8-K 1 sai03bc2.txt DECEMBER 8-K UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington D. C. 20549 Form 8-K Current Report Pursuant to Section 13 or 15(d) of The Securities Exchange Act of 1934 Date of Report (Date of earliest event reported): December 26, 2003 STRUCTURED ASSET INVESTMENT LOAN TRUST Mortgage Pass-Through Certificates, Series 2003-BC2 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-102489-03 Pending Pooling and Servicing Agreement) (Commission IRS EIN (State or other File Number) jurisdiction of Incorporation) c/o Wells Fargo Bank Minnesota, N.A., 9062 Old Annapolis Road Columbia, MD 21045 (Address of principal executive offices) (Zip Code) Registrant's telephone number, including area code: (410) 884-2000 (Former name or former address, if changed since last report) ITEM 5. Other Events On December 26, 2003 a distribution was made to holders of STRUCTURED ASSET INVESTMENT LOAN TRUST, Mortgage Pass-Through Certificates, Series 2003-BC2 Trust. ITEM 7. Financial Statements and Exhibits (c) Exhibits furnished in accordance with Item 601(a) of Regulation S-K Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2003-BC2 Trust, relating to the December 26, 2003 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 2003-BC2 Trust By: Wells Fargo Bank Minnesota, N.A. as Securities Administrator By: /s/ Beth Belfield as Assistant Vice President By: Beth Belfield as Assistant Vice President Date: 1/7/04 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2003-BC2 Trust, relating to the December 26, 2003 distribution. EX-99.1

Structured Asset Investment Loan Trust Mortgage Pass-Through Certificates Record Date: 911/30/03 Distribution Date: 1012/2726/03 SAIL Series: 2003-BC2 Contact: Customer Service - CTSLink Wells Fargo Bank Minnesota, 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 86358EAJ5 SEN 1.~~46000~~45875% ~~554~~507,~~358~~929,~~855~~529.7886 ~~719~~638,~~434~~033.6054 2119,~~716~~483,~~205~~844.1072 A2 86358EAK2 SEN 1.~~48000~~47875% ~~309~~286,~~905~~864,~~132~~854.7289 ~~407~~365,~~697~~284.4253 1012,~~854~~489,~~476~~076.7298 A3 86358EAL0 SEN 1.~~47000~~46875% ~~317~~280,~~078~~333,~~878~~456.2318 ~~414~~354,~~316~~553.4067 1812,~~368~~718,~~797~~888.7590 A-IO 86358EAM8 IO 6.00000% 0.00 2,102,~~040~~039.0193 0.00 M1 86358EAN6 MEZ 2.~~04000~~03875% 97,317,000.00 ~~176~~170,~~468~~848.1677 0.00 M2 86358EAP1 MEZ 3.~~07000~~06875% 38,926,000.00 ~~106~~102,~~224~~863.7330 0.00 M3 86358EAQ9 MEZ 4.~~37000~~36875% 15,571,000.00 6058,~~484~~577.6878 0.00 M4A 86358EAR7 MEZ 5.~~12000~~11875% 9,678,000.00 4442,~~045~~658.6581 0.00 M4F 86358EAT3 MEZ 7.00000% 2,000,000.00 11,666.67 0.00 B 86358EAS5 SEN 7.00000% 11,678,000.00 68,121.6766 0.00 X ARC03BC2X SEN 0.00000% 10,121,033.74 3,~~890~~144,~~287~~511.2688 0.00 P ARC03BC2P SEN 0.00000% 100.00 1,~~145~~091,~~923~~595.3626 0.00 R1 ARC03B2R1 SEN 0.00000% 0.00 0.00 0.00 R2 ARC03B2R2 SEN 0.00000% 0.00 0.00 0.00 R3 ARC03B2R3 SEN 0.00000% 0.00 0.00 0.00 Totals 1,~~366~~260,~~634~~418,~~000~~974.4767 98,~~146~~150,~~710~~755.6180 5044,~~939~~691,~~479~~810.5760

Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses A1 0.00 ~~532~~488,~~642~~445,~~650~~685.6814 2220,~~435~~121,~~639~~878.7026 0.00 A2 0.00 ~~299~~274,~~050~~375,~~656~~777.0091 1112,~~262~~854,~~174~~361.1451 0.00 A3 0.00 ~~298~~267,~~710~~614,~~080~~567.4828 1813,~~783~~073,~~114~~442.1557 0.00 A-IO 0.00 0.00 2,102,~~040~~039.0193 0.00 M1 0.00 97,317,000.00 ~~176~~170,~~468~~848.1677 0.00 M2 0.00 38,926,000.00 ~~106~~102,~~224~~863.7330 0.00 M3 0.00 15,571,000.00 6058,~~484~~577.6878 0.00 M4A 0.00 9,678,000.00 4442,~~045~~658.6581 0.00 M4F 0.00 2,000,000.00 11,666.67 0.00 B 0.00 11,678,000.00 68,121.6766 0.00 X 0.00 10,121,033.74 3,~~890~~144,~~287~~511.2688 0.00 P 0.00 100.00 1,~~145~~091,~~923~~595.3626 0.00 R1 0.00 0.00 0.00 0.00 R2 0.00 0.00 0.00 0.00 R3 0.00 0.00 0.00 0.00 Totals 0.00 1,~~315~~215,~~694~~727,~~520~~164.9007 6052,~~086~~842,~~190~~566.1840 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 624,271,000.00 ~~554~~507,~~358~~929,~~855~~529.7886 0.00 2119,~~716~~483,~~205~~844.1072 0.00 0.00 A2 345,932,000.00 ~~309~~286,~~905~~864,~~132~~854.7289 0.00 1012,~~854~~489,~~476~~076.7298 0.00 0.00 A3 401,571,000.00 ~~317~~280,~~078~~333,~~878~~456.2318 0.00 1812,~~368~~718,~~797~~888.7590 0.00 0.00 A-IO 0.00 0.00 0.00 0.00 0.00 0.00 M1 97,317,000.00 97,317,000.00 0.00 0.00 0.00 0.00 M2 38,926,000.00 38,926,000.00 0.00 0.00 0.00 0.00 M3 15,571,000.00 15,571,000.00 0.00 0.00 0.00 0.00 M4A 9,678,000.00 9,678,000.00 0.00 0.00 0.00 0.00 M4F 2,000,000.00 2,000,000.00 0.00 0.00 0.00 0.00 X 10,121,033.74 10,121,033.74 0.00 0.00 0.00 0.00 P 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 R3 0.00 0.00 0.00 0.00 0.00 0.00 Totals 1,545,387,133.74 1,~~354~~248,~~956~~740,~~000~~974.4767 0.00 5044,~~939~~691,~~479~~810.5760 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 2119,~~716~~483,~~205~~844.1072 ~~532~~488,~~642~~445,~~650~~685.6814 0.~~85322344~~78242572 2119,~~716~~483,~~205~~844.1072 A2 1012,~~854~~489,~~476~~076.7298 ~~299~~274,~~050~~375,~~656~~777.0091 0.~~86447815~~79314946 1012,~~854~~489,~~476~~076.7298 A3 1812,~~368~~718,~~797~~888.7590 ~~298~~267,~~710~~614,~~080~~567.4828 0.~~74385372~~66641906 1812,~~368~~718,~~797~~888.7590 A-IO 0.00 0.00 0.00000000 0.00 M1 0.00 97,317,000.00 1.00000000 0.00 M2 0.00 38,926,000.00 1.00000000 0.00 M3 0.00 15,571,000.00 1.00000000 0.00 M4A 0.00 9,678,000.00 1.00000000 0.00 M4F 0.00 2,000,000.00 1.00000000 0.00 X 0.00 10,121,033.74 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 R3 0.00 0.00 0.00000000 0.00 Totals 5044,~~939~~691,~~479~~810.5760 1,~~304~~204,~~016~~049,~~520~~164.9007 0.~~84381220~~77912462 5044,~~939~~691,~~479~~810.5760

Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion A1 624,271,000.00 ~~888~~813.~~00994405~~63627312 0.00000000 3431.~~78650314~~21055554 0.00000000 A2 345,932,000.00 ~~895~~829.~~85563845~~25215039 0.00000000 3136.~~37748667~~10269354 0.00000000 A3 401,571,000.00 ~~789~~698.~~59605706~~09188457 0.00000000 4531.~~74234133~~67282722 0.00000000 A-IO 0.00 0.00000000 0.00000000 0.00000000 0.00000000 M1 97,317,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M2 38,926,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M3 15,571,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M4A 9,678,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M4F 2,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B 11,678,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 X 10,121,033.74 1000.00000000 0.00000000 0.00000000 0.00000000 P 100.00 0.00000000 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 R3 0.00 0.00000000 0.00000000 0.00000000 0.00000000 (2) All Classes are Per $1,000 Denomination

Principal Distribution Factors Statement (continued) Total Ending Ending Total Realized Principal Certificate Certificate Principal Class Loss (3) Reduction Balance Percentage Distribution A1 0.00000000 3431.~~78650314~~21055554 ~~853~~782.~~22344091~~42571758 0.~~85322344~~78242572 3431.~~78650314~~21055554 A2 0.00000000 3136.~~37748667~~10269354 ~~864~~793.~~47815178~~14945686 0.~~86447815~~79314946 3136.~~37748667~~10269354 A3 0.00000000 4531.~~74234133~~67282722 ~~743~~666.~~85371573~~41905735 0.~~74385372~~66641906 4531.~~74234133~~67282722 A-IO 0.00000000 0.00000000 0.00000000 0.00000000 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 M4A 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M4F 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 B 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 0.00000000 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 R3 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 624,271,000.00 1.~~46000~~45875% ~~554~~507,~~358~~929,~~855~~529.7886 ~~719~~638,~~434~~033.6056 0.00 0.00 A2 345,932,000.00 1.~~48000~~47875% ~~309~~286,~~905~~864,~~132~~854.7289 ~~407~~365,~~697~~284.4254 0.00 0.00 A3 401,571,000.00 1.~~47000~~46875% ~~317~~280,~~078~~333,~~878~~456.2318 ~~414~~354,~~316~~553.4069 0.00 0.00 A-IO 0.00 6.00000% 420,408,001.00 2,102,040.01 0.00 0.00 M1 97,317,000.00 2.~~04000~~03875% 97,317,000.00 ~~176~~170,~~468~~848.1678 0.00 0.00 M2 38,926,000.00 3.~~07000~~06875% 38,926,000.00 ~~106~~102,~~224~~863.7331 0.00 0.00 M3 15,571,000.00 4.~~37000~~36875% 15,571,000.00 6058,~~484~~577.6878 0.00 0.00 M4A 9,678,000.00 5.~~12000~~11875% 9,678,000.00 4442,~~045~~658.6581 0.00 0.00 M4F 2,000,000.00 7.00000% 2,000,000.00 11,666.67 0.00 0.00 B 11,678,000.00 7.00000% 11,678,000.00 68,121.67 0.00 0.00 X 10,121,033.74 0.00000% 10,121,033.74 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 R3 0.00 0.00000% 0.00 0.00 0.00 0.00 Totals 1,557,065,133.74 43,~~110~~914,~~499~~648.9982 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 0.0002 0.00 ~~719~~638,~~434~~033.6054 0.00 ~~532~~488,~~642~~445,~~650~~685.6814 A2 0.0001 0.00 ~~407~~365,~~697~~284.4253 0.00 ~~299~~274,~~050~~375,~~656~~777.0091 A3 0.0001 0.00 ~~414~~354,~~316~~553.4067 0.00 ~~298~~267,~~710~~614,~~080~~567.4828 A-IO 0.0008 0.00 2,102,~~040~~039.0193 0.00 420,408,001.00 M1 0.0001 0.00 ~~176~~170,~~468~~848.1677 0.00 97,317,000.00 M2 0.00 0.00 ~~106~~102,~~224~~863.7330 0.00 38,926,000.00 M3 0.00 0.00 6058,~~484~~577.6878 0.00 15,571,000.00 M4A 0.00 0.00 4442,~~045~~658.6581 0.00 9,678,000.00 M4F 0.00 0.00 11,666.67 0.00 2,000,000.00 B 0.00 0.00 68,121.6766 0.00 11,678,000.00 X 0.00 0.00 3,~~890~~144,~~287~~511.2688 0.00 10,121,033.74 P 0.00 0.00 1,~~145~~091,~~923~~595.3626 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 R3 0.00 0.00 0.00 0.00 0.00 Totals 0.0013 0.00 98,~~146~~150,~~710~~755.6180 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 624,271,000.00 1.~~46000~~45875% ~~888~~813.~~00994405~~63627312 1.~~15243957~~02204581 0.00000000 0.00000000 A2 345,932,000.00 1.~~48000~~47875% ~~895~~829.~~85563845~~25215039 1.~~17854786~~05594319 0.00000000 0.00000000 A3 401,571,000.00 1.~~47000~~46875% ~~789~~698.~~59605706~~09188457 10.~~03173885~~88291657 0.00000000 0.00000000 A-IO 0.00 6.00000% 818.18341085 4.09091706 0.00000000 0.00000000 M1 97,317,000.00 2.~~04000~~03875% 1000.00000000 1.~~81333333~~75559029 0.00000000 0.00000000 M2 38,926,000.00 3.~~07000~~06875% 1000.00000000 2.~~72888892~~64253481 0.00000000 0.00000000 M3 15,571,000.00 4.~~37000~~36875% 1000.00000000 3.~~88444416~~76197932 0.00000000 0.00000000 M4A 9,678,000.00 5.~~12000~~11875% 1000.00000000 4.~~55111077~~40781256 0.00000000 0.00000000 M4F 2,000,000.00 7.00000% 1000.00000000 5.83333500 0.00000000 0.00000000 B 11,678,000.00 7.00000% 1000.00000000 5.83333362 0.00000000 0.00000000 X 10,121,033.74 0.00000% 1000.00000000 0.00000000 0.00000000 0.00000000 P 100.00 0.00000% 0.00000000 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 R3 0.00 0.00000% 0.00000000 0.00000000 0.00000000 0.00000000 (5) All Classes are per $1,000 denomination.

Interest Distribution Factors Statement (continued) Remaining Ending Non-Supported Total Unpaid Certificate/ Interest Realized Interest Interest Notional Class Shortfall Losses (6) Distribution Shortfall Balance A1 0.~~00000000~~00000003 0.00000000 1.~~15243957~~02204578 0.00000000 ~~853~~782.~~22344091~~42571758 A2 0.~~00000000~~00000003 0.00000000 1.~~17854786~~05594316 0.00000000 ~~864~~793.~~47815178~~14945686 A3 0.~~00000000~~00000002 0.00000000 10.~~03173885~~88291652 0.00000000 ~~743~~666.~~85371573~~41905735 A-IO 0.~~00000000~~00000016 0.00000000 4.~~09091706~~09091691 0.00000000 818.18341085 M1 0.~~00000000~~00000010 0.00000000 1.~~81333333~~75559018 0.00000000 1000.00000000 M2 0.00000000 0.00000000 2.~~72888892~~64253455 0.00000000 1000.00000000 M3 0.00000000 0.00000000 3.~~88444416~~76197932 0.00000000 1000.00000000 M4A 0.00000000 0.00000000 4.~~55111077~~40781256 0.00000000 1000.00000000 M4F 0.00000000 0.00000000 5.83333500 0.00000000 1000.00000000 B 0.00000000 0.00000000 5.~~83333362~~83333276 0.00000000 1000.00000000 X 0.00000000 0.00000000 ~~384~~310.~~37647378~~69078128 0.00000000 1000.00000000 P 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R1 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R2 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R3 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 6053,694,~~022~~653.5413 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) (17307,~~332~~480.6781) Prepayment Penalties 0.00 Total Deposits 6053,~~676~~387,~~689~~172.8732 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee ~~590~~544,~~499~~605.6992 Payment of Interest and Principal 6052,~~086~~842,~~190~~566.1840 Total Withdrawals (Pool Distribution Amount) 6053,~~676~~387,~~689~~172.8732 Ending Balance 0.00

SERVICING FEES Gross Servicing Fee ~~569~~525,~~430~~174.7050 Credit Risk Managment Fee 1715,~~082~~755.9324 Wells Fargo Bank Minnesota, NA 3,~~986~~676.0618 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee ~~590~~544,~~499~~605.6992

OTHER ACCOUNTS Beginning Current Current Ending Account Type Balance Withdrawals Deposits Balance Reserve Fund 1,000.00 1620,~~343~~480.4671 1620,~~343~~480.4671 1,000.00 Financial Guaranty 0.00 0.00 0.00 0.00

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 1512 0 0 1512 1,~~811~~659,~~641~~968.1148 0.00 0.00 1,~~811~~659,~~641~~968.1148 30 Days ~~811~~293 32 0 0 ~~814~~295 8238,~~163~~686,~~560~~360.9929 ~~826~~291,~~917~~805.9509 0.00 0.00 8238,~~990~~978,~~478~~165.9438 60 Days ~~262~~100 23 2710 01 ~~291~~114 2713,~~605~~443,~~391~~980.8301 ~~231~~375,~~971~~528.7885 32,~~348~~627,~~710~~711.1014 0.00 3116,~~186~~447,~~073~~220.7100 90 Days 7430 97 3936 0 ~~122~~73 82,~~815~~647,~~124~~956.6373 ~~970~~1,~~817~~018,506.5013 4,~~010~~523,~~083~~923.3805 0.00 138,~~796~~190,~~025~~385.5191 120 Days 227 511 3141 01 5860 21,~~277~~784,~~215~~921.7361 ~~339~~1,~~345~~064,544.1407 25,~~706~~957,~~698~~424.7561 033,053.0097 58,~~323~~839,~~259~~944.6226 150 Days 232 58 4146 41 7357 3217,~~374,295~~311.9996 ~~495~~704,~~457~~107.0020 65,~~440~~919,~~301~~443.7449 ~~139~~55,~~933~~100.2085 106,~~449~~895,~~987~~963.9350 180+ Days 711 927 5292 1941 87171 ~~987~~1,~~719~~526,014.2225 13,~~624~~813,~~247~~053.0701 712,~~605~~238,~~382~~838.6672 23,~~057~~858,~~030~~775.1103 1221,~~274~~436,~~379~~681.0601 Totals ~~1,199~~443 4870 ~~190~~225 2344 ~~1,460~~782 ~~125~~58,~~223~~306,~~308~~544.3985 68,~~300~~927,~~397~~512.5583 2431,~~111~~267,~~176~~341.6301 23,~~196~~946,~~963~~929.3185 ~~157~~102,~~831~~448,~~845~~328.8854 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.~~173370~~148496% 0.000000% 0.000000% 0.~~173370~~148496% 0.~~137585~~136418% 0.000000% 0.000000% 0.~~137585~~136418% 30 Days 93.~~373555~~625789% 0.~~034674~~024749% 0.000000% 0.000000% 93.~~408229~~650538% 63.~~239918~~179287% 0.~~062800~~023981% 0.000000% 0.000000% 63.~~302718~~203268% 60 Days 31.~~028202~~237471% 0.~~023116~~037124% 0.~~312067~~123747% 0.~~000000~~012375% 31.~~363384~~410716% 21.~~096494~~104841% 0.~~017617~~030861% 0.~~254318~~215948% 0.000000% 21.~~368429~~351650% 90 Days 0.~~855294~~371241% 0.~~104022~~086623% 0.~~450763~~445489% 0.000000% 10.~~410079~~903354% 0.~~669465~~217612% 0.~~073729~~083702% 0.~~304546~~371781% 0.000000% 10.~~047740~~673095% 120 Days 0.~~254276~~086623% 0.~~057790~~136122% 0.~~358299~~507363% 0.~~000000~~012375% 0.~~670365~~742482% 0.~~172943~~146687% 0.~~025772~~087485% 0.~~205560~~489588% 0.~~000000~~002716% 0.~~404275~~726476% 150 Days 0.~~265834~~024749% 0.~~057790~~098998% 0.~~473879~~569236% 0.~~046232~~012375% 0.~~843736~~705358% 0.~~256261~~017859% 0.~~037628~~057864% 0.~~489109~~486466% 0.~~010627~~004528% 0.~~793625~~566718% 180+ Days 0.~~080906~~136122% 0.~~104022~~334117% 01.~~601017~~138473% 0.~~219602~~507363% 12.~~005548~~116075% 0.~~075012~~125409% 0.~~123354~~313361% 01.~~577591~~005801% 0.~~156221~~317118% 01.~~932179~~761690% Totals 135.~~858067~~481995% 0.~~554785~~866229% 2.~~196024~~784309% 0.~~265834~~544487% 169.~~874711~~677020% 94.~~510093~~791695% 0.~~478484~~733673% 12.~~831125~~569584% 0.~~166849~~324363% 118.~~986551~~419314%

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 4 0 0 4 ~~175~~274,~~766~~666.8926 0.00 0.00 ~~175~~274,~~766~~666.8926 30 Days 1125 0 0 0 1125 12,~~301~~452,~~203~~009.4241 0.00 0.00 0.00 12,~~301~~452,~~203~~009.4241 60 Days 4 0 0 4 0 4 333,109.14 0.00 0.00 ~~501,706.15~~ 0.00 ~~501~~333,~~706~~109.1514 90 Days 0 10 30 0 40 0.00 ~~42,147~~0.0500 ~~138,768~~0.3200 0.00 ~~180,915~~0.3700 120 Days 01 01 41 0 43 0297,396.0073 050,950.0070 ~~176~~173,~~639~~721.2617 0.00 ~~176~~522,~~639~~068.2660 150 Days 0 01 42 01 4 0.00 037,375.0019 ~~415~~88,~~679~~439.2133 055,100.0085 ~~415~~180,~~679~~915.2137 180 Days 0 01 35 02 38 0.00 029,496.0023 ~~293~~266,~~614~~969.8301 094,123.0083 ~~293~~390,~~614~~589.8307 Totals 1130 57 188 03 3448 13,~~301~~082,~~203~~515.4228 ~~217~~392,~~913~~488.9438 1529,~~526,407~~129.7751 0149,224.0068 34,~~045~~153,~~525~~357.1385 0-29 Days 0.~~414508~~434783% 0.000000% 0.000000% 0.~~414508~~434783% 0.~~137695~~227725% 0.000000% 0.000000% 0.~~137695~~227725% 30 Days 12.~~139896~~717391% 0.000000% 0.000000% 0.000000% 12.~~139896~~717391% 12.~~019357~~032954% 0.000000% 0.000000% 0.000000% 12.~~019357~~032954% 60 Days 0.~~000000~~434783% 0.000000% 0.~~414508~~000000% 0.000000% 0.~~414508~~434783% 0.~~000000~~276180% 0.000000% 0.~~393034~~000000% 0.000000% 0.~~393034~~276180% 90 Days 0.000000% 0.~~103627~~000000% 0.~~310881~~000000% 0.000000% 0.~~414508~~000000% 0.000000% 0.~~033018~~000000% 0.~~108710~~000000% 0.000000% 0.~~141728~~000000% 120 Days 0.~~000000~~108696% 0.~~000000~~108696% 0.~~414508~~108696% 0.000000% 0.~~414508~~326087% 0.~~000000~~246571% 0.~~000000~~042243% 0.~~138378~~144032% 0.000000% 0.~~138378~~432846% 150 Days 0.000000% 0.~~000000~~108696% 0.~~414508~~217391% 0.~~000000~~108696% 0.~~414508~~434783% 0.000000% 0.~~000000~~030988% 0.~~325641~~073325% 0.~~000000~~045684% 0.~~325641~~149996% 180 Days 0.000000% 0.~~000000~~108696% 0.~~310881~~543478% 0.~~000000~~217391% 0.~~310881~~869565% 0.000000% 0.~~000000~~024455% 0.~~230016~~221343% 0.~~000000~~078038% 0.~~230016~~323836% Totals 13.~~139896~~260870% 0.~~518135~~760870% 10.~~865285~~869565% 0.~~000000~~326087% 35.~~523316~~217391% 12.~~019357~~555704% 0.~~170713~~325411% 10.~~195781~~438700% 0.~~000000~~123722% 23.~~385850~~443537% 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 6 0 0 6 ~~888~~919,~~505~~183.4282 0.00 0.00 ~~888~~919,~~505~~183.4282 30 Days 8393 12 0 0 8495 12,~~200~~161,~~495~~137.8372 ~~110~~291,~~560~~805.0309 0.00 0.00 12,~~311~~452,~~055~~942.8681 60 Days 2228 02 116 01 3337 4,~~219~~280,~~273~~137.2883 0260,143.0008 1,~~014~~190,~~018~~693.1442 0.00 5,~~233~~730,~~291~~974.4233 90 Days 173 13 1017 0 2823 2416,~~587,149~~787.2315 67278,~~807~~611.7439 12,~~177~~703,~~195~~981.4645 0.00 3,~~832~~399,~~152~~379.4399 120 Days 91 23 912 01 2017 ~~814~~52,~~333~~499.3364 ~~172~~527,~~646~~149.0003 ~~891~~1,~~037~~677,284.8975 033,053.0097 12,~~878~~289,~~017~~987.2239 150 Days 11 1 6 3 2120 10 24 93,~~690,633~~552.2212 60329,~~076~~143.4583 ~~947~~2,~~254~~791,111.9806 ~~72,813~~0.4800 23,~~770~~213,~~778~~807.1301 180 Days 35 19 24 10 548 ~~19 518~~768,~~644~~659.8557 451,~~417~~143,963.5726 12,~~397~~884,~~357~~466.8718 ~~900~~1,~~488~~294,219.4765 26,~~861~~091,~~908~~308.7666 Totals ~~145~~131 1228 4679 812 ~~211~~250 2217,~~030~~772,~~529~~774.7403 13,~~345~~749,~~013~~999.2150 511,~~426~~247,~~864~~536.3486 ~~973~~1,~~301~~327,273.9562 2934,~~775~~097,~~709~~584.2401 0-29 Days 0.~~186683~~200133% 0.000000% 0.000000% 0.~~186683~~200133% 0.~~181399~~203104% 0.000000% 0.000000% 0.~~181399~~203104% 30 Days 23.~~582452~~102068% 0.~~031114~~066711% 0.000000% 0.000000% 23.~~613566~~168779% 2.~~490877~~687140% 0.~~022572~~064478% 0.000000% 0.000000% 2.~~513449~~751617% 60 Days 0.~~684505~~933956% 0.~~000000~~066711% 0.~~342253~~200133% 0.~~000000~~033356% 1.~~026758~~234156% 0.~~861415~~945744% 0.~~000000~~057482% 0.~~207024~~263097% 0.000000% 1.~~068439~~266323% 90 Days 0.~~528936~~100067% 0.~~031114~~100067% 0.~~311139~~567045% 0.000000% 0.~~871189~~767178% 0.~~528197~~092094% 0.~~013844~~061562% 0.~~240338~~597475% 0.000000% 0.~~782380~~751131% 120 Days 0.~~280025~~033356% 0.~~062228~~100067% 0.~~280025~~400267% 0.~~000000~~033356% 0.~~622278~~567045% 0.~~166256~~011600% 0.~~035248~~116479% 0.~~181916~~370615% 0.~~000000~~007304% 0.~~383420~~505998% 150 Days 0.~~342253~~033356% 0.~~031114~~100067% 0.~~186683~~667111% 0.~~093342~~000000% 0.~~653391~~800534% 0.~~345163~~020671% 0.~~012265~~072728% 0.~~193393~~616727% 0.~~014866~~000000% 0.~~565687~~710127% 180 Days 0.~~093342~~166778% 0.~~031114~~300200% 0.~~311139~~800534% 0.~~155569~~333556% 01.~~591164~~601067% 0.~~105888~~169844% 0.~~009273~~252772% 0.~~285287~~637355% 0.~~183845~~285972% 01.~~584293~~345943% Totals 4.~~511512~~369580% 0.~~373367~~933956% 12.~~431238~~635090% 0.~~248911~~400267% 68.~~565028~~338893% 43.~~497795~~927094% 0.~~274600~~828604% 12.~~107959~~485269% 0.~~198711~~293276% 67.~~079066~~534244% 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 1013 0 0 0 1013 1,~~112~~297,~~162~~445.09 0.00 0.00 0.00 1,~~112~~297,~~162~~445.09 60 Days 23 0 10 0 3 ~~423~~336,~~351~~117.5022 0.00 ~~142,243~~0.2300 0.00 ~~565~~336,~~594~~117.7322 90 Days 02 0 1 0 13 0134,989.0068 0.00 ~~104~~90,~~708~~141.2840 0.00 ~~104~~225,~~708~~131.2808 120 Days 0 0 13 0 13 0.00 0.00 77565,~~853~~594.6473 0.00 77565,~~853~~594.6473 150 Days 0 0 10 0 10 0.00 0.00 ~~79,916~~0.7200 0.00 ~~79,916~~0.7200 180 Days 0 0 46 1 57 0.00 0.00 ~~586~~743,~~153~~923.1147 36,461.73 ~~622~~780,~~614~~385.8420 Totals 1218 0 810 1 2129 1,~~535~~768,~~513~~551.5999 0.00 ~~990~~1,~~874~~399,659.9860 36,461.73 23,~~562~~204,~~850~~673.3032 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 23.~~247191~~058824% 0.000000% 0.000000% 0.000000% 23.~~247191~~058824% 2.~~050004~~533784% 0.000000% 0.000000% 0.000000% 2.~~050004~~533784% 60 Days 0.~~449438~~705882% 0.000000% 0.~~224719~~000000% 0.000000% 0.~~674157~~705882% 0.~~780347~~656404% 0.000000% 0.~~262191~~000000% 0.000000% 10.~~042538~~656404% 90 Days 0.~~000000~~470588% 0.000000% 0.~~224719~~235294% 0.000000% 0.~~224719~~705882% 0.~~000000~~263622% 0.000000% 0.~~193005~~176037% 0.000000% 0.~~193005~~439659% 120 Days 0.000000% 0.000000% 0.~~224719~~705882% 0.000000% 0.~~224719~~705882% 0.000000% 0.000000% 01.~~143504~~104552% 0.000000% 01.~~143504~~104552% 150 Days 0.000000% 0.000000% 0.~~224719~~000000% 0.000000% 0.~~224719~~000000% 0.000000% 0.000000% 0.~~147307~~000000% 0.000000% 0.~~147307~~000000% 180 Days 0.000000% 0.000000% 01.~~898876~~411765% 0.~~224719~~235294% 1.~~123596~~647059% 0.000000% 0.000000% 1.~~080432~~452810% 0.~~067208~~071206% 1.~~147641~~524017% Totals 24.~~696629~~235294% 0.000000% 12.~~797753~~352941% 0.~~224719~~235294% 46.~~719101~~823529% 23.~~830350~~453810% 0.000000% 12.~~826440~~733399% 0.~~067208~~071206% 46.~~723999~~258416% 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 42 0 0 42 ~~695~~466,~~023~~118.6940 0.00 0.00 ~~695~~466,~~023~~118.6940 30 Days 6772 0 0 0 6772 89,~~391~~814,~~613~~747.7988 0.00 0.00 0.00 89,~~391~~814,~~613~~747.7988 60 Days 1226 10 32 0 1628 12,~~285~~937,~~511~~517.1153 ~~116,492~~0.8300 ~~490~~395,~~600~~872.4064 0.00 13,~~892~~333,~~604~~390.3417 90 Days 7 31 1214 0 22 ~~758~~651,~~610~~888.3038 ~~285~~116,~~617~~417.1330 1,~~366~~263,~~684~~909.5643 0.00 2,~~410~~032,~~911~~215.9911 120 Days 20 1 611 0 912 ~~90,770~~0.9000 41,~~939~~907.1082 ~~638~~1,~~553~~261,871.7653 0.00 ~~771~~1,~~263~~303,779.7635 150 Days 4 1 223 14 0 2718 ~~750~~123,~~724~~759.0184 ~~146~~285,~~716~~617.8313 21,~~874~~516,~~994~~373.4433 0.00 31,~~772~~925,~~435~~750.2830 180 Days 04 24 30 12 450 ~~18 0~~675,964.0014 ~~316~~473,~~770~~029.0725 14,~~981~~194,~~185~~498.3842 ~~323~~1,~~227~~188,292.6502 26,~~621~~531,~~183~~783.1083 Totals 92110 1211 5571 412 ~~163~~204 1114,~~277~~203,~~230~~877.1177 1,~~602~~383,~~559~~089.6590 78,~~352~~632,~~018~~525.5435 ~~323~~1,~~227~~188,292.6502 2025,~~555~~407,~~035~~785.9504 0-29 Days 0.~~192585~~102617% 0.000000% 0.000000% 0.~~192585~~102617% 0.~~238173~~172434% 0.000000% 0.000000% 0.~~238173~~172434% 30 Days 3.~~225806~~694202% 0.000000% 0.000000% 0.000000% 3.~~225806~~694202% 23.~~875661~~630825% 0.000000% 0.000000% 0.000000% 23.~~875661~~630825% 60 Days 01.~~577756~~334017% 0.~~048146~~000000% 0.~~144439~~102617% 0.000000% 01.~~770342~~436634% 01.~~440522~~086692% 0.~~039920~~000000% 0.~~168120~~146447% 0.000000% 01.~~648563~~233140% 90 Days 0.~~337025~~359159% 0.~~144439~~051308% 0.~~577756~~718317% 0.000000% 1.~~059220~~128784% 0.~~259963~~241157% 0.~~097876~~043067% 0.~~468339~~467565% 0.000000% 0.~~826178~~751789% 120 Days 0.~~096293~~000000% 0.~~048146~~051308% 0.~~288878~~564392% 0.000000% 0.~~433317~~615700% 0.~~031106~~000000% 0.~~014372~~015503% 0.~~218821~~466811% 0.000000% 0.~~264299~~482314% 150 Days 0.~~192585~~051308% 0.~~048146~~153925% 10.~~059220~~718317% 0.000000% 10.~~299952~~923551% 0.~~257260~~045783% 0.~~050277~~105660% 0.~~985211~~560960% 0.000000% 10.~~292748~~712404% 180 Days 0.~~000000~~205233% 0.~~096293~~205233% 01.~~577756~~539251% 0.~~192585~~615700% 02.~~866635~~565418% 0.~~000000~~250063% 0.~~108552~~174990% 01.~~678918~~551694% 0.~~110765~~439592% 02.~~898234~~416339% Totals 45.~~429466~~643920% 0.~~577756~~564392% 23.~~648050~~642894% 0.~~192585~~615700% 710.~~847857~~466906% 35.~~864512~~254520% 0.~~549169~~511654% 23.~~519410~~193478% 0.~~110765~~439592% 79.~~043855~~399244% 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 0 0 0 0 0.00 0.00 0.00 0.00 30 Days ~~620~~63 0 0 0 ~~620~~63 546,~~729~~477,~~551~~747.1860 0.00 0.00 0.00 546,~~729~~477,~~551~~747.1860 60 Days ~~218~~23 0 40 0 ~~222~~23 192,~~364~~424,~~949~~915.9365 0.00 ~~508,251~~0.2100 0.00 192,~~873~~424,~~201~~915.1465 90 Days 4616 21 61 0 5418 41,~~564~~216,~~058~~193.6942 97219,~~309~~871.6621 ~~327~~36,~~002~~904.9907 0.00 41,~~988~~472,~~371~~968.3470 120 Days 8 1 73 8 0 1612 ~~910~~387,~~181~~457.2991 51165,~~971~~618.0572 ~~574~~696,~~098~~532.3741 0.00 1,~~536~~249,~~250~~609.7104 150 Days 5 0 3 1 94 ~~413,557.57~~0 5 0.00 ~~591~~51,~~565~~971.6705 67311,~~119~~276.7201 10.00 363,~~072,242~~247.9606 180 Days 3 2 73 1 13 ~~373~~3 21 81,~~160~~390.4254 ~~107~~157,~~637~~157.0311 ~~403~~1,~~038~~255,763.6621 57186,~~717~~571.1142 ~~941~~1,~~553~~680,882.2228 Totals ~~900~~105 58 2726 23 ~~934~~142 8010,~~355~~587,~~459~~705.0812 ~~256~~594,~~917~~618.7409 2,~~403~~300,~~956~~475.9070 ~~124~~186,~~836~~571.8342 8313,~~141~~669,~~170~~370.5533 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 475.~~040971~~202312% 0.000000% 0.000000% 0.000000% 475.~~040971~~202312% 384.~~061773~~929334% 0.000000% 0.000000% 0.000000% 384.~~061773~~929334% 60 Days 161.~~540212~~899257% 0.000000% 0.~~303490~~000000% 0.000000% 161.~~843703~~899257% 131.~~467392~~845274% 0.000000% 0.~~353464~~000000% 0.000000% 131.~~820856~~845274% 90 Days 31.~~490137~~321222% 0.~~151745~~082576% 0.~~455235~~082576% 0.000000% 41.~~097117~~486375% 30.~~174084~~925480% 0.~~067674~~167314% 0.~~227415~~028083% 0.000000% 31.~~469173~~120877% 120 Days 0.~~606980~~082576% 0.~~075873~~247729% 0.~~531108~~660611% 0.000000% 10.~~213961~~990917% 0.~~632987~~294842% 0.~~036143~~126030% 0.~~399258~~530036% 0.000000% 10.~~068389~~950908% 150 Days 0.~~379363~~000000% 0.~~000000~~082576% 0.~~227618~~330306% 0.~~075873~~000000% 0.~~682853~~412882% 0.~~287609~~000000% 0.~~000000~~039548% 0.~~411405~~236870% 0.~~046679~~000000% 0.~~745693~~276418% 180 Days 0.~~227618~~165153% 0.~~151745~~247729% 01.~~531108~~073493% 0.~~075873~~247729% 01.~~986343~~734104% 0.~~259515~~061935% 0.~~074856~~119591% 0.~~280294~~955591% 0.~~040139~~141974% 01.~~654805~~279091% Totals 688.~~285281~~670520% 0.~~379363~~660611% 2.~~048558~~146986% 0.~~151745~~247729% 7011.~~864947~~725846% 558.~~883360~~056865% 0.~~178674~~452483% 1.~~671837~~750580% 0.~~086818~~141974% 5710.~~820689~~401902% 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 10 0 0 10 ~~52,345~~0.1100 0.00 0.00 ~~52,345~~0.1100 30 Days 2027 20 0 0 2227 46,~~428~~483,~~534~~272.6859 ~~716,357~~0.9200 0.00 0.00 56,~~144~~483,~~892~~272.6059 60 Days 816 1 42 0 1319 23,~~312~~132,~~306~~182.0164 115,~~478~~385.9577 ~~691~~1,~~890~~041,145.9708 0.00 34,~~119~~288,~~675~~713.9349 90 Days 42 2 73 0 137 ~~905~~228,~~306~~098.4110 ~~477~~403,~~935~~606.9223 ~~895~~428,~~723~~986.7770 0.00 21,~~278~~060,~~966~~691.1003 120 Days 4 3 16 4 0 813 ~~461~~1,~~930~~047,567.2133 72278,~~788~~917.9980 ~~348~~1,~~515~~582,420.8302 0.00 ~~883~~2,~~235~~908,905.0315 150 Days 30 30 56 0 116 ~~519,381~~0.1900 ~~288,663~~0.7200 1,~~530~~212,~~890~~243.7276 0.00 21,~~338~~212,~~935~~243.6376 180 Days 10 410 1614 813 2937 ~~95,913~~0.9500 12,~~154~~009,~~422~~407.4016 2,~~944~~893,~~032~~218.8143 ~~739~~1,~~135~~059,106.1538 45,~~933~~961,~~504~~731.3197 Totals 3949 1416 3631 813 97109 810,~~723~~891,~~372~~120.4566 2,~~877~~807,~~993~~316.0196 67,~~411~~158,~~054~~013.1099 ~~739~~1,~~135~~059,106.1538 1821,~~751~~915,~~554~~557.7199 0-29 Days 0.~~157978~~000000% 0.000000% 0.000000% 0.~~157978~~000000% 0.~~024995~~000000% 0.000000% 0.000000% 0.~~024995~~000000% 30 Days 34.~~159558~~671280% 0.~~315956~~000000% 0.000000% 0.000000% 34.~~475513~~671280% 23.~~114606~~399571% 0.~~342058~~000000% 0.000000% 0.000000% 23.~~456663~~399571% 60 Days 12.~~263823~~768166% 0.~~157978~~173010% 0.~~631912~~346021% 0.000000% 23.~~053712~~287197% 1.~~104116~~642393% 0.~~055141~~060504% 0.~~330375~~545935% 0.000000% 12.~~489631~~248832% 90 Days 0.~~631912~~346021% 0.~~315956~~346021% 10.~~105845~~519031% 0.000000% 21.~~053712~~211073% 0.~~432280~~119606% 0.~~228212~~211635% 0.~~427704~~224944% 0.000000% 10.~~088196~~556184% 120 Days 0.~~473934~~692042% 0.~~157978~~519031% 01.~~631912~~038062% 0.000000% 12.~~263823~~249135% 0.~~220570~~549303% 0.~~034756~~146253% 0.~~166415~~829758% 0.000000% 01.~~421741~~525315% 150 Days 0.~~473934~~000000% 0.~~473934~~000000% 01.~~789889~~038062% 0.000000% 1.~~737757~~038062% 0.~~248002~~000000% 0.~~137836~~000000% 0.~~730993~~635653% 0.000000% 10.~~116831~~635653% 180 Days 0.~~157978~~000000% 01.~~631912~~730104% 2.~~527646~~422145% 12.~~263823~~249135% 46.~~581359~~401384% 0.~~045798~~000000% 01.~~551232~~053654% 1.~~405763~~517089% 0.~~352934~~555353% 23.~~355726~~126096% Totals 68.~~161137~~477509% 2.~~211690~~768166% 5.~~687204~~363322% 12.~~263823~~249135% 1518.~~323855~~858131% 45.~~165371~~710872% 1.~~374229~~472046% 3.~~061250~~753379% 0.~~352934~~555353% 811.~~953784~~491651%

COLLATERAL STATEMENT Collateral Description Mixed Fixed & Arm Weighted Average Gross Coupon 8.~~167049~~156348% Weighted Average Net Coupon 7.~~049439~~656348% Weighted Average Pass-Through Rate 7.~~045939~~037093% Weighted Average Maturity(Stepdown Calculation ) ~~348~~346 Beginning Scheduled Collateral Loan Count 8,~~938~~336 Number Of Loans Paid In Full ~~286~~255 Ending Scheduled Collateral Loan Count 8,~~652~~081 Beginning Scheduled Collateral Balance 1,~~366~~260,~~634~~418,~~000~~974.4766 Ending Scheduled Collateral Balance 1,~~315~~215,~~694~~727,~~520~~164.9007 Ending Actual Collateral Balance at 30-~~Sep~~Nov-2003 1,~~316~~216,~~741~~825,~~094~~145.8102 Monthly P &I Constant 109,~~283~~496,~~993~~314.4147 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 17307,~~332~~480.6781 Cumulative Realized Loss 56450,~~337~~756.8163 Ending Scheduled Balance for Premium Loans 1,~~315~~215,~~694~~727,~~520~~164.9007 Scheduled Principal ~~982~~929,~~854~~301.8420 Unscheduled Principal 4943,~~956~~762,~~624~~509.7339

Miscellaneous Reporting Monthly Excess Cashflow 3,~~907~~451,~~619~~992.9369 Overcollateralization Amount 10,121,133.74 Overcollateralization Deficiency 0.00 Aggregate Overcollateralization Release 0.00 Targeted Overcollateralization Amount 10,121,133.74 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 8.~~113848~~104254 7.~~992647~~985090 8.~~350008~~346324 Weighted Average Net Rate 7.~~613849~~604255 7.~~492647~~485091 7.~~850008~~846324 Weighted Average Maturity ~~348~~346 ~~348~~ 346 344 Beginning Loan Count ~~991~~930 3,~~310~~096 ~~450~~440 Loans Paid In Full 2610 9698 515 Ending Loan Count ~~965~~920 32,~~214~~998 ~~445~~425 Beginning Scheduled Balance ~~131~~122,~~121~~426,~~923~~372.6068 ~~507~~469,~~538~~771,~~905~~851.2075 5553,~~059~~458,~~544~~679.2547 Ending scheduled Balance ~~127~~120,~~539~~500,~~668~~114.0615 ~~489~~452,~~409~~158,~~496~~714.9031 5451,~~212~~161,~~555~~602.6674 Record Date 0911/30/2003 0911/30/2003 0911/30/2003 Principal And Interest Constant 1944,~~010,416~~383.2958 3,~~754~~478,~~882~~518.2592 ~~432~~421,~~897~~260.5478 Scheduled Principal ~~123~~117,~~830~~571.1152 ~~374~~352,~~399~~543.3730 49,~~774~~441.5024 Unscheduled Principal 31,~~458~~808,~~425~~687.4301 17,~~755~~260,~~008~~594.9314 ~~797~~2,~~214~~247,635.0949 Scheduled Interest ~~886~~826,~~586~~812.1806 3,~~380~~125,~~482~~975.8862 ~~383~~371,~~123~~819.0454 Servicing Fees 5451,~~634~~010.1096 ~~211~~195,~~474~~738.5224 22,~~941~~274.4842 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 0.00 0.00 0.00 FRY Amount 0.00 0.00 0.00 Special Hazard Fee 0.00 0.00 0.00 Other Fee 4239,~~377~~199.1851 ~~338~~308,~~568~~305.9163 2524,~~042~~144.0728 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 ~~789~~736,~~574~~601.9059 2,~~830~~621,~~439~~931.4575 ~~335~~325,~~139~~400.4984 Realized Loss Amount 0.00 3201,~~625~~302.8483 0.00 Cumulative Realized Loss 0.00 42322,~~630~~826.9834 0.00 Percentage of Cumulative Losses 0.000000 ~~42,630~~0.980572 0.000000 Prepayment Penalties 0.00 0.00 0.00 Special Servicing Fee 0.00 0.00 0.00 Pass-Through Rate 7.~~226022~~220029 6.~~692152~~697545 7.~~304227~~304352

Group Level Collateral Statement Group 2(B) 3(A) 3(B) Collateral Description Mixed ARM Mixed Fixed Mixed ARM Weighted Average Coupon Rate 8.~~190693~~194237 9.~~344660~~296121 7.~~695173~~706005 Weighted Average Net Rate 7.~~690693~~694237 8.~~844660~~796120 7.~~195173~~206005 Weighted Average Maturity ~~346~~344 ~~323~~321 ~~323~~321 Beginning Loan Count 2,~~143~~013 1,~~391~~254 ~~653~~603 Loans Paid In Full 6664 7343 2025 Ending Loan Count 21,~~077~~949 1,~~318~~211 ~~633~~578 Beginning Scheduled Balance ~~301~~280,~~582~~170,~~554~~923.0607 ~~153~~136,~~689~~304,~~498~~064.8331 ~~217~~198,~~641~~287,~~574~~083.5338 Ending scheduled Balance ~~291~~270,~~579~~060,~~651~~796.3321 ~~143~~131,~~736~~358,~~895~~681.9063 ~~209~~190,~~216~~487,~~253~~255.0503 Record Date 0911/30/2003 0911/30/2003 0911/30/2003 Principal And Interest Constant 2,~~272~~116,~~453~~703.5287 1,~~247~~102,~~840~~955.5917 1,~~565~~432,~~503~~492.2215 Scheduled Principal ~~213~~203,~~978~~548.5110 5147,~~027~~039.1233 ~~169~~159,~~845~~157.2371 Unscheduled Principal 9,~~788~~906,~~924~~578.2276 94,~~901~~898,~~575~~343.8135 87,~~255~~640,~~476~~670.2564 Scheduled Interest 21,~~058~~913,~~475~~155.0177 1,~~196~~055,~~813~~915.4784 1,~~395~~273,~~657~~334.9944 Servicing Fees ~~125~~116,~~659~~737.3588 6456,~~037~~793.2839 9082,~~683~~619.9761 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 0.00 0.00 0.00 FRY Amount 0.00 0.00 0.00 Special Hazard Fee 0.00 0.00 0.00 Other Fee ~~184~~171,~~867~~410.9588 3935,~~457~~189.9892 7772,~~043~~183.8574 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,~~747~~625,~~947~~007.7101 1963,~~093,318~~932.2153 1,~~227~~118,~~930~~531.1709 Realized Loss Amount 0.00 0.00 13106,~~706~~177.8398 Cumulative Realized Loss 0.00 0.00 13127,~~706~~930.8329 Percentage of Cumulative Losses 0.000000 0.000000 ~~13,706~~0.830513 Prepayment Penalties 0.00 0.00 0.00 Special Servicing Fee 0.00 0.00 0.00 Pass-Through Rate 6.~~955101~~960067 8.~~536574~~486314 6.~~770380~~769161

Group Level Collateral Statement Group Total Collateral Description Mixed Fixed & Arm Weighted Average Coupon Rate 8.~~167049~~156348 Weighted Average Net Rate 7.~~049439~~656348 Weighted Average Maturity ~~348~~346.00 Record Date 0911/30/2003 Principal And Interest Constant 109,~~283~~496,~~993~~314.4147 Beginning Loan Count 8,~~938~~336 Loans Paid In Full ~~286~~255 Ending Loan Count 8,~~652~~081 Beginning Scheduled Balance 1,~~366~~260,~~634~~418,~~000~~974.4766 Ending Scheduled Balance 1,~~315~~215,~~694~~727,~~520~~164.9007 Scheduled Principal ~~982~~929,~~854~~301.8420 Unscheduled Principal 4943,~~956~~762,~~624~~509.7339 Scheduled Interest 98,~~301~~567,~~138~~013.5727 Servicing Fee ~~569~~525,~~430~~174.7050 Master Servicing Fee 0.00 Trustee Fee 0.00 Fry Amount 0.00 Special Hazard Fee 0.00 Other Fee ~~707~~650,~~357~~433.9496 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 87,~~024~~391,~~349~~404.9381 Realized Loss Amount 17307,~~332~~480.6781 Cumulative Realized Loss 56450,~~337~~756.8163 Percentage of Cumulative Losses 0.000289 Prepayment Penalties 0.00 Special Servicing Fee 0.00 Pass-Through Rate 7.~~045939~~037093

Filing Compare · STRUCTURED ASSET INVESTMENT LOAN TRUST 2003-BC2