8-K 1 bam0500e_10510.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): October 25, 2005 BANC OF AMERICA MORTGAGE SECURITIES, INC. Mortgage Pass-Through Certificates, Series 2005-E Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-118843-22 Pooling and Servicing Agreement) (Commission 54-2173207 (State or other File Number) 54-2173208 jurisdiction 54-2173209 of Incorporation) 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 October 25, 2005 a distribution was made to holders of BANC OF AMERICA MORTGAGE SECURITIES, INC., Mortgage Pass-Through Certificates, Series 2005-E Trust. ITEM 9.01 Financial Statements and Exhibits (c) Exhibits Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2005-E Trust, relating to the October 25, 2005 distribution. Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized. BANC OF AMERICA MORTGAGE SECURITIES, INC. Mortgage Pass-Through Certificates, Series 2005-E Trust (Registrant) By: Wells Fargo Bank, N.A. as Trustee By: /s/ Beth Belfield as Officer By: Beth Belfield as Officer Date: 10/25/2005 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2005-E Trust, relating to the October 25, 2005 distribution. EX-99.1

Banc of America Mortgage Securities, Inc. Mortgage Pass-Through Certificates Record Date: 79/2930/2005 Distribution Date: 810/25/2005 Banc of America Mortgage Securities, Inc. Mortgage Pass-Through Certificates Series BOAMS2005-E Contact: Customer Service - CTSLink Wells Fargo Bank, N.A. Securities Administration Services 7485 New Horizon Way Frederick, MD 21703 www.ctslink.com Telephone: (301) 815-6600 Fax: (301) 815-6660 Certificateholder Distribution Summary Certificate Certificate Beginning Class Pass-Through Certificate Interest Class CUSIP Description Rate Balance Distribution 1A1 05949A5Z9 SEN 4.~~37543~~36186% 3229,~~076~~496,~~585~~943.9345 ~~115~~107,~~143~~217.0994 1A2 05949A6A3 SEN 4.~~37543~~36186% 1,~~262~~161,~~850~~290.3925 4,~~533~~221.1715 1AR 05949A6B1 SEN 4.~~35252~~36606% 0.00 0.00 2A1 05949A6C9 SEN 4.~~99512~~98952% 6865,~~344~~840,~~737~~928.3518 ~~284~~273,~~492~~762.0246 2A2 05949A6D7 SEN 4.~~99512~~98952% 8774,~~884~~281,~~958~~762.0082 ~~365~~308,~~830~~858.2092 2A3 05949A6E5 SEN 4.~~66512~~65952% 40,700,000.00 158,~~225~~035.4555 2A4 05949A6F2 SEN 4.~~70012~~69452% 67,109,000.00 262,~~850~~537.5040 2A5 05949A6G0 SEN 4.~~77512~~76952% 43,690,000.00 173,~~854~~650.3045 2A6 05949A6H8 SEN 4.~~73012~~72452% 43,891,000.00 ~~173~~172,~~008~~803.2244 2A7 05949A6J4 SEN 4.~~63012~~62452% 88,042,000.00 339,~~704~~293.4669 2IO 05949A6K1 SEN 0.30556% 0.00 72,172.00 3A1 05949A6L9 SEN 5.~~28788~~25991% 2825,~~014~~473,~~340~~933.5222 ~~123~~111,~~447~~658.1878 4A1 05949A6M7 SEN 5.~~37251~~36178% 3836,~~639~~942,~~556~~946.8691 ~~172~~165,~~992~~066.8847 1IO 05949A6U9 SEN 0.54000% 0.00 1514,~~612~~405.6644 B1 05949A6N5 SUB 4.~~99659~~98899% 12,~~053~~044,~~354~~455.4144 50,~~137~~074.7173 B2 05949A6P0 SUB 4.~~99659~~98899% 3,~~443~~440,~~530~~987.0468 14,~~323~~305.8788 B3 05949A6Q8 SUB 4.~~99659~~98899% 2,~~295~~293,~~353~~658.6094 9,~~547~~535.8687 B4 05949A6R6 SUB 4.~~99659~~98899% 1,~~148~~147,~~176~~328.4474 4,~~776~~770.01 B5 05949A6S4 SUB 4.~~99659~~98899% ~~860~~859,~~382~~747.8765 3,~~578~~574.8939 B6 05949A6T2 SUB 4.~~99659~~98899% 1,~~148~~147,~~763~~914.0289 4,~~778~~772.45 Totals ~~560~~537,~~604~~563,~~589~~898.4317 2,~~349~~250,~~008~~717.9202

Certificateholder Distribution Summary (continued) Current Ending Cumulative Principal Realized Certificate Total Realized Class Distribution Loss Balance Distribution Losses 1A1 21,~~119~~433,~~775~~661.3611 0.00 2928,~~956~~063,~~810~~282.5734 21,~~234~~540,~~918~~879.4505 0.00 1A2 8356,~~455~~443.2402 0.00 1,~~179~~104,~~395~~847.1522 8760,~~988~~664.4117 0.00 1AR 0.00 0.00 0.00 0.00 0.00 2A1 1855,~~689,297~~630.0155 0.00 6664,~~655~~985,~~440~~297.3363 1,~~973~~129,~~789~~393.0301 0.00 2A2 94,~~177~~648,~~950~~640.6780 0.00 7869,~~707~~633,~~007~~122.3302 94,~~543~~957,~~780~~499.8772 0.00 2A3 0.00 0.00 40,700,000.00 158,~~225~~035.4555 0.00 2A4 0.00 0.00 67,109,000.00 262,~~850~~537.5040 0.00 2A5 0.00 0.00 43,690,000.00 173,~~854~~650.3045 0.00 2A6 0.00 0.00 43,891,000.00 ~~173~~172,~~008~~803.2244 0.00 2A7 0.00 0.00 88,042,000.00 339,~~704~~293.4669 0.00 2IO 0.00 0.00 0.00 72,172.00 0.00 3A1 ~~939~~751,~~701~~372.6317 0.00 2724,~~074~~722,~~638~~561.8905 1863,~~063,148~~030.8195 0.00 4A1 118,~~515,095~~577.9411 0.00 3736,~~124~~924,~~460~~369.9280 1183,~~688,088~~643.8258 0.00 1IO 0.00 0.00 0.00 1514,~~612~~405.6644 0.00 B1 4,~~403~~550.6388 0.00 12,~~048~~039,~~950~~904.7856 54,~~541~~625.3461 0.00 B2 1,~~258~~300.0814 0.00 3,~~442~~439,~~271~~687.9654 15,~~581~~606.9502 0.00 B3 ~~838~~866.6064 0.00 2,~~294~~292,~~515~~792.0030 10,~~386~~402.4651 0.00 B4 ~~419~~433.4851 0.00 1,~~147~~146,~~756~~895.9624 5,~~195~~203.4952 0.00 B5 ~~314~~324.3485 0.00 ~~860~~859,~~068~~422.5380 3,~~893~~899.2324 0.00 B6 ~~419~~433.6973 0.00 1,~~148~~147,~~343~~481.3216 5,~~198~~206.1418 0.00 Totals 157,~~532~~772,~~929~~234.6751 0.00 ~~545~~529,~~071~~791,~~659~~663.7466 1710,~~881~~022,~~938~~951.5953 0.00 All distributions required by the Pooling and Servicing Agreement have been calculated by the Certificate Administrator on behalf of the Trustee. This report has been compiled from information provided to Wells Fargo Bank, N.A. by various third parties, which may include the Servicer, Master Servicer, Special Servicer and others. Wells Fargo Bank, N.A. has not independently confirmed the accuracy of information received from these third parties and assumes no duty to do so. Wells Fargo Bank, N.A. expressly disclaims any responsibility for the accuracy or completeness of information furnished by third parties.

Principal Distribution Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Realized Class Amount Balance Distribution Distribution Accretion Loss (1) 1A1 34,468,000.00 3229,~~076~~496,~~585~~943.9345 1716,~~807~~032.0380 21,~~101~~417,~~968~~628.3231 0.00 0.00 1A2 1,357,000.00 1,~~262~~161,~~850~~290.3925 ~~701~~631.0621 8255,~~754~~811.1881 0.00 0.00 1AR 100.00 0.00 0.00 0.00 0.00 0.00 2A1 70,000,000.00 6865,~~344~~840,~~737~~928.3518 23,~~858~~525.8328 1832,~~665,438~~105.1827 0.00 0.00 2A2 96,878,000.00 8774,~~884~~281,~~958~~762.0082 ~~129~~127,~~625~~812.0585 94,~~048~~520,~~325~~827.6296 0.00 0.00 2A3 40,700,000.00 40,700,000.00 0.00 0.00 0.00 0.00 2A4 67,109,000.00 67,109,000.00 0.00 0.00 0.00 0.00 2A5 43,690,000.00 43,690,000.00 0.00 0.00 0.00 0.00 2A6 43,891,000.00 43,891,000.00 0.00 0.00 0.00 0.00 2A7 88,042,000.00 88,042,000.00 0.00 0.00 0.00 0.00 2IO 0.00 0.00 0.00 0.00 0.00 0.00 3A1 28,190,000.00 2825,~~014~~473,~~340~~933.5222 1415,~~356~~818.7286 ~~925~~735,~~344~~553.9131 0.00 0.00 4A1 39,070,000.00 3836,~~639~~942,~~556~~946.8691 10,~~537~~625.8492 17,~~504,558~~951.1019 0.00 0.00 1IO 0.00 0.00 0.00 0.00 0.00 0.00 B1 12,062,000.00 12,~~053~~044,~~354~~455.4144 4,~~403~~550.6388 0.00 0.00 0.00 B2 3,446,000.00 3,~~443~~440,~~530~~987.0468 1,~~258~~300.0814 0.00 0.00 0.00 B3 2,297,000.00 2,~~295~~293,~~353~~658.6094 ~~838~~866.6064 0.00 0.00 0.00 B4 1,149,000.00 1,~~148~~147,~~176~~328.4474 ~~419~~433.4851 0.00 0.00 0.00 B5 861,000.00 ~~860~~859,~~382~~747.8765 ~~314~~324.3485 0.00 0.00 0.00 B6 1,149,587.00 1,~~148~~147,~~763~~914.0289 ~~419~~433.6973 0.00 0.00 0.00 Totals 574,359,687.00 ~~560~~537,~~604~~563,~~589~~898.4317 ~~204~~202,~~540~~356.3567 157,~~328~~569,~~389~~877.3185 0.00 0.00 (1) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.

Principal Distribution Statement (continued) Total Ending Ending Total Principal Certificate Certificate Principal Class Reduction Balance Percentage Distribution 1A1 21,~~119~~433,~~775~~661.3611 2928,~~956~~063,~~810~~282.5734 0.~~86911949~~81418366 21,~~119~~433,~~775~~661.3611 1A2 8356,~~455~~443.2402 1,~~179~~104,~~395~~847.1522 0.~~86911949~~81418366 8356,~~455~~443.2402 1AR 0.00 0.00 0.00000000 0.00 2A1 1855,~~689,297~~630.0155 6664,~~655~~985,~~440~~297.3363 0.~~95222058~~92836139 1855,~~689,297~~630.0155 2A2 94,~~177~~648,~~950~~640.6780 7869,~~707~~633,~~007~~122.3302 0.~~81243427~~71877126 94,~~177~~648,~~950~~640.6780 2A3 0.00 40,700,000.00 1.00000000 0.00 2A4 0.00 67,109,000.00 1.00000000 0.00 2A5 0.00 43,690,000.00 1.00000000 0.00 2A6 0.00 43,891,000.00 1.00000000 0.00 2A7 0.00 88,042,000.00 1.00000000 0.00 2IO 0.00 0.00 0.00000000 0.00 3A1 ~~939~~751,~~701~~372.6317 2724,~~074~~722,~~638~~561.8905 0.~~96043416~~87699755 ~~939~~751,~~701~~372.6317 4A1 118,~~515,095~~577.9411 3736,~~124~~924,~~460~~369.9280 0.~~95020376~~94508241 118,~~515,095~~577.9411 1IO 0.00 0.00 0.00000000 0.00 B1 4,~~403~~550.6388 12,~~048~~039,~~950~~904.7856 0.~~99891815~~99816818 4,~~403~~550.6388 B2 1,~~258~~300.0814 3,~~442~~439,~~271~~687.9654 0.~~99891815~~99816818 1,~~258~~300.0814 B3 ~~838~~866.6064 2,~~294~~292,~~515~~792.0030 0.~~99891815~~99816818 ~~838~~866.6064 B4 ~~419~~433.4851 1,~~147~~146,~~756~~895.9624 0.~~99891815~~99816818 ~~419~~433.4851 B5 ~~314~~324.3485 ~~860~~859,~~068~~422.5380 0.~~99891815~~99816818 ~~314~~324.3485 B6 ~~419~~433.6973 1,~~148~~147,~~343~~481.3216 0.~~99891815~~99816818 ~~419~~433.6973 Totals 157,~~532~~772,~~929~~234.6751 ~~545~~529,~~071~~791,~~659~~663.7466 0.~~94900752~~92240398 157,~~532~~772,~~929~~234.6751

Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion 1A1 34,468,000.00 ~~930~~855.~~61929703~~77763288 0.~~51662499~~46515028 6041.~~98318208~~12882413 0.00000000 1A2 1,357,000.00 ~~930~~855.~~61929993~~77763449 0.~~51662491~~46515107 6041.~~98318349~~12882093 0.00000000 1AR 100.00 0.00000000 0.00000000 0.00000000 0.00000000 2A1 70,000,000.00 ~~976~~940.~~35339071~~58468829 0.~~34084043~~33607543 2311.~~79197400~~88721814 0.00000000 2A2 96,878,000.00 ~~907~~766.~~17147340~~75574248 1.~~33802360~~31931760 9346.~~39917855~~66516609 0.00000000 2A3 40,700,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 2A4 67,109,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 2A5 43,690,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 2A6 43,891,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 2A7 88,042,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 2IO 0.00 0.00000000 0.00000000 0.00000000 0.00000000 3A1 28,190,000.00 ~~993~~903.~~76873076~~65140901 0.~~50928414~~56115147 3226.~~82528946~~09270344 0.00000000 4A1 39,070,000.00 ~~988~~945.~~98277092~~55789378 0.~~26971692~~27197133 380.~~50929358~~20351139 0.00000000 1IO 0.00 0.00000000 0.00000000 0.00000000 0.00000000 B1 12,062,000.00 ~~999~~998.~~28323744~~54546841 0.~~36508290~~37729066 0.00000000 0.00000000 B2 3,446,000.00 ~~999~~998.~~28323854~~54546721 0.~~36508416~~37728961 0.00000000 0.00000000 B3 2,297,000.00 ~~999~~998.~~28323901~~54546800 0.~~36508489~~37729212 0.00000000 0.00000000 B4 1,149,000.00 ~~999~~998.~~28323760~~54546562 0.~~36508268~~37729330 0.00000000 0.00000000 B5 861,000.00 ~~999~~998.~~28324042~~54547038 0.~~36508711~~37729384 0.00000000 0.00000000 B6 1,149,587.00 ~~999~~998.~~28323824~~54546894 0.~~36507894~~37729202 0.00000000 0.00000000 (2) All Classes are per $1,000 denomination.

Principal Distribution Factors Statement (continued) Total Ending Ending Total Realized Principal Certificate Certificate Principal Class Loss (3) Reduction Balance Percentage Distribution 1A1 0.00000000 6141.~~49980736~~59397441 ~~869~~814.~~11948967~~18365847 0.~~86911949~~81418366 6141.~~49980736~~59397441 1A2 0.00000000 6141.~~49980840~~59397200 ~~869~~814.~~11949153~~18365512 0.~~86911949~~81418366 6141.~~49980840~~59397200 1AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2A1 0.00000000 2412.~~13281443~~22329357 ~~952~~928.~~22057614~~36139471 0.~~95222058~~92836139 2412.~~13281443~~22329357 2A2 0.00000000 9447.~~73720215~~98448358 ~~812~~718.~~43427125~~77125890 0.~~81243427~~71877126 9447.~~73720215~~98448358 2A3 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 2A4 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 2A5 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 2A6 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 2A7 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 2IO 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 3A1 0.00000000 3326.~~33457361~~65385491 ~~960~~876.~~43415715~~99755410 0.~~96043416~~87699755 3326.~~33457361~~65385491 4A1 0.00000000 380.~~77901049~~47548272 ~~950~~945.~~20376043~~08241106 0.~~95020376~~94508241 380.~~77901049~~47548272 1IO 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 B1 0.00000000 0.~~36508290~~37729066 998.~~91815453~~16817775 0.~~99891815~~99816818 0.~~36508290~~37729066 B2 0.00000000 0.~~36508416~~37728961 998.~~91815438~~16817760 0.~~99891815~~99816818 0.~~36508416~~37728961 B3 0.00000000 0.~~36508489~~37729212 998.~~91815411~~16817588 0.~~99891815~~99816818 0.~~36508489~~37729212 B4 0.00000000 0.~~36508268~~37729330 998.~~91815492~~16818103 0.~~99891815~~99816818 0.~~36508268~~37729330 B5 0.00000000 0.~~36508711~~37729384 998.~~91815331~~16817654 0.~~99891815~~99816818 0.~~36508711~~37729384 B6 0.00000000 0.~~36507894~~37729202 998.~~91815061~~16817692 0.~~99891815~~99816818 0.~~36507894~~37729202 (3) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.

Interest Distribution Statement Beginning Payment of Original Current Certificate/ Current Unpaid Current Face Certificate Notional Accrued Interest Interest Class Amount Rate Balance Interest Shortfall Shortfall 1A1 34,468,000.00 4.~~37543~~36186% 3229,~~076~~496,~~585~~943.9345 ~~116~~107,~~957~~217.4594 0.00 0.00 1A2 1,357,000.00 4.~~37543~~36186% 1,~~262~~161,~~850~~290.3925 4,~~604~~221.6015 0.00 0.00 1AR 100.00 4.~~35252~~36606% 0.00 0.00 0.00 0.00 2A1 70,000,000.00 4.~~99512~~98952% 6865,~~344~~840,~~737~~928.3518 ~~284~~273,~~492~~762.0246 0.00 0.00 2A2 96,878,000.00 4.~~99512~~98952% 8774,~~884~~281,~~958~~762.0082 ~~365~~308,~~830~~858.2092 0.00 0.00 2A3 40,700,000.00 4.~~66512~~65952% 40,700,000.00 158,~~225~~035.4555 0.00 0.00 2A4 67,109,000.00 4.~~70012~~69452% 67,109,000.00 262,~~850~~537.5040 0.00 0.00 2A5 43,690,000.00 4.~~77512~~76952% 43,690,000.00 173,~~854~~650.3045 0.00 0.00 2A6 43,891,000.00 4.~~73012~~72452% 43,891,000.00 ~~173~~172,~~008~~803.2244 0.00 0.00 2A7 88,042,000.00 4.~~63012~~62452% 88,042,000.00 339,~~704~~293.4669 0.00 0.00 2IO 0.00 0.30556% 283,432,000.00 72,172.00 0.00 0.00 3A1 28,190,000.00 5.~~28788~~25991% 2825,~~014~~473,~~340~~933.5222 ~~123~~111,~~447~~658.1878 0.00 0.00 4A1 39,070,000.00 5.~~37251~~36178% 3836,~~639~~942,~~556~~946.8691 ~~172~~165,~~992~~066.8847 0.00 0.00 1IO 0.00 0.54000% 3432,~~694~~012,~~796~~093.0358 1514,~~612~~405.6644 0.00 0.00 B1 12,062,000.00 4.~~99659~~98899% 12,~~053~~044,~~354~~455.4144 50,~~188~~074.0873 0.00 0.00 B2 3,446,000.00 4.~~99659~~98899% 3,~~443~~440,~~530~~987.0468 14,~~338~~305.2688 0.00 0.00 B3 2,297,000.00 4.~~99659~~98899% 2,~~295~~293,~~353~~658.6094 9,~~557~~535.4587 0.00 0.00 B4 1,149,000.00 4.~~99659~~98899% 1,~~148~~147,~~176~~328.4474 4,~~780~~770.8101 0.00 0.00 B5 861,000.00 4.~~99659~~98899% ~~860~~859,~~382~~747.8765 3,~~582~~574.4939 0.00 0.00 B6 1,149,587.00 4.~~99659~~98899% 1,~~148~~147,~~763~~914.0289 4,~~783~~772.2545 0.00 0.00 Totals 574,359,687.00 2,~~350~~250,~~982~~717.2602 0.00 0.00

Interest Distribution Statement (continued) Remaining Ending Non-Supported Total Unpaid Certificate/ Interest Realized Interest Interest Notional Class Shortfall Losses (4) Distribution Shortfall Balance 1A1 ~~1,814~~0.3600 0.00 ~~115~~107,~~143~~217.0994 0.00 2928,~~956~~063,~~810~~282.5734 1A2 710.4300 0.00 4,~~533~~221.1715 0.00 1,~~179~~104,~~395~~847.1522 1AR 0.00 0.00 0.00 0.00 0.00 2A1 0.00 0.00 ~~284~~273,~~492~~762.0246 0.00 6664,~~655~~985,~~440~~297.3363 2A2 0.00 0.00 ~~365~~308,~~830~~858.2092 0.00 7869,~~707~~633,~~007~~122.3302 2A3 0.00 0.00 158,~~225~~035.4555 0.00 40,700,000.00 2A4 0.00 0.00 262,~~850~~537.5040 0.00 67,109,000.00 2A5 0.00 0.00 173,~~854~~650.3045 0.00 43,690,000.00 2A6 0.00 0.00 ~~173~~172,~~008~~803.2244 0.00 43,891,000.00 2A7 0.00 0.00 339,~~704~~293.4669 0.00 88,042,000.00 2IO 0.00 0.00 72,172.00 0.00 283,432,000.00 3A1 0.00 0.00 ~~123~~111,~~447~~658.1878 0.00 2724,~~074~~722,~~638~~561.8905 4A1 0.00 0.00 ~~172~~165,~~992~~066.8847 0.00 3736,~~124~~924,~~460~~369.9280 1IO 0.00 0.00 1514,~~612~~405.6644 0.00 3230,~~490~~521,~~813~~253.0257 B1 500.3700 0.00 50,~~137~~074.7173 0.00 12,~~048~~039,~~950~~904.7856 B2 140.3900 0.00 14,~~323~~305.8788 0.00 3,~~442~~439,~~271~~687.9654 B3 90.5900 0.00 9,~~547~~535.8687 0.00 2,~~294~~292,~~515~~792.0030 B4 40.8000 0.00 4,~~776~~770.01 0.00 1,~~147~~146,~~756~~895.9624 B5 30.6000 0.00 3,~~578~~574.8939 0.00 ~~860~~859,~~068~~422.5380 B6 40.8000 0.00 4,~~778~~772.45 0.00 1,~~148~~147,~~343~~481.3216 Totals ~~1,973~~0.3400 0.00 2,~~349~~250,~~008~~717.9202 0.00 (4) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.

Interest Distribution Factors Statement Beginning Payment of Original Current Certificate/ Current Unpaid Current Face Certificate Notional Accrued Interest Interest Class (5) Amount Rate Balance Interest Shortfall Shortfall 1A1 34,468,000.00 4.~~37543~~36186% ~~930~~855.~~61929703~~77763288 3.~~39321835~~11065162 0.00000000 0.00000000 1A2 1,357,000.00 4.~~37543~~36186% ~~930~~855.~~61929993~~77763449 3.~~39322034~~11064849 0.00000000 0.00000000 1AR 100.00 4.~~35252~~36606% 0.00000000 0.00000000 0.00000000 0.00000000 2A1 70,000,000.00 4.~~99512~~98952% ~~976~~940.~~35339071~~58468829 43.~~06417171~~91089229 0.00000000 0.00000000 2A2 96,878,000.00 4.~~99512~~98952% ~~907~~766.~~17147340~~75574248 3.~~77619480~~18812238 0.00000000 0.00000000 2A3 40,700,000.00 4.~~66512~~65952% 1000.00000000 3.~~88760319~~88293735 0.00000000 0.00000000 2A4 67,109,000.00 4.~~70012~~69452% 1000.00000000 3.~~91676973~~91210419 0.00000000 0.00000000 2A5 43,690,000.00 4.~~77512~~76952% 1000.00000000 3.~~97926986~~97460403 0.00000000 0.00000000 2A6 43,891,000.00 4.~~73012~~72452% 1000.00000000 3.~~94176984~~93710419 0.00000000 0.00000000 2A7 88,042,000.00 4.~~63012~~62452% 1000.00000000 3.~~85843643~~85377081 0.00000000 0.00000000 2IO 0.00 0.30556% 1000.00000000 0.25463603 0.00000000 0.00000000 3A1 28,190,000.00 5.~~28788~~25991% ~~993~~903.~~76873076~~65140901 43.~~37911245~~96093579 0.00000000 0.00000000 4A1 39,070,000.00 5.~~37251~~36178% ~~988~~945.~~98277092~~55789378 4.~~42776760~~22489045 0.00000000 0.00000000 1IO 0.00 0.54000% ~~933~~860.~~10871741~~95803982 0.~~41989897~~38743106 0.00000000 0.00000000 B1 12,062,000.00 4.~~99659~~98899% ~~999~~998.~~28323744~~54546841 4.~~16084231~~15144503 0.00000000 0.00000000 B2 3,446,000.00 4.~~99659~~98899% ~~999~~998.~~28323854~~54546721 4.~~16084156~~15144515 0.00000000 0.00000000 B3 2,297,000.00 4.~~99659~~98899% ~~999~~998.~~28323901~~54546800 4.~~16084023~~15144536 0.00000000 0.00000000 B4 1,149,000.00 4.~~99659~~98899% ~~999~~998.~~28323760~~54546562 4.~~16084421~~15144473 0.00000000 0.00000000 B5 861,000.00 4.~~99659~~98899% ~~999~~998.~~28324042~~54547038 4.~~16084785~~15144019 0.00000000 0.00000000 B6 1,149,587.00 4.~~99659~~98899% ~~999~~998.~~28323824~~54546894 4.~~16084211~~15144743 0.00000000 0.00000000 (5) All Classes are per $1,000 denomination.

Interest Distribution Factors Statement (continued) Remaining Ending Non-Supported Total Unpaid Certificate/ Interest Realized Interest Interest Notional Class Shortfall Losses (6) Distribution Shortfall Balance 1A1 0.~~05263897~~00000000 0.00000000 3.~~34057938~~11065162 0.00000000 ~~869~~814.~~11948967~~18365847 1A2 0.~~05263817~~00000000 0.00000000 3.~~34058217~~11064849 0.00000000 ~~869~~814.~~11949153~~18365512 1AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2A1 0.00000000 0.00000000 43.~~06417171~~91089229 0.00000000 ~~952~~928.~~22057614~~36139471 2A2 0.00000000 0.00000000 3.~~77619480~~18812238 0.00000000 ~~812~~718.~~43427125~~77125890 2A3 0.00000000 0.00000000 3.~~88760319~~88293735 0.00000000 1000.00000000 2A4 0.00000000 0.00000000 3.~~91676973~~91210419 0.00000000 1000.00000000 2A5 0.00000000 0.00000000 3.~~97926986~~97460403 0.00000000 1000.00000000 2A6 0.00000000 0.00000000 3.~~94176984~~93710419 0.00000000 1000.00000000 2A7 0.00000000 0.00000000 3.~~85843643~~85377081 0.00000000 1000.00000000 2IO 0.00000000 0.00000000 0.25463603 0.00000000 1000.00000000 3A1 0.00000000 0.00000000 43.~~37911245~~96093579 0.00000000 ~~960~~876.~~43415715~~99755410 4A1 0.00000000 0.00000000 4.~~42776760~~22489045 0.00000000 ~~950~~945.~~20376043~~08241106 1IO 0.00000000 0.00000000 0.~~41989897~~38743106 0.00000000 ~~873~~820.~~83309124~~86223386 B1 0.~~00417592~~00000000 0.00000000 4.~~15666639~~15144503 0.00000000 998.~~91815453~~16817775 B2 0.~~00417586~~00000000 0.00000000 4.~~15666570~~15144515 0.00000000 998.~~91815438~~16817760 B3 0.~~00417501~~00000000 0.00000000 4.~~15666522~~15144536 0.00000000 998.~~91815411~~16817588 B4 0.~~00417755~~00000000 0.00000000 4.~~15666667~~15144473 0.00000000 998.~~91815492~~16818103 B5 0.~~00418118~~00000000 0.00000000 4.~~15666667~~15144019 0.00000000 998.~~91815331~~16817654 B6 0.~~00417541~~00000000 0.00000000 4.~~15666670~~15144743 0.00000000 998.~~91815061~~16817692 (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 1810,~~003~~139,~~980~~846.3550 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 0.00 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 1810,~~003~~139,~~980~~846.3550 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee ~~122~~116,~~041~~894.7697 Payment of Interest and Principal 1710,~~881~~022,~~938~~951.5953 Total Withdrawals (Pool Distribution Amount) 1810,~~003~~139,~~980~~846.3550 Ending Balance 0.00

PREPAYMENT/CURTAILMENT INTEREST SHORTFALL Total Prepayment/Curtailment Interest Shortfall 0.00 Servicing Fee Support 0.00 Non-Supported Prepayment/Curtailment Interest Shortfall ~~1,973~~0.3400

SERVICING FEES Gross Servicing Fee ~~120~~115,~~406~~327.6607 Trustee Fee - Wells Fargo Bank, N.A. 1,~~635~~567.1090 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee ~~122~~116,~~041~~894.7697

LOAN STATUS STRATIFICATION/CREDIT ENHANCEMENT STATEMENT DELINQUENT BANKRUPTCY FORECLOSURE REO Total No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 53 0 0 0 53 21,~~197~~623,~~383~~189.8725 0.00 0.00 0.00 21,~~197~~623,~~383~~189.8725 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 01 0 0 0 01 0407,507.0018 0.00 0.00 0.00 0407,507.0018 120 Days 01 0 0 0 01 0388,000.00 0.00 0.00 0.00 0388,000.00 150 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 5 0 0 0 5 2,~~197~~418,~~383~~696.8743 0.00 0.00 0.00 2,~~197~~418,~~383~~696.8743 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.~~479846~~294985% 0.000000% 0.000000% 0.000000% 0.~~479846~~294985% 0.~~403015~~306288% 0.000000% 0.000000% 0.000000% 0.~~403015~~306288% 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~~098328% 0.000000% 0.000000% 0.000000% 0.~~000000~~098328% 0.~~000000~~076895% 0.000000% 0.000000% 0.000000% 0.~~000000~~076895% 120 Days 0.~~000000~~098328% 0.000000% 0.000000% 0.000000% 0.~~000000~~098328% 0.~~000000~~073214% 0.000000% 0.000000% 0.000000% 0.~~000000~~073214% 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.~~479846~~491642% 0.000000% 0.000000% 0.000000% 0.~~479846~~491642% 0.~~403015~~456396% 0.000000% 0.000000% 0.000000% 0.~~403015~~456396%

Delinquency Status By Groups

DELINQUENT BANKRUPTCY FORECLOSURE REO Total 1-Three Year ARM No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 2- Five Year ARM No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 53 0 0 0 53 21,~~197~~623,~~383~~189.8725 0.00 0.00 0.00 21,~~197~~623,~~383~~189.8725 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 01 0 0 0 01 0407,507.0018 0.00 0.00 0.00 0407,507.0018 120 Days 01 0 0 0 01 0388,000.00 0.00 0.00 0.00 0388,000.00 150 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 5 0 0 0 5 2,~~197~~418,~~383~~696.8743 0.00 0.00 0.00 2,~~197~~418,~~383~~696.8743 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.~~585480~~358852% 0.000000% 0.000000% 0.000000% 0.~~585480~~358852% 0.~~492723~~372966% 0.000000% 0.000000% 0.000000% 0.~~492723~~372966% 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~~119617% 0.000000% 0.000000% 0.000000% 0.~~000000~~119617% 0.~~000000~~093634% 0.000000% 0.000000% 0.000000% 0.~~000000~~093634% 120 Days 0.~~000000~~119617% 0.000000% 0.000000% 0.000000% 0.~~000000~~119617% 0.~~000000~~089152% 0.000000% 0.000000% 0.000000% 0.~~000000~~089152% 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.~~585480~~598086% 0.000000% 0.000000% 0.000000% 0.~~585480~~598086% 0.~~492723~~555753% 0.000000% 0.000000% 0.000000% 0.~~492723~~555753% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 3- Seven Year ARM No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 4- Ten Year ARM No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%

OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 910,~~606~~584.0547

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

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~~Nov-04 0.000% Original Principal Balance 0.00 ~~Oct~~Dec-04 0.000% Current Principal Balance 0.00 ~~Nov~~Jan-0405 0.000% ~~Dec~~Feb-0405 0.000% Current Foreclosure Total ~~Jan~~Mar-05 0.000% Loans in Foreclosure 0 ~~Feb~~Apr-05 0.000% Original Principal Balance 0.00 ~~Mar~~May-05 0.000% Current Principal Balance 0.00 ~~Apr~~Jun-05 0.000% ~~May~~Jul-05 0.000% ~~Jun~~Aug-05 0.000% ~~Jul~~Sep-05 0.000% ~~Aug~~Oct-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 1-Three Year ARM 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 ~~Sep~~Nov-04 0.000% Original Principal Balance 0.00 ~~Oct~~Dec-04 0.000% Current Principal Balance 0.00 ~~Nov~~Jan-0405 0.000% ~~Dec~~Feb-0405 0.000% Current Foreclosure Total ~~Jan~~Mar-05 0.000% Loans in Foreclosure 0 ~~Feb~~Apr-05 0.000% Original Principal Balance 0.00 ~~Mar~~May-05 0.000% Current Principal Balance 0.00 ~~Apr~~Jun-05 0.000% ~~May~~Jul-05 0.000% ~~Jun~~Aug-05 0.000% ~~Jul~~Sep-05 0.000% ~~Aug~~Oct-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 2- Five Year ARM 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 ~~Sep~~Nov-04 0.000% Original Principal Balance 0.00 ~~Oct~~Dec-04 0.000% Current Principal Balance 0.00 ~~Nov~~Jan-0405 0.000% ~~Dec~~Feb-0405 0.000% Current Foreclosure Total ~~Jan~~Mar-05 0.000% Loans in Foreclosure 0 ~~Feb~~Apr-05 0.000% Original Principal Balance 0.00 ~~Mar~~May-05 0.000% Current Principal Balance 0.00 ~~Apr~~Jun-05 0.000% ~~May~~Jul-05 0.000% ~~Jun~~Aug-05 0.000% ~~Jul~~Sep-05 0.000% ~~Aug~~Oct-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 3- Seven Year ARM 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 ~~Sep~~Nov-04 0.000% Original Principal Balance 0.00 ~~Oct~~Dec-04 0.000% Current Principal Balance 0.00 ~~Nov~~Jan-0405 0.000% ~~Dec~~Feb-0405 0.000% Current Foreclosure Total ~~Jan~~Mar-05 0.000% Loans in Foreclosure 0 ~~Feb~~Apr-05 0.000% Original Principal Balance 0.00 ~~Mar~~May-05 0.000% Current Principal Balance 0.00 ~~Apr~~Jun-05 0.000% ~~May~~Jul-05 0.000% ~~Jun~~Aug-05 0.000% ~~Jul~~Sep-05 0.000% ~~Aug~~Oct-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 4- Ten Year ARM 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 ~~Sep~~Nov-04 0.000% Original Principal Balance 0.00 ~~Oct~~Dec-04 0.000% Current Principal Balance 0.00 ~~Nov~~Jan-0405 0.000% ~~Dec~~Feb-0405 0.000% Current Foreclosure Total ~~Jan~~Mar-05 0.000% Loans in Foreclosure 0 ~~Feb~~Apr-05 0.000% Original Principal Balance 0.00 ~~Mar~~May-05 0.000% Current Principal Balance 0.00 ~~Apr~~Jun-05 0.000% ~~May~~Jul-05 0.000% ~~Jun~~Aug-05 0.000% ~~Jul~~Sep-05 0.000% ~~Aug~~Oct-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

COLLATERAL STATEMENT Collateral Description Mixed ARM Weighted Average Gross Coupon 5.~~293621~~285202% Weighted Average Net Coupon 5.~~035885~~027759% Weighted Average Pass-Through Rate 5.~~032385~~024259% Weighted Average Maturity(Stepdown Calculation) ~~356~~354 Beginning Scheduled Collateral Loan Count 1,~~068~~030 Number Of Loans Paid In Full 2613 Ending Scheduled Collateral Loan Count 1,~~042~~017 Beginning Scheduled Collateral Balance ~~560~~537,~~604~~563,~~590~~899.3310 Ending Scheduled Collateral Balance ~~545~~529,~~071~~791,~~660~~664.6658 Ending Actual Collateral Balance at 2930-~~Jul~~Sep-2005 ~~545~~529,~~236~~955,~~415~~152.1790 Monthly P&I Constant 2,~~677~~569,~~564~~968.0738 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Scheduled Principal ~~204~~202,~~540~~356.3667 Unscheduled Principal 157,~~328~~569,~~389~~877.3185

Miscellaneous Reporting Total Senior Percentage 96.~~263042~~105748% Aggregate Senior Percentage 3.~~736958~~894252%

Group Level Collateral Statement Group 1-Three Year ARM 2- Five Year ARM 3- Seven Year ARM Collateral Description 3 Year LIBOR Arm 5 Year LIBOR Arm 7 Year LIBOR Arm Weighted Average Coupon Rate 5.~~293933~~280360 5.~~248623~~243024 5.~~541385~~513408 Weighted Average Net Rate 4.~~918933~~905360 4.~~998623~~993024 5.~~291385~~263408 Weighted Average Maturity ~~356~~354 ~~356~~354 ~~357~~355 Beginning Loan Count 7064 ~~872~~845 5653 Loans Paid In Full 53 189 1 Ending Loan Count 6561 ~~854~~836 5552 Beginning Scheduled Balance 3432,~~694~~012,~~796~~093.0358 ~~456~~440,~~709~~590,~~724~~746.9704 2926,~~080~~538,~~506~~931.6275 Ending Scheduled Balance 3230,~~490~~521,~~813~~253.0257 ~~445~~435,~~836~~080,~~525~~387.9062 2825,~~140~~786,~~258~~898.6023 Record Date 0709/2930/2005 0709/2930/2005 0709/2930/2005 Principal And Interest Constant ~~172~~158,~~320~~262.4471 2,~~157~~082,~~016~~448.2448 ~~149~~138,~~191~~413.6950 Scheduled Principal 1917,~~260~~399.5189 ~~159~~157,~~435~~425.2719 1416,~~903~~480.1121 Unscheduled Principal 21,~~184~~473,~~722~~440.5012 105,~~713~~352,~~763~~933.8023 ~~925~~735,~~344~~553.9131 Scheduled Interest ~~153~~140,~~059~~862.9382 1,~~997~~925,~~580~~023.9729 ~~134~~121,~~288~~933.5829 Servicing Fees 10,~~842~~003.1278 9591,~~147~~789.8674 65,~~058~~528.4494 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee ~~101~~93.1937 1,~~332~~285.0706 8477.8241 FRY Amount 0.00 0.00 0.00 Special Hazard Fee 0.00 0.00 0.00 Other Fee 0.00 0.00 0.00 Pool Insurance Fee 0.00 0.00 0.00 Spread 1 0.00 0.00 0.00 Spread 2 0.00 0.00 0.00 Spread 3 0.00 0.00 0.00 Net Interest ~~142~~130,~~116~~765.6267 1,~~901~~831,~~101~~948.0449 ~~128~~116,~~145~~326.3294 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.~~915433~~901860 4.~~995123~~989524 5.~~287885~~259908

Group Level Collateral Statement Group 4- Ten Year ARM Total Collateral Description Mixed ARM Mixed ARM Weighted Average Coupon Rate 5.~~626010~~615274 5.~~293621~~285202 Weighted Average Net Rate 5.~~376010~~365274 5.~~035885~~027759 Weighted Average Maturity ~~357~~355 ~~356~~354 Beginning Loan Count 7068 1,~~068~~030 Loans Paid In Full 20 2613 Ending Loan Count 68 1,~~042~~017 Beginning Scheduled Balance 4038,~~119~~422,~~562~~127.7173 ~~560~~537,~~604~~563,~~590~~899.3310 Ending scheduled Balance 38,~~604~~403,~~063~~125.1416 ~~545~~529,~~071~~791,~~660~~664.6658 Record Date 0709/2930/2005 0709/2930/2005 Principal And Interest Constant ~~199~~190,~~035~~843.7069 2,~~677~~569,~~564~~968.0738 Scheduled Principal 1011,~~941~~051.4738 ~~204~~202,~~540~~356.3667 Unscheduled Principal 17,~~504,558~~951.1019 157,~~328~~569,~~389~~877.3185 Scheduled Interest ~~188~~179,~~094~~792.2331 2,~~473~~367,~~023~~611.71 Servicing Fees 8,~~358~~004.2461 ~~120~~115,~~406~~327.6607 Master Servicing Fees 0.00 0.00 Trustee Fee ~~117~~112.0206 1,~~635~~567.1090 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 0.00 0.00 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest ~~179~~171,~~618~~675.9764 2,~~350~~250,~~981~~716.9574 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.~~372510~~361774 5.~~032385~~024259

Miscellaneous Reporting Group 1-Three Year ARM CPR 5443.~~201756~~207247% Subordinate Percentage 34.~~906521~~229213% Subordinate Prepayment Percentage 0.000000% Senior Prepayment Percentage 100.000000% Senior Percentage 9695.~~093479~~770787% Group 2- Five Year ARM CPR 2413.~~795422~~648067% Subordinate Percentage 3.~~732793~~866639% Subordinate Prepayment Percentage 0.000000% Senior Prepayment Percentage 100.000000% Senior Percentage 96.~~267207~~133361% Group 3- Seven Year ARM CPR 3228.~~175770~~644854% Subordinate Percentage 34.~~666256~~012966% Subordinate Prepayment Percentage 0.000000% Senior Prepayment Percentage 100.000000% Senior Percentage 9695.~~333744~~987034%

Miscellaneous Reporting Group 4- Ten Year ARM CPR 360.~~796168~~248120% Subordinate Percentage 3.~~688987~~849814% Subordinate Prepayment Percentage 0.000000% Senior Prepayment Percentage 100.000000% Senior Percentage 96.~~311013~~150186%

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 1-Three Year ARM 53 21,~~111~~475,~~895~~000.00 21,~~107~~473,~~607~~227.1378 0 0.00 0.00 2- Five Year ARM 189 104,~~073~~301,~~370~~800.00 94,~~955~~299,~~325~~351.5005 0 0.00 0.00 3- Seven Year ARM 1 ~~650~~456,000.00 ~~650~~453,~~000~~761.0021 0 0.00 0.00 4- Ten Year ARM 20 ~~1,500,000~~0.00 ~~1,499,482~~0.5600 0 0.00 0.00 Total 2613 146,~~335~~232,~~265~~800.00 146,~~212~~226,~~415~~340.1904 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 1-Three Year ARM 0 0.00 0.00 0 0.00 0.00 ~~78,526~~660.2548 2- Five Year ARM 0 0.00 0.00 0 0.00 0.00 ~~765~~1,~~446~~054,119.9911 3- Seven Year ARM 0 0.00 0.00 0 0.00 0.00 ~~275~~282,~~344~~246.9174 4- Ten Year ARM 0 0.00 0.00 0 0.00 0.00 57,~~075~~951.5419 Total 0 0.00 0.00 0 0.00 0.00 1,~~124~~344,~~393~~977.6952

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount 1-Three Year ARM ~~3301666487~~6549712427 TXAZ 5470.~~80 01-May-2005 509,675.~~00 ~~507,266.09 1-Three Year ARM 6086801591 CA 75.00~~ 01-Jun-2005 ~~423~~693,000.00 ~~423~~693,000.00 1-Three Year ARM ~~6154434135~~6614820097 ~~FL 90.00 01-Jun-2005 382,500.00 382,500.00 1-Three Year ARM 6180669498~~ CA 80.00 01-May-2005 380,000.00 ~~377~~380,~~931~~000.4700 1-Three Year ARM ~~6452700781~~6885592599 FLTX 8061.0065 01-Jun-2005 ~~416~~402,~~720.00 415,498.69 2- Five Year ARM 6094260053 CA 80.00 01-May-2005 720,~~000.00 ~~710~~399,~~000~~779.0064 2- Five Year ARM ~~6145295975~~3301693770 CA 7071.0087 01-~~May-2005 490,000.00 490,000.00 2- Five Year ARM 6184272133 CA 59.12 01-~~Jun-2005 ~~700~~460,000.00 ~~600~~457,~~000~~338.0061 2- Five Year ARM ~~6225554630~~6160211733 CA 80.00 01-Jun-2005 ~~436~~469,720.00 435,026.99 2- Five Year ARM 6245941288 CA 80.00 01-May-2005 380,800.00 379,198.20 2- Five Year ARM 6255550508 CA 80.00 01-Jun-2005 380,000.00 380,000.00 2- Five Year ARM 6306289023 MI 79.68 01-Jun-2005 597,600.00 ~~597~~469,600.00 2- Five Year ARM ~~6379595991~~6240991270 ~~IL 80.00 01-May-2005 432,000.00 430,182.84 2- Five Year ARM 6443319204~~ CA 8075.00 01-May-2005 ~~564~~600,000.00 ~~564~~600,000.00 2- Five Year ARM ~~6481070768~~6246634676 CA 6370.6300 01-Jun-2005 ~~700~~385,000.00 ~~697~~384,~~848~~768.4425 2- Five Year ARM ~~6506933529~~6278015414 AZCA 80.00 01-May-2005 ~~380~~461,~~000~~200.00 ~~379~~461,~~864~~200.~~53 2- Five Year ARM 6521968120 CA 45.19 01-May-2005 1,175,000.~~00 ~~1,175,000.00~~ 2- Five Year ARM ~~6676364182~~6453705839 CA 72.8854 01-Jun-2005 ~~430~~555,000.00 ~~430~~555,000.00 2- Five Year ARM ~~6725250713~~6683899634 FL 8580.9200 01-~~May~~Jun-2005 ~~400~~488,000.00 ~~398~~488,~~020~~000.6200 2- Five Year ARM ~~6752732880~~6789122451 CA 8078.0091 01-Jun-2005 ~~692~~363,000.00 ~~692~~363,000.00 2- Five Year ARM ~~6936623351~~6973098210 CA 80.00 01-Jun-2005 ~~720~~520,000.00 ~~716~~519,~~478~~907.4326 ~~2- Five Year ARM 6945827761 VA 95.00 01-May-2005 375,250.00 375,250.00 2- Five Year ARM 6966595024 MI 71.22 01-May-2005 500,000.00 497,846.76~~ 3- Seven Year ARM ~~6559121725~~6549397146 AZCA 5680.0300 01-May-2005 ~~650~~456,000.00 ~~650~~453,~~000~~306.~~00 4- Ten Year ARM 6192016746 MO 70.00 01-Jun-2005 420,000.00 420,000.00 4- Ten Year ARM 6682616013 CA 66.87 01-Apr-2005 1,080,000.00 1,079,482.56~~57

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning 1-Three Year ARM ~~3301666487~~6549712427 Loan Paid in Full 0 5.125% 360 34 1-Three Year ARM ~~6086801591~~6614820097 Loan Paid in Full ~~0 5.750% 360 2~~ (1~~-Three~~) ~~Year ARM 6154434135 Loan Paid in Full 0~~ 5.~~625~~000% 360 ~~2 1-Three Year ARM 6180669498 Loan Paid in Full 0~~ 5~~.875%~~ ~~360 3~~ 1-Three Year ARM ~~6452700781~~6885592599 Loan Paid in Full 0 ~~6.125% 360 2 2- Five Year ARM 6094260053 Loan Paid in Full 0~~ 5.500% 360 34 2- Five Year ARM ~~6145295975~~3301693770 Loan Paid in Full 0 5.~~875~~250% 360 34 2- Five Year ARM ~~6184272133~~6160211733 Loan Paid in Full 0(1) 54.750% 360 24 2- Five Year ARM ~~6225554630~~6240991270 Loan Paid in Full 0 45.625% 360 ~~2 2- Five Year ARM 6245941288 Loan Paid in Full 0~~ 5~~.750%~~ ~~360 3~~ 2- Five Year ARM ~~6255550508~~6246634676 Loan Paid in Full 0(1) 5.250% 360 24 2- Five Year ARM ~~6306289023~~6278015414 Loan Paid in Full 0 5.~~750~~500% 360 25 2- Five Year ARM ~~6379595991~~6453705839 Loan Paid in Full 0 56.~~750~~000% 360 34 2- Five Year ARM ~~6443319204~~6683899634 Loan Paid in Full (1) 5.~~500% 360 3 2- Five Year ARM 6481070768 Loan Paid in Full (1) 5.~~875% 360 24 2- Five Year ARM ~~6506933529~~6789122451 Loan Paid in Full 0 5.~~500~~750% 360 34 2- Five Year ARM ~~6521968120~~6973098210 Loan Paid in Full ~~0 5.500% 360 3 2- Five Year ARM 6676364182 Loan Paid in Full~~ (1) 6.~~375~~125% 360 ~~2 2- Five Year ARM 6725250713 Loan Paid in Full (1)~~ 4~~.875%~~ ~~360~~ 3 2- Five Year ARM 6752732880 Loan Paid in Full 0 5.375% 360 2 2- Five Year ARM 6936623351 Loan Paid in Full 0 5.250% 360 2 2- Five Year ARM 6945827761 Loan Paid in Full 0 5.000% 360 3 2- Five Year ARM 6966595024 Loan Paid in Full 0 5.625% 360 3 3- Seven Year ARM ~~6559121725~~6549397146 Loan Paid in Full 0 ~~5.875% 360 3 4- Ten Year ARM 6192016746 Loan Paid in Full 0~~ 6.~~250~~125% 360 ~~2 4- Ten Year ARM 6682616013 Loan Paid in Full (1)~~ 5~~.750% 360 4~~

Prepayment - Voluntary Prepayments

Summary SMM CPR PSA Current Month 21.~~735~~409% Current Month 2815.~~309~~654% Current Month 51,~~692~~742.~~199~~770% 3 Month Average 1.~~691~~828% 3 Month Average 1819.~~195~~639% 3 Month Average 73,~~388~~192.~~283~~796% 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 11.071% N/A Jun-2005 11,372.012% N/A Jul-2005 15.206% N/A Jul-2005 5,100.639% N/A Aug-2005 28.309% N/A Aug-2005 5,692.199% N/A Sep-2005 14.953% N/A Sep-2005 2,143.418% N/A Oct-2005 15.654% N/A Oct-2005 1,742.770% 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. 1-Three Year ARM SMM CPR PSA Current Month 64.~~300~~605% Current Month 5443.~~202~~207% Current Month 114,~~469~~956.~~370~~913% 3 Month Average 4.~~328~~108% 3 Month Average 3937.~~969~~723% 3 Month Average 206,~~063~~258.~~973~~631% 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 23.152% N/A Jun-2005 33,142.402% N/A Jul-2005 42.554% N/A Jul-2005 15,580.148% N/A Aug-2005 54.202% N/A Aug-2005 11,469.370% N/A Sep-2005 15.760% N/A Sep-2005 2,349.611% N/A Oct-2005 43.207% N/A Oct-2005 4,956.913% 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. 2- Five Year ARM SMM CPR PSA Current Month 21.~~347~~215% Current Month 2413.~~795~~648% Current Month 51,~~075~~534.~~299~~491% 3 Month Average 1.~~524~~568% 3 Month Average 1617.~~639~~105% 3 Month Average 72,~~543~~826.~~199~~095% 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 11.317% N/A Jun-2005 12,777.112% N/A Jul-2005 13.805% N/A Jul-2005 4,777.186% N/A Aug-2005 24.795% N/A Aug-2005 5,075.299% N/A Sep-2005 12.872% N/A Sep-2005 1,868.496% N/A Oct-2005 13.648% N/A Oct-2005 1,534.491% 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. 3- Seven Year ARM SMM CPR PSA Current Month 32.~~184~~773% Current Month 3228.~~176~~645% Current Month 63,~~449~~183.~~777~~828% 3 Month Average 13.~~229~~864% 3 Month Average 1236.~~702~~989% 3 Month Average 35,~~850~~597.~~810~~861% 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 4.834% N/A Jun-2005 4,739.365% N/A Jul-2005 1.097% N/A Jul-2005 363.288% N/A Aug-2005 32.176% N/A Aug-2005 6,449.777% N/A Sep-2005 50.146% N/A Sep-2005 7,159.978% N/A Oct-2005 28.645% N/A Oct-2005 3,183.828% 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. 4- Ten Year ARM SMM CPR PSA Current Month 30.~~751~~021% Current Month 360.~~796~~248% Current Month ~~5,950~~24.~~192~~363% 3 Month Average 1.~~587~~405% 3 Month Average 1614.~~097~~077% 3 Month Average 2,~~907~~202.~~641~~795% 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 0.193% N/A Jun-2005 88.305% N/A Jul-2005 11.302% N/A Jul-2005 2,684.427% N/A Aug-2005 36.796% N/A Aug-2005 5,950.192% N/A Sep-2005 5.188% N/A Sep-2005 633.829% N/A Oct-2005 0.248% N/A Oct-2005 24.363% 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~~Nov-2004 N/A N/A ~~Sep~~Nov-2004 N/A N/A ~~Oct~~Dec-2004 N/A N/A ~~Oct~~Dec-2004 N/A N/A ~~Nov~~Jan-~~2004~~2005 N/A N/A ~~Nov~~Jan-~~2004~~2005 N/A N/A ~~Dec~~Feb-~~2004~~2005 N/A N/A ~~Dec~~Feb-~~2004~~2005 N/A N/A ~~Jan~~Mar-2005 N/A N/A ~~Jan~~Mar-2005 N/A N/A ~~Feb~~Apr-2005 N/A N/A ~~Feb~~Apr-2005 N/A N/A ~~Mar~~May-2005 N/A N/A ~~Mar~~May-2005 N/A N/A ~~Apr~~Jun-2005 ~~N/A~~0.000% N/A ~~Apr~~Jun-2005 ~~N/A~~0.000% N/A ~~May~~Jul-2005 ~~N/A~~0.000% N/A ~~May~~Jul-2005 ~~N/A~~0.000% N/A ~~Jun~~Aug-2005 0.000% N/A ~~Jun~~Aug-2005 0.000% N/A ~~Jul~~Sep-2005 0.000% N/A ~~Jul~~Sep-2005 0.000% N/A ~~Aug~~Oct-2005 0.000% N/A ~~Aug~~Oct-2005 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation 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~~Nov-2004 N/A N/A ~~Sep~~Nov-2004 N/A N/A ~~Oct~~Dec-2004 N/A N/A ~~Oct~~Dec-2004 N/A N/A ~~Nov~~Jan-~~2004~~2005 N/A N/A ~~Nov~~Jan-~~2004~~2005 N/A N/A ~~Dec~~Feb-~~2004~~2005 N/A N/A ~~Dec~~Feb-~~2004~~2005 N/A N/A ~~Jan~~Mar-2005 N/A N/A ~~Jan~~Mar-2005 N/A N/A ~~Feb~~Apr-2005 N/A N/A ~~Feb~~Apr-2005 N/A N/A ~~Mar~~May-2005 N/A N/A ~~Mar~~May-2005 N/A N/A ~~Apr~~Jun-2005 ~~N/A~~0.000% N/A ~~Apr~~Jun-2005 ~~N/A~~0.000% N/A ~~May~~Jul-2005 ~~N/A~~0.000% N/A ~~May~~Jul-2005 ~~N/A~~0.000% N/A ~~Jun~~Aug-2005 0.000% N/A ~~Jun~~Aug-2005 0.000% N/A ~~Jul~~Sep-2005 0.000% N/A ~~Jul~~Sep-2005 0.000% N/A ~~Aug~~Oct-2005 0.000% N/A ~~Aug~~Oct-2005 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. 1-Three Year ARM MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs 12mo Average* SDA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Sep~~Nov-2004 N/A N/A ~~Sep~~Nov-2004 N/A N/A ~~Oct~~Dec-2004 N/A N/A ~~Oct~~Dec-2004 N/A N/A ~~Nov~~Jan-~~2004~~2005 N/A N/A ~~Nov~~Jan-~~2004~~2005 N/A N/A ~~Dec~~Feb-~~2004~~2005 N/A N/A ~~Dec~~Feb-~~2004~~2005 N/A N/A ~~Jan~~Mar-2005 N/A N/A ~~Jan~~Mar-2005 N/A N/A ~~Feb~~Apr-2005 N/A N/A ~~Feb~~Apr-2005 N/A N/A ~~Mar~~May-2005 N/A N/A ~~Mar~~May-2005 N/A N/A ~~Apr~~Jun-2005 ~~N/A~~0.000% N/A ~~Apr~~Jun-2005 ~~N/A~~0.000% N/A ~~May~~Jul-2005 ~~N/A~~0.000% N/A ~~May~~Jul-2005 ~~N/A~~0.000% N/A ~~Jun~~Aug-2005 0.000% N/A ~~Jun~~Aug-2005 0.000% N/A ~~Jul~~Sep-2005 0.000% N/A ~~Jul~~Sep-2005 0.000% N/A ~~Aug~~Oct-2005 0.000% N/A ~~Aug~~Oct-2005 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation 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~~Nov-2004 N/A N/A ~~Sep~~Nov-2004 N/A N/A ~~Oct~~Dec-2004 N/A N/A ~~Oct~~Dec-2004 N/A N/A ~~Nov~~Jan-~~2004~~2005 N/A N/A ~~Nov~~Jan-~~2004~~2005 N/A N/A ~~Dec~~Feb-~~2004~~2005 N/A N/A ~~Dec~~Feb-~~2004~~2005 N/A N/A ~~Jan~~Mar-2005 N/A N/A ~~Jan~~Mar-2005 N/A N/A ~~Feb~~Apr-2005 N/A N/A ~~Feb~~Apr-2005 N/A N/A ~~Mar~~May-2005 N/A N/A ~~Mar~~May-2005 N/A N/A ~~Apr~~Jun-2005 ~~N/A~~0.000% N/A ~~Apr~~Jun-2005 ~~N/A~~0.000% N/A ~~May~~Jul-2005 ~~N/A~~0.000% N/A ~~May~~Jul-2005 ~~N/A~~0.000% N/A ~~Jun~~Aug-2005 0.000% N/A ~~Jun~~Aug-2005 0.000% N/A ~~Jul~~Sep-2005 0.000% N/A ~~Jul~~Sep-2005 0.000% N/A ~~Aug~~Oct-2005 0.000% N/A ~~Aug~~Oct-2005 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. 2- Five Year ARM MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs 12mo Average* SDA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Sep~~Nov-2004 N/A N/A ~~Sep~~Nov-2004 N/A N/A ~~Oct~~Dec-2004 N/A N/A ~~Oct~~Dec-2004 N/A N/A ~~Nov~~Jan-~~2004~~2005 N/A N/A ~~Nov~~Jan-~~2004~~2005 N/A N/A ~~Dec~~Feb-~~2004~~2005 N/A N/A ~~Dec~~Feb-~~2004~~2005 N/A N/A ~~Jan~~Mar-2005 N/A N/A ~~Jan~~Mar-2005 N/A N/A ~~Feb~~Apr-2005 N/A N/A ~~Feb~~Apr-2005 N/A N/A ~~Mar~~May-2005 N/A N/A ~~Mar~~May-2005 N/A N/A ~~Apr~~Jun-2005 ~~N/A~~0.000% N/A ~~Apr~~Jun-2005 ~~N/A~~0.000% N/A ~~May~~Jul-2005 ~~N/A~~0.000% N/A ~~May~~Jul-2005 ~~N/A~~0.000% N/A ~~Jun~~Aug-2005 0.000% N/A ~~Jun~~Aug-2005 0.000% N/A ~~Jul~~Sep-2005 0.000% N/A ~~Jul~~Sep-2005 0.000% N/A ~~Aug~~Oct-2005 0.000% N/A ~~Aug~~Oct-2005 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation 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~~Nov-2004 N/A N/A ~~Sep~~Nov-2004 N/A N/A ~~Oct~~Dec-2004 N/A N/A ~~Oct~~Dec-2004 N/A N/A ~~Nov~~Jan-~~2004~~2005 N/A N/A ~~Nov~~Jan-~~2004~~2005 N/A N/A ~~Dec~~Feb-~~2004~~2005 N/A N/A ~~Dec~~Feb-~~2004~~2005 N/A N/A ~~Jan~~Mar-2005 N/A N/A ~~Jan~~Mar-2005 N/A N/A ~~Feb~~Apr-2005 N/A N/A ~~Feb~~Apr-2005 N/A N/A ~~Mar~~May-2005 N/A N/A ~~Mar~~May-2005 N/A N/A ~~Apr~~Jun-2005 ~~N/A~~0.000% N/A ~~Apr~~Jun-2005 ~~N/A~~0.000% N/A ~~May~~Jul-2005 ~~N/A~~0.000% N/A ~~May~~Jul-2005 ~~N/A~~0.000% N/A ~~Jun~~Aug-2005 0.000% N/A ~~Jun~~Aug-2005 0.000% N/A ~~Jul~~Sep-2005 0.000% N/A ~~Jul~~Sep-2005 0.000% N/A ~~Aug~~Oct-2005 0.000% N/A ~~Aug~~Oct-2005 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. 3- Seven Year ARM MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs 12mo Average* SDA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Sep~~Nov-2004 N/A N/A ~~Sep~~Nov-2004 N/A N/A ~~Oct~~Dec-2004 N/A N/A ~~Oct~~Dec-2004 N/A N/A ~~Nov~~Jan-~~2004~~2005 N/A N/A ~~Nov~~Jan-~~2004~~2005 N/A N/A ~~Dec~~Feb-~~2004~~2005 N/A N/A ~~Dec~~Feb-~~2004~~2005 N/A N/A ~~Jan~~Mar-2005 N/A N/A ~~Jan~~Mar-2005 N/A N/A ~~Feb~~Apr-2005 N/A N/A ~~Feb~~Apr-2005 N/A N/A ~~Mar~~May-2005 N/A N/A ~~Mar~~May-2005 N/A N/A ~~Apr~~Jun-2005 ~~N/A~~0.000% N/A ~~Apr~~Jun-2005 ~~N/A~~0.000% N/A ~~May~~Jul-2005 ~~N/A~~0.000% N/A ~~May~~Jul-2005 ~~N/A~~0.000% N/A ~~Jun~~Aug-2005 0.000% N/A ~~Jun~~Aug-2005 0.000% N/A ~~Jul~~Sep-2005 0.000% N/A ~~Jul~~Sep-2005 0.000% N/A ~~Aug~~Oct-2005 0.000% N/A ~~Aug~~Oct-2005 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation 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~~Nov-2004 N/A N/A ~~Sep~~Nov-2004 N/A N/A ~~Oct~~Dec-2004 N/A N/A ~~Oct~~Dec-2004 N/A N/A ~~Nov~~Jan-~~2004~~2005 N/A N/A ~~Nov~~Jan-~~2004~~2005 N/A N/A ~~Dec~~Feb-~~2004~~2005 N/A N/A ~~Dec~~Feb-~~2004~~2005 N/A N/A ~~Jan~~Mar-2005 N/A N/A ~~Jan~~Mar-2005 N/A N/A ~~Feb~~Apr-2005 N/A N/A ~~Feb~~Apr-2005 N/A N/A ~~Mar~~May-2005 N/A N/A ~~Mar~~May-2005 N/A N/A ~~Apr~~Jun-2005 ~~N/A~~0.000% N/A ~~Apr~~Jun-2005 ~~N/A~~0.000% N/A ~~May~~Jul-2005 ~~N/A~~0.000% N/A ~~May~~Jul-2005 ~~N/A~~0.000% N/A ~~Jun~~Aug-2005 0.000% N/A ~~Jun~~Aug-2005 0.000% N/A ~~Jul~~Sep-2005 0.000% N/A ~~Jul~~Sep-2005 0.000% N/A ~~Aug~~Oct-2005 0.000% N/A ~~Aug~~Oct-2005 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. 4- Ten Year ARM MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs 12mo Average* SDA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Sep~~Nov-2004 N/A N/A ~~Sep~~Nov-2004 N/A N/A ~~Oct~~Dec-2004 N/A N/A ~~Oct~~Dec-2004 N/A N/A ~~Nov~~Jan-~~2004~~2005 N/A N/A ~~Nov~~Jan-~~2004~~2005 N/A N/A ~~Dec~~Feb-~~2004~~2005 N/A N/A ~~Dec~~Feb-~~2004~~2005 N/A N/A ~~Jan~~Mar-2005 N/A N/A ~~Jan~~Mar-2005 N/A N/A ~~Feb~~Apr-2005 N/A N/A ~~Feb~~Apr-2005 N/A N/A ~~Mar~~May-2005 N/A N/A ~~Mar~~May-2005 N/A N/A ~~Apr~~Jun-2005 ~~N/A~~0.000% N/A ~~Apr~~Jun-2005 ~~N/A~~0.000% N/A ~~May~~Jul-2005 ~~N/A~~0.000% N/A ~~May~~Jul-2005 ~~N/A~~0.000% N/A ~~Jun~~Aug-2005 0.000% N/A ~~Jun~~Aug-2005 0.000% N/A ~~Jul~~Sep-2005 0.000% N/A ~~Jul~~Sep-2005 0.000% N/A ~~Aug~~Oct-2005 0.000% N/A ~~Aug~~Oct-2005 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation 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~~Nov-2004 N/A N/A ~~Sep~~Nov-2004 N/A N/A ~~Oct~~Dec-2004 N/A N/A ~~Oct~~Dec-2004 N/A N/A ~~Nov~~Jan-~~2004~~2005 N/A N/A ~~Nov~~Jan-~~2004~~2005 N/A N/A ~~Dec~~Feb-~~2004~~2005 N/A N/A ~~Dec~~Feb-~~2004~~2005 N/A N/A ~~Jan~~Mar-2005 N/A N/A ~~Jan~~Mar-2005 N/A N/A ~~Feb~~Apr-2005 N/A N/A ~~Feb~~Apr-2005 N/A N/A ~~Mar~~May-2005 N/A N/A ~~Mar~~May-2005 N/A N/A ~~Apr~~Jun-2005 ~~N/A~~0.000% N/A ~~Apr~~Jun-2005 ~~N/A~~0.000% N/A ~~May~~Jul-2005 ~~N/A~~0.000% N/A ~~May~~Jul-2005 ~~N/A~~0.000% N/A ~~Jun~~Aug-2005 0.000% N/A ~~Jun~~Aug-2005 0.000% N/A ~~Jul~~Sep-2005 0.000% N/A ~~Jul~~Sep-2005 0.000% N/A ~~Aug~~Oct-2005 0.000% N/A ~~Aug~~Oct-2005 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. 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 · Banc of America Mortgage Securities Mortgage Pass-Through Certificates Series 2005-E