Professional Documents
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MSML 2006-6AR Jan 2012 Periodic RPT
MSML 2006-6AR Jan 2012 Periodic RPT
20-Jan-2012
10:00:38AM
Class
1-A-1
1-A-2
1-A-3
1-A-4
1-A-5
2-A
3-A-1
3-A-2
3-A-3
3-A-4
3-A-5
4-A-1
4-A-2
4-A-3
A-R
1-M-1
1-M-2
1-M-3
1-M-4
1-M-5
1-M-6
1-B-1
1-B-2
1-B-3
B-1
B-2
B-3
B-4
B-5
B-6
P-1
P-2
OC
Totals
CUSIP
Record
Date
61749CAA9
61749CAB7
61749CAC5
61749CAD3
61749CAE1
61749CAF8
61749CAG6
61749CAH4
61749CAJ0
61749CAK7
61749CAL5
61749CAM3
61749CAN1
61749CAP6
61749CBC4
61749CAQ4
61749CAR2
61749CAS0
61749CAT8
61749CAU5
61749CAV3
61749CAW1
61749CAX9
61749CAY7
61749CAZ4
61749CBA8
61749CBB6
61749CBE0
61749CBF7
61749CBG5
61749CBH3
61749CBJ9
61749CBD2
01/24/2012
01/24/2012
01/24/2012
01/24/2012
01/24/2012
12/30/2011
12/30/2011
12/30/2011
12/30/2011
12/30/2011
12/30/2011
12/30/2011
12/30/2011
12/30/2011
12/30/2011
01/24/2012
01/24/2012
01/24/2012
01/24/2012
01/24/2012
01/24/2012
01/24/2012
01/24/2012
01/24/2012
12/30/2011
12/30/2011
12/30/2011
12/30/2011
12/30/2011
12/30/2011
12/30/2011
12/30/2011
12/30/2011
Certificate
Pass-Through
Rate
0.46360 %
0.37360 %
0.46360 %
0.55360 %
0.59360 %
2.72601 %
5.33872 %
5.33872 %
6.03901 %
5.33872 %
5.33872 %
5.25893 %
5.86889 %
6.00000 %
7.03523 %
0.59360 %
0.60360 %
0.62360 %
0.71360 %
0.74360 %
0.81360 %
1.34360 %
1.39360 %
2.29360 %
7.26124 %
7.26124 %
7.26124 %
7.26124 %
7.26124 %
7.26124 %
0.00000 %
0.00000 %
0.00000 %
Beginning
Certificate
Balance
66,074,720.07
0.00
69,622,654.79
32,151,612.13
5,180,000.00
55,306,258.19
15,927,201.44
40,704,726.28
0.00
5,435,590.69
3,246,223.01
70,293,635.70
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
363,942,622.30
Interest
Distribution
Principal
Distribution
24,675.97
0.00
26,000.97
14,338.19
2,476.96
125,637.76
77,467.75
197,982.28
0.00
26,437.98
15,789.19
371,002.87
0.00
4,764.12
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
886,574.04
420,393.48
0.00
442,966.84
237,518.47
0.00
54,791.22
174,670.28
446,400.21
0.00
59,610.98
35,600.65
101,552.90
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
1,973,505.03
Current
Realized
Loss
0.00
0.00
0.00
0.00
0.00
103,768.00
29,583.07
75,604.68
0.00
10,096.03
6,029.51
131,803.92
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
356,885.21
Ending
Certificate
Balance
65,654,326.60
0.00
69,179,687.95
31,914,093.67
5,180,000.00
55,147,698.97
15,722,948.08
40,182,721.39
0.00
5,365,883.68
3,204,592.85
70,060,278.88
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
361,612,232.07
As Master Servicer, Wells Fargo Bank, N.A. has independently calculated collateral information based on loan level data received from external parties, which may include the Servicers,
Issuer and other parties to the transaction. Wells Fargo Bank, N.A. expressly disclaims any responsibility for the accuracy or completeness of information furnished to it by those third parties.
All Record Dates are based upon the governing documents and logic set forth as of closing.
Page 1
Total
Distribution
445,069.45
0.00
468,967.81
251,856.66
2,476.96
180,428.98
252,138.03
644,382.49
0.00
86,048.96
51,389.84
472,555.77
0.00
4,764.12
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
2,860,079.07
Cumulative
Realized
Losses
0.00
0.00
0.00
0.00
0.00
5,456,602.77
241,181.92
616,382.25
4,760,896.56
539,265.65
322,058.20
1,065,327.28
6,190,776.78
0.00
0.00
8,504,000.00
8,200,000.00
4,555,000.00
4,252,000.00
3,948,000.00
3,341,000.00
2,733,000.00
2,126,000.00
3,037,000.00
11,056,831.07
7,024,180.78
4,471,782.81
3,836,473.55
2,559,756.41
1,706,949.01
0.00
0.00
0.00
90,544,465.04
20-Jan-2012
10:00:38AM
Class
Original
Face
Amount
Beginning
Certificate
Balance
Scheduled
Principal
Distribution
Unscheduled
Principal
Distribution
Accretion
Realized
Loss
Total
Principal
Reduction
Ending
Certificate
Balance
Ending
Certificate
Percentage
Total
Principal
Distribution
1-A-1
1-A-2
1-A-3
1-A-4
1-A-5
2-A
3-A-1
3-A-2
3-A-3
3-A-4
3-A-5
4-A-1
4-A-2
4-A-3
A-R
1-M-1
1-M-2
1-M-3
1-M-4
1-M-5
1-M-6
1-B-1
1-B-2
1-B-3
B-1
B-2
B-3
B-4
B-5
B-6
P-1
P-2
OC
213,971,000.00
206,172,000.00
93,000,000.00
42,000,000.00
5,180,000.00
110,588,000.00
33,354,000.00
81,660,000.00
8,924,000.00
15,000,000.00
4,000,000.00
135,038,000.00
10,477,000.00
0.00
100.00
8,504,000.00
8,200,000.00
4,555,000.00
4,252,000.00
3,948,000.00
3,341,000.00
2,733,000.00
2,126,000.00
3,037,000.00
11,180,000.00
7,095,000.00
4,515,000.00
3,870,000.00
2,580,000.00
1,720,447.00
100.00
100.00
6,377,866.00
66,074,720.07
0.00
69,622,654.79
32,151,612.13
5,180,000.00
55,306,258.19
15,927,201.44
40,704,726.28
0.00
5,435,590.69
3,246,223.01
70,293,635.70
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
0.00
0.00
0.00
0.00
0.00
43,289.45
7,179.20
18,347.69
0.00
2,450.10
1,463.24
25,633.58
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
420,393.48
0.00
442,966.84
237,518.47
0.00
11,501.76
167,491.08
428,052.52
0.00
57,160.89
34,137.41
75,919.32
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
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
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
103,768.00
29,583.07
75,604.68
0.00
10,096.03
6,029.51
131,803.92
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
420,393.48
0.00
442,966.84
237,518.47
0.00
158,559.22
204,253.35
522,004.89
0.00
69,707.01
41,630.16
233,356.82
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
65,654,326.60
0.00
69,179,687.95
31,914,093.67
5,180,000.00
55,147,698.97
15,722,948.08
40,182,721.39
0.00
5,365,883.68
3,204,592.85
70,060,278.88
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
0.30683750
0.00000000
0.74386761
0.75985937
1.00000000
0.49867706
0.47139618
0.49207349
0.00000000
0.35772558
0.80114821
0.51881899
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
420,393.48
0.00
442,966.84
237,518.47
0.00
54,791.22
174,670.28
446,400.21
0.00
59,610.98
35,600.65
101,552.90
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
Totals
1,037,398,613.00
363,942,622.30
98,363.26
1,875,141.77
0.00
356,885.21
2,330,390.24
361,612,232.07
0.34857597
1,973,505.03
Page 2
20-Jan-2012
10:00:38AM
Class
1-A-1
1-A-2
1-A-3
1-A-4
1-A-5
2-A
3-A-1
3-A-2
3-A-3
3-A-4
3-A-5
4-A-1
4-A-2
4-A-3
A-R
1-M-1
1-M-2
1-M-3
1-M-4
1-M-5
1-M-6
1-B-1
1-B-2
1-B-3
B-1
B-2
B-3
B-4
B-5
B-6
P-1
P-2
OC
Original
Face
Amount
213,971,000.00
206,172,000.00
93,000,000.00
42,000,000.00
5,180,000.00
110,588,000.00
33,354,000.00
81,660,000.00
8,924,000.00
15,000,000.00
4,000,000.00
135,038,000.00
10,477,000.00
0.00
100.00
8,504,000.00
8,200,000.00
4,555,000.00
4,252,000.00
3,948,000.00
3,341,000.00
2,733,000.00
2,126,000.00
3,037,000.00
11,180,000.00
7,095,000.00
4,515,000.00
3,870,000.00
2,580,000.00
1,720,447.00
100.00
100.00
6,377,866.00
Beginning
Certificate
Balance
308.80222119
0.00000000
748.63069667
765.51457452
1000.00000000
500.11084557
477.51998081
498.46591085
0.00000000
362.37271267
811.55575250
520.54707342
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
Scheduled
Principal
Distribution
Unscheduled
Principal
Distribution
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.39144799
0.21524255
0.22468393
0.00000000
0.16334000
0.36581000
0.18982494
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
1.96472176
0.00000000
4.76308430
5.65520167
0.00000000
0.10400550
5.02161900
5.24188734
0.00000000
3.81072600
8.53435250
0.56220708
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
Accretion
Realized
Loss
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.93832966
0.88694220
0.92584717
0.00000000
0.67306867
1.50737750
0.97605059
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
Page 3
Total
Principal
Reduction
1.96472176
0.00000000
4.76308430
5.65520167
0.00000000
1.43378323
6.12380374
6.39241844
0.00000000
4.64713400
10.40754000
1.72808261
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
Ending
Certificate
Balance
306.83749947
0.00000000
743.86761237
759.85937310
1000.00000000
498.67706234
471.39617677
492.07349241
0.00000000
357.72557867
801.14821250
518.81899080
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
Ending
Certificate
Percentage
0.30683750
0.00000000
0.74386761
0.75985937
1.00000000
0.49867706
0.47139618
0.49207349
0.00000000
0.35772558
0.80114821
0.51881899
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
Total
Principal
Distribution
1.96472176
0.00000000
4.76308430
5.65520167
0.00000000
0.49545358
5.23686155
5.46657127
0.00000000
3.97406533
8.90016250
0.75203202
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
20-Jan-2012
10:00:38AM
Class
Accrual Dates
Accrual
Days
1-A-1
1-A-2
1-A-3
1-A-4
1-A-5
2-A
3-A-1
3-A-2
3-A-3
3-A-4
3-A-5
4-A-1
4-A-2
4-A-3
A-R
1-M-1
1-M-2
1-M-3
1-M-4
1-M-5
1-M-6
1-B-1
1-B-2
1-B-3
B-1
B-2
B-3
B-4
B-5
B-6
P-1
P-2
OC
12/27/11 - 01/24/12
N/A
12/27/11 - 01/24/12
12/27/11 - 01/24/12
12/27/11 - 01/24/12
12/01/11 - 12/30/11
12/01/11 - 12/30/11
12/01/11 - 12/30/11
N/A
12/01/11 - 12/30/11
12/01/11 - 12/30/11
12/01/11 - 12/30/11
N/A
12/01/11 - 12/30/11
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
29
N/A
29
29
29
30
30
30
N/A
30
30
30
N/A
30
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Current
Certificate
Rate
0.46360 %
0.37360 %
0.46360 %
0.55360 %
0.59360 %
2.72601 %
5.33872 %
5.33872 %
6.03901 %
5.33872 %
5.33872 %
5.25893 %
5.86889 %
6.00000 %
7.03523 %
0.59360 %
0.60360 %
0.62360 %
0.71360 %
0.74360 %
0.81360 %
1.34360 %
1.39360 %
2.29360 %
7.26124 %
7.26124 %
7.26124 %
7.26124 %
7.26124 %
7.26124 %
0.00000 %
0.00000 %
0.00000 %
Totals
Beginning
Certificate/
Notional
Balance
66,074,720.07
0.00
69,622,654.79
32,151,612.13
5,180,000.00
55,306,258.19
15,927,201.44
40,704,726.28
0.00
5,435,590.69
3,246,223.01
70,293,635.70
0.00
791,272.03
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
Current
Accrued
Interest
24,675.97
0.00
26,000.97
14,338.19
2,476.96
125,637.76
70,859.02
181,092.52
0.00
24,182.57
14,442.22
308,057.50
0.00
3,956.36
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
795,720.04
Payment of
Unpaid
Interest
Shortfall(1)
0.00
0.00
0.00
0.00
0.00
0.00
6,608.73
16,889.76
0.00
2,255.41
1,346.97
62,945.37
0.00
807.76
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
90,854.00
(1) Amount also includes Coupon Cap or Basis Risk Shortfalls, if applicable.
Page 4
Current
Interest
Shortfall(1)
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
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
NonSupported
Interest
Shortfall
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
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
Total
Interest
Distribution
24,675.97
0.00
26,000.97
14,338.19
2,476.96
125,637.76
77,467.75
197,982.28
0.00
26,437.98
15,789.19
371,002.87
0.00
4,764.12
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
886,574.04
Remaining
Unpaid
Interest
Shortfall(1)
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
0.00
0.00
0.00
36,758.72
54,825.80
12,135.41
13,291.57
36,649.82
28,551.07
0.00
0.00
0.00
182,212.39
Ending
Certificate/
Notional
Balance
65,654,326.60
0.00
69,179,687.95
31,914,093.67
5,180,000.00
55,147,698.97
15,722,948.08
40,182,721.39
0.00
5,365,883.68
3,204,592.85
70,060,278.88
0.00
788,645.21
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
20-Jan-2012
10:00:38AM
Class
1-A-1
1-A-2
1-A-3
1-A-4
1-A-5
2-A
3-A-1
3-A-2
3-A-3
3-A-4
3-A-5
4-A-1
4-A-2
4-A-3
A-R
1-M-1
1-M-2
1-M-3
1-M-4
1-M-5
1-M-6
1-B-1
1-B-2
1-B-3
B-1
B-2
B-3
B-4
B-5
B-6
P-1
P-2
OC
Original
Face
Amount
213,971,000.00
206,172,000.00
93,000,000.00
42,000,000.00
5,180,000.00
110,588,000.00
33,354,000.00
81,660,000.00
8,924,000.00
15,000,000.00
4,000,000.00
135,038,000.00
10,477,000.00
0.00
100.00
8,504,000.00
8,200,000.00
4,555,000.00
4,252,000.00
3,948,000.00
3,341,000.00
2,733,000.00
2,126,000.00
3,037,000.00
11,180,000.00
7,095,000.00
4,515,000.00
3,870,000.00
2,580,000.00
1,720,447.00
100.00
100.00
6,377,866.00
Current
Certificate
Rate
0.46360 %
0.37360 %
0.46360 %
0.55360 %
0.59360 %
2.72601 %
5.33872 %
5.33872 %
6.03901 %
5.33872 %
5.33872 %
5.25893 %
5.86889 %
6.00000 %
7.03523 %
0.59360 %
0.60360 %
0.62360 %
0.71360 %
0.74360 %
0.81360 %
1.34360 %
1.39360 %
2.29360 %
7.26124 %
7.26124 %
7.26124 %
7.26124 %
7.26124 %
7.26124 %
0.00000 %
0.00000 %
0.00000 %
Beginning
Certificate/
Notional
Balance
308.80222119
0.00000000
748.63069667
765.51457452
1000.00000000
500.11084557
477.51998081
498.46591085
0.00000000
362.37271267
811.55575250
520.54707342
0.00000000
483.06822351
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
Current
Accrued
Interest
0.11532390
0.00000000
0.27958032
0.34138548
0.47817761
1.13608854
2.12445344
2.21764046
0.00000000
1.61217133
3.61055500
2.28126527
0.00000000
2.41534103
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
Payment of
Unpaid
Interest
Shortfall(1)
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.19813905
0.20683027
0.00000000
0.15036067
0.33674250
0.46613079
0.00000000
0.49313406
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
(1) Amount also includes Coupon Cap or Basis Risk Shortfalls, if applicable.
NOTE: All Classes per $1,000 denomination
Page 5
Current
Interest
Shortfall(1)
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
NonSupported
Interest
Shortfall
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
Total
Interest
Distribution
0.11532390
0.00000000
0.27958032
0.34138548
0.47817761
1.13608854
2.32259249
2.42447073
0.00000000
1.76253200
3.94729750
2.74739607
0.00000000
2.90847509
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
Remaining
Unpaid
Interest
Shortfall(1)
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
3.28789982
7.72738548
2.68779845
3.43451421
14.20535659
16.59514649
0.00000000
0.00000000
0.00000000
Ending
Certificate/
Notional
Balance
306.83749947
0.00000000
743.86761237
759.85937310
1000.00000000
498.67706234
471.39617677
492.07349241
0.00000000
357.72557867
801.14821250
518.81899080
0.00000000
481.46456103
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
20-Jan-2012
10:00:38AM
Beginning Balance
Deposits
Payments of Interest and Principal
Reserve Funds and Credit Enhancements
Proceeds from Repurchased Loans
Servicer Advances
Gains & Subsequent Recoveries (Realized Losses)
4,228,902.47
0.00
0.00
0.00
0.00
Total Deposits
3,509,167.49
Withdrawals
Swap Payments
Reserve Funds and Credit Enhancements
Reimbursement for Servicer Advances
Total Administration Fees
Payment of Interest and Principal
0.00
0.00
548,515.08
100,573.34
2,860,079.07
3,509,167.49
Ending Balance
0.00
0.00
0.00
ADMINISTRATION FEES
546,712.13
(1,266,447.11)
Prepayment Penalties
Swap/Cap Payments
100,573.34
0.00
0.00
100,573.34
0.00
Beginning
Balance
Current
Withdrawals
Current
Deposits
Ending
Balance
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
Funds In
(A)
Funds Out
(B)
Net Amount
(A - B)
0.00
0.00
0.00
Hedge Funds
Account Name
Swap Account - Morgan Stanley Capital Services Inc
Page 6
20-Jan-2012
10:00:38AM
Collateral Statement
Group
Collateral Description
Weighted Average Coupon Rate
Weighted Average Net Rate
Weighted Average Pass-Through Rate
Weighted Average Remaining Term
Principal and Interest Constant
Beginning Loan Count
Loans Paid in Full
Ending Loan Count
Beginning Scheduled Balance
Ending Scheduled Balance
Actual Ending Collateral Balance
Scheduled Principal
Unscheduled Principal
Negative Amortized Principal
Scheduled Interest
Servicing Fees
Master Servicing Fees
Trustee Fee
FRY Amount
Special Hazard Fee
Other Fee
Pool Insurance Fee
Spread 1
Spread 2
Spread 3
Net Interest
Realized Loss Amount
Cumulative Realized Loss
Percentage of Cumulative Losses
Prepayment Penalty Waived Amount
Prepayment Penalty Waived Count
Prepayment Penalty Paid Amount
Prepayment Penalty Paid Count
Special Servicing Fee
1 - Aggregate
2 - Aggregate
Total
Mixed ARM
4.365318
3.991217
3.991217
294
602,705.86
506
6
500
138,769,405.82
137,091,113.21
137,848,444.84
97,895.38
1,580,397.23
0.00
504,810.48
43,261.46
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
461,549.02
909,561.90
114,714,704.86
18.8863
0.00
0
0.00
0
0.00
Mixed ARM
4.944090
4.582844
4.582844
296
882,468.47
481
4
477
190,380,811.68
189,040,762.70
189,423,500.69
98,085.29
1,241,963.69
0.00
784,383.18
57,311.88
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
727,071.30
356,885.21
50,346,911.57
11.7085
0.00
0
0.00
0
0.00
Mixed ARM
4.700080
4.333415
4.333415
295
1,485,174.33
987
10
977
329,150,217.50
326,131,875.91
327,271,945.53
195,980.67
2,822,360.92
0.00
1,289,193.66
100,573.34
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
1,188,620.32
1,266,447.11
165,061,616.43
15.9111
0.00
0
0.00
0
0.00
Page 7
20-Jan-2012
10:00:38AM
Mixed ARM
4.365318
3.991217
3.991217
289
602,705.86
506
6
500
138,769,405.82
137,091,113.21
137,848,444.84
97,895.38
1,580,397.23
0.00
504,810.48
43,261.46
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
461,549.02
909,561.90
114,714,704.86
18.8863
0.00
0
0.00
0
0.00
Mixed ARM
3.100106
2.726008
2.726008
287
184,531.00
181
0
181
54,734,647.37
54,674,613.26
54,788,824.97
43,128.34
16,905.77
0.00
141,402.66
17,063.44
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
124,339.22
1,248.03
14,438,620.06
12.1161
0.00
0
0.00
0
0.00
Mixed ARM
5.713717
5.338717
5.338717
289
325,113.73
153
4
149
62,351,965.88
61,234,826.38
61,335,747.30
28,229.17
1,088,910.33
0.00
296,884.56
19,484.99
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
277,399.57
356,917.05
20,620,193.98
13.3874
0.00
0
0.00
0
0.00
Mixed ARM
5.666412
5.326465
5.326465
289
372,823.74
147
0
147
73,294,198.43
73,131,323.06
73,298,928.42
26,727.78
136,147.59
0.00
346,095.96
20,763.45
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
325,332.51
(1,279.87)
15,288,097.53
9.7497
0.00
0
0.00
0
0.00
Page 8
20-Jan-2012
10:00:38AM
100.000000%
100.000000%
0.000000%
0.000000%
Pass
30.000000%
160.753721%
Pass
50.000000%
0.000000%
Fail
30.000000%
160.753721%
Fail
Page 9
20-Jan-2012
10:00:38AM
332,148.07
0.00
6,377,667.10
2 - Aggregate
Group 2 Senior %
Group 2 Senior Prepayment %
Group 2 Subordinate %
Group 2 Subordinate Prepayment %
100.000000%
100.000000%
0.000000%
0.000000%
Group 3 Senior %
Group 3 Senior Prepayment %
Group 3 Subordinate %
Group 3 Subordinate Prepayment %
100.000000%
100.000000%
0.000000%
0.000000%
Group 4 Senior %
Group 4 Senior Prepayment %
Group 4 Subordinate %
Group 4 Subordinate Prepayment %
95.906139%
100.000000%
4.093861%
0.000000%
NO
NO
Fail
1.900000%
18.578502%
Delinquency Trigger
Trigger Result
Threshold Value
Calculated Value
Fail
0.000000%
40.378216%
Pass
30.000000%
18.578502%
Trigger Event
Trigger Result
Fail
2 - Aggregate
Page 10
20-Jan-2012
10:00:38AM
Pass
50.000000%
0.000000%
Pass
50.000000%
0.000000%
Fail
50.000000%
907.925386%
Pass
Pass
Pass
Page 11
20-Jan-2012
10:00:38AM
Delinquency Status
DELINQUENT
BANKRUPTCY
FORECLOSURE
No. of
Loans
No. of
Loans
10
No. of
Loans
0
Actual
Balance
0-29 Days
Actual
Balance
2,991,241.66 0-29 Days
REO
Actual
Balance
0.00 0-29 Days
No. of
Loans
0
TOTAL
Actual
Balance
0.00 0-29 Days
No. of
Loans
10
Actual
Balance
2,991,241.66
30 Days
36
10,861,776.10 30 Days
1,496,467.46 30 Days
0.00 30 Days
0.00 30 Days
39
12,358,243.56
60 Days
17
5,874,664.52 60 Days
723,464.83 60 Days
255,834.80 60 Days
0.00 60 Days
20
6,853,964.15
90 Days
3,950,619.97 90 Days
328,488.79 90 Days
0.00 90 Days
0.00 90 Days
4,279,108.76
120 Days
1,907,721.05
150 Days
180+ Days
28
19
96
35,535,364.25
36
No. of
Loans
Actual
Balance
0-29 Days
2,385,314.17
159
46
252
98,431,564.45
166
64,484,473.59
46
14,404,381.84
344 129,207,157.80
No. of
Loans
1.023541 %
Actual
Balance
0.913993 % 0-29 Days
No. of
Loans
0.000000 %
Actual
Balance
0.000000 % 0-29 Days
No. of
Loans
0.000000 %
Actual
No. of
Balance
Loans
0.000000 % 0-29 Days 1.023541 %
Actual
Balance
0.913993 %
30 Days
3.684749 %
3.318884 % 30 Days
0.307062 %
0.457255 % 30 Days
0.000000 %
0.000000 % 30 Days
0.000000 %
0.000000 % 30 Days
3.991812 %
3.776139 %
60 Days
1.740020 %
1.795041 % 60 Days
0.204708 %
0.221059 % 60 Days
0.102354 %
0.078172 % 60 Days
0.000000 %
0.000000 % 60 Days
2.047083 %
2.094272 %
90 Days
0.818833 %
1.207137 % 90 Days
0.102354 %
0.100372 % 90 Days
0.000000 %
0.000000 % 90 Days
0.000000 %
0.000000 % 90 Days
0.921187 %
1.307509 %
120 Days
0.409417 %
0.102354 %
0.307062 %
0.000000 %
0.818833 %
0.582916 %
150 Days
0.307062 %
0.000000 %
0.307062 %
0.000000 %
0.614125 %
0.728848 %
9.825998 % 10.858054 %
Current Period Class A Insufficient Funds
3.684749 %
0.00
4.517020 %
4.401349 %
16.990788 % 19.703636 %
Page 12
4.708291 %
0.00
Periodic Advance
35.209826 % 39.480059 %
546,712.13
20-Jan-2012
10:00:38AM
Class 1-A-1
Class 1-A-2
Class 1-A-3
Class 1-A-4
Class 1-A-5
Class 2-A
Class 3-A-1
Class 3-A-2
Class 3-A-3
Class 3-A-4
Class 3-A-5
Class 4-A-1
Class 4-A-2
Class 4-A-3
Class 1-B-1
Class 1-B-2
Class 1-B-3
Class B-1
Class B-2
Class B-3
Class B-4
Class B-5
Class B-6
Class P-1
Class P-2
Class OC
Original $
Original %
Current $
Current %
Current
Class %
Prepayment %
823,427,513.00
617,255,513.00
524,255,513.00
482,255,513.00
477,075,513.00
366,487,513.00
333,133,513.00
251,473,513.00
242,549,513.00
227,549,513.00
223,549,513.00
88,511,513.00
78,034,513.00
78,034,513.00
42,501,513.00
40,375,513.00
37,338,513.00
26,158,513.00
19,063,513.00
14,548,513.00
10,678,513.00
8,098,513.00
6,378,066.00
6,377,966.00
6,377,866.00
0.00
79.37426392 %
59.50032179 %
50.53559032 %
46.48700191 %
45.98767600 %
35.32754993 %
32.11239237 %
24.24077976 %
23.38055112 %
21.93462669 %
21.54904684 %
8.53206394 %
7.52213392 %
7.52213392 %
4.09693174 %
3.89199605 %
3.59924455 %
2.52154887 %
1.83762661 %
1.40240336 %
1.02935486 %
0.78065585 %
0.61481343 %
0.61480379 %
0.61479415 %
0.00000000 %
295,957,905.47
295,957,905.47
226,778,217.52
194,864,123.85
189,684,123.85
134,536,424.88
118,813,476.80
78,630,755.41
78,630,755.41
73,264,871.73
70,060,278.88
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
90.74792356 %
90.74792356 %
69.53574130 %
59.75010057 %
58.16178603 %
41.25215436 %
36.43111440 %
24.11011042 %
24.11011042 %
22.46479941 %
21.48219296 %
0.00000000 %
0.00000000 %
0.00000000 %
0.00000000 %
0.00000000 %
0.00000000 %
0.00000000 %
0.00000000 %
0.00000000 %
0.00000000 %
0.00000000 %
0.00000000 %
0.00000000 %
0.00000000 %
0.00000000 %
20.131220 %
0.000000 %
21.212182 %
9.785641 %
1.588315 %
16.909632 %
4.821040 %
12.321004 %
0.000000 %
1.645311 %
0.982606 %
21.482193 %
0.000000 %
0.000000 %
0.000000 %
0.000000 %
0.000000 %
0.000000 %
0.000000 %
0.000000 %
0.000000 %
0.000000 %
0.000000 %
0.000000 %
0.000000 %
0.000000 %
0.000000 %
0.000000 %
0.000000 %
0.000000 %
0.000000 %
0.000000 %
0.000000 %
0.000000 %
0.000000 %
0.000000 %
0.000000 %
0.000000 %
0.000000 %
0.000000 %
0.000000 %
0.000000 %
0.000000 %
0.000000 %
0.000000 %
0.000000 %
0.000000 %
0.000000 %
0.000000 %
0.000000 %
0.000000 %
0.000000 %
Please Refer to the Prospectus Supplement for a Full Description of Loss Exposure
Bankruptcy
Fraud
Special Hazard
Original $
Original %
Current $
Current %
150,000.00
12,900,046.00
5,216,000.00
0.01445924 %
1.24349945 %
0.50279612 %
150,000.00
12,900,046.00
5,216,000.00
0.04599366 %
3.95546923 %
1.59935302 %
Page 13
20-Jan-2012
10:00:38AM
30 Days
60 Days
90 Days
120 Days
150 Days
180+ Days
5,619,781.80
3,496,220.29
586,851.13
511,914.09
410,304.37
3,668,260.95
45
14,293,332.63
4.600000%
1.800000%
0.400000%
0.400000%
0.200000%
1.600000%
4.076783%
2.536278%
0.425722%
0.371360%
0.297649%
2.661083%
9.000000%
10.368875%
DELINQUENT
2 - Aggregate
30 Days
60 Days
90 Days
120 Days
150 Days
180+ Days
30 Days
60 Days
90 Days
120 Days
150 Days
180+ Days
No of
Loans
Actual Bal
23
9
2
2
1
8
No of Loans
BANKRUPTCY
0-29 Days
30 Days
60 Days
90 Days
120 Days
150 Days
180+ Days
0-29 Days
30 Days
60 Days
90 Days
120 Days
150 Days
180+ Days
5,241,994.30
2,378,444.23
3,363,768.84
975,098.29
974,476.91
8,308,249.05
51
21,242,031.62
2.725367%
1.677149%
1.257862%
0.419287%
0.419287%
4.192872%
2.767341%
1.255623%
1.775793%
0.514772%
0.514444%
4.386071%
10.691824%
11.214042%
1,261,510.67
663,847.45
723,464.83
328,488.79
59,325.49
0.00
6,130,668.94
23
9,167,306.17
0.800000%
0.400000%
0.400000%
0.200000%
0.200000%
0.000000%
2.600000%
0.915143%
0.481578%
0.524826%
0.238297%
0.043037%
0.000000%
4.447398%
4.600000%
6.650279%
BANKRUPTCY
Actual Bal
13
8
6
2
2
20
4
2
2
1
1
0
13
No of
Loans
0-29 Days
30 Days
60 Days
90 Days
120 Days
150 Days
180+ Days
0-29 Days
30 Days
60 Days
90 Days
120 Days
150 Days
180+ Days
FORECLOSURE
Actual
Balance
No of
Loans
0-29 Days
30 Days
60 Days
90 Days
120 Days
150 Days
180+ Days
0-29 Days
30 Days
60 Days
90 Days
120 Days
150 Days
180+ Days
1,729,730.99
832,620.01
0.00
0.00
0.00
0.00
3,053,280.95
13
5,615,631.95
1.257862%
0.209644%
0.000000%
0.000000%
0.000000%
0.000000%
1.257862%
0.913155%
0.439555%
0.000000%
0.000000%
0.000000%
0.000000%
1.611881%
2.725367%
2.964591%
0
0
1
0
0
1
91
0.00
0.00
255,834.80
0.00
0.00
157,080.00
29,004,434.73
93
29,417,349.53
0.000000% 0.000000%
0.000000% 0.000000%
0.200000% 0.185591%
0.000000% 0.000000%
0.000000% 0.000000%
0.200000% 0.113951%
18.200000% 21.040814%
No of
Loans
0-29 Days
30 Days
60 Days
90 Days
120 Days
150 Days
180+ Days
0-29 Days
30 Days
60 Days
90 Days
120 Days
150 Days
180+ Days
18.600000% 21.340356%
FORECLOSURE
Actual
Balance
6
1
0
0
0
0
6
REO
Actual
Balance
No of
Loans
0-29 Days
30 Days
60 Days
90 Days
120 Days
150 Days
180+ Days
0-29 Days
30 Days
60 Days
90 Days
120 Days
150 Days
180+ Days
0.00
0.00
0.00
0.00
361,383.18
843,452.89
33,862,287.99
73
35,067,124.06
0.000000% 0.000000%
0.000000% 0.000000%
0.000000% 0.000000%
0.000000% 0.000000%
0.628931% 0.190781%
0.419287% 0.445274%
14.255765% 17.876498%
15.303983% 18.512552%
Page 14
0
0
0
0
0
0
34
0.00
0.00
0.00
0.00
0.00
0.00
9,800,649.33
34
9,800,649.33
No of
Loans
0-29 Days
30 Days
60 Days
90 Days
120 Days
150 Days
180+ Days
0-29 Days
30 Days
60 Days
90 Days
120 Days
150 Days
180+ Days
4
25
12
3
3
2
146
1,261,510.67
6,283,629.25
4,475,519.92
915,339.92
571,239.58
567,384.37
48,604,013.95
195
62,678,637.66
0.915143%
4.558361%
3.246696%
0.664019%
0.414397%
0.411600%
35.259022%
6.800000%
7.109728%
45.469238%
No of
Loans
0-29 Days
30 Days
60 Days
90 Days
120 Days
150 Days
180+ Days
Actual
Balance
0.000000%
0.000000%
0.000000%
0.000000%
0.000000%
0.000000%
6.800000%
39.000000%
REO
Actual
Balance
0
0
0
0
3
2
68
TOTAL
Actual
Balance
TOTAL
Actual
Balance
0
0
0
0
0
0
12
0.00
0.00
0.00
0.00
0.00
0.00
4,603,732.51
12
4,603,732.51
No of
Loans
0-29 Days
30 Days
60 Days
90 Days
120 Days
150 Days
180+ Days
Actual
Balance
6
14
8
6
5
4
106
1,729,730.99
6,074,614.31
2,378,444.23
3,363,768.84
1,336,481.47
1,817,929.80
49,827,550.50
149
66,528,520.14
0.000000%
0.000000%
0.000000%
0.000000%
0.000000%
0.000000%
2.515723%
0.913155%
3.206896%
1.255623%
1.775793%
0.705552%
0.959717%
26.304841%
2.515723%
2.430391%
35.121577%
31.236897%
20-Jan-2012
10:00:38AM
BANKRUPTCY
No of
Loans
1
No of Loans
30 Days
60 Days
90 Days
120 Days
150 Days
180+ Days
30 Days
60 Days
90 Days
120 Days
150 Days
180+ Days
Actual Bal
23
9
2
2
1
8
5,619,781.80
3,496,220.29
586,851.13
511,914.09
410,304.37
3,668,260.95
45
14,293,332.63
4.600000%
1.800000%
0.400000%
0.400000%
0.200000%
1.600000%
4.076783%
2.536278%
0.425722%
0.371360%
0.297649%
2.661083%
9.000000%
10.368875%
DELINQUENT
0-29 Days
30 Days
60 Days
90 Days
120 Days
150 Days
180+ Days
0-29 Days
30 Days
60 Days
90 Days
120 Days
150 Days
180+ Days
No of Loans
30 Days
60 Days
90 Days
120 Days
150 Days
180+ Days
30 Days
60 Days
90 Days
120 Days
150 Days
180+ Days
1,747,726.98
807,779.59
1,021,399.22
153,010.41
0.00
1,061,908.90
17
4,791,825.10
3.314917%
1.657459%
1.657459%
0.552486%
0.000000%
2.209945%
3.189933%
1.474351%
1.864247%
0.279273%
0.000000%
1.938185%
9.392265%
8.745990%
1,261,510.67
663,847.45
723,464.83
328,488.79
59,325.49
0.00
6,130,668.94
23
9,167,306.17
0.800000%
0.400000%
0.400000%
0.200000%
0.200000%
0.000000%
2.600000%
0.915143%
0.481578%
0.524826%
0.238297%
0.043037%
0.000000%
4.447398%
4.600000%
6.650279%
No of
Loans
Actual Bal
6
3
3
1
0
4
4
2
2
1
1
0
13
BANKRUPTCY
2
0-29 Days
30 Days
60 Days
90 Days
120 Days
150 Days
180+ Days
0-29 Days
30 Days
60 Days
90 Days
120 Days
150 Days
180+ Days
FORECLOSURE
Actual
Balance
0-29 Days
30 Days
60 Days
90 Days
120 Days
150 Days
180+ Days
0-29 Days
30 Days
60 Days
90 Days
120 Days
150 Days
180+ Days
1,321,731.61
0.00
0.00
0.00
0.00
0.00
524,871.16
1,846,602.77
2.762431%
0.000000%
0.000000%
0.000000%
0.000000%
0.000000%
0.552486%
2.412411%
0.000000%
0.000000%
0.000000%
0.000000%
0.000000%
0.957989%
3.314917%
3.370400%
0
0
1
0
0
1
91
0.00
0.00
255,834.80
0.00
0.00
157,080.00
29,004,434.73
93
29,417,349.53
0.000000% 0.000000%
0.000000% 0.000000%
0.200000% 0.185591%
0.000000% 0.000000%
0.000000% 0.000000%
0.200000% 0.113951%
18.200000% 21.040814%
No of
Loans
0-29 Days
30 Days
60 Days
90 Days
120 Days
150 Days
180+ Days
0-29 Days
30 Days
60 Days
90 Days
120 Days
150 Days
180+ Days
18.600000% 21.340356%
FORECLOSURE
Actual
Balance
5
0
0
0
0
0
1
REO
Actual
Balance
No of
Loans
No of
Loans
0-29 Days
30 Days
60 Days
90 Days
120 Days
150 Days
180+ Days
0-29 Days
30 Days
60 Days
90 Days
120 Days
150 Days
180+ Days
0.00
0.00
0.00
0.00
0.00
488,781.16
3,604,993.61
12
4,093,774.77
0.000000%
0.000000%
0.000000%
0.000000%
0.000000%
0.552486%
6.077348%
0.000000%
0.000000%
0.000000%
0.000000%
0.000000%
0.892118%
6.579797%
6.629834%
7.471916%
0.00
0.00
0.00
0.00
0.00
0.00
9,800,649.33
34
9,800,649.33
0-29 Days
30 Days
60 Days
90 Days
120 Days
150 Days
180+ Days
0-29 Days
30 Days
60 Days
90 Days
120 Days
150 Days
180+ Days
0-29 Days
30 Days
60 Days
90 Days
120 Days
150 Days
180+ Days
Actual
Balance
4
25
12
3
3
2
146
1,261,510.67
6,283,629.25
4,475,519.92
915,339.92
571,239.58
567,384.37
48,604,013.95
195
62,678,637.66
0.000000%
0.000000%
0.000000%
0.000000%
0.000000%
0.000000%
6.800000%
0.915143%
4.558361%
3.246696%
0.664019%
0.414397%
0.411600%
35.259022%
6.800000%
7.109728%
45.469238%
No of
Loans
0
0
0
0
0
0
34
No of
Loans
39.000000%
REO
Actual
Balance
0
0
0
0
0
1
11
TOTAL
Actual
Balance
TOTAL
Actual
Balance
0
0
0
0
0
0
7
0.00
0.00
0.00
0.00
0.00
0.00
2,385,842.61
2,385,842.61
No of
Loans
0-29 Days
30 Days
60 Days
90 Days
120 Days
150 Days
180+ Days
Actual
Balance
5
6
3
3
1
1
23
1,321,731.61
1,747,726.98
807,779.59
1,021,399.22
153,010.41
488,781.16
7,577,616.28
42
13,118,045.25
0.000000%
0.000000%
0.000000%
0.000000%
0.000000%
0.000000%
3.867403%
2.412411%
3.189933%
1.474351%
1.864247%
0.279273%
0.892118%
13.830587%
3.867403%
4.354615%
23.942921%
23.204420%
20-Jan-2012
10:00:38AM
BANKRUPTCY
No of
Loans
3
No of Loans
30 Days
60 Days
90 Days
120 Days
150 Days
180+ Days
30 Days
60 Days
90 Days
120 Days
150 Days
180+ Days
Actual Bal
3
4
3
0
2
8
1,789,384.32
1,201,767.18
2,342,369.62
0.00
974,476.91
3,829,846.13
20
10,137,844.16
2.013423%
2.684564%
2.013423%
0.000000%
1.342282%
5.369128%
2.917360%
1.959326%
3.818931%
0.000000%
1.588759%
6.244069%
13.422819%
16.528443%
DELINQUENT
0-29 Days
30 Days
60 Days
90 Days
120 Days
150 Days
180+ Days
0-29 Days
30 Days
60 Days
90 Days
120 Days
150 Days
180+ Days
No of Loans
30 Days
60 Days
90 Days
120 Days
150 Days
180+ Days
30 Days
60 Days
90 Days
120 Days
150 Days
180+ Days
1,704,883.00
368,897.46
0.00
822,087.88
0.00
3,416,494.02
14
6,312,362.36
2.721088%
0.680272%
0.000000%
0.680272%
0.000000%
5.442177%
2.325932%
0.503278%
0.000000%
1.121555%
0.000000%
4.661042%
9.523810%
8.611807%
407,999.38
0.00
0.00
0.00
0.00
0.00
2,340,864.79
2,748,864.17
0.671141%
0.000000%
0.000000%
0.000000%
0.000000%
0.000000%
2.684564%
0.665190%
0.000000%
0.000000%
0.000000%
0.000000%
0.000000%
3.816477%
3.355705%
4.481667%
No of
Loans
Actual Bal
4
1
0
1
0
8
1
0
0
0
0
0
4
BANKRUPTCY
4
0-29 Days
30 Days
60 Days
90 Days
120 Days
150 Days
180+ Days
0-29 Days
30 Days
60 Days
90 Days
120 Days
150 Days
180+ Days
FORECLOSURE
Actual
Balance
No of
Loans
0-29 Days
30 Days
60 Days
90 Days
120 Days
150 Days
180+ Days
0-29 Days
30 Days
60 Days
90 Days
120 Days
150 Days
180+ Days
0.00
832,620.01
0.00
0.00
0.00
0.00
187,545.00
1,020,165.01
0.000000%
0.680272%
0.000000%
0.000000%
0.000000%
0.000000%
0.680272%
0.000000%
1.135924%
0.000000%
0.000000%
0.000000%
0.000000%
0.255863%
1.360544%
1.391787%
0
0
0
0
3
0
25
0.00
0.00
0.00
0.00
361,383.18
0.00
10,936,719.80
28
11,298,102.98
0.000000% 0.000000%
0.000000% 0.000000%
0.000000% 0.000000%
0.000000% 0.000000%
2.013423% 0.589189%
0.000000% 0.000000%
16.778523% 17.830907%
No of
Loans
0-29 Days
30 Days
60 Days
90 Days
120 Days
150 Days
180+ Days
0-29 Days
30 Days
60 Days
90 Days
120 Days
150 Days
180+ Days
18.791946% 18.420095%
FORECLOSURE
Actual
Balance
0
1
0
0
0
0
1
REO
Actual
Balance
No of
Loans
0-29 Days
30 Days
60 Days
90 Days
120 Days
150 Days
180+ Days
0-29 Days
30 Days
60 Days
90 Days
120 Days
150 Days
180+ Days
0.00
0.00
0.00
0.00
0.00
354,671.73
19,320,574.58
33
19,675,246.31
0.000000% 0.000000%
0.000000% 0.000000%
0.000000% 0.000000%
0.000000% 0.000000%
0.000000% 0.000000%
0.680272% 0.483870%
21.768707% 26.358604%
22.448980% 26.842475%
Page 16
0
0
0
0
0
0
3
0.00
0.00
0.00
0.00
0.00
0.00
1,165,740.00
1,165,740.00
No of
Loans
0-29 Days
30 Days
60 Days
90 Days
120 Days
150 Days
180+ Days
0-29 Days
30 Days
60 Days
90 Days
120 Days
150 Days
180+ Days
1
3
4
3
3
2
40
407,999.38
1,789,384.32
1,201,767.18
2,342,369.62
361,383.18
974,476.91
18,273,170.72
56
25,350,551.31
0.665190%
2.917360%
1.959326%
3.818931%
0.589189%
1.588759%
29.792041%
2.013423%
1.900588%
41.330794%
No of
Loans
0-29 Days
30 Days
60 Days
90 Days
120 Days
150 Days
180+ Days
Actual
Balance
0.000000%
0.000000%
0.000000%
0.000000%
0.000000%
0.000000%
2.013423%
37.583893%
REO
Actual
Balance
0
0
0
0
0
1
32
TOTAL
Actual
Balance
TOTAL
Actual
Balance
0
0
0
0
0
0
2
0.00
0.00
0.00
0.00
0.00
0.00
1,052,149.90
1,052,149.90
No of
Loans
0-29 Days
30 Days
60 Days
90 Days
120 Days
150 Days
180+ Days
Actual
Balance
0
5
1
0
1
1
43
0.00
2,537,503.01
368,897.46
0.00
822,087.88
354,671.73
23,976,763.50
51
28,059,923.58
0.000000%
0.000000%
0.000000%
0.000000%
0.000000%
0.000000%
1.360544%
0.000000%
3.461856%
0.503278%
0.000000%
1.121555%
0.483870%
32.710933%
1.360544%
1.435423%
38.281492%
34.693878%
20-Jan-2012
10:00:38AM
Days
Delinquent
180 210 240 270 300 330 360 390 420 450 480 510 540 570 600 630 660 690 720 750 780 810 840 870 900 930 960 990 1020 1050 1080 1110 1140 1170 1200 1230 1260 1290 1320 -
209
239
269
299
329
359
389
419
449
479
509
539
569
599
629
659
689
719
749
779
809
839
869
899
929
959
989
1019
1049
1079
1109
1139
1169
1199
1229
1259
1289
1319
1349
Number
Of
Loans
6
11
5
10
12
11
3
4
6
4
9
11
7
10
8
8
8
3
7
4
1
7
4
6
1
5
4
4
5
7
4
4
3
2
7
2
2
4
1
Summary
Outstanding
Actual
Balance($)
2,319,416.53
4,035,037.15
2,037,096.19
6,162,060.21
3,546,538.18
4,187,598.54
2,132,860.49
1,287,086.27
1,639,025.95
760,010.94
3,621,845.33
2,273,670.18
2,262,026.87
3,525,928.29
2,605,877.19
3,010,095.94
2,491,373.32
1,291,791.63
2,933,664.89
1,246,468.66
187,545.00
3,477,903.06
1,586,404.84
2,473,981.34
124,829.87
1,856,798.85
1,165,593.57
2,721,895.82
1,935,609.28
2,774,292.87
2,118,311.76
1,621,672.29
1,481,762.28
980,310.96
3,053,264.32
643,881.02
1,349,404.75
1,600,494.94
434,773.63
Percentage
Of
Balance(%)
0.709
1.233
0.622
1.883
1.084
1.280
0.652
0.393
0.501
0.232
1.107
0.695
0.691
1.077
0.796
0.920
0.761
0.395
0.896
0.381
0.057
1.063
0.485
0.756
0.038
0.567
0.356
0.832
0.591
0.848
0.647
0.496
0.453
0.300
0.933
0.197
0.412
0.489
0.133
Number
Of
Loans
3
5
0
3
8
3
1
3
3
2
6
9
4
8
5
6
7
1
4
2
0
4
2
4
1
1
2
1
3
4
0
2
3
0
6
2
1
2
0
1 - Aggregate
Outstanding
Actual
Balance($)
988,326.85
1,744,705.76
0.00
1,523,757.98
1,416,843.81
881,776.89
559,904.35
775,291.13
761,151.56
200,390.94
2,494,345.33
1,602,347.41
1,370,950.76
2,753,678.29
1,649,186.15
1,624,095.94
2,051,453.32
168,985.24
1,630,735.01
403,126.34
0.00
1,632,003.10
579,875.99
1,351,435.12
124,829.87
283,275.33
323,649.23
864,504.65
1,033,378.53
1,424,047.87
0.00
640,294.90
1,481,762.28
0.00
2,378,264.32
643,881.02
980,000.00
574,187.24
0.00
Page 17
Percentage
Of
Balance(%)
0.717
1.266
0.000
1.105
1.028
0.640
0.406
0.562
0.552
0.145
1.809
1.162
0.995
1.998
1.196
1.178
1.488
0.123
1.183
0.292
0.000
1.184
0.421
0.980
0.091
0.205
0.235
0.627
0.750
1.033
0.000
0.464
1.075
0.000
1.725
0.467
0.711
0.417
0.000
Number
Of
Loans
3
6
5
7
4
8
2
1
3
2
3
2
3
2
3
2
1
2
3
2
1
3
2
2
0
4
2
3
2
3
4
2
0
2
1
0
1
2
1
2 - Aggregate
Outstanding
Actual
Balance($)
1,331,089.68
2,290,331.39
2,037,096.19
4,638,302.23
2,129,694.37
3,305,821.65
1,572,956.14
511,795.14
877,874.39
559,620.00
1,127,500.00
671,322.77
891,076.11
772,250.00
956,691.04
1,386,000.00
439,920.00
1,122,806.39
1,302,929.88
843,342.32
187,545.00
1,845,899.96
1,006,528.85
1,122,546.22
0.00
1,573,523.52
841,944.34
1,857,391.17
902,230.75
1,350,245.00
2,118,311.76
981,377.39
0.00
980,310.96
675,000.00
0.00
369,404.75
1,026,307.70
434,773.63
Percentage
Of
Balance(%)
0.703
1.209
1.075
2.449
1.124
1.745
0.830
0.270
0.463
0.295
0.595
0.354
0.470
0.408
0.505
0.732
0.232
0.593
0.688
0.445
0.099
0.974
0.531
0.593
0.000
0.831
0.444
0.981
0.476
0.713
1.118
0.518
0.000
0.518
0.356
0.000
0.195
0.542
0.230
20-Jan-2012
10:00:38AM
1379
1409
1469
1499
1529
1559
1619
1649
1679
1709
1739
1769
1889
1949
1979
Total
5
4
1
2
2
1
2
1
4
4
1
2
1
1
1
252
Summary
Outstanding
Actual
Balance($)
1,465,331.98
829,831.78
1,914,323.20
949,048.79
1,024,625.13
497,330.27
616,550.00
199,850.11
1,103,303.18
1,612,649.44
1,000,000.00
907,957.37
568,560.00
448,000.00
336,000.00
98,431,564.45
Percentage
Of
Balance(%)
0.448
0.254
0.585
0.290
0.313
0.152
0.188
0.061
0.337
0.493
0.306
0.277
0.174
0.137
0.103
30.079
Number
Of
Loans
5
4
1
0
1
0
2
1
3
4
0
2
0
1
1
146
1 - Aggregate
Outstanding
Actual
Balance($)
1,465,331.98
829,831.78
1,914,323.20
0.00
698,280.00
0.00
616,550.00
199,850.11
658,797.56
1,612,649.44
0.00
907,957.37
0.00
448,000.00
336,000.00
48,604,013.95
This report includes all loans greater than 180 days delinquent regardless of status (REO, Foreclosure, Bankruptcy)
Page 18
Percentage
Of
Balance(%)
1.063
0.602
1.389
0.000
0.507
0.000
0.447
0.145
0.478
1.170
0.000
0.659
0.000
0.325
0.244
35.259
Number
Of
Loans
0
0
0
2
1
1
0
0
1
0
1
0
1
0
0
106
2 - Aggregate
Outstanding
Actual
Balance($)
0.00
0.00
0.00
949,048.79
326,345.13
497,330.27
0.00
0.00
444,505.62
0.00
1,000,000.00
0.00
568,560.00
0.00
0.00
49,827,550.50
Percentage
Of
Balance(%)
0.000
0.000
0.000
0.501
0.172
0.263
0.000
0.000
0.235
0.000
0.528
0.000
0.300
0.000
0.000
26.303
20-Jan-2012
10:00:38AM
7
2,208,705.00
2,241,585.72
6.00%
5.00%
4.00%
3.00%
2.00%
1 - Aggregate
1.00%
n12
Ja
-1
1
D
ec
-1
1
N
ov
1
ct
-1
O
p11
Se
Au
g11
1
l-1
Ju
n11
Ju
ay
-1
1
r-1
Ap
ar
-1
1
11
0.00%
b-
46
14,213,334.00
14,404,381.84
Fe
Loans in REO
Original Principal Balance
Current Actual Balance
3
1,044,000.00
1,066,766.29
8.00%
7.00%
6.00%
5.00%
4.00%
1.00%
-1
1
ec
n12
Ja
Ja
n12
D
ec
-1
1
-1
1
N
ov
1
ct
-1
O
p11
Se
Au
g11
1
l-1
Ju
Ju
l-1
n11
Ju
1
-1
ay
M
r-1
Ap
ar
-1
11
0.00%
Ju
n11
2 - Aggregate
2.00%
b-
34
9,649,849.00
9,800,649.33
Fe
Loans in REO
Original Principal Balance
Current Actual Balance
3.00%
3.00%
2.00%
1.00%
Page 19
ov
-1
1
N
ct
-1
1
O
p11
Se
g11
Au
ay
-1
1
M
Ap
r-1
1
0.00%
ar
-1
1
12
4,563,485.00
4,603,732.51
5.00%
b11
4
1,164,705.00
1,174,819.43
Fe
Loans in REO
Original Principal Balance
20-Jan-2012
10:00:38AM
REO Loan Detail - All Mortgage Loans in REO during Current Period
Group
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
2 - Aggregate
2 - Aggregate
2 - Aggregate
2 - Aggregate
2 - Aggregate
2 - Aggregate
Loan
Number
0000991526
0001090814
0001093945
0001100390
0001105857
0001208816
0001222221
0001222293
0001249798
0001253828
0001254996
0001260536
0001261178
0001263135
0001263441
0001266725
0001270926
0001274182
0001280384
0001280404
0001281562
0001281719
0001287038
0001287039
0001291020
0040471107
3000857480
3000860311
3000866251
3000872549
3000878441
3000880521
3000880679
3000882999
0001200773
0001222551
0001232181
0001238829
0001254936
0001255330
Month Loan
Entered REO
Oct-2010
Jul-2011
Oct-2011
Feb-2011
Jun-2011
Oct-2011
Jul-2011
Oct-2009
Oct-2011
Sep-2011
Dec-2011
Nov-2011
Jul-2009
Jan-2012
Aug-2011
Oct-2011
Feb-2011
Oct-2011
Feb-2011
Nov-2011
Jun-2011
Jul-2011
Jan-2012
Oct-2011
Dec-2011
Jan-2012
Dec-2011
Nov-2011
Aug-2011
Sep-2011
Nov-2011
May-2011
Nov-2011
Nov-2011
Jan-2012
Sep-2011
May-2011
Dec-2011
Dec-2011
May-2011
First
Payment
Date
State
01-Dec-2005
01-Feb-2006
01-Feb-2006
01-Feb-2006
01-Feb-2006
01-Nov-2005
01-Nov-2005
01-Nov-2005
01-Jan-2006
01-Mar-2006
01-Feb-2006
01-Feb-2006
01-Feb-2006
01-Feb-2006
01-Feb-2006
01-Mar-2006
01-Mar-2006
01-Mar-2006
01-Mar-2006
01-Mar-2006
01-Mar-2006
01-Mar-2006
01-Apr-2006
01-Apr-2006
01-Apr-2006
01-Mar-2006
01-Mar-2006
01-Feb-2006
01-Feb-2006
01-Mar-2006
01-Mar-2006
01-Mar-2006
01-Mar-2006
01-Mar-2006
01-Nov-2005
01-Nov-2005
01-Jan-2006
01-Jan-2006
01-Feb-2006
01-Feb-2006
FL
MA
NV
MA
FL
FL
CA
FL
MN
FL
CA
NV
CA
IL
CA
CA
CA
WI
PA
FL
CA
CA
CA
CA
CA
CA
FL
ID
OH
NC
AZ
GA
TX
MN
CA
MN
CA
CA
CA
VA
LTV at
Origination
70.00
80.00
70.00
70.00
75.00
80.00
80.00
95.00
80.00
80.00
80.00
79.99
80.00
80.00
80.00
80.00
80.00
78.97
79.99
79.99
80.00
80.00
80.00
80.00
70.00
80.00
80.00
80.00
80.00
80.00
69.27
80.00
80.00
80.00
55.56
80.00
80.00
80.00
80.00
80.00
Original
Principal
Balance
665,000.00
116,000.00
281,852.00
147,000.00
285,000.00
168,664.00
244,149.00
295,821.00
273,395.00
237,600.00
428,000.00
259,300.00
580,000.00
232,000.00
204,000.00
456,000.00
572,318.00
154,000.00
174,950.00
111,900.00
576,000.00
604,000.00
228,000.00
264,000.00
182,000.00
584,000.00
204,000.00
100,000.00
109,600.00
206,400.00
169,700.00
135,200.00
84,000.00
316,000.00
125,000.00
151,680.00
455,400.00
423,200.00
428,000.00
568,000.00
Page 20
Current
Actual
Balance
664,998.05
115,999.99
281,761.33
143,315.28
283,275.33
168,065.11
244,149.00
295,821.00
271,857.56
226,690.69
427,875.99
260,936.32
580,000.00
231,899.50
252,364.58
500,847.86
590,348.05
153,995.19
174,950.00
111,900.00
589,989.10
610,788.87
225,469.03
261,074.13
193,124.42
609,397.76
203,745.04
99,940.63
104,837.34
204,683.30
169,654.04
135,040.34
96,191.94
315,662.56
124,940.00
151,219.70
465,506.15
423,200.00
449,434.46
568,000.00
Paid To Date
01-Mar-2008
01-Aug-2008
01-Mar-2010
01-May-2008
01-May-2009
01-Sep-2009
01-Mar-2010
01-Aug-2008
01-Aug-2010
01-Feb-2010
01-Aug-2009
01-Apr-2010
01-Oct-2008
01-May-2010
01-Oct-2010
01-Dec-2009
01-Sep-2009
01-Apr-2009
01-Jul-2007
01-Mar-2008
01-Feb-2010
01-May-2010
01-Apr-2010
01-Apr-2010
01-Oct-2010
01-Aug-2010
01-Aug-2008
01-Feb-2010
01-Jun-2010
01-Jul-2010
01-Apr-2009
01-Jul-2010
01-Sep-2010
01-Oct-2010
01-Dec-2009
01-Jan-2011
01-Apr-2010
01-Apr-2010
01-Feb-2011
01-Dec-2009
Months
Delinquent
45
40
21
43
31
27
21
40
16
22
28
20
38
19
14
24
27
32
53
45
22
19
20
20
14
16
40
22
18
17
32
17
15
14
24
11
20
20
10
24
Current
Loan Rate
2.750%
5.375%
2.625%
2.375%
2.625%
2.750%
2.750%
2.750%
2.875%
3.000%
3.000%
4.000%
3.625%
3.000%
4.000%
2.000%
4.000%
2.625%
4.375%
4.375%
4.000%
4.000%
6.625%
6.625%
4.875%
3.000%
7.875%
7.125%
7.875%
9.000%
6.500%
7.875%
4.000%
6.875%
5.999%
2.750%
4.000%
3.125%
2.000%
6.125%
Approximate
Delinquent
Interest
132,712.83
24,142.50
22,658.31
13,210.32
21,971.34
18,714.83
17,624.47
55,374.21
14,499.00
14,223.17
52,949.64
8,834.18
105,487.48
17,392.44
12,197.76
20,945.14
31,992.26
21,719.82
59,387.18
29,350.28
28,202.62
26,874.27
25,525.85
29,556.82
11,459.99
20,947.92
53,483.22
13,492.08
13,002.24
27,952.90
29,441.96
15,985.22
4,873.27
27,236.97
15,224.56
3,890.84
18,835.56
31,122.83
7,217.58
70,763.42
20-Jan-2012
10:00:38AM
REO Loan Detail - All Mortgage Loans in REO during Current Period
Group
2 - Aggregate
2 - Aggregate
2 - Aggregate
2 - Aggregate
2 - Aggregate
2 - Aggregate
Loan
Number
0001263148
0001280287
0001290023
0001290289
0005000506
0040439669
Month Loan
Entered REO
Nov-2011
Jan-2012
Sep-2011
Sep-2011
Jan-2012
Jan-2012
First
Payment
Date
State
01-Mar-2006
01-Feb-2006
01-Apr-2006
01-Apr-2006
01-Aug-2005
01-Jan-2006
IL
CA
CA
CA
IN
CA
LTV at
Origination
79.01
80.00
75.00
77.97
79.37
80.00
Original
Principal
Balance
320,000.00
472,800.00
592,500.00
460,000.00
126,905.00
440,000.00
Page 21
Current
Actual
Balance
319,402.87
472,800.00
592,500.00
459,649.90
126,869.86
450,209.57
Paid To Date
01-Jul-2010
01-Dec-2008
01-Aug-2010
01-Apr-2009
01-May-2009
01-Jan-2011
Months
Delinquent
17
36
16
32
31
11
Current
Loan Rate
3.000%
6.250%
6.375%
7.000%
2.625%
4.000%
Approximate
Delinquent
Interest
20,461.90
87,960.50
53,325.00
86,280.10
14,114.19
17,304.95
20-Jan-2012
10:00:38AM
8
1,729,512.00
1,717,106.16
24.00%
20.00%
16.00%
12.00%
8.00%
1 - Aggregate
4.00%
n12
Ja
-1
1
D
ec
-1
1
N
ov
1
ct
-1
O
p11
Se
Au
g11
1
l-1
Ju
n11
Ju
ay
-1
1
r-1
Ap
ar
-1
1
11
0.00%
b-
166
64,696,966.00
64,484,473.59
Fe
Loans in Foreclosure
Original Principal Balance
Current Actual Balance
24.00%
20.00%
16.00%
12.00%
8.00%
-1
1
ec
n12
Ja
Ja
n12
D
ec
-1
1
-1
1
N
ov
1
ct
-1
O
p11
Se
Au
g11
1
Ju
Ju
l-1
l-1
Ju
1
-1
ay
M
Ap
r-1
1
-1
ar
M
n11
0.00%
Ju
n11
2 - Aggregate
4.00%
11
93
29,095,728.00
29,417,349.53
b-
Loans in Foreclosure
Original Principal Balance
Current Actual Balance
28.00%
Fe
Loans in Foreclosure
Original Principal Balance
Current Actual Balance
5
983,120.00
981,263.96
24.00%
20.00%
16.00%
12.00%
8.00%
4.00%
Page 22
ov
-1
1
N
ct
-1
1
O
p11
Se
g11
Au
ay
-1
1
M
r-1
1
Ap
ar
-1
1
0.00%
b11
73
35,601,238.00
35,067,124.06
Fe
Loans in Foreclosure
Original Principal Balance
Current Actual Balance
20-Jan-2012
10:00:38AM
Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period
Group
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
Loan
Number
0000885969
0000948431
0001026246
0001032758
0001076346
0001083518
0001108626
0001133133
0001167534
0001183159
0001208620
0001208704
0001208859
0001226475
0001232284
0001234265
0001238902
0001247307
0001247940
0001249876
0001250132
0001250757
0001254891
0001254975
0001255016
0001255337
0001255348
0001256834
0001257900
0001259111
0001260196
0001260378
0001262090
0001262994
0001265504
0001265509
0001265537
0001266708
0001268025
0001268030
Month Loan
Entered FC
Oct-2011
Feb-2009
Mar-2011
Aug-2007
Dec-2011
Nov-2009
Oct-2009
Jun-2011
Jul-2011
Sep-2008
Aug-2010
Sep-2009
Feb-2011
Mar-2011
Apr-2010
Dec-2010
Feb-2011
Jan-2011
Jan-2012
Aug-2010
Oct-2011
Jan-2011
Jan-2011
Oct-2007
Sep-2011
Jan-2009
Jun-2011
Dec-2011
Jun-2011
Jul-2010
Aug-2010
Sep-2007
Jun-2009
Jul-2009
Dec-2011
Apr-2011
Dec-2011
Apr-2009
Jan-2009
Apr-2009
First
Payment
Date
State
01-Dec-2005
01-Dec-2005
01-Dec-2005
01-Dec-2005
01-Feb-2006
01-Feb-2006
01-Apr-2006
01-Apr-2006
01-Apr-2006
01-Oct-2005
01-Nov-2005
01-Nov-2005
01-Nov-2005
01-Jan-2006
01-Dec-2005
01-Dec-2005
01-Jan-2006
01-Feb-2006
01-Jan-2006
01-Mar-2006
01-Feb-2006
01-Feb-2006
01-Feb-2006
01-Feb-2006
01-Mar-2006
01-Feb-2006
01-Feb-2006
01-Mar-2006
01-Feb-2006
01-Mar-2006
01-Feb-2006
01-Mar-2006
01-Jan-2006
01-Mar-2006
01-Apr-2006
01-Mar-2006
01-Mar-2006
01-Mar-2006
01-Feb-2006
01-Mar-2006
MA
FL
FL
FL
CO
FL
NY
NY
AL
FL
NV
FL
FL
MD
NY
NJ
IL
VA
CA
FL
NY
NY
FL
FL
NY
NY
NY
CA
NV
NY
FL
NY
NJ
NY
VA
FL
WA
NY
NJ
NY
LTV at
Origination
80.00
70.18
70.00
80.00
70.00
69.99
56.39
70.00
70.00
80.00
80.00
78.25
80.00
76.53
80.00
80.00
80.00
80.00
70.00
70.00
80.00
80.00
79.82
75.00
77.14
80.00
80.00
80.00
90.00
78.74
80.00
80.00
66.67
80.00
77.92
80.00
80.00
80.00
75.00
80.00
Original
Principal
Balance
Current
Actual
Balance
220,000.00
1,000,000.00
195,300.00
246,400.00
157,080.00
114,850.00
750,000.00
407,400.00
559,930.00
172,000.00
204,215.00
116,779.00
104,199.00
81,500.00
476,000.00
99,200.00
440,000.00
50,000.00
420,000.00
178,500.00
457,600.00
593,280.00
350,400.00
165,000.00
675,000.00
296,000.00
256,000.00
479,200.00
221,399.00
500,000.00
172,000.00
544,000.00
300,000.00
372,000.00
600,000.00
441,600.00
230,400.00
384,000.00
468,750.00
296,800.00
216,604.27
999,723.96
194,306.38
246,400.00
157,080.00
112,650.18
864,504.65
407,360.96
559,904.35
172,000.00
204,214.96
128,433.93
104,199.00
81,457.05
460,453.30
99,199.97
437,826.41
49,966.10
419,584.15
180,759.29
455,879.29
593,280.00
349,960.06
164,837.53
807,401.33
294,224.33
256,000.00
622,073.50
225,538.13
499,864.04
198,911.38
543,999.44
286,100.08
371,957.37
578,076.01
441,600.00
230,400.00
384,000.00
468,750.00
296,762.28
Page 23
Paid To Date
01-Feb-2010
01-Aug-2008
01-Jul-2009
01-Apr-2007
01-Jul-2011
01-Jan-2009
01-Mar-2009
01-Nov-2010
01-Dec-2010
01-Apr-2007
01-Nov-2009
01-Mar-2008
01-Sep-2010
01-Jul-2010
01-Feb-2009
01-Apr-2010
01-May-2010
01-Jul-2010
01-Jun-2010
01-Feb-2010
01-Feb-2011
01-Jan-2009
01-May-2007
01-May-2007
01-Mar-2011
01-Aug-2008
01-Mar-2010
01-Mar-2011
01-Jan-2011
01-Feb-2008
01-Nov-2009
01-Apr-2007
01-Jan-2009
01-Feb-2007
01-Jun-2011
01-Jul-2007
01-May-2010
01-Jul-2008
01-Aug-2008
01-Oct-2008
Months
Delinquent
22
40
29
56
5
35
33
13
12
56
25
45
15
17
34
20
19
17
18
22
10
35
55
55
9
40
21
9
11
46
25
56
35
58
6
53
19
41
40
38
Current
Loan Rate
4.000%
2.750%
3.000%
3.125%
2.625%
2.625%
2.625%
3.000%
3.000%
3.000%
2.750%
7.250%
2.750%
2.875%
7.500%
7.250%
4.000%
8.125%
3.750%
4.000%
7.250%
7.875%
3.000%
3.000%
2.500%
2.625%
2.625%
2.000%
4.875%
8.125%
4.000%
7.125%
4.000%
2.625%
4.000%
3.000%
3.000%
2.625%
7.875%
7.625%
Approximate
Delinquent
Interest
20,344.22
173,493.88
16,010.15
55,542.33
2,078.01
18,740.47
71,483.92
13,578.70
17,380.34
36,233.92
18,315.39
33,741.51
4,200.57
4,649.78
96,718.21
12,503.26
17,799.36
6,131.30
30,113.83
8,030.63
31,341.72
137,196.00
86,287.23
45,278.76
15,727.58
54,615.18
22,053.39
10,904.46
10,898.13
154,957.92
15,873.71
177,480.00
43,773.26
106,627.79
13,900.75
121,946.00
18,984.00
83,680.00
123,046.98
71,717.60
20-Jan-2012
10:00:38AM
Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period
Group
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
Loan
Number
0001269632
0001269646
0001269763
0001272713
0001273105
0001274474
0001274501
0001280158
0001281751
0001281761
0001282185
0001284890
0001287067
0001287376
0001287383
0001292653
0001294464
0003932655
0040491169
0040521036
3000814172
3000824864
3000835666
3000835840
3000835854
3000835865
3000848162
3000849083
3000854144
3000855955
3000857447
3000857694
3000857890
3000857915
3000858357
3000858556
3000859230
3000860818
3000861169
3000861570
Month Loan
Entered FC
Oct-2011
Feb-2010
Nov-2010
Aug-2011
Jan-2010
May-2011
Sep-2011
Jan-2012
Jan-2011
Nov-2007
Nov-2010
Jul-2009
Aug-2007
Oct-2010
Dec-2011
Feb-2011
Jun-2011
Jan-2010
Oct-2010
Dec-2011
Sep-2011
Apr-2011
Jun-2011
Jul-2011
Jul-2011
Jul-2011
Dec-2011
Dec-2011
Nov-2008
Aug-2011
Jul-2009
Jul-2011
Jun-2010
Jun-2010
Dec-2010
Jul-2011
Jun-2011
Apr-2011
May-2011
Jan-2012
First
Payment
Date
State
01-Mar-2006
01-Mar-2006
01-Mar-2006
01-Mar-2006
01-Apr-2006
01-Mar-2006
01-Apr-2006
01-Apr-2006
01-Mar-2006
01-Apr-2006
01-Apr-2006
01-Mar-2006
01-May-2006
01-Apr-2006
01-Apr-2006
01-May-2006
01-May-2006
01-Dec-2005
01-Feb-2006
01-Mar-2006
01-Nov-2005
01-Dec-2005
01-Jan-2006
01-Jan-2006
01-Jan-2006
01-Jan-2006
01-Feb-2006
01-Feb-2006
01-Mar-2006
01-Feb-2006
01-Feb-2006
01-Feb-2006
01-Feb-2006
01-Feb-2006
01-Feb-2006
01-Feb-2006
01-Feb-2006
01-Feb-2006
01-Feb-2006
01-Feb-2006
NC
FL
NY
CA
FL
CA
FL
TX
DC
NY
NY
NY
NY
CA
CA
NV
NY
FL
OR
CA
FL
FL
AZ
AZ
AZ
AZ
ID
CA
FL
FL
FL
FL
FL
FL
FL
NV
OH
FL
CA
FL
LTV at
Origination
77.58
67.73
78.57
80.00
80.00
80.00
80.00
80.00
79.93
80.00
80.00
80.00
80.00
79.89
75.00
80.00
80.00
89.94
70.00
80.00
80.00
80.00
80.00
80.00
80.00
80.00
80.00
80.00
71.23
80.00
80.00
80.00
70.00
70.00
80.00
80.00
80.00
79.59
80.00
80.00
Original
Principal
Balance
256,000.00
508,000.00
605,000.00
518,400.00
313,600.00
236,000.00
128,000.00
182,392.00
440,000.00
336,000.00
600,000.00
480,000.00
536,000.00
735,000.00
585,000.00
244,000.00
484,000.00
152,000.00
343,000.00
424,000.00
135,200.00
96,000.00
75,600.00
75,600.00
75,600.00
75,600.00
296,640.00
228,000.00
260,000.00
78,400.00
280,000.00
280,000.00
168,000.00
163,800.00
120,000.00
200,000.00
70,400.00
138,484.00
365,600.00
144,000.00
Page 24
Current
Actual
Balance
255,834.80
508,000.00
605,000.00
536,188.89
307,996.49
231,282.80
125,601.81
172,258.08
430,871.96
336,000.00
600,000.00
480,000.00
536,000.00
735,000.00
563,296.07
244,000.00
484,000.00
152,000.00
336,163.51
456,423.08
135,026.59
96,000.00
75,600.00
75,521.65
75,595.32
75,521.65
296,640.00
226,811.57
259,881.02
77,694.79
280,000.00
280,000.00
169,887.15
168,985.24
114,185.61
199,815.68
69,339.34
131,592.18
365,589.94
143,999.97
Paid To Date
01-Oct-2011
01-Sep-2009
01-Oct-2008
01-May-2011
01-Jul-2009
01-Aug-2010
01-Feb-2008
01-Feb-2011
01-May-2008
01-Jul-2006
01-Dec-2009
01-Feb-2009
01-Feb-2007
01-May-2010
01-May-2011
01-Mar-2010
01-Mar-2010
01-Aug-2009
01-May-2010
01-Jan-2011
01-Feb-2008
01-Jul-2010
01-Feb-2011
01-Feb-2011
01-Feb-2011
01-Feb-2011
01-Jun-2010
01-May-2011
01-Jul-2008
01-Jul-2010
01-Mar-2008
01-Mar-2008
01-Dec-2009
01-Jan-2010
01-Mar-2010
01-Jan-2011
01-Feb-2008
01-Nov-2010
01-Sep-2009
01-May-2007
Months
Delinquent
2
27
38
7
29
16
46
10
43
65
24
34
58
19
7
21
21
28
19
11
46
17
10
10
10
10
18
7
41
17
45
45
24
23
21
11
46
13
27
55
Current
Loan Rate
3.000%
3.000%
7.625%
2.500%
7.250%
4.000%
7.375%
7.250%
2.625%
2.625%
7.500%
3.000%
7.750%
3.000%
4.000%
2.750%
7.750%
2.750%
2.625%
4.000%
7.125%
8.000%
9.000%
9.000%
9.000%
9.000%
6.625%
7.750%
6.750%
8.750%
8.500%
8.500%
4.000%
4.000%
6.875%
7.375%
9.125%
8.250%
6.125%
8.500%
Approximate
Delinquent
Interest
2,238.56
58,896.31
146,208.40
7,428.45
54,319.09
6,644.15
34,903.52
11,778.78
97,519.32
120,260.00
92,625.00
87,800.00
197,650.20
53,134.35
13,337.16
22,453.19
68,415.34
18,045.81
21,012.19
17,924.14
37,133.06
11,530.06
6,520.44
6,513.72
6,520.08
6,513.72
30,763.98
12,502.44
59,278.59
10,268.90
89,104.01
89,104.01
11,219.65
10,778.69
14,051.94
15,061.36
24,053.29
12,873.40
50,825.61
55,575.00
20-Jan-2012
10:00:38AM
Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period
Group
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
2 - Aggregate
2 - Aggregate
2 - Aggregate
2 - Aggregate
2 - Aggregate
2 - Aggregate
2 - Aggregate
2 - Aggregate
2 - Aggregate
2 - Aggregate
2 - Aggregate
2 - Aggregate
2 - Aggregate
2 - Aggregate
2 - Aggregate
2 - Aggregate
2 - Aggregate
2 - Aggregate
2 - Aggregate
2 - Aggregate
2 - Aggregate
2 - Aggregate
2 - Aggregate
2 - Aggregate
2 - Aggregate
2 - Aggregate
2 - Aggregate
Loan
Number
3000862300
3000862332
3000863533
3000867099
3000869010
3000870578
3000870603
3000870652
3000870866
3000874023
3000877900
3000884713
3274031201
0001158775
0001207218
0001208477
0001208500
0001208597
0001210242
0001213979
0001215718
0001215827
0001218690
0001222389
0001223429
0001224936
0001225787
0001228145
0001230336
0001231138
0001234338
0001243492
0001243495
0001243500
0001247526
0001249212
0001250133
0001252107
0001254751
0001254872
Month Loan
Entered FC
Apr-2009
Nov-2007
Aug-2011
Aug-2011
Oct-2011
Jul-2010
Dec-2011
Jul-2011
Jul-2010
Nov-2011
Feb-2009
Feb-2008
Oct-2011
Sep-2011
Jun-2011
Nov-2011
Dec-2011
Jun-2009
Sep-2011
Apr-2011
Feb-2010
Dec-2009
Aug-2011
Jan-2012
Aug-2011
Feb-2011
Mar-2011
Oct-2011
Oct-2011
Oct-2011
Dec-2011
Jan-2012
Feb-2011
Jan-2012
Apr-2011
Apr-2010
Jan-2009
Jul-2010
Jun-2009
Nov-2011
First
Payment
Date
State
01-Feb-2006
01-Feb-2006
01-Feb-2006
01-Feb-2006
01-Feb-2006
01-Feb-2006
01-Feb-2006
01-Feb-2006
01-Feb-2006
01-Mar-2006
01-Mar-2006
01-Mar-2006
01-Nov-2005
01-Sep-2005
01-Oct-2005
01-Nov-2005
01-Nov-2005
01-Nov-2005
01-Dec-2005
01-Dec-2005
01-Dec-2005
01-Nov-2005
01-Nov-2005
01-Jan-2006
01-Feb-2006
01-Feb-2006
01-Dec-2005
01-Feb-2006
01-Dec-2005
01-Dec-2005
01-Jan-2006
01-Feb-2006
01-Feb-2006
01-Feb-2006
01-Jan-2006
01-Feb-2006
01-Feb-2006
01-Jan-2006
01-Mar-2006
01-Jan-2006
FL
FL
FL
AZ
MI
UT
AZ
NV
FL
VA
FL
FL
VA
FL
CA
CA
CA
FL
MI
KY
NY
NJ
MN
OH
HI
FL
IL
CA
CA
CA
AZ
VA
VA
VA
FL
CA
FL
CA
NJ
CA
LTV at
Origination
80.00
80.00
80.00
80.00
75.00
80.00
80.00
79.97
70.00
80.00
72.65
80.00
80.00
70.00
65.00
79.97
80.00
95.00
69.90
80.00
75.00
75.58
79.81
80.00
79.40
66.66
80.00
76.01
80.00
65.00
55.22
65.00
65.00
65.00
80.00
65.00
74.62
75.00
80.00
70.00
Original
Principal
Balance
448,000.00
200,000.00
94,400.00
135,200.00
172,500.00
359,200.00
144,000.00
253,800.00
238,000.00
216,000.00
650,250.00
698,280.00
256,000.00
200,200.00
773,500.00
221,700.00
322,088.00
196,245.00
267,000.00
267,200.00
435,000.00
359,000.00
128,500.00
114,400.00
635,200.00
999,950.00
105,200.00
566,250.00
446,000.00
499,200.00
508,000.00
123,500.00
118,300.00
123,500.00
439,920.00
682,500.00
675,000.00
513,750.00
532,000.00
945,000.00
Page 25
Current
Actual
Balance
448,000.00
199,850.11
94,283.15
135,035.84
171,439.49
359,094.90
144,000.00
236,456.63
237,840.80
216,000.00
650,250.00
698,280.00
246,969.74
205,899.54
706,869.58
227,834.85
354,671.73
196,245.00
254,497.95
267,058.50
434,773.63
358,324.90
128,500.00
114,383.18
635,200.00
999,950.00
104,394.68
589,613.57
445,830.17
160,000.00
488,781.16
123,500.00
118,300.00
123,500.00
439,920.00
682,307.70
675,000.00
513,524.75
532,000.00
945,000.00
Paid To Date
01-Aug-2006
01-Jun-2007
01-Mar-2011
01-Aug-2010
01-May-2011
01-Nov-2008
01-Jul-2010
01-Feb-2011
01-Feb-2010
01-Jun-2011
01-Apr-2007
01-Oct-2007
01-May-2011
01-Apr-2011
01-Jan-2011
01-Jan-2011
01-Jul-2011
01-Jan-2009
01-May-2011
01-Jan-2010
01-Apr-2008
01-Feb-2009
01-Mar-2011
01-Aug-2011
01-Dec-2010
01-Jul-2009
01-Oct-2010
01-May-2011
01-May-2011
01-Aug-2010
01-Jul-2011
01-Aug-2011
01-Jun-2010
01-Aug-2011
01-Feb-2010
01-May-2008
01-Aug-2008
01-Dec-2008
01-Jan-2009
01-Mar-2011
Months
Delinquent
64
54
9
16
7
37
17
10
22
6
56
50
7
8
11
11
5
35
7
23
44
34
9
4
12
29
14
7
7
16
5
4
18
4
22
43
40
36
35
9
Current
Loan Rate
9.125%
9.250%
8.375%
6.750%
4.725%
6.875%
7.875%
6.125%
7.625%
7.875%
9.125%
8.500%
4.000%
3.750%
2.625%
3.125%
4.875%
6.000%
4.000%
3.125%
6.000%
2.750%
6.125%
6.500%
6.625%
6.875%
3.125%
3.000%
3.000%
2.630%
4.000%
6.000%
6.000%
6.000%
3.125%
6.375%
6.875%
6.500%
6.750%
6.375%
Approximate
Delinquent
Interest
215,600.22
82,771.36
6,914.16
12,912.84
5,564.43
75,858.51
17,100.00
13,507.68
34,486.80
10,800.00
275,001.78
245,852.88
5,433.12
5,958.26
17,904.00
6,787.56
9,167.88
34,036.30
6,876.72
21,882.48
93,748.00
45,126.81
6,773.03
3,503.04
46,316.62
167,908.40
4,241.12
11,608.02
8,777.34
22,139.48
10,293.75
3,473.46
11,090.60
3,473.46
35,743.44
153,519.30
153,562.50
99,602.18
104,571.25
51,975.00
20-Jan-2012
10:00:38AM
Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period
Group
2 - Aggregate
2 - Aggregate
2 - Aggregate
2 - Aggregate
2 - Aggregate
2 - Aggregate
2 - Aggregate
2 - Aggregate
2 - Aggregate
2 - Aggregate
2 - Aggregate
2 - Aggregate
2 - Aggregate
2 - Aggregate
2 - Aggregate
2 - Aggregate
2 - Aggregate
2 - Aggregate
2 - Aggregate
2 - Aggregate
2 - Aggregate
2 - Aggregate
2 - Aggregate
2 - Aggregate
2 - Aggregate
2 - Aggregate
2 - Aggregate
2 - Aggregate
2 - Aggregate
2 - Aggregate
2 - Aggregate
2 - Aggregate
2 - Aggregate
2 - Aggregate
2 - Aggregate
2 - Aggregate
2 - Aggregate
2 - Aggregate
2 - Aggregate
2 - Aggregate
Loan
Number
0001255315
0001262254
0001262568
0001263833
0001266339
0001268031
0001268032
0001268522
0001270060
0001272255
0001272399
0001272416
0001272501
0001272916
0001273104
0001273117
0001274398
0001279107
0001279150
0001280178
0001282288
0001282366
0001282754
0001284227
0001284457
0001284504
0001284891
0001287078
0001287658
0001289911
0001290144
0001291461
0001293962
0003929946
0007828939
0007829755
0007830400
1542002934
1628051040
2390523421
Month Loan
Entered FC
Jan-2011
Nov-2009
Aug-2009
May-2010
Mar-2008
Oct-2009
Sep-2010
Feb-2010
Apr-2009
Oct-2011
Sep-2007
Jul-2011
May-2010
Jan-2012
Dec-2011
May-2011
Oct-2008
Feb-2011
May-2009
Mar-2011
Sep-2010
Jan-2011
Sep-2011
Jul-2010
Jul-2011
Nov-2010
Jan-2012
Feb-2011
May-2010
Jan-2008
Apr-2010
Jun-2011
Jun-2010
Sep-2010
Sep-2010
Dec-2009
Sep-2011
May-2011
Dec-2010
Apr-2011
First
Payment
Date
State
01-Feb-2006
01-Mar-2006
01-Mar-2006
01-Apr-2006
01-Feb-2006
01-Mar-2006
01-Feb-2006
01-Mar-2006
01-Mar-2006
01-Mar-2006
01-Mar-2006
01-Mar-2006
01-Apr-2006
01-Mar-2006
01-May-2006
01-Jan-2006
01-Mar-2006
01-Mar-2006
01-Apr-2006
01-Apr-2006
01-Apr-2006
01-Apr-2006
01-Mar-2006
01-Apr-2006
01-Apr-2006
01-Apr-2006
01-Apr-2006
01-Apr-2006
01-Apr-2006
01-Apr-2006
01-May-2006
01-May-2006
01-May-2006
01-Nov-2005
01-Apr-2006
01-Apr-2006
01-Apr-2006
01-Aug-2005
01-Dec-2005
01-Sep-2005
NY
NY
FL
CA
NY
NY
NJ
NY
NY
FL
FL
CA
NY
UT
OH
CA
FL
CA
NY
NY
NY
NY
CA
NY
CA
NY
NY
NY
NY
NY
NY
NY
CA
FL
CA
FL
CA
MI
NY
NV
LTV at
Origination
80.00
75.00
80.00
75.00
80.00
80.00
95.00
80.00
80.00
80.00
71.43
74.18
80.00
79.67
80.00
53.80
80.00
64.97
80.00
80.00
80.00
80.00
65.00
80.00
80.00
80.00
80.00
77.75
80.00
78.74
80.00
80.00
73.11
75.00
58.06
80.00
57.69
63.10
59.05
80.00
Original
Principal
Balance
504,000.00
450,000.00
896,000.00
487,500.00
444,000.00
332,000.00
460,750.00
450,000.00
496,000.00
204,000.00
1,000,000.00
750,000.00
488,000.00
143,400.00
222,320.00
382,000.00
514,400.00
466,500.00
485,600.00
696,000.00
576,000.00
470,640.00
637,000.00
344,000.00
640,000.00
544,000.00
478,320.00
622,000.00
628,000.00
500,000.00
536,000.00
568,560.00
435,000.00
72,675.00
900,000.00
128,000.00
750,000.00
359,650.00
248,000.00
93,120.00
Page 26
Current
Actual
Balance
504,000.00
444,505.62
889,218.34
487,400.00
434,648.79
326,345.13
459,250.00
449,999.72
496,000.00
203,959.03
1,000,000.00
814,519.46
488,000.00
142,925.00
221,003.95
369,404.75
514,400.00
466,500.00
485,377.39
696,000.00
576,000.00
470,588.03
637,000.00
344,000.00
722,980.46
543,905.85
476,955.78
622,000.00
627,987.01
497,330.27
535,940.82
568,560.00
434,489.09
67,984.89
855,747.89
122,596.22
750,000.00
359,650.00
247,904.95
93,120.00
Paid To Date
01-Dec-2008
01-May-2007
01-Mar-2009
01-May-2009
01-Nov-2007
01-Oct-2007
01-Nov-2009
01-Sep-2008
01-Nov-2008
01-May-2011
01-Mar-2007
01-Feb-2011
01-Mar-2009
01-Jan-2011
01-Jan-2011
01-Jun-2008
01-Nov-2007
01-Sep-2010
01-Nov-2008
01-Mar-2010
01-Sep-2009
01-Aug-2009
01-Mar-2011
01-May-2008
01-Mar-2011
01-Feb-2009
01-Apr-2011
01-Jan-2009
01-Dec-2008
01-Sep-2007
01-Aug-2009
01-Oct-2006
01-May-2009
01-Apr-2010
01-Jan-2010
01-Jul-2009
01-Apr-2011
01-May-2010
01-Jun-2010
01-Sep-2010
Months
Delinquent
36
55
33
31
49
50
25
39
37
7
57
10
33
11
11
42
49
15
37
21
27
28
9
43
9
34
8
35
36
51
28
62
31
20
23
29
8
19
18
15
Current
Loan Rate
6.750%
7.250%
6.875%
6.875%
6.500%
7.375%
7.375%
6.875%
6.500%
6.625%
6.500%
3.875%
7.000%
6.375%
2.000%
6.000%
5.750%
6.250%
7.000%
6.375%
6.500%
6.625%
6.375%
7.000%
4.000%
6.875%
4.375%
7.000%
6.750%
7.500%
6.625%
7.250%
6.125%
6.625%
6.250%
6.500%
6.250%
6.125%
5.750%
5.625%
Approximate
Delinquent
Interest
101,745.00
141,370.73
168,581.00
87,122.97
110,062.06
96,793.11
72,331.65
99,937.50
98,735.13
9,560.52
301,146.03
28,387.87
94,295.95
9,290.19
3,848.38
74,180.87
117,508.08
38,826.47
104,507.91
80,040.00
85,260.00
73,529.40
35,035.00
85,462.65
23,689.10
106,061.76
15,791.90
127,056.15
126,774.84
156,503.17
83,740.80
208,471.68
68,703.36
7,789.76
103,222.27
19,115.06
36,718.70
36,189.72
22,208.20
7,090.70
20-Jan-2012
10:00:38AM
Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period
Group
2 - Aggregate
2 - Aggregate
2 - Aggregate
2 - Aggregate
2 - Aggregate
2 - Aggregate
Loan
Number
2390524116
2390524117
2390527742
2390528582
2390532921
3332000408
Month Loan
Entered FC
Aug-2011
Sep-2011
Sep-2011
Sep-2011
Jun-2011
Dec-2011
First
Payment
Date
State
01-Oct-2005
01-Oct-2005
01-Dec-2005
01-Jan-2006
01-Apr-2006
01-Oct-2005
MT
MT
NY
MD
TN
IA
LTV at
Origination
70.00
86.96
80.00
80.00
80.00
80.00
Original
Principal
Balance
612,500.00
1,000,000.00
1,720,000.00
614,400.00
940,000.00
112,800.00
Page 27
Current
Actual
Balance
609,989.88
690,000.00
1,836,819.78
614,394.21
937,756.14
104,084.72
Paid To Date
01-Dec-2009
01-Mar-2010
01-Mar-2011
01-Jan-2011
01-Dec-2010
01-Mar-2011
Months
Delinquent
24
21
9
11
12
9
Current
Loan Rate
5.625%
5.625%
3.500%
5.625%
5.500%
3.125%
Approximate
Delinquent
Interest
71,038.50
93,301.13
54,104.87
35,775.61
57,437.52
2,686.60
20-Jan-2012
10:00:38AM
0
0.00
0.00
5.00%
4.00%
3.00%
2.00%
1.00%
n12
Ja
-1
1
D
ec
-1
1
N
ov
1
ct
-1
O
p11
Se
Au
g11
1
l-1
Ju
n11
Ju
1
-1
M
ay
r-1
Ap
-1
1
ar
M
Fe
1 - Aggregate
0.00%
11
36
14,490,927.00
14,782,938.12
b-
Loans in Bankruptcy
Original Principal Balance
Current Actual Balance
0
0.00
0.00
8.00%
7.00%
6.00%
5.00%
4.00%
3.00%
2.00%
1.00%
-1
1
ec
n12
Ja
Ja
n12
D
ec
-1
1
-1
1
N
ov
1
ct
-1
O
p11
Se
Au
g11
1
Ju
Ju
l-1
l-1
Ju
Ju
n11
1
-1
ay
M
Ap
r-1
1
-1
ar
M
Fe
2 - Aggregate
n11
0.00%
11
23
9,044,850.00
9,167,306.17
b-
Loans in Bankruptcy
Original Principal Balance
Current Actual Balance
0
0.00
0.00
3.50%
3.00%
2.50%
2.00%
1.50%
1.00%
0.50%
Page 28
ov
-1
1
N
ct
-1
1
O
p11
Se
g11
Au
ay
-1
1
M
r-1
1
Ap
ar
-1
1
0.00%
b11
13
5,446,077.00
5,615,631.95
Fe
Loans in Bankruptcy
Original Principal Balance
Current Actual Balance
20-Jan-2012
10:00:38AM
Group
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
2 - Aggregate
2 - Aggregate
2 - Aggregate
2 - Aggregate
2 - Aggregate
2 - Aggregate
2 - Aggregate
2 - Aggregate
2 - Aggregate
2 - Aggregate
2 - Aggregate
2 - Aggregate
2 - Aggregate
Loan
Number
0001055006
0001117525
0001132003
0001165411
0001208521
0001237597
0001239305
0001250063
0001252035
0001254563
0001260541
0001266783
0001267994
0001269565
0001275022
0001275023
0001281561
0001284894
0040504312
3000851446
3000864453
3000870904
3000872205
0001208646
0001222263
0001231136
0001234306
0001236899
0001241523
0001247580
0001250218
0001274160
0001280290
0001281707
0004623358
0040446357
Month Loan
Entered
Bankruptcy
Nov-2007
Feb-2010
Sep-2010
Oct-2011
Mar-2011
Dec-2011
Feb-2011
Nov-2011
Jul-2010
Nov-2010
Jul-2010
Dec-2009
Jul-2009
Nov-2011
Feb-2011
Feb-2011
Nov-2011
Feb-2008
Mar-2011
Dec-2011
Aug-2010
Nov-2011
Nov-2011
Jan-2011
Dec-2011
Nov-2011
Oct-2010
Jun-2011
May-2010
Nov-2011
Dec-2011
Aug-2010
Feb-2011
Dec-2011
Jun-2009
Oct-2011
First
Payment
Date
State
LTV at
Origination
01-Feb-2006
01-Feb-2006
01-Jun-2005
01-Apr-2006
01-Dec-2005
01-Jan-2006
01-Jan-2006
01-Feb-2006
01-Feb-2006
01-Feb-2006
01-Feb-2006
01-Mar-2006
01-Feb-2006
01-Mar-2006
01-Nov-2005
01-Nov-2005
01-Mar-2006
01-Apr-2006
01-Mar-2006
01-Feb-2006
01-Feb-2006
01-Feb-2006
01-Mar-2006
01-Nov-2005
01-Nov-2005
01-Dec-2005
01-Dec-2005
01-Jan-2006
01-Jan-2006
01-Jan-2006
01-Feb-2006
01-Mar-2006
01-Jan-2006
01-Mar-2006
01-Oct-2005
01-Jan-2006
VA
NV
AZ
FL
FL
MD
CA
CA
CA
VA
CA
NY
MA
CA
AZ
AZ
CA
NJ
CA
CA
UT
NV
KS
AZ
FL
CA
CA
CA
AZ
CA
CA
CA
CA
CA
SC
CA
70.00
65.00
75.00
70.00
90.00
76.51
80.00
72.73
80.00
80.00
80.00
80.00
79.79
80.00
65.00
65.00
79.99
80.00
80.00
80.00
78.99
80.00
74.99
79.99
80.00
65.00
80.00
74.94
80.00
80.00
75.00
80.00
75.00
70.00
79.97
67.31
Original
Principal
Balance
980,000.00
1,950,000.00
156,000.00
93,800.00
125,010.00
417,000.00
432,000.00
240,000.00
447,200.00
783,950.00
328,000.00
281,200.00
300,000.00
548,000.00
85,800.00
85,800.00
231,900.00
334,000.00
608,000.00
285,200.00
94,000.00
184,000.00
53,990.00
151,400.00
187,545.00
472,550.00
460,800.00
667,000.00
208,032.00
408,000.00
675,000.00
432,000.00
693,750.00
507,500.00
57,500.00
525,000.00
Page 29
Current
Actual
Balance
980,000.00
1,914,323.20
153,508.57
92,925.23
124,829.87
464,849.68
429,875.99
236,337.99
466,587.84
802,506.70
329,847.45
281,200.00
293,588.84
547,626.22
85,800.00
85,800.00
250,011.19
334,000.00
617,834.24
328,488.79
93,788.04
194,250.84
59,325.49
146,909.74
187,545.00
375,000.00
460,800.00
667,000.00
195,652.13
407,999.38
832,620.01
457,071.60
791,364.79
507,500.00
61,298.14
524,871.16
Paid To Date
01-Jun-2008
01-Dec-2007
01-Dec-2011
01-Feb-2009
01-Jun-2009
01-Jul-2010
01-Oct-2011
01-Nov-2010
01-Dec-2011
01-Apr-2010
01-Nov-2011
01-Nov-2008
01-Oct-2011
01-Dec-2011
01-May-2010
01-May-2010
01-Feb-2011
01-Nov-2011
01-Aug-2010
01-Sep-2011
01-Dec-2011
01-Jun-2011
01-Aug-2011
01-Jan-2012
01-Oct-2009
01-Aug-2010
01-Dec-2011
01-Sep-2009
01-Dec-2011
01-Dec-2011
01-Nov-2011
01-Dec-2011
01-Jan-2011
01-Feb-2011
01-Dec-2011
01-Jun-2010
Months
Delinquent
42
48
0
34
30
17
2
13
0
20
1
37
2
0
19
19
10
1
16
3
0
6
4
(1)
26
16
0
27
0
0
1
0
11
10
0
18
Current
Loan Rate
2.625%
2.625%
3.000%
3.000%
3.875%
3.500%
3.125%
4.000%
2.500%
4.500%
4.000%
2.625%
2.625%
3.000%
6.250%
6.250%
3.000%
3.000%
2.000%
4.875%
6.500%
4.000%
4.875%
5.000%
6.500%
2.630%
3.125%
6.500%
4.000%
6.375%
4.625%
4.000%
5.875%
6.125%
4.000%
2.875%
Approximate
Delinquent
Interest
202,329.04
467,064.55
672.21
8,159.88
18,594.15
20,288.67
3,806.18
8,205.61
1,652.50
59,654.64
2,989.22
51,904.73
2,199.20
2,395.88
8,821.47
8,821.47
6,562.80
2,191.86
26,345.01
6,148.08
957.52
4,670.81
1,331.32
567.72
26,803.28
24,469.51
2,112.00
98,729.92
1,183.29
4,080.00
8,846.57
2,762.29
45,886.53
29,181.24
370.73
30,070.80
20-Jan-2012
10:00:38AM
Realized Loss Detail Report - Loans with Losses during Current Period
Inactive
Group
1 - Aggregate
2 - Aggregate
Total
# Loans
with
Losses
Liquidated
Actual
Balance
Active
Realized
Loss/(Gain)
Amount
Current # Loans
Loss
with
Percentage Losses
Ending
Actual
Balance
Totals
Realized
Loss/(Gain)
Amount
Current
# Loans
Loss
with
Percentage Losses
Liquidated or
Ending Actual
Balance
Realized
Loss/(Gain)
Amount
Current
Loss
Percentage
14
7
3,269,352.05
3,213,678.30
909,561.90
356,685.21
0.663 %
0.189 %
0
1
0.00
293,837.53
0.00
200.00
0.000 %
0.000 %
14
8
3,269,352.05
3,507,515.83
909,561.90
356,885.21
0.663 %
0.189 %
21
6,483,030.35
1,266,247.11
0.388 %
293,837.53
200.00
0.000 %
22
6,776,867.88
1,266,447.11
0.388 %
Realized Loss Loan Detail Report - Loans with Losses during Current Period
Group
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
2 - Aggregate
2 - Aggregate
2 - Aggregate
2 - Aggregate
2 - Aggregate
2 - Aggregate
2 - Aggregate
2 - Aggregate
Loan
Number
0000981227
0001105297
0001123776
0001208814
0001228348
0001253897
0001263146
0001269645
0001272977
3000846142
3000857977
3000867652
3000868091
3000877940
0001230369
0001254929
0001259532
0001260555
0001272263
0001278656
0001290230
0003929918
Original
Principal
Balance
154,000.00
54,600.00
129,500.00
268,296.00
98,900.00
238,950.00
168,000.00
456,000.00
496,000.00
167,723.00
80,000.00
642,750.00
86,333.00
251,600.00
316,000.00
432,000.00
412,500.00
456,000.00
328,000.00
695,000.00
952,500.00
102,675.00
Current
Note Rate
State
3.000%
2.625%
5.375%
2.750%
3.250%
4.000%
3.000%
4.000%
3.000%
7.500%
9.125%
6.750%
7.625%
6.375%
3.000%
3.000%
6.750%
6.625%
5.500%
3.000%
7.000%
6.625%
FL
DE
IL
AZ
TX
CA
AZ
CA
CA
FL
MI
CA
IN
FL
CA
CA
NY
CA
MD
CA
CA
FL
LTV at
Origination
Original
Term
70.00
70.00
70.00
80.00
89.98
80.00
79.25
80.00
80.00
80.00
80.00
75.00
80.00
80.00
80.00
80.00
75.00
80.00
80.00
60.43
63.50
75.00
360
360
360
360
360
360
360
360
360
360
360
360
360
360
360
360
360
360
360
360
360
360
Realized Loss/(Gain) value may include Interest Loss, Principal Loss, and Expense amounts.
* This data is currently not provided for reporting.
** The current loss for this loan is associated with a modification; for further detail please see the Modification section.
Page 30
Liquidated or
Ending Actual
Balance
153,770.55
54,378.16
120,237.07
266,509.01
98,817.43
257,048.07
167,850.11
441,391.33
496,000.00
156,441.43
78,706.77
642,745.00
86,293.84
249,163.28
315,055.60
293,837.53
382,821.68
456,000.00
324,086.00
686,562.24
952,500.00
96,652.78
Liquidation
Effective
Date
10/11/2011
12/22/2011
10/29/2011
04/30/2011
12/02/2011
10/31/2011
12/05/2011
12/31/2011
10/28/2011
12/19/2011
04/30/2011
12/31/2011
10/31/2011
10/07/2011
11/30/2011
Active
09/28/2011
12/27/2011
09/06/2011
06/20/2011
10/18/2011
12/22/2011
Realized
Loss/(Gain)
1,247.50
49,424.25
(1,491.18)
(930.39)
28,949.35
445.05
123,346.36
264,016.18
58.99
134,238.39
(1,000.00)
310,446.43
779.82
31.15
1,172.35
200.00
(79.00)
274,573.93
19.43
(124.32)
(1,200.87)
82,323.69
Cumulative
Realized
Loss/(Gain)
136,120.35
49,424.25
104,656.45
163,640.09
28,949.35
208,324.47
123,346.36
264,016.18
207,914.19
134,238.39
91,653.69
310,446.43
40,965.43
185,199.98
117,125.44
180,200.00
250,885.41
274,573.93
244,394.41
324,785.40
346,620.27
82,323.69
20-Jan-2012
10:00:38AM
SDA
0.643%
0.699%
0.948%
Current Month
3 Month Average
12 Month Average
15.115%
15.893%
20.313%
Current Month
3 Month Average
12 Month Average
1.80%
1.60%
30.00%
1.40%
25.00%
1.20%
Current MDR
12 Month Avg MDR
1.00%
0.80%
Current SDA
12 Month Avg SDA
20.00%
15.00%
0.60%
CDR
12
Ja
n-
-1
1
ec
-1
1
N
ov
ct
-1
1
11
p-
11
Se
gAu
1
l-1
Ju
11
nJu
ay
-1
1
r-1
Ap
1
ar
-1
Fe
b11
12
nJa
-1
1
D
ec
-1
1
ov
N
ct
-1
1
11
Se
p-
11
Au
g-
1
l-1
11
n-
Ju
Ju
r-1
Ap
ar
-1
M
Fe
0.00%
ay
-1
1
5.00%
0.00%
b11
0.20%
10.00%
0.40%
Loss Severity
7.445%
7.986%
10.723%
Current Month
3 Month Average
12 Month Average
52.029%
52.015%
51.660%
Loss Severity: Current Month (Cumulative) Severity vs. 12mo Average (Cumulative) Severity
60.00%
20.00%
50.00%
16.00%
40.00%
12.00%
Current CDR
12 Month Avg CDR
Current Severity
12 Month Avg Severity
30.00%
8.00%
20.00%
4.00%
10.00%
12
nJa
-1
1
D
ec
-1
1
ov
N
ct
-1
1
11
pSe
11
gAu
1
l-1
Ju
11
nJu
ay
-1
1
M
1
Ap
r-1
1
ar
-1
M
Fe
b11
0.00%
0.00%
Feb-11
Page 31
Mar-11
Apr-11
May-11
Jun-11
Jul-11
Aug-11
Sep-11
Oct-11
Nov-11
Dec-11
Jan-12
20-Jan-2012
10:00:38AM
SDA
1.126%
1.108%
1.098%
Current Month
3 Month Average
12 Month Average
25.594%
24.315%
23.185%
Current Month
3 Month Average
12 Month Average
2.00%
35.00%
1.60%
30.00%
Current MDR
12 Month Avg MDR
1.20%
0.80%
25.00%
Current SDA
12 Month Avg SDA
20.00%
15.00%
10.00%
0.40%
5.00%
0.00%
CDR
12
Ja
n-
-1
1
ec
-1
1
N
ov
ct
-1
1
11
p-
11
Se
gAu
1
l-1
Ju
11
nJu
ay
-1
1
1
r-1
Ap
1
ar
-1
Fe
b11
12
nJa
-1
1
D
ec
-1
1
ov
N
ct
-1
1
11
Se
p-
11
Au
g-
1
l-1
Ju
11
nJu
ay
-1
1
r-1
Ap
ar
-1
M
Fe
b11
0.00%
Loss Severity
12.707%
12.340%
12.289%
Current Month
3 Month Average
12 Month Average
55.266%
55.283%
54.831%
Loss Severity: Current Month (Cumulative) Severity vs. 12mo Average (Cumulative) Severity
60.00%
24.00%
50.00%
20.00%
40.00%
16.00%
Current CDR
12 Month Avg CDR
12.00%
Current Severity
12 Month Avg Severity
30.00%
8.00%
20.00%
4.00%
10.00%
12
nJa
-1
1
D
ec
-1
1
ov
N
ct
-1
1
11
pSe
11
gAu
1
l-1
Ju
11
nJu
ay
-1
1
M
1
Ap
r-1
1
ar
-1
M
Fe
b11
0.00%
0.00%
Feb-11
Page 32
Mar-11
Apr-11
May-11
Jun-11
Jul-11
Aug-11
Sep-11
Oct-11
Nov-11
Dec-11
Jan-12
20-Jan-2012
10:00:38AM
SDA
0.290%
0.399%
0.838%
Current Month
3 Month Average
12 Month Average
7.000%
9.311%
17.853%
Current Month
3 Month Average
12 Month Average
2.00%
35.00%
1.60%
30.00%
Current MDR
12 Month Avg MDR
1.20%
0.80%
25.00%
Current SDA
12 Month Avg SDA
20.00%
15.00%
10.00%
0.40%
5.00%
0.00%
CDR
12
Ja
n-
-1
1
ec
-1
1
N
ov
ct
-1
1
11
p-
11
Se
gAu
1
l-1
Ju
11
nJu
ay
-1
1
1
r-1
Ap
1
ar
-1
Fe
b11
12
nJa
-1
1
D
ec
-1
1
ov
N
ct
-1
1
11
Se
p-
11
Au
g-
1
l-1
Ju
11
nJu
ay
-1
1
r-1
Ap
ar
-1
M
Fe
b11
0.00%
Loss Severity
3.428%
4.649%
9.425%
Current Month
3 Month Average
12 Month Average
45.904%
45.836%
45.371%
Loss Severity: Current Month (Cumulative) Severity vs. 12mo Average (Cumulative) Severity
50.00%
45.00%
24.00%
40.00%
20.00%
35.00%
16.00%
Current CDR
12 Month Avg CDR
12.00%
30.00%
Current Severity
12 Month Avg Severity
25.00%
20.00%
8.00%
15.00%
4.00%
10.00%
12
5.00%
nJa
-1
1
D
ec
-1
1
ov
N
ct
-1
1
11
pSe
11
gAu
1
l-1
Ju
11
nJu
ay
-1
1
M
1
Ap
r-1
1
ar
-1
M
Fe
b11
0.00%
0.00%
Feb-11
Mar-11
Apr-11
May-11
Jun-11
Jul-11
Aug-11
Sep-11
Oct-11
Nov-11
Dec-11
Jan-12
Calculation Methodology:
Monthly Default Rate (MDR): Sum(Beg Scheduled Balance of Liquidated Loans) / Sum(Beg Scheduled Balance).
Conditional Default Rate (CDR): 1-((1-MDR)^12)
SDA Standard Default Assumption: If WAS 30 then CDR / (WAS * 0.02) else if 30 < WAS 60 then CDR / 0.6 else if 60 < WAS 120 then CDR / (0.6 - ((WAS - 60) * 0.0095)) else if WAS > 120 then CDR / 0.03
Cumulative Loss Severity: Sum(All Active & Inactive Realized Losses) / Sum(Active Loans or loans without a loss passed on or after liquidation: the Actual Ending Principal Balance as of the most recent cycle in
which a Realized Loss was passed; loans with a loss passed on or after the month of liquidation: the Actual Beginning Principal Balance from the cycle in which the loan was liquidated).
3 Month Average and 12 Month Average will not have values until the 3rd and 12th month respectively.
Page 33
20-Jan-2012
10:00:38AM
Count
Original
Principal
Balance
Current
Scheduled
Balance
Count
Repurchased Loans
Substitution Loans
Original
Principal
Balance
Original
Principal
Balance
Current
Scheduled
Balance
Count
Liquidated Loans
Current
Scheduled
Balance
Count
Original
Principal
Balance
Curtailments
Current
Scheduled
Balance
Curtailment
Amount
1 - Aggregate
2 - Aggregate
0
2
0.00
568,750.00
0.00
533,672.56
0
0
0.00
0.00
0.00
0.00
0
0
0.00
0.00
0.00
0.00
6
2
1,587,973.00
558,675.00
1,562,677.51
552,652.78
18,773.77
156,216.29
Total
568,750.00
533,672.56
0.00
0.00
0.00
0.00
2,146,648.00
2,115,330.29
174,990.06
Group
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
1 - Aggregate
2 - Aggregate
2 - Aggregate
2 - Aggregate
2 - Aggregate
Loan
Number
State
0001105297
0001228348
0001263146
0001269645
3000846142
3000867652
0001260555
0001263009
0003929918
0003932860
DE
TX
AZ
CA
FL
CA
CA
MA
FL
FL
LTV at
Origination
70.00
89.98
79.25
80.00
80.00
75.00
80.00
65.00
75.00
22.61
First
Payment
Date
01-Feb-2006
01-Dec-2005
01-Feb-2006
01-Mar-2006
01-Feb-2006
01-Feb-2006
01-Jan-2006
01-Apr-2006
01-Nov-2005
01-Nov-2005
Original
Principal
Balance
54,600.00
98,900.00
168,000.00
456,000.00
167,723.00
642,750.00
456,000.00
438,750.00
102,675.00
130,000.00
Prepayment
Amount
PIF Type
54,378.16
98,817.43
167,850.11
441,391.33
156,441.43
642,745.00
456,000.00
404,700.35
96,652.78
128,394.27
Liquidation
Liquidation
Liquidation
Liquidation
Liquidation
Liquidation
Liquidation
Loan Paid in Full
Liquidation
Loan Paid in Full
Page 34
Months
Delinquent
16
14
15
21
20
16
30
0
19
(1)
Current
Loan
Rate
2.625%
3.250%
3.000%
4.000%
7.500%
6.750%
6.625%
6.500%
6.625%
5.875%
Original
Term
Seasoning
360
360
360
360
360
360
360
360
360
360
71
73
71
70
71
71
72
69
74
74
20-Jan-2012
10:00:38AM
Prior Balance
Loan Count
Prepayment Penalty
Amount
Prepayment Penalty
Waived
1 - Aggregate
2 - Aggregate
0
0
0.00
0.00
0.00
0.00
0.00
0.00
Total
0.00
0.00
0.00
Prepayment Penalty Loan Detail - Prepayment Penalty Paid during Current Period
Group
Loan
Number
Paid In Full
Date
Prior
Balance
Page 35
Prepayment Penalty
Amount
Prepayment Penalty
Waived
20-Jan-2012
10:00:38AM
Prepayment Rates
Summary
SMM
CPR
0.858%
0.942%
1.195%
Current Month
3 Month Average
12 Month Average
PSA
Current Month
3 Month Average
12 Month Average
9.824%
10.563%
13.312%
163.726%
176.053%
221.859%
Current Month
3 Month Average
12 Month Average
20.00%
350.00%
300.00%
16.00%
250.00%
Current CPR
12mo Average CPR
12.00%
Current PSA
12mo Average PSA
200.00%
150.00%
8.00%
100.00%
4.00%
50.00%
12
Ja
n-
ec
-1
1
D
ov
-1
1
1
-1
ct
p1
Se
g1
Au
Ju
l-1
1
11
Ju
n-
ay
-1
1
1
r-1
Ap
ar
-1
1
Fe
b
1
-1
12
Ja
n-
ec
-1
1
D
ov
-1
1
-1
ct
p1
Se
g1
Au
Ju
l-1
1
11
Ju
n-
ay
-1
1
1
r-1
Ap
-1
Fe
b
ar
-1
1
0.00%
0.00%
1 - Aggregate
SMM
CPR
1.140%
1.153%
1.166%
Current Month
3 Month Average
12 Month Average
PSA
Current Month
3 Month Average
12 Month Average
12.851%
12.787%
13.000%
214.176%
213.115%
216.667%
Current Month
3 Month Average
12 Month Average
24.00%
350.00%
300.00%
20.00%
250.00%
16.00%
Current CPR
12mo Average CPR
12.00%
Current PSA
12mo Average PSA
200.00%
150.00%
8.00%
12
Ja
n-
ec
-1
1
D
ov
-1
1
N
1
-1
ct
O
1
p1
Se
1
g1
Au
Ju
l-1
1
11
Ju
n-
ay
-1
1
M
1
r-1
Ap
Fe
b
Page 36
1
-1
12
Ja
n-
ec
-1
1
D
ov
-1
1
N
1
-1
ct
O
1
p1
Se
1
g1
Au
Ju
l-1
1
11
Ju
n-
ay
-1
1
M
1
r-1
Ap
-1
Fe
b
ar
-1
1
0.00%
50.00%
0.00%
ar
-1
1
100.00%
4.00%
20-Jan-2012
10:00:38AM
Prepayment Rates
2 - Aggregate
SMM
CPR
0.653%
0.788%
1.215%
Current Month
3 Month Average
12 Month Average
PSA
Current Month
3 Month Average
12 Month Average
7.557%
8.901%
13.405%
125.953%
148.358%
223.418%
Current Month
3 Month Average
12 Month Average
28.00%
450.00%
400.00%
24.00%
350.00%
20.00%
300.00%
Current CPR
12mo Average CPR
16.00%
Current PSA
12mo Average PSA
250.00%
200.00%
12.00%
150.00%
8.00%
100.00%
4.00%
50.00%
Calculation Methodology:
Single Month Mortality (SMM): (Partial and full prepayments + Repurchases) / (Beginning Scheduled Balance - Scheduled Principal)
Conditional PrePayment Rate (CPR): 1 - ((1 - SMM)^12)
PSA Standard Prepayment Model: 100 * CPR / (0.2 * MIN(30,WAS))
Weighted Average Seasoning (WAS): sum((Original Term - Remaining Term)*(Current Scheduled Balance/Deal Scheduled Principal Balance))
Page 37
12
Ja
n-
ec
-1
1
D
ov
-1
1
N
-1
ct
O
p1
Se
g1
Au
Ju
l-1
1
11
Ju
n-
ay
-1
1
M
r-1
Ap
ar
-1
1
Fe
b
1
-1
12
Ja
n-
ec
-1
1
D
ov
-1
1
N
-1
ct
O
p1
Se
g1
Au
Ju
l-1
1
11
Ju
n-
ay
-1
1
M
1
r-1
Ap
-1
Fe
b
ar
-1
1
0.00%
0.00%
20-Jan-2012
10:00:38AM
Modification Summary
Loan Count
(Numerator)
Number of loans modified within the past 12 months that are currently
delinquent (against the total number of loans delinquent within the deal)
Loan Count
(Denominator)
Loan
Count %
Current Scheduled
Balance
(Numerator)
Current Scheduled
Balance
(Denominator)
Current
Scheduled
Balance %
12
334
3.593%
7,778,706.94
125,198,489.81
6.213%
147
239
61.506%
51,589,317.13
88,729,089.81
58.143%
977
0.000%
0.00
326,131,875.91
0.000%
Number of modified loans (against the total number of loans within the deal)
239
977
24.463%
88,729,089.81
326,131,875.91
27.207%
Number of loans modified within the last 12 months (against the total number
of modified loans within the deal)
49
239
20.502%
23,421,590.99
88,729,089.81
26.397%
Number of loans modified within the last 12 months (against the total number
of loans within the deal)
49
977
5.015%
23,421,590.99
326,131,875.91
7.182%
147
239
61.506%
51,589,317.13
88,729,089.81
58.143%
Number of loans modified in the current cycle that are not currently delinquent
(against the number of loans modified in the current cycle)
0.000%
0.00
0.00
0.000%
Number of loans modified in the current cycle that are currently delinquent
(against the number of loans modified in the current cycle)
0.000%
0.00
0.00
0.000%
18
239
7.531%
6,272,953.56
88,729,089.81
7.070%
221
239
92.469%
82,456,136.25
88,729,089.81
92.930%
Number of modified loans that have passed the loan modification performance
test (against the total number of modified loans)
Number of loans modified in the current cycle (against the number of loans
within the deal)
Number of modified loans that are not currently delinquent after the
modification (against the number of modified loans within the deal)
Number of modified loans that were not delinquent at the time of the
modification (against the number of loans modified within the deal)
Number of modified loans that were delinquent at the time of the modification
(against the total number of loans modified within the deal)
Delinquencies are classified based on the logic set forth in the governing documents.
If a loan is modified in the first month of the security it is assumed the loan is delinquent.
This summary excludes inactive loans.
Page 38
20-Jan-2012
10:00:38AM
Modification Detail
Modification Detail Summary
Current
Groups
Loan
Count
Original
Principal
Balance
Current
Scheduled
Balance
Capitalized
Amount
Cumulative
Capitalized
Reimbursement
Total
Amount
Forgiveness
Loan
Count
Original
Principal
Balance
Current
Scheduled
Balance
Capitalized
Reimbursement
Total
Amount
Forgiveness
Capitalized
Amount
1 - Aggregate
2 - Aggregate
0
0
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
168
113
51,934,051.00
49,300,349.00
42,616,015.32
46,113,074.49
1,098,050.28
1,648,421.42
(1,767,465.98)
(622,065.03)
0.00
543,629.37
Total
0.00
0.00
0.00
0.00
0.00
281
101,234,400.00
88,729,089.81
2,746,471.70
(2,389,531.01)
543,629.37
Mod Appr
Date/Mod
Effective
Date
Total
Capitalized
Amount
Total
Capitalized
Reimb.
Amount
Total
Forgiveness
No of
Times
Loan
Modified
No of
Months
Delinq.
Next Due
Date
Interest
Rate
Payment
Amount
Maturity
Date
Balloon
Amount
Balloon
Date
Scheduled
Balance
Loan Status
Next Due
Date
Interest
Rate
Payment
Amount
Maturity
Date
Balloon
Amount
Balloon
Date
Scheduled
Balance
*
*
*
*
*
*
*
510,359.04
Loan Status
Mod Appr
Date/Mod
Effective
Date
1 - Aggregate
0000000026
09/16/2008
504,000.00 08/14/2008
0001054791
11/15/2010
175,000.00 05/01/2010
0001062226
12/09/2009
940,000.00 12/01/2009
0001078455
12/09/2009
203,000.00 12/01/2009
Total
Capitalized
Amount
13,059.29
11,697.05
Total
Capitalized
Reimb.
Amount
(6,378.25)
10,121.36
(11,402.20)
(11,176.91)
Total
Forgiveness
No of
Times
Loan
Modified
No of
Months
Delinq.
*
0
*
No Action
INACTIVE
*
09/01/2008
*
2.000
*
850.60
Pre Mod
Post Mod
Current Values
Pre Mod
Post Mod
Current Values
9
1
1
No Action
No Action
No Action
01/01/2010
10/01/2010
12/01/2011
5.750
2.000
2.000
838.54 12/01/2035
838.54 12/01/2035
504.12 12/01/2035
*
*
N/A
*
*
N/A
175,000.00
164,878.64
176,278.88
Pre Mod
Post Mod
Current Values
1
0
0
No Action
No Action
No Action
10/01/2009
12/01/2009
01/01/2012
7.375
4.250
4.500
5,770.65 01/01/2036
5,028.80 01/01/2036
5,156.12 01/01/2036
*
*
N/A
*
*
N/A
938,952.70
950,354.90
906,041.97
Pre Mod
Post Mod
Current Values
4
0
(1)
Foreclosure
No Action
No Action
07/01/2009
12/01/2009
02/01/2012
6.375
2.000
4.000
1,076.72 01/01/2036
877.43 01/01/2036
1,085.81 01/01/2036
*
*
N/A
*
*
N/A
202,676.69
213,853.60
200,080.50
Page 39
20-Jan-2012
10:00:38AM
Mod Appr
Date/Mod
Effective
Date
10/11/2010
04/01/2010
11/12/2010
11/01/2010
0001080001
02/16/2009
187,600.00 01/22/2009
0001105768
08/11/2010
116,900.00 07/01/2010
0001108626
04/13/2009
750,000.00 03/01/2009
0001132003
09/15/2010
156,000.00 09/01/2010
0001179020
04/15/2009
238,900.00 04/01/2009
0001202207
11/14/2011
1,445,350.00 10/01/2011
0001204873
10/19/2009
359,650.00 10/01/2009
0001208671
08/11/2010
242,290.00 08/01/2010
0001208704
03/14/2008
116,779.00 03/01/2008
0001208802
01/11/2010
165,680.00 01/01/2010
Total
Capitalized
Amount
86,418.50
*
49,900.00
Total
Capitalized
Reimb.
Amount
Total
Forgiveness
(79,486.94)
(8,080.61)
(9,398.34)
(156.36)
(115,292.78)
(108.78)
6.16
(83,024.87)
141.90
575.41
192.74
0.00
No of
Times
Loan
Modified
No of
Months
Delinq.
Loan Status
Next Due
Date
Pre Mod
Post Mod
Pre Mod
Post Mod
Current Values
30
6
6
(1)
1
Foreclosure
Foreclosure
Foreclosure
No Action
No Action
03/01/2008
04/01/2010
04/01/2010
12/01/2010
12/01/2011
5.750
2.000
2.000
2.000
2.000
1,801.67
1,755.98
1,755.98
1,755.98
1,755.98
Pre Mod
Post Mod
Current Values
6
0
0
No Action
No Action
No Action
07/01/2008
02/01/2009
01/01/2012
Pre Mod
Post Mod
Current Values
2
(1)
0
Loss Mitigation
No Action
No Action
Pre Mod
Post Mod
Current Values
0
0
33
Pre Mod
Post Mod
Current Values
Maturity
Date
Balloon
Amount
Balloon
Date
01/01/2036
01/01/2036
01/01/2036
01/01/2036
01/01/2036
*
*
*
*
N/A
*
*
*
*
N/A
376,000.00
455,486.94
455,486.94
463,567.55
448,586.00
6.875
3.000
3.750
1,073.87 01/01/2036
492.09 01/01/2036
615.07 01/01/2036
*
*
N/A
*
*
N/A
187,438.54
196,836.88
196,821.86
05/01/2010
09/01/2010
01/01/2012
6.625
2.000
3.000
645.39 01/01/2036
645.39 01/01/2036
547.13 01/01/2036
*
*
N/A
*
*
N/A
116,899.98
118,317.65
113,242.11
No Action
Loss Mitigation
Foreclosure
03/01/2009
04/01/2009
04/01/2009
4.375
3.500
2.625
3,948.87 03/01/2036
4,134.34 03/01/2036
3,751.74 03/01/2036
*
*
N/A
*
*
N/A
750,000.00
863,569.80
804,999.65
7
0
0
No Action
Bankruptcy
Bankruptcy
01/01/2010
09/01/2010
01/01/2012
3.125
2.000
3.000
720.10 05/01/2035
720.10 05/01/2035
665.83 05/01/2035
*
*
N/A
*
*
N/A
148,797.57
158,204.40
153,226.51
Pre Mod
Post Mod
Current Values
0
0
0
No Action
No Action
No Action
03/01/2009
04/01/2009
01/01/2012
5.875
5.250
5.250
1,432.13 08/01/2035
1,279.75 08/01/2035
1,279.75 08/01/2035
*
*
N/A
*
*
N/A
230,321.28
229,788.62
220,069.06
Pre Mod
Post Mod
Current Values
9
1
2
No Action
No Action
No Action
01/01/2011
10/01/2011
11/01/2011
2.750
4.375
4.375
6,666.11 11/01/2035
6,586.22 09/01/2051
6,586.22 09/01/2051
*
*
N/A
*
*
N/A
1,407,709.79
1,489,280.72
1,486,963.40
Pre Mod
Post Mod
Current Values
13
0
0
No Action
No Action
No Action
08/01/2008
10/01/2009
01/01/2012
7.000
4.750
4.750
2,454.16 11/01/2035
2,454.16 11/01/2035
2,273.02 11/01/2035
*
*
N/A
*
*
N/A
352,978.43
407,480.87
388,710.79
Pre Mod
Post Mod
Current Values
11
0
2
No Action
No Action
No Action
08/01/2009
08/01/2010
11/01/2011
6.750
2.000
2.000
1,362.87 10/01/2035
1,362.87 10/01/2035
979.06 10/01/2035
*
*
N/A
*
*
N/A
242,288.34
260,462.15
249,459.26
Pre Mod
Post Mod
Current Values
*
0
45
*
No Action
Foreclosure
*
03/01/2008
04/01/2008
*
7.250
7.250
*
*
898.28
*
898.28 10/01/2035
*
*
N/A
*
*
N/A
*
128,433.93
123,072.50
Pre Mod
Post Mod
Current Values
1
(1)
0
No Action
No Action
No Action
11/01/2009
02/01/2010
01/01/2012
5.875
2.000
2.000
808.94 10/01/2035
694.03 10/01/2035
694.03 10/01/2035
*
*
N/A
*
*
N/A
165,231.01
167,385.24
157,216.47
Page 40
Interest
Rate
Payment
Amount
Scheduled
Balance
20-Jan-2012
10:00:38AM
Mod Appr
Date/Mod
Effective
Date
1 - Aggregate
0001212630
02/14/2011
288,320.00 02/01/2011
0001217440
05/08/2009
120,000.00 04/02/2009
0001222294
10/09/2008
166,867.00 10/01/2008
0001223410
07/15/2009
126,400.00 07/01/2009
0001225016
194,000.00
0001225016
194,000.00
11/14/2008
10/01/2008
09/16/2011
09/01/2011
0001228338
02/14/2011
198,800.00 02/01/2011
0001233065
11/12/2010
600,000.00 11/01/2010
0001236318
08/11/2010
149,055.00 08/01/2010
0001237597
417,000.00
0001237597
417,000.00
01/18/2008
12/01/2007
02/16/2009
01/16/2009
0001238902
07/07/2009
440,000.00 06/03/2009
0001241968
11/12/2009
110,904.00 10/01/2009
Total
Capitalized
Amount
*
2,085.66
Total
Capitalized
Reimb.
Amount
0.00
(8,204.21)
237.29
(2,931.84)
Total
Forgiveness
03/01/2010
03/01/2011
12/01/2011
2.750
4.000
4.000
1,330.05 11/01/2035
1,352.03 11/01/2035
1,352.03 11/01/2035
6
0
Foreclosure
No Action
INACTIVE
10/01/2008
05/01/2009
7.500
2.000
750.00 11/01/2035
519.72 11/01/2035
Pre Mod
Post Mod
Current Values
*
0
*
No Action
INACTIVE
*
10/01/2008
*
6.500
Pre Mod
Post Mod
Current Values
2
0
No Action
No Action
INACTIVE
04/01/2009
07/01/2009
6.500
4.875
Pre Mod
Post Mod
Current Values
Pre Mod
Post Mod
Pre Mod
Post Mod
Current Values
0
(1)
2
(1)
(1)
No Action
No Action
No Action
No Action
No Action
10/01/2008
12/01/2008
06/01/2011
10/01/2011
02/01/2012
9.000
6.375
5.500
2.000
2.000
Pre Mod
Post Mod
Current Values
13
0
0
No Action
No Action
No Action
12/01/2009
02/01/2011
01/01/2012
17
0
Pre Mod
Post Mod
Current Values
Foreclosure
No Action
INACTIVE
Pre Mod
Post Mod
Current Values
6
0
1
Pre Mod
Post Mod
Pre Mod
Post Mod
Current Values
*
*
N/A
*
*
N/A
288,320.00
304,347.69
300,572.29
*
*
*
*
120,000.00
128,204.21
*
*
*
*
*
172,613.10
*
*
*
*
120,862.22
123,591.00
10/01/2035
10/01/2035
10/01/2035
08/01/2051
08/01/2051
*
*
*
*
N/A
*
*
*
*
N/A
193,999.90
193,999.90
193,907.81
128,914.23
128,208.22
3.250
3.000
3.000
912.22 11/01/2035
770.32 11/01/2035
770.32 11/01/2035
*
*
N/A
*
*
N/A
186,381.21
214,949.44
212,073.67
05/01/2009
11/01/2010
7.625
4.500
3,812.50 12/01/2035
3,017.58 12/01/2035
*
*
*
*
600,000.00
670,725.20
No Action
No Action
No Action
01/01/2010
08/01/2010
12/01/2011
7.625
6.500
6.500
1,055.01 12/01/2035
1,055.01 12/01/2035
1,009.31 12/01/2035
*
*
N/A
*
*
N/A
141,311.67
150,269.34
146,800.50
*
0
7
0
17
*
No Action
Foreclosure
No Action
Bankruptcy
*
01/01/2008
06/01/2008
02/01/2009
08/01/2010
*
6.750
6.750
2.500
3.500
*
*
2,459.90
*
2,459.90 12/01/2035
968.45 12/01/2035
1,355.84 12/01/2035
*
*
*
*
N/A
*
*
*
*
N/A
*
437,314.68
437,314.68
464,857.72
464,849.68
Pre Mod
Post Mod
Current Values
3
1
19
No Action
No Action
Foreclosure
03/01/2009
06/01/2009
06/01/2010
6.875
2.000
4.000
2,518.19 12/01/2035
1,823.14 12/01/2035
2,263.27 12/01/2035
*
*
N/A
*
*
N/A
439,539.03
448,661.13
417,720.72
Pre Mod
Post Mod
Current Values
13
0
3
No Action
No Action
No Action
09/01/2008
11/01/2009
10/01/2011
6.625
7.875
7.875
612.08 12/01/2035
993.70 12/01/2035
993.70 12/01/2035
*
*
N/A
*
*
N/A
110,867.61
131,876.12
128,252.82
(27,543.04)
393.56
Loss Mitigation
No Action
No Action
10
(1)
1
Balloon
Date
(20,314.68)
(9,122.10)
Pre Mod
Post Mod
Current Values
Balloon
Amount
Next Due
Date
64,925.84
12.77
Loan Status
767.58
No of
Months
Delinq.
0.00
78.20
No of
Times
Loan
Modified
Page 41
Interest
Rate
Payment
Amount
*
1,136.70
Maturity
Date
*
*
798.93 12/01/2035
694.06 12/01/2035
1,030.62
1,030.62
1,202.13
390.92
390.92
Scheduled
Balance
20-Jan-2012
10:00:38AM
Mod Appr
Date/Mod
Effective
Date
04/15/2009
03/19/2009
11/09/2011
10/27/2011
0001245805
04/15/2009
137,500.00 03/25/2009
0001248093
02/14/2011
344,000.00 02/01/2011
0001249321
11/13/2008
495,341.00 11/01/2008
0001249876
07/07/2009
178,500.00 06/24/2009
0001250063
06/17/2009
240,000.00 05/11/2009
0001252035
447,200.00
0001252035
447,200.00
12/09/2008
11/20/2008
05/14/2010
05/01/2010
0001253897
12/09/2008
238,950.00 11/21/2008
0001254563
11/12/2009
783,950.00 09/01/2009
0001255004
05/08/2009
304,000.00 04/15/2009
0001255016
11/15/2010
675,000.00 10/01/2010
Total
Capitalized
Amount
Total
Capitalized
Reimb.
Amount
Total
Forgiveness
(14,292.85)
(19,713.16)
*
7,246.66
(10,926.44)
166.28
127.54
(5,878.47)
(6,432.21)
Pre Mod
Post Mod
Pre Mod
Post Mod
Current Values
3
0
6
0
0
No Action
No Action
No Action
No Action
No Action
12/01/2008
04/01/2009
04/01/2011
11/01/2011
01/01/2012
6.750
2.000
4.000
2.500
2.500
7
0
Foreclosure
No Action
INACTIVE
08/01/2008
04/01/2009
6.875
2.000
787.76 01/01/2036
597.43 01/01/2036
Pre Mod
Post Mod
Current Values
Pre Mod
Post Mod
Current Values
8
0
0
No Action
No Action
No Action
05/01/2010
02/01/2011
01/01/2012
2.750
4.125
4.125
6
0
Foreclosure
No Action
INACTIVE
04/01/2008
11/01/2008
Pre Mod
Post Mod
Current Values
Pre Mod
Post Mod
Current Values
3
1
22
No Action
No Action
Foreclosure
Pre Mod
Post Mod
Current Values
4
1
13
Pre Mod
Post Mod
Pre Mod
Post Mod
Current Values
Maturity
Date
Balloon
Amount
Balloon
Date
03/01/2036
03/01/2036
03/01/2036
03/01/2036
03/01/2036
*
*
*
*
N/A
*
*
*
*
N/A
549,000.00
563,292.85
525,097.94
544,770.11
544,770.11
*
*
*
*
137,499.43
148,425.87
1,586.91 01/01/2036
1,983.78 01/01/2036
1,983.78 01/01/2036
*
*
N/A
*
*
N/A
344,000.00
370,254.69
360,618.64
6.750
6.750
3,212.77 02/01/2036
3,363.56 02/01/2036
*
*
*
*
480,434.13
501,618.08
03/01/2009
06/01/2009
03/01/2010
7.000
2.000
4.000
1,038.07 02/01/2036
743.46 02/01/2036
924.10 02/01/2036
*
*
N/A
*
*
N/A
177,955.65
183,834.12
171,264.63
Foreclosure
No Action
Bankruptcy
01/01/2009
05/01/2009
12/01/2010
6.875
2.000
4.000
1,375.00 01/01/2036
996.62 01/01/2036
1,238.77 01/01/2036
*
*
N/A
*
*
N/A
240,000.00
246,432.21
229,109.08
4
0
0
0
0
No Action
No Action
No Action
No Action
Bankruptcy
07/01/2008
12/01/2008
04/01/2010
05/01/2010
01/01/2012
6.625
4.000
4.000
2.500
2.500
2,468.24
1,531.39
1,531.14
972.06
972.06
*
*
*
*
N/A
*
*
*
*
N/A
447,076.55
459,417.75
459,341.18
466,587.84
466,587.84
7
0
No Action
No Action
INACTIVE
04/01/2008
12/01/2008
7.000
3.000
1,393.62 12/01/2035
642.80 12/01/2035
*
*
*
*
238,906.39
257,120.17
Pre Mod
Post Mod
Current Values
Pre Mod
Post Mod
Current Values
9
1
20
No Action
No Action
Bankruptcy
01/01/2009
10/01/2009
05/01/2010
6.875
4.500
4.500
4,488.65 01/01/2036
4,415.80 01/01/2036
4,415.80 01/01/2036
*
*
N/A
*
*
N/A
783,474.30
809,460.28
771,838.02
Pre Mod
Post Mod
Current Values
3
0
1
No Action
No Action
No Action
01/01/2009
05/01/2009
12/01/2011
7.125
2.000
2.500
1,802.57 01/01/2036
519.82 01/01/2036
649.78 01/01/2036
*
*
N/A
*
*
N/A
303,591.45
311,893.34
311,893.34
Pre Mod
Post Mod
Current Values
31
0
9
Foreclosure
No Action
Foreclosure
03/01/2008
11/01/2010
04/01/2011
6.625
2.500
2.500
3,720.86 02/01/2036
1,687.91 02/01/2036
1,682.09 02/01/2036
*
*
N/A
*
*
N/A
673,967.68
810,195.19
807,401.33
136,227.51 (136,227.51)
Next Due
Date
(7,246.66)
(8,301.89)
Loan Status
(25,985.98)
No of
Months
Delinq.
(12,341.20)
(18,213.78)
No of
Times
Loan
Modified
Page 42
Interest
Rate
Payment
Amount
3,088.13
2,256.68
2,810.31
1,134.94
1,134.94
01/01/2036
01/01/2036
01/01/2036
01/01/2036
01/01/2036
Scheduled
Balance
20-Jan-2012
10:00:38AM
Mod Appr
Date/Mod
Effective
Date
1 - Aggregate
0001255352
01/15/2009
639,900.00 12/24/2008
0001256834
04/14/2011
479,200.00 04/01/2011
0001257900
01/11/2010
221,399.00 12/01/2009
0001258032
04/14/2011
428,000.00 04/01/2011
0001259622
07/07/2009
215,000.00 06/03/2009
0001260164
09/13/2009
170,400.00 09/01/2009
0001260196
172,000.00
0001260196
172,000.00
0001260196
172,000.00
11/13/2008
11/01/2008
07/15/2009
07/01/2009
09/17/2009
09/01/2009
0001260199
04/14/2011
184,000.00 04/01/2011
0001260237
05/08/2009
281,250.00 04/01/2009
0001260536
11/10/2009
259,300.00 11/01/2009
0001260541
10/11/2009
328,000.00 10/01/2009
Total
Capitalized
Amount
142,878.33
49,921.99
3,848.20
Total
Capitalized
Reimb.
Amount
(16,628.08)
Total
Forgiveness
(3,848.20)
(11,115.34)
14.60
24,015.70
30.79
(4,851.62)
(23,168.54)
No Action
No Action
No Action
09/01/2008
01/01/2009
01/01/2012
6.625
2.500
3.250
Pre Mod
Post Mod
Current Values
35
0
9
No Action
No Action
Foreclosure
04/01/2008
04/01/2011
04/01/2011
Pre Mod
Post Mod
Current Values
9
0
11
Loss Mitigation
No Action
Foreclosure
Pre Mod
Post Mod
Current Values
17
(1)
(1)
Pre Mod
Post Mod
Current Values
3,532.78 01/01/2036
1,367.57 01/01/2036
1,777.84 01/01/2036
*
*
N/A
*
*
N/A
639,838.64
656,432.15
656,121.19
7.250
2.000
2.000
2,895.17 02/01/2036
2,202.81 01/01/2043
2,202.81 01/01/2043
*
*
N/A
*
*
N/A
479,195.17
620,907.48
610,325.46
03/01/2009
01/01/2010
02/01/2011
7.375
4.875
4.875
1,529.15 01/01/2036
1,308.13 01/01/2036
1,308.13 01/01/2036
*
*
N/A
*
*
N/A
212,074.27
230,118.85
220,729.05
No Action
No Action
No Action
10/01/2009
05/01/2011
02/01/2012
7.250
2.000
2.000
2,585.83 02/01/2036
1,381.56 03/01/2051
1,381.56 03/01/2051
*
*
N/A
*
*
N/A
428,000.00
477,300.80
470,718.18
1
1
0
No Action
No Action
No Action
05/01/2009
06/01/2009
01/01/2012
6.875
2.000
4.000
1,231.77 01/01/2036
887.38 01/01/2036
1,102.30 01/01/2036
*
*
N/A
*
*
N/A
215,000.00
219,942.27
203,868.61
Pre Mod
Post Mod
Current Values
0
0
0
No Action
No Action
No Action
08/01/2009
09/01/2009
01/01/2012
7.000
2.000
3.000
992.25 01/01/2036
289.91 01/01/2036
434.83 01/01/2036
*
*
N/A
*
*
N/A
170,100.00
173,948.20
173,933.18
Pre Mod
Post Mod
Pre Mod
Post Mod
Pre Mod
Post Mod
Current Values
10
0
7
1
2
0
25
No Action
No Action
No Action
No Action
No Action
No Action
Foreclosure
12/01/2007
11/01/2008
11/01/2008
06/01/2009
06/01/2009
09/01/2009
12/01/2009
6.750
6.750
6.750
4.875
4.875
4.000
4.000
01/01/2036
01/01/2036
01/01/2036
01/01/2036
01/01/2036
01/01/2036
01/01/2036
*
*
*
*
*
*
N/A
*
*
*
*
*
*
N/A
172,000.00
186,582.17
185,152.23
195,921.20
195,618.58
199,627.25
191,100.02
Pre Mod
Post Mod
Current Values
17
0
0
No Action
No Action
No Action
10/01/2009
04/01/2011
01/01/2012
3.000
2.125
2.125
456.25 01/01/2036
828.35 06/01/2037
828.35 06/01/2037
*
*
N/A
*
*
N/A
182,501.89
199,384.81
194,501.29
Pre Mod
Post Mod
Current Values
3
(1)
0
No Action
No Action
No Action
01/01/2009
06/01/2009
01/01/2012
7.000
2.000
3.000
1,640.62 01/01/2036
497.30 01/01/2036
745.95 01/01/2036
*
*
N/A
*
*
N/A
281,249.99
298,378.96
298,378.96
Pre Mod
Post Mod
Current Values
2
0
20
No Action
No Action
REO
08/01/2009
11/01/2009
05/01/2010
7.500
2.000
4.000
1,620.63 01/01/2036
1,081.17 01/01/2036
1,338.79 01/01/2036
*
*
N/A
*
*
N/A
259,300.00
264,151.62
248,628.75
Pre Mod
Post Mod
Current Values
1
0
1
No Action
No Action
Bankruptcy
08/01/2009
10/01/2009
12/01/2011
6.000
2.000
4.000
1,639.99 01/01/2036
1,433.85 01/01/2036
1,776.62 01/01/2036
*
*
N/A
*
*
N/A
327,997.01
351,165.55
328,490.93
5,491.47
3
0
0
Balloon
Date
(17,128.97)
Pre Mod
Post Mod
Current Values
Balloon
Amount
0.00
83.62
Next Due
Date
17,357.35
Loan Status
0.00
0.00
(4,942.27)
No of
Months
Delinq.
238.53
117.70
No of
Times
Loan
Modified
0.00
Page 43
Interest
Rate
Payment
Amount
967.50
1,250.38
1,250.38
1,098.55
1,098.55
1,022.76
1,022.76
Maturity
Date
Scheduled
Balance
20-Jan-2012
10:00:38AM
Mod Appr
Date/Mod
Effective
Date
1 - Aggregate
0001260546
04/15/2009
359,000.00 03/20/2009
0001260597
03/13/2009
458,000.00 03/01/2009
0001263031
10/11/2009
180,000.00 10/01/2009
0001263441
02/15/2010
204,000.00 02/01/2010
0001263536
09/12/2008
364,000.00 09/01/2008
0001263850
05/13/2009
550,000.00 05/01/2009
0001264416
09/17/2009
365,000.00 09/01/2009
0001265494
10/07/2008
296,000.00 09/19/2008
0001265504
04/15/2009
600,000.00 03/26/2009
0001265630
03/10/2010
356,250.00 03/01/2010
0001266376
06/17/2009
775,450.00 05/20/2009
0001266725
02/15/2010
456,000.00 12/01/2009
Total
Capitalized
Amount
5,320.93
48,366.98
46,061.06
Total
Capitalized
Reimb.
Amount
(36,481.38)
(49,694.90)
(4,879.31)
(48,366.98)
(21,207.90)
(47,611.99)
698.99
(4,235.43)
(15,198.26)
(29,635.63)
(24,133.06)
(42,415.39)
Total
Forgiveness
No of
Times
Loan
Modified
No of
Months
Delinq.
Loan Status
Next Due
Date
Pre Mod
Post Mod
Current Values
7
0
0
Foreclosure
No Action
No Action
08/01/2008
04/01/2009
01/01/2012
6.625
2.000
4.000
Pre Mod
Post Mod
Current Values
14
0
22
No Action
No Action
No Action
12/01/2007
03/01/2009
03/01/2010
Pre Mod
Post Mod
Current Values
3
0
0
No Action
No Action
No Action
Pre Mod
Post Mod
Current Values
23
0
14
Pre Mod
Post Mod
Current Values
Balloon
Amount
Balloon
Date
1,981.33 01/01/2036
1,591.38 01/01/2036
1,979.29 01/01/2036
*
*
N/A
*
*
N/A
358,883.07
395,364.45
365,984.54
7.500
5.250
5.250
2,862.50 02/01/2036
2,938.57 02/01/2036
2,938.57 02/01/2036
*
*
N/A
*
*
N/A
458,000.00
507,694.90
481,457.30
06/01/2009
10/01/2009
01/01/2012
7.250
2.000
4.000
1,085.57 03/01/2036
749.96 03/01/2036
930.42 03/01/2036
*
*
N/A
*
*
N/A
179,680.44
184,559.75
172,529.74
Foreclosure
No Action
REO
02/01/2008
02/01/2010
11/01/2010
7.250
4.000
4.000
1,232.50 01/01/2036
841.22 01/01/2036
841.22 01/01/2036
*
*
N/A
*
*
N/A
204,000.00
252,366.98
252,364.58
*
0
29
*
No Action
No Action
*
09/01/2008
08/01/2009
*
7.250
7.250
*
*
2,700.13
*
2,700.13 02/01/2036
*
*
N/A
*
*
N/A
*
385,207.90
368,370.02
9
0
No Action
No Action
INACTIVE
07/01/2008
05/01/2009
7.250
5.000
3,322.92 02/01/2036
3,373.57 02/01/2036
*
*
*
*
550,000.00
596,530.09
Pre Mod
Post Mod
Current Values
Pre Mod
Post Mod
Current Values
8
0
1
No Action
No Action
No Action
12/01/2008
09/01/2009
12/01/2011
6.125
5.500
5.500
1,863.02 02/01/2036
2,371.91 02/01/2036
2,371.91 02/01/2036
*
*
N/A
*
*
N/A
365,000.00
396,066.90
379,478.26
*
(1)
*
No Action
INACTIVE
*
11/01/2008
*
2.000
*
*
*
*
*
300,235.43
Pre Mod
Post Mod
Current Values
Pre Mod
Post Mod
Current Values
3
0
6
No Action
No Action
Foreclosure
12/01/2008
04/01/2009
07/01/2011
7.000
2.000
4.000
3,500.00 03/01/2036
2,464.63 03/01/2036
3,069.27 03/01/2036
*
*
N/A
*
*
N/A
600,000.00
615,198.26
569,999.14
Pre Mod
Post Mod
Current Values
12
0
0
Loss Mitigation
No Action
No Action
02/01/2009
03/01/2010
01/01/2012
6.875
4.250
4.250
2,035.83 02/01/2036
2,035.83 02/01/2036
1,896.49 02/01/2036
*
*
N/A
*
*
N/A
355,345.55
384,981.18
368,818.19
Pre Mod
Post Mod
Current Values
3
0
0
No Action
No Action
No Action
02/01/2009
06/01/2009
01/01/2012
7.125
2.000
4.000
4,604.23 02/01/2036
3,218.19 02/01/2036
4,000.14 02/01/2036
*
*
N/A
*
*
N/A
775,439.38
797,646.65
741,153.91
Pre Mod
Post Mod
Current Values
13
1
24
Foreclosure
No Action
REO
12/01/2008
01/01/2010
01/01/2010
7.250
2.000
2.000
2,755.00 02/01/2036
2,049.97 02/01/2036
2,049.97 02/01/2036
*
*
N/A
*
*
N/A
456,000.00
498,415.39
472,379.27
Page 44
Interest
Rate
Payment
Amount
*
500.39
Maturity
Date
*
*
Scheduled
Balance
20-Jan-2012
10:00:38AM
Mod Appr
Date/Mod
Effective
Date
1 - Aggregate
0001267595
06/13/2011
565,250.00 06/01/2011
0001268027
07/15/2010
186,825.00 07/01/2010
0001268790
07/07/2009
435,200.00 06/30/2009
0001269552
02/16/2009
444,000.00 01/06/2009
0001269575
05/08/2009
496,000.00 04/13/2009
0001269645
07/07/2009
456,000.00 06/30/2009
0001269651
09/15/2010
100,720.00 09/01/2010
0001269698
10/13/2010
320,000.00 10/01/2010
0001270056
12/08/2009
350,400.00 12/01/2009
0001270123
11/13/2008
392,000.00 10/01/2008
0001270926
04/15/2009
572,318.00 03/23/2009
Total
Capitalized
Amount
80,089.87
7,447.41
Total
Capitalized
Reimb.
Amount
320.03
(7,472.24)
(5,606.93)
(6,209.57)
(30,191.99)
(8,701.78)
202.22
62.70
0.00
(49,083.88)
(25,237.10)
Total
Forgiveness
No of
Times
Loan
Modified
No of
Months
Delinq.
Loan Status
Next Due
Date
Pre Mod
Post Mod
Current Values
24
0
0
No Action
No Action
No Action
05/01/2009
06/01/2011
01/01/2012
2.750
4.625
4.625
2,606.83 03/01/2036
2,952.54 05/01/2051
2,952.54 05/01/2051
Pre Mod
Post Mod
Current Values
3
(1)
0
No Action
No Action
No Action
03/01/2010
08/01/2010
01/01/2012
7.875
4.000
4.000
1,226.04 12/01/2035
647.36 12/01/2035
647.36 12/01/2035
1
0
No Action
No Action
INACTIVE
05/01/2009
07/01/2009
6.750
2.000
Pre Mod
Post Mod
Current Values
Pre Mod
Post Mod
Current Values
1
0
0
No Action
No Action
No Action
12/01/2008
02/01/2009
01/01/2012
5
1
Pre Mod
Post Mod
Current Values
Foreclosure
No Action
INACTIVE
Pre Mod
Post Mod
Current Values
2
0
0
Pre Mod
Post Mod
Current Values
Balloon
Amount
Balloon
Date
*
N/A
*
*
N/A
562,464.35
644,714.98
641,031.20
*
*
N/A
*
*
N/A
186,759.44
194,206.85
194,201.77
2,396.44 02/01/2036
1,745.63 02/01/2036
*
*
*
*
426,033.66
431,640.59
5.750
3.000
3.500
2,127.50 02/01/2036
1,125.89 02/01/2036
1,311.33 02/01/2036
*
*
N/A
*
*
N/A
444,000.00
450,209.57
449,507.10
11/01/2008
04/01/2009
6.650
2.000
2,748.64 02/01/2036
2,117.95 02/01/2036
*
*
*
*
495,995.30
526,187.29
No Action
No Action
Loan Paid in Full
04/01/2009
07/01/2009
*
6.625
2.000
4.000
2,517.50 02/01/2036
1,879.34 02/01/2036
2,334.50 02/01/2036
*
*
N/A
*
*
N/A
456,000.00
464,701.78
0.00
6
0
1
Loss Mitigation
No Action
No Action
02/01/2010
09/01/2010
12/01/2011
6.750
4.750
4.750
566.55 02/01/2036
566.55 02/01/2036
600.90 02/01/2036
*
*
N/A
*
*
N/A
100,720.00
106,842.58
103,908.76
Pre Mod
Post Mod
Current Values
4
0
0
No Action
No Action
No Action
05/01/2010
10/01/2010
01/01/2012
7.500
4.625
4.625
2,237.49 02/01/2036
1,732.57 02/01/2036
1,732.57 02/01/2036
*
*
N/A
*
*
N/A
300,472.02
309,929.95
297,932.70
Pre Mod
Post Mod
Current Values
1
(1)
0
No Action
No Action
No Action
10/01/2009
01/01/2010
01/01/2012
7.000
5.000
5.000
2,177.50 03/01/2036
1,989.52 03/01/2036
1,989.52 03/01/2036
*
*
*
03/01/2036
03/01/2036
03/01/2036
343,671.99
348,494.33
334,364.04
15
1
No Action
No Action
INACTIVE
07/01/2007
10/01/2008
7.500
7.500
2,450.00 03/01/2036
3,167.10 03/01/2036
*
*
*
*
392,000.00
441,083.88
Pre Mod
Post Mod
Current Values
Pre Mod
Post Mod
Current Values
3
0
27
No Action
No Action
REO
12/01/2008
04/01/2009
10/01/2009
7.000
2.000
4.000
3,337.55 02/01/2036
2,398.89 02/01/2036
2,985.52 02/01/2036
*
*
N/A
*
*
N/A
572,150.59
597,387.69
565,970.03
Page 45
Interest
Rate
Payment
Amount
Maturity
Date
0.00
Scheduled
Balance
20-Jan-2012
10:00:38AM
Mod Appr
Date/Mod
Effective
Date
01/12/2009
01/01/2009
03/10/2010
03/01/2010
0001272647
03/10/2010
128,000.00 03/01/2010
0001272713
10/13/2009
518,400.00 10/01/2009
0001272912
11/10/2009
330,000.00 11/01/2009
0001272913
04/14/2010
212,800.00 04/01/2010
0001272934
11/10/2009
444,000.00 11/01/2009
0001272947
04/15/2009
292,000.00 03/25/2009
0001274445
08/14/2008
207,000.00 08/01/2008
0001274447
08/11/2010
270,000.00 08/01/2010
0001274474
11/10/2009
236,000.00 10/22/2009
0001274503
01/11/2010
208,000.00 01/01/2010
Total
Capitalized
Amount
Total
Capitalized
Reimb.
Amount
Total
Forgiveness
(19,374.69)
(21,824.37)
18,223.62
4,998.63
5,875.18
42,101.87
(1,179.01)
(18,253.99)
(5,006.96)
(5,338.03)
(42,101.87)
(14,164.45)
(5,001.17)
359.83
(4,032.57)
500.07
No of
Times
Loan
Modified
No of
Months
Delinq.
Loan Status
Next Due
Date
Pre Mod
Post Mod
Pre Mod
Post Mod
Current Values
5
0
5
0
18
No Action
No Action
No Action
No Action
No Action
07/01/2008
01/01/2009
09/01/2009
03/01/2010
07/01/2010
6.875
6.875
6.875
5.000
5.000
2
0
No Action
No Action
INACTIVE
12/01/2009
03/01/2010
7.250
5.000
772.95 03/01/2036
772.95 03/01/2036
Pre Mod
Post Mod
Current Values
Pre Mod
Post Mod
Current Values
3
0
7
No Action
No Action
Foreclosure
06/01/2009
10/01/2009
06/01/2011
7.125
2.000
2.500
Pre Mod
Post Mod
Current Values
2
0
0
No Action
No Action
No Action
08/01/2009
11/01/2009
01/01/2012
Pre Mod
Post Mod
Current Values
1
0
0
No Action
No Action
No Action
Pre Mod
Post Mod
Current Values
10
0
(1)
Pre Mod
Post Mod
Current Values
Interest
Rate
Payment
Amount
2,979.17
3,666.06
3,666.06
3,167.71
3,167.71
Maturity
Date
01/01/2036
01/01/2036
01/01/2036
01/01/2036
01/01/2036
Balloon
Amount
Balloon
Date
*
*
*
*
*
*
6,293.69 01/01/2036
6,293.69 01/01/2036
Scheduled
Balance
520,000.00
539,374.69
531,625.26
552,497.03
532,596.18
*
*
*
*
127,935.77
129,114.78
3,075.69 02/01/2036
893.72 02/01/2036
1,117.15 02/01/2036
*
*
N/A
*
*
N/A
518,010.45
536,234.07
536,188.89
7.625
2.000
4.000
2,096.88 02/01/2036
1,364.54 02/01/2036
1,690.75 02/01/2036
*
*
N/A
*
*
N/A
330,000.00
334,192.42
313,234.40
02/01/2010
04/01/2010
01/01/2012
7.500
2.000
2.000
1,330.00 02/01/2036
901.61 02/01/2036
901.61 02/01/2036
*
*
N/A
*
*
N/A
212,800.00
218,138.03
206,648.72
Foreclosure
No Action
No Action
12/01/2008
11/01/2009
02/01/2012
7.000
2.500
2.500
2,590.00 02/01/2036
1,012.71 02/01/2036
1,012.71 02/01/2036
*
*
N/A
*
*
N/A
444,000.00
486,101.87
479,987.08
6
0
Foreclosure
No Action
INACTIVE
09/01/2008
04/01/2009
7.625
2.000
1,855.34 02/01/2036
1,229.40 02/01/2036
*
*
*
*
291,988.06
306,152.51
*
0
*
No Action
INACTIVE
*
08/01/2008
*
5.500
*
1,247.52
*
*
*
*
*
212,000.85
Pre Mod
Post Mod
Current Values
Pre Mod
Post Mod
Current Values
12
0
(1)
Loss Mitigation
No Action
No Action
07/01/2009
08/01/2010
02/01/2012
7.125
4.875
4.875
1,592.60 02/01/2036
1,592.60 02/01/2036
1,449.50 02/01/2036
*
*
N/A
*
*
N/A
268,227.35
293,362.18
285,955.00
Pre Mod
Post Mod
Current Values
2
0
16
No Action
No Action
Foreclosure
08/01/2009
11/01/2009
09/01/2010
6.500
2.000
4.000
1,260.46 02/01/2036
966.60 02/01/2036
1,197.68 02/01/2036
*
*
N/A
*
*
N/A
232,700.00
236,732.57
221,691.26
Pre Mod
Post Mod
Current Values
14
0
0
No Action
No Action
No Action
10/01/2008
01/01/2010
01/01/2012
6.375
4.000
4.000
1,356.60 02/01/2036
1,190.78 02/01/2036
1,190.78 02/01/2036
*
*
N/A
*
*
N/A
208,000.00
230,380.04
219,654.51
Page 46
*
*
20-Jan-2012
10:00:38AM
Mod Appr
Date/Mod
Effective
Date
1 - Aggregate
0001278605
07/13/2010
228,000.00 07/01/2010
0001279155
06/11/2009
328,000.00 06/01/2009
0001280342
06/11/2009
560,000.00 06/01/2009
0001280402
12/14/2010
203,600.00 12/01/2010
0001280412
06/13/2011
376,000.00 04/01/2010
0001281169
12/08/2009
720,000.00 12/01/2009
0001281551
01/15/2009
675,000.00 12/17/2008
0001281554
02/15/2010
595,000.00 01/01/2010
0001281561
12/09/2008
231,900.00 11/06/2008
0001281562
04/15/2009
576,000.00 03/23/2009
0001281719
06/17/2009
604,000.00 05/19/2009
0001282686
02/16/2009
336,000.00 01/12/2009
Total
Capitalized
Amount
4,606.61
22,940.56
Total
Capitalized
Reimb.
Amount
(14,775.58)
(4,834.53)
(84,002.02)
0.00
29.37
52.04
(7,339.92)
(9,892.60)
(18,190.38)
(28,310.69)
(23,645.78)
(14,632.36)
Total
Forgiveness
No of
Times
Loan
Modified
No of
Months
Delinq.
Loan Status
Next Due
Date
Pre Mod
Post Mod
Current Values
6
0
0
Loss Mitigation
No Action
No Action
12/01/2009
07/01/2010
01/01/2012
6.375
5.125
5.125
Pre Mod
Post Mod
Current Values
1
0
0
No Action
No Action
No Action
04/01/2009
06/01/2009
01/01/2012
Pre Mod
Post Mod
Current Values
19
0
16
No Action
No Action
No Action
Pre Mod
Post Mod
Current Values
5
(1)
0
Pre Mod
Post Mod
Current Values
Balloon
Amount
Balloon
Date
1,424.60 03/01/2036
1,424.60 03/01/2036
1,255.27 03/01/2036
*
*
N/A
*
*
N/A
215,998.07
230,271.54
225,197.08
6.625
4.000
4.000
1,805.07 03/01/2036
1,681.95 03/01/2036
1,681.95 03/01/2036
*
*
N/A
*
*
N/A
326,956.67
331,199.11
311,092.69
10/01/2007
06/01/2009
09/01/2010
7.625
5.000
5.000
3,558.33 03/01/2036
3,634.68 03/01/2036
3,634.68 03/01/2036
*
*
N/A
*
*
N/A
560,000.00
642,700.67
611,110.48
Loss Mitigation
No Action
No Action
06/01/2010
01/01/2011
01/01/2012
6.750
4.000
4.000
1,320.55 02/01/2036
1,032.45 05/01/2036
1,032.45 05/01/2036
*
*
N/A
*
*
N/A
191,828.11
197,482.78
192,520.04
23
0
0
No Action
No Action
No Action
06/01/2009
06/01/2011
01/01/2012
4.500
2.000
2.000
2,089.27 02/01/2036
1,157.46 03/01/2050
1,157.46 03/01/2050
*
N/A
*
*
N/A
373,833.72
390,923.01
368,625.88
1
0
No Action
No Action
INACTIVE
10/01/2009
12/01/2009
6.250
5.000
4,433.16 03/01/2036
3,967.39 03/01/2036
*
*
*
*
686,315.88
695,200.15
Pre Mod
Post Mod
Current Values
Pre Mod
Post Mod
Current Values
1
0
2
No Action
No Action
No Action
11/01/2008
01/01/2009
11/01/2011
6.500
4.500
5.000
3,656.25 03/01/2036
2,558.67 03/01/2036
2,842.97 03/01/2036
*
*
N/A
*
*
N/A
674,999.90
682,312.40
682,312.40
Pre Mod
Post Mod
Current Values
4
1
0
No Action
No Action
No Action
09/01/2009
01/01/2010
01/01/2012
6.375
2.500
2.500
3,160.00 02/01/2036
2,637.82 02/01/2036
2,637.82 02/01/2036
*
*
N/A
*
*
N/A
594,823.14
604,715.74
572,284.81
Pre Mod
Post Mod
Current Values
4
1
10
No Action
No Action
Bankruptcy
07/01/2008
11/01/2008
03/01/2011
6.375
2.000
3.000
1,231.97 02/01/2036
416.82 02/01/2036
625.03 02/01/2036
*
*
N/A
*
*
N/A
231,900.00
250,090.38
250,011.19
Pre Mod
Post Mod
Current Values
6
0
22
No Action
No Action
REO
09/01/2008
04/01/2009
03/01/2010
6.250
2.000
4.000
3,000.00 02/01/2036
2,426.69 02/01/2036
3,020.12 02/01/2036
*
*
N/A
*
*
N/A
576,000.00
604,310.69
567,675.27
Pre Mod
Post Mod
Current Values
7
2
19
Foreclosure
No Action
REO
10/01/2008
04/01/2009
06/01/2010
7.375
2.000
4.000
3,709.80 02/01/2036
2,530.80 02/01/2036
3,149.70 02/01/2036
*
*
N/A
*
*
N/A
603,628.85
627,274.63
589,685.03
Pre Mod
Post Mod
Current Values
3
0
0
No Action
No Action
No Action
10/01/2008
02/01/2009
01/01/2012
6.875
2.000
3.000
1,925.00 03/01/2036
584.39 03/01/2036
876.58 03/01/2036
*
*
N/A
*
*
N/A
336,000.00
350,632.36
350,632.36
Page 47
Interest
Rate
Payment
Amount
Maturity
Date
0.00
Scheduled
Balance
20-Jan-2012
10:00:38AM
Mod Appr
Date/Mod
Effective
Date
1 - Aggregate
0001286125
12/09/2009
180,000.00 12/01/2009
0001287038
01/12/2009
228,000.00 01/01/2009
0001287039
01/12/2009
264,000.00 01/01/2009
0001287040
02/16/2009
252,000.00 02/01/2009
0001287383
08/16/2009
585,000.00 07/03/2009
0001291020
03/10/2010
182,000.00 03/01/2010
0040109737
11/13/2008
500,000.00 10/01/2008
0040386390
04/15/2009
505,000.00 03/19/2009
0040456648
07/07/2009
478,000.00 06/25/2009
0040470617
12/09/2009
232,000.00 11/01/2009
0040471107
03/11/2009
584,000.00 02/06/2009
0040502074
12/08/2009
179,120.00 12/01/2009
Total
Capitalized
Amount
2,190.62
11,375.84
2,515.38
Total
Capitalized
Reimb.
Amount
(2,189.52)
(1,404.38)
(1,630.88)
(3,215.88)
(8,560.50)
(18,171.83)
(22,899.78)
(19,791.65)
(31,766.80)
(1,377.67)
(25,397.76)
387.41
Total
Forgiveness
No of
Times
Loan
Modified
No of
Months
Delinq.
Loan Status
Next Due
Date
Pre Mod
Post Mod
Current Values
1
(2)
(1)
No Action
No Action
No Action
10/01/2009
02/01/2010
02/01/2012
6.875
4.000
2.000
Pre Mod
Post Mod
Current Values
1
0
20
Loss Mitigation
Loss Mitigation
REO
11/01/2008
01/01/2009
05/01/2010
Pre Mod
Post Mod
Current Values
1
0
20
No Action
No Action
REO
2
0
Pre Mod
Post Mod
Current Values
Pre Mod
Post Mod
Current Values
Balloon
Amount
Balloon
Date
1,019.38 03/01/2036
600.39 03/01/2036
779.57 03/01/2036
*
*
N/A
*
*
N/A
177,927.86
180,117.38
175,896.80
8.125
6.625
6.625
1,730.41 03/01/2036
1,518.87 03/01/2036
1,518.87 03/01/2036
*
*
N/A
*
*
N/A
228,000.00
229,404.38
219,383.88
11/01/2008
01/01/2009
05/01/2010
8.125
6.625
6.625
2,003.63 03/01/2036
1,758.72 03/01/2036
1,758.72 03/01/2036
*
*
N/A
*
*
N/A
264,000.00
265,630.88
254,028.14
No Action
No Action
INACTIVE
11/01/2008
02/01/2009
8.125
6.875
1,912.55 03/01/2036
1,678.00 03/01/2036
*
*
*
*
252,000.00
255,215.88
3
0
7
No Action
No Action
Foreclosure
04/01/2009
08/01/2009
06/01/2011
6.750
2.000
4.000
3,290.63 03/01/2036
2,400.46 03/01/2036
2,983.73 03/01/2036
*
*
N/A
*
*
N/A
585,000.00
593,560.50
553,979.59
Pre Mod
Post Mod
Current Values
13
0
14
Loss Mitigation
No Action
REO
01/01/2009
03/01/2010
11/01/2010
7.250
4.875
4.875
1,164.20 03/01/2036
1,164.20 03/01/2036
1,105.62 03/01/2036
*
*
*
03/01/2036
03/01/2036
03/01/2036
177,606.55
195,335.71
188,169.24
Pre Mod
Post Mod
Current Values
9
1
1
No Action
No Action
No Action
01/01/2008
10/01/2008
12/01/2011
6.500
6.500
6.500
2,706.30 02/01/2036
3,415.84 02/01/2036
3,415.84 02/01/2036
*
*
N/A
*
*
N/A
499,623.97
521,814.21
496,352.09
Pre Mod
Post Mod
Current Values
4
0
0
No Action
No Action
No Action
11/01/2008
04/01/2009
01/01/2012
6.250
2.000
4.000
2,630.21 09/01/2035
2,132.50 09/01/2035
2,645.64 09/01/2035
*
*
N/A
*
*
N/A
505,000.00
524,791.65
485,228.06
Pre Mod
Post Mod
Current Values
4
0
0
Foreclosure
No Action
No Action
02/01/2009
07/01/2009
01/01/2012
6.625
2.000
4.000
2,638.96 12/01/2035
2,071.45 12/01/2035
2,569.89 12/01/2035
*
*
N/A
*
*
N/A
478,000.00
509,766.80
472,046.48
Pre Mod
Post Mod
Current Values
2
0
0
No Action
No Action
No Action
09/01/2009
12/01/2009
01/01/2012
6.500
2.000
4.000
1,255.26 12/01/2035
958.81 12/01/2035
1,186.51 12/01/2035
*
*
N/A
*
*
N/A
231,740.13
233,117.80
218,854.47
Pre Mod
Post Mod
Current Values
7
0
16
No Action
No Action
REO
07/01/2008
03/01/2009
09/01/2010
6.375
2.000
3.000
3,102.50 02/01/2036
1,015.66 02/01/2036
1,523.49 02/01/2036
*
*
N/A
*
*
N/A
584,000.00
609,397.76
609,397.76
4
0
No Action
No Action
INACTIVE
07/01/2009
12/01/2009
3.250
3.250
485.12 01/01/2036
872.10 01/01/2036
*
*
*
*
179,120.00
183,741.96
Pre Mod
Post Mod
Current Values
Page 48
Interest
Rate
Payment
Amount
Maturity
Date
Scheduled
Balance
20-Jan-2012
10:00:38AM
Mod Appr
Date/Mod
Effective
Date
1 - Aggregate
0040504312
07/07/2009
608,000.00 06/03/2009
0040514141
08/15/2009
390,000.00 07/08/2009
0040521036
09/16/2008
424,000.00 08/07/2008
3000794997
10/13/2010
168,000.00 10/01/2010
3000801203
11/10/2009
116,700.00 10/01/2009
3000822212
09/13/2009
228,000.00 09/01/2009
3000839882
06/11/2009
126,400.00 06/01/2009
3000840607
06/17/2009
88,000.00 05/29/2009
3000842224
05/16/2011
371,162.00 04/14/2011
3000842727
02/15/2010
161,600.00 01/20/2010
3000842963
11/12/2010
144,000.00 11/01/2010
3000848269
03/10/2010
244,800.00 03/01/2010
Total
Capitalized
Amount
7,091.79
1,525.56
31,165.67
3,521.45
Total
Capitalized
Reimb.
Amount
(11,482.33)
(5,209.64)
(32,589.59)
(249.37)
(1,238.59)
(31,165.67)
7.13
(2,090.76)
196,964.30
(6,529.91)
714.20
(3,530.25)
Total
Forgiveness
No of
Times
Loan
Modified
No of
Months
Delinq.
Loan Status
Next Due
Date
Pre Mod
Post Mod
Current Values
1
(1)
16
No Action
No Action
Bankruptcy
05/01/2009
08/01/2009
09/01/2010
6.500
4.000
2.000
3
1
No Action
No Action
INACTIVE
04/01/2009
07/01/2009
Pre Mod
Post Mod
Current Values
Pre Mod
Post Mod
Current Values
*
0
11
*
No Action
Foreclosure
Pre Mod
Post Mod
Current Values
2
0
(1)
Pre Mod
Post Mod
Current Values
Balloon
Amount
Balloon
Date
3,284.41 02/01/2036
2,059.45 02/01/2036
2,646.01 02/01/2036
*
*
N/A
*
*
N/A
606,352.33
617,834.66
606,463.50
6.000
2.000
1,950.00 02/01/2036
1,602.11 02/01/2036
*
*
*
*
390,000.00
395,209.64
*
09/01/2008
02/01/2011
*
2.000
4.000
*
*
760.71
*
1,521.41 02/01/2036
*
*
N/A
*
*
N/A
*
456,423.16
456,423.08
Loss Mitigation
No Action
No Action
07/01/2010
10/01/2010
02/01/2012
7.250
4.500
4.500
1,209.20 09/01/2035
1,209.20 09/01/2035
944.76 09/01/2035
*
*
N/A
*
*
N/A
167,486.52
169,664.64
163,925.22
1
(1)
1
No Action
No Action
No Action
09/01/2009
12/01/2009
12/01/2011
7.000
2.000
4.000
680.53 09/01/2035
485.94 09/01/2035
600.58 09/01/2035
*
*
N/A
*
*
N/A
116,621.99
117,569.01
110,150.40
Pre Mod
Post Mod
Current Values
16
(1)
0
No Action
No Action
No Action
04/01/2008
10/01/2009
01/01/2012
6.500
2.000
2.000
1,235.00 01/01/2036
431.94 01/01/2036
431.94 01/01/2036
*
*
N/A
*
*
N/A
228,000.00
259,165.67
258,983.70
1
0
No Action
No Action
INACTIVE
04/01/2009
06/01/2009
8.750
4.625
1,018.00 01/01/2036
697.55 01/01/2036
*
*
*
*
126,294.19
127,932.20
Pre Mod
Post Mod
Current Values
4
1
Foreclosure
No Action
INACTIVE
01/01/2009
05/01/2009
7.125
2.000
522.50 12/01/2035
363.97 12/01/2035
*
*
*
*
87,911.92
89,785.23
Pre Mod
Post Mod
Current Values
Pre Mod
Post Mod
Current Values
29
0
(1)
Bankruptcy
Bankruptcy
No Action
11/01/2008
05/01/2011
02/01/2012
6.375
6.375
6.375
1,971.73 01/01/2036
1,971.73 01/01/2036
1,168.96 01/01/2036
*
*
N/A
*
*
N/A
371,150.00
174,185.70
172,173.08
Pre Mod
Post Mod
Current Values
4
(3)
0
No Action
No Action
No Action
09/01/2009
05/01/2010
01/01/2012
8.000
4.000
4.000
1,077.33 12/01/2035
868.55 12/01/2035
868.55 12/01/2035
*
*
N/A
*
*
N/A
161,491.90
167,691.57
160,089.15
Pre Mod
Post Mod
Current Values
6
(2)
(1)
Loss Mitigation
No Action
No Action
04/01/2010
01/01/2011
02/01/2012
7.875
2.500
3.500
1,092.64 12/01/2035
1,092.64 12/01/2035
735.76 12/01/2035
*
*
N/A
*
*
N/A
144,000.00
147,785.87
142,905.04
Pre Mod
Post Mod
Current Values
1
0
0
No Action
No Action
No Action
01/01/2010
03/01/2010
01/01/2012
7.375
3.000
3.000
1,504.50 12/01/2035
620.53 12/01/2035
620.53 12/01/2035
*
*
N/A
*
*
N/A
244,692.55
248,214.00
248,214.00
Page 49
Interest
Rate
Payment
Amount
Maturity
Date
Scheduled
Balance
20-Jan-2012
10:00:38AM
Mod Appr
Date/Mod
Effective
Date
1 - Aggregate
3000850934
04/15/2009
332,000.00 03/23/2009
3000851446
08/11/2010
285,200.00 08/01/2010
3000852125
04/15/2009
335,792.00 03/20/2009
3000853040
08/14/2008
390,000.00 08/01/2008
3000854411
02/16/2009
279,199.00 01/13/2009
3000854543
04/15/2009
76,000.00 03/13/2009
3000854784
06/13/2011
56,000.00 06/01/2011
3000854807
04/14/2010
59,360.00 04/01/2010
3000855153
10/13/2009
98,750.00 10/01/2009
3000856488
11/17/2008
102,250.00 10/10/2008
3000857372
06/16/2010
268,000.00 04/01/2010
3000857495
06/16/2010
518,400.00 05/01/2010
Total
Capitalized
Amount
7,902.35
878.04
1,545.50
76,546.04
Total
Capitalized
Reimb.
Amount
(18,287.52)
765.11
(13,085.94)
(10,167.28)
(2,477.29)
(5,963.39)
0.00
(729.46)
(1,548.07)
(1,342.04)
621.96
(76,673.62)
Total
Forgiveness
No of
Times
Loan
Modified
No of
Months
Delinq.
Loan Status
Next Due
Date
Interest
Rate
Payment
Amount
Maturity
Date
Balloon
Amount
Balloon
Date
Scheduled
Balance
7
0
No Action
No Action
INACTIVE
08/01/2008
04/01/2009
6.750
2.000
1,867.50 12/01/2035
1,413.27 12/01/2035
*
*
*
*
332,000.00
350,287.52
Pre Mod
Post Mod
Current Values
Pre Mod
Post Mod
Current Values
24
0
3
Loss Mitigation
No Action
Bankruptcy
07/01/2008
08/01/2010
10/01/2011
6.375
4.875
4.875
1,887.39 01/01/2036
1,514.37 01/01/2036
1,923.16 01/01/2036
*
*
N/A
*
*
N/A
285,058.25
335,928.28
326,119.70
4
0
No Action
No Action
INACTIVE
11/01/2008
04/01/2009
6.500
2.000
1,818.87 02/01/2036
1,396.87 02/01/2036
*
*
*
*
335,610.14
347,858.56
Pre Mod
Post Mod
Current Values
Pre Mod
Post Mod
Current Values
*
0
1
*
No Action
No Action
*
08/01/2008
12/01/2011
*
7.200
7.200
*
*
2,793.69
*
2,793.68 12/01/2035
*
*
N/A
*
*
N/A
*
400,167.28
381,828.47
Pre Mod
Post Mod
Current Values
1
0
1
No Action
No Action
No Action
12/01/2008
02/01/2009
12/01/2011
6.750
2.000
3.000
1,570.15 01/01/2036
1,128.24 01/01/2036
1,262.28 01/01/2036
*
*
N/A
*
*
N/A
279,138.01
281,615.30
258,923.05
4
0
No Action
No Action
INACTIVE
11/01/2008
04/01/2009
8.375
2.000
530.42 01/01/2036
329.91 01/01/2036
*
*
*
*
76,000.00
81,963.39
Pre Mod
Post Mod
Current Values
10
(1)
1
No Action
No Action
No Action
07/01/2010
07/01/2011
12/01/2011
8.875
5.000
5.000
464.99 01/01/2036
308.04 05/01/2051
308.04 05/01/2051
Pre Mod
Post Mod
Current Values
N/A
*
*
N/A
55,979.29
63,839.77
63,541.78
Pre Mod
Post Mod
Current Values
3
0
2
No Action
No Action
No Action
12/01/2009
04/01/2010
11/01/2011
8.875
2.000
2.000
439.02 01/01/2036
248.98 01/01/2036
248.98 01/01/2036
*
*
N/A
*
*
N/A
59,360.00
60,089.46
56,911.34
Pre Mod
Post Mod
Current Values
1
0
0
No Action
No Action
No Action
08/01/2009
10/01/2009
01/01/2012
7.625
2.000
3.000
627.47 12/01/2035
167.14 12/01/2035
250.71 12/01/2035
*
*
N/A
*
*
N/A
98,740.00
100,285.50
100,285.50
Pre Mod
Post Mod
Current Values
2
0
0
No Action
No Action
No Action
08/01/2008
11/01/2008
01/01/2012
7.875
2.000
3.000
671.02 01/01/2036
172.65 01/01/2036
258.95 01/01/2036
*
*
N/A
*
*
N/A
102,250.00
103,592.04
103,579.09
Pre Mod
Post Mod
Current Values
16
(1)
0
No Action
No Action
No Action
01/01/2009
07/01/2010
01/01/2012
6.750
2.000
2.000
1,824.53 02/01/2036
1,824.53 02/01/2036
1,068.63 02/01/2036
*
*
N/A
*
*
N/A
267,999.45
289,115.58
275,771.19
Pre Mod
Post Mod
Current Values
16
0
0
Foreclosure
No Action
No Action
01/01/2009
06/01/2010
01/01/2012
6.375
2.000
2.000
2,753.26 01/01/2036
991.35 01/01/2036
991.35 01/01/2036
*
*
N/A
*
*
N/A
518,261.63
594,807.67
590,444.10
Page 50
0.00
20-Jan-2012
10:00:38AM
Mod Appr
Date/Mod
Effective
Date
1 - Aggregate
3000857890
03/11/2009
168,000.00 02/12/2009
3000857901
02/15/2010
359,650.00 01/01/2010
3000857915
03/11/2009
163,800.00 02/20/2009
3000858405
148,800.00
3000858405
148,800.00
04/17/2009
04/01/2009
01/18/2011
01/01/2011
3000858979
08/16/2009
215,200.00 07/06/2009
3000859011
05/13/2009
164,000.00 05/01/2009
3000859367
05/12/2010
143,200.00 04/01/2010
3000860234
06/17/2009
230,732.00 05/21/2009
3000861482
04/15/2009
139,920.00 03/09/2009
3000861510
299,920.00
3000861510
299,920.00
06/11/2009
06/01/2009
10/13/2010
10/01/2010
3000861754
12/09/2009
92,000.00 11/01/2009
Total
Capitalized
Amount
Total
Capitalized
Reimb.
Amount
(1,893.05)
(33,900.00)
(5,302.46)
Total
Forgiveness
0.00
(172.80)
(96.77)
(2,643.14)
(5,899.52)
1
0
24
No Action
No Action
Foreclosure
01/01/2009
03/01/2009
01/01/2010
6.375
3.000
4.000
Pre Mod
Post Mod
Current Values
12
1
0
Foreclosure
No Action
No Action
01/01/2009
01/01/2010
01/01/2012
Pre Mod
Post Mod
Current Values
4
0
23
No Action
No Action
Foreclosure
Pre Mod
Post Mod
Pre Mod
Post Mod
Current Values
4
0
11
(1)
1
Pre Mod
Post Mod
Current Values
Balloon
Date
892.50 01/01/2036
424.72 01/01/2036
566.29 01/01/2036
*
*
N/A
*
*
N/A
167,994.10
169,887.15
169,887.15
6.125
6.125
5.300
2,306.87 01/01/2036
2,008.74 01/01/2036
2,369.96 01/01/2036
*
*
N/A
*
*
N/A
359,650.00
393,550.00
385,781.73
10/01/2008
03/01/2009
02/01/2010
6.375
3.000
4.000
870.19 01/01/2036
422.46 01/01/2036
561.98 01/01/2036
*
*
N/A
*
*
N/A
163,682.78
168,985.24
168,593.57
No Action
No Action
No Action
No Action
No Action
11/01/2008
04/01/2009
01/01/2010
02/01/2011
12/01/2011
7.625
5.000
5.000
2.000
2.000
945.50
818.31
818.31
505.58
505.58
0
0
0
No Action
No Action
No Action
07/01/2009
08/01/2009
01/01/2012
7.125
3.000
4.000
1,274.72 01/01/2036
556.03 01/01/2036
740.61 01/01/2036
*
*
N/A
*
*
N/A
214,690.28
222,412.22
222,183.29
Pre Mod
Post Mod
Current Values
0
0
0
No Action
No Action
No Action
04/01/2009
05/01/2009
01/01/2012
7.625
4.750
4.750
1,042.08 01/01/2036
863.50 04/01/2039
863.50 04/01/2039
*
*
N/A
*
*
N/A
164,000.00
163,958.47
156,656.27
Pre Mod
Post Mod
Current Values
14
(1)
0
No Action
No Action
No Action
02/01/2009
06/01/2010
01/01/2012
6.875
5.000
5.000
941.47 01/01/2036
941.47 01/01/2036
844.70 01/01/2036
*
*
N/A
*
*
N/A
136,205.73
149,585.50
144,886.35
1
0
No Action
No Action
INACTIVE
04/01/2009
06/01/2009
7.625
2.000
1,463.32 01/01/2036
942.04 01/01/2036
*
*
*
*
230,293.24
232,936.38
Pre Mod
Post Mod
Current Values
Pre Mod
Post Mod
Current Values
5
0
2
No Action
No Action
No Action
10/01/2008
04/01/2009
11/01/2011
6.625
2.000
3.000
772.48 01/01/2036
243.03 01/01/2036
364.53 01/01/2036
*
*
N/A
*
*
N/A
139,916.22
145,815.74
145,811.79
Pre Mod
Post Mod
Pre Mod
Post Mod
Current Values
2
0
1
(1)
0
No Action
No Action
Loss Mitigation
Loss Mitigation
No Action
03/01/2009
06/01/2009
08/01/2010
11/01/2010
01/01/2012
7.625
4.875
4.875
2.875
3.875
*
*
*
*
N/A
*
*
*
*
N/A
299,920.00
313,186.44
307,211.41
310,807.01
302,207.74
3
0
No Action
No Action
INACTIVE
08/01/2009
12/01/2009
7.250
2.000
*
*
*
*
91,997.68
93,520.28
Pre Mod
Post Mod
Current Values
(13,707.46)
0.00
(1,752.98)
Pre Mod
Post Mod
Current Values
Balloon
Amount
1,977.15
Next Due
Date
Loan Status
(5,249.90)
(7,721.94)
No of
Months
Delinq.
7,721.94
No of
Times
Loan
Modified
Page 51
Interest
Rate
Payment
Amount
1,905.74
1,659.45
1,659.45
1,331.32
1,496.92
Maturity
Date
01/01/2036
01/01/2036
01/01/2036
01/01/2036
01/01/2036
01/01/2036
05/01/2039
05/01/2039
05/01/2039
05/01/2039
555.83 01/01/2036
383.71 01/01/2036
*
*
*
*
*
*
50,827.00 01/01/2036
50,827.00 01/01/2036
Scheduled
Balance
148,800.00
154,049.90
150,377.97
163,946.59
160,669.63
20-Jan-2012
10:00:38AM
Mod Appr
Date/Mod
Effective
Date
1 - Aggregate
3000861961
06/16/2010
264,000.00 05/01/2010
3000862147
04/14/2011
216,400.00 04/01/2011
3000862148
03/10/2010
138,320.00 03/01/2010
3000862830
12/08/2009
185,600.00 12/01/2009
3000863795
04/15/2009
273,750.00 03/19/2009
3000865098
10/11/2009
168,800.00 09/01/2009
3000865537
09/11/2009
141,636.00 09/01/2009
3000865747
06/13/2011
159,920.00 06/01/2011
3000866292
08/17/2010
144,800.00 08/01/2010
3000866942
06/17/2009
140,400.00 05/22/2009
3000867541
253,712.00
3000867541
253,712.00
02/14/2008
02/01/2008
07/13/2010
07/01/2010
Total
Capitalized
Amount
40,329.93
3,634.68
8,793.17
5,018.94
3,471.54
Total
Capitalized
Reimb.
Amount
(446.65)
Total
Forgiveness
325.63
(6,856.45)
(2,807.43)
(8,807.83)
25.10
(3,471.54)
(4,597.72)
No of
Months
Delinq.
Loan Status
Next Due
Date
Pre Mod
Post Mod
Current Values
14
0
0
No Action
No Action
No Action
03/01/2009
06/01/2010
01/01/2012
6.750
2.000
2.000
Pre Mod
Post Mod
Current Values
20
0
0
No Action
No Action
No Action
07/01/2009
04/01/2011
01/01/2012
Pre Mod
Post Mod
Current Values
2
0
0
No Action
No Action
No Action
7
0
Pre Mod
Post Mod
Current Values
Pre Mod
Post Mod
Current Values
Balloon
Amount
Balloon
Date
1,712.93 01/01/2036
1,712.93 01/01/2036
1,099.81 01/01/2036
*
*
N/A
*
*
N/A
250,406.81
279,190.47
264,852.78
7.375
4.000
4.000
1,494.55 01/01/2036
1,189.10 03/01/2041
1,189.10 03/01/2041
*
*
N/A
*
*
N/A
204,010.03
248,711.57
245,365.14
12/01/2009
03/01/2010
01/01/2012
7.500
2.000
2.000
967.15 01/01/2036
967.15 01/01/2036
508.38 01/01/2036
*
*
N/A
*
*
N/A
132,443.97
135,296.26
126,932.32
No Action
No Action
INACTIVE
04/01/2009
12/01/2009
6.875
4.500
1,063.33 01/01/2036
1,021.63 01/01/2036
*
*
*
*
185,600.00
194,974.88
3
0
No Action
No Action
INACTIVE
12/01/2008
04/01/2009
7.000
2.000
1,596.88 01/01/2036
1,129.14 01/01/2036
*
*
*
*
273,670.16
280,526.61
3
0
No Action
No Action
INACTIVE
06/01/2009
10/01/2009
8.375
2.000
1,178.01 01/01/2036
700.65 01/01/2036
*
*
*
*
168,789.18
171,596.61
Pre Mod
Post Mod
Current Values
Pre Mod
Post Mod
Current Values
2
0
0
No Action
No Action
No Action
06/01/2009
09/01/2009
01/01/2012
9.000
2.000
4.000
1,062.27 01/01/2036
611.06 01/01/2036
757.61 01/01/2036
*
*
N/A
*
*
N/A
141,582.89
150,015.63
140,119.49
5
0
0
Loss Mitigation
No Action
No Action
12/01/2010
06/01/2011
01/01/2012
7.875
5.000
5.000
1,159.00 01/01/2036
757.69 05/01/2051
757.69 05/01/2051
Pre Mod
Post Mod
Current Values
N/A
*
*
N/A
151,132.53
157,029.01
156,296.09
Pre Mod
Post Mod
Current Values
2
0
0
No Action
No Action
No Action
05/01/2010
08/01/2010
01/01/2012
6.875
4.000
4.000
829.58 01/01/2036
494.24 01/01/2036
494.24 01/01/2036
*
*
N/A
*
*
N/A
144,800.00
148,271.54
148,235.82
Pre Mod
Post Mod
Current Values
3
0
0
No Action
No Action
No Action
02/01/2009
06/01/2009
01/01/2012
7.000
2.000
4.000
819.00 01/01/2036
586.40 01/01/2036
728.42 01/01/2036
*
*
N/A
*
*
N/A
140,400.00
144,997.72
134,720.00
Pre Mod
Post Mod
Pre Mod
Post Mod
Current Values
*
0
5
0
0
*
No Action
Loss Mitigation
No Action
No Action
*
02/01/2008
01/01/2010
07/01/2010
01/01/2012
*
6.500
6.500
5.000
5.000
*
*
1,603.63
*
1,699.50 01/01/2036
1,543.45 01/01/2036
1,543.45 01/01/2036
*
*
*
*
N/A
*
*
*
*
N/A
*
262,104.47
253,670.30
266,643.62
258,577.90
150.70
(3,598.70)
No of
Times
Loan
Modified
0.00
176.56
56.08
Page 52
Interest
Rate
Payment
Amount
Maturity
Date
0.00
Scheduled
Balance
20-Jan-2012
10:00:38AM
Mod Appr
Date/Mod
Effective
Date
1 - Aggregate
3000868906
06/17/2009
209,000.00 05/06/2009
3000869010
02/15/2010
172,500.00 02/01/2010
3000869426
08/17/2010
106,400.00 08/01/2010
3000869493
04/17/2009
118,650.00 04/01/2009
3000869608
08/16/2009
157,520.00 07/30/2009
3000870904
07/13/2010
184,000.00 07/01/2010
3000872205
04/15/2010
53,990.00 03/01/2010
3000873479
05/08/2009
316,000.00 04/15/2009
3000875991
09/15/2010
170,000.00 06/01/2010
3000876643
04/14/2011
233,000.00 03/01/2011
3000880679
01/11/2010
84,000.00 01/01/2010
3000882071
01/13/2011
99,200.00 01/01/2011
Total
Capitalized
Amount
5,325.92
6,408.09
21,006.61
Total
Capitalized
Reimb.
Amount
(2,911.19)
(4,526.62)
(5,325.92)
(5,965.11)
(6,020.36)
422.32
(11.88)
(5,257.26)
414.35
Total
Forgiveness
2.84
No of
Months
Delinq.
Loan Status
Next Due
Date
Pre Mod
Post Mod
Current Values
1
0
0
No Action
No Action
No Action
04/01/2009
06/01/2009
01/01/2012
7.375
3.000
3.500
Pre Mod
Post Mod
Current Values
3
0
7
Loss Mitigation
No Action
Foreclosure
10/01/2009
02/01/2010
06/01/2011
Pre Mod
Post Mod
Current Values
3
0
2
No Action
No Action
No Action
Pre Mod
Post Mod
Current Values
2
0
0
Pre Mod
Post Mod
Current Values
Balloon
Amount
Balloon
Date
1,284.48 01/01/2036
964.82 01/01/2036
1,017.93 01/01/2036
*
*
N/A
*
*
N/A
209,000.00
211,911.19
198,099.88
7.375
4.725
4.725
1,057.03 01/01/2036
985.30 01/01/2036
985.30 01/01/2036
*
*
N/A
*
*
N/A
171,991.47
176,518.09
168,922.96
04/01/2010
08/01/2010
11/01/2011
8.375
3.125
3.125
742.58 03/01/2036
290.95 03/01/2036
290.95 03/01/2036
*
*
N/A
*
*
N/A
106,400.00
111,725.92
111,331.01
No Action
No Action
No Action
01/01/2009
04/01/2009
01/01/2012
8.000
8.000
8.000
894.95 01/01/2036
942.44 01/01/2036
942.44 01/01/2036
*
*
N/A
*
*
N/A
118,650.00
124,615.11
120,508.35
4
0
Foreclosure
No Action
INACTIVE
03/01/2009
08/01/2009
8.750
2.000
1,142.43 02/01/2036
659.54 02/01/2036
*
*
*
*
156,676.13
162,696.49
Pre Mod
Post Mod
Current Values
14
0
6
Loss Mitigation
No Action
Bankruptcy
04/01/2009
07/01/2010
07/01/2011
6.500
4.000
4.000
1,223.06 01/01/2036
1,223.06 01/01/2036
1,035.46 01/01/2036
*
*
N/A
*
*
N/A
183,941.90
198,434.24
191,507.82
Pre Mod
Post Mod
Current Values
17
0
4
Loss Mitigation
No Action
Bankruptcy
10/01/2008
04/01/2010
09/01/2011
8.625
4.875
4.875
420.25 02/01/2036
420.25 02/01/2036
344.39 02/01/2036
*
*
N/A
*
*
N/A
52,164.92
60,923.84
58,804.37
2
0
No Action
No Action
INACTIVE
02/01/2009
05/01/2009
6.500
3.000
1,710.28 02/01/2036
1,455.54 02/01/2036
*
*
*
*
315,743.26
321,000.52
Pre Mod
Post Mod
Current Values
Pre Mod
Post Mod
Current Values
2
0
0
Loss Mitigation
No Action
No Action
06/01/2010
09/01/2010
01/01/2012
6.250
2.250
3.000
880.39 02/01/2036
880.48 02/01/2036
794.98 02/01/2036
*
*
N/A
*
*
N/A
169,051.70
170,580.21
163,124.59
Pre Mod
Post Mod
Current Values
9
(1)
0
No Action
No Action
No Action
06/01/2010
05/01/2011
01/01/2012
6.750
2.000
2.000
1,307.44 02/01/2036
447.10 02/01/2051
447.10 02/01/2051
*
*
N/A
*
*
N/A
232,434.47
252,923.25
250,103.45
Pre Mod
Post Mod
Current Values
10
0
15
No Action
No Action
REO
02/01/2009
01/01/2010
10/01/2010
7.750
4.000
4.000
542.50 02/01/2036
542.50 02/01/2036
502.98 02/01/2036
*
*
N/A
*
*
N/A
84,000.00
97,629.02
93,200.41
Pre Mod
Post Mod
Current Values
11
(1)
0
No Action
No Action
No Action
01/01/2010
02/01/2011
01/01/2012
7.750
4.750
4.750
710.22 02/01/2036
557.83 02/01/2036
557.83 02/01/2036
*
*
N/A
*
*
N/A
94,231.99
106,022.46
103,214.65
0.00
223.03
No of
Times
Loan
Modified
0.00
Page 53
Interest
Rate
Payment
Amount
Maturity
Date
Scheduled
Balance
20-Jan-2012
10:00:38AM
Mod Appr
Date/Mod
Effective
Date
1 - Aggregate
3000882641
10/19/2009
384,000.00 10/01/2009
3000883751
12/09/2009
110,800.00 10/01/2009
3000888838
03/13/2009
383,200.00 03/01/2009
3274031201
08/15/2009
256,000.00 07/28/2009
2 - Aggregate
0000044896
05/09/2011
244,500.00 05/01/2011
0001158775
200,200.00
0001158775
200,200.00
11/12/2009
10/01/2009
05/16/2011
01/01/2011
0001173311
06/07/2011
320,000.00 05/01/2011
0001178917
05/08/2009
153,600.00 04/02/2009
0001207234
06/17/2009
102,400.00 05/29/2009
0001207297
633,000.00
0001207297
633,000.00
04/17/2009
04/01/2009
01/11/2010
12/01/2009
Total
Capitalized
Amount
6,828.00
5,095.64
19,022.75
*
8,605.33
Total
Capitalized
Reimb.
Amount
(252.80)
(5,981.07)
0.00
(5,104.13)
(23,693.63)
307.52
Total
Forgiveness
(10,436.78)
(1,067.81)
No of
Months
Delinq.
Loan Status
Next Due
Date
Pre Mod
Post Mod
Current Values
2
0
2
No Action
No Action
No Action
07/01/2009
10/01/2009
11/01/2011
7.000
5.375
5.375
Pre Mod
Post Mod
Current Values
4
2
0
Foreclosure
No Action
No Action
07/01/2009
10/01/2009
01/01/2012
1
2
Pre Mod
Post Mod
Current Values
No Action
No Action
INACTIVE
Pre Mod
Post Mod
Current Values
2
0
7
Pre Mod
Post Mod
Current Values
Balloon
Amount
Balloon
Date
2,554.76 02/01/2036
2,554.76 02/01/2036
2,241.25 02/01/2036
*
*
N/A
*
*
N/A
368,667.08
378,485.08
362,853.10
8.875
2.000
4.000
819.16 02/01/2036
477.82 02/01/2036
592.42 02/01/2036
*
*
N/A
*
*
N/A
110,759.03
116,740.10
109,793.32
01/01/2009
01/01/2009
6.625
6.500
2,542.75 02/01/2036
2,542.75 02/01/2036
*
*
*
*
383,200.00
383,200.00
No Action
No Action
Foreclosure
05/01/2009
08/01/2009
06/01/2011
6.750
2.000
4.000
1,440.00 10/01/2035
1,066.08 10/01/2035
1,320.10 10/01/2035
*
*
N/A
*
*
N/A
256,000.00
260,464.72
242,627.16
13
(1)
0
Foreclosure
No Action
No Action
03/01/2010
06/01/2011
01/01/2012
3.375
4.500
4.500
1,128.89 02/01/2036
1,401.21 02/01/2036
1,401.21 02/01/2036
*
*
N/A
*
*
N/A
227,572.83
250,718.65
246,497.53
2
(1)
7
0
8
No Action
No Action
Loss Mitigation
No Action
Foreclosure
08/01/2009
12/01/2009
09/01/2010
05/01/2011
05/01/2011
5.875
5.250
5.250
3.750
3.750
980.15
1,190.13
1,190.13
832.57
832.57
08/01/2035
08/01/2035
08/01/2035
11/01/2050
11/01/2050
*
*
*
Pre Mod
Post Mod
Pre Mod
Post Mod
Current Values
N/A
*
*
*
*
N/A
200,087.25
200,895.30
195,415.40
205,710.41
204,175.91
Pre Mod
Post Mod
Current Values
5
0
0
No Action
No Action
No Action
12/01/2010
06/01/2011
01/01/2012
3.500
2.000
2.000
1,596.23 08/01/2035
544.64 08/01/2035
544.64 08/01/2035
*
*
N/A
*
*
N/A
312,775.94
326,785.81
325,796.42
Pre Mod
Post Mod
Current Values
7
0
1
Foreclosure
No Action
No Action
09/01/2008
05/01/2009
12/01/2011
6.375
2.000
3.000
816.00 08/01/2035
273.36 08/01/2035
410.04 08/01/2035
*
*
N/A
*
*
N/A
153,595.00
164,014.41
164,014.41
Pre Mod
Post Mod
Current Values
2
0
0
No Action
No Action
No Action
03/01/2009
06/01/2009
01/01/2012
6.250
2.000
4.000
533.26 10/01/2035
420.19 10/01/2035
520.97 10/01/2035
*
*
N/A
*
*
N/A
102,339.16
103,157.35
95,677.69
Pre Mod
Post Mod
Pre Mod
Post Mod
Current Values
3
0
6
1
0
No Action
No Action
No Action
No Action
No Action
12/01/2008
04/01/2009
06/01/2009
12/01/2009
01/01/2012
6.250
6.250
6.250
4.000
4.000
46.01
(14,033.22)
No of
Times
Loan
Modified
0.00
(19,204.21)
(28,565.65)
Page 54
Interest
Rate
Payment
Amount
3,897.49
4,020.44
4,020.44
2,702.83
2,702.83
Maturity
Date
10/01/2035
10/01/2035
10/01/2035
10/01/2035
10/01/2035
0.00
*
*
*
*
*
*
348,791.23 10/01/2035
348,791.23 10/01/2035
Scheduled
Balance
605,627.03
623,965.11
617,686.57
645,608.35
631,869.78
20-Jan-2012
10:00:38AM
Mod Appr
Date/Mod
Effective
Date
2 - Aggregate
0001208440
10/11/2009
317,600.00 10/01/2009
0001208468
11/10/2009
324,304.00 10/01/2009
0001208477
03/10/2010
221,700.00 01/01/2010
0001208500
07/15/2011
322,088.00 06/01/2011
0001208646
09/17/2009
151,400.00 09/01/2009
0001210242
10/13/2010
267,000.00 10/01/2010
0001219861
06/16/2010
425,000.00 06/01/2010
0001222241
06/17/2009
396,148.00 05/06/2009
0001225718
01/07/2010
299,200.00 01/01/2010
0001225849
02/14/2011
488,000.00 02/01/2011
0001227163
176,000.00
0001227163
176,000.00
05/13/2009
05/01/2009
06/16/2010
06/01/2010
Total
Capitalized
Amount
8,898.78
7,941.80
34,761.40
19,336.93
Total
Capitalized
Reimb.
Amount
(8,104.26)
(6,321.55)
(6,134.85)
(34,661.21)
16.32
49.86
(463.36)
(10,186.60)
(18,554.88)
929.90
Total
Forgiveness
No of
Times
Loan
Modified
No of
Months
Delinq.
Loan Status
Next Due
Date
Pre Mod
Post Mod
Current Values
2
0
0
No Action
No Action
No Action
07/01/2009
10/01/2009
01/01/2012
6.125
2.000
4.000
Pre Mod
Post Mod
Current Values
3
0
0
No Action
No Action
No Action
07/01/2009
11/01/2009
01/01/2012
Pre Mod
Post Mod
Current Values
6
2
11
Loss Mitigation
Loss Mitigation
Foreclosure
Pre Mod
Post Mod
Current Values
19
0
5
Pre Mod
Post Mod
Current Values
Balloon
Amount
Balloon
Date
1,619.15 10/01/2035
1,338.05 10/01/2035
1,654.78 10/01/2035
*
*
N/A
*
*
N/A
317,221.06
325,325.32
303,929.71
5.875
2.000
4.000
1,587.74 10/01/2035
1,363.19 10/01/2035
1,685.86 10/01/2035
*
*
N/A
*
*
N/A
324,304.00
330,625.55
309,767.39
08/01/2009
01/01/2010
02/01/2011
6.625
3.125
3.125
1,223.97 10/01/2035
1,223.97 10/01/2035
1,223.97 10/01/2035
*
*
N/A
*
*
N/A
221,700.00
227,834.85
227,834.85
No Action
No Action
Foreclosure
11/01/2009
07/01/2011
08/01/2011
5.500
4.875
4.875
1,468.46 10/01/2035
1,683.24 05/01/2051
1,683.24 05/01/2051
*
N/A
*
*
N/A
320,392.17
354,671.73
353,202.56
2
0
(1)
No Action
No Action
Bankruptcy
06/01/2009
09/01/2009
02/01/2012
6.375
5.000
5.000
804.31 10/01/2035
882.42 10/01/2035
882.42 10/01/2035
*
*
N/A
*
*
N/A
151,328.23
154,148.06
146,909.73
Pre Mod
Post Mod
Current Values
4
0
7
No Action
No Action
Foreclosure
05/01/2010
10/01/2010
06/01/2011
6.375
4.000
4.000
1,665.74 11/01/2035
1,365.16 11/01/2035
1,365.16 11/01/2035
*
*
N/A
*
*
N/A
250,159.13
258,808.12
250,314.73
Pre Mod
Post Mod
Current Values
0
0
0
No Action
No Action
No Action
05/01/2010
06/01/2010
01/01/2012
6.250
4.875
4.875
2,616.80 10/01/2035
2,616.80 10/01/2035
2,133.65 10/01/2035
*
*
N/A
*
*
N/A
399,394.33
402,682.23
392,871.05
3
0
No Action
No Action
INACTIVE
02/01/2009
06/01/2009
6.375
2.000
2,101.47 11/01/2035
1,648.80 11/01/2035
*
*
*
*
395,570.41
405,757.01
Pre Mod
Post Mod
Current Values
Pre Mod
Post Mod
Current Values
8
(1)
0
Foreclosure
No Action
No Action
04/01/2009
02/01/2010
01/01/2012
5.750
2.000
4.875
1,432.88 11/01/2035
1,312.67 11/01/2035
1,767.89 11/01/2035
*
*
N/A
*
*
N/A
299,035.95
317,590.83
296,331.77
Pre Mod
Post Mod
Current Values
27
(1)
0
No Action
No Action
No Action
10/01/2008
03/01/2011
01/01/2012
3.000
2.000
2.000
1,212.71 11/01/2035
1,738.37 11/01/2035
1,738.37 11/01/2035
*
*
N/A
*
*
N/A
485,082.34
573,267.60
557,381.63
Pre Mod
Post Mod
Pre Mod
Post Mod
Current Values
8
0
5
0
3
No Action
No Action
No Action
No Action
No Action
08/01/2008
05/01/2009
12/01/2009
06/01/2010
10/01/2011
6.250
6.250
6.250
4.875
4.875
1,083.66
1,157.04
1,157.04
1,048.18
1,048.18
*
*
*
*
N/A
*
*
*
*
N/A
168,348.21
179,571.04
176,832.16
183,695.35
177,198.38
(11,503.06)
29.22
Page 55
Interest
Rate
Payment
Amount
Maturity
Date
11/01/2035
11/01/2035
11/01/2035
11/01/2035
11/01/2035
0.00
Scheduled
Balance
20-Jan-2012
10:00:38AM
Mod Appr
Date/Mod
Effective
Date
2 - Aggregate
0001228145
03/11/2009
566,250.00 02/19/2009
0001230385
04/14/2011
246,400.00 03/01/2011
0001231136
03/16/2011
472,550.00 09/01/2010
0001231138
03/17/2011
499,200.00 03/01/2011
0001232181
07/07/2009
455,400.00 06/25/2009
0001233416
11/15/2009
356,250.00 10/01/2009
0001234338
04/15/2009
508,000.00 03/13/2009
0001235626
09/16/2011
274,500.00 09/01/2011
0001236321
03/16/2011
296,000.00 03/01/2011
0001238824
03/10/2010
440,000.00 03/01/2010
0001238985
12/09/2009
423,200.00 12/01/2009
0001241523
08/16/2009
208,032.00 07/09/2009
Total
Capitalized
Amount
35,260.41
9,572.81
17,944.92
12,235.90
20,076.08
40,683.61
44,493.81
3,249.78
3,758.09
Total
Capitalized
Reimb.
Amount
(23,786.21)
Total
Forgiveness
339,062.20
(21,614.37)
(12,258.84)
(14,397.79)
117,415.71
(3,249.78)
(2,752.91)
Loan Status
Next Due
Date
Pre Mod
Post Mod
Current Values
6
0
7
No Action
No Action
Foreclosure
08/01/2008
03/01/2009
06/01/2011
6.000
2.000
3.000
Pre Mod
Post Mod
Current Values
21
0
0
No Action
No Action
No Action
06/01/2009
04/01/2011
01/01/2012
Pre Mod
Post Mod
Current Values
29
6
16
Bankruptcy
Bankruptcy
Bankruptcy
Pre Mod
Post Mod
Current Values
29
6
16
Pre Mod
Post Mod
Current Values
Balloon
Amount
Balloon
Date
2,829.56 01/01/2036
982.83 01/01/2036
1,474.24 01/01/2036
*
*
N/A
*
*
N/A
565,911.66
589,697.87
589,613.57
6.375
2.000
2.000
1,309.00 11/01/2035
642.78 02/01/2051
642.78 02/01/2051
*
*
N/A
*
*
N/A
246,400.00
280,901.94
277,384.85
09/01/2008
09/01/2010
09/01/2010
6.375
2.630
2.630
2,509.75 11/01/2035
822.00 07/01/2015
821.88 07/01/2015
*
*
N/A
*
*
N/A
472,424.44
375,000.00
375,000.00
Bankruptcy
Bankruptcy
Foreclosure
09/01/2008
09/01/2010
09/01/2010
6.625
2.630
2.630
2,755.24 11/01/2035
351.00 07/01/2015
350.67 07/01/2015
*
*
N/A
*
*
N/A
499,062.20
160,000.00
160,000.00
1
0
20
No Action
No Action
REO
05/01/2009
07/01/2009
05/01/2010
5.875
2.000
4.000
2,229.56 12/01/2035
1,933.58 12/01/2035
2,398.86 12/01/2035
*
*
N/A
*
*
N/A
455,399.70
475,839.49
450,304.15
Pre Mod
Post Mod
Current Values
3
0
0
No Action
No Action
No Action
07/01/2009
11/01/2009
01/01/2012
6.250
2.250
2.250
1,855.47 01/01/2036
690.64 01/01/2036
690.64 01/01/2036
*
*
N/A
*
*
N/A
356,105.00
368,340.90
368,340.90
Pre Mod
Post Mod
Current Values
4
0
5
No Action
No Action
Foreclosure
11/01/2008
04/01/2009
08/01/2011
6.000
2.000
4.000
2,536.17 12/01/2035
2,104.58 12/01/2035
2,615.94 12/01/2035
*
*
N/A
*
*
N/A
507,233.82
521,631.61
482,811.59
Pre Mod
Post Mod
Current Values
11
(1)
(1)
No Action
No Action
No Action
09/01/2010
10/01/2011
02/01/2012
6.375
4.500
4.500
1,458.28 11/01/2035
1,000.92 11/01/2035
1,000.92 11/01/2035
*
*
N/A
*
*
N/A
274,439.63
176,728.87
173,877.62
Pre Mod
Post Mod
Current Values
19
0
0
No Action
No Action
No Action
07/01/2009
03/01/2011
01/01/2012
6.375
2.000
2.000
1,570.56 12/01/2035
1,243.10 02/01/2041
1,243.10 02/01/2041
*
*
N/A
*
*
N/A
295,634.90
335,635.94
327,331.52
Pre Mod
Post Mod
Current Values
11
0
0
Foreclosure
No Action
No Action
03/01/2009
03/01/2010
01/01/2012
6.500
3.750
3.750
2,383.33 12/01/2035
1,514.04 12/01/2035
1,514.04 12/01/2035
*
*
N/A
*
*
N/A
439,999.92
484,493.73
484,493.73
Pre Mod
Post Mod
Current Values
0
(1)
0
No Action
No Action
No Action
11/01/2009
01/01/2010
01/01/2012
6.000
2.750
3.750
2,115.00 12/01/2035
976.82 12/01/2035
1,332.03 12/01/2035
*
*
N/A
*
*
N/A
423,000.00
426,249.78
425,998.08
Pre Mod
Post Mod
Current Values
3
0
0
No Action
No Action
Bankruptcy
04/01/2009
08/01/2009
01/01/2012
5.875
2.000
4.000
1,011.52 12/01/2035
852.78 12/01/2035
1,057.99 12/01/2035
*
*
N/A
*
*
N/A
206,607.86
209,360.77
195,246.31
0.00
106,997.25
357,007.12
67.92
(44,632.85)
No of
Months
Delinq.
58.19
97,424.44
No of
Times
Loan
Modified
0.00
Page 56
Interest
Rate
Payment
Amount
Maturity
Date
Scheduled
Balance
20-Jan-2012
10:00:38AM
Mod Appr
Date/Mod
Effective
Date
2 - Aggregate
0001241671
04/14/2011
413,000.00 04/01/2011
0001243494
12/14/2010
123,500.00 12/01/2010
0001243870
08/16/2010
355,000.00 07/01/2010
0001243927
375,000.00
0001243927
375,000.00
08/17/2009
08/01/2009
04/15/2010
04/01/2010
0001245760
06/13/2011
244,000.00 06/01/2011
0001247557
11/09/2011
300,000.00 10/11/2011
0001247947
11/15/2010
487,500.00 11/01/2010
0001248713
11/17/2008
172,900.00 10/08/2008
0001248854
08/16/2009
338,800.00 07/02/2009
0001249097
07/15/2010
348,000.00 07/01/2010
Total
Capitalized
Amount
50,106.06
4,204.12
13,504.97
6,393.19
*
60,941.96
12,262.50
7,205.30
3,768.32
Total
Capitalized
Reimb.
Amount
Total
Forgiveness
100.86
0.00
(11,655.13)
(7,805.09)
(6,390.09)
(3,768.32)
Next Due
Date
Pre Mod
Post Mod
Current Values
19
0
0
No Action
No Action
No Action
08/01/2009
04/01/2011
01/01/2012
6.250
2.000
2.000
Pre Mod
Post Mod
Current Values
5
(1)
0
Loss Mitigation
No Action
No Action
06/01/2010
01/01/2011
01/01/2012
Pre Mod
Post Mod
Current Values
5
(1)
0
Foreclosure
No Action
No Action
Pre Mod
Post Mod
Pre Mod
Post Mod
Current Values
2
0
1
0
0
Pre Mod
Post Mod
Current Values
Balloon
Amount
Balloon
Date
2,542.91 12/01/2035
1,558.42 06/01/2043
1,558.42 06/01/2043
*
*
N/A
*
*
N/A
383,789.80
443,384.96
434,966.81
6.000
4.000
4.000
615.86 01/01/2036
664.67 05/01/2036
664.67 05/01/2036
*
*
N/A
*
*
N/A
123,171.38
127,135.41
123,909.23
02/01/2010
09/01/2010
01/01/2012
6.125
2.000
2.000
1,811.98 12/01/2035
1,538.32 12/01/2035
1,538.32 12/01/2035
*
*
N/A
*
*
N/A
355,000.00
366,655.13
350,659.43
No Action
No Action
Loss Mitigation
Loss Mitigation
No Action
05/01/2009
08/01/2009
02/01/2010
04/01/2010
01/01/2012
6.125
4.875
4.875
4.000
4.000
1,914.06
2,018.30
2,018.30
1,845.55
1,845.55
*
*
*
*
N/A
*
*
*
*
N/A
374,987.34
380,911.59
377,575.22
381,491.50
369,029.01
24
0
0
No Action
No Action
No Action
05/01/2009
06/01/2011
01/01/2012
6.750
6.750
6.750
1,372.50 12/01/2035
2,120.17 12/01/2035
2,120.17 12/01/2035
N/A
*
*
N/A
243,931.37
304,468.07
301,566.72
Pre Mod
Post Mod
Current Values
11
0
0
Foreclosure
No Action
No Action
11/01/2010
11/01/2011
01/01/2012
3.000
2.000
2.000
749.73 12/01/2035
1,421.43 12/01/2035
1,421.43 12/01/2035
*
*
N/A
*
*
N/A
299,893.19
325,791.86
322,659.35
Pre Mod
Post Mod
Current Values
1
0
0
No Action
No Action
No Action
09/01/2010
11/01/2010
01/01/2012
5.875
3.000
3.000
2,386.72 12/01/2035
1,249.41 12/01/2035
1,249.41 12/01/2035
*
*
N/A
*
*
N/A
487,499.64
499,762.14
499,762.14
Pre Mod
Post Mod
Current Values
6
0
2
No Action
No Action
No Action
04/01/2008
11/01/2008
11/01/2011
6.375
2.000
3.000
918.53 12/01/2035
301.18 12/01/2035
451.42 12/01/2035
*
*
N/A
*
*
N/A
172,900.00
180,705.09
180,566.24
3
0
No Action
No Action
INACTIVE
04/01/2009
08/01/2009
6.000
2.000
1,694.00 12/01/2035
1,402.43 12/01/2035
*
*
*
*
338,746.76
344,299.00
Pre Mod
Post Mod
Current Values
Pre Mod
Post Mod
Current Values
1
0
0
No Action
No Action
No Action
05/01/2010
07/01/2010
01/01/2012
5.500
3.000
3.000
1,595.00 09/01/2035
879.42 09/01/2035
879.42 09/01/2035
*
*
N/A
*
*
N/A
347,999.48
351,767.80
351,767.80
15.02
(12,293.16)
Loan Status
(25,898.67)
No of
Months
Delinq.
0.00
26.08
344.73
No of
Times
Loan
Modified
Page 57
Interest
Rate
Payment
Amount
Maturity
Date
12/01/2035
07/01/2039
07/01/2039
07/01/2039
07/01/2039
*
0.00
Scheduled
Balance
20-Jan-2012
10:00:38AM
Mod Appr
Date/Mod
Effective
Date
09/12/2008
09/01/2008
08/17/2009
08/01/2009
11/12/2010
11/01/2010
10/19/2011
10/01/2011
0001253838
312,000.00
0001253838
312,000.00
04/17/2009
04/01/2009
10/13/2010
09/01/2010
0001254929
432,000.00
0001254929
432,000.00
08/05/2008
07/17/2008
12/08/2011
12/01/2011
0001254936
03/10/2010
428,000.00 03/01/2010
0001255117
12/08/2009
608,000.00 12/01/2009
0001255333
04/15/2010
463,200.00 04/01/2010
0001257896
09/15/2010
480,000.00 09/01/2010
0001259444
468,000.00
0001259444
468,000.00
09/17/2009
09/01/2009
04/14/2011
03/01/2011
Total
Capitalized
Amount
*
39,758.25
*
47,270.50
Total
Capitalized
Reimb.
Amount
Total
Forgiveness
(41,912.19)
0.00
518.02
(61,315.53)
(8,981.95)
30.29
*
28,447.71
36,773.38
*
33,051.97
(16,128.63)
151,931.17
(35,632.02)
44.82
21.72
960.13
790.07
(42,605.10)
No of
Times
Loan
Modified
No of
Months
Delinq.
Loan Status
Next Due
Date
Pre Mod
Post Mod
Pre Mod
Post Mod
Pre Mod
Post Mod
Pre Mod
Post Mod
Current Values
*
0
7
(1)
8
0
10
0
1
*
No Action
Foreclosure
No Action
Loss Mitigation
No Action
No Action
No Action
Bankruptcy
*
09/01/2008
12/01/2008
09/01/2009
02/01/2010
11/01/2010
11/01/2010
10/01/2011
12/01/2011
*
6.500
6.500
5.375
5.375
5.375
5.375
4.625
4.625
Pre Mod
Post Mod
Pre Mod
Post Mod
Current Values
3
0
5
0
2
No Action
No Action
Loss Mitigation
No Action
No Action
12/01/2008
04/01/2009
04/01/2010
10/01/2010
11/01/2011
Pre Mod
Post Mod
Pre Mod
Post Mod
Current Values
*
(1)
14
0
0
*
Loss Mitigation
Foreclosure
No Action
No Action
Pre Mod
Post Mod
Current Values
10
(1)
10
Pre Mod
Post Mod
Current Values
Maturity
Date
Balloon
Amount
Balloon
Date
*
4,678.73
4,678.73
4,458.50
4,458.50
4,458.50
4,458.50
4,291.90
4,291.90
*
*
01/01/2036
01/01/2036
01/01/2036
01/01/2036
01/01/2036
09/01/2041
09/01/2041
*
*
*
*
*
*
*
N/A
*
*
*
*
*
*
*
*
N/A
*
716,912.19
708,760.91
753,843.41
738,247.69
786,275.19
773,693.13
833,698.70
830,450.15
7.000
5.000
5.000
3.875
3.875
1,820.00
1,812.16
1,812.16
1,654.91
1,654.91
01/01/2036
01/01/2036
01/01/2036
01/01/2036
01/01/2036
*
*
*
*
N/A
*
*
*
*
N/A
311,963.60
320,433.24
312,047.85
320,569.12
310,247.86
*
09/01/2008
09/01/2010
12/01/2011
01/01/2012
*
2.000
4.000
3.000
3.000
*
*
746.02
*
1,491.41 01/01/2036
1,435.61 01/01/2036
1,435.61 01/01/2036
*
*
*
*
N/A
*
*
*
*
N/A
*
447,609.91
447,424.17
295,175.95
293,136.51
Foreclosure
No Action
REO
04/01/2009
04/01/2010
03/01/2011
6.250
2.000
2.000
2,228.51 01/01/2036
1,915.77 01/01/2036
1,915.77 01/01/2036
*
*
N/A
*
*
N/A
427,874.30
463,506.32
437,679.44
1
0
No Action
No Action
INACTIVE
10/01/2009
12/01/2009
6.125
5.850
3,694.27 02/01/2036
3,645.70 02/01/2036
*
*
*
*
577,470.03
585,421.51
Pre Mod
Post Mod
Current Values
1
0
0
Loss Mitigation
Loss Mitigation
No Action
02/01/2010
04/01/2010
01/01/2012
6.875
3.750
3.750
2,653.31 01/01/2036
2,653.31 01/01/2036
1,458.55 01/01/2036
*
*
N/A
*
*
N/A
463,122.69
470,074.01
466,736.20
Pre Mod
Post Mod
Current Values
2
0
0
Loss Mitigation
No Action
No Action
06/01/2010
09/01/2010
01/01/2012
6.750
3.875
4.625
2,691.16 01/01/2036
2,691.16 01/01/2036
2,705.30 01/01/2036
*
*
N/A
*
*
N/A
478,427.92
488,361.89
473,638.24
Pre Mod
Post Mod
Pre Mod
Post Mod
Current Values
3
0
12
0
5
No Action
No Action
No Action
No Action
No Action
05/01/2009
09/01/2009
03/01/2010
04/01/2011
08/01/2011
5.875
4.750
4.750
2.000
2.000
2,291.25
2,642.57
2,642.57
1,467.18
1,467.18
*
*
*
*
N/A
*
*
*
*
N/A
468,000.00
476,768.62
462,687.48
504,596.55
498,691.13
*
0.00
Page 58
Interest
Rate
Payment
Amount
02/01/2036
02/01/2036
02/01/2036
02/01/2051
02/01/2051
0.00
Scheduled
Balance
20-Jan-2012
10:00:38AM
Mod Appr
Date/Mod
Effective
Date
2 - Aggregate
0001260641
10/13/2010
292,000.00 10/01/2010
0001263234
11/13/2008
448,000.00 11/01/2008
0001263238
03/10/2010
427,000.00 03/01/2010
0001265620
02/14/2011
265,000.00 02/01/2011
0001265926
04/14/2011
544,000.00 03/01/2011
0001267171
04/14/2011
632,000.00 03/01/2011
0001267598
03/16/2011
485,000.00 03/01/2011
0001267969
06/13/2011
420,000.00 06/01/2011
0001268038
12/12/2011
603,200.00 08/01/2011
0001268535
08/11/2010
490,350.00 08/01/2010
0001268546
01/13/2011
735,000.00 01/01/2011
0001268826
03/16/2011
460,000.00 03/01/2011
Total
Capitalized
Amount
56,523.61
105,787.71
20,120.12
39,910.04
98,723.81
46,229.86
Total
Capitalized
Reimb.
Amount
736.00
193.58
(31,073.33)
181.76
Total
Forgiveness
1,400.21
77.17
Next Due
Date
Pre Mod
Post Mod
Current Values
6
0
0
Loss Mitigation
No Action
No Action
03/01/2010
10/01/2010
01/01/2012
6.500
2.500
3.500
Pre Mod
Post Mod
Current Values
8
0
33
No Action
No Action
No Action
02/01/2008
11/01/2008
04/01/2009
Pre Mod
Post Mod
Current Values
11
0
0
Loss Mitigation
No Action
No Action
Pre Mod
Post Mod
Current Values
16
0
2
Pre Mod
Post Mod
Current Values
Balloon
Amount
Balloon
Date
1,581.67 02/01/2036
1,581.67 02/01/2036
1,497.92 02/01/2036
*
*
N/A
*
*
N/A
291,841.86
304,583.99
294,155.20
6.625
6.625
6.625
2,473.33 01/01/2036
3,193.56 01/01/2036
3,193.56 01/01/2036
*
*
N/A
*
*
N/A
448,000.00
482,313.63
459,940.35
03/01/2009
03/01/2010
01/01/2012
6.625
4.775
4.775
2,354.64 01/01/2036
2,354.64 01/01/2036
1,820.75 01/01/2036
*
*
N/A
*
*
N/A
426,500.00
457,573.33
457,571.72
No Action
No Action
No Action
09/01/2009
02/01/2011
11/01/2011
6.375
4.375
4.375
1,653.26 02/01/2036
1,306.96 02/01/2036
1,306.96 02/01/2036
*
*
N/A
*
*
N/A
246,929.63
280,737.26
277,521.29
16
0
0
No Action
No Action
No Action
11/01/2009
04/01/2011
01/01/2012
6.750
2.000
2.000
3,060.00 02/01/2036
2,411.48 12/01/2037
2,411.48 12/01/2037
*
*
N/A
*
*
N/A
544,000.00
597,700.04
583,871.96
Pre Mod
Post Mod
Current Values
25
(1)
(1)
No Action
No Action
No Action
02/01/2009
05/01/2011
02/01/2012
6.750
2.000
2.000
3,535.94 03/01/2036
2,206.69 02/01/2051
2,206.69 02/01/2051
*
*
N/A
*
*
N/A
628,611.03
730,103.35
719,760.57
Pre Mod
Post Mod
Current Values
7
0
0
No Action
No Action
No Action
07/01/2010
03/01/2011
01/01/2012
6.250
2.875
2.875
2,986.23 02/01/2036
2,234.45 02/01/2036
2,234.45 02/01/2036
*
*
N/A
*
*
N/A
452,685.47
476,627.80
464,565.11
13
0
0
No Action
No Action
No Action
04/01/2010
06/01/2011
01/01/2012
6.375
2.000
2.000
2,231.25 01/01/2036
1,392.73 05/01/2051
1,392.73 05/01/2051
*
0.00
Pre Mod
Post Mod
Current Values
*
*
N/A
420,000.00
459,283.83
454,483.92
24
0
0
No Action
No Action
No Action
11/01/2009
12/01/2011
01/01/2012
7.500
2.000
2.000
3,769.91 01/01/2036
2,594.39 07/01/2041
2,594.39 07/01/2041
0.00
Pre Mod
Post Mod
Current Values
N/A
*
*
N/A
603,185.34
694,008.18
692,570.47
Pre Mod
Post Mod
Current Values
10
0
0
Loss Mitigation
No Action
No Action
09/01/2009
08/01/2010
01/01/2012
6.625
4.000
4.000
2,707.14 03/01/2036
2,707.14 03/01/2036
2,707.14 03/01/2036
*
*
N/A
*
*
N/A
490,163.41
519,203.77
502,204.79
Pre Mod
Post Mod
Current Values
3
(1)
0
Loss Mitigation
No Action
No Action
09/01/2010
02/01/2011
01/01/2012
6.375
4.250
4.250
3,900.46 03/01/2036
4,000.52 03/01/2036
4,000.52 03/01/2036
*
*
N/A
*
*
N/A
734,204.51
743,951.79
727,240.44
Pre Mod
Post Mod
Current Values
14
(1)
0
No Action
No Action
No Action
12/01/2009
04/01/2011
01/01/2012
6.375
2.000
2.000
2,443.75 02/01/2036
1,532.99 02/01/2051
1,532.99 02/01/2051
*
*
N/A
*
*
N/A
459,998.75
502,999.65
495,950.07
0.00
0.00
60.12
163.32
Loan Status
174.93
159.80
No of
Months
Delinq.
92.01
66.63
No of
Times
Loan
Modified
0.00
0.00
Page 59
Interest
Rate
Payment
Amount
Maturity
Date
N/A
*
Scheduled
Balance
20-Jan-2012
10:00:38AM
Mod Appr
Date/Mod
Effective
Date
2 - Aggregate
0001269638
05/14/2010
474,300.00 05/01/2010
0001269692
04/14/2011
560,000.00 04/01/2011
0001269735
11/15/2009
515,200.00 11/01/2009
0001272245
02/14/2011
368,000.00 02/01/2011
0001272262
10/19/2009
300,000.00 08/01/2009
0001272378
07/13/2010
518,000.00 07/01/2010
0001272406
01/18/2011
739,700.00 01/01/2011
0001272416
01/11/2010
750,000.00 12/01/2009
0001272903
08/11/2010
530,372.00 08/01/2010
0001272926
07/13/2010
134,400.00 07/01/2010
0001272958
06/16/2010
264,000.00 06/01/2010
0001273104
06/16/2010
222,320.00 05/01/2010
Total
Capitalized
Amount
7,429.39
93,662.48
9,131.10
Total
Capitalized
Reimb.
Amount
(7,429.39)
Total
Forgiveness
472.75
(5,030.10)
(533.29)
1,461.37
(74,343.35)
1,475.66
75.60
95.47
474.75
No of
Months
Delinq.
Loan Status
Next Due
Date
Pre Mod
Post Mod
Current Values
1
0
0
No Action
No Action
No Action
03/01/2010
05/01/2010
01/01/2012
6.000
2.750
2.750
Pre Mod
Post Mod
Current Values
16
0
1
No Action
No Action
No Action
11/01/2009
04/01/2011
12/01/2011
Pre Mod
Post Mod
Current Values
2
0
0
No Action
No Action
No Action
Pre Mod
Post Mod
Current Values
14
(1)
(1)
Pre Mod
Post Mod
Current Values
Balloon
Amount
Balloon
Date
2,359.74 02/01/2036
1,098.57 02/01/2036
1,097.24 02/01/2036
*
*
N/A
*
*
N/A
471,948.34
479,377.73
478,770.44
3.000
3.875
3.875
1,398.01 02/01/2036
2,678.05 03/01/2051
2,678.05 03/01/2051
*
*
N/A
*
*
N/A
559,203.90
652,296.30
643,505.96
08/01/2009
11/01/2009
01/01/2012
5.875
3.000
4.000
2,522.33 01/01/2036
1,310.73 01/01/2036
1,747.64 01/01/2036
*
*
N/A
*
*
N/A
515,160.00
524,291.10
523,880.72
No Action
No Action
No Action
11/01/2009
03/01/2011
02/01/2012
6.125
3.500
3.500
1,878.33 01/01/2036
1,546.08 01/01/2036
1,546.08 01/01/2036
*
*
N/A
*
*
N/A
368,000.00
398,718.69
394,441.98
3
2
0
No Action
No Action
No Action
06/01/2009
08/01/2009
01/01/2012
6.500
5.000
5.000
1,625.00 02/01/2036
1,738.09 02/01/2036
1,738.09 02/01/2036
*
*
N/A
*
*
N/A
300,000.00
305,030.10
291,620.24
Pre Mod
Post Mod
Current Values
0
0
(1)
No Action
No Action
No Action
06/01/2010
07/01/2010
02/01/2012
6.500
5.000
5.000
3,274.11 02/01/2036
3,274.11 02/01/2036
2,727.11 02/01/2036
*
*
N/A
*
*
N/A
469,376.52
468,605.15
440,990.89
Pre Mod
Post Mod
Current Values
10
0
0
No Action
No Action
No Action
02/01/2010
01/01/2011
01/01/2012
6.375
3.000
3.000
3,922.36 02/01/2036
3,307.19 02/01/2036
3,307.19 02/01/2036
*
*
N/A
*
*
N/A
738,326.22
783,083.66
766,203.21
Pre Mod
Post Mod
Current Values
11
1
10
Foreclosure
No Action
Foreclosure
01/01/2009
12/01/2009
03/01/2011
6.750
3.875
3.875
4,218.75 02/01/2036
3,386.50 02/01/2036
3,386.50 02/01/2036
*
*
N/A
*
*
N/A
749,789.06
824,132.41
806,064.75
Pre Mod
Post Mod
Current Values
7
0
6
No Action
No Action
No Action
12/01/2009
08/01/2010
07/01/2011
6.500
2.000
2.000
2,872.85 02/01/2036
2,872.85 02/01/2036
2,359.37 02/01/2036
*
*
N/A
*
*
N/A
530,228.36
552,345.26
527,434.19
Pre Mod
Post Mod
Current Values
3
(1)
0
No Action
No Action
No Action
03/01/2010
08/01/2010
01/01/2012
6.375
5.000
5.000
713.05 02/01/2036
713.05 02/01/2036
788.65 02/01/2036
*
*
N/A
*
*
N/A
133,805.70
136,466.83
131,523.34
Pre Mod
Post Mod
Current Values
1
0
0
No Action
Loss Mitigation
No Action
04/01/2010
06/01/2010
01/01/2012
6.500
4.875
4.875
1,430.00 02/01/2036
1,430.00 02/01/2036
1,513.67 02/01/2036
*
*
N/A
*
*
N/A
263,970.05
265,707.39
257,148.23
Pre Mod
Post Mod
Current Values
4
0
11
No Action
No Action
Foreclosure
01/01/2010
06/01/2010
02/01/2011
6.750
2.000
2.000
1,250.55 04/01/2036
1,250.55 04/01/2036
845.15 04/01/2036
*
*
N/A
*
*
N/A
222,320.00
225,311.18
215,229.48
303.43
(9,153.93)
No of
Times
Loan
Modified
0.00
Page 60
Interest
Rate
Payment
Amount
Maturity
Date
Scheduled
Balance
20-Jan-2012
10:00:38AM
Mod Appr
Date/Mod
Effective
Date
2 - Aggregate
0001274160
03/10/2010
432,000.00 02/01/2010
0001274405
02/14/2008
464,000.00 02/01/2008
0001274788
600,000.00
0001274788
600,000.00
07/16/2010
05/01/2010
10/19/2011
10/01/2011
0001278661
06/17/2009
603,000.00 05/08/2009
0001279108
01/11/2010
600,000.00 01/01/2010
0001280004
04/14/2011
234,000.00 04/01/2011
0001280290
03/16/2011
693,750.00 09/01/2010
0001280343
10/13/2010
448,000.00 10/01/2010
0001280344
12/12/2011
679,575.00 12/01/2011
0001280346
03/13/2009
552,000.00 03/01/2009
0001280681
08/11/2010
500,000.00 08/01/2010
Total
Capitalized
Amount
29,461.85
*
11,590.66
4,577.94
96,550.36
49,893.93
Total
Capitalized
Reimb.
Amount
(29,461.85)
733.07
(9,713.80)
(22,433.80)
(7,673.83)
48.68
Total
Forgiveness
(60,329.27)
850.59
Loan Status
Next Due
Date
Pre Mod
Post Mod
Current Values
10
(1)
0
Foreclosure
No Action
Bankruptcy
04/01/2009
04/01/2010
01/01/2012
6.250
4.000
4.000
2,239.57 02/01/2036
1,531.53 02/01/2036
1,524.01 02/01/2036
*
0
*
No Action
INACTIVE
*
02/01/2008
*
6.750
*
2,610.00
Pre Mod
Post Mod
Current Values
Pre Mod
Post Mod
Pre Mod
Post Mod
Current Values
27
2
6
0
0
No Action
No Action
No Action
No Action
No Action
03/01/2008
05/01/2010
03/01/2011
10/01/2011
01/01/2012
6.125
2.000
2.000
2.000
2.000
3,062.50
2,532.58
2,532.58
1,845.87
1,845.87
Pre Mod
Post Mod
Current Values
1
0
0
No Action
No Action
No Action
04/01/2009
06/01/2009
01/01/2012
Pre Mod
Post Mod
Current Values
4
0
0
No Action
No Action
No Action
Pre Mod
Post Mod
Current Values
4
(1)
0
Pre Mod
Post Mod
Current Values
Balloon
Amount
Balloon
Date
*
*
N/A
*
*
N/A
429,998.39
459,460.24
457,071.60
*
*
*
*
*
*
*
504,060.93
03/01/2036
03/01/2036
03/01/2036
09/01/2051
09/01/2051
*
*
*
N/A
*
*
*
*
N/A
600,000.00
609,713.80
587,152.66
608,719.18
606,221.01
6.000
2.000
2.500
3,012.81 02/01/2036
1,017.06 02/01/2036
1,271.32 02/01/2036
*
*
N/A
*
*
N/A
602,561.80
610,235.63
610,235.63
08/01/2009
01/01/2010
01/01/2012
6.125
3.000
3.000
3,062.50 02/01/2036
1,548.68 02/01/2036
1,548.68 02/01/2036
*
*
N/A
*
*
N/A
600,000.00
619,470.33
615,218.29
No Action
No Action
No Action
11/01/2010
05/01/2011
01/01/2012
6.375
2.375
2.375
1,459.86 03/01/2036
982.11 08/01/2036
982.11 08/01/2036
*
*
N/A
*
*
N/A
218,674.37
224,163.57
218,190.78
29
1
11
Bankruptcy
Bankruptcy
Bankruptcy
09/01/2008
02/01/2011
02/01/2011
5.875
5.875
5.875
3,395.34 12/01/2035
3,611.00 12/01/2036
3,611.00 12/01/2036
Pre Mod
Post Mod
Current Values
6
0
0
Loss Mitigation
No Action
No Action
03/01/2010
10/01/2010
01/01/2012
6.875
5.000
5.000
2,943.04 02/01/2036
2,943.04 02/01/2036
2,412.74 02/01/2036
*
*
N/A
11
(1)
(1)
No Action
No Action
No Action
12/01/2010
01/01/2012
02/01/2012
6.375
2.000
2.000
3,603.41 02/01/2036
2,080.21 12/01/2044
2,080.21 12/01/2044
Pre Mod
Post Mod
Current Values
15
0
No Action
No Action
INACTIVE
11/01/2007
03/01/2009
6.500
6.500
2,983.94 02/01/2036
4,011.39 02/01/2036
Pre Mod
Post Mod
Current Values
5
0
Loss Mitigation
No Action
INACTIVE
02/01/2010
08/01/2010
6.625
4.875
2,721.77 03/01/2036
2,721.77 03/01/2036
Pre Mod
Post Mod
Current Values
79,625.00
*
0.00
(98,591.92)
0.00
No of
Months
Delinq.
0.00
(382.43)
No of
Times
Loan
Modified
0.00
Page 61
Interest
Rate
Payment
Amount
Maturity
Date
0.00
*
*
983,273.00 12/01/2035
983,273.00 12/01/2035
Scheduled
Balance
693,516.60
791,892.86
794,611.99
*
*
N/A
423,747.63
448,910.01
440,534.19
N/A
*
*
N/A
678,288.61
727,108.58
726,240.22
*
*
*
*
550,881.35
611,210.62
*
*
*
*
493,000.00
500,063.75
0.00
20-Jan-2012
10:00:38AM
Mod Appr
Date/Mod
Effective
Date
2 - Aggregate
0001282444
06/11/2009
608,000.00 06/01/2009
0001282660
04/15/2010
925,000.00 04/01/2010
0001284457
03/16/2011
640,000.00 03/01/2011
0001284891
06/16/2010
478,320.00 05/01/2010
0001287374
09/17/2009
624,000.00 08/01/2009
0001287707
04/15/2010
480,000.00 04/01/2010
0001287710
06/16/2010
446,400.00 06/01/2010
0001288265
05/16/2011
536,000.00 04/01/2011
0001288618
05/12/2010
279,840.00 05/01/2010
0001290026
04/15/2010
444,000.00 04/01/2010
0001290287
03/16/2011
600,000.00 03/01/2011
0001290907
10/09/2008
513,600.00 09/01/2008
Total
Capitalized
Amount
83,597.11
15,957.95
24,136.45
Total
Capitalized
Reimb.
Amount
(9,013.98)
2,223.88
Total
Forgiveness
(73,875.75)
49.79
202.13
(242.38)
130.65
(16,344.71)
Next Due
Date
Interest
Rate
Payment
Amount
Maturity
Date
Balloon
Amount
Balloon
Date
Scheduled
Balance
04/01/2009
07/01/2009
6.750
4.750
3,417.17 04/01/2036
3,216.66 05/01/2039
*
*
*
*
No Action
No Action
INACTIVE
Pre Mod
Post Mod
Current Values
12
(1)
1
Loss Mitigation
No Action
No Action
03/01/2009
05/01/2010
12/01/2011
6.750
3.450
3.450
5,197.97 03/01/2036
5,197.97 03/01/2036
4,880.62 03/01/2036
*
*
N/A
*
*
N/A
924,083.12
1,002,453.08
959,249.18
Pre Mod
Post Mod
Current Values
14
0
9
No Action
No Action
Foreclosure
12/01/2009
03/01/2011
04/01/2011
6.500
4.000
4.000
3,466.67 03/01/2036
3,024.17 02/01/2051
3,024.17 02/01/2051
*
*
N/A
*
*
N/A
639,995.54
722,980.46
716,745.14
Pre Mod
Post Mod
Current Values
10
(1)
8
No Action
No Action
Foreclosure
07/01/2009
07/01/2010
05/01/2011
6.750
4.375
4.375
3,102.37 03/01/2036
3,102.37 03/01/2036
2,644.68 03/01/2036
*
*
N/A
*
*
N/A
454,618.14
488,922.33
468,683.89
21
1
No Action
No Action
INACTIVE
11/01/2007
08/01/2009
5.750
4.600
2,990.00 03/01/2036
3,801.15 03/01/2036
*
*
*
*
624,000.00
697,875.75
Pre Mod
Post Mod
Current Values
Pre Mod
Post Mod
Current Values
6
0
0
Loss Mitigation
No Action
No Action
09/01/2009
04/01/2010
01/01/2012
6.625
4.000
4.000
2,650.00 03/01/2036
2,650.00 03/01/2036
1,649.78 03/01/2036
*
*
N/A
*
*
N/A
480,000.00
494,938.10
494,926.30
Pre Mod
Post Mod
Current Values
16
(1)
0
No Action
No Action
No Action
01/01/2009
07/01/2010
01/01/2012
6.500
2.000
2.000
2,417.70 03/01/2036
2,417.70 03/01/2036
946.04 03/01/2036
*
*
N/A
*
*
N/A
446,344.88
494,121.31
485,148.27
5
(1)
0
Loss Mitigation
No Action
No Action
11/01/2010
06/01/2011
01/01/2012
6.500
4.000
4.000
2,903.33 04/01/2036
2,306.61 03/01/2051
2,306.61 03/01/2051
Pre Mod
Post Mod
Current Values
N/A
*
*
N/A
535,943.09
550,965.60
544,578.82
Pre Mod
Post Mod
Current Values
1
(1)
(1)
Loss Mitigation
Loss Mitigation
No Action
03/01/2010
06/01/2010
02/01/2012
7.500
5.000
5.000
1,841.55 04/01/2036
1,841.55 04/01/2036
1,599.17 04/01/2036
*
*
*
04/01/2036
04/01/2036
04/01/2036
274,677.89
278,483.36
269,350.66
Pre Mod
Post Mod
Current Values
11
0
0
Loss Mitigation
No Action
No Action
04/01/2009
04/01/2010
01/01/2012
6.875
3.800
3.800
2,543.75 03/01/2036
2,543.75 03/01/2036
1,536.50 03/01/2036
*
*
N/A
*
*
N/A
444,000.00
485,256.66
485,210.66
Pre Mod
Post Mod
Current Values
6
(1)
0
No Action
No Action
No Action
08/01/2010
04/01/2011
01/01/2012
6.875
2.875
2.875
3,437.50 03/01/2036
2,912.68 03/01/2036
2,912.68 03/01/2036
*
*
N/A
*
*
N/A
600,000.00
622,657.25
607,235.70
Pre Mod
Post Mod
Current Values
*
1
39
*
No Action
No Action
*
09/01/2008
10/01/2008
*
6.875
6.875
*
*
3,486.70
*
3,486.70 03/01/2036
*
*
N/A
*
*
N/A
*
529,862.78
510,215.38
0.00
0.00
0.00
Loan Status
1
(1)
0.00
No of
Months
Delinq.
Pre Mod
Post Mod
Current Values
279.59
(457.69)
No of
Times
Loan
Modified
0.00
Page 62
0.00
607,497.11
615,699.11
20-Jan-2012
10:00:38AM
Mod Appr
Date/Mod
Effective
Date
2 - Aggregate
0001293969
04/14/2011
510,000.00 04/01/2011
0001296094
08/17/2009
285,000.00 08/01/2009
0003036809
07/07/2009
228,000.00 06/03/2009
0004623358
08/16/2009
57,500.00 07/21/2009
0004999246
09/15/2010
52,500.00 08/01/2010
0007827955
07/13/2010
744,000.00 07/01/2010
0007828383
02/14/2011
860,000.00 02/01/2011
0007828753
11/12/2010
506,200.00 11/01/2010
0007829141
09/15/2010
470,000.00 09/01/2010
0007830305
05/16/2011
465,000.00 05/01/2011
0040418130
11/15/2009
188,500.00 11/01/2009
0040426807
08/15/2009
495,000.00 07/02/2009
Total
Capitalized
Amount
54,574.54
12,536.94
8,838.55
12,813.88
1,470.29
9,293.61
Total
Capitalized
Reimb.
Amount
Total
Forgiveness
0.00
56.05
(28,786.39)
(8,202.21)
49.76
1,231.10
398.35
944.54
1,040.61
(6,874.15)
No of
Months
Delinq.
Loan Status
Next Due
Date
Pre Mod
Post Mod
Current Values
17
(1)
0
No Action
No Action
No Action
10/01/2009
05/01/2011
01/01/2012
6.375
2.000
2.000
Pre Mod
Post Mod
Current Values
5
0
0
No Action
No Action
No Action
02/01/2009
08/01/2009
01/01/2012
Pre Mod
Post Mod
Current Values
16
0
0
No Action
No Action
No Action
Pre Mod
Post Mod
Current Values
7
3
0
Pre Mod
Post Mod
Current Values
Balloon
Amount
Balloon
Date
2,703.93 04/01/2036
1,952.14 01/01/2044
1,952.14 01/01/2044
*
*
N/A
*
*
N/A
508,975.00
562,536.65
552,139.21
6.750
5.000
5.000
1,719.57 04/01/2036
1,657.37 04/01/2036
1,657.36 04/01/2036
*
*
*
04/01/2036
04/01/2036
04/01/2036
279,663.85
292,626.26
279,152.17
02/01/2008
07/01/2009
01/01/2012
6.250
2.000
2.500
1,187.36 02/01/2036
427.93 02/01/2036
534.72 02/01/2036
*
*
N/A
*
*
N/A
227,972.30
256,758.69
256,664.53
Bankruptcy
Bankruptcy
Bankruptcy
12/01/2008
05/01/2009
01/01/2012
6.375
2.000
4.000
304.77 09/01/2035
269.03 09/01/2035
333.56 09/01/2035
*
*
N/A
*
*
N/A
57,367.93
65,570.14
61,168.91
11
0
0
Loss Mitigation
No Action
No Action
09/01/2009
09/01/2010
01/01/2012
6.875
4.875
4.875
300.78 10/01/2035
300.78 10/01/2035
324.67 10/01/2035
*
*
N/A
*
*
N/A
52,482.12
56,628.24
55,051.61
Pre Mod
Post Mod
Current Values
1
0
0
Loss Mitigation
Loss Mitigation
No Action
05/01/2010
07/01/2010
01/01/2012
6.625
5.000
5.000
4,107.50 02/01/2036
4,107.50 02/01/2036
4,331.10 02/01/2036
*
*
N/A
*
*
N/A
744,000.00
753,039.52
730,779.70
Pre Mod
Post Mod
Current Values
12
0
0
Loss Mitigation
No Action
No Action
01/01/2010
02/01/2011
01/01/2012
6.125
2.000
2.000
4,389.58 02/01/2036
2,840.24 02/01/2036
2,840.24 02/01/2036
*
*
N/A
*
*
N/A
860,000.00
936,637.15
922,433.16
Pre Mod
Post Mod
Current Values
2
0
0
Loss Mitigation
No Action
No Action
08/01/2010
11/01/2010
01/01/2012
6.250
4.500
4.500
2,636.46 02/01/2036
2,842.79 02/01/2036
2,842.79 02/01/2036
*
*
N/A
*
*
N/A
506,200.00
514,200.78
501,080.43
Pre Mod
Post Mod
Current Values
13
0
14
Loss Mitigation
No Action
No Action
07/01/2009
09/01/2010
11/01/2010
6.125
4.750
4.750
2,398.96 02/01/2036
2,398.96 02/01/2036
2,901.03 02/01/2036
*
*
N/A
*
*
N/A
470,000.00
515,817.23
501,653.40
5
(1)
0
No Action
No Action
No Action
11/01/2010
06/01/2011
01/01/2012
6.125
2.000
2.000
2,360.83 03/01/2036
1,606.66 04/01/2045
1,606.66 04/01/2045
Pre Mod
Post Mod
Current Values
N/A
*
*
N/A
462,529.91
474,434.72
466,867.35
Pre Mod
Post Mod
Current Values
0
(1)
0
No Action
No Action
No Action
10/01/2009
12/01/2009
01/01/2012
5.500
3.500
2.000
847.65 11/01/2035
543.70 11/01/2035
813.31 11/01/2035
*
*
N/A
*
*
N/A
184,941.12
186,411.41
184,901.03
Pre Mod
Post Mod
Current Values
3
0
0
No Action
No Action
No Action
04/01/2009
08/01/2009
01/01/2012
6.000
2.000
4.000
2,475.00 11/01/2035
2,049.21 11/01/2035
2,540.69 11/01/2035
*
*
N/A
*
*
N/A
495,000.00
501,874.15
467,946.00
0.00
0.00
(1,470.29)
No of
Times
Loan
Modified
0.00
Page 63
Interest
Rate
Payment
Amount
Maturity
Date
0.00
Scheduled
Balance
20-Jan-2012
10:00:38AM
Mod Appr
Date/Mod
Effective
Date
2 - Aggregate
0040439669
02/16/2009
440,000.00 01/07/2009
0040440234
02/15/2010
464,000.00 01/01/2010
0040444701
06/16/2010
323,200.00 06/01/2010
0040445053
07/15/2011
492,300.00 03/01/2011
0040457973
08/16/2010
448,000.00 07/01/2010
2390527742
1,720,000.00
2390527742
1,720,000.00
11/19/2009
11/01/2009
04/19/2011
04/01/2011
3253002247
04/15/2010
180,000.00 04/01/2010
Total
Capitalized
Amount
28,729.78
4,212.14
73,560.59
19,576.10
Total
Capitalized
Reimb.
Amount
(10,209.57)
(28,729.78)
(4,222.67)
(70,277.18)
(17,228.93)
Total
Forgiveness
Loan Status
Next Due
Date
Pre Mod
Post Mod
Current Values
1
0
11
No Action
No Action
REO
12/01/2008
02/01/2009
02/01/2011
6.375
3.000
4.000
Pre Mod
Post Mod
Current Values
9
0
0
Foreclosure
No Action
No Action
04/01/2009
02/01/2010
01/01/2012
Pre Mod
Post Mod
Current Values
1
0
(1)
No Action
No Action
No Action
Pre Mod
Post Mod
Current Values
26
0
0
Pre Mod
Post Mod
Current Values
Balloon
Amount
Balloon
Date
2,337.50 12/01/2035
1,125.52 12/01/2035
1,500.70 12/01/2035
*
*
N/A
*
*
N/A
440,000.00
450,209.57
450,209.57
6.125
2.000
2.000
2,368.33 11/01/2035
821.22 11/01/2035
821.22 11/01/2035
*
*
N/A
*
*
N/A
464,000.00
492,729.78
492,681.02
04/01/2010
06/01/2010
02/01/2012
5.875
3.000
3.000
1,582.33 12/01/2035
818.53 12/01/2035
818.53 12/01/2035
*
*
N/A
*
*
N/A
323,200.00
327,412.14
327,352.02
No Action
No Action
No Action
04/01/2009
07/01/2011
01/01/2012
2.750
2.500
2.500
2,303.30 11/01/2035
1,866.09 02/01/2051
1,866.09 02/01/2051
*
N/A
*
*
N/A
492,300.00
561,736.72
556,875.69
6
1
0
Foreclosure
No Action
No Action
01/01/2010
07/01/2010
01/01/2012
6.125
2.000
2.000
2,286.67 12/01/2035
1,951.90 12/01/2035
1,951.90 12/01/2035
*
*
N/A
*
*
N/A
448,000.00
465,228.93
444,732.28
Pre Mod
Post Mod
Pre Mod
Post Mod
Current Values
0
0
9
0
9
No Action
No Action
No Action
No Action
Foreclosure
10/01/2009
11/01/2009
06/01/2010
04/01/2011
04/01/2011
3.500
3.500
3.500
3.500
3.500
5,016.67
5,016.67
5,016.67
5,359.37
5,358.46
11/01/2035
11/01/2035
11/01/2035
11/01/2035
11/01/2035
*
*
*
*
N/A
*
*
*
*
N/A
1,720,000.00
1,728,516.39
1,720,000.00
1,837,496.98
1,837,187.78
Pre Mod
Post Mod
Current Values
5
(1)
0
Loss Mitigation
No Action
No Action
10/01/2009
05/01/2010
01/01/2012
5.750
4.875
4.875
1,050.43 09/01/2035
1,050.43 09/01/2035
1,000.89 09/01/2035
*
*
N/A
*
*
N/A
168,393.12
174,616.42
168,239.48
(8,516.39)
(117,496.98)
(49.54)
No of
Months
Delinq.
No of
Times
Loan
Modified
Interest
Rate
Payment
Amount
Maturity
Date
0.00
All Pre Mod values are from the cycle directly preceding the modification effective date, except for a modification with a prior effective date which will come from the cycle directly preceding the modification approval date.
Total Capitalized Reimbursement Amount is a projected value based upon the adjusted principal at the time of modification.
* This data is currently not provided for reporting.
Page 64
Scheduled
Balance
20-Jan-2012
10:00:38AM
# of
Modifications
% of
Modifications
Original
Principal
Balance
% of Original
Principal
Balance
Current
Scheduled
Balance
% of Current
Scheduled
Balance
% of Original
Principal
Balance
Current
Scheduled
Balance
% of Current
Scheduled
Balance
Total
CUMULATIVE SUMMARY
# of
Modifications
% of
Modifications
Original
Principal
Balance
0.4950 %
194,000.00
0.2578 %
193,999.90
0.2459 %
2.4752 %
2,314,950.00
3.0760 %
2,079,005.66
2.6353 %
2.9703 %
2,672,270.00
3.5508 %
2,760,052.61
3.4986 %
28
13.8614 %
11,492,433.00
15.2708 %
12,587,163.04
15.9555 %
57
28.2178 %
17,674,434.00
23.4853 %
18,740,274.32
23.7551 %
14
6.9307 %
4,653,575.00
6.1835 %
4,825,017.33
6.1162 %
0.9901 %
1,153,000.00
1.5321 %
1,198,105.38
1.5187 %
0.9901 %
770,000.00
1.0232 %
769,254.06
0.9751 %
2.9703 %
2,438,900.00
3.2407 %
2,497,748.19
3.1661 %
0.4950 %
176,000.00
0.2339 %
183,695.35
0.2329 %
1.9802 %
1,792,000.00
2.3812 %
1,753,629.83
2.2229 %
57
28.2178 %
20,644,009.00
27.4312 %
21,416,882.72
27.1480 %
0.4950 %
148,800.00
0.1977 %
163,946.59
0.2078 %
Principal Balance
0.9901 %
2,096,000.00
2.7851 %
2,192,083.94
2.7787 %
0.4950 %
600,000.00
0.7973 %
608,719.18
0.7716 %
0.4950 %
693,750.00
0.9218 %
791,892.86
1.0038 %
2.4752 %
2,215,650.00
2.9441 %
2,340,249.41
2.9665 %
0.9901 %
671,341.00
0.8921 %
681,189.12
0.8635 %
Page 65
20-Jan-2012
10:00:38AM
# of
Modifications
CUMULATIVE SUMMARY
Total
Original
Principal
Balance
% of
Modifications
1.9802 %
1,364,000.00
% of Original
Principal
Balance
1.8124 %
Current
Scheduled
Balance
% of Current
Scheduled
Balance
1,495,178.08
1.8953 %
1.4851 %
1,492,320.00
1.9830 %
1,611,239.53
2.0424 %
202
100.0000 %
75,257,432.00
100.0000 %
78,889,327.10
100.0000 %
Modification Modification
Approved
Effective
Date
Date
Original
Principal
Balance
Current
Scheduled
Balance
Interest
Rate
Change
Principal
Balance
Change
Maturity
Date
Change
Scheduled
P&I
Change
Balloon
Date
Change
Balloon
Amt
Change
ARM to
Fixed
Change
Fixed To IO To Fully
Fully
ARM
Amortizing
Amortizing
Change
Change
To IO Change
Streamlined
Modification
Balloon
Date
Change
Balloon
Amt
Change
ARM to
Fixed
Change
Fixed To IO To Fully
Fully
ARM
Amortizing
Amortizing
Change
Change
To IO Change
Streamlined
Modification
For Additional Footnote information, please see bottom of the Historical Modified Data Elements Detail Section.
Modification Modification
Approved
Effective
Date
Date
12/09/2009
12/09/2009
10/11/2010
11/12/2010
02/16/2009
04/13/2009
11/14/2011
02/14/2011
05/08/2009
07/15/2009
11/14/2008
09/16/2011
02/16/2009
07/07/2009
04/15/2009
04/15/2009
02/14/2011
11/13/2008
07/07/2009
12/01/2009
12/01/2009
04/01/2010
11/01/2010
01/22/2009
03/01/2009
10/01/2011
02/01/2011
04/02/2009
07/01/2009
10/01/2008
09/01/2011
01/16/2009
06/03/2009
03/19/2009
03/25/2009
02/01/2011
11/01/2008
06/24/2009
Original
Principal
Balance
Current
Scheduled
Balance
Interest
Rate
Change
Principal
Balance
Change
940,000.00
203,000.00
376,000.00
376,000.00
187,600.00
750,000.00
1,445,350.00
288,320.00
120,000.00
126,400.00
194,000.00
194,000.00
417,000.00
440,000.00
549,000.00
137,500.00
344,000.00
495,341.00
178,500.00
950,354.90
213,853.60
455,486.94
463,567.55
196,836.88
863,569.80
1,489,280.72
304,347.69
128,204.21
123,591.00
193,999.90
128,914.23
464,857.72
448,661.13
563,292.85
148,425.87
370,254.69
501,618.08
183,834.12
X
X
X
X
X
X
X
X
X
X
X
X
Maturity
Date
Change
Scheduled
P&I
Change
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
Page 66
20-Jan-2012
10:00:38AM
Modification Modification
Approved
Effective
Date
Date
06/17/2009
12/09/2008
05/14/2010
12/09/2008
05/08/2009
11/15/2010
01/15/2009
04/14/2011
04/14/2011
07/07/2009
09/13/2009
11/13/2008
07/15/2009
09/17/2009
04/14/2011
05/08/2009
11/10/2009
10/11/2009
04/15/2009
03/13/2009
10/11/2009
02/15/2010
05/13/2009
04/15/2009
06/17/2009
02/15/2010
06/13/2011
07/15/2010
07/07/2009
02/16/2009
05/08/2009
07/07/2009
11/13/2008
04/15/2009
01/12/2009
03/10/2010
10/13/2009
11/10/2009
04/14/2010
11/10/2009
04/15/2009
05/11/2009
11/20/2008
05/01/2010
11/21/2008
04/15/2009
10/01/2010
12/24/2008
04/01/2011
04/01/2011
06/03/2009
09/01/2009
11/01/2008
07/01/2009
09/01/2009
04/01/2011
04/01/2009
11/01/2009
10/01/2009
03/20/2009
03/01/2009
10/01/2009
02/01/2010
05/01/2009
03/26/2009
05/20/2009
12/01/2009
06/01/2011
07/01/2010
06/30/2009
01/06/2009
04/13/2009
06/30/2009
10/01/2008
03/23/2009
01/01/2009
03/01/2010
10/01/2009
11/01/2009
04/01/2010
11/01/2009
03/25/2009
Original
Principal
Balance
240,000.00
447,200.00
447,200.00
238,950.00
304,000.00
675,000.00
639,900.00
479,200.00
428,000.00
215,000.00
170,400.00
172,000.00
172,000.00
172,000.00
184,000.00
281,250.00
259,300.00
328,000.00
359,000.00
458,000.00
180,000.00
204,000.00
550,000.00
600,000.00
775,450.00
456,000.00
565,250.00
186,825.00
435,200.00
444,000.00
496,000.00
456,000.00
392,000.00
572,318.00
520,000.00
520,000.00
518,400.00
330,000.00
212,800.00
444,000.00
292,000.00
Current
Scheduled
Balance
246,432.21
459,417.75
466,587.84
257,120.17
311,893.34
810,195.19
656,432.15
620,907.48
477,300.80
219,942.27
173,948.20
186,582.17
195,921.20
199,627.25
199,384.81
298,378.96
264,151.62
351,165.55
395,364.45
507,694.90
184,559.75
252,366.98
596,530.09
615,198.26
797,646.65
498,415.39
644,714.98
194,206.85
431,640.59
450,209.57
526,187.29
464,701.78
441,083.88
597,387.69
539,374.69
552,497.03
536,234.07
334,192.42
218,138.03
486,101.87
306,152.51
Interest
Rate
Change
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
Principal
Balance
Change
Maturity
Date
Change
Scheduled
P&I
Change
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
Page 67
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
Balloon
Date
Change
Balloon
Amt
Change
ARM to
Fixed
Change
Fixed To IO To Fully
Fully
ARM
Amortizing
Amortizing
Change
Change
To IO Change
X
X
X
X
X
X
X
X
Streamlined
Modification
20-Jan-2012
10:00:38AM
Modification Modification
Approved
Effective
Date
Date
06/11/2009
06/11/2009
12/14/2010
06/13/2011
01/15/2009
12/09/2008
04/15/2009
06/17/2009
02/16/2009
12/09/2009
01/12/2009
01/12/2009
02/16/2009
08/16/2009
11/13/2008
04/15/2009
07/07/2009
12/09/2009
03/11/2009
07/07/2009
08/15/2009
11/10/2009
09/13/2009
06/11/2009
06/17/2009
03/10/2010
04/15/2009
04/15/2009
02/16/2009
04/15/2009
06/13/2011
04/14/2010
10/13/2009
11/17/2008
06/16/2010
03/11/2009
03/11/2009
04/17/2009
01/18/2011
08/16/2009
05/13/2009
06/01/2009
06/01/2009
12/01/2010
04/01/2010
12/17/2008
11/06/2008
03/23/2009
05/19/2009
01/12/2009
12/01/2009
01/01/2009
01/01/2009
02/01/2009
07/03/2009
10/01/2008
03/19/2009
06/25/2009
11/01/2009
02/06/2009
06/03/2009
07/08/2009
10/01/2009
09/01/2009
06/01/2009
05/29/2009
03/01/2010
03/23/2009
03/20/2009
01/13/2009
03/13/2009
06/01/2011
04/01/2010
10/01/2009
10/10/2008
05/01/2010
02/12/2009
02/20/2009
04/01/2009
01/01/2011
07/06/2009
05/01/2009
Original
Principal
Balance
328,000.00
560,000.00
203,600.00
376,000.00
675,000.00
231,900.00
576,000.00
604,000.00
336,000.00
180,000.00
228,000.00
264,000.00
252,000.00
585,000.00
500,000.00
505,000.00
478,000.00
232,000.00
584,000.00
608,000.00
390,000.00
116,700.00
228,000.00
126,400.00
88,000.00
244,800.00
332,000.00
335,792.00
279,199.00
76,000.00
56,000.00
59,360.00
98,750.00
102,250.00
518,400.00
168,000.00
163,800.00
148,800.00
148,800.00
215,200.00
164,000.00
Current
Scheduled
Balance
331,199.11
642,700.67
197,482.78
390,923.01
682,312.40
250,090.38
604,310.69
627,274.63
350,632.36
180,117.38
229,404.38
265,630.88
255,215.88
593,560.50
521,814.21
524,791.65
509,766.80
233,117.80
609,397.76
617,834.66
395,209.64
117,569.01
259,165.67
127,932.20
89,785.23
248,214.00
350,287.52
347,858.56
281,615.30
81,963.39
63,839.77
60,089.46
100,285.50
103,592.04
594,807.67
169,887.15
168,985.24
154,049.90
163,946.59
222,412.22
163,958.47
Interest
Rate
Change
Principal
Balance
Change
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
Maturity
Date
Change
Scheduled
P&I
Change
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
Page 68
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
Balloon
Date
Change
Balloon
Amt
Change
ARM to
Fixed
Change
X
X
X
X
Fixed To IO To Fully
Fully
ARM
Amortizing
Amortizing
Change
Change
To IO Change
X
X
X
X
X
Streamlined
Modification
20-Jan-2012
10:00:38AM
Modification Modification
Approved
Effective
Date
Date
Original
Principal
Balance
Current
Scheduled
Balance
Interest
Rate
Change
3000860234
3000861482
3000861510
3000861510
3000861754
3000862147
3000863795
3000865098
3000865537
3000865747
3000866292
3000866942
3000867541
3000868906
3000869426
3000869493
3000869608
3000873479
3000876643
3000883751
3274031201
06/17/2009
04/15/2009
06/11/2009
10/13/2010
12/09/2009
04/14/2011
04/15/2009
10/11/2009
09/11/2009
06/13/2011
08/17/2010
06/17/2009
07/13/2010
06/17/2009
08/17/2010
04/17/2009
08/16/2009
05/08/2009
04/14/2011
12/09/2009
08/15/2009
05/21/2009
03/09/2009
06/01/2009
10/01/2010
11/01/2009
04/01/2011
03/19/2009
09/01/2009
09/01/2009
06/01/2011
08/01/2010
05/22/2009
07/01/2010
05/06/2009
08/01/2010
04/01/2009
07/30/2009
04/15/2009
03/01/2011
10/01/2009
07/28/2009
230,732.00
139,920.00
299,920.00
299,920.00
92,000.00
216,400.00
273,750.00
168,800.00
141,636.00
159,920.00
144,800.00
140,400.00
253,712.00
209,000.00
106,400.00
118,650.00
157,520.00
316,000.00
233,000.00
110,800.00
256,000.00
232,936.38
145,815.74
313,186.44
310,807.01
93,520.28
248,711.57
280,526.61
171,596.61
150,015.63
157,029.01
148,271.54
144,997.72
266,643.62
211,911.19
111,725.92
124,615.11
162,696.49
321,000.52
252,923.25
116,740.10
260,464.72
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
2 - Aggregate
0000044896
0001158775
0001173311
0001178917
0001207234
0001207297
0001207297
0001208440
0001208468
0001208500
0001222241
0001225718
0001227163
0001227163
0001228145
0001230385
0001231136
0001231138
0001232181
05/09/2011
05/16/2011
06/07/2011
05/08/2009
06/17/2009
04/17/2009
01/11/2010
10/11/2009
11/10/2009
07/15/2011
06/17/2009
01/07/2010
05/13/2009
06/16/2010
03/11/2009
04/14/2011
03/16/2011
03/17/2011
07/07/2009
05/01/2011
01/01/2011
05/01/2011
04/02/2009
05/29/2009
04/01/2009
12/01/2009
10/01/2009
10/01/2009
06/01/2011
05/06/2009
01/01/2010
05/01/2009
06/01/2010
02/19/2009
03/01/2011
09/01/2010
03/01/2011
06/25/2009
244,500.00
200,200.00
320,000.00
153,600.00
102,400.00
633,000.00
633,000.00
317,600.00
324,304.00
322,088.00
396,148.00
299,200.00
176,000.00
176,000.00
566,250.00
246,400.00
472,550.00
499,200.00
455,400.00
250,718.65
205,710.41
326,785.81
164,014.41
103,157.35
623,965.11
645,608.35
325,325.32
330,625.55
354,671.73
405,757.01
317,590.83
179,571.04
183,695.35
589,697.87
280,901.94
375,000.00
160,000.00
475,839.49
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
Principal
Balance
Change
X
X
X
X
X
X
X
X
Maturity
Date
Change
Scheduled
P&I
Change
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
Page 69
Balloon
Date
Change
Balloon
Amt
Change
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
ARM to
Fixed
Change
Fixed To IO To Fully
Fully
ARM
Amortizing
Amortizing
Change
Change
To IO Change
X
X
X
X
X
X
X
Streamlined
Modification
20-Jan-2012
10:00:38AM
Modification Modification
Approved
Effective
Date
Date
11/15/2009
04/15/2009
09/16/2011
03/16/2011
03/10/2010
12/09/2009
08/16/2009
04/14/2011
12/14/2010
08/16/2010
08/17/2009
04/15/2010
06/13/2011
11/15/2010
11/17/2008
08/16/2009
07/15/2010
08/17/2009
10/19/2011
04/17/2009
10/13/2010
12/08/2011
03/10/2010
04/14/2011
11/13/2008
04/14/2011
04/14/2011
03/16/2011
06/13/2011
12/12/2011
03/16/2011
05/14/2010
04/14/2011
11/15/2009
01/18/2011
03/10/2010
10/19/2011
06/17/2009
04/14/2011
03/16/2011
12/12/2011
10/01/2009
03/13/2009
09/01/2011
03/01/2011
03/01/2010
12/01/2009
07/09/2009
04/01/2011
12/01/2010
07/01/2010
08/01/2009
04/01/2010
06/01/2011
11/01/2010
10/08/2008
07/02/2009
07/01/2010
08/01/2009
10/01/2011
04/01/2009
09/01/2010
12/01/2011
03/01/2010
03/01/2011
11/01/2008
03/01/2011
03/01/2011
03/01/2011
06/01/2011
08/01/2011
03/01/2011
05/01/2010
04/01/2011
11/01/2009
01/01/2011
02/01/2010
10/01/2011
05/08/2009
04/01/2011
09/01/2010
12/01/2011
Original
Principal
Balance
356,250.00
508,000.00
274,500.00
296,000.00
440,000.00
423,200.00
208,032.00
413,000.00
123,500.00
355,000.00
375,000.00
375,000.00
244,000.00
487,500.00
172,900.00
338,800.00
348,000.00
675,000.00
675,000.00
312,000.00
312,000.00
432,000.00
428,000.00
468,000.00
448,000.00
544,000.00
632,000.00
485,000.00
420,000.00
603,200.00
460,000.00
474,300.00
560,000.00
515,200.00
739,700.00
432,000.00
600,000.00
603,000.00
234,000.00
693,750.00
679,575.00
Current
Scheduled
Balance
368,340.90
521,631.61
176,728.87
335,635.94
484,493.73
426,249.78
209,360.77
443,384.96
127,135.41
366,655.13
380,911.59
381,491.50
304,468.07
499,762.14
180,705.09
344,299.00
351,767.80
753,843.41
833,698.70
320,433.24
320,569.12
295,175.95
463,506.32
504,596.55
482,313.63
597,700.04
730,103.35
476,627.80
459,283.83
694,008.18
502,999.65
479,377.73
652,296.30
524,291.10
783,083.66
459,460.24
608,719.18
610,235.63
224,163.57
791,892.86
727,108.58
Interest
Rate
Change
Principal
Balance
Change
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
Maturity
Date
Change
Scheduled
P&I
Change
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
Page 70
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
Balloon
Date
Change
Balloon
Amt
Change
ARM to
Fixed
Change
Fixed To IO To Fully
Fully
ARM
Amortizing
Amortizing
Change
Change
To IO Change
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
Streamlined
Modification
20-Jan-2012
10:00:38AM
Modification Modification
Approved
Effective
Date
Date
03/13/2009
06/11/2009
03/16/2011
09/17/2009
05/16/2011
03/16/2011
04/14/2011
08/17/2009
07/07/2009
08/16/2009
02/14/2011
05/16/2011
11/15/2009
08/15/2009
02/16/2009
02/15/2010
06/16/2010
07/15/2011
08/16/2010
11/19/2009
03/01/2009
06/01/2009
03/01/2011
08/01/2009
04/01/2011
03/01/2011
04/01/2011
08/01/2009
06/03/2009
07/21/2009
02/01/2011
05/01/2011
11/01/2009
07/02/2009
01/07/2009
01/01/2010
06/01/2010
03/01/2011
07/01/2010
11/01/2009
Original
Principal
Balance
Current
Scheduled
Balance
552,000.00
608,000.00
640,000.00
624,000.00
536,000.00
600,000.00
510,000.00
285,000.00
228,000.00
57,500.00
860,000.00
465,000.00
188,500.00
495,000.00
440,000.00
464,000.00
323,200.00
492,300.00
448,000.00
1,720,000.00
611,210.62
615,699.11
722,980.46
697,875.75
550,965.60
622,657.25
562,536.65
292,626.26
256,758.69
65,570.14
936,637.15
474,434.72
186,411.41
501,874.15
450,209.57
492,729.78
327,412.14
561,736.72
465,228.93
1,728,516.39
Interest
Rate
Change
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
Principal
Balance
Change
X
X
X
X
X
X
X
X
Maturity
Date
Change
Scheduled
P&I
Change
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
Balloon
Date
Change
Balloon
Amt
Change
ARM to
Fixed
Change
Fixed To IO To Fully
Fully
ARM
Amortizing
Amortizing
Change
Change
To IO Change
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
If a loan has been modified multiple times, it will be included in the totals for each applicable modification type in the summary sections.
* Loans that are listed in the Modification Detail Section, and are not listed in the Modified Data Elements Section may have been reported prior to November 2008 or incurred one or more ARM Parameter changes.
Page 71
Streamlined
Modification
20-Jan-2012
10:00:38AM
Future Modifications
Future Modification Summary
Groups
Loan
Count
1 - Aggregate
2 - Aggregate
Total
Original
Principal
Balance
Current
Scheduled
Balance
0
0
0.00
0.00
0.00
0.00
0.00
0.00
Original
Principal
Balance
Modification
Approved Date/
Modification
Effective Date
Previously
Modified
No of
Months
Delinq.
Loan Status
Next Due
Date
Page 72
Interest
Rate
Payment
Amount
Maturity
Date
Balloon
Amount
Balloon
Date
Current Sched
Balance/Modified
Beginning Balance
20-Jan-2012
10:00:38AM
Substitutions
Loans Repurchased
Loan
Number
Current
Scheduled
Balance
Current
Rate
Loans Substituted
Current
Payment
Current
Scheduled
Balance
Loan
Number
Current
Rate
Beginning
Scheduled
Balance
Payoff
Balance
Current
Rate
Current
Payment
Beginning
Scheduled
Balance
Payoff
Balance
Current
Rate
Page 73
Current
Payment
Current
Payment
20-Jan-2012
10:00:38AM
Current Interest
Rate Range (%)
4.000
4.250
4.500
4.750
5.000
5.250
5.500
5.750
6.000
6.250
6.500
6.750
7.000
7.250
7.500
7.750
8.000
8.250
8.500
8.750
9.000
9.250
9.500
9.750
10.000
10.250
10.500
>= 10.750
< 4.000
4.249
4.499
4.749
4.999
5.249
5.499
5.749
5.999
6.249
6.499
6.749
6.999
7.249
7.499
7.749
7.999
8.249
8.499
8.749
8.999
9.249
9.499
9.749
9.999
10.249
10.499
10.749
Total
Number
Of
Loans
Summary
Outstanding
Scheduled
Balance($)
433
65
12
15
18
18
15
33
25
35
52
59
56
20
23
23
23
14
4
12
8
13
1
0
0
0
0
0
0
977
138,874,253.68
21,190,306.77
4,655,145.20
6,664,606.61
4,491,536.03
6,376,583.02
5,270,412.77
15,958,989.84
8,082,425.05
12,316,151.14
20,425,348.85
22,602,447.12
25,600,195.96
5,910,269.39
7,894,475.65
7,585,095.84
4,775,201.51
1,640,983.83
468,856.75
2,195,033.52
667,907.88
2,285,799.39
199,850.11
0.00
0.00
0.00
0.00
0.00
0.00
326,131,875.91
Percentage
Of
Balance(%)
42.582
6.497
1.427
2.044
1.377
1.955
1.616
4.893
2.478
3.776
6.263
6.930
7.850
1.812
2.421
2.326
1.464
0.503
0.144
0.673
0.205
0.701
0.061
0.000
0.000
0.000
0.000
0.000
0.000
100.000
Number
Of
Loans
1 - Aggregate
Outstanding
Scheduled
Balance($)
Percentage
Of
Balance(%)
241
46
8
9
9
9
8
3
0
3
10
16
13
11
19
20
23
14
4
12
8
13
1
0
0
0
0
0
0
500
72,888,648.38
13,758,715.33
2,988,371.00
4,219,399.68
1,832,267.83
3,008,882.30
2,308,411.18
765,431.73
0.00
1,002,162.09
1,722,159.99
3,483,701.96
2,424,989.20
2,215,343.74
6,133,053.21
6,105,942.60
4,775,201.51
1,640,983.83
468,856.75
2,195,033.52
667,907.88
2,285,799.39
199,850.11
0.00
0.00
0.00
0.00
0.00
0.00
137,091,113.21
53.168
10.036
2.180
3.078
1.337
2.195
1.684
0.558
0.000
0.731
1.256
2.541
1.769
1.616
4.474
4.454
3.483
1.197
0.342
1.601
0.487
1.667
0.146
0.000
0.000
0.000
0.000
0.000
0.000
100.000
Page 74
Number
Of
Loans
2 - Aggregate
Outstanding
Scheduled
Balance($)
Percentage
Of
Balance(%)
192
19
4
6
9
9
7
30
25
32
42
43
43
9
4
3
0
0
0
0
0
0
0
0
0
0
0
0
0
477
65,985,605.30
7,431,591.44
1,666,774.20
2,445,206.93
2,659,268.20
3,367,700.72
2,962,001.59
15,193,558.11
8,082,425.05
11,313,989.05
18,703,188.86
19,118,745.16
23,175,206.76
3,694,925.65
1,761,422.44
1,479,153.24
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
189,040,762.70
34.905
3.931
0.882
1.293
1.407
1.781
1.567
8.037
4.275
5.985
9.894
10.114
12.259
1.955
0.932
0.782
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
100.000
20-Jan-2012
10:00:38AM
Supplemental Reporting
Distribution Date
The 25th day of each month or, if such 25th day is not a Business Day, the next succeeding Business Day, commencing in May 2006.
Determination Date
With respect to each Servicer, the "Determination Date" set forth in the related Purchase and Servicing Agreement.
Business Day
Any day other than (i) a Saturday or a Sunday or (ii) a day on which banking institutions in New York, New York or, if other than New York, the city in which the Corporate Trust Office
of the Trustee is located, or the States of Maryland or Minnesota, are authorized or obligated by law or executive order to be closed.
LIBOR Business Day
Any day on which banks in London, England and The City of New York are open and conducting transactions in foreign currency and exchange.
Record Date
As to any Distribution Date (i) with respect to the Non-Delay Certificates, the last Business Day preceding such Distribution Date (or the Closing Date, in the case of the first Distribution
Date) unless such Certificates shall no longer be Book-Entry Certificates, in which case the Record Date shall be the last Business Day of the month preceding the month of such
Distribution Date and (ii) in the case of the Delay Certificates (including the Non-Delay Certificates that are subsequently reissued as Definitive Certificates), the last Business Day of the
month preceding the month of each Distribution Date.
LIBOR Determination Date
With respect to any Interest Accrual Period for any Class of LIBOR Certificates, the second Business Day prior to the first day of such Interest Accrual Period.
Remittance Date
With respect to each Servicer, not later than 1:00 p.m., New York time, on 18th day of each calendar month after the initial issuance of the Certificates or, if such 18th day is not a
Business Day, either the immediately preceding or immediately following Business Day, as set forth in the related Acknowledgement, commencing in May 2006.
Closing Date
In the absence of specific guidance in the governing agreements, Wells Fargo Bank, N.A. has determined that a reduction in principal agreed to by a servicer in connection with a loan
modification should be treated in a manner similar to a realized principal loss on the related loan.
Page 75
20-Jan-2012
10:00:38AM
Supplemental Reporting
Extraordinary Costs and Expenses
Wells Fargo Bank, N.A. is processing an expense charge to recover extraordinary costs and expenses incurred as a result of the enhanced administration of residential mortgage backed
securities transaction(s) necessitated by significant and/or unanticipated changes in industry and market conditions. These extraordinary costs and expenses may be adjusted periodically.
Page 76