8-K 1 sai04008_nov.txt NOVEMBER 8-K UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington D. C. 20549 FORM 8-K CURRENT REPORT Pursuant to Section 13 or 15(d) of The Securities Exchange Act of 1934 Date of Report (Date of earliest event reported): November 26, 2004 STRUCTURED ASSET INVESTMENT LOAN TRUST Mortgage Pass-Through Certificates, Series 2004-8 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-115858-10 Pooling and Servicing Agreement) (Commission 54-6636579 (State or other File Number) 54-6636580 jurisdiction IRS EIN of Incorporation) 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 STRUCTURED ASSET INVESTMENT LOAN TRUST, Mortgage Pass-Through Certificates, Series 2004-8 Trust. ITEM 9.01 Financial Statements and Exhibits (c) Exhibits Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2004-8 Trust, relating to the November 26, 2004 distribution. EX-99.2 Murrayhill Credit Risk Manager Report 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. STRUCTURED ASSET INVESTMENT LOAN TRUST Mortgage Pass-Through Certificates, Series 2004-8 Trust (Registrant) 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: 11/29/2004 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2004-8 Trust, relating to the November 26, 2004 distribution. EX-99.2 Murrayhill Credit Risk Manager Report EX-99.1

Structured Asset Investment Loan Trust Mortgage Pass-Through Certificates Record Date: 810/31/042004 Distribution Date: 911/2726/042004 SAIL Series: 2004-8 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 A1 86358ELK0 SEN 12.~~89000~~20750% ~~357~~349,~~189~~597,~~000~~810.0025 ~~618~~685,~~829~~988.9459 25,~~691~~448,~~984~~750.3825 A2 86358ELL8 SEN 12.~~89000~~20750% ~~344~~331,~~855~~237,~~000~~639.0092 ~~597~~649,~~461~~961.2986 58,~~230~~850,~~423~~725.2376 A3 86358ELM6 SEN 12.~~83500~~15250% ~~580~~562,~~000~~881,~~000~~545.0094 ~~975~~1,~~608~~076,980.3302 413,~~444~~103,~~514~~033.9757 A4 86358ELN4 SEN 2.~~11500~~43250% 126,652,000.00 ~~245~~273,~~546~~849.5777 0.00 A5 86358ELP9 SEN 12.~~76500~~08250% ~~599~~569,~~015~~673,~~000~~577.0044 ~~969~~1,~~156~~054,529.3509 822,~~927~~316,~~645~~924.7215 A6 86358ELQ7 SEN 2.~~01500~~33250% 50,000,000.00 92103,~~354~~666.1767 0.00 A7 86358ELR5 SEN 12.~~91500~~23250% 220,000,000.00 ~~386~~436,~~191~~577.6778 0.00 A8 86358ELS3 SEN 2.~~11500~~43250% 144,470,000.00 ~~280~~312,~~091~~376.2124 0.00 A9 86358ELT1 SEN 2.~~11500~~43250% 86,780,000.00 ~~168~~187,~~244~~637.7364 0.00 A10 86358ELU8 SEN 12.~~85500~~17250% ~~150~~144,~~000~~410,~~000~~992.0042 ~~255~~278,~~062~~873.5067 14,~~794~~004,~~751~~291.6569 A11 86358ELV6 SEN 1.96000% ~~100~~96,~~000~~273,~~000~~994.0094 ~~179~~167,~~666~~730.6769 12,~~196~~669,~~501~~527.1079 A12 86358ELW4 SEN 12.~~76500~~08250% ~~100~~94,~~000~~813,~~000~~699.0004 ~~161~~175,~~791~~510.6769 13,~~665~~715,~~433~~769.8112 A13 86358ELX2 SEN 12.~~91500~~23250% 39,192,000.00 6877,~~798~~774.2935 0.00 M1 86358ELZ7 MEZ 2.~~21500~~53250% 103,814,000.00 ~~210~~233,~~785~~696.6885 0.00 M2 86358EMA1 MEZ 2.~~23500~~55250% 95,163,000.00 ~~194~~215,~~965~~914.2027 0.00 M3 86358EMB9 MEZ 2.~~26500~~58250% 60,558,000.00 ~~125~~139,~~733~~014.5525 0.00 M4 86358EMC7 MEZ 2.~~61500~~93250% 51,907,000.00 ~~124~~135,~~425~~304.4025 0.00 M5 86358EMD5 MEZ 23.~~76500~~08250% 34,605,000.00 8794,~~709~~817.2670 0.00 M6 86358EME3 MEZ 3.~~01500~~33250% 51,907,000.00 ~~143~~153,~~457~~760.9707 0.00 M7 86358EMF0 MEZ 3.~~46500~~78250% 43,256,000.00 ~~137~~145,~~391~~436.8728 0.00 M8 86358EMG8 MEZ 3.~~56500~~88250% 43,256,000.00 ~~141~~149,~~357~~281.0026 0.00 M9 86358EMH6 MEZ 4.~~11500~~43250% 34,605,000.00 ~~130~~136,~~532~~343.9470 0.00 B1 86358EMJ2 SUB 4.~~11500~~43250% 17,303,000.00 6568,~~268~~173.3682 0.00 B2 86358EMK9 SUB 5.00000% 8,651,000.00 36,045.83 0.00 X SAI04008X RES 0.00000% 17,301,088.81 1110,~~516~~475,~~142~~549.1861 0.00 P SAI04008P SEN 0.00000% 100.00 ~~220~~742,~~644~~163.9468 0.00 R1 SAI0408R1 RES 0.00000% 0.00 0.00 0.00 R2 SAI0408R2 RES 0.00000% 0.00 0.00 0.00 Totals 3,~~460~~378,~~479~~309,~~188~~448.8176 18,~~133~~206,~~263~~958.5763 2560,~~951~~109,~~254~~022.8633

Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses A1 0.00 ~~354~~344,~~497~~149,~~015~~060.6200 36,~~310~~134,~~814~~738.3284 0.00 A2 0.00 ~~339~~322,~~624~~386,~~576~~914.7716 59,~~827~~500,~~884~~687.5262 0.00 A3 0.00 ~~575~~549,~~555~~778,~~485~~512.0337 514,~~420~~180,~~123~~013.3059 0.00 A4 0.00 126,652,000.00 ~~245~~273,~~546~~849.5777 0.00 A5 0.00 ~~590~~547,~~087~~356,~~354~~653.2829 923,~~896~~371,~~802~~453.0724 0.00 A6 0.00 50,000,000.00 92103,~~354~~666.1767 0.00 A7 0.00 220,000,000.00 ~~386~~436,~~191~~577.6778 0.00 A8 0.00 144,470,000.00 ~~280~~312,~~091~~376.2124 0.00 A9 0.00 86,780,000.00 ~~168~~187,~~244~~637.7364 0.00 A10 0.00 ~~148~~140,~~205~~406,~~248~~700.3573 24,~~049~~283,~~814~~165.1536 0.00 A11 0.00 9893,~~803~~604,~~498~~467.9015 12,~~376~~837,~~167~~258.7748 0.00 A12 0.00 9891,~~334~~097,~~566~~929.1992 13,~~827~~891,~~225~~279.4881 0.00 A13 0.00 39,192,000.00 6877,~~798~~774.2935 0.00 M1 0.00 103,814,000.00 ~~210~~233,~~785~~696.6885 0.00 M2 0.00 95,163,000.00 ~~194~~215,~~965~~914.2027 0.00 M3 0.00 60,558,000.00 ~~125~~139,~~733~~014.5525 0.00 M4 0.00 51,907,000.00 ~~124~~135,~~425~~304.4025 0.00 M5 0.00 34,605,000.00 8794,~~709~~817.2670 0.00 M6 0.00 51,907,000.00 ~~143~~153,~~457~~760.9707 0.00 M7 0.00 43,256,000.00 ~~137~~145,~~391~~436.8728 0.00 M8 0.00 43,256,000.00 ~~141~~149,~~357~~281.0026 0.00 M9 0.00 34,605,000.00 ~~130~~136,~~532~~343.9470 0.00 B1 0.00 17,303,000.00 6568,~~268~~173.3682 0.00 B2 0.00 8,651,000.00 36,045.83 0.00 X 0.00 17,301,088.81 1110,~~516~~475,~~142~~549.1861 0.00 P 0.00 100.00 ~~220~~742,~~644~~163.9468 0.00 R1 0.00 0.00 0.00 0.00 R2 0.00 0.00 0.00 0.00 Totals 0.00 3,~~434~~318,~~527~~200,~~933~~426.9543 4478,~~084~~315,~~518~~980.4396 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) A1 357,189,000.00 ~~357~~349,~~189~~597,~~000~~810.0025 0.00 25,~~691~~448,~~984~~750.3825 0.00 0.00 A2 344,855,000.00 ~~344~~331,~~855~~237,~~000~~639.0092 0.00 58,~~230~~850,~~423~~725.2376 0.00 0.00 A3 580,000,000.00 ~~580~~562,~~000~~881,~~000~~545.0094 0.00 413,~~444~~103,~~514~~033.9757 0.00 0.00 A4 126,652,000.00 126,652,000.00 0.00 0.00 0.00 0.00 A5 599,015,000.00 ~~599~~569,~~015~~673,~~000~~577.0044 0.00 822,~~927~~316,~~645~~924.7215 0.00 0.00 A6 50,000,000.00 50,000,000.00 0.00 0.00 0.00 0.00 A7 220,000,000.00 220,000,000.00 0.00 0.00 0.00 0.00 A8 144,470,000.00 144,470,000.00 0.00 0.00 0.00 0.00 A9 86,780,000.00 86,780,000.00 0.00 0.00 0.00 0.00 A10 150,000,000.00 ~~150~~144,~~000~~410,~~000~~992.0042 0.00 14,~~794~~004,~~751~~291.6569 0.00 0.00 A11 100,000,000.00 ~~100~~96,~~000~~273,~~000~~994.0094 0.00 12,~~196~~669,~~501~~527.1079 0.00 0.00 A12 100,000,000.00 ~~100~~94,~~000~~813,~~000~~699.0004 0.00 13,~~665~~715,~~433~~769.8112 0.00 0.00 A13 39,192,000.00 39,192,000.00 0.00 0.00 0.00 0.00 M1 103,814,000.00 103,814,000.00 0.00 0.00 0.00 0.00 M2 95,163,000.00 95,163,000.00 0.00 0.00 0.00 0.00 M3 60,558,000.00 60,558,000.00 0.00 0.00 0.00 0.00 M4 51,907,000.00 51,907,000.00 0.00 0.00 0.00 0.00 M5 34,605,000.00 34,605,000.00 0.00 0.00 0.00 0.00 M6 51,907,000.00 51,907,000.00 0.00 0.00 0.00 0.00 M7 43,256,000.00 43,256,000.00 0.00 0.00 0.00 0.00 M8 43,256,000.00 43,256,000.00 0.00 0.00 0.00 0.00 M9 34,605,000.00 34,605,000.00 0.00 0.00 0.00 0.00 B1 17,303,000.00 17,303,000.00 0.00 0.00 0.00 0.00 B2 8,651,000.00 8,651,000.00 0.00 0.00 0.00 0.00 X 17,301,088.81 17,301,088.81 0.00 0.00 0.00 0.00 P 100.00 100.00 0.00 0.00 0.00 0.00 100.00 100.00 0.00 0.00 0.00 0.00 R1 0.00 0.00 0.00 0.00 0.00 0.00 R2 0.00 0.00 0.00 0.00 0.00 0.00 Totals 3,460,479,288.81 3,~~460~~378,~~479~~309,~~288~~548.8176 0.00 2560,~~951~~109,~~254~~022.8633 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 A1 25,~~691~~448,~~984~~750.3825 ~~354~~344,~~497~~149,~~015~~060.6200 0.~~99246342~~96349288 25,~~691~~448,~~984~~750.3825 A2 58,~~230~~850,~~423~~725.2376 ~~339~~322,~~624~~386,~~576~~914.7716 0.~~98483298~~93484773 58,~~230~~850,~~423~~725.2376 A3 413,~~444~~103,~~514~~033.9757 ~~575~~549,~~555~~778,~~485~~512.0337 0.~~99233704~~94789399 413,~~444~~103,~~514~~033.9757 A4 0.00 126,652,000.00 1.00000000 0.00 A5 822,~~927~~316,~~645~~924.7215 ~~590~~547,~~087~~356,~~354~~653.2829 0.~~98509612~~91376118 822,~~927~~316,~~645~~924.7215 A6 0.00 50,000,000.00 1.00000000 0.00 A7 0.00 220,000,000.00 1.00000000 0.00 A8 0.00 144,470,000.00 1.00000000 0.00 A9 0.00 86,780,000.00 1.00000000 0.00 A10 14,~~794~~004,~~751~~291.6569 ~~148~~140,~~205~~406,~~248~~700.3573 0.~~98803499~~93604467 14,~~794~~004,~~751~~291.6569 A11 12,~~196~~669,~~501~~527.1079 9893,~~803~~604,~~498~~467.9015 0.~~98803499~~93604467 12,~~196~~669,~~501~~527.1079 A12 13,~~665~~715,~~433~~769.8112 9891,~~334~~097,~~566~~929.1992 0.~~98334566~~91097930 13,~~665~~715,~~433~~769.8112 A13 0.00 39,192,000.00 1.00000000 0.00 M1 0.00 103,814,000.00 1.00000000 0.00 M2 0.00 95,163,000.00 1.00000000 0.00 M3 0.00 60,558,000.00 1.00000000 0.00 M4 0.00 51,907,000.00 1.00000000 0.00 M5 0.00 34,605,000.00 1.00000000 0.00 M6 0.00 51,907,000.00 1.00000000 0.00 M7 0.00 43,256,000.00 1.00000000 0.00 M8 0.00 43,256,000.00 1.00000000 0.00 M9 0.00 34,605,000.00 1.00000000 0.00 B1 0.00 17,303,000.00 1.00000000 0.00 B2 0.00 8,651,000.00 1.00000000 0.00 X 0.00 17,301,088.81 1.00000000 0.00 P 0.00 100.00 1.00000000 0.00 P 0.00 100.00 1.00000000 0.00 R1 0.00 0.00 0.00000000 0.00 R2 0.00 0.00 0.00000000 0.00 Totals 2560,~~951~~109,~~254~~022.8633 3,~~434~~318,~~528~~200,~~033~~526.9543 0.~~99250068~~95888467 2560,~~951~~109,~~254~~022.8633

Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion A1 357,189,000.00 ~~1000~~978.~~00000000~~74741453 0.00000000 715.~~53658254~~25452981 0.00000000 A2 344,855,000.00 ~~1000~~960.~~00000000~~51279500 0.00000000 1525.~~16702159~~66506433 0.00000000 A3 580,000,000.00 ~~1000~~970.~~00000000~~48542403 0.00000000 722.~~66295684~~59143719 0.00000000 A4 126,652,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A5 599,015,000.00 ~~1000~~951.~~00000000~~01721566 0.00000000 1437.~~90387673~~25603558 0.00000000 A6 50,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A7 220,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A8 144,470,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A9 86,780,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A10 150,000,000.00 ~~1000~~962.~~00000000~~73994947 0.00000000 1126.~~96501100~~69527793 0.00000000 A11 100,000,000.00 ~~1000~~962.~~00000000~~73994940 0.00000000 1126.~~96501100~~69527790 0.00000000 A12 100,000,000.00 ~~1000~~948.~~00000000~~13699040 0.00000000 1637.~~65433810~~15769120 0.00000000 A13 39,192,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M1 103,814,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M2 95,163,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M3 60,558,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M4 51,907,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M5 34,605,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M6 51,907,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M7 43,256,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M8 43,256,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M9 34,605,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B1 17,303,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B2 8,651,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 X 17,301,088.81 1000.00000000 0.00000000 0.00000000 0.00000000 P 100.00 1000.00000000 0.00000000 0.00000000 0.00000000 R1 0.00 0.00000000 0.00000000 0.00000000 0.00000000 R2 0.00 0.00000000 0.00000000 0.00000000 0.00000000 (2) All Classes are per $1,000 Denomination except for Classes P and X which are per $100 Denomination.

Principal Distribution Factors Statement (continued) Total Ending Ending Total Realized Principal Certificate Certificate Principal Class Loss (3) Reduction Balance Percentage Distribution A1 0.00000000 715.~~53658254~~25452981 ~~992~~963.~~46341746~~49288472 0.~~99246342~~96349288 715.~~53658254~~25452981 A2 0.00000000 1525.~~16702159~~66506433 ~~984~~934.~~83297841~~84773067 0.~~98483298~~93484773 1525.~~16702159~~66506433 A3 0.00000000 722.~~66295684~~59143719 ~~992~~947.~~33704316~~89398684 0.~~99233704~~94789399 722.~~66295684~~59143719 A4 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 A5 0.00000000 1437.~~90387673~~25603558 ~~985~~913.~~09612327~~76118009 0.~~98509612~~91376118 1437.~~90387673~~25603558 A6 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 A7 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 A8 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 A9 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 A10 0.00000000 1126.~~96501100~~69527793 ~~988~~936.~~03498900~~04467153 0.~~98803499~~93604467 1126.~~96501100~~69527793 A11 0.00000000 1126.~~96501100~~69527790 ~~988~~936.~~03498900~~04467150 0.~~98803499~~93604467 1126.~~96501100~~69527790 A12 0.00000000 1637.~~65433810~~15769120 ~~983~~910.~~34566190~~97929920 0.~~98334566~~91097930 1637.~~65433810~~15769120 A13 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M1 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M2 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M3 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M4 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M5 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M6 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M7 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M8 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M9 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 B1 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 B2 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 X 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 P 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 R1 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R2 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 A1 357,189,000.00 12.~~89000~~20750% ~~357~~349,~~189~~597,~~000~~810.0025 ~~618~~685,~~829~~988.9459 0.00 0.00 A2 344,855,000.00 12.~~89000~~20750% ~~344~~331,~~855~~237,~~000~~639.0092 ~~597~~649,~~461~~961.2986 0.00 0.00 A3 580,000,000.00 12.~~83500~~15250% ~~580~~562,~~000~~881,~~000~~545.0094 ~~975~~1,~~608~~076,980.3302 0.00 0.00 A4 126,652,000.00 2.~~11500~~43250% 126,652,000.00 ~~245~~273,~~546~~849.5777 0.00 0.00 A5 599,015,000.00 12.~~76500~~08250% ~~599~~569,~~015~~673,~~000~~577.0044 ~~969~~1,~~156~~054,529.3509 0.00 0.00 A6 50,000,000.00 2.~~01500~~33250% 50,000,000.00 92103,~~354~~666.1767 0.00 0.00 A7 220,000,000.00 12.~~91500~~23250% 220,000,000.00 ~~386~~436,~~191~~577.6778 0.00 0.00 A8 144,470,000.00 2.~~11500~~43250% 144,470,000.00 ~~280~~312,~~091~~376.2124 0.00 0.00 A9 86,780,000.00 2.~~11500~~43250% 86,780,000.00 ~~168~~187,~~244~~637.7364 0.00 0.00 A10 150,000,000.00 12.~~85500~~17250% ~~150~~144,~~000~~410,~~000~~992.0042 ~~255~~278,~~062~~873.5067 0.00 0.00 A11 100,000,000.00 1.96000% ~~100~~96,~~000~~273,~~000~~994.0094 ~~179~~167,~~666~~730.6769 0.00 0.00 A12 100,000,000.00 12.~~76500~~08250% ~~100~~94,~~000~~813,~~000~~699.0004 ~~161~~175,~~791~~510.6769 0.00 0.00 A13 39,192,000.00 12.~~91500~~23250% 39,192,000.00 6877,~~798~~774.2935 0.00 0.00 M1 103,814,000.00 2.~~21500~~53250% 103,814,000.00 ~~210~~233,~~785~~696.6885 0.00 0.00 M2 95,163,000.00 2.~~23500~~55250% 95,163,000.00 ~~194~~215,~~965~~914.2027 0.00 0.00 M3 60,558,000.00 2.~~26500~~58250% 60,558,000.00 ~~125~~139,~~733~~014.5525 0.00 0.00 M4 51,907,000.00 2.~~61500~~93250% 51,907,000.00 ~~124~~135,~~425~~304.4025 0.00 0.00 M5 34,605,000.00 23.~~76500~~08250% 34,605,000.00 8794,~~709~~817.2670 0.00 0.00 M6 51,907,000.00 3.~~01500~~33250% 51,907,000.00 ~~143~~153,~~457~~760.9707 0.00 0.00 M7 43,256,000.00 3.~~46500~~78250% 43,256,000.00 ~~137~~145,~~391~~436.8728 0.00 0.00 M8 43,256,000.00 3.~~56500~~88250% 43,256,000.00 ~~141~~149,~~357~~281.0026 0.00 0.00 M9 34,605,000.00 4.~~11500~~43250% 34,605,000.00 ~~130~~136,~~532~~343.9470 0.00 0.00 B1 17,303,000.00 4.~~11500~~43250% 17,303,000.00 6568,~~268~~173.3682 0.00 0.00 B2 8,651,000.00 5.00000% 8,651,000.00 36,045.83 0.00 0.00 X 17,301,088.81 0.00000% 3,~~460~~378,~~479~~309,~~188~~448.8176 0.00 0.00 0.00 P 100.00 0.00000% 100.00 0.00 0.00 0.00 R1 0.00 0.00000% 0.00 0.00 0.00 0.00 R2 0.00 0.00000% 0.00 0.00 0.00 0.00 Totals 3,460,479,188.81 6,~~396~~989,~~476~~245.4534 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 A1 0.00 0.00 ~~618~~685,~~829~~988.9459 0.00 ~~354~~344,~~497~~149,~~015~~060.6200 A2 0.00 0.00 ~~597~~649,~~461~~961.2986 0.00 ~~339~~322,~~624~~386,~~576~~914.7716 A3 0.00 0.00 ~~975~~1,~~608~~076,980.3302 0.00 ~~575~~549,~~555~~778,~~485~~512.0337 A4 0.00 0.00 ~~245~~273,~~546~~849.5777 0.00 126,652,000.00 A5 0.00 0.00 ~~969~~1,~~156~~054,529.3509 0.00 ~~590~~547,~~087~~356,~~354~~653.2829 A6 0.00 0.00 92103,~~354~~666.1767 0.00 50,000,000.00 A7 0.00 0.00 ~~386~~436,~~191~~577.6778 0.00 220,000,000.00 A8 0.00 0.00 ~~280~~312,~~091~~376.2124 0.00 144,470,000.00 A9 0.00 0.00 ~~168~~187,~~244~~637.7364 0.00 86,780,000.00 A10 0.00 0.00 ~~255~~278,~~062~~873.5067 0.00 ~~148~~140,~~205~~406,~~248~~700.3573 A11 0.00 0.00 ~~179~~167,~~666~~730.6769 0.00 9893,~~803~~604,~~498~~467.9015 A12 0.00 0.00 ~~161~~175,~~791~~510.6769 0.00 9891,~~334~~097,~~566~~929.1992 A13 0.00 0.00 6877,~~798~~774.2935 0.00 39,192,000.00 M1 0.00 0.00 ~~210~~233,~~785~~696.6885 0.00 103,814,000.00 M2 0.00 0.00 ~~194~~215,~~965~~914.2027 0.00 95,163,000.00 M3 0.00 0.00 ~~125~~139,~~733~~014.5525 0.00 60,558,000.00 M4 0.00 0.00 ~~124~~135,~~425~~304.4025 0.00 51,907,000.00 M5 0.00 0.00 8794,~~709~~817.2670 0.00 34,605,000.00 M6 0.00 0.00 ~~143~~153,~~457~~760.9707 0.00 51,907,000.00 M7 0.00 0.00 ~~137~~145,~~391~~436.8728 0.00 43,256,000.00 M8 0.00 0.00 ~~141~~149,~~357~~281.0026 0.00 43,256,000.00 M9 0.00 0.00 ~~130~~136,~~532~~343.9470 0.00 34,605,000.00 B1 0.00 0.00 6568,~~268~~173.3682 0.00 17,303,000.00 B2 0.00 0.00 36,045.83 0.00 8,651,000.00 X 0.00 0.00 1110,~~516~~475,~~142~~549.1861 0.00 3,~~434~~318,~~527~~200,~~933~~426.9643 P 0.00 0.00 ~~220~~742,~~644~~163.9468 0.00 100.00 R1 0.00 0.00 0.00 0.00 0.00 R2 0.00 0.00 0.00 0.00 0.00 Totals 0.00 0.00 18,~~133~~206,~~263~~958.5763 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 A1 357,189,000.00 12.~~89000~~20750% ~~1000~~978.~~00000000~~74741453 1.~~73249999~~92051992 0.00000000 0.00000000 A2 344,855,000.00 12.~~89000~~20750% ~~1000~~960.~~00000000~~51279500 1.~~73250001~~88473956 0.00000000 0.00000000 A3 580,000,000.00 12.~~83500~~15250% ~~1000~~970.~~00000000~~48542403 1.~~68208333~~85686210 0.00000000 0.00000000 A4 126,652,000.00 2.~~11500~~43250% 1000.00000000 12.~~93875004~~16222223 0.00000000 0.00000000 A5 599,015,000.00 12.~~76500~~08250% ~~1000~~951.~~00000000~~01721566 1.~~61791666~~76043854 0.00000000 0.00000000 A6 50,000,000.00 2.~~01500~~33250% 1000.00000000 12.~~84708340~~07333340 0.00000000 0.00000000 A7 220,000,000.00 12.~~91500~~23250% 1000.00000000 1.~~75541668~~98444445 0.00000000 0.00000000 A8 144,470,000.00 2.~~11500~~43250% 1000.00000000 12.~~93874998~~16222219 0.00000000 0.00000000 A9 86,780,000.00 2.~~11500~~43250% 1000.00000000 12.~~93875006~~16222217 0.00000000 0.00000000 A10 150,000,000.00 12.~~85500~~17250% ~~1000~~962.~~00000000~~73994947 1.~~70041667~~85915780 0.00000000 0.00000000 A11 100,000,000.00 1.96000% ~~1000~~962.~~00000000~~73994940 1.~~79666670~~67730690 0.00000000 0.00000000 A12 100,000,000.00 12.~~76500~~08250% ~~1000~~948.~~00000000~~13699040 1.~~61791670~~75510690 0.00000000 0.00000000 A13 39,192,000.00 12.~~91500~~23250% 1000.00000000 1.~~75541667~~98444453 0.00000000 0.00000000 M1 103,814,000.00 2.~~21500~~53250% 1000.00000000 2.~~03041671~~25111112 0.00000000 0.00000000 M2 95,163,000.00 2.~~23500~~55250% 1000.00000000 2.~~04875004~~26888885 0.00000000 0.00000000 M3 60,558,000.00 2.~~26500~~58250% 1000.00000000 2.~~07625004~~29555550 0.00000000 0.00000000 M4 51,907,000.00 2.~~61500~~93250% 1000.00000000 2.~~39708325~~60666673 0.00000000 0.00000000 M5 34,605,000.00 23.~~76500~~08250% 1000.00000000 2.~~53458344~~74000000 0.00000000 0.00000000 M6 51,907,000.00 3.~~01500~~33250% 1000.00000000 2.~~76374998~~96222224 0.00000000 0.00000000 M7 43,256,000.00 3.~~46500~~78250% 1000.00000000 3.~~17625000~~36222212 0.00000000 0.00000000 M8 43,256,000.00 3.~~56500~~88250% 1000.00000000 3.~~26791659~~45111106 0.00000000 0.00000000 M9 34,605,000.00 4.~~11500~~43250% 1000.00000000 3.~~77208322~~94000000 0.00000000 0.00000000 B1 17,303,000.00 4.~~11500~~43250% 1000.00000000 3.~~77208345~~94000000 0.00000000 0.00000000 B2 8,651,000.00 5.00000% 1000.00000000 4.16666628 0.00000000 0.00000000 X 17,301,088.81 0.00000% ~~200015~~195265.~~11042530~~71338142 0.00000000 0.00000000 0.00000000 P 100.00 0.00000% 1000.00000000 0.00000000 0.00000000 0.00000000 R1 0.00 0.00000% 0.00000000 0.00000000 0.00000000 0.00000000 R2 0.00 0.00000% 0.00000000 0.00000000 0.00000000 0.00000000 (5) All Classes are per $1,000 Denomination except for Classes P and X which are per $100 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 A1 0.00000000 0.00000000 1.~~73249999~~92051992 0.00000000 ~~992~~963.~~46341746~~49288472 A2 0.00000000 0.00000000 1.~~73250001~~88473956 0.00000000 ~~984~~934.~~83297841~~84773067 A3 0.00000000 0.00000000 1.~~68208333~~85686210 0.00000000 ~~992~~947.~~33704316~~89398684 A4 0.00000000 0.00000000 12.~~93875004~~16222223 0.00000000 1000.00000000 A5 0.00000000 0.00000000 1.~~61791666~~76043854 0.00000000 ~~985~~913.~~09612327~~76118009 A6 0.00000000 0.00000000 12.~~84708340~~07333340 0.00000000 1000.00000000 A7 0.00000000 0.00000000 1.~~75541668~~98444445 0.00000000 1000.00000000 A8 0.00000000 0.00000000 12.~~93874998~~16222219 0.00000000 1000.00000000 A9 0.00000000 0.00000000 12.~~93875006~~16222217 0.00000000 1000.00000000 A10 0.00000000 0.00000000 1.~~70041667~~85915780 0.00000000 ~~988~~936.~~03498900~~04467153 A11 0.00000000 0.00000000 1.~~79666670~~67730690 0.00000000 ~~988~~936.~~03498900~~04467150 A12 0.00000000 0.00000000 1.~~61791670~~75510690 0.00000000 ~~983~~910.~~34566190~~97929920 A13 0.00000000 0.00000000 1.~~75541667~~98444453 0.00000000 1000.00000000 M1 0.00000000 0.00000000 2.~~03041671~~25111112 0.00000000 1000.00000000 M2 0.00000000 0.00000000 2.~~04875004~~26888885 0.00000000 1000.00000000 M3 0.00000000 0.00000000 2.~~07625004~~29555550 0.00000000 1000.00000000 M4 0.00000000 0.00000000 2.~~39708325~~60666673 0.00000000 1000.00000000 M5 0.00000000 0.00000000 2.~~53458344~~74000000 0.00000000 1000.00000000 M6 0.00000000 0.00000000 2.~~76374998~~96222224 0.00000000 1000.00000000 M7 0.00000000 0.00000000 3.~~17625000~~36222212 0.00000000 1000.00000000 M8 0.00000000 0.00000000 3.~~26791659~~45111106 0.00000000 1000.00000000 M9 0.00000000 0.00000000 3.~~77208322~~94000000 0.00000000 1000.00000000 B1 0.00000000 0.00000000 3.~~77208345~~94000000 0.00000000 1000.00000000 B2 0.00000000 0.00000000 4.16666628 0.00000000 1000.00000000 X 0.00000000 0.00000000 ~~665~~605.~~63106556~~48499144 0.00000000 ~~198515~~191791.~~13229473~~42208160 P 0.00000000 0.00000000 ~~2206449~~7421636.~~40000000~~80000000 0.00000000 1000.00000000 R1 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R2 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 4680,~~491~~668,~~373~~510.1164 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 0.00 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 4680,~~491~~668,~~373~~510.1164 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 2,~~406~~352,~~854~~529.68 Payment of Interest and Principal 4478,~~084~~315,~~518~~980.4396 Total Withdrawals (Pool Distribution Amount) 4680,~~491~~668,~~373~~510.1164 Ending Balance 0.00

SERVICING FEES Gross Servicing Fee 1,~~250~~221,~~827~~481.6283 Credit Risk Manager's Fee 4342,~~255~~228.9987 PMI Insurance Premium Fee 1,~~109~~086,~~887~~003.3273 Securities Administrator Fee 2,~~883~~815.7525 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 2,~~406~~352,~~854~~529.68

OTHER ACCOUNTS Beginning Current Current Ending Account Type Balance Withdrawals Deposits Balance Reserve Fund 1,000.00 5075,~~489~~853.0352 5075,~~489~~853.0352 1,000.00

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 79 10 0 89 ~~972~~1,~~599~~201,324.2008 ~~62,414~~0.3600 0.00 1,~~035~~201,~~013~~324.5608 30 Days 5382 04 038 01 5425 ~~904~~61,~~345~~751,838.1272 0397,511.0077 05,500,609.0004 051,902.0084 ~~904~~67,~~345~~701,862.1237 60 Days 47 1 05 0 053 ~~1 221~~8,~~872~~398,370.6810 0287,241.0059 0824,253.0036 0.00 ~~221~~9,~~872~~509,865.6805 90 Days 05 01 04 0 010 0922,710.0027 052,940.0036 0513,937.0082 0.00 01,489,588.0045 120 Days 0 0 01 0 01 0.00 0.00 0221,872.0068 0.00 0221,872.0068 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 6434 715 48 1 0498 1471,072,919.09 1,~~126~~939,~~217~~017.80 ~~972~~7,~~599~~060,672.2090 6251,~~414~~902.3684 ~~0.00 2~~80,~~161~~124,~~231~~512.3663 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.~~035427~~046834% 0.~~005061~~000000% 0.000000% 0.~~040488~~046834% 0.~~028301~~036179% 0.~~001816~~000000% 0.000000% 0.~~030117~~036179% 30 Days 01.~~025305~~987823% 0.~~000000~~020815% 0.~~000000~~197742% 0.~~000000~~005204% 02.~~025305~~211583% 01.~~026315~~859705% 0.~~000000~~011971% 0.~~000000~~165655% 0.~~000000~~001563% 02.~~026315~~038894% 60 Days 0.~~005061~~244575% 0.~~000000~~005204% 0.~~000000~~026019% 0.000000% 0.~~005061~~275797% 0.~~006456~~252923% 0.~~000000~~008651% 0.~~000000~~024823% 0.000000% 0.~~006456~~286397% 90 Days 0.~~000000~~026019% 0.~~000000~~005204% 0.~~000000~~020815% 0.000000% 0.~~000000~~052037% 0.~~000000~~027788% 0.~~000000~~001594% 0.~~000000~~015478% 0.000000% 0.~~000000~~044860% 120 Days 0.000000% 0.000000% 0.~~000000~~005204% 0.000000% 0.~~000000~~005204% 0.000000% 0.000000% 0.~~000000~~006682% 0.000000% 0.~~000000~~006682% 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.~~030366~~258417% 0.~~035427~~078056% 0.~~005061~~249779% 0.~~000000~~005204% 02.~~070854~~591455% 02.~~032771~~140416% 0.~~028301~~058395% 0.~~001816~~212638% 0.~~000000~~001563% 02.~~062889~~413012%

Delinquency Status By Groups DELINQUENT BANKRUPTCY FORECLOSURE REO Total 1(A) 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 09 0 01 0 010 0912,900.0068 0.00 0154,158.0002 0.00 01,067,058.0070 60 Days 02 0 0 0 02 0363,138.0090 0.00 0.00 0.00 0363,138.0090 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 011 0 01 0 012 01,276,039.0058 0.00 0154,158.0002 0.00 01,430,197.0060 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 01.~~000000~~345291% 0.000000% 0.~~000000~~149477% 0.000000% 01.~~000000~~494768% 0.~~000000~~954979% 0.000000% 0.~~000000~~161264% 0.000000% 01.~~000000~~116242% 60 Days 0.~~000000~~298954% 0.000000% 0.000000% 0.000000% 0.~~000000~~298954% 0.~~000000~~379877% 0.000000% 0.000000% 0.000000% 0.~~000000~~379877% 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~~644245% 0.000000% 0.~~000000~~149477% 0.000000% 01.~~000000~~793722% 01.~~000000~~334856% 0.000000% 0.~~000000~~161264% 0.000000% 01.~~000000~~496119% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 5(B) 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 40 1 011 0 052 ~~1 208~~7,~~905~~090,866.2690 055,823.0078 02,111,831.0012 0.00 ~~208~~9,~~905~~258,521.2680 60 Days 02 0 01 0 03 0539,757.0059 0.00 0219,822.00 0.00 0759,579.0059 90 Days 01 0 01 0 02 0331,510.0059 0.00 0157,888.0049 0.00 0489,399.0008 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 1 013 0 057 ~~1 208~~7,~~905~~962,135.2608 055,823.0078 02,489,541.0061 0.00 ~~208~~10,~~905~~507,500.2647 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 02.~~048757~~023268% 0.~~000000~~050582% 0.~~000000~~556399% 0.000000% 02.~~048757~~630248% 01.~~050965~~803087% 0.~~000000~~014195% 0.~~000000~~537003% 0.000000% 02.~~050965~~354285% 60 Days 0.~~000000~~101163% 0.000000% 0.~~000000~~050582% 0.000000% 0.~~000000~~151745% 0.~~000000~~137251% 0.000000% 0.~~000000~~055897% 0.000000% 0.~~000000~~193148% 90 Days 0.~~000000~~050582% 0.000000% 0.~~000000~~050582% 0.000000% 0.~~000000~~101163% 0.~~000000~~084298% 0.000000% 0.~~000000~~040148% 0.000000% 0.~~000000~~124446% 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.~~048757~~175013% 0.~~000000~~050582% 0.~~000000~~657562% 0.000000% 02.~~048757~~883156% 02.~~050965~~024636% 0.~~000000~~014195% 0.~~000000~~633048% 0.000000% 02.~~050965~~671879% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 1(B) 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 01 0 0 01 075,874.0026 0.00 0.00 075,874.0026 30 Days 048 0 05 0 053 07,383,616.0049 0.00 0699,588.0034 0.00 08,083,204.0083 60 Days 06 0 0 0 06 0770,989.0046 0.00 0.00 0.00 0770,989.0046 90 Days 01 0 0 0 01 081,545.0080 0.00 0.00 0.00 081,545.0080 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 055 01 05 0 061 08,236,151.0075 075,874.0026 0699,588.0034 0.00 09,011,614.0035 0-29 Days 0.~~000000~~048780% 0.000000% 0.000000% 0.~~000000~~048780% 0.~~000000~~023845% 0.000000% 0.000000% 0.~~000000~~023845% 30 Days 02.~~000000~~341463% 0.000000% 0.~~000000~~243902% 0.000000% 02.~~000000~~585366% 02.~~000000~~320456% 0.000000% 0.~~000000~~219860% 0.000000% 02.~~000000~~540316% 60 Days 0.~~000000~~292683% 0.000000% 0.000000% 0.000000% 0.~~000000~~292683% 0.~~000000~~242300% 0.000000% 0.000000% 0.000000% 0.~~000000~~242300% 90 Days 0.~~000000~~048780% 0.000000% 0.000000% 0.000000% 0.~~000000~~048780% 0.~~000000~~025627% 0.000000% 0.000000% 0.000000% 0.~~000000~~025627% 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~~682927% 0.~~000000~~048780% 0.~~000000~~243902% 0.000000% 02.~~000000~~975610% 02.~~000000~~588383% 0.~~000000~~023845% 0.~~000000~~219860% 0.000000% 02.~~000000~~832088% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 2(A) 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 04 0 0 0 04 0575,610.0075 0.00 0.00 0.00 0575,610.0075 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 04 0 0 0 04 0575,610.0075 0.00 0.00 0.00 0575,610.0075 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.~~000000~~653595% 0.000000% 0.000000% 0.000000% 0.~~000000~~653595% 0.~~000000~~594869% 0.000000% 0.000000% 0.000000% 0.~~000000~~594869% 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~~653595% 0.000000% 0.000000% 0.000000% 0.~~000000~~653595% 0.~~000000~~594869% 0.000000% 0.000000% 0.000000% 0.~~000000~~594869% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 2(B) 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 046 01 06 0 053 06,912,646.0066 0111,008.0066 0577,395.0020 0.00 07,601,050.0052 60 Days 08 0 0 0 08 01,801,233.0013 0.00 0.00 0.00 01,801,233.0013 90 Days 0 0 02 0 02 0.00 0.00 0153,249.0033 0.00 0153,249.0033 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 054 01 08 0 063 08,713,879.0079 0111,008.0066 0730,644.0053 0.00 09,555,532.0098 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 02.~~000000~~508179% 0.~~000000~~054526% 0.~~000000~~327154% 0.000000% 02.~~000000~~889858% 02.~~000000~~360678% 0.~~000000~~037910% 0.~~000000~~197181% 0.000000% 02.~~000000~~595769% 60 Days 0.~~000000~~436205% 0.000000% 0.000000% 0.000000% 0.~~000000~~436205% 0.~~000000~~615123% 0.000000% 0.000000% 0.000000% 0.~~000000~~615123% 90 Days 0.000000% 0.000000% 0.~~000000~~109051% 0.000000% 0.~~000000~~109051% 0.000000% 0.000000% 0.~~000000~~052335% 0.000000% 0.~~000000~~052335% 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~~944384% 0.~~000000~~054526% 0.~~000000~~436205% 0.000000% 03.~~000000~~435115% 02.~~000000~~975801% 0.~~000000~~037910% 0.~~000000~~249516% 0.000000% 03.~~000000~~263227% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 3(A) 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 12 0 0 12 ~~104~~225,~~934~~088.2566 0.00 0.00 ~~104~~225,~~934~~088.2566 30 Days 017 0 01 0 018 01,932,720.0099 0.00 051,915.0091 0.00 01,984,636.0090 60 Days 02 0 0 0 02 0289,840.0007 0.00 0.00 0.00 0289,840.0007 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 019 2 1 0 022 ~~1 0~~2,222,561.0006 ~~104~~225,~~934~~088.2566 051,915.0091 0.00 ~~104~~2,~~934~~499,565.2563 0-29 Days 0.~~072150~~146628% 0.000000% 0.000000% 0.~~072150~~146628% 0.~~054825~~119974% 0.000000% 0.000000% 0.~~054825~~119974% 30 Days 01.~~000000~~246334% 0.000000% 0.~~000000~~073314% 0.000000% 01.~~000000~~319648% 01.~~000000~~030157% 0.000000% 0.~~000000~~027672% 0.000000% 01.~~000000~~057828% 60 Days 0.~~000000~~146628% 0.000000% 0.000000% 0.000000% 0.~~000000~~146628% 0.~~000000~~154487% 0.000000% 0.000000% 0.000000% 0.~~000000~~154487% 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~~392962% 0.~~072150~~146628% 0.~~000000~~073314% 0.000000% 01.~~072150~~612903% 01.~~000000~~184644% 0.~~054825~~119974% 0.~~000000~~027672% 0.000000% 01.~~054825~~332290% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 3(B) 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 3 0 0 3 ~~633~~253,~~988~~321.9738 0.00 0.00 ~~633~~253,~~988~~321.9738 30 Days 090 01 03 0 094 013,928,968.0065 0155,639.0090 0294,799.0009 0.00 014,379,407.0064 60 Days 05 01 01 0 07 0633,556.0053 0287,241.0059 0113,850.00 0.00 01,034,648.0012 90 Days 0 0 01 0 01 0.00 0.00 0202,800.00 0.00 0202,800.00 120 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 095 35 05 0 3105 014,562,525.0018 ~~633~~696,~~988~~202.9787 0611,449.0009 0.00 ~~633~~15,~~988~~870,177.9714 0-29 Days 0.~~073117~~075245% 0.000000% 0.000000% 0.~~073117~~075245% 0.~~097764~~040429% 0.000000% 0.000000% 0.~~097764~~040429% 30 Days 02.~~000000~~257336% 0.~~000000~~025082% 0.~~000000~~075245% 0.000000% 02.~~000000~~357662% 02.~~000000~~223017% 0.~~000000~~024840% 0.~~000000~~047049% 0.000000% 02.~~000000~~294906% 60 Days 0.~~000000~~125408% 0.~~000000~~025082% 0.~~000000~~025082% 0.000000% 0.~~000000~~175571% 0.~~000000~~101114% 0.~~000000~~045843% 0.~~000000~~018170% 0.000000% 0.~~000000~~165126% 90 Days 0.000000% 0.000000% 0.~~000000~~025082% 0.000000% 0.~~000000~~025082% 0.000000% 0.000000% 0.~~000000~~032366% 0.000000% 0.~~000000~~032366% 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~~382744% 0.~~073117~~125408% 0.~~000000~~125408% 0.000000% 02.~~073117~~633559% 02.~~000000~~324131% 0.~~097764~~111112% 0.~~000000~~097585% 0.000000% 02.~~097764~~532828% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 4(A) 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 12 10 0 2 51565,~~924~~740.2573 ~~62,414~~0.3600 0.00 ~~114~~565,~~338~~740.6173 30 Days 023 0 01 0 024 02,098,201.0033 0.00 067,077.00 0.00 02,165,278.0033 60 Days 05 0 01 0 06 0221,293.0022 0.00 045,534.0009 0.00 0266,827.0031 90 Days 01 0 0 0 01 069,000.00 0.00 0.00 0.00 069,000.00 120 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 029 12 12 0 233 02,388,494.0055 51565,~~924~~740.2573 62112,~~414~~611.3609 0.00 ~~114~~3,~~338~~066,846.6137 0-29 Days 0.~~046729~~095102% 0.~~046729~~000000% 0.000000% 0.~~093458~~095102% 0.~~018686~~207531% 0.~~022461~~000000% 0.000000% 0.~~041147~~207531% 30 Days 01.~~000000~~093676% 0.000000% 0.~~000000~~047551% 0.000000% 01.~~000000~~141227% 0.~~000000~~769684% 0.000000% 0.~~000000~~024606% 0.000000% 0.~~000000~~794290% 60 Days 0.~~000000~~237756% 0.000000% 0.~~000000~~047551% 0.000000% 0.~~000000~~285307% 0.~~000000~~081177% 0.000000% 0.~~000000~~016703% 0.000000% 0.~~000000~~097880% 90 Days 0.~~000000~~047551% 0.000000% 0.000000% 0.000000% 0.~~000000~~047551% 0.~~000000~~025311% 0.000000% 0.000000% 0.000000% 0.~~000000~~025311% 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~~378982% 0.~~046729~~095102% 0.~~046729~~095102% 0.000000% 01.~~093458~~569187% 0.~~000000~~876173% 0.~~018686~~207531% 0.~~022461~~041309% 0.000000% 01.~~041147~~125013% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 4(B) 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 392 01 010 01 3104 ~~537~~18,~~928~~991,785.4077 075,039.0043 01,543,844.0036 051,902.0084 ~~537~~20,~~928~~662,572.40 60 Days 114 0 01 0 115 ~~221~~3,~~872~~597,320.6840 0.00 0287,625.00 0.00 ~~221~~3,~~872~~884,945.6840 90 Days 02 0 0 0 02 0440,653.0088 0.00 0.00 0.00 0440,653.0088 120 Days 0 0 01 0 01 0.00 0.00 0221,872.0068 0.00 0221,872.0068 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 4108 01 012 01 4122 ~~759~~23,~~801~~029,760.0805 075,039.0043 02,053,342.0004 051,902.0084 ~~759~~25,~~801~~210,044.0836 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 02.~~086034~~722699% 0.~~000000~~029595% 0.~~000000~~295946% 0.~~000000~~029595% 03.~~086034~~077834% 02.~~058220~~142154% 0.~~000000~~008464% 0.~~000000~~174136% 0.~~000000~~005854% 02.~~058220~~330609% 60 Days 0.~~028678~~414324% 0.000000% 0.~~000000~~029595% 0.000000% 0.~~028678~~443918% 0.~~024013~~405755% 0.000000% 0.~~000000~~032442% 0.000000% 0.~~024013~~438197% 90 Days 0.~~000000~~059189% 0.000000% 0.000000% 0.000000% 0.~~000000~~059189% 0.~~000000~~049703% 0.000000% 0.000000% 0.000000% 0.~~000000~~049703% 120 Days 0.000000% 0.000000% 0.~~000000~~029595% 0.000000% 0.~~000000~~029595% 0.000000% 0.000000% 0.~~000000~~025026% 0.000000% 0.~~000000~~025026% 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 03.~~114712~~196212% 0.~~000000~~029595% 0.~~000000~~355135% 0.~~000000~~029595% 03.~~114712~~610536% 02.~~082234~~597612% 0.~~000000~~008464% 0.~~000000~~231604% 0.~~000000~~005854% 02.~~082234~~843535% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 5(A) 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 21 0 0 21 ~~181~~81,~~751~~299.7305 0.00 0.00 ~~181~~81,~~751~~299.7305 30 Days 113 0 0 0 113 ~~157~~1,~~511~~924,520.4650 0.00 0.00 0.00 ~~157~~1,~~511~~924,520.4650 60 Days 03 0 01 0 04 0181,240.0080 0.00 0157,422.0027 0.00 0338,663.0007 90 Days 0 01 0 0 01 0.00 052,940.0036 0.00 0.00 052,940.0036 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 116 2 01 0 319 ~~157~~2,~~511~~105,761.4630 ~~181~~134,~~751~~239.7341 0157,422.0027 0.00 ~~339~~2,~~263~~397,422.1998 0-29 Days 0.~~156986~~080515% 0.000000% 0.000000% 0.~~156986~~080515% 0.~~117961~~054018% 0.000000% 0.000000% 0.~~117961~~054018% 30 Days 01.~~078493~~046699% 0.000000% 0.000000% 0.000000% 01.~~078493~~046699% 01.~~102229~~278712% 0.000000% 0.000000% 0.000000% 01.~~102229~~278712% 60 Days 0.~~000000~~241546% 0.000000% 0.~~000000~~080515% 0.000000% 0.~~000000~~322061% 0.~~000000~~120422% 0.000000% 0.~~000000~~104596% 0.000000% 0.~~000000~~225018% 90 Days 0.000000% 0.~~000000~~080515% 0.000000% 0.000000% 0.~~000000~~080515% 0.000000% 0.~~000000~~035175% 0.000000% 0.000000% 0.~~000000~~035175% 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.~~078493~~288245% 0.~~156986~~161031% 0.~~000000~~080515% 0.000000% 01.~~235479~~529791% 01.~~102229~~399134% 0.~~117961~~089193% 0.~~000000~~104596% 0.000000% 01.~~220190~~592923%

COLLATERAL STATEMENT Collateral Description Mixed Fixed & Arm Weighted Average Gross Coupon 7.~~046240~~039257% Weighted Average Net Coupon 6.~~612487~~605378% Weighted Average Pass-Through Rate 6.~~226609~~218621% Weighted Average Maturity (Stepdown Calculation ) ~~354~~352 Beginning Scheduled Collateral Loan Count 19,~~880~~510 Number Of Loans Paid In Full 41293 Ending Scheduled Collateral Loan Count 19,~~759~~217 Beginning Scheduled Collateral Balance 3,~~460~~378,~~479~~309,~~188~~448.8176 Ending Scheduled Collateral Balance 3,~~434~~318,~~527~~200,~~933~~426.9643 Ending Actual Collateral Balance at 31-~~Aug~~Oct-2004 3,~~436~~320,~~587~~518,~~549~~247.5077 Monthly P &I Constant 22,~~798~~282,~~740~~313.6112 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Scheduled Principal 2,~~479~~464,~~267~~989.4474 Unscheduled Principal 2357,~~471~~644,~~987~~032.4159

Miscellaneous Reporting Monthly Excess Cashflow 1110,~~566~~551,~~631~~403.2113 Overcollateralization Amount 17,301,188.81 Overcollateralization Deficiency 0.00 Targeted Overcollateralization Amount 17,301,188.81 Cap Payment 0.00

Group Level Collateral Statement Group 1(A) 1(B) 2(A) Collateral Description Mixed Fixed Mixed ARM Mixed Fixed Weighted Average Coupon Rate 7.~~101084~~103092 6.~~996032~~995617 6.~~799511~~782608 Weighted Average Net Rate 6.~~713053~~714504 6.~~608882~~607643 6.~~402828~~387367 Weighted Average Maturity ~~353~~351 ~~353~~ 351 349 Beginning Loan Count ~~677~~673 2,~~115~~079 ~~639~~617 Loans Paid In Full 14 1329 75 Ending Loan Count ~~676~~669 2,~~102~~050 ~~632~~612 Beginning Scheduled Balance 9796,~~434~~458,~~111~~889.6381 ~~329~~322,~~059~~444,~~984~~016.6168 ~~100~~97,~~485~~522,~~317~~900.5036 Ending scheduled Balance 9795,~~248~~509,~~431~~752.4990 ~~326~~317,~~553~~944,~~680~~403.3734 9996,~~610~~674,~~359~~612.4962 Record Date 0810/31/2004 0810/31/2004 0810/31/2004 Principal And Interest Constant ~~671~~666,~~839~~674.8578 2,~~180~~140,~~036~~885.1652 ~~674~~656,~~051~~114.0958 Scheduled Principal 95,~~266~~711.7018 261,~~607~~139.7794 104,~~675~~898.2521 Unscheduled Principal 90853,~~413~~425.4473 24,~~244~~238,~~696~~473.4740 ~~770~~743,~~282~~389.7653 Scheduled Interest ~~576~~570,~~573~~963.1560 1,~~918~~879,~~428~~745.3958 ~~569~~551,~~375~~216.8437 Servicing Fees 31,~~506~~235.1562 ~~106~~104,~~162~~249.9589 3332,~~217~~120.3191 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 8180.2038 ~~274~~268.2270 8381.7427 FRY Amount 0.00 0.00 0.00 Special Hazard Fee 0.00 0.00 0.00 Other Fee 30,~~951~~546.6062 ~~104~~103,~~523~~346.8778 28,~~875~~380.8868 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 ~~514~~509,~~034~~100.2098 1,~~707~~671,~~467~~880.3521 ~~507~~490,~~198~~633.9151 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 6.~~330853~~333487 6.~~226709~~222030 6.~~056991~~037148

Group Level Collateral Statement Group 2(B) 3(A) 3(B) Collateral Description Mixed ARM Mixed Fixed Mixed ARM Weighted Average Coupon Rate 7.~~068147~~059552 7.~~196800~~191346 6.~~996920~~993866 Weighted Average Net Rate 6.~~660684~~652588 6.~~806524~~801164 6.~~599087~~595539 Weighted Average Maturity 349 351 ~~353~~351 ~~353~~ Beginning Loan Count 1,~~930~~877 1,~~387~~376 4,~~124~~049 Loans Paid In Full 2243 112 2162 Ending Loan Count 1,~~908~~834 1,~~386~~364 43,~~103~~987 Beginning Scheduled Balance ~~311~~300,~~281~~626,~~177~~234.7682 ~~191~~189,~~754~~145,~~894~~949.1179 ~~652~~637,~~009~~499,~~134~~624.3965 Ending scheduled Balance ~~306~~292,~~925~~623,~~712~~796.5480 ~~191~~187,~~253~~451,~~292~~331.1823 ~~648~~626,~~066~~091,~~221~~209.3564 Record Date 0810/31/2004 0810/31/2004 0810/31/2004 Principal And Interest Constant 21,~~042~~974,~~847~~792.0495 1,~~331~~317,~~909~~788.9687 4,~~309~~219,~~823~~436.2684 Scheduled Principal ~~209~~206,~~362~~220.76 ~~181~~184,~~891~~277.8827 ~~508~~503,~~110~~947.2872 Unscheduled Principal 47,~~146~~796,~~102~~217.4626 ~~319~~1,~~710~~510,341.0529 310,~~434~~904,~~802~~467.7629 Scheduled Interest 1,~~833~~768,~~484~~572.2819 1,~~150~~133,~~018~~511.0860 3,~~801~~715,~~712~~489.9812 Servicing Fees ~~105~~101,~~696~~953.4246 6261,~~364~~501.5301 ~~216~~211,~~158~~610.9287 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee ~~259~~250.4052 ~~159~~157.8062 ~~543~~531.3425 FRY Amount 0.00 0.00 0.00 Special Hazard Fee 0.00 0.00 0.00 Other Fee 8380,~~591~~629.4073 4645,~~669~~408.3570 ~~201~~197,~~439~~285.7220 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 1,~~643~~585,~~937~~738.0648 1,~~040~~026,~~824~~444.4027 3,~~383~~306,~~571~~061.0080 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 6.~~337436~~329741 6.~~513468~~512078 6.~~227344~~223179

Group Level Collateral Statement Group 4(A) 4(B) 5(A) Collateral Description Mixed Fixed Mixed ARM Mixed Fixed Weighted Average Coupon Rate 7.~~548516~~545169 6.~~859015~~844600 7.~~502730~~487533 Weighted Average Net Rate 7.~~090955~~087829 6.~~386460~~371913 7.~~034756~~019619 Weighted Average Maturity ~~347~~345.00 ~~347~~345.00 ~~345~~343.00 Record Date 0810/31/2004 0810/31/2004 0810/31/2004 Principal And Interest Constant 21,~~007~~977,~~133~~885.0832 5,~~819~~660,~~000~~761.8915 1,~~116~~096,~~048~~613.2694 Beginning Loan Count 2,~~149~~120 3,~~506~~442 1,~~284~~261 Loans Paid In Full 917 63 19 10 Ending Loan Count 2,~~140~~103 3,~~487~~379 1,~~274~~242 Beginning Scheduled Balance ~~279~~274,~~124~~541,~~746~~650.8470 ~~931~~906,~~006~~248,~~456~~129.0967 ~~154~~152,~~975~~199,~~897~~922.2275 Ending Scheduled Balance ~~277~~272,~~674~~392,~~260~~808.1265 ~~923~~886,~~529~~080,~~297~~047.0957 ~~153~~150,~~958~~381,~~531~~304.5340 Scheduled Principal 251,~~318~~665.3298 ~~497~~491,~~511~~673.7906 ~~147~~146,~~096~~945.3260 Unscheduled Principal 1,~~199~~897,~~168~~176.4007 619,~~979~~676,~~647~~409.2104 ~~870~~1,~~269~~671,672.3775 Scheduled Interest 1,~~755~~726,~~814~~219.7634 5,~~321~~169,~~489~~088.1009 ~~968~~949,~~951~~668.9434 Servicing Fee ~~106~~104,~~430~~632.6451 ~~366~~356,~~626~~976.1326 6059,~~437~~347.2108 Master Servicing Fee 0.00 0.00 0.00 Trustee Fee ~~232~~228.6078 ~~775~~755.8421 ~~129~~126.1583 Fry Amount 0.00 0.00 0.00 Special Hazard Fee 0.00 0.00 0.00 Other Fee 7170,~~439~~538.5990 ~~358~~350,~~904~~915.5648 4443,~~310~~341.2388 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 1,~~577~~550,~~711~~819.9315 4,~~595~~460,~~182~~441.5714 ~~864~~846,~~075~~852.3555 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 6.~~782825~~778509 5.~~922858~~906251 6.~~690656~~676896

Group Level Collateral Statement Group 5(B) Total Collateral Description Mixed ARM Mixed Fixed & Arm Weighted Average Coupon Rate 7.~~036089~~030038 7.~~046240~~039257 Weighted Average Net Rate 6.~~565122~~558388 6.~~612487~~605378 Weighted Average Maturity ~~345~~343.00 ~~354~~352.00 Record Date 0810/31/2004 0810/31/2004 Principal And Interest Constant 2,~~646~~571,~~051~~359.0217 22,~~798~~282,~~740~~313.6112 Beginning Loan Count 2,~~069~~016 19,~~880~~510 Loans Paid In Full 1839 ~~121~~293 Ending Loan Count 21,~~051~~977 19,~~759~~217 Beginning Scheduled Balance ~~413~~401,~~347~~622,~~468~~129.6653 3,~~460~~378,~~479~~309,~~188~~448.8176 Ending Scheduled Balance ~~409~~393,~~708~~051,~~147~~159.8028 3,~~434~~318,~~527~~200,~~933~~426.9643 Scheduled Principal ~~222~~218,~~426~~510.3702 2,~~479~~464,~~267~~989.4474 Unscheduled Principal 38,~~416~~352,~~894~~460.49 23 57,~~471~~644,~~987~~032.4159 Scheduled Interest 2,~~423~~352,~~624~~849.6515 2019,~~319~~817,~~473~~323.1738 Servicing Fee ~~162~~157,~~227~~854.3622 1,~~250~~221,~~827~~481.6283 Master Servicing Fee 0.00 0.00 Trustee Fee ~~344~~334.4669 2,~~883~~815.7525 Fry Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee ~~139~~135,~~181~~609.1276 1,~~109~~086,~~887~~003.3273 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 2,~~121~~059,~~871~~050.7148 17,~~955~~507,~~874~~022.4857 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 6.~~160062~~152202 6.~~226609~~218621

EX-99.2

Filing Compare · Structured Asset Investment Loan Trust 2004-8