SMT Series 2005-1 Certificateholder Distribution Summary for February 2006 – Wells Fargo Bank Minnesota, N.A.
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Summary
This document, prepared by Wells Fargo Bank Minnesota, N.A., summarizes the distribution of interest and principal payments to holders of various classes of certificates for the SMT Series 2005-1 as of January 31, 2006, with distributions made on February 21, 2006. It details the amounts paid, outstanding balances, and interest rates for each certificate class. The report is intended for certificateholders and provides transparency on the allocation of funds and the status of each class of securities.
EX-10.1 2 exhibit1.htm EX-10.1 EX-10.1
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) 815-6600 | |||||||
| Fax: | (301) 315-6660 | |||||||
SMT SERIES 2005-1
Record Date: January 31, 2006
Distribution Date: February 21, 2006
Certificateholder Distribution Summary
| Certificate Class | Certificate | Beginning | Interest | Principal | Current Realized | Ending Certificate | Cumulative Realized | |||||||||||||||||||||||||||||||||
| Class | CUSIP | Description | Pass-Through Rate | Certificate Balance | Distribution | Distribution | Loss | Balance | Total Distribution | Loss | ||||||||||||||||||||||||||||||
A-1 | 81744FGM3 | SEN | 4.72000 | % | 181,873,581.43 | 715,369.42 | 9,985,027.13 | 0.00 | 171,888,554.30 | 10,700,396.55 | 0.00 | |||||||||||||||||||||||||||||
A-2 | 81744FGN1 | SEN | 4.97000 | % | 66,131,686.26 | 273,895.40 | 5,437,206.24 | 0.00 | 60,694,480.02 | 5,711,101.64 | 0.00 | |||||||||||||||||||||||||||||
X-A | 81744FGP6 | IO | 0.79361 | % | 0.00 | 164,015.71 | 0.00 | 0.00 | 0.00 | 164,015.71 | 0.00 | |||||||||||||||||||||||||||||
X-B | 81744FGS0 | IO | 0.46231 | % | 0.00 | 4,867.19 | 0.00 | 0.00 | 0.00 | 4,867.19 | 0.00 | |||||||||||||||||||||||||||||
B-1 | 81744FGQ4 | SUB | 4.91000 | % | 7,067,000.00 | 28,915.81 | 0.00 | 0.00 | 7,067,000.00 | 28,915.81 | 0.00 | |||||||||||||||||||||||||||||
B-2 | 81744FGR2 | SUB | 5.19000 | % | 3,949,000.00 | 17,079.42 | 0.00 | 0.00 | 3,949,000.00 | 17,079.42 | 0.00 | |||||||||||||||||||||||||||||
B-3 | 81744FGU5 | SUB | 5.74000 | % | 2,495,000.00 | 11,934.42 | 0.00 | 0.00 | 2,495,000.00 | 11,934.42 | 0.00 | |||||||||||||||||||||||||||||
B-4 | 81744FGV3 | SUB | 5.57740 | % | 1,455,000.00 | 6,762.59 | 0.00 | 0.00 | 1,455,000.00 | 6,762.59 | 0.00 | |||||||||||||||||||||||||||||
B-5 | 81744FGW1 | SUB | 5.57740 | % | 831,000.00 | 3,862.35 | 0.00 | 0.00 | 831,000.00 | 3,862.35 | 0.00 | |||||||||||||||||||||||||||||
B-6 | 81744FGX9 | SUB | 5.57740 | % | 1,871,544.03 | 8,698.62 | 0.00 | 0.00 | 1,871,544.03 | 8,698.62 | 0.00 | |||||||||||||||||||||||||||||
A-R | 81744FGT8 | RES | 3.93685 | % | 0.00 | 0.24 | 0.00 | 0.00 | 0.00 | 0.24 | 0.00 | |||||||||||||||||||||||||||||
Totals | 265,673,811.72 | 1,235,401.17 | 15,422,233.37 | 0.00 | 250,251,578.35 | 16,657,634.54 | 0.00 | |||||||||||||||||||||||||||||||||
Principal Distribution Statement
| Unscheduled | ||||||||||||||||||||||||||||||||||||||||
| Beginning | Scheduled Principal | Principal | Realized | Total Principal | Ending Certificate | Ending Certificate | Total Principal | |||||||||||||||||||||||||||||||||
| Class | Original Face Amount | Certificate Balance | Distribution | Distribution | Accretion | Loss | Reduction | Balance | Percentage | Distribution | ||||||||||||||||||||||||||||||
A-1 | 298,055,000.00 | 181,873,581.43 | 358.69 | 9,984,668.44 | 0.00 | 0.00 | 9,985,027.13 | 171,888,554.30 | 0.57670079 | 9,985,027.13 | ||||||||||||||||||||||||||||||
A-2 | 100,000,000.00 | 66,131,686.26 | 0.00 | 5,437,206.24 | 0.00 | 0.00 | 5,437,206.24 | 60,694,480.02 | 0.60694480 | 5,437,206.24 | ||||||||||||||||||||||||||||||
X-A | 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 | 7,067,000.00 | 7,067,000.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 7,067,000.00 | 1.00000000 | 0.00 | ||||||||||||||||||||||||||||||
B-2 | 3,949,000.00 | 3,949,000.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 3,949,000.00 | 1.00000000 | 0.00 | ||||||||||||||||||||||||||||||
B-3 | 2,495,000.00 | 2,495,000.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 2,495,000.00 | 1.00000000 | 0.00 | ||||||||||||||||||||||||||||||
B-4 | 1,455,000.00 | 1,455,000.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 1,455,000.00 | 1.00000000 | 0.00 | ||||||||||||||||||||||||||||||
B-5 | 831,000.00 | 831,000.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 831,000.00 | 1.00000000 | 0.00 | ||||||||||||||||||||||||||||||
B-6 | 1,871,544.03 | 1,871,544.03 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 1,871,544.03 | 1.00000000 | 0.00 | ||||||||||||||||||||||||||||||
A-R | 100.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00000000 | 0.00 | ||||||||||||||||||||||||||||||
Totals | 415,723,644.03 | 265,673,811.72 | 358.69 | 15,421,874.68 | 0.00 | 0.00 | 15,422,233.37 | 250,251,578.35 | 0.60196619 | 15,422,233.37 | ||||||||||||||||||||||||||||||
Principal Distribution Factors Statement
| Unscheduled | ||||||||||||||||||||||||||||||||||||||||
| Beginning | Scheduled Principal | Principal | Realized | Total Principal | Ending Certificate | Ending Certificate | Total Principal | |||||||||||||||||||||||||||||||||
| Class | Original Face Amount | Certificate Balance | Distribution | Distribution | Accretion | Loss | Reduction | Balance | Percentage | Distribution | ||||||||||||||||||||||||||||||
A-1 | 298,055,000.00 | 610.20141058 | 0.00120344 | 33.49941601 | 0.00000000 | 0.00000000 | 35.50061945 | 576.70079113 | 0.57670079 | 33.50061945 | ||||||||||||||||||||||||||||||
A-2 | 100,000,000.00 | 661.31686260 | 0.00000000 | 54.37206240 | 0.00000000 | 0.00000000 | 54.37206240 | 606.94480020 | 0.60694480 | 54.37206240 | ||||||||||||||||||||||||||||||
X-A | 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 | 7,067,000.00 | 1000.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 1000.00000000 | 1.00000000 | 0.00000000 | ||||||||||||||||||||||||||||||
B-2 | 3,949,000.00 | 1000.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 1000.00000000 | 1.00000000 | 0.00000000 | ||||||||||||||||||||||||||||||
B-3 | 2,495,000.00 | 1000.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 1000.00000000 | 1.00000000 | 0.00000000 | ||||||||||||||||||||||||||||||
B-4 | 1,455,000.00 | 1000.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 1000.00000000 | 1.00000000 | 0.00000000 | ||||||||||||||||||||||||||||||
B-5 | 831,000.00 | 1000.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 1000.00000000 | 1.00000000 | 0.00000000 | ||||||||||||||||||||||||||||||
B-6 | 1,871,544.03 | 1000.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 1000.00000000 | 1.00000000 | 0.00000000 | ||||||||||||||||||||||||||||||
A-R | 100.00 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | ||||||||||||||||||||||||||||||
Interest Distribution- Statement
| Beginning | Non-Supported | Remaining Unpaid | ||||||||||||||||||||||||||||||||||||||||||
| Current Certificate | Certificate/ | Current Accrued | Payment of Unpaid | Current Interest | Interest | Total Interest | Interest | Ending Certificate/ | ||||||||||||||||||||||||||||||||||||
| Class | Accural Dates | Accrual Days | Rate | Notional Balance | Interest | Interest Shortfall | Shortfall | Shortfall(1) | Distribution | Shortfall(2) | Notational Balance | |||||||||||||||||||||||||||||||||
A-1 | 01/20/06 – 02/19/06 | 30 | 4.72000 | % | 181,873,581.43 | 715,369.42 | 0.00 | 0.00 | 0.00 | 715,369.42 | 0.00 | 171,888,554.30 | ||||||||||||||||||||||||||||||||
A-2 | 01/20/06 – 02/19/06 | 30 | 4.97000 | % | 66,131,686.26 | 273,895.40 | 0.00 | 0.00 | 0.00 | 273,895.40 | 0.00 | 60,694,480.02 | ||||||||||||||||||||||||||||||||
X-A | 01/01/06 – 01/30/06 | 30 | 0.79361 | % | 248,005,267.69 | 164,015.71 | 0.00 | 0.00 | 0.00 | 164,015.71 | 0.00 | 232,583,034.32 | ||||||||||||||||||||||||||||||||
X-B | 01/01/06 – 01/30/06 | 30 | 0.46231 | % | 13,511,000.00 | 5,205.27 | 0.00 | 0.00 | 0.00 | 4,867.19 | 0.00 | 13,511,000.00 | ||||||||||||||||||||||||||||||||
B-1 | 01/20/06 – 02/19/06 | 30 | 4.91000 | % | 7,067,000.00 | 28,915.81 | 0.00 | 0.00 | 0.00 | 28,915.81 | 0.00 | 7,067,000.00 | ||||||||||||||||||||||||||||||||
B-2 | 01/20/06 – 02/19/06 | 30 | 5.19000 | % | 3,949,000.00 | 17,079.42 | 0.00 | 0.00 | 0.00 | 17,079.42 | 0.00 | 3,949,000.00 | ||||||||||||||||||||||||||||||||
B-3 | 01/20/06 – 02/19/06 | 30 | 5.74000 | % | 2,495,000.00 | 11,934.42 | 0.00 | 0.00 | 0.00 | 11,934.42 | 0.00 | 2,495,000.00 | ||||||||||||||||||||||||||||||||
B-4 | 01/01/06 – 01/30/06 | 30 | 5.57740 | % | 1,455,000.00 | 6,762.59 | 0.00 | 0.00 | 0.00 | 6,762.59 | 0.00 | 1,455,000.00 | ||||||||||||||||||||||||||||||||
B-5 | 01/01/06 – 01/30/06 | 30 | 5.57740 | % | 831,000.00 | 3,862.35 | 0.00 | 0.00 | 0.00 | 3,862.35 | 0.00 | 831,000.00 | ||||||||||||||||||||||||||||||||
B-6 | 01/01/06 – 01/30/06 | 30 | 5.57740 | % | 1,871,544.03 | 8,698.62 | 0.00 | 0.00 | 0.00 | 8,698.62 | 0.00 | 1,871,544.03 | ||||||||||||||||||||||||||||||||
A-R | N/A | N/A | 3.93685 | % | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.24 | 0.00 | 0.00 | ||||||||||||||||||||||||||||||||
Totals | 1,235,739.01 | 0.00 | 0.00 | 0.00 | 1,235,401.17 | 0.00 | ||||||||||||||||||||||||||||||||||||||
(1, 2) Amount also includes coupon cap or basis risk shortfalls, if applicable.
Interest Distribution Factors Statement
| Beginning | Remaining Unpaid | |||||||||||||||||||||||||||||||||||||||
| Current Certificate | Certificate/ | Current Accrued | Payment of Unpaid | Current Interest | Non-Supported | Total Interest | Interest | Ending Certificate/ | ||||||||||||||||||||||||||||||||
| Class | Original Face Amount | Rate | Notional Balance | Interest | Interest Shortfall | Shortfall(1) | Interest Shortfall | Distribution | Shortfall(2) | Notational Balance | ||||||||||||||||||||||||||||||
A-1 | 298,055,000.00 | 4.72000 | % | 610.20141058 | 2.40012555 | 0.00000000 | 0.00000000 | 0.00000000 | 2.40012555 | 0.00000000 | 576.70079113 | |||||||||||||||||||||||||||||
A-2 | 100,000,000.00 | 4.97000 | % | 661.31686260 | 2.73895400 | 0.00000000 | 0.00000000 | 0.00000000 | 2.73895400 | 0.00000000 | 606.94480020 | |||||||||||||||||||||||||||||
X-A | 0.00 | 0.79361 | % | 623.04271442 | 0.41204283 | 0.00000000 | 0.00000000 | 0.00000000 | 0.41204283 | 0.00000000 | 584.29873842 | |||||||||||||||||||||||||||||
X-B | 0.00 | 0.46231 | % | 1000.00000000 | 0.38526164 | 0.00000000 | 0.00000000 | 0.00000000 | 0.36023906 | 0.00000000 | 1000.00000000 | |||||||||||||||||||||||||||||
B-1 | 7,067,000.00 | 4.91000 | % | 1000.00000000 | 4.09166690 | 0.00000000 | 0.00000000 | 0.00000000 | 4.09166690 | 0.00000000 | 1000.00000000 | |||||||||||||||||||||||||||||
B-2 | 3,949,000.00 | 5.19000 | % | 1000.00000000 | 4.32499873 | 0.00000000 | 0.00000000 | 0.00000000 | 4.32499873 | 0.00000000 | 1000.00000000 | |||||||||||||||||||||||||||||
B-3 | 2,495,000.00 | 5.74000 | % | 1000.00000000 | 4.78333467 | 0.00000000 | 0.00000000 | 0.00000000 | 4.78333467 | 0.00000000 | 1000.00000000 | |||||||||||||||||||||||||||||
B-4 | 1,455,000.00 | 5.57740 | % | 1000.00000000 | 4.64782818 | 0.00000000 | 0.00000000 | 0.00000000 | 4.64782818 | 0.00000000 | 1000.00000000 | |||||||||||||||||||||||||||||
B-5 | 831,000.00 | 5.57740 | % | 1000.00000000 | 4.64783394 | 0.00000000 | 0.00000000 | 0.00000000 | 4.64783394 | 0.00000000 | 1000.00000000 | |||||||||||||||||||||||||||||
B-6 | 1,871,544.03 | 5.57740 | % | 1000.00000000 | 4.64783081 | 0.00000000 | 0.00000000 | 0.00000000 | 4.64783081 | 0.00000000 | 1000.00000000 | |||||||||||||||||||||||||||||
A-R | 100.00 | 3.93685 | % | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 2.40000000 | 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 | 16,740,238.40 | |||
Reserve Funds and Credit Enhancements | 0.00 | |||
Proceeds from Repurchased Loans | 0.00 | |||
Servicer Advances | 25,058.57 | |||
Realized Losses (Gains, Subsequent Expenses & Recoveries) | 0.00 | |||
Prepayment Penalties | 0.00 | |||
Swap/Cap Payments | 0.00 | |||
Total Deposits | 16,765,296.97 | |||
Withdrawals | ||||
Swap Payments | 0.00 | |||
Reserve Funds and Credit Enhancements | 0.00 | |||
Reimbursement for Servicer Advances | 21,837.31 | |||
Total Administration Fees | 85,825.12 | |||
Payment of Interest and Principal | 16,657,634.54 | |||
Total Withdrawals (Pool Distribution Amount) | 16,765,296.97 | |||
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* | 83,057.68 | |||
Master Servicing Fee | 2,767.44 | |||
Supported Prepayment/Curtailment Interest Shortfall | 0.00 | |||
Total Administration Fees | 85,825.12 | |||
*Servicer Payees include: BANK OF AMERICA (NY); GMAC MTG CORP; MORGAN STANLEY DEAN WITTER; PHH US MTG CORP |
| Reserve Accounts | ||||||||||||||||
Account Type | Beginning Balance | Current Withdrawals | Current Deposits | Ending Balance | ||||||||||||
X-A Pool 1 Reserve Fund | 4,500.00 | 0.00 | 0.00 | 4,500.00 | ||||||||||||
X-A Pool 2 Reserve Fund | 4,500.00 | 0.00 | 0.00 | 4,500.00 | ||||||||||||
X-B Reserve Fund | 1,000.00 | 338.08 | 338.08 | 1,000.00 | ||||||||||||
| Collateral Statement | ||||
Collateral Description | Mixed ARM | |||
Weighted Average Gross Coupon | 5.967737 | % | ||
Weighted Average Net Coupon | 5.592580 | % | ||
Weighted Average Pass-Through Rate | 5.580080 | % | ||
Weighted Average Remaining Term | 325 | |||
Beginning Scheduled Collateral Loan Count | 816 | |||
Number of Loans Paid in Full | 40 | |||
Ending Scheduled Collateral Loan Count | 776 | |||
Beginning Scheduled Collateral Balance | 265,673,811.72 | |||
Ending Scheduled Collateral Balance | 250,251,578.35 | |||
Ending Actual Collateral Balance at 31-Jan-2006 | 250,251,940.68 | |||
Monthly P&I Constant | 1,321,584.84 | |||
Special Servicing Fee | 0.00 | |||
Prepayment Penalty Waived Amount | 0.00 | |||
Prepayment Penalty Waived Count | 0 | |||
Prepayment Penalty Paid Amount | 0.00 | |||
Prepayment Penalty Paid Count | 0 | |||
Realized Loss Amount | 0.00 | |||
Cumulative Realized Loss | 0.00 | |||
Class A Optimal Amount | 16,575,175.82 | |||
Scheduled Principal | 358.69 | |||
Unscheduled Principal | 15,421,874.68 | |||
| Group | Pool One | Pool Two | Total | |||||||||
Collateral Description | Mixed ARM | 6 Month LIBOR ARM | Mixed ARM | |||||||||
Weighted Average Coupon Rate | 5.918103 | 6.104958 | 5.967737 | |||||||||
Weighted Average Net Rate | 5.543103 | 5.729370 | 5.592580 | |||||||||
Pass-Through Rate | 5.530603 | 5.716870 | 5.580080 | |||||||||
Weighted Average Remaining Term | 323 | 330 | 325 | |||||||||
Record Date | 01/31/2006 | 01/31/2006 | 01/31/2006 | |||||||||
Principal and Interest Constant | 962,560.25 | 359,024.59 | 1,321,584.84 | |||||||||
Beginning Loan Count | 595 | 221 | 816 | |||||||||
Loans Paid in Full | 28 | 12 | 40 | |||||||||
Ending Loan Count | 567 | 209 | 776 | |||||||||
Beginning Scheduled Balance | 195,103,387.41 | 70,570,424.31 | 265,673,811.72 | |||||||||
Ending Scheduled Balance | 185,118,360.28 | 65,133,218.07 | 250,251,578.35 | |||||||||
Scheduled Principal | 358.69 | 0.00 | 358.69 | |||||||||
Unscheduled Principal | 9,984,668.44 | 5,437,206.24 | 15,421,874.68 | |||||||||
Scheduled Interest | 962,201.56 | 359,024.59 | 1,321,226.15 | |||||||||
Servicing Fee | 60,969.81 | 22,087.87 | 83,057.68 | |||||||||
Master Servicing Fee | 2,032.33 | 735.11 | 2,767.44 | |||||||||
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 | 899,199.42 | 336,201.61 | 1,235,401.03 | |||||||||
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 Waived Amount | 0.00 | 0.00 | 0.00 | |||||||||
Prepayment Penalty Waived Count | 0 | 0 | 0 | |||||||||
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 | ||||
Pro Rata Senior Percent | 93.349535 | % | ||
Additional Reporting – Group Level
| Miscellaneous Reporting | ||||
Group Pool One | ||||
One Month Libor Loan Balance | 103,254,347.44 | |||
Six Month Libor Loan Balance | 81,864,012.84 | |||
Senior Percent | 100.000000 | % | ||
Senior Prepayment Percent | 100.000000 | % | ||
Subordinate Percent | 0.000000 | % | ||
Subordinate Prepayment Percent | 0.000000 | % | ||
Principal Transfer Amount | 0.00 | |||
Interest Transfer Amount | 0.00 | |||
Group Pool Two | ||||
Senior Percent | 100.000000 | % | ||
Senior Prepayment Percent | 100.000000 | % | ||
Subordinate Percent | 0.000000 | % | ||
Subordinate Prepayment Percent | 0.000000 | % | ||
Principal Transfer Amount | 0.00 | |||
Interest Transfer Amount | 0.00 |
Loan Status Stratification/Credit Enhancement Statement
| DELINQUENT | BANKRUPTCY | FORECLOSURE | REO | TOTAL | ||||||||||||||||||||||||||||||||||||||||||||||||||||
| No. of | Principal Balance | No. of | Principal Balance | No. of | Principal Balance | No. of | Principal Balance | No. of | Principal Balance | |||||||||||||||||||||||||||||||||||||||||||||||
| Loans | Loans | Loans | Loans | Loans | ||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | 13 | 4,061,389.95 | 30 Days | 0 | 0.00 | 30 Days | 0 | 0.00 | 30 Days | 0 | 0.00 | 30 Days | 13 | 4,061,389.95 | ||||||||||||||||||||||||||||||||||||||||||
60 Days | 3 | 853,104.15 | 60 Days | 0 | 0.00 | 60 Days | 0 | 0.00 | 60 Days | 0 | 0.00 | 60 Days | 3 | 853,104.15 | ||||||||||||||||||||||||||||||||||||||||||
90 Days | 0. | 0l.00 | 90 Days | 0 | 0.00 | 90 Days | 0 | 0.00 | 90 Days | 0 | 0.00 | 90 Days | 0. | 0l.00 | ||||||||||||||||||||||||||||||||||||||||||
120 Days | 1 | 429,999.99 | 120 Days | 0 | 0.00 | 120 Days | 0 | 0.00 | 120 Days | 0 | 0.00 | 120 Days | 1 | 429,999.99 | ||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||
| 17 | 5,344,494.09 | 0 | 0.00 | 0 | 0.00 | 0 | 0.00 | 17 | 5,344,494.09 | |||||||||||||||||||||||||||||||||||||||||||||||
| No. of | Principal Balance | No. of | Principal Balance | No.2 of | Principal Balance | No. of | Principal Balance | No. of | Principal Balance | |||||||||||||||||||||||||||||||||||||||||||||||
| Loans | Loans | Loans | Loans | Loans | ||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | 1.675258 | % | 1.622920 | % | 30 Days | 0.000000 | % | 0.000000 | % | 30 Days | 0.000000 | % | 0.000000 | % | 30 Days | 0.000000 | % | 0.000000 | % | 30 Days | 1.675258 | % | 1.622920 | % | ||||||||||||||||||||||||||||||||
60 Days | 0.386598 | % | 0.340898 | % | 60 Days | 0.000000 | % | 0.000000 | % | 60 Days | 0.000000 | % | 0.000000 | % | 60 Days | 0.000000 | % | 0.000000 | % | 60 Days | 0.386598 | % | 0.340898 | % | ||||||||||||||||||||||||||||||||
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 | 0.128866 | % | 0.171827 | % | 120 Days | 0.000000 | % | 0.000000 | % | 120 Days | 0.000000 | % | 0.000000 | % | 120 Days | 0.000000 | % | 0.000000 | % | 120 Days | 0.128866 | % | 0.171827 | % | ||||||||||||||||||||||||||||||||
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 | % | ||||||||||||||||||||||||||||||||
| 2.190722 | % | 2.135645 | % | 0.000000 | % | 0.000000 | % | 0.000000 | % | 0.000000 | % | 0.000000 | % | 0.000000 | % | 2.190722 | % | 2.135645 | % | |||||||||||||||||||||||||||||||||||||
Current Period Class A Insufficient Funds: 0.00 | Principal Balance of Contaminated Properties 0.00 | Periodic Advance 25,058.57 |
Subordination Level/Credit Enhancement/Class Percentage and Prepayment Percentage
| Original $ | Original% | Current $ | Current % | Current Class % | Prepayment % | |||||||||||||||||||
Class A | 17,668,544.03 | 4.25006956 | % | 17,668,544.03 | 7.06031272 | % | 92.939687 | % | 0.000000 | % | ||||||||||||||
Class B-1 | 10,601,544.03 | 2.55014219 | % | 10,601,544.03 | 4.23635451 | % | 2.823958 | % | 39.997636 | % | ||||||||||||||
Class B-2 | 6,652,544.03 | 1.60023230 | % | 6,652,544.03 | 2.65834249 | % | 1.578012 | % | 22.350455 | % | ||||||||||||||
Class B-3 | 4,157,544.03 | 1.00007399 | % | 4,157,544.03 | 1.66134578 | % | 0.996997 | % | 14.121141 | % | ||||||||||||||
Class B-4 | 2,702,544.03 | 0.65008187 | % | 2,702,544.03 | 1.07993086 | % | 0.581415 | % | 8.234974 | % | ||||||||||||||
Class B-5 | 1,871,544.03 | 0.45018946 | % | 1,871,544.03 | 0.74786503 | % | 0.332066 | % | 4.703274 | % | ||||||||||||||
Class B-6 | 0.00 | 0.00000000 | % | 0.00 | 0.00000000 | % | 0.747865 | % | 10.592520 | % | ||||||||||||||
| Please refer to the prospectus supplement for a full description of loss exposure | ||||||||||||||||||||||||
| | ||||||||||||||||||||||||
Delinquency Status by Group
| DELINQUENT | BANKRUPTCY | FORECLOSURE | REO | TOTAL | ||||||||||||||||||||||||||||||||||||||||||||||||||||
| Group One | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||||
| No. of | Principal Balance | No. of | Principal Balance | No. of | Principal Balance | No. of | Principal Balance | No. of | Principal Balance | |||||||||||||||||||||||||||||||||||||||||||||||
| Loans | Loans | Loans | Loans | Loans | ||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | 12 | 3,561,389.95 | 30 Days | 0 | 0.00 | 30 Days | 0 | 0.00 | 30 Days | 0 | 0.00 | 30 Days | 12 | 3,561,389.95 | ||||||||||||||||||||||||||||||||||||||||||
60 Days | 2 | 757,176.65 | 60 Days | 0 | 0.00 | 60 Days | 0 | 0.00 | 60 Days | 0 | 0.00 | 60 Days | 2 | 757,176.65 | ||||||||||||||||||||||||||||||||||||||||||
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 | 1 | 429,999.99 | 120 Days | 0 | 0.00 | 120 Days | 0 | 0.00 | 120 Days | 0 | 0.00 | 120 Days | 1 | 429,999.99 | ||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||
| 15 | 4,748,566.59 | 0 | 0.00 | 0 | 0.00 | 0 | 0.00 | 15 | 4,748,566.59 | |||||||||||||||||||||||||||||||||||||||||||||||
| No. of | Principal Balance | No. of | Principal Balance | No. of | Principal Balance | No. of | Principal Balance | No. of | Principal Balance | |||||||||||||||||||||||||||||||||||||||||||||||
| Loans | Loans | Loans | Loans | Loans | ||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | 2.116402 | % | 1.923841 | % | 30 Days | 0.000000 | % | 0.000000 | % | 30 Days | 0.000000 | % | 0.000000 | % | 30 Days | 0.000000 | % | 0.000000 | % | 30 Days | 2.116402 | % | 1.923841 | % | ||||||||||||||||||||||||||||||||
60 Days | 0.352734 | % | 0.409022 | % | 60 Days | 0.000000 | % | 0.000000 | % | 60 Days | 0.000000 | % | 0.000000 | % | 60 Days | 0.000000 | % | 0.000000 | % | 60 Days | 0.352734 | % | 0.409022 | % | ||||||||||||||||||||||||||||||||
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 | 0.176367 | % | 0.232283 | % | 120 Days | 0.000000 | % | 0.000000 | % | 120 Days | 0.000000 | % | 0.000000 | % | 120 Days | 0.000000 | % | 0.000000 | % | 120 Days | 0.176367 | % | 0.232283 | % | ||||||||||||||||||||||||||||||||
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 | % | ||||||||||||||||||||||||||||||||
| 2.645503 | % | 2.565147 | % | 0.000000 | % | 0.000000 | % | 0.000000 | % | 0.000000 | % | 0.000000 | % | 0.000000 | % | 2.645503 | % | 2.565147 | % | |||||||||||||||||||||||||||||||||||||
| DELINQUENT | BANKRUPTCY | FORECLOSURE | REO | TOTAL | ||||||||||||||||||||||||||||||||||||||||||||||||||||
| Group Two | 1.183654% | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||||
| No. of | Principal Balance | No. of | Principal Balance | No. of | Principal Balance | No. of | Principal Balance | No. of | Principal Balance | |||||||||||||||||||||||||||||||||||||||||||||||
| Loans | Loans | Loans | Loans | Loans | ||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | 1 | 500,000.00 | 30 Days | 0 | 0.00 | 30 Days | 0 | 0.00 | 30 Days | 0 | 0.00 | 30 Days | 1 | 500,000.00 | ||||||||||||||||||||||||||||||||||||||||||
60 Days | 1 | 95,927.50 | 60 Days | 0 | 0.00 | 60 Days | 0 | 0.00 | 60 Days | 0 | 0.00 | 60 Days | 1 | 95,927.50 | ||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||
| 2 | 595,927.50 | 0 | 0.00 | 0 | 0.00 | 0 | 0.00 | 2 | 595,927.50 | |||||||||||||||||||||||||||||||||||||||||||||||
| No. of | Principal Balance | No. of | Principal Balance | No. of | Principal Balance | No. of | Principal Balance | No. of | Principal Balance | |||||||||||||||||||||||||||||||||||||||||||||||
| Loans | Loans | Loans | Loans | Loans | ||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | 0.478469 | % | 0.767657 | % | 30 Days | 0.000000 | % | 0.000000 | % | 30 Days | 0.000000 | % | 0.000000 | % | 30 Days | 0.000000 | % | 0.000000 | % | 30 Days | 0.478469 | % | 0.767657 | % | ||||||||||||||||||||||||||||||||
60 Days | 0.478469 | % | 0.147279 | % | 60 Days | 0.000000 | % | 0.000000 | % | 60 Days | 0.000000 | % | 0.000000 | % | 60 Days | 0.000000 | % | 0.000000 | % | 60 Days | 0.478469 | % | 0.147279 | % | ||||||||||||||||||||||||||||||||
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 | % | ||||||||||||||||||||||||||||||||
| 0.956938 | % | 0.914936 | % | 0.000000 | % | 0.000000 | % | 0.000000 | % | 0.000000 | % | 0.000000 | % | 0.000000 | % | 0.956938 | % | 0.914936 | % | |||||||||||||||||||||||||||||||||||||
