8-K 1 abf05he1_8k-200512.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): December 27, 2005 ASSET BACKED FUNDING CORPORATION Asset Backed Certificates, Series 2005-HE1 (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 December 27, 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 December 27, 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: 12/30/2005 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 December 27, 2005 distribution. EX-99.1 Asset Backed Funding Corporation Asset Backed Certificates Record Date: 11/30/2005 Distribution Date: 12/27/2005 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

Asset Backed Funding Corporation Asset Backed Certificates Record Date: 7/29/2005 Distribution Date: 8/25/2005 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~~Class CUSIP Certificate Beginning ~~Class~~Interest Pass-Through Certificate ~~Interest~~Distribution ~~Class CUSIP Description~~ Rate Balance ~~Distribution~~ A-1SS 04542BKK7 ~~SEN 3~~4.~~67500~~40875% ~~422~~341,~~712~~325,~~306~~608.5421 1,337,~~708~~617.3213 A-1MZ 04542BKL5 ~~SEN 3~~4.~~72000~~45375% 4637,~~968~~925,~~514~~455.5052 150,~~455~~142.8166 A-2SS 04542BKM3 ~~SEN 3~~4.~~67000~~40375% ~~375~~301,~~574~~793,~~247~~972.7410 1,~~186~~181,~~918~~355.9574 A-2MZ 04542BKN1 ~~SEN 3~~4.~~72000~~45375% 9375,~~893~~448,~~994~~840.6171 ~~300~~298,~~773~~693.7658 A-3A 04542BKP6 ~~SEN 3~~4.~~53000~~26375% 8933,~~166~~828,~~080~~450.5210 ~~271~~128,~~040~~209.1283 A-3B 04542BKQ4 ~~SEN 3~~4.~~63000~~36375% 140,672,000.00 ~~439~~545,~~717~~651.2306 A-3C 04542BKR2 ~~SEN 3~~4.~~78000~~51375% 28,080,000.00 91112,~~400~~663.4020 M1 04542BKS0 ~~SUB 3~~4.~~88000~~61375% 92,610,000.00 ~~309~~379,~~420~~803.3090 M2 04542BKT8 ~~SUB 3~~4.~~90000~~63375% 56,991,000.00 ~~191~~234,~~394~~739.7760 M3 04542BKU5 ~~SUB 3~~4.~~95000~~68375% 31,166,000.00 ~~106~~129,~~007~~754.6945 M4 04542BKV3 ~~SUB~~ 4.~~13000~~86375% 31,167,000.00 ~~110~~134,~~841~~745.9733 M5 04542BKW1 ~~SUB~~ 4.~~16000~~89375% 31,167,000.00 ~~111~~135,~~647~~576.1245 M6 04542BKX9 ~~SUB~~ 4.~~24000~~97375% 26,714,000.00 97118,~~535~~105.7856 M7 04542BKY7 ~~SUB 4~~5.~~70000~~43375% 20,481,000.00 8298,~~891~~923.1623 M8 04542BKZ4 ~~SUB 4~~5.~~79000~~52375% 18,700,000.00 7791,~~132~~817.3100 M9 04542BLA8 ~~SUB 5~~6.~~41000~~14375% 12,467,000.00 5868,~~078~~083.9067 B1 04542BLB6 ~~SUB 6~~7.~~96000~~69375% 11,576,000.00 6979,~~378~~166.8398 B2 04542BLC4 ~~SUB 6~~7.~~96000~~69375% 17,809,000.00 ~~106~~121,~~735~~793.2777 B3 04542BLD2 ~~SUB 6~~7.~~96000~~69375% 21,372,000.00 ~~128~~146,~~089~~160.5273 CE ABF5HE1CE ~~SUB~~ 0.00000% 17,809,538.18 31,~~551~~938,~~463~~108.9289 P ABF04HE1P ~~SEN~~ 0.00000% 0.00 1922,~~069,354~~525.4632 Totals 1,~~587~~349,~~096~~103,~~682~~864.0982 98,~~847~~353,~~986~~638.5908

Certificateholder Distribution Summary (continued) Class Principal Current Ending ~~Cumulative~~Total ~~Principal~~Cummulative Distribution Realized Certificate ~~Total~~Distribution Realized ~~Class Distribution~~ Loss Balance ~~Distribution~~ Losses A-1SS 1825,~~582~~256,~~507~~996.1443 0.00 ~~404~~316,~~129~~068,~~799~~611.4077 1926,~~920~~594,~~215~~613.4656 0.00 A-1MZ 2,~~064~~806,~~744~~361.1464 0.00 4435,~~903~~119,~~770~~093.3688 2,~~215~~956,~~199~~504.9530 0.00 A-2SS 1724,~~460~~199,~~071~~926.9096 0.00 ~~358~~277,~~114~~594,~~175~~045.8414 1825,~~646~~381,~~990~~282.8570 0.00 A-2MZ 46,~~365~~050,~~038~~009.0962 0.00 8969,~~528~~398,~~956~~831.5209 46,~~665~~348,~~811~~703.8520 0.00 A-3A 1611,~~998~~874,~~387~~293.8019 0.00 7221,~~167~~954,~~692~~156.7291 1712,~~269~~002,~~427~~503.9202 0.00 A-3B 0.00 0.00 140,672,000.00 ~~439~~545,~~717~~651.2306 0.00 A-3C 0.00 0.00 28,080,000.00 91112,~~400~~663.4020 0.00 M1 0.00 0.00 92,610,000.00 ~~309~~379,~~420~~803.3090 0.00 M2 0.00 0.00 56,991,000.00 ~~191~~234,~~394~~739.7760 0.00 M3 0.00 0.00 31,166,000.00 ~~106~~129,~~007~~754.6945 0.00 M4 0.00 0.00 31,167,000.00 ~~110~~134,~~841~~745.9733 0.00 M5 0.00 0.00 31,167,000.00 ~~111~~135,~~647~~576.1245 0.00 M6 0.00 0.00 26,714,000.00 97118,~~535~~105.7856 0.00 M7 0.00 0.00 20,481,000.00 8298,~~891~~923.1623 0.00 M8 0.00 0.00 18,700,000.00 7791,~~132~~817.3100 0.00 M9 0.00 0.00 12,467,000.00 5868,~~078~~083.9067 0.00 B1 0.00 0.00 11,576,000.00 6979,~~378~~166.8398 0.00 B2 0.00 0.00 17,809,000.00 ~~106~~121,~~735~~793.2777 0.00 B3 0.00 0.00 21,372,000.00 ~~128~~146,~~089~~160.5273 0.00 CE 0.00 0.00 17,809,538.18 31,~~551~~938,~~463~~108.9289 0.00 P 0.00 0.00 0.00 1922,~~069,354~~525.4632 0.00 Totals 5970,~~470~~187,~~749~~587.0784 0.00 1,~~527~~278,~~625~~916,~~933~~276.0297 6978,~~318~~541,~~735~~225.6692 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 Class Original Beginning Scheduled ~~Unscheduled~~UnScheduled Accretion Realized Face Certificate Principal Principal ~~Realized~~Loss ~~Class~~ Amount Balance Distribution Distribution ~~Accretion Loss (1)~~ A-1SS 488,803,000.00 ~~422~~341,~~712~~325,~~306~~608.5421 0.00 1825,~~582~~256,~~507~~996.1443 0.00 0.00 A-1MZ 54,312,000.00 4637,~~968~~925,~~514~~455.5052 0.00 2,~~064~~806,~~744~~361.1464 0.00 0.00 A-2SS 434,010,000.00 ~~375~~301,~~574~~793,~~247~~972.7410 0.00 1724,~~460~~199,~~071~~926.9096 0.00 0.00 A-2MZ 108,503,000.00 9375,~~893~~448,~~994~~840.6171 0.00 46,~~365~~050,~~038~~009.0962 0.00 0.00 A-3A 136,544,000.00 8933,~~166~~828,~~080~~450.5210 0.00 1611,~~998~~874,~~387~~293.8019 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,~~587~~349,~~096~~103,~~682~~864.0982 0.00 5970,~~470~~187,~~749~~587.0784 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) Class Total Ending Ending Total Principal Certificate Certificate Principal ~~Class~~ Reduction Balance Percentage Distribution A-1SS 1825,~~582~~256,~~507~~996.1443 ~~404~~316,~~129~~068,~~799~~611.4077 0.~~82677438~~646618 1825,~~582~~256,~~507~~996.1443 A-1MZ 2,~~064~~806,~~744~~361.1464 4435,~~903~~119,~~770~~093.3688 0.~~82677438~~646618 2,~~064~~806,~~744~~361.1464 A-2SS 1724,~~460~~199,~~071~~926.9096 ~~358~~277,~~114~~594,~~175~~045.8414 0.~~82512886~~639603 1724,~~460~~199,~~071~~926.9096 A-2MZ 46,~~365~~050,~~038~~009.0962 8969,~~528~~398,~~956~~831.5209 0.~~82512886~~639603 46,~~365~~050,~~038~~009.0962 A-3A 1611,~~998~~874,~~387~~293.8019 7221,~~167~~954,~~692~~156.7291 0.~~52853068~~160784 1611,~~998~~874,~~387~~293.8019 A-3B 0.00 140,672,000.00 1.~~00000000~~000000 0.00 A-3C 0.00 28,080,000.00 1.~~00000000~~000000 0.00 M1 0.00 92,610,000.00 1.~~00000000~~000000 0.00 M2 0.00 56,991,000.00 1.~~00000000~~000000 0.00 M3 0.00 31,166,000.00 1.~~00000000~~000000 0.00 M4 0.00 31,167,000.00 1.~~00000000~~000000 0.00 M5 0.00 31,167,000.00 1.~~00000000~~000000 0.00 M6 0.00 26,714,000.00 1.~~00000000~~000000 0.00 M7 0.00 20,481,000.00 1.~~00000000~~000000 0.00 M8 0.00 18,700,000.00 1.~~00000000~~000000 0.00 M9 0.00 12,467,000.00 1.~~00000000~~000000 0.00 B1 0.00 11,576,000.00 1.~~00000000~~000000 0.00 B2 0.00 17,809,000.00 1.~~00000000~~000000 0.00 B3 0.00 21,372,000.00 1.~~00000000~~000000 0.00 CE 0.00 17,809,538.18 0.~~99998429~~999984 0.00 P 0.00 0.00 0.~~00000000~~000000 0.00 Totals 5970,~~470~~187,~~749~~587.0784 1,~~527~~278,~~625~~916,~~933~~276.0297 0.~~85775718~~718107 5970,~~470~~187,~~749~~587.0784

Principal Distribution Factors Statement Class Original Beginning Scheduled ~~Unscheduled~~UnScheduled Accretion Face Certificate Principal Principal ~~Class (2)~~ Amount Balance Distribution Distribution ~~Accretion~~ A-1SS 488,803,000.00 ~~864~~698.~~79073684~~288693 0.~~00000000~~000000 3851.~~01635248~~671116 0.~~00000000~~000000 A-1MZ 54,312,000.00 ~~864~~698.~~79073685~~288693 0.~~00000000~~000000 3851.~~01635256~~671116 0.~~00000000~~000000 A-2SS 434,010,000.00 ~~865~~695.~~35851188~~361794 0.~~00000000~~000000 4055.~~22965346~~758916 0.~~00000000~~000000 A-2MZ 108,503,000.00 ~~865~~695.~~35851184~~361794 0.~~00000000~~000000 4055.~~22965347~~758916 0.~~00000000~~000000 A-3A 136,544,000.00 ~~653~~247.~~02086155~~747613 0.~~00000000~~000000 ~~124~~86.~~49018485~~963127 0.~~00000000~~000000 A-3B 140,672,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 A-3C 28,080,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 M1 92,610,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 M2 56,991,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 M3 31,166,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 M4 31,167,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 M5 31,167,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 M6 26,714,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 M7 20,481,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 M8 18,700,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 M9 12,467,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 B1 11,576,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 B2 17,809,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 B3 21,372,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 CE 17,809,818.04 999.~~98428620~~984286 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 P 0.00 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000 (2) All Classes are Per 1,000 Denomination~~000000

Principal Distribution Factors Statement (continued) Class Realized Total Ending Ending Total ~~Realized~~Loss Principal Certificate Certificate Principal ~~Class Loss (3)~~ Reduction Balance Percentage Distribution A-1SS 0.~~00000000~~000000 3851.~~01635248~~671116 ~~826~~646.~~77438436~~617578 0.~~82677438~~646618 3851.~~01635248~~671116 A-1MZ 0.~~00000000~~000000 3851.~~01635256~~671116 ~~826~~646.~~77438430~~617578 0.~~82677438~~646618 3851.~~01635256~~671116 A-2SS 0.~~00000000~~000000 4055.~~22965346~~758916 ~~825~~639.~~12885841~~602878 0.~~82512886~~639603 4055.~~22965346~~758916 A-2MZ 0.~~00000000~~000000 4055.~~22965347~~758916 ~~825~~639.~~12885837~~602878 0.~~82512886~~639603 4055.~~22965347~~758916 A-3A 0.~~00000000~~000000 ~~124~~86.~~49018485~~963127 ~~528~~160.~~53067670~~784486 0.~~52853068~~160784 ~~124~~86.~~49018485~~963127 A-3B 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 A-3C 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 M1 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 M2 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 M3 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 M4 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 M5 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 M6 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 M7 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 M8 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 M9 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 B1 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 B2 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 B3 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 CE 0.~~00000000~~000000 0.~~00000000~~000000 999.~~98428620~~984286 0.~~99998429~~999984 0.~~00000000~~000000 P 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 ~~(3)~~All ~~Amount~~Classes ~~Does~~are ~~Not~~Per ~~Include Excess Special Hazard~~1,000 ~~Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.~~Denomination

Interest Distribution Statement ~~Beginning~~Class ~~Payment~~Accrual ofAccrual ~~Original~~ Current ~~Certificate/~~Beginning Current ~~Unpaid~~Payment ~~Current~~of ~~Face~~Dates Days Certificate ~~Notional~~Certificate/ Accrued ~~Interest~~Unpaid Interest ~~Class Amount~~ Rate Notional Balance Interest Shortfall ~~Shortfall~~ A-1SS ~~488,803,000.00~~11/25/05 3- 12/26/05 32 4.~~67500~~40875% ~~422~~341,~~712~~325,~~306~~608.5421 1,337,~~708~~617.3213 0.00 ~~0.00~~ A-1MZ ~~54,312,000.00~~11/25/05 3- 12/26/05 32 4.~~72000~~45375% 4637,~~968~~925,~~514~~455.5052 150,~~455~~142.8166 0.00 ~~0.00~~ A-2SS ~~434,010,000.00~~11/25/05 3- 12/26/05 32 4.~~67000~~40375% ~~375~~301,~~574~~793,~~247~~972.7410 1,~~186~~181,~~918~~355.9574 0.00 ~~0.00~~ A-2MZ ~~108,503,000.00~~11/25/05 3- 12/26/05 32 4.~~72000~~45375% 9375,~~893~~448,~~994~~840.6171 ~~300~~298,~~773~~693.7658 0.00 ~~0.00~~ A-3A ~~136,544,000.00~~11/25/05 3- 12/26/05 32 4.~~53000~~26375% 8933,~~166~~828,~~080~~450.5210 ~~271~~128,~~040~~209.1283 0.00 ~~0.00~~ A-3B ~~140,672,000.00~~11/25/05 3- 12/26/05 32 4.~~63000~~36375% 140,672,000.00 ~~439~~545,~~717~~651.2306 0.00 ~~0.00~~ A-3C ~~28,080,000.00~~11/25/05 3- 12/26/05 32 4.~~78000~~51375% 28,080,000.00 91112,~~400~~663.4020 0.00 ~~0.00~~ M1 ~~92,610,000.00~~11/25/05 3- 12/26/05 32 4.~~88000~~61375% 92,610,000.00 ~~309~~379,~~420~~803.3090 0.00 ~~0.00~~ M2 ~~56,991,000.00~~11/25/05 3- 12/26/05 32 4.~~90000~~63375% 56,991,000.00 ~~191~~234,~~394~~739.7760 0.00 ~~0.00~~ M3 ~~31,166,000.00~~11/25/05 3- 12/26/05 32 4.~~95000~~68375% 31,166,000.00 ~~106~~129,~~007~~754.6945 0.00 ~~0.00~~ M4 ~~31,167,000.00~~11/25/05 - 12/26/05 32 4.~~13000~~86375% 31,167,000.00 ~~110~~134,~~841~~745.9733 0.00 ~~0.00~~ M5 ~~31,167,000.00~~11/25/05 - 12/26/05 32 4.~~16000~~89375% 31,167,000.00 ~~111~~135,~~647~~576.1245 0.00 ~~0.00~~ M6 11/25/05 - 12/26~~,714,000.00~~/05 32 4.~~24000~~97375% 26,714,000.00 97118,~~535~~105.7856 0.00 ~~0.00~~ M7 ~~20,481,000.00~~11/25/05 4- 12/26/05 32 5.~~70000~~43375% 20,481,000.00 8298,~~891~~923.1623 0.00 ~~0.00~~ M8 ~~18,700,000.00~~11/25/05 4- 12/26/05 32 5.~~79000~~52375% 18,700,000.00 7791,~~132~~817.~~31 0.~~00 0.00 M9 11/25/05 - 12~~,467,000.00~~/26/05 532 6.~~41000~~14375% 12,467,000.00 5868,~~078~~083.9067 0.00 ~~0.00~~ B1 11~~,576,000.00~~/25/05 6- 12/26/05 32 7.~~96000~~69375% 11,576,000.00 6979,~~378~~166.8398 0.00 ~~0.00~~ B2 ~~17,809,000.00~~11/25/05 6- 12/26/05 32 7.~~96000~~69375% 17,809,000.00 ~~106~~121,~~735~~793.2777 0.00 ~~0.00~~ B3 ~~21,372,000.00~~11/25/05 6- 12/26/05 32 7.~~96000~~69375% 21,372,000.00 ~~128~~146,~~089~~160.5273 0.00 ~~0.00~~ CE ~~17,809,818.04~~N/A N/A 0.00000% 17,809,538.18 0.00 0.00 ~~0.00~~ P ~~0.00~~N/A N/A 0.00000% 0.01 0.00 0.00 ~~0.00~~ Totals ~~1,780,953,818.04~~ 5,~~227~~493,~~168~~003.2187 0.00 ~~0.00~~

Interest Distribution Statement (continued) ~~Remaining~~Class ~~Ending~~Current Non-Supported Total ~~Unpaid~~Remaining ~~Certificate/~~Ending Interest ~~Realized~~Interest Interest Unpaid Interest Certificate/Notional ~~Class~~ Shortfall ~~Losses~~ (41) Shortfall Distribution Shortfall(2) Balance A-1SS 0.00 0.00 1,337,~~708~~617.3213 0.00 ~~404~~316,~~129~~068,~~799~~611.4077 A-1MZ 0.00 0.00 150,~~455~~142.8166 0.00 4435,~~903~~119,~~770~~093.3688 A-2SS 0.00 0.00 1,~~186~~181,~~918~~355.9574 0.00 ~~358~~277,~~114~~594,~~175~~045.8414 A-2MZ 0.00 0.00 ~~300~~298,~~773~~693.7658 0.00 8969,~~528~~398,~~956~~831.5209 A-3A 0.00 0.00 ~~271~~128,~~040~~209.1283 0.00 7221,~~167~~954,~~692~~156.7291 A-3B 0.00 0.00 ~~439~~545,~~717~~651.2306 0.00 140,672,000.00 A-3C 0.00 0.00 91112,~~400~~663.4020 0.00 28,080,000.00 M1 0.00 0.00 ~~309~~379,~~420~~803.3090 0.00 92,610,000.00 M2 0.00 0.00 ~~191~~234,~~394~~739.7760 0.00 56,991,000.00 M3 0.00 0.00 ~~106~~129,~~007~~754.6945 0.00 31,166,000.00 M4 0.00 0.00 ~~110~~134,~~841~~745.9733 0.00 31,167,000.00 M5 0.00 0.00 ~~111~~135,~~647~~576.1245 0.00 31,167,000.00 M6 0.00 0.00 97118,~~535~~105.7856 0.00 26,714,000.00 M7 0.00 0.00 8298,~~891~~923.1623 0.00 20,481,000.00 M8 0.00 0.00 7791,~~132~~817.3100 0.00 18,700,000.00 M9 0.00 0.00 5868,~~078~~083.9067 0.00 12,467,000.00 B1 0.00 0.00 6979,~~378~~166.8398 0.00 11,576,000.00 B2 0.00 0.00 ~~106~~121,~~735~~793.2777 0.00 17,809,000.00 B3 0.00 0.00 ~~128~~146,~~089~~160.5273 0.00 21,372,000.00 CE 0.00 0.00 31,~~551~~938,~~463~~108.9289 0.00 17,809,538.18 P 0.00 0.00 1922,~~069,354~~525.4632 0.00 0.01 Totals 0.00 0.00 98,~~847~~353,~~986~~638.5908 0.00 (41,2) Amount ~~Does~~also ~~Not~~includes ~~Include~~coupon ~~Excess~~cap ~~Special Hazard, Bankruptcy,~~ or ~~Fraud~~basis ~~Losses~~risk ~~Unless~~shortfalls,if ~~Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.~~applicable

Interest Distribution Factors Statement ~~Beginning~~Class ~~Payment~~Accrual of Original Current ~~Certificate/~~Beginning Current ~~Unpaid~~Payment ~~Current~~of Dates Face Certificate Certificate/Notional Accrued ~~Interest~~Unpaid Interest ~~Class (5)~~ Amount Rate Balance Interest Shortfall ~~Shortfall~~ A-1SS 11/25/05 - 12/26/05 488,803,000.00 34.~~67500~~40875% ~~864~~698.~~79073684~~288693 2.~~73670235~~736516 0.~~00000000~~000000 ~~0.00000000~~ A-1MZ 11/25/05 - 12/26/05 54,312,000.00 34.~~72000~~45375% ~~864~~698.~~79073685~~288693 2.~~77021303~~764447 0.~~00000000~~000000 ~~0.00000000~~ A-2SS 11/25/05 - 12/26/05 434,010,000.00 34.~~67000~~40375% ~~865~~695.~~35851188~~361794 2.~~73477328~~721955 0.~~00000000~~000000 ~~0.00000000~~ A-2MZ 11/25/05 - 12/26/05 108,503,000.00 34.~~72000~~45375% ~~865~~695.~~35851184~~361794 2.~~77203174~~752860 0.~~00000000~~000000 ~~0.00000000~~ A-3A 11/25/05 - 12/26/05 136,544,000.00 34.~~53000~~26375% ~~653~~247.~~02086155~~747613 ~~1.98500205~~ 0.~~00000000~~938963 0.~~00000000~~000000 A-3B 11/25/05 - 12/26/05 140,672,000.00 34.~~63000~~36375% 1000.~~00000000~~000000 3.~~12583336~~878889 0.~~00000000~~000000 ~~0.00000000~~ A-3C 11/25/05 - 12/26/05 28,080,000.00 34.~~78000~~51375% 1000.~~00000000~~000000 34.~~25500000~~012222 0.~~00000000~~000000 ~~0.00000000~~ M1 11/25/05 - 12/26/05 92,610,000.00 34.~~88000~~61375% 1000.~~00000000~~000000 34.~~34111111~~101111 0.~~00000000~~000000 ~~0.00000000~~ M2 11/25/05 - 12/26/05 56,991,000.00 34.~~90000~~63375% 1000.~~00000000~~000000 34.~~35833325~~118889 0.~~00000000~~000000 ~~0.00000000~~ M3 11/25/05 - 12/26/05 31,166,000.00 34.~~95000~~68375% 1000.~~00000000~~000000 34.~~40138901~~163333 0.~~00000000~~000000 ~~0.00000000~~ M4 11/25/05 - 12/26/05 31,167,000.00 4.~~13000~~86375% 1000.~~00000000~~000000 34.~~55638881~~323333 0.~~00000000~~000000 ~~0.00000000~~ M5 11/25/05 - 12/26/05 31,167,000.00 4.~~16000~~89375% 1000.~~00000000~~000000 34.~~58222222~~350000 0.~~00000000~~000000 ~~0.00000000~~ M6 11/25/05 - 12/26/05 26,714,000.00 4.~~24000~~97375% 1000.~~00000000~~000000 34.~~65111103~~421111 0.~~00000000~~000000 ~~0.00000000~~ M7 11/25/05 - 12/26/05 20,481,000.00 45.~~70000~~43375% 1000.~~00000000~~000000 4.~~04722230~~830000 0.~~00000000~~000000 ~~0.00000000~~ M8 11/25/05 - 12/26/05 18,700,000.00 45.~~79000~~52375% 1000.~~00000000~~000000 4.~~12472246~~910000 0.~~00000000~~000000 ~~0.00000000~~ M9 11/25/05 - 12/26/05 12,467,000.00 56.~~41000~~14375% 1000.~~00000000~~000000 45.~~65861073~~461111 0.~~00000000~~000000 ~~0.00000000~~ B1 11/25/05 - 12/26/05 11,576,000.00 67.~~96000~~69375% 1000.~~00000000~~000000 56.~~99333362~~838889 0.~~00000000~~000000 ~~0.00000000~~ B2 11/25/05 - 12/26/05 17,809,000.00 67.~~96000~~69375% 1000.~~00000000~~000000 56.~~99333315~~838889 0.~~00000000~~000000 ~~0.00000000~~ B3 11/25/05 - 12/26/05 21,372,000.00 67.~~96000~~69375% 1000.~~00000000~~000000 56.~~99333333~~838889 0.~~00000000~~000000 ~~0.00000000~~ CE N/A 17,809,818.04 0.00000% 999.~~98428620~~984286 0.~~00000000~~000000 0.~~00000000~~000000 ~~0.00000000~~ P N/A 0.00 0.00000% 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000 0.00000000 (5) All Classes are Per 1,000 Denomination.~~000000

Interest Distribution Factors Statement (continued) ~~Remaining~~Class ~~Ending~~Current Non-Supported Total Remaining Unpaid ~~Certificate/~~Ending Interest ~~Realized~~Interest Interest Interest ~~Notional~~Certificate/ ~~Class~~ Shortfall ~~Losses~~ (61) Shortfall Distribution Shortfall(2) Notional Balance A-1SS 0.~~00000000~~000000 0.~~00000000~~000000 2.~~73670235~~736516 0.~~00000000~~000000 ~~826~~646.~~77438436~~617578 A-1MZ 0.~~00000000~~000000 0.~~00000000~~000000 2.~~77021303~~764447 0.~~00000000~~000000 ~~826~~646.~~77438430~~617578 A-2SS 0.~~00000000~~000000 0.~~00000000~~000000 2.~~73477328~~721955 0.~~00000000~~000000 ~~825~~639.~~12885841~~602878 A-2MZ 0.~~00000000~~000000 0.~~00000000~~000000 2.~~77203174~~752860 0.~~00000000~~000000 ~~825~~639.~~12885837~~602878 A-3A 0.~~00000000~~000000 0.~~00000000~~000000 10.~~98500205~~938963 0.~~00000000~~000000 ~~528~~160.~~53067670~~784486 A-3B 0.~~00000000~~000000 0.~~00000000~~000000 3.~~12583336~~878889 0.~~00000000~~000000 1000.~~00000000~~000000 A-3C 0.~~00000000~~000000 0.~~00000000~~000000 34.~~25500000~~012222 0.~~00000000~~000000 1000.~~00000000~~000000 M1 0.~~00000000~~000000 0.~~00000000~~000000 34.~~34111111~~101111 0.~~00000000~~000000 1000.~~00000000~~000000 M2 0.~~00000000~~000000 0.~~00000000~~000000 34.~~35833325~~118889 0.~~00000000~~000000 1000.~~00000000~~000000 M3 0.~~00000000~~000000 0.~~00000000~~000000 34.~~40138901~~163333 0.~~00000000~~000000 1000.~~00000000~~000000 M4 0.~~00000000~~000000 0.~~00000000~~000000 34.~~55638881~~323333 0.~~00000000~~000000 1000.~~00000000~~000000 M5 0.~~00000000~~000000 0.~~00000000~~000000 34.~~58222222~~350000 0.~~00000000~~000000 1000.~~00000000~~000000 M6 0.~~00000000~~000000 0.~~00000000~~000000 34.~~65111103~~421111 0.~~00000000~~000000 1000.~~00000000~~000000 M7 0.~~00000000~~000000 0.~~00000000~~000000 4.~~04722230~~830000 0.~~00000000~~000000 1000.~~00000000~~000000 M8 0.~~00000000~~000000 0.~~00000000~~000000 4.~~12472246~~910000 0.~~00000000~~000000 1000.~~00000000~~000000 M9 0.~~00000000~~000000 0.~~00000000~~000000 45.~~65861073~~461111 0.~~00000000~~000000 1000.~~00000000~~000000 B1 0.~~00000000~~000000 0.~~00000000~~000000 56.~~99333362~~838889 0.~~00000000~~000000 1000.~~00000000~~000000 B2 0.~~00000000~~000000 0.~~00000000~~000000 56.~~99333315~~838889 0.~~00000000~~000000 1000.~~00000000~~000000 B3 0.~~00000000~~000000 0.~~00000000~~000000 56.~~99333333~~838889 0.~~00000000~~000000 1000.~~00000000~~000000 CE 0.~~00000000~~000000 0.~~00000000~~000000 ~~199~~108.~~41045507~~822498 0.~~00000000~~000000 999.~~98428620~~984286 P 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 (61,2) Amount ~~Does~~also ~~Not~~includes ~~Include~~coupon ~~Excess~~cap ~~Special Hazard, Bankruptcy,~~or ~~Fraud~~basis ~~Losses~~risk ~~Unless~~shortfalls,if ~~Otherwise Disclosed~~applicable. ~~Please~~All ~~Refer~~Classes toare ~~the~~Per ~~Prospectus~~1,000 ~~Supplement for a Full Description~~Denomination.

CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 6878,~~716~~013,~~126~~183.3689 ~~Liquidations,~~Reserve ~~Insurance~~Funds ~~Proceeds,~~and ~~Reserve~~Credit ~~Funds~~Enhancements 0.00 Proceeds from Repurchased Loans 0.00 ~~Other Amounts (~~Servicer Advances) 0.00 Realized Loss (Gains, Subsequent Expenses & Recoveries) 02,035.0010 Prepayment Penalties 1922,~~069,354~~525.4632 Swap/Cap Payments 0.00 Total Deposits 6978,~~785~~937,~~480~~744.8231 Withdrawals ~~Reimbursement~~Swap ~~for~~Payments ~~Servicer~~0.00 ~~Advances~~Reserve Funds and Credit Enhancements 0.00 ~~Payment~~Total ofAdministration ~~Service~~Fees ~~Fee 466~~396,~~745~~518.1639 Payment of Interest and Principal 6978,~~318~~541,~~735~~225.6692 Total Withdrawals (Pool Distribution Amount) 6978,~~785~~937,~~480~~744.8231 Ending Balance 0.00

~~SERVICING~~ADMINISTRATION FEES Gross Servicing Fee* ~~446~~379,~~906~~654.4459 Credit Risk Manager Fee 1916,~~838~~863.7280 Supported Prepayment/Curtailment Interest Shortfall 0.00 ~~Net~~Total ~~Servicing~~Administration ~~Fee~~Fees ~~466~~396,~~745~~518.1639 *Servicer Payees include: COUNTRYWIDE HOME LOANS INC.; OPTION ONE

~~OTHER~~Reserve ~~ACCOUNTS~~Accounts Account Name Beginning Current Withdrawals Current Deposits 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 2367,~~453~~619.8617 2367,~~453~~619.8617 0.00

~~LOAN~~COLLATERAL ~~STATUS~~STATEMENT ~~STRATIFICATION/CREDIT~~Collateral ~~ENHANCEMENT~~Description ~~STATEMENT~~Fixed ~~DELINQUENT~~& ~~BANKRUPTCY~~Mixed ~~FORECLOSURE~~ARM ~~REO~~Weighted ~~Total~~Average NoGross ofCoupon ~~Loans~~6.960706% NoWeighted ofAverage ~~Loans~~Net NoCoupon of6.623011% ~~Loans~~Weighted NoAverage ofPass-Through ~~Loans~~Rate No6.608011% ofWeighted ~~Loans~~Average ~~Principal~~Remaining ~~Balance~~Term ~~Principal~~347 ~~Balance~~Beginning ~~Principal~~Scheduled ~~Balance~~Collateral ~~Principal~~Loan ~~Balance~~Count ~~Principal~~7,520 ~~Balance~~Number ~~0-29~~Of ~~Days~~Loans 22Paid 4In 0Full 26340 ~~3,206,351.64~~Ending ~~657,118.65~~Scheduled ~~0.00~~Collateral ~~3,863,470.29~~Loan 30Count ~~Days~~7,180 90Beginning 4Scheduled 0Collateral 0Balance ~~94 17~~1,~~701~~349,~~648.80 455~~103,~~285~~864.6781 ~~0.00~~Ending ~~0.00~~Scheduled ~~18,156,934.47~~Collateral 60Balance ~~Days 45~~ 1 ~~15 0 61 8~~,~~525~~278,~~583.36 141~~916,~~824~~276.5896 ~~2,308,098.82~~Ending ~~0.00~~Actual ~~10,975,506.76~~Collateral 90Balance ~~Days~~at 1930-Nov-2005 ~~7 40~~ 1 ~~67 3~~,~~891~~279,~~259.21 667~~620,~~764~~865.0186 ~~7,217,451.20~~Monthly ~~99,906.34~~P&I ~~11,876,380.76~~Constant ~~120 Days 1 0 4 3~~ 8 ~~139~~,~~486.83 0.00 862~~873,~~089~~266.72 ~~643,539.87~~Special ~~1,645,116.42~~Servicing ~~150~~Fee ~~Days~~ 0 ~~0 6 0 6 0~~.00 ~~0.00~~Prepayment ~~1,038,373.27~~Penalty ~~0.00~~Waived ~~1,038,373.27~~Amount ~~180+ Days~~ 0 ~~0 0 0 0 0~~.00 ~~0.00~~Prepayment ~~0.00~~Penalty ~~0.00~~Waived Count 0~~.00~~ ~~Totals~~Prepayment ~~155~~Penalty 34Paid 69Amount ~~4 262 30~~922,~~257,978~~525.2032 ~~4,471,225.90~~Prepayment ~~12,083,131.66~~Penalty ~~743,446.21~~Paid ~~47,555,781.97~~Count No8 ofRealized ~~Loans~~Loss NoAmount of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0.263315% 0.047876% 0.000000% 0.311191% 0.209813% 0.043000% 0.000000% 0.252812% 30 Days (1,379.~~077199%~~46) ~~0.047876%~~Cumulative ~~0.000000%~~Realized ~~0.000000%~~Loss ~~1.125075% 1.158334%~~ 0.~~029792%~~00 ~~0.000000%~~Scheduled ~~0.000000%~~Principal 1,047,671.~~188127%~~00 60Unscheduled ~~Days~~Principal 069,139,916.~~538600%~~85 ~~0.011969%~~Required ~~0.179533%~~Overcollateralized ~~0.000000%~~Amount 0.~~730102%~~00 ~~0.557885%~~Overcollateralized ~~0.009281%~~Increase ~~0.151034%~~Amount 0.~~000000%~~00 ~~0.718199%~~Overcollateralized 90Reduction ~~Days~~Amount 02,035.~~227409%~~10 ~~0.083782%~~Specified ~~0.478755%~~O/C ~~0.011969%~~Amount 017,809,538.~~801915%~~18 ~~0.254630%~~Overcollateralized ~~0.043696%~~Amount 017,809,538.~~472285%~~18 ~~0.006538%~~Overcollateralized ~~0.777149%~~Deficiency ~~120~~Amount ~~Days~~ 0.~~011969%~~00 ~~0.000000%~~Base ~~0.047876%~~Overcollateralization ~~0.035907%~~Amount 0.~~095751%~~00 ~~0.009128%~~Extra ~~0.000000%~~principal ~~0.056412%~~distribution ~~0.042111%~~Amount 0.~~107651%~~00 ~~150~~Excess ~~Days~~Cash ~~0.000000%~~Amount 02,005,728.000000% 0.071813% 0.000000% 0.071813% 0.000000% 0.000000% 0.067948% 0.000000% 0.067948% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 1.855177% 0.406942% 0.825853% 0.047876% 3.135847% 1.979977% 0.292581% 0.790678% 0.048649% 3.111885%06

~~DELINQUENT~~Group ~~BANKRUPTCY~~Level ~~FORECLOSURE~~Collateral ~~REO~~Statement ~~Total~~Group 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~~ 2 03 0Collateral 2Description ~~129,752.00~~Fixed ~~0.00 0.00 129,752.00~~ 15/30 ~~Days~~& 6ARM 0Fixed 015/30 0& 6ARM ~~960,591.44~~Fixed ~~0.00~~15/30 ~~0.00~~& ~~0.00~~ARM ~~960,591.44~~Weighted 60Average ~~Days~~Coupon 0Rate ~~0 0 0 0 0~~7.00039429 07.00016564 07.00200834 ~~0.00~~Weighted ~~0.00~~Average 90Net ~~Days~~Rate ~~0 0 0 0 0 0~~6.00739429 06.00716564 06.00884541 ~~0.00~~Weighted ~~0.00~~Average ~~120~~Remaining ~~Days~~Term 0339 0349 0339 0Beginning 0Loan ~~0.00~~Count ~~0.00~~470 ~~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 6~~ 2 ~~0 0 8 960~~,~~591.44~~853 ~~129,752.00~~503 ~~0.00~~Loans ~~0.00~~Paid ~~1,090,343.44~~In ~~0-29~~Full ~~Days~~13 ~~0.389864%~~138 ~~0.000000%~~18 ~~0.000000%~~Ending ~~0.389864%~~Loan ~~0.161374%~~Count ~~0.000000%~~457 0.000000% 0.161374% 30 Days 1.169591% 0.000000% 0.000000% 0.000000% 1.169591% 1.194695% 0.000000% 0.000000% 0.000000% 1.194695% 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 1.169591% 0.389864% 0.000000% 0.000000% 1.559454% 1.194695% 0.161374% 0.000000% 0.000000% 1.356069% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 2,715 No485 ofBeginning ~~Loans~~Scheduled ~~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 2 0 14 2~~72,~~077~~532,~~529~~571.2018 ~~294~~459,~~801~~013,518.2803 ~~0.00 2~~72,~~372~~722,~~330~~338.4881 30Ending ~~Days~~Scheduled 29Balance ~~2 0 0 31 4~~70,~~962~~119,~~128~~100.8727 ~~205~~433,~~717.64 0.00 0.00 5~~364,~~167,846~~852.5126 ~~60 Days 16 1 7 0 24 2~~69,~~788~~443,~~573~~568.0684 ~~141,824.58~~Record ~~1,085,419.66~~Date ~~0.00~~11/30/2005 ~~4,015,817.~~11/30/2005 ~~90 Days~~ 11/30/2005 2Principal 21And 0Interest 34Constant 1500,~~966,220~~066.1455 ~~194,479.25~~ 3,~~321~~045,~~235~~997.9654 ~~0.00 5~~506,~~481,935~~809.3550 ~~120~~Scheduled ~~Days~~Principal ~~0 0 1 0 1 0.00 0.00 270~~74,~~258~~576.0463 ~~0.00 270~~362,~~258~~082.0493 ~~150 Days 0 0 1 0 1 0.00 0.00 282~~70,~~714~~424.7793 ~~0.00~~Unscheduled ~~282,714.77~~Principal ~~180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 56 17 32 0 105 9,716,922.07~~ 2,~~619~~338,~~550~~894.6728 525,~~254~~286,~~429~~582.7184 ~~0.00 17~~3,~~590~~208,~~902~~345.4504 ~~0-29~~Scheduled ~~Days~~Interest 0425,489.~~377715%~~92 0.062952% 0.000000% 0.440667% 0.398673% 0.056572% 0.000000% 0.455245% 30 Days 0.912811% 0.062952% 0.000000% 0.000000% 0.975763% 0.952221% 0.039477% 0.000000% 0.000000% 0.991698% 60 Days 0.503620% 0.031476% 0.220334% 0.000000% 0.755430% 0.535121% 0.027216% 0.208290% 0.000000% 0.770626% 90 Days 0.346239% 0.062952% 0.661001% 0.000000% 1.070192% 0.377313% 0.037320% 0.637338% 0.000000% 1.051971% 120 Days 0.000000% 0.000000% 0.031476% 0.000000% 0.031476% 0.000000% 0.000000% 0.051862% 0.000000% 0.051862% 150 Days 0.000000% 0.000000% 0.031476% 0.000000% 0.031476% 0.000000% 0.000000% 0.054252% 0.000000% 0.054252% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 1.762669% 0.535096% 1.007240% 0.000000% 3.305005% 1.864656% 0.502686% 1.008313% 0.000000% 3.375655% 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 2 ~~0 0 0 2 159~~,~~360~~683,914.5061 ~~0.00 0.00 0.00 159~~436,~~360~~384.5057 60Servicing ~~Days~~Fee ~~1 0 1 0 2 63~~18,~~858~~133.2814 ~~0.00 117~~114,~~626~~753.6238 ~~0.00 181~~19,~~484~~167.9098 90Master ~~Days~~Servicing 0Fee 0 ~~1 0 1 0~~.00 0.00 ~~224,477.71~~ 0.00 ~~224,477.71~~Trustee ~~120~~Fee ~~Days~~ 0 ~~0 0 0 0 0~~.00 0.00 0.00 ~~0.00~~FRY ~~0.00~~Amount ~~150 Days~~ 0 ~~0 0 0 0 0~~.00 0.00 0.00 ~~0.00~~Special ~~0.00~~Hazard ~~180+~~Fee ~~Days~~ 0 ~~0 0 0 0 0~~.00 0.00 0.00 ~~0.00~~Other 0Fee 906.0066 ~~Totals 3 0 2 0~~ 5 ~~223~~,~~218~~737.7867 0909.0003 ~~342,104.33~~Pool ~~0.00~~Insurance ~~565,323.11~~Fee 0~~-29 Days 0~~.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.371058% 0.000000% 0.000000% 0.000000% 0.371058% 0.203589% 0.000000% 0.000000% 0.000000% 0.203589% 60 Days 0.185529% 0.000000% 0.185529% 0.000000% 0.371058% 0.081581% 0.000000% 0.150272% 0.000000% 0.231854% 90 Days 0.000000% 0.000000% 0.185529% 0.000000% 0.185529% 0.000000% 0.000000% 0.286778% 0.000000% 0.286778% 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 0.556586% 0.000000% 0.371058% 0.000000% 0.927644% 0.285170% 0.000000% 0.437051% 0.000000% 0.722221% 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 1 0 5 620,062.06 290,963.81 0.00 ~~911,025.87 30 Days 38 2~~ 0 ~~0 40 7,022,881~~.~~88 249,568.03 0.~~00 0.00 ~~7,272,449.91~~Spread 601 ~~Days 24~~ 0 ~~7 0 31 4,775,754~~.~~06 0.~~00 ~~1,105,052.54~~ 0.00 ~~5,880,806.60 90 Days 7 3 11 1 22 1,291,767.29 324,686.28 1,779,547.61 99,906.34 3,495,907.52 120 Days 1~~ 0 ~~3 1 5 139,486~~.~~83 0.~~00 ~~591,831.68~~Spread ~~227,435.93~~2 ~~958,754.44 150 Days~~ 0 ~~0 4 0 4 0~~.00 0.00 ~~624,632.92~~ 0.00 ~~624,632.92~~Spread ~~180+~~3 ~~Days~~ 0 ~~0 0 0 0 0~~.00 0.00 0.00 ~~0.00~~Net ~~0.00~~Interest ~~Totals 70 9 26 2 107 13~~406,~~229,890~~450.0612 12,~~194~~563,~~316~~423.~~37 4,392,028.~~56 ~~327~~416,~~342~~307.27 19,143,577.26 0-29 Days 0.132802% 0.033201% 0.000000% 0.166003% 0.118839% 0.055765% 0.000000% 0.174604% 30 Days 1.261620% 0.066401% 0.000000% 0.000000% 1.328021% 1.345982% 0.047831% 0.000000% 0.000000% 1.393814% 60 Days 0.796813% 0.000000% 0.232404% 0.000000% 1.029216% 0.915305% 0.000000% 0.211791% 0.000000% 1.127096% 90 Days 0.232404% 0.099602% 0.365206% 0.033201% 0.730412% 0.247576% 0.062228% 0.341062% 0.019148% 0.670014% 120 Days 0.033201% 0.000000% 0.099602% 0.033201% 0.166003% 0.026734% 0.000000% 0.113428% 0.043590% 0.183752% 150 Days 0.000000% 0.000000% 0.132802% 0.000000% 0.132802% 0.000000% 0.000000% 0.119715% 0.000000% 0.119715% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 2.324037% 0.298805% 0.863214% 0.066401% 3.552457% 2.535597% 0.228899% 0.841762% 0.062737% 3.668994% 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 1 0 3 217,501.48 71,353.56 ~~0.00~~Realized ~~288,855.04~~Loss 30Amount ~~Days 2~~ 0 ~~0 0 2 143,522~~.~~48 0.~~00 ~~0.00 0.00 143,522.48 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0~~ (1 ~~0 1 0.00 0.00 89~~,~~920~~379.0546) 0.00 ~~89,920.05~~Cumulative ~~120~~Realized ~~Days~~Loss 0 ~~0 0 1 1 0~~.00 0.00 0.00 ~~56,910.65~~Percentage 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 2 2 2 1 7 143,522.48 217,501.48 161,273.61 56,910.65 579,208.22 0-29 Days 0.790514% 0.395257% 0.000000% 1.185771% 0.497414% 0.163182% 0.000000% 0.660596% 30 Days 0.790514% 0.000000% 0.000000% 0.000000% 0.790514% 0.328228% 0.000000% 0.000000% 0.000000% 0.328228% 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% 0.395257% 0.000000% 0.395257% 0.000000% 0.000000% 0.205642% 0.000000% 0.205642% 120 Days 0.000000% 0.000000% 0.000000% 0.395257% 0.395257% 0.000000% 0.000000% 0.000000% 0.130152% 0.130152% 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 0.790514% 0.790514% 0.790514% 0.395257% 2.766798% 0.328228% 0.497414% 0.368824% 0.130152% 1.324618% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 6 No of ~~Loans~~Cumulative NoLosses ~~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 0 0 2 161,506~~.900000 0.000000 0.000000 ~~161,506.90~~Prepayment 30Penalty ~~Days~~Waived 13Amount 0 ~~0 0 13 4,453,163~~.~~63 0.~~00 0.00 0.00 ~~4,453,163.63~~Prepayment 60Penalty ~~Days~~Waived 4Count 0 0 0 4Prepayment ~~897,397.96~~Penalty ~~0.00~~Paid ~~0.00~~Amount ~~0.00~~Not ~~897,397.96~~Available 90Not ~~Days~~Available 1Not 2Available 6Prepayment 0Penalty 9Paid ~~633,271.78~~Count ~~148,598.48~~Not ~~1,802,269.87~~Available ~~0.00~~Not ~~2,584,140.13~~Available ~~120~~Not ~~Days~~Available 0Special 0Servicing 0Fee ~~1 1~~ 0.00 0.00 0.00 359,193.29 359,193.29 150 Days 0 0 1 0 1 0.00 0.00 131,025.58 0.00 131,025.58 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 18 4 7 1 30 5,983,833.37 310,105.38 1,933,295.45 359,193.29 8,586,427.49 0Pass-29Through ~~Days~~Rate 06.~~232288%~~724429 06.~~000000%~~701564 06.000000% 0.232288% 0.057087% 0.000000% 0.000000% 0.057087% 30 Days 1.509872% 0.000000% 0.000000% 0.000000% 1.509872% 1.574031% 0.000000% 0.000000% 0.000000% 1.574031% 60 Days 0.464576% 0.000000% 0.000000% 0.000000% 0.464576% 0.317197% 0.000000% 0.000000% 0.000000% 0.317197% 90 Days 0.116144% 0.232288% 0.696864% 0.000000% 1.045296% 0.223838% 0.052524% 0.637037% 0.000000% 0.913399% 120 Days 0.000000% 0.000000% 0.000000% 0.116144% 0.116144% 0.000000% 0.000000% 0.000000% 0.126962% 0.126962% 150 Days 0.000000% 0.000000% 0.116144% 0.000000% 0.116144% 0.000000% 0.000000% 0.046313% 0.000000% 0.046313% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 2.090592% 0.464576% 0.813008% 0.116144% 3.484321% 2.115067% 0.109611% 0.683349% 0.126962% 3.034989%869541

~~OTHER~~Group ~~INFORMATION~~Level ~~Current~~Collateral ~~Period~~Statement ~~Class~~Group A4 ~~Insufficient~~5 ~~Funds~~6 Collateral Description Fixed 15/30 & ARM Fixed 15/30 & ARM Fixed 15/30 & ARM Weighted Average Coupon Rate 7.009677 7.001222 6.664870 Weighted Average Net Rate 6.630371 6.659685 6.317307 Weighted Average Remaining Term 348 341 348 Beginning Loan Count 2,679 241 774 Loans Paid In Full 143 2 26 Ending Loan Count 2,536 239 748 Beginning Scheduled Balance 456,647,260.97 41,864,771.97 246,323,403.85 Ending scheduled Balance 429,675,217.26 41,713,603.15 234,599,935.18 Record Date 11/30/2005 11/30/2005 11/30/2005 Principal And Interest Constant 3,008,860.77 285,613.52 1,525,918.84 Scheduled Principal 341,402.52 41,359.73 157,824.26 Unscheduled Principal 26,630,641.19 109,809.09 11,565,644.41 Scheduled Interest 2,667,458.25 244,253.79 1,368,094.58 Servicing Fee 144,340.77 11,915.29 71,344.03 Master Servicing Fee 0.00 ~~Principal~~0.00 ~~Balance~~0.00 ofTrustee ~~Contaminated~~Fee ~~Properties~~0.00 0.00 ~~Periodic~~0.00 ~~Advance~~FRY ~~303~~Amount 0.00 0.00 0.00 Special Hazard Fee 0.00 0.00 0.00 Other Fee 5,~~201~~708.09 523.31 3,079.04 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 2,517,409.39 231,815.19 1,293,671.51 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 Penalty Waived Amount 0.00 0.00 0.00 Prepayment Penalty Waived Count 0 0 0 Prepayment Penalty Paid Amount Not Available Not Available Not Available Prepayment Penalty Paid Count Not Available Not Available Not Available Special Servicing Fee 0.00 0.00 0.00 Pass-Through Rate 6.615371 6.644685 6.302307

~~Summary~~Group 12Level ~~Month~~Collateral ~~REO~~Statement History*Group ~~New~~Total ~~REO~~Collateral ~~Loans~~Description ~~Month~~Fixed ~~REO~~& ~~Percentage~~Mixed ~~Loans~~ARM inWeighted ~~REO~~Average 4Coupon ~~Sep-04~~Rate 06.~~000%~~960706 ~~Original~~Weighted ~~Principal~~Average ~~Balance~~Net ~~745,000.00~~Rate ~~Oct-04 0~~6.~~000%~~623011 ~~Current~~Weighted ~~Principal~~Average ~~Balance~~Remaining ~~743,446.21~~Term ~~Nov-04~~347 ~~0.000%~~Record ~~Dec-04~~Date ~~0.000%~~11/30/2005 ~~Current~~Principal ~~REO~~And ~~Total~~Interest ~~Jan-05~~Constant ~~0.000% Loans in REO 4 Feb-05 0.000% Original Principal Balance 745~~8,~~000~~873,266.0072 ~~Mar-05~~Beginning ~~0.000%~~Loan ~~Current~~Count ~~Principal Balance 743~~7,~~446.21~~520 Apr-05 0.000% May-05 0.000% Jun-05 0.000% Jul-05 0.000% Aug-05 0.049% *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~~Paid ~~REO~~In ~~Percentage~~Full ~~Loans~~340 inEnding ~~REO~~Loan 0Count ~~Sep-04~~7,180 ~~0.000%~~Beginning ~~Original~~Scheduled ~~Principal~~ Balance 01,349,103,864.0081 ~~Oct-04~~Ending ~~0.000%~~Scheduled ~~Current Principal~~ Balance 01,278,916,276.0096 ~~Nov-04~~Scheduled ~~0.000% Dec-04 0.000% Current REO Total Jan-05 0.000% Loans in REO 0 Feb-05 0.000% Original~~ Principal ~~Balance 0~~1,047,671.00 ~~Mar-05~~Unscheduled ~~0.000% Current~~ Principal ~~Balance 0~~69,139,916.0085 ~~Apr-05~~Scheduled ~~0.000%~~Interest ~~May-05 0~~7,825,595.~~000%~~72 ~~Jun-05~~Servicing ~~0.000%~~Fee ~~Jul-05 0~~379,654.~~000%~~59 ~~Aug-05~~Master ~~0.000%~~Servicing *TheFee 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 ~~Sep-04 0~~.~~000% Original Principal Balance 0.~~00 ~~Oct-04~~Trustee ~~0.000%~~Fee ~~Current Principal Balance~~ 0.00 ~~Nov-04~~Fry ~~0.000%~~Amount ~~Dec-04~~ 0.~~000% Current REO Total Jan-05 0.000% Loans in REO 0 Feb-05 0.000% Original Principal Balance 0.~~00 ~~Mar-05~~Special ~~0.000%~~Hazard ~~Current~~Fee ~~Principal Balance~~ 0.00 ~~Apr-05~~Other ~~0.000%~~Fee ~~May-05 0~~16,863.~~000%~~80 ~~Jun-05~~Pool ~~0.000%~~Insurance ~~Jul-05~~Fee 0.000% 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 Sep-04 0.000% Original Principal Balance 0.00 ~~Oct-04~~Spread ~~0.000%~~1 ~~Current Principal Balance~~ 0.00 ~~Nov-04~~Spread ~~0.000%~~2 ~~Dec-04~~ 0.~~000% Current REO Total Jan-05 0.000% Loans in REO 0 Feb-05 0.000% Original Principal Balance 0.~~00 ~~Mar-05~~Spread ~~0.000%~~3 ~~Current Principal Balance~~ 0.00 ~~Apr-05~~Net ~~0.000%~~Interest May-05 0.000% Jun-05 0.000% Jul-05 0.000% 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 2 Sep-04 0.000% Original Principal Balance 3287,~~000~~429,077.0033 ~~Oct-04~~Realized ~~0.000%~~Loss ~~Current~~Amount ~~Principal Balance 327~~(1,~~342~~379.2746) ~~Nov-04~~Cumulative ~~0.000%~~Realized ~~Dec-04~~Loss 0.~~000% Current REO Total Jan-05 0.000% Loans in REO 2 Feb-05 0.000% Original Principal Balance 328,000.~~00 Mar-05 0.000% Current Principal Balance 327,342.27 Apr-05 0.000% May-05 0.000% Jun-05 0.000% Jul-05 0.000% Aug-05 0.063% *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~~of inCumulative ~~REO~~Losses ~~1 Sep-04~~ 0.~~000%~~0000 ~~Original~~Prepayment ~~Principal~~Penalty ~~Balance~~Waived ~~57,000.00~~Amount ~~Oct-04~~ 0.~~000% Current Principal Balance 56,910.65 Nov-04 0.000% Dec-04 0.000% Current REO Total Jan-05 0.000% Loans in REO 1 Feb-05 0.000% Original Principal Balance 57,000.~~00 ~~Mar-05~~Prepayment ~~0.000%~~Penalty ~~Current~~Waived ~~Principal~~Count ~~Balance 56,910.65 Apr-05~~ 0~~.000%~~ ~~May-05~~Prepayment ~~0.000%~~Penalty ~~Jun-05~~Paid ~~0.000%~~Amount ~~Jul-05 0~~922525.~~000%~~32 ~~Aug-05~~Prepayment ~~0.130%~~Penalty *ThePaid ~~text~~Count ~~reported~~8 inSpecial ~~the~~Servicing ~~above~~Fee 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 1 Sep-04 0.~~000% Original Principal Balance 360,000.~~00 ~~Oct~~Pass-04Through ~~0.000%~~Rate ~~Current Principal Balance 359,193~~6.29 Nov-04 0.000% Dec-04 0.000% Current REO Total Jan-05 0.000% Loans in REO 1 Feb-05 0.000% Original Principal Balance 360,000.00 Mar-05 0.000% Current Principal Balance 359,193.29 Apr-05 0.000% May-05 0.000% Jun-05 0.000% Jul-05 0.000% Aug-05 0.127% *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.608011

~~REO~~Additional ~~Loan~~Reporting ~~Detail~~ - ~~All~~Deal ~~Mortgage~~Level ~~Loans~~Miscellaneous inReporting ~~REO~~Cap ~~during~~Carryover ~~Current~~Amount ~~Period Month Loan First Original Loan Entered Payment LTV at Principal Group Number REO Date State Origination Balance 4 0341020825 Aug-2005 01-Jan-2005 NC 58.82 100~~67,~~000~~619.~~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~~17

~~REO~~Additional ~~Loan~~Reporting ~~Detail~~ - ~~All~~Group ~~Mortgage~~Level ~~Loans~~Miscellaneous inReporting ~~REO~~1 ~~during Current Period (continued) Current Paid Current Approximate Loan Principal To Months Loan Delinquent~~ Group ~~Number~~1 ~~Balance~~Available ~~Date~~Funds ~~Delinquent Rate Interest 4 0341020825 99~~31,~~906.34 01-Mar-2005 3 11.650% 4~~446,~~721~~759.7013 4Group ~~0410279569~~2 ~~227,435.93~~Available ~~01-Feb-2005~~Funds ~~4 6.999% 6~~33,~~143.18 5 0409283180 56~~539,~~910~~767.65 ~~01-Feb-2005~~Group 43 ~~9.250%~~Available ~~2,071.52~~Funds ~~6 0409226354 359~~13,~~193.29 01-Feb-2005 4 7.499% 10~~554,~~450~~699.9515

~~Summary~~LOAN 12STATUS ~~Month~~STRATIFICATION/CREDIT ~~Foreclosure~~ENHANCEMENT History*STATEMENT ~~New~~DELINQUENT ~~Foreclosure~~BANKRUPTCY ~~Loans~~FORECLOSURE ~~Month~~REO ~~Foreclosure~~TOTAL ~~Percentage~~No of Loans inNo ~~Foreclosure~~of 28Loans ~~Sep-04~~No ~~0.000%~~of ~~Original~~Loans ~~Principal~~No ~~Balance~~of ~~4,649,935.00~~Loans ~~Oct-04~~No ~~0.000%~~of ~~Current~~Loans Principal Balance ~~4,635,766.46~~Principal ~~Nov-04~~Balance ~~0.000%~~Principal ~~Dec-04~~Balance ~~0.000%~~Principal ~~Current~~Balance ~~Foreclosure~~Principal ~~Total~~Balance ~~Jan~~0-0529 ~~0.000%~~Days ~~Loans~~45 in5 ~~Foreclosure 69 Feb-05~~ 0~~.000%~~ ~~Original~~50 ~~Principal Balance 12~~6,~~112~~140,~~940~~047.0073 ~~Mar-05~~692,169.18 0.~~000%~~00 ~~Current Principal Balance 12~~6,~~083~~832,~~131~~216.6691 ~~Apr-05~~30 ~~0.000%~~Days ~~May-05~~134 ~~0.074%~~8 ~~Jun-05~~2 0~~.316%~~ ~~Jul-05~~144 024,801,712.~~603%~~93 ~~Aug-05~~1,275,611.58 181,941.78 0.~~791%~~00 *The26,259,266.29 ~~text~~60 ~~reported~~Days in63 ~~the~~5 ~~above~~15 ~~table~~0 is83 ~~presented~~9,199,978.61 ~~graphically~~1,015,228.84 ~~on the monthly bond remittance report~~2,748,882.39 ~~The monthly bond remittance report can be viewed online at www~~0.~~ctslink.com.~~00 1 12,964,089.84 ~~Month~~90 ~~Foreclosure~~Days History*29 ~~New~~7 ~~Foreclosure~~21 ~~Loans Month Foreclosure Percentage Loans in Foreclosure~~ 0 ~~Sep-04~~57 03,925,640.~~000%~~62 ~~Original Principal Balance 0~~848,711.0062 ~~Oct-04 0~~3,961,872.~~000%~~70 ~~Current Principal Balance~~ 0.00 ~~Nov-04 0~~8,736,224.~~000%~~94 ~~Dec-04~~120 ~~0.000%~~Days ~~Current~~14 ~~Foreclosure~~10 ~~Total~~22 ~~Jan-05~~ 0~~.000%~~ ~~Loans~~46 in1,924,239.69 ~~Foreclosure 0 Feb-~~1,606,963.05 03,519,927.~~000%~~12 ~~Original Principal Balance~~ 0.00 ~~Mar-05 0~~7,051,129.~~000%~~86 ~~Current~~150 ~~Principal~~Days ~~Balance~~4 ~~0.00~~7 ~~Apr-05~~18 ~~0.000%~~1 ~~May-05~~30 0572,061.~~000%~~89 ~~Jun-05~~991,655.15 03,130,412.~~000%~~22 ~~Jul-05 0~~60,615.~~000%~~09 ~~Aug-05 0~~4,754,744.~~000%~~35 *The180+ ~~text~~Days ~~reported~~6 in14 ~~the~~45 ~~above~~12 ~~table~~77 is899,156.19 ~~presented~~2,107,081.44 ~~graphically~~7,799,709.11 on2,216,068.76 ~~the monthly bond remittance report~~13,022,015.50 ~~The~~Totals ~~monthly~~250 ~~bond~~96 ~~remittance~~128 ~~report~~13 ~~can~~487 be41,322,789.93 ~~viewed~~13,985,299.41 ~~online at www~~22,034,914.~~ctslink.com.~~50 2,276,683.85 1279,619,687.69 ~~Month~~No ~~Foreclosure~~of History*Loans ~~New~~No ~~Foreclosure~~of Loans ~~Month~~No ~~Foreclosure~~of ~~Percentage~~ Loans inNo ~~Foreclosure~~of 16Loans ~~Sep-04~~No ~~0.000%~~of ~~Original~~Loans Principal Balance ~~2,638,918.00~~Principal ~~Oct-04~~Balance ~~0.000%~~Principal ~~Current~~Balance Principal Balance ~~2,629,377.27~~Principal ~~Nov-04~~Balance 0~~.000% Dec~~-0429 Days 0.~~000~~626741% ~~Current Foreclosure Total Jan-05~~ 0.~~000~~069638% ~~Loans in Foreclosure 32 Feb-05~~ 0.~~000~~000000% ~~Original Principal Balance 5,268,448.00 Mar-05~~ 0.~~000~~696379% ~~Current Principal Balance 5,254,429.71 Apr-05~~ 0.~~000~~479833% ~~May-05~~ 0.~~052~~054092% ~~Jun-05~~ 0.~~215~~000000% ~~Jul-05~~ 0.~~533~~533925% ~~Aug-05~~30 Days 1.~~008~~866295% *The text reported in the above table is presented graphically on the monthly bond remittance report0.111421% ~~The monthly bond remittance report can be viewed online at www~~0.~~ctslink.com.~~027855% ~~3 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 1 Sep-04~~ 0.~~000~~000000% ~~Original Principal Balance 224,900~~2.00005571% ~~Oct-04 0~~1.~~000~~938208% ~~Current Principal Balance 224,477.71 Nov-04~~ 0.~~000~~099687% ~~Dec-04~~ 0.~~000~~014218% ~~Current Foreclosure Total Jan-05~~ 0.~~000~~000000% ~~Loans in Foreclosure~~ 2 ~~Feb-05 0~~.~~000~~052113% ~~Original~~60 ~~Principal~~Days ~~Balance 342,700~~0.00877437% ~~Mar-05~~ 0.~~000~~069638% ~~Current Principal Balance 342,104~~0.33208914% ~~Apr-05~~ 0.~~000~~000000% ~~May-05~~1.155989% 0.~~000~~718961% ~~Jun-05~~ 0.~~000~~079338% ~~Jul-05~~ 0.~~148~~214820% ~~Aug-05~~ 0.~~437~~000000% *The text reported in the above table is presented graphically on the monthly bond remittance report1.013120% ~~The~~90 ~~monthly~~Days ~~bond remittance report can be viewed online at www~~0.~~ctslink.com.~~403900% ~~4 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 10 Sep-04~~ 0.~~000~~097493% ~~Original Principal Balance 1,714,550~~0.00292479% ~~Oct-04~~ 0.~~000~~000000% ~~Current Principal Balance 1,710,557~~0.92793872% ~~Nov-04~~ 0.~~000~~306782% ~~Dec-04~~ 0.~~000~~066325% ~~Current Foreclosure Total Jan-05~~ 0.~~000~~309613% ~~Loans in Foreclosure 26 Feb-05~~ 0.~~000~~000000% ~~Original Principal Balance 4,402,275.00 Mar-05~~ 0.~~000~~682720% ~~Current~~120 ~~Principal~~Days ~~Balance 4,392,028~~0.56194986% ~~Apr-05~~ 0.~~000~~139276% ~~May-05~~ 0.~~050~~306407% ~~Jun-05~~ 0.~~408~~000000% ~~Jul-05~~ 0.~~735~~640669% ~~Aug-05~~ 0.~~842~~150376% *The text reported in the above table is presented graphically on the monthly bond remittance report0.125581% ~~The monthly bond remittance report can be viewed online at www~~0.~~ctslink.com.~~275076% ~~5 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 1 Sep-04~~ 0.~~000~~000000% ~~Original Principal Balance 71,567.00 Oct-04~~ 0.~~000~~551033% ~~Current~~150 ~~Principal~~Days ~~Balance 71,353.56 Nov-04~~ 0.~~000~~055710% ~~Dec-04~~ 0.~~000~~097493% ~~Current Foreclosure Total Jan-05~~ 0.~~000~~250696% ~~Loans in Foreclosure 2 Feb-05~~ 0.~~000~~013928% ~~Original Principal Balance 161,567.00 Mar-05~~ 0.~~000~~417827% ~~Current Principal Balance 161,273.61 Apr-05~~ 0.~~000~~044706% ~~May-05~~ 0.~~000~~077496% ~~Jun-05~~ 0.~~486~~244636% ~~Jul-05~~ 0.~~665~~004737% ~~Aug-05~~ 0.~~369~~371574% *The180+ ~~text~~Days ~~reported in the above table is presented graphically on the monthly bond remittance report~~0.083565% ~~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~~ 0 ~~Sep-04 0~~.~~000~~194986% ~~Original Principal Balance~~ 0.00626741% ~~Oct-04~~ 0.~~000~~167131% ~~Current Principal Balance 0~~1.00072423% ~~Nov-04~~ 0.~~000~~070267% ~~Dec-04~~ 0.~~000~~164665% ~~Current Foreclosure Total Jan-05~~ 0.~~000~~609533% ~~Loans in Foreclosure 7 Feb-05~~ 0.~~000~~173182% ~~Original Principal Balance~~ 1~~,937,950~~.00017646% ~~Mar-05~~Totals 03.~~000~~481894% ~~Current~~1.337047% ~~Principal Balance~~ 1~~,933,295~~.45782730% ~~Apr-05~~ 0.~~000~~181058% ~~May-05~~6.782730% 03.~~206~~229299% ~~Jun-05 0~~1.~~473~~092925% ~~Jul-05 0~~1.~~766~~721988% ~~Aug-05~~ 0.~~683~~177919% *The text reported in the above table is presented graphically on the monthly bond remittance report6. ~~The monthly bond remittance report can be viewed online at www.ctslink.com.~~222131%

~~Foreclosure~~OTHER ~~Loan~~INFORMATION ~~Detail - All Mortgage Loans in Foreclosure during~~ Current Period ~~Month~~Class ~~Loan~~A ~~First~~Insufficient ~~Original~~Funds ~~Loan~~0.00 ~~Entered Payment LTV at~~ Principal ~~Group Number FC Date State Origination~~ Balance 2of ~~0011071646~~Contaminated ~~Jul-2005~~Properties ~~01-Feb-2005 CA 73~~0.~~80 277,500.~~00 2Periodic ~~0041063290~~Advance ~~May-2005 01-Feb-2005 IN 90.00 126~~967,~~000~~017.00 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 0521021464 Aug-2005 01-Jan-2005 OH 80.00 94,800.00 2 0621005425 Jul-2005 01-Jan-2005 FL 90.00 279,000.00 2 0621005475 Jul-2005 01-Jan-2005 FL 80.00 160,000.00 2 0631004819 Aug-2005 01-Dec-2004 NV 80.00 283,200.00 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 0321021803 Aug-2005 01-Jan-2005 CO 74.17 201,250.00 4 0321021934 Jul-2005 01-Jan-2005 CO 71.30 203,200.00 4 0331031006 Aug-2005 01-Jan-2005 NY 68.75 220,000.00 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 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 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 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 0551003398 Aug-2005 01-Dec-2004 LA 80.00 96,000.00 4 0611012917 Aug-2005 01-Jan-2005 NY 60.00 270,000.00 4 0641005717 Jul-2005 01-Jan-2005 TX 95.00 107,255.00 4 0671002026 Aug-2005 01-Jan-2005 CA 70.00 301,000.00 4 0681003132 Aug-2005 01-Feb-2005 NH 64.78 291,500.00 5 0031030833 Aug-2005 01-Jan-2005 WA 85.00 71,567.00 5 0171023462 Jun-2005 01-Feb-2005 AZ 100.00 90,000.00 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 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 3 9.500% 10,615.20 2 0041063290 125,870.22 01-Mar-2005 3 9.300% 4,715.18 2 0051054701 173,951.39 01-Mar-2005 3 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% 6,393.23 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 3 5.900% 7,123.76 2 0161036755 163,186.68 01-Apr-2005 2 6.100% 3,150.16 2 0161037876 71,870.89 01-Mar-2005 3 8.600% 2,482.49 2 0161038184 258,994.12 01-Apr-2005 2 6.350% 5,215.54 2 0191021545 288,371.72 01-Mar-2005 3 10.100% 11,764.62 2 0231059160 132,597.00 01-Apr-2005 2 5.950% 2,493.39 2 0341021003 55,830.64 01-Mar-2005 3 10.400% 2,347.55 2 0361022119 111,777.58 01-Mar-2005 3 8.100% 3,627.85 2 0371022509 270,258.04 01-Feb-2005 4 9.190% 9,994.74 2 0391009709 97,332.21 01-Mar-2005 3 8.800% 3,443.13 2 0521021464 94,603.20 01-Apr-2005 2 9.300% 2,835.82 2 0621005425 278,504.81 01-Mar-2005 3 8.650% 9,677.92 2 0621005475 160,000.00 01-Mar-2005 3 6.890% 4,393.35 2 0631004819 282,714.77 01-Jan-2005 5 6.790% 7,618.35 2 0641005794 49,942.28 01-Mar-2005 3 10.690% 2,160.36 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-Mar-2005 3 6.600% 3,202.49 2 0761005920 68,415.03 01-Mar-2005 3 9.690% 2,674.15 2 0831031147 139,424.99 01-Mar-2005 3 9.750% 5,484.48 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-Mar-2005 3 7.150% 2,730.07 2 0841002260 116,635.20 01-Apr-2005 2 9.750% 3,671.36 2 0841002409 99,911.15 01-Mar-2005 3 10.000% 4,034.40 3 0091029401 117,626.62 01-Apr-2005 2 9.550% 3,624.08 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-Mar-2005 3 9.250% 5,656.42 4 0211022690 69,864.91 01-Apr-2005 2 10.650% 2,408.88 4 0271018124 132,494.29 01-Mar-2005 3 8.250% 4,383.11 4 0321021803 200,950.68 01-Mar-2005 3 9.500% 7,695.27 4 0321021934 202,894.57 01-Mar-2005 3 9.450% 7,727.40 4 0331031006 219,580.53 01-Mar-2005 3 8.300% 7,309.83 4 0341021068 53,923.00 01-Mar-2005 3 9.700% 2,109.93 4 0361021848 106,092.09 01-Apr-2005 2 8.800% 3,003.26 4 0371021476 134,535.67 01-Mar-2005 3 6.800% 3,637.27 4 0381018148 341,137.33 01-Mar-2005 3 6.900% 9,365.20 4 0391009231 62,400.00 01-Jan-2005 5 9.300% 2,335.13 4 0391009444 119,811.93 01-Mar-2005 3 9.250% 4,463.21 4 0408175284 157,529.07 01-Mar-2005 3 6.500% 3,930.79 4 0409158167 176,508.73 01-Jan-2005 5 6.990% 4,757.03 4 0410073942 168,389.64 01-Apr-2005 2 7.699% 4,036.29 4 0410075204 231,578.57 01-Jan-2005 5 6.490% 5,758.43 4 0410131265 64,848.75 01-Mar-2005 3 8.750% 2,226.51 4 0410132539 293,236.33 01-Feb-2005 4 6.750% 7,616.10 4 0410143427 154,145.62 01-Jan-2005 5 6.990% 4,154.33 4 0410225270 191,468.11 01-Feb-2005 4 7.250% 5,372.09 4 0551003398 95,548.49 01-Apr-2005 2 6.350% 1,924.12 4 0611012917 269,190.94 01-Apr-2005 2 7.500% 6,453.16 4 0641005717 107,127.24 01-Feb-2005 4 8.600% 3,698.05 4 0671002026 300,216.38 01-Apr-2005 2 8.200% 7,897.82 4 0681003132 290,963.81 01-Jul-2005 0 11.800% 5,577.68 5 0031030833 71,353.56 01-Jul-2005 0 10.750% 1,243.34 5 0171023462 89,920.05 01-Mar-2005 3 10.000% 3,630.97 6 0161038608 699,248.22 01-Mar-2005 3 9.100% 25,611.01 6 0171023461 359,347.36 01-Mar-2005 3 6.500% 9,266.04 6 0381016599 395,985.37 01-Mar-2005 3 6.250% 9,798.32 6 0391008978 67,770.24 01-Mar-2005 3 7.450% 2,015.85 6 0409294739 65,480.98 01-Mar-2005 3 8.259% 2,114.11 6 0410186388 131,025.58 01-Jan-2005 5 7.000% 3,536.69 6 0661003176 214,437.70 01-Mar-2005 3 6.715% 5,721.56

~~COLLATERAL~~180+ ~~STATEMENT~~Delinquency ~~Collateral~~Summary ~~Description~~Summary ~~Fixed~~1 &Days ~~Mixed~~Number ~~ARM~~of ~~Weighted~~Aggregate ~~Average~~Percentage ~~Gross~~of ~~Coupon~~Number ~~6.990407%~~of ~~Weighted~~Aggregate ~~Average~~Percentage ~~Net~~of ~~Coupon~~Delinquent ~~6.652503%~~Loans ~~Weighted~~Outstanding ~~Average~~Balance(%) ~~Pass-Through~~Loans ~~Rate~~Oustanding ~~6.637503~~Balance(%) ~~Weighted Average Maturity~~Balance(~~Stepdown~~$) ~~Calculation~~Balance($) ~~350~~180 ~~Beginning~~- ~~Scheduled~~209 ~~Collateral~~25 ~~Loan Count 8~~4,~~612 Number Of Loans Paid In Full 257 Ending Scheduled Collateral Loan Count 8~~776,~~355~~896.67 ~~Beginning~~0.373 ~~Scheduled~~0 ~~Collateral~~0.00 ~~Balance 1,587,096,682~~0.10000 ~~Ending~~210 ~~Scheduled~~- ~~Collateral~~239 ~~Balance~~45 17,~~527~~245,~~625,933~~224.0321 ~~Ending~~0.566 ~~Actual~~0 ~~Collateral~~0.00 ~~Balance~~0.000 at240 29-~~Jul-2005~~ ~~1,528,198,527.93~~269 ~~Monthly~~3 ~~P&I Constant 10~~475,~~431,994~~814.6169 ~~Special Servicing Fee~~ 0.00037 ~~Prepayment~~0 ~~Penalties 1,069,354.46 Realized Loss Amount~~ 0.00 ~~Cumulative Realized Loss~~ 0.00000 ~~Scheduled~~270 ~~Principal~~- ~~1,186,617.53~~299 ~~Unscheduled~~4 ~~Principal 58~~524,~~284,131~~079.5493 ~~Required Overcollateralization Amount~~ 0.00041 ~~Overcollateralized~~0 ~~Increase Amount~~ 0.00 ~~Overcollateralized reduction Amount~~ 0.00000 ~~Specified~~Total ~~O/C~~77 ~~Amount 17~~13,~~809~~022,~~538~~015.1850 ~~Overcollateralized Amount 17,809,538~~1.18017 ~~Overcollateralized Deficiency Amount~~ 0~~.00~~ ~~Base Overcollateralized Amount~~ 0.00 ~~Extra principal distribution Amount~~ 0.~~00 Excess Cash Amount 3,574,917.79~~000

~~Miscellaneous~~180+ ~~Reporting~~Delinquency ~~Cap~~Summary ~~Carryover~~(continued) ~~Amount~~2 233 Days Number of Aggregate Percentage of Number of Aggregate Percentage of Delinquent Loans Outstanding Balance(%) Loans Oustanding Balance(%) Balance($) Balance($) 180 - 209 12 1,~~453~~887,628.8632 0.435 0 0.00 0.000 210 - 239 24 3,573,502.08 0.824 1 224,477.71 0.323 240 - 269 0 0.00 0.000 0 0.00 0.000 270 - 299 0 0.00 0.000 0 0.00 0.000 Total 36 5,461,130.40 1.259 1 224,477.71 0.323

~~Group~~180+ ~~Level~~Delinquency ~~Collateral~~Summary ~~Statement~~(continued) ~~Group~~4 15 2Days 3Number ~~Collateral~~of ~~Description~~Aggregate ~~Fixed~~Percentage ~~15/30~~of &Number ~~ARM~~of ~~Fixed~~Aggregate ~~15/30~~Percentage &of ~~ARM~~Delinquent ~~Fixed~~Loans ~~15/30~~Outstanding &Balance(%) ~~ARM Weighted Average Coupon Rate 7.058491 7.057126 7.218983 Weighted Average Net Rate 6.758491 6.757126 6.901814 Weighted Average Maturity 343 352 342 Beginning Loan Count 520 3,277 548~~ Loans ~~Paid~~Oustanding InBalance(%) ~~Full 7 100 9 Ending Loan Count 513 3,177 539 Beginning Scheduled~~ Balance($) ~~81,578,194.77 540,398,394.59 79,425,344.31 Ending Scheduled~~ Balance($) ~~80,387,656.78~~180 ~~520,941,681.30~~- ~~78,253,280.08~~209 ~~Record~~11 ~~Date 07/29/2005 07/29/2005 07/29/2005 Principal And Interest Constant 560~~2,~~383.54 3~~441,~~591,821~~498.74 552,231.44 Scheduled Principal 80,534.42 413,772.18 74,422.95 Unscheduled Principal 1,110,003.57 19,042,941.11 1,097,641.28 Scheduled Interest 479,849.12 3,178,049.56 477,808.49 Servicing Fees 20,394.55 135,099.60 20,992.69 Master Servicing Fees 0.00568 0~~.00~~ 0.00 ~~Trustee Fee~~ 0.00000 ~~0.00~~210 ~~0.00~~- ~~FRY~~239 ~~Amount~~14 ~~0.00 0.00 0.00 Special Hazard Fee 0.00 0.00 0.00 Other Fee 1~~2,~~019.73 6~~221,~~754~~073.9860 ~~992.82 Pool Insurance Fee~~ 0.00517 ~~0.00 0.00 Spread~~ 1 089,920.0005 0.00215 ~~0.00~~240 ~~Spread~~- 269 2 0418,904.0004 0.00097 ~~0.00~~1 ~~Spread 3 0~~56,910.0065 0.00136 ~~0.00~~270 ~~Net~~- ~~Interest~~299 ~~458,434.84~~ 3~~,036,194.98~~ ~~455~~393,~~822~~054.9835 ~~Realized Loss Amount~~ 0.00091 0~~.00~~ 0.00 ~~Cumulative Realized Loss~~ 0.00000 ~~0.00~~Total ~~0.00~~30 ~~Percentage of Cumulative Losses 0~~5,474,530.~~0000~~73 01.~~0000~~273 ~~0.0000~~2 ~~Prepayment Penalties 0~~146,830.0070 0.~~00 0.00 Special Servicing Fee 0.00 0.00 0.00 Pass-Through Rate 6.743491 6.742126 6.886814~~351

~~Group~~180+ ~~Level~~Delinquency ~~Collateral~~Summary ~~Statement~~(continued) ~~Group 4 5~~ 6 ~~Collateral~~Days ~~Description~~Number ~~Fixed~~of ~~15/30~~Aggregate &Percentage ~~ARM~~of ~~Fixed~~Delinquent 15/30 & ARM Fixed 15/30 & ARM Weighted Average Coupon Rate 7.031386 7.004599 6.714099 Weighted Average Net Rate 6.653167 6.663084 6.365473 Weighted Average Maturity 351 343 351 Beginning Loan Count 3,112 256 899 Loans ~~Paid~~Outstanding ~~In Full 100 3 38 Ending Loan Count 3,012 253 861 Beginning Scheduled~~ Balance(%) ~~542,169,215.94 44,538,721.25 298,986,811.24 Ending scheduled~~ Balance($) ~~521,516,170.18~~180 ~~43,714,405.47~~- ~~282,812,739.22~~209 ~~Record~~2 ~~Date 07/29/2005 07/29/2005 07/29/2005 Principal And Interest Constant 3~~447,~~570,381~~769.3461 ~~302,942~~0.21191 ~~1,854,234.34~~210 ~~Scheduled~~- ~~Principal~~239 ~~393,547.26~~5 ~~42,962.30 181,378.42 Unscheduled Principal 20,259,498.50 781,353.48 15,992,693.60 Scheduled Interest 3,176,834.08 259,979.91~~ 1,~~672~~136,~~855~~250.9277 ~~Servicing Fees 170,881.99 12,675.54 86,862.07 Master Servicing Fees~~ 0.00484 ~~0.00~~240 ~~0.00~~- ~~Trustee~~269 ~~Fee~~ 0~~.00~~ 0.00 0.00000 ~~FRY~~270 ~~Amount~~- ~~0.00~~299 ~~0.00~~1 0131,025.0058 ~~Special Hazard Fee~~ 0.00056 ~~0.00~~Total ~~0.00~~8 ~~Other Fee 6~~1,~~777.12 556.73 3~~715,~~737~~045.3496 ~~Pool Insurance Fee~~ 0.00731 ~~0.00~~This ~~0.00~~report ~~Spread~~includes 1all ~~0.00~~loans ~~0.00~~greater ~~0.00~~than ~~Spread~~180 2days ~~0.00~~delinquent ~~0.00~~regardless ~~0.00~~of ~~Spread~~status ~~3 0.00 0.00 0.00 Net Interest 2~~(REO,~~999,174.97~~ ~~246~~Foreclosure,~~747.64~~ ~~1,582,256~~Bankruptcy).51 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 6.638167 6.648084 6.350473

REO Detail - All Mortgage Loans in REO during Current Period

~~Group~~Summary ~~Level~~12 ~~Collateral~~Month ~~Statement~~REO ~~Group~~History* New REO Loans Month REO Percentage Loans in REO 3 Jan-05 0.000% Original Principal Balance 1,113,000.00 Feb-05 0.000% Current Principal Balance 1,107,999.62 Mar-05 0.000% Apr-05 0.000% Current REO Total ~~Collateral~~May-05 ~~Description~~0.000% ~~Fixed~~Loans &in ~~Mixed~~REO ~~ARM~~13 ~~Weighted~~Jun-05 ~~Average~~0.000% ~~Coupon~~Original ~~Rate~~Principal 6Balance 2,284,170.~~990407~~00 ~~Weighted~~Jul-05 ~~Average~~0.000% ~~Net~~Current ~~Rate~~Principal 6Balance 2,276,683.~~652503~~85 ~~Weighted~~Aug-05 ~~Average~~0.049% ~~Maturity~~Sep-05 ~~350~~0.064% Oct-05 0.049% Nov-05 0.087% Dec-05 0.178% *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 Jan-05 0.000% Original Principal Balance 0.00 ~~Record~~Feb-05 ~~Date~~0.000% ~~07/29/2005~~Current Principal ~~And~~Balance ~~Interest~~0.00 ~~Constant~~Mar-05 100.000% Apr-05 0.000% Current REO Total May-05 0.000% Loans in REO 0 Jun-05 0.000% Original Principal Balance 0.00 Jul-05 0.000% Current Principal Balance 0.00 Aug-05 0.000% Sep-05 0.000% Oct-05 0.000% Nov-05 0.000% Dec-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 Jan-05 0.000% Original Principal Balance 0.00 Feb-05 0.000% Current Principal Balance 0.00 Mar-05 0.000% Apr-05 0.000% Current REO Total May-05 0.000% Loans in REO 3 Jun-05 0.000% Original Principal Balance 305,~~431,994~~850.6100 ~~Beginning~~Jul-05 ~~Loan~~0.000% ~~Count~~Current 8Principal Balance 304,~~612~~907.18 Aug-05 0.000% Sep-05 0.000% Oct-05 0.013% Nov-05 0.066% Dec-05 0.070% *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 ~~Paid~~Month InREO ~~Full~~Percentage ~~257~~Loans ~~Ending~~in ~~Loan~~REO ~~Count~~0 ~~8,355~~Jan-05 ~~Beginning~~0.000% ~~Scheduled~~Original Principal Balance 0.00 Feb-05 0.000% Current Principal Balance 0.00 Mar-05 0.000% Apr-05 0.000% Current REO Total May-05 0.000% Loans in REO 0 Jun-05 0.000% Original Principal Balance 0.00 Jul-05 0.000% Current Principal Balance 0.00 Aug-05 0.000% Sep-05 0.000% Oct-05 0.000% Nov-05 0.000% Dec-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 1 Jan-05 0.000% Original Principal Balance 315,~~587,096,682~~000.1000 ~~Ending~~Feb-05 ~~Scheduled~~0.000% Current Principal Balance 1314,~~527,625,933~~104.0359 ~~Scheduled~~Mar-05 0.000% Apr-05 0.000% Current REO Total May-05 0.000% Loans in REO 7 Jun-05 0.000% Original Principal Balance 1,~~186~~123,~~617~~320.5300 ~~Unscheduled~~Jul-05 0.000% Current Principal 58Balance 1,~~284~~120,~~131~~970.5499 ~~Scheduled~~Aug-05 ~~Interest~~0.063% ~~9,245,377~~Sep-05 0.08105% ~~Servicing~~Oct-05 ~~Fee~~0.119% ~~446,906~~Nov-05 0.44177% ~~Master~~Dec-05 ~~Servicing~~0.261% ~~Fee~~*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 0 Jan-05 0.00000% ~~Trustee~~Original ~~Fee~~Principal Balance 0.00 ~~Fry~~Feb-05 ~~Amount~~0.000% Current Principal Balance 0.00 ~~Special~~Mar-05 ~~Hazard~~0.000% ~~Fee~~Apr-05 0.000% Current REO Total May-05 0.000% Loans in REO 1 Jun-05 0.000% Original Principal Balance 57,000.00 ~~Other~~Jul-05 ~~Fee~~0.000% 19Current Principal Balance 56,~~838~~910.7265 ~~Pool~~Aug-05 ~~Insurance~~0.130% ~~Fee~~Sep-05 0.00133% ~~Spread~~Oct-05 10.135% Nov-05 0.00136% ~~Spread~~Dec-05 0.136% *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 2 Jan-05 0.00000% ~~Spread~~Original 3Principal 0Balance 798,000.00 ~~Net~~Feb-05 ~~Interest~~0.000% 8Current Principal Balance 793,~~778,631~~895.9203 ~~Realized~~Mar-05 ~~Loss~~0.000% ~~Amount~~Apr-05 0.00000% ~~Cumulative~~Current ~~Realized~~REO ~~Loss~~Total May-05 0.00000% ~~Percentage~~Loans ofin ~~Cumulative~~REO ~~Losses~~2 Jun-05 0.~~0000~~000% ~~Prepayment~~Original ~~Penalties~~Principal 0Balance 798,000.00 ~~Special~~Jul-05 ~~Servicing~~0.000% ~~Fee~~Current Principal Balance 793,895.03 Aug-05 0.00127% ~~Pass~~Sep-~~Through~~05 ~~Rate~~0.133% 6Oct-05 0.~~637503~~000% Nov-05 0.000% Dec-05 0.338% *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.

~~Miscellaneous~~REO ~~Reporting~~Loan ~~Group~~Detail 1- All Mortgage Loans in REO during Current Period Month Loan First Original Loan Entered Payment LTV at Principal Group 1Number ~~Available~~REO ~~Funds~~Date 24State Origination Balance 2 0051054336 Nov-2005 01-Dec-2004 GA 81.20 112,~~458,769~~050.1000 ~~Group~~2 0231059160 Nov-2005 01-Feb-2005 CT 95.00 133,000.00 2 ~~Available~~0391009205 ~~Funds~~Oct-2005 2501-Jan-2005 TN 95.00 60,~~678~~800.00 4 0081051720 Nov-2005 01-Dec-2004 VA 80.00 60,~~187~~000.0400 ~~Group~~4 30341020825 ~~Available~~Aug-2005 ~~Funds~~01-Jan-2005 19NC 58.82 100,~~181~~000.00 4 0341021068 Oct-2005 01-Jan-2005 SC 90.00 54,~~779~~000.5200 4 0410075370 Nov-2005 01-Dec-2004 CO 80.00 174,400.00 4 0410225270 Sep-2005 01-Dec-2004 CO 80.00 191,920.00 4 0410268348 Dec-2005 01-Dec-2004 GA 90.00 315,000.00 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 0381016599 Dec-2005 01-Nov-2004 MA 89.44 398,000.00 6 0406112146 Dec-2005 01-Sep-2004 NV 88.89 400,000.00

~~Prepayment~~REO Loan Detail - ~~Prepayments~~All ~~during~~Mortgage ~~Current Period Summary~~ Loans ~~Paid~~in InREO ~~Full~~during ~~Repurchased~~Current ~~Loans~~Period ~~Original~~(continued) Current ~~Original~~Paid Current ~~Principal~~Approximate ~~Principal~~Loan Principal ~~Principal~~To Months Loan Delinquent Group ~~Count~~Number Balance ~~Balance~~Date ~~Count~~Delinquent ~~Balance~~Rate ~~Balance~~Interest 12 70051054336 1111,~~113,150~~695.0009 ~~1,106,191.26~~01-Apr-2005 06 08.00350% 05,980.0051 2 ~~100~~0231059160 19132,~~064,769~~597.00 1801-Apr-2005 6 5.950% 4,~~960~~976.41 2 0391009205 60,~~007~~615.4709 001-May-2005 05 8.00550% 02,911.0057 34 90081051720 159,~~099~~733.03 01-Mar-2005 7 5.450% 2,~~701~~296.0064 14 0341020825 99,~~094,299~~906.2034 001-Mar-2005 07 11.00650% 08,493.0044 4 ~~100~~0341021068 2053,~~345,258~~923.00 2001-Mar-2005 7 9.700% 3,~~218,475~~794.2109 04 ~~0.00~~0410075370 0174,399.0099 501-Apr-2005 36 ~~785~~6.250% 6,~~200~~685.0028 ~~779~~4 0410225270 191,~~282~~468.11 001-Feb-2005 08 7.00250% 09,653.0087 4 0410268348 314,104.59 01-Apr-2005 6 388.879% 1517,~~898~~509.55 4 0410279569 227,~~051~~435.0093 1501-Feb-2005 8 6.999% 11,~~823~~038.70 5 0409283180 56,~~557~~910.6365 001-Feb-2005 08 9.00250% 03,724.0062 ~~Total~~6 ~~257~~0381016599 58395,~~306~~985.37 01-Mar-2005 7 6.250% 17,~~129~~601.0023 576 0406112146 397,~~981,812~~909.8866 001-Apr-2005 06 8.00250% 020,509.0026

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

~~Prepayment~~Summary ~~Detail~~12 -Month ~~Prepayments~~Foreclosure ~~during~~History* ~~Current~~New ~~Period~~Foreclosure ~~(continued)~~Loans ~~Summary~~Month ~~Substitution~~Foreclosure Percentage Loans ~~Liquidated~~in ~~Loans~~Foreclosure ~~Curtailments~~20 ~~Original~~Jan-05 ~~Current~~0.000% Original Principal Balance 3,702,850.00 Feb-05 0.000% Current Principal ~~Principal~~Balance ~~Principal~~3,676,727.78 ~~Principal~~Mar-05 ~~Curtailment~~0.000% ~~Group~~Apr-05 ~~Count~~0.000% ~~Balance~~Current ~~Balance~~Foreclosure ~~Count~~Total May-05 0.074% Loans in Foreclosure 128 Jun-05 0.316% Original Principal Balance 22,134,176.00 Jul-05 0.603% Current Principal Balance ~~Amount~~22,034,914.50 Aug-05 0.791% Sep-05 1.128% Oct-05 1.391% Nov-05 1.577% Dec-05 1.722% *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 Jan-05 0.00000% Original Principal Balance 0.00 Feb-05 0.000% Current Principal Balance 0.00 Mar-05 0.000% Apr-05 0.000% Current Foreclosure Total May-05 0.000% Loans in Foreclosure 3 Jun-05 0.000% Original Principal Balance 395,200.00 4Jul-05 0.000% Current Principal Balance 392,~~781~~982.7521 2Aug-05 0.000% Sep-05 0.00256% Oct-05 0.00667% Nov-05 0.691% Dec-05 0.00560% *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 5 Jan-05 0.000% Original Principal Balance 559,350.00 97Feb-05 0.000% Current Principal Balance 555,~~109~~443.1707 3Mar-05 0.000% Apr-05 0.00000% Current Foreclosure Total May-05 0.052% Loans in Foreclosure 54 Jun-05 0.215% Original Principal Balance 8,226,959.00 Jul-05 0.533% Current Principal Balance 8,193,584.55 Aug-05 1.008% Sep-05 1.376% Oct-05 1.601% Nov-05 1.902% Dec-05 1.890% *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 2 Jan-05 0.000% Original Principal Balance 429,200.00 Feb-05 0.00000% 4Current Principal Balance 423,~~150~~425.3679 4Mar-05 0.000% Apr-05 0.00000% Current Foreclosure Total May-05 0.000% Loans in Foreclosure 7 Jun-05 0.000% Original Principal Balance 1,015,000.00 Jul-05 0.148% Current Principal Balance 1,007,178.88 Aug-05 0.437% Sep-05 0.449% Oct-05 0.722% Nov-05 0.802% Dec-05 1.450% *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 11 Jan-05 0.000% Original Principal Balance 2,114,300.00 Feb-05 0.000% Current Principal Balance 2,102,079.61 Mar-05 0.000% Apr-05 0.000% Current Foreclosure Total May-05 0.050% Loans in Foreclosure 53 Jun-05 0.408% Original Principal Balance 9,985,000.00 57Jul-05 0.735% Current Principal Balance 9,~~395~~938,979.2843 Aug-05 0.842% Sep-05 1.341% Oct-05 1.653% Nov-05 1.814% Dec-05 2.312% *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 0 Jan-05 0.00000% Original Principal Balance 0.00 Feb-05 0.000% Current Principal Balance 0.00 Mar-05 0.000% Apr-05 0.000% Current Foreclosure Total May-05 0.000% Loans in Foreclosure 3 Jun-05 0.486% Original Principal Balance 220,767.00 2Jul-05 0.665% Current Principal Balance 219,~~910~~887.3754 6Aug-05 0.369% Sep-05 0.00376% Oct-05 0.00522% Nov-05 0.525% Dec-05 0.00527% *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 2 Jan-05 0.000% Original Principal Balance 600,000.00 ~~178~~Feb-05 0.000% Current Principal Balance 595,~~612~~779.0931 Mar-05 0.000% Apr-05 0.000% Current Foreclosure Total May-05 0.206% Loans in Foreclosure 8 Jun-05 0.473% Original Principal Balance 2,291,250.00 Jul-05 0.00766% Current Principal Balance 2,282,301.89 Aug-05 0.683% Sep-05 0.00847% Oct-05 1.063% Nov-05 1.200% Dec-05 0.00972% ~~344,959~~*The text reported in the above table is presented graphically on the monthly bond remittance report.02 The monthly bond remittance report can be viewed online at www.ctslink.com.

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount 1 0171022793 NV 80.00 01-Jan-2005 220,000.00 218,541.80 1 0231059628 MA 59.04 01-Feb-2005 160,000.00 158,857.47 1 0251034474 CA 80.48 01-Feb-2005 50,000.00 49,825.91 1 0271016528 CA 71.06 01-Jan-2005 248,000.00 246,206.79 1 0311023502 NY 78.79 01-Jan-2005 130,000.00 128,705.07 1 0351022284 TX 95.00 01-Jan-2005 126,350.00 125,479.61 1 0721005310 AZ 80.00 01-Feb-2005 178,800.00 177,605.17 2 0011072166 AZ 80.00 01-Jan-2005 136,000.00 135,141.50 2 0011072595 CA 58.33 01-Feb-2005 140,000.00 139,359.34 2 0031029998 CA 87.97 01-Dec-2004 281,500.00 279,203.82 2 0031030169 CA 85.00 01-Dec-2004 146,200.00 144,967.27 2 0031030593 CA 69.57 01-Jan-2005 320,000.00 318,357.83 2 0031030719 CA 65.00 01-Jan-2005 159,250.00 158,644.86 2 0041063210 IL 93.42 01-Jan-2005 224,200.00 222,764.09 2 0041063396 IL 80.00 01-Feb-2005 184,000.00 183,063.85 2 0051054639 GA 95.00 01-Jan-2005 128,250.00 127,612.83 2 0061054716 PA 80.00 01-Dec-2004 100,800.00 99,760.28 2 0061055647 OH 75.00 01-Jan-2005 123,750.00 123,335.59 2 0061055729 OH 80.00 01-Feb-2005 80,800.00 80,477.41 2 0061055751 OH 95.00 01-Feb-2005 199,500.00 198,534.42 2 0071062646 FL 80.00 01-Dec-2004 140,000.00 138,717.88 2 0081051886 VA 90.00 01-Dec-2004 153,000.00 152,356.80 2 0081052195 VA 80.00 01-Jan-2005 180,000.00 178,795.30 2 0081052592 VA 90.00 01-Jan-2005 163,350.00 162,735.70 2 0141043120 CT 75.00 01-Jan-2005 150,000.00 149,200.22 2 0141043181 NY 85.00 01-Jan-2005 165,750.00 164,734.14 2 0151026564 NJ 90.00 01-Dec-2004 142,200.00 141,536.66 2 0161037160 MA 85.00 01-Dec-2004 118,150.00 117,185.03 2 0161037474 MA 86.86 01-Dec-2004 304,000.00 301,394.13 2 0161037493 NH 87.27 01-Dec-2004 144,000.00 142,695.99 2 0161038089 MA 90.00 01-Jan-2005 395,100.00 392,377.52 2 0161038239 MA 95.00 01-Jan-2005 227,050.00 225,515.54 2 0161038263 MA 71.57 01-Feb-2005 175,350.00 174,324.09 2 0191021723 CA 95.00 01-Jan-2005 194,750.00 193,353.18 2 0211024392 MD 90.00 01-Dec-2004 243,000.00 241,664.29 2 0211024859 MD 80.00 01-Jan-2005 212,400.00 212,400.00 2 0211025462 VA 80.00 01-Feb-2005 148,000.00 147,384.48 2 0231057709 NJ 80.00 01-Dec-2004 220,000.00 217,792.57 2 0231058040 RI 75.00 01-Feb-2005 243,750.00 242,736.32 2 0231058216 NY 65.00 01-Jan-2005 219,050.00 218,163.78 2 0231058238 PA 75.89 01-Jan-2005 85,000.00 84,378.48 2 0231058977 RI 74.47 01-Feb-2005 210,000.00 209,043.07 2 0231059093 RI 58.26 01-Jan-2005 137,500.00 136,632.07 2 0231059460 NJ 80.00 01-Jan-2005 285,600.00 283,743.54 2 0271016748 CA 75.00 01-Dec-2004 112,500.00 111,316.11 2 0271016948 IL 81.75 01-Dec-2004 112,000.00 110,974.28 2 0271017166 PA 72.00 01-Dec-2004 72,000.00 71,387.77 2 0271017951 CA 94.92 01-Jan-2005 243,000.00 240,919.41 2 0271018580 GA 80.00 01-Feb-2005 84,800.00 84,355.53 2 0271018653 MD 75.00 01-Feb-2005 300,000.00 298,134.33 2 0311024810 NJ 95.00 01-Dec-2004 380,000.00 377,107.52 2 0311024884 NJ 48.28 01-Dec-2004 70,000.00 69,531.22 2 0311024914 NJ 90.00 01-Dec-2004 279,000.00 276,868.39 2 0311025382 NJ 77.04 01-Feb-2005 208,000.00 206,569.82 2 0331031424 NY 37.14 01-Dec-2004 130,000.00 129,192.06 2 0331031715 NY 57.97 01-Feb-2005 200,000.00 199,012.43 2 0331031807 NY 80.00 01-Jan-2005 316,000.00 313,580.27 2 0331032047 NY 80.00 01-Feb-2005 224,000.00 222,412.47 2 0331032239 NY 80.00 01-Jan-2005 128,800.00 128,085.18 2 0361022018 MI 90.00 01-Jan-2005 281,700.00 279,850.98 2 0371022661 FL 90.00 01-Jan-2005 211,500.00 210,670.63 2 0371022706 FL 81.73 01-Jan-2005 85,000.00 84,398.99 2 0371022757 FL 40.00 01-Jan-2005 80,000.00 79,301.25 2 0371022781 FL 90.00 01-Jan-2005 211,500.00 210,028.50 2 0381017071 MA 77.48 01-Dec-2004 172,000.00 170,525.64 2 0381017904 CT 80.00 01-Feb-2005 184,000.00 183,061.99 2 0381017935 MA 79.07 01-Feb-2005 340,000.00 338,164.36 2 0381018153 RI 65.42 01-Jan-2005 157,000.00 155,678.88 2 0511031616 CA 60.00 01-Nov-2004 207,000.00 204,254.59 2 0511032275 CA 85.00 01-Jan-2005 357,000.00 354,227.21 2 0511032349 WA 80.00 01-Jan-2005 196,000.00 194,798.72 2 0521021430 IL 90.00 01-Jan-2005 252,720.00 251,155.84 2 0611013195 NY 90.00 01-Jan-2005 306,000.00 303,496.47 2 0611013540 NY 70.00 01-Jan-2005 280,000.00 278,831.35 2 0621005407 FL 80.00 01-Jan-2005 128,000.00 127,471.25 2 0621005488 FL 85.00 01-Jan-2005 104,550.00 103,900.03 2 0631005041 CA 80.00 01-Jan-2005 191,200.00 191,170.00 2 0631005081 CA 73.33 01-Jan-2005 220,000.00 220,000.00 2 0631005270 CA 80.00 01-Jan-2005 344,000.00 344,000.00 2 0651005523 FL 75.00 01-Jan-2005 150,750.00 150,183.08 2 0661002641 CA 65.14 01-Dec-2004 114,000.00 112,282.50 2 0661003085 CA 80.00 01-Jan-2005 668,000.00 664,180.11 2 0661003087 CA 76.60 01-Jan-2005 203,000.00 201,680.42 2 0661003173 CA 80.00 01-Jan-2005 128,000.00 126,870.51 2 0691001293 MD 80.00 01-Dec-2004 145,600.00 144,353.70 2 0691001409 MD 75.00 01-Dec-2004 93,750.00 93,270.19 2 0691001437 MD 79.13 01-Jan-2005 182,000.00 180,819.85 2 0691001644 MD 79.70 01-Jan-2005 157,000.00 156,005.66 2 0691001774 MD 80.00 01-Jan-2005 148,800.00 148,090.17 2 0691001796 MD 80.00 01-Jan-2005 199,920.00 198,297.50 2 0691001800 VA 80.00 01-Feb-2005 168,000.00 167,880.83 2 0711004681 CT 95.00 01-Dec-2004 209,000.00 207,160.27 2 0711005100 VT 78.06 01-Feb-2005 121,000.00 117,721.64 2 0721005306 NV 85.00 01-Jan-2005 199,750.00 198,410.99 2 0721005419 NV 67.20 01-Feb-2005 218,400.00 217,008.68 2 0731008068 MD 80.00 01-Jan-2005 156,000.00 155,270.85 2 0761005969 WI 85.00 01-Jan-2005 100,300.00 99,612.29 2 0831030115 CA 51.23 01-Nov-2004 187,000.00 185,302.81 2 0831030188 CA 95.00 01-Nov-2004 209,000.00 207,692.74 2 0831030211 CA 35.32 01-Nov-2004 123,629.00 123,123.25 2 0831030723 CA 57.78 01-Nov-2004 260,000.00 258,695.52 2 0831031128 CA 50.00 01-Dec-2004 212,500.00 212,207.77 2 0831031175 CA 35.00 01-Dec-2004 152,250.00 151,103.10 2 0831032264 NY 90.00 01-Jan-2005 238,500.00 237,314.90 2 0841001585 MI 80.00 01-Dec-2004 85,600.00 85,002.08 2 0841002066 MI 90.00 01-Jan-2005 112,500.00 111,979.58 2 0841002449 MI 45.90 01-Feb-2005 70,000.00 69,793.61 3 0031030941 CA 74.86 01-Feb-2005 265,000.00 263,448.26 3 0091029804 MO 58.14 01-Feb-2005 50,001.00 49,786.57 3 0331031681 NY 80.00 01-Jan-2005 76,800.00 76,310.47 3 0361021722 MI 75.00 01-Dec-2004 52,500.00 52,283.83 3 0371022741 FL 45.82 01-Feb-2005 50,400.00 50,220.44 3 0511032614 ID 38.77 01-Jan-2005 135,000.00 134,381.81 3 0741008845 OH 75.00 01-Jan-2005 52,500.00 51,825.88 3 0831031179 CA 70.00 01-Dec-2004 150,500.00 149,703.69 3 0831032265 NY 73.15 01-Jan-2005 267,000.00 265,529.97 4 0011071871 CA 69.40 01-Dec-2004 322,000.00 319,253.36 4 0011071929 CA 75.00 01-Jan-2005 168,750.00 167,894.46 4 0011072362 OR 80.00 01-Jan-2005 100,000.00 98,344.85 4 0031030052 CA 62.62 01-Dec-2004 335,000.00 332,023.19 4 0031030705 CA 59.80 01-Feb-2005 305,000.00 305,000.00 4 0041063265 IL 88.44 01-Jan-2005 130,000.00 129,095.54 4 0041063275 IL 59.77 01-Jan-2005 260,000.00 258,422.12 4 0071063304 FL 70.00 01-Jan-2005 86,800.00 86,562.92 4 0091029562 IN 38.46 01-Feb-2005 50,000.00 49,794.17 4 0091029705 IL 85.00 01-Jan-2005 217,600.00 216,213.31 4 0131029411 OH 80.00 01-Feb-2005 100,000.00 99,562.41 4 0141042739 NY 85.00 01-Jan-2005 165,750.00 164,959.34 4 0141043070 NY 76.09 01-Jan-2005 350,000.00 347,420.23 4 0141043408 MA 65.00 01-Feb-2005 178,750.00 178,050.98 4 0161037230 RI 79.96 01-Dec-2004 197,500.00 195,706.98 4 0161037690 MA 78.60 01-Dec-2004 169,000.00 167,645.60 4 0161038195 MA 90.00 01-Jan-2005 312,300.00 310,441.84 4 0171023077 NV 66.32 01-Feb-2005 217,516.00 216,143.57 4 0191020976 WA 85.00 01-Nov-2004 301,750.00 298,901.01 4 0211024693 VA 36.50 01-Jan-2005 50,000.00 49,799.74 4 0231056638 VT 85.00 01-Dec-2004 237,150.00 235,341.66 4 0231058399 NJ 80.10 01-Jan-2005 122,160.00 121,528.06 4 0261048982 FL 95.00 01-Nov-2004 129,105.00 128,050.60 4 0261049585 FL 74.02 01-Jan-2005 151,000.00 150,101.57 4 0271016222 MA 42.93 01-Nov-2004 124,500.00 123,279.18 4 0271016515 CA 90.00 01-Dec-2004 92,700.00 91,876.30 4 0271017304 CA 70.00 01-Jan-2005 225,400.00 223,569.71 4 0271017713 RI 49.42 01-Dec-2004 128,500.00 127,181.87 4 0271017831 CA 68.00 01-Dec-2004 119,000.00 117,985.27 4 0271018089 AZ 80.00 01-Feb-2005 148,000.00 146,848.52 4 0271018835 WI 95.30 01-Feb-2005 157,250.00 156,304.27 4 0311024930 NJ 85.00 01-Dec-2004 267,750.00 265,480.91 4 0311025559 NJ 80.00 01-Feb-2005 168,000.00 167,234.44 4 0311025661 NJ 80.00 01-Feb-2005 304,000.00 302,374.83 4 0331030993 NY 89.19 01-Dec-2004 330,000.00 326,977.82 4 0331031262 NY 75.00 01-Jan-2005 356,250.00 354,949.06 4 0331031873 NY 76.92 01-Feb-2005 300,000.00 297,937.25 4 0331032303 NY 57.11 01-Jan-2005 217,000.00 216,249.87 4 0331032387 CT 85.00 01-Feb-2005 153,000.00 151,914.97 4 0331032682 CT 90.00 01-Feb-2005 315,000.00 312,874.82 4 0341020765 NC 80.00 01-Jan-2005 99,600.00 99,083.44 4 0371022993 FL 85.00 01-Feb-2005 157,250.00 155,811.30 4 0381016896 RI 95.00 01-Dec-2004 332,500.00 329,600.73 4 0381017186 RI 67.40 01-Dec-2004 168,500.00 167,225.09 4 0381018089 MA 90.00 01-Feb-2005 245,700.00 244,261.94 4 0391009419 AL 95.00 01-Jan-2005 180,500.00 179,256.26 4 0406098308 NJ 85.00 01-Dec-2004 314,500.00 311,959.05 4 0407089795 VA 100.00 01-Oct-2004 119,000.00 119,000.00 4 0408094756 IL 80.00 01-Nov-2004 92,000.00 91,332.11 4 0408174563 CA 80.00 01-Dec-2004 223,560.00 223,560.00 4 0409089410 CA 90.00 01-Nov-2004 344,700.00 342,068.60 4 0409102271 IL 85.00 01-Nov-2004 182,750.00 181,353.93 4 0409134091 CA 84.91 01-Dec-2004 225,000.00 223,297.58 4 0409146909 CA 95.00 01-Nov-2004 237,500.00 235,492.06 4 0409157548 CA 80.00 01-Dec-2004 300,000.00 297,935.54 4 0409169256 CA 80.00 01-Dec-2004 220,000.00 218,865.73 4 0409172139 HI 85.00 01-Dec-2004 74,375.00 73,957.79 4 0409203126 MO 85.00 01-Dec-2004 94,350.00 93,871.85 4 0409214564 CA 90.00 01-Dec-2004 346,500.00 344,184.65 4 0409237645 VA 80.00 01-Nov-2004 188,800.00 187,286.47 4 0409238003 CA 82.89 01-Dec-2004 233,750.00 232,297.27 4 0409238740 RI 80.00 01-Dec-2004 192,000.00 190,723.37 4 0409294526 CA 75.00 01-Dec-2004 138,750.00 138,128.93 4 0409306206 CA 51.47 01-Dec-2004 175,000.00 173,638.26 4 0409306740 CA 89.99 01-Dec-2004 215,076.00 213,739.28 4 0410018147 CA 72.92 01-Dec-2004 175,000.00 173,912.39 4 0410048984 CO 85.00 01-Dec-2004 250,750.00 248,661.04 4 0410049636 UT 75.00 01-Dec-2004 186,000.00 184,296.58 4 0410050681 CA 64.84 01-Dec-2004 207,500.00 206,047.76 4 0410051296 CA 80.00 01-Dec-2004 188,400.00 186,974.44 4 0410051302 NY 80.00 01-Dec-2004 211,200.00 209,314.31 4 0410062600 IL 85.00 01-Dec-2004 218,450.00 216,953.84 4 0410062904 WA 80.00 01-Dec-2004 160,000.00 159,963.16 4 0410073931 MA 88.89 01-Dec-2004 280,000.00 278,174.71 4 0410073947 NJ 80.00 01-Dec-2004 240,000.00 236,839.19 4 0410074334 FL 85.00 01-Dec-2004 199,750.00 198,434.92 4 0410074559 CA 80.00 01-Dec-2004 202,400.00 202,400.00 4 0410074587 CA 80.00 01-Dec-2004 315,920.00 313,026.78 4 0410086178 CA 89.91 01-Dec-2004 272,000.00 270,469.67 4 0410117403 CT 80.00 01-Dec-2004 104,000.00 103,213.06 4 0410129300 FL 100.00 01-Dec-2004 193,000.00 191,530.05 4 0410129619 ME 90.00 01-Dec-2004 288,000.00 283,240.27 4 0410187054 VA 85.00 01-Dec-2004 213,350.00 211,735.61 4 0410198489 CA 85.00 01-Dec-2004 163,200.00 162,284.53 4 0410199889 CA 80.00 01-Dec-2004 222,400.00 220,550.81 4 0410224799 FL 85.00 01-Dec-2004 136,000.00 135,358.89 4 0521020499 OH 62.86 01-Jan-2005 64,746.00 64,427.56 4 0611013656 NY 75.00 01-Jan-2005 315,000.00 313,069.43 4 0661002638 CA 68.94 01-Dec-2004 227,500.00 225,376.65 4 0681002976 ME 85.00 01-Jan-2005 101,150.00 100,559.96 4 0681003034 ME 80.00 01-Jan-2005 396,000.00 393,053.17 4 0691001389 VA 75.00 01-Jan-2005 162,750.00 161,742.67 4 0711005047 RI 90.00 01-Feb-2005 247,500.00 246,302.08 4 0731007512 MD 80.00 01-Dec-2004 103,200.00 102,229.76 4 0731008159 VA 85.00 01-Jan-2005 124,100.00 123,308.96 4 0731008173 GA 90.00 01-Jan-2005 143,100.00 142,113.91 4 0781001052 PA 95.00 01-Dec-2004 215,650.00 213,026.55 4 0781001448 NJ 62.06 01-Jan-2005 211,000.00 209,273.70 4 0831029312 CA 58.33 01-Oct-2004 227,500.00 224,945.50 4 0831030825 CA 80.60 01-Dec-2004 213,600.00 212,063.48 5 0251034618 CA 80.00 01-Jan-2005 511,200.00 507,134.21 5 0410018118 CA 47.54 01-Dec-2004 164,000.00 162,569.94 5 0611013394 NY 79.66 01-Jan-2005 110,000.00 108,738.96 6 0011071623 CA 63.64 01-Dec-2004 385,000.00 381,413.41 6 0011071834 CA 60.47 01-Dec-2004 260,000.00 257,736.31 6 0011071897 CA 80.00 01-Jan-2005 428,800.00 428,800.00 6 0031030734 CA 80.00 01-Jan-2005 396,000.00 394,149.09 6 0051054572 GA 95.00 01-Feb-2005 378,000.00 375,995.15 6 0161037282 MA 94.67 01-Dec-2004 497,000.00 492,448.48 6 0161038176 MA 90.00 01-Jan-2005 423,000.00 419,556.05 6 0191021125 OR 85.00 01-Dec-2004 187,000.00 185,719.29 6 0231059830 MA 95.00 01-Feb-2005 363,375.00 363,371.66 6 0271017085 CA 77.30 01-Dec-2004 688,000.00 680,538.79 6 0311024940 NJ 65.10 01-Jan-2005 625,000.00 620,892.67 6 0331029038 NY 80.00 01-Dec-2004 464,000.00 459,472.05 6 0361021787 MI 84.82 01-Dec-2004 475,000.00 470,936.03 6 0408063357 OH 100.00 01-Oct-2004 199,000.00 197,323.29 6 0408121058 CA 87.91 01-Oct-2004 400,000.00 396,630.57 6 0408131231 OH 100.00 01-Nov-2004 150,000.00 148,804.71 6 0409011775 FL 87.00 01-Dec-2004 435,000.00 431,016.26 6 0409226499 NV 83.82 01-Dec-2004 377,200.00 373,953.29 6 0409306045 CA 80.00 01-Dec-2004 389,600.00 389,600.00 6 0409306105 CA 88.24 01-Dec-2004 600,000.00 596,271.09 6 0409306672 CA 68.00 01-Dec-2004 397,800.00 394,878.84 6 0410117710 OH 100.00 01-Dec-2004 160,000.00 158,903.93 6 0410155399 NJ 100.00 01-Dec-2004 490,000.00 486,805.74 6 0410279933 CA 80.00 01-Dec-2004 426,032.00 425,920.10 6 0521021449 OH 95.00 01-Jan-2005 427,144.00 427,144.00 6 0561001109 FL 80.00 01-Jan-2005 620,000.00 617,275.11 6 0631004614 CA 80.00 01-Dec-2004 368,000.00 367,924.25 6 0631005193 CA 80.00 01-Jan-2005 460,000.00 458,320.21 6 0631005389 CA 80.00 01-Jan-2005 428,000.00 428,000.00 6 0661002628 CA 85.00 01-Jan-2005 374,000.00 370,940.14 6 0661003351 CA 89.28 01-Jan-2005 420,500.00 420,500.00 6 0661003525 CA 85.00 01-Jan-2005 379,100.00 376,512.99 6 0691001706 MD 90.00 01-Jan-2005 427,500.00 425,418.76 6 0831030826 CA 89.93 01-Nov-2004 652,000.00 647,022.82 6 0831031138 CA 95.00 01-Dec-2004 522,500.00 522,500.00 6 0831031157 CA 80.00 01-Dec-2004 400,000.00 396,886.43 6 0831031167 CA 95.00 01-Dec-2004 446,500.00 446,500.00 6 0831031351 CA 88.94 01-Nov-2004 378,000.00 378,000.00

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning 1 0171022793 Loan Paid in Full 0 7.050% 360 7 1 0231059628 Loan Paid in Full 0 5.950% 360 6 1 0251034474 Loan Paid in Full (1) 9.950% 360 6 1 0271016528 Loan Paid in Full 0 6.600% 360 7 1 0311023502 Loan Paid in Full 0 6.650% 360 7 1 0351022284 Loan Paid in Full (1) 9.250% 360 7 1 0721005310 Loan Paid in Full 0 6.300% 360 6 2 0011072166 Loan Paid in Full 0 7.300% 360 7 2 0011072595 Loan Paid in Full 0 8.800% 360 6 2 0031029998 Loan Paid in Full 0 6.600% 360 8 2 0031030169 Loan Paid in Full 0 6.990% 360 8 2 0031030593 Loan Paid in Full 0 8.340% 360 7 2 0031030719 Loan Paid in Full 0 9.800% 360 7 2 0041063210 Loan Paid in Full 0 7.600% 360 7 2 0041063396 Loan Paid in Full 0 7.700% 360 6 2 0051054639 Loan Paid in Full 0 8.500% 360 7 2 0061054716 Loan Paid in Full 0 5.350% 360 8 2 0061055647 Loan Paid in Full 0 10.400% 360 7 2 0061055729 Loan Paid in Full 0 8.900% 360 6 2 0061055751 Loan Paid in Full 0 7.950% 360 6 2 0071062646 Loan Paid in Full 0 5.990% 360 8 2 0081051886 Loan Paid in Full 0 9.900% 360 8 2 0081052195 Loan Paid in Full 0 7.000% 360 7 2 0081052592 Loan Paid in Full 0 9.850% 360 7 2 0141043120 Loan Paid in Full 0 8.150% 360 7 2 0141043181 Loan Paid in Full 0 7.450% 360 7 2 0151026564 Loan Paid in Full 0 9.900% 360 8 2 0161037160 Loan Paid in Full 0 6.600% 360 8 2 0161037474 Loan Paid in Full 0 6.340% 360 8 2 0161037493 Loan Paid in Full 0 6.050% 360 8 2 0161038089 Loan Paid in Full 0 6.850% 360 7 2 0161038239 Loan Paid in Full 0 6.950% 360 7 2 0161038263 Loan Paid in Full 0 6.990% 360 6 2 0191021723 Loan Paid in Full 0 6.650% 360 7 2 0211024392 Loan Paid in Full 0 8.600% 360 8 2 0211024859 Loan Paid in Full 0 6.250% 360 7 2 0211025462 Loan Paid in Full 0 8.700% 360 6 2 0231057709 Loan Paid in Full 0 5.500% 360 8 2 0231058040 Loan Paid in Full 0 8.700% 360 6 2 0231058216 Loan Paid in Full 1 9.500% 360 7 2 0231058238 Loan Paid in Full 0 6.550% 360 7 2 0231058977 Loan Paid in Full 0 8.250% 360 6 2 0231059093 Loan Paid in Full 0 7.300% 360 7 2 0231059460 Loan Paid in Full 0 7.150% 360 7 2 0271016748 Loan Paid in Full 0 5.250% 360 8 2 0271016948 Loan Paid in Full 0 5.990% 360 8 2 0271017166 Loan Paid in Full 0 6.400% 360 8 2 0271017951 Loan Paid in Full 0 6.550% 360 7 2 0271018580 Loan Paid in Full 0 7.550% 360 6 2 0271018653 Loan Paid in Full 0 6.675% 360 6 2 0311024810 Loan Paid in Full 0 7.550% 360 8 2 0311024884 Loan Paid in Full 0 9.600% 360 8 2 0311024914 Loan Paid in Full 0 7.450% 360 8 2 0311025382 Loan Paid in Full 0 6.150% 360 6 2 0331031424 Loan Paid in Full 0 7.990% 360 8 2 0331031715 Loan Paid in Full 0 7.850% 360 6 2 0331031807 Loan Paid in Full 0 6.300% 360 7 2 0331032047 Loan Paid in Full 0 5.990% 360 6 2 0331032239 Loan Paid in Full 0 7.950% 360 7 2 0361022018 Loan Paid in Full 0 7.100% 360 7 2 0371022661 Loan Paid in Full 0 9.650% 360 7 2 0371022706 Loan Paid in Full 0 6.800% 360 7 2 0371022757 Loan Paid in Full 0 5.600% 360 7 2 0371022781 Loan Paid in Full 0 6.800% 360 7 2 0381017071 Loan Paid in Full 0 6.340% 360 8 2 0381017904 Loan Paid in Full 1 7.690% 360 6 2 0381017935 Loan Paid in Full 0 7.400% 360 6 2 0381018153 Loan Paid in Full 0 5.800% 360 7 2 0511031616 Loan Paid in Full 0 5.400% 360 9 2 0511032275 Loan Paid in Full 0 6.350% 360 7 2 0511032349 Loan Paid in Full 2 7.450% 360 7 2 0521021430 Loan Paid in Full 0 7.400% 360 7 2 0611013195 Loan Paid in Full 0 5.950% 360 7 2 0611013540 Loan Paid in Full 1 9.350% 360 7 2 0621005407 Loan Paid in Full 1 9.400% 360 7 2 0621005488 Loan Paid in Full (2) 7.750% 360 7 2 0631005041 Loan Paid in Full 0 6.200% 360 7 2 0631005081 Loan Paid in Full 0 6.250% 360 7 2 0631005270 Loan Paid in Full 0 6.250% 360 7 2 0651005523 Loan Paid in Full 0 9.850% 360 7 2 0661002641 Loan Paid in Full 0 5.000% 360 8 2 0661003085 Loan Paid in Full 0 7.800% 360 7 2 0661003087 Loan Paid in Full 0 7.150% 360 7 2 0661003173 Loan Paid in Full 0 5.550% 360 7 2 0691001293 Loan Paid in Full 0 6.350% 360 8 2 0691001409 Loan Paid in Full 0 8.950% 360 8 2 0691001437 Loan Paid in Full 0 7.200% 360 7 2 0691001644 Loan Paid in Full 0 7.300% 360 7 2 0691001774 Loan Paid in Full 0 8.700% 360 7 2 0691001796 Loan Paid in Full 0 6.000% 360 7 2 0691001800 Loan Paid in Full 0 7.900% 360 6 2 0711004681 Loan Paid in Full 0 6.200% 360 8 2 0711005100 Loan Paid in Full 0 6.650% 360 6 2 0721005306 Loan Paid in Full 0 7.000% 360 7 2 0721005419 Loan Paid in Full 0 6.550% 360 6 2 0731008068 Loan Paid in Full 0 8.800% 360 7 2 0761005969 Loan Paid in Full 0 7.600% 360 7 2 0831030115 Loan Paid in Full 0 7.250% 360 9 2 0831030188 Loan Paid in Full 0 8.500% 360 9 2 0831030211 Loan Paid in Full 0 10.550% 360 9 2 0831030723 Loan Paid in Full 0 8.240% 360 9 2 0831031128 Loan Paid in Full 0 7.000% 360 8 2 0831031175 Loan Paid in Full 0 7.650% 360 8 2 0831032264 Loan Paid in Full 1 8.500% 360 7 2 0841001585 Loan Paid in Full 0 7.400% 360 8 2 0841002066 Loan Paid in Full 0 8.850% 360 7 2 0841002449 Loan Paid in Full 0 10.350% 360 6 3 0031030941 Loan Paid in Full 0 6.990% 360 6 3 0091029804 Loan Paid in Full 0 8.550% 360 6 3 0331031681 Loan Paid in Full 0 7.250% 360 7 3 0361021722 Loan Paid in Full 0 10.000% 360 8 3 0371022741 Loan Paid in Full 0 9.450% 360 6 3 0511032614 Loan Paid in Full 0 8.900% 360 7 3 0741008845 Loan Paid in Full (1) 8.650% 240 7 3 0831031179 Loan Paid in Full 0 9.200% 360 8 3 0831032265 Loan Paid in Full (1) 7.990% 360 7 4 0011071871 Loan Paid in Full 1 6.700% 360 8 4 0011071929 Loan Paid in Full 0 8.400% 360 7 4 0011072362 Loan Paid in Full (3) 6.500% 360 7 4 0031030052 Loan Paid in Full 0 6.150% 360 8 4 0031030705 Loan Paid in Full 0 5.940% 360 6 4 0041063265 Loan Paid in Full 0 6.800% 360 7 4 0041063275 Loan Paid in Full 0 7.500% 360 7 4 0071063304 Loan Paid in Full 0 11.350% 360 7 4 0091029562 Loan Paid in Full 0 8.750% 360 6 4 0091029705 Loan Paid in Full 0 7.350% 360 7 4 0131029411 Loan Paid in Full 0 8.450% 360 6 4 0141042739 Loan Paid in Full 0 8.700% 360 7 4 0141043070 Loan Paid in Full (1) 6.500% 360 7 4 0141043408 Loan Paid in Full 0 9.150% 360 6 4 0161037230 Loan Paid in Full 0 6.050% 360 8 4 0161037690 Loan Paid in Full 0 6.700% 360 8 4 0161038195 Loan Paid in Full 0 7.600% 360 7 4 0171023077 Loan Paid in Full (1) 6.600% 360 6 4 0191020976 Loan Paid in Full 0 6.400% 360 9 4 0211024693 Loan Paid in Full (1) 9.550% 360 7 4 0231056638 Loan Paid in Full 0 6.950% 360 8 4 0231058399 Loan Paid in Full 0 8.300% 360 7 4 0261048982 Loan Paid in Full (1) 7.400% 360 9 4 0261049585 Loan Paid in Full 0 7.600% 360 7 4 0271016222 Loan Paid in Full 0 6.200% 360 9 4 0271016515 Loan Paid in Full 0 6.150% 360 8 4 0271017304 Loan Paid in Full 0 5.990% 360 7 4 0271017713 Loan Paid in Full 0 5.380% 360 8 4 0271017831 Loan Paid in Full 0 6.600% 360 8 4 0271018089 Loan Paid in Full (1) 5.550% 360 6 4 0271018835 Loan Paid in Full 0 6.850% 360 6 4 0311024930 Loan Paid in Full 0 6.400% 360 8 4 0311025559 Loan Paid in Full 0 8.250% 360 6 4 0311025661 Loan Paid in Full 0 7.450% 360 6 4 0331030993 Loan Paid in Full (1) 5.990% 360 8 4 0331031262 Loan Paid in Full 0 9.990% 360 7 4 0331031873 Loan Paid in Full 0 6.150% 360 6 4 0331032303 Loan Paid in Full 0 10.250% 360 7 4 0331032387 Loan Paid in Full 0 5.990% 360 6 4 0331032682 Loan Paid in Full (1) 6.250% 360 6 4 0341020765 Loan Paid in Full 0 8.300% 360 7 4 0371022993 Loan Paid in Full 0 6.750% 360 6 4 0381016896 Loan Paid in Full 0 6.250% 360 8 4 0381017186 Loan Paid in Full 0 6.990% 360 8 4 0381018089 Loan Paid in Full 0 6.988% 360 6 4 0391009419 Loan Paid in Full 0 6.850% 360 7 4 0406098308 Loan Paid in Full 0 6.650% 360 8 4 0407089795 Loan Paid in Full 0 8.990% 360 10 4 0408094756 Loan Paid in Full 0 7.755% 360 9 4 0408174563 Loan Paid in Full 0 6.990% 360 8 4 0409089410 Loan Paid in Full 0 7.500% 360 9 4 0409102271 Loan Paid in Full 0 7.750% 360 9 4 0409134091 Loan Paid in Full (1) 6.990% 360 8 4 0409146909 Loan Paid in Full 0 6.999% 360 9 4 0409157548 Loan Paid in Full 0 7.500% 360 8 4 0409169256 Loan Paid in Full 0 8.990% 360 8 4 0409172139 Loan Paid in Full 2 8.500% 360 8 4 0409203126 Loan Paid in Full 2 8.999% 360 8 4 0409214564 Loan Paid in Full 0 7.625% 360 8 4 0409237645 Loan Paid in Full 1 7.250% 360 9 4 0409238003 Loan Paid in Full 0 7.990% 360 8 4 0409238740 Loan Paid in Full 0 7.650% 360 8 4 0409294526 Loan Paid in Full (1) 9.600% 360 8 4 0409306206 Loan Paid in Full 0 7.125% 360 8 4 0409306740 Loan Paid in Full 0 7.990% 360 8 4 0410018147 Loan Paid in Full 0 7.990% 360 8 4 0410048984 Loan Paid in Full 0 6.490% 360 8 4 0410049636 Loan Paid in Full (1) 5.990% 360 8 4 0410050681 Loan Paid in Full 0 7.390% 360 8 4 0410051296 Loan Paid in Full (1) 6.990% 360 8 4 0410051302 Loan Paid in Full 0 6.125% 360 8 4 0410062600 Loan Paid in Full 0 7.500% 360 8 4 0410062904 Loan Paid in Full 0 6.510% 360 8 4 0410073931 Loan Paid in Full 0 7.750% 360 8 4 0410073947 Loan Paid in Full (1) 6.990% 360 8 4 0410074334 Loan Paid in Full 0 7.700% 360 8 4 0410074559 Loan Paid in Full 0 6.250% 360 8 4 0410074587 Loan Paid in Full 0 5.990% 360 8 4 0410086178 Loan Paid in Full 0 8.490% 360 8 4 0410117403 Loan Paid in Full 0 6.990% 360 8 4 0410129300 Loan Paid in Full 0 6.990% 360 8 4 0410129619 Loan Paid in Full (1) 5.880% 360 8 4 0410187054 Loan Paid in Full 0 6.990% 360 8 4 0410198489 Loan Paid in Full 0 8.500% 360 8 4 0410199889 Loan Paid in Full 0 6.500% 360 8 4 0410224799 Loan Paid in Full 1 9.350% 360 8 4 0521020499 Loan Paid in Full 0 8.550% 360 7 4 0611013656 Loan Paid in Full 0 7.450% 360 7 4 0661002638 Loan Paid in Full 0 5.900% 360 8 4 0681002976 Loan Paid in Full 0 7.700% 360 7 4 0681003034 Loan Paid in Full 0 6.450% 360 7 4 0691001389 Loan Paid in Full 0 7.400% 360 7 4 0711005047 Loan Paid in Full 0 7.950% 360 6 4 0731007512 Loan Paid in Full 0 5.850% 360 8 4 0731008159 Loan Paid in Full 0 7.250% 360 7 4 0731008173 Loan Paid in Full 0 6.850% 360 7 4 0781001052 Loan Paid in Full 0 5.000% 360 8 4 0781001448 Loan Paid in Full 0 5.950% 360 7 4 0831029312 Loan Paid in Full 0 6.000% 360 10 4 0831030825 Loan Paid in Full 0 7.250% 360 8 5 0251034618 Loan Paid in Full 0 6.100% 360 7 5 0410018118 Loan Paid in Full 0 6.250% 360 8 5 0611013394 Loan Paid in Full 0 9.700% 240 7 6 0011071623 Loan Paid in Full 0 5.900% 360 8 6 0011071834 Loan Paid in Full 0 6.500% 360 8 6 0011071897 Loan Paid in Full 0 5.900% 360 7 6 0031030734 Loan Paid in Full 0 8.800% 360 7 6 0051054572 Loan Paid in Full 0 7.490% 360 6 6 0161037282 Loan Paid in Full 0 5.990% 360 8 6 0161038176 Loan Paid in Full 0 6.800% 360 7 6 0191021125 Loan Paid in Full 0 7.500% 360 8 6 0231059830 Loan Paid in Full (1) 6.990% 360 6 6 0271017085 Loan Paid in Full 0 5.250% 360 8 6 0311024940 Loan Paid in Full 0 7.700% 360 7 6 0331029038 Loan Paid in Full 0 5.650% 360 8 6 0361021787 Loan Paid in Full 0 6.350% 360 8 6 0408063357 Loan Paid in Full 0 7.499% 360 10 6 0408121058 Loan Paid in Full 0 7.500% 360 10 6 0408131231 Loan Paid in Full 0 7.750% 360 9 6 0409011775 Loan Paid in Full 0 5.990% 360 8 6 0409226499 Loan Paid in Full 0 6.990% 360 8 6 0409306045 Loan Paid in Full 0 6.250% 360 8 6 0409306105 Loan Paid in Full 0 7.990% 360 8 6 0409306672 Loan Paid in Full 0 7.150% 360 8 6 0410117710 Loan Paid in Full 0 7.499% 360 8 6 0410155399 Loan Paid in Full 0 7.750% 360 8 6 0410279933 Loan Paid in Full 0 6.000% 360 8 6 0521021449 Loan Paid in Full 0 6.700% 360 7 6 0561001109 Loan Paid in Full 0 9.100% 360 7 6 0631004614 Loan Paid in Full 0 5.950% 360 8 6 0631005193 Loan Paid in Full 0 9.990% 360 7 6 0631005389 Loan Paid in Full 0 5.650% 360 7 6 0661002628 Loan Paid in Full 0 5.950% 360 7 6 0661003351 Loan Paid in Full 0 7.350% 360 7 6 0661003525 Loan Paid in Full 0 6.900% 360 7 6 0691001706 Loan Paid in Full 0 8.600% 360 7 6 0831030826 Loan Paid in Full 0 7.500% 360 9 6 0831031138 Loan Paid in Full 0 7.150% 360 8 6 0831031157 Loan Paid in Full 0 7.400% 360 8 6 0831031167 Loan Paid in Full 0 8.250% 360 8 6 0831031351 Loan Paid in Full 0 7.850% 360 9

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

Summary ~~SMM~~12 ~~CPR PSA Current~~ Month ~~3.675%~~Bankruptcy ~~Current~~History* ~~Month~~New ~~36.194%~~Bankruptcy ~~Current~~Loans Month ~~2,486.656%~~Bankruptcy 3Percentage ~~Month~~Loans ~~Average~~in ~~3.497%~~Bankruptcy 320 ~~Month~~Jan-05 ~~Average 34~~0.~~751~~000% 3Original ~~Month~~Principal ~~Average~~Balance 23,~~798~~284,425.~~446%~~00 12Feb-05 ~~Month Average~~ 0.000% 12Current ~~Month~~Principal ~~Average~~Balance 3,262,175.15 Mar-05 0.000% 12Apr-05 ~~Month Average~~ 0.000% ~~CPR:~~ Current vsBankruptcy ~~12mo~~Total Average*May-05 ~~PSA: Current vs 12mo Average* Month Current 12mo Avg~~0.077% ~~Month~~Loans ~~Current~~in ~~12mo~~Bankruptcy ~~Avg.~~96 ~~Sep~~Jun-~~2004~~05 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 220.~~223~~139% ~~N/A~~Original ~~Apr-2005~~Principal 3Balance 14,~~379~~074,023.~~831%~~39 ~~N/A May~~Jul-~~2005~~05 230.~~208~~228% ~~N/A~~Current ~~May-2005~~Principal 2Balance 13,~~706~~985,299.~~722%~~41 ~~N/A Jun~~Aug-~~2005~~05 320.~~795~~293% ~~N/A Jun~~Sep-~~2005~~05 ~~3,102~~0.~~747~~364% ~~N/A Jul~~Oct-~~2005~~05 350.~~263~~477% ~~N/A Jul~~Nov-~~2005~~05 ~~2,805~~0.~~934~~802% ~~N/A Aug~~Dec-~~2005~~05 361.~~194~~093% ~~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~~12 ~~CPR PSA Current~~ Month ~~1.362%~~Bankruptcy ~~Current~~History* ~~Month~~New ~~15.174%~~Bankruptcy ~~Current~~Loans Month ~~1,136.903%~~Bankruptcy 3Percentage ~~Month~~Loans ~~Average~~in ~~2.481%~~Bankruptcy 31 ~~Month~~Jan-05 ~~Average 25~~0.~~668~~000% 3Original ~~Month~~Principal ~~Average~~Balance 2108,~~371~~800.~~835%~~00 12Feb-05 ~~Month Average~~ 0.000% 12Current ~~Month~~Principal ~~Average~~Balance 108,403.29 Mar-05 0.000% 12Apr-05 ~~Month Average~~ 0.000% ~~CPR:~~ Current vsBankruptcy ~~12mo~~Total Average*May-05 ~~PSA: Current vs 12mo Average* Month Current 12mo Avg~~0.092% ~~Month~~Loans ~~Current~~in ~~12mo~~Bankruptcy ~~Avg.~~7 ~~Sep~~Jun-~~2004~~05 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 150.~~087~~094% ~~N/A~~Original ~~Apr-2005~~Principal 2Balance 543,~~813~~950.~~569%~~00 ~~N/A May~~Jul-~~2005~~05 110.~~964~~098% ~~N/A~~Current ~~May-2005~~Principal 1Balance 540,~~625~~112.~~059%~~22 ~~N/A Jun~~Aug-~~2005~~05 280.~~146~~161% ~~N/A Jun~~Sep-~~2005~~05 ~~3,009~~0.~~723~~401% ~~N/A Jul~~Oct-~~2005~~05 330.~~684~~479% ~~N/A Jul~~Nov-~~2005~~05 ~~2,968~~0.~~878~~595% ~~N/A Aug~~Dec-~~2005~~05 150.~~174~~770% ~~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~~12 ~~CPR PSA Current~~ Month ~~3.527%~~Bankruptcy ~~Current~~History* ~~Month~~New ~~35.003%~~Bankruptcy ~~Current~~Loans Month ~~2,487.341%~~Bankruptcy 3Percentage ~~Month~~Loans ~~Average~~in ~~3.153%~~Bankruptcy 311 ~~Month~~Jan-05 ~~Average 31~~0.~~839~~000% 3Original ~~Month~~Principal ~~Average~~Balance 21,~~647~~560,250.~~052%~~00 12Feb-05 ~~Month Average~~ 0.000% 12Current ~~Month~~Principal ~~Average~~Balance 1,548,232.53 Mar-05 0.000% 12Apr-05 ~~Month Average~~ 0.000% ~~CPR:~~ Current vsBankruptcy ~~12mo~~Total Average*May-05 ~~PSA: Current vs 12mo Average* Month Current 12mo Avg~~0.163% ~~Month~~Loans ~~Current~~in ~~12mo~~Bankruptcy ~~Avg.~~41 ~~Sep~~Jun-~~2004~~05 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 270.~~080~~261% ~~N/A~~Original ~~Apr-2005~~Principal 4Balance 6,~~445~~201,940.~~005%~~00 ~~N/A May~~Jul-~~2005~~05 260.~~168~~413% ~~N/A~~Current ~~May-2005~~Principal 3Balance 6,~~234~~157,845.~~334%~~29 ~~N/A Jun~~Aug-~~2005~~05 270.~~054~~503% ~~N/A Jun~~Sep-~~2005~~05 ~~2,684~~0.~~030~~587% ~~N/A Jul~~Oct-~~2005~~05 330.~~459~~716% ~~N/A Jul~~Nov-~~2005~~05 ~~2,769~~1.~~786~~004% ~~N/A Aug~~Dec-~~2005~~05 351.~~003~~420% ~~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~~12 ~~CPR PSA Current~~ Month ~~1.383%~~Bankruptcy ~~Current~~History* ~~Month~~New ~~15.393%~~Bankruptcy ~~Current~~Loans Month ~~1,128.492%~~Bankruptcy 3Percentage ~~Month~~Loans ~~Average~~in Bankruptcy 1~~.507%~~ 3Jan-05 ~~Month Average 16~~0.~~570~~000% 3Original ~~Month~~Principal ~~Average~~Balance 1200,~~433~~000.~~304%~~00 12Feb-05 ~~Month Average~~ 0.000% 12Current ~~Month~~Principal ~~Average~~Balance 197,853.72 Mar-05 0.000% 12Apr-05 ~~Month Average~~ 0.000% ~~CPR:~~ Current vsBankruptcy ~~12mo~~Total Average*May-05 ~~PSA: Current vs 12mo Average* Month Current 12mo Avg~~0.000% ~~Month~~Loans ~~Current~~in ~~12mo~~Bankruptcy ~~Avg.~~1 ~~Sep~~Jun-~~2004~~05 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 220.~~699~~000% ~~N/A~~Original ~~Apr-2005~~Principal 4Balance 200,~~034~~000.~~137%~~00 ~~N/A May~~Jul-~~2005~~05 90.~~230~~000% ~~N/A~~Current ~~May-2005~~Principal 1Balance 197,~~211~~853.~~088%~~72 ~~N/A Jun~~Aug-~~2005~~05 120.~~476~~000% ~~N/A Jun~~Sep-~~2005~~05 ~~1,295~~0.~~356~~000% ~~N/A Jul~~Oct-~~2005~~05 210.~~839~~000% ~~N/A Jul~~Nov-~~2005~~05 ~~1,876~~0.~~063~~000% ~~N/A Aug~~Dec-~~2005~~05 150.~~393~~285% ~~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~~12 ~~CPR PSA Current~~ Month ~~3.739%~~Bankruptcy ~~Current~~History* ~~Month~~New ~~36.704%~~Bankruptcy ~~Current~~Loans Month ~~2,441.831%~~Bankruptcy 3Percentage ~~Month~~Loans ~~Average~~in ~~3.681%~~Bankruptcy 35 ~~Month~~Jan-05 ~~Average 36~~0.~~237~~000% 3Original ~~Month~~Principal ~~Average~~Balance 2834,~~824~~650.~~224%~~00 12Feb-05 ~~Month Average~~ 0.000% 12Current ~~Month~~Principal ~~Average~~Balance 831,170.50 Mar-05 0.000% 12Apr-05 ~~Month Average~~ 0.000% ~~CPR:~~ Current vsBankruptcy ~~12mo~~Total Average*May-05 ~~PSA: Current vs 12mo Average* Month Current 12mo Avg~~0.010% ~~Month~~Loans ~~Current~~in ~~12mo~~Bankruptcy ~~Avg.~~29 ~~Sep~~Jun-~~2004~~05 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 200.~~772~~077% ~~N/A~~Original ~~Apr-2005~~Principal 2Balance 4,~~951~~933,783.~~224%~~00 ~~N/A May~~Jul-~~2005~~05 220.~~321~~174% ~~N/A~~Current ~~May-2005~~Principal 2Balance 4,~~469~~911,935.~~681%~~23 ~~N/A Jun~~Aug-~~2005~~05 360.~~567~~229% ~~N/A Jun~~Sep-~~2005~~05 ~~3,312~~0.~~125~~272% ~~N/A Jul~~Oct-~~2005~~05 350.~~441~~426% ~~N/A Jul~~Nov-~~2005~~05 ~~2,718~~0.~~717~~893% ~~N/A Aug~~Dec-~~2005~~05 361.~~704~~142% ~~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~~12 ~~CPR PSA Current~~ Month ~~1.756%~~Bankruptcy ~~Current~~History* ~~Month~~New ~~19.152%~~Bankruptcy ~~Current~~Loans Month ~~1,270.901%~~Bankruptcy 3Percentage ~~Month~~Loans ~~Average~~in Bankruptcy 1~~.568%~~ 3Jan-05 ~~Month Average 17~~0.~~066~~000% 3Original ~~Month~~Principal ~~Average~~Balance 1100,~~349~~725.~~938%~~00 12Feb-05 ~~Month Average~~ 0.000% 12Current ~~Month~~Principal ~~Average~~Balance 99,726.84 Mar-05 0.000% 12Apr-05 ~~Month Average~~ 0.000% ~~CPR:~~ Current vsBankruptcy ~~12mo~~Total Average*May-05 ~~PSA: Current vs 12mo Average* Month Current 12mo Avg~~0.294% ~~Month~~Loans ~~Current~~in ~~12mo~~Bankruptcy ~~Avg.~~4 ~~Sep~~Jun-~~2004~~05 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 30.~~234~~485% ~~N/A~~Original ~~Apr-2005~~Principal ~~453~~Balance 375,175.~~682%~~00 ~~N/A May~~Jul-~~2005~~05 0.~~094~~489% ~~N/A~~Current ~~May-2005~~Principal ~~10.266%~~Balance ~~N/A Jun-2005 23~~371,488.~~409%~~61 ~~N/A Jun~~Aug-~~2005~~05 ~~2,117~~0.~~420~~497% ~~N/A Jul~~Sep-~~2005~~05 80.~~638~~507% ~~N/A Jul~~Oct-~~2005~~05 ~~661~~0.~~492~~646% ~~N/A Aug~~Nov-~~2005~~05 190.~~152~~649% ~~N/A Aug~~Dec-~~2005~~05 ~~1,270~~0.~~901~~890% ~~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~~12 ~~CPR PSA Current~~ Month ~~5.352%~~Bankruptcy ~~Current~~History* ~~Month~~New ~~48.320%~~Bankruptcy ~~Current~~Loans Month ~~3,203.283%~~Bankruptcy 3Percentage ~~Month~~Loans ~~Average~~in ~~4.844%~~Bankruptcy 31 ~~Month~~Jan-05 ~~Average 44~~0.~~829~~000% 3Original ~~Month~~Principal ~~Average~~Balance 3480,~~451~~000.~~976%~~00 12Feb-05 ~~Month Average~~ 0.000% 12Current ~~Month~~Principal ~~Average~~Balance 476,788.27 Mar-05 0.000% 12Apr-05 ~~Month Average~~ 0.000% ~~CPR:~~ Current vsBankruptcy ~~12mo~~Total Average*May-05 ~~PSA: Current vs 12mo Average* Month Current 12mo Avg~~0.030% ~~Month~~Loans ~~Current~~in ~~12mo~~Bankruptcy ~~Avg.~~14 ~~Sep~~Jun-~~2004~~05 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 190.~~896~~031% ~~N/A~~Original ~~Apr-2005~~Principal 2Balance 1,~~813~~819,175.~~553%~~39 ~~N/A May~~Jul-~~2005~~05 280.~~055~~049% ~~N/A~~Current ~~May-2005~~Principal 3Balance 1,~~091~~806,064.~~328%~~34 ~~N/A Jun~~Aug-~~2005~~05 410.~~863~~110% ~~N/A Jun~~Sep-~~2005~~05 ~~3,771~~0.~~389~~190% ~~N/A Jul~~Oct-~~2005~~05 440.~~305~~238% ~~N/A Jul~~Nov-~~2005~~05 ~~3,381~~0.~~255~~579% ~~N/A Aug~~Dec-~~2005~~05 480.~~320~~770% ~~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~~Bankruptcy ~~Loss~~ Detail ~~Report~~ - All Mortgage Loans ~~with~~in ~~Losses~~Bankruptcy during Current Period ~~Summary~~Group #Loan ~~Loans~~Month ~~Prior~~Loan ~~Realized~~First ~~Current~~State ~~with~~LTV ~~Principal~~at ~~Loss/(Gain)~~Original ~~Loss~~Number ~~Group~~Entered ~~Losses~~Payment Origination Principal Bankruptcy Date Balance ~~Amount~~1 ~~Percentage~~0051054148 Dec-2005 01-Jan-2005 GA 80.00 108,800.00 1 00091029464 0Sep-2005 01-Jan-2005 IL 89.38 130,500.00 01 0141043465 Aug-2005 01-Feb-2005 NY 80.00 050,400.00 1 0391009704 Oct-2005 01-Jan-2005 GA 78.13 50,000%.00 1 0391009761 Sep-2005 01-Jan-2005 TN 95.00 52,250.00 1 0521021370 Nov-2005 01-Jan-2005 IN 80.00 72,000.00 1 0681003353 May-2005 01-Feb-2005 ME 74.77 80,000.00 2 00061055367 0Dec-2005 01-Jan-2005 PA 90.00 0103,500.00 02 0071063365 Dec-2005 01-Jan-2005 FL 80.00 244,000%.00 2 0081052316 Dec-2005 01-Jan-2005 VA 90.00 148,500.00 2 0091029852 Oct-2005 01-Jan-2005 KS 80.00 132,800.00 2 0101044415 Jul-2005 01-Jan-2005 TX 80.00 64,000.00 2 0101044545 Aug-2005 01-Jan-2005 TX 75.00 66,750.00 2 0101044661 Dec-2005 01-Feb-2005 TX 85.00 58,650.00 2 0141042392 Nov-2005 01-Dec-2004 CT 80.00 307,200.00 2 0151026635 Nov-2005 01-Jan-2005 PA 95.00 161,500.00 2 0151026888 Jun-2005 01-Jan-2005 PA 95.00 83,600.00 2 0161036755 Dec-2005 01-Dec-2004 MA 80.00 164,000.00 2 0191021481 Nov-2005 01-Jan-2005 OR 75.00 100,500.00 2 0191021545 Dec-2005 01-Jan-2005 WA 75.00 288,750.00 2 0231058197 May-2005 01-Jan-2005 NH 90.00 150,300.00 2 0231058352 Sep-2005 01-Feb-2005 NH 95.00 218,500.00 2 0231059654 Dec-2005 01-Jan-2005 VT 80.00 129,520.00 2 0261049102 Jun-2005 01-Dec-2004 FL 56.50 100,000.00 2 0261049830 Nov-2005 01-Jan-2005 FL 75.00 123,750.00 2 0261049836 Dec-2005 01-Jan-2005 FL 80.00 131,200.00 2 0271016648 Nov-2005 01-Dec-2004 OR 86.93 191,250.00 2 0301000028 Nov-2005 01-Feb-2005 ID 80.00 98,800.00 2 0311025091 May-2005 01-Jan-2005 NJ 67.71 325,000.00 2 0321021322 Nov-2005 01-Dec-2004 WY 80.00 270,400.00 2 0321022433 Oct-2005 01-Feb-2005 UT 98.17 117,800.00 2 0331031239 Oct-2005 01-Dec-2004 NY 80.00 204,000.00 2 0341021003 Dec-2005 01-Jan-2005 NC 80.00 55,920.00 2 0351022668 Dec-2005 01-Feb-2005 TX 80.00 176,000.00 2 0361022029 Jul-2005 01-Feb-2005 MI 80.00 56,000.00 2 0381017673 Jul-2005 01-Jan-2005 MA 80.00 131,840.00 2 0391009723 Dec-2005 01-Jan-2005 LA 90.00 60,210.00 2 0511032457 May-2005 01-Jan-2005 AZ 80.00 75,200.00 2 0521021994 Oct-2005 01-Feb-2005 IL 95.00 58,900.00 2 0621005454 Nov-2005 01-Jan-2005 FL 80.00 91,200.00 2 0651006049 Jul-2005 01-Dec-2004 VA 80.00 142,400.00 2 0671001989 Jul-2005 01-Jan-2005 CA 60.00 153,000.00 2 0731007684 Jun-2005 01-Jan-2005 TN 80.00 128,000.00 2 0771002583 May-2005 01-Dec-2004 TX 95.00 280,250.00 2 0831031098 Aug-2005 01-Oct-2004 CA 75.00 318,750.00 2 0831031336 Jul-2005 01-Dec-2004 MA 80.00 232,000.00 2 0841001480 Sep-2005 01-Dec-2004 MI 54.67 82,000.00 2 0841001939 Nov-2005 01-Jan-2005 MI 80.00 176,000.00 3 00611012262 0Dec-2005 01-Jan-2005 NY 80.00 0200,000.00 04 0041063310 Nov-2005 01-Jan-2005 IL 80.00 236,000%.00 4 00051054079 0Aug-2005 01-Dec-2004 GA 95.00 0129,200.00 04 0051054783 Jun-2005 01-Feb-2005 GA 80.00 121,600.00 4 0071063379 Oct-2005 01-Feb-2005 FL 75.20 92,500.00 4 0131028852 Oct-2005 01-Dec-2004 OH 80.00 148,000%.00 4 0131029540 Dec-2005 01-Jan-2005 OH 80.00 113,600.00 4 0231058672 Aug-2005 01-Jan-2005 PA 80.00 122,400.00 4 0271018124 Nov-2005 01-Jan-2005 SC 75.00 132,750.00 4 0321021740 Dec-2005 01-Jan-2005 CO 85.00 208,250.00 4 0341020189 Jun-2005 01-Dec-2004 NC 75.00 129,750.00 4 0407013876 Jul-2005 01-Sep-2004 GA 90.00 135,000.00 4 0407077762 Nov-2005 01-Sep-2004 GA 100.00 238,000.00 4 0408027924 Nov-2005 01-Dec-2004 CO 80.00 196,448.00 4 0409088651 Dec-2005 01-Nov-2004 KY 80.00 138,000.00 4 0409090892 Nov-2005 01-Dec-2004 IN 80.00 320,000.00 4 0409157555 Nov-2005 01-Dec-2004 NV 80.00 266,400.00 4 0409158167 Oct-2005 01-Dec-2004 CA 80.00 176,800.00 4 0409169050 Sep-2005 01-Nov-2004 VA 85.00 106,250.00 4 0409202698 Dec-2005 01-Nov-2004 CO 80.00 136,800.00 4 0409227021 Nov-2005 01-Nov-2004 MO 80.00 216,000.00 4 0409282541 Jul-2005 01-Dec-2004 IL 80.00 246,400.00 4 0410087192 Jul-2005 01-Dec-2004 OR 80.00 131,680.00 4 0410144282 Dec-2005 01-Dec-2004 CA 85.00 238,000.00 4 0641005702 Nov-2005 01-Dec-2004 TX 95.00 299,250.00 4 0641005717 Sep-2005 01-Jan-2005 TX 95.00 107,255.00 4 0651006277 Nov-2005 01-Jan-2005 IA 95.00 143,450.00 4 0711004958 Jun-2005 01-Jan-2005 MA 90.00 121,500.00 4 0721005509 Oct-2005 01-Feb-2005 AZ 48.62 53,000.00 4 0841001891 Oct-2005 01-Jan-2005 MI 90.00 229,500.00 5 00081050925 0May-2005 01-Oct-2004 VA 80.00 0136,000.00 05 0371022014 Jun-2005 01-Dec-2004 FL 80.00 83,200.00 5 0391009998 Oct-2005 01-Feb-2005 TN 85.00 55,250.00 5 0521020038 Dec-2005 01-Nov-2004 MI 85.00 100,725.00 6 0081052356 Nov-2005 01-Jan-2005 VA 85.00 98,600.00 6 0131028317 Aug-2005 01-Dec-2004 KY 85.00 99,025.00 6 0131029149 Aug-2005 01-Jan-2005 KY 85.00 64,600.00 6 0161037203 Dec-2005 01-Feb-2005 MA 80.00 480,000%.00 6 00171022811 0Nov-2005 01-Jan-2005 NV 75.00 0371,250.00 06 0341019201 Sep-2005 01-Oct-2004 SC 80.97 71,250.39 6 0341019712 Jul-2005 01-Dec-2004 SC 80.65 50,000%.00 ~~Total~~6 00341020264 0Nov-2005 01-Dec-2004 NC 85.00 073,100.00 06 0341020512 Oct-2005 01-Dec-2004 SC 85.00 106,250.00 6 0391008978 Sep-2005 01-Dec-2004 LA 85.00 68,000%.00 6 0407225863 Nov-2005 01-Oct-2004 OH 80.00 92,000.00 6 0409294739 Sep-2005 01-Dec-2004 MO 90.00 65,700.00 6 0410129762 Nov-2005 01-Dec-2004 OH 80.00 120,000.00 6 0651006858 Nov-2005 01-Feb-2005 NC 84.98 59,400.00

~~Realized~~Bankruptcy ~~Loss Loan~~ Detail ~~Report~~ - All Mortgage Loans ~~With~~in ~~Losses~~Bankruptcy during Current Period ~~Original~~(continued) ~~Current~~Group Loan ~~Principal~~Current ~~Note~~Paid ~~LTV~~To atMonths ~~Original~~Current ~~Group~~Approximate Number ~~Balance~~Principal Date Delinquent Loan Rate ~~State~~Delinquent ~~Origination~~Balance ~~Term~~Interest No1 ~~losses~~0051054148 ~~this~~108,403.29 ~~period~~01-Jun-2005 4 8.572% 4,476.50 1 0091029464 129,730.18 01-Sep-2005 1 8.250% 2,576.62 1 0141043465 50,030.37 01-Dec-2005 (1) 8.200% 329.59 1 0391009704 49,041.17 01-Jul-2005 3 8.850% 1,736.97 1 0391009761 52,083.71 01-Jul-2005 3 9.990% 2,100.89 1 0521021370 71,423.48 01-Nov-2005 0 8.050% 922.88 1 0681003353 79,400.02 01-Nov-2005 0 7.590% 965.09 2 0061055367 102,982.78 01-Jul-2005 3 7.790% 3,209.14 2 0071063365 240,338.40 01-Dec-2005 (1) 6.500% 1,242.99 2 0081052316 146,988.59 01-Dec-2005 (1) 6.990% 820.19 2 0091029852 131,969.97 01-Aug-2005 2 7.350% 3,097.52 2 0101044415 63,674.60 01-Nov-2005 0 9.990% 1,028.59 2 0101044545 66,677.79 01-Mar-2005 7 10.990% 5,337.86 2 0101044661 58,283.34 01-Dec-2005 (1) 8.990% 422.32 2 0141042392 305,943.90 01-Mar-2005 7 5.900% 12,795.60 2 0151026635 160,717.37 01-Jun-2005 4 7.150% 5,493.08 2 0151026888 83,221.07 01-Aug-2005 2 8.950% 2,397.42 2 0161036755 163,186.68 01-Apr-2005 6 6.100% 6,287.43 2 0191021481 99,901.16 01-Sep-2005 1 8.200% 1,971.68 2 0191021545 288,371.72 01-Mar-2005 7 10.100% 21,156.88 2 0231058197 149,601.19 01-Jul-2005 3 8.150% 4,886.45 2 0231058352 216,748.34 01-Nov-2005 0 7.250% 2,511.71 2 0231059654 128,052.02 01-Nov-2005 0 5.950% 1,206.46 2 0261049102 98,882.24 01-Nov-2005 0 6.500% 1,022.28 2 0261049830 122,379.86 01-Dec-2005 (1) 6.550% 638.01 2 0261049836 130,261.16 01-Dec-2005 (1) 8.800% 923.25 2 0271016648 188,949.11 01-Nov-2005 0 6.250% 1,874.69 2 0301000028 97,926.11 01-Dec-2005 (1) 7.250% 567.63 2 0311025091 321,550.89 01-Nov-2005 0 6.300% 3,217.11 2 0321021322 268,256.94 01-Aug-2005 2 6.750% 5,759.61 2 0321022433 117,361.76 01-Jun-2005 4 7.550% 4,246.19 2 0331031239 201,543.91 01-Sep-2005 1 5.250% 2,491.07 2 0341021003 55,830.64 01-Mar-2005 7 10.400% 4,221.91 2 0351022668 174,110.09 01-Dec-2005 (1) 7.900% 1,104.02 2 0361022029 55,754.27 01-Dec-2005 (1) 10.690% 482.95 2 0381017673 130,528.70 01-Nov-2005 0 6.750% 1,403.83 2 0391009723 59,827.11 01-Dec-2005 (1) 9.350% 451.44 2 0511032457 74,716.24 01-Nov-2005 0 8.850% 1,065.03 2 0521021994 58,770.29 01-Jun-2005 4 10.100% 2,876.44 2 0621005454 90,611.38 01-Sep-2005 1 7.800% 1,697.68 2 0651006049 141,824.58 01-Apr-2005 6 7.600% 6,883.62 2 0671001989 152,544.21 01-Jun-2005 4 9.550% 7,046.03 2 0731007684 127,390.32 01-Sep-2005 1 9.300% 2,864.69 2 0771002583 277,423.12 01-Sep-2005 1 6.050% 3,983.77 2 0831031098 318,750.00 01-Dec-2005 (1) 5.950% 1,500.78 2 0831031336 230,023.15 01-Nov-2005 0 7.900% 2,914.70 2 0841001480 81,627.96 01-Jun-2005 4 8.550% 3,361.77 2 0841001939 174,342.33 01-Oct-2005 0 6.600% 1,829.72 3 0611012262 197,853.72 01-Dec-2005 (1) 7.250% 1,146.87 4 0041063310 236,000.00 01-Jun-2005 4 6.400% 7,198.02 4 0051054079 128,516.53 01-May-2005 5 6.700% 4,784.81 4 0051054783 121,600.00 01-Dec-2005 (1) 6.650% 643.47 4 0071063379 91,632.91 01-Dec-2005 (1) 6.950% 508.25 4 0131028852 145,900.45 01-Nov-2005 0 5.250% 1,204.40 4 0131029540 112,617.60 01-Sep-2005 1 6.800% 1,828.38 4 0231058672 121,896.23 01-Nov-2005 0 10.990% 2,172.22 4 0271018124 132,494.29 01-Mar-2005 7 8.250% 7,879.03 4 0321021740 208,250.00 01-Jul-2005 3 6.900% 5,726.90 4 0341020189 128,962.37 01-Jun-2005 4 6.800% 4,181.87 4 0407013876 134,267.48 01-Mar-2005 7 7.375% 6,900.75 4 0407077762 236,198.25 01-May-2005 5 6.990% 8,918.46 4 0408027924 196,448.00 01-Nov-2005 0 6.375% 1,923.56 4 0409088651 138,000.00 01-Oct-2005 0 6.550% 1,391.50 4 0409090892 318,572.66 01-Apr-2005 6 6.625% 12,966.43 4 0409157555 264,989.80 01-Jun-2005 4 7.500% 9,244.22 4 0409158167 176,508.73 01-Jan-2005 9 6.990% 8,547.88 4 0409169050 105,833.53 01-May-2005 5 8.990% 5,232.18 4 0409202698 135,908.99 01-May-2005 5 8.300% 5,603.44 4 0409227021 216,000.00 01-Jul-2005 3 6.990% 5,841.00 4 0409282541 243,720.02 01-Dec-2005 (1) 7.250% 1,372.09 4 0410087192 131,679.93 01-Nov-2005 0 6.490% 1,314.60 4 0410144282 236,393.91 01-Sep-2005 1 8.125% 4,503.07 4 0641005702 297,586.00 01-Jun-2005 4 7.250% 10,319.79 4 0641005717 107,062.68 01-Mar-2005 7 8.600% 6,648.19 4 0651006277 143,450.00 01-Nov-2005 0 5.700% 1,291.06 4 0711004958 120,495.44 01-Nov-2005 0 7.600% 1,466.60 4 0721005509 52,614.24 01-Dec-2005 (1) 8.350% 353.19 4 0841001891 228,335.19 01-May-2005 5 5.950% 7,501.97 5 0081050925 134,347.31 01-Nov-2005 0 6.900% 1,478.49 5 0371022014 82,421.87 01-Dec-2005 (1) 7.850% 518.96 5 0391009998 54,992.59 01-Aug-2005 2 8.140% 1,435.65 5 0521020038 99,726.84 01-Dec-2005 (1) 7.950% 636.23 6 0081052356 97,465.00 01-Dec-2005 (1) 6.350% 491.88 6 0131028317 98,710.10 01-Mar-2005 7 7.200% 5,091.44 6 0131029149 64,027.42 01-Dec-2005 (1) 7.700% 395.14 6 0161037203 476,788.27 01-Aug-2005 2 6.300% 9,521.68 6 0171022811 368,524.77 01-Oct-2005 0 7.700% 4,543.40 6 0341019201 70,752.77 01-Jul-2005 3 7.950% 2,251.93 6 0341019712 49,859.95 01-Apr-2005 6 8.950% 2,869.40 6 0341020264 72,524.75 01-Nov-2005 0 8.300% 967.33 6 0341020512 105,242.84 01-Dec-2005 (1) 7.900% 667.04 6 0391008978 67,770.24 01-Mar-2005 7 7.450% 3,622.77 6 0407225863 91,468.64 01-May-2005 5 7.750% 3,859.58 6 0409294739 65,394.02 01-May-2005 5 8.259% 2,953.75 6 0410129762 118,686.05 01-Nov-2005 0 7.600% 1,405.02 6 0651006858 58,849.52 01-Feb-2006 (3) 8.175% 0.00

Realized Loss ~~Loan~~ Detail Report - Loans ~~With~~with Losses during Current Period ~~(continued)~~Summary ~~Prior~~# ~~Cumulative~~Loans ~~Loan~~Prior ~~Principal~~ Realized ~~Realized~~Current ~~Group~~with ~~Number~~Principal ~~Balance~~ Loss/(Gain) Loss/ Group Losses Balance Amount Percentage 1 0 0.00 0.00 0.000% 2 1 282,714.77 (~~Gain~~2,035.10) No0.000% ~~losses~~3 ~~this~~0 ~~period~~0.00 0.00 0.000% 4 0 0.00 0.00 0.000% 5 0 0.00 0.00 0.000% 6 0 0.00 0.00 0.000% Total 1 282,714.77 (2,035.10) 0.000%

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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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)

Prepayment - Voluntary Prepayments

Filing Compare · ABFC Asset-Backed Certificates, Series 2005-HE1