-----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, GZ0m5EIkuc0gNt8wvgLDZUNkG+O0ljJ3UhHNMDJXZnF56AaAnK6liuWty+r4iPMQ JLaJskiIGhuqf0P7xuB3mQ== 0001056404-05-003088.txt : 20050902 0001056404-05-003088.hdr.sgml : 20050902 20050902112230 ACCESSION NUMBER: 0001056404-05-003088 CONFORMED SUBMISSION TYPE: 8-K PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20050825 ITEM INFORMATION: Other Events ITEM INFORMATION: Financial Statements and Exhibits FILED AS OF DATE: 20050902 DATE AS OF CHANGE: 20050902 FILER: COMPANY DATA: COMPANY CONFORMED NAME: MORTGAGE ASSET SECZT TRANS INC MORT PASS THRU CERTS 2003-8 CENTRAL INDEX KEY: 0001262016 STANDARD INDUSTRIAL CLASSIFICATION: ASSET-BACKED SECURITIES [6189] IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 8-K SEC ACT: 1934 Act SEC FILE NUMBER: 333-101254-13 FILM NUMBER: 051066573 BUSINESS ADDRESS: STREET 1: 1285 AVE OF THE AMERICAS CITY: NEW YORK STATE: NY ZIP: 10019 MAIL ADDRESS: STREET 1: 1285 AVENUE OF THE AMERICAS CITY: NEW YORK STATE: NY ZIP: 10010 8-K 1 mst03008_10508.txt 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): August 25, 2005 MASTR ASSET SECURITIZATION TRUST Mortgage Pass-Through Certificates, Series 2003-8 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-101254-13 54-2123777 Pooling and Servicing Agreement) (Commission 54-2123778 (State or other File Number) 54-2123779 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 August 25, 2005 a distribution was made to holders of MASTR ASSET SECURITIZATION TRUST, Mortgage Pass-Through Certificates, Series 2003-8 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 2003-8 Trust, relating to the August 25, 2005 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. MASTR ASSET SECURITIZATION TRUST Mortgage Pass-Through Certificates, Series 2003-8 Trust (Registrant) By: Wells Fargo Bank, N.A. as Master Servicer By: /s/ Beth Belfield as Officer By: Beth Belfield as Officer Date: 8/30/2005 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2003-8 Trust, relating to the August 25, 2005 distribution. EX-99.1
Mortgage Asset Securitization Transactions, Inc. Mortgage Pass-Through Certificates Record Date: 7/29/2005 Distribution Date: 8/25/2005 Mortgage Asset Securitization Transactions, Inc. Mortgage Pass-Through Certificates Series 2003-8 Contact: Customer Service - CTSLink Wells Fargo Bank, N.A. Securities Administration Services 7485 New Horizon Way Frederick, MD 21703 www.ctslink.com Telephone: (301) 815-6600 Fax: (301) 815-6660 Certificateholder Distribution Summary Certificate Certificate Beginning Class Pass-Through Certificate Interest Class CUSIP Description Rate Balance Distribution 1-A-1 55265KJ91 SEN 5.50000% 292,146,563.43 1,338,998.56 A-R 55265KN47 SEN 5.50000% 0.00 0.00 2-A-1 55265KK24 SEN 4.50000% 179,686,273.00 673,820.24 3-A-1 55265KK32 SEN 5.00000% 113,837,504.87 474,320.63 3-A-2 55265KK40 SEN 3.86000% 10,348,863.58 33,288.68 3-A-3 55265KK57 IO 4.14000% 0.00 35,703.41 3-A-4 55265KK65 SEN 5.25000% 41,202,334.00 180,259.33 3-A-5 55265KK73 RTL 5.25000% 20,000,000.00 87,500.00 3-A-6 55265KK81 PO 0.00000% 266,666.00 0.00 3-A-7 55265KK99 SEN 5.25000% 18,392,611.88 80,467.29 3-A-8 55265KL23 SEN 5.25000% 14,945,891.22 65,387.96 3-A-9 55265KL31 SEN 5.25000% 649,821.36 2,842.95 3-A-10 55265KL49 SEN 5.25000% 19,340,067.24 84,612.38 3-A-11 55265KL56 SEN 5.25000% 19,252,000.00 84,227.09 3-A-12 55265KL64 LOCK 5.25000% 36,000,000.00 157,499.23 3-A-13 55265KL72 LOCK 5.25000% 4,000,000.00 17,499.91 4-A-1 55265KL80 SEN 4.50000% 15,182,054.29 56,932.43 4-A-2 55265KL98 SEN 4.75000% 15,182,054.29 60,095.34 5-A-1 55265KM22 SEN 5.25000% 29,128,606.39 127,437.03 5-A-2 55265KM30 SEN 5.25000% 1,456,683.72 6,372.96 6-A-1 55265KM48 SEN 5.50000% 12,090,585.06 55,414.91 7-A-1 55265KM55 SEN 4.75000% 14,441,114.02 57,162.46 8-A-1 55265KM63 SEN 5.50000% 111,867,714.20 512,724.53 15-PO 55265KM71 PO 0.00000% 58,572.31 0.00 30-PO 55265KM89 PO 0.00000% 8,310,603.21 0.00 PP-AX 55265KM97 IO 5.50000% 0.00 2,703.08 15-AX 55265KN21 IO 4.75000% 0.00 89,786.06 30-AX 55265KN39 IO 5.25000% 0.00 72,591.05 B-1 55265KN54 SUB 5.17359% 17,676,547.65 76,209.01 B-2 55265KN62 SUB 5.17359% 5,438,351.01 23,446.40 B-3 55265KN70 SUB 5.17359% 3,398,969.38 14,654.00 B-4 55265KN88 SUB 5.17359% 2,039,381.63 8,792.40 B-5 55265KN96 SUB 5.17359% 1,359,587.75 5,861.60 B-6 55265KP29 SUB 5.17359% 2,040,414.19 8,796.85 MBIA FEE 0.07000% 0.00 1,166.66 Totals 1,009,739,835.68 4,496,574.43
Certificateholder Distribution Summary (continued) Current Ending Cumulative Principal Realized Certificate Total Realized Class Distribution Loss Balance Distribution Losses 1-A-1 8,816,813.56 0.00 283,329,749.88 10,155,812.12 0.00 A-R 0.00 0.00 0.00 0.00 0.00 2-A-1 3,084,778.01 0.00 176,601,494.99 3,758,598.25 0.00 3-A-1 1,275,063.42 0.00 112,562,441.45 1,749,384.05 0.00 3-A-2 115,914.85 0.00 10,232,948.73 149,203.53 0.00 3-A-3 0.00 0.00 0.00 35,703.41 0.00 3-A-4 0.00 0.00 41,202,334.00 180,259.33 0.00 3-A-5 0.00 0.00 20,000,000.00 87,500.00 0.00 3-A-6 0.00 0.00 266,666.00 0.00 0.00 3-A-7 206,010.72 0.00 18,186,601.16 286,478.01 0.00 3-A-8 195,034.33 0.00 14,750,856.88 260,422.29 0.00 3-A-9 8,479.75 0.00 641,341.60 11,322.70 0.00 3-A-10 403,428.73 0.00 18,936,638.51 488,041.11 0.00 3-A-11 0.00 0.00 19,252,000.00 84,227.09 0.00 3-A-12 0.00 0.00 36,000,000.00 157,499.23 0.00 3-A-13 0.00 0.00 4,000,000.00 17,499.91 0.00 4-A-1 224,237.46 0.00 14,957,816.83 281,169.89 0.00 4-A-2 224,237.46 0.00 14,957,816.83 284,332.80 0.00 5-A-1 439,893.67 0.00 28,688,712.73 567,330.70 0.00 5-A-2 21,998.51 0.00 1,434,685.21 28,371.47 0.00 6-A-1 15,230.45 0.00 12,075,354.61 70,645.36 0.00 7-A-1 220,152.90 0.00 14,220,961.12 277,315.36 0.00 8-A-1 1,952,571.19 0.00 109,915,143.00 2,465,295.72 0.00 15-PO 279.87 0.00 58,292.43 279.87 0.00 30-PO 36,206.53 0.00 8,274,396.68 36,206.53 0.00 PP-AX 0.00 0.00 0.00 2,703.08 0.00 15-AX 0.00 0.00 0.00 89,786.06 0.00 30-AX 0.00 0.00 0.00 72,591.05 0.00 B-1 40,422.19 0.00 17,636,125.46 116,631.20 0.00 B-2 12,436.25 0.00 5,425,914.76 35,882.65 0.00 B-3 7,772.66 0.00 3,391,196.72 22,426.66 0.00 B-4 4,663.60 0.00 2,034,718.03 13,456.00 0.00 B-5 3,109.06 0.00 1,356,478.69 8,970.66 0.00 B-6 4,665.96 0.00 2,035,748.24 13,462.81 0.00 MBIA 0.00 0.00 0.00 1,166.66 0.00 Totals 17,313,401.13 0.00 992,426,434.54 21,809,975.56 0.00 All distributions required by the Pooling and Servicing Agreement have been calculated by the Certificate Administrator on behalf of the Trustee.
Principal Distribution Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Realized Class Amount Balance Distribution Distribution Accretion Loss (1) 1-A-1 425,614,000.00 292,146,563.43 362,780.02 8,454,033.54 0.00 0.00 A-R 100.00 0.00 0.00 0.00 0.00 0.00 2-A-1 282,017,000.00 179,686,273.00 844,824.53 2,239,953.48 0.00 0.00 3-A-1 166,492,334.00 113,837,504.87 220,204.71 1,054,858.71 0.00 0.00 3-A-2 15,135,666.00 10,348,863.58 20,018.61 95,896.24 0.00 0.00 3-A-3 0.00 0.00 0.00 0.00 0.00 0.00 3-A-4 41,202,334.00 41,202,334.00 0.00 0.00 0.00 0.00 3-A-5 20,000,000.00 20,000,000.00 0.00 0.00 0.00 0.00 3-A-6 266,666.00 266,666.00 0.00 0.00 0.00 0.00 3-A-7 26,900,000.00 18,392,611.88 35,578.25 170,432.47 0.00 0.00 3-A-8 23,000,000.00 14,945,891.22 33,682.62 161,351.71 0.00 0.00 3-A-9 1,000,000.00 649,821.36 1,464.46 7,015.29 0.00 0.00 3-A-10 36,000,000.00 19,340,067.24 69,672.54 333,756.19 0.00 0.00 3-A-11 19,252,000.00 19,252,000.00 0.00 0.00 0.00 0.00 3-A-12 36,000,000.00 36,000,000.00 0.00 0.00 0.00 0.00 3-A-13 4,000,000.00 4,000,000.00 0.00 0.00 0.00 0.00 4-A-1 24,625,000.00 15,182,054.29 69,935.22 154,302.24 0.00 0.00 4-A-2 24,625,000.00 15,182,054.29 69,935.22 154,302.24 0.00 0.00 5-A-1 40,233,000.00 29,128,606.39 81,518.23 358,375.44 0.00 0.00 5-A-2 2,012,000.00 1,456,683.72 4,076.62 17,921.89 0.00 0.00 6-A-1 16,058,000.00 12,090,585.06 14,275.95 954.50 0.00 0.00 7-A-1 25,020,000.00 14,441,114.02 130,553.96 89,598.94 0.00 0.00 8-A-1 153,219,000.00 111,867,714.20 138,506.96 1,814,064.23 0.00 0.00 15-PO 78,139.82 58,572.31 277.73 2.14 0.00 0.00 30-PO 9,832,796.29 8,310,603.21 10,979.41 25,227.12 0.00 0.00 PP-AX 0.00 0.00 0.00 0.00 0.00 0.00 15-AX 0.00 0.00 0.00 0.00 0.00 0.00 30-AX 0.00 0.00 0.00 0.00 0.00 0.00 B-1 18,540,000.00 17,676,547.65 40,422.19 0.00 0.00 0.00 B-2 5,704,000.00 5,438,351.01 12,436.25 0.00 0.00 0.00 B-3 3,565,000.00 3,398,969.38 7,772.66 0.00 0.00 0.00 B-4 2,139,000.00 2,039,381.63 4,663.60 0.00 0.00 0.00 B-5 1,426,000.00 1,359,587.75 3,109.06 0.00 0.00 0.00 B-6 2,140,083.00 2,040,414.19 4,665.96 0.00 0.00 0.00 MBIA 0.00 0.00 0.00 0.00 0.00 0.00 Totals 1,426,097,119.11 1,009,739,835.68 2,181,354.76 15,132,046.37 0.00 0.00 (1) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.
Principal Distribution Statement (continued) Total Ending Ending Total Principal Certificate Certificate Principal Class Reduction Balance Percentage Distribution 1-A-1 8,816,813.56 283,329,749.88 0.66569650 8,816,813.56 A-R 0.00 0.00 0.00000000 0.00 2-A-1 3,084,778.01 176,601,494.99 0.62620869 3,084,778.01 3-A-1 1,275,063.42 112,562,441.45 0.67608183 1,275,063.42 3-A-2 115,914.85 10,232,948.73 0.67608183 115,914.85 3-A-3 0.00 0.00 0.00000000 0.00 3-A-4 0.00 41,202,334.00 1.00000000 0.00 3-A-5 0.00 20,000,000.00 1.00000000 0.00 3-A-6 0.00 266,666.00 1.00000000 0.00 3-A-7 206,010.72 18,186,601.16 0.67608183 206,010.72 3-A-8 195,034.33 14,750,856.88 0.64134160 195,034.33 3-A-9 8,479.75 641,341.60 0.64134160 8,479.75 3-A-10 403,428.73 18,936,638.51 0.52601774 403,428.73 3-A-11 0.00 19,252,000.00 1.00000000 0.00 3-A-12 0.00 36,000,000.00 1.00000000 0.00 3-A-13 0.00 4,000,000.00 1.00000000 0.00 4-A-1 224,237.46 14,957,816.83 0.60742403 224,237.46 4-A-2 224,237.46 14,957,816.83 0.60742403 224,237.46 5-A-1 439,893.67 28,688,712.73 0.71306422 439,893.67 5-A-2 21,998.51 1,434,685.21 0.71306422 21,998.51 6-A-1 15,230.45 12,075,354.61 0.75198372 15,230.45 7-A-1 220,152.90 14,220,961.12 0.56838374 220,152.90 8-A-1 1,952,571.19 109,915,143.00 0.71737280 1,952,571.19 15-PO 279.87 58,292.43 0.74600159 279.87 30-PO 36,206.53 8,274,396.68 0.84151003 36,206.53 PP-AX 0.00 0.00 0.00000000 0.00 15-AX 0.00 0.00 0.00000000 0.00 30-AX 0.00 0.00 0.00000000 0.00 B-1 40,422.19 17,636,125.46 0.95124733 40,422.19 B-2 12,436.25 5,425,914.76 0.95124733 12,436.25 B-3 7,772.66 3,391,196.72 0.95124733 7,772.66 B-4 4,663.60 2,034,718.03 0.95124733 4,663.60 B-5 3,109.06 1,356,478.69 0.95124733 3,109.06 B-6 4,665.96 2,035,748.24 0.95124733 4,665.96 MBIA 0.00 0.00 0.00000000 0.00 Totals 17,313,401.13 992,426,434.54 0.69590382 17,313,401.13
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion 1-A-1 425,614,000.00 686.41201518 0.85236863 19.86314722 0.00000000 A-R 100.00 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 282,017,000.00 637.14695568 2.99565108 7.94261864 0.00000000 3-A-1 166,492,334.00 683.74021875 1.32261171 6.33577946 0.00000000 3-A-2 15,135,666.00 683.74021863 1.32261177 6.33577934 0.00000000 3-A-3 0.00 0.00000000 0.00000000 0.00000000 0.00000000 3-A-4 41,202,334.00 1000.00000000 0.00000000 0.00000000 0.00000000 3-A-5 20,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 3-A-6 266,666.00 1000.00000000 0.00000000 0.00000000 0.00000000 3-A-7 26,900,000.00 683.74021859 1.32261152 6.33577955 0.00000000 3-A-8 23,000,000.00 649.82135739 1.46446174 7.01529174 0.00000000 3-A-9 1,000,000.00 649.82136000 1.46446000 7.01529000 0.00000000 3-A-10 36,000,000.00 537.22409000 1.93534833 9.27100528 0.00000000 3-A-11 19,252,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 3-A-12 36,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 3-A-13 4,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 4-A-1 24,625,000.00 616.53012345 2.84000893 6.26608081 0.00000000 4-A-2 24,625,000.00 616.53012345 2.84000893 6.26608081 0.00000000 5-A-1 40,233,000.00 723.99787214 2.02615341 8.90749981 0.00000000 5-A-2 2,012,000.00 723.99787276 2.02615308 8.90750000 0.00000000 6-A-1 16,058,000.00 752.93218707 0.88902416 0.05944078 0.00000000 7-A-1 25,020,000.00 577.18281455 5.21798401 3.58109273 0.00000000 8-A-1 153,219,000.00 730.11646206 0.90398032 11.83968196 0.00000000 15-PO 78,139.82 749.58337503 3.55426977 0.02738680 0.00000000 30-PO 9,832,796.29 845.19224897 1.11661115 2.56560995 0.00000000 PP-AX 0.00 0.00000000 0.00000000 0.00000000 0.00000000 15-AX 0.00 0.00000000 0.00000000 0.00000000 0.00000000 30-AX 0.00 0.00000000 0.00000000 0.00000000 0.00000000 B-1 18,540,000.00 953.42759709 2.18026915 0.00000000 0.00000000 B-2 5,704,000.00 953.42759642 2.18026823 0.00000000 0.00000000 B-3 3,565,000.00 953.42759607 2.18026928 0.00000000 0.00000000 B-4 2,139,000.00 953.42759701 2.18027115 0.00000000 0.00000000 B-5 1,426,000.00 953.42759467 2.18026648 0.00000000 0.00000000 B-6 2,140,083.00 953.42759603 2.18027058 0.00000000 0.00000000 MBIA 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 1-A-1 0.00000000 20.71551584 665.69649936 0.66569650 20.71551584 A-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 0.00000000 10.93826971 626.20868597 0.62620869 10.93826971 3-A-1 0.00000000 7.65839117 676.08182759 0.67608183 7.65839117 3-A-2 0.00000000 7.65839111 676.08182752 0.67608183 7.65839111 3-A-3 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 3-A-4 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 3-A-5 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 3-A-6 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 3-A-7 0.00000000 7.65839108 676.08182751 0.67608183 7.65839108 3-A-8 0.00000000 8.47975348 641.34160348 0.64134160 8.47975348 3-A-9 0.00000000 8.47975000 641.34160000 0.64134160 8.47975000 3-A-10 0.00000000 11.20635361 526.01773639 0.52601774 11.20635361 3-A-11 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 3-A-12 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 3-A-13 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 4-A-1 0.00000000 9.10608975 607.42403371 0.60742403 9.10608975 4-A-2 0.00000000 9.10608975 607.42403371 0.60742403 9.10608975 5-A-1 0.00000000 10.93365322 713.06421917 0.71306422 10.93365322 5-A-2 0.00000000 10.93365308 713.06421968 0.71306422 10.93365308 6-A-1 0.00000000 0.94846494 751.98372213 0.75198372 0.94846494 7-A-1 0.00000000 8.79907674 568.38373781 0.56838374 8.79907674 8-A-1 0.00000000 12.74366227 717.37279972 0.71737280 12.74366227 15-PO 0.00000000 3.58165657 746.00159048 0.74600159 3.58165657 30-PO 0.00000000 3.68222110 841.51002787 0.84151003 3.68222110 PP-AX 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 15-AX 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 30-AX 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 B-1 0.00000000 2.18026915 951.24732794 0.95124733 2.18026915 B-2 0.00000000 2.18026823 951.24732819 0.95124733 2.18026823 B-3 0.00000000 2.18026928 951.24732679 0.95124733 2.18026928 B-4 0.00000000 2.18027115 951.24732585 0.95124733 2.18027115 B-5 0.00000000 2.18026648 951.24732819 0.95124733 2.18026648 B-6 0.00000000 2.18027058 951.24733013 0.95124733 2.18027058 MBIA 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 (3) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.
Interest Distribution Statement Beginning Payment of Original Current Certificate/ Current Unpaid Current Face Certificate Notional Accrued Interest Interest Class Amount Rate Balance Interest Shortfall Shortfall 1-A-1 425,614,000.00 5.50000% 292,146,563.43 1,339,005.08 0.00 0.00 A-R 100.00 5.50000% 0.00 0.00 0.00 0.00 2-A-1 282,017,000.00 4.50000% 179,686,273.00 673,823.52 0.00 0.00 3-A-1 166,492,334.00 5.00000% 113,837,504.87 474,322.94 0.00 0.00 3-A-2 15,135,666.00 3.86000% 10,348,863.58 33,288.84 0.00 0.00 3-A-3 0.00 4.14000% 10,348,863.58 35,703.58 0.00 0.00 3-A-4 41,202,334.00 5.25000% 41,202,334.00 180,260.21 0.00 0.00 3-A-5 20,000,000.00 5.25000% 20,000,000.00 87,500.00 0.00 0.00 3-A-6 266,666.00 0.00000% 266,666.00 0.00 0.00 0.00 3-A-7 26,900,000.00 5.25000% 18,392,611.88 80,467.68 0.00 0.00 3-A-8 23,000,000.00 5.25000% 14,945,891.22 65,388.27 0.00 0.00 3-A-9 1,000,000.00 5.25000% 649,821.36 2,842.97 0.00 0.00 3-A-10 36,000,000.00 5.25000% 19,340,067.24 84,612.79 0.00 0.00 3-A-11 19,252,000.00 5.25000% 19,252,000.00 84,227.50 0.00 0.00 3-A-12 36,000,000.00 5.25000% 36,000,000.00 157,500.00 0.00 0.00 3-A-13 4,000,000.00 5.25000% 4,000,000.00 17,500.00 0.00 0.00 4-A-1 24,625,000.00 4.50000% 15,182,054.29 56,932.70 0.00 0.00 4-A-2 24,625,000.00 4.75000% 15,182,054.29 60,095.63 0.00 0.00 5-A-1 40,233,000.00 5.25000% 29,128,606.39 127,437.65 0.00 0.00 5-A-2 2,012,000.00 5.25000% 1,456,683.72 6,372.99 0.00 0.00 6-A-1 16,058,000.00 5.50000% 12,090,585.06 55,415.18 0.00 0.00 7-A-1 25,020,000.00 4.75000% 14,441,114.02 57,162.74 0.00 0.00 8-A-1 153,219,000.00 5.50000% 111,867,714.20 512,727.02 0.00 0.00 15-PO 78,139.82 0.00000% 58,572.31 0.00 0.00 0.00 30-PO 9,832,796.29 0.00000% 8,310,603.21 0.00 0.00 0.00 PP-AX 0.00 5.50000% 589,766.55 2,703.10 0.00 0.00 15-AX 0.00 4.75000% 22,682,904.75 89,786.50 0.00 0.00 30-AX 0.00 5.25000% 16,592,320.54 72,591.40 0.00 0.00 B-1 18,540,000.00 5.17359% 17,676,547.65 76,209.38 0.00 0.00 B-2 5,704,000.00 5.17359% 5,438,351.01 23,446.51 0.00 0.00 B-3 3,565,000.00 5.17359% 3,398,969.38 14,654.07 0.00 0.00 B-4 2,139,000.00 5.17359% 2,039,381.63 8,792.44 0.00 0.00 B-5 1,426,000.00 5.17359% 1,359,587.75 5,861.63 0.00 0.00 B-6 2,140,083.00 5.17359% 2,040,414.19 8,796.89 0.00 0.00 MBIA 0.00 0.07000% 20,000,000.00 1,166.67 0.00 0.00 Totals 1,426,097,119.11 4,496,595.88 0.00 0.00
Interest Distribution Statement (continued) Remaining Ending Non-Supported Total Unpaid Certificate/ Interest Realized Interest Interest Notional Class Shortfall Losses (4) Distribution Shortfall Balance 1-A-1 6.52 0.00 1,338,998.56 0.00 283,329,749.88 A-R 0.00 0.00 0.00 0.00 0.00 2-A-1 3.28 0.00 673,820.24 0.00 176,601,494.99 3-A-1 2.31 0.00 474,320.63 0.00 112,562,441.45 3-A-2 0.16 0.00 33,288.68 0.00 10,232,948.73 3-A-3 0.17 0.00 35,703.41 0.00 10,232,948.73 3-A-4 0.88 0.00 180,259.33 0.00 41,202,334.00 3-A-5 0.00 0.00 87,500.00 0.00 20,000,000.00 3-A-6 0.00 0.00 0.00 0.00 266,666.00 3-A-7 0.39 0.00 80,467.29 0.00 18,186,601.16 3-A-8 0.32 0.00 65,387.96 0.00 14,750,856.88 3-A-9 0.01 0.00 2,842.95 0.00 641,341.60 3-A-10 0.41 0.00 84,612.38 0.00 18,936,638.51 3-A-11 0.41 0.00 84,227.09 0.00 19,252,000.00 3-A-12 0.77 0.00 157,499.23 0.00 36,000,000.00 3-A-13 0.09 0.00 17,499.91 0.00 4,000,000.00 4-A-1 0.28 0.00 56,932.43 0.00 14,957,816.83 4-A-2 0.29 0.00 60,095.34 0.00 14,957,816.83 5-A-1 0.62 0.00 127,437.03 0.00 28,688,712.73 5-A-2 0.03 0.00 6,372.96 0.00 1,434,685.21 6-A-1 0.27 0.00 55,414.91 0.00 12,075,354.61 7-A-1 0.28 0.00 57,162.46 0.00 14,220,961.12 8-A-1 2.50 0.00 512,724.53 0.00 109,915,143.00 15-PO 0.00 0.00 0.00 0.00 58,292.43 30-PO 0.00 0.00 0.00 0.00 8,274,396.68 PP-AX 0.01 0.00 2,703.08 0.00 589,037.09 15-AX 0.44 0.00 89,786.06 0.00 22,243,051.89 30-AX 0.35 0.00 72,591.05 0.00 16,215,610.37 B-1 0.37 0.00 76,209.01 0.00 17,636,125.46 B-2 0.11 0.00 23,446.40 0.00 5,425,914.76 B-3 0.07 0.00 14,654.00 0.00 3,391,196.72 B-4 0.04 0.00 8,792.40 0.00 2,034,718.03 B-5 0.03 0.00 5,861.60 0.00 1,356,478.69 B-6 0.04 0.00 8,796.85 0.00 2,035,748.24 MBIA 0.01 0.00 1,166.66 0.00 20,000,000.00 Totals 21.46 0.00 4,496,574.43 0.00 (4) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.
Interest Distribution Factors Statement Beginning Payment of Original Current Certificate/ Current Unpaid Current Face Certificate Notional Accrued Interest Interest Class (5) Amount Rate Balance Interest Shortfall Shortfall 1-A-1 425,614,000.00 5.50000% 686.41201518 3.14605506 0.00000000 0.00000000 A-R 100.00 5.50000% 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 282,017,000.00 4.50000% 637.14695568 2.38930107 0.00000000 0.00000000 3-A-1 166,492,334.00 5.00000% 683.74021875 2.84891760 0.00000000 0.00000000 3-A-2 15,135,666.00 3.86000% 683.74021863 2.19936407 0.00000000 0.00000000 3-A-3 0.00 4.14000% 683.74021863 2.35890380 0.00000000 0.00000000 3-A-4 41,202,334.00 5.25000% 1000.00000000 4.37499997 0.00000000 0.00000000 3-A-5 20,000,000.00 5.25000% 1000.00000000 4.37500000 0.00000000 0.00000000 3-A-6 266,666.00 0.00000% 1000.00000000 0.00000000 0.00000000 0.00000000 3-A-7 26,900,000.00 5.25000% 683.74021859 2.99136357 0.00000000 0.00000000 3-A-8 23,000,000.00 5.25000% 649.82135739 2.84296826 0.00000000 0.00000000 3-A-9 1,000,000.00 5.25000% 649.82136000 2.84297000 0.00000000 0.00000000 3-A-10 36,000,000.00 5.25000% 537.22409000 2.35035528 0.00000000 0.00000000 3-A-11 19,252,000.00 5.25000% 1000.00000000 4.37500000 0.00000000 0.00000000 3-A-12 36,000,000.00 5.25000% 1000.00000000 4.37500000 0.00000000 0.00000000 3-A-13 4,000,000.00 5.25000% 1000.00000000 4.37500000 0.00000000 0.00000000 4-A-1 24,625,000.00 4.50000% 616.53012345 2.31198782 0.00000000 0.00000000 4-A-2 24,625,000.00 4.75000% 616.53012345 2.44043168 0.00000000 0.00000000 5-A-1 40,233,000.00 5.25000% 723.99787214 3.16749062 0.00000000 0.00000000 5-A-2 2,012,000.00 5.25000% 723.99787276 3.16749006 0.00000000 0.00000000 6-A-1 16,058,000.00 5.50000% 752.93218707 3.45093910 0.00000000 0.00000000 7-A-1 25,020,000.00 4.75000% 577.18281455 2.28468185 0.00000000 0.00000000 8-A-1 153,219,000.00 5.50000% 730.11646206 3.34636710 0.00000000 0.00000000 15-PO 78,139.82 0.00000% 749.58337503 0.00000000 0.00000000 0.00000000 30-PO 9,832,796.29 0.00000% 845.19224897 0.00000000 0.00000000 0.00000000 PP-AX 0.00 5.50000% 702.20469656 3.21844214 0.00000000 0.00000000 15-AX 0.00 4.75000% 611.18493679 2.41927376 0.00000000 0.00000000 30-AX 0.00 5.25000% 633.50661819 2.77159136 0.00000000 0.00000000 B-1 18,540,000.00 5.17359% 953.42759709 4.11053830 0.00000000 0.00000000 B-2 5,704,000.00 5.17359% 953.42759642 4.11053822 0.00000000 0.00000000 B-3 3,565,000.00 5.17359% 953.42759607 4.11053857 0.00000000 0.00000000 B-4 2,139,000.00 5.17359% 953.42759701 4.11053763 0.00000000 0.00000000 B-5 1,426,000.00 5.17359% 953.42759467 4.11053997 0.00000000 0.00000000 B-6 2,140,083.00 5.17359% 953.42759603 4.11053683 0.00000000 0.00000000 MBIA 0.00 0.07000% 1000.00000000 0.05833350 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 1-A-1 0.00001532 0.00000000 3.14603974 0.00000000 665.69649936 A-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 0.00001163 0.00000000 2.38928944 0.00000000 626.20868597 3-A-1 0.00001387 0.00000000 2.84890372 0.00000000 676.08182759 3-A-2 0.00001057 0.00000000 2.19935350 0.00000000 676.08182752 3-A-3 0.00001123 0.00000000 2.35889257 0.00000000 676.08182752 3-A-4 0.00002136 0.00000000 4.37497861 0.00000000 1000.00000000 3-A-5 0.00000000 0.00000000 4.37500000 0.00000000 1000.00000000 3-A-6 0.00000000 0.00000000 0.00000000 0.00000000 1000.00000000 3-A-7 0.00001450 0.00000000 2.99134907 0.00000000 676.08182751 3-A-8 0.00001391 0.00000000 2.84295478 0.00000000 641.34160348 3-A-9 0.00001000 0.00000000 2.84295000 0.00000000 641.34160000 3-A-10 0.00001139 0.00000000 2.35034389 0.00000000 526.01773639 3-A-11 0.00002130 0.00000000 4.37497870 0.00000000 1000.00000000 3-A-12 0.00002139 0.00000000 4.37497861 0.00000000 1000.00000000 3-A-13 0.00002250 0.00000000 4.37497750 0.00000000 1000.00000000 4-A-1 0.00001137 0.00000000 2.31197685 0.00000000 607.42403371 4-A-2 0.00001178 0.00000000 2.44041990 0.00000000 607.42403371 5-A-1 0.00001541 0.00000000 3.16747521 0.00000000 713.06421917 5-A-2 0.00001491 0.00000000 3.16747515 0.00000000 713.06421968 6-A-1 0.00001681 0.00000000 3.45092228 0.00000000 751.98372213 7-A-1 0.00001119 0.00000000 2.28467066 0.00000000 568.38373781 8-A-1 0.00001632 0.00000000 3.34635084 0.00000000 717.37279972 15-PO 0.00000000 0.00000000 0.00000000 0.00000000 746.00159048 30-PO 0.00000000 0.00000000 0.00000000 0.00000000 841.51002787 PP-AX 0.00001191 0.00000000 3.21841832 0.00000000 701.33616606 15-AX 0.00001186 0.00000000 2.41926191 0.00000000 599.33321650 30-AX 0.00001336 0.00000000 2.77157800 0.00000000 619.12355554 B-1 0.00001996 0.00000000 4.11051834 0.00000000 951.24732794 B-2 0.00001928 0.00000000 4.11051893 0.00000000 951.24732819 B-3 0.00001964 0.00000000 4.11051893 0.00000000 951.24732679 B-4 0.00001870 0.00000000 4.11051893 0.00000000 951.24732585 B-5 0.00002104 0.00000000 4.11051893 0.00000000 951.24732819 B-6 0.00001869 0.00000000 4.11051814 0.00000000 951.24733013 MBIA 0.00000050 0.00000000 0.05833300 0.00000000 1000.00000000 (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 Component Statement Component Beginning Ending Beginning Ending Ending Pass-Through Notional Notional Component Component Component Class Rate Balance Balance Balance Balance Percentage 30-PO-1 0.00000% 0.00 0.00 4,154,286.25 4,137,126.88 85.27298055% 15-PO-2 0.00000% 0.00 0.00 58,572.31 58,292.43 74.60015905% 30-PO-3 0.00000% 0.00 0.00 1,774,565.43 1,771,164.42 85.57808651% 30-PO-5 0.00000% 0.00 0.00 78,393.45 78,168.45 93.87330347% 30-PO-6 0.00000% 0.00 0.00 88,443.66 88,332.83 83.52480006% 30-PO-8 0.00000% 0.00 0.00 2,214,914.43 2,199,604.09 80.79366745% PP-AX-6 5.50000% 589,766.55 589,037.09 0.00 0.00 70.13361661% 15-AX-2 4.75000% 18,979,219.85 18,604,675.96 0.00 0.00 60.25721763% 15-AX-4 4.75000% 2,538,806.75 2,487,619.79 0.00 0.00 59.09723117% 15-AX-7 4.75000% 1,164,878.15 1,150,756.14 0.00 0.00 56.73786607% 30-AX-1 5.25000% 3,957,105.83 3,738,573.72 0.00 0.00 50.37868018% 30-AX-3 5.25000% 10,331,735.96 10,204,893.87 0.00 0.00 67.22323674% 30-AX-5 5.25000% 1,225,573.52 1,195,628.46 0.00 0.00 61.49246024% 30-AX-8 5.25000% 1,077,905.23 1,076,514.32 0.00 0.00 65.42823037%
CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 22,028,558.92 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 22,028,558.92 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 218,583.36 Payment of Interest and Principal 21,809,975.56 Total Withdrawals (Pool Distribution Amount) 22,028,558.92 Ending Balance 0.00
PREPAYMENT/CURTAILMENT INTEREST SHORTFALL Total Prepayment/Curtailment Interest Shortfall 21.46 Servicing Fee Support 0.00 Non-Supported Prepayment/Curtailment Interest Shortfall 21.46
SERVICING FEES Gross Servicing Fee 217,237.95 Master Servicing Fee 1,345.41 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 218,583.36
OTHER ACCOUNTS Beginning Current Current Ending Account Type Balance Withdrawals Deposits Balance 3-A-5 NSIS Reserve Fund 29,791.51 0.43 0.00 29,791.08 3-A-5 Rounding Account 999.99 0.00 0.00 999.99
LOAN STATUS STRATIFICATION/CREDIT ENHANCEMENT STATEMENT DELINQUENT BANKRUPTCY FORECLOSURE REO Total No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 8 0 0 0 8 4,020,320.08 0.00 0.00 0.00 4,020,320.08 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 1 0 0 0 1 380,612.47 0.00 0.00 0.00 380,612.47 120 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 1 0 0 0 1 298,760.13 0.00 0.00 0.00 298,760.13 Totals 10 0 0 0 10 4,699,692.68 0.00 0.00 0.00 4,699,692.68 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.367816% 0.000000% 0.000000% 0.000000% 0.367816% 0.404397% 0.000000% 0.000000% 0.000000% 0.404397% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.045977% 0.000000% 0.000000% 0.000000% 0.045977% 0.038285% 0.000000% 0.000000% 0.000000% 0.038285% 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 0.045977% 0.000000% 0.000000% 0.000000% 0.045977% 0.030052% 0.000000% 0.000000% 0.000000% 0.030052% Totals 0.459770% 0.000000% 0.000000% 0.000000% 0.459770% 0.472734% 0.000000% 0.000000% 0.000000% 0.472734%
Delinquency Status By Groups
DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 1 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 1 0 0 0 1 389,870.75 0.00 0.00 0.00 389,870.75 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 1 389,870.75 0.00 0.00 0.00 389,870.75 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.163666% 0.000000% 0.000000% 0.000000% 0.163666% 0.130896% 0.000000% 0.000000% 0.000000% 0.130896% 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 0.163666% 0.000000% 0.000000% 0.000000% 0.163666% 0.130896% 0.000000% 0.000000% 0.000000% 0.130896% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 2 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 1 0 0 0 1 441,835.83 0.00 0.00 0.00 441,835.83 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 1 441,835.83 0.00 0.00 0.00 441,835.83 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.233100% 0.000000% 0.000000% 0.000000% 0.233100% 0.241124% 0.000000% 0.000000% 0.000000% 0.241124% 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 0.233100% 0.000000% 0.000000% 0.000000% 0.233100% 0.241124% 0.000000% 0.000000% 0.000000% 0.241124% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 3 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 4 0 0 0 4 1,317,841.37 0.00 0.00 0.00 1,317,841.37 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 1 0 0 0 1 380,612.47 0.00 0.00 0.00 380,612.47 120 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 5 0 0 0 5 1,698,453.84 0.00 0.00 0.00 1,698,453.84 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.592593% 0.000000% 0.000000% 0.000000% 0.592593% 0.428898% 0.000000% 0.000000% 0.000000% 0.428898% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.148148% 0.000000% 0.000000% 0.000000% 0.148148% 0.123872% 0.000000% 0.000000% 0.000000% 0.123872% 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 0.740741% 0.000000% 0.000000% 0.000000% 0.740741% 0.552770% 0.000000% 0.000000% 0.000000% 0.552770% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 4 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 1 0 0 0 1 902,414.70 0.00 0.00 0.00 902,414.70 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 1 902,414.70 0.00 0.00 0.00 902,414.70 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.562500% 0.000000% 0.000000% 0.000000% 1.562500% 2.878918% 0.000000% 0.000000% 0.000000% 2.878918% 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 1.562500% 0.000000% 0.000000% 0.000000% 1.562500% 2.878918% 0.000000% 0.000000% 0.000000% 2.878918% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 5 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 6 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 1 0 0 0 1 968,357.43 0.00 0.00 0.00 968,357.43 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 1 968,357.43 0.00 0.00 0.00 968,357.43 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 3.333333% 0.000000% 0.000000% 0.000000% 3.333333% 7.711919% 0.000000% 0.000000% 0.000000% 7.711919% 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 3.333333% 0.000000% 0.000000% 0.000000% 3.333333% 7.711919% 0.000000% 0.000000% 0.000000% 7.711919% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 7 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 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 1 0 0 0 1 298,760.13 0.00 0.00 0.00 298,760.13 Totals 1 0 0 0 1 298,760.13 0.00 0.00 0.00 298,760.13 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 2.564103% 0.000000% 0.000000% 0.000000% 2.564103% 2.013171% 0.000000% 0.000000% 0.000000% 2.013171% Totals 2.564103% 0.000000% 0.000000% 0.000000% 2.564103% 2.013171% 0.000000% 0.000000% 0.000000% 2.013171% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 8 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%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 33,283.22
CREDIT ENHANCEMENT Original $ Original % Current $ Current % Bankruptcy 238,221.00 0.01670440% 238,221.00 0.02400390% Fraud 14,260,971.00 0.99999999% 14,260,971.00 1.43698016% Special Hazard 14,260,971.00 0.99999999% 11,768,482.62 1.18582922% Limit of Subordinate's Exposure to Certain Types of Losses
REO Detail - All Mortgage Loans in REO during Current Period
Summary 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Sep-04 0.000% Original Principal Balance 0.00 Oct-04 0.000% Current Principal Balance 0.00 Nov-04 0.000% Dec-04 0.000% Current REO Total Jan-05 0.000% Loans in REO 0 Feb-05 0.000% Original Principal Balance 0.00 Mar-05 0.000% Current Principal Balance 0.00 Apr-05 0.000% May-05 0.000% Jun-05 0.000% Jul-05 0.000% Aug-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 1 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Sep-04 0.000% Original Principal Balance 0.00 Oct-04 0.000% Current Principal Balance 0.00 Nov-04 0.000% Dec-04 0.000% Current REO Total Jan-05 0.000% Loans in REO 0 Feb-05 0.000% Original Principal Balance 0.00 Mar-05 0.000% Current Principal Balance 0.00 Apr-05 0.000% May-05 0.000% Jun-05 0.000% Jul-05 0.000% Aug-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 2 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Sep-04 0.000% Original Principal Balance 0.00 Oct-04 0.000% Current Principal Balance 0.00 Nov-04 0.000% Dec-04 0.000% Current REO Total Jan-05 0.000% Loans in REO 0 Feb-05 0.000% Original Principal Balance 0.00 Mar-05 0.000% Current Principal Balance 0.00 Apr-05 0.000% May-05 0.000% Jun-05 0.000% Jul-05 0.000% Aug-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 3 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Sep-04 0.000% Original Principal Balance 0.00 Oct-04 0.000% Current Principal Balance 0.00 Nov-04 0.000% Dec-04 0.000% Current REO Total Jan-05 0.000% Loans in REO 0 Feb-05 0.000% Original Principal Balance 0.00 Mar-05 0.000% Current Principal Balance 0.00 Apr-05 0.000% May-05 0.000% Jun-05 0.000% Jul-05 0.000% Aug-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 4 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Sep-04 0.000% Original Principal Balance 0.00 Oct-04 0.000% Current Principal Balance 0.00 Nov-04 0.000% Dec-04 0.000% Current REO Total Jan-05 0.000% Loans in REO 0 Feb-05 0.000% Original Principal Balance 0.00 Mar-05 0.000% Current Principal Balance 0.00 Apr-05 0.000% May-05 0.000% Jun-05 0.000% Jul-05 0.000% Aug-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 5 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Sep-04 0.000% Original Principal Balance 0.00 Oct-04 0.000% Current Principal Balance 0.00 Nov-04 0.000% Dec-04 0.000% Current REO Total Jan-05 0.000% Loans in REO 0 Feb-05 0.000% Original Principal Balance 0.00 Mar-05 0.000% Current Principal Balance 0.00 Apr-05 0.000% May-05 0.000% Jun-05 0.000% Jul-05 0.000% Aug-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 6 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Sep-04 0.000% Original Principal Balance 0.00 Oct-04 0.000% Current Principal Balance 0.00 Nov-04 0.000% Dec-04 0.000% Current REO Total Jan-05 0.000% Loans in REO 0 Feb-05 0.000% Original Principal Balance 0.00 Mar-05 0.000% Current Principal Balance 0.00 Apr-05 0.000% May-05 0.000% Jun-05 0.000% Jul-05 0.000% Aug-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 7 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Sep-04 0.000% Original Principal Balance 0.00 Oct-04 0.000% Current Principal Balance 0.00 Nov-04 0.000% Dec-04 0.000% Current REO Total Jan-05 0.000% Loans in REO 0 Feb-05 0.000% Original Principal Balance 0.00 Mar-05 0.000% Current Principal Balance 0.00 Apr-05 0.000% May-05 0.000% Jun-05 0.000% Jul-05 0.000% Aug-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 8 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Sep-04 0.000% Original Principal Balance 0.00 Oct-04 0.000% Current Principal Balance 0.00 Nov-04 0.000% Dec-04 0.000% Current REO Total Jan-05 0.000% Loans in REO 0 Feb-05 0.000% Original Principal Balance 0.00 Mar-05 0.000% Current Principal Balance 0.00 Apr-05 0.000% May-05 0.000% Jun-05 0.000% Jul-05 0.000% Aug-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.
REO Loan Detail - All Mortgage Loans in REO during Current Period Month Loan First Original Loan Entered Payment LTV at Principal Group Number REO Date State Origination Balance No REO loans this period.
REO Loan Detail - All Mortgage Loans in REO during Current Period (continued) Current Paid Current Approximate Loan Principal To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest No REO loans this period.
Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period
Summary 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 Sep-04 0.000% Original Principal Balance 0.00 Oct-04 0.000% Current Principal Balance 0.00 Nov-04 0.000% Dec-04 0.000% Current Foreclosure Total Jan-05 0.000% Loans in Foreclosure 0 Feb-05 0.000% Original Principal Balance 0.00 Mar-05 0.000% Current Principal Balance 0.00 Apr-05 0.000% May-05 0.000% Jun-05 0.000% Jul-05 0.000% Aug-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 1 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 Sep-04 0.000% Original Principal Balance 0.00 Oct-04 0.000% Current Principal Balance 0.00 Nov-04 0.000% Dec-04 0.000% Current Foreclosure Total Jan-05 0.000% Loans in Foreclosure 0 Feb-05 0.000% Original Principal Balance 0.00 Mar-05 0.000% Current Principal Balance 0.00 Apr-05 0.000% May-05 0.000% Jun-05 0.000% Jul-05 0.000% Aug-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 2 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 Sep-04 0.000% Original Principal Balance 0.00 Oct-04 0.000% Current Principal Balance 0.00 Nov-04 0.000% Dec-04 0.000% Current Foreclosure Total Jan-05 0.000% Loans in Foreclosure 0 Feb-05 0.000% Original Principal Balance 0.00 Mar-05 0.000% Current Principal Balance 0.00 Apr-05 0.000% May-05 0.000% Jun-05 0.000% Jul-05 0.000% Aug-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 3 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 Sep-04 0.000% Original Principal Balance 0.00 Oct-04 0.000% Current Principal Balance 0.00 Nov-04 0.000% Dec-04 0.000% Current Foreclosure Total Jan-05 0.000% Loans in Foreclosure 0 Feb-05 0.000% Original Principal Balance 0.00 Mar-05 0.000% Current Principal Balance 0.00 Apr-05 0.000% May-05 0.000% Jun-05 0.000% Jul-05 0.000% Aug-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 4 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 Sep-04 0.000% Original Principal Balance 0.00 Oct-04 0.000% Current Principal Balance 0.00 Nov-04 0.000% Dec-04 0.000% Current Foreclosure Total Jan-05 0.000% Loans in Foreclosure 0 Feb-05 0.000% Original Principal Balance 0.00 Mar-05 0.000% Current Principal Balance 0.00 Apr-05 0.000% May-05 0.000% Jun-05 0.000% Jul-05 0.000% Aug-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 5 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 Sep-04 0.000% Original Principal Balance 0.00 Oct-04 0.000% Current Principal Balance 0.00 Nov-04 0.000% Dec-04 0.000% Current Foreclosure Total Jan-05 0.000% Loans in Foreclosure 0 Feb-05 0.000% Original Principal Balance 0.00 Mar-05 0.000% Current Principal Balance 0.00 Apr-05 0.000% May-05 0.000% Jun-05 0.000% Jul-05 0.000% Aug-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 6 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 Sep-04 0.000% Original Principal Balance 0.00 Oct-04 0.000% Current Principal Balance 0.00 Nov-04 0.000% Dec-04 0.000% Current Foreclosure Total Jan-05 0.000% Loans in Foreclosure 0 Feb-05 0.000% Original Principal Balance 0.00 Mar-05 0.000% Current Principal Balance 0.00 Apr-05 0.000% May-05 0.000% Jun-05 0.000% Jul-05 0.000% Aug-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 7 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 Sep-04 0.000% Original Principal Balance 0.00 Oct-04 0.000% Current Principal Balance 0.00 Nov-04 0.000% Dec-04 0.000% Current Foreclosure Total Jan-05 0.000% Loans in Foreclosure 0 Feb-05 0.000% Original Principal Balance 0.00 Mar-05 0.000% Current Principal Balance 0.00 Apr-05 0.000% May-05 0.000% Jun-05 0.000% Jul-05 0.000% Aug-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 8 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 Sep-04 0.000% Original Principal Balance 0.00 Oct-04 0.000% Current Principal Balance 0.00 Nov-04 0.000% Dec-04 0.000% Current Foreclosure Total Jan-05 0.000% Loans in Foreclosure 0 Feb-05 0.000% Original Principal Balance 0.00 Mar-05 0.000% Current Principal Balance 0.00 Apr-05 0.000% May-05 0.000% Jun-05 0.000% Jul-05 0.000% Aug-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.
Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period Month Loan First Original Loan Entered Payment LTV at Principal Group Number FC Date State Origination Balance No Foreclosure loans this period.
Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period (continued) Current Paid Current Approximate Loan Principal To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest No Foreclosure loans this period.
COLLATERAL STATEMENT Collateral Description Mixed Fixed Ratio Strip Weighted Average Gross Coupon 5.603636% Weighted Average Pass-Through Rate 5.343866% Weighted Average Maturity(Stepdown Calculation) 289 Beginning Scheduled Collateral Loan Count 2,205 Number Of Loans Paid In Full 30 Ending Scheduled Collateral Loan Count 2,175 Beginning Scheduled Collateral Balance 1,009,739,836.65 Ending Scheduled Collateral Balance 992,426,435.51 Ending Actual Collateral Balance at 29-Jul-2005 994,150,687.39 Monthly P&I Constant 6,896,533.73 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Class A Non-PO Optimal Amount 21,525,026.89 Class AP Deferred Amount 0.00 Ending Scheduled Balance for Premium Loans 992,426,435.51 Scheduled Principal 2,181,354.76 Unscheduled Principal 15,132,046.38
Miscellaneous Reporting Group 1 Senior Prepayment % 100.000000% Group 2 Senior Prepayment % 100.000000% Group 3 Senior Prepayment % 100.000000% Group 4 Senior Prepayment % 100.000000% Group 5 Senior Prepayment % 100.000000% Group 6 Senior Prepayment % 100.000000% Group 7 Senior Prepayment % 100.000000% Group 8 Senior Prepayment % 100.000000% Group 1 Senior % 96.661209% Group 2 Senior % 96.805390% Group 3 Senior % 97.016803% Group 4 Senior % 95.850140% Group 5 Senior % 91.857774% Group 6 Senior % 96.958716% Group 7 Senior % 96.615804% Group 8 Senior % 98.372158% Group 1 Junior % 3.338791% Group 2 Junior % 3.194610% Group 3 Junior % 2.983197% Group 4 Junior % 4.149860% Group 5 Junior % 8.142226% Group 6 Junior % 3.041284% Group 7 Junior % 3.384196% Group 8 Junior % 1.627842%
Group Level Collateral Statement Group Group 1 Group 2 Group 3 Collateral Description Fixed 30 Year Ratio Strip Fixed 15 Year Ratio Strip Fixed 30 Year Ratio Strip Weighted Average Coupon Rate 5.743231 5.242980 5.671509 Weighted Average Net Rate 5.493232 4.985710 5.399568 Weighted Average Maturity 334 154 334 Beginning Loan Count 626 434 680 Loans Paid In Full 15 5 5 Ending Loan Count 611 429 675 Beginning Scheduled Balance 306,391,931.60 185,674,552.27 309,180,861.98 Ending Scheduled Balance 297,545,427.83 182,561,614.90 306,961,825.34 Record Date 07/29/2005 07/29/2005 07/29/2005 Principal And Interest Constant 1,847,097.16 1,684,221.65 1,856,013.87 Scheduled Principal 380,697.35 872,981.75 394,745.55 Unscheduled Principal 8,465,806.42 2,239,955.62 1,824,291.09 Scheduled Interest 1,466,399.81 811,239.90 1,461,268.32 Servicing Fees 63,831.63 39,807.07 70,065.80 Master Servicing Fees 0.00 246.86 1,098.56 Trustee Fee 0.00 0.00 0.00 FRY Amount 0.00 0.00 0.00 Special Hazard Fee 0.00 0.00 0.00 Other Fee 0.00 0.00 0.00 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 1,402,568.18 771,185.97 1,390,103.96 Realized Loss Amount 0.00 0.00 0.00 Cumulative Realized Loss 0.00 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 0.0000 Prepayment Penalties 0.00 0.00 0.00 Special Servicing Fee 0.00 0.00 0.00 Pass-Through Rate 5.493231 4.984114 5.395304
Group Level Collateral Statement Group Group 4 Group 5 Group 6 Collateral Description Fixed 30 Year Fixed 20 Year Ratio Strip Fixed 30 Year Ratio Strip Weighted Average Coupon Rate 5.255678 5.680455 5.978846 Weighted Average Net Rate 5.005678 5.430455 5.719555 Weighted Average Maturity 155 215 334 Beginning Loan Count 64 79 30 Loans Paid In Full 0 1 0 Ending Loan Count 64 78 30 Beginning Scheduled Balance 31,678,731.43 33,374,747.85 12,558,271.55 Ending scheduled Balance 31,224,200.77 32,905,043.60 12,542,482.48 Record Date 07/29/2005 07/29/2005 07/29/2005 Principal And Interest Constant 284,670.52 251,385.96 77,404.55 Scheduled Principal 145,926.18 93,399.50 14,834.57 Unscheduled Principal 308,604.48 376,304.75 954.50 Scheduled Interest 138,744.34 157,986.46 62,569.98 Servicing Fees 6,599.74 6,953.07 2,713.54 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 0.00 0.00 0.00 FRY Amount 0.00 0.00 0.00 Special Hazard Fee 0.00 0.00 0.00 Other Fee 0.00 0.00 0.00 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 132,144.60 151,033.39 59,856.44 Realized Loss Amount 0.00 0.00 0.00 Cumulative Realized Loss 0.00 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 0.0000 Prepayment Penalties 0.00 0.00 0.00 Special Servicing Fee 0.00 0.00 0.00 Pass-Through Rate 5.005678 5.430455 5.719557
Group Level Collateral Statement Group Group 7 Group 8 Total Collateral Description Fixed 10 Year Fixed 30 Year Ratio Strip Mixed Fixed Ratio Strip Weighted Average Coupon Rate 5.370189 5.693735 5.603636 Weighted Average Net Rate 5.120190 5.443734 5.345465 Weighted Average Maturity 94.00 335.00 289.00 Record Date 07/29/2005 07/29/2005 07/29/2005 Principal And Interest Constant 202,016.87 693,723.15 6,896,533.73 Beginning Loan Count 39 253 2,205 Loans Paid In Full 0 4 30 Ending Loan Count 39 249 2,175 Beginning Scheduled Balance 14,946,948.07 115,933,791.90 1,009,739,836.65 Ending Scheduled Balance 14,722,222.21 113,963,618.38 992,426,435.51 Scheduled Principal 135,126.92 143,642.94 2,181,354.76 Unscheduled Principal 89,598.94 1,826,530.58 15,132,046.38 Scheduled Interest 66,889.95 550,080.21 4,715,178.97 Servicing Fee 3,113.94 24,152.90 217,237.69 Master Servicing Fee 0.00 0.00 1,345.42 Trustee Fee 0.00 0.00 0.00 Fry Amount 0.00 0.00 0.00 Special Hazard Fee 0.00 0.00 0.00 Other Fee 0.00 0.00 0.00 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 63,776.01 525,927.31 4,496,595.86 Realized Loss Amount 0.00 0.00 0.00 Cumulative Realized Loss 0.00 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 0.0000 Prepayment Penalties 0.00 0.00 0.00 Special Servicing Fee 0.00 0.00 0.00 Pass-Through Rate 5.120189 5.443735 5.343866
Prepayment Detail - Prepayments during Current Period Summary Loans Paid In Full Repurchased Loans Original Current Original Current Principal Principal Principal Principal Group Count Balance Balance Count Balance Balance Group 1 15 8,664,010.00 8,434,108.65 0 0.00 0.00 Group 2 5 2,447,000.00 2,185,421.97 0 0.00 0.00 Group 3 5 1,720,600.00 1,670,127.09 0 0.00 0.00 Group 4 0 0.00 0.00 0 0.00 0.00 Group 5 1 396,000.00 370,963.20 0 0.00 0.00 Group 6 0 0.00 0.00 0 0.00 0.00 Group 7 0 0.00 0.00 0 0.00 0.00 Group 8 4 1,828,000.00 1,774,365.48 0 0.00 0.00 Total 30 15,055,610.00 14,434,986.39 0 0.00 0.00
Prepayment Detail - Prepayments during Current Period (continued) Summary Substitution Loans Liquidated Loans Curtailments Original Current Original Current Principal Principal Principal Principal Curtailment Group Count Balance Balance Count Balance Balance Amount Group 1 0 0.00 0.00 0 0.00 0.00 41,657.01 Group 2 0 0.00 0.00 0 0.00 0.00 64,586.51 Group 3 0 0.00 0.00 0 0.00 0.00 156,163.48 Group 4 0 0.00 0.00 0 0.00 0.00 308,604.48 Group 5 0 0.00 0.00 0 0.00 0.00 6,333.96 Group 6 0 0.00 0.00 0 0.00 0.00 954.50 Group 7 0 0.00 0.00 0 0.00 0.00 89,598.94 Group 8 0 0.00 0.00 0 0.00 0.00 54,342.71 Total 0 0.00 0.00 0 0.00 0.00 722,241.59
Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount Group 1 6065169325 CA 80.00 01-Aug-2003 480,000.00 467,018.73 Group 1 6218640198 CA 74.58 01-Aug-2003 895,000.00 870,795.60 Group 1 6265331758 CA 58.17 01-Aug-2003 530,000.00 515,666.53 Group 1 6282852471 CA 75.00 01-Jul-2003 750,000.00 727,014.23 Group 1 6419904096 CA 74.94 01-Aug-2003 341,000.00 332,384.72 Group 1 6423737201 CA 68.02 01-Aug-2003 517,000.00 503,018.06 Group 1 6461413103 CA 80.00 01-Jul-2003 424,800.00 412,822.24 Group 1 6481480314 CA 62.85 01-Aug-2003 550,000.00 534,787.31 Group 1 6511907245 CA 53.16 01-Jul-2003 638,000.00 620,411.78 Group 1 6574405350 CA 66.89 01-Aug-2003 970,000.00 943,767.39 Group 1 6638744836 CA 80.00 01-Jul-2003 477,600.00 463,609.69 Group 1 6733783531 CA 51.35 01-Aug-2003 493,000.00 479,055.20 Group 1 7063259852 CA 64.30 01-Jul-2003 450,110.00 437,701.53 Group 1 7063295138 CA 58.71 01-Jul-2003 707,500.00 687,995.77 Group 1 7063477413 CA 72.13 01-Aug-2003 440,000.00 428,100.63 Group 2 0002286680 MA 76.66 01-Jul-2003 348,000.00 309,582.36 Group 2 0002414137 VA 48.76 01-Aug-2003 829,000.00 737,129.61 Group 2 0002447437 CA 57.74 01-Aug-2003 433,000.00 391,185.65 Group 2 0618861470 NY 55.28 01-Jul-2003 340,000.00 306,090.35 Group 2 1630300201 NJ 71.51 01-Jul-2003 497,000.00 431,381.14 Group 3 0030855645 CA 71.99 01-Aug-2003 347,000.00 334,999.19 Group 3 0082055369 CA 80.00 01-Aug-2003 392,000.00 378,687.69 Group 3 0082102732 CA 62.23 01-Aug-2003 290,000.00 281,978.68 Group 3 0108390360 IL 78.82 01-Jul-2003 588,000.00 571,479.67 Group 3 0108502758 FL 80.00 01-Aug-2003 103,600.00 100,982.38 Group 5 2000867477 NY 79.20 01-Aug-2003 396,000.00 369,970.79 Group 8 4313040721 CO 80.00 01-Aug-2003 364,000.00 353,932.01 Group 8 4513030240 CA 72.20 01-Aug-2003 400,000.00 387,991.48 Group 8 4613060051 GA 62.44 01-Aug-2003 562,000.00 542,149.30 Group 8 6998367699 CA 79.05 01-Aug-2003 502,000.00 488,115.08
Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning Group 1 6065169325 Loan Paid in Full 0 5.875% 360 24 Group 1 6218640198 Loan Paid in Full 0 5.875% 360 24 Group 1 6265331758 Loan Paid in Full 0 5.875% 360 24 Group 1 6282852471 Loan Paid in Full (1) 5.750% 360 25 Group 1 6419904096 Loan Paid in Full 0 6.250% 360 24 Group 1 6423737201 Loan Paid in Full 0 5.875% 360 24 Group 1 6461413103 Loan Paid in Full 0 5.875% 360 25 Group 1 6481480314 Loan Paid in Full 0 5.750% 360 24 Group 1 6511907245 Loan Paid in Full 0 6.000% 360 25 Group 1 6574405350 Loan Paid in Full 0 5.875% 360 24 Group 1 6638744836 Loan Paid in Full 0 5.750% 360 25 Group 1 6733783531 Loan Paid in Full (1) 5.625% 360 24 Group 1 7063259852 Loan Paid in Full 0 6.000% 360 25 Group 1 7063295138 Loan Paid in Full 0 6.000% 360 25 Group 1 7063477413 Loan Paid in Full (1) 5.875% 360 24 Group 2 0002286680 Loan Paid in Full 0 5.250% 180 25 Group 2 0002414137 Loan Paid in Full (1) 5.375% 180 24 Group 2 0002447437 Loan Paid in Full 0 5.250% 180 24 Group 2 0618861470 Loan Paid in Full 1 5.375% 180 25 Group 2 1630300201 Loan Paid in Full (1) 5.500% 180 25 Group 3 0030855645 Loan Paid in Full 0 5.625% 360 24 Group 3 0082055369 Loan Paid in Full 0 5.750% 360 24 Group 3 0082102732 Loan Paid in Full 0 5.750% 360 24 Group 3 0108390360 Loan Paid in Full 0 6.125% 360 25 Group 3 0108502758 Loan Paid in Full 0 6.250% 360 24 Group 5 2000867477 Loan Paid in Full 0 5.875% 240 24 Group 8 4313040721 Loan Paid in Full 0 5.750% 360 24 Group 8 4513030240 Loan Paid in Full 0 5.750% 360 24 Group 8 4613060051 Loan Paid in Full 0 5.625% 360 24 Group 8 6998367699 Loan Paid in Full 0 5.750% 360 24
Prepayment - Voluntary Prepayments
Summary SMM CPR PSA Current Month 1.502% Current Month 16.606% Current Month 341.576% 3 Month Average 1.270% 3 Month Average 14.197% 3 Month Average 303.381% 12 Month Average 1.524% 12 Month Average 13.498% 12 Month Average 363.110% CPR: Current vs 12mo Average* PSA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Sep-2004 7.210% 14.524% Sep-2004 270.487% 1,031.809% Oct-2004 12.116% 14.762% Oct-2004 422.800% 903.851% Nov-2004 14.132% 15.231% Nov-2004 461.083% 836.874% Dec-2004 13.385% 15.784% Dec-2004 410.099% 806.450% Jan-2005 14.989% 16.499% Jan-2005 432.770% 792.699% Feb-2005 12.672% 16.857% Feb-2005 345.911% 766.536% Mar-2005 11.143% 16.635% Mar-2005 288.480% 712.332% Apr-2005 20.643% 16.195% Apr-2005 508.153% 625.327% May-2005 13.099% 13.772% May-2005 307.396% 462.743% Jun-2005 11.560% 12.551% Jun-2005 259.119% 378.737% Jul-2005 14.425% 12.797% Jul-2005 309.449% 362.296% Aug-2005 16.606% 13.498% Aug-2005 341.576% 363.110% *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 1 SMM CPR PSA Current Month 2.767% Current Month 28.585% Current Month 589.901% 3 Month Average 1.478% 3 Month Average 15.901% 3 Month Average 336.504% 12 Month Average 1.865% 12 Month Average 16.255% 12 Month Average 436.565% CPR: Current vs 12mo Average* PSA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Sep-2004 7.255% 16.018% Sep-2004 274.085% 1,137.141% Oct-2004 14.842% 16.595% Oct-2004 521.286% 1,034.012% Nov-2004 17.135% 17.432% Nov-2004 562.396% 990.142% Dec-2004 16.344% 18.010% Dec-2004 503.333% 939.861% Jan-2005 11.927% 18.585% Jan-2005 345.992% 928.775% Feb-2005 16.552% 18.813% Feb-2005 453.820% 874.426% Mar-2005 16.634% 18.370% Mar-2005 432.392% 784.242% Apr-2005 31.932% 18.446% Apr-2005 789.067% 693.221% May-2005 14.731% 16.035% May-2005 346.899% 525.220% Jun-2005 8.442% 14.773% Jun-2005 189.859% 445.121% Jul-2005 10.676% 14.643% Jul-2005 229.753% 418.872% Aug-2005 28.585% 16.255% Aug-2005 589.901% 436.565% *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 2 SMM CPR PSA Current Month 1.212% Current Month 13.614% Current Month 276.395% 3 Month Average 1.347% 3 Month Average 15.009% 3 Month Average 318.688% 12 Month Average 1.445% 12 Month Average 12.387% 12 Month Average 320.185% CPR: Current vs 12mo Average* PSA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Sep-2004 5.171% 17.382% Sep-2004 189.253% 1,233.607% Oct-2004 2.905% 16.206% Oct-2004 99.056% 978.270% Nov-2004 13.695% 16.484% Nov-2004 437.263% 897.520% Dec-2004 14.426% 17.325% Dec-2004 433.449% 895.089% Jan-2005 20.042% 17.890% Jan-2005 567.959% 845.053% Feb-2005 5.545% 17.326% Feb-2005 148.692% 780.628% Mar-2005 13.794% 17.664% Mar-2005 351.110% 757.048% Apr-2005 10.019% 16.109% Apr-2005 242.734% 639.559% May-2005 18.015% 13.312% May-2005 416.642% 451.756% Jun-2005 15.813% 11.505% Jun-2005 349.502% 334.440% Jul-2005 15.600% 11.787% Jul-2005 330.166% 318.274% Aug-2005 13.614% 12.387% Aug-2005 276.395% 320.185% *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 3 SMM CPR PSA Current Month 0.591% Current Month 6.864% Current Month 141.557% 3 Month Average 1.237% 3 Month Average 13.720% 3 Month Average 297.653% 12 Month Average 1.371% 12 Month Average 11.910% 12 Month Average 322.548% CPR: Current vs 12mo Average* PSA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Sep-2004 8.291% 9.948% Sep-2004 312.413% 676.770% Oct-2004 12.317% 10.734% Oct-2004 431.699% 661.225% Nov-2004 7.218% 10.439% Nov-2004 236.485% 546.087% Dec-2004 12.968% 11.254% Dec-2004 398.862% 548.598% Jan-2005 15.045% 12.350% Jan-2005 436.079% 570.152% Feb-2005 12.237% 12.944% Feb-2005 335.367% 564.424% Mar-2005 4.951% 12.757% Mar-2005 128.660% 534.126% Apr-2005 18.702% 13.271% Apr-2005 461.986% 509.809% May-2005 10.029% 10.991% May-2005 236.059% 361.818% Jun-2005 14.086% 11.147% Jun-2005 316.645% 338.715% Jul-2005 20.211% 11.898% Jul-2005 434.758% 333.560% Aug-2005 6.864% 11.910% Aug-2005 141.557% 322.548% *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 4 SMM CPR PSA Current Month 0.979% Current Month 11.132% Current Month 231.911% 3 Month Average 0.347% 3 Month Average 3.955% 3 Month Average 82.750% 12 Month Average 0.673% 12 Month Average 6.123% 12 Month Average 175.660% CPR: Current vs 12mo Average* PSA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Sep-2004 0.509% 19.174% Sep-2004 19.566% 1,562.845% Oct-2004 0.390% 17.413% Oct-2004 13.922% 1,115.763% Nov-2004 35.814% 19.579% Nov-2004 1,193.754% 1,078.897% Dec-2004 0.938% 19.639% Dec-2004 29.311% 1,079.040% Jan-2005 0.670% 19.644% Jan-2005 19.700% 1,075.574% Feb-2005 0.351% 19.614% Feb-2005 9.752% 1,071.499% Mar-2005 0.344% 17.222% Mar-2005 9.045% 899.346% Apr-2005 22.292% 14.111% Apr-2005 557.275% 635.235% May-2005 0.308% 8.289% May-2005 7.344% 310.970% Jun-2005 0.437% 5.464% Jun-2005 9.936% 168.763% Jul-2005 0.295% 5.293% Jul-2005 6.402% 160.376% Aug-2005 11.132% 6.123% Aug-2005 231.911% 175.660% *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 5 SMM CPR PSA Current Month 1.131% Current Month 12.755% Current Month 264.107% 3 Month Average 0.865% 3 Month Average 9.797% 3 Month Average 212.139% 12 Month Average 1.383% 12 Month Average 12.754% 12 Month Average 374.113% CPR: Current vs 12mo Average* PSA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Sep-2004 15.578% 11.717% Sep-2004 590.960% 862.677% Oct-2004 12.174% 11.927% Oct-2004 429.225% 713.441% Nov-2004 35.689% 14.872% Nov-2004 1,177.835% 806.875% Dec-2004 10.264% 15.714% Dec-2004 317.908% 831.842% Jan-2005 10.645% 14.565% Jan-2005 310.301% 661.060% Feb-2005 13.908% 15.714% Feb-2005 383.040% 692.141% Mar-2005 11.405% 14.462% Mar-2005 297.673% 563.621% Apr-2005 12.892% 14.617% Apr-2005 319.958% 534.121% May-2005 1.101% 13.160% May-2005 26.041% 451.923% Jun-2005 13.329% 12.601% Jun-2005 300.906% 395.070% Jul-2005 3.305% 12.793% Jul-2005 71.404% 397.284% Aug-2005 12.755% 12.754% Aug-2005 264.107% 374.113% *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 6 SMM CPR PSA Current Month 0.008% Current Month 0.091% Current Month 1.812% 3 Month Average 0.012% 3 Month Average 0.138% 3 Month Average 2.885% 12 Month Average 1.623% 12 Month Average 15.564% 12 Month Average 399.685% CPR: Current vs 12mo Average* PSA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Sep-2004 0.175% 4.535% Sep-2004 6.181% 306.293% Oct-2004 22.807% 6.433% Oct-2004 753.980% 368.632% Nov-2004 0.067% 6.432% Nov-2004 2.067% 368.093% Dec-2004 30.191% 6.855% Dec-2004 879.769% 236.930% Jan-2005 0.125% 6.859% Jan-2005 3.451% 236.707% Feb-2005 0.259% 6.881% Feb-2005 6.772% 237.255% Mar-2005 41.487% 10.338% Mar-2005 1,028.644% 322.987% Apr-2005 46.722% 14.229% Apr-2005 1,103.236% 414.771% May-2005 44.521% 17.933% May-2005 1,003.460% 498.093% Jun-2005 0.184% 17.944% Jun-2005 3.972% 498.243% Jul-2005 0.139% 15.561% Jul-2005 2.873% 399.721% Aug-2005 0.091% 15.564% Aug-2005 1.812% 399.685% *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 7 SMM CPR PSA Current Month 0.605% Current Month 7.022% Current Month 140.889% 3 Month Average 0.224% 3 Month Average 2.609% 3 Month Average 52.686% 12 Month Average 1.703% 12 Month Average 15.755% 12 Month Average 451.927% CPR: Current vs 12mo Average* PSA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Sep-2004 17.556% 14.802% Sep-2004 631.807% 993.015% Oct-2004 26.077% 15.567% Oct-2004 874.187% 823.571% Nov-2004 55.004% 18.861% Nov-2004 1,726.646% 802.791% Dec-2004 4.433% 18.931% Dec-2004 130.928% 783.176% Jan-2005 20.873% 20.506% Jan-2005 581.510% 817.710% Feb-2005 2.172% 20.615% Feb-2005 57.305% 817.291% Mar-2005 0.567% 20.585% Mar-2005 14.207% 813.584% Apr-2005 4.044% 19.324% Apr-2005 96.521% 732.105% May-2005 50.505% 21.287% May-2005 1,151.957% 714.605% Jun-2005 0.388% 16.423% Jun-2005 8.467% 491.204% Jul-2005 0.416% 15.896% Jul-2005 8.701% 468.360% Aug-2005 7.022% 15.755% Aug-2005 140.889% 451.927% *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 8 SMM CPR PSA Current Month 1.577% Current Month 17.370% Current Month 359.964% 3 Month Average 1.307% 3 Month Average 14.558% 3 Month Average 312.969% 12 Month Average 1.354% 12 Month Average 11.465% 12 Month Average 312.896% CPR: Current vs 12mo Average* PSA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Sep-2004 5.821% 14.961% Sep-2004 221.456% 1,076.441% Oct-2004 17.848% 15.645% Oct-2004 631.102% 943.307% Nov-2004 3.602% 15.550% Nov-2004 118.950% 890.842% Dec-2004 7.279% 14.976% Dec-2004 225.527% 767.936% Jan-2005 19.786% 16.105% Jan-2005 577.430% 765.765% Feb-2005 19.553% 17.722% Feb-2005 539.300% 809.667% Mar-2005 7.121% 17.684% Mar-2005 186.151% 781.086% Apr-2005 8.963% 15.732% Apr-2005 222.694% 634.023% May-2005 3.939% 13.329% May-2005 93.231% 492.363% Jun-2005 10.497% 10.840% Jun-2005 237.232% 346.389% Jul-2005 15.805% 11.107% Jul-2005 341.712% 327.729% Aug-2005 17.370% 11.465% Aug-2005 359.964% 312.896% *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Single Month Mortality (SMM): (Partial and full prepayments + Repurchases) / (Beginning Scheduled Balance - Scheduled Principal) Conditional PrePayment Rate (CPR): 1 - ((1 - SMM)^12) PSA Standard Prepayment Model: 100 * CPR / (0.2 * MIN(30,WAS)) Weighted Average Seasoning (WAS): sum((Original Term - Remaining Term)*(Current Scheduled Balance/Deal Scheduled Principal Balance))
Realized Loss Detail Report - Loans with Losses during Current Period Summary # Loans Prior Realized Current with Principal Loss/(Gain) Loss Group Losses Balance Amount Percentage Group 1 0 0.00 0.00 0.000% Group 2 0 0.00 0.00 0.000% Group 3 0 0.00 0.00 0.000% Group 4 0 0.00 0.00 0.000% Group 5 0 0.00 0.00 0.000% Group 6 0 0.00 0.00 0.000% Group 7 0 0.00 0.00 0.000% Group 8 0 0.00 0.00 0.000% Total 0 0.00 0.00 0.000%
Realized Loss Loan Detail Report - Loans With Losses during Current Period Original Current Loan Principal Note LTV at Original Group Number Balance Rate State Origination Term No losses this period.
Realized Loss Loan Detail Report - Loans With Losses during Current Period (continued) Prior Cumulative Loan Principal Realized Realized Group Number Balance Loss/(Gain) Loss/(Gain) No losses this period.
Realized Loss Report - Collateral Summary
MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs 12mo Average* SDA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Sep-2004 0.000% 0.000% Sep-2004 0.000% 0.000% Oct-2004 0.000% 0.000% Oct-2004 0.000% 0.000% Nov-2004 0.000% 0.000% Nov-2004 0.000% 0.000% Dec-2004 0.000% 0.000% Dec-2004 0.000% 0.000% Jan-2005 0.000% 0.000% Jan-2005 0.000% 0.000% Feb-2005 0.000% 0.000% Feb-2005 0.000% 0.000% Mar-2005 0.000% 0.000% Mar-2005 0.000% 0.000% Apr-2005 0.000% 0.000% Apr-2005 0.000% 0.000% May-2005 0.000% 0.000% May-2005 0.000% 0.000% Jun-2005 0.000% 0.000% Jun-2005 0.000% 0.000% Jul-2005 0.000% 0.000% Jul-2005 0.000% 0.000% Aug-2005 0.000% 0.000% Aug-2005 0.000% 0.000% *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs 12mo Average* Loss Severity: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Sep-2004 0.000% 0.000% Sep-2004 0.000% 0.000% Oct-2004 0.000% 0.000% Oct-2004 0.000% 0.000% Nov-2004 0.000% 0.000% Nov-2004 0.000% 0.000% Dec-2004 0.000% 0.000% Dec-2004 0.000% 0.000% Jan-2005 0.000% 0.000% Jan-2005 0.000% 0.000% Feb-2005 0.000% 0.000% Feb-2005 0.000% 0.000% Mar-2005 0.000% 0.000% Mar-2005 0.000% 0.000% Apr-2005 0.000% 0.000% Apr-2005 0.000% 0.000% May-2005 0.000% 0.000% May-2005 0.000% 0.000% Jun-2005 0.000% 0.000% Jun-2005 0.000% 0.000% Jul-2005 0.000% 0.000% Jul-2005 0.000% 0.000% Aug-2005 0.000% 0.000% Aug-2005 0.000% 0.000% *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Monthly Default Rate (MDR): sum(Beg Principal Balance of Liquidated Loans)/ sum(Beg Principal Balance). Conditional Default Rate (CDR): 1-((1-MDR)^12) SDA Standard Default Assumption: If WAS is less than or equal to 30 then CDR/(WAS*0.02) else if WAS is greater than 30 and less than or equal to 60 then CDR/0.6 else if WAS is greater than 60 and less than or equal to 120 then CDR/(0.6 - ((WAS-60)*0.0095)) else if WAS is greater than 120 then CDR/0.03 Loss Severity Approximation for current period: sum(Realized Loss Amount)/sum(Beg Principal Balance of Liquidated Loans)
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