-----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, F7D/3bGIYfXeZECLJjbScCJXwverwI7DbrxgpGmpxWApWOQNtJ4V2oACFTz/hfYF L9mE+19+c/Vy3Dy3o7jFNg== 0001056404-06-000166.txt : 20060105 0001056404-06-000166.hdr.sgml : 20060105 20060105072647 ACCESSION NUMBER: 0001056404-06-000166 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: 20060105 DATE AS OF CHANGE: 20060105 FILER: COMPANY DATA: COMPANY CONFORMED NAME: MASTR Asset Backed Securities Trust 2005-WF1 CENTRAL INDEX KEY: 0001340114 STANDARD INDUSTRIAL CLASSIFICATION: ASSET-BACKED SECURITIES [6189] STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 8-K SEC ACT: 1934 Act SEC FILE NUMBER: 333-124678-05 FILM NUMBER: 06510466 BUSINESS ADDRESS: STREET 1: 1285 AVE OF THE AMERICAS CITY: NEW YORK STATE: NY ZIP: 10019 BUSINESS PHONE: 2127132000 MAIL ADDRESS: STREET 1: 1285 AVENUE OF THE AMERICAS CITY: NEW YORK STATE: NY ZIP: 10019 8-K 1 mab05wf1_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 MASTR ASSET BACKED SECURITIES TRUST Mortgage Pass-Through Certificates, Series 2005-WF1 (Exact name of registrant as specified in its charter) New York (governing law of 333-124678-05 Pooling and Servicing Agreement) (Commission 54-2184284 (State or other File Number) 54-2184285 jurisdiction 54-2184286 of Incorporation) 54-2184287 54-2184288 54-2184289 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 MASTR ASSET BACKED SECURITIES TRUST, Mortgage Pass-Through Certificates, Series 2005-WF1 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-WF1 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. MASTR ASSET BACKED SECURITIES TRUST Mortgage Pass-Through Certificates, Series 2005-WF1 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-WF1 Trust, relating to the December 27, 2005 distribution. EX-99.1 MASTR Asset Backed Securities Mortgage Pass-Through Certificates Record Date: 11/30/2005 Distribution Date: 12/27/2005 MASTR Asset Backed Securities Mortgage Pass-Through Certificates Series 2005-WF1 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 A1A 57643LJR8 4.44375% 290,327,320.80 1,146,792.92 A2A 57643LJS6 4.29375% 233,778,822.49 892,255.84 A2B 57643LJT4 4.35375% 42,255,000.00 163,526.85 A2C 57643LJU1 4.43375% 134,845,000.00 531,439.13 A2D 57643LJV9 4.56375% 53,485,000.00 216,970.82 M1 57643LJW7 4.60375% 23,897,000.00 97,791.83 M2 57643LJX5 4.62375% 21,140,000.00 86,885.40 M3 57643LJY3 4.65375% 14,246,000.00 58,930.95 M4 57643LJZ0 4.78375% 10,570,000.00 44,945.99 M5 57643LKA3 4.81375% 10,570,000.00 45,227.86 M6 57643LKB1 4.85375% 9,651,000.00 41,638.70 M7 57643LKC9 5.34375% 7,812,000.00 37,107.00 M8 57643LKD7 5.43375% 6,434,000.00 31,076.22 M9 57643LKE5 5.88375% 9,191,000.00 48,068.93 M10 57643LKF2 5.90986% 5,514,000.00 28,966.19 CE MAB5WF1CE 0.00000% 4,595,738.23 1,142,331.69 R MAB5WF1R1 0.00000% 0.00 0.00 RX MAB5WF1RX 0.00000% 0.00 0.00 P MAB05WF1P 0.00000% 100.00 257,567.62 Totals 878,311,981.52 4,871,523.94
Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cummulative Distribution Realized Certificate Distribution Realized Loss Balance Losses A1A 8,644,696.78 0.00 281,682,624.02 9,791,489.70 0.00 A2A 15,466,289.99 0.00 218,312,532.50 16,358,545.83 0.00 A2B 0.00 0.00 42,255,000.00 163,526.85 0.00 A2C 0.00 0.00 134,845,000.00 531,439.13 0.00 A2D 0.00 0.00 53,485,000.00 216,970.82 0.00 M1 0.00 0.00 23,897,000.00 97,791.83 0.00 M2 0.00 0.00 21,140,000.00 86,885.40 0.00 M3 0.00 0.00 14,246,000.00 58,930.95 0.00 M4 0.00 0.00 10,570,000.00 44,945.99 0.00 M5 0.00 0.00 10,570,000.00 45,227.86 0.00 M6 0.00 0.00 9,651,000.00 41,638.70 0.00 M7 0.00 0.00 7,812,000.00 37,107.00 0.00 M8 0.00 0.00 6,434,000.00 31,076.22 0.00 M9 0.00 0.00 9,191,000.00 48,068.93 0.00 M10 0.00 0.00 5,514,000.00 28,966.19 0.00 CE 0.00 0.00 4,595,738.23 1,142,331.69 0.00 R 0.00 0.00 0.00 0.00 0.00 RX 0.00 0.00 0.00 0.00 0.00 P 0.00 0.00 100.00 257,567.62 0.00 Totals 24,110,986.77 0.00 854,200,994.75 28,982,510.71 0.00 This report has been compiled from information provided to Wells Fargo Bank, N.A., by various third parties, which may include the Servicer, Master Servicer, Special Servicer and others. Wells Fargo Bank, N.A., has not independently confirmed the accuracy of information received from these third parties and assumes no duty to do so.Wells Fargo Bank, N.A., expressly disclaims any responsibility for the accuracy or completeness of information furnished by third parties.
Principal Distribution Statement Class Original Beginning Scheduled UnScheduled Accretion Realized Face Certificate Principal Principal Loss Amount Balance Distribution Distribution A1A 304,942,000.00 290,327,320.80 0.00 8,644,696.78 0.00 0.00 A2A 259,995,000.00 233,778,822.49 0.00 15,466,289.99 0.00 0.00 A2B 42,255,000.00 42,255,000.00 0.00 0.00 0.00 0.00 A2C 134,845,000.00 134,845,000.00 0.00 0.00 0.00 0.00 A2D 53,485,000.00 53,485,000.00 0.00 0.00 0.00 0.00 M1 23,897,000.00 23,897,000.00 0.00 0.00 0.00 0.00 M2 21,140,000.00 21,140,000.00 0.00 0.00 0.00 0.00 M3 14,246,000.00 14,246,000.00 0.00 0.00 0.00 0.00 M4 10,570,000.00 10,570,000.00 0.00 0.00 0.00 0.00 M5 10,570,000.00 10,570,000.00 0.00 0.00 0.00 0.00 M6 9,651,000.00 9,651,000.00 0.00 0.00 0.00 0.00 M7 7,812,000.00 7,812,000.00 0.00 0.00 0.00 0.00 M8 6,434,000.00 6,434,000.00 0.00 0.00 0.00 0.00 M9 9,191,000.00 9,191,000.00 0.00 0.00 0.00 0.00 M10 5,514,000.00 5,514,000.00 0.00 0.00 0.00 0.00 CE 4,600,545.00 4,595,738.23 0.00 0.00 0.00 0.00 R 0.00 0.00 0.00 0.00 0.00 0.00 RX 0.00 0.00 0.00 0.00 0.00 0.00 P 100.00 100.00 0.00 0.00 0.00 0.00 Totals 919,147,645.00 878,311,981.52 0.00 24,110,986.77 0.00 0.00
Principal Distribution Statement (continued) Class Total Ending Ending Total Principal Certificate Certificate Principal Reduction Balance Percentage Distribution A1A 8,644,696.78 281,682,624.02 0.923725 8,644,696.78 A2A 15,466,289.99 218,312,532.50 0.839680 15,466,289.99 A2B 0.00 42,255,000.00 1.000000 0.00 A2C 0.00 134,845,000.00 1.000000 0.00 A2D 0.00 53,485,000.00 1.000000 0.00 M1 0.00 23,897,000.00 1.000000 0.00 M2 0.00 21,140,000.00 1.000000 0.00 M3 0.00 14,246,000.00 1.000000 0.00 M4 0.00 10,570,000.00 1.000000 0.00 M5 0.00 10,570,000.00 1.000000 0.00 M6 0.00 9,651,000.00 1.000000 0.00 M7 0.00 7,812,000.00 1.000000 0.00 M8 0.00 6,434,000.00 1.000000 0.00 M9 0.00 9,191,000.00 1.000000 0.00 M10 0.00 5,514,000.00 1.000000 0.00 CE 0.00 4,595,738.23 0.998955 0.00 R 0.00 0.00 0.000000 0.00 RX 0.00 0.00 0.000000 0.00 P 0.00 100.00 1.000000 0.00 Totals 24,110,986.77 854,200,994.75 0.929340 24,110,986.77
Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution A1A 304,942,000.00 952.073905 0.000000 28.348659 0.000000 A2A 259,995,000.00 899.166609 0.000000 59.486875 0.000000 A2B 42,255,000.00 1000.000000 0.000000 0.000000 0.000000 A2C 134,845,000.00 1000.000000 0.000000 0.000000 0.000000 A2D 53,485,000.00 1000.000000 0.000000 0.000000 0.000000 M1 23,897,000.00 1000.000000 0.000000 0.000000 0.000000 M2 21,140,000.00 1000.000000 0.000000 0.000000 0.000000 M3 14,246,000.00 1000.000000 0.000000 0.000000 0.000000 M4 10,570,000.00 1000.000000 0.000000 0.000000 0.000000 M5 10,570,000.00 1000.000000 0.000000 0.000000 0.000000 M6 9,651,000.00 1000.000000 0.000000 0.000000 0.000000 M7 7,812,000.00 1000.000000 0.000000 0.000000 0.000000 M8 6,434,000.00 1000.000000 0.000000 0.000000 0.000000 M9 9,191,000.00 1000.000000 0.000000 0.000000 0.000000 M10 5,514,000.00 1000.000000 0.000000 0.000000 0.000000 CE 4,600,545.00 998.955174 0.000000 0.000000 0.000000 R 0.00 0.000000 0.000000 0.000000 0.000000 RX 0.00 0.000000 0.000000 0.000000 0.000000 P 100.00 1000.000000 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 A1A 0.000000 28.348659 923.725246 0.923725 28.348659 A2A 0.000000 59.486875 839.679734 0.839680 59.486875 A2B 0.000000 0.000000 1,000.000000 1.000000 0.000000 A2C 0.000000 0.000000 1,000.000000 1.000000 0.000000 A2D 0.000000 0.000000 1,000.000000 1.000000 0.000000 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 M7 0.000000 0.000000 1,000.000000 1.000000 0.000000 M8 0.000000 0.000000 1,000.000000 1.000000 0.000000 M9 0.000000 0.000000 1,000.000000 1.000000 0.000000 M10 0.000000 0.000000 1,000.000000 1.000000 0.000000 CE 0.000000 0.000000 998.955174 0.998955 0.000000 R 0.000000 0.000000 0.000000 0.000000 0.000000 RX 0.000000 0.000000 0.000000 0.000000 0.000000 P 0.000000 0.000000 1,000.000000 1.000000 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 A1A 11/25/05 - 12/26/05 32 4.44375% 290,327,320.80 1,146,792.92 0.00 A2A 11/25/05 - 12/26/05 32 4.29375% 233,778,822.49 892,255.84 0.00 A2B 11/25/05 - 12/26/05 32 4.35375% 42,255,000.00 163,526.85 0.00 A2C 11/25/05 - 12/26/05 32 4.43375% 134,845,000.00 531,439.13 0.00 A2D 11/25/05 - 12/26/05 32 4.56375% 53,485,000.00 216,970.82 0.00 M1 11/25/05 - 12/26/05 32 4.60375% 23,897,000.00 97,791.83 0.00 M2 11/25/05 - 12/26/05 32 4.62375% 21,140,000.00 86,885.40 0.00 M3 11/25/05 - 12/26/05 32 4.65375% 14,246,000.00 58,930.95 0.00 M4 11/25/05 - 12/26/05 32 4.78375% 10,570,000.00 44,945.99 0.00 M5 11/25/05 - 12/26/05 32 4.81375% 10,570,000.00 45,227.86 0.00 M6 11/25/05 - 12/26/05 32 4.85375% 9,651,000.00 41,638.70 0.00 M7 11/25/05 - 12/26/05 32 5.34375% 7,812,000.00 37,107.00 0.00 M8 11/25/05 - 12/26/05 32 5.43375% 6,434,000.00 31,076.22 0.00 M9 11/25/05 - 12/26/05 32 5.88375% 9,191,000.00 48,068.93 0.00 M10 11/25/05 - 12/26/05 32 5.90986% 5,514,000.00 28,966.19 0.00 CE N/A N/A 0.00000% 4,595,738.23 0.00 0.00 R N/A N/A 0.00000% 0.00 0.00 0.00 RX N/A N/A 0.00000% 0.00 0.00 0.00 P N/A N/A 0.00000% 100.00 0.00 0.00 Totals 3,471,624.63 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 A1A 0.00 0.00 1,146,792.92 0.00 281,682,624.02 A2A 0.00 0.00 892,255.84 0.00 218,312,532.50 A2B 0.00 0.00 163,526.85 0.00 42,255,000.00 A2C 0.00 0.00 531,439.13 0.00 134,845,000.00 A2D 0.00 0.00 216,970.82 0.00 53,485,000.00 M1 0.00 0.00 97,791.83 0.00 23,897,000.00 M2 0.00 0.00 86,885.40 0.00 21,140,000.00 M3 0.00 0.00 58,930.95 0.00 14,246,000.00 M4 0.00 0.00 44,945.99 0.00 10,570,000.00 M5 0.00 0.00 45,227.86 0.00 10,570,000.00 M6 0.00 0.00 41,638.70 0.00 9,651,000.00 M7 0.00 0.00 37,107.00 0.00 7,812,000.00 M8 0.00 0.00 31,076.22 0.00 6,434,000.00 M9 0.00 0.00 48,068.93 0.00 9,191,000.00 M10 0.00 0.00 28,966.19 0.00 5,514,000.00 CE 0.00 0.00 1,142,331.69 0.00 4,595,738.23 R 0.00 0.00 0.00 0.00 0.00 RX 0.00 0.00 0.00 0.00 0.00 P 0.00 0.00 257,567.62 0.00 100.00 Totals 0.00 0.00 4,871,523.94 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 A1A 11/25/05 - 12/26/05 304,942,000.00 4.44375% 952.073905 3.760692 0.000000 A2A 11/25/05 - 12/26/05 259,995,000.00 4.29375% 899.166609 3.431819 0.000000 A2B 11/25/05 - 12/26/05 42,255,000.00 4.35375% 1000.000000 3.870000 0.000000 A2C 11/25/05 - 12/26/05 134,845,000.00 4.43375% 1000.000000 3.941111 0.000000 A2D 11/25/05 - 12/26/05 53,485,000.00 4.56375% 1000.000000 4.056667 0.000000 M1 11/25/05 - 12/26/05 23,897,000.00 4.60375% 1000.000000 4.092222 0.000000 M2 11/25/05 - 12/26/05 21,140,000.00 4.62375% 1000.000000 4.110000 0.000000 M3 11/25/05 - 12/26/05 14,246,000.00 4.65375% 1000.000000 4.136666 0.000000 M4 11/25/05 - 12/26/05 10,570,000.00 4.78375% 1000.000000 4.252222 0.000000 M5 11/25/05 - 12/26/05 10,570,000.00 4.81375% 1000.000000 4.278889 0.000000 M6 11/25/05 - 12/26/05 9,651,000.00 4.85375% 1000.000000 4.314444 0.000000 M7 11/25/05 - 12/26/05 7,812,000.00 5.34375% 1000.000000 4.750000 0.000000 M8 11/25/05 - 12/26/05 6,434,000.00 5.43375% 1000.000000 4.830000 0.000000 M9 11/25/05 - 12/26/05 9,191,000.00 5.88375% 1000.000000 5.230000 0.000000 M10 11/25/05 - 12/26/05 5,514,000.00 5.90986% 1000.000000 5.253208 0.000000 CE N/A 4,600,545.00 0.00000% 998.955174 0.000000 0.000000 R N/A 0.00 0.00000% 0.000000 0.000000 0.000000 RX N/A 0.00 0.00000% 0.000000 0.000000 0.000000 P N/A 100.00 0.00000% 1000.000000 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 A1A 0.000000 0.000000 3.760692 0.000000 923.725246 A2A 0.000000 0.000000 3.431819 0.000000 839.679734 A2B 0.000000 0.000000 3.870000 0.000000 1000.000000 A2C 0.000000 0.000000 3.941111 0.000000 1000.000000 A2D 0.000000 0.000000 4.056667 0.000000 1000.000000 M1 0.000000 0.000000 4.092222 0.000000 1000.000000 M2 0.000000 0.000000 4.110000 0.000000 1000.000000 M3 0.000000 0.000000 4.136666 0.000000 1000.000000 M4 0.000000 0.000000 4.252222 0.000000 1000.000000 M5 0.000000 0.000000 4.278889 0.000000 1000.000000 M6 0.000000 0.000000 4.314444 0.000000 1000.000000 M7 0.000000 0.000000 4.750000 0.000000 1000.000000 M8 0.000000 0.000000 4.830000 0.000000 1000.000000 M9 0.000000 0.000000 5.230000 0.000000 1000.000000 M10 0.000000 0.000000 5.253208 0.000000 1000.000000 CE 0.000000 0.000000 248.303558 0.000000 998.955174 R 0.000000 0.000000 0.000000 0.000000 0.000000 RX 0.000000 0.000000 0.000000 0.000000 0.000000 P 0.000000 0.000000 2575676.200000 0.000000 1000.000000 (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 28,746,071.57 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0.00 Servicer Advances 450,949.03 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 257,567.62 Swap/Cap Payments 0.00 Total Deposits 29,454,588.22 Withdrawals Swap Payments 0.00 Reserve Funds and Credit Enhancements 0.00 Reimbursement for Servicer Advances 106,114.18 Total Administration Fees 365,963.33 Payment of Interest and Principal 28,982,510.71 Total Withdrawals (Pool Distribution Amount) 29,454,588.22 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* 365,963.33 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees 365,963.33 *Servicer Payees include: WELLS FARGO BANK, N.A.
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 6.804160% Weighted Average Net Coupon 6.304160% Weighted Average Pass-Through Rate 6.304160% Weighted Average Remaining Term 344 Beginning Scheduled Collateral Loan Count 5,875 Number Of Loans Paid In Full 127 Ending Scheduled Collateral Loan Count 5,748 Beginning Scheduled Collateral Balance 878,311,981.51 Ending Scheduled Collateral Balance 854,200,994.74 Ending Actual Collateral Balance at 30-Nov-2005 855,039,217.29 Monthly P&I Constant 5,823,454.10 Special Servicing Fee 0.00 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount 257,567.62 Prepayment Penalty Paid Count Not Available Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Scheduled Principal 843,308.13 Unscheduled Principal 23,267,678.64
Other Income (226.54) Net Wac Rate Carryover Amount Class M10 1,391.44
Group Level Collateral Statement Group Group 1 Group 2 Group 3 Collateral Description Mixed Fixed Mixed ARM Mixed Fixed Weighted Average Coupon Rate 6.759297 6.793892 6.941859 Weighted Average Net Rate 6.259297 6.293892 6.441859 Weighted Average Remaining Term 314 353 324 Beginning Loan Count 561 1,891 1,381 Loans Paid In Full 11 35 22 Ending Loan Count 550 1,856 1,359 Beginning Scheduled Balance 68,932,058.59 268,782,784.69 184,990,996.27 Ending Scheduled Balance 66,866,154.33 262,203,992.17 182,053,851.33 Record Date 11/30/2005 11/30/2005 11/30/2005 Principal And Interest Constant 463,033.18 1,764,624.37 1,269,858.60 Scheduled Principal 74,756.31 242,890.07 199,707.37 Unscheduled Principal 1,991,147.95 6,335,902.45 2,737,437.57 Scheduled Interest 388,276.87 1,521,734.30 1,070,151.23 Servicing Fee 28,721.69 111,992.83 77,079.58 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 359,555.18 1,409,741.47 993,071.65 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 257567.62 0.00 0.00 Prepayment Penalty Paid Count Not Available 0 0 Special Servicing Fee 0.00 0.00 0.00 Pass-Through Rate 6.259297 6.293892 6.441859
Group Level Collateral Statement Group Group 4 Total Collateral Description Mixed ARM Mixed Fixed & Arm Weighted Average Coupon Rate 6.748984 6.804160 Weighted Average Net Rate 6.248984 6.304160 Weighted Average Remaining Term 353 344 Beginning Loan Count 2,042 5,875 Loans Paid In Full 59 127 Ending Loan Count 1,983 5,748 Beginning Scheduled Balance 355,606,141.96 878,311,981.51 Ending scheduled Balance 343,076,996.91 854,200,994.74 Record Date 11/30/2005 11/30/2005 Principal And Interest Constant 2,325,937.95 5,823,454.10 Scheduled Principal 325,954.38 843,308.13 Unscheduled Principal 12,203,190.67 23,267,678.64 Scheduled Interest 1,999,983.57 4,980,145.97 Servicing Fee 148,169.23 365,963.33 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 1,851,814.34 4,614,182.64 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 0.00 257567.62 Prepayment Penalty Paid Count 0 Not Available Special Servicing Fee 0.00 0.00 Pass-Through Rate 6.248984 6.304160
Additional Reporting - Deal Level Miscellaneous Reporting Excess Cash 1,142,331.69 Extra Principal Distribution Amount 0.00 Overcollaterization Amount 4,595,738.23 Overcollaterization Deficiency Amount 0.00 Overcollaterization Release Amount 0.00 Target Overcollateralization Amount 4,595,738.23 Stepdown NO Trigger Event NO Credit Enhancement 0.140748%
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 90 0 0 0 90 11,160,019.23 0.00 0.00 0.00 11,160,019.23 60 Days 65 0 0 0 65 7,365,860.01 0.00 0.00 0.00 7,365,860.01 90 Days 14 0 3 0 17 2,044,351.68 0.00 296,268.41 0.00 2,340,620.09 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 1 0 0 0 1 13,927.26 0.00 0.00 0.00 13,927.26 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 170 0 3 0 173 20,584,158.18 0.00 296,268.41 0.00 20,880,426.59 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 1.565762% 0.000000% 0.000000% 0.000000% 1.565762% 1.305206% 0.000000% 0.000000% 0.000000% 1.305206% 60 Days 1.130828% 0.000000% 0.000000% 0.000000% 1.130828% 0.861465% 0.000000% 0.000000% 0.000000% 0.861465% 90 Days 0.243563% 0.000000% 0.052192% 0.000000% 0.295755% 0.239094% 0.000000% 0.034650% 0.000000% 0.273744% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.017397% 0.000000% 0.000000% 0.000000% 0.017397% 0.001629% 0.000000% 0.000000% 0.000000% 0.001629% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 2.957550% 0.000000% 0.052192% 0.000000% 3.009743% 2.407393% 0.000000% 0.034650% 0.000000% 2.442043%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 450,949.03
Delinquency Status By Group DELINQUENT BANKRUPTCY FORECLOSURE REO TOTAL Group 1 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 12 0 0 0 12 1,410,523.80 0.00 0.00 0.00 1,410,523.80 60 Days 6 0 0 0 6 537,384.91 0.00 0.00 0.00 537,384.91 90 Days 1 0 0 0 1 183,617.61 0.00 0.00 0.00 183,617.61 120 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 19 0 0 0 19 2,131,526.32 0.00 0.00 0.00 2,131,526.32 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 2.181818% 0.000000% 0.000000% 0.000000% 2.181818% 2.107325% 0.000000% 0.000000% 0.000000% 2.107325% 60 Days 1.090909% 0.000000% 0.000000% 0.000000% 1.090909% 0.802854% 0.000000% 0.000000% 0.000000% 0.802854% 90 Days 0.181818% 0.000000% 0.000000% 0.000000% 0.181818% 0.274325% 0.000000% 0.000000% 0.000000% 0.274325% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 3.454545% 0.000000% 0.000000% 0.000000% 3.454545% 3.184504% 0.000000% 0.000000% 0.000000% 3.184504% DELINQUENT BANKRUPTCY FORECLOSURE REO TOTAL Group 2 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 31 0 0 0 31 4,053,261.11 0.00 0.00 0.00 4,053,261.11 60 Days 27 0 0 0 27 3,472,838.24 0.00 0.00 0.00 3,472,838.24 90 Days 2 0 0 0 2 175,571.16 0.00 0.00 0.00 175,571.16 120 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 60 0 0 0 60 7,701,670.51 0.00 0.00 0.00 7,701,670.51 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.670259% 0.000000% 0.000000% 0.000000% 1.670259% 1.544385% 0.000000% 0.000000% 0.000000% 1.544385% 60 Days 1.454741% 0.000000% 0.000000% 0.000000% 1.454741% 1.323231% 0.000000% 0.000000% 0.000000% 1.323231% 90 Days 0.107759% 0.000000% 0.000000% 0.000000% 0.107759% 0.066897% 0.000000% 0.000000% 0.000000% 0.066897% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 3.232759% 0.000000% 0.000000% 0.000000% 3.232759% 2.934512% 0.000000% 0.000000% 0.000000% 2.934512% DELINQUENT BANKRUPTCY FORECLOSURE REO TOTAL Group 3 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 22 0 0 0 22 2,106,018.04 0.00 0.00 0.00 2,106,018.04 60 Days 15 0 0 0 15 1,213,806.07 0.00 0.00 0.00 1,213,806.07 90 Days 2 0 0 0 2 174,670.52 0.00 0.00 0.00 174,670.52 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 1 0 0 0 1 13,927.26 0.00 0.00 0.00 13,927.26 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 40 0 0 0 40 3,508,421.89 0.00 0.00 0.00 3,508,421.89 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.618837% 0.000000% 0.000000% 0.000000% 1.618837% 1.155582% 0.000000% 0.000000% 0.000000% 1.155582% 60 Days 1.103753% 0.000000% 0.000000% 0.000000% 1.103753% 0.666021% 0.000000% 0.000000% 0.000000% 0.666021% 90 Days 0.147167% 0.000000% 0.000000% 0.000000% 0.147167% 0.095843% 0.000000% 0.000000% 0.000000% 0.095843% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.073584% 0.000000% 0.000000% 0.000000% 0.073584% 0.007642% 0.000000% 0.000000% 0.000000% 0.007642% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 2.943341% 0.000000% 0.000000% 0.000000% 2.943341% 1.925088% 0.000000% 0.000000% 0.000000% 1.925088% DELINQUENT BANKRUPTCY FORECLOSURE REO TOTAL Group 4 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 25 0 0 0 25 3,590,216.28 0.00 0.00 0.00 3,590,216.28 60 Days 17 0 0 0 17 2,141,830.79 0.00 0.00 0.00 2,141,830.79 90 Days 9 0 3 0 12 1,510,492.39 0.00 296,268.41 0.00 1,806,760.80 120 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 51 0 3 0 54 7,242,539.46 0.00 296,268.41 0.00 7,538,807.87 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.260716% 0.000000% 0.000000% 0.000000% 1.260716% 1.045473% 0.000000% 0.000000% 0.000000% 1.045473% 60 Days 0.857287% 0.000000% 0.000000% 0.000000% 0.857287% 0.623702% 0.000000% 0.000000% 0.000000% 0.623702% 90 Days 0.453858% 0.000000% 0.151286% 0.000000% 0.605144% 0.439856% 0.000000% 0.086273% 0.000000% 0.526130% 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 2.571861% 0.000000% 0.151286% 0.000000% 2.723147% 2.109031% 0.000000% 0.086273% 0.000000% 2.195304%
SUBORDINATION LEVEL/CREDIT ENHANCEMENT/CLASS PERCENTAGE AND PREPAYMENT PERCENTAGE Current Original $ Original % Current $ Current % Class% Prepayment% Class M-1 99,728,645.00 10.85012245% 99,723,838.23 11.67451675% 2.797585% 0.000000% Class M-2 78,588,645.00 8.55016552% 78,583,838.23 9.19968938% 2.474827% 0.000000% Class M-3 64,342,645.00 7.00025130% 64,337,838.23 7.53193202% 1.667757% 0.000000% Class M-4 53,772,645.00 5.85027284% 53,767,838.23 6.29451833% 1.237414% 0.000000% Class CE 100.00 0.00001088% 100.00 0.00001171% 0.538016% 0.000000% Class R-I 100.00 0.00001088% 100.00 0.00001171% 0.000000% 0.000000% Class R-VI 100.00 0.00001088% 100.00 0.00001171% 0.000000% 0.000000% Class P 0.00 0.00000000% 0.00 0.00000000% 0.000012% 0.000000% Please Refer to the Prospectus Supplement for a Full Description of Loss Exposure.
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. Group 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. Group 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. Group 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. Group 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 1 Jan-05 0.000% Original Principal Balance 52,000.00 Feb-05 0.000% Current Principal Balance 51,740.73 Mar-05 0.000% Apr-05 0.000% Current Foreclosure Total May-05 0.000% Loans in Foreclosure 3 Jun-05 0.000% Original Principal Balance 296,700.00 Jul-05 0.000% Current Principal Balance 296,268.41 Aug-05 0.000% Sep-05 0.000% Oct-05 0.000% Nov-05 0.028% Dec-05 0.035% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 1 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 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. Group 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. Group 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. Group 4 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 1 Jan-05 0.000% Original Principal Balance 52,000.00 Feb-05 0.000% Current Principal Balance 51,740.73 Mar-05 0.000% Apr-05 0.000% Current Foreclosure Total May-05 0.000% Loans in Foreclosure 3 Jun-05 0.000% Original Principal Balance 296,700.00 Jul-05 0.000% Current Principal Balance 296,268.41 Aug-05 0.000% Sep-05 0.000% Oct-05 0.000% Nov-05 0.069% Dec-05 0.086% *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 4 0143012474 Dec-2005 01-Jun-2005 WI 62.65 52,000.00 Group 4 0144304904 Nov-2005 01-Jul-2005 SC 80.00 51,200.00 Group 4 0144360955 Nov-2005 01-Jul-2005 WI 90.00 193,500.00
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 4 0143012474 51,740.73 01-Jul-2005 3 8.875% 1,081.35 Group 4 0144304904 51,171.29 01-Jul-2005 3 8.875% 1,069.57 Group 4 0144360955 193,356.39 01-Jul-2005 3 7.500% 3,376.11
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. Group 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. Group 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. Group 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. Group 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 Group 1 0 0.00 0.00 0.000% Group 2 0 0.00 0.00 0.000% Group 3 0 0.00 0.00 0.000% Group 4 0 0.00 0.00 0.000% 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 N/A N/A Sep-2005 N/A 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 N/A N/A Sep-2005 N/A 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. Group 1 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 N/A N/A Sep-2005 N/A 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 N/A N/A Sep-2005 N/A 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. Group 2 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 N/A N/A Sep-2005 N/A 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 N/A N/A Sep-2005 N/A 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. Group 3 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 N/A N/A Sep-2005 N/A 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 N/A N/A Sep-2005 N/A 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. Group 4 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 N/A N/A Sep-2005 N/A 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 N/A N/A Sep-2005 N/A 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 Group 1 11 1,997,950.00 1,986,063.73 0 0.00 0.00 Group 2 35 6,374,800.00 6,333,034.08 0 0.00 0.00 Group 3 22 2,745,567.00 2,723,816.04 0 0.00 0.00 Group 4 59 12,202,850.00 12,120,428.60 0 0.00 0.00 Total 127 23,321,167.00 23,163,342.45 0 0.00 0.00
Prepayment Detail - Prepayments during Current Period (continued) Summary Substitution Loans Liquidated Loans Curtailments Original Current Original Current Principal Principal Principal Principal Curtailment Group Count Balance Balance Count Balance Balance Amount Group 1 0 0.00 0.00 0 0.00 0.00 6,851.42 Group 2 0 0.00 0.00 0 0.00 0.00 8,616.03 Group 3 0 0.00 0.00 0 0.00 0.00 16,454.42 Group 4 0 0.00 0.00 0 0.00 0.00 93,718.16 Total 0 0.00 0.00 0 0.00 0.00 125,640.03
Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount Group 1 0140182635 IL 65.00 03-Sep-2004 113,750.00 112,211.04 Group 1 0143210458 MD 34.33 01-May-2005 211,500.00 209,523.72 Group 1 0143460715 AZ 20.00 01-May-2005 32,200.00 32,058.14 Group 1 0143474765 CA 88.08 01-Jun-2005 229,000.00 227,527.08 Group 1 0143514099 CA 77.38 01-Jun-2005 236,000.00 234,587.98 Group 1 0143643591 CA 49.10 01-May-2005 164,500.00 163,036.17 Group 1 0143683464 CA 20.00 01-May-2005 66,000.00 65,800.28 Group 1 0143772218 MD 80.00 01-Jun-2005 256,000.00 254,430.85 Group 1 0143842847 CA 87.50 01-Jun-2005 210,000.00 208,549.13 Group 1 0143866309 MD 80.00 01-Jun-2005 348,000.00 346,275.27 Group 1 0144285756 MD 46.29 01-Jul-2005 131,000.00 130,296.87 Group 2 0141386136 RI 70.00 01-Jan-2005 199,500.00 196,810.50 Group 2 0141604363 NY 80.00 01-Jan-2005 168,000.00 166,290.04 Group 2 0141648998 WI 100.00 01-Feb-2005 71,500.00 71,040.02 Group 2 0141698738 IL 80.00 01-Feb-2005 304,000.00 300,966.82 Group 2 0142096635 WI 80.00 01-Jan-2005 91,200.00 90,078.01 Group 2 0142339308 OR 94.00 01-Feb-2005 183,300.00 181,569.86 Group 2 0142465517 AZ 80.00 01-Feb-2005 111,200.00 109,780.76 Group 2 0142760875 IA 90.00 01-Apr-2005 123,300.00 122,444.16 Group 2 0142805357 CA 76.47 01-Apr-2005 205,700.00 203,774.85 Group 2 0143195949 DC 50.70 01-Jun-2005 327,000.00 324,793.83 Group 2 0143220903 NY 69.57 01-Jun-2005 240,000.00 238,780.98 Group 2 0143411304 MA 75.00 01-May-2005 273,750.00 272,129.20 Group 2 0143438786 NY 75.00 01-Apr-2005 337,500.00 335,072.42 Group 2 0143458495 NJ 65.00 01-Apr-2005 139,750.00 138,379.89 Group 2 0143490753 NJ 80.00 01-May-2005 320,000.00 317,018.23 Group 2 0143506988 FL 82.72 01-May-2005 235,750.00 234,046.91 Group 2 0143519163 WI 100.00 01-Jun-2005 121,900.00 121,285.94 Group 2 0143553436 AZ 90.00 01-May-2005 207,000.00 205,425.64 Group 2 0143571362 CA 73.74 01-May-2005 264,000.00 262,233.04 Group 2 0143603082 GA 79.70 01-May-2005 108,000.00 107,463.41 Group 2 0143619229 IL 85.00 01-May-2005 97,750.00 97,290.20 Group 2 0143648525 WI 85.00 01-Jun-2005 95,200.00 94,779.15 Group 2 0143670412 KS 87.59 01-May-2005 127,000.00 126,243.81 Group 2 0143749406 MD 74.07 01-Jun-2005 200,000.00 198,744.18 Group 2 0143762557 IN 100.00 01-Jun-2005 91,500.00 91,037.98 Group 2 0143776698 FL 79.59 01-Jun-2005 234,000.00 232,341.38 Group 2 0143781599 MD 73.82 01-Jun-2005 141,000.00 139,978.80 Group 2 0143797579 WI 80.00 01-Jun-2005 124,000.00 123,489.54 Group 2 0143806644 MO 80.00 01-Jun-2005 312,800.00 310,287.11 Group 2 0143926541 PA 90.00 01-Jul-2005 351,000.00 349,205.11 Group 2 0144002896 KY 69.65 01-Jun-2005 59,200.00 58,825.25 Group 2 0144009024 NY 72.41 01-Jun-2005 210,000.00 208,582.71 Group 2 0144080371 MI 100.00 01-Jun-2005 99,000.00 98,513.58 Group 2 0144130978 PA 25.64 01-Jun-2005 100,000.00 99,132.93 Group 2 0144435955 NC 59.35 01-Jul-2005 100,000.00 99,450.18 Group 3 0140428327 NV 80.00 01-Oct-2004 256,000.00 252,185.14 Group 3 0142244862 FL 19.98 01-May-2005 34,270.00 34,195.18 Group 3 0142336072 AL 16.00 14-Jan-2005 40,000.00 36,805.82 Group 3 0142569391 TN 74.75 01-Mar-2005 74,000.00 73,467.62 Group 3 0142875566 MD 20.00 01-Apr-2005 34,600.00 34,475.74 Group 3 0142927037 NJ 60.48 01-Jun-2005 127,000.00 123,960.52 Group 3 0143128973 CA 20.00 01-May-2005 64,200.00 64,059.82 Group 3 0143299832 MD 20.00 01-May-2005 84,759.00 84,528.69 Group 3 0143380566 NJ 65.00 01-Jun-2005 221,000.00 219,477.13 Group 3 0143394039 AZ 15.15 01-May-2005 150,000.00 149,315.40 Group 3 0143490795 SC 81.62 01-May-2005 302,000.00 299,368.78 Group 3 0143499796 CA 15.00 01-May-2005 56,850.00 56,673.25 Group 3 0143531176 IL 20.00 01-May-2005 28,000.00 27,932.96 Group 3 0143542181 WI 15.00 01-May-2005 28,500.00 28,439.48 Group 3 0143744894 SC 95.00 01-Jun-2005 513,000.00 511,143.46 Group 3 0143745354 CA 20.00 01-Jun-2005 71,000.00 70,762.41 Group 3 0143770287 AZ 20.00 01-May-2005 75,888.00 75,697.91 Group 3 0143801447 MD 70.00 01-Jun-2005 52,500.00 52,194.49 Group 3 0143924371 NJ 85.00 01-Jun-2005 153,000.00 151,913.22 Group 3 0143950897 NJ 78.11 01-May-2005 207,000.00 205,319.13 Group 3 0144233798 IN 36.36 04-Jun-2005 40,000.00 39,711.81 Group 3 0144334687 MD 62.86 01-Jul-2005 132,000.00 129,355.19 Group 4 0139711774 WI 90.00 01-Oct-2004 189,900.00 187,281.87 Group 4 0140863275 IL 87.27 01-Dec-2004 192,000.00 189,651.36 Group 4 0141445551 CA 75.00 01-Dec-2004 375,000.00 370,110.09 Group 4 0141712398 MI 90.00 01-Feb-2005 100,800.00 99,991.70 Group 4 0141734954 VA 54.21 01-Feb-2005 422,800.00 417,998.99 Group 4 0141754853 NY 85.00 01-Jan-2005 361,250.00 356,668.68 Group 4 0141921924 MI 66.29 22-Jan-2005 59,000.00 58,629.22 Group 4 0142048834 WI 75.00 01-Feb-2005 96,000.00 95,184.90 Group 4 0142121623 NJ 81.25 01-Feb-2005 260,000.00 257,011.63 Group 4 0142251578 AZ 79.98 01-Jun-2005 218,000.00 216,493.87 Group 4 0142394881 IL 92.53 01-Jan-2005 161,000.00 159,361.36 Group 4 0142425552 WI 80.00 01-Feb-2005 104,000.00 102,910.47 Group 4 0142762434 NJ 72.75 01-Apr-2005 371,000.00 367,840.86 Group 4 0142932839 CA 81.82 01-May-2005 360,000.00 356,724.54 Group 4 0143261832 DC 66.88 01-Jun-2005 257,500.00 255,499.72 Group 4 0143265635 IL 77.00 01-May-2005 154,000.00 152,739.28 Group 4 0143299436 CA 85.00 01-May-2005 459,000.00 456,208.99 Group 4 0143469708 AZ 90.00 01-May-2005 142,200.00 141,380.16 Group 4 0143477149 MD 90.00 01-May-2005 238,500.00 236,449.27 Group 4 0143491959 MD 89.81 01-Jun-2005 185,000.00 183,909.13 Group 4 0143493708 VA 79.43 01-Jun-2005 195,000.00 193,941.98 Group 4 0143501112 WY 90.00 01-May-2005 83,700.00 83,075.25 Group 4 0143509412 NV 90.00 01-Jun-2005 351,000.00 349,242.42 Group 4 0143522779 CA 90.00 01-May-2005 144,900.00 143,723.39 Group 4 0143535987 CA 49.66 01-Jun-2005 144,000.00 142,907.07 Group 4 0143590941 WI 80.00 01-Jun-2005 160,000.00 159,083.52 Group 4 0143623494 VA 90.00 01-Jun-2005 89,100.00 88,566.88 Group 4 0143634749 CA 90.00 01-May-2005 418,500.00 415,325.69 Group 4 0143640522 WI 70.00 01-Jun-2005 56,700.00 56,500.03 Group 4 0143670552 DC 31.25 01-Jul-2005 95,000.00 94,483.45 Group 4 0143677037 ME 73.75 01-Jun-2005 177,000.00 175,735.99 Group 4 0143717346 MD 90.00 01-May-2005 468,000.00 464,171.08 Group 4 0143717536 MI 100.00 01-Jun-2005 289,900.00 287,935.89 Group 4 0143729697 ME 77.45 01-Jun-2005 79,000.00 78,467.01 Group 4 0143744704 IL 95.00 01-May-2005 220,400.00 219,152.13 Group 4 0143760916 IL 66.50 01-Jun-2005 199,500.00 197,839.24 Group 4 0143830859 MD 86.93 01-Jun-2005 382,500.00 379,980.17 Group 4 0143834703 AZ 79.96 01-Jun-2005 363,000.00 360,843.46 Group 4 0143844728 WI 90.00 01-Jun-2005 108,000.00 107,477.23 Group 4 0143911774 IL 90.00 01-Jun-2005 225,000.00 223,953.84 Group 4 0143923712 NY 41.98 01-May-2005 144,000.00 143,059.44 Group 4 0143925121 AL 80.00 01-Jun-2005 80,000.00 79,662.11 Group 4 0143939999 MD 90.00 01-May-2005 320,400.00 317,741.46 Group 4 0143984375 SC 80.00 01-Jun-2005 72,000.00 71,110.57 Group 4 0144013349 IL 90.00 01-Jun-2005 135,000.00 134,336.67 Group 4 0144040078 MD 62.50 01-Jun-2005 175,000.00 174,182.15 Group 4 0144094042 PA 66.69 01-Jun-2005 160,000.00 159,088.24 Group 4 0144111606 MD 87.44 01-Jun-2005 188,000.00 186,847.61 Group 4 0144132438 NJ 74.22 01-Jul-2005 334,000.00 331,711.56 Group 4 0144175221 VA 35.38 01-Jun-2005 141,500.00 140,450.84 Group 4 0144190428 FL 79.65 01-May-2005 90,000.00 89,589.96 Group 4 0144204021 AL 89.26 01-May-2005 108,000.00 107,382.40 Group 4 0144204765 PA 90.00 01-Jun-2005 180,000.00 178,974.24 Group 4 0144211125 IL 95.00 01-May-2005 76,000.00 75,602.86 Group 4 0144215589 WI 90.00 01-Jul-2005 357,300.00 355,723.50 Group 4 0144264934 VA 91.70 01-Jun-2005 110,000.00 109,239.98 Group 4 0144284833 IL 100.00 01-Jun-2005 194,500.00 193,336.31 Group 4 0144312683 CA 89.53 01-Jul-2005 325,000.00 323,297.23 Group 4 0144334711 FL 52.38 01-Jun-2005 55,000.00 53,683.57
Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning Group 1 0140182635 Loan Paid in Full 0 7.990% 360 15 Group 1 0143210458 Loan Paid in Full 0 5.700% 180 7 Group 1 0143460715 Loan Paid in Full 0 10.500% 360 7 Group 1 0143474765 Loan Paid in Full 0 6.500% 360 6 Group 1 0143514099 Loan Paid in Full 0 6.875% 360 6 Group 1 0143643591 Loan Paid in Full 0 5.500% 360 7 Group 1 0143683464 Loan Paid in Full 0 10.875% 360 7 Group 1 0143772218 Loan Paid in Full 0 6.750% 360 6 Group 1 0143842847 Loan Paid in Full 0 6.125% 360 6 Group 1 0143866309 Loan Paid in Full 0 7.900% 180 6 Group 1 0144285756 Loan Paid in Full 0 6.625% 360 5 Group 2 0141386136 Loan Paid in Full 0 5.500% 360 11 Group 2 0141604363 Loan Paid in Full 0 6.990% 360 11 Group 2 0141648998 Loan Paid in Full 0 8.850% 360 10 Group 2 0141698738 Loan Paid in Full 0 6.625% 360 10 Group 2 0142096635 Loan Paid in Full 0 5.990% 360 11 Group 2 0142339308 Loan Paid in Full 0 7.050% 360 10 Group 2 0142465517 Loan Paid in Full (1) 6.125% 360 10 Group 2 0142760875 Loan Paid in Full 0 8.150% 360 8 Group 2 0142805357 Loan Paid in Full 0 6.290% 360 8 Group 2 0143195949 Loan Paid in Full 0 6.250% 360 6 Group 2 0143220903 Loan Paid in Full 0 7.750% 360 6 Group 2 0143411304 Loan Paid in Full 0 7.625% 360 7 Group 2 0143438786 Loan Paid in Full 0 7.250% 360 8 Group 2 0143458495 Loan Paid in Full 0 5.625% 360 8 Group 2 0143490753 Loan Paid in Full 0 5.250% 360 7 Group 2 0143506988 Loan Paid in Full 0 6.625% 360 7 Group 2 0143519163 Loan Paid in Full 0 7.750% 360 6 Group 2 0143553436 Loan Paid in Full 0 6.750% 360 7 Group 2 0143571362 Loan Paid in Full 0 7.000% 360 7 Group 2 0143603082 Loan Paid in Full 0 8.500% 360 7 Group 2 0143619229 Loan Paid in Full 1 8.950% 360 7 Group 2 0143648525 Loan Paid in Full 0 8.400% 360 6 Group 2 0143670412 Loan Paid in Full 0 7.925% 360 7 Group 2 0143749406 Loan Paid in Full 0 6.625% 360 6 Group 2 0143762557 Loan Paid in Full 0 7.750% 360 6 Group 2 0143776698 Loan Paid in Full 0 6.250% 360 6 Group 2 0143781599 Loan Paid in Full 0 5.875% 360 6 Group 2 0143797579 Loan Paid in Full 0 8.750% 360 6 Group 2 0143806644 Loan Paid in Full 0 5.375% 360 6 Group 2 0143926541 Loan Paid in Full 0 6.875% 360 5 Group 2 0144002896 Loan Paid in Full 1 6.625% 360 6 Group 2 0144009024 Loan Paid in Full 0 6.250% 360 6 Group 2 0144080371 Loan Paid in Full 0 7.875% 360 6 Group 2 0144130978 Loan Paid in Full (1) 6.750% 360 6 Group 2 0144435955 Loan Paid in Full (1) 6.500% 360 5 Group 3 0140428327 Loan Paid in Full 0 6.200% 360 14 Group 3 0142244862 Loan Paid in Full 0 12.375% 360 7 Group 3 0142336072 Loan Paid in Full 0 7.990% 120 11 Group 3 0142569391 Loan Paid in Full 0 7.800% 360 9 Group 3 0142875566 Loan Paid in Full 0 11.375% 360 8 Group 3 0142927037 Loan Paid in Full 0 6.250% 180 6 Group 3 0143128973 Loan Paid in Full 0 12.375% 360 7 Group 3 0143299832 Loan Paid in Full 0 11.375% 360 7 Group 3 0143380566 Loan Paid in Full 0 6.500% 360 6 Group 3 0143394039 Loan Paid in Full 0 10.750% 360 7 Group 3 0143490795 Loan Paid in Full 0 6.950% 360 7 Group 3 0143499796 Loan Paid in Full 0 10.750% 360 7 Group 3 0143531176 Loan Paid in Full 0 12.000% 360 7 Group 3 0143542181 Loan Paid in Full 0 12.500% 360 7 Group 3 0143744894 Loan Paid in Full 0 9.375% 360 6 Group 3 0143745354 Loan Paid in Full 0 9.750% 360 6 Group 3 0143770287 Loan Paid in Full 0 11.750% 360 7 Group 3 0143801447 Loan Paid in Full 0 7.700% 360 6 Group 3 0143924371 Loan Paid in Full (2) 6.875% 180 6 Group 3 0143950897 Loan Paid in Full 0 5.990% 360 7 Group 3 0144233798 Loan Paid in Full 0 8.000% 360 6 Group 3 0144334687 Loan Paid in Full 0 6.500% 180 5 Group 4 0139711774 Loan Paid in Full 0 6.750% 360 14 Group 4 0140863275 Loan Paid in Full 0 6.500% 360 12 Group 4 0141445551 Loan Paid in Full 0 7.750% 360 12 Group 4 0141712398 Loan Paid in Full 0 7.750% 360 10 Group 4 0141734954 Loan Paid in Full 0 5.940% 360 10 Group 4 0141754853 Loan Paid in Full 0 5.880% 360 11 Group 4 0141921924 Loan Paid in Full 1 8.990% 360 10 Group 4 0142048834 Loan Paid in Full 0 7.500% 360 10 Group 4 0142121623 Loan Paid in Full 0 5.875% 360 10 Group 4 0142251578 Loan Paid in Full 0 6.125% 360 6 Group 4 0142394881 Loan Paid in Full 0 6.990% 360 11 Group 4 0142425552 Loan Paid in Full 0 6.450% 360 10 Group 4 0142762434 Loan Paid in Full 0 6.375% 360 8 Group 4 0142932839 Loan Paid in Full (1) 5.950% 360 7 Group 4 0143261832 Loan Paid in Full 0 5.500% 360 6 Group 4 0143265635 Loan Paid in Full 0 5.950% 360 7 Group 4 0143299436 Loan Paid in Full 0 7.490% 360 7 Group 4 0143469708 Loan Paid in Full 0 7.875% 360 7 Group 4 0143477149 Loan Paid in Full 0 6.375% 360 7 Group 4 0143491959 Loan Paid in Full 0 6.950% 360 6 Group 4 0143493708 Loan Paid in Full 0 7.375% 360 6 Group 4 0143501112 Loan Paid in Full 0 6.750% 360 7 Group 4 0143509412 Loan Paid in Full 0 7.780% 360 6 Group 4 0143522779 Loan Paid in Full 0 5.990% 360 7 Group 4 0143535987 Loan Paid in Full 0 5.625% 360 6 Group 4 0143590941 Loan Paid in Full 0 8.950% 360 6 Group 4 0143623494 Loan Paid in Full 1 6.875% 360 6 Group 4 0143634749 Loan Paid in Full 0 6.350% 360 7 Group 4 0143640522 Loan Paid in Full 0 9.500% 360 6 Group 4 0143670552 Loan Paid in Full (1) 7.250% 360 5 Group 4 0143677037 Loan Paid in Full 0 5.950% 360 6 Group 4 0143717346 Loan Paid in Full 0 5.950% 360 7 Group 4 0143717536 Loan Paid in Full 0 7.250% 360 6 Group 4 0143729697 Loan Paid in Full 0 6.250% 360 6 Group 4 0143744704 Loan Paid in Full 0 7.850% 360 7 Group 4 0143760916 Loan Paid in Full 0 5.125% 360 6 Group 4 0143830859 Loan Paid in Full 0 6.375% 360 6 Group 4 0143834703 Loan Paid in Full 0 6.950% 360 6 Group 4 0143844728 Loan Paid in Full 0 7.950% 360 6 Group 4 0143911774 Loan Paid in Full 0 8.150% 360 6 Group 4 0143923712 Loan Paid in Full 0 7.125% 360 7 Group 4 0143925121 Loan Paid in Full 0 8.625% 360 6 Group 4 0143939999 Loan Paid in Full 0 5.875% 360 7 Group 4 0143984375 Loan Paid in Full 1 9.625% 360 6 Group 4 0144013349 Loan Paid in Full 0 7.875% 360 6 Group 4 0144040078 Loan Paid in Full 0 8.125% 360 6 Group 4 0144094042 Loan Paid in Full 0 7.125% 360 6 Group 4 0144111606 Loan Paid in Full 0 6.750% 360 6 Group 4 0144132438 Loan Paid in Full 0 6.375% 360 5 Group 4 0144175221 Loan Paid in Full 0 5.750% 360 6 Group 4 0144190428 Loan Paid in Full 0 8.925% 360 7 Group 4 0144204021 Loan Paid in Full 0 7.800% 360 7 Group 4 0144204765 Loan Paid in Full 1 7.125% 360 6 Group 4 0144211125 Loan Paid in Full 0 8.250% 360 7 Group 4 0144215589 Loan Paid in Full 0 7.625% 360 5 Group 4 0144264934 Loan Paid in Full 0 6.125% 360 6 Group 4 0144284833 Loan Paid in Full 0 6.875% 360 6 Group 4 0144312683 Loan Paid in Full 0 6.750% 360 5 Group 4 0144334711 Loan Paid in Full 0 7.500% 360 6
Prepayment - Voluntary Prepayments
Summary SMM CPR PSA Current Month 2.652% Current Month 27.566% Current Month 2,092.962% 3 Month Average 2.320% 3 Month Average 24.518% 3 Month Average 2,212.445% 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 N/A N/A Sep-2005 N/A N/A Oct-2005 22.949% N/A Oct-2005 2,487.558% N/A Nov-2005 23.039% N/A Nov-2005 2,056.816% N/A Dec-2005 27.566% N/A Dec-2005 2,092.962% 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 SMM CPR PSA Current Month 2.892% Current Month 29.680% Current Month 2,336.253% 3 Month Average 1.888% 3 Month Average 20.101% 3 Month Average 1,872.073% 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 N/A N/A Sep-2005 N/A N/A Oct-2005 19.814% N/A Oct-2005 2,272.035% N/A Nov-2005 10.808% N/A Nov-2005 1,007.931% N/A Dec-2005 29.680% N/A Dec-2005 2,336.253% 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 SMM CPR PSA Current Month 2.359% Current Month 24.913% Current Month 1,878.162% 3 Month Average 2.228% 3 Month Average 23.683% 3 Month Average 2,128.730% 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 N/A N/A Sep-2005 N/A N/A Oct-2005 22.525% N/A Oct-2005 2,417.122% N/A Nov-2005 23.610% N/A Nov-2005 2,090.906% N/A Dec-2005 24.913% N/A Dec-2005 1,878.162% 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 3 SMM CPR PSA Current Month 1.481% Current Month 16.397% Current Month 1,270.444% 3 Month Average 1.079% 3 Month Average 12.162% 3 Month Average 1,108.218% 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 N/A N/A Sep-2005 N/A N/A Oct-2005 10.623% N/A Oct-2005 1,188.106% N/A Nov-2005 9.466% N/A Nov-2005 866.104% N/A Dec-2005 16.397% N/A Dec-2005 1,270.444% 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 4 SMM CPR PSA Current Month 3.435% Current Month 34.257% Current Month 2,569.845% 3 Month Average 3.102% 3 Month Average 31.460% 3 Month Average 2,800.104% 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 N/A N/A Sep-2005 N/A N/A Oct-2005 29.326% N/A Oct-2005 3,121.201% N/A Nov-2005 30.796% N/A Nov-2005 2,709.266% N/A Dec-2005 34.257% N/A Dec-2005 2,569.845% 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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