8-K 1 ace05wf1_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 ACE SECURITIES CORP. HOME EQUITY LOAN TRUST Asset Backed Pass-Through Certificates, Series 2005-WF1 (Exact name of registrant as specified in its charter) New York (governing law of 333-123741-05 Pooling and Servicing Agreement) (Commission 54-2176823 (State or other File Number) 54-2176824 jurisdiction IRS EIN of Incorporation) 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 ACE SECURITIES CORP . HOME EQUITY LOAN TRUST, Asset Backed Pass-Through Certificates, Series 2005-WF1 Trust. ITEM 9.01 Financial Statements and Exhibits (c) Exhibits Exhibit Number Description EX-99.1 Monthly report distributed to holders of Asset Backed Pass-Through Certificates, Series 2005-WF1 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. ACE SECURITIES CORP. HOME EQUITY LOAN TRUST Asset Backed Pass-Through Certificates, Series 2005-WF1 Trust (Registrant) By: Wells Fargo Bank, N.A. as Securities Administrator By: /s/ Beth Belfield as Officer By: Beth Belfield as Officer Date: 12/31/2005 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Asset Backed Pass-Through Certificates, Series 2005-WF1 Trust, relating to the December 27, 2005 distribution. EX-99.1 ACE Securities Corporation Asset Backed Pass-Through Certificates Record Date: 11/30/2005 Distribution Date: 12/27/2005 ACE Securities Corporation Asset Backed Pass-Through Certificates Series ACE 2005-WF1 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

ACE Securities Corporation Asset Backed Pass-Through Certificates Record Date: 8/31/2005 Distribution Date: 9/26/2005 ACE Securities Corporation Asset Backed Pass-Through Certificates Series ACE 2005-WF1 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-1 004421QK2 ~~SEN 3~~4.~~87125~~42375% ~~329~~288,~~604~~240,~~732~~152.6237 1,~~134~~133,~~206~~424.5133 A-2A 004421QL0 ~~SEN 3~~4.~~74125~~29375% 7961,~~972~~573,~~244~~521.1887 ~~265~~235,~~952~~005.1461 A-2B 004421QM8 ~~SEN 3~~4.~~85125~~40375% 28,250,000.00 96110,~~709~~583.1706 A-2C 004421QN6 ~~SEN 3~~4.~~98125~~53375% 27,760,000.00 98111,~~239~~872.5680 M-1 004421QP1 ~~MEZ~~ 4.~~06125~~61375% 14,502,000.00 5259,~~352~~474.2231 M-2 004421QQ9 ~~MEZ~~ 4.~~08125~~63375% 13,364,000.00 4855,~~481~~044.6283 M-3 004421QR7 ~~MEZ~~ 4.~~10125~~65375% 8,530,000.00 3135,~~096~~285.5977 M-4 004421QS5 ~~MEZ~~ 4.~~22125~~77375% 7,109,000.00 2630,~~674~~165.5586 M-5 004421QT3 ~~MEZ~~ 4.~~24125~~79375% 7,109,000.00 2630,~~800~~292.9324 M-6 004421QU0 ~~MEZ~~ 4.~~29125~~84375% 6,540,000.00 2428,~~946~~158.4733 M-7 004421QV8 ~~MEZ 4~~5.~~77125~~32375% 4,550,000.00 1921,~~297~~531.0661 M-8 004421QW6 ~~MEZ 4~~5.~~84125~~39375% 4,550,000.00 1921,~~580~~814.1772 M-9 004421QX4 ~~MEZ 5~~6.~~49125~~04375% 5,687,000.00 2730,~~758~~551.8883 M-10 004421QY2 ~~MEZ 6~~7.~~64125~~19375% 5,687,000.00 3336,~~572~~365.2621 M-11 004421QZ9 ~~MEZ 6~~7.~~64125~~19375% 5,687,000.00 3336,~~572~~365.2621 CE ACE05WFCE ~~SEN~~ 0.00000% 9,667,788.63 1545,~~018,533~~682.0008 P ACE05WF1P ~~SEN~~ 0.00000% 100.00 ~~221~~213,~~973~~762.5338 R ACE05WFR1 ~~RES~~ 0.00000% 0.00 0.00 Totals ~~558~~498,~~569~~806,~~865~~562.4387 32,~~179~~735,~~746~~380.9218

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-1 2211,~~078~~336,~~869~~230.9789 0.00 ~~307~~276,~~525~~903,~~862~~921.6548 2312,~~213~~469,~~076~~655.4822 0.00 A-2A 84,~~566~~665,~~990~~747.2299 0.00 7156,~~405~~907,~~253~~773.9688 84,~~832~~900,~~942~~753.3660 0.00 A-2B 0.00 0.00 28,250,000.00 96110,~~709~~583.1706 0.00 A-2C 0.00 0.00 27,760,000.00 98111,~~239~~872.5680 0.00 M-1 0.00 0.00 14,502,000.00 5259,~~352~~474.2231 0.00 M-2 0.00 0.00 13,364,000.00 4855,~~481~~044.6283 0.00 M-3 0.00 0.00 8,530,000.00 3135,~~096~~285.5977 0.00 M-4 0.00 0.00 7,109,000.00 2630,~~674~~165.5586 0.00 M-5 0.00 0.00 7,109,000.00 2630,~~800~~292.9324 0.00 M-6 0.00 0.00 6,540,000.00 2428,~~946~~158.4733 0.00 M-7 0.00 0.00 4,550,000.00 1921,~~297~~531.0661 0.00 M-8 0.00 0.00 4,550,000.00 1921,~~580~~814.1772 0.00 M-9 0.00 0.00 5,687,000.00 2730,~~758~~551.8883 0.00 M-10 0.00 0.00 5,687,000.00 3336,~~572~~365.2621 0.00 M-11 0.00 0.00 5,687,000.00 3336,~~572~~365.2621 0.00 CE 0.00 0.00 9,667,788.63 1545,~~018,533~~682.0008 0.00 P 0.00 0.00 100.00 ~~221~~213,~~973~~762.5338 0.00 R 0.00 0.00 0.00 0.00 0.00 Totals 3016,~~645~~001,~~860~~978.1988 0.00 ~~527~~482,~~924~~804,~~005~~583.2499 3318,~~825~~737,~~607~~359.1106 0.00 ~~All distributions required by the Pooling and Servicing Agreement have been calculated by the Certificate Administrator on behalf of the Trustee.~~

Principal Distribution Statement Class Original Beginning Scheduled ~~Unscheduled~~UnScheduled Accretion Realized Face Certificate Principal Principal ~~Realized~~Loss ~~Class~~ Amount Balance Distribution Distribution ~~Accretion Loss (1)~~ A-1 335,029,000.00 ~~329~~288,~~604~~240,~~732~~152.6237 0.00 2211,~~078~~336,~~869~~230.9789 0.00 0.00 A-2A 84,673,000.00 7961,~~972~~573,~~244~~521.1887 0.00 84,~~566~~665,~~990~~747.2299 0.00 0.00 A-2B 28,250,000.00 28,250,000.00 0.00 0.00 0.00 0.00 A-2C 27,760,000.00 27,760,000.00 0.00 0.00 0.00 0.00 M-1 14,502,000.00 14,502,000.00 0.00 0.00 0.00 0.00 M-2 13,364,000.00 13,364,000.00 0.00 0.00 0.00 0.00 M-3 8,530,000.00 8,530,000.00 0.00 0.00 0.00 0.00 M-4 7,109,000.00 7,109,000.00 0.00 0.00 0.00 0.00 M-5 7,109,000.00 7,109,000.00 0.00 0.00 0.00 0.00 M-6 6,540,000.00 6,540,000.00 0.00 0.00 0.00 0.00 M-7 4,550,000.00 4,550,000.00 0.00 0.00 0.00 0.00 M-8 4,550,000.00 4,550,000.00 0.00 0.00 0.00 0.00 M-9 5,687,000.00 5,687,000.00 0.00 0.00 0.00 0.00 M-10 5,687,000.00 5,687,000.00 0.00 0.00 0.00 0.00 M-11 5,687,000.00 5,687,000.00 0.00 0.00 0.00 0.00 CE 9,666,349.00 9,667,788.63 0.00 0.00 0.00 0.00 P 100.00 100.00 0.00 0.00 0.00 0.00 R 0.00 0.00 0.00 0.00 0.00 0.00 Totals 568,693,449.00 ~~558~~498,~~569~~806,~~865~~562.4387 0.00 3016,~~645~~001,~~860~~978.1988 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-1 2211,~~078~~336,~~869~~230.9789 ~~307~~276,~~525~~903,~~862~~921.6548 0.~~91790819~~826507 2211,~~078~~336,~~869~~230.9789 A-2A 84,~~566~~665,~~990~~747.2299 7156,~~405~~907,~~253~~773.9688 0.~~84330606~~672089 84,~~566~~665,~~990~~747.2299 A-2B 0.00 28,250,000.00 1.~~00000000~~000000 0.00 A-2C 0.00 27,760,000.00 1.~~00000000~~000000 0.00 M-1 0.00 14,502,000.00 1.~~00000000~~000000 0.00 M-2 0.00 13,364,000.00 1.~~00000000~~000000 0.00 M-3 0.00 8,530,000.00 1.~~00000000~~000000 0.00 M-4 0.00 7,109,000.00 1.~~00000000~~000000 0.00 M-5 0.00 7,109,000.00 1.~~00000000~~000000 0.00 M-6 0.00 6,540,000.00 1.~~00000000~~000000 0.00 M-7 0.00 4,550,000.00 1.~~00000000~~000000 0.00 M-8 0.00 4,550,000.00 1.~~00000000~~000000 0.00 M-9 0.00 5,687,000.00 1.~~00000000~~000000 0.00 M-10 0.00 5,687,000.00 1.~~00000000~~000000 0.00 M-11 0.00 5,687,000.00 1.~~00000000~~000000 0.00 CE 0.00 9,667,788.63 1.~~00014893~~000149 0.00 P 0.00 100.00 1.~~00000000~~000000 0.00 R 0.00 0.00 0.~~00000000~~000000 0.00 Totals 3016,~~645~~001,~~860~~978.1988 ~~527~~482,~~924~~804,~~005~~583.2499 0.~~92831033~~848972 3016,~~645~~001,~~860~~978.1988

Principal Distribution Factors Statement Class Original Beginning Scheduled ~~Unscheduled~~UnScheduled Accretion Face Certificate Principal Principal ~~Class (2)~~ Amount Balance Distribution Distribution ~~Accretion~~ A-1 335,029,000.00 ~~983~~860.~~80955864~~343888 0.~~00000000~~000000 6533.~~90136964~~836566 0.~~00000000~~000000 A-2A 84,673,000.00 ~~944~~727.~~48341478~~191925 0.~~00000000~~000000 ~~101~~55.~~17735547~~103138 0.~~00000000~~000000 A-2B 28,250,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 A-2C 27,760,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 M-1 14,502,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 M-2 13,364,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 M-3 8,530,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 M-4 7,109,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 M-5 7,109,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 M-6 6,540,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 M-7 4,550,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 M-8 4,550,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 M-9 5,687,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 M-10 5,687,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 M-11 5,687,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 CE 9,666,349.00 1000.~~14893214~~148932 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 P 100.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 R 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-1 0.~~00000000~~000000 6533.~~90136964~~836566 ~~917~~826.~~90818899~~507322 0.~~91790819~~826507 6533.~~90136964~~836566 A-2A 0.~~00000000~~000000 ~~101~~55.~~17735547~~103138 ~~843~~672.~~30605931~~088787 0.~~84330606~~672089 ~~101~~55.~~17735547~~103138 A-2B 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 A-2C 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 M-1 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 M-2 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 M-3 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 M-4 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 M-5 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 M-6 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 M-7 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 M-8 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 M-9 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 M-10 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 M-11 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 CE 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~14893214~~148932 1.~~00014893~~000149 0.~~00000000~~000000 P 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 R 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~~denomination. ~~Please Refer to the Prospectus Supplement for a Full Description.~~

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-1 ~~335,029,000.00~~11/25/05 3- 12/26/05 32 4.~~87125~~42375% ~~329~~288,~~604~~240,~~732~~152.6237 1,~~134~~133,~~206~~424.5133 0.00 ~~0.00~~ A-2A ~~84,673,000.00~~11/25/05 3- 12/26/05 32 4.~~74125~~29375% 7961,~~972~~573,~~244~~521.1887 ~~265~~235,~~952~~005.1461 0.00 ~~0.00~~ A-2B ~~28,250,000.00~~11/25/05 3- 12/26/05 32 4.~~85125~~40375% 28,250,000.00 96110,~~709~~583.1706 0.00 ~~0.00~~ A-2C ~~27,760,000.00~~11/25/05 3- 12/26/05 32 4.~~98125~~53375% 27,760,000.00 98111,~~239~~872.5680 0.00 ~~0.00~~ M-1 ~~14,502,000.00~~11/25/05 - 12/26/05 32 4.~~06125~~61375% 14,502,000.00 5259,~~352~~474.2231 0.00 ~~0.00~~ M-2 ~~13,364,000.00~~11/25/05 - 12/26/05 32 4.~~08125~~63375% 13,364,000.00 4855,~~481~~044.6283 0.00 ~~0.00~~ M-3 ~~8,530,000.00~~11/25/05 - 12/26/05 32 4.~~10125~~65375% 8,530,000.00 3135,~~096~~285.5977 0.00 ~~0.00~~ M-4 ~~7,109,000.00~~11/25/05 - 12/26/05 32 4.~~22125~~77375% 7,109,000.00 2630,~~674~~165.5586 0.00 ~~0.00~~ M-5 ~~7,109,000.00~~11/25/05 - 12/26/05 32 4.~~24125~~79375% 7,109,000.00 2630,~~800~~292.9324 0.00 ~~0.00~~ M-6 ~~6,540,000.00~~11/25/05 - 12/26/05 32 4.~~29125~~84375% 6,540,000.00 2428,~~946~~158.4733 0.00 ~~0.00~~ M-7 ~~4,550,000.00~~11/25/05 4- 12/26/05 32 5.~~77125~~32375% 4,550,000.00 1921,~~297~~531.0661 0.00 ~~0.00~~ M-8 ~~4,550,000.00~~11/25/05 4- 12/26/05 32 5.~~84125~~39375% 4,550,000.00 1921,~~580~~814.1772 0.00 ~~0.00~~ M-9 ~~5,687,000.00~~11/25/05 5- 12/26/05 32 6.~~49125~~04375% 5,687,000.00 2730,~~758~~551.8883 0.00 ~~0.00~~ M-10 ~~5,687,000.00~~11/25/05 6- 12/26/05 32 7.~~64125~~19375% 5,687,000.00 3336,~~572~~365.2621 0.00 ~~0.00~~ M-11 ~~5,687,000.00~~11/25/05 6- 12/26/05 32 7.~~64125~~19375% 5,687,000.00 3336,~~572~~365.2621 0.00 ~~0.00~~ CE ~~9,666,349.00~~N/A N/A 0.00000% ~~558~~498,~~569~~806,~~865~~562.4387 0.00 0.00 ~~0.00~~ P ~~100.00~~N/A N/A 0.00000% 100.00 0.00 0.00 ~~0.00~~ R ~~0.00~~N/A N/A 0.00000% 0.00 0.00 0.00 ~~0.00~~ Totals ~~568,693,449.00~~ 1,~~939~~975,~~240~~935.3972 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-1 0.00 0.00 1,~~134~~133,~~206~~424.5133 0.00 ~~307~~276,~~525~~903,~~862~~921.6548 A-2A 0.00 0.00 ~~265~~235,~~952~~005.1461 0.00 7156,~~405~~907,~~253~~773.9688 A-2B 0.00 0.00 96110,~~709~~583.1706 0.00 28,250,000.00 A-2C 0.00 0.00 98111,~~239~~872.5680 0.00 27,760,000.00 M-1 0.00 0.00 5259,~~352~~474.2231 0.00 14,502,000.00 M-2 0.00 0.00 4855,~~481~~044.6283 0.00 13,364,000.00 M-3 0.00 0.00 3135,~~096~~285.5977 0.00 8,530,000.00 M-4 0.00 0.00 2630,~~674~~165.5586 0.00 7,109,000.00 M-5 0.00 0.00 2630,~~800~~292.9324 0.00 7,109,000.00 M-6 0.00 0.00 2428,~~946~~158.4733 0.00 6,540,000.00 M-7 0.00 0.00 1921,~~297~~531.0661 0.00 4,550,000.00 M-8 0.00 0.00 1921,~~580~~814.1772 0.00 4,550,000.00 M-9 0.00 0.00 2730,~~758~~551.8883 0.00 5,687,000.00 M-10 0.00 0.00 3336,~~572~~365.2621 0.00 5,687,000.00 M-11 0.00 0.00 3336,~~572~~365.2621 0.00 5,687,000.00 CE 0.00 0.00 1545,~~018,533~~682.0008 0.00 ~~527~~482,~~924~~804,~~005~~583.2499 P 0.00 0.00 ~~221~~213,~~973~~762.5338 0.00 100.00 R 0.00 0.00 0.00 0.00 0.00 Totals 0.00 0.00 32,~~179~~735,~~746~~380.9218 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-1 11/25/05 - 12/26/05 335,029,000.00 34.~~87125~~42375% ~~983~~860.~~80955864~~343888 3.~~38539801~~383063 0.~~00000000~~000000 ~~0.00000000~~ A-2A 11/25/05 - 12/26/05 84,673,000.00 34.~~74125~~29375% ~~944~~727.~~48341478~~191925 32.~~14093206~~775449 0.~~00000000~~000000 ~~0.00000000~~ A-2B 11/25/05 - 12/26/05 28,250,000.00 34.~~85125~~40375% 1000.~~00000000~~000000 3.~~42333345~~914445 0.~~00000000~~000000 ~~0.00000000~~ A-2C 11/25/05 - 12/26/05 27,760,000.00 34.~~98125~~53375% 1000.~~00000000~~000000 34.~~53888905~~030000 0.~~00000000~~000000 ~~0.00000000~~ M-1 11/25/05 - 12/26/05 14,502,000.00 4.~~06125~~61375% 1000.~~00000000~~000000 34.~~61000000~~101111 0.~~00000000~~000000 ~~0.00000000~~ M-2 11/25/05 - 12/26/05 13,364,000.00 4.~~08125~~63375% 1000.~~00000000~~000000 34.~~62777761~~118889 0.~~00000000~~000000 ~~0.00000000~~ M-3 11/25/05 - 12/26/05 8,530,000.00 4.~~10125~~65375% 1000.~~00000000~~000000 34.~~64555569~~136667 0.~~00000000~~000000 ~~0.00000000~~ M-4 11/25/05 - 12/26/05 7,109,000.00 4.~~22125~~77375% 1000.~~00000000~~000000 34.~~75222253~~243334 0.~~00000000~~000000 ~~0.00000000~~ M-5 11/25/05 - 12/26/05 7,109,000.00 4.~~24125~~79375% 1000.~~00000000~~000000 34.~~77000000~~261111 0.~~00000000~~000000 ~~0.00000000~~ M-6 11/25/05 - 12/26/05 6,540,000.00 4.~~29125~~84375% 1000.~~00000000~~000000 34.~~81444495~~305555 0.~~00000000~~000000 ~~0.00000000~~ M-7 11/25/05 - 12/26/05 4,550,000.00 45.~~77125~~32375% 1000.~~00000000~~000000 4.~~24111209~~732222 0.~~00000000~~000000 ~~0.00000000~~ M-8 11/25/05 - 12/26/05 4,550,000.00 45.~~84125~~39375% 1000.~~00000000~~000000 4.~~30333407~~794444 0.~~00000000~~000000 ~~0.00000000~~ M-9 11/25/05 - 12/26/05 5,687,000.00 56.~~49125~~04375% 1000.~~00000000~~000000 45.~~88111131~~372223 0.~~00000000~~000000 ~~0.00000000~~ M-10 11/25/05 - 12/26/05 5,687,000.00 67.~~64125~~19375% 1000.~~00000000~~000000 56.~~90333392~~394445 0.~~00000000~~000000 ~~0.00000000~~ M-11 11/25/05 - 12/26/05 5,687,000.00 67.~~64125~~19375% 1000.~~00000000~~000000 56.~~90333392~~394445 0.~~00000000~~000000 ~~0.00000000~~ CE N/A 9,666,349.00 0.00000% ~~57784~~51602.~~98846152~~374678 0.~~00000000~~000000 0.~~00000000~~000000 ~~0.00000000~~ P N/A 100.00 0.00000% 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 ~~0.00000000~~ R 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-1 0.~~00000000~~000000 0.~~00000000~~000000 3.~~38539801~~383063 0.~~00000000~~000000 ~~917~~826.~~90818899~~507322 A-2A 0.~~00000000~~000000 0.~~00000000~~000000 32.~~14093206~~775449 0.~~00000000~~000000 ~~843~~672.~~30605931~~088787 A-2B 0.~~00000000~~000000 0.~~00000000~~000000 3.~~42333345~~914445 0.~~00000000~~000000 1000.~~00000000~~000000 A-2C 0.~~00000000~~000000 0.~~00000000~~000000 34.~~53888905~~030000 0.~~00000000~~000000 1000.~~00000000~~000000 M-1 0.~~00000000~~000000 0.~~00000000~~000000 34.~~61000000~~101111 0.~~00000000~~000000 1000.~~00000000~~000000 M-2 0.~~00000000~~000000 0.~~00000000~~000000 34.~~62777761~~118889 0.~~00000000~~000000 1000.~~00000000~~000000 M-3 0.~~00000000~~000000 0.~~00000000~~000000 34.~~64555569~~136667 0.~~00000000~~000000 1000.~~00000000~~000000 M-4 0.~~00000000~~000000 0.~~00000000~~000000 34.~~75222253~~243334 0.~~00000000~~000000 1000.~~00000000~~000000 M-5 0.~~00000000~~000000 0.~~00000000~~000000 34.~~77000000~~261111 0.~~00000000~~000000 1000.~~00000000~~000000 M-6 0.~~00000000~~000000 0.~~00000000~~000000 34.~~81444495~~305555 0.~~00000000~~000000 1000.~~00000000~~000000 M-7 0.~~00000000~~000000 0.~~00000000~~000000 4.~~24111209~~732222 0.~~00000000~~000000 1000.~~00000000~~000000 M-8 0.~~00000000~~000000 0.~~00000000~~000000 4.~~30333407~~794444 0.~~00000000~~000000 1000.~~00000000~~000000 M-9 0.~~00000000~~000000 0.~~00000000~~000000 45.~~88111131~~372223 0.~~00000000~~000000 1000.~~00000000~~000000 M-10 0.~~00000000~~000000 0.~~00000000~~000000 56.~~90333392~~394445 0.~~00000000~~000000 1000.~~00000000~~000000 M-11 0.~~00000000~~000000 0.~~00000000~~000000 56.~~90333392~~394445 0.~~00000000~~000000 1000.~~00000000~~000000 CE 0.~~00000000~~000000 0.~~00000000~~000000 ~~105~~56.~~36894540~~451725 0.~~00000000~~000000 ~~54614~~49946.~~62287778~~943152 P 0.~~00000000~~000000 0.~~00000000~~000000 ~~2219735~~2137623.~~30000000~~800000 0.~~00000000~~000000 1000.~~00000000~~000000 R 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 3318,~~867~~578,~~011~~408.4248 ~~Liquidations,~~Reserve ~~Insurance~~Funds ~~Proceeds,~~and ~~Reserve~~Credit ~~Funds~~Enhancements 0.00 Proceeds from Repurchased Loans 0.00 ~~Other Amounts (~~Servicer Advances) 18229,~~894~~661.4494 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties ~~221~~213,~~973~~762.5338 Swap/Cap Payments 0.00 Total Deposits 3419,~~107~~021,~~879~~832.3980 Withdrawals Swap Payments 0.00 Reserve Funds and Credit Enhancements 0.00 Reimbursement for Servicer Advances 3967,~~061~~285.6504 ~~Payment~~Total ofAdministration ~~Service~~Fees ~~Fee 243~~217,~~210~~188.6371 Payment of Interest and Principal 3318,~~825~~737,~~607~~359.1105 Total Withdrawals (Pool Distribution Amount) 3419,~~107~~021,~~879~~832.3980 Ending Balance 0.00

~~SERVICING~~ADMINISTRATION FEES Gross Servicing Fee* ~~232~~207,~~737~~836.4507 Credit Risk Manager Fee - The Murrayhill Company 6,~~982~~235.1209 Master Servicing Fee: Wells Fargo Bank 3,~~491~~117.0655 Supported Prepayment/Curtailment Interest Shortfall 0.00 ~~Net~~Total ~~Servicing~~Administration ~~Fee~~Fees ~~243~~217,~~210~~188.6371 *Servicer Payees include: WELLS FARGO BANK, N.A.

~~OTHER~~Reserve ~~ACCOUNTS~~Accounts Account Name Beginning Current Withdrawals Current Deposits Ending ~~Account Type~~ Balance ~~Withdrawals Deposits~~ Balance Reserve Fund 1,000.00 617,~~916~~033.2173 617,~~916~~033.2173 1,000.00

~~LOAN~~COLLATERAL ~~STATUS~~STATEMENT ~~STRATIFICATION/CREDIT~~Collateral ~~ENHANCEMENT~~Description ~~STATEMENT~~Mixed ~~DELINQUENT~~Fixed ~~BANKRUPTCY~~& ~~FORECLOSURE~~Arm ~~REO~~Weighted ~~Total~~Average NoGross ofCoupon ~~Loans~~6.588862% NoWeighted ofAverage ~~Loans~~Net NoCoupon of6.088862% ~~Loans~~Weighted NoAverage ofPass-Through ~~Loans~~Rate No6.066362% ofWeighted ~~Loans~~Average ~~Principal~~Remaining ~~Balance~~Term ~~Principal~~342 ~~Balance~~Beginning ~~Principal~~Scheduled ~~Balance~~Collateral ~~Principal~~Loan ~~Balance~~Count ~~Principal~~3,076 ~~Balance~~Number ~~0-29~~Of ~~Days~~Loans 7Paid 0In 0Full 784 ~~574,022.64~~Ending ~~0.00~~Scheduled ~~0.00~~Collateral ~~574,022.64~~Loan 30Count ~~Days~~2,992 20Beginning 0Scheduled 0Collateral 0Balance ~~20 2~~498,~~690~~806,~~168~~562.3887 ~~0.00~~Ending ~~0.00~~Scheduled ~~0.00~~Collateral 2Balance 482,~~690~~804,~~168~~583.3899 60Ending ~~Days~~Actual 0Collateral 0Balance 1at 030-Nov-2005 ~~1 0.00 0.00 133~~483,~~133.74 0.00 133~~282,~~133~~760.7460 90Monthly ~~Days~~P&I 0Constant ~~0 0 0 0 0~~3,240,987.0036 ~~0.00~~Special ~~0.00~~Servicing ~~0.00~~Fee 0.00 ~~120~~Prepayment ~~Days~~Penalty 0Waived 0Amount 0 ~~0 0 0~~.00 ~~0.00~~Prepayment ~~0.00~~Penalty ~~0.00~~Waived ~~0.00~~Count ~~150 Days~~ 0 0Prepayment 0Penalty 0Paid 0Amount 0213,762.0038 ~~0.00~~Prepayment ~~0.00~~Penalty ~~0.00~~Paid ~~0.00~~Count ~~180+~~46 ~~Days~~Realized 0Loss 0Amount 0 ~~0 0 0~~.00 ~~0.00~~Cumulative ~~0.00~~Realized ~~0.00~~Loss 0.00 ~~Totals~~Scheduled 20Principal ~~7 1 0 28 2~~502,~~690,168~~084.3860 ~~574,022.64~~Unscheduled ~~133,133.74~~Principal ~~0.00 3~~15,~~397~~499,~~324~~894.7628 NoRequired ofOvercollateralized ~~Loans~~Amount ~~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~~.~~217797%~~00 ~~0.000000%~~Overcollateralized ~~0.000000%~~Increase ~~0.217797%~~Amount 0.~~108638%~~00 ~~0.000000%~~Overcollateralized ~~0.000000%~~Reduction ~~0.108638%~~Amount ~~30 Days~~ 0.~~622278%~~00 ~~0.000000%~~Specified ~~0.000000%~~O/C ~~0.000000%~~Amount 09,667,788.~~622278%~~63 ~~0.509133%~~Overcollateralized ~~0.000000%~~Amount 09,667,788.~~000000%~~63 ~~0.000000%~~Overcollateralized ~~0.509133%~~Deficiency 60Amount ~~Days~~ 0.~~000000%~~00 ~~0.000000%~~Base ~~0.031114%~~Overcollateralization ~~0.000000%~~Amount 0.031114% 0.000000% 0.000000% 0.025196% 0.000000% 0.025196% 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 0.622278% 0.217797% 0.031114% 0.000000% 0.871189% 0.509133% 0.108638% 0.025196% 0.000000% 0.642968%00

~~DELINQUENT~~Group ~~BANKRUPTCY~~Level ~~FORECLOSURE~~Collateral ~~REO~~Statement ~~Total~~Group GRP I SUBGRP I NoGRP ofI ~~Loans~~SUB NoGRP ofII ~~Loans~~GRP NoII ofSUB ~~Loans~~GRP NoI ofCollateral ~~Loans~~Description NoFixed of15/30 ~~Loans~~& ~~Principal~~ARM ~~Balance~~Fixed ~~Principal~~15/30 ~~Balance~~& ~~Principal~~ARM ~~Balance~~Fixed ~~Principal~~15/30 ~~Balance~~& ~~Principal~~ARM ~~Balance~~Weighted ~~0-29~~Average ~~Days~~Coupon 0Rate ~~0 0 0 0~~6.00678960 06.00744819 06.00401344 ~~0.00~~Weighted 30Average ~~Days~~Net 2Rate ~~0 0 0 2 108,406~~6.03178960 06.00244819 05.00901344 ~~0.00~~Weighted ~~108,406.03~~Average 60Remaining ~~Days~~Term 0304 0352 1306 0Beginning 1Loan ~~0.00~~Count ~~0.00~~512 ~~133~~2,~~133.74~~028 ~~0.00~~171 ~~133,133.74~~Loans 90Paid ~~Days~~In 0Full 09 058 01 0Ending ~~0.00~~Loan ~~0.00~~Count ~~0.00~~503 ~~0.00~~1,970 ~~0.00~~170 ~~120~~Beginning ~~Days~~Scheduled 0Balance ~~0 0 0 0 0~~74,220,076.0091 0279,505,228.0070 032,159,970.0066 ~~0.00~~Ending ~~0.00~~Scheduled ~~150~~Balance ~~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 0 1 0 3 108~~72,~~406~~541,399.0398 ~~0.00 133~~269,~~133~~847,674.74 ~~0.00 241~~32,~~539~~062,197.7764 ~~0-29~~Record ~~Days~~Date ~~0.000000%~~11/30/2005 ~~0.000000%~~11/30/2005 ~~0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%~~ 11/30/2005 ~~Days~~Principal ~~0.377358%~~And ~~0.000000%~~Interest ~~0.000000%~~Constant 0504,459.~~000000%~~09 01,829,404.~~377358%~~91 0208,226.~~139704%~~16 ~~0.000000%~~Scheduled 0.000000% 0.000000% 0.139704% 60 Days 0.000000% 0.000000% 0.188679% 0.000000% 0.188679% 0.000000% 0.000000% 0.171570% 0.000000% 0.171570% 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 0.377358% 0.000000% 0.188679% 0.000000% 0.566038% 0.139704% 0.000000% 0.171570% 0.000000% 0.311274% DELINQUENT BANKRUPTCY FORECLOSURE REO Total GRP I SUB GRP II 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 7 0 0 7 574~~91,~~022~~364.6496 0258,394.0080 ~~0.00 574~~36,~~022~~670.64 30 ~~Days~~Unscheduled 15Principal ~~0 0 0 15~~ 1,~~840~~587,~~713~~311.6897 ~~0.00 0.00 0.00 1~~9,~~840~~399,~~713~~159.6816 ~~60 Days 0 0 0 0 0 0~~61,102.0072 ~~0.00~~Scheduled ~~0.00~~Interest 0413,094.0013 ~~0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 15 7 0 0 22~~ 1,~~840~~571,~~713~~010.6811 ~~574~~171,~~022~~555.6486 ~~0.00~~Servicing ~~0.00~~Fee 230,~~414,736~~925.3203 ~~0-29 Days 0~~116,460.~~330345%~~51 013,399.~~000000%~~99 ~~0.000000%~~Master ~~0.330345%~~Servicing ~~0.194101%~~Fee 0463.~~000000%~~88 0.000000% 0.194101% 30 Days 0.707881% 0.000000% 0.000000% 0.000000% 0.707881% 0.622423% 0.000000% 0.000000% 0.000000% 0.622423% 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 0.707881% 0.330345% 0.000000% 0.000000% 1,746.~~038226%~~91 0201.~~622423%~~00 ~~0.194101%~~Trustee ~~0.000000%~~Fee 0.000000% 0.816525% DELINQUENT BANKRUPTCY FORECLOSURE REO Total GRP II SUB GRP I 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~~FRY 30Amount ~~Days~~ 0 ~~0 0 0 0 0~~.00 0.00 0.00 ~~0.00~~Special ~~0.00~~Hazard 60Fee ~~Days~~ 0 ~~0 0 0 0 0~~.00 0.00 0.00 ~~0.00~~Other ~~0.00~~Fee ~~90 Days~~ 0 ~~0 0 0 0 0~~.00 0.00 0.00 ~~0.00~~Pool ~~0.00~~Insurance ~~120~~Fee ~~Days 0 0 0 0 0 0~~927.0075 03,493.0082 0402.00 ~~0.00~~Spread ~~0.00~~1 ~~150 Days~~ 0 ~~0 0 0 0 0~~.00 0.00 0.00 ~~0.00~~Spread ~~0.00~~2 ~~180+ Days~~ 0 ~~0 0 0 0 0~~.00 0.00 0.00 ~~0.00~~Spread ~~0.00~~3 ~~Totals~~ 0 ~~0 0 0 0 0~~.00 0.00 0.00 ~~0.00~~Net ~~0.00~~Interest ~~0-29 Days 0~~380,777.~~000000%~~47 01,449,308.~~000000%~~87 0157,552.~~000000%~~87 ~~0.000000%~~Realized ~~0.000000%~~Loss ~~0.000000%~~Amount 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 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 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% DELINQUENT BANKRUPTCY FORECLOSURE REO Total GRP II SUB GRP II 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~~Cumulative 30Realized ~~Days~~Loss 3 0 ~~0 0 3 741,048~~.~~67 0.~~00 0.00 0.00 ~~741,048.67~~Percentage 60of ~~Days~~Cumulative 0Losses 0 ~~0 0 0 0~~.000000 0.000000 0.000000 ~~0.00~~Prepayment ~~0.00~~Penalty 90Waived ~~Days~~Amount 0 ~~0 0 0 0 0~~.00 0.00 0.00 ~~0.00~~Prepayment ~~0.00~~Penalty ~~120~~Waived ~~Days~~Count 0 0 0 0Prepayment 0Penalty ~~0.00~~Paid ~~0.00~~Amount ~~0.00~~Not ~~0.00~~Available ~~0.00~~Not ~~150~~Available ~~Days~~Not 0Available 0Prepayment 0Penalty 0Paid 0Count ~~0.00~~Not ~~0.00~~Available ~~0.00~~Not ~~0.00~~Available ~~0.00~~Not ~~180+~~Available ~~Days~~Special 0Servicing 0Fee 0 ~~0 0 0~~.00 0.00 0.00 ~~0.00 0.00 Totals 3 0 0 0 3 741,048.67 0.00 0.00 0.00 741,048.67 0~~Pass-29Through ~~Days~~Rate 06.~~000000%~~156460 06.~~000000%~~222319 05.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.763359% 0.000000% 0.000000% 0.000000% 0.763359% 0.603777% 0.000000% 0.000000% 0.000000% 0.603777% 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 0.763359% 0.000000% 0.000000% 0.000000% 0.763359% 0.603777% 0.000000% 0.000000% 0.000000% 0.603777%878844

~~OTHER~~Group ~~INFORMATION~~Level ~~Current~~Collateral ~~Period~~Statement ~~Class~~Group AGRP ~~Insufficient~~II ~~Funds~~SUB GRP II Total Collateral Description Fixed 15/30 & ARM Mixed Fixed & Arm Weighted Average Coupon Rate 6.198045 6.588862 Weighted Average Net Rate 5.698045 6.088862 Weighted Average Remaining Term 351 342 Beginning Loan Count 365 3,076 Loans Paid In Full 16 84 Ending Loan Count 349 2,992 Beginning Scheduled Balance 112,921,286.60 498,806,562.87 Ending scheduled Balance 108,353,311.63 482,804,583.99 Record Date 11/30/2005 11/30/2005 Principal And Interest Constant 698,897.20 3,240,987.36 Scheduled Principal 115,654.54 502,084.60 Unscheduled Principal 4,452,320.43 15,499,894.28 Scheduled Interest 583,242.66 2,738,902.76 Servicing Fee 47,050.54 207,836.07 Master Servicing Fee 705.76 3,117.55 Trustee Fee 0.00 ~~Principal~~0.00 ~~Balance~~FRY ofAmount ~~Contaminated~~0.00 ~~Properties~~0.00 Special Hazard Fee 0.00 ~~Periodic~~0.00 ~~Advance~~Other 18Fee 0.00 0.00 Pool Insurance Fee 1,~~894~~411.4452 6,235.09 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest 534,074.84 2,521,714.05 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount Not Available 213762.38 Prepayment Penalty Paid Count Not Available 46 Special Servicing Fee 0.00 0.00 Pass-Through Rate 5.675545 6.066362

~~Summary~~Additional 12Reporting ~~Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Oct~~-04 ~~0.000%~~Deal ~~Original~~Level ~~Principal~~Miscellaneous ~~Balance~~Reporting ~~0.00~~Required ~~Nov-04~~Overcolateralization ~~0.000%~~Amount ~~Current Principal Balance 0~~9,667,788.0063 ~~Dec-04~~Overcollateralization ~~0.000%~~Amount ~~Jan-05 0~~9,667,788.~~000%~~63 ~~Current~~Overcollateralization ~~REO~~Increase ~~Total~~Amount ~~Feb-05~~ 0.~~000% Loans in REO 0 Mar-05 0.000% Original Principal Balance 0.~~00 ~~Apr-05~~Overcollateralization ~~0.000%~~Reduction ~~Current~~Amount ~~Principal Balance~~ 0.00 ~~May-05~~Credit ~~0.000%~~Enhancement Jun-05 0.000% Jul-05 0.000% Aug-05 0.000% Sep-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. GRP I SUBGRP I 12 Month REO History* New REO Loans Month REO Percentage ~~Loans in REO~~ 0 ~~Oct-04 0~~.~~000~~673000% Original Principal Balance 0.00 Nov-04 0.000% Current Principal Balance 0.00 Dec-04 0.000% Jan-05 0.000% Current REO Total Feb-05 0.000% Loans in REO 0 Mar-05 0.000% Original Principal Balance 0.00 Apr-05 0.000% Current Principal Balance 0.00 May-05 0.000% Jun-05 0.000% Jul-05 0.000% Aug-05 0.000% Sep-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. GRP I SUB GRP II 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Oct-04 0.000% Original Principal Balance 0.00 Nov-04 0.000% Current Principal Balance 0.00 Dec-04 0.000% Jan-05 0.000% Current REO Total Feb-05 0.000% Loans in REO 0 Mar-05 0.000% Original Principal Balance 0.00 Apr-05 0.000% Current Principal Balance 0.00 May-05 0.000% Jun-05 0.000% Jul-05 0.000% Aug-05 0.000% Sep-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. GRP II SUB GRP I 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Oct-04 0.000% Original Principal Balance 0.00 Nov-04 0.000% Current Principal Balance 0.00 Dec-04 0.000% Jan-05 0.000% Current REO Total Feb-05 0.000% Loans in REO 0 Mar-05 0.000% Original Principal Balance 0.00 Apr-05 0.000% Current Principal Balance 0.00 May-05 0.000% Jun-05 0.000% Jul-05 0.000% Aug-05 0.000% Sep-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. GRP II SUB GRP II 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Oct-04 0.000% Original Principal Balance 0.00 Nov-04 0.000% Current Principal Balance 0.00 Dec-04 0.000% Jan-05 0.000% Current REO Total Feb-05 0.000% Loans in REO 0 Mar-05 0.000% Original Principal Balance 0.00 Apr-05 0.000% Current Principal Balance 0.00 May-05 0.000% Jun-05 0.000% Jul-05 0.000% Aug-05 0.000% Sep-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.

REO Detail - All Mortgage Loans in REO during Current Period

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

Summary 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 111 ~~Oct~~Jan-0405 0.000% Original Principal Balance ~~133~~2,~~400~~174,620.00 ~~Nov~~Feb-0405 0.000% Current Principal Balance ~~133~~2,~~133~~166,863.7422 ~~Dec~~Mar-0405 0.000% ~~Jan~~Apr-05 0.000% Current Foreclosure Total ~~Feb~~May-05 0.000% Loans in Foreclosure 124 ~~Mar~~Jun-05 0.000% Original Principal Balance ~~133~~3,~~400~~980,980.00 ~~Apr~~Jul-05 0.000% Current Principal Balance ~~133~~3,~~133~~968,917.7444 ~~May~~Aug-05 0.~~000~~235% ~~Jun~~Sep-05 0.~~000~~025% ~~Jul~~Oct-05 0.~~000~~341% ~~Aug~~Nov-05 0.~~235~~512% ~~Sep~~Dec-05 0.~~025~~821% *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. GRP I SUBGRP I 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 10 ~~Oct~~Jan-0405 0.000% Original Principal Balance ~~133,400~~0.00 ~~Nov~~Feb-0405 0.000% Current Principal Balance ~~133,133~~0.7400 ~~Dec~~Mar-0405 0.000% ~~Jan~~Apr-05 0.000% Current Foreclosure Total ~~Feb~~May-05 0.000% Loans in Foreclosure 12 ~~Mar~~Jun-05 0.000% Original Principal Balance ~~133~~213,~~400~~900.00 ~~Apr~~Jul-05 0.000% Current Principal Balance ~~133~~213,~~133~~462.7421 ~~May~~Aug-05 0.~~000~~192% ~~Jun~~Sep-05 0.~~000~~172% ~~Jul~~Oct-05 0.~~000~~279% ~~Aug~~Nov-05 0.~~192~~287% ~~Sep~~Dec-05 0.~~172~~294% *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. GRP I SUB GRP II 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 08 ~~Oct~~Jan-0405 0.000% Original Principal Balance 01,139,620.00 ~~Nov~~Feb-0405 0.000% Current Principal Balance 01,135,537.0057 ~~Dec~~Mar-0405 0.000% ~~Jan~~Apr-05 0.000% Current Foreclosure Total ~~Feb~~May-05 0.000% Loans in Foreclosure 017 ~~Mar~~Jun-05 0.000% Original Principal Balance 02,168,330.00 ~~Apr~~Jul-05 0.000% Current Principal Balance 02,161,380.0014 ~~May~~Aug-05 0.~~000~~209% ~~Jun~~Sep-05 0.000% ~~Jul~~Oct-05 0.~~000~~341% ~~Aug~~Nov-05 0.~~209~~637% ~~Sep~~Dec-05 0.~~000~~800% *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. GRP II SUB GRP I 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 ~~Oct~~Jan-0405 0.000% Original Principal Balance 0.00 ~~Nov~~Feb-0405 0.000% Current Principal Balance 0.00 ~~Dec~~Mar-0405 0.000% ~~Jan~~Apr-05 0.000% Current Foreclosure Total ~~Feb~~May-05 0.000% Loans in Foreclosure 0 ~~Mar~~Jun-05 0.000% Original Principal Balance 0.00 ~~Apr~~Jul-05 0.000% Current Principal Balance 0.00 ~~May~~Aug-05 0.000% ~~Jun~~Sep-05 0.000% ~~Jul~~Oct-05 0.000% ~~Aug~~Nov-05 0.000% ~~Sep~~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. GRP II SUB GRP II 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 03 ~~Oct~~Jan-0405 0.000% Original Principal Balance 01,035,000.00 ~~Nov~~Feb-0405 0.000% Current Principal Balance 01,031,325.0065 ~~Dec~~Mar-0405 0.000% ~~Jan~~Apr-05 0.000% Current Foreclosure Total ~~Feb~~May-05 0.000% Loans in Foreclosure 05 ~~Mar~~Jun-05 0.000% Original Principal Balance 01,598,750.00 ~~Apr~~Jul-05 0.000% Current Principal Balance 01,594,075.0009 ~~May~~Aug-05 0.~~000~~385% ~~Jun~~Sep-05 0.000% ~~Jul~~Oct-05 0.~~000~~475% ~~Aug~~Nov-05 0.~~385~~498% ~~Sep~~Dec-05 01.~~000~~470% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period Month Loan First Original Loan Entered Payment LTV at Principal Group Number FC Date State Origination Balance GRP I SUBGRP I 0142561299 Sep-2005 01-Apr-2005 CA 54.90 133,400.00 GRP I SUBGRP I 0142845585 Oct-2005 01-May-2005 IL 67.08 80,500.00 GRP I SUB GRP II 0142512433 Nov-2005 01-Feb-2005 VA 90.00 55,710.00 GRP I SUB GRP II 0142541937 Dec-2005 01-Mar-2005 WI 100.00 142,000.00 GRP I SUB GRP II 0142555184 Nov-2005 01-Apr-2005 WI 90.00 45,000.00 GRP I SUB GRP II 0142582451 Oct-2005 01-Mar-2005 NJ 64.80 162,000.00 GRP I SUB GRP II 0142611029 Dec-2005 01-Mar-2005 WI 84.87 129,000.00 GRP I SUB GRP II 0142636778 Dec-2005 01-Apr-2005 GA 80.00 151,920.00 GRP I SUB GRP II 0142762442 Dec-2005 01-Apr-2005 VA 80.00 119,200.00 GRP I SUB GRP II 0142825066 Dec-2005 01-Apr-2005 CA 89.95 197,000.00 GRP I SUB GRP II 0142877729 Dec-2005 01-May-2005 NJ 85.00 246,500.00 GRP I SUB GRP II 0143091189 Oct-2005 01-Apr-2005 TX 90.00 128,700.00 GRP I SUB GRP II 0143104941 Nov-2005 01-May-2005 MD 76.81 106,000.00 GRP I SUB GRP II 0143211753 Nov-2005 01-May-2005 FL 90.00 222,300.00 GRP I SUB GRP II 0143214286 Dec-2005 01-May-2005 OH 80.00 100,000.00 GRP I SUB GRP II 0143237329 Oct-2005 01-May-2005 NY 90.00 72,000.00 GRP I SUB GRP II 0143241883 Nov-2005 01-May-2005 IL 84.38 162,000.00 GRP I SUB GRP II 0143451904 Dec-2005 01-May-2005 MO 90.00 54,000.00 GRP I SUB GRP II 0143462406 Nov-2005 01-May-2005 NC 100.00 75,000.00 GRP II SUB GRP II 0142955442 Dec-2005 01-May-2005 MI 73.68 700,000.00 GRP II SUB GRP II 0143035103 Dec-2005 01-May-2005 CO 100.00 164,000.00 GRP II SUB GRP II 0143104032 Dec-2005 01-May-2005 MN 90.00 171,000.00 GRP II SUB GRP II 0143411916 Oct-2005 01-May-2005 MD 85.00 233,750.00 GRP II SUB GRP II 0143520138 Oct-2005 01-May-2005 FL 100.00 330,000.00

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 GRP I SUBGRP I 0142561299 133,133.74 01-May-2005 25 6.000% 3,038.58 GRP I SUBGRP I 0142845585 80,328.47 01-Jun-2005 4 6.500% 2,002.63 GRP I SUB GRP II 0142512433 55,477.36 01-Aug-2005 2 9.850% 1,~~217~~727.3177 GRP I SUB GRP II 0142541937 141,447.27 01-Aug-2005 2 8.250% 3,650.37 GRP I SUB GRP II 0142555184 44,915.51 01-Jun-2005 4 8.375% 1,470.95 GRP I SUB GRP II 0142582451 161,397.92 01-Jun-2005 4 6.400% 3,956.38 GRP I SUB GRP II 0142611029 128,355.00 01-Aug-2005 2 6.990% 2,773.18 GRP I SUB GRP II 0142636778 151,185.38 01-Aug-2005 2 6.250% 2,893.45 GRP I SUB GRP II 0142762442 118,924.07 01-Jul-2005 3 8.775% 4,095.53 GRP I SUB GRP II 0142825066 196,050.77 01-Aug-2005 2 6.250% 3,752.09 GRP I SUB GRP II 0142877729 245,946.64 01-Jul-2005 3 7.490% 7,152.26 GRP I SUB GRP II 0143091189 128,273.29 01-Aug-2005 2 8.125% 3,256.95 GRP I SUB GRP II 0143104941 105,816.95 01-Jun-2005 4 6.750% 2,748.39 GRP I SUB GRP II 0143211753 221,715.89 01-Jul-2005 3 6.950% 5,948.48 GRP I SUB GRP II 0143214286 99,778.56 01-Aug-2005 2 8.990% 2,821.34 GRP I SUB GRP II 0143237329 71,892.79 01-Jun-2005 4 7.500% 2,092.10 GRP I SUB GRP II 0143241883 161,490.15 01-Jul-2005 3 5.750% 3,525.05 GRP I SUB GRP II 0143451904 53,849.88 01-Aug-2005 2 7.875% 1,322.39 GRP I SUB GRP II 0143462406 74,862.71 01-Jul-2005 3 8.500% 2,492.33 GRP II SUB GRP II 0142955442 697,447.06 01-Aug-2005 2 6.500% 13,929.48 GRP II SUB GRP II 0143035103 163,452.20 01-Aug-2005 2 6.950% 3,509.72 GRP II SUB GRP II 0143104032 170,426.39 01-Aug-2005 2 7.500% 3,972.02 GRP II SUB GRP II 0143411916 233,362.37 01-Aug-2005 2 10.375% 7,676.62 GRP II SUB GRP II 0143520138 329,387.07 01-Jun-2005 4 6.375% 8,040.27

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

~~COLLATERAL~~Summary ~~STATEMENT~~12 ~~Collateral~~Month ~~Description~~Bankruptcy ~~Mixed~~History* ~~Fixed~~New &Bankruptcy ~~Arm~~Loans ~~Weighted~~Month ~~Average~~Bankruptcy ~~Gross~~Percentage ~~Coupon~~Loans 6in Bankruptcy 5 Jan-05 0.~~622345~~000% ~~Weighted~~Original ~~Average~~Principal ~~Net~~Balance ~~Coupon~~678,950.00 6Feb-05 0.~~122345~~000% ~~Weighted~~Current ~~Average~~Principal ~~Pass~~Balance 672,259.97 Mar-~~Through~~05 ~~Rate~~0.000% 6Apr-05 0.~~099845~~000% ~~Weighted~~Current ~~Average~~Bankruptcy ~~Maturity(Stepdown~~Total ~~Calculation)~~May-05 ~~345~~0.000% ~~Beginning~~Loans ~~Scheduled~~in ~~Collateral~~Bankruptcy ~~Loan~~25 ~~Count~~Jun-05 30.000% Original Principal Balance 2,~~393~~585,025.00 ~~Number~~Jul-05 Of0.000% Current Principal Balance 2,566,446.51 Aug-05 0.089% Sep-05 0.109% Oct-05 0.121% Nov-05 0.380% Dec-05 0.531% *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. GRP I SUBGRP I 12 Month Bankruptcy History* New Bankruptcy Loans ~~Paid~~Month InBankruptcy ~~Full~~Percentage ~~179~~Loans ~~Ending~~in ~~Scheduled~~Bankruptcy ~~Collateral~~1 ~~Loan~~Jan-05 ~~Count~~0.000% 3Original Principal Balance 156,~~214~~600.00 ~~Beginning~~Feb-05 ~~Scheduled~~0.000% ~~Collateral~~Current Principal Balance ~~558~~152,~~569,865~~971.4391 ~~Ending~~Mar-05 ~~Scheduled~~0.000% ~~Collateral~~Apr-05 0.000% Current Bankruptcy Total May-05 0.000% Loans in Bankruptcy 1 Jun-05 0.000% Original Principal Balance ~~527~~156,~~924,005~~600.2400 ~~Ending~~Jul-05 ~~Actual~~0.000% ~~Collateral~~Current Principal Balance at152,971.91 ~~31-~~Aug-~~2005~~05 ~~528,381,947~~0.89000% ~~Monthly~~Sep-05 P&0.000% Oct-05 0.000% Nov-05 0.000% Dec-05 0.211% *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. GRP I ~~Constant~~SUB GRP II 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 3 Jan-05 0.000% Original Principal Balance 479,~~629~~550.00 Feb-05 0.000% Current Principal Balance 478,~~253~~231.9247 ~~Special~~Mar-05 ~~Servicing~~0.000% ~~Fee~~Apr-05 0.000% Current Bankruptcy Total May-05 0.000% Loans in Bankruptcy 22 Jun-05 0.000% Original Principal Balance 2,220,825.00 ~~Prepayment~~Jul-05 ~~Penalties~~0.000% ~~221~~Current Principal Balance 2,~~973~~208,916.5335 ~~Realized~~Aug-05 ~~Loss~~0.158% ~~Amount~~Sep-05 0.00194% ~~Cumulative~~Oct-05 ~~Realized~~0.217% ~~Loss~~Nov-05 0.00619% ~~Scheduled~~Dec-05 0.818% *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. GRP II SUB GRP I 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 1 Jan-05 0.000% Original Principal ~~546~~Balance 42,~~718~~800.5000 ~~Unscheduled~~Feb-05 0.000% Current Principal 30Balance 41,~~099,141~~056.6959 ~~Required~~Mar-05 ~~Overcollateralization~~0.000% ~~Amount~~Apr-05 0.00000% ~~Overcollateralized~~Current ~~Increase~~Bankruptcy ~~Amount~~Total May-05 0.00000% ~~Overcollateralized~~Loans ~~reduction~~in ~~Amount~~Bankruptcy 1 Jun-05 0.00000% ~~Specified~~Original ~~O/C~~Principal ~~Amount~~Balance 942,~~667,788~~800.6300 ~~Overcollateralized~~Jul-05 ~~Amount~~0.000% 9Current Principal Balance 41,~~667,788~~056.6359 ~~Overcollateralized~~Aug-05 ~~Deficiency~~0.000% ~~Amount~~Sep-05 0.00000% ~~Base~~Oct-05 ~~Overcollateralized~~0.000% ~~Amount~~Nov-05 0.000% Dec-05 0.128% *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. GRP II SUB GRP II 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 Jan-05 0.000% Original Principal Balance 0.00 ~~Extra~~Feb-05 ~~principal~~0.000% ~~distribution~~Current ~~Amount~~Principal Balance 0.00 ~~Excess~~Mar-05 ~~Cash~~0.000% ~~Amount~~Apr-05 0.000% Current Bankruptcy Total May-05 0.000% Loans in Bankruptcy 1 Jun-05 0.000% Original Principal Balance 164,800.00 Jul-05 0.000% Current Principal Balance 163,501.66 Aug-05 0.000% Sep-05 0.000% Oct-05 0.000% Nov-05 0.145% Dec-05 0.151% *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~~Bankruptcy ~~Reporting~~Detail ~~Required~~- ~~Overcolateralization~~All ~~Amount~~Mortgage 9Loans in Bankruptcy during Current Period Group Loan Month Loan First State LTV at Original Number Entered Payment Origination Principal Bankruptcy Date Balance GRP I SUBGRP I 0142916972 Dec-2005 01-Apr-2005 IL 90.00 156,~~667~~600.00 GRP I SUB GRP II 0141571943 Nov-2005 01-Feb-2005 MS 75.00 37,~~788~~500.6300 ~~Overcollateralization~~GRP ~~Amount~~I 9SUB GRP II 0141574152 Nov-2005 01-Feb-2005 MS 75.00 39,~~667~~750.00 GRP I SUB GRP II 0141575837 Nov-2005 01-Feb-2005 MS 75.00 52,~~788~~125.6300 ~~Overcollateralization~~GRP ~~Increase~~I ~~Amount~~SUB 0GRP II 0141707323 Sep-2005 01-Feb-2005 SC 90.00 ~~Overcollateralization~~47,250.00 ~~Reduction~~GRP ~~Amount~~I 0SUB GRP II 0142062827 Nov-2005 01-Mar-2005 WY 80.00 ~~Credit~~87,200.00 ~~Enhancement~~GRP ~~Percentage~~I 0SUB GRP II 0142174036 Dec-2005 01-Mar-2005 NJ 60.~~673000%~~00 157,800.00 GRP I SUB GRP II 0142309186 Dec-2005 01-Mar-2005 IL 95.00 79,800.00 GRP I SUB GRP II 0142471978 Dec-2005 01-Apr-2005 OR 84.52 106,500.00 GRP I SUB GRP II 0142503291 Nov-2005 01-Apr-2005 IL 84.38 135,000.00 GRP I SUB GRP II 0142747435 Sep-2005 01-May-2005 OH 96.58 115,900.00 GRP I SUB GRP II 0142864081 Sep-2005 01-Apr-2005 LA 80.00 56,000.00 GRP I SUB GRP II 0142988468 Oct-2005 01-Apr-2005 MS 85.00 51,000.00 GRP I SUB GRP II 0142996347 Nov-2005 01-May-2005 MD 85.00 217,600.00 GRP I SUB GRP II 0143038065 Nov-2005 01-Jan-2005 MI 85.00 79,900.00 GRP I SUB GRP II 0143082667 Dec-2005 01-May-2005 OK 100.00 82,500.00 GRP I SUB GRP II 0143084978 Nov-2005 01-May-2005 PA 93.58 138,500.00 GRP I SUB GRP II 0143154326 Sep-2005 01-May-2005 SD 80.00 88,000.00 GRP I SUB GRP II 0143193811 Dec-2005 01-May-2005 OH 84.38 108,000.00 GRP I SUB GRP II 0143212108 Nov-2005 01-May-2005 OH 100.00 82,000.00 GRP I SUB GRP II 0143349322 Nov-2005 01-May-2005 GA 75.00 126,000.00 GRP I SUB GRP II 0143450765 Dec-2005 01-May-2005 MA 75.00 213,750.00 GRP I SUB GRP II 0143522423 Nov-2005 01-May-2005 PA 95.00 118,750.00 GRP II SUB GRP I 0139400493 Dec-2005 01-Oct-2004 IL 80.00 42,800.00 RP II SUB GRP II 0143302719 Nov-2005 01-May-2005 WI 100.00 164,800.00

~~Group~~Bankruptcy ~~Level~~Detail ~~Collateral~~- ~~Statement~~All Mortgage Loans in Bankruptcy during Current Period (continued) Group Loan Current Paid To Months Current Approximate Number Principal Date Delinquent Loan Rate Delinquent Balance Interest GRP I SUBGRP I 0142916972 152,971.91 01-Nov-2005 0 8.250% 1,978.88 GRP I SUB GRP II ~~GRP~~0141571943 II37,227.55 ~~SUB~~01-Nov-2005 0 7.750% 450.01 GRP I ~~Collateral~~SUB ~~Description~~GRP ~~Fixed~~II ~~15/30~~0141574152 &39,461.20 ~~ARM~~01-Nov-2005 ~~Fixed~~0 ~~15/30~~7.750% &477.01 ~~ARM~~GRP ~~Fixed~~I ~~15/30~~SUB &GRP ~~ARM~~II ~~Weighted~~0141575837 ~~Average~~51,746.22 ~~Coupon~~01-Nov-2005 ~~Rate~~0 67.~~690377~~750% 6625.~~793026~~50 ~~6.437218~~GRP ~~Weighted~~I ~~Average~~SUB ~~Net~~GRP ~~Rate~~II 60141707323 46,939.~~190377~~25 601-Nov-2005 0 8.~~293026~~250% 5606.~~937218~~51 ~~Weighted~~GRP ~~Average~~I ~~Maturity~~SUB ~~308~~GRP ~~355~~II ~~310~~0142062827 ~~Beginning~~86,269.65 ~~Loan~~01-Dec-2005 ~~Count~~(1) ~~544~~5.750% ~~2,256~~377.84 ~~177~~GRP ~~Loans~~I ~~Paid~~SUB InGRP ~~Full~~II 140142174036 ~~137~~157,413.50 501-Jun-2005 ~~Ending~~4 ~~Loan~~8.500% ~~Count~~5,237.19 ~~530~~GRP ~~2,119~~I ~~172~~SUB ~~Beginning~~GRP ~~Scheduled~~II ~~Balance~~0142309186 79,~~633,551~~297.2901 ~~315,456,334~~01-Nov-2005 0 7.57950% ~~33,133,657~~984.4696 ~~Ending~~GRP ~~Scheduled~~I ~~Balance~~SUB 77GRP II 0142471978 105,~~518,869~~882.4366 ~~295,492,146~~01-Nov-2005 0 7.46750% 321,~~284,009~~279.3390 ~~Record~~GRP ~~Date~~I ~~08/31/2005~~SUB ~~08/31/2005~~GRP ~~08/31/2005~~II ~~Principal~~0142503291 ~~And~~134,102.61 ~~Interest~~01-Nov-2005 ~~Constant~~0 ~~539,724~~7.18035% 21,~~069,080~~461.2823 ~~214,642.07~~GRP ~~Scheduled~~I ~~Principal~~SUB ~~95,742.11~~GRP ~~283,327.58~~II 360142747435 115,~~901~~375.5878 ~~Unscheduled~~01-Oct-2005 ~~Principal~~0 ~~2,018,939~~7.75500% 191,~~680,860~~345.53 ~~812~~GRP I SUB GRP II 0142864081 55,~~746~~621.5544 ~~Scheduled~~01-Nov-2005 ~~Interest~~0 ~~443,982~~6.07950% ~~1,785,752~~598.7018 ~~177~~GRP I SUB GRP II 0142988468 50,~~740~~878.4997 ~~Servicing~~01-Sep-2005 ~~Fees~~1 ~~33,180~~10.65625% ~~131~~1,~~440~~287.1435 13GRP I SUB GRP II 0142996347 216,~~805~~374.69 ~~Master~~01-Nov-2005 ~~Servicing~~0 ~~Fees 497~~7.71250% 12,~~971~~435.6028 ~~207.09~~GRP ~~Trustee~~I ~~Fee~~SUB ~~0.00~~GRP ~~0.00~~II 00143038065 79,067.0098 ~~FRY~~01-Dec-2005 ~~Amount~~(1) 06.00875% 0420.0043 ~~0.00~~GRP ~~Special~~I ~~Hazard~~SUB ~~Fee~~GRP 0II 0143082667 82,100.0064 01-Nov-2005 0 7.00950% 01,019.0078 ~~Other~~GRP ~~Fee~~I ~~0.00~~SUB ~~0.00~~GRP ~~0.00~~II ~~Pool~~0143084978 ~~Insurance~~137,841.84 ~~Fee~~01-Oct-2005 ~~995~~0 7.42250% 31,~~943~~550.2009 ~~414.17~~GRP ~~Spread~~I 1SUB 0GRP II 0143154326 87,510.0062 01-Nov-2005 0 7.00250% 0984.0090 ~~Spread~~GRP 2I 0SUB GRP II 0143193811 107,363.0015 01-Nov-2005 0 6.00950% 01,154.0066 ~~Spread~~GRP 3I ~~0.00~~SUB ~~0.00~~GRP 0II 0143212108 81,596.0006 ~~Net~~01-Nov-2005 ~~Interest~~0 ~~409,308~~7.29875% 1,~~648,397~~003.7631 ~~163,313.54~~GRP ~~Realized~~I ~~Loss~~SUB ~~Amount~~GRP 0II 0143349322 125,386.0037 01-Oct-2005 0 7.00125% 01,383.0090 ~~Cumulative~~GRP ~~Realized~~I ~~Loss~~SUB 0GRP II 0143450765 213,454.0082 001-Jun-2005 4 7.00875% 06,545.0043 ~~Percentage~~GRP ofI ~~Cumulative~~SUB ~~Losses~~GRP 0II 0143522423 118,004.~~0000~~34 01-Nov-2005 0 6.~~0000~~625% 01,205.~~0000~~18 ~~Prepayment~~GRP ~~Penalties~~II 0SUB GRP I 0139400493 41,056.0059 001-Sep-2005 1 6.00500% 0613.0059 ~~Special~~RP ~~Servicing~~II ~~Fee~~SUB ~~0.00~~GRP ~~0.00~~II 00143302719 163,501.0066 ~~Pass~~01-~~Through~~Nov-2005 ~~Rate~~0 67.~~167877~~250% 61,841.~~270526 5.914718~~06

Group Level Collateral Statement Group GRP II SUB GRP II Total Collateral Description Fixed 15/30 & ARM Mixed Fixed & Arm Weighted Average Coupon Rate 6.214768 6.622345 Weighted Average Net Rate 5.714768 6.122345 Weighted Average Maturity 354 345 Beginning Loan Count 416 3,393 Loans Paid In Full 23 179 Ending Loan Count 393 3,214 Beginning Scheduled Balance 130,346,322.11 558,569,865.43 Ending scheduled Balance 122,628,980.02 527,924,005.24 Record Date 08/31/2005 08/31/2005 Principal And Interest Constant 805,807.39 3,629,253.92 Scheduled Principal 130,747.23 546,718.50 Unscheduled Principal 7,586,594.86 30,099,141.69 Scheduled Interest 675,060.16 3,082,535.42 Servicing Fees 54,310.97 232,737.45 Master Servicing Fees 814.66 3,491.06 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 0.00 0.00 Pool Insurance Fee 1,629.33 6,982.12 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest 618,305.20 2,839,324.79 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 Prepayment Penalties 0.00 0.00 Special Servicing Fee 0.00 0.00 Pass-Through Rate 5.692268 6.099845

Prepayment Detail - Prepayments during Current Period Summary Loans Paid In Full Repurchased Loans Original Current Original Current Principal Principal Principal Principal Group Count Balance Balance Count Balance Balance GRP I SUBGRP I 14 2,024,060.00 2,011,871.90 0 0.00 0.00 GRP I SUB GRP II 137 19,767,752.00 19,678,770.58 0 0.00 0.00 GRP II SUB GRP I 5 817,700.00 811,106.56 0 0.00 0.00 GRP II SUB GRP II 23 7,637,220.00 7,591,795.66 0 0.00 0.00 Total 179 30,246,732.00 30,093,544.70 0 0.00 0.00

Prepayment Detail - Prepayments during Current Period (continued) Summary Substitution Loans Liquidated Loans Curtailments Original Current Original Current Principal Principal Principal Principal Curtailment Group Count Balance Balance Count Balance Balance Amount GRP I SUBGRP I 0 0.00 0.00 0 0.00 0.00 9,309.55 GRP I SUB GRP II 0 0.00 0.00 0 0.00 0.00 18,160.40 GRP II SUB GRP I 0 0.00 0.00 0 0.00 0.00 2,402.17 GRP II SUB GRP II 0 0.00 0.00 0 0.00 0.00 2,021.87 Total 0 0.00 0.00 0 0.00 0.00 31,893.99

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount GRP I SUBGRP I 0139831069 VA 80.00 01-Oct-2004 224,000.00 221,223.39 GRP I SUBGRP I 0139969505 LA 70.00 01-Nov-2004 21,000.00 20,387.97 GRP I SUBGRP I 0141961847 MI 75.00 01-Feb-2005 120,000.00 119,289.01 GRP I SUBGRP I 0142166982 MI 89.78 01-Mar-2005 123,000.00 122,465.50 GRP I SUBGRP I 0142276864 CA 60.00 01-Mar-2005 300,000.00 297,872.27 GRP I SUBGRP I 0142655752 NC 95.00 01-May-2005 83,600.00 82,381.61 GRP I SUBGRP I 0142908078 DE 80.00 01-Apr-2005 186,400.00 185,401.54 GRP I SUBGRP I 0143042711 FL 95.00 01-Apr-2005 152,000.00 151,259.79 GRP I SUBGRP I 0143278554 NC 70.00 01-May-2005 128,100.00 127,525.67 GRP I SUBGRP I 0143329027 TX 80.00 01-May-2005 108,000.00 107,613.89 GRP I SUBGRP I 0143350809 IN 80.00 01-May-2005 152,960.00 152,267.77 GRP I SUBGRP I 0143359131 GA 64.36 01-May-2005 65,000.00 64,789.90 GRP I SUBGRP I 0143492692 NY 79.69 01-May-2005 255,000.00 253,834.84 GRP I SUBGRP I 0143606291 ID 81.40 01-May-2005 105,000.00 103,317.05 GRP I SUB GRP II 0136738135 KS 84.46 01-May-2004 125,000.00 123,170.93 GRP I SUB GRP II 0136773397 WI 75.00 01-Jul-2004 22,425.00 21,957.19 GRP I SUB GRP II 0137507489 NY 80.00 01-Jul-2004 92,000.00 91,142.91 GRP I SUB GRP II 0138790373 WI 85.00 01-Jan-2005 124,780.00 124,238.63 GRP I SUB GRP II 0138865472 CA 90.00 01-Oct-2004 225,000.00 222,692.24 GRP I SUB GRP II 0139603989 LA 70.00 01-Oct-2004 84,700.00 83,797.22 GRP I SUB GRP II 0139775407 NY 38.86 01-Sep-2004 157,000.00 154,902.12 GRP I SUB GRP II 0139775688 NY 52.63 01-Oct-2004 100,000.00 99,281.23 GRP I SUB GRP II 0140581299 MN 83.92 01-Dec-2004 250,917.00 248,301.67 GRP I SUB GRP II 0140766239 CO 73.91 01-Jan-2005 136,000.00 135,113.36 GRP I SUB GRP II 0140944315 IL 57.83 01-Jan-2005 133,000.00 131,920.24 GRP I SUB GRP II 0140970047 MA 77.87 01-Jan-2005 237,500.00 235,534.66 GRP I SUB GRP II 0141241521 MN 63.56 01-Jan-2005 143,000.00 141,996.24 GRP I SUB GRP II 0141278143 CA 80.00 01-Jan-2005 184,000.00 182,278.17 GRP I SUB GRP II 0141473777 NJ 89.71 01-Mar-2005 305,000.00 303,385.54 GRP I SUB GRP II 0141488171 IA 80.00 01-Feb-2005 107,920.00 107,105.25 GRP I SUB GRP II 0141589531 TN 95.00 01-Feb-2005 97,185.00 96,687.26 GRP I SUB GRP II 0141602342 NJ 80.00 01-Jan-2005 101,600.00 101,120.46 GRP I SUB GRP II 0141734046 NJ 75.00 01-Feb-2005 225,000.00 223,732.38 GRP I SUB GRP II 0141781641 TN 70.89 01-Jan-2005 56,000.00 55,579.06 GRP I SUB GRP II 0141793547 MI 75.00 01-Feb-2005 100,500.00 100,133.72 GRP I SUB GRP II 0141892364 HI 90.00 01-Feb-2005 265,500.00 263,799.31 GRP I SUB GRP II 0141909341 MD 58.98 01-May-2005 121,500.00 121,196.41 GRP I SUB GRP II 0141939116 NY 80.00 01-Jan-2005 274,400.00 272,118.51 GRP I SUB GRP II 0142013804 MO 86.67 01-Feb-2005 169,000.00 167,801.28 GRP I SUB GRP II 0142128727 IN 95.00 01-May-2005 80,750.00 80,389.78 GRP I SUB GRP II 0142168566 GA 80.00 01-Mar-2005 224,000.00 222,377.65 GRP I SUB GRP II 0142187384 AL 75.00 01-Mar-2005 84,000.00 83,433.31 GRP I SUB GRP II 0142235159 GA 90.00 01-Jan-2005 135,000.00 133,825.34 GRP I SUB GRP II 0142255504 WI 75.00 01-Mar-2005 73,500.00 73,252.43 GRP I SUB GRP II 0142269802 MS 85.00 01-Mar-2005 49,215.00 49,079.73 GRP I SUB GRP II 0142311059 NJ 80.00 01-Feb-2005 120,000.00 119,289.55 GRP I SUB GRP II 0142317767 MS 80.00 01-Mar-2005 146,320.00 145,318.40 GRP I SUB GRP II 0142320449 CT 67.38 01-Mar-2005 190,000.00 188,917.25 GRP I SUB GRP II 0142370014 NC 80.00 01-Mar-2005 117,428.00 116,708.19 GRP I SUB GRP II 0142434711 MN 83.70 01-Mar-2005 96,250.00 95,704.18 GRP I SUB GRP II 0142467729 MD 78.81 01-Mar-2005 264,000.00 262,218.94 GRP I SUB GRP II 0142470335 IA 81.73 01-Mar-2005 42,500.00 42,306.31 GRP I SUB GRP II 0142480417 MI 95.00 01-Apr-2005 159,600.00 158,886.48 GRP I SUB GRP II 0142488105 OH 78.55 01-Mar-2005 43,200.00 42,926.10 GRP I SUB GRP II 0142498013 MA 70.00 01-May-2005 217,000.00 216,184.62 GRP I SUB GRP II 0142532027 VA 73.58 01-Mar-2005 181,000.00 180,361.77 GRP I SUB GRP II 0142539485 TN 85.00 01-Mar-2005 57,035.00 56,881.24 GRP I SUB GRP II 0142542547 WI 100.00 01-Mar-2005 80,500.00 80,148.09 GRP I SUB GRP II 0142555028 MD 85.00 01-Apr-2005 119,000.00 118,514.83 GRP I SUB GRP II 0142561117 WI 60.91 01-Apr-2005 120,000.00 119,619.48 GRP I SUB GRP II 0142568062 VA 90.00 01-Apr-2005 252,000.00 250,831.63 GRP I SUB GRP II 0142579721 DC 80.00 01-May-2005 164,000.00 163,533.44 GRP I SUB GRP II 0142581156 GA 95.00 01-Mar-2005 143,450.00 142,709.22 GRP I SUB GRP II 0142582626 NJ 67.80 01-May-2005 278,000.00 277,101.37 GRP I SUB GRP II 0142588839 WI 90.00 01-Mar-2005 127,620.00 126,809.17 GRP I SUB GRP II 0142607316 NJ 83.72 01-Apr-2005 180,000.00 179,029.19 GRP I SUB GRP II 0142609585 FL 71.52 01-Apr-2005 113,000.00 112,426.13 GRP I SUB GRP II 0142612324 IL 72.21 01-Apr-2005 75,100.00 74,843.97 GRP I SUB GRP II 0142627348 MO 70.63 01-Mar-2005 56,500.00 56,200.90 GRP I SUB GRP II 0142635671 NJ 85.00 01-May-2005 136,850.00 136,309.73 GRP I SUB GRP II 0142644582 WY 80.00 01-Apr-2005 40,432.00 40,163.40 GRP I SUB GRP II 0142650167 NJ 90.00 01-Apr-2005 153,000.00 152,334.94 GRP I SUB GRP II 0142650845 MO 64.71 01-May-2005 110,000.00 109,471.80 GRP I SUB GRP II 0142654466 MD 80.00 01-May-2005 171,200.00 170,547.83 GRP I SUB GRP II 0142657774 GA 75.00 01-Apr-2005 92,250.00 92,006.53 GRP I SUB GRP II 0142661537 NJ 76.36 01-Mar-2005 84,000.00 83,573.10 GRP I SUB GRP II 0142677541 CA 84.72 01-Apr-2005 305,000.00 301,276.26 GRP I SUB GRP II 0142679059 WI 89.18 01-Apr-2005 206,900.00 205,864.96 GRP I SUB GRP II 0142679869 SC 89.96 01-May-2005 125,500.00 125,004.54 GRP I SUB GRP II 0142688662 MN 69.39 01-May-2005 170,000.00 169,361.22 GRP I SUB GRP II 0142689967 OH 85.92 01-Apr-2005 61,000.00 60,795.89 GRP I SUB GRP II 0142705102 NC 74.29 01-Apr-2005 78,000.00 77,777.39 GRP I SUB GRP II 0142707074 IL 80.00 01-Mar-2005 168,000.00 167,193.37 GRP I SUB GRP II 0142744192 MD 75.00 01-Apr-2005 191,250.00 190,119.03 GRP I SUB GRP II 0142745009 AZ 80.00 01-May-2005 144,720.00 144,251.92 GRP I SUB GRP II 0142774082 UT 78.00 01-Mar-2005 195,000.00 194,275.77 GRP I SUB GRP II 0142792613 NC 75.00 01-May-2005 97,500.00 97,144.60 GRP I SUB GRP II 0142797752 OH 62.96 01-May-2005 51,000.00 50,822.18 GRP I SUB GRP II 0142849173 GA 80.00 01-Apr-2005 164,800.00 164,174.58 GRP I SUB GRP II 0142872951 GA 90.00 01-Apr-2005 155,700.00 155,062.64 GRP I SUB GRP II 0142874874 DE 45.98 01-May-2005 160,000.00 159,136.64 GRP I SUB GRP II 0142875392 MD 80.00 01-May-2005 164,000.00 163,094.17 GRP I SUB GRP II 0142880426 MA 65.10 01-May-2005 319,000.00 317,771.30 GRP I SUB GRP II 0142889518 MI 82.76 01-Mar-2005 120,000.00 119,253.76 GRP I SUB GRP II 0142901727 MI 90.00 01-Mar-2005 207,000.00 205,784.48 GRP I SUB GRP II 0142919414 SD 55.56 01-May-2005 25,000.00 24,928.84 GRP I SUB GRP II 0142926575 CA 90.00 01-Apr-2005 319,500.00 317,989.26 GRP I SUB GRP II 0142929777 HI 95.00 01-May-2005 281,200.00 279,815.76 GRP I SUB GRP II 0142932276 CA 68.13 01-May-2005 218,000.00 217,312.93 GRP I SUB GRP II 0142940071 AL 85.00 01-Apr-2005 65,450.00 65,230.10 GRP I SUB GRP II 0142992577 CA 74.63 01-May-2005 306,000.00 304,387.17 GRP I SUB GRP II 0143010981 CA 90.00 01-Apr-2005 184,500.00 183,743.23 GRP I SUB GRP II 0143018513 FL 90.00 01-Apr-2005 158,400.00 157,601.75 GRP I SUB GRP II 0143042943 CA 62.50 01-Apr-2005 125,000.00 124,357.72 GRP I SUB GRP II 0143046167 AZ 90.00 01-May-2005 229,500.00 228,699.83 GRP I SUB GRP II 0143057628 WI 90.00 01-Apr-2005 162,000.00 161,214.92 GRP I SUB GRP II 0143061158 MD 79.52 01-May-2005 132,000.00 131,330.04 GRP I SUB GRP II 0143082261 MA 78.57 01-May-2005 275,000.00 273,445.33 GRP I SUB GRP II 0143097558 MS 80.00 01-May-2005 160,000.00 159,041.03 GRP I SUB GRP II 0143098515 MO 75.00 01-May-2005 93,750.00 93,446.92 GRP I SUB GRP II 0143100063 OK 90.00 01-Apr-2005 88,200.00 87,801.05 GRP I SUB GRP II 0143103133 MA 78.08 01-May-2005 203,000.00 202,343.78 GRP I SUB GRP II 0143103935 FL 62.86 01-May-2005 92,400.00 91,977.76 GRP I SUB GRP II 0143108579 OH 85.00 01-Apr-2005 129,200.00 127,692.08 GRP I SUB GRP II 0143109239 FL 85.00 01-May-2005 208,250.00 207,729.65 GRP I SUB GRP II 0143109858 PA 80.00 01-May-2005 44,000.00 43,868.23 GRP I SUB GRP II 0143113017 IL 100.00 01-May-2005 60,000.00 59,790.78 GRP I SUB GRP II 0143114098 WI 77.89 01-May-2005 74,000.00 73,714.98 GRP I SUB GRP II 0143116135 MO 80.00 01-May-2005 60,000.00 59,837.91 GRP I SUB GRP II 0143116481 IN 85.00 01-May-2005 80,750.00 80,472.34 GRP I SUB GRP II 0143135853 OH 100.00 01-May-2005 89,500.00 89,210.67 GRP I SUB GRP II 0143138139 MD 90.00 01-May-2005 211,500.00 210,788.12 GRP I SUB GRP II 0143154953 PA 95.00 01-May-2005 95,000.00 94,660.34 GRP I SUB GRP II 0143157311 CA 85.00 01-May-2005 199,750.00 198,721.70 GRP I SUB GRP II 0143162683 TN 85.00 01-May-2005 104,550.00 104,288.74 GRP I SUB GRP II 0143168136 MI 90.00 01-May-2005 45,000.00 44,843.06 GRP I SUB GRP II 0143181451 LA 65.22 01-May-2005 60,000.00 59,826.93 GRP I SUB GRP II 0143185809 WA 80.00 01-May-2005 98,400.00 97,798.41 GRP I SUB GRP II 0143190007 MD 80.00 01-May-2005 196,800.00 196,060.51 GRP I SUB GRP II 0143209641 MD 90.00 01-May-2005 145,800.00 145,189.45 GRP I SUB GRP II 0143217545 MO 82.84 01-May-2005 160,700.00 159,885.47 GRP I SUB GRP II 0143222487 KY 90.00 01-May-2005 66,600.00 66,379.18 GRP I SUB GRP II 0143263895 NJ 66.80 01-May-2005 167,000.00 166,098.90 GRP I SUB GRP II 0143269546 MD 80.00 01-May-2005 184,000.00 183,052.77 GRP I SUB GRP II 0143290369 TX 80.00 01-May-2005 112,800.00 112,479.09 GRP I SUB GRP II 0143293397 MD 75.00 01-May-2005 112,500.00 112,163.06 GRP I SUB GRP II 0143294841 VA 80.00 01-May-2005 172,000.00 171,093.44 GRP I SUB GRP II 0143313732 PA 100.00 01-May-2005 87,000.00 86,684.23 GRP I SUB GRP II 0143346567 MN 80.00 01-May-2005 153,600.00 153,151.61 GRP I SUB GRP II 0143365997 PA 92.86 01-May-2005 325,000.00 323,619.06 GRP I SUB GRP II 0143383545 IL 88.60 01-May-2005 101,000.00 100,610.94 GRP I SUB GRP II 0143407344 MD 85.00 01-May-2005 200,600.00 199,808.02 GRP I SUB GRP II 0143414381 MN 80.00 01-May-2005 165,600.00 165,139.96 GRP I SUB GRP II 0143418697 NY 64.52 01-Apr-2005 260,000.00 258,232.24 GRP I SUB GRP II 0143434777 PA 85.00 01-May-2005 136,000.00 135,378.54 GRP I SUB GRP II 0143472678 PA 95.00 01-May-2005 80,750.00 80,468.44 GRP I SUB GRP II 0143489938 PA 95.00 01-May-2005 62,605.00 62,417.49 GRP I SUB GRP II 0143517555 PA 68.00 01-May-2005 85,000.00 84,508.20 GRP I SUB GRP II 0143530376 WI 80.00 01-May-2005 136,000.00 135,378.59 GRP I SUB GRP II 0143602175 MI 80.00 01-May-2005 109,600.00 109,156.52 GRP I SUB GRP II 0143635704 CT 85.20 01-May-2005 167,000.00 166,446.35 GRP II SUB GRP I 0139622815 NY 80.00 01-Jan-2005 464,000.00 460,386.65 GRP II SUB GRP I 0140920562 CA 80.00 01-Dec-2004 216,000.00 213,900.62 GRP II SUB GRP I 0142278811 AL 80.00 01-Mar-2005 54,400.00 53,361.70 GRP II SUB GRP I 0142485994 SC 85.00 01-May-2005 40,800.00 40,729.80 GRP II SUB GRP I 0143043958 SC 85.00 01-May-2005 42,500.00 41,965.61 GRP II SUB GRP II 0137805289 CA 80.00 01-Jan-2005 345,944.00 342,547.38 GRP II SUB GRP II 0138445341 TX 80.00 01-Aug-2004 360,000.00 354,321.37 GRP II SUB GRP II 0139773246 CA 80.00 01-Nov-2004 228,800.00 225,781.23 GRP II SUB GRP II 0140993163 CA 70.00 01-Jan-2005 700,000.00 693,294.93 GRP II SUB GRP II 0141314005 UT 80.00 01-Jan-2005 200,000.00 198,039.14 GRP II SUB GRP II 0141612549 AZ 80.00 01-Feb-2005 162,400.00 160,927.70 GRP II SUB GRP II 0141818138 WV 80.00 01-Feb-2005 158,400.00 157,287.24 GRP II SUB GRP II 0141836684 CA 80.00 01-Mar-2005 316,703.00 314,036.70 GRP II SUB GRP II 0142177161 GA 80.00 01-Mar-2005 271,252.00 269,095.48 GRP II SUB GRP II 0142469097 MD 80.00 01-Mar-2005 400,000.00 397,301.37 GRP II SUB GRP II 0142536572 NJ 95.00 01-Mar-2005 342,000.00 340,361.23 GRP II SUB GRP II 0142587229 MD 90.00 01-Apr-2005 463,500.00 461,578.16 GRP II SUB GRP II 0142622364 MD 80.00 01-Apr-2005 280,000.00 278,006.39 GRP II SUB GRP II 0142687326 CA 83.98 01-Apr-2005 524,071.00 520,815.44 GRP II SUB GRP II 0142843887 CA 73.39 01-Apr-2005 400,000.00 398,278.51 GRP II SUB GRP II 0142960715 DE 85.00 01-May-2005 191,250.00 190,759.40 GRP II SUB GRP II 0143019404 FL 85.00 01-Apr-2005 544,000.00 540,771.98 GRP II SUB GRP II 0143055333 OR 75.00 01-May-2005 525,000.00 522,594.82 GRP II SUB GRP II 0143110229 CA 85.00 01-May-2005 267,750.00 266,628.84 GRP II SUB GRP II 0143170017 FL 100.00 01-May-2005 317,100.00 315,794.87 GRP II SUB GRP II 0143180495 NC 90.00 01-May-2005 208,341.00 207,458.54 GRP II SUB GRP II 0143351658 CA 90.00 01-May-2005 269,209.00 268,036.95 GRP II SUB GRP II 0143528271 MO 95.00 01-Apr-2005 161,500.00 160,855.32

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning GRP I SUBGRP I 0139831069 Loan Paid in Full 0 5.950% 360 11 GRP I SUBGRP I 0139969505 Loan Paid in Full 0 9.500% 180 10 GRP I SUBGRP I 0141961847 Loan Paid in Full 0 7.625% 360 7 GRP I SUBGRP I 0142166982 Loan Paid in Full 1 8.500% 360 6 GRP I SUBGRP I 0142276864 Loan Paid in Full 0 5.990% 360 6 GRP I SUBGRP I 0142655752 Loan Paid in Full 0 8.375% 180 4 GRP I SUBGRP I 0142908078 Loan Paid in Full 0 6.975% 360 5 GRP I SUBGRP I 0143042711 Loan Paid in Full 0 7.125% 360 5 GRP I SUBGRP I 0143278554 Loan Paid in Full 0 6.950% 360 4 GRP I SUBGRP I 0143329027 Loan Paid in Full 0 7.750% 360 4 GRP I SUBGRP I 0143350809 Loan Paid in Full 2 6.550% 360 4 GRP I SUBGRP I 0143359131 Loan Paid in Full 1 8.250% 360 4 GRP I SUBGRP I 0143492692 Loan Paid in Full 0 6.500% 360 4 GRP I SUBGRP I 0143606291 Loan Paid in Full 0 6.950% 180 4 GRP I SUB GRP II 0136738135 Loan Paid in Full 0 6.990% 360 16 GRP I SUB GRP II 0136773397 Loan Paid in Full 0 6.750% 360 14 GRP I SUB GRP II 0137507489 Loan Paid in Full 0 8.625% 360 14 GRP I SUB GRP II 0138790373 Loan Paid in Full 0 9.750% 360 8 GRP I SUB GRP II 0138865472 Loan Paid in Full 0 6.950% 360 11 GRP I SUB GRP II 0139603989 Loan Paid in Full 0 6.750% 360 11 GRP I SUB GRP II 0139775407 Loan Paid in Full 0 5.990% 360 12 GRP I SUB GRP II 0139775688 Loan Paid in Full 0 8.750% 360 11 GRP I SUB GRP II 0140581299 Loan Paid in Full 1 5.875% 360 9 GRP I SUB GRP II 0140766239 Loan Paid in Full 0 7.750% 360 8 GRP I SUB GRP II 0140944315 Loan Paid in Full 1 6.625% 360 8 GRP I SUB GRP II 0140970047 Loan Paid in Full 0 6.525% 360 8 GRP I SUB GRP II 0141241521 Loan Paid in Full 0 7.375% 360 8 GRP I SUB GRP II 0141278143 Loan Paid in Full 0 5.875% 360 8 GRP I SUB GRP II 0141473777 Loan Paid in Full (1) 7.500% 360 6 GRP I SUB GRP II 0141488171 Loan Paid in Full (1) 6.375% 360 7 GRP I SUB GRP II 0141589531 Loan Paid in Full 1 8.350% 360 7 GRP I SUB GRP II 0141602342 Loan Paid in Full 0 9.500% 360 8 GRP I SUB GRP II 0141734046 Loan Paid in Full 1 7.875% 360 7 GRP I SUB GRP II 0141781641 Loan Paid in Full 0 7.080% 360 8 GRP I SUB GRP II 0141793547 Loan Paid in Full 0 10.000% 360 7 GRP I SUB GRP II 0141892364 Loan Paid in Full 0 7.225% 360 7 GRP I SUB GRP II 0141909341 Loan Paid in Full 0 9.500% 360 4 GRP I SUB GRP II 0141939116 Loan Paid in Full 1 6.500% 360 8 GRP I SUB GRP II 0142013804 Loan Paid in Full 0 6.700% 360 7 GRP I SUB GRP II 0142128727 Loan Paid in Full 0 6.625% 360 4 GRP I SUB GRP II 0142168566 Loan Paid in Full 1 5.875% 360 6 GRP I SUB GRP II 0142187384 Loan Paid in Full 1 6.250% 360 6 GRP I SUB GRP II 0142235159 Loan Paid in Full 0 7.050% 360 8 GRP I SUB GRP II 0142255504 Loan Paid in Full 0 9.750% 360 6 GRP I SUB GRP II 0142269802 Loan Paid in Full 1 10.680% 360 6 GRP I SUB GRP II 0142311059 Loan Paid in Full 0 7.625% 360 7 GRP I SUB GRP II 0142317767 Loan Paid in Full 0 6.375% 360 6 GRP I SUB GRP II 0142320449 Loan Paid in Full 0 7.125% 360 6 GRP I SUB GRP II 0142370014 Loan Paid in Full 0 6.750% 360 6 GRP I SUB GRP II 0142434711 Loan Paid in Full 0 7.150% 360 6 GRP I SUB GRP II 0142467729 Loan Paid in Full 0 6.250% 360 6 GRP I SUB GRP II 0142470335 Loan Paid in Full 1 8.250% 360 6 GRP I SUB GRP II 0142480417 Loan Paid in Full (1) 8.125% 360 5 GRP I SUB GRP II 0142488105 Loan Paid in Full 0 6.575% 360 6 GRP I SUB GRP II 0142498013 Loan Paid in Full 0 7.500% 360 4 GRP I SUB GRP II 0142532027 Loan Paid in Full 2 9.500% 360 6 GRP I SUB GRP II 0142539485 Loan Paid in Full 0 10.770% 360 6 GRP I SUB GRP II 0142542547 Loan Paid in Full 0 8.500% 360 6 GRP I SUB GRP II 0142555028 Loan Paid in Full 0 8.025% 360 5 GRP I SUB GRP II 0142561117 Loan Paid in Full 0 9.250% 360 5 GRP I SUB GRP II 0142568062 Loan Paid in Full 0 7.375% 360 5 GRP I SUB GRP II 0142579721 Loan Paid in Full 1 8.875% 360 4 GRP I SUB GRP II 0142581156 Loan Paid in Full 0 7.625% 360 6 GRP I SUB GRP II 0142582626 Loan Paid in Full 0 8.250% 360 4 GRP I SUB GRP II 0142588839 Loan Paid in Full (1) 7.250% 360 6 GRP I SUB GRP II 0142607316 Loan Paid in Full 0 6.600% 360 5 GRP I SUB GRP II 0142609585 Loan Paid in Full 2 6.910% 360 5 GRP I SUB GRP II 0142612324 Loan Paid in Full 0 8.900% 360 5 GRP I SUB GRP II 0142627348 Loan Paid in Full 0 7.500% 360 6 GRP I SUB GRP II 0142635671 Loan Paid in Full 0 7.250% 360 4 GRP I SUB GRP II 0142644582 Loan Paid in Full 0 5.500% 360 5 GRP I SUB GRP II 0142650167 Loan Paid in Full 0 7.700% 360 5 GRP I SUB GRP II 0142650845 Loan Paid in Full 0 6.500% 360 4 GRP I SUB GRP II 0142654466 Loan Paid in Full 0 7.950% 360 4 GRP I SUB GRP II 0142657774 Loan Paid in Full 2 10.125% 360 5 GRP I SUB GRP II 0142661537 Loan Paid in Full 0 9.000% 360 6 GRP I SUB GRP II 0142677541 Loan Paid in Full 1 6.490% 360 5 GRP I SUB GRP II 0142679059 Loan Paid in Full 0 7.380% 360 5 GRP I SUB GRP II 0142679869 Loan Paid in Full 2 7.250% 360 4 GRP I SUB GRP II 0142688662 Loan Paid in Full 0 7.500% 360 4 GRP I SUB GRP II 0142689967 Loan Paid in Full 1 8.990% 360 5 GRP I SUB GRP II 0142705102 Loan Paid in Full 1 9.755% 360 5 GRP I SUB GRP II 0142707074 Loan Paid in Full 0 7.990% 360 6 GRP I SUB GRP II 0142744192 Loan Paid in Full 0 6.125% 360 5 GRP I SUB GRP II 0142745009 Loan Paid in Full 0 8.250% 360 4 GRP I SUB GRP II 0142774082 Loan Paid in Full 0 9.250% 360 6 GRP I SUB GRP II 0142792613 Loan Paid in Full 1 7.950% 360 4 GRP I SUB GRP II 0142797752 Loan Paid in Full 1 7.875% 360 4 GRP I SUB GRP II 0142849173 Loan Paid in Full 2 8.375% 360 5 GRP I SUB GRP II 0142872951 Loan Paid in Full 1 8.000% 360 5 GRP I SUB GRP II 0142874874 Loan Paid in Full 0 5.625% 360 4 GRP I SUB GRP II 0142875392 Loan Paid in Full 0 5.500% 360 4 GRP I SUB GRP II 0142880426 Loan Paid in Full 1 7.375% 360 4 GRP I SUB GRP II 0142889518 Loan Paid in Full 0 6.675% 360 6 GRP I SUB GRP II 0142901727 Loan Paid in Full 0 7.275% 360 6 GRP I SUB GRP II 0142919414 Loan Paid in Full 0 8.875% 360 4 GRP I SUB GRP II 0142926575 Loan Paid in Full 0 7.275% 360 5 GRP I SUB GRP II 0142929777 Loan Paid in Full 0 6.375% 360 4 GRP I SUB GRP II 0142932276 Loan Paid in Full 0 8.375% 360 4 GRP I SUB GRP II 0142940071 Loan Paid in Full 0 8.970% 360 5 GRP I SUB GRP II 0142992577 Loan Paid in Full 0 5.750% 360 4 GRP I SUB GRP II 0143010981 Loan Paid in Full 0 7.990% 360 5 GRP I SUB GRP II 0143018513 Loan Paid in Full 0 6.950% 360 5 GRP I SUB GRP II 0143042943 Loan Paid in Full 0 6.850% 360 5 GRP I SUB GRP II 0143046167 Loan Paid in Full 0 7.875% 360 4 GRP I SUB GRP II 0143057628 Loan Paid in Full 0 7.150% 360 5 GRP I SUB GRP II 0143061158 Loan Paid in Full 0 5.950% 360 4 GRP I SUB GRP II 0143082261 Loan Paid in Full (1) 5.375% 360 4 GRP I SUB GRP II 0143097558 Loan Paid in Full 0 5.250% 360 4 GRP I SUB GRP II 0143098515 Loan Paid in Full 0 8.250% 360 4 GRP I SUB GRP II 0143100063 Loan Paid in Full 0 7.500% 360 5 GRP I SUB GRP II 0143103133 Loan Paid in Full 0 8.250% 360 4 GRP I SUB GRP II 0143103935 Loan Paid in Full 0 6.500% 360 4 GRP I SUB GRP II 0143108579 Loan Paid in Full 0 5.625% 360 5 GRP I SUB GRP II 0143109239 Loan Paid in Full 0 9.500% 360 4 GRP I SUB GRP II 0143109858 Loan Paid in Full 0 8.625% 360 4 GRP I SUB GRP II 0143113017 Loan Paid in Full 0 7.875% 360 4 GRP I SUB GRP II 0143114098 Loan Paid in Full 2 7.375% 360 4 GRP I SUB GRP II 0143116135 Loan Paid in Full 0 9.125% 360 4 GRP I SUB GRP II 0143116481 Loan Paid in Full 1 7.950% 360 4 GRP I SUB GRP II 0143135853 Loan Paid in Full 2 8.250% 360 4 GRP I SUB GRP II 0143138139 Loan Paid in Full 0 8.050% 360 4 GRP I SUB GRP II 0143154953 Loan Paid in Full 0 7.750% 360 4 GRP I SUB GRP II 0143157311 Loan Paid in Full 0 5.875% 360 4 GRP I SUB GRP II 0143162683 Loan Paid in Full 2 9.500% 360 4 GRP I SUB GRP II 0143168136 Loan Paid in Full 1 7.875% 360 4 GRP I SUB GRP II 0143181451 Loan Paid in Full 0 8.875% 360 4 GRP I SUB GRP II 0143185809 Loan Paid in Full 1 4.950% 360 4 GRP I SUB GRP II 0143190007 Loan Paid in Full 0 7.500% 360 4 GRP I SUB GRP II 0143209641 Loan Paid in Full 0 6.950% 360 4 GRP I SUB GRP II 0143217545 Loan Paid in Full 1 6.125% 360 4 GRP I SUB GRP II 0143222487 Loan Paid in Full 1 8.125% 360 4 GRP I SUB GRP II 0143263895 Loan Paid in Full 0 5.625% 360 4 GRP I SUB GRP II 0143269546 Loan Paid in Full 0 5.875% 360 4 GRP I SUB GRP II 0143290369 Loan Paid in Full 0 8.875% 360 4 GRP I SUB GRP II 0143293397 Loan Paid in Full 2 8.625% 360 4 GRP I SUB GRP II 0143294841 Loan Paid in Full 0 5.750% 360 4 GRP I SUB GRP II 0143313732 Loan Paid in Full (1) 7.750% 360 4 GRP I SUB GRP II 0143346567 Loan Paid in Full 0 8.750% 360 4 GRP I SUB GRP II 0143365997 Loan Paid in Full 0 6.875% 360 4 GRP I SUB GRP II 0143383545 Loan Paid in Full 0 7.375% 360 4 GRP I SUB GRP II 0143407344 Loan Paid in Full 0 7.250% 360 4 GRP I SUB GRP II 0143414381 Loan Paid in Full 0 8.990% 360 4 GRP I SUB GRP II 0143418697 Loan Paid in Full 0 5.375% 360 5 GRP I SUB GRP II 0143434777 Loan Paid in Full 1 6.500% 360 4 GRP I SUB GRP II 0143472678 Loan Paid in Full 2 7.875% 360 4 GRP I SUB GRP II 0143489938 Loan Paid in Full 0 8.625% 360 4 GRP I SUB GRP II 0143517555 Loan Paid in Full 2 5.250% 360 4 GRP I SUB GRP II 0143530376 Loan Paid in Full 0 6.500% 360 4 GRP I SUB GRP II 0143602175 Loan Paid in Full 0 7.125% 360 4 GRP I SUB GRP II 0143635704 Loan Paid in Full 1 8.125% 360 4 GRP II SUB GRP I 0139622815 Loan Paid in Full 0 7.625% 360 8 GRP II SUB GRP I 0140920562 Loan Paid in Full 0 6.250% 360 9 GRP II SUB GRP I 0142278811 Loan Paid in Full 0 8.900% 180 6 GRP II SUB GRP I 0142485994 Loan Paid in Full 0 11.250% 360 4 GRP II SUB GRP I 0143043958 Loan Paid in Full 0 9.500% 360 4 GRP II SUB GRP II 0137805289 Loan Paid in Full 0 5.625% 360 8 GRP II SUB GRP II 0138445341 Loan Paid in Full 1 5.625% 360 13 GRP II SUB GRP II 0139773246 Loan Paid in Full 0 5.125% 360 10 GRP II SUB GRP II 0140993163 Loan Paid in Full 0 5.750% 360 8 GRP II SUB GRP II 0141314005 Loan Paid in Full 0 5.625% 360 8 GRP II SUB GRP II 0141612549 Loan Paid in Full (1) 5.950% 360 7 GRP II SUB GRP II 0141818138 Loan Paid in Full 0 6.750% 360 7 GRP II SUB GRP II 0141836684 Loan Paid in Full 0 5.250% 360 6 GRP II SUB GRP II 0142177161 Loan Paid in Full 0 5.375% 360 6 GRP II SUB GRP II 0142469097 Loan Paid in Full 0 6.250% 360 6 GRP II SUB GRP II 0142536572 Loan Paid in Full 2 8.000% 360 6 GRP II SUB GRP II 0142587229 Loan Paid in Full 0 7.950% 360 5 GRP II SUB GRP II 0142622364 Loan Paid in Full 0 5.125% 360 5 GRP II SUB GRP II 0142687326 Loan Paid in Full 0 5.875% 360 5 GRP II SUB GRP II 0142843887 Loan Paid in Full 0 7.750% 360 5 GRP II SUB GRP II 0142960715 Loan Paid in Full 0 9.375% 360 4 GRP II SUB GRP II 0143019404 Loan Paid in Full 0 6.500% 360 5 GRP II SUB GRP II 0143055333 Loan Paid in Full 0 6.875% 360 4 GRP II SUB GRP II 0143110229 Loan Paid in Full (1) 6.950% 360 4 GRP II SUB GRP II 0143170017 Loan Paid in Full 0 7.500% 360 4 GRP II SUB GRP II 0143180495 Loan Paid in Full 0 7.250% 360 4 GRP II SUB GRP II 0143351658 Loan Paid in Full 0 6.750% 360 4 GRP II SUB GRP II 0143528271 Loan Paid in Full 2 8.125% 360 5

Summary SMM CPR PSA Current Month 5.394% Current Month 48.592% Current Month 4,615.379% 3 Month Average 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs 12mo Average* PSA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. 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 N/A N/A Apr-2005 N/A N/A May-2005 N/A N/A May-2005 N/A N/A Jun-2005 N/A N/A Jun-2005 N/A N/A Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 18.443% N/A Aug-2005 2,152.729% N/A Sep-2005 48.592% N/A Sep-2005 4,615.379% 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. GRP I SUBGRP I SMM CPR PSA Current Month 2.538% Current Month 26.548% Current Month 2,611.718% 3 Month Average 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs 12mo Average* PSA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. 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 N/A N/A Apr-2005 N/A N/A May-2005 N/A N/A May-2005 N/A N/A Jun-2005 N/A N/A Jun-2005 N/A N/A Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 5.486% N/A Aug-2005 669.714% N/A Sep-2005 26.548% N/A Sep-2005 2,611.718% 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. GRP I SUB GRP II SMM CPR PSA Current Month 6.244% Current Month 53.872% Current Month 5,320.141% 3 Month Average 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs 12mo Average* PSA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. 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 N/A N/A Apr-2005 N/A N/A May-2005 N/A N/A May-2005 N/A N/A Jun-2005 N/A N/A Jun-2005 N/A N/A Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 16.157% N/A Aug-2005 1,978.436% N/A Sep-2005 53.872% N/A Sep-2005 5,320.141% 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. GRP II SUB GRP I SMM CPR PSA Current Month 2.456% Current Month 25.796% Current Month 2,282.582% 3 Month Average 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs 12mo Average* PSA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. 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 N/A N/A Apr-2005 N/A N/A May-2005 N/A N/A May-2005 N/A N/A Jun-2005 N/A N/A Jun-2005 N/A N/A Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 8.434% N/A Aug-2005 896.941% N/A Sep-2005 25.796% N/A Sep-2005 2,282.582% 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. GRP II SUB GRP II SMM CPR PSA Current Month 5.826% Current Month 51.341% Current Month 4,455.266% 3 Month Average 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs 12mo Average* PSA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. 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 N/A N/A Apr-2005 N/A N/A May-2005 N/A N/A May-2005 N/A N/A Jun-2005 N/A N/A Jun-2005 N/A N/A Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 32.167% N/A Aug-2005 3,366.211% N/A Sep-2005 51.341% N/A Sep-2005 4,455.266% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Single Month Mortality (SMM): (Partial and full prepayments + Repurchases) / (Beginning Scheduled Balance - Scheduled Principal) Conditional PrePayment Rate (CPR): 1 - ((1 - SMM)^12) PSA Standard Prepayment Model: 100 * CPR / (0.2 * MIN(30,WAS)) Weighted Average Seasoning (WAS): sum((Original Term - Remaining Term)*(Current Scheduled Balance/Deal Scheduled Principal Balance))

Realized Loss Report - Collateral Summary MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs 12mo Average* SDA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Oct~~Jan-~~2004~~2005 N/A N/A ~~Oct~~Jan-~~2004~~2005 N/A N/A ~~Nov~~Feb-~~2004~~2005 N/A N/A ~~Nov~~Feb-~~2004~~2005 N/A N/A ~~Dec~~Mar-~~2004~~2005 N/A N/A ~~Dec~~Mar-~~2004~~2005 N/A N/A ~~Jan~~Apr-2005 N/A N/A ~~Jan~~Apr-2005 N/A N/A ~~Feb~~May-2005 N/A N/A ~~Feb~~May-2005 N/A N/A ~~Mar~~Jun-2005 N/A N/A ~~Mar~~Jun-2005 N/A N/A ~~Apr~~Jul-2005 N/A N/A ~~Apr~~Jul-2005 N/A N/A ~~May~~Aug-2005 ~~N/A~~0.000% N/A ~~May~~Aug-2005 ~~N/A~~0.000% N/A ~~Jun~~Sep-2005 ~~N/A~~0.000% N/A ~~Jun~~Sep-2005 ~~N/A~~0.000% N/A ~~Jul~~Oct-2005 ~~N/A~~0.000% N/A ~~Jul~~Oct-2005 ~~N/A~~0.000% N/A ~~Aug~~Nov-2005 0.000% N/A ~~Aug~~Nov-2005 0.000% N/A ~~Sep~~Dec-2005 0.000% N/A ~~Sep~~Dec-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 www. 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. ~~Oct~~Jan-~~2004~~2005 N/A N/A ~~Oct~~Jan-~~2004~~2005 N/A N/A ~~Nov~~Feb-~~2004~~2005 N/A N/A ~~Nov~~Feb-~~2004~~2005 N/A N/A ~~Dec~~Mar-~~2004~~2005 N/A N/A ~~Dec~~Mar-~~2004~~2005 N/A N/A ~~Jan~~Apr-2005 N/A N/A ~~Jan~~Apr-2005 N/A N/A ~~Feb~~May-2005 N/A N/A ~~Feb~~May-2005 N/A N/A ~~Mar~~Jun-2005 N/A N/A ~~Mar~~Jun-2005 N/A N/A ~~Apr~~Jul-2005 N/A N/A ~~Apr~~Jul-2005 N/A N/A ~~May~~Aug-2005 ~~N/A~~0.000% N/A ~~May~~Aug-2005 ~~N/A~~0.000% N/A ~~Jun~~Sep-2005 ~~N/A~~0.000% N/A ~~Jun~~Sep-2005 ~~N/A~~0.000% N/A ~~Jul~~Oct-2005 ~~N/A~~0.000% N/A ~~Jul~~Oct-2005 ~~N/A~~0.000% N/A ~~Aug~~Nov-2005 0.000% N/A ~~Aug~~Nov-2005 0.000% N/A ~~Sep~~Dec-2005 0.000% N/A ~~Sep~~Dec-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 www. monthly bond remittance report can be viewed online at ~~www.~~ctslink.com. www.ctslink.com. GRP I SUBGRP I 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. ~~Oct~~Jan-~~2004~~2005 N/A N/A ~~Oct~~Jan-~~2004~~2005 N/A N/A ~~Nov~~Feb-~~2004~~2005 N/A N/A ~~Nov~~Feb-~~2004~~2005 N/A N/A ~~Dec~~Mar-~~2004~~2005 N/A N/A ~~Dec~~Mar-~~2004~~2005 N/A N/A ~~Jan~~Apr-2005 N/A N/A ~~Jan~~Apr-2005 N/A N/A ~~Feb~~May-2005 N/A N/A ~~Feb~~May-2005 N/A N/A ~~Mar~~Jun-2005 N/A N/A ~~Mar~~Jun-2005 N/A N/A ~~Apr~~Jul-2005 N/A N/A ~~Apr~~Jul-2005 N/A N/A ~~May~~Aug-2005 ~~N/A~~0.000% N/A ~~May~~Aug-2005 ~~N/A~~0.000% N/A ~~Jun~~Sep-2005 ~~N/A~~0.000% N/A ~~Jun~~Sep-2005 ~~N/A~~0.000% N/A ~~Jul~~Oct-2005 ~~N/A~~0.000% N/A ~~Jul~~Oct-2005 ~~N/A~~0.000% N/A ~~Aug~~Nov-2005 0.000% N/A ~~Aug~~Nov-2005 0.000% N/A ~~Sep~~Dec-2005 0.000% N/A ~~Sep~~Dec-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 www. 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. ~~Oct~~Jan-~~2004~~2005 N/A N/A ~~Oct~~Jan-~~2004~~2005 N/A N/A ~~Nov~~Feb-~~2004~~2005 N/A N/A ~~Nov~~Feb-~~2004~~2005 N/A N/A ~~Dec~~Mar-~~2004~~2005 N/A N/A ~~Dec~~Mar-~~2004~~2005 N/A N/A ~~Jan~~Apr-2005 N/A N/A ~~Jan~~Apr-2005 N/A N/A ~~Feb~~May-2005 N/A N/A ~~Feb~~May-2005 N/A N/A ~~Mar~~Jun-2005 N/A N/A ~~Mar~~Jun-2005 N/A N/A ~~Apr~~Jul-2005 N/A N/A ~~Apr~~Jul-2005 N/A N/A ~~May~~Aug-2005 ~~N/A~~0.000% N/A ~~May~~Aug-2005 ~~N/A~~0.000% N/A ~~Jun~~Sep-2005 ~~N/A~~0.000% N/A ~~Jun~~Sep-2005 ~~N/A~~0.000% N/A ~~Jul~~Oct-2005 ~~N/A~~0.000% N/A ~~Jul~~Oct-2005 ~~N/A~~0.000% N/A ~~Aug~~Nov-2005 0.000% N/A ~~Aug~~Nov-2005 0.000% N/A ~~Sep~~Dec-2005 0.000% N/A ~~Sep~~Dec-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 www. monthly bond remittance report can be viewed online at ~~www.~~ctslink.com. www.ctslink.com. GRP I SUB GRP II 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. ~~Oct~~Jan-~~2004~~2005 N/A N/A ~~Oct~~Jan-~~2004~~2005 N/A N/A ~~Nov~~Feb-~~2004~~2005 N/A N/A ~~Nov~~Feb-~~2004~~2005 N/A N/A ~~Dec~~Mar-~~2004~~2005 N/A N/A ~~Dec~~Mar-~~2004~~2005 N/A N/A ~~Jan~~Apr-2005 N/A N/A ~~Jan~~Apr-2005 N/A N/A ~~Feb~~May-2005 N/A N/A ~~Feb~~May-2005 N/A N/A ~~Mar~~Jun-2005 N/A N/A ~~Mar~~Jun-2005 N/A N/A ~~Apr~~Jul-2005 N/A N/A ~~Apr~~Jul-2005 N/A N/A ~~May~~Aug-2005 ~~N/A~~0.000% N/A ~~May~~Aug-2005 ~~N/A~~0.000% N/A ~~Jun~~Sep-2005 ~~N/A~~0.000% N/A ~~Jun~~Sep-2005 ~~N/A~~0.000% N/A ~~Jul~~Oct-2005 ~~N/A~~0.000% N/A ~~Jul~~Oct-2005 ~~N/A~~0.000% N/A ~~Aug~~Nov-2005 0.000% N/A ~~Aug~~Nov-2005 0.000% N/A ~~Sep~~Dec-2005 0.000% N/A ~~Sep~~Dec-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 www. 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. ~~Oct~~Jan-~~2004~~2005 N/A N/A ~~Oct~~Jan-~~2004~~2005 N/A N/A ~~Nov~~Feb-~~2004~~2005 N/A N/A ~~Nov~~Feb-~~2004~~2005 N/A N/A ~~Dec~~Mar-~~2004~~2005 N/A N/A ~~Dec~~Mar-~~2004~~2005 N/A N/A ~~Jan~~Apr-2005 N/A N/A ~~Jan~~Apr-2005 N/A N/A ~~Feb~~May-2005 N/A N/A ~~Feb~~May-2005 N/A N/A ~~Mar~~Jun-2005 N/A N/A ~~Mar~~Jun-2005 N/A N/A ~~Apr~~Jul-2005 N/A N/A ~~Apr~~Jul-2005 N/A N/A ~~May~~Aug-2005 ~~N/A~~0.000% N/A ~~May~~Aug-2005 ~~N/A~~0.000% N/A ~~Jun~~Sep-2005 ~~N/A~~0.000% N/A ~~Jun~~Sep-2005 ~~N/A~~0.000% N/A ~~Jul~~Oct-2005 ~~N/A~~0.000% N/A ~~Jul~~Oct-2005 ~~N/A~~0.000% N/A ~~Aug~~Nov-2005 0.000% N/A ~~Aug~~Nov-2005 0.000% N/A ~~Sep~~Dec-2005 0.000% N/A ~~Sep~~Dec-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 www. monthly bond remittance report can be viewed online at ~~www.~~ctslink.com. www.ctslink.com. GRP II SUB GRP I 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. ~~Oct~~Jan-~~2004~~2005 N/A N/A ~~Oct~~Jan-~~2004~~2005 N/A N/A ~~Nov~~Feb-~~2004~~2005 N/A N/A ~~Nov~~Feb-~~2004~~2005 N/A N/A ~~Dec~~Mar-~~2004~~2005 N/A N/A ~~Dec~~Mar-~~2004~~2005 N/A N/A ~~Jan~~Apr-2005 N/A N/A ~~Jan~~Apr-2005 N/A N/A ~~Feb~~May-2005 N/A N/A ~~Feb~~May-2005 N/A N/A ~~Mar~~Jun-2005 N/A N/A ~~Mar~~Jun-2005 N/A N/A ~~Apr~~Jul-2005 N/A N/A ~~Apr~~Jul-2005 N/A N/A ~~May~~Aug-2005 ~~N/A~~0.000% N/A ~~May~~Aug-2005 ~~N/A~~0.000% N/A ~~Jun~~Sep-2005 ~~N/A~~0.000% N/A ~~Jun~~Sep-2005 ~~N/A~~0.000% N/A ~~Jul~~Oct-2005 ~~N/A~~0.000% N/A ~~Jul~~Oct-2005 ~~N/A~~0.000% N/A ~~Aug~~Nov-2005 0.000% N/A ~~Aug~~Nov-2005 0.000% N/A ~~Sep~~Dec-2005 0.000% N/A ~~Sep~~Dec-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 www. 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. ~~Oct~~Jan-~~2004~~2005 N/A N/A ~~Oct~~Jan-~~2004~~2005 N/A N/A ~~Nov~~Feb-~~2004~~2005 N/A N/A ~~Nov~~Feb-~~2004~~2005 N/A N/A ~~Dec~~Mar-~~2004~~2005 N/A N/A ~~Dec~~Mar-~~2004~~2005 N/A N/A ~~Jan~~Apr-2005 N/A N/A ~~Jan~~Apr-2005 N/A N/A ~~Feb~~May-2005 N/A N/A ~~Feb~~May-2005 N/A N/A ~~Mar~~Jun-2005 N/A N/A ~~Mar~~Jun-2005 N/A N/A ~~Apr~~Jul-2005 N/A N/A ~~Apr~~Jul-2005 N/A N/A ~~May~~Aug-2005 ~~N/A~~0.000% N/A ~~May~~Aug-2005 ~~N/A~~0.000% N/A ~~Jun~~Sep-2005 ~~N/A~~0.000% N/A ~~Jun~~Sep-2005 ~~N/A~~0.000% N/A ~~Jul~~Oct-2005 ~~N/A~~0.000% N/A ~~Jul~~Oct-2005 ~~N/A~~0.000% N/A ~~Aug~~Nov-2005 0.000% N/A ~~Aug~~Nov-2005 0.000% N/A ~~Sep~~Dec-2005 0.000% N/A ~~Sep~~Dec-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 www. monthly bond remittance report can be viewed online at ~~www.~~ctslink.com. www.ctslink.com. GRP II SUB GRP II 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. ~~Oct~~Jan-~~2004~~2005 N/A N/A ~~Oct~~Jan-~~2004~~2005 N/A N/A ~~Nov~~Feb-~~2004~~2005 N/A N/A ~~Nov~~Feb-~~2004~~2005 N/A N/A ~~Dec~~Mar-~~2004~~2005 N/A N/A ~~Dec~~Mar-~~2004~~2005 N/A N/A ~~Jan~~Apr-2005 N/A N/A ~~Jan~~Apr-2005 N/A N/A ~~Feb~~May-2005 N/A N/A ~~Feb~~May-2005 N/A N/A ~~Mar~~Jun-2005 N/A N/A ~~Mar~~Jun-2005 N/A N/A ~~Apr~~Jul-2005 N/A N/A ~~Apr~~Jul-2005 N/A N/A ~~May~~Aug-2005 ~~N/A~~0.000% N/A ~~May~~Aug-2005 ~~N/A~~0.000% N/A ~~Jun~~Sep-2005 ~~N/A~~0.000% N/A ~~Jun~~Sep-2005 ~~N/A~~0.000% N/A ~~Jul~~Oct-2005 ~~N/A~~0.000% N/A ~~Jul~~Oct-2005 ~~N/A~~0.000% N/A ~~Aug~~Nov-2005 0.000% N/A ~~Aug~~Nov-2005 0.000% N/A ~~Sep~~Dec-2005 0.000% N/A ~~Sep~~Dec-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 www. 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. ~~Oct~~Jan-~~2004~~2005 N/A N/A ~~Oct~~Jan-~~2004~~2005 N/A N/A ~~Nov~~Feb-~~2004~~2005 N/A N/A ~~Nov~~Feb-~~2004~~2005 N/A N/A ~~Dec~~Mar-~~2004~~2005 N/A N/A ~~Dec~~Mar-~~2004~~2005 N/A N/A ~~Jan~~Apr-2005 N/A N/A ~~Jan~~Apr-2005 N/A N/A ~~Feb~~May-2005 N/A N/A ~~Feb~~May-2005 N/A N/A ~~Mar~~Jun-2005 N/A N/A ~~Mar~~Jun-2005 N/A N/A ~~Apr~~Jul-2005 N/A N/A ~~Apr~~Jul-2005 N/A N/A ~~May~~Aug-2005 ~~N/A~~0.000% N/A ~~May~~Aug-2005 ~~N/A~~0.000% N/A ~~Jun~~Sep-2005 ~~N/A~~0.000% N/A ~~Jun~~Sep-2005 ~~N/A~~0.000% N/A ~~Jul~~Oct-2005 ~~N/A~~0.000% N/A ~~Jul~~Oct-2005 ~~N/A~~0.000% N/A ~~Aug~~Nov-2005 0.000% N/A ~~Aug~~Nov-2005 0.000% N/A ~~Sep~~Dec-2005 0.000% N/A ~~Sep~~Dec-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 www. 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 · ACE Securities Corp., Home Equity Loan Trust, Series 2005-WF1