-----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, PUM1xJeaulRP7kuHNegEV5GGfopZ/8olAZrRAjX8c3ee5Yqrt1zmnwE9gLeSzmTi W+aPCe4KMB90qzHFleNz3A== 0001056404-05-003422.txt : 20051004 0001056404-05-003422.hdr.sgml : 20051004 20051004140735 ACCESSION NUMBER: 0001056404-05-003422 CONFORMED SUBMISSION TYPE: 8-K PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20050926 ITEM INFORMATION: Other Events ITEM INFORMATION: Financial Statements and Exhibits FILED AS OF DATE: 20051004 DATE AS OF CHANGE: 20051004 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CSFB ADJUSTABLE RATE MORTGAGE TRUST 2005-1 CENTRAL INDEX KEY: 0001316096 STANDARD INDUSTRIAL CLASSIFICATION: ASSET-BACKED SECURITIES [6189] STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 8-K SEC ACT: 1934 Act SEC FILE NUMBER: 333-120966-03 FILM NUMBER: 051120833 BUSINESS ADDRESS: STREET 1: 11 MADISON AVENUE CITY: NEW YORK STATE: NY ZIP: 10010 BUSINESS PHONE: 2123252000 MAIL ADDRESS: STREET 1: 11 MADISON AVENUE CITY: NEW YORK STATE: NY ZIP: 10010 8-K 1 arm05001_10509.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): September 26, 2005 ADJUSTABLE RATE MORTGAGE TRUST Adjustable Rate Mortgage-Backed P/T Cert, Series 2005-1 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-120966-03 Pooling and Servicing Agreement) (Commission 54-2165620 (State or other File Number) 54-2165621 jurisdiction 54-2165622 of Incorporation) 54-2165623 IRS EIN c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Road Columbia, MD 21045 (Address of principal executive offices) (Zip Code) Registrant's telephone number, including area code: (410) 884-2000 (Former name or former address, if changed since last report) Check the appropriate box below if the Form 8-K filing is intended to simultaneously satisfy the filing obligation of the registrant under any of the following provisions (see General Instruction A.2. below): [ ] Written communications pursuant to Rule 425 under the Securities Act (17 CFR 230.425) [ ] Soliciting material pursuant to Rule 14a-12 under the Exchange Act (17 CFR 240.14a-12) [ ] Pre-commencement communications pursuant to Rule 14d-2(b) under the Exchange Act(17 CFR 240.14d-2(b)) [ ] Pre-commencement communications pursuant to Rule 13e-4(c) under the Exchange Act(17 CFR 240.13e-4(c)) ITEM 8.01 Other Events On September 26, 2005 a distribution was made to holders of ADJUSTABLE RATE MORTGAGE TRUST, Adjustable Rate Mortgage-Backed P/T Cert, Series 2005-1 Trust. ITEM 9.01 Financial Statements and Exhibits (c) Exhibits Exhibit Number Description EX-99.1 Monthly report distributed to holders of Adjustable Rate Mortgage-Backed P/T Cert , Series 2005-1 Trust, relating to the September 26, 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. ADJUSTABLE RATE MORTGAGE TRUST Adjustable Rate Mortgage-Backed P/T Cert, Series 2005-1 Trust (Registrant) By: Wells Fargo Bank, N.A. as Trust Administrator By: /s/ Beth Belfield as Officer By: Beth Belfield as Officer Date: 9/27/2005 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Adjustable Rate Mortgage-Backed P/T Cert, Series 2005-1 Trust, relating to the September 26, 2005 distribution. EX-99.1
Credit Suisse First Boston Mortgage Securities Corp. Adjustable Rate Mortgage-Backed P/T Cert Record Date: 8/31/2005 Distribution Date: 9/26/2005 Credit Suisse First Boston Mortgage Securities Corp. Adjustable Rate Mortgage-Backed P/T Cert Series 2005-1 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 007036FN1 SEN 4.37986% 99,983,565.46 364,928.16 AR 007036GF7 RES 4.42067% 0.00 0.00 ARL 007036GG5 SEN 4.42067% 0.00 0.00 2-A-1 007036FP6 SEN 4.62688% 93,866,056.81 361,922.50 2-A-2-1 007036FQ4 SEN 4.62688% 58,239,446.12 224,555.78 2-A-2-2 007036FR2 SEN 4.62688% 20,170,000.00 77,770.14 3-A-1 007036FS0 SEN 4.64035% 90,141,260.02 348,572.75 4-A-1 007036FT8 SEN 5.14714% 110,079,017.91 472,160.34 C-B-1 007036GB6 SUB 4.69446% 14,373,364.61 56,229.34 C-B-2 007036GC4 SUB 4.69446% 6,762,762.81 26,456.27 C-B-3 007036GD2 SUB 4.69446% 2,254,254.27 8,818.76 C-B-4 007036GH3 SUB 4.69446% 2,817,817.84 11,023.45 C-B-5 007036GJ9 SUB 4.69446% 1,127,127.13 4,409.38 C-B-6 007036GK6 SUB 4.69446% 2,254,254.27 8,818.76 C-B-7 007036GN0 SUB 4.69446% 1,690,690.70 6,614.07 C-B-8 007036GP5 SUB 4.69446% 2,538,529.69 9,930.86 C-B-9 007036GQ3 SUB 4.69446% 1,409,135.34 5,512.61 5-A-1-1 007036FU5 SEN 3.95125% 67,308,247.26 236,401.52 5-A-1-2 007036FV3 SEN 4.04125% 7,484,634.32 26,886.47 5-A-2 007036FW1 SEN 3.97125% 208,634,431.25 736,479.55 5-M-1 007036FX9 MEZ 4.19125% 22,910,000.00 85,352.48 5-M-2 007036FY7 MEZ 4.64125% 10,210,000.00 42,121.92 5-M-3 007036FZ4 MEZ 5.24125% 5,415,000.00 25,227.88 5-M-4 007036GA8 MEZ 5.84125% 3,125,000.00 16,225.69 5-X 007036GL4 SEN-OC 0.00000% 2,082,950.89 503,285.90 P 007036GM2 SEN 0.00000% 0.00 159,879.86 Totals 834,877,546.70 3,819,584.44
Certificateholder Distribution Summary (continued) Current Ending Cumulative Principal Realized Certificate Total Realized Class Distribution Loss Balance Distribution Losses 1-A-1 4,223,552.84 0.00 95,760,012.63 4,588,481.00 0.00 AR 0.00 0.00 0.00 0.00 0.00 ARL 0.00 0.00 0.00 0.00 0.00 2-A-1 1,762,552.30 0.00 92,103,504.50 2,124,474.80 0.00 2-A-2-1 1,472,318.69 0.00 56,767,127.43 1,696,874.47 0.00 2-A-2-2 0.00 0.00 20,170,000.00 77,770.14 0.00 3-A-1 3,236,063.81 0.00 86,905,196.21 3,584,636.56 0.00 4-A-1 4,613,436.01 0.00 105,465,581.90 5,085,596.35 0.00 C-B-1 5,152.98 0.00 14,368,211.64 61,382.32 0.00 C-B-2 2,424.51 0.00 6,760,338.30 28,880.78 0.00 C-B-3 808.17 0.00 2,253,446.10 9,626.93 0.00 C-B-4 1,010.21 0.00 2,816,807.62 12,033.66 0.00 C-B-5 404.08 0.00 1,126,723.05 4,813.46 0.00 C-B-6 808.17 0.00 2,253,446.10 9,626.93 0.00 C-B-7 606.13 0.00 1,690,084.57 7,220.20 0.00 C-B-8 910.08 0.00 2,537,619.61 10,840.94 0.00 C-B-9 505.19 0.00 1,408,630.15 6,017.80 0.00 5-A-1-1 4,340,316.05 0.00 62,967,931.20 4,576,717.57 0.00 5-A-1-2 482,640.39 0.00 7,001,993.94 509,526.86 0.00 5-A-2 14,563,215.46 0.00 194,071,215.79 15,299,695.01 0.00 5-M-1 0.00 0.00 22,910,000.00 85,352.48 0.00 5-M-2 0.00 0.00 10,210,000.00 42,121.92 0.00 5-M-3 0.00 0.00 5,415,000.00 25,227.88 0.00 5-M-4 0.00 0.00 3,125,000.00 16,225.69 0.00 5-X 0.00 0.00 2,082,950.89 503,285.90 0.00 P 0.00 0.00 0.00 159,879.86 0.00 Totals 34,706,725.07 0.00 800,170,821.63 38,526,309.51 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-1 114,475,000.00 99,983,565.46 25,755.71 4,197,797.13 0.00 0.00 AR 50.00 0.00 0.00 0.00 0.00 0.00 ARL 50.00 0.00 0.00 0.00 0.00 0.00 2-A-1 105,000,000.00 93,866,056.81 39,342.19 1,723,210.12 0.00 0.00 2-A-2-1 67,540,000.00 58,239,446.12 32,863.84 1,439,454.85 0.00 0.00 2-A-2-2 20,170,000.00 20,170,000.00 0.00 0.00 0.00 0.00 3-A-1 102,100,000.00 90,141,260.02 32,085.76 3,203,978.05 0.00 0.00 4-A-1 120,450,000.00 110,079,017.91 39,585.93 4,573,850.08 0.00 0.00 C-B-1 14,410,000.00 14,373,364.61 5,152.98 0.00 0.00 0.00 C-B-2 6,780,000.00 6,762,762.81 2,424.51 0.00 0.00 0.00 C-B-3 2,260,000.00 2,254,254.27 808.17 0.00 0.00 0.00 C-B-4 2,825,000.00 2,817,817.84 1,010.21 0.00 0.00 0.00 C-B-5 1,130,000.00 1,127,127.13 404.08 0.00 0.00 0.00 C-B-6 2,260,000.00 2,254,254.27 808.17 0.00 0.00 0.00 C-B-7 1,695,000.00 1,690,690.70 606.13 0.00 0.00 0.00 C-B-8 2,545,000.00 2,538,529.69 910.08 0.00 0.00 0.00 C-B-9 1,412,727.00 1,409,135.34 505.19 0.00 0.00 0.00 5-A-1-1 88,130,000.00 67,308,247.26 0.00 4,340,316.05 0.00 0.00 5-A-1-2 9,800,000.00 7,484,634.32 0.00 482,640.39 0.00 0.00 5-A-2 277,000,000.00 208,634,431.25 0.00 14,563,215.46 0.00 0.00 5-M-1 22,910,000.00 22,910,000.00 0.00 0.00 0.00 0.00 5-M-2 10,210,000.00 10,210,000.00 0.00 0.00 0.00 0.00 5-M-3 5,415,000.00 5,415,000.00 0.00 0.00 0.00 0.00 5-M-4 3,125,000.00 3,125,000.00 0.00 0.00 0.00 0.00 5-X 178.52 2,082,950.89 0.00 0.00 0.00 0.00 P 0.00 0.00 0.00 0.00 0.00 0.00 Totals 981,643,005.52 834,877,546.70 182,262.95 34,524,462.13 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 4,223,552.84 95,760,012.63 0.83651463 4,223,552.84 AR 0.00 0.00 0.00000000 0.00 ARL 0.00 0.00 0.00000000 0.00 2-A-1 1,762,552.30 92,103,504.50 0.87717623 1,762,552.30 2-A-2-1 1,472,318.69 56,767,127.43 0.84049641 1,472,318.69 2-A-2-2 0.00 20,170,000.00 1.00000000 0.00 3-A-1 3,236,063.81 86,905,196.21 0.85117724 3,236,063.81 4-A-1 4,613,436.01 105,465,581.90 0.87559636 4,613,436.01 C-B-1 5,152.98 14,368,211.64 0.99710004 5,152.98 C-B-2 2,424.51 6,760,338.30 0.99710004 2,424.51 C-B-3 808.17 2,253,446.10 0.99710004 808.17 C-B-4 1,010.21 2,816,807.62 0.99710004 1,010.21 C-B-5 404.08 1,126,723.05 0.99710004 404.08 C-B-6 808.17 2,253,446.10 0.99710004 808.17 C-B-7 606.13 1,690,084.57 0.99710004 606.13 C-B-8 910.08 2,537,619.61 0.99710004 910.08 C-B-9 505.19 1,408,630.15 0.99710004 505.19 5-A-1-1 4,340,316.05 62,967,931.20 0.71448918 4,340,316.05 5-A-1-2 482,640.39 7,001,993.94 0.71448918 482,640.39 5-A-2 14,563,215.46 194,071,215.79 0.70061811 14,563,215.46 5-M-1 0.00 22,910,000.00 1.00000000 0.00 5-M-2 0.00 10,210,000.00 1.00000000 0.00 5-M-3 0.00 5,415,000.00 1.00000000 0.00 5-M-4 0.00 3,125,000.00 1.00000000 0.00 5-X 0.00 2,082,950.89 11,667.88533498 0.00 P 0.00 0.00 0.00000000 0.00 Totals 34,706,725.07 800,170,821.63 0.81513424 34,706,725.07
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion 1-A-1 114,475,000.00 873.40961310 0.22498982 36.66999022 0.00000000 AR 50.00 0.00000000 0.00000000 0.00000000 0.00000000 ARL 50.00 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 105,000,000.00 893.96244581 0.37468752 16.41152495 0.00000000 2-A-2-1 67,540,000.00 862.29561919 0.48658336 21.31262733 0.00000000 2-A-2-2 20,170,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 3-A-1 102,100,000.00 882.87228227 0.31425818 31.38078404 0.00000000 4-A-1 120,450,000.00 913.89803163 0.32865031 37.97301851 0.00000000 C-B-1 14,410,000.00 997.45764122 0.35759750 0.00000000 0.00000000 C-B-2 6,780,000.00 997.45764159 0.35759735 0.00000000 0.00000000 C-B-3 2,260,000.00 997.45764159 0.35759735 0.00000000 0.00000000 C-B-4 2,825,000.00 997.45764248 0.35759646 0.00000000 0.00000000 C-B-5 1,130,000.00 997.45763717 0.35759292 0.00000000 0.00000000 C-B-6 2,260,000.00 997.45764159 0.35759735 0.00000000 0.00000000 C-B-7 1,695,000.00 997.45764012 0.35759882 0.00000000 0.00000000 C-B-8 2,545,000.00 997.45763851 0.35759528 0.00000000 0.00000000 C-B-9 1,412,727.00 997.45764044 0.35759917 0.00000000 0.00000000 5-A-1-1 88,130,000.00 763.73819653 0.00000000 49.24901906 0.00000000 5-A-1-2 9,800,000.00 763.73819592 0.00000000 49.24901939 0.00000000 5-A-2 277,000,000.00 753.19289260 0.00000000 52.57478505 0.00000000 5-M-1 22,910,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 5-M-2 10,210,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 5-M-3 5,415,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 5-M-4 3,125,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 5-X 178.52 11667885.33497650 0.00000000 0.00000000 0.00000000 P 0.00 0.00000000 0.00000000 0.00000000 0.00000000
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 36.89498004 836.51463315 0.83651463 36.89498004 AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 ARL 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 0.00000000 16.78621238 877.17623333 0.87717623 16.78621238 2-A-2-1 0.00000000 21.79921069 840.49640850 0.84049641 21.79921069 2-A-2-2 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 3-A-1 0.00000000 31.69504221 851.17724006 0.85117724 31.69504221 4-A-1 0.00000000 38.30166883 875.59636281 0.87559636 38.30166883 C-B-1 0.00000000 0.35759750 997.10004441 0.99710004 0.35759750 C-B-2 0.00000000 0.35759735 997.10004425 0.99710004 0.35759735 C-B-3 0.00000000 0.35759735 997.10004425 0.99710004 0.35759735 C-B-4 0.00000000 0.35759646 997.10004248 0.99710004 0.35759646 C-B-5 0.00000000 0.35759292 997.10004425 0.99710004 0.35759292 C-B-6 0.00000000 0.35759735 997.10004425 0.99710004 0.35759735 C-B-7 0.00000000 0.35759882 997.10004130 0.99710004 0.35759882 C-B-8 0.00000000 0.35759528 997.10004322 0.99710004 0.35759528 C-B-9 0.00000000 0.35759917 997.10004127 0.99710004 0.35759917 5-A-1-1 0.00000000 49.24901906 714.48917735 0.71448918 49.24901906 5-A-1-2 0.00000000 49.24901939 714.48917755 0.71448918 49.24901939 5-A-2 0.00000000 52.57478505 700.61810755 0.70061811 52.57478505 5-M-1 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 5-M-2 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 5-M-3 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 5-M-4 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 5-X 0.00000000 0.00000000 11,667,885.33497650 11667.88533498 0.00000000 P 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-1 114,475,000.00 4.37986% 99,983,565.46 364,928.16 0.00 0.00 AR 50.00 4.42067% 0.00 0.00 0.00 0.00 ARL 50.00 4.42067% 0.00 0.00 0.00 0.00 2-A-1 105,000,000.00 4.62688% 93,866,056.81 361,922.50 0.00 0.00 2-A-2-1 67,540,000.00 4.62688% 58,239,446.12 224,555.78 0.00 0.00 2-A-2-2 20,170,000.00 4.62688% 20,170,000.00 77,770.14 0.00 0.00 3-A-1 102,100,000.00 4.64035% 90,141,260.02 348,572.75 0.00 0.00 4-A-1 120,450,000.00 5.14714% 110,079,017.91 472,160.33 0.00 0.00 C-B-1 14,410,000.00 4.69446% 14,373,364.61 56,229.34 0.00 0.00 C-B-2 6,780,000.00 4.69446% 6,762,762.81 26,456.27 0.00 0.00 C-B-3 2,260,000.00 4.69446% 2,254,254.27 8,818.76 0.00 0.00 C-B-4 2,825,000.00 4.69446% 2,817,817.84 11,023.45 0.00 0.00 C-B-5 1,130,000.00 4.69446% 1,127,127.13 4,409.38 0.00 0.00 C-B-6 2,260,000.00 4.69446% 2,254,254.27 8,818.76 0.00 0.00 C-B-7 1,695,000.00 4.69446% 1,690,690.70 6,614.07 0.00 0.00 C-B-8 2,545,000.00 4.69446% 2,538,529.69 9,930.86 0.00 0.00 C-B-9 1,412,727.00 4.69446% 1,409,135.34 5,512.61 0.00 0.00 5-A-1-1 88,130,000.00 3.95125% 67,308,247.26 236,401.52 0.00 0.00 5-A-1-2 9,800,000.00 4.04125% 7,484,634.32 26,886.47 0.00 0.00 5-A-2 277,000,000.00 3.97125% 208,634,431.25 736,479.54 0.00 0.00 5-M-1 22,910,000.00 4.19125% 22,910,000.00 85,352.48 0.00 0.00 5-M-2 10,210,000.00 4.64125% 10,210,000.00 42,121.92 0.00 0.00 5-M-3 5,415,000.00 5.24125% 5,415,000.00 25,227.88 0.00 0.00 5-M-4 3,125,000.00 5.84125% 3,125,000.00 16,225.69 0.00 0.00 5-X 178.52 0.00000% 327,170,263.72 0.00 0.00 0.00 P 0.00 0.00000% 0.00 0.00 0.00 0.00 Totals 981,643,005.52 3,156,418.66 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 0.00 0.00 364,928.16 0.00 95,760,012.63 AR 0.00 0.00 0.00 0.00 0.00 ARL 0.00 0.00 0.00 0.00 0.00 2-A-1 0.00 0.00 361,922.50 0.00 92,103,504.50 2-A-2-1 0.00 0.00 224,555.78 0.00 56,767,127.43 2-A-2-2 0.00 0.00 77,770.14 0.00 20,170,000.00 3-A-1 0.00 0.00 348,572.75 0.00 86,905,196.21 4-A-1 0.00 0.00 472,160.34 0.00 105,465,581.90 C-B-1 0.00 0.00 56,229.34 0.00 14,368,211.64 C-B-2 0.00 0.00 26,456.27 0.00 6,760,338.30 C-B-3 0.00 0.00 8,818.76 0.00 2,253,446.10 C-B-4 0.00 0.00 11,023.45 0.00 2,816,807.62 C-B-5 0.00 0.00 4,409.38 0.00 1,126,723.05 C-B-6 0.00 0.00 8,818.76 0.00 2,253,446.10 C-B-7 0.00 0.00 6,614.07 0.00 1,690,084.57 C-B-8 0.00 0.00 9,930.86 0.00 2,537,619.61 C-B-9 0.00 0.00 5,512.61 0.00 1,408,630.15 5-A-1-1 0.00 0.00 236,401.52 0.00 62,967,931.20 5-A-1-2 0.00 0.00 26,886.47 0.00 7,001,993.94 5-A-2 0.00 0.00 736,479.55 0.00 194,071,215.79 5-M-1 0.00 0.00 85,352.48 0.00 22,910,000.00 5-M-2 0.00 0.00 42,121.92 0.00 10,210,000.00 5-M-3 0.00 0.00 25,227.88 0.00 5,415,000.00 5-M-4 0.00 0.00 16,225.69 0.00 3,125,000.00 5-X 0.00 0.00 503,285.90 0.00 307,784,091.82 P 0.00 0.00 159,879.86 0.00 0.00 Totals 0.00 0.00 3,819,584.44 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-1 114,475,000.00 4.37986% 873.40961310 3.18784154 0.00000000 0.00000000 AR 50.00 4.42067% 0.00000000 0.00000000 0.00000000 0.00000000 ARL 50.00 4.42067% 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 105,000,000.00 4.62688% 893.96244581 3.44688095 0.00000000 0.00000000 2-A-2-1 67,540,000.00 4.62688% 862.29561919 3.32478206 0.00000000 0.00000000 2-A-2-2 20,170,000.00 4.62688% 1000.00000000 3.85573327 0.00000000 0.00000000 3-A-1 102,100,000.00 4.64035% 882.87228227 3.41403281 0.00000000 0.00000000 4-A-1 120,450,000.00 5.14714% 913.89803163 3.91996953 0.00000000 0.00000000 C-B-1 14,410,000.00 4.69446% 997.45764122 3.90210548 0.00000000 0.00000000 C-B-2 6,780,000.00 4.69446% 997.45764159 3.90210472 0.00000000 0.00000000 C-B-3 2,260,000.00 4.69446% 997.45764159 3.90210619 0.00000000 0.00000000 C-B-4 2,825,000.00 4.69446% 997.45764248 3.90210619 0.00000000 0.00000000 C-B-5 1,130,000.00 4.69446% 997.45763717 3.90210619 0.00000000 0.00000000 C-B-6 2,260,000.00 4.69446% 997.45764159 3.90210619 0.00000000 0.00000000 C-B-7 1,695,000.00 4.69446% 997.45764012 3.90210619 0.00000000 0.00000000 C-B-8 2,545,000.00 4.69446% 997.45763851 3.90210609 0.00000000 0.00000000 C-B-9 1,412,727.00 4.69446% 997.45764044 3.90210564 0.00000000 0.00000000 5-A-1-1 88,130,000.00 3.95125% 763.73819653 2.68241825 0.00000000 0.00000000 5-A-1-2 9,800,000.00 4.04125% 763.73819592 2.74351735 0.00000000 0.00000000 5-A-2 277,000,000.00 3.97125% 753.19289260 2.65877090 0.00000000 0.00000000 5-M-1 22,910,000.00 4.19125% 1000.00000000 3.72555565 0.00000000 0.00000000 5-M-2 10,210,000.00 4.64125% 1000.00000000 4.12555534 0.00000000 0.00000000 5-M-3 5,415,000.00 5.24125% 1000.00000000 4.65888827 0.00000000 0.00000000 5-M-4 3,125,000.00 5.84125% 1000.00000000 5.19222080 0.00000000 0.00000000 5-X 178.52 0.00000% 832681289.04324000 0.00000000 0.00000000 0.00000000 P 0.00 0.00000% 0.00000000 0.00000000 0.00000000 0.00000000 (5) Per $1 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 0.00000000 0.00000000 3.18784154 0.00000000 836.51463315 AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 ARL 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 0.00000000 0.00000000 3.44688095 0.00000000 877.17623333 2-A-2-1 0.00000000 0.00000000 3.32478206 0.00000000 840.49640850 2-A-2-2 0.00000000 0.00000000 3.85573327 0.00000000 1000.00000000 3-A-1 0.00000000 0.00000000 3.41403281 0.00000000 851.17724006 4-A-1 0.00000000 0.00000000 3.91996961 0.00000000 875.59636281 C-B-1 0.00000000 0.00000000 3.90210548 0.00000000 997.10004441 C-B-2 0.00000000 0.00000000 3.90210472 0.00000000 997.10004425 C-B-3 0.00000000 0.00000000 3.90210619 0.00000000 997.10004425 C-B-4 0.00000000 0.00000000 3.90210619 0.00000000 997.10004248 C-B-5 0.00000000 0.00000000 3.90210619 0.00000000 997.10004425 C-B-6 0.00000000 0.00000000 3.90210619 0.00000000 997.10004425 C-B-7 0.00000000 0.00000000 3.90210619 0.00000000 997.10004130 C-B-8 0.00000000 0.00000000 3.90210609 0.00000000 997.10004322 C-B-9 0.00000000 0.00000000 3.90210564 0.00000000 997.10004127 5-A-1-1 0.00000000 0.00000000 2.68241825 0.00000000 714.48917735 5-A-1-2 0.00000000 0.00000000 2.74351735 0.00000000 714.48917755 5-A-2 0.00000000 0.00000000 2.65877094 0.00000000 700.61810755 5-M-1 0.00000000 0.00000000 3.72555565 0.00000000 1000.00000000 5-M-2 0.00000000 0.00000000 4.12555534 0.00000000 1000.00000000 5-M-3 0.00000000 0.00000000 4.65888827 0.00000000 1000.00000000 5-M-4 0.00000000 0.00000000 5.19222080 0.00000000 1000.00000000 5-X 0.00000000 0.00000000 2819212.97333632 0.00000000 724087451.37800000 P 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 38,595,791.43 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 159,879.86 Total Deposits 38,755,671.29 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 229,361.78 Payment of Interest and Principal 38,526,309.51 Total Withdrawals (Pool Distribution Amount) 38,755,671.29 Ending Balance 0.00
PREPAYMENT/CURTAILMENT INTEREST SHORTFALL Total Prepayment/Curtailment Interest Shortfall 0.00 Servicing Fee Support 0.00 Non-Supported Prepayment/Curtailment Interest Shortfall 0.00
SERVICING FEES Gross Servicing Fee 228,283.74 PMI FEE 1,078.04 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 229,361.78
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 5 0 0 5 780,781.38 0.00 0.00 780,781.38 30 Days 13 0 0 0 13 3,291,946.16 0.00 0.00 0.00 3,291,946.16 60 Days 8 0 1 0 9 1,800,566.24 0.00 261,488.96 0.00 2,062,055.20 90 Days 1 0 3 0 4 141,749.36 0.00 1,447,061.11 0.00 1,588,810.47 120 Days 0 0 4 1 5 0.00 0.00 1,263,522.11 252,000.00 1,515,522.11 150 Days 0 0 2 0 2 0.00 0.00 347,275.70 0.00 347,275.70 180+ Days 0 1 2 0 3 0.00 211,803.65 677,616.82 0.00 889,420.47 Totals 22 6 12 1 41 5,234,261.76 992,585.03 3,996,964.70 252,000.00 10,475,811.49 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 0.180245% 0.000000% 0.000000% 0.180245% 0.097541% 0.000000% 0.000000% 0.097541% 30 Days 0.468637% 0.000000% 0.000000% 0.000000% 0.468637% 0.411255% 0.000000% 0.000000% 0.000000% 0.411255% 60 Days 0.288392% 0.000000% 0.036049% 0.000000% 0.324441% 0.224940% 0.000000% 0.032667% 0.000000% 0.257607% 90 Days 0.036049% 0.000000% 0.108147% 0.000000% 0.144196% 0.017708% 0.000000% 0.180778% 0.000000% 0.198486% 120 Days 0.000000% 0.000000% 0.144196% 0.036049% 0.180245% 0.000000% 0.000000% 0.157849% 0.031482% 0.189330% 150 Days 0.000000% 0.000000% 0.072098% 0.000000% 0.072098% 0.000000% 0.000000% 0.043384% 0.000000% 0.043384% 180+ Days 0.000000% 0.036049% 0.072098% 0.000000% 0.108147% 0.000000% 0.026460% 0.084653% 0.000000% 0.111113% Totals 0.793079% 0.216294% 0.432588% 0.036049% 1.478010% 0.653903% 0.124001% 0.499331% 0.031482% 1.308717%
Delinquency Status By Groups
DELINQUENT BANKRUPTCY FORECLOSURE REO Total G1-Jmb 3/1 Hybd A No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 1 0 1 0.00 0.00 421,188.43 0.00 421,188.43 150 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 1 0 1 0.00 0.00 421,188.43 0.00 421,188.43 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% 0.492611% 0.000000% 0.492611% 0.000000% 0.000000% 0.407357% 0.000000% 0.407357% 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% 0.492611% 0.000000% 0.492611% 0.000000% 0.000000% 0.407357% 0.000000% 0.407357% DELINQUENT BANKRUPTCY FORECLOSURE REO Total G2-Jmb 5/1 Hybd A No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% DELINQUENT BANKRUPTCY FORECLOSURE REO Total G3-Cnfrm 3/1 Hyb 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 1 264,000.00 0.00 0.00 0.00 264,000.00 60 Days 1 0 0 0 1 229,476.89 0.00 0.00 0.00 229,476.89 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 2 0 0 0 2 493,476.89 0.00 0.00 0.00 493,476.89 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.229358% 0.000000% 0.000000% 0.000000% 0.229358% 0.281690% 0.000000% 0.000000% 0.000000% 0.281690% 60 Days 0.229358% 0.000000% 0.000000% 0.000000% 0.229358% 0.244854% 0.000000% 0.000000% 0.000000% 0.244854% 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 0.458716% 0.000000% 0.000000% 0.000000% 0.458716% 0.526544% 0.000000% 0.000000% 0.000000% 0.526544% DELINQUENT BANKRUPTCY FORECLOSURE REO Total G4-Cnfrm 5/1 Hyb No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 3 0 0 3 492,124.61 0.00 0.00 492,124.61 30 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 1 1 0.00 0.00 0.00 252,000.00 252,000.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 0 3 0 1 4 0.00 492,124.61 0.00 252,000.00 744,124.61 0-29 Days 0.531915% 0.000000% 0.000000% 0.531915% 0.433571% 0.000000% 0.000000% 0.433571% 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% 0.177305% 0.177305% 0.000000% 0.000000% 0.000000% 0.222017% 0.222017% 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% 0.531915% 0.000000% 0.177305% 0.709220% 0.000000% 0.433571% 0.000000% 0.222017% 0.655588% DELINQUENT BANKRUPTCY FORECLOSURE REO Total G5A-Cnfrm Mixed No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 1 0 0 1 147,456.77 0.00 0.00 147,456.77 30 Days 4 0 0 0 4 609,654.87 0.00 0.00 0.00 609,654.87 60 Days 4 0 1 0 5 684,707.82 0.00 261,488.96 0.00 946,196.78 90 Days 1 0 0 0 1 141,749.36 0.00 0.00 0.00 141,749.36 120 Days 0 0 1 0 1 0.00 0.00 76,133.48 0.00 76,133.48 150 Days 0 0 2 0 2 0.00 0.00 347,275.70 0.00 347,275.70 180+ Days 0 1 1 0 2 0.00 211,803.65 454,454.39 0.00 666,258.04 Totals 9 2 5 0 16 1,436,112.05 359,260.42 1,139,352.53 0.00 2,934,725.00 0-29 Days 0.238095% 0.000000% 0.000000% 0.238095% 0.181092% 0.000000% 0.000000% 0.181092% 30 Days 0.952381% 0.000000% 0.000000% 0.000000% 0.952381% 0.748720% 0.000000% 0.000000% 0.000000% 0.748720% 60 Days 0.952381% 0.000000% 0.238095% 0.000000% 1.190476% 0.840893% 0.000000% 0.321136% 0.000000% 1.162028% 90 Days 0.238095% 0.000000% 0.000000% 0.000000% 0.238095% 0.174083% 0.000000% 0.000000% 0.000000% 0.174083% 120 Days 0.000000% 0.000000% 0.238095% 0.000000% 0.238095% 0.000000% 0.000000% 0.093500% 0.000000% 0.093500% 150 Days 0.000000% 0.000000% 0.476190% 0.000000% 0.476190% 0.000000% 0.000000% 0.426491% 0.000000% 0.426491% 180+ Days 0.000000% 0.238095% 0.238095% 0.000000% 0.476190% 0.000000% 0.260117% 0.558117% 0.000000% 0.818234% Totals 2.142857% 0.476190% 1.190476% 0.000000% 3.809524% 1.763696% 0.441209% 1.399244% 0.000000% 3.604149% DELINQUENT BANKRUPTCY FORECLOSURE REO Total G5B-Mixed Arms No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 1 0 0 1 141,200.00 0.00 0.00 141,200.00 30 Days 8 0 0 0 8 2,418,291.29 0.00 0.00 0.00 2,418,291.29 60 Days 3 0 0 0 3 886,381.53 0.00 0.00 0.00 886,381.53 90 Days 0 0 3 0 3 0.00 0.00 1,447,061.11 0.00 1,447,061.11 120 Days 0 0 2 0 2 0.00 0.00 766,200.20 0.00 766,200.20 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 1 0 1 0.00 0.00 223,162.43 0.00 223,162.43 Totals 11 1 6 0 18 3,304,672.82 141,200.00 2,436,423.74 0.00 5,882,296.56 0-29 Days 0.125471% 0.000000% 0.000000% 0.125471% 0.062337% 0.000000% 0.000000% 0.062337% 30 Days 1.003764% 0.000000% 0.000000% 0.000000% 1.003764% 1.067627% 0.000000% 0.000000% 0.000000% 1.067627% 60 Days 0.376412% 0.000000% 0.000000% 0.000000% 0.376412% 0.391320% 0.000000% 0.000000% 0.000000% 0.391320% 90 Days 0.000000% 0.000000% 0.376412% 0.000000% 0.376412% 0.000000% 0.000000% 0.638848% 0.000000% 0.638848% 120 Days 0.000000% 0.000000% 0.250941% 0.000000% 0.250941% 0.000000% 0.000000% 0.338262% 0.000000% 0.338262% 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% 0.125471% 0.000000% 0.125471% 0.000000% 0.000000% 0.098522% 0.000000% 0.098522% Totals 1.380176% 0.125471% 0.752823% 0.000000% 2.258469% 1.458947% 0.062337% 1.075632% 0.000000% 2.596916%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 57,954.83
CREDIT ENHANCEMENT Original $ Original % Current $ Current % Bankruptcy 183,884.00 0.01873227% 183,884.00 0.02298059% Fraud 10,839,937.00 1.10426468% 10,839,937.00 1.35470286% Special Hazard 5,650,528.00 0.57561944% 5,650,528.00 0.70616521% 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 1 Oct-04 0.000% Original Principal Balance 252,000.00 Nov-04 0.000% Current Principal Balance 252,000.00 Dec-04 0.000% Jan-05 0.000% Current REO Total Feb-05 0.000% Loans in REO 1 Mar-05 0.000% Original Principal Balance 252,000.00 Apr-05 0.000% Current Principal Balance 252,000.00 May-05 0.000% Jun-05 0.000% Jul-05 0.000% Aug-05 0.000% Sep-05 0.031% *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. G1-Jmb 3/1 Hybd A 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Oct-04 0.000% Original Principal Balance 0.00 Nov-04 0.000% Current Principal Balance 0.00 Dec-04 0.000% Jan-05 0.000% Current REO Total Feb-05 0.000% Loans in REO 0 Mar-05 0.000% Original Principal Balance 0.00 Apr-05 0.000% Current Principal Balance 0.00 May-05 0.000% Jun-05 0.000% Jul-05 0.000% Aug-05 0.000% Sep-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. G2-Jmb 5/1 Hybd A 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Oct-04 0.000% Original Principal Balance 0.00 Nov-04 0.000% Current Principal Balance 0.00 Dec-04 0.000% Jan-05 0.000% Current REO Total Feb-05 0.000% Loans in REO 0 Mar-05 0.000% Original Principal Balance 0.00 Apr-05 0.000% Current Principal Balance 0.00 May-05 0.000% Jun-05 0.000% Jul-05 0.000% Aug-05 0.000% Sep-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. G3-Cnfrm 3/1 Hyb 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Oct-04 0.000% Original Principal Balance 0.00 Nov-04 0.000% Current Principal Balance 0.00 Dec-04 0.000% Jan-05 0.000% Current REO Total Feb-05 0.000% Loans in REO 0 Mar-05 0.000% Original Principal Balance 0.00 Apr-05 0.000% Current Principal Balance 0.00 May-05 0.000% Jun-05 0.000% Jul-05 0.000% Aug-05 0.000% Sep-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. G4-Cnfrm 5/1 Hyb 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 1 Oct-04 0.000% Original Principal Balance 252,000.00 Nov-04 0.000% Current Principal Balance 252,000.00 Dec-04 0.000% Jan-05 0.000% Current REO Total Feb-05 0.000% Loans in REO 1 Mar-05 0.000% Original Principal Balance 252,000.00 Apr-05 0.000% Current Principal Balance 252,000.00 May-05 0.000% Jun-05 0.000% Jul-05 0.000% Aug-05 0.000% Sep-05 0.222% *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. G5A-Cnfrm Mixed 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Oct-04 0.000% Original Principal Balance 0.00 Nov-04 0.000% Current Principal Balance 0.00 Dec-04 0.000% Jan-05 0.000% Current REO Total Feb-05 0.000% Loans in REO 0 Mar-05 0.000% Original Principal Balance 0.00 Apr-05 0.000% Current Principal Balance 0.00 May-05 0.000% Jun-05 0.000% Jul-05 0.000% Aug-05 0.000% Sep-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. G5B-Mixed Arms 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Oct-04 0.000% Original Principal Balance 0.00 Nov-04 0.000% Current Principal Balance 0.00 Dec-04 0.000% Jan-05 0.000% Current REO Total Feb-05 0.000% Loans in REO 0 Mar-05 0.000% Original Principal Balance 0.00 Apr-05 0.000% Current Principal Balance 0.00 May-05 0.000% Jun-05 0.000% Jul-05 0.000% Aug-05 0.000% Sep-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 G4-Cnfrm 5/1 Hyb 0402360161 Sep-2005 01-Jan-2005 MI 80.00 252,000.00
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 G4-Cnfrm 5/1 Hyb 0402360161 252,000.00 01-Mar-2005 4 6.000% 7,087.50
Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period
Summary 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 4 Oct-04 0.000% Original Principal Balance 1,104,750.00 Nov-04 0.000% Current Principal Balance 1,102,416.20 Dec-04 0.000% Jan-05 0.000% Current Foreclosure Total Feb-05 0.000% Loans in Foreclosure 12 Mar-05 0.000% Original Principal Balance 4,008,200.00 Apr-05 0.000% Current Principal Balance 3,996,964.70 May-05 0.000% Jun-05 0.000% Jul-05 0.296% Aug-05 0.566% Sep-05 0.499% *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. G1-Jmb 3/1 Hybd A 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 Oct-04 0.000% Original Principal Balance 0.00 Nov-04 0.000% Current Principal Balance 0.00 Dec-04 0.000% Jan-05 0.000% Current Foreclosure Total Feb-05 0.000% Loans in Foreclosure 1 Mar-05 0.000% Original Principal Balance 422,550.00 Apr-05 0.000% Current Principal Balance 421,188.43 May-05 0.000% Jun-05 0.000% Jul-05 0.383% Aug-05 0.391% Sep-05 0.407% *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. G2-Jmb 5/1 Hybd A 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 Oct-04 0.000% Original Principal Balance 0.00 Nov-04 0.000% Current Principal Balance 0.00 Dec-04 0.000% Jan-05 0.000% Current Foreclosure Total Feb-05 0.000% Loans in Foreclosure 0 Mar-05 0.000% Original Principal Balance 0.00 Apr-05 0.000% Current Principal Balance 0.00 May-05 0.000% Jun-05 0.000% Jul-05 0.000% Aug-05 0.000% Sep-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. G3-Cnfrm 3/1 Hyb 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 Oct-04 0.000% Original Principal Balance 0.00 Nov-04 0.000% Current Principal Balance 0.00 Dec-04 0.000% Jan-05 0.000% Current Foreclosure Total Feb-05 0.000% Loans in Foreclosure 0 Mar-05 0.000% Original Principal Balance 0.00 Apr-05 0.000% Current Principal Balance 0.00 May-05 0.000% Jun-05 0.000% Jul-05 0.000% Aug-05 0.000% Sep-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. G4-Cnfrm 5/1 Hyb 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 Oct-04 0.000% Original Principal Balance 0.00 Nov-04 0.000% Current Principal Balance 0.00 Dec-04 0.000% Jan-05 0.000% Current Foreclosure Total Feb-05 0.000% Loans in Foreclosure 0 Mar-05 0.000% Original Principal Balance 0.00 Apr-05 0.000% Current Principal Balance 0.00 May-05 0.000% Jun-05 0.000% Jul-05 0.000% Aug-05 0.213% Sep-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. G5A-Cnfrm Mixed 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 2 Oct-04 0.000% Original Principal Balance 394,500.00 Nov-04 0.000% Current Principal Balance 393,137.65 Dec-04 0.000% Jan-05 0.000% Current Foreclosure Total Feb-05 0.000% Loans in Foreclosure 5 Mar-05 0.000% Original Principal Balance 1,142,900.00 Apr-05 0.000% Current Principal Balance 1,139,352.53 May-05 0.000% Jun-05 0.000% Jul-05 1.087% Aug-05 1.389% Sep-05 1.399% *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. G5B-Mixed Arms 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 2 Oct-04 0.000% Original Principal Balance 710,250.00 Nov-04 0.000% Current Principal Balance 709,278.55 Dec-04 0.000% Jan-05 0.000% Current Foreclosure Total Feb-05 0.000% Loans in Foreclosure 6 Mar-05 0.000% Original Principal Balance 2,442,750.00 Apr-05 0.000% Current Principal Balance 2,436,423.74 May-05 0.000% Jun-05 0.000% Jul-05 0.451% Aug-05 1.185% Sep-05 1.076% *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 G1-Jmb 3/1 Hybd A 0500286454 Jul-2005 01-Jan-2005 NV 80.00 422,550.00 G5A-Cnfrm Mixed 0500262969 Jul-2005 01-Oct-2004 NY 80.00 456,000.00 G5A-Cnfrm Mixed 0500283681 Sep-2005 01-Dec-2004 AZ 80.00 132,000.00 G5A-Cnfrm Mixed 0500284253 Sep-2005 01-Jan-2005 MN 75.00 262,500.00 G5A-Cnfrm Mixed 0500289453 Jul-2005 01-Jan-2005 GA 80.00 216,000.00 G5A-Cnfrm Mixed 0500295314 Jul-2005 01-Nov-2004 NY 89.99 76,400.00 G5B-Mixed Arms 0500265417 Aug-2005 01-Nov-2004 CT 70.00 119,000.00 G5B-Mixed Arms 0500277395 Sep-2005 01-Dec-2004 NV 75.00 386,250.00 G5B-Mixed Arms 0500279716 Aug-2005 01-Jan-2005 NV 80.00 740,000.00 G5B-Mixed Arms 0500282356 Aug-2005 01-Dec-2004 CO 80.00 224,000.00 G5B-Mixed Arms 0500283986 Aug-2005 01-Jan-2005 NY 69.54 649,500.00 G5B-Mixed Arms 0500294520 Sep-2005 01-Jan-2005 CO 80.00 324,000.00
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 G1-Jmb 3/1 Hybd A 0500286454 421,188.43 01-Mar-2005 4 5.625% 11,025.96 G5A-Cnfrm Mixed 0500262969 454,454.39 01-Jan-2005 6 6.875% 20,010.44 G5A-Cnfrm Mixed 0500283681 131,648.69 01-Feb-2005 5 6.625% 4,882.37 G5A-Cnfrm Mixed 0500284253 261,488.96 01-May-2005 2 7.375% 6,203.00 G5A-Cnfrm Mixed 0500289453 215,627.01 01-Feb-2005 5 6.750% 8,154.30 G5A-Cnfrm Mixed 0500295314 76,133.48 01-Mar-2005 4 7.875% 2,897.37 G5B-Mixed Arms 0500265417 118,387.26 01-Mar-2005 4 5.875% 3,320.85 G5B-Mixed Arms 0500277395 386,249.99 01-Apr-2005 3 6.875% 10,662.10 G5B-Mixed Arms 0500279716 737,782.56 01-Apr-2005 3 7.500% 22,252.95 G5B-Mixed Arms 0500282356 223,162.43 01-Jan-2005 6 6.750% 9,640.12 G5B-Mixed Arms 0500283986 647,812.94 01-Mar-2005 4 6.750% 21,007.42 G5B-Mixed Arms 0500294520 323,028.56 01-Apr-2005 3 7.500% 9,743.18
COLLATERAL STATEMENT Collateral Description Mixed Fixed & Arm Weighted Average Gross Coupon 5.590108% Weighted Average Net Coupon 5.261988% Weighted Average Pass-Through Rate 5.260438% Weighted Average Maturity(Stepdown Calculation) 350 Beginning Scheduled Collateral Loan Count 2,887 Number Of Loans Paid In Full 113 Ending Scheduled Collateral Loan Count 2,774 Beginning Scheduled Collateral Balance 834,877,547.06 Ending Scheduled Collateral Balance 800,170,821.98 Ending Actual Collateral Balance at 31-Aug-2005 800,464,190.89 Monthly P&I Constant 4,236,222.82 Special Servicing Fee 0.00 Prepayment Penalties 159,879.86 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Scheduled Principal 347,009.73 Unscheduled Principal 34,359,715.35
Miscellaneous Reporting Delinquency Test Met YES Excess Cash 503,285.82 Total Excess Interest 3,583.76 Group 3 Excess Interest 1,615.53 Group 4 Excess Interest 1,968.22 Extra Principal Distribution 0.00 Grp 5A Net Funds Cap 5.72 Grp 5B Net Funds Cap 5.74 Grp 5 Subordinate Net Funds Cap 5.74 Overcollateralization Amount 2,082,950.89 Overcollateralization Deficiency 0.00 Overcollateralization Increase 0.00 Overcollateralization Reduction 0.00 3 Month Delinquency Rate 1.597473% Targeted Overcollateralization 2,082,950.89 Step Down Date Reach NO Trigger Event -3 mo Delinq Rate > 5.25% NO
Group Level Collateral Statement Group G1-Jmb 3/1 Hybd A G2-Jmb 5/1 Hybd A G3-Cnfrm 3/1 Hyb Collateral Description Mixed ARM Mixed ARM Mixed ARM Weighted Average Coupon Rate 4.754858 5.002831 5.035353 Weighted Average Net Rate 4.379858 4.627831 4.660353 Weighted Average Maturity 351 350 350 Beginning Loan Count 211 361 450 Loans Paid In Full 8 7 14 Ending Loan Count 203 354 436 Beginning Scheduled Balance 107,595,470.00 185,086,443.12 96,932,012.09 Ending Scheduled Balance 103,369,956.34 181,846,202.66 93,693,531.11 Record Date 08/31/2005 08/31/2005 08/31/2005 Principal And Interest Constant 454,050.82 849,205.71 441,242.04 Scheduled Principal 27,716.53 77,575.49 34,502.93 Unscheduled Principal 4,197,797.13 3,162,664.97 3,203,978.05 Scheduled Interest 426,334.29 771,630.22 406,739.11 Servicing Fees 33,623.58 57,839.52 30,291.25 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 392,710.71 713,790.70 376,447.86 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 4.379858 4.627831 4.660353
Group Level Collateral Statement Group G4-Cnfrm 5/1 Hyb G5A-Cnfrm Mixed G5B-Mixed Arms Collateral Description Mixed ARM Mixed ARM Mixed ARM Weighted Average Coupon Rate 5.542143 6.360304 6.385282 Weighted Average Net Rate 5.167143 6.100126 6.131629 Weighted Average Maturity 350 350 350 Beginning Loan Count 582 440 843 Loans Paid In Full 18 20 46 Ending Loan Count 564 420 797 Beginning Scheduled Balance 118,093,358.13 86,206,206.42 240,964,057.30 Ending scheduled Balance 113,477,040.05 81,383,249.98 226,400,841.84 Record Date 08/31/2005 08/31/2005 08/31/2005 Principal And Interest Constant 587,876.52 501,766.06 1,402,081.67 Scheduled Principal 42,468.00 44,851.30 119,895.48 Unscheduled Principal 4,573,850.08 4,778,105.14 14,443,319.98 Scheduled Interest 545,408.52 456,914.76 1,282,186.19 Servicing Fees 36,904.16 18,690.82 50,934.41 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 0.00 123.28 954.76 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 508,504.36 438,100.66 1,230,297.02 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 5.167143 6.098410 6.126874
Group Level Collateral Statement Group Total Collateral Description Mixed Fixed & Arm Weighted Average Coupon Rate 5.590108 Weighted Average Net Rate 5.261988 Weighted Average Maturity 350.00 Record Date 08/31/2005 Principal And Interest Constant 4,236,222.82 Beginning Loan Count 2,887 Loans Paid In Full 113 Ending Loan Count 2,774 Beginning Scheduled Balance 834,877,547.06 Ending Scheduled Balance 800,170,821.98 Scheduled Principal 347,009.73 Unscheduled Principal 34,359,715.35 Scheduled Interest 3,889,213.09 Servicing Fee 228,283.74 Master Servicing Fee 0.00 Trustee Fee 0.00 Fry Amount 0.00 Special Hazard Fee 0.00 Other Fee 1,078.04 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 3,659,851.31 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Percentage of Cumulative Losses 0.0000 Prepayment Penalties 0.00 Special Servicing Fee 0.00 Pass-Through Rate 5.260438
Miscellaneous Reporting Group G1-Jmb 3/1 Hybd A Insurance Proceeds 0.00 Substitution Adjustment Amount 0.00 Group G2-Jmb 5/1 Hybd A Insurance Proceeds 0.00 Substitution Adjustment Amount 0.00 Group G3-Cnfrm 3/1 Hyb Insurance Proceeds 0.00 Substitution Adjustment Amount 0.00
Miscellaneous Reporting Group G4-Cnfrm 5/1 Hyb Insurance Proceeds 0.00 Substitution Adjustment Amount 0.00 Group G5A-Cnfrm Mixed Insurance Proceeds 0.00 Substitution Adjustment Amount 0.00 Group G5B-Mixed Arms Insurance Proceeds 0.00 Substitution Adjustment Amount 0.00
Group
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 G1-Jmb 3/1 Hybd A 8 3,992,550.00 3,991,112.17 0 0.00 0.00 G2-Jmb 5/1 Hybd A 7 3,087,000.00 3,085,697.05 0 0.00 0.00 G3-Cnfrm 3/1 Hyb 14 3,209,900.00 3,194,918.79 0 0.00 0.00 G4-Cnfrm 5/1 Hyb 18 4,587,105.00 4,568,385.15 0 0.00 0.00 G5A-Cnfrm Mixed 20 4,797,110.00 4,775,988.75 0 0.00 0.00 G5B-Mixed Arms 46 14,455,724.00 14,392,704.90 0 0.00 0.00 Total 113 34,129,389.00 34,008,806.81 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 G1-Jmb 3/1 Hybd A 0 0.00 0.00 0 0.00 0.00 206,684.96 G2-Jmb 5/1 Hybd A 0 0.00 0.00 0 0.00 0.00 76,967.92 G3-Cnfrm 3/1 Hyb 0 0.00 0.00 0 0.00 0.00 10,831.67 G4-Cnfrm 5/1 Hyb 0 0.00 0.00 0 0.00 0.00 7,433.92 G5A-Cnfrm Mixed 0 0.00 0.00 0 0.00 0.00 4,303.41 G5B-Mixed Arms 0 0.00 0.00 0 0.00 0.00 57,260.96 Total 0 0.00 0.00 0 0.00 0.00 363,482.84
Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount G1-Jmb 3/1 Hybd A 0402161715 CA 45.14 01-Nov-2004 650,000.00 649,416.38 G1-Jmb 3/1 Hybd A 0402201022 VA 76.92 01-Jan-2005 405,000.00 405,000.00 G1-Jmb 3/1 Hybd A 0402268958 CA 23.68 01-Jan-2005 450,000.00 450,000.00 G1-Jmb 3/1 Hybd A 0402269073 IL 75.00 01-Jan-2005 570,750.00 570,009.22 G1-Jmb 3/1 Hybd A 0402293306 CA 80.00 01-Feb-2005 436,000.00 436,000.00 G1-Jmb 3/1 Hybd A 0402293360 CA 80.00 01-Feb-2005 492,800.00 492,762.07 G1-Jmb 3/1 Hybd A 0402293361 CA 80.00 01-Jan-2005 568,000.00 568,000.00 G1-Jmb 3/1 Hybd A 0402293380 CA 80.00 01-Feb-2005 420,000.00 419,924.50 G2-Jmb 5/1 Hybd A 0402191239 CA 75.89 01-Jan-2005 554,000.00 554,000.00 G2-Jmb 5/1 Hybd A 0402200944 CA 57.36 01-Jan-2005 370,000.00 370,000.00 G2-Jmb 5/1 Hybd A 0402201011 CA 54.73 01-Jan-2005 457,000.00 456,483.58 G2-Jmb 5/1 Hybd A 0402269097 CA 80.00 01-Jan-2005 380,000.00 379,214.09 G2-Jmb 5/1 Hybd A 0402293372 CA 77.86 01-Jan-2005 510,000.00 510,000.00 G2-Jmb 5/1 Hybd A 0500282113 NJ 80.00 01-Dec-2004 420,000.00 420,000.00 G2-Jmb 5/1 Hybd A 0500282846 NV 80.00 01-Dec-2004 396,000.00 395,999.38 G3-Cnfrm 3/1 Hyb 0402078108 CA 80.00 01-Nov-2004 240,000.00 240,000.00 G3-Cnfrm 3/1 Hyb 0402170984 WI 70.00 01-Nov-2004 187,600.00 187,561.89 G3-Cnfrm 3/1 Hyb 0402191099 CA 74.04 01-Jan-2005 231,000.00 228,342.49 G3-Cnfrm 3/1 Hyb 0402261795 MN 70.00 01-May-2004 245,000.00 245,000.00 G3-Cnfrm 3/1 Hyb 0402292631 CA 80.00 01-Jan-2005 332,000.00 328,349.32 G3-Cnfrm 3/1 Hyb 0402293326 CA 80.00 01-Jan-2005 330,800.00 330,800.00 G3-Cnfrm 3/1 Hyb 0402360240 CA 80.00 01-Dec-2004 196,000.00 196,000.00 G3-Cnfrm 3/1 Hyb 0500274160 CA 70.00 01-Nov-2004 125,300.00 123,648.02 G3-Cnfrm 3/1 Hyb 0500277796 CA 53.79 01-Dec-2004 234,000.00 231,318.41 G3-Cnfrm 3/1 Hyb 0500282640 NV 70.00 01-Dec-2004 175,000.00 173,089.17 G3-Cnfrm 3/1 Hyb 0500282770 NV 80.00 01-Dec-2004 240,000.00 237,379.40 G3-Cnfrm 3/1 Hyb 0500284394 CA 70.00 01-Jan-2005 287,700.00 287,698.68 G3-Cnfrm 3/1 Hyb 0500291727 CA 70.00 01-Jan-2005 248,500.00 248,500.00 G3-Cnfrm 3/1 Hyb 0700016903 NJ 47.24 01-Jan-2005 137,000.00 135,459.00 G4-Cnfrm 5/1 Hyb 0401837737 AZ 79.99 01-Oct-2004 167,900.00 167,730.51 G4-Cnfrm 5/1 Hyb 0401999223 AZ 80.00 01-Nov-2004 184,000.00 184,000.00 G4-Cnfrm 5/1 Hyb 0402073351 VA 90.00 01-Oct-2004 314,100.00 314,100.00 G4-Cnfrm 5/1 Hyb 0402073556 MD 79.47 01-Dec-2004 209,000.00 209,000.00 G4-Cnfrm 5/1 Hyb 0402170988 MD 80.00 01-Dec-2004 332,000.00 331,985.43 G4-Cnfrm 5/1 Hyb 0402171002 MD 79.95 01-Dec-2004 327,800.00 327,800.00 G4-Cnfrm 5/1 Hyb 0402171029 CA 36.36 01-Dec-2004 200,000.00 199,121.17 G4-Cnfrm 5/1 Hyb 0402171039 GA 80.00 01-Dec-2004 248,000.00 248,000.00 G4-Cnfrm 5/1 Hyb 0402191278 CA 56.17 01-Jan-2005 264,000.00 260,892.66 G4-Cnfrm 5/1 Hyb 0402261808 FL 95.00 01-Nov-2004 196,385.00 196,385.00 G4-Cnfrm 5/1 Hyb 0402360157 WA 95.00 01-Nov-2004 347,700.00 347,700.00 G4-Cnfrm 5/1 Hyb 0500270519 FL 79.99 01-Nov-2004 231,350.00 228,056.80 G4-Cnfrm 5/1 Hyb 0500272617 AZ 79.98 01-Nov-2004 170,800.00 168,790.77 G4-Cnfrm 5/1 Hyb 0500277757 NV 74.98 01-Dec-2004 182,150.00 180,380.61 G4-Cnfrm 5/1 Hyb 0500277785 AZ 80.00 01-Jan-2005 292,000.00 289,267.56 G4-Cnfrm 5/1 Hyb 0500282303 FL 80.00 01-Dec-2004 283,920.00 283,893.00 G4-Cnfrm 5/1 Hyb 0500283422 NV 52.68 01-Dec-2004 324,000.00 320,033.19 G4-Cnfrm 5/1 Hyb 0700022458 FL 76.47 01-Jan-2005 312,000.00 309,279.46 G5A-Cnfrm Mixed 0401669109 CA 80.00 01-Sep-2004 334,400.00 330,339.71 G5A-Cnfrm Mixed 0401985094 CA 80.00 01-Nov-2004 228,000.00 227,971.59 G5A-Cnfrm Mixed 0401985150 VA 80.00 01-Nov-2004 149,600.00 149,600.00 G5A-Cnfrm Mixed 0402073051 VA 71.74 01-Oct-2004 165,000.00 162,485.46 G5A-Cnfrm Mixed 0402293297 CA 80.00 01-Jan-2005 292,000.00 292,000.00 G5A-Cnfrm Mixed 0402293333 CA 76.67 01-Jan-2005 230,000.00 230,000.00 G5A-Cnfrm Mixed 0402293346 CA 79.88 01-Jan-2005 274,000.00 273,982.27 G5A-Cnfrm Mixed 0402355620 CA 74.55 01-Jun-2004 350,400.00 350,400.00 G5A-Cnfrm Mixed 0402355637 CA 80.00 01-Jul-2004 277,600.00 277,560.74 G5A-Cnfrm Mixed 0500269530 NC 90.00 01-Nov-2004 50,400.00 49,932.00 G5A-Cnfrm Mixed 0500274627 VA 100.00 01-Dec-2004 320,000.00 316,586.05 G5A-Cnfrm Mixed 0500276807 NV 74.99 01-Dec-2004 196,900.00 196,844.62 G5A-Cnfrm Mixed 0500279087 NV 80.00 01-Dec-2004 112,440.00 111,447.07 G5A-Cnfrm Mixed 0500282508 AZ 80.00 01-Dec-2004 134,320.00 133,105.00 G5A-Cnfrm Mixed 0500283835 NV 80.00 01-Dec-2004 240,000.00 237,930.90 G5A-Cnfrm Mixed 0500283902 CA 80.00 01-Dec-2004 668,000.00 662,644.96 G5A-Cnfrm Mixed 0500284229 MD 80.00 01-Dec-2004 174,800.00 173,292.68 G5A-Cnfrm Mixed 0500286250 MD 80.00 01-Jan-2005 192,000.00 192,000.00 G5A-Cnfrm Mixed 0500290186 NV 80.00 01-Jan-2005 184,000.00 184,000.00 G5A-Cnfrm Mixed 0700021942 NH 95.00 01-Jan-2005 223,250.00 221,678.68 G5B-Mixed Arms 0401961630 CA 80.00 01-Nov-2004 880,000.00 880,000.00 G5B-Mixed Arms 0401961633 CA 79.46 01-Nov-2004 592,000.00 591,870.50 G5B-Mixed Arms 0401994811 CA 80.00 01-Dec-2004 176,000.00 174,656.44 G5B-Mixed Arms 0402073143 MA 80.00 01-Oct-2004 200,000.00 199,999.94 G5B-Mixed Arms 0402073368 MA 84.08 01-Nov-2004 338,000.00 337,937.88 G5B-Mixed Arms 0402293353 CA 80.00 01-Jan-2005 440,000.00 440,000.00 G5B-Mixed Arms 0402308378 RI 79.04 01-Jan-2005 181,000.00 180,999.27 G5B-Mixed Arms 0402355643 VA 80.00 01-Jul-2004 488,000.00 479,118.17 G5B-Mixed Arms 0402446037 CA 79.05 01-Feb-2005 1,000,000.00 1,000,000.00 G5B-Mixed Arms 0500263361 FL 80.00 01-Oct-2004 392,000.00 387,297.48 G5B-Mixed Arms 0500266940 CA 90.00 01-Jan-2005 257,300.00 257,250.00 G5B-Mixed Arms 0500269100 NV 79.98 01-Dec-2004 113,450.00 112,028.59 G5B-Mixed Arms 0500269522 NY 74.00 01-Dec-2004 906,500.00 899,233.04 G5B-Mixed Arms 0500271964 NV 79.90 01-Nov-2004 205,600.00 205,587.16 G5B-Mixed Arms 0500273869 FL 80.00 01-Jan-2005 213,984.00 213,379.77 G5B-Mixed Arms 0500273989 AZ 78.87 01-Nov-2004 168,000.00 166,123.01 G5B-Mixed Arms 0500274703 NV 79.99 01-Dec-2004 485,600.00 485,599.28 G5B-Mixed Arms 0500275281 NJ 80.00 01-Dec-2004 185,400.00 183,641.25 G5B-Mixed Arms 0500275374 CO 78.75 01-Dec-2004 126,000.00 124,989.94 G5B-Mixed Arms 0500277583 CA 80.00 01-Oct-2004 800,000.00 791,873.52 G5B-Mixed Arms 0500279086 AZ 94.99 01-Dec-2004 85,400.00 84,747.66 G5B-Mixed Arms 0500279874 FL 75.00 01-Dec-2004 80,250.00 79,619.08 G5B-Mixed Arms 0500280981 NV 80.00 01-Dec-2004 193,200.00 193,147.84 G5B-Mixed Arms 0500283144 CA 80.00 01-Dec-2004 420,000.00 416,405.25 G5B-Mixed Arms 0500283181 WA 75.00 01-Jan-2005 138,750.00 137,596.37 G5B-Mixed Arms 0500283476 FL 80.00 01-Dec-2004 260,000.00 257,414.07 G5B-Mixed Arms 0500283891 NV 80.00 01-Jan-2005 210,000.00 208,168.84 G5B-Mixed Arms 0500284081 AZ 80.00 01-Jan-2005 128,800.00 127,778.62 G5B-Mixed Arms 0500284441 NJ 79.96 01-Jan-2005 155,800.00 154,594.56 G5B-Mixed Arms 0500284656 PA 80.00 01-Jan-2005 256,000.00 253,871.40 G5B-Mixed Arms 0500285526 NV 75.00 01-Jan-2005 217,500.00 217,276.08 G5B-Mixed Arms 0500286177 VA 80.00 01-Dec-2004 227,600.00 227,600.00 G5B-Mixed Arms 0500286472 AZ 95.00 01-Jan-2005 304,000.00 301,866.22 G5B-Mixed Arms 0500290023 NV 80.00 01-Jan-2005 316,000.00 316,000.00 G5B-Mixed Arms 0500290230 FL 80.00 01-Jan-2005 640,000.00 635,616.83 G5B-Mixed Arms 0500290373 AZ 80.00 01-Jan-2005 199,920.00 199,919.92 G5B-Mixed Arms 0500291433 FL 80.00 01-Feb-2005 202,800.00 202,800.00 G5B-Mixed Arms 0500291545 NY 64.00 01-Jan-2005 240,000.00 240,000.00 G5B-Mixed Arms 0500296623 NJ 95.00 01-Jan-2005 251,750.00 251,750.00 G5B-Mixed Arms 0500297872 NV 80.00 01-Jan-2005 116,000.00 115,053.25 G5B-Mixed Arms 0500310438 CA 70.00 01-Feb-2005 317,800.00 315,100.59 G5B-Mixed Arms 0500326752 NJ 79.69 01-Mar-2005 565,000.00 561,452.25 G5B-Mixed Arms 0500331496 PA 80.00 01-Mar-2005 236,000.00 234,621.90 G5B-Mixed Arms 0500334554 IL 74.68 01-Mar-2005 295,000.00 294,920.10 G5B-Mixed Arms 0700019918 RI 80.00 01-Jan-2005 199,920.00 198,550.81 G5B-Mixed Arms 0700044874 PA 95.00 01-Apr-2005 49,400.00 48,602.14
Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning G1-Jmb 3/1 Hybd A 0402161715 Loan Paid in Full 0 4.375% 360 10 G1-Jmb 3/1 Hybd A 0402201022 Loan Paid in Full 0 4.250% 360 8 G1-Jmb 3/1 Hybd A 0402268958 Loan Paid in Full 0 4.750% 360 8 G1-Jmb 3/1 Hybd A 0402269073 Loan Paid in Full 0 4.750% 360 8 G1-Jmb 3/1 Hybd A 0402293306 Loan Paid in Full 1 5.500% 360 7 G1-Jmb 3/1 Hybd A 0402293360 Loan Paid in Full 0 5.375% 360 7 G1-Jmb 3/1 Hybd A 0402293361 Loan Paid in Full 0 5.375% 360 8 G1-Jmb 3/1 Hybd A 0402293380 Loan Paid in Full (1) 5.375% 360 7 G2-Jmb 5/1 Hybd A 0402191239 Loan Paid in Full 0 4.875% 360 8 G2-Jmb 5/1 Hybd A 0402200944 Loan Paid in Full (1) 4.375% 360 8 G2-Jmb 5/1 Hybd A 0402201011 Loan Paid in Full 0 4.875% 360 8 G2-Jmb 5/1 Hybd A 0402269097 Loan Paid in Full (1) 4.750% 360 8 G2-Jmb 5/1 Hybd A 0402293372 Loan Paid in Full 0 6.375% 360 8 G2-Jmb 5/1 Hybd A 0500282113 Loan Paid in Full 0 4.875% 360 9 G2-Jmb 5/1 Hybd A 0500282846 Loan Paid in Full 0 5.750% 360 9 G3-Cnfrm 3/1 Hyb 0402078108 Loan Paid in Full 0 5.375% 360 10 G3-Cnfrm 3/1 Hyb 0402170984 Loan Paid in Full 0 4.875% 360 10 G3-Cnfrm 3/1 Hyb 0402191099 Loan Paid in Full 0 4.750% 360 8 G3-Cnfrm 3/1 Hyb 0402261795 Loan Paid in Full (1) 3.125% 360 16 G3-Cnfrm 3/1 Hyb 0402292631 Loan Paid in Full (1) 5.000% 360 8 G3-Cnfrm 3/1 Hyb 0402293326 Loan Paid in Full 0 5.625% 360 8 G3-Cnfrm 3/1 Hyb 0402360240 Loan Paid in Full 0 5.625% 360 9 G3-Cnfrm 3/1 Hyb 0500274160 Loan Paid in Full 0 5.250% 360 10 G3-Cnfrm 3/1 Hyb 0500277796 Loan Paid in Full 0 5.375% 360 9 G3-Cnfrm 3/1 Hyb 0500282640 Loan Paid in Full (1) 5.625% 360 9 G3-Cnfrm 3/1 Hyb 0500282770 Loan Paid in Full 0 5.625% 360 9 G3-Cnfrm 3/1 Hyb 0500284394 Loan Paid in Full 0 5.250% 360 8 G3-Cnfrm 3/1 Hyb 0500291727 Loan Paid in Full 0 5.250% 360 8 G3-Cnfrm 3/1 Hyb 0700016903 Loan Paid in Full (1) 4.875% 360 8 G4-Cnfrm 5/1 Hyb 0401837737 Loan Paid in Full 0 5.750% 360 11 G4-Cnfrm 5/1 Hyb 0401999223 Loan Paid in Full 0 5.125% 360 10 G4-Cnfrm 5/1 Hyb 0402073351 Loan Paid in Full 0 5.750% 360 11 G4-Cnfrm 5/1 Hyb 0402073556 Loan Paid in Full 0 5.625% 360 9 G4-Cnfrm 5/1 Hyb 0402170988 Loan Paid in Full 0 5.375% 360 9 G4-Cnfrm 5/1 Hyb 0402171002 Loan Paid in Full 0 5.500% 360 9 G4-Cnfrm 5/1 Hyb 0402171029 Loan Paid in Full (1) 5.250% 360 9 G4-Cnfrm 5/1 Hyb 0402171039 Loan Paid in Full 0 5.000% 360 9 G4-Cnfrm 5/1 Hyb 0402191278 Loan Paid in Full 0 4.750% 360 8 G4-Cnfrm 5/1 Hyb 0402261808 Loan Paid in Full 0 5.500% 360 10 G4-Cnfrm 5/1 Hyb 0402360157 Loan Paid in Full 0 6.375% 360 10 G4-Cnfrm 5/1 Hyb 0500270519 Loan Paid in Full 0 6.250% 360 10 G4-Cnfrm 5/1 Hyb 0500272617 Loan Paid in Full 0 5.750% 360 10 G4-Cnfrm 5/1 Hyb 0500277757 Loan Paid in Full 0 6.250% 360 9 G4-Cnfrm 5/1 Hyb 0500277785 Loan Paid in Full 0 5.875% 360 8 G4-Cnfrm 5/1 Hyb 0500282303 Loan Paid in Full 0 6.000% 360 9 G4-Cnfrm 5/1 Hyb 0500283422 Loan Paid in Full 0 5.000% 360 9 G4-Cnfrm 5/1 Hyb 0700022458 Loan Paid in Full 0 6.250% 360 8 G5A-Cnfrm Mixed 0401669109 Loan Paid in Full 0 6.500% 360 12 G5A-Cnfrm Mixed 0401985094 Loan Paid in Full 0 3.990% 360 10 G5A-Cnfrm Mixed 0401985150 Loan Paid in Full 0 5.750% 360 10 G5A-Cnfrm Mixed 0402073051 Loan Paid in Full 0 6.500% 360 11 G5A-Cnfrm Mixed 0402293297 Loan Paid in Full 0 6.500% 360 8 G5A-Cnfrm Mixed 0402293333 Loan Paid in Full 0 5.750% 360 8 G5A-Cnfrm Mixed 0402293346 Loan Paid in Full (1) 6.250% 360 8 G5A-Cnfrm Mixed 0402355620 Loan Paid in Full 0 6.125% 360 15 G5A-Cnfrm Mixed 0402355637 Loan Paid in Full 0 6.000% 360 14 G5A-Cnfrm Mixed 0500269530 Loan Paid in Full (1) 7.000% 360 10 G5A-Cnfrm Mixed 0500274627 Loan Paid in Full 0 5.750% 360 9 G5A-Cnfrm Mixed 0500276807 Loan Paid in Full 0 6.750% 360 9 G5A-Cnfrm Mixed 0500279087 Loan Paid in Full 0 6.750% 360 9 G5A-Cnfrm Mixed 0500282508 Loan Paid in Full 0 6.625% 360 9 G5A-Cnfrm Mixed 0500283835 Loan Paid in Full 5 6.875% 360 9 G5A-Cnfrm Mixed 0500283902 Loan Paid in Full 0 7.250% 360 9 G5A-Cnfrm Mixed 0500284229 Loan Paid in Full 0 6.875% 360 9 G5A-Cnfrm Mixed 0500286250 Loan Paid in Full 0 6.500% 360 8 G5A-Cnfrm Mixed 0500290186 Loan Paid in Full (1) 5.875% 360 8 G5A-Cnfrm Mixed 0700021942 Loan Paid in Full (1) 7.750% 360 8 G5B-Mixed Arms 0401961630 Loan Paid in Full 0 5.625% 360 10 G5B-Mixed Arms 0401961633 Loan Paid in Full 0 5.375% 360 10 G5B-Mixed Arms 0401994811 Loan Paid in Full 0 7.500% 360 9 G5B-Mixed Arms 0402073143 Loan Paid in Full 0 6.750% 360 11 G5B-Mixed Arms 0402073368 Loan Paid in Full 0 6.625% 360 10 G5B-Mixed Arms 0402293353 Loan Paid in Full 0 5.750% 360 8 G5B-Mixed Arms 0402308378 Loan Paid in Full 0 6.750% 360 8 G5B-Mixed Arms 0402355643 Loan Paid in Full 0 6.000% 360 14 G5B-Mixed Arms 0402446037 Loan Paid in Full 0 6.250% 360 7 G5B-Mixed Arms 0500263361 Loan Paid in Full 0 6.125% 360 11 G5B-Mixed Arms 0500266940 Loan Paid in Full 0 6.750% 360 8 G5B-Mixed Arms 0500269100 Loan Paid in Full (1) 6.125% 360 9 G5B-Mixed Arms 0500269522 Loan Paid in Full 5 7.250% 360 9 G5B-Mixed Arms 0500271964 Loan Paid in Full 0 6.250% 360 10 G5B-Mixed Arms 0500273869 Loan Paid in Full 0 5.750% 360 8 G5B-Mixed Arms 0500273989 Loan Paid in Full 0 6.125% 360 10 G5B-Mixed Arms 0500274703 Loan Paid in Full 0 6.625% 360 9 G5B-Mixed Arms 0500275281 Loan Paid in Full (1) 6.375% 360 9 G5B-Mixed Arms 0500275374 Loan Paid in Full 0 7.250% 360 9 G5B-Mixed Arms 0500277583 Loan Paid in Full 0 7.000% 360 11 G5B-Mixed Arms 0500279086 Loan Paid in Full 0 7.750% 360 9 G5B-Mixed Arms 0500279874 Loan Paid in Full 0 7.625% 360 9 G5B-Mixed Arms 0500280981 Loan Paid in Full 0 6.375% 360 9 G5B-Mixed Arms 0500283144 Loan Paid in Full 0 7.125% 360 9 G5B-Mixed Arms 0500283181 Loan Paid in Full 0 6.500% 360 8 G5B-Mixed Arms 0500283476 Loan Paid in Full 0 6.125% 360 9 G5B-Mixed Arms 0500283891 Loan Paid in Full 0 6.250% 360 8 G5B-Mixed Arms 0500284081 Loan Paid in Full 0 6.750% 360 8 G5B-Mixed Arms 0500284441 Loan Paid in Full 0 6.875% 360 8 G5B-Mixed Arms 0500284656 Loan Paid in Full 0 6.500% 360 8 G5B-Mixed Arms 0500285526 Loan Paid in Full 0 5.875% 360 8 G5B-Mixed Arms 0500286177 Loan Paid in Full 0 6.375% 360 9 G5B-Mixed Arms 0500286472 Loan Paid in Full 0 7.375% 360 8 G5B-Mixed Arms 0500290023 Loan Paid in Full (1) 5.875% 360 8 G5B-Mixed Arms 0500290230 Loan Paid in Full 0 7.500% 360 8 G5B-Mixed Arms 0500290373 Loan Paid in Full 0 6.875% 360 8 G5B-Mixed Arms 0500291433 Loan Paid in Full (1) 6.375% 360 7 G5B-Mixed Arms 0500291545 Loan Paid in Full 0 7.250% 360 8 G5B-Mixed Arms 0500296623 Loan Paid in Full 0 6.625% 360 8 G5B-Mixed Arms 0500297872 Loan Paid in Full 0 6.625% 360 8 G5B-Mixed Arms 0500310438 Loan Paid in Full 0 5.750% 360 7 G5B-Mixed Arms 0500326752 Loan Paid in Full 0 6.625% 360 6 G5B-Mixed Arms 0500331496 Loan Paid in Full 0 7.000% 360 6 G5B-Mixed Arms 0500334554 Loan Paid in Full 0 6.500% 360 6 G5B-Mixed Arms 0700019918 Loan Paid in Full 0 7.500% 360 8 G5B-Mixed Arms 0700044874 Loan Paid in Full 0 7.500% 360 5
Prepayment - Voluntary Prepayments
Summary SMM CPR PSA Current Month 4.117% Current Month 39.621% Current Month 2,283.491% 3 Month Average 3.195% 3 Month Average 32.050% 3 Month Average 2,085.359% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs 12mo Average* PSA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 10.154% N/A Feb-2005 2,651.155% N/A Mar-2005 15.437% N/A Mar-2005 2,669.021% N/A Apr-2005 26.393% N/A Apr-2005 3,510.923% N/A May-2005 20.982% N/A May-2005 2,221.430% N/A Jun-2005 35.990% N/A Jun-2005 3,157.686% N/A Jul-2005 30.340% N/A Jul-2005 2,268.295% N/A Aug-2005 26.190% N/A Aug-2005 1,704.293% N/A Sep-2005 39.621% N/A Sep-2005 2,283.491% N/A *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. G1-Jmb 3/1 Hybd A SMM CPR PSA Current Month 3.902% Current Month 37.978% Current Month 2,240.493% 3 Month Average 2.731% 3 Month Average 27.931% 3 Month Average 1,849.526% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs 12mo Average* PSA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 0.014% N/A Feb-2005 4.861% N/A Mar-2005 33.025% N/A Mar-2005 6,603.995% N/A Apr-2005 19.688% N/A Apr-2005 2,841.180% N/A May-2005 7.976% N/A May-2005 893.865% N/A Jun-2005 25.159% N/A Jun-2005 2,311.137% N/A Jul-2005 22.530% N/A Jul-2005 1,746.737% N/A Aug-2005 23.284% N/A Aug-2005 1,561.348% N/A Sep-2005 37.978% N/A Sep-2005 2,240.493% N/A *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. G2-Jmb 5/1 Hybd A SMM CPR PSA Current Month 1.709% Current Month 18.691% Current Month 1,109.401% 3 Month Average 1.471% 3 Month Average 16.245% 3 Month Average 1,106.684% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs 12mo Average* PSA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 4.067% N/A Feb-2005 1,255.763% N/A Mar-2005 9.919% N/A Mar-2005 1,893.821% N/A Apr-2005 25.827% N/A Apr-2005 3,646.782% N/A May-2005 8.741% N/A May-2005 967.189% N/A Jun-2005 31.136% N/A Jun-2005 2,863.874% N/A Jul-2005 18.024% N/A Jul-2005 1,400.760% N/A Aug-2005 12.020% N/A Aug-2005 809.891% N/A Sep-2005 18.691% N/A Sep-2005 1,109.401% N/A *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. G3-Cnfrm 3/1 Hyb SMM CPR PSA Current Month 3.307% Current Month 33.202% Current Month 1,892.248% 3 Month Average 2.674% 3 Month Average 27.604% 3 Month Average 1,783.291% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs 12mo Average* PSA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 11.754% N/A Feb-2005 3,288.230% N/A Mar-2005 9.865% N/A Mar-2005 1,769.783% N/A Apr-2005 7.476% N/A Apr-2005 987.349% N/A May-2005 21.622% N/A May-2005 2,259.556% N/A Jun-2005 21.795% N/A Jun-2005 1,881.169% N/A Jul-2005 28.666% N/A Jul-2005 2,112.927% N/A Aug-2005 20.945% N/A Aug-2005 1,344.697% N/A Sep-2005 33.202% N/A Sep-2005 1,892.248% N/A *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. G4-Cnfrm 5/1 Hyb SMM CPR PSA Current Month 3.874% Current Month 37.761% Current Month 2,114.454% 3 Month Average 2.278% 3 Month Average 23.511% 3 Month Average 1,440.401% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs 12mo Average* PSA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 1.645% N/A Feb-2005 416.154% N/A Mar-2005 2.803% N/A Mar-2005 470.837% N/A Apr-2005 18.393% N/A Apr-2005 2,312.355% N/A May-2005 9.397% N/A May-2005 943.486% N/A Jun-2005 24.201% N/A Jun-2005 2,026.214% N/A Jul-2005 16.287% N/A Jul-2005 1,168.998% N/A Aug-2005 16.484% N/A Aug-2005 1,037.751% N/A Sep-2005 37.761% N/A Sep-2005 2,114.454% N/A *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. G5A-Cnfrm Mixed SMM CPR PSA Current Month 5.546% Current Month 49.572% Current Month 2,721.950% 3 Month Average 4.820% 3 Month Average 44.568% 3 Month Average 2,741.417% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs 12mo Average* PSA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 17.282% N/A Feb-2005 4,027.098% N/A Mar-2005 14.127% N/A Mar-2005 2,250.508% N/A Apr-2005 32.307% N/A Apr-2005 3,892.082% N/A May-2005 35.642% N/A May-2005 3,477.742% N/A Jun-2005 38.413% N/A Jun-2005 3,128.669% N/A Jul-2005 38.941% N/A Jul-2005 2,727.905% N/A Aug-2005 45.193% N/A Aug-2005 2,774.395% N/A Sep-2005 49.572% N/A Sep-2005 2,721.950% N/A *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. G5B-Mixed Arms SMM CPR PSA Current Month 5.997% Current Month 52.389% Current Month 3,029.378% 3 Month Average 4.745% 3 Month Average 43.796% 3 Month Average 2,874.327% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs 12mo Average* PSA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 18.599% N/A Feb-2005 4,126.152% N/A Mar-2005 19.274% N/A Mar-2005 3,042.976% N/A Apr-2005 35.890% N/A Apr-2005 4,744.063% N/A May-2005 31.813% N/A May-2005 3,388.655% N/A Jun-2005 50.528% N/A Jun-2005 4,449.917% N/A Jul-2005 43.788% N/A Jul-2005 3,293.091% N/A Aug-2005 35.211% N/A Aug-2005 2,300.514% N/A Sep-2005 52.389% N/A Sep-2005 3,029.378% N/A *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 G1-Jmb 3/1 Hybd A 0 0.00 0.00 0.000% G2-Jmb 5/1 Hybd A 0 0.00 0.00 0.000% G3-Cnfrm 3/1 Hyb 0 0.00 0.00 0.000% G4-Cnfrm 5/1 Hyb 0 0.00 0.00 0.000% G5A-Cnfrm Mixed 0 0.00 0.00 0.000% G5B-Mixed Arms 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. Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 0.000% N/A Feb-2005 0.000% N/A Mar-2005 0.000% N/A Mar-2005 0.000% N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.000% N/A May-2005 0.000% N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A Sep-2005 0.000% N/A Sep-2005 0.000% N/A *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. Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 0.000% N/A Feb-2005 0.000% N/A Mar-2005 0.000% N/A Mar-2005 0.000% N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.000% N/A May-2005 0.000% N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A Sep-2005 0.000% N/A Sep-2005 0.000% N/A *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. G1-Jmb 3/1 Hybd A 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. Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 0.000% N/A Feb-2005 0.000% N/A Mar-2005 0.000% N/A Mar-2005 0.000% N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.000% N/A May-2005 0.000% N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A Sep-2005 0.000% N/A Sep-2005 0.000% N/A *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. Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 0.000% N/A Feb-2005 0.000% N/A Mar-2005 0.000% N/A Mar-2005 0.000% N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.000% N/A May-2005 0.000% N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A Sep-2005 0.000% N/A Sep-2005 0.000% N/A *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. G2-Jmb 5/1 Hybd A 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. Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 0.000% N/A Feb-2005 0.000% N/A Mar-2005 0.000% N/A Mar-2005 0.000% N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.000% N/A May-2005 0.000% N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A Sep-2005 0.000% N/A Sep-2005 0.000% N/A *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. Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 0.000% N/A Feb-2005 0.000% N/A Mar-2005 0.000% N/A Mar-2005 0.000% N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.000% N/A May-2005 0.000% N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A Sep-2005 0.000% N/A Sep-2005 0.000% N/A *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. G3-Cnfrm 3/1 Hyb 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. Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 0.000% N/A Feb-2005 0.000% N/A Mar-2005 0.000% N/A Mar-2005 0.000% N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.000% N/A May-2005 0.000% N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A Sep-2005 0.000% N/A Sep-2005 0.000% N/A *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. Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 0.000% N/A Feb-2005 0.000% N/A Mar-2005 0.000% N/A Mar-2005 0.000% N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.000% N/A May-2005 0.000% N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A Sep-2005 0.000% N/A Sep-2005 0.000% N/A *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. G4-Cnfrm 5/1 Hyb 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. Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 0.000% N/A Feb-2005 0.000% N/A Mar-2005 0.000% N/A Mar-2005 0.000% N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.000% N/A May-2005 0.000% N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A Sep-2005 0.000% N/A Sep-2005 0.000% N/A *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. Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 0.000% N/A Feb-2005 0.000% N/A Mar-2005 0.000% N/A Mar-2005 0.000% N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.000% N/A May-2005 0.000% N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A Sep-2005 0.000% N/A Sep-2005 0.000% N/A *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. G5A-Cnfrm Mixed 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. Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 0.000% N/A Feb-2005 0.000% N/A Mar-2005 0.000% N/A Mar-2005 0.000% N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.000% N/A May-2005 0.000% N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A Sep-2005 0.000% N/A Sep-2005 0.000% N/A *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. Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 0.000% N/A Feb-2005 0.000% N/A Mar-2005 0.000% N/A Mar-2005 0.000% N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.000% N/A May-2005 0.000% N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A Sep-2005 0.000% N/A Sep-2005 0.000% N/A *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. G5B-Mixed Arms 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. Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 0.000% N/A Feb-2005 0.000% N/A Mar-2005 0.000% N/A Mar-2005 0.000% N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.000% N/A May-2005 0.000% N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A Sep-2005 0.000% N/A Sep-2005 0.000% N/A *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. Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 0.000% N/A Feb-2005 0.000% N/A Mar-2005 0.000% N/A Mar-2005 0.000% N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.000% N/A May-2005 0.000% N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A Sep-2005 0.000% N/A Sep-2005 0.000% N/A *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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