SMT Series 2004-12 Certificateholder Distribution Summary by Wells Fargo Bank Minnesota, N.A.
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Summary
This document is a distribution summary for certificateholders of the SMT Series 2004-12, prepared by Wells Fargo Bank Minnesota, N.A. It details the interest and principal payments made to holders of various classes of certificates as of April 28, 2006, with distributions occurring on May 22, 2006. The summary includes payment rates, balances, and realized losses for each class. All calculations are made in accordance with the Pooling and Servicing Agreement, and no realized losses are reported for this period.
EX-10.1 2 f21141cexv10w1.htm EXHIBIT 10.1 exv10w1
EXHIBIT 10.1
Contact: | Customer Services CTSLink Wells Fargo Bank Minnesota, N.A. Securities Administration Services 7485 New Horizon Way Frederick, MD 21703 www.ctslink.com Telephone: (301)  ###-###-#### Fax: (301)  ###-###-#### |
SMT SERIES 2004-12
Record Date: April 28, 2006
Distribution Date: May 22, 2006
Record Date: April 28, 2006
Distribution Date: May 22, 2006
Certificateholder Distribution Summary
Certificate | Certificate | |||||||||||||||||||||||||||||||||||||||||||||
Class | Pass-Through | Beginning | Interest | Principal | Current | Ending Certificate | Total | Cumulative | ||||||||||||||||||||||||||||||||||||||
Class | CUSIP | Description | Rate | Certificate Balance | Distribution | Distribution | Realized Loss | Balance | Distribution | Realized Loss | ||||||||||||||||||||||||||||||||||||
A-1 | 81744FFY8 | SEN | 5.19250 | % | 184,650,416.16 | 798,997.74 | 12,810,002.41 | 0.00 | 171,840,413.75 | 13,609,000.15 | 0.00 | |||||||||||||||||||||||||||||||||||
A-2 | 81744FFZ5 | SEN | 4.95688 | % | 95,865,214.44 | 395,993.64 | 6,957,482.02 | 0.00 | 88,907,732.43 | 7,353,475.66 | 0.00 | |||||||||||||||||||||||||||||||||||
A-3 | 81744FGA9 | SEN | 4.98688 | % | 82,259,394.59 | 341,848.11 | 3,926,522.62 | 0.00 | 78,332,871.97 | 4,268,370.73 | 0.00 | |||||||||||||||||||||||||||||||||||
X-A1 | 81744FGB7 | IO | 0.65626 | % | 0.00 | 153,409.94 | 0.00 | 0.00 | 0.00 | 153,409.94 | 0.00 | |||||||||||||||||||||||||||||||||||
X-A2 | 81744FGC5 | IO | 0.94412 | % | 0.00 | 64,719.07 | 0.00 | 0.00 | 0.00 | 64,719.07 | 0.00 | |||||||||||||||||||||||||||||||||||
X-B | 81744FGD3 | IO | 0.10678 | % | 0.00 | 1,194.15 | 0.00 | 0.00 | 0.00 | 1,194.15 | 0.00 | |||||||||||||||||||||||||||||||||||
B-1 | 81744FGF8 | SUB | 5.42250 | % | 8,588,000.00 | 38,807.03 | 290,056.65 | 0.00 | 8,297,943.35 | 328,863.68 | 0.00 | |||||||||||||||||||||||||||||||||||
B-2 | 81744FGG6 | SUB | 5.77250 | % | 6,134,000.00 | 29,507.10 | 207,173.67 | 0.00 | 5,926,826.33 | 236,680.77 | 0.00 | |||||||||||||||||||||||||||||||||||
B-3 | 81744FGH4 | SUB | 6.17250 | % | 3,680,000.00 | 18,929.00 | 124,290.69 | 0.00 | 3,555,709.31 | 143,219.69 | 0.00 | |||||||||||||||||||||||||||||||||||
B-4 | 81744FGJ0 | SUB | 5.76702 | % | 2,453,000.00 | 11,788.75 | 82,849.20 | 0.00 | 2,370,150.80 | 94,637.95 | 0.00 | |||||||||||||||||||||||||||||||||||
B-5 | 81744FGK7 | SUB | 5.76702 | % | 920,000.00 | 4,421.38 | 31,072.67 | 0.00 | 888,927.33 | 35,494.05 | 0.00 | |||||||||||||||||||||||||||||||||||
B-6 | 81744FGL5 | SUB | 5.76702 | % | 2,762,778.00 | 13,277.50 | 93,311.85 | 0.00 | 2,669,466.15 | 106,589.35 | 0.00 | |||||||||||||||||||||||||||||||||||
A-R | 81744FGE1 | RES | 4.66404 | % | 0.00 | 0.17 | 0.00 | 0.00 | 0.00 | 0.17 | 0.00 | |||||||||||||||||||||||||||||||||||
Totals | 387,312,803.19 | 1,872,893.58 | 24,522,761.78 | 0.00 | 362,790,041.42 | 26,395,655.36 | 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
Beginning | Scheduled | Unscheduled | |||||||||||||||||||||||||||||||||||||||||||||
Original Face | Certificate | Principal | Principal | Realized | Total Principal | Ending Certificate | Ending Certificate | Total Principal | |||||||||||||||||||||||||||||||||||||||
Class | Amount | Balance | Distribution | Distribution | Accretion | Loss | Reduction | Balance | Percentage | Distribution | |||||||||||||||||||||||||||||||||||||
A-1 | 380,510,000.00 | 184,650,416.16 | 888.29 | 12,809,114.11 | 0.00 | 0.00 | 12,810,002.41 | 171,840,413.75 | 0.45160551 | 12,810,002.41 | |||||||||||||||||||||||||||||||||||||
A-2 | 208,392,000.00 | 95,865,214.44 | 358.41 | 6,957,123.60 | 0.00 | 0.00 | 6,957,482.02 | 88,907,732.43 | 0.42663697 | 6,957,482.02 | |||||||||||||||||||||||||||||||||||||
A-3 | 218,330,615.00 | 82,259,394.59 | 0.00 | 3,926,522.62 | 0.00 | 0.00 | 3,926,522.62 | 78,332,871.97 | 0.35878098 | 3,926,522.62 | |||||||||||||||||||||||||||||||||||||
X-A1 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00000000 | 0.00 | |||||||||||||||||||||||||||||||||||||
X-A2 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00000000 | 0.00 | |||||||||||||||||||||||||||||||||||||
X-B | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00000000 | 0.00 | |||||||||||||||||||||||||||||||||||||
B-1 | 8,588,000.00 | 8,588,000.00 | 18.23 | 290,038.42 | 0.00 | 0.00 | 290,056.65 | 8,297,943.35 | 0.96622536 | 290,056.65 | |||||||||||||||||||||||||||||||||||||
B-2 | 6,134,000.00 | 6,134,000.00 | 13.02 | 207,160.65 | 0.00 | 0.00 | 207,173.67 | 5,926,826.33 | 0.96622536 | 207,173.67 | |||||||||||||||||||||||||||||||||||||
B-3 | 3,680,000.00 | 3,680,000.00 | 7.81 | 124,282.88 | 0.00 | 0.00 | 124,290.69 | 3,555,709.31 | 0.96622536 | 124,290.69 | |||||||||||||||||||||||||||||||||||||
B-4 | 2,453,000.00 | 2,453,000.00 | 5.21 | 82,844.00 | 0.00 | 0.00 | 82,849.20 | 2,370,150.80 | 0.96622536 | 82,849.20 | |||||||||||||||||||||||||||||||||||||
B-5 | 920,000.00 | 920,000.00 | 1.95 | 31,070.72 | 0.00 | 0.00 | 31,072.67 | 888,927.33 | 0.96622535 | 31,072.67 | |||||||||||||||||||||||||||||||||||||
B-6 | 2,762,778.00 | 2,762,778.00 | 5.87 | 93,305.98 | 0.00 | 0.00 | 93,311.85 | 2,669,466.15 | 0.96622535 | 93,311.85 | |||||||||||||||||||||||||||||||||||||
A-R | 100.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00000000 | 0.00 | |||||||||||||||||||||||||||||||||||||
Totals | 831,770,493.00 | 387,312,803.19 | 1,298.79 | 24,521,462.98 | 0.00 | 0.00 | 24,522,761.78 | 362,790,041.42 | 0.43616604 | 24,522,761.78 | |||||||||||||||||||||||||||||||||||||
Principal Distribution Factors Statement
Beginning | Scheduled | Unscheduled | Ending | ||||||||||||||||||||||||||||||||||||||||||||
Original Face | Certificate | Principal | Principal | Realized | Total Principal | Ending Certificate | Certificate | Total Principal | |||||||||||||||||||||||||||||||||||||||
Class | Amount | Balance | Distribution | Distribution | Accretion | Loss | Reduction | Balance | Percentage | Distribution | |||||||||||||||||||||||||||||||||||||
A-1 | 380,510,000.00 | 485.27086321 | 0.00233447 | 33.66301572 | 0.00000000 | 0.00000000 | 33.66535021 | 451.60551300 | 0.45160551 | 33.66535021 | |||||||||||||||||||||||||||||||||||||
A-2 | 208,392,000.00 | 460.02348670 | 0.00171988 | 33.38479212 | 0.00000000 | 0.00000000 | 33.38651205 | 426.63697469 | 0.42663697 | 33.38651205 | |||||||||||||||||||||||||||||||||||||
A-3 | 218,330,615.00 | 376.76527678 | 0.00000000 | 17.98429698 | 0.00000000 | 0.00000000 | 17.98429698 | 358.78097980 | 0.35878098 | 17.98429698 | |||||||||||||||||||||||||||||||||||||
X-A1 | 0.00 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |||||||||||||||||||||||||||||||||||||
X-A2 | 0.00 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |||||||||||||||||||||||||||||||||||||
X-B | 0.00 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |||||||||||||||||||||||||||||||||||||
B-1 | 8,588,000.00 | 1000.00000000 | 0.00212273 | 33.77252212 | 0.00000000 | 0.00000000 | 33.77464485 | 966.22535515 | 0.96625536 | 33.77464485 | |||||||||||||||||||||||||||||||||||||
B-2 | 6,134,000.00 | 1000.00000000 | 0.00212260 | 33.77252201 | 0.00000000 | 0.00000000 | 33.77464460 | 966.22535540 | 0.96622536 | 33.77464460 | |||||||||||||||||||||||||||||||||||||
B-3 | 3,680,000.00 | 1000.00000000 | 0.00212228 | 33.77252174 | 0.00000000 | 0.00000000 | 33.77464402 | 966.22535598 | 0.96622536 | 33.77464402 | |||||||||||||||||||||||||||||||||||||
B-4 | 2,453,000.00 | 1000.00000000 | 0.00212393 | 33.77252344 | 0.00000000 | 0.00000000 | 33.77464329 | 966.22535671 | 0.96622536 | 33.77464329 | |||||||||||||||||||||||||||||||||||||
B-5 | 920,000.00 | 1000.00000000 | 0.00211957 | 33.77252174 | 0.00000000 | 0.00000000 | 33.77464130 | 966.22535870 | 0.96622536 | 33.77464130 | |||||||||||||||||||||||||||||||||||||
B-6 | 2,762,778.00 | 1000.00000000 | 0.00212467 | 33.77252172 | 0.00000000 | 0.00000000 | 33.77464639 | 966.22535361 | 0.96622535 | 33.77464639 | |||||||||||||||||||||||||||||||||||||
A-R | 100.00 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |||||||||||||||||||||||||||||||||||||
insinuate
Interest Distribution- Statement
Payment | ||||||||||||||||||||||||||||||||||||||||||||||||
of | Non- | Remaining | Ending | |||||||||||||||||||||||||||||||||||||||||||||
Current | Beginning | Current | Unpaid | Current | Supported | Unpaid | Certificate/ | |||||||||||||||||||||||||||||||||||||||||
Accrual | Certificate | Certificate/ | Accrued | Interest | Interest | Interest | Total Interest | Interest | Notational | |||||||||||||||||||||||||||||||||||||||
Class | Accural Dates | Days | Rate | Notional Balance | Interest | Shortfall | Shortfall | Shortfall(1) | Distribution | Shortfall(2) | Balance | |||||||||||||||||||||||||||||||||||||
A-1 | 04/20/06 05/19/06 | 30 | 5.19250 | % | 184,650,416.16 | 798,997.74 | 0.00 | 0.00 | 0.00 | 798,977.74 | 0.00 | 171,840,413.75 | ||||||||||||||||||||||||||||||||||||
A-2 | 04/20/06 05/19/06 | 30 | 4.95688 | % | 95,865,214.44 | 395,993.64 | 0.00 | 0.00 | 0.00 | 395,993.64 | 0.00 | 88,907,732.43 | ||||||||||||||||||||||||||||||||||||
A-3 | 04/20/06 05/19/06 | 30 | 4.98688 | % | 82,259,394.59 | 341,848.11 | 0.00 | 0.00 | 0.00 | 341,848.11 | 0.00 | 78,332,871.97 | ||||||||||||||||||||||||||||||||||||
X-A1 | 04/01/06 04/30/06 | 30 | 0.65626 | % | 280,515,630.60 | 153,409.94 | 0.00 | 0.00 | 0.00 | 153,409.94 | 0.00 | 260,748,146.18 | ||||||||||||||||||||||||||||||||||||
X-A2 | 04/01/06 04/30/06 | 30 | 0.94412 | % | 82,259,394.59 | 64,719.07 | 0.00 | 0.00 | 0.00 | 64,719.07 | 0.00 | 78,332,871.97 | ||||||||||||||||||||||||||||||||||||
X-B | 04/01/06 04/30/06 | 30 | 0.16078 | % | 18,402,000.00 | 2,465.63 | 0.00 | 0.00 | 0.00 | 1,194.15 | 0.00 | 17,780,478.98 | ||||||||||||||||||||||||||||||||||||
B-1 | 04/20/06 05/19/06 | 30 | 5.42250 | % | 8,588,000.00 | 38,807.03 | 0.00 | 0.00 | 0.00 | 38,807.03 | 0.00 | 8,297,943.35 | ||||||||||||||||||||||||||||||||||||
B-2 | 04/20/06 05/19/06 | 30 | 5.77250 | % | 6,134,000.00 | 29,507.10 | 28.00 | 28.00 | 0.00 | 29,507.10 | 0.00 | 5,926,826.33 | ||||||||||||||||||||||||||||||||||||
B-3 | 04/20/06 05/19/06 | 30 | 6.17250 | % | 3,680,000.00 | 18,929.00 | 1,243.47 | 1,243.47 | 0.00 | 18,929.00 | 0.00 | 3,555,709.31 | ||||||||||||||||||||||||||||||||||||
B-4 | 04/01/06 04/30/06 | 30 | 5.76702 | % | 2,453,000.00 | 11,788.75 | 0.00 | 0.00 | 0.00 | 11,788.75 | 0.00 | 2,370,150.80 | ||||||||||||||||||||||||||||||||||||
B-5 | 04/01/06 04/30/06 | 30 | 5.76702 | % | 920,000.00 | 4,421.38 | 0.00 | 0.00 | 0.00 | 4,421.38 | 0.00 | 888,927.33 | ||||||||||||||||||||||||||||||||||||
B-6 | 04/01/06 04/30/06 | 30 | 5.76702 | % | 2,762,778.00 | 13,277.50 | 0.00 | 0.00 | 0.00 | 13,277.50 | 0.00 | 2,669,466.15 | ||||||||||||||||||||||||||||||||||||
A-R | N/A | N/A | 4.66404 | % | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.17 | 0.00 | 0.00 | ||||||||||||||||||||||||||||||||||||
Totals | 1,874,164.89 | 1,271.47 | 1,271.47 | 0.00 | 1,872,893.58 | 0.00 | ||||||||||||||||||||||||||||||||||||||||||
(1, 2) Amount also includes coupon cap or basis risk shortfalls, if applicable. |
Interest Distribution Factors Statement
Beginning | Payment of | Remaining | Ending | ||||||||||||||||||||||||||||||||||||||||||||
Current | Certificate/ | Unpaid | Non-Supported | Unpaid | Certificate/ | ||||||||||||||||||||||||||||||||||||||||||
Original Face | Certificate | Notional | Current | Interest | Current Interest | Interest | Total Interest | Interest | Notational | ||||||||||||||||||||||||||||||||||||||
Class | Amount | Rate | Balance | Accrued Interest | Shortfall | Shortfall(1) | Shortfall | Distribution | Shortfall(2) | Balance | |||||||||||||||||||||||||||||||||||||
A-1 | 380,510,000.00 | 5.19250 | % | 485.27086321 | 2.09980747 | 0.00000000 | 0.00000000 | 0.00000000 | 2.09980747 | 0.00000000 | 451.60551300 | ||||||||||||||||||||||||||||||||||||
A-2 | 208,392,000.00 | 4.95688 | % | 460.02348670 | 1.90023437 | 0.00000000 | 0.00000000 | 0.00000000 | 1.90023437 | 0.00000000 | 426.63697469 | ||||||||||||||||||||||||||||||||||||
A-3 | 218,330,615.00 | 4.98688 | % | 376.76527678 | 1.56573603 | 0.00000000 | 0.00000000 | 0.00000000 | 1.56573603 | 0.00000000 | 358.78097980 | ||||||||||||||||||||||||||||||||||||
X-A1 | 0.00 | 0.65626 | % | 476.33669201 | 0.26050165 | 0.00000000 | 0.00000000 | 0.00000000 | 0.26050165 | 0.00000000 | 442.77001297 | ||||||||||||||||||||||||||||||||||||
X-A2 | 0.00 | 0.94412 | % | 376.76527678 | 0.29642691 | 0.00000000 | 0.00000000 | 0.00000000 | 0.29642691 | 0.00000000 | 358.78097980 | ||||||||||||||||||||||||||||||||||||
X-B | 0.00 | 0.16078 | % | 1000.00000000 | 0.13398707 | 0.00000000 | 0.00000000 | 0.00000000 | 0.06489240 | 0.00000000 | 966.22535485 | ||||||||||||||||||||||||||||||||||||
B-1 | 8,588,000.00 | 5.42250 | % | 1000.00000000 | 4.51875058 | 0.00000000 | 0.00000000 | 0.00000000 | 4.51875058 | 0.00000000 | 966.22535515 | ||||||||||||||||||||||||||||||||||||
B-2 | 6,134,000.00 | 5.77250 | % | 1000.00000000 | 4.81041735 | 0.00456472 | 0.00456472 | 0.00000000 | 4.81041735 | 0.00000000 | 966.22535540 | ||||||||||||||||||||||||||||||||||||
B-3 | 3,680,000.00 | 6.17250 | % | 1000.00000000 | 5.14375000 | 0.33789946 | 0.33789946 | 0.00000000 | 5.14375000 | 0.00000000 | 966.22535598 | ||||||||||||||||||||||||||||||||||||
B-4 | 2,453,000.00 | 5.76702 | % | 1000.00000000 | 4.80584998 | 0.00000000 | 0.00000000 | 0.00000000 | 4.80584998 | 0.00000000 | 966.22535671 | ||||||||||||||||||||||||||||||||||||
B-5 | 920,000.00 | 5.76702 | % | 1000.00000000 | 4.80584783 | 0.00000000 | 0.00000000 | 0.00000000 | 4.80584783 | 0.00000000 | 966.22535870 | ||||||||||||||||||||||||||||||||||||
B-6 | 2,762,778.00 | 5.76702 | % | 1000.00000000 | 4.80585121 | 0.00000000 | 0.00000000 | 0.00000000 | 4.80585121 | 0.00000000 | 966.22535361 | ||||||||||||||||||||||||||||||||||||
A-R | 100.00 | 4.66404 | % | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 1.70000000 | 0.00000000 | 0.00000000 | ||||||||||||||||||||||||||||||||||||
(1, 2) Amount also includes coupon cap or basis risk shortfalls, if applicable.
Per $1 denomination
Certificateholder Account Statement
Certificate Account
Beginning Balance | 0.00 | |||
Deposits | ||||
Payments of Interest and Principal | 26,483,596.09 | |||
Reserve Funds and Credit Enhancements | 0.00 | |||
Proceeds from Repurchased Loans | 0.00 | |||
Servicer Advances | 57,317.33 | |||
Gains & Subsequent Recoveries (Realized Loss) | 0.00 | |||
Prepayment Penalties | 0.00 | |||
Total Deposits | 26,540,913.42 | |||
Withdrawals | ||||
Reserve Funds and Credit Enhancements | 0.00 | |||
Reimbursement for Servicer Advances | 47,355.31 | |||
Total Administration Fees | 97,902.75 | |||
Payment of Interest and Principal | 26,395,655.36 | |||
Total Withdrawals (Pool Distribution Amount) | 26,540,913.42 | |||
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 | 0.00 | |||
Administration Fees
Gross Servicing Fee* | 95,360.63 | |||
Master Servicing Fee | 2,542.12 | |||
Supported Prepayment/Curtailment Interest Shortfall | 0.00 | |||
Total Administration Fees | 97,902.75 | |||
*Servicer Payees include: BANK OF AMERICA (NY); GMAC MTG CORP; MORGAN STANLEY DEAN WITTER; PHH US MTG CORP
Reserve Accounts
Beginning | Current | Current | Ending | |||||||||||||
Account Type | Balance | Withdrawals | Deposits | Balance | ||||||||||||
Class X-A1 Pool 1 Comp. Sub Amount | 3,000.00 | 0.00 | 0.00 | 3,000.00 | ||||||||||||
Class X-A1 Pool 2 Comp. Sub Amount | 3,000.00 | 0.00 | 0.00 | 3,000.00 | ||||||||||||
Class X-A2 Sub Amount | 3,000.00 | 0.00 | 0.00 | 3,000.00 | ||||||||||||
Class X-B Sub Amount | 1,000.00 | 1,271.47 | 1,271.47 | 1,000.00 |
Collateral Statement
Collateral Description | Mixed ARM | |||
Weighted Average Gross Coupon | 6.153266 | % | ||
Weighted Average Net Coupon | 5.778143 | % | ||
Weighted Average Pass-Through Rate | 4.972224 | % | ||
Weighted Average Remaining Term | 323 | |||
Beginning Scheduled Collateral Loan Count | 979 | |||
Number of Loans Paid in Full | 53 | |||
Ending Scheduled Collateral Loan Count | 926 | |||
Beginning Scheduled Collateral Balance | 305,053,409.51 | |||
Ending Scheduled Collateral Balance | 284,457,170.34 | |||
Ending Actual Collateral Balance at 28-Apr-2006 | 284,457,439.74 | |||
Monthly P&I Constant | 1,565,527.89 | |||
Special Servicing Fee | 0.00 | |||
Prepayment Penalty Paid Amount | 0.00 | |||
Prepayment Penalty Paid Count | 0 | |||
Realized Loss Amount | 0.00 | |||
Cumulative Realized Loss | 0.00 | |||
Scheduled Principal | 1,298.80 | |||
Unscheduled Principal | 20,594,940.37 |
Group | Group One | Group Two | Total | |||||||||
Collateral Description | Mixed ARM | 6 Month LIBOR ARM | Mixed ARM | |||||||||
Weighted Average Coupon Rate | 6.187654 | 6.087318 | 6.153266 | |||||||||
Weighted Average Net Rate | 5.812614 | 5.712034 | 5.778143 | |||||||||
Weighted Average Remaining Term | 322 | 325 | 323 | |||||||||
Record Date | 04/28/2006 | 04/28/2006 | 04/28/2006 | |||||||||
Principal and Interest Constant | 1,034,805.16 | 530,722.73 | 1,565,527.89 | |||||||||
Beginning Loan Count | 615 | 364 | 979 | |||||||||
Loans Paid in Full | 34 | 19 | 53 | |||||||||
Ending Loan Count | 581 | 345 | 926 | |||||||||
Beginning Scheduled Balance | 200,505,135.01 | 104,548,274.50 | 305,053,409.51 | |||||||||
Ending Scheduled Balance | 187,167,815.82 | 97,289,354.52 | 284,457,170.34 | |||||||||
Scheduled Principal | 924.86 | 373.94 | 1,298.80 | |||||||||
Unscheduled Principal | 13,336,394.33 | 7,258,546.04 | 20,594,940.37 | |||||||||
Scheduled Interest | 1,033,880.30 | 530,348.79 | 1,564,229.09 | |||||||||
Servicing Fee | 62,664.56 | 32,696.07 | 95,360.63 | |||||||||
Master Servicing Fee | 1,670.88 | 871.24 | 2,542.12 | |||||||||
Trustee Fee | 0.00 | 0.00 | 0.00 | |||||||||
FRY Amount | 0.00 | 0.00 | 0.00 | |||||||||
Special Hazard Fee | 0.00 | 0.00 | 0.00 | |||||||||
Other Fee | 0.00 | 0.00 | 0.00 | |||||||||
Pool Insurance Fee | 0.00 | 0.00 | 0.00 | |||||||||
Spread 1 | 0.00 | 0.00 | 0.00 | |||||||||
Spread 2 | 0.00 | 0.00 | 0.00 | |||||||||
Spread 3 | 0.00 | 0.00 | 0.00 | |||||||||
Net Interest | 969,544.86 | 496,781.48 | 1,466,326.34 | |||||||||
Realized Loss Amount | 0.00 | 0.00 | 0.00 | |||||||||
Cumulative Realized Loss | 0.00 | 0.00 | 0.00 | |||||||||
Percentage of Cumulative Losses | 0.00 | 0.00 | 0.00 | |||||||||
Prepayment Penalty Paid Amount | 0.00 | 0.00 | 0.00 | |||||||||
Prepayment Penalty Paid Count | 0 | 0 | 0 | |||||||||
Special Servicing Fee | 0.00 | 0.00 | 0.00 |
Additional Reporting Deal Level
Miscellaneous Reporting
Rapid Prepay Event? | NO | |||
Underlying Certificate Balance | 177,633,287.78 | |||
Underlying Certificate Interest | 406,567.18 | |||
Underlying Certificate Principal | 3,926,522.60 |
Additional Reporting Group Level
Miscellaneous Reporting
Group One | ||||
One Month Libor Loan Balance | 103,232,472.16 | |||
Six Month Libor Loan Balance | 83,935,343.66 | |||
Principal Transfer Amount | 0.00 | |||
Interest Transfer Amount | 0.00 | |||
Pro Rata Senior Percent | 92.092612 | % | ||
Senior Percent | 96.046306 | % | ||
Senior Prepayment Percent | 96.046306 | % | ||
Subordinate Percent | 3.953694 | % | ||
Subordinate Prepayment Percent | 3.953694 | % | ||
Group Two | ||||
Principal Transfer Amount | 0.00 | |||
Interest Transfer Amount | 0.00 | |||
Pro Rata Senior Percent | 91.694688 | % | ||
Senior Percent | 95.847344 | % | ||
Senior Prepayment Percent | 95.847344 | % | ||
Subordinate Percent | 4.152656 | % | ||
Subordinate Prepayment Percent | 4.152656 | % |
Loan Status Stratification/Credit Enhancement Statement
DELINQUENT | BANKRUPTCY | FORECLOSURE | REO | TOTAL | ||||||||||||||||||||||||||||||||||||||||||||||
No. of | Principal | No. of | Principal | No. of | Principal | No. of | Principal | No. of | Principal | |||||||||||||||||||||||||||||||||||||||||
Loans | Balance | Loans | Balance | Loans | Balance | Loans | Balance | Loans | Balance | |||||||||||||||||||||||||||||||||||||||||
0-29 Days | 0 | 0.00 | 0-29 Days | 0 | 0.00 | 0-29 Days | 0 | 0.00 | 0-29 Days | 0 | 0.00 | 0-29 Days | 0 | 0.00 | ||||||||||||||||||||||||||||||||||||
30 Days | 26 | 8,675,332.71 | 30 Days | 0 | 0.00 | 30 Days | 0 | 0.00 | 30 Days | 0 | 0.00 | 30 Days | 26 | 8,675,332.71 | ||||||||||||||||||||||||||||||||||||
60 Days | 3 | 2,381,971.99 | 60 Days | 0 | 0.00 | 60 Days | 0 | 0.00 | 60 Days | 0 | 0.00 | 60 Days | 3 | 2,381,971.99 | ||||||||||||||||||||||||||||||||||||
90 Days | 1 | 462,999.99 | 90 Days | 0 | 0.00 | 90 Days | 0 | 0.00 | 90 Days | 0 | 0.00 | 90 Days | 1 | 462,999.99 | ||||||||||||||||||||||||||||||||||||
120 Days | 0 | 0.00 | 120 Days | 0 | 0.00 | 120 Days | 0 | 0.00 | 120 Days | 0 | 0.00 | 120 Days | 0 | 0.00 | ||||||||||||||||||||||||||||||||||||
150 Days | 0 | 0.00 | 150 Days | 0 | 0.00 | 150 Days | 0 | 0.00 | 150 Days | 0 | 0.00 | 150 Days | 0 | 0.00 | ||||||||||||||||||||||||||||||||||||
180+ Days | 1 | 185,466.73 | 180+ Days | 0 | 0.00 | 180+ Days | 0 | 0.00 | 180+ Days | 0 | 0.00 | 180+ Days | 1 | 185,466.73 | ||||||||||||||||||||||||||||||||||||
31 | 11,705,771.42 | 0 | 0.00 | 0 | 0.00 | 0 | 0.00 | 31 | 11,705,771.42 | |||||||||||||||||||||||||||||||||||||||||
No. of | Principal | No. of | Principal | No. of | Principal | No. of | Principal | No. of | Principal | |||||||||||||||||||||||||||||||||||||||||
Loans | Balance | Loans | Balance | Loans | Balance | Loans | Balance | Loans | Balance | |||||||||||||||||||||||||||||||||||||||||
0-29 Days | 0.000000% | 0.000000 | % | 0-29 Days | 0.000000% | 0.000000 | % | 0-29 Days | 0.000000% | 0.000000 | % | 0-29 Days | 0.000000% | 0.000000 | % | 0-29 Days | 0.000000% | 0.000000 | % | |||||||||||||||||||||||||||||||
30 Days | 2.807775% | 3.049782 | % | 30 Days | 0.000000% | 0.000000 | % | 30 Days | 0.000000% | 0.000000 | % | 30 Days | 0.000000% | 0.000000 | % | 30 Days | 2.807775% | 3.049782 | % | |||||||||||||||||||||||||||||||
60 Days | 0.323974% | 0.837374 | % | 60 Days | 0.000000% | 0.000000 | % | 60 Days | 0.000000% | 0.000000 | % | 60 Days | 0.000000% | 0.000000 | % | 60 Days | 0.323974% | 0.837374 | % | |||||||||||||||||||||||||||||||
90 Days | 0.107991% | 0.162766 | % | 90 Days | 0.000000% | 0.000000 | % | 90 Days | 0.000000% | 0.000000 | % | 90 Days | 0.000000% | 0.000000 | % | 90 Days | 0.107991% | 0.162766 | % | |||||||||||||||||||||||||||||||
120 Days | 0.000000% | 0.000000 | % | 120 Days | 0.000000% | 0.000000 | % | 120 Days | 0.000000% | 0.000000 | % | 120 Days | 0.000000% | 0.000000 | % | 120 Days | 0.000000% | 0.000000 | % | |||||||||||||||||||||||||||||||
150 Days | 0.000000% | 0.000000 | % | 150 Days | 0.000000% | 0.000000 | % | 150 Days | 0.000000% | 0.000000 | % | 150 Days | 0.000000% | 0.000000 | % | 150 Days | 0.000000% | 0.000000 | % | |||||||||||||||||||||||||||||||
180+ Days | 0.107991% | 0.065200 | % | 180+ Days | 0.000000% | 0.000000 | % | 180+ Days | 0.000000% | 0.000000 | % | 180+ Days | 0.000000% | 0.000000 | % | 180+ Days | 0.107991% | 0.065200 | % | |||||||||||||||||||||||||||||||
3.347732% | 4.115122 | % | 0.000000% | 0.000000 | % | 0.000000% | 0.000000 | % | 0.000000% | 0.000000 | % | 3.347732% | 4.115122 | % | ||||||||||||||||||||||||||||||||||||
Current Period Class A Insufficient Funds: | 0.00 | Principal Balance of Contaminated Properties | 0.00 | Periodic Advance | 57,317.33 |
Delinquency Status by Group
DELINQUENT | BANKRUPTCY | FORECLOSURE | REO | TOTAL | ||||||||||||||||||||||||||||||||||||||||||||||
Group One | ||||||||||||||||||||||||||||||||||||||||||||||||||
No. of | Principal | No. of | Principal | No. of | Principal | No. of | Principal | No. of | Principal | |||||||||||||||||||||||||||||||||||||||||
Loans | Balance | Loans | Balance | Loans | Balance | Loans | Balance | Loans | Balance | |||||||||||||||||||||||||||||||||||||||||
0-29 Days | 0 | 0.00 | 0-29 Days | 0 | 0.00 | 0-29 Days | 0 | 0.00 | 0-29 Days | 0 | 0.00 | 0-29 Days | 0 | 0.00 | ||||||||||||||||||||||||||||||||||||
30 Days | 16 | 5,938,332.03 | 30 Days | 0 | 0.00 | 30 Days | 0 | 0.00 | 30 Days | 0 | 0.00 | 30 Days | 16 | 5,938,332.03 | ||||||||||||||||||||||||||||||||||||
60 Days | 2 | 2,173,972.00 | 60 Days | 0 | 0.00 | 60 Days | 0 | 0.00 | 60 Days | 0 | 0.00 | 60 Days | 2 | 2,173,972.00 | ||||||||||||||||||||||||||||||||||||
90 Days | 1 | 462,999.99 | 90 Days | 0 | 0.00 | 90 Days | 0 | 0.00 | 90 Days | 0 | 0.00 | 90 Days | 1 | 462,999.99 | ||||||||||||||||||||||||||||||||||||
120 Days | 0 | 0.00 | 120 Days | 0 | 0.00 | 120 Days | 0 | 0.00 | 120 Days | 0 | 0.00 | 120 Days | 0 | 0.00 | ||||||||||||||||||||||||||||||||||||
150 Days | 0 | 0.00 | 150 Days | 0 | 0.00 | 150 Days | 0 | 0.00 | 150 Days | 0 | 0.00 | 150 Days | 0 | 0.00 | ||||||||||||||||||||||||||||||||||||
180+ Days | 1 | 185,466.73 | 180+ Days | 0 | 0.00 | 180+ Days | 0 | 0.00 | 180+ Days | 0 | 0.00 | 180+ Days | 1 | 185,466.73 | ||||||||||||||||||||||||||||||||||||
20 | 8,760,770.75 | 0 | 0.00 | 0 | 0.00 | 0 | 0.00 | 20 | 8,760,770.75 | |||||||||||||||||||||||||||||||||||||||||
No. of | Principal | No. of | Principal | No. of | Principal | No. of | Principal | No. of | Principal | |||||||||||||||||||||||||||||||||||||||||
Loans | Balance | Loans | Balance | Loans | Balance | Loans | Balance | Loans | Balance | |||||||||||||||||||||||||||||||||||||||||
0-29 Days | 0.000000% | 0.000000 | % | 0-29 Days | 0.000000% | 0.000000 | % | 0-29 Days | 0.000000% | 0.000000 | % | 0-29 Days | 0.000000% | 0.000000 | % | 0-29 Days | 0.000000% | 0.000000 | % | |||||||||||||||||||||||||||||||
30 Days | 2.753873% | 3.172727 | % | 30 Days | 0.000000% | 0.000000 | % | 30 Days | 0.000000% | 0.000000 | % | 30 Days | 0.000000% | 0.000000 | % | 30 Days | 2.753873% | 3.172727 | % | |||||||||||||||||||||||||||||||
60 Days | 0.344234% | 1.161508 | % | 60 Days | 0.000000% | 0.000000 | % | 60 Days | 0.000000% | 0.000000 | % | 60 Days | 0.000000% | 0.000000 | % | 60 Days | 0.344234% | 1.161508 | % | |||||||||||||||||||||||||||||||
90 Days | 0.172117% | 0.247371 | % | 90 Days | 0.000000% | 0.000000 | % | 90 Days | 0.000000% | 0.000000 | % | 90 Days | 0.000000% | 0.000000 | % | 90 Days | 0.172117% | 0.247371 | % | |||||||||||||||||||||||||||||||
120 Days | 0.000000% | 0.000000 | % | 120 Days | 0.000000% | 0.000000 | % | 120 Days | 0.000000% | 0.000000 | % | 120 Days | 0.000000% | 0.000000 | % | 120 Days | 0.000000% | 0.000000 | % | |||||||||||||||||||||||||||||||
150 Days | 0.000000% | 0.000000 | % | 150 Days | 0.000000% | 0.000000 | % | 150 Days | 0.000000% | 0.000000 | % | 150 Days | 0.000000% | 0.000000 | % | 150 Days | 0.000000% | 0.000000 | % | |||||||||||||||||||||||||||||||
180+ Days | 0.172117% | 0.099091 | % | 180+ Days | 0.000000% | 0.000000 | % | 180+ Days | 0.000000% | 0.000000 | % | 180+ Days | 0.000000% | 0.000000 | % | 180+ Days | 0.172117% | 0.099091 | % | |||||||||||||||||||||||||||||||
3.442341% | 4.680697 | % | 0.000000% | 0.000000 | % | 0.000000% | 0.000000 | % | 0.000000% | 0.000000 | % | 3.442341% | 4.680697 | % | ||||||||||||||||||||||||||||||||||||
DELINQUENT | BANKRUPTCY | FORECLOSURE | REO | TOTAL | ||||||||||||||||||||||||||||||||||||||||||||||
Group Two | 1.183654% | |||||||||||||||||||||||||||||||||||||||||||||||||
No. of | Principal | No. of | Principal | No. of | Principal | No. of | Principal | No. of | Principal | |||||||||||||||||||||||||||||||||||||||||
Loans | Balance | Loans | Balance | Loans | Balance | Loans | Balance | Loans | Balance | |||||||||||||||||||||||||||||||||||||||||
0-29 Days | 0 | 0.00 | 0-29 Days | 0 | 0.00 | 0-29 Days | 0 | 0.00 | 0-29 Days | 0 | 0.00 | 0-29 Days | 0 | 0.00 | ||||||||||||||||||||||||||||||||||||
30 Days | 10 | 2,737,000.68 | 30 Days | 0 | 0.00 | 30 Days | 0 | 0.00 | 30 Days | 0 | 0.00 | 30 Days | 10 | 2,737,000.68 | ||||||||||||||||||||||||||||||||||||
60 Days | 1 | 207,999.99 | 60 Days | 0 | 0.00 | 60 Days | 0 | 0.00 | 60 Days | 0 | 0.00 | 60 Days | 1 | 207,999.99 | ||||||||||||||||||||||||||||||||||||
90 Days | 0 | 0.00 | 90 Days | 0 | 0.00 | 90 Days | 0 | 0.00 | 90 Days | 0 | 0.00 | 90 Days | 0 | 0.00 | ||||||||||||||||||||||||||||||||||||
120 Days | 0 | 0.00 | 120 Days | 0 | 0.00 | 120 Days | 0 | 0.00 | 120 Days | 0 | 0.00 | 120 Days | 0 | 0.00 | ||||||||||||||||||||||||||||||||||||
150 Days | 0 | 0.00 | 150 Days | 0 | 0.00 | 150 Days | 0 | 0.00 | 150 Days | 0 | 0.00 | 150 Days | 0 | 0.00 | ||||||||||||||||||||||||||||||||||||
180+ Days | 0 | 0.00 | 180+ Days | 0 | 0.00 | 180+ Days | 0 | 0.00 | 180+ Days | 0 | 0.00 | 180+ Days | 0 | 0.00 | ||||||||||||||||||||||||||||||||||||
11 | 2,945,000.67 | 0 | 0.00 | 0 | 0.00 | 0 | 0.00 | 11 | 2,945,000.67 | |||||||||||||||||||||||||||||||||||||||||
No. of | Principal | No. of | Principal | No. of | Principal | No. of | Principal | No. of | Principal | |||||||||||||||||||||||||||||||||||||||||
Loans | Balance | Loans | Balance | Loans | Balance | Loans | Balance | Loans | Balance | |||||||||||||||||||||||||||||||||||||||||
0-29 Days | 0.000000% | 0.000000 | % | 0-29 Days | 0.000000% | 0.000000 | % | 0-29 Days | 0.000000% | 0.000000 | % | 0-29 Days | 0.000000% | 0.000000 | % | 0-29 Days | 0.000000% | 0.000000 | % | |||||||||||||||||||||||||||||||
30 Days | 2.898551% | 2.813258 | % | 30 Days | 0.000000% | 0.000000 | % | 30 Days | 0.000000% | 0.000000 | % | 30 Days | 0.000000% | 0.000000 | % | 30 Days | 2.898551% | 2.813258 | % | |||||||||||||||||||||||||||||||
60 Days | 0.289855% | 0.213795 | % | 60 Days | 0.000000% | 0.000000 | % | 60 Days | 0.000000% | 0.000000 | % | 60 Days | 0.000000% | 0.000000 | % | 60 Days | 0.289855% | 0.213795 | % | |||||||||||||||||||||||||||||||
90 Days | 0.000000% | 0.000000 | % | 90 Days | 0.000000% | 0.000000 | % | 90 Days | 0.000000% | 0.000000 | % | 90 Days | 0.000000% | 0.000000 | % | 90 Days | 0.000000% | 0.000000 | % | |||||||||||||||||||||||||||||||
120 Days | 0.000000% | 0.000000 | % | 120 Days | 0.000000% | 0.000000 | % | 120 Days | 0.000000% | 0.000000 | % | 120 Days | 0.000000% | 0.000000 | % | 120 Days | 0.000000% | 0.000000 | % | |||||||||||||||||||||||||||||||
150 Days | 0.000000% | 0.000000 | % | 150 Days | 0.000000% | 0.000000 | % | 150 Days | 0.000000% | 0.000000 | % | 150 Days | 0.000000% | 0.000000 | % | 150 Days | 0.000000% | 0.000000 | % | |||||||||||||||||||||||||||||||
180+ Days | 0.000000% | 0.000000 | % | 180+ Days | 0.000000% | 0.000000 | % | 180+ Days | 0.000000% | 0.000000 | % | 180+ Days | 0.000000% | 0.000000 | % | 180+ Days | 0.000000% | 0.000000 | % | |||||||||||||||||||||||||||||||
3.188406% | 3.027053 | % | 0.000000% | 0.000000 | % | 0.000000% | 0.000000 | % | 0.000000% | 0.000000 | % | 3.188406% | 3.027053 | % | ||||||||||||||||||||||||||||||||||||