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) 815-6600
	 

	 	Fax: (301) 315-6660






SMT SERIES 2004-12

Record Date: February 28, 2006

Distribution Date: March 20, 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	 	 	4.84000	%	 	 	206,628,956.76	 	 	 	829,370.13	 	 	 	10,207,915.38	 	 	 	0.00	 	 	 	195,421,041.38	 	 	 	11,037,285.51	 	 	 	0.00	 
	A-2
	 	 	81744FFZ5	 	 	SEN	 	 	4.95688	%	 	 	109,228,134.49	 	 	 	451,192.30	 	 	 	5,169,047.89	 	 	 	0.00	 	 	 	104,059,086.60	 	 	 	5,620,240.19	 	 	 	0.00	 
	A-3
	 	 	81744FGA9	 	 	SEN	 	 	4.98688	%	 	 	96,045,347.96	 	 	 	398,760.32	 	 	 	6,740,257.25	 	 	 	0.00	 	 	 	89,305,090.71	 	 	 	7,139,017.57	 	 	 	0.00	 
	X-A1
	 	 	81744FGB7	 	 	IO	 	 	0.69582	%	 	 	0.00	 	 	 	182,570.73	 	 	 	0.00	 	 	 	0.00	 	 	 	0.00	 	 	 	182,570.73	 	 	 	0.00	 
	X-A2
	 	 	81744FGC5	 	 	IO	 	 	0.93427	%	 	 	0.00	 	 	 	74,705.81	 	 	 	0.00	 	 	 	0.00	 	 	 	0.00	 	 	 	74,705.81	 	 	 	0.00	 
	X-B
	 	 	81744FGD3	 	 	IO	 	 	0.28846	%	 	 	0.00	 	 	 	3,676.55	 	 	 	0.00	 	 	 	0.00	 	 	 	0.00	 	 	 	3,676.55	 	 	 	0.00	 
	B-1
	 	 	81744FGF8	 	 	SUB	 	 	5.07000	%	 	 	8,588,000.00	 	 	 	36,284.30	 	 	 	0.00	 	 	 	0.00	 	 	 	8,588,000.00	 	 	 	36,284.30	 	 	 	0.00	 
	B-2
	 	 	81744FGG6	 	 	SUB	 	 	5.42000	%	 	 	6,134,000.00	 	 	 	27,705.23	 	 	 	0.00	 	 	 	0.00	 	 	 	6,134,000.00	 	 	 	27,705.23	 	 	 	0.00	 
	B-3
	 	 	81744FGH4	 	 	SUB	 	 	5.82000	%	 	 	3,680,000.00	 	 	 	17,848.00	 	 	 	0.00	 	 	 	0.00	 	 	 	3,680,000.00	 	 	 	17,848.00	 	 	 	0.00	 
	B-4
	 	 	81744FGJ0	 	 	SUB	 	 	5.57640	%	 	 	2,453,000.00	 	 	 	11,399.09	 	 	 	0.00	 	 	 	0.00	 	 	 	2,453,000.00	 	 	 	11,399.09	 	 	 	0.00	 
	B-5
	 	 	81744FGK7	 	 	SUB	 	 	5.57640	%	 	 	920,000.00	 	 	 	4,275.24	 	 	 	0.00	 	 	 	0.00	 	 	 	920,000.00	 	 	 	4,275.24	 	 	 	0.00	 
	B-6
	 	 	81744FGL5	 	 	SUB	 	 	5.57640	%	 	 	2,762,778.00	 	 	 	12,838.63	 	 	 	0.00	 	 	 	0.00	 	 	 	2,762,778.00	 	 	 	12,838.63	 	 	 	0.00	 
	A-R
	 	 	81744FGE1	 	 	RES	 	 	5.01865	%	 	 	0.00	 	 	 	0.14	 	 	 	0.00	 	 	 	0.00	 	 	 	0.00	 	 	 	0.14	 	 	 	0.00	 
	 
	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 
	Totals
	 	 	 	 	 	 	 	 	 	 	 	 	 	 	435,440,217.21	 	 	 	2,050,626.47	 	 	 	22,117,220.52	 	 	 	0.00	 	 	 	413,322,996.69	 	 	 	24,167,846.99	 	 	 	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	 	 	 	205,628,956.76	 	 	 	1,369.78	 	 	 	10,206,545.60	 	 	 	0.00	 	 	 	0.00	 	 	 	10,207,915.38	 	 	 	195,421,041.38	 	 	 	0.51357662	 	 	 	10,207,915.38	 
	A-2
	 	 	208,392,000.00	 	 	 	109,228,134.49	 	 	 	369.77	 	 	 	5,168,678.12	 	 	 	0.00	 	 	 	0.00	 	 	 	5,169,047.89	 	 	 	104,059,086.60	 	 	 	0.49934300	 	 	 	5,169,047.89	 
	A-3
	 	 	218,330,615.00	 	 	 	96,045,347.96	 	 	 	0.00	 	 	 	6,740,257.25	 	 	 	0.00	 	 	 	0.00	 	 	 	6,740,257.25	 	 	 	89,305,090.71	 	 	 	0.40903604	 	 	 	6,740,257.25	 
	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	 	 	 	0.00	 	 	 	0.00	 	 	 	0.00	 	 	 	0.00	 	 	 	0.00	 	 	 	8,588,000.00	 	 	 	1.00000000	 	 	 	0.00	 
	B-2
	 	 	6,134,000.00	 	 	 	6,134,000.00	 	 	 	0.00	 	 	 	0.00	 	 	 	0.00	 	 	 	0.00	 	 	 	0.00	 	 	 	6,134,000.00	 	 	 	1.00000000	 	 	 	0.00	 
	B-3
	 	 	3,680,000.00	 	 	 	3,680,000.00	 	 	 	0.00	 	 	 	0.00	 	 	 	0.00	 	 	 	0.00	 	 	 	0.00	 	 	 	3,680,000.00	 	 	 	1.00000000	 	 	 	0.00	 
	B-4
	 	 	2,453,000.00	 	 	 	2,453,000.00	 	 	 	0.00	 	 	 	0.00	 	 	 	0.00	 	 	 	0.00	 	 	 	0.00	 	 	 	2,453,000.00	 	 	 	1.00000000	 	 	 	0.00	 
	B-5
	 	 	920,000.00	 	 	 	920,000.00	 	 	 	0.00	 	 	 	0.00	 	 	 	0.00	 	 	 	0.00	 	 	 	0.00	 	 	 	920,000.00	 	 	 	1.00000000	 	 	 	0.00	 
	B-6
	 	 	2,762,778.00	 	 	 	2,762,778.00	 	 	 	0.00	 	 	 	0.00	 	 	 	0.00	 	 	 	0.00	 	 	 	0.00	 	 	 	2,762,778.00	 	 	 	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
	 	 	831,770,493.00	 	 	 	435,440,217.21	 	 	 	1,739.55	 	 	 	22,115,480.97	 	 	 	0.00	 	 	 	0.00	 	 	 	22,117,220.52	 	 	 	413,322,996.69	 	 	 	0.49691952	 	 	 	22,117,220.52	 






Principal Distribution Factors Statement




	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 
	 	 	 	 	 	 	Beginning	 	Scheduled	 	Unscheduled	 	 	 	 	 	 	 	 	 	 	 	 	 	Ending	 	Ending	 	Total
	 	 	Original Face	 	Certificate	 	Principal	 	Principal	 	 	 	 	 	Realized	 	Total Principal	 	Certificate	 	Certificate	 	Principal
	Class	 	Amount	 	Balance	 	Distribution	 	Distribution	 	Accretion	 	Loss	 	Reduction	 	Balance	 	Percentage	 	Distribution
	A-1
	 	 	380,510,000.00	 	 	 	540.40355512	 	 	 	0.00359985	 	 	 	26.82333079	 	 	 	0.00000000	 	 	 	0.00000000	 	 	 	0.00000000	 	 	 	26.82693065	 	 	 	0.51357662	 	 	 	26.82693065	 
	A-2
	 	 	208,392,000.00	 	 	 	524.14744563	 	 	 	0.00177440	 	 	 	24.80267054	 	 	 	0.00000000	 	 	 	0.00000000	 	 	 	0.00000000	 	 	 	24.80444494	 	 	 	0.49934300	 	 	 	24.80444494	 
	A-3
	 	 	218,330,615.00	 	 	 	439.90783409	 	 	 	0.00000000	 	 	 	30.87179162	 	 	 	0.00000000	 	 	 	0.00000000	 	 	 	0.00000000	 	 	 	409.0360427	 	 	 	0.40903604	 	 	 	30.87179162	 
	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	 	 	 	0.00000000	 	 	 	0.00000000	 	 	 	0.00000000	 	 	 	0.00000000	 	 	 	0.00000000	 	 	 	1000.00000000	 	 	 	1.00000000	 	 	 	0.00000000	 
	B-2
	 	 	6,134,000.00	 	 	 	1000.00000000	 	 	 	0.00000000	 	 	 	0.00000000	 	 	 	0.00000000	 	 	 	0.00000000	 	 	 	0.00000000	 	 	 	1000.00000000	 	 	 	1.00000000	 	 	 	0.00000000	 
	B-3
	 	 	3,680,000.00	 	 	 	1000.00000000	 	 	 	0.00000000	 	 	 	0.00000000	 	 	 	0.00000000	 	 	 	0.00000000	 	 	 	0.00000000	 	 	 	1000.00000000	 	 	 	1.00000000	 	 	 	0.00000000	 
	B-4
	 	 	2,453,000.00	 	 	 	1000.00000000	 	 	 	0.00000000	 	 	 	0.00000000	 	 	 	0.00000000	 	 	 	0.00000000	 	 	 	0.00000000	 	 	 	1000.00000000	 	 	 	1.00000000	 	 	 	0.00000000	 
	B-5
	 	 	920,000.00	 	 	 	1000.00000000	 	 	 	0.00000000	 	 	 	0.00000000	 	 	 	0.00000000	 	 	 	0.00000000	 	 	 	0.00000000	 	 	 	1000.00000000	 	 	 	1.00000000	 	 	 	0.00000000	 
	B-6
	 	 	2,762,778.00	 	 	 	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




	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 
	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	Payment of	 	 	 	 	 	 	 	 	 	 	 	 	 	Remaining	 	Ending
	 	 	 	 	 	 	 	 	 	 	Current	 	Beginning	 	Current	 	Unpaid	 	Current	 	Non-Supported	 	 	 	 	 	Unpaid	 	Certificate/
	 	 	 	 	 	 	 	 	 	 	Certificate	 	Certificate/	 	Accrued	 	Interest	 	Interest	 	Interest	 	Total Interest	 	Interest	 	Notational
	      Class	 	Accural Dates	 	Accrual Days	 	Rate	 	Notional Balance	 	Interest	 	Shortfall	 	Shortfall	 	Shortfall(1)	 	Distribution	 	Shortfall(2)	 	Balance
	A-1
	 	 	02/20/06 – 03/19/06	 	 	 	30	 	 	 	4.84000	%	 	 	205,628,956.76	 	 	 	829,370.13	 	 	 	0.00	 	 	 	0.00	 	 	 	0.00	 	 	 	829,370.13	 	 	 	0.00	 	 	 	195,421,041.38	 
	A-2
	 	 	02/20/06 – 03/19/06	 	 	 	30	 	 	 	4.95688	%	 	 	109,228,134.49	 	 	 	451,192.30	 	 	 	0.00	 	 	 	0.00	 	 	 	0.00	 	 	 	451,192.30	 	 	 	0.00	 	 	 	104,059,086.60	 
	A-3
	 	 	02/20/06 – 03/19/06	 	 	 	30	 	 	 	4.98688	%	 	 	96,045,347.96	 	 	 	399,138.85	 	 	 	0.00	 	 	 	0.00	 	 	 	378.54	 	 	 	398,760.32	 	 	 	0.00	 	 	 	89,305,090.71	 
	X-A1
	 	 	02/01/06 – 02/28/06	 	 	 	30	 	 	 	0.69582	%	 	 	314,857,091.25	 	 	 	182,570.73	 	 	 	0.00	 	 	 	0.00	 	 	 	0.00	 	 	 	182,570.73	 	 	 	0.00	 	 	 	299,480,127.98	 
	X-A2
	 	 	02/01/06 – 02/28/06	 	 	 	30	 	 	 	0.93427	%	 	 	96,045,347.96	 	 	 	74,776.72	 	 	 	0.00	 	 	 	0.00	 	 	 	70.92	 	 	 	74,705.81	 	 	 	0.00	 	 	 	89,305,090.71	 
	X-B
	 	 	02/01/06 – 02/28/06	 	 	 	30	 	 	 	0.28846	%	 	 	18,402,000.00	 	 	 	4,423.59	 	 	 	0.00	 	 	 	0.00	 	 	 	0.00	 	 	 	3,676.55	 	 	 	0.00	 	 	 	18,402,000.00	 
	B-1
	 	 	02/20/06 – 03/19/06	 	 	 	30	 	 	 	5.07000	%	 	 	8,588,000.00	 	 	 	36,284.30	 	 	 	0.00	 	 	 	0.00	 	 	 	0.00	 	 	 	36,284.30	 	 	 	0.00	 	 	 	8,588,000.00	 
	B-2
	 	 	02/20/06 – 03/19/06	 	 	 	30	 	 	 	5.42000	%	 	 	6,134,000.00	 	 	 	27,705.23	 	 	 	0.00	 	 	 	0.00	 	 	 	0.00	 	 	 	27,705.23	 	 	 	0.00	 	 	 	6,134,000.00	 
	B-3
	 	 	02/20/06 – 03/19/06	 	 	 	30	 	 	 	5.82000	%	 	 	3,680,000.00	 	 	 	17,848.00	 	 	 	747.04	 	 	 	747.04	 	 	 	0.00	 	 	 	17,848.00	 	 	 	0.00	 	 	 	3,680,000.00	 
	B-4
	 	 	02/01/06 – 02/28/06	 	 	 	30	 	 	 	5.57640	%	 	 	2,453,000.00	 	 	 	11,399.09	 	 	 	0.00	 	 	 	0.00	 	 	 	0.00	 	 	 	11,399.09	 	 	 	0.00	 	 	 	2,453,000.00	 
	B-5
	 	 	02/01/06 – 02/28/06	 	 	 	30	 	 	 	5.57640	%	 	 	920,000.00	 	 	 	4,275.24	 	 	 	0.00	 	 	 	0.00	 	 	 	0.00	 	 	 	4,275.24	 	 	 	0.00	 	 	 	920,000.00	 
	B-6
	 	 	02/01/06 – 02/28/06	 	 	 	30	 	 	 	5.57640	%	 	 	2,762,778.00	 	 	 	12,838.63	 	 	 	0.00	 	 	 	0.00	 	 	 	0.00	 	 	 	12,838.63	 	 	 	0.00	 	 	 	2,762,778.00	 
	A-R
	 	 	N/A	 	 	 	N/A	 	 	 	5.01865	%	 	 	0.00	 	 	 	0.00	 	 	 	0.00	 	 	 	0.00	 	 	 	0.00	 	 	 	0.14	 	 	 	0.00	 	 	 	0.00	 
	 
	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 
	Totals
	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	2,051,822.81	 	 	 	747.04	 	 	 	747.04	 	 	 	449.46	 	 	 	2,050,626.47	 	 	 	0.00	 	 	 	 	 






 




(1, 2) Amount also includes coupon cap or basis risk shortfalls, if applicable.




Interest Distribution Factors Statement




	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 
	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	Remaining	 	Ending
	 	 	 	 	 	 	Current	 	Beginning	 	Current	 	Payment of	 	Current	 	Non-Supported	 	 	 	 	 	Unpaid	 	Certificate/
	 	 	Original Face	 	Certificate	 	Certificate/	 	Accrued	 	Unpaid	 	Interest	 	Interest	 	Total Interest	 	Interest	 	Notational
	Class	 	Amount	 	Rate	 	Notional Balance	 	Interest	 	Interest Shortfall	 	Shortfall(1)	 	Shortfall	 	Distribution	 	Shortfall(2)	 	Balance
	A-1
	 	 	380,510,000.00	 	 	 	4.84000	%	 	 	540.40355512	 	 	 	2.17962768	 	 	 	0.00000000	 	 	 	0.00000000	 	 	 	0.00000000	 	 	 	2.17962768	 	 	 	0.00000000	 	 	 	513.57662448	 
	A-2
	 	 	208,392,000.00	 	 	 	4.95688	%	 	 	524.14744563	 	 	 	2.16511334	 	 	 	0.00000000	 	 	 	0.00000000	 	 	 	0.00000000	 	 	 	2.16511334	 	 	 	0.00000000	 	 	 	499.34300069	 
	A-3
	 	 	218,330,615.00	 	 	 	4.98688	%	 	 	439.90783409	 	 	 	1.82813963	 	 	 	0.00000000	 	 	 	0.00000000	 	 	 	0.00173379	 	 	 	1.82640588	 	 	 	0.00000000	 	 	 	409.03604247	 
	X-A1
	 	 	0.00	 	 	 	0.69582	%	 	 	534.65108159	 	 	 	0.31001887	 	 	 	0.00000000	 	 	 	0.00000000	 	 	 	0.00000000	 	 	 	0.31001887	 	 	 	0.00000000	 	 	 	508.53983851	 
	X-A2
	 	 	0.00	 	 	 	0.93427	%	 	 	439.90784309	 	 	 	0.34249306	 	 	 	0.00000000	 	 	 	0.00000000	 	 	 	0.00032483	 	 	 	0.34216828	 	 	 	0.00000000	 	 	 	409.03604247	 
	X-B
	 	 	0.00	 	 	 	0.28846	%	 	 	1000.00000000	 	 	 	0.24038637	 	 	 	0.00000000	 	 	 	0.00000000	 	 	 	0.00000000	 	 	 	0.19979078	 	 	 	0.00000000	 	 	 	1000.00000000	 
	B-1
	 	 	8,588,000.00	 	 	 	5.07000	%	 	 	1000.00000000	 	 	 	4.22500000	 	 	 	0.00000000	 	 	 	0.00000000	 	 	 	0.00000000	 	 	 	4.22500000	 	 	 	0.00000000	 	 	 	1000.00000000	 
	B-2
	 	 	6,134,000.00	 	 	 	5.42000	%	 	 	1000.00000000	 	 	 	4.51666612	 	 	 	0.00000000	 	 	 	0.00000000	 	 	 	0.00000000	 	 	 	4.51666612	 	 	 	0.00000000	 	 	 	1000.00000000	 
	B-3
	 	 	3,680,000.00	 	 	 	5.82000	%	 	 	1000.00000000	 	 	 	4.85000000	 	 	 	0.20300000	 	 	 	0.20300000	 	 	 	0.00000000	 	 	 	4.85000000	 	 	 	0.00000000	 	 	 	1000.00000000	 
	B-4
	 	 	2,453,000.00	 	 	 	5.57640	%	 	 	1000.00000000	 	 	 	4.64699959	 	 	 	0.00000000	 	 	 	0.00000000	 	 	 	0.00000000	 	 	 	4.64699959	 	 	 	0.00000000	 	 	 	1000.00000000	 
	B-5
	 	 	920,000.00	 	 	 	5.57640	%	 	 	1000.00000000	 	 	 	4.64700000	 	 	 	0.00000000	 	 	 	0.00000000	 	 	 	0.00000000	 	 	 	4.64700000	 	 	 	0.00000000	 	 	 	1000.00000000	 
	B-6
	 	 	2,762,778.00	 	 	 	5.57640	%	 	 	1000.00000000	 	 	 	4.64700023	 	 	 	0.00000000	 	 	 	0.00000000	 	 	 	0.00000000	 	 	 	4.64700023	 	 	 	0.00000000	 	 	 	1000.00000000	 
	A-R
	 	 	100.00	 	 	 	5.01865	%	 	 	0.00000000	 	 	 	0.00000000	 	 	 	0.00000000	 	 	 	0.00000000	 	 	 	0.00000000	 	 	 	1.40000000	 	 	 	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
	 	 	24,280,063.74	 
	Reserve Funds and Credit Enhancements
	 	 	0.00	 
	Proceeds from Repurchased Loans
	 	 	0.00	 
	Servicer Advances
	 	 	45,348.81	 
	Realized Loss (Gains, Subsequent Expenses & Recoveries)
	 	 	0.00	 
	Prepayment Penalties
	 	 	0.00	 
	Swap/Cap Payments
	 	 	0.00	 
	 
	 	 	 
	Total Deposits
	 	 	24,325,412.55	 
	 
	 	 	 	 
	Withdrawals
	 	 	 	 
	Reserve Funds and Credit Enhancements
	 	 	0.00	 
	Reimbursement for Servicer Advances
	 	 	48,644.10	 
	Total Administration Fees
	 	 	108,921.46	 
	Payment of Interest and Principal
	 	 	24,167,846.99	 
	 
	 	 	 
	Total Withdrawals (Pool Distribution Amount)
	 	 	24,325,412.55	 
	 
	 	 	 	 
	Ending Balance
	 	 	0.00	 
	 
	 	 	 






Prepayment/Curtailment Interest Shortfall




	 	 	 	 	 
	Total Prepayment/Curtailment Interest Shortfall
	 	 	449.46	 
	Servicing Fee Support
	 	 	0.00	 
	 
	 	 	 
	 
	 	 	 	 
	Non-Supported Prepayment Curtailment Interest Shortfall
	 	 	449.46	 
	 
	 	 	 






Administration Fees




	 	 	 	 	 
	Gross Servicing Fee*
	 	 	106,093.17	 
	Master Servicing Fee
	 	 	2,828.29	 
	Supported Prepayment/Curtailment Interest Shortfall
	 	 	0.00	 
	 
	 	 	 
	 
	 	 	 	 
	Total Administration Fees
	 	 	108,921.46	 
	 
	 	 	 







 




*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	 	 	 	747.04	 	 	 	747.04	 	 	 	1,000.00	 






Collateral Statement




	 	 	 	 	 
	Collateral Description	 	Fixed & Mixed Arm	 
	Weighted Average Gross Coupon
	 	 	5.961487	%
	Weighted Average Net Coupon
	 	 	5.586373	%
	Weighted Average Pass-Through Rate
	 	 	4.777047	%
	Weighted Average Remaining Term
	 	 	326	 
	Beginning Scheduled Collateral Loan Count
	 	 	1,079	 
	Number of Loans Paid in Full
	 	 	45	 
	Ending Scheduled Collateral Loan Count
	 	 	1,034	 
	Beginning Scheduled Collateral Balance
	 	 	339,394,870.16	 
	Ending Scheduled Collateral Balance
	 	 	324,017,906.89	 
	Ending Actual Collateral Balance at 28-Feb-2006
	 	 	324,018,914.94	 
	Monthly P&I Constant
	 	 	1,687,821.27	 
	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	 
	Scheduled Principal
	 	 	1,739.55	 
	Unscheduled Principal
	 	 	15,375,223.72	 






 









 






	 	 	 	 	 	 	 	 	 	 	 	 	 
	Group	 	Group One	 	 	Group Two	 	 	Total	 
	Collateral Description	 	Mixed ARM	 	 	6 Month LIBOR ARM	 	 	Mixed ARM	 
	Weighted Average Coupon Rate
	 	 	5.959980	 	 	 	5.964317	 	 	 	5.961487	 
	Weighted Average Net Rate
	 	 	5.584944	 	 	 	5.589056	 	 	 	5.586373	 
	Weighted Average Remaining Term
	 	 	324	 	 	 	328	 	 	 	326	 
	Record Date
	 	 	02/28/2006	 	 	 	02/28/2006	 	 	 	02/28/2006	 
	Principal and Interest Constant
	 	 	1,101,401.71	 	 	 	586,419.56	 	 	 	1,687,821.27	 
	Beginning Loan Count
	 	 	677	 	 	 	402	 	 	 	1,079	 
	Loans Paid in Full
	 	 	29	 	 	 	16	 	 	 	45	 
	Ending Loan Count
	 	 	648	 	 	 	386	 	 	 	1,034	 
	Beginning Scheduled Balance
	 	 	221,483,675.61	 	 	 	117,911,194.55	 	 	 	339,394,870.16	 
	Ending Scheduled Balance
	 	 	211,275,760.23	 	 	 	112,742,146.66	 	 	 	324,017,906.89	 
	Scheduled Principal
	 	 	1,369.78	 	 	 	369.77	 	 	 	1,739.55	 
	Unscheduled Principal
	 	 	10,206,545.60	 	 	 	5,168,678.12	 	 	 	15,375,223.72	 
	Scheduled Interest
	 	 	1,100,031.93	 	 	 	586,049.79	 	 	 	1,686,081.72	 
	Servicing Fee
	 	 	69,220.32	 	 	 	36,872.85	 	 	 	106,093.17	 
	Master Servicing Fee
	 	 	1,845.70	 	 	 	982.59	 	 	 	2,828.29	 
	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
	 	 	1,028,965.91	 	 	 	548,194.35	 	 	 	1,577,160.26	 
	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




	 	 	 	 	 
	Rapid Prepay Event?
	 	NO	 
	Underlying Certificate Balance
	 	 	89,305,090.74	 
	Underlying Certificate Interest
	 	 	473,466.12	 
	Underlying Certificate Principal
	 	 	6,740,257.22	 






Additional Reporting – Group Level




Miscellaneous Reporting




	 	 	 	 	 
	Group One
	 	 	 	 
	One Month Libor Loan Balance
	 	 	116,799,356.62	 
	Six Month Libor Loan Balance
	 	 	94,476,403.61	 
	Principal Transfer Amount
	 	 	0.00	 
	Interest Transfer Amount
	 	 	0.00	 
	Pro Rata Senior Percent
	 	 	92.841586	%
	Senior Percent
	 	 	100.000000	%
	Senior Prepayment Percent
	 	 	100.000000	%
	Subordinate Percent
	 	 	0.000000	%
	Subordinate Prepayment Percent
	 	 	0.000000	%
	 
	 	 	 	 
	Group Two
	 	 	 	 
	Principal Transfer Amount
	 	 	0.00	 
	Interest Transfer Amount
	 	 	0.00	 
	Pro Rata Senior Percent
	 	 	92.635932	%
	Senior Percent
	 	 	100.000000	%
	Senior Prepayment Percent
	 	 	100.000000	%
	Subordinate Percent
	 	 	0.000000	%
	Subordinate Prepayment Percent
	 	 	0.000000	%







 









 







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
	 	 	21	 	 	 	8,445,809.66	 	 	 	30 Days	 	 	 	0	 	 	 	 	0.00	 	 	 	30 Days	 	 	 	0	 	 	 	 	0.00	 	 	 	30 Days	 	 	 	0	 	 	 	 	0.00	 	 	 	30 Days	 	 	 	21	 	 	 	 	8,445,809.66	 
	60 Days
	 	 	3	 	 	 	753,445.09	 	 	 	60 Days	 	 	 	0	 	 	 	 	0.00	 	 	 	60 Days	 	 	 	0	 	 	 	 	0.00	 	 	 	60 Days	 	 	 	0	 	 	 	 	0.00	 	 	 	60 Days	 	 	 	3	 	 	 	 	753,445.09	 
	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
	 	 	2	 	 	 	353,466.73	 	 	 	180+ Days	 	 	 	0	 	 	 	 	0.00	 	 	 	180+ Days	 	 	 	0	 	 	 	 	0.00	 	 	 	180+ Days	 	 	 	0	 	 	 	 	0.00	 	 	 	180+ Days	 	 	 	2	 	 	 	 	353,466.73	 
	 
	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 
	 
	 	 	26	 	 	 	9,552,721.48	 	 	 	 	 	 	 	 	 	0	 	 	 	 	0.00	 	 	 	 	 	 	 	 	 	0	 	 	 	 	0.00	 	 	 	 	 	 	 	 	 	0	 	 	 	 	0.00	 	 	 	 	 	 	 	 	 	26	 	 	 	 	9,552,721.48	 
	 
	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 
	 	 	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
	 	 	2.030948	%	 	 	2.606579	%	 	 	30 Days	 	 	 	0.000000	%	 	 	 	0.000000	%	 	 	30 Days	 	 	 	0.000000	%	 	 	 	0.000000	%	 	 	30 Days	 	 	 	0.000000	%	 	 	 	0.000000	%	 	 	30 Days	 	 	 	2.030948	%	 	 	 	2.606579	%
	60 Days
	 	 	2.290135	%	 	 	0.232531	%	 	 	60 Days	 	 	 	0.000000	%	 	 	 	0.000000	%	 	 	60 Days	 	 	 	0.000000	%	 	 	 	0.000000	%	 	 	60 Days	 	 	 	0.000000	%	 	 	 	0.000000	%	 	 	60 Days	 	 	 	2.290135	%	 	 	 	0.232531	%
	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
	 	 	0.193424	%	 	 	0.109088	%	 	 	180+ Days	 	 	 	0.000000	%	 	 	 	0.000000	%	 	 	180+ Days	 	 	 	0.000000	%	 	 	 	0.000000	%	 	 	180+ Days	 	 	 	0.000000	%	 	 	 	0.000000	%	 	 	180+ Days	 	 	 	0.193424	%	 	 	 	0.109088	%
	 
	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 
	 
	 	 	2.514507	%	 	 	2.948199	%	 	 	 	 	 	 	 	 	0.000000	%	 	 	 	0.000000	%	 	 	 	 	 	 	 	 	0.000000	%	 	 	 	0.000000	%	 	 	 	 	 	 	 	 	0.000000	%	 	 	 	0.000000	%	 	 	 	 	 	 	 	 	2.514507	%	 	 	 	2.948199	%






	 	 	 	 	 	 	 	 	 	 	 	 
	Current Period Class A Insufficient Funds:

	 	0.00	 	Principal Balance of Contaminated Properties	 	0.00	 	Periodic Advance	 	45,348.81	 







 








 







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
	 	 	14	 	 	 	6,192,396.63	 	 	 	30 Days
	 	 	 	0	 	 	 	 	0.00	 	 	 	30 Days
	 	 	 	0	 	 	 	 	0.00	 	 	 	30 Days
	 	 	 	0	 	 	 	 	0.00	 	 	 	30 Days
	 	 	 	14	 	 	 	 	6,192,396.63	 
	60 Days
	 	 	2	 	 	 	602,499.99	 	 	 	60 Days
	 	 	 	0	 	 	 	 	0.00	 	 	 	60 Days
	 	 	 	0	 	 	 	 	0.00	 	 	 	60 Days
	 	 	 	0	 	 	 	 	0.00	 	 	 	60 Days
	 	 	 	2	 	 	 	 	602,499.99	 
	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
	 	 	2	 	 	 	353,466.73	 	 	 	180+ Days
	 	 	 	0	 	 	 	 	0.00	 	 	 	180+ Days
	 	 	 	0	 	 	 	 	0.00	 	 	 	180+ Days
	 	 	 	0	 	 	 	 	0.00	 	 	 	180+ Days
	 	 	 	2	 	 	 	 	353,466.73	 
	 
	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 
	 
	 	 	18	 	 	 	7,148,363.35	 	 	 	 	 	 	 	 	 	0	 	 	 	 	0.00	 	 	 	 	 	 	 	 	 	0	 	 	 	 	0.00	 	 	 	 	 	 	 	 	 	0	 	 	 	 	0.00	 	 	 	 	 	 	 	 	 	18	 	 	 	 	7,148,363.35	 
	 
	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 
	 	 	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
	 	 	2.160494	%	 	 	2.930946	%	 	 	30 Days
	 	 	 	0.000000	%	 	 	 	0.000000	%	 	 	30 Days
	 	 	 	0.000000	%	 	 	 	0.000000	%	 	 	30 Days
	 	 	 	0.000000	%	 	 	 	0.000000	%	 	 	30 Days
	 	 	 	2.160494	%	 	 	 	2.930946	%
	60 Days
	 	 	0.308642	%	 	 	0.285171	%	 	 	60 Days
	 	 	 	0.000000	%	 	 	 	0.000000	%	 	 	60 Days
	 	 	 	0.000000	%	 	 	 	0.000000	%	 	 	60 Days
	 	 	 	0.000000	%	 	 	 	0.000000	%	 	 	60 Days
	 	 	 	0.308642	%	 	 	 	0.285171	%
	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
	 	 	0.308642	%	 	 	0.167301	%	 	 	180+ Days
	 	 	 	0.000000	%	 	 	 	0.000000	%	 	 	180+ Days
	 	 	 	0.000000	%	 	 	 	0.000000	%	 	 	180+ Days
	 	 	 	0.000000	%	 	 	 	0.000000	%	 	 	180+ Days
	 	 	 	0.308642	%	 	 	 	0.167301	%
	 
	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 
	 
	 	 	2.777778	%	 	 	3.383418	%	 	 	 	 	 	 	 	 	0.000000	%	 	 	 	0.000000	%	 	 	 	 	 	 	 	 	0.000000	%	 	 	 	0.000000	%	 	 	 	 	 	 	 	 	0.000000	%	 	 	 	0.000000	%	 	 	 	 	 	 	 	 	2.777778	%	 	 	 	3.383418	%






	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 
	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
	 	 	7	 	 	 	2,253,413.03	 	 	 	30 Days
	 	 	 	0	 	 	 	 	0.00	 	 	 	30 Days
	 	 	 	0	 	 	 	 	0.00	 	 	 	30 Days
	 	 	 	0	 	 	 	 	0.00	 	 	 	30 Days
	 	 	 	7	 	 	 	 	2,253,413.03	 
	60 Days
	 	 	1	 	 	 	150,945.10	 	 	 	60 Days
	 	 	 	0	 	 	 	 	0.00	 	 	 	60 Days
	 	 	 	0	 	 	 	 	0.00	 	 	 	60 Days
	 	 	 	0	 	 	 	 	0.00	 	 	 	60 Days
	 	 	 	1	 	 	 	 	150,945.10	 
	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	 
	 
	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 
	 
	 	 	8	 	 	 	2,404,358.13	 	 	 	 	 	 	 	 	 	0	 	 	 	 	0.00	 	 	 	 	 	 	 	 	 	0	 	 	 	 	0.00	 	 	 	 	 	 	 	 	 	0	 	 	 	 	0.00	 	 	 	 	 	 	 	 	 	8	 	 	 	 	2,404,358.13	 
	 
	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 
	 	 	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
	 	 	1.813472	%	 	 	1.998725	%	 	 	30 Days
	 	 	 	0.000000	%	 	 	 	0.000000	%	 	 	30 Days
	 	 	 	0.000000	%	 	 	 	0.000000	%	 	 	30 Days
	 	 	 	0.000000	%	 	 	 	0.000000	%	 	 	30 Days
	 	 	 	1.813472	%	 	 	 	1.998725	%
	60 Days
	 	 	0.25906	%	 	 	0.133885	%	 	 	60 Days
	 	 	 	0.000000	%	 	 	 	0.000000	%	 	 	60 Days
	 	 	 	0.000000	%	 	 	 	0.000000	%	 	 	60 Days
	 	 	 	0.000000	%	 	 	 	0.000000	%	 	 	60 Days
	 	 	 	0.25906	%	 	 	 	0.133885	%
	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	%
	 
	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 
	 
	 	 	2.072539	%	 	 	2.132610	%	 	 	 	 	 	 	 	 	0.000000	%	 	 	 	0.000000	%	 	 	 	 	 	 	 	 	0.000000	%	 	 	 	0.000000	%	 	 	 	 	 	 	 	 	0.000000	%	 	 	 	0.000000	%	 	 	 	 	 	 	 	 	2.072539	%	 	 	 	2.132610	%