-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, PQoSxKJSbv7LwHDApu6QV6kudnYgTzMmgquFR5N6rhvY7FVWnPACRd0jiDUD7rbL N7OTzcZQUj19wz073PDDZg== 0001056404-06-000114.txt : 20060104 0001056404-06-000114.hdr.sgml : 20060104 20060104150522 ACCESSION NUMBER: 0001056404-06-000114 CONFORMED SUBMISSION TYPE: 8-K PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20051227 ITEM INFORMATION: Other Events ITEM INFORMATION: Financial Statements and Exhibits FILED AS OF DATE: 20060104 DATE AS OF CHANGE: 20060104 FILER: COMPANY DATA: COMPANY CONFORMED NAME: HASCO Trust 2005-NC1 CENTRAL INDEX KEY: 0001337403 STANDARD INDUSTRIAL CLASSIFICATION: ASSET-BACKED SECURITIES [6189] FILING VALUES: FORM TYPE: 8-K SEC ACT: 1934 Act SEC FILE NUMBER: 333-124032-01 FILM NUMBER: 06506889 BUSINESS ADDRESS: STREET 1: 452 FIFTH AVENUE CITY: NEW YORK STATE: NY ZIP: 10018 BUSINESS PHONE: 212 525-8119 MAIL ADDRESS: STREET 1: 452 FIFTH AVENUE CITY: NEW YORK STATE: NY ZIP: 10018 8-K 1 has05nc1_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 HSI ASSET SECURITIZATION CORPORATION TRUST Mortgage Pass-Through Certificates, Series 2005-NC1 (Exact name of registrant as specified in its charter) New York (governing law of 333-124032-01 Pooling and Servicing Agreement) (Commission 54-2182280 (State or other File Number) 54-2182281 jurisdiction 54-6675902 of Incorporation) IRS EIN c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Road Columbia, MD 21045 (Address of principal executive offices) (Zip Code) Registrant's telephone number, including area code: (410) 884-2000 (Former name or former address, if changed since last report) Check the appropriate box below if the Form 8-K filing is intended to simultaneously satisfy the filing obligation of the registrant under any of the following provisions (see General Instruction A.2. below): [ ] Written communications pursuant to Rule 425 under the Securities Act (17 CFR 230.425) [ ] Soliciting material pursuant to Rule 14a-12 under the Exchange Act (17 CFR 240.14a-12) [ ] Pre-commencement communications pursuant to Rule 14d-2(b) under the Exchange Act(17 CFR 240.14d-2(b)) [ ] Pre-commencement communications pursuant to Rule 13e-4(c) under the Exchange Act(17 CFR 240.13e-4(c)) ITEM 8.01 Other Events On December 27, 2005 a distribution was made to holders of HSI ASSET SECURITIZATION CORPORATION TRUST, Mortgage Pass-Through Certificates, Series 2005-NC1 Trust. ITEM 9.01 Financial Statements and Exhibits (c) Exhibits Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2005-NC1 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. HSI ASSET SECURITIZATION CORPORATION TRUST Mortgage Pass-Through Certificates, Series 2005-NC1 Trust (Registrant) By: Wells Fargo Bank, N.A. as Master Servicer By: /s/ Beth Belfield as Officer By: Beth Belfield as Officer Date: 12/30/2005 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2005-NC1 Trust, relating to the December 27, 2005 distribution. EX-99.1 HSI Asset Securitization Corporation Mortgage Pass-Through Certificates Record Date: 11/30/2005 Distribution Date: 12/27/2005 HSI Asset Securitization Corporation Mortgage Pass-Through Certificates Series 2005-NC1 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 I-A-1 40430HAA6 4.44125% 168,529,714.26 665,317.86 I-A-2 40430HAB4 4.50125% 9,506,809.15 38,037.80 II-A-1 40430HAC2 4.32125% 142,451,659.00 547,172.65 II-A-2 40430HAD0 4.44125% 123,256,000.00 486,587.30 II-A-3 40430HAE8 4.55125% 25,210,000.00 101,988.46 II-A-4 40430HAF5 4.51125% 16,410,423.16 65,805.80 M-1 40430HAG3 4.70125% 18,318,000.00 76,548.89 M-2 40430HAH1 4.73125% 13,265,000.00 55,786.69 M-3 40430HAJ7 4.83125% 12,001,000.00 51,537.63 M-4 40430HAK4 4.85125% 10,422,000.00 44,941.98 M-5 40430HAL2 4.93125% 9,475,000.00 41,532.08 M-6 40430HAM0 5.39125% 8,211,000.00 39,348.94 M-7 40430HAP3 5.53125% 7,264,000.00 35,714.67 M-8 40430HAQ1 6.04125% 3,790,000.00 20,352.30 M-9 40430HAR9 6.49125% 3,159,000.00 18,227.43 M-10 40430HAS7 7.19125% 6,000,000.00 38,353.33 M-11 40430HAT5 7.19125% 4,421,000.00 28,260.01 M-12 40430HAU2 7.19125% 5,053,000.00 32,299.90 M-13 40430HAV0 7.19125% 5,053,000.00 32,299.90 M-14 40430HAW8 7.19125% 4,741,890.00 30,311.21 X 40430HAX6 0.00000% 2,673,484.57 250,947.07 P 40430HAY4 0.00000% 0.01 449,292.06 R 40430HAZ1 0.00000% 0.00 0.00 Totals 599,211,980.15 3,150,663.96
Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cummulative Distribution Realized Certificate Distribution Realized Loss Balance Losses I-A-1 5,725,264.28 0.00 162,804,449.98 6,390,582.14 0.00 I-A-2 322,963.79 0.00 9,183,845.36 361,001.59 0.00 II-A-1 9,271,099.58 0.00 133,180,559.43 9,818,272.23 0.00 II-A-2 0.00 0.00 123,256,000.00 486,587.30 0.00 II-A-3 0.00 0.00 25,210,000.00 101,988.46 0.00 II-A-4 522,975.02 0.00 15,887,448.15 588,780.82 0.00 M-1 0.00 0.00 18,318,000.00 76,548.89 0.00 M-2 0.00 0.00 13,265,000.00 55,786.69 0.00 M-3 0.00 0.00 12,001,000.00 51,537.63 0.00 M-4 0.00 0.00 10,422,000.00 44,941.98 0.00 M-5 0.00 0.00 9,475,000.00 41,532.08 0.00 M-6 0.00 0.00 8,211,000.00 39,348.94 0.00 M-7 0.00 0.00 7,264,000.00 35,714.67 0.00 M-8 0.00 0.00 3,790,000.00 20,352.30 0.00 M-9 0.00 0.00 3,159,000.00 18,227.43 0.00 M-10 0.00 0.00 6,000,000.00 38,353.33 0.00 M-11 0.00 0.00 4,421,000.00 28,260.01 0.00 M-12 0.00 0.00 5,053,000.00 32,299.90 0.00 M-13 0.00 0.00 5,053,000.00 32,299.90 0.00 M-14 0.00 0.00 4,741,890.00 30,311.21 0.00 X 0.00 0.00 3,158,334.45 250,947.07 0.00 P 0.00 0.00 0.01 449,292.06 0.00 R 0.00 0.00 0.00 0.00 0.00 Totals 15,842,302.67 0.00 583,854,527.38 18,992,966.63 0.00
Principal Distribution Statement Class Original Beginning Scheduled UnScheduled Accretion Realized Face Certificate Principal Principal Loss Amount Balance Distribution Distribution I-A-1 181,669,000.00 168,529,714.26 0.00 5,725,264.28 0.00 0.00 I-A-2 10,248,000.00 9,506,809.15 0.00 322,963.79 0.00 0.00 II-A-1 162,565,000.00 142,451,659.00 0.00 9,271,099.58 0.00 0.00 II-A-2 123,256,000.00 123,256,000.00 0.00 0.00 0.00 0.00 II-A-3 25,210,000.00 25,210,000.00 0.00 0.00 0.00 0.00 II-A-4 17,545,000.00 16,410,423.16 0.00 522,975.02 0.00 0.00 M-1 18,318,000.00 18,318,000.00 0.00 0.00 0.00 0.00 M-2 13,265,000.00 13,265,000.00 0.00 0.00 0.00 0.00 M-3 12,001,000.00 12,001,000.00 0.00 0.00 0.00 0.00 M-4 10,422,000.00 10,422,000.00 0.00 0.00 0.00 0.00 M-5 9,475,000.00 9,475,000.00 0.00 0.00 0.00 0.00 M-6 8,211,000.00 8,211,000.00 0.00 0.00 0.00 0.00 M-7 7,264,000.00 7,264,000.00 0.00 0.00 0.00 0.00 M-8 3,790,000.00 3,790,000.00 0.00 0.00 0.00 0.00 M-9 3,159,000.00 3,159,000.00 0.00 0.00 0.00 0.00 M-10 6,000,000.00 6,000,000.00 0.00 0.00 0.00 0.00 M-11 4,421,000.00 4,421,000.00 0.00 0.00 0.00 0.00 M-12 5,053,000.00 5,053,000.00 0.00 0.00 0.00 0.00 M-13 5,053,000.00 5,053,000.00 0.00 0.00 0.00 0.00 M-14 4,741,890.00 4,741,890.00 0.00 0.00 0.00 0.00 X 0.00 2,673,484.57 0.00 0.00 0.00 0.00 P 0.00 0.01 0.00 0.00 0.00 0.00 R 0.00 0.00 0.00 0.00 0.00 0.00 Totals 631,666,890.00 599,211,980.15 0.00 15,842,302.67 0.00 0.00
Principal Distribution Statement (continued) Class Total Ending Ending Total Principal Certificate Certificate Principal Reduction Balance Percentage Distribution I-A-1 5,725,264.28 162,804,449.98 0.896160 5,725,264.28 I-A-2 322,963.79 9,183,845.36 0.896160 322,963.79 II-A-1 9,271,099.58 133,180,559.43 0.819245 9,271,099.58 II-A-2 0.00 123,256,000.00 1.000000 0.00 II-A-3 0.00 25,210,000.00 1.000000 0.00 II-A-4 522,975.02 15,887,448.15 0.905526 522,975.02 M-1 0.00 18,318,000.00 1.000000 0.00 M-2 0.00 13,265,000.00 1.000000 0.00 M-3 0.00 12,001,000.00 1.000000 0.00 M-4 0.00 10,422,000.00 1.000000 0.00 M-5 0.00 9,475,000.00 1.000000 0.00 M-6 0.00 8,211,000.00 1.000000 0.00 M-7 0.00 7,264,000.00 1.000000 0.00 M-8 0.00 3,790,000.00 1.000000 0.00 M-9 0.00 3,159,000.00 1.000000 0.00 M-10 0.00 6,000,000.00 1.000000 0.00 M-11 0.00 4,421,000.00 1.000000 0.00 M-12 0.00 5,053,000.00 1.000000 0.00 M-13 0.00 5,053,000.00 1.000000 0.00 M-14 0.00 4,741,890.00 1.000000 0.00 X 0.00 3,158,334.45 0.000000 0.00 P 0.00 0.01 0.000000 0.00 R 0.00 0.00 0.000000 0.00 Totals 15,842,302.67 583,854,527.38 0.924308 15,842,302.67
Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution I-A-1 181,669,000.00 927.674585 0.000000 31.514811 0.000000 I-A-2 10,248,000.00 927.674585 0.000000 31.514812 0.000000 II-A-1 162,565,000.00 876.275084 0.000000 57.030108 0.000000 II-A-2 123,256,000.00 1000.000000 0.000000 0.000000 0.000000 II-A-3 25,210,000.00 1000.000000 0.000000 0.000000 0.000000 II-A-4 17,545,000.00 935.333323 0.000000 29.807639 0.000000 M-1 18,318,000.00 1000.000000 0.000000 0.000000 0.000000 M-2 13,265,000.00 1000.000000 0.000000 0.000000 0.000000 M-3 12,001,000.00 1000.000000 0.000000 0.000000 0.000000 M-4 10,422,000.00 1000.000000 0.000000 0.000000 0.000000 M-5 9,475,000.00 1000.000000 0.000000 0.000000 0.000000 M-6 8,211,000.00 1000.000000 0.000000 0.000000 0.000000 M-7 7,264,000.00 1000.000000 0.000000 0.000000 0.000000 M-8 3,790,000.00 1000.000000 0.000000 0.000000 0.000000 M-9 3,159,000.00 1000.000000 0.000000 0.000000 0.000000 M-10 6,000,000.00 1000.000000 0.000000 0.000000 0.000000 M-11 4,421,000.00 1000.000000 0.000000 0.000000 0.000000 M-12 5,053,000.00 1000.000000 0.000000 0.000000 0.000000 M-13 5,053,000.00 1000.000000 0.000000 0.000000 0.000000 M-14 4,741,890.00 1000.000000 0.000000 0.000000 0.000000 X 0.00 0.000000 0.000000 0.000000 0.000000 P 0.00 0.000000 0.000000 0.000000 0.000000 R 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 I-A-1 0.000000 31.514811 896.159774 0.896160 31.514811 I-A-2 0.000000 31.514812 896.159774 0.896160 31.514812 II-A-1 0.000000 57.030108 819.244975 0.819245 57.030108 II-A-2 0.000000 0.000000 1,000.000000 1.000000 0.000000 II-A-3 0.000000 0.000000 1,000.000000 1.000000 0.000000 II-A-4 0.000000 29.807639 905.525685 0.905526 29.807639 M-1 0.000000 0.000000 1,000.000000 1.000000 0.000000 M-2 0.000000 0.000000 1,000.000000 1.000000 0.000000 M-3 0.000000 0.000000 1,000.000000 1.000000 0.000000 M-4 0.000000 0.000000 1,000.000000 1.000000 0.000000 M-5 0.000000 0.000000 1,000.000000 1.000000 0.000000 M-6 0.000000 0.000000 1,000.000000 1.000000 0.000000 M-7 0.000000 0.000000 1,000.000000 1.000000 0.000000 M-8 0.000000 0.000000 1,000.000000 1.000000 0.000000 M-9 0.000000 0.000000 1,000.000000 1.000000 0.000000 M-10 0.000000 0.000000 1,000.000000 1.000000 0.000000 M-11 0.000000 0.000000 1,000.000000 1.000000 0.000000 M-12 0.000000 0.000000 1,000.000000 1.000000 0.000000 M-13 0.000000 0.000000 1,000.000000 1.000000 0.000000 M-14 0.000000 0.000000 1,000.000000 1.000000 0.000000 X 0.000000 0.000000 0.000000 0.000000 0.000000 P 0.000000 0.000000 0.000000 0.000000 0.000000 R 0.000000 0.000000 0.000000 0.000000 0.000000 All Classes are per $1,000 denomination.
Interest Distribution Statement Class Accrual Accrual Current Beginning Current Payment of Dates Days Certificate Certificate/ Accrued Unpaid Interest Rate Notional Balance Interest Shortfall I-A-1 11/25/05 - 12/26/05 32 4.44125% 168,529,714.26 665,317.86 0.00 I-A-2 11/25/05 - 12/26/05 32 4.50125% 9,506,809.15 38,037.80 0.00 II-A-1 11/25/05 - 12/26/05 32 4.32125% 142,451,659.00 547,172.65 0.00 II-A-2 11/25/05 - 12/26/05 32 4.44125% 123,256,000.00 486,587.30 0.00 II-A-3 11/25/05 - 12/26/05 32 4.55125% 25,210,000.00 101,988.46 0.00 II-A-4 11/25/05 - 12/26/05 32 4.51125% 16,410,423.16 65,805.80 0.00 M-1 11/25/05 - 12/26/05 32 4.70125% 18,318,000.00 76,548.89 0.00 M-2 11/25/05 - 12/26/05 32 4.73125% 13,265,000.00 55,786.69 0.00 M-3 11/25/05 - 12/26/05 32 4.83125% 12,001,000.00 51,537.63 0.00 M-4 11/25/05 - 12/26/05 32 4.85125% 10,422,000.00 44,941.98 0.00 M-5 11/25/05 - 12/26/05 32 4.93125% 9,475,000.00 41,532.08 0.00 M-6 11/25/05 - 12/26/05 32 5.39125% 8,211,000.00 39,348.94 0.00 M-7 11/25/05 - 12/26/05 32 5.53125% 7,264,000.00 35,714.67 0.00 M-8 11/25/05 - 12/26/05 32 6.04125% 3,790,000.00 20,352.30 0.00 M-9 11/25/05 - 12/26/05 32 6.49125% 3,159,000.00 18,227.43 0.00 M-10 11/25/05 - 12/26/05 32 7.19125% 6,000,000.00 38,353.33 0.00 M-11 11/25/05 - 12/26/05 32 7.19125% 4,421,000.00 28,260.01 0.00 M-12 11/25/05 - 12/26/05 32 7.19125% 5,053,000.00 32,299.90 0.00 M-13 11/25/05 - 12/26/05 32 7.19125% 5,053,000.00 32,299.90 0.00 M-14 11/25/05 - 12/26/05 32 7.19125% 4,741,890.00 30,311.21 0.00 X N/A N/A 0.00000% 0.00 0.00 0.00 P N/A N/A 0.00000% 0.01 0.00 0.00 R N/A N/A 0.00000% 0.00 0.00 0.00 Totals 2,450,424.83 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 I-A-1 0.00 0.00 665,317.86 0.00 162,804,449.98 I-A-2 0.00 0.00 38,037.80 0.00 9,183,845.36 II-A-1 0.00 0.00 547,172.65 0.00 133,180,559.43 II-A-2 0.00 0.00 486,587.30 0.00 123,256,000.00 II-A-3 0.00 0.00 101,988.46 0.00 25,210,000.00 II-A-4 0.00 0.00 65,805.80 0.00 15,887,448.15 M-1 0.00 0.00 76,548.89 0.00 18,318,000.00 M-2 0.00 0.00 55,786.69 0.00 13,265,000.00 M-3 0.00 0.00 51,537.63 0.00 12,001,000.00 M-4 0.00 0.00 44,941.98 0.00 10,422,000.00 M-5 0.00 0.00 41,532.08 0.00 9,475,000.00 M-6 0.00 0.00 39,348.94 0.00 8,211,000.00 M-7 0.00 0.00 35,714.67 0.00 7,264,000.00 M-8 0.00 0.00 20,352.30 0.00 3,790,000.00 M-9 0.00 0.00 18,227.43 0.00 3,159,000.00 M-10 0.00 0.00 38,353.33 0.00 6,000,000.00 M-11 0.00 0.00 28,260.01 0.00 4,421,000.00 M-12 0.00 0.00 32,299.90 0.00 5,053,000.00 M-13 0.00 0.00 32,299.90 0.00 5,053,000.00 M-14 0.00 0.00 30,311.21 0.00 4,741,890.00 X 0.00 0.00 250,947.07 0.00 0.00 P 0.00 0.00 449,292.06 0.00 0.01 R 0.00 0.00 0.00 0.00 0.00 Totals 0.00 0.00 3,150,663.96 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 I-A-1 11/25/05 - 12/26/05 181,669,000.00 4.44125% 927.674585 3.662253 0.000000 I-A-2 11/25/05 - 12/26/05 10,248,000.00 4.50125% 927.674585 3.711729 0.000000 II-A-1 11/25/05 - 12/26/05 162,565,000.00 4.32125% 876.275084 3.365870 0.000000 II-A-2 11/25/05 - 12/26/05 123,256,000.00 4.44125% 1000.000000 3.947778 0.000000 II-A-3 11/25/05 - 12/26/05 25,210,000.00 4.55125% 1000.000000 4.045556 0.000000 II-A-4 11/25/05 - 12/26/05 17,545,000.00 4.51125% 935.333323 3.750687 0.000000 M-1 11/25/05 - 12/26/05 18,318,000.00 4.70125% 1000.000000 4.178889 0.000000 M-2 11/25/05 - 12/26/05 13,265,000.00 4.73125% 1000.000000 4.205555 0.000000 M-3 11/25/05 - 12/26/05 12,001,000.00 4.83125% 1000.000000 4.294445 0.000000 M-4 11/25/05 - 12/26/05 10,422,000.00 4.85125% 1000.000000 4.312222 0.000000 M-5 11/25/05 - 12/26/05 9,475,000.00 4.93125% 1000.000000 4.383333 0.000000 M-6 11/25/05 - 12/26/05 8,211,000.00 5.39125% 1000.000000 4.792223 0.000000 M-7 11/25/05 - 12/26/05 7,264,000.00 5.53125% 1000.000000 4.916667 0.000000 M-8 11/25/05 - 12/26/05 3,790,000.00 6.04125% 1000.000000 5.370000 0.000000 M-9 11/25/05 - 12/26/05 3,159,000.00 6.49125% 1000.000000 5.770000 0.000000 M-10 11/25/05 - 12/26/05 6,000,000.00 7.19125% 1000.000000 6.392222 0.000000 M-11 11/25/05 - 12/26/05 4,421,000.00 7.19125% 1000.000000 6.392221 0.000000 M-12 11/25/05 - 12/26/05 5,053,000.00 7.19125% 1000.000000 6.392222 0.000000 M-13 11/25/05 - 12/26/05 5,053,000.00 7.19125% 1000.000000 6.392222 0.000000 M-14 11/25/05 - 12/26/05 4,741,890.00 7.19125% 1000.000000 6.392221 0.000000 X N/A 0.00 0.00000% 0.000000 0.000000 0.000000 P N/A 0.00 0.00000% 0.000000 0.000000 0.000000 R 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 I-A-1 0.000000 0.000000 3.662253 0.000000 896.159774 I-A-2 0.000000 0.000000 3.711729 0.000000 896.159774 II-A-1 0.000000 0.000000 3.365870 0.000000 819.244975 II-A-2 0.000000 0.000000 3.947778 0.000000 1000.000000 II-A-3 0.000000 0.000000 4.045556 0.000000 1000.000000 II-A-4 0.000000 0.000000 3.750687 0.000000 905.525685 M-1 0.000000 0.000000 4.178889 0.000000 1000.000000 M-2 0.000000 0.000000 4.205555 0.000000 1000.000000 M-3 0.000000 0.000000 4.294445 0.000000 1000.000000 M-4 0.000000 0.000000 4.312222 0.000000 1000.000000 M-5 0.000000 0.000000 4.383333 0.000000 1000.000000 M-6 0.000000 0.000000 4.792223 0.000000 1000.000000 M-7 0.000000 0.000000 4.916667 0.000000 1000.000000 M-8 0.000000 0.000000 5.370000 0.000000 1000.000000 M-9 0.000000 0.000000 5.770000 0.000000 1000.000000 M-10 0.000000 0.000000 6.392222 0.000000 1000.000000 M-11 0.000000 0.000000 6.392221 0.000000 1000.000000 M-12 0.000000 0.000000 6.392222 0.000000 1000.000000 M-13 0.000000 0.000000 6.392222 0.000000 1000.000000 M-14 0.000000 0.000000 6.392221 0.000000 1000.000000 X 0.000000 0.000000 0.000000 0.000000 0.000000 P 0.000000 0.000000 0.000000 0.000000 0.000000 R 0.000000 0.000000 0.000000 0.000000 0.000000 (1,2) Amount also includes coupon cap or basis risk shortfalls,if applicable. All Classes are per $1,000 denomination.
CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 18,798,339.64 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0.00 Servicer Advances 0.00 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 449,292.06 Swap/Cap Payments 0.00 Total Deposits 19,247,631.70 Withdrawals Swap Payments 0.00 Reserve Funds and Credit Enhancements 0.00 Total Administration Fees 254,665.07 Payment of Interest and Principal 18,992,966.63 Total Withdrawals (Pool Distribution Amount) 19,247,631.70 Ending Balance 0.00 Please see Additional Reporting Page for information related to SWAP and CAP payments.
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* 249,671.64 Master Servicing Fee - Wells Fargo Bank, N.A. 4,993.43 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees 254,665.07 *Servicer Payees include: CHASE HOME FINANCE LLC
Reserve Accounts Account Name Beginning Current Withdrawals Current Deposits Ending Balance Balance Excess Reserve Fund 0.00 186,680.59 186,680.59 0.00
COLLATERAL STATEMENT Collateral Description Mixed ARM Weighted Average Gross Coupon 6.516971% Weighted Average Net Coupon 6.016971% Weighted Average Pass-Through Rate 6.006971% Weighted Average Remaining Term 354 Beginning Scheduled Collateral Loan Count 2,258 Number Of Loans Paid In Full 53 Ending Scheduled Collateral Loan Count 2,205 Beginning Scheduled Collateral Balance 599,211,980.15 Ending Scheduled Collateral Balance 583,854,527.38 Ending Actual Collateral Balance at 30-Nov-2005 583,855,180.06 Monthly P&I Constant 3,254,858.73 Special Servicing Fee 0.00 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount 449,292.06 Prepayment Penalty Paid Count 60 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Scheduled Principal 652.70 Unscheduled Principal 15,356,800.07 Required Overcollateralized Amount 0.00 Overcollateralized Increase Amount 484,849.89 Overcollateralized Reduction Amount 0.00 Specified O/C Amount 3,158,334.45 Overcollateralized Amount 3,158,334.45 Overcollateralized Deficiency Amount 0.00 Base Overcollateralization Amount 0.00 Extra principal distribution Amount 484,849.89 Excess Cash Amount 0.00
Group Level Collateral Statement Group 1 2 3 Collateral Description Mixed ARM Mixed ARM Mixed ARM Weighted Average Coupon Rate 6.576020 6.476675 6.524551 Weighted Average Net Rate 6.076020 5.976675 6.024551 Weighted Average Remaining Term 354 354 354 Beginning Loan Count 741 380 848 Loans Paid In Full 22 5 20 Ending Loan Count 719 375 828 Beginning Scheduled Balance 144,737,243.92 75,287,291.22 285,905,963.15 Ending Scheduled Balance 139,715,341.20 74,446,070.45 278,604,946.08 Record Date 11/30/2005 11/30/2005 11/30/2005 Principal And Interest Constant 793,316.23 406,342.78 1,555,005.77 Scheduled Principal 153.70 0.00 499.00 Unscheduled Principal 5,021,749.02 841,220.77 7,300,518.07 Scheduled Interest 793,162.53 406,342.78 1,554,506.77 Servicing Fee 60,307.18 31,369.70 119,127.48 Master Servicing Fee 1,206.14 627.39 2,382.55 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 731,649.21 374,345.69 1,432,996.74 Realized Loss Amount 0.00 0.00 0.00 Cumulative Realized Loss 0.00 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 0.0000 Prepayment Penalty Waived Amount 0.00 0.00 0.00 Prepayment Penalty Waived Count 0 0 0 Prepayment Penalty Paid Amount 156089.11 35147.20 206039.31 Prepayment Penalty Paid Count 26 7 22 Special Servicing Fee 0.00 0.00 0.00 Pass-Through Rate 6.066020 5.966675 6.014551
Group Level Collateral Statement Group 4 Total Collateral Description Mixed ARM Mixed ARM Weighted Average Coupon Rate 6.434640 6.516971 Weighted Average Net Rate 5.934640 6.016971 Weighted Average Remaining Term 354 354 Beginning Loan Count 289 2,258 Loans Paid In Full 6 53 Ending Loan Count 283 2,205 Beginning Scheduled Balance 93,281,481.86 599,211,980.15 Ending scheduled Balance 91,088,169.65 583,854,527.38 Record Date 11/30/2005 11/30/2005 Principal And Interest Constant 500,193.95 3,254,858.73 Scheduled Principal 0.00 652.70 Unscheduled Principal 2,193,312.21 15,356,800.07 Scheduled Interest 500,193.95 3,254,206.03 Servicing Fee 38,867.28 249,671.64 Master Servicing Fee 777.35 4,993.43 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 460,549.32 2,999,540.96 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 52016.44 449292.06 Prepayment Penalty Paid Count 5 60 Special Servicing Fee 0.00 0.00 Pass-Through Rate 5.924640 6.006971
Additional Reporting - Deal Level Miscellaneous Reporting Group I Cap 0.00 Group II Cap 0.00 Aggregate Cap 186,680.59 Class M Cap 0.00 Cumulative Loss % 0.000000% Is Sequential Trigger Event in effect? NO Is Trigger Event in effect? NO
LOAN STATUS STRATIFICATION/CREDIT ENHANCEMENT STATEMENT DELINQUENT BANKRUPTCY FORECLOSURE REO TOTAL No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 23 0 0 0 23 6,623,919.12 0.00 0.00 0.00 6,623,919.12 60 Days 8 0 0 0 8 2,422,607.85 0.00 0.00 0.00 2,422,607.85 90 Days 2 0 0 0 2 517,199.98 0.00 0.00 0.00 517,199.98 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 33 0 0 0 33 9,563,726.95 0.00 0.00 0.00 9,563,726.95 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.043084% 0.000000% 0.000000% 0.000000% 1.043084% 1.134514% 0.000000% 0.000000% 0.000000% 1.134514% 60 Days 0.362812% 0.000000% 0.000000% 0.000000% 0.362812% 0.414933% 0.000000% 0.000000% 0.000000% 0.414933% 90 Days 0.090703% 0.000000% 0.000000% 0.000000% 0.090703% 0.088584% 0.000000% 0.000000% 0.000000% 0.088584% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 1.496599% 0.000000% 0.000000% 0.000000% 1.496599% 1.638031% 0.000000% 0.000000% 0.000000% 1.638031%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 219,067.94
Delinquency Status By Group DELINQUENT BANKRUPTCY FORECLOSURE REO TOTAL 1 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 8 0 0 0 8 1,604,599.98 0.00 0.00 0.00 1,604,599.98 60 Days 2 0 0 0 2 524,199.98 0.00 0.00 0.00 524,199.98 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 10 0 0 0 10 2,128,799.96 0.00 0.00 0.00 2,128,799.96 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.112656% 0.000000% 0.000000% 0.000000% 1.112656% 1.148477% 0.000000% 0.000000% 0.000000% 1.148477% 60 Days 0.278164% 0.000000% 0.000000% 0.000000% 0.278164% 0.375191% 0.000000% 0.000000% 0.000000% 0.375191% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 1.390821% 0.000000% 0.000000% 0.000000% 1.390821% 1.523668% 0.000000% 0.000000% 0.000000% 1.523668% DELINQUENT BANKRUPTCY FORECLOSURE REO TOTAL 2 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 5 0 0 0 5 1,014,748.83 0.00 0.00 0.00 1,014,748.83 60 Days 2 0 0 0 2 470,400.00 0.00 0.00 0.00 470,400.00 90 Days 1 0 0 0 1 178,000.00 0.00 0.00 0.00 178,000.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 8 0 0 0 8 1,663,148.83 0.00 0.00 0.00 1,663,148.83 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.333333% 0.000000% 0.000000% 0.000000% 1.333333% 1.363066% 0.000000% 0.000000% 0.000000% 1.363066% 60 Days 0.533333% 0.000000% 0.000000% 0.000000% 0.533333% 0.631867% 0.000000% 0.000000% 0.000000% 0.631867% 90 Days 0.266667% 0.000000% 0.000000% 0.000000% 0.266667% 0.239099% 0.000000% 0.000000% 0.000000% 0.239099% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 2.133333% 0.000000% 0.000000% 0.000000% 2.133333% 2.234032% 0.000000% 0.000000% 0.000000% 2.234032% DELINQUENT BANKRUPTCY FORECLOSURE REO TOTAL 3 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 8 0 0 0 8 2,875,570.34 0.00 0.00 0.00 2,875,570.34 60 Days 4 0 0 0 4 1,428,007.87 0.00 0.00 0.00 1,428,007.87 90 Days 1 0 0 0 1 339,199.98 0.00 0.00 0.00 339,199.98 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 13 0 0 0 13 4,642,778.19 0.00 0.00 0.00 4,642,778.19 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.966184% 0.000000% 0.000000% 0.000000% 0.966184% 1.032130% 0.000000% 0.000000% 0.000000% 1.032130% 60 Days 0.483092% 0.000000% 0.000000% 0.000000% 0.483092% 0.512556% 0.000000% 0.000000% 0.000000% 0.512556% 90 Days 0.120773% 0.000000% 0.000000% 0.000000% 0.120773% 0.121749% 0.000000% 0.000000% 0.000000% 0.121749% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 1.570048% 0.000000% 0.000000% 0.000000% 1.570048% 1.666435% 0.000000% 0.000000% 0.000000% 1.666435% DELINQUENT BANKRUPTCY FORECLOSURE REO TOTAL 4 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 2 0 0 0 2 1,128,999.97 0.00 0.00 0.00 1,128,999.97 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 2 0 0 0 2 1,128,999.97 0.00 0.00 0.00 1,128,999.97 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.706714% 0.000000% 0.000000% 0.000000% 0.706714% 1.239458% 0.000000% 0.000000% 0.000000% 1.239458% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.706714% 0.000000% 0.000000% 0.000000% 0.706714% 1.239458% 0.000000% 0.000000% 0.000000% 1.239458%
REO Detail - All Mortgage Loans in REO during Current Period
Summary 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 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 0.000% 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. 1 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 0.000% 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. 2 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 0.000% 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. 3 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 0.000% 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. 4 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 0.000% 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.
REO Loan Detail - All Mortgage Loans in REO during Current Period Month Loan First Original Loan Entered Payment LTV at Principal Group Number REO Date State Origination Balance No REO loans this period.
REO Loan Detail - All Mortgage Loans in REO during Current Period (continued) Current Paid Current Approximate Loan Principal To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest No REO loans this period.
Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period
Summary 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 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 Foreclosure Total May-05 0.000% Loans in Foreclosure 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 0.000% 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. 1 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 Jan-05 0.000% Original Principal Balance 0.00 Feb-05 0.000% Current Principal Balance 0.00 Mar-05 0.000% Apr-05 0.000% Current Foreclosure Total May-05 0.000% Loans in Foreclosure 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 0.000% 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. 2 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 Jan-05 0.000% Original Principal Balance 0.00 Feb-05 0.000% Current Principal Balance 0.00 Mar-05 0.000% Apr-05 0.000% Current Foreclosure Total May-05 0.000% Loans in Foreclosure 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 0.000% 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. 3 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 Jan-05 0.000% Original Principal Balance 0.00 Feb-05 0.000% Current Principal Balance 0.00 Mar-05 0.000% Apr-05 0.000% Current Foreclosure Total May-05 0.000% Loans in Foreclosure 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 0.000% 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. 4 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 Jan-05 0.000% Original Principal Balance 0.00 Feb-05 0.000% Current Principal Balance 0.00 Mar-05 0.000% Apr-05 0.000% Current Foreclosure Total May-05 0.000% Loans in Foreclosure 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 0.000% 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.
Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period Month Loan First Original Loan Entered Payment LTV at Principal Group Number FC Date State Origination Balance No Foreclosure loans this period.
Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period (continued) Current Paid Current Approximate Loan Principal To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest No Foreclosure loans this period.
Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period
Summary 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 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 Bankruptcy Total May-05 0.000% Loans in Bankruptcy 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 0.000% 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. 1 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 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 Bankruptcy Total May-05 0.000% Loans in Bankruptcy 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 0.000% 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. 2 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 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 Bankruptcy Total May-05 0.000% Loans in Bankruptcy 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 0.000% 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. 3 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 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 Bankruptcy Total May-05 0.000% Loans in Bankruptcy 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 0.000% 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. 4 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 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 Bankruptcy Total May-05 0.000% Loans in Bankruptcy 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 0.000% 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.
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 No Bankruptcy Loans this Period
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 No Bankruptcy Loans this Period
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 Total 0 0.00 0.00 0.000%
Realized Loss Loan Detail Report - Loans With Losses during Current Period Original Current Loan Principal Note LTV at Original Group Number Balance Rate State Origination Term No losses this period.
Realized Loss Loan Detail Report - Loans With Losses during Current Period (continued) Prior Cumulative Loan Principal Realized Realized Group Number Balance Loss/(Gain) Loss/(Gain) No losses this period.
Realized Loss Report - Collateral Summary MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs 12mo Average* SDA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. 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 N/A N/A May-2005 N/A N/A Jun-2005 N/A N/A Jun-2005 N/A N/A Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A 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 0.000% N/A Dec-2005 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www. monthly bond remittance report can be viewed online at ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs 12mo Average* Loss Severity: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. 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 N/A N/A May-2005 N/A N/A Jun-2005 N/A N/A Jun-2005 N/A N/A Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A 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 0.000% N/A Dec-2005 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at 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 Total 53 15,417,094.00 15,335,436.24 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 Total 0 0.00 0.00 0 0.00 0.00 21,363.83
Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount 1 1001045470 CA 90.00 01-Apr-2005 292,500.00 292,499.85 1 1001181599 WA 80.00 01-Jul-2005 176,000.00 175,985.18 1 1001236861 CA 80.00 01-Jun-2005 280,000.00 279,999.86 1 1001419450 CA 79.04 01-Jun-2005 332,000.00 331,997.98 1 1001455106 CA 60.18 01-Jun-2005 331,000.00 330,849.64 1 1001639908 CA 80.00 01-Jun-2005 224,000.00 224,000.00 1 1001719420 WI 80.00 01-Jun-2005 107,200.00 107,200.00 1 1001723399 CT 95.00 01-Jun-2005 235,600.00 235,599.19 1 1001779141 CA 82.96 01-Jun-2005 224,000.00 224,000.00 1 1001797764 CA 39.13 01-Jun-2005 90,000.00 89,956.89 1 1001802874 MA 95.00 01-Jun-2005 275,500.00 275,499.97 1 1001812603 CA 80.00 01-Jul-2005 320,000.00 320,000.00 1 1001824431 CA 90.00 01-Jul-2005 294,300.00 294,299.98 1 1001826572 CA 67.07 01-Jul-2005 275,000.00 274,900.00 1 1001865743 CA 90.00 01-Jul-2005 234,000.00 233,865.84 1 1001875590 CA 70.49 01-Jul-2005 233,000.00 232,999.99 1 1001877133 MN 69.09 01-Jun-2005 190,000.00 190,000.00 1 1001898174 NV 80.00 01-Jul-2005 236,000.00 235,454.35 1 1001900606 AZ 80.00 01-Jul-2005 182,400.00 182,299.06 1 1001908699 CA 66.15 01-Jul-2005 129,000.00 128,899.53 1 1001910356 FL 90.00 01-Jul-2005 220,500.00 220,498.10 1 1002087048 AZ 80.00 01-Jul-2005 136,800.00 136,800.00 2 0002092751 OR 80.00 01-Jul-2005 103,408.00 103,408.00 2 1001329734 NJ 90.00 01-Jun-2005 238,500.00 238,500.00 2 1001484370 CA 62.70 01-May-2005 301,000.00 301,000.00 2 1001757879 GA 90.00 01-Jun-2005 94,500.00 94,499.96 2 1001946292 FL 80.00 01-Jul-2005 96,000.00 96,000.00 3 1000965343 FL 75.00 01-May-2005 266,250.00 266,250.00 3 1001180830 CA 80.00 01-Jun-2005 224,000.00 224,000.00 3 1001197635 NV 79.99 01-Apr-2005 454,850.00 454,850.00 3 1001207982 CA 71.93 01-May-2005 410,000.00 409,971.42 3 1001253315 CA 90.00 01-Jun-2005 269,100.00 269,100.00 3 1001332560 CA 80.00 01-Jun-2005 280,912.00 280,912.00 3 1001646204 CA 80.00 01-Jun-2005 432,000.00 432,000.00 3 1001686688 NJ 80.00 01-Jun-2005 353,600.00 353,600.00 3 1001696622 IL 80.00 01-Jun-2005 258,800.00 258,799.97 3 1001743448 CA 72.64 01-Jun-2005 385,000.00 384,999.97 3 1001750956 CA 80.00 01-Jul-2005 336,000.00 336,000.00 3 1001797103 CA 80.00 01-Jun-2005 387,200.00 387,199.97 3 1001808583 MA 74.21 01-Jun-2005 475,000.00 475,000.00 3 1001823860 CA 80.00 01-Jul-2005 408,000.00 408,000.00 3 1001873681 CA 80.00 01-Jul-2005 465,600.00 465,600.00 3 1001929541 CA 75.00 01-Jul-2005 431,250.00 431,250.00 3 1001935053 CA 80.00 01-Jul-2005 266,800.00 266,800.00 3 1001955566 CA 89.66 01-Jul-2005 475,200.00 475,200.00 3 1001955851 CA 80.00 01-Jul-2005 411,960.00 411,960.00 3 1002047948 IL 80.00 01-Jul-2005 300,000.00 300,000.00 4 1000969866 AZ 80.00 01-Jun-2005 383,714.00 383,714.00 4 1001448197 CA 95.00 01-May-2005 413,250.00 413,249.95 4 1001597212 GA 80.00 01-Jun-2005 200,000.00 199,997.30 4 1001639999 IL 80.00 01-Jul-2005 514,000.00 513,566.29 4 1001800563 FL 80.00 01-Jun-2005 422,400.00 342,402.00 4 1001825742 CA 80.00 01-Jun-2005 340,000.00 340,000.00
Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning 1 1001045470 Loan Paid in Full 0 6.920% 360 8 1 1001181599 Loan Paid in Full 0 6.950% 360 5 1 1001236861 Loan Paid in Full 0 5.900% 360 6 1 1001419450 Loan Paid in Full (1) 6.990% 360 6 1 1001455106 Loan Paid in Full 0 5.990% 360 6 1 1001639908 Loan Paid in Full 0 7.500% 360 6 1 1001719420 Loan Paid in Full (1) 7.400% 360 6 1 1001723399 Loan Paid in Full 0 8.300% 360 6 1 1001779141 Loan Paid in Full 1 6.850% 360 6 1 1001797764 Loan Paid in Full 0 6.990% 360 6 1 1001802874 Loan Paid in Full 0 7.000% 360 6 1 1001812603 Loan Paid in Full 0 5.875% 360 5 1 1001824431 Loan Paid in Full 0 6.350% 360 5 1 1001826572 Loan Paid in Full 0 5.250% 360 5 1 1001865743 Loan Paid in Full 0 6.625% 360 5 1 1001875590 Loan Paid in Full 0 5.300% 360 5 1 1001877133 Loan Paid in Full 0 7.975% 360 6 1 1001898174 Loan Paid in Full 0 6.125% 360 5 1 1001900606 Loan Paid in Full (1) 6.800% 360 5 1 1001908699 Loan Paid in Full 0 5.600% 360 5 1 1001910356 Loan Paid in Full 0 6.950% 360 5 1 1002087048 Loan Paid in Full 0 6.675% 360 5 2 0002092751 Loan Paid in Full 0 5.950% 360 5 2 1001329734 Loan Paid in Full 0 7.900% 360 6 2 1001484370 Loan Paid in Full 0 6.950% 360 7 2 1001757879 Loan Paid in Full 0 7.150% 360 6 2 1001946292 Loan Paid in Full 0 6.050% 360 5 3 1000965343 Loan Paid in Full (1) 7.400% 360 7 3 1001180830 Loan Paid in Full 0 6.490% 360 6 3 1001197635 Loan Paid in Full 0 6.350% 360 8 3 1001207982 Loan Paid in Full 0 6.750% 360 7 3 1001253315 Loan Paid in Full 0 8.425% 360 6 3 1001332560 Loan Paid in Full 0 5.650% 360 6 3 1001646204 Loan Paid in Full (1) 6.975% 360 6 3 1001686688 Loan Paid in Full 0 7.375% 360 6 3 1001696622 Loan Paid in Full 0 6.950% 360 6 3 1001743448 Loan Paid in Full 0 7.600% 360 6 3 1001750956 Loan Paid in Full 0 6.750% 360 5 3 1001797103 Loan Paid in Full 0 6.350% 360 6 3 1001808583 Loan Paid in Full 0 6.925% 360 6 3 1001823860 Loan Paid in Full 0 7.000% 360 5 3 1001873681 Loan Paid in Full 0 6.500% 360 5 3 1001929541 Loan Paid in Full 0 5.990% 360 5 3 1001935053 Loan Paid in Full 0 7.200% 360 5 3 1001955566 Loan Paid in Full 0 5.990% 360 5 3 1001955851 Loan Paid in Full 0 6.050% 360 5 3 1002047948 Loan Paid in Full 0 6.150% 360 5 4 1000969866 Loan Paid in Full 0 6.350% 360 6 4 1001448197 Loan Paid in Full 0 7.150% 360 7 4 1001597212 Loan Paid in Full 0 7.575% 360 6 4 1001639999 Loan Paid in Full 0 6.700% 360 5 4 1001800563 Loan Paid in Full 0 7.250% 360 6 4 1001825742 Loan Paid in Full 1 6.650% 360 6
Prepayment - Voluntary Prepayments
Summary SMM CPR PSA Current Month 2.563% Current Month 26.769% Current Month 2,310.250% 3 Month Average 2.192% 3 Month Average 23.313% 3 Month Average 2,455.803% 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 N/A N/A May-2005 N/A N/A Jun-2005 N/A N/A Jun-2005 N/A N/A Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 13.613% N/A Sep-2005 2,435.201% N/A Oct-2005 20.210% N/A Oct-2005 2,662.279% N/A Nov-2005 22.958% N/A Nov-2005 2,394.881% N/A Dec-2005 26.769% N/A Dec-2005 2,310.250% 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
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