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): October 25, 2005
ACE SECURITIES CORP. HOME EQUITY LOAN TRUST
Asset Backed Pass-Through Certificates, Series 2005-HE1 Trust
(Exact name of registrant as specified in its charter)
New York (governing law of 333-119047-05
Pooling and Servicing Agreement) (Commission 54-2165618
(State or other File Number) 54-2165619
jurisdiction IRS EIN
of Incorporation)
c/o Wells Fargo Bank, N.A.
9062 Old Annapolis Road
Columbia, MD 21045
(Address of principal executive offices) (Zip Code)
Registrant's telephone number, including area code: (410) 884-2000
(Former name or former address, if changed since last report)
Check the appropriate box below if the Form 8-K filing is intended to
simultaneously satisfy the filing obligation of the registrant under any
of the following provisions (see General Instruction A.2. below):
[ ] Written communications pursuant to Rule 425 under the Securities Act
(17 CFR 230.425)
[ ] Soliciting material pursuant to Rule 14a-12 under the Exchange Act
(17 CFR 240.14a-12)
[ ] Pre-commencement communications pursuant to Rule 14d-2(b) under the
Exchange Act(17 CFR 240.14d-2(b))
[ ] Pre-commencement communications pursuant to Rule 13e-4(c) under the
Exchange Act(17 CFR 240.13e-4(c))
ITEM 8.01 Other Events
On October 25, 2005 a distribution was made to holders of ACE SECURITIES CORP.
HOME EQUITY LOAN TRUST, Asset Backed Pass-Through Certificates, Series
2005-HE1 Trust.
ITEM 9.01 Financial Statements and Exhibits
(c) Exhibits
Exhibit Number Description
EX-99.1 Monthly report distributed to holders of
Asset Backed Pass-Through Certificates,
Series 2005-HE1 Trust, relating to the
October 25, 2005 distribution.
Pursuant to the requirements of the Securities Exchange Act of 1934, the
registrant has duly caused this report to be signed on its behalf by the
undersigned hereunto duly authorized.
ACE SECURITIES CORP. HOME EQUITY LOAN TRUST
Asset Backed Pass-Through Certificates, Series 2005-HE1 Trust
(Registrant)
By: Wells Fargo Bank, N.A. as Securities Administrator
By: /s/ Beth Belfield as Officer
By: Beth Belfield as Officer
Date: 10/28/2005
INDEX TO EXHIBITS
Exhibit Number Description
EX-99.1 Monthly report distributed to holders of Asset Backed
Pass-Through Certificates, Series 2005-HE1 Trust,
relating to the October 25, 2005 distribution.
EX-99.1
ACE Securities Corporation
Asset Backed Pass-Through Certificates
Record Date: 9/30/2005
Distribution Date: 10/25/2005
ACE Securities Corporation
Asset Backed Pass-Through Certificates
Series ACE 2005-HE1
Contact: Customer Service - CTSLink
Wells Fargo Bank, N.A.
Securities Administration Services
7485 New Horizon Way
Frederick, MD 21703
www.ctslink.com
Telephone: (301) 815-6600
Fax: (301) 815-6660
Certificateholder Distribution Summary
Certificate Certificate Beginning
Class Pass-Through Certificate Interest
Class CUSIP Description Rate Balance Distribution
<s> <c> <c> <c> <c> <c>
A-1A 004421KP7 SEN 4.07000% 558,521,438.84 1,831,174.60
A-1B 004421KQ5 SEN 4.12000% 139,630,551.17 463,418.28
A-2A 004421KR3 SEN 3.95000% 120,003,109.85 381,843.23
A-2B 004421KS1 SEN 4.06000% 60,016,000.00 196,285.66
A-2C 004421KT9 SEN 4.18000% 47,430,000.00 159,707.35
M-1 004421KU6 SEN 4.31000% 58,509,000.00 203,140.00
M-2 004421KV4 SEN 4.33000% 49,271,000.00 171,859.99
M-3 004421KW2 SEN 4.38000% 30,024,000.00 105,934.68
M-4 004421KX0 SEN 4.55000% 29,255,000.00 107,227.70
M-5 004421KY8 SEN 4.61000% 36,953,000.00 137,229.07
M-6 004421KZ5 SEN 4.68000% 20,016,000.00 75,460.32
M-7 004421LA9 SEN 5.11000% 15,397,000.00 63,380.04
M-8 004421LB7 SEN 5.21000% 19,246,000.00 80,774.39
M-9 004421LC5 SEN 6.03000% 18,477,000.00 89,752.03
B-1 004421LD3 SEN 7.08000% 25,405,000.00 144,893.18
B-2 004421LE1 SEN 7.08000% 21,556,000.00 122,941.05
CE ACE05HE1CE SEN 0.00000% 10,778,018.64 2,655,392.03
CE-1 ACE05HE1CE1 SEN 0.00000% 0.00 15,809.36
P ACE05HE1P SEN 0.00000% 100.00 1,019,653.73
R ACE5HE1R1 SEN 0.00000% 0.00 0.00
Totals 1,260,488,218.50 8,025,876.69
Certificateholder Distribution Summary (continued)
Current Ending Cumulative
Principal Realized Certificate Total Realized
Class Distribution Loss Balance Distribution Losses
<s> <c> <c> <c> <c>
A-1A 31,049,039.35 0.00 527,472,399.49 32,880,213.95 0.00
A-1B 7,762,270.48 0.00 131,868,280.69 8,225,688.76 0.00
A-2A 13,217,719.86 0.00 106,785,389.99 13,599,563.09 0.00
A-2B 0.00 0.00 60,016,000.00 196,285.66 0.00
A-2C 0.00 0.00 47,430,000.00 159,707.35 0.00
M-1 0.00 0.00 58,509,000.00 203,140.00 0.00
M-2 0.00 0.00 49,271,000.00 171,859.99 0.00
M-3 0.00 0.00 30,024,000.00 105,934.68 0.00
M-4 0.00 0.00 29,255,000.00 107,227.70 0.00
M-5 0.00 0.00 36,953,000.00 137,229.07 0.00
M-6 0.00 0.00 20,016,000.00 75,460.32 0.00
M-7 0.00 0.00 15,397,000.00 63,380.04 0.00
M-8 0.00 0.00 19,246,000.00 80,774.39 0.00
M-9 0.00 0.00 18,477,000.00 89,752.03 0.00
B-1 0.00 0.00 25,405,000.00 144,893.18 0.00
B-2 0.00 0.00 21,556,000.00 122,941.05 0.00
CE 0.00 0.00 10,778,018.64 2,655,392.03 0.00
CE-1 0.00 0.00 0.00 15,809.36 0.00
P 0.00 0.00 100.00 1,019,653.73 0.00
R 0.00 0.00 0.00 0.00 0.00
Totals 52,029,029.69 0.00 1,208,459,188.81 60,054,906.38 0.00
<FN>
All distributions required by the Pooling and Servicing Agreement have been calculated by the
Certificate Administrator on behalf of the Trustee.
</FN>
Principal Distribution Statement
Original Beginning Scheduled Unscheduled
Face Certificate Principal Principal Realized
Class Amount Balance Distribution Distribution Accretion Loss (1)
<s> <c> <c> <c> <c> <c> <c>
A-1A 729,291,000.00 558,521,438.84 0.00 31,049,039.35 0.00 0.00
A-1B 182,323,000.00 139,630,551.17 0.00 7,762,270.48 0.00 0.00
A-2A 185,769,000.00 120,003,109.85 0.00 13,217,719.86 0.00 0.00
A-2B 60,016,000.00 60,016,000.00 0.00 0.00 0.00 0.00
A-2C 47,430,000.00 47,430,000.00 0.00 0.00 0.00 0.00
M-1 58,509,000.00 58,509,000.00 0.00 0.00 0.00 0.00
M-2 49,271,000.00 49,271,000.00 0.00 0.00 0.00 0.00
M-3 30,024,000.00 30,024,000.00 0.00 0.00 0.00 0.00
M-4 29,255,000.00 29,255,000.00 0.00 0.00 0.00 0.00
M-5 36,953,000.00 36,953,000.00 0.00 0.00 0.00 0.00
M-6 20,016,000.00 20,016,000.00 0.00 0.00 0.00 0.00
M-7 15,397,000.00 15,397,000.00 0.00 0.00 0.00 0.00
M-8 19,246,000.00 19,246,000.00 0.00 0.00 0.00 0.00
M-9 18,477,000.00 18,477,000.00 0.00 0.00 0.00 0.00
B-1 25,405,000.00 25,405,000.00 0.00 0.00 0.00 0.00
B-2 21,556,000.00 21,556,000.00 0.00 0.00 0.00 0.00
CE 10,778,849.00 10,778,018.64 0.00 0.00 0.00 0.00
CE-1 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
R 0.00 0.00 0.00 0.00 0.00 0.00
Totals 1,539,716,949.00 1,260,488,218.50 0.00 52,029,029.69 0.00 0.00
<FN>
(1) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed.
Please Refer to the Prospectus Supplement for a Full Description.
</FN>
Principal Distribution Statement (continued)
Total Ending Ending Total
Principal Certificate Certificate Principal
Class Reduction Balance Percentage Distribution
<s> <c> <c> <c> <c>
A-1A 31,049,039.35 527,472,399.49 0.72326739 31,049,039.35
A-1B 7,762,270.48 131,868,280.69 0.72326739 7,762,270.48
A-2A 13,217,719.86 106,785,389.99 0.57482890 13,217,719.86
A-2B 0.00 60,016,000.00 1.00000000 0.00
A-2C 0.00 47,430,000.00 1.00000000 0.00
M-1 0.00 58,509,000.00 1.00000000 0.00
M-2 0.00 49,271,000.00 1.00000000 0.00
M-3 0.00 30,024,000.00 1.00000000 0.00
M-4 0.00 29,255,000.00 1.00000000 0.00
M-5 0.00 36,953,000.00 1.00000000 0.00
M-6 0.00 20,016,000.00 1.00000000 0.00
M-7 0.00 15,397,000.00 1.00000000 0.00
M-8 0.00 19,246,000.00 1.00000000 0.00
M-9 0.00 18,477,000.00 1.00000000 0.00
B-1 0.00 25,405,000.00 1.00000000 0.00
B-2 0.00 21,556,000.00 1.00000000 0.00
CE 0.00 10,778,018.64 0.99992296 0.00
CE-1 0.00 0.00 0.00000000 0.00
P 0.00 100.00 1.00000000 0.00
R 0.00 0.00 0.00000000 0.00
Totals 52,029,029.69 1,208,459,188.81 0.78485802 52,029,029.69
Principal Distribution Factors Statement
Original Beginning Scheduled Unscheduled
Face Certificate Principal Principal
Class (2) Amount Balance Distribution Distribution Accretion
<s> <c> <c> <c> <c> <c>
A-1A 729,291,000.00 765.84167203 0.00000000 42.57428016 0.00000000
A-1B 182,323,000.00 765.84167203 0.00000000 42.57428015 0.00000000
A-2A 185,769,000.00 645.98027577 0.00000000 71.15137542 0.00000000
A-2B 60,016,000.00 1000.00000000 0.00000000 0.00000000 0.00000000
A-2C 47,430,000.00 1000.00000000 0.00000000 0.00000000 0.00000000
M-1 58,509,000.00 1000.00000000 0.00000000 0.00000000 0.00000000
M-2 49,271,000.00 1000.00000000 0.00000000 0.00000000 0.00000000
M-3 30,024,000.00 1000.00000000 0.00000000 0.00000000 0.00000000
M-4 29,255,000.00 1000.00000000 0.00000000 0.00000000 0.00000000
M-5 36,953,000.00 1000.00000000 0.00000000 0.00000000 0.00000000
M-6 20,016,000.00 1000.00000000 0.00000000 0.00000000 0.00000000
M-7 15,397,000.00 1000.00000000 0.00000000 0.00000000 0.00000000
M-8 19,246,000.00 1000.00000000 0.00000000 0.00000000 0.00000000
M-9 18,477,000.00 1000.00000000 0.00000000 0.00000000 0.00000000
B-1 25,405,000.00 1000.00000000 0.00000000 0.00000000 0.00000000
B-2 21,556,000.00 1000.00000000 0.00000000 0.00000000 0.00000000
CE 10,778,849.00 999.92296395 0.00000000 0.00000000 0.00000000
CE-1 0.00 0.00000000 0.00000000 0.00000000 0.00000000
P 100.00 1000.00000000 0.00000000 0.00000000 0.00000000
R 0.00 0.00000000 0.00000000 0.00000000 0.00000000
<FN>
(2) All classes are per $1,000 denomination.
</FN>
Principal Distribution Factors Statement (continued)
Total Ending Ending Total
Realized Principal Certificate Certificate Principal
Class Loss (3) Reduction Balance Percentage Distribution
<s> <c> <c> <c> <c> <c>
A-1A 0.00000000 42.57428016 723.26739188 0.72326739 42.57428016
A-1B 0.00000000 42.57428015 723.26739188 0.72326739 42.57428015
A-2A 0.00000000 71.15137542 574.82890035 0.57482890 71.15137542
A-2B 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000
A-2C 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000
M-1 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000
M-2 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000
M-3 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000
M-4 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000
M-5 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000
M-6 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000
M-7 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000
M-8 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000
M-9 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000
B-1 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000
B-2 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000
CE 0.00000000 0.00000000 999.92296395 0.99992296 0.00000000
CE-1 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
P 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000
R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
<FN>
(3) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses
Unless Otherwise Disclosed.
Please Refer to the Prospectus Supplement for a Full Description.
</FN>
Interest Distribution Statement
Beginning Payment of
Original Current Certificate/ Current Unpaid Current
Face Certificate Notional Accrued Interest Interest
Class Amount Rate Balance Interest Shortfall Shortfall
<s> <c> <c> <c> <c> <c> <c>
A-1A 729,291,000.00 4.07000% 558,521,438.84 1,831,174.60 0.00 0.00
A-1B 182,323,000.00 4.12000% 139,630,551.17 463,418.28 0.00 0.00
A-2A 185,769,000.00 3.95000% 120,003,109.85 381,843.23 0.00 0.00
A-2B 60,016,000.00 4.06000% 60,016,000.00 196,285.66 0.00 0.00
A-2C 47,430,000.00 4.18000% 47,430,000.00 159,707.35 0.00 0.00
M-1 58,509,000.00 4.31000% 58,509,000.00 203,140.00 0.00 0.00
M-2 49,271,000.00 4.33000% 49,271,000.00 171,859.99 0.00 0.00
M-3 30,024,000.00 4.38000% 30,024,000.00 105,934.68 0.00 0.00
M-4 29,255,000.00 4.55000% 29,255,000.00 107,227.70 0.00 0.00
M-5 36,953,000.00 4.61000% 36,953,000.00 137,229.07 0.00 0.00
M-6 20,016,000.00 4.68000% 20,016,000.00 75,460.32 0.00 0.00
M-7 15,397,000.00 5.11000% 15,397,000.00 63,380.04 0.00 0.00
M-8 19,246,000.00 5.21000% 19,246,000.00 80,774.39 0.00 0.00
M-9 18,477,000.00 6.03000% 18,477,000.00 89,752.03 0.00 0.00
B-1 25,405,000.00 7.08000% 25,405,000.00 144,893.18 0.00 0.00
B-2 21,556,000.00 7.08000% 21,556,000.00 122,941.05 0.00 0.00
CE 10,778,849.00 0.00000% 1,260,488,218.50 0.00 0.00 0.00
CE-1 0.00 0.00000% 0.00 0.00 0.00 0.00
P 100.00 0.00000% 100.00 0.00 0.00 0.00
R 0.00 0.00000% 0.00 0.00 0.00 0.00
Totals 1,539,716,949.00 4,335,021.57 0.00 0.00
Interest Distribution Statement (continued)
Remaining Ending
Non-Supported Total Unpaid Certificate/
Interest Realized Interest Interest Notional
Class Shortfall Losses (4) Distribution Shortfall Balance
<s> <c> <c> <c> <c> <c>
A-1A 0.00 0.00 1,831,174.60 0.00 527,472,399.49
A-1B 0.00 0.00 463,418.28 0.00 131,868,280.69
A-2A 0.00 0.00 381,843.23 0.00 106,785,389.99
A-2B 0.00 0.00 196,285.66 0.00 60,016,000.00
A-2C 0.00 0.00 159,707.35 0.00 47,430,000.00
M-1 0.00 0.00 203,140.00 0.00 58,509,000.00
M-2 0.00 0.00 171,859.99 0.00 49,271,000.00
M-3 0.00 0.00 105,934.68 0.00 30,024,000.00
M-4 0.00 0.00 107,227.70 0.00 29,255,000.00
M-5 0.00 0.00 137,229.07 0.00 36,953,000.00
M-6 0.00 0.00 75,460.32 0.00 20,016,000.00
M-7 0.00 0.00 63,380.04 0.00 15,397,000.00
M-8 0.00 0.00 80,774.39 0.00 19,246,000.00
M-9 0.00 0.00 89,752.03 0.00 18,477,000.00
B-1 0.00 0.00 144,893.18 0.00 25,405,000.00
B-2 0.00 0.00 122,941.05 0.00 21,556,000.00
CE 0.00 0.00 2,655,392.03 0.00 1,208,459,188.81
CE-1 0.00 0.00 15,809.36 0.00 0.00
P 0.00 0.00 1,019,653.73 0.00 100.00
R 0.00 0.00 0.00 0.00 0.00
Totals 0.00 0.00 8,025,876.69 0.00
<FN>
(4) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed.
Please Refer to the Prospectus Supplement for a Full Description.
</FN>
Interest Distribution Factors Statement
Beginning Payment of
Original Current Certificate/ Current Unpaid Current
Face Certificate Notional Accrued Interest Interest
Class (5) Amount Rate Balance Interest Shortfall Shortfall
<s> <c> <c> <c> <c> <c> <c>
A-1A 729,291,000.00 4.07000% 765.84167203 2.51089702 0.00000000 0.00000000
A-1B 182,323,000.00 4.12000% 765.84167203 2.54174339 0.00000000 0.00000000
A-2A 185,769,000.00 3.95000% 645.98027577 2.05547336 0.00000000 0.00000000
A-2B 60,016,000.00 4.06000% 1000.00000000 3.27055552 0.00000000 0.00000000
A-2C 47,430,000.00 4.18000% 1000.00000000 3.36722222 0.00000000 0.00000000
M-1 58,509,000.00 4.31000% 1000.00000000 3.47194449 0.00000000 0.00000000
M-2 49,271,000.00 4.33000% 1000.00000000 3.48805565 0.00000000 0.00000000
M-3 30,024,000.00 4.38000% 1000.00000000 3.52833333 0.00000000 0.00000000
M-4 29,255,000.00 4.55000% 1000.00000000 3.66527773 0.00000000 0.00000000
M-5 36,953,000.00 4.61000% 1000.00000000 3.71361107 0.00000000 0.00000000
M-6 20,016,000.00 4.68000% 1000.00000000 3.77000000 0.00000000 0.00000000
M-7 15,397,000.00 5.11000% 1000.00000000 4.11638891 0.00000000 0.00000000
M-8 19,246,000.00 5.21000% 1000.00000000 4.19694430 0.00000000 0.00000000
M-9 18,477,000.00 6.03000% 1000.00000000 4.85750014 0.00000000 0.00000000
B-1 25,405,000.00 7.08000% 1000.00000000 5.70333320 0.00000000 0.00000000
B-2 21,556,000.00 7.08000% 1000.00000000 5.70333318 0.00000000 0.00000000
CE 10,778,849.00 0.00000% 116940.89215834 0.00000000 0.00000000 0.00000000
CE-1 0.00 0.00000% 0.00000000 0.00000000 0.00000000 0.00000000
P 100.00 0.00000% 1000.00000000 0.00000000 0.00000000 0.00000000
R 0.00 0.00000% 0.00000000 0.00000000 0.00000000 0.00000000
<FN>
(5) All classes are per $1,000 denomination.
</FN>
Interest Distribution Factors Statement (continued)
Remaining Ending
Non-Supported Total Unpaid Certificate/
Interest Realized Interest Interest Notional
Class Shortfall Losses (6) Distribution Shortfall Balance
<s> <c> <c> <c> <c> <c>
A-1A 0.00000000 0.00000000 2.51089702 0.00000000 723.26739188
A-1B 0.00000000 0.00000000 2.54174339 0.00000000 723.26739188
A-2A 0.00000000 0.00000000 2.05547336 0.00000000 574.82890035
A-2B 0.00000000 0.00000000 3.27055552 0.00000000 1000.00000000
A-2C 0.00000000 0.00000000 3.36722222 0.00000000 1000.00000000
M-1 0.00000000 0.00000000 3.47194449 0.00000000 1000.00000000
M-2 0.00000000 0.00000000 3.48805565 0.00000000 1000.00000000
M-3 0.00000000 0.00000000 3.52833333 0.00000000 1000.00000000
M-4 0.00000000 0.00000000 3.66527773 0.00000000 1000.00000000
M-5 0.00000000 0.00000000 3.71361107 0.00000000 1000.00000000
M-6 0.00000000 0.00000000 3.77000000 0.00000000 1000.00000000
M-7 0.00000000 0.00000000 4.11638891 0.00000000 1000.00000000
M-8 0.00000000 0.00000000 4.19694430 0.00000000 1000.00000000
M-9 0.00000000 0.00000000 4.85750014 0.00000000 1000.00000000
B-1 0.00000000 0.00000000 5.70333320 0.00000000 1000.00000000
B-2 0.00000000 0.00000000 5.70333318 0.00000000 1000.00000000
CE 0.00000000 0.00000000 246.35209474 0.00000000 112113.93617352
CE-1 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
P 0.00000000 0.00000000 10196537.30000000 0.00000000 1000.00000000
R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
<FN>
(6) Amount Does Not Include Excess Special Hazard, Bankruptcy,or Fraud Losses Unless
Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.
</FN>
CERTIFICATEHOLDER ACCOUNT STATEMENT
CERTIFICATE ACCOUNT
<s> <c>
Beginning Balance 0.00
Deposits
Payments of Interest and Principal 59,550,185.57
Liquidations, Insurance Proceeds, Reserve Funds 0.00
Proceeds from Repurchased Loans 0.00
Other Amounts (Servicer Advances) 472,080.31
Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00
Prepayment Penalties 1,019,653.73
Total Deposits 61,041,919.61
Withdrawals
Reimbursement for Servicer Advances 462,913.46
Payment of Service Fee 524,099.77
Payment of Interest and Principal 60,054,906.38
Total Withdrawals (Pool Distribution Amount) 61,041,919.61
Ending Balance 0.00
PREPAYMENT/CURTAILMENT INTEREST SHORTFALL
<s> <c>
Total Prepayment/Curtailment Interest Shortfall 0.00
Servicing Fee Support 0.00
Non-Supported Prepayment/Curtailment Interest Shortfall 0.00
SERVICING FEES
<s> <c>
Gross Servicing Fee 509,394.07
Credit Risk Manager Fee - The Murrayhill Company 14,705.70
Supported Prepayment/Curtailment Interest Shortfall 0.00
Net Servicing Fee 524,099.77
OTHER ACCOUNTS
Beginning Current Current Ending
Account Type Balance Withdrawals Deposits Balance
<s> <c> <c> <c> <c>
Reserve Fund 1,000.00 6,683.17 6,683.17 1,000.00
LOAN STATUS STRATIFICATION/CREDIT ENHANCEMENT STATEMENT
DELINQUENT BANKRUPTCY FORECLOSURE REO Total
<s> <c> <c> <c> <c> <c>
No of Loans No of Loans No of Loans No of Loans No of Loans
Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance
0-29 Days 15 0 1 16
1,858,456.98 0.00 101,683.66 1,960,140.64
30 Days 112 0 2 0 114
16,817,779.01 0.00 320,006.68 0.00 17,137,785.69
60 Days 57 8 28 1 94
7,240,407.94 526,417.23 5,416,553.97 51,675.02 13,235,054.16
90 Days 24 7 32 1 64
2,733,141.35 783,441.94 6,636,035.05 111,600.00 10,264,218.34
120 Days 16 8 30 6 60
1,076,747.58 847,891.69 5,029,985.40 581,630.45 7,536,255.12
150 Days 13 4 35 5 57
1,245,751.26 436,169.98 5,670,331.30 649,572.60 8,001,825.14
180+ Days 14 12 62 6 94
683,995.53 1,527,962.82 11,617,870.53 539,621.15 14,369,450.03
Totals 236 54 189 20 499
29,797,822.67 5,980,340.64 34,690,782.93 2,035,782.88 72,504,729.12
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 0.205818% 0.000000% 0.013721% 0.219539%
0.153718% 0.000000% 0.008411% 0.162129%
30 Days 1.536773% 0.000000% 0.027442% 0.000000% 1.564215%
1.391047% 0.000000% 0.026469% 0.000000% 1.417516%
60 Days 0.782108% 0.109769% 0.384193% 0.013721% 1.289791%
0.598875% 0.043541% 0.448019% 0.004274% 1.094710%
90 Days 0.329308% 0.096048% 0.439078% 0.013721% 0.878156%
0.226066% 0.064801% 0.548886% 0.009231% 0.848983%
120 Days 0.219539% 0.109769% 0.411636% 0.082327% 0.823271%
0.089061% 0.070132% 0.416045% 0.048108% 0.623346%
150 Days 0.178375% 0.054885% 0.480241% 0.068606% 0.782108%
0.103040% 0.036077% 0.469010% 0.053728% 0.661854%
180+ Days 0.192097% 0.164654% 0.850714% 0.082327% 1.289791%
0.056575% 0.126382% 0.960948% 0.044634% 1.188539%
Totals 3.238200% 0.740944% 2.593304% 0.274424% 6.846872%
2.464664% 0.494651% 2.869375% 0.168386% 5.997076%
Delinquency Status By Groups
DELINQUENT BANKRUPTCY FORECLOSURE REO Total
<s>
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 9 0 1 10
1,552,006.54 0.00 101,683.66 1,653,690.20
30 Days 79 0 2 0 81
13,460,659.88 0.00 320,006.68 0.00 13,780,666.56
60 Days 29 3 24 0 56
4,400,421.44 382,408.74 4,205,233.49 0.00 8,988,063.67
90 Days 9 4 31 1 45
2,041,659.35 343,848.90 6,050,915.05 111,600.00 8,548,023.30
120 Days 5 6 29 6 46
666,819.29 751,913.06 4,415,735.28 581,630.45 6,416,098.08
150 Days 2 2 32 4 40
293,878.34 213,520.29 4,892,144.46 290,319.99 5,689,863.08
180+ Days 2 10 48 5 65
355,200.00 1,471,279.53 9,251,859.75 492,038.13 11,570,377.41
Totals 126 34 166 17 343
21,218,638.30 4,714,977.06 29,135,894.71 1,577,272.23 56,646,782.30
0-29 Days 0.212867% 0.000000% 0.023652% 0.236518%
0.204592% 0.000000% 0.013404% 0.217997%
30 Days 1.868496% 0.000000% 0.047304% 0.000000% 1.915799%
1.774443% 0.000000% 0.042185% 0.000000% 1.816628%
60 Days 0.685904% 0.070956% 0.567644% 0.000000% 1.324503%
0.580083% 0.050411% 0.554352% 0.000000% 1.184846%
90 Days 0.212867% 0.094607% 0.733207% 0.023652% 1.064333%
0.269140% 0.045328% 0.797658% 0.014712% 1.126838%
120 Days 0.118259% 0.141911% 0.685904% 0.141911% 1.087985%
0.087903% 0.099120% 0.582102% 0.076673% 0.845798%
150 Days 0.047304% 0.047304% 0.756859% 0.094607% 0.946074%
0.038740% 0.028147% 0.644904% 0.038271% 0.750063%
180+ Days 0.047304% 0.236518% 1.135289% 0.118259% 1.537370%
0.046824% 0.193951% 1.219621% 0.064863% 1.525258%
Totals 2.980132% 0.804163% 3.926206% 0.402081% 8.112583%
2.797134% 0.621549% 3.840821% 0.207923% 7.467427%
DELINQUENT BANKRUPTCY FORECLOSURE REO Total
<s>
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 5 0 0 5
211,840.65 0.00 0.00 211,840.65
30 Days 25 0 0 0 25
1,602,862.34 0.00 0.00 0.00 1,602,862.34
60 Days 21 4 1 1 27
564,459.41 59,308.21 76,124.90 51,675.02 751,567.54
90 Days 11 2 0 0 13
322,496.17 72,450.21 0.00 0.00 394,946.38
120 Days 10 2 0 0 12
324,514.61 95,978.63 0.00 0.00 420,493.24
150 Days 8 2 2 0 12
315,569.69 222,649.69 279,612.19 0.00 817,831.57
180+ Days 12 2 10 1 25
328,795.53 56,683.29 882,610.86 47,583.02 1,315,672.70
Totals 87 17 13 2 119
3,458,697.75 718,910.68 1,238,347.95 99,258.04 5,515,214.42
0-29 Days 0.228624% 0.000000% 0.000000% 0.228624%
0.137020% 0.000000% 0.000000% 0.137020%
30 Days 1.143118% 0.000000% 0.000000% 0.000000% 1.143118%
1.036744% 0.000000% 0.000000% 0.000000% 1.036744%
60 Days 0.960219% 0.182899% 0.045725% 0.045725% 1.234568%
0.365097% 0.038361% 0.049238% 0.033424% 0.486120%
90 Days 0.502972% 0.091449% 0.000000% 0.000000% 0.594422%
0.208593% 0.046861% 0.000000% 0.000000% 0.255454%
120 Days 0.457247% 0.091449% 0.000000% 0.000000% 0.548697%
0.209899% 0.062080% 0.000000% 0.000000% 0.271978%
150 Days 0.365798% 0.091449% 0.091449% 0.000000% 0.548697%
0.204113% 0.144012% 0.180855% 0.000000% 0.528980%
180+ Days 0.548697% 0.091449% 0.457247% 0.045725% 1.143118%
0.212668% 0.036663% 0.570880% 0.030777% 0.850987%
Totals 3.978052% 0.777321% 0.594422% 0.091449% 5.441244%
2.237113% 0.464997% 0.800973% 0.064201% 3.567284%
DELINQUENT BANKRUPTCY FORECLOSURE REO Total
<s>
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 3 0 0 0 3
1,313,753.57 0.00 0.00 0.00 1,313,753.57
60 Days 4 0 2 0 6
2,008,595.69 0.00 752,135.74 0.00 2,760,731.43
90 Days 0 1 1 0 2
0.00 367,142.83 585,120.00 0.00 952,262.83
120 Days 0 0 1 0 1
0.00 0.00 614,250.12 0.00 614,250.12
150 Days 1 0 1 1 3
498,501.71 0.00 498,574.65 359,252.61 1,356,328.97
180+ Days 0 0 3 0 3
0.00 0.00 1,364,517.46 0.00 1,364,517.46
Totals 8 1 8 1 18
3,820,850.97 367,142.83 3,814,597.97 359,252.61 8,361,844.38
0-29 Days 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000%
30 Days 0.554529% 0.000000% 0.000000% 0.000000% 0.554529%
0.528710% 0.000000% 0.000000% 0.000000% 0.528710%
60 Days 0.739372% 0.000000% 0.369686% 0.000000% 1.109057%
0.808344% 0.000000% 0.302691% 0.000000% 1.111035%
90 Days 0.000000% 0.184843% 0.184843% 0.000000% 0.369686%
0.000000% 0.147754% 0.235477% 0.000000% 0.383231%
120 Days 0.000000% 0.000000% 0.184843% 0.000000% 0.184843%
0.000000% 0.000000% 0.247200% 0.000000% 0.247200%
150 Days 0.184843% 0.000000% 0.184843% 0.184843% 0.554529%
0.200618% 0.000000% 0.200647% 0.144578% 0.545844%
180+ Days 0.000000% 0.000000% 0.554529% 0.000000% 0.554529%
0.000000% 0.000000% 0.549139% 0.000000% 0.549139%
Totals 1.478743% 0.184843% 1.478743% 0.184843% 3.327172%
1.537672% 0.147754% 1.535155% 0.144578% 3.365159%
DELINQUENT BANKRUPTCY FORECLOSURE REO Total
<s>
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 1 0 0 1
94,609.79 0.00 0.00 94,609.79
30 Days 5 0 0 0 5
440,503.22 0.00 0.00 0.00 440,503.22
60 Days 3 1 1 0 5
266,931.40 84,700.28 383,059.84 0.00 734,691.52
90 Days 4 0 0 0 4
368,985.83 0.00 0.00 0.00 368,985.83
120 Days 1 0 0 0 1
85,413.68 0.00 0.00 0.00 85,413.68
150 Days 2 0 0 0 2
137,801.52 0.00 0.00 0.00 137,801.52
180+ Days 0 0 1 0 1
0.00 0.00 118,882.46 0.00 118,882.46
Totals 15 2 2 0 19
1,299,635.65 179,310.07 501,942.30 0.00 1,980,888.02
0-29 Days 0.301205% 0.000000% 0.000000% 0.301205%
0.199903% 0.000000% 0.000000% 0.199903%
30 Days 1.506024% 0.000000% 0.000000% 0.000000% 1.506024%
0.930746% 0.000000% 0.000000% 0.000000% 0.930746%
60 Days 0.903614% 0.301205% 0.301205% 0.000000% 1.506024%
0.564004% 0.178965% 0.809373% 0.000000% 1.552341%
90 Days 1.204819% 0.000000% 0.000000% 0.000000% 1.204819%
0.779636% 0.000000% 0.000000% 0.000000% 0.779636%
120 Days 0.301205% 0.000000% 0.000000% 0.000000% 0.301205%
0.180472% 0.000000% 0.000000% 0.000000% 0.180472%
150 Days 0.602410% 0.000000% 0.000000% 0.000000% 0.602410%
0.291163% 0.000000% 0.000000% 0.000000% 0.291163%
180+ Days 0.000000% 0.000000% 0.301205% 0.000000% 0.301205%
0.000000% 0.000000% 0.251189% 0.000000% 0.251189%
Totals 4.518072% 0.602410% 0.602410% 0.000000% 5.722892%
2.746021% 0.378867% 1.060562% 0.000000% 4.185450%
OTHER INFORMATION
<s> <c>
Current Period Class A Insufficient Funds 0.00
Principal Balance of Contaminated Properties 0.00
Periodic Advance 472,080.31
SUBORDINATION LEVEL/CREDIT ENHANCEMENT/CLASS PERCENTAGE AND PREPAYMENT PERCENTAGE
Current
Original $ Original % Current $ Current % Class% Prepayment%
<s> <c> <c> <c> <c> <c> <c> <c>
Class M-1 276,378,949.00 17.94998419% 276,378,118.64 22.87028980% 4.841620% 0.000000%
Class M-2 227,107,949.00 14.74998045% 227,107,118.64 18.79311447% 4.077175% 0.000000%
Class M-3 197,083,949.00 12.80001166% 197,083,118.64 16.30862841% 2.484486% 0.000000%
Class M-4 167,828,949.00 10.89998711% 167,828,118.64 13.88777711% 2.420851% 0.000000%
Class B-1 32,334,949.00 2.10005800% 32,334,118.64 2.67564837% 2.102264% 0.000000%
Class B-2 10,778,949.00 0.70006042% 10,778,118.64 0.89188934% 1.783759% 0.000000%
Class CE 100.00 0.00000649% 100.00 0.00000828% 0.891881% 0.000000%
Class CE-1 100.00 0.00000649% 100.00 0.00000828% 0.000000% 0.000000%
Class P 0.00 0.00000000% 0.00 0.00000000% 0.000008% 0.000000%
Class R-I 0.00 0.00000000% 0.00 0.00000000% 0.000000% 0.000000%
<FN>
Please Refer to the Prospectus Supplement for a Full Description of Loss Exposure
</FN>
REO Detail - All Mortgage Loans in REO during Current Period
Summary 12 Month REO History*
New REO Loans Month REO Percentage
<s> <c> <s> <c>
Loans in REO 18 Nov-04 0.000%
Original Principal Balance 1,924,598.00 Dec-04 0.000%
Current Principal Balance 1,919,832.11 Jan-05 0.000%
Feb-05 0.000%
Current REO Total Mar-05 0.000%
Loans in REO 20 Apr-05 0.000%
Original Principal Balance 2,040,598.00 May-05 0.000%
Current Principal Balance 2,035,782.88 Jun-05 0.000%
Jul-05 0.000%
Aug-05 0.000%
Sep-05 0.009%
Oct-05 0.168%
*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
<s> <c> <s> <c>
Loans in REO 16 Nov-04 0.000%
Original Principal Balance 1,512,798.00 Dec-04 0.000%
Current Principal Balance 1,508,904.48 Jan-05 0.000%
Feb-05 0.000%
Current REO Total Mar-05 0.000%
Loans in REO 17 Apr-05 0.000%
Original Principal Balance 1,581,198.00 May-05 0.000%
Current Principal Balance 1,577,272.23 Jun-05 0.000%
Jul-05 0.000%
Aug-05 0.000%
Sep-05 0.009%
Oct-05 0.208%
*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
<s> <c> <s> <c>
Loans in REO 1 Nov-04 0.000%
Original Principal Balance 51,800.00 Dec-04 0.000%
Current Principal Balance 51,675.02 Jan-05 0.000%
Feb-05 0.000%
Current REO Total Mar-05 0.000%
Loans in REO 2 Apr-05 0.000%
Original Principal Balance 99,400.00 May-05 0.000%
Current Principal Balance 99,258.04 Jun-05 0.000%
Jul-05 0.000%
Aug-05 0.000%
Sep-05 0.029%
Oct-05 0.064%
*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
<s> <c> <s> <c>
Loans in REO 1 Nov-04 0.000%
Original Principal Balance 360,000.00 Dec-04 0.000%
Current Principal Balance 359,252.61 Jan-05 0.000%
Feb-05 0.000%
Current REO Total Mar-05 0.000%
Loans in REO 1 Apr-05 0.000%
Original Principal Balance 360,000.00 May-05 0.000%
Current Principal Balance 359,252.61 Jun-05 0.000%
Jul-05 0.000%
Aug-05 0.000%
Sep-05 0.000%
Oct-05 0.145%
*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
<s> <c> <s> <c>
Loans in REO 0 Nov-04 0.000%
Original Principal Balance 0.00 Dec-04 0.000%
Current Principal Balance 0.00 Jan-05 0.000%
Feb-05 0.000%
Current REO Total Mar-05 0.000%
Loans in REO 0 Apr-05 0.000%
Original Principal Balance 0.00 May-05 0.000%
Current Principal Balance 0.00 Jun-05 0.000%
Jul-05 0.000%
Aug-05 0.000%
Sep-05 0.000%
Oct-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
<s> <c> <c> <c> <c> <c> <c>
Group 1 0101300231 Oct-2005 01-Jan-2005 TX 80.00 72,000.00
Group 1 0110200439 Sep-2005 01-Jan-2005 TX 80.00 68,400.00
Group 1 0110500159 Oct-2005 01-Jan-2005 TX 80.00 111,600.00
Group 1 0110901019 Oct-2005 01-Jan-2005 TX 80.00 86,784.00
Group 1 0111900234 Oct-2005 01-Jan-2005 TX 80.00 102,399.00
Group 1 0120300088 Oct-2005 01-Feb-2005 TX 80.00 101,486.00
Group 1 1000200604 Oct-2005 01-Dec-2004 MI 85.00 80,750.00
Group 1 1000202626 Oct-2005 01-Dec-2004 MI 66.08 56,169.00
Group 1 5000116140 Oct-2005 01-Dec-2004 MI 70.00 115,500.00
Group 1 5000119017 Oct-2005 01-Dec-2004 MI 90.00 60,300.00
Group 1 5000119953 Oct-2005 01-Dec-2004 MI 80.00 72,000.00
Group 1 6000117179 Oct-2005 01-Nov-2004 GA 100.00 128,000.00
Group 1 6000118386 Oct-2005 01-Nov-2004 GA 90.00 110,610.00
Group 1 6000120048 Oct-2005 01-Dec-2004 GA 90.00 102,600.00
Group 1 6000120171 Oct-2005 01-Dec-2004 GA 90.00 103,500.00
Group 1 7000116717 Oct-2005 01-Dec-2004 MI 85.00 100,300.00
Group 1 7000119209 Oct-2005 01-Dec-2004 GA 80.00 108,800.00
Group 2 0004113072 Oct-2005 01-Jan-2005 GA 100.00 51,800.00
Group 2 0004452790 Sep-2005 01-Jan-2005 CO 100.00 47,600.00
Group 3 5000113184 Oct-2005 01-Dec-2004 TX 80.00 360,000.00
REO Loan Detail - All Mortgage Loans in REO during Current Period (continued)
Current Paid Current Approximate
Loan Principal To Months Loan Delinquent
Group Number Balance Date Delinquent Rate Interest
<s> <c> <c> <c> <c> <c> <c>
Group 1 0101300231 72,000.00 01-Feb-2005 6 8.450% 3,805.95
Group 1 0110200439 68,367.75 01-Jan-2005 7 9.700% 4,724.18
Group 1 0110500159 111,600.00 01-May-2005 3 6.400% 2,743.50
Group 1 0110901019 86,467.47 01-Apr-2005 4 6.900% 2,762.41
Group 1 0111900234 101,683.66 01-Oct-2005 (1) 7.950% 631.74
Group 1 0120300088 101,486.00 01-Apr-2005 4 6.650% 3,120.66
Group 1 1000200604 80,492.85 01-Apr-2005 4 8.350% 3,154.17
Group 1 1000202626 56,072.79 01-Mar-2005 5 9.190% 2,837.76
Group 1 5000116140 115,367.98 01-Jan-2005 7 8.800% 7,164.74
Group 1 5000119017 60,082.86 01-Mar-2005 5 8.250% 2,711.97
Group 1 5000119953 71,845.77 01-Mar-2005 5 9.150% 3,619.17
Group 1 6000117179 127,676.08 01-Jan-2005 7 7.800% 6,969.90
Group 1 6000118386 110,200.73 01-Apr-2005 4 8.500% 4,400.96
Group 1 6000120048 102,318.57 01-Mar-2005 5 7.950% 4,437.19
Group 1 6000120171 103,107.52 01-Apr-2005 4 7.450% 3,575.99
Group 1 7000116717 99,875.88 01-Apr-2005 4 6.900% 3,189.08
Group 1 7000119209 108,626.32 01-Jan-2005 7 7.150% 5,400.01
Group 2 0004113072 51,675.02 01-Jun-2005 2 11.250% 1,851.85
Group 2 0004452790 47,583.02 01-Jan-2005 7 11.000% 3,741.65
Group 3 5000113184 359,252.61 01-Mar-2005 5 9.300% 18,411.90
Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period
Summary 12 Month Foreclosure History*
New Foreclosure Loans Month Foreclosure Percentage
<s> <c> <s> <c>
Loans in Foreclosure 126 Nov-04 0.000%
Original Principal Balance 22,688,400.00 Dec-04 0.000%
Current Principal Balance 22,615,398.51 Jan-05 0.000%
Feb-05 0.000%
Current Foreclosure Total Mar-05 0.007%
Loans in Foreclosure 189 Apr-05 0.193%
Original Principal Balance 34,790,802.00 May-05 0.340%
Current Principal Balance 34,690,782.93 Jun-05 0.351%
Jul-05 0.232%
Aug-05 0.316%
Sep-05 1.241%
Oct-05 2.869%
*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
<s> <c> <s> <c>
Loans in Foreclosure 108 Nov-04 0.000%
Original Principal Balance 18,918,185.00 Dec-04 0.000%
Current Principal Balance 18,855,206.69 Jan-05 0.000%
Feb-05 0.000%
Current Foreclosure Total Mar-05 0.011%
Loans in Foreclosure 166 Apr-05 0.208%
Original Principal Balance 29,222,623.00 May-05 0.376%
Current Principal Balance 29,135,894.71 Jun-05 0.388%
Jul-05 0.297%
Aug-05 0.428%
Sep-05 1.700%
Oct-05 3.841%
*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
<s> <c> <s> <c>
Loans in Foreclosure 11 Nov-04 0.000%
Original Principal Balance 950,795.00 Dec-04 0.000%
Current Principal Balance 948,919.13 Jan-05 0.000%
Feb-05 0.000%
Current Foreclosure Total Mar-05 0.000%
Loans in Foreclosure 13 Apr-05 0.049%
Original Principal Balance 1,240,509.00 May-05 0.086%
Current Principal Balance 1,238,347.95 Jun-05 0.088%
Jul-05 0.065%
Aug-05 0.067%
Sep-05 0.211%
Oct-05 0.801%
*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
<s> <c> <s> <c>
Loans in Foreclosure 5 Nov-04 0.000%
Original Principal Balance 2,315,420.00 Dec-04 0.000%
Current Principal Balance 2,309,330.39 Jan-05 0.000%
Feb-05 0.000%
Current Foreclosure Total Mar-05 0.000%
Loans in Foreclosure 8 Apr-05 0.255%
Original Principal Balance 3,823,670.00 May-05 0.433%
Current Principal Balance 3,814,597.97 Jun-05 0.450%
Jul-05 0.181%
Aug-05 0.189%
Sep-05 0.718%
Oct-05 1.535%
*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
<s> <c> <s> <c>
Loans in Foreclosure 2 Nov-04 0.000%
Original Principal Balance 504,000.00 Dec-04 0.000%
Current Principal Balance 501,942.30 Jan-05 0.000%
Feb-05 0.000%
Current Foreclosure Total Mar-05 0.000%
Loans in Foreclosure 2 Apr-05 0.077%
Original Principal Balance 504,000.00 May-05 0.079%
Current Principal Balance 501,942.30 Jun-05 0.081%
Jul-05 0.000%
Aug-05 0.000%
Sep-05 0.000%
Oct-05 1.061%
*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
<s> <c> <c> <c> <c> <c> <c>
Group 1 0000001407 Sep-2005 01-Dec-2004 GA 75.00 149,017.00
Group 1 0000002037 Aug-2005 01-Jan-2005 SC 100.00 63,000.00
Group 1 0000002227 Sep-2005 01-Feb-2005 IN 95.00 42,750.00
Group 1 0003859787 Aug-2005 01-Jan-2005 CA 80.00 215,200.00
Group 1 0004100611 Aug-2005 01-Dec-2004 AZ 69.83 125,000.00
Group 1 0004113431 Oct-2005 01-Jan-2005 GA 80.00 112,800.00
Group 1 0004452755 Sep-2005 01-Jan-2005 WY 68.91 107,500.00
Group 1 0004452821 Oct-2005 01-Jan-2005 CO 80.00 116,000.00
Group 1 0081000994 Jul-2005 01-Nov-2004 MI 80.00 120,800.00
Group 1 0082600422 Sep-2005 01-Nov-2004 TX 77.18 60,200.00
Group 1 0092101031 Oct-2005 01-Nov-2004 CO 88.75 142,000.00
Group 1 0100400495 Jul-2005 01-Dec-2004 IL 85.00 107,950.00
Group 1 0101100924 Sep-2005 01-Jan-2005 TX 89.05 154,500.00
Group 1 0101200453 Oct-2005 01-Jan-2005 NV 94.08 292,500.00
Group 1 0101400040 Aug-2005 01-Jan-2005 KY 80.00 135,920.00
Group 1 0101500233 Jul-2005 01-Jan-2005 MI 80.00 103,200.00
Group 1 0102100468 Oct-2005 01-Jan-2005 IL 80.00 69,600.00
Group 1 0110101496 Sep-2005 01-Jan-2005 KY 75.00 58,875.00
Group 1 0110300720 Oct-2005 01-Jan-2005 IN 80.00 62,400.00
Group 1 0110400967 Oct-2005 01-Jan-2005 CO 80.00 119,200.00
Group 1 0110801442 Oct-2005 01-Jan-2005 WA 90.00 220,050.00
Group 1 0111800846 Oct-2005 01-Jan-2005 IN 80.00 54,400.00
Group 1 0111801203 Aug-2005 01-Jan-2005 IN 80.00 80,000.00
Group 1 0112200356 Oct-2005 01-Jan-2005 IL 90.00 187,200.00
Group 1 1000195055 Oct-2005 01-Dec-2004 GA 90.00 299,700.00
Group 1 1000195762 Oct-2005 01-Nov-2004 CA 80.00 214,000.00
Group 1 1000196203 Oct-2005 01-Nov-2004 CA 80.00 320,000.00
Group 1 1000196441 Oct-2005 01-Nov-2004 NV 90.00 324,000.00
Group 1 1000196816 Sep-2005 01-Dec-2004 CA 100.00 245,000.00
Group 1 1000198291 Oct-2005 01-Dec-2004 MA 80.00 228,000.00
Group 1 1000198634 Oct-2005 01-Nov-2004 AZ 90.00 102,600.00
Group 1 1000199881 Oct-2005 01-Dec-2004 KY 90.00 78,750.00
Group 1 1000199947 Oct-2005 01-Dec-2004 CA 80.00 320,000.00
Group 1 1000200492 Apr-2005 01-Dec-2004 WA 80.00 260,000.00
Group 1 1000200530 Sep-2005 01-Dec-2004 WA 80.00 184,720.00
Group 1 1000201789 Oct-2005 01-Jan-2005 CA 80.00 192,000.00
Group 1 1000203165 Oct-2005 01-Dec-2004 CA 80.00 213,840.00
Group 1 1000203698 Oct-2005 01-Jan-2005 CA 90.00 335,700.00
Group 1 1000203824 Oct-2005 01-Jan-2005 MI 80.00 59,920.00
Group 1 1000204937 Oct-2005 01-Jan-2005 GA 80.00 132,000.00
Group 1 1000205122 Oct-2005 01-Jan-2005 MI 62.50 50,000.00
Group 1 1000205984 Oct-2005 01-Jan-2005 NV 80.00 168,000.00
Group 1 1000206171 Oct-2005 01-Jan-2005 MI 69.91 79,000.00
Group 1 1000207416 Oct-2005 01-Jan-2005 CO 80.00 143,200.00
Group 1 1000207420 Oct-2005 01-Jan-2005 CA 80.00 308,000.00
Group 1 1000208404 Oct-2005 01-Jan-2005 CA 60.00 165,600.00
Group 1 1000209607 Oct-2005 01-Jan-2005 UT 90.00 220,500.00
Group 1 1000209752 Oct-2005 01-Jan-2005 IN 80.00 94,000.00
Group 1 1000211307 Oct-2005 01-Jan-2005 CA 80.00 312,000.00
Group 1 5000109214 Sep-2005 01-Oct-2004 OH 90.00 54,450.00
Group 1 5000109585 Oct-2005 01-Oct-2004 TX 90.00 252,000.00
Group 1 5000110178 Oct-2005 01-Nov-2004 IL 80.00 164,000.00
Group 1 5000113375 Oct-2005 01-Dec-2004 NJ 75.00 273,750.00
Group 1 5000114059 May-2005 01-Jan-2005 MA 80.00 192,800.00
Group 1 5000114719 Oct-2005 01-Jan-2005 MI 90.00 51,750.00
Group 1 5000115378 Sep-2005 01-Dec-2004 IL 58.06 90,000.00
Group 1 5000115545 Sep-2005 01-Dec-2004 MN 80.00 138,400.00
Group 1 5000115675 Oct-2005 01-Nov-2004 IL 80.00 231,120.00
Group 1 5000116547 Oct-2005 01-Dec-2004 IL 50.00 50,000.00
Group 1 5000116639 Sep-2005 01-Dec-2004 CT 80.00 174,400.00
Group 1 5000117662 Oct-2005 01-Dec-2004 IL 75.00 161,250.00
Group 1 5000117797 Oct-2005 01-Dec-2004 TX 80.00 118,627.00
Group 1 5000117842 Sep-2005 01-Dec-2004 MN 90.00 139,500.00
Group 1 5000118115 Sep-2005 01-Dec-2004 KY 85.00 66,725.00
Group 1 5000118551 Sep-2005 01-Dec-2004 IL 80.00 327,200.00
Group 1 5000118576 Sep-2005 01-Dec-2004 IN 90.00 50,400.00
Group 1 5000118651 Oct-2005 01-Dec-2004 MN 90.00 71,100.00
Group 1 5000118849 Sep-2005 01-Dec-2004 IL 100.00 140,000.00
Group 1 5000119150 Aug-2005 01-Dec-2004 OH 100.00 52,000.00
Group 1 5000119159 Oct-2005 01-Dec-2004 MI 80.00 68,000.00
Group 1 5000119288 Sep-2005 01-Dec-2004 IL 90.00 329,400.00
Group 1 5000119368 Oct-2005 01-Dec-2004 FL 80.00 110,134.00
Group 1 5000119611 Oct-2005 01-Dec-2004 VA 95.00 121,600.00
Group 1 5000120217 Oct-2005 01-Jan-2005 OH 80.00 108,000.00
Group 1 5000120286 Sep-2005 01-Dec-2004 IL 90.00 102,150.00
Group 1 5000120346 Oct-2005 01-Dec-2004 TX 90.00 120,600.00
Group 1 5000120355 May-2005 01-Jan-2005 TX 90.00 216,000.00
Group 1 5000120640 May-2005 01-Jan-2005 MI 85.00 57,800.00
Group 1 5000120783 Oct-2005 01-Jan-2005 TX 90.00 103,500.00
Group 1 5000121003 Oct-2005 01-Jan-2005 IN 90.00 54,900.00
Group 1 5000121055 May-2005 01-Jan-2005 CO 80.00 262,856.00
Group 1 5000121149 Oct-2005 01-Jan-2005 MN 80.00 116,000.00
Group 1 5000121170 Oct-2005 01-Dec-2004 MN 80.00 139,600.00
Group 1 5000121392 May-2005 01-Jan-2005 IL 100.00 124,000.00
Group 1 5000121497 Oct-2005 01-Jan-2005 MN 85.00 154,700.00
Group 1 5000121840 Oct-2005 01-Jan-2005 FL 90.00 117,000.00
Group 1 5000121965 Oct-2005 01-Jan-2005 IL 85.00 102,000.00
Group 1 5000122467 Oct-2005 01-Jan-2005 TX 90.00 94,500.00
Group 1 5000122526 Oct-2005 01-Jan-2005 IN 90.00 53,100.00
Group 1 5000122559 Oct-2005 01-Jan-2005 IL 85.00 50,150.00
Group 1 5000122644 Oct-2005 01-Jan-2005 IL 90.00 152,100.00
Group 1 5000122720 Oct-2005 01-Jan-2005 MI 85.00 71,400.00
Group 1 5000122898 Oct-2005 01-Jan-2005 CO 90.00 158,400.00
Group 1 5000123245 Oct-2005 01-Jan-2005 IN 90.00 52,200.00
Group 1 5000123442 Oct-2005 01-Jan-2005 GA 90.00 180,000.00
Group 1 5000124125 Oct-2005 01-Jan-2005 TX 90.00 180,000.00
Group 1 5000124350 Oct-2005 01-Jan-2005 IL 85.00 72,250.00
Group 1 5000124697 Oct-2005 01-Jan-2005 MA 90.00 121,500.00
Group 1 6000108086 Oct-2005 01-Oct-2004 GA 100.00 350,000.00
Group 1 6000117743 Sep-2005 01-Dec-2004 NY 90.00 306,000.00
Group 1 6000117887 Sep-2005 01-Dec-2004 IL 80.00 92,000.00
Group 1 6000118044 Sep-2005 01-Dec-2004 NY 95.00 375,250.00
Group 1 6000118771 Sep-2005 01-Dec-2004 MA 80.00 313,600.00
Group 1 6000118943 Oct-2005 01-Dec-2004 NY 90.00 391,500.00
Group 1 6000118983 Oct-2005 01-Dec-2004 GA 80.00 172,000.00
Group 1 6000119043 Oct-2005 01-Dec-2004 GA 80.00 80,000.00
Group 1 6000119160 Oct-2005 01-Dec-2004 FL 69.44 100,000.00
Group 1 6000119642 Oct-2005 01-Dec-2004 NY 90.00 306,000.00
Group 1 6000119792 Oct-2005 01-Dec-2004 GA 90.00 204,888.00
Group 1 6000120164 Oct-2005 01-Dec-2004 NJ 90.00 144,000.00
Group 1 6000120249 May-2005 01-Jan-2005 FL 85.00 72,675.00
Group 1 6000120435 Oct-2005 01-Jan-2005 FL 80.00 154,400.00
Group 1 6000121263 Oct-2005 01-Jan-2005 GA 80.00 117,320.00
Group 1 6000121264 Sep-2005 01-Dec-2004 MO 80.00 61,600.00
Group 1 6000121939 May-2005 01-Jan-2005 GA 80.00 208,000.00
Group 1 6000121953 Oct-2005 01-Jan-2005 SC 100.00 80,000.00
Group 1 6000122069 Oct-2005 01-Dec-2004 GA 90.00 105,750.00
Group 1 6000122427 Oct-2005 01-Dec-2004 GA 85.00 104,125.00
Group 1 6000122763 Oct-2005 01-Dec-2004 KY 95.00 305,271.00
Group 1 6000123145 Sep-2005 01-Jan-2005 NJ 75.00 187,500.00
Group 1 6000123310 Oct-2005 01-Jan-2005 MI 80.00 123,200.00
Group 1 6000124363 Oct-2005 01-Jan-2005 MD 80.00 200,000.00
Group 1 6000124467 Oct-2005 01-Jan-2005 NJ 90.00 225,000.00
Group 1 6000125175 Oct-2005 01-Jan-2005 FL 80.00 104,000.00
Group 1 6000126293 Oct-2005 01-Jan-2005 NC 90.00 140,400.00
Group 1 7000118418 Oct-2005 01-Dec-2004 CO 80.00 151,960.00
Group 1 7000118618 Sep-2005 01-Dec-2004 IL 80.00 280,000.00
Group 1 7000119366 Oct-2005 01-Dec-2004 CA 80.00 344,000.00
Group 1 7000119627 Oct-2005 01-Dec-2004 WA 80.00 114,400.00
Group 1 7000120098 Sep-2005 01-Dec-2004 WA 75.00 240,000.00
Group 1 7000120334 Sep-2005 01-Dec-2004 CA 65.00 286,000.00
Group 1 7000120628 May-2005 01-Jan-2005 GA 90.00 126,000.00
Group 1 7000121171 Oct-2005 01-Dec-2004 MO 80.00 100,860.00
Group 1 7000121426 Oct-2005 01-Jan-2005 ID 86.50 110,720.00
Group 1 7000121519 Sep-2005 01-Dec-2004 NV 80.00 200,000.00
Group 1 7000121592 Oct-2005 01-Dec-2004 CA 80.00 344,000.00
Group 1 7000121665 Oct-2005 01-Dec-2004 CA 90.00 270,000.00
Group 1 7000122336 May-2005 01-Jan-2005 NC 80.00 143,600.00
Group 1 7000122515 Oct-2005 01-Jan-2005 CT 90.00 192,600.00
Group 1 7000122520 Oct-2005 01-Jan-2005 WI 64.71 55,000.00
Group 1 7000123392 Oct-2005 01-Jan-2005 CT 80.00 451,200.00
Group 1 7000123462 Oct-2005 01-Jan-2005 NY 90.00 405,000.00
Group 1 7000123761 Oct-2005 01-Jan-2005 MN 80.00 239,600.00
Group 1 8000020020 Sep-2005 01-Dec-2004 NJ 80.00 254,400.00
Group 1 8000020999 Oct-2005 01-Nov-2004 PA 80.00 181,200.00
Group 1 8000021225 Sep-2005 01-Nov-2004 NJ 80.00 304,000.00
Group 1 8000022009 Sep-2005 01-Dec-2004 NY 63.49 200,000.00
Group 1 8000022727 Oct-2005 01-Nov-2004 NY 80.00 400,000.00
Group 1 8000023049 Oct-2005 01-Dec-2004 MA 90.00 270,000.00
Group 1 8000023142 Oct-2005 01-Jan-2005 NJ 85.00 251,600.00
Group 1 8000023461 Sep-2005 01-Dec-2004 NY 50.00 300,000.00
Group 1 8000024245 Sep-2005 01-Dec-2004 NY 69.58 167,000.00
Group 1 8000024262 Sep-2005 01-Dec-2004 MA 90.00 346,500.00
Group 1 8000024286 Sep-2005 01-Dec-2004 NY 65.00 178,750.00
Group 1 8000024687 Oct-2005 01-Jan-2005 NY 95.00 285,000.00
Group 1 8000025200 Oct-2005 01-Dec-2004 NJ 72.73 160,000.00
Group 1 8000025359 Sep-2005 01-Dec-2004 NY 65.00 315,250.00
Group 1 8000025517 Sep-2005 01-Dec-2004 MA 80.00 281,600.00
Group 1 8000025966 Oct-2005 01-Jan-2005 NJ 80.00 161,600.00
Group 1 8000025986 Sep-2005 01-Jan-2005 NJ 90.00 333,000.00
Group 1 8000026623 Oct-2005 01-Jan-2005 NY 64.66 187,500.00
Group 1 8000026736 Oct-2005 01-Jan-2005 NY 80.00 250,400.00
Group 1 8000026992 Oct-2005 01-Jan-2005 CT 70.00 199,500.00
Group 1 8000027788 Oct-2005 01-Jan-2005 NY 80.00 264,000.00
Group 1 8000028204 Oct-2005 01-Jan-2005 CT 80.00 132,000.00
Group 1 8000029180 Oct-2005 01-Jan-2005 NY 80.00 376,000.00
Group 2 1000202881 Oct-2005 01-Dec-2004 CA 100.00 78,200.00
Group 2 1000205040 Oct-2005 01-Jan-2005 GA 100.00 33,000.00
Group 2 5000114293 Oct-2005 01-Nov-2004 CO 80.00 101,600.00
Group 2 5000115898 Oct-2005 01-Jan-2005 PA 80.00 56,000.00
Group 2 5000121154 May-2005 01-Jan-2005 CO 100.00 65,714.00
Group 2 5000121795 Oct-2005 01-Jan-2005 IL 90.00 76,500.00
Group 2 6000120362 Oct-2005 01-Dec-2004 NJ 100.00 16,000.00
Group 2 6000120648 Oct-2005 01-Dec-2004 ME 80.00 119,920.00
Group 2 6000120730 Oct-2005 01-Dec-2004 FL 83.44 75,575.00
Group 2 6000120772 Oct-2005 01-Dec-2004 ME 100.00 29,980.00
Group 2 6000125231 Oct-2005 01-Jan-2005 GA 90.00 224,100.00
Group 2 8000023766 Sep-2005 01-Jan-2005 NJ 80.00 224,000.00
Group 2 8000029573 Oct-2005 01-Jan-2005 RI 80.00 139,920.00
Group 3 1000200365 Oct-2005 01-Dec-2004 CA 80.00 396,000.00
Group 3 5000116575 Oct-2005 01-Dec-2004 TX 88.56 500,000.00
Group 3 5000120014 Oct-2005 01-Jan-2005 CO 79.71 473,500.00
Group 3 5000121635 May-2005 01-Jan-2005 NY 80.00 512,000.00
Group 3 6000122397 Oct-2005 01-Dec-2004 GA 80.00 585,120.00
Group 3 7000117184 Oct-2005 01-Dec-2004 CA 80.00 360,800.00
Group 3 8000025083 Sep-2005 01-Jan-2005 NJ 100.00 380,000.00
Group 3 8000027101 Sep-2005 01-Jan-2005 NJ 85.00 616,250.00
Group 4 5000121216 Oct-2005 01-Jan-2005 CO 99.75 119,000.00
Group 4 6000126763 Oct-2005 01-Jan-2005 WA 79.38 385,000.00
Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period (continued)
Current Paid Current Approximate
Loan Principal To Months Loan Delinquent
Group Number Balance Date Delinquent Rate Interest
<s> <c> <c> <c> <c> <c> <c>
Group 1 0000001407 148,383.75 01-Apr-2005 4 6.875% 4,926.68
Group 1 0000002037 62,884.41 01-Mar-2005 5 8.490% 3,027.93
Group 1 0000002227 42,700.62 01-Mar-2005 5 8.750% 2,120.95
Group 1 0003859787 215,024.50 01-Mar-2005 5 6.750% 7,842.17
Group 1 0004100611 125,000.00 01-Mar-2005 5 6.500% 4,375.00
Group 1 0004113431 112,800.00 01-May-2005 3 6.250% 2,702.50
Group 1 0004452755 107,426.44 01-May-2005 3 6.125% 2,517.71
Group 1 0004452821 116,000.00 01-Apr-2005 4 6.000% 3,190.02
Group 1 0081000994 120,268.43 01-Jan-2005 7 7.900% 6,683.51
Group 1 0082600422 59,947.18 01-May-2005 3 7.900% 1,848.35
Group 1 0092101031 141,379.23 01-May-2005 3 8.450% 4,683.19
Group 1 0100400495 107,792.45 01-Jan-2005 7 7.600% 5,747.93
Group 1 0101100924 154,323.41 01-Apr-2005 4 8.800% 6,397.58
Group 1 0101200453 292,496.31 01-Jun-2005 2 7.800% 7,117.45
Group 1 0101400040 135,724.13 01-Mar-2005 5 9.650% 7,233.51
Group 1 0101500233 103,065.22 01-Feb-2005 6 8.150% 5,244.00
Group 1 0102100468 69,303.09 01-Jun-2005 2 6.700% 1,431.93
Group 1 0110101496 58,745.71 01-Apr-2005 4 7.600% 2,081.31
Group 1 0110300720 62,208.18 01-Jun-2005 2 9.400% 1,844.04
Group 1 0110400967 118,928.13 01-Jun-2005 2 7.400% 2,735.36
Group 1 0110801442 219,240.05 01-Jun-2005 2 7.750% 5,298.85
Group 1 0111800846 54,400.00 01-Jun-2005 2 7.350% 1,242.12
Group 1 0111801203 79,799.16 01-Mar-2005 5 7.600% 3,305.13
Group 1 0112200356 186,485.98 01-Jun-2005 2 8.350% 4,874.91
Group 1 1000195055 299,054.85 01-Feb-2005 6 7.700% 14,317.57
Group 1 1000195762 212,929.91 01-Apr-2005 4 6.990% 6,894.71
Group 1 1000196203 318,941.55 01-Feb-2005 6 7.000% 13,779.61
Group 1 1000196441 321,934.64 01-Jun-2005 2 7.250% 7,234.54
Group 1 1000196816 244,596.38 01-Jan-2005 7 6.990% 11,864.49
Group 1 1000198291 226,851.54 01-Apr-2005 4 5.990% 6,210.97
Group 1 1000198634 101,939.54 01-Jun-2005 2 7.200% 2,273.81
Group 1 1000199881 78,361.12 01-Jun-2005 2 7.850% 1,917.74
Group 1 1000199947 318,371.56 01-May-2005 3 6.900% 8,475.05
Group 1 1000200492 258,751.59 01-Jun-2005 2 7.990% 6,453.27
Group 1 1000200530 184,107.81 01-Mar-2005 5 6.990% 6,952.20
Group 1 1000201789 191,458.11 01-Apr-2005 4 7.800% 6,975.55
Group 1 1000203165 212,940.49 01-Mar-2005 5 5.750% 6,500.21
Group 1 1000203698 334,811.02 01-Mar-2005 5 6.650% 11,978.81
Group 1 1000203824 59,891.36 01-Jan-2005 7 9.600% 4,079.24
Group 1 1000204937 131,911.25 01-Jan-2005 7 7.990% 7,389.72
Group 1 1000205122 49,888.34 01-Feb-2005 6 9.350% 2,938.82
Group 1 1000205984 167,887.04 01-Jan-2005 7 7.990% 9,405.12
Group 1 1000206171 78,605.72 01-May-2005 3 6.050% 1,814.04
Group 1 1000207416 143,200.00 01-Apr-2005 4 5.900% 3,866.40
Group 1 1000207420 308,000.00 01-May-2005 3 6.990% 8,328.85
Group 1 1000208404 161,248.67 01-Apr-2005 4 10.250% 7,847.72
Group 1 1000209607 220,319.25 01-Jan-2005 7 7.000% 10,704.65
Group 1 1000209752 93,698.50 01-Mar-2005 5 5.650% 2,805.64
Group 1 1000211307 312,000.00 01-Mar-2005 5 7.750% 13,195.00
Group 1 5000109214 54,211.70 01-Apr-2005 4 8.450% 2,151.41
Group 1 5000109585 250,149.18 01-Jun-2005 2 7.450% 5,788.12
Group 1 5000110178 163,546.33 01-Feb-2005 6 7.900% 8,048.11
Group 1 5000113375 273,194.13 01-Feb-2005 6 7.990% 13,608.27
Group 1 5000114059 192,648.09 01-Jan-2005 7 7.200% 9,649.41
Group 1 5000114719 51,624.55 01-Apr-2005 4 8.550% 2,074.65
Group 1 5000115378 89,924.18 01-Jan-2005 7 10.250% 6,564.23
Group 1 5000115545 138,080.53 01-Feb-2005 6 7.350% 6,288.24
Group 1 5000115675 230,049.30 01-Apr-2005 4 7.500% 8,036.01
Group 1 5000116547 49,838.86 01-Jun-2005 2 10.400% 1,643.60
Group 1 5000116639 173,676.83 01-Apr-2005 4 7.000% 5,632.43
Group 1 5000117662 160,558.50 01-Jun-2005 2 8.550% 4,304.22
Group 1 5000117797 118,218.38 01-May-2005 3 8.850% 4,108.12
Group 1 5000117842 139,094.27 01-Mar-2005 5 7.650% 5,788.36
Group 1 5000118115 66,520.00 01-Apr-2005 4 8.500% 2,656.57
Group 1 5000118551 326,061.38 01-Mar-2005 5 6.850% 12,046.18
Group 1 5000118576 50,182.13 01-Apr-2005 4 8.000% 1,878.52
Group 1 5000118651 70,916.73 01-Mar-2005 5 8.250% 3,199.63
Group 1 5000118849 139,631.79 01-Mar-2005 5 8.150% 6,218.40
Group 1 5000119150 51,840.22 01-Apr-2005 4 8.500% 2,070.31
Group 1 5000119159 67,690.63 01-May-2005 3 9.200% 2,451.63
Group 1 5000119288 328,825.60 01-Jan-2005 7 6.700% 15,235.80
Group 1 5000119368 109,545.68 01-May-2005 3 6.650% 2,801.95
Group 1 5000119611 120,975.16 01-Jun-2005 2 7.650% 2,879.95
Group 1 5000120217 107,940.88 01-Jan-2005 7 8.990% 6,857.01
Group 1 5000120286 101,791.72 01-Mar-2005 5 6.700% 3,671.52
Group 1 5000120346 120,238.59 01-Mar-2005 5 7.500% 4,898.39
Group 1 5000120355 215,855.06 01-Jan-2005 7 8.000% 12,108.49
Group 1 5000120640 57,769.08 01-Jan-2005 7 9.100% 3,717.94
Group 1 5000120783 103,207.89 01-Apr-2005 4 7.800% 3,760.25
Group 1 5000121003 54,788.74 01-Mar-2005 5 8.000% 2,392.03
Group 1 5000121055 262,644.75 01-Jan-2005 7 7.100% 12,958.24
Group 1 5000121149 115,343.57 01-Jun-2005 2 6.350% 2,245.93
Group 1 5000121170 139,387.94 01-Jan-2005 7 7.400% 7,190.86
Group 1 5000121392 123,924.72 01-Jan-2005 7 8.490% 7,407.66
Group 1 5000121497 154,026.46 01-May-2005 3 6.750% 4,003.92
Group 1 5000121840 116,567.11 01-Jun-2005 2 8.500% 3,105.47
Group 1 5000121965 101,440.36 01-May-2005 3 5.550% 2,129.68
Group 1 5000122467 94,367.51 01-Feb-2005 6 7.800% 4,581.02
Group 1 5000122526 52,974.96 01-Mar-2005 5 7.250% 2,080.86
Group 1 5000122559 50,007.42 01-Apr-2005 4 8.650% 2,034.99
Group 1 5000122644 151,762.61 01-Mar-2005 5 7.550% 6,227.04
Group 1 5000122720 71,164.03 01-Mar-2005 5 8.150% 3,169.46
Group 1 5000122898 158,242.01 01-Jan-2005 7 5.990% 6,489.17
Group 1 5000123245 52,073.37 01-Mar-2005 5 7.100% 1,999.83
Group 1 5000123442 179,695.19 01-Feb-2005 6 6.850% 7,584.06
Group 1 5000124125 179,369.26 01-May-2005 3 7.850% 5,485.24
Group 1 5000124350 72,021.14 01-May-2005 3 8.350% 2,352.60
Group 1 5000124697 121,173.91 01-Apr-2005 4 8.050% 4,566.44
Group 1 6000108086 350,000.00 01-Jun-2005 2 7.200% 7,816.68
Group 1 6000117743 304,719.53 01-Mar-2005 5 5.990% 9,728.44
Group 1 6000117887 91,793.62 01-Feb-2005 6 7.500% 4,272.20
Group 1 6000118044 375,250.00 01-Jan-2005 7 7.400% 19,419.21
Group 1 6000118771 313,079.29 01-Jan-2005 7 6.950% 15,093.69
Group 1 6000118943 391,499.20 01-Jun-2005 2 7.100% 8,613.00
Group 1 6000118983 170,893.70 01-Jun-2005 2 6.500% 3,413.01
Group 1 6000119043 79,712.92 01-May-2005 3 8.650% 2,703.58
Group 1 6000119160 98,943.19 01-Jun-2005 2 8.250% 2,557.14
Group 1 6000119642 304,247.70 01-Jun-2005 2 7.100% 6,684.96
Group 1 6000119792 203,516.64 01-Jul-2005 1 7.000% 3,304.27
Group 1 6000120164 143,765.55 01-Jan-2005 7 7.050% 7,038.95
Group 1 6000120249 72,629.59 01-Jan-2005 7 8.350% 4,265.11
Group 1 6000120435 154,083.94 01-Mar-2005 5 7.950% 6,682.16
Group 1 6000121263 116,490.04 01-Jul-2005 1 6.000% 1,600.07
Group 1 6000121264 61,517.89 01-Jan-2005 7 8.050% 3,473.90
Group 1 6000121939 207,808.27 01-Jan-2005 7 6.400% 9,160.97
Group 1 6000121953 79,875.89 01-Mar-2005 5 9.300% 4,093.74
Group 1 6000122069 105,276.36 01-May-2005 3 7.550% 3,087.72
Group 1 6000122427 104,125.00 01-May-2005 3 8.100% 3,297.25
Group 1 6000122763 303,744.56 01-May-2005 3 6.990% 8,199.65
Group 1 6000123145 186,899.87 01-May-2005 3 8.300% 6,066.23
Group 1 6000123310 122,866.01 01-Apr-2005 4 8.000% 4,599.46
Group 1 6000124363 199,633.93 01-Mar-2005 5 8.500% 9,298.71
Group 1 6000124467 224,831.34 01-Jan-2005 7 7.450% 11,683.41
Group 1 6000125175 103,682.09 01-Apr-2005 4 7.400% 3,570.00
Group 1 6000126293 139,817.79 01-May-2005 3 7.000% 3,780.26
Group 1 7000118418 151,217.05 01-Jun-2005 2 7.900% 3,725.96
Group 1 7000118618 279,603.47 01-Jan-2005 7 7.750% 15,159.24
Group 1 7000119366 342,015.91 01-May-2005 3 6.250% 8,177.90
Group 1 7000119627 113,764.03 01-May-2005 3 6.850% 3,004.68
Group 1 7000120098 239,627.74 01-Feb-2005 6 9.300% 14,031.88
Group 1 7000120334 285,052.47 01-Apr-2005 4 11.990% 16,368.02
Group 1 7000120628 125,891.51 01-Jan-2005 7 6.750% 5,880.46
Group 1 7000121171 100,492.13 01-Apr-2005 4 7.650% 3,585.84
Group 1 7000121426 110,425.84 01-Apr-2005 4 8.100% 4,189.01
Group 1 7000121519 199,573.78 01-Feb-2005 6 7.750% 9,621.40
Group 1 7000121592 341,756.94 01-May-2005 3 5.600% 7,246.11
Group 1 7000121665 269,910.05 01-May-2005 3 6.300% 6,522.83
Group 1 7000122336 143,459.76 01-Jan-2005 7 6.100% 6,001.33
Group 1 7000122515 192,172.77 01-Mar-2005 5 7.550% 7,885.13
Group 1 7000122520 54,851.54 01-Mar-2005 5 10.050% 3,051.41
Group 1 7000123392 449,650.39 01-May-2005 3 7.950% 13,938.14
Group 1 7000123462 404,690.29 01-Jan-2005 7 7.350% 20,726.01
Group 1 7000123761 238,451.38 01-May-2005 3 6.250% 5,701.67
Group 1 8000020020 253,795.79 01-Mar-2005 5 8.650% 12,043.68
Group 1 8000020999 180,494.68 01-Apr-2005 4 8.250% 6,982.39
Group 1 8000021225 303,023.68 01-Feb-2005 6 7.150% 13,395.17
Group 1 8000022009 199,725.20 01-Jan-2005 7 7.900% 11,053.46
Group 1 8000022727 397,840.41 01-May-2005 3 7.400% 11,419.62
Group 1 8000023049 268,883.54 01-May-2005 3 7.950% 8,334.68
Group 1 8000023142 250,560.12 01-Apr-2005 4 6.250% 7,186.30
Group 1 8000023461 299,205.59 01-Apr-2005 4 8.150% 11,422.76
Group 1 8000024245 166,658.14 01-Feb-2005 6 7.950% 8,257.01
Group 1 8000024262 345,776.27 01-Feb-2005 6 7.850% 16,900.55
Group 1 8000024286 178,532.94 01-Mar-2005 5 11.800% 11,757.11
Group 1 8000024687 284,084.72 01-Apr-2005 4 7.150% 9,426.37
Group 1 8000025200 159,766.49 01-Jan-2005 7 7.600% 8,482.08
Group 1 8000025359 313,236.58 01-Apr-2005 4 7.750% 11,344.03
Group 1 8000025517 280,794.25 01-Feb-2005 6 6.250% 10,727.00
Group 1 8000025966 160,951.64 01-Jun-2005 2 8.100% 4,073.23
Group 1 8000025986 331,809.55 01-May-2005 3 7.750% 10,008.66
Group 1 8000026623 187,320.37 01-Jan-2005 7 6.200% 7,976.69
Group 1 8000026736 249,468.42 01-May-2005 3 7.550% 7,316.90
Group 1 8000026992 198,945.89 01-May-2005 3 11.500% 9,116.17
Group 1 8000027788 263,541.00 01-Mar-2005 5 8.750% 12,660.23
Group 1 8000028204 131,748.30 01-Mar-2005 5 8.300% 5,982.80
Group 1 8000029180 375,611.13 01-Jan-2005 7 5.800% 14,867.71
Group 2 1000202881 78,143.85 01-Jan-2005 7 10.990% 6,138.82
Group 2 1000205040 32,989.31 01-Jan-2005 7 11.440% 2,703.16
Group 2 5000114293 101,358.41 01-Jan-2005 7 7.200% 5,076.65
Group 2 5000115898 55,926.61 01-Mar-2005 5 10.100% 3,127.67
Group 2 5000121154 65,684.86 01-Jan-2005 7 9.990% 4,666.60
Group 2 5000121795 76,124.90 01-Jun-2005 2 7.450% 1,761.49
Group 2 6000120362 15,932.50 01-Jan-2005 7 11.500% 1,302.87
Group 2 6000120648 119,684.25 01-Feb-2005 6 8.150% 6,089.47
Group 2 6000120730 75,402.27 01-Feb-2005 6 7.400% 3,459.02
Group 2 6000120772 29,947.63 01-Feb-2005 6 11.000% 2,093.60
Group 2 6000125231 223,685.58 01-Mar-2005 5 8.450% 10,353.69
Group 2 8000023766 223,743.96 01-Feb-2005 6 8.800% 12,355.06
Group 2 8000029573 139,723.82 01-Feb-2005 6 7.800% 6,782.78
Group 3 1000200365 393,194.04 01-Jun-2005 2 5.990% 7,184.18
Group 3 5000116575 498,574.65 01-Mar-2005 5 7.750% 21,039.11
Group 3 5000120014 473,500.00 01-Feb-2005 6 5.490% 15,751.76
Group 3 5000121635 511,518.85 01-Jan-2005 7 6.300% 22,165.87
Group 3 6000122397 585,120.00 01-May-2005 3 6.050% 13,530.90
Group 3 7000117184 358,941.70 01-Jun-2005 2 7.800% 8,724.92
Group 3 8000025083 379,498.61 01-Feb-2005 6 8.100% 19,182.43
Group 3 8000027101 614,250.12 01-Apr-2005 4 7.100% 20,228.08
Group 4 5000121216 118,882.46 01-Feb-2005 6 9.500% 7,120.27
Group 4 6000126763 383,059.84 01-Jun-2005 2 6.950% 8,225.10
COLLATERAL STATEMENT
Collateral Description Mixed Fixed & Arm
Weighted Average Gross Coupon 7.168958%
Weighted Average Net Coupon 6.684008%
Weighted Average Pass-Through Rate 6.670008%
Weighted Average Maturity(Stepdown Calculation) 344
Beginning Scheduled Collateral Loan Count 7,600
Number Of Loans Paid In Full 312
Ending Scheduled Collateral Loan Count 7,288
Beginning Scheduled Collateral Balance 1,260,488,218.50
Ending Scheduled Collateral Balance 1,208,459,188.81
Ending Actual Collateral Balance at 30-Sep-2005 1,209,001,256.43
Monthly P&I Constant 8,314,168.50
Special Servicing Fee 0.00
Prepayment Penalties 1,019,653.73
Realized Loss Amount 0.00
Cumulative Realized Loss 0.00
Scheduled Principal 782,680.83
Unscheduled Principal 51,246,348.86
Required Overcollateralization Amount 0.00
Overcollateralized Increase Amount 0.00
Overcollateralized reduction Amount 0.00
Specified O/C Amount 10,778,018.65
Overcollateralized Amount 10,778,018.65
Overcollateralized Deficiency Amount 0.00
Base Overcollateralized Amount 0.00
COLLATERAL STATEMENT
Collateral Description Mixed Fixed & Arm
Weighted Average Coupon Rate 7.168958%
Weighted Average Net Rate 6.684008%
Weighted Average Pass Through Rate 6.670008%
Weighted Average Maturity 344
Record Date 09/30/2005
Principal and Interest Constant 8,314,168.50
Beginning Loan Count 7,600
Loans Paid in Full 312
Ending Loan Count 7,288
Beginning Scheduled Balance 1,260,488,218.50
Ending Scheduled Balance 1,208,459,188.81
Ending Actual Balance at 30-Sep-2005 1,209,001,256.43
Scheduled Principal 782,680.83
Unscheduled Principal 51,246,348.86
Scheduled Interest 7,531,487.67
Servicing Fee 509,394.07
Master Servicing Fee 0.00
Trustee Fee 0.00
FRY Amount 0.00
Special Hazard Fee 0.00
Other Fee 14,705.70
Pool Insurance Fee 0.00
Spread 1 0.00
Spread 2 0.00
Spread 3 0.00
Net Interest 7,007,387.90
Realized Loss Amount 0.00
Cumulative Realized Loss 0.00
Percentage of Cumulative Losses 0.0000
Special Servicing Fee 0.00
Prepayment Penalties 1,019,653.73
Required Overcollateralized Amount 0.00
Overcollateralized Increase Amount 0.00
Overcollateralized Reduction Amount 0.00
Specified O/C Amount 10,778,018.65
Overcollateralized Amount 10,778,018.65
Overcollateralized Deficiency Amount 0.00
Base Overcollateralization Amount 0.00
Group Level Collateral Statement
Group Group 1 Group 2 Group 3
Collateral Description Mixed ARM Mixed Fixed Mixed ARM
Weighted Average Coupon Rate 7.072681 8.397833 6.460204
Weighted Average Net Rate 6.588585 7.912249 5.972567
Weighted Average Maturity 350 313 350
Beginning Loan Count 4,397 2,288 565
Loans Paid In Full 169 101 24
Ending Loan Count 4,228 2,187 541
Beginning Scheduled Balance 790,152,899.32 161,386,253.20 259,693,489.09
Ending Scheduled Balance 758,196,554.39 154,531,288.30 248,420,832.04
Record Date 09/30/2005 09/30/2005 09/30/2005
Principal And Interest Constant 5,137,837.50 1,277,655.61 1,511,744.16
Scheduled Principal 480,754.69 148,243.32 113,683.37
Unscheduled Principal 31,475,590.24 6,706,721.58 11,158,973.68
Scheduled Interest 4,657,082.81 1,129,412.29 1,398,060.79
Servicing Fees 318,758.20 65,305.40 105,530.13
Master Servicing Fees 0.00 0.00 0.00
Trustee Fee 0.00 0.00 0.00
FRY Amount 0.00 0.00 0.00
Special Hazard Fee 0.00 0.00 0.00
Other Fee 9,218.45 1,882.84 3,029.76
Pool Insurance Fee 0.00 0.00 0.00
Spread 1 0.00 0.00 0.00
Spread 2 0.00 0.00 0.00
Spread 3 0.00 0.00 0.00
Net Interest 4,329,106.16 1,062,224.05 1,289,500.90
Realized Loss Amount 0.00 0.00 0.00
Cumulative Realized Loss 0.00 0.00 0.00
Percentage of Cumulative Losses 0.0000 0.0000 0.0000
Prepayment Penalties 0.00 0.00 0.00
Special Servicing Fee 0.00 0.00 0.00
Pass-Through Rate 6.574585 7.898249 5.958567
Group Level Collateral Statement
Group Group 4 Total
Collateral Description Mixed Fixed Mixed Fixed & Arm
Weighted Average Coupon Rate 8.452203 7.168958
Weighted Average Net Rate 7.969813 6.684008
Weighted Average Maturity 310 344
Beginning Loan Count 350 7,600
Loans Paid In Full 18 312
Ending Loan Count 332 7,288
Beginning Scheduled Balance 49,255,576.89 1,260,488,218.50
Ending scheduled Balance 47,310,514.08 1,208,459,188.81
Record Date 09/30/2005 09/30/2005
Principal And Interest Constant 386,931.23 8,314,168.50
Scheduled Principal 39,999.45 782,680.83
Unscheduled Principal 1,905,063.36 51,246,348.86
Scheduled Interest 346,931.78 7,531,487.67
Servicing Fees 19,800.34 509,394.07
Master Servicing Fees 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 574.65 14,705.70
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 326,556.79 7,007,387.90
Realized Loss Amount 0.00 0.00
Cumulative Realized Loss 0.00 0.00
Percentage of Cumulative Losses 0.0000 0.0000
Prepayment Penalties 0.00 0.00
Special Servicing Fee 0.00 0.00
Pass-Through Rate 7.955813 6.670008
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
<s> <c> <c> <c> <c> <c> <c>
Group 1 169 31,650,893.00 31,455,105.99 0 0.00 0.00
Group 2 101 6,811,295.00 6,692,359.30 0 0.00 0.00
Group 3 24 11,204,368.00 11,157,320.24 0 0.00 0.00
Group 4 18 1,912,893.00 1,898,757.64 0 0.00 0.00
Total 312 51,579,449.00 51,203,543.17 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
<s> <c> <c> <c> <c> <c> <c> <c>
Group 1 0 0.00 0.00 0 0.00 0.00 40,214.60
Group 2 0 0.00 0.00 0 0.00 0.00 19,990.80
Group 3 0 0.00 0.00 0 0.00 0.00 6,414.54
Group 4 0 0.00 0.00 0 0.00 0.00 7,623.00
Total 0 0.00 0.00 0 0.00 0.00 74,242.94
Prepayment Loan Detail - Prepayments during Current Period
First Original
Loan LTV at Payment Principal Prepayment
Group Number State Origination Date Balance Amount
<s> <c> <c> <c> <c> <c> <c>
Group 1 0000001009 TX 80.00 01-Nov-2004 186,243.00 184,210.16
Group 1 0000001179 NV 81.89 01-Dec-2004 138,774.00 137,416.30
Group 1 0000001198 NV 85.00 01-Dec-2004 144,500.00 143,091.88
Group 1 0000001222 IL 100.00 01-Dec-2004 75,557.00 75,097.46
Group 1 0000001319 CA 74.96 01-Nov-2004 275,000.00 271,926.21
Group 1 0000001379 AZ 80.00 01-Dec-2004 137,832.00 137,832.00
Group 1 0000001435 AZ 79.98 01-Dec-2004 116,200.00 116,200.00
Group 1 0000001503 CA 80.00 01-Jan-2005 164,400.00 164,299.19
Group 1 0000001642 AZ 78.93 01-Sep-2004 355,200.00 350,758.40
Group 1 0000001705 CA 80.00 01-Jan-2005 326,404.00 326,401.75
Group 1 0000001716 CA 80.00 01-Jan-2005 300,000.00 300,000.00
Group 1 0000001723 MD 88.95 01-Jan-2005 253,500.00 250,667.33
Group 1 0000001852 SC 95.00 01-Jul-2004 40,375.00 39,957.39
Group 1 0000001899 SC 80.00 01-Jan-2005 133,600.00 132,526.91
Group 1 0000001921 CA 80.00 01-Jan-2005 136,800.00 136,800.00
Group 1 0000002133 CA 80.00 01-Dec-2004 105,312.00 105,284.03
Group 1 0002064840 VA 57.14 01-Dec-2004 160,000.00 158,936.71
Group 1 0002065887 CA 70.00 01-Dec-2004 262,500.00 260,150.86
Group 1 0003550803 CA 80.00 01-Jan-2005 236,000.00 236,000.00
Group 1 0004090946 CA 85.00 01-Dec-2004 208,250.00 206,660.32
Group 1 0004092102 CA 90.00 01-Jan-2005 319,500.00 317,995.52
Group 1 0004101206 CA 80.00 01-Jan-2005 172,000.00 171,730.86
Group 1 0004110500 CA 68.35 01-Jan-2005 290,500.00 290,500.00
Group 1 0004113187 FL 80.00 01-Jan-2005 204,000.00 204,000.00
Group 1 0004601689 AZ 80.00 01-Jan-2005 119,600.00 119,596.32
Group 1 0021026511 NV 80.00 01-Jan-2005 80,000.00 79,999.88
Group 1 0021026852 AZ 80.00 01-Jan-2005 173,600.00 171,596.28
Group 1 0092800346 OR 85.00 01-Jan-2005 104,550.00 103,991.44
Group 1 0102601132 MO 85.00 01-Jan-2005 205,874.00 204,799.03
Group 1 0110200049 MO 80.00 01-Jan-2005 98,400.00 97,913.76
Group 1 0111501119 IL 80.00 01-Feb-2005 144,236.00 143,136.15
Group 1 0111600104 KY 80.00 01-Jan-2005 81,200.00 81,003.37
Group 1 0111600204 IL 80.00 01-Jan-2005 204,800.00 203,341.00
Group 1 1000001193 CA 90.00 01-Nov-2004 103,500.00 102,564.37
Group 1 1000194064 MI 84.00 01-Nov-2004 147,000.00 145,492.35
Group 1 1000194378 CA 65.00 01-Nov-2004 169,000.00 168,189.12
Group 1 1000195021 CA 70.00 01-Nov-2004 192,500.00 191,473.70
Group 1 1000195719 CA 80.00 01-Nov-2004 257,600.00 255,204.31
Group 1 1000196491 CA 90.00 01-Nov-2004 180,000.00 180,000.00
Group 1 1000197648 CA 75.00 01-Nov-2004 90,000.00 89,209.95
Group 1 1000197733 FL 71.25 01-Nov-2004 213,750.00 212,259.57
Group 1 1000197946 MD 90.00 01-Dec-2004 184,500.00 184,500.00
Group 1 1000198227 CA 77.00 01-Nov-2004 164,000.00 162,565.05
Group 1 1000198255 CA 80.00 01-Nov-2004 172,720.00 170,306.43
Group 1 1000199014 CA 80.00 01-Dec-2004 180,000.00 178,325.57
Group 1 1000199257 MA 80.00 01-Dec-2004 344,000.00 341,102.28
Group 1 1000199873 IL 83.97 01-Dec-2004 199,000.00 197,105.01
Group 1 1000200009 CA 80.00 01-Dec-2004 123,920.00 122,461.64
Group 1 1000200373 CA 80.00 01-Dec-2004 260,000.00 257,700.27
Group 1 1000200886 CA 80.00 01-Dec-2004 312,000.00 312,000.00
Group 1 1000200922 CA 65.00 01-Dec-2004 338,000.00 335,022.50
Group 1 1000201413 FL 85.00 01-Dec-2004 111,775.00 110,947.10
Group 1 1000202085 CA 80.00 01-Dec-2004 216,000.00 213,792.89
Group 1 1000202147 CA 80.00 01-Dec-2004 207,920.00 207,920.00
Group 1 1000202240 FL 57.53 01-Dec-2004 210,000.00 207,483.34
Group 1 1000203106 NM 80.00 01-Dec-2004 148,282.00 146,585.56
Group 1 1000203950 AZ 85.00 01-Dec-2004 187,470.00 186,034.69
Group 1 1000204076 CA 80.00 01-Dec-2004 104,000.00 103,204.61
Group 1 1000204251 CA 80.00 01-Dec-2004 168,000.00 166,339.60
Group 1 1000204454 FL 80.00 01-Jan-2005 144,000.00 144,000.00
Group 1 1000204797 CA 64.17 01-Jan-2005 201,500.00 199,615.49
Group 1 1000205597 CA 80.00 01-Jan-2005 280,000.00 278,083.08
Group 1 1000205957 TN 65.00 01-Jan-2005 137,800.00 137,409.37
Group 1 1000205980 AZ 90.00 01-Jan-2005 154,842.00 153,591.26
Group 1 1000206300 CA 79.48 01-Jan-2005 213,000.00 210,810.84
Group 1 1000206359 CA 72.24 01-Jan-2005 190,000.00 188,400.99
Group 1 1000206846 VA 80.00 01-Jan-2005 160,000.00 158,942.75
Group 1 1000207469 CA 80.00 01-Jan-2005 269,600.00 269,600.00
Group 1 1000207856 CA 77.00 01-Jan-2005 308,000.00 308,000.00
Group 1 1000207907 CA 34.29 01-Jan-2005 240,000.00 237,510.10
Group 1 1000207956 WA 90.00 01-Jan-2005 167,400.00 165,991.21
Group 1 1000208126 CA 60.27 01-Jan-2005 220,000.00 218,552.90
Group 1 1000208383 CA 90.00 01-Jan-2005 247,500.00 245,413.05
Group 1 1000208567 FL 90.00 01-Jan-2005 135,000.00 134,057.09
Group 1 1000208656 NV 70.00 01-Jan-2005 164,500.00 163,678.58
Group 1 1000208925 CA 80.00 01-Jan-2005 266,400.00 266,400.00
Group 1 1000209086 AZ 80.00 01-Jan-2005 120,800.00 119,757.03
Group 1 1000209643 CA 80.00 01-Jan-2005 236,800.00 234,343.31
Group 1 1000209704 CA 80.00 01-Jan-2005 252,000.00 252,000.00
Group 1 1000211101 MI 80.00 01-Jan-2005 63,920.00 63,644.29
Group 1 1000211265 GA 80.00 01-Jan-2005 293,600.00 293,600.00
Group 1 1000211472 CA 80.00 01-Jan-2005 164,000.00 164,000.00
Group 1 5000111662 MN 90.00 01-Oct-2004 238,500.00 235,942.60
Group 1 5000112092 IL 90.00 01-Nov-2004 274,500.00 272,064.73
Group 1 5000115486 AZ 79.75 01-Dec-2004 127,200.00 126,149.31
Group 1 5000116718 NJ 90.00 01-Dec-2004 335,700.00 333,274.48
Group 1 5000116977 FL 80.00 01-Dec-2004 208,000.00 206,160.22
Group 1 5000117822 TX 90.00 01-Nov-2004 168,471.00 166,742.98
Group 1 5000117863 NJ 82.96 01-Dec-2004 224,000.00 221,916.26
Group 1 5000117936 IL 68.16 01-Dec-2004 167,000.00 165,242.73
Group 1 5000118284 MN 90.00 01-Dec-2004 324,008.00 320,894.01
Group 1 5000118401 OH 95.00 01-Dec-2004 163,400.00 161,954.02
Group 1 5000118464 MN 85.00 01-Dec-2004 175,100.00 173,426.67
Group 1 5000118630 MN 90.00 01-Dec-2004 208,800.00 206,953.12
Group 1 5000118692 VA 85.00 01-Dec-2004 133,407.00 132,131.99
Group 1 5000119238 IL 90.00 01-Dec-2004 199,341.00 197,678.16
Group 1 5000120048 NC 80.00 01-Jan-2005 115,120.00 114,299.81
Group 1 5000120110 IL 50.00 01-Jan-2005 250,000.00 247,341.10
Group 1 5000120112 MN 90.00 01-Jan-2005 144,000.00 143,090.12
Group 1 5000120137 IL 95.00 01-Jan-2005 99,750.00 99,058.82
Group 1 5000121980 IL 64.33 01-Jan-2005 173,700.00 172,942.94
Group 1 6000114584 FL 48.19 01-Dec-2004 93,000.00 92,376.99
Group 1 6000115471 MD 90.00 01-Nov-2004 233,100.00 230,380.32
Group 1 6000115899 FL 80.00 01-Dec-2004 55,200.00 54,885.99
Group 1 6000115952 FL 80.00 01-Dec-2004 74,400.00 73,976.70
Group 1 6000116965 GA 90.00 01-Dec-2004 137,610.00 136,230.42
Group 1 6000117719 FL 85.00 01-Nov-2004 130,900.00 129,959.00
Group 1 6000117900 FL 80.00 01-Dec-2004 180,000.00 178,584.70
Group 1 6000118341 NJ 80.00 01-Dec-2004 280,000.00 278,253.02
Group 1 6000118467 NJ 80.00 01-Dec-2004 234,400.00 232,326.63
Group 1 6000118690 FL 90.00 01-Dec-2004 92,250.00 91,545.94
Group 1 6000118898 FL 90.00 01-Dec-2004 99,000.00 98,316.37
Group 1 6000119589 FL 90.00 01-Dec-2004 112,500.00 111,632.82
Group 1 6000120458 MI 85.00 01-Dec-2004 100,300.00 99,674.21
Group 1 6000120556 NJ 90.00 01-Jan-2005 184,500.00 182,854.95
Group 1 6000120599 FL 85.00 01-Dec-2004 141,950.00 140,584.07
Group 1 6000120937 FL 80.00 01-Dec-2004 116,000.00 114,922.40
Group 1 6000121322 FL 90.00 01-Jan-2005 127,800.00 127,793.00
Group 1 6000121473 TN 100.00 01-Dec-2004 52,000.00 51,704.19
Group 1 6000121621 MA 80.00 01-Jan-2005 316,000.00 312,959.24
Group 1 6000121778 FL 90.00 01-Dec-2004 114,210.00 113,247.84
Group 1 6000122171 NJ 95.00 01-Jan-2005 131,100.00 130,251.66
Group 1 6000122962 FL 80.00 01-Dec-2004 172,000.00 171,944.39
Group 1 6000123403 MD 90.00 01-Jan-2005 79,200.00 78,663.75
Group 1 6000123441 FL 80.00 01-Jan-2005 167,920.00 167,920.00
Group 1 6000123873 FL 90.00 01-Jan-2005 100,800.00 100,102.96
Group 1 6000124228 MD 67.27 01-Jan-2005 185,000.00 184,312.44
Group 1 6000124444 NH 80.69 01-Jan-2005 117,000.00 115,936.56
Group 1 6000125105 NY 62.50 01-Jan-2005 250,000.00 247,693.25
Group 1 6000125354 NJ 80.00 01-Jan-2005 112,000.00 111,256.04
Group 1 7000115343 FL 80.00 01-Nov-2004 204,000.00 201,762.69
Group 1 7000115730 FL 90.00 01-Nov-2004 234,000.00 231,632.05
Group 1 7000118414 CA 80.00 01-Dec-2004 256,000.00 256,000.00
Group 1 7000118501 RI 85.00 01-Dec-2004 272,000.00 269,793.39
Group 1 7000118683 CA 80.00 01-Dec-2004 132,000.00 130,951.84
Group 1 7000118851 CA 80.00 01-Dec-2004 288,000.00 286,008.51
Group 1 7000118990 HI 75.00 01-Dec-2004 141,000.00 140,164.11
Group 1 7000119373 AZ 90.00 01-Dec-2004 118,800.00 117,789.36
Group 1 7000119650 CA 80.00 01-Dec-2004 342,800.00 342,800.00
Group 1 7000119726 NJ 75.00 01-Dec-2004 318,750.00 316,038.51
Group 1 7000119749 NJ 80.00 01-Dec-2004 320,000.00 316,699.01
Group 1 7000119802 CA 77.78 01-Dec-2004 350,000.00 346,843.44
Group 1 7000119827 MD 90.00 01-Dec-2004 349,200.00 345,957.90
Group 1 7000120064 FL 80.00 01-Dec-2004 320,000.00 316,852.66
Group 1 7000120826 MO 80.00 01-Dec-2004 117,200.00 115,932.30
Group 1 7000121394 CA 65.79 01-Dec-2004 125,000.00 123,947.04
Group 1 7000121628 OR 80.00 01-Dec-2004 168,000.00 166,570.85
Group 1 7000121669 CA 90.00 01-Dec-2004 252,000.00 249,770.99
Group 1 7000122434 CA 63.64 01-Dec-2004 210,000.00 208,475.29
Group 1 7000122639 CA 64.85 01-Jan-2005 107,000.00 106,393.82
Group 1 7000123240 MD 90.00 01-Jan-2005 99,900.00 99,147.57
Group 1 7000123589 CA 70.00 01-Jan-2005 350,000.00 346,153.53
Group 1 7000124690 CA 80.00 01-Jan-2005 140,000.00 140,000.00
Group 1 7000124818 NC 80.00 01-Jan-2005 111,992.00 111,992.00
Group 1 8000022363 NJ 90.00 01-Dec-2004 159,300.00 158,009.80
Group 1 8000022504 NJ 70.00 01-Dec-2004 172,900.00 171,553.96
Group 1 8000022526 PA 80.00 01-Nov-2004 215,920.00 213,420.79
Group 1 8000022659 NJ 85.00 01-Dec-2004 178,500.00 177,254.90
Group 1 8000023013 NJ 28.85 01-Dec-2004 150,000.00 148,971.02
Group 1 8000024251 NY 36.21 01-Dec-2004 172,000.00 169,674.41
Group 1 8000024416 NY 80.00 01-Dec-2004 256,000.00 254,007.00
Group 1 8000024643 RI 68.97 01-Dec-2004 200,000.00 199,079.56
Group 1 8000025217 NY 80.00 01-Dec-2004 276,288.00 273,432.83
Group 1 8000025220 NY 45.83 01-Jan-2005 275,000.00 273,921.85
Group 1 8000025411 NY 90.00 01-Jan-2005 139,500.00 138,424.51
Group 1 8000026590 NJ 69.39 01-Jan-2005 170,000.00 169,401.17
Group 1 8000027214 MA 90.00 01-Jan-2005 320,400.00 317,484.22
Group 1 8000028710 NJ 35.71 01-Jan-2005 75,000.00 75,000.00
Group 1 8000028820 MD 90.00 01-Jan-2005 72,000.00 71,497.08
Group 2 0000001010 TX 100.00 01-Nov-2004 46,561.00 46,372.71
Group 2 0000001292 AZ 100.00 01-Dec-2004 26,382.00 25,703.76
Group 2 0000001380 AZ 100.00 01-Dec-2004 34,458.00 34,201.50
Group 2 0000001436 AZ 99.97 01-Dec-2004 29,050.00 28,924.12
Group 2 0000001504 CA 100.00 01-Jan-2005 41,100.00 40,889.09
Group 2 0000001539 TX 100.00 01-Dec-2004 29,787.00 24,372.74
Group 2 0000001900 SC 95.00 01-Jan-2005 25,050.00 24,966.38
Group 2 0000002134 CA 100.00 01-Dec-2004 26,328.00 26,225.55
Group 2 0000958662 AZ 100.00 17-May-2002 22,250.00 19,859.88
Group 2 0003131766 CA 99.77 01-Jan-2005 47,000.00 46,810.74
Group 2 0003252125 WA 100.00 01-Jan-2005 26,000.00 25,936.78
Group 2 0003550368 CA 100.00 01-Jan-2005 58,000.00 57,788.66
Group 2 0003550804 CA 100.00 01-Jan-2005 59,000.00 58,844.45
Group 2 0003859658 CA 100.00 01-Jan-2005 39,200.00 39,087.30
Group 2 0003859900 CA 100.00 01-Jan-2005 50,000.00 49,833.10
Group 2 0003928462 KY 100.00 01-Apr-2002 33,075.00 30,870.63
Group 2 0004100236 CA 84.48 01-Dec-2004 75,000.00 74,599.03
Group 2 0004113188 FL 100.00 01-Jan-2005 51,000.00 50,800.02
Group 2 0004313691 OR 100.00 01-Jan-2005 40,000.00 39,882.57
Group 2 0004601626 AZ 100.00 01-Jan-2005 25,800.00 25,302.72
Group 2 0004601690 AZ 100.00 01-Jan-2005 29,900.00 29,782.81
Group 2 0004701340 MI 100.00 01-Jan-2005 50,000.00 49,878.46
Group 2 0021026512 NV 100.00 01-Jan-2005 20,000.00 19,928.77
Group 2 0021026856 AZ 100.00 01-Jan-2005 43,400.00 43,140.90
Group 2 0021027085 CA 49.85 01-Jan-2005 82,000.00 81,203.82
Group 2 1000197699 VA 100.00 01-Dec-2004 45,800.00 45,527.06
Group 2 1000198132 MD 95.00 01-Dec-2004 10,250.00 9,676.24
Group 2 1000198428 CA 100.00 01-Nov-2004 43,180.00 42,868.00
Group 2 1000199362 CA 100.00 01-Dec-2004 45,000.00 44,783.29
Group 2 1000199863 VA 100.00 01-Dec-2004 132,250.00 131,239.38
Group 2 1000200048 CA 100.00 01-Dec-2004 30,980.00 30,856.12
Group 2 1000201756 NY 80.00 01-Dec-2004 180,000.00 178,376.57
Group 2 1000202688 CA 78.96 01-Dec-2004 209,250.00 206,947.69
Group 2 1000202768 CA 100.00 01-Jan-2005 29,800.00 29,631.21
Group 2 1000203377 NM 100.00 01-Dec-2004 37,070.00 36,891.45
Group 2 1000203575 CO 100.00 01-Dec-2004 92,517.00 92,136.10
Group 2 1000203701 CA 78.39 01-Dec-2004 341,000.00 337,293.20
Group 2 1000207820 CA 48.61 01-Jan-2005 175,000.00 173,239.15
Group 2 1000208194 CA 85.00 01-Jan-2005 158,100.00 156,357.57
Group 2 1000208974 CA 100.00 01-Jan-2005 66,600.00 66,203.94
Group 2 1000209306 MD 81.55 01-Jan-2005 221,000.00 219,425.49
Group 2 1000209762 CA 100.00 01-Jan-2005 59,200.00 58,961.61
Group 2 1000211560 CA 100.00 01-Jan-2005 41,000.00 40,808.25
Group 2 4303002994 CA 87.07 01-Apr-2004 75,000.00 72,803.55
Group 2 4303003699 CA 100.00 01-Jun-2004 92,000.00 91,399.45
Group 2 4303004593 CA 96.77 01-Aug-2004 120,000.00 119,432.20
Group 2 4303005633 AZ 100.00 01-Sep-2004 90,000.00 89,347.31
Group 2 4303005792 CA 90.00 01-Aug-2004 70,000.00 69,439.77
Group 2 4303005829 MD 90.00 01-Sep-2003 26,500.00 25,414.80
Group 2 4303007205 CA 99.98 01-Oct-2004 57,743.00 57,400.91
Group 2 4303007599 CA 90.00 01-Nov-2004 54,000.00 53,668.26
Group 2 4303007625 CA 85.00 01-Oct-2004 134,850.00 133,499.07
Group 2 4303007635 CA 90.00 01-Oct-2004 125,000.00 99,224.04
Group 2 4303007677 NY 100.00 01-Oct-2004 75,000.00 74,496.99
Group 2 5000115810 AZ 100.00 01-Dec-2004 32,300.00 32,174.24
Group 2 5000118739 VA 100.00 01-Dec-2004 23,542.00 23,091.40
Group 2 5000118776 MN 95.00 01-Dec-2004 11,600.00 10,999.03
Group 2 5000119036 IL 57.84 01-Dec-2004 107,000.00 105,916.97
Group 2 5000120007 CO 100.00 01-Dec-2004 21,000.00 17,406.37
Group 2 5000120167 NC 100.00 01-Jan-2005 28,780.00 28,455.13
Group 2 5000121606 VA 100.00 01-Jan-2005 49,000.00 48,822.89
Group 2 6000118581 NJ 100.00 01-Dec-2004 58,600.00 58,401.68
Group 2 6000118703 NJ 100.00 01-Nov-2004 33,750.00 33,265.60
Group 2 6000118738 FL 95.00 01-Dec-2004 5,125.00 4,870.71
Group 2 6000119623 FL 100.00 01-Dec-2004 12,500.00 12,197.15
Group 2 6000119790 FL 100.00 01-Dec-2004 45,000.00 44,456.41
Group 2 6000120940 FL 100.00 01-Dec-2004 29,000.00 28,836.69
Group 2 6000122791 VA 100.00 01-Dec-2004 44,800.00 44,667.73
Group 2 6000123016 FL 100.00 01-Dec-2004 43,000.00 42,808.63
Group 2 6000123414 FL 89.58 01-Jan-2005 107,460.00 106,603.27
Group 2 6000123931 FL 95.00 01-Jan-2005 5,600.00 5,352.14
Group 2 6000124785 NJ 95.00 01-Jan-2005 10,250.00 9,790.13
Group 2 6000125217 GA 100.00 01-Jan-2005 27,960.00 27,841.58
Group 2 6000126488 FL 100.00 01-Jan-2005 11,690.00 11,542.26
Group 2 7000000956 WA 100.00 01-Dec-2004 31,800.00 31,658.45
Group 2 7000117005 NY 36.78 01-Nov-2004 257,479.00 254,628.26
Group 2 7000118794 RI 90.00 01-Dec-2004 16,000.00 15,191.50
Group 2 7000118803 OR 100.00 01-Dec-2004 50,000.00 49,671.64
Group 2 7000118884 CA 100.00 01-Dec-2004 33,000.00 32,907.67
Group 2 7000119428 AZ 100.00 01-Dec-2004 13,200.00 13,035.29
Group 2 7000119479 CA 100.00 01-Dec-2004 63,600.00 62,638.05
Group 2 7000119750 WA 100.00 01-Dec-2004 31,000.00 30,885.54
Group 2 7000119790 NJ 100.00 01-Dec-2004 80,000.00 79,764.00
Group 2 7000120220 FL 100.00 01-Dec-2004 80,000.00 79,690.22
Group 2 7000120550 CA 77.51 01-Dec-2004 158,900.00 157,494.50
Group 2 7000120860 MO 100.00 01-Dec-2004 29,300.00 29,155.16
Group 2 7000121142 MO 100.00 01-Dec-2004 47,400.00 46,637.81
Group 2 7000121416 DE 95.00 01-Dec-2004 7,745.00 7,355.29
Group 2 7000121542 NV 79.86 01-Dec-2004 176,500.00 174,938.75
Group 2 7000121632 OR 95.00 01-Dec-2004 31,500.00 1,791.11
Group 2 7000122250 MD 100.00 01-Jan-2005 70,000.00 69,761.25
Group 2 7000122869 MD 95.00 01-Jan-2005 22,361.00 21,892.24
Group 2 7000123233 CA 100.00 01-Jan-2005 59,000.00 58,780.64
Group 2 7000123414 MD 95.00 01-Jan-2005 5,550.00 5,304.43
Group 2 7000123446 FL 77.01 01-Jan-2005 144,000.00 142,994.28
Group 2 7000124386 AZ 100.00 01-Jan-2005 42,000.00 41,780.23
Group 2 8000022574 NY 70.00 01-Dec-2004 241,500.00 239,505.16
Group 2 8000025227 NY 100.00 01-Dec-2004 69,072.00 68,799.21
Group 2 8000026887 NJ 80.00 01-Jan-2005 184,000.00 182,595.34
Group 2 8000027327 FL 80.00 01-Jan-2005 248,000.00 246,069.27
Group 2 8000027343 FL 100.00 01-Jan-2005 62,000.00 61,750.32
Group 3 0000001730 CA 80.00 01-Jan-2005 426,968.00 422,086.02
Group 3 0002059792 GA 90.00 01-Dec-2004 369,000.00 366,918.14
Group 3 0003131813 CA 79.35 01-Jan-2005 499,900.00 499,900.00
Group 3 0003550690 CA 80.00 01-Jan-2005 602,400.00 601,392.01
Group 3 0003700655 CA 80.00 01-Jan-2005 407,200.00 407,196.93
Group 3 0003859582 CA 80.00 01-Jan-2005 388,000.00 388,000.00
Group 3 1000196480 CA 95.00 01-Nov-2004 741,000.00 734,623.28
Group 3 1000198895 CA 81.98 01-Dec-2004 410,000.00 406,186.08
Group 3 1000199693 CA 90.21 01-Dec-2004 424,000.00 419,542.57
Group 3 1000203142 CA 85.00 01-Dec-2004 408,000.00 408,000.00
Group 3 1000203666 CA 80.00 01-Dec-2004 364,800.00 361,072.45
Group 3 1000203784 NJ 79.37 01-Jan-2005 404,000.00 400,517.07
Group 3 1000205520 CA 90.00 01-Dec-2004 387,000.00 383,896.48
Group 3 7000119099 VA 80.00 01-Dec-2004 471,200.00 471,200.00
Group 3 7000119927 CA 55.38 01-Dec-2004 360,000.00 356,784.65
Group 3 7000120439 CA 80.00 01-Dec-2004 400,000.00 399,993.88
Group 3 7000121075 CA 80.00 01-Dec-2004 450,400.00 450,400.00
Group 3 7000122565 CA 80.00 01-Dec-2004 396,000.00 395,990.93
Group 3 7000123061 CA 80.00 01-Jan-2005 608,000.00 608,000.00
Group 3 7000123165 CA 80.00 01-Jan-2005 600,000.00 600,000.00
Group 3 7000123829 CA 90.00 01-Jan-2005 540,000.00 533,871.24
Group 3 7000123873 CA 90.00 01-Jan-2005 373,500.00 373,423.13
Group 3 8000021921 NY 100.00 01-Nov-2004 725,000.00 719,408.00
Group 3 8000026177 NY 70.00 01-Jan-2005 448,000.00 444,156.28
Group 4 0000001643 AZ 98.67 01-Sep-2004 88,800.00 88,272.46
Group 4 0000001706 CA 100.00 01-Jan-2005 81,601.00 81,150.14
Group 4 0000001717 CA 100.00 01-Jan-2005 75,000.00 74,706.01
Group 4 0000001731 CA 100.00 01-Jan-2005 106,742.00 106,074.30
Group 4 0003859583 CA 100.00 01-Jan-2005 97,000.00 96,737.37
Group 4 1000199259 MA 100.00 01-Dec-2004 86,000.00 85,682.67
Group 4 1000200914 CA 100.00 01-Dec-2004 78,000.00 77,603.31
Group 4 1000201656 CA 78.04 01-Jan-2005 437,000.00 432,542.07
Group 4 1000204387 CA 100.00 01-Dec-2004 75,000.00 74,616.02
Group 4 1000205549 CA 95.00 01-Dec-2004 21,500.00 20,448.08
Group 4 1000211440 GA 100.00 01-Jan-2005 73,400.00 73,025.79
Group 4 4303004516 CA 95.00 01-Jul-2004 247,750.00 244,584.96
Group 4 5000118485 MN 95.00 01-Dec-2004 18,000.00 17,563.15
Group 4 7000119166 VA 100.00 01-Dec-2004 117,800.00 117,022.65
Group 4 7000120454 CA 100.00 01-Dec-2004 100,000.00 99,464.28
Group 4 7000123219 CA 100.00 01-Jan-2005 150,000.00 149,273.95
Group 4 7000123904 CA 100.00 01-Jan-2005 41,500.00 41,305.76
Group 4 8000027233 MA 95.00 01-Jan-2005 17,800.00 17,367.39
Prepayment Loan Detail - Prepayments during Current Period (continued)
Current
Loan PIF Months Loan Original
Group Number Type Delinquent Rate Term Seasoning
<s> <c> <c> <c> <c> <c> <c>
Group 1 0000001009 Loan Paid in Full 0 6.625% 360 11
Group 1 0000001179 Loan Paid in Full 0 6.750% 360 10
Group 1 0000001198 Loan Paid in Full 0 6.750% 360 10
Group 1 0000001222 Loan Paid in Full 0 9.125% 360 10
Group 1 0000001319 Loan Paid in Full (1) 6.500% 360 11
Group 1 0000001379 Loan Paid in Full 0 6.250% 360 10
Group 1 0000001435 Loan Paid in Full 0 6.500% 360 10
Group 1 0000001503 Loan Paid in Full 0 5.500% 360 9
Group 1 0000001642 Loan Paid in Full 0 6.750% 360 13
Group 1 0000001705 Loan Paid in Full 0 5.250% 360 9
Group 1 0000001716 Loan Paid in Full 0 5.875% 360 9
Group 1 0000001723 Loan Paid in Full 0 5.500% 360 9
Group 1 0000001852 Loan Paid in Full 0 8.490% 360 15
Group 1 0000001899 Loan Paid in Full 0 7.240% 360 9
Group 1 0000001921 Loan Paid in Full 0 6.750% 360 9
Group 1 0000002133 Loan Paid in Full 0 6.375% 360 10
Group 1 0002064840 Loan Paid in Full 0 8.690% 360 10
Group 1 0002065887 Loan Paid in Full 0 7.190% 360 10
Group 1 0003550803 Loan Paid in Full (1) 5.875% 360 9
Group 1 0004090946 Loan Paid in Full 0 7.500% 360 10
Group 1 0004092102 Loan Paid in Full (1) 8.000% 360 9
Group 1 0004101206 Loan Paid in Full 0 8.100% 360 9
Group 1 0004110500 Loan Paid in Full (1) 6.150% 360 9
Group 1 0004113187 Loan Paid in Full 0 6.625% 360 9
Group 1 0004601689 Loan Paid in Full 0 6.125% 360 9
Group 1 0021026511 Loan Paid in Full (2) 6.125% 360 9
Group 1 0021026852 Loan Paid in Full (1) 6.625% 360 9
Group 1 0092800346 Loan Paid in Full (1) 7.500% 360 9
Group 1 0102601132 Loan Paid in Full (1) 8.250% 360 9
Group 1 0110200049 Loan Paid in Full (1) 9.650% 360 9
Group 1 0111501119 Loan Paid in Full 0 6.950% 360 8
Group 1 0111600104 Loan Paid in Full (1) 9.650% 360 9
Group 1 0111600204 Loan Paid in Full (1) 7.850% 360 9
Group 1 1000001193 Loan Paid in Full 0 7.600% 360 11
Group 1 1000194064 Loan Paid in Full 0 6.950% 360 11
Group 1 1000194378 Loan Paid in Full 0 10.700% 360 11
Group 1 1000195021 Loan Paid in Full 0 10.200% 360 11
Group 1 1000195719 Loan Paid in Full 0 7.700% 360 11
Group 1 1000196491 Loan Paid in Full (1) 6.750% 360 11
Group 1 1000197648 Loan Paid in Full 0 7.750% 360 11
Group 1 1000197733 Loan Paid in Full 0 8.900% 360 11
Group 1 1000197946 Loan Paid in Full 0 6.900% 360 10
Group 1 1000198227 Loan Paid in Full 0 8.250% 360 11
Group 1 1000198255 Loan Paid in Full 4 5.300% 360 11
Group 1 1000199014 Loan Paid in Full (1) 6.990% 360 10
Group 1 1000199257 Loan Paid in Full 0 7.500% 360 10
Group 1 1000199873 Loan Paid in Full (1) 6.875% 360 10
Group 1 1000200009 Loan Paid in Full 0 6.100% 360 10
Group 1 1000200373 Loan Paid in Full 0 7.250% 360 10
Group 1 1000200886 Loan Paid in Full 0 5.750% 360 10
Group 1 1000200922 Loan Paid in Full 6 7.250% 360 10
Group 1 1000201413 Loan Paid in Full 5 8.150% 360 10
Group 1 1000202085 Loan Paid in Full 0 6.500% 360 10
Group 1 1000202147 Loan Paid in Full 0 6.650% 360 10
Group 1 1000202240 Loan Paid in Full 0 5.650% 360 10
Group 1 1000203106 Loan Paid in Full 0 5.900% 360 10
Group 1 1000203950 Loan Paid in Full 0 7.990% 360 10
Group 1 1000204076 Loan Paid in Full 0 7.990% 360 10
Group 1 1000204251 Loan Paid in Full (1) 6.700% 360 10
Group 1 1000204454 Loan Paid in Full (1) 5.700% 360 9
Group 1 1000204797 Loan Paid in Full 0 6.450% 360 9
Group 1 1000205597 Loan Paid in Full 0 8.050% 360 9
Group 1 1000205957 Loan Paid in Full (1) 12.250% 360 9
Group 1 1000205980 Loan Paid in Full 0 7.500% 360 9
Group 1 1000206300 Loan Paid in Full (1) 5.950% 360 9
Group 1 1000206359 Loan Paid in Full 0 7.000% 360 9
Group 1 1000206846 Loan Paid in Full 2 7.750% 360 9
Group 1 1000207469 Loan Paid in Full (1) 6.350% 360 9
Group 1 1000207856 Loan Paid in Full 0 6.250% 360 9
Group 1 1000207907 Loan Paid in Full 0 5.900% 360 9
Group 1 1000207956 Loan Paid in Full (1) 7.000% 360 9
Group 1 1000208126 Loan Paid in Full 1 8.250% 360 9
Group 1 1000208383 Loan Paid in Full (1) 6.990% 360 9
Group 1 1000208567 Loan Paid in Full 0 7.950% 360 9
Group 1 1000208656 Loan Paid in Full 1 10.650% 360 9
Group 1 1000208925 Loan Paid in Full (1) 5.990% 360 9
Group 1 1000209086 Loan Paid in Full 0 6.900% 360 9
Group 1 1000209643 Loan Paid in Full 3 5.900% 360 9
Group 1 1000209704 Loan Paid in Full (1) 5.900% 360 9
Group 1 1000211101 Loan Paid in Full 0 10.300% 360 9
Group 1 1000211265 Loan Paid in Full 0 5.990% 360 9
Group 1 1000211472 Loan Paid in Full 0 5.990% 360 9
Group 1 5000111662 Loan Paid in Full (1) 7.150% 360 12
Group 1 5000112092 Loan Paid in Full (1) 7.700% 360 11
Group 1 5000115486 Loan Paid in Full (1) 7.600% 360 10
Group 1 5000116718 Loan Paid in Full (1) 8.300% 360 10
Group 1 5000116977 Loan Paid in Full (1) 7.250% 360 10
Group 1 5000117822 Loan Paid in Full (1) 6.950% 360 11
Group 1 5000117863 Loan Paid in Full (1) 6.990% 360 10
Group 1 5000117936 Loan Paid in Full 0 6.350% 360 10
Group 1 5000118284 Loan Paid in Full (1) 6.990% 360 10
Group 1 5000118401 Loan Paid in Full 0 7.250% 360 10
Group 1 5000118464 Loan Paid in Full (1) 6.850% 360 10
Group 1 5000118630 Loan Paid in Full 0 7.250% 360 10
Group 1 5000118692 Loan Paid in Full 0 6.850% 360 10
Group 1 5000119238 Loan Paid in Full 0 7.550% 360 10
Group 1 5000120048 Loan Paid in Full (1) 7.850% 360 9
Group 1 5000120110 Loan Paid in Full (1) 7.700% 360 9
Group 1 5000120112 Loan Paid in Full 0 8.450% 360 9
Group 1 5000120137 Loan Paid in Full (1) 7.990% 360 9
Group 1 5000121980 Loan Paid in Full 6 10.250% 360 9
Group 1 6000114584 Loan Paid in Full (1) 8.650% 360 10
Group 1 6000115471 Loan Paid in Full 0 6.450% 360 11
Group 1 6000115899 Loan Paid in Full (1) 9.450% 360 10
Group 1 6000115952 Loan Paid in Full (1) 9.450% 360 10
Group 1 6000116965 Loan Paid in Full 0 6.600% 360 10
Group 1 6000117719 Loan Paid in Full 0 8.750% 360 11
Group 1 6000117900 Loan Paid in Full 0 7.850% 360 10
Group 1 6000118341 Loan Paid in Full 2 9.000% 360 10
Group 1 6000118467 Loan Paid in Full (1) 7.250% 360 10
Group 1 6000118690 Loan Paid in Full (1) 8.000% 360 10
Group 1 6000118898 Loan Paid in Full 0 8.500% 360 10
Group 1 6000119589 Loan Paid in Full 0 7.950% 360 10
Group 1 6000120458 Loan Paid in Full 0 9.000% 360 10
Group 1 6000120556 Loan Paid in Full (1) 6.700% 360 9
Group 1 6000120599 Loan Paid in Full 0 7.150% 360 10
Group 1 6000120937 Loan Paid in Full (1) 7.000% 360 10
Group 1 6000121322 Loan Paid in Full 0 7.600% 360 9
Group 1 6000121473 Loan Paid in Full (1) 9.450% 360 10
Group 1 6000121621 Loan Paid in Full (1) 6.300% 360 9
Group 1 6000121778 Loan Paid in Full 0 7.500% 360 10
Group 1 6000122171 Loan Paid in Full 0 8.350% 360 9
Group 1 6000122962 Loan Paid in Full 0 5.900% 360 10
Group 1 6000123403 Loan Paid in Full (1) 8.250% 360 9
Group 1 6000123441 Loan Paid in Full 0 6.700% 360 9
Group 1 6000123873 Loan Paid in Full (1) 8.000% 360 9
Group 1 6000124228 Loan Paid in Full 0 11.000% 360 9
Group 1 6000124444 Loan Paid in Full (1) 6.600% 360 9
Group 1 6000125105 Loan Paid in Full 0 6.750% 360 9
Group 1 6000125354 Loan Paid in Full (1) 8.500% 360 9
Group 1 7000115343 Loan Paid in Full 2 6.600% 360 11
Group 1 7000115730 Loan Paid in Full (1) 7.020% 360 11
Group 1 7000118414 Loan Paid in Full (1) 6.900% 360 10
Group 1 7000118501 Loan Paid in Full (1) 7.990% 360 10
Group 1 7000118683 Loan Paid in Full 1 7.800% 360 10
Group 1 7000118851 Loan Paid in Full 0 8.500% 360 10
Group 1 7000118990 Loan Paid in Full (1) 9.250% 360 10
Group 1 7000119373 Loan Paid in Full (1) 7.450% 360 10
Group 1 7000119650 Loan Paid in Full (1) 5.900% 360 10
Group 1 7000119726 Loan Paid in Full 6 7.450% 360 10
Group 1 7000119749 Loan Paid in Full 1 6.450% 360 10
Group 1 7000119802 Loan Paid in Full (1) 7.150% 360 10
Group 1 7000119827 Loan Paid in Full 0 7.000% 360 10
Group 1 7000120064 Loan Paid in Full 0 6.700% 360 10
Group 1 7000120826 Loan Paid in Full 0 6.200% 360 10
Group 1 7000121394 Loan Paid in Full 0 7.500% 360 10
Group 1 7000121628 Loan Paid in Full (1) 7.450% 360 10
Group 1 7000121669 Loan Paid in Full (1) 7.250% 360 10
Group 1 7000122434 Loan Paid in Full 1 8.250% 360 10
Group 1 7000122639 Loan Paid in Full 3 8.990% 360 9
Group 1 7000123240 Loan Paid in Full (1) 7.600% 360 9
Group 1 7000123589 Loan Paid in Full 0 5.590% 360 9
Group 1 7000124690 Loan Paid in Full 0 6.400% 360 9
Group 1 7000124818 Loan Paid in Full (1) 6.625% 360 9
Group 1 8000022363 Loan Paid in Full 0 7.700% 360 10
Group 1 8000022504 Loan Paid in Full 0 7.900% 360 10
Group 1 8000022526 Loan Paid in Full (1) 7.700% 360 11
Group 1 8000022659 Loan Paid in Full (1) 8.450% 360 10
Group 1 8000023013 Loan Paid in Full 0 8.600% 360 10
Group 1 8000024251 Loan Paid in Full 0 4.990% 360 10
Group 1 8000024416 Loan Paid in Full 0 7.900% 360 10
Group 1 8000024643 Loan Paid in Full 0 10.750% 360 10
Group 1 8000025217 Loan Paid in Full 0 6.450% 360 10
Group 1 8000025220 Loan Paid in Full 0 10.750% 360 9
Group 1 8000025411 Loan Paid in Full 0 7.450% 360 9
Group 1 8000026590 Loan Paid in Full 0 11.250% 360 9
Group 1 8000027214 Loan Paid in Full (1) 7.250% 360 9
Group 1 8000028710 Loan Paid in Full (1) 6.200% 360 9
Group 1 8000028820 Loan Paid in Full 0 7.950% 360 9
Group 2 0000001010 Loan Paid in Full 0 11.500% 180 11
Group 2 0000001292 Loan Paid in Full (1) 10.750% 180 10
Group 2 0000001380 Loan Paid in Full 0 8.125% 180 10
Group 2 0000001436 Loan Paid in Full 0 10.750% 180 10
Group 2 0000001504 Loan Paid in Full 0 9.500% 180 9
Group 2 0000001539 Loan Paid in Full (2) 8.375% 180 10
Group 2 0000001900 Loan Paid in Full 0 11.500% 180 9
Group 2 0000002134 Loan Paid in Full (1) 11.250% 180 10
Group 2 0000958662 Loan Paid in Full 0 11.250% 180 40
Group 2 0003131766 Loan Paid in Full 0 10.625% 180 9
Group 2 0003252125 Loan Paid in Full 0 11.250% 360 9
Group 2 0003550368 Loan Paid in Full 0 10.000% 360 9
Group 2 0003550804 Loan Paid in Full (1) 10.875% 360 9
Group 2 0003859658 Loan Paid in Full 1 10.750% 360 9
Group 2 0003859900 Loan Paid in Full (1) 11.500% 360 9
Group 2 0003928462 Loan Paid in Full (1) 10.150% 240 42
Group 2 0004100236 Loan Paid in Full (1) 9.750% 180 10
Group 2 0004113188 Loan Paid in Full 0 10.750% 360 9
Group 2 0004313691 Loan Paid in Full 0 11.000% 360 9
Group 2 0004601626 Loan Paid in Full (1) 9.750% 360 9
Group 2 0004601690 Loan Paid in Full 0 9.750% 360 9
Group 2 0004701340 Loan Paid in Full (1) 11.250% 180 9
Group 2 0021026512 Loan Paid in Full (1) 11.250% 180 9
Group 2 0021026856 Loan Paid in Full (1) 11.250% 180 9
Group 2 0021027085 Loan Paid in Full (1) 6.990% 360 9
Group 2 1000197699 Loan Paid in Full (1) 9.225% 360 10
Group 2 1000198132 Loan Paid in Full 0 11.000% 120 10
Group 2 1000198428 Loan Paid in Full 0 8.725% 360 11
Group 2 1000199362 Loan Paid in Full (1) 10.250% 360 10
Group 2 1000199863 Loan Paid in Full 0 8.000% 360 10
Group 2 1000200048 Loan Paid in Full 0 11.125% 360 10
Group 2 1000201756 Loan Paid in Full (1) 7.150% 360 10
Group 2 1000202688 Loan Paid in Full 0 6.250% 360 10
Group 2 1000202768 Loan Paid in Full (1) 8.990% 360 9
Group 2 1000203377 Loan Paid in Full 0 10.250% 360 10
Group 2 1000203575 Loan Paid in Full 0 10.990% 360 10
Group 2 1000203701 Loan Paid in Full (1) 6.250% 360 10
Group 2 1000207820 Loan Paid in Full 0 6.490% 360 9
Group 2 1000208194 Loan Paid in Full (1) 6.990% 360 9
Group 2 1000208974 Loan Paid in Full (1) 8.750% 360 9
Group 2 1000209306 Loan Paid in Full (1) 7.850% 360 9
Group 2 1000209762 Loan Paid in Full 4 10.625% 360 9
Group 2 1000211560 Loan Paid in Full 0 9.900% 360 9
Group 2 4303002994 Loan Paid in Full (1) 12.250% 240 18
Group 2 4303003699 Loan Paid in Full (1) 11.000% 180 16
Group 2 4303004593 Loan Paid in Full (1) 11.875% 180 14
Group 2 4303005633 Loan Paid in Full (1) 9.500% 180 13
Group 2 4303005792 Loan Paid in Full (1) 9.375% 180 14
Group 2 4303005829 Loan Paid in Full 0 9.750% 180 25
Group 2 4303007205 Loan Paid in Full (1) 10.500% 180 12
Group 2 4303007599 Loan Paid in Full (1) 9.875% 180 11
Group 2 4303007625 Loan Paid in Full (1) 7.500% 180 12
Group 2 4303007635 Loan Paid in Full (1) 12.000% 180 12
Group 2 4303007677 Loan Paid in Full (1) 9.500% 360 12
Group 2 5000115810 Loan Paid in Full (1) 11.250% 360 10
Group 2 5000118739 Loan Paid in Full (1) 10.990% 240 10
Group 2 5000118776 Loan Paid in Full 0 11.450% 120 10
Group 2 5000119036 Loan Paid in Full (1) 6.550% 360 10
Group 2 5000120007 Loan Paid in Full (1) 8.250% 240 10
Group 2 5000120167 Loan Paid in Full (1) 11.500% 240 9
Group 2 5000121606 Loan Paid in Full 0 11.130% 360 9
Group 2 6000118581 Loan Paid in Full (1) 11.900% 360 10
Group 2 6000118703 Loan Paid in Full 0 11.125% 240 11
Group 2 6000118738 Loan Paid in Full (1) 12.250% 120 10
Group 2 6000119623 Loan Paid in Full 0 11.500% 180 10
Group 2 6000119790 Loan Paid in Full 0 11.750% 240 10
Group 2 6000120940 Loan Paid in Full (1) 9.500% 360 10
Group 2 6000122791 Loan Paid in Full 0 12.525% 360 10
Group 2 6000123016 Loan Paid in Full 0 10.625% 360 10
Group 2 6000123414 Loan Paid in Full 0 7.700% 360 9
Group 2 6000123931 Loan Paid in Full (1) 12.500% 120 9
Group 2 6000124785 Loan Paid in Full (1) 12.250% 120 9
Group 2 6000125217 Loan Paid in Full (1) 10.625% 360 9
Group 2 6000126488 Loan Paid in Full (1) 10.625% 240 9
Group 2 7000000956 Loan Paid in Full (1) 10.625% 360 10
Group 2 7000117005 Loan Paid in Full 0 6.550% 360 11
Group 2 7000118794 Loan Paid in Full (1) 12.250% 120 10
Group 2 7000118803 Loan Paid in Full 0 8.750% 360 10
Group 2 7000118884 Loan Paid in Full 2 12.775% 360 10
Group 2 7000119428 Loan Paid in Full (1) 11.500% 240 10
Group 2 7000119479 Loan Paid in Full (1) 9.990% 240 10
Group 2 7000119750 Loan Paid in Full 0 11.500% 360 10
Group 2 7000119790 Loan Paid in Full 1 12.525% 360 10
Group 2 7000120220 Loan Paid in Full 0 11.275% 360 10
Group 2 7000120550 Loan Paid in Full (1) 7.250% 360 10
Group 2 7000120860 Loan Paid in Full 0 10.125% 360 10
Group 2 7000121142 Loan Paid in Full (1) 9.500% 240 10
Group 2 7000121416 Loan Paid in Full 0 11.990% 120 10
Group 2 7000121542 Loan Paid in Full (1) 7.250% 360 10
Group 2 7000121632 Loan Paid in Full (2) 12.275% 360 10
Group 2 7000122250 Loan Paid in Full 0 11.400% 360 9
Group 2 7000122869 Loan Paid in Full (1) 11.990% 180 9
Group 2 7000123233 Loan Paid in Full (1) 11.000% 360 9
Group 2 7000123414 Loan Paid in Full (1) 12.500% 120 9
Group 2 7000123446 Loan Paid in Full 0 7.950% 360 9
Group 2 7000124386 Loan Paid in Full (1) 9.375% 360 9
Group 2 8000022574 Loan Paid in Full (1) 7.600% 360 10
Group 2 8000025227 Loan Paid in Full 0 11.275% 360 10
Group 2 8000026887 Loan Paid in Full (1) 7.500% 360 9
Group 2 8000027327 Loan Paid in Full 0 7.400% 360 9
Group 2 8000027343 Loan Paid in Full 0 10.625% 360 9
Group 3 0000001730 Loan Paid in Full 0 5.375% 360 9
Group 3 0002059792 Loan Paid in Full (1) 9.490% 360 10
Group 3 0003131813 Loan Paid in Full (1) 6.250% 360 9
Group 3 0003550690 Loan Paid in Full (1) 5.375% 360 9
Group 3 0003700655 Loan Paid in Full (1) 6.500% 360 9
Group 3 0003859582 Loan Paid in Full (1) 6.875% 360 9
Group 3 1000196480 Loan Paid in Full 0 7.850% 360 11
Group 3 1000198895 Loan Paid in Full (1) 6.990% 360 10
Group 3 1000199693 Loan Paid in Full 0 6.350% 360 10
Group 3 1000203142 Loan Paid in Full 0 6.875% 360 10
Group 3 1000203666 Loan Paid in Full 0 6.500% 360 10
Group 3 1000203784 Loan Paid in Full 0 6.875% 360 9
Group 3 1000205520 Loan Paid in Full (1) 7.750% 360 10
Group 3 7000119099 Loan Paid in Full (1) 6.650% 360 10
Group 3 7000119927 Loan Paid in Full 2 7.200% 360 10
Group 3 7000120439 Loan Paid in Full (1) 5.650% 360 10
Group 3 7000121075 Loan Paid in Full 0 5.450% 360 10
Group 3 7000122565 Loan Paid in Full 0 4.990% 360 10
Group 3 7000123061 Loan Paid in Full (1) 4.990% 360 9
Group 3 7000123165 Loan Paid in Full (1) 6.400% 360 9
Group 3 7000123829 Loan Paid in Full (1) 5.990% 360 9
Group 3 7000123873 Loan Paid in Full 0 6.500% 360 9
Group 3 8000021921 Loan Paid in Full 0 8.400% 360 11
Group 3 8000026177 Loan Paid in Full 0 6.900% 360 9
Group 4 0000001643 Loan Paid in Full 0 10.875% 180 13
Group 4 0000001706 Loan Paid in Full 0 9.125% 180 9
Group 4 0000001717 Loan Paid in Full 0 10.750% 180 9
Group 4 0000001731 Loan Paid in Full 0 8.500% 180 9
Group 4 0003859583 Loan Paid in Full (1) 10.750% 180 9
Group 4 1000199259 Loan Paid in Full 0 11.500% 360 10
Group 4 1000200914 Loan Paid in Full 0 9.990% 360 10
Group 4 1000201656 Loan Paid in Full 0 5.990% 360 9
Group 4 1000204387 Loan Paid in Full (1) 9.990% 360 10
Group 4 1000205549 Loan Paid in Full (1) 12.500% 120 10
Group 4 1000211440 Loan Paid in Full 0 9.500% 360 9
Group 4 4303004516 Loan Paid in Full 0 9.875% 180 15
Group 4 5000118485 Loan Paid in Full (1) 11.500% 180 10
Group 4 7000119166 Loan Paid in Full (1) 8.725% 360 10
Group 4 7000120454 Loan Paid in Full (1) 9.749% 360 10
Group 4 7000123219 Loan Paid in Full (1) 9.750% 360 9
Group 4 7000123904 Loan Paid in Full 0 10.500% 360 9
Group 4 8000027233 Loan Paid in Full (1) 12.250% 180 9
Prepayment - Voluntary Prepayments
Summary
SMM CPR PSA
<s> <c> <s> <c> <s> <c>
Current Month 4.068% Current Month 39.249% Current Month 2,035.416%
3 Month Average 4.028% 3 Month Average 38.905% 3 Month Average 2,261.352%
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.
<s> <c> <c> <s> <c> <c>
Nov-2004 N/A N/A Nov-2004 N/A N/A
Dec-2004 N/A N/A Dec-2004 N/A N/A
Jan-2005 N/A N/A Jan-2005 N/A N/A
Feb-2005 4.556% N/A Feb-2005 1,352.692% N/A
Mar-2005 13.548% N/A Mar-2005 2,531.312% N/A
Apr-2005 16.778% N/A Apr-2005 2,285.517% N/A
May-2005 22.318% N/A May-2005 2,393.499% N/A
Jun-2005 30.270% N/A Jun-2005 2,675.148% N/A
Jul-2005 31.037% N/A Jul-2005 2,333.148% N/A
Aug-2005 35.922% N/A Aug-2005 2,347.134% N/A
Sep-2005 41.544% N/A Sep-2005 2,401.507% N/A
Oct-2005 39.249% N/A Oct-2005 2,035.416% 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
<s> <c> <s> <c> <s> <c>
Current Month 3.986% Current Month 38.621% Current Month 2,009.711%
3 Month Average 4.072% 3 Month Average 39.228% 3 Month Average 2,291.970%
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.
<s> <c> <c> <s> <c> <c>
Nov-2004 N/A N/A Nov-2004 N/A N/A
Dec-2004 N/A N/A Dec-2004 N/A N/A
Jan-2005 N/A N/A Jan-2005 N/A N/A
Feb-2005 4.752% N/A Feb-2005 1,456.676% N/A
Mar-2005 13.648% N/A Mar-2005 2,597.209% N/A
Apr-2005 19.164% N/A Apr-2005 2,642.095% N/A
May-2005 21.402% N/A May-2005 2,316.028% N/A
Jun-2005 30.216% N/A Jun-2005 2,690.531% N/A
Jul-2005 34.124% N/A Jul-2005 2,580.451% N/A
Aug-2005 36.388% N/A Aug-2005 2,389.271% N/A
Sep-2005 42.676% N/A Sep-2005 2,476.927% N/A
Oct-2005 38.621% N/A Oct-2005 2,009.711% 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
<s> <c> <s> <c> <s> <c>
Current Month 4.160% Current Month 39.940% Current Month 1,984.664%
3 Month Average 3.926% 3 Month Average 37.815% 3 Month Average 2,074.351%
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.
<s> <c> <c> <s> <c> <c>
Nov-2004 N/A N/A Nov-2004 N/A N/A
Dec-2004 N/A N/A Dec-2004 N/A N/A
Jan-2005 N/A N/A Jan-2005 N/A N/A
Feb-2005 3.612% N/A Feb-2005 814.145% N/A
Mar-2005 14.313% N/A Mar-2005 2,249.856% N/A
Apr-2005 13.319% N/A Apr-2005 1,606.582% N/A
May-2005 15.516% N/A May-2005 1,511.489% N/A
Jun-2005 22.974% N/A Jun-2005 1,876.590% N/A
Jul-2005 28.048% N/A Jul-2005 1,977.824% N/A
Aug-2005 28.434% N/A Aug-2005 1,755.769% N/A
Sep-2005 45.071% N/A Sep-2005 2,482.620% N/A
Oct-2005 39.940% N/A Oct-2005 1,984.664% 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
<s> <c> <s> <c> <s> <c>
Current Month 4.299% Current Month 40.979% Current Month 2,165.251%
3 Month Average 4.125% 3 Month Average 39.670% 3 Month Average 2,361.473%
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.
<s> <c> <c> <s> <c> <c>
Nov-2004 N/A N/A Nov-2004 N/A N/A
Dec-2004 N/A N/A Dec-2004 N/A N/A
Jan-2005 N/A N/A Jan-2005 N/A N/A
Feb-2005 4.379% N/A Feb-2005 1,450.779% N/A
Mar-2005 13.955% N/A Mar-2005 2,784.229% N/A
Apr-2005 13.863% N/A Apr-2005 1,979.972% N/A
May-2005 27.811% N/A May-2005 3,098.943% N/A
Jun-2005 36.247% N/A Jun-2005 3,304.073% N/A
Jul-2005 24.406% N/A Jul-2005 1,882.688% N/A
Aug-2005 39.723% N/A Aug-2005 2,658.209% N/A
Sep-2005 38.306% N/A Sep-2005 2,260.959% N/A
Oct-2005 40.979% N/A Oct-2005 2,165.251% 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
<s> <c> <s> <c> <s> <c>
Current Month 3.871% Current Month 37.733% Current Month 1,938.668%
3 Month Average 3.117% 3 Month Average 31.452% 3 Month Average 1,801.218%
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.
<s> <c> <c> <s> <c> <c>
Nov-2004 N/A N/A Nov-2004 N/A N/A
Dec-2004 N/A N/A Dec-2004 N/A N/A
Jan-2005 N/A N/A Jan-2005 N/A N/A
Feb-2005 5.371% N/A Feb-2005 1,525.828% N/A
Mar-2005 6.685% N/A Mar-2005 1,215.109% N/A
Apr-2005 1.887% N/A Apr-2005 251.070% N/A
May-2005 27.900% N/A May-2005 2,941.144% N/A
Jun-2005 19.675% N/A Jun-2005 1,714.484% N/A
Jul-2005 22.174% N/A Jul-2005 1,644.137% N/A
Aug-2005 30.705% N/A Aug-2005 1,983.976% N/A
Sep-2005 25.919% N/A Sep-2005 1,481.010% N/A
Oct-2005 37.733% N/A Oct-2005 1,938.668% 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.
<FN>
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))
</FN>
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
<s> <c> <c> <c> <c>
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
<s> <c> <c> <c> <c> <c> <c>
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)
<s> <c> <c> <c> <c>
No losses this period.
Realized Loss Report - Collateral
Summary
MDR SDA
<s> <c> <s> <c>
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.
<s> <c> <c> <s> <c> <c>
Nov-2004 N/A N/A Nov-2004 N/A N/A
Dec-2004 N/A N/A Dec-2004 N/A N/A
Jan-2005 N/A N/A Jan-2005 N/A N/A
Feb-2005 0.000% N/A Feb-2005 0.000% N/A
Mar-2005 0.000% N/A Mar-2005 0.000% N/A
Apr-2005 0.000% N/A Apr-2005 0.000% N/A
May-2005 0.000% N/A May-2005 0.000% N/A
Jun-2005 0.000% N/A Jun-2005 0.000% N/A
Jul-2005 0.000% N/A Jul-2005 0.000% N/A
Aug-2005 0.000% N/A Aug-2005 0.000% N/A
Sep-2005 0.000% N/A Sep-2005 0.000% N/A
Oct-2005 0.000% N/A Oct-2005 0.000% N/A
*The text reported in the above table is presented *The text reported in the above table is presented
graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The
monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at
www.ctslink.com. www.ctslink.com.
CDR Loss Severity Approximation
<s> <c> <s> <c>
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.
<s> <c> <c> <s> <c> <c>
Nov-2004 N/A N/A Nov-2004 N/A N/A
Dec-2004 N/A N/A Dec-2004 N/A N/A
Jan-2005 N/A N/A Jan-2005 N/A N/A
Feb-2005 0.000% N/A Feb-2005 0.000% N/A
Mar-2005 0.000% N/A Mar-2005 0.000% N/A
Apr-2005 0.000% N/A Apr-2005 0.000% N/A
May-2005 0.000% N/A May-2005 0.000% N/A
Jun-2005 0.000% N/A Jun-2005 0.000% N/A
Jul-2005 0.000% N/A Jul-2005 0.000% N/A
Aug-2005 0.000% N/A Aug-2005 0.000% N/A
Sep-2005 0.000% N/A Sep-2005 0.000% N/A
Oct-2005 0.000% N/A Oct-2005 0.000% N/A
*The text reported in the above table is presented *The text reported in the above table is presented
graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The
monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at
www.ctslink.com. www.ctslink.com.
Group 1
MDR SDA
<s> <c> <s> <c>
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.
<s> <c> <c> <s> <c> <c>
Nov-2004 N/A N/A Nov-2004 N/A N/A
Dec-2004 N/A N/A Dec-2004 N/A N/A
Jan-2005 N/A N/A Jan-2005 N/A N/A
Feb-2005 0.000% N/A Feb-2005 0.000% N/A
Mar-2005 0.000% N/A Mar-2005 0.000% N/A
Apr-2005 0.000% N/A Apr-2005 0.000% N/A
May-2005 0.000% N/A May-2005 0.000% N/A
Jun-2005 0.000% N/A Jun-2005 0.000% N/A
Jul-2005 0.000% N/A Jul-2005 0.000% N/A
Aug-2005 0.000% N/A Aug-2005 0.000% N/A
Sep-2005 0.000% N/A Sep-2005 0.000% N/A
Oct-2005 0.000% N/A Oct-2005 0.000% N/A
*The text reported in the above table is presented *The text reported in the above table is presented
graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The
monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at
www.ctslink.com. www.ctslink.com.
CDR Loss Severity Approximation
<s> <c> <s> <c>
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.
<s> <c> <c> <s> <c> <c>
Nov-2004 N/A N/A Nov-2004 N/A N/A
Dec-2004 N/A N/A Dec-2004 N/A N/A
Jan-2005 N/A N/A Jan-2005 N/A N/A
Feb-2005 0.000% N/A Feb-2005 0.000% N/A
Mar-2005 0.000% N/A Mar-2005 0.000% N/A
Apr-2005 0.000% N/A Apr-2005 0.000% N/A
May-2005 0.000% N/A May-2005 0.000% N/A
Jun-2005 0.000% N/A Jun-2005 0.000% N/A
Jul-2005 0.000% N/A Jul-2005 0.000% N/A
Aug-2005 0.000% N/A Aug-2005 0.000% N/A
Sep-2005 0.000% N/A Sep-2005 0.000% N/A
Oct-2005 0.000% N/A Oct-2005 0.000% N/A
*The text reported in the above table is presented *The text reported in the above table is presented
graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The
monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at
www.ctslink.com. www.ctslink.com.
Group 2
MDR SDA
<s> <c> <s> <c>
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.
<s> <c> <c> <s> <c> <c>
Nov-2004 N/A N/A Nov-2004 N/A N/A
Dec-2004 N/A N/A Dec-2004 N/A N/A
Jan-2005 N/A N/A Jan-2005 N/A N/A
Feb-2005 0.000% N/A Feb-2005 0.000% N/A
Mar-2005 0.000% N/A Mar-2005 0.000% N/A
Apr-2005 0.000% N/A Apr-2005 0.000% N/A
May-2005 0.000% N/A May-2005 0.000% N/A
Jun-2005 0.000% N/A Jun-2005 0.000% N/A
Jul-2005 0.000% N/A Jul-2005 0.000% N/A
Aug-2005 0.000% N/A Aug-2005 0.000% N/A
Sep-2005 0.000% N/A Sep-2005 0.000% N/A
Oct-2005 0.000% N/A Oct-2005 0.000% N/A
*The text reported in the above table is presented *The text reported in the above table is presented
graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The
monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at
www.ctslink.com. www.ctslink.com.
CDR Loss Severity Approximation
<s> <c> <s> <c>
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.
<s> <c> <c> <s> <c> <c>
Nov-2004 N/A N/A Nov-2004 N/A N/A
Dec-2004 N/A N/A Dec-2004 N/A N/A
Jan-2005 N/A N/A Jan-2005 N/A N/A
Feb-2005 0.000% N/A Feb-2005 0.000% N/A
Mar-2005 0.000% N/A Mar-2005 0.000% N/A
Apr-2005 0.000% N/A Apr-2005 0.000% N/A
May-2005 0.000% N/A May-2005 0.000% N/A
Jun-2005 0.000% N/A Jun-2005 0.000% N/A
Jul-2005 0.000% N/A Jul-2005 0.000% N/A
Aug-2005 0.000% N/A Aug-2005 0.000% N/A
Sep-2005 0.000% N/A Sep-2005 0.000% N/A
Oct-2005 0.000% N/A Oct-2005 0.000% N/A
*The text reported in the above table is presented *The text reported in the above table is presented
graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The
monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at
www.ctslink.com. www.ctslink.com.
Group 3
MDR SDA
<s> <c> <s> <c>
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.
<s> <c> <c> <s> <c> <c>
Nov-2004 N/A N/A Nov-2004 N/A N/A
Dec-2004 N/A N/A Dec-2004 N/A N/A
Jan-2005 N/A N/A Jan-2005 N/A N/A
Feb-2005 0.000% N/A Feb-2005 0.000% N/A
Mar-2005 0.000% N/A Mar-2005 0.000% N/A
Apr-2005 0.000% N/A Apr-2005 0.000% N/A
May-2005 0.000% N/A May-2005 0.000% N/A
Jun-2005 0.000% N/A Jun-2005 0.000% N/A
Jul-2005 0.000% N/A Jul-2005 0.000% N/A
Aug-2005 0.000% N/A Aug-2005 0.000% N/A
Sep-2005 0.000% N/A Sep-2005 0.000% N/A
Oct-2005 0.000% N/A Oct-2005 0.000% N/A
*The text reported in the above table is presented *The text reported in the above table is presented
graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The
monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at
www.ctslink.com. www.ctslink.com.
CDR Loss Severity Approximation
<s> <c> <s> <c>
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.
<s> <c> <c> <s> <c> <c>
Nov-2004 N/A N/A Nov-2004 N/A N/A
Dec-2004 N/A N/A Dec-2004 N/A N/A
Jan-2005 N/A N/A Jan-2005 N/A N/A
Feb-2005 0.000% N/A Feb-2005 0.000% N/A
Mar-2005 0.000% N/A Mar-2005 0.000% N/A
Apr-2005 0.000% N/A Apr-2005 0.000% N/A
May-2005 0.000% N/A May-2005 0.000% N/A
Jun-2005 0.000% N/A Jun-2005 0.000% N/A
Jul-2005 0.000% N/A Jul-2005 0.000% N/A
Aug-2005 0.000% N/A Aug-2005 0.000% N/A
Sep-2005 0.000% N/A Sep-2005 0.000% N/A
Oct-2005 0.000% N/A Oct-2005 0.000% N/A
*The text reported in the above table is presented *The text reported in the above table is presented
graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The
monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at
www.ctslink.com. www.ctslink.com.
Group 4
MDR SDA
<s> <c> <s> <c>
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.
<s> <c> <c> <s> <c> <c>
Nov-2004 N/A N/A Nov-2004 N/A N/A
Dec-2004 N/A N/A Dec-2004 N/A N/A
Jan-2005 N/A N/A Jan-2005 N/A N/A
Feb-2005 0.000% N/A Feb-2005 0.000% N/A
Mar-2005 0.000% N/A Mar-2005 0.000% N/A
Apr-2005 0.000% N/A Apr-2005 0.000% N/A
May-2005 0.000% N/A May-2005 0.000% N/A
Jun-2005 0.000% N/A Jun-2005 0.000% N/A
Jul-2005 0.000% N/A Jul-2005 0.000% N/A
Aug-2005 0.000% N/A Aug-2005 0.000% N/A
Sep-2005 0.000% N/A Sep-2005 0.000% N/A
Oct-2005 0.000% N/A Oct-2005 0.000% N/A
*The text reported in the above table is presented *The text reported in the above table is presented
graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The
monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at
www.ctslink.com. www.ctslink.com.
CDR Loss Severity Approximation
<s> <c> <s> <c>
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.
<s> <c> <c> <s> <c> <c>
Nov-2004 N/A N/A Nov-2004 N/A N/A
Dec-2004 N/A N/A Dec-2004 N/A N/A
Jan-2005 N/A N/A Jan-2005 N/A N/A
Feb-2005 0.000% N/A Feb-2005 0.000% N/A
Mar-2005 0.000% N/A Mar-2005 0.000% N/A
Apr-2005 0.000% N/A Apr-2005 0.000% N/A
May-2005 0.000% N/A May-2005 0.000% N/A
Jun-2005 0.000% N/A Jun-2005 0.000% N/A
Jul-2005 0.000% N/A Jul-2005 0.000% N/A
Aug-2005 0.000% N/A Aug-2005 0.000% N/A
Sep-2005 0.000% N/A Sep-2005 0.000% N/A
Oct-2005 0.000% N/A Oct-2005 0.000% N/A
*The text reported in the above table is presented *The text reported in the above table is presented
graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The
monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at
www.ctslink.com. www.ctslink.com.
<FN>
</FN>
<FN>
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)
</FN>