8-K 1 abf05he1_10508.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington D. C. 20549 FORM 8-K CURRENT REPORT Pursuant to Section 13 or 15(d) of The Securities Exchange Act of 1934 Date of Report (Date of earliest event reported): August 25, 2005 ASSET BACKED FUNDING CORPORATION Asset Backed Certificates, Series 2005-HE1 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-121564-01 Pooling and Servicing Agreement) (Commission 54-2169415 (State or other File Number) 54-2169416 jurisdiction 54-6654323 of Incorporation) IRS EIN c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Road Columbia, MD 21045 (Address of principal executive offices) (Zip Code) Registrant's telephone number, including area code: (410) 884-2000 (Former name or former address, if changed since last report) Check the appropriate box below if the Form 8-K filing is intended to simultaneously satisfy the filing obligation of the registrant under any of the following provisions (see General Instruction A.2. below): [ ] Written communications pursuant to Rule 425 under the Securities Act (17 CFR 230.425) [ ] Soliciting material pursuant to Rule 14a-12 under the Exchange Act (17 CFR 240.14a-12) [ ] Pre-commencement communications pursuant to Rule 14d-2(b) under the Exchange Act(17 CFR 240.14d-2(b)) [ ] Pre-commencement communications pursuant to Rule 13e-4(c) under the Exchange Act(17 CFR 240.13e-4(c)) ITEM 8.01 Other Events On August 25, 2005 a distribution was made to holders of ASSET BACKED FUNDING CORPORATION, Asset Backed Certificates, Series 2005-HE1 Trust. ITEM 9.01 Financial Statements and Exhibits (c) Exhibits Exhibit Number Description EX-99.1 Monthly report distributed to holders of Asset Backed Certificates, Series 2005-HE1 Trust, relating to the August 25, 2005 distribution. Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized. ASSET BACKED FUNDING CORPORATION Asset Backed Certificates, Series 2005-HE1 Trust (Registrant) By: Wells Fargo Bank, N.A. as Securities Administrator By: /s/ Beth Belfield as Officer By: Beth Belfield as Officer Date: 8/25/2005 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Asset Backed Certificates, Series 2005-HE1 Trust, relating to the August 25, 2005 distribution. EX-99.1

Asset Backed Funding Corporation Asset Backed Certificates Record Date: 67/3029/2005 Distribution Date: 78/25/2005 Asset Backed Funding Corporation Asset Backed Certificates Series 2005-HE1 Contact: Customer Service - CTSLink Wells Fargo Bank, N.A. Securities Administration Services 7485 New Horizon Way Frederick, MD 21703 www.ctslink.com Telephone: (301) 815-6600 Fax: (301) 815-6660 Certificateholder Distribution Summary Certificate Certificate Beginning Class Pass-Through Certificate Interest Class CUSIP Description Rate Balance Distribution A-1SS 04542BKK7 SEN 3.~~52938~~67500% ~~442~~422,~~520~~712,~~311~~306.2254 1,~~214~~337,~~750~~708.7132 A-1MZ 04542BKL5 SEN 3.~~57438~~72000% 4946,~~169~~968,~~426~~514.4250 ~~136~~150,~~694~~455.6181 A-2SS 04542BKM3 SEN 3.~~52438~~67000% ~~393~~375,~~386~~574,~~041~~247.6874 1,~~078~~186,~~343~~918.7095 A-2MZ 04542BKN1 SEN 3.~~57438~~72000% 9893,~~346~~893,~~963~~994.6261 ~~273~~300,~~411~~773.7776 A-3A 04542BKP6 SEN 3.~~38438~~53000% ~~104~~89,~~681~~166,~~002~~080.2752 ~~275~~271,~~551~~040.3412 A-3B 04542BKQ4 SEN 3.~~48438~~63000% 140,672,000.00 ~~381~~439,~~231~~717.4423 A-3C 04542BKR2 SEN 3.~~63438~~78000% 28,080,000.00 7991,~~374~~400.8640 M1 04542BKS0 SUB 3.~~73438~~88000% 92,610,000.00 ~~268~~309,~~987~~420.3930 M2 04542BKT8 SUB 3.~~75438~~90000% 56,991,000.00 ~~166~~191,~~417~~394.9077 M3 04542BKU5 SUB 3.~~80438~~95000% 31,166,000.00 92106,~~219~~007.0269 M4 04542BKV3 SUB 34.~~98438~~13000% 31,167,000.00 96110,~~585~~841.3697 M5 04542BKW1 SUB 4.~~01438~~16000% 31,167,000.00 97111,~~312~~647.5912 M6 04542BKX9 SUB 4.~~09438~~24000% 26,714,000.00 8597,~~071~~535.2178 M7 04542BKY7 SUB 4.~~55438~~70000% 20,481,000.00 7282,~~549~~891.7616 M8 04542BKZ4 SUB 4.~~64438~~79000% 18,700,000.00 6777,~~549~~132.9331 M9 04542BLA8 SUB 5.~~26438~~41000% 12,467,000.00 5158,~~046~~078.3590 B1 04542BLB6 SUB 6.~~81438~~96000% 11,576,000.00 6169,~~353~~378.6583 B2 04542BLC4 SUB 6.~~81438~~96000% 17,809,000.00 94106,~~389~~735.0127 B3 04542BLD2 SUB 6.~~81438~~96000% 21,372,000.00 ~~113~~128,~~273~~089.1752 CE ABF5HE1CE SUB 0.00000% 17,809,538.18 43,~~415~~551,~~824~~463.2592 P ABF04HE1P SEN 0.00000% 0.00 1,~~147~~069,~~840~~354.6446 Totals 1,~~646~~587,~~885~~096,~~283~~682.3909 109,~~269~~847,~~778~~986.6659

Certificateholder Distribution Summary (continued) Current Ending Cumulative Principal Realized Certificate Total Realized Class Distribution Loss Balance Distribution Losses A-1SS 1918,~~808~~582,~~004~~507.6814 0.00 ~~422~~404,~~712~~129,~~306~~799.5440 2119,~~022~~920,~~755~~215.3946 0.00 A-1MZ 2,~~200~~064,~~911~~744.9214 0.00 4644,~~968~~903,~~514~~770.5036 2,~~337~~215,~~606~~199.5395 0.00 A-2SS 17,~~811~~460,~~793~~071.9490 0.00 ~~375~~358,~~574~~114,~~247~~175.7484 18,~~890~~646,~~137~~990.6485 0.00 A-2MZ 4,~~452~~365,~~969~~038.0009 0.00 9389,~~893~~528,~~994~~956.6152 4,~~726~~665,~~380~~811.7785 0.00 A-3A 1516,~~514~~998,~~921~~387.7580 0.00 8972,~~166~~167,~~080~~692.5272 1517,~~790~~269,~~473~~427.0992 0.00 A-3B 0.00 0.00 140,672,000.00 ~~381~~439,~~231~~717.4423 0.00 A-3C 0.00 0.00 28,080,000.00 7991,~~374~~400.8640 0.00 M1 0.00 0.00 92,610,000.00 ~~268~~309,~~987~~420.3930 0.00 M2 0.00 0.00 56,991,000.00 ~~166~~191,~~417~~394.9077 0.00 M3 0.00 0.00 31,166,000.00 92106,~~219~~007.0269 0.00 M4 0.00 0.00 31,167,000.00 96110,~~585~~841.3697 0.00 M5 0.00 0.00 31,167,000.00 97111,~~312~~647.5912 0.00 M6 0.00 0.00 26,714,000.00 8597,~~071~~535.2178 0.00 M7 0.00 0.00 20,481,000.00 7282,~~549~~891.7616 0.00 M8 0.00 0.00 18,700,000.00 6777,~~549~~132.9331 0.00 M9 0.00 0.00 12,467,000.00 5158,~~046~~078.3590 0.00 B1 0.00 0.00 11,576,000.00 6169,~~353~~378.6583 0.00 B2 0.00 0.00 17,809,000.00 94106,~~389~~735.0127 0.00 B3 0.00 0.00 21,372,000.00 ~~113~~128,~~273~~089.1752 0.00 CE 0.00 0.00 17,809,538.18 43,~~415~~551,~~824~~463.2592 0.00 P 0.00 0.00 0.00 1,~~147~~069,~~840~~354.6446 0.00 Totals 59,~~788~~470,~~601~~749.2907 0.00 1,~~587~~527,~~096~~625,~~682~~933.0902 7069,~~058~~318,~~379~~735.9566 0.00 All distributions required by the Pooling and Servicing Agreement have been calculated by the Certificate Administrator on behalf of the Trustee. This report has been compiled from information provided to Wells Fargo Bank, N.A. by various third parties, which may include the Servicer, Master Servicer, Special Servicer and others. Wells Fargo Bank, N.A. has not independently confirmed the accuracy of information received from these third parties and assumes no duty to do so. Wells Fargo Bank, N.A. expressly disclaims any responsibility for the accuracy or completeness of information furnished by third parties.

Principal Distribution Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Realized Class Amount Balance Distribution Distribution Accretion Loss (1) A-1SS 488,803,000.00 ~~442~~422,~~520~~712,~~311~~306.2254 0.00 1918,~~808~~582,~~004~~507.6814 0.00 0.00 A-1MZ 54,312,000.00 4946,~~169~~968,~~426~~514.4250 0.00 2,~~200~~064,~~911~~744.9214 0.00 0.00 A-2SS 434,010,000.00 ~~393~~375,~~386~~574,~~041~~247.6874 0.00 17,~~811~~460,~~793~~071.9490 0.00 0.00 A-2MZ 108,503,000.00 9893,~~346~~893,~~963~~994.6261 0.00 4,~~452~~365,~~969~~038.0009 0.00 0.00 A-3A 136,544,000.00 ~~104~~89,~~681~~166,~~002~~080.2752 0.00 1516,~~514~~998,~~921~~387.7580 0.00 0.00 A-3B 140,672,000.00 140,672,000.00 0.00 0.00 0.00 0.00 A-3C 28,080,000.00 28,080,000.00 0.00 0.00 0.00 0.00 M1 92,610,000.00 92,610,000.00 0.00 0.00 0.00 0.00 M2 56,991,000.00 56,991,000.00 0.00 0.00 0.00 0.00 M3 31,166,000.00 31,166,000.00 0.00 0.00 0.00 0.00 M4 31,167,000.00 31,167,000.00 0.00 0.00 0.00 0.00 M5 31,167,000.00 31,167,000.00 0.00 0.00 0.00 0.00 M6 26,714,000.00 26,714,000.00 0.00 0.00 0.00 0.00 M7 20,481,000.00 20,481,000.00 0.00 0.00 0.00 0.00 M8 18,700,000.00 18,700,000.00 0.00 0.00 0.00 0.00 M9 12,467,000.00 12,467,000.00 0.00 0.00 0.00 0.00 B1 11,576,000.00 11,576,000.00 0.00 0.00 0.00 0.00 B2 17,809,000.00 17,809,000.00 0.00 0.00 0.00 0.00 B3 21,372,000.00 21,372,000.00 0.00 0.00 0.00 0.00 CE 17,809,818.04 17,809,538.18 0.00 0.00 0.00 0.00 P 0.00 0.00 0.00 0.00 0.00 0.00 Totals 1,780,953,818.04 1,~~646~~587,~~885~~096,~~283~~682.3909 0.00 59,~~788~~470,~~601~~749.2907 0.00 0.00 (1) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.

Principal Distribution Statement (continued) Total Ending Ending Total Principal Certificate Certificate Principal Class Reduction Balance Percentage Distribution A-1SS 1918,~~808~~582,~~004~~507.6814 ~~422~~404,~~712~~129,~~306~~799.5440 0.~~86479074~~82677438 1918,~~808~~582,~~004~~507.6814 A-1MZ 2,~~200~~064,~~911~~744.9214 4644,~~968~~903,~~514~~770.5036 0.~~86479074~~82677438 2,~~200~~064,~~911~~744.9214 A-2SS 17,~~811~~460,~~793~~071.9490 ~~375~~358,~~574~~114,~~247~~175.7484 0.~~86535851~~82512886 17,~~811~~460,~~793~~071.9490 A-2MZ 4,~~452~~365,~~969~~038.0009 9389,~~893~~528,~~994~~956.6152 0.~~86535851~~82512886 4,~~452~~365,~~969~~038.0009 A-3A 1516,~~514~~998,~~921~~387.7580 8972,~~166~~167,~~080~~692.5272 0.~~65302086~~52853068 1516,~~514~~998,~~921~~387.7580 A-3B 0.00 140,672,000.00 1.00000000 0.00 A-3C 0.00 28,080,000.00 1.00000000 0.00 M1 0.00 92,610,000.00 1.00000000 0.00 M2 0.00 56,991,000.00 1.00000000 0.00 M3 0.00 31,166,000.00 1.00000000 0.00 M4 0.00 31,167,000.00 1.00000000 0.00 M5 0.00 31,167,000.00 1.00000000 0.00 M6 0.00 26,714,000.00 1.00000000 0.00 M7 0.00 20,481,000.00 1.00000000 0.00 M8 0.00 18,700,000.00 1.00000000 0.00 M9 0.00 12,467,000.00 1.00000000 0.00 B1 0.00 11,576,000.00 1.00000000 0.00 B2 0.00 17,809,000.00 1.00000000 0.00 B3 0.00 21,372,000.00 1.00000000 0.00 CE 0.00 17,809,538.18 0.99998429 0.00 P 0.00 0.00 0.00000000 0.00 Totals 59,~~788~~470,~~601~~749.2907 1,~~587~~527,~~096~~625,~~682~~933.0902 0.~~89114982~~85775718 59,~~788~~470,~~601~~749.2907

Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion A-1SS 488,803,000.00 ~~905~~864.~~31422929~~79073684 0.00000000 4038.~~52349245~~01635248 0.00000000 A-1MZ 54,312,000.00 ~~905~~864.~~31422927~~79073685 0.00000000 4038.~~52349241~~01635256 0.00000000 A-2SS 434,010,000.00 ~~906~~865.~~39856612~~35851188 0.00000000 4140.~~04005424~~22965346 0.00000000 A-2MZ 108,503,000.00 ~~906~~865.~~39856612~~35851184 0.00000000 4140.~~04005419~~22965347 0.00000000 A-3A 136,544,000.00 ~~766~~653.~~64666532~~02086155 0.00000000 ~~113~~124.~~62580377~~49018485 0.00000000 A-3B 140,672,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A-3C 28,080,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M1 92,610,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M2 56,991,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M3 31,166,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M4 31,167,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M5 31,167,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M6 26,714,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M7 20,481,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M8 18,700,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M9 12,467,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B1 11,576,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B2 17,809,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B3 21,372,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 CE 17,809,818.04 999.98428620 0.00000000 0.00000000 0.00000000 P 0.00 0.00000000 0.00000000 0.00000000 0.00000000 (2) All Classes are Per 1,000 Denomination

Principal Distribution Factors Statement (continued) Total Ending Ending Total Realized Principal Certificate Certificate Principal Class Loss (3) Reduction Balance Percentage Distribution A-1SS 0.00000000 4038.~~52349245~~01635248 ~~864~~826.~~79073684~~77438436 0.~~86479074~~82677438 4038.~~52349245~~01635248 A-1MZ 0.00000000 4038.~~52349241~~01635256 ~~864~~826.~~79073685~~77438430 0.~~86479074~~82677438 4038.~~52349241~~01635256 A-2SS 0.00000000 4140.~~04005424~~22965346 ~~865~~825.~~35851188~~12885841 0.~~86535851~~82512886 4140.~~04005424~~22965346 A-2MZ 0.00000000 4140.~~04005419~~22965347 ~~865~~825.~~35851184~~12885837 0.~~86535851~~82512886 4140.~~04005419~~22965347 A-3A 0.00000000 ~~113~~124.~~62580377~~49018485 ~~653~~528.~~02086155~~53067670 0.~~65302086~~52853068 ~~113~~124.~~62580377~~49018485 A-3B 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 A-3C 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M1 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M2 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M3 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M4 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M5 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M6 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M7 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M8 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M9 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 B1 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 B2 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 B3 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 CE 0.00000000 0.00000000 999.98428620 0.99998429 0.00000000 P 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 (3) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.

Interest Distribution Statement Beginning Payment of Original Current Certificate/ Current Unpaid Current Face Certificate Notional Accrued Interest Interest Class Amount Rate Balance Interest Shortfall Shortfall A-1SS 488,803,000.00 3.~~52938~~67500% ~~442~~422,~~520~~712,~~311~~306.2254 1,~~214~~337,~~750~~708.7132 0.00 0.00 A-1MZ 54,312,000.00 3.~~57438~~72000% 4946,~~169~~968,~~426~~514.4250 ~~136~~150,~~694~~455.6181 0.00 0.00 A-2SS 434,010,000.00 3.~~52438~~67000% ~~393~~375,~~386~~574,~~041~~247.6874 1,~~078~~186,~~343~~918.7095 0.00 0.00 A-2MZ 108,503,000.00 3.~~57438~~72000% 9893,~~346~~893,~~963~~994.6261 ~~273~~300,~~411~~773.7776 0.00 0.00 A-3A 136,544,000.00 3.~~38438~~53000% ~~104~~89,~~681~~166,~~002~~080.2752 ~~275~~271,~~551~~040.3412 0.00 0.00 A-3B 140,672,000.00 3.~~48438~~63000% 140,672,000.00 ~~381~~439,~~231~~717.4423 0.00 0.00 A-3C 28,080,000.00 3.~~63438~~78000% 28,080,000.00 7991,~~374~~400.8640 0.00 0.00 M1 92,610,000.00 3.~~73438~~88000% 92,610,000.00 ~~268~~309,~~987~~420.3930 0.00 0.00 M2 56,991,000.00 3.~~75438~~90000% 56,991,000.00 ~~166~~191,~~417~~394.9077 0.00 0.00 M3 31,166,000.00 3.~~80438~~95000% 31,166,000.00 92106,~~219~~007.0269 0.00 0.00 M4 31,167,000.00 34.~~98438~~13000% 31,167,000.00 96110,~~585~~841.3697 0.00 0.00 M5 31,167,000.00 4.~~01438~~16000% 31,167,000.00 97111,~~312~~647.5912 0.00 0.00 M6 26,714,000.00 4.~~09438~~24000% 26,714,000.00 8597,~~071~~535.2178 0.00 0.00 M7 20,481,000.00 4.~~55438~~70000% 20,481,000.00 7282,~~549~~891.7616 0.00 0.00 M8 18,700,000.00 4.~~64438~~79000% 18,700,000.00 6777,~~549~~132.9331 0.00 0.00 M9 12,467,000.00 5.~~26438~~41000% 12,467,000.00 5158,~~046~~078.3590 0.00 0.00 B1 11,576,000.00 6.~~81438~~96000% 11,576,000.00 6169,~~353~~378.6583 0.00 0.00 B2 17,809,000.00 6.~~81438~~96000% 17,809,000.00 94106,~~389~~735.0127 0.00 0.00 B3 21,372,000.00 6.~~81438~~96000% 21,372,000.00 ~~113~~128,~~273~~089.1752 0.00 0.00 CE 17,809,818.04 0.00000% 17,809,538.18 0.00 0.00 0.00 P 0.00 0.00000% 0.01 0.00 0.00 0.00 Totals 1,780,953,818.04 45,~~706~~227,~~113~~168.7721 0.00 0.00

Interest Distribution Statement (continued) Remaining Ending Non-Supported Total Unpaid Certificate/ Interest Realized Interest Interest Notional Class Shortfall Losses (4) Distribution Shortfall Balance A-1SS 0.00 0.00 1,~~214~~337,~~750~~708.7132 0.00 ~~422~~404,~~712~~129,~~306~~799.5440 A-1MZ 0.00 0.00 ~~136~~150,~~694~~455.6181 0.00 4644,~~968~~903,~~514~~770.5036 A-2SS 0.00 0.00 1,~~078~~186,~~343~~918.7095 0.00 ~~375~~358,~~574~~114,~~247~~175.7484 A-2MZ 0.00 0.00 ~~273~~300,~~411~~773.7776 0.00 9389,~~893~~528,~~994~~956.6152 A-3A 0.00 0.00 ~~275~~271,~~551~~040.3412 0.00 8972,~~166~~167,~~080~~692.5272 A-3B 0.00 0.00 ~~381~~439,~~231~~717.4423 0.00 140,672,000.00 A-3C 0.00 0.00 7991,~~374~~400.8640 0.00 28,080,000.00 M1 0.00 0.00 ~~268~~309,~~987~~420.3930 0.00 92,610,000.00 M2 0.00 0.00 ~~166~~191,~~417~~394.9077 0.00 56,991,000.00 M3 0.00 0.00 92106,~~219~~007.0269 0.00 31,166,000.00 M4 0.00 0.00 96110,~~585~~841.3697 0.00 31,167,000.00 M5 0.00 0.00 97111,~~312~~647.5912 0.00 31,167,000.00 M6 0.00 0.00 8597,~~071~~535.2178 0.00 26,714,000.00 M7 0.00 0.00 7282,~~549~~891.7616 0.00 20,481,000.00 M8 0.00 0.00 6777,~~549~~132.9331 0.00 18,700,000.00 M9 0.00 0.00 5158,~~046~~078.3590 0.00 12,467,000.00 B1 0.00 0.00 6169,~~353~~378.6583 0.00 11,576,000.00 B2 0.00 0.00 94106,~~389~~735.0127 0.00 17,809,000.00 B3 0.00 0.00 ~~113~~128,~~273~~089.1752 0.00 21,372,000.00 CE 0.00 0.00 43,~~415~~551,~~824~~463.2592 0.00 17,809,538.18 P 0.00 0.00 1,~~147~~069,~~840~~354.6446 0.00 0.01 Totals 0.00 0.00 109,~~269~~847,~~778~~986.6659 0.00 (4) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.

Interest Distribution Factors Statement Beginning Payment of Original Current Certificate/ Current Unpaid Current Face Certificate Notional Accrued Interest Interest Class (5) Amount Rate Balance Interest Shortfall Shortfall A-1SS 488,803,000.00 3.~~52938~~67500% ~~905~~864.~~31422929~~79073684 2.~~48515396~~73670235 0.00000000 0.00000000 A-1MZ 54,312,000.00 3.~~57438~~72000% ~~905~~864.~~31422927~~79073685 2.~~51683992~~77021303 0.00000000 0.00000000 A-2SS 434,010,000.00 3.~~52438~~67000% ~~906~~865.~~39856612~~35851188 2.~~48460565~~73477328 0.00000000 0.00000000 A-2MZ 108,503,000.00 3.~~57438~~72000% ~~906~~865.~~39856612~~35851184 2.~~51985447~~77203174 0.00000000 0.00000000 A-3A 136,544,000.00 3.~~38438~~53000% ~~766~~653.~~64666532~~02086155 21.~~01804063~~98500205 0.00000000 0.00000000 A-3B 140,672,000.00 3.~~48438~~63000% 1000.00000000 23.~~71007336~~12583336 0.00000000 0.00000000 A-3C 28,080,000.00 3.~~63438~~78000% 1000.00000000 23.~~82674003~~25500000 0.00000000 0.00000000 M1 92,610,000.00 3.~~73438~~88000% 1000.00000000 23.~~90451776~~34111111 0.00000000 0.00000000 M2 56,991,000.00 3.~~75438~~90000% 1000.00000000 23.~~92007334~~35833325 0.00000000 0.00000000 M3 31,166,000.00 3.~~80438~~95000% 1000.00000000 23.~~95896233~~40138901 0.00000000 0.00000000 M4 31,167,000.00 34.~~98438~~13000% 1000.00000000 3.~~09896236~~55638881 0.00000000 0.00000000 M5 31,167,000.00 4.~~01438~~16000% 1000.00000000 3.~~12229570~~58222222 0.00000000 0.00000000 M6 26,714,000.00 4.~~09438~~24000% 1000.00000000 3.~~18451786~~65111103 0.00000000 0.00000000 M7 20,481,000.00 4.~~55438~~70000% 1000.00000000 34.~~54229579~~04722230 0.00000000 0.00000000 M8 18,700,000.00 4.~~64438~~79000% 1000.00000000 34.~~61229572~~12472246 0.00000000 0.00000000 M9 12,467,000.00 5.~~26438~~41000% 1000.00000000 4.~~09451753~~65861073 0.00000000 0.00000000 B1 11,576,000.00 6.~~81438~~96000% 1000.00000000 5.~~30007343~~99333362 0.00000000 0.00000000 B2 17,809,000.00 6.~~81438~~96000% 1000.00000000 5.~~30007356~~99333315 0.00000000 0.00000000 B3 21,372,000.00 6.~~81438~~96000% 1000.00000000 5.~~30007346~~99333333 0.00000000 0.00000000 CE 17,809,818.04 0.00000% 999.98428620 0.00000000 0.00000000 0.00000000 P 0.00 0.00000% 0.00000000 0.00000000 0.00000000 0.00000000 (5) All Classes are Per 1,000 Denomination.

Interest Distribution Factors Statement (continued) Remaining Ending Non-Supported Total Unpaid Certificate/ Interest Realized Interest Interest Notional Class Shortfall Losses (6) Distribution Shortfall Balance A-1SS 0.00000000 0.00000000 2.~~48515396~~73670235 0.00000000 ~~864~~826.~~79073684~~77438436 A-1MZ 0.00000000 0.00000000 2.~~51683992~~77021303 0.00000000 ~~864~~826.~~79073685~~77438430 A-2SS 0.00000000 0.00000000 2.~~48460565~~73477328 0.00000000 ~~865~~825.~~35851188~~12885841 A-2MZ 0.00000000 0.00000000 2.~~51985447~~77203174 0.00000000 ~~865~~825.~~35851184~~12885837 A-3A 0.00000000 0.00000000 21.~~01804063~~98500205 0.00000000 ~~653~~528.~~02086155~~53067670 A-3B 0.00000000 0.00000000 23.~~71007336~~12583336 0.00000000 1000.00000000 A-3C 0.00000000 0.00000000 23.~~82674003~~25500000 0.00000000 1000.00000000 M1 0.00000000 0.00000000 23.~~90451776~~34111111 0.00000000 1000.00000000 M2 0.00000000 0.00000000 23.~~92007334~~35833325 0.00000000 1000.00000000 M3 0.00000000 0.00000000 23.~~95896233~~40138901 0.00000000 1000.00000000 M4 0.00000000 0.00000000 3.~~09896236~~55638881 0.00000000 1000.00000000 M5 0.00000000 0.00000000 3.~~12229570~~58222222 0.00000000 1000.00000000 M6 0.00000000 0.00000000 3.~~18451786~~65111103 0.00000000 1000.00000000 M7 0.00000000 0.00000000 34.~~54229579~~04722230 0.00000000 1000.00000000 M8 0.00000000 0.00000000 34.~~61229572~~12472246 0.00000000 1000.00000000 M9 0.00000000 0.00000000 4.~~09451753~~65861073 0.00000000 1000.00000000 B1 0.00000000 0.00000000 5.~~30007343~~99333362 0.00000000 1000.00000000 B2 0.00000000 0.00000000 5.~~30007356~~99333315 0.00000000 1000.00000000 B3 0.00000000 0.00000000 5.~~30007346~~99333333 0.00000000 1000.00000000 CE 0.00000000 0.00000000 ~~247~~199.~~94325467~~41045507 0.00000000 999.98428620 P 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 (6) Amount Does Not Include Excess Special Hazard, Bankruptcy,or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.

CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 7068,~~542~~716,~~827~~126.8836 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 0.00 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 01,069,354.0046 Total Deposits 7069,~~542~~785,~~827~~480.8882 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee ~~484~~466,~~447~~745.9316 Payment of Interest and Principal 7069,~~058~~318,~~379~~735.9566 Total Withdrawals (Pool Distribution Amount) 7069,~~542~~785,~~827~~480.8882 Ending Balance 0.00

SERVICING FEES Gross Servicing Fee ~~463~~446,~~861~~906.8744 Credit Risk Manager Fee 2019,~~586~~838.0672 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee ~~484~~466,~~447~~745.9316

OTHER ACCOUNTS Beginning Current Current Ending Account Type Balance Withdrawals Deposits Balance Class A1 Reserve Fund 0.00 0.00 0.00 0.00 Class A2 Reserve Fund 0.00 0.00 0.00 0.00 Class A3 Reserve Fund 0.00 0.00 0.00 0.00 Class MB Reserve Fund 0.00 0.00 0.00 0.00 Reserve Fund 0.00 023,453.0086 023,453.0086 0.00

LOAN STATUS STRATIFICATION/CREDIT ENHANCEMENT STATEMENT DELINQUENT BANKRUPTCY FORECLOSURE REO Total No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 1922 04 0 1926 23,~~774~~206,~~873~~351.4964 0657,118.0065 0.00 23,~~774~~863,~~873~~470.4929 30 Days ~~128~~90 24 0 0 ~~130~~94 2117,~~417~~701,~~689~~648.7280 ~~205~~455,~~840~~285.0867 0.00 0.00 2118,~~623~~156,~~529~~934.8047 60 Days 3845 41 2215 0 6461 78,~~706~~525,~~047~~583.5736 ~~374~~141,~~574~~824.6658 32,~~520~~308,~~406~~098.2482 0.00 1110,~~601~~975,~~028~~506.4776 90 Days 519 17 2040 01 2667 ~~914~~3,~~856~~891,259.9821 ~~141~~667,~~931~~764.1301 37,~~969~~217,~~371~~451.7120 099,906.0034 511,~~026~~876,~~159~~380.8276 120 Days 3 1 12 0 164 ~~418~~3 8 139,~~638~~486.9683 ~~127,801~~0.4600 2862,~~084,300~~089.5172 0643,539.0087 21,~~630~~645,~~740~~116.9342 150 Days 0 0 06 0 06 0.00 0.00 01,038,373.0027 0.00 01,038,373.0027 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals ~~174~~155 2734 5469 04 ~~255~~262 30,~~457~~257,~~233~~978.2320 34,~~625~~471,~~020~~225.8290 912,~~574~~083,~~078~~131.4666 0743,446.0021 4347,~~656~~555,~~332~~781.5197 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0.~~220622~~263315% 0.~~000000~~047876% 0.000000% 0.~~220622~~311191% 0.~~174712~~209813% 0.~~000000~~043000% 0.000000% 0.~~174712~~252812% 30 Days 1.~~486298~~077199% 0.~~023223~~047876% 0.000000% 0.000000% 1.~~509522~~125075% 1.~~348506~~158334% 0.~~012960~~029792% 0.000000% 0.000000% 1.~~361466~~188127% 60 Days 0.~~441245~~538600% 0.~~046447~~011969% 0.~~255458~~179533% 0.000000% 0.~~743149~~730102% 0.~~485190~~557885% 0.~~023584~~009281% 0.~~221653~~151034% 0.000000% 0.~~730427~~718199% 90 Days 0.~~058059~~227409% 0.~~011612~~083782% 0.~~232234~~478755% 0.~~000000~~011969% 0.~~301904~~801915% 0.~~057601~~254630% 0.~~008936~~043696% 0.~~249921~~472285% 0.~~000000~~006538% 0.~~316458~~777149% 120 Days 0.~~034835~~011969% 0.~~011612~~000000% 0.~~139340~~047876% 0.~~000000~~035907% 0.~~185787~~095751% 0.~~026358~~009128% 0.~~008047~~000000% 0.~~131232~~056412% 0.~~000000~~042111% 0.~~165637~~107651% 150 Days 0.000000% 0.000000% 0.~~000000~~071813% 0.000000% 0.~~000000~~071813% 0.000000% 0.000000% 0.~~000000~~067948% 0.000000% 0.~~000000~~067948% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 21.~~020437~~855177% 0.~~313516~~406942% 0.~~627032~~825853% 0.~~000000~~047876% 23.~~960985~~135847% 1.~~917656~~979977% 0.~~228240~~292581% 0.~~602806~~790678% 0.~~000000~~048649% 23.~~748702~~111885%

Delinquency Status By Groups

DELINQUENT BANKRUPTCY FORECLOSURE REO Total 1 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 12 0 0 12 79129,~~704~~752.7400 0.00 0.00 79129,~~704~~752.7400 30 Days 36 0 0 0 36 ~~426~~960,~~049~~591.4944 0.00 0.00 0.00 ~~426~~960,~~049~~591.4944 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 36 12 0 0 48 ~~426~~960,~~049~~591.4944 79129,~~704~~752.7400 0.00 0.00 ~~505~~1,~~754~~090,343.2344 0-29 Days 0.~~192308~~389864% 0.000000% 0.000000% 0.~~192308~~389864% 0.~~097621~~161374% 0.000000% 0.000000% 0.~~097621~~161374% 30 Days 01.~~576923~~169591% 0.000000% 0.000000% 0.000000% 01.~~576923~~169591% 01.~~521819~~194695% 0.000000% 0.000000% 0.000000% 01.~~521819~~194695% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 01.~~576923~~169591% 0.~~192308~~389864% 0.000000% 0.000000% 01.~~769231~~559454% 01.~~521819~~194695% 0.~~097621~~161374% 0.000000% 0.000000% 01.~~619440~~356069% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 2 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 1112 02 0 1114 12,~~760~~077,~~688~~529.9420 0294,801.0028 0.00 12,~~760~~372,~~688~~330.9448 30 Days 5429 2 0 0 5631 84,~~168~~962,~~125~~128.4287 205,~~840~~717.0864 0.00 0.00 85,~~373~~167,~~965~~846.5051 60 Days 1916 01 87 0 2724 32,~~365~~788,~~540~~573.7706 0141,824.0058 1,~~225~~085,~~454~~419.5366 0.00 4,~~590~~015,~~995~~817.30 90 Days 311 12 721 0 1134 ~~676~~1,~~660~~966,220.0514 ~~141~~194,~~931~~479.1325 13,~~287~~321,~~035~~235.3496 0.00 25,~~105~~481,~~626~~935.5235 120 Days 20 0 1 3 0 61 ~~356,238~~0.9600 ~~127,801~~0.4600 ~~368~~270,~~236~~258.6404 0.00 ~~852~~270,~~277~~258.0604 150 Days 0 0 01 0 01 0.00 0.00 0282,714.0077 0.00 0282,714.0077 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 7856 1517 1832 0 ~~111~~105 129,~~566~~716,~~565~~922.2007 2,~~236~~619,~~261~~550.6167 25,~~880~~254,~~726~~429.5171 0.00 17,~~683~~590,~~553~~902.3245 0-29 Days 0.~~335673~~377715% 0.~~000000~~062952% 0.000000% 0.~~335673~~440667% 0.~~325562~~398673% 0.~~000000~~056572% 0.000000% 0.~~325562~~455245% 30 Days 10.~~647849~~912811% 0.~~061031~~062952% 0.000000% 0.000000% 10.~~708880~~975763% 10.~~510335~~952221% 0.~~038061~~039477% 0.000000% 0.000000% 10.~~548396~~991698% 60 Days 0.~~579799~~503620% 0.~~000000~~031476% 0.~~244126~~220334% 0.000000% 0.~~823924~~755430% 0.~~622309~~535121% 0.~~000000~~027216% 0.~~226594~~208290% 0.000000% 0.~~848902~~770626% 90 Days 0.~~091547~~346239% 0.~~030516~~062952% 0.~~213610~~661001% 0.000000% 01.~~335673~~070192% 0.~~125118~~377313% 0.~~026244~~037320% 0.~~237980~~637338% 0.000000% 01.~~389343~~051971% 120 Days 0.~~061031~~000000% 0.~~030516~~000000% 0.~~091547~~031476% 0.000000% 0.~~183094~~031476% 0.~~065871~~000000% 0.~~023631~~000000% 0.~~068089~~051862% 0.000000% 0.~~157591~~051862% 150 Days 0.000000% 0.000000% 0.~~000000~~031476% 0.000000% 0.~~000000~~031476% 0.000000% 0.000000% 0.~~000000~~054252% 0.000000% 0.~~000000~~054252% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 21.~~380226~~762669% 0.~~457736~~535096% 01.~~549283~~007240% 0.000000% 3.~~387244~~305005% 21.~~323633~~864656% 0.~~413498~~502686% 01.~~532663~~008313% 0.000000% 3.~~269794~~375655% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 3 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 32 0 0 0 32 ~~326~~159,~~372~~360.5350 0.00 0.00 0.00 ~~326~~159,~~372~~360.5350 60 Days 1 0 1 0 2 ~~224~~63,~~477~~858.7128 0.00 117,~~684~~626.8762 0.00 ~~342~~181,~~162~~484.5890 90 Days 0 0 01 0 01 0.00 0.00 0224,477.0071 0.00 0224,477.0071 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 43 0 12 0 5 ~~550~~223,~~850~~218.2478 0.00 ~~117~~342,~~684~~104.8733 0.00 ~~668~~565,~~535~~323.11 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.~~547445~~371058% 0.000000% 0.000000% 0.000000% 0.~~547445~~371058% 0.~~410577~~203589% 0.000000% 0.000000% 0.000000% 0.~~410577~~203589% 60 Days 0.~~182482~~185529% 0.000000% 0.~~182482~~185529% 0.000000% 0.~~364964~~371058% 0.~~282393~~081581% 0.000000% 0.~~148048~~150272% 0.000000% 0.~~430441~~231854% 90 Days 0.000000% 0.000000% 0.~~000000~~185529% 0.000000% 0.~~000000~~185529% 0.000000% 0.000000% 0.~~000000~~286778% 0.000000% 0.~~000000~~286778% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.~~729927~~556586% 0.000000% 0.~~182482~~371058% 0.000000% 0.~~912409~~927644% 0.~~692971~~285170% 0.000000% 0.~~148048~~437051% 0.000000% 0.~~841018~~722221% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 4 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 4 01 0 45 ~~619~~620,~~276~~062.0206 0290,963.0081 0.00 ~~619~~911,~~276~~025.0287 30 Days 5738 02 0 0 5740 107,~~217~~022,~~348~~881.9188 0249,568.0003 0.00 0.00 107,~~217~~272,~~348~~449.91 60 Days 1524 30 107 0 2831 24,~~660~~775,~~107~~754.1606 ~~324,686~~0.2800 1,~~501~~105,~~362~~052.7954 0.00 45,~~486~~880,~~156~~806.2360 90 Days 17 03 811 01 922 ~~139~~1,~~486~~291,767.8329 0324,686.0028 1,~~349~~779,~~678~~547.8761 099,906.0034 13,~~489~~495,~~165~~907.7052 120 Days 1 0 63 01 75 62139,~~400~~486.0083 0.00 1591,~~135,770~~831.8868 0227,435.0093 1958,~~198,170~~754.8844 150 Days 0 0 04 0 04 0.00 0.00 0624,632.0092 0.00 0624,632.0092 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 7470 79 2426 02 ~~105~~107 13,~~079~~229,~~342~~890.9006 ~~943~~1,~~962~~194,316.3037 34,~~986~~392,~~812~~028.5456 0327,342.0027 1819,~~010~~143,~~117~~577.7426 0-29 Days 0.~~128535~~132802% 0.~~000000~~033201% 0.000000% 0.~~128535~~166003% 0.~~114140~~118839% 0.~~000000~~055765% 0.000000% 0.~~114140~~174604% 30 Days 1.~~831620~~261620% 0.~~000000~~066401% 0.000000% 0.000000% 1.~~831620~~328021% 1.~~883184~~345982% 0.~~000000~~047831% 0.000000% 0.000000% 1.~~883184~~393814% 60 Days 0.~~482005~~796813% 0.~~096401~~000000% 0.~~321337~~232404% 0.000000% 01.~~899743~~029216% 0.~~490291~~915305% 0.~~059844~~000000% 0.~~276720~~211791% 0.000000% 01.~~826854~~127096% 90 Days 0.~~032134~~232404% 0.~~000000~~099602% 0.~~257069~~365206% 0.~~000000~~033201% 0.~~289203~~730412% 0.~~025709~~247576% 0.~~000000~~062228% 0.~~248763~~341062% 0.~~000000~~019148% 0.~~274472~~670014% 120 Days 0.~~032134~~033201% 0.000000% 0.~~192802~~099602% 0.~~000000~~033201% 0.~~224936~~166003% 0.~~011501~~026734% 0.000000% 0.~~209337~~113428% 0.~~000000~~043590% 0.~~220838~~183752% 150 Days 0.000000% 0.000000% 0.~~000000~~132802% 0.000000% 0.~~000000~~132802% 0.000000% 0.000000% 0.~~000000~~119715% 0.000000% 0.~~000000~~119715% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 2.~~377892~~324037% 0.~~224936~~298805% 0.~~771208~~863214% 0.~~000000~~066401% 3.~~374036~~552457% 2.~~410685~~535597% 0.~~173984~~228899% 0.~~734819~~841762% 0.~~000000~~062737% 3.~~319488~~668994% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 5 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 2 01 0 23 217,~~742~~501.0548 071,353.0056 0.00 ~~217~~288,~~742~~855.0504 30 Days 12 0 0 0 12 75143,~~860~~522.6348 0.00 0.00 0.00 75143,~~860~~522.6348 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 21 0 21 0.00 0.00 ~~206~~89,~~445~~920.7505 0.00 ~~206~~89,~~445~~920.7505 120 Days 0 0 1 0 1 1 0.00 0.00 ~~89,920.05~~ 0.00 8956,~~920~~910.0565 56,910.65 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 12 2 32 01 67 75143,~~860~~522.6348 217,~~742~~501.0548 ~~296~~161,~~365~~273.8061 056,910.0065 ~~589~~579,~~968~~208.4822 0-29 Days 0.~~781250~~790514% 0.~~000000~~395257% 0.000000% 01.~~781250~~185771% 0.~~488524~~497414% 0.~~000000~~163182% 0.000000% 0.~~488524~~660596% 30 Days 0.~~390625~~790514% 0.000000% 0.000000% 0.000000% 0.~~390625~~790514% 0.~~170200~~328228% 0.000000% 0.000000% 0.000000% 0.~~170200~~328228% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.~~781250~~395257% 0.000000% 0.~~781250~~395257% 0.000000% 0.000000% 0.~~463179~~205642% 0.000000% 0.~~463179~~205642% 120 Days 0.000000% 0.000000% 0.~~390625~~000000% 0.~~000000~~395257% 0.~~390625~~395257% 0.000000% 0.000000% 0.~~201744~~000000% 0.~~000000~~130152% 0.~~201744~~130152% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.~~390625~~790514% 0.~~781250~~790514% 10.~~171875~~790514% 0.~~000000~~395257% 2.~~343750~~766798% 0.~~170200~~328228% 0.~~488524~~497414% 0.~~664923~~368824% 0.~~000000~~130152% 1.~~323647~~324618% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 6 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 12 0 0 12 97161,~~461~~506.7490 0.00 0.00 97161,~~461~~506.7490 30 Days 1013 0 0 0 1013 24,~~203~~453,~~932~~163.7463 0.00 0.00 0.00 24,~~203~~453,~~932~~163.7463 60 Days 34 10 30 0 74 1897,~~455,921~~397.9396 ~~49,888~~0.3800 ~~675,904~~0.0500 0.00 2897,~~181,714~~397.3696 90 Days 1 02 36 0 49 98633,~~710~~271.1078 0148,598.0048 1,~~126~~802,~~211~~269.7587 0.00 12,~~224~~584,~~921~~140.8513 120 Days 0 0 2 0 21 1 0.00 0.00 ~~490,372.94~~ 0.00 ~~490~~359,~~372~~193.9429 359,193.29 150 Days 0 0 01 0 01 0.00 0.00 0131,025.0058 0.00 0131,025.0058 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 1418 24 87 01 2430 35,~~758~~983,~~564~~833.7737 ~~147~~310,~~350~~105.1238 21,~~292~~933,~~488~~295.7445 0359,193.0029 68,~~198~~586,~~403~~427.6349 0-29 Days 0.~~111235~~232288% 0.000000% 0.000000% 0.~~111235~~232288% 0.~~032577~~057087% 0.000000% 0.000000% 0.~~032577~~057087% 30 Days 1.~~112347~~509872% 0.000000% 0.000000% 0.000000% 1.~~112347~~509872% 01.~~736681~~574031% 0.000000% 0.000000% 0.000000% 01.~~736681~~574031% 60 Days 0.~~333704~~464576% 0.~~111235~~000000% 0.~~333704~~000000% 0.000000% 0.~~778643~~464576% 0.~~486653~~317197% 0.~~016676~~000000% 0.~~225926~~000000% 0.000000% 0.~~729254~~317197% 90 Days 0.~~111235~~116144% 0.~~000000~~232288% 0.~~333704~~696864% 0.000000% 01.~~444939~~045296% 0.~~032995~~223838% 0.~~000000~~052524% 0.~~376445~~637037% 0.000000% 0.~~409439~~913399% 120 Days 0.000000% 0.000000% 0.~~222469~~000000% 0.~~000000~~116144% 0.~~222469~~116144% 0.000000% 0.000000% 0.~~163911~~000000% 0.~~000000~~126962% 0.~~163911~~126962% 150 Days 0.000000% 0.000000% 0.~~000000~~116144% 0.000000% 0.~~000000~~116144% 0.000000% 0.000000% 0.~~000000~~046313% 0.000000% 0.~~000000~~046313% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 12.~~557286~~090592% 0.~~222469~~464576% 0.~~889878~~813008% 0.~~000000~~116144% 23.~~669633~~484321% 12.~~256328~~115067% 0.~~049253~~109611% 0.~~766281~~683349% 0.~~000000~~126962% 23.~~071862~~034989%

OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance ~~284~~303,~~859~~201.5919

REO Detail - All Mortgage Loans in REO during Current Period

Summary 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 04 ~~Aug~~Sep-04 0.000% Original Principal Balance 0745,000.00 ~~Sep~~Oct-04 0.000% Current Principal Balance 0743,446.0021 ~~Oct~~Nov-04 0.000% ~~Nov~~Dec-04 0.000% Current REO Total ~~Dec~~Jan-0405 0.000% Loans in REO 04 ~~Jan~~Feb-05 0.000% Original Principal Balance 0745,000.00 ~~Feb~~Mar-05 0.000% Current Principal Balance 0743,446.0021 ~~Mar~~Apr-05 0.000% ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-05 0.000% ~~Jul~~Aug-05 0.~~000~~049% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 1 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 ~~Aug~~Sep-04 0.000% Original Principal Balance 0.00 ~~Sep~~Oct-04 0.000% Current Principal Balance 0.00 ~~Oct~~Nov-04 0.000% ~~Nov~~Dec-04 0.000% Current REO Total ~~Dec~~Jan-0405 0.000% Loans in REO 0 ~~Jan~~Feb-05 0.000% Original Principal Balance 0.00 ~~Feb~~Mar-05 0.000% Current Principal Balance 0.00 ~~Mar~~Apr-05 0.000% ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-05 0.000% ~~Jul~~Aug-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 2 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 ~~Aug~~Sep-04 0.000% Original Principal Balance 0.00 ~~Sep~~Oct-04 0.000% Current Principal Balance 0.00 ~~Oct~~Nov-04 0.000% ~~Nov~~Dec-04 0.000% Current REO Total ~~Dec~~Jan-0405 0.000% Loans in REO 0 ~~Jan~~Feb-05 0.000% Original Principal Balance 0.00 ~~Feb~~Mar-05 0.000% Current Principal Balance 0.00 ~~Mar~~Apr-05 0.000% ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-05 0.000% ~~Jul~~Aug-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 3 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 ~~Aug~~Sep-04 0.000% Original Principal Balance 0.00 ~~Sep~~Oct-04 0.000% Current Principal Balance 0.00 ~~Oct~~Nov-04 0.000% ~~Nov~~Dec-04 0.000% Current REO Total ~~Dec~~Jan-0405 0.000% Loans in REO 0 ~~Jan~~Feb-05 0.000% Original Principal Balance 0.00 ~~Feb~~Mar-05 0.000% Current Principal Balance 0.00 ~~Mar~~Apr-05 0.000% ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-05 0.000% ~~Jul~~Aug-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 4 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 02 ~~Aug~~Sep-04 0.000% Original Principal Balance 0328,000.00 ~~Sep~~Oct-04 0.000% Current Principal Balance 0327,342.0027 ~~Oct~~Nov-04 0.000% ~~Nov~~Dec-04 0.000% Current REO Total ~~Dec~~Jan-0405 0.000% Loans in REO 02 ~~Jan~~Feb-05 0.000% Original Principal Balance 0328,000.00 ~~Feb~~Mar-05 0.000% Current Principal Balance 0327,342.0027 ~~Mar~~Apr-05 0.000% ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-05 0.000% ~~Jul~~Aug-05 0.~~000~~063% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 5 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 01 ~~Aug~~Sep-04 0.000% Original Principal Balance 057,000.00 ~~Sep~~Oct-04 0.000% Current Principal Balance 056,910.0065 ~~Oct~~Nov-04 0.000% ~~Nov~~Dec-04 0.000% Current REO Total ~~Dec~~Jan-0405 0.000% Loans in REO 01 ~~Jan~~Feb-05 0.000% Original Principal Balance 057,000.00 ~~Feb~~Mar-05 0.000% Current Principal Balance 056,910.0065 ~~Mar~~Apr-05 0.000% ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-05 0.000% ~~Jul~~Aug-05 0.~~000~~130% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 6 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 01 ~~Aug~~Sep-04 0.000% Original Principal Balance 0360,000.00 ~~Sep~~Oct-04 0.000% Current Principal Balance 0359,193.0029 ~~Oct~~Nov-04 0.000% ~~Nov~~Dec-04 0.000% Current REO Total ~~Dec~~Jan-0405 0.000% Loans in REO 01 ~~Jan~~Feb-05 0.000% Original Principal Balance 0360,000.00 ~~Feb~~Mar-05 0.000% Current Principal Balance 0359,193.0029 ~~Mar~~Apr-05 0.000% ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-05 0.000% ~~Jul~~Aug-05 0.~~000~~127% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

REO Loan Detail - All Mortgage Loans in REO during Current Period Month Loan First Original Loan Entered Payment LTV at Principal Group Number REO Date State Origination Balance No4 ~~REO~~0341020825 ~~loans~~Aug-2005 ~~this~~01-Jan-2005 ~~period~~NC 58.82 100,000.00 4 0410279569 Aug-2005 01-Dec-2004 GA 80.00 228,000.00 5 0409283180 Aug-2005 01-Dec-2004 TX 100.00 57,000.00 6 0409226354 Aug-2005 01-Dec-2004 GA 80.00 360,000.00

REO Loan Detail - All Mortgage Loans in REO during Current Period (continued) Current Paid Current Approximate Loan Principal To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest No4 ~~REO~~0341020825 ~~loans~~99,906.34 ~~this~~01-Mar-2005 ~~period~~3 11.650% 4,721.70 4 0410279569 227,435.93 01-Feb-2005 4 6.999% 6,143.18 5 0409283180 56,910.65 01-Feb-2005 4 9.250% 2,071.52 6 0409226354 359,193.29 01-Feb-2005 4 7.499% 10,450.95

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

Summary 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 3328 ~~Aug~~Sep-04 0.000% Original Principal Balance 54,~~584~~649,~~365~~935.00 ~~Sep~~Oct-04 0.000% Current Principal Balance 54,~~570~~635,~~543~~766.1746 ~~Oct~~Nov-04 0.000% ~~Nov~~Dec-04 0.000% Current Foreclosure Total ~~Dec~~Jan-0405 0.000% Loans in Foreclosure 5469 ~~Jan~~Feb-05 0.000% Original Principal Balance 912,~~596~~112,~~165~~940.00 ~~Feb~~Mar-05 0.000% Current Principal Balance 912,~~574~~083,~~078~~131.4666 ~~Mar-05 0.000%~~ Apr-05 0.000% May-05 0.074% Jun-05 0.316% Jul-05 0.603% Aug-05 0.791% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 1 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 ~~Aug~~Sep-04 0.000% Original Principal Balance 0.00 ~~Sep~~Oct-04 0.000% Current Principal Balance 0.00 ~~Oct~~Nov-04 0.000% ~~Nov~~Dec-04 0.000% Current Foreclosure Total ~~Dec~~Jan-0405 0.000% Loans in Foreclosure 0 ~~Jan~~Feb-05 0.000% Original Principal Balance 0.00 ~~Feb~~Mar-05 0.000% Current Principal Balance 0.00 ~~Mar~~Apr-05 0.000% ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-05 0.000% ~~Jul~~Aug-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 2 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 1316 ~~Aug~~Sep-04 0.000% Original Principal Balance 2,~~298~~638,~~310~~918.00 ~~Sep~~Oct-04 0.000% Current Principal Balance 2,~~294~~629,~~459~~377.9927 ~~Oct~~Nov-04 0.000% ~~Nov~~Dec-04 0.000% Current Foreclosure Total ~~Dec~~Jan-0405 0.000% Loans in Foreclosure 1832 ~~Jan~~Feb-05 0.000% Original Principal Balance 25,~~885~~268,~~740~~448.00 ~~Feb~~Mar-05 0.000% Current Principal Balance 25,~~880~~254,~~726~~429.5171 ~~Mar-05 0.000%~~ Apr-05 0.000% May-05 0.052% Jun-05 0.215% Jul-05 0.533% Aug-05 1.008% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 3 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 1 ~~Aug~~Sep-04 0.000% Original Principal Balance ~~117~~224,~~800~~900.00 ~~Sep~~Oct-04 0.000% Current Principal Balance ~~117~~224,~~684~~477.8771 ~~Oct~~Nov-04 0.000% ~~Nov~~Dec-04 0.000% Current Foreclosure Total ~~Dec~~Jan-0405 0.000% Loans in Foreclosure 12 ~~Jan~~Feb-05 0.000% Original Principal Balance ~~117~~342,~~800~~700.00 ~~Feb~~Mar-05 0.000% Current Principal Balance ~~117~~342,~~684~~104.8733 ~~Mar~~Apr-05 0.000% ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-05 0.~~000~~148% ~~Jul~~Aug-05 0.~~148~~437% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 4 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 1410 ~~Aug~~Sep-04 0.000% Original Principal Balance 21,~~208~~714,~~305~~550.00 ~~Sep~~Oct-04 0.000% Current Principal Balance 21,~~201~~710,~~933~~557.5892 ~~Oct~~Nov-04 0.000% ~~Nov~~Dec-04 0.000% Current Foreclosure Total ~~Dec~~Jan-0405 0.000% Loans in Foreclosure 2426 ~~Jan~~Feb-05 0.000% Original Principal Balance 34,~~997~~402,~~675~~275.00 ~~Feb~~Mar-05 0.000% Current Principal Balance 34,~~986~~392,~~812~~028.5456 ~~Mar-05 0.000%~~ Apr-05 0.000% May-05 0.050% Jun-05 0.408% Jul-05 0.735% Aug-05 0.842% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 5 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 1 ~~Aug~~Sep-04 0.000% Original Principal Balance ~~150~~71,~~000~~567.00 ~~Sep~~Oct-04 0.000% Current Principal Balance ~~149~~71,~~535~~353.1056 ~~Oct~~Nov-04 0.000% ~~Nov~~Dec-04 0.000% Current Foreclosure Total ~~Dec~~Jan-0405 0.000% Loans in Foreclosure 32 ~~Jan~~Feb-05 0.000% Original Principal Balance ~~297~~161,~~000~~567.00 ~~Feb~~Mar-05 0.000% Current Principal Balance ~~296~~161,~~365~~273.8061 ~~Mar~~Apr-05 0.000% ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.~~000~~486% ~~Jun~~Jul-05 0.~~486~~665% ~~Jul~~Aug-05 0.~~665~~369% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 6 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 40 ~~Aug~~Sep-04 0.000% Original Principal Balance ~~809,950~~0.00 ~~Sep~~Oct-04 0.000% Current Principal Balance ~~806,929~~0.6300 ~~Oct~~Nov-04 0.000% ~~Nov~~Dec-04 0.000% Current Foreclosure Total ~~Dec~~Jan-0405 0.000% Loans in Foreclosure 87 ~~Jan~~Feb-05 0.000% Original Principal Balance 21,~~297~~937,950.00 ~~Feb~~Mar-05 0.000% Current Principal Balance 21,~~292~~933,~~488~~295.7445 ~~Mar-05 0.000%~~ Apr-05 0.000% May-05 0.206% Jun-05 0.473% Jul-05 0.766% Aug-05 0.683% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period Month Loan First Original Loan Entered Payment LTV at Principal Group Number FC Date State Origination Balance 2 0011071646 Jul-2005 01-Feb-2005 CA 73.80 277,500.00 2 0041063290 May-2005 01-Feb-2005 IN 90.00 126,000.00 2 0051054701 Jun-2005 01-Jan-2005 GA 80.00 174,400.00 2 0121036229 Aug-2005 01-Jan-2005 WI 80.00 131,600.00 2 0131029462 Aug-2005 01-Jan-2005 OH 90.00 160,200.00 2 0131029643 Aug-2005 01-Feb-2005 OH 65.00 188,500.00 2 0131029793 Aug-2005 01-Feb-2005 OH 95.00 181,450.00 2 0141042392 Jul-2005 01-Dec-2004 CT 80.00 307,200.00 2 0161036755 Aug-2005 01-Dec-2004 MA 80.00 164,000.00 2 0161037876 Jul-2005 01-Jan-2005 MA 80.00 72,000.00 2 0161038184 Aug-2005 01-Jan-2005 MA 65.00 259,998.00 2 0191021545 Jul-2005 01-Jan-2005 WA 75.00 288,750.00 2 0231059160 Aug-2005 01-Feb-2005 CT 95.00 133,000.00 2 0341021003 Aug-2005 01-Jan-2005 NC 80.00 55,920.00 2 0361022119 Aug-2005 01-Jan-2005 MI 83.27 112,000.00 2 0371022509 Jul-2005 01-Feb-2005 FL 80.00 270,400.00 2 0391009709 Jul-2005 01-Jan-2005 TN 75.00 97,500.00 2 ~~0391009723~~0521021464 ~~Jul~~Aug-2005 01-Jan-2005 LAOH 9080.00 6094,~~210~~800.00 2 ~~0511032349~~0621005425 Jul-2005 01-Jan-2005 WAFL 8090.00 ~~196~~279,000.00 2 ~~0621005425~~0621005475 Jul-2005 01-Jan-2005 FL 9080.00 ~~279~~160,000.00 2 ~~0621005475~~0631004819 ~~Jul~~Aug-2005 01-~~Jan~~Dec-~~2005~~2004 FLNV 80.00 ~~160~~283,~~000~~200.00 2 0641005794 Jul-2005 01-Jan-2005 TX 64.94 50,000.00 2 0661002542 Aug-2005 01-Dec-2004 CA 82.64 219,000.00 2 0661003384 Aug-2005 01-Jan-2005 CA 80.00 240,000.00 2 0711004999 Jun-2005 01-Jan-2005 MI 95.00 122,550.00 2 0761005920 May-2005 01-Feb-2005 IL 80.00 68,480.00 2 0831031147 Jul-2005 01-Dec-2004 CA 65.00 139,750.00 2 0831031160 Aug-2005 01-Nov-2004 CA 55.00 195,250.00 2 0831031348 Aug-2005 01-Nov-2004 CA 80.00 103,200.00 2 0841002149 Jun-2005 01-Feb-2005 MI 80.00 96,000.00 2 0841002260 Aug-2005 01-Feb-2005 MI 80.00 116,800.00 2 0841002409 Jul-2005 01-Feb-2005 MI 80.00 100,000.00 3 0091029401 Jul-2005 01-Feb-2005 MO 95.00 117,800.00 3 0831032954 Aug-2005 01-Jan-2005 NY 65.00 224,900.00 4 0091029479 Aug-2005 01-Jan-2005 IL 80.00 96,000.00 4 0171023448 Jun-2005 01-Feb-2005 NV 80.00 152,000.00 4 0211022690 Aug-2005 01-Jan-2005 MS 70.00 70,000.00 4 0271018124 Jul-2005 01-Jan-2005 SC 75.00 132,750.00 4 ~~0271018420~~0321021803 ~~Jun~~Aug-2005 01-~~Feb~~Jan-2005 MDCO 7574.0017 ~~206~~201,250.00 4 0321021934 Jul-2005 01-Jan-2005 CO 71.30 203,200.00 4 ~~0341020825~~0331031006 ~~Jun~~Aug-2005 01-Jan-2005 NCNY 5868.8275 ~~100~~220,000.00 4 0341021068 Jun-2005 01-Jan-2005 SC 90.00 54,000.00 4 0361021848 Aug-2005 01-Dec-2004 MI 95.00 106,400.00 4 0371021476 Jul-2005 01-Dec-2004 FL 90.00 135,000.00 4 0381018148 Jul-2005 01-Jan-2005 CT 90.00 342,000.00 4 0391009231 Aug-2005 01-Feb-2005 LA 80.00 62,400.00 4 0391009444 Jul-2005 01-Jan-2005 LA 63.83 120,000.00 4 0408175284 Jul-2005 01-Oct-2004 CA 80.00 158,400.00 4 0409158167 Jun-2005 01-Dec-2004 CA 80.00 176,800.00 4 ~~0409203126 Jul-2005 01-Dec-2004 MO 85.00 94,350.00 4~~ 0410073942 Jul-2005 01-Dec-2004 IL 82.44 169,000.00 4 0410075204 Jun-2005 01-Dec-2004 CA 80.00 232,000.00 4 ~~0410131224 Jul-2005 01-Dec-2004 CA 80.00 172,000.00 4~~ 0410131265 Jul-2005 01-Dec-2004 TN 61.90 65,000.00 4 0410132539 Jun-2005 01-Dec-2004 NY 80.00 294,000.00 4 ~~0410132579 Jul-2005 01-Dec-2004 NY 83.05 245,000.00 4~~ 0410143427 Jun-2005 01-Dec-2004 CO 80.00 154,400.00 4 0410225270 Jun-2005 01-Dec-2004 CO 80.00 191,920.00 4 ~~0410256803~~0551003398 ~~Jul~~Aug-2005 01-Dec-2004 KSLA 80.00 ~~125~~96,~~600~~000.00 4 ~~0410279569~~0611012917 ~~Jun~~Aug-2005 01-~~Dec~~Jan-~~2004~~2005 GANY 8060.00 ~~228~~270,000.00 4 0641005717 Jul-2005 01-Jan-2005 TX 95.00 107,255.00 4 ~~0831030070~~0671002026 ~~Jul~~Aug-2005 01-~~Oct~~Jan-~~2004~~2005 CA 6170.6700 ~~138~~301,~~750~~000.00 54 ~~0171023462~~0681003132 ~~Jun~~Aug-2005 01-Feb-2005 AZNH ~~100~~64.0078 90291,~~000~~500.00 5 ~~0231056247~~0031030833 ~~Jul~~Aug-2005 01-~~Nov~~Jan-~~2004~~2005 MAWA 6085.4300 ~~150~~71,~~000~~567.00 5 ~~0409283180~~0171023462 Jun-2005 01-~~Dec~~Feb-~~2004~~2005 TXAZ 100.00 5790,000.00 6 0161038608 Jun-2005 01-Feb-2005 MA 64.52 700,000.00 6 0171023461 Jun-2005 01-Feb-2005 AZ 80.00 360,000.00 6 0381016599 Jul-2005 01-Nov-2004 MA 89.44 398,000.00 6 0391008978 Jun-2005 01-Dec-2004 LA 85.00 68,000.00 6 ~~0409226354 Jun-2005 01-Dec-2004 GA 80.00 360,000.00 6~~ 0409294739 Jul-2005 01-Dec-2004 MO 90.00 65,700.00 6 0410186388 Jul-2005 01-Dec-2004 OH 75.00 131,250.00 6 0661003176 Jul-2005 01-Jan-2005 OR 79.63 215,000.00

Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period (continued) Current Paid Current Approximate Loan Principal To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest 2 0011071646 277,225.93 01-Mar-2005 23 9.500% 810,~~494~~615.1120 2 0041063290 125,870.22 01-~~Jan~~Mar-2005 43 9.300% 34,~~773~~715.1418 2 0051054701 173,951.39 01-~~Jan~~Mar-2005 43 6.800% 4,702.95 2 0121036229 131,163.89 01-Apr-2005 2 6.990% 2,921.25 2 0131029462 159,981.00 01-Mar-2005 3 9.900% 6,~~764~~393.0223 2 0131029643 188,239.57 01-Apr-2005 2 9.850% 5,988.05 2 0131029793 181,205.69 01-Mar-2005 3 8.000% 5,805.71 2 0141042392 305,943.90 01-Mar-2005 23 5.900% 57,~~702~~123.0076 2 0161036755 163,186.68 01-Apr-2005 2 6.100% 3,150.16 2 0161037876 71,870.89 01-~~Feb~~Mar-2005 3 8.600% 12,~~986~~482.6049 2 0161038184 258,994.12 01-Apr-2005 2 6.350% 5,215.54 2 0191021545 288,371.72 01-~~Feb~~Mar-2005 3 10.100% 911,~~413~~764.8262 2 ~~0371022509~~0231059160 ~~270~~132,~~258~~597.0400 01-~~Feb~~Apr-2005 32 95.~~190~~950% 72,~~997~~493.9639 2 ~~0391009709~~0341021003 9755,~~332~~830.2164 01-Mar-2005 23 810.~~800~~400% 2,~~755~~347.3255 2 ~~0391009723~~0361022119 60111,~~117~~777.6058 01-Mar-2005 3 8.100% 3,627.85 2 0371022509 270,258.04 01-Feb-2005 4 9.~~350~~190% 19,~~812~~994.1374 2 ~~0511032349~~0391009709 ~~195~~97,~~556~~332.4721 01-Mar-2005 3 8.800% 3,443.13 2 70521021464 94,603.~~450~~20 01-Apr-2005 2 9.300% 42,~~655~~835.3982 2 0621005425 278,504.81 01-~~Feb~~Mar-2005 3 8.650% 79,~~744~~677.7092 2 0621005475 160,000.00 01-~~Feb~~Mar-2005 3 6.890% 34,~~514~~393.6835 2 0631004819 282,714.77 01-Jan-2005 5 6.790% 7,618.35 2 0641005794 49,942.28 01-Mar-2005 23 10.690% 12,~~728~~160.6336 2 0661002542 218,137.93 01-Mar-2005 3 6.100% 5,261.07 2 0661003384 239,508.72 01-Mar-2005 3 7.950% 7,623.70 2 0711004999 122,222.25 01-~~Feb~~Mar-2005 3 6.600% 23,~~563~~202.1649 2 0761005920 68,415.03 01-~~Jan~~Mar-2005 43 9.690% 2,~~139~~674.8415 2 0831031147 139,424.99 01-Mar-2005 23 9.750% 45,~~388~~484.6748 2 0831031160 192,976.25 01-Aug-2005 (1) 7.200% 1,110.57 2 0831031348 101,825.03 01-Jul-2005 0 8.990% 1,475.25 2 0841002149 95,807.63 01-~~Feb~~Mar-2005 3 7.150% 2,~~184~~730.9507 2 0841002260 116,635.20 01-Apr-2005 2 9.750% 3,671.36 2 0841002409 99,911.15 01-Mar-2005 23 10.000% 34,~~228~~034.2640 3 0091029401 117,~~684~~626.8762 01-~~Mar~~Apr-2005 2 9.550% 3,~~625~~624.9008 3 0831032954 224,477.71 01-Mar-2005 3 8.375% 7,543.07 4 0091029479 95,750.09 01-Apr-2005 2 8.200% 2,518.89 4 0171023448 151,841.79 01-~~Feb~~Mar-2005 3 9.250% 5,656.42 4 0211022690 69,~~526~~864.3591 01-Apr-2005 2 10.650% 2,408.88 4 0271018124 132,494.29 01-~~Jan~~Mar-2005 43 8.250% 34,~~507~~383.6511 4 ~~0271018420~~0321021803 ~~204~~200,~~834~~950.5468 01-~~Feb~~Mar-2005 3 79.~~790~~500% 57,~~136~~695.6327 4 0321021934 202,894.57 01-Mar-2005 23 9.450% 67,~~183~~727.5240 4 ~~0341020825~~0331031006 99219,~~906~~580.3453 01-~~Jan~~Mar-2005 43 118.~~650~~300% 37,~~777~~309.9783 4 0341021068 53,923.00 01-~~Feb~~Mar-2005 3 9.700% 12,~~688~~109.3693 4 0361021848 106,092.09 01-Apr-2005 2 8.800% 3,003.26 4 0371021476 134,535.67 01-Mar-2005 23 6.800% 23,~~911~~637.1127 4 0381018148 341,137.33 01-~~Jan~~Mar-2005 43 6.900% 79,~~495~~365.4020 4 0391009231 62,400.00 01-Jan-2005 5 9.300% 2,335.13 4 0391009444 119,811.93 01-~~Feb~~Mar-2005 3 9.250% 34,~~571~~463.5421 4 0408175284 157,529.07 01-Mar-2005 23 6.500% 3,~~146~~930.1379 4 0409158167 176,508.73 01-Jan-2005 45 6.990% ~~3,807.25~~ 4 ~~0409203126 94~~,~~141~~757.4603 ~~01-Mar-2005 2 8.999% 2,664.75~~ 4 0410073942 168,~~513~~389.2864 01-~~Mar~~Apr-2005 2 7.699% 4,~~039~~036.29 4 0410075204 231,578.57 01-Jan-2005 45 6.490% 45,~~608~~758.9143 4 ~~0410131224 171,599.81 01-Mar-2005 2 8.750% 4,714.78 4~~ 0410131265 64,848.75 01-Mar-2005 23 8.750% 12,~~781~~226.7551 4 0410132539 293,236.33 01-Feb-2005 34 6.750% 67,~~095~~616.6110 4 ~~0410132579 244,062.83 01-Mar-2005 2 6.250% 4,671.03 4~~ 0410143427 154,145.62 01-Jan-2005 45 6.990% 34,~~324~~154.8833 4 0410225270 191,468.11 01-Feb-2005 34 7.250% 45,~~299~~372.4209 4 ~~0410256803~~0551003398 ~~125~~95,~~057~~548.9549 01-~~Mar~~Apr-2005 2 56.~~999~~350% 21,~~288~~924.7912 4 ~~0410279569~~0611012917 ~~227~~269,~~435~~190.9394 01-~~Feb~~Apr-2005 32 67.~~999~~500% 46,~~916~~453.6316 4 0641005717 107,127.24 01-Feb-2005 34 8.600% 23,~~959~~698.3505 4 ~~0831030070~~0671002026 ~~138~~300,~~179~~216.4038 01-~~Mar~~Apr-2005 2 78.~~990~~200% 37,~~538~~897.2582 54 ~~0171023462~~0681003132 89290,~~920~~963.0581 01-~~Jan~~Jul-2005 40 1011.~~000~~800% 25,~~905~~577.4468 5 ~~0231056247~~0031030833 ~~149~~71,~~535~~353.1056 01-~~Feb~~Jul-2005 30 810.~~850~~750% 41,~~257~~243.9734 5 ~~0409283180~~0171023462 5689,~~910~~920.6505 01-~~Feb~~Mar-2005 3 910.~~250~~000% 13,~~657~~630.6797 6 0161038608 699,248.22 01-~~Feb~~Mar-2005 3 9.100% 2025,~~494~~611.4701 6 0171023461 359,347.36 01-~~Jan~~Mar-2005 43 6.500% 79,~~416~~266.2704 6 0381016599 395,985.37 01-Mar-2005 23 6.250% 79,~~842~~798.6632 6 0391008978 67,770.24 01-~~Feb~~Mar-2005 3 7.450% 12,~~613~~015.3185 6 ~~0409226354 359,193.29 01-Feb-2005 3 7.499% 8,364.00 6~~ 0409294739 65,480.98 01-Mar-2005 23 8.259% 12,~~691~~114.8511 6 0410186388 131,025.58 01-Jan-2005 45 7.000% 23,~~830~~536.5669 6 0661003176 214,437.70 01-Mar-2005 23 6.715% 45,~~579~~721.3056

COLLATERAL STATEMENT Collateral Description Fixed & Mixed ARM Weighted Average Gross Coupon 6.~~999676~~990407% Weighted Average Net Coupon 6.~~661684~~652503% Weighted Average Pass-Through Rate 6.~~646684~~637503% Weighted Average Maturity(Stepdown Calculation) ~~351~~350 Beginning Scheduled Collateral Loan Count 8,~~876~~612 Number Of Loans Paid In Full ~~264~~257 Ending Scheduled Collateral Loan Count 8,~~612~~355 Beginning Scheduled Collateral Balance 1,~~646~~587,~~885~~096,~~283~~682.3910 Ending Scheduled Collateral Balance 1,~~587~~527,~~096~~625,~~682~~933.1003 Ending Actual Collateral Balance at 3029-~~Jun~~Jul-2005 1,~~588~~528,~~252~~198,~~885~~527.9193 Monthly P&I Constant 10,~~830~~431,~~478~~994.8161 Special Servicing Fee 0.00 Prepayment Penalties 01,069,354.0046 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Scheduled Principal 1,~~224~~186,~~093~~617.1153 Unscheduled Principal 58,~~564~~284,~~508~~131.1854 Required Overcollateralization Amount 0.00 Overcollateralized Increase Amount 0.00 Overcollateralized reduction Amount 0.00 Specified O/C Amount 17,809,538.18 Overcollateralized Amount 17,809,538.18 Overcollateralized Deficiency Amount 0.00 Base Overcollateralized Amount 0.00 Extra principal distribution Amount 0.00 Excess Cash Amount 43,~~415~~574,~~824~~917.2579

Miscellaneous Reporting Cap Carryover Amount 023,453.0086

Group Level Collateral Statement Group 1 2 3 Collateral Description Fixed 15/30 & ARM Fixed 15/30 & ARM Fixed 15/30 & ARM Weighted Average Coupon Rate 7.~~063037~~058491 7.~~066025~~057126 7.~~221194~~218983 Weighted Average Net Rate 6.~~763037~~758491 6.~~766025~~757126 6.~~904214~~901814 Weighted Average Maturity ~~344~~343 ~~353~~352 ~~343~~342 Beginning Loan Count ~~537~~520 3,~~375~~277 ~~558~~548 Loans Paid In Full 177 98100 109 Ending Loan Count ~~520~~513 3,~~277~~177 ~~548~~539 Beginning Scheduled Balance 8481,~~501~~578,~~268~~194.9577 ~~559~~540,~~484~~398,~~237~~394.0159 8179,~~147~~425,~~983~~344.3631 Ending Scheduled Balance 8180,~~578~~387,~~194~~656.7778 ~~540~~520,~~398~~941,~~394~~681.5930 7978,~~425~~253,~~344~~280.3108 Record Date 0607/3029/2005 0607/3029/2005 0607/3029/2005 Principal And Interest Constant ~~579~~560,~~769~~383.3754 3,~~720~~591,~~962~~821.74 ~~563~~552,~~201~~231.0844 Scheduled Principal 8280,~~406~~534.3942 ~~426~~413,~~521~~772.2918 74,~~879~~422.9495 Unscheduled Principal 21,~~840~~110,~~667~~003.7957 1819,~~659~~042,~~321~~941.1311 1,~~647~~097,~~759~~641.1128 Scheduled Interest ~~497~~479,~~362~~849.9812 3,~~294~~178,~~441~~049.4556 ~~488~~477,~~321~~808.1449 Servicing Fees 2120,~~125~~394.3255 ~~139~~135,~~871~~099.0660 2120,~~435~~992.2569 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 0.00 0.00 0.00 FRY Amount 0.00 0.00 0.00 Special Hazard Fee 0.00 0.00 0.00 Other Fee 1,~~056~~019.2773 6,~~993~~754.5598 ~~1,014~~992.3582 Pool Insurance Fee 0.00 0.00 0.00 Spread 1 0.00 0.00 0.00 Spread 2 0.00 0.00 0.00 Spread 3 0.00 0.00 0.00 Net Interest ~~475~~458,~~181~~434.3984 3,~~147~~036,~~576~~194.8498 ~~465~~455,~~871~~822.5498 Realized Loss Amount 0.00 0.00 0.00 Cumulative Realized Loss 0.00 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 0.0000 Prepayment Penalties 0.00 0.00 0.00 Special Servicing Fee 0.00 0.00 0.00 Pass-Through Rate 6.~~748037~~743491 6.~~751025~~742126 6.~~889214~~886814

Group Level Collateral Statement Group 4 5 6 Collateral Description Fixed 15/30 & ARM Fixed 15/30 & ARM Fixed 15/30 & ARM Weighted Average Coupon Rate 7.~~039680~~031386 7.~~002862~~004599 6.~~735112~~714099 Weighted Average Net Rate 6.~~661659~~653167 6.~~660776~~663084 6.~~386096~~365473 Weighted Average Maturity ~~352~~351 ~~344~~343 ~~352~~351 Beginning Loan Count 3,~~212~~112 ~~260~~256 ~~934~~899 Loans Paid In Full 100 43 3538 Ending Loan Count 3,~~112~~012 ~~256~~253 ~~899~~861 Beginning Scheduled Balance ~~562~~542,~~711~~169,~~339~~215.8394 44,~~918~~538,~~611~~721.9325 ~~314~~298,~~121~~986,~~842~~811.3124 Ending scheduled Balance ~~542~~521,~~169~~516,~~215~~170.9418 4443,~~538~~714,~~721~~405.2547 ~~298~~282,~~986~~812,~~811~~739.2422 Record Date 0607/3029/2005 0607/3029/2005 0607/3029/2005 Principal And Interest Constant 3,~~707~~570,~~297~~381.3334 ~~305~~302,~~460~~942.7721 1,~~953~~854,~~787~~234.5234 Scheduled Principal ~~406~~393,~~207~~547.7126 4342,~~328~~962.4030 ~~190~~181,~~749~~378.3842 Unscheduled Principal 20,~~135~~259,~~916~~498.1850 ~~336~~781,~~562~~353.2848 1415,~~944~~992,~~281~~693.6960 Scheduled Interest 3,~~301~~176,~~089~~834.6208 ~~262~~259,~~132~~979.3791 1,~~763~~672,~~038~~855.1492 Servicing Fees ~~177~~170,~~263~~881.8799 12,~~805~~675.0354 9186,~~361~~862.3407 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 0.00 0.00 0.00 FRY Amount 0.00 0.00 0.00 Special Hazard Fee 0.00 0.00 0.00 Other Fee 76,~~033~~777.8912 ~~561~~556.4873 3,~~926~~737.5234 Pool Insurance Fee 0.00 0.00 0.00 Spread 1 0.00 0.00 0.00 Spread 2 0.00 0.00 0.00 Spread 3 0.00 0.00 0.00 Net Interest 32,~~116~~999,~~791~~174.8697 ~~248~~246,~~765~~747.8664 1,~~667~~582,~~750~~256.2851 Realized Loss Amount 0.00 0.00 0.00 Cumulative Realized Loss 0.00 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 0.0000 Prepayment Penalties 0.00 0.00 0.00 Special Servicing Fee 0.00 0.00 0.00 Pass-Through Rate 6.~~646659~~638167 6.~~645776~~648084 6.~~371096~~350473

Group Level Collateral Statement Group Total Collateral Description Fixed & Mixed ARM Weighted Average Coupon Rate 6.~~999676~~990407 Weighted Average Net Rate 6.~~661684~~652503 Weighted Average Maturity ~~351~~350.00 Record Date 0607/3029/2005 Principal And Interest Constant 10,~~830~~431,~~478~~994.8161 Beginning Loan Count 8,~~876~~612 Loans Paid In Full ~~264~~257 Ending Loan Count 8,~~612~~355 Beginning Scheduled Balance 1,~~646~~587,~~885~~096,~~283~~682.3910 Ending Scheduled Balance 1,~~587~~527,~~096~~625,~~682~~933.1003 Scheduled Principal 1,~~224~~186,~~093~~617.1153 Unscheduled Principal 58,~~564~~284,~~508~~131.1854 Scheduled Interest 9,~~606~~245,~~385~~377.7008 Servicing Fee ~~463~~446,~~861~~906.8744 Master Servicing Fee 0.00 Trustee Fee 0.00 Fry Amount 0.00 Special Hazard Fee 0.00 Other Fee 2019,~~586~~838.0672 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 98,~~121~~778,~~937~~631.7792 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Percentage of Cumulative Losses 0.0000 Prepayment Penalties 0.00 Special Servicing Fee 0.00 Pass-Through Rate 6.~~646684~~637503

Miscellaneous Reporting Group 1 Group 1 Available Funds 2624,~~023~~458,~~292~~769.9710 Group 2 Available Funds 2625,~~245~~678,~~348~~187.5204 Group 3 Available Funds 1719,~~789~~181,~~738~~779.4252

Group Group

Prepayment Detail - Prepayments during Current Period Summary Loans Paid In Full Repurchased Loans Original Current Original Current Principal Principal Principal Principal Group Count Balance Balance Count Balance Balance 1 177 21,~~844~~113,~~050~~150.00 21,~~830~~106,~~209~~191.7826 0 0.00 0.00 2 98100 1819,~~906~~064,~~480~~769.00 18,~~650~~960,~~946~~007.3747 0 0.00 0.00 3 109 1,~~649~~099,~~304~~701.00 1,~~644~~094,~~259~~299.2720 0 0.00 0.00 4 100 20,~~224~~345,~~565~~258.6000 20,~~123~~218,~~901~~475.1221 0 0.00 0.00 5 43 ~~339~~785,~~050~~200.00 ~~334~~779,~~958~~282.0511 0 0.00 0.00 6 3538 15,~~017~~898,~~773~~051.00 1415,~~949~~823,~~093~~557.9263 0 0.00 0.00 Total ~~264~~257 58,~~981~~306,~~222~~129.6000 5857,~~533~~981,~~368~~812.5188 0 0.00 0.00

Prepayment Detail - Prepayments during Current Period (continued) Summary Substitution Loans Liquidated Loans Curtailments Original Current Original Current Principal Principal Principal Principal Curtailment Group Count Balance Balance Count Balance Balance Amount 1 0 0.00 0.00 0 0.00 0.00 124,~~857~~781.7675 2 0 0.00 0.00 0 0.00 0.00 2397,~~585~~109.4617 3 0 0.00 0.00 0 0.00 0.00 4,~~417~~150.7536 4 0 0.00 0.00 0 0.00 0.00 2757,~~043~~395.2028 5 0 0.00 0.00 0 0.00 0.00 2,~~226~~910.8337 6 0 0.00 0.00 0 0.00 0.00 5178,~~622~~612.9509 Total 0 0.00 0.00 0 0.00 0.00 75344,~~753~~959.9502

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount 1 0011072198 CA 74.72 01-Jan-2005 337,000.00 335,335.94 1 0141042282 NY 52.63 01-Feb-2005 100,000.00 99,430.03 1 0151026723 PA 61.73 01-Feb-2005 50,000.00 49,773.83 1 0211025106 NC 80.00 01-Jan-2005 182,800.00 181,891.87 1 0231058647 MA 57.81 01-Feb-2005 185,000.00 184,038.97 1 0231059415 RI 68.97 01-Jan-2005 200,000.00 198,820.69 1 0231060217 NJ 70.00 01-Feb-2005 227,500.00 225,931.18 1 0331032159 NY 73.33 01-Jan-2005 220,000.00 218,584.97 1 0361022059 MI 80.00 01-Jan-2005 60,000.00 59,697.99 1 0381017666 MA 55.56 01-Jan-2005 250,000.00 248,525.91 1 0381017836 RI 90.00 01-Jan-2005 157,500.00 156,578.56 1 0381017924 RI 70.00 01-Jan-2005 133,000.00 132,168.89 1 0631005142 CA 75.00 01-Jan-2005 273,750.00 272,104.24 1 0661003215 CA 45.47 01-Jan-2005 145,500.00 144,518.35 1 0731008142 VA 95.00 01-Jan-2005 209,000.00 208,094.49 1 0741009139 FL 58.24 01-Feb-2005 53,000.00 52,476.78 1 0841002062 MI 66.67 01-Feb-2005 60,000.00 59,837.34 2 0011072258 CA 69.66 01-Feb-2005 310,000.00 308,744.09 2 0011072358 CA 64.44 01-Jan-2005 230,700.00 229,895.01 2 0011072367 CA 52.00 01-Jan-2005 130,000.00 129,582.87 2 0011072438 CA 75.00 01-Feb-2005 198,750.00 197,367.14 2 0021059232 HI 53.60 01-Jan-2005 321,600.00 320,208.20 2 0031030378 CA 66.54 01-Jan-2005 177,000.00 175,912.98 2 0031031135 NV 76.44 01-Feb-2005 172,000.00 171,222.03 2 0041062939 IL 90.00 01-Feb-2005 198,000.00 197,267.43 2 0051054740 GA 85.00 01-Jan-2005 187,000.00 185,918.67 2 0061055464 MI 80.00 01-Feb-2005 64,000.00 63,717.33 2 0061055824 OH 85.00 01-Feb-2005 195,500.00 24,453.73 2 0061055942 OH 85.00 01-Feb-2005 98,600.00 98,256.90 2 0071063342 FL 72.95 01-Feb-2005 151,000.00 150,275.40 2 0071063350 FL 95.00 01-Jan-2005 190,000.00 190,000.00 2 0071063449 FL 80.00 01-Jan-2005 244,000.00 242,986.11 2 0071063601 FL 85.00 01-Feb-2005 115,175.00 114,234.88 2 0081051955 VA 80.00 01-Dec-2004 200,000.00 198,749.92 2 0081052099 VA 80.00 01-Jan-2005 119,920.00 119,156.09 2 0081052283 VA 80.00 01-Jan-2005 224,000.00 222,307.84 2 0091029312 IL 100.00 01-Jan-2005 205,000.00 203,925.56 2 0101044399 TX 75.00 01-Jan-2005 54,000.00 53,748.95 2 0121036491 MN 84.80 01-Feb-2005 106,000.00 105,494.31 2 0141042511 MA 74.80 01-Jan-2005 95,000.00 94,389.00 2 0161037315 MA 80.00 01-Jan-2005 192,000.00 190,394.96 2 0161037384 MA 50.81 01-Dec-2004 156,000.00 154,672.51 2 0161037805 MA 90.00 01-Jan-2005 164,700.00 163,728.85 2 0191021628 CA 80.00 01-Jan-2005 232,000.00 230,709.92 2 0191022104 WA 90.00 01-Jan-2005 225,000.00 223,683.56 2 0211023578 VA 80.00 01-Dec-2004 176,000.00 175,357.27 2 0211024387 FL 80.00 01-Feb-2005 219,200.00 218,079.17 2 0211024394 MD 90.00 01-Dec-2004 324,000.00 322,422.61 2 0231055129 PA 35.71 01-Dec-2004 140,000.00 139,197.41 2 0231057413 NJ 79.46 01-Dec-2004 89,000.00 88,624.66 2 0231057467 NY 80.00 01-Jan-2005 196,000.00 194,960.42 2 0231057613 NJ 80.00 01-Jan-2005 188,800.00 188,148.01 2 0231058462 MA 90.00 01-Jan-2005 289,800.00 288,104.49 2 0231059031 NH 85.00 01-Jan-2005 153,000.00 152,078.34 2 0231059510 MA 80.00 01-Feb-2005 264,000.00 263,100.02 2 0231059700 MA 80.00 01-Feb-2005 187,200.00 186,200.08 2 0231059707 NJ 88.85 01-Jan-2005 279,000.00 277,608.51 2 0231059812 NH 80.00 01-Jan-2005 113,600.00 112,813.45 2 0231060283 NY 80.00 01-Feb-2005 176,000.00 175,469.08 2 0251034224 CA 95.00 01-Jan-2005 237,500.00 237,500.00 2 0251034387 CA 75.49 01-Jan-2005 317,058.00 315,038.20 2 0251034694 CA 78.95 01-Jan-2005 150,000.00 150,000.00 2 0261049399 FL 95.00 01-Jan-2005 161,500.00 160,710.48 2 0271017480 NY 70.00 01-Feb-2005 423,500.00 421,544.14 2 0271017840 FL 80.00 01-Jan-2005 114,400.00 113,938.60 2 0271018419 CA 56.00 01-Jan-2005 126,000.00 125,021.24 2 0271018458 FL 80.00 01-Feb-2005 116,000.00 115,495.41 2 0271018681 NJ 66.67 01-Feb-2005 100,000.00 99,573.92 2 0281013386 NY 74.55 01-Feb-2005 82,000.00 81,654.12 2 0311024403 PA 80.00 01-Dec-2004 252,800.00 250,422.71 2 0311025141 NJ 85.00 01-Jan-2005 151,300.00 150,481.91 2 0311025452 NJ 85.00 01-Feb-2005 329,800.00 327,484.02 2 0321021251 CO 80.00 01-Dec-2004 212,000.00 209,965.86 2 0331031170 NJ 70.00 01-Dec-2004 192,500.00 190,936.87 2 0331031821 NY 75.00 01-Feb-2005 106,530.00 106,225.65 2 0331032542 NY 50.00 01-Feb-2005 150,000.00 149,208.09 2 0351022228 TX 85.00 01-Feb-2005 91,489.00 91,170.66 2 0371022538 FL 80.00 01-Jan-2005 356,358.00 353,840.81 2 0371023052 FL 79.99 01-Feb-2005 127,900.00 127,472.01 2 0381016858 RI 73.64 01-Dec-2004 176,000.00 174,751.62 2 0381017120 MA 75.64 01-Dec-2004 208,000.00 206,056.67 2 0381017718 MA 56.07 01-Jan-2005 240,000.00 238,318.18 2 0511032676 CA 78.26 01-Feb-2005 270,000.00 270,000.00 2 0521020766 WI 80.00 01-Feb-2005 88,000.00 87,771.39 2 0611012779 NY 85.00 01-Dec-2004 293,250.00 291,209.72 2 0611013707 NY 75.00 01-Feb-2005 300,000.00 298,986.86 2 0611013798 NY 45.92 01-Feb-2005 225,000.00 223,412.30 2 0631004672 CA 68.97 01-Dec-2004 200,000.00 198,585.49 2 0631005226 CA 85.00 01-Jan-2005 348,500.00 346,363.88 2 0631005297 AZ 80.00 01-Jan-2005 287,200.00 287,200.00 2 0641005806 TX 90.00 01-Jan-2005 99,000.00 98,592.43 2 0651006930 DE 75.00 01-Feb-2005 172,500.00 171,926.94 2 0661002421 CA 75.00 01-Dec-2004 217,500.00 215,972.07 2 0661002486 CA 80.00 01-Dec-2004 140,000.00 138,612.44 2 0661002615 CA 58.18 01-Dec-2004 256,000.00 253,805.14 2 0661002619 CA 80.00 01-Dec-2004 178,400.00 176,898.75 2 0661002651 CA 67.33 01-Dec-2004 202,000.00 200,408.54 2 0661002727 CA 78.95 01-Dec-2004 300,000.00 297,972.54 2 0661002791 CA 75.00 01-Jan-2005 131,250.00 130,468.48 2 0661003074 CA 54.70 01-Jan-2005 163,000.00 162,264.71 2 0661003390 CA 70.00 01-Jan-2005 140,000.00 139,125.15 2 0661003738 CA 90.00 01-Feb-2005 324,000.00 324,000.00 2 0671001450 CA 75.00 01-Dec-2004 210,000.00 208,313.15 2 0681002906 MA 69.84 01-Jan-2005 220,000.00 218,368.85 2 0681003047 VT 80.00 01-Jan-2005 180,000.00 178,989.21 2 0721005269 AZ 90.00 01-Jan-2005 119,700.00 119,097.01 2 0761005987 WI 39.68 01-Jan-2005 50,000.00 49,022.56 2 0761006029 IL 63.02 01-Jan-2005 114,700.00 114,304.73 2 0831030201 CA 95.00 01-Nov-2004 242,250.00 241,084.25 2 0831031149 CA 65.00 01-Dec-2004 282,750.00 281,606.02 2 0831031158 CA 70.00 01-Dec-2004 308,000.00 306,687.44 2 0831031189 CA 65.00 01-Dec-2004 227,500.00 226,530.60 2 0831031344 CA 90.00 01-Nov-2004 202,500.00 200,964.72 2 0841002000 MI 90.00 01-Jan-2005 150,300.00 149,624.68 2 0841002060 MI 80.00 01-Jan-2005 88,000.00 87,586.69 3 0011072459 CA 81.10 01-Feb-2005 296,000.00 294,464.18 3 0031030370 CA 73.33 01-Jan-2005 264,000.00 263,999.95 3 0121035541 MN 60.94 01-Nov-2004 78,000.00 77,409.83 3 0191021795 CA 52.70 01-Jan-2005 179,184.00 177,889.90 3 0211024896 TN 80.00 01-Feb-2005 76,000.00 75,669.65 3 0271018533 VA 90.00 01-Feb-2005 252,000.00 252,000.00 3 0409294504 NY 7.22 01-Dec-2004 65,000.00 64,642.08 3 0511032256 CA 50.00 01-Feb-2005 130,000.00 129,381.02 3 0511032737 CO 80.00 01-Feb-2005 151,920.00 151,197.15 3 0831032953 NY 84.97 01-Jan-2005 157,200.00 156,687.60 4 0011071392 CA 85.00 01-Nov-2004 416,500.00 413,167.17 4 0011071635 CA 78.13 01-Jan-2005 293,000.00 292,999.63 4 0011072027 CA 80.00 01-Jan-2005 316,000.00 314,277.04 4 0011072229 CA 82.50 01-Jan-2005 297,000.00 294,898.67 4 0021060804 CA 65.00 01-Jan-2005 208,000.00 207,472.03 4 0031029870 CA 75.00 01-Nov-2004 191,250.00 189,435.04 4 0031030644 CA 69.17 01-Jan-2005 332,000.00 329,606.79 4 0031030830 CA 73.46 01-Feb-2005 155,000.00 154,523.45 4 0041063254 IL 94.48 01-Jan-2005 137,750.00 137,028.00 4 0041063465 IL 75.00 01-Feb-2005 180,000.00 179,075.06 4 0051054517 GA 70.00 01-Jan-2005 80,500.00 80,274.97 4 0081051202 MD 80.00 01-Jan-2005 159,200.00 158,357.28 4 0081052665 VA 85.00 01-Feb-2005 73,950.00 73,702.52 4 0091029107 IL 78.16 01-Dec-2004 204,000.00 202,580.64 4 0091029561 IL 58.46 01-Jan-2005 228,000.00 226,790.10 4 0121036271 WI 80.00 01-Feb-2005 156,000.00 155,189.02 4 0121036521 MN 80.00 01-Jan-2005 136,000.00 135,392.67 4 0121036644 IA 80.00 01-Feb-2005 93,600.00 93,280.93 4 0131029387 OH 70.59 01-Jan-2005 72,000.00 71,665.49 4 0141043066 NY 88.38 01-Jan-2005 327,000.00 324,682.44 4 0141043583 NY 63.16 01-Jan-2005 240,000.00 238,186.97 4 0141043986 NY 74.89 01-Feb-2005 352,000.00 350,629.88 4 0161037691 MA 80.00 01-Jan-2005 239,200.00 237,789.61 4 0161037962 MA 84.90 01-Feb-2005 208,000.00 206,974.22 4 0161038080 MA 80.00 01-Jan-2005 233,600.00 232,235.95 4 0191021375 WA 85.00 01-Dec-2004 163,200.00 162,159.73 4 0211024505 FL 85.00 01-Feb-2005 98,600.00 98,179.04 4 0211024829 VA 60.61 01-Jan-2005 140,000.00 139,244.14 4 0211025102 TN 70.42 08-Jan-2005 50,000.00 49,864.18 4 0211025385 NC 80.00 01-Feb-2005 123,064.00 122,479.24 4 0231060483 RI 95.00 01-Feb-2005 261,250.00 260,032.79 4 0251034655 CA 88.77 01-Jan-2005 324,900.00 322,899.17 4 0271017768 CA 51.85 01-Dec-2004 196,000.00 194,408.45 4 0271017861 AZ 64.26 01-Feb-2005 205,000.00 204,218.09 4 0271018432 NY 69.54 01-Jan-2005 226,000.00 224,475.28 4 0281013243 NJ 70.00 01-Jan-2005 192,500.00 191,604.95 4 0281013451 NJ 80.00 01-Feb-2005 142,000.00 141,444.19 4 0311024556 NJ 49.71 01-Jan-2005 174,000.00 172,953.93 4 0321021393 CO 90.00 01-Dec-2004 127,800.00 126,792.91 4 0331031728 NY 90.00 01-Jan-2005 310,500.00 308,178.65 4 0331031839 NY 52.00 01-Feb-2005 130,000.00 129,259.95 4 0341020762 NC 84.32 01-Dec-2004 185,504.00 184,014.64 4 0351022222 TX 65.00 01-Feb-2005 142,350.00 141,680.09 4 0371021634 FL 66.67 01-Dec-2004 310,000.00 307,801.17 4 0371022752 FL 85.00 01-Jan-2005 117,300.00 116,572.63 4 0371023089 FL 76.90 01-Feb-2005 111,500.00 110,989.64 4 0381016576 NY 79.29 01-Nov-2004 333,000.00 329,898.50 4 0381017919 RI 80.00 01-Feb-2005 128,000.00 127,426.77 4 0381018215 CT 79.20 01-Feb-2005 198,000.00 197,002.20 4 0404063235 IL 80.00 01-Jul-2004 160,000.00 158,146.89 4 0405075239 TX 100.00 01-Jul-2004 273,000.00 270,214.87 4 0407122645 AL 79.19 01-Oct-2004 70,000.00 69,557.62 4 0408094818 CA 80.00 01-Dec-2004 170,400.00 169,202.86 4 0408197995 MA 85.00 01-Nov-2004 119,850.00 119,043.57 4 0408266187 CA 80.00 01-Nov-2004 231,920.00 230,037.24 4 0409024081 NJ 80.00 01-Nov-2004 324,000.00 321,736.86 4 0409088815 CA 79.97 01-Dec-2004 263,900.00 262,295.12 4 0409103502 CA 80.00 01-Dec-2004 224,800.00 223,256.07 4 0409134829 CA 80.00 01-Nov-2004 201,012.00 199,491.03 4 0409145852 VA 80.00 01-Nov-2004 153,600.00 152,693.83 4 0409237757 FL 80.00 01-Dec-2004 256,000.00 254,244.52 4 0409240700 CA 80.00 01-Nov-2004 222,400.00 220,775.04 4 0409249440 ME 80.00 01-Dec-2004 65,200.00 64,812.07 4 0409295462 AZ 80.00 01-Dec-2004 104,000.00 103,994.97 4 0409295861 HI 80.00 01-Dec-2004 388,264.00 385,396.73 4 0410017417 AZ 80.00 01-Dec-2004 160,800.00 160,800.00 4 0410048805 NY 85.00 01-Dec-2004 306,000.00 304,073.26 4 0410048822 MO 80.00 01-Dec-2004 113,280.00 112,501.91 4 0410051011 NY 80.00 01-Dec-2004 308,000.00 306,545.64 4 0410063295 NY 80.00 01-Dec-2004 340,000.00 337,719.92 4 0410085997 FL 80.00 01-Dec-2004 196,559.20 195,471.69 4 0410120554 AZ 80.00 01-Dec-2004 139,262.40 139,262.38 4 0410131793 NJ 100.00 01-Dec-2004 121,000.00 120,134.52 4 0410142906 VA 85.00 01-Dec-2004 229,500.00 228,174.47 4 0410143180 CA 80.00 01-Dec-2004 316,000.00 313,780.10 4 0410154924 NJ 83.70 01-Dec-2004 385,000.00 382,485.15 4 0410154959 NV 90.00 01-Dec-2004 180,000.00 179,190.78 4 0410187934 CA 85.00 01-Dec-2004 139,400.00 138,632.46 4 0410198271 MD 84.04 01-Dec-2004 158,000.00 156,768.86 4 0410198921 NJ 100.00 01-Dec-2004 305,000.00 304,999.97 4 0410198941 MD 80.00 01-Dec-2004 156,800.00 155,871.58 4 0410224531 CA 89.73 01-Dec-2004 332,000.00 329,378.10 4 0410224812 IL 90.00 01-Dec-2004 252,000.00 250,470.37 4 0631004955 CA 84.00 01-Dec-2004 336,000.00 336,000.00 4 0631005257 CA 41.16 01-Jan-2005 177,000.00 175,964.43 4 0631005394 CA 85.00 01-Jan-2005 310,250.00 310,250.00 4 0661002616 CA 85.00 01-Dec-2004 235,450.00 233,629.81 4 0661003183 CA 89.37 01-Jan-2005 256,500.00 254,999.30 4 0671001595 CA 89.66 01-Dec-2004 130,000.00 128,975.77 4 0681003347 VT 75.00 01-Feb-2005 57,000.00 56,851.57 4 0691001365 MD 95.00 01-Dec-2004 173,850.00 172,669.51 4 0691001785 MD 65.00 01-Jan-2005 290,550.00 289,225.98 4 0721005574 CA 80.00 01-Feb-2005 228,000.00 226,046.01 4 0731008248 AL 89.29 01-Feb-2005 85,000.00 84,662.41 4 0731008344 MD 75.00 01-Feb-2005 187,500.00 187,007.23 4 0731008348 MD 72.08 01-Feb-2005 173,000.00 173,000.00 4 0731008354 GA 72.89 01-Jan-2005 103,500.00 102,954.03 4 0771003545 TX 80.00 01-Feb-2005 140,000.00 139,591.57 4 0831029856 FL 80.00 01-Nov-2004 128,000.00 126,995.30 4 0831030860 CA 90.00 01-Nov-2004 126,000.00 125,093.71 5 0011072337 CA 65.00 01-Feb-2005 84,500.00 84,057.26 5 0341020998 NC 63.00 01-Jan-2005 53,550.00 53,322.74 5 0409203386 FL 32.05 01-Dec-2004 75,000.00 74,483.15 5 0410202083 CA 52.50 01-Dec-2004 126,000.00 122,472.30 6 0011071670 CA 80.00 01-Jan-2005 472,000.00 468,754.52 6 0011071785 CA 75.00 01-Dec-2004 397,500.00 394,484.98 6 0011072514 CA 80.00 01-Feb-2005 540,000.00 538,159.22 6 0081052178 VA 100.00 01-Jan-2005 384,000.00 380,660.95 6 0081052250 VA 55.00 01-Jan-2005 440,000.00 437,887.35 6 0081052651 VA 68.78 01-Feb-2005 650,000.00 646,988.73 6 0131028658 OH 85.00 01-Dec-2004 111,775.00 111,202.53 6 0161036933 MA 74.81 01-Dec-2004 374,000.00 371,103.28 6 0161037491 MA 88.47 01-Dec-2004 376,000.00 372,865.47 6 0251034734 CA 69.90 01-Jan-2005 490,000.00 486,756.64 6 0271018094 CA 95.00 01-Jan-2005 532,950.00 532,950.00 6 0321020578 CO 85.00 01-Nov-2004 200,600.00 198,737.52 6 0331031466 NY 90.00 01-Jan-2005 381,600.00 379,349.98 6 0371022173 FL 85.00 01-Dec-2004 85,000.00 84,555.79 6 0408198260 CA 84.03 01-Dec-2004 500,000.00 500,000.00 6 0408266264 CA 76.92 01-Dec-2004 400,000.00 397,746.50 6 0409215404 CA 80.00 01-Nov-2004 382,400.00 382,400.00 6 0409226429 CA 85.00 01-Nov-2004 403,750.00 400,550.04 6 0409239257 CA 80.00 01-Dec-2004 448,000.00 445,177.35 6 0409270995 VA 76.10 01-Dec-2004 499,998.00 499,997.99 6 0409294536 NY 86.89 01-Dec-2004 391,000.00 387,632.61 6 0410086081 CA 75.76 01-Dec-2004 450,000.00 447,522.36 6 0410129336 CA 69.57 01-Dec-2004 400,000.00 397,689.75 6 0410131574 CA 79.21 01-Dec-2004 400,000.00 397,045.99 6 0511031399 CA 90.00 01-Dec-2004 578,700.00 574,062.54 6 0511031838 CA 90.00 01-Dec-2004 531,000.00 526,688.22 6 0561001145 FL 46.88 01-Jan-2005 750,000.00 749,698.12 6 0631004749 CA 80.00 01-Jan-2005 368,000.00 366,485.09 6 0631004768 CA 85.00 01-Dec-2004 369,750.00 366,430.24 6 0651006141 MN 81.25 01-Jan-2005 650,000.00 647,118.24 6 0651006567 FL 60.00 01-Feb-2005 507,000.00 504,506.65 6 0661002877 CA 85.00 01-Jan-2005 395,250.00 392,454.05 6 0671001835 CA 65.00 01-Jan-2005 370,500.00 368,862.16 6 0831029659 CA 80.00 01-Nov-2004 412,000.00 409,172.79 6 0831031186 CA 75.00 01-Dec-2004 375,000.00 372,961.09

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning 1 ~~0011072198~~0171022793 Loan Paid in Full 0 7.~~850~~050% 360 67 1 ~~0141042282~~0231059628 Loan Paid in Full 0 65.~~700~~950% 360 56 1 ~~0151026723~~0251034474 Loan Paid in Full (1) 79.~~500~~950% 360 56 1 ~~0211025106~~0271016528 Loan Paid in Full 0 76.~~820~~600% 360 67 1 ~~0231058647~~0311023502 Loan Paid in Full ~~(1)~~0 76.~~000~~650% 360 57 1 ~~0231059415~~0351022284 Loan Paid in Full (1) 69.~~950~~250% 360 67 1 ~~0231060217~~0721005310 Loan Paid in Full ~~(1)~~0 56.~~990~~300% 360 56 12 ~~0331032159~~0011072166 Loan Paid in Full ~~(1)~~0 67.~~500~~300% 360 67 12 ~~0361022059~~0011072595 Loan Paid in Full ~~(1)~~0 8.~~650~~800% 360 6 12 ~~0381017666~~0031029998 Loan Paid in Full 0 6.~~950~~600% 360 68 12 ~~0381017836~~0031030169 Loan Paid in Full ~~(1)~~0 6.990% 360 68 12 ~~0381017924~~0031030593 Loan Paid in Full ~~(1)~~0 68.~~650~~340% 360 67 12 ~~0631005142~~0031030719 Loan Paid in Full ~~(1)~~0 69.~~850~~800% 360 67 12 ~~0661003215~~0041063210 Loan Paid in Full ~~(1)~~0 67.~~250~~600% 360 67 12 ~~0731008142~~0041063396 Loan Paid in Full ~~(1)~~0 87.~~500~~700% 360 6 12 ~~0741009139~~0051054639 Loan Paid in Full 0 8.~~850~~500% ~~240~~360 57 12 ~~0841002062~~0061054716 Loan Paid in Full ~~(1)~~0 105.~~200~~350% 360 58 2 ~~0011072258~~0061055647 Loan Paid in Full ~~(1)~~0 810.~~550~~400% 360 57 2 ~~0011072358~~0061055729 Loan Paid in Full 0 98.~~550~~900% 360 6 2 ~~0011072367~~0061055751 Loan Paid in Full 0 97.950% 360 6 2 ~~0011072438~~0071062646 Loan Paid in Full ~~(1)~~0 5.~~250~~990% 360 58 2 ~~0021059232~~0081051886 Loan Paid in Full ~~(1)~~0 89.~~600~~900% 360 68 2 ~~0031030378~~0081052195 Loan Paid in Full 0 67.~~740~~000% 360 67 2 ~~0031031135~~0081052592 Loan Paid in Full ~~(1)~~0 79.~~500~~850% 360 57 2 ~~0041062939~~0141043120 Loan Paid in Full ~~(1)~~0 8.~~500~~150% 360 57 2 ~~0051054740~~0141043181 Loan Paid in Full ~~(1)~~0 7.~~050~~450% 360 ~~6 2 0061055464 Loan Paid in Full (1)~~ 7~~.650%~~ ~~360 5~~ 2 ~~0061055824~~0151026564 Loan Paid in Full ~~(1)~~0 89.~~050~~900% 360 ~~5 2 0061055942 Loan Paid in Full (1)~~ 8~~.800%~~ ~~360 5~~ 2 ~~0071063342~~0161037160 Loan Paid in Full 0 76.~~200~~600% 360 58 2 ~~0071063350~~0161037474 Loan Paid in Full ~~(1)~~0 76.~~150~~340% 360 68 2 ~~0071063449~~0161037493 Loan Paid in Full 0 96.~~290~~050% 360 68 2 ~~0071063601~~0161038089 Loan Paid in Full ~~(1)~~0 6.~~650~~850% 360 57 2 ~~0081051955~~0161038239 Loan Paid in Full 0 76.~~350~~950% 360 7 2 ~~0081052099~~0161038263 Loan Paid in Full ~~(1)~~0 6.~~550~~990% 360 6 2 ~~0081052283~~0191021723 Loan Paid in Full ~~(1)~~0 56.650% 360 67 2 ~~0091029312~~0211024392 Loan Paid in Full ~~(1)~~0 78.~~550~~600% 360 68 2 ~~0101044399~~0211024859 Loan Paid in Full 10 86.~~150~~250% 360 67 2 ~~0121036491~~0211025462 Loan Paid in Full ~~(1)~~0 78.~~250~~700% 360 56 2 ~~0141042511~~0231057709 Loan Paid in Full 0 65.500% 360 68 2 ~~0161037315~~0231058040 Loan Paid in Full ~~(1)~~0 58.~~950~~700% 360 6 2 ~~0161037384~~0231058216 Loan Paid in Full (1) 59.~~740~~500% 360 7 2 ~~0161037805~~0231058238 Loan Paid in Full 0 6.~~950~~550% 360 67 2 ~~0191021628~~0231058977 Loan Paid in Full 0 78.250% 360 6 2 ~~0191022104~~0231059093 Loan Paid in Full ~~(1)~~0 67.~~990~~300% 360 67 2 ~~0211023578~~0231059460 Loan Paid in Full 10 97.~~990~~150% 360 7 2 ~~0211024387~~0271016748 Loan Paid in Full 0 75.~~900~~250% 360 58 2 ~~0211024394~~0271016948 Loan Paid in Full ~~(1)~~0 85.~~600~~990% 360 78 2 ~~0231055129~~0271017166 Loan Paid in Full ~~(1)~~0 76.~~900~~400% 360 78 2 ~~0231057413~~0271017951 Loan Paid in Full 0 96.~~300~~550% 360 7 2 ~~0231057467~~0271018580 Loan Paid in Full ~~(1)~~0 7.~~490~~550% 360 6 2 ~~0231057613~~0271018653 Loan Paid in Full ~~(1)~~0 96.~~600~~675% 360 6 2 ~~0231058462~~0311024810 Loan Paid in Full 0 67.~~990~~550% 360 68 2 ~~0231059031~~0311024884 Loan Paid in Full ~~(1)~~0 69.~~840~~600% 360 68 2 ~~0231059510~~0311024914 Loan Paid in Full 0 87.~~900~~450% 360 58 2 ~~0231059700~~0311025382 Loan Paid in Full 0 6.~~650~~150% 360 56 2 ~~0231059707~~0331031424 Loan Paid in Full ~~(1)~~0 7.~~800~~990% 360 68 2 ~~0231059812~~0331031715 Loan Paid in Full ~~(1)~~0 67.~~200~~850% 360 6 2 ~~0231060283~~0331031807 Loan Paid in Full 0 96.~~490~~300% 360 57 2 ~~0251034224~~0331032047 Loan Paid in Full ~~(1)~~0 65.~~300~~990% 360 6 2 ~~0251034387~~0331032239 Loan Paid in Full 0 67.~~550~~950% 360 67 2 ~~0251034694~~0361022018 Loan Paid in Full ~~(1)~~0 67.~~750~~100% 360 67 2 ~~0261049399~~0371022661 Loan Paid in Full ~~(1)~~0 79.~~900~~650% 360 67 2 ~~0271017480~~0371022706 Loan Paid in Full ~~(1)~~0 76.~~400~~800% 360 57 2 ~~0271017840~~0371022757 Loan Paid in Full 0 85.~~850~~600% 360 67 2 ~~0271018419~~0371022781 Loan Paid in Full 0 56.~~500~~800% 360 67 2 ~~0271018458~~0381017071 Loan Paid in Full 0 76.~~750~~340% 360 58 2 ~~0271018681~~0381017904 Loan Paid in Full (1) 7.~~800~~690% 360 56 2 ~~0281013386~~0381017935 Loan Paid in Full 0 7.~~850~~400% 360 56 2 ~~0311024403~~0381018153 Loan Paid in Full 0 5.~~200~~800% 360 7 2 ~~0311025141~~0511031616 Loan Paid in Full ~~(1) 7.750% 360 6 2 0311025452 Loan Paid in Full~~ 0 5.~~200~~400% 360 59 2 ~~0321021251~~0511032275 Loan Paid in Full 0 56.~~090~~350% 360 7 2 ~~0331031170~~0511032349 Loan Paid in Full ~~(1)~~2 57.~~990~~450% 360 7 2 ~~0331031821~~0521021430 Loan Paid in Full 0 97.~~750~~400% 360 57 2 ~~0331032542~~0611013195 Loan Paid in Full ~~(1)~~0 65.950% 360 57 2 ~~0351022228~~0611013540 Loan Paid in Full 01 89.~~800~~350% 360 57 2 ~~0371022538~~0621005407 Loan Paid in Full 01 69.~~250~~400% 360 67 2 ~~0371023052~~0621005488 Loan Paid in Full (12) 87.~~990~~750% 360 57 2 ~~0381016858~~0631005041 Loan Paid in Full 0 6.~~700~~200% 360 7 2 ~~0381017120~~0631005081 Loan Paid in Full ~~(1)~~0 56.250% 360 7 2 ~~0381017718~~0631005270 Loan Paid in Full 0 6.~~050~~250% 360 67 2 ~~0511032676~~0651005523 Loan Paid in Full 0 59.~~890~~850% 360 57 2 ~~0521020766~~0661002641 Loan Paid in Full 0 105.~~200~~000% 360 58 2 ~~0611012779~~0661003085 Loan Paid in Full 0 67.800% 360 7 2 ~~0611013707~~0661003087 Loan Paid in Full 0 87.~~950~~150% 360 57 2 ~~0611013798~~0661003173 Loan Paid in Full ~~(1)~~0 5.~~350~~550% 360 57 2 ~~0631004672~~0691001293 Loan Paid in Full 0 6.~~890~~350% 360 78 2 ~~0631005226~~0691001409 Loan Paid in Full 0 68.~~750~~950% 360 68 2 ~~0631005297~~0691001437 Loan Paid in Full 0 67.200% 360 67 2 ~~0641005806~~0691001644 Loan Paid in Full ~~(1)~~0 87.~~750~~300% 360 67 2 ~~0651006930~~0691001774 Loan Paid in Full ~~(1)~~0 108.~~500~~700% 360 57 2 ~~0661002421~~0691001796 Loan Paid in Full ~~(1)~~0 6.~~750~~000% 360 7 2 ~~0661002486~~0691001800 Loan Paid in Full 0 57.~~100~~900% 360 76 2 ~~0661002615~~0711004681 Loan Paid in Full 0 56.~~700~~200% 360 78 2 ~~0661002619~~0711005100 Loan Paid in Full 0 56.~~800~~650% 360 76 2 ~~0661002651~~0721005306 Loan Paid in Full 0 67.~~150~~000% 360 7 2 ~~0661002727~~0721005419 Loan Paid in Full 0 6.~~950~~550% 360 76 2 ~~0661002791~~0731008068 Loan Paid in Full 0 68.~~900~~800% 360 67 2 ~~0661003074~~0761005969 Loan Paid in Full 0 87.~~300~~600% 360 67 2 ~~0661003390~~0831030115 Loan Paid in Full 0 67.~~650~~250% 360 69 2 ~~0661003738~~0831030188 Loan Paid in Full 10 68.~~450~~500% 360 59 2 ~~0671001450~~0831030211 Loan Paid in Full 0 610.~~300~~550% 360 79 2 ~~0681002906~~0831030723 Loan Paid in Full 0 58.~~750~~240% 360 69 2 ~~0681003047~~0831031128 Loan Paid in Full ~~(1)~~0 7.~~200~~000% 360 68 2 ~~0721005269~~0831031175 Loan Paid in Full 10 7.~~750~~650% 360 68 2 ~~0761005987~~0831032264 Loan Paid in Full ~~(3)~~1 78.~~850~~500% 360 67 2 ~~0761006029~~0841001585 Loan Paid in Full ~~(3)~~0 97.~~610~~400% 360 68 2 ~~0831030201~~0841002066 Loan Paid in Full 0 98.~~250~~850% 360 87 2 ~~0831031149~~0841002449 Loan Paid in Full 0 910.~~500~~350% 360 76 23 ~~0831031158~~0031030941 Loan Paid in Full 0 96.~~250~~990% 360 76 23 ~~0831031189~~0091029804 Loan Paid in Full 10 98.~~250~~550% 360 76 23 ~~0831031344~~0331031681 Loan Paid in Full 0 7.250% 360 87 23 ~~0841002000~~0361021722 Loan Paid in Full 0 810.~~800~~000% 360 68 23 ~~0841002060~~0371022741 Loan Paid in Full 0 89.~~100~~450% 360 6 3 ~~0011072459~~0511032614 Loan Paid in Full 0 68.~~800~~900% 360 57 3 ~~0031030370~~0741008845 Loan Paid in Full (1) 68.~~700~~650% ~~360~~240 67 3 ~~0121035541~~0831031179 Loan Paid in Full ~~(1)~~0 69.~~990~~200% 360 8 3 ~~0191021795~~0831032265 Loan Paid in Full (1) 57.~~890~~990% 360 67 34 ~~0211024896~~0011071871 Loan Paid in Full (1) 76.700% 360 58 34 ~~0271018533~~0011071929 Loan Paid in Full 0 8.~~000~~400% 360 ~~5 3 0409294504 Loan Paid in Full 0~~ 7~~.990%~~ ~~360~~4 70011072362 ~~3 0511032256~~ Loan Paid in Full (13) 76.~~240~~500% 360 57 34 ~~0511032737~~0031030052 Loan Paid in Full 0 76.~~250~~150% 360 58 34 ~~0831032953~~0031030705 Loan Paid in Full 0 95.~~875~~940% 360 6 4 ~~0011071392~~0041063265 Loan Paid in Full ~~(1)~~0 6.~~700~~800% 360 87 4 ~~0011071635~~0041063275 Loan Paid in Full ~~(1)~~0 87.~~550~~500% 360 67 4 ~~0011072027~~0071063304 Loan Paid in Full 0 711.350% 360 67 4 ~~0011072229~~0091029562 Loan Paid in Full 0 68.~~000~~750% 360 6 4 ~~0021060804~~0091029705 Loan Paid in Full 0 117.~~050~~350% 360 67 4 ~~0031029870~~0131029411 Loan Paid in Full ~~(1)~~0 58.~~800~~450% 360 86 4 ~~0031030644~~0141042739 Loan Paid in Full 0 58.~~900~~700% 360 67 4 ~~0031030830~~0141043070 Loan Paid in Full 0(1) 96.500% 360 57 4 ~~0041063254~~0141043408 Loan Paid in Full ~~(1)~~0 79.~~550~~150% 360 6 4 ~~0041063465~~0161037230 Loan Paid in Full 0 6.~~850~~050% 360 58 4 ~~0051054517~~0161037690 Loan Paid in Full 0 106.~~600~~700% 360 68 4 ~~0081051202~~0161038195 Loan Paid in Full 0 7.~~500~~600% 360 67 4 ~~0081052665~~0171023077 Loan Paid in Full (1) 86.~~990~~600% 360 56 4 ~~0091029107~~0191020976 Loan Paid in Full ~~(1)~~0 6.~~800~~400% 360 79 4 ~~0091029561~~0211024693 Loan Paid in Full (1) 89.~~950~~550% 360 67 4 ~~0121036271~~0231056638 Loan Paid in Full 0 6.~~790~~950% 360 58 4 ~~0121036521~~0231058399 Loan Paid in Full 0 8.~~350~~300% 360 67 4 ~~0121036644~~0261048982 Loan Paid in Full (1) 87.~~900~~400% 360 59 4 ~~0131029387~~0261049585 Loan Paid in Full ~~(1)~~0 107.~~350~~600% 360 67 4 ~~0141043066~~0271016222 Loan Paid in Full 0 56.~~990~~200% 360 69 4 ~~0141043583~~0271016515 Loan Paid in Full 0 56.~~650~~150% 360 68 4 ~~0141043986~~0271017304 Loan Paid in Full 0 ~~8.250% 360~~ 5 ~~4 0161037691 Loan Paid in Full (1) 6~~.~~950~~990% 360 67 4 ~~0161037962~~0271017713 Loan Paid in Full 0 ~~7.150% 360~~ 5 ~~4 0161038080 Loan Paid in Full (1) 7~~.~~000~~380% 360 68 4 ~~0191021375~~0271017831 Loan Paid in Full ~~(1)~~0 76.~~250~~600% 360 78 4 ~~0211024505~~0271018089 Loan Paid in Full (1) 75.~~790~~550% 360 56 4 ~~0211024829~~0271018835 Loan Paid in Full 0 76.~~400~~850% 360 6 4 ~~0211025102~~0311024930 Loan Paid in Full 0 96.~~990~~400% 360 68 4 ~~0211025385~~0311025559 Loan Paid in Full ~~(1)~~0 78.250% 360 56 4 ~~0231060483~~0311025661 Loan Paid in Full ~~(1)~~0 7.~~350~~450% 360 56 4 ~~0251034655~~0331030993 Loan Paid in Full (1) 75.~~650~~990% 360 68 4 ~~0271017768~~0331031262 Loan Paid in Full ~~(1)~~0 59.990% 360 7 4 ~~0271017861~~0331031873 Loan Paid in Full ~~(1)~~0 86.~~350~~150% 360 56 4 ~~0271018432~~0331032303 Loan Paid in Full 0 610.250% 360 67 4 ~~0281013243~~0331032387 Loan Paid in Full 0 85.~~150~~990% 360 6 4 ~~0281013451~~0331032682 Loan Paid in Full (1) 86.250% 360 56 4 ~~0311024556~~0341020765 Loan Paid in Full 0 68.~~850~~300% 360 67 4 ~~0321021393~~0371022993 Loan Paid in Full ~~(1)~~0 6.~~600~~750% 360 76 4 ~~0331031728~~0381016896 Loan Paid in Full 0 56.~~990~~250% 360 68 4 ~~0331031839~~0381017186 Loan Paid in Full ~~(1)~~0 6.~~350~~990% 360 58 4 ~~0341020762~~0381018089 Loan Paid in Full 0 6.~~050~~988% 360 76 4 ~~0351022222~~0391009419 Loan Paid in Full 10 86.~~090~~850% 360 57 4 ~~0371021634~~0406098308 Loan Paid in Full 0 6.~~700~~650% 360 78 4 ~~0371022752~~0407089795 Loan Paid in Full ~~(1)~~0 8.~~000~~990% 360 610 4 ~~0371023089~~0408094756 Loan Paid in Full 10 7.~~440~~755% 360 59 4 ~~0381016576~~0408174563 Loan Paid in Full 0 56.~~900~~990% 360 8 4 ~~0381017919~~0409089410 Loan Paid in Full ~~(1)~~0 7.~~550~~500% 360 59 4 ~~0381018215~~0409102271 Loan Paid in Full 10 67.~~950~~750% 360 59 4 ~~0404063235~~0409134091 Loan Paid in Full (1) 6.~~750~~990% 360 128 4 ~~0405075239~~0409146909 Loan Paid in Full 0 76.~~590~~999% 360 129 4 ~~0407122645~~0409157548 Loan Paid in Full 0 87.~~450~~500% 360 98 4 ~~0408094818~~0409169256 Loan Paid in Full ~~(1)~~0 68.~~750~~990% 360 78 4 ~~0408197995~~0409172139 Loan Paid in Full 02 78.~~590~~500% 360 8 4 ~~0408266187~~0409203126 Loan Paid in Full 02 68.~~625~~999% 360 8 4 ~~0409024081~~0409214564 Loan Paid in Full 0 7.~~400~~625% 360 8 4 ~~0409088815~~0409237645 Loan Paid in Full 01 7.~~490~~250% 360 79 4 ~~0409103502~~0409238003 Loan Paid in Full 0 67.990% 360 78 4 ~~0409134829~~0409238740 Loan Paid in Full 0 67.~~990~~650% 360 8 4 ~~0409145852~~0409294526 Loan Paid in Full 0(1) 89.~~250~~600% 360 8 4 ~~0409237757~~0409306206 Loan Paid in Full 0 67.~~875~~125% 360 78 4 ~~0409240700~~0409306740 Loan Paid in Full 0 7.~~170~~990% 360 8 4 ~~0409249440~~0410018147 Loan Paid in Full 0 7.~~750~~990% 360 78 4 ~~0409295462~~0410048984 Loan Paid in Full 0 6.~~590~~490% 360 78 4 ~~0409295861~~0410049636 Loan Paid in Full (1) 65.~~490~~990% 360 78 4 ~~0410017417~~0410050681 Loan Paid in Full 0 67.~~500~~390% 360 78 4 ~~0410048805~~0410051296 Loan Paid in Full (1) 76.~~625~~990% 360 78 4 ~~0410048822~~0410051302 Loan Paid in Full 0 76.~~499~~125% 360 78 4 ~~0410051011~~0410062600 Loan Paid in Full 0 87.~~750~~500% 360 78 4 ~~0410063295~~0410062904 Loan Paid in Full 0 6.~~990~~510% 360 78 4 ~~0410085997~~0410073931 Loan Paid in Full 0 7.~~990~~750% 360 78 4 ~~0410120554~~0410073947 Loan Paid in Full (1) 6.990% 360 78 4 ~~0410131793~~0410074334 Loan Paid in Full 0 7.~~625~~700% 360 78 4 ~~0410142906~~0410074559 Loan Paid in Full 0 76.~~750~~250% 360 78 4 ~~0410143180~~0410074587 Loan Paid in Full 0 65.~~750~~990% 360 78 4 ~~0410154924~~0410086178 Loan Paid in Full 0 78.~~125~~490% 360 78 4 ~~0410154959~~0410117403 Loan Paid in Full 0 86.990% 360 78 4 ~~0410187934~~0410129300 Loan Paid in Full 0 76.990% 360 78 4 ~~0410198271~~0410129619 Loan Paid in Full 0(1) 65.~~250~~880% 360 78 4 ~~0410198921~~0410187054 Loan Paid in Full 0 6.~~675~~990% 360 78 4 ~~0410198941~~0410198489 Loan Paid in Full 0 78.~~625~~500% 360 78 4 ~~0410224531~~0410199889 Loan Paid in Full 0 6.~~900~~500% 360 78 4 ~~0410224812~~0410224799 Loan Paid in Full 01 79.~~499~~350% 360 78 4 ~~0631004955~~0521020499 Loan Paid in Full 0 68.550% 360 7 4 ~~0631005257~~0611013656 Loan Paid in Full ~~(1)~~0 67.~~990~~450% 360 67 4 ~~0631005394~~0661002638 Loan Paid in Full 0 65.~~590~~900% 360 68 4 ~~0661002616~~0681002976 Loan Paid in Full 0 67.~~250~~700% 360 7 4 ~~0661003183~~0681003034 Loan Paid in Full ~~(1)~~0 6.~~990~~450% 360 67 4 ~~0671001595~~0691001389 Loan Paid in Full ~~(1)~~0 67.~~150~~400% 360 7 4 ~~0681003347~~0711005047 Loan Paid in Full 0 107.~~200~~950% 360 56 4 ~~0691001365~~0731007512 Loan Paid in Full 0 75.~~250~~850% 360 78 4 ~~0691001785~~0731008159 Loan Paid in Full 0 87.250% 360 67 4 ~~0721005574~~0731008173 Loan Paid in Full ~~(1)~~0 76.~~500~~850% 360 57 4 ~~0731008248~~0781001052 Loan Paid in Full ~~(1)~~0 85.~~150~~000% 360 58 4 ~~0731008344~~0781001448 Loan Paid in Full 0 105.~~150~~950% 360 57 4 ~~0731008348~~0831029312 Loan Paid in Full ~~(1)~~0 6.~~800~~000% 360 510 4 ~~0731008354~~0831030825 Loan Paid in Full 0 7.~~550~~250% 360 68 ~~4 0771003545 Loan Paid in Full (1) 9.650% 360~~ 5 40251034618 ~~0831029856~~ Loan Paid in Full ~~(1)~~0 6.~~800~~100% 360 87 45 ~~0831030860~~0410018118 Loan Paid in Full 0 76.250% 360 8 5 ~~0011072337~~0611013394 Loan Paid in Full ~~(1)~~0 69.~~750~~700% ~~360~~240 57 56 ~~0341020998~~0011071623 Loan Paid in Full ~~(1)~~0 85.~~600~~900% 360 8 6 50011071834 ~~0409203386~~ Loan Paid in Full 0 6.~~850~~500% 360 78 56 ~~0410202083~~0011071897 Loan Paid in Full 0 5.~~999~~900% ~~180~~360 7 6 ~~0011071670~~0031030734 Loan Paid in Full ~~(1)~~0 68.~~150~~800% 360 67 6 ~~0011071785~~0051054572 Loan Paid in Full 0 67.~~350~~490% 360 76 6 ~~0011072514~~0161037282 Loan Paid in Full 10 85.~~900~~990% 360 58 6 ~~0081052178~~0161038176 Loan Paid in Full ~~(1)~~0 6.~~875~~800% 360 67 6 ~~0081052250~~0191021125 Loan Paid in Full 0 7.~~990~~500% 360 68 6 ~~0081052651~~0231059830 Loan Paid in Full 0(1) 76.~~800~~990% 360 56 6 ~~0131028658~~0271017085 Loan Paid in Full ~~(1)~~0 85.~~350~~250% 360 78 6 ~~0161036933~~0311024940 Loan Paid in Full 0 67.~~240~~700% 360 7 6 ~~0161037491~~0331029038 Loan Paid in Full ~~(1)~~0 5.~~850~~650% 360 78 6 ~~0251034734~~0361021787 Loan Paid in Full 0 6.350% 360 68 6 ~~0271018094~~0408063357 Loan Paid in Full 0 67.~~900~~499% 360 610 6 ~~0321020578~~0408121058 Loan Paid in Full ~~(1)~~0 67.~~100~~500% 360 810 6 ~~0331031466~~0408131231 Loan Paid in Full ~~(1)~~0 67.~~950~~750% 360 69 6 ~~0371022173~~0409011775 Loan Paid in Full ~~(1)~~0 85.~~250~~990% 360 78 6 ~~0408198260~~0409226499 Loan Paid in Full ~~(1)~~0 6.990% 360 78 6 ~~0408266264~~0409306045 Loan Paid in Full 0 76.~~875~~250% 360 78 6 ~~0409215404~~0409306105 Loan Paid in Full 0 67.990% 360 8 6 ~~0409226429~~0409306672 Loan Paid in Full 0 67.~~750~~150% 360 8 6 ~~0409239257~~0410117710 Loan Paid in Full 0 7.~~500~~499% 360 78 6 ~~0409270995~~0410155399 Loan Paid in Full 0 7.~~100~~750% 360 78 6 ~~0409294536~~0410279933 Loan Paid in Full 0 56.~~750~~000% 360 78 6 ~~0410086081~~0521021449 Loan Paid in Full 0 76.~~990~~700% 360 7 6 ~~0410129336~~0561001109 Loan Paid in Full 0 79.~~750~~100% 360 7 6 ~~0410131574~~0631004614 Loan Paid in Full 0 65.~~490~~950% 360 78 6 ~~0511031399~~0631005193 Loan Paid in Full 0 69.~~060~~990% 360 7 6 ~~0511031838~~0631005389 Loan Paid in Full 0 5.~~990~~650% 360 7 6 ~~0561001145~~0661002628 Loan Paid in Full ~~(1)~~0 85.~~050~~950% 360 67 6 ~~0631004749~~0661003351 Loan Paid in Full 0 87.~~750~~350% 360 67 6 ~~0631004768~~0661003525 Loan Paid in Full 0 56.~~550~~900% 360 7 6 ~~0651006141~~0691001706 Loan Paid in Full 0 8.~~400~~600% 360 67 6 ~~0651006567~~0831030826 Loan Paid in Full 0 7.~~075~~500% 360 59 6 ~~0661002877~~0831031138 Loan Paid in Full ~~(1)~~0 67.~~000~~150% 360 68 6 ~~0671001835~~0831031157 Loan Paid in Full 0 87.400% 360 68 6 ~~0831029659~~0831031167 Loan Paid in Full 0 78.~~490~~250% 360 8 6 ~~0831031186~~0831031351 Loan Paid in Full 0 87.~~100~~850% 360 79

Prepayment - Voluntary Prepayments

Summary SMM CPR PSA Current Month 3.~~559~~675% Current Month 3536.~~263~~194% Current Month 2,~~805~~486.~~934~~656% 3 Month Average 23.~~998~~497% 3 Month Average 3034.~~422~~751% 3 Month Average 2,~~871~~798.~~801~~446% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs 12mo Average* PSA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Aug-2004 N/A N/A Aug-2004 N/A N/A~~ Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A N/A Apr-2005 22.223% N/A Apr-2005 3,379.831% N/A May-2005 23.208% N/A May-2005 2,706.722% N/A Jun-2005 32.795% N/A Jun-2005 3,102.747% N/A Jul-2005 35.263% N/A Jul-2005 2,805.934% N/A Aug-2005 36.194% N/A Aug-2005 2,486.656% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. 1 SMM CPR PSA Current Month 31.~~365~~362% Current Month 3315.~~684~~174% Current Month 21,~~968~~136.~~878~~903% 3 Month Average 2.~~379~~481% 3 Month Average 2425.~~598~~668% 3 Month Average 2,~~534~~371.~~553~~835% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs 12mo Average* PSA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Aug-2004 N/A N/A Aug-2004 N/A N/A~~ Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A N/A Apr-2005 15.087% N/A Apr-2005 2,813.569% N/A May-2005 11.964% N/A May-2005 1,625.059% N/A Jun-2005 28.146% N/A Jun-2005 3,009.723% N/A Jul-2005 33.684% N/A Jul-2005 2,968.878% N/A Aug-2005 15.174% N/A Aug-2005 1,136.903% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. 2 SMM CPR PSA Current Month 3.~~338~~527% Current Month 3335.~~459~~003% Current Month 2,~~769~~487.~~786~~341% 3 Month Average 23.~~810~~153% 3 Month Average 2831.~~894~~839% 3 Month Average 2,~~896~~647.~~050~~052% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs 12mo Average* PSA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Aug-2004 N/A N/A Aug-2004 N/A N/A~~ Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A N/A Apr-2005 27.080% N/A Apr-2005 4,445.005% N/A May-2005 26.168% N/A May-2005 3,234.334% N/A Jun-2005 27.054% N/A Jun-2005 2,684.030% N/A Jul-2005 33.459% N/A Jul-2005 2,769.786% N/A Aug-2005 35.003% N/A Aug-2005 2,487.341% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. 3 SMM CPR PSA Current Month 21.~~032~~383% Current Month 2115.~~839~~393% Current Month 1,~~876~~128.~~063~~492% 3 Month Average 1.~~314~~507% 3 Month Average 1416.~~515~~570% 3 Month Average 1,~~460~~433.~~836~~304% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs 12mo Average* PSA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Aug-2004 N/A N/A Aug-2004 N/A N/A~~ Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A N/A Apr-2005 22.699% N/A Apr-2005 4,034.137% N/A May-2005 9.230% N/A May-2005 1,211.088% N/A Jun-2005 12.476% N/A Jun-2005 1,295.356% N/A Jul-2005 21.839% N/A Jul-2005 1,876.063% N/A Aug-2005 15.393% N/A Aug-2005 1,128.492% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. 4 SMM CPR PSA Current Month 3.~~581~~739% Current Month 3536.~~441~~704% Current Month 2,~~718~~441.~~717~~831% 3 Month Average 3.~~129~~681% 3 Month Average 3136.~~443~~237% 3 Month Average 2,~~833~~824.~~508~~224% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs 12mo Average* PSA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Aug-2004 N/A N/A Aug-2004 N/A N/A~~ Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A N/A Apr-2005 20.772% N/A Apr-2005 2,951.224% N/A May-2005 22.321% N/A May-2005 2,469.681% N/A Jun-2005 36.567% N/A Jun-2005 3,312.125% N/A Jul-2005 35.441% N/A Jul-2005 2,718.717% N/A Aug-2005 36.704% N/A Aug-2005 2,441.831% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. 5 SMM CPR PSA Current Month 01.~~750~~756% Current Month 819.~~638~~152% Current Month ~~661~~1,270.~~492~~901% 3 Month Average 01.~~985~~568% 3 Month Average 1017.~~714~~066% 3 Month Average ~~929~~1,349.~~726~~938% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs 12mo Average* PSA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Aug-2004 N/A N/A Aug-2004 N/A N/A~~ Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A N/A Apr-2005 3.234% N/A Apr-2005 453.682% N/A May-2005 0.094% N/A May-2005 10.266% N/A Jun-2005 23.409% N/A Jun-2005 2,117.420% N/A Jul-2005 8.638% N/A Jul-2005 661.492% N/A Aug-2005 19.152% N/A Aug-2005 1,270.901% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. 6 SMM CPR PSA Current Month 45.~~760~~352% Current Month 4448.~~305~~320% Current Month 3,~~381~~203.~~255~~283% 3 Month Average 34.~~962~~844% 3 Month Average 3844.~~074~~829% 3 Month Average 3,~~414~~451.~~658~~976% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs 12mo Average* PSA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Aug-2004 N/A N/A Aug-2004 N/A N/A~~ Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A N/A Apr-2005 19.896% N/A Apr-2005 2,813.553% N/A May-2005 28.055% N/A May-2005 3,091.328% N/A Jun-2005 41.863% N/A Jun-2005 3,771.389% N/A Jul-2005 44.305% N/A Jul-2005 3,381.255% N/A Aug-2005 48.320% N/A Aug-2005 3,203.283% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. 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))

Realized Loss Report - Collateral Summary

MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs 12mo Average* SDA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Aug-2004 N/A N/A Aug-2004 N/A N/A~~ Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.000% N/A May-2005 0.000% N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs 12mo Average* Loss Severity: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Aug-2004 N/A N/A Aug-2004 N/A N/A~~ Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.000% N/A May-2005 0.000% N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. 1 MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs 12mo Average* SDA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Aug-2004 N/A N/A Aug-2004 N/A N/A~~ Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.000% N/A May-2005 0.000% N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs 12mo Average* Loss Severity: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Aug-2004 N/A N/A Aug-2004 N/A N/A~~ Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.000% N/A May-2005 0.000% N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. 2 MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs 12mo Average* SDA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Aug-2004 N/A N/A Aug-2004 N/A N/A~~ Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.000% N/A May-2005 0.000% N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs 12mo Average* Loss Severity: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Aug-2004 N/A N/A Aug-2004 N/A N/A~~ Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.000% N/A May-2005 0.000% N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. 3 MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs 12mo Average* SDA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Aug-2004 N/A N/A Aug-2004 N/A N/A~~ Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.000% N/A May-2005 0.000% N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs 12mo Average* Loss Severity: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Aug-2004 N/A N/A Aug-2004 N/A N/A~~ Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.000% N/A May-2005 0.000% N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. 4 MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs 12mo Average* SDA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Aug-2004 N/A N/A Aug-2004 N/A N/A~~ Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.000% N/A May-2005 0.000% N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs 12mo Average* Loss Severity: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Aug-2004 N/A N/A Aug-2004 N/A N/A~~ Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.000% N/A May-2005 0.000% N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. 5 MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs 12mo Average* SDA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Aug-2004 N/A N/A Aug-2004 N/A N/A~~ Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.000% N/A May-2005 0.000% N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs 12mo Average* Loss Severity: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Aug-2004 N/A N/A Aug-2004 N/A N/A~~ Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.000% N/A May-2005 0.000% N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. 6 MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs 12mo Average* SDA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Aug-2004 N/A N/A Aug-2004 N/A N/A~~ Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.000% N/A May-2005 0.000% N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs 12mo Average* Loss Severity: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Aug-2004 N/A N/A Aug-2004 N/A N/A~~ Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.000% N/A May-2005 0.000% N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Monthly Default Rate (MDR): sum(Beg Principal Balance of Liquidated Loans)/ sum(Beg Principal Balance). Conditional Default Rate (CDR): 1-((1-MDR)^12) SDA Standard Default Assumption: If WAS is less than or equal to 30 then CDR/(WAS*0.02) else if WAS is greater than 30 and less than or equal to 60 then CDR/0.6 else if WAS is greater than 60 and less than or equal to 120 then CDR/(0.6 - ((WAS-60)*0.0095)) else if WAS is greater than 120 then CDR/0.03 Loss Severity Approximation for current period: sum(Realized Loss Amount)/sum(Beg Principal Balance of Liquidated Loans)

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