8-K 1 aeg05002_8k-200512.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): December 27, 2005 AEGIS ASSET BACKED SECURITIES TRUST Asset Backed Securities, Series 2005-2 (Exact name of registrant as specified in its charter) New York (governing law of 333-118695-03 Pooling and Servicing Agreement) (Commission N/A (State or other File Number) IRS EIN jurisdiction of Incorporation) c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Road Columbia, MD 21045 (Address of principal executive offices) (Zip Code) Registrant's telephone number, including area code: (410) 884-2000 (Former name or former address, if changed since last report) Check the appropriate box below if the Form 8-K filing is intended to simultaneously satisfy the filing obligation of the registrant under any of the following provisions (see General Instruction A.2. below): [ ] Written communications pursuant to Rule 425 under the Securities Act (17 CFR 230.425) [ ] Soliciting material pursuant to Rule 14a-12 under the Exchange Act (17 CFR 240.14a-12) [ ] Pre-commencement communications pursuant to Rule 14d-2(b) under the Exchange Act(17 CFR 240.14d-2(b)) [ ] Pre-commencement communications pursuant to Rule 13e-4(c) under the Exchange Act(17 CFR 240.13e-4(c)) ITEM 8.01 Other Events On December 27, 2005 a distribution was made to holders of AEGIS ASSET BACKED SECURITIES TRUST, Asset Backed Securities, 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 Asset Backed Securities, Series 2005-2 Trust, relating to the December 27, 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. AEGIS ASSET BACKED SECURITIES TRUST Asset Backed Securities, Series 2005-2 Trust (Registrant) By: Wells Fargo Bank, N.A. as Administrator By: /s/ Beth Belfield as Officer By: Beth Belfield as Officer Date: 12/31/2005 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Asset Backed Securities, Series 2005-2 Trust, relating to the December 27, 2005 distribution. EX-99.1 AEGIS Asset Backed Securities Trust Asset Backed Securities Record Date: 11/30/2005 Distribution Date: 12/27/2005 AEGIS Asset Backed Securities Trust Asset Backed Securities 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 Class CUSIP Certificate Beginning Interest Pass-Through Certificate Distribution Rate Balance 1A1 00764MEW3 4.29375% 114,512,276.23 437,055.19 1A2 00764MEX1 4.39375% 194,917,000.00 761,259.17 1A3 00764MEY9 4.52375% 25,495,000.00 102,518.23 2A1 00764MEZ6 4.42375% 264,764,280.91 1,041,111.99 2A2 00764MFA0 4.47375% 66,191,070.23 263,219.82 M1 00764MFB8 4.61375% 38,500,000.00 157,892.78 M2 00764MFC6 4.63375% 34,000,000.00 140,042.22 M3 00764MFD4 4.67375% 21,000,000.00 87,243.33 M4 00764MFE2 4.82375% 18,500,000.00 79,323.89 M5 00764MFF9 4.84375% 18,000,000.00 77,500.00 M6 00764MFG7 4.89375% 16,500,000.00 71,775.00 B1 00764MFH5 5.42375% 15,000,000.00 72,316.67 B2 00764MFJ1 5.54375% 14,000,000.00 68,988.89 B3 00764MFK8 5.94375% 11,000,000.00 58,116.67 N1 00764MFL6 4.45000% 19,987,942.65 74,121.95 N2 00764MFM4 5.25000% 7,500,000.00 32,812.50 CE AEG05002C 0.00000% 0.00 0.00 Totals 879,867,570.02 3,525,298.30
Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cummulative Distribution Realized Certificate Distribution Realized Loss Balance Losses 1A1 16,888,994.40 0.00 97,623,281.83 17,326,049.59 0.00 1A2 0.00 0.00 194,917,000.00 761,259.17 0.00 1A3 0.00 0.00 25,495,000.00 102,518.23 0.00 2A1 9,879,738.84 0.00 254,884,542.07 10,920,850.83 0.00 2A2 2,469,934.71 0.00 63,721,135.52 2,733,154.53 0.00 M1 0.00 0.00 38,500,000.00 157,892.78 0.00 M2 0.00 0.00 34,000,000.00 140,042.22 0.00 M3 0.00 0.00 21,000,000.00 87,243.33 0.00 M4 0.00 0.00 18,500,000.00 79,323.89 0.00 M5 0.00 0.00 18,000,000.00 77,500.00 0.00 M6 0.00 0.00 16,500,000.00 71,775.00 0.00 B1 0.00 0.00 15,000,000.00 72,316.67 0.00 B2 0.00 0.00 14,000,000.00 68,988.89 0.00 B3 0.00 0.00 11,000,000.00 58,116.67 0.00 N1 2,442,816.16 0.00 17,543,252.62 2,516,938.11 0.00 N2 0.00 0.00 7,500,000.00 32,812.50 0.00 CE 0.00 0.00 0.00 0.00 0.00 Totals 31,681,484.11 0.00 848,184,212.04 35,206,782.41 0.00
Principal Distribution Statement Class Original Beginning Scheduled UnScheduled Accretion Realized Face Certificate Principal Principal Loss Amount Balance Distribution Distribution 1A1 181,968,000.00 114,512,276.23 0.00 16,888,994.40 0.00 0.00 1A2 194,917,000.00 194,917,000.00 0.00 0.00 0.00 0.00 1A3 25,495,000.00 25,495,000.00 0.00 0.00 0.00 0.00 2A1 309,296,000.00 264,764,280.91 0.00 9,879,738.84 0.00 0.00 2A2 77,324,000.00 66,191,070.23 0.00 2,469,934.71 0.00 0.00 M1 38,500,000.00 38,500,000.00 0.00 0.00 0.00 0.00 M2 34,000,000.00 34,000,000.00 0.00 0.00 0.00 0.00 M3 21,000,000.00 21,000,000.00 0.00 0.00 0.00 0.00 M4 18,500,000.00 18,500,000.00 0.00 0.00 0.00 0.00 M5 18,000,000.00 18,000,000.00 0.00 0.00 0.00 0.00 M6 16,500,000.00 16,500,000.00 0.00 0.00 0.00 0.00 B1 15,000,000.00 15,000,000.00 0.00 0.00 0.00 0.00 B2 14,000,000.00 14,000,000.00 0.00 0.00 0.00 0.00 B3 11,000,000.00 11,000,000.00 0.00 0.00 0.00 0.00 N1 38,490,000.00 19,987,942.65 0.00 2,442,816.16 0.00 0.00 N2 7,500,000.00 7,500,000.00 0.00 0.00 0.00 0.00 CE 0.00 0.00 0.00 0.00 0.00 0.00 Totals 1,021,490,000.00 879,867,570.02 0.00 31,681,484.11 0.00 0.00
Principal Distribution Statement (continued) Class Total Ending Ending Total Principal Certificate Certificate Principal Reduction Balance Percentage Distribution 1A1 16,888,994.40 97,623,281.83 0.536486 16,888,994.40 1A2 0.00 194,917,000.00 1.000000 0.00 1A3 0.00 25,495,000.00 1.000000 0.00 2A1 9,879,738.84 254,884,542.07 0.824080 9,879,738.84 2A2 2,469,934.71 63,721,135.52 0.824080 2,469,934.71 M1 0.00 38,500,000.00 1.000000 0.00 M2 0.00 34,000,000.00 1.000000 0.00 M3 0.00 21,000,000.00 1.000000 0.00 M4 0.00 18,500,000.00 1.000000 0.00 M5 0.00 18,000,000.00 1.000000 0.00 M6 0.00 16,500,000.00 1.000000 0.00 B1 0.00 15,000,000.00 1.000000 0.00 B2 0.00 14,000,000.00 1.000000 0.00 B3 0.00 11,000,000.00 1.000000 0.00 N1 2,442,816.16 17,543,252.62 0.455787 2,442,816.16 N2 0.00 7,500,000.00 1.000000 0.00 CE 0.00 0.00 0.000000 0.00 Totals 31,681,484.11 848,184,212.04 0.830340 31,681,484.11
Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution 1A1 181,968,000.00 629.298977 0.000000 92.812991 0.000000 1A2 194,917,000.00 1000.000000 0.000000 0.000000 0.000000 1A3 25,495,000.00 1000.000000 0.000000 0.000000 0.000000 2A1 309,296,000.00 856.022325 0.000000 31.942666 0.000000 2A2 77,324,000.00 856.022325 0.000000 31.942666 0.000000 M1 38,500,000.00 1000.000000 0.000000 0.000000 0.000000 M2 34,000,000.00 1000.000000 0.000000 0.000000 0.000000 M3 21,000,000.00 1000.000000 0.000000 0.000000 0.000000 M4 18,500,000.00 1000.000000 0.000000 0.000000 0.000000 M5 18,000,000.00 1000.000000 0.000000 0.000000 0.000000 M6 16,500,000.00 1000.000000 0.000000 0.000000 0.000000 B1 15,000,000.00 1000.000000 0.000000 0.000000 0.000000 B2 14,000,000.00 1000.000000 0.000000 0.000000 0.000000 B3 11,000,000.00 1000.000000 0.000000 0.000000 0.000000 N1 38,490,000.00 519.302225 0.000000 63.466255 0.000000 N2 7,500,000.00 1000.000000 0.000000 0.000000 0.000000 CE 0.00 0.000000 0.000000 0.000000 0.000000
Principal Distribution Factors Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution 1A1 0.000000 92.812991 536.485986 0.536486 92.812991 1A2 0.000000 0.000000 1,000.000000 1.000000 0.000000 1A3 0.000000 0.000000 1,000.000000 1.000000 0.000000 2A1 0.000000 31.942666 824.079659 0.824080 31.942666 2A2 0.000000 31.942666 824.079659 0.824080 31.942666 M1 0.000000 0.000000 1,000.000000 1.000000 0.000000 M2 0.000000 0.000000 1,000.000000 1.000000 0.000000 M3 0.000000 0.000000 1,000.000000 1.000000 0.000000 M4 0.000000 0.000000 1,000.000000 1.000000 0.000000 M5 0.000000 0.000000 1,000.000000 1.000000 0.000000 M6 0.000000 0.000000 1,000.000000 1.000000 0.000000 B1 0.000000 0.000000 1,000.000000 1.000000 0.000000 B2 0.000000 0.000000 1,000.000000 1.000000 0.000000 B3 0.000000 0.000000 1,000.000000 1.000000 0.000000 N1 0.000000 63.466255 455.787286 0.455787 63.466255 N2 0.000000 0.000000 1,000.000000 1.000000 0.000000 CE 0.000000 0.000000 0.000000 0.000000 0.000000
Interest Distribution Statement Class Accrual Accrual Current Beginning Current Payment of Dates Days Certificate Certificate/ Accrued Unpaid Interest Rate Notional Balance Interest Shortfall 1A1 11/25/05 - 12/26/05 32 4.29375% 114,512,276.23 437,055.19 0.00 1A2 11/25/05 - 12/26/05 32 4.39375% 194,917,000.00 761,259.17 0.00 1A3 11/25/05 - 12/26/05 32 4.52375% 25,495,000.00 102,518.23 0.00 2A1 11/25/05 - 12/26/05 32 4.42375% 264,764,280.91 1,041,111.99 0.00 2A2 11/25/05 - 12/26/05 32 4.47375% 66,191,070.23 263,219.82 0.00 M1 11/25/05 - 12/26/05 32 4.61375% 38,500,000.00 157,892.78 0.00 M2 11/25/05 - 12/26/05 32 4.63375% 34,000,000.00 140,042.22 0.00 M3 11/25/05 - 12/26/05 32 4.67375% 21,000,000.00 87,243.33 0.00 M4 11/25/05 - 12/26/05 32 4.82375% 18,500,000.00 79,323.89 0.00 M5 11/25/05 - 12/26/05 32 4.84375% 18,000,000.00 77,500.00 0.00 M6 11/25/05 - 12/26/05 32 4.89375% 16,500,000.00 71,775.00 0.00 B1 11/25/05 - 12/26/05 32 5.42375% 15,000,000.00 72,316.67 0.00 B2 11/25/05 - 12/26/05 32 5.54375% 14,000,000.00 68,988.89 0.00 B3 11/25/05 - 12/26/05 32 5.94375% 11,000,000.00 58,116.67 0.00 N1 11/25/05 - 12/24/05 30 4.45000% 19,987,942.65 74,121.95 0.00 N2 11/25/05 - 12/24/05 30 5.25000% 7,500,000.00 32,812.50 0.00 CE N/A N/A 0.00000% 0.00 0.00 0.00 Totals 3,525,298.30 0.00
Interest Distribution Statement (continued) Class Current Non-Supported Total Remaining Ending Interest Interest Interest Unpaid Interest Certificate/Notional Shortfall(1) Shortfall Distribution Shortfall(2) Balance 1A1 0.00 0.00 437,055.19 0.00 97,623,281.83 1A2 0.00 0.00 761,259.17 0.00 194,917,000.00 1A3 0.00 0.00 102,518.23 0.00 25,495,000.00 2A1 0.00 0.00 1,041,111.99 0.00 254,884,542.07 2A2 0.00 0.00 263,219.82 0.00 63,721,135.52 M1 0.00 0.00 157,892.78 0.00 38,500,000.00 M2 0.00 0.00 140,042.22 0.00 34,000,000.00 M3 0.00 0.00 87,243.33 0.00 21,000,000.00 M4 0.00 0.00 79,323.89 0.00 18,500,000.00 M5 0.00 0.00 77,500.00 0.00 18,000,000.00 M6 0.00 0.00 71,775.00 0.00 16,500,000.00 B1 0.00 0.00 72,316.67 0.00 15,000,000.00 B2 0.00 0.00 68,988.89 0.00 14,000,000.00 B3 0.00 0.00 58,116.67 0.00 11,000,000.00 N1 0.00 0.00 74,121.95 0.00 17,543,252.62 N2 0.00 0.00 32,812.50 0.00 7,500,000.00 CE 0.00 0.00 0.00 0.00 0.00 Totals 0.00 0.00 3,525,298.30 0.00 (1,2) Amount also includes coupon cap or basis risk shortfalls,if applicable
Interest Distribution Factors Statement Class Accrual Original Current Beginning Current Payment of Dates Face Certificate Certificate/Notional Accrued Unpaid Interest Amount Rate Balance Interest Shortfall 1A1 11/25/05 - 12/26/05 181,968,000.00 4.29375% 629.298977 2.401824 0.000000 1A2 11/25/05 - 12/26/05 194,917,000.00 4.39375% 1000.000000 3.905556 0.000000 1A3 11/25/05 - 12/26/05 25,495,000.00 4.52375% 1000.000000 4.021111 0.000000 2A1 11/25/05 - 12/26/05 309,296,000.00 4.42375% 856.022325 3.366070 0.000000 2A2 11/25/05 - 12/26/05 77,324,000.00 4.47375% 856.022325 3.404115 0.000000 M1 11/25/05 - 12/26/05 38,500,000.00 4.61375% 1000.000000 4.101111 0.000000 M2 11/25/05 - 12/26/05 34,000,000.00 4.63375% 1000.000000 4.118889 0.000000 M3 11/25/05 - 12/26/05 21,000,000.00 4.67375% 1000.000000 4.154444 0.000000 M4 11/25/05 - 12/26/05 18,500,000.00 4.82375% 1000.000000 4.287778 0.000000 M5 11/25/05 - 12/26/05 18,000,000.00 4.84375% 1000.000000 4.305556 0.000000 M6 11/25/05 - 12/26/05 16,500,000.00 4.89375% 1000.000000 4.350000 0.000000 B1 11/25/05 - 12/26/05 15,000,000.00 5.42375% 1000.000000 4.821111 0.000000 B2 11/25/05 - 12/26/05 14,000,000.00 5.54375% 1000.000000 4.927778 0.000000 B3 11/25/05 - 12/26/05 11,000,000.00 5.94375% 1000.000000 5.283334 0.000000 N1 11/25/05 - 12/24/05 38,490,000.00 4.45000% 519.302225 1.925746 0.000000 N2 11/25/05 - 12/24/05 7,500,000.00 5.25000% 1000.000000 4.375000 0.000000 CE N/A 0.00 0.00000% 0.000000 0.000000 0.000000
Interest Distribution Factors Statement (continued) Class Current Non-Supported Total Remaining Unpaid Ending Interest Interest Interest Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(2) Notional Balance 1A1 0.000000 0.000000 2.401824 0.000000 536.485986 1A2 0.000000 0.000000 3.905556 0.000000 1000.000000 1A3 0.000000 0.000000 4.021111 0.000000 1000.000000 2A1 0.000000 0.000000 3.366070 0.000000 824.079659 2A2 0.000000 0.000000 3.404115 0.000000 824.079659 M1 0.000000 0.000000 4.101111 0.000000 1000.000000 M2 0.000000 0.000000 4.118889 0.000000 1000.000000 M3 0.000000 0.000000 4.154444 0.000000 1000.000000 M4 0.000000 0.000000 4.287778 0.000000 1000.000000 M5 0.000000 0.000000 4.305556 0.000000 1000.000000 M6 0.000000 0.000000 4.350000 0.000000 1000.000000 B1 0.000000 0.000000 4.821111 0.000000 1000.000000 B2 0.000000 0.000000 4.927778 0.000000 1000.000000 B3 0.000000 0.000000 5.283334 0.000000 1000.000000 N1 0.000000 0.000000 1.925746 0.000000 455.787286 N2 0.000000 0.000000 4.375000 0.000000 1000.000000 CE 0.000000 0.000000 0.000000 0.000000 0.000000 (1,2) Amount also includes coupon cap or basis risk shortfalls,if applicable. Per $1 denomination.
CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 34,695,545.06 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0.00 Servicer Advances 1,236,533.07 Realized Loss (Gains, Subsequent Expenses & Recoveries) (251,773.43) Prepayment Penalties 538,442.33 Swap/Cap Payments 0.00 Total Deposits 36,218,747.03 Withdrawals Swap Payments 0.00 Reserve Funds and Credit Enhancements 0.00 Reimbursement for Servicer Advances 635,637.11 Total Administration Fees 376,327.51 Payment of Interest and Principal 35,206,782.41 Total Withdrawals (Pool Distribution Amount) 36,218,747.03 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
ADMINISTRATION FEES Gross Servicing Fee* 365,366.51 Credit Risk Manager Fee 10,961.00 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees 376,327.51 *Servicer Payees include: AEGIS MTG CORP
Reserve Accounts Account Name Beginning Current Withdrawals Current Deposits Ending Balance Balance Reserve Fund 0.00 0.00 0.00 0.00
COLLATERAL STATEMENT Collateral Description Mixed Fixed & Arm Weighted Average Gross Coupon 7.724188% Weighted Average Net Coupon 7.224188% Weighted Average Pass-Through Rate 7.224188% Weighted Average Remaining Term 344 Beginning Scheduled Collateral Loan Count 7,161 Number Of Loans Paid In Full 180 Ending Scheduled Collateral Loan Count 6,981 Beginning Scheduled Collateral Balance 876,879,627.37 Ending Scheduled Collateral Balance 847,640,959.42 Ending Actual Collateral Balance at 30-Nov-2005 848,427,663.84 Monthly P&I Constant 6,253,890.65 Special Servicing Fee 0.00 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount 538,442.33 Prepayment Penalty Paid Count Not Available Realized Loss Amount 251,773.43 Cumulative Realized Loss 410,750.26 Scheduled Principal 609,571.48 Unscheduled Principal 28,629,096.47 Required Overcollateralized Amount 0.00 Overcollateralized Increase Amount 0.00 Overcollateralized Reduction Amount 0.00 Specified O/C Amount 24,500,000.00 Overcollateralized Amount 24,500,000.00 Overcollateralized Deficiency Amount 0.00 Base Overcollateralization Amount 0.00 Extra principal distribution Amount 251,773.43 Excess Cash Amount 2,149,583.98
Group Level Collateral Statement Group Group 1 ARM Group 1 Fixed Group 2 ARM Collateral Description Mixed ARM Mixed Fixed Mixed ARM Weighted Average Coupon Rate 7.462996 9.469490 7.581685 Weighted Average Net Rate 6.962996 8.969490 7.081685 Weighted Average Remaining Term 352 287 352 Beginning Loan Count 2,205 1,070 2,820 Loans Paid In Full 67 26 71 Ending Loan Count 2,138 1,044 2,749 Beginning Scheduled Balance 383,802,079.92 58,668,198.32 364,422,959.13 Ending Scheduled Balance 368,608,679.40 56,925,802.50 353,186,113.97 Record Date 11/30/2005 11/30/2005 11/30/2005 Principal And Interest Constant 2,614,584.10 528,258.86 2,535,880.09 Scheduled Principal 227,656.14 65,293.93 233,429.94 Unscheduled Principal 14,965,744.38 1,677,101.89 11,003,415.22 Scheduled Interest 2,386,927.96 462,964.93 2,302,450.15 Servicing Fee 159,917.53 24,445.08 151,842.90 Master Servicing Fee 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 2,227,010.43 438,519.85 2,150,607.25 Realized Loss Amount 1,507.27 193,431.01 41,276.10 Cumulative Realized Loss 1,507.27 214,251.66 129,375.15 Percentage of Cumulative Losses 0.0003 0.3337 0.0311 Prepayment Penalty Waived Amount 0.00 0.00 0.00 Prepayment Penalty Waived Count 0 0 0 Prepayment Penalty Paid Amount Not Available Not Available Not Available Prepayment Penalty Paid Count Not Available Not Available Not Available Special Servicing Fee 0.00 0.00 0.00 Pass-Through Rate 6.962996 8.969490 7.081685
Group Level Collateral Statement Group Group 2 Fixed Total Collateral Description Mixed Fixed Mixed Fixed & Arm Weighted Average Coupon Rate 8.435517 7.724188 Weighted Average Net Rate 7.935517 7.224188 Weighted Average Remaining Term 299 344 Beginning Loan Count 1,066 7,161 Loans Paid In Full 16 180 Ending Loan Count 1,050 6,981 Beginning Scheduled Balance 69,986,390.00 876,879,627.37 Ending scheduled Balance 68,920,363.55 847,640,959.42 Record Date 11/30/2005 11/30/2005 Principal And Interest Constant 575,167.60 6,253,890.65 Scheduled Principal 83,191.47 609,571.48 Unscheduled Principal 982,834.98 28,629,096.47 Scheduled Interest 491,976.13 5,644,319.17 Servicing Fee 29,161.00 365,366.51 Master Servicing Fee 0.00 0.00 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 0.00 0.00 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest 462,815.13 5,278,952.66 Realized Loss Amount 15,559.05 251,773.43 Cumulative Realized Loss 65,616.18 410,750.26 Percentage of Cumulative Losses 0.0880 0.0411 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount Not Available 538442.33 Prepayment Penalty Paid Count Not Available Not Available Special Servicing Fee 0.00 0.00 Pass-Through Rate 7.935517 7.224188
Additional Reporting - Deal Level Miscellaneous Reporting Cap Contract Amount to Trust 115,133.35 Swap to Trust 326,361.61 Swap to Counterparty 0.00
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 15 0 0 15 1,326,824.84 0.00 0.00 1,326,824.84 30 Days 327 2 1 0 330 36,935,886.33 134,083.03 302,799.81 0.00 37,372,769.17 60 Days 145 9 4 0 158 16,946,490.45 750,157.64 662,467.27 0.00 18,359,115.36 90 Days 66 6 17 0 89 7,822,905.30 551,682.24 2,601,008.44 0.00 10,975,595.98 120 Days 37 15 32 0 84 4,726,553.19 2,233,364.82 5,131,509.03 0.00 12,091,427.04 150 Days 18 3 37 2 60 1,614,046.99 145,254.03 4,925,386.21 254,961.05 6,939,648.28 180+ Days 15 7 35 25 82 996,462.87 572,225.70 4,496,953.66 3,551,105.09 9,616,747.32 Totals 608 57 126 27 818 69,042,345.13 5,713,592.30 18,120,124.42 3,806,066.14 96,682,127.99 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 0.214869% 0.000000% 0.000000% 0.214869% 0.156386% 0.000000% 0.000000% 0.156386% 30 Days 4.684143% 0.028649% 0.014325% 0.000000% 4.727116% 4.353451% 0.015804% 0.035690% 0.000000% 4.404945% 60 Days 2.077066% 0.128921% 0.057298% 0.000000% 2.263286% 1.997400% 0.088417% 0.078082% 0.000000% 2.163899% 90 Days 0.945423% 0.085948% 0.243518% 0.000000% 1.274889% 0.922047% 0.065024% 0.306568% 0.000000% 1.293640% 120 Days 0.530010% 0.214869% 0.458387% 0.000000% 1.203266% 0.557096% 0.263236% 0.604826% 0.000000% 1.425157% 150 Days 0.257843% 0.042974% 0.530010% 0.028649% 0.859476% 0.190240% 0.017120% 0.580531% 0.030051% 0.817942% 180+ Days 0.214869% 0.100272% 0.501361% 0.358115% 1.174617% 0.117448% 0.067445% 0.530034% 0.418551% 1.133479% Totals 8.709354% 0.816502% 1.804899% 0.386764% 11.717519% 8.137682% 0.673433% 2.135730% 0.448602% 11.395447%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 1,236,533.07
Delinquency Status By Group DELINQUENT BANKRUPTCY FORECLOSURE REO TOTAL Group 1 ARM 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 3 351,846.86 0.00 0.00 351,846.86 30 Days 94 1 1 0 96 14,941,789.12 59,248.34 302,799.81 0.00 15,303,837.27 60 Days 52 4 2 0 58 9,628,840.64 408,166.67 459,098.35 0.00 10,496,105.66 90 Days 25 3 8 0 36 4,838,980.65 333,972.14 1,425,439.12 0.00 6,598,391.91 120 Days 14 7 20 0 41 2,491,282.05 1,793,249.03 3,788,007.62 0.00 8,072,538.70 150 Days 2 0 17 1 20 523,512.14 0.00 2,910,382.70 191,017.24 3,624,912.08 180+ Days 2 3 8 17 30 218,169.14 202,263.82 1,724,983.12 2,619,303.31 4,764,719.39 Totals 189 21 56 18 284 32,642,573.74 3,148,746.86 10,610,710.72 2,810,320.55 49,212,351.87 0-29 Days 0.140318% 0.000000% 0.000000% 0.140318% 0.095368% 0.000000% 0.000000% 0.095368% 30 Days 4.396632% 0.046773% 0.046773% 0.000000% 4.490178% 4.049967% 0.016059% 0.082074% 0.000000% 4.148100% 60 Days 2.432180% 0.187091% 0.093545% 0.000000% 2.712816% 2.609894% 0.110633% 0.124438% 0.000000% 2.844966% 90 Days 1.169317% 0.140318% 0.374181% 0.000000% 1.683817% 1.311604% 0.090523% 0.386365% 0.000000% 1.788492% 120 Days 0.654818% 0.327409% 0.935454% 0.000000% 1.917680% 0.675261% 0.486060% 1.026738% 0.000000% 2.188059% 150 Days 0.093545% 0.000000% 0.795136% 0.046773% 0.935454% 0.141898% 0.000000% 0.788858% 0.051775% 0.982531% 180+ Days 0.093545% 0.140318% 0.374181% 0.795136% 1.403181% 0.059135% 0.054824% 0.467556% 0.709961% 1.291475% Totals 8.840037% 0.982226% 2.619270% 0.841908% 13.283442% 8.847758% 0.853467% 2.876029% 0.761736% 13.338990% DELINQUENT BANKRUPTCY FORECLOSURE REO TOTAL Group 1 Fixed 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 3 419,203.04 0.00 0.00 419,203.04 30 Days 36 0 0 0 36 1,583,026.97 0.00 0.00 0.00 1,583,026.97 60 Days 27 1 0 0 28 1,132,371.03 20,300.43 0.00 0.00 1,152,671.46 90 Days 12 1 1 0 14 408,507.20 49,811.02 49,665.85 0.00 507,984.07 120 Days 10 2 1 0 13 558,028.37 54,193.51 67,824.66 0.00 680,046.54 150 Days 5 1 2 0 8 316,241.30 17,193.51 112,301.66 0.00 445,736.47 180+ Days 5 0 1 0 6 273,805.43 0.00 149,000.00 0.00 422,805.43 Totals 95 8 5 0 108 4,271,980.30 560,701.51 378,792.17 0.00 5,211,473.98 0-29 Days 0.287356% 0.000000% 0.000000% 0.287356% 0.735429% 0.000000% 0.000000% 0.735429% 30 Days 3.448276% 0.000000% 0.000000% 0.000000% 3.448276% 2.777185% 0.000000% 0.000000% 0.000000% 2.777185% 60 Days 2.586207% 0.095785% 0.000000% 0.000000% 2.681992% 1.986576% 0.035614% 0.000000% 0.000000% 2.022190% 90 Days 1.149425% 0.095785% 0.095785% 0.000000% 1.340996% 0.716665% 0.087386% 0.087131% 0.000000% 0.891182% 120 Days 0.957854% 0.191571% 0.095785% 0.000000% 1.245211% 0.978978% 0.095074% 0.118988% 0.000000% 1.193040% 150 Days 0.478927% 0.095785% 0.191571% 0.000000% 0.766284% 0.554798% 0.030163% 0.197017% 0.000000% 0.781978% 180+ Days 0.478927% 0.000000% 0.095785% 0.000000% 0.574713% 0.480351% 0.000000% 0.261398% 0.000000% 0.741749% Totals 9.099617% 0.766284% 0.478927% 0.000000% 10.344828% 7.494553% 0.983667% 0.664534% 0.000000% 9.142754% DELINQUENT BANKRUPTCY FORECLOSURE REO TOTAL Group 2 ARM No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 7 0 0 7 515,003.72 0.00 0.00 515,003.72 30 Days 154 1 0 0 155 18,489,799.53 74,834.69 0.00 0.00 18,564,634.22 60 Days 54 2 2 0 58 5,742,275.34 220,603.95 203,368.92 0.00 6,166,248.21 90 Days 20 2 7 0 29 2,228,009.19 167,899.08 1,093,616.94 0.00 3,489,525.21 120 Days 10 5 9 0 24 1,528,663.85 370,806.77 1,116,488.91 0.00 3,015,959.53 150 Days 4 2 15 1 22 560,999.77 128,060.52 1,723,216.28 63,943.81 2,476,220.38 180+ Days 2 4 25 7 38 316,300.00 369,961.88 2,554,609.04 809,801.78 4,050,672.70 Totals 244 23 58 8 333 28,866,047.68 1,847,170.61 6,691,300.09 873,745.59 38,278,263.97 0-29 Days 0.254638% 0.000000% 0.000000% 0.254638% 0.145694% 0.000000% 0.000000% 0.145694% 30 Days 5.602037% 0.036377% 0.000000% 0.000000% 5.638414% 5.230750% 0.021171% 0.000000% 0.000000% 5.251921% 60 Days 1.964351% 0.072754% 0.072754% 0.000000% 2.109858% 1.624485% 0.062409% 0.057533% 0.000000% 1.744427% 90 Days 0.727537% 0.072754% 0.254638% 0.000000% 1.054929% 0.630302% 0.047499% 0.309383% 0.000000% 0.987184% 120 Days 0.363769% 0.181884% 0.327392% 0.000000% 0.873045% 0.432458% 0.104901% 0.315854% 0.000000% 0.853213% 150 Days 0.145507% 0.072754% 0.545653% 0.036377% 0.800291% 0.158706% 0.036228% 0.487497% 0.018090% 0.700521% 180+ Days 0.072754% 0.145507% 0.909422% 0.254638% 1.382321% 0.089481% 0.104662% 0.722697% 0.229092% 1.145932% Totals 8.875955% 0.836668% 2.109858% 0.291015% 12.113496% 8.166182% 0.522563% 1.892964% 0.247182% 10.828891% DELINQUENT BANKRUPTCY FORECLOSURE REO TOTAL Group 2 Fixed No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 2 0 0 2 40,771.22 0.00 0.00 40,771.22 30 Days 43 0 0 0 43 1,921,270.71 0.00 0.00 0.00 1,921,270.71 60 Days 12 2 0 0 14 443,003.44 101,086.59 0.00 0.00 544,090.03 90 Days 9 0 1 0 10 347,408.26 0.00 32,286.53 0.00 379,694.79 120 Days 3 1 2 0 6 148,578.92 15,115.51 159,187.84 0.00 322,882.27 150 Days 7 0 3 0 10 213,293.78 0.00 179,485.57 0.00 392,779.35 180+ Days 6 0 1 1 8 188,188.30 0.00 68,361.50 122,000.00 378,549.80 Totals 80 5 7 1 93 3,261,743.41 156,973.32 439,321.44 122,000.00 3,980,038.17 0-29 Days 0.190476% 0.000000% 0.000000% 0.190476% 0.059082% 0.000000% 0.000000% 0.059082% 30 Days 4.095238% 0.000000% 0.000000% 0.000000% 4.095238% 2.784142% 0.000000% 0.000000% 0.000000% 2.784142% 60 Days 1.142857% 0.190476% 0.000000% 0.000000% 1.333333% 0.641963% 0.146486% 0.000000% 0.000000% 0.788449% 90 Days 0.857143% 0.000000% 0.095238% 0.000000% 0.952381% 0.503434% 0.000000% 0.046787% 0.000000% 0.550221% 120 Days 0.285714% 0.095238% 0.190476% 0.000000% 0.571429% 0.215308% 0.021904% 0.230681% 0.000000% 0.467894% 150 Days 0.666667% 0.000000% 0.285714% 0.000000% 0.952381% 0.309087% 0.000000% 0.260095% 0.000000% 0.569182% 180+ Days 0.571429% 0.000000% 0.095238% 0.095238% 0.761905% 0.272706% 0.000000% 0.099064% 0.176792% 0.548562% Totals 7.619048% 0.476190% 0.666667% 0.095238% 8.857143% 4.726641% 0.227472% 0.636627% 0.176792% 5.767533%
180+ Delinquency Summary Summary Group 1 ARM Days Number of Aggregate Percentage of Number of Aggregate Percentage of Delinquent Loans Outstanding Balance(%) Loans Oustanding Balance(%) Balance($) Balance($) 180 - 209 56 6,477,675.24 0.763 22 3,364,308.63 0.912 210 - 239 23 2,807,161.32 0.331 7 1,280,500.00 0.347 240 - 269 3 331,910.76 0.039 1 119,910.76 0.033 Total 82 9,616,747.32 1.133 30 4,764,719.39 1.292
180+ Delinquency Summary (continued) Group 2 ARM Group 1 Fixed Number of Aggregate Percentage of Days Number of Aggregate Percentage of Loans Oustanding Balance(%) Delinquent Loans Outstanding Balance(%) Balance($) Balance($) 180 - 209 4 252,290.02 0.443 24 2,643,526.79 0.748 210 - 239 2 170,515.41 0.299 13 1,317,145.91 0.373 240 - 269 0 0.00 0.000 1 90,000.00 0.025 Total 6 422,805.43 0.742 38 4,050,672.70 1.146
180+ Delinquency Summary (continued) Group 2 Fixed Days Number of Aggregate Percentage of Delinquent Loans Outstanding Balance(%) Balance($) 180 - 209 6 217,549.80 0.315 210 - 239 1 39,000.00 0.057 240 - 269 1 122,000.00 0.177 Total 8 378,549.80 0.549 This report includes all loans greater than 180 days delinquent regardless of status (REO, Foreclosure, Bankruptcy).
REO Detail - All Mortgage Loans in REO during Current Period
Summary 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 4 Jan-05 0.000% Original Principal Balance 991,300.00 Feb-05 0.000% Current Principal Balance 991,265.97 Mar-05 0.000% Apr-05 0.000% Current REO Total May-05 0.000% Loans in REO 27 Jun-05 0.000% Original Principal Balance 3,807,300.00 Jul-05 0.000% Current Principal Balance 3,806,066.14 Aug-05 0.000% Sep-05 0.000% Oct-05 0.236% Nov-05 0.335% Dec-05 0.449% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 1 ARM 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 4 Jan-05 0.000% Original Principal Balance 991,300.00 Feb-05 0.000% Current Principal Balance 991,265.97 Mar-05 0.000% Apr-05 0.000% Current REO Total May-05 0.000% Loans in REO 18 Jun-05 0.000% Original Principal Balance 2,811,100.00 Jul-05 0.000% Current Principal Balance 2,810,320.55 Aug-05 0.000% Sep-05 0.000% Oct-05 0.341% Nov-05 0.474% Dec-05 0.762% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 1 Fixed 12 Month REO History* New REO Loans Month REO Percentage 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% Current REO Total May-05 0.000% Loans in REO 0 Jun-05 0.000% Original Principal Balance 0.00 Jul-05 0.000% Current Principal Balance 0.00 Aug-05 0.000% Sep-05 0.000% Oct-05 0.000% Nov-05 0.128% Dec-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 2 ARM 12 Month REO History* New REO Loans Month REO Percentage 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% Current REO Total May-05 0.000% Loans in REO 8 Jun-05 0.000% Original Principal Balance 874,200.00 Jul-05 0.000% Current Principal Balance 873,745.59 Aug-05 0.000% Sep-05 0.000% Oct-05 0.177% Nov-05 0.253% Dec-05 0.247% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 2 Fixed 12 Month REO History* New REO Loans Month REO Percentage 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% Current REO Total May-05 0.000% Loans in REO 1 Jun-05 0.000% Original Principal Balance 122,000.00 Jul-05 0.000% Current Principal Balance 122,000.00 Aug-05 0.000% Sep-05 0.000% Oct-05 0.172% Nov-05 0.174% Dec-05 0.177% *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 Group 1 ARM 0200115921 Dec-2005 01-Apr-2005 CA 80.00 359,200.00 Group 1 ARM 0200117414 Oct-2005 01-Apr-2005 MI 80.00 49,600.00 Group 1 ARM 0200118362 Oct-2005 01-Apr-2005 CO 72.65 170,000.00 Group 1 ARM 0200120160 Oct-2005 01-Apr-2005 MI 90.00 62,100.00 Group 1 ARM 0200120327 Nov-2005 01-Apr-2005 TX 79.98 191,400.00 Group 1 ARM 0200121820 Oct-2005 01-Apr-2005 MI 80.00 93,200.00 Group 1 ARM 0200123974 Dec-2005 01-Apr-2005 MA 80.00 156,000.00 Group 1 ARM 0200125771 Dec-2005 01-Apr-2005 MO 74.95 71,200.00 Group 1 ARM 0200130367 Oct-2005 01-May-2005 GA 80.00 228,000.00 Group 1 ARM 0200130698 Oct-2005 01-May-2005 MO 80.00 60,000.00 Group 1 ARM 0200134419 Oct-2005 01-May-2005 AL 94.94 110,600.00 Group 1 ARM 0200134948 Oct-2005 01-May-2005 MO 74.92 48,700.00 Group 1 ARM 0200141844 Oct-2005 01-May-2005 GA 80.00 296,000.00 Group 1 ARM 0400094470 Oct-2005 01-Apr-2005 MI 65.19 50,200.00 Group 1 ARM 0400095956 Oct-2005 01-Apr-2005 NH 80.00 180,000.00 Group 1 ARM 0400112033 Dec-2005 01-May-2005 MA 89.98 404,900.00 Group 1 ARM 0500032701 Nov-2005 01-Feb-2005 MO 80.00 120,000.00 Group 1 ARM 0500034863 Nov-2005 01-Mar-2005 MN 80.00 160,000.00 Group 2 ARM 0200126514 Nov-2005 01-May-2005 MI 80.00 64,000.00 Group 2 ARM 0200126654 Oct-2005 01-Apr-2005 MI 90.00 54,000.00 Group 2 ARM 0200140440 Oct-2005 01-May-2005 TN 90.00 106,200.00 Group 2 ARM 0400091351 Oct-2005 01-Mar-2005 MI 80.00 90,000.00 Group 2 ARM 0400093431 Oct-2005 01-Apr-2005 MI 80.00 93,600.00 Group 2 ARM 0500035878 Oct-2005 01-Feb-2005 GA 80.00 136,000.00 Group 2 ARM 0500042163 Oct-2005 01-Apr-2005 TN 80.00 138,400.00 Group 2 ARM 0500042726 Nov-2005 01-May-2005 CO 80.00 192,000.00 Group 2 Fixed 0500032628 Oct-2005 01-Mar-2005 GA 84.43 122,000.00
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 Group 1 ARM 0200115921 359,200.00 01-Mar-2005 7 6.750% 14,966.64 Group 1 ARM 0200117414 49,574.77 01-Apr-2005 6 9.430% 2,946.08 Group 1 ARM 0200118362 170,000.00 01-Mar-2005 7 7.850% 8,303.67 Group 1 ARM 0200120160 62,100.00 01-Mar-2005 7 9.450% 3,696.84 Group 1 ARM 0200120327 191,017.24 01-May-2005 5 5.990% 6,098.64 Group 1 ARM 0200121820 93,144.92 01-Apr-2005 6 8.620% 5,031.58 Group 1 ARM 0200123974 156,000.00 01-Mar-2005 7 6.950% 6,682.66 Group 1 ARM 0200125771 71,165.97 01-Apr-2005 6 9.640% 4,328.96 Group 1 ARM 0200130367 228,000.00 01-Apr-2005 6 6.700% 9,395.00 Group 1 ARM 0200130698 60,000.00 01-Apr-2005 6 8.050% 3,012.88 Group 1 ARM 0200134419 110,600.00 01-Apr-2005 6 8.990% 6,247.79 Group 1 ARM 0200134948 48,700.00 01-Apr-2005 6 10.090% 3,108.75 Group 1 ARM 0200141844 296,000.00 01-Apr-2005 6 7.330% 13,441.21 Group 1 ARM 0400094470 50,176.70 01-Apr-2005 6 10.200% 3,239.81 Group 1 ARM 0400095956 179,830.19 01-Apr-2005 6 6.280% 6,906.20 Group 1 ARM 0400112033 404,900.00 01-Apr-2005 6 9.223% 23,499.63 Group 1 ARM 0500032701 119,910.76 01-Feb-2005 8 7.490% 5,564.44 Group 1 ARM 0500034863 160,000.00 01-Mar-2005 7 7.350% 7,306.64 Group 2 ARM 0200126514 63,943.81 01-May-2005 5 6.650% 2,286.44 Group 2 ARM 0200126654 54,000.00 01-Mar-2005 7 10.150% 3,467.17 Group 2 ARM 0200140440 106,200.00 01-Apr-2005 6 8.000% 5,297.36 Group 2 ARM 0400091351 90,000.00 01-Feb-2005 8 10.460% 5,962.52 Group 2 ARM 0400093431 93,564.01 01-Apr-2005 6 10.653% 6,323.58 Group 2 ARM 0500035878 135,740.69 01-Apr-2005 6 8.300% 7,042.33 Group 2 ARM 0500042163 138,297.08 01-Apr-2005 6 7.490% 6,427.52 Group 2 ARM 0500042726 192,000.00 01-Apr-2005 6 6.240% 7,322.49 Group 2 Fixed 0500032628 122,000.00 01-Feb-2005 8 9.400% 7,218.24
Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period
Summary 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 40 Jan-05 0.000% Original Principal Balance 6,188,638.00 Feb-05 0.000% Current Principal Balance 6,176,450.18 Mar-05 0.000% Apr-05 0.000% Current Foreclosure Total May-05 0.000% Loans in Foreclosure 126 Jun-05 0.000% Original Principal Balance 18,143,533.00 Jul-05 0.137% Current Principal Balance 18,120,124.42 Aug-05 0.442% Sep-05 0.787% Oct-05 0.859% Nov-05 1.624% Dec-05 2.136% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 1 ARM 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 22 Jan-05 0.000% Original Principal Balance 4,121,408.00 Feb-05 0.000% Current Principal Balance 4,112,488.71 Mar-05 0.000% Apr-05 0.000% Current Foreclosure Total May-05 0.000% Loans in Foreclosure 56 Jun-05 0.000% Original Principal Balance 10,626,853.00 Jul-05 0.199% Current Principal Balance 10,610,710.72 Aug-05 0.505% Sep-05 0.942% Oct-05 1.118% Nov-05 2.226% Dec-05 2.876% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 1 Fixed 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 1 Jan-05 0.000% Original Principal Balance 49,980.00 Feb-05 0.000% Current Principal Balance 49,665.85 Mar-05 0.000% Apr-05 0.000% Current Foreclosure Total May-05 0.000% Loans in Foreclosure 5 Jun-05 0.000% Original Principal Balance 379,280.00 Jul-05 0.000% Current Principal Balance 378,792.17 Aug-05 0.000% Sep-05 0.229% Oct-05 0.480% Nov-05 0.625% Dec-05 0.665% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 2 ARM 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 14 Jan-05 0.000% Original Principal Balance 1,903,450.00 Feb-05 0.000% Current Principal Balance 1,900,789.43 Mar-05 0.000% Apr-05 0.000% Current Foreclosure Total May-05 0.000% Loans in Foreclosure 58 Jun-05 0.000% Original Principal Balance 6,697,500.00 Jul-05 0.087% Current Principal Balance 6,691,300.09 Aug-05 0.496% Sep-05 0.809% Oct-05 0.774% Nov-05 1.375% Dec-05 1.893% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 2 Fixed 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 3 Jan-05 0.000% Original Principal Balance 113,800.00 Feb-05 0.000% Current Principal Balance 113,506.19 Mar-05 0.000% Apr-05 0.000% Current Foreclosure Total May-05 0.000% Loans in Foreclosure 7 Jun-05 0.000% Original Principal Balance 439,900.00 Jul-05 0.165% Current Principal Balance 439,321.44 Aug-05 0.167% Sep-05 0.264% Oct-05 0.191% Nov-05 0.465% Dec-05 0.637% *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 Group 1 ARM 0200105427 Nov-2005 01-Mar-2005 GA 80.00 316,000.00 Group 1 ARM 0200107456 Aug-2005 01-Mar-2005 MA 80.00 323,200.00 Group 1 ARM 0200108025 Dec-2005 01-Mar-2005 KY 85.00 40,800.00 Group 1 ARM 0200110955 Nov-2005 01-Apr-2005 GA 89.93 118,800.00 Group 1 ARM 0200112357 Nov-2005 01-Apr-2005 IN 74.91 41,200.00 Group 1 ARM 0200112415 Sep-2005 01-Apr-2005 PA 90.00 63,900.00 Group 1 ARM 0200112910 Oct-2005 01-Apr-2005 TX 80.00 145,600.00 Group 1 ARM 0200115772 Dec-2005 01-Apr-2005 SC 94.98 249,800.00 Group 1 ARM 0200117604 Dec-2005 01-Apr-2005 CA 79.99 214,300.00 Group 1 ARM 0200118503 Nov-2005 01-Apr-2005 MO 80.00 52,000.00 Group 1 ARM 0200118511 Dec-2005 01-Apr-2005 TX 80.00 360,000.00 Group 1 ARM 0200119188 Nov-2005 01-Apr-2005 OH 84.97 140,200.00 Group 1 ARM 0200120038 Sep-2005 01-Apr-2005 SC 84.87 48,800.00 Group 1 ARM 0200124477 Dec-2005 01-Apr-2005 TX 80.00 396,000.00 Group 1 ARM 0200124683 Nov-2005 01-Apr-2005 NV 91.22 269,100.00 Group 1 ARM 0200126670 Nov-2005 01-May-2005 MI 88.62 77,100.00 Group 1 ARM 0200128049 Dec-2005 01-May-2005 MD 90.00 315,000.00 Group 1 ARM 0200128098 Nov-2005 01-May-2005 MI 85.00 66,300.00 Group 1 ARM 0200128486 Dec-2005 01-May-2005 OH 90.00 71,100.00 Group 1 ARM 0200128544 Oct-2005 01-May-2005 OH 74.94 59,200.00 Group 1 ARM 0200129468 Dec-2005 01-May-2005 GA 95.00 170,900.00 Group 1 ARM 0200129823 Nov-2005 01-May-2005 OH 87.57 64,800.00 Group 1 ARM 0200130177 Nov-2005 01-May-2005 VA 64.86 240,000.00 Group 1 ARM 0200131019 Dec-2005 01-May-2005 CA 80.00 400,000.00 Group 1 ARM 0200131639 Nov-2005 01-May-2005 TX 79.98 191,000.00 Group 1 ARM 0200133528 Nov-2005 01-May-2005 OH 73.91 51,000.00 Group 1 ARM 0200134567 Nov-2005 01-May-2005 KY 74.86 80,100.00 Group 1 ARM 0200134740 Nov-2005 01-May-2005 MO 75.00 75,000.00 Group 1 ARM 0200139228 Dec-2005 01-May-2005 MI 80.00 304,000.00 Group 1 ARM 0200139525 Nov-2005 01-May-2005 NY 95.00 427,400.00 Group 1 ARM 0200139731 Sep-2005 01-May-2005 CA 80.00 596,000.00 Group 1 ARM 0200140945 Aug-2005 01-May-2005 OH 88.00 145,200.00 Group 1 ARM 0200141943 Dec-2005 01-May-2005 OH 80.00 64,000.00 Group 1 ARM 0200142479 Dec-2005 01-May-2005 CO 80.00 201,600.00 Group 1 ARM 0200142933 Dec-2005 01-May-2005 MI 74.62 48,500.00 Group 1 ARM 0200143238 Nov-2005 01-May-2005 TX 80.00 519,200.00 Group 1 ARM 0200149482 Dec-2005 01-May-2005 MI 95.00 55,100.00 Group 1 ARM 0400093696 Oct-2005 01-Apr-2005 OH 80.00 91,200.00 Group 1 ARM 0400095006 Nov-2005 01-Apr-2005 AZ 84.93 60,300.00 Group 1 ARM 0400095386 Oct-2005 01-Apr-2005 NY 74.70 310,000.00 Group 1 ARM 0400099495 Dec-2005 01-Apr-2005 WA 80.00 148,000.00 Group 1 ARM 0400099677 Dec-2005 01-Apr-2005 OH 80.00 96,000.00 Group 1 ARM 0400101184 Nov-2005 01-Apr-2005 NY 70.00 346,500.00 Group 1 ARM 0400102349 Dec-2005 01-May-2005 OH 95.00 66,500.00 Group 1 ARM 0400103131 Nov-2005 01-May-2005 CT 70.00 175,000.00 Group 1 ARM 0400103453 Dec-2005 01-May-2005 MA 84.98 279,600.00 Group 1 ARM 0400108049 Oct-2005 01-May-2005 NY 85.00 253,300.00 Group 1 ARM 0400109542 Dec-2005 01-May-2005 OH 80.00 128,000.00 Group 1 ARM 0400112512 Nov-2005 01-May-2005 NY 85.00 297,500.00 Group 1 ARM 0500031422 Dec-2005 01-Feb-2005 AZ 80.00 205,640.00 Group 1 ARM 0500034343 Nov-2005 01-Apr-2005 MO 90.00 121,500.00 Group 1 ARM 0500035076 Nov-2005 01-Mar-2005 MN 80.00 199,920.00 Group 1 ARM 0500036058 Dec-2005 01-Mar-2005 KY 80.00 160,168.00 Group 1 ARM 0500037031 Oct-2005 01-Mar-2005 NV 80.00 471,200.00 Group 1 ARM 0500038690 Dec-2005 01-Mar-2005 WI 80.00 146,400.00 Group 1 ARM 0500039656 Nov-2005 01-Apr-2005 OK 95.00 67,925.00 Group 1 Fixed 0200114700 Oct-2005 01-Apr-2005 OH 80.00 64,000.00 Group 1 Fixed 0200138261 Nov-2005 01-May-2005 TX 94.90 48,400.00 Group 1 Fixed 0200139871 Oct-2005 01-May-2005 CA 20.00 149,000.00 Group 1 Fixed 0200141109 Nov-2005 01-May-2005 OH 79.88 67,900.00 Group 1 Fixed 0500035084 Dec-2005 01-Mar-2005 MN 20.00 49,980.00 Group 2 ARM 0200109627 Dec-2005 01-Mar-2005 SC 79.98 85,800.00 Group 2 ARM 0200110732 Aug-2005 01-Mar-2005 OH 84.94 67,100.00 Group 2 ARM 0200111193 Aug-2005 01-Apr-2005 OK 90.00 50,400.00 Group 2 ARM 0200115053 Aug-2005 01-Apr-2005 IA 80.00 104,000.00 Group 2 ARM 0200115343 Sep-2005 01-Apr-2005 MS 80.00 86,400.00 Group 2 ARM 0200118479 Nov-2005 01-Apr-2005 RI 66.79 187,000.00 Group 2 ARM 0200122380 Aug-2005 01-Apr-2005 OH 79.97 55,900.00 Group 2 ARM 0200122588 Jul-2005 01-Apr-2005 PA 94.95 86,400.00 Group 2 ARM 0200122711 Dec-2005 01-Apr-2005 MI 84.91 46,700.00 Group 2 ARM 0200123552 Aug-2005 01-Apr-2005 OH 75.00 96,000.00 Group 2 ARM 0200123586 Oct-2005 01-Apr-2005 NY 74.98 183,700.00 Group 2 ARM 0200123818 Aug-2005 01-Apr-2005 IN 68.00 71,400.00 Group 2 ARM 0200127546 Nov-2005 01-May-2005 PA 89.95 85,000.00 Group 2 ARM 0200130458 Nov-2005 01-May-2005 IL 85.00 115,000.00 Group 2 ARM 0200135176 Dec-2005 01-May-2005 TN 85.00 69,700.00 Group 2 ARM 0200135465 Nov-2005 01-May-2005 OH 80.00 144,800.00 Group 2 ARM 0200136398 Dec-2005 01-May-2005 WV 85.00 76,500.00 Group 2 ARM 0200140259 Nov-2005 01-May-2005 IL 80.00 132,000.00 Group 2 ARM 0200140457 Nov-2005 01-May-2005 IN 80.00 65,600.00 Group 2 ARM 0200143493 Oct-2005 01-May-2005 KY 80.00 69,600.00 Group 2 ARM 0200146959 Nov-2005 01-May-2005 OH 80.00 68,000.00 Group 2 ARM 0200146991 Nov-2005 01-May-2005 OH 80.00 66,000.00 Group 2 ARM 0200147064 Oct-2005 01-May-2005 KY 90.00 138,600.00 Group 2 ARM 0200147700 Dec-2005 01-May-2005 GA 80.00 128,000.00 Group 2 ARM 0400091567 Sep-2005 01-Apr-2005 OH 80.00 64,800.00 Group 2 ARM 0400091948 Sep-2005 01-Apr-2005 OH 90.00 63,000.00 Group 2 ARM 0400091997 Aug-2005 01-Apr-2005 WI 76.55 111,000.00 Group 2 ARM 0400093662 Oct-2005 01-Apr-2005 VT 61.77 135,900.00 Group 2 ARM 0400096442 Dec-2005 01-Apr-2005 NV 49.05 149,600.00 Group 2 ARM 0400096871 Dec-2005 01-Apr-2005 MN 89.76 285,000.00 Group 2 ARM 0400098026 Nov-2005 01-Apr-2005 CO 95.00 209,000.00 Group 2 ARM 0400099743 Sep-2005 01-Apr-2005 CT 64.58 200,200.00 Group 2 ARM 0400100152 Jul-2005 01-Apr-2005 TX 79.88 67,900.00 Group 2 ARM 0400100293 Sep-2005 01-Apr-2005 MN 85.00 204,000.00 Group 2 ARM 0400103073 Dec-2005 01-May-2005 MI 85.00 142,800.00 Group 2 ARM 0400107009 Nov-2005 01-May-2005 MA 69.57 80,000.00 Group 2 ARM 0400108486 Nov-2005 01-May-2005 NE 80.00 92,800.00 Group 2 ARM 0400109484 Sep-2005 01-May-2005 AR 30.29 41,500.00 Group 2 ARM 0400111381 Nov-2005 01-May-2005 NV 80.00 328,000.00 Group 2 ARM 0400111969 Nov-2005 01-May-2005 NY 89.83 53,900.00 Group 2 ARM 0400112736 Nov-2005 01-May-2005 MN 70.00 87,500.00 Group 2 ARM 0400112975 Nov-2005 01-May-2005 CA 99.86 68,900.00 Group 2 ARM 0400113320 Nov-2005 01-May-2005 GA 80.00 108,000.00 Group 2 ARM 0500031935 Sep-2005 01-Feb-2004 TX 80.00 120,000.00 Group 2 ARM 0500032446 Sep-2005 01-Mar-2005 OH 75.06 66,800.00 Group 2 ARM 0500033279 Sep-2005 01-Feb-2005 WI 80.00 54,000.00 Group 2 ARM 0500035498 Dec-2005 01-Apr-2005 CA 47.01 275,000.00 Group 2 ARM 0500035902 Dec-2005 01-Mar-2005 GA 80.00 116,000.00 Group 2 ARM 0500036199 Dec-2005 01-Apr-2005 MI 80.00 88,000.00 Group 2 ARM 0500037676 Jul-2005 01-Mar-2005 GA 80.00 108,000.00 Group 2 ARM 0500038625 Aug-2005 01-Mar-2005 OH 85.00 106,250.00 Group 2 ARM 0500039177 Nov-2005 01-Apr-2005 TX 80.00 119,200.00 Group 2 ARM 0500042718 Nov-2005 01-May-2005 MI 80.00 172,000.00 Group 2 ARM 0500043005 Dec-2005 01-May-2005 FL 80.00 129,600.00 Group 2 ARM 0500043013 Nov-2005 01-May-2005 FL 76.84 73,000.00 Group 2 ARM 0500043203 Nov-2005 01-May-2005 MI 67.95 185,500.00 Group 2 ARM 0500043450 Dec-2005 01-May-2005 NC 75.00 165,750.00 Group 2 ARM 0500044383 Dec-2005 01-Apr-2005 CA 69.71 145,000.00 Group 2 Fixed 0200109551 Dec-2005 01-Mar-2005 SC 19.95 21,400.00 Group 2 Fixed 0200115780 Sep-2005 01-Apr-2005 OH 90.00 68,400.00 Group 2 Fixed 0200124709 Dec-2005 01-Apr-2005 OH 80.00 60,000.00 Group 2 Fixed 0200138048 Nov-2005 01-May-2005 OH 84.96 99,400.00 Group 2 Fixed 0400099149 Nov-2005 01-Apr-2005 OH 84.95 90,900.00 Group 2 Fixed 0400107751 Oct-2005 01-May-2005 OH 74.97 67,400.00 Group 2 Fixed 0500043880 Dec-2005 01-May-2005 FL 20.00 32,400.00
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 Group 1 ARM 0200105427 316,000.00 01-Jun-2005 4 8.302% 12,326.08 Group 1 ARM 0200107456 323,200.00 01-Mar-2005 7 7.570% 15,233.44 Group 1 ARM 0200108025 40,707.25 01-Jun-2005 4 10.510% 2,035.25 Group 1 ARM 0200110955 118,675.27 01-May-2005 5 9.208% 6,019.16 Group 1 ARM 0200112357 41,102.86 01-Jun-2005 4 7.244% 1,382.94 Group 1 ARM 0200112415 63,866.11 01-Apr-2005 6 9.140% 3,671.70 Group 1 ARM 0200112910 144,964.42 01-Aug-2005 2 6.736% 3,009.28 Group 1 ARM 0200115772 249,424.79 01-Jun-2005 4 9.453% 11,149.88 Group 1 ARM 0200117604 213,737.59 01-Jun-2005 4 6.697% 6,608.92 Group 1 ARM 0200118503 51,943.51 01-May-2005 5 9.045% 2,585.50 Group 1 ARM 0200118511 359,177.24 01-Jun-2005 4 7.400% 12,367.46 Group 1 ARM 0200119188 140,122.62 01-Apr-2005 6 8.950% 7,877.97 Group 1 ARM 0200120038 48,776.99 01-Apr-2005 6 9.700% 2,986.62 Group 1 ARM 0200124477 394,940.93 01-Jun-2005 4 6.600% 12,018.28 Group 1 ARM 0200124683 268,581.65 01-Jun-2005 4 8.250% 10,390.40 Group 1 ARM 0200126670 77,022.24 01-Jun-2005 4 9.400% 3,410.04 Group 1 ARM 0200128049 314,133.93 01-Aug-2005 2 7.930% 7,771.83 Group 1 ARM 0200128098 66,228.55 01-Jun-2005 4 9.445% 2,958.83 Group 1 ARM 0200128486 71,046.70 01-May-2005 5 7.450% 2,873.76 Group 1 ARM 0200128544 59,170.04 01-May-2005 5 9.490% 3,098.28 Group 1 ARM 0200129468 170,796.47 01-May-2005 5 8.500% 7,955.74 Group 1 ARM 0200129823 64,765.98 01-May-2005 5 9.190% 3,277.82 Group 1 ARM 0200130177 239,600.71 01-Jun-2005 4 6.940% 7,698.80 Group 1 ARM 0200131019 398,883.21 01-Jul-2005 3 7.040% 10,851.39 Group 1 ARM 0200131639 190,839.43 01-May-2005 5 6.950% 7,162.22 Group 1 ARM 0200133528 50,974.87 01-May-2005 5 9.490% 2,669.17 Group 1 ARM 0200134567 80,012.98 01-Jun-2005 4 9.690% 3,672.11 Group 1 ARM 0200134740 74,916.03 01-Jun-2005 4 8.900% 3,141.97 Group 1 ARM 0200139228 302,799.81 01-Sep-2005 1 7.250% 5,105.62 Group 1 ARM 0200139525 426,845.18 01-Jun-2005 4 8.180% 16,363.70 Group 1 ARM 0200139731 596,000.00 01-Apr-2005 6 7.200% 26,621.36 Group 1 ARM 0200140945 145,002.51 01-Jun-2005 4 7.950% 5,391.97 Group 1 ARM 0200141943 63,958.86 01-May-2005 5 8.210% 2,870.92 Group 1 ARM 0200142479 201,600.00 01-Apr-2005 6 6.700% 8,307.15 Group 1 ARM 0200142933 48,432.13 01-Jul-2005 3 9.790% 1,872.95 Group 1 ARM 0200143238 518,907.41 01-May-2005 5 8.850% 25,230.91 Group 1 ARM 0200149482 55,073.80 01-Jun-2005 4 9.660% 2,519.31 Group 1 ARM 0400093696 91,041.77 01-May-2005 5 6.726% 3,298.64 Group 1 ARM 0400095006 60,253.27 01-May-2005 5 10.638% 3,559.29 Group 1 ARM 0400095386 309,677.06 01-May-2005 5 9.246% 15,776.96 Group 1 ARM 0400099495 147,564.84 01-Jul-2005 3 7.595% 4,356.42 Group 1 ARM 0400099677 95,849.66 01-Jul-2005 3 10.630% 4,042.38 Group 1 ARM 0400101184 346,070.12 01-Jun-2005 4 10.355% 17,037.32 Group 1 ARM 0400102349 66,452.35 01-Jun-2005 4 11.000% 3,485.54 Group 1 ARM 0400103131 174,809.02 01-Jul-2005 3 10.950% 7,605.76 Group 1 ARM 0400103453 279,073.43 01-Jul-2005 3 9.635% 10,612.80 Group 1 ARM 0400108049 253,186.92 01-May-2005 5 9.957% 13,950.05 Group 1 ARM 0400109542 127,853.38 01-Jun-2005 4 8.790% 5,291.77 Group 1 ARM 0400112512 297,341.42 01-May-2005 5 9.117% 14,923.94 Group 1 ARM 0500031422 205,178.36 01-Apr-2005 6 7.490% 9,535.56 Group 1 ARM 0500034343 121,261.89 01-Jul-2005 3 9.575% 4,581.09 Group 1 ARM 0500035076 199,257.46 01-Jun-2005 4 6.990% 6,452.17 Group 1 ARM 0500036058 159,564.94 01-Jul-2005 3 7.490% 4,640.12 Group 1 ARM 0500037031 469,939.81 01-May-2005 5 6.600% 16,676.28 Group 1 ARM 0500038690 146,239.04 01-Apr-2005 6 8.990% 8,260.76 Group 1 ARM 0500039656 67,863.91 01-May-2005 5 9.942% 3,732.30 Group 1 Fixed 0200114700 63,926.80 01-May-2005 5 8.797% 3,089.05 Group 1 Fixed 0200138261 48,374.86 01-May-2005 5 9.240% 2,462.39 Group 1 Fixed 0200139871 149,000.00 01-Apr-2005 6 10.740% 10,137.94 Group 1 Fixed 0200141109 67,824.66 01-Jun-2005 4 8.950% 2,861.54 Group 1 Fixed 0500035084 49,665.85 01-Jul-2005 3 10.490% 2,061.93 Group 2 ARM 0200109627 85,800.00 01-May-2005 5 7.354% 3,429.58 Group 2 ARM 0200110732 67,070.14 01-Mar-2005 7 9.971% 4,225.91 Group 2 ARM 0200111193 50,400.00 01-Mar-2005 7 7.745% 2,427.10 Group 2 ARM 0200115053 104,000.00 01-Mar-2005 7 8.240% 5,350.71 Group 2 ARM 0200115343 86,339.04 01-Apr-2005 6 7.752% 4,163.25 Group 2 ARM 0200118479 186,801.26 01-May-2005 5 9.150% 9,410.27 Group 2 ARM 0200122380 55,900.00 01-Mar-2005 7 8.450% 2,954.43 Group 2 ARM 0200122588 86,400.00 01-Mar-2005 7 9.000% 4,883.76 Group 2 ARM 0200122711 46,623.62 01-Jun-2005 4 10.446% 2,316.45 Group 2 ARM 0200123552 96,000.00 01-Mar-2005 7 9.147% 5,521.36 Group 2 ARM 0200123586 183,424.56 01-May-2005 5 7.980% 7,986.80 Group 2 ARM 0200123818 71,330.08 01-May-2005 5 9.540% 3,755.79 Group 2 ARM 0200127546 85,000.00 01-Apr-2005 6 8.450% 4,495.21 Group 2 ARM 0200130458 115,000.00 01-Apr-2005 6 7.650% 5,467.68 Group 2 ARM 0200135176 69,700.00 01-Apr-2005 6 9.850% 4,337.57 Group 2 ARM 0200135465 144,800.00 01-Apr-2005 6 5.750% 5,068.00 Group 2 ARM 0200136398 76,500.00 01-Apr-2005 6 9.600% 4,633.07 Group 2 ARM 0200140259 131,866.06 01-May-2005 5 5.900% 4,140.95 Group 2 ARM 0200140457 65,548.31 01-May-2005 5 7.200% 2,555.69 Group 2 ARM 0200143493 69,505.33 01-Jun-2005 4 7.950% 2,584.59 Group 2 ARM 0200146959 68,000.00 01-May-2005 5 9.000% 3,371.69 Group 2 ARM 0200146991 65,924.80 01-Jun-2005 4 8.815% 2,737.39 Group 2 ARM 0200147064 138,532.55 01-May-2005 5 9.550% 7,302.45 Group 2 ARM 0200147700 128,000.00 01-Jul-2005 3 7.380% 3,669.35 Group 2 ARM 0400091567 64,732.80 01-Apr-2005 6 5.786% 2,273.42 Group 2 ARM 0400091948 63,000.00 01-Mar-2005 7 10.415% 4,157.35 Group 2 ARM 0400091997 111,000.00 01-Mar-2005 7 11.162% 7,876.83 Group 2 ARM 0400093662 135,590.24 01-Aug-2005 2 9.937% 4,262.19 Group 2 ARM 0400096442 149,232.57 01-Jul-2005 3 8.486% 4,959.96 Group 2 ARM 0400096871 284,196.09 01-Jul-2005 3 8.000% 8,868.82 Group 2 ARM 0400098026 208,793.90 01-May-2005 5 9.720% 11,213.31 Group 2 ARM 0400099743 200,064.85 01-Apr-2005 6 7.970% 9,939.20 Group 2 ARM 0400100152 67,778.68 01-Aug-2005 2 11.075% 2,387.87 Group 2 ARM 0400100293 203,876.34 01-Apr-2005 6 8.497% 10,847.27 Group 2 ARM 0400103073 142,587.58 01-Jul-2005 3 9.500% 5,341.61 Group 2 ARM 0400107009 80,000.00 01-May-2005 5 9.715% 4,301.37 Group 2 ARM 0400108486 92,800.00 01-Apr-2005 6 7.949% 4,597.59 Group 2 ARM 0400109484 41,500.00 01-Apr-2005 6 10.238% 2,690.35 Group 2 ARM 0400111381 328,000.00 01-Jun-2005 4 7.513% 11,499.64 Group 2 ARM 0400111969 53,843.56 01-Jun-2005 4 10.098% 2,581.33 Group 2 ARM 0400112736 87,457.52 01-May-2005 5 9.562% 4,615.83 Group 2 ARM 0400112975 68,869.16 01-May-2005 5 9.945% 3,790.03 Group 2 ARM 0400113320 107,913.78 01-Jun-2005 4 10.500% 5,390.17 Group 2 ARM 0500031935 120,000.00 01-May-2005 5 6.600% 4,270.00 Group 2 ARM 0500032446 66,727.49 01-Apr-2005 6 9.050% 3,796.05 Group 2 ARM 0500033279 53,872.61 01-Apr-2005 6 7.240% 2,413.82 Group 2 ARM 0500035498 275,000.00 01-Mar-2005 7 8.500% 14,626.04 Group 2 ARM 0500035902 115,628.82 01-Jul-2005 3 8.300% 3,752.97 Group 2 ARM 0500036199 87,798.87 01-Jun-2005 4 7.400% 3,023.17 Group 2 ARM 0500037676 107,772.15 01-May-2005 5 7.800% 4,579.37 Group 2 ARM 0500038625 106,175.77 01-Mar-2005 7 7.800% 5,150.61 Group 2 ARM 0500039177 119,020.73 01-May-2005 5 7.450% 4,814.18 Group 2 ARM 0500042718 171,705.89 01-Jun-2005 4 6.800% 5,396.97 Group 2 ARM 0500043005 129,285.69 01-Jul-2005 3 7.100% 3,549.49 Group 2 ARM 0500043013 73,000.00 01-Apr-2005 6 9.170% 4,211.49 Group 2 ARM 0500043203 185,173.06 01-Jun-2005 4 6.650% 5,681.30 Group 2 ARM 0500043450 165,750.00 01-Apr-2005 6 9.350% 9,761.61 Group 2 ARM 0500044383 144,686.19 01-Jul-2005 3 9.100% 5,178.81 Group 2 Fixed 0200109551 21,325.06 01-May-2005 5 10.990% 1,300.19 Group 2 Fixed 0200115780 68,361.50 01-Apr-2005 6 8.856% 3,801.20 Group 2 Fixed 0200124709 59,894.60 01-Jun-2005 4 8.700% 2,451.99 Group 2 Fixed 0200138048 99,293.24 01-Jun-2005 4 9.100% 4,263.75 Group 2 Fixed 0400099149 90,802.62 01-May-2005 5 9.150% 4,574.27 Group 2 Fixed 0400107751 67,357.89 01-May-2005 5 8.350% 3,078.54 Group 2 Fixed 0500043880 32,286.53 01-Jul-2005 3 10.990% 1,407.79
Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period
Summary 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 16 Jan-05 0.000% Original Principal Balance 1,303,700.00 Feb-05 0.000% Current Principal Balance 1,301,655.02 Mar-05 0.000% Apr-05 0.000% Current Bankruptcy Total May-05 0.000% Loans in Bankruptcy 57 Jun-05 0.157% Original Principal Balance 5,725,140.00 Jul-05 0.159% Current Principal Balance 5,713,592.30 Aug-05 0.182% Sep-05 0.208% Oct-05 0.393% Nov-05 0.555% Dec-05 0.673% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 1 ARM 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 9 Jan-05 0.000% Original Principal Balance 938,800.00 Feb-05 0.000% Current Principal Balance 937,772.39 Mar-05 0.000% Apr-05 0.000% Current Bankruptcy Total May-05 0.000% Loans in Bankruptcy 21 Jun-05 0.080% Original Principal Balance 3,151,520.00 Jul-05 0.081% Current Principal Balance 3,148,746.86 Aug-05 0.111% Sep-05 0.142% Oct-05 0.479% Nov-05 0.653% Dec-05 0.853% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 1 Fixed 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 3 Jan-05 0.000% Original Principal Balance 108,200.00 Feb-05 0.000% Current Principal Balance 107,917.40 Mar-05 0.000% Apr-05 0.000% Current Bankruptcy Total May-05 0.000% Loans in Bankruptcy 8 Jun-05 0.661% Original Principal Balance 563,700.00 Jul-05 0.661% Current Principal Balance 560,701.51 Aug-05 0.668% Sep-05 0.682% Oct-05 0.700% Nov-05 0.771% Dec-05 0.984% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 2 ARM 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 2 Jan-05 0.000% Original Principal Balance 155,200.00 Feb-05 0.000% Current Principal Balance 154,878.64 Mar-05 0.000% Apr-05 0.000% Current Bankruptcy Total May-05 0.000% Loans in Bankruptcy 23 Jun-05 0.179% Original Principal Balance 1,852,040.00 Jul-05 0.182% Current Principal Balance 1,847,170.61 Aug-05 0.203% Sep-05 0.225% Oct-05 0.309% Nov-05 0.504% Dec-05 0.523% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 2 Fixed 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 2 Jan-05 0.000% Original Principal Balance 101,500.00 Feb-05 0.000% Current Principal Balance 101,086.59 Mar-05 0.000% Apr-05 0.000% Current Bankruptcy Total May-05 0.000% Loans in Bankruptcy 5 Jun-05 0.055% Original Principal Balance 157,880.00 Jul-05 0.056% Current Principal Balance 156,973.32 Aug-05 0.056% Sep-05 0.079% Oct-05 0.102% Nov-05 0.103% Dec-05 0.227% *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.
Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period Group Loan Month Loan First State LTV at Original Number Entered Payment Origination Principal Bankruptcy Date Balance Group 1 ARM 0200113108 Nov-2005 01-Apr-2005 LA 64.94 50,000.00 Group 1 ARM 0200120269 Jun-2005 01-Apr-2005 TX 80.00 62,400.00 Group 1 ARM 0200134401 Dec-2005 01-May-2005 MI 79.99 151,900.00 Group 1 ARM 0200136315 Oct-2005 01-May-2005 AL 84.99 1,266,400.00 Group 1 ARM 0200137354 Dec-2005 01-May-2005 AL 94.85 47,900.00 Group 1 ARM 0200137503 Jun-2005 01-May-2005 CO 80.00 156,000.00 Group 1 ARM 0200138063 Dec-2005 01-May-2005 OH 79.99 155,900.00 Group 1 ARM 0200140374 Dec-2005 01-May-2005 IL 80.00 101,200.00 Group 1 ARM 0200146454 Dec-2005 01-May-2005 AL 80.00 65,600.00 Group 1 ARM 0200146595 Dec-2005 01-May-2005 OH 79.99 199,900.00 Group 1 ARM 0200147577 Nov-2005 01-May-2005 IL 80.00 79,200.00 Group 1 ARM 0200148005 Dec-2005 01-May-2005 ME 75.00 103,500.00 Group 1 ARM 0400087458 Oct-2005 01-Mar-2005 LA 74.50 40,600.00 Group 1 ARM 0400093365 Dec-2005 01-Apr-2005 TN 84.94 68,800.00 Group 1 ARM 0400108585 Sep-2005 01-May-2005 OH 84.91 48,400.00 Group 1 ARM 0400109724 Nov-2005 01-May-2005 LA 80.00 56,000.00 Group 1 ARM 0500032230 Dec-2005 01-Feb-2005 MI 71.13 44,100.00 Group 1 ARM 0500037056 Nov-2005 01-Apr-2005 OH 80.00 156,000.00 Group 1 ARM 0500037213 Oct-2005 01-Feb-2005 TN 85.00 59,500.00 Group 1 ARM 0500040746 Jun-2005 01-Apr-2005 AZ 85.00 134,300.00 Group 1 ARM 0500043211 Nov-2005 01-Apr-2005 MO 80.00 103,920.00 Group 1 Fixed 0200132017 Jun-2005 01-May-2005 TX 19.98 22,900.00 Group 1 Fixed 0200134393 Dec-2005 01-May-2005 MI 19.96 37,900.00 Group 1 Fixed 0200137511 Jun-2005 01-May-2005 CO 20.00 39,000.00 Group 1 Fixed 0200143931 Nov-2005 01-May-2005 MO 20.00 17,200.00 Group 1 Fixed 0200146462 Nov-2005 01-May-2005 AL 20.00 16,400.00 Group 1 Fixed 0200146629 Dec-2005 01-May-2005 OH 19.97 49,900.00 Group 1 Fixed 0500042833 Jun-2005 01-May-2005 AZ 74.53 360,000.00 Group 1 Fixed 0500044078 Dec-2005 01-May-2005 KY 20.00 20,400.00 Group 2 ARM 0200112936 Nov-2005 01-Apr-2005 TN 65.00 41,600.00 Group 2 ARM 0200119386 Nov-2005 01-Apr-2005 GA 79.98 86,300.00 Group 2 ARM 0200120905 Nov-2005 01-Apr-2005 OH 85.00 57,800.00 Group 2 ARM 0200121663 Oct-2005 01-Apr-2005 OH 90.00 103,500.00 Group 2 ARM 0200123982 Jun-2005 01-Apr-2005 PA 79.98 71,900.00 Group 2 ARM 0200124337 Dec-2005 01-Apr-2005 FL 80.00 73,600.00 Group 2 ARM 0200125086 Sep-2005 01-Apr-2005 OH 90.00 63,000.00 Group 2 ARM 0200130474 Nov-2005 01-May-2005 IN 94.93 67,400.00 Group 2 ARM 0200132009 Jun-2005 01-May-2005 TX 79.92 91,600.00 Group 2 ARM 0200135457 Nov-2005 01-May-2005 OH 80.00 74,400.00 Group 2 ARM 0200135895 Nov-2005 01-May-2005 OH 90.00 90,000.00 Group 2 ARM 0200138774 Oct-2005 01-May-2005 MO 80.00 64,000.00 Group 2 ARM 0200143642 Jun-2005 01-May-2005 IN 79.97 93,400.00 Group 2 ARM 0200143915 Nov-2005 01-May-2005 MO 80.00 68,800.00 Group 2 ARM 0400096392 Jun-2005 01-Apr-2005 CT 74.76 59,300.00 Group 2 ARM 0400101358 Nov-2005 01-Apr-2005 NV 84.95 185,200.00 Group 2 ARM 0400104279 Jun-2005 01-May-2005 MN 84.93 63,700.00 Group 2 ARM 0400113437 Jun-2005 01-May-2005 AZ 75.00 75,000.00 Group 2 ARM 0500031976 Jun-2005 01-Jan-2005 TX 83.64 73,600.00 Group 2 ARM 0500034459 Oct-2005 01-Mar-2005 GA 78.00 53,820.00 Group 2 ARM 0500036207 Jun-2005 01-Apr-2005 MI 80.00 147,920.00 Group 2 ARM 0500038526 Jun-2005 01-Mar-2005 MI 95.00 64,600.00 Group 2 ARM 0500044029 Dec-2005 01-May-2005 KY 80.00 81,600.00 Group 2 Fixed 0200119816 Dec-2005 01-Apr-2005 GA 19.93 21,500.00 Group 2 Fixed 0200124006 Jun-2005 01-Apr-2005 PA 19.91 17,900.00 Group 2 Fixed 0200143659 Jun-2005 01-May-2005 IN 19.95 23,300.00 Group 2 Fixed 0500034442 Oct-2005 01-Mar-2005 GA 22.00 15,180.00 Group 2 Fixed 0500042015 Dec-2005 01-Apr-2005 PA 80.00 80,000.00
Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period (continued) Group Loan Current Paid To Months Current Approximate Number Principal Date Delinquent Loan Rate Delinquent Balance Interest Group 1 ARM 0200113108 50,000.00 01-Mar-2005 7 9.800% 3,093.46 Group 1 ARM 0200120269 62,184.54 01-Oct-2005 0 9.600% 942.89 Group 1 ARM 0200134401 151,620.85 01-Jun-2005 4 6.430% 4,485.05 Group 1 ARM 0200136315 1,266,400.00 01-Jun-2005 4 7.000% 41,157.96 Group 1 ARM 0200137354 47,813.27 01-Aug-2005 2 9.980% 1,509.87 Group 1 ARM 0200137503 156,000.00 01-Oct-2005 0 6.675% 1,605.50 Group 1 ARM 0200138063 155,900.00 01-Aug-2005 2 6.750% 3,247.92 Group 1 ARM 0200140374 101,200.00 01-Aug-2005 2 6.400% 1,990.24 Group 1 ARM 0200146454 65,449.46 01-Jul-2005 3 7.380% 1,873.27 Group 1 ARM 0200146595 199,837.11 01-Jul-2005 3 7.550% 5,870.20 Group 1 ARM 0200147577 79,083.25 01-Jun-2005 4 7.550% 2,782.45 Group 1 ARM 0200148005 103,253.40 01-Aug-2005 2 7.190% 2,299.76 Group 1 ARM 0400087458 40,536.97 01-Jun-2005 4 10.673% 2,059.63 Group 1 ARM 0400093365 68,685.57 01-Jul-2005 3 10.350% 2,816.55 Group 1 ARM 0400108585 48,400.00 01-Apr-2005 6 10.270% 3,147.75 Group 1 ARM 0400109724 55,934.44 01-Jun-2005 4 9.480% 2,508.26 Group 1 ARM 0500032230 44,012.73 01-Jun-2005 4 10.600% 2,220.35 Group 1 ARM 0500037056 155,660.79 01-Jun-2005 4 7.650% 5,554.55 Group 1 ARM 0500037213 59,248.34 01-Sep-2005 1 9.300% 1,302.76 Group 1 ARM 0500040746 133,662.32 01-Nov-2005 0 8.730% 1,833.96 Group 1 ARM 0500043211 103,863.82 01-Apr-2005 6 9.050% 5,908.78 Group 1 Fixed 0200132017 22,636.23 01-Dec-2005 (1) 10.740% 193.42 Group 1 Fixed 0200134393 37,805.95 01-Jun-2005 4 10.490% 1,882.82 Group 1 Fixed 0200137511 38,887.61 01-Nov-2005 0 10.490% 647.62 Group 1 Fixed 0200143931 17,193.51 01-May-2005 5 10.740% 1,025.87 Group 1 Fixed 0200146462 16,387.56 01-Jun-2005 4 10.740% 838.23 Group 1 Fixed 0200146629 49,811.02 01-Jul-2005 3 9.990% 1,967.78 Group 1 Fixed 0500042833 357,679.20 01-Nov-2005 0 6.500% 3,578.49 Group 1 Fixed 0500044078 20,300.43 01-Aug-2005 2 10.740% 691.60 Group 2 ARM 0200112936 41,548.20 01-Jun-2005 4 10.341% 2,042.14 Group 2 ARM 0200119386 86,300.00 01-Jul-2005 3 7.754% 2,608.11 Group 2 ARM 0200120905 57,761.88 01-Apr-2005 6 9.500% 3,459.65 Group 2 ARM 0200121663 103,309.64 01-Jun-2005 4 9.440% 4,613.27 Group 2 ARM 0200123982 71,357.06 01-Dec-2005 (1) 7.000% 386.85 Group 2 ARM 0200124337 73,279.56 01-Aug-2005 2 6.750% 1,524.61 Group 2 ARM 0200125086 63,000.00 01-Mar-2005 7 9.050% 3,582.12 Group 2 ARM 0200130474 67,329.11 01-Jun-2005 4 9.200% 2,924.88 Group 2 ARM 0200132009 90,864.31 01-Dec-2005 (1) 6.750% 473.69 Group 2 ARM 0200135457 74,351.58 01-May-2005 5 8.150% 3,311.32 Group 2 ARM 0200135895 89,896.06 01-Jun-2005 4 8.750% 3,702.73 Group 2 ARM 0200138774 64,000.00 01-Apr-2005 6 9.150% 3,683.72 Group 2 ARM 0200143642 92,878.75 01-Oct-2005 0 6.450% 920.61 Group 2 ARM 0200143915 68,723.76 01-Jun-2005 4 8.950% 2,899.48 Group 2 ARM 0400096392 59,083.93 01-Nov-2005 0 10.000% 935.72 Group 2 ARM 0400101358 185,200.00 01-Mar-2005 7 10.600% 12,447.85 Group 2 ARM 0400104279 63,512.89 01-Nov-2005 0 10.453% 1,053.80 Group 2 ARM 0400113437 74,834.69 01-Sep-2005 1 10.096% 1,794.47 Group 2 ARM 0500031976 73,042.64 01-Nov-2005 0 8.050% 919.45 Group 2 ARM 0500034459 53,708.94 01-May-2005 5 7.910% 2,316.64 Group 2 ARM 0500036207 147,324.39 01-Aug-2005 2 7.150% 3,261.66 Group 2 ARM 0500038526 64,264.14 01-Nov-2005 0 8.900% 899.97 Group 2 ARM 0500044029 81,599.08 01-Jul-2005 3 7.270% 2,301.76 Group 2 Fixed 0200119816 21,368.43 01-Aug-2005 2 10.740% 728.02 Group 2 Fixed 0200124006 17,700.41 01-Dec-2005 (1) 10.740% 151.24 Group 2 Fixed 0200143659 23,070.81 01-Dec-2005 (1) 10.740% 198.26 Group 2 Fixed 0500034442 15,115.51 01-Jun-2005 4 11.740% 847.15 Group 2 Fixed 0500042015 79,718.16 01-Aug-2005 2 7.990% 1,988.20
Realized Loss Detail Report - Loans with Losses during Current Period Summary # Loans Prior Realized Current with Principal Loss/(Gain) Loss Group Losses Balance Amount Percentage Group 1 ARM 3 1,145,160.46 1,507.27 0.000% Group 1 Fixed 4 186,950.59 193,431.01 0.340% Group 2 ARM 1 50,100.00 41,276.10 0.012% Group 2 Fixed 1 15,000.00 15,559.05 0.023% Total 9 1,397,211.05 251,773.43 0.030%
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 Group 1 ARM 0200111367 150,400.00 8.895% FL 84.97 360 Group 1 ARM 0400102810 446,200.00 10.778% NJ 84.99 360 Group 1 ARM 0500034277 550,000.00 7.750% AZ 84.62 360 Group 1 Fixed 0200126522 16,000.00 10.240% MI 20.00 240 Group 1 Fixed 0200130375 57,000.00 10.490% GA 20.00 240 Group 1 Fixed 0200141851 74,000.00 10.490% GA 20.00 360 Group 1 Fixed 0500034673 40,000.00 10.490% MN 20.00 240 Group 2 ARM 0200126571 50,100.00 8.400% TN 84.92 360 Group 2 Fixed 0200130706 15,000.00 10.990% MO 20.00 240
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) Group 1 ARM 0200111367 150,400.00 1,510.64 1,510.64 Group 1 ARM 0400102810 445,122.98 (1.18) (1.18) Group 1 ARM 0500034277 549,637.48 (2.19) (2.19) Group 1 Fixed 0200126522 16,000.00 16,706.16 16,706.16 Group 1 Fixed 0200130375 57,000.00 59,010.39 59,010.39 Group 1 Fixed 0200141851 74,000.00 76,606.98 76,606.98 Group 1 Fixed 0500034673 39,950.59 41,107.48 41,107.48 Group 2 ARM 0200126571 50,100.00 41,276.10 41,276.10 Group 2 Fixed 0200130706 15,000.00 15,559.05 15,559.05
Realized Loss Report - Collateral Summary MDR SDA Current Month 0.168% Current Month 12.915% 3 Month Average 0.068% 3 Month Average 5.533% 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. 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 N/A N/A Mar-2005 N/A N/A Apr-2005 N/A N/A Apr-2005 N/A 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 Oct-2005 0.028% N/A Oct-2005 2.967% N/A Nov-2005 0.008% N/A Nov-2005 0.717% N/A Dec-2005 0.168% N/A Dec-2005 12.915% 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 www. monthly bond remittance report can be viewed online at ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 1.993% Current Month 18.043% 3 Month Average 0.809% 3 Month Average 49.731% 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. 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 N/A N/A Mar-2005 N/A N/A Apr-2005 N/A N/A Apr-2005 N/A 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 Oct-2005 0.340% N/A Oct-2005 33.409% N/A Nov-2005 0.096% N/A Nov-2005 97.741% N/A Dec-2005 1.993% N/A Dec-2005 18.043% 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 www. monthly bond remittance report can be viewed online at ctslink.com. www.ctslink.com. Group 1 ARM MDR SDA Current Month 0.298% Current Month 22.710% 3 Month Average 0.099% 3 Month Average 7.570% 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. 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 N/A N/A Mar-2005 N/A N/A Apr-2005 N/A N/A Apr-2005 N/A 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 Oct-2005 0.000% N/A Oct-2005 0.000% N/A Nov-2005 0.000% N/A Nov-2005 0.000% N/A Dec-2005 0.298% N/A Dec-2005 22.710% 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 www. monthly bond remittance report can be viewed online at ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 3.520% Current Month 0.132% 3 Month Average 1.173% 3 Month Average 0.044% 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. 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 N/A N/A Mar-2005 N/A N/A Apr-2005 N/A N/A Apr-2005 N/A 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 Oct-2005 0.000% N/A Oct-2005 0.000% N/A Nov-2005 0.000% N/A Nov-2005 0.000% N/A Dec-2005 3.520% N/A Dec-2005 0.132% 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 www. monthly bond remittance report can be viewed online at ctslink.com. www.ctslink.com. Group 1 Fixed MDR SDA Current Month 0.444% Current Month 33.864% 3 Month Average 0.162% 3 Month Average 12.544% 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. 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 N/A N/A Mar-2005 N/A N/A Apr-2005 N/A N/A Apr-2005 N/A 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 Oct-2005 0.000% N/A Oct-2005 0.000% N/A Nov-2005 0.042% N/A Nov-2005 3.767% N/A Dec-2005 0.444% N/A Dec-2005 33.864% 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 www. monthly bond remittance report can be viewed online at ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 5.198% Current Month 103.821% 3 Month Average 1.900% 3 Month Average 62.182% 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. 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 N/A N/A Mar-2005 N/A N/A Apr-2005 N/A N/A Apr-2005 N/A 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 Oct-2005 0.000% N/A Oct-2005 0.000% N/A Nov-2005 0.503% N/A Nov-2005 82.727% N/A Dec-2005 5.198% N/A Dec-2005 103.821% 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 www. monthly bond remittance report can be viewed online at ctslink.com. www.ctslink.com. Group 2 ARM MDR SDA Current Month 0.014% Current Month 1.068% 3 Month Average 0.027% 3 Month Average 2.747% 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. 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 N/A N/A Mar-2005 N/A N/A Apr-2005 N/A N/A Apr-2005 N/A 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 Oct-2005 0.068% N/A Oct-2005 7.172% N/A Nov-2005 0.000% N/A Nov-2005 0.000% N/A Dec-2005 0.014% N/A Dec-2005 1.068% 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 www. monthly bond remittance report can be viewed online at ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.164% Current Month 82.807% 3 Month Average 0.326% 3 Month Average 38.739% 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. 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 N/A N/A Mar-2005 N/A N/A Apr-2005 N/A N/A Apr-2005 N/A 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 Oct-2005 0.815% N/A Oct-2005 33.409% N/A Nov-2005 0.000% N/A Nov-2005 0.000% N/A Dec-2005 0.164% N/A Dec-2005 82.807% 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 www. monthly bond remittance report can be viewed online at ctslink.com. www.ctslink.com. Group 2 Fixed MDR SDA Current Month 0.021% Current Month 1.653% 3 Month Average 0.029% 3 Month Average 2.528% 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. 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 N/A N/A Mar-2005 N/A N/A Apr-2005 N/A N/A Apr-2005 N/A 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 Oct-2005 0.000% N/A Oct-2005 0.000% N/A Nov-2005 0.067% N/A Nov-2005 5.931% N/A Dec-2005 0.021% N/A Dec-2005 1.653% 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 www. monthly bond remittance report can be viewed online at ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.256% Current Month 104.216% 3 Month Average 0.351% 3 Month Average 69.979% 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. 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 N/A N/A Mar-2005 N/A N/A Apr-2005 N/A N/A Apr-2005 N/A 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 Oct-2005 0.000% N/A Oct-2005 0.000% N/A Nov-2005 0.799% N/A Nov-2005 105.723% N/A Dec-2005 0.256% N/A Dec-2005 104.216% 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 www. monthly bond remittance report can be viewed online at 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)
Prepayment Detail - Prepayments during Current Period Summary Loans Paid In Full Repurchased Loans Original Current Original Current Principal Principal Principal Principal Group Count Balance Balance Count Balance Balance Group 1 ARM 64 13,874,670.00 13,817,457.03 0 0.00 0.00 Group 1 Fixed 21 1,428,980.00 1,414,847.91 0 0.00 0.00 Group 2 ARM 70 11,001,750.00 10,950,291.45 0 0.00 0.00 Group 2 Fixed 15 975,200.00 964,390.29 0 0.00 0.00 Total 170 27,280,600.00 27,146,986.68 0 0.00 0.00
Prepayment Detail - Prepayments during Current Period (continued) Summary Substitution Loans Liquidated Loans Curtailments Original Current Original Current Principal Principal Principal Principal Curtailment Group Count Balance Balance Count Balance Balance Amount Group 1 ARM 0 0.00 0.00 3 1,146,600.00 1,144,294.37 11,215.44 Group 1 Fixed 0 0.00 0.00 5 262,400.00 260,383.83 4,108.25 Group 2 ARM 0 0.00 0.00 1 50,100.00 49,845.99 10,131.50 Group 2 Fixed 0 0.00 0.00 1 15,000.00 14,929.63 4,874.36 Total 0 0.00 0.00 10 1,474,100.00 1,469,453.82 30,329.55
Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount Group 1 ARM 0200107498 CA 80.00 01-Mar-2005 416,000.00 416,000.00 Group 1 ARM 0200108348 IA 79.99 01-Mar-2005 227,800.00 225,705.77 Group 1 ARM 0200109387 OH 64.44 01-Apr-2005 58,000.00 57,576.05 Group 1 ARM 0200110211 ME 87.16 01-Apr-2005 190,000.00 188,770.54 Group 1 ARM 0200111367 FL 84.97 01-Apr-2005 150,400.00 149,621.47 Group 1 ARM 0200112324 MO 89.98 01-Apr-2005 53,900.00 53,652.98 Group 1 ARM 0200113751 RI 95.00 01-Apr-2005 218,400.00 217,275.07 Group 1 ARM 0200115616 MO 90.00 01-Apr-2005 135,000.00 134,305.56 Group 1 ARM 0200119907 CA 85.00 01-Apr-2005 586,500.00 586,500.00 Group 1 ARM 0200120954 MA 84.99 01-Apr-2005 284,700.00 283,103.01 Group 1 ARM 0200122430 MD 80.00 01-Apr-2005 276,000.00 275,999.70 Group 1 ARM 0200128742 NV 94.97 01-May-2005 168,100.00 167,168.95 Group 1 ARM 0200131928 RI 79.99 01-May-2005 231,900.00 230,344.87 Group 1 ARM 0200132470 IL 94.97 01-May-2005 166,200.00 165,196.35 Group 1 ARM 0200132678 NC 80.00 01-May-2005 76,800.00 76,333.90 Group 1 ARM 0200132827 NV 67.07 01-May-2005 82,500.00 81,874.28 Group 1 ARM 0200134468 FL 70.00 01-May-2005 100,100.00 99,554.37 Group 1 ARM 0200134666 IL 80.00 01-May-2005 72,800.00 72,257.23 Group 1 ARM 0200135572 CA 80.00 01-May-2005 436,800.00 436,800.00 Group 1 ARM 0200137420 CA 80.00 01-May-2005 200,000.00 200,000.00 Group 1 ARM 0200137750 IN 55.26 01-May-2005 42,000.00 41,747.35 Group 1 ARM 0200139137 MD 80.00 01-May-2005 184,000.00 182,746.75 Group 1 ARM 0200139681 CA 79.96 01-May-2005 180,700.00 179,423.68 Group 1 ARM 0200139723 CA 80.00 01-May-2005 264,000.00 264,000.00 Group 1 ARM 0200141323 WA 80.00 01-May-2005 172,000.00 171,952.14 Group 1 ARM 0400090056 CA 80.00 01-Mar-2005 179,600.00 178,241.83 Group 1 ARM 0400091401 NY 51.56 01-Apr-2005 162,400.00 160,795.97 Group 1 ARM 0400092276 NV 80.68 01-Apr-2005 238,000.00 236,130.03 Group 1 ARM 0400092656 NV 84.76 01-Apr-2005 178,000.00 176,959.97 Group 1 ARM 0400094264 MA 75.00 01-Apr-2005 111,000.00 110,554.92 Group 1 ARM 0400095451 OH 84.62 01-Apr-2005 99,000.00 98,624.48 Group 1 ARM 0400095881 NY 72.52 01-Apr-2005 446,000.00 443,348.53 Group 1 ARM 0400096004 AZ 90.00 01-Apr-2005 184,500.00 183,207.26 Group 1 ARM 0400097069 MI 69.31 01-Apr-2005 40,200.00 39,941.88 Group 1 ARM 0400097887 CA 79.88 01-Apr-2005 520,000.00 516,810.03 Group 1 ARM 0400098240 AZ 65.00 01-Apr-2005 481,000.00 476,934.79 Group 1 ARM 0400098851 CA 84.96 01-Apr-2005 565,000.00 565,000.00 Group 1 ARM 0400100228 NY 74.94 01-Apr-2005 59,200.00 58,952.97 Group 1 ARM 0400102810 NJ 84.99 01-May-2005 446,200.00 444,768.11 Group 1 ARM 0400103321 NJ 80.00 01-May-2005 236,000.00 234,767.36 Group 1 ARM 0400104741 TN 85.00 01-May-2005 69,700.00 69,339.67 Group 1 ARM 0400107017 CA 73.05 01-May-2005 485,800.00 485,800.00 Group 1 ARM 0400107603 NJ 80.00 01-May-2005 164,000.00 163,174.78 Group 1 ARM 0400109179 NV 80.00 01-May-2005 212,000.00 210,935.59 Group 1 ARM 0400109849 MA 47.05 01-May-2005 168,900.00 167,964.82 Group 1 ARM 0400110714 VA 74.29 01-May-2005 130,000.00 129,180.85 Group 1 ARM 0400111316 CA 69.40 01-May-2005 305,700.00 303,399.80 Group 1 ARM 0400111340 CA 84.98 01-May-2005 218,400.00 217,484.37 Group 1 ARM 0400112868 MA 87.60 01-May-2005 212,000.00 210,880.53 Group 1 ARM 0400113197 FL 85.00 01-May-2005 69,700.00 69,446.00 Group 1 ARM 0400113205 FL 70.00 01-May-2005 71,400.00 71,128.66 Group 1 ARM 0400115697 RI 69.05 01-May-2005 145,000.00 144,351.22 Group 1 ARM 0500021670 GA 80.00 01-Jan-2005 172,000.00 172,000.00 Group 1 ARM 0500031513 MD 80.00 01-Mar-2005 224,000.00 222,447.94 Group 1 ARM 0500032032 CA 90.00 01-Jan-2005 427,500.00 427,500.00 Group 1 ARM 0500032149 CA 85.00 01-Feb-2005 403,750.00 402,726.40 Group 1 ARM 0500034251 VA 100.00 01-Jan-2005 185,000.00 183,847.34 Group 1 ARM 0500034277 AZ 84.62 01-Mar-2005 550,000.00 549,637.48 Group 1 ARM 0500035613 FL 80.00 01-Jan-2005 276,000.00 272,915.04 Group 1 ARM 0500037015 NE 80.00 01-Mar-2005 69,200.00 68,720.47 Group 1 ARM 0500038559 MN 80.00 01-Apr-2005 145,600.00 144,564.94 Group 1 ARM 0500038765 CA 80.00 01-Mar-2005 240,000.00 240,000.00 Group 1 ARM 0500038963 IN 80.00 01-Apr-2005 48,800.00 48,534.99 Group 1 ARM 0500039193 MD 80.00 01-Apr-2005 163,920.00 162,582.89 Group 1 ARM 0500041058 NY 80.00 01-Apr-2005 220,000.00 218,551.63 Group 1 ARM 0500041942 CA 80.00 01-Apr-2005 317,200.00 312,769.01 Group 1 ARM 0500043849 MD 84.91 01-Apr-2005 405,000.00 401,696.37 Group 1 Fixed 0200108884 IA 19.98 01-Mar-2005 56,900.00 56,120.99 Group 1 Fixed 0200112753 NM 20.00 01-Apr-2005 25,000.00 24,746.87 Group 1 Fixed 0200115913 CA 20.00 01-Apr-2005 151,000.00 149,261.14 Group 1 Fixed 0200122455 MD 20.00 01-Apr-2005 69,000.00 68,203.78 Group 1 Fixed 0200126522 MI 20.00 01-May-2005 16,000.00 15,896.11 Group 1 Fixed 0200130375 GA 20.00 01-May-2005 57,000.00 56,641.72 Group 1 Fixed 0200131936 RI 19.97 01-May-2005 57,900.00 57,309.85 Group 1 Fixed 0200132686 NC 20.00 01-May-2005 19,200.00 18,935.98 Group 1 Fixed 0200135580 CA 20.00 01-May-2005 109,200.00 107,075.69 Group 1 Fixed 0200136950 MO 20.00 01-May-2005 45,000.00 44,852.14 Group 1 Fixed 0200137438 CA 20.00 01-May-2005 50,000.00 49,506.51 Group 1 Fixed 0200139129 MD 20.00 01-May-2005 46,000.00 45,500.35 Group 1 Fixed 0200139970 CO 20.00 01-May-2005 63,000.00 62,741.89 Group 1 Fixed 0200141554 WA 20.00 01-May-2005 43,000.00 42,823.16 Group 1 Fixed 0200141851 GA 20.00 01-May-2005 74,000.00 73,850.07 Group 1 Fixed 0200144996 MI 20.00 01-May-2005 21,800.00 21,742.20 Group 1 Fixed 0200147536 VA 19.99 01-May-2005 90,400.00 90,069.87 Group 1 Fixed 0400097135 CT 78.59 01-Apr-2005 145,400.00 141,304.66 Group 1 Fixed 0400097184 NC 55.85 01-Apr-2005 75,400.00 73,898.46 Group 1 Fixed 0400107611 NJ 20.00 01-May-2005 41,000.00 40,678.56 Group 1 Fixed 0400109195 NV 20.00 01-May-2005 53,000.00 52,553.15 Group 1 Fixed 0400110946 NV 20.00 01-May-2005 36,000.00 35,429.85 Group 1 Fixed 0500034673 MN 20.00 01-Mar-2005 40,000.00 39,748.58 Group 1 Fixed 0500037965 WI 60.00 01-Apr-2005 58,200.00 57,883.32 Group 1 Fixed 0500042049 TN 69.87 01-Apr-2005 218,000.00 216,562.56 Group 1 Fixed 0500042536 AZ 20.00 01-Apr-2005 29,980.00 29,656.18 Group 2 ARM 0200109478 CA 35.14 01-Mar-2005 163,400.00 161,899.23 Group 2 ARM 0200110039 OH 51.09 01-Apr-2005 70,000.00 69,475.51 Group 2 ARM 0200110898 NV 80.00 01-Mar-2005 109,600.00 109,218.95 Group 2 ARM 0200111615 MI 85.00 01-Apr-2005 100,300.00 99,869.08 Group 2 ARM 0200112548 NM 80.00 01-Apr-2005 100,000.00 99,246.11 Group 2 ARM 0200114932 NV 80.00 01-Apr-2005 320,000.00 317,810.15 Group 2 ARM 0200115335 AZ 95.00 01-Apr-2005 256,500.00 256,500.00 Group 2 ARM 0200116341 IA 90.00 01-Apr-2005 68,400.00 68,050.74 Group 2 ARM 0200118529 MD 86.73 01-Apr-2005 98,000.00 97,180.95 Group 2 ARM 0200119931 CA 69.00 01-Apr-2005 241,500.00 239,586.03 Group 2 ARM 0200123842 CA 90.00 01-Apr-2005 306,000.00 306,000.00 Group 2 ARM 0200126399 OH 50.00 01-May-2005 40,000.00 39,752.09 Group 2 ARM 0200126571 TN 84.92 01-Apr-2005 50,100.00 49,813.23 Group 2 ARM 0200126779 FL 85.00 01-May-2005 83,300.00 83,300.00 Group 2 ARM 0200127439 OH 94.89 01-May-2005 76,100.00 75,737.02 Group 2 ARM 0200132926 OH 79.98 01-May-2005 74,300.00 73,826.94 Group 2 ARM 0200138360 CA 90.00 01-May-2005 252,000.00 251,999.40 Group 2 ARM 0200140242 IA 84.93 01-May-2005 63,700.00 63,442.30 Group 2 ARM 0200144368 NV 75.00 01-May-2005 135,000.00 134,300.50 Group 2 ARM 0200148997 MD 87.20 01-May-2005 218,000.00 216,897.47 Group 2 ARM 0400092110 NV 52.37 01-Apr-2005 112,600.00 111,485.78 Group 2 ARM 0400092284 MA 80.00 01-Apr-2005 132,000.00 131,012.60 Group 2 ARM 0400092516 GA 85.00 01-Apr-2005 124,100.00 123,686.86 Group 2 ARM 0400092813 NJ 74.07 01-Apr-2005 134,800.00 134,232.68 Group 2 ARM 0400093258 VT 84.81 01-Apr-2005 114,500.00 114,069.49 Group 2 ARM 0400093712 CT 84.95 01-Apr-2005 80,700.00 80,193.20 Group 2 ARM 0400093803 NH 94.03 01-Apr-2005 343,200.00 341,527.05 Group 2 ARM 0400097036 VA 70.00 01-Apr-2005 199,500.00 197,996.79 Group 2 ARM 0400098950 ME 64.63 01-Apr-2005 86,600.00 85,925.67 Group 2 ARM 0400099289 WA 84.98 01-Apr-2005 225,200.00 224,017.49 Group 2 ARM 0400099461 VT 85.00 01-Apr-2005 188,700.00 188,012.07 Group 2 ARM 0400100632 ME 80.00 01-Apr-2005 69,600.00 69,310.44 Group 2 ARM 0400101275 MD 96.80 01-Apr-2005 193,600.00 192,264.94 Group 2 ARM 0400101374 MA 82.66 01-Apr-2005 233,100.00 231,841.71 Group 2 ARM 0400101382 ME 80.00 01-Apr-2005 117,600.00 116,947.02 Group 2 ARM 0400102869 FL 84.95 01-May-2005 233,600.00 231,446.54 Group 2 ARM 0400102976 CA 74.49 01-May-2005 268,900.00 267,274.59 Group 2 ARM 0400103792 IL 79.97 01-May-2005 127,000.00 126,096.70 Group 2 ARM 0400104147 CO 94.98 01-May-2005 308,600.00 307,436.81 Group 2 ARM 0400104410 ME 80.00 01-May-2005 68,800.00 68,406.58 Group 2 ARM 0400104527 MN 63.46 01-May-2005 165,000.00 164,165.14 Group 2 ARM 0400104683 RI 80.00 01-May-2005 164,000.00 162,907.02 Group 2 ARM 0400104766 RI 63.40 01-May-2005 168,000.00 167,213.77 Group 2 ARM 0400104956 NY 80.00 01-May-2005 176,000.00 175,232.73 Group 2 ARM 0400105839 ME 88.74 01-May-2005 161,500.00 160,433.21 Group 2 ARM 0400105847 NV 83.31 01-May-2005 229,100.00 227,912.03 Group 2 ARM 0400106167 MA 57.20 01-May-2005 192,200.00 190,852.43 Group 2 ARM 0400107199 NH 36.27 01-May-2005 67,100.00 66,574.33 Group 2 ARM 0400107520 CA 84.97 01-May-2005 131,700.00 130,976.09 Group 2 ARM 0400107629 CT 66.14 01-May-2005 145,500.00 144,454.76 Group 2 ARM 0400109278 CA 65.00 01-May-2005 57,200.00 57,052.45 Group 2 ARM 0400109989 NV 80.00 01-May-2005 336,000.00 332,846.87 Group 2 ARM 0400110011 CA 74.34 01-May-2005 241,600.00 240,696.54 Group 2 ARM 0400110193 CA 69.96 01-May-2005 188,900.00 187,952.51 Group 2 ARM 0400110953 NV 80.00 01-May-2005 144,000.00 143,212.08 Group 2 ARM 0400111001 NV 52.26 01-May-2005 99,300.00 98,711.37 Group 2 ARM 0400111191 CA 70.00 01-May-2005 126,000.00 125,528.63 Group 2 ARM 0400111449 NV 76.73 01-May-2005 188,000.00 188,000.00 Group 2 ARM 0400112793 NV 55.10 01-May-2005 214,900.00 213,064.76 Group 2 ARM 0400113189 CA 80.00 01-May-2005 220,800.00 219,702.82 Group 2 ARM 0500032453 AZ 80.00 01-Mar-2005 180,000.00 178,816.03 Group 2 ARM 0500033071 NY 50.00 01-Mar-2005 200,000.00 198,821.27 Group 2 ARM 0500034665 FL 80.00 01-Mar-2005 106,400.00 105,773.77 Group 2 ARM 0500038658 UT 80.00 01-Apr-2005 152,000.00 152,000.00 Group 2 ARM 0500039334 NJ 66.67 01-Mar-2005 142,000.00 140,889.10 Group 2 ARM 0500039920 NJ 80.00 01-Mar-2005 104,000.00 103,299.21 Group 2 ARM 0500039995 MI 75.00 01-May-2005 72,000.00 71,633.05 Group 2 ARM 0500040076 IL 75.00 01-Apr-2005 117,750.00 117,004.96 Group 2 ARM 0500041876 FL 80.00 01-Apr-2005 108,000.00 107,349.93 Group 2 ARM 0500042189 AZ 80.00 01-Apr-2005 144,080.00 144,079.99 Group 2 ARM 0500042346 AZ 80.00 01-Apr-2005 119,920.00 119,036.16 Group 2 Fixed 0200109247 OH 20.00 01-Mar-2005 15,000.00 14,813.31 Group 2 Fixed 0200110740 NV 20.00 01-Mar-2005 27,400.00 26,873.65 Group 2 Fixed 0200127553 IL 90.00 01-May-2005 158,400.00 157,553.11 Group 2 Fixed 0200130706 MO 20.00 01-May-2005 15,000.00 14,911.63 Group 2 Fixed 0200132934 OH 19.91 01-May-2005 18,500.00 18,305.36 Group 2 Fixed 0200133502 OH 71.43 01-May-2005 50,000.00 48,735.55 Group 2 Fixed 0200139699 CA 19.96 01-May-2005 45,100.00 44,945.08 Group 2 Fixed 0400092193 MA 20.00 01-Apr-2005 33,000.00 32,707.41 Group 2 Fixed 0400095022 NY 61.44 01-Apr-2005 81,100.00 80,438.33 Group 2 Fixed 0400099420 VA 80.00 01-Apr-2005 312,800.00 306,899.42 Group 2 Fixed 0400100707 NH 20.00 01-Apr-2005 29,600.00 29,319.44 Group 2 Fixed 0400103305 NJ 20.00 01-May-2005 59,000.00 58,536.78 Group 2 Fixed 0400103800 IL 19.96 01-May-2005 31,700.00 31,200.81 Group 2 Fixed 0400104428 ME 20.00 01-May-2005 17,200.00 17,065.13 Group 2 Fixed 0500038575 MN 20.00 01-Apr-2005 36,400.00 36,290.96 Group 2 Fixed 0500038773 CA 20.00 01-Mar-2005 60,000.00 59,364.65
Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning Group 1 ARM 0200107498 Loan Paid in Full 0 7.345% 360 9 Group 1 ARM 0200108348 Loan Paid in Full 0 6.540% 360 9 Group 1 ARM 0200109387 Loan Paid in Full (1) 7.440% 360 8 Group 1 ARM 0200110211 Loan Paid in Full 9 7.787% 360 8 Group 1 ARM 0200111367 Liquidation 6 8.895% 360 8 Group 1 ARM 0200112324 Loan Paid in Full 0 9.490% 360 8 Group 1 ARM 0200113751 Loan Paid in Full 0 8.919% 360 8 Group 1 ARM 0200115616 Loan Paid in Full 0 8.930% 360 8 Group 1 ARM 0200119907 Loan Paid in Full (1) 7.350% 360 8 Group 1 ARM 0200120954 Loan Paid in Full 0 8.500% 360 8 Group 1 ARM 0200122430 Loan Paid in Full 0 6.630% 360 8 Group 1 ARM 0200128742 Loan Paid in Full 0 7.960% 360 7 Group 1 ARM 0200131928 Loan Paid in Full 1 6.990% 360 7 Group 1 ARM 0200132470 Loan Paid in Full 0 7.525% 360 7 Group 1 ARM 0200132678 Loan Paid in Full 0 7.500% 360 7 Group 1 ARM 0200132827 Loan Paid in Full 1 6.350% 360 7 Group 1 ARM 0200134468 Loan Paid in Full 1 8.040% 360 7 Group 1 ARM 0200134666 Loan Paid in Full 0 7.990% 360 7 Group 1 ARM 0200135572 Loan Paid in Full 0 6.850% 360 7 Group 1 ARM 0200137420 Loan Paid in Full 0 6.850% 360 7 Group 1 ARM 0200137750 Loan Paid in Full 0 7.640% 360 7 Group 1 ARM 0200139137 Loan Paid in Full 0 6.910% 360 7 Group 1 ARM 0200139681 Loan Paid in Full 0 6.990% 360 7 Group 1 ARM 0200139723 Loan Paid in Full 0 5.780% 360 7 Group 1 ARM 0200141323 Loan Paid in Full 0 6.650% 360 7 Group 1 ARM 0400090056 Loan Paid in Full 0 7.548% 360 9 Group 1 ARM 0400091401 Loan Paid in Full 0 5.585% 360 8 Group 1 ARM 0400092276 Loan Paid in Full 0 6.795% 360 8 Group 1 ARM 0400092656 Loan Paid in Full 0 8.298% 360 8 Group 1 ARM 0400094264 Loan Paid in Full 0 10.125% 360 8 Group 1 ARM 0400095451 Loan Paid in Full 0 10.388% 360 8 Group 1 ARM 0400095881 Loan Paid in Full 1 8.350% 360 8 Group 1 ARM 0400096004 Loan Paid in Full 1 7.384% 360 8 Group 1 ARM 0400097069 Loan Paid in Full 0 9.245% 360 8 Group 1 ARM 0400097887 Loan Paid in Full 0 8.055% 360 8 Group 1 ARM 0400098240 Loan Paid in Full 0 6.590% 360 8 Group 1 ARM 0400098851 Loan Paid in Full 0 7.790% 360 8 Group 1 ARM 0400100228 Loan Paid in Full 0 9.935% 360 8 Group 1 ARM 0400102810 Liquidation 0 10.778% 360 7 Group 1 ARM 0400103321 Loan Paid in Full 0 8.254% 360 7 Group 1 ARM 0400104741 Loan Paid in Full 0 8.310% 360 7 Group 1 ARM 0400107017 Loan Paid in Full 0 6.900% 360 7 Group 1 ARM 0400107603 Loan Paid in Full 0 8.437% 360 7 Group 1 ARM 0400109179 Loan Paid in Full 0 8.448% 360 7 Group 1 ARM 0400109849 Loan Paid in Full 0 7.962% 360 7 Group 1 ARM 0400110714 Loan Paid in Full 1 7.309% 360 7 Group 1 ARM 0400111316 Loan Paid in Full 0 6.392% 360 7 Group 1 ARM 0400111340 Loan Paid in Full 0 9.331% 360 7 Group 1 ARM 0400112868 Loan Paid in Full 0 8.309% 360 7 Group 1 ARM 0400113197 Loan Paid in Full 0 10.000% 360 7 Group 1 ARM 0400113205 Loan Paid in Full 0 9.800% 360 7 Group 1 ARM 0400115697 Loan Paid in Full 0 9.013% 360 7 Group 1 ARM 0500021670 Loan Paid in Full 0 7.750% 360 11 Group 1 ARM 0500031513 Loan Paid in Full 0 7.990% 360 9 Group 1 ARM 0500032032 Loan Paid in Full 0 6.000% 360 11 Group 1 ARM 0500032149 Loan Paid in Full 0 7.250% 360 10 Group 1 ARM 0500034251 Loan Paid in Full 0 9.450% 360 11 Group 1 ARM 0500034277 Liquidation 0 7.750% 360 9 Group 1 ARM 0500035613 Loan Paid in Full 0 6.500% 360 11 Group 1 ARM 0500037015 Loan Paid in Full 0 7.990% 360 9 Group 1 ARM 0500038559 Loan Paid in Full 2 7.310% 360 8 Group 1 ARM 0500038765 Loan Paid in Full 0 7.990% 360 9 Group 1 ARM 0500038963 Loan Paid in Full 0 8.660% 360 8 Group 1 ARM 0500039193 Loan Paid in Full 0 6.600% 360 8 Group 1 ARM 0500041058 Loan Paid in Full 0 7.700% 360 8 Group 1 ARM 0500041942 Loan Paid in Full 5 7.900% 360 8 Group 1 ARM 0500043849 Loan Paid in Full 0 6.600% 360 8 Group 1 Fixed 0200108884 Loan Paid in Full 0 9.990% 240 9 Group 1 Fixed 0200112753 Loan Paid in Full 0 11.490% 240 8 Group 1 Fixed 0200115913 Loan Paid in Full 0 10.490% 240 8 Group 1 Fixed 0200122455 Loan Paid in Full 0 10.490% 240 8 Group 1 Fixed 0200126522 Liquidation 5 10.240% 240 7 Group 1 Fixed 0200130375 Liquidation 5 10.490% 240 7 Group 1 Fixed 0200131936 Loan Paid in Full 0 10.490% 240 7 Group 1 Fixed 0200132686 Loan Paid in Full 0 10.240% 240 7 Group 1 Fixed 0200135580 Loan Paid in Full 0 10.240% 180 7 Group 1 Fixed 0200136950 Loan Paid in Full 0 10.490% 360 7 Group 1 Fixed 0200137438 Loan Paid in Full 0 10.740% 240 7 Group 1 Fixed 0200139129 Loan Paid in Full 0 9.990% 240 7 Group 1 Fixed 0200139970 Loan Paid in Full 0 9.990% 360 7 Group 1 Fixed 0200141554 Loan Paid in Full 0 9.990% 360 7 Group 1 Fixed 0200141851 Liquidation 5 10.490% 360 7 Group 1 Fixed 0200144996 Loan Paid in Full 0 11.490% 360 7 Group 1 Fixed 0200147536 Loan Paid in Full 0 9.990% 360 7 Group 1 Fixed 0400097135 Loan Paid in Full 0 7.375% 180 8 Group 1 Fixed 0400097184 Liquidation 5 11.340% 180 8 Group 1 Fixed 0400107611 Loan Paid in Full 0 12.500% 240 7 Group 1 Fixed 0400109195 Loan Paid in Full 0 12.500% 240 7 Group 1 Fixed 0400110946 Loan Paid in Full 2 12.500% 180 7 Group 1 Fixed 0500034673 Liquidation 6 10.490% 240 9 Group 1 Fixed 0500037965 Loan Paid in Full 4 8.650% 360 8 Group 1 Fixed 0500042049 Loan Paid in Full 0 7.990% 360 8 Group 1 Fixed 0500042536 Loan Paid in Full 0 10.990% 240 8 Group 2 ARM 0200109478 Loan Paid in Full 0 6.545% 360 9 Group 2 ARM 0200110039 Loan Paid in Full 0 7.040% 360 8 Group 2 ARM 0200110898 Loan Paid in Full 0 6.550% 360 9 Group 2 ARM 0200111615 Loan Paid in Full 0 9.796% 360 8 Group 2 ARM 0200112548 Loan Paid in Full 0 7.009% 360 8 Group 2 ARM 0200114932 Loan Paid in Full 0 7.504% 360 8 Group 2 ARM 0200115335 Loan Paid in Full 0 7.450% 360 8 Group 2 ARM 0200116341 Loan Paid in Full 0 8.961% 360 8 Group 2 ARM 0200118529 Loan Paid in Full (1) 8.470% 360 8 Group 2 ARM 0200119931 Loan Paid in Full 0 6.750% 360 8 Group 2 ARM 0200123842 Loan Paid in Full 4 7.500% 360 8 Group 2 ARM 0200126399 Loan Paid in Full 0 7.393% 360 7 Group 2 ARM 0200126571 Liquidation 6 8.400% 360 8 Group 2 ARM 0200126779 Loan Paid in Full 0 7.400% 360 7 Group 2 ARM 0200127439 Loan Paid in Full 0 8.700% 360 7 Group 2 ARM 0200132926 Loan Paid in Full 0 7.550% 360 7 Group 2 ARM 0200138360 Loan Paid in Full 0 7.990% 360 7 Group 2 ARM 0200140242 Loan Paid in Full 0 9.500% 360 7 Group 2 ARM 0200144368 Loan Paid in Full 0 8.300% 360 7 Group 2 ARM 0200148997 Loan Paid in Full (1) 7.730% 360 7 Group 2 ARM 0400092110 Loan Paid in Full 0 5.575% 360 8 Group 2 ARM 0400092284 Loan Paid in Full (1) 7.049% 360 8 Group 2 ARM 0400092516 Loan Paid in Full 5 11.000% 360 8 Group 2 ARM 0400092813 Loan Paid in Full 0 9.938% 360 8 Group 2 ARM 0400093258 Loan Paid in Full 1 10.430% 360 8 Group 2 ARM 0400093712 Loan Paid in Full 0 7.950% 360 8 Group 2 ARM 0400093803 Loan Paid in Full 0 10.393% 360 8 Group 2 ARM 0400097036 Loan Paid in Full 0 7.250% 360 8 Group 2 ARM 0400098950 Loan Paid in Full 0 6.880% 360 8 Group 2 ARM 0400099289 Loan Paid in Full 0 8.825% 360 8 Group 2 ARM 0400099461 Loan Paid in Full 0 10.575% 360 8 Group 2 ARM 0400100632 Loan Paid in Full 0 9.950% 360 8 Group 2 ARM 0400101275 Loan Paid in Full 0 7.465% 360 8 Group 2 ARM 0400101374 Loan Paid in Full 0 8.690% 360 8 Group 2 ARM 0400101382 Loan Paid in Full 0 8.550% 360 8 Group 2 ARM 0400102869 Loan Paid in Full 0 5.320% 360 7 Group 2 ARM 0400102976 Loan Paid in Full 0 7.520% 360 7 Group 2 ARM 0400103792 Loan Paid in Full 0 7.142% 360 7 Group 2 ARM 0400104147 Loan Paid in Full 0 9.839% 360 7 Group 2 ARM 0400104410 Loan Paid in Full 0 7.800% 360 7 Group 2 ARM 0400104527 Loan Paid in Full (1) 8.410% 360 7 Group 2 ARM 0400104683 Loan Paid in Full 0 7.022% 360 7 Group 2 ARM 0400104766 Loan Paid in Full 0 8.805% 360 7 Group 2 ARM 0400104956 Loan Paid in Full 0 9.139% 360 7 Group 2 ARM 0400105839 Loan Paid in Full 0 8.285% 360 7 Group 2 ARM 0400105847 Loan Paid in Full 0 8.298% 360 7 Group 2 ARM 0400106167 Loan Paid in Full 0 6.760% 360 7 Group 2 ARM 0400107199 Loan Paid in Full 0 6.180% 360 7 Group 2 ARM 0400107520 Loan Paid in Full 0 7.998% 360 7 Group 2 ARM 0400107629 Loan Paid in Full 0 6.634% 360 7 Group 2 ARM 0400109278 Loan Paid in Full 0 11.613% 360 7 Group 2 ARM 0400109989 Loan Paid in Full 0 5.266% 360 7 Group 2 ARM 0400110011 Loan Paid in Full 0 9.877% 360 7 Group 2 ARM 0400110193 Loan Paid in Full 0 8.561% 360 7 Group 2 ARM 0400110953 Loan Paid in Full 1 8.021% 360 7 Group 2 ARM 0400111001 Loan Paid in Full 0 7.637% 360 7 Group 2 ARM 0400111191 Loan Paid in Full 4 9.875% 360 7 Group 2 ARM 0400111449 Loan Paid in Full 0 6.717% 360 7 Group 2 ARM 0400112793 Loan Paid in Full 0 5.721% 360 7 Group 2 ARM 0400113189 Loan Paid in Full 0 8.499% 360 7 Group 2 ARM 0500032453 Loan Paid in Full 0 8.250% 360 9 Group 2 ARM 0500033071 Loan Paid in Full 0 8.990% 360 9 Group 2 ARM 0500034665 Loan Paid in Full 0 8.800% 360 9 Group 2 ARM 0500038658 Loan Paid in Full 0 6.700% 360 8 Group 2 ARM 0500039334 Loan Paid in Full 0 7.375% 360 9 Group 2 ARM 0500039920 Loan Paid in Full 0 8.130% 360 9 Group 2 ARM 0500039995 Loan Paid in Full 0 8.400% 360 7 Group 2 ARM 0500040076 Loan Paid in Full 2 7.990% 360 8 Group 2 ARM 0500041876 Loan Paid in Full 0 8.150% 360 8 Group 2 ARM 0500042189 Loan Paid in Full (1) 6.490% 360 8 Group 2 ARM 0500042346 Loan Paid in Full 0 7.125% 360 8 Group 2 Fixed 0200109247 Loan Paid in Full (1) 10.740% 240 9 Group 2 Fixed 0200110740 Loan Paid in Full 0 10.240% 240 9 Group 2 Fixed 0200127553 Loan Paid in Full 0 8.950% 360 7 Group 2 Fixed 0200130706 Liquidation 5 10.990% 240 7 Group 2 Fixed 0200132934 Loan Paid in Full 0 10.240% 240 7 Group 2 Fixed 0200133502 Loan Paid in Full 0 8.770% 180 7 Group 2 Fixed 0200139699 Loan Paid in Full 0 10.490% 360 7 Group 2 Fixed 0400092193 Loan Paid in Full (1) 12.500% 240 8 Group 2 Fixed 0400095022 Loan Paid in Full 0 6.599% 360 8 Group 2 Fixed 0400099420 Loan Paid in Full 0 6.450% 240 8 Group 2 Fixed 0400100707 Loan Paid in Full 0 12.000% 240 8 Group 2 Fixed 0400103305 Loan Paid in Full 0 12.500% 240 7 Group 2 Fixed 0400103800 Loan Paid in Full 0 12.500% 240 7 Group 2 Fixed 0400104428 Loan Paid in Full 0 12.500% 240 7 Group 2 Fixed 0500038575 Loan Paid in Full 1 11.490% 180 8 Group 2 Fixed 0500038773 Loan Paid in Full 0 11.990% 240 9
Prepayment - Voluntary Prepayments
Summary SMM CPR PSA Current Month 3.267% Current Month 32.874% Current Month 2,130.788% 3 Month Average 2.992% 3 Month Average 30.529% 3 Month Average 2,292.732% 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. 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 N/A N/A Mar-2005 N/A N/A Apr-2005 N/A N/A Apr-2005 N/A N/A May-2005 2.843% N/A May-2005 1,919.768% N/A Jun-2005 9.083% N/A Jun-2005 2,614.127% N/A Jul-2005 12.710% N/A Jul-2005 2,325.899% N/A Aug-2005 20.629% N/A Aug-2005 2,762.181% N/A Sep-2005 28.408% N/A Sep-2005 3,003.920% N/A Oct-2005 29.137% N/A Oct-2005 2,546.228% N/A Nov-2005 29.575% N/A Nov-2005 2,201.180% N/A Dec-2005 32.874% N/A Dec-2005 2,130.788% 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. Group 1 ARM SMM CPR PSA Current Month 3.902% Current Month 37.972% Current Month 2,450.078% 3 Month Average 3.436% 3 Month Average 34.158% 3 Month Average 2,559.093% 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. 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 N/A N/A Mar-2005 N/A N/A Apr-2005 N/A N/A Apr-2005 N/A N/A May-2005 3.298% N/A May-2005 2,100.105% N/A Jun-2005 14.020% N/A Jun-2005 3,937.492% N/A Jul-2005 13.636% N/A Jul-2005 2,459.120% N/A Aug-2005 22.325% N/A Aug-2005 2,954.470% N/A Sep-2005 31.560% N/A Sep-2005 3,304.975% N/A Oct-2005 35.772% N/A Oct-2005 3,102.306% N/A Nov-2005 28.730% N/A Nov-2005 2,124.896% N/A Dec-2005 37.972% N/A Dec-2005 2,450.078% 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. Group 1 Fixed SMM CPR PSA Current Month 2.862% Current Month 29.420% Current Month 1,916.774% 3 Month Average 2.460% 3 Month Average 25.771% 3 Month Average 1,950.108% 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. 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 N/A N/A Mar-2005 N/A N/A Apr-2005 N/A N/A Apr-2005 N/A N/A May-2005 2.453% N/A May-2005 1,794.956% N/A Jun-2005 4.822% N/A Jun-2005 1,432.944% N/A Jul-2005 0.164% N/A Jul-2005 30.558% N/A Aug-2005 10.956% N/A Aug-2005 1,486.502% N/A Sep-2005 22.286% N/A Sep-2005 2,382.722% N/A Oct-2005 26.203% N/A Oct-2005 2,308.136% N/A Nov-2005 21.688% N/A Nov-2005 1,625.415% N/A Dec-2005 29.420% N/A Dec-2005 1,916.774% 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. Group 2 ARM SMM CPR PSA Current Month 3.021% Current Month 30.799% Current Month 2,004.980% 3 Month Average 2.925% 3 Month Average 29.859% 3 Month Average 2,242.401% 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. 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 N/A N/A Mar-2005 N/A N/A Apr-2005 N/A N/A Apr-2005 N/A N/A May-2005 2.740% N/A May-2005 1,952.480% N/A Jun-2005 5.579% N/A Jun-2005 1,640.510% N/A Jul-2005 14.613% N/A Jul-2005 2,710.030% N/A Aug-2005 22.106% N/A Aug-2005 2,991.979% N/A Sep-2005 28.068% N/A Sep-2005 2,994.068% N/A Oct-2005 24.476% N/A Oct-2005 2,154.014% N/A Nov-2005 34.301% N/A Nov-2005 2,568.210% N/A Dec-2005 30.799% N/A Dec-2005 2,004.980% 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. Group 2 Fixed SMM CPR PSA Current Month 1.406% Current Month 15.626% Current Month 1,010.425% 3 Month Average 1.312% 3 Month Average 14.654% 3 Month Average 1,104.436% 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. 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 N/A N/A Mar-2005 N/A N/A Apr-2005 N/A N/A Apr-2005 N/A N/A May-2005 1.002% N/A May-2005 680.260% N/A Jun-2005 1.336% N/A Jun-2005 384.771% N/A Jul-2005 6.458% N/A Jul-2005 1,178.974% N/A Aug-2005 9.624% N/A Aug-2005 1,287.212% N/A Sep-2005 15.748% N/A Sep-2005 1,664.369% N/A Oct-2005 15.276% N/A Oct-2005 1,332.949% N/A Nov-2005 13.060% N/A Nov-2005 969.934% N/A Dec-2005 15.626% N/A Dec-2005 1,010.425% 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))
Modifications Loan Beginning Current Prior Modified Prior Modified Number Balance Balance Rate Rate Payment Payment No Modifications this Period
Substitutions Loans Repurchased Loans Substituted Loan Current Current Current Loan Current Current Current Number Balance Rate Payment Number Balance Rate Payment No Substitutions this Period
Repurchases Loan Current Current Current Number Balance Rate Payment No Repurchases this Period