-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, JOIFgDVfNyhp1FPNVrlAoj/rIzfP/hLtHX80yDbbrcfU1NV5q93aELK82lDYx6mq 9NbdmW4dbT0Oa6d5ipFSAQ== 0001056404-04-003257.txt : 20041001 0001056404-04-003257.hdr.sgml : 20041001 20041001152730 ACCESSION NUMBER: 0001056404-04-003257 CONFORMED SUBMISSION TYPE: 8-K PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20040927 ITEM INFORMATION: Other Events ITEM INFORMATION: Financial Statements and Exhibits FILED AS OF DATE: 20041001 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Structured Asset Investment Loan Trust 2004-8 CENTRAL INDEX KEY: 0001301922 STANDARD INDUSTRIAL CLASSIFICATION: ASSET-BACKED SECURITIES [6189] STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 8-K SEC ACT: 1934 Act SEC FILE NUMBER: 333-115858-10 FILM NUMBER: 041058421 BUSINESS ADDRESS: STREET 1: 3 WORLD FINANCIAL CENTER CITY: NEW YORK STATE: NY ZIP: 10285 BUSINESS PHONE: 2125267000 MAIL ADDRESS: STREET 1: 3 WORLD FINANCIAL CENTER CITY: NEW YORK STATE: NY ZIP: 10285 8-K 1 sai04008_sep.txt SEPTEMBER 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): September 27, 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 September 27, 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 September 27, 2004 distribution. Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized. 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: 9/29/04 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 September 27, 2004 distribution. EX-99.1
Structured Asset Investment Loan Trust Mortgage Pass-Through Certificates Record Date: 8/31/04 Distribution Date: 9/27/04 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 1.89000% 357,189,000.00 618,829.94 2,691,984.38 A2 86358ELL8 SEN 1.89000% 344,855,000.00 597,461.29 5,230,423.23 A3 86358ELM6 SEN 1.83500% 580,000,000.00 975,608.33 4,444,514.97 A4 86358ELN4 SEN 2.11500% 126,652,000.00 245,546.57 0.00 A5 86358ELP9 SEN 1.76500% 599,015,000.00 969,156.35 8,927,645.72 A6 86358ELQ7 SEN 2.01500% 50,000,000.00 92,354.17 0.00 A7 86358ELR5 SEN 1.91500% 220,000,000.00 386,191.67 0.00 A8 86358ELS3 SEN 2.11500% 144,470,000.00 280,091.21 0.00 A9 86358ELT1 SEN 2.11500% 86,780,000.00 168,244.73 0.00 A10 86358ELU8 SEN 1.85500% 150,000,000.00 255,062.50 1,794,751.65 A11 86358ELV6 SEN 1.96000% 100,000,000.00 179,666.67 1,196,501.10 A12 86358ELW4 SEN 1.76500% 100,000,000.00 161,791.67 1,665,433.81 A13 86358ELX2 SEN 1.91500% 39,192,000.00 68,798.29 0.00 M1 86358ELZ7 MEZ 2.21500% 103,814,000.00 210,785.68 0.00 M2 86358EMA1 MEZ 2.23500% 95,163,000.00 194,965.20 0.00 M3 86358EMB9 MEZ 2.26500% 60,558,000.00 125,733.55 0.00 M4 86358EMC7 MEZ 2.61500% 51,907,000.00 124,425.40 0.00 M5 86358EMD5 MEZ 2.76500% 34,605,000.00 87,709.26 0.00 M6 86358EME3 MEZ 3.01500% 51,907,000.00 143,457.97 0.00 M7 86358EMF0 MEZ 3.46500% 43,256,000.00 137,391.87 0.00 M8 86358EMG8 MEZ 3.56500% 43,256,000.00 141,357.00 0.00 M9 86358EMH6 MEZ 4.11500% 34,605,000.00 130,532.94 0.00 B1 86358EMJ2 SUB 4.11500% 17,303,000.00 65,268.36 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 11,516,142.18 0.00 P SAI04008P SEN 0.00000% 100.00 220,644.94 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 3,460,479,188.81 18,133,263.57 25,951,254.86
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses A1 0.00 354,497,015.62 3,310,814.32 0.00 A2 0.00 339,624,576.77 5,827,884.52 0.00 A3 0.00 575,555,485.03 5,420,123.30 0.00 A4 0.00 126,652,000.00 245,546.57 0.00 A5 0.00 590,087,354.28 9,896,802.07 0.00 A6 0.00 50,000,000.00 92,354.17 0.00 A7 0.00 220,000,000.00 386,191.67 0.00 A8 0.00 144,470,000.00 280,091.21 0.00 A9 0.00 86,780,000.00 168,244.73 0.00 A10 0.00 148,205,248.35 2,049,814.15 0.00 A11 0.00 98,803,498.90 1,376,167.77 0.00 A12 0.00 98,334,566.19 1,827,225.48 0.00 A13 0.00 39,192,000.00 68,798.29 0.00 M1 0.00 103,814,000.00 210,785.68 0.00 M2 0.00 95,163,000.00 194,965.20 0.00 M3 0.00 60,558,000.00 125,733.55 0.00 M4 0.00 51,907,000.00 124,425.40 0.00 M5 0.00 34,605,000.00 87,709.26 0.00 M6 0.00 51,907,000.00 143,457.97 0.00 M7 0.00 43,256,000.00 137,391.87 0.00 M8 0.00 43,256,000.00 141,357.00 0.00 M9 0.00 34,605,000.00 130,532.94 0.00 B1 0.00 17,303,000.00 65,268.36 0.00 B2 0.00 8,651,000.00 36,045.83 0.00 X 0.00 17,301,088.81 11,516,142.18 0.00 P 0.00 100.00 220,644.94 0.00 R1 0.00 0.00 0.00 0.00 R2 0.00 0.00 0.00 0.00 Totals 0.00 3,434,527,933.95 44,084,518.43 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 357,189,000.00 357,189,000.00 0.00 2,691,984.38 0.00 0.00 A2 344,855,000.00 344,855,000.00 0.00 5,230,423.23 0.00 0.00 A3 580,000,000.00 580,000,000.00 0.00 4,444,514.97 0.00 0.00 A4 126,652,000.00 126,652,000.00 0.00 0.00 0.00 0.00 A5 599,015,000.00 599,015,000.00 0.00 8,927,645.72 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 150,000,000.00 150,000,000.00 0.00 1,794,751.65 0.00 0.00 A11 100,000,000.00 100,000,000.00 0.00 1,196,501.10 0.00 0.00 A12 100,000,000.00 100,000,000.00 0.00 1,665,433.81 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 3,460,479,288.81 0.00 25,951,254.86 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 2,691,984.38 354,497,015.62 0.99246342 2,691,984.38 A2 5,230,423.23 339,624,576.77 0.98483298 5,230,423.23 A3 4,444,514.97 575,555,485.03 0.99233704 4,444,514.97 A4 0.00 126,652,000.00 1.00000000 0.00 A5 8,927,645.72 590,087,354.28 0.98509612 8,927,645.72 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 1,794,751.65 148,205,248.35 0.98803499 1,794,751.65 A11 1,196,501.10 98,803,498.90 0.98803499 1,196,501.10 A12 1,665,433.81 98,334,566.19 0.98334566 1,665,433.81 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 25,951,254.86 3,434,528,033.95 0.99250068 25,951,254.86
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion A1 357,189,000.00 1000.00000000 0.00000000 7.53658254 0.00000000 A2 344,855,000.00 1000.00000000 0.00000000 15.16702159 0.00000000 A3 580,000,000.00 1000.00000000 0.00000000 7.66295684 0.00000000 A4 126,652,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A5 599,015,000.00 1000.00000000 0.00000000 14.90387673 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 1000.00000000 0.00000000 11.96501100 0.00000000 A11 100,000,000.00 1000.00000000 0.00000000 11.96501100 0.00000000 A12 100,000,000.00 1000.00000000 0.00000000 16.65433810 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 7.53658254 992.46341746 0.99246342 7.53658254 A2 0.00000000 15.16702159 984.83297841 0.98483298 15.16702159 A3 0.00000000 7.66295684 992.33704316 0.99233704 7.66295684 A4 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 A5 0.00000000 14.90387673 985.09612327 0.98509612 14.90387673 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 11.96501100 988.03498900 0.98803499 11.96501100 A11 0.00000000 11.96501100 988.03498900 0.98803499 11.96501100 A12 0.00000000 16.65433810 983.34566190 0.98334566 16.65433810 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 1.89000% 357,189,000.00 618,829.94 0.00 0.00 A2 344,855,000.00 1.89000% 344,855,000.00 597,461.29 0.00 0.00 A3 580,000,000.00 1.83500% 580,000,000.00 975,608.33 0.00 0.00 A4 126,652,000.00 2.11500% 126,652,000.00 245,546.57 0.00 0.00 A5 599,015,000.00 1.76500% 599,015,000.00 969,156.35 0.00 0.00 A6 50,000,000.00 2.01500% 50,000,000.00 92,354.17 0.00 0.00 A7 220,000,000.00 1.91500% 220,000,000.00 386,191.67 0.00 0.00 A8 144,470,000.00 2.11500% 144,470,000.00 280,091.21 0.00 0.00 A9 86,780,000.00 2.11500% 86,780,000.00 168,244.73 0.00 0.00 A10 150,000,000.00 1.85500% 150,000,000.00 255,062.50 0.00 0.00 A11 100,000,000.00 1.96000% 100,000,000.00 179,666.67 0.00 0.00 A12 100,000,000.00 1.76500% 100,000,000.00 161,791.67 0.00 0.00 A13 39,192,000.00 1.91500% 39,192,000.00 68,798.29 0.00 0.00 M1 103,814,000.00 2.21500% 103,814,000.00 210,785.68 0.00 0.00 M2 95,163,000.00 2.23500% 95,163,000.00 194,965.20 0.00 0.00 M3 60,558,000.00 2.26500% 60,558,000.00 125,733.55 0.00 0.00 M4 51,907,000.00 2.61500% 51,907,000.00 124,425.40 0.00 0.00 M5 34,605,000.00 2.76500% 34,605,000.00 87,709.26 0.00 0.00 M6 51,907,000.00 3.01500% 51,907,000.00 143,457.97 0.00 0.00 M7 43,256,000.00 3.46500% 43,256,000.00 137,391.87 0.00 0.00 M8 43,256,000.00 3.56500% 43,256,000.00 141,357.00 0.00 0.00 M9 34,605,000.00 4.11500% 34,605,000.00 130,532.94 0.00 0.00 B1 17,303,000.00 4.11500% 17,303,000.00 65,268.36 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% 3,460,479,188.81 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 6,396,476.45 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 0.00 618,829.94 0.00 354,497,015.62 A2 0.00 0.00 597,461.29 0.00 339,624,576.77 A3 0.00 0.00 975,608.33 0.00 575,555,485.03 A4 0.00 0.00 245,546.57 0.00 126,652,000.00 A5 0.00 0.00 969,156.35 0.00 590,087,354.28 A6 0.00 0.00 92,354.17 0.00 50,000,000.00 A7 0.00 0.00 386,191.67 0.00 220,000,000.00 A8 0.00 0.00 280,091.21 0.00 144,470,000.00 A9 0.00 0.00 168,244.73 0.00 86,780,000.00 A10 0.00 0.00 255,062.50 0.00 148,205,248.35 A11 0.00 0.00 179,666.67 0.00 98,803,498.90 A12 0.00 0.00 161,791.67 0.00 98,334,566.19 A13 0.00 0.00 68,798.29 0.00 39,192,000.00 M1 0.00 0.00 210,785.68 0.00 103,814,000.00 M2 0.00 0.00 194,965.20 0.00 95,163,000.00 M3 0.00 0.00 125,733.55 0.00 60,558,000.00 M4 0.00 0.00 124,425.40 0.00 51,907,000.00 M5 0.00 0.00 87,709.26 0.00 34,605,000.00 M6 0.00 0.00 143,457.97 0.00 51,907,000.00 M7 0.00 0.00 137,391.87 0.00 43,256,000.00 M8 0.00 0.00 141,357.00 0.00 43,256,000.00 M9 0.00 0.00 130,532.94 0.00 34,605,000.00 B1 0.00 0.00 65,268.36 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 11,516,142.18 0.00 3,434,527,933.96 P 0.00 0.00 220,644.94 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 18,133,263.57 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 1.89000% 1000.00000000 1.73249999 0.00000000 0.00000000 A2 344,855,000.00 1.89000% 1000.00000000 1.73250001 0.00000000 0.00000000 A3 580,000,000.00 1.83500% 1000.00000000 1.68208333 0.00000000 0.00000000 A4 126,652,000.00 2.11500% 1000.00000000 1.93875004 0.00000000 0.00000000 A5 599,015,000.00 1.76500% 1000.00000000 1.61791666 0.00000000 0.00000000 A6 50,000,000.00 2.01500% 1000.00000000 1.84708340 0.00000000 0.00000000 A7 220,000,000.00 1.91500% 1000.00000000 1.75541668 0.00000000 0.00000000 A8 144,470,000.00 2.11500% 1000.00000000 1.93874998 0.00000000 0.00000000 A9 86,780,000.00 2.11500% 1000.00000000 1.93875006 0.00000000 0.00000000 A10 150,000,000.00 1.85500% 1000.00000000 1.70041667 0.00000000 0.00000000 A11 100,000,000.00 1.96000% 1000.00000000 1.79666670 0.00000000 0.00000000 A12 100,000,000.00 1.76500% 1000.00000000 1.61791670 0.00000000 0.00000000 A13 39,192,000.00 1.91500% 1000.00000000 1.75541667 0.00000000 0.00000000 M1 103,814,000.00 2.21500% 1000.00000000 2.03041671 0.00000000 0.00000000 M2 95,163,000.00 2.23500% 1000.00000000 2.04875004 0.00000000 0.00000000 M3 60,558,000.00 2.26500% 1000.00000000 2.07625004 0.00000000 0.00000000 M4 51,907,000.00 2.61500% 1000.00000000 2.39708325 0.00000000 0.00000000 M5 34,605,000.00 2.76500% 1000.00000000 2.53458344 0.00000000 0.00000000 M6 51,907,000.00 3.01500% 1000.00000000 2.76374998 0.00000000 0.00000000 M7 43,256,000.00 3.46500% 1000.00000000 3.17625000 0.00000000 0.00000000 M8 43,256,000.00 3.56500% 1000.00000000 3.26791659 0.00000000 0.00000000 M9 34,605,000.00 4.11500% 1000.00000000 3.77208322 0.00000000 0.00000000 B1 17,303,000.00 4.11500% 1000.00000000 3.77208345 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% 200015.11042530 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 0.00000000 992.46341746 A2 0.00000000 0.00000000 1.73250001 0.00000000 984.83297841 A3 0.00000000 0.00000000 1.68208333 0.00000000 992.33704316 A4 0.00000000 0.00000000 1.93875004 0.00000000 1000.00000000 A5 0.00000000 0.00000000 1.61791666 0.00000000 985.09612327 A6 0.00000000 0.00000000 1.84708340 0.00000000 1000.00000000 A7 0.00000000 0.00000000 1.75541668 0.00000000 1000.00000000 A8 0.00000000 0.00000000 1.93874998 0.00000000 1000.00000000 A9 0.00000000 0.00000000 1.93875006 0.00000000 1000.00000000 A10 0.00000000 0.00000000 1.70041667 0.00000000 988.03498900 A11 0.00000000 0.00000000 1.79666670 0.00000000 988.03498900 A12 0.00000000 0.00000000 1.61791670 0.00000000 983.34566190 A13 0.00000000 0.00000000 1.75541667 0.00000000 1000.00000000 M1 0.00000000 0.00000000 2.03041671 0.00000000 1000.00000000 M2 0.00000000 0.00000000 2.04875004 0.00000000 1000.00000000 M3 0.00000000 0.00000000 2.07625004 0.00000000 1000.00000000 M4 0.00000000 0.00000000 2.39708325 0.00000000 1000.00000000 M5 0.00000000 0.00000000 2.53458344 0.00000000 1000.00000000 M6 0.00000000 0.00000000 2.76374998 0.00000000 1000.00000000 M7 0.00000000 0.00000000 3.17625000 0.00000000 1000.00000000 M8 0.00000000 0.00000000 3.26791659 0.00000000 1000.00000000 M9 0.00000000 0.00000000 3.77208322 0.00000000 1000.00000000 B1 0.00000000 0.00000000 3.77208345 0.00000000 1000.00000000 B2 0.00000000 0.00000000 4.16666628 0.00000000 1000.00000000 X 0.00000000 0.00000000 665.63106556 0.00000000 198515.13229473 P 0.00000000 0.00000000 2206449.40000000 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 46,491,373.11 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 46,491,373.11 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 2,406,854.68 Payment of Interest and Principal 44,084,518.43 Total Withdrawals (Pool Distribution Amount) 46,491,373.11 Ending Balance 0.00
PREPAYMENT/CURTAILMENT INTEREST SHORTFALL Total Prepayment/Curtailment Interest Shortfall 0.00 Servicing Fee Support 0.00 Non-Supported Prepayment/Curtailment Interest Shortfall 0.00
SERVICING FEES Gross Servicing Fee 1,250,827.62 Credit Risk Manager's Fee 43,255.99 PMI Insurance Premium Fee 1,109,887.32 Securities Administrator Fee 2,883.75 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 2,406,854.68
OTHER ACCOUNTS Beginning Current Current Ending Account Type Balance Withdrawals Deposits Balance Reserve Fund 1,000.00 50,489.03 50,489.03 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 7 1 0 8 972,599.20 62,414.36 0.00 1,035,013.56 30 Days 5 0 0 0 5 904,345.12 0.00 0.00 0.00 904,345.12 60 Days 1 0 0 0 1 221,872.68 0.00 0.00 0.00 221,872.68 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 6 7 1 0 14 1,126,217.80 972,599.20 62,414.36 0.00 2,161,231.36 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% 0.005061% 0.000000% 0.040488% 0.028301% 0.001816% 0.000000% 0.030117% 30 Days 0.025305% 0.000000% 0.000000% 0.000000% 0.025305% 0.026315% 0.000000% 0.000000% 0.000000% 0.026315% 60 Days 0.005061% 0.000000% 0.000000% 0.000000% 0.005061% 0.006456% 0.000000% 0.000000% 0.000000% 0.006456% 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 0.030366% 0.035427% 0.005061% 0.000000% 0.070854% 0.032771% 0.028301% 0.001816% 0.000000% 0.062889%
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 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 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 1 0 0 0 1 208,905.26 0.00 0.00 0.00 208,905.26 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 1 208,905.26 0.00 0.00 0.00 208,905.26 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.048757% 0.000000% 0.000000% 0.000000% 0.048757% 0.050965% 0.000000% 0.000000% 0.000000% 0.050965% 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 0.048757% 0.000000% 0.000000% 0.000000% 0.048757% 0.050965% 0.000000% 0.000000% 0.000000% 0.050965% 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 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 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 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 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 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 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 1 0 0 1 104,934.25 0.00 0.00 104,934.25 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 1 0 0 1 0.00 104,934.25 0.00 0.00 104,934.25 0-29 Days 0.072150% 0.000000% 0.000000% 0.072150% 0.054825% 0.000000% 0.000000% 0.054825% 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% 0.072150% 0.000000% 0.000000% 0.072150% 0.000000% 0.054825% 0.000000% 0.000000% 0.054825% 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 3 633,988.97 0.00 0.00 633,988.97 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 3 0 0 3 0.00 633,988.97 0.00 0.00 633,988.97 0-29 Days 0.073117% 0.000000% 0.000000% 0.073117% 0.097764% 0.000000% 0.000000% 0.097764% 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% 0.073117% 0.000000% 0.000000% 0.073117% 0.000000% 0.097764% 0.000000% 0.000000% 0.097764% 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 1 1 0 2 51,924.25 62,414.36 0.00 114,338.61 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 1 1 0 2 0.00 51,924.25 62,414.36 0.00 114,338.61 0-29 Days 0.046729% 0.046729% 0.000000% 0.093458% 0.018686% 0.022461% 0.000000% 0.041147% 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% 0.046729% 0.046729% 0.000000% 0.093458% 0.000000% 0.018686% 0.022461% 0.000000% 0.041147% 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 3 0 0 0 3 537,928.40 0.00 0.00 0.00 537,928.40 60 Days 1 0 0 0 1 221,872.68 0.00 0.00 0.00 221,872.68 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 4 0 0 0 4 759,801.08 0.00 0.00 0.00 759,801.08 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.086034% 0.000000% 0.000000% 0.000000% 0.086034% 0.058220% 0.000000% 0.000000% 0.000000% 0.058220% 60 Days 0.028678% 0.000000% 0.000000% 0.000000% 0.028678% 0.024013% 0.000000% 0.000000% 0.000000% 0.024013% 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 0.114712% 0.000000% 0.000000% 0.000000% 0.114712% 0.082234% 0.000000% 0.000000% 0.000000% 0.082234% 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 2 0 0 2 181,751.73 0.00 0.00 181,751.73 30 Days 1 0 0 0 1 157,511.46 0.00 0.00 0.00 157,511.46 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 2 0 0 3 157,511.46 181,751.73 0.00 0.00 339,263.19 0-29 Days 0.156986% 0.000000% 0.000000% 0.156986% 0.117961% 0.000000% 0.000000% 0.117961% 30 Days 0.078493% 0.000000% 0.000000% 0.000000% 0.078493% 0.102229% 0.000000% 0.000000% 0.000000% 0.102229% 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 0.078493% 0.156986% 0.000000% 0.000000% 0.235479% 0.102229% 0.117961% 0.000000% 0.000000% 0.220190%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 0.00
COLLATERAL STATEMENT Collateral Description Mixed Fixed & Arm Weighted Average Gross Coupon 7.046240% Weighted Average Net Coupon 6.612487% Weighted Average Pass-Through Rate 6.226609% Weighted Average Maturity(Stepdown Calculation ) 354 Beginning Scheduled Collateral Loan Count 19,880 Number Of Loans Paid In Full 41 Ending Scheduled Collateral Loan Count 19,759 Beginning Scheduled Collateral Balance 3,460,479,188.81 Ending Scheduled Collateral Balance 3,434,527,933.96 Ending Actual Collateral Balance at 31-Aug-2004 3,436,587,549.50 Monthly P &I Constant 22,798,740.61 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Scheduled Principal 2,479,267.44 Unscheduled Principal 23,471,987.41
Miscellaneous Reporting Monthly Excess Cashflow 11,566,631.21 Overcollateralization Amount 17,301,188.81 Overcollateralization Deficiency 0.00 Targeted Overcollateralization Amount 17,301,188.81
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 6.996032 6.799511 Weighted Average Net Rate 6.713053 6.608882 6.402828 Weighted Average Maturity 353 353 351 Beginning Loan Count 677 2,115 639 Loans Paid In Full 1 13 7 Ending Loan Count 676 2,102 632 Beginning Scheduled Balance 97,434,111.63 329,059,984.61 100,485,317.50 Ending scheduled Balance 97,248,431.49 326,553,680.37 99,610,359.49 Record Date 08/31/2004 08/31/2004 08/31/2004 Principal And Interest Constant 671,839.85 2,180,036.16 674,051.09 Scheduled Principal 95,266.70 261,607.77 104,675.25 Unscheduled Principal 90,413.44 2,244,696.47 770,282.76 Scheduled Interest 576,573.15 1,918,428.39 569,375.84 Servicing Fees 31,506.15 106,162.95 33,217.31 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 81.20 274.22 83.74 FRY Amount 0.00 0.00 0.00 Special Hazard Fee 0.00 0.00 0.00 Other Fee 30,951.60 104,523.87 28,875.88 Pool Insurance Fee 0.00 0.00 0.00 Spread Fee 1 0.00 0.00 0.00 Spread Fee 2 0.00 0.00 0.00 Spread Fee 3 0.00 0.00 0.00 Net Interest 514,034.20 1,707,467.35 507,198.91 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 6.226709 6.056991
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 7.196800 6.996920 Weighted Average Net Rate 6.660684 6.806524 6.599087 Weighted Average Maturity 351 353 353 Beginning Loan Count 1,930 1,387 4,124 Loans Paid In Full 22 1 21 Ending Loan Count 1,908 1,386 4,103 Beginning Scheduled Balance 311,281,177.76 191,754,894.11 652,009,134.39 Ending scheduled Balance 306,925,712.54 191,253,292.18 648,066,221.35 Record Date 08/31/2004 08/31/2004 08/31/2004 Principal And Interest Constant 2,042,847.04 1,331,909.96 4,309,823.26 Scheduled Principal 209,362.76 181,891.88 508,110.28 Unscheduled Principal 4,146,102.46 319,710.05 3,434,802.76 Scheduled Interest 1,833,484.28 1,150,018.08 3,801,712.98 Servicing Fees 105,696.42 62,364.53 216,158.92 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 259.40 159.80 543.34 FRY Amount 0.00 0.00 0.00 Special Hazard Fee 0.00 0.00 0.00 Other Fee 83,591.40 46,669.35 201,439.72 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 1,643,937.06 1,040,824.40 3,383,571.00 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 6.513468 6.227344
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 6.859015 7.502730 Weighted Average Net Rate 7.090955 6.386460 7.034756 Weighted Average Maturity 347.00 347.00 345.00 Record Date 08/31/2004 08/31/2004 08/31/2004 Principal And Interest Constant 2,007,133.08 5,819,000.89 1,116,048.26 Beginning Loan Count 2,149 3,506 1,284 Loans Paid In Full 9 19 10 Ending Loan Count 2,140 3,487 1,274 Beginning Scheduled Balance 279,124,746.84 931,006,456.09 154,975,897.22 Ending Scheduled Balance 277,674,260.12 923,529,297.09 153,958,531.53 Scheduled Principal 251,318.32 497,511.79 147,096.32 Unscheduled Principal 1,199,168.40 6,979,647.21 870,269.37 Scheduled Interest 1,755,814.76 5,321,489.10 968,951.94 Servicing Fee 106,430.64 366,626.13 60,437.21 Master Servicing Fee 0.00 0.00 0.00 Trustee Fee 232.60 775.84 129.15 Fry Amount 0.00 0.00 0.00 Special Hazard Fee 0.00 0.00 0.00 Other Fee 71,439.59 358,904.56 44,310.23 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 1,577,711.93 4,595,182.57 864,075.35 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 5.922858 6.690656
Group Level Collateral Statement Group 5(B) Total Collateral Description Mixed ARM Mixed Fixed & Arm Weighted Average Coupon Rate 7.036089 7.046240 Weighted Average Net Rate 6.565122 6.612487 Weighted Average Maturity 345.00 354.00 Record Date 08/31/2004 08/31/2004 Principal And Interest Constant 2,646,051.02 22,798,740.61 Beginning Loan Count 2,069 19,880 Loans Paid In Full 18 121 Ending Loan Count 2,051 19,759 Beginning Scheduled Balance 413,347,468.66 3,460,479,188.81 Ending Scheduled Balance 409,708,147.80 3,434,527,933.96 Scheduled Principal 222,426.37 2,479,267.44 Unscheduled Principal 3,416,894.49 23,471,987.41 Scheduled Interest 2,423,624.65 20,319,473.17 Servicing Fee 162,227.36 1,250,827.62 Master Servicing Fee 0.00 0.00 Trustee Fee 344.46 2,883.75 Fry Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 139,181.12 1,109,887.32 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 2,121,871.71 17,955,874.48 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 6.226609
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