8-K 1 arm05005_10509.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington D. C. 20549 FORM 8-K CURRENT REPORT Pursuant to Section 13 or 15(d) of The Securities Exchange Act of 1934 Date of Report (Date of earliest event reported): September 26, 2005 ADJUSTABLE RATE MORTGAGE TRUST Adjustable Rate Mortgage-Backed P/T Cert, Series 2005-5 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-120966-16 Pooling and Servicing Agreement) (Commission 54-2173201 (State or other File Number) 54-2173202 jurisdiction 54-2173203 of Incorporation) 54-2173204 IRS EIN c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Road Columbia, MD 21045 (Address of principal executive offices) (Zip Code) Registrant's telephone number, including area code: (410) 884-2000 (Former name or former address, if changed since last report) Check the appropriate box below if the Form 8-K filing is intended to simultaneously satisfy the filing obligation of the registrant under any of the following provisions (see General Instruction A.2. below): [ ] Written communications pursuant to Rule 425 under the Securities Act (17 CFR 230.425) [ ] Soliciting material pursuant to Rule 14a-12 under the Exchange Act (17 CFR 240.14a-12) [ ] Pre-commencement communications pursuant to Rule 14d-2(b) under the Exchange Act(17 CFR 240.14d-2(b)) [ ] Pre-commencement communications pursuant to Rule 13e-4(c) under the Exchange Act(17 CFR 240.13e-4(c)) ITEM 8.01 Other Events On September 26, 2005 a distribution was made to holders of ADJUSTABLE RATE MORTGAGE TRUST, Adjustable Rate Mortgage-Backed P/T Cert, Series 2005-5 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 2005-5 Trust, relating to the September 26, 2005 distribution. Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized. ADJUSTABLE RATE MORTGAGE TRUST Adjustable Rate Mortgage-Backed P/T Cert, Series 2005-5 Trust (Registrant) By: Wells Fargo Bank, N.A. as Trust Administrator By: /s/ Beth Belfield as Officer By: Beth Belfield as Officer Date: 10/4/2005 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Adjustable Rate Mortgage-Backed P/T Cert, Series 2005-5 Trust, relating to the September 26, 2005 distribution. EX-99.1

Credit Suisse First Boston Mortgage Securities Corp. Adjustable Rate Mortgage-Backed P/T Cert Record Date: 78/2931/2005 Distribution Date: 89/2526/2005 Credit Suisse First Boston Mortgage Securities Corp. Adjustable Rate Mortgage-Backed P/T Cert Series ARMT 2005-5 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 007036LG9 SEN 4.~~99544~~99275% 9998,~~613~~261,~~927~~249.9333 ~~414~~408,~~679~~828.7909 1-A-2 007036LH7 SEN 4.~~99544~~99275% 76,~~040~~944,~~338~~736.6439 2928,~~308~~894.0144 AR 007036MH6 SEN 4.~~99408~~99160% 0.00 0.00 AR-L 007036MJ2 SEN 4.~~99408~~99160% 0.00 0.00 2-A-1 007036LJ3 SEN 5.~~13415~~13107% ~~105~~104,~~951~~138,~~801~~774.7629 ~~453~~445,~~310~~286.8323 2-A-2 007036LK0 SEN 5.~~13415~~13107% 3,~~276~~220,~~462~~396.5836 1413,~~018~~770.2207 3-A-1 007036LL8 SEN 3.~~56000~~74125% 3938,~~632~~137,~~492~~756.2875 ~~121~~126,~~495~~829.6123 3-A-2-1 007036LN4 SEN 5.~~33899~~33731% 19,430,000.00 86,~~447~~419.1289 3-A-2-2 007036LP9 SEN 5.~~33899~~33731% 12,960,000.00 57,~~661~~642.0891 3-A-3 007036LQ7 SEN 5.~~33899~~33731% 20,000,000.00 88,~~983~~955.1411 3-A-X 007036LM6 SEN 1.~~66032~~34664% 0.00 5442,~~835~~798.5819 4-A-1 007036LR5 SEN 4.~~95049~~94951% ~~115~~113,~~265~~281,~~952~~203.8105 ~~475~~467,~~519~~238.1745 5-A-1 007036LS3 SEN 5.~~33948~~33528% 5655,~~370~~728,~~843~~647.5620 ~~250~~247,~~825~~773.6533 5-A-2-1 007036LT1 SEN 5.~~33948~~33528% 52,~~650~~050,~~054~~246.0623 ~~234~~231,~~269~~418.7691 5-A-2-2 007036LU8 SEN 5.~~33948~~33528% 3,~~720~~678,~~789~~400.5096 16,~~555~~354.8942 C-B-1 007036MD5 SUB 5.~~14581~~14326% 17,~~375~~373,~~651~~374.6303 74,~~509~~463.8210 C-B-2 007036ME3 SUB 5.~~14581~~14326% 8,~~242~~241,~~937~~856.1567 35,~~347~~324.1598 C-B-3 007036MF0 SUB 5.~~14581~~14326% 2,~~944~~943,~~263~~877.1825 12,~~625~~617.5160 C-B-4 007036MG8 SUB 5.~~14581~~14326% 1,764,~~558~~327.4111 7,~~566~~561.7399 C-B-5 007036MK9 SUB 5.~~14581~~14326% 3,~~239~~238,~~189~~764.3778 13,~~890~~881.2150 C-B-6 007036ML7 SUB 5.~~14581~~14326% 3,~~239~~238,~~189~~764.3778 13,~~890~~881.2150 C-B-7 007036MM5 SUB 5.~~14581~~14326% 2,060,~~411~~141.3729 8,~~835~~829.4086 6-A-1-1 007036LV6 SEN 3.~~68000~~86125% 7673,~~541~~931,~~929~~037.7560 ~~242~~253,~~552~~747.8876 6-A-1-2 007036LW4 SEN 3.~~75000~~93125% 1918,~~135,~~482,759.4440 6164,~~791~~586.6698 6-A-2-1 007036LX2 SEN 3.~~69000~~87125% ~~295~~285,~~227~~998,~~092~~194.2578 ~~938~~984,~~084~~151.1159 6-A-2-2 007036LY0 SEN 3.~~74000~~92125% 3231,~~801~~776,~~943~~543.3161 ~~105~~110,~~640~~758.4891 6-M-1 007036LZ7 MEZ 34.~~91000~~09125% 19,370,000.00 6570,~~217~~442.7223 6-M-2 007036MA1 MEZ 4.~~21000~~39125% 13,315,000.00 4851,~~270~~972.5788 6-M-3 007036MB9 MEZ 4.~~71000~~89125% 5,810,000.00 2325,~~564~~260.3959 6-M-4 007036MC7 MEZ 5.~~56000~~74125% 4,596,000.00 2223,~~004~~454.6392 6-X 007036MN3 SEN 0.00000% 2,~~057~~421,~~135~~005.1268 ~~458~~675,~~983~~651.3041 P 007036MP8 SEN 0.00000% 0.00 ~~52,754~~0.3800 Totals 1,~~043~~022,~~633~~393,~~446~~057.4754 4,~~483~~688,~~439~~797.0007

Certificateholder Distribution Summary (continued) Current Ending Cumulative Principal Realized Certificate Total Realized Class Distribution Loss Balance Distribution Losses 1-A-1 14,~~352~~002,~~678~~131.6006 0.00 9894,~~261~~259,~~249~~118.3327 14,~~767~~410,~~358~~959.3915 0.00 1-A-2 95282,~~602~~855.2561 0.00 6,~~944~~661,~~736~~880.3979 ~~124~~311,~~910~~750.2605 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 12,~~813~~947,~~027~~784.4781 0.00 ~~104~~101,~~138~~190,~~774~~989.2948 23,~~266~~393,~~338~~071.3004 0.00 2-A-2 5691,~~066~~157.2255 0.00 3,~~220~~129,~~396~~238.3681 70104,~~084~~927.4462 0.00 3-A-1 148,~~494,735~~563.5359 0.00 38,~~137~~089,~~756~~193.7516 1175,~~616,231~~392.1482 0.00 3-A-2-1 0.00 0.00 19,430,000.00 86,~~447~~419.1289 0.00 3-A-2-2 0.00 0.00 12,960,000.00 57,~~661~~642.0891 0.00 3-A-3 0.00 0.00 20,000,000.00 88,~~983~~955.1411 0.00 3-A-X 0.00 0.00 0.00 5442,~~835~~798.5819 0.00 4-A-1 12,~~984~~509,~~749~~232.7552 0.00 ~~113~~110,~~281~~771,~~203~~970.0554 2,~~460~~976,~~268~~470.9297 0.00 5-A-1 ~~642~~841,~~196~~589.3769 0.00 5554,~~728~~887,~~647~~057.2051 ~~893~~1,~~022~~089,363.02 0.00 5-A-2-1 ~~599~~786,~~807~~040.8308 0.00 5251,~~050~~264,~~246~~206.2315 ~~834~~1,~~077~~017,458.5999 0.00 5-A-2-2 4255,~~388~~549.5460 0.00 3,~~678~~622,~~400~~851.9636 5871,~~944~~904.4302 0.00 C-B-1 2,~~277~~309.6021 0.00 17,~~373~~371,~~374~~064.0382 76,~~787~~772.4231 0.00 C-B-2 1,~~080~~095.48 0.00 8,~~241~~240,~~856~~761.6719 36,~~427~~420.6346 0.00 C-B-3 ~~385~~391.9329 0.00 2,943,~~877~~485.2596 13,~~011~~008.4489 0.00 C-B-4 ~~231~~234.3051 0.00 1,764,~~327~~092.1160 7,~~798~~796.0350 0.00 C-B-5 ~~424~~430.5949 0.00 3,238,~~764~~334.7829 14,~~314~~311.8099 0.00 C-B-6 ~~424~~430.5949 0.00 3,238,~~764~~334.7829 14,~~314~~311.8099 0.00 C-B-7 ~~270~~273.0883 0.00 2,~~060~~059,~~141~~867.2946 9,~~105~~103.4869 0.00 6-A-1-1 2,~~610~~096,~~892~~502.1572 0.00 7371,~~931~~834,~~037~~534.6088 2,~~853~~350,~~445~~250.0348 0.00 6-A-1-2 ~~652~~524,~~723~~125.0468 0.00 1817,~~482~~958,~~759~~633.4072 ~~714~~588,~~514~~712.7066 0.00 6-A-2-1 9,~~228~~846,~~897~~256.4719 0.00 ~~285~~276,~~998~~151,~~194~~938.7859 10,~~166~~830,~~981~~407.5878 0.00 6-A-2-2 1,~~025~~093,~~399~~992.7088 0.00 3130,~~776~~682,~~543~~550.6173 1,~~131~~204,~~040~~751.1879 0.00 6-M-1 0.00 0.00 19,370,000.00 6570,~~217~~442.7223 0.00 6-M-2 0.00 0.00 13,315,000.00 4851,~~270~~972.5788 0.00 6-M-3 0.00 0.00 5,810,000.00 2325,~~564~~260.3959 0.00 6-M-4 0.00 0.00 4,596,000.00 2223,~~004~~454.6392 0.00 6-X 0.00 0.00 2,421,005.68 ~~458~~675,~~983~~651.3041 0.00 P 0.00 0.00 0.00 ~~52,754~~0.3800 0.00 Totals 2125,~~604~~130,~~259~~947.4928 0.00 1997,~~022~~262,~~393,057~~110.5428 2629,~~087~~819,~~698~~744.4935 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-1 101,590,000.00 9998,~~613~~261,~~927~~249.9333 11,~~587~~627.3857 13,~~341~~990,~~091~~503.2249 0.00 0.00 1-A-2 7,180,000.00 76,~~040~~944,~~338~~736.6439 ~~818~~821.9579 94282,~~783~~033.3081 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-1 109,979,000.00 ~~105~~104,~~951~~138,~~801~~774.7629 11,~~389~~429.3062 12,~~801~~936,~~638~~355.1719 0.00 0.00 2-A-2 3,401,000.00 3,~~276~~220,~~462~~396.5836 ~~352~~353.2045 5590,~~714~~804.0110 0.00 0.00 3-A-1 42,860,000.00 3938,~~632~~137,~~492~~756.2875 1314,~~968~~030.2959 134,~~480,767~~533.2400 0.00 0.00 3-A-2-1 19,430,000.00 19,430,000.00 0.00 0.00 0.00 0.00 3-A-2-2 12,960,000.00 12,960,000.00 0.00 0.00 0.00 0.00 3-A-3 20,000,000.00 20,000,000.00 0.00 0.00 0.00 0.00 3-A-X 0.00 0.00 0.00 0.00 0.00 0.00 4-A-1 117,677,000.00 ~~115~~113,~~265~~281,~~952~~203.8105 9,~~991~~698.6834 12,~~974~~499,~~758~~534.0718 0.00 0.00 5-A-1 57,480,000.00 5655,~~370~~728,~~843~~647.5620 11,~~080~~128.9936 ~~631~~830,~~115~~461.3833 0.00 0.00 5-A-2-1 53,686,000.00 52,~~650~~050,~~054~~246.0623 10,~~349~~393.5882 ~~589~~775,~~458~~646.2526 0.00 0.00 5-A-2-2 3,794,000.00 3,~~720~~678,~~789~~400.5096 ~~731~~734.4153 4154,~~657~~815.1307 0.00 0.00 C-B-1 17,380,000.00 17,~~375~~373,~~651~~374.6303 2,~~277~~309.6021 0.00 0.00 0.00 C-B-2 8,245,000.00 8,~~242~~241,~~937~~856.1567 1,~~080~~095.48 0.00 0.00 0.00 C-B-3 2,945,000.00 2,~~944~~943,~~263~~877.1825 ~~385~~391.9329 0.00 0.00 0.00 C-B-4 1,765,000.00 1,764,~~558~~327.4111 ~~231~~234.3051 0.00 0.00 0.00 C-B-5 3,240,000.00 3,~~239~~238,~~189~~764.3778 ~~424~~430.5949 0.00 0.00 0.00 C-B-6 3,240,000.00 3,~~239~~238,~~189~~764.3778 ~~424~~430.5949 0.00 0.00 0.00 C-B-7 2,060,927.00 2,060,~~411~~141.3729 ~~270~~273.0883 0.00 0.00 0.00 6-A-1-1 79,600,000.00 7673,~~541~~931,~~929~~037.7560 0.00 2,~~610~~096,~~892~~502.1572 0.00 0.00 6-A-1-2 19,900,000.00 1918,~~135,~~482,759.4440 0.00 ~~652~~524,~~723~~125.0468 0.00 0.00 6-A-2-1 307,450,000.00 ~~295~~285,~~227~~998,~~092~~194.2578 0.00 9,~~228~~846,~~897~~256.4719 0.00 0.00 6-A-2-2 34,160,000.00 3231,~~801~~776,~~943~~543.3161 0.00 1,~~025~~093,~~399~~992.7088 0.00 0.00 6-M-1 19,370,000.00 19,370,000.00 0.00 0.00 0.00 0.00 6-M-2 13,315,000.00 13,315,000.00 0.00 0.00 0.00 0.00 6-M-3 5,810,000.00 5,810,000.00 0.00 0.00 0.00 0.00 6-M-4 4,596,000.00 4,596,000.00 0.00 0.00 0.00 0.00 6-X 135.51 2,~~057~~421,~~135~~005.1268 0.00 0.00 0.00 0.00 P 0.00 0.00 0.00 0.00 0.00 0.00 Totals 1,073,114,162.51 1,~~043~~022,~~633~~393,~~446~~057.4754 75,~~364~~383.3537 2125,~~528~~055,~~895~~563.1390 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 14,~~352~~002,~~678~~131.6006 9894,~~261~~259,~~249~~118.3327 0.~~96723348~~92783855 14,~~352~~002,~~678~~131.6006 1-A-2 95282,~~602~~855.2561 6,~~944~~661,~~736~~880.3979 0.~~96723348~~92783855 95282,~~602~~855.2561 AR 0.00 0.00 0.00000000 0.00 AR-L 0.00 0.00 0.00000000 0.00 2-A-1 12,~~813~~947,~~027~~784.4781 ~~104~~101,~~138~~190,~~774~~989.2948 0.~~94689690~~92009374 12,~~813~~947,~~027~~784.4781 2-A-2 5691,~~066~~157.2255 3,~~220~~129,~~396~~238.3681 0.~~94689690~~92009374 5691,~~066~~157.2255 3-A-1 148,~~494,735~~563.5359 38,~~137~~089,~~756~~193.7516 0.~~88982167~~88868859 148,~~494,735~~563.5359 3-A-2-1 0.00 19,430,000.00 1.00000000 0.00 3-A-2-2 0.00 12,960,000.00 1.00000000 0.00 3-A-3 0.00 20,000,000.00 1.00000000 0.00 3-A-X 0.00 0.00 0.00000000 0.00 4-A-1 12,~~984~~509,~~749~~232.7552 ~~113~~110,~~281~~771,~~203~~970.0554 0.~~96264523~~94132218 12,~~984~~509,~~749~~232.7552 5-A-1 ~~642~~841,~~196~~589.3769 5554,~~728~~887,~~647~~057.2051 0.~~96953109~~95488966 ~~642~~841,~~196~~589.3769 5-A-2-1 ~~599~~786,~~807~~040.8308 5251,~~050~~264,~~246~~206.2315 0.~~96953109~~95488966 ~~599~~786,~~807~~040.8308 5-A-2-2 4255,~~388~~549.5460 3,~~678~~622,~~400~~851.9636 0.~~96953109~~95488966 4255,~~388~~549.5460 C-B-1 2,~~277~~309.6021 17,~~373~~371,~~374~~064.0382 0.~~99961876~~99948589 2,~~277~~309.6021 C-B-2 1,~~080~~095.48 8,~~241~~240,~~856~~761.6719 0.~~99961876~~99948589 1,~~080~~095.48 C-B-3 ~~385~~391.9329 2,943,~~877~~485.2596 0.~~99961876~~99948589 ~~385~~391.9329 C-B-4 ~~231~~234.3051 1,764,~~327~~092.1160 0.~~99961876~~99948589 ~~231~~234.3051 C-B-5 ~~424~~430.5949 3,238,~~764~~334.7829 0.~~99961876~~99948589 ~~424~~430.5949 C-B-6 ~~424~~430.5949 3,238,~~764~~334.7829 0.~~99961876~~99948589 ~~424~~430.5949 C-B-7 ~~270~~273.0883 2,~~060~~059,~~141~~867.2946 0.~~99961876~~99948589 ~~270~~273.0883 6-A-1-1 2,~~610~~096,~~892~~502.1572 7371,~~931~~834,~~037~~534.6088 0.~~92878188~~90244391 2,~~610~~096,~~892~~502.1572 6-A-1-2 ~~652~~524,~~723~~125.0468 1817,~~482~~958,~~759~~633.4072 0.~~92878188~~90244391 ~~652~~524,~~723~~125.0468 6-A-2-1 9,~~228~~846,~~897~~256.4719 ~~285~~276,~~998~~151,~~194~~938.7859 0.~~93022669~~89820113 9,~~228~~846,~~897~~256.4719 6-A-2-2 1,~~025~~093,~~399~~992.7088 3130,~~776~~682,~~543~~550.6173 0.~~93022669~~89820113 1,~~025~~093,~~399~~992.7088 6-M-1 0.00 19,370,000.00 1.00000000 0.00 6-M-2 0.00 13,315,000.00 1.00000000 0.00 6-M-3 0.00 5,810,000.00 1.00000000 0.00 6-M-4 0.00 4,596,000.00 1.00000000 0.00 6-X 0.00 2,421,005.68 17,865.88207512 0.00 P 0.00 0.00 0.00000000 0.00 Totals 2125,~~604~~130,~~259~~947.4928 1997,~~022~~262,~~393,057~~110.5428 0.~~95273466~~92931595 2125,~~604~~130,~~259~~947.4928

Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion 1-A-1 101,590,000.00 ~~980~~967.~~54855724~~23348095 0.~~11406024~~11445585 1339.~~20101604~~28047534 0.00000000 1-A-2 7,180,000.00 ~~980~~967.~~54855710~~23348050 0.~~11405989~~11445543 1339.~~20101671~~28047493 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-1 109,979,000.00 ~~963~~946.~~38211622~~89690114 0.~~10355886~~10392548 1626.~~38165623~~69923522 0.00000000 2-A-2 3,401,000.00 ~~963~~946.~~38211702~~89690091 0.~~10355778~~10392532 1626.~~38165540~~69923552 0.00000000 3-A-1 42,860,000.00 ~~924~~889.~~69650677~~82166939 0.~~32590504~~32735861 340.~~54893234~~80571629 0.00000000 3-A-2-1 19,430,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 3-A-2-2 12,960,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 3-A-3 20,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 3-A-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 4-A-1 117,677,000.00 ~~979~~962.~~51131326~~64523271 0.~~08490767~~08241492 1621.~~78117279~~24063479 0.00000000 5-A-1 57,480,000.00 ~~980~~969.~~70361100~~53109255 0.~~19277992~~19360404 1014.~~97973869~~44783107 0.00000000 5-A-2-1 53,686,000.00 ~~980~~969.~~70361100~~53109246 0.~~19277987~~19360392 1014.~~97973867~~44783109 0.00000000 5-A-2-2 3,794,000.00 ~~980~~969.~~70361096~~53109120 0.~~19278071~~19360306 1014.~~97973906~~44783079 0.00000000 C-B-1 17,380,000.00 999.~~74980610~~61875892 0.~~13104718~~13286594 0.00000000 0.00000000 C-B-2 8,245,000.00 999.~~74980594~~61875925 0.~~13104669~~13286598 0.00000000 0.00000000 C-B-3 2,945,000.00 999.~~74980645~~61876061 0.~~13104584~~13286587 0.00000000 0.00000000 C-B-4 1,765,000.00 999.~~74980737~~61875921 0.~~13104816~~13286686 0.00000000 0.00000000 C-B-5 3,240,000.00 999.~~74980556~~61875926 0.~~13104630~~13286728 0.00000000 0.00000000 C-B-6 3,240,000.00 999.~~74980556~~61875926 0.~~13104630~~13286728 0.00000000 0.00000000 C-B-7 2,060,927.00 999.~~74980676~~61875894 0.~~13104782~~13286739 0.00000000 0.00000000 6-A-1-1 79,600,000.00 ~~961~~928.~~58203204~~78187940 0.00000000 3226.~~80015264~~33797387 0.00000000 6-A-1-2 19,900,000.00 ~~961~~928.~~58203216~~78187940 0.00000000 3226.~~80015276~~33797387 0.00000000 6-A-2-1 307,450,000.00 ~~960~~930.~~24424215~~22668655 0.00000000 3032.~~01755560~~02555274 0.00000000 6-A-2-2 34,160,000.00 ~~960~~930.~~24424210~~22668648 0.00000000 3032.~~01755562~~02555269 0.00000000 6-M-1 19,370,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 6-M-2 13,315,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 6-M-3 5,810,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 6-M-4 4,596,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 6-X 135.51 ~~15180688~~17865882.~~65766360~~07512360 0.00000000 0.00000000 0.00000000 P 0.00 0.00000000 0.00000000 0.00000000 0.00000000 (2) The Beginning Scheduled Collateral Balance reported on the Collateral Statement contains the Prefunded Amount of $79,371,315.40. The Ending Scheduled Collateral Balance does not include this amount.

Principal Distribution Factors Statement (continued) Total Ending Ending Total Realized Principal Certificate Certificate Principal Class Loss (3) Reduction Balance Percentage Distribution 1-A-1 0.00000000 1339.~~31507629~~39493119 ~~967~~927.~~23348095~~83854976 0.~~96723348~~92783855 1339.~~31507629~~39493119 1-A-2 0.00000000 1339.~~31507660~~39493175 ~~967~~927.~~23348050~~83855014 0.~~96723348~~92783855 1339.~~31507660~~39493175 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 1626.~~48521509~~80316069 ~~946~~920.~~89690114~~09374044 0.~~94689690~~92009374 1626.~~48521509~~80316069 2-A-2 0.00000000 1626.~~48521611~~80316084 ~~946~~920.~~89690091~~09374008 0.~~94689690~~92009374 1626.~~48521611~~80316084 3-A-1 0.00000000 341.~~87483738~~13307490 ~~889~~888.~~82166939~~68859449 0.~~88982167~~88868859 341.~~87483738~~13307490 3-A-2-1 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 3-A-2-2 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 3-A-3 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 3-A-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 4-A-1 0.00000000 1621.~~86608046~~32304970 ~~962~~941.~~64523271~~32218309 0.~~96264523~~94132218 1621.~~86608046~~32304970 5-A-1 0.00000000 1114.~~17251862~~64143511 ~~969~~954.~~53109255~~88965745 0.~~96953109~~95488966 1114.~~17251862~~64143511 5-A-2-1 0.00000000 1114.~~17251853~~64143501 ~~969~~954.~~53109246~~88965745 0.~~96953109~~95488966 1114.~~17251853~~64143501 5-A-2-2 0.00000000 1114.~~17251977~~64143384 ~~969~~954.~~53109120~~88965735 0.~~96953109~~95488966 1114.~~17251977~~64143384 C-B-1 0.00000000 0.~~13104718~~13286594 999.~~61875892~~48589298 0.~~99961876~~99948589 0.~~13104718~~13286594 C-B-2 0.00000000 0.~~13104669~~13286598 999.~~61875925~~48589327 0.~~99961876~~99948589 0.~~13104669~~13286598 C-B-3 0.00000000 0.~~13104584~~13286587 999.~~61876061~~48589474 0.~~99961876~~99948589 0.~~13104584~~13286587 C-B-4 0.00000000 0.~~13104816~~13286686 999.~~61875921~~48589235 0.~~99961876~~99948589 0.~~13104816~~13286686 C-B-5 0.00000000 0.~~13104630~~13286728 999.~~61875926~~48589198 0.~~99961876~~99948589 0.~~13104630~~13286728 C-B-6 0.00000000 0.~~13104630~~13286728 999.~~61875926~~48589198 0.~~99961876~~99948589 0.~~13104630~~13286728 C-B-7 0.00000000 0.~~13104782~~13286739 999.~~61875894~~48589154 0.~~99961876~~99948589 0.~~13104782~~13286739 6-A-1-1 0.00000000 3226.~~80015264~~33797387 ~~928~~902.~~78187940~~44390553 0.~~92878188~~90244391 3226.~~80015264~~33797387 6-A-1-2 0.00000000 3226.~~80015276~~33797387 ~~928~~902.~~78187940~~44390553 0.~~92878188~~90244391 3226.~~80015276~~33797387 6-A-2-1 0.00000000 3032.~~01755560~~02555274 ~~930~~898.~~22668655~~20113381 0.~~93022669~~89820113 3032.~~01755560~~02555274 6-A-2-2 0.00000000 3032.~~01755562~~02555269 ~~930~~898.~~22668648~~20113378 0.~~93022669~~89820113 3032.~~01755562~~02555269 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-X 0.00000000 0.00000000 17,865,882.07512360 17865.88207512 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-1 101,590,000.00 4.~~99544~~99275% 9998,~~613~~261,~~927~~249.9333 ~~414~~408,~~679~~828.7907 0.00 0.00 1-A-2 7,180,000.00 4.~~99544~~99275% 76,~~040~~944,~~338~~736.6439 2928,~~308~~894.0143 0.00 0.00 AR 50.00 4.~~99408~~99160% 0.00 0.00 0.00 0.00 AR-L 50.00 4.~~99408~~99160% 0.00 0.00 0.00 0.00 2-A-1 109,979,000.00 5.~~13415~~13107% ~~105~~104,~~951~~138,~~801~~774.7629 ~~453~~445,~~310~~286.8523 0.00 0.00 2-A-2 3,401,000.00 5.~~13415~~13107% 3,~~276~~220,~~462~~396.5836 1413,~~018~~770.2207 0.00 0.00 3-A-1 42,860,000.00 3.~~56000~~74125% 3938,~~632~~137,~~492~~756.2875 ~~121~~126,~~495~~829.6123 0.00 0.00 3-A-2-1 19,430,000.00 5.~~33899~~33731% 19,430,000.00 86,~~447~~419.1289 0.00 0.00 3-A-2-2 12,960,000.00 5.~~33899~~33731% 12,960,000.00 57,~~661~~642.0891 0.00 0.00 3-A-3 20,000,000.00 5.~~33899~~33731% 20,000,000.00 88,~~983~~955.1411 0.00 0.00 4-A-1 117,677,000.00 4.~~95049~~94951% ~~115~~113,~~265~~281,~~952~~203.8105 ~~475~~467,~~519~~238.1745 0.00 0.00 3-A-X 0.00 1.~~66032~~34664% 3938,~~632~~137,~~492~~756.2875 5442,~~835~~798.5819 0.00 0.00 5-A-1 57,480,000.00 5.~~33948~~33528% 5655,~~370~~728,~~843~~647.5620 ~~250~~247,~~825~~773.6532 0.00 0.00 5-A-2-1 53,686,000.00 5.~~33948~~33528% 52,~~650~~050,~~054~~246.0623 ~~234~~231,~~269~~418.7691 0.00 0.00 5-A-2-2 3,794,000.00 5.~~33948~~33528% 3,~~720~~678,~~789~~400.5096 16,~~555~~354.8942 0.00 0.00 C-B-1 17,380,000.00 5.~~14581~~14326% 17,~~375~~373,~~651~~374.6303 74,~~509~~463.8209 0.00 0.00 C-B-2 8,245,000.00 5.~~14581~~14326% 8,~~242~~241,~~937~~856.1567 35,~~347~~324.1598 0.00 0.00 C-B-3 2,945,000.00 5.~~14581~~14326% 2,~~944~~943,~~263~~877.1825 12,~~625~~617.5160 0.00 0.00 C-B-4 1,765,000.00 5.~~14581~~14326% 1,764,~~558~~327.4111 7,~~566~~561.7399 0.00 0.00 C-B-5 3,240,000.00 5.~~14581~~14326% 3,~~239~~238,~~189~~764.3778 13,~~890~~881.2150 0.00 0.00 C-B-6 3,240,000.00 5.~~14581~~14326% 3,~~239~~238,~~189~~764.3778 13,~~890~~881.2150 0.00 0.00 C-B-7 2,060,927.00 5.~~14581~~14326% 2,060,~~411~~141.3729 8,~~835~~829.4086 0.00 0.00 6-A-1-1 79,600,000.00 3.~~68000~~86125% 7673,~~541~~931,~~929~~037.7560 ~~242~~253,~~552~~747.8775 0.00 0.00 6-A-1-2 19,900,000.00 3.~~75000~~93125% 1918,~~135,~~482,759.4440 6164,~~791~~586.6698 0.00 0.00 6-A-2-1 307,450,000.00 3.~~69000~~87125% ~~295~~285,~~227~~998,~~092~~194.2578 ~~938~~984,~~084~~151.0957 0.00 0.00 6-A-2-2 34,160,000.00 3.~~74000~~92125% 3231,~~801~~776,~~943~~543.3161 ~~105~~110,~~640~~758.4891 0.00 0.00 6-M-1 19,370,000.00 34.~~91000~~09125% 19,370,000.00 6570,~~217~~442.7123 0.00 0.00 6-M-2 13,315,000.00 4.~~21000~~39125% 13,315,000.00 4851,~~270~~972.5788 0.00 0.00 6-M-3 5,810,000.00 4.~~71000~~89125% 5,810,000.00 2325,~~564~~260.3959 0.00 0.00 6-M-4 4,596,000.00 5.~~56000~~74125% 4,596,000.00 2223,~~004~~454.6392 0.00 0.00 6-X 135.51 0.00000% ~~468~~455,~~740~~700,~~761~~541.1407 0.00 0.00 0.00 P 0.00 0.00000% 0.00 0.00 0.00 0.00 Totals 1,073,114,162.51 34,~~971~~013,~~701~~145.3058 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 ~~414~~408,~~679~~828.7909 0.00 9894,~~261~~259,~~249~~118.3327 1-A-2 0.00 0.00 2928,~~308~~894.0144 0.00 6,~~944~~661,~~736~~880.3979 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 ~~453~~445,~~310~~286.8323 0.00 ~~104~~101,~~138~~190,~~774~~989.2948 2-A-2 0.00 0.00 1413,~~018~~770.2207 0.00 3,~~220~~129,~~396~~238.3681 3-A-1 0.00 0.00 ~~121~~126,~~495~~829.6123 0.00 38,~~137~~089,~~756~~193.7516 3-A-2-1 0.00 0.00 86,~~447~~419.1289 0.00 19,430,000.00 3-A-2-2 0.00 0.00 57,~~661~~642.0891 0.00 12,960,000.00 3-A-3 0.00 0.00 88,~~983~~955.1411 0.00 20,000,000.00 4-A-1 0.00 0.00 ~~475~~467,~~519~~238.1745 0.00 ~~113~~110,~~281~~771,~~203~~970.0554 3-A-X 0.00 0.00 5442,~~835~~798.5819 0.00 38,~~137~~089,~~756~~193.7516 5-A-1 0.00 0.00 ~~250~~247,~~825~~773.6533 0.00 5554,~~728~~887,~~647~~057.2051 5-A-2-1 0.00 0.00 ~~234~~231,~~269~~418.7691 0.00 5251,~~050~~264,~~246~~206.2315 5-A-2-2 0.00 0.00 16,~~555~~354.8942 0.00 3,~~678~~622,~~400~~851.9636 C-B-1 0.00 0.00 74,~~509~~463.8210 0.00 17,~~373~~371,~~374~~064.0382 C-B-2 0.00 0.00 35,~~347~~324.1598 0.00 8,~~241~~240,~~856~~761.6719 C-B-3 0.00 0.00 12,~~625~~617.5160 0.00 2,943,~~877~~485.2596 C-B-4 0.00 0.00 7,~~566~~561.7399 0.00 1,764,~~327~~092.1160 C-B-5 0.00 0.00 13,~~890~~881.2150 0.00 3,238,~~764~~334.7829 C-B-6 0.00 0.00 13,~~890~~881.2150 0.00 3,238,~~764~~334.7829 C-B-7 0.00 0.00 8,~~835~~829.4086 0.00 2,~~060~~059,~~141~~867.2946 6-A-1-1 0.00 0.00 ~~242~~253,~~552~~747.8876 0.00 7371,~~931~~834,~~037~~534.6088 6-A-1-2 0.00 0.00 6164,~~791~~586.6698 0.00 1817,~~482~~958,~~759~~633.4072 6-A-2-1 0.00 0.00 ~~938~~984,~~084~~151.1159 0.00 ~~285~~276,~~998~~151,~~194~~938.7859 6-A-2-2 0.00 0.00 ~~105~~110,~~640~~758.4891 0.00 3130,~~776~~682,~~543~~550.6173 6-M-1 0.00 0.00 6570,~~217~~442.7223 0.00 19,370,000.00 6-M-2 0.00 0.00 4851,~~270~~972.5788 0.00 13,315,000.00 6-M-3 0.00 0.00 2325,~~564~~260.3959 0.00 5,810,000.00 6-M-4 0.00 0.00 2223,~~004~~454.6392 0.00 4,596,000.00 6-X 0.00 0.00 ~~458~~675,~~983~~651.3041 0.00 ~~455~~442,~~700~~139,~~541~~663.0760 P 0.00 0.00 ~~52,754~~0.3800 0.00 0.00 Totals 0.00 0.00 4,~~483~~688,~~439~~797.0007 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-1 101,590,000.00 4.~~99544~~99275% ~~980~~967.~~54855724~~23348095 4.~~08189576~~02429442 0.00000000 0.00000000 1-A-2 7,180,000.00 4.~~99544~~99275% ~~980~~967.~~54855710~~23348050 4.~~08189554~~02429387 0.00000000 0.00000000 AR 50.00 4.~~99408~~99160% 0.00000000 0.00000000 0.00000000 0.00000000 AR-L 50.00 4.~~99408~~99160% 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 109,979,000.00 5.~~13415~~13107% ~~963~~946.~~38211622~~89690114 4.~~12179462~~04882959 0.00000000 0.00000000 2-A-2 3,401,000.00 5.~~13415~~13107% ~~963~~946.~~38211702~~89690091 4.~~12179359~~04882976 0.00000000 0.00000000 3-A-1 42,860,000.00 3.~~56000~~74125% ~~924~~889.~~69650677~~82166939 2.~~83470859~~95915142 0.00000000 0.00000000 3-A-2-1 19,430,000.00 5.~~33899~~33731% 1000.00000000 4.~~44915697~~44775553 0.00000000 0.00000000 3-A-2-2 12,960,000.00 5.~~33899~~33731% 1000.00000000 4.~~44915741~~44775540 0.00000000 0.00000000 3-A-3 20,000,000.00 5.~~33899~~33731% 1000.00000000 4.~~44915700~~44775550 0.00000000 0.00000000 4-A-1 117,677,000.00 4.~~95049~~94951% ~~979~~962.~~51131326~~64523271 43.~~04088454~~97051633 0.00000000 0.00000000 3-A-X 0.00 1.~~66032~~34664% ~~924~~889.~~69650677~~82166939 10.~~27941157~~99855786 0.00000000 0.00000000 5-A-1 57,480,000.00 5.~~33948~~33528% ~~980~~969.~~70361100~~53109255 4.~~36370303~~31060056 0.00000000 0.00000000 5-A-2-1 53,686,000.00 5.~~33948~~33528% ~~980~~969.~~70361100~~53109246 4.~~36370301~~31060072 0.00000000 0.00000000 5-A-2-2 3,794,000.00 5.~~33948~~33528% ~~980~~969.~~70361096~~53109120 4.~~36370322~~31060095 0.00000000 0.00000000 C-B-1 17,380,000.00 5.~~14581~~14326% 999.~~74980610~~61875892 4.~~28710127~~28441254 0.00000000 0.00000000 C-B-2 8,245,000.00 5.~~14581~~14326% 999.~~74980594~~61875925 4.~~28710127~~28441237 0.00000000 0.00000000 C-B-3 2,945,000.00 5.~~14581~~14326% 999.~~74980645~~61876061 4.~~28710017~~28441426 0.00000000 0.00000000 C-B-4 1,765,000.00 5.~~14581~~14326% 999.~~74980737~~61875921 4.~~28709915~~28441360 0.00000000 0.00000000 C-B-5 3,240,000.00 5.~~14581~~14326% 999.~~74980556~~61875926 4.~~28710185~~28441358 0.00000000 0.00000000 C-B-6 3,240,000.00 5.~~14581~~14326% 999.~~74980556~~61875926 4.~~28710185~~28441358 0.00000000 0.00000000 C-B-7 2,060,927.00 5.~~14581~~14326% 999.~~74980676~~61875894 4.~~28709993~~28441182 0.00000000 0.00000000 6-A-1-1 79,600,000.00 3.~~68000~~86125% ~~961~~928.~~58203204~~78187940 3.~~04714661~~18778580 0.00000000 0.00000000 6-A-1-2 19,900,000.00 3.~~75000~~93125% ~~961~~928.~~58203216~~78187940 3.~~10510854~~24557688 0.00000000 0.00000000 6-A-2-1 307,450,000.00 3.~~69000~~87125% ~~960~~930.~~24424215~~22668655 3.~~05117609~~20101340 0.00000000 0.00000000 6-A-2-2 34,160,000.00 3.~~74000~~92125% ~~960~~930.~~24424210~~22668648 3.~~09251991~~24235685 0.00000000 0.00000000 6-M-1 19,370,000.00 34.~~91000~~09125% 1000.00000000 3.~~36694424~~63666649 0.00000000 0.00000000 6-M-2 13,315,000.00 4.~~21000~~39125% 1000.00000000 3.~~62527751~~90333308 0.00000000 0.00000000 6-M-3 5,810,000.00 4.~~71000~~89125% 1000.00000000 4.~~05583305~~34777797 0.00000000 0.00000000 6-M-4 4,596,000.00 5.~~56000~~74125% 1000.00000000 45.~~78777850~~10333333 0.00000000 0.00000000 6-X 135.51 0.00000% ~~459086127~~362855442.~~51827000~~91934000 0.00000000 0.00000000 0.00000000 P 0.00 0.00000% 0.00000000 0.00000000 0.00000000 0.00000000 (5) All denominations per $1,000.

Interest Distribution Factors Statement (continued) Remaining Ending Non-Supported Total Unpaid Certificate/ Interest Realized Interest Interest Notional Class Shortfall Losses (6) Distribution Shortfall Balance 1-A-1 0.00000000 0.00000000 4.~~08189576~~02429462 0.00000000 ~~967~~927.~~23348095~~83854976 1-A-2 0.00000000 0.00000000 4.~~08189554~~02429526 0.00000000 ~~967~~927.~~23348050~~83855014 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 4.~~12179443~~04882959 0.00000000 ~~946~~920.~~89690114~~09374044 2-A-2 0.00000000 0.00000000 4.~~12179359~~04882976 0.00000000 ~~946~~920.~~89690091~~09374008 3-A-1 0.00000000 0.00000000 2.~~83470859~~95915142 0.00000000 ~~889~~888.~~82166939~~68859449 3-A-2-1 0.00000000 0.00000000 4.~~44915697~~44775553 0.00000000 1000.00000000 3-A-2-2 0.00000000 0.00000000 4.~~44915741~~44775540 0.00000000 1000.00000000 3-A-3 0.00000000 0.00000000 4.~~44915700~~44775550 0.00000000 1000.00000000 4-A-1 0.00000000 0.00000000 43.~~04088454~~97051633 0.00000000 ~~962~~941.~~64523271~~32218309 3-A-X 0.00000000 0.00000000 10.~~27941157~~99855786 0.00000000 ~~889~~888.~~82166939~~68859449 5-A-1 0.00000000 0.00000000 4.~~36370303~~31060073 0.00000000 ~~969~~954.~~53109255~~88965745 5-A-2-1 0.00000000 0.00000000 4.~~36370301~~31060072 0.00000000 ~~969~~954.~~53109246~~88965745 5-A-2-2 0.00000000 0.00000000 4.~~36370322~~31060095 0.00000000 ~~969~~954.~~53109120~~88965735 C-B-1 0.00000000 0.00000000 4.~~28710127~~28441312 0.00000000 999.~~61875892~~48589298 C-B-2 0.00000000 0.00000000 4.~~28710127~~28441237 0.00000000 999.~~61875925~~48589327 C-B-3 0.00000000 0.00000000 4.~~28710017~~28441426 0.00000000 999.~~61876061~~48589474 C-B-4 0.00000000 0.00000000 4.~~28709915~~28441360 0.00000000 999.~~61875921~~48589235 C-B-5 0.00000000 0.00000000 4.~~28710185~~28441358 0.00000000 999.~~61875926~~48589198 C-B-6 0.00000000 0.00000000 4.~~28710185~~28441358 0.00000000 999.~~61875926~~48589198 C-B-7 0.00000000 0.00000000 4.~~28709993~~28441182 0.00000000 999.~~61875894~~48589154 6-A-1-1 0.00000000 0.00000000 3.~~04714673~~18778593 0.00000000 ~~928~~902.~~78187940~~44390553 6-A-1-2 0.00000000 0.00000000 3.~~10510854~~24557688 0.00000000 ~~928~~902.~~78187940~~44390553 6-A-2-1 0.00000000 0.00000000 3.~~05117616~~20101347 0.00000000 ~~930~~898.~~22668655~~20113381 6-A-2-2 0.00000000 0.00000000 3.~~09251991~~24235685 0.00000000 ~~930~~898.~~22668648~~20113378 6-M-1 0.00000000 0.00000000 3.~~36694476~~63666649 0.00000000 1000.00000000 6-M-2 0.00000000 0.00000000 3.~~62527751~~90333308 0.00000000 1000.00000000 6-M-3 0.00000000 0.00000000 4.~~05583305~~34777797 0.00000000 1000.00000000 6-M-4 0.00000000 0.00000000 45.~~78777850~~10333333 0.00000000 1000.00000000 6-X 0.00000000 0.00000000 ~~3387080~~4985989.~~65825400~~29968268 0.00000000 ~~362855442~~262782551.~~91934000~~84119000 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 2630,~~253~~097,~~777~~740.2182 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) ~~31,987~~0.5500 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties ~~52,754~~0.3800 Total Deposits 2630,~~338~~097,~~519~~740.1482 Withdrawals Reimbursement for Servicer Advances 031,987.0055 Payment of Service Fee ~~250~~246,~~820~~008.6592 Payment of Interest and Principal 2629,~~087~~819,~~698~~744.4935 Total Withdrawals (Pool Distribution Amount) 2630,~~338~~097,~~519~~740.1482 Ending Balance 0.00

SERVICING FEES Gross Servicing Fee ~~249~~245,~~868~~057.9469 PMI Fee 951.7123 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee ~~250~~246,~~820~~008.6592

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 1 0 0 1 88,700.00 0.00 0.00 88,700.00 30 Days 1338 01 0 0 1339 59,~~126~~872,~~307~~347.5461 0174,705.0086 0.00 0.00 510,~~126~~047,~~307~~053.5447 60 Days 310 0 0 0 310 ~~500~~3,~~229~~264,383.9418 0.00 0.00 0.00 ~~500~~3,~~229~~264,383.9418 90 Days 16 0 0 0 16 ~~228~~2,~~000~~212,135.0013 0.00 0.00 0.00 ~~228~~2,~~000~~212,135.0013 120 Days 03 0 0 0 03 0806,345.0066 0.00 0.00 0.00 0806,345.0066 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 1757 12 0 0 1859 516,~~854~~155,~~537~~211.4858 88263,~~700~~405.0086 0.00 0.00 516,~~943~~418,~~237~~617.4844 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.~~029612~~030285% 0.000000% 0.000000% 0.~~029612~~030285% 0.~~008674~~008893% 0.000000% 0.000000% 0.~~008674~~008893% 30 Days 01.~~384957~~150818% 0.~~000000~~030285% 0.000000% 0.000000% 01.~~384957~~181102% 0.~~501321~~989773% 0.~~000000~~017516% 0.000000% 0.000000% 01.~~501321~~007288% 60 Days 0.~~088836~~302847% 0.000000% 0.000000% 0.000000% 0.~~088836~~302847% 0.~~048919~~327278% 0.000000% 0.000000% 0.000000% 0.~~048919~~327278% 90 Days 0.~~029612~~181708% 0.000000% 0.000000% 0.000000% 0.~~029612~~181708% 0.~~022297~~221782% 0.000000% 0.000000% 0.000000% 0.~~022297~~221782% 120 Days 0.~~000000~~090854% 0.000000% 0.000000% 0.000000% 0.~~000000~~090854% 0.~~000000~~080842% 0.000000% 0.000000% 0.000000% 0.~~000000~~080842% 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 01.~~503405~~726227% 0.~~029612~~060569% 0.000000% 0.000000% 01.~~533017~~786796% 01.~~572537~~619675% 0.~~008674~~026408% 0.000000% 0.000000% 01.~~581211~~646083%

Delinquency Status By Groups

DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 1-Jumbo 3/1 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 01 0 0 0 01 0560,000.00 0.00 0.00 0.00 0560,000.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 01 0 0 0 01 0560,000.00 0.00 0.00 0.00 0560,000.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.~~000000~~480769% 0.000000% 0.000000% 0.000000% 0.~~000000~~480769% 0.~~000000~~515566% 0.000000% 0.000000% 0.000000% 0.~~000000~~515566% 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~~480769% 0.000000% 0.000000% 0.000000% 0.~~000000~~480769% 0.~~000000~~515566% 0.000000% 0.000000% 0.000000% 0.~~000000~~515566% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 2-Jumbo 5/1 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 10 0 0 0 10 ~~480,000~~0.00 0.00 0.00 0.00 ~~480,000~~0.00 60 Days 01 0 0 0 01 0480,000.00 0.00 0.00 0.00 0480,000.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 1 0 0 0 1 480,000.00 0.00 0.00 0.00 480,000.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.~~485437~~000000% 0.000000% 0.000000% 0.000000% 0.~~485437~~000000% 0.~~416015~~000000% 0.000000% 0.000000% 0.000000% 0.~~416015~~000000% 60 Days 0.~~000000~~497512% 0.000000% 0.000000% 0.000000% 0.~~000000~~497512% 0.~~000000~~427275% 0.000000% 0.000000% 0.000000% 0.~~000000~~427275% 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.~~485437~~497512% 0.000000% 0.000000% 0.000000% 0.~~485437~~497512% 0.~~416015~~427275% 0.000000% 0.000000% 0.000000% 0.~~416015~~427275% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 3 - 10/1 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 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 Gr4 Conforming 3/1 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 02 0 0 0 02 0395,167.0073 0.00 0.00 0.00 0395,167.0073 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 01 0 0 0 01 0200,000.00 0.00 0.00 0.00 0200,000.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 03 0 0 0 03 0595,167.0073 0.00 0.00 0.00 0595,167.0073 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.~~000000~~355872% 0.000000% 0.000000% 0.000000% 0.~~000000~~355872% 0.~~000000~~331812% 0.000000% 0.000000% 0.000000% 0.~~000000~~331812% 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~~177936% 0.000000% 0.000000% 0.000000% 0.~~000000~~177936% 0.~~000000~~167935% 0.000000% 0.000000% 0.000000% 0.~~000000~~167935% 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~~533808% 0.000000% 0.000000% 0.000000% 0.~~000000~~533808% 0.~~000000~~499746% 0.000000% 0.000000% 0.000000% 0.~~000000~~499746% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Gr5 Conforming 5/1 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 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 6A-Conf Mix Hybrid 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 114 0 0 0 114 ~~276~~2,~~000~~707,857.0004 0.00 0.00 0.00 ~~276~~2,~~000~~707,857.0004 60 Days 12 0 0 0 12 ~~112~~544,~~605~~328.2127 0.00 0.00 0.00 ~~112~~544,~~605~~328.2127 90 Days 01 0 0 0 01 0191,826.0043 0.00 0.00 0.00 0191,826.0043 120 Days 01 0 0 0 01 0112,702.0088 0.00 0.00 0.00 0112,702.0088 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 218 0 0 0 218 ~~388~~3,~~605~~556,714.2162 0.00 0.00 0.00 ~~388~~3,~~605~~556,714.2162 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 02.~~207469~~985075% 0.000000% 0.000000% 0.000000% 02.~~207469~~985075% 02.~~268679~~705013% 0.000000% 0.000000% 0.000000% 02.~~268679~~705013% 60 Days 0.~~207469~~426439% 0.000000% 0.000000% 0.000000% 0.~~207469~~426439% 0.~~109618~~543757% 0.000000% 0.000000% 0.000000% 0.~~109618~~543757% 90 Days 0.~~000000~~213220% 0.000000% 0.000000% 0.000000% 0.~~000000~~213220% 0.~~000000~~191625% 0.000000% 0.000000% 0.000000% 0.~~000000~~191625% 120 Days 0.~~000000~~213220% 0.000000% 0.000000% 0.000000% 0.~~000000~~213220% 0.~~000000~~112585% 0.000000% 0.000000% 0.000000% 0.~~000000~~112585% 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 03.~~414938~~837953% 0.000000% 0.000000% 0.000000% 03.~~414938~~837953% 03.~~378298~~552980% 0.000000% 0.000000% 0.000000% 03.~~378298~~552980% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 6A-Non/Conf Mix Hb No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 1 0 0 1 88,700.00 0.00 0.00 88,700.00 30 Days 1122 01 0 0 1123 46,~~370~~769,~~307~~322.5484 0174,705.0086 0.00 0.00 46,~~370~~944,~~307~~028.5470 60 Days 26 0 0 0 26 ~~387~~1,~~624~~680,054.7391 0.00 0.00 0.00 ~~387~~1,~~624~~680,054.7391 90 Days 14 0 0 0 14 ~~228~~1,~~000~~820,308.0070 0.00 0.00 0.00 ~~228~~1,~~000~~820,308.0070 120 Days 02 0 0 0 02 0693,642.0078 0.00 0.00 0.00 0693,642.0078 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 1434 12 0 0 1536 410,~~985~~963,~~932~~329.2723 88263,~~700~~405.0086 0.00 0.00 511,~~074~~226,~~632~~735.2709 0-29 Days 0.~~085837~~088106% 0.000000% 0.000000% 0.~~085837~~088106% 0.~~025122~~025925% 0.000000% 0.000000% 0.~~025122~~025925% 30 Days 01.~~944206~~938326% 0.~~000000~~088106% 0.000000% 0.000000% 02.~~944206~~026432% 1.~~237763~~978488% 0.~~000000~~051062% 0.000000% 0.000000% 12.~~237763~~029550% 60 Days 0.~~171674~~528634% 0.000000% 0.000000% 0.000000% 0.~~171674~~528634% 0.~~109783~~491034% 0.000000% 0.000000% 0.000000% 0.~~109783~~491034% 90 Days 0.~~085837~~352423% 0.000000% 0.000000% 0.000000% 0.~~085837~~352423% 0.~~064574~~532026% 0.000000% 0.000000% 0.000000% 0.~~064574~~532026% 120 Days 0.~~000000~~176211% 0.000000% 0.000000% 0.000000% 0.~~000000~~176211% 0.~~000000~~202733% 0.000000% 0.000000% 0.000000% 0.~~000000~~202733% 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 12.~~201717~~995595% 0.~~085837~~176211% 0.000000% 0.000000% 13.~~287554~~171806% 13.~~412120~~204281% 0.~~025122~~076986% 0.000000% 0.000000% 13.~~437242~~281268%

OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 3193,~~987~~681.5525

CREDIT ENHANCEMENT Original $ Original % Current $ Current % Bankruptcy 223,586.00 0.02083525% 223,586.00 0.~~02186889~~02241998% Fraud 11,778,261.00 1.09757763% 11,778,261.00 1.~~15202866~~18105971% Special Hazard 5,889,131.00 0.54878886% 5,889,131.00 0.~~57601438~~59052991% Limit of Subordinate's Exposure to Certain Types of Losses

REO Detail - All Mortgage Loans in REO during Current Period

Summary 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 ~~Sep~~Oct-04 0.000% Original Principal Balance 0.00 ~~Oct~~Nov-04 0.000% Current Principal Balance 0.00 ~~Nov~~Dec-04 0.000% ~~Dec~~Jan-0405 0.000% Current REO Total ~~Jan~~Feb-05 0.000% Loans in REO 0 ~~Feb~~Mar-05 0.000% Original Principal Balance 0.00 ~~Mar~~Apr-05 0.000% Current Principal Balance 0.00 ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-05 0.000% ~~Jul~~Aug-05 0.000% ~~Aug~~Sep-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 1-Jumbo 3/1 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 ~~Sep~~Oct-04 0.000% Original Principal Balance 0.00 ~~Oct~~Nov-04 0.000% Current Principal Balance 0.00 ~~Nov~~Dec-04 0.000% ~~Dec~~Jan-0405 0.000% Current REO Total ~~Jan~~Feb-05 0.000% Loans in REO 0 ~~Feb~~Mar-05 0.000% Original Principal Balance 0.00 ~~Mar~~Apr-05 0.000% Current Principal Balance 0.00 ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-05 0.000% ~~Jul~~Aug-05 0.000% ~~Aug~~Sep-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 2-Jumbo 5/1 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 ~~Sep~~Oct-04 0.000% Original Principal Balance 0.00 ~~Oct~~Nov-04 0.000% Current Principal Balance 0.00 ~~Nov~~Dec-04 0.000% ~~Dec~~Jan-0405 0.000% Current REO Total ~~Jan~~Feb-05 0.000% Loans in REO 0 ~~Feb~~Mar-05 0.000% Original Principal Balance 0.00 ~~Mar~~Apr-05 0.000% Current Principal Balance 0.00 ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-05 0.000% ~~Jul~~Aug-05 0.000% ~~Aug~~Sep-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 3 - 10/1 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 ~~Sep~~Oct-04 0.000% Original Principal Balance 0.00 ~~Oct~~Nov-04 0.000% Current Principal Balance 0.00 ~~Nov~~Dec-04 0.000% ~~Dec~~Jan-0405 0.000% Current REO Total ~~Jan~~Feb-05 0.000% Loans in REO 0 ~~Feb~~Mar-05 0.000% Original Principal Balance 0.00 ~~Mar~~Apr-05 0.000% Current Principal Balance 0.00 ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-05 0.000% ~~Jul~~Aug-05 0.000% ~~Aug~~Sep-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Gr4 Conforming 3/1 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 ~~Sep~~Oct-04 0.000% Original Principal Balance 0.00 ~~Oct~~Nov-04 0.000% Current Principal Balance 0.00 ~~Nov~~Dec-04 0.000% ~~Dec~~Jan-0405 0.000% Current REO Total ~~Jan~~Feb-05 0.000% Loans in REO 0 ~~Feb~~Mar-05 0.000% Original Principal Balance 0.00 ~~Mar~~Apr-05 0.000% Current Principal Balance 0.00 ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-05 0.000% ~~Jul~~Aug-05 0.000% ~~Aug~~Sep-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Gr5 Conforming 5/1 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 ~~Sep~~Oct-04 0.000% Original Principal Balance 0.00 ~~Oct~~Nov-04 0.000% Current Principal Balance 0.00 ~~Nov~~Dec-04 0.000% ~~Dec~~Jan-0405 0.000% Current REO Total ~~Jan~~Feb-05 0.000% Loans in REO 0 ~~Feb~~Mar-05 0.000% Original Principal Balance 0.00 ~~Mar~~Apr-05 0.000% Current Principal Balance 0.00 ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-05 0.000% ~~Jul~~Aug-05 0.000% ~~Aug~~Sep-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 6A-Conf Mix Hybrid 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 ~~Sep~~Oct-04 0.000% Original Principal Balance 0.00 ~~Oct~~Nov-04 0.000% Current Principal Balance 0.00 ~~Nov~~Dec-04 0.000% ~~Dec~~Jan-0405 0.000% Current REO Total ~~Jan~~Feb-05 0.000% Loans in REO 0 ~~Feb~~Mar-05 0.000% Original Principal Balance 0.00 ~~Mar~~Apr-05 0.000% Current Principal Balance 0.00 ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-05 0.000% ~~Jul~~Aug-05 0.000% ~~Aug~~Sep-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 6A-Non/Conf Mix Hb 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 ~~Sep~~Oct-04 0.000% Original Principal Balance 0.00 ~~Oct~~Nov-04 0.000% Current Principal Balance 0.00 ~~Nov~~Dec-04 0.000% ~~Dec~~Jan-0405 0.000% Current REO Total ~~Jan~~Feb-05 0.000% Loans in REO 0 ~~Feb~~Mar-05 0.000% Original Principal Balance 0.00 ~~Mar~~Apr-05 0.000% Current Principal Balance 0.00 ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-05 0.000% ~~Jul~~Aug-05 0.000% ~~Aug~~Sep-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

Summary 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 ~~Sep~~Oct-04 0.000% Original Principal Balance 0.00 ~~Oct~~Nov-04 0.000% Current Principal Balance 0.00 ~~Nov~~Dec-04 0.000% ~~Dec~~Jan-0405 0.000% Current Foreclosure Total ~~Jan~~Feb-05 0.000% Loans in Foreclosure 0 ~~Feb~~Mar-05 0.000% Original Principal Balance 0.00 ~~Mar~~Apr-05 0.000% Current Principal Balance 0.00 ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-05 0.000% ~~Jul~~Aug-05 0.000% ~~Aug~~Sep-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 1-Jumbo 3/1 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 ~~Sep~~Oct-04 0.000% Original Principal Balance 0.00 ~~Oct~~Nov-04 0.000% Current Principal Balance 0.00 ~~Nov~~Dec-04 0.000% ~~Dec~~Jan-0405 0.000% Current Foreclosure Total ~~Jan~~Feb-05 0.000% Loans in Foreclosure 0 ~~Feb~~Mar-05 0.000% Original Principal Balance 0.00 ~~Mar~~Apr-05 0.000% Current Principal Balance 0.00 ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-05 0.000% ~~Jul~~Aug-05 0.000% ~~Aug~~Sep-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 2-Jumbo 5/1 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 ~~Sep~~Oct-04 0.000% Original Principal Balance 0.00 ~~Oct~~Nov-04 0.000% Current Principal Balance 0.00 ~~Nov~~Dec-04 0.000% ~~Dec~~Jan-0405 0.000% Current Foreclosure Total ~~Jan~~Feb-05 0.000% Loans in Foreclosure 0 ~~Feb~~Mar-05 0.000% Original Principal Balance 0.00 ~~Mar~~Apr-05 0.000% Current Principal Balance 0.00 ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-05 0.000% ~~Jul~~Aug-05 0.000% ~~Aug~~Sep-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 3 - 10/1 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 ~~Sep~~Oct-04 0.000% Original Principal Balance 0.00 ~~Oct~~Nov-04 0.000% Current Principal Balance 0.00 ~~Nov~~Dec-04 0.000% ~~Dec~~Jan-0405 0.000% Current Foreclosure Total ~~Jan~~Feb-05 0.000% Loans in Foreclosure 0 ~~Feb~~Mar-05 0.000% Original Principal Balance 0.00 ~~Mar~~Apr-05 0.000% Current Principal Balance 0.00 ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-05 0.000% ~~Jul~~Aug-05 0.000% ~~Aug~~Sep-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Gr4 Conforming 3/1 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 ~~Sep~~Oct-04 0.000% Original Principal Balance 0.00 ~~Oct~~Nov-04 0.000% Current Principal Balance 0.00 ~~Nov~~Dec-04 0.000% ~~Dec~~Jan-0405 0.000% Current Foreclosure Total ~~Jan~~Feb-05 0.000% Loans in Foreclosure 0 ~~Feb~~Mar-05 0.000% Original Principal Balance 0.00 ~~Mar~~Apr-05 0.000% Current Principal Balance 0.00 ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-05 0.000% ~~Jul~~Aug-05 0.000% ~~Aug~~Sep-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Gr5 Conforming 5/1 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 ~~Sep~~Oct-04 0.000% Original Principal Balance 0.00 ~~Oct~~Nov-04 0.000% Current Principal Balance 0.00 ~~Nov~~Dec-04 0.000% ~~Dec~~Jan-0405 0.000% Current Foreclosure Total ~~Jan~~Feb-05 0.000% Loans in Foreclosure 0 ~~Feb~~Mar-05 0.000% Original Principal Balance 0.00 ~~Mar~~Apr-05 0.000% Current Principal Balance 0.00 ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-05 0.000% ~~Jul~~Aug-05 0.000% ~~Aug~~Sep-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 6A-Conf Mix Hybrid 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 ~~Sep~~Oct-04 0.000% Original Principal Balance 0.00 ~~Oct~~Nov-04 0.000% Current Principal Balance 0.00 ~~Nov~~Dec-04 0.000% ~~Dec~~Jan-0405 0.000% Current Foreclosure Total ~~Jan~~Feb-05 0.000% Loans in Foreclosure 0 ~~Feb~~Mar-05 0.000% Original Principal Balance 0.00 ~~Mar~~Apr-05 0.000% Current Principal Balance 0.00 ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-05 0.000% ~~Jul~~Aug-05 0.000% ~~Aug~~Sep-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 6A-Non/Conf Mix Hb 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 ~~Sep~~Oct-04 0.000% Original Principal Balance 0.00 ~~Oct~~Nov-04 0.000% Current Principal Balance 0.00 ~~Nov~~Dec-04 0.000% ~~Dec~~Jan-0405 0.000% Current Foreclosure Total ~~Jan~~Feb-05 0.000% Loans in Foreclosure 0 ~~Feb~~Mar-05 0.000% Original Principal Balance 0.00 ~~Mar~~Apr-05 0.000% Current Principal Balance 0.00 ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-05 0.000% ~~Jul~~Aug-05 0.000% ~~Aug~~Sep-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

COLLATERAL STATEMENT Collateral Description Mixed ARM Weighted Average Gross Coupon 5.~~801959~~799927% Weighted Average Net Coupon 5.~~491004~~512298% Weighted Average Pass-Through Rate 5.~~513527~~511182% Weighted Average Maturity(Stepdown Calculation) 1 Beginning Scheduled Collateral Loan Count 3,~~194~~377 Number Of Loans Paid In Full ~~(183)~~75 Ending Scheduled Collateral Loan Count 3,~~377~~302 Beginning Scheduled Collateral Balance ~~964~~1,~~262~~022,~~131~~393,058.8737 Ending Scheduled Collateral Balance 1997,~~022~~262,~~393,058~~111.3711 Ending Actual Collateral Balance at 2931-~~Jul~~Aug-2005 1997,~~022~~435,~~560,535~~586.9865 Monthly P&I Constant 5,~~256~~145,~~678~~170.1630 Special Servicing Fee 0.00 Prepayment Penalties ~~52,754~~0.3800 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Scheduled Principal ~~211~~203,~~296~~666.1046 Unscheduled Principal 2024,~~915~~927,~~271~~280.0980 Extra principal distribution Amount ~~363,871~~0.4000 Excess Cash Amount ~~822~~675,~~854~~651.7344

Miscellaneous Reporting Grp 6A Net Funds Cap 5.7658 Grp 6B Net Funds Cap 5.7858 Excess Cash ~~822~~675,~~854~~651.7344 Extra Principal Distribution ~~363,871~~0.4000 Overcollateralization Amount 2,421,005.68 Overcollateralization Deficiency 0.00 Overcollateralization Increase ~~363,871~~0.4000 3 Month Rolling Delinquency Percentage 0.~~211355~~616963% Target Overcollateralization 2,421,005.68 Step Down Date Reach NO Trigger Event -3 mo Delinq Rate > 5.25% NO Aggregrate Subsequent Transfer Amounts ~~79,257,493~~0.6900 Capitalized Interest Account Amount 0.00 Capitalized Interest Distribution Amount 0.00 Prefunding Account Amount 0.00

Group Level Collateral Statement Group Group 1-Jumbo 3/1 Group 2-Jumbo 5/1 Group 3 - 10/1 Collateral Description Mixed ARM Mixed ARM Mixed ARM Weighted Average Coupon Rate 5.~~304902~~302433 5.~~480971~~477866 5.~~590611~~588954 Weighted Average Net Rate 4.~~995500~~992748 5.~~136590~~133546 5.~~338989~~337307 Weighted Average Maturity ~~355~~354 354 355 ~~356~~ Beginning Loan Count ~~219~~216 ~~210~~206 ~~161~~159 Loans Paid In Full 38 45 20 Ending Loan Count ~~216~~208 ~~206~~201 159 Beginning Scheduled Balance ~~114~~112,~~342~~893,~~370~~195.6853 ~~117~~115,~~238~~368,~~889~~934.7091 9897,~~750~~254,~~589~~833.9616 Ending Scheduled Balance ~~112~~108,~~893~~607,~~195~~299.5321 ~~115~~112,~~368~~329,~~934~~113.9145 97,~~254~~205,~~833~~226.1696 Record Date 0708/2931/2005 0708/2931/2005 0708/2931/2005 Principal And Interest Constant ~~518~~512,~~779~~199.8751 ~~548~~539,~~088~~308.4046 ~~475~~468,~~053~~033.0186 Scheduled Principal 13,~~300~~359.6302 12,~~602~~662.6117 1415,~~989~~073.5620 Unscheduled Principal 14,~~435~~272,~~874~~537.5230 13,~~857~~027,~~352~~159.1829 134,~~480,767~~533.2400 Scheduled Interest ~~505~~498,~~479~~840.2449 ~~535~~526,~~485~~646.7929 ~~460~~452,~~063~~960.4566 Servicing Fees 29,~~481~~134.5038 33,~~645~~103.6820 20,~~706~~394.5593 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 0.00 237.90 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 ~~475~~469,~~997~~706.7411 ~~501~~493,~~602~~305.2119 ~~439~~432,~~356~~565.9073 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.~~995500~~992748 5.~~134155~~131071 5.~~338989~~337307

Group Level Collateral Statement Group Gr4 Conforming 3/1 Gr5 Conforming 5/1 6A-Conf Mix Hybrid Collateral Description Mixed ARM Mixed ARM Mixed ARM Weighted Average Coupon Rate 5.~~264474~~263248 5.~~682723~~679005 6.~~209731~~205085 Weighted Average Net Rate 4.~~950491~~949507 5.~~340006~~335816 5.~~953063~~948544 Weighted Average Maturity 353 354 ~~355~~354 ~~355~~ Beginning Loan Count ~~581~~572 ~~583~~577 ~~495~~482 Loans Paid In Full 10 9 6 13 Ending Loan Count ~~572~~562 ~~577~~568 ~~482~~469 Beginning Scheduled Balance ~~123~~121,~~580~~594,~~177~~707.4903 ~~120~~119,~~866~~580,~~836~~846.5967 ~~105~~102,~~880~~704,~~053~~287.2717 Ending scheduled Balance ~~121~~119,~~594~~084,~~707~~762.0377 ~~119~~117,~~580~~896,~~846~~045.6712 ~~102~~100,~~704~~083,~~287~~658.1777 Record Date 0708/2931/2005 0708/2931/2005 0708/2931/2005 Principal And Interest Constant ~~552~~543,~~866~~729.2429 ~~596~~589,~~136~~795.4572 ~~575~~557,~~339~~461.9050 Scheduled Principal 10,~~712~~410.3908 23,~~759~~878.1789 2726,~~434~~387.3545 Unscheduled Principal 12,~~974~~499,~~758~~534.0718 1,~~262~~660,~~230~~922.7566 32,~~148~~594,~~331~~240.7595 Scheduled Interest ~~542~~533,~~153~~319.8521 ~~572~~565,~~377~~916.2883 ~~547~~531,~~905~~074.5505 Servicing Fees 3231,~~335~~790.1097 34,~~519~~198.2998 2221,~~646~~956.7056 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 53.32 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 ~~509~~501,~~818~~528.7524 ~~537~~531,~~804~~664.6753 ~~525~~509,~~258~~117.8549 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.~~950491~~949507 5.~~339476~~335281 5.~~953063~~948544

Group Level Collateral Statement Group 6A-Non/Conf Mix Hb Total Collateral Description Mixed ARM Mixed ARM Weighted Average Coupon Rate 6.~~223601~~230365 5.~~801959~~799927 Weighted Average Net Rate 5.~~899765~~977177 5.~~491004~~512298 Weighted Average Maturity ~~355~~354.00 1.00 Record Date 0708/2931/2005 0708/2931/2005 Principal And Interest Constant 1,~~990~~934,~~414~~641.2996 5,~~256~~145,~~678~~170.1630 Beginning Loan Count ~~945~~1,165 3,~~194~~377 Loans Paid In Full ~~(220)~~30 ~~(183)~~75 Ending Loan Count 1,~~165~~135 3,~~377~~302 Beginning Scheduled Balance ~~283~~352,~~603~~996,~~214~~253.1890 ~~964~~1,~~262~~022,~~131~~393,058.8737 Ending Scheduled Balance ~~352~~342,~~996~~056,~~253~~004.9083 1997,~~022~~262,~~393,058~~111.3711 Scheduled Principal ~~108~~101,~~497~~895.3965 ~~211~~203,~~296~~666.1046 Unscheduled Principal 910,~~755~~838,~~956~~353.5842 2024,~~915~~927,~~271~~280.0980 Scheduled Interest 1,~~881~~832,~~916~~746.9031 54,~~045~~941,~~382~~503.0684 Servicing Fee 7674,~~534~~478.1267 ~~249~~245,~~868~~057.9469 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 660.4901 951.7123 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest 1,~~804~~757,~~722~~607.2963 4,~~794~~695,~~561~~494.4192 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.~~968314~~974934 5.~~513527~~511182

Prepayment Detail - Prepayments during Current Period Summary Loans Paid In Full Repurchased Loans Original Current Original Current Principal Principal Principal Principal Group Count Balance Balance Count Balance Balance Group 1-Jumbo 3/1 38 14,~~433~~272,250.00 14,~~430~~269,~~606~~266.0769 0 0.00 0.00 Group 2-Jumbo 5/1 45 13,~~846~~010,~~200~~300.00 13,~~843~~007,~~195~~693.7045 0 0.00 0.00 Group 3 - 10/1 20 ~~1,439,000~~0.00 ~~1,437,944~~0.7900 0 0.00 0.00 Gr4 Conforming 3/1 910 12,~~926~~470,~~000~~300.00 12,~~924~~468,~~429~~490.2428 0 0.00 0.00 Gr5 Conforming 5/1 69 1,~~249~~649,~~300~~250.00 1,~~249~~648,~~076~~364.7381 0 0.00 0.00 6A-Conf Mix Hybrid 13 32,~~145~~595,~~264~~647.00 32,~~140~~591,~~557~~385.6900 0 0.00 0.00 6A-Non/Conf Mix Hb 2930 911,~~943~~066,~~158~~418.00 910,~~635~~835,~~712~~051.1502 0 0.00 0.00 Total 6675 2025,~~982~~064,~~172~~165.00 2024,~~661~~820,~~522~~251.3725 0 0.00 0.00

Prepayment Detail - Prepayments during Current Period (continued) Summary Substitution Loans Liquidated Loans Curtailments Original Current Original Current Principal Principal Principal Principal Curtailment Group Count Balance Balance Count Balance Balance Amount Group 1-Jumbo 3/1 0 0.00 0.00 0 0.00 0.00 53,~~268~~771.4525 Group 2-Jumbo 5/1 0 0.00 0.00 0 0.00 0.00 1420,~~156~~080.4884 Group 3 - 10/1 0 0.00 0.00 0 0.00 0.00 4234,~~822~~533.4500 Gr4 Conforming 3/1 0 0.00 0.00 0 0.00 0.00 5031,~~676~~422.6096 Gr5 Conforming 5/1 0 0.00 0.00 0 0.00 0.00 1312,~~154~~702.0220 6A-Conf Mix Hybrid 0 0.00 0.00 0 0.00 0.00 83,~~974~~529.8202 6A-Non/Conf Mix Hb 0 0.00 0.00 0 0.00 0.00 ~~127~~6,~~220~~978.5034 Total 0 0.00 0.00 0 0.00 0.00 ~~262~~113,~~273~~017.3261

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount Group 1-Jumbo 3/1 ~~0402919315~~0402308040 NVCA 80.00 01-~~Apr~~Jan-2005 ~~614~~428,~~250~~000.00 ~~614~~428,~~249~~000.9900 Group 1-Jumbo 3/1 ~~0402919609~~0402558911 CA 7780.6300 01-Mar-2005 406,400.00 402,938.83 Group 1-Jumbo 3/1 0402807101 CA 66.66 01-May-2005 ~~399~~649,950.00 649,949.23 Group 1-Jumbo 3/1 0402919386 CA 69.07 01-May-2005 650,000.00 ~~397~~650,~~355~~000.0900 Group 1-Jumbo 3/1 ~~0500384888~~0402919405 CA 80.00 01-May-2005 ~~420~~566,~~000~~400.00 ~~419~~566,~~000~~378.9900 Group 21-Jumbo 53/1 ~~0402936364~~0402919720 COCA 80.00 01-~~Mar~~May-2005 ~~448~~444,000.00 444,~~995~~000.7200 Group 21-Jumbo 53/1 ~~0402936447~~0402919807 CA 5875.7600 01-~~Apr~~May-2005 ~~503~~727,~~000~~500.00 ~~502~~727,~~999~~499.9899 Group 21-Jumbo 53/1 ~~0402953970~~0403016072 DCSC 7269.4057 01-~~May~~Mar-2005 400,000.00 400,000.00 Group 2-Jumbo 5/1 ~~0500372656~~0402835716 CA 80.00 01-May-2005 ~~495~~836,~~200~~000.00 ~~495~~836,~~200~~000.00 Group 32-Jumbo 5/1 0402936487 AZ 70.00 01-Mar-2005 10454,300.00 454,299.97 Group 2-Jumbo 5/1 ~~0402955199~~0500369004 CA 5380.5800 01-Apr-2005 ~~643~~560,000.00 ~~641~~560,~~944~~000.7900 Group 3 2-Jumbo 105/1 ~~0402955264~~0500371534 CA 80.00 01-~~Jun~~Apr-2005 ~~796~~540,000.00 ~~796~~539,822.42 Group 2-Jumbo 5/1 0500386516 CA 80.00 01-May-2005 620,000.00 616,956.06 Gr4 Conforming 3/1 ~~0402308291~~0402308320 KSNC 80.00 01-Jan-2005 ~~122~~136,~~400~~000.00 ~~122~~136,~~303~~000.1800 Gr4 Conforming 3/1 ~~0402919301~~0402919577 CA 1880.7500 01-May-2005 ~~300~~348,000.00 ~~300~~346,~~000~~122.28 Gr4 Conforming 3/1 0402919597 AZ 68.86 01-May-2005 162,500.00 162,500.00 Gr4 Conforming 3/1 ~~0402919337~~0402919692 CAWA 7080.5900 01-May-2005 ~~300~~312,000.00 ~~300~~312,000.00 Gr4 Conforming 3/1 ~~0403015995~~0403015908 CAGA 3780.0100 01-~~Apr~~Mar-2005 ~~161~~222,000.00 ~~161~~222,000.00 Gr4 Conforming 3/1 ~~0403016024~~0403015974 AZCA 6280.5500 01-Mar-2005 346,700.00 346,700.00 Gr4 Conforming 3/1 0403016053 CA 65.00 01-Apr-2005 ~~319~~295,~~000~~750.00 ~~317~~295,~~214~~603.9639 Gr4 Conforming 3/1 ~~0403016083~~0403016074 FLCA 5189.6198 01-Feb-2005 80268,~~000~~150.00 80268,~~000~~149.0099 Gr4 Conforming 3/1 ~~0403016114~~0403016102 KSFL 80.00 01-~~Apr~~Mar-2005 92236,~~800~~000.00 92235,~~794~~835.4256 Gr4 Conforming 3/1 ~~0500364097~~0500383355 AZNY 80.00 01-May-2005 143,200.00 143,200.00 Gr5 Conforming 5/1 0402696563 FL 90.00 01-Mar-2005 79,200.00 79,191.42 Gr5 Conforming 5/1 0402763400 VA 79.99 01-Apr-2005 ~~230~~327,~~800~~700.00 ~~230~~327,~~798~~700.9100 ~~Gr4~~Gr5 Conforming 35/1 ~~0500397313~~0402800154 CA 8070.00 01-~~Jan~~Apr-2005 ~~320~~239,~~000~~750.00 ~~319~~239,~~970~~749.0097 Gr5 Conforming 5/1 ~~0402308177~~0402919702 NYCA 7380.3800 01-~~Jan~~May-2005 ~~499~~252,000.00 ~~499~~252,000.00 Gr5 Conforming 5/1 ~~0402751924~~0500359083 CA 80.00 01-Apr-2005 ~~149~~141,~~600~~200.00 ~~149~~140,~~600~~300.0037 Gr5 Conforming 5/1 ~~0402919319~~0500364457 AZ 7980.8400 01-~~Apr~~May-2005 ~~125~~187,~~900~~750.00 ~~125~~187,~~900~~750.00 Gr5 Conforming 5/1 ~~0402919449~~0500365741 AZ 6560.7574 01-~~May~~Apr-2005 ~~153~~176,~~200~~150.00 ~~152~~176,~~999~~150.1100 Gr5 Conforming 5/1 ~~0500346054~~0500381918 AZCA 8040.0075 01-~~Mar~~May-2005 ~~120~~163,000.00 ~~119~~162,~~977~~999.6298 Gr5 Conforming 5/1 ~~0500359094~~0500391434 FLAZ 8064.45 01-Feb-2005 82,500.00 82,378.72 6A-Conf Mix Hybrid 0402807098 CA 75.39 01-Apr-2005 ~~201~~294,~~600~~000.00 ~~201~~294,~~600~~000.00 6A-Conf Mix Hybrid ~~0402196361~~0402879514 MINV 9464.0099 01-~~Oct~~Sep-2004 ~~216~~271,~~200~~700.00 ~~216~~271,~~200~~669.0015 6A-Conf Mix Hybrid ~~0402746577~~0403016039 FLCA 9577.0030 01-~~Apr~~Mar-2005 ~~216~~270,~~650~~547.00 ~~216~~270,~~650~~547.00 6A-Conf Mix Hybrid ~~0402746581~~0403016079 FLME 7995.9900 01-~~Apr~~Feb-2005 ~~187~~161,~~550~~500.00 ~~187~~160,~~550~~309.0063 6A-Conf Mix Hybrid ~~0402751897~~0403016090 CA 80.00 01-~~May~~Mar-2005 ~~380~~264,~~000~~800.00 ~~380~~264,~~000~~800.00 6A-Conf Mix Hybrid ~~0402751904~~0403016107 AZCA 7990.9800 01-~~Apr~~Mar-2005 ~~168~~198,~~900~~000.00 ~~168~~197,~~900~~800.00 6A-Conf Mix Hybrid ~~0402919232~~0500346003 NJCA 8074.0097 01-Mar-2005 ~~273~~168,~~464~~700.00 ~~271~~168,~~379~~699.1137 6A-Conf Mix Hybrid ~~0402919287~~0500354493 CAAZ 79.99 01-May-2005 ~~231~~136,~~900~~150.00 ~~231~~136,~~899~~039.9986 6A-Conf Mix Hybrid ~~0500310206~~0500355025 FLCA 8070.00 01-~~Mar~~Apr-2005 ~~169~~259,~~600~~000.00 ~~168~~257,~~794~~279.0947 6A-Conf Mix Hybrid ~~0500347634~~0500362209 CANV 7095.00 01-~~Apr~~May-2005 ~~245~~90,~~000~~250.00 ~~245~~89,~~000~~927.0037 6A-Conf Mix Hybrid ~~0500359012~~0500364071 COFL 8580.00 01-Apr-2005 ~~272~~159,~~000~~600.00 ~~271~~159,~~999~~061.9876 6A-Conf Mix Hybrid ~~0500373127~~0500365454 NJCA 80.00 01-Apr-2005 ~~256~~150,000.00 ~~255~~150,~~061~~000.7300 6A-Conf Mix Hybrid ~~0500380117~~0500378198 CAAZ 6479.3298 01-May-2005 ~~312~~171,~~000~~400.00 ~~310~~170,~~748~~578.2632 6A-Non/Conf Mix ~~Hybrid~~Hb ~~0500383757~~0402308019 OKCA 7579.0099 01-~~May~~Dec-~~2005~~2004 ~~216~~410,~~000~~700.00 ~~215~~410,~~173~~699.7799 6A-Non/Conf Mix Hb ~~0402726249~~0402708420 FLNV 80.00 01-~~Feb~~Apr-2005 248,~~400~~900.00 248,~~330~~868.1482 6A-Non/Conf Mix Hb ~~0402726266~~0402746752 NCCA 6862.3871 01-Apr-2005 93950,000.00 93950,000.00 6A-Non/Conf Mix Hb ~~0402730005~~0402800150 AZCA 70.00 01-~~Jan~~Apr-2005 ~~103~~556,~~600~~500.00 ~~103~~556,~~597~~500.7700 6A-Non/Conf Mix Hb ~~0402746584~~0402919076 NJ 6775.5000 01-~~Apr~~Feb-2005 ~~270~~487,~~000~~500.00 ~~268~~481,~~824~~549.5649 6A-Non/Conf Mix Hb ~~0402763391~~0402919087 GAFL 9280.00 01-~~Apr~~Feb-2005 ~~115~~420,000.00 ~~114~~206,~~899~~333.4370 6A-Non/Conf Mix Hb ~~0402763440~~0402919211 TXCA 80.00 01-~~Apr~~Mar-2005 81288,~~600~~000.00 81284,~~244~~735.7370 6A-Non/Conf Mix Hb ~~0402835722~~0402919313 CA 7580.00 01-May-2005 ~~468~~298,~~750~~400.00 ~~468~~298,~~750~~399.0099 6A-Non/Conf Mix Hb ~~0402919333~~0402919342 CA 8079.0099 01-~~May~~Apr-2005 ~~336~~215,~~000~~900.00 ~~336~~215,~~000~~900.00 6A-Non/Conf Mix Hb ~~0402919447~~0402919400 ILCO 80.00 01-May-2005 ~~384~~400,000.00 ~~384~~400,000.00 6A-Non/Conf Mix Hb ~~0402919486~~0402919404 CAMA 7480.9500 01-May-2005 ~~810~~496,000.00 ~~810~~495,~~000~~999.0096 6A-Non/Conf Mix Hb ~~0402919538~~0402919446 CAMD 80.00 01-May-2005 ~~456~~228,000.00 ~~456~~228,000.00 6A-Non/Conf Mix Hb ~~0402919870~~0402919500 VAIL 6280.2000 01-May-2005 ~~127~~132,~~500~~000.00 ~~127~~132,~~499~~000.9900 6A-Non/Conf Mix Hb ~~0500298631~~0402919844 TXCA 7980.7400 01-~~Feb~~May-2005 ~~303~~520,000.00 ~~300~~520,~~993~~000.9000 6A-Non/Conf Mix Hb ~~0500334163~~0403016064 NJWA 9080.00 01-~~Mar~~Apr-2005 ~~157~~400,~~500~~000.00 ~~156~~400,~~751~~000.5700 6A-Non/Conf Mix Hb ~~0500345862~~0403107176 NJCA 7675.9238 01-~~Mar~~Jun-2005 ~~650~~750,000.00 ~~646~~750,~~426~~000.2700 6A-Non/Conf Mix Hb ~~0500347773~~0403109353 NJFL 4480.8400 01-~~May~~Jun-2005 1304,000~~,000~~.00 ~~995~~304,~~163~~000.6600 6A-Non/Conf Mix Hb ~~0500349620~~0403157660 IL 80.00 01-~~Mar~~May-2005 ~~272~~540,000.00 ~~271~~540,~~999~~000.9800 6A-Non/Conf Mix Hb ~~0500364745~~0403173538 PACA 8056.0014 01-~~May~~Jul-2005 ~~140~~192,000.00 ~~139~~191,~~414~~395.1273 6A-Non/Conf Mix Hb ~~0500368702~~0500274135 NJAZ 7080.00 01-~~Apr~~Dec-~~2005~~2004 ~~192~~276,~~500~~100.00 ~~191~~276,~~554~~094.9106 6A-Non/Conf Mix Hb ~~0500372196~~0500303711 AZNJ 8070.00 01-Apr-2005 ~~288~~212,~~000~~800.00 ~~286~~212,~~652~~749.0102 6A-Non/Conf Mix Hb ~~0500375626~~0500347758 FL 80.00 01-Apr-2005 ~~131~~68,~~368~~000.00 ~~130~~68,~~898~~000.3700 6A-Non/Conf Mix Hb ~~0500382496~~0500354934 CAFL 7080.00 01-~~May~~Apr-2005 ~~717~~151,~~500~~520.00 ~~714~~150,~~884~~686.3293 6A-Non/Conf Mix Hb ~~0500382709~~0500364974 NVFL 80.00 01-~~Feb~~May-2005 ~~640~~139,~~000~~998.00 ~~640~~139,~~000~~998.00 6A-Non/Conf Mix Hb ~~0500385501~~0500373704 NJCA 7970.9300 01-~~May~~Apr-2005 ~~880~~885,~~000~~500.00 ~~586~~880,~~175~~860.0378 6A-Non/Conf Mix Hb ~~0500393547~~0500381320 HINY 6980.5600 01-~~Jun~~May-2005 ~~240~~296,000.00 ~~240~~294,~~000~~742.0029 6A-Non/Conf Mix Hb ~~0500395401~~0500382837 FLCA 8070.00 01-May-2005 ~~181~~532,~~520~~000.00 ~~180~~529,~~756~~196.4704 6A-Non/Conf Mix Hb ~~0500428331~~0500383553 FLVA 8070.00 01-~~Jun~~May-2005 ~~203~~217,~~920~~700.00 ~~203~~216,~~474~~630.4199 6A-Non/Conf Mix Hb ~~0500435534~~0500399068 WAFL 2780.8300 01-~~Jul~~May-2005 ~~160~~238,000.00 ~~160~~238,000.00 6A-Non/Conf Mix Hb ~~0500455030~~0500425081 CAAZ 7895.9200 01-~~Jul~~Jun-2005 ~~292~~210,~~000~~900.00 ~~291~~210,~~444~~033.4459

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning Group 1-Jumbo 3/1 ~~0402919315~~0402308040 Loan Paid in Full 0 5.625% 360 8 Group 1-Jumbo 3/1 0402558911 Loan Paid in Full (2) 5.~~500~~000% 360 46 Group 1-Jumbo 3/1 ~~0402919609~~0402807101 Loan Paid in Full 0 5.375% 360 34 Group 1-Jumbo 3/1 ~~0500384888~~0402919386 Loan Paid in Full 0 5.625% 360 4 Group 1-Jumbo 3/1 0402919405 Loan Paid in Full (1) 5.250% 360 4 Group 21-Jumbo 3/1 0402919720 Loan Paid in Full 0 5.250% 360 4 Group 1-Jumbo 3/1 ~~0402936364~~0402919807 Loan Paid in Full 0 5.~~125~~500% 360 4 Group 1-Jumbo 3/1 0403016072 Loan Paid in Full 0 5.500% 360 6 Group 2-Jumbo 5/1 ~~0402936447~~0402835716 Loan Paid in Full 0 5.~~375~~500% 360 4 Group 2-Jumbo 5/1 ~~0402953970~~0402936487 Loan Paid in Full 0 64.~~125~~875% 360 36 Group 2-Jumbo 5/1 ~~0500372656~~0500369004 Loan Paid in Full ~~(1)~~0 6.~~125~~000% 360 35 Group 3 2-Jumbo 105/1 ~~0402955199~~0500371534 Loan Paid in Full 0 56.~~500~~125% 360 45 Group 3 2-Jumbo 105/1 ~~0402955264~~0500386516 Loan Paid in Full 0 56.~~875~~125% 360 24 Gr4 Conforming 3/1 ~~0402308291~~0402308320 Loan Paid in Full ~~(1)~~0 5.625% 360 78 Gr4 Conforming 3/1 ~~0402919301~~0402919577 Loan Paid in Full 0 5.625% 360 34 Gr4 Conforming 3/1 ~~0402919337~~0402919597 Loan Paid in Full 0 5.~~500~~250% 360 34 Gr4 Conforming 3/1 ~~0403015995~~0402919692 Loan Paid in Full 0 45.~~625~~375% 360 4 Gr4 Conforming 3/1 ~~0403016024~~0403015908 Loan Paid in Full 0 5.~~625~~375% 360 46 Gr4 Conforming 3/1 ~~0403016083~~0403015974 Loan Paid in Full ~~(1)~~0 5.~~125~~500% 360 6 Gr4 Conforming 3/1 ~~0403016114~~0403016053 Loan Paid in Full 0 54.~~625~~500% 360 45 Gr4 Conforming 3/1 ~~0500364097~~0403016074 Loan Paid in Full 0 5.~~625~~250% 360 7 Gr4 Conforming 3/1 0403016102 Loan Paid in Full 0 4.875% 360 6 Gr4 Conforming 3/1 ~~0500397313~~0500383355 Loan Paid in Full 0 4.~~750~~625% 360 74 Gr5 Conforming 5/1 ~~0402308177~~0402696563 Loan Paid in Full 0 6.~~125~~000% 360 76 Gr5 Conforming 5/1 ~~0402751924~~0402763400 Loan Paid in Full 0 5.875% 360 5 Gr5 Conforming 5/1 0402800154 Loan Paid in Full 0 6.~~000~~125% 360 45 Gr5 Conforming 5/1 ~~0402919319~~0402919702 Loan Paid in Full 0 5.875% 360 4 Gr5 Conforming 5/1 ~~0402919449~~0500359083 Loan Paid in Full 0 56.~~875~~000% 360 35 Gr5 Conforming 5/1 ~~0500346054~~0500364457 Loan Paid in Full 0 6.000% 360 4 Gr5 Conforming 5/1 0500365741 Loan Paid in Full (1) 5.250% 360 5 Gr5 Conforming 5/1 ~~0500359094~~0500381918 Loan Paid in Full 0 65.~~125~~500% 360 4 ~~6A-Conf~~Gr5 ~~Mix~~Conforming ~~Hybrid~~5/1 ~~0402196361~~0500391434 Loan Paid in Full (1) 75.~~000~~875% 360 107 6A-Conf Mix Hybrid ~~0402746577~~0402807098 Loan Paid in Full 0 75.~~500~~750% 360 45 6A-Conf Mix Hybrid ~~0402746581~~0402879514 Loan Paid in Full 0 75.~~000~~375% 360 412 6A-Conf Mix Hybrid ~~0402751897~~0403016039 Loan Paid in Full 0 5.~~875~~750% 360 36 6A-Conf Mix Hybrid ~~0402751904~~0403016079 Loan Paid in Full 0 6.~~375~~500% 360 47 6A-Conf Mix Hybrid ~~0402919232~~0403016090 Loan Paid in Full 0 45.750% 360 56 6A-Conf Mix Hybrid ~~0402919287~~0403016107 Loan Paid in Full ~~(2)~~0 56.~~875~~750% 360 36 6A-Conf Mix Hybrid ~~0500310206~~0500346003 Loan Paid in Full 10 76.~~250~~500% 360 56 6A-Conf Mix Hybrid ~~0500347634~~0500354493 Loan Paid in Full 10 56.~~750~~250% 360 4 6A-Conf Mix Hybrid ~~0500359012~~0500355025 Loan Paid in Full 0 65.500% 360 45 6A-Conf Mix Hybrid ~~0500373127~~0500362209 Loan Paid in Full 0 7.~~625~~750% 360 4 6A-Conf Mix Hybrid ~~0500380117~~0500364071 Loan Paid in Full 0 65.~~000~~875% 360 35 6A-Conf Mix Hybrid ~~0500383757~~0500365454 Loan Paid in Full 0 6.~~250~~750% 360 35 6A-~~Non/~~Conf Mix HbHybrid ~~0402726249~~0500378198 Loan Paid in Full 0 6.~~750~~250% 360 64 6A-Non/Conf Mix Hb ~~0402726266~~0402308019 Loan Paid in Full 0 6.~~875~~375% 360 49 6A-Non/Conf Mix Hb ~~0402730005~~0402708420 Loan Paid in Full 0 56.~~875~~750% 360 75 6A-Non/Conf Mix Hb ~~0402746584~~0402746752 Loan Paid in Full 0 64.~~750~~375% 360 45 6A-Non/Conf Mix Hb ~~0402763391~~0402800150 Loan Paid in Full 0 65.875% 360 45 6A-Non/Conf Mix Hb ~~0402763440~~0402919076 Loan Paid in Full (1) 64.~~750~~500% 360 47 6A-Non/Conf Mix Hb ~~0402835722~~0402919087 Loan Paid in Full 0 65.~~875~~500% 360 37 6A-Non/Conf Mix Hb ~~0402919333~~0402919211 Loan Paid in Full 0 64.250% 360 36 6A-Non/Conf Mix Hb ~~0402919447~~0402919313 Loan Paid in Full 0 5.~~875~~750% 360 34 6A-Non/Conf Mix Hb ~~0402919486~~0402919342 Loan Paid in Full 0(1) 6.250% 360 5 6A-Non/Conf Mix Hb 0402919400 Loan Paid in Full 0 6.~~750~~000% 360 34 6A-Non/Conf Mix Hb ~~0402919538~~0402919404 Loan Paid in Full (1) 56.~~875~~250% 360 34 6A-Non/Conf Mix Hb ~~0402919870~~0402919446 Loan Paid in Full 03 65.~~125~~750% 360 34 6A-Non/Conf Mix Hb ~~0500298631~~0402919500 Loan Paid in Full 0 6.~~375~~000% 360 64 6A-Non/Conf Mix Hb ~~0500334163~~0402919844 Loan Paid in Full 20 76.~~250~~000% 360 54 6A-Non/Conf Mix Hb ~~0500345862~~0403016064 Loan Paid in Full 10 6.~~500~~000% 360 5 6A-Non/Conf Mix Hb ~~0500347773~~0403107176 Loan Paid in Full 0 57.000% 360 3 6A-Non/Conf Mix Hb ~~0500349620~~0403109353 Loan Paid in Full (1) 7.875% 360 3 6A-Non/Conf Mix Hb 0403157660 Loan Paid in Full 0 67.~~500~~875% 360 54 6A-Non/Conf Mix Hb ~~0500364745~~0403173538 Loan Paid in Full 0 5.~~875~~750% 360 32 6A-Non/Conf Mix Hb ~~0500368702~~0500274135 Loan Paid in Full 0 6.~~125~~250% 360 49 6A-Non/Conf Mix Hb ~~0500372196~~0500303711 Loan Paid in Full ~~(1)~~0 65.~~375~~750% 360 45 6A-Non/Conf Mix Hb ~~0500375626~~0500347758 Loan Paid in Full (1) 76.~~750~~250% 360 45 6A-Non/Conf Mix Hb ~~0500382496~~0500354934 Loan Paid in Full 0 6.500% 360 35 6A-Non/Conf Mix Hb ~~0500382709~~0500364974 Loan Paid in Full 0 6.~~250~~750% 360 64 6A-Non/Conf Mix Hb ~~0500385501~~0500373704 Loan Paid in Full 0 76.~~250~~750% 360 35 6A-Non/Conf Mix Hb ~~0500393547~~0500381320 Loan Paid in Full 0(1) 46.~~750~~875% 360 24 6A-Non/Conf Mix Hb ~~0500395401~~0500382837 Loan Paid in Full 0 5.750% 360 34 6A-Non/Conf Mix Hb ~~0500428331~~0500383553 Loan Paid in Full 0 76.~~625~~125% 360 24 6A-Non/Conf Mix Hb ~~0500435534~~0500399068 Loan Paid in Full 0 45.~~500~~875% 360 14 6A-Non/Conf Mix Hb ~~0500455030~~0500425081 Loan Paid in Full 0 65.~~250~~875% 360 13

Prepayment - Voluntary Prepayments

Summary SMM CPR PSA Current Month 2.~~005~~439% Current Month 2125.~~574~~641% Current Month 2,~~938~~748.~~865~~918% 3 Month Average 1.~~651~~809% 3 Month Average 1719.~~986~~463% 3 Month Average 32,~~580~~556.~~912~~819% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs 12mo Average* PSA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Sep-2004 N/A N/A Sep-2004 N/A N/A~~ Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A N/A Apr-2005 N/A N/A Apr-2005 N/A N/A May-2005 N/A N/A May-2005 N/A N/A Jun-2005 21.211% N/A Jun-2005 5,821.197% N/A Jul-2005 11.174% N/A Jul-2005 1,982.674% N/A Aug-2005 21.574% N/A Aug-2005 2,938.865% N/A Sep-2005 25.641% N/A Sep-2005 2,748.918% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 1-Jumbo 3/1 SMM CPR PSA Current Month 13.~~256~~785% Current Month 1437.~~072~~062% Current Month 13,~~857~~870.~~924~~751% 3 Month Average 1.~~021~~989% 3 Month Average 1120.~~574~~571% 3 Month Average 2,~~196~~543.~~373~~195% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs 12mo Average* PSA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Sep-2004 N/A N/A Sep-2004 N/A N/A~~ Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A N/A Apr-2005 N/A N/A Apr-2005 N/A N/A May-2005 N/A N/A May-2005 N/A N/A Jun-2005 10.071% N/A Jun-2005 2,830.285% N/A Jul-2005 10.579% N/A Jul-2005 1,900.910% N/A Aug-2005 14.072% N/A Aug-2005 1,857.924% N/A Sep-2005 37.062% N/A Sep-2005 3,870.751% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 2-Jumbo 5/1 SMM CPR PSA Current Month 12.~~584~~624% Current Month 1727.~~441~~320% Current Month 2,~~249~~798.~~921~~377% 3 Month Average 1.~~669~~665% 3 Month Average 17.~~967~~929% 3 Month Average 32,~~712~~206.~~002~~182% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs 12mo Average* PSA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Sep-2004 N/A N/A Sep-2004 N/A N/A~~ Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A N/A Apr-2005 N/A N/A Apr-2005 N/A N/A May-2005 N/A N/A May-2005 N/A N/A Jun-2005 27.433% N/A Jun-2005 7,315.838% N/A Jul-2005 9.026% N/A Jul-2005 1,570.248% N/A Aug-2005 17.441% N/A Aug-2005 2,249.921% N/A Sep-2005 27.320% N/A Sep-2005 2,798.377% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 3 - 10/1 SMM CPR PSA Current Month 10.~~500~~036% Current Month 160.~~584~~425% Current Month ~~2,976~~56.~~990~~179% 3 Month Average 10.~~553~~845% 3 Month Average 169.~~999~~461% 3 Month Average 62,~~915~~071.~~689~~542% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs 12mo Average* PSA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Sep-2004 N/A N/A Sep-2004 N/A N/A~~ Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A N/A Apr-2005 N/A N/A Apr-2005 N/A N/A May-2005 N/A N/A May-2005 N/A N/A Jun-2005 23.041% N/A Jun-2005 14,588.622% N/A Jul-2005 11.372% N/A Jul-2005 3,181.455% N/A Aug-2005 16.584% N/A Aug-2005 2,976.990% N/A Sep-2005 0.425% N/A Sep-2005 56.179% 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. Gr4 Conforming 3/1 SMM CPR PSA Current Month 12.~~598~~056% Current Month 1722.~~578~~063% Current Month 1,~~909~~967.~~795~~027% 3 Month Average 1.~~168~~471% 3 Month Average 1316.~~082~~122% 3 Month Average 1,~~868~~696.~~646~~241% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs 12mo Average* PSA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Sep-2004 N/A N/A Sep-2004 N/A N/A~~ Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A N/A Apr-2005 N/A N/A Apr-2005 N/A N/A May-2005 N/A N/A May-2005 N/A N/A Jun-2005 12.943% N/A Jun-2005 2,484.242% N/A Jul-2005 8.725% N/A Jul-2005 1,211.902% N/A Aug-2005 17.578% N/A Aug-2005 1,909.795% N/A Sep-2005 22.063% N/A Sep-2005 1,967.027% 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. Gr5 Conforming 5/1 SMM CPR PSA Current Month 1.~~045~~389% Current Month 1115.~~839~~454% Current Month 1,~~434~~505.~~356~~759% 3 Month Average 01.~~939~~052% 3 Month Average 1011.~~695~~879% 3 Month Average 1,~~852~~423.~~341~~248% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs 12mo Average* PSA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Sep-2004 N/A N/A Sep-2004 N/A N/A~~ Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A N/A Apr-2005 N/A N/A Apr-2005 N/A N/A May-2005 N/A N/A May-2005 N/A N/A Jun-2005 11.901% N/A Jun-2005 2,793.037% N/A Jul-2005 8.344% N/A Jul-2005 1,329.629% N/A Aug-2005 11.839% N/A Aug-2005 1,434.356% N/A Sep-2005 15.454% N/A Sep-2005 1,505.759% 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. 6A-Conf Mix Hybrid SMM CPR PSA Current Month 2.~~974~~527% Current Month 3026.~~394~~441% Current Month 42,~~056~~805.~~792~~556% 3 Month Average 21.~~019~~996% 3 Month Average 2120.~~050~~846% 3 Month Average 42,~~264~~631.~~752~~929% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs 12mo Average* PSA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Sep-2004 N/A N/A Sep-2004 N/A N/A~~ Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A N/A Apr-2005 N/A N/A Apr-2005 N/A N/A May-2005 N/A N/A May-2005 N/A N/A Jun-2005 27.052% N/A Jun-2005 7,704.025% N/A Jul-2005 5.703% N/A Jul-2005 1,033.440% N/A Aug-2005 30.394% N/A Aug-2005 4,056.792% N/A Sep-2005 26.441% N/A Sep-2005 2,805.556% 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. 6A-Non/Conf Mix Hb SMM CPR PSA Current Month 23.~~689~~071% Current Month 2731.~~902~~225% Current Month 43,~~212~~632.~~155~~207% 3 Month Average 2.~~237~~410% 3 Month Average 2325.~~617~~133% 3 Month Average 43,~~973~~614.~~601~~332% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs 12mo Average* PSA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Sep-2004 N/A N/A Sep-2004 N/A N/A~~ Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A N/A Apr-2005 N/A N/A Apr-2005 N/A N/A May-2005 N/A N/A May-2005 N/A N/A Jun-2005 26.678% N/A Jun-2005 7,710.014% N/A Jul-2005 16.271% N/A Jul-2005 2,998.635% N/A Aug-2005 27.902% N/A Aug-2005 4,212.155% N/A Sep-2005 31.225% N/A Sep-2005 3,632.207% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Single Month Mortality (SMM): (Partial and full prepayments + Repurchases) / (Beginning Scheduled Balance - Scheduled Principal) Conditional PrePayment Rate (CPR): 1 - ((1 - SMM)^12) PSA Standard Prepayment Model: 100 * CPR / (0.2 * MIN(30,WAS)) Weighted Average Seasoning (WAS): sum((Original Term - Remaining Term)*(Current Scheduled Balance/Deal Scheduled Principal Balance))

Realized Loss Report - Collateral Summary

MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs 12mo Average* SDA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Sep-2004 N/A N/A Sep-2004 N/A N/A~~ Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A N/A Apr-2005 N/A N/A Apr-2005 N/A N/A May-2005 N/A N/A May-2005 N/A N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A Sep-2005 0.000% N/A Sep-2005 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs 12mo Average* Loss Severity: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Sep-2004 N/A N/A Sep-2004 N/A N/A~~ Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A N/A Apr-2005 N/A N/A Apr-2005 N/A N/A May-2005 N/A N/A May-2005 N/A N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A Sep-2005 0.000% N/A Sep-2005 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 1-Jumbo 3/1 MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs 12mo Average* SDA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Sep-2004 N/A N/A Sep-2004 N/A N/A~~ Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A N/A Apr-2005 N/A N/A Apr-2005 N/A N/A May-2005 N/A N/A May-2005 N/A N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A Sep-2005 0.000% N/A Sep-2005 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs 12mo Average* Loss Severity: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Sep-2004 N/A N/A Sep-2004 N/A N/A~~ Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A N/A Apr-2005 N/A N/A Apr-2005 N/A N/A May-2005 N/A N/A May-2005 N/A N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A Sep-2005 0.000% N/A Sep-2005 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 2-Jumbo 5/1 MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs 12mo Average* SDA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Sep-2004 N/A N/A Sep-2004 N/A N/A~~ Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A N/A Apr-2005 N/A N/A Apr-2005 N/A N/A May-2005 N/A N/A May-2005 N/A N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A Sep-2005 0.000% N/A Sep-2005 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs 12mo Average* Loss Severity: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Sep-2004 N/A N/A Sep-2004 N/A N/A~~ Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A N/A Apr-2005 N/A N/A Apr-2005 N/A N/A May-2005 N/A N/A May-2005 N/A N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A Sep-2005 0.000% N/A Sep-2005 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 3 - 10/1 MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs 12mo Average* SDA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Sep-2004 N/A N/A Sep-2004 N/A N/A~~ Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A N/A Apr-2005 N/A N/A Apr-2005 N/A N/A May-2005 N/A N/A May-2005 N/A N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A Sep-2005 0.000% N/A Sep-2005 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs 12mo Average* Loss Severity: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Sep-2004 N/A N/A Sep-2004 N/A N/A~~ Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A N/A Apr-2005 N/A N/A Apr-2005 N/A N/A May-2005 N/A N/A May-2005 N/A N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A Sep-2005 0.000% N/A Sep-2005 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Gr4 Conforming 3/1 MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs 12mo Average* SDA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Sep-2004 N/A N/A Sep-2004 N/A N/A~~ Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A N/A Apr-2005 N/A N/A Apr-2005 N/A N/A May-2005 N/A N/A May-2005 N/A N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A Sep-2005 0.000% N/A Sep-2005 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs 12mo Average* Loss Severity: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Sep-2004 N/A N/A Sep-2004 N/A N/A~~ Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A N/A Apr-2005 N/A N/A Apr-2005 N/A N/A May-2005 N/A N/A May-2005 N/A N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A Sep-2005 0.000% N/A Sep-2005 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Gr5 Conforming 5/1 MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs 12mo Average* SDA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Sep-2004 N/A N/A Sep-2004 N/A N/A~~ Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A N/A Apr-2005 N/A N/A Apr-2005 N/A N/A May-2005 N/A N/A May-2005 N/A N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A Sep-2005 0.000% N/A Sep-2005 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs 12mo Average* Loss Severity: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Sep-2004 N/A N/A Sep-2004 N/A N/A~~ Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A N/A Apr-2005 N/A N/A Apr-2005 N/A N/A May-2005 N/A N/A May-2005 N/A N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A Sep-2005 0.000% N/A Sep-2005 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. 6A-Conf Mix Hybrid MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs 12mo Average* SDA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Sep-2004 N/A N/A Sep-2004 N/A N/A~~ Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A N/A Apr-2005 N/A N/A Apr-2005 N/A N/A May-2005 N/A N/A May-2005 N/A N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A Sep-2005 0.000% N/A Sep-2005 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs 12mo Average* Loss Severity: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Sep-2004 N/A N/A Sep-2004 N/A N/A~~ Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A N/A Apr-2005 N/A N/A Apr-2005 N/A N/A May-2005 N/A N/A May-2005 N/A N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A Sep-2005 0.000% N/A Sep-2005 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. 6A-Non/Conf Mix Hb MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs 12mo Average* SDA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Sep-2004 N/A N/A Sep-2004 N/A N/A~~ Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A N/A Apr-2005 N/A N/A Apr-2005 N/A N/A May-2005 N/A N/A May-2005 N/A N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A Sep-2005 0.000% N/A Sep-2005 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs 12mo Average* Loss Severity: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Sep-2004 N/A N/A Sep-2004 N/A N/A~~ Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A N/A Apr-2005 N/A N/A Apr-2005 N/A N/A May-2005 N/A N/A May-2005 N/A N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A Sep-2005 0.000% N/A Sep-2005 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Monthly Default Rate (MDR): sum(Beg Principal Balance of Liquidated Loans)/ sum(Beg Principal Balance). Conditional Default Rate (CDR): 1-((1-MDR)^12) SDA Standard Default Assumption: If WAS is less than or equal to 30 then CDR/(WAS*0.02) else if WAS is greater than 30 and less than or equal to 60 then CDR/0.6 else if WAS is greater than 60 and less than or equal to 120 then CDR/(0.6 - ((WAS-60)*0.0095)) else if WAS is greater than 120 then CDR/0.03 Loss Severity Approximation for current period: sum(Realized Loss Amount)/sum(Beg Principal Balance of Liquidated Loans)

Filing Compare · CSFB Adjustable Rate Mortgage Trust 2005-5