8-K 1 arm05002_10508.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): August 25, 2005 ADJUSTABLE RATE MORTGAGE TRUST Adjustable Rate Mortgage-Backed P/T Cert, Series 2005-2 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-120966-07 Pooling and Servicing Agreement) (Commission 54-2168062 (State or other File Number) 54-2168063 jurisdiction 54-2168064 of Incorporation) 54-2168065 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 August 25, 2005 a distribution was made to holders of ADJUSTABLE RATE MORTGAGE TRUST, Adjustable Rate Mortgage-Backed P/T Cert, Series 2005-2 Trust. ITEM 9.01 Financial Statements and Exhibits (c) Exhibits Exhibit Number Description EX-99.1 Monthly report distributed to holders of Adjustable Rate Mortgage-Backed P/T Cert , Series 2005-2 Trust, relating to the August 25, 2005 distribution. Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized. ADJUSTABLE RATE MORTGAGE TRUST Adjustable Rate Mortgage-Backed P/T Cert, Series 2005-2 Trust (Registrant) By: Wells Fargo Bank, N.A. as Trust Administrator By: /s/ Beth Belfield as Officer By: Beth Belfield as Officer Date: 8/25/2005 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Adjustable Rate Mortgage-Backed P/T Cert, Series 2005-2 Trust, relating to the August 25, 2005 distribution. EX-99.1

Credit Suisse First Boston Mortgage Securities Corp. Adjustable Rate Mortgage-Backed P/T Cert Record Date: 67/3029/2005 Distribution Date: 78/25/2005 Credit Suisse First Boston Mortgage Securities Corp. Adjustable Rate Mortgage-Backed P/T Cert Series 2005-2 Contact: Customer Service - CTSLink Wells Fargo Bank, N.A. Securities Administration Services 7485 New Horizon Way Frederick, MD 21703 www.ctslink.com Telephone: (301) 815-6600 Fax: (301) 815-6660 Certificateholder Distribution Summary Certificate Certificate Beginning Class Pass-Through Certificate Interest Class CUSIP Description Rate Balance Distribution 1-A-1 007036GR1 SEN 3.~~99865~~98467% 4442,~~655~~466,~~719~~889.9497 ~~148~~141,~~802~~013.0279 1-A-X 007036HR0 SEN 0.57670% 0.00 2120,~~460~~408.7988 1-A-2 007036HS8 SEN 4.~~57535~~56137% 1918,~~293~~348,~~950~~244.3648 7369,~~563~~744.7528 AR 007036HG4 SEN 4.~~56072~~56594% 0.00 0.00 AR-L 007036HH2 SEN 4.~~56072~~56594% 0.00 0.00 2-A-1 007036GS9 SEN 4.~~97276~~97113% ~~126~~122,~~137~~462,~~236~~073.9986 ~~522~~507,~~708~~312.6261 3-A-1 007036GT7 SEN 4.~~96989~~97027% 6463,~~442~~014,~~879~~286.0464 ~~266~~260,~~895~~998.2123 4-A-1 007036GU4 SEN 4.~~61795~~61848% 9391,~~648~~330,~~372~~843.5766 ~~360~~351,~~386~~508.5404 5-A-1 007036GV2 SEN 5.~~08193~~07943% ~~126~~123,~~161~~120,~~018~~486.9077 ~~534~~521,~~284~~151.4172 5-A-2 007036HP4 SEN 5.~~08193~~07943% 4746,~~679~~530,~~901~~796.3221 ~~201~~196,~~921~~958.5532 5-A-3 007036HQ2 SEN 5.~~08193~~07943% 2,~~992~~920,~~390~~272.6177 12,~~672~~361.6010 C-B-1 007036HD1 SUB 4.~~89440~~89153% 15,~~490~~485,~~617~~692.0013 63,~~181~~123.0194 C-B-2 007036HE9 SUB 4.~~89440~~89153% 7,~~151~~148,~~052~~778.0857 29,~~166~~140.7339 C-B-3 007036HF6 SUB 4.~~89440~~89153% 4,~~174~~173,~~776~~448.2194 17,~~027~~012.5113 C-B-4 007036HJ8 SUB 4.~~89440~~89153% 3,~~575~~574,~~526~~389.0429 14,~~583~~570.3719 C-B-5 007036HK5 SUB 4.~~89440~~89153% 2,~~981~~980,~~269~~321.6279 12,~~159~~148.5961 C-B-6 007036HL3 SUB 4.~~89440~~89153% 1,~~792~~791,~~274~~704.3756 7,~~310~~303.0848 6-A-1-1 007036GW0 SEN 3.~~57438~~72000% 7976,~~481~~358,~~495~~957.7366 ~~220~~244,~~964~~603.3919 6-A-1-2 007036GX8 SEN 3.~~67438~~82000% 8,~~831~~484,~~277~~328.3163 2527,~~238~~908.4873 6-A-2 007036GY6 SEN 3.~~59438~~74000% ~~400~~367,~~204~~839,~~311~~821.4685 1,~~118~~184,~~822~~648.7358 6-M-1 007036GZ3 MEZ 3.~~70438~~85000% 16,188,000.00 4653,~~640~~667.6172 6-M-2 007036HA7 MEZ 3.~~79438~~94000% 18,905,000.00 5564,~~792~~140.1446 6-M-3 007036HB5 MEZ 4.~~16438~~31000% 10,980,000.00 3540,~~563~~751.8105 6-M-4 007036HC3 MEZ 4.~~63438~~78000% 5,795,000.00 2023,~~888~~852.1886 6-M-5 007036HT6 MEZ 5.~~51438~~66000% 3,050,000.00 1314,~~081~~865.3336 6-X 007036HM1 SEN 0.00000% 3,049,590.37 1777,~~017,071~~968.94 P 007036HN9 SEN 0.00000% 0.00 44151,~~279~~463.2042 Totals 1,~~106~~055,~~661~~998,~~659~~928.9215 4,~~884~~808,~~466~~626.5902

Certificateholder Distribution Summary (continued) Current Ending Cumulative Principal Realized Certificate Total Realized Class Distribution Loss Balance Distribution Losses 1-A-1 23,~~188~~633,~~829~~798.9668 0.00 4238,~~466~~833,~~889~~091.9729 23,~~337~~774,~~631~~812.9847 0.00 1-A-X 0.00 0.00 0.00 2120,~~460~~408.7988 0.00 1-A-2 ~~945~~1,~~705~~570,019.8706 0.00 1816,~~348~~778,~~244~~225.4842 1,~~019~~639,~~269~~763.6234 0.00 AR 0.00 0.00 0.00 0.00 0.00 AR-L 0.00 0.00 0.00 0.00 0.00 2-A-1 35,~~675~~191,~~163~~552.1303 0.00 ~~122~~117,~~462~~270,~~073~~521.8683 45,~~197~~698,~~871~~864.7564 0.00 3-A-1 1499,~~428,592~~553.4108 0.00 6362,~~014~~514,~~286~~733.6455 1760,~~695,487~~551.6231 0.00 4-A-1 23,~~317~~108,~~528~~359.9196 0.00 9188,~~330~~222,~~843~~483.6670 23,~~677~~459,~~915~~868.4500 0.00 5-A-1 3,~~040~~210,~~532~~056.1471 0.00 ~~123~~119,~~120~~910,~~486~~430.7705 3,~~574~~731,~~816~~208.5543 0.00 5-A-2 1,~~149~~213,~~105~~173.1236 0.00 4645,~~530~~317,~~796~~622.2185 1,~~351~~410,~~026~~131.6768 0.00 5-A-3 7276,~~117~~138.8476 0.00 2,~~920~~844,~~272~~134.7701 8488,~~790~~499.4486 0.00 C-B-1 45,~~924~~005.8783 0.00 15,~~485~~480,~~692~~686.1330 68,~~105~~129.8877 0.00 C-B-2 2,~~273~~310.5088 0.00 7,~~148~~146,~~778~~467.5769 31,~~440~~451.2327 0.00 C-B-3 1,~~327~~349.2709 0.00 4,~~173~~172,~~448~~099.9485 18,~~354~~361.7822 0.00 C-B-4 1,~~136~~155.7544 0.00 3,~~574~~573,~~389~~233.2985 15,~~720~~725.1263 0.00 C-B-5 ~~947~~963.8240 0.00 2,~~980~~979,~~321~~358.7939 13,~~107~~112.4101 0.00 C-B-6 ~~569~~579.8118 0.00 1,791,~~704~~125.5639 7,~~879~~882.8966 0.00 6-A-1-1 32,~~122~~416,~~538~~733.0776 0.00 7673,~~358~~942,~~957~~223.6690 32,~~343~~661,~~502~~336.4695 0.00 6-A-1-2 ~~346~~268,~~948~~525.6897 0.00 8,~~484~~215,~~328~~802.6366 ~~372~~296,~~187~~434.1670 0.00 6-A-2 3228,~~364~~735,~~489~~253.6019 0.00 ~~367~~339,~~839~~104,~~821~~568.8567 3329,~~483~~919,~~312~~901.3377 0.00 6-M-1 0.00 0.00 16,188,000.00 4653,~~640~~667.6172 0.00 6-M-2 0.00 0.00 18,905,000.00 5564,~~792~~140.1446 0.00 6-M-3 0.00 0.00 10,980,000.00 3540,~~563~~751.8105 0.00 6-M-4 0.00 0.00 5,795,000.00 2023,~~888~~852.1886 0.00 6-M-5 0.00 0.00 3,050,000.00 1314,~~081~~865.3336 0.00 6-X 0.00 0.00 3,049,590.37 1777,~~017,071~~968.94 0.00 P 0.00 0.00 0.00 44151,~~279~~463.2042 0.00 Totals 5049,~~662~~934,~~731~~528.7538 0.00 1,~~055~~006,~~998~~064,~~928~~399.1577 5554,~~547~~743,~~198~~154.3440 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) 1-A-1 50,000,000.00 4442,~~655~~466,~~719~~889.9497 13,~~707~~725.6178 23,~~175~~620,~~122~~072.3690 0.00 0.00 1-A-X 0.00 0.00 0.00 0.00 0.00 0.00 1-A-2 21,603,000.00 1918,~~293~~348,~~950~~244.3648 5,~~922~~930.5136 ~~939~~1,~~783~~564,088.3670 0.00 0.00 AR 50.00 0.00 0.00 0.00 0.00 0.00 AR-L 50.00 0.00 0.00 0.00 0.00 0.00 2-A-1 136,093,000.00 ~~126~~122,~~137~~462,~~236~~073.9986 3736,~~221~~810.6766 35,~~637~~154,~~941~~741.4637 0.00 0.00 3-A-1 68,109,000.00 6463,~~442~~014,~~879~~286.0464 25,~~845~~700.6976 1473,~~402,746~~852.7232 0.00 0.00 4-A-1 100,320,000.00 9391,~~648~~330,~~372~~843.5766 26,~~477~~074.7190 23,~~291~~082,~~051~~285.2006 0.00 0.00 5-A-1 132,300,000.00 ~~126~~123,~~161~~120,~~018~~486.9077 4140,~~309~~540.6181 23,~~999~~169,~~222~~515.5290 0.00 0.00 5-A-2 50,000,000.00 4746,~~679~~530,~~901~~796.3221 15,~~612~~321.1054 1,~~133~~197,~~493~~851.0282 0.00 0.00 5-A-3 3,138,000.00 2,~~992~~920,~~390~~272.6177 ~~979~~961.8258 7175,~~138~~177.0218 0.00 0.00 C-B-1 15,510,000.00 15,~~490~~485,~~617~~692.0013 45,~~924~~005.8783 0.00 0.00 0.00 C-B-2 7,160,000.00 7,~~151~~148,~~052~~778.0857 2,~~273~~310.5088 0.00 0.00 0.00 C-B-3 4,180,000.00 4,~~174~~173,~~776~~448.2194 1,~~327~~349.2709 0.00 0.00 0.00 C-B-4 3,580,000.00 3,~~575~~574,~~526~~389.0429 1,~~136~~155.7544 0.00 0.00 0.00 C-B-5 2,985,000.00 2,~~981~~980,~~269~~321.6279 ~~947~~963.8240 0.00 0.00 0.00 C-B-6 1,794,517.00 1,~~792~~791,~~274~~704.3756 ~~569~~579.8118 0.00 0.00 0.00 6-A-1-1 90,000,000.00 7976,~~481~~358,~~495~~957.7366 0.00 32,~~122~~416,~~538~~733.0776 0.00 0.00 6-A-1-2 10,000,000.00 8,~~831~~484,~~277~~328.3163 0.00 ~~346~~268,~~948~~525.6897 0.00 0.00 6-A-2 455,000,000.00 ~~400~~367,~~204~~839,~~311~~821.4685 0.00 3228,~~364~~735,~~489~~253.6019 0.00 0.00 6-M-1 16,188,000.00 16,188,000.00 0.00 0.00 0.00 0.00 6-M-2 18,905,000.00 18,905,000.00 0.00 0.00 0.00 0.00 6-M-3 10,980,000.00 10,980,000.00 0.00 0.00 0.00 0.00 6-M-4 5,795,000.00 5,795,000.00 0.00 0.00 0.00 0.00 6-M-5 3,050,000.00 3,050,000.00 0.00 0.00 0.00 0.00 6-X 0.00 3,049,590.37 0.00 0.00 0.00 0.00 P 0.00 0.00 0.00 0.00 0.00 0.00 Totals 1,206,690,617.00 1,~~106~~055,~~661~~998,~~659~~928.9215 ~~178~~176,~~256~~430.7421 5049,~~484~~758,~~475~~098.0117 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 1-A-1 23,~~188~~633,~~829~~798.9668 4238,~~466~~833,~~889~~091.9729 0.~~84933780~~77666183 23,~~188~~633,~~829~~798.9668 1-A-X 0.00 0.00 0.00000000 0.00 1-A-2 ~~945~~1,~~705~~570,019.8706 1816,~~348~~778,~~244~~225.4842 0.~~84933780~~77666183 ~~945~~1,~~705~~570,019.8706 AR 0.00 0.00 0.00000000 0.00 AR-L 0.00 0.00 0.00000000 0.00 2-A-1 35,~~675~~191,~~163~~552.1303 ~~122~~117,~~462~~270,~~073~~521.8683 0.~~89984109~~86169400 35,~~675~~191,~~163~~552.1303 3-A-1 1499,~~428,592~~553.4108 6362,~~014~~514,~~286~~733.6455 0.~~92519765~~91786304 1499,~~428,592~~553.4108 4-A-1 23,~~317~~108,~~528~~359.9196 9188,~~330~~222,~~843~~483.6670 0.~~91039517~~87941072 23,~~317~~108,~~528~~359.9196 5-A-1 3,~~040~~210,~~532~~056.1471 ~~123~~119,~~120~~910,~~486~~430.7705 0.~~93061592~~90635246 3,~~040~~210,~~532~~056.1471 5-A-2 1,~~149~~213,~~105~~173.1236 4645,~~530~~317,~~796~~622.2185 0.~~93061592~~90635246 1,~~149~~213,~~105~~173.1236 5-A-3 7276,~~117~~138.8476 2,~~920~~844,~~272~~134.7701 0.~~93061592~~90635246 7276,~~117~~138.8476 C-B-1 45,~~924~~005.8783 15,~~485~~480,~~692~~686.1330 0.~~99843276~~99811001 45,~~924~~005.8783 C-B-2 2,~~273~~310.5088 7,~~148~~146,~~778~~467.5769 0.~~99843276~~99811001 2,~~273~~310.5088 C-B-3 1,~~327~~349.2709 4,~~173~~172,~~448~~099.9485 0.~~99843276~~99811001 1,~~327~~349.2709 C-B-4 1,~~136~~155.7544 3,~~574~~573,~~389~~233.2985 0.~~99843276~~99811001 1,~~136~~155.7544 C-B-5 ~~947~~963.8240 2,~~980~~979,~~321~~358.7939 0.~~99843276~~99811001 ~~947~~963.8240 C-B-6 ~~569~~579.8118 1,791,~~704~~125.5639 0.~~99843276~~99811002 ~~569~~579.8118 6-A-1-1 32,~~122~~416,~~538~~733.07 76 73,~~358~~942,~~957~~223.6690 0.~~84843286~~82158027 32,~~122~~416,~~538~~733.0776 6-A-1-2 ~~346~~268,~~948~~525.6897 8,~~484~~215,~~328~~802.6366 0.~~84843286~~82158027 ~~346~~268,~~948~~525.6897 6-A-2 3228,~~364~~735,~~489~~253.6019 ~~367~~339,~~839~~104,~~821~~568.8567 0.~~80843917~~74528477 3228,~~364~~735,~~489~~253.6019 6-M-1 0.00 16,188,000.00 1.00000000 0.00 6-M-2 0.00 18,905,000.00 1.00000000 0.00 6-M-3 0.00 10,980,000.00 1.00000000 0.00 6-M-4 0.00 5,795,000.00 1.00000000 0.00 6-M-5 0.00 3,050,000.00 1.00000000 0.00 6-X 0.00 3,049,590.37 0.00000000 0.00 P 0.00 0.00 0.00000000 0.00 Totals 5049,~~662~~934,~~731~~528.7538 1,~~055~~006,~~998~~064,~~928~~399.1577 0.~~87511986~~83373848 5049,~~662~~934,~~731~~528.7538

Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion 1-A-1 50,000,000.00 ~~893~~849.~~11439880~~33779940 0.~~27415220~~27451560 4372.~~50244720~~40145800 0.00000000 1-A-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 1-A-2 21,603,000.00 ~~893~~849.~~11439893~~33779938 0.~~27415220~~27451558 4372.~~50244688~~40145813 0.00000000 AR 50.00 0.00000000 0.00000000 0.00000000 0.00000000 AR-L 50.00 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 136,093,000.00 ~~926~~899.~~84588473~~84109293 0.~~27350172~~27048166 2637.~~73129007~~87660916 0.00000000 3-A-1 68,109,000.00 ~~946~~925.~~17273840~~19764848 0.~~37947540~~37734749 206.~~59561468~~95726439 0.00000000 4-A-1 100,320,000.00 ~~933~~910.~~49653678~~39517205 0.~~26393252~~25991726 2230.~~83743222~~72453210 0.00000000 5-A-1 132,300,000.00 ~~953~~930.~~59802646~~61592419 0.~~31224195~~30643091 2223.~~66986032~~95703628 0.00000000 5-A-2 50,000,000.00 ~~953~~930.~~59802640~~61592420 0.~~31224200~~30643080 2223.~~66986040~~95703640 0.00000000 5-A-3 3,138,000.00 ~~953~~930.~~59802741~~61592416 0.~~31224347~~30643085 2223.~~66985978~~95703633 0.00000000 C-B-1 15,510,000.00 998.~~75029014~~43276144 0.~~31752869~~32274855 0.00000000 0.00000000 C-B-2 7,160,000.00 998.~~75029050~~43276117 0.~~31752793~~32274860 0.00000000 0.00000000 C-B-3 4,180,000.00 998.~~75028947~~43276077 0.~~31752871~~32274880 0.00000000 0.00000000 C-B-4 3,580,000.00 998.~~75029050~~43276257 0.~~31752793~~32274860 0.00000000 0.00000000 C-B-5 2,985,000.00 998.~~75029146~~43276047 0.~~31752764~~32274707 0.00000000 0.00000000 C-B-6 1,794,517.00 998.~~75028768~~43275934 0.~~31752834~~32274980 0.00000000 0.00000000 6-A-1-1 90,000,000.00 ~~883~~848.~~12773033~~43286289 0.00000000 3426.~~69486744~~85259733 0.00000000 6-A-1-2 10,000,000.00 ~~883~~848.~~12773100~~43286300 0.00000000 3426.~~69486800~~85259700 0.00000000 6-A-2 455,000,000.00 ~~879~~808.~~56991530~~43916890 0.00000000 7163.~~13074637~~15440262 0.00000000 6-M-1 16,188,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 6-M-2 18,905,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 6-M-3 10,980,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 6-M-4 5,795,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 6-M-5 3,050,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 6-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 P 0.00 0.00000000 0.00000000 0.00000000 0.00000000

Principal Distribution Factors Statement (continued) Total Ending Ending Total Realized Principal Certificate Certificate Principal Class Loss (3) Reduction Balance Percentage Distribution 1-A-1 0.00000000 4372.~~77659920~~67597360 ~~849~~776.~~33779940~~66182580 0.~~84933780~~77666183 4372.~~77659920~~67597360 1-A-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1-A-2 0.00000000 4372.~~77659908~~67597371 ~~849~~776.~~33779938~~66182567 0.~~84933780~~77666183 4372.~~77659908~~67597371 AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR-L 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 0.00000000 2738.~~00479180~~14709081 ~~899~~861.~~84109293~~69400212 0.~~89984109~~86169400 2738.~~00479180~~14709081 3-A-1 0.00000000 207.~~97509008~~33461187 ~~925~~917.~~19764848~~86303646 0.~~92519765~~91786304 207.~~97509008~~33461187 4-A-1 0.00000000 2330.~~10136473~~98444936 ~~910~~879.~~39517205~~41072269 0.~~91039517~~87941072 2330.~~10136473~~98444936 5-A-1 0.00000000 2224.~~98210234~~26346720 ~~930~~906.~~61592419~~35245692 0.~~93061592~~90635246 2224.~~98210234~~26346720 5-A-2 0.00000000 2224.~~98210240~~26346720 ~~930~~906.~~61592420~~35245700 0.~~93061592~~90635246 2224.~~98210240~~26346720 5-A-3 0.00000000 2224.~~98210325~~26346718 ~~930~~906.~~61592416~~35245698 0.~~93061592~~90635246 2224.~~98210325~~26346718 C-B-1 0.00000000 0.~~31752869~~32274855 998.~~43276144~~11001289 0.~~99843276~~99811001 0.~~31752869~~32274855 C-B-2 0.00000000 0.~~31752793~~32274860 998.~~43276117~~11001257 0.~~99843276~~99811001 0.~~31752793~~32274860 C-B-3 0.00000000 0.~~31752871~~32274880 998.~~43276077~~11001196 0.~~99843276~~99811001 0.~~31752871~~32274880 C-B-4 0.00000000 0.~~31752793~~32274860 998.~~43276257~~11001397 0.~~99843276~~99811001 0.~~31752793~~32274860 C-B-5 0.00000000 0.~~31752764~~32274707 998.~~43276047~~11001340 0.~~99843276~~99811001 0.~~31752764~~32274707 C-B-6 0.00000000 0.~~31752834~~32274980 998.~~43275934~~11001512 0.~~99843276~~99811002 0.~~31752834~~32274980 6-A-1-1 0.00000000 3426.~~69486744~~85259733 ~~848~~821.~~43286289~~58026556 0.~~84843286~~82158027 3426.~~69486744~~85259733 6-A-1-2 0.00000000 3426.~~69486800~~85259700 ~~848~~821.~~43286300~~58026600 0.~~84843286~~82158027 3426.~~69486800~~85259700 6-A-2 0.00000000 7163.~~13074637~~15440262 ~~808~~745.~~43916890~~28476631 0.~~80843917~~74528477 7163.~~13074637~~15440262 6-M-1 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 6-M-2 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 6-M-3 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 6-M-4 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 6-M-5 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 6-X 0.00000000 0.00000000 0.00000000 0.00000000 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 1-A-1 50,000,000.00 3.~~99865~~98467% 4442,~~655~~466,~~719~~889.9497 ~~148~~141,~~802~~013.0278 0.00 0.00 1-A-X 0.00 0.57670% 4442,~~655~~466,~~719~~889.9497 2120,~~460~~408.7988 0.00 0.00 1-A-2 21,603,000.00 4.~~57535~~56137% 1918,~~293~~348,~~950~~244.3648 7369,~~563~~744.7528 0.00 0.00 AR 50.00 4.~~56072~~56594% 0.00 0.00 0.00 0.00 AR-L 50.00 4.~~56072~~56594% 0.00 0.00 0.00 0.00 2-A-1 136,093,000.00 4.~~97276~~97113% ~~126~~122,~~137~~462,~~236~~073.9986 ~~522~~507,~~708~~312.6261 0.00 0.00 3-A-1 68,109,000.00 4.~~96989~~97027% 6463,~~442~~014,~~879~~286.0464 ~~266~~260,~~895~~998.2224 0.00 0.00 4-A-1 100,320,000.00 4.~~61795~~61848% 9391,~~648~~330,~~372~~843.5766 ~~360~~351,~~386~~508.5404 0.00 0.00 5-A-1 132,300,000.00 5.~~08193~~07943% ~~126~~123,~~161~~120,~~018~~486.9077 ~~534~~521,~~284~~151.4272 0.00 0.00 5-A-2 50,000,000.00 5.~~08193~~07943% 4746,~~679~~530,~~901~~796.3221 ~~201~~196,~~921~~958.5532 0.00 0.00 5-A-3 3,138,000.00 5.~~08193~~07943% 2,~~992~~920,~~390~~272.6177 12,~~672~~361.6010 0.00 0.00 C-B-1 15,510,000.00 4.~~89440~~89153% 15,~~490~~485,~~617~~692.0013 63,~~181~~123.0194 0.00 0.00 C-B-2 7,160,000.00 4.~~89440~~89153% 7,~~151~~148,~~052~~778.0857 29,~~166~~140.7339 0.00 0.00 C-B-3 4,180,000.00 4.~~89440~~89153% 4,~~174~~173,~~776~~448.2194 17,~~027~~012.5113 0.00 0.00 C-B-4 3,580,000.00 4.~~89440~~89153% 3,~~575~~574,~~526~~389.0429 14,~~583~~570.3719 0.00 0.00 C-B-5 2,985,000.00 4.~~89440~~89153% 2,~~981~~980,~~269~~321.6279 12,~~159~~148.5961 0.00 0.00 C-B-6 1,794,517.00 4.~~89440~~89153% 1,~~792~~791,~~274~~704.3756 7,~~310~~303.0848 0.00 0.00 6-A-1-1 90,000,000.00 3.~~57438~~72000% 7976,~~481~~358,~~495~~957.7366 ~~220~~244,~~964~~603.3919 0.00 0.00 6-A-1-2 10,000,000.00 3.~~67438~~82000% 8,~~831~~484,~~277~~328.3163 2527,~~238~~908.4873 0.00 0.00 6-A-2 455,000,000.00 3.~~59438~~74000% ~~400~~367,~~204~~839,~~311~~821.4685 1,~~118~~184,~~822~~648.7358 0.00 0.00 6-M-1 16,188,000.00 3.~~70438~~85000% 16,188,000.00 4653,~~640~~667.6172 0.00 0.00 6-M-2 18,905,000.00 3.~~79438~~94000% 18,905,000.00 5564,~~792~~140.1446 0.00 0.00 6-M-3 10,980,000.00 4.~~16438~~31000% 10,980,000.00 3540,~~563~~751.8105 0.00 0.00 6-M-4 5,795,000.00 4.~~63438~~78000% 5,795,000.00 2023,~~888~~852.1886 0.00 0.00 6-M-5 3,050,000.00 5.~~51438~~66000% 3,050,000.00 1314,~~081~~865.3336 0.00 0.00 6-X 0.00 0.00000% ~~546~~510,~~484~~650,~~674~~698.8752 0.00 0.00 0.00 P 0.00 0.00000% 0.00 0.00 0.00 0.00 Totals 1,206,690,617.00 3,~~823~~879,~~115~~193.4766 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 1-A-1 0.00 0.00 ~~148~~141,~~802~~013.0279 0.00 4238,~~466~~833,~~889~~091.9729 1-A-X 0.00 0.00 2120,~~460~~408.7988 0.00 4238,~~466~~833,~~889~~091.9729 1-A-2 0.00 0.00 7369,~~563~~744.7528 0.00 1816,~~348~~778,~~244~~225.4842 AR 0.00 0.00 0.00 0.00 0.00 AR-L 0.00 0.00 0.00 0.00 0.00 2-A-1 0.00 0.00 ~~522~~507,~~708~~312.6261 0.00 ~~122~~117,~~462~~270,~~073~~521.8683 3-A-1 0.0001 0.00 ~~266~~260,~~895~~998.2123 0.00 6362,~~014~~514,~~286~~733.6455 4-A-1 0.00 0.00 ~~360~~351,~~386~~508.5404 0.00 9188,~~330~~222,~~843~~483.6670 5-A-1 0.00 0.00 ~~534~~521,~~284~~151.4172 0.00 ~~123~~119,~~120~~910,~~486~~430.7705 5-A-2 0.00 0.00 ~~201~~196,~~921~~958.5532 0.00 4645,~~530~~317,~~796~~622.2185 5-A-3 0.00 0.00 12,~~672~~361.6010 0.00 2,~~920~~844,~~272~~134.7701 C-B-1 0.00 0.00 63,~~181~~123.0194 0.00 15,~~485~~480,~~692~~686.1330 C-B-2 0.00 0.00 29,~~166~~140.7339 0.00 7,~~148~~146,~~778~~467.5769 C-B-3 0.00 0.00 17,~~027~~012.5113 0.00 4,~~173~~172,~~448~~099.9485 C-B-4 0.00 0.00 14,~~583~~570.3719 0.00 3,~~574~~573,~~389~~233.2985 C-B-5 0.00 0.00 12,~~159~~148.5961 0.00 2,~~980~~979,~~321~~358.7939 C-B-6 0.00 0.00 7,~~310~~303.0848 0.00 1,791,~~704~~125.5639 6-A-1-1 0.00 0.00 ~~220~~244,~~964~~603.3919 0.00 7673,~~358~~942,~~957~~223.6690 6-A-1-2 0.00 0.00 2527,~~238~~908.4873 0.00 8,~~484~~215,~~328~~802.6366 6-A-2 0.00 0.00 1,~~118~~184,~~822~~648.7358 0.00 ~~367~~339,~~839~~104,~~821~~568.8567 6-M-1 0.00 0.00 4653,~~640~~667.6172 0.00 16,188,000.00 6-M-2 0.00 0.00 5564,~~792~~140.1446 0.00 18,905,000.00 6-M-3 0.00 0.00 3540,~~563~~751.8105 0.00 10,980,000.00 6-M-4 0.00 0.00 2023,~~888~~852.1886 0.00 5,795,000.00 6-M-5 0.00 0.00 1314,~~081~~865.3336 0.00 3,050,000.00 6-X 0.00 0.00 1777,~~017,071~~968.94 0.00 ~~510~~479,~~650~~230,~~698~~185.5260 P 0.00 0.00 44151,~~279~~463.2042 0.00 0.00 Totals 0.0001 0.00 4,~~884~~808,~~466~~626.5902 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 1-A-1 50,000,000.00 3.~~99865~~98467% ~~893~~849.~~11439880~~33779940 2.~~97604040~~82027560 0.00000000 0.00000000 1-A-X 0.00 0.57670% ~~893~~849.~~11439880~~33779940 0.~~42921580~~40817760 0.00000000 0.00000000 1-A-2 21,603,000.00 4.~~57535~~56137% ~~893~~849.~~11439893~~33779938 3.~~40525621~~22845346 0.00000000 0.00000000 AR 50.00 4.~~56072~~56594% 0.00000000 0.00000000 0.00000000 0.00000000 AR-L 50.00 4.~~56072~~56594% 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 136,093,000.00 4.~~97276~~97113% ~~926~~899.~~84588473~~84109293 3.~~84081929~~72769070 0.00000000 0.00000000 3-A-1 68,109,000.00 4.~~96989~~97027% ~~946~~925.~~17273840~~19764848 3.~~91864834~~83206683 0.00000000 0.00000000 4-A-1 100,320,000.00 4.~~61795~~61848% ~~933~~910.~~49653678~~39517205 3.~~59236982~~50386802 0.00000000 0.00000000 5-A-1 132,300,000.00 5.~~08193~~07943% ~~953~~930.~~59802646~~61592419 43.~~03843099~~93916644 0.00000000 0.00000000 5-A-2 50,000,000.00 5.~~08193~~07943% ~~953~~930.~~59802640~~61592420 43.~~03843100~~93916640 0.00000000 0.00000000 5-A-3 3,138,000.00 5.~~08193~~07943% ~~953~~930.~~59802741~~61592416 43.~~03843212~~93916507 0.00000000 0.00000000 C-B-1 15,510,000.00 4.~~89440~~89153% 998.~~75029014~~43276144 4.~~07356609~~06988652 0.00000000 0.00000000 C-B-2 7,160,000.00 4.~~89440~~89153% 998.~~75029050~~43276117 4.~~07356564~~06988687 0.00000000 0.00000000 C-B-3 4,180,000.00 4.~~89440~~89153% 998.~~75028947~~43276077 4.~~07356699~~06988756 0.00000000 0.00000000 C-B-4 3,580,000.00 4.~~89440~~89153% 998.~~75029050~~43276257 4.~~07356704~~06988547 0.00000000 0.00000000 C-B-5 2,985,000.00 4.~~89440~~89153% 998.~~75029146~~43276047 4.~~07356449~~06988610 0.00000000 0.00000000 C-B-6 1,794,517.00 4.~~89440~~89153% 998.~~75028768~~43275934 4.~~07356408~~06988621 0.00000000 0.00000000 6-A-1-1 90,000,000.00 3.~~57438~~72000% ~~883~~848.~~12773033~~43286289 2.~~45515989~~71781322 0.00000000 0.00000000 6-A-1-2 10,000,000.00 3.~~67438~~82000% ~~883~~848.~~12773100~~43286300 2.~~52384800~~79087300 0.00000000 0.00000000 6-A-2 455,000,000.00 3.~~59438~~74000% ~~879~~808.~~56991530~~43916890 2.~~45895105~~60362325 0.00000000 0.00000000 6-M-1 16,188,000.00 3.~~70438~~85000% 1000.00000000 23.~~88118421~~31527798 0.00000000 0.00000000 6-M-2 18,905,000.00 3.~~79438~~94000% 1000.00000000 23.~~95118434~~39277757 0.00000000 0.00000000 6-M-3 10,980,000.00 4.~~16438~~31000% 1000.00000000 3.~~23896266~~71138889 0.00000000 0.00000000 6-M-4 5,795,000.00 4.~~63438~~78000% 1000.00000000 34.~~60451769~~11611044 0.00000000 0.00000000 6-M-5 3,050,000.00 5.~~51438~~66000% 1000.00000000 4.~~28896066~~87388852 0.00000000 0.00000000 6-X 0.00 0.00000% 0.00000000 0.00000000 0.00000000 0.00000000 P 0.00 0.00000% 0.00000000 0.00000000 0.00000000 0.00000000 (5) Per $1 denomination.

Interest Distribution Factors Statement (continued) Remaining Ending Non-Supported Total Unpaid Certificate/ Interest Realized Interest Interest Notional Class Shortfall Losses (6) Distribution Shortfall Balance 1-A-1 0.00000000 0.00000000 2.~~97604040~~82027580 0.00000000 ~~849~~776.~~33779940~~66182580 1-A-X 0.00000000 0.00000000 0.~~42921580~~40817760 0.00000000 ~~849~~776.~~33779940~~66182580 1-A-2 0.00000000 0.00000000 3.~~40525621~~22845346 0.00000000 ~~849~~776.~~33779938~~66182567 AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR-L 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 0.00000000 0.00000000 3.~~84081929~~72769070 0.00000000 ~~899~~861.~~84109293~~69400212 3-A-1 0.~~00000000~~00000015 0.00000000 3.~~91864820~~83206669 0.00000000 ~~925~~917.~~19764848~~86303646 4-A-1 0.00000000 0.00000000 3.~~59236982~~50386802 0.00000000 ~~910~~879.~~39517205~~41072269 5-A-1 0.00000000 0.00000000 43.~~03843091~~93916644 0.00000000 ~~930~~906.~~61592419~~35245692 5-A-2 0.00000000 0.00000000 43.~~03843100~~93916640 0.00000000 ~~930~~906.~~61592420~~35245700 5-A-3 0.00000000 0.00000000 43.~~03843212~~93916507 0.00000000 ~~930~~906.~~61592416~~35245698 C-B-1 0.00000000 0.00000000 4.~~07356609~~06988652 0.00000000 998.~~43276144~~11001289 C-B-2 0.00000000 0.00000000 4.~~07356564~~06988687 0.00000000 998.~~43276117~~11001257 C-B-3 0.00000000 0.00000000 4.~~07356699~~06988756 0.00000000 998.~~43276077~~11001196 C-B-4 0.00000000 0.00000000 4.~~07356704~~06988547 0.00000000 998.~~43276257~~11001397 C-B-5 0.00000000 0.00000000 4.~~07356449~~06988610 0.00000000 998.~~43276047~~11001340 C-B-6 0.00000000 0.00000000 4.~~07356408~~06988621 0.00000000 998.~~43275934~~11001512 6-A-1-1 0.00000000 0.00000000 2.~~45515989~~71781322 0.00000000 ~~848~~821.~~43286289~~58026556 6-A-1-2 0.00000000 0.00000000 2.~~52384800~~79087300 0.00000000 ~~848~~821.~~43286300~~58026600 6-A-2 0.00000000 0.00000000 2.~~45895105~~60362325 0.00000000 ~~808~~745.~~43916890~~28476631 6-M-1 0.00000000 0.00000000 23.~~88118421~~31527798 0.00000000 1000.00000000 6-M-2 0.00000000 0.00000000 23.~~95118434~~39277757 0.00000000 1000.00000000 6-M-3 0.00000000 0.00000000 3.~~23896266~~71138889 0.00000000 1000.00000000 6-M-4 0.00000000 0.00000000 34.~~60451769~~11611044 0.00000000 1000.00000000 6-M-5 0.00000000 0.00000000 4.~~28896066~~87388852 0.00000000 1000.00000000 6-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 5554,~~801~~877,~~284~~351.6461 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 44151,~~279~~463.2042 Total Deposits 55,~~845~~028,~~563~~815.8403 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee ~~298~~285,~~365~~660.5063 Payment of Interest and Principal 5554,~~547~~743,~~198~~154.3440 Total Withdrawals (Pool Distribution Amount) 55,~~845~~028,~~563~~815.8403 Ending Balance 0.00

SERVICING FEES Gross Servicing Fee ~~297~~285,~~745~~040.3259 PMI Fee 620.1804 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee ~~298~~285,~~365~~660.5063

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 812 0 0 812 12,~~806~~342,~~797~~462.0442 0.00 0.00 12,~~806~~342,~~797~~462.0442 30 Days 1624 10 0 0 1724 57,~~555~~726,~~311~~034.9050 ~~125,959~~0.9000 0.00 0.00 57,~~681~~726,~~271~~034.8050 60 Days 133 02 01 0 136 2,680,~~861~~923.2065 0223,135.0023 0635,147.0089 0.00 21,~~680~~539,~~861~~206.2077 90 Days 115 10 36 0 1511 21,~~461~~177,~~511~~404.6211 ~~135,448~~0.8400 ~~645~~1,~~640~~066,953.3322 0.00 32,~~242~~244,~~600~~357.7933 120 Days 02 02 06 0 010 0863,389.0018 0209,480.0021 01,440,936.0082 0.00 02,513,806.0021 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 4034 1016 313 0 5363 10,~~697~~447,~~684~~751.7244 2,~~068~~775,~~205~~077.7886 ~~645~~3,~~640~~143,037.3393 0.00 1316,~~411~~365,~~530~~867.8323 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.~~213618~~332594% 0.000000% 0.000000% 0.~~213618~~332594% 0.~~171049~~232763% 0.000000% 0.000000% 0.~~171049~~232763% 30 Days 0.~~427236~~665188% 0.~~026702~~000000% 0.000000% 0.000000% 0.~~453939~~665188% 0.~~525921~~767711% 0.~~011925~~000000% 0.000000% 0.000000% 0.~~537846~~767711% 60 Days 0.~~347130~~083149% 0.~~000000~~055432% 0.~~000000~~027716% 0.000000% 0.~~347130~~166297% 0.~~253797~~067661% 0.~~000000~~022172% 0.~~000000~~063113% 0.000000% 0.~~253797~~152946% 90 Days 0.~~293725~~138581% 0.~~026702~~000000% 0.~~080107~~166297% 0.000000% 0.~~400534~~304878% 0.~~233031~~116995% 0.~~012823~~000000% 0.~~061123~~106020% 0.000000% 0.~~306977~~223015% 120 Days 0.~~000000~~055432% 0.~~000000~~055432% 0.~~000000~~166297% 0.000000% 0.~~000000~~277162% 0.~~000000~~085792% 0.~~000000~~020815% 0.~~000000~~143181% 0.000000% 0.~~000000~~249789% 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 10.~~068091~~942350% 0.~~267023~~443459% 0.~~080107~~360310% 0.000000% 1.~~415220~~746120% 1.~~012750~~038159% 0.~~195797~~275751% 0.~~061123~~312314% 0.000000% 1.~~269670~~626223%

Delinquency Status By Groups

DELINQUENT BANKRUPTCY FORECLOSURE REO Total Grp 1 Jumbo 3/11ARM ~~Arms~~ 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 10 0 0 0 10 ~~822,488~~0.7600 0.00 0.00 0.00 ~~822,488~~0.7600 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 10 0 0 0 10 ~~822,488~~0.7600 0.00 0.00 0.00 ~~822,488~~0.7600 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.~~793651~~000000% 0.000000% 0.000000% 0.000000% 0.~~793651~~000000% 10.~~259269~~000000% 0.000000% 0.000000% 0.000000% 10.~~259269~~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.~~793651~~000000% 0.000000% 0.000000% 0.000000% 0.~~793651~~000000% 10.~~259269~~000000% 0.000000% 0.000000% 0.000000% 10.~~259269~~000000% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Grp 2 Jumbo 5/11ARM ~~Arms~~ 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 0825,000.00 0.00 0.00 0.00 0825,000.00 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 01 0 0 0 01 0825,000.00 0.00 0.00 0.00 0825,000.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.~~000000~~434783% 0.000000% 0.000000% 0.000000% 0.~~000000~~434783% 0.~~000000~~655668% 0.000000% 0.000000% 0.000000% 0.~~000000~~655668% 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~~434783% 0.000000% 0.000000% 0.000000% 0.~~000000~~434783% 0.~~000000~~655668% 0.000000% 0.000000% 0.000000% 0.~~000000~~655668% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Grp 3 7/11ARM ~~Arms~~ 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 ~~Conforming~~Grp 4 Cnfm 3/11ARM ~~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 43 0 0 0 43 ~~641~~369,~~212~~179.4898 0.00 0.00 0.00 ~~641~~369,~~212~~179.4898 60 Days 0 1 0 0 0 1 ~~224,652.02~~ 0.00 97,175.33 0.00 0.00 ~~224~~97,~~652~~175.0233 90 Days 1 0 10 0 21 ~~204~~224,~~250~~652.0002 0.00 ~~161,500~~0.00 0.00 ~~365~~224,~~750~~652.0002 120 Days 0 0 02 0 02 0.00 0.00 0365,750.00 0.00 0365,750.00 150 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 64 0 1 2 0 7 1593,~~070,114~~832.5000 097,175.0033 ~~161~~365,~~500~~750.00 0.00 1,~~231~~056,~~614~~757.5033 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.~~813008~~628931% 0.000000% 0.000000% 0.000000% 0.~~813008~~628931% 0.~~656770~~390584% 0.000000% 0.000000% 0.000000% 0.~~656770~~390584% 60 Days 0.~~203252~~000000% 0.~~000000~~209644% 0.000000% 0.000000% 0.~~203252~~209644% 0.~~230103~~000000% 0.~~000000~~102809% 0.000000% 0.000000% 0.~~230103~~102809% 90 Days 0.~~203252~~209644% 0.000000% 0.~~203252~~000000% 0.000000% 0.~~406504~~209644% 0.~~209206~~237677% 0.000000% 0.~~165419~~000000% 0.000000% 0.~~374624~~237677% 120 Days 0.000000% 0.000000% 0.~~000000~~419287% 0.000000% 0.~~000000~~419287% 0.000000% 0.000000% 0.~~000000~~386955% 0.000000% 0.~~000000~~386955% 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 10.~~219512~~838574% 0.~~000000~~209644% 0.~~203252~~419287% 0.000000% 1.~~422764~~467505% 10.~~096079~~628261% 0.~~000000~~102809% 0.~~165419~~386955% 0.000000% 1.~~261497~~118025% DELINQUENT BANKRUPTCY FORECLOSURE REO Total ~~Conforming~~Grp 5/1 ~~Arm~~Cnfm 5/1ARM 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 03 0 0 03 0384,360.0067 0.00 0.00 0384,360.0067 30 Days 0 10 0 0 10 0.00 ~~125,959~~0.9000 0.00 0.00 ~~125,959~~0.9000 60 Days 0 01 0 0 01 0.00 0125,959.0090 0.00 0.00 0125,959.0090 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 14 0 0 14 0.00 ~~125~~510,~~959~~320.9057 0.00 0.00 ~~125~~510,~~959~~320.9057 0-29 Days 0.~~000000~~323974% 0.000000% 0.000000% 0.~~000000~~323974% 0.~~000000~~213860% 0.000000% 0.000000% 0.~~000000~~213860% 30 Days 0.000000% 0.~~105597~~000000% 0.000000% 0.000000% 0.~~105597~~000000% 0.000000% 0.~~068373~~000000% 0.000000% 0.000000% 0.~~068373~~000000% 60 Days 0.000000% 0.~~000000~~107991% 0.000000% 0.000000% 0.~~000000~~107991% 0.000000% 0.~~000000~~070084% 0.000000% 0.000000% 0.~~000000~~070084% 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.~~105597~~431965% 0.000000% 0.000000% 0.~~105597~~431965% 0.000000% 0.~~068373~~283944% 0.000000% 0.000000% 0.~~068373~~283944% DELINQUENT BANKRUPTCY FORECLOSURE REO Total ~~Conf~~Grp 6A Mix Hyb ~~Arms~~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 23 0 0 23 ~~664~~816,000.00 0.00 0.00 ~~664~~816,000.00 30 Days 28 0 0 0 28 ~~389~~1,~~609~~624,314.0826 0.00 0.00 0.00 ~~389~~1,~~609~~624,314.0826 60 Days 62 0 0 0 62 ~~978~~193,~~513~~438.6965 0.00 0.00 0.00 ~~978~~193,~~513~~438.6965 90 Days 42 0 1 0 53 ~~700~~237,~~429~~724.5281 0.00 ~~135~~188,~~840~~457.3373 0.00 ~~836~~426,~~269~~182.8554 120 Days 01 0 0 0 01 0223,389.0018 0.00 0.00 0.00 0223,389.0018 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 1213 23 1 0 1517 2,~~068~~278,~~552~~866.2990 ~~664~~816,000.00 ~~135~~188,~~840~~457.3373 0.00 23,~~868~~283,~~392~~324.6263 0-29 Days 0.~~422833~~650759% 0.000000% 0.000000% 0.~~422833~~650759% 0.~~696432~~880687% 0.000000% 0.000000% 0.~~696432~~880687% 30 Days 01.~~422833~~735358% 0.000000% 0.000000% 0.000000% 01.~~422833~~735358% 01.~~408639~~753078% 0.000000% 0.000000% 0.000000% 01.~~408639~~753078% 60 Days 10.~~268499~~433839% 0.000000% 0.000000% 0.000000% 10.~~268499~~433839% 10.~~026307~~208773% 0.000000% 0.000000% 0.000000% 10.~~026307~~208773% 90 Days 0.~~845666~~433839% 0.000000% 0.~~211416~~216920% 0.000000% 10.~~057082~~650759% 0.~~734641~~256570% 0.000000% 0.~~142475~~203397% 0.000000% 0.~~877116~~459967% 120 Days 0.~~000000~~216920% 0.000000% 0.000000% 0.000000% 0.~~000000~~216920% 0.~~000000~~241098% 0.000000% 0.000000% 0.000000% 0.~~000000~~241098% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 2.~~536998~~819957% 0.~~422833~~650759% 0.~~211416~~216920% 0.000000% 3.~~171247~~687636% 2.~~169587~~459519% 0.~~696432~~880687% 0.~~142475~~203397% 0.000000% 3.~~008494~~543604% DELINQUENT BANKRUPTCY FORECLOSURE REO Total ~~Mixed~~Grp ~~Hybrid~~6B ~~Arms~~Mix Hyb 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 6 0 0 6 1,142,~~797~~101.0475 0.00 0.00 1,142,~~797~~101.0475 30 Days 912 0 0 0 912 34,~~702~~907,~~001~~540.5826 0.00 0.00 0.00 34,~~702~~907,~~001~~540.5826 60 Days 61 0 01 0 62 1487,~~477,695~~485.4900 0.00 0635,147.0089 0.00 1,~~477~~122,~~695~~632.4989 90 Days 62 10 15 0 87 1715,~~556,832~~027.1028 ~~135,448~~0.8400 ~~348~~878,~~300~~495.0049 0.00 21,~~040~~593,~~580~~522.9477 120 Days 01 02 04 0 07 0640,000.00 0209,480.0021 01,075,186.0082 0.00 01,924,667.0003 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 2116 78 110 0 2934 6,~~736~~750,~~529~~052.1754 1,~~278~~351,~~245~~581.8896 ~~348~~2,~~300~~588,830.0020 0.00 810,~~363~~690,~~075~~464.0570 0-29 Days 0.~~465839~~493016% 0.000000% 0.000000% 0.~~465839~~493016% 0.~~275062~~295316% 0.000000% 0.000000% 0.~~275062~~295316% 30 Days 0.~~698758~~986031% 0.000000% 0.000000% 0.000000% 0.~~698758~~986031% 01.~~891041~~268953% 0.000000% 0.000000% 0.000000% 01.~~891041~~268953% 60 Days 0.~~465839~~082169% 0.000000% 0.~~000000~~082169% 0.000000% 0.~~465839~~164339% 0.~~355669~~126050% 0.000000% 0.~~000000~~164232% 0.000000% 0.~~355669~~290282% 90 Days 0.~~465839~~164339% 0.~~077640~~000000% 0.~~077640~~410846% 0.000000% 0.~~621118~~575185% 0.~~374716~~184886% 0.~~032601~~000000% 0.~~083833~~227154% 0.000000% 0.~~491151~~412041% 120 Days 0.~~000000~~082169% 0.~~000000~~164339% 0.~~000000~~328677% 0.000000% 0.~~000000~~575185% 0.~~000000~~165486% 0.~~000000~~054166% 0.~~000000~~278013% 0.000000% 0.~~000000~~497665% 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.~~630435~~314708% 0.~~543478~~657354% 0.~~077640~~821693% 0.000000% 2.~~251553~~793755% 1.~~621426~~745376% 0.~~307663~~349481% 0.~~083833~~669399% 0.000000% 2.~~012922~~764257%

OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 6579,~~789~~800.4176

CREDIT ENHANCEMENT Original $ Original % Current $ Current % Bankruptcy 215,077.00 0.01781959% 215,077.00 0.~~02036716~~02137805% Fraud 11,935,453.00 0.98887765% 11,935,453.00 1.~~13025238~~18635079% Special Hazard 5,967,727.00 0.49443887% 5,967,727.00 0.~~56512624~~59317545% 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 ~~Aug~~Sep-04 0.000% Original Principal Balance 0.00 ~~Sep~~Oct-04 0.000% Current Principal Balance 0.00 ~~Oct~~Nov-04 0.000% ~~Nov~~Dec-04 0.000% Current REO Total ~~Dec~~Jan-0405 0.000% Loans in REO 0 ~~Jan~~Feb-05 0.000% Original Principal Balance 0.00 ~~Feb~~Mar-05 0.000% Current Principal Balance 0.00 ~~Mar~~Apr-05 0.000% ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-05 0.000% ~~Jul~~Aug-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 Jumbo 3/11ARM ~~Arms~~ 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 ~~Aug~~Sep-04 0.000% Original Principal Balance 0.00 ~~Sep~~Oct-04 0.000% Current Principal Balance 0.00 ~~Oct~~Nov-04 0.000% ~~Nov~~Dec-04 0.000% Current REO Total ~~Dec~~Jan-0405 0.000% Loans in REO 0 ~~Jan~~Feb-05 0.000% Original Principal Balance 0.00 ~~Feb~~Mar-05 0.000% Current Principal Balance 0.00 ~~Mar~~Apr-05 0.000% ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-05 0.000% ~~Jul~~Aug-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 Jumbo 5/11ARM ~~Arms~~ 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 ~~Aug~~Sep-04 0.000% Original Principal Balance 0.00 ~~Sep~~Oct-04 0.000% Current Principal Balance 0.00 ~~Oct~~Nov-04 0.000% ~~Nov~~Dec-04 0.000% Current REO Total ~~Dec~~Jan-0405 0.000% Loans in REO 0 ~~Jan~~Feb-05 0.000% Original Principal Balance 0.00 ~~Feb~~Mar-05 0.000% Current Principal Balance 0.00 ~~Mar~~Apr-05 0.000% ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-05 0.000% ~~Jul~~Aug-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 7/11ARM ~~Arms~~ 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 ~~Aug~~Sep-04 0.000% Original Principal Balance 0.00 ~~Sep~~Oct-04 0.000% Current Principal Balance 0.00 ~~Oct~~Nov-04 0.000% ~~Nov~~Dec-04 0.000% Current REO Total ~~Dec~~Jan-0405 0.000% Loans in REO 0 ~~Jan~~Feb-05 0.000% Original Principal Balance 0.00 ~~Feb~~Mar-05 0.000% Current Principal Balance 0.00 ~~Mar~~Apr-05 0.000% ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-05 0.000% ~~Jul~~Aug-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. ~~Conforming~~Grp 4 Cnfm 3/11ARM ~~Arm~~ 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 ~~Aug~~Sep-04 0.000% Original Principal Balance 0.00 ~~Sep~~Oct-04 0.000% Current Principal Balance 0.00 ~~Oct~~Nov-04 0.000% ~~Nov~~Dec-04 0.000% Current REO Total ~~Dec~~Jan-0405 0.000% Loans in REO 0 ~~Jan~~Feb-05 0.000% Original Principal Balance 0.00 ~~Feb~~Mar-05 0.000% Current Principal Balance 0.00 ~~Mar~~Apr-05 0.000% ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-05 0.000% ~~Jul~~Aug-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. ~~Conforming~~Grp 5/1 ~~Arm~~Cnfm 5/1ARM 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 ~~Aug~~Sep-04 0.000% Original Principal Balance 0.00 ~~Sep~~Oct-04 0.000% Current Principal Balance 0.00 ~~Oct~~Nov-04 0.000% ~~Nov~~Dec-04 0.000% Current REO Total ~~Dec~~Jan-0405 0.000% Loans in REO 0 ~~Jan~~Feb-05 0.000% Original Principal Balance 0.00 ~~Feb~~Mar-05 0.000% Current Principal Balance 0.00 ~~Mar~~Apr-05 0.000% ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-05 0.000% ~~Jul~~Aug-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. ~~Conf~~Grp 6A Mix Hyb ~~Arms~~ARM 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 ~~Aug~~Sep-04 0.000% Original Principal Balance 0.00 ~~Sep~~Oct-04 0.000% Current Principal Balance 0.00 ~~Oct~~Nov-04 0.000% ~~Nov~~Dec-04 0.000% Current REO Total ~~Dec~~Jan-0405 0.000% Loans in REO 0 ~~Jan~~Feb-05 0.000% Original Principal Balance 0.00 ~~Feb~~Mar-05 0.000% Current Principal Balance 0.00 ~~Mar~~Apr-05 0.000% ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-05 0.000% ~~Jul~~Aug-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. ~~Mixed~~Grp ~~Hybrid~~6B ~~Arms~~Mix Hyb ARM 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 ~~Aug~~Sep-04 0.000% Original Principal Balance 0.00 ~~Sep~~Oct-04 0.000% Current Principal Balance 0.00 ~~Oct~~Nov-04 0.000% ~~Nov~~Dec-04 0.000% Current REO Total ~~Dec~~Jan-0405 0.000% Loans in REO 0 ~~Jan~~Feb-05 0.000% Original Principal Balance 0.00 ~~Feb~~Mar-05 0.000% Current Principal Balance 0.00 ~~Mar~~Apr-05 0.000% ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-05 0.000% ~~Jul~~Aug-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 311 ~~Aug~~Sep-04 0.000% Original Principal Balance ~~645~~2,~~800~~655,650.00 ~~Sep~~Oct-04 0.000% Current Principal Balance ~~645~~2,~~640~~633,237.3393 ~~Oct~~Nov-04 0.000% ~~Nov~~Dec-04 0.000% Current Foreclosure Total ~~Dec~~Jan-0405 0.000% Loans in Foreclosure 313 ~~Jan~~Feb-05 0.000% Original Principal Balance ~~645~~3,~~800~~165,450.00 ~~Feb~~Mar-05 0.000% Current Principal Balance ~~645~~3,~~640~~143,037.3393 ~~Mar~~Apr-05 0.000% ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-05 0.~~000~~061% ~~Jul~~Aug-05 0.~~061~~312% *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 Jumbo 3/11ARM ~~Arms~~ 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 ~~Aug~~Sep-04 0.000% Original Principal Balance 0.00 ~~Sep~~Oct-04 0.000% Current Principal Balance 0.00 ~~Oct~~Nov-04 0.000% ~~Nov~~Dec-04 0.000% Current Foreclosure Total ~~Dec~~Jan-0405 0.000% Loans in Foreclosure 0 ~~Jan~~Feb-05 0.000% Original Principal Balance 0.00 ~~Feb~~Mar-05 0.000% Current Principal Balance 0.00 ~~Mar~~Apr-05 0.000% ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-05 0.000% ~~Jul~~Aug-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 Jumbo 5/11ARM ~~Arms~~ 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 ~~Aug~~Sep-04 0.000% Original Principal Balance 0.00 ~~Sep~~Oct-04 0.000% Current Principal Balance 0.00 ~~Oct~~Nov-04 0.000% ~~Nov~~Dec-04 0.000% Current Foreclosure Total ~~Dec~~Jan-0405 0.000% Loans in Foreclosure 0 ~~Jan~~Feb-05 0.000% Original Principal Balance 0.00 ~~Feb~~Mar-05 0.000% Current Principal Balance 0.00 ~~Mar~~Apr-05 0.000% ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-05 0.000% ~~Jul~~Aug-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 7/11ARM ~~Arms~~ 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 ~~Aug~~Sep-04 0.000% Original Principal Balance 0.00 ~~Sep~~Oct-04 0.000% Current Principal Balance 0.00 ~~Oct~~Nov-04 0.000% ~~Nov~~Dec-04 0.000% Current Foreclosure Total ~~Dec~~Jan-0405 0.000% Loans in Foreclosure 0 ~~Jan~~Feb-05 0.000% Original Principal Balance 0.00 ~~Feb~~Mar-05 0.000% Current Principal Balance 0.00 ~~Mar~~Apr-05 0.000% ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-05 0.000% ~~Jul~~Aug-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. ~~Conforming~~Grp 4 Cnfm 3/11ARM ~~Arm~~ 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 1 ~~Aug~~Sep-04 0.000% Original Principal Balance ~~161~~204,~~500~~250.00 ~~Sep~~Oct-04 0.000% Current Principal Balance ~~161~~204,~~500~~250.00 ~~Oct~~Nov-04 0.000% ~~Nov~~Dec-04 0.000% Current Foreclosure Total ~~Dec~~Jan-0405 0.000% Loans in Foreclosure 12 ~~Jan~~Feb-05 0.000% Original Principal Balance ~~161~~365,~~500~~750.00 ~~Feb~~Mar-05 0.000% Current Principal Balance ~~161~~365,~~500~~750.00 ~~Mar~~Apr-05 0.000% ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-05 0.~~000~~165% ~~Jul~~Aug-05 0.~~165~~387% *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. ~~Conforming~~Grp 5/1 ~~Arm~~Cnfm 5/1ARM 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 ~~Aug~~Sep-04 0.000% Original Principal Balance 0.00 ~~Sep~~Oct-04 0.000% Current Principal Balance 0.00 ~~Oct~~Nov-04 0.000% ~~Nov~~Dec-04 0.000% Current Foreclosure Total ~~Dec~~Jan-0405 0.000% Loans in Foreclosure 0 ~~Jan~~Feb-05 0.000% Original Principal Balance 0.00 ~~Feb~~Mar-05 0.000% Current Principal Balance 0.00 ~~Mar~~Apr-05 0.000% ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-05 0.000% ~~Jul~~Aug-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. ~~Conf~~Grp 6A Mix Hyb ~~Arms~~ARM 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 1 ~~Aug~~Sep-04 0.000% Original Principal Balance ~~136~~188,~~000~~800.00 ~~Sep~~Oct-04 0.000% Current Principal Balance ~~135~~188,~~840~~457.3373 ~~Oct~~Nov-04 0.000% ~~Nov~~Dec-04 0.000% Current Foreclosure Total ~~Dec~~Jan-0405 0.000% Loans in Foreclosure 1 ~~Jan~~Feb-05 0.000% Original Principal Balance ~~136~~188,~~000~~800.00 ~~Feb~~Mar-05 0.000% Current Principal Balance ~~135~~188,~~840~~457.3373 ~~Mar~~Apr-05 0.000% ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-05 0.~~000~~142% ~~Jul~~Aug-05 0.~~142~~203% *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. ~~Mixed~~Grp ~~Hybrid~~6B ~~Arms~~Mix Hyb ARM 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 19 ~~Aug~~Sep-04 0.000% Original Principal Balance ~~348~~2,~~300~~262,600.00 ~~Sep~~Oct-04 0.000% Current Principal Balance ~~348~~2,~~300~~240,530.0020 ~~Oct~~Nov-04 0.000% ~~Nov~~Dec-04 0.000% Current Foreclosure Total ~~Dec~~Jan-0405 0.000% Loans in Foreclosure 110 ~~Jan~~Feb-05 0.000% Original Principal Balance ~~348~~2,~~300~~610,900.00 ~~Feb~~Mar-05 0.000% Current Principal Balance ~~348~~2,~~300~~588,830.0020 ~~Mar~~Apr-05 0.000% ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-05 0.~~000~~084% ~~Jul~~Aug-05 0.~~084~~669% *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 ~~Conforming~~Grp 4 Cnfm 3/11ARM ~~Arm~~0402073695 Aug-2005 01-Dec-2004 MS 95.00 204,250.00 Grp 4 Cnfm 3/1ARM 0402215844 Jul-2005 01-Dec-2004 CO 85.00 161,500.00 ~~Conf~~Grp 6A Mix Hyb ~~Arms~~ARM ~~0500284844~~0700025240 ~~Jul~~Aug-2005 01-Feb-2005 NJ 4180.4600 ~~136~~188,800.00 Grp 6B Mix Hyb ARM 0401797183 Aug-2005 01-Jan-2002 CA 80.00 444,000.00 ~~Mixed~~Grp ~~Hybrid~~6B ~~Arms~~Mix Hyb ARM 0402164195 Jul-2005 01-Nov-2004 MO 90.00 348,300.00 Grp 6B Mix Hyb ARM 0402414149 Aug-2005 01-Feb-2005 PA 90.00 306,000.00 Grp 6B Mix Hyb ARM 0402414159 Aug-2005 01-Feb-2005 PA 80.00 163,200.00 Grp 6B Mix Hyb ARM 0500290273 Aug-2005 01-Jan-2005 GA 80.00 126,800.00 Grp 6B Mix Hyb ARM 0500292052 Aug-2005 01-Feb-2005 UT 80.00 636,800.00 Grp 6B Mix Hyb ARM 0500308412 Aug-2005 01-Feb-2005 MA 80.00 437,600.00 Grp 6B Mix Hyb ARM 0500310231 Aug-2005 01-Nov-2004 NY 89.98 49,400.00 Grp 6B Mix Hyb ARM 0500310237 Aug-2005 01-Nov-2004 NY 89.98 49,400.00 Grp 6B Mix Hyb ARM 0500310239 Aug-2005 01-Nov-2004 NY 89.98 49,400.00

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 ~~Conforming~~Grp 4 Cnfm 3/11ARM ~~Arm~~0402073695 204,250.00 01-Feb-2005 4 4.750% 4,467.96 Grp 4 Cnfm 3/1ARM 0402215844 161,500.00 01-Feb-2005 34 5.250% 3,~~280~~936.4554 ~~Conf~~Grp 6A Mix Hyb ~~Arms~~ARM ~~0500284844~~0700025240 ~~135~~188,~~840~~457.3373 01-~~Feb~~Mar-2005 3 56.~~125~~500% 24,~~752~~898.71 ~~Mixed~~Grp ~~Hybrid~~6B ~~Arms~~Mix Hyb ARM 0401797183 425,430.11 01-Mar-2005 3 6.125% 10,167.26 Grp 6B Mix Hyb ARM 0402164195 348,300.00 01-Feb-2005 34 7.400% 1012,~~376~~451.4574 Grp 6B Mix Hyb ARM 0402414149 305,366.89 01-Mar-2005 3 6.875% 8,411.11 Grp 6B Mix Hyb ARM 0402414159 163,052.46 01-Feb-2005 4 6.500% 5,083.72 Grp 6B Mix Hyb ARM 0500290273 126,620.44 01-Feb-2005 4 7.750% 4,739.70 Grp 6B Mix Hyb ARM 0500292052 635,147.89 01-Apr-2005 2 7.500% 15,331.83 Grp 6B Mix Hyb ARM 0500308412 437,213.92 01-Feb-2005 4 6.625% 13,905.03 Grp 6B Mix Hyb ARM 0500310231 49,232.83 01-Mar-2005 3 8.250% 1,638.91 Grp 6B Mix Hyb ARM 0500310237 49,232.83 01-Mar-2005 3 8.250% 1,638.91 Grp 6B Mix Hyb ARM 0500310239 49,232.83 01-Mar-2005 3 8.250% 1,638.91

COLLATERAL STATEMENT Collateral Description Mixed Fixed & Arm Weighted Average Gross Coupon 5.~~572991~~616850% Weighted Average Net Coupon 5.~~250134~~292940% Weighted Average Pass-Through Rate 5.~~249461~~292236% Weighted Average Maturity(Stepdown Calculation) ~~351~~350 Beginning Scheduled Collateral Loan Count 3,~~895~~745 Number Of Loans Paid In Full ~~150~~137 Ending Scheduled Collateral Loan Count 3,~~745~~608 Beginning Scheduled Collateral Balance 1,~~106~~055,~~661~~998,~~660~~928.3762 Ending Scheduled Collateral Balance 1,~~055~~006,~~998~~064,~~928~~400.6223 Ending Actual Collateral Balance at 3029-~~Jun~~Jul-2005 1,~~056~~006,~~300~~372,~~887~~581.7394 Monthly P&I Constant 5,~~512~~305,~~125~~930.4154 Special Servicing Fee 0.00 Prepayment Penalties 44151,~~279~~463.2042 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Ending Scheduled Balance for Premium Loans 1,~~055~~006,~~998~~064,~~928~~400.6223 Scheduled Principal ~~372~~363,~~612~~107.1529 Unscheduled Principal 5049,~~290~~571,~~119~~421.~~60 Extra principal distribution Amount 0.00 Excess Cash Amount 0.00~~10

Miscellaneous Reporting Delinquency Test Met YES Excess Cash Amount 1777,~~017,071~~968.94 Total Excess Interest 4,~~806~~696.2752 Group 4 Excess Interest 1,~~665~~626.5186 Group 5 Excess Interest 3,~~140~~069.7666 Extra Principal Distribution 0.00 Extra Principal Distribution 0.00 Grp 6A Net Funds Cap 65.4381 Grp 6B Net Funds Cap 5.9046 Grp 6 Subordinate Net Funds Cap 5.~~100~~52 Overcollateralization Amount 3,049,590.37 Overcollateralization Deficiency 0.00 Overcollateralization Increase 0.00 Overcollateralization Reduction 0.00 3 Month Delinquency Rate 01.~~913109~~369423% Target Overcollateralization 3,049,590.37 Step Down Date Reach NO Trigger Event -3 mo Delinq Rate > 5.25% NO

Group Level Collateral Statement Group Grp 1 Jumbo 3/11ARM ~~Arms~~Grp 2 Jumbo 5/11ARM ~~Arms~~Grp 3 7/11ARM ~~Arms~~ Collateral Description Mixed ARM Mixed ARM Mixed ARM Weighted Average Coupon Rate 4.~~950346~~936370 5.~~347761~~346132 5.~~344894~~345268 Weighted Average Net Rate 4.~~575346~~561370 4.~~972761~~971132 4.~~969894~~970268 Weighted Average Maturity ~~352~~351 ~~352~~351 ~~352~~351 Beginning Loan Count ~~131~~126 ~~245~~238 ~~185~~181 Loans Paid In Full 58 78 42 Ending Loan Count ~~126~~118 ~~238~~230 ~~181~~179 Beginning Scheduled Balance 6865,~~434~~298,~~137~~225.8646 ~~134~~130,~~660~~982,~~436~~757.1491 6867,~~706~~276,~~374~~071.2187 Ending Scheduled Balance 6560,~~298~~092,~~225~~958.4673 ~~130~~125,~~982~~788,~~757~~644.9166 6766,~~276~~774,~~071~~780.8759 Record Date 0607/3029/2005 0607/3029/2005 0607/3029/2005 Principal And Interest Constant ~~303~~289,~~317~~718.2463 ~~639~~622,~~846~~914.6447 ~~333~~327,~~579~~112.1882 Scheduled Principal 21,~~006~~105.6813 39,~~736~~371.7788 27,~~555~~438.6296 Unscheduled Principal 35,~~114~~184,~~905~~161.7260 35,~~637~~154,~~941~~741.4637 1473,~~402,746~~852.7232 Scheduled Interest ~~282~~268,~~310~~613.5650 ~~600~~583,~~109~~542.8759 ~~306~~299,~~023~~673.5686 Servicing Fees 2120,~~385~~405.6769 4240,~~081~~932.3911 21,~~470~~023.7578 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 ~~260~~248,~~924~~207.8981 ~~558~~542,~~028~~610.48 ~~284~~278,~~552~~650.8108 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.~~575346~~561370 4.~~972761~~971132 4.~~969894~~970268

Group Level Collateral Statement Group ~~Conforming~~Grp 4 Cnfm 3/11ARM ~~Arm~~Grp ~~Conforming~~5 Cnfm 5/11ARM ~~Arm~~Grp ~~Conf~~6A Mix Hyb ~~Arms~~ARM Collateral Description Mixed ARM Mixed ARM Mixed ARM Weighted Average Coupon Rate 5.~~013872~~014420 5.~~476929~~474431 6.~~258510~~253771 Weighted Average Net Rate 4.~~638872~~639420 5.~~101929~~099431 65.~~004285~~999831 Weighted Average Maturity ~~353~~352 ~~353~~352 ~~351~~350 Beginning Loan Count ~~501~~492 ~~969~~947 ~~490~~473 Loans Paid In Full 915 2221 1712 Ending Loan Count ~~492~~477 ~~947~~926 ~~473~~461 Beginning Scheduled Balance 9997,~~930~~611,~~666~~361.7965 ~~188~~184,~~445~~179,~~370~~813.5021 9895,~~768~~299,~~705~~219.9924 Ending scheduled Balance 9794,~~611~~501,~~361~~208.6561 ~~184,~~179,~~813~~676,622.2104 9592,~~299~~613,~~219~~959.2451 Record Date 0607/3029/2005 0607/3029/2005 0607/3029/2005 Principal And Interest Constant ~~445~~435,~~786~~754.9496 ~~921~~900,~~788~~879.6140 ~~560~~540,~~254~~324.7096 Scheduled Principal 2827,~~253~~867.9498 6160,~~703~~646.7327 4543,~~133~~675.9042 Unscheduled Principal 23,~~291~~082,~~051~~285.2006 4,~~203~~442,~~853~~544.5690 32,~~424~~641,~~352~~584.8531 Scheduled Interest ~~417~~407,~~533~~886.0098 ~~860~~840,~~084~~233.8813 ~~515~~496,~~120~~649.8054 Servicing Fees 3130,~~228~~503.3355 5857,~~889~~556.19 20,~~924~~166.6087 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 76.50 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 ~~386~~377,~~228~~306.1793 ~~801~~782,~~195~~676.6994 ~~494~~476,~~196~~482.2067 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.~~637954~~638480 5.~~101929~~099431 65.~~004285~~999831

Group Level Collateral Statement Group ~~Mixed~~Grp ~~Hybrid~~6B ~~Arms~~Mix Hyb ARM Total Collateral Description Mixed ARM Mixed Fixed & Arm Weighted Average Coupon Rate 5.~~784910~~911784 5.~~572991~~616850 Weighted Average Net Rate 5.~~512151~~638900 5.~~250134~~292940 Weighted Average Maturity ~~349~~348.00 ~~351~~350.00 Record Date 0607/3029/2005 0607/3029/2005 Principal And Interest Constant 2,~~307~~189,~~552~~225.1030 5,~~512~~305,~~125~~930.4154 Beginning Loan Count 1,~~374~~288 3,~~895~~745 Loans Paid In Full 8671 ~~150~~137 Ending Loan Count 1,~~288~~217 3,~~745~~608 Beginning Scheduled Balance ~~447~~415,~~715~~351,~~968~~479.8828 1,~~106~~055,~~661~~998,~~660~~928.3762 Ending Scheduled Balance ~~415~~386,~~351~~616,~~479~~226.2809 1,~~055~~006,~~998~~064,~~928~~400.6223 Scheduled Principal ~~149~~143,~~221~~001.5165 ~~372~~363,~~612~~107.1529 Unscheduled Principal 3228,~~215~~592,~~268~~251.0954 5049,~~290~~571,~~119~~421.6010 Scheduled Interest 2,~~158~~046,~~330~~223.5965 54,~~139~~942,~~513~~823.2625 Servicing Fee ~~101~~94,~~765~~452.3940 ~~297~~285,~~745~~040.3259 Master Servicing Fee 0.00 0.00 Trustee Fee 0.00 0.00 Fry Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 543.6854 620.1804 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest 21,~~056~~951,~~021~~227.5271 4,~~841~~657,~~147~~162.7662 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 Prepayment Penalties 0.00 0.00 Special Servicing Fee 0.00 0.00 Pass-Through Rate 5.~~510694~~637330 5.~~249461~~292236

Miscellaneous Reporting Group Grp 1 Jumbo 3/11ARM ~~Arms~~ Insurance Proceeds 0.00 Substitution Adjustment Amount 0.00 Group Grp 2 Jumbo 5/11ARM ~~Arms~~ Insurance Proceeds 0.00 Substitution Adjustment Amount 0.00 Group Grp 3 7/11ARM ~~Arms~~ Insurance Proceeds 0.00 Substitution Adjustment Amount 0.00

Miscellaneous Reporting Group ~~Conforming~~Grp 4 Cnfm 3/11ARM ~~Arm~~ Insurance Proceeds 0.00 Substitution Adjustment Amount 0.00 Group ~~Conforming~~Grp 5/1 ~~Arm~~Cnfm 5/1ARM Insurance Proceeds 0.00 Substitution Adjustment Amount 0.00 Group ~~Conf~~Grp 6A Mix Hyb ~~Arms~~ARM Insurance Proceeds 0.00 Substitution Adjustment Amount 0.00

Miscellaneous Reporting Group ~~Mixed~~Grp ~~Hybrid~~6B ~~Arms~~Mix Hyb ARM Insurance Proceeds 0.00 Substitution Adjustment Amount 0.00

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 Jumbo 3/11ARM ~~Arms~~8 5 3,~~105~~211,~~670~~000.00 35,~~102~~179,~~480~~492.5471 0 0.00 0.00 Grp 2 Jumbo 5/11ARM ~~Arms~~8 ~~7 3~~5,~~612~~137,~~300~~460.00 35,~~608~~135,~~317~~504.0748 0 0.00 0.00 Grp 3 7/11ARM ~~Arms~~2 ~~4 1~~477,~~388,417~~600.00 1468,~~386,732~~426.6098 0 0.00 0.00 ~~Conforming~~Grp 4 Cnfm 3/11ARM ~~Arm~~15 ~~9 2~~3,~~277~~079,~~150~~954.00 23,~~273~~069,~~992~~250.2436 0 0.00 0.00 ~~Conforming~~Grp 5/1 ~~Arm~~Cnfm 225/1ARM 21 4,~~194~~484,~~400~~540.00 4,~~182~~409,~~923~~976.7414 0 0.00 0.00 ~~Conf~~Grp 6A Mix Hyb ~~Arms~~ARM 1712 32,~~444~~650,~~380~~030.00 32,~~421~~638,~~468~~572.6919 0 0.00 0.00 ~~Mixed~~Grp ~~Hybrid~~6B ~~Arms~~Mix 86Hyb 33ARM 71 28,~~493~~280,~~414~~354.00 3228,~~045~~181,~~089~~066.6187 0 0.00 0.00 Total ~~150~~137 5149,~~515~~320,~~731~~938.00 5049,~~021~~082,~~004~~289.4973 0 0.00 0.00

Prepayment Detail - Prepayments during Current Period (continued) Summary Substitution Loans Liquidated Loans Curtailments Original Current Original Current Principal Principal Principal Principal Curtailment Group Count Balance Balance Count Balance Balance Amount Grp 1 Jumbo 3/11ARM ~~Arms~~ 0 0.00 0.00 0 0.00 0.00 127,~~425~~374.1842 Grp 2 Jumbo 5/11ARM ~~Arms~~ 0 0.00 0.00 0 0.00 0.00 3019,~~168~~236.5689 Grp 3 7/11ARM ~~Arms~~ 0 0.00 0.00 0 0.00 0.00 165,~~258~~703.5793 ~~Conforming~~Grp 4 Cnfm 3/11ARM ~~Arm~~ 0 0.00 0.00 0 0.00 0.00 1714,~~581~~160.7854 ~~Conforming~~Grp 5/1 ~~Arm~~Cnfm 5/1ARM 0 0.00 0.00 0 0.00 0.00 2233,~~400~~666.4465 ~~Conf~~Grp 6A Mix Hyb ~~Arms~~ARM 0 0.00 0.00 0 0.00 0.00 4,~~577~~556.3578 ~~Mixed~~Grp ~~Hybrid~~6B ~~Arms~~Mix Hyb ARM 0 0.00 0.00 0 0.00 0.00 ~~176~~418,~~764~~698.2179 Total 0 0.00 0.00 0 0.00 0.00 ~~280~~503,~~176~~398.0900

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount Jumbo 3/1 Arms 0402057501 NC 80.00 01-Dec-2004 596,000.00 594,919.27 Jumbo 3/1 Arms 0402076001 AZ 75.00 01-Dec-2004 900,000.00 899,612.81 Jumbo 3/1 Arms 0402161717 CA 80.00 01-Nov-2004 503,920.00 502,198.46 Jumbo 3/1 Arms 0402265876 AZ 71.03 01-Jan-2005 412,000.00 412,000.00 Jumbo 3/1 Arms 0402422876 CA 75.00 01-Feb-2005 693,750.00 693,750.00 Jumbo 5/1 Arms 0401991811 MD 80.00 01-Nov-2004 376,000.00 376,000.00 Jumbo 5/1 Arms 0402075811 IL 80.00 01-Dec-2004 640,000.00 640,000.00 Jumbo 5/1 Arms 0402215791 AZ 80.00 01-Dec-2004 614,400.00 614,399.00 Jumbo 5/1 Arms 0402247832 CA 80.00 01-Jan-2005 576,000.00 576,000.00 Jumbo 5/1 Arms 0402247838 CA 73.33 01-Jan-2005 550,000.00 549,764.60 Jumbo 5/1 Arms 0402267637 CA 80.00 01-Dec-2004 439,900.00 435,609.30 Jumbo 5/1 Arms 0500285363 CA 80.00 01-Jan-2005 416,000.00 416,000.00 7/1 Arms 0402075951 CA 67.57 01-Nov-2004 286,500.00 286,499.99 7/1 Arms 0402088026 CO 80.00 01-Dec-2004 352,917.00 352,917.00 7/1 Arms 0402095238 CA 80.00 01-Nov-2004 560,000.00 560,000.00 7/1 Arms 0402144514 UT 89.96 01-Dec-2004 189,000.00 187,071.16 Conforming 3/1 Arm 0402057414 VA 80.00 01-Dec-2004 311,900.00 311,826.22 Conforming 3/1 Arm 0402215744 CA 80.00 01-Nov-2004 208,000.00 208,000.00 Conforming 3/1 Arm 0402215750 CA 80.00 01-Nov-2004 316,000.00 315,999.32 Conforming 3/1 Arm 0402215890 VA 80.00 01-Dec-2004 189,600.00 189,600.00 Conforming 3/1 Arm 0402215909 MN 65.63 01-Dec-2004 183,750.00 181,998.19 Conforming 3/1 Arm 0500292526 FL 73.82 01-Jan-2005 234,000.00 233,992.84 Conforming 3/1 Arm 0500303782 CA 51.91 01-Feb-2005 245,000.00 243,215.25 Conforming 3/1 Arm 0500305055 CA 80.00 01-Feb-2005 248,000.00 247,996.19 Conforming 3/1 Arm 0700023050 FL 70.00 01-Feb-2005 340,900.00 340,841.41 Conforming 5/1 Arm 0402037336 VA 80.00 01-Nov-2004 172,000.00 171,504.39 Conforming 5/1 Arm 0402057337 TN 80.00 01-Nov-2004 244,000.00 241,821.53 Conforming 5/1 Arm 0402095275 AZ 80.00 01-Dec-2004 284,000.00 284,000.00 Conforming 5/1 Arm 0402215756 CA 80.00 01-Nov-2004 255,750.00 255,750.00 Conforming 5/1 Arm 0402215805 CA 80.00 01-Dec-2004 156,000.00 156,000.00 Conforming 5/1 Arm 0402221240 FL 80.00 01-Dec-2004 84,000.00 83,859.18 Conforming 5/1 Arm 0402263355 MA 65.00 01-Dec-2004 269,750.00 269,750.00 Conforming 5/1 Arm 0402266463 CA 80.00 01-Jan-2005 172,000.00 170,600.71 Conforming 5/1 Arm 0402270991 GA 80.00 01-Jan-2005 58,000.00 57,999.98 Conforming 5/1 Arm 0402272362 CA 80.00 01-Dec-2004 222,800.00 222,800.00 Conforming 5/1 Arm 0402356617 OH 79.70 01-Dec-2004 161,000.00 159,567.30 Conforming 5/1 Arm 0402368933 SC 80.00 01-Feb-2005 108,800.00 108,800.00 Conforming 5/1 Arm 0402368977 MA 60.21 01-Feb-2005 280,000.00 277,756.15 Conforming 5/1 Arm 0402370859 MA 80.00 01-Feb-2005 284,000.00 284,000.00 Conforming 5/1 Arm 0402370864 SC 65.00 01-Dec-2004 126,750.00 126,174.65 Conforming 5/1 Arm 0500282281 NY 60.00 01-Jan-2005 231,000.00 231,000.00 Conforming 5/1 Arm 0500285189 NJ 95.00 01-Jan-2005 280,250.00 277,215.42 Conforming 5/1 Arm 0500296230 FL 58.33 01-Jan-2005 175,000.00 173,702.51 Conforming 5/1 Arm 0500302839 AZ 79.98 01-Feb-2005 131,900.00 131,751.30 Conforming 5/1 Arm 0500303068 AZ 79.99 01-Feb-2005 239,950.00 239,950.00 Conforming 5/1 Arm 0500303798 AZ 79.99 01-Feb-2005 102,250.00 102,250.00 Conforming 5/1 Arm 0500305503 AZ 80.00 01-Feb-2005 155,200.00 155,200.00 Conf Mix Hyb Arms 0401797186 NY 48.80 01-Feb-2002 345,000.00 330,250.18 Conf Mix Hyb Arms 0402057361 FL 79.90 01-Dec-2004 180,800.00 180,800.00 Conf Mix Hyb Arms 0402057389 VA 80.00 01-Nov-2004 252,000.00 252,000.00 Conf Mix Hyb Arms 0402057440 OH 78.63 01-Nov-2004 184,000.00 184,000.00 Conf Mix Hyb Arms 0402221309 GA 95.00 01-Dec-2004 98,325.00 98,325.00 Conf Mix Hyb Arms 0402263405 ME 75.00 01-Oct-2004 90,000.00 89,976.02 Conf Mix Hyb Arms 0500274156 AZ 80.00 01-Jan-2005 308,000.00 307,752.52 Conf Mix Hyb Arms 0500283667 FL 80.00 01-Jan-2005 149,600.00 148,808.15 Conf Mix Hyb Arms 0500283944 PA 95.00 01-Jan-2005 142,405.00 141,553.01 Conf Mix Hyb Arms 0500285229 CA 80.00 01-Jan-2005 320,000.00 318,130.44 Conf Mix Hyb Arms 0500290299 FL 80.00 01-Feb-2005 108,000.00 106,679.60 Conf Mix Hyb Arms 0500290562 NV 79.99 01-Jan-2005 286,850.00 284,820.86 Conf Mix Hyb Arms 0500291152 AZ 79.99 01-Feb-2005 184,200.00 183,187.25 Conf Mix Hyb Arms 0500291914 CA 80.00 01-Jan-2005 110,400.00 109,694.70 Conf Mix Hyb Arms 0500296632 VA 80.00 01-Jan-2005 236,000.00 235,927.48 Conf Mix Hyb Arms 0500309398 MN 79.95 01-Feb-2005 174,400.00 173,470.29 Conf Mix Hyb Arms 0700029619 NC 80.00 01-Feb-2005 274,400.00 274,400.00 Mixed Hybrid Arms 0401797250 IL 74.12 01-Mar-2002 630,000.00 603,931.97 Mixed Hybrid Arms 0401797272 WA 70.12 01-Mar-2002 460,000.00 440,241.99 Mixed Hybrid Arms 0401901975 CA 69.89 01-Jan-2002 650,000.00 65,494.43 Mixed Hybrid Arms 0401975852 GA 79.95 01-Nov-2004 171,900.00 171,900.00 Mixed Hybrid Arms 0401985153 CA 80.00 01-Dec-2004 384,000.00 384,000.00 Mixed Hybrid Arms 0401994468 GA 80.00 01-Nov-2004 121,600.00 120,851.42 Mixed Hybrid Arms 0401994807 CA 80.00 01-Nov-2004 472,000.00 472,000.00 Mixed Hybrid Arms 0401994813 CA 69.99 01-Nov-2004 620,500.00 620,500.00 Mixed Hybrid Arms 0402057306 AZ 80.00 01-Sep-2004 276,122.00 275,188.81 Mixed Hybrid Arms 0402057332 CO 80.00 01-Dec-2004 272,000.00 272,000.00 Mixed Hybrid Arms 0402057471 OH 80.00 01-Dec-2004 156,700.00 156,700.00 Mixed Hybrid Arms 0402095232 WA 80.00 01-Dec-2004 153,600.00 153,600.00 Mixed Hybrid Arms 0402100373 FL 80.00 01-Nov-2004 560,150.00 560,150.00 Mixed Hybrid Arms 0402114267 CA 45.75 01-Dec-2004 366,000.00 361,312.35 Mixed Hybrid Arms 0402114275 CA 74.21 01-Dec-2004 400,000.00 400,000.00 Mixed Hybrid Arms 0402114276 CA 36.27 01-Dec-2004 136,000.00 132,981.75 Mixed Hybrid Arms 0402144513 NV 80.00 01-Dec-2004 380,000.00 376,846.98 Mixed Hybrid Arms 0402160594 NV 79.88 01-Nov-2004 125,600.00 124,509.43 Mixed Hybrid Arms 0402223916 NJ 80.00 01-Feb-2005 344,720.00 344,678.70 Mixed Hybrid Arms 0402267407 CA 80.00 01-Jan-2005 504,000.00 504,000.00 Mixed Hybrid Arms 0402267521 CA 65.00 01-Jan-2005 647,300.00 647,300.00 Mixed Hybrid Arms 0402267610 CA 80.00 01-Jan-2005 419,200.00 419,200.00 Mixed Hybrid Arms 0402285170 CA 80.00 01-Jan-2005 800,000.00 800,000.00 Mixed Hybrid Arms 0402285179 CA 80.00 01-Jan-2005 430,000.00 430,000.00 Mixed Hybrid Arms 0402285183 CA 58.00 01-Jan-2005 435,000.00 435,000.00 Mixed Hybrid Arms 0402355437 AZ 65.00 01-Dec-2004 111,800.00 110,941.64 Mixed Hybrid Arms 0402355446 CA 74.90 01-Dec-2004 747,000.00 746,999.98 Mixed Hybrid Arms 0402355465 CO 69.80 01-Dec-2004 872,500.00 872,500.00 Mixed Hybrid Arms 0402355475 AZ 78.07 01-Dec-2004 242,000.00 238,994.74 Mixed Hybrid Arms 0402355489 CA 80.00 01-Jan-2005 500,000.00 500,000.00 Mixed Hybrid Arms 0402355517 AZ 72.49 01-Dec-2004 261,700.00 261,700.00 Mixed Hybrid Arms 0402355538 CA 80.00 01-Jan-2005 295,920.00 295,920.00 Mixed Hybrid Arms 0402355543 IL 74.07 01-Jan-2005 500,000.00 494,673.41 Mixed Hybrid Arms 0402355566 MI 46.30 01-Jan-2005 964,000.00 464,000.00 Mixed Hybrid Arms 0402355586 CA 61.96 01-Feb-2005 316,000.00 316,000.00 Mixed Hybrid Arms 0402390361 CA 80.00 01-Feb-2005 720,000.00 720,000.00 Mixed Hybrid Arms 0402390374 CA 80.00 01-Feb-2005 432,000.00 432,000.00 Mixed Hybrid Arms 0402407712 CA 43.39 01-Feb-2005 998,000.00 998,000.00 Mixed Hybrid Arms 0402407715 AZ 23.53 01-Feb-2005 200,000.00 113,800.00 Mixed Hybrid Arms 0402407722 CA 65.81 01-Feb-2005 566,000.00 565,620.86 Mixed Hybrid Arms 0402407726 CA 64.07 01-Feb-2005 929,000.00 929,000.00 Mixed Hybrid Arms 0402414163 FL 80.00 01-Feb-2005 100,000.00 99,536.36 Mixed Hybrid Arms 0402877441 NJ 70.00 01-Mar-2005 219,100.00 217,972.09 Mixed Hybrid Arms 0500250222 CA 46.94 01-Nov-2004 183,052.00 182,850.88 Mixed Hybrid Arms 0500271858 CO 75.00 01-Nov-2004 261,750.00 261,750.00 Mixed Hybrid Arms 0500272243 AZ 77.24 01-Nov-2004 112,000.00 111,779.80 Mixed Hybrid Arms 0500273335 WA 69.45 01-Dec-2004 241,000.00 241,000.00 Mixed Hybrid Arms 0500274391 RI 80.00 01-Nov-2004 413,000.00 412,941.59 Mixed Hybrid Arms 0500275328 UT 75.56 01-Nov-2004 272,000.00 269,595.07 Mixed Hybrid Arms 0500275732 WA 80.00 01-Dec-2004 72,000.00 71,518.09 Mixed Hybrid Arms 0500275767 WA 80.00 01-Dec-2004 72,000.00 71,518.09 Mixed Hybrid Arms 0500277619 CA 64.10 01-Dec-2004 1,250,000.00 1,250,000.00 Mixed Hybrid Arms 0500278056 CA 72.22 01-Dec-2004 650,000.00 649,692.57 Mixed Hybrid Arms 0500278201 NV 80.00 01-Jan-2005 424,000.00 423,018.01 Mixed Hybrid Arms 0500280393 CT 89.77 01-Dec-2004 323,100.00 144,841.34 Mixed Hybrid Arms 0500280563 NJ 36.20 01-Jan-2005 905,000.00 905,000.00 Mixed Hybrid Arms 0500282514 VA 62.36 01-Dec-2004 290,000.00 289,877.79 Mixed Hybrid Arms 0500282952 FL 80.00 01-Jan-2005 512,000.00 512,000.00 Mixed Hybrid Arms 0500283197 MD 75.00 01-Dec-2004 281,250.00 281,250.00 Mixed Hybrid Arms 0500284012 CO 75.00 01-Dec-2004 196,500.00 196,500.00 Mixed Hybrid Arms 0500284617 NJ 38.66 01-Dec-2004 75,000.00 74,420.19 Mixed Hybrid Arms 0500284807 NY 74.71 01-Feb-2005 650,000.00 646,406.05 Mixed Hybrid Arms 0500285397 MA 94.85 01-Jan-2005 460,000.00 457,420.51 Mixed Hybrid Arms 0500286370 NJ 90.00 01-Jan-2005 94,500.00 93,999.77 Mixed Hybrid Arms 0500289586 MA 80.00 01-Jan-2005 699,480.00 695,777.32 Mixed Hybrid Arms 0500290720 VA 62.32 01-Feb-2005 437,550.00 436,250.00 Mixed Hybrid Arms 0500290777 CA 54.54 01-Feb-2005 300,000.00 300,000.00 Mixed Hybrid Arms 0500290920 CT 75.00 01-Jan-2005 101,250.00 100,610.59 Mixed Hybrid Arms 0500291125 CA 70.00 01-Jan-2005 497,000.00 494,152.60 Mixed Hybrid Arms 0500296405 NV 70.00 01-Jan-2005 385,000.00 385,000.00 Mixed Hybrid Arms 0500297642 FL 80.00 01-Feb-2005 265,680.00 264,219.26 Mixed Hybrid Arms 0500297678 CA 70.00 01-Feb-2005 360,500.00 360,500.00 Mixed Hybrid Arms 0500299085 NJ 90.00 01-Jan-2005 359,100.00 357,291.10 Mixed Hybrid Arms 0500300072 VA 80.00 01-Jan-2005 350,400.00 350,400.00 Mixed Hybrid Arms 0500301792 AZ 80.00 01-Feb-2005 213,600.00 212,556.85 Mixed Hybrid Arms 0500301915 AZ 80.00 01-Feb-2005 138,000.00 137,311.31 Mixed Hybrid Arms 0500303289 CT 75.00 01-Feb-2005 127,500.00 126,798.98 Mixed Hybrid Arms 0500307977 NJ 80.00 01-Feb-2005 240,000.00 238,772.75 Mixed Hybrid Arms 0500310062 NJ 80.00 01-Feb-2005 204,000.00 203,054.20 Mixed Hybrid Arms 0500311376 NY 79.90 01-Feb-2005 238,690.00 235,906.94 Mixed Hybrid Arms 0500312915 NY 75.00 01-Feb-2005 622,500.00 619,684.43 Mixed Hybrid Arms 0500343975 FL 79.93 01-May-2005 290,400.00 290,400.00 Mixed Hybrid Arms 0500381870 AZ 73.39 01-May-2005 359,600.00 359,600.00 Mixed Hybrid Arms 0500386387 NJ 74.66 01-May-2005 168,000.00 168,000.00 Mixed Hybrid Arms 0700022461 NC 80.00 01-Jan-2005 317,600.00 317,600.00 Mixed Hybrid Arms 0700025034 NJ 80.00 01-Feb-2005 188,000.00 187,190.89

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning Grp 1 Jumbo 3/11ARM ~~Arms~~0401925663 ~~0402057501~~ Loan Paid in Full 0 53.~~500~~750% 360 713 Grp 1 Jumbo 3/11ARM ~~Arms~~0402090277 ~~0402076001~~ Loan Paid in Full 0 54.~~250~~500% 360 78 Grp 1 Jumbo 3/11ARM ~~Arms~~0402095251 ~~0402161717~~ Loan Paid in Full 0 45.~~375~~125% 360 8 Grp 1 Jumbo 3/11ARM ~~Arms~~0402215714 ~~0402265876~~ Loan Paid in Full 0 5.500% 360 611 Grp 1 Jumbo 3/11ARM ~~Arms~~0402215811 ~~0402422876~~ Loan Paid in Full 0 5.500% 360 58 ~~Jumbo~~Grp 5/1 ~~Arms~~Jumbo ~~0401991811~~3/1ARM 0500297316 Loan Paid in Full 0 54.625% 360 87 ~~Jumbo~~Grp 5/1 ~~Arms~~Jumbo ~~0402075811~~3/1ARM 0500297459 Loan Paid in Full 0 5.~~250~~500% 360 7 ~~Jumbo~~Grp 5/1 ~~Arms~~Jumbo ~~0402215791~~3/1ARM 0700033688 Loan Paid in Full (1) 5.~~375~~500% 360 76 Grp 2 Jumbo 5/11ARM ~~Arms~~0402075848 ~~0402247832~~ Loan Paid in Full 0 5.~~625~~375% 360 68 Grp 2 Jumbo 5/11ARM ~~Arms~~0402075933 ~~0402247838~~ Loan Paid in Full ~~(1)~~0 5.125% 360 68 Grp 2 Jumbo 5/11ARM ~~Arms~~0402075948 ~~0402267637~~ Loan Paid in Full 0 5.~~000~~250% 360 78 Grp 2 Jumbo 5/11ARM ~~Arms~~0402078114 ~~0500285363~~ Loan Paid in Full 0(2) 65.~~000~~625% 360 68 ~~7/1~~Grp ~~Arms~~2 ~~0402075951~~Jumbo 5/1ARM 0402262246 Loan Paid in Full (1) 5.~~500~~125% 360 86 ~~7/1~~Grp ~~Arms~~2 ~~0402088026~~Jumbo 5/1ARM 0402272365 Loan Paid in Full 0(1) 56.~~625~~375% 360 7 ~~7/1~~Grp ~~Arms~~2 ~~0402095238~~Jumbo 5/1ARM 0500292374 Loan Paid in Full 0 5.~~250~~750% 360 8 7/1 ~~Arms~~Grp ~~0402144514~~2 Jumbo 5/1ARM 0500303081 Loan Paid in Full 0 45.~~750~~375% 360 76 ~~Conforming~~Grp 3 7/11ARM ~~Arm~~0402266446 ~~0402057414~~ Loan Paid in Full 0(1) 54.~~625~~875% 360 7 ~~Conforming~~Grp 3 7/11ARM ~~Arm~~0402267642 ~~0402215744~~ Loan Paid in Full 0 5.~~375~~125% 360 87 ~~Conforming~~Grp 4 Cnfm 3/11ARM ~~Arm~~0401994502 ~~0402215750~~ Loan Paid in Full 0 5.~~500~~125% 360 89 ~~Conforming~~Grp 4 Cnfm 3/11ARM ~~Arm~~0401994517 ~~0402215890~~ Loan Paid in Full 0(1) 4.~~750~~875% 360 79 ~~Conforming~~Grp 4 Cnfm 3/11ARM ~~Arm~~0402057285 ~~0402215909~~ Loan Paid in Full 0 5.~~125~~500% 360 78 ~~Conforming~~Grp 4 Cnfm 3/11ARM ~~Arm~~0402075997 ~~0500292526~~ Loan Paid in Full 0 4.~~875~~500% 360 68 ~~Conforming~~Grp 4 Cnfm 3/11ARM ~~Arm~~0402090362 ~~0500303782~~ Loan Paid in Full (1) 54.~~000~~500% 360 58 ~~Conforming~~Grp 4 Cnfm 3/11ARM ~~Arm~~0402144528 ~~0500305055~~ Loan Paid in Full 0 45.~~625~~500% 360 59 ~~Conforming~~Grp 4 Cnfm 3/11ARM ~~Arm~~0402160652 ~~0700023050~~ Loan Paid in Full 0 45.~~125~~000% 360 58 ~~Conforming~~Grp ~~5/1~~4 ~~Arm~~Cnfm ~~0402037336~~3/1ARM 0402215855 Loan Paid in Full 0 54.~~875~~750% 360 8 ~~Conforming~~Grp ~~5/1~~4 ~~Arm~~Cnfm ~~0402057337~~3/1ARM 0402216032 Loan Paid in Full 0(1) 64.~~125~~625% 360 8 ~~Conforming~~Grp ~~5/1~~4 ~~Arm~~Cnfm ~~0402095275~~3/1ARM 0402274816 Loan Paid in Full 0(1) 4.~~875~~750% 360 7 ~~Conforming~~Grp ~~5/1~~4 ~~Arm~~Cnfm ~~0402215756~~3/1ARM 0500281314 Loan Paid in Full 0 54.~~500~~375% 360 87 ~~Conforming~~Grp ~~5/1~~4 ~~Arm~~Cnfm ~~0402215805~~3/1ARM 0500290411 Loan Paid in Full 0 5.~~750~~625% 360 7 ~~Conforming~~Grp ~~5/1~~4 ~~Arm~~Cnfm ~~0402221240~~3/1ARM 0500292436 Loan Paid in Full 0 5.~~375~~500% 360 7 ~~Conforming~~Grp ~~5/1~~4 ~~Arm~~Cnfm ~~0402263355~~3/1ARM 0500297463 Loan Paid in Full 0 5.~~250~~375% 360 7 ~~Conforming~~Grp ~~5/1~~4 ~~Arm~~Cnfm ~~0402266463~~3/1ARM 0700031210 Loan Paid in Full (1) 5.250% 360 6 ~~Conforming~~Grp 5/1 ~~Arm~~Cnfm ~~0402270991~~5/1ARM 0402100417 Loan Paid in Full 0(1) 6.~~375~~000% 360 68 ~~Conforming~~Grp 5/1 ~~Arm~~Cnfm ~~0402272362~~5/1ARM 0402215677 Loan Paid in Full 0 5.~~875~~250% 360 79 ~~Conforming~~Grp 5/1 ~~Arm~~Cnfm ~~0402356617~~5/1ARM 0402215685 Loan Paid in Full 0 5.~~500~~250% 360 79 ~~Conforming~~Grp 5/1 ~~Arm~~Cnfm ~~0402368933~~5/1ARM 0402215686 Loan Paid in Full ~~(1)~~0 5.875% 360 9 Grp 5 ~~Conforming~~Cnfm 5/11ARM ~~Arm~~0402215899 ~~0402368977~~ Loan Paid in Full 0 45.~~875~~250% 360 9 Grp 5 ~~Conforming~~Cnfm 5/11ARM ~~Arm~~0402215953 ~~0402370859~~ Loan Paid in Full 0 5.~~875~~000% 360 8 Grp 5 ~~Conforming~~Cnfm 5/11ARM ~~Arm~~0402221232 ~~0402370864~~ Loan Paid in Full 0 5.~~375~~250% 360 7 ~~Conforming~~Grp 5/1 ~~Arm~~Cnfm ~~0500282281 Loan Paid in Full (1)~~ 5~~.125% 360 6 Conforming 5~~/11ARM ~~Arm~~0402221263 ~~0500285189~~ Loan Paid in Full ~~(1)~~0 5.~~875~~375% 360 67 ~~Conforming~~Grp 5/1 ~~Arm~~Cnfm ~~0500296230~~5/1ARM 0402247789 Loan Paid in Full ~~(1)~~0 5.~~750~~625% 360 67 ~~Conforming~~Grp 5/1 ~~Arm~~Cnfm ~~0500302839~~5/1ARM 0402263421 Loan Paid in Full 0 5.~~750~~375% 360 7 Grp 5 ~~Conforming~~Cnfm 5/11ARM ~~Arm~~0402263433 ~~0500303068~~ Loan Paid in Full 0 65.~~000~~250% 360 7 Grp 5 ~~Conforming~~Cnfm 5/11ARM ~~Arm~~0402265954 ~~0500303798~~ Loan Paid in Full (1) 5.~~750~~875% 360 7 Grp 5 ~~Conforming~~Cnfm 5/11ARM ~~Arm~~0402266461 ~~0500305503~~ Loan Paid in Full (1) 65.000% 360 57 ~~Conf~~Grp ~~Mix~~5 ~~Hyb~~Cnfm ~~Arms~~5/1ARM ~~0401797186~~0402266476 Loan Paid in Full 0 65.~~625~~500% 360 417 ~~Conf~~Grp ~~Mix~~5 ~~Hyb~~Cnfm ~~Arms~~5/1ARM ~~0402057361~~0402274822 Loan Paid in Full 0 6.~~375~~125% 360 7 ~~Conf~~Grp ~~Mix~~5 ~~Hyb~~Cnfm ~~Arms~~5/1ARM ~~0402057389~~0500292172 Loan Paid in Full 0(1) 65.~~750~~625% 360 87 ~~Conf~~Grp ~~Mix~~5 ~~Hyb~~Cnfm ~~Arms~~5/1ARM ~~0402057440~~0500299113 Loan Paid in Full 0 5.~~875~~625% 360 87 ~~Conf~~Grp ~~Mix~~5 ~~Hyb~~Cnfm ~~Arms~~5/1ARM ~~0402221309~~0500299510 Loan Paid in Full 0(1) 64.~~500~~875% 360 76 ~~Conf~~Grp ~~Mix~~5 ~~Hyb~~Cnfm ~~Arms~~5/1ARM ~~0402263405~~0500299916 Loan Paid in Full (1) 64.~~500~~750% 360 96 ~~Conf~~Grp ~~Mix~~5 ~~Hyb~~Cnfm ~~Arms~~5/1ARM ~~0500274156~~0500301061 Loan Paid in Full 0 76.375% 360 6 ~~Conf~~Grp ~~Mix~~5 ~~Hyb~~Cnfm ~~Arms~~5/1ARM ~~0500283667~~0500304270 Loan Paid in Full 0(1) 75.~~500~~125% 360 6 ~~Conf~~Grp 6A Mix Hyb ~~Arms~~ARM ~~0500283944~~0402076029 Loan Paid in Full 0(1) 65.~~875~~250% 360 68 ~~Conf~~Grp 6A Mix Hyb ~~Arms~~ARM ~~0500285229~~0402160635 Loan Paid in Full 0 7.~~000~~625% 360 69 ~~Conf~~Grp 6A Mix Hyb ~~Arms~~ARM ~~0500290299~~0402160700 Loan Paid in Full 10 76.~~375~~500% 360 58 ~~Conf~~Grp 6A Mix Hyb ~~Arms~~ARM ~~0500290562~~0402267399 Loan Paid in Full 03 65.000% 360 68 ~~Conf~~Grp 6A Mix Hyb ~~Arms~~ARM ~~0500291152~~0500284844 Loan Paid in Full 03 65.~~500~~125% 360 56 ~~Conf~~Grp 6A Mix Hyb ~~Arms~~ARM ~~0500291914~~0500285448 Loan Paid in Full 0 67.~~875~~750% 360 67 ~~Conf~~Grp 6A Mix Hyb ~~Arms~~ARM ~~0500296632~~0500291294 Loan Paid in Full 0(1) 75.~~375~~875% 360 67 ~~Conf~~Grp 6A Mix Hyb ~~Arms~~ARM ~~0500309398~~0500291578 Loan Paid in Full 0 7.~~000~~375% 360 56 ~~Conf~~Grp 6A Mix Hyb ~~Arms~~ARM ~~0700029619~~0500295225 Loan Paid in Full 0 67.~~000~~750% 360 57 ~~Mixed~~Grp ~~Hybrid~~6A ~~Arms~~Mix ~~0401797250~~Hyb ARM 0500298662 Loan Paid in Full 0 67.~~500~~250% 360 ~~40 Mixed Hybrid Arms 0401797272 Loan Paid in Full 0~~ 6~~.500%~~ ~~360~~Grp 406A ~~Mixed~~Mix ~~Hybrid~~Hyb ~~Arms~~ARM ~~0401901975~~0500307366 Loan Paid in Full (31) 58.~~750~~125% 360 426 ~~Mixed~~Grp ~~Hybrid~~6A ~~Arms~~Mix ~~0401975852~~Hyb ARM 0500307411 Loan Paid in Full 0 65.~~000~~875% 360 86 ~~Mixed~~Grp ~~Hybrid~~6B ~~Arms~~Mix ~~0401985153~~Hyb ARM 0401797159 Loan Paid in Full 0 6.~~250~~500% 360 742 ~~Mixed~~Grp ~~Hybrid~~6B ~~Arms~~Mix ~~0401994468~~Hyb ARM 0401797180 Loan Paid in Full 0(1) 56.~~875~~125% 360 842 ~~Mixed~~Grp ~~Hybrid~~6B ~~Arms~~Mix ~~0401994807~~Hyb ARM 0401797197 Loan Paid in Full 0 6.~~625~~250% 360 843 ~~Mixed~~Grp ~~Hybrid~~6B ~~Arms~~Mix ~~0401994813~~Hyb ARM 0401927771 Loan Paid in Full 0(1) 6.625% 360 89 ~~Mixed~~Grp ~~Hybrid~~6B ~~Arms~~Mix ~~0402057306~~Hyb ARM 0401975875 Loan Paid in Full 0(1) 5.625% 360 109 ~~Mixed~~Grp ~~Hybrid~~6B ~~Arms~~Mix ~~0402057332~~Hyb ARM 0401994489 Loan Paid in Full 0(1) 5.875% 360 79 ~~Mixed~~Grp ~~Hybrid~~6B ~~Arms~~Mix ~~0402057471~~Hyb ARM 0401994546 Loan Paid in Full 0 76.~~875~~125% 360 79 ~~Mixed~~Grp ~~Hybrid~~6B ~~Arms~~Mix ~~0402095232~~Hyb ARM 0401994792 Loan Paid in Full 0(1) 56.~~375~~625% 360 79 ~~Mixed~~Grp ~~Hybrid~~6B ~~Arms~~Mix ~~0402100373~~Hyb ARM 0401994809 Loan Paid in Full 0 56.875% 360 8 ~~Mixed~~Grp ~~Hybrid~~6B ~~Arms~~Mix ~~0402114267~~Hyb ~~Loan~~ARM ~~Paid~~0402057491 ~~in Full 0 5.875% 360 7 Mixed Hybrid Arms 0402114275~~ Loan Paid in Full 0 57.~~625~~125% 360 78 ~~Mixed~~Grp ~~Hybrid~~6B ~~Arms~~Mix ~~0402114276~~Hyb ARM 0402095234 Loan Paid in Full 0 4.875% 360 710 ~~Mixed~~Grp ~~Hybrid~~6B ~~Arms~~Mix ~~0402144513~~Hyb ARM 0402099364 Loan Paid in Full 0 5.875% 360 78 ~~Mixed~~Grp ~~Hybrid~~6B ~~Arms~~Mix ~~0402160594~~Hyb ARM 0402099379 Loan Paid in Full 0(1) 75.500% 360 8 ~~Mixed~~Grp ~~Hybrid~~6B ~~Arms~~Mix ~~0402223916~~Hyb ARM 0402099381 Loan Paid in Full 0(1) 5.~~750~~625% 360 58 ~~Mixed~~Grp ~~Hybrid~~6B ~~Arms~~Mix ~~0402267407~~Hyb ARM 0402114280 Loan Paid in Full 0 5.125% 360 68 ~~Mixed~~Grp ~~Hybrid~~6B ~~Arms~~Mix ~~0402267521~~Hyb ARM 0402160634 Loan Paid in Full 0 57.~~250~~125% 360 68 ~~Mixed~~Grp ~~Hybrid~~6B ~~Arms~~Mix ~~0402267610~~Hyb ARM 0402221242 Loan Paid in Full 0 56.~~625~~375% 360 6 ~~Mixed~~Grp ~~Hybrid~~6B ~~Arms~~Mix ~~0402285170~~Hyb ARM 0402221323 Loan Paid in Full 0 56.~~625~~500% 360 68 ~~Mixed~~Grp ~~Hybrid~~6B ~~Arms~~Mix ~~0402285179~~Hyb ARM 0402274877 Loan Paid in Full (1) 5.~~000~~125% 360 67 ~~Mixed~~Grp ~~Hybrid~~6B ~~Arms~~Mix ~~0402285183~~Hyb ARM 0402274885 Loan Paid in Full 0 45.~~000~~500% 360 67 ~~Mixed~~Grp ~~Hybrid~~6B ~~Arms~~Mix ~~0402355437~~Hyb ARM 0402285160 Loan Paid in Full 0 5.~~625~~125% 360 7 ~~Mixed~~Grp ~~Hybrid~~6B ~~Arms~~Mix ~~0402355446~~Hyb ARM 0402285180 Loan Paid in Full 0(1) 5.~~375~~875% 360 7 ~~Mixed~~Grp ~~Hybrid~~6B ~~Arms~~Mix ~~0402355465~~Hyb ARM 0402285189 Loan Paid in Full (1) 5.~~375~~500% 360 7 ~~Mixed~~Grp ~~Hybrid~~6B ~~Arms~~Mix ~~0402355475~~Hyb ARM 0402355439 Loan Paid in Full 0 5.~~625~~375% 360 78 ~~Mixed~~Grp ~~Hybrid~~6B ~~Arms~~Mix ~~0402355489~~Hyb ARM 0402355448 Loan Paid in Full ~~(1)~~0 5.375% 360 68 ~~Mixed~~Grp ~~Hybrid~~6B ~~Arms~~Mix ~~0402355517~~Hyb ARM 0402355454 Loan Paid in Full ~~(1)~~0 5.~~750~~375% 360 7 ~~Mixed~~Grp ~~Hybrid~~6B ~~Arms~~Mix ~~0402355538~~Hyb ARM 0402355502 Loan Paid in Full ~~(1)~~0 5.~~375~~500% 360 67 ~~Mixed~~Grp ~~Hybrid~~6B ~~Arms~~Mix ~~0402355543~~Hyb ARM 0402355513 Loan Paid in Full ~~(1)~~0 5.375% 360 67 ~~Mixed~~Grp ~~Hybrid~~6B ~~Arms~~Mix ~~0402355566~~Hyb ARM 0402355519 Loan Paid in Full 0 35.~~500~~625% 360 67 ~~Mixed~~Grp ~~Hybrid~~6B ~~Arms~~Mix ~~0402355586~~Hyb ARM 0402355563 Loan Paid in Full 0 35.500% 360 57 ~~Mixed~~Grp ~~Hybrid~~6B ~~Arms~~Mix ~~0402390361~~Hyb ARM 0402355645 Loan Paid in Full 0(1) 45.~~125~~000% 360 518 ~~Mixed~~Grp ~~Hybrid~~6B ~~Arms~~Mix ~~0402390374~~Hyb ARM 0402390367 Loan Paid in Full 0 4.~~625~~750% 360 56 ~~Mixed~~Grp ~~Hybrid~~6B ~~Arms~~Mix ~~0402407712~~Hyb ARM 0402390380 Loan Paid in Full 0 35.~~375~~750% 360 56 ~~Mixed~~Grp ~~Hybrid~~6B ~~Arms~~Mix ~~0402407715~~Hyb ARM 0402407721 Loan Paid in Full (1) 35.~~750~~250% 360 56 ~~Mixed~~Grp ~~Hybrid~~6B ~~Arms~~Mix ~~0402407722~~Hyb ARM 0402407723 Loan Paid in Full ~~(1)~~0 35.~~625~~375% 360 56 ~~Mixed~~Grp ~~Hybrid~~6B ~~Arms~~Mix ~~0402407726~~Hyb ARM 0402407728 Loan Paid in Full 0 35.375% 360 56 ~~Mixed~~Grp ~~Hybrid~~6B ~~Arms~~Mix ~~0402414163~~Hyb ARM 0402493874 Loan Paid in Full 0 76.375% 360 56 ~~Mixed~~Grp ~~Hybrid~~6B ~~Arms~~Mix ~~0402877441~~Hyb ARM 0402708336 Loan Paid in Full 0 56.~~875~~750% 360 4 ~~Mixed~~Grp ~~Hybrid~~6B ~~Arms~~Mix ~~0500250222~~Hyb ARM 0402810209 Loan Paid in Full 0(1) 56.250% 360 86 ~~Mixed~~Grp ~~Hybrid~~6B ~~Arms~~Mix ~~0500271858~~Hyb ARM 0500272521 Loan Paid in Full 0 5.~~125~~625% 360 8 ~~Mixed~~Grp ~~Hybrid~~6B ~~Arms~~Mix ~~0500272243~~Hyb ARM 0500274739 Loan Paid in Full (1) 46.~~875~~375% 360 87 ~~Mixed~~Grp ~~Hybrid~~6B ~~Arms~~Mix ~~0500273335~~Hyb ARM 0500275283 Loan Paid in Full 0 57.~~000~~125% 360 7 ~~Mixed~~Grp ~~Hybrid~~6B ~~Arms~~Mix ~~0500274391~~Hyb ARM 0500277382 Loan Paid in Full 0 5.~~750~~500% 360 8 ~~Mixed~~Grp ~~Hybrid~~6B ~~Arms~~Mix ~~0500275328~~Hyb ARM 0500277610 Loan Paid in Full 0 5.~~000~~375% 360 8 ~~Mixed~~Grp ~~Hybrid~~6B ~~Arms~~Mix ~~0500275732~~Hyb ~~Loan~~ARM ~~Paid~~0500280543 ~~in Full 0 7.000% 360 7 Mixed Hybrid Arms 0500275767~~ Loan Paid in Full ~~(3)~~0 76.~~000~~375% 360 7 ~~Mixed~~Grp ~~Hybrid~~6B ~~Arms~~Mix ~~0500277619~~Hyb ~~Loan~~ARM ~~Paid~~0500283345 ~~in Full 0 4.875% 360 7 Mixed Hybrid Arms 0500278056~~ Loan Paid in Full 0 5.~~500~~250% 360 78 ~~Mixed~~Grp ~~Hybrid~~6B ~~Arms~~Mix ~~0500278201~~Hyb ~~Loan~~ARM ~~Paid~~0500283814 ~~in Full 0 6.125% 360 6 Mixed Hybrid Arms 0500280393~~ Loan Paid in Full (1) 56.~~125~~000% 360 78 ~~Mixed~~Grp ~~Hybrid~~6B ~~Arms~~Mix ~~0500280563~~Hyb ARM 0500284065 Loan Paid in Full ~~(1)~~0 5.~~375~~000% 360 68 ~~Mixed~~Grp ~~Hybrid~~6B ~~Arms~~Mix ~~0500282514~~Hyb ARM 0500285936 Loan Paid in Full 0 46.~~750~~875% 360 7 ~~Mixed~~Grp ~~Hybrid~~6B ~~Arms~~Mix ~~0500282952~~Hyb ARM 0500285998 Loan Paid in Full (1) 65.375% 360 6 ~~Mixed~~Grp ~~Hybrid~~6B ~~Arms~~Mix ~~0500283197~~Hyb ~~Loan~~ARM ~~Paid~~0500289438 ~~in Full (1) 5.000% 360 7 Mixed Hybrid Arms 0500284012~~ Loan Paid in Full 0 5.375% 360 ~~7 Mixed Hybrid Arms 0500284617 Loan Paid in Full 0~~ 6~~.250%~~ ~~360~~Grp 76B ~~Mixed~~Mix ~~Hybrid~~Hyb ~~Arms~~ARM ~~0500284807~~0500290007 Loan Paid in Full 0 6.500% 360 57 ~~Mixed~~Grp ~~Hybrid~~6B ~~Arms~~Mix ~~0500285397~~Hyb ARM 0500290374 Loan Paid in Full 0 75.~~250~~750% 360 67 ~~Mixed~~Grp ~~Hybrid~~6B ~~Arms~~Mix ~~0500286370~~Hyb ARM 0500291224 Loan Paid in Full 0 73.~~500~~625% 360 65 ~~Mixed~~Grp ~~Hybrid~~6B ~~Arms~~Mix ~~0500289586~~Hyb ARM 0500291557 Loan Paid in Full 0 7.~~500~~375% 360 6 ~~Mixed~~Grp ~~Hybrid~~6B ~~Arms~~Mix ~~0500290720~~Hyb ARM 0500291637 Loan Paid in Full 0 36.875% 360 57 ~~Mixed~~Grp ~~Hybrid~~6B ~~Arms~~Mix ~~0500290777~~Hyb ARM 0500292431 Loan Paid in Full 0 37.~~750~~000% 360 57 ~~Mixed~~Grp ~~Hybrid~~6B ~~Arms~~Mix ~~0500290920~~Hyb ARM 0500296542 Loan Paid in Full 0 6.~~875~~750% 360 67 ~~Mixed~~Grp ~~Hybrid~~6B ~~Arms~~Mix ~~0500291125~~Hyb ARM 0500297101 Loan Paid in Full ~~(1)~~0 6.~~875~~500% 360 6 ~~Mixed~~Grp ~~Hybrid~~6B ~~Arms~~Mix ~~0500296405~~Hyb ARM 0500297401 Loan Paid in Full 0 5.~~750~~875% 360 6 ~~Mixed~~Grp ~~Hybrid~~6B ~~Arms~~Mix ~~0500297642~~Hyb ARM 0500298693 Loan Paid in Full 0(1) 65.~~500~~875% 360 57 ~~Mixed~~Grp ~~Hybrid~~6B ~~Arms~~Mix ~~0500297678~~Hyb ARM 0500299322 Loan Paid in Full (1) 5.875% 360 56 ~~Mixed~~Grp ~~Hybrid~~6B ~~Arms~~Mix ~~0500299085~~Hyb ARM 0500301178 Loan Paid in Full 0 7.~~750~~250% 360 6 ~~Mixed~~Grp ~~Hybrid~~6B ~~Arms~~Mix ~~0500300072~~Hyb ARM 0500304024 Loan Paid in Full 0 6.750% 360 6 ~~Mixed~~Grp ~~Hybrid~~6B ~~Arms~~Mix ~~0500301792~~Hyb ARM 0500306494 Loan Paid in Full 0 7.~~500~~250% 360 56 ~~Mixed~~Grp ~~Hybrid~~6B ~~Arms~~Mix ~~0500301915~~Hyb ARM 0500306696 Loan Paid in Full 0 7.~~000~~750% 360 ~~5 Mixed Hybrid Arms 0500303289 Loan Paid in Full (1)~~ 6~~.500%~~ ~~360~~Grp 56B ~~Mixed~~Mix ~~Hybrid~~Hyb ~~Arms~~ARM ~~0500307977~~0500306785 Loan Paid in Full 0 6.~~875~~500% 360 56 ~~Mixed~~Grp ~~Hybrid~~6B ~~Arms~~Mix ~~0500310062~~Hyb ARM 0500307310 Loan Paid in Full 0 75.375% 360 ~~5 Mixed Hybrid Arms 0500311376 Loan Paid in Full (1)~~ 6~~.750%~~ ~~360~~Grp 56B ~~Mixed~~Mix ~~Hybrid~~Hyb ~~Arms~~ARM ~~0500312915~~0500309360 Loan Paid in Full 0 75.500% 360 ~~5 Mixed Hybrid Arms 0500343975 Loan Paid in Full 0~~ 6~~.250%~~ ~~360~~Grp 26B ~~Mixed~~Mix ~~Hybrid~~Hyb ~~Arms~~ARM ~~0500381870~~0500340291 Loan Paid in Full 0(1) 65.~~125~~750% 360 23 ~~Mixed~~Grp ~~Hybrid~~6B ~~Arms~~Mix ~~0500386387~~Hyb ~~Loan~~ARM ~~Paid~~0500344108 ~~in Full 0 4.875% 360 2 Mixed Hybrid Arms 0700022461~~ Loan Paid in Full 0(1) ~~4.875% 360 6 Mixed Hybrid Arms 0700025034 Loan Paid in Full 0~~ 7.~~750~~000% 360 56

Prepayment - Voluntary Prepayments

Summary SMM CPR PSA Current Month 4.~~546~~696% Current Month 4243.~~781~~851% Current Month 2,~~789~~522.~~733~~066% 3 Month Average 3.~~165~~928% 3 Month Average 3137.~~567~~735% 3 Month Average 2,~~307~~436.~~661~~640% 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. ~~Aug-2004 N/A N/A Aug-2004 N/A N/A~~ 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 19.417% N/A Mar-2005 2,417.223% N/A Apr-2005 21.623% N/A Apr-2005 2,189.848% N/A May-2005 25.350% N/A May-2005 2,135.129% N/A Jun-2005 26.571% N/A Jun-2005 1,998.121% N/A Jul-2005 42.781% N/A Jul-2005 2,789.733% N/A Aug-2005 43.851% N/A Aug-2005 2,522.066% 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 Jumbo 3/11ARM ~~Arms~~ SMM CPR PSA Current Month 47.~~553~~942% Current Month 4262.~~833~~953% Current Month 23,~~956~~824.~~104~~231% 3 Month Average 34.~~714~~772% 3 Month Average 3541.~~663~~858% 3 Month Average 2,~~932~~790.~~275~~722% 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. ~~Aug-2004 N/A N/A Aug-2004 N/A N/A~~ 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 18.929% N/A Mar-2005 2,781.402% N/A Apr-2005 21.446% N/A Apr-2005 2,452.508% N/A May-2005 44.367% N/A May-2005 4,248.891% N/A Jun-2005 19.788% N/A Jun-2005 1,591.829% N/A Jul-2005 42.833% N/A Jul-2005 2,956.104% N/A Aug-2005 62.953% N/A Aug-2005 3,824.231% 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 Jumbo 5/11ARM ~~Arms~~ SMM CPR PSA Current Month 23.~~702~~937% Current Month 2838.~~017~~242% Current Month 2,~~141~~531.~~474~~355% 3 Month Average 2.~~514~~854% 3 Month Average 2629.~~231~~018% 3 Month Average 2,~~435~~182.~~800~~567% 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. ~~Aug-2004 N/A N/A Aug-2004 N/A N/A~~ 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 4.817% N/A Mar-2005 942.341% N/A Apr-2005 18.596% N/A Apr-2005 2,614.506% N/A May-2005 29.881% N/A May-2005 3,291.055% N/A Jun-2005 20.794% N/A Jun-2005 1,874.873% N/A Jul-2005 28.017% N/A Jul-2005 2,141.474% N/A Aug-2005 38.242% N/A Aug-2005 2,531.355% 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 7/11ARM ~~Arms~~ SMM CPR PSA Current Month 20.~~042~~705% Current Month 218.~~935~~135% Current Month ~~1,637~~528.~~333~~038% 3 Month Average 01.~~979~~011% 3 Month Average 1011.~~790~~149% 3 Month Average ~~893~~820.~~603~~191% 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. ~~Aug-2004 N/A N/A Aug-2004 N/A N/A~~ 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 24.133% N/A Mar-2005 4,401.575% N/A Apr-2005 19.938% N/A Apr-2005 2,685.161% N/A May-2005 7.059% N/A May-2005 748.274% N/A Jun-2005 3.375% N/A Jun-2005 295.202% N/A Jul-2005 21.935% N/A Jul-2005 1,637.333% N/A Aug-2005 8.135% N/A Aug-2005 528.038% 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. ~~Conforming~~Grp 4 Cnfm 3/11ARM ~~Arm~~ SMM CPR PSA Current Month 23.~~293~~159% Current Month 2431.~~301~~965% Current Month 12,~~872~~136.~~293~~754% 3 Month Average 2.~~153~~653% 3 Month Average 2227.~~916~~508% 3 Month Average 2,~~095~~133.~~753~~889% 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. ~~Aug-2004 N/A N/A Aug-2004 N/A N/A~~ 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 7.964% N/A Mar-2005 1,607.401% N/A Apr-2005 16.020% N/A Apr-2005 2,301.106% N/A May-2005 18.189% N/A May-2005 2,022.345% N/A Jun-2005 26.258% N/A Jun-2005 2,392.620% N/A Jul-2005 24.301% N/A Jul-2005 1,872.293% N/A Aug-2005 31.965% N/A Aug-2005 2,136.754% 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. ~~Conforming~~Grp 5/1 ~~Arm~~Cnfm 5/1ARM SMM CPR PSA Current Month 2.~~232~~413% Current Month 2325.~~724~~405% Current Month 1,~~844~~708.~~795~~286% 3 Month Average 1.~~624~~949% 3 Month Average 1720.~~730~~876% 3 Month Average 1,~~631~~598.~~474~~866% 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. ~~Aug-2004 N/A N/A Aug-2004 N/A N/A~~ 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 8.499% N/A Mar-2005 1,751.436% N/A Apr-2005 10.711% N/A Apr-2005 1,563.506% N/A May-2005 15.968% N/A May-2005 1,806.107% N/A Jun-2005 13.499% N/A Jun-2005 1,243.519% N/A Jul-2005 23.724% N/A Jul-2005 1,844.795% N/A Aug-2005 25.405% N/A Aug-2005 1,708.286% 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. ~~Conf~~Grp 6A Mix Hyb ~~Arms~~ARM SMM CPR PSA Current Month 32.~~469~~773% Current Month 3428.~~533~~643% Current Month 21,~~312~~683.~~934~~075% 3 Month Average 23.~~639~~079% 3 Month Average 2731.~~070~~253% 3 Month Average 2,~~019~~111.~~047~~384% 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. ~~Aug-2004 N/A N/A Aug-2004 N/A N/A~~ 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 29.073% N/A Mar-2005 3,861.184% N/A Apr-2005 31.269% N/A Apr-2005 3,324.006% N/A May-2005 16.095% N/A May-2005 1,406.065% N/A Jun-2005 30.581% N/A Jun-2005 2,338.143% N/A Jul-2005 34.533% N/A Jul-2005 2,312.934% N/A Aug-2005 28.643% N/A Aug-2005 1,683.075% 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. ~~Mixed~~Grp ~~Hybrid~~6B ~~Arms~~Mix Hyb ARM SMM CPR PSA Current Month 76.~~198~~886% Current Month 5957.~~197~~522% Current Month 32,~~246~~810.~~071~~693% 3 Month Average 45.~~604~~903% 3 Month Average 4150.~~839~~835% 3 Month Average 2,~~475~~765.~~276~~587% 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. ~~Aug-2004 N/A N/A Aug-2004 N/A N/A~~ 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 27.408% N/A Mar-2005 2,287.466% N/A Apr-2005 26.271% N/A Apr-2005 1,923.794% N/A May-2005 30.534% N/A May-2005 1,939.762% N/A Jun-2005 35.785% N/A Jun-2005 2,239.995% N/A Jul-2005 59.197% N/A Jul-2005 3,246.071% N/A Aug-2005 57.522% N/A Aug-2005 2,810.693% 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 Detail Report - Loans with Losses during Current Period Summary # Loans Prior Realized Current with Principal Loss/(Gain) Loss Group Losses Balance Amount Percentage Grp 1 Jumbo 3/11ARM ~~Arms~~ 0 0.00 0.00 0.000% Grp 2 Jumbo 5/11ARM ~~Arms~~ 0 0.00 0.00 0.000% Grp 3 7/11ARM ~~Arms~~ 0 0.00 0.00 0.000% ~~Conforming~~Grp 4 Cnfm 3/11ARM ~~Arm~~ 0 0.00 0.00 0.000% ~~Conforming~~Grp 5/1 ~~Arm~~Cnfm 5/1ARM 0 0.00 0.00 0.000% ~~Conf~~Grp 6A Mix Hyb ~~Arms~~ARM 0 0.00 0.00 0.000% ~~Mixed~~Grp ~~Hybrid~~6B ~~Arms~~Mix Hyb ARM 0 0.00 0.00 0.000% Total 0 0.00 0.00 0.000%

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. ~~Aug-2004 N/A N/A Aug-2004 N/A N/A~~ 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 0.000% N/A Mar-2005 0.000% N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.000% N/A May-2005 0.000% N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A *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. ~~Aug-2004 N/A N/A Aug-2004 N/A N/A~~ 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 0.000% N/A Mar-2005 0.000% N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.000% N/A May-2005 0.000% N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A *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 Jumbo 3/11ARM ~~Arms~~ 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. ~~Aug-2004 N/A N/A Aug-2004 N/A N/A~~ 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 0.000% N/A Mar-2005 0.000% N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.000% N/A May-2005 0.000% N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A *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. ~~Aug-2004 N/A N/A Aug-2004 N/A N/A~~ 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 0.000% N/A Mar-2005 0.000% N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.000% N/A May-2005 0.000% N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A *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 Jumbo 5/11ARM ~~Arms~~ 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. ~~Aug-2004 N/A N/A Aug-2004 N/A N/A~~ 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 0.000% N/A Mar-2005 0.000% N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.000% N/A May-2005 0.000% N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A *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. ~~Aug-2004 N/A N/A Aug-2004 N/A N/A~~ 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 0.000% N/A Mar-2005 0.000% N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.000% N/A May-2005 0.000% N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A *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 7/11ARM ~~Arms~~ 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. ~~Aug-2004 N/A N/A Aug-2004 N/A N/A~~ 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 0.000% N/A Mar-2005 0.000% N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.000% N/A May-2005 0.000% N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A *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. ~~Aug-2004 N/A N/A Aug-2004 N/A N/A~~ 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 0.000% N/A Mar-2005 0.000% N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.000% N/A May-2005 0.000% N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A *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. ~~Conforming~~Grp 4 Cnfm 3/11ARM ~~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. ~~Aug-2004 N/A N/A Aug-2004 N/A N/A~~ 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 0.000% N/A Mar-2005 0.000% N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.000% N/A May-2005 0.000% N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A *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. ~~Aug-2004 N/A N/A Aug-2004 N/A N/A~~ 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 0.000% N/A Mar-2005 0.000% N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.000% N/A May-2005 0.000% N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A *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. ~~Conforming~~Grp 5/1 ~~Arm~~Cnfm 5/1ARM 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. ~~Aug-2004 N/A N/A Aug-2004 N/A N/A~~ 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 0.000% N/A Mar-2005 0.000% N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.000% N/A May-2005 0.000% N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A *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. ~~Aug-2004 N/A N/A Aug-2004 N/A N/A~~ 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 0.000% N/A Mar-2005 0.000% N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.000% N/A May-2005 0.000% N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A *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. ~~Conf~~Grp 6A Mix Hyb ~~Arms~~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. ~~Aug-2004 N/A N/A Aug-2004 N/A N/A~~ 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 0.000% N/A Mar-2005 0.000% N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.000% N/A May-2005 0.000% N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A *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. ~~Aug-2004 N/A N/A Aug-2004 N/A N/A~~ 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 0.000% N/A Mar-2005 0.000% N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.000% N/A May-2005 0.000% N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A *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. ~~Mixed~~Grp ~~Hybrid~~6B ~~Arms~~Mix Hyb 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. ~~Aug-2004 N/A N/A Aug-2004 N/A N/A~~ 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 0.000% N/A Mar-2005 0.000% N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.000% N/A May-2005 0.000% N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A *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. ~~Aug-2004 N/A N/A Aug-2004 N/A N/A~~ 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 0.000% N/A Mar-2005 0.000% N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.000% N/A May-2005 0.000% N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A *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 2005-2