00 0.00 II-B-6 343,014.86 ~~343~~342,~~014~~529.8611 121.8062 0.00 0.00 0.00 R-I 50.00 500.00 0.00 500.00 0.00 0.00 R-II 50.00 500.00 0.00 500.00 0.00 0.00 R-III 50.00 500.00 0.00 500.00 0.00 0.00 R-IV 50.00 500.00 0.00 500.00 0.00 0.00 Totals 1,375,671,742.43 1,~~375~~210,~~671~~374,~~742~~544.4330 ~~525~~484,~~419~~017.8576 1228,~~697~~633,~~196~~708.6058 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-1-A-1 1,~~574~~215,~~858~~869.5991 7161,~~481~~129,~~441~~537.4135 0.~~97844322~~83674560 1,~~574~~215,~~858~~869.5991 I-1-A-2 1,~~922~~484,~~200~~035.8356 8774,~~246~~611,~~999~~935.1748 0.~~97844322~~83674560 1,~~922~~484,~~200~~035.8356 I-1-A-3 ~~829~~640,~~427~~359.2952 3732,~~646~~194,~~972~~958.7129 0.~~97844322~~83674560 ~~829~~640,~~427~~359.2952 I-1-X 0.00 0.00 0.00000000 0.00 I-2-A-1 ~~332~~1,~~020~~115,564.3436 3833,~~854~~338,~~079~~566.6688 0.~~99152709~~85077532 ~~332~~1,~~020~~115,564.3436 I-2-A-2 ~~207~~697,~~512~~227.6137 2420,~~283~~836,~~787~~593.3967 0.~~99152709~~85077532 ~~207~~697,~~512~~227.6137 I-2-A-3 ~~622~~2,~~538~~091,684.6795 7262,~~851~~509,~~461~~866.3307 0.~~99152709~~85077532 ~~622~~2,~~538~~091,684.6795 I-2-A-4A 14,~~251~~206,~~951~~466.4129 ~~146~~125,~~507~~709,~~348~~966.5917 0.~~99152709~~85077532 14,~~251~~206,~~951~~466.4129 I-2-A-4M 57193,~~620~~601.8899 65,~~742~~785,~~979~~782.1266 0.~~99152709~~85077532 57193,~~620~~601.8899 I-2-A-5 ~~688~~2,~~946~~314,811.8149 8069,~~622~~177,~~753~~987.1982 0.~~99152709~~85077532 ~~688~~2,~~946~~314,811.8149 I-2-X 0.00 0.00 0.00000000 0.00 I-3-A-1 ~~265~~484,~~298~~733.2049 1815,~~973~~879,~~101~~774.8019 0.~~98620997~~82542073 ~~265~~484,~~298~~733.2049 I-3-A-2 ~~478~~873,~~205~~741.3078 3428,~~199~~623,~~394~~609.7094 0.~~98620997~~82542073 ~~478~~873,~~205~~741.3078 I-3-A-3 ~~397~~727,~~948~~102.6875 2823,~~459~~819,~~751~~743.3283 0.~~98620997~~82542073 ~~397~~727,~~948~~102.6875 I-3-X 0.00 0.00 0.00000000 0.00 I-4-A-1 ~~359~~509,~~211~~951.3630 2118,~~140~~565,~~588~~801.6470 0.~~98329234~~86353369 ~~359~~509,~~211~~951.3630 I-4-A-2 ~~819~~1,~~642~~163,598.7473 4842,~~238~~363,~~257~~149.2656 0.~~98329234~~86353369 ~~819~~1,~~642~~163,598.7473 I-4-X 0.00 0.00 0.00000000 0.00 I-5-A-1 ~~376~~847,~~882~~106.3238 6257,~~961~~351,~~917~~401.6891 0.~~99404974~~90547029 ~~376~~847,~~882~~106.3238 I-5-A-2 ~~289~~651,~~909~~619.1657 4844,~~432~~116,~~190~~414.8425 0.~~99404974~~90547029 ~~289~~651,~~909~~619.1657 I-5-A-3 ~~155~~349,~~494~~500.5719 2523,~~976~~662,~~905~~111.4393 0.~~99404974~~90547029 ~~155~~349,~~494~~500.5719 I-5-X 0.00 0.00 0.00000000 0.00 I-6-A-1 ~~288~~1,~~723~~292,374.0314 4440,~~082~~185,~~076~~914.9790 0.~~99349295~~90568380 ~~288~~1,~~723~~292,374.0314 I-6-X 0.00 0.00 0.00000000 0.00 I-7-A-1 ~~424~~1,~~707~~634,827.6730 7761,~~353~~872,~~792~~670.3353 0.~~99453952~~79549838 ~~424~~1,~~707~~634,827.6730 I-7-X 0.00 0.00 0.00000000 0.00 II-1-A-1 16,~~818~~376,~~221~~980.0946 ~~277~~239,~~006~~374,~~878~~994.9174 0.~~99347899~~85851308 16,~~818~~376,~~221~~980.0946 II-1-X 0.00 0.00 0.00000000 0.00 II-2-A-1 2829,~~058~~255.6270 2724,~~462~~063,~~341~~058.3827 0.~~99897933~~87532587 2829,~~058~~255.6270 II-3-A-1 11194,~~617~~592.08 26 20,~~215~~463,~~082~~297.9228 0.~~99955705~~78024674 11194,~~617~~592.0826 I-B-1 8,~~080~~670.2202 20,~~648~~614,~~819~~827.7854 0.~~99960884~~99796327 8,~~080~~670.2202 I-B-2 3,~~636~~901.0647 9,~~291~~276,~~863~~567.9461 0.~~99960884~~99796327 3,~~636~~901.0647 I-B-3 2,~~020~~167.0145 5,~~162~~153,~~079~~582.9914 0.~~99960884~~99796327 2,~~020~~167.0145 I-B-4 1,~~818~~950.0980 4,~~646~~638,~~081~~433.9150 0.~~99960884~~99796327 1,~~818~~950.0980 I-B-5 1,~~414~~517.0527 3,~~613~~607,~~585~~637.9523 0.~~99960884~~99796327 1,~~414~~517.0527 I-B-6 ~~808~~867.0814 2,~~065~~061,~~219~~819.4971 0.~~99960887~~99796331 ~~808~~867.0814 II-B-1 1,~~274~~276.7629 3,~~598~~593,~~325~~229.2467 0.~~99964586~~99823027 1,~~274~~276.7629 II-B-2 ~~971~~972.3046 2,~~741~~737,~~728~~846.7015 0.~~99964586~~99823027 ~~971~~972.3046 II-B-3 ~~667~~668.7757 1,~~884~~882,~~932~~262.2399 0.~~99964586~~99823027 ~~667~~668.7757 II-B-4 364.2063 1,~~028~~026,~~035~~580.8001 0.~~99964586~~99823027 364.2063 II-B-5 ~~242~~243.8312 ~~685~~684,~~457~~486.1749 0.~~99964587~~99823026 ~~242~~243.8312 II-B-6 121.8062 342,~~893~~407.0649 0.~~99964491~~99822932 121.8062 R-I 500.00 0.00 0.00000000 500.00 R-II 500.00 0.00 0.00000000 500.00 R-III 500.00 0.00 0.00000000 500.00 R-IV 500.00 0.00 0.00000000 500.00 Totals 1329,~~222~~117,~~616~~726.4233 1,~~362~~181,~~449~~256,~~126~~817.0195 0.~~99038825~~85867637 1329,~~222~~117,~~616~~726.4233

Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion I-1-A-1 73,056,300.00 ~~1000~~853.~~00000000~~38851352 0.~~42235851~~40773691 2116.~~13442154~~23517972 0.00000000 I-1-A-2 89,169,200.00 ~~1000~~853.~~00000000~~38851352 0.~~42235850~~40773698 2116.~~13442153~~23517964 0.00000000 I-1-A-3 38,476,400.00 ~~1000~~853.~~00000000~~38851348 0.~~42235864~~40773695 2116.~~13442162~~23517975 0.00000000 I-1-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 I-2-A-1 39,186,100.00 ~~1000~~879.~~00000000~~24369202 0.~~56598309~~52772514 727.~~90692797~~94064400 0.00000000 I-2-A-2 24,491,300.00 ~~1000~~879.~~00000000~~24369184 0.~~56598302~~52772536 727.~~90692817~~94064382 0.00000000 I-2-A-3 73,474,000.00 ~~1000~~879.~~00000000~~24369205 0.~~56598307~~52772518 727.~~90692803~~94064390 0.00000000 I-2-A-4A 147,759,300.00 ~~1000~~879.~~00000000~~24369200 0.~~56598312~~52772523 727.~~90692802~~94064387 0.00000000 I-2-A-4M 6,800,600.00 ~~1000~~879.~~00000000~~24369173 0.~~56598241~~52772549 727.~~90692733~~94064347 0.00000000 I-2-A-5 81,311,700.00 ~~1000~~879.~~00000000~~24369199 0.~~56598312~~52772516 727.~~90692803~~94064384 0.00000000 I-2-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 I-3-A-1 19,238,400.00 ~~1000~~850.~~00000000~~61687458 0.~~52611860~~50129792 1324.~~26391592~~69484573 0.00000000 I-3-A-2 34,677,600.00 ~~1000~~850.~~00000000~~61687458 0.~~52611859~~50129796 1324.~~26391619~~69484566 0.00000000 I-3-A-3 28,857,700.00 ~~1000~~850.~~00000000~~61687453 0.~~52611851~~50129775 1324.~~26391604~~69484574 0.00000000 I-3-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 I-4-A-1 21,499,800.00 ~~1000~~887.~~00000000~~25257909 0.~~00113815~~00115303 1623.~~70652239~~71773272 0.00000000 I-4-A-2 49,057,900.00 ~~1000~~887.~~00000000~~25257889 0.~~00113804~~00115313 1623.~~70652270~~71773272 0.00000000 I-4-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 I-5-A-1 63,338,800.00 ~~1000~~918.~~00000000~~84450432 0.~~01219363~~01023464 513.~~93806624~~36397485 0.00000000 I-5-A-2 48,722,100.00 ~~1000~~918.~~00000000~~84450444 0.~~01219365~~01023458 513.~~93806630~~36397487 0.00000000 I-5-A-3 26,132,400.00 ~~1000~~918.~~00000000~~84450452 0.~~01219368~~01023480 513.~~93806616~~36397499 0.00000000 I-5-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 I-6-A-1 44,370,800.00 ~~1000~~934.~~00000000~~81048437 0.~~01237796~~01257719 629.~~49467240~~11410387 0.00000000 I-6-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 I-7-A-1 77,778,500.00 ~~1000~~816.~~00000000~~51739015 0.~~57186793~~46756404 420.~~88860855~~55144892 0.00000000 I-7-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 II-1-A-1 278,825,100.00 ~~1000~~881.~~00000000~~38397583 0.~~30957152~~26073194 622.~~21143785~~61016619 0.00000000 II-1-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 II-2-A-1 27,490,400.00 ~~1000~~876.~~00000000~~39008417 0.~~73774590~~69806187 0.~~28292386~~36615328 0.00000000 II-3-A-1 26,226,700.00 ~~1000~~787.~~00000000~~66636824 0.~~42583169~~41204574 07.~~01711691~~00757854 0.00000000 I-B-1 20,656,900.00 ~~1000~~998.~~00000000~~38298873 0.~~39116324~~41971545 0.00000000 0.00000000 I-B-2 9,295,500.00 ~~1000~~998.~~00000000~~38298854 0.~~39116347~~41971599 0.00000000 0.00000000 I-B-3 5,164,100.00 ~~1000~~998.~~00000000~~38298832 0.~~39116400~~41971496 0.00000000 0.00000000 I-B-4 4,647,900.00 ~~1000~~998.~~00000000~~38298802 0.~~39116375~~41971643 0.00000000 0.00000000 I-B-5 3,615,000.00 ~~1000~~998.~~00000000~~38298755 0.~~39116183~~41971508 0.00000000 0.00000000 I-B-6 2,066,027.57 ~~1000~~998.~~00000000~~38302255 0.~~39112740~~41971366 0.00000000 0.00000000 II-B-1 3,599,600.00 ~~1000~~998.~~00000000~~58483165 0.~~35413935~~35456440 0.00000000 0.00000000 II-B-2 2,742,700.00 ~~1000~~998.~~00000000~~58483246 0.~~35414008~~35456302 0.00000000 0.00000000 II-B-3 1,885,600.00 ~~1000~~998.~~00000000~~58483241 0.~~35414192~~35456619 0.00000000 0.00000000 II-B-4 1,028,400.00 ~~1000~~998.~~00000000~~58483081 0.~~35414236~~35456048 0.00000000 0.00000000 II-B-5 685,700.00 ~~1000~~998.~~00000000~~58483302 0.~~35413446~~35455739 0.00000000 0.00000000 II-B-6 343,014.86 ~~1000~~998.~~00000000~~58388059 0.~~35508666~~35456190 0.00000000 0.00000000 R-I 50.00 ~~1000~~0.00000000 0.00000000 ~~1000~~0.00000000 0.00000000 R-II 50.00 ~~1000~~0.00000000 0.00000000 ~~1000~~0.00000000 0.00000000 R-III 50.00 ~~1000~~0.00000000 0.00000000 ~~1000~~0.00000000 0.00000000 R-IV 50.00 ~~1000~~0.00000000 0.00000000 ~~1000~~0.00000000 0.00000000 (2) All classes are per $1,000 denomination

Principal Distribution Factors Statement (continued) Total Ending Ending Total Realized Principal Certificate Certificate Principal Class Loss (3) Reduction Balance Percentage Distribution I-1-A-1 0.00000000 2116.~~55678004~~64291663 ~~978~~836.~~44321996~~74559689 0.~~97844322~~83674560 2116.~~55678004~~64291663 I-1-A-2 0.00000000 2116.~~55678003~~64291661 ~~978~~836.~~44321997~~74559691 0.~~97844322~~83674560 2116.~~55678003~~64291661 I-1-A-3 0.00000000 2116.~~55678000~~64291670 ~~978~~836.~~44322000~~74559704 0.~~97844322~~83674560 2116.~~55678000~~64291670 I-1-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 I-2-A-1 0.00000000 828.~~47291106~~46836914 ~~991~~850.~~52708894~~77532288 0.~~99152709~~85077532 828.~~47291106~~46836914 I-2-A-2 0.00000000 828.~~47291120~~46836918 ~~991~~850.~~52708880~~77532307 0.~~99152709~~85077532 828.~~47291120~~46836918 I-2-A-3 0.00000000 828.~~47291110~~46836908 ~~991~~850.~~52708890~~77532284 0.~~99152709~~85077532 828.~~47291110~~46836908 I-2-A-4A 0.00000000 828.~~47291108~~46836910 ~~991~~850.~~52708892~~77532291 0.~~99152709~~85077532 828.~~47291108~~46836910 I-2-A-4M 0.00000000 828.~~47291121~~46836897 ~~991~~850.~~52708879~~77532277 0.~~99152709~~85077532 828.~~47291121~~46836897 I-2-A-5 0.00000000 828.~~47291116~~46836913 ~~991~~850.~~52708884~~77532286 0.~~99152709~~85077532 828.~~47291116~~46836913 I-2-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 I-3-A-1 0.00000000 1325.~~79003451~~19614365 ~~986~~825.~~20996549~~42073093 0.~~98620997~~82542073 1325.~~79003451~~19614365 I-3-A-2 0.00000000 1325.~~79003449~~19614333 ~~986~~825.~~20996551~~42073096 0.~~98620997~~82542073 1325.~~79003449~~19614333 I-3-A-3 0.00000000 1325.~~79003455~~19614349 ~~986~~825.~~20996545~~42073104 0.~~98620997~~82542073 1325.~~79003455~~19614349 I-3-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 I-4-A-1 0.00000000 1623.~~70766054~~71888576 ~~983~~863.~~29233946~~53369334 0.~~98329234~~86353369 1623.~~70766054~~71888576 I-4-A-2 0.00000000 1623.~~70766054~~71888585 ~~983~~863.~~29233946~~53369304 0.~~98329234~~86353369 1623.~~70766054~~71888585 I-4-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 I-5-A-1 0.00000000 513.~~95025987~~37420949 ~~994~~905.~~04974013~~47029483 0.~~99404974~~90547029 513.~~95025987~~37420949 I-5-A-2 0.00000000 513.~~95025994~~37420944 ~~994~~905.~~04974006~~47029479 0.~~99404974~~90547029 513.~~95025994~~37420944 I-5-A-3 0.00000000 513.~~95025983~~37420941 ~~994~~905.~~04974017~~47029473 0.~~99404974~~90547029 513.~~95025983~~37420941 I-5-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 I-6-A-1 0.00000000 629.~~50705036~~12668106 ~~993~~905.~~49294964~~68380331 0.~~99349295~~90568380 629.~~50705036~~12668106 I-6-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 I-7-A-1 0.00000000 521.~~46047648~~01901297 ~~994~~795.~~53952352~~49837719 0.~~99453952~~79549838 521.~~46047648~~01901297 I-7-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 II-1-A-1 0.00000000 622.~~52100937~~87089814 ~~993~~858.~~47899063~~51307770 0.~~99347899~~85851308 622.~~52100937~~87089814 II-1-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 II-2-A-1 0.00000000 1.~~02066976~~06421514 ~~998~~875.~~97933024~~32586903 0.~~99897933~~87532587 1.~~02066976~~06421514 II-3-A-1 0.00000000 07.~~44294860~~41962428 ~~999~~780.~~55705140~~24674397 0.~~99955705~~78024674 07.~~44294860~~41962428 I-B-1 0.00000000 0.~~39116324~~41971545 ~~999~~997.~~60883676~~96327329 0.~~99960884~~99796327 0.~~39116324~~41971545 I-B-2 0.00000000 0.~~39116347~~41971599 ~~999~~997.~~60883653~~96327363 0.~~99960884~~99796327 0.~~39116347~~41971599 I-B-3 0.00000000 0.~~39116400~~41971496 ~~999~~997.~~60883600~~96327337 0.~~99960884~~99796327 0.~~39116400~~41971496 I-B-4 0.00000000 0.~~39116375~~41971643 ~~999~~997.~~60883625~~96327374 0.~~99960884~~99796327 0.~~39116375~~41971643 I-B-5 0.00000000 0.~~39116183~~41971508 ~~999~~997.~~60883817~~96327248 0.~~99960884~~99796327 0.~~39116183~~41971508 I-B-6 0.00000000 0.~~39112740~~41971366 ~~999~~997.~~60887260~~96330888 0.~~99960887~~99796331 0.~~39112740~~41971366 II-B-1 0.00000000 0.~~35413935~~35456440 ~~999~~998.~~64586065~~23026725 0.~~99964586~~99823027 0.~~35413935~~35456440 II-B-2 0.00000000 0.~~35414008~~35456302 ~~999~~998.~~64585992~~23026580 0.~~99964586~~99823027 0.~~35414008~~35456302 II-B-3 0.00000000 0.~~35414192~~35456619 ~~999~~998.~~64585808~~23026623 0.~~99964586~~99823027 0.~~35414192~~35456619 II-B-4 0.00000000 0.~~35414236~~35456048 ~~999~~998.~~64585764~~23027032 0.~~99964586~~99823027 0.~~35414236~~35456048 II-B-5 0.00000000 0.~~35413446~~35455739 ~~999~~998.~~64586554~~23026105 0.~~99964587~~99823026 0.~~35413446~~35455739 II-B-6 0.00000000 0.~~35508666~~35456190 ~~999~~998.~~64491334~~22931869 0.~~99964491~~99822932 0.~~35508666~~35456190 R-I 0.00000000 ~~1,000~~0.00000000 0.00000000 0.00000000 ~~1,000~~0.00000000 R-II 0.00000000 ~~1,000~~0.00000000 0.00000000 0.00000000 ~~1,000~~0.00000000 R-III 0.00000000 ~~1,000~~0.00000000 0.00000000 0.00000000 ~~1,000~~0.00000000 R-IV 0.00000000 ~~1,000~~0.00000000 0.00000000 0.00000000 ~~1,000~~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-1-A-1 73,056,300.00 3.~~81088~~76100% 7362,~~056~~345,~~300~~407.0026 ~~232~~195,~~007~~401.0401 0.00 0.00 I-1-A-2 89,169,200.00 3.~~17188~~12200% 8976,~~169~~095,~~200~~971.0004 ~~235~~197,~~694~~976.6549 0.00 0.00 I-1-A-3 38,476,400.00 3.~~59788~~54800% 3832,~~476~~835,~~400~~317.0080 ~~115~~97,~~361~~083.0715 0.00 0.00 I-1-X 0.00 0.89173% ~~200~~171,~~701~~276,~~900~~696.0011 ~~149~~127,~~143~~277.8161 0.00 0.00 I-2-A-1 39,186,100.00 3.~~79182~~79159% 3934,~~186~~454,~~100~~131.0024 ~~123~~108,~~822~~863.2522 0.00 0.00 I-2-A-2 24,491,300.00 4.~~56682~~56659% 2421,~~491~~533,~~300~~821.0003 9381,~~206~~946.1674 0.00 0.00 I-2-A-3 73,474,000.00 4.~~01982~~01959% 7364,~~474~~601,~~000~~551.0003 ~~246~~216,~~126~~393.9701 0.00 0.00 I-2-A-4A 147,759,300.00 4.~~52982~~52959% ~~147~~129,~~759~~916,~~300~~432.0046 ~~557~~490,~~769~~389.3892 0.00 0.00 I-2-A-4M 6,800,600.00 4.~~52982~~52959% 65,~~800~~979,~~600~~384.0065 2522,~~671~~570.2512 0.00 0.00 I-2-A-5 81,311,700.00 4.~~52982~~52959% 8171,~~311~~492,~~700~~799.0031 ~~306~~269,~~939~~860.5776 0.00 0.00 I-2-X 0.00 0.62855% ~~373~~327,~~023~~978,~~000~~119.0072 ~~195~~171,~~386~~792.9373 0.00 0.00 I-3-A-1 19,238,400.00 4.~~27315~~25605% 1916,~~238~~364,~~400~~507.00 68 58,~~507~~040.1213 0.00 0.00 I-3-A-2 34,677,600.00 4.~~42215~~40505% 3429,~~677~~497,~~600~~351.0073 ~~127~~108,~~791~~281.2607 0.00 0.00 I-3-A-3 28,857,700.00 4.~~91715~~90005% 2824,~~857~~546,~~700~~846.0058 ~~118~~100,~~248~~233.0196 0.00 0.00 I-3-X 0.00 0.52806% 8270,~~773~~408,~~700~~705.0098 3630,~~424~~983.3718 0.00 0.00 I-4-A-1 21,499,800.00 3.~~58048~~54907% 2119,~~499~~075,~~800~~753.00 6456,~~149~~417.6470 0.00 0.00 I-4-A-2 49,057,900.00 2.~~93948~~90807% 4943,~~057~~526,~~900~~748.0029 ~~120~~105,~~170~~482.5347 0.00 0.00 I-4-X 0.00 1.35268% 7062,~~557~~602,~~700~~501.0029 7970,~~534~~567.9659 0.00 0.00 I-5-A-1 63,338,800.00 5.~~21414~~20647% 6358,~~338~~198,~~800~~508.0029 ~~275~~252,~~214~~507.3725 0.00 0.00 I-5-A-2 48,722,100.00 3.~~63714~~62947% 4844,~~722~~768,~~100~~033.0083 ~~147~~135,~~674~~403.1647 0.00 0.00 I-5-A-3 26,132,400.00 4.~~12814~~12047% 2624,~~132~~011,~~400~~612.0013 8982,~~898~~449.4624 0.00 0.00 I-5-X 0.00 1.40559% 7468,~~854~~779,~~500~~645.0095 8780,~~678~~563.7816 0.00 0.00 I-6-A-1 44,370,800.00 4.~~12191~~10880% 4441,~~370~~478,~~800~~289.0004 ~~152~~142,~~410~~021.2475 0.00 0.00 I-6-X 0.00 1.39200% 4441,~~370~~478,~~800~~289.0004 5148,~~470~~114.1382 0.00 0.00 I-7-A-1 77,778,500.00 4.~~54562~~52308% 7763,~~778~~507,~~500~~497.0083 ~~294~~239,~~626~~374.3546 0.00 0.00 I-7-X 0.00 0.59100% 7763,~~778~~507,~~500~~497.0083 3831,~~305~~277.9144 0.00 0.00 II-1-A-1 278,825,100.00 4.~~56755~~52713% ~~278~~245,~~825~~751,~~100~~975.0020 1927,~~061,290~~125.4373 0.00 0.00 II-1-X 0.00 0.24700% ~~278~~245,~~825~~751,~~100~~975.0020 5750,~~391~~583.5095 0.00 0.00 II-2-A-1 27,490,400.00 4.~~90589~~93926% 2724,~~490~~092,~~400~~313.0097 ~~112~~99,~~387~~165.3220 0.00 0.00 II-3-A-1 26,226,700.00 5.~~43712~~48068% 2620,~~226~~657,~~700~~889.0054 ~~118~~94,~~831~~349.5048 0.00 0.00 I-B-1 20,656,900.00 4.~~90165~~88434% 20,~~656~~623,~~900~~497.0056 8483,~~377~~943.4052 0.00 0.00 I-B-2 9,295,500.00 4.~~90165~~88434% 9,~~295~~280,~~500~~469.0007 37,~~969~~774.4016 0.00 0.00 I-B-3 5,164,100.00 4.~~90165~~88434% 5,~~164~~155,~~100~~749.0059 2120,~~093~~985.8437 0.00 0.00 I-B-4 4,647,900.00 4.~~90165~~88434% 4,~~647~~640,~~900~~384.0029 18,~~985~~887.3169 0.00 0.00 I-B-5 3,615,000.00 4.~~90165~~88434% 3,~~615~~609,~~000~~154.0050 14,~~766~~690.2229 0.00 0.00 I-B-6 2,066,027.57 4.~~90165~~88434% 2,~~066~~062,~~027~~686.5785 8,~~439~~395.1272 0.00 0.00 II-B-1 3,599,600.00 4.~~87121~~84346% 3,~~599~~594,~~600~~505.0096 14,~~611~~508.9921 0.00 0.00 II-B-2 2,742,700.00 4.~~87121~~84346% 2,~~742~~738,~~700~~818.0062 11,~~133~~054.5547 0.00 0.00 II-B-3 1,885,600.00 4.~~87121~~84346% 1,~~885~~882,~~600~~931.0056 7,~~654~~599.2992 0.00 0.00 II-B-4 1,028,400.00 4.~~87121~~84346% 1,~~028~~026,~~400~~944.0064 4,~~174~~144.6297 0.00 0.00 II-B-5 685,700.00 4.~~87121~~84346% ~~685~~684,~~700~~729.0062 2,~~783~~763.4972 0.00 0.00 II-B-6 343,014.86 4.~~87121~~84346% ~~343~~342,~~014~~529.8611 1,~~379~~382.4052 0.00 0.00 R-I 50.00 0.00000% 500.00 0.00 0.00 0.00 R-II 50.00 0.00000% 500.00 0.00 0.00 0.00 R-III 50.00 0.00000% 500.00 0.00 0.00 0.00 R-IV 50.00 0.00000% 500.00 0.00 0.00 0.00 Totals 1,375,671,742.43 54,~~610~~918,~~502~~627.7537 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-1-A-1 014.0083 0.00 ~~232~~195,~~007~~386.0518 0.00 7161,~~481~~129,~~441~~537.4135 I-1-A-2 015.0003 0.00 ~~235~~197,~~694~~961.6647 0.00 8774,~~246~~611,~~999~~935.1748 I-1-A-3 07.0037 0.00 ~~115~~97,~~361~~075.0878 0.00 3732,~~646~~194,~~972~~958.7129 I-1-X 09.0066 0.00 ~~149~~127,~~143~~267.8195 0.00 ~~196~~167,~~375~~936,~~413~~431.2912 I-2-A-1 08.0026 0.00 ~~123~~108,~~822~~854.2596 0.00 3833,~~854~~338,~~079~~566.6688 I-2-A-2 06.0022 0.00 9381,~~206~~940.1652 0.00 2420,~~283~~836,~~787~~593.3967 I-2-A-3 016.0042 0.00 ~~246~~216,~~126~~376.9859 0.00 7262,~~851~~509,~~461~~866.3307 I-2-A-4A 037.0022 0.00 ~~557~~490,~~769~~352.3969 0.00 ~~146~~125,~~507~~709,~~348~~966.5917 I-2-A-4M 01.0071 0.00 2522,~~671~~568.2541 0.00 65,~~742~~785,~~979~~782.1266 I-2-A-5 020.0048 0.00 ~~306~~269,~~939~~840.5828 0.00 8069,~~622~~177,~~753~~987.1982 I-2-X 013.0004 0.00 ~~195~~171,~~386~~779.9369 0.00 ~~369~~317,~~862~~358,~~409~~763.2827 I-3-A-1 04.0041 0.00 6858,~~507~~035.1272 0.00 1815,~~973~~879,~~101~~774.8019 I-3-A-2 08.0022 0.00 ~~127~~108,~~791~~272.2685 0.00 3428,~~199~~623,~~394~~609.7094 I-3-A-3 07.0061 0.00 ~~118~~100,~~248~~226.0136 0.00 2823,~~459~~819,~~751~~743.3283 I-3-X 02.0035 0.00 3630,~~424~~980.3783 0.00 8168,~~632~~323,~~247~~127.8196 I-4-A-1 04.0028 0.00 6456,~~149~~413.6442 0.00 2118,~~140~~565,~~588~~801.6470 I-4-A-2 08.0001 0.00 ~~120~~105,~~170~~474.5446 0.00 4842,~~238~~363,~~257~~149.2656 I-4-X 05.0036 0.00 7970,~~534~~562.9624 0.00 6960,~~378~~928,~~845~~951.9026 I-5-A-1 019.0017 0.00 ~~275~~252,~~214~~488.3709 0.00 6257,~~961~~351,~~917~~401.6891 I-5-A-2 010.0028 0.00 ~~147~~135,~~674~~393.1720 0.00 4844,~~432~~116,~~190~~414.8425 I-5-A-3 06.0026 0.00 8982,~~898~~442.4699 0.00 2523,~~976~~662,~~905~~111.4393 I-5-X 06.0011 0.00 8780,~~678~~557.7805 0.00 7467,~~409~~778,~~096~~526.2719 I-6-A-1 010.0078 0.00 ~~152~~142,~~410~~010.2497 0.00 4440,~~082~~185,~~076~~914.9790 I-6-X 03.0065 0.00 5148,~~470~~111.1316 0.00 4440,~~082~~185,~~076~~914.9790 I-7-A-1 018.0017 0.00 ~~294~~239,~~626~~356.3529 0.00 7761,~~353~~872,~~792~~670.3353 I-7-X 02.0037 0.00 3831,~~305~~275.9107 0.00 7761,~~353~~872,~~792~~670.3353 II-1-A-1 070.0032 0.00 1927,~~061,290~~055.4341 0.00 ~~277~~239,~~006~~374,~~878~~994.9174 II-1-X 03.0084 0.00 5750,~~391~~580.5011 0.00 ~~277~~239,~~006~~374,~~878~~994.9174 II-2-A-1 07.0052 0.00 ~~112~~99,~~387~~157.3268 0.00 2724,~~462~~063,~~341~~058.3827 II-3-A-1 07.0016 0.00 ~~118~~94,~~831~~342.5032 0.00 2620,~~215~~463,~~082~~297.9228 I-B-1 06.0037 0.00 8483,~~377~~937.4015 0.00 20,~~648~~614,~~819~~827.7854 I-B-2 02.0087 0.00 37,~~969~~771.4029 0.00 9,~~291~~276,~~863~~567.9461 I-B-3 01.0059 0.00 2120,~~093~~983.8478 0.00 5,~~162~~153,~~079~~582.9914 I-B-4 01.0043 0.00 18,~~985~~886.3125 0.00 4,~~646~~638,~~081~~433.9150 I-B-5 01.0011 0.00 14,~~766~~689.2217 0.00 3,~~613~~607,~~585~~637.9523 I-B-6 0.0064 0.00 8,~~439~~395.1209 0.00 2,~~065~~061,~~219~~819.4971 II-B-1 01.0010 0.00 14,~~611~~507.9911 0.00 3,~~598~~593,~~325~~229.2467 II-B-2 0.0084 0.00 11,~~133~~053.5563 0.00 2,~~741~~737,~~728~~846.7015 II-B-3 0.0058 0.00 7,~~654~~599.2935 0.00 1,~~884~~882,~~932~~262.2399 II-B-4 0.0031 0.00 4,~~174~~144.6266 0.00 1,~~028~~026,~~035~~580.8001 II-B-5 0.0021 0.00 2,~~783~~763.4951 0.00 ~~685~~684,~~457~~486.1749 II-B-6 0.0010 0.00 1,~~392~~382.4142 0.00 342,~~893~~407.0649 R-I 0.00 0.00 0.00 0.00 0.00 R-II 0.00 0.00 0.00 0.00 0.00 R-III 0.00 0.00 0.00 0.00 0.00 R-IV 0.00 0.00 0.0001 0.00 0.00 Totals 0373.0026 0.00 54,~~610~~918,~~515~~254.8416 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-1-A-1 73,056,300.00 3.~~81088~~76100% ~~1000~~853.~~00000000~~38851352 32.~~17572940~~67466338 0.00000000 0.00000000 I-1-A-2 89,169,200.00 3.~~17188~~12200% ~~1000~~853.~~00000000~~38851352 2.~~64322939~~22023400 0.00000000 0.00000000 I-1-A-3 38,476,400.00 3.~~59788~~54800% ~~1000~~853.~~00000000~~38851348 2.~~99822930~~52318694 0.00000000 0.00000000 I-1-X 0.00 0.89173% ~~1000~~853.~~00000000~~38851356 0.~~74311110~~63416246 0.00000000 0.00000000 I-2-A-1 39,186,100.00 3.~~79182~~79159% ~~1000~~879.~~00000000~~24369202 32.~~15985132~~77810805 0.00000000 0.00000000 I-2-A-2 24,491,300.00 4.~~56682~~56659% ~~1000~~879.~~00000000~~24369184 3.~~80568447~~34595305 0.00000000 0.00000000 I-2-A-3 73,474,000.00 4.~~01982~~01959% ~~1000~~879.~~00000000~~24369205 32.~~34985124~~94516441 0.00000000 0.00000000 I-2-A-4A 147,759,300.00 4.~~52982~~52959% ~~1000~~879.~~00000000~~24369200 3.~~77485126~~31884301 0.00000000 0.00000000 I-2-A-4M 6,800,600.00 4.~~52982~~52959% ~~1000~~879.~~00000000~~24369173 3.~~77485075~~31884246 0.00000000 0.00000000 I-2-A-5 81,311,700.00 4.~~52982~~52959% ~~1000~~879.~~00000000~~24369199 3.~~77485122~~31884292 0.00000000 0.00000000 I-2-X 0.00 0.62855% ~~1000~~879.~~00000000~~24369200 0.~~52379325~~46054192 0.00000000 0.00000000 I-3-A-1 19,238,400.00 4.~~27315~~25605% ~~1000~~850.~~00000000~~61687458 3.~~56095725~~01688966 0.00000000 0.00000000 I-3-A-2 34,677,600.00 4.~~42215~~40505% ~~1000~~850.~~00000000~~61687458 3.~~68512411~~12250761 0.00000000 0.00000000 I-3-A-3 28,857,700.00 4.~~91715~~90005% ~~1000~~850.~~00000000~~61687453 43.~~09762420~~47338700 0.00000000 0.00000000 I-3-X 0.00 0.52806% ~~1000~~850.~~00000000~~61687444 0.~~44004762~~37431189 0.00000000 0.00000000 I-4-A-1 21,499,800.00 3.~~58048~~54907% ~~1000~~887.~~00000000~~25257909 2.~~98373194~~62410348 0.00000000 0.00000000 I-4-A-2 49,057,900.00 2.~~93948~~90807% ~~1000~~887.~~00000000~~25257889 2.~~44956531~~15016277 0.00000000 0.00000000 I-4-X 0.00 1.35268% ~~1000~~887.~~00000000~~25257895 1.~~12723289~~00014017 0.00000000 0.00000000 I-5-A-1 63,338,800.00 5.~~21414~~20647% ~~1000~~918.~~00000000~~84450432 43.~~34511500~~98661247 0.00000000 0.00000000 I-5-A-2 48,722,100.00 3.~~63714~~62947% ~~1000~~918.~~00000000~~84450444 32.~~03094817~~77909758 0.00000000 0.00000000 I-5-A-3 26,132,400.00 4.~~12814~~12047% ~~1000~~918.~~00000000~~84450452 3.~~44011495~~15505809 0.00000000 0.00000000 I-5-X 0.00 1.40559% ~~1000~~918.~~00000000~~84450434 1.~~17132277~~07626342 0.00000000 0.00000000 I-6-A-1 44,370,800.00 4.~~12191~~10880% ~~1000~~934.~~00000000~~81048437 3.~~43492207~~20079309 0.00000000 0.00000000 I-6-X 0.00 1.39200% ~~1000~~934.~~00000000~~81048437 1.~~16000005~~08438027 0.00000000 0.00000000 I-7-A-1 77,778,500.00 4.~~54562~~52308% ~~1000~~816.~~00000000~~51739015 3.~~78801790~~07764305 0.00000000 0.00000000 I-7-X 0.00 0.59100% ~~1000~~816.~~00000000~~51739015 0.~~49249998~~40213478 0.00000000 0.00000000 II-1-A-1 278,825,100.00 4.~~56755~~52713% ~~1000~~881.~~00000000~~38397583 3.~~80629445~~32511574 0.00000000 0.00000000 II-1-X 0.00 0.24700% ~~1000~~881.~~00000000~~38397583 0.~~20583333~~18141821 0.00000000 0.00000000 II-2-A-1 27,490,400.00 4.~~90589~~93926% ~~1000~~876.~~00000000~~39008417 43.~~08823880~~60726654 0.00000000 0.00000000 II-3-A-1 26,226,700.00 5.~~43712~~48068% ~~1000~~787.~~00000000~~66636824 43.~~53093603~~59745908 0.00000000 0.00000000 I-B-1 20,656,900.00 4.~~90165~~88434% ~~1000~~998.~~00000000~~38298873 4.~~08470777~~06370365 0.00000000 0.00000000 I-B-2 9,295,500.00 4.~~90165~~88434% ~~1000~~998.~~00000000~~38298854 4.~~08470765~~06370394 0.00000000 0.00000000 I-B-3 5,164,100.00 4.~~90165~~88434% ~~1000~~998.~~00000000~~38298832 4.~~08470789~~06370326 0.00000000 0.00000000 I-B-4 4,647,900.00 4.~~90165~~88434% ~~1000~~998.~~00000000~~38298802 4.~~08470707~~06370404 0.00000000 0.00000000 I-B-5 3,615,000.00 4.~~90165~~88434% ~~1000~~998.~~00000000~~38298755 4.~~08470816~~06370401 0.00000000 0.00000000 I-B-6 2,066,027.57 4.~~90165~~88434% ~~1000~~998.~~00000000~~38302255 4.~~08470832~~06370182 0.00000000 0.00000000 II-B-1 3,599,600.00 4.~~87121~~84346% ~~1000~~998.~~00000000~~58483165 4.~~05933715~~03050617 0.00000000 0.00000000 II-B-2 2,742,700.00 4.~~87121~~84346% ~~1000~~998.~~00000000~~58483246 4.~~05933934~~03050644 0.00000000 0.00000000 II-B-3 1,885,600.00 4.~~87121~~84346% ~~1000~~998.~~00000000~~58483241 4.~~05933920~~03050488 0.00000000 0.00000000 II-B-4 1,028,400.00 4.~~87121~~84346% ~~1000~~998.~~00000000~~58483081 4.~~05933489~~03050370 0.00000000 0.00000000 II-B-5 685,700.00 4.~~87121~~84346% ~~1000~~998.~~00000000~~58483302 4.~~05934082~~03050897 0.00000000 0.00000000 II-B-6 343,014.86 4.~~87121~~84346% ~~1000~~998.~~00000000~~58388059 4.~~02140012~~03049594 0.00000000 0.00000000 R-I 50.00 0.00000% ~~1000~~0.00000000 0.00000000 0.00000000 0.00000000 R-II 50.00 0.00000% ~~1000~~0.00000000 0.00000000 0.00000000 0.00000000 R-III 50.00 0.00000% ~~1000~~0.00000000 0.00000000 0.00000000 0.00000000 R-IV 50.00 0.00000% ~~1000~~0.00000000 0.00000000 0.00000000 0.00000000 (5) All classes are per $1,000 denomination

Interest Distribution Factors Statement (continued) Remaining Ending Non-Supported Total Unpaid Certificate/ Interest Realized Interest Interest Notional Class Shortfall Losses (6) Distribution Shortfall Balance I-1-A-1 0.~~00000000~~00020299 0.00000000 32.~~17572954~~67446038 0.00000000 ~~978~~836.~~44321996~~74559689 I-1-A-2 0.~~00000000~~00016856 0.00000000 2.~~64322950~~22006556 0.00000000 ~~978~~836.~~44321997~~74559691 I-1-A-3 0.~~00000000~~00019155 0.00000000 2.~~99822956~~52299539 0.00000000 ~~978~~836.~~44322000~~74559704 I-1-X 0.~~00000000~~00004813 0.00000000 0.~~74311110~~63411433 0.00000000 ~~978~~836.~~44321997~~74559693 I-2-A-1 0.~~00000000~~00021079 0.00000000 32.~~15985132~~77789726 0.00000000 ~~991~~850.~~52708894~~77532288 I-2-A-2 0.~~00000000~~00025397 0.00000000 3.~~80568447~~34569908 0.00000000 ~~991~~850.~~52708880~~77532307 I-2-A-3 0.~~00000000~~00022348 0.00000000 32.~~34985138~~94494093 0.00000000 ~~991~~850.~~52708890~~77532284 I-2-A-4A 0.~~00000000~~00025190 0.00000000 3.~~77485133~~31859105 0.00000000 ~~991~~850.~~52708892~~77532291 I-2-A-4M 0.~~00000000~~00025145 0.00000000 3.~~77485075~~31859101 0.00000000 ~~991~~850.~~52708879~~77532277 I-2-A-5 0.~~00000000~~00025187 0.00000000 3.~~77485134~~31859105 0.00000000 ~~991~~850.~~52708884~~77532286 I-2-X 0.~~00000000~~00003496 0.00000000 0.~~52379325~~46050697 0.00000000 ~~991~~850.~~52708889~~77532289 I-3-A-1 0.~~00000000~~00022923 0.00000000 3.~~56095725~~01666043 0.00000000 ~~986~~825.~~20996549~~42073093 I-3-A-2 0.~~00000000~~00023704 0.00000000 3.~~68512411~~12227057 0.00000000 ~~986~~825.~~20996551~~42073096 I-3-A-3 0.~~00000000~~00026371 0.00000000 43.~~09762420~~47312364 0.00000000 ~~986~~825.~~20996545~~42073104 I-3-X 0.~~00000000~~00002839 0.00000000 0.~~44004762~~37428350 0.00000000 ~~986~~825.~~20996536~~42073098 I-4-A-1 0.~~00000000~~00019907 0.00000000 2.~~98373194~~62390441 0.00000000 ~~983~~863.~~29233946~~53369334 I-4-A-2 0.~~00000000~~00016328 0.00000000 2.~~44956551~~14999949 0.00000000 ~~983~~863.~~29233946~~53369304 I-4-X 0.~~00000000~~00007597 0.00000000 1.~~12723289~~00006434 0.00000000 ~~983~~863.~~29233946~~53369313 I-5-A-1 0.~~00000000~~00030266 0.00000000 43.~~34511500~~98630997 0.00000000 ~~994~~905.~~04974013~~47029483 I-5-A-2 0.~~00000000~~00021099 0.00000000 32.~~03094838~~77888679 0.00000000 ~~994~~905.~~04974006~~47029479 I-5-A-3 0.~~00000000~~00023955 0.00000000 3.~~44011495~~15481892 0.00000000 ~~994~~905.~~04974017~~47029473 I-5-X 0.~~00000000~~00008163 0.00000000 1.~~17132277~~07618179 0.00000000 ~~994~~905.~~04974010~~47029491 I-6-A-1 0.~~00000000~~00024295 0.00000000 3.~~43492207~~20055014 0.00000000 ~~993~~905.~~49294964~~68380331 I-6-X 0.~~00000000~~00008226 0.00000000 1.~~16000005~~08429778 0.00000000 ~~993~~905.~~49294964~~68380331 I-7-A-1 0.~~00000000~~00023361 0.00000000 3.~~78801790~~07740944 0.00000000 ~~994~~795.~~53952352~~49837719 I-7-X 0.~~00000000~~00003047 0.00000000 0.~~49249998~~40210431 0.00000000 ~~994~~795.~~53952352~~49837719 II-1-A-1 0.~~00000000~~00025220 0.00000000 3.~~80629445~~32486354 0.00000000 ~~993~~858.~~47899063~~51307770 II-1-X 0.~~00000000~~00001377 0.00000000 0.~~20583333~~18140444 0.00000000 ~~993~~858.~~47899063~~51307770 II-2-A-1 0.~~00000000~~00027355 0.00000000 43.~~08823880~~60699299 0.00000000 ~~998~~875.~~97933024~~32586903 II-3-A-1 0.~~00000000~~00027300 0.00000000 43.~~53093603~~59718607 0.00000000 ~~999~~780.~~55705140~~24674397 I-B-1 0.~~00000000~~00030837 0.00000000 4.~~08470777~~06339528 0.00000000 ~~999~~997.~~60883676~~96327329 I-B-2 0.~~00000000~~00030875 0.00000000 4.~~08470765~~06339519 0.00000000 ~~999~~997.~~60883653~~96327363 I-B-3 0.~~00000000~~00030789 0.00000000 4.~~08470789~~06339536 0.00000000 ~~999~~997.~~60883600~~96327337 I-B-4 0.~~00000000~~00030767 0.00000000 4.~~08470707~~06339422 0.00000000 ~~999~~997.~~60883625~~96327374 I-B-5 0.~~00000000~~00030705 0.00000000 4.~~08470816~~06339419 0.00000000 ~~999~~997.~~60883817~~96327248 I-B-6 0.~~00000000~~00030977 0.00000000 4.~~08470832~~06339689 0.00000000 ~~999~~997.~~60887260~~96330888 II-B-1 0.~~00000000~~00030559 0.00000000 4.~~05933715~~03020058 0.00000000 ~~999~~998.~~64586065~~23026725 II-B-2 0.~~00000000~~00030627 0.00000000 4.~~05933934~~03020017 0.00000000 ~~999~~998.~~64585992~~23026580 II-B-3 0.~~00000000~~00030759 0.00000000 4.~~05933920~~03020259 0.00000000 ~~999~~998.~~64585808~~23026623 II-B-4 0.~~00000000~~00030144 0.00000000 4.~~05933489~~03020226 0.00000000 ~~999~~998.~~64585764~~23027032 II-B-5 0.~~00000000~~00030626 0.00000000 4.~~05934082~~03020271 0.00000000 ~~999~~998.~~64586554~~23026105 II-B-6 0.~~00000000~~00029153 0.00000000 4.~~05932851~~03020441 0.00000000 ~~999~~998.~~64491334~~22931869 R-I 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R-II 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R-III 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R-IV 0.00000000 0.00000000 0.~~00000000~~20000000 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 1934,~~064~~297,~~569~~795.1622 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 6084,~~289~~723.7492 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 1934,~~124~~382,~~858~~519.9014 Withdrawals Reimbursement for Servicer Advances 086,686.00 Payment of Service Fee ~~291~~259,~~726~~852.6465 Payment of Interest and Principal 1834,~~833~~035,~~132~~980.2649 Total Withdrawals (Pool Distribution Amount) 1934,~~124~~382,~~858~~519.9014 Ending Balance 0.00

PREPAYMENT/CURTAILMENT INTEREST SHORTFALL Total Prepayment/Curtailment Interest Shortfall 0373.0026 Servicing Fee Support 0.00 Non-Supported Prepayment/Curtailment Interest Shortfall 0373.0026

SERVICING FEES Gross Servicing Fee ~~281~~250,~~166~~266.1812 Additional Servicing Fee 65,~~360~~628.8192 Miscellaneous Fee 43,~~199~~957.6561 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee ~~291~~259,~~726~~852.6465

LOAN STATUS STRATIFICATION/CREDIT ENHANCEMENT STATEMENT DELINQUENCY STATUS DELINQUENT BANKRUPTCY FORECLOSURE REO Total No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 3240 0 0 0 3240 1315,~~408~~363,~~536~~574.5123 0.00 0.00 0.00 1315,~~408~~363,~~536~~574.5123 60 Days 14 0 0 0 14 ~~255~~1,~~160~~673,857.0071 0.00 0.00 0.00 ~~255~~1,~~160~~673,857.0071 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 01 0 01 0.00 0.00 01,000,000.00 0.00 01,000,000.00 150 Days 0 0 01 0 01 0.00 0.00 0420,000.00 0.00 0420,000.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 3344 0 02 0 3346 1317,~~663~~037,~~696~~431.5194 0.00 01,420,000.00 0.00 1318,~~663~~457,~~696~~431.5194 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 01.~~873362~~230012% 0.000000% 0.000000% 0.000000% 01.~~873362~~230012% 01.~~983861~~300218% 0.000000% 0.000000% 0.000000% 01.~~983861~~300218% 60 Days 0.~~027293~~123001% 0.000000% 0.000000% 0.000000% 0.~~027293~~123001% 0.~~018723~~141658% 0.000000% 0.000000% 0.000000% 0.~~018723~~141658% 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~~030750% 0.000000% 0.~~000000~~030750% 0.000000% 0.000000% 0.~~000000~~084630% 0.000000% 0.~~000000~~084630% 150 Days 0.000000% 0.000000% 0.~~000000~~030750% 0.000000% 0.~~000000~~030750% 0.000000% 0.000000% 0.~~000000~~035545% 0.000000% 0.~~000000~~035545% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 01.~~900655~~353014% 0.000000% 0.~~000000~~061501% 0.000000% 01.~~900655~~414514% 1.~~002583~~441877% 0.000000% 0.~~000000~~120174% 0.000000% 1.~~002583~~562051%

Delinquency Status By Groups

DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group II-1 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 41 0 0 0 41 2600,~~801,359~~000.3600 0.00 0.00 0.00 2600,~~801,359~~000.3600 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 41 0 0 0 41 2600,~~801,359~~000.3600 0.00 0.00 0.00 2600,~~801,359~~000.3600 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.~~630915~~177620% 0.000000% 0.000000% 0.000000% 0.~~630915~~177620% 0.~~980533~~241914% 0.000000% 0.000000% 0.000000% 0.~~980533~~241914% 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.~~630915~~177620% 0.000000% 0.000000% 0.000000% 0.~~630915~~177620% 0.~~980533~~241914% 0.000000% 0.000000% 0.000000% 0.~~980533~~241914% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group II-2 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 Group II-3 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 1 0 0 0 1 1,~~250~~493,~~000~~982.0001 0.00 0.00 0.00 1,~~250~~493,~~000~~982.0001 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 1 0 0 0 1 1,~~250~~493,~~000~~982.0001 0.00 0.00 0.00 1,~~250~~493,~~000~~982.0001 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 2.~~272727~~777778% 0.000000% 0.000000% 0.000000% 2.~~272727~~777778% 47.~~623805~~019829% 0.000000% 0.000000% 0.000000% 47.~~623805~~019829% 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 2.~~272727~~777778% 0.000000% 0.000000% 0.000000% 2.~~272727~~777778% 47.~~623805~~019829% 0.000000% 0.000000% 0.000000% 47.~~623805~~019829% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group I-1 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 411 0 0 0 411 15,~~890~~106,~~702~~572.0063 0.00 0.00 0.00 15,~~890~~106,~~702~~572.0063 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 411 0 0 0 411 15,~~890~~106,~~702~~572.0063 0.00 0.00 0.00 15,~~890~~106,~~702~~572.0063 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 02.~~923788~~902375% 0.000000% 0.000000% 0.000000% 02.~~923788~~902375% 02.~~919273~~881479% 0.000000% 0.000000% 0.000000% 02.~~919273~~881479% 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 02.~~923788~~902375% 0.000000% 0.000000% 0.000000% 02.~~923788~~902375% 02.~~919273~~881479% 0.000000% 0.000000% 0.000000% 02.~~919273~~881479% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group I-2 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 69 0 0 0 69 23,~~958~~685,~~236~~806.0084 0.00 0.00 0.00 23,~~958~~685,~~236~~806.0084 60 Days 02 0 0 0 02 01,184,998.0033 0.00 0.00 0.00 01,184,998.0033 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 01 0 01 0.00 0.00 01,000,000.00 0.00 01,000,000.00 150 Days 0 0 01 0 01 0.00 0.00 0420,000.00 0.00 0420,000.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 611 0 02 0 613 24,~~958~~870,~~236~~805.0017 0.00 01,420,000.00 0.00 26,~~958~~290,~~236~~805.0017 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 01.~~672646~~149425% 0.000000% 0.000000% 0.000000% 01.~~672646~~149425% 01.~~764021~~101412% 0.000000% 0.000000% 0.000000% 01.~~764021~~101412% 60 Days 0.~~000000~~255428% 0.000000% 0.000000% 0.000000% 0.~~000000~~255428% 0.~~000000~~354107% 0.000000% 0.000000% 0.000000% 0.~~000000~~354107% 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~~127714% 0.000000% 0.~~000000~~127714% 0.000000% 0.000000% 0.~~000000~~298825% 0.000000% 0.~~000000~~298825% 150 Days 0.000000% 0.000000% 0.~~000000~~127714% 0.000000% 0.~~000000~~127714% 0.000000% 0.000000% 0.~~000000~~125507% 0.000000% 0.~~000000~~125507% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 01.~~672646~~404853% 0.000000% 0.~~000000~~255428% 0.000000% 01.~~672646~~660281% 01.~~764021~~455519% 0.000000% 0.~~000000~~424332% 0.000000% 01.~~764021~~879851% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group I-3 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 ~~1,032,000~~0.00 0.00 0.00 0.00 ~~1,032,000~~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 10 0 0 0 10 ~~1,032,000~~0.00 0.00 0.00 0.00 ~~1,032,000~~0.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.~~568182~~000000% 0.000000% 0.000000% 0.000000% 0.~~568182~~000000% 10.~~207393~~000000% 0.000000% 0.000000% 0.000000% 10.~~207393~~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.~~568182~~000000% 0.000000% 0.000000% 0.000000% 0.~~568182~~000000% 10.~~207393~~000000% 0.000000% 0.000000% 0.000000% 10.~~207393~~000000% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group I-4 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 43 0 0 0 43 1770,~~099,753~~250.0086 0.00 0.00 0.00 1770,~~099,753~~250.0086 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 43 0 0 0 43 1770,~~099,753~~250.0086 0.00 0.00 0.00 1770,~~099,753~~250.0086 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 10.~~133144~~964630% 0.000000% 0.000000% 0.000000% 10.~~133144~~964630% 1.~~514263~~200207% 0.000000% 0.000000% 0.000000% 1.~~514263~~200207% 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 10.~~133144~~964630% 0.000000% 0.000000% 0.000000% 10.~~133144~~964630% 1.~~514263~~200207% 0.000000% 0.000000% 0.000000% 1.~~514263~~200207% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group I-5 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 1210 0 0 0 1210 2,~~376~~450,~~486~~015.1565 0.00 0.00 0.00 2,~~376~~450,~~486~~015.1565 60 Days 1 0 0 0 1 ~~255~~209,~~160~~949.0038 0.00 0.00 0.00 ~~255~~209,~~160~~949.0038 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 1311 0 0 0 1311 2,~~631~~659,~~646~~965.1503 0.00 0.00 0.00 2,~~631~~659,~~646~~965.1503 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.~~791045~~612903% 0.000000% 0.000000% 0.000000% 1.~~791045~~612903% 1.~~653393~~863254% 0.000000% 0.000000% 0.000000% 1.~~653393~~863254% 60 Days 0.~~149254~~161290% 0.000000% 0.000000% 0.000000% 0.~~149254~~161290% 0.~~177523~~159668% 0.000000% 0.000000% 0.000000% 0.~~177523~~159668% 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 1.~~940299~~774194% 0.000000% 0.000000% 0.000000% 1.~~940299~~774194% 12.~~830916~~022921% 0.000000% 0.000000% 0.000000% 12.~~830916~~022921% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group I-6 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 03 0 0 0 03 0456,720.00 0.00 0.00 0.00 0456,720.00 60 Days 01 0 0 0 01 0278,910.00 0.00 0.00 0.00 0278,910.00 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 04 0 0 0 04 0735,630.00 0.00 0.00 0.00 0735,630.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 01.~~000000~~522843% 0.000000% 0.000000% 0.000000% 01.~~000000~~522843% 01.~~000000~~081545% 0.000000% 0.000000% 0.000000% 01.~~000000~~081545% 60 Days 0.~~000000~~507614% 0.000000% 0.000000% 0.000000% 0.~~000000~~507614% 0.~~000000~~660479% 0.000000% 0.000000% 0.000000% 0.~~000000~~660479% 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 02.~~000000~~030457% 0.000000% 0.000000% 0.000000% 02.~~000000~~030457% 01.~~000000~~742024% 0.000000% 0.000000% 0.000000% 01.~~000000~~742024% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group I-7 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 02 0 0 0 02 0800,226.0024 0.00 0.00 0.00 0800,226.0024 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 02 0 0 0 02 0800,226.0024 0.00 0.00 0.00 0800,226.0024 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 01.~~000000~~265823% 0.000000% 0.000000% 0.000000% 01.~~000000~~265823% 01.~~000000~~222214% 0.000000% 0.000000% 0.000000% 01.~~000000~~222214% 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 01.~~000000~~265823% 0.000000% 0.000000% 0.000000% 01.~~000000~~265823% 01.~~000000~~222214% 0.000000% 0.000000% 0.000000% 01.~~000000~~222214%

OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 6084,~~289~~723.7492

COLLATERAL STATEMENT Collateral Description Mixed ARM Weighted Average Gross Coupon 5.~~095354~~135449% Weighted Average Net Coupon 4.~~850092~~887328% Weighted Average Pass-Through Rate 4.~~840880~~877824% Weighted Average Maturity(Stepdown Calculation ) ~~358~~354 Beginning Scheduled Collateral Loan Count 3,~~695~~326 Number Of Loans Paid In Full 3174 Ending Scheduled Collateral Loan Count 3,~~664~~252 Beginning Scheduled Collateral Balance 1,~~375~~210,~~671~~374,~~742~~544.4334 Ending Scheduled Collateral Balance 1,~~362~~181,~~449~~256,~~126~~817.2699 Ending Actual Collateral Balance at 2930-~~Feb~~Jun-2004 1,~~362~~181,~~849~~615,~~053~~143.1435 Monthly P &I Constant 65,~~365~~663,~~579~~865.8515 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Ending Scheduled Balance for Premium Loans 1,~~362~~181,~~449~~256,~~126~~817.2699 Scheduled Principal ~~525~~484,~~419~~017.5877 Unscheduled Principal 1228,~~696~~633,~~996~~708.5958

Group Level Collateral Statement Group Group I-1 Group I-2 Group I-3 Collateral Description Mixed ARM Mixed ARM Mixed ARM Weighted Average Coupon Rate 4.~~583969~~593153 5.~~119725~~245399 5.~~328756~~338485 Weighted Average Net Rate 4.~~337354~~350007 4.~~877885~~997063 5.~~073631~~081020 Weighted Average Maturity ~~358~~354 ~~357~~353 ~~357~~353 Beginning Loan Count ~~440~~386 ~~901~~809 ~~178~~157 Loans Paid In Full 7 926 24 Ending Loan Count ~~433~~379 ~~892~~783 ~~176~~153 Beginning Scheduled Balance ~~209~~180,~~939~~497,~~283~~534.0056 ~~390~~345,~~191~~106,~~450~~609.0071 8674,~~583~~210,~~406~~085.0038 Ending scheduled Balance ~~205~~177,~~608~~152,~~895~~863.0299 ~~387~~334,~~021~~476,~~142~~972.0969 8572,~~439~~122,~~949~~267.7508 Record Date 0206/2930/2004 0206/2930/2004 0206/2930/2004 Principal And Interest Constant ~~890~~777,~~632~~116.2943 1,~~884~~715,~~451~~652.9437 ~~430~~373,~~038~~875.0375 Scheduled Principal 8886,~~669~~239.6416 ~~220~~207,~~841~~134.7621 4543,~~553~~734.1356 Unscheduled Principal 43,~~241~~258,~~718~~431.5541 210,~~949~~422,~~466~~502.0081 12,~~097~~044,~~903~~083.4174 Scheduled Interest ~~801~~690,~~962~~877.6527 1,~~664~~508,~~727~~518.5216 ~~384~~330,~~484~~141.9019 Servicing Fees 4136,~~897~~572.4971 7871,~~636~~418.5461 1815,~~408~~922.0109 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 3,~~792~~336.7122 2,~~536~~531.7902 ~~619~~616.1862 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 ~~756~~650,~~272~~968.4534 1,~~583~~434,~~554~~568.1953 ~~365~~313,~~457~~602.7148 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.~~322807~~327826 4.~~870084~~988262 5.~~065050~~071049

Group Level Collateral Statement Group Group I-4 Group I-5 Group I-6 Collateral Description Mixed ARM Mixed ARM Mixed ARM Weighted Average Coupon Rate 4.~~737478~~706073 5.~~468731~~459913 5.~~769443~~753204 Weighted Average Net Rate 4.~~487479~~456073 5.~~218731~~209913 5.~~519443~~503204 Weighted Average Maturity ~~356~~352 ~~356~~352 ~~356~~352 Beginning Loan Count ~~359~~319 ~~674~~628 ~~217~~203 Loans Paid In Full 68 48 16 Ending Loan Count ~~353~~311 ~~670~~620 ~~216~~197 Beginning Scheduled Balance 7365,~~805~~849,~~151~~936.0075 ~~144~~133,~~553~~338,~~724~~278.0008 4643,~~413~~520,~~021~~406.0065 Ending scheduled Balance 7264,~~626~~176,~~293~~382.0550 ~~143~~131,~~731~~489,~~360~~981.1909 4642,~~124~~228,~~272~~005.6004 Record Date 0206/2930/2004 0206/2930/2004 0206/2930/2004 Principal And Interest Constant ~~291~~258,~~459~~331.2509 ~~660~~608,~~533~~164.8272 ~~223~~209,~~722~~237.2301 Scheduled Principal 8385.9958 1,~~762~~485.6320 ~~574~~585.5053 Unscheduled Principal 1,~~178~~673,~~773~~468.8167 ~~820~~1,~~600~~846,811.9879 ~~288~~1,~~173~~291,816.8108 Scheduled Interest ~~291~~258,~~375~~245.2651 ~~658~~606,~~771~~679.1952 ~~223~~208,~~147~~651.7348 Servicing Fees 1513,~~376~~718.0774 3027,~~115~~778.3581 9,~~669~~066.3775 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 0.00 ~~553~~382.2975 ~~214~~87.1409 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 ~~275~~244,~~999~~526.1977 ~~628~~578,~~102~~517.5596 ~~213~~199,~~264~~497.2264 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.~~487478~~456073 5.~~214138~~206469 5.~~513907~~500803

Group Level Collateral Statement Group Group I-7 Group II-1 Group II-2 Collateral Description Mixed ARM Mixed ARM Mixed ARM Weighted Average Coupon Rate 5.~~386621~~364078 5.~~028226~~033107 5.~~111773~~172147 Weighted Average Net Rate 5.~~136622~~114078 4.~~784296~~788692 4.~~851118~~905954 Weighted Average Maturity ~~356~~352.00 ~~357~~353.00 ~~358~~354.00 Record Date 0206/2930/2004 0206/2930/2004 0206/2930/2004 Principal And Interest Constant ~~411~~338,~~731~~259.4734 1,~~293~~142,~~449~~118.8660 ~~141~~127,~~634~~359.3174 Beginning Loan Count ~~189~~162 ~~637~~574 5852 Loans Paid In Full 14 311 0 Ending Loan Count ~~188~~158 ~~634~~563 5852 Beginning Scheduled Balance 8167,~~358~~079,~~293~~054.0075 ~~287~~254,~~448~~365,~~635~~045.0024 2824,~~340~~940,~~711~~014.0098 Ending Scheduled Balance 8065,~~931~~442,~~537~~182.9126 ~~285~~247,~~627~~985,~~744~~516.3786 2824,~~312~~910,~~025~~084.4007 Scheduled Principal 4638,~~526~~411.2062 8875,~~985~~246.9153 2019,~~908~~865.2421 Unscheduled Principal ~~380~~1,~~228~~598,460.6487 16,~~731~~304,~~904~~281.7885 710,~~777~~065.6970 Scheduled Interest ~~365~~299,~~205~~847.2772 1,~~204~~066,~~463~~872.9507 ~~120~~107,~~726~~494.0753 Servicing Fee 1613,~~949~~974.6480 5851,~~431~~808.1280 65,~~155~~532.9539 Master Servicing Fee 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 0.00 2,~~719~~508.4872 124.8711 Pool Insurance Fee 0.00 0.00 0.00 Spread 1 0.00 0.00 0.00 Spread 2 0.00 0.00 0.00 Spread 3 0.00 0.00 0.00 Net Interest ~~348~~285,~~255~~872.6392 1,~~143~~012,~~313~~554.3555 ~~114~~101,~~445~~838.2503 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 5.~~136621~~114078 4.~~772943~~776857 4.~~845832~~899982

Group Level Collateral Statement Group Group II-3 Total Collateral Description Mixed ARM Mixed ARM Weighted Average Coupon Rate 5.~~610490~~730684 5.~~095354~~135449 Weighted Average Net Rate 5.~~365204~~480684 4.~~850092~~887328 Weighted Average Maturity ~~359~~355.00 ~~358~~354.00 Record Date 0206/2930/2004 0206/2930/2004 Principal And Interest Constant ~~137~~113,~~926~~750.6510 65,~~365~~663,~~579~~865.8515 Beginning Loan Count 4436 3,~~697~~326 Loans Paid In Full 0 3374 Ending Loan Count 4436 3,~~664~~252 Beginning Scheduled Balance 2721,~~037~~467,~~868~~578.0024 1,~~375~~210,~~671~~374,~~542~~544.0034 Ending Scheduled Balance 2721,~~025~~272,~~905~~562.8841 1,~~362~~181,~~449~~256,~~126~~817.2699 Scheduled Principal 11,~~513~~230.5817 ~~525~~484,~~419~~017.5877 Unscheduled Principal ~~448~~183,785.9266 1228,~~696~~633,~~996~~708.5958 Scheduled Interest ~~126~~102,~~413~~519.0793 5,~~841~~179,~~277~~847.6138 Servicing Fee 54,~~526~~472.6442 ~~281~~250,~~166~~266.1812 Master Servicing Fee 0.00 0.00 Trustee Fee 0.00 0.00 Fry Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 0.00 109,~~560~~586.4653 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest ~~120~~98,~~886~~047.4351 54,~~549~~919,~~550~~994.9773 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 Prepayment Penalties 0.00 0.00 Special Servicing Fee 0.00 0.00 Pass-Through Rate 5.~~365205~~480684 4.~~840880~~877824

Miscellaneous Reporting Group Group I-1 Avearge Loss Severity % Group I-1 0.000000% Senior Percentage Group I-1 9594.~~599979~~891437% Senior Prep. Percentage Group I-1 100.000000% Subordinate Percentage Group I-1 45.~~400021~~108563% Subordinate Prep. Percentage Group I-1 0.000000% Group Group I-2 Avearge Loss Severity % Group I-2 0.000000% Senior Percentage Group I-2 95.~~599998~~036759% Senior Prep. Percentage Group I-2 100.000000% Subordinate Percentage Group I-2 4.~~400002~~963241% Subordinate Prep. Percentage Group I-2 0.000000% Group Group I-3 Avearge Loss Severity % Group I-3 0.000000% Senior Percentage Group I-3 9594.~~599963~~877548% Senior Prep. Percentage Group I-3 100.000000% Subordinate Percentage Group I-3 45.~~400037~~122452% Subordinate Prep. Percentage Group I-3 0.000000%

Miscellaneous Reporting Group Group I-4 Avearge Loss Severity % Group I-4 0.000000% Senior Percentage Group I-4 95.~~599972~~068435% Senior Prep. Percentage Group I-4 100.000000% Subordinate Percentage Group I-4 4.~~400028~~931565% Subordinate Prep. Percentage Group I-4 0.000000% Group Group I-5 Avearge Loss Severity % Group I-5 0.000000% Senior Percentage Group I-5 95.~~599964~~230089% Senior Prep. Percentage Group I-5 100.000000% Subordinate Percentage Group I-5 4.~~400036~~769911% Subordinate Prep. Percentage Group I-5 0.000000% Group Group I-6 Avearge Loss Severity % Group I-6 0.000000% Senior Percentage Group I-6 95.~~599902~~307683% Senior Prep. Percentage Group I-6 100.000000% Subordinate Percentage Group I-6 4.~~400098~~692317% Subordinate Prep. Percentage Group I-6 0.000000%

Miscellaneous Reporting Group Group I-7 Avearge Loss Severity % Group I-7 0.000000% Senior Percentage Group I-7 9594.~~599971~~675605% Senior Prep. Percentage Group I-7 100.000000% Subordinate Percentage Group I-7 45.~~400029~~324395% Subordinate Prep. Percentage Group I-7 0.000000% Group Group II-1 Avearge Loss Severity % Group II-1 0.000000% Senior Percentage Group II-1 96.~~999979~~613899% Senior Prep. Percentage Group II-1 100.000000% Subordinate Percentage Group II-1 3.~~000021~~386101% Subordinate Prep. Percentage Group II-1 0.000000% Group Group II-2 Avearge Loss Severity % Group II-2 0.000000% Senior Percentage Group II-2 96.~~999687~~601045% Senior Prep. Percentage Group II-2 100.000000% Subordinate Percentage Group II-2 3.~~000313~~398955% Subordinate Prep. Percentage Group II-2 0.000000%

Miscellaneous Reporting Group Group II-3 Avearge Loss Severity % Group II-3 0.000000% Senior Percentage Group II-3 96.~~999885~~228323% Senior Prep. Percentage Group II-3 100.000000% Subordinate Percentage Group II-3 3.~~000115~~771677% Subordinate Prep. Percentage Group II-3 0.000000%

Filing Compare · STRUCTURED ASSET MORT INV II INC BEAR STEARNS ARM TR 2004 1