8-K 1 arm05003_10509.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington D. C. 20549 FORM 8-K CURRENT REPORT Pursuant to Section 13 or 15(d) of The Securities Exchange Act of 1934 Date of Report (Date of earliest event reported): September 26, 2005 ADJUSTABLE RATE MORTGAGE TRUST Adjustable Rate Mortgage-Backed P/T Cert, Series 2005-3 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-120966-09 Pooling and Servicing Agreement) (Commission 54-2169421 (State or other File Number) 54-2169422 jurisdiction 54-2169423 of Incorporation) 54-2169424 IRS EIN c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Road Columbia, MD 21045 (Address of principal executive offices) (Zip Code) Registrant's telephone number, including area code: (410) 884-2000 (Former name or former address, if changed since last report) Check the appropriate box below if the Form 8-K filing is intended to simultaneously satisfy the filing obligation of the registrant under any of the following provisions (see General Instruction A.2. below): [ ] Written communications pursuant to Rule 425 under the Securities Act (17 CFR 230.425) [ ] Soliciting material pursuant to Rule 14a-12 under the Exchange Act (17 CFR 240.14a-12) [ ] Pre-commencement communications pursuant to Rule 14d-2(b) under the Exchange Act(17 CFR 240.14d-2(b)) [ ] Pre-commencement communications pursuant to Rule 13e-4(c) under the Exchange Act(17 CFR 240.13e-4(c)) ITEM 8.01 Other Events On September 26, 2005 a distribution was made to holders of ADJUSTABLE RATE MORTGAGE TRUST, Adjustable Rate Mortgage-Backed P/T Cert, Series 2005-3 Trust. ITEM 9.01 Financial Statements and Exhibits (c) Exhibits Exhibit Number Description EX-99.1 Monthly report distributed to holders of Adjustable Rate Mortgage-Backed P/T Cert , Series 2005-3 Trust, relating to the September 26, 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. ADJUSTABLE RATE MORTGAGE TRUST Adjustable Rate Mortgage-Backed P/T Cert, Series 2005-3 Trust (Registrant) By: Wells Fargo Bank, N.A. as Trust Administrator By: /s/ Beth Belfield as Officer By: Beth Belfield as Officer Date: 10/4/2005 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Adjustable Rate Mortgage-Backed P/T Cert, Series 2005-3 Trust, relating to the September 26, 2005 distribution. EX-99.1

Credit Suisse First Boston Mortgage Securities Corp. Adjustable Rate Mortgage-Backed P/T Cert Record Date: 78/2931/2005 Distribution Date: 89/2526/2005 Credit Suisse First Boston Mortgage Securities Corp. Adjustable Rate Mortgage-Backed P/T Cert Series ARMT 2005-3 Contact: Customer Service - CTSLink Wells Fargo Bank, N.A. Securities Administration Services 7485 New Horizon Way Frederick, MD 21703 www.ctslink.com Telephone: (301) 815-6600 Fax: (301) 815-6660 Certificateholder Distribution Summary Certificate Certificate Beginning Class Pass-Through Certificate Interest Class CUSIP Description Rate Balance Distribution 1A1 007036HU3 SEN 4.~~64575~~65297% 8380,~~442~~959,~~871~~389.0163 ~~323~~313,~~045~~918.7430 1A2 007036KA3 SEN 4.~~64575~~65297% 98,~~275~~999,~~932~~856.9455 3534,~~911~~896.4075 AR 007036JT4 SEN 4.~~64739~~64842% 0.00 0.00 ARL 007036JU1 SEN 4.~~64739~~64842% 0.00 0.00 2A1 007036HV1 SEN 4.~~71802~~71546% ~~181~~178,~~449~~818,~~876~~661.0815 ~~713~~702,~~403~~676.5456 3A1 007036HW9 SEN 5.~~02238~~01588% 41,~~521~~181,~~840~~197.8625 ~~173~~172,~~782~~133.2134 4A1 007036HX7 SEN 5.~~27364~~27725% 4645,~~124~~175,~~962~~349.6806 ~~202~~198,~~705~~667.4185 5A1 007036HY5 SEN 4.~~65973~~65539% ~~109~~105,~~585~~179,~~175~~939.4523 ~~425~~408,~~530~~044.9569 6A1 007036HZ2 SEN 4.~~94861~~95185% ~~134~~130,~~790~~960,~~803~~690.9597 ~~555~~540,~~855~~414.5830 7A1 007036JA5 SEN 5.~~09618~~09440% 48,~~767~~521,~~238~~067.1473 ~~207~~205,~~105~~988.5115 CB1 007036JM9 SUB 4.~~82734~~82735% 14,~~028~~023,~~243~~755.5988 56,~~432~~414.5766 CB2 007036JN7 SUB 4.~~82734~~82735% 9,~~598~~595,~~534~~464.7715 38,~~612~~600.8256 CB3 007036JP2 SUB 4.~~82734~~82735% 2,583,~~913~~086.5897 10,~~394~~391.5222 CB4 007036JQ0 SUB 4.~~82734~~82735% 2,~~215~~214,~~353~~645.8111 8,~~911~~909.8906 CB5 007036JR8 SUB 4.~~82734~~82735% 2,583,~~913~~086.5897 10,~~394~~391.5222 CB6 007036JS6 SUB 4.~~82734~~82735% 2,~~953~~952,~~472~~527.1531 11,~~881~~877.1841 CB7 007036JV9 SUB 4.~~82734~~82735% 2,~~215~~214,~~353~~645.8111 8,~~911~~909.8906 CB8 007036JW7 SUB 4.~~82734~~82735% 2,~~953~~952,~~472~~527.1531 11,~~881~~877.1841 CB9 007036JX5 SUB 4.~~82734~~82735% 2,~~215~~214,~~117~~409.8725 8,~~910~~908.9411 8A1-1 007036JB3 SEN 3.~~68500~~86625% 7167,~~190~~915,~~059~~375.6891 ~~225~~233,~~899~~402.9051 8A1-2 007036JC1 SEN 3.~~75000~~93125% 1716,~~799~~980,~~742~~968.1172 5759,~~478~~339.3305 8A2 007036JD9 SEN 3.~~70000~~88125% ~~104~~98,~~777~~457,~~756~~100.5016 ~~333~~339,~~833~~676.5799 8A3-1 007036JE7 SEN 3.~~67000~~85125% 5753,~~470~~513,~~899~~563.3884 ~~181~~183,~~624~~194.0177 8A3-2 007036JF4 SEN 3.~~78000~~96125% 8,130,000.00 2628,~~463~~626.1563 8A4 007036JG2 SEN 3.~~74000~~92125% 1817,~~932~~790,~~419~~332.5652 6062,~~972~~009.9119 8M1 007036JH0 MEZ 34.~~91000~~09125% 14,660,000.00 4953,~~359~~313.4153 8M2 007036JJ6 MEZ 4.~~26000~~44125% 8,105,000.00 2931,~~731~~996.8474 8M3 007036JK3 MEZ 4.~~71000~~89125% 4,140,000.00 1617,~~791~~999.1580 8M4 007036JL1 MEZ 5.~~56000~~74125% 1,727,000.00 8,~~268~~813.4946 8-X 007036JY3 SEN 0.00000% 1,724,787.56 ~~567~~465,~~134~~116.8737 P 007036JZ0 SEN 0.00000% 0.00 6539,~~360~~442.3904 Totals 1974,~~004~~274,~~963,741~~428.2134 4,~~426~~265,~~589~~949.8773

Certificateholder Distribution Summary (continued) Current Ending Cumulative Principal Realized Certificate Total Realized Class Distribution Loss Balance Distribution Losses 1A1 2843,~~483,481~~981.3807 0.00 80,~~959~~115,~~389~~408.6356 21,~~806~~157,~~527~~899.1237 0.00 1A2 ~~276~~93,~~076~~821.3922 0.00 8,~~999~~906,~~856~~035.5534 ~~311~~128,~~987~~717.7997 0.00 AR 0.00 0.00 0.00 0.00 0.00 ARL 0.00 0.00 0.00 0.00 0.00 2A1 24,~~631~~110,~~214~~105.9239 0.00 ~~178~~174,~~818~~708,~~661~~555.1576 34,~~344~~812,~~618~~781.4695 0.00 3A1 ~~340~~1,~~643~~003,378.6197 0.00 4140,~~181~~177,~~197~~818.2528 ~~514~~1,~~425~~175,512.8231 0.00 4A1 ~~949~~898,~~613~~861.6242 0.00 4544,~~175~~276,~~349~~487.0664 1,~~152~~097,~~319~~529.0327 0.00 5A1 45,~~405~~031,~~236~~742.2232 0.00 ~~105~~100,~~179~~148,~~939~~196.2391 45,~~830~~439,~~767~~787.1701 0.00 6A1 31,~~830~~158,~~112~~809.9790 0.00 ~~130~~129,~~960~~801,~~690~~881.9707 41,~~385~~699,~~968~~224.5520 0.00 7A1 ~~246~~403,~~170~~720.4105 0.00 48,~~521~~117,~~067~~347.7369 ~~453~~609,~~275~~708.9220 0.00 CB1 4,~~487~~541.7115 0.00 14,~~023~~019,~~755~~214.8874 60,~~920~~955.2881 0.00 CB2 3,~~070~~107.6218 0.00 9,~~595~~592,~~464~~356.1597 41,~~683~~707.4474 0.00 CB3 ~~826~~836.6145 0.00 2,~~583~~582,~~086~~250.9752 11,~~221~~227.1367 0.00 CB4 ~~708~~717.7014 0.00 2,~~214~~213,~~645~~927.1197 9,~~620~~626.5920 0.00 CB5 ~~826~~836.6145 0.00 2,~~583~~582,~~086~~250.9752 11,~~221~~227.1367 0.00 CB6 ~~944~~956.8308 0.00 2,~~952~~951,~~527~~571.3123 12,~~826~~833.0149 0.00 CB7 ~~708~~717.7014 0.00 2,~~214~~213,~~645~~927.1197 9,~~620~~626.5920 0.00 CB8 ~~944~~956.8308 0.00 2,~~952~~951,~~527~~571.3123 12,~~826~~833.0149 0.00 CB9 ~~708~~717.6307 0.00 2,~~214~~213,~~409~~692.2518 9,~~619~~625.5718 0.00 8A1-1 32,~~274~~218,~~683~~389.7741 0.00 6765,~~915~~696,~~375~~986.9150 32,~~500~~451,~~583~~791.6792 0.00 8A1-2 ~~818~~554,~~773~~666.3976 0.00 16,~~980~~426,~~968~~301.7296 ~~876~~614,~~251~~005.7281 0.00 8A2 68,~~320~~304,~~656~~893.3349 0.00 9890,~~457~~152,~~100~~206.1667 68,~~654~~644,~~489~~570.9048 0.00 8A3-1 35,~~957~~199,~~335~~657.5583 0.00 5348,~~513~~313,~~563~~906.8400 45,~~138~~382,~~959~~852.5660 0.00 8A3-2 0.00 0.00 8,130,000.00 2628,~~463~~626.1563 0.00 8A4 1,~~142~~500,~~087~~621.0425 0.00 1716,~~790~~289,~~332~~711.5227 1,~~203~~562,~~059~~630.9544 0.00 8M1 0.00 0.00 14,660,000.00 4953,~~359~~313.4153 0.00 8M2 0.00 0.00 8,105,000.00 2931,~~731~~996.8474 0.00 8M3 0.00 0.00 4,140,000.00 1617,~~791~~999.1580 0.00 8M4 0.00 0.00 1,727,000.00 8,~~268~~813.4946 0.00 8-X 0.00 0.00 1,724,787.56 ~~567~~465,~~134~~116.8737 0.00 P 0.00 0.00 0.00 6539,~~360~~442.3904 0.00 Totals 3031,~~689~~336,~~312~~033.8482 0.00 ~~974~~942,~~274~~938,~~428~~394.3454 35,~~115~~601,~~902~~983.7155 0.00 All distributions required by the Pooling and Servicing Agreement have been calculated by the Certificate Administrator on behalf of the Trustee.

Principal Distribution Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Realized Class Amount Balance Distribution Distribution Accretion Loss (1) 1A1 94,715,000.00 8380,~~442~~959,~~871~~389.0163 1514,~~008~~596.7793 2829,~~468,472~~384.6114 0.00 0.00 1A2 10,529,000.00 98,~~275~~999,~~932~~856.9455 1,~~668~~622.4567 ~~274~~92,~~407~~198.9455 0.00 0.00 AR 50.00 0.00 0.00 0.00 0.00 0.00 ARL 50.00 0.00 0.00 0.00 0.00 0.00 2A1 192,889,000.00 ~~181~~178,~~449~~818,~~876~~661.0815 65,~~974~~308.2254 24,~~565~~044,~~240~~796.7085 0.00 0.00 3A1 41,920,000.00 41,~~521~~181,~~840~~197.8625 21,~~785~~894.4632 ~~318~~981,~~858~~484.1565 0.00 0.00 4A1 47,299,000.00 4645,~~124~~175,~~962~~349.6806 6,~~270~~292.9117 ~~943~~892,~~342~~569.7125 0.00 0.00 5A1 118,745,000.00 ~~109~~105,~~585~~179,~~175~~939.4523 2524,~~590~~832.4524 45,~~379~~006,~~645~~910.7708 0.00 0.00 6A1 140,344,000.00 ~~134~~130,~~790~~960,~~803~~690.9597 54,~~729~~498.7803 31,~~775~~104,~~383~~311.1987 0.00 0.00 7A1 51,374,000.00 48,~~767~~521,~~238~~067.1473 1920,~~997~~091.1404 ~~226~~383,~~173~~629.2701 0.00 0.00 CB1 14,045,000.00 14,~~028~~023,~~243~~755.5988 4,~~487~~541.7115 0.00 0.00 0.00 CB2 9,610,000.00 9,~~598~~595,~~534~~464.7715 3,~~070~~107.6218 0.00 0.00 0.00 CB3 2,587,000.00 2,583,~~913~~086.5897 ~~826~~836.6145 0.00 0.00 0.00 CB4 2,218,000.00 2,~~215~~214,~~353~~645.8111 ~~708~~717.7014 0.00 0.00 0.00 CB5 2,587,000.00 2,583,~~913~~086.5897 ~~826~~836.6145 0.00 0.00 0.00 CB6 2,957,000.00 2,~~953~~952,~~472~~527.1531 ~~944~~956.8308 0.00 0.00 0.00 CB7 2,218,000.00 2,~~215~~214,~~353~~645.8111 ~~708~~717.7014 0.00 0.00 0.00 CB8 2,957,000.00 2,~~953~~952,~~472~~527.1531 ~~944~~956.8308 0.00 0.00 0.00 CB9 2,217,763.78 2,~~215~~214,~~117~~409.8725 ~~708~~717.6307 0.00 0.00 0.00 8A1-1 79,910,000.00 7167,~~190~~915,~~059~~375.6891 0.00 32,~~274~~218,~~683~~389.7741 0.00 0.00 8A1-2 19,980,000.00 1716,~~799~~980,~~742~~968.1172 0.00 ~~818~~554,~~773~~666.3976 0.00 0.00 8A2 119,790,000.00 ~~104~~98,~~777~~457,~~756~~100.5016 0.00 68,~~320~~304,~~656~~893.3349 0.00 0.00 8A3-1 66,870,000.00 5753,~~470~~513,~~899~~563.3884 0.00 35,~~957~~199,~~335~~657.5583 0.00 0.00 8A3-2 8,130,000.00 8,130,000.00 0.00 0.00 0.00 0.00 8A4 21,645,000.00 1817,~~932~~790,~~419~~332.5652 0.00 1,~~142~~500,~~087~~621.0425 0.00 0.00 8M1 14,660,000.00 14,660,000.00 0.00 0.00 0.00 0.00 8M2 8,105,000.00 8,105,000.00 0.00 0.00 0.00 0.00 8M3 4,140,000.00 4,140,000.00 0.00 0.00 0.00 0.00 8M4 1,727,000.00 1,727,000.00 0.00 0.00 0.00 0.00 8-X 0.01 1,724,787.56 0.00 0.00 0.00 0.00 P 0.00 0.00 0.00 0.00 0.00 0.00 Totals 1,084,168,863.79 1974,~~004~~274,~~963,741~~428.2134 ~~224~~222,~~252~~520.4268 3031,~~465~~113,~~060~~513.4214 0.00 0.00 (1) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.

Principal Distribution Statement (continued) Total Ending Ending Total Principal Certificate Certificate Principal Class Reduction Balance Percentage Distribution 1A1 2843,~~483,481~~981.3807 80,~~959~~115,~~389~~408.6356 0.~~85476841~~84585766 2843,~~483,481~~981.3807 1A2 ~~276~~93,~~076~~821.3922 8,~~999~~906,~~856~~035.5534 0.~~85476841~~84585766 ~~276~~93,~~076~~821.3922 AR 0.00 0.00 0.00000000 0.00 ARL 0.00 0.00 0.00000000 0.00 2A1 24,~~631~~110,~~214~~105.9239 ~~178~~174,~~818~~708,~~661~~555.1576 0.~~92705474~~90574660 24,~~631~~110,~~214~~105.9239 3A1 ~~340~~1,~~643~~003,378.6197 4140,~~181~~177,~~197~~818.2528 0.~~98237589~~95844032 ~~340~~1,~~643~~003,378.6197 4A1 ~~949~~898,~~613~~861.6242 4544,~~175~~276,~~349~~487.0664 0.~~95510157~~93609775 ~~949~~898,~~613~~861.6242 5A1 45,~~405~~031,~~236~~742.2232 ~~105~~100,~~179~~148,~~939~~196.2391 0.~~88576310~~84338875 45,~~405~~031,~~236~~742.2232 6A1 31,~~830~~158,~~112~~809.9790 ~~130~~129,~~960~~801,~~690~~881.9707 0.~~93314065~~92488372 31,~~830~~158,~~112~~809.9790 7A1 ~~246~~403,~~170~~720.4105 48,~~521~~117,~~067~~347.7369 0.~~94446739~~93660894 ~~246~~403,~~170~~720.4105 CB1 4,~~487~~541.7115 14,~~023~~019,~~755~~214.8874 0.~~99848742~~99816410 4,~~487~~541.7115 CB2 3,~~070~~107.6218 9,~~595~~592,~~464~~356.1597 0.~~99848742~~99816410 3,~~070~~107.6218 CB3 ~~826~~836.6145 2,~~583~~582,~~086~~250.9752 0.~~99848743~~99816410 ~~826~~836.6145 CB4 ~~708~~717.7014 2,~~214~~213,~~645~~927.1197 0.~~99848743~~99816410 ~~708~~717.7014 CB5 ~~826~~836.6145 2,~~583~~582,~~086~~250.9752 0.~~99848743~~99816410 ~~826~~836.6145 CB6 ~~944~~956.8308 2,~~952~~951,~~527~~571.3123 0.~~99848742~~99816410 ~~944~~956.8308 CB7 ~~708~~717.7014 2,~~214~~213,~~645~~927.1197 0.~~99848743~~99816410 ~~708~~717.7014 CB8 ~~944~~956.8308 2,~~952~~951,~~527~~571.3123 0.~~99848742~~99816410 ~~944~~956.8308 CB9 ~~708~~717.6307 2,~~214~~213,~~409~~692.2518 0.~~99848743~~99816410 ~~708~~717.6307 8A1-1 32,~~274~~218,~~683~~389.7741 6765,~~915~~696,~~375~~986.9150 0.~~84989833~~82213724 32,~~274~~218,~~683~~389.7741 8A1-2 ~~818~~554,~~773~~666.3976 16,~~980~~426,~~968~~301.7296 0.~~84989833~~82213724 ~~818~~554,~~773~~666.3976 8A2 68,~~320~~304,~~656~~893.3349 9890,~~457~~152,~~100~~206.1667 0.~~82191418~~75258541 68,~~320~~304,~~656~~893.3349 8A3-1 35,~~957~~199,~~335~~657.5583 5348,~~513~~313,~~563~~906.8400 0.~~80026266~~72250495 35,~~957~~199,~~335~~657.5583 8A3-2 0.00 8,130,000.00 1.00000000 0.00 8A4 1,~~142~~500,~~087~~621.0425 1716,~~790~~289,~~332~~711.5227 0.~~82191418~~75258541 1,~~142~~500,~~087~~621.0425 8M1 0.00 14,660,000.00 1.00000000 0.00 8M2 0.00 8,105,000.00 1.00000000 0.00 8M3 0.00 4,140,000.00 1.00000000 0.00 8M4 0.00 1,727,000.00 1.00000000 0.00 8-X 0.00 1,724,787.56 2172,478,756.00000000 0.00 P 0.00 0.00 0.00000000 0.00 Totals 3031,~~689~~336,~~312~~033.8482 ~~974~~942,~~274~~938,~~428~~394.3454 0.~~89863716~~86973388 3031,~~689~~336,~~312~~033.8482

Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion 1A1 94,715,000.00 ~~880~~854.~~98897756~~76840659 0.~~15846244~~15411424 268.~~06210854~~75662926 0.00000000 1A2 10,529,000.00 ~~880~~854.~~98897711~~76840631 0.~~15846234~~15411435 268.~~06210846~~75662931 0.00000000 AR 50.00 0.00000000 0.00000000 0.00000000 0.00000000 ARL 50.00 0.00000000 0.00000000 0.00000000 0.00000000 2A1 192,889,000.00 ~~940~~927.~~69582029~~05473692 0.~~34203205~~33858095 1320.~~29905127~~96955684 0.00000000 3A1 41,920,000.00 ~~990~~982.~~50192891~~37588860 0.~~51969132~~52228817 723.~~60634900~~41327886 0.00000000 4A1 47,299,000.00 ~~975~~955.~~17839024~~10156790 0.~~13258018~~13302966 1918.~~94424216~~87078479 0.00000000 5A1 118,745,000.00 ~~922~~885.~~86138743~~76309933 0.~~21550760~~20912241 3642.~~88278050~~16522868 0.00000000 6A1 140,344,000.00 ~~960~~933.~~43153929~~14064705 0.~~38996879~~38831749 267.~~90092337~~86860764 0.00000000 7A1 51,374,000.00 ~~949~~944.~~25912212~~46739070 0.~~38924631~~39107408 47.~~40248511~~46737669 0.00000000 CB1 14,045,000.00 998.~~80694838~~48742471 0.~~31952367~~32332859 0.00000000 0.00000000 CB2 9,610,000.00 998.~~80694797~~48742456 0.~~31952341~~32332778 0.00000000 0.00000000 CB3 2,587,000.00 998.~~80695014~~48742559 0.~~31952455~~32332818 0.00000000 0.00000000 CB4 2,218,000.00 998.~~80694770~~48742561 0.~~31952209~~32332732 0.00000000 0.00000000 CB5 2,587,000.00 998.~~80695014~~48742559 0.~~31952455~~32332818 0.00000000 0.00000000 CB6 2,957,000.00 998.~~80694961~~48742306 0.~~31952317~~32332770 0.00000000 0.00000000 CB7 2,218,000.00 998.~~80694770~~48742561 0.~~31952209~~32332732 0.00000000 0.00000000 CB8 2,957,000.00 998.~~80694961~~48742306 0.~~31952317~~32332770 0.00000000 0.00000000 CB9 2,217,763.78 998.~~80694688~~48742683 0.~~31952456~~32333020 0.00000000 0.00000000 8A1-1 79,910,000.00 ~~890~~849.~~87798373~~89833450 0.00000000 4027.~~97964923~~76109886 0.00000000 8A1-2 19,980,000.00 ~~890~~849.~~87798348~~89833433 0.00000000 4027.~~97964915~~76109910 0.00000000 8A2 119,790,000.00 ~~874~~821.~~67865849~~91418449 0.00000000 5269.~~76447391~~32877110 0.00000000 8A3-1 66,870,000.00 ~~859~~800.~~44219201~~26265650 0.00000000 5977.~~17953567~~75770645 0.00000000 8A3-2 8,130,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 8A4 21,645,000.00 ~~874~~821.~~67865835~~91418434 0.00000000 5269.~~76447401~~32877108 0.00000000 8M1 14,660,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 8M2 8,105,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 8M3 4,140,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 8M4 1,727,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 8-X 0.01 0.00000000 0.00000000 0.00000000 0.00000000 P 0.00 0.00000000 0.00000000 0.00000000 0.00000000 (2) The Beginning Scheduled Collateral Balance reported on the Collateral Statement contains the Prefunded Amount of $114,111,697.28. The Ending Scheduled Collateral Balance does not include this amount.

Principal Distribution Factors Statement (continued) Total Ending Ending Total Realized Principal Certificate Certificate Principal Class Loss (3) Reduction Balance Percentage Distribution 1A1 0.00000000 268.~~22057098~~91074349 ~~854~~845.~~76840659~~85766309 0.~~85476841~~84585766 268.~~22057098~~91074349 1A2 0.00000000 268.~~22057080~~91074366 ~~854~~845.~~76840631~~85766360 0.~~85476841~~84585766 268.~~22057080~~91074366 AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 ARL 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2A1 0.00000000 1321.~~64108332~~30813779 ~~927~~905.~~05473692~~74659913 0.~~92705474~~90574660 1321.~~64108332~~30813779 3A1 0.00000000 823.~~12604031~~93556703 ~~982~~958.~~37588860~~44032156 0.~~98237589~~95844032 823.~~12604031~~93556703 4A1 0.00000000 2019.~~07682234~~00381446 ~~955~~936.~~10156790~~09775344 0.~~95510157~~93609775 2019.~~07682234~~00381446 5A1 0.00000000 3742.~~09828810~~37435109 ~~885~~843.~~76309933~~38874824 0.~~88576310~~84338875 3742.~~09828810~~37435109 6A1 0.00000000 278.~~29089216~~25692513 ~~933~~924.~~14064705~~88372193 0.~~93314065~~92488372 278.~~29089216~~25692513 7A1 0.00000000 47.~~79173142~~85845077 ~~944~~936.~~46739070~~60894013 0.~~94446739~~93660894 47.~~79173142~~85845077 CB1 0.00000000 0.~~31952367~~32332859 998.~~48742471~~16409683 0.~~99848742~~99816410 0.~~31952367~~32332859 CB2 0.00000000 0.~~31952341~~32332778 998.~~48742456~~16409677 0.~~99848742~~99816410 0.~~31952341~~32332778 CB3 0.00000000 0.~~31952455~~32332818 998.~~48742559~~16409741 0.~~99848743~~99816410 0.~~31952455~~32332818 CB4 0.00000000 0.~~31952209~~32332732 998.~~48742561~~16409829 0.~~99848743~~99816410 0.~~31952209~~32332732 CB5 0.00000000 0.~~31952455~~32332818 998.~~48742559~~16409741 0.~~99848743~~99816410 0.~~31952455~~32332818 CB6 0.00000000 0.~~31952317~~32332770 998.~~48742306~~16409537 0.~~99848742~~99816410 0.~~31952317~~32332770 CB7 0.00000000 0.~~31952209~~32332732 998.~~48742561~~16409829 0.~~99848743~~99816410 0.~~31952209~~32332732 CB8 0.00000000 0.~~31952317~~32332770 998.~~48742306~~16409537 0.~~99848742~~99816410 0.~~31952317~~32332770 CB9 0.00000000 0.~~31952456~~32333020 998.~~48742683~~16409663 0.~~99848743~~99816410 0.~~31952456~~32333020 8A1-1 0.00000000 4027.~~97964923~~76109886 ~~849~~822.~~89833450~~13723564 0.~~84989833~~82213724 4027.~~97964923~~76109886 8A1-2 0.00000000 4027.~~97964915~~76109910 ~~849~~822.~~89833433~~13723524 0.~~84989833~~82213724 4027.~~97964915~~76109910 8A2 0.00000000 5269.~~76447391~~32877110 ~~821~~752.~~91418449~~58541339 0.~~82191418~~75258541 5269.~~76447391~~32877110 8A3-1 0.00000000 5977.~~17953567~~75770645 ~~800~~722.~~26265650~~50494990 0.~~80026266~~72250495 5977.~~17953567~~75770645 8A3-2 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 8A4 0.00000000 5269.~~76447401~~32877108 ~~821~~752.~~91418434~~58541326 0.~~82191418~~75258541 5269.~~76447401~~32877108 8M1 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 8M2 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 8M3 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 8M4 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 8-X 0.00000000 0.00000000 0.00000000 ~~2478756~~172478756.00000000 0.00000000 P 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 (3) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.

Interest Distribution Statement Beginning Payment of Original Current Certificate/ Current Unpaid Current Face Certificate Notional Accrued Interest Interest Class Amount Rate Balance Interest Shortfall Shortfall 1A1 94,715,000.00 4.~~64575~~65297% 8380,~~442~~959,~~871~~389.0163 ~~323~~313,~~045~~918.7430 0.00 0.00 1A2 10,529,000.00 4.~~64575~~65297% 98,~~275~~999,~~932~~856.9455 3534,~~911~~896.4075 0.00 0.00 AR 50.00 4.~~64739~~64842% 0.00 0.00 0.00 0.00 ARL 50.00 4.~~64739~~64842% 0.00 0.00 0.00 0.00 2A1 192,889,000.00 4.~~71802~~71546% ~~181~~178,~~449~~818,~~876~~661.0815 ~~713~~702,~~403~~676.5556 0.00 0.00 3A1 41,920,000.00 5.~~02238~~01588% 41,~~521~~181,~~840~~197.8625 ~~173~~172,~~782~~133.2135 0.00 0.00 4A1 47,299,000.00 5.~~27364~~27725% 4645,~~124~~175,~~962~~349.6806 ~~202~~198,~~705~~667.4185 0.00 0.00 5A1 118,745,000.00 4.~~65973~~65539% ~~109~~105,~~585~~179,~~175~~939.4523 ~~425~~408,~~530~~044.9469 0.00 0.00 6A1 140,344,000.00 4.~~94861~~95185% ~~134~~130,~~790~~960,~~803~~690.9597 ~~555~~540,~~855~~414.5830 0.00 0.00 7A1 51,374,000.00 5.~~09618~~09440% 48,~~767~~521,~~238~~067.1473 ~~207~~205,~~105~~988.5216 0.00 0.00 CB1 14,045,000.00 4.~~82734~~82735% 14,~~028~~023,~~243~~755.5988 56,~~432~~414.5766 0.00 0.00 CB2 9,610,000.00 4.~~82734~~82735% 9,~~598~~595,~~534~~464.7715 38,~~612~~600.8256 0.00 0.00 CB3 2,587,000.00 4.~~82734~~82735% 2,583,~~913~~086.5897 10,~~394~~391.5222 0.00 0.00 CB4 2,218,000.00 4.~~82734~~82735% 2,~~215~~214,~~353~~645.8111 8,~~911~~909.8906 0.00 0.00 CB5 2,587,000.00 4.~~82734~~82735% 2,583,~~913~~086.5897 10,~~394~~391.5222 0.00 0.00 CB6 2,957,000.00 4.~~82734~~82735% 2,~~953~~952,~~472~~527.1531 11,~~881~~877.1841 0.00 0.00 CB7 2,218,000.00 4.~~82734~~82735% 2,~~215~~214,~~353~~645.8111 8,~~911~~909.8906 0.00 0.00 CB8 2,957,000.00 4.~~82734~~82735% 2,~~953~~952,~~472~~527.1531 11,~~881~~877.1841 0.00 0.00 CB9 2,217,763.78 4.~~82734~~82735% 2,~~215~~214,~~117~~409.8725 8,~~910~~908.9411 0.00 0.00 8A1-1 79,910,000.00 3.~~68500~~86625% 7167,~~190~~915,~~059~~375.6891 ~~225~~233,~~899~~402.9051 0.00 0.00 8A1-2 19,980,000.00 3.~~75000~~93125% 1716,~~799~~980,~~742~~968.1172 5759,~~478~~339.3305 0.00 0.00 8A2 119,790,000.00 3.~~70000~~88125% ~~104~~98,~~777~~457,~~756~~100.5016 ~~333~~339,~~833~~677.5700 0.00 0.00 8A3-1 66,870,000.00 3.~~67000~~85125% 5753,~~470~~513,~~899~~563.3884 ~~181~~183,~~624~~194.0177 0.00 0.00 8A3-2 8,130,000.00 3.~~78000~~96125% 8,130,000.00 2628,~~463~~626.1563 0.00 0.00 8A4 21,645,000.00 3.~~74000~~92125% 1817,~~932~~790,~~419~~332.5652 6062,~~972~~009.9119 0.00 0.00 8M1 14,660,000.00 34.~~91000~~09125% 14,660,000.00 4953,~~359~~313.4153 0.00 0.00 8M2 8,105,000.00 4.~~26000~~44125% 8,105,000.00 2931,~~731~~996.8474 0.00 0.00 8M3 4,140,000.00 4.~~71000~~89125% 4,140,000.00 1617,~~791~~999.1580 0.00 0.00 8M4 1,727,000.00 5.~~56000~~74125% 1,727,000.00 8,~~268~~813.4946 0.00 0.00 8-X 0.01 0.00000% ~~308~~293,~~657~~144,~~664~~128.8072 0.00 0.00 0.00 P 0.00 0.00000% 0.00 0.00 0.00 0.00 Totals 1,084,168,863.79 3,~~794~~761,~~094~~391.6235 0.00 0.00

Interest Distribution Statement (continued) Remaining Ending Non-Supported Total Unpaid Certificate/ Interest Realized Interest Interest Notional Class Shortfall Losses (4) Distribution Shortfall Balance 1A1 0.00 0.00 ~~323~~313,~~045~~918.7430 0.00 80,~~959~~115,~~389~~408.6356 1A2 0.00 0.00 3534,~~911~~896.4075 0.00 8,~~999~~906,~~856~~035.5534 AR 0.00 0.00 0.00 0.00 0.00 ARL 0.00 0.00 0.00 0.00 0.00 2A1 0.00 0.00 ~~713~~702,~~403~~676.5456 0.00 ~~178~~174,~~818~~708,~~661~~555.1576 3A1 0.00 0.00 ~~173~~172,~~782~~133.2134 0.00 4140,~~181~~177,~~197~~818.2528 4A1 0.00 0.00 ~~202~~198,~~705~~667.4185 0.00 4544,~~175~~276,~~349~~487.0664 5A1 0.00 0.00 ~~425~~408,~~530~~044.9569 0.00 ~~105~~100,~~179~~148,~~939~~196.2391 6A1 0.00 0.00 ~~555~~540,~~855~~414.5830 0.00 ~~130~~129,~~960~~801,~~690~~881.9707 7A1 0.00 0.00 ~~207~~205,~~105~~988.5115 0.00 48,~~521~~117,~~067~~347.7369 CB1 0.00 0.00 56,~~432~~414.5766 0.00 14,~~023~~019,~~755~~214.8874 CB2 0.00 0.00 38,~~612~~600.8256 0.00 9,~~595~~592,~~464~~356.1597 CB3 0.00 0.00 10,~~394~~391.5222 0.00 2,~~583~~582,~~086~~250.9752 CB4 0.00 0.00 8,~~911~~909.8906 0.00 2,~~214~~213,~~645~~927.1197 CB5 0.00 0.00 10,~~394~~391.5222 0.00 2,~~583~~582,~~086~~250.9752 CB6 0.00 0.00 11,~~881~~877.1841 0.00 2,~~952~~951,~~527~~571.3123 CB7 0.00 0.00 8,~~911~~909.8906 0.00 2,~~214~~213,~~645~~927.1197 CB8 0.00 0.00 11,~~881~~877.1841 0.00 2,~~952~~951,~~527~~571.3123 CB9 0.00 0.00 8,~~910~~908.9411 0.00 2,~~214~~213,~~409~~692.2518 8A1-1 0.00 0.00 ~~225~~233,~~899~~402.9051 0.00 6765,~~915~~696,~~375~~986.9150 8A1-2 0.00 0.00 5759,~~478~~339.3305 0.00 16,~~980~~426,~~968~~301.7296 8A2 0.00 0.00 ~~333~~339,~~833~~676.5799 0.00 9890,~~457~~152,~~100~~206.1667 8A3-1 0.00 0.00 ~~181~~183,~~624~~194.0177 0.00 5348,~~513~~313,~~563~~906.8400 8A3-2 0.00 0.00 2628,~~463~~626.1563 0.00 8,130,000.00 8A4 0.00 0.00 6062,~~972~~009.9119 0.00 1716,~~790~~289,~~332~~711.5227 8M1 0.00 0.00 4953,~~359~~313.4153 0.00 14,660,000.00 8M2 0.00 0.00 2931,~~731~~996.8474 0.00 8,105,000.00 8M3 0.00 0.00 1617,~~791~~999.1580 0.00 4,140,000.00 8M4 0.00 0.00 8,~~268~~813.4946 0.00 1,727,000.00 8-X 0.00 0.00 ~~567~~465,~~134~~116.8737 0.00 ~~293~~275,~~144~~365,~~128~~899.7297 P 0.00 0.00 6539,~~360~~442.3904 0.00 0.00 Totals 0.00 0.00 4,~~426~~265,~~589~~949.8773 0.00 (4) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.

Interest Distribution Factors Statement Beginning Payment of Original Current Certificate/ Current Unpaid Current Face Certificate Notional Accrued Interest Interest Class (5) Amount Rate Balance Interest Shortfall Shortfall 1A1 94,715,000.00 4.~~64575~~65297% ~~880~~854.~~98897756~~76840659 3.~~41071361~~31434620 0.00000000 0.00000000 1A2 10,529,000.00 4.~~64575~~65297% ~~880~~854.~~98897711~~76840631 3.~~41071327~~31434609 0.00000000 0.00000000 AR 50.00 4.~~64739~~64842% 0.00000000 0.00000000 0.00000000 0.00000000 ARL 50.00 4.~~64739~~64842% 0.00000000 0.00000000 0.00000000 0.00000000 2A1 192,889,000.00 4.~~71802~~71546% ~~940~~927.~~69582029~~05473692 3.~~69851858~~64290633 0.00000000 0.00000000 3A1 41,920,000.00 5.~~02238~~01588% ~~990~~982.~~50192891~~37588860 4.~~14556799~~10623449 0.00000000 0.00000000 4A1 47,299,000.00 5.~~27364~~27725% ~~975~~955.~~17839024~~10156790 4.~~28561724~~20025476 0.00000000 0.00000000 5A1 118,745,000.00 4.~~65973~~65539% ~~922~~885.~~86138743~~76309933 3.~~58356933~~43631050 0.00000000 0.00000000 6A1 140,344,000.00 4.~~94861~~95185% ~~960~~933.~~43153929~~14064705 3.~~96066508~~85064057 0.00000000 0.00000000 7A1 51,374,000.00 5.~~09618~~09440% ~~949~~944.~~25912212~~46739070 4.~~03132947~~00957994 0.00000000 0.00000000 CB1 14,045,000.00 4.~~82734~~82735% 998.~~80694838~~48742471 4.~~01798291~~01670773 0.00000000 0.00000000 CB2 9,610,000.00 4.~~82734~~82735% 998.~~80694797~~48742456 4.~~01798335~~01670760 0.00000000 0.00000000 CB3 2,587,000.00 4.~~82734~~82735% 998.~~80695014~~48742559 4.~~01798222~~01670661 0.00000000 0.00000000 CB4 2,218,000.00 4.~~82734~~82735% 998.~~80694770~~48742561 4.~~01798467~~01670875 0.00000000 0.00000000 CB5 2,587,000.00 4.~~82734~~82735% 998.~~80695014~~48742559 4.~~01798222~~01670661 0.00000000 0.00000000 CB6 2,957,000.00 4.~~82734~~82735% 998.~~80694961~~48742306 4.~~01798444~~01670950 0.00000000 0.00000000 CB7 2,218,000.00 4.~~82734~~82735% 998.~~80694770~~48742561 4.~~01798467~~01670875 0.00000000 0.00000000 CB8 2,957,000.00 4.~~82734~~82735% 998.~~80694961~~48742306 4.~~01798444~~01670950 0.00000000 0.00000000 CB9 2,217,763.78 4.~~82734~~82735% 998.~~80694688~~48742683 4.~~01798428~~01670822 0.00000000 0.00000000 8A1-1 79,910,000.00 3.~~68500~~86625% ~~890~~849.~~87798373~~89833450 2.~~82692905~~92081729 0.00000000 0.00000000 8A1-2 19,980,000.00 3.~~75000~~93125% ~~890~~849.~~87798348~~89833433 2.~~87679329~~96992242 0.00000000 0.00000000 8A2 119,790,000.00 3.~~70000~~88125% ~~874~~821.~~67865849~~91418449 2.~~78682336~~83560397 0.00000000 0.00000000 8A3-1 66,870,000.00 3.~~67000~~85125% ~~859~~800.~~44219201~~26265650 2.~~71607612~~73956587 0.00000000 0.00000000 8A3-2 8,130,000.00 3.~~78000~~96125% 1000.00000000 3.~~25500000~~52111070 0.00000000 0.00000000 8A4 21,645,000.00 3.~~74000~~92125% ~~874~~821.~~67865835~~91418434 2.~~81695126~~86482744 0.00000000 0.00000000 8M1 14,660,000.00 34.~~91000~~09125% 1000.00000000 3.~~36694475~~63666644 0.00000000 0.00000000 8M2 8,105,000.00 4.~~26000~~44125% 1000.00000000 3.~~66833313~~94777791 0.00000000 0.00000000 8M3 4,140,000.00 4.~~71000~~89125% 1000.00000000 4.~~05583333~~34777778 0.00000000 0.00000000 8M4 1,727,000.00 5.~~56000~~74125% 1000.00000000 45.~~78777649~~10333526 0.00000000 0.00000000 8-X 0.01 0.00000% 0.00000000 0.00000000 0.00000000 0.00000000 P 0.00 0.00000% 0.00000000 0.00000000 0.00000000 0.00000000 (5) All denominations per $1,000.

Interest Distribution Factors Statement (continued) Remaining Ending Non-Supported Total Unpaid Certificate/ Interest Realized Interest Interest Notional Class Shortfall Losses (6) Distribution Shortfall Balance 1A1 0.00000000 0.00000000 3.~~41071361~~31434620 0.00000000 ~~854~~845.~~76840659~~85766309 1A2 0.00000000 0.00000000 3.~~41071327~~31434609 0.00000000 ~~854~~845.~~76840631~~85766360 AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 ARL 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2A1 0.00000000 0.00000000 3.~~69851853~~64290633 0.00000000 ~~927~~905.~~05473692~~74659913 3A1 0.00000000 0.00000000 4.~~14556799~~10623426 0.00000000 ~~982~~958.~~37588860~~44032156 4A1 0.00000000 0.00000000 4.~~28561724~~20025476 0.00000000 ~~955~~936.~~10156790~~09775344 5A1 0.00000000 0.00000000 3.~~58356941~~43631050 0.00000000 ~~885~~843.~~76309933~~38874824 6A1 0.00000000 0.00000000 3.~~96066508~~85064057 0.00000000 ~~933~~924.~~14064705~~88372193 7A1 0.00000000 0.00000000 4.~~03132927~~00957975 0.00000000 ~~944~~936.~~46739070~~60894013 CB1 0.00000000 0.00000000 4.~~01798291~~01670773 0.00000000 998.~~48742471~~16409683 CB2 0.00000000 0.00000000 4.~~01798335~~01670760 0.00000000 998.~~48742456~~16409677 CB3 0.00000000 0.00000000 4.~~01798222~~01670661 0.00000000 998.~~48742559~~16409741 CB4 0.00000000 0.00000000 4.~~01798467~~01670875 0.00000000 998.~~48742561~~16409829 CB5 0.00000000 0.00000000 4.~~01798222~~01670661 0.00000000 998.~~48742559~~16409741 CB6 0.00000000 0.00000000 4.~~01798444~~01670950 0.00000000 998.~~48742306~~16409537 CB7 0.00000000 0.00000000 4.~~01798467~~01670875 0.00000000 998.~~48742561~~16409829 CB8 0.00000000 0.00000000 4.~~01798444~~01670950 0.00000000 998.~~48742306~~16409537 CB9 0.00000000 0.00000000 4.~~01798428~~01670822 0.00000000 998.~~48742683~~16409663 8A1-1 0.00000000 0.00000000 2.~~82692905~~92081729 0.00000000 ~~849~~822.~~89833450~~13723564 8A1-2 0.00000000 0.00000000 2.~~87679329~~96992242 0.00000000 ~~849~~822.~~89833433~~13723524 8A2 0.00000000 0.00000000 2.~~78682336~~83560389 0.00000000 ~~821~~752.~~91418449~~58541339 8A3-1 0.00000000 0.00000000 2.~~71607612~~73956587 0.00000000 ~~800~~722.~~26265650~~50494990 8A3-2 0.00000000 0.00000000 3.~~25500000~~52111070 0.00000000 1000.00000000 8A4 0.00000000 0.00000000 2.~~81695126~~86482744 0.00000000 ~~821~~752.~~91418434~~58541326 8M1 0.00000000 0.00000000 3.~~36694475~~63666644 0.00000000 1000.00000000 8M2 0.00000000 0.00000000 3.~~66833313~~94777791 0.00000000 1000.00000000 8M3 0.00000000 0.00000000 4.~~05583333~~34777778 0.00000000 1000.00000000 8M4 0.00000000 0.00000000 45.~~78777649~~10333526 0.00000000 1000.00000000 8-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 P 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 (6) Amount Does Not Include Excess Special Hazard, Bankruptcy,or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.

CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 35,~~312~~816,~~331~~573.6321 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 0.00 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 6539,~~360~~442.3904 Total Deposits 35,~~377~~856,~~692~~015.0225 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee ~~261~~254,~~789~~031.3170 Payment of Interest and Principal 35,~~115~~601,~~902~~983.7155 Total Withdrawals (Pool Distribution Amount) 35,~~377~~856,~~692~~015.0225 Ending Balance 0.00

SERVICING FEES Gross Servicing Fee ~~260~~253,~~966~~210.8613 PMI Fee ~~822~~821.4557 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee ~~261~~254,~~789~~031.3170

LOAN STATUS STRATIFICATION/CREDIT ENHANCEMENT STATEMENT DELINQUENT BANKRUPTCY FORECLOSURE REO Total No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 13 0 0 13 ~~182~~443,~~125~~143.0043 0.00 0.00 ~~182~~443,~~125~~143.0043 30 Days 1011 0 0 0 1011 23,~~532~~852,~~384~~460.2958 0.00 0.00 0.00 23,~~532~~852,~~384~~460.2958 60 Days 43 0 02 0 45 ~~804~~902,~~059~~346.0935 0.00 0575,044.0069 0.00 ~~804~~1,~~059~~477,391.0904 90 Days 31 0 01 0 32 ~~566~~120,~~192~~000.1100 0.00 0253,002.0091 0.00 ~~566~~373,~~192~~002.1191 120 Days 0 0 02 0 02 0.00 0.00 0446,192.0011 0.00 0446,192.0011 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 1715 13 05 0 1823 34,~~902~~874,~~635~~806.4993 ~~182~~443,~~125~~143.0043 01,274,239.0071 0.00 46,~~084~~592,~~760~~190.4907 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.~~030798~~095087% 0.000000% 0.000000% 0.~~030798~~095087% 0.~~018687~~046981% 0.000000% 0.000000% 0.~~018687~~046981% 30 Days 0.~~307977~~348653% 0.000000% 0.000000% 0.000000% 0.~~307977~~348653% 0.~~259840~~408428% 0.000000% 0.000000% 0.000000% 0.~~259840~~408428% 60 Days 0.~~123191~~095087% 0.000000% 0.~~000000~~063391% 0.000000% 0.~~123191~~158479% 0.~~082502~~095665% 0.000000% 0.~~000000~~060965% 0.000000% 0.~~082502~~156629% 90 Days 0.~~092393~~031696% 0.000000% 0.~~000000~~031696% 0.000000% 0.~~092393~~063391% 0.~~058095~~012722% 0.000000% 0.~~000000~~026823% 0.000000% 0.~~058095~~039545% 120 Days 0.000000% 0.000000% 0.~~000000~~063391% 0.000000% 0.~~000000~~063391% 0.000000% 0.000000% 0.~~000000~~047304% 0.000000% 0.~~000000~~047304% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.~~523560~~475436% 0.~~030798~~095087% 0.~~000000~~158479% 0.000000% 0.~~554358~~729002% 0.~~400437~~516815% 0.~~018687~~046981% 0.~~000000~~135092% 0.000000% 0.~~419125~~698888%

Delinquency Status By Groups

DELINQUENT BANKRUPTCY FORECLOSURE REO Total Grp 1 Mixed ARM No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Grp 2 Mixed ARM No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 01 0 0 0 01 0413,905.0012 0.00 0.00 0.00 0413,905.0012 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 01 0 0 0 01 0413,905.0012 0.00 0.00 0.00 0413,905.0012 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.~~000000~~293255% 0.000000% 0.000000% 0.000000% 0.~~000000~~293255% 0.~~000000~~222317% 0.000000% 0.000000% 0.000000% 0.~~000000~~222317% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.~~000000~~293255% 0.000000% 0.000000% 0.000000% 0.~~000000~~293255% 0.~~000000~~222317% 0.000000% 0.000000% 0.000000% 0.~~000000~~222317% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Grp 3 Mixed ARM No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Grp 4 Mixed ARM No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Grp 5 Mixed ARM No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 01 0 0 01 0138,700.00 0.00 0.00 0138,700.00 30 Days 10 0 0 0 10 ~~248,000~~0.00 0.00 0.00 0.00 ~~248,000~~0.00 60 Days 1 0 0 0 1 ~~212~~248,~~450~~000.00 0.00 0.00 0.00 ~~212~~248,~~450~~000.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 21 01 0 0 2 ~~460~~248,~~450~~000.00 0138,700.00 0.00 0.00 ~~460~~386,~~450~~700.00 0-29 Days 0.~~000000~~197628% 0.000000% 0.000000% 0.~~000000~~197628% 0.~~000000~~129374% 0.000000% 0.000000% 0.~~000000~~129374% 30 Days 0.~~189394~~000000% 0.000000% 0.000000% 0.000000% 0.~~189394~~000000% 0.~~220943~~000000% 0.000000% 0.000000% 0.000000% 0.~~220943~~000000% 60 Days 0.~~189394~~197628% 0.000000% 0.000000% 0.000000% 0.~~189394~~197628% 0.~~189272~~231324% 0.000000% 0.000000% 0.000000% 0.~~189272~~231324% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.~~378788~~197628% 0.~~000000~~197628% 0.000000% 0.000000% 0.~~378788~~395257% 0.~~410215~~231324% 0.~~000000~~129374% 0.000000% 0.000000% 0.~~410215~~360698% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Grp 6 Mixed ARM No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 10 0 0 0 10 ~~243,950~~0.00 0.00 0.00 0.00 ~~243,950~~0.00 120 Days 0 0 01 0 01 0.00 0.00 0243,950.00 0.00 0243,950.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 1 0 0 1 0 1 ~~243,950~~0.00 0.00 0243,950.00 0.00 243,950.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.~~150376~~000000% 0.000000% 0.000000% 0.000000% 0.~~150376~~000000% 0.~~175097~~000000% 0.000000% 0.000000% 0.000000% 0.~~175097~~000000% 120 Days 0.000000% 0.000000% 0.~~000000~~151745% 0.000000% 0.~~000000~~151745% 0.000000% 0.000000% 0.~~000000~~176571% 0.000000% 0.~~000000~~176571% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.~~150376~~000000% 0.000000% 0.~~000000~~151745% 0.000000% 0.~~150376~~151745% 0.~~175097~~000000% 0.000000% 0.~~000000~~176571% 0.000000% 0.~~175097~~176571% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Grp 7 Mixed ARM No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Grp 8A Mixed ARM No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 12 0 0 12 ~~182~~304,~~125~~443.0043 0.00 0.00 ~~182~~304,~~125~~443.0043 30 Days 1 0 0 0 1 ~~279~~274,~~096~~238.3591 0.00 0.00 0.00 ~~279~~274,~~096~~238.3591 60 Days 01 0 0 0 01 0279,096.0035 0.00 0.00 0.00 0279,096.0035 90 Days 1 0 0 0 1 120,000.00 0.00 0.00 0.00 120,000.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 3 2 1 0 0 35 ~~399~~673,~~096~~335.3526 ~~182~~304,~~125~~443.0043 0.00 0.00 ~~581~~977,~~221~~778.3569 0-29 Days 0.~~215054~~443459% 0.000000% 0.000000% 0.~~215054~~443459% 0.~~192875~~332179% 0.000000% 0.000000% 0.~~192875~~332179% 30 Days 0.~~215054~~221729% 0.000000% 0.000000% 0.000000% 0.~~215054~~221729% 0.~~295569~~299223% 0.000000% 0.000000% 0.000000% 0.~~295569~~299223% 60 Days 0.~~000000~~221729% 0.000000% 0.000000% 0.000000% 0.~~000000~~221729% 0.~~000000~~304523% 0.000000% 0.000000% 0.000000% 0.~~000000~~304523% 90 Days 0.~~215054~~221729% 0.000000% 0.000000% 0.000000% 0.~~215054~~221729% 0.~~127083~~130932% 0.000000% 0.000000% 0.000000% 0.~~127083~~130932% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.~~430108~~665188% 0.~~215054~~443459% 0.000000% 0.000000% 01.~~645161~~108647% 0.~~422652~~734679% 0.~~192875~~332179% 0.000000% 0.000000% 01.~~615527~~066858% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Grp 8B Mixed ARM No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 89 0 0 0 89 23,~~005~~164,~~287~~316.9455 0.00 0.00 0.00 23,~~005~~164,~~287~~316.9455 60 Days 31 0 02 0 3 ~~591~~375,~~609~~250.0900 0.00 0575,044.0069 0.00 ~~591~~950,~~609~~294.0969 90 Days 1 0 0 1 0 1 ~~202,242.11~~ 0.00 0.00 253,002.91 0.00 ~~202~~253,~~242~~002.1191 120 Days 0 0 01 0 01 0.00 0.00 0202,242.0011 0.00 0202,242.0011 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 1210 0 04 0 1214 23,~~799~~539,~~139~~566.1455 0.00 01,030,289.0071 0.00 24,~~799~~569,~~139~~856.1426 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.~~246106~~480263% 0.000000% 0.000000% 0.000000% 1.~~246106~~480263% 1.~~008475~~721304% 0.000000% 0.000000% 0.000000% 1.~~008475~~721304% 60 Days 0.~~467290~~164474% 0.000000% 0.~~000000~~328947% 0.000000% 0.~~467290~~493421% 0.~~297525~~204126% 0.000000% 0.~~000000~~312809% 0.000000% 0.~~297525~~516935% 90 Days 0.~~155763~~000000% 0.000000% 0.~~000000~~164474% 0.000000% 0.~~155763~~164474% 0.~~101709~~000000% 0.000000% 0.~~000000~~137627% 0.000000% 0.~~101709~~137627% 120 Days 0.000000% 0.000000% 0.~~000000~~164474% 0.000000% 0.~~000000~~164474% 0.000000% 0.000000% 0.~~000000~~110014% 0.000000% 0.~~000000~~110014% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 1.~~869159~~644737% 0.000000% 0.~~000000~~657895% 0.000000% 12.~~869159~~302632% 1.~~407708~~925430% 0.000000% 0.~~000000~~560450% 0.000000% 12.~~407708~~485880%

OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 2337,~~308~~144.9276

CREDIT ENHANCEMENT Original $ Original % Current $ Current % Bankruptcy 227,480.00 0.02098196% 227,480.00 0.~~02334866~~02412459% Fraud 14,784,238.00 1.36364652% 14,784,238.00 1.~~51746136~~56789013% Special Hazard 7,392,119.00 0.68182326% 7,392,119.00 0.~~75873068~~78394506% Limit of Subordinate's Exposure to Certain Types of Losses

REO Detail - All Mortgage Loans in REO during Current Period

Summary 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 ~~Sep~~Oct-04 0.000% Original Principal Balance 0.00 ~~Oct~~Nov-04 0.000% Current Principal Balance 0.00 ~~Nov~~Dec-04 0.000% ~~Dec~~Jan-0405 0.000% Current REO Total ~~Jan~~Feb-05 0.000% Loans in REO 0 ~~Feb~~Mar-05 0.000% Original Principal Balance 0.00 ~~Mar~~Apr-05 0.000% Current Principal Balance 0.00 ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-05 0.000% ~~Jul~~Aug-05 0.000% ~~Aug~~Sep-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. Grp 1 Mixed ARM 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 ~~Sep~~Oct-04 0.000% Original Principal Balance 0.00 ~~Oct~~Nov-04 0.000% Current Principal Balance 0.00 ~~Nov~~Dec-04 0.000% ~~Dec~~Jan-0405 0.000% Current REO Total ~~Jan~~Feb-05 0.000% Loans in REO 0 ~~Feb~~Mar-05 0.000% Original Principal Balance 0.00 ~~Mar~~Apr-05 0.000% Current Principal Balance 0.00 ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-05 0.000% ~~Jul~~Aug-05 0.000% ~~Aug~~Sep-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. Grp 2 Mixed ARM 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 ~~Sep~~Oct-04 0.000% Original Principal Balance 0.00 ~~Oct~~Nov-04 0.000% Current Principal Balance 0.00 ~~Nov~~Dec-04 0.000% ~~Dec~~Jan-0405 0.000% Current REO Total ~~Jan~~Feb-05 0.000% Loans in REO 0 ~~Feb~~Mar-05 0.000% Original Principal Balance 0.00 ~~Mar~~Apr-05 0.000% Current Principal Balance 0.00 ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-05 0.000% ~~Jul~~Aug-05 0.000% ~~Aug~~Sep-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. Grp 3 Mixed ARM 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 ~~Sep~~Oct-04 0.000% Original Principal Balance 0.00 ~~Oct~~Nov-04 0.000% Current Principal Balance 0.00 ~~Nov~~Dec-04 0.000% ~~Dec~~Jan-0405 0.000% Current REO Total ~~Jan~~Feb-05 0.000% Loans in REO 0 ~~Feb~~Mar-05 0.000% Original Principal Balance 0.00 ~~Mar~~Apr-05 0.000% Current Principal Balance 0.00 ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-05 0.000% ~~Jul~~Aug-05 0.000% ~~Aug~~Sep-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. Grp 4 Mixed ARM 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 ~~Sep~~Oct-04 0.000% Original Principal Balance 0.00 ~~Oct~~Nov-04 0.000% Current Principal Balance 0.00 ~~Nov~~Dec-04 0.000% ~~Dec~~Jan-0405 0.000% Current REO Total ~~Jan~~Feb-05 0.000% Loans in REO 0 ~~Feb~~Mar-05 0.000% Original Principal Balance 0.00 ~~Mar~~Apr-05 0.000% Current Principal Balance 0.00 ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-05 0.000% ~~Jul~~Aug-05 0.000% ~~Aug~~Sep-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. Grp 5 Mixed ARM 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 ~~Sep~~Oct-04 0.000% Original Principal Balance 0.00 ~~Oct~~Nov-04 0.000% Current Principal Balance 0.00 ~~Nov~~Dec-04 0.000% ~~Dec~~Jan-0405 0.000% Current REO Total ~~Jan~~Feb-05 0.000% Loans in REO 0 ~~Feb~~Mar-05 0.000% Original Principal Balance 0.00 ~~Mar~~Apr-05 0.000% Current Principal Balance 0.00 ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-05 0.000% ~~Jul~~Aug-05 0.000% ~~Aug~~Sep-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. Grp 6 Mixed ARM 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 ~~Sep~~Oct-04 0.000% Original Principal Balance 0.00 ~~Oct~~Nov-04 0.000% Current Principal Balance 0.00 ~~Nov~~Dec-04 0.000% ~~Dec~~Jan-0405 0.000% Current REO Total ~~Jan~~Feb-05 0.000% Loans in REO 0 ~~Feb~~Mar-05 0.000% Original Principal Balance 0.00 ~~Mar~~Apr-05 0.000% Current Principal Balance 0.00 ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-05 0.000% ~~Jul~~Aug-05 0.000% ~~Aug~~Sep-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. Grp 7 Mixed ARM 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 ~~Sep~~Oct-04 0.000% Original Principal Balance 0.00 ~~Oct~~Nov-04 0.000% Current Principal Balance 0.00 ~~Nov~~Dec-04 0.000% ~~Dec~~Jan-0405 0.000% Current REO Total ~~Jan~~Feb-05 0.000% Loans in REO 0 ~~Feb~~Mar-05 0.000% Original Principal Balance 0.00 ~~Mar~~Apr-05 0.000% Current Principal Balance 0.00 ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-05 0.000% ~~Jul~~Aug-05 0.000% ~~Aug~~Sep-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. Grp 8A Mixed ARM 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 ~~Sep~~Oct-04 0.000% Original Principal Balance 0.00 ~~Oct~~Nov-04 0.000% Current Principal Balance 0.00 ~~Nov~~Dec-04 0.000% ~~Dec~~Jan-0405 0.000% Current REO Total ~~Jan~~Feb-05 0.000% Loans in REO 0 ~~Feb~~Mar-05 0.000% Original Principal Balance 0.00 ~~Mar~~Apr-05 0.000% Current Principal Balance 0.00 ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-05 0.000% ~~Jul~~Aug-05 0.000% ~~Aug~~Sep-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. Grp 8B Mixed ARM 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 ~~Sep~~Oct-04 0.000% Original Principal Balance 0.00 ~~Oct~~Nov-04 0.000% Current Principal Balance 0.00 ~~Nov~~Dec-04 0.000% ~~Dec~~Jan-0405 0.000% Current REO Total ~~Jan~~Feb-05 0.000% Loans in REO 0 ~~Feb~~Mar-05 0.000% Original Principal Balance 0.00 ~~Mar~~Apr-05 0.000% Current Principal Balance 0.00 ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-05 0.000% ~~Jul~~Aug-05 0.000% ~~Aug~~Sep-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

Summary 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 05 ~~Sep~~Oct-04 0.000% Original Principal Balance 01,275,950.00 ~~Oct~~Nov-04 0.000% Current Principal Balance 01,274,239.0071 ~~Nov~~Dec-04 0.000% ~~Dec~~Jan-0405 0.000% Current Foreclosure Total ~~Jan~~Feb-05 0.000% Loans in Foreclosure 05 ~~Feb~~Mar-05 0.000% Original Principal Balance 01,275,950.00 ~~Mar~~Apr-05 0.000% Current Principal Balance 01,274,239.0071 ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-05 0.000% ~~Jul~~Aug-05 0.000% ~~Aug~~Sep-05 0.~~000~~135% *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. Grp 1 Mixed ARM 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 ~~Sep~~Oct-04 0.000% Original Principal Balance 0.00 ~~Oct~~Nov-04 0.000% Current Principal Balance 0.00 ~~Nov~~Dec-04 0.000% ~~Dec~~Jan-0405 0.000% Current Foreclosure Total ~~Jan~~Feb-05 0.000% Loans in Foreclosure 0 ~~Feb~~Mar-05 0.000% Original Principal Balance 0.00 ~~Mar~~Apr-05 0.000% Current Principal Balance 0.00 ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-05 0.000% ~~Jul~~Aug-05 0.000% ~~Aug~~Sep-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. Grp 2 Mixed ARM 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 ~~Sep~~Oct-04 0.000% Original Principal Balance 0.00 ~~Oct~~Nov-04 0.000% Current Principal Balance 0.00 ~~Nov~~Dec-04 0.000% ~~Dec~~Jan-0405 0.000% Current Foreclosure Total ~~Jan~~Feb-05 0.000% Loans in Foreclosure 0 ~~Feb~~Mar-05 0.000% Original Principal Balance 0.00 ~~Mar~~Apr-05 0.000% Current Principal Balance 0.00 ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-05 0.000% ~~Jul~~Aug-05 0.000% ~~Aug~~Sep-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. Grp 3 Mixed ARM 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 ~~Sep~~Oct-04 0.000% Original Principal Balance 0.00 ~~Oct~~Nov-04 0.000% Current Principal Balance 0.00 ~~Nov~~Dec-04 0.000% ~~Dec~~Jan-0405 0.000% Current Foreclosure Total ~~Jan~~Feb-05 0.000% Loans in Foreclosure 0 ~~Feb~~Mar-05 0.000% Original Principal Balance 0.00 ~~Mar~~Apr-05 0.000% Current Principal Balance 0.00 ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-05 0.000% ~~Jul~~Aug-05 0.000% ~~Aug~~Sep-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. Grp 4 Mixed ARM 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 ~~Sep~~Oct-04 0.000% Original Principal Balance 0.00 ~~Oct~~Nov-04 0.000% Current Principal Balance 0.00 ~~Nov~~Dec-04 0.000% ~~Dec~~Jan-0405 0.000% Current Foreclosure Total ~~Jan~~Feb-05 0.000% Loans in Foreclosure 0 ~~Feb~~Mar-05 0.000% Original Principal Balance 0.00 ~~Mar~~Apr-05 0.000% Current Principal Balance 0.00 ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-05 0.000% ~~Jul~~Aug-05 0.000% ~~Aug~~Sep-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. Grp 5 Mixed ARM 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 ~~Sep~~Oct-04 0.000% Original Principal Balance 0.00 ~~Oct~~Nov-04 0.000% Current Principal Balance 0.00 ~~Nov~~Dec-04 0.000% ~~Dec~~Jan-0405 0.000% Current Foreclosure Total ~~Jan~~Feb-05 0.000% Loans in Foreclosure 0 ~~Feb~~Mar-05 0.000% Original Principal Balance 0.00 ~~Mar~~Apr-05 0.000% Current Principal Balance 0.00 ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-05 0.000% ~~Jul~~Aug-05 0.000% ~~Aug~~Sep-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. Grp 6 Mixed ARM 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 01 ~~Sep~~Oct-04 0.000% Original Principal Balance 0243,950.00 ~~Oct~~Nov-04 0.000% Current Principal Balance 0243,950.00 ~~Nov~~Dec-04 0.000% ~~Dec~~Jan-0405 0.000% Current Foreclosure Total ~~Jan~~Feb-05 0.000% Loans in Foreclosure 01 ~~Feb~~Mar-05 0.000% Original Principal Balance 0243,950.00 ~~Mar~~Apr-05 0.000% Current Principal Balance 0243,950.00 ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-05 0.000% ~~Jul~~Aug-05 0.000% ~~Aug~~Sep-05 0.~~000~~177% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Grp 7 Mixed ARM 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 ~~Sep~~Oct-04 0.000% Original Principal Balance 0.00 ~~Oct~~Nov-04 0.000% Current Principal Balance 0.00 ~~Nov~~Dec-04 0.000% ~~Dec~~Jan-0405 0.000% Current Foreclosure Total ~~Jan~~Feb-05 0.000% Loans in Foreclosure 0 ~~Feb~~Mar-05 0.000% Original Principal Balance 0.00 ~~Mar~~Apr-05 0.000% Current Principal Balance 0.00 ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-05 0.000% ~~Jul~~Aug-05 0.000% ~~Aug~~Sep-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. Grp 8A Mixed ARM 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 ~~Sep~~Oct-04 0.000% Original Principal Balance 0.00 ~~Oct~~Nov-04 0.000% Current Principal Balance 0.00 ~~Nov~~Dec-04 0.000% ~~Dec~~Jan-0405 0.000% Current Foreclosure Total ~~Jan~~Feb-05 0.000% Loans in Foreclosure 0 ~~Feb~~Mar-05 0.000% Original Principal Balance 0.00 ~~Mar~~Apr-05 0.000% Current Principal Balance 0.00 ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-05 0.000% ~~Jul~~Aug-05 0.000% ~~Aug~~Sep-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. Grp 8B Mixed ARM 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 04 ~~Sep~~Oct-04 0.000% Original Principal Balance 01,032,000.00 ~~Oct~~Nov-04 0.000% Current Principal Balance 01,030,289.0071 ~~Nov~~Dec-04 0.000% ~~Dec~~Jan-0405 0.000% Current Foreclosure Total ~~Jan~~Feb-05 0.000% Loans in Foreclosure 04 ~~Feb~~Mar-05 0.000% Original Principal Balance 01,032,000.00 ~~Mar~~Apr-05 0.000% Current Principal Balance 01,030,289.0071 ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-05 0.000% ~~Jul~~Aug-05 0.000% ~~Aug~~Sep-05 0.~~000~~560% *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 NoGrp ~~Foreclosure~~6 ~~loans~~Mixed ~~this~~ARM ~~period~~0401994501 Sep-2005 01-Nov-2004 GA 73.92 243,950.00 Grp 8B Mixed ARM 0500303503 Sep-2005 01-Feb-2005 TX 80.00 280,000.00 Grp 8B Mixed ARM 0500308675 Sep-2005 01-Feb-2005 TX 80.00 296,000.00 Grp 8B Mixed ARM 0500312973 Sep-2005 01-Feb-2005 MD 80.00 253,600.00 Grp 8B Mixed ARM 0500330666 Sep-2005 01-Mar-2005 MN 80.00 202,400.00

Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period (continued) Current Paid Current Approximate Loan Principal To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest NoGrp ~~Foreclosure~~6 ~~loans~~Mixed ~~this~~ARM ~~period~~0401994501 243,950.00 01-Mar-2005 4 5.875% 6,708.66 Grp 8B Mixed ARM 0500303503 280,000.00 01-May-2005 2 6.750% 6,066.68 Grp 8B Mixed ARM 0500308675 295,044.69 01-May-2005 2 7.125% 6,753.06 Grp 8B Mixed ARM 0500312973 253,002.91 01-Apr-2005 3 7.250% 7,367.44 Grp 8B Mixed ARM 0500330666 202,242.11 01-Mar-2005 4 7.250% 7,064.46

COLLATERAL STATEMENT Collateral Description Mixed Fixed & Arm Weighted Average Gross Coupon 5.~~520199~~518617% Weighted Average Net Coupon 5.~~208586~~206742% Weighted Average Pass-Through Rate 5.~~207604~~205730% Weighted Average Maturity(Stepdown Calculation) ~~354~~353 Beginning Scheduled Collateral Loan Count 3,~~347~~247 Number Of Loans Paid In Full ~~100~~92 Ending Scheduled Collateral Loan Count 3,~~247~~155 Beginning Scheduled Collateral Balance 1974,~~004~~274,~~963,741~~428.2137 Ending Scheduled Collateral Balance ~~974~~942,~~274~~938,~~428~~394.3753 Ending Actual Collateral Balance at 2931-~~Jul~~Aug-2005 ~~974~~943,~~593~~240,~~385~~380.5115 Monthly P&I Constant 4,~~977~~827,~~205~~234.3626 Special Servicing Fee 0.00 Prepayment Penalties 6539,~~360~~442.3904 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Scheduled Principal ~~354~~346,~~205~~694.1488 Unscheduled Principal 30,~~335~~989,~~107~~338.7096 Extra principal distribution Amount 0.00 Excess Cash Amount ~~567~~465,~~134~~116.8737

Miscellaneous Reporting Deliquency Test Met YES Excess Cach Amount ~~567~~465,~~134~~116.8737 Extra Principal Distribution 0.00 Grp 8A Net Funds Cap 5.79614390% Grp 8B Net Funds 5.89730609% Grp 8 Subordinate Net Funds Cap 5.86694286% Overcollateralization Amount 1,724,787.56 Overcollateralization Deficiency 0.00 Overcollateralization Increase 0.00 Overcollateralization Reduction 0.00 Target Overcollateralization 1,724,787.56 3 Month Delinquency Rate 0.~~327515~~004697% Step Down Date Reach NO Trigger Event NO

Group Level Collateral Statement Group Grp 1 Mixed ARM Grp 2 Mixed ARM Grp 3 Mixed ARM Collateral Description Mixed ARM Mixed ARM Mixed ARM Weighted Average Coupon Rate 5.~~020752~~027974 5.~~028344~~025549 5.~~385983~~379905 Weighted Average Net Rate 4.~~645752~~652974 4.~~718021~~715458 5.~~021877~~015882 Weighted Average Maturity ~~353~~352 ~~350~~349 ~~354~~353 Beginning Loan Count ~~188~~182 ~~353~~348 ~~116~~115 Loans Paid In Full 62 57 12 Ending Loan Count ~~182~~180 ~~348~~341 ~~115~~113 Beginning Scheduled Balance 9896,~~958~~197,~~465~~785.9081 ~~192~~190,~~876~~241,~~713~~343.0236 4443,~~004~~662,~~070~~124.0912 Ending Scheduled Balance 9695,~~197~~258,~~785~~858.8172 ~~190~~186,~~241~~127,~~343~~066.3615 4342,~~662~~657,~~124~~426.1214 Record Date 0708/2931/2005 0708/2931/2005 0708/2931/2005 Principal And Interest Constant ~~431~~420,~~837~~411.8106 ~~878~~866,~~337~~202.7395 ~~220~~218,~~592~~961.1273 Scheduled Principal 17,~~799~~344.5440 7069,~~128~~480.9636 23,~~087~~213.8233 Unscheduled Principal 2921,~~742,880~~582.5569 24,~~565~~044,~~240~~796.7085 ~~318~~981,~~858~~484.1565 Scheduled Interest ~~414~~403,~~038~~066.2766 ~~808~~796,~~208~~722.7759 ~~197~~195,~~504~~748.3040 Servicing Fees 30,~~924~~061.5281 49,~~878~~160.5205 13,~~351~~245.7603 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 0.00 0.00 0.00 Pool Insurance Fee 0.00 0.00 0.00 Spread 1 0.00 0.00 0.00 Spread 2 0.00 0.00 0.00 Spread 3 0.00 0.00 0.00 Net Interest ~~383~~373,~~113~~004.7585 ~~758~~747,~~330~~562.2554 ~~184~~182,~~152~~503.5437 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 4.~~645752~~652974 4.~~718021~~715458 5.~~021878~~015882

Group Level Collateral Statement Group Grp 4 Mixed ARM Grp 5 Mixed ARM Grp 6 Mixed ARM Collateral Description Mixed ARM Mixed ARM Mixed ARM Weighted Average Coupon Rate 5.~~540175~~544099 5.~~036445~~032171 5.~~284345~~286966 Weighted Average Net Rate 5.~~273641~~277246 4.~~662034~~657783 4.~~948607~~951846 Weighted Average Maturity ~~353~~352 ~~353~~ 352 351 Beginning Loan Count ~~110~~108 ~~546~~528 ~~681~~665 Loans Paid In Full 2 1822 166 Ending Loan Count ~~108~~106 ~~528~~506 ~~665~~659 Beginning Scheduled Balance 4847,~~929~~979,~~817~~822.6671 ~~116~~112,~~623~~216,~~800~~920.4859 ~~143~~139,~~103~~270,~~532~~044.6441 Ending scheduled Balance 47,~~979~~080,~~822~~570.7167 ~~112~~107,~~216~~183,~~920~~516.5989 ~~139~~138,~~270~~107,~~044~~776.4165 Record Date 0708/2931/2005 0708/2931/2005 0708/2931/2005 Principal And Interest Constant ~~232~~228,~~552~~353.0253 ~~516~~497,~~708~~072.5661 ~~688~~671,~~278~~552.6854 Scheduled Principal 6,~~652~~682.2479 2726,~~234~~493.1262 5857,~~105~~955.0489 Unscheduled Principal ~~943~~892,~~342~~569.7125 45,~~379~~006,~~645~~910.7708 31,~~775~~104,~~383~~311.1987 Scheduled Interest ~~225~~221,~~899~~670.7874 ~~489~~470,~~474~~578.4499 ~~630~~613,~~173~~596.6465 Servicing Fees 10,~~867~~669.8764 3635,~~387~~010.6959 4038,~~037~~893.7049 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 0.00 ~~224~~223.0780 0.00 Pool Insurance Fee 0.00 0.00 0.00 Spread 1 0.00 0.00 0.00 Spread 2 0.00 0.00 0.00 Spread 3 0.00 0.00 0.00 Net Interest ~~215~~211,~~031~~001.9110 ~~452~~435,~~862~~344.6860 ~~590~~574,~~135~~703.9416 Realized Loss Amount 0.00 0.00 0.00 Cumulative Realized Loss 0.00 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 0.0000 Prepayment Penalties 0.00 0.00 0.00 Special Servicing Fee 0.00 0.00 0.00 Pass-Through Rate 5.~~273641~~277246 4.~~659728~~655390 4.~~948607~~951846

Group Level Collateral Statement Group Grp 7 Mixed ARM Grp 8A Mixed ARM Grp 8B Mixed ARM Collateral Description Mixed ARM Mixed ARM Mixed ARM Weighted Average Coupon Rate 5.~~442025~~440123 6.~~244889~~247033 6.~~338898~~363758 Weighted Average Net Rate 5.~~096180~~094401 5.~~993437~~995518 6.~~087960~~113013 Weighted Average Maturity ~~353~~352.00 ~~353~~352.00 ~~353~~352.00 Record Date 0708/2931/2005 0708/2931/2005 0708/2931/2005 Principal And Interest Constant ~~256~~255,~~202~~104.6547 ~~557~~534,~~029~~576.5987 1,~~195~~134,~~666~~998.2050 Beginning Loan Count ~~195~~194 ~~485~~465 ~~673~~642 Loans Paid In Full 13 2014 3134 Ending Loan Count ~~194~~191 ~~465~~451 ~~642~~608 Beginning Scheduled Balance 51,~~809~~562,~~676~~258.6265 9894,~~477~~384,~~617~~159.0387 ~~210~~198,~~180~~759,~~047~~968.7785 Ending Scheduled Balance 51,~~562~~157,~~258~~279.6534 9491,~~384~~611,~~159~~103.8770 ~~198~~183,~~759~~754,~~968~~796.8527 Scheduled Principal 21,~~244~~350.7030 4443,~~544~~226.7404 8580,~~407~~948.9815 Unscheduled Principal ~~226~~383,~~173~~629.2701 42,~~048~~729,~~912~~830.4213 1114,~~334~~924,~~670~~224.9443 Scheduled Interest ~~234~~233,~~957~~754.9517 ~~512~~491,~~484~~350.8583 1,~~110~~054,~~258~~050.2235 Servicing Fee 14,~~931~~855.7615 2019,~~635~~782.3353 4341,~~951~~531.7184 Master Servicing Fee 0.00 0.00 0.00 Trustee Fee 0.00 0.00 0.00 Fry Amount 0.00 0.00 0.00 Special Hazard Fee 0.00 0.00 0.00 Other Fee 0.00 ~~538~~537.2265 60.1612 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 ~~220~~218,~~026~~899.1902 ~~491~~471,~~311~~030.3065 1,~~066~~012,~~246~~458.3539 Realized Loss Amount 0.00 0.00 0.00 Cumulative Realized Loss 0.00 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 0.0000 Prepayment Penalties 0.00 0.00 0.00 Special Servicing Fee 0.00 0.00 0.00 Pass-Through Rate 5.~~096180~~094401 5.~~986879~~988683 6.~~087617~~112650

Group Level Collateral Statement Group Total Collateral Description Mixed Fixed & Arm Weighted Average Coupon Rate 5.~~520199~~518617 Weighted Average Net Rate 5.~~208586~~206742 Weighted Average Maturity ~~354~~353.00 Record Date 0708/2931/2005 Principal And Interest Constant 4,~~977~~827,~~205~~234.3626 Beginning Loan Count 3,~~347~~247 Loans Paid In Full ~~100~~92 Ending Loan Count 3,~~247~~155 Beginning Scheduled Balance 1974,~~004~~274,~~963,741~~428.2137 Ending Scheduled Balance ~~974~~942,~~274~~938,~~428~~394.3753 Scheduled Principal ~~354~~346,~~205~~694.1488 Unscheduled Principal 30,~~335~~989,~~107~~338.7096 Scheduled Interest 4,~~623~~480,~~000~~539.2238 Servicing Fee ~~260~~253,~~966~~210.8613 Master Servicing Fee 0.00 Trustee Fee 0.00 Fry Amount 0.00 Special Hazard Fee 0.00 Other Fee ~~822~~821.4557 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 4,~~361~~226,~~210~~507.9168 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Percentage of Cumulative Losses 0.0000 Prepayment Penalties 0.00 Special Servicing Fee 0.00 Pass-Through Rate 5.~~207604~~205730

Group

Prepayment Detail - Prepayments during Current Period Summary Loans Paid In Full Repurchased Loans Original Current Original Current Principal Principal Principal Principal Group Count Balance Balance Count Balance Balance Grp 1 Mixed ARM 6 2 817,~~719,000~~725.00 2817,~~715,156~~724.5498 0 0.00 0.00 Grp 2 Mixed ARM 57 23,~~520~~960,~~075~~900.00 23,~~514~~913,~~703~~423.6936 0 0.00 0.00 Grp 3 Mixed ARM 12 ~~312~~977,~~000~~750.00 ~~311~~969,~~934~~567.6648 0 0.00 0.00 Grp 4 Mixed ARM 2 ~~938~~895,~~800~~000.00 ~~938~~888,~~800~~951.0018 0 0.00 0.00 Grp 5 Mixed ARM 1822 4,~~376~~939,~~485~~850.00 4,~~370~~926,~~179~~292.7984 0 0.00 0.00 Grp 6 Mixed ARM 166 31,~~760~~094,~~750~~772.00 31,~~756~~093,~~877~~164.3524 0 0.00 0.00 Grp 7 Mixed ARM 13 ~~221~~382,~~600~~580.00 ~~218~~378,~~999~~733.0079 0 0.00 0.00 Grp 8A Mixed ARM 2014 42,~~017~~686,~~996~~034.00 42,~~007~~677,~~213~~787.4209 0 0.00 0.00 Grp 8B Mixed ARM 3034 1114,~~273~~614,~~218~~533.00 1114,~~079~~541,~~017~~488.8852 10 ~~248,000~~0.00 ~~247,734~~0.5600 Total 9992 30,~~139~~369,~~924~~144.00 2930,~~912~~207,~~882~~133.3348 10 ~~248,000~~0.00 ~~247,734~~0.5600

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 Grp 1 Mixed ARM 0 0.00 0.00 0 0.00 0.00 28103,~~286~~857.9271 Grp 2 Mixed ARM 0 0.00 0.00 0 0.00 0.00 51133,~~516~~914.1568 Grp 3 Mixed ARM 0 0.00 0.00 0 0.00 0.00 612,~~923~~621.4981 Grp 4 Mixed ARM 0 0.00 0.00 0 0.00 0.00 4,~~542~~185.7123 Grp 5 Mixed ARM 0 0.00 0.00 0 0.00 0.00 1082,~~320~~733.6813 Grp 6 Mixed ARM 0 0.00 0.00 0 0.00 0.00 1811,~~918~~418.4073 Grp 7 Mixed ARM 0 0.00 0.00 0 0.00 0.00 75,~~174~~220.2782 Grp 8A Mixed ARM 0 0.00 0.00 0 0.00 0.00 4353,~~453~~308.5059 Grp 8B Mixed ARM 0 0.00 0.00 0 0.00 0.00 12387,~~844~~376.8917 Total 0 0.00 0.00 0 0.00 0.00 ~~183~~794,~~981~~636.0187

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount Grp 1 Mixed ARM ~~0402090270~~0402414785 CA 3880.3900 01-~~Dec~~Jan-~~2004~~2005 ~~640~~409,~~000~~805.00 ~~640~~409,~~000~~804.0098 Grp 1 Mixed ARM ~~0402144534~~0402632560 CAVA 7080.00 01-~~Nov~~Feb-~~2004~~2005 ~~364~~407,~~000~~920.00 ~~363~~407,~~600~~920.00 Grp 12 Mixed ARM ~~0402144553~~0402075931 CA 7580.00 01-Dec-2004 ~~480~~760,000.00 ~~479~~760,~~892~~000.5000 Grp 12 Mixed ARM ~~0402427750~~0402414796 CA 7170.8337 01-~~Feb~~Jan-2005 380,000.00 ~~380~~379,~~000~~899.0006 Grp 12 Mixed ARM ~~0402442222~~0402558519 ILVA 2479.5445 01-~~Feb~~Sep-~~2005~~2003 ~~400~~580,000.00 ~~396~~559,~~101~~589.1318 Grp 12 Mixed ARM ~~0402632176~~0402558552 CAMA 7675.5900 01-~~Jan~~Dec-~~2005~~2003 ~~455~~795,000.00 ~~455~~769,~~000~~985.0068 Grp 2 Mixed ARM ~~0402427728~~0402632138 CA 80.00 01-Feb-2005 ~~428~~500,000.00 ~~424~~500,~~185~~000.5700 Grp 2 Mixed ARM ~~0402575222~~0402632474 CAIL 5974.9154 01-~~Jan~~Mar-2005 ~~644~~465,~~075~~900.00 ~~644~~465,~~075~~900.00 Grp 2 Mixed ARM ~~0402632123~~0402632510 CAAZ 6277.3541 01-~~Feb~~Jan-2005 ~~530~~480,000.00 ~~530~~475,~~000~~508.0025 Grp 23 Mixed ARM ~~0402632491~~0402274826 RITX 6473.5184 01-~~Mar~~Sep-~~2005~~2004 ~~400~~697,~~000~~750.00 ~~397~~688,~~463~~869.9811 Grp 23 Mixed ARM ~~0500309020~~0402442723 CA 80.00 01-~~Mar~~Feb-2005 ~~518~~280,000.00 ~~518~~279,~~000~~993.0073 Grp 34 Mixed ARM ~~0500283960~~0402144498 NYCA 6839.8760 01-~~Feb~~Nov-~~2005~~2004 ~~312~~495,000.00 ~~311~~488,~~934~~901.6663 Grp 4 Mixed ARM ~~0402573862~~0402442711 GACA 8095.00 01-Feb-2005 ~~598~~400,~~800.00 598,800.00 Grp 4 Mixed ARM 0402574141 VA 76.40 01-Mar-2005 340,~~000.00 ~~340~~399,~~000~~482.0039 Grp 5 Mixed ARM ~~0402087975~~0402075989 CAOH 8065.00 01-Dec-2004 ~~276~~105,~~391~~300.00 ~~276~~105,~~391~~300.00 Grp 5 Mixed ARM ~~0402144502~~0402445674 CA 7759.7840 01-~~Nov~~Feb-~~2004~~2005 ~~245~~199,000.00 ~~242~~199,~~262~~000.3700 Grp 5 Mixed ARM ~~0402427758~~0402472518 VAMA 8075.00 01-Feb-2005 ~~160~~300,000.00 ~~159~~297,~~999~~330.0051 Grp 5 Mixed ARM ~~0402442252~~0402478097 CA 80.00 01-~~Jan~~Feb-2005 ~~190~~220,~~400~~000.00 ~~190~~219,~~398~~999.3254 Grp 5 Mixed ARM ~~0402456961~~0402502061 CAOR 7995.9200 01-Feb-2005 ~~359~~199,~~650~~500.00 ~~359~~199,~~650~~478.0026 Grp 5 Mixed ARM ~~0402456964~~0402502088 WAUT 77.9323 01-~~Feb~~Mar-2005 ~~339~~240,~~000~~200.00 ~~336~~240,~~112~~200.8000 Grp 5 Mixed ARM ~~0402478079~~0402575015 CANC 7960.6485 01-~~Feb~~Jan-2005 ~~333~~78,~~700~~500.00 ~~333~~78,~~700~~500.00 Grp 5 Mixed ARM ~~0402478107~~0402575045 CA 8073.0068 01-~~Feb~~Jan-2005 ~~257~~210,~~600~~000.00 ~~257~~210,~~596~~000.~~76 Grp 5 Mixed ARM 0402501407 MD 55.66 01-Feb-2005 180,900.~~00 ~~180,900.00~~ Grp 5 Mixed ARM ~~0402502034~~0402575142 NVAZ 7974.9908 01-~~Feb~~Jan-2005 ~~245~~323,~~450~~000.00 ~~245~~321,~~450~~584.~~00 Grp 5 Mixed ARM 0402502070 OH~~ 95~~.00~~ ~~01-Feb-2005 139,650.00 139,069.63~~ Grp 5 Mixed ARM ~~0402502096~~0402575196 ILCA 5619.1552 01-~~Mar~~Jan-2005 ~~146~~121,000.00 ~~145~~120,~~990~~943.0094 Grp 5 Mixed ARM ~~0402574992~~0402632374 COVA 7280.7700 01-~~Jan~~Feb-2005 ~~262~~204,000.00 ~~262~~204,000.00 Grp 5 Mixed ARM ~~0402632380~~0500285345 FL 6379.3969 01-~~Mar~~Feb-2005 ~~194~~144,000.00 ~~194~~143,~~000~~950.0075 Grp 5 Mixed ARM ~~0500307031~~0500305434 AZNY 6375.6100 01-~~Mar~~Feb-2005 ~~128~~337,500.00 ~~127~~334,~~563~~426.8868 Grp 5 Mixed ARM ~~0500330939~~0500305457 CA 70.00 01-~~Mar~~Feb-2005 ~~280~~294,000.00 ~~279~~293,~~997~~998.3350 Grp 5 Mixed ARM ~~0500339738~~0500306073 CA 5760.8119 01-~~Mar~~Feb-2005 ~~359~~325,000.00 ~~359~~325,000.00 Grp 5 Mixed ARM ~~0500343342~~0500311845 CA 8070.00 01-Feb-2005 ~~279~~311,~~244~~500.00 ~~279~~308,~~244~~791.0078 Grp 65 Mixed ARM ~~0402269099~~0500313343 CA 7570.00 01-~~Jan~~Mar-2005 ~~262~~353,500.00 ~~262~~353,~~387~~320.3251 Grp 65 Mixed ARM ~~0402442240~~0500330117 CAMA ~~41.~~59.26 01-~~Jan~~Mar-2005 ~~262~~80,000.00 ~~261~~79,~~809~~378.2757 Grp 65 Mixed ARM ~~0402442250~~0500330610 CAAZ 6470.~~80 01-Jan-2005 180,800.~~00 ~~179,113.21 Grp 6 Mixed ARM 0402456949 CA 60.12~~ 01-~~Feb~~Mar-2005 ~~300~~133,000.00 ~~300~~133,000.00 Grp 65 Mixed ARM ~~0402478892~~0500365285 CAMD 6970.9000 01-~~Jan~~Apr-2005 ~~318~~278,~~000~~600.00 ~~318~~276,~~000~~276.0052 Grp 65 Mixed ARM ~~0402575069~~0500392328 CAAZ 8079.0099 01-~~Jan~~May-2005 ~~332~~244,~~800~~250.00 ~~332~~242,~~794~~821.9231 Grp 65 Mixed ARM ~~0402575103~~0500404935 AZMA 8069.0079 01-~~Dec~~Jun-~~2004~~2005 ~~111~~238,~~200~~000.00 ~~111~~236,~~199~~875.0013 Grp 6 Mixed ARM ~~0402575116~~0402442266 NMCA 4256.3103 01-~~Jan~~Feb-2005 ~~220~~330,000.00 ~~220~~329,~~000~~999.0099 Grp 6 Mixed ARM ~~0402575180~~0402575184 CA 7975.0825 01-Dec-2004 ~~344~~252,~~000~~100.00 ~~343~~252,~~198~~100.~~56 Grp 6 Mixed ARM 0402575197 WA 79.24 01-Jan-2005 301,750.~~00 ~~301,750.00~~ Grp 6 Mixed ARM ~~0402632375~~0402632431 TXIL 80.00 01-~~Feb~~Mar-2005 7242,000.00 7141,~~478~~681.5321 Grp 6 Mixed ARM ~~0402632407~~0402632578 CAVA 79.7899 01-~~Feb~~Mar-2005 ~~300~~178,~~000~~522.00 ~~300~~176,~~000~~966.0055 Grp 6 Mixed ARM ~~0402632494~~0500278164 ILAZ 6980.5600 01-Feb-2005 ~~112~~181,~~000~~200.00 ~~111~~181,~~149~~195.9439 Grp 6 Mixed ARM ~~0500282716~~0500278920 NVAZ 8079.0099 01-Dec-2004 ~~239~~110,~~550~~950.00 ~~239~~110,~~550~~950.00 Grp 67 Mixed ARM ~~0500304015~~0402478105 AZCA 7977.9961 01-~~Feb~~Jan-2005 ~~199~~178,~~850~~500.00 ~~199~~175,~~734~~378.0454 Grp 67 Mixed ARM ~~0500312852~~0402575063 AZ 6880.1000 01-~~Mar~~Jan-2005 ~~204~~88,~~300~~080.00 ~~204~~88,~~300~~015.00 Grp 7 Mixed ARM ~~0401999096~~0402632376 CAFL 80.00 01-~~Nov~~Feb-~~2004~~2005 ~~221~~116,~~600~~000.00 ~~218~~115,~~999~~014.0065 Grp 8A Mixed ARM ~~0401826656~~0402429253 GACA 9080.00 01-~~Sep~~Feb-~~2004~~2005 95152,~~400~~800.00 94152,~~282~~800.~~13 Grp 8A Mixed ARM 0402144504 CA 73.29 01-Nov-2004 311,500.~~00 ~~311,500.00~~ Grp 8A Mixed ARM ~~0402144542~~0402445997 CA 7077.1528 01-~~Dec-2004 235,000.00 232,792.64 Grp 8A Mixed ARM 0402196376 WA 75.87 01-Dec-2004 166,150.00 165,740.24 Grp 8A Mixed ARM 0402445604 NJ 78.62 01-~~Feb-2005 ~~342~~274,~~000~~350.00 ~~342~~274,~~000~~350.00 Grp 8A Mixed ARM ~~0402445999~~0402446006 CA 65.00 01-Feb-2005 ~~232~~250,~~375~~250.00 ~~232~~250,~~375~~250.00 Grp 8A Mixed ARM ~~0402457535~~0402463980 FL 80.00 01-Feb-2005 ~~111~~84,~~920~~800.00 ~~111~~84,~~920~~712.0003 Grp 8A Mixed ARM ~~0402457536~~0402559420 FLVA 8090.00 01-~~Feb~~Mar-2005 ~~111~~162,~~920~~000.00 ~~111~~161,~~920~~163.0041 Grp 8A Mixed ARM ~~0402478080~~0500275958 CANJ 80.00 01-Feb-2005 ~~137~~290,~~600~~000.00 ~~137~~287,~~600~~593.0072 Grp 8A Mixed ARM ~~0402478083~~0500306898 CA 7969.0899 01-Feb-2005 ~~333~~314,~~700~~900.00 ~~333~~312,~~699~~407.9927 Grp 8A Mixed ARM ~~0500305762~~0500308791 NV 7580.00 01-Feb-2005 ~~128~~130,~~250~~304.00 ~~127~~129,~~363~~473.9642 Grp 8A Mixed ARM ~~0500306125~~0500310197 CAAZ 4980.5400 01-~~Feb~~Mar-2005 ~~275~~224,000.00 ~~273~~224,~~008~~000.3000 Grp 8A Mixed ARM ~~0500310924~~0500310383 UTFL 80.00 01-Mar-2005 ~~102~~80,000.00 ~~102~~79,~~000~~460.0229 Grp 8A Mixed ARM ~~0500313248~~0500326981 NJAZ 9079.0098 01-~~Feb~~Mar-2005 ~~234~~133,~~000~~100.00 ~~232~~132,~~616~~180.6044 Grp 8A Mixed ARM ~~0500326989~~0500328699 AZ 7980.9900 01-Mar-2005 ~~112~~198,~~600~~230.00 ~~111~~198,~~950~~230.5400 Grp 8A Mixed ARM ~~0500327345~~0500331720 CA 8075.00 01-~~Feb~~Mar-2005 ~~308~~202,~~000~~500.00 ~~308~~201,~~000~~100.0096 Grp 8A Mixed ARM ~~0500329399~~0500345232 NJVA 80.00 01-Mar-2005 ~~236~~188,~~000~~800.00 ~~234~~188,~~777~~800.8800 Grp 8A8B Mixed ARM ~~0500332338~~0402274836 AZTX 80.00 01-~~Mar~~Nov-~~2005~~2004 ~~160~~309,~~501~~440.00 ~~159~~306,~~618~~278.5218 Grp 8A8B Mixed ARM ~~0500341262~~0402274875 AZCA 8070.00 01-~~Mar~~Jan-2005 ~~110~~696,~~400~~500.00 ~~109~~696,~~747~~500.9200 Grp 8A8B Mixed ARM ~~0500362235~~0402445710 FLMI 8083.0056 01-~~Apr~~Feb-2005 ~~273~~165,~~680~~450.00 ~~272~~165,~~545~~450.1800 Grp 8B Mixed ARM ~~0401994480~~0402446008 GACA 7080.00 01-~~Nov~~Feb-~~2004~~2005 87560,~~500~~000.00 87560,~~425~~000.00 Grp 8B Mixed ARM ~~0402282010~~0402446011 MNNJ 8050.00 01-~~Jan~~Feb-2005 ~~120~~2,000,000.00 ~~119~~2,~~008~~000,000.9200 Grp 8B Mixed ARM ~~0402388182~~0402446013 AZCA 7980.9800 01-Feb-2005 ~~102~~814,~~500~~400.00 ~~102~~814,~~281~~400.2600 Grp 8B Mixed ARM ~~0402388183~~0402446020 TXCA 8050.00 01-Feb-2005 921,~~400~~050,000.00 921,~~400~~049,814.0006 Grp 8B Mixed ARM ~~0402446016~~0402501348 MI 5974.8884 01-Feb-2005 1232,000~~,000~~.00 1232,000~~,000~~.00 Grp 8B Mixed ARM ~~0402446019~~0402501350 CAMI 5170.7208 01-~~Feb~~Mar-2005 1185,~~500,000~~700.00 1185,~~500,000~~700.00 Grp 8B Mixed ARM ~~0402446042~~0402552680 CANV 2979.6399 01-~~Feb~~Mar-2005 ~~400~~284,~~000~~300.00 ~~395~~284,~~932~~300.4300 Grp 8B Mixed ARM ~~0402446045~~0402632371 CAAZ 80.00 01-~~Feb~~Jan-2005 ~~704~~1,400,000.00 ~~704~~1,400,000.00 Grp 8B Mixed ARM ~~0402472514~~0500246101 NJMA 8879.3478 01-~~Feb~~Sep-~~2005~~2004 ~~144~~300,000.00 ~~143~~296,~~256~~181.4168 Grp 8B Mixed ARM ~~0402474498~~0500272239 CAFL 7090.00 01-~~Feb~~Nov-~~2005~~2004 ~~605~~143,~~500~~910.00 ~~605~~142,~~500~~402.0016 Grp 8B Mixed ARM ~~0402478098~~0500285065 CANY 8094.0091 01-Feb-2005 ~~368~~261,000.00 ~~365~~259,~~575~~416.6908 Grp 8B Mixed ARM ~~0402478113~~0500286511 CANV 7975.7800 01-~~Feb~~Jan-2005 ~~363~~374,~~000~~250.00 ~~362~~370,~~900~~870.0127 Grp 8B Mixed ARM ~~0402478132~~0500291766 CAFL 80.00 01-~~Feb~~Jan-2005 ~~472~~116,000.00 ~~472~~115,~~000~~063.0054 Grp 8B Mixed ARM ~~0402501406~~0500309012 WAFL 3975.6800 01-~~Mar~~Feb-2005 ~~248~~675,000.00 ~~247~~670,~~734~~361.5693 Grp 8B Mixed ARM ~~0402632347~~0500309166 WACT 7480.1500 01-Feb-2005 ~~393~~110,~~000~~400.00 ~~390~~108,~~027~~859.2317 Grp 8B Mixed ARM ~~0402632389~~0500309537 MDAZ 7595.00 01-Feb-2005 ~~873~~289,~~750~~220.00 ~~867~~287,~~569~~549.1055 Grp 8B Mixed ARM ~~0402869034~~0500310986 UTCA 8079.0099 01-~~May~~Feb-2005 ~~116~~610,~~000~~250.00 ~~115~~606,~~534~~165.60 Grp 8B Mixed ARM ~~0402934739~~0500311589 NVAZ 8090.00 01-~~May~~Mar-2005 ~~329~~153,~~600~~000.00 ~~329~~152,~~600~~015.0095 Grp 8B Mixed ARM ~~0500282848~~0500311738 UTVA 80.00 01-~~Dec~~Mar-~~2004~~2005 ~~153~~267,~~660~~200.00 ~~153~~267,~~660~~200.00 Grp 8B Mixed ARM ~~0500289628~~0500313005 CAVA 80.00 01-~~Jan~~Feb-2005 ~~738~~301,~~940~~600.00 ~~738~~301,~~940~~600.00 Grp 8B Mixed ARM ~~0500299023~~0500326977 FLAZ 8079.0098 01-Mar-2005 ~~179~~133,~~592~~700.00 ~~178~~132,~~738~~776.6429 Grp 8B Mixed ARM ~~0500303563~~0500329159 NJCT 7980.5700 01-~~Feb~~Mar-2005 ~~265~~372,000.00 ~~263~~328,~~631~~033.5519 Grp 8B Mixed ARM ~~0500311527~~0500332135 AZVA 8980.5100 01-~~Feb~~Mar-2005 ~~175~~489,~~500~~600.00 2486,~~315~~809.2399 Grp 8B Mixed ARM ~~0500312758~~0500345807 FLNJ 8074.0094 01-~~Mar~~May-2005 ~~211~~150,~~161~~000.00 ~~211~~149,~~161~~363.0079 Grp 8B Mixed ARM ~~0500313394~~0500386556 AZ 80.00 01-~~Feb~~May-2005 ~~109~~158,~~600~~000.00 ~~109~~157,~~600~~328.0064 Grp 8B Mixed ARM ~~0500313398~~0500397125 AZCA 8090.00 01-~~Feb~~May-2005 ~~112~~301,~~000~~500.00 ~~112~~301,~~000~~500.00 Grp 8B Mixed ARM ~~0500313521~~0500399382 PAAZ 8079.0031 01-~~Feb~~Jun-2005 ~~168~~144,~~000~~613.00 ~~166~~144,~~025~~004.9172 Grp 8B Mixed ARM ~~0500340188~~0500407310 MDFL 7880.5700 01-~~Mar~~Jun-2005 ~~550~~176,000.00 ~~547~~175,~~512~~403.3347 Grp 8B Mixed ARM ~~0500386117~~0500408619 MACO 8068.0089 01-~~May~~Sep-~~2005~~2004 ~~340~~999,000.00 ~~338~~999,~~981~~000.1800 Grp 8B Mixed ARM ~~0500386290~~0500421203 CAFL 8061.0092 01-~~May~~Jun-2005 ~~356~~80,~~000~~500.00 ~~356~~80,~~000~~500.00 Grp 8B Mixed ARM ~~0500392655~~0500431086 NVMA 8050.0032 01-~~May~~Jun-2005 ~~242~~310,~~515~~000.00 ~~242~~310,~~515~~000.00

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning Grp 1 Mixed ARM ~~0402090270~~0402414785 Loan Paid in Full 0 45.~~250~~000% 360 8 Grp 1 Mixed ARM ~~0402144534~~0402632560 Loan Paid in Full ~~(1) 4.500% 360 9 Grp 1 Mixed ARM 0402144553 Loan Paid in Full~~ 0 5.~~375~~625% 360 87 Grp 12 Mixed ARM ~~0402427750~~0402075931 Loan Paid in Full ~~(1)~~0 5.~~250~~000% 360 69 Grp 12 Mixed ARM ~~0402442222~~0402414796 Loan Paid in Full 0 ~~4.250% 360 6 Grp 1 Mixed ARM 0402632176 Loan Paid in Full 0~~ 5.~~125~~625% 360 78 Grp 2 Mixed ARM ~~0402427728~~0402558519 Loan Paid in Full 0 4.~~750~~375% 360 624 Grp 2 Mixed ARM ~~0402575222~~0402558552 Loan Paid in Full 0 54.250% 360 721 Grp 2 Mixed ARM ~~0402632123~~0402632138 Loan Paid in Full 0 5.375% 360 67 Grp 2 Mixed ARM ~~0402632491~~0402632474 Loan Paid in Full 0 5.750% 360 56 Grp 2 Mixed ARM ~~0500309020~~0402632510 Loan Paid in Full 0 5.~~125~~875% 360 58 Grp 3 Mixed ARM ~~0500283960~~0402274826 Loan Paid in Full 0(1) 6.250% 360 612 Grp 43 Mixed ARM ~~0402573862~~0402442723 Loan Paid in Full 0 5.~~250~~375% 360 67 Grp 4 Mixed ARM ~~0402574141~~0402144498 Loan Paid in Full 0(1) 5.500% 360 510 Grp 54 Mixed ARM ~~0402087975~~0402442711 Loan Paid in Full ~~(1)~~0 46.~~625~~250% 360 87 Grp 5 Mixed ARM ~~0402144502~~0402075989 Loan Paid in Full 0(1) 54.~~500~~750% 360 9 Grp 5 Mixed ARM ~~0402427758~~0402445674 Loan Paid in Full 0 5.~~250~~375% 360 ~~6 Grp 5 Mixed ARM 0402442252 Loan Paid in Full (1) 4.750% 360~~ 7 Grp 5 Mixed ARM ~~0402456961~~0402472518 Loan Paid in Full (1) 5.~~125~~500% 360 67 Grp 5 Mixed ARM ~~0402456964~~0402478097 Loan Paid in Full 0 5.~~000~~625% 360 67 Grp 5 Mixed ARM ~~0402478079~~0402502061 Loan Paid in Full 0 5.500% 360 67 Grp 5 Mixed ARM ~~0402478107~~0402502088 Loan Paid in Full 0 5.~~250~~500% 360 6 Grp 5 Mixed ARM ~~0402501407~~0402575015 Loan Paid in Full 0 54.~~125~~750% 360 68 Grp 5 Mixed ARM ~~0402502034~~0402575045 Loan Paid in Full 0 54.~~625~~250% 360 68 Grp 5 Mixed ARM ~~0402502070~~0402575142 Loan Paid in Full 0 54.~~625~~875% 360 68 Grp 5 Mixed ARM ~~0402502096~~0402575196 Loan Paid in Full 0 34.500% 360 58 Grp 5 Mixed ARM ~~0402574992~~0402632374 Loan Paid in Full 0 45.~~500~~250% 360 7 Grp 5 Mixed ARM ~~0402632380~~0500285345 Loan Paid in Full (1) 54.~~375~~875% 360 57 Grp 5 Mixed ARM ~~0500307031~~0500305434 Loan Paid in Full 0 5.~~000~~375% 360 57 Grp 5 Mixed ARM ~~0500330939~~0500305457 Loan Paid in Full 0 5.~~375~~500% 360 57 Grp 5 Mixed ARM ~~0500339738~~0500306073 Loan Paid in Full ~~(1)~~0 54.~~625~~500% 360 57 Grp 5 Mixed ARM ~~0500343342~~0500311845 Loan Paid in Full 40 5.~~125~~625% 360 ~~6 Grp 6 Mixed ARM 0402269099 Loan Paid in Full (1) 4.750% 360~~ 7 Grp 65 Mixed ARM ~~0402442240~~0500313343 Loan Paid in Full 0 45.~~875~~125% 360 76 Grp 65 Mixed ARM ~~0402442250~~0500330117 Loan Paid in Full 0 5.~~250~~500% 360 76 Grp 65 Mixed ARM ~~0402456949~~0500330610 Loan Paid in Full (1) 45.~~875~~625% 360 6 Grp 65 Mixed ARM ~~0402478892~~0500365285 Loan Paid in Full 0 4.~~875~~250% 360 75 Grp 65 Mixed ARM ~~0402575069~~0500392328 Loan Paid in Full 0 45.~~875~~375% 360 74 Grp 65 Mixed ARM ~~0402575103~~0500404935 Loan Paid in Full 0 45.~~875~~125% 360 83 Grp 6 Mixed ARM ~~0402575116~~0402442266 Loan Paid in Full 0 5.~~000~~875% 360 7 Grp 6 Mixed ARM ~~0402575180~~0402575184 Loan Paid in Full ~~(1)~~0 5.~~625~~250% 360 89 Grp 6 Mixed ARM ~~0402575197~~0402632431 Loan Paid in Full 0 5.~~250~~625% 360 76 Grp 6 Mixed ARM ~~0402632375~~0402632578 Loan Paid in Full ~~(1)~~0 54.875% 360 6 Grp 6 Mixed ARM ~~0402632407~~0500278164 Loan Paid in Full 0 5.~~375~~875% 360 67 Grp 6 Mixed ARM ~~0402632494~~0500278920 Loan Paid in Full 0 5.~~625~~750% 360 69 Grp 67 Mixed ARM ~~0500282716~~0402478105 Loan Paid in Full 0 5.~~875~~750% 360 8 Grp 67 Mixed ARM ~~0500304015~~0402575063 Loan Paid in Full 0 5.~~875~~375% 360 68 Grp 67 Mixed ARM ~~0500312852~~0402632376 Loan Paid in Full 0 45.~~875~~750% 360 ~~5 Grp~~ 7 ~~Mixed ARM 0401999096 Loan Paid in Full (1) 5.875% 360 9~~ Grp 8A Mixed ARM ~~0401826656~~0402429253 Loan Paid in Full 0 6.~~250~~750% 360 117 Grp 8A Mixed ARM ~~0402144504~~0402445997 Loan Paid in Full 0 5.~~750~~625% 360 97 Grp 8A Mixed ARM ~~0402144542~~0402446006 Loan Paid in Full 0 5.~~875~~125% 360 87 Grp 8A Mixed ARM ~~0402196376~~0402463980 Loan Paid in Full 0 6.~~125~~375% 360 87 Grp 8A Mixed ARM ~~0402445604~~0402559420 Loan Paid in Full 0 57.~~750~~625% 360 6 Grp 8A Mixed ARM ~~0402445999~~0500275958 Loan Paid in Full ~~(1)~~0 5.~~750~~875% 360 67 Grp 8A Mixed ARM ~~0402457535~~0500306898 Loan Paid in Full 0 6.~~500~~125% 360 67 Grp 8A Mixed ARM ~~0402457536~~0500308791 Loan Paid in Full 0 67.~~500~~250% 360 67 Grp 8A Mixed ARM ~~0402478080~~0500310197 Loan Paid in Full 0 5.875% 360 6 Grp 8A Mixed ARM ~~0402478083~~0500310383 Loan Paid in Full 0 6.~~125~~250% 360 6 Grp 8A Mixed ARM ~~0500305762~~0500326981 Loan Paid in Full 0 6.125% 360 6 Grp 8A Mixed ARM ~~0500306125~~0500328699 Loan Paid in Full (1) 56.~~875~~000% 360 6 Grp 8A Mixed ARM ~~0500310924~~0500331720 Loan Paid in Full ~~(1)~~0 56.~~875~~125% 360 56 Grp 8A Mixed ARM ~~0500313248~~0500345232 Loan Paid in Full 0(1) 75.~~250~~875% 360 6 Grp 8A8B Mixed ARM ~~0500326989~~0402274836 Loan Paid in Full 0 6.~~250~~500% 360 510 Grp 8A8B Mixed ARM ~~0500327345~~0402274875 Loan Paid in Full 0 5.~~875~~750% 360 68 Grp 8A8B Mixed ARM ~~0500329399~~0402445710 Loan Paid in Full 0 65.~~875~~750% 360 57 Grp 8A8B Mixed ARM ~~0500332338~~0402446008 Loan Paid in Full 0 65.~~500~~375% 360 57 Grp 8A8B Mixed ARM ~~0500341262~~0402446011 Loan Paid in Full ~~(1)~~0 65.~~125~~500% 360 57 Grp 8A8B Mixed ARM ~~0500362235~~0402446013 Loan Paid in Full 0 75.~~000~~250% 360 47 Grp 8B Mixed ARM ~~0401994480~~0402446020 Loan Paid in Full (1) ~~6.375% 360 9 Grp 8B Mixed ARM 0402282010 Loan Paid in Full 0~~ 5.~~900~~250% 360 7 Grp 8B Mixed ARM ~~0402388182~~0402501348 Loan Paid in Full 0(1) 6.~~125~~375% 360 67 Grp 8B Mixed ARM ~~0402388183~~0402501350 Loan Paid in Full ~~(1)~~0 6.125% 360 6 Grp 8B Mixed ARM ~~0402446016~~0402552680 Loan Paid in Full ~~(1)~~0 57.375% 360 6 Grp 8B Mixed ARM ~~0402446019~~0402632371 Loan Paid in Full 0 56.~~250~~375% 360 68 Grp 8B Mixed ARM ~~0402446042~~0500246101 Loan Paid in Full 0 46.~~875~~250% 360 612 Grp 8B Mixed ARM ~~0402446045~~0500272239 Loan Paid in Full 0 6.~~250~~375% 360 610 Grp 8B Mixed ARM ~~0402472514~~0500285065 Loan Paid in Full 0 7.~~625~~500% 360 67 Grp 8B Mixed ARM ~~0402474498~~0500286511 Loan Paid in Full 0 6.250% 360 68 Grp 8B Mixed ARM ~~0402478098~~0500291766 Loan Paid in Full 0 6.~~375~~875% 360 68 Grp 8B Mixed ARM ~~0402478113~~0500309012 Loan Paid in Full 0 56.875% 360 67 Grp 8B Mixed ARM ~~0402478132~~0500309166 Loan Paid in Full 0 6.~~125~~875% 360 67 Grp 8B Mixed ARM ~~0402501406~~0500309537 ~~Repurchase 0 6.375% 360 5 Grp 8B Mixed ARM 0402632347~~ Loan Paid in Full 0 57.750% 360 67 Grp 8B Mixed ARM ~~0402632389~~0500310986 Loan Paid in Full 0(1) 67.000% 360 67 Grp 8B Mixed ARM ~~0402869034~~0500311589 Loan Paid in Full 0 6.~~000~~500% 360 36 Grp 8B Mixed ARM ~~0402934739~~0500311738 Loan Paid in Full 0 56.~~875~~500% 360 36 Grp 8B Mixed ARM ~~0500282848~~0500313005 Loan Paid in Full 0 6.~~750~~875% 360 87 Grp 8B Mixed ARM ~~0500289628~~0500326977 Loan Paid in Full 0 6.~~500~~125% 360 76 Grp 8B Mixed ARM ~~0500299023~~0500329159 Loan Paid in Full 0 7.250% 360 56 Grp 8B Mixed ARM ~~0500303563~~0500332135 Loan Paid in Full 0 7.~~625~~125% 360 6 Grp 8B Mixed ARM ~~0500311527~~0500345807 Loan Paid in Full 0 7.~~750~~000% 360 64 Grp 8B Mixed ARM ~~0500312758~~0500386556 Loan Paid in Full 0 6.~~625~~875% 360 54 Grp 8B Mixed ARM ~~0500313394~~0500397125 Loan Paid in Full 0 67.~~625~~375% 360 64 Grp 8B Mixed ARM ~~0500313398~~0500399382 Loan Paid in Full 0 65.~~625~~750% 360 63 Grp 8B Mixed ARM ~~0500313521~~0500407310 Loan Paid in Full 0 76.~~125~~875% 360 63 Grp 8B Mixed ARM ~~0500340188~~0500408619 Loan Paid in Full 0 76.~~500~~750% 360 512 Grp 8B Mixed ARM ~~0500386117~~0500421203 Loan Paid in Full (1) ~~7.500% 360 3 Grp 8B Mixed ARM 0500386290 Loan Paid in Full 0~~ 6.~~750~~125% 360 3 Grp 8B Mixed ARM ~~0500392655~~0500431086 Loan Paid in Full 0 6.~~125~~500% 360 3

Prepayment - Voluntary Prepayments

Summary SMM CPR PSA Current Month 3.~~020~~182% Current Month 3032.~~784~~161% Current Month 2,~~366~~146.~~448~~986% 3 Month Average 2.~~558~~967% 3 Month Average 2630.~~624~~312% 3 Month Average 2,~~352~~353.~~459~~681% 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. ~~Sep-2004 N/A N/A Sep-2004 N/A N/A~~ Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A N/A Apr-2005 18.566% N/A Apr-2005 3,188.444% N/A May-2005 17.324% N/A May-2005 2,207.093% N/A Jun-2005 21.096% N/A Jun-2005 2,143.319% N/A Jul-2005 27.992% N/A Jul-2005 2,547.609% N/A Aug-2005 30.784% N/A Aug-2005 2,366.448% N/A Sep-2005 32.161% N/A Sep-2005 2,146.986% 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. Grp 1 Mixed ARM SMM CPR PSA Current Month 20.~~772~~958% Current Month 2810.~~635~~911% Current Month ~~2,355~~771.~~990~~240% 3 Month Average 32.~~413~~345% 3 Month Average 3324.~~924~~241% 3 Month Average 32,~~408~~123.~~548~~851% 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. ~~Sep-2004 N/A N/A Sep-2004 N/A N/A~~ Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A N/A Apr-2005 35.924% N/A Apr-2005 7,546.409% N/A May-2005 13.388% N/A May-2005 1,980.545% N/A Jun-2005 39.959% N/A Jun-2005 4,625.330% N/A Jul-2005 33.178% N/A Jul-2005 3,244.323% N/A Aug-2005 28.635% N/A Aug-2005 2,355.990% N/A Sep-2005 10.911% N/A Sep-2005 771.240% 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. Grp 2 Mixed ARM SMM CPR PSA Current Month 12.~~330~~127% Current Month 1422.~~848~~739% Current Month ~~813~~1,128.~~425~~688% 3 Month Average 1.~~245~~795% 3 Month Average 1319.~~747~~475% 3 Month Average ~~826~~1,076.~~318~~892% 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. ~~Sep-2004 N/A N/A Sep-2004 N/A N/A~~ Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A N/A Apr-2005 20.695% N/A Apr-2005 1,935.641% N/A May-2005 15.470% N/A May-2005 1,209.589% N/A Jun-2005 5.557% N/A Jun-2005 376.965% N/A Jul-2005 20.838% N/A Jul-2005 1,288.564% N/A Aug-2005 14.848% N/A Aug-2005 813.425% N/A Sep-2005 22.739% N/A Sep-2005 1,128.688% 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. Grp 3 Mixed ARM SMM CPR PSA Current Month 02.~~725~~249% Current Month 823.~~361~~889% Current Month ~~785~~1,917.~~103~~380% 3 Month Average 01.~~257~~001% 3 Month Average 210.~~975~~866% 3 Month Average ~~283~~914.~~769~~235% 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. ~~Sep-2004 N/A N/A Sep-2004 N/A N/A~~ Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A N/A Apr-2005 0.100% N/A Apr-2005 23.285% N/A May-2005 9.256% N/A May-2005 1,464.610% N/A Jun-2005 0.216% N/A Jun-2005 25.982% N/A Jul-2005 0.348% N/A Jul-2005 40.223% N/A Aug-2005 8.361% N/A Aug-2005 785.103% N/A Sep-2005 23.889% N/A Sep-2005 1,917.380% 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. Grp 4 Mixed ARM SMM CPR PSA Current Month 1.~~928~~861% Current Month 20.~~836~~178% Current Month 1,~~863~~540.~~660~~071% 3 Month Average 1.~~256~~857% 3 Month Average 1320.~~650~~138% 3 Month Average 1,~~358~~838.~~458~~820% 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. ~~Sep-2004 N/A N/A Sep-2004 N/A N/A~~ Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A N/A Apr-2005 0.083% N/A Apr-2005 25.976% N/A May-2005 5.343% N/A May-2005 1,025.632% N/A Jun-2005 0.714% N/A Jun-2005 98.985% N/A Jul-2005 19.399% N/A Jul-2005 2,112.730% N/A Aug-2005 20.836% N/A Aug-2005 1,863.660% N/A Sep-2005 20.178% N/A Sep-2005 1,540.071% 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. Grp 5 Mixed ARM SMM CPR PSA Current Month 34.~~756~~463% Current Month 3642.~~836~~182% Current Month 3,~~072~~008.~~978~~035% 3 Month Average 23.~~940~~560% 3 Month Average 2934.~~934~~957% 3 Month Average 2,~~949~~888.~~757~~954% 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. ~~Sep-2004 N/A N/A Sep-2004 N/A N/A~~ Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A N/A Apr-2005 10.698% N/A Apr-2005 2,383.591% N/A May-2005 19.629% N/A May-2005 3,020.285% N/A Jun-2005 27.112% N/A Jun-2005 3,190.442% N/A Jul-2005 25.853% N/A Jul-2005 2,585.850% N/A Aug-2005 36.836% N/A Aug-2005 3,072.978% N/A Sep-2005 42.182% N/A Sep-2005 3,008.035% 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. Grp 6 Mixed ARM SMM CPR PSA Current Month 20.~~639~~793% Current Month 279.~~455~~115% Current Month ~~1,980~~574.~~195~~236% 3 Month Average 1.~~750~~780% 3 Month Average 1819.~~731~~070% 3 Month Average 1,~~503~~431.~~234~~636% 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. ~~Sep-2004 N/A N/A Sep-2004 N/A N/A~~ Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A N/A Apr-2005 8.010% N/A Apr-2005 1,271.649% N/A May-2005 4.712% N/A May-2005 567.623% N/A Jun-2005 8.098% N/A Jun-2005 789.031% N/A Jul-2005 20.640% N/A Jul-2005 1,740.477% N/A Aug-2005 27.455% N/A Aug-2005 1,980.195% N/A Sep-2005 9.115% N/A Sep-2005 574.236% 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. Grp 7 Mixed ARM SMM CPR PSA Current Month 0.~~437~~744% Current Month 58.~~117~~575% Current Month ~~407~~589.~~343~~151% 3 Month Average 0.~~899~~736% 3 Month Average 108.~~205~~445% 3 Month Average ~~1,018~~698.~~178~~868% 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. ~~Sep-2004 N/A N/A Sep-2004 N/A N/A~~ Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A N/A Apr-2005 13.950% N/A Apr-2005 2,821.764% N/A May-2005 15.671% N/A May-2005 2,256.690% N/A Jun-2005 13.856% N/A Jun-2005 1,547.079% N/A Jul-2005 11.644% N/A Jul-2005 1,100.111% N/A Aug-2005 5.117% N/A Aug-2005 407.343% N/A Sep-2005 8.575% N/A Sep-2005 589.151% 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. Grp 8A Mixed ARM SMM CPR PSA Current Month 42.~~113~~894% Current Month 3929.~~592~~697% Current Month 32,~~520~~240.~~823~~991% 3 Month Average 3.~~689~~746% 3 Month Average 36.~~085~~589% 3 Month Average 3,~~807~~372.~~522~~557% 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. ~~Sep-2004 N/A N/A Sep-2004 N/A N/A~~ Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A N/A Apr-2005 25.872% N/A Apr-2005 6,514.794% N/A May-2005 11.146% N/A May-2005 1,868.908% N/A Jun-2005 28.185% N/A Jun-2005 3,545.885% N/A Jul-2005 40.478% N/A Jul-2005 4,355.858% N/A Aug-2005 39.592% N/A Aug-2005 3,520.823% N/A Sep-2005 29.697% N/A Sep-2005 2,240.991% 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. Grp 8B Mixed ARM SMM CPR PSA Current Month 57.~~395~~512% Current Month 4860.~~599~~822% Current Month 45,~~722~~022.~~473~~397% 3 Month Average 45.~~416~~699% 3 Month Average 4149.~~625~~864% 3 Month Average 4,~~701~~852.~~062~~738% 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. ~~Sep-2004 N/A N/A Sep-2004 N/A N/A~~ Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A N/A Apr-2005 22.780% N/A Apr-2005 5,814.624% N/A May-2005 35.782% N/A May-2005 6,056.345% N/A Jun-2005 36.104% N/A Jun-2005 4,567.370% N/A Jul-2005 40.171% N/A Jul-2005 4,813.345% N/A Aug-2005 48.599% N/A Aug-2005 4,722.473% N/A Sep-2005 60.822% N/A Sep-2005 5,022.397% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Single Month Mortality (SMM): (Partial and full prepayments + Repurchases) / (Beginning Scheduled Balance - Scheduled Principal) Conditional PrePayment Rate (CPR): 1 - ((1 - SMM)^12) PSA Standard Prepayment Model: 100 * CPR / (0.2 * MIN(30,WAS)) Weighted Average Seasoning (WAS): sum((Original Term - Remaining Term)*(Current Scheduled Balance/Deal Scheduled Principal Balance))

Realized Loss Report - Collateral Summary

MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs 12mo Average* SDA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Sep-2004 N/A N/A Sep-2004 N/A N/A~~ Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A 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 *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs 12mo Average* Loss Severity: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Sep-2004 N/A N/A Sep-2004 N/A N/A~~ Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A 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 *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. Grp 1 Mixed ARM MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs 12mo Average* SDA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Sep-2004 N/A N/A Sep-2004 N/A N/A~~ Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A 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 *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs 12mo Average* Loss Severity: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Sep-2004 N/A N/A Sep-2004 N/A N/A~~ Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A 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 *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. Grp 2 Mixed ARM MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs 12mo Average* SDA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Sep-2004 N/A N/A Sep-2004 N/A N/A~~ Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A 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 *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs 12mo Average* Loss Severity: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Sep-2004 N/A N/A Sep-2004 N/A N/A~~ Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A 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 *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. Grp 3 Mixed ARM MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs 12mo Average* SDA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Sep-2004 N/A N/A Sep-2004 N/A N/A~~ Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A 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 *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs 12mo Average* Loss Severity: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Sep-2004 N/A N/A Sep-2004 N/A N/A~~ Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A 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 *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. Grp 4 Mixed ARM MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs 12mo Average* SDA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Sep-2004 N/A N/A Sep-2004 N/A N/A~~ Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A 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 *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs 12mo Average* Loss Severity: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Sep-2004 N/A N/A Sep-2004 N/A N/A~~ Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A 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 *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. Grp 5 Mixed ARM MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs 12mo Average* SDA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Sep-2004 N/A N/A Sep-2004 N/A N/A~~ Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A 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 *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs 12mo Average* Loss Severity: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Sep-2004 N/A N/A Sep-2004 N/A N/A~~ Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A 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 *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. Grp 6 Mixed ARM MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs 12mo Average* SDA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Sep-2004 N/A N/A Sep-2004 N/A N/A~~ Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A 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 *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs 12mo Average* Loss Severity: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Sep-2004 N/A N/A Sep-2004 N/A N/A~~ Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A 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 *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. Grp 7 Mixed ARM MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs 12mo Average* SDA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Sep-2004 N/A N/A Sep-2004 N/A N/A~~ Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A 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 *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs 12mo Average* Loss Severity: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Sep-2004 N/A N/A Sep-2004 N/A N/A~~ Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A 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 *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. Grp 8A Mixed ARM MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs 12mo Average* SDA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Sep-2004 N/A N/A Sep-2004 N/A N/A~~ Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A 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 *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs 12mo Average* Loss Severity: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Sep-2004 N/A N/A Sep-2004 N/A N/A~~ Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A 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 *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. Grp 8B Mixed ARM MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs 12mo Average* SDA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Sep-2004 N/A N/A Sep-2004 N/A N/A~~ Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A 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 *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs 12mo Average* Loss Severity: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Sep-2004 N/A N/A Sep-2004 N/A N/A~~ Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A 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 *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Monthly Default Rate (MDR): sum(Beg Principal Balance of Liquidated Loans)/ sum(Beg Principal Balance). Conditional Default Rate (CDR): 1-((1-MDR)^12) SDA Standard Default Assumption: If WAS is less than or equal to 30 then CDR/(WAS*0.02) else if WAS is greater than 30 and less than or equal to 60 then CDR/0.6 else if WAS is greater than 60 and less than or equal to 120 then CDR/(0.6 - ((WAS-60)*0.0095)) else if WAS is greater than 120 then CDR/0.03 Loss Severity Approximation for current period: sum(Realized Loss Amount)/sum(Beg Principal Balance of Liquidated Loans)

Filing Compare · CSFB Adjustable Rate Mortgage Trust 2005-3