Table of Contents
Seller
IndyMac Bank
Servicer(s)
One West Bank
Underwriter(s)
Credit Suisse First Boston (Europe) Limited
Page
2
4
6
7
10
13
14
16
17
22
25
28
29
30
31
32
32
Dates
Cut-Off Date:
Close Date:
First Distribution Date:
Contacts
October 01, 2005
October 31, 2005
November 25, 2005
Distribution Date:
Record Date:
Gisselle Picard
Administrator
(714) 247-6247
gisselle.picard@db.com
Address:
1761 E.Saint Andrew Pl, Santa Ana, CA 92705
Factor Information:
Factor Info Email:
(800) 735-7777
SHRControl.Operations@db.com
(714) 247-6000
https://tss.sfs.db.com/investpublic
(*) In connection with the Trustees preparation of this Statement to Certificateholders, the Trustee is conclusively relying upon, and
has not independently verified, information provided to it by various third parties, including the Servicer, Master Servicer, Special
Servicer and other parties to the transaction. The Trustee makes no representations as to the completeness, reliability, accuracy or
suitability for any purpose of the information provided to it by such third parties.
(**) Please see informational notice posted to the Trustee's investor reporting website regarding recent allegations pertaining to certain
loan servicer foreclosure practices.
Page 1 of 32
Created On June 23, 2011
Class
1-A-1-1
1-A-1-2
1-A-2-1
1-A-2-2
2-A-1
2-A-2-1
2-A-2-2
A-R
B-1
B-2
B-3
B-4
B-5
B-6
P
Original
Face Value
SR,WAC
SR,WAC
SR,WAC
SR,WAC
SR,WAC
SR,WAC
SR,WAC
SR/RES
SUB
SUB
SUB
SUB
SUB
SUB
RES/SR
82,000,000.00
9,110,000.00
51,710,000.00
3,950,000.00
25,000,000.00
268,000,000.00
20,485,000.00
100.00
12,882,000.00
8,177,000.00
5,200,000.00
5,451,000.00
1,980,000.00
1,488,914.00
100.00
495,434,114.00
Total
Class
1-A-1-1
1-A-1-2
1-A-2-1
1-A-2-2
2-A-1
2-A-2-1
2-A-2-2
A-R
B-1
B-2
B-3
B-4
B-5
B-6
P
Period
Starting
05/01/11
05/01/11
05/01/11
05/01/11
05/01/11
05/01/11
05/01/11
05/01/11
05/01/11
05/01/11
05/01/11
05/01/11
05/01/11
05/01/11
05/01/11
Page 2 of 32
Period
Ending
05/30/11
05/30/11
05/30/11
05/30/11
05/30/11
05/30/11
05/30/11
05/30/11
05/30/11
05/30/11
05/30/11
05/30/11
05/30/11
05/30/11
05/30/11
Prior
Principal
Balance
Interest
(1)
(2)
42,459,520.70
4,717,149.21
26,775,387.88
2,045,306.26
13,998,120.84
150,059,855.66
11,470,060.32
0.00
4,119,738.70
0.00
0.00
0.00
0.00
0.00
100.00
Principal
(3)
Total
Distribution
Realized
Loss
Deferred
Interest
Current
Principal
Balance
(4)=(2)+(3)
(5)
(6)
(7)=(1)-(3)-(5)+(6)
191,394.89
21,263.51
120,695.48
9,219.63
60,239.48
645,767.21
49,360.23
0.00
17,140.01
16,423.31
0.00
0.00
0.00
0.00
0.00
260,358.17
28,925.16
164,184.41
12,541.64
86,569.39
928,023.88
70,934.96
0.00
1,250.94
0.00
0.00
0.00
0.00
0.00
0.00
451,753.06
50,188.67
284,879.89
21,761.27
146,808.87
1,573,791.09
120,295.19
0.00
18,390.95
16,423.31
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
1,249,998.10
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
42,199,162.53
4,688,224.05
26,611,203.47
2,032,764.62
13,911,551.45
149,131,831.78
11,399,125.36
0.00
2,868,489.66
0.00
0.00
0.00
0.00
0.00
100.00
255,645,239.57 1,131,503.75
1,552,788.55
2,684,292.30
1,249,998.10
0.00
252,842,452.92
Method
A-30/360
A-30/360
A-30/360
A-30/360
A-30/360
A-30/360
A-30/360
A-30/360
A-30/360
A-30/360
A-30/360
A-30/360
A-30/360
A-30/360
A-30/360
Cusip
45660LQ77
45660LQ85
45660LQ93
45660LR27
45660LR35
45660LR43
45660LR50
45660LR68
45660LR76
45660LR84
45660LR92
45660LS34
45660LS42
45660LS59
Orig. Principal
(with Notional)
Balance
Prior
Principal
Balance
Interest
(1)
(1)
(2)
82,000,000.00
9,110,000.00
51,710,000.00
3,950,000.00
25,000,000.00
268,000,000.00
20,485,000.00
100.00
12,882,000.00
8,177,000.00
5,200,000.00
5,451,000.00
1,980,000.00
1,488,914.00
100.00
517.799033
517.799035
517.799031
517.799053
559.924834
559.924835
559.924839
0.000000
319.805830
0.000000
0.000000
0.000000
0.000000
0.000000
1,000.000000
2.334084
2.334085
2.334084
2.334084
2.409579
2.409579
2.409579
0.000000
1.330540
2.008476
0.000000
0.000000
0.000000
0.000000
0.000000
Principal
Total
Distribution
(3)
(4)=(2)+(3)
3.175100
3.175100
3.175100
3.175099
3.462776
3.462776
3.462776
0.000000
0.097108
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
5.509184
5.509184
5.509184
5.509182
5.872355
5.872355
5.872355
0.000000
1.427647
2.008476
0.000000
0.000000
0.000000
0.000000
0.000000
Current
Principal
Balance
(5)
514.623933
514.623935
514.623931
514.623954
556.462058
556.462059
556.462063
0.000000
222.674248
0.000000
0.000000
0.000000
0.000000
0.000000
1,000.000000
Class
Original
Face Value
(1)
Interest
Unscheduled
Principal
Scheduled
Principal
Total
Principal
Total
Distribution
Realized
Loss
Deferred
Interest
Current
Principal
Balance
(2)
(3)
(4)
(5)=(3)+(4)
(6)=(2)+(5)
(7)
(8)
(9)=(1)-(5)-(7)+(8)
1-A-1-1
1-A-1-2
1-A-2-1
1-A-2-2
2-A-1
2-A-2-1
2-A-2-2
A-R
B-1
B-2
B-3
B-4
B-5
B-6
P
82,000,000.00
9,110,000.00
51,710,000.00
3,950,000.00
25,000,000.00
268,000,000.00
20,485,000.00
100.00
12,882,000.00
8,177,000.00
5,200,000.00
5,451,000.00
1,980,000.00
1,488,914.00
100.00
18,878,403.64
2,097,344.63
11,904,905.44
909,386.50
5,978,346.51
64,087,874.65
4,898,657.12
0.53
3,835,391.21
1,880,305.35
936,685.23
978,165.74
337,041.61
205,095.55
347,418.38
38,940,868.63
4,326,235.51
24,556,491.77
1,875,810.04
10,777,890.39
115,538,984.69
8,831,403.24
94.52
14,999.83
9,521.31
6,054.89
6,347.15
2,305.51
1,569.61
0.00
859,968.84
95,540.44
542,304.75
41,425.33
310,558.16
3,329,183.52
254,471.35
5.48
144,302.46
67,527.40
42,942.69
44,897.40
15,735.66
10,343.41
0.00
39,800,837.47
4,421,775.95
25,098,796.53
1,917,235.38
11,088,448.55
118,868,168.22
9,085,874.64
100.00
159,302.29
77,048.71
48,997.58
51,244.55
18,041.17
11,913.03
0.00
58,679,241.11
6,519,120.58
37,003,701.97
2,826,621.88
17,066,795.06
182,956,042.87
13,984,531.76
100.53
3,994,693.50
1,957,354.06
985,682.81
1,029,410.29
355,082.78
217,008.58
347,418.38
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
9,854,208.05
8,099,951.29
5,151,002.42
5,399,755.45
1,961,958.83
1,477,000.98
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
42,199,162.53
4,688,224.05
26,611,203.47
2,032,764.62
13,911,551.45
149,131,831.78
11,399,125.36
0.00
2,868,489.66
0.00
0.00
0.00
0.00
0.00
100.00
Total
495,434,114.00
117,275,022.09
204,888,577.09
5,759,206.89
210,647,784.07
327,922,806.16
31,943,877.02
0.00
252,842,452.92
Accrued
Interest
NonSupported
Interest SF
Prior
Unpaid
Interest
Unscheduled
Interest
Adjustment
Optimal
Interest
Paid or
Deferred
Interest
Current
Unpaid
Interest
(1)
(2)
(3)
(4)
(5)=(1)-(2)+(3)+(4)
(6)
(7)=(5)-(6)
Class
Pass
Through
Rate
1-A-1-1
1-A-1-2
1-A-2-1
1-A-2-2
2-A-1
2-A-2-1
2-A-2-2
A-R
B-1
B-2
B-3
B-4
B-5
B-6
P
Total
Page 3 of 32
5.40973%
5.40973%
5.40973%
5.40973%
5.16455%
5.16455%
5.16455%
0.00000%
4.99301%
4.99301%
4.99301%
4.99301%
4.99301%
4.99301%
0.00000%
Prior Principal
(with Notional)
Balance
42,459,520.70
4,717,149.21
26,775,387.88
2,045,306.26
13,998,120.84
150,059,855.66
11,470,060.32
0.00
4,119,738.70
0.00
0.00
0.00
0.00
0.00
100.00
191,412.28
21,265.44
120,706.45
9,220.47
60,244.95
645,825.91
49,364.72
0.00
17,141.56
0.00
0.00
0.00
0.00
0.00
0.00
17.40
1.93
10.97
0.84
5.48
58.69
4.49
0.00
1.56
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
235,118.05
248,966.17
94,633.59
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
191,394.88
21,263.51
120,695.48
9,219.63
60,239.47
645,767.22
49,360.23
0.00
17,140.00
235,118.05
248,966.17
94,633.59
0.00
0.00
0.00
191,394.89
21,263.51
120,695.48
9,219.63
60,239.48
645,767.21
49,360.23
0.00
17,140.01
16,423.31
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
218,694.74
248,966.17
94,633.59
0.00
0.00
0.00
255,645,239.57
1,115,181.78
101.36
578,717.81
0.00
1,693,798.23
1,131,503.75
562,294.50
Group 1
Total
1,087,785.81
0.00
0.00
1,087,785.81
827,515.28
0.00
0.00
(39,591.68)
787,923.60
1,875,709.41
483,235.14
0.00
0.00
483,235.14
340,520.41
0.00
0.00
(15,172.65)
325,347.76
808,582.90
1,571,020.95
0.00
0.00
1,571,020.95
1,168,035.69
0.00
0.00
(54,764.33)
1,113,271.36
2,684,292.31
Group 2
Group 1
Total
58,850.85
(90,797.81)
0.00
0.00
2,039,932.69
(20,034.93)
(920,199.92)
20,034.93
1,087,785.81
25,535.36
(17,438.66)
369,985.86
0.00
416,718.36
(8,181.79)
(311,565.78)
8,181.79
483,235.14
84,386.21
(108,236.47)
369,985.86
0.00
2,456,651.05
(28,216.72)
(1,231,765.70)
28,216.72
1,571,020.95
Group 2
Group 1
Total
0.00
0.00
0.00
Group 2
Group 1
Total
0.00
0.00
0.00
0.00
0.00
0.00
Principal Collections
Principal Withdrawals
Principal Other Accounts
TOTAL NET PRINCIPAL
Interest Collections
Interest Withdrawals
Interest Other Accounts
Interest Fees
TOTAL NET INTEREST
TOTAL AVAILABLE FUNDS FOR DISTRIBUTION
PRINCIPAL - COLLECTIONS
Scheduled Principal Received
Curtailments
Prepayments In Full
Repurchased/Substitutions
Liquidations
Delinquent Principal
Principal Realized Loss
Advanced Principal
TOTAL PRINCIPAL COLLECTED
PRINCIPAL - WITHDRAWALS
Page 4 of 32
Group 1
Total
839,609.63
0.00
6,756.15
0.00
(280,778.51)
0.00
0.00
261,928.02
0.00
827,515.28
351,638.81
0.00
2,344.04
0.00
(127,535.88)
0.00
(101.35)
114,174.78
0.00
340,520.41
1,191,248.44
0.00
9,100.19
0.00
(408,314.39)
0.00
(101.35)
376,102.80
0.00
1,168,035.69
Group 2
Group 1
Total
0.00
0.00
0.00
0.00
0.00
0.00
Scheduled Interest
Repurchased/Substitution Interest
Liquidation Interest
Prepayment Interest Shortfalls
Delinquent Interest
Compensating Interest
Civil Relief Act Shortfalls
Interest Advanced
Interest Realized Loss
TOTAL INTEREST COLLECTED
INTEREST - WITHDRAWALS
Group 1
Total
Prepayment Charges
Capitalized Interest
Bonus Incentive Amount
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
Group 2
Group 1
Total
38,190.15
988.70
0.00
412.83
39,591.68
14,611.25
396.04
0.00
165.36
15,172.65
52,801.40
1,384.74
0.00
578.19
54,764.33
INTEREST FEES
Current Servicing Fees
Trustee Fees
Extraordinary Expense Recovery Charge**
Servicer Indemnity
TOTAL INTEREST FEES
**Extraordinary Expense Recovery Charge (EERC): charge imposed to recover extraordinary costs and expenses incurred by Deutsche Bank in administering residential
mortgage backed securities (RMBS) transaction(s) under current market conditions. The EERC is based upon, and may be adjusted periodically in accordance with,
Deutsche Banks experienced level of extraordinary costs and expenses that are not allocable to specific trusts, but which arise from the administration of the portfolio of
RMBS trusts administered by Deutsche Bank's Trust & Securities Services division. Costs and expenses allocable to specific trusts will continue to be charged separately to
those trusts in addition to the EERC.
Page 5 of 32
INSURANCE
SPACE INTENTIONALLY LEFT BLANK
STRUCTURAL FEATURES
SPACE INTENTIONALLY LEFT BLANK
Page 6 of 32
Collateral Report
COLLATERAL
Group 2
Group 1
Total
Loan Count:
Original
Prior
Prefunding
Scheduled Paid Offs
Full Voluntary Prepayments
Repurchases
Liquidations
Current
571
319
0
0
0
0
(3)
316
660
310
0
0
(1)
0
(1)
308
1,231
629
0
0
(1)
0
(4)
624
337,444,793.43
182,530,074.17
0.00
(58,850.85)
90,797.81
0.00
0.00
(2,039,932.69)
180,522,088.44
157,989,220.26
73,115,065.40
0.00
(25,535.36)
17,438.66
(369,985.86)
0.00
(416,718.36)
72,320,264.48
495,434,013.69
255,645,139.57
0.00
(84,386.21)
108,236.47
(369,985.86)
0.00
(2,456,651.05)
252,842,352.92
0.00
0.00
0.00
0.00
0.00
0.00
Principal Balance:
Original
Prior
Prefunding
Scheduled Principal
Partial Prepayments
Full Voluntary Prepayments
Repurchases
Liquidations
Current
Prior Forebearance
Current Forebearance
PREFUNDING
SPACE INTENTIONALLY LEFT BLANK
240M
220M
320M
200M
180M
300M
160M
140M
280M
120M
100M
260M
80M
Jul-09
Jan-10
Jul-10
Group 1
Page 7 of 32
Group 2
Jan-11
60M
Jul-09
Jan-10
Jul-10
Jan-11
240M
Group 1
Total
6.07596%
6.29161%
6.14473%
5.57834%
5.81372%
5.64502%
5.54605%
5.79123%
5.61617%
359
359
359
292
292
292
291
291
291
359
359
359
292
292
292
291
291
291
1.08
1.01
1.06
67.06
66.98
67.04
68.07
67.98
68.04
5.95%
6.00%
5.90%
5.85%
5.90%
5.80%
5.80%
5.75%
5.70%
5.70%
5.60%
Jul-09
Jan-10
Jul-10
Group 1
Jan-11
5.50%
5.65%
Jul-09
Jan-10
Jul-10
Group 1
Page 8 of 32
Jul-10
Jan-11
5.60%
Group 2
Jul-09
Jan-10
Group 2
Jan-11
316
312
312
308
308
304
304
300
300
296
296
292
292
288
Jul-09
Jan-10
Jul-10
Jan-11
288
Group 1
Total
2.69717%
2.73588%
2.70951%
2.69524%
2.72677%
2.70417%
2.69438%
2.72670%
2.70362%
12.00283%
12.26184%
12.08543%
11.93251%
12.13190%
11.98900%
11.93066%
12.13134%
11.98805%
2.69717%
2.73588%
2.70951%
2.69524%
2.72677%
2.70417%
2.69438%
2.72670%
2.70362%
1.11913%
1.03642%
1.09275%
1.12134%
1.05271%
1.10190%
1.12326%
1.05287%
1.10313%
1.11913%
1.03642%
1.09275%
1.12134%
1.05271%
1.10190%
1.12326%
1.05287%
1.10313%
Group 1
Total
38,190.15
18,850.50
57,040.65
14,611.25
7,789.11
22,530.57
52,801.40
26,639.61
79,571.22
57,040.65
0.00
(18,850.50)
38,190.15
22,530.57
0.00
(7,789.11)
14,741.46
79,571.22
0.00
(26,639.61)
52,931.62
261,928.02
20,034.93
281,962.95
114,174.78
8,181.79
122,356.57
376,102.80
28,216.72
404,319.52
Group 2
Group 1
Total
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
5.164546%
5.409735%
5.225703%
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
Page 9 of 32
Delinquency Report
TOTAL
< 1 PMT
1 PMT
2 PMTS
3+ PMTS
TOTAL
8,035,711.62
3.18%
21
3.37%
6,219,431.94
2.46%
16
2.56%
9,710,024.67
3.84%
19
3.04%
23,965,168.23
9.48%
56
8.97%
DELINQUENT
Balance
% Balance
# Loans
% # Loans
FORECLOSURE
Balance
% Balance
# Loans
% # Loans
0.00
0.00%
0
0.00%
0.00
0.00%
0
0.00%
0.00
0.00%
0
0.00%
26,089,370.47
10.32%
74
11.86%
26,089,370.47
10.32%
74
11.86%
BANKRUPTCY
Balance
% Balance
# Loans
% # Loans
4,556,572.10
1.80%
12
1.92%
363,890.69
0.14%
1
0.16%
531,768.70
0.21%
1
0.16%
3,713,814.14
1.47%
11
1.76%
9,166,045.63
3.63%
25
4.01%
REO
Balance
% Balance
# Loans
% # Loans
0.00
0.00%
0
0.00%
0.00
0.00%
0
0.00%
0.00
0.00%
0
0.00%
2,491,149.97
0.99%
8
1.28%
2,491,149.97
0.99%
8
1.28%
TOTAL
Balance
% Balance
# Loans
% # Loans
4,556,572.10
1.80%
12
1.92%
8,399,602.31
3.32%
22
3.53%
6,751,200.64
2.67%
17
2.72%
42,004,359.25
16.61%
112
17.95%
61,711,734.30
24.41%
163
26.12%
Utilized MBA Delinquency Methodology for Calculating Delinquency Buckets and Amounts
1 or 2 Payments Delinquent
5.50%
7.00%
5.00%
6.50%
4.50%
6.00%
4.00%
5.50%
3.50%
5.00%
3.00%
4.50%
2.50%
4.00%
Jul-09
Jan-10
Jul-10
Jan-11
3.50%
Jul-09
Jan-10
Jul-10
Total
Jan-11
Total
Total Foreclosure
10.40%
5.00%
10.00%
4.00%
9.60%
3.00%
9.20%
2.00%
8.80%
1.00%
8.40%
Jul-09
Jan-10
Jul-10
Total
Page 10 of 32
2.00%
Jan-11
8.00%
Jul-09
0.00%
Jul-10
Jan-10
Jan-11
REO
Bankruptcy
< 1 PMT
1 PMT
2 PMTS
3+ PMTS
TOTAL
2,643,792.74
3.66%
11
3.57%
1,638,410.57
2.27%
7
2.27%
1,064,301.84
1.47%
4
1.30%
5,346,505.15
7.39%
22
7.14%
DELINQUENT
Balance
% Balance
# Loans
% # Loans
FORECLOSURE
Balance
% Balance
# Loans
% # Loans
0.00
0.00%
0
0.00%
0.00
0.00%
0
0.00%
0.00
0.00%
0
0.00%
10,185,782.57
14.08%
45
14.61%
10,185,782.57
14.08%
45
14.61%
BANKRUPTCY
Balance
% Balance
# Loans
% # Loans
1,494,509.27
2.07%
7
2.27%
0.00
0.00%
0
0.00%
0.00
0.00%
0
0.00%
1,839,247.90
2.54%
7
2.27%
3,333,757.17
4.61%
14
4.55%
REO
Balance
% Balance
# Loans
% # Loans
0.00
0.00%
0
0.00%
0.00
0.00%
0
0.00%
0.00
0.00%
0
0.00%
672,643.63
0.93%
4
1.30%
672,643.63
0.93%
4
1.30%
TOTAL
Balance
% Balance
# Loans
% # Loans
1,494,509.27
2.07%
7
2.27%
2,643,792.74
3.66%
11
3.57%
1,638,410.57
2.27%
7
2.27%
13,761,975.94
19.03%
60
19.48%
19,538,688.52
27.02%
85
27.60%
Utilized MBA Delinquency Methodology for Calculating Delinquency Buckets and Amounts
1 or 2 Payments Delinquent
8.00%
7.00%
10.00%
6.00%
8.00%
5.00%
6.00%
4.00%
3.00%
4.00%
2.00%
2.00%
Jul-09
Jan-10
Jul-10
Jan-11
0.00%
1.00%
Jul-09
Jan-10
Jul-10
Group 1
Jan-11
0.00%
Group 1
Total Foreclosure
8.00%
14.00%
7.00%
6.00%
12.00%
5.00%
10.00%
4.00%
8.00%
3.00%
6.00%
2.00%
4.00%
1.00%
2.00%
Jul-09
Jan-10
Jul-10
Group 1
Page 11 of 32
Jan-11
0.00%
Jul-09
0.00%
Jul-10
Jan-10
Jan-11
REO
Bankruptcy
< 1 PMT
1 PMT
2 PMTS
3+ PMTS
TOTAL
5,391,918.88
2.99%
10
3.16%
4,581,021.37
2.54%
9
2.85%
8,645,722.83
4.79%
15
4.75%
18,618,663.08
10.31%
34
10.76%
DELINQUENT
Balance
% Balance
# Loans
% # Loans
FORECLOSURE
Balance
% Balance
# Loans
% # Loans
0.00
0.00%
0
0.00%
0.00
0.00%
0
0.00%
0.00
0.00%
0
0.00%
15,903,587.90
8.81%
29
9.18%
15,903,587.90
8.81%
29
9.18%
BANKRUPTCY
Balance
% Balance
# Loans
% # Loans
3,062,062.83
1.70%
5
1.58%
363,890.69
0.20%
1
0.32%
531,768.70
0.29%
1
0.32%
1,874,566.24
1.04%
4
1.27%
5,832,288.46
3.23%
11
3.48%
REO
Balance
% Balance
# Loans
% # Loans
0.00
0.00%
0
0.00%
0.00
0.00%
0
0.00%
0.00
0.00%
0
0.00%
1,818,506.34
1.01%
4
1.27%
1,818,506.34
1.01%
4
1.27%
TOTAL
Balance
% Balance
# Loans
% # Loans
3,062,062.83
1.70%
5
1.58%
5,755,809.57
3.19%
11
3.48%
5,112,790.07
2.83%
10
3.16%
28,242,383.31
15.64%
52
16.46%
42,173,045.78
23.36%
78
24.68%
Utilized MBA Delinquency Methodology for Calculating Delinquency Buckets and Amounts
1 or 2 Payments Delinquent
6.00%
7.00%
5.00%
6.00%
4.00%
5.00%
4.00%
3.00%
3.00%
2.00%
2.00%
1.00%
1.00%
Jul-09
Jan-10
Jul-10
Jan-11
0.00%
Jul-09
Jan-10
Jul-10
Group 2
Jan-11
0.00%
Group 2
Total Foreclosure
10.00%
5.00%
8.00%
4.00%
6.00%
3.00%
4.00%
2.00%
1.00%
2.00%
Jul-09
Jan-10
Jul-10
Group 2
Page 12 of 32
Jan-11
0.00%
Jul-09
0.00%
Jul-10
Jan-10
Jan-11
REO
Bankruptcy
REO Report
Loan Number
&
Loan Group
Original
Principal
Balance
Stated
Principal
Balance
Paid to
Date
Current
Note
Rate
State &
LTV at
Origination
Original
Term
First
Payment
Date
436,000.00
433,484.90
01-May-2010
5.375%
CA - 80.00%
360
121735015 2
404,000.00
403,829.44
01-Apr-2010
5.875%
CA - 80.00%
360
01-Oct-2005
121937004 1
138,700.00
128,634.79
01-Jan-2010
6.625%
GA - 95.00%
360
01-Nov-2005
121940285 1
145,600.00
145,579.34
01-Jan-2009
7.000%
FL - 80.00%
360
01-Nov-2005
121955618 1
355,200.00
310,763.32
01-Jan-2010
6.750%
NV - 80.00%
360
01-Oct-2005
121960487 1
94,250.00
87,666.18
01-Apr-2010
6.875%
SC - 75.06%
360
01-Nov-2005
122010705 2
492,000.00
492,000.00
01-Mar-2010
6.250%
CA - 80.00%
360
01-Nov-2005
122051307 2
489,192.00
489,192.00
01-Mar-2008
6.500%
CA - 80.00%
360
01-Nov-2005
TOTAL
2,554,942.00
2,491,149.97
Page 13 of 32
01-Oct-2005
Foreclosure Report
Loan Number
&
Loan Group
Original
Principal
Balance
Stated
Principal
Balance
Paid to
Date
Current
Note
Rate
State &
LTV at
Origination
Original
Term
First
Payment
Date
269,000.00
268,999.66
01-Oct-2008
6.125%
FL - 73.70%
360
01-Oct-2005
121629857 2
480,000.00
480,000.00
01-Nov-2010
6.750%
NY - 80.00%
360
01-Nov-2005
121848825 1
425,000.00
424,500.00
01-Nov-2010
6.375%
NY - 62.96%
360
01-Sep-2005
121947651 1
128,000.00
128,000.00
01-Sep-2010
7.000%
NJ - 80.00%
360
01-Dec-2005
122017909 2
441,000.00
440,616.17
01-Aug-2008
6.250%
FL - 73.50%
360
01-Nov-2005
122087875 1
226,800.00
226,735.03
01-Dec-2010
6.875%
IL - 94.50%
360
01-Nov-2005
TOTAL
1,969,800.00
1,968,850.86
331,945.00
331,673.00
01-Dec-2009
6.250%
MD - 79.99%
360
01-Nov-2005
121534007 1
152,000.00
140,349.85
01-Sep-2009
6.375%
FL - 76.00%
360
01-Nov-2005
121585779 2
799,999.00
799,999.00
01-Sep-2008
6.250%
NJ - 80.00%
360
01-Nov-2005
121588228 1
130,240.00
127,466.28
01-Feb-2010
6.375%
IL - 80.00%
360
01-Aug-2005
121682852 2
508,000.00
467,678.18
01-Apr-2010
6.250%
NY - 80.00%
360
01-Nov-2005
121686833 2
404,000.00
403,666.52
01-Jun-2010
6.125%
CA - 80.00%
360
01-Aug-2005
121715783 1
300,000.00
300,000.00
01-Aug-2007
6.250%
FL - 75.00%
360
01-Sep-2005
121734939 1
356,000.00
355,412.70
01-Oct-2007
6.250%
FL - 80.00%
360
01-Oct-2005
121763509 1
216,750.00
216,750.00
01-Aug-2010
6.875%
FL - 85.00%
360
01-Sep-2005
121789473 1
359,650.00
359,300.86
01-Apr-2010
6.250%
NJ - 69.84%
360
01-Oct-2005
121796474 1
216,000.00
216,000.00
01-May-2010
6.250%
FL - 75.79%
360
01-Nov-2005
121800717 2
419,250.00
397,705.80
01-Apr-2009
3.000%
NJ - 79.86%
360
01-Nov-2005
121805171 2
770,000.00
770,000.00
01-Aug-2010
5.875%
DE - 70.00%
360
01-Dec-2005
121828341 1
192,000.00
192,000.00
01-May-2010
6.875%
FL - 80.00%
360
01-Oct-2005
121833076 2
738,750.00
733,599.52
01-Dec-2009
6.500%
NY - 75.00%
360
01-Nov-2005
121846157 2
528,000.00
527,755.74
01-Mar-2010
6.625%
FL - 80.00%
360
01-Nov-2005
121849101 2
474,400.00
474,400.00
01-Oct-2010
6.000%
CA - 80.00%
360
01-Sep-2005
121865613 1
220,320.00
214,314.90
01-Apr-2009
3.250%
FL - 90.00%
360
01-Oct-2005
121869601 2
428,000.00
425,800.00
01-Nov-2009
6.625%
NY - 80.00%
360
01-Nov-2005
121887215 1
345,139.00
345,139.00
01-Dec-2010
5.875%
CO - 64.88%
360
01-Nov-2005
121889419 2
546,300.00
481,443.25
01-Jun-2010
6.375%
CA - 90.00%
360
01-Nov-2005
121900598 1
87,250.00
87,250.00
01-Aug-2010
5.750%
OH - 72.71%
360
01-Oct-2005
121902056 2
544,000.00
544,000.00
01-Jan-2008
6.875%
FL - 80.00%
360
01-Oct-2005
121911722 1
279,920.00
278,520.40
01-Sep-2010
6.000%
CA - 80.00%
360
01-Nov-2005
121913200 2
648,000.00
647,823.55
01-Oct-2010
6.500%
CA - 75.00%
360
01-Oct-2005
121914470 1
168,000.00
167,910.83
01-Feb-2010
6.375%
CT - 80.00%
360
01-Nov-2005
121918399 1
295,250.00
309,191.75
01-Sep-2010
3.000%
FL - 74.75%
360
01-Nov-2005
121919373 1
294,000.00
290,261.54
01-Apr-2010
6.125%
FL - 73.50%
360
01-Oct-2005
121920943 2
875,000.00
873,106.87
01-Apr-2008
5.500%
FL - 64.82%
360
01-Nov-2005
121920957 1
345,000.00
340,765.06
01-Jun-2010
3.875%
CA - 76.67%
360
01-Nov-2005
121921040 2
508,000.00
478,480.07
01-Nov-2010
3.000%
CA - 80.00%
360
01-Nov-2005
121924439 1
170,000.00
167,674.42
01-Dec-2009
5.125%
FL - 72.81%
360
01-Nov-2005
121936924 1
168,000.00
167,999.62
01-Apr-2009
7.375%
MD - 80.00%
360
01-Nov-2005
121942402 1
73,600.00
68,582.24
01-Dec-2008
7.000%
IL - 80.00%
360
01-Nov-2005
121943811 2
560,000.00
560,000.00
01-Apr-2008
6.750%
FL - 80.00%
360
01-Nov-2005
Page 14 of 32
Original
Principal
Balance
Stated
Principal
Balance
121949216 1
268,000.00
267,924.62
121949813 1
345,450.00
121951140 2
480,000.00
121960510 1
186,320.00
121980447 1
Paid to
Date
Current
Note
Rate
State &
LTV at
Origination
Original
Term
First
Payment
Date
FL - 80.00%
360
01-Dec-2005
01-Apr-2010
6.750%
344,644.03
01-Apr-2010
5.750%
CA - 79.99%
360
01-Nov-2005
480,000.00
01-Aug-2008
6.750%
OH - 80.00%
360
01-Nov-2005
186,308.57
01-Apr-2010
6.625%
IL - 80.00%
360
01-Nov-2005
163,600.00
162,939.21
01-Oct-2009
6.375%
FL - 80.00%
360
01-Oct-2005
121995026 1
148,800.00
150,526.46
01-Apr-2008
7.350%
IL - 80.00%
360
01-Nov-2005
121996840 1
164,000.00
163,880.00
01-Apr-2010
6.750%
CO - 77.73%
360
01-Nov-2005
122001399 1
151,200.00
139,529.90
01-Nov-2009
6.250%
NJ - 80.00%
360
01-Nov-2005
122003041 1
312,000.00
311,293.20
01-Oct-2010
5.875%
MD - 80.00%
360
01-Nov-2005
122007812 1
179,992.00
178,924.02
01-Nov-2009
6.875%
FL - 80.00%
360
01-Nov-2005
122010210 1
162,000.00
161,907.57
01-Jan-2010
6.375%
FL - 90.00%
360
01-Nov-2005
122013535 2
612,000.00
564,761.43
01-Jul-2010
6.250%
CA - 80.00%
360
01-Nov-2005
122021333 2
556,000.00
553,664.56
01-Oct-2009
5.500%
CA - 80.00%
360
01-Nov-2005
122027106 2
532,000.00
532,000.00
01-Sep-2010
6.125%
CA - 70.00%
360
01-Nov-2005
122027380 2
671,250.00
670,396.89
01-Nov-2010
5.875%
CA - 75.00%
360
01-Nov-2005
122034189 2
410,000.00
409,479.74
01-Jan-2010
5.875%
CA - 63.08%
360
01-Dec-2005
122036079 2
464,000.00
457,362.26
01-Aug-2010
5.750%
CA - 80.00%
360
01-Nov-2005
122040032 2
560,000.00
560,000.00
01-Jan-2008
5.625%
FL - 80.00%
360
01-Nov-2005
122041472 2
584,000.00
539,837.03
01-Sep-2010
6.375%
CA - 80.00%
360
01-Nov-2005
122044018 1
106,000.00
105,936.52
01-Aug-2008
7.000%
NJ - 80.00%
360
01-Nov-2005
122054581 1
332,000.00
342,202.10
01-Sep-2009
5.375%
CT - 80.00%
360
01-Nov-2005
122069031 1
186,150.00
186,150.00
01-Aug-2010
6.500%
IL - 80.00%
360
01-Nov-2005
122069995 1
100,000.00
99,999.00
01-Oct-2010
6.500%
FL - 76.98%
360
01-Dec-2005
122077078 2
500,000.00
500,000.00
01-Dec-2007
5.875%
FL - 80.00%
360
01-Dec-2005
122077368 1
200,000.00
199,646.87
01-Jul-2010
6.375%
CA - 62.89%
360
01-Dec-2005
122079954 1
317,600.00
317,507.91
01-Dec-2009
5.750%
MD - 80.00%
360
01-Nov-2005
122086113 2
705,000.00
701,476.82
01-Apr-2009
5.875%
CA - 69.80%
360
01-Dec-2005
122092004 1
188,000.00
187,996.67
01-Jan-2010
7.000%
FL - 80.00%
360
01-Nov-2005
122092058 1
330,000.00
338,900.78
01-Mar-2008
6.500%
NY - 63.46%
360
01-Dec-2005
122112620 1
162,800.00
162,768.00
01-Nov-2010
6.375%
IL - 80.00%
360
01-Dec-2005
122115328 2
650,000.00
428,534.50
01-Aug-2010
2.000%
CA - 78.79%
360
01-Dec-2005
122167538 1
268,000.00
268,000.00
01-Oct-2009
6.125%
NJ - 80.00%
360
01-Dec-2005
122211646 1
184,000.00
184,000.00
01-May-2010
7.250%
VA - 80.00%
360
01-Dec-2005
TOTAL
24,632,925.00
24,120,519.61
TOTAL
26,602,725.00
26,089,370.47
Page 15 of 32
Bankruptcy Report
Loan Number
&
Loan Group
Original
Principal
Balance
Stated
Principal
Balance
Paid to
Date
Current
Note
Rate
State &
LTV at
Origination
Original
Term
First
Payment
Date
980,000.00
680,809.61
01-Jun-2011
2.000%
VA - 70.77%
360
01-Sep-2005
122108770 2
492,000.00
275,972.87
01-Dec-2010
2.000%
VA - 80.00%
360
01-Nov-2005
TOTAL
1,472,000.00
956,782.48
468,750.00
362,958.24
01-Jun-2011
2.000%
CA - 75.00%
360
01-Dec-2005
121734993 1
210,000.00
210,000.00
01-Jan-2011
6.000%
CA - 72.41%
360
01-Oct-2005
121836793 2
536,000.00
513,593.37
01-Sep-2010
3.000%
CA - 74.97%
360
01-Nov-2005
121881213 1
276,800.00
297,365.51
01-Jan-2010
4.375%
NJ - 80.00%
360
01-Dec-2005
121903642 1
147,600.00
136,633.43
01-Oct-2011
6.375%
TN - 80.00%
360
01-Dec-2005
121929361 1
345,000.00
344,995.00
01-Sep-2010
6.375%
MD - 58.77%
360
01-Nov-2005
121969259 1
359,650.00
239,905.91
01-May-2011
3.000%
MD - 70.94%
360
01-Nov-2005
121975590 1
184,000.00
183,788.97
01-May-2011
7.250%
PA - 80.00%
360
01-Nov-2005
121981171 1
220,000.00
220,000.00
01-May-2011
6.750%
IL - 80.00%
360
01-Nov-2005
122001310 2
1,000,000.00
971,497.09
01-May-2011
2.000%
IL - 68.97%
360
01-Nov-2005
122001663 2
435,000.00
435,000.00
01-Sep-2010
6.500%
CA - 69.60%
360
01-Nov-2005
122018154 2
368,000.00
363,890.69
01-Apr-2011
5.875%
CA - 80.00%
360
01-Nov-2005
122033121 1
292,000.00
291,926.94
01-Feb-2010
6.000%
AZ - 68.71%
360
01-Dec-2005
122035615 2
633,750.00
667,366.09
01-May-2011
2.000%
CA - 75.00%
360
01-Nov-2005
122040904 1
300,000.00
293,481.15
01-May-2011
5.725%
CA - 47.62%
360
01-Nov-2005
122045050 2
650,000.00
650,000.00
01-Oct-2010
5.875%
NY - 77.38%
360
01-Nov-2005
122049733 2
532,000.00
531,768.70
01-Mar-2011
5.375%
WA - 80.00%
360
01-Dec-2005
122049854 1
151,920.00
151,015.27
01-Jun-2010
6.500%
FL - 80.00%
360
01-Nov-2005
122069824 1
173,000.00
172,978.00
01-May-2011
6.750%
CO - 79.72%
360
01-Dec-2005
122073930 1
359,650.00
359,650.00
01-Sep-2010
6.000%
CA - 56.64%
360
01-Nov-2005
122087535 1
185,000.00
184,295.18
01-Nov-2010
5.875%
CA - 60.66%
360
01-Nov-2005
122095622 2
385,000.00
379,431.80
01-May-2011
5.500%
CA - 68.75%
360
01-Dec-2005
122099160 1
248,000.00
247,721.81
01-May-2011
6.125%
CO - 80.00%
360
01-Dec-2005
TOTAL
8,461,120.00
8,209,263.15
TOTAL
9,933,120.00
9,166,045.63
Page 16 of 32
Prepayment Report
VOLUNTARY PREPAYMENTS
Group 2
Group 1
Total
Current
0
0
0
(90,797.81)
0.00
0.00
-90,797.81
1
0
1
(17,438.66)
369,985.86
0.00
352,547.20
1
0
1
(108,236.47)
369,985.86
0.00
261,749.39
188
2
190
111,173,142.21
1,282,600.00
3,122,761.39
115,578,503.60
251
1
252
58,129,892.29
222,945.95
1,352,129.10
59,704,967.34
439
3
442
169,303,034.50
1,505,545.95
4,474,890.49
175,283,470.94
Cumulative
Number of Paid in Full Loans
Number of Repurchased Loans
Total Number of Loans Prepaid in Full
Paid in Full Balance
Repurchased Loans Balance
Curtailments Amount
Total Prepayment Amount
Total Prepayments
4,000K
5,000K
3,500K
4,000K
3,000K
2,500K
3,000K
2,000K
2,000K
1,500K
1,000K
1,000K
500K
0K
0K
Jul-09
Jan-10
Jul-10
Group 1
Page 17 of 32
Group 2
Jan-11
-500K
Jul-09
Jan-10
Jul-10
Jan-11
-1,000K
Group 1
Total
SMM
3 Months Avg SMM
12 Months Avg SMM
Avg SMM Since Cut-off
1.07%
1.43%
1.27%
0.90%
1.05%
0.82%
1.04%
1.12%
1.06%
1.26%
1.21%
0.97%
CPR
3 Months Avg CPR
12 Months Avg CPR
Avg CPR Since Cut-off
12.09%
15.91%
14.24%
10.26%
11.92%
9.36%
11.82%
12.67%
12.04%
14.10%
13.56%
10.99%
201.52%
265.12%
237.39%
217.07%
198.73%
155.95%
197.00%
268.38%
200.72%
234.93%
226.06%
232.72%
PSA
3 Months Avg PSA Approximation
12 Months Avg PSA Approximation
Avg PSA Since Cut-off Approximation
(*) SMM, CPR, PSA Figures Include Liquidated Balances
CPR by Groups
Total CPR
28.00%
28.00%
24.00%
24.00%
20.00%
20.00%
16.00%
16.00%
12.00%
12.00%
8.00%
8.00%
4.00%
Jul-09
Jan-10
Jul-10
Group 1
Jan-11
0.00%
Jul-09
Jan-10
Jul-10
Jan-11
Group 2
PSA by Groups
Total PSA
450.00%
450.00%
400.00%
400.00%
350.00%
350.00%
300.00%
300.00%
250.00%
250.00%
200.00%
200.00%
150.00%
150.00%
100.00%
100.00%
50.00%
Jul-09
Jan-10
Jul-10
Group 1
Page 18 of 32
4.00%
Group 2
Jan-11
0.00%
Jul-09
Jan-10
Jul-10
Jan-11
50.00%
11.00%
13.00%
10.80%
12.50%
12.00%
10.60%
11.50%
10.40%
11.00%
10.20%
10.50%
10.00%
10.00%
9.50%
9.80%
9.00%
Jul-09
Jan-10
Jul-10
Group 1
Jan-11
8.50%
Jul-09
Jan-10
Jul-10
Jan-11
9.60%
Group 2
240.00%
238.00%
280.00%
236.00%
260.00%
234.00%
240.00%
232.00%
220.00%
Jul-09
Jan-10
Jul-10
Group 1
Jan-11
200.00%
230.00%
Jul-09
Jan-10
Jul-10
Jan-11
Group 2
(Voluntary partial and full prepayments + Repurchases + Liquidated Balances)/(Beg Principal Balance - Sched Principal)
Page 19 of 32
228.00%
Group 1
Total
SMM
3 Months Avg SMM
12 Months Avg SMM
Avg SMM Since Cut-off
-0.05%
0.38%
0.60%
0.65%
0.48%
0.37%
0.34%
0.73%
0.10%
0.37%
0.53%
0.67%
CPR
3 Months Avg CPR
12 Months Avg CPR
Avg CPR Since Cut-off
-0.60%
4.42%
6.98%
7.49%
5.64%
4.36%
4.01%
8.38%
1.22%
4.40%
6.16%
7.78%
-9.98%
73.68%
116.41%
158.41%
93.95%
72.62%
66.81%
177.53%
20.37%
73.40%
102.69%
164.66%
PSA
3 Months Avg PSA Approximation
12 Months Avg PSA Approximation
Avg PSA Since Cut-off Approximation
(*) SMM, CPR, PSA Figures Exclude Liquidated Balances
CPR by Groups
Total CPR
20.00%
18.00%
16.00%
16.00%
14.00%
12.00%
12.00%
10.00%
8.00%
8.00%
6.00%
4.00%
4.00%
2.00%
0.00%
0.00%
Jul-09
Jan-10
Jul-10
Group 1
Jan-11
-4.00%
Jul-09
Jan-10
Jan-10
Jul-10
Group 1
Page 20 of 32
Jan-11
-2.00%
Group 2
PSA by Groups
Jul-09
Jul-10
Group 2
Total PSA
Jan-11
350.00%
280.00%
300.00%
240.00%
250.00%
200.00%
200.00%
160.00%
150.00%
120.00%
100.00%
80.00%
50.00%
40.00%
0.00%
0.00%
-50.00%
Jul-09
Jan-10
Jul-10
Jan-11
-40.00%
8.50%
9.60%
8.40%
9.20%
8.30%
8.20%
8.80%
8.10%
8.40%
8.00%
8.00%
7.90%
7.60%
Jul-09
Jan-10
Jul-10
Group 1
Jan-11
7.80%
7.20%
Jul-09
Jan-10
Jul-10
Jan-11
7.70%
Group 2
210.00%
205.00%
240.00%
200.00%
195.00%
220.00%
190.00%
200.00%
185.00%
180.00%
180.00%
175.00%
170.00%
160.00%
165.00%
Jul-09
Jan-10
Jul-10
Group 1
Jan-11
140.00%
Jul-09
Jan-10
Jul-10
Jan-11
Group 2
(Voluntary partial and full prepayments + Repurchases)/(Beg Principal Balance - Sched Principal)
Page 21 of 32
160.00%
Prepayment Detail Report - Mortgage Loans Prepaid in Full During Current Distribution
Loan Number
&
Loan Group
121881195
TOTAL
Page 22 of 32
Loan
Status
Original
Principal
Balance
Prepayment
Amount
682,500.00
369,985.86
682,500.00
369,985.86
Prepayment
Date
14-Jun-2011
Current
Note
Rate
6.750%
State &
LTV at
Origination
NY - 75.00%
Type Prepayment
&
Original Term
Paid Off - 360
First
Payment
Date
01-Nov-2005
Prepayment Detail Report - Mortgage Loans Prepaid in Full During Current Distribution
Loan Number
&
Loan Group
121881195
TOTAL
Page 23 of 32
Loan
Status
Original
Principal
Balance
Prepayment
Amount
682,500.00
369,985.86
682,500.00
369,985.86
Prepayment
Date
14-Jun-2011
Current
Note
Rate
6.750%
State &
LTV at
Origination
NY - 75.00%
Type Prepayment
&
Original Term
Paid Off - 360
First
Payment
Date
01-Nov-2005
Loan
Status
Original
Principal
Balance
Prepayment
Amount
Prepayment
Date
Current
Note
Rate
TOTAL
Page 24 of 32
State &
LTV at
Origination
Type Prepayment
&
Original Term
First
Payment
Date
Current
Cumulative
Group 2
Group 1
Total
3
920,199.92
0.00
1,119,732.77
0.00
1
311,565.78
0.00
105,152.58
0.00
4
1,231,765.70
0.00
1,224,885.35
0.00
65
18,231,111.76
20,925,790.84
53,479.74
100
14,241,206.59
10,315,502.69
175,048.89
165
32,472,318.35
31,241,293.53
228,528.63
2,985,217.80
0.00
150,000.00
120.00%
75.00%
70.00%
100.00%
65.00%
80.00%
60.00%
55.00%
60.00%
50.00%
40.00%
45.00%
40.00%
20.00%
35.00%
Jul-09
Jan-10
Jul-10
Group 1
Jan-11
0.00%
Jul-09
Jan-10
Group 2
Jul-10
Jan-11
30.00%
Total
120.00%
75.00%
70.00%
100.00%
65.00%
80.00%
60.00%
55.00%
60.00%
50.00%
40.00%
45.00%
40.00%
20.00%
35.00%
Jul-09
Jan-10
Jul-10
Group 1
Page 25 of 32
Group 2
Jan-11
0.00%
Jul-09
Jan-10
Jul-10
Total
Jan-11
30.00%
Group 1
Total
MDR
3 Months Avg MDR
12 Months Avg MDR
Avg MDR Since Cut-off
1.12%
1.06%
0.67%
0.26%
0.57%
0.44%
0.70%
0.40%
0.96%
0.88%
0.68%
0.30%
CDR
3 Months Avg CDR
12 Months Avg CDR
Avg CDR Since Cut-off
12.62%
11.98%
7.76%
3.08%
6.63%
5.20%
8.11%
4.66%
10.94%
10.10%
7.85%
3.54%
2,410.61%
2,248.19%
1,347.96%
512.89%
1,264.65%
975.05%
1,406.25%
776.20%
2,089.57%
1,895.37%
1,362.69%
589.53%
45.11%
38.87%
48.50%
46.56%
74.77%
75.62%
61.12%
57.99%
50.14%
44.11%
52.21%
50.97%
45.11%
38.87%
48.50%
46.56%
74.77%
75.62%
61.12%
57.99%
50.14%
44.11%
52.21%
50.97%
SDA
3 Months Avg SDA Approximation
12 Months Avg SDA Approximation
Avg SDA Since Cut-off Approximation
Total CDR
CDR by Groups
20.00%
14.00%
12.00%
16.00%
10.00%
12.00%
8.00%
6.00%
8.00%
4.00%
4.00%
2.00%
Jul-09
Jan-10
Jul-10
Group 1
Jan-11
0.00%
Jul-09
Jan-10
Jul-10
Jan-11
0.00%
Group 2
SDA by Groups
Total SDA
3,200.00%
2,800.00%
2,800.00%
2,400.00%
2,400.00%
2,000.00%
2,000.00%
1,600.00%
1,600.00%
1,200.00%
1,200.00%
Jul-09
Jan-10
Jul-10
Group 1
Page 26 of 32
Group 2
Jan-11
800.00%
800.00%
400.00%
400.00%
0.00%
Jul-09
Jan-10
Jul-10
Jan-11
0.00%
3.60%
4.50%
3.20%
4.00%
2.80%
3.50%
3.00%
2.40%
2.50%
2.00%
2.00%
1.60%
1.50%
Jul-09
Jan-10
Jul-10
Group 1
Jan-11
1.00%
Jul-09
Jan-10
Jul-10
Group 2
Jan-11
1.20%
Total
600.00%
560.00%
700.00%
520.00%
600.00%
480.00%
500.00%
440.00%
400.00%
400.00%
360.00%
300.00%
Jul-09
Jan-10
Jul-10
Group 1
Jan-11
200.00%
320.00%
Jul-09
Jan-10
Group 2
Jul-10
Jan-11
Total
Page 27 of 32
280.00%
TOTAL
1
2
2
2
2
2
Loan
Status
REO
REO
REO
REO
Current
Note
Rate
State &
LTV at
Origination
Original
Term
Prior
Principal
Balance
6.750%
5.750%
3.000%
2.000%
3.375%
3.000%
NJ - 80.00%
CA - 75.91%
CA - 80.00%
CA - 65.00%
AZ - 74.93%
CA - 80.00%
360
360
360
360
360
360
416,718.36
897,812.55
495,664.13
747,469.85
546,184.31
485,988.85
3,589,838.05
Realized
Loss/(Gain)
Revision
Modification
Modification
Realized
Loss/(Gain)
311,565.78
177,078.48
229,174.72
47,725.88
112,741.28
353,479.56
1,231,765.70
The Servicer has not made a final recovery determination on any loan noted above as a "Modification" and such realized loss is based on principal forbearance in connection
with a loan modification.
Page 28 of 32
Group 1
Total
No
Yes
No
0.00
0.00
0.00
0.00
0.00
0.00
Group 2
Group 1
Total
96.163899%
96.632224%
3.836101%
3.367776%
100.000000%
100.000000%
0.000000%
0.000000%
103.942141%
104.440097%
-3.942141%
-4.440097%
100.000000%
100.000000%
0.000000%
0.000000%
98.388493%
98.865503%
1.611507%
1.134497%
100.000000%
100.000000%
0.000000%
0.000000%
ADDITIONAL INFORMATION
Current Senior Percentage
Next Senior Percentage
Current Subordinate Percentage
Next Subordinate Percentage
Senior Prepayment Percentage
Next Senior Prepayment Percentage
Subordinate Prepayment Percentage
Next Subordinate Prepayment Percentage
Page 29 of 32
Modification
Current Type
Desc. Code
Date
Post-Modification
Beginning
Balance
Note
Rate
Maturity
Date
P&I
Payment
122096111
5/24/2011
450,394.31
2.00%
1,526.62
122109549
5/5/2011
546,184.31
3.38%
2,354.13
TOTAL
996,578.62
Principal
Foregiveness
Interest
Amount
Foregiveness Capitalized
3,880.75
Page 30 of 32
Amount
Deferred
Page 31 of 32
Group 2
Group 1
Total
898,460.48
920,513.40
927,518.48
945,342.26
957,938.43
972,741.47
979,726.20
1,004,621.51
1,028,297.57
1,043,391.27
1,054,531.05
1,056,806.07
377,174.17
381,509.09
384,025.99
388,061.58
392,692.54
395,839.95
395,376.41
405,565.06
420,983.87
411,522.85
415,936.49
421,514.61
1,275,634.64
1,302,022.49
1,311,544.46
1,333,403.84
1,350,630.97
1,368,581.42
1,375,102.62
1,410,186.57
1,449,281.44
1,454,914.11
1,470,467.54
1,478,320.68
Page 32 of 32