-----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, NuUMnXnGHddAHT7zlReTMx72AHgaEiJ7fYmidc+SKK9KufdSLU4ixHUk9JWZyqMg svXsAH01vwf07eYUWQwEzw== 0001056404-05-002605.txt : 20050728 0001056404-05-002605.hdr.sgml : 20050728 20050728135447 ACCESSION NUMBER: 0001056404-05-002605 CONFORMED SUBMISSION TYPE: 8-K PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20050725 ITEM INFORMATION: Other Events ITEM INFORMATION: Financial Statements and Exhibits FILED AS OF DATE: 20050728 DATE AS OF CHANGE: 20050728 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CSFB Mortgage-Backed Pass-Through Certificates, Series 2005-2 CENTRAL INDEX KEY: 0001319477 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: 333-120966-06 FILM NUMBER: 05980412 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 csf05002_10507.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): July 25, 2005 CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORPORATION Mortgage-Backed P/T Certificates, Series 2005-2 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-120966-06 Pooling and Servicing Agreement) (Commission 54-2168085 (State or other File Number) 54-2168086 jurisdiction 54-2168087 of Incorporation) 54-2168088 54-2168089 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 July 25, 2005 a distribution was made to holders of CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORPORATION, Mortgage-Backed P/T Certificates, Series 2005-2 Trust. ITEM 9.01 Financial Statements and Exhibits (c) Exhibits Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage-Backed P/T Certificates, Series 2005-2 Trust, relating to the July 25, 2005 distribution. Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized. CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORPORATION Mortgage-Backed P/T Certificates, Series 2005-2 Trust (Registrant) By: Wells Fargo Bank, N.A. as Trust Administrator By: /s/ Beth Belfield as Officer By: Beth Belfield as Officer Date: 7/26/2005 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage-Backed P/T Certificates, Series 2005-2 Trust , relating to the July 25, 2005 distribution. EX-99.1
Credit Suisse First Boston Mortgage Securities Corp. Mortgage-Backed P/T Certificates Record Date: 6/30/2005 Distribution Date: 7/25/2005 Credit Suisse First Boston Mortgage Securities Corp. Mortgage-Backed P/T Certificates Series 2005-2 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 1A1 225458ES3 SEN 5.00000% 1,902,767.31 7,921.04 1A2 225458ET1 SEN 5.25000% 17,863,005.38 78,080.06 1A3 225458EU8 SEN 5.25000% 0.00 396.05 1A4 225458EV6 SEN 5.25000% 13,000,000.00 56,823.63 1A5 225458EW4 SEN 5.25000% 97,011,806.21 424,043.29 1A6 225458EX2 SEN 5.25000% 19,894,527.85 86,959.94 1A7 225458EY0 SEN 5.25000% 33,723,693.66 147,407.89 1A8 225458EZ7 SEN 5.25000% 1,007,500.00 4,403.83 1A9 225458FA1 SEN 5.25000% 7,914,072.62 34,592.79 1A10 225458FB9 SEN 5.25000% 646,572.15 2,826.20 2A1 225458FC7 SEN 5.50000% 13,080,143.27 59,950.66 2A2 225458FD5 SEN 5.50000% 4,260,000.00 19,525.00 3A1 225458FE3 SEN 5.00000% 37,549,730.37 156,457.21 3A2 225458FW3 SEN 5.00000% 1,220,643.49 5,086.01 4A1 225458FF0 SEN 5.25000% 36,870,026.70 161,306.37 4A2 225458FG8 SEN 5.25000% 9,847,482.50 43,082.74 4A3 225458FH6 SEN 5.25000% 492,374.12 2,154.14 5A1 225458FJ2 SEN 6.00000% 65,457,255.49 327,286.28 5A2 225458FK9 SEN 5.75000% 1,500,000.00 7,187.50 5A3 225458FL7 SEN 6.25000% 1,500,000.00 7,812.50 5A4 225458FM5 SEN 6.00000% 14,000,000.00 70,000.00 5A5 225458FN3 SEN 6.00000% 2,219,000.00 11,095.00 5A6 225458FP8 SEN 6.00000% 5,219,000.00 26,095.00 5A7 225458FQ6 SEN 6.00000% 1,000,000.00 5,000.00 6A1 225458FR4 SEN 5.75000% 45,870,580.65 219,796.53 1X 225458FS2 SEN 5.25000% 0.00 46,154.13 CX 225458FT0 SEN 5.00000% 0.00 6,800.89 DX 225458FU7 SEN 6.00000% 0.00 26,823.80 AP 225458FV5 SEN 0.00000% 1,534,262.05 0.00 CB1 225458FX1 SUB 5.21571% 4,450,846.83 19,332.23 CB2 225458FY9 SUB 5.21571% 1,483,614.61 6,444.07 CB3 225458FZ6 SUB 5.21571% 741,806.81 3,222.03 CB4 225458GJ1 SUB 5.21571% 741,806.81 3,222.03 CB5 225458GK8 SUB 5.21571% 445,084.48 1,933.22 CB6 225458GL6 SUB 5.21571% 297,026.79 1,290.13 DB1 225458GA0 SUB 5.87179% 5,107,584.22 24,992.22 DB2 225458GB8 SUB 5.87179% 1,761,234.91 8,618.00 DB3 225458GC6 SUB 5.87179% 1,232,864.44 6,032.60 DB4 225458GF9 SUB 5.87179% 1,056,740.94 5,170.80 DB5 225458GG7 SUB 5.87179% 1,144,802.19 5,601.70 DB6 225458GH5 SUB 5.87179% 264,556.89 1,294.52 AR 225458GD4 RES 5.25000% 0.00 0.00 AR-L 225458GE2 RES 5.25000% 0.00 0.00 Totals 453,312,413.74 2,132,222.03
Certificateholder Distribution Summary (continued) Current Ending Cumulative Principal Realized Certificate Total Realized Class Distribution Loss Balance Distribution Losses 1A1 22,875.84 0.00 1,879,891.46 30,796.88 0.00 1A2 34,592.79 0.00 17,828,412.59 112,672.85 0.00 1A3 0.00 0.00 0.00 396.05 0.00 1A4 0.00 0.00 13,000,000.00 56,823.63 0.00 1A5 1,166,315.43 0.00 95,845,490.78 1,590,358.72 0.00 1A6 26,368.04 0.00 19,868,159.81 113,327.98 0.00 1A7 524,712.97 0.00 33,198,980.69 672,120.86 0.00 1A8 0.00 0.00 1,007,500.00 4,403.83 0.00 1A9 (34,592.79) 0.00 7,948,665.41 0.00 0.00 1A10 856.96 0.00 645,715.19 3,683.16 0.00 2A1 43,691.55 0.00 13,036,451.72 103,642.21 0.00 2A2 0.00 0.00 4,260,000.00 19,525.00 0.00 3A1 1,102,180.15 0.00 36,447,550.22 1,258,637.36 0.00 3A2 35,828.99 0.00 1,184,814.49 40,915.00 0.00 4A1 522,911.70 0.00 36,347,115.00 684,218.07 0.00 4A2 39,176.82 0.00 9,808,305.68 82,259.56 0.00 4A3 1,958.84 0.00 490,415.28 4,112.98 0.00 5A1 3,690,622.51 0.00 61,766,632.98 4,017,908.79 0.00 5A2 0.00 0.00 1,500,000.00 7,187.50 0.00 5A3 0.00 0.00 1,500,000.00 7,812.50 0.00 5A4 0.00 0.00 14,000,000.00 70,000.00 0.00 5A5 0.00 0.00 2,219,000.00 11,095.00 0.00 5A6 0.00 0.00 5,219,000.00 26,095.00 0.00 5A7 0.00 0.00 1,000,000.00 5,000.00 0.00 6A1 793,187.27 0.00 45,077,393.38 1,012,983.80 0.00 1X 0.00 0.00 0.00 46,154.13 0.00 CX 0.00 0.00 0.00 6,800.89 0.00 DX 0.00 0.00 0.00 26,823.80 0.00 AP 6,316.40 0.00 1,527,945.65 6,316.40 0.00 CB1 8,681.02 0.00 4,442,165.82 28,013.25 0.00 CB2 2,893.67 0.00 1,480,720.94 9,337.74 0.00 CB3 1,446.83 0.00 740,359.98 4,668.86 0.00 CB4 1,446.83 0.00 740,359.98 4,668.86 0.00 CB5 868.10 0.00 444,216.38 2,801.32 0.00 CB6 493.87 0.00 296,532.92 1,784.00 0.00 DB1 4,115.07 0.00 5,103,469.15 29,107.29 0.00 DB2 1,418.99 0.00 1,759,815.92 10,036.99 0.00 DB3 993.29 0.00 1,231,871.14 7,025.89 0.00 DB4 851.39 0.00 1,055,889.55 6,022.19 0.00 DB5 922.34 0.00 1,143,879.85 6,524.04 0.00 DB6 89.28 0.00 264,467.61 1,383.80 0.00 AR 0.00 0.00 0.00 0.00 0.00 AR-L 0.00 0.00 0.00 0.00 0.00 Totals 8,001,224.15 0.00 445,311,189.57 10,133,446.18 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) 1A1 2,000,000.00 1,902,767.31 2,649.79 20,226.05 0.00 0.00 1A2 18,000,000.00 17,863,005.38 4,007.01 30,585.78 0.00 0.00 1A3 0.00 0.00 0.00 0.00 0.00 0.00 1A4 13,000,000.00 13,000,000.00 0.00 0.00 0.00 0.00 1A5 101,969,175.00 97,011,806.21 135,098.66 1,031,216.77 0.00 0.00 1A6 20,000,000.00 19,894,527.85 3,054.31 23,313.73 0.00 0.00 1A7 35,960,780.00 33,723,693.66 60,779.46 463,933.51 0.00 0.00 1A8 1,007,500.00 1,007,500.00 0.00 0.00 0.00 0.00 1A9 7,777,078.00 7,914,072.62 0.00 0.00 (34,592.79) 0.00 1A10 650,000.00 646,572.15 99.27 757.70 0.00 0.00 2A1 14,618,022.00 13,080,143.27 41,243.98 2,447.56 0.00 0.00 2A2 4,260,000.00 4,260,000.00 0.00 0.00 0.00 0.00 3A1 38,179,000.00 37,549,730.37 151,383.99 950,796.16 0.00 0.00 3A2 1,241,100.00 1,220,643.49 4,921.10 30,907.90 0.00 0.00 4A1 39,235,017.00 36,870,026.70 174,120.42 348,791.28 0.00 0.00 4A2 10,000,000.00 9,847,482.50 13,045.19 26,131.63 0.00 0.00 4A3 500,000.00 492,374.12 652.26 1,306.58 0.00 0.00 5A1 74,375,711.00 65,457,255.49 80,875.53 3,609,746.97 0.00 0.00 5A2 1,500,000.00 1,500,000.00 0.00 0.00 0.00 0.00 5A3 1,500,000.00 1,500,000.00 0.00 0.00 0.00 0.00 5A4 14,000,000.00 14,000,000.00 0.00 0.00 0.00 0.00 5A5 2,219,000.00 2,219,000.00 0.00 0.00 0.00 0.00 5A6 5,219,000.00 5,219,000.00 0.00 0.00 0.00 0.00 5A7 1,000,000.00 1,000,000.00 0.00 0.00 0.00 0.00 6A1 47,087,724.00 45,870,580.65 0.00 793,187.27 0.00 0.00 1X 0.00 0.00 0.00 0.00 0.00 0.00 CX 0.00 0.00 0.00 0.00 0.00 0.00 DX 0.00 0.00 0.00 0.00 0.00 0.00 AP 1,557,216.50 1,534,262.05 4,621.09 1,695.31 0.00 0.00 CB1 4,484,952.00 4,450,846.83 8,681.02 0.00 0.00 0.00 CB2 1,494,983.00 1,483,614.61 2,893.67 0.00 0.00 0.00 CB3 747,491.00 741,806.81 1,446.83 0.00 0.00 0.00 CB4 747,491.00 741,806.81 1,446.83 0.00 0.00 0.00 CB5 448,495.00 445,084.48 868.10 0.00 0.00 0.00 CB6 298,999.00 297,026.79 493.87 0.00 0.00 0.00 DB1 5,123,810.00 5,107,584.22 4,115.07 0.00 0.00 0.00 DB2 1,766,830.00 1,761,234.91 1,418.99 0.00 0.00 0.00 DB3 1,236,781.00 1,232,864.44 993.29 0.00 0.00 0.00 DB4 1,060,098.00 1,056,740.94 851.39 0.00 0.00 0.00 DB5 1,148,439.00 1,144,802.19 922.34 0.00 0.00 0.00 DB6 265,027.00 264,556.89 89.28 0.00 0.00 0.00 AR 50.00 0.00 0.00 0.00 0.00 0.00 AR-L 50.00 0.00 0.00 0.00 0.00 0.00 Totals 475,679,819.50 453,312,413.74 700,772.74 7,335,044.20 (34,592.79) 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 1A1 22,875.84 1,879,891.46 0.93994573 22,875.84 1A2 34,592.79 17,828,412.59 0.99046737 34,592.79 1A3 0.00 0.00 0.00000000 0.00 1A4 0.00 13,000,000.00 1.00000000 0.00 1A5 1,166,315.43 95,845,490.78 0.93994573 1,166,315.43 1A6 26,368.04 19,868,159.81 0.99340799 26,368.04 1A7 524,712.97 33,198,980.69 0.92319968 524,712.97 1A8 0.00 1,007,500.00 1.00000000 0.00 1A9 (34,592.79) 7,948,665.41 1.02206322 (34,592.79) 1A10 856.96 645,715.19 0.99340798 856.96 2A1 43,691.55 13,036,451.72 0.89180682 43,691.55 2A2 0.00 4,260,000.00 1.00000000 0.00 3A1 1,102,180.15 36,447,550.22 0.95464916 1,102,180.15 3A2 35,828.99 1,184,814.49 0.95464869 35,828.99 4A1 522,911.70 36,347,115.00 0.92639478 522,911.70 4A2 39,176.82 9,808,305.68 0.98083057 39,176.82 4A3 1,958.84 490,415.28 0.98083056 1,958.84 5A1 3,690,622.51 61,766,632.98 0.83046780 3,690,622.51 5A2 0.00 1,500,000.00 1.00000000 0.00 5A3 0.00 1,500,000.00 1.00000000 0.00 5A4 0.00 14,000,000.00 1.00000000 0.00 5A5 0.00 2,219,000.00 1.00000000 0.00 5A6 0.00 5,219,000.00 1.00000000 0.00 5A7 0.00 1,000,000.00 1.00000000 0.00 6A1 793,187.27 45,077,393.38 0.95730669 793,187.27 1X 0.00 0.00 0.00000000 0.00 CX 0.00 0.00 0.00000000 0.00 DX 0.00 0.00 0.00000000 0.00 AP 6,316.40 1,527,945.65 0.98120310 6,316.40 CB1 8,681.02 4,442,165.82 0.99046006 8,681.02 CB2 2,893.67 1,480,720.94 0.99046005 2,893.67 CB3 1,446.83 740,359.98 0.99046006 1,446.83 CB4 1,446.83 740,359.98 0.99046006 1,446.83 CB5 868.10 444,216.38 0.99046005 868.10 CB6 493.87 296,532.92 0.99175221 493.87 DB1 4,115.07 5,103,469.15 0.99603013 4,115.07 DB2 1,418.99 1,759,815.92 0.99603013 1,418.99 DB3 993.29 1,231,871.14 0.99603013 993.29 DB4 851.39 1,055,889.55 0.99603013 851.39 DB5 922.34 1,143,879.85 0.99603013 922.34 DB6 89.28 264,467.61 0.99788931 89.28 AR 0.00 0.00 0.00000000 0.00 AR-L 0.00 0.00 0.00000000 0.00 Totals 8,001,224.15 445,311,189.57 0.93615741 8,001,224.15
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion 1A1 2,000,000.00 951.38365500 1.32489500 10.11302500 0.00000000 1A2 18,000,000.00 992.38918778 0.22261167 1.69921000 0.00000000 1A3 0.00 0.00000000 0.00000000 0.00000000 0.00000000 1A4 13,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1A5 101,969,175.00 951.38365305 1.32489706 10.11302455 0.00000000 1A6 20,000,000.00 994.72639250 0.15271550 1.16568650 0.00000000 1A7 35,960,780.00 937.79093946 1.69015967 12.90109697 0.00000000 1A8 1,007,500.00 1000.00000000 0.00000000 0.00000000 0.00000000 1A9 7,777,078.00 1017.61517886 0.00000000 0.00000000 (4.44804463) 1A10 650,000.00 994.72638462 0.15272308 1.16569231 0.00000000 2A1 14,618,022.00 894.79570287 2.82144739 0.16743442 0.00000000 2A2 4,260,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 3A1 38,179,000.00 983.51791220 3.96511145 24.90364232 0.00000000 3A2 1,241,100.00 983.51743615 3.96511159 24.90363387 0.00000000 4A1 39,235,017.00 939.72246017 4.43788313 8.88979556 0.00000000 4A2 10,000,000.00 984.74825000 1.30451900 2.61316300 0.00000000 4A3 500,000.00 984.74824000 1.30452000 2.61316000 0.00000000 5A1 74,375,711.00 880.08913945 1.08739169 48.53394907 0.00000000 5A2 1,500,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 5A3 1,500,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 5A4 14,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 5A5 2,219,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 5A6 5,219,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 5A7 1,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 6A1 47,087,724.00 974.15157823 0.00000000 16.84488445 0.00000000 1X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 CX 0.00 0.00000000 0.00000000 0.00000000 0.00000000 DX 0.00 0.00000000 0.00000000 0.00000000 0.00000000 AP 1,557,216.50 985.25930723 2.96753213 1.08867971 0.00000000 CB1 4,484,952.00 992.39564437 1.93558816 0.00000000 0.00000000 CB2 1,494,983.00 992.39563928 1.93558723 0.00000000 0.00000000 CB3 747,491.00 992.39564088 1.93558183 0.00000000 0.00000000 CB4 747,491.00 992.39564088 1.93558183 0.00000000 0.00000000 CB5 448,495.00 992.39563429 1.93558457 0.00000000 0.00000000 CB6 298,999.00 993.40395787 1.65174465 0.00000000 0.00000000 DB1 5,123,810.00 996.83325884 0.80312697 0.00000000 0.00000000 DB2 1,766,830.00 996.83326070 0.80312764 0.00000000 0.00000000 DB3 1,236,781.00 996.83326312 0.80312521 0.00000000 0.00000000 DB4 1,060,098.00 996.83325504 0.80312386 0.00000000 0.00000000 DB5 1,148,439.00 996.83325801 0.80312494 0.00000000 0.00000000 DB6 265,027.00 998.22618073 0.33687134 0.00000000 0.00000000 AR 50.00 0.00000000 0.00000000 0.00000000 0.00000000 AR-L 50.00 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 1A1 0.00000000 11.43792000 939.94573000 0.93994573 11.43792000 1A2 0.00000000 1.92182167 990.46736611 0.99046737 1.92182167 1A3 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1A4 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 1A5 0.00000000 11.43792161 939.94573144 0.93994573 11.43792161 1A6 0.00000000 1.31840200 993.40799050 0.99340799 1.31840200 1A7 0.00000000 14.59125664 923.19968282 0.92319968 14.59125664 1A8 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 1A9 0.00000000 (4.44804463) 1,022.06322349 1.02206322 (4.44804463) 1A10 0.00000000 1.31840000 993.40798462 0.99340798 1.31840000 2A1 0.00000000 2.98888249 891.80682038 0.89180682 2.98888249 2A2 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 3A1 0.00000000 28.86875377 954.64915844 0.95464916 28.86875377 3A2 0.00000000 28.86873741 954.64869068 0.95464869 28.86873741 4A1 0.00000000 13.32767869 926.39478148 0.92639478 13.32767869 4A2 0.00000000 3.91768200 980.83056800 0.98083057 3.91768200 4A3 0.00000000 3.91768000 980.83056000 0.98083056 3.91768000 5A1 0.00000000 49.62134090 830.46779855 0.83046780 49.62134090 5A2 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 5A3 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 5A4 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 5A5 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 5A6 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 5A7 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 6A1 0.00000000 16.84488445 957.30669378 0.95730669 16.84488445 1X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 CX 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 DX 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AP 0.00000000 4.05621184 981.20309539 0.98120310 4.05621184 CB1 0.00000000 1.93558816 990.46005844 0.99046006 1.93558816 CB2 0.00000000 1.93558723 990.46005205 0.99046005 1.93558723 CB3 0.00000000 1.93558183 990.46005905 0.99046006 1.93558183 CB4 0.00000000 1.93558183 990.46005905 0.99046006 1.93558183 CB5 0.00000000 1.93558457 990.46004972 0.99046005 1.93558457 CB6 0.00000000 1.65174465 991.75221322 0.99175221 1.65174465 DB1 0.00000000 0.80312697 996.03013187 0.99603013 0.80312697 DB2 0.00000000 0.80312764 996.03013306 0.99603013 0.80312764 DB3 0.00000000 0.80312521 996.03012983 0.99603013 0.80312521 DB4 0.00000000 0.80312386 996.03013118 0.99603013 0.80312386 DB5 0.00000000 0.80312494 996.03013308 0.99603013 0.80312494 DB6 0.00000000 0.33687134 997.88930939 0.99788931 0.33687134 AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR-L 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 1A1 2,000,000.00 5.00000% 1,902,767.31 7,928.20 0.00 0.00 1A2 18,000,000.00 5.25000% 17,863,005.38 78,150.65 0.00 0.00 1A3 0.00 5.25000% 90,607.88 396.41 0.00 0.00 1A4 13,000,000.00 5.25000% 13,000,000.00 56,875.00 0.00 0.00 1A5 101,969,175.00 5.25000% 97,011,806.21 424,426.65 0.00 0.00 1A6 20,000,000.00 5.25000% 19,894,527.85 87,038.56 0.00 0.00 1A7 35,960,780.00 5.25000% 33,723,693.66 147,541.16 0.00 0.00 1A8 1,007,500.00 5.25000% 1,007,500.00 4,407.81 0.00 0.00 1A9 7,777,078.00 5.25000% 7,914,072.62 34,624.07 0.00 0.00 1A10 650,000.00 5.25000% 646,572.15 2,828.75 0.00 0.00 2A1 14,618,022.00 5.50000% 13,080,143.27 59,950.66 0.00 0.00 2A2 4,260,000.00 5.50000% 4,260,000.00 19,525.00 0.00 0.00 3A1 38,179,000.00 5.00000% 37,549,730.37 156,457.21 0.00 0.00 3A2 1,241,100.00 5.00000% 1,220,643.49 5,086.01 0.00 0.00 4A1 39,235,017.00 5.25000% 36,870,026.70 161,306.37 0.00 0.00 4A2 10,000,000.00 5.25000% 9,847,482.50 43,082.74 0.00 0.00 4A3 500,000.00 5.25000% 492,374.12 2,154.14 0.00 0.00 5A1 74,375,711.00 6.00000% 65,457,255.49 327,286.28 0.00 0.00 5A2 1,500,000.00 5.75000% 1,500,000.00 7,187.50 0.00 0.00 5A3 1,500,000.00 6.25000% 1,500,000.00 7,812.50 0.00 0.00 5A4 14,000,000.00 6.00000% 14,000,000.00 70,000.00 0.00 0.00 5A5 2,219,000.00 6.00000% 2,219,000.00 11,095.00 0.00 0.00 5A6 5,219,000.00 6.00000% 5,219,000.00 26,095.00 0.00 0.00 5A7 1,000,000.00 6.00000% 1,000,000.00 5,000.00 0.00 0.00 6A1 47,087,724.00 5.75000% 45,870,580.65 219,796.53 0.00 0.00 1X 0.00 5.25000% 10,559,053.97 46,195.86 0.00 0.00 CX 0.00 5.00000% 1,632,212.66 6,800.89 0.00 0.00 DX 0.00 6.00000% 5,364,759.02 26,823.80 0.00 0.00 AP 1,557,216.50 0.00000% 1,534,262.05 0.00 0.00 0.00 CB1 4,484,952.00 5.21571% 4,450,846.83 19,345.29 0.00 0.00 CB2 1,494,983.00 5.21571% 1,483,614.61 6,448.42 0.00 0.00 CB3 747,491.00 5.21571% 741,806.81 3,224.21 0.00 0.00 CB4 747,491.00 5.21571% 741,806.81 3,224.21 0.00 0.00 CB5 448,495.00 5.21571% 445,084.48 1,934.53 0.00 0.00 CB6 298,999.00 5.21571% 297,026.79 1,291.01 0.00 0.00 DB1 5,123,810.00 5.87179% 5,107,584.22 24,992.22 0.00 0.00 DB2 1,766,830.00 5.87179% 1,761,234.91 8,618.00 0.00 0.00 DB3 1,236,781.00 5.87179% 1,232,864.44 6,032.60 0.00 0.00 DB4 1,060,098.00 5.87179% 1,056,740.94 5,170.80 0.00 0.00 DB5 1,148,439.00 5.87179% 1,144,802.19 5,601.70 0.00 0.00 DB6 265,027.00 5.87179% 264,556.89 1,294.52 0.00 0.00 AR 50.00 5.25000% 0.00 0.00 0.00 0.00 AR-L 50.00 5.25000% 0.00 0.00 0.00 0.00 Totals 475,679,819.50 2,133,050.26 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 1A1 7.16 0.00 7,921.04 0.00 1,879,891.46 1A2 70.59 0.00 78,080.06 0.00 17,828,412.59 1A3 0.36 0.00 396.05 0.00 89,518.55 1A4 51.37 0.00 56,823.63 0.00 13,000,000.00 1A5 383.37 0.00 424,043.29 0.00 95,845,490.78 1A6 78.62 0.00 86,959.94 0.00 19,868,159.81 1A7 133.27 0.00 147,407.89 0.00 33,198,980.69 1A8 3.98 0.00 4,403.83 0.00 1,007,500.00 1A9 31.27 0.00 34,592.79 0.00 7,948,665.41 1A10 2.56 0.00 2,826.20 0.00 645,715.19 2A1 0.00 0.00 59,950.66 0.00 13,036,451.72 2A2 0.00 0.00 19,525.00 0.00 4,260,000.00 3A1 0.00 0.00 156,457.21 0.00 36,447,550.22 3A2 0.00 0.00 5,086.01 0.00 1,184,814.49 4A1 0.00 0.00 161,306.37 0.00 36,347,115.00 4A2 0.00 0.00 43,082.74 0.00 9,808,305.68 4A3 0.00 0.00 2,154.14 0.00 490,415.28 5A1 0.00 0.00 327,286.28 0.00 61,766,632.98 5A2 0.00 0.00 7,187.50 0.00 1,500,000.00 5A3 0.00 0.00 7,812.50 0.00 1,500,000.00 5A4 0.00 0.00 70,000.00 0.00 14,000,000.00 5A5 0.00 0.00 11,095.00 0.00 2,219,000.00 5A6 0.00 0.00 26,095.00 0.00 5,219,000.00 5A7 0.00 0.00 5,000.00 0.00 1,000,000.00 6A1 0.00 0.00 219,796.53 0.00 45,077,393.38 1X 41.73 0.00 46,154.13 0.00 10,483,674.38 CX 0.00 0.00 6,800.89 0.00 1,593,465.56 DX 0.00 0.00 26,823.80 0.00 5,222,827.80 AP 0.00 0.00 0.00 0.00 1,527,945.65 CB1 13.05 0.00 19,332.23 0.00 4,442,165.82 CB2 4.35 0.00 6,444.07 0.00 1,480,720.94 CB3 2.18 0.00 3,222.03 0.00 740,359.98 CB4 2.18 0.00 3,222.03 0.00 740,359.98 CB5 1.31 0.00 1,933.22 0.00 444,216.38 CB6 0.87 0.00 1,290.13 0.00 296,532.92 DB1 0.00 0.00 24,992.22 0.00 5,103,469.15 DB2 0.00 0.00 8,618.00 0.00 1,759,815.92 DB3 0.00 0.00 6,032.60 0.00 1,231,871.14 DB4 0.00 0.00 5,170.80 0.00 1,055,889.55 DB5 0.00 0.00 5,601.70 0.00 1,143,879.85 DB6 0.00 0.00 1,294.52 0.00 264,467.61 AR 0.00 0.00 0.00 0.00 0.00 AR-L 0.00 0.00 0.00 0.00 0.00 Totals 828.22 0.00 2,132,222.03 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 1A1 2,000,000.00 5.00000% 951.38365500 3.96410000 0.00000000 0.00000000 1A2 18,000,000.00 5.25000% 992.38918778 4.34170278 0.00000000 0.00000000 1A3 0.00 5.25000% 951.38369138 4.16230916 0.00000000 0.00000000 1A4 13,000,000.00 5.25000% 1000.00000000 4.37500000 0.00000000 0.00000000 1A5 101,969,175.00 5.25000% 951.38365305 4.16230346 0.00000000 0.00000000 1A6 20,000,000.00 5.25000% 994.72639250 4.35192800 0.00000000 0.00000000 1A7 35,960,780.00 5.25000% 937.79093946 4.10283537 0.00000000 0.00000000 1A8 1,007,500.00 5.25000% 1000.00000000 4.37499752 0.00000000 0.00000000 1A9 7,777,078.00 5.25000% 1017.61517886 4.45206670 0.00000000 0.00000000 1A10 650,000.00 5.25000% 994.72638462 4.35192308 0.00000000 0.00000000 2A1 14,618,022.00 5.50000% 894.79570287 4.10114720 0.00000000 0.00000000 2A2 4,260,000.00 5.50000% 1000.00000000 4.58333333 0.00000000 0.00000000 3A1 38,179,000.00 5.00000% 983.51791220 4.09799130 0.00000000 0.00000000 3A2 1,241,100.00 5.00000% 983.51743615 4.09798566 0.00000000 0.00000000 4A1 39,235,017.00 5.25000% 939.72246017 4.11128584 0.00000000 0.00000000 4A2 10,000,000.00 5.25000% 984.74825000 4.30827400 0.00000000 0.00000000 4A3 500,000.00 5.25000% 984.74824000 4.30828000 0.00000000 0.00000000 5A1 74,375,711.00 6.00000% 880.08913945 4.40044573 0.00000000 0.00000000 5A2 1,500,000.00 5.75000% 1000.00000000 4.79166667 0.00000000 0.00000000 5A3 1,500,000.00 6.25000% 1000.00000000 5.20833333 0.00000000 0.00000000 5A4 14,000,000.00 6.00000% 1000.00000000 5.00000000 0.00000000 0.00000000 5A5 2,219,000.00 6.00000% 1000.00000000 5.00000000 0.00000000 0.00000000 5A6 5,219,000.00 6.00000% 1000.00000000 5.00000000 0.00000000 0.00000000 5A7 1,000,000.00 6.00000% 1000.00000000 5.00000000 0.00000000 0.00000000 6A1 47,087,724.00 5.75000% 974.15157823 4.66780960 0.00000000 0.00000000 1X 0.00 5.25000% 962.28697508 4.21000541 0.00000000 0.00000000 CX 0.00 5.00000% 957.39047717 3.98912929 0.00000000 0.00000000 DX 0.00 6.00000% 938.26099478 4.69130583 0.00000000 0.00000000 AP 1,557,216.50 0.00000% 985.25930723 0.00000000 0.00000000 0.00000000 CB1 4,484,952.00 5.21571% 992.39564437 4.31337727 0.00000000 0.00000000 CB2 1,494,983.00 5.21571% 992.39563928 4.31337346 0.00000000 0.00000000 CB3 747,491.00 5.21571% 992.39564088 4.31337635 0.00000000 0.00000000 CB4 747,491.00 5.21571% 992.39564088 4.31337635 0.00000000 0.00000000 CB5 448,495.00 5.21571% 992.39563429 4.31338142 0.00000000 0.00000000 CB6 298,999.00 5.21571% 993.40395787 4.31777364 0.00000000 0.00000000 DB1 5,123,810.00 5.87179% 996.83325884 4.87766330 0.00000000 0.00000000 DB2 1,766,830.00 5.87179% 996.83326070 4.87766225 0.00000000 0.00000000 DB3 1,236,781.00 5.87179% 996.83326312 4.87766225 0.00000000 0.00000000 DB4 1,060,098.00 5.87179% 996.83325504 4.87766225 0.00000000 0.00000000 DB5 1,148,439.00 5.87179% 996.83325801 4.87766438 0.00000000 0.00000000 DB6 265,027.00 5.87179% 998.22618073 4.88448347 0.00000000 0.00000000 AR 50.00 5.25000% 0.00000000 0.00000000 0.00000000 0.00000000 AR-L 50.00 5.25000% 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 1A1 0.00358000 0.00000000 3.96052000 0.00000000 939.94573000 1A2 0.00392167 0.00000000 4.33778111 0.00000000 990.46736611 1A3 0.00378000 0.00000000 4.15852916 0.00000000 939.94571495 1A4 0.00395154 0.00000000 4.37104846 0.00000000 1000.00000000 1A5 0.00375967 0.00000000 4.15854389 0.00000000 939.94573144 1A6 0.00393100 0.00000000 4.34799700 0.00000000 993.40799050 1A7 0.00370598 0.00000000 4.09912938 0.00000000 923.19968282 1A8 0.00395037 0.00000000 4.37104715 0.00000000 1000.00000000 1A9 0.00402079 0.00000000 4.44804463 0.00000000 1022.06322349 1A10 0.00393846 0.00000000 4.34800000 0.00000000 993.40798462 2A1 0.00000000 0.00000000 4.10114720 0.00000000 891.80682038 2A2 0.00000000 0.00000000 4.58333333 0.00000000 1000.00000000 3A1 0.00000000 0.00000000 4.09799130 0.00000000 954.64915844 3A2 0.00000000 0.00000000 4.09798566 0.00000000 954.64869068 4A1 0.00000000 0.00000000 4.11128584 0.00000000 926.39478148 4A2 0.00000000 0.00000000 4.30827400 0.00000000 980.83056800 4A3 0.00000000 0.00000000 4.30828000 0.00000000 980.83056000 5A1 0.00000000 0.00000000 4.40044573 0.00000000 830.46779855 5A2 0.00000000 0.00000000 4.79166667 0.00000000 1000.00000000 5A3 0.00000000 0.00000000 5.20833333 0.00000000 1000.00000000 5A4 0.00000000 0.00000000 5.00000000 0.00000000 1000.00000000 5A5 0.00000000 0.00000000 5.00000000 0.00000000 1000.00000000 5A6 0.00000000 0.00000000 5.00000000 0.00000000 1000.00000000 5A7 0.00000000 0.00000000 5.00000000 0.00000000 1000.00000000 6A1 0.00000000 0.00000000 4.66780960 0.00000000 957.30669378 1X 0.00380301 0.00000000 4.20620240 0.00000000 955.41734473 CX 0.00000000 0.00000000 3.98912929 0.00000000 934.66298248 DX 0.00000000 0.00000000 4.69130583 0.00000000 913.43815984 AP 0.00000000 0.00000000 0.00000000 0.00000000 981.20309539 CB1 0.00290973 0.00000000 4.31046531 0.00000000 990.46005844 CB2 0.00290973 0.00000000 4.31046373 0.00000000 990.46005205 CB3 0.00291642 0.00000000 4.31045993 0.00000000 990.46005905 CB4 0.00291642 0.00000000 4.31045993 0.00000000 990.46005905 CB5 0.00292088 0.00000000 4.31046054 0.00000000 990.46004972 CB6 0.00290971 0.00000000 4.31483048 0.00000000 991.75221322 DB1 0.00000000 0.00000000 4.87766330 0.00000000 996.03013187 DB2 0.00000000 0.00000000 4.87766225 0.00000000 996.03013306 DB3 0.00000000 0.00000000 4.87766225 0.00000000 996.03012983 DB4 0.00000000 0.00000000 4.87766225 0.00000000 996.03013118 DB5 0.00000000 0.00000000 4.87766438 0.00000000 996.03013308 DB6 0.00000000 0.00000000 4.88448347 0.00000000 997.88930939 AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR-L 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 10,237,372.56 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 0.00 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 10,237,372.56 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 103,926.38 Payment of Interest and Principal 10,133,446.18 Total Withdrawals (Pool Distribution Amount) 10,237,372.56 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 828.22
SERVICING FEES Gross Servicing Fee 94,439.95 External MS Fee 2,011.52 PMI Fee 129.30 Servicer Fry 5,456.82 Trust Administrator Fee 1,888.79 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 103,926.38
Delinquency Status By Groups
DELINQUENT BANKRUPTCY FORECLOSURE REO Total G1 30Y Conf AltA 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 G2 30Y Conf AltA 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 30Y Conf AltA 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 G4 30Y Conf AltA 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 G5 30Y Conf AltA 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 1 377,856.52 0.00 0.00 0.00 377,856.52 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 1 0 0 0 1 377,856.52 0.00 0.00 0.00 377,856.52 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.526316% 0.000000% 0.000000% 0.000000% 0.526316% 0.403441% 0.000000% 0.000000% 0.000000% 0.403441% 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 0.526316% 0.000000% 0.000000% 0.000000% 0.526316% 0.403441% 0.000000% 0.000000% 0.000000% 0.403441% DELINQUENT BANKRUPTCY FORECLOSURE REO Total G6 30Y Conf AltA 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 1 168,000.00 0.00 0.00 168,000.00 30 Days 1 0 0 0 1 164,000.00 0.00 0.00 0.00 164,000.00 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 1 1 0 0 2 164,000.00 168,000.00 0.00 0.00 332,000.00 0-29 Days 0.404858% 0.000000% 0.000000% 0.404858% 0.348616% 0.000000% 0.000000% 0.348616% 30 Days 0.404858% 0.000000% 0.000000% 0.000000% 0.404858% 0.340315% 0.000000% 0.000000% 0.000000% 0.340315% 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 0.404858% 0.404858% 0.000000% 0.000000% 0.809717% 0.340315% 0.348616% 0.000000% 0.000000% 0.688931%
REO Detail - All Mortgage Loans in REO during Current Period
Summary 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Aug-04 0.000% Original Principal Balance 0.00 Sep-04 0.000% Current Principal Balance 0.00 Oct-04 0.000% Nov-04 0.000% Current REO Total Dec-04 0.000% Loans in REO 0 Jan-05 0.000% Original Principal Balance 0.00 Feb-05 0.000% Current Principal Balance 0.00 Mar-05 0.000% Apr-05 0.000% May-05 0.000% Jun-05 0.000% Jul-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. G1 30Y Conf AltA 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Aug-04 0.000% Original Principal Balance 0.00 Sep-04 0.000% Current Principal Balance 0.00 Oct-04 0.000% Nov-04 0.000% Current REO Total Dec-04 0.000% Loans in REO 0 Jan-05 0.000% Original Principal Balance 0.00 Feb-05 0.000% Current Principal Balance 0.00 Mar-05 0.000% Apr-05 0.000% May-05 0.000% Jun-05 0.000% Jul-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 30Y Conf AltA 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Aug-04 0.000% Original Principal Balance 0.00 Sep-04 0.000% Current Principal Balance 0.00 Oct-04 0.000% Nov-04 0.000% Current REO Total Dec-04 0.000% Loans in REO 0 Jan-05 0.000% Original Principal Balance 0.00 Feb-05 0.000% Current Principal Balance 0.00 Mar-05 0.000% Apr-05 0.000% May-05 0.000% Jun-05 0.000% Jul-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 30Y Conf AltA 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Aug-04 0.000% Original Principal Balance 0.00 Sep-04 0.000% Current Principal Balance 0.00 Oct-04 0.000% Nov-04 0.000% Current REO Total Dec-04 0.000% Loans in REO 0 Jan-05 0.000% Original Principal Balance 0.00 Feb-05 0.000% Current Principal Balance 0.00 Mar-05 0.000% Apr-05 0.000% May-05 0.000% Jun-05 0.000% Jul-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 30Y Conf AltA 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Aug-04 0.000% Original Principal Balance 0.00 Sep-04 0.000% Current Principal Balance 0.00 Oct-04 0.000% Nov-04 0.000% Current REO Total Dec-04 0.000% Loans in REO 0 Jan-05 0.000% Original Principal Balance 0.00 Feb-05 0.000% Current Principal Balance 0.00 Mar-05 0.000% Apr-05 0.000% May-05 0.000% Jun-05 0.000% Jul-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. G5 30Y Conf AltA 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Aug-04 0.000% Original Principal Balance 0.00 Sep-04 0.000% Current Principal Balance 0.00 Oct-04 0.000% Nov-04 0.000% Current REO Total Dec-04 0.000% Loans in REO 0 Jan-05 0.000% Original Principal Balance 0.00 Feb-05 0.000% Current Principal Balance 0.00 Mar-05 0.000% Apr-05 0.000% May-05 0.000% Jun-05 0.000% Jul-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. G6 30Y Conf AltA 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Aug-04 0.000% Original Principal Balance 0.00 Sep-04 0.000% Current Principal Balance 0.00 Oct-04 0.000% Nov-04 0.000% Current REO Total Dec-04 0.000% Loans in REO 0 Jan-05 0.000% Original Principal Balance 0.00 Feb-05 0.000% Current Principal Balance 0.00 Mar-05 0.000% Apr-05 0.000% May-05 0.000% Jun-05 0.000% Jul-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.
REO Loan Detail - All Mortgage Loans in REO during Current Period Month Loan First Original Loan Entered Payment LTV at Principal Group Number REO Date State Origination Balance No REO loans this period.
REO Loan Detail - All Mortgage Loans in REO during Current Period (continued) Current Paid Current Approximate Loan Principal To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest No REO loans this period.
Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period
Summary 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 Aug-04 0.000% Original Principal Balance 0.00 Sep-04 0.000% Current Principal Balance 0.00 Oct-04 0.000% Nov-04 0.000% Current Foreclosure Total Dec-04 0.000% Loans in Foreclosure 0 Jan-05 0.000% Original Principal Balance 0.00 Feb-05 0.000% Current Principal Balance 0.00 Mar-05 0.000% Apr-05 0.000% May-05 0.000% Jun-05 0.000% Jul-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. G1 30Y Conf AltA 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 Aug-04 0.000% Original Principal Balance 0.00 Sep-04 0.000% Current Principal Balance 0.00 Oct-04 0.000% Nov-04 0.000% Current Foreclosure Total Dec-04 0.000% Loans in Foreclosure 0 Jan-05 0.000% Original Principal Balance 0.00 Feb-05 0.000% Current Principal Balance 0.00 Mar-05 0.000% Apr-05 0.000% May-05 0.000% Jun-05 0.000% Jul-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 30Y Conf AltA 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 Aug-04 0.000% Original Principal Balance 0.00 Sep-04 0.000% Current Principal Balance 0.00 Oct-04 0.000% Nov-04 0.000% Current Foreclosure Total Dec-04 0.000% Loans in Foreclosure 0 Jan-05 0.000% Original Principal Balance 0.00 Feb-05 0.000% Current Principal Balance 0.00 Mar-05 0.000% Apr-05 0.000% May-05 0.000% Jun-05 0.000% Jul-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 30Y Conf AltA 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 Aug-04 0.000% Original Principal Balance 0.00 Sep-04 0.000% Current Principal Balance 0.00 Oct-04 0.000% Nov-04 0.000% Current Foreclosure Total Dec-04 0.000% Loans in Foreclosure 0 Jan-05 0.000% Original Principal Balance 0.00 Feb-05 0.000% Current Principal Balance 0.00 Mar-05 0.000% Apr-05 0.000% May-05 0.000% Jun-05 0.000% Jul-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 30Y Conf AltA 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 Aug-04 0.000% Original Principal Balance 0.00 Sep-04 0.000% Current Principal Balance 0.00 Oct-04 0.000% Nov-04 0.000% Current Foreclosure Total Dec-04 0.000% Loans in Foreclosure 0 Jan-05 0.000% Original Principal Balance 0.00 Feb-05 0.000% Current Principal Balance 0.00 Mar-05 0.000% Apr-05 0.000% May-05 0.000% Jun-05 0.000% Jul-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. G5 30Y Conf AltA 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 Aug-04 0.000% Original Principal Balance 0.00 Sep-04 0.000% Current Principal Balance 0.00 Oct-04 0.000% Nov-04 0.000% Current Foreclosure Total Dec-04 0.000% Loans in Foreclosure 0 Jan-05 0.000% Original Principal Balance 0.00 Feb-05 0.000% Current Principal Balance 0.00 Mar-05 0.000% Apr-05 0.000% May-05 0.000% Jun-05 0.000% Jul-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. G6 30Y Conf AltA 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 Aug-04 0.000% Original Principal Balance 0.00 Sep-04 0.000% Current Principal Balance 0.00 Oct-04 0.000% Nov-04 0.000% Current Foreclosure Total Dec-04 0.000% Loans in Foreclosure 0 Jan-05 0.000% Original Principal Balance 0.00 Feb-05 0.000% Current Principal Balance 0.00 Mar-05 0.000% Apr-05 0.000% May-05 0.000% Jun-05 0.000% Jul-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.
Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period Month Loan First Original Loan Entered Payment LTV at Principal Group Number FC Date State Origination Balance No Foreclosure loans this period.
Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period (continued) Current Paid Current Approximate Loan Principal To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest No Foreclosure loans this period.
COLLATERAL STATEMENT Collateral Description Mixed Fixed Weighted Average Gross Coupon 5.921137% Weighted Average Net Coupon 5.671137% Weighted Average Pass-Through Rate 5.646025% Weighted Average Maturity(Stepdown Calculation) 355 Beginning Scheduled Collateral Loan Count 1,045 Number Of Loans Paid In Full 17 Ending Scheduled Collateral Loan Count 1,028 Beginning Scheduled Collateral Balance 453,311,743.00 Ending Scheduled Collateral Balance 445,310,309.51 Ending Actual Collateral Balance at 30-Jun-2005 445,796,270.92 Monthly P&I Constant 2,933,743.64 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Scheduled Principal 696,976.14 Unscheduled Principal 7,304,457.35
Group Level Collateral Statement Group G1 30Y Conf AltA G2 30Y Conf AltA G3 30Y Conf AltA Collateral Description Mixed Fixed Mixed Fixed Mixed Fixed Weighted Average Coupon Rate 5.778935 5.978458 5.225324 Weighted Average Net Rate 5.528935 5.728458 4.975324 Weighted Average Maturity 354 228 174 Beginning Loan Count 387 37 78 Loans Paid In Full 3 0 1 Ending Loan Count 384 37 77 Beginning Scheduled Balance 199,058,905.52 18,697,043.19 40,657,891.54 Ending Scheduled Balance 197,311,140.51 18,650,058.24 39,511,665.98 Record Date 06/30/2005 06/30/2005 06/30/2005 Principal And Interest Constant 1,166,706.10 137,648.34 341,425.92 Scheduled Principal 208,082.41 44,498.77 164,383.72 Unscheduled Principal 1,539,682.60 2,486.18 981,841.84 Scheduled Interest 958,623.69 93,149.57 177,042.20 Servicing Fees 41,470.61 3,895.22 8,470.39 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 829.41 77.90 169.41 FRY Amount 904.20 1,179.61 0.00 Special Hazard Fee 0.00 0.00 0.00 Other Fee 309.82 312.37 228.47 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 915,109.65 87,684.47 168,173.93 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 5.516616 5.627701 4.963580
Group Level Collateral Statement Group G4 30Y Conf AltA G5 30Y Conf AltA G6 30Y Conf AltA Collateral Description Mixed Fixed Mixed Fixed Mixed Fixed Weighted Average Coupon Rate 5.662369 6.439710 6.281574 Weighted Average Net Rate 5.412369 6.189710 6.031574 Weighted Average Maturity 170 353 352 Beginning Loan Count 94 199 250 Loans Paid In Full 1 9 3 Ending Loan Count 93 190 247 Beginning Scheduled Balance 48,624,001.70 97,289,972.18 48,983,928.87 Ending scheduled Balance 48,054,332.51 93,592,559.95 48,190,552.32 Record Date 06/30/2005 06/30/2005 06/30/2005 Principal And Interest Constant 422,879.96 608,669.83 256,413.49 Scheduled Principal 193,440.77 86,570.47 0.00 Unscheduled Principal 376,228.42 3,610,841.76 793,376.55 Scheduled Interest 229,439.19 522,099.36 256,413.49 Servicing Fees 10,130.00 20,268.74 10,204.99 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 202.60 405.37 204.10 FRY Amount 1,202.02 1,562.88 608.11 Special Hazard Fee 0.00 0.00 0.00 Other Fee 505.36 608.95 175.85 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 217,399.21 499,253.42 245,220.44 Realized Loss Amount 0.00 0.00 0.00 Cumulative Realized Loss 0.00 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 0.0000 Prepayment Penalties 0.00 0.00 0.00 Special Servicing Fee 0.00 0.00 0.00 Pass-Through Rate 5.365232 6.157922 6.007369
Group Level Collateral Statement Group Total Collateral Description Mixed Fixed Weighted Average Coupon Rate 5.921137 Weighted Average Net Rate 5.671137 Weighted Average Maturity 355.00 Record Date 06/30/2005 Principal And Interest Constant 2,933,743.64 Beginning Loan Count 1,045 Loans Paid In Full 17 Ending Loan Count 1,028 Beginning Scheduled Balance 453,311,743.00 Ending Scheduled Balance 445,310,309.51 Scheduled Principal 696,976.14 Unscheduled Principal 7,304,457.35 Scheduled Interest 2,236,767.50 Servicing Fee 94,439.95 Master Servicing Fee 0.00 Trustee Fee 1,888.79 Fry Amount 5,456.82 Special Hazard Fee 0.00 Other Fee 2,140.82 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 2,132,841.12 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 5.646025
Miscellaneous Reporting Group G1 30Y Conf AltA Insurance Proceeds 0.00 Substitution Adjustment Amount 0.00 Group G2 30Y Conf AltA Insurance Proceeds 0.00 Substitution Adjustment Amount 0.00 Group G3 30Y Conf AltA Insurance Proceeds 0.00 Substitution Adjustment Amount 0.00
Miscellaneous Reporting Group G4 30Y Conf AltA Insurance Proceeds 0.00 Substitution Adjustment Amount 0.00 Group G5 30Y Conf AltA Insurance Proceeds 0.00 Substitution Adjustment Amount 0.00 Group G6 30Y Conf AltA 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 30Y Conf AltA 3 1,527,000.00 1,515,972.87 0 0.00 0.00 G2 30Y Conf AltA 0 0.00 0.00 0 0.00 0.00 G3 30Y Conf AltA 1 999,950.00 977,953.11 0 0.00 0.00 G4 30Y Conf AltA 1 650,000.00 332,118.10 0 0.00 0.00 G5 30Y Conf AltA 9 3,698,900.00 3,609,522.39 0 0.00 0.00 G6 30Y Conf AltA 3 784,760.00 784,737.88 0 0.00 0.00 Total 17 7,660,610.00 7,220,304.35 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 30Y Conf AltA 0 0.00 0.00 0 0.00 0.00 25,364.40 G2 30Y Conf AltA 0 0.00 0.00 0 0.00 0.00 2,486.18 G3 30Y Conf AltA 0 0.00 0.00 0 0.00 0.00 7,612.57 G4 30Y Conf AltA 0 0.00 0.00 0 0.00 0.00 45,416.16 G5 30Y Conf AltA 0 0.00 0.00 0 0.00 0.00 4,981.55 G6 30Y Conf AltA 0 0.00 0.00 0 0.00 0.00 8,638.67 Total 0 0.00 0.00 0 0.00 0.00 94,499.53
Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount G1 30Y Conf AltA 0402248942 CA 79.84 01-Jan-2005 709,000.00 702,314.35 G1 30Y Conf AltA 0402281800 CA 62.02 01-Jan-2005 418,000.00 414,900.84 G1 30Y Conf AltA 0402478724 CA 57.14 01-Jan-2005 400,000.00 397,103.01 G3 30Y Conf AltA 0402281825 CA 47.62 01-Jan-2005 999,950.00 974,229.27 G4 30Y Conf AltA 0401781590 CA 68.28 01-Jul-2004 650,000.00 330,812.26 G5 30Y Conf AltA 0401660663 KY 80.00 01-Jul-2004 412,000.00 406,877.96 G5 30Y Conf AltA 0401681276 CA 84.06 01-Jul-2004 369,000.00 364,624.62 G5 30Y Conf AltA 0401827646 AZ 78.10 01-Aug-2004 370,000.00 365,765.35 G5 30Y Conf AltA 0401880538 CA 63.13 01-Oct-2004 363,000.00 359,669.17 G5 30Y Conf AltA 0401939920 CA 80.00 01-Oct-2004 420,000.00 357,982.86 G5 30Y Conf AltA 0402100846 CA 80.00 01-Nov-2004 468,000.00 463,214.50 G5 30Y Conf AltA 0402291213 IN 80.00 01-Jan-2005 492,000.00 488,680.69 G5 30Y Conf AltA 0500276556 PA 74.16 01-Dec-2004 444,900.00 441,698.48 G5 30Y Conf AltA 0500279835 CA 80.00 01-Dec-2004 360,000.00 357,346.58 G6 30Y Conf AltA 0401658521 AZ 90.00 01-Sep-2004 273,600.00 273,600.00 G6 30Y Conf AltA 0401952920 CA 80.00 01-Nov-2004 311,960.00 311,937.88 G6 30Y Conf AltA 0402037969 OR 80.00 01-Nov-2004 199,200.00 199,200.00
Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning G1 30Y Conf AltA 0402248942 Loan Paid in Full 0 5.625% 360 6 G1 30Y Conf AltA 0402281800 Loan Paid in Full 0 5.750% 360 6 G1 30Y Conf AltA 0402478724 Loan Paid in Full 0 5.875% 360 6 G3 30Y Conf AltA 0402281825 Loan Paid in Full (1) 5.375% 180 6 G4 30Y Conf AltA 0401781590 Loan Paid in Full 0 5.625% 180 12 G5 30Y Conf AltA 0401660663 Loan Paid in Full 0 6.375% 360 12 G5 30Y Conf AltA 0401681276 Loan Paid in Full 0 6.625% 360 12 G5 30Y Conf AltA 0401827646 Loan Paid in Full (1) 6.375% 360 11 G5 30Y Conf AltA 0401880538 Loan Paid in Full 0 6.550% 360 9 G5 30Y Conf AltA 0401939920 Loan Paid in Full 0 6.250% 327 9 G5 30Y Conf AltA 0402100846 Loan Paid in Full 0 6.250% 360 8 G5 30Y Conf AltA 0402291213 Loan Paid in Full 0 6.250% 360 6 G5 30Y Conf AltA 0500276556 Loan Paid in Full 0 6.625% 360 7 G5 30Y Conf AltA 0500279835 Loan Paid in Full (1) 6.500% 360 7 G6 30Y Conf AltA 0401658521 Loan Paid in Full (1) 6.625% 360 10 G6 30Y Conf AltA 0401952920 Loan Paid in Full (1) 6.375% 360 8 G6 30Y Conf AltA 0402037969 Loan Paid in Full 0 6.000% 360 8
Prepayment - Voluntary Prepayments
Summary SMM CPR PSA Current Month 1.614% Current Month 17.736% Current Month 1,167.046% 3 Month Average 1.227% 3 Month Average 13.659% 3 Month Average 1,007.653% 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. Aug-2004 N/A N/A Aug-2004 N/A N/A Sep-2004 N/A N/A Sep-2004 N/A N/A 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 N/A N/A Feb-2005 N/A N/A Mar-2005 9.621% N/A Mar-2005 1,327.239% N/A Apr-2005 14.398% N/A Apr-2005 1,555.505% N/A May-2005 7.311% N/A May-2005 650.218% N/A Jun-2005 15.931% N/A Jun-2005 1,205.696% N/A Jul-2005 17.736% N/A Jul-2005 1,167.046% 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 30Y Conf AltA SMM CPR PSA Current Month 0.774% Current Month 8.906% Current Month 703.172% 3 Month Average 0.709% 3 Month Average 8.130% 3 Month Average 745.504% 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. Aug-2004 N/A N/A Aug-2004 N/A N/A Sep-2004 N/A N/A Sep-2004 N/A N/A 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 N/A N/A Feb-2005 N/A N/A Mar-2005 11.509% N/A Mar-2005 2,482.869% N/A Apr-2005 9.953% N/A Apr-2005 1,497.052% N/A May-2005 3.691% N/A May-2005 427.004% N/A Jun-2005 11.794% N/A Jun-2005 1,106.337% N/A Jul-2005 8.906% N/A Jul-2005 703.172% 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 30Y Conf AltA SMM CPR PSA Current Month 0.013% Current Month 0.160% Current Month 7.372% 3 Month Average 0.915% 3 Month Average 9.565% 3 Month Average 487.415% 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. Aug-2004 N/A N/A Aug-2004 N/A N/A Sep-2004 N/A N/A Sep-2004 N/A N/A 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 N/A N/A Feb-2005 N/A N/A Mar-2005 21.183% N/A Mar-2005 1,564.275% N/A Apr-2005 23.970% N/A Apr-2005 1,512.148% N/A May-2005 0.986% N/A May-2005 55.219% N/A Jun-2005 27.549% N/A Jun-2005 1,399.653% N/A Jul-2005 0.160% N/A Jul-2005 7.372% 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 30Y Conf AltA SMM CPR PSA Current Month 2.425% Current Month 25.513% Current Month 1,474.384% 3 Month Average 0.822% 3 Month Average 8.664% 3 Month Average 502.623% 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. Aug-2004 N/A N/A Aug-2004 N/A N/A Sep-2004 N/A N/A Sep-2004 N/A N/A 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 N/A N/A Feb-2005 N/A N/A Mar-2005 0.160% N/A Mar-2005 17.446% N/A Apr-2005 0.308% N/A Apr-2005 27.542% N/A May-2005 0.185% N/A May-2005 14.005% N/A Jun-2005 0.296% N/A Jun-2005 19.479% N/A Jul-2005 25.513% N/A Jul-2005 1,474.384% 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 30Y Conf AltA SMM CPR PSA Current Month 0.777% Current Month 8.934% Current Month 483.923% 3 Month Average 0.706% 3 Month Average 7.979% 3 Month Average 465.215% 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. Aug-2004 N/A N/A Aug-2004 N/A N/A Sep-2004 N/A N/A Sep-2004 N/A N/A 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 N/A N/A Feb-2005 N/A N/A Mar-2005 13.613% N/A Mar-2005 1,289.694% N/A Apr-2005 11.294% N/A Apr-2005 905.005% N/A May-2005 0.274% N/A May-2005 18.917% N/A Jun-2005 14.729% N/A Jun-2005 892.806% N/A Jul-2005 8.934% N/A Jul-2005 483.923% 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. G5 30Y Conf AltA SMM CPR PSA Current Month 3.715% Current Month 36.508% Current Month 2,147.491% 3 Month Average 2.741% 3 Month Average 27.902% 3 Month Average 1,814.255% 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. Aug-2004 N/A N/A Aug-2004 N/A N/A Sep-2004 N/A N/A Sep-2004 N/A N/A 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 N/A N/A Feb-2005 N/A N/A Mar-2005 8.849% N/A Mar-2005 973.452% N/A Apr-2005 31.082% N/A Apr-2005 2,790.658% N/A May-2005 16.038% N/A May-2005 1,221.867% N/A Jun-2005 31.159% N/A Jun-2005 2,073.407% N/A Jul-2005 36.508% N/A Jul-2005 2,147.491% 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. G6 30Y Conf AltA SMM CPR PSA Current Month 1.620% Current Month 17.795% Current Month 1,221.020% 3 Month Average 1.242% 3 Month Average 13.787% 3 Month Average 1,116.595% 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. Aug-2004 N/A N/A Aug-2004 N/A N/A Sep-2004 N/A N/A Sep-2004 N/A N/A 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 N/A N/A Feb-2005 N/A N/A Mar-2005 1.417% N/A Mar-2005 213.725% N/A Apr-2005 2.588% N/A Apr-2005 299.865% N/A May-2005 17.259% N/A May-2005 1,629.034% N/A Jun-2005 6.306% N/A Jun-2005 499.732% N/A Jul-2005 17.795% N/A Jul-2005 1,221.020% 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 30Y Conf AltA 0 0.00 0.00 0.000% G2 30Y Conf AltA 0 0.00 0.00 0.000% G3 30Y Conf AltA 0 0.00 0.00 0.000% G4 30Y Conf AltA 0 0.00 0.00 0.000% G5 30Y Conf AltA 0 0.00 0.00 0.000% G6 30Y Conf AltA 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. Aug-2004 N/A N/A Aug-2004 N/A N/A Sep-2004 N/A N/A Sep-2004 N/A N/A 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 N/A N/A Feb-2005 N/A 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 *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. Aug-2004 N/A N/A Aug-2004 N/A N/A Sep-2004 N/A N/A Sep-2004 N/A N/A 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 N/A N/A Feb-2005 N/A 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 *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 30Y Conf AltA 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. Aug-2004 N/A N/A Aug-2004 N/A N/A Sep-2004 N/A N/A Sep-2004 N/A N/A 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 N/A N/A Feb-2005 N/A 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 *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. Aug-2004 N/A N/A Aug-2004 N/A N/A Sep-2004 N/A N/A Sep-2004 N/A N/A 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 N/A N/A Feb-2005 N/A 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 *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 30Y Conf AltA 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. Aug-2004 N/A N/A Aug-2004 N/A N/A Sep-2004 N/A N/A Sep-2004 N/A N/A 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 N/A N/A Feb-2005 N/A 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 *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. Aug-2004 N/A N/A Aug-2004 N/A N/A Sep-2004 N/A N/A Sep-2004 N/A N/A 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 N/A N/A Feb-2005 N/A 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 *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 30Y Conf AltA 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. Aug-2004 N/A N/A Aug-2004 N/A N/A Sep-2004 N/A N/A Sep-2004 N/A N/A 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 N/A N/A Feb-2005 N/A 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 *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. Aug-2004 N/A N/A Aug-2004 N/A N/A Sep-2004 N/A N/A Sep-2004 N/A N/A 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 N/A N/A Feb-2005 N/A 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 *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 30Y Conf AltA 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. Aug-2004 N/A N/A Aug-2004 N/A N/A Sep-2004 N/A N/A Sep-2004 N/A N/A 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 N/A N/A Feb-2005 N/A 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 *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. Aug-2004 N/A N/A Aug-2004 N/A N/A Sep-2004 N/A N/A Sep-2004 N/A N/A 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 N/A N/A Feb-2005 N/A 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 *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. G5 30Y Conf AltA 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. Aug-2004 N/A N/A Aug-2004 N/A N/A Sep-2004 N/A N/A Sep-2004 N/A N/A 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 N/A N/A Feb-2005 N/A 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 *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. Aug-2004 N/A N/A Aug-2004 N/A N/A Sep-2004 N/A N/A Sep-2004 N/A N/A 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 N/A N/A Feb-2005 N/A 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 *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. G6 30Y Conf AltA 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. Aug-2004 N/A N/A Aug-2004 N/A N/A Sep-2004 N/A N/A Sep-2004 N/A N/A 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 N/A N/A Feb-2005 N/A 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 *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. Aug-2004 N/A N/A Aug-2004 N/A N/A Sep-2004 N/A N/A Sep-2004 N/A N/A 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 N/A N/A Feb-2005 N/A 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 *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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