8-K 1 pps05wc2_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 PARK PLACE SECURITIES, INC. Asset Backed Pass-Through Certificates, Series 2005-WC2 (Exact name of registrant as specified in its charter) New York (governing law of 333-121784-08 Pooling and Servicing Agreement) (Commission 54-2176794 (State or other File Number) 54-2176795 jurisdiction 54-2176796 of Incorporation) 54-2176797 54-2176798 54-2176799 IRS EIN c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Road Columbia, MD 21045 (Address of principal executive offices) (Zip Code) Registrant's telephone number, including area code: (410) 884-2000 (Former name or former address, if changed since last report) Check the appropriate box below if the Form 8-K filing is intended to simultaneously satisfy the filing obligation of the registrant under any of the following provisions (see General Instruction A.2. below): [ ] Written communications pursuant to Rule 425 under the Securities Act (17 CFR 230.425) [ ] Soliciting material pursuant to Rule 14a-12 under the Exchange Act (17 CFR 240.14a-12) [ ] Pre-commencement communications pursuant to Rule 14d-2(b) under the Exchange Act(17 CFR 240.14d-2(b)) [ ] Pre-commencement communications pursuant to Rule 13e-4(c) under the Exchange Act(17 CFR 240.13e-4(c)) ITEM 8.01 Other Events On December 27, 2005 a distribution was made to holders of PARK PLACE SECURITIES, INC., Asset Backed Pass-Through Certificates, Series 2005-WC2 Trust. ITEM 9.01 Financial Statements and Exhibits (c) Exhibits Exhibit Number Description EX-99.1 Monthly report distributed to holders of Asset Backed Pass-Through Certificates, Series 2005-WC2 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. PARK PLACE SECURITIES, INC. Asset Backed Pass-Through Certificates, Series 2005-WC2 Trust (Registrant) By: Wells Fargo Bank, N.A. as Trustee By: /s/ Beth Belfield as Officer By: Beth Belfield as Officer Date: 12/31/2005 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Asset Backed Pass-Through Certificates, Series 2005-WC2 Trust, relating to the December 27, 2005 distribution. EX-99.1 Park Place Securities, Inc Asset Backed Pass-Through Certificates Record Date: 11/30/2005 Distribution Date: 12/27/2005 Park Place Securities, Inc Asset Backed Pass-Through Certificates Series 2005-WCW2 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

Park Place Securities, Inc Asset Backed Pass-Through Certificates Record Date: 7/29/2005 Distribution Date: 8/25/2005 Park Place Securities, Inc Asset Backed Pass-Through Certificates Series 2005-WCW2 Contact: Customer Service - CTSLink Wells Fargo Bank, N.A. Securities Administration Services 7485 New Horizon Way Frederick, MD 21703 www.ctslink.com Telephone: (301) 815-6600 Fax: (301) 815-6660 Certificateholder Distribution Summary ~~Certificate~~Class CUSIP Certificate Beginning ~~Class~~Interest Pass-Through Certificate ~~Interest~~Distribution ~~Class CUSIP Description~~ Rate Balance ~~Distribution~~ A-1A 70069FKY2 ~~SEN 3~~4.~~50000~~23375% ~~620~~460,~~503~~132,~~789~~389.8642 1,~~870~~731,~~129~~631.4856 A-1B 70069FKZ9 ~~SEN 3~~4.~~54000~~27375% 277,867,000.00 ~~847~~1,~~031~~055,585.2486 A-1C 70069FLA3 ~~SEN 3~~4.~~60000~~33375% 336,199,000.00 1,~~042~~295,~~216~~113.9026 A-1D 70069FLB1 ~~SEN 3~~4.~~69000~~42375% 185,472,000.00 ~~589~~729,~~337~~317.2812 A-2A 70069FLC9 ~~SEN 3~~4.~~55000~~28375% ~~203~~143,~~519~~816,~~723~~332.2822 ~~622~~547,~~148~~620.4963 A-2B 70069FLD7 ~~SEN 3~~4.~~61000~~34375% 83,134,000.00 ~~258~~320,~~431~~989.2861 A-2C 70069FLE5 ~~SEN 3~~4.~~72000~~45375% 116,455,000.00 ~~373~~461,~~044~~032.1841 A-2D 70069FLF2 ~~SEN 3~~4.~~83000~~56375% 68,992,000.00 ~~227~~279,~~539~~877.4555 M-1 70069FLG0 ~~MEZ 3~~4.~~96000~~69375% 78,000,000.00 ~~265~~325,~~980~~433.0033 M-2 70069FLH8 ~~MEZ 3~~4.~~99000~~72375% 74,400,000.00 ~~255~~312,~~626~~397.0033 M-3 70069FLJ4 ~~MEZ~~ 4.~~01000~~74375% 45,600,000.00 ~~157~~192,~~459~~280.3300 M-4 70069FLK1 ~~MEZ~~ 4.~~11000~~84375% 42,000,000.00 ~~148~~180,~~645~~833.0033 M-5 70069FLL9 ~~MEZ~~ 4.~~14000~~87375% 38,400,000.00 ~~136~~166,~~896~~357.0033 M-6 70069FLM7 ~~MEZ~~ 4.~~21000~~94375% 34,800,000.00 ~~126~~152,~~159~~926.67 M-7 70069FLN5 ~~MEZ 4~~5.~~76000~~49375% 31,200,000.00 ~~127~~152,~~885~~360.3300 M-8 70069FLP0 ~~MEZ~~ 5.~~01000~~74375% 28,800,000.00 ~~124~~147,~~248~~040.00 M-9 70069FLQ8 ~~MEZ 5~~6.~~46000~~19375% 24,000,000.00 ~~112~~132,~~840~~133.0033 M-10 70069FLR6 ~~MEZ 5~~6.~~96000~~69375% 26,400,000.00 ~~135~~157,~~490~~080.6700 M-11 70069FLS4 ~~MEZ 5~~6.~~96000~~69375% 30,000,000.00 ~~153~~178,~~966~~500.6700 P PPS05WC2P ~~SEN~~ 0.00000% 100.00 ~~332~~908,~~347~~331.8280 CE PPS5WC2CE ~~SUB~~ 0.00000% 31,200,025.90 54,~~335~~677,~~029~~192.8468 R PPS05WC2R ~~RES~~ 0.00000% 0.00 0.00 Totals 2,~~376~~156,~~942~~867,~~639~~847.0454 1314,~~242~~104,~~452~~033.6380

Certificateholder Distribution Summary (continued) Class Principal Current Ending ~~Cumulative~~Total ~~Principal~~Cummulative Distribution Realized Certificate ~~Total~~Distribution Realized ~~Class Distribution~~ Loss Balance ~~Distribution~~ Losses A-1A 2750,~~756~~230,~~202~~662.7546 0.00 ~~592~~409,~~747~~901,~~587~~726.1196 2951,~~626~~962,~~332~~294.2302 0.00 A-1B 0.00 0.00 277,867,000.00 ~~847~~1,~~031~~055,585.2486 0.00 A-1C 0.00 0.00 336,199,000.00 1,~~042~~295,~~216~~113.9026 0.00 A-1D 0.00 0.00 185,472,000.00 ~~589~~729,~~337~~317.2812 0.00 A-2A 1014,~~856~~062,~~861~~927.7231 0.00 ~~192~~129,~~662~~753,~~861~~404.5692 1114,~~479~~610,~~010~~547.2194 0.00 A-2B 0.00 0.00 83,134,000.00 ~~258~~320,~~431~~989.2861 0.00 A-2C 0.00 0.00 116,455,000.00 ~~373~~461,~~044~~032.1841 0.00 A-2D 0.00 0.00 68,992,000.00 ~~227~~279,~~539~~877.4555 0.00 M-1 0.00 0.00 78,000,000.00 ~~265~~325,~~980~~433.0033 0.00 M-2 0.00 0.00 74,400,000.00 ~~255~~312,~~626~~397.0033 0.00 M-3 0.00 0.00 45,600,000.00 ~~157~~192,~~459~~280.3300 0.00 M-4 0.00 0.00 42,000,000.00 ~~148~~180,~~645~~833.0033 0.00 M-5 0.00 0.00 38,400,000.00 ~~136~~166,~~896~~357.0033 0.00 M-6 0.00 0.00 34,800,000.00 ~~126~~152,~~159~~926.67 0.00 M-7 0.00 0.00 31,200,000.00 ~~127~~152,~~885~~360.3300 0.00 M-8 0.00 0.00 28,800,000.00 ~~124~~147,~~248~~040.00 0.00 M-9 0.00 0.00 24,000,000.00 ~~112~~132,~~840~~133.0033 0.00 M-10 0.00 0.00 26,400,000.00 ~~135~~157,~~490~~080.6700 0.00 M-11 0.00 0.00 30,000,000.00 ~~153~~178,~~966~~500.6700 0.00 P 0.00 0.00 100.00 ~~332~~908,~~347~~331.8280 0.00 CE 0.00 0.00 31,200,025.90 54,~~335~~677,~~029~~192.8468 0.00 R 0.00 0.00 0.00 0.00 0.00 Totals 3864,~~613~~293,~~064~~589.4777 0.00 2,~~338~~092,~~329,~~574,257.5778 5178,~~855~~397,~~517~~623.1057 0.00 ~~All distributions required by the Pooling and Servicing Agreement have been calculated by the Certificate Administrator on behalf of the Trustee.~~ This report has been compiled from information provided to Wells Fargo Bank, N.A., by various third parties, which may include the Servicer, Master Servicer, Special Servicer and others. Wells Fargo Bank, N.A., has not independently confirmed the accuracy of information received from these third parties and assumes no duty to do so. Wells Fargo Bank, N.A., expressly disclaims any responsibility for the accuracy or completeness of information furnished by third parties.

Principal Distribution Statement Class Original Beginning Scheduled ~~Unscheduled~~UnScheduled Accretion Realized Face Certificate Principal Principal ~~Realized~~Loss ~~Class~~ Amount Balance Distribution Distribution ~~Accretion Loss (1)~~ A-1A 635,570,000.00 ~~620~~460,~~503~~132,~~789~~389.8642 0.00 2750,~~756~~230,~~202~~662.7546 0.00 0.00 A-1B 277,867,000.00 277,867,000.00 0.00 0.00 0.00 0.00 A-1C 336,199,000.00 336,199,000.00 0.00 0.00 0.00 0.00 A-1D 185,472,000.00 185,472,000.00 0.00 0.00 0.00 0.00 A-2A 211,512,000.00 ~~203~~143,~~519~~816,~~723~~332.2822 0.00 1014,~~856~~062,~~861~~927.7231 0.00 0.00 A-2B 83,134,000.00 83,134,000.00 0.00 0.00 0.00 0.00 A-2C 116,455,000.00 116,455,000.00 0.00 0.00 0.00 0.00 A-2D 68,992,000.00 68,992,000.00 0.00 0.00 0.00 0.00 M-1 78,000,000.00 78,000,000.00 0.00 0.00 0.00 0.00 M-2 74,400,000.00 74,400,000.00 0.00 0.00 0.00 0.00 M-3 45,600,000.00 45,600,000.00 0.00 0.00 0.00 0.00 M-4 42,000,000.00 42,000,000.00 0.00 0.00 0.00 0.00 M-5 38,400,000.00 38,400,000.00 0.00 0.00 0.00 0.00 M-6 34,800,000.00 34,800,000.00 0.00 0.00 0.00 0.00 M-7 31,200,000.00 31,200,000.00 0.00 0.00 0.00 0.00 M-8 28,800,000.00 28,800,000.00 0.00 0.00 0.00 0.00 M-9 24,000,000.00 24,000,000.00 0.00 0.00 0.00 0.00 M-10 26,400,000.00 26,400,000.00 0.00 0.00 0.00 0.00 M-11 30,000,000.00 30,000,000.00 0.00 0.00 0.00 0.00 P 100.00 100.00 0.00 0.00 0.00 0.00 CE 31,200,991.99 31,200,025.90 0.00 0.00 0.00 0.00 R 0.00 0.00 0.00 0.00 0.00 0.00 Totals 2,400,002,091.99 2,~~376~~156,~~942~~867,~~639~~847.0454 0.00 3864,~~613~~293,~~064~~589.4777 0.00 0.00 ~~(1) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.~~

Principal Distribution Statement (continued) Class Total Ending Ending Total Principal Certificate Certificate Principal ~~Class~~ Reduction Balance Percentage Distribution A-1A 2750,~~756~~230,~~202~~662.7546 ~~592~~409,~~747~~901,~~587~~726.1196 0.~~93262361~~644936 2750,~~756~~230,~~202~~662.7546 A-1B 0.00 277,867,000.00 1.~~00000000~~000000 0.00 A-1C 0.00 336,199,000.00 1.~~00000000~~000000 0.00 A-1D 0.00 185,472,000.00 1.~~00000000~~000000 0.00 A-2A 1014,~~856~~062,~~861~~927.7231 ~~192~~129,~~662~~753,~~861~~404.5692 0.~~91088383~~613456 1014,~~856~~062,~~861~~927.7231 A-2B 0.00 83,134,000.00 1.~~00000000~~000000 0.00 A-2C 0.00 116,455,000.00 1.~~00000000~~000000 0.00 A-2D 0.00 68,992,000.00 1.~~00000000~~000000 0.00 M-1 0.00 78,000,000.00 1.~~00000000~~000000 0.00 M-2 0.00 74,400,000.00 1.~~00000000~~000000 0.00 M-3 0.00 45,600,000.00 1.~~00000000~~000000 0.00 M-4 0.00 42,000,000.00 1.~~00000000~~000000 0.00 M-5 0.00 38,400,000.00 1.~~00000000~~000000 0.00 M-6 0.00 34,800,000.00 1.~~00000000~~000000 0.00 M-7 0.00 31,200,000.00 1.~~00000000~~000000 0.00 M-8 0.00 28,800,000.00 1.~~00000000~~000000 0.00 M-9 0.00 24,000,000.00 1.~~00000000~~000000 0.00 M-10 0.00 26,400,000.00 1.~~00000000~~000000 0.00 M-11 0.00 30,000,000.00 1.~~00000000~~000000 0.00 P 0.00 100.00 1.~~00000000~~000000 0.00 CE 0.00 31,200,025.90 0.~~99996904~~999969 0.00 R 0.00 0.00 0.~~00000000~~000000 0.00 Totals 3864,~~613~~293,~~064~~589.4777 2,~~338~~092,~~329,~~574,257.5778 0.~~97430314~~871905 3864,~~613~~293,~~064~~589.4777

Principal Distribution Factors Statement Class Original Beginning Scheduled ~~Unscheduled~~UnScheduled Accretion Face Certificate Principal Principal ~~Class (2)~~ Amount Balance Distribution Distribution ~~Accretion~~ A-1A 635,570,000.00 ~~976~~723.~~29496336~~968075 0.~~00000000~~000000 4379.~~67135445~~032463 0.~~00000000~~000000 A-1B 277,867,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 A-1C 336,199,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 A-1D 185,472,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 A-2A 211,512,000.00 ~~962~~679.~~21360150~~944080 0.~~00000000~~000000 5166.~~32976720~~487610 0.~~00000000~~000000 A-2B 83,134,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 A-2C 116,455,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 A-2D 68,992,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 M-1 78,000,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 M-2 74,400,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 M-3 45,600,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 M-4 42,000,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 M-5 38,400,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 M-6 34,800,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 M-7 31,200,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 M-8 28,800,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 M-9 24,000,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 M-10 26,400,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 M-11 30,000,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 P 100.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 CE 31,200,991.99 999.~~96903656~~969037 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 R 0.00 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000 (2) All classes are per 1,000 Denomination~~000000

Principal Distribution Factors Statement (continued) Class Realized Total Ending Ending Total ~~Realized~~Loss Principal Certificate Certificate Principal ~~Class Loss (3)~~ Reduction Balance Percentage Distribution A-1A 0.~~00000000~~000000 4379.~~67135445~~032463 ~~932~~644.~~62360890~~935612 0.~~93262361~~644936 4379.~~67135445~~032463 A-1B 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 A-1C 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 A-1D 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 A-2A 0.~~00000000~~000000 5166.~~32976720~~487610 ~~910~~613.~~88383430~~456470 0.~~91088383~~613456 5166.~~32976720~~487610 A-2B 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 A-2C 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 A-2D 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 M-1 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 M-2 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 M-3 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 M-4 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 M-5 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 M-6 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 M-7 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 M-8 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 M-9 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 M-10 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 M-11 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 P 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 CE 0.~~00000000~~000000 0.~~00000000~~000000 999.~~96903656~~969037 0.~~99996904~~999969 0.~~00000000~~000000 R 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 ~~(3)~~All ~~Amount~~classes ~~Does~~are ~~Not~~per ~~Include Excess Special Hazard~~1,000 ~~Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.~~Denomination

Interest Distribution Statement ~~Beginning~~Class ~~Payment~~Accrual ofAccrual ~~Original~~ Current ~~Certificate/~~Beginning Current ~~Unpaid~~Payment ~~Current~~of ~~Face~~Dates Days Certificate ~~Notional~~Certificate/ Accrued ~~Interest~~Unpaid Interest ~~Class Amount~~ Rate Notional Balance Interest Shortfall ~~Shortfall~~ A-1A ~~635,570,000.00~~11/25/05 3- 12/26/05 32 4.~~50000~~23375% ~~620~~460,~~503~~132,~~789~~389.8642 1,~~870~~731,~~129~~631.4856 0.00 ~~0.00~~ A-1B ~~277,867,000.00~~11/25/05 3- 12/26/05 32 4.~~54000~~27375% 277,867,000.00 ~~847~~1,~~031~~055,585.2486 0.00 ~~0.00~~ A-1C ~~336,199,000.00~~11/25/05 3- 12/26/05 32 4.~~60000~~33375% 336,199,000.00 1,~~042~~295,~~216~~113.9026 0.00 ~~0.00~~ A-1D ~~185,472,000.00~~11/25/05 3- 12/26/05 32 4.~~69000~~42375% 185,472,000.00 ~~589~~729,~~337~~317.2812 0.00 ~~0.00~~ A-2A ~~211,512,000.00~~11/25/05 3- 12/26/05 32 4.~~55000~~28375% ~~203~~143,~~519~~816,~~723~~332.2822 ~~622~~547,~~148~~620.4963 0.00 ~~0.00~~ A-2B ~~83,134,000.00~~11/25/05 3- 12/26/05 32 4.~~61000~~34375% 83,134,000.00 ~~258~~320,~~431~~989.2861 0.00 ~~0.00~~ A-2C ~~116,455,000.00~~11/25/05 3- 12/26/05 32 4.~~72000~~45375% 116,455,000.00 ~~373~~461,~~044~~032.1841 0.00 ~~0.00~~ A-2D ~~68,992,000.00~~11/25/05 3- 12/26/05 32 4.~~83000~~56375% 68,992,000.00 ~~227~~279,~~539~~877.4555 0.00 ~~0.00~~ M-1 ~~78,000,000.00~~11/25/05 3- 12/26/05 32 4.~~96000~~69375% 78,000,000.00 ~~265~~325,~~980~~433.0033 0.00 ~~0.00~~ M-2 ~~74,400,000.00~~11/25/05 3- 12/26/05 32 4.~~99000~~72375% 74,400,000.00 ~~255~~312,~~626~~397.0033 0.00 ~~0.00~~ M-3 ~~45,600,000.00~~11/25/05 - 12/26/05 32 4.~~01000~~74375% 45,600,000.00 ~~157~~192,~~459~~280.~~33 0.~~00 0.00 M-4 ~~42,000,000.00~~11/25/05 - 12/26/05 32 4.~~11000~~84375% 42,000,000.00 ~~148~~180,~~645~~833.0033 0.00 ~~0.00~~ M-5 ~~38,400,000.00~~11/25/05 - 12/26/05 32 4.~~14000~~87375% 38,400,000.00 ~~136~~166,~~896~~357.0033 0.00 ~~0.00~~ M-6 ~~34,800,000.00~~11/25/05 - 12/26/05 32 4.~~21000~~94375% 34,800,000.00 ~~126~~152,~~159~~926.67 0.00 ~~0.00~~ M-7 ~~31,200,000.00~~11/25/05 4- 12/26/05 32 5.~~76000~~49375% 31,200,000.00 ~~127~~152,~~885~~360.~~33 0.~~00 0.00 M-8 ~~28,800,000.00~~11/25/05 - 12/26/05 32 5.~~01000~~74375% 28,800,000.00 ~~124~~147,~~248~~040.00 0.00 ~~0.00~~ M-9 ~~24,000,000.00~~11/25/05 5- 12/26/05 32 6.~~46000~~19375% 24,000,000.00 ~~112~~132,~~840~~133.0033 0.00 ~~0.00~~ M-10 11/25/05 - 12/26~~,400,000.00~~/05 532 6.~~96000~~69375% 26,400,000.00 ~~135~~157,~~490~~080.~~67 0.~~00 0.00 M-11 ~~30,000,000.00~~11/25/05 5- 12/26/05 32 6.~~96000~~69375% 30,000,000.00 ~~153~~178,~~966~~500.~~67 0.~~00 0.00 P ~~100.00~~N/A N/A 0.00000% 100.00 0.00 0.00 ~~0.00~~ CE ~~31,200,991.99~~N/A N/A 0.00000% 31,200,025.90 0.00 0.00 ~~0.00~~ R ~~0.00~~N/A N/A 0.00000% 2,~~376~~156,~~942~~867,~~539~~847.0454 0.00 0.00 ~~0.00~~ Totals 28,~~400~~518,~~002,091~~509.9932 ~~7,575,074.97~~ 0.00 ~~0.00~~

Interest Distribution Statement (continued) ~~Remaining~~Class ~~Ending~~Current Non-Supported Total ~~Unpaid~~Remaining ~~Certificate/~~Ending Interest ~~Realized~~Interest Interest Unpaid Interest Certificate/Notional ~~Class~~ Shortfall ~~Losses~~ (41) Shortfall Distribution Shortfall(2) Balance A-1A 0.00 0.00 1,~~870~~731,~~129~~631.4856 0.00 ~~592~~409,~~747~~901,~~587~~726.1196 A-1B 0.00 0.00 ~~847~~1,~~031~~055,585.2486 0.00 277,867,000.00 A-1C 0.00 0.00 1,~~042~~295,~~216~~113.9026 0.00 336,199,000.00 A-1D 0.00 0.00 ~~589~~729,~~337~~317.2812 0.00 185,472,000.00 A-2A 0.00 0.00 ~~622~~547,~~148~~620.4963 0.00 ~~192~~129,~~662~~753,~~861~~404.5692 A-2B 0.00 0.00 ~~258~~320,~~431~~989.2861 0.00 83,134,000.00 A-2C 0.00 0.00 ~~373~~461,~~044~~032.1841 0.00 116,455,000.00 A-2D 0.00 0.00 ~~227~~279,~~539~~877.4555 0.00 68,992,000.00 M-1 0.00 0.00 ~~265~~325,~~980~~433.0033 0.00 78,000,000.00 M-2 0.00 0.00 ~~255~~312,~~626~~397.0033 0.00 74,400,000.00 M-3 0.00 0.00 ~~157~~192,~~459~~280.3300 0.00 45,600,000.00 M-4 0.00 0.00 ~~148~~180,~~645~~833.0033 0.00 42,000,000.00 M-5 0.00 0.00 ~~136~~166,~~896~~357.0033 0.00 38,400,000.00 M-6 0.00 0.00 ~~126~~152,~~159~~926.67 0.00 34,800,000.00 M-7 0.00 0.00 ~~127~~152,~~885~~360.3300 0.00 31,200,000.00 M-8 0.00 0.00 ~~124~~147,~~248~~040.00 0.00 28,800,000.00 M-9 0.00 0.00 ~~112~~132,~~840~~133.0033 0.00 24,000,000.00 M-10 0.00 0.00 ~~135~~157,~~490~~080.6700 0.00 26,400,000.00 M-11 0.00 0.00 ~~153~~178,~~966~~500.6700 0.00 30,000,000.00 P 0.00 0.00 ~~332~~908,~~347~~331.8280 0.00 100.00 CE 0.00 0.00 54,~~335~~677,~~029~~192.8468 0.00 31,200,025.90 R 0.00 0.00 0.00 0.00 2,~~338~~092,~~329~~574,~~474~~257.5777 Totals 0.00 0.00 1314,~~242~~104,~~452~~033.6380 0.00 (41,2) Amount ~~Does~~also ~~Not~~includes ~~Include~~coupon ~~Excess~~cap ~~Special Hazard, Bankruptcy,~~ or ~~Fraud~~basis ~~Losses~~risk ~~Unless~~shortfalls,if ~~Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.~~applicable

Interest Distribution Factors Statement ~~Beginning~~Class ~~Payment~~Accrual of Original Current ~~Certificate/~~Beginning Current ~~Unpaid~~Payment ~~Current~~of Dates Face Certificate Certificate/Notional Accrued ~~Interest~~Unpaid Interest ~~Class (5)~~ Amount Rate Balance Interest Shortfall ~~Shortfall~~ A-1A 11/25/05 - 12/26/05 635,570,000.00 34.~~50000~~23375% ~~976~~723.~~29496336~~968075 2.~~94244455~~724533 0.~~00000000~~000000 ~~0.00000000~~ A-1B 11/25/05 - 12/26/05 277,867,000.00 34.~~54000~~27375% 1000.~~00000000~~000000 3.~~04833334~~798889 0.~~00000000~~000000 ~~0.00000000~~ A-1C 11/25/05 - 12/26/05 336,199,000.00 34.~~60000~~33375% 1000.~~00000000~~000000 3.~~10000000~~852222 0.~~00000000~~000000 ~~0.00000000~~ A-1D 11/25/05 - 12/26/05 185,472,000.00 34.~~69000~~42375% 1000.~~00000000~~000000 3.~~17750000~~932222 0.~~00000000~~000000 ~~0.00000000~~ A-2A 11/25/05 - 12/26/05 211,512,000.00 34.~~55000~~28375% ~~962~~679.~~21360150~~944080 2.~~94143354~~589076 0.~~00000000~~000000 ~~0.00000000~~ A-2B 11/25/05 - 12/26/05 83,134,000.00 34.~~61000~~34375% 1000.~~00000000~~000000 3.~~10861116~~861111 0.~~00000000~~000000 ~~0.00000000~~ A-2C 11/25/05 - 12/26/05 116,455,000.00 34.~~72000~~45375% 1000.~~00000000~~000000 3.~~20333330~~958889 0.~~00000000~~000000 ~~0.00000000~~ A-2D 11/25/05 - 12/26/05 68,992,000.00 34.~~83000~~56375% 1000.~~00000000~~000000 34.~~29805557~~056667 0.~~00000000~~000000 ~~0.00000000~~ M-1 11/25/05 - 12/26/05 78,000,000.00 34.~~96000~~69375% 1000.~~00000000~~000000 34.~~41000000~~172222 0.~~00000000~~000000 ~~0.00000000~~ M-2 11/25/05 - 12/26/05 74,400,000.00 34.~~99000~~72375% 1000.~~00000000~~000000 34.~~43583333~~198889 0.~~00000000~~000000 ~~0.00000000~~ M-3 11/25/05 - 12/26/05 45,600,000.00 4.~~01000~~74375% 1000.~~00000000~~000000 34.~~45305548~~216667 0.~~00000000~~000000 ~~0.00000000~~ M-4 11/25/05 - 12/26/05 42,000,000.00 4.~~11000~~84375% 1000.~~00000000~~000000 34.~~53916667~~305555 0.~~00000000~~000000 ~~0.00000000~~ M-5 11/25/05 - 12/26/05 38,400,000.00 4.~~14000~~87375% 1000.~~00000000~~000000 34.~~56500000~~332222 0.~~00000000~~000000 ~~0.00000000~~ M-6 11/25/05 - 12/26/05 34,800,000.00 4.~~21000~~94375% 1000.~~00000000~~000000 34.~~62527787~~394445 0.~~00000000~~000000 ~~0.00000000~~ M-7 11/25/05 - 12/26/05 31,200,000.00 45.~~76000~~49375% 1000.~~00000000~~000000 4.~~09888878~~883333 0.~~00000000~~000000 ~~0.00000000~~ M-8 11/25/05 - 12/26/05 28,800,000.00 5.~~01000~~74375% 1000.~~00000000~~000000 45.~~31416667~~105556 0.~~00000000~~000000 ~~0.00000000~~ M-9 11/25/05 - 12/26/05 24,000,000.00 56.~~46000~~19375% 1000.~~00000000~~000000 45.~~70166667~~505555 0.~~00000000~~000000 ~~0.00000000~~ M-10 11/25/05 - 12/26/05 26,400,000.00 56.~~96000~~69375% 1000.~~00000000~~000000 5.~~13222235~~950000 0.~~00000000~~000000 ~~0.00000000~~ M-11 11/25/05 - 12/26/05 30,000,000.00 56.~~96000~~69375% 1000.~~00000000~~000000 5.~~13222233~~950000 0.~~00000000~~000000 ~~0.00000000~~ P N/A 100.00 0.00000% 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 ~~0.00000000~~ CE N/A 31,200,991.99 0.00000% 999.~~96903656~~969037 0.~~00000000~~000000 0.~~00000000~~000000 ~~0.00000000~~ R N/A 0.00 0.00000% 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000 0.00000000 (5) All classes are per 1,000 Denomination~~000000

Interest Distribution Factors Statement (continued) ~~Remaining~~Class ~~Ending~~Current Non-Supported Total Remaining Unpaid ~~Certificate/~~Ending Interest ~~Realized~~Interest Interest Interest ~~Notional~~Certificate/ ~~Class~~ Shortfall ~~Losses~~ (61) Shortfall Distribution Shortfall(2) Notional Balance A-1A 0.~~00000000~~000000 0.~~00000000~~000000 2.~~94244455~~724533 0.~~00000000~~000000 ~~932~~644.~~62360890~~935612 A-1B 0.~~00000000~~000000 0.~~00000000~~000000 3.~~04833334~~798889 0.~~00000000~~000000 1000.~~00000000~~000000 A-1C 0.~~00000000~~000000 0.~~00000000~~000000 3.~~10000000~~852222 0.~~00000000~~000000 1000.~~00000000~~000000 A-1D 0.~~00000000~~000000 0.~~00000000~~000000 3.~~17750000~~932222 0.~~00000000~~000000 1000.~~00000000~~000000 A-2A 0.~~00000000~~000000 0.~~00000000~~000000 2.~~94143354~~589076 0.~~00000000~~000000 ~~910~~613.~~88383430~~456470 A-2B 0.~~00000000~~000000 0.~~00000000~~000000 3.~~10861116~~861111 0.~~00000000~~000000 1000.~~00000000~~000000 A-2C 0.~~00000000~~000000 0.~~00000000~~000000 3.~~20333330~~958889 0.~~00000000~~000000 1000.~~00000000~~000000 A-2D 0.~~00000000~~000000 0.~~00000000~~000000 34.~~29805557~~056667 0.~~00000000~~000000 1000.~~00000000~~000000 M-1 0.~~00000000~~000000 0.~~00000000~~000000 34.~~41000000~~172222 0.~~00000000~~000000 1000.~~00000000~~000000 M-2 0.~~00000000~~000000 0.~~00000000~~000000 34.~~43583333~~198889 0.~~00000000~~000000 1000.~~00000000~~000000 M-3 0.~~00000000~~000000 0.~~00000000~~000000 34.~~45305548~~216667 0.~~00000000~~000000 1000.~~00000000~~000000 M-4 0.~~00000000~~000000 0.~~00000000~~000000 34.~~53916667~~305555 0.~~00000000~~000000 1000.~~00000000~~000000 M-5 0.~~00000000~~000000 0.~~00000000~~000000 34.~~56500000~~332222 0.~~00000000~~000000 1000.~~00000000~~000000 M-6 0.~~00000000~~000000 0.~~00000000~~000000 34.~~62527787~~394445 0.~~00000000~~000000 1000.~~00000000~~000000 M-7 0.~~00000000~~000000 0.~~00000000~~000000 4.~~09888878~~883333 0.~~00000000~~000000 1000.~~00000000~~000000 M-8 0.~~00000000~~000000 0.~~00000000~~000000 45.~~31416667~~105556 0.~~00000000~~000000 1000.~~00000000~~000000 M-9 0.~~00000000~~000000 0.~~00000000~~000000 45.~~70166667~~505555 0.~~00000000~~000000 1000.~~00000000~~000000 M-10 0.~~00000000~~000000 0.~~00000000~~000000 5.~~13222235~~950000 0.~~00000000~~000000 1000.~~00000000~~000000 M-11 0.~~00000000~~000000 0.~~00000000~~000000 5.~~13222233~~950000 0.~~00000000~~000000 1000.~~00000000~~000000 P 0.~~00000000~~000000 0.~~00000000~~000000 ~~3323478~~9083318.~~20000000~~000000 0.~~00000000~~000000 1000.~~00000000~~000000 CE 0.~~00000000~~000000 0.~~00000000~~000000 ~~170~~149.~~98910963~~905256 0.~~00000000~~000000 999.~~96903656~~969037 R 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 (61,2) Amount ~~Does~~also ~~Not~~includes ~~Include~~coupon ~~Excess~~cap ~~Special Hazard, Bankruptcy,~~or ~~Fraud~~basis ~~Losses~~risk ~~Unless~~shortfalls,if ~~Otherwise Disclosed~~applicable. ~~Please~~All ~~Refer~~classes toare ~~the~~per ~~Prospectus~~1,000 ~~Supplement for a Full Description.~~Denomination

CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 5277,~~412~~057,~~010~~627.4019 ~~Liquidations,~~Reserve ~~Insurance~~Funds ~~Proceeds,~~and ~~Reserve~~Credit ~~Funds~~Enhancements 0.00 Proceeds from Repurchased Loans 0.00 ~~Other Amounts (~~Servicer Advances) ~~207~~2,~~921~~707,273.1183 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0(86,771.0039) Prepayment Penalties ~~332~~908,~~347~~331.8280 Swap/Cap Payments 0.00 Total Deposits 5280,~~952~~586,~~279~~461.3343 Withdrawals Swap Payments 0.00 Reserve Funds and Credit Enhancements 0.00 Reimbursement for Servicer Advances 31,~~059~~198,531.9434 ~~Payment~~Total ofAdministration ~~Service~~Fees ~~Fee 1~~990,~~093,702~~306.2952 Payment of Interest and Principal 5178,~~855~~397,~~517~~623.1057 Total Withdrawals (Pool Distribution Amount) 5280,~~952~~586,~~279~~461.3343 Ending Balance 0.00 Please see Additional Reporting Page for information related to SWAP and CAP payments.

~~SERVICING~~ADMINISTRATION FEES Gross Servicing Fee* ~~990~~898,~~392~~694.7394 Custodian Fee 95,~~001~~990.6040 Fannie Mae Fee 9485,~~307~~621.9618 Supported Prepayment/Curtailment Interest Shortfall 0.00 ~~Net~~Total ~~Servicing~~Administration ~~Fee~~Fees 1990,~~093,702~~306.2952 *Servicer Payees include: COUNTRYWIDE HOME LOANS INC.

~~OTHER~~Reserve ~~ACCOUNTS~~Accounts Account Name Beginning Current Withdrawals Current Deposits Ending ~~Account Type~~ Balance ~~Withdrawals Deposits~~ Balance ~~Financial~~Reserve ~~Guaranty~~Fund 0.00 0.00 0.00 0.00 Reserve Fund 0.00 0.00 0.00 0.00 Reserve Fund 0.00 0908,331.0080 0908,331.0080 0.00 ~~Reserve~~OTHER ~~Fund~~ACCOUNTS Account Name Funds In (A) Funds Out(B) Net Amount(A - B) Financial Guaranty 0.00 ~~332,347~~0.8200 ~~332,347.82~~ 0.00

~~LOAN~~COLLATERAL ~~STATUS STRATIFICATION/CREDIT ENHANCEMENT~~ STATEMENT ~~DELINQUENT~~Collateral ~~BANKRUPTCY~~Description ~~FORECLOSURE~~Mixed ~~REO~~Fixed ~~Total~~& NoArm ofWeighted ~~Loans~~Average NoGross ofCoupon ~~Loans~~7.545568% NoWeighted ofAverage ~~Loans~~Net NoCoupon of7.045568% ~~Loans~~Weighted NoAverage ofPass-Through ~~Loans~~Rate ~~Principal~~7.035568% ~~Balance~~Weighted ~~Principal~~Average ~~Balance~~Remaining ~~Principal~~Term ~~Balance~~351 ~~Principal~~Beginning ~~Balance~~Scheduled ~~Principal~~Collateral ~~Balance~~Loan ~~0-29~~Count ~~Days~~12,536 0Number 0Of 0Loans 0Paid ~~0.00~~In ~~0.00~~Full ~~0.00~~320 ~~0.00~~Ending 30Scheduled ~~Days~~Collateral ~~154~~Loan 0Count ~~0 0 154 28~~12,~~459,835.96~~216 ~~0.00~~Beginning ~~0.00~~Scheduled ~~0.00~~Collateral 28Balance 2,~~459~~156,~~835~~867,847.9654 60Ending ~~Days~~Scheduled 1Collateral 0Balance ~~0 0 1 183~~2,~~299.05 0.00 0.00 0.00 183~~092,~~299~~574,257.0577 90Ending ~~Days~~Actual 1Collateral 0Balance 0at 030-Nov-2005 ~~1 298~~2,~~908~~092,574,257.6577 ~~0.00~~Monthly ~~0.00~~P&I ~~0.00~~Constant ~~298~~15,~~908~~305,450.6598 ~~120~~Special ~~Days~~Servicing 0Fee 0 ~~0 0 0 0~~.00 ~~0.00~~Prepayment ~~0.00~~Penalty ~~0.00~~Waived ~~0.00~~Amount ~~150 Days~~ 0 ~~0 0 0 0 0~~.00 ~~0.00~~Prepayment ~~0.00~~Penalty ~~0.00~~Waived ~~0.00~~Count ~~180+ Days~~ 0 0Prepayment 0Penalty 0Paid 0Amount 0908,331.0080 ~~0.00~~Prepayment ~~0.00~~Penalty ~~0.00~~Paid ~~0.00~~Count ~~Totals~~17 ~~156~~Realized 0Loss 0Amount ~~0 156 28~~86,~~942,043~~771.6639 ~~0.00~~Cumulative ~~0.00~~Realized ~~0.00~~Loss 2886,~~942,043~~771.6639 NoScheduled ~~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 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days~~ 1,743,123.~~151058%~~71 ~~0.000000%~~Unscheduled ~~0.000000%~~Principal 062,550,466.000000% 1.151058% 1.217101% 0.000000% 0.000000% 0.000000% 1.217101% 60 Days 0.007474% 0.000000% 0.000000% 0.000000% 0.007474% 0.007839% 0.000000% 0.000000% 0.000000% 0.007839% 90 Days 0.007474% 0.000000% 0.000000% 0.000000% 0.007474% 0.012783% 0.000000% 0.000000% 0.000000% 0.012783% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 1.166006% 0.000000% 0.000000% 0.000000% 1.166006% 1.237723% 0.000000% 0.000000% 0.000000% 1.237723%06

~~DELINQUENT~~Other ~~BANKRUPTCY~~Income ~~FORECLOSURE REO Total Group 1 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance~~ 0~~-29 Days 0 0 0 0 0~~.00 0.00 0.00 0.00 30 Days 9 0 0 0 9 1,346,024.32 0.00 0.00 0.00 1,346,024.32 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 9 0 0 0 9 1,346,024.32 0.00 0.00 0.00 1,346,024.32 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.458716% 0.000000% 0.000000% 0.000000% 0.458716% 0.434148% 0.000000% 0.000000% 0.000000% 0.434148% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.458716% 0.000000% 0.000000% 0.000000% 0.458716% 0.434148% 0.000000% 0.000000% 0.000000% 0.434148% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 2 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 109 0 0 0 109 18,729,168.06 0.00 0.00 0.00 18,729,168.06 60 Days 1 0 0 0 1 183,299.05 0.00 0.00 0.00 183,299.05 90 Days 1 0 0 0 1 298,908.65 0.00 0.00 0.00 298,908.65 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 111 0 0 0 111 19,211,375.76 0.00 0.00 0.00 19,211,375.76 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.254748% 0.000000% 0.000000% 0.000000% 1.254748% 1.295669% 0.000000% 0.000000% 0.000000% 1.295669% 60 Days 0.011511% 0.000000% 0.000000% 0.000000% 0.011511% 0.012680% 0.000000% 0.000000% 0.000000% 0.012680% 90 Days 0.011511% 0.000000% 0.000000% 0.000000% 0.011511% 0.020678% 0.000000% 0.000000% 0.000000% 0.020678% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 1.277771% 0.000000% 0.000000% 0.000000% 1.277771% 1.329028% 0.000000% 0.000000% 0.000000% 1.329028% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 3 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 4 0 0 0 4 291,466.32 0.00 0.00 0.00 291,466.32 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 4 0 0 0 4 291,466.32 0.00 0.00 0.00 291,466.32 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.365631% 0.000000% 0.000000% 0.000000% 0.365631% 0.179777% 0.000000% 0.000000% 0.000000% 0.179777% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.365631% 0.000000% 0.000000% 0.000000% 0.365631% 0.179777% 0.000000% 0.000000% 0.000000% 0.179777% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 4 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 32 0 0 0 32 8,093,177.26 0.00 0.00 0.00 8,093,177.26 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 32 0 0 0 32 8,093,177.26 0.00 0.00 0.00 8,093,177.26 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.955990% 0.000000% 0.000000% 0.000000% 1.955990% 1.923994% 0.000000% 0.000000% 0.000000% 1.923994% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 1.955990% 0.000000% 0.000000% 0.000000% 1.955990% 1.923994% 0.000000% 0.000000% 0.000000% 1.923994%

~~OTHER~~Group ~~INFORMATION~~Level ~~Current~~Collateral ~~Period~~Statement ~~Class~~Group AGroup ~~Insufficient~~1 ~~Funds~~Group 2 Group 3 Collateral Description Mixed Fixed Mixed ARM Mixed Fixed Weighted Average Coupon Rate 6.931822 7.679460 7.578123 Weighted Average Net Rate 6.431822 7.179460 7.078123 Weighted Average Remaining Term 343 353 344 Beginning Loan Count 1,892 8,083 1,054 Loans Paid In Full 23 243 18 Ending Loan Count 1,869 7,840 1,036 Beginning Scheduled Balance 297,080,994.50 1,325,862,305.30 157,611,648.27 Ending Scheduled Balance 292,881,844.19 1,279,895,145.86 155,349,996.43 Record Date 11/30/2005 11/30/2005 11/30/2005 Principal And Interest Constant 2,016,197.56 9,490,127.79 1,140,590.95 Scheduled Principal 300,103.74 1,005,205.32 145,257.28 Unscheduled Principal 3,899,046.57 44,961,954.12 2,116,394.56 Scheduled Interest 1,716,093.82 8,484,922.47 995,333.67 Servicing Fee 123,783.75 552,442.63 65,671.52 Master Servicing Fee 0.00 ~~Principal~~0.00 ~~Balance~~0.00 ofTrustee ~~Contaminated~~Fee ~~Properties~~0.00 0.00 ~~Periodic~~0.00 ~~Advance~~FRY ~~207~~Amount 0.00 0.00 0.00 Special Hazard Fee 0.00 0.00 0.00 Other Fee 2,~~921~~475.67 11,048.85 1,313.43 Pool Insurance Fee 0.00 0.00 0.00 Spread 1 0.00 0.00 0.00 Spread 2 0.00 0.00 0.00 Spread 3 0.00 0.00 0.00 Net Interest 1,592,310.27 7,932,479.46 929,662.09 Realized Loss Amount 0.00 0.00 86,771.39 Cumulative Realized Loss 0.00 0.00 86,771.39 Percentage of Cumulative Losses 0.0000 0.0000 0.0526 Prepayment Penalty Waived Amount 0.00 0.00 0.00 Prepayment Penalty Waived Count 0 0 0 Prepayment Penalty Paid Amount Not Available Not Available Not Available Prepayment Penalty Paid Count Not Available Not Available Not Available Special Servicing Fee 0.00 0.00 0.00 Pass-Through Rate 6.421822 7.169460 7.068123

~~SUBORDINATION~~Group ~~LEVEL/CREDIT~~Level ~~ENHANCEMENT/CLASS~~Collateral ~~PERCENTAGE~~Statement ~~AND~~Group ~~PREPAYMENT~~Group ~~PERCENTAGE~~4 ~~Current~~Total ~~Original~~Collateral $Description ~~Original~~Mixed %ARM ~~Current~~Mixed $Fixed ~~Current~~& %Arm ~~Class%~~Weighted ~~Prepayment%~~Average ~~Class~~Coupon RRate ~~484,801,091~~7.99544713 207.~~20002873%~~545568 ~~484,800,125.90~~Weighted ~~20.73275521%~~Average 0Net Rate 7.~~000000%~~044713 07.~~000000%~~045568 ~~Class~~Weighted M-Average Remaining Term 353 351 Beginning Loan Count 1,507 ~~406~~12,~~801~~536 Loans Paid In Full 36 320 Ending Loan Count 1,~~091.99~~471 ~~16.95003143%~~12,216 ~~406~~Beginning Scheduled Balance 376,~~800~~312,~~125~~899.9047 172,156,867,847.~~39704051%~~54 3Ending scheduled Balance 364,447,271.~~335715%~~29 02,092,574,257.~~000000%~~77 ~~Class~~Record M-Date 11/30/2005 11/30/2005 Principal And Interest Constant 2,658,534.68 ~~332~~15,~~401~~305,~~091~~450.9998 13Scheduled Principal 292,557.~~85003400%~~37 ~~332~~1,~~400~~743,~~125~~123.9071 ~~14.21528187%~~Unscheduled 3Principal 11,573,070.~~181759%~~81 062,550,466.~~000000%~~06 ~~Class~~Scheduled ~~M-3~~Interest ~~286~~2,~~801~~365,~~091~~977.9931 1113,562,327.~~95003558%~~27 ~~286~~Servicing Fee 156,~~800~~797.04 898,~~125~~694.9094 12Master Servicing Fee 0.~~26517174%~~00 10.~~950110%~~00 Trustee Fee 0.~~000000%~~00 ~~Class~~0.00 ~~M-4~~FRY ~~244,801,091~~Amount 0.9900 100.~~20003703%~~00 ~~244~~Special Hazard Fee 0.00 0.00 Other Fee 3,~~800~~135.94 17,~~125~~973.9089 10Pool Insurance Fee 0.~~46901767%~~00 0.00 Spread 1 0.~~796154%~~00 0.~~000000%~~00 ~~Class~~Spread P2 ~~31,200,991~~0.9900 10.~~30004025%~~00 31Spread 3 0.00 0.00 Net Interest 2,~~200~~209,~~025~~180.9028 112,663,632.~~33428699%~~10 Realized Loss Amount 0.~~000004%~~00 086,771.~~000000%~~39 ~~Class~~Cumulative CERealized Loss 0.00 86,771.39 Percentage of Cumulative Losses 0.~~00000000%~~0000 0.000036 Prepayment Penalty Waived Amount 0.~~00000000%~~00 10.~~334287%~~00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount Not Available 908331.~~000000%~~80 ~~Please~~Prepayment ~~Refer~~Penalty toPaid ~~the~~Count ~~Prospectus~~Not ~~Supplement~~Available ~~for~~17 aSpecial ~~Full~~Servicing ~~Description~~Fee of0.00 ~~Loss~~0.00 ~~Exposure~~Pass-Through Rate 7.034713 7.035568

~~Summary~~Additional 12Reporting ~~Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Sep~~-04 ~~0.000%~~Deal ~~Original~~Level ~~Principal~~Miscellaneous ~~Balance~~Reporting ~~0.00~~Excess ~~Oct-04~~Cash 04,759,561.~~000%~~52 ~~Current~~Extra Principal ~~Balance 0~~82,369.0035 ~~Nov-04~~Overcollateralization ~~0.000%~~Amt ~~Dec-04 0~~31,200,025.~~000%~~90 ~~Current~~Overcollateralization ~~REO~~Deficiency ~~Total~~Amt ~~Jan-05 0~~82,369.~~000%~~35 ~~Loans~~Overcollateralization inIncrease ~~REO~~Amt 0 ~~Feb-05 0~~.~~000% Original Principal Balance 0.~~00 ~~Mar-05~~Overcollateralization ~~0.000%~~Reduction ~~Current~~Amt ~~Principal Balance~~ 0.00 ~~Apr-05~~Specified ~~0.000%~~Overcollateralization ~~May-05~~Amt 031,200,025.~~000%~~90 ~~Jun-05~~Stepdown 0.000% Jul-05 0.000% Aug-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 1 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Sep-04 0.000% Original Principal Balance 0.00 ~~Oct-04~~Swap ~~0.000%~~In ~~Current Principal Balance 0~~8,289,332.0007 ~~Nov-04~~Swap ~~0.000%~~Out ~~Dec-04 0~~7,578,879.~~000%~~70 ~~Current~~Trigger ~~REO~~Event Total Jan-05 0.000% Loans in REO 0 Feb-05 0.000% Original Principal Balance 0.00 Mar-05 0.000% Current Principal Balance 0.00 Apr-05 0.000% May-05 0.000% Jun-05 0.000% Jul-05 0.000% Aug-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 2 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Sep-04 0.000% Original Principal Balance 0.00 Oct-04 0.000% Current Principal Balance 0.00 Nov-04 0.000% Dec-04 0.000% Current REO Total Jan-05 0.000% Loans in REO 0 Feb-05 0.000% Original Principal Balance 0.00 Mar-05 0.000% Current Principal Balance 0.00 Apr-05 0.000% May-05 0.000% Jun-05 0.000% Jul-05 0.000% Aug-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 3 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Sep-04 0.000% Original Principal Balance 0.00 Oct-04 0.000% Current Principal Balance 0.00 Nov-04 0.000% Dec-04 0.000% Current REO Total Jan-05 0.000% Loans in REO 0 Feb-05 0.000% Original Principal Balance 0.00 Mar-05 0.000% Current Principal Balance 0.00 Apr-05 0.000% May-05 0.000% Jun-05 0.000% Jul-05 0.000% Aug-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 4 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Sep-04 0.000% Original Principal Balance 0.00 Oct-04 0.000% Current Principal Balance 0.00 Nov-04 0.000% Dec-04 0.000% Current REO Total Jan-05 0.000% Loans in REO 0 Feb-05 0.000% Original Principal Balance 0.00 Mar-05 0.000% Current Principal Balance 0.00 Apr-05 0.000% May-05 0.000% Jun-05 0.000% Jul-05 0.000% Aug-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.No

LOAN STATUS STRATIFICATION/CREDIT ENHANCEMENT STATEMENT DELINQUENT BANKRUPTCY FORECLOSURE REO ~~Loan~~TOTAL ~~Detail~~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 ~~All~~Days ~~Mortgage~~14 3 0 17 1,885,196.70 369,402.65 0.00 2,254,599.35 30 Days 476 4 1 0 481 82,588,292.07 710,408.84 103,082.55 0.00 83,401,783.46 60 Days 170 6 140 0 316 26,886,387.50 808,990.48 24,325,054.06 0.00 52,020,432.04 90 Days 59 11 108 9 187 9,016,681.40 1,208,101.23 19,409,682.86 1,576,685.05 31,211,150.54 120 Days 31 12 104 22 169 4,494,972.28 2,249,851.76 20,451,662.21 3,384,846.80 30,581,333.05 150 Days 9 7 59 12 87 1,352,515.13 1,212,254.79 10,261,008.90 2,276,672.78 15,102,451.60 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 745 54 415 43 1,257 124,338,848.38 8,074,803.80 74,919,893.23 7,238,204.63 214,571,750.04 No of Loans inNo ~~REO~~of ~~during~~Loans ~~Current~~No ~~Period~~of ~~Month~~Loans ~~Loan~~No ~~First~~of ~~Original~~Loans ~~Loan~~No ~~Entered~~of ~~Payment~~Loans ~~LTV~~Principal atBalance Principal ~~Group~~Balance ~~Number~~Principal ~~REO~~Balance ~~Date~~Principal ~~State~~Balance ~~Origination~~Principal Balance No0-29 ~~REO~~Days ~~loans~~0.114604% ~~this~~0.024558% ~~period~~0.000000% 0.139162% 0.090090% 0.017653% 0.000000% 0.107743% 30 Days 3.896529% 0.032744% 0.008186% 0.000000% 3.937459% 3.946732% 0.033949% 0.004926% 0.000000% 3.985607% 60 Days 1.391618% 0.049116% 1.146038% 0.000000% 2.586771% 1.284847% 0.038660% 1.162446% 0.000000% 2.485954% 90 Days 0.482973% 0.090046% 0.884086% 0.073674% 1.530779% 0.430889% 0.057733% 0.927550% 0.075347% 1.491519% 120 Days 0.253766% 0.098232% 0.851343% 0.180092% 1.383432% 0.214806% 0.107516% 0.977345% 0.161755% 1.461422% 150 Days 0.073674% 0.057302% 0.482973% 0.098232% 0.712181% 0.064634% 0.057931% 0.490353% 0.108798% 0.721716% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 6.098559% 0.442043% 3.397184% 0.351997% 10.289784% 5.941909% 0.385879% 3.580274% 0.345900% 10.253961%

~~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~~0.00 NoPeriodic ~~REO~~Advance ~~loans this period~~2,707,273.83

~~Summary~~Delinquency 12Status ~~Month~~By ~~Foreclosure~~Group History*DELINQUENT ~~New~~BANKRUPTCY ~~Foreclosure~~FORECLOSURE REO TOTAL Group 1 No of Loans ~~Month~~No ~~Foreclosure~~of ~~Percentage~~Loans No of Loans inNo ~~Foreclosure~~of 0Loans ~~Sep~~No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-0429 Days 1 0 0 1 89,742.~~000%~~94 ~~Original~~0.00 ~~Principal~~0.00 ~~Balance~~89,742.94 30 Days 38 0 0 0 38 5,490,296.87 0.00 ~~Oct-04~~0.00 0.~~000%~~00 ~~Current~~5,490,296.87 ~~Principal~~60 ~~Balance~~Days 15 0 10 0 25 1,675,475.55 0.00 ~~Nov-04~~1,216,255.90 0.~~000%~~00 ~~Dec-04~~2,891,731.45 90 Days 2 0~~.000%~~ ~~Current~~3 ~~Foreclosure~~0 ~~Total~~5 ~~Jan-05~~187,030.94 0.~~000%~~00 ~~Loans~~274,975.12 in0.00 ~~Foreclosure~~462,006.06 120 Days 2 0 ~~Feb-~~5 0 7 340,680.96 0.00 716,032.09 0.00 1,056,713.05 150 Days 0 0 5 0 5 0.~~000%~~00 ~~Original~~0.00 ~~Principal~~711,509.08 ~~Balance~~0.00 711,509.08 180+ Days 0 0 0 0 0 0.00 ~~Mar-05~~0.00 0.~~000%~~00 ~~Current~~0.00 ~~Principal~~0.00 ~~Balance~~Totals 57 1 23 0 81 7,693,484.32 89,742.94 2,918,772.19 0.00 ~~Apr~~10,701,999.45 0-0529 Days 0.~~000~~053505% ~~May-05~~0.000000% 0.~~000~~000000% ~~Jun-05~~0.053505% 0.~~000~~030641% ~~Jul-05~~0.000000% 0.~~000~~000000% ~~Aug-05~~0.030641% 30 Days 2.033173% 0.~~000~~000000% *The0.000000% ~~text~~0.000000% ~~reported~~2.033173% in1.874577% ~~the~~0.000000% ~~above~~0.000000% ~~table~~0.000000% is1.874577% ~~presented~~60 ~~graphically~~Days on0.802568% ~~the~~0.000000% ~~monthly~~0.535045% ~~bond~~0.000000% ~~remittance~~1.337614% ~~report~~0.572065% ~~The~~0.000000% ~~monthly~~0.415272% ~~bond~~0.000000% ~~remittance~~0.987337% ~~report~~90 ~~can~~Days be0.107009% ~~viewed~~0.000000% ~~online~~0.160514% at0.000000% ~~www~~0.~~ctslink~~267523% 0.~~com~~063859% 0.000000% ~~Group~~0.093886% 10.000000% 120.157745% ~~Month~~120 ~~Foreclosure~~Days History*0.107009% ~~New~~0.000000% ~~Foreclosure~~0.267523% ~~Loans~~0.000000% ~~Month~~0.374532% ~~Foreclosure~~0.116320% ~~Percentage~~0.000000% ~~Loans~~0.244478% in0.000000% ~~Foreclosure~~0.360798% 150 Days 0.000000% ~~Sep-04~~0.000000% 0.~~000~~267523% ~~Original~~0.000000% ~~Principal~~0.267523% ~~Balance~~0.000000% 0.00000000% ~~Oct-04~~0.242934% 0.~~000~~000000% ~~Current~~0.242934% ~~Principal~~180+ ~~Balance~~Days 0.00000000% ~~Nov-04~~0.000000% 0.~~000~~000000% ~~Dec-04~~0.000000% 0.~~000~~000000% ~~Current~~0.000000% ~~Foreclosure~~0.000000% ~~Total~~0.000000% ~~Jan-05~~0.000000% 0.~~000~~000000% ~~Loans~~Totals in3.049759% ~~Foreclosure~~0.053505% 1.230605% 0.000000% ~~Feb-05~~4.333868% 2.626822% 0.~~000~~030641% ~~Original~~0.996570% 0.000000% 3.654033% DELINQUENT BANKRUPTCY FORECLOSURE REO TOTAL Group 2 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 11 2 0 13 1,556,515.05 261,086.83 0.00 ~~Mar-05~~1,817,601.88 30 Days 331 1 1 0 333 52,852,726.~~000%~~36 ~~Current~~60,986.42 ~~Principal~~103,082.55 ~~Balance~~0.00 53,016,795.33 60 Days 116 5 92 0 213 18,238,128.50 749,990.46 15,844,173.20 0.00 ~~Apr-05~~34,832,292.16 90 Days 46 10 70 8 134 6,967,348.25 1,130,044.36 11,863,548.64 1,397,488.89 21,358,430.14 120 Days 20 9 71 20 120 3,027,062.67 1,197,661.35 11,414,857.31 3,198,808.51 18,838,389.84 150 Days 6 4 42 10 62 1,144,546.61 772,863.42 7,054,739.90 1,677,442.95 10,649,592.88 180+ Days 0 0 0 0 0 0.~~000%~~00 ~~May~~0.00 0.00 0.00 0.00 Totals 519 40 278 38 875 82,229,812.39 5,468,061.06 46,541,488.43 6,273,740.35 140,513,102.23 0-0529 Days 0.~~000~~140306% ~~Jun-05~~0.025510% 0.~~000~~000000% ~~Jul-05~~0.165816% 0.~~000~~121613% ~~Aug-05~~0.020399% 0.~~000~~000000% *The0.142012% ~~text~~30 ~~reported~~Days in4.221939% ~~the~~0.012755% ~~above~~0.012755% ~~table~~0.000000% is4.247449% ~~presented~~4.129458% ~~graphically~~0.004765% on0.008054% ~~the~~0.000000% ~~monthly~~4.142276% ~~bond~~60 ~~remittance~~Days ~~report~~1.479592% ~~The~~0.063776% ~~monthly~~1.173469% ~~bond~~0.000000% ~~remittance~~2.716837% ~~report~~1.424971% ~~can~~0.058598% be1.237927% ~~viewed~~0.000000% ~~online~~2.721496% at90 ~~www~~Days 0.~~ctslink~~586735% 0.~~com~~127551% 0.892857% ~~Group~~0.102041% 21.709184% 120.544369% ~~Month~~0.088292% ~~Foreclosure~~0.926916% History*0.109188% ~~New~~1.668764% ~~Foreclosure~~120 ~~Loans~~Days ~~Month~~0.255102% ~~Foreclosure~~0.114796% ~~Percentage~~0.905612% ~~Loans~~0.255102% in1.530612% ~~Foreclosure~~0.236509% 0.093575% ~~Sep-04~~0.891859% 0.~~000~~249927% ~~Original~~1.471870% ~~Principal~~150 ~~Balance~~Days 0.00076531% ~~Oct-04~~0.051020% 0.~~000~~535714% ~~Current~~0.127551% ~~Principal~~0.790816% ~~Balance~~0.089425% 0.00060385% ~~Nov-04~~0.551197% 0.~~000~~131061% ~~Dec-04~~0.832068% 180+ Days 0.~~000~~000000% ~~Current~~0.000000% ~~Foreclosure~~0.000000% ~~Total~~0.000000% ~~Jan-05~~0.000000% 0.~~000~~000000% ~~Loans~~0.000000% in0.000000% ~~Foreclosure~~0.000000% 0.000000% ~~Feb-05~~Totals 6.619898% 0.~~000~~510204% ~~Original~~3.545918% ~~Principal~~0.484694% ~~Balance~~11.160714% 6.424730% 0.00427227% ~~Mar-05~~3.636352% 0.~~000~~490176% ~~Current~~10.978485% DELINQUENT BANKRUPTCY FORECLOSURE REO TOTAL Group 3 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 ~~Apr-05~~0.00 0.~~000%~~00 ~~May-05~~ 0.00 30 Days 22 0 0 0 22 3,000%,706.98 ~~Jun-05~~0.00 0.00 0.00 3,000%,706.98 ~~Jul-05~~60 Days 14 1 1 0 16 1,477,353.70 59,000%.02 ~~Aug-05~~99,559.57 0.~~000%~~00 *The1,635,913.29 ~~text~~90 ~~reported~~Days in7 ~~the~~1 ~~above~~8 ~~table~~0 is16 ~~presented~~1,137,507.69 ~~graphically~~78,056.87 on641,800.04 ~~the~~0.00 ~~monthly~~1,857,364.60 ~~bond~~120 ~~remittance~~Days ~~report~~3 0 0 0 3 221,328.00 ~~The~~0.00 ~~monthly~~0.00 ~~bond~~0.00 ~~remittance~~221,328.00 ~~report~~150 ~~can~~Days be2 ~~viewed~~0 ~~online~~0 at0 ~~www~~2 148,422.~~ctslink~~12 0.~~com~~00 0.00 ~~Group~~0.00 3 148,422.12 ~~Month~~180+ ~~Foreclosure~~Days History*0 ~~New~~0 ~~Foreclosure~~0 ~~Loans~~0 ~~Month~~0 ~~Foreclosure~~0.00 ~~Percentage~~0.00 ~~Loans~~0.00 in0.00 ~~Foreclosure~~0.00 Totals 48 2 9 0 ~~Sep~~59 5,985,318.49 137,056.89 741,359.61 0.00 6,863,734.99 0-0429 Days 0.~~000~~000000% ~~Original~~0.000000% ~~Principal~~0.000000% ~~Balance~~0.000000% 0.00000000% ~~Oct-04~~0.000000% 0.~~000~~000000% ~~Current~~0.000000% ~~Principal~~30 ~~Balance~~Days 2.123552% 0.00000000% ~~Nov-04~~0.000000% 0.~~000~~000000% ~~Dec-04~~2.123552% 1.931578% 0.~~000~~000000% ~~Current~~0.000000% ~~Foreclosure~~0.000000% ~~Total~~1.931578% ~~Jan-05~~60 Days 1.351351% 0.~~000~~096525% ~~Loans~~0.096525% in0.000000% ~~Foreclosure~~1.544402% 0.950984% ~~Feb-05~~0.037979% 0.~~000~~064087% ~~Original~~0.000000% ~~Principal~~1.053050% ~~Balance~~90 Days 0.00675676% ~~Mar-05~~0.096525% 0.~~000~~772201% ~~Current~~0.000000% ~~Principal~~1.544402% ~~Balance~~0.732223% 0.00050246% ~~Apr-05~~0.413132% 0.~~000~~000000% ~~May-05~~1.195600% 120 Days 0.~~000~~289575% ~~Jun-05~~0.000000% 0.~~000~~000000% ~~Jul-05~~0.000000% 0.~~000~~289575% ~~Aug-05~~0.142471% 0.~~000~~000000% *The0.000000% ~~text~~0.000000% ~~reported~~0.142471% in150 ~~the~~Days ~~above~~0.193050% ~~table~~0.000000% is0.000000% ~~presented~~0.000000% ~~graphically~~0.193050% on0.095540% ~~the~~0.000000% ~~monthly~~0.000000% ~~bond~~0.000000% ~~remittance~~0.095540% ~~report~~180+ Days 0.000000% ~~The~~0.000000% ~~monthly~~0.000000% ~~bond~~0.000000% ~~remittance~~0.000000% ~~report~~0.000000% ~~can~~0.000000% be0.000000% ~~viewed~~0.000000% ~~online~~0.000000% atTotals ~~www~~4.~~ctslink~~633205% 0.~~com~~193050% 0.868726% 0.000000% 5.694981% 3.852796% 0.088225% 0.477219% 0.000000% 4.418240% DELINQUENT BANKRUPTCY FORECLOSURE REO TOTAL Group 4 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 0Principal ~~Sep~~Balance Principal Balance Principal Balance Principal Balance 0-0429 Days 2 1 0 3 238,938.~~000%~~71 ~~Original~~108,315.82 ~~Principal~~0.00 ~~Balance~~347,254.53 30 Days 85 3 0 0 88 21,244,561.86 649,422.42 0.00 ~~Oct-04~~0.00 21,893,984.28 60 Days 25 0 37 0 62 5,495,429.~~000%~~75 ~~Current~~0.00 ~~Principal~~7,165,065.39 ~~Balance~~0.00 12,660,495.14 90 Days 4 0 27 1 32 724,794.52 0.00 ~~Nov~~6,629,359.06 179,196.16 7,533,349.74 120 Days 6 3 28 2 39 905,900.65 1,052,190.41 8,320,772.81 186,038.29 10,464,902.16 150 Days 1 3 12 2 18 59,546.40 439,391.37 2,494,759.92 599,229.83 3,592,927.52 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 121 11 105 5 242 28,430,233.18 2,379,942.91 24,718,273.00 964,464.28 56,492,913.37 0-0429 Days 0.~~000~~135962% ~~Dec-04~~0.067981% 0.~~000~~000000% ~~Current~~0.203943% ~~Foreclosure~~0.065562% ~~Total~~0.029721% ~~Jan-05~~0.000000% 0.~~000~~095283% ~~Loans~~30 inDays ~~Foreclosure~~5.778382% 0.203943% ~~Feb-05~~0.000000% 0.~~000~~000000% ~~Original~~5.982325% ~~Principal~~5.829255% ~~Balance~~0.178194% 0.00000000% ~~Mar-05~~0.000000% 6.007449% 60 Days 1.699524% 0.~~000~~000000% ~~Current~~2.515296% ~~Principal~~0.000000% ~~Balance~~4.214820% 1.507881% 0.00000000% ~~Apr-05~~1.966009% 0.~~000~~000000% ~~May-05~~3.473889% 90 Days 0.~~000~~271924% ~~Jun-05~~0.000000% 1.835486% 0.~~000~~067981% ~~Jul-05~~2.175391% 0.~~000~~198875% ~~Aug-05~~0.000000% 1.819017% 0.~~000~~049169% *The2.067062% ~~text~~120 ~~reported~~Days in0.407886% ~~the~~0.203943% ~~above~~1.903467% ~~table~~0.135962% is2.651258% ~~presented~~0.248568% ~~graphically~~0.288709% on2.283121% ~~the~~0.051047% ~~monthly~~2.871445% ~~bond~~150 ~~remittance~~Days ~~report~~0.067981% ~~The~~0.203943% ~~monthly~~0.815772% ~~bond~~0.135962% ~~remittance~~1.223657% ~~report~~0.016339% ~~can~~0.120564% be0.684532% ~~viewed~~0.164422% ~~online~~0.985857% at180+ ~~www~~Days 0.~~ctslink~~000000% 0.~~com~~000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 8.225697% 0.747791% 7.138001% 0.339905% 16.451394% 7.800918% 0.653028% 6.782400% 0.264638% 15.500984%

~~Foreclosure~~SUBORDINATION ~~Loan~~LEVEL/CREDIT ~~Detail~~ENHANCEMENT/CLASS -PERCENTAGE ~~All~~AND ~~Mortgage~~PREPAYMENT ~~Loans~~PERCENTAGE inCurrent ~~Foreclosure~~Original ~~during~~$ Original % Current ~~Period~~$ ~~Month~~Current ~~Loan~~% ~~First~~Class% ~~Original~~Prepayment% ~~Loan~~Class ~~Entered~~R ~~Payment~~484,801,091.99 ~~LTV~~20.20002873% at484,800,125.90 ~~Principal~~23.16764263% ~~Group~~0.000000% ~~Number~~0.000000% FCClass ~~Date~~M-1 ~~State~~406,801,091.99 ~~Origination~~16.95003143% ~~Balance~~406,800,125.90 No19.44017635% ~~Foreclosure~~3.727466% ~~loans~~0.000000% ~~this~~Class ~~period~~M-2 332,401,091.99 13.85003400% 332,400,125.90 15.88474696% 3.555429% 0.000000% Class M-3 286,801,091.99 11.95003558% 286,800,125.90 13.70561283% 2.179134% 0.000000% Class M-4 244,801,091.99 10.20003703% 244,800,125.90 11.69851560% 2.007097% 0.000000% Class P 31,200,991.99 1.30004025% 31,200,025.90 1.49098775% 0.000005% 0.000000% Class CE 0.00 0.00000000% 0.00 0.00000000% 1.490988% 0.000000% Please Refer to the Prospectus Supplement for a Full Description of Loss Exposure.

REO Detail - All Mortgage Loans in REO during Current Period

~~Foreclosure~~Summary ~~Loan~~12 ~~Detail~~Month REO History* New REO Loans Month REO Percentage Loans in REO 30 Jan-05 ~~All~~0.000% ~~Mortgage~~Original Principal Balance 4,386,908.00 Feb-05 0.000% Current Principal Balance 4,366,942.77 Mar-05 0.000% Apr-05 0.000% Current REO Total May-05 0.000% Loans in ~~Foreclosure~~REO ~~during~~43 Jun-05 0.000% Original Principal Balance 7,270,276.00 Jul-05 0.000% Current ~~Period~~Principal ~~(continued)~~Balance 7,238,204.63 Aug-05 0.000% Sep-05 0.000% Oct-05 0.000% Nov-05 0.137% Dec-05 0.346% *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 Jan-05 0.000% Original Principal Balance 0.00 Feb-05 0.000% Current ~~Paid~~Principal Balance 0.00 Mar-05 0.000% Apr-05 0.000% Current ~~Approximate~~REO ~~Loan~~Total May-05 0.000% Loans in REO 0 Jun-05 0.000% Original Principal ToBalance ~~Months~~0.00 ~~Loan~~Jul-05 ~~Delinquent~~0.000% Current Principal Balance 0.00 Aug-05 0.000% Sep-05 0.000% Oct-05 0.000% Nov-05 0.000% Dec-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group ~~Number~~2 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 27 Jan-05 0.000% Original Principal Balance ~~Date~~4,020,158.00 ~~Delinquent~~Feb-05 ~~Rate~~0.000% ~~Interest~~Current NoPrincipal ~~Foreclosure~~Balance ~~loans~~4,001,708.32 ~~this~~Mar-05 ~~period~~0.000% Apr-05 0.000% Current REO Total May-05 0.000% Loans in REO 38 Jun-05 0.000% Original Principal Balance 6,302,326.00 Jul-05 0.000% Current Principal Balance 6,273,740.35 Aug-05 0.000% Sep-05 0.000% Oct-05 0.000% Nov-05 0.171% Dec-05 0.490% *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 3 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Jan-05 0.000% Original Principal Balance 0.00 Feb-05 0.000% Current Principal Balance 0.00 Mar-05 0.000% Apr-05 0.000% Current REO Total May-05 0.000% Loans in REO 0 Jun-05 0.000% Original Principal Balance 0.00 Jul-05 0.000% Current Principal Balance 0.00 Aug-05 0.000% Sep-05 0.000% Oct-05 0.000% Nov-05 0.052% Dec-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 4 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 3 Jan-05 0.000% Original Principal Balance 366,750.00 Feb-05 0.000% Current Principal Balance 365,234.45 Mar-05 0.000% Apr-05 0.000% Current REO Total May-05 0.000% Loans in REO 5 Jun-05 0.000% Original Principal Balance 967,950.00 Jul-05 0.000% Current Principal Balance 964,464.28 Aug-05 0.000% Sep-05 0.000% Oct-05 0.000% Nov-05 0.159% Dec-05 0.265% *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.

~~COLLATERAL~~REO ~~STATEMENT~~Loan ~~Collateral~~Detail ~~Description~~- ~~Mixed~~All ~~Fixed~~Mortgage &Loans ~~Arm~~in ~~Weighted~~REO ~~Average~~during ~~Gross~~Current ~~Coupon~~Period 7Month Loan First Original Loan Entered Payment LTV at Principal Group Number REO Date State Origination Balance Group 2 0070334958 Dec-2005 01-Mar-2005 GA 80.~~577371%~~00 ~~Weighted~~192,000.00 ~~Average~~Group ~~Net~~2 ~~Coupon~~0070872338 7Dec-2005 01-Jun-2005 TX 95.~~077371%~~00 ~~Weighted~~109,250.00 ~~Average~~Group ~~Pass~~2 0070981972 Dec-~~Through~~2005 ~~Rate~~01-Jun-2005 7GA 95.~~067371%~~00 ~~Weighted~~192,850.00 ~~Average~~Group ~~Maturity(Stepdown~~2 ~~Calculation)~~0071382899 ~~354~~Nov-2005 ~~Beginning~~01-Jun-2005 ~~Scheduled~~GA ~~Collateral~~90.00 ~~Loan~~224,100.00 ~~Count~~Group 132 0071580674 Nov-2005 01-Mar-2005 GA 90.00 189,~~553~~000.00 ~~Number~~Group Of2 ~~Loans~~0071703698 ~~Paid~~Dec-2005 In01-Jun-2005 ~~Full~~GA ~~174~~90.00 ~~Ending~~328,500.00 ~~Scheduled~~Group ~~Collateral~~2 ~~Loan~~0072483597 ~~Count~~Nov-2005 1301-Apr-2005 GA 90.00 234,~~379~~000.00 ~~Beginning~~Group ~~Scheduled~~2 ~~Collateral~~0072585755 ~~Balance~~Dec-2005 01-Apr-2005 GA 90.00 225,000.00 Group 2 0074643313 Dec-2005 01-Jun-2005 GA 100.00 155,~~376~~000.00 Group 2 0075000356 Dec-2005 01-Jun-2005 TX 80.00 117,~~942~~600.00 Group 2 0075375394 Dec-2005 01-Jun-2005 GA 95.00 133,~~539~~000.0400 ~~Ending~~Group ~~Scheduled~~2 ~~Collateral~~0075490995 ~~Balance~~Dec-2005 01-Jun-2005 TX 95.00 78,850.00 Group 2 0075944355 Dec-2005 01-Jun-2005 GA 90.00 225,~~338~~000.00 Group 2 0075979757 Dec-2005 01-Jun-2005 GA 90.00 112,~~329~~500.00 Group 2 0075991919 Dec-2005 01-Jun-2005 TX 90.00 175,~~474~~500.5700 ~~Ending~~Group ~~Actual~~2 ~~Collateral~~0076055433 ~~Balance~~Dec-2005 at01-May-2005 29MO 90.00 75,420.00 Group 2 0076068519 Dec-~~Jul~~2005 01-Jun-2005 GA 90.00 144,900.00 Group 2 0076124114 Dec-2005 01-Jun-2005 GA 90.00 148,~~338~~500.00 Group 2 0076234871 Dec-2005 01-Jun-2005 GA 80.00 212,~~329~~000.00 Group 2 0076262435 Dec-2005 01-Jun-2005 GA 90.00 78,~~474~~300.5700 ~~Monthly~~Group ~~P&I~~2 ~~Constant~~0076515394 16Nov-2005 01-Jun-2005 GA 90.00 128,~~893~~700.00 Group 2 0076633114 Dec-2005 01-Jun-2005 TX 90.00 127,~~659~~800.9100 ~~Special~~Group ~~Servicing~~2 ~~Fee~~0076815976 0Dec-2005 01-Jun-2005 MO 90.00 ~~Prepayment~~108,000.00 ~~Penalties~~Group ~~332~~2 0076868314 Nov-2005 01-Jun-2005 GA 95.00 123,~~347~~500.8200 ~~Realized~~Group ~~Loss~~2 ~~Amount~~0076926955 0Dec-2005 01-Jun-2005 MO 85.00 ~~Cumulative~~73,100.00 ~~Realized~~Group ~~Loss~~2 00076961598 Dec-2005 01-Jun-2005 MO 80.00 ~~Scheduled~~60,000.00 ~~Principal~~Group 12 0076979350 Nov-2005 01-Jun-2005 GA 90.00 128,~~884~~700.00 Group 2 0077246874 Nov-2005 01-Jun-2005 GA 90.00 148,~~514~~500.2600 ~~Unscheduled~~Group ~~Principal~~2 360077331478 Dec-2005 01-Jun-2005 TN 90.00 81,~~728~~000.00 Group 2 0077429033 Dec-2005 01-Jun-2005 GA 90.00 157,~~550~~500.2100 Group 2 0077507234 Nov-2005 01-Jun-2005 TX 100.00 300,000.00 Group 2 0077674273 Dec-2005 01-Jun-2005 GA 90.00 197,100.00 Group 2 0077790756 Dec-2005 01-Jun-2005 GA 90.00 112,500.00 Group 2 0078163359 Dec-2005 01-Jun-2005 TX 80.00 133,488.00 Group 2 0078210838 Nov-2005 01-Jun-2005 GA 80.00 196,000.00 Group 2 0078522513 Nov-2005 01-Jul-2005 GA 90.00 279,000.00 Group 2 0078555596 Nov-2005 01-Jun-2005 TX 80.00 330,668.00 Group 2 0079303418 Dec-2005 01-Jul-2005 MO 90.00 265,500.00 Group 4 0069318772 Dec-2005 01-Jun-2005 MO 85.00 114,750.00 Group 4 0077405835 Nov-2005 01-Jun-2005 TX 90.00 142,200.00 Group 4 0077651198 Dec-2005 01-Jun-2005 MO 90.00 72,000.00 Group 4 0077927077 Dec-2005 01-Jun-2005 GA 90.00 180,000.00 Group 4 0078063476 Nov-2005 01-Jun-2005 TX 90.00 459,000.00

~~Other~~REO ~~Income~~Loan Detail - All Mortgage Loans in REO during Current Period (continued) Current Paid Current Approximate Loan Principal To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest Group 2 0070334958 190,336.72 01-Jul-2005 3 6.850% 5,049.43 Group 2 0070872338 108,872.70 01-Jun-2005 4 9.600% 4,~~512~~962.4038 Group 2 0070981972 192,125.83 01-Jun-2005 4 9.200% 8,373.38 Group 2 0071382899 222,936.95 01-May-2005 5 7.600% 9,260.04 Group 2 0071580674 187,756.77 01-May-2005 5 8.250% 8,510.23 Group 2 0071703698 326,346.26 01-Jul-2005 3 6.400% 8,045.57 Group 2 0072483597 232,862.25 01-Jun-2005 4 9.200% 10,149.11 Group 2 0072585755 223,737.85 01-Jul-2005 3 8.500% 7,472.23 Group 2 0074643313 154,453.43 01-Jun-2005 4 9.500% 6,962.84 Group 2 0075000356 117,001.64 01-Jul-2005 3 7.700% 3,517.84 Group 2 0075375394 132,435.45 01-Jun-2005 4 8.600% 5,375.18 Group 2 0075490995 78,586.10 01-Jun-2005 4 9.750% 3,640.79 Group 2 0075944355 224,146.88 01-Jun-2005 4 9.150% 9,712.98 Group 2 0075979757 112,027.30 01-Jun-2005 4 8.650% 4,574.83 Group 2 0075991919 174,820.65 01-May-2005 5 9.050% 8,738.01 Group 2 0076055433 75,164.70 01-Jun-2005 4 10.350% 3,707.45 Group 2 0076068519 144,361.83 01-Jul-2005 3 9.250% 5,271.71 Group 2 0076124114 147,989.76 01-Jun-2005 4 9.650% 6,782.30 Group 2 0076234871 210,774.07 01-Jul-2005 3 7.050% 5,766.85 Group 2 0076262435 77,947.02 01-Jun-2005 4 8.375% 3,076.11 Group 2 0076515394 128,159.24 01-May-2005 5 8.650% 6,107.19 Group 2 0076633114 127,300.20 01-Jun-2005 4 9.000% 5,421.00 Group 2 0076815976 107,466.65 01-May-2005 5 7.850% 4,620.32 Group 2 0076868314 123,071.30 01-May-2005 5 9.575% 6,527.71 Group 2 0076926955 72,825.68 01-Jul-2005 3 9.200% 2,644.25 Group 2 0076961598 59,852.57 01-Jun-2005 4 11.200% 3,206.11 Group 2 0076979350 128,269.25 01-May-2005 5 9.750% 6,934.13 Group 2 0077246874 147,888.62 01-Jun-2005 4 8.750% 6,113.14 Group 2 0077331478 80,641.92 01-May-2005 5 8.400% 3,725.41 Group 2 0077429033 156,950.38 01-Jun-2005 4 9.550% 7,114.56 Group 2 0077507234 298,768.57 01-Jun-2005 4 9.900% 14,065.58 Group 2 0077674273 196,228.64 01-Jun-2005 4 8.400% 7,754.46 Group 2 0077790756 112,104.84 01-Jul-2005 3 9.850% 4,373.68 Group 2 0078163359 132,595.91 01-Jun-2005 4 6.300% 3,858.31 Group 2 0078210838 195,070.14 01-May-2005 5 8.050% 8,613.95 Group 2 0078522513 277,998.86 01-Jun-2005 4 8.650% 11,352.41 Group 2 0078555596 329,250.08 01-May-2005 5 8.550% 15,498.02 Group 2 0079303418 264,613.34 01-Jun-2005 4 9.000% 11,268.20 Group 4 0069318772 114,334.72 01-Jun-2005 4 9.500% 5,154.35 Group 4 0077405835 141,733.97 01-May-2005 5 9.850% 7,744.55 Group 4 0077651198 71,703.57 01-Jun-2005 4 8.750% 2,963.95 Group 4 0077927077 179,196.16 01-Jul-2005 3 8.350% 5,872.61 Group 4 0078063476 457,495.86 01-May-2005 5 9.850% 24,998.21

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

~~Miscellaneous~~Summary ~~Reporting~~12 ~~Excess~~Month ~~Cash~~Foreclosure 5History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 178 Jan-05 0.000% Original Principal Balance 30,~~335~~315,~~029~~417.8400 ~~Extra~~Feb-05 0.000% Current Principal Balance 30,166,259.32 Mar-05 0.000% Apr-05 0.000% Current Foreclosure Total May-05 0.000% Loans in Foreclosure 415 Jun-05 0.000% Original Principal Balance 75,290,190.00 ~~Overcollateralization~~Jul-05 ~~Amt~~0.000% 31Current Principal Balance 74,~~200~~919,~~025~~893.23 Aug-05 0.000% Sep-05 0.000% Oct-05 0.000% Nov-05 2.771% Dec-05 3.580% *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 10 Jan-05 0.000% Original Principal Balance 1,224,000.00 Feb-05 0.000% Current Principal Balance 1,216,255.90 ~~Overcollateralization~~Mar-05 ~~Deficiency~~0.000% ~~Amt~~Apr-05 0.000% Current Foreclosure Total May-05 0.000% Loans in Foreclosure 23 Jun-05 0.000% Original Principal Balance 2,937,110.00 ~~Overcollateralization~~Jul-05 ~~Increase~~0.000% ~~Amt~~Current Principal Balance 2,918,772.19 Aug-05 0.000% Sep-05 0.000% Oct-05 0.000% Nov-05 0.574% Dec-05 0.997% *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 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 118 Jan-05 0.000% Original Principal Balance 19,239,822.00 ~~Overcollateralization~~Feb-05 ~~Reduction~~0.000% ~~Amt~~Current Principal Balance 19,143,550.39 Mar-05 0.000% Apr-05 0.000% Current Foreclosure Total May-05 0.000% Loans in Foreclosure 278 Jun-05 0.000% Original Principal Balance 46,770,571.00 ~~Specified~~Jul-05 ~~Overcollateralization~~0.000% ~~Amt~~Current 31Principal Balance 46,~~200~~541,~~025~~488.9043 ~~Stepdown~~Aug-05 0.000% Sep-05 0.000% Oct-05 0.000% Nov-05 2.945% Dec-05 3.636% *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 3 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 4 Jan-05 0.000% Original Principal Balance 396,320.00 ~~Swap~~Feb-05 In0.000% 7Current Principal Balance 394,~~084~~995.29 Mar-05 0.000% Apr-05 0.000% Current Foreclosure Total May-05 0.000% Loans in Foreclosure 9 Jun-05 0.000% Original Principal Balance 744,570.00 Jul-05 0.000% Current Principal Balance 741,359.61 Aug-05 0.000% Sep-05 0.000% Oct-05 0.000% Nov-05 0.220% Dec-05 0.477% *The text reported in the above table is presented graphically on the monthly bond remittance report.33 ~~Swap~~The ~~Out~~monthly 8bond remittance report can be viewed online at www.ctslink.com. Group 4 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 46 Jan-05 0.000% Original Principal Balance 9,~~099~~455,~~329~~275.0400 ~~Trigger~~Feb-05 ~~Event~~0.000% Current Principal Balance 9,411,457.74 Mar-05 0.000% Apr-05 0.000% Current Foreclosure Total May-05 0.000% Loans in Foreclosure 105 Jun-05 0.000% Original Principal Balance 24,837,939.00 Jul-05 0.000% Current Principal Balance 24,718,273.00 Aug-05 0.000% Sep-05 0.000% Oct-05 0.000% Nov-05 4.962% Dec-05 6.782% *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 Level Collateral Statement Group Group 1 Group 2 Group 3 Collateral Description Mixed Fixed Mixed ARM Mixed Fixed Weighted Average Coupon Rate 6.944479 7.704920 7.624241 Weighted Average Net Rate 6.444479 7.204920 7.124241 Weighted Average Maturity 346 356 347 Beginning Loan Count 1,980 8,807 1,105 Loans Paid In Full 18 120 11 Ending Loan Count 1,962 8,687 1,094 Beginning Scheduled Balance 313,726,310.42 1,469,588,319.82 164,392,618.64 Ending Scheduled Balance 310,037,816.31 1,445,520,611.18 162,126,376.35 Record Date 07/29/2005 07/29/2005 07/29/2005 Principal And Interest Constant 2,125,471.23 10,530,972.70 1,194,443.55 Scheduled Principal 309,916.54 1,095,089.00 149,969.48 Unscheduled Principal 3,378,577.57 22,972,619.64 2,116,272.81 Scheduled Interest 1,815,554.69 9,435,883.70 1,044,474.07 Servicing Fees 130,719.30 612,328.47 68,496.92 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 0.00 0.00 0.00 FRY Amount 0.00 0.00 0.00 Special Hazard Fee 0.00 0.00 0.00 Other Fee 2,614.39 12,246.57 1,369.94 Pool Insurance Fee 0.00 0.00 0.00 Spread 1 0.00 0.00 0.00 Spread 2 0.00 0.00 0.00 Spread 3 0.00 0.00 0.00 Net Interest 1,682,221.00 8,811,308.66 974,607.21 Realized Loss Amount 0.00 0.00 0.00 Cumulative Realized Loss 0.00 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 0.0000 Prepayment Penalties 0.00 0.00 0.00 Special Servicing Fee 0.00 0.00 0.00 Pass-Through Rate 6.434479 7.194920 7.114241

Group Level Collateral Statement Group Group 4 Total Collateral Description Mixed ARM Mixed Fixed & Arm Weighted Average Coupon Rate 7.585303 7.577371 Weighted Average Net Rate 7.085303 7.077371 Weighted Average Maturity 356 354 Beginning Loan Count 1,661 13,553 Loans Paid In Full 25 174 Ending Loan Count 1,636 13,379 Beginning Scheduled Balance 429,235,290.16 2,376,942,539.04 Ending scheduled Balance 420,644,670.73 2,338,329,474.57 Record Date 07/29/2005 07/29/2005 Principal And Interest Constant 3,042,772.43 16,893,659.91 Scheduled Principal 329,539.24 1,884,514.26 Unscheduled Principal 8,261,080.19 36,728,550.21 Scheduled Interest 2,713,233.19 15,009,145.65 Servicing Fees 178,848.04 990,392.73 Master Servicing Fees 0.00 0.00 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 3,576.96 19,807.86 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest 2,530,808.19 13,998,945.06 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 Prepayment Penalties 0.00 0.00 Special Servicing Fee 0.00 0.00 Pass-Through Rate 7.075303 7.067371

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

~~Prepayment~~Summary ~~Detail~~12 -Month ~~Prepayments~~Bankruptcy ~~during~~History* ~~Current~~New ~~Period~~Bankruptcy ~~Summary~~Loans Month Bankruptcy Percentage Loans ~~Paid~~in InBankruptcy ~~Full~~13 ~~Repurchased~~Jan-05 ~~Loans~~0.000% Original ~~Current~~Principal ~~Original~~Balance 1,791,240.00 Feb-05 0.000% Current Principal ~~Principal~~Balance 1,783,497.91 Mar-05 0.000% Apr-05 0.000% Current Bankruptcy Total May-05 0.000% Loans in Bankruptcy 54 Jun-05 0.000% Original Principal Balance 8,112,910.00 Jul-05 0.026% Current Principal Balance 8,074,803.80 Aug-05 0.000% Sep-05 0.029% Oct-05 0.029% Nov-05 0.301% Dec-05 0.386% *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 ~~Count~~1 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 Jan-05 0.000% Original Principal Balance 0.00 Feb-05 0.000% Current Principal Balance ~~Count~~0.00 Mar-05 0.000% Apr-05 0.000% Current Bankruptcy Total May-05 0.000% Loans in Bankruptcy 1 Jun-05 0.000% Original Principal Balance 90,000.00 Jul-05 0.000% Current Principal Balance 89,742.94 Aug-05 0.000% Sep-05 0.000% Oct-05 0.000% Nov-05 0.030% Dec-05 0.031% *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 12 1812 3Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 11 Jan-05 0.000% Original Principal Balance 1,~~353~~325,~~100~~990.00 3Feb-05 0.000% Current Principal Balance 1,~~346~~320,~~783~~255.6345 Mar-05 0.000% Apr-05 0.00000% Current Bankruptcy Total May-05 0.00000% ~~Group~~Loans 2in ~~120~~Bankruptcy 2240 Jun-05 0.000% Original Principal Balance 5,~~732~~493,~~594~~460.00 22Jul-05 0.031% Current Principal Balance 5,~~698~~468,~~827~~061.7006 Aug-05 0.000% Sep-05 0.00000% Oct-05 0.00000% Nov-05 0.320% Dec-05 0.427% *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 3 1112 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 Jan-05 0.000% Original Principal Balance 0.00 Feb-05 0.000% Current Principal Balance 0.00 Mar-05 0.000% Apr-05 0.000% Current Bankruptcy Total May-05 0.000% Loans in Bankruptcy 2 Jun-05 0.000% Original Principal Balance 138,~~108,020~~400.00 2Jul-05 0.101% Current Principal Balance 137,~~103,397~~056.7389 Aug-05 0.000% Sep-05 0.00103% Oct-05 0.00104% Nov-05 0.154% Dec-05 0.088% *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 4 2512 8Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 2 Jan-05 0.000% Original Principal Balance 465,~~271,178~~250.00 8Feb-05 0.000% Current Principal Balance 463,~~260,157~~242.9846 0Mar-05 0.00000% Apr-05 0.00000% Current Bankruptcy Total ~~174~~May-05 360.000% Loans in Bankruptcy 11 Jun-05 0.000% Original Principal Balance 2,~~464~~391,~~892~~050.00 36Jul-05 0.000% Current Principal Balance 2,~~409~~379,~~167~~942.0491 Aug-05 0.000% Sep-05 0.00121% Oct-05 0.00124% Nov-05 0.510% Dec-05 0.653% *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.

~~Prepayment~~Bankruptcy Detail - ~~Prepayments~~All Mortgage Loans in Bankruptcy during Current Period ~~(continued)~~Group ~~Summary~~Loan ~~Substitution~~Month ~~Loans~~Loan ~~Liquidated~~First ~~Loans~~State ~~Curtailments~~LTV at Original ~~Current~~Number ~~Original~~Entered ~~Current~~Payment ~~Principal~~Origination Principal ~~Principal~~Bankruptcy ~~Principal~~Date ~~Curtailment~~Balance Group ~~Count~~1 ~~Balance~~0076300953 ~~Balance~~Nov-2005 ~~Count~~01-Jun-2005 ~~Balance~~MD ~~Balance~~75.00 ~~Amount~~90,000.00 Group 12 00068586312 0Dec-2005 01-Mar-2005 MI 95.00 078,850.00 0Group 02 0069588978 Nov-2005 01-Jun-2005 MI 90.00 0175,500.00 35Group 2 0069940492 Nov-2005 01-Jun-2005 MI 75.00 88,~~103~~500.3100 Group 2 00070398110 0Nov-2005 01-Apr-2005 MO 85.00 079,050.00 0Group 02 0070746730 Nov-2005 01-Jun-2005 MO 90.00 0274,500.00 ~~288~~Group 2 0071041131 Dec-2005 01-Jun-2005 TN 90.00 82,~~981~~800.8600 Group 2 0071350896 Nov-2005 01-Jun-2005 NJ 85.00 175,100.00 Group 2 0071695977 Nov-2005 01-Jun-2005 WI 80.00 119,920.00 Group 2 0071744098 Dec-2005 01-Jun-2005 NC 95.00 121,600.00 Group 2 0072485998 Nov-2005 01-Apr-2005 GA 95.00 237,500.00 Group 2 0073506115 Nov-2005 01-Jun-2005 MI 90.00 198,000.00 Group 2 0074409632 Nov-2005 01-Jun-2005 OR 90.00 180,000.00 Group 2 0075103358 Nov-2005 01-Jun-2005 WY 75.00 83,250.00 Group 2 0075439471 Dec-2005 01-Jun-2005 MI 95.00 169,100.00 Group 2 0075488437 Nov-2005 01-Jun-2005 MI 85.00 138,550.00 Group 2 0075602433 Nov-2005 01-Jun-2005 MO 85.00 136,000.00 Group 2 0075616797 Nov-2005 01-Jun-2005 NJ 75.00 180,750.00 Group 2 0075691998 Dec-2005 01-May-2005 GA 90.00 202,500.00 Group 2 0075967919 Nov-2005 01-Jun-2005 WA 69.62 117,600.00 Group 2 0076006238 Nov-2005 01-Jun-2005 MI 70.00 62,300.00 Group 2 0076141555 Dec-2005 01-Jun-2005 MI 90.00 117,900.00 Group 2 0076278993 Nov-2005 01-Jun-2005 MI 80.00 125,600.00 Group 2 0076340918 Dec-2005 01-Jun-2005 NC 80.00 94,000.00 Group 2 0076374271 Dec-2005 01-Jun-2005 TX 90.00 192,190.00 Group 2 0076497957 Nov-2005 01-Jun-2005 MO 90.00 72,000.00 Group 2 0076581057 Nov-2005 01-Jun-2005 TN 90.00 162,000.00 Group 2 0076590272 Nov-2005 01-Jun-2005 AZ 90.00 126,000.00 Group 2 0076734052 Dec-2005 01-Jun-2005 MO 90.00 78,300.00 Group 2 0076740711 Nov-2005 01-Jun-2005 NV 80.00 150,400.00 Group 2 0076755990 Nov-2005 01-Jun-2005 MI 95.00 147,250.00 Group 2 0076757996 Dec-2005 01-Jun-2005 MI 81.73 106,250.00 Group 2 0076797158 Nov-2005 01-Jun-2005 IL 100.00 205,000.00 Group 2 0076942390 Nov-2005 01-Jun-2005 IL 95.00 67,450.00 Group 2 0077003119 Nov-2005 01-Jun-2005 AZ 75.00 117,000.00 Group 2 0077083350 Nov-2005 01-Jun-2005 MI 95.00 75,050.00 Group 2 0077518710 Nov-2005 01-Jul-2005 CT 90.00 346,500.00 Group 2 0077644953 Nov-2005 01-Jun-2005 MI 85.00 165,750.00 Group 2 0077734713 Nov-2005 01-Jun-2005 KS 85.00 61,200.00 Group 2 0079025672 Dec-2005 01-Jul-2005 MI 75.00 82,500.00 Group 2 0079091591 Nov-2005 01-Jul-2005 MO 95.00 99,750.00 Group 3 00071854913 0Sep-2005 01-Apr-2005 FL 80.00 060,000.00 0Group 03 0073460479 Nov-2005 01-Jun-2005 TN 80.00 078,400.00 18Group 4 0068990175 Nov-2005 01-Jun-2005 IN 90.00 117,~~081~~000.3800 Group 4 00069127918 0Dec-2005 01-Apr-2005 OH 75.00 061,500.00 0Group 04 0070495510 Nov-2005 01-Mar-2005 FL 85.00 0131,750.00 8Group 4 0070532791 Nov-2005 01-Mar-2005 CA 85.00 276,~~505~~250.4800 ~~Total~~Group 04 00071547137 Sep-2005 01-Jun-2005 CA 75.00 0391,500.00 0Group 04 0074722711 Sep-2005 01-May-2005 MI 65.00 0100,100.00 ~~350~~Group 4 0075053231 Dec-2005 01-Jun-2005 GA 95.00 403,~~672~~750.0300 Group 4 0075966556 Nov-2005 01-Jun-2005 TN 80.00 65,600.00 Group 4 0075988436 Nov-2005 01-Jun-2005 FL 85.00 603,500.00 Group 4 0076664374 Nov-2005 01-Jun-2005 PA 88.25 136,800.00 Group 4 0080003239 Nov-2005 01-Jul-2005 IN 89.98 103,300.00

~~Prepayment~~Bankruptcy ~~Loan~~ Detail - ~~Prepayments~~All Mortgage Loans in Bankruptcy during Current Period ~~First~~(continued) ~~Original~~Group Loan ~~LTV~~Current atPaid ~~Payment~~To ~~Principal~~Months ~~Prepayment~~Current ~~Group~~Approximate Number ~~State~~Principal ~~Origination~~ Date ~~Balance~~Delinquent ~~Amount~~Loan ~~Group~~Rate 1Delinquent ~~0072588312~~Balance NYInterest ~~80.00 01-May-2005 315,200.00 313,932.77~~ Group 1 ~~0073870032~~0076300953 ~~CA 80~~89,742.0094 01-~~May~~Nov-2005 ~~212,000.00~~0 ~~211,082~~10.73500% ~~Group~~ 1 ~~0074202912 WY 75.00 01-Jun-2005 114~~,~~750~~496.0066 ~~114,579.30~~ Group 12 ~~0074775834~~0068586312 ~~GA 90.00 01-Jun-2005 180~~78,~~000~~381.0067 ~~179,753.93 Group 1 0075521559 IL 81.60~~ 01-Jul-2005 ~~306,000.00~~3 ~~305,604~~9.39350% ~~Group 1 0075866913 OR 80.00 01-Jun-2005 174~~2,~~400~~895.~~00 173,954.01 Group 1 0076322551 AZ 75.00 01-Jun-2005 240,000.00 239,542.38 Group 1 0076388073 WI 72.~~07 ~~01-Jun-2005 191,000.00 190,492.39~~ Group 12 ~~0076390152~~0069588978 ~~CA 63.74 01-Jun-2005 160~~174,~~000~~681.0095 ~~158,986.26 Group 1 0076512433 NJ 70.00~~ 01-~~Jun~~Jul-2005 ~~112,000.00~~3 ~~111,794~~8.98138% ~~Group 1 0076599398 FL 44.11 01-Jun-2005 150~~5,~~000~~570.0054 ~~149,228.41~~ Group 12 ~~0076729995~~0069940492 NY 36.76 01-Jun-2005 125,000.00 124,754.26 Group 1 0076879113 MD 74.00 01-Jun-2005 166,500.00 166,175.99 Group 1 0076932755 IL 50.29 01-Jun-2005 254,000.00 253,307.32 Group 1 0076984590 TX 85.00 01-Jun-2005 165,750.00 165,512.88 ~~Group 1 0077116192 FL 74.22 01-Jun-2005 216~~,~~000~~112.0070 ~~215,632.11 Group 1 0077762532 AZ 75.00~~ 01-Jun-2005 ~~142,500.00~~4 ~~142,257~~8.29450% ~~Group 1 0077791796 NJ 26.39 01-Jun-2005 128~~3,~~000~~510.0025 ~~126,882.86~~ Group 2 ~~0067524595~~0070398110 ~~FL 80.00 01-Jan-2005 154~~78,~~400~~653.00 152,871.82 Group 2 0069783033 IL 85.00 01-Mar-2005 318,750.00 317,431.99 Group 2 0069890416 MI 93.55 01-Jun-2005 276,000.00 275,446.34 Group 2 0070915533 FL 80.00 01-Jun-2005 156,000.00 155,714.46 Group 2 0071004030 IL 83.47 01-Mar-2005 192,000.00 191,087.64 Group 2 0071261176 IL 75.00 01-Jun-2005 230,250.00 229,781.51 ~~Group 2 0071575492 PA 75.00~~ 01-Jun-2005 ~~138,750.00~~4 ~~138,530~~9.25050% ~~Group 2 0072214554 IL 80.00 01-Apr-2005 137~~3,~~600~~369.0013 ~~137,131.19~~ Group 2 ~~0072770878~~0070746730 ~~IL 89.24 01-Jun-2005 212~~273,~~400~~249.~~00 212,011.22 Group 2 0073875718 NJ 70.~~13 01-~~Jun-2005 270,000.00 269,382.92 Group 2 0073934911 CA 75.00 01-~~May-2005 ~~165,000.00~~5 ~~164,022~~8.~~47 Group 2 0074410119 AZ 95.00 01-Jun-2005 180,500.00 180,268.27 Group 2 0074451675 NV 75.00 01-Jun-2005 152,~~250~~.00~~% ~~151~~12,~~925~~384.5453 Group 2 ~~0074481359~~0071041131 ~~NJ 80.00 01-Jun-2005 165~~82,~~600~~479.0050 ~~165,303.05 Group 2 0074527557 FL 100.00~~ 01-~~May~~Aug-2005 ~~151,000.00 150,771.84 Group~~ 2 ~~0074662032 IL 80~~9.00050% ~~01-May-2005 406,400.00 405,145.37 Group~~ 2 ~~0074800277 IL 80.00 01-Jun-2005 196~~,~~000~~353.0098 ~~195,578.08~~ Group 2 ~~0074939919~~0071350896 ~~FL 80.00 01-Jun-2005 160~~174,~~000~~371.~~00 159,756.97 Group 2 0074957994 IL 76.53 01-Jun-2005~~ 75~~,000.00~~ ~~74,810.79 Group 2 0075094474 FL 82.00~~ 01-Jul-2005 ~~129,531~~3 8.00700% ~~129~~5,~~328~~968.2949 Group 2 ~~0075094599~~0071695977 ~~FL 89.59 01-Jun-2005 179~~119,~~100~~339.~~00 178,775.~~52 ~~Group 2 0075104471 AZ 80.00~~ 01-~~Jun~~Dec-2005 ~~95,898.00~~(1) ~~95,604~~7.63950% ~~Group 2 0075228031 FL 90~~741.0042 ~~01-Jun-2005 184,500.00 184,275.69~~ Group 2 ~~0075231712~~0071744098 ~~IL 85.00 01-Jun-2005 80~~121,~~240~~124.0038 ~~80,130.29 Group 2 0075296079 WI 90.00~~ 01-Jun-2005 ~~76,500.00~~4 ~~76,385~~9.~~01 Group 2 0075372870 IL 93.33 01-May-2005 140,~~000~~.00~~% ~~139~~5,~~619~~157.6998 Group 2 ~~0075476473~~0072485998 ~~FL 90.00 01-Jun-2005 84~~236,~~591~~233.~~00 84,429.72 Group 2 0075546150 MO 64.~~66 01-May-2005 ~~183,000~~5 8.00750% ~~182~~11,~~658~~395.1126 Group 2 ~~0075584235~~0073506115 ~~FL 90.00 01-Jun-2005 188~~197,~~141~~176.0050 ~~187,900.21 Group 2 0075734277 AZ 90.00~~ 01-~~Jun~~Dec-2005 ~~162,477.00~~(1) ~~162,291~~8.28700% ~~Group 2 0075741710 AZ 95.00 01-Jun-2005 337~~1,~~250~~348.0019 ~~336,524.05~~ Group 2 ~~0075760314~~0074409632 ~~MD 80.00 01-Jun-2005 172~~179,~~400~~167.0022 ~~172,068.81 Group 2 0075804633 MI 95.00~~ 01-~~May~~Nov-2005 ~~146,300.00~~0 ~~146,036~~8.~~26 Group 2 0075837518 CA 57.19 01-Jun-2005~~ 175~~,000.00~~% ~~174,562.87 Group~~ 2 ~~0075910836 MA 70.17 01-Jun-2005 200~~,~~000~~294.~~00 199,542.91 Group 2 0075915439 NJ 60.~~18 ~~01-Jun-2005 325,000.00 324,474.43~~ Group 2 ~~0075918839~~0075103358 ~~WI 90.00 01-Jun-2005 87~~82,~~300~~863.0053 ~~87,161.73 Group 2 0075955278 FL 89.91~~ 01-~~May~~Nov-2005 ~~292,500.00~~0 ~~291,666~~8.18200% ~~Group 2 0076000512 FL 70.00 01-Jun-2005 162~~1,~~400~~064.0050 ~~162,025.11~~ Group 2 ~~0076012038~~0075439471 ~~TX 56.20 01-Jun-2005 317~~168,~~000~~297.0075 ~~315,385.29 Group 2 0076013671 FL 90.00~~ 01-Jun-2005 ~~130,500.00~~4 ~~130,251~~8.17050% ~~Group 2 0076043116 AZ 80.00 01-Jun-2005 163~~6,~~600~~368.0051 ~~163,168.74~~ Group 2 ~~0076061472~~0075488437 ~~AZ 95.00 01-Jun-2005~~ 137,~~750~~838.~~00 137,490.~~02 ~~Group 2 0076082031 NJ 90.00~~ 01-~~Jun~~Aug-2005 ~~243,000.00 242,497.53 Group~~ 2 ~~0076161470 IL 76~~7.92650% ~~01-Jun-2005 320~~3,~~000~~291.0028 ~~319,191.41~~ Group 2 ~~0076259597~~0075602433 ~~CA 80~~135,462.0062 01-~~Jun~~Jul-2005 ~~152,800.00~~3 ~~152,440~~8.23950% ~~Group 2 0076266592 TN 80.00 01-Jun-2005 204~~4,~~000~~777.0062 ~~203,529.09~~ Group 2 ~~0076305598~~0075616797 ~~AZ 80.00 01-Jun-2005 203~~179,~~552~~788.~~00 203,053.~~45 ~~Group 2 0076330679 IL 75.00~~ 01-~~Jun~~Jul-2005 ~~198,750~~3 7.00475% ~~198~~5,~~379~~237.0620 Group 2 ~~0076386192~~0075691998 ~~WA 90.00 01-May-2005 86~~201,~~310~~589.0062 ~~86,094.23 Group 2 0076401751 NC 65.42~~ 01-~~Jun~~Oct-2005 ~~123,000.00~~0 ~~122,770~~8.19990% ~~Group~~ 2 ~~0076499078 NJ 80.00 01-Jun-2005 240~~,~~000~~854.0098 ~~239,556.19~~ Group 2 ~~0076499474~~0075967919 ~~MD 79.27 01-Jun-2005 264~~117,~~000~~030.0075 ~~263,314.26 Group 2 0076519834 CA 85.00~~ 01-~~Jun~~Dec-2005 ~~318,750.00~~(1) ~~318,042~~7.97950% ~~Group 2 0076559038 NM 90~~727.0008 ~~01-Jun-2005 110,700.00 110,583.56~~ Group 2 ~~0076637958~~0076006238 ~~NY 73.93 01-Jun-2005 244~~62,~~000~~046.0009 ~~242,714.35 Group 2 0076650357 MN 75.00~~ 01-~~Jun~~Jul-2005 ~~165,000.00~~3 ~~164,661~~8.56800% ~~Group~~ 2 ~~0076682798 IL 70.45 01-Jun-2005 124~~,~~000~~149.0057 ~~123,687.19~~ Group 2 ~~0076697879~~0076141555 ~~FL 90.00 01-Jun-2005 263~~117,~~700~~306.~~00 263,192.~~04 ~~Group 2 0076706837 OH 100.00~~ 01-~~Jun~~Aug-2005 ~~80,702.00 80,548.12 Group~~ 2 ~~0076713270 FL 78~~7.74750% ~~01-Jun-2005 100,000.00 99,480.88 Group~~ 2 ~~0076715713 FL 85.00 01-Jun-2005 212~~,~~415~~840.0010 ~~212,145.92~~ Group 2 ~~0076720275~~0076278993 ~~CA 73.84 01-Jun-2005 240~~124,~~000~~948.0019 ~~239,456.91 Group 2 0076736917 CA 90.00~~ 01-~~Jun~~Nov-2005 ~~337,500.00~~0 ~~336,849~~7.89600% ~~Group 2 0076758879 MD 95.00 01-Jun-2005 190~~1,~~000~~480.0024 ~~189,043.47~~ Group 2 ~~0076777911~~0076340918 ~~CA 75.00 01-Jun-2005 184~~93,~~500~~502.0035 ~~184,082.51 Group 2 0076796911 FL 90.00~~ 01-~~Jun~~Jul-2005 ~~168,300.00~~3 ~~167,398~~7.06500% ~~Group~~ 2 ~~0076801075 IL 80.00 01-Jun-2005 224~~,~~000~~733.0043 ~~223,641.51~~ Group 2 ~~0076833839~~0076374271 ~~FL 80.00 01-Jun-2005 120~~191,~~800~~553.0048 ~~120,495.29 Group 2 0076843911 CA 74.83~~ 01-Jun-2005 ~~220,000.00~~4 ~~219,567~~9.53800% ~~Group 2 0076869114 AZ 95.00 01-Jun-2005 280~~8,~~250~~922.0020 ~~279,819.84~~ Group 2 ~~0076873991~~0076497957 ~~OR 83.74 01-Jun-2005 170~~71,~~000~~587.0048 ~~169,583.62 Group 2 0076936079 MD 75.00~~ 01-Jul-2005 ~~187,500.00~~3 ~~187,223~~7.59500% ~~Group~~ 2 ~~0076940113 GA 90.00 01-Jul-2005 73~~,~~530~~092.0081 ~~73,461.84~~ Group 2 ~~0076973957~~0076581057 ~~CT 67.56 01-Jun-2005 250~~161,~~000~~116.0068 ~~248,711.76 Group 2 0077018679 IL 90.00~~ 01-~~Jun~~Nov-2005 ~~121,500.00~~0 ~~121,334~~7.77350% ~~Group 2 0077021954 FL 80.00 01-Jun-2005 151~~1,~~920~~841.0061 ~~151,665.25~~ Group 2 ~~0077037711~~0076590272 ~~FL 80.00 01-Jun-2005 119~~124,~~992~~367.0067 ~~119,809.72 Group 2 0077053874 IL 70.00~~ 01-~~Jun~~Dec-2005 ~~126,700.00~~(1) ~~126,489~~8.62200% ~~Group 2 0077065951 AZ 90~~798.0061 ~~01-Jun-2005 234,000.00 233,613.66~~ Group 2 ~~0077101475~~0076734052 ~~IL 95.00 01-Jun-2005 190,000.00 189,714.42 Group 2 0077132553 NJ 81.~~77 ~~01-Jun-2005 184~~,~~000~~980.0091 ~~183,626.37 Group 2 0077170397 KY 85.00~~ 01-~~Jun~~Jul-2005 ~~90,950.00~~3 ~~90,811~~8.85800% ~~Group~~ 2 ~~0077174035 AZ 90.00 01-Jun-2005 145~~,~~800~~701.0062 ~~145,533.12~~ Group 2 ~~0077201838~~0076740711 ~~FL 94.99 01-Jun-2005 126~~149,~~999~~499.0021 ~~126,267.93 Group 2 0077209799 CA 95.00~~ 01-~~Jun~~Dec-2005 ~~315,400.00~~(1) ~~314,753~~7.89200% ~~Group 2 0077221877 FL 95~~835.0039 ~~01-Jun-2005 288,800.00 288,064.35~~ Group 2 ~~0077260115~~0076755990 ~~IL 57.14 01-Jun-2005 120~~146,~~000~~697.0042 ~~119,710.38 Group 2 0077262756 IL 80.00~~ 01-~~Jun~~May-2005 ~~244,000.00~~5 ~~243,490~~9.36200% ~~Group 2 0077289270 IL 70.00 01-Jun-2005 126~~7,~~000~~460.0048 ~~125,734.16~~ Group 2 ~~0077335115~~0076757996 ~~IL 81.53 01-Jun-2005 212~~105,~~000~~798.0066 ~~211,539.04 Group 2 0077339356 MD 78.82~~ 01-Jun-2005 ~~175,000.00~~4 ~~174,643~~9.~~98 Group 2 0077349314 IL 80.00 01-Jun-2005 220,~~000~~.00~~% ~~219~~4,~~571~~505.9064 Group 2 ~~0077358117~~0076797158 ~~CA 85.00 01-Jun-2005 229~~204,~~500~~349.0003 ~~229,090.98 Group 2 0077375590 IL 80.00~~ 01-Jun-2005 ~~132,000.00~~4 ~~131,686.~~10 ~~Group 2 0077391795 MA 62~~.~~01 01-Jun-2005 160,~~000~~.00~~% ~~159~~9,~~788~~722.8922 Group 2 ~~0077409274~~0076942390 ~~UT 95.00 01-Jun-2005 256~~67,~~500~~202.0002 ~~256,030.50 Group 2 0077426237 FL 90.00~~ 01-~~Jun~~Aug-2005 ~~217,745.00 217,480.23 Group~~ 2 ~~0077449155 CA 69~~9.11300% ~~01-Jun-2005 235~~1,~~000~~973.0090 ~~234,383.59~~ Group 2 ~~0077450039~~0077003119 ~~IL 89.67 01-Jun-2005 251~~116,~~100~~683.0021 ~~250,689.71 Group 2 0077451854 IL 60.38~~ 01-~~Jun~~May-2005 ~~157,000.00~~5 ~~156,662~~10.05750% ~~Group 2 0077473791 MN 80.00 01-Jun-2005 253~~6,~~600~~987.0023 ~~253,091.26~~ Group 2 ~~0077512192~~0077083350 ~~IL 89.89 01-Jun-2005 178~~74,~~000~~740.0043 ~~177,664.05 Group 2 0077571396 CT 90.00~~ 01-Jun-2005 ~~242,910.00~~4 ~~242,483~~8.28750% ~~Group 2 0077599991 CA 80.00 01-Jun-2005 300~~3,~~000~~089.0047 ~~299,327.87~~ Group 2 ~~0077614295~~0077518710 ~~AZ 90.00 01-Jun-2005 166~~345,~~500~~164.0088 ~~166,193.13 Group 2 0077661551 NV 90.00~~ 01-~~Jun~~Aug-2005 ~~189,000.00 188,643.27 Group~~ 2 ~~0077668432 WA 70~~8.~~00 01-Jun-2005 188,~~300~~.00~~% ~~188~~8,~~066~~988.1291 Group 2 ~~0077762953~~0077644953 ~~NV 61.85 01-Jun-2005 167~~165,~~000~~031.0041 ~~166,432.59 Group 2 0077809796 CO 80.00~~ 01-Jun-2005 ~~140,000.00~~4 ~~139,813~~8.39500% ~~Group 2 0077828713 FL 89.99 01-Jul-2005 134~~6,~~900~~615.0074 ~~134,813.09~~ Group 2 ~~0077841039~~0077734713 ~~AZ 80.00 01-Jun-2005 240~~60,~~000~~986.0042 ~~239,488.55 Group 2 0077963759 AZ 87.50~~ 01-~~Jun~~Sep-2005 ~~175,000.00~~1 ~~174,779~~9.11550% ~~Group 2 0078010873 FL 90.00 01-Jun-2005 231~~1,381.0023 ~~231,057.92~~ Group 2 ~~0078104239~~0079025672 ~~IL 80.00 01-Jun-2005 348~~82,~~000~~241.0009 ~~347,239.55 Group 2 0078426814 MO 80.00~~ 01-~~Jun~~Jul-2005 ~~112,000.00~~3 ~~111,787~~9.51300% ~~Group 2 0078497559 FL 80.00 01-Jun-2005 142~~3,~~160~~020.0030 ~~141,871.93~~ Group 2 ~~0079000352~~0079091591 ~~MI 75.00 01-Jul-2005 60~~99,~~000~~416.0016 ~~59,913.30 Group 2 0079339396 IL 58.33~~ 01-~~Jul~~Nov-2005 ~~350,000.00~~0 ~~352,972~~8.20990% ~~Group 2 0079660676 FL 80.00 01-Jul-2005 92~~1,~~000~~407.0094 ~~91,867.06~~ Group 3 ~~0070127832~~0071854913 ~~WI 70.00 01-Mar-2005 98~~59,000.0002 ~~97,614.67 Group 3 0072187750 CA 80.00~~ 01-~~Apr~~Aug-2005 ~~400,000~~2 7.00500% ~~397~~1,~~911~~383.4727 Group 3 ~~0072405111~~0073460479 ~~IL 100.00 01-Apr-2005 79,000.00~~ 78,~~865~~056.5887 ~~Group 3 0073265670 HI 100.00~~ 01-~~May~~Jul-2005 ~~100,800.00 100,670.66 Group~~ 3 ~~0073406035 OH 85~~8.00450% ~~01-May-2005 368~~2,~~900~~590.0055 ~~364,533.51~~ Group 34 ~~0074767351~~0068990175 ~~NY 47~~116,466.80 01-~~Jun~~Sep-2005 ~~600,000.00~~1 ~~598,039~~8.19250% ~~Group 3 0075744631 OH 78.04 01-May-2005 64~~2,~~000~~259.0054 ~~63,632.22~~ Group 34 ~~0077503514~~0069127918 ~~CA 100.00 01-Jun-2005 146,000.00 145,835.39 Group 3 0078053675 IL 100.00 01-Jun-2005 60,400.00 60,347.~~61 ~~Group 3 0078105673 IL 100.00 01-Jun-2005 87~~,~~000~~241.0044 ~~86,918.49 Group 3 0078505153 IL 100.00~~ 01-Jun-2005 ~~103,920.00 103,822.64 Group~~ 4 ~~0074769993 CA 78~~9.57900% ~~01-May-2005 550~~2,~~000~~883.0017 ~~548,089.80~~ Group 4 ~~0075073155~~0070495510 ~~NV 90~~130,954.0060 01-~~May~~Sep-2005 ~~139,500~~1 8.00675% ~~139~~2,~~140~~679.4973 Group 4 ~~0075445155~~0070532791 ~~WI 70~~274,504.0051 01-May-2005 ~~86,100.00~~5 ~~84,649~~8.48450% ~~Group 4 0075651554 CA 85.00 01-Jun-2005 497~~12,~~250~~761.0096 ~~496,416.21~~ Group 4 ~~0075951194~~0071547137 ~~NY 65.00 01-Jun-2005 364~~390,~~000~~089.0092 ~~363,623.76 Group 4 0076066430 CA 95.00~~ 01-Jun-2005 ~~446,500.00 445,880.28 Group~~ 4 ~~0076128990 MI 65~~9.00400% ~~01-Jun-2005 68~~17,~~250~~390.0070 ~~67,909.41~~ Group 4 ~~0076223916~~0074722711 ~~MD 75.00 01-Jun-2005 116~~99,~~250~~607.0061 ~~116,030.58 Group 4 0076322478 CA 80.00~~ 01-~~Jun~~May-2005 ~~473,600.00~~5 ~~472,369~~8.80550% ~~Group~~ 4 ~~0076494475 AZ 80.00 01-Jun-2005 392~~,~~000~~688.0067 ~~391,282.49~~ Group 4 ~~0076621291~~0075053231 ~~AZ 90.00 01-Jun-2005 459~~402,~~000~~001.0002 ~~456,422.43 Group 4 0076764679 KY 75.00~~ 01-~~Jun~~Sep-2005 ~~135,000.00~~1 ~~134,788~~8.39500% ~~Group 4 0076905512 IL 94.98 01-Jun-2005 360~~8,~~000~~050.0017 ~~359,595.95~~ Group 4 ~~0076961358~~0075966556 ~~CA 80.00 01-Jun-2005 452~~65,~~800~~279.0025 ~~451,668.95 Group 4 0076984954 CA 80.00~~ 01-~~Jun~~May-2005 ~~461,200.00~~5 ~~460,059~~7.23900% ~~Group 4 0077091734 KY 61.90 01-Jun-2005 65~~2,~~000~~825.0056 ~~64,854.38~~ Group 4 ~~0077158038~~0075988436 ~~FL 90.00 01-Jun-2005 188~~600,~~098~~859.0005 ~~187,770.96 Group 4 0077210391 AZ 81.30~~ 01-Jun-2005 ~~270,750.00 270,437.30 Group~~ 4 ~~0078057593 FL 80~~8.00450% ~~01-Jun-2005 392~~23,~~000~~935.0053 ~~391,121.74~~ Group 4 ~~0078093796~~0076664374 ~~AZ 77.57 01-Jun-2005 128~~136,~~000~~089.0099 ~~127,698.61 Group 4 0078174315 CO 95.00~~ 01-~~Jun~~Dec-2005 ~~427,500.00~~(1) ~~427,011~~7.35600% ~~Group 4 0078415791 AZ 77~~805.3981 ~~01-Jul-2005 565,000.00 564,141.80~~ Group 4 ~~0078503430~~0080003239 ~~IL 80.00 01-Jun-2005 415~~102,~~680~~848.0072 ~~414,837.65 Group 4 0078755915 TX 90.00~~ 01-~~Jul~~Dec-2005 ~~317,700.00~~(1) ~~317,518~~7.15675% ~~Group 4 0079016234 ID 61~~615.~~35 01-Jul-2005 500,000.00 499,255.52~~40

~~Prepayment~~Realized ~~Loan~~Loss Detail Report - ~~Prepayments~~Loans with Losses during Current Period ~~(continued)~~Summary ~~Current~~# ~~Loan~~Loans ~~PIF~~Prior ~~Months~~Realized ~~Loan~~Current ~~Original~~with ~~Group~~Principal ~~Number Type Delinquent Rate Term Seasoning Group 1 0072588312 Loan Paid in Full~~ Loss/(1Gain) ~~5.990%~~Loss ~~360 3~~ Group 1Losses ~~0073870032~~Balance ~~Loan~~Amount ~~Paid~~Percentage ~~in Full (1) 5.600% 360 3~~ Group 1 ~~0074202912 Loan Paid in Full~~ 0 ~~9.500% 360 2 Group 1 0074775834 Loan Paid in Full~~ 0 9.~~900%~~00 ~~360 2 Group 1 0075521559 Loan Paid in Full (1) 8.200% 360 2 Group 1 0075866913 Loan Paid in Full~~ 0 6.~~830%~~00 ~~360 2 Group 1 0076322551 Loan Paid in Full~~ 0 8.300% 360 2 Group 1 0076388073 Loan Paid in Full (1) 6.700% 360 2 Group 1 0076390152 Loan Paid in Full (1) 6.250% 240 2 Group 1 0076512433 Loan Paid in Full (1) 8.500% 360 2 Group 1 0076599398 Loan Paid in Full 0 7.275% 360 2 Group 1 0076729995 Loan Paid in Full (1) 8.150% 360 2 Group 1 0076879113 Loan Paid in Full 0 8.200% 360 2 Group 1 0076932755 Loan Paid in Full (1) 6.500% 360 2 Group 1 0076984590 Loan Paid in Full (1) 7.700% 360 2 Group 1 0077116192 Loan Paid in Full 0 8.850% 360 2 Group 1 0077762532 Loan Paid in Full 0 8.850% 360 2 Group 1 0077791796 Loan Paid in Full (1) 8.000% ~~180 2~~ Group 2 ~~0067524595 Loan Paid in Full~~ 0 ~~5.950% 360 7 Group 2 0069783033 Loan Paid in Full~~ 0 7.~~950%~~00 ~~360 5 Group 2 0069890416 Loan Paid in Full (1) 8.050% 360 2 Group 2 0070915533 Loan Paid in Full~~ 0 8.~~500%~~00 ~~360 2 Group 2 0071004030 Loan Paid in Full (1) 7.250% 360 5 Group 2 0071261176 Loan Paid in Full~~ 0 7.980% 360 2 Group 2 0071575492 Loan Paid in Full (1) 9.200% 360 2 Group 2 0072214554 Loan Paid in Full (1) 7.990% 360 4 Group 2 0072770878 Loan Paid in Full (1) 8.500% 360 2 Group 2 0073875718 Loan Paid in Full 0 7.400% 360 2 Group 2 0073934911 Loan Paid in Full 0 6.650% 360 3 Group 2 0074410119 Loan Paid in Full 0 10.200% 360 2 Group 2 0074451675 Loan Paid in Full (1) 7.750% 360 2 Group 2 0074481359 Loan Paid in Full (1) 8.600% 360 2 Group 2 0074527557 Loan Paid in Full (1) 9.425% 360 3 Group 2 0074662032 Loan Paid in Full (1) 7.350% 360 3 Group 2 0074800277 Loan Paid in Full (1) 7.700% 360 2 Group 2 0074939919 Loan Paid in Full 0 9.400% 360 2 Group 2 0074957994 Loan Paid in Full 0 6.900% 360 2 Group 2 0075094474 Loan Paid in Full (1) 7.250% 360 2 Group 2 0075094599 Loan Paid in Full (1) 8.550% 360 2 Group 2 0075104471 Loan Paid in Full (1) 5.900% 360 2 Group 2 0075228031 Loan Paid in Full (1) 10.450% 360 2 Group 2 0075231712 Loan Paid in Full 0 7.925% 360 2 Group 2 0075296079 Loan Paid in Full 0 9.450% 360 2 Group 2 0075372870 Loan Paid in Full (1) 7.990% 360 3 Group 2 0075476473 Loan Paid in Full (1) 8.300% 360 2 Group 2 0075546150 Loan Paid in Full (1) 8.400% 360 3 Group 2 0075584235 Loan Paid in Full (1) 8.250% 360 2 Group 2 0075734277 Loan Paid in Full 0 8.800% 360 2 Group 2 0075741710 Loan Paid in Full 0 7.700% 360 2 Group 2 0075760314 Loan Paid in Full (1) 6.200% 360 2 Group 2 0075804633 Loan Paid in Full (1) 8.600% 360 3 Group 2 0075837518 Loan Paid in Full 0 6.950% 360 2 Group 2 0075910836 Loan Paid in Full (2) 7.400% 360 2 Group 2 0075915439 Loan Paid in Full 0 9.100% 360 2 Group 2 0075918839 Loan Paid in Full 0 9.200% 360 2 Group 2 0075955278 Loan Paid in Full 0 7.750% 360 3 Group 2 0076000512 Loan Paid in Full 0 7.350% 360 2 Group 2 0076012038 Loan Paid in Full 0 6.990% 360 2 Group 2 0076013671 Loan Paid in Full 0 8.300% 360 2 Group 2 0076043116 Loan Paid in Full (1) 7.400% 360 2 Group 2 0076061472 Loan Paid in Full (1) 8.350% 360 2 Group 2 0076082031 Loan Paid in Full (1) 7.900% 360 2 Group 2 0076161470 Loan Paid in Full (1) 7.075% 360 2 Group 2 0076259597 Loan Paid in Full 0 7.250% 360 2 Group 2 0076266592 Loan Paid in Full (1) 7.350% 360 2 Group 2 0076305598 Loan Paid in Full 0 7.050% 360 2 Group 2 0076330679 Loan Paid in Full (1) 6.350% 360 2 Group 2 0076386192 Loan Paid in Full (1) 8.400% 360 3 Group 2 0076401751 Loan Paid in Full 0 8.400% 360 2 Group 2 0076499078 Loan Paid in Full (1) 8.450% 360 2 Group 2 0076499474 Loan Paid in Full (1) 6.750% 360 2 Group 2 0076519834 Loan Paid in Full 0 7.550% 360 2 Group 2 0076559038 Loan Paid in Full (1) 9.200% 360 2 Group 2 0076637958 Loan Paid in Full 0 7.900% 360 2 Group 2 0076650357 Loan Paid in Full 0 7.940% 360 2 Group 2 0076682798 Loan Paid in Full (1) 6.900% 360 2 Group 2 0076697879 Loan Paid in Full (1) 8.250% 360 2 Group 2 0076706837 Loan Paid in Full (1) 8.300% 360 2 Group 2 0076713270 Loan Paid in Full 0 6.475% 360 2 Group 2 0076715713 Loan Paid in Full (1) 8.300% 360 2 Group 2 0076720275 Loan Paid in Full 0 7.450% 360 2 Group 2 0076736917 Loan Paid in Full 0 8.250% 360 2 Group 2 0076758879 Loan Paid in Full 0 7.800% 360 2 Group 2 0076777911 Loan Paid in Full 0 7.450% 360 2 Group 2 0076796911 Loan Paid in Full 0 8.300% 360 2 Group 2 0076801075 Loan Paid in Full 0 9.150% 360 2 Group 2 0076833839 Loan Paid in Full (1) 6.900% 360 2 Group 2 0076843911 Loan Paid in Full (1) 8.150% 360 2 Group 2 0076869114 Loan Paid in Full (1) 9.350% 360 2 Group 2 0076873991 Loan Paid in Full (1) 7.050% 360 2 Group 2 0076936079 Loan Paid in Full (1) 7.550% 360 2 Group 2 0076940113 Loan Paid in Full (1) 9.800% 360 2 Group 2 0076973957 Loan Paid in Full 0 8.400% 360 2 Group 2 0077018679 Loan Paid in Full (1) 9.925% 360 2 Group 2 0077021954 Loan Paid in Full (1) 6.900% 360 2 Group 2 0077037711 Loan Paid in Full (1) 7.400% 360 2 Group 2 0077053874 Loan Paid in Full (1) 6.950% 360 2 Group 2 0077065951 Loan Paid in Full (1) 9.000% ~~360 2~~ Group 2 0077101475 Loan Paid in Full (1) 9.450% 360 2 Group 2 0077132553 Loan Paid in Full 0 7.990% 360 2 Group 2 0077170397 Loan Paid in Full (1) 9.400% 360 2 Group 2 0077174035 Loan Paid in Full (1) 8.500% 360 2 Group 2 0077201838 Loan Paid in Full 0 8.100% 360 2 Group 2 0077209799 Loan Paid in Full (1) 7.950% 360 2 Group 2 0077221877 Loan Paid in Full (1) 6.850% 360 2 Group 2 0077260115 Loan Paid in Full (1) 7.125% 360 2 Group 2 0077262756 Loan Paid in Full (1) 7.850% 360 2 Group 2 0077289270 Loan Paid in Full 0 7.800% 360 2 Group 2 0077335115 Loan Paid in Full (1) 7.650% 360 2 Group 2 0077339356 Loan Paid in Full (1) 5.900% 360 2 Group 2 0077349314 Loan Paid in Full (1) 8.200% 360 2 Group 2 0077358117 Loan Paid in Full (1) 8.630% 360 2 Group 2 0077375590 Loan Paid in Full 0 7.200% 360 2 Group 2 0077391795 Loan Paid in Full (1) 8.100% 360 2 Group 2 0077409274 Loan Paid in Full (1) 8.500% 360 2 Group 2 0077426237 Loan Paid in Full (1) 8.500% 360 2 Group 2 0077449155 Loan Paid in Full (1) 6.700% 360 2 Group 2 0077450039 Loan Paid in Full 0 9.050% 360 2 Group 2 0077451854 Loan Paid in Full 0 7.700% 360 2 Group 2 0077473791 Loan Paid in Full 0 8.050% 360 2 Group 2 0077512192 Loan Paid in Full (1) 8.350% 360 2 Group 2 0077571396 Loan Paid in Full (1) 8.700% 360 2 Group 2 0077599991 Loan Paid in Full (1) 7.500% 360 2 Group 2 0077614295 Loan Paid in Full (1) 8.500% 360 2 Group 2 0077661551 Loan Paid in Full 0 8.350% 360 2 Group 2 0077668432 Loan Paid in Full 0 10.350% 360 2 Group 2 0077762953 Loan Paid in Full (1) 6.850% 360 2 Group 2 0077809796 Loan Paid in Full (1) 8.050% 360 2 Group 2 0077828713 Loan Paid in Full (1) 8.200% 360 2 Group 2 0077841039 Loan Paid in Full (1) 7.750% 360 2 Group 2 0077963759 Loan Paid in Full 0 10.275% 360 2 Group 2 0078010873 Loan Paid in Full (1) 9.800% 360 2 Group 2 0078104239 Loan Paid in Full (1) 7.625% 360 2 Group 2 0078426814 Loan Paid in Full (1) 8.325% 360 2 Group 2 0078497559 Loan Paid in Full (1) 8.000% 360 2 Group 2 0079000352 Loan Paid in Full 0 7.650% 360 2 Group 2 0079339396 Loan Paid in Full (2) 8.250% 360 2 Group 2 0079660676 Loan Paid in Full (1) 7.650% 360 2 Group 3 ~~0070127832 Loan Paid in Full (~~1) 882,412.~~200%~~87 ~~360 5 Group 3 0072187750 Loan Paid in Full 0 5~~86,771.~~800%~~39 ~~360 4 Group 3 0072405111 Loan Paid in Full (1) 11.300% 360 4 Group 3 0073265670 Loan Paid in Full~~ 0 11.~~550~~056% ~~360 3~~ Group 3 0073406035 Loan Paid in Full 0 8.100% 360 3 Group 3 0074767351 Loan Paid in Full (1) 5.550% 360 2 Group 3 0075744631 Loan Paid in Full 0 7.900% 360 3 Group 3 0077503514 Loan Paid in Full 0 10.800% 360 2 Group 3 0078053675 Loan Paid in Full (1) 12.000% 360 2 Group 3 0078105673 Loan Paid in Full (1) 11.650% 360 2 Group 3 0078505153 Loan Paid in Full (1) 11.650% 360 2 Group 4 ~~0074769993 Loan Paid in Full~~ 0 ~~6.750% 360 3 Group 4 0075073155 Loan Paid in Full (1) 8.250% 360 3 Group 4 0075445155 Loan Paid in Full~~ 0 11.~~500%~~00 360 3 Group 4 0075651554 Loan Paid in Full (1) 6.900% 360 2 Group 4 0075951194 Loan Paid in Full (1) 11.200% 360 2 Group 4 0076066430 Loan Paid in Full (1) 7.850% 360 2 Group 4 0076128990 Loan Paid in Full 0 6.~~300%~~00 ~~360 2 Group 4 0076223916 Loan Paid in Full~~ 0 8.350% 360 2 Group 4 0076322478 Loan Paid in Full (1) 6.750% 360 2 Group 4 0076494475 Loan Paid in Full 0 8.500% 360 2 Group 4 0076621291 Loan Paid in Full 0 9.300% 360 2 Group 4 0076764679 Loan Paid in Full (1) 9.250% 360 2 Group 4 0076905512 Loan Paid in Full (1) 8.888% 360 2 Group 4 0076961358 Loan Paid in Full (1) 6.950% 360 2 Group 4 0076984954 Loan Paid in Full (1) 7.000% ~~360~~Total ~~2 Group 4 0077091734 Loan Paid in Full 0 7.500% 360 2 Group 4 0077158038 Loan Paid in Full (~~1) 882,412.~~750%~~87 ~~360 2 Group 4 0077210391 Loan Paid in Full (1) 8~~86,771.~~750%~~39 ~~360 2 Group 4 0078057593 Loan Paid in Full (1) 7.500% 360 2 Group 4 0078093796 Loan Paid in Full~~ 0 7.~~250~~004% 360 2 Group 4 0078174315 Loan Paid in Full (1) 8.800% 360 2 Group 4 0078415791 Loan Paid in Full (1) 7.400% 360 2 Group 4 0078503430 Loan Paid in Full (1) 8.000% 360 2 Group 4 0078755915 Loan Paid in Full (1) 8.775% 360 2 Group 4 0079016234 Loan Paid in Full (1) 7.500% 360 2

~~Summary~~Realized ~~SMM~~Loss ~~CPR~~Loan ~~PSA~~Detail ~~Current~~Report Month 1.546% Current Month 17.057% Current Month 3,902.512% 3 Month Average 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs 12mo Average* PSA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Sep-~~2004~~ ~~N/A~~Loans ~~N/A~~With ~~Sep-2004~~Losses ~~N/A~~during N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A N/A Apr-2005 N/A N/A Apr-2005 N/A N/A May-2005 N/A N/A May-2005 N/A N/A Jun-2005 N/A N/A Jun-2005 N/A N/A Jul-2005 10.099% N/A Jul-2005 4,259.112% N/A Aug-2005 17.057% N/A Aug-2005 3,902.512% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 1 SMM CPR PSA Current ~~Month~~Period ~~1.078%~~Original Current ~~Month~~Loan ~~12.196%~~Principal ~~Current~~Note ~~Month~~LTV 2,715.073% 3 Month Average 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs 12mo Average* PSA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A N/A Apr-2005 N/A N/A Apr-2005 N/A N/A May-2005 N/A N/A May-2005 N/A N/A Jun-2005 N/A N/A Jun-2005 N/A N/A Jul-2005 4.526% N/A Jul-2005 1,817.732% N/A Aug-2005 12.196% N/A Aug-2005 2,715.073% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at ~~monthly~~Original ~~bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com.~~ Group 2Number ~~SMM~~Balance ~~CPR~~Rate ~~PSA~~State ~~Current~~Origination ~~Month~~Term 1.564% Current Month 17.239% Current Month 4,041.668% 3 Month Average 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs 12mo Average* PSA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A N/A Apr-2005 N/A N/A Apr-2005 N/A N/A May-2005 N/A N/A May-2005 N/A N/A Jun-2005 N/A N/A Jun-2005 N/A N/A Jul-2005 9.630% N/A Jul-2005 4,248.338% N/A Aug-2005 17.239% N/A Aug-2005 4,041.668% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 3 ~~SMM~~0078555794 ~~CPR PSA Current Month 1.289% Current Month 14.412% Current Month 2~~82,~~831~~667.~~366%~~00 ~~3 Month Average 0~~9.~~000~~400% 3TX Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs 12mo Average* PSA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A N/A Apr-2005 N/A N/A Apr-2005 N/A N/A May-2005 N/A N/A May-2005 N/A N/A Jun-2005 N/A N/A Jun-2005 N/A N/A Jul-2005 3.935% N/A Jul-2005 1,270.226% N/A Aug-2005 14.412% N/A Aug-2005 2,831.366% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 4 SMM CPR PSA Current Month 1.926% Current Month 20.815% Current Month 4,765.825% 3 Month Average 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs 12mo Average* PSA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A N/A Apr-2005 N/A N/A Apr-2005 N/A N/A May-2005 N/A N/A May-2005 N/A N/A Jun-2005 N/A N/A Jun-2005 N/A N/A Jul-2005 17.566% N/A Jul-2005 7,430.148% N/A Aug-2005 20.815% N/A Aug-2005 4,765.825% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Single Month Mortality (SMM): (Partial and full prepayments + Repurchases) / (Beginning Scheduled Balance - Scheduled Principal) Conditional PrePayment Rate (CPR): 1 - ((1 - SMM)^12) PSA Standard Prepayment Model: 100 * CPR / (0.200 * MIN(30,WAS)) Weighted Average Seasoning (WAS): sum((Original Term - Remaining Term)*(Current Scheduled Balance/Deal Scheduled Principal Balance))360

Realized Loss Loan Detail Report - Loans ~~with~~With Losses during Current Period ~~Summary~~(continued) #Prior ~~Loans~~Cumulative ~~Prior~~Loan Principal Realized ~~Current~~Realized ~~with~~Group ~~Principal~~Number Balance Loss/(Gain) Loss/(Gain) Group ~~Losses Balance Amount Percentage Group 1 0 0.00 0.00 0.000% Group 2 0 0.00 0.00 0.000% Group~~ 3 00078555794 082,412.0087 086,771.0039 086,771.~~000% Group 4 0 0.00 0.00 0.000% Total 0 0.00 0.00 0.000%~~39

Realized Loss Loan Detail Report - Loans With Losses during Current Period Original Current Loan Principal Note LTV at Original Group Number Balance Rate State Origination Term No losses this period.

~~Realized~~Prepayment ~~Loss~~Detail ~~Loan~~- ~~Detail~~Prepayments ~~Report~~during -Current Period Summary Loans ~~With~~Paid ~~Losses~~In ~~during~~Full ~~Current~~Repurchased ~~Period~~Loans ~~(continued)~~Original ~~Prior~~Current ~~Cumulative~~Original ~~Loan~~Current Principal ~~Realized~~Principal ~~Realized~~Principal Principal Group ~~Number~~Count Balance ~~Loss/(Gain)~~Balance ~~Loss/(Gain)~~Count NoBalance ~~losses~~Balance ~~this~~Group ~~period~~1 23 3,911,690.00 3,887,150.29 0 0.00 0.00 Group 2 243 45,145,788.00 44,943,785.57 0 0.00 0.00 Group 3 17 2,032,640.00 2,024,549.84 0 0.00 0.00 Group 4 36 11,619,000.00 11,564,126.16 0 0.00 0.00 Total 319 62,709,118.00 62,419,611.86 0 0.00 0.00

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

Prepayment - Voluntary Prepayments

Filing Compare · Park Place Securities, Inc., Asset-Backed Pass-Through Certificates, Series 2005-WCW2