8-K 1 bsa05sd2_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 BEAR STEARNS ASSET BACKED SECURITIES TRUST Asset Backed Certificates, Series 2005-SD2 (Exact name of registrant as specified in its charter) New York (governing law of 333-113636-35 Pooling and Servicing Agreement) (Commission 54-2173190 (State or other File Number) 54-2173191 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 BEAR STEARNS ASSET BACKED SECURITIES TRUST, Asset Backed Certificates, Series 2005-SD2 Trust. ITEM 9.01 Financial Statements and Exhibits (c) Exhibits Exhibit Number Description EX-99.1 Monthly report distributed to holders of Asset Backed Certificates, Series 2005-SD2 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. BEAR STEARNS ASSET BACKED SECURITIES TRUST Asset Backed Certificates, Series 2005-SD2 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 Certificates, Series 2005-SD2 Trust, relating to the December 27, 2005 distribution. EX-99.1 Bear Stearns Asset Backed Securities Asset Backed Certificates Record Date: 11/30/2005 Distribution Date: 12/27/2005 Bear Stearns Asset Backed Securities Asset Backed Certificates Series 2005-SD2 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

Bear Stearns Asset Backed Securities Asset Backed Certificates Record Date: 8/31/2005 Distribution Date: 9/26/2005 Bear Stearns Asset Backed Securities Asset Backed Certificates Series 2005-SD2 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~~ I-A-1 073877BF8 ~~SEN 3~~4.~~84125~~39375% 2420,~~165~~880,~~491~~449.5104 8281,~~511~~549.7375 I-A-2 073877BG6 ~~SEN~~ 4.~~11125~~66375% 20,784,000.00 7586,~~953~~161.9723 I-A-3 073877BH4 ~~SEN~~ 4.~~04125~~59375% ~~112~~103,~~014~~828,~~783~~410.6324 ~~402~~423,~~381~~966.9901 I-M-1 073877BJ0 ~~MEZ~~ 4.~~29125~~84375% 10,171,000.00 3843,~~796~~791.7181 I-M-2 073877BK7 ~~MEZ 4~~5.~~64125~~19375% 3,423,000.00 1415,~~121~~802.7885 I-M-3 073877BL5 ~~MEZ 4~~5.~~79125~~34375% 1,956,000.00 89,~~330~~291.3900 I-M-4 073877BM3 ~~MEZ~~ 5.~~14125~~69375% 1,956,000.00 89,~~938~~477.9215 I-M-5 073877BN1 ~~MEZ 6~~7.~~54125~~09375% 1,956,000.00 119,~~373~~477.0515 I-M-6 073877BP6 ~~MEZ 6~~7.~~54125~~09375% 978,000.00 54,~~686~~738.5358 I-B 073877BW1 ~~SUB 6~~7.~~54125~~09375% 2,934,000.00 1714,~~059~~215.5873 II-A-1 073877BQ4 ~~SEN 3~~4.~~97125~~52375% ~~125~~112,~~358~~026,~~276~~927.4377 ~~442~~450,~~514~~472.72 II-A-2 073877BR2 ~~SEN~~ 4.~~12125~~67375% 1312,~~928~~544,~~888~~701.9081 5152,~~026~~116.1627 II-M-1 073877BS0 ~~MEZ~~ 4.~~29125~~84375% 11,529,000.00 4349,~~976~~638.7375 II-M-2 073877BT8 ~~MEZ 4~~5.~~64125~~19375% 5,905,000.00 2427,~~361~~217.4187 II-M-3 073877BU5 ~~MEZ~~ 6.~~14125~~69375% 5,717,000.00 3130,~~208~~796.4736 II-B 073877BV3 ~~SUB~~ 6.~~14125~~69375% 1,125,000.00 65,~~141~~185.2545 I-B-IO 073877BY7 IO 0.00000% 0.00 0.00 II-B-IO 073877BZ4 IO 0.00000% 0.00 0.00 R 073877BX9 R 0.00000% 0.00 0.00 Totals ~~343~~317,~~901~~714,~~440~~488.4786 1,~~264~~313,~~383~~898.3968

Certificateholder Distribution Summary (continued) Class Principal Current Ending ~~Cumulative~~Total ~~Principal~~Cummulative Distribution Realized Certificate ~~Total~~Distribution Realized ~~Class Distribution~~ Loss Balance ~~Distribution~~ Losses I-A-1 1,~~260~~281,~~867~~985.0386 0.00 2219,~~904~~598,~~624~~463.4818 1,~~343~~363,~~378~~535.7661 0.00 I-A-2 0.00 0.00 20,784,000.00 7586,~~953~~161.9723 0.00 I-A-3 3,~~142~~194,~~098~~727.9034 0.00 ~~108~~100,~~872~~633,~~684~~682.7390 3,~~544~~618,~~480~~693.8935 0.00 I-M-1 0.00 0.00 10,171,000.00 3843,~~796~~791.7181 0.00 I-M-2 0.00 0.00 3,423,000.00 1415,~~121~~802.7885 0.00 I-M-3 0.00 0.00 1,956,000.00 89,~~330~~291.3900 0.00 I-M-4 0.00 0.00 1,956,000.00 89,~~938~~477.9215 0.00 I-M-5 0.00 0.00 1,956,000.00 119,~~373~~477.0515 0.00 I-M-6 0.00 0.00 978,000.00 54,~~686~~738.5358 0.00 I-B 0.00 0.00 2,934,000.00 1714,~~059~~215.5873 0.00 II-A-1 64,~~657~~460,~~921~~042.8120 0.00 ~~118~~107,~~700~~566,~~354~~885.6257 74,~~100~~910,~~436~~514.5392 0.00 II-A-2 ~~739~~499,~~779~~432.2660 0.00 1312,~~189~~045,~~109~~269.6421 ~~790~~551,~~805~~548.4287 0.00 II-M-1 0.00 0.00 11,529,000.00 4349,~~976~~638.7375 0.00 II-M-2 0.00 0.00 5,905,000.00 2427,~~361~~217.4187 0.00 II-M-3 0.00 0.00 5,717,000.00 3130,~~208~~796.4736 0.00 II-B 0.00 0.00 1,125,000.00 65,~~141~~185.2545 0.00 I-B-IO 0.00 0.00 0.00 0.00 0.00 II-B-IO 0.00 0.00 0.00 0.00 0.00 R 0.00 0.00 0.00 0.00 0.00 Totals 119,~~800~~436,~~667~~188.00 0.00 ~~332~~308,~~100~~278,~~773~~300.4786 1310,~~065~~750,~~050~~086.3968 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)~~ I-A-1 28,117,000.00 2420,~~165~~880,~~491~~449.5104 0.00 1,~~260~~281,~~867~~985.0386 0.00 0.00 I-A-2 20,784,000.00 20,784,000.00 0.00 0.00 0.00 0.00 I-A-3 121,862,000.00 ~~112~~103,~~014~~828,~~783~~410.6324 0.00 3,~~142~~194,~~098~~727.9034 0.00 0.00 I-M-1 10,171,000.00 10,171,000.00 0.00 0.00 0.00 0.00 I-M-2 3,423,000.00 3,423,000.00 0.00 0.00 0.00 0.00 I-M-3 1,956,000.00 1,956,000.00 0.00 0.00 0.00 0.00 I-M-4 1,956,000.00 1,956,000.00 0.00 0.00 0.00 0.00 I-M-5 1,956,000.00 1,956,000.00 0.00 0.00 0.00 0.00 I-M-6 978,000.00 978,000.00 0.00 0.00 0.00 0.00 I-B 2,934,000.00 2,934,000.00 0.00 0.00 0.00 0.00 II-A-1 144,250,000.00 ~~125~~112,~~358~~026,~~276~~927.4377 0.00 64,~~657~~460,~~921~~042.8120 0.00 0.00 II-A-2 16,028,000.00 1312,~~928~~544,~~888~~701.9081 0.00 ~~739~~499,~~779~~432.2660 0.00 0.00 II-M-1 11,529,000.00 11,529,000.00 0.00 0.00 0.00 0.00 II-M-2 5,905,000.00 5,905,000.00 0.00 0.00 0.00 0.00 II-M-3 5,717,000.00 5,717,000.00 0.00 0.00 0.00 0.00 II-B 1,125,000.00 1,125,000.00 0.00 0.00 0.00 0.00 R 0.00 0.00 0.00 0.00 0.00 0.00 Totals 378,691,000.00 ~~343~~317,~~901~~714,~~440~~488.4786 0.00 119,~~800~~436,~~667~~188.00 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 I-A-1 1,~~260~~281,~~867~~985.0386 2219,~~904~~598,~~624~~463.4818 0.~~81461836~~697033 1,~~260~~281,~~867~~985.0386 I-A-2 0.00 20,784,000.00 1.~~00000000~~000000 0.00 I-A-3 3,~~142~~194,~~098~~727.9034 ~~108~~100,~~872~~633,~~684~~682.7390 0.~~89340963~~825800 3,~~142~~194,~~098~~727.9034 I-M-1 0.00 10,171,000.00 1.~~00000000~~000000 0.00 I-M-2 0.00 3,423,000.00 1.~~00000000~~000000 0.00 I-M-3 0.00 1,956,000.00 1.~~00000000~~000000 0.00 I-M-4 0.00 1,956,000.00 1.~~00000000~~000000 0.00 I-M-5 0.00 1,956,000.00 1.~~00000000~~000000 0.00 I-M-6 0.00 978,000.00 1.~~00000000~~000000 0.00 I-B 0.00 2,934,000.00 1.~~00000000~~000000 0.00 II-A-1 64,~~657~~460,~~921~~042.8120 ~~118~~107,~~700~~566,~~354~~885.6257 0.~~82287941~~745698 64,~~657~~460,~~921~~042.8120 II-A-2 ~~739~~499,~~779~~432.2660 1312,~~189~~045,~~109~~269.6421 0.~~82287931~~751514 ~~739~~499,~~779~~432.2660 II-M-1 0.00 11,529,000.00 1.~~00000000~~000000 0.00 II-M-2 0.00 5,905,000.00 1.~~00000000~~000000 0.00 II-M-3 0.00 5,717,000.00 1.~~00000000~~000000 0.00 II-B 0.00 1,125,000.00 1.~~00000000~~000000 0.00 R 0.00 0.00 0.~~00000000~~000000 0.00 Totals 119,~~800~~436,~~667~~188.00 ~~332~~308,~~100~~278,~~773~~300.4786 0.~~87697034~~814063 119,~~800~~436,~~667~~188.00

Principal Distribution Factors Statement Class Original Beginning Scheduled ~~Unscheduled~~UnScheduled Accretion Face Certificate Principal Principal ~~Class (2)~~ Amount Balance Distribution Distribution ~~Accretion~~ I-A-1 28,117,000.00 ~~859~~742.~~46194509~~627202 0.~~00000000~~000000 4445.~~84358324~~594689 0.~~00000000~~000000 I-A-2 20,784,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 I-A-3 121,862,000.00 ~~919~~852.~~19370788~~016299 0.~~00000000~~000000 2526.~~78407461~~215944 0.~~00000000~~000000 I-M-1 10,171,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 I-M-2 3,423,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 I-M-3 1,956,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 I-M-4 1,956,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 I-M-5 1,956,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 I-M-6 978,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 I-B 2,934,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 II-A-1 144,250,000.00 ~~869~~776.~~03484527~~616484 0.~~00000000~~000000 4630.~~15543716~~918837 0.~~00000000~~000000 II-A-2 16,028,000.00 ~~869~~782.~~03474545~~674183 0.~~00000000~~000000 4631.~~15543174~~160007 0.~~00000000~~000000 II-M-1 11,529,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 II-M-2 5,905,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 II-M-3 5,717,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 II-B 1,125,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 I-B-IO 0.00 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 II-B-IO 0.00 0.~~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~~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 I-A-1 0.~~00000000~~000000 4445.~~84358324~~594689 ~~814~~697.~~61836185~~032513 0.~~81461836~~697033 4445.~~84358324~~594689 I-A-2 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 I-A-3 0.~~00000000~~000000 2526.~~78407461~~215944 ~~893~~825.~~40963327~~800355 0.~~89340963~~825800 2526.~~78407461~~215944 I-M-1 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 I-M-2 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 I-M-3 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 I-M-4 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 I-M-5 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 I-M-6 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 I-B 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 II-A-1 0.~~00000000~~000000 4630.~~15543716~~918837 ~~822~~745.~~87940811~~697647 0.~~82287941~~745698 4630.~~15543716~~918837 II-A-2 0.~~00000000~~000000 4631.~~15543174~~160007 ~~822~~751.~~87931370~~514176 0.~~82287931~~751514 4631.~~15543174~~160007 II-M-1 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 II-M-2 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 II-M-3 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 II-B 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 I-B-IO 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 II-B-IO 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 R 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000 (3) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.~~000000

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~~ I-A-1 ~~28,117,000.00~~11/25/05 3- 12/26/05 32 4.~~84125~~39375% 2420,~~165~~880,~~491~~449.5104 8281,~~511~~549.7375 0.00 ~~0.00~~ I-A-2 ~~20,784,000.00~~11/25/05 - 12/26/05 32 4.~~11125~~66375% 20,784,000.00 7586,~~953~~161.9723 0.00 ~~0.00~~ I-A-3 ~~121,862,000.00~~11/25/05 - 12/26/05 32 4.~~04125~~59375% ~~112~~103,~~014~~828,~~783~~410.6324 ~~402~~423,~~381~~966.9901 0.00 ~~0.00~~ I-M-1 ~~10,171,000.00~~11/25/05 - 12/26/05 32 4.~~29125~~84375% 10,171,000.00 3843,~~796~~791.7181 0.00 ~~0.00~~ I-M-2 ~~3,423,000.00~~11/25/05 4- 12/26/05 32 5.~~64125~~19375% 3,423,000.00 1415,~~121~~802.7885 0.00 ~~0.00~~ I-M-3 ~~1,956,000.00~~11/25/05 4- 12/26/05 32 5.~~79125~~34375% 1,956,000.00 89,~~330~~291.~~39 0.~~00 0.00 I-M-4 ~~1,956,000.00~~11/25/05 - 12/26/05 32 5.~~14125~~69375% 1,956,000.00 89,~~938~~899.9253 0.00 ~~0.00~~ I-M-5 ~~1,956,000.00~~11/25/05 6- 12/26/05 32 7.~~54125~~09375% 1,956,000.00 1112,~~373~~333.0567 0.00 ~~0.00~~ I-M-6 ~~978,000.00~~11/25/05 6- 12/26/05 32 7.~~54125~~09375% 978,000.00 56,~~686~~166.5383 0.00 ~~0.00~~ I-B ~~2,934,000.00~~11/25/05 6- 12/26/05 32 7.~~54125~~09375% 2,934,000.00 1718,~~059~~500.5850 0.00 ~~0.00~~ II-A-1 ~~144,250,000.00~~11/25/05 3- 12/26/05 32 4.~~97125~~52375% ~~125~~112,~~358~~026,~~276~~927.4377 ~~442~~450,~~514~~472.72 0.00 ~~0.00~~ II-A-2 ~~16,028,000.00~~11/25/05 - 12/26/05 32 4.~~12125~~67375% 1312,~~928~~544,~~888~~701.9081 5152,~~026~~116.1627 0.00 ~~0.00~~ II-M-1 11~~,529,000.00~~/25/05 - 12/26/05 32 4.~~29125~~84375% 11,529,000.00 4349,~~976~~638.7375 0.00 ~~0.00~~ II-M-2 11/25/05 - 12/26/05 32 5~~,905,000~~.~~00 4.64125~~19375% 5,905,000.00 2427,~~361~~261.4142 0.00 ~~0.00~~ II-M-3 ~~5,717,000.00~~11/25/05 - 12/26/05 32 6.~~14125~~69375% 5,717,000.00 3134,~~208~~016.4715 0.00 ~~0.00~~ II-B ~~1,125,000.00~~11/25/05 - 12/26/05 32 6.~~14125~~69375% 1,125,000.00 6,~~141~~693.2575 0.00 ~~0.00~~ I-B-IO ~~0.00~~N/A N/A 0.00000% ~~182~~172,~~931~~295,~~342~~213.6718 0.00 0.00 ~~0.00~~ II-B-IO ~~0.00~~N/A N/A 0.00000% ~~167~~153,~~369~~287,~~250~~430.4423 0.00 0.00 ~~0.00~~ R ~~0.00~~N/A N/A 0.00000% 0.00 0.00 0.00 ~~0.00~~ Totals ~~378,691,000.00~~ 1,~~264~~327,~~383~~662.3924 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 I-A-1 0.00 0.00 8281,~~511~~549.7375 0.00 2219,~~904~~598,~~624~~463.4818 I-A-2 0.00 0.00 7586,~~953~~161.9723 0.00 20,784,000.00 I-A-3 0.00 0.00 ~~402~~423,~~381~~966.9901 0.00 ~~108~~100,~~872~~633,~~684~~682.7390 I-M-1 0.00 0.00 3843,~~796~~791.7181 0.00 10,171,000.00 I-M-2 0.00 0.00 1415,~~121~~802.7885 0.00 3,423,000.00 I-M-3 0.00 0.00 89,~~330~~291.3900 0.00 1,956,000.00 I-M-4 0.00 0.00 89,~~938~~477.9215 0.00 1,956,000.00 I-M-5 0.00 0.00 119,~~373~~477.0515 0.00 1,956,000.00 I-M-6 0.00 0.00 54,~~686~~738.5358 0.00 978,000.00 I-B 0.00 0.00 1714,~~059~~215.5873 0.00 2,934,000.00 II-A-1 0.00 0.00 ~~442~~450,~~514~~472.72 0.00 ~~118~~107,~~700~~566,~~354~~885.6257 II-A-2 0.00 0.00 5152,~~026~~116.1627 0.00 1312,~~189~~045,~~109~~269.6421 II-M-1 0.00 0.00 4349,~~976~~638.7375 0.00 11,529,000.00 II-M-2 0.00 0.00 2427,~~361~~217.4187 0.00 5,905,000.00 II-M-3 0.00 0.00 3130,~~208~~796.4736 0.00 5,717,000.00 II-B 0.00 0.00 65,~~141~~185.2545 0.00 1,125,000.00 I-B-IO 0.00 0.00 0.00 0.00 ~~178~~168,~~809~~009,~~749~~727.6427 II-B-IO 0.00 0.00 0.00 0.00 ~~160~~148,~~184~~470,~~270~~622.7463 R 0.00 0.00 0.00 0.00 0.00 Totals 0.00 0.00 1,~~264~~313,~~383~~898.3968 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~~ I-A-1 11/25/05 - 12/26/05 28,117,000.00 34.~~84125~~39375% ~~859~~742.~~46194509~~627202 2.~~93458513~~900372 0.~~00000000~~000000 ~~0.00000000~~ I-A-2 11/25/05 - 12/26/05 20,784,000.00 4.~~11125~~66375% 1000.~~00000000~~000000 34.~~65444428~~145556 0.~~00000000~~000000 ~~0.00000000~~ I-A-3 11/25/05 - 12/26/05 121,862,000.00 4.~~04125~~59375% ~~919~~852.~~19370788~~016299 3.~~30194802~~479067 0.~~00000000~~000000 ~~0.00000000~~ I-M-1 11/25/05 - 12/26/05 10,171,000.00 4.~~29125~~84375% 1000.~~00000000~~000000 34.~~81444401~~305556 0.~~00000000~~000000 ~~0.00000000~~ I-M-2 11/25/05 - 12/26/05 3,423,000.00 45.~~64125~~19375% 1000.~~00000000~~000000 4.~~12555653~~616667 0.~~00000000~~000000 ~~0.00000000~~ I-M-3 11/25/05 - 12/26/05 1,956,000.00 45.~~79125~~34375% 1000.~~00000000~~000000 4.~~25889059~~750000 0.~~00000000~~000000 ~~0.00000000~~ I-M-4 11/25/05 - 12/26/05 1,956,000.00 5.~~14125~~69375% 1000.~~00000000~~000000 45.~~57000000~~061109 0.~~00000000~~000000 ~~0.00000000~~ I-M-5 11/25/05 - 12/26/05 1,956,000.00 67.~~54125~~09375% 1000.~~00000000~~000000 56.~~81444274~~305557 0.~~00000000~~000000 ~~0.00000000~~ I-M-6 11/25/05 - 12/26/05 978,000.00 67.~~54125~~09375% 1000.~~00000000~~000000 56.~~81444785~~305552 0.~~00000000~~000000 ~~0.00000000~~ I-B 11/25/05 - 12/26/05 2,934,000.00 67.~~54125~~09375% 1000.~~00000000~~000000 56.~~81444444~~305556 0.~~00000000~~000000 ~~0.00000000~~ II-A-1 11/25/05 - 12/26/05 144,250,000.00 34.~~97125~~52375% ~~869~~776.~~03484527~~616484 3.~~06769303~~122861 0.~~00000000~~000000 ~~0.00000000~~ II-A-2 11/25/05 - 12/26/05 16,028,000.00 4.~~12125~~67375% ~~869~~782.~~03474545~~674183 3.~~18356376~~251577 0.~~00000000~~000000 ~~0.00000000~~ II-M-1 11/25/05 - 12/26/05 11,529,000.00 4.~~29125~~84375% 1000.~~00000000~~000000 34.~~81444444~~305556 0.~~00000000~~000000 ~~0.00000000~~ II-M-2 11/25/05 - 12/26/05 5,905,000.00 45.~~64125~~19375% 1000.~~00000000~~000000 4.~~12555631~~616667 0.~~00000000~~000000 ~~0.00000000~~ II-M-3 11/25/05 - 12/26/05 5,717,000.00 6.~~14125~~69375% 1000.~~00000000~~000000 5.~~45888928~~950000 0.~~00000000~~000000 ~~0.00000000~~ II-B 11/25/05 - 12/26/05 1,125,000.00 6.~~14125~~69375% 1000.~~00000000~~000000 5.~~45888889~~950000 0.~~00000000~~000000 ~~0.00000000~~ I-B-IO N/A 0.00 0.00000% ~~935~~880.~~21148339~~835725 0.~~00000000~~000000 0.~~00000000~~000000 ~~0.00000000~~ II-B-IO N/A 0.00 0.00000% ~~892~~817.~~83229212~~712736 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) Per $1 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 I-A-1 0.~~00000000~~000000 0.~~00000000~~000000 2.~~93458513~~900372 0.~~00000000~~000000 ~~814~~697.~~61836185~~032513 I-A-2 0.~~00000000~~000000 0.~~00000000~~000000 34.~~65444428~~145556 0.~~00000000~~000000 1000.~~00000000~~000000 I-A-3 0.~~00000000~~000000 0.~~00000000~~000000 3.~~30194802~~479067 0.~~00000000~~000000 ~~893~~825.~~40963327~~800355 I-M-1 0.~~00000000~~000000 0.~~00000000~~000000 34.~~81444401~~305556 0.~~00000000~~000000 1000.~~00000000~~000000 I-M-2 0.~~00000000~~000000 0.~~00000000~~000000 4.~~12555653~~616667 0.~~00000000~~000000 1000.~~00000000~~000000 I-M-3 0.~~00000000~~000000 0.~~00000000~~000000 4.~~25889059~~750000 0.~~00000000~~000000 1000.~~00000000~~000000 I-M-4 0.~~00000000~~000000 0.~~00000000~~000000 4.~~57000000~~845169 0.~~00000000~~000000 1000.~~00000000~~000000 I-M-5 0.~~00000000~~000000 0.~~00000000~~000000 54.~~81444274~~845169 0.~~00000000~~000000 1000.~~00000000~~000000 I-M-6 0.~~00000000~~000000 0.~~00000000~~000000 54.~~81444785~~845174 0.~~00000000~~000000 1000.~~00000000~~000000 I-B 0.~~00000000~~000000 0.~~00000000~~000000 54.~~81444444~~845170 0.~~00000000~~000000 1000.~~00000000~~000000 II-A-1 0.~~00000000~~000000 0.~~00000000~~000000 3.~~06769303~~122861 0.~~00000000~~000000 ~~822~~745.~~87940811~~697647 II-A-2 0.~~00000000~~000000 0.~~00000000~~000000 3.~~18356376~~251577 0.~~00000000~~000000 ~~822~~751.~~87931370~~514176 II-M-1 0.~~00000000~~000000 0.~~00000000~~000000 34.~~81444444~~305556 0.~~00000000~~000000 1000.~~00000000~~000000 II-M-2 0.~~00000000~~000000 0.~~00000000~~000000 4.~~12555631~~609292 0.~~00000000~~000000 1000.~~00000000~~000000 II-M-3 0.~~00000000~~000000 0.~~00000000~~000000 5.~~45888928~~386804 0.~~00000000~~000000 1000.~~00000000~~000000 II-B 0.~~00000000~~000000 0.~~00000000~~000000 54.~~45888889~~609289 0.~~00000000~~000000 1000.~~00000000~~000000 I-B-IO 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 ~~914~~858.~~14040243~~926764 II-B-IO 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 ~~854~~792.~~50397388~~017446 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~~Per ~~Refer~~$1 ~~to the Prospectus Supplement for a Full Description~~denomination.

~~CERTIFICATEHOLDER~~Certificateholder ~~ACCOUNT~~Component ~~STATEMENT~~Statement ~~CERTIFICATE~~Component ~~ACCOUNT~~ Beginning ~~Balance~~Ending ~~0.00~~Beginning ~~Deposits~~Ending ~~Payments~~Ending ofPass-Through ~~Interest~~Notional ~~and~~Notional ~~Principal~~Component ~~13,166,579.55~~Component ~~Liquidations,~~Component ~~Insurance~~Class ~~Proceeds,~~Rate ~~Reserve~~Balance ~~Funds~~Balance ~~0.00~~Balance Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 506,504.24 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 13,673,083.79 Withdrawals Reimbursement for Servicer Advances 497,890.29 Payment of Service Fee 110,143.11 Payment of Interest and Principal 13,065,050.39 Total Withdrawals (Pool Distribution Amount) 13,673,083.79 Ending Balance ~~0.00~~Percentage

~~SERVICING~~ADMINISTRATION FEES Gross Servicing Fee* ~~106~~94,~~494~~598.1520 Additional Servicing Fee 3,790.48 Master Servicing Fee 3,~~648~~391.9648 Supported Prepayment/Curtailment Interest Shortfall 0.00 ~~Net~~Total ~~Servicing~~Administration ~~Fee~~Fees ~~110~~101,~~143~~780.1116 *Servicer Payees include: EMC MTG CORP; WELLS FARGO BANK, N.A.

~~OTHER~~Reserve ~~ACCOUNTS~~Accounts Account Name Beginning Current Withdrawals Current Deposits Ending ~~Account Type~~ Balance ~~Withdrawals Deposits~~ Balance Supplemental Interest ~~Reserve~~1,639.82 ~~Fund 5~~4,~~000~~445.0004 02,805.0022 0.00 ~~5,000.00~~Reserve Fund

~~LOAN~~COLLATERAL ~~STATUS STRATIFICATION/CREDIT ENHANCEMENT~~ STATEMENT ~~DELINQUENT~~Collateral ~~BANKRUPTCY~~Description ~~FORECLOSURE~~Mixed ~~REO~~Fixed ~~Total~~& NoArm ofWeighted ~~Loans~~Average NoGross ofCoupon ~~Loans~~6.427845% NoWeighted ofAverage ~~Loans~~Net NoCoupon of6.079184% ~~Loans~~Weighted NoAverage ofPass-Through ~~Loans~~Rate ~~Principal~~6.052714% ~~Balance~~Weighted ~~Principal~~Average ~~Balance~~Remaining ~~Principal~~Term ~~Balance~~326 ~~Principal~~Beginning ~~Balance~~Scheduled ~~Principal~~Collateral ~~Balance~~Loan ~~0-29~~Count ~~Days 14 0 0 14 3~~2,~~163,008.87~~305 ~~0.00~~Number ~~0.00~~Of ~~3,163,008.87~~Loans 30Paid ~~Days~~In ~~248~~Full 1548 0Ending 0Scheduled ~~263~~Collateral ~~29,949,055.65~~Loan ~~1,957,679.11~~Count ~~0.00 0.00 31~~2,~~906,734.76~~257 60Beginning ~~Days~~Scheduled ~~124~~Collateral 5Balance ~~0 0 129 14~~325,~~552~~582,~~869~~643.0041 ~~661,871.24~~Ending ~~0.00~~Scheduled ~~0.00~~Collateral 15Balance 316,~~214~~480,~~740~~349.24 90 ~~Days~~Ending 92Actual 8Collateral 13Balance 0at ~~113~~30-Nov-2005 11317,~~836~~047,~~140~~405.7944 ~~857,069.37~~Monthly ~~1,327,883.36~~P&I ~~0.00~~Constant 142,~~021~~110,~~093~~794.5228 ~~120~~Special ~~Days~~Servicing 21Fee ~~9 19~~ 0 ~~49 2,607,549~~.~~43 984,822.09 2,401,621.49 0.~~00 ~~5,993,993.01~~Realized ~~150~~Loss ~~Days~~Amount ~~7 3 18~~ 0 ~~28 570,669~~.~~30 343,428.08 2,268,757.74 0.~~00 ~~3,182,855.12~~Cumulative ~~180+~~Realized ~~Days~~Loss ~~5 10 27 3 45 550,577~~530.2842 ~~1,558,392.55~~Scheduled ~~3,155,378.99~~Principal ~~311~~366,~~049~~824.5369 ~~5,575,398.35~~Unscheduled ~~Totals~~Principal ~~497 64 77 3 641 60~~8,~~066~~735,~~861~~494.45 9,526,271.31 9,153,641.58 311,049.53 79,057,823.87 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 0.587988% 0.000000% 0.000000% 0.587988% 0.931733% 0.000000% 0.000000% 0.931733% 30 Days 10.415792% 0.629987% 0.000000% 0.000000% 11.045779% 8.822145% 0.576677% 0.000000% 0.000000% 9.398822% 60 Days 5.207896% 0.209996% 0.000000% 0.000000% 5.417892% 4.286864% 0.194969% 0.000000% 0.000000% 4.481833% 90 Days 3.863923% 0.335993% 0.545989% 0.000000% 4.745905% 3.486593% 0.252468% 0.391157% 0.000000% 4.130218% 120 Days 0.881982% 0.377992% 0.797984% 0.000000% 2.057959% 0.768110% 0.290101% 0.707450% 0.000000% 1.765661% 150 Days 0.293994% 0.125997% 0.755985% 0.000000% 1.175976% 0.168103% 0.101164% 0.668312% 0.000000% 0.937579% 180+ Days 0.209996% 0.419992% 1.133977% 0.125997% 1.889962% 0.162185% 0.459058% 0.929485% 0.091626% 1.642355% Totals 20.873583% 2.687946% 3.233935% 0.125997% 26.921462% 17.694000% 2.806170% 2.696404% 0.091626% 23.288201%83

~~DELINQUENT~~Group ~~BANKRUPTCY~~Level ~~FORECLOSURE~~Collateral ~~REO~~Statement ~~Total~~Group 1 No2 ofTotal ~~Loans~~Collateral NoDescription ofMixed ~~Loans~~Fixed NoMixed ofARM ~~Loans~~Mixed NoFixed of& ~~Loans~~Arm NoWeighted ofAverage ~~Loans~~Coupon ~~Principal~~Rate ~~Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days~~ 6.561718 ~~0 0~~ 6 ~~753,808~~.01277371 06.00427845 ~~0.00~~Weighted ~~753,808.01~~Average 30Net ~~Days~~Rate ~~140~~ 6 ~~0 0 146 15,194,331~~.11225976 ~~842,864~~5.78914190 06.00079184 ~~0.00~~Weighted ~~16,037,195.89~~Average 60Remaining ~~Days~~Term 77316 1338 0326 0Beginning 78Loan ~~8,375,990.03~~Count ~~133~~1,~~199.03~~419 ~~0.00~~886 ~~0.00 8~~2,~~509,189.06~~305 90Loans ~~Days~~Paid 74In 4Full 525 023 8348 ~~9,538,354.81~~Ending ~~409,064.26~~Loan ~~386,229.97~~Count ~~0.00 10,333,649.04 120 Days 11 2 8 0 21~~ 1,~~264,059.80~~394 ~~165,263.19~~863 ~~744,278.92 0.00~~ 2,~~173,601.91~~257 ~~150~~Beginning ~~Days~~Scheduled 4Balance ~~2 4 0 10 195~~172,~~393.46 227~~295,~~197~~213.7418 ~~332~~153,~~860.45 0.00 755~~287,~~451~~430.6523 ~~180+ Days 3 5 7 2 17 380~~325,~~509.47 597~~582,~~169~~643.2241 ~~463,556.48~~Ending ~~158,601.36~~Scheduled ~~1,599,836.53~~Balance ~~Totals 309 26 24 2 361 34~~168,~~948~~009,~~638~~727.6827 3148,~~128~~470,~~566~~622.2363 1316,~~926~~480,~~925~~349.8290 ~~158,601.36~~Record ~~40,162,732.09~~Date ~~0-29~~11/30/2005 ~~Days~~11/30/2005 ~~0.411241% 0.000000% 0.000000% 0.411241% 0.420898% 0.000000% 0.000000% 0.420898%~~ 11/30/2005 Days 9.595613% 0.411241% 0.000000% 0.000000% 10.006854% 8.483944% 0.470624% 0.000000% 0.000000% 8.954568% 60 Days 5.277587% 0.068540% 0.000000% 0.000000% 5.346127% 4.676838% 0.074373% 0.000000% 0.000000% 4.751212% 90 Days 5.071967% 0.274160% 0.342700% 0.000000% 5.688828% 5.325859% 0.228406% 0.215656% 0.000000% 5.769922% 120 Days 0.753941% 0.137080% 0.548321% 0.000000% 1.439342% 0.705804% 0.092277% 0.415577% 0.000000% 1.213658% 150 Days 0.274160% 0.137080% 0.274160% 0.000000% 0.685401% 0.109100% 0.126859% 0.185857% 0.000000% 0.421816% 180+ Days 0.205620% 0.342700% 0.479781% 0.137080% 1.165182% 0.212462% 0.333437% 0.258833% 0.088557% 0.893289% Totals 21.178890% 1.782042% 1.644962% 0.137080% 24.742975% 19.514008% 1.746874% 1.075923% 0.088557% 22.425361% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 2 No of Loans No of Loans No of Loans No of Loans No of Loans Principal ~~Balance~~And ~~Principal~~Interest ~~Balance~~Constant ~~Principal Balance Principal Balance Principal Balance 0-29 Days 8 0 0 8 2~~1,~~409~~179,~~200~~170.8698 0931,623.0030 ~~0.00~~ 2,~~409~~110,~~200~~794.8628 30Scheduled ~~Days~~Principal ~~108 9 0 0 117 14~~237,~~754,724~~043.5481 1129,~~114,814~~780.3388 ~~0.00 0.00 15~~366,~~869,538~~824.8769 60Unscheduled ~~Days~~Principal 47 4 ~~0 0 51 6~~,~~176~~048,~~878~~442.9710 ~~528~~4,~~672.21 0.00 0.00 6~~687,~~705,551~~052.1873 ~~90 Days 18 4~~ 8 ~~0 30 2~~,~~297~~735,~~785~~494.9883 ~~448,005.11~~Scheduled ~~941,653.39~~Interest ~~0.00 3~~942,~~687,444~~127.4817 ~~120 Days 10 7 11 0 28 1~~801,~~343,489~~868.6343 ~~819,558.90~~ 1,~~657~~743,~~342~~995.5760 ~~0.00~~Servicing ~~3,820,391.10~~Fee ~~150 Days 3 1 14 0 18 375~~48,~~275~~205.8462 ~~116~~46,~~230~~392.3458 194,~~935,897~~598.2920 ~~0.00~~Master ~~2,427,403.47~~Servicing ~~180+~~Fee ~~Days 2 5 20~~ 1 ~~28 170~~,~~067~~794.8174 ~~961~~1,~~223~~596.3374 ~~2,691,822.51 152,448.17~~ 3,~~975,561~~391.8248 ~~Totals~~Trustee ~~188~~Fee ~~38 53 1 280 25,118,222.77 6,397,705.08 7,226,715.76 152,448.17 38,895,091.78~~ 0~~-29 Days 0~~.~~867679%~~00 0.~~000000%~~00 0.~~000000%~~00 ~~0.867679%~~FRY ~~1.502176%~~Amount 0.~~000000%~~00 0.~~000000%~~00 10.~~502176%~~00 30Special ~~Days~~Hazard ~~11.713666%~~Fee 0.~~976139%~~00 0.~~000000%~~00 0.~~000000%~~00 ~~12.689805%~~Other ~~9.199811%~~Fee 03,561.~~695105%~~00 0229.~~000000%~~48 03,790.~~000000%~~48 ~~9.894916%~~Pool 60Insurance ~~Days~~Fee ~~5.097614%~~ 0.~~433839%~~00 0.~~000000%~~00 0.~~000000%~~00 ~~5.531453%~~Spread ~~3.851385%~~1 0.~~329636%~~00 0.~~000000%~~00 0.~~000000%~~00 ~~4.181020%~~Spread 902 ~~Days 1.952278%~~ 0.~~433839%~~00 0.~~867679%~~00 0.~~000000%~~00 Spread 3~~.253796%~~ ~~1.432707%~~ 0.~~279338%~~00 0.~~587136%~~00 0.~~000000%~~00 ~~2.299182%~~Net ~~120~~Interest ~~Days 1~~888,565.~~084599%~~81 0753,649.~~759219%~~63 1,642,215.~~193059%~~44 ~~0.000000%~~Realized ~~3.036876%~~Loss Amount 0.~~837688%~~00 0.~~511008%~~00 ~~1.033380%~~ 0.~~000000%~~00 ~~2.382076%~~Cumulative ~~150~~Realized ~~Days~~Loss 0530.~~325380%~~42 0.~~108460%~~00 1530.~~518438%~~42 ~~0.000000%~~Percentage ~~1.952278%~~of ~~0.233991%~~Cumulative ~~0.072472%~~Losses ~~1.207063%~~ 0.~~000000%~~0003 ~~1.513526% 180+ Days~~ 0.~~216920%~~0000 0.~~542299%~~0001 ~~2.169197%~~Special ~~0.108460%~~Servicing ~~3.036876%~~Fee 0.~~106040%~~00 0.~~599338%~~00 ~~1.678395%~~ 0.~~095054%~~00 ~~2.478827%~~Pass-Through ~~Totals~~Rate 206.~~390456%~~188674 ~~4.121475%~~ 5.~~748373%~~899894 06.~~108460% 30.368764% 15.661621% 3.989073% 4.505975% 0.095054% 24.251723%~~052714

~~OTHER~~Additional ~~INFORMATION~~Reporting ~~Current~~- ~~Period~~Deal ~~Class~~Level AMiscellaneous ~~Insufficient~~Reporting ~~Funds~~Yield ~~0.00~~Maintenance ~~Principal Balance of Contaminated Properties~~ 0.00 ~~Periodic Advance 506,504.24~~

~~Summary~~Additional 12Reporting ~~Month~~- ~~REO~~Group History*Level ~~New~~Miscellaneous ~~REO~~Reporting ~~Loans~~Group ~~Month REO Percentage Loans in REO~~ 1 ~~Oct-04~~3 ~~0.000%~~Mo ~~Original~~Rolling ~~Principal~~Dlq ~~Balance~~Average ~~153,000.00 Nov-04~~ 0.~~000~~151855% ~~Current~~Excess ~~Principal~~Cash ~~Balance 152~~191,~~448~~227.1729 ~~Dec-04~~Overcollateralized ~~0.000%~~Amount ~~Jan-05 0.000% Current REO Total Feb-05 0.000% Loans in REO~~ 3 ~~Mar-05 0.000% Original Principal Balance 314~~,~~700~~619,581.0019 ~~Apr-05~~OC ~~0.000%~~Deficiency ~~Current~~Amount ~~Principal Balance 311~~488,~~049~~108.5310 ~~May-05~~OC ~~0.000%~~Increase ~~Jun-05~~Amount 0.017% Jul-05 0.017% Aug-05 0.073% Sep-05 0.092% *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. Group 1 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 2 Mar-05 0.000% Original Principal Balance 161191,~~700~~227.0029 ~~Apr-05~~Specified ~~0.000%~~OC ~~Current Principal Balance 158~~4,~~601~~107,689.3629 ~~May-05~~Trigger ~~0.000%~~Event? ~~Jun-05~~YES ~~0.032%~~Extra ~~Jul-05~~Prin ~~0.033%~~Distribution ~~Aug-05 0~~191,227.~~140%~~29 ~~Sep-05 0.089% *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.~~ Group 2 123 ~~Month~~Mo ~~REO~~Rolling History*Dlq ~~New~~Average ~~REO Loans Month REO Percentage Loans in REO 1 Oct-04~~ 0.~~000~~179453% ~~Original~~Excess ~~Principal~~Cash ~~Balance 153~~138,~~000~~222.0016 ~~Nov-04~~Overcollateralized ~~0.000%~~Amount ~~Current Principal Balance 152~~4,~~448~~582,467.1785 ~~Dec-04~~OC ~~0.000%~~Deficiency ~~Jan-05~~Amount 0104,001.~~000%~~60 ~~Current~~OC ~~REO~~Increase ~~Total~~Amount ~~Feb-05 0.000% Loans in REO 1 Mar-05 0.000% Original Principal Balance 153~~142,~~000~~667.0020 ~~Apr-05~~Specified ~~0.000%~~OC ~~Current Principal Balance 152~~4,~~448~~686,469.1745 ~~May-05~~Trigger ~~0.000%~~Event? ~~Jun-05~~YES ~~0.000%~~Extra ~~Jul-05~~Prin ~~0.000%~~Distribution ~~Aug-05 0~~142,667.~~000% Sep-05 0.095% *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.~~20

~~REO~~LOAN ~~Loan~~STATUS ~~Detail~~STRATIFICATION/CREDIT -ENHANCEMENT ~~All~~STATEMENT ~~Mortgage~~DELINQUENT ~~Loans~~BANKRUPTCY inFORECLOSURE REO ~~during~~TOTAL ~~Current~~No ~~Period~~of ~~Month~~Loans ~~Loan~~No ~~First~~of ~~Original~~Loans ~~Loan~~No ~~Entered~~of ~~Payment~~Loans ~~LTV~~No atof ~~Principal~~Loans ~~Group~~No ~~Number~~of ~~REO~~Loans ~~Date~~Principal ~~State~~Balance ~~Origination~~Principal Balance ~~Group~~Principal 1Balance ~~0000079347~~Principal ~~Jun-2005~~Balance 01Principal Balance 0-~~Apr-2004~~29 MIDays 36 2 0 38 5,994,743.33 354,740.14 0.00 6,349,483.47 30 Days 2 0 0 0 2 275,244.84 0.00 0.00 0.00 275,244.84 60 Days 130 11 3 0 144 15,221,179.9544 641,~~000~~304,723.70 440,563.54 0.00 ~~Group~~16,966,466.68 90 Days 59 6 11 0 76 7,587,938.73 629,296.46 1,304,767.33 ~~0037737699~~0.00 ~~Aug-2005~~9,522,002.52 ~~01-Jun-2004~~120 NCDays 9136 9 20 0 65 4,527,841.3132 97989,~~700~~148.17 2,013,505.87 0.00 ~~Group~~7,530,495.36 150 Days 22 4 17 1 44 2,150,742.69 ~~0138115316~~460,604.78 ~~Sep-2005~~2,253,553.39 ~~01-Aug-2004~~94,424.47 MN4,959,325.33 180+ Days 44 24 57 11 136 4,982,694.06 3,393,237.43 7,186,312.23 1,149,298.13 16,711,541.85 Totals 293 90 110 12 505 34,745,641.0008 ~~153~~12,~~000~~771,753.0087 13,553,442.50 1,243,722.60 62,314,560.05 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 1.595038% 0.088613% 0.000000% 1.683651% 1.890803% 0.111889% 0.000000% 2.002692% 30 Days 0.088613% 0.000000% 0.000000% 0.000000% 0.088613% 0.086815% 0.000000% 0.000000% 0.000000% 0.086815% 60 Days 5.759858% 0.487373% 0.132920% 0.000000% 6.380151% 4.800916% 0.411523% 0.138958% 0.000000% 5.351397% 90 Days 2.614089% 0.265840% 0.487373% 0.000000% 3.367302% 2.393314% 0.198487% 0.411537% 0.000000% 3.003337% 120 Days 1.595038% 0.398759% 0.886132% 0.000000% 2.879929% 1.428128% 0.311987% 0.635080% 0.000000% 2.375195% 150 Days 0.974745% 0.177226% 0.753212% 0.044307% 1.949490% 0.678366% 0.145279% 0.710794% 0.029782% 1.564222% 180+ Days 1.949490% 1.063358% 2.525476% 0.487373% 6.025698% 1.571593% 1.070262% 2.266637% 0.362500% 5.270992% Totals 12.981834% 3.987594% 4.873726% 0.531679% 22.374834% 10.959131% 4.028342% 4.274895% 0.392283% 19.654651%

~~REO~~OTHER ~~Loan~~INFORMATION ~~Detail - All Mortgage Loans in REO during~~ Current Period ~~(continued)~~Class ~~Current~~A ~~Paid~~Insufficient ~~Current~~Funds ~~Approximate~~0.00 ~~Loan~~ Principal ~~To Months Loan Delinquent Group Number~~ Balance ~~Date~~of ~~Delinquent~~Contaminated ~~Rate~~Properties ~~Interest Group 1 0000079347 61,587~~0.7200 ~~01-Jan-2005~~Periodic 7Advance ~~8.440% 2~~560,~~024~~723.~~56 Group 1 0037737699 97,013.64 01-Jan-2005 7 6.750% 2,615.39 Group 2 0138115316 152,448.17 01-Jan-2005 7 8.625% 5,303.08~~16

~~Summary~~Delinquency 12Status ~~Month~~By ~~Foreclosure~~Group History*DELINQUENT ~~New~~BANKRUPTCY ~~Foreclosure~~FORECLOSURE REO TOTAL 1 No of Loans ~~Month~~No ~~Foreclosure~~of ~~Percentage~~Loans No of Loans inNo ~~Foreclosure~~of 28Loans ~~Oct-04~~No ~~0.000%~~of ~~Original~~Loans Principal Balance ~~3,350,471.85~~Principal ~~Nov-04~~Balance ~~0.000%~~Principal ~~Current~~Balance Principal Balance 3Principal Balance 0-29 Days 12 0 0 12 1,~~278~~457,~~884~~773.7578 ~~Dec-04~~0.00 0.~~000%~~00 ~~Jan-05~~1,457,773.78 30 Days 2 0~~.000%~~ ~~Current~~0 ~~Foreclosure~~0 ~~Total~~2 ~~Feb-05~~275,244.84 0.~~000%~~00 ~~Loans~~0.00 in0.00 ~~Foreclosure~~275,244.84 7760 ~~Mar-05~~Days 74 4 1 0 79 7,995,259.~~000%~~31 ~~Original~~480,994.44 ~~Principal~~143,208.47 ~~Balance~~0.00 98,~~313~~619,~~936~~462.1522 ~~Apr-05~~90 Days 38 2 2 0 42 4,123,147.~~000%~~12 ~~Current~~231,241.03 ~~Principal~~194,570.72 ~~Balance~~0.00 94,~~153~~548,~~641~~958.5887 ~~May-05~~120 Days 24 4 9 0 37 2,672,703.~~000%~~63 ~~Jun-~~441,639.05 832,377.61 0.~~564%~~00 ~~Jul-05~~3,946,720.29 150 Days 17 2 4 0 23 1,576,808.~~500%~~47 ~~Aug-05~~213,951.17 2330,848.~~412%~~83 ~~Sep-05~~0.00 2,121,608.~~696%~~47 *The180+ ~~text~~Days ~~reported~~38 in9 ~~the~~24 ~~above~~3 ~~table~~74 is4,265,009.74 ~~presented~~864,332.27 ~~graphically~~2,814,965.72 on265,043.16 ~~the~~8,209,350.89 ~~monthly~~Totals ~~bond~~193 ~~remittance~~33 ~~report~~40 3 269 20,908,173.11 ~~The~~3,689,931.74 ~~monthly~~4,315,971.35 ~~bond~~265,043.16 ~~remittance~~29,179,119.36 ~~report~~0-29 ~~can~~Days be0.860832% ~~viewed~~0.000000% ~~online~~0.000000% at0.860832% ~~www~~0.~~ctslink~~865929% 0.~~com~~000000% 0.000000% ~~Group~~0.865929% 130 12Days ~~Month~~0.143472% ~~Foreclosure~~0.000000% History*0.000000% ~~New~~0.000000% ~~Foreclosure~~0.143472% ~~Loans~~0.163498% ~~Month~~0.000000% ~~Foreclosure~~0.000000% ~~Percentage~~0.000000% ~~Loans~~0.163498% in60 ~~Foreclosure~~Days 115.308465% ~~Oct-04~~0.286944% 0.~~000~~071736% ~~Original~~0.000000% ~~Principal~~5.667145% ~~Balance~~4.749244% ~~960,247~~0.85285714% ~~Nov-04~~0.085067% 0.~~000~~000000% ~~Current~~5.120026% ~~Principal~~90 ~~Balance~~Days ~~931,491~~2.50725968% ~~Dec-04~~0.143472% 0.~~000~~143472% ~~Jan-05~~ 0.~~000~~000000% ~~Current~~3.012912% ~~Foreclosure~~2.449180% ~~Total~~0.137359% ~~Feb-05~~0.115576% 0.~~000~~000000% ~~Loans~~2.702116% in120 ~~Foreclosure~~Days 241.721664% ~~Mar-05~~0.286944% 0.~~000~~645624% ~~Original~~0.000000% ~~Principal~~2.654232% ~~Balance~~ 1~~,974,031~~.15587606% ~~Apr-05~~0.262337% 0.~~000~~494439% ~~Current~~0.000000% ~~Principal~~2.344382% ~~Balance~~150 Days 1~~,926,925~~.82219512% ~~May-05~~0.143472% 0.~~000~~286944% ~~Jun-05~~ 0.~~261~~000000% ~~Jul-05~~1.649928% 0.~~813~~936636% ~~Aug-05~~0.127089% 0.~~840~~196527% ~~Sep-05~~0.000000% 1.~~076~~260251% *The180+ ~~text~~Days ~~reported~~2.725968% in0.645624% ~~the~~1.721664% ~~above~~0.215208% ~~table~~5.308465% is2.533448% ~~presented~~0.513420% ~~graphically~~1.672111% on0.157438% ~~the~~4.876416% ~~monthly~~Totals ~~bond~~13.845050% ~~remittance~~2.367288% ~~report~~2.869440% ~~The~~0.215208% ~~monthly~~19.296987% ~~bond~~12.419612% ~~remittance~~2.191847% ~~report~~2.563720% ~~can~~0.157438% be17.332617% ~~viewed~~DELINQUENT ~~online~~BANKRUPTCY atFORECLOSURE ~~www.ctslink.com.~~REO ~~Group~~TOTAL 2 12No ~~Month~~of ~~Foreclosure~~Loans History*No ~~New~~of ~~Foreclosure~~Loans No of Loans ~~Month~~No ~~Foreclosure~~of ~~Percentage~~Loans No of Loans inPrincipal ~~Foreclosure~~Balance 17Principal ~~Oct-04~~Balance ~~0.000%~~Principal ~~Original~~Balance Principal Balance Principal Balance 0-29 Days 24 2 0 26 4,~~390~~536,~~224~~969.55 354,740.14 0.00 ~~Nov-04~~4,891,709.69 30 Days 0 0 0 0 0 0.~~000%~~00 ~~Current~~0.00 ~~Principal~~0.00 ~~Balance~~0.00 0.00 60 Days 56 7 2 0 65 7,225,920.13 823,729.26 297,355.07 0.00 8,347,~~393~~004.2546 ~~Dec~~90 Days 21 4 9 0 34 3,464,791.61 398,055.43 1,110,196.61 0.00 4,973,043.65 120 Days 12 5 11 0 28 1,855,137.69 547,509.12 1,181,128.26 0.00 3,583,775.07 150 Days 5 2 13 1 21 573,934.22 246,653.61 1,922,704.56 94,424.47 2,837,716.86 180+ Days 6 15 33 8 62 717,684.32 2,528,905.16 4,371,346.51 884,254.97 8,502,190.96 Totals 100 57 70 9 236 13,837,467.97 9,081,822.13 9,237,471.15 978,679.44 33,135,440.69 0-0429 Days 2.780997% 0.~~000~~231750% ~~Jan-05~~0.000000% 3.012746% 3.051102% 0.~~000~~238562% ~~Current~~0.000000% ~~Foreclosure~~3.289664% ~~Total~~30 ~~Feb-05~~Days 0.~~000~~000000% ~~Loans~~0.000000% in0.000000% ~~Foreclosure~~0.000000% 530.000000% ~~Mar-05~~0.000000% 0.~~000~~000000% ~~Original~~0.000000% ~~Principal~~0.000000% ~~Balance~~0.000000% 60 Days 6.488992% 0.811124% 0.231750% 0.000000% 7~~,339,905~~.00531866% ~~Apr-05~~4.859415% 0.~~000~~553956% ~~Current~~0.199971% ~~Principal~~0.000000% ~~Balance~~5.613342% ~~7,226,715~~90 Days 2.76433372% ~~May-05~~0.463499% 1.042874% 0.~~000~~000000% ~~Jun-05~~3.939745% 2.330065% 0.~~886~~267691% ~~Jul-05~~0.746605% 0.000000% 3.344361% 120 Days 1.390498% 0.579374% 1.274623% 0.000000% 3.244496% 1.247576% 0.368199% 0.794306% 0.000000% 2.~~244~~410081% ~~Aug-05~~150 4Days 0.~~131~~579374% ~~Sep-05~~0.231750% 41.~~506~~506373% *The0.115875% ~~text~~2.433372% ~~reported~~0.385969% in0.165874% ~~the~~1.293015% ~~above~~0.063500% ~~table~~1.908358% is180+ ~~presented~~Days ~~graphically~~0.695249% on1.738123% ~~the~~3.823870% ~~monthly~~0.926999% ~~bond~~7.184241% ~~remittance~~0.482641% ~~report~~1.700683% ~~The~~2.939721% ~~monthly~~0.594660% ~~bond~~5.717705% ~~remittance~~Totals ~~report~~11.587486% ~~can~~6.604867% be8.111240% ~~viewed~~1.042874% ~~online~~27.346466% at9.305667% ~~www~~6.~~ctslink~~107505% 6.~~com~~212179% 0.658160% 22.283511%

~~Foreclosure~~180+ ~~Loan~~Delinquency ~~Detail~~Summary -Summary ~~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 Group~~ 1 ~~0001240794~~Days ~~Jul-2005~~Number ~~01-Jun-2003~~of IAAggregate ~~93.01~~Percentage ~~67,894.02~~of ~~Group~~Number 1of ~~0008841277~~Aggregate ~~Sep-2005~~Percentage ~~01-Oct-2001~~of NVDelinquent ~~85.00~~Loans ~~106,250.00~~Outstanding ~~Group~~Balance(%) 1Loans ~~0009333178~~Oustanding ~~Sep-2005~~Balance(%) ~~01-Nov-2004~~Balance($) IDBalance($) ~~101.05~~180 ~~115,700.85 Group 1 0009468890 Sep~~-~~2005~~ ~~01-Jan-2002~~209 OK62 ~~88.70 55~~7,~~000.00 Group 1 0009816183 Jul-2005 01-Aug-2003 TX 101.84 106~~971,~~927~~703.28 Group 1 0011223609 Jul-2005 01-Dec-2002 MD 100.00 99,000.00 Group 1 0039575907 Sep-2005 01-Jun-2004 OR 98.45 56,119.00 Group 1 0084426162 Aug-2005 01-Oct-2004 IL 95.00 74,100.00 Group 1 0127079721 Jul-2005 01-Apr-2003 IN 85.00 56,950.00 Group 1 0133595611 Jun-2005 01-Jan-2004 FL 86.36 85,500.00 Group 1 0133852749 Aug-2005 01-Jan-2004 AL 100.00 32,000.00 Group 1 0133919035 Sep-2005 01-Jan-2004 AR 80.00 60~~,800.00~~ Group 1 0134069699 Jul-2005 01-Feb-2004 WI 70.00 44,100.00 Group 1 0134959899 Sep-2005 01-Apr-2004 AR 97.00 79,831.00 Group 1 0135736437 Sep-2005 01-May-2004 GA 70.00 45,360.00 Group 1 0136533973 Jul-2005 01-Jul-2004 FL 73.28 54,962.00 Group 1 0136751633 Sep-2005 01-Jun-2004 NY 80.00 113,600.00 Group 1 0137101333 Jun-2005 01-Jun-2004 WI 75.00 45,000.00 Group 1 0137241691 Sep-2005 01-Jun-2004 NC 85.00 68,000.00 Group 1 0137862868 Sep-2005 01-Aug-2004 CA 95.00 156,750.00 Group 1 0138179395 Jun-2005 01-Aug-2004 TX 80.00 98,400.00 Group 1 0139451918 Jul-2005 01-Oct-2004 LA 90.00 121,500.00 Group 1 0139915151 Sep-2005 01-Nov-2004 AZ 95.00 102,837.00 Group 1 0193484326 Aug-2005 01-Mar-2004 WA 99.98 127,450.00 Group 2 ~~0000426443 Jul-2005 04-Feb-2004 NC 100~~.00514 ~~136,735.00 Group 2 0009835034 Aug-2005 01-Jun-2002 TX 98.~~43 ~~133~~5,~~371.00 Group 2 0011003976 Jun-2005 01-Sep-2004 ID 75.00 102~~305,~~000~~105.0020 ~~Group 2 0011005417 Jul-2005 01-Dec-2004 LA 73~~3.66151 ~~74,400.00~~210 ~~Group 2 0018748822 Jul~~-~~2005~~ ~~01-May-1999~~239 NC27 ~~76.48 156,800.00 Group~~ 2 ~~0037078367 Jun-2005 01-Feb-2004 NC 100.00 74~~,~~000.00 Group 2 0037443678 Sep-2005 01-Apr-2004 KY 94.18 130~~944,~~915~~291.0010 ~~Group 2 0082690892 Aug-2005 01-Dec-2003 WA 77~~0.42929 ~~144,000.00~~14 ~~Group 2 0126759216 Sep-2005 01-Apr-2003 NC 90.00 58~~1,~~500.00 Group 2 0129115952 Aug-2005 01-Jul-2003 AR 89.50 80~~341,~~100~~026.0070 ~~Group 2 0129262416 Jun-2005 01-Jul-2003 WI 80~~0.00797 ~~135,200.00~~240 ~~Group 2 0129372264 Jul~~-~~2005~~ ~~01-Aug-2003~~269 OK18 ~~85.00 106,250.00 Group~~ 2 ~~0129402632 Aug-2005 01-Jul-2003 CA 41.40 89~~,~~000.00 Group 2 0130748676 Sep-2005 01-Aug-2003 NC 100.00 116~~273,~~900~~276.0076 ~~Group 2 0130804032 Jun-2005 01-Dec-2003 NC 85~~0.00717 ~~79,305.00~~6 ~~Group 2 0131142838 Sep-2005 01-Sep-2003 IN 90.00 130~~443,~~500~~896.0039 ~~Group 2 0133735548 Sep-2005 01-Jan-2004 CT 86~~0.92264 ~~226,000.00~~270 ~~Group 2 0133971861 Aug~~-~~2005~~ ~~01-Feb-2004~~299 OH20 ~~90.00 99,900.00 Group~~ 2 ~~0134862457 Aug-2005 01-Dec-2004 MA 79.40 100~~,~~000.00 Group 2 0135229995 Sep-2005 01-May-2004 MO 85.00 72~~490,~~250~~439.0045 ~~Group 2 0135230282 Sep-2005 01-Apr-2004 IL 80~~0.00786 ~~46,800.00~~9 ~~Group 2 0135474393 Aug-2005 01-May-2004 IL 93.56 250~~927,~~000~~047.0075 ~~Group 2 0135810349 Aug-2005 01-May-2004 MD 90~~0.00551 ~~168,~~300~~.00~~ ~~Group 2 0135923126 Aug~~-~~2005~~ ~~01-May-2004~~329 WI8 ~~74.17 112~~774,~~000~~112.00 Group 2 0135933265 Jul-2005 01-May-2004 WI 83.83 70,000.00 Group 2 0136178134 Jul-2005 01-May-2004 AZ 80.00 93,440.00 Group 2 0136614864 Jul-2005 01-Jul-2004 MI 95.00 157,700.00 Group 2 0136636602 Aug-2005 01-May-2004 MI 65~~.00~~ ~~33,475~~0.00244 ~~Group~~ 2 ~~0136940046 Sep-2005 01-Jun-2004 NC 85.00 127~~192,~~500~~274.~~00 Group 2 0137013371 Jun-2005 01-Jun-2004 AL~~ 85~~.00~~ ~~111,350~~0.00114 ~~Group~~330 ~~2 0137122727 Jul~~-~~2005~~ ~~01-Jun-2004~~359 WA1 ~~80.00 440~~257,~~000~~718.0029 ~~Group 2 0137267084 Jul-2005 01-Jun-2004 MN 62~~0.15081 ~~110,000.00~~0 ~~Group 2 0137396461 Sep-2005 01-Jul-2004 NC 95~~0.00 ~~139,555~~0.~~00 Group 2 0137712998 Sep-2005 01-Jul-2004 OH 85.00 95,200.00 Group 2 0137787297 Aug-2005 01-Aug-2004 TX 80.00 69,600.00 Group 2 0137879862 Sep-2005 01-Jul-2004 MN 79.20 198,~~000~~.00~~ ~~Group~~Total 2136 ~~0137900502 Aug-2005 01-Jul-2004 WI 95.00 306~~16,~~375.00 Group 2 0138542535 Jul-2005 01-Oct-2004 NM 85.00 118~~711,~~150~~541.00 Group 2 0138581418 Sep-2005 01-Sep-2004 UT 89.77 237,000.00 Group 2 0138880794 Sep-2005 01-Sep-2004 IA 100.00 77,000.00 Group 2 0138999479 Jul-2005 28-Aug-2004 NJ 90.00 162,000.00 Group 2 0139024095 Jul-2005 01-Sep-2004 MO 90.00 112,500.00 Group 2 0139177364 Jul-2005 01-Sep-2004 IA 95.00 38,000.00 Group 2 0139439889 Aug-2005 01-Oct-2004 VA 80.00 138,400.00 Group 2 0139575047 Sep-2005 01-Oct-2004 VA 84.98 217,554.00 Group 2 0139824619 Aug-2005 01-Nov-2004 IA 87.26 82,900.00 Group 2 0140119793 Sep-2005 01-Nov-2004 RI 80.00 164,000.00 Group 2 0140282021 Sep-2005 01-Nov-2004 TN 85~~.00~~ ~~96,050~~5.00271 ~~Group~~74 ~~2 0140645268 Jul-2005 01-Nov-2004 SC 90.00 135~~8,~~630.00 Group 2 0601498140 Jul-2005 01-Jan-2003 CA 77.44 484~~209,~~000~~350.0089 ~~Group 2 2000033735 Aug-2005 01-Nov-2004 GA 78~~4.~~04 174,800.00 Group 2 7014460229 Sep-2005 20-Aug-1992 CA 90.00 256,500.00 Group 2 9101114695 Aug-2005 01-Sep-2004 WI 100.00 70,000.00~~877

~~Foreclosure~~180+ ~~Loan~~Delinquency ~~Detail~~Summary ~~- All Mortgage Loans in Foreclosure during Current Period~~ (continued) ~~Current~~Group ~~Paid~~2 ~~Current~~Days ~~Approximate~~Number ~~Loan~~of ~~Principal~~Aggregate ToPercentage ~~Months~~of ~~Loan~~ Delinquent ~~Group~~Loans ~~Number~~Outstanding Balance ~~Date Delinquent Rate Interest Group 1 0001240794 65,112.69 01-Apr-2005 4 7.000~~(%) ~~1,759.27~~Balance($) ~~Group~~180 ~~1 0008841277 90,060.53 01~~-~~Apr-2005~~ 4209 ~~7.125%~~19 2,~~462.27 Group 1 0009333178 114~~666,~~751~~598.0240 ~~01-Apr-2005 4 7.250% 3,339.91 Group~~ 1 ~~0009468890 52,920~~.13793 ~~01-Apr-2005~~210 ~~4 7.500% 1,595.36 Group 1 0009816183 103,907.96 01~~-~~May-2005~~ 3239 7.500% 3,027.51 Group 1 0011223609 96,405.43 01-Feb-2005 6 6.500% 2,499.65 Group 1 0039575907 54,671.63 01-Mar-2005 5 5.875% 1,220.06 Group 1 0084426162 73,810.18 01-Feb-2005 6 9.000% 2,611.07 Group 1 0127079721 55,959.24 01-Feb-2005 6 8.250% 1,804.20 Group 1 0133595611 84,668.37 01-Apr-2005 4 8.750% 2,906.63 Group 1 0133852749 31,556.29 01-Mar-2005 5 6.750% 852.19 Group 1 0133919035 57,262.41 01-May-2005 3 6.625% 1,515.23 Group 1 0134069699 43,740.46 01-Feb-2005 6 8.750% 1,545.13 ~~Group~~ 1 ~~0134959899 78~~,~~928.42 01-Apr-2005 4 6.875% 2~~603,~~174~~264.~~74 Group 1 0135736437 44,882.89 01-May-2005 3 7.250% 1,307.97 Group 1 0136533973 53,552.78 01-Feb-2005 6 6.000% 1,224.~~40 ~~Group~~ 1 ~~0136751633 112,703~~.86078 ~~01-May-2005~~240 ~~3 8.375% 3,812.87 Group 1 0137101333 44,827.18 01~~-~~Jan-2005~~ 7269 ~~9.750%~~12 1,~~769.90 Group 1 0137241691 67~~829,~~472~~380.85 01-May-2005 3 8.375% 2,282.65 Group 1 0137862868 155,566.18 01-Apr-2005 4 7.000% 4,367.65 Group 1 0138179395 95,261.21 01-Jan-2005 7 5.875% 2,117.38 Group 1 0139451918 121,135.53 01-Mar-2005 5 10.000% 4,914.14 Group 1 0139915151 102,271.58 01-Apr-2005 4 6.500% 2,658.27 Group 1 0193484326 125,497.00 01-Mar-2005 5 6.875% 3,454.37 Group 2 0000426443 135,503.07 04-Jan-2005 7 8.600% 4,567.12 Group 2 0009835034 126,054.16 01-Feb-2005 6 6.125% 2,473.70 Group 2 0011003976 101,240.35 01-Jan-2005 7 6.450% 2,505.08 Group 2 0011005417 74,193.33 01-Feb-2005 6 8.990% 2,621.58 Group 2 0018748822 144,335.56 01-Feb-2005 6 5.046% 2,713.87 Group 2 0037078367 72,883.03 01-Jan-2005 7 4.875% 1~~,395~~.26230 ~~Group~~270 ~~2 0037443678 128,671.97 01~~-~~Mar-2005~~ 5 5.125% 2,473.34 Group 2 0082690892 141,688.38 01-Mar-2005 5 6.500% 3,535.03 Group 2 0126759216 57,714.14 01-May-2005 3 9.875% 2,247.14 Group 2 0129115952 79,107.20 01-Feb-2005 6 10.375% 3,102.82 Group 2 0129262416 132,982.89 01-Jan-2005 7 10.500% 4,968.13 Group 2 0129372264 104,685.45 01-May-2005 3 9.125% 3,563.14 Group 2 0129402632 87,539.78 01-Mar-2005 5 9.375% 3,024.50 Group 2 0130748676 114,555.82 01-Apr-2005 4 9.500% 3,429.03 Group 2 0130804032 78,502.69 01-Jan-2005 7 8.875% 2,735.87 Group 2 0131142838 128,587.22 01-Apr-2005 4 7.875% 3,945.04 Group 2 0133735548 223,238.36 01-Apr-2005 4 7.625% 6,616.56 Group 2 0133971861 98,299~~.99~~ ~~01-Feb-2005~~11 ~~6 5.000%~~ 1,~~935.41 Group 2 0134862457 99~~563,~~666~~391.7970 ~~01-Feb-2005 6 8.100% 3,151.78 Group 2 0135229995 71,750.36 01-Feb-2005 6 8.000% 2,310.17 Group 2 0135230282 46,368.48 01-Mar-2005 5 7.500%~~ 1~~,397~~.30051 ~~Group~~300 ~~2 0135474393 248,044.19 01~~-~~Feb-2005~~ 6329 ~~7.375% 7,339.53 Group 2 0135810349 166,722.29 01-Mar-2005 5~~ 6~~.950%~~ 4581,~~641~~837.8180 ~~Group 2 0135923126 111,058~~0.88391 ~~01-Apr-2005~~330 ~~4 8.125% 3,638.85 Group 2 0135933265 69,373.79 01~~-~~Feb-2005~~ 6359 ~~6.750%~~ 1~~,871.89~~ ~~Group 2 0136178134 92~~257,~~676~~718.15 01-Mar-2005 5 8.125% 3,034.35 Group 2 0136614864 156,739.85 01-Mar-2005 5 8.500% 5,377.28 Group 2 0136636602 33,199.77 01-Apr-2005 4 9.375% 1,260.99 Group 2 0136940046 126,763.31 01-Apr-2005 4 9.375% 4,814.28 Group 2 0137013371 110,446.01 01-Feb-2005 6 6.625% 2,922.65 Group 2 0137122727 434,852.47 01-Mar-2005 5 5.250% 9,026.30 Group 2 0137267084 109,382.99 01-Feb-2005 6 8.750% 3,864.25 Group 2 0137396461 138,769.24 01-May-2005 3 9.500% 5,345.50 Group 2 0137712998 94,590.65 01-May-2005 3 8.875% 3,397.26 Group 2 0137787297 69,254.16 01-Mar-2005 5 8.500% 2,375.97 Group 2 0137879862 196,317.53 01-Apr-2005 4 6.950% 5,470.79 Group 2 0137900502 303,300.91 01-Mar-2005 5 5.500% 6,757.68 Group 2 0138542535 117,862.02 01-Mar-2005 5 10.500% 5,027.29 ~~Group 2 0138581418 235,703~~0.79173 ~~01-May-2005~~Total ~~3 8.625% 8,219.85 Group 2 0138880794 76,679.63 01-May-2005 3 9.950% 3,097.~~62 ~~Group 2 0138999479 161,281.67 31-Jan-2005 6 7.600% 4,920.26 Group 2 0139024095 111,609.41 01-Apr-2005 4 6.125% 2,726.50 Group 2 0139177364 37,826.79 01-Mar-2005 5~~ 8~~.250% 1~~,~~258.32 Group 2 0139439889 137~~502,~~840~~190.0196 ~~01-May-2005 3 9.500%~~ 5~~,309~~.76716 ~~Group~~This 2report ~~0139575047~~includes ~~216,855.92~~all ~~01-Apr-2005~~loans 4greater ~~9.950%~~than ~~8,530.52~~180 ~~Group~~days 2delinquent ~~0139824619~~regardless ~~82,394.04~~of ~~01-Mar-2005~~status ~~5 5.250% 1~~(REO,~~710.44~~ ~~Group 2 0140119793 163~~Foreclosure,~~258.17~~ ~~01-Apr-2005 4 7~~Bankruptcy).500% 4,924.06 Group 2 0140282021 95,670.48 01-May-2005 3 8.950% 3,466.02 Group 2 0140645268 135,280.44 01-Feb-2005 6 8.250% 4,497.34 Group 2 0601498140 468,694.00 01-Feb-2005 6 5.775% 10,276.05 Group 2 2000033735 174,800.00 01-Feb-2005 6 5.125% 3,368.55 Group 2 7014460229 231,898.18 20-Mar-2005 4 7.000% 6,267.72 Group 2 9101114695 70,000.00 01-Mar-2005 5 7.490% 2,038.75

REO Detail - All Mortgage Loans in REO during Current Period

~~COLLATERAL~~Summary ~~STATEMENT~~12 ~~Collateral~~Month ~~Description~~REO ~~Mixed~~History* ~~Fixed~~New &REO ~~Arm~~Loans ~~Weighted~~Month ~~Average~~REO ~~Gross~~Percentage ~~Coupon~~Loans 6in REO 2 Jan-05 0.~~398322~~000% ~~Weighted~~Original ~~Average~~Principal ~~Net~~Balance ~~Coupon~~203,000.00 6Feb-05 0.~~033513~~000% ~~Weighted~~Current ~~Average~~Principal ~~Pass~~Balance 200,866.27 Mar-~~Through~~05 ~~Rate~~0.000% 6Apr-05 0.~~021013~~000% ~~Weighted~~Current ~~Average~~REO ~~Maturity(Stepdown~~Total ~~Calculation)~~May-05 ~~328~~0.000% ~~Beginning~~Loans ~~Scheduled~~in ~~Collateral~~REO ~~Loan~~12 ~~Count~~Jun-05 20.017% Original Principal Balance 1,~~436~~253,475.00 ~~Number~~Jul-05 Of0.017% Current Principal Balance 1,243,722.60 Aug-05 0.073% Sep-05 0.092% Oct-05 0.150% Nov-05 0.320% Dec-05 0.392% *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. Group 1 12 Month REO History* New REO Loans ~~Paid~~Month InREO ~~Full~~Percentage 55Loans ~~Ending~~in ~~Scheduled~~REO ~~Collateral~~1 ~~Loan~~Jan-05 ~~Count~~0.000% 2Original Principal Balance 108,~~381~~000.00 ~~Beginning~~Feb-05 ~~Scheduled~~0.000% ~~Collateral~~Current Principal Balance ~~350~~106,~~300,593~~441.1180 ~~Ending~~Mar-05 ~~Scheduled~~0.000% ~~Collateral~~Apr-05 0.000% Current REO Total May-05 0.000% Loans in REO 3 Jun-05 0.032% Original Principal Balance ~~338~~269,~~994,020~~700.3800 ~~Ending~~Jul-05 ~~Actual~~0.033% ~~Collateral~~Current Principal Balance at265,043.16 ~~31-~~Aug-~~2005~~05 ~~339,475,875~~0.57140% ~~Monthly~~Sep-05 ~~P&I~~0.089% ~~Constant~~Oct-05 ~~2,252,248~~0.72090% ~~Special~~Nov-05 ~~Servicing~~0.092% ~~Fee~~Dec-05 0.00157% ~~Prepayment~~*The ~~Penalties~~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. Group 2 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 1 Jan-05 0.000% Original Principal Balance 95,000.00 ~~Realized~~Feb-05 ~~Loss~~0.000% ~~Amount~~Current Principal Balance 94,424.47 Mar-05 0.00000% ~~Cumulative~~Apr-05 ~~Realized~~0.000% ~~Loss~~Current REO Total May-05 0.00000% ~~Scheduled~~Loans in REO 9 Jun-05 0.000% Original Principal ~~384~~Balance 983,~~468~~775.7300 ~~Unscheduled~~Jul-05 0.000% Current Principal 10Balance 978,~~922,104~~679.0144 Aug-05 0.000% Sep-05 0.095% Oct-05 0.217% Nov-05 0.576% Dec-05 0.658% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

~~Miscellaneous~~REO ~~Reporting~~Loan ~~Yield~~Detail ~~Maintenance~~- 0All Mortgage Loans in REO during Current Period Month Loan First Original Loan Entered Payment LTV at Principal Group Number REO Date State Origination Balance Group 1 0000079347 Jun-2005 01-Apr-2004 MI 60.95 64,000.00 Group 1 0003299260 Dec-2005 01-Oct-2002 OK 90.00 108,000.00 Group 1 0037737699 Aug-2005 01-Jun-2004 NC 91.31 97,700.00 Group 2 0037078367 Nov-2005 01-Feb-2004 NC 100.00 74,000.00 Group 2 0135229995 Nov-2005 01-May-2004 MO 85.00 72,250.00 Group 2 0136614864 Oct-2005 01-Jul-2004 MI 95.00 157,700.00 Group 2 0136636602 Oct-2005 01-May-2004 MI 65.00 33,475.00 Group 2 0136940046 Nov-2005 01-Jun-2004 NC 85.00 127,500.00 Group 2 0138115316 Sep-2005 01-Aug-2004 MN 90.00 153,000.00 Group 2 0139045884 Dec-2005 01-Sep-2004 MI 100.00 95,000.00 Group 2 0140282021 Nov-2005 01-Nov-2004 TN 85.00 96,050.00 Group 2 2000033735 Nov-2005 01-Nov-2004 GA 78.04 174,800.00

~~Group~~REO ~~Level~~Loan ~~Collateral~~Detail ~~Statement~~- ~~Group~~All 1Mortgage 2Loans ~~Total~~in ~~Collateral~~REO ~~Description~~during ~~Mixed~~Current ~~Fixed~~Period ~~Mixed~~(continued) ~~ARM~~Current ~~Mixed~~Paid ~~Fixed~~Current &Approximate ~~Arm~~Loan ~~Weighted~~Principal ~~Average~~To ~~Coupon~~Months ~~Rate~~Loan ~~6.579678~~Delinquent ~~6.200104~~Group ~~6.398322~~Number ~~Weighted~~Balance ~~Average~~Date ~~Net~~Delinquent Rate ~~6.216505~~Interest ~~5.833506~~Group ~~6.033513 Weighted Average Maturity 317 340 328 Beginning Loan Count~~ 1~~,485~~ ~~951~~0000079347 261,~~436~~587.72 ~~Loans~~01-Apr-2005 ~~Paid~~7 In8.440% ~~Full~~3,223.45 26Group ~~29 55 Ending Loan Count~~ 1~~,459~~ ~~922~~0003299260 2106,~~381~~441.80 ~~Beginning~~01-Feb-2005 ~~Scheduled~~9 ~~Balance 182,931,342~~7.67675% ~~167~~5,~~369,250~~076.4466 ~~350,300,593.11~~Group ~~Ending~~1 ~~Scheduled~~0037737699 ~~Balance 178~~97,~~809,749~~013.64 ~~160,184,270.74 338,994,020.38 Record Date 08/31/~~01-Jan-2005 ~~08/31/2005~~10 ~~08/31/2005~~6.750% ~~Principal And Interest Constant 1~~4,~~247,004~~178.71 ~~1,005,244.01~~Group 2~~,252,248.72~~ ~~Scheduled~~0037078367 ~~Principal 243~~72,~~980~~883.3403 ~~140,488.39~~01-Jan-2005 ~~384,468.73 Unscheduled Principal 3,877,612.70 7,044,491.31~~ 10~~,922,104.01~~ ~~Scheduled Interest 1,003,024~~4.37875% ~~864~~2,~~755~~227.6288 ~~1,867,779.99~~Group ~~Servicing~~2 ~~Fees~~0135229995 5571,~~363~~750.0936 ~~51,131.06~~01-Feb-2005 ~~106,494.15~~9 ~~Master Servicing Fees 1,905~~8.53000% ~~1,743.43~~ 3,~~648~~692.9611 ~~Trustee~~Group ~~Fee~~2 ~~0.00~~0136614864 0156,739.0085 ~~0.00~~01-Mar-2005 ~~FRY~~8 ~~Amount 0~~8.00500% 08,594.0095 ~~0.00~~Group ~~Special~~2 ~~Hazard~~0136636602 ~~Fee 0~~33,199.0077 ~~0.00~~01-Apr-2005 ~~0.00~~7 ~~Other Fee 0~~9.00375% 02,015.0070 ~~0.00~~Group ~~Pool~~2 ~~Insurance~~0136940046 ~~Fee 0~~126,763.0031 ~~0.00~~01-Apr-2005 ~~0.00~~7 ~~Spread 1 0~~9.00375% 07,696.0028 ~~0.00~~Group ~~Spread~~ 2 ~~0.00~~0138115316 0152,448.0017 ~~0.00~~01-Jan-2005 ~~Spread~~10 ~~3 0~~8.00625% 08,476.0066 ~~0.00~~Group ~~Net~~2 ~~Interest~~0139045884 ~~945~~94,~~755~~424.7547 ~~811,881.13~~01-Jun-2005 ~~1,757,636.88~~5 ~~Realized Loss Amount 0~~8.00750% 04,676.00 ~~0.00~~Group ~~Cumulative~~2 ~~Realized~~0140282021 ~~Loss 0~~95,670.0048 ~~0.00~~01-May-2005 ~~0.00~~6 ~~Percentage of Cumulative Losses 0~~8.~~0000~~950% 05,540.~~0000~~70 ~~0.0000~~Group ~~Prepayment~~2 ~~Penalties~~2000033735 0174,800.00 ~~0.00 0.00 Special Servicing Fee 0.00 0.00 0.00 Pass~~01-~~Through~~Feb-2005 ~~Rate~~9 65.~~204005~~125% 5,389.~~821006 6.021013~~68

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

~~Miscellaneous~~Summary ~~Reporting~~12 ~~Group~~Month 1Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 27 Jan-05 0.000% Original Principal Balance 3,017,789.62 MoFeb-05 ~~Rolling~~0.000% ~~Dlq~~Current ~~Average~~Principal Balance 2,959,155.60 Mar-05 0.~~108456~~000% ~~Excess~~Apr-05 ~~Cash~~0.000% ~~281~~Current Foreclosure Total May-05 0.000% Loans in Foreclosure 110 Jun-05 0.564% Original Principal Balance 13,~~372~~895,092.91 ~~Overcollateralized~~Jul-05 ~~Amount~~1.500% 2Current Principal Balance 13,~~874~~553,~~440~~442.4450 OCAug-05 ~~Deficiency~~2.412% ~~Amount~~Sep-05 2.696% Oct-05 3.839% Nov-05 3.708% Dec-05 4.275% *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. Group 1 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 7 Jan-05 0.000% Original Principal Balance 620,~~233~~504.62 Feb-05 0.000% Current Principal Balance 603,~~248~~721.8626 OCMar-05 ~~Increase~~0.000% ~~Amount~~Apr-05 ~~281~~0.000% Current Foreclosure Total May-05 0.000% Loans in Foreclosure 40 Jun-05 0.261% Original Principal Balance 4,~~372~~504,963.9150 ~~Specified~~Jul-05 OC0.813% Current Principal Balance 4,~~107~~315,~~689~~971.2935 ~~Trigger~~Aug-05 ~~Event?~~0.840% ~~YES~~Sep-05 ~~Extra~~1.076% ~~Prin~~Oct-05 ~~Distribution~~2.269% ~~281,372~~Nov-05 2.91298% Dec-05 2.564% *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. Group 2 312 MoMonth ~~Rolling~~Foreclosure ~~Dlq~~History* ~~Average~~New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 20 Jan-05 0.~~130694~~000% ~~Excess~~Original ~~Cash~~Principal ~~212~~Balance 2,~~721~~397,285.3700 ~~Overcollateralized~~Feb-05 ~~Amount~~0.000% 4Current Principal Balance 2,~~018~~355,~~806~~434.4834 OCMar-05 ~~Deficiency~~0.000% ~~Amount~~Apr-05 ~~667,662~~0.97000% OCCurrent ~~Increase~~Foreclosure ~~Amount~~Total ~~212~~May-05 0.000% Loans in Foreclosure 70 Jun-05 0.886% Original Principal Balance 9,~~721~~390,129.3741 ~~Specified~~Jul-05 OC2.244% 4Current Principal Balance 9,~~686~~237,~~469~~471.4515 ~~Trigger~~Aug-05 ~~Event?~~4.131% ~~YES~~Sep-05 ~~Extra~~4.506% ~~Prin~~Oct-05 ~~Distribution~~5.591% Nov-05 5.294% Dec-05 6.212~~,721~~% *The text reported in the above table is presented graphically on the monthly bond remittance report.37 The monthly bond remittance report can be viewed online at www.ctslink.com.

~~Prepayment~~Foreclosure Loan Detail - ~~Prepayments~~All Mortgage Loans in Foreclosure during Current Period ~~Summary~~Month ~~Loans~~Loan ~~Paid~~First InOriginal ~~Full~~Loan ~~Repurchased~~Entered ~~Loans~~Payment ~~Original~~LTV ~~Current~~at ~~Original~~Principal ~~Current~~Group ~~Principal~~Number ~~Principal~~FC ~~Principal~~Date ~~Principal~~State Origination Balance Group ~~Count~~1 ~~Balance~~0000213859 ~~Balance~~Oct-2005 ~~Count~~01-Nov-2003 ~~Balance~~IN ~~Balance~~98.61 107,484.31 Group 1 260001240794 3Jul-2005 01-Jun-2003 IA 93.01 67,~~933~~894.02 Group 1 0001878900 Nov-2005 01-Sep-2004 IN 99.51 77,~~982~~619.72 Group 1 0002097939 Oct-2005 01-Sep-2004 TX 99.56 90,597.89 Group 1 0002710381 Dec-2005 01-Oct-2003 MI 84.75 150,000.00 Group 1 0004755176 Oct-2005 01-Feb-1998 CA 64.67 970,000.00 Group 1 0008075773 Oct-2005 01-May-2000 MO 98.73 27,150.00 Group 1 0008356568 Dec-2005 01-Mar-2001 NC 98.56 103,500.00 Group 1 0008437888 Dec-2005 01-Mar-2005 IL 107.28 59,002.65 Group 1 0008747112 Oct-2005 01-Sep-2001 NY 74.45 242,000.00 Group 1 0008841277 Sep-2005 01-Oct-2001 NV 85.00 106,250.00 Group 1 0009333178 Sep-2005 01-Nov-2004 ID 101.05 115,700.85 Group 1 0009468890 Sep-2005 01-Jan-2002 OK 88.70 55,000.00 Group 1 0009816183 Jul-2005 01-Aug-2003 TX 101.84 106,927.28 Group 1 0021883624 Dec-2005 01-May-2003 TX 98.45 63,503.00 Group 1 0022752364 Nov-2005 01-Dec-2004 IN 97.94 61,213.00 Group 1 0037157021 Dec-2005 01-Mar-2004 NC 97.00 58,685.00 Group 1 0039575907 Sep-2005 01-Jun-2004 OR 98.45 56,119.00 Group 1 0084426162 Aug-2005 01-Oct-2004 IL 95.00 74,100.00 Group 1 0127079721 Jul-2005 01-Apr-2003 IN 85.00 56,950.00 Group 1 0127569218 Oct-2005 01-May-2003 NC 90.00 45,900.00 Group 1 0132548181 Oct-2005 01-Nov-2003 MA 89.51 145,000.00 Group 1 0133046037 Nov-2005 01-Dec-2003 MS 58.33 35,000.00 Group 1 0133595611 Jun-2005 01-Jan-2004 FL 86.36 385,~~815~~500.00 Group 1 0133821470 Oct-2005 01-Feb-2004 GA 98.50 94,~~007~~260.3400 0Group 01 0133852749 Aug-2005 01-Jan-2004 AL 100.00 032,000.00 Group 21 290134069699 6Jul-2005 01-Feb-2004 WI 70.00 44,~~983~~100.00 Group 1 0136019841 Oct-2005 01-May-2004 NY 79.66 69,~~929~~300.00 6Group 1 0136751633 Sep-2005 01-Jun-2004 NY 80.00 113,~~892~~600.00 Group 1 0136836392 Nov-2005 01-Jun-2004 FL 69.17 175,~~664~~000.00 Group 1 0137845848 Oct-2005 01-Aug-2004 SC 84.72 61,000.00 Group 1 0137862868 Sep-2005 01-Aug-2004 CA 95.00 156,750.00 Group 1 0138179395 Jun-2005 01-Aug-2004 TX 80.00 98,400.00 Group 1 0138940713 Nov-2005 01-Sep-2004 TN 74.00 37,000.00 Group 1 0139112361 Dec-2005 01-Apr-2004 KY 97.42 107,158.97 Group 1 0139451918 Jul-2005 01-Oct-2004 LA 90.00 121,500.00 Group 1 0139915151 Sep-2005 01-Nov-2004 AZ 95.00 102,837.00 Group 1 0193484326 Aug-2005 01-Mar-2004 WA 99.98 127,450.00 Group 1 0222719569 Dec-2005 01-Feb-2005 TX 98.31 78,655.00 Group 1 8413802680 Nov-2005 01-Feb-2004 NC 83.23 0124,855.81 0Group 2 0000426443 Jul-2005 04-Feb-2004 NC 100.00 0136,735.00 ~~Total~~Group 2 0002181238 Dec-2005 01-Dec-1996 PA 79.62 211,000.00 Group 2 0009835034 Aug-2005 01-Jun-2002 TX 98.43 133,371.00 Group 2 0011005417 Jul-2005 01-Dec-2004 LA 73.66 74,400.00 Group 2 0018748822 Jul-2005 01-May-1999 NC 76.48 156,800.00 Group 2 0029497369 Nov-2005 01-Apr-2000 CA 79.36 162,696.41 Group 2 0037443678 Sep-2005 01-Apr-2004 KY 94.18 130,915.00 Group 2 0039805007 Dec-2005 01-Mar-2001 MA 78.26 36,000.00 Group 2 0100170745 Dec-2005 01-Apr-2002 PA 85.00 65,450.00 Group 2 0125255323 Dec-2005 01-Jan-2003 OK 68.00 68,000.00 Group 2 0126615475 Nov-2005 01-Mar-2003 IL 90.00 72,450.00 Group 2 0126759216 Sep-2005 01-Apr-2003 NC 90.00 58,500.00 Group 2 0129223541 Oct-2005 01-Sep-2003 IA 90.00 76,500.00 Group 2 0129262416 Jun-2005 01-Jul-2003 WI 80.00 135,200.00 Group 2 0129314886 Oct-2005 01-Jul-2003 KY 95.00 99,750.00 Group 2 0129372264 Jul-2005 01-Aug-2003 OK 85.00 106,250.00 Group 2 0129803128 Nov-2005 01-Sep-2003 NE 90.00 54,000.00 Group 2 0130748676 Sep-2005 01-Aug-2003 NC 100.00 116,900.00 Group 2 0130780091 Nov-2005 01-Jul-2003 UT 94.97 112,900.00 Group 2 0130804032 Jun-2005 01-Dec-2003 NC 85.00 79,305.00 Group 2 0131142838 Sep-2005 01-Sep-2003 IN 90.00 130,500.00 Group 2 0131191926 Oct-2005 01-Sep-2003 IL 75.00 150,000.00 Group 2 0131682924 Oct-2005 01-Oct-2003 MS 85.00 106,250.00 Group 2 0132072356 Dec-2005 01-Nov-2003 IL 93.55 10145,~~917~~000.00 Group 2 0132292962 Dec-2005 01-Oct-2003 TX 89.72 157,~~911~~900.00 Group 2 0132533886 Dec-2005 01-Dec-2003 PA 80.79 97,750.00 Group 2 0133453845 Dec-2005 01-Jan-2004 PA 85.00 44,200.00 Group 2 0133735548 Sep-2005 01-Jan-2004 CT 86.92 10226,~~707~~000.00 Group 2 0133971861 Aug-2005 01-Feb-2004 OH 90.00 99,~~672~~900.00 Group 2 0134651124 Oct-2005 01-Mar-2004 SC 95.00 142,500.00 Group 2 0134862457 Aug-2005 01-Dec-2004 MA 79.40 100,000.00 Group 2 0135095487 Oct-2005 01-Apr-2004 IL 85.00 140,250.00 Group 2 0135230282 Sep-2005 01-Apr-2004 IL 80.00 46,800.00 Group 2 0135275881 Dec-2005 01-Apr-2004 MO 95.00 43,700.00 Group 2 0135639375 Oct-2005 01-May-2004 CA 74.39 327,300.00 Group 2 0135685675 Dec-2005 01-May-2004 FL 74.89 170,000.00 Group 2 0135742468 Dec-2005 01-Apr-2004 AL 90.00 106,200.00 Group 2 0135923126 Aug-2005 01-May-2004 WI 74.17 0112,000.00 0Group 2 0136020237 Oct-2005 01-May-2004 FL 80.00 0136,000.00 Group 2 0136136686 Nov-2005 01-Apr-2004 CT 71.68 124,000.00 Group 2 0136198165 Dec-2005 05-May-2004 NJ 80.00 292,000.00 Group 2 0136206166 Dec-2005 01-May-2004 FL 90.00 107,910.00 Group 2 0136328903 Nov-2005 01-May-2004 CA 90.00 155,700.00 Group 2 0136836541 Dec-2005 01-Jul-2004 MO 75.00 52,500.00 Group 2 0137013371 Jun-2005 01-Jun-2004 AL 85.00 111,350.00 Group 2 0137030755 Dec-2005 01-Jun-2004 OH 90.00 155,700.00 Group 2 0137122727 Jul-2005 01-Jun-2004 WA 80.00 440,000.00 Group 2 0137712998 Sep-2005 01-Jul-2004 OH 85.00 95,200.00 Group 2 0137900502 Aug-2005 01-Jul-2004 WI 95.00 306,375.00 Group 2 0138542535 Jul-2005 01-Oct-2004 NM 85.00 118,150.00 Group 2 0138552005 Oct-2005 01-Oct-2004 PA 85.00 59,500.00 Group 2 0138581418 Sep-2005 01-Sep-2004 UT 89.77 237,000.00 Group 2 0138713367 Dec-2005 01-Sep-2004 TN 90.00 114,300.00 Group 2 0138880794 Sep-2005 01-Sep-2004 IA 100.00 77,000.00 Group 2 0138920095 Dec-2005 01-Sep-2004 GA 90.00 117,900.00 Group 2 0138999479 Jul-2005 28-Aug-2004 NJ 90.00 162,000.00 Group 2 0139024095 Jul-2005 01-Sep-2004 MO 90.00 112,500.00 Group 2 0139151708 Oct-2005 01-Sep-2004 TX 80.00 160,000.00 Group 2 0139177364 Jul-2005 01-Sep-2004 IA 95.00 38,000.00 Group 2 0139222731 Nov-2005 01-Aug-2004 SC 95.00 132,667.00 Group 2 0139315642 Oct-2005 01-Oct-2004 MN 95.00 218,500.00 Group 2 0139439889 Aug-2005 01-Oct-2004 VA 80.00 138,400.00 Group 2 0139460711 Dec-2005 01-Nov-2004 NY 85.00 109,650.00 Group 2 0139824619 Aug-2005 01-Nov-2004 IA 87.26 82,900.00 Group 2 0139868061 Dec-2005 01-Oct-2004 MO 90.00 76,500.00 Group 2 0140279209 Dec-2005 01-Nov-2004 NJ 95.00 225,625.00 Group 2 0140328782 Oct-2005 28-Oct-2004 OH 90.00 109,800.00 Group 2 0140645268 Jul-2005 01-Nov-2004 SC 90.00 135,630.00 Group 2 0601498140 Jul-2005 01-Jan-2003 CA 77.44 484,000.00 Group 2 9101114695 Aug-2005 01-Sep-2004 WI 100.00 70,000.00

~~Prepayment~~Foreclosure Loan Detail - ~~Prepayments~~All Mortgage Loans in Foreclosure during Current Period (continued) ~~Summary~~Current ~~Substitution~~Paid ~~Loans~~Current ~~Liquidated~~Approximate ~~Loans~~Loan ~~Curtailments~~Principal ~~Original~~To ~~Current~~Months ~~Original~~Loan ~~Current~~Delinquent ~~Principal~~Group ~~Principal~~Number ~~Principal~~Balance ~~Principal~~Date ~~Curtailment~~Delinquent Rate Interest Group ~~Count~~1 ~~Balance~~0000213859 ~~Balance~~105,501.81 ~~Count~~01-Jun-2005 ~~Balance~~5 ~~Balance~~7.250% ~~Amount~~4,145.74 Group 1 00001240794 064,880.0059 001-Jul-2005 4 7.00000% 2,104.76 Group 1 ~~100~~0001878900 75,122.74 01-Apr-2005 7 6.250% 2,931.09 Group 1 0002097939 87,482.20 01-Feb-2005 9 6.250% 3,324.55 Group 1 0002710381 147,736.60 01-Jul-2005 4 8.250% 5,718.27 Group 1 0004755176 872,036.69 01-May-2005 6 7.800% 42,277.40 Group 1 0008075773 25,987.87 01-Mar-2005 8 9.000% 1,509.0067 97Group 1 0008356568 98,~~186~~432.81 01-Jul-2005 4 8.000% 3,808.22 Group 1 0008437888 58,697.48 01-Jul-2005 4 8.000% 2,271.10 Group 1 0008747112 232,729.14 01-Apr-2005 7 7.375% 10,627.59 Group 1 0008841277 90,060.53 01-Apr-2005 7 7.125% 3,910.74 Group 1 0009333178 114,391.67 01-Jul-2005 4 7.250% 3,997.29 Group 1 0009468890 52,920.13 01-Apr-2005 7 7.500% 2,548.58 Group 1 0009816183 103,584.87 01-Aug-2005 3 7.500% 3,018.03 Group 1 0021883624 60,740.11 01-Jun-2005 5 6.000% 1,943.77 Group 1 0022752364 59,842.91 01-Jun-2005 5 6.125% 2,040.79 (Group 1 0037157021 55,078.71 01-Jul-2005 4 5.875% 1,539.69 Group 1 0039575907 54,671.63 01-Mar-2005 8 5.875% 1,948.57 Group 1 0084426162 73,810.18 01-Feb-2005 9 9.000% 4,173.99 Group 1 0127079721 55,959.24 01-Feb-2005 9 8.250% 2,883.30 Group 1 0127569218 42,~~311~~952.~~28)~~69 01-Apr-2005 7 9.950% 2,675.59 Group 1 0132548181 143,208.47 01-Sep-2005 2 09.500% 04,294.0096 0Group 1 0133046037 32,967.0044 001-May-2005 06 7.500% 1,524.49 Group 1 0133595611 84,501.38 01-Jul-2005 4 8.750% 3,482.15 Group 1 0133821470 90,985.85 01-Aug-2005 3 6.250% 2,177.30 Group 1 0133852749 31,556.29 01-Mar-2005 8 6.750% 1,361.51 Group 1 0134069699 43,740.46 01-Feb-2005 9 8.750% 2,469.74 Group 1 0136019841 68,653.83 01-May-2005 6 7.875% 3,483.22 Group 1 0136751633 112,703.86 01-May-2005 6 8.375% 6,094.24 Group 1 0136836392 172,811.68 01-Jul-2005 4 6.750% 5,608.39 Group 1 0137845848 60,093.47 01-Apr-2005 7 8.125% 3,046.45 Group 1 0137862868 155,566.18 01-Apr-2005 7 7.000% 6,978.90 Group 1 0138179395 95,261.21 01-Jan-2005 10 5.875% 3,368.29 Group 1 0138940713 35,846.69 01-Jul-2005 4 8.625% 1,494.14 Group 1 0139112361 104,764.00 001-Jun-2005 5 6.875% 3,888.14 Group 1 0139451918 121,135.53 01-Mar-2005 8 10.000% 7,856.88 Group 1 0139915151 102,271.58 01-Apr-2005 7 6.500% 4,247.14 Group 1 0193484326 125,497.00 ~~156~~01-Mar-2005 8 6.875% 5,~~506~~518.96 Group 1 0222719569 78,271.55 01-May-2005 6 6.000% 2,991.62 Group 1 8413802680 123,514.28 ~~Total~~01-May-2005 06 8.250% 6,369.95 Group 2 0000426443 135,322.48 04-May-2005 5 8.600% 6,385.27 Group 2 0002181238 195,633.78 01-Jul-2005 4 9.500% 8,583.27 Group 2 0009835034 126,054.16 01-Apr-2005 7 6.125% 4,231.79 Group 2 0011005417 74,193.33 01-Feb-2005 9 8.990% 4,190.84 Group 2 0018748822 144,335.56 01-Feb-2005 9 5.046% 4,330.33 Group 2 0029497369 155,734.79 01-May-2005 6 5.513% 4,685.62 Group 2 0037443678 128,671.97 01-Mar-2005 8 5.125% 3,949.74 Group 2 0039805007 34,546.06 01-Jul-2005 4 8.375% 1,358.33 Group 2 0100170745 64,080.59 01-Jul-2005 4 10.625% 3,182.22 Group 2 0125255323 65,978.38 01-Oct-2005 0 7.00500% 769.34 Group 2 0126615475 71,284.46 01-Jun-2005 5 10.375% 3,923.16 Group 2 0126759216 57,714.14 01-May-2005 6 10.750% 3,721.91 Group 2 0129223541 75,623.84 01-Jul-2005 4 10.375% 3,667.94 Group 2 0129262416 132,982.89 01-Jan-2005 10 10.500% 8,280.70 Group 2 0129314886 98,246.05 01-May-2005 6 10.375% 6,151.57 Group 2 0129372264 104,530.99 01-Jul-2005 4 9.125% 4,438.18 Group 2 0129803128 53,265.73 01-Apr-2005 7 10.250% 3,143.68 Group 2 0130748676 114,555.82 01-Apr-2005 7 9.500% 5,993.81 Group 2 0130780091 108,962.21 01-Jun-2005 5 4.250% 2,376.10 Group 2 0130804032 78,502.69 01-Jan-2005 10 8.875% 4,373.07 Group 2 0131142838 128,587.22 01-Apr-2005 7 7.875% 6,304.36 Group 2 0131191926 147,126.94 01-Aug-2005 3 8.250% 4,655.39 Group 2 0131682924 103,814.76 01-May-2005 6 7.875% 5,098.44 Group 2 0132072356 143,460.98 01-Jun-2005 5 10.500% 7,761.42 Group 2 0132292962 155,403.38 01-Jun-2005 5 10.875% 8,064.20 Group 2 0132533886 96,573.32 01-Jul-2005 4 8.875% 4,039.98 Group 2 0133453845 43,780.67 01-Jan-2005 10 8.875% 2,438.89 Group 2 0133735548 223,238.36 01-Apr-2005 7 7.625% 10,573.32 Group 2 0133971861 98,299.99 01-Feb-2005 9 5.000% 3,090.51 Group 2 0134651124 139,824.53 01-Jun-2005 5 5.500% 4,271.75 Group 2 0134862457 99,530.33 01-Jun-2005 5 8.100% 4,406.34 Group 2 0135095487 139,139.93 01-Sep-2005 2 10.375% 4,694.83 Group 2 0135230282 46,368.48 01-Mar-2005 8 7.500% 2,232.89 Group 2 0135275881 43,294.04 01-Apr-2005 7 8.125% 2,267.10 Group 2 0135639375 323,008.55 01-Jun-2005 5 6.500% 11,752.89 Group 2 0135685675 167,832.08 01-Aug-2005 3 7.375% 4,978.24 Group 2 0135742468 104,670.11 01-Aug-2005 3 7.125% 2,995.63 Group 2 0135923126 111,058.88 01-Apr-2005 7 8.125% 5,815.75 Group 2 0136020237 134,363.10 01-Jun-2005 5 6.950% 5,241.73 Group 2 0136136686 122,600.08 01-Jul-2005 4 8.000% 4,745.35 Group 2 0136198165 288,761.76 05-Oct-2005 0 8.00720% 4,077.70 Group 2 0136206166 106,684.73 01-Jul-2005 4 7.625% 3,929.21 Group 2 0136328903 153,269.29 01-Jul-2005 4 5.950% 4,360.90 Group 2 0136836541 51,990.49 01-Aug-2005 3 8.375% 1,758.86 ~~100~~Group 2 0137013371 109,924.09 01-Jul-2005 4 6.625% 3,498.74 Group 2 0137030755 154,166.98 01-Jun-2005 5 7.625% 6,621.74 Group 2 0137122727 434,852.47 01-Mar-2005 8 5.250% 14,415.20 Group 2 0137712998 94,590.65 01-May-2005 6 8.875% 5,430.53 Group 2 0137900502 303,300.91 01-Mar-2005 8 5.500% 10,706.46 Group 2 0138542535 117,661.49 01-Jul-2005 4 10.500% 6,026.18 Group 2 0138552005 59,169.76 01-May-2005 6 7.950% 3,031.85 Group 2 0138581418 235,703.79 01-May-2005 6 8.625% 13,139.03 Group 2 0138713367 113,263.64 01-Aug-2005 3 8.125% 3,713.77 Group 2 0138880794 76,679.63 01-May-2005 6 9.950% 4,952.53 Group 2 0138920095 116,758.85 01-Aug-2005 3 7.250% 3,402.58 Group 2 0138999479 161,281.67 31-Jan-2005 9 7.600% 7,863.05 Group 2 0139024095 111,609.41 01-Apr-2005 7 6.125% 4,355.60 Group 2 0139151708 158,215.14 01-Sep-2005 2 6.950% 3,531.87 Group 2 0139177364 37,826.79 01-Mar-2005 8 8.250% 2,011.22 Group 2 0139222731 131,695.47 01-Jun-2005 5 8.250% 6,137.23 Group 2 0139315642 216,502.71 01-Jun-2005 5 6.000% 7,246.0049 97Group 2 0139439889 137,~~186~~840.01 01-May-2005 6 9.500% 8,488.79 ~~126~~Group 2 0139460711 108,~~195~~424.66 01-Aug-2005 3 5.500% 2,369.03 Group 2 0139824619 82,394.04 01-Mar-2005 8 5.250% 2,731.74 Group 2 0139868061 75,916.18 01-Aug-2005 3 8.000% 2,449.67 Group 2 0140279209 224,213.66 01-Aug-2005 3 8.500% 7,702.26 Group 2 0140328782 109,179.38 28-May-2005 5 7.875% 4,845.47 Group 2 0140645268 135,280.44 01-Feb-2005 9 8.250% 7,188.38 Group 2 0601498140 468,117.41 01-May-2005 6 5.775% 16,410.76 Group 2 9101114695 70,000.00 01-Mar-2005 8 7.490% 3,262.00

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

~~Prepayment~~Summary ~~Loan~~12 ~~Detail~~Month -Bankruptcy ~~Prepayments~~History* ~~during~~New ~~Current~~Bankruptcy ~~Period~~Loans ~~First~~Month ~~Original~~Bankruptcy ~~Loan~~Percentage ~~LTV~~Loans atin ~~Payment~~Bankruptcy ~~Principal~~8 ~~Prepayment Group Number State Origination Date Balance Amount Group 1 0000351036 MD 98.20 01~~Jan-~~Aug-2002~~05 ~~220,000~~0.00000% ~~210,514.34~~Original ~~Group~~Principal 1Balance ~~0000775636 NY 74.27 01-Dec-2002 304~~959,~~500~~530.0042 ~~294,021.04 Group 1 0002906813 NM 101.00 01-~~Feb-~~1999~~05 ~~94,839~~0.00000% ~~86,556.01~~Current ~~Group~~Principal 1Balance ~~0004854875 NJ 90.00 01-Dec-1998 274~~946,~~500~~119.0030 ~~249,907.32 Group 1 0017740036 TX 98.40 01~~Mar-~~Feb-2003~~05 ~~86,100~~0.~~00 83,991.17 Group 1 0031543127 FL 100.00 01-Sep-2004 118,~~000~~.00~~% ~~115,640.68 Group 1 0130023211 MI 69.59 01-Aug-2003 100,000.00 97,099.51 Group 1 0134696343 WA 100.00 01-~~Apr-~~2004~~05 ~~91,700~~0.00000% ~~89,282.66~~Current ~~Group~~Bankruptcy 1Total ~~0135593028 WA 100.00 01-~~May-~~2004~~05 ~~170,000~~0.00000% ~~166,246.00~~Loans ~~Group~~in 1Bankruptcy ~~0136732633~~90 ~~FL 53.57 01-~~Jun-~~2004~~05 ~~60,000~~1.00771% ~~59,004.80~~Original ~~Group~~Principal 1Balance ~~0136801123 NH 80.00 01-Aug-2004 172~~13,~~000.00 169~~074,~~636~~702.1306 ~~Group 1 0137033551 NV 95.00 01-~~Jul-~~2004~~05 ~~106,400~~2.00050% ~~104,791.85~~Current ~~Group~~Principal 1Balance ~~0138075957 SC 78.53 01-Sep-2004 133~~12,~~500.00 131~~771,~~800~~753.7287 ~~Group~~Aug-05 ~~1 0138566898 CA 70~~2.95309% ~~01-~~Sep-~~2004~~05 ~~131,250~~2.00806% ~~129,158.85~~Oct-05 ~~Group 1 0139170369 CA 89~~3.84076% 01Nov-~~Sep-2004~~05 ~~287,500~~3.00733% ~~283,829.84 Group 1 0140380254 AZ 95.00 01~~Dec-~~Feb-2005~~05 ~~215,913~~4.00028% ~~214,121.43~~*The ~~Group~~text 1reported ~~0142007715~~in VAthe ~~96.40~~above ~~01-Aug-2003~~table ~~241,062.00~~is ~~229,244.32~~presented ~~Group~~graphically 1on ~~0142030360~~the AZmonthly ~~92.80~~bond ~~01-Sep-2003~~remittance ~~120,582~~report.00 ~~115,426.50~~The ~~Group~~monthly 1bond ~~0142653070~~remittance WAreport ~~100.00~~can ~~01-Sep-2004~~be ~~150,000.00~~viewed ~~148,263.20~~online ~~Group~~at ~~1 0200409235 TX 78~~www.~~64 01-Dec-2001 106,950~~ctslink.~~00 101,914~~com.60 Group 1 ~~0220927941~~12 NVMonth ~~98.37~~Bankruptcy ~~01-Nov-2002~~History* ~~126,900.00~~New ~~122,965.10~~Bankruptcy ~~Group~~Loans 1Month ~~0260186184~~Bankruptcy WAPercentage ~~76.17~~Loans ~~01-Sep-2000~~in ~~87,600.00~~Bankruptcy ~~83,022.82~~5 ~~Group 1 1174010525 NY 88.90 01-~~Jan-~~2005~~05 ~~240,036~~0.86000% ~~238,041.00~~Original ~~Group~~Principal 1Balance ~~1175001980 NV 69~~520,930.0642 01Feb-~~May-1999~~05 ~~109,816~~0.00000% ~~106,176.62~~Current ~~Group~~Principal 1Balance ~~1175002242~~510,931.38 FLMar-05 990.19000% ~~01-~~Apr-~~2001~~05 ~~71,912~~0.00000% ~~68,320.98~~Current ~~Group~~Bankruptcy 1Total ~~1175002403 TN 97.03 01~~May-~~Jul-2003~~05 ~~94,122~~0.00000% ~~91,420.60~~Loans ~~Group~~in 1Bankruptcy ~~7000011513~~33 ~~AZ 76.65 01~~Jun-~~Nov-2004~~05 ~~118,800~~0.00678% ~~117,525.89~~Original ~~Group~~Principal 2Balance ~~0000050186 TN 100.00 01-Sep-2004 186~~3,~~000.00 183~~796,~~946~~465.~~94 Group 2 0028483865 WA 94.97~~ 01 Jul-~~Nov-1999~~05 ~~191,800~~1.00079% ~~183,908.56~~Current ~~Group~~Principal 2Balance ~~0030867964 FL 90.00 01-Apr-2004 179~~3,~~100.00 178~~689,~~220~~931.8174 ~~Group 2 0036616027 KS 95.00 01~~Aug-~~Oct-2004~~05 ~~260,775~~1.00259% ~~257,097.92 Group 2 0042946939 PA 80.00 01~~Sep-~~Jun-2004~~05 ~~100,000~~1.00747% ~~97,971.55 Group 2 0045387586 VA 80.00 01-~~Oct-~~2004~~05 ~~560,000~~1.00822% ~~552,149.49 Group 2 0108403775 CA 80.00 01~~Nov-~~Aug-2003~~05 ~~360,000.00 359,990.42 Group~~ 2 ~~0120472370 OH 70~~.00041% ~~01-~~Dec-~~2004~~05 ~~152,600~~2.00192% ~~151,608.51~~*The ~~Group~~text 2reported ~~0129078879~~in FLthe ~~85.00~~above ~~01-Jul-2003~~table ~~131,750.00~~is ~~130,217.45~~presented ~~Group~~graphically 2on ~~0130783814~~the MDmonthly ~~90.00~~bond ~~01-Sep-2003~~remittance ~~252,000~~report.00 ~~246,798.13~~The ~~Group~~monthly 2bond ~~0134000678~~remittance COreport ~~80.00~~can ~~01-Jan-2004~~be ~~180,320.00~~viewed ~~175,979.53~~online ~~Group~~at ~~2 0135403699 AZ 83~~www.~~67 01-May-2004 105,000~~ctslink.~~00 103,937~~com.80 Group 2 ~~0136694155~~12 MDMonth ~~94.66~~Bankruptcy ~~01-Jun-2004~~History* ~~236,550.00~~New ~~233,744.75~~Bankruptcy ~~Group~~Loans 2Month ~~0136961612~~Bankruptcy AZPercentage ~~84.34~~Loans ~~01-Jun-2004~~in ~~117,250.00~~Bankruptcy ~~116,494.18~~3 ~~Group 2 0137143012 MA 60.27 01~~Jan-~~May-2004~~05 ~~220,000~~0.00000% ~~217,825.39~~Original ~~Group~~Principal 2Balance ~~0137406948 CA 90~~438,600.00 01Feb-~~Jul-2004~~05 ~~99,000~~0.00000% ~~98,227.60~~Current ~~Group~~Principal 2Balance ~~0137634572~~435,187.92 MDMar-05 890.00000% 01Apr-~~Aug-2004~~05 ~~178,000~~0.00000% ~~175,253.15~~Current ~~Group~~Bankruptcy 2Total ~~0138011127 FL 75.00 01~~May-~~Jul-2004~~05 ~~247,500~~0.00000% ~~245,015.18~~Loans ~~Group~~in 2Bankruptcy ~~0138175229~~57 ~~NV 85.00 01~~Jun-~~Sep-2004~~05 ~~132,600~~2.00930% ~~131,549.58~~Original ~~Group~~Principal 2Balance ~~0138319561 TX 75.00 01-Sep-2004 168~~9,~~750.00 167~~278,~~646~~237.9305 ~~Group 2 0139520043 PA 75.00 01~~Jul-~~Oct-2004~~05 ~~146,250~~3.00100% ~~145,498.45~~Current ~~Group~~Principal 2Balance ~~0139919476 IL 80.00 01-Nov-2004 424~~9,~~000.00 424~~081,~~000~~822.0013 ~~Group~~Aug-05 ~~2 0142346055 CA 58~~3.75458% ~~01-~~Sep-~~2004~~05 ~~333,700~~3.00989% ~~327,857.03 Group 2 0214407229 CA 85.00 01-~~Oct-~~2004~~05 ~~246,415~~4.00474% ~~246,415.00~~Nov-05 ~~Group 2 0503120066 AZ 80~~5.00637% 01Dec-~~Jun-2004~~05 ~~130,894~~6.00108% ~~130,894.00~~*The ~~Group~~text 2reported ~~0617833231~~in CAthe ~~75.00~~above ~~01-Feb-2003~~table ~~596,250.00~~is ~~570,711.94~~presented ~~Group~~graphically 2on ~~0654881614~~the CAmonthly ~~89.90~~bond ~~01-Oct-2003~~remittance ~~719,200~~report.00 ~~704,487.58~~The ~~Group~~monthly 2bond ~~1175000874~~remittance ORreport ~~98.18~~can ~~01-Mar-2000~~be ~~173,825.00~~viewed ~~178,235.80~~online ~~Group~~at ~~2 3370001375 NV 76~~www.~~81 01-Nov-2004 154,400~~ctslink.~~00 152,301~~com.36

~~Prepayment~~Bankruptcy ~~Loan~~ Detail - ~~Prepayments~~All Mortgage Loans in Bankruptcy during Current Period ~~(continued)~~Group ~~Current~~Loan Month Loan ~~PIF~~First ~~Months~~State ~~Loan~~LTV at Original ~~Group~~ Number ~~Type~~Entered ~~Delinquent~~Payment ~~Rate~~Origination ~~Term~~Principal ~~Seasoning~~Bankruptcy Date Balance Group 1 ~~0000351036~~0000784473 ~~Loan~~Jul-2005 ~~Paid~~01-Oct-2002 inPA ~~Full~~84.76 ~~0 7~~89,000.~~750%~~00 ~~360 37~~ Group 1 ~~0000775636~~0006172415 ~~Loan~~Jun-2005 ~~Paid~~01-May-2004 inGA ~~Full~~82.15 ~~0 6~~164,167.~~375%~~17 ~~360 33~~ Group 1 ~~0002906813~~0008930010 ~~Loan~~Jun-2005 ~~Paid~~01-Dec-2003 inUT ~~Full~~94.84 ~~4 7~~155,166.~~000%~~42 ~~360 79~~ Group 1 ~~0004854875~~0009465308 ~~Loan~~Jun-2005 ~~Paid~~01-Dec-2001 inAL ~~Full~~88.86 ~~0 6~~85,310.~~750%~~00 ~~360 81~~ Group 1 ~~0017740036~~0009846626 ~~Loan~~Jun-2005 ~~Paid~~01-Aug-2002 inTX ~~Full~~97.77 ~~0 8~~87,989.~~000%~~00 ~~360 31~~ Group 1 ~~0031543127~~0011946944 ~~Loan~~Jun-2005 ~~Paid~~01-Dec-1997 inWA ~~Full~~75.00 ~~0 6~~63,750.~~375%~~00 ~~360 12~~ Group 1 ~~0130023211~~0024978082 ~~Liquidation~~Sep-2005 501-Jul-2004 7IA 95.~~875%~~00 ~~180~~155,800.00 25 Group 1 ~~0134696343~~0027299437 ~~Loan~~Jul-2005 ~~Paid~~01-Jun-2003 inGA ~~Full~~98.50 (59,073.00 Group 1) ~~7.500%~~0028980050 ~~360~~Sep-2005 1701-Nov-2003 GA 85.00 113,050.00 Group 1 ~~0135593028~~0030737373 ~~Loan~~Sep-2005 ~~Paid~~01-Sep-2004 inNC ~~Full~~80.00 ~~0 6~~134,150.~~375%~~00 ~~360 16~~ Group 1 ~~0136732633~~0042790402 ~~Loan~~Sep-2005 ~~Paid~~01-Aug-2004 inMI ~~Full~~100.00 ~~0 6~~106,500.~~000%~~00 ~~360 15~~ Group 1 ~~0136801123~~0105585673 ~~Loan~~Dec-2005 ~~Paid~~01-Feb-2005 inOR ~~Full~~103.39 ~~0 6~~94,080.~~250%~~42 ~~360 13~~ Group 1 ~~0137033551~~0127655173 ~~Loan~~Jun-2005 ~~Paid~~01-May-2003 inOH ~~Full~~90.00 ~~0 6~~95,400.~~125%~~00 ~~360 14~~ Group 1 ~~0138075957~~0128621596 ~~Loan~~Jun-2005 ~~Paid~~01-Jun-2003 inPA ~~Full~~90.00 ~~0 6~~112,500.~~250%~~00 ~~360 12~~ Group 1 ~~0138566898~~0129594388 ~~Loan~~Dec-2005 ~~Paid~~01-Jul-2003 inOH ~~Full~~80.00 ~~0 6~~161,600.~~000%~~00 ~~360 12~~ Group 1 ~~0139170369~~0130447105 ~~Loan~~Jul-2005 ~~Paid~~01-Sep-2003 inKS ~~Full~~100.00 ~~0 6~~125,000.~~375%~~00 ~~360 12~~ Group 1 ~~0140380254~~0131232852 ~~Loan~~Aug-2005 ~~Paid~~01-Feb-2003 inVA ~~Full~~98.40 117,050.00 Group 1 ~~5.875%~~0132289406 ~~360~~Sep-2005 701-Nov-2003 AL 79.05 83,000.00 Group 1 ~~0142007715~~0132652991 ~~Loan~~Jul-2005 ~~Paid~~01-Nov-2003 inGA ~~Full~~85.00 ~~0 7~~246,500.~~000%~~00 ~~360 25~~ Group 1 ~~0142030360~~0133321661 ~~Loan~~Jun-2005 ~~Paid~~01-Jan-2004 inTX ~~Full~~84.17 ~~5 5~~141,400.~~500%~~00 ~~360 24~~ Group 1 ~~0142653070~~0133326587 ~~Loan~~Sep-2005 ~~Paid~~01-Sep-2003 inVA ~~Full~~99.20 ~~6 6~~151,800.~~750%~~00 ~~360 12~~ Group 1 ~~0200409235~~0133513697 ~~Loan~~Sep-2005 ~~Paid~~01-Jan-2004 inPA ~~Full~~49.55 ~~2 6~~110,000.~~500%~~00 ~~360 45~~ Group 1 ~~0220927941~~0134959899 ~~Loan~~Oct-2005 ~~Paid~~01-Apr-2004 inAR ~~Full~~97.00 ~~6 7~~79,831.~~125%~~00 ~~360 34~~ Group 1 ~~0260186184~~0135200525 ~~Loan~~Nov-2005 ~~Paid~~01-May-2004 inOR ~~Full~~84.30 ~~0 9~~105,380.~~125%~~00 ~~360 60~~ Group 1 ~~1174010525~~0137163507 ~~Loan~~Dec-2005 ~~Paid~~01-Jul-2004 inCO ~~Full~~65.27 120,750.00 Group 1 ~~6.500%~~0137241691 ~~360~~Dec-2005 801-Jun-2004 ~~Group~~NC 185.00 ~~1175001980~~68,000.00 ~~Loan~~Group ~~Paid~~1 in0138027271 ~~Full~~Dec-2005 001-Jul-2004 7LA 75.~~375%~~00 ~~360~~ 76,500.00 Group 1 ~~1175002242~~0138579982 ~~Loan~~Jun-2005 ~~Paid~~01-Oct-2004 inNY ~~Full~~79.53 ~~0 8~~202,000.~~375%~~00 ~~360~~Group 531 0140203357 Nov-2005 01-Nov-2004 NC 95.00 69,350.00 Group 1 ~~1175002403~~0141985739 ~~Loan~~Sep-2005 ~~Paid~~01-Oct-2003 inWA ~~Full~~98.50 0130,846.00 6Group 1 0191447309 Sep-2005 01-Jan-2004 GA 93.33 56,000%.00 ~~360~~Group 261 0221262595 Nov-2005 01-Dec-2002 NC 98.48 151,672.00 Group 1 ~~7000011513~~2105106617 ~~Loan~~Sep-2005 ~~Paid~~01-Sep-2004 inTN ~~Full~~89.20 ~~0 6~~83,850.~~375%~~00 ~~360~~Group 102 0000802571 Nov-2005 01-Nov-2002 MI 78.56 176,750.00 Group 2 ~~0000050186~~0003924945 ~~Loan~~Sep-2005 ~~Paid~~01-Sep-2004 inCO ~~Full~~79.75 0191,400.00 7Group 2 0004977942 Jun-2005 01-May-1999 WI 66.67 28,000%.00 ~~360~~Group 122 0011003976 Nov-2005 01-Sep-2004 ID 75.00 102,000.00 Group 2 ~~0028483865~~0013686035 ~~Loan~~Jun-2005 ~~Paid~~01-Jul-1998 inCA ~~Full~~82.84 ~~0 4~~269,264.~~987%~~37 ~~480~~Group 702 0033025057 Aug-2005 01-Dec-1999 OR 95.98 210,223.83 Group 2 ~~0030867964~~0042425520 ~~Loan~~Jun-2005 ~~Paid~~01-Apr-2001 inCA ~~Full~~40.00 ~~0 6~~560,000.~~375%~~00 ~~360~~Group 172 0043349513 Nov-2005 01-Nov-2004 VT 94.58 111,600.00 Group 2 ~~0036616027~~0051090850 ~~Loan~~Jun-2005 ~~Paid~~01-Oct-2001 inWA ~~Full~~59.92 (1~~) 5~~,048,609.~~250%~~85 ~~360~~Group 112 0127103596 Jun-2005 01-Apr-2003 NC 79.81 181,200.00 Group 2 ~~0042946939~~0127171395 ~~Loan~~Jul-2005 ~~Paid~~01-Apr-2003 inTX ~~Full~~87.63 ~~0 4~~73,260.~~875%~~00 ~~360~~Group 152 0128551124 Jul-2005 01-Jun-2003 TX 80.00 80,000.00 Group 2 ~~0045387586~~0128787702 ~~Loan~~Jun-2005 ~~Paid~~01-Dec-2003 inVA ~~Full~~80.00 ~~0 5~~106,000.~~375%~~00 ~~360~~Group 112 0128816725 Jun-2005 01-Jul-2003 TN 90.00 139,500.00 Group 2 ~~0108403775~~0129014361 ~~Loan~~Oct-2005 ~~Paid~~01-Jul-2003 inIL ~~Full~~88.95 155,670.00 Group 2 ~~5.375%~~0129115952 ~~360~~Nov-2005 2501-Jul-2003 AR 89.50 80,100.00 Group 2 ~~0120472370~~0129241618 ~~Loan~~Nov-2005 ~~Paid~~01-Jul-2003 inWI ~~Full~~90.00 ~~0 5~~99,900.~~750%~~00 ~~360~~Group 92 0129270435 Jun-2005 01-Jul-2003 CA 80.00 253,600.00 Group 2 ~~0129078879~~0129556783 ~~Loan~~Jun-2005 ~~Paid~~01-Jul-2003 inVA ~~Full~~94.56 202,350.00 Group 2 ~~12.125%~~0129824835 ~~360~~Jun-2005 2601-Aug-2003 KS 80.00 49,600.00 Group 2 ~~0130783814~~0130036411 ~~Loan~~Jun-2005 ~~Paid~~01-Aug-2003 inIL ~~Full~~88.42 ~~1 10~~50,400.~~000%~~00 ~~360~~Group 242 0131003089 Jul-2005 01-Sep-2003 NJ 65.00 260,000.00 Group 2 ~~0134000678~~0131685158 ~~Loan~~Nov-2005 ~~Paid~~01-Oct-2003 inCA ~~Full~~79.98 ~~5 5~~315,156.~~500%~~00 ~~360~~Group 202 0132331083 Jun-2005 01-Nov-2003 NE 95.00 76,950.00 Group 2 ~~0135403699~~0132397415 ~~Loan~~Jun-2005 ~~Paid~~01-Dec-2003 inGA ~~Full~~75.00 ~~(1) 8~~77,250.~~875%~~00 ~~360~~Group 162 0132645995 Jun-2005 01-Dec-2003 MD 95.00 87,400.00 Group 2 ~~0136694155~~0132689506 ~~Loan~~Nov-2005 ~~Paid~~01-Nov-2003 inOH ~~Full~~90.00 ~~0 7~~65,700.~~750%~~00 ~~360~~Group 152 0132718776 Oct-2005 01-Aug-2004 NC 81.23 119,000.00 Group 2 ~~0136961612~~0132793035 ~~Loan~~Jun-2005 ~~Paid~~01-Dec-2003 inIL ~~Full~~95.00 642,750.00 10Group 2 0133802967 Jun-2005 01-Jan-2004 AL 83.88 63,750%.00 ~~360~~Group 152 0135474393 Dec-2005 01-May-2004 IL 93.56 250,000.00 Group 2 ~~0137143012~~0135711935 ~~Loan~~Jun-2005 ~~Paid~~01-May-2004 inMN ~~Full~~75.00 ~~0 8~~150,000.~~990%~~00 ~~360~~Group 162 0135810349 Nov-2005 01-May-2004 MD 90.00 168,300.00 Group 2 ~~0137406948~~0136183019 ~~Loan~~Jun-2005 ~~Paid~~01-Jun-2004 inAR ~~Full~~79.05 ~~0 9~~117,000.~~500%~~00 ~~360~~Group 142 0136823184 Jul-2005 01-Jun-2004 VA 93.36 226,917.00 Group 2 ~~0137634572~~0136890035 ~~Loan~~Aug-2005 ~~Paid~~01-Jun-2004 inHI ~~Full~~85.00 ~~0 5~~87,125.~~625%~~00 ~~360~~Group 132 0137383121 Sep-2005 01-Jul-2004 FL 94.01 225,625.00 Group 2 ~~0138011127~~0137787297 ~~Loan~~Dec-2005 ~~Paid~~01-Aug-2004 inTX ~~Full~~80.00 ~~3 8~~69,600.~~250%~~00 ~~360~~Group 142 0137999827 Jun-2005 01-Jul-2004 MN 80.00 120,000.00 Group 2 ~~0138175229~~0138017231 ~~Loan~~Jul-2005 ~~Paid~~01-Aug-2004 inMO ~~Full~~70.00 ~~0 8~~109,200.~~950%~~00 ~~360~~Group 122 0138516067 Jul-2005 01-Nov-2004 FL 95.00 175,152.00 Group 2 ~~0138319561~~0138853965 ~~Loan~~Dec-2005 ~~Paid~~01-Sep-2004 inWI ~~Full~~85.00 ~~0 9~~119,000.~~625%~~00 ~~360~~Group 122 0139218291 Oct-2005 01-Sep-2004 FL 95.00 185,250.00 Group 2 ~~0139520043~~0139407282 ~~Loan~~Nov-2005 ~~Paid~~01-Oct-2004 inNV ~~Full~~90.00 189,000.00 Group 2 ~~10.375%~~0139575047 ~~360~~Oct-2005 1101-Oct-2004 VA 84.98 217,554.00 Group 2 ~~0139919476~~0140047143 ~~Loan~~Sep-2005 ~~Paid~~01-Nov-2004 inTX ~~Full~~80.00 ~~4 4~~114,400.~~750%~~00 ~~360~~Group 102 0140247982 Jun-2005 01-Nov-2004 MN 90.00 113,400.00 Group 2 ~~0142346055~~0140390493 ~~Loan~~Aug-2005 ~~Paid~~01-Nov-2004 inIA ~~Full~~95.00 ~~0 4~~127,300.~~500%~~00 ~~360~~Group 122 0140743931 Nov-2005 01-Nov-2004 MD 95.00 118,750.00 Group 2 ~~0214407229~~0140933425 ~~Loan~~Jun-2005 ~~Paid~~01-Dec-2002 inMI ~~Full~~80.00 ~~0 5~~60,800.~~750%~~00 ~~360~~Group 112 0200502046 Sep-2005 01-Dec-2004 MD 99.62 259,000.00 Group 2 ~~0503120066~~0814986873 ~~Loan~~Jun-2005 ~~Paid~~01-Jun-1993 inWA ~~Full~~89.54 ~~4 5~~141,480.~~000%~~00 ~~360~~Group 2 0815956347 Jun-2005 15-Nov-1994 CA 90.00 144,000.00 Group 2 ~~0617833231~~0817269335 ~~Loan~~Jun-2005 ~~Paid~~01-Jan-1996 inFL ~~Full~~79.56 ~~1 4~~74,000.~~750%~~00 ~~360 31~~ Group 2 ~~0654881614~~4101500117 ~~Loan~~Jun-2005 ~~Paid~~01-Aug-2004 inFL ~~Full~~80.00 ~~0 5~~240,000.~~777%~~00 ~~360 23~~ Group 2 ~~1175000874~~7535000281 ~~Loan~~Nov-2005 ~~Paid~~01-Oct-2004 inNE ~~Full~~80.00 ~~0 5~~88,000.~~750%~~00 ~~360 66~~ Group 2 ~~3370001375~~7620001231 ~~Loan~~Nov-2005 ~~Paid~~01-Oct-2004 inTX ~~Full 0 5~~80.~~000%~~00 ~~360 10~~110,000.00

~~Summary~~Bankruptcy ~~SMM~~Detail ~~CPR~~- ~~PSA~~All ~~Current~~Mortgage ~~Month~~Loans ~~3.121%~~in Bankruptcy during Current ~~Month~~Period ~~31.650%~~(continued) Group Loan Current ~~Month~~Paid ~~834.654%~~To 3Months ~~Month~~Current ~~Average~~Approximate ~~2.668%~~Number 3Principal ~~Month~~Date ~~Average~~Delinquent ~~27.628%~~Loan 3Rate ~~Month~~Delinquent ~~Average~~Balance ~~762.349%~~Interest 12Group ~~Month~~1 ~~Average~~0000784473 076,327.~~000%~~16 1201-Nov-2005 ~~Month Average~~ 0 6.~~000~~125% 12749.16 ~~Month~~Group ~~Average~~1 00006172415 160,805.~~000%~~11 ~~CPR:~~01-Feb-2005 ~~Current~~9 vs6.125% ~~12mo~~5,991.80 Average*Group ~~PSA:~~1 ~~Current~~0008930010 vs151,292.22 ~~12mo~~01-Aug-2005 Average*3 ~~Month~~7.000% ~~Current 12mo Avg~~4,093.14 ~~Month~~Group ~~Current~~1 ~~12mo~~0009465308 ~~Avg~~79,948.81 ~~Oct~~01-~~2004~~Aug-2005 ~~N/A~~3 ~~N/A~~6.500% ~~Oct-2004~~1,996.05 ~~N/A~~Group ~~N/A~~1 ~~Nov-2004~~0009846626 ~~N/A~~84,202.74 ~~N/A Nov~~01-~~2004~~Apr-2005 ~~N/A~~7 ~~N/A~~7.500% ~~Dec-2004~~3,914.75 ~~N/A~~Group ~~N/A~~1 ~~Dec-2004~~0011946944 ~~N/A~~57,494.93 ~~N/A Jan~~01-Dec-2005 ~~N/A~~(1) ~~N/A~~7.875% ~~Jan-2005~~353.87 ~~N/A~~Group ~~N/A~~1 ~~Feb-2005~~0024978082 ~~N/A~~152,991.16 ~~N/A Feb~~01-Nov-2005 ~~N/A~~0 ~~N/A~~5.875% ~~Mar-2005~~1,435.10 ~~N/A~~Group ~~N/A~~1 ~~Mar-2005~~0027299437 ~~N/A~~56,700.27 ~~N/A~~ 01-Apr-2005 ~~N/A~~7 ~~N/A~~5.875% ~~Apr-2005~~2,022.67 ~~N/A~~Group ~~N/A~~1 ~~May-2005~~0028980050 10106,049.~~425%~~41 ~~N/A May~~01-Nov-2005 ~~335~~0 6.~~815~~375% ~~N/A~~1,046.71 ~~Jun~~Group 1 0030737373 133,100.47 01-Jul-2005 274 7.~~217~~875% ~~N/A~~4,902.55 ~~Jun~~Group 1 0042790402 105,781.49 01-Feb-2005 ~~837~~9 6.~~545~~250% ~~N/A~~4,207.87 Group 1 0105585673 93,457.47 01-Jul-2005 224 6.~~914~~750% ~~N/A~~2,915.42 ~~Jul~~Group 1 0127655173 93,156.31 01-Sep-2005 ~~668~~2 7.~~939~~500% ~~N/A~~2,172.65 ~~Aug~~Group 1 0128621596 109,238.73 01-Nov-2005 280 6.~~319~~875% ~~N/A~~1,161.26 ~~Aug~~Group 1 0129594388 156,784.69 01-Sep-2005 ~~783~~2 5.~~455~~875% ~~N/A~~2,807.35 ~~Sep~~Group 1 0130447105 121,673.44 01-Nov-2005 310 6.~~650~~620% ~~N/A~~1,292.44 ~~Sep~~Group 1 0131232852 109,791.69 01-Nov-2005 ~~834~~0 6.~~654~~000% ~~N/A~~1,007.12 *TheGroup ~~text~~1 ~~reported~~0132289406 in82,087.33 ~~the~~01-May-2005 ~~above~~6 ~~table~~9.125% is4,712.77 ~~presented~~Group *The1 ~~text~~0132652991 ~~reported~~242,117.41 in01-Oct-2005 ~~the~~0 ~~above~~8.375% ~~table~~3,176.58 isGroup ~~presented~~1 ~~graphically~~0133321661 on139,745.36 ~~the~~01-Jun-2005 ~~monthly~~5 ~~bond~~8.500% ~~remittance report~~6,512.25 ~~The~~Group ~~graphically~~1 on0133326587 ~~the~~144,849.31 ~~monthly~~01-May-2005 ~~bond~~6 ~~remittance~~5.500% ~~report~~4,811.67 ~~The~~Group ~~monthly~~1 ~~bond~~0133513697 ~~remittance~~112,042.88 ~~report~~01-Sep-2005 ~~can~~2 be7.250% ~~viewed~~2,475.27 ~~online~~Group at1 ~~monthly~~0134959899 ~~bond~~78,928.42 ~~remittance~~01-Apr-2005 ~~report~~7 ~~can~~6.875% be3,474.70 ~~viewed~~Group ~~online~~1 at0135200525 ~~www~~103,434.~~ctslink~~02 01-Nov-2005 0 6.~~com.~~375% ~~www~~1,056.~~ctslink.com.~~43 Group 1 ~~SMM~~0137163507 ~~CPR~~119,010.56 ~~PSA~~01-Sep-2005 ~~Current~~2 ~~Month~~6.500% 2,478.~~123%~~34 ~~Current~~Group ~~Month~~1 220137241691 67,472.~~698%~~85 ~~Current~~01-May-2005 ~~Month~~6 ~~606~~8.~~365~~375% 3,648.46 ~~Month~~Group ~~Average~~ 1~~.847%~~ 30138027271 ~~Month~~74,205.81 ~~Average~~01-Jun-2005 195 10.~~931~~125% 34,251.00 ~~Month~~Group ~~Average~~1 ~~553~~0138579982 199,413.~~432%~~33 1201-Nov-2005 ~~Month Average~~ 0 6.~~000~~625% 122,119.79 ~~Month~~Group ~~Average~~1 00140203357 68,768.~~000~~03 01-Jul-2005 4 6.500% 122,145.91 ~~Month~~Group ~~Average~~1 0141985739 124,479.01 01-Oct-2005 0 6.000% ~~CPR:~~1,140.31 ~~Current~~Group vs1 ~~12mo~~0191447309 Average*54,763.49 ~~PSA:~~01-Nov-2005 ~~Current~~0 vs6.500% ~~12mo~~570.75 Average*Group ~~Month~~1 ~~Current~~0221262595 ~~12mo Avg~~146,313.08 ~~Month~~01-Jul-2005 ~~Current~~4 ~~12mo~~6.500% ~~Avg~~4,381.88 ~~Oct-2004~~Group ~~N/A~~1 ~~N/A~~2105106617 ~~Oct~~83,504.75 01-~~2004~~May-2005 ~~N/A~~6 ~~N/A~~10.000% ~~Nov-2004~~5,282.20 ~~N/A~~Group ~~N/A~~2 0000802571 164,698.57 01-Nov-~~2004~~2005 ~~N/A~~0 ~~N/A~~5.250% ~~Dec-2004~~1,373.55 ~~N/A~~Group ~~N/A~~2 ~~Dec-2004~~0003924945 ~~N/A~~190,470.06 ~~N/A Jan~~01-Dec-2005 ~~N/A~~(1) ~~N/A~~2.750% ~~Jan-2005~~357.13 ~~N/A~~Group ~~N/A~~2 ~~Feb~~0004977942 26,596.10 01-Oct-2005 ~~N/A~~0 ~~N/A~~10.000% ~~Feb-2005~~420.92 ~~N/A~~Group ~~N/A~~2 ~~Mar~~0011003976 101,240.35 01-Jan-2005 ~~N/A~~10 ~~N/A~~6.450% ~~Mar-2005~~4,002.23 ~~N/A~~Group ~~N/A~~2 0013686035 268,645.96 01-Apr-2005 ~~N/A~~7 ~~N/A~~5.433% ~~Apr-2005~~7,956.14 ~~N/A~~Group ~~N/A~~2 ~~May-2005~~0033025057 14208,796.~~502%~~98 ~~N/A May~~01-Nov-2005 ~~477~~0 6.~~962~~563% ~~N/A~~2,084.90 ~~Jun~~Group 2 0042425520 535,743.57 01-Nov-2005 150 6.~~596~~053% ~~N/A~~4,895.82 ~~Jun~~Group 2 0043349513 109,929.87 01-Nov-2005 ~~482~~0 5.~~132~~375% ~~N/A~~939.55 ~~Jul~~Group 2 0051090850 1,030,979.70 01-Nov-2005 130 7.~~446~~000% ~~N/A~~11,186.78 ~~Jul~~Group 2 0127103596 176,546.73 01-Oct-2005 ~~393~~0 8.~~978~~250% ~~N/A~~2,279.48 ~~Aug~~Group 2 0127171395 72,107.45 01-Sep-2005 232 10.~~650~~750% ~~N/A~~2,410.51 ~~Aug~~Group 2 0128551124 78,525.43 01-Jul-2005 ~~659~~4 9.~~953~~875% ~~N/A~~3,391.02 Group 2 0128787702 104,687.87 01-Sep-2005 222 10.~~698~~500% ~~N/A~~3,161.36 Group 2 0128816725 137,565.71 01-Sep-2005 ~~606~~2 10.~~365~~375% ~~N/A~~4,527.01 *TheGroup ~~text~~2 ~~reported~~0129014361 in150,591.73 ~~the~~01-Oct-2005 ~~above~~0 ~~table~~5.500% is1,254.11 ~~presented~~Group *The2 ~~text~~0129115952 ~~reported~~79,107.20 in01-Apr-2005 ~~the~~7 ~~above~~10.375% ~~table~~5,049.33 isGroup ~~presented~~2 ~~graphically~~0129241618 on97,250.71 ~~the~~01-Oct-2005 ~~monthly~~0 ~~bond~~9.875% ~~remittance report~~1,519.10 ~~The~~Group ~~graphically~~2 on0129270435 ~~the~~247,149.05 ~~monthly~~01-Oct-2005 ~~bond~~0 ~~remittance~~6.875% ~~report~~2,624.64 ~~The~~Group ~~monthly~~2 ~~bond~~0129556783 ~~remittance~~198,693.59 ~~report~~01-Sep-2005 ~~can~~2 be9.250% ~~viewed~~5,793.33 ~~online~~Group at2 ~~monthly~~0129824835 ~~bond~~48,500.75 ~~remittance~~01-Aug-2005 ~~report~~3 ~~can~~8.000% be1,514.42 ~~viewed~~Group ~~online~~2 at0130036411 ~~www~~49,572.~~ctslink~~79 01-Aug-2005 3 8.~~com.~~750% ~~www~~1,702.~~ctslink.com.~~85 Group 2 ~~SMM~~0131003089 ~~CPR~~256,565.74 ~~PSA~~01-Feb-2005 ~~Current~~9 ~~Month 4~~8.~~212~~950% ~~Current~~14,419.35 ~~Month~~Group 402 0131685158 308,218.~~337%~~51 ~~Current~~01-Oct-2005 ~~Month~~0 ~~1,048~~8.~~671~~250% 3,979.62 ~~Month~~Group ~~Average~~2 30132331083 75,942.~~552%~~48 301-Sep-2005 ~~Month~~2 ~~Average 35~~10.~~105~~250% 32,372.48 ~~Month~~Group ~~Average~~2 ~~960~~0132397415 76,113.~~966%~~73 1201-Aug-2005 ~~Month~~3 ~~Average 0~~10.~~000~~375% 122,558.72 ~~Month~~Group ~~Average~~2 00132645995 86,211.~~000%~~96 1201-Sep-2005 ~~Month~~2 ~~Average 0~~11.~~000~~500% ~~CPR:~~2,594.27 ~~Current~~Group vs2 ~~12mo~~0132689506 Average*64,557.29 ~~PSA:~~01-Jul-2005 ~~Current~~4 vs10.625% ~~12mo~~2,836.32 Average*Group ~~Month~~2 ~~Current~~0132718776 ~~12mo Avg~~118,217.25 ~~Month~~01-May-2005 ~~Current~~6 ~~12mo~~8.250% ~~Avg~~6,293.94 ~~Oct-2004~~Group ~~N/A~~2 ~~N/A~~0132793035 42,247.81 01-Oct-~~2004~~2005 ~~N/A~~0 ~~N/A~~11.000% ~~Nov-2004~~695.12 ~~N/A~~Group ~~N/A~~2 ~~Nov-2004~~0133802967 ~~N/A~~62,936.26 ~~N/A Dec~~01-~~2004~~Oct-2005 ~~N/A~~0 ~~N/A~~9.375% ~~Dec-2004~~930.65 ~~N/A~~Group ~~N/A~~2 ~~Jan-2005~~0135474393 ~~N/A~~247,841.94 ~~N/A Jan~~01-Mar-2005 ~~N/A~~8 ~~N/A~~7.375% ~~Feb-2005~~11,728.36 ~~N/A~~Group ~~N/A~~2 ~~Feb~~0135711935 148,520.20 01-Sep-2005 ~~N/A~~2 ~~N/A~~9.000% ~~Mar-2005~~4,330.47 ~~N/A~~Group ~~N/A~~2 0135810349 166,722.29 01-Mar-2005 ~~N/A~~8 ~~N/A~~6.950% ~~Apr-2005~~7,416.70 ~~N/A~~Group ~~N/A~~2 ~~Apr-2005~~0136183019 ~~N/A~~116,069.97 ~~N/A~~ 01-May-2005 56 8.~~983~~250% ~~N/A~~6,179.45 ~~May-2005~~Group ~~188.322%~~2 ~~N/A~~0136823184 ~~Jun~~223,868.16 01-Aug-2005 373 6.~~677~~750% ~~N/A~~6,057.31 ~~Jun~~Group 2 0136890035 85,969.09 01-Oct-2005 0 7.500% 1,~~153~~038.~~874%~~36 ~~N/A~~Group ~~Jul~~2 0137383121 223,961.93 01-Feb-2005 319 6.~~907~~500% ~~N/A~~9,282.22 ~~Jul~~Group 2 0137787297 69,254.16 01-Mar-2005 ~~927~~8 8.~~829~~500% ~~N/A~~3,797.76 ~~Aug~~Group 2 0137999827 118,824.07 01-Oct-2005 330 9.~~072~~750% ~~N/A~~1,880.86 ~~Aug~~Group 2 0138017231 108,738.81 01-Feb-2005 ~~906~~9 8.~~399~~625% ~~N/A~~6,050.02 ~~Sep~~Group 2 0138516067 173,860.98 01-Jul-2005 404 7.~~337~~125% ~~N/A~~5,968.79 ~~Sep~~Group 2 0138853965 118,091.82 01-Jul-2005 ~~1,048~~4 8.~~671~~000% ~~N/A~~4,571.04 *TheGroup ~~text~~2 ~~reported~~0139218291 in183,884.54 ~~the~~01-Apr-2005 ~~above~~7 ~~table~~6.500% is7,636.05 ~~presented~~Group *The2 ~~text~~0139407282 ~~reported~~187,428.51 in01-Jun-2005 ~~the~~5 ~~above~~6.500% ~~table~~6,820.16 isGroup ~~presented~~2 ~~graphically~~0139575047 on216,752.86 ~~the~~01-May-2005 ~~monthly~~6 ~~bond~~9.950% ~~remittance report~~13,638.81 ~~The~~Group ~~graphically~~2 on0140047143 ~~the~~114,183.87 ~~monthly~~01-Feb-2005 ~~bond~~9 ~~remittance~~9.750% ~~report~~7,212.01 ~~The~~Group ~~monthly~~2 ~~bond~~0140247982 ~~remittance~~112,473.60 ~~report~~01-Jul-2005 ~~can~~4 be7.000% ~~viewed~~3,791.11 ~~online~~Group at2 ~~monthly~~0140390493 ~~bond~~126,226.99 ~~remittance~~01-Nov-2005 ~~report~~0 ~~can~~8.375% be1,709.90 ~~viewed~~Group ~~online~~2 at0140743931 ~~www~~117,812.~~ctslink~~21 01-Nov-2005 0 8.~~com~~700% 1,659.72 ~~www~~Group 2 0140933425 59,225.~~ctslink.com.~~10 ~~Calculation~~01-Jun-2005 ~~Methodology:~~5 ~~Single~~7.375% ~~Month~~2,370.65 ~~Mortality~~Group ~~(SMM):~~2 ~~(Partial~~0200502046 ~~and~~257,718.29 ~~full~~01-Dec-2004 ~~prepayments~~11 +4.875% ~~Repurchases)~~7,483.47 /Group ~~(Beginning~~2 ~~Scheduled~~0814986873 ~~Balance~~114,153.55 01-Nov-2005 ~~Scheduled~~0 ~~Principal)~~6.022% ~~Conditional~~1,042.10 ~~PrePayment~~Group ~~Rate~~2 ~~(CPR):~~0815956347 1122,202.43 15-Oct-2005 ((0 5.870% 1,083.50 -Group ~~SMM)^12)~~2 ~~PSA~~0817269335 ~~Standard~~61,625.56 ~~Prepayment~~01-Nov-2005 ~~Model:~~0 ~~100~~5.672% *526.51 ~~CPR~~Group /2 (4101500117 240,000.00 01-Nov-2005 0 5.875% 2,150.00 *Group ~~MIN(30,WAS))~~2 ~~Weighted~~7535000281 ~~Average~~88,000.00 ~~Seasoning~~01-Oct-2005 ~~(WAS):~~0 ~~sum((Original~~5.750% ~~Term~~770.00 -Group ~~Remaining~~2 ~~Term)*(Current~~7620001231 ~~Scheduled~~110,000.00 ~~Balance/Deal~~01-Nov-2005 ~~Scheduled~~0 ~~Principal~~6.750% ~~Balance))~~1,145.84

Realized Loss Report - Collateral Summary MDR SDA Current Month 0.~~028~~000% Current Month 0.~~877~~000% 3 Month Average 0.~~009~~000% 3 Month Average 0.~~292~~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~~0.000% N/A ~~Feb~~May-2005 ~~N/A~~0.000% N/A ~~Mar~~Jun-2005 ~~N/A~~0.000% N/A ~~Mar~~Jun-2005 ~~N/A~~0.000% N/A ~~Apr~~Jul-2005 ~~N/A~~0.000% N/A ~~Apr~~Jul-2005 ~~N/A~~0.000% N/A ~~May~~Aug-2005 0.000% N/A ~~May~~Aug-2005 0.000% N/A ~~Jun~~Sep-2005 0.~~000~~028% N/A ~~Jun~~Sep-2005 0.~~000~~877% N/A ~~Jul~~Oct-2005 0.000% N/A ~~Jul~~Oct-2005 0.000% N/A ~~Aug~~Nov-2005 0.000% N/A ~~Aug~~Nov-2005 0.000% N/A ~~Sep~~Dec-2005 0.~~028~~000% N/A ~~Sep~~Dec-2005 0.~~877~~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.~~332~~000% Current Month 0.000% 3 Month Average 0.~~111~~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~~0.000% N/A ~~Feb~~May-2005 ~~N/A~~0.000% N/A ~~Mar~~Jun-2005 ~~N/A~~0.000% N/A ~~Mar~~Jun-2005 ~~N/A~~0.000% N/A ~~Apr~~Jul-2005 ~~N/A~~0.000% N/A ~~Apr~~Jul-2005 ~~N/A~~0.000% N/A ~~May~~Aug-2005 0.000% N/A ~~May~~Aug-2005 0.000% N/A ~~Jun~~Sep-2005 0.~~000~~332% N/A ~~Jun~~Sep-2005 0.000% N/A ~~Jul~~Oct-2005 0.000% N/A ~~Jul~~Oct-2005 0.000% N/A ~~Aug~~Nov-2005 0.000% N/A ~~Aug~~Nov-2005 0.000% N/A ~~Sep~~Dec-2005 0.~~332~~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. Group 1 MDR SDA Current Month 0.~~053~~000% Current Month 10.~~698~~000% 3 Month Average 0.~~018~~000% 3 Month Average 0.~~566~~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~~0.000% N/A ~~Feb~~May-2005 ~~N/A~~0.000% N/A ~~Mar~~Jun-2005 ~~N/A~~0.000% N/A ~~Mar~~Jun-2005 ~~N/A~~0.000% N/A ~~Apr~~Jul-2005 ~~N/A~~0.000% N/A ~~Apr~~Jul-2005 ~~N/A~~0.000% N/A ~~May~~Aug-2005 0.000% N/A ~~May~~Aug-2005 0.000% N/A ~~Jun~~Sep-2005 0.~~000~~053% N/A ~~Jun~~Sep-2005 01.~~000~~698% N/A ~~Jul~~Oct-2005 0.000% N/A ~~Jul~~Oct-2005 0.000% N/A ~~Aug~~Nov-2005 0.000% N/A ~~Aug~~Nov-2005 0.000% N/A ~~Sep~~Dec-2005 0.~~053~~000% N/A ~~Sep~~Dec-2005 10.~~698~~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.~~636~~000% Current Month 0.000% 3 Month Average 0.~~212~~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~~0.000% N/A ~~Feb~~May-2005 ~~N/A~~0.000% N/A ~~Mar~~Jun-2005 ~~N/A~~0.000% N/A ~~Mar~~Jun-2005 ~~N/A~~0.000% N/A ~~Apr~~Jul-2005 ~~N/A~~0.000% N/A ~~Apr~~Jul-2005 ~~N/A~~0.000% N/A ~~May~~Aug-2005 0.000% N/A ~~May~~Aug-2005 0.000% N/A ~~Jun~~Sep-2005 0.~~000~~636% N/A ~~Jun~~Sep-2005 0.000% N/A ~~Jul~~Oct-2005 0.000% N/A ~~Jul~~Oct-2005 0.000% N/A ~~Aug~~Nov-2005 0.000% N/A ~~Aug~~Nov-2005 0.000% N/A ~~Sep~~Dec-2005 0.~~636~~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. Group 2 MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs 12mo Average* SDA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~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~~0.000% N/A ~~Feb~~May-2005 ~~N/A~~0.000% N/A ~~Mar~~Jun-2005 ~~N/A~~0.000% N/A ~~Mar~~Jun-2005 ~~N/A~~0.000% N/A ~~Apr~~Jul-2005 ~~N/A~~0.000% N/A ~~Apr~~Jul-2005 ~~N/A~~0.000% N/A ~~May~~Aug-2005 0.000% N/A ~~May~~Aug-2005 0.000% N/A ~~Jun~~Sep-2005 0.000% N/A ~~Jun~~Sep-2005 0.000% N/A ~~Jul~~Oct-2005 0.000% N/A ~~Jul~~Oct-2005 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~~0.000% N/A ~~Feb~~May-2005 ~~N/A~~0.000% N/A ~~Mar~~Jun-2005 ~~N/A~~0.000% N/A ~~Mar~~Jun-2005 ~~N/A~~0.000% N/A ~~Apr~~Jul-2005 ~~N/A~~0.000% N/A ~~Apr~~Jul-2005 ~~N/A~~0.000% N/A ~~May~~Aug-2005 0.000% N/A ~~May~~Aug-2005 0.000% N/A ~~Jun~~Sep-2005 0.000% N/A ~~Jun~~Sep-2005 0.000% N/A ~~Jul~~Oct-2005 0.000% N/A ~~Jul~~Oct-2005 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 · Bears Stearns Asset Backed Securities Trust 2005-SD2