8-K 1 mlm05nc1_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 MERRILL LYNCH MORTGAGE INVESTORS TRUST Mortgage Loan Asset-Backed Certificates, Series 2005-NC1 (Exact name of registrant as specified in its charter) New York (governing law of 333-121605-02 Pooling and Servicing Agreement) (Commission 54-2168018 (State or other File Number) 54-2168019 jurisdiction 54-6651118 of Incorporation) 54-6651119 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 MERRILL LYNCH MORTGAGE INVESTORS TRUST, Mortgage Loan Asset-Backed Certificates, Series 2005-NC1 Trust. ITEM 9.01 Financial Statements and Exhibits (c) Exhibits Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Loan Asset-Backed Certificates, Series 2005-NC1 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. MERRILL LYNCH MORTGAGE INVESTORS TRUST Mortgage Loan Asset-Backed Certificates, Series 2005-NC1 Trust (Registrant) By: Wells Fargo Bank, N.A. as Master Servicer By: /s/ Beth Belfield as Officer By: Beth Belfield as Officer Date: 12/30/2005 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Loan Asset-Backed Certificates, Series 2005-NC1 Trust , relating to the December 27, 2005 distribution. EX-99.1 Merrill Lynch Mortgage Investors Trust Mortgage Loan Asset-Backed Certificates Record Date: 11/30/2005 Distribution Date: 12/27/2005 Merrill Lynch Mortgage Investors Trust Mortgage Loan Asset-Backed Certificates Series 2005-NC1 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

Merrill Lynch Mortgage Loans, Inc. Mortgage Loan Asset-Backed Certificates Record Date: 7/29/2005 Distribution Date: 8/25/2005 Merrill Lynch Mortgage Loans, Inc. Mortgage Loan Asset-Backed Certificates Series 2005-NC1 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~~ R 59020URW7 ~~SEN 3~~4.~~84000~~57375% 0.00 0.00 A-1A 59020URJ6 ~~SEN 3~~4.~~84000~~57375% ~~396~~281,~~197~~208,~~022~~788.4005 1,~~309~~143,~~746~~269.7595 A-1B 59020URK3 ~~SEN 3~~4.~~74000~~47375% 4431,~~021~~245,~~891~~420.3889 ~~141~~124,~~737~~252.6462 A-2A 59020URL1 ~~SEN 3~~4.~~57000~~30375% 6317,~~785~~382,~~033~~950.8098 ~~196~~66,~~034~~499.2344 A-2B 59020URM9 ~~SEN 3~~4.~~68000~~41375% 71,750,000.00 ~~227~~281,~~307~~499.9517 A-2C 59020URN7 ~~SEN 3~~4.~~81000~~54375% 19,396,000.00 6378,~~618~~338.3029 M-1 59020URP2 ~~MEZ 3~~4.~~94000~~67375% 65,200,000.00 ~~221~~270,~~153~~869.2178 M-2 59020URQ0 ~~MEZ~~ 4.~~18000~~91375% 40,434,000.00 ~~145~~176,~~505~~606.2773 M-3 59020URR8 ~~MEZ~~ 4.~~23000~~96375% 25,271,000.00 92111,~~027~~501.9527 B-1 59020URS6 ~~SUB 4~~5.~~64000~~37375% 10,108,000.00 4048,~~378~~282.4155 B-2 59020URT4 ~~SUB 4~~5.~~76000~~49375% 10,108,000.00 4149,~~422~~360.9073 B-3 59020URU1 ~~SUB 5~~6.~~51000~~24375% 9,097,000.00 4350,~~154~~488.9435 B-4 59020URV9 ~~SUB~~ 6.~~94131~~71803% 7,076,000.00 42,~~288~~254.8990 B-5 59020URZ0 ~~SUB~~ 6.~~94131~~71803% 10,108,000.00 60,~~409~~360.2873 B-6 59020USA4 ~~SUB~~ 6.~~94131~~71803% 10,107,000.00 60,~~403~~354.3076 C 59020URY3 ~~SUB~~ 0.00000% 12,~~124~~130,~~536~~410.1150 1759,~~795,789~~458.2062 P 59020URX5 ~~SUB~~ 0.00000% 0.00 ~~658~~533,~~099~~320.9885 Totals ~~794~~620,~~783~~622,~~483~~570.6942 53,~~139~~856,~~078~~718.2074

Certificateholder Distribution Summary (continued) Class Principal Current Ending ~~Cumulative~~Total ~~Principal~~Cummulative Distribution Realized Certificate ~~Total~~Distribution Realized ~~Class Distribution~~ Loss Balance ~~Distribution~~ Losses R 0.00 0.00 0.00 0.00 0.00 A-1A 2523,~~750~~903,~~446~~505.3577 0.00 ~~370~~257,~~446~~305,~~576~~282.0529 2725,~~060~~046,~~193~~775.1072 0.00 A-1B 2,~~861~~655,~~160~~945.7109 0.00 4128,~~160~~589,~~730~~475.6781 32,~~002~~780,~~898~~197.3571 0.00 A-2A 96,~~394~~488,~~680~~148.8009 0.00 5410,~~390~~894,~~353~~802.0089 96,~~590~~554,~~715~~647.0353 0.00 A-2B 0.00 0.00 71,750,000.00 ~~227~~281,~~307~~499.9517 0.00 A-2C 0.00 0.00 19,396,000.00 6378,~~618~~338.3029 0.00 M-1 0.00 0.00 65,200,000.00 ~~221~~270,~~153~~869.2178 0.00 M-2 0.00 0.00 40,434,000.00 ~~145~~176,~~505~~606.2773 0.00 M-3 0.00 0.00 25,271,000.00 92111,~~027~~501.9527 0.00 B-1 0.00 0.00 10,108,000.00 4048,~~378~~282.4155 0.00 B-2 0.00 0.00 10,108,000.00 4149,~~422~~360.9073 0.00 B-3 0.00 0.00 9,097,000.00 4350,~~154~~488.9435 0.00 B-4 0.00 0.00 7,076,000.00 42,~~288~~254.8990 0.00 B-5 0.00 0.00 10,108,000.00 60,~~409~~360.2873 0.00 B-6 0.00 0.00 10,107,000.00 60,~~403~~354.3076 0.00 C 0.00 ~~7,028~~0.9800 12,~~123~~130,~~334~~724.0201 1759,~~795,789~~458.2062 2287,~~389~~090.7850 P 0.00 0.00 0.00 ~~658~~533,~~099~~320.9885 0.00 Totals 3833,~~006~~047,~~287~~598.8695 ~~7,028~~0.9800 ~~756~~587,~~775~~575,~~993~~285.7400 4336,~~145~~904,~~366~~317.0669 2287,~~389~~090.7850 ~~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)~~ R 100.00 0.00 0.00 0.00 0.00 0.00 A-1A 533,682,000.00 ~~396~~281,~~197~~208,~~022~~788.4005 0.00 2523,~~750~~903,~~446~~505.3577 0.00 0.00 A-1B 59,298,000.00 4431,~~021~~245,~~891~~420.3889 0.00 2,~~861~~655,~~160~~945.7109 0.00 0.00 A-2A 127,092,000.00 6317,~~785~~382,~~033~~950.8098 0.00 96,~~394~~488,~~680~~148.8009 0.00 0.00 A-2B 71,750,000.00 71,750,000.00 0.00 0.00 0.00 0.00 A-2C 19,396,000.00 19,396,000.00 0.00 0.00 0.00 0.00 M-1 65,200,000.00 65,200,000.00 0.00 0.00 0.00 0.00 M-2 40,434,000.00 40,434,000.00 0.00 0.00 0.00 0.00 M-3 25,271,000.00 25,271,000.00 0.00 0.00 0.00 0.00 B-1 10,108,000.00 10,108,000.00 0.00 0.00 0.00 0.00 B-2 10,108,000.00 10,108,000.00 0.00 0.00 0.00 0.00 B-3 9,097,000.00 9,097,000.00 0.00 0.00 0.00 0.00 B-4 7,076,000.00 7,076,000.00 0.00 0.00 0.00 0.00 B-5 10,108,000.00 10,108,000.00 0.00 0.00 0.00 0.00 B-6 10,107,000.00 10,107,000.00 0.00 0.00 0.00 0.00 C 12,136,500.59 12,~~124~~130,~~536~~410.1150 0.00 0.00 0.00 ~~7,028~~0.9800 P 0.00 0.00 0.00 0.00 0.00 0.00 Totals 1,010,863,600.59 ~~794~~620,~~783~~622,~~483~~570.6942 0.00 3833,~~006~~047,~~287~~598.8695 0.00 ~~7,028~~0.~~98 (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.~~00

Principal Distribution Statement (continued) Class Total Ending Ending Total Principal Certificate Certificate Principal ~~Class~~ Reduction Balance Percentage Distribution R 0.00 0.00 0.~~00000000~~000000 0.00 A-1A 2523,~~750~~903,~~446~~505.3577 ~~370~~257,~~446~~305,~~576~~282.0529 0.~~69413354~~482132 2523,~~750~~903,~~446~~505.3577 A-1B 2,~~861~~655,~~160~~945.7109 4128,~~160~~589,~~730~~475.6781 0.~~69413354~~482132 2,~~861~~655,~~160~~945.7109 A-2A 96,~~394~~488,~~680~~148.8009 5410,~~390~~894,~~353~~802.0089 0.~~42796048~~085724 96,~~394~~488,~~680~~148.8009 A-2B 0.00 71,750,000.00 1.~~00000000~~000000 0.00 A-2C 0.00 19,396,000.00 1.~~00000000~~000000 0.00 M-1 0.00 65,200,000.00 1.~~00000000~~000000 0.00 M-2 0.00 40,434,000.00 1.~~00000000~~000000 0.00 M-3 0.00 25,271,000.00 1.~~00000000~~000000 0.00 B-1 0.00 10,108,000.00 1.~~00000000~~000000 0.00 B-2 0.00 10,108,000.00 1.~~00000000~~000000 0.00 B-3 0.00 9,097,000.00 1.~~00000000~~000000 0.00 B-4 0.00 7,076,000.00 1.~~00000000~~000000 0.00 B-5 0.00 10,108,000.00 1.~~00000000~~000000 0.00 B-6 0.00 10,107,000.00 1.~~00000000~~000000 0.00 C ~~7,028~~0.9800 12,~~123~~130,~~334~~724.0201 0.~~99891513~~999524 0.00 P 0.00 0.00 0.~~00000000~~000000 0.00 Totals 3833,~~013~~047,~~316~~598.8495 ~~756~~587,~~775~~575,~~993~~285.7400 0.~~74864303~~581261 3833,~~006~~047,~~287~~598.8695

Principal Distribution Factors Statement Class Original Beginning Scheduled ~~Unscheduled~~UnScheduled Accretion Face Certificate Principal Principal ~~Class (2)~~ Amount Balance Distribution Distribution ~~Accretion~~ R 100.00 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 A-1A 533,682,000.00 ~~742~~526.~~38408341~~922002 0.~~00000000~~000000 4844.~~25054311~~789792 0.~~00000000~~000000 A-1B 59,298,000.00 ~~742~~526.~~38408344~~922002 0.~~00000000~~000000 4844.~~25054319~~789792 0.~~00000000~~000000 A-2A 127,092,000.00 ~~501~~136.~~88079344~~774549 0.~~00000000~~000000 7351.~~92031599~~050799 0.~~00000000~~000000 A-2B 71,750,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 A-2C 19,396,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 M-1 65,200,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 M-2 40,434,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 M-3 25,271,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 B-1 10,108,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 B-2 10,108,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 B-3 9,097,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 B-4 7,076,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 B-5 10,108,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 B-6 10,107,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 C 12,136,500.59 999.~~01417382~~498200 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 P 0.00 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000 (2) All Classes are per $1,000 denomination.~~000000

Principal Distribution Factors Statement (continued) Class Realized Total Ending Ending Total ~~Realized~~Loss Principal Certificate Certificate Principal ~~Class Loss (3)~~ Reduction Balance Percentage Distribution R 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 A-1A 0.~~00000000~~000000 4844.~~25054311~~789792 ~~694~~482.~~13354029~~132210 0.~~69413354~~482132 4844.~~25054311~~789792 A-1B 0.~~00000000~~000000 4844.~~25054319~~789792 ~~694~~482.~~13354025~~132210 0.~~69413354~~482132 4844.~~25054319~~789792 A-2A 0.~~00000000~~000000 7351.~~92031599~~050799 ~~427~~85.~~96047745~~723750 0.~~42796048~~085724 7351.~~92031599~~050799 A-2B 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 A-2C 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 M-1 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 M-2 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 M-3 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 B-1 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 B-2 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 B-3 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 B-4 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 B-5 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 B-6 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 C 0.~~57916036~~000000 0.~~57916036~~000000 ~~998~~999.~~91512632~~524032 0.~~99891513~~999524 0.~~00000000~~000000 P 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 ~~(3)~~All ~~Amount~~Classes ~~Does~~are ~~Not~~per ~~Include Excess Special Hazard~~$1,000 ~~Bankruptcy, or Fraud Losses Unless Otherwise Disclosed~~denomination. ~~Please Refer to the Prospectus Supplement for a Full Description.~~

Interest Distribution Statement ~~Beginning~~Class ~~Payment~~Accrual ofAccrual ~~Original~~ Current ~~Certificate/~~Beginning Current ~~Unpaid~~Payment ~~Current~~of ~~Face~~Dates Days Certificate ~~Notional~~Certificate/ Accrued ~~Interest~~Unpaid Interest ~~Class Amount~~ Rate Notional Balance Interest Shortfall ~~Shortfall~~ R ~~100.00~~N/A 3N/A 4.~~84000~~57375% 0.00 0.00 0.00 ~~0.00~~ A-1A ~~533,682,000.00~~11/25/05 3- 12/26/05 32 4.~~84000~~57375% ~~396~~281,~~197~~208,~~022~~788.4005 1,~~310~~143,~~091~~269.4995 0.00 ~~0.00~~ A-1B ~~59,298,000.00~~11/25/05 3- 12/26/05 32 4.~~74000~~47375% 4431,~~021~~245,~~891~~420.3889 ~~141~~124,~~774~~252.9562 0.00 ~~0.00~~ A-2A ~~127,092,000.00~~11/25/05 3- 12/26/05 32 4.~~57000~~30375% 6317,~~785~~382,~~033~~950.8098 ~~196~~66,~~085~~499.8244 0.00 ~~0.00~~ A-2B ~~71,750,000.00~~11/25/05 3- 12/26/05 32 4.~~68000~~41375% 71,750,000.00 ~~227~~281,~~367~~499.7817 0.00 ~~0.00~~ A-2C ~~19,396,000.00~~11/25/05 3- 12/26/05 32 4.~~81000~~54375% 19,396,000.00 6378,~~635~~338.0429 0.00 ~~0.00~~ M-1 ~~65,200,000.00~~11/25/05 3- 12/26/05 32 4.~~94000~~67375% 65,200,000.00 ~~221~~270,~~209~~869.1178 0.00 ~~0.00~~ M-2 ~~40,434,000.00~~11/25/05 - 12/26/05 32 4.~~18000~~91375% 40,434,000.00 ~~145~~176,~~539~~606.9473 0.00 ~~0.00~~ M-3 11/25~~,271,000.00~~/05 - 12/26/05 32 4.~~23000~~96375% 25,271,000.00 92111,~~049~~501.6227 0.00 ~~0.00~~ B-1 ~~10,108,000.00~~11/25/05 4- 12/26/05 32 5.~~64000~~37375% 10,108,000.00 4048,~~387~~282.0855 0.00 ~~0.00~~ B-2 ~~10,108,000.00~~11/25/05 4- 12/26/05 32 5.~~76000~~49375% 10,108,000.00 4149,~~431~~360.5773 0.00 ~~0.00~~ B-3 ~~9,097,000.00~~11/25/05 5- 12/26/05 32 6.~~51000~~24375% 9,097,000.00 4350,~~162~~488.7435 0.00 ~~0.00~~ B-4 ~~7,076,000.00~~11/25/05 - 12/26/05 32 6.~~94131~~71803% 7,076,000.00 42,~~294~~254.9590 0.00 ~~0.00~~ B-5 ~~10,108,000.00~~11/25/05 - 12/26/05 32 6.~~94131~~71803% 10,108,000.00 60,~~417~~360.9473 0.00 ~~0.00~~ B-6 ~~10,107,000.00~~11/25/05 - 12/26/05 32 6.~~94131~~71803% 10,107,000.00 60,~~411~~354.9776 0.00 ~~0.00~~ C ~~12,136,500.59~~N/A N/A 0.00000% 12,~~124~~130,~~536~~410.1150 0.00 0.00 ~~0.00~~ P ~~0.00~~N/A N/A 0.00000% 0.01 0.00 0.00 ~~0.00~~ Totals ~~1,010,863,600.59~~ 2,~~685~~563,~~860~~939.0027 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 R 0.00 0.00 0.00 0.00 0.00 A-1A ~~344~~0.7400 0.00 1,~~309~~143,~~746~~269.7595 0.00 ~~370~~257,~~446~~305,~~576~~282.0529 A-1B 370.3100 0.00 ~~141~~124,~~737~~252.6462 0.00 4128,~~160~~589,~~730~~475.6781 A-2A 510.6000 0.00 ~~196~~66,~~034~~499.2344 0.00 5410,~~390~~894,~~353~~802.0089 A-2B 590.8300 0.00 ~~227~~281,~~307~~499.9517 0.00 71,750,000.00 A-2C 160.7500 0.00 6378,~~618~~338.3029 0.00 19,396,000.00 M-1 550.9000 0.00 ~~221~~270,~~153~~869.2178 0.00 65,200,000.00 M-2 340.6600 0.00 ~~145~~176,~~505~~606.2773 0.00 40,434,000.00 M-3 210.6600 0.00 92111,~~027~~501.9527 0.00 25,271,000.00 B-1 80.6700 0.00 4048,~~378~~282.4155 0.00 10,108,000.00 B-2 80.6700 0.00 4149,~~422~~360.9073 0.00 10,108,000.00 B-3 70.8000 0.00 4350,~~154~~488.9435 0.00 9,097,000.00 B-4 60.0700 0.00 42,~~288~~254.8990 0.00 7,076,000.00 B-5 80.6700 0.00 60,~~409~~360.2873 0.00 10,108,000.00 B-6 80.6600 0.00 60,~~403~~354.3076 0.00 10,107,000.00 C 0.00 0.00 1759,~~795,789~~458.2062 0.00 12,~~123~~130,~~334~~724.0201 P 0.00 0.00 ~~658~~533,~~099~~320.9885 0.00 0.01 Totals ~~670~~0.9900 0.00 53,~~139~~856,~~078~~718.2074 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~~ R N/A 100.00 34.~~84000~~57375% 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 ~~0.00000000~~ A-1A 11/25/05 - 12/26/05 533,682,000.00 34.~~84000~~57375% ~~742~~526.~~38408341~~922002 2.~~45481671~~142231 0.~~00000000~~000000 ~~0.00000000~~ A-1B 11/25/05 - 12/26/05 59,298,000.00 34.~~74000~~47375% ~~742~~526.~~38408344~~922002 2.~~39088924~~095393 0.~~00000000~~000000 ~~0.00000000~~ A-2A 11/25/05 - 12/26/05 127,092,000.00 34.~~57000~~30375% ~~501~~136.~~88079344~~774549 ~~1.54286517~~ 0.~~00000000~~523239 0.~~00000000~~000000 A-2B 11/25/05 - 12/26/05 71,750,000.00 34.~~68000~~41375% 1000.~~00000000~~000000 3.~~16888892~~923333 0.~~00000000~~000000 ~~0.00000000~~ A-2C 11/25/05 - 12/26/05 19,396,000.00 34.~~81000~~54375% 1000.~~00000000~~000000 34.~~28083316~~038889 0.~~00000000~~000000 ~~0.00000000~~ M-1 11/25/05 - 12/26/05 65,200,000.00 34.~~94000~~67375% 1000.~~00000000~~000000 34.~~39277776~~154444 0.~~00000000~~000000 ~~0.00000000~~ M-2 11/25/05 - 12/26/05 40,434,000.00 4.~~18000~~91375% 1000.~~00000000~~000000 34.~~59944453~~367778 0.~~00000000~~000000 ~~0.00000000~~ M-3 11/25/05 - 12/26/05 25,271,000.00 4.~~23000~~96375% 1000.~~00000000~~000000 34.~~64250010~~412222 0.~~00000000~~000000 ~~0.00000000~~ B-1 11/25/05 - 12/26/05 10,108,000.00 45.~~64000~~37375% 1000.~~00000000~~000000 34.~~99555600~~776667 0.~~00000000~~000000 ~~0.00000000~~ B-2 11/25/05 - 12/26/05 10,108,000.00 45.~~76000~~49375% 1000.~~00000000~~000000 4.~~09888900~~883333 0.~~00000000~~000000 ~~0.00000000~~ B-3 11/25/05 - 12/26/05 9,097,000.00 56.~~51000~~24375% 1000.~~00000000~~000000 45.~~74472244~~550000 0.~~00000000~~000000 ~~0.00000000~~ B-4 11/25/05 - 12/26/05 7,076,000.00 6.~~94131~~71803% 1000.~~00000000~~000000 5.~~97723997~~971580 0.~~00000000~~000000 ~~0.00000000~~ B-5 11/25/05 - 12/26/05 10,108,000.00 6.~~94131~~71803% 1000.~~00000000~~000000 5.~~97723981~~971580 0.~~00000000~~000000 ~~0.00000000~~ B-6 11/25/05 - 12/26/05 10,107,000.00 6.~~94131~~71803% 1000.~~00000000~~000000 5.~~97724053~~971580 0.~~00000000~~000000 ~~0.00000000~~ C N/A 12,136,500.59 0.00000% 999.~~01417382~~498200 0.~~00000000~~000000 0.~~00000000~~000000 ~~0.00000000~~ P N/A 0.00 0.00000% 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000 0.00000000 (5) All Classes are per $1,000 denomination.~~000000

Interest Distribution Factors Statement (continued) ~~Remaining~~Class ~~Ending~~Current Non-Supported Total Remaining Unpaid ~~Certificate/~~Ending Interest ~~Realized~~Interest Interest Interest ~~Notional~~Certificate/ ~~Class~~ Shortfall ~~Losses~~ (61) Shortfall Distribution Shortfall(2) Notional Balance R 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 A-1A 0.~~00064597~~000000 0.~~00000000~~000000 2.~~45417074~~142231 0.~~00000000~~000000 ~~694~~482.~~13354029~~132210 A-1B 0.~~00062919~~000000 0.~~00000000~~000000 2.~~39026004~~095393 0.~~00000000~~000000 ~~694~~482.~~13354025~~132210 A-2A 0.~~00040601~~000000 0.~~00000000~~000000 10.~~54245924~~523239 0.~~00000000~~000000 ~~427~~85.~~96047745~~723750 A-2B 0.~~00083387~~000000 0.~~00000000~~000000 3.~~16805505~~923333 0.~~00000000~~000000 1000.~~00000000~~000000 A-2C 0.~~00086358~~000000 0.~~00000000~~000000 34.~~27997010~~038889 0.~~00000000~~000000 1000.~~00000000~~000000 M-1 0.~~00085736~~000000 0.~~00000000~~000000 34.~~39192040~~154444 0.~~00000000~~000000 1000.~~00000000~~000000 M-2 0.~~00085720~~000000 0.~~00000000~~000000 34.~~59858708~~367778 0.~~00000000~~000000 1000.~~00000000~~000000 M-3 0.~~00085711~~000000 0.~~00000000~~000000 34.~~64164259~~412222 0.~~00000000~~000000 1000.~~00000000~~000000 B-1 0.~~00085774~~000000 0.~~00000000~~000000 34.~~99469826~~776667 0.~~00000000~~000000 1000.~~00000000~~000000 B-2 0.~~00085774~~000000 0.~~00000000~~000000 4.~~09803126~~883333 0.~~00000000~~000000 1000.~~00000000~~000000 B-3 0.~~00085743~~000000 0.~~00000000~~000000 45.~~74386501~~550000 0.~~00000000~~000000 1000.~~00000000~~000000 B-4 0.~~00085783~~000000 0.~~00000000~~000000 5.~~97638355~~971580 0.~~00000000~~000000 1000.~~00000000~~000000 B-5 0.~~00085774~~000000 0.~~00000000~~000000 5.~~97638306~~971580 0.~~00000000~~000000 1000.~~00000000~~000000 B-6 0.~~00085683~~000000 0.~~00000000~~000000 5.~~97638271~~971580 0.~~00000000~~000000 1000.~~00000000~~000000 C 0.~~00000000~~000000 0.~~00000000~~000000 ~~147~~62.~~96597971~~576409 0.~~00000000~~000000 ~~998~~999.~~91512632~~524032 P 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 (61,2) Amount ~~Does~~also ~~Not~~includes ~~Include~~coupon ~~Excess~~cap ~~Special Hazard, Bankruptcy,~~or ~~Fraud~~basis ~~Losses~~risk ~~Unless~~shortfalls,if ~~Otherwise Disclosed~~applicable. ~~Please~~All ~~Refer~~Classes toare ~~the~~per ~~Prospectus~~$1,000 ~~Supplement for a Full Description~~denomination.

CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 4336,~~436~~640,~~616~~090.3152 ~~Liquidations,~~Reserve ~~Insurance~~Funds ~~Proceeds,~~and ~~Reserve~~Credit ~~Funds~~Enhancements 0.00 Proceeds from Repurchased Loans 0.00 ~~Other Amounts (~~Servicer Advances) ~~393~~914,~~884~~438.0467 Realized Loss (Gains, Subsequent Expenses & Recoveries) (7215,~~028~~421.9896) Prepayment Penalties 0.00 Swap/Cap Payments 0.00 Total Deposits 4337,~~823~~339,~~471~~107.3723 Withdrawals Swap Payments 0.00 Reserve Funds and Credit Enhancements 0.00 Reimbursement for Servicer Advances ~~346~~434,~~943~~789.0855 ~~Payment~~Total ofAdministration ~~Service~~Fees ~~Fee 331,162~~0.2300 Payment of Interest and Principal 4336,~~145~~904,~~366~~317.0668 Total Withdrawals (Pool Distribution Amount) 4337,~~823~~339,~~471~~107.3723 Ending Balance 0.00

PREPAYMENT/CURTAILMENT INTEREST SHORTFALL Total Prepayment/Curtailment Interest Shortfall 0.00 Servicing Fee Support 0.00 Non-Supported Prepayment/Curtailment Interest Shortfall ~~670~~0.9900

~~SERVICING~~ADMINISTRATION FEES Gross Servicing Fee* ~~331,162~~0.2300 Supported Prepayment/Curtailment Interest Shortfall 0.00 ~~Net~~Total ~~Servicing~~Administration ~~Fee~~Fees ~~331,162~~0.2300 *Servicer Payees include: WILSHIRE CREDIT CORP

~~LOAN~~COLLATERAL ~~STATUS STRATIFICATION/CREDIT ENHANCEMENT~~ STATEMENT ~~DELINQUENT~~Collateral ~~BANKRUPTCY~~Description ~~FORECLOSURE~~Mixed ~~REO~~Fixed ~~Total~~& NoArm ofWeighted ~~Loans~~Average NoGross ofCoupon ~~Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance~~ 0~~-29 Days 32 0 0 32 4,251,875~~.01000000% ~~0.00~~Weighted ~~0.00~~Average ~~4,251,875.01~~Net 30Coupon ~~Days 168 5 0 0 173 25,344,459~~6.73792977% ~~749,348.36~~Weighted ~~0.00~~Average ~~0.00~~Pass-Through ~~26,093,808.09~~Rate ~~60 Days 63 1 1~~ 0 ~~65 8,704,252~~.92000000% ~~84,156.06~~Weighted ~~80,439.14~~Average ~~0.00~~Remaining ~~8,868,848.12~~Term 90337 ~~Days~~Beginning 23Scheduled 2Collateral 11Loan 0Count ~~36 3,847,220.87 310,807.37 951,983.22 0.00 5,110,011.46 120 Days~~ 4 ~~5 26 2 37 284~~,~~110.68~~023 ~~391,647.30~~Number ~~3,414,075.18~~Of ~~327,584.52~~Loans ~~4,417,417.68~~Paid ~~150~~In ~~Days~~Full 1188 6Ending 13Scheduled 4Collateral 24Loan ~~49,764.84~~Count ~~590,400.79 2,619,092.61 409,764.29~~ 3,~~669,022.53~~835 ~~180+~~Beginning ~~Days~~Scheduled 5Collateral 11Balance ~~28 12 56 653~~620,~~663.12 1~~622,~~066,350~~570.7843 ~~4,384,338.04~~Ending ~~2,231,115.03~~Scheduled ~~8,335,466.97~~Collateral ~~Totals~~Balance ~~264 62 79 18 423 38,883,472~~0.1600 ~~7,444,585.67~~Ending ~~11,449,928.19~~Actual ~~2,968,463.84~~Collateral ~~60,746,449.86 No of Loans No of Loans No of Loans No of Loans No of Loans Principal~~ Balance ~~Principal~~at ~~Balance Principal Balance Principal Balance Principal Balance 0~~30-29Nov-2005 ~~Days~~ 0.~~675105%~~00 ~~0.000000%~~Monthly ~~0.000000%~~P&I ~~0.675105%~~Constant 04,249,287.~~561307%~~16 ~~0.000000%~~Special ~~0.000000%~~Servicing Fee 0.~~561307%~~00 30Prepayment ~~Days~~Penalty ~~3.544304%~~Waived ~~0.105485%~~Amount 0.~~000000%~~00 ~~0.000000%~~Prepayment ~~3.649789%~~Penalty ~~3.345822%~~Waived ~~0.098924%~~Count 0~~.000000%~~ ~~0.000000%~~Prepayment ~~3.444746%~~Penalty 60Paid ~~Days~~Amount ~~1.329114%~~ 0.~~021097%~~00 ~~0.021097%~~Prepayment ~~0.000000%~~Penalty ~~1.371308%~~Paid ~~1.149083%~~Count 0~~.011110%~~ ~~0.010619%~~Realized ~~0.000000%~~Loss ~~1.170812%~~Amount ~~90 Days 0~~215,421.~~485232%~~96 ~~0.042194%~~Cumulative ~~0.232068%~~Realized ~~0.000000%~~Loss 0433,594.~~759494%~~23 ~~0.507887%~~Scheduled ~~0.041031%~~Principal 0.~~125675%~~00 ~~0.000000%~~Unscheduled ~~0.674593%~~Principal ~~120 Days 0~~32,569,820.~~084388%~~09 ~~0.105485%~~Required ~~0.548523%~~Overcollateralized ~~0.042194%~~Amount 0.~~780591%~~00 ~~0.037507%~~Overcollateralized ~~0.051703%~~Increase ~~0.450706%~~Amount 0.~~043246%~~00 ~~0.583161%~~Overcollateralized ~~150~~Reduction ~~Days~~Amount 0.~~021097%~~00 ~~0.126582%~~Specified ~~0.274262%~~O/C ~~0.084388%~~Amount 012,130,363.~~506329%~~21 ~~0.006570%~~Overcollateralized ~~0.077941%~~Amount 012,130,724.~~345757%~~01 ~~0.054095%~~Overcollateralized ~~0.484362%~~Deficiency ~~180+~~Amount ~~Days~~ 0.~~105485%~~00 ~~0.232068%~~Base ~~0.590717%~~Overcollateralization ~~0.253165%~~Amount ~~1.181435%~~ 0.~~086293%~~00 ~~0.140773%~~Extra ~~0.578794%~~principal ~~0.294538%~~distribution ~~1.100398%~~Amount ~~Totals 5~~206,079.~~569620%~~79 ~~1.308017%~~Excess ~~1.666667%~~Cash ~~0.379747%~~Amount 8975,194.~~924051% 5.133160% 0.982789% 1.511550% 0.391879% 8.019378%~~09

~~DELINQUENT~~Group ~~BANKRUPTCY~~Level ~~FORECLOSURE~~Collateral ~~REO~~Statement ~~Total~~Group Group 1 Fixed NoGroup of1 ~~Loans~~Arm NoGroup of2 ~~Loans~~Fixed NoCollateral ofDescription ~~Loans~~Mixed NoFixed ofMixed ~~Loans~~ARM NoMixed ofFixed ~~Loans~~Weighted ~~Principal~~Average ~~Balance~~Coupon ~~Principal~~Rate ~~Balance Principal Balance Principal Balance Principal Balance 0-29 Days 9 0 0 9 609,525~~7.21559448 07.00387713 07.00394534 ~~609,525.21~~Weighted 30Average ~~Days~~Net 22Rate ~~1 0 0 23 1,657,404.83 88,571.27 0.00 0.00 1,745,976.10 60 Days~~ 7 ~~0 0 0 7 548,632~~.03059448 06.00887713 06.00894534 ~~0.00~~Weighted ~~548,632.03~~Average 90Remaining ~~Days~~Term 4304 0345 0323 0Beginning 4Loan ~~507,267.43~~Count ~~0.00 0.00 0.00 507~~1,~~267.43~~012 ~~120 Days~~ 2 ~~3 4 0 9 74~~,~~515.51~~313 ~~200,629.84~~122 ~~388,467.80~~Loans ~~0.00~~Paid ~~663,613.15~~In ~~150~~Full ~~Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 3 3 1 0 7 193,910.94 143,617.32 67,746.10 0.00 405,274.~~36 ~~Totals~~127 382 16Ending 5Loan 0Count 59976 2,~~981,730.74~~186 1,042,343.64 456,213.90 0.00 4,480,288.28 0-29 Days 0.788091% 0.000000% 0.000000% 0.788091% 0.536383% 0.000000% 0.000000% 0.536383% 30 Days 1.926445% 0.087566% 0.000000% 0.000000% 2.014011% 1.458519% 0.077943% 0.000000% 0.000000% 1.536462% 60 Days 0.612960% 0.000000% 0.000000% 0.000000% 0.612960% 0.482797% 0.000000% 0.000000% 0.000000% 0.482797% 90 Days 0.350263% 0.000000% 0.000000% 0.000000% 0.350263% 0.446396% 0.000000% 0.000000% 0.000000% 0.446396% 120 ~~Days~~Beginning ~~0.175131%~~Scheduled 0.262697% 0.350263% 0.000000% 0.788091% 0.065574% 0.176555% 0.341852% 0.000000% 0.583981% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.262697% 0.262697% 0.087566% 0.000000% 0.612960% 0.170642% 0.126383% 0.059617% 0.000000% 0.356642% Totals 3.327496% 1.401051% 0.437828% 0.000000% 5.166375% 2.623928% 0.917264% 0.401469% 0.000000% 3.942662% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 1 Arm 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 21 0 0 21 3~~100,~~085~~082,~~662~~455.5281 ~~0.00 0.00 3~~358,~~085~~330,~~662~~974.~~52 30 Days 118 4 0 0 122 18,362,807.33 660,777.~~09 ~~0.00 0.00~~ 19,~~023~~637,~~584~~043.4254 60Ending ~~Days~~Scheduled 46Balance ~~1 1~~ 0 ~~48 6,546,666~~.1700 ~~84,156.06 80,439.14~~ 0.00 ~~6,711,261.37 90 Days 16 2 8~~ 0 ~~26 2,716,609~~.~~31 310,807.37 749,750.30 0.~~00 ~~3,777,166.98~~Record ~~120~~Date ~~Days~~11/30/2005 111/30/2005 111/30/2005 19Principal 2And 23Interest ~~125,774.87~~Constant ~~101,759.74 2,809,487.60 327,584.52 3,364,606.73 150 Days 1 3 8 3 15 49,~~764~~.84 375~~,~~439~~788.2622 ~~1,634,565.52 360,065.30~~ 2,~~419~~469,~~834~~984.~~92 180+ Days 2 4 22 11~~ 39 ~~459~~143,~~752.18 617,~~266.1483 ~~3,366,552.58~~Scheduled 1,738,395.76 6,181,966.66 Totals 184 36 58 16 294 28,261,374.70 5,235,868.18 8,640,795.14 2,426,045.58 44,564,083.60 0-29 Days 0.757030% 0.000000% 0.000000% 0.757030% 0.694188% 0.000000% 0.000000% 0.694188% 30 Days 4.253785% 0.144196% 0.000000% 0.000000% 4.397981% 4.131117% 0.148656% 0.000000% 0.000000% 4.279774% 60 Days 1.658255% 0.036049% 0.036049% 0.000000% 1.730353% 1.472817% 0.018933% 0.018097% 0.000000% 1.509846% 90 Days 0.576784% 0.072098% 0.288392% 0.000000% 0.937275% 0.611161% 0.069923% 0.168673% 0.000000% 0.849757% 120 Days 0.036049% 0.036049% 0.684932% 0.072098% 0.829128% 0.028296% 0.022893% 0.632056% 0.073697% 0.756942% 150 Days 0.036049% 0.108147% 0.288392% 0.108147% 0.540735% 0.011196% 0.084463% 0.367731% 0.081005% 0.544395% 180+ Days 0.072098% 0.144196% 0.793079% 0.396539% 1.405912% 0.103431% 0.138868% 0.757380% 0.391090% 1.390769% Totals 6.633021% 1.297765% 2.090844% 0.576784% 10.598414% 6.358018% 1.177924% 1.943937% 0.545792% 10.025671% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 2 Fixed 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~~Unscheduled 30Principal ~~Days 5 0 0 0 5 292~~3,~~234~~919,390.3253 022,193,715.0023 ~~0.00 0.00 292~~161,~~234~~775.3253 60Scheduled ~~Days~~Interest 2 0 ~~0 0 2 145,010~~.~~51 0.~~00 0.00 0.00 ~~145,010.51~~Servicing 90Fee ~~Days 1~~ 0 ~~0 0 1 24,220~~.~~47 0.~~00 0.00 0.00 ~~24,220.47~~Master ~~120~~Servicing ~~Days~~Fee ~~1 1~~ 0 ~~0 2 83,820~~.3000 ~~89,257.72~~ 0.00 0.00 ~~173,078.02~~Trustee ~~150~~Fee ~~Days~~ 0 ~~0 0 0 0 0~~.00 0.00 0.00 ~~0.00~~FRY ~~0.00~~Amount ~~180+ Days~~ 0 ~~2 0 0 2 0~~.00 ~~133,322.96~~ 0.00 0.00 ~~133,322.96~~Special ~~Totals~~Hazard 9Fee 3 0 ~~0 12 545,285~~.6000 ~~222,580.68~~ 0.00 0.00 ~~767,866.28~~Other ~~0-29~~Fee ~~Days~~ 0.~~000000%~~00 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 3.676471% 0.000000% 0.000000% 0.000000% 3.676471% 1.379116% 0.000000% 0.000000% 0.000000% 1.379116% 60 Days 1.470588% 0.000000% 0.000000% 0.000000% 1.470588% 0.684335% 0.000000% 0.000000% 0.000000% 0.684335% 90 Days 0.735294% 0.000000% 0.000000% 0.000000% 0.735294% 0.114302% 0.000000% 0.000000% 0.000000% 0.114302% 120 Days 0.735294% 0.735294% 0.000000% 0.000000% 1.470588% 0.395566% 0.421226% 0.000000% 0.000000% 0.816792% 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% 1.470588% 0.000000% 0.000000% 1.470588% 0.000000% 0.629179% 0.000000% 0.000000% 0.629179% Totals 6.617647% 2.205882% 0.000000% 0.000000% 8.823529% 2.573318% 1.050405% 0.000000% 0.000000% 3.623723% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 2 Arm No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 2 0 0 2 556,687.28 0.00 0.00 ~~556,687.28~~Pool 30Insurance ~~Days~~Fee 23 0 ~~0 0 23 5,032,013~~.~~25 0.~~00 0.00 0.00 ~~5,032,013.25~~Spread ~~60 Days 8 0 0 0 8~~ 1~~,463,944.21~~ 0.00 0.00 0.00 ~~1,463,944.21~~Spread ~~90 Days~~ 2 0 ~~3 0 5 599,123~~.6600 0.00 ~~202,232.92~~ 0.00 ~~801,356.58~~Spread ~~120 Days 0 0~~ 3 0 ~~3 0~~.00 0.00 ~~216,119.78~~ 0.00 ~~216,119.78~~Net ~~150~~Interest ~~Days~~ 0.00 ~~3 5 1 9~~ 0.00 ~~214,961~~0.5300 ~~984,527.09~~Realized ~~49,698.99~~Loss ~~1,249,187.61~~Amount ~~180+ Days 0 2 5 1 8 0.00 172~~37,~~144~~328.3635 ~~950~~82,~~039~~196.3691 ~~492~~95,~~719~~896.2770 ~~1,614,902.99~~Cumulative ~~Totals~~Realized 33Loss ~~7 16 2 58 7~~83,~~095,081~~317.1273 ~~943~~161,~~793~~694.1749 2185,~~352,919~~492.1513 ~~542,418.26~~Percentage ~~10,934,211.70~~of ~~0-29~~Cumulative ~~Days~~Losses 0.~~290698%~~0621 0.~~000000%~~0267 0.~~000000%~~7220 ~~0.290698%~~Prepayment ~~0.312447%~~Penalty ~~0.000000%~~Waived ~~0.000000%~~Amount 0.~~312447%~~00 ~~30 Days 3.343023%~~ 0.~~000000%~~00 0.~~000000%~~00 ~~0.000000%~~Prepayment ~~3.343023%~~Penalty ~~2.824278%~~Waived ~~0.000000%~~Count 0~~.000000%~~ 0~~.000000%~~ ~~2.824278% 60 Days 1.162791%~~ 0~~.000000%~~ ~~0.000000%~~Prepayment ~~0.000000%~~Penalty ~~1.162791%~~Paid ~~0.821656%~~Amount 0.~~000000%~~00 0.~~000000%~~00 0.~~000000%~~00 ~~0.821656%~~Prepayment 90Penalty ~~Days~~Paid ~~0.290698%~~Count 0~~.000000%~~ 0~~.436047%~~ 0~~.000000%~~ ~~0.726744%~~Special ~~0.336265%~~Servicing ~~0.000000%~~Fee 0.~~113506%~~00 0.~~000000%~~00 0.449771% 120 Days 0.000000% 0.000000% 0.436047% 0.000000% 0.436047% 0.000000% 0.000000% 0.121300% 0.000000% 0.121300% 150 Days 0.000000% 0.436047% 0.726744% 0.145349% 1.308140% 0.000000% 0.120650% 0.552578% 0.027894% 0.701122% 180+ Days 0.000000% 0.290698% 0.726744% 0.145349% 1.162791% 0.000000% 0.096618% 0.533221% 0.276545% 0.906384% Totals 4.796512% 1.017442% 2.325581% 0.290698% 8.430233% 3.982200% 0.529715% 1.320604% 0.304439% 6.136958%00

~~OTHER~~Group ~~INFORMATION~~Level ~~Current~~Collateral ~~Period~~Statement ~~Class~~Group AGroup ~~Insufficient~~2 ~~Funds~~Arm Total Collateral Description Mixed ARM Mixed Fixed & Arm Weighted Average Coupon Rate 6.853831 0.000000 Weighted Average Net Rate 6.353831 6.792977 Weighted Average Remaining Term 343 337 Beginning Loan Count 576 4,023 Loans Paid In Full 23 188 Ending Loan Count 553 3,835 Beginning Scheduled Balance 142,572,096.99 620,622,570.43 Ending scheduled Balance 0.00 0.00 Record Date 11/30/2005 11/30/2005 Principal ~~Balance~~And ofInterest ~~Contaminated~~Constant ~~Properties~~871,247.72 4,249,287.16 Scheduled Principal 0.00 ~~Periodic~~0.00 ~~Advance~~Unscheduled ~~393~~Principal 6,~~884~~294,938.0480 32,569,820.09 Scheduled Interest 0.00 0.00 Servicing Fee 0.00 0.00 Master Servicing Fee 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 0.00 0.00 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 0.00 0.00 Realized Loss Amount 0.00 215,421.96 Cumulative Realized Loss 3,089.88 433,594.23 Percentage of Cumulative Losses 0.0013 0.0429 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 0.00 0.00 Prepayment Penalty Paid Count 0 0 Special Servicing Fee 0.00 0.00 0.000000 0.000000

~~Summary~~LOAN 12STATUS ~~Month~~STRATIFICATION/CREDIT ~~REO~~ENHANCEMENT History*STATEMENT ~~New~~DELINQUENT BANKRUPTCY FORECLOSURE REO TOTAL No of Loans ~~Month~~No ~~REO~~of ~~Percentage~~Loans No of Loans inNo ~~REO~~of 14Loans ~~Sep-04~~No ~~0.000%~~of ~~Original~~Loans Principal Balance ~~1,989,000.00~~Principal ~~Oct-04~~Balance ~~0.000%~~Principal ~~Current~~Balance Principal Balance ~~1,982,926.65~~Principal ~~Nov-04~~Balance 0~~.000% Dec~~-0429 ~~0.000%~~Days ~~Current~~60 ~~REO Total Jan-05~~ 0~~.000%~~ ~~Loans in REO 18 Feb-05~~ 0~~.000%~~ ~~Original~~60 ~~Principal Balance 2~~7,~~975~~760,~~900~~745.64 0.00 ~~Mar-05~~ 0.~~000%~~00 ~~Current Principal Balance 2~~7,~~968~~760,~~463~~745.8464 ~~Apr-05~~30 ~~0.000%~~Days ~~May-05~~147 ~~0.030%~~8 ~~Jun-05~~8 0~~.117%~~ ~~Jul-05~~163 019,450,785.~~124%~~78 ~~Aug-05~~960,653.63 1,025,491.97 0.~~392%~~00 *The21,436,931.38 ~~text~~60 ~~reported~~Days in63 ~~the~~6 ~~above~~12 ~~table~~0 is81 ~~presented graphically on the monthly bond remittance report~~8,638,844.79 ~~The monthly bond remittance report can be viewed online at www~~489,572.~~ctslink.com.~~12 ~~Group~~ 1,247,045.94 ~~Fixed~~0.00 1210,375,462.85 ~~Month~~90 ~~REO~~Days History*23 ~~New~~4 ~~REO~~26 ~~Loans Month REO Percentage Loans in REO~~ 0 ~~Sep-04~~53 03,196,281.~~000%~~69 ~~Original~~397,427.07 ~~Principal~~3,555,382.09 ~~Balance~~ 0.00 ~~Oct-04 0~~7,149,090.~~000%~~85 ~~Current~~120 ~~Principal~~Days ~~Balance~~17 ~~0.00~~4 ~~Nov-04~~25 0~~.000%~~ ~~Dec-04~~46 02,234,532.~~000%~~20 ~~Current REO Total Jan-05 0~~575,307.~~000%~~42 ~~Loans in REO 0 Feb-05 0~~3,097,741.~~000%~~04 ~~Original Principal Balance~~ 0.00 ~~Mar-05 0~~5,907,580.~~000%~~66 ~~Current~~150 ~~Principal~~Days ~~Balance~~4 ~~0.00~~5 ~~Apr-05~~24 ~~0.000%~~2 ~~May-05~~35 0592,423.~~000%~~52 ~~Jun-05~~763,091.44 03,303,412.~~000%~~98 ~~Jul-05 0~~555,306.~~000%~~29 ~~Aug-05 0~~5,214,234.~~000%~~23 *The180+ ~~text~~Days ~~reported~~6 in28 ~~the~~56 ~~above~~26 ~~table~~116 is888,536.74 ~~presented~~3,122,120.66 ~~graphically~~7,303,508.18 on3,638,359.63 ~~the monthly bond remittance report~~14,952,525.21 ~~The~~Totals ~~monthly~~260 ~~bond~~115 ~~remittance~~151 ~~report~~28 ~~can~~554 be35,001,404.72 ~~viewed~~14,068,917.98 ~~online~~19,532,582.20 at4,193,665.92 ~~www~~72,796,570.~~ctslink.com.~~82 ~~Group~~No 1of ~~Arm~~Loans 12No ~~Month~~of ~~REO~~Loans History*No ~~New~~of ~~REO~~ Loans ~~Month~~No ~~REO~~of ~~Percentage~~ Loans inNo ~~REO~~of 13Loans ~~Sep-04~~Principal ~~0.000%~~Balance ~~Original~~ Principal Balance ~~1,939,000.00~~Principal ~~Oct-04~~Balance ~~0.000%~~Principal ~~Current~~Balance Principal Balance 0-29 Days 1~~,933,227~~.66564537% ~~Nov-04~~0.000000% 0.~~000~~000000% ~~Dec-04~~1.564537% 0.~~000~~000000% ~~Current~~0.000000% ~~REO~~0.000000% ~~Total Jan-05~~ 0.~~000~~000000% ~~Loans~~30 inDays ~~REO~~3.833116% ~~16 Feb-05~~ 0.~~000~~208605% ~~Original Principal Balance 2,432,900~~0.00208605% ~~Mar-05~~ 0.~~000~~000000% ~~Current Principal Balance 2,426,045~~4.58250326% ~~Apr-05~~ 0.~~000~~000000% ~~May-05~~ 0.~~051~~000000% ~~Jun-05~~ 0.~~099~~000000% ~~Jul-05~~ 0.~~105~~000000% ~~Aug-05~~ 0.~~546~~000000% *The60 ~~text~~Days ~~reported~~1.642764% in0.156454% ~~the above table is presented graphically on the monthly bond remittance report~~0.312907% ~~The monthly bond remittance report can be viewed online at www~~0.~~ctslink.com.~~000000% ~~Group~~ 2.112125% ~~Fixed~~0.000000% 120.000000% ~~Month~~0.000000% ~~REO History* New REO Loans Month REO Percentage Loans in REO~~ 0.000000% ~~Sep-04~~ 0.~~000~~000000% ~~Original~~90 ~~Principal~~Days ~~Balance~~0.599739% 0.00104302% ~~Oct-04~~ 0.~~000~~677966% ~~Current Principal Balance~~ 0.00000000% ~~Nov-04~~1.382008% 0.~~000~~000000% ~~Dec-04~~ 0.~~000~~000000% ~~Current REO Total Jan-05~~ 0.~~000~~000000% ~~Loans in REO~~ 0.000000% ~~Feb-05~~ 0.~~000~~000000% ~~Original~~120 ~~Principal~~Days ~~Balance~~0.443286% 0.00104302% ~~Mar-05~~ 0.~~000~~651890% ~~Current Principal Balance~~ 0.00000000% ~~Apr-05~~1.199478% 0.~~000~~000000% ~~May-05~~ 0.~~000~~000000% ~~Jun-05~~ 0.~~000~~000000% ~~Jul-05~~ 0.~~000~~000000% ~~Aug-05~~ 0.~~000~~000000% *The150 ~~text~~Days ~~reported~~0.104302% in0.130378% ~~the above table is presented graphically on the monthly bond remittance report~~0.625815% ~~The monthly bond remittance report can be viewed online at www~~0.~~ctslink.com.~~052151% ~~Group 2 Arm 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 1 Sep-04~~ 0.~~000~~912647% ~~Original Principal Balance 50,000~~0.00000000% ~~Oct-04~~ 0.~~000~~000000% ~~Current Principal Balance 49,698~~0.99000000% ~~Nov-04~~ 0.~~000~~000000% ~~Dec-04~~ 0.~~000~~000000% ~~Current~~180+ ~~REO~~Days ~~Total Jan-05~~ 0.~~000~~156454% ~~Loans in REO 2 Feb-05~~ 0.~~000~~730117% ~~Original Principal Balance 543,000~~1.00460235% ~~Mar-05~~ 0.~~000~~677966% ~~Current Principal Balance 542,418~~3.26024772% ~~Apr-05~~ 0.~~000~~000000% ~~May-05~~ 0.~~000~~000000% ~~Jun-05~~ 0.~~246~~000000% ~~Jul-05~~ 0.~~264~~000000% ~~Aug-05~~ 0.~~304~~000000% *TheTotals ~~text~~6.779661% ~~reported~~2.998696% in3.937419% ~~the~~0.730117% ~~above~~14.445893% ~~table~~0.000000% is0.000000% ~~presented~~0.000000% ~~graphically on the monthly bond remittance report~~0.000000% ~~The monthly bond remittance report can be viewed online at www~~0.~~ctslink.com.~~000000%

~~REO~~OTHER ~~Loan~~INFORMATION ~~Detail - All Mortgage Loans in REO during~~ Current Period ~~Month~~Class ~~Loan~~A ~~First~~Insufficient ~~Original~~Funds ~~Loan~~0.00 ~~Entered Payment LTV at~~ Principal ~~Group Number REO Date State Origination~~ Balance ~~Group~~of 1Contaminated ~~Arm~~Properties ~~0001704391 Aug-2005 01-Oct-2004 MI 80~~0.00 ~~130,400.00~~Periodic ~~Group~~Advance ~~1 Arm 0001725722 Aug-2005 01-Oct-2004 MI 60.00 82~~914,~~800~~438.00 Group 1 Arm 0001727178 May-2005 01-Oct-2004 VA 85.00 263,500.00 Group 1 Arm 0001733416 Aug-2005 01-Oct-2004 TN 64.36 65,000.00 Group 1 Arm 0001736975 Aug-2005 01-Sep-2004 MI 75.00 202,500.00 Group 1 Arm 0001748691 Aug-2005 01-Oct-2004 CA 85.00 293,250.00 Group 1 Arm 0001749011 Jun-2005 01-Oct-2004 NH 82.95 180,000.00 Group 1 Arm 0001749246 Aug-2005 01-Oct-2004 TX 100.00 173,000.00 Group 1 Arm 0001769009 Aug-2005 01-Oct-2004 GA 80.00 104,000.00 Group 1 Arm 0001776790 Aug-2005 01-Oct-2004 CO 77.31 100,500.00 Group 1 Arm 0001778873 Aug-2005 01-Oct-2004 MI 65.00 76,700.00 Group 1 Arm 0001783940 Aug-2005 01-Oct-2004 TX 85.00 52,700.00 Group 1 Arm 0001802833 Aug-2005 01-Oct-2004 MA 85.00 322,150.00 Group 1 Arm 0001814909 Aug-2005 01-Oct-2004 GA 90.00 157,500.00 Group 1 Arm 1000006102 Aug-2005 01-Oct-2004 CA 85.00 178,500.00 Group 1 Arm 1000009911 Jun-2005 01-Oct-2004 AL 80.00 50,400.00 Group 2 Arm 0001731197 Aug-2005 01-Oct-2004 TN 80.00 50,000.00 Group 2 Arm 0001775925 Jun-2005 01-Oct-2004 TX 85.00 493,000.0067

Delinquency Status By Group DELINQUENT BANKRUPTCY FORECLOSURE REO ~~Loan~~TOTAL ~~Detail~~Group -1 ~~All~~Fixed ~~Mortgage~~No of Loans inNo ~~REO~~of ~~during~~Loans ~~Current~~No ~~Period~~of ~~(continued)~~Loans ~~Current~~No ~~Paid~~of ~~Current~~Loans ~~Approximate~~No ~~Loan~~of Loans Principal ToBalance ~~Months~~Principal ~~Loan~~Balance ~~Delinquent~~Principal ~~Group~~Balance ~~Number~~Principal Balance ~~Date~~Principal ~~Delinquent~~Balance ~~Rate~~0-29 ~~Interest~~Days ~~Group~~21 0 0 21 1,640,113.86 ~~Arm~~0.00 ~~0001704391~~0.00 ~~129~~1,~~490~~640,113.3386 ~~01-Nov-2004~~30 7Days 922 2 2 0 26 2,294,785.~~750%~~53 7125,~~006~~390.4953 ~~Group~~181,161.63 0.00 2,601,337.69 60 Days 11 0 2 0 13 1,089,847.07 ~~Arm~~0.00 ~~0001725722~~118,200.72 820.00 1,~~356~~208,047.0579 ~~01-Jan-2005~~90 Days 3 2 5 80 10 165,200.~~000%~~38 3161,~~605~~851.08 389,845.27 0.00 716,896.73 120 Days 3 0 7 0 10 ~~Group~~212,974.50 0.00 466,912.98 0.00 679,887.48 150 Days 1 ~~Arm~~1 ~~0001727178~~2 ~~262~~0 4 96,~~738~~399.6716 ~~01-Feb-2005~~107,261.05 91,787.18 0.00 295,447.39 180+ Days 2 4 87 2 15 149,166.~~800%~~08 10135,~~887~~243.3512 ~~Group~~549,226.04 1116,150.42 ~~Arm~~949,785.66 ~~0001733416~~Totals 42 30 25 2 99 4,008,372.72 2,169,859.64 1,~~845~~797,133.8582 01116,150.42 8,091,516.60 0-~~Feb-2005~~29 Days 2.151639% 0.000000% 0.000000% 2.151639% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 2.254098% 0.204918% 0.204918% 0.000000% 2.663934% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 1.127049% 0.000000% 0.204918% 0.000000% 1.331967% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.307377% 0.204918% 0.512295% 0.000000% 1.024590% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.307377% 0.000000% 0.717213% 0.000000% 1.024590% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.102459% 0.102459% 0.204918% 0.000000% 0.409836% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.204918% 0.409836% 0.717213% 0.204918% 1.536885% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 4.303279% 93.~~750~~073770% 2~~,995~~.43561475% 0.204918% 10.143443% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% DELINQUENT BANKRUPTCY FORECLOSURE REO TOTAL Group 1 Arm ~~0001736975~~No ~~201~~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 33 0 0 33 4,~~668~~753,893.5276 ~~01-Jan-2005~~0.00 0.00 4,753,893.76 30 Days 98 5 76 0 109 13,382,977.~~050%~~71 781,779.13 844,330.34 0.00 15,009,087.18 60 Days 43 6 10 0 59 5,429,063.96 489,572.12 1,128,845.22 0.00 7,~~685~~047,481.8230 ~~Group~~90 Days 17 2 19 0 38 2,516,216.74 235,575.99 2,712,924.45 0.00 5,464,717.18 120 Days 10 3 16 0 29 1,602,209.49 ~~Arm~~525,528.98 ~~0001748691~~2,148,062.83 ~~292~~0.00 4,~~907~~275,801.8130 ~~01-Nov-2004~~150 7Days 83 2 16 2 23 496,024.~~700%~~36 13389,~~968~~611.38 2,654,958.66 ~~Group~~555,306.29 14,095,900.69 ~~Arm~~180+ ~~0001749011~~Days ~~179~~3 19 39 19 80 715,~~731~~150.9919 ~~01-Nov-2004~~2,603,145.81 75,355,698.55 72,756,451.~~500%~~24 711,~~311~~430,445.0079 ~~Group~~Totals 1174 ~~Arm~~70 ~~0001749246~~106 ~~172~~21 371 24,~~836~~141,642.45 9,779,107.17 14,844,820.05 3,311,757.53 52,077,327.20 010-~~Nov-2004~~29 7Days 91.~~700~~509607% ~~9,252~~0.87000000% ~~Group~~0.000000% 1.509607% ~~Arm~~0.000000% ~~0001769009~~0.000000% ~~102,476~~0.55000000% ~~01-Nov-2004~~0.000000% 730 8Days 4.~~750~~483074% 0.228728% 0.274474% 0.000000% 4~~,984~~.35986276% ~~Group~~0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 1.967063% ~~Arm~~0.274474% ~~0001776790~~0.457457% ~~100,437~~0.85000000% ~~01-Oct-2004~~2.698994% 80.000000% 80.~~400~~000000% ~~4,610~~0.84000000% ~~Group~~0.000000% 0.000000% 90 Days 0.777676% 0.091491% 0.869167% 0.000000% 1.738335% ~~Arm~~0.000000% ~~0001778873~~0.000000% ~~76,040~~0.73000000% ~~01-Jan-2005~~0.000000% 50.000000% 9120 Days 0.~~850~~457457% 0.137237% 0.731930% 0.000000% 1.326624% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.137237% 0.091491% 0.731930% 0.091491% 1.052150% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.137237% 0.869167% 1.784081% 0.869167% 3.659652% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 7.959744% 3.202196% 4~~,165~~.58849039% 0.960659% 16.971638% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% DELINQUENT BANKRUPTCY FORECLOSURE REO TOTAL Group 2 Fixed No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 1 ~~Arm~~0 ~~0001783940~~0 521 50,~~651~~931.1283 ~~01-Nov-2004~~0.00 70.00 950,931.~~800%~~83 30 Days 6 0 0 0 6 377,319.07 0.00 0.00 0.00 377,319.07 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 2 0 0 0 2 126,~~849~~864.4857 ~~Group~~0.00 0.00 0.00 126,864.57 120 Days 0 1 ~~Arm~~0 ~~0001802833~~0 ~~321~~1 0.00 49,~~770~~778.1844 ~~01-Nov-2004~~0.00 70.00 849,778.~~650%~~44 15150 Days 0 0 1 0 1 0.00 0.00 54,~~251~~700.0668 ~~Group~~0.00 54,700.68 180+ Days 1 ~~Arm~~1 ~~0001814909~~1 ~~157~~0 3 24,~~358~~220.5747 0183,395.05 62,626.09 0.00 170,241.61 Totals 9 3 2 0 14 528,404.11 184,105.32 117,326.77 0.00 829,836.20 0-~~Nov-2004~~29 Days 0.833333% 0.000000% 0.000000% 0.833333% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 5.000000% 0.000000% 0.000000% 0.000000% 5.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 1.666667% 0.000000% 0.000000% 0.000000% 1.666667% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.833333% 0.000000% 0.000000% 0.833333% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.833333% 0.000000% 0.833333% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.833333% 0.833333% 0.833333% 0.000000% 2.500000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 7.500000% 92.~~950~~500000% ~~8,654~~1.26666667% 0.000000% 11.666667% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% DELINQUENT BANKRUPTCY FORECLOSURE REO TOTAL Group 12 Arm ~~1000006102~~No ~~178,387.90~~of 01Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-~~Oct-2004~~29 8Days 85 0 0 5 1,315,806.~~325%~~19 80.00 0.00 1,~~111~~315,806.1519 ~~Group~~30 Days 21 1 ~~Arm~~0 ~~1000009911~~0 5022 3,~~347~~395,703.2647 ~~01-Nov-2004~~53,483.97 70.00 0.00 3,449,187.44 60 Days 9 0 0 0 9 2,119,933.~~225%~~76 0.00 0.00 0.00 2,~~555~~119,933.5476 ~~Group~~90 Days 1 0 2 ~~Arm~~0 ~~0001731197~~3 49388,~~698~~000.9900 ~~01-Jan-2005~~0.00 452,612.37 0.00 840,612.37 120 Days 4 0 2 0 6 419,348.21 0.00 482,765.23 0.00 902,113.44 150 Days 0 2 5 0 7 0.00 266,219.01 501,966.46 0.00 768,185.47 180+ Days 0 4 9 5 18 0.~~100%~~00 300,336.68 1,335,957.50 765,757.97 2,~~498~~402,052.15 Totals 35 12 18 5 70 ~~Group~~6,322,985.44 1,935,845.85 2,773,301.56 ~~Arm~~765,757.97 ~~0001775925 492~~11,~~719~~797,890.2782 010-~~Oct-2004~~29 8Days 80.~~800~~904159% ~~23,771~~0.94000000% 0.000000% 0.904159% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 3.797468% 0.180832% 0.000000% 0.000000% 3.978300% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 1.627486% 0.000000% 0.000000% 0.000000% 1.627486% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.180832% 0.000000% 0.361664% 0.000000% 0.542495% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.723327% 0.000000% 0.361664% 0.000000% 1.084991% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.361664% 0.904159% 0.000000% 1.265823% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.723327% 1.627486% 0.904159% 3.254973% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 6.329114% 2.169982% 3.254973% 0.904159% 12.658228% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%

~~Summary~~180+ 12Delinquency ~~Month~~Summary ~~Foreclosure~~Summary History*Group ~~New~~1 ~~Foreclosure~~Fixed ~~Loans~~Days ~~Month~~Number ~~Foreclosure~~of Aggregate Percentage ~~Loans~~of inNumber ~~Foreclosure~~of 43Aggregate ~~Sep-04~~Percentage ~~0.000%~~of ~~Original~~Delinquent ~~Principal~~Loans ~~Balance~~Outstanding ~~5,363,434.00 Oct-04 0.000% Current Principal~~ Balance ~~5,348,517.61 Nov-04 0.000~~(%) ~~Dec-04 0.000% Current Foreclosure Total Jan-05 0.000%~~ Loans inOustanding ~~Foreclosure 79 Feb-05 0.000~~Balance(%) ~~Original~~Balance($) ~~Principal~~ Balance($) ~~11,476,704.00~~180 ~~Mar~~-05 ~~0.014%~~209 ~~Current~~27 ~~Principal Balance 11~~2,~~449~~893,~~928~~749.1934 ~~Apr-05~~ 0.~~588%~~492 May-05 0.905% Jun-05 1.193% Jul-05 1.184% Aug-05 1.512% *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 Fixed 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 4 ~~Sep-04 0.000% Original Principal Balance 390~~139,~~950~~998.0074 ~~Oct-04~~ 0.~~000%~~146 ~~Current~~210 ~~Principal Balance 388,467.80 Nov~~-04 ~~0.000%~~239 ~~Dec-04~~19 ~~0.000% Current Foreclosure Total Jan-05 0.000% Loans in Foreclosure 5 Feb-05 0.000% Original Principal Balance 458~~2,~~950~~711,039.0077 ~~Mar-05~~ 0.~~000%~~461 ~~Current~~1 ~~Principal Balance 456~~145,~~213~~376.9034 ~~Apr-05~~ 0.~~142%~~151 ~~May-05~~240 ~~0.186% Jun~~-05 ~~0.155%~~269 ~~Jul-05~~18 0.162% Aug-05 0.401% *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 ~~Arm 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 31 Sep-04 0.000% Original Principal Balance 4~~,~~243~~833,~~484~~769.0023 ~~Oct-04~~ 0.~~000%~~312 ~~Current~~6 ~~Principal Balance 4~~388,~~233,275~~769.6241 ~~Nov-04~~ 0.~~000%~~404 ~~Dec-04~~270 ~~0.000% Current Foreclosure Total Jan~~-05 ~~0.000%~~299 ~~Loans~~12 ~~in Foreclosure 58 Feb-05 0.000% Original Principal Balance 8~~1,~~659~~518,~~604~~420.0046 ~~Mar-05~~ 0.~~024%~~258 ~~Current~~1 ~~Principal Balance 8~~51,~~640,795~~429.1412 ~~Apr-05~~ 0.~~623%~~053 ~~May-05~~300 ~~1.133% Jun~~-05 ~~1.601%~~329 ~~Jul-05~~14 1.558% Aug-05 1.944% *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 ~~Fixed 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 Sep-04 0~~,067,481.~~000%~~06 ~~Original Principal Balance~~ 0.00351 ~~Oct-04~~ 0~~.000%~~ ~~Current Principal Balance~~ 0.00 ~~Nov-04~~ 0.000% ~~Dec-04~~330 ~~0.000% Current Foreclosure Total Jan~~-05 ~~0.000%~~359 ~~Loans~~13 ~~in Foreclosure 0 Feb-05 0~~1,657,963.~~000%~~24 ~~Original Principal Balance~~ 0.00282 ~~Mar-05~~2 0181,270.~~000%~~16 ~~Current Principal Balance~~ 0.00188 ~~Apr-05~~360 ~~0.210% May~~-05 ~~0.638%~~389 ~~Jun-05~~13 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 ~~Arm 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 8 Sep-04 0.000% Original Principal Balance 729~~,~~000~~270,102.0011 ~~Oct-04~~ 0.~~000%~~386 ~~Current~~1 ~~Principal Balance 726~~42,~~774~~941.1989 ~~Nov-04~~ 0.~~000%~~045 ~~Dec-04 0.000% Current Foreclosure~~ Total ~~Jan-05~~116 ~~0.000% Loans in Foreclosure 16 Feb-05 0.000% Original Principal Balance 2~~14,~~358~~952,~~150~~525.0021 ~~Mar-05 0~~2.~~000%~~542 ~~Current~~15 ~~Principal Balance 2~~949,~~352,919~~785.1566 ~~Apr-05~~ 0.798% May-05 0.799% Jun-05 0.957% Jul-05 1.030% Aug-05 1.321% *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.987

~~Foreclosure~~180+ ~~Loan~~Delinquency ~~Detail~~Summary -(continued) ~~All Mortgage Loans in Foreclosure during Current Period Month Loan First Original Loan Entered Payment LTV at Principal~~ Group ~~Number FC Date State Origination Balance Group~~ 1 ~~Fixed~~Arm ~~0001646038 Aug-2005 01-Sep-2004 GA 90.00 153,000.00~~ Group 12 Fixed ~~0001674055~~Days ~~Aug-2005~~Number ~~01-Oct-2004~~of ALAggregate ~~90.00~~Percentage ~~108,000.00~~of ~~Group~~Number 1of ~~Fixed~~Aggregate ~~0001704089~~Percentage ~~Aug-2005~~of ~~01-Oct-2004~~Delinquent TXLoans ~~85.00~~Outstanding ~~73,950.00~~Balance(%) ~~Group~~Loans 1Oustanding ~~Fixed~~Balance(%) ~~0001782251~~Balance($) ~~Aug-2005~~Balance($) ~~01-Oct-2004~~180 ~~TX 70.00 56,000.00 Group 1 Fixed 0001784077 Jun~~-~~2005~~ ~~01-Oct-2004~~209 CA19 ~~100.00 68~~2,~~000.00 Group 1 Arm 0001527092 Aug-2005 01-Sep-2004 TX 70.00 95~~354,~~200~~989.0032 ~~Group 1 Arm 0001647610 Aug-2005 01-Aug-2004 CA 75~~0.00700 ~~150,000.00 Group~~ 1 ~~Arm 0001659769 May-2005 01-Aug-2004 NJ 100.00 165~~62,~~000~~626.0009 ~~Group 1 Arm 0001664831 Jun-2005 01-Sep-2004 TX 80~~0.00322 ~~74,400.00~~210 ~~Group 1 Arm 0001668593 Jun~~-~~2005~~ ~~01-Oct-2004~~239 CT14 ~~85.00 318~~2,~~750.00 Group 1 Arm 0001679983 Aug-2005 01-Oct-2004 CT 70.00 117~~061,~~950~~794.0098 ~~Group 1 Arm 0001683567 Jun-2005 01-Oct-2004 OH 85~~0.00613 ~~63,750.00 Group~~ 1 ~~Arm 0001685057 Aug-2005 01-Oct-2004 CA 80.00 308~~24,~~000~~220.0047 ~~Group 1 Arm 0001705293 Aug-2005 01-Oct-2004 OR 80~~0.00 118,400.00 Group 1 Arm 0001707799 May-2005 01-Sep-2004 WV 85.00 63,750.00 Group 1 Arm 0001708872 Aug-2005 01-Sep-2004 OR 85.00 120,700.00 Group 1 Arm 0001711027 Aug-2005 01-Oct-2004 MI 85.00 50,150.00 Group 1 Arm 0001712795 Aug-2005 01-Oct-2004 TX 72.94 124~~,000.00~~ ~~Group~~240 ~~1 Arm 0001713146 Apr~~-~~2005~~ ~~01-Aug-2004~~269 CA9 ~~81.01 160,000.00 Group~~ 1 ~~Arm 0001721281 Jun-2005 01-Oct-2004 MN 90.00 178~~,~~200.00 Group 1 Arm 0001723672 Aug-2005 01-Sep-2004 TX 75.00 64~~245,~~950~~523.0064 ~~Group 1 Arm 0001730223 Aug-2005 01-Sep-2004 CA 95~~0.00370 ~~251,750.00~~0 ~~Group 1 Arm 0001733643 Apr-2005 01-Sep-2004 IN 84~~0.~~97 109,950.~~00 ~~Group 1 Arm 0001734267 Aug-2005 01-Oct-2004 PA 65~~0.~~00 120,250.00 Group 1 Arm 0001740242 Jun-2005 01-Oct-2004 CA 70.00 293,300.00 Group 1 Arm 0001741357 Aug-2005 01-Oct-2004 TX 80.00 96,~~000~~.00~~ ~~Group~~270 ~~1 Arm 0001741449 Jun~~-~~2005~~ ~~01-Oct-2004~~299 MA8 ~~66.98 211,000.00 Group~~ 1 ~~Arm 0001742614 May-2005 01-Oct-2004 FL 80.00 104~~,~~000.00 Group 1 Arm 0001744640 Jun-2005 01-Oct-2004 TX 75.00 116~~252,~~250~~554.0077 ~~Group 1 Arm 0001745558 Aug-2005 01-Oct-2004 WA 85~~0.00372 ~~153,000.00~~0 ~~Group 1 Arm 0001747887 Aug-2005 01-Oct-2004 PA 65~~0.00 ~~139,750~~0.00 Group 1 Arm 0001748567 Aug-2005 01-Oct-2004 NJ 65.00 190,385.00 Group 1 Arm 0001748813 Jun-2005 01-Oct-2004 NJ 85.00 314,500.00 Group 1 Arm 0001750571 Aug-2005 01-Oct-2004 TX 74.63 89,999.00 Group 1 Arm 0001754642 Jun-2005 01-Oct-2004 CA 80.00 168,000~~.00~~ ~~Group~~300 ~~1 Arm 0001755240 Aug~~-~~2005~~ ~~01-Oct-2004~~329 CA12 ~~75.00 243,750.00 Group~~ 1 ~~Arm 0001757805 Aug-2005 01-Oct-2004 NM 80.00 120~~,~~000.00 Group 1 Arm 0001758347 Aug-2005 01-Oct-2004 VA 85.00 80~~896,~~750~~304.0042 ~~Group 1 Arm 0001758410 Aug-2005 01-Oct-2004 NY 80~~0.00564 ~~75,200.00 Group~~ 1 ~~Arm 0001762178 Aug-2005 01-Oct-2004 TX 80.00 337~~83,~~600~~395.0005 ~~Group 1 Arm 0001763813 May-2005 01-Oct-2004 IN 78~~0.26428 ~~72,000.00~~330 ~~Group 1 Arm 0001768411 Aug~~-~~2005~~ ~~01-Oct-2004~~359 ID11 ~~80.00 96,000.00 Group~~ 1 ~~Arm 0001769747 May-2005 01-Oct-2004 MN 85.00 171~~,~~445.00 Group 1 Arm 0001772752 Apr-2005 01-Oct-2004 PA 80.00 68~~476,~~000~~693.0008 ~~Group 1 Arm 0001772788 Apr-2005 01-Oct-2004 TX 60~~0.00439 ~~240,000.00~~0 ~~Group 1 Arm 0001773314 Aug-2005 01-Oct-2004 MA 80~~0.00 ~~120,000~~0.~~00 Group 1 Arm 0001774704 May-2005 01-Oct-2004 WA 75.00 177,~~000~~.00~~ ~~Group~~360 ~~1 Arm 0001778233 May~~-~~2005~~ ~~01-Oct-2004~~389 NC7 ~~85.00 146,200.00 Group~~ 1 ~~Arm 0001779335 Aug-2005 01-Oct-2004 TX 80.00 117~~,~~600.00 Group 1 Arm 0001780169 May-2005 01-Oct-2004 OH 75.00 92~~142,~~625~~585.0058 ~~Group 1 Arm 0001780374 Jun-2005 01-Oct-2004 NJ 38~~0.57340 ~~135,000.00~~0 ~~Group 1 Arm 0001782575 Jun-2005 01-Oct-2004 NJ 75~~0.00 ~~206,250~~0.~~00 Group 1 Arm 0001783435 Aug-2005 01-Oct-2004 FL 79.49 124,~~000~~.00~~ ~~Group~~Total ~~1 Arm 0001792690 Aug-2005 01-Oct-2004 IN 76.06 64,650.00 Group 1 Arm 0001792944 Aug-2005 01-Oct-2004 MS~~ 80~~.00~~ 5611,~~000.00 Group 1 Arm 0001793273 Aug-2005 01-Oct-2004 NY 85.00 310~~430,~~250~~445.~~00 Group 1 Arm 0001798429 Jun-2005 01-Oct-2004 PA 89.94~~ 79~~,150.00~~ ~~Group 1 Arm 0001798800 Apr-2005 01-Oct-2004 NY 90~~3.00398 ~~238,500.00~~3 ~~Group 1 Arm 0001802447 Jun-2005 01-Oct-2004 CO 85.00 195~~170,~~500~~241.0061 ~~Group 1 Arm 0001807393 Aug-2005 01-Oct-2004 CO 80~~0.00 143,200.00 Group 1 Arm 0001815496 Aug-2005 01-Oct-2004 SC 80.00 64,000.00 Group 1 Arm 0001815608 Aug-2005 01-Oct-2004 IL 80.00 100,000.00 Group 1 Arm 0001823166 May-2005 01-Oct-2004 WA 80.00 253,600.00 Group 2 Arm 0001689980 Apr-2005 01-Oct-2004 CA 80.00 392,000.00 Group 2 Arm 0001724401 Apr-2005 01-Oct-2004 IN 46.00 50,600.00 Group 2 Arm 0001737411 Apr-2005 01-Oct-2004 IL 100.00 372,000.00 Group 2 Arm 0001748250 Jun-2005 01-Oct-2004 MO 74.67 56,000.00 Group 2 Arm 0001754346 Aug-2005 01-Oct-2004 MI 85.00 63,750.00 Group 2 Arm 0001763348 Apr-2005 01-Oct-2004 OH 85.00 63,750.00 Group 2 Arm 0001770521 Apr-2005 01-Oct-2004 OH 80.00 72,000.00 Group 2 Arm 0001772334 Aug-2005 01-Oct-2004 FL 75.00 102,750.00 Group 2 Arm 0001775499 Aug-2005 01-Oct-2004 FL 80.00 64,000.00 Group 2 Arm 0001778705 Aug-2005 01-Oct-2004 IN 75.00 95,100.00 Group 2 Arm 0001782233 Aug-2005 01-Oct-2004 OK 70.00 50,400.00 Group 2 Arm 0001784418 Aug-2005 01-Oct-2004 MI 85.00 89,250.00 Group 2 Arm 0001801758 Jun-2005 01-Oct-2004 TX 80.00 480,000.00 Group 2 Arm 0001803485 Aug-2005 01-Oct-2004 NV 80.00 213,600.00 Group 2 Arm 0001806270 Jun-2005 01-Oct-2004 TX 80.00 142,800.00 Group 2 Arm 0001829476 Aug-2005 01-Oct-2004 PA 85.00 50,150.00874

~~Foreclosure~~180+ ~~Loan~~Delinquency ~~Detail~~Summary ~~- All Mortgage Loans in Foreclosure during Current Period~~ (continued) ~~Current Paid Current Approximate Loan Principal To Months Loan Delinquent~~ Group Number Balance Date Delinquent Rate Interest Group 1 Fixed 0001646038 152,470.32 01-Feb-2005 4 8.900% 6,393.93 Group 1 Fixed 0001674055 107,525.43 01-Feb-2005 4 9.850% 5,016.48 Group 1 Fixed 0001704089 73,321.00 01-Feb-2005 4 7.375% 2~~,515.21~~ ~~Group 1 Fixed 0001782251 55,151.05 01-Feb-2005 4 7.600% 1,942.37 Group 1 Fixed 0001784077 67,746.10 01-Dec-2004 6 10.500% 3,931.39 Group 1~~ Arm ~~0001527092~~Days ~~94,965.46~~Number ~~01-Feb-2005~~of 4Aggregate ~~10.450%~~Percentage ~~4,719.47~~of ~~Group~~Delinquent 1Loans ~~Arm~~Outstanding ~~0001647610 149,373.54 01-Dec-2004 6 6.990~~Balance(%) ~~5,635.41~~Balance($) ~~Group~~180 ~~1 Arm 0001659769 164,424.73 01~~-~~Dec-2004~~ 6209 ~~8.450% 7,605.43 Group 1 Arm 0001664831 74,106.00 01-Mar-2005~~ 3 ~~8.950% 2~~336,~~606~~135.0819 ~~Group 1 Arm 0001668593 317,884~~0.13247 ~~01-Jan-2005~~210 ~~5 7.990% 13,859.72 Group 1 Arm 0001679983 117,620.03 01~~-~~Mar-2005~~ 3239 ~~9.850% 4,577.83 Group 1 Arm 0001683567 63,645.81 01-Dec-2004 6 9.050%~~ 3~~,167.21~~ ~~Group 1 Arm 0001685057 308~~479,~~000~~647.0098 ~~01-Feb-2005 4 7~~0.~~575%~~352 ~~10,895.52~~240 ~~Group 1 Arm 0001705293 118,400.00 01~~-~~Mar-2005~~ 3269 6.150% 2,787.35 Group 1 Arm 0001707799 63,504.34 01-Feb-2005 4 8.300% 2,472.55 Group 1 Arm 0001708872 120,193.35 01-Feb-2005 4 7.875% 4,424.10 Group 1 Arm 0001711027 50,016.58 01-Feb-2005 4 9.200% 2,172.72 Group 1 Arm 0001712795 123,163.79 01-Feb-2005 4 8.400% 4,856.76 Group 1 Arm 0001713146 159,515.15 01-Oct-2004 8 5.950% 5,039.68 Group 1 Arm 0001721281 177,763.55 01-Dec-2004 6 7.050% 6,769.30 Group 1 Arm 0001723672 64,798.32 01-Feb-2005 4 10.700% 3~~,301.34~~ ~~Group 1 Arm 0001730223 250~~199,~~644~~476.7018 ~~01-Feb-2005 4 7~~0.~~650%~~146 ~~8,943.55~~270 ~~Group 1 Arm 0001733643 109,845.88 01~~-~~Oct-2004~~ 8299 ~~9.700% 5,877.71 Group 1 Arm 0001734267 119,895.36 01-Feb-2005 4 8.700% 4,908.21 Group 1 Arm 0001740242 292,943.43 01-Dec-2004 6 10.450% 16,974.34 Group 1 Arm 0001741357 95,705.05 01-Feb-2005 4 8.500%~~ 3~~,822.11~~ ~~Group 1 Arm 0001741449 210~~214,~~561~~436.9457 ~~01-Jan-2005 5 9~~0.~~300%~~157 10,771.07 Group 1 Arm 0001742614 103,842.01 01-Dec-2004 6 9.400% 5,379.85 Group 1 Arm 0001744640 115,918.61 01-Jan-2005 5 7.750% 4,891.60 Group 1 Arm 0001745558 152,474.52 01-Feb-2005 4 7.950% 5,669.60 Group 1 Arm 0001747887 139,429.64 01-Feb-2005 4 11.050% 7,347.93 Group 1 Arm 0001748567 190,018.13 01-Feb-2005 4 10.725% 9,704.94 Group 1 Arm 0001748813 314,313.36 01-Oct-2004 8 8.600% 14,796.91 Group 1 Arm 0001750571 89,650.43 01-Mar-2005 3 8.275% 2,900.42 Group 1 Arm 0001754642 167,485.37 01-Jan-2005 5 7.650% 6,969.83 Group 1 Arm 0001755240 242,797.14 01-Feb-2005 4 7.300% ~~8,238.48 Group 1 Arm 0001757805 119,562.36 01~~-~~Feb-2005~~ 4329 ~~7.650% 4,266.30 Group~~ 1 ~~Arm 0001758347 80~~87,~~439~~781.1459 ~~01-Apr-2005 2 9~~0.~~100%~~064 ~~2,303.94~~330 ~~Group 1 Arm 0001758410 74,944.91 01~~-~~Mar-2005~~ 3359 ~~8.925%~~0 ~~2,627~~0.~~79 Group 1 Arm 0001762178 337,600.~~00 ~~01-Feb-2005 4 7~~0.950% 12,575.58 Group 1 Arm 0001763813 71,884.77 01-Dec-2004 6 9.150% 3,619.17 Group 1 Arm 0001768411 95,725.48 01-Feb-2005 4 8.850% 3,990.62 Group 1 Arm 0001769747 171,335.67 01-Oct-2004 8 8.250% 7,715.35 Group 1 Arm 0001772752 67,915.61 01-Nov-2004 7 8.400% 3,119.80 Group 1 Arm 0001772788 239,717.04 01-Nov-2004 7 8.650% 11,361.96 Group 1 Arm 0001773314 119,528.14 01-Mar-2005 3 8.200% 3,829.21 Group 1 Arm 0001774704 176,671.02 01-Dec-2004 6 8.425% 8,146.50 Group 1 Arm 0001778233 145,929.37 01-Dec-2004 6 8.450% 6,750.26 Group 1 Arm 0001779335 117,423.54 01-Feb-2005 4 11.875% 6,673.21 Group 1 Arm 0001780169 92,444.76 01-Dec-2004 6 8.200% 4,141.22 Group 1 Arm 0001780374 134,757.92 01-Dec-2004 6 8.600% 6,351.60 Group 1 Arm 0001782575 205,896.89 01-Dec-2004 6 8.825% 9,969.35 Group 1 Arm 0001783435 123,569.84 01-Feb-2005 4 7.900% 4,563.90 Group 1 Arm 0001792690 64,518.30 01-Jan-2005 5 9.425% 3,353.73 Group 1 Arm 0001792944 55,872.70 01-Mar-2005 3 10.825% 2,401.80 Group 1 Arm 0001793273 310,250.00 01-Jan-2005 5 8.000% ~~13,573.42~~360 ~~Group 1 Arm 0001798429 78,951.05 01~~-~~Dec-2004~~ 6389 ~~7.700% 3,306.13 Group 1 Arm 0001798800 238,313.94 01-Oct-2004 8 7.250% 9,338.63 Group 1 Arm 0001802447 195,045.13 01-Jan-2005~~ 5 ~~8.750% 9,369.63 Group~~ 1 ~~Arm 0001807393 143~~,~~200.00 01-Dec-2004 6 7.200% 5~~084,~~596~~574.7164 ~~Group 1 Arm 0001815496 63,867~~0.08796 ~~01-Dec-2004~~Total 618 ~~8.750% 3,066.20 Group 1 Arm 0001815608 99,628.09 01-Mar-2005 3 8.475% 3,306.30 Group 1 Arm 0001823166 252,902.04 01-Jan-2005 5 7.925% 10,930.51 Group~~ 2 ~~Arm 0001689980 392~~,~~000.00 01-Oct-2004 8 6.750% 14~~402,~~291~~052.6915 Group 2 Arm 0001724401 50,546.76 01-Nov-2004 7 9.200% 2,558.29 Group 2 Arm 0001737411 371,817.02 01-Oct-2004 8 9.500% 19,461.00 Group 2 Arm 0001748250 55,891.95 01-Jan-2005 5 9.650% 2,978.75 Group 2 Arm 0001754346 63,596.24 01-Mar-2005 3 10.550% 2,660.85 Group 2 Arm 0001763348 63,713.70 01-Oct-2004 8 8.800% 3,073.95 Group 2 Arm 0001770521 71,961.88 01-Oct-2004 8 9.150% 3,619.17 Group 2 Arm 0001772334 102,393.53 01-Feb-2005 4 7.900% 3,781.80 Group 2 Arm 0001775499 63,803.23 01-Feb-2005 4 8.675% 2,603.95 Group 2 Arm 0001778705 94,887.52 01-Jan-2005 5 8.950% 4,669.06 Group 2 Arm 0001782233 49,708.60 01-Mar-2005 3 8.325% 1~~,618~~.31762 ~~Group~~This 2report ~~Arm~~includes ~~0001784418~~all ~~88,928.08~~loans ~~01-Mar-2005~~greater 3than ~~8.625%~~180 ~~3,006.85~~days ~~Group~~delinquent 2regardless ~~Arm~~of ~~0001801758~~status ~~477~~(REO,~~713.26~~ ~~01-Jan-2005 5 7.700% 20~~Foreclosure,~~018.50~~ ~~Group 2 Arm 0001803485 213,533~~Bankruptcy).~~97 01-Jan-2005 5 7.375% 8,563.59 Group 2 Arm 0001806270 142,500.39 01-Jan-2005 5 9.250% 7,261.61 Group 2 Arm 0001829476 49,923.02 01-Feb-2005 4 6.550% 1,506.67~~

REO Detail - All Mortgage Loans in REO during Current Period

~~COLLATERAL~~Summary ~~STATEMENT~~12 ~~Collateral~~Month ~~Description~~REO ~~Mixed~~History* ~~Fixed~~New &REO ~~Arm~~Loans ~~Weighted~~Month ~~Average~~REO ~~Gross~~Percentage ~~Coupon~~Loans 7in REO 0 Jan-05 0.~~291342~~000% ~~Weighted~~Original ~~Average~~Principal ~~Net~~Balance ~~Coupon~~0.00 6Feb-05 0.~~791342~~000% ~~Weighted~~Current ~~Average~~Principal ~~Pass~~Balance 0.00 Mar-~~Through~~05 ~~Rate~~0.000% 6Apr-05 0.~~791342~~000% ~~Weighted~~Current ~~Average~~REO ~~Maturity(Stepdown~~Total ~~Calculation)~~May-05 ~~341~~0.030% ~~Beginning~~Loans ~~Scheduled~~in ~~Collateral~~REO ~~Loan~~28 ~~Count~~Jun-05 0.117% Original Principal Balance 4,~~958~~203,820.00 ~~Number~~Jul-05 Of0.124% Current Principal Balance 4,193,665.92 Aug-05 0.392% Sep-05 0.455% Oct-05 0.633% Nov-05 0.745% Dec-05 0.713% *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 Fixed 12 Month REO History* New REO Loans ~~Paid~~Month InREO ~~Full~~Percentage ~~218~~Loans ~~Ending~~in ~~Scheduled~~REO ~~Collateral~~0 ~~Loan~~Jan-05 ~~Count~~0.000% ~~4,740~~Original ~~Beginning~~Principal ~~Scheduled~~Balance ~~Collateral~~0.00 Feb-05 0.000% Current Principal Balance ~~794,789,366~~0.7900 ~~Ending~~Mar-05 ~~Scheduled~~0.000% ~~Collateral~~Apr-05 0.000% Current REO Total May-05 0.000% Loans in REO 2 Jun-05 0.000% Original Principal Balance ~~756~~116,~~783,022~~950.7200 ~~Ending~~Jul-05 ~~Actual~~0.000% ~~Collateral~~Current Principal Balance at116,150.42 29Aug-~~Jul~~05 0.000% Sep-~~2005~~05 ~~757,495,767~~0.26040% ~~Monthly~~Oct-05 ~~P&I~~0.041% ~~Constant~~Nov-05 ~~5,412,877~~0.71116% ~~Special~~Dec-05 ~~Servicing~~0.121% ~~Fee~~*The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 1 Arm 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Jan-05 0.000% Original Principal Balance 0.00 ~~Prepayment~~Feb-05 ~~Penalties~~0.000% Current Principal Balance 0.00 ~~Realized~~Mar-05 ~~Loss~~0.000% ~~Amount~~Apr-05 ~~7,028~~0.98000% ~~Cumulative~~Current ~~Realized~~REO ~~Loss~~Total ~~22,309~~May-05 0.78051% ~~Scheduled~~Loans in REO 21 Jun-05 0.099% Original Principal ~~583~~Balance 3,~~643~~320,120.4400 ~~Unscheduled~~Jul-05 0.105% Current Principal 37Balance 3,~~422~~311,~~700~~757.6353 ~~Required~~Aug-05 ~~Overcollateralization~~0.546% ~~Amount~~Sep-05 0.621% Oct-05 0.844% Nov-05 1.044% Dec-05 0.985% *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 Fixed 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Jan-05 0.000% Original Principal Balance 0.00 ~~Overcollateralized~~Feb-05 ~~Increase~~0.000% ~~Amount~~Current Principal Balance 0.00 ~~Overcollateralized~~Mar-05 ~~reduction~~0.000% ~~Amount~~Apr-05 0.000% Current REO Total May-05 0.000% Loans in REO 0 Jun-05 0.000% Original Principal Balance 0.00 ~~Specified~~Jul-05 ~~O/C~~0.000% ~~Amount~~Current ~~12,130,363~~Principal Balance 0.2100 ~~Overcollateralized~~Aug-05 ~~Amount~~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 2 Arm 12~~,130,363~~ Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Jan-05 0.00000% ~~Overcollateralized~~Original ~~Deficiency~~Principal ~~Amount~~Balance 0.2100 ~~Base~~Feb-05 ~~Overcollateralized~~0.000% ~~Amount~~Current Principal Balance 0.00 ~~Extra~~Mar-05 ~~principal~~0.000% ~~distribution~~Apr-05 ~~Amount~~0.000% 6Current REO Total May-05 0.000% Loans in REO 5 Jun-05 0.246% Original Principal Balance 766,~~972~~750.7700 ~~Excess~~Jul-05 ~~Cash~~0.264% ~~Amount~~Current 1Principal Balance 765,~~802,772~~757.3797 Aug-05 0.304% Sep-05 0.370% Oct-05 0.588% Nov-05 0.537% Dec-05 0.562% *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~~REO ~~Level~~Loan ~~Collateral~~Detail ~~Statement~~- ~~Group~~All ~~Group~~Mortgage 1Loans ~~Fixed~~in ~~Group~~REO 1during ~~Arm~~Current ~~Group~~Period 2Month ~~Fixed~~Loan ~~Collateral~~First ~~Description~~Original ~~Mixed~~Loan ~~Fixed~~Entered ~~Mixed~~Payment ~~ARM~~LTV ~~Mixed~~at ~~Fixed~~Principal ~~Weighted~~Group ~~Average~~Number ~~Coupon~~REO ~~Rate~~Date ~~7.607331~~State ~~7.380008~~Origination ~~7.544942~~Balance ~~Weighted~~Group ~~Average~~1 ~~Net~~Fixed ~~Rate~~0001704089 ~~7.107331~~Nov-2005 601-Oct-2004 TX 85.~~880008~~00 773,950.~~044943~~00 ~~Weighted~~Group ~~Average~~1 ~~Maturity~~Fixed ~~306~~0001774373 ~~348~~Sep-2005 ~~327~~01-Oct-2004 ~~Beginning~~TX ~~Loan~~100.00 ~~Count 1~~43,~~182~~000.00 ~~2,915~~Group ~~142~~1 ~~Loans~~Arm ~~Paid~~0001704391 InAug-2005 ~~Full~~01-Oct-2004 40MI ~~141~~80.00 6130,400.00 ~~Ending~~Group ~~Loan Count~~ 1~~,142~~ ~~2,774~~Arm ~~136~~0001721281 ~~Beginning~~Sep-2005 ~~Scheduled~~01-Oct-2004 ~~Balance~~MN ~~117,361,923~~90.2300 ~~468~~178,~~788,210~~200.3400 ~~22,303,664.73~~Group ~~Ending~~1 ~~Scheduled~~Arm ~~Balance~~0001725722 ~~113,469,625.82~~Aug-2005 ~~444,067,120~~01-Oct-2004 MI 60.9000 2182,~~165,817~~800.8200 ~~Record~~Group ~~Date~~1 ~~07/29/2005~~Arm ~~07/29/2005~~0001727178 ~~07/29/~~May-2005 ~~Principal~~01-Oct-2004 ~~And~~VA ~~Interest Constant 896,592~~85.1800 3263,~~218,315~~500.9000 ~~164,223.77~~Group ~~Scheduled~~1 ~~Principal~~Arm ~~152,583.05~~0001733416 ~~335,265~~Aug-2005 01-Oct-2004 TN 64.1836 2365,~~990~~000.5500 ~~Unscheduled~~Group ~~Principal~~1 ~~3,739,714~~Arm 0001736975 Aug-2005 01-Sep-2004 MI 75.3600 24202,~~385,824~~500.2600 Group 1~~,113,856.36~~ ~~Scheduled~~Arm ~~Interest~~0001749011 ~~744,009.13~~Jun-2005 ~~2,883,050~~01-Oct-2004 NH 82.7295 ~~140~~180,~~233~~000.2200 ~~Servicing~~Group ~~Fees~~1 ~~48,900.80~~Arm ~~195,328~~0001749246 Aug-2005 01-Oct-2004 TX 100.4200 9173,~~293~~000.1900 ~~Master~~Group ~~Servicing~~1 ~~Fees~~Arm ~~0.00~~0001754030 0Nov-2005 01-Oct-2004 GA 90.00 0115,200.00 ~~Trustee~~Group ~~Fee~~1 ~~0.00~~Arm 00001762178 Oct-2005 01-Oct-2004 TX 80.00 0337,600.00 ~~FRY~~Group ~~Amount~~1 0Arm 0001764217 Oct-2005 01-Oct-2004 MO 84.82 95,000.00 0Group 1 Arm 0001768115 Nov-2005 01-Oct-2004 MI 80.00 0294,400.00 ~~Special~~Group ~~Hazard~~1 ~~Fee~~Arm ~~0.00~~0001769747 0Sep-2005 01-Oct-2004 MN 85.00 0171,445.00 ~~Other~~Group ~~Fee~~1 0Arm 0001776790 Aug-2005 01-Oct-2004 CO 77.31 100,500.00 0Group 1 Arm 0001778873 Aug-2005 01-Oct-2004 MI 65.00 076,700.00 ~~Pool~~Group ~~Insurance~~1 ~~Fee~~Arm ~~0.00~~0001780169 0Nov-2005 01-Oct-2004 OH 75.00 092,625.00 ~~Spread~~Group 1 ~~0.00~~Arm 00001783940 Aug-2005 01-Oct-2004 TX 85.00 052,700.00 ~~Spread~~Group 21 ~~0.00~~Arm 00001802833 Aug-2005 01-Oct-2004 MA 85.00 0322,150.00 ~~Spread~~Group 31 ~~0.00~~Arm 00001814909 Aug-2005 01-Oct-2004 GA 90.00 0157,500.00 ~~Net~~Group ~~Interest~~1 ~~695,108.33~~Arm ~~2,687,722~~1000006102 Aug-2005 01-Oct-2004 CA 85.3000 ~~130~~178,~~940~~500.0300 ~~Realized~~Group ~~Loss~~1 ~~Amount~~Arm 01000009911 Jun-2005 01-Oct-2004 AL 80.00 750,~~028~~400.~~98 0.~~00 ~~Cumulative~~Group ~~Realized~~2 ~~Loss~~Arm ~~1,783~~0001731197 Aug-2005 01-Oct-2004 TN 80.6000 1850,~~749~~000.~~18 295.~~00 ~~Percentage~~Group of2 ~~Cumulative~~Arm ~~Losses~~0001745624 ~~0.0013~~Nov-2005 001-Oct-2004 MI 80.~~0031~~00 088,000.~~0011~~00 ~~Prepayment~~Group ~~Penalties~~2 ~~0.00~~Arm 00001754346 Oct-2005 01-Oct-2004 MI 85.00 063,750.00 ~~Special~~Group ~~Servicing~~2 ~~Fee~~Arm ~~0.00~~0001770521 0Sep-2005 01-Oct-2004 OH 80.00 072,000.00 ~~Pass~~Group 2 Arm 0001775925 Jun-~~Through~~2005 ~~Rate~~01-Oct-2004 ~~7.107331~~TX 685.~~880008~~00 7493,000.~~044942~~00

~~Group~~REO ~~Level~~Loan ~~Collateral~~Detail ~~Statement~~- ~~Group~~All ~~Group~~Mortgage 2Loans ~~Arm~~in ~~Total~~REO ~~Collateral~~during ~~Description~~Current ~~Mixed~~Period ~~ARM~~(continued) ~~Mixed~~Current ~~Fixed~~Paid &Current ~~Arm~~Approximate ~~Weighted~~Loan ~~Average~~Principal ~~Coupon~~To Months Loan Delinquent Group Number Balance Date Delinquent Rate 6Interest Group 1 Fixed 0001704089 73,208.~~838895~~53 01-Feb-2005 8 7.~~291342~~375% ~~Weighted~~4,184.29 ~~Average~~Group ~~Net~~1 ~~Rate~~Fixed 60001774373 42,941.~~338895~~89 601-Oct-2004 12 9.~~791342~~800% ~~Weighted~~3,619.45 ~~Average~~Group ~~Maturity~~1 ~~345~~Arm ~~341~~0001704391 ~~Beginning~~129,490.33 ~~Loan~~01-Nov-2004 ~~Count~~11 ~~719~~9.750% 410,~~958~~977.80 ~~Loans~~Group ~~Paid~~1 InArm ~~Full~~0001721281 31177,763.55 ~~218~~01-Dec-2004 ~~Ending~~10 ~~Loan~~7.050% ~~Count~~10,619.15 ~~688~~Group 41 Arm 0001725722 82,~~740~~356.05 ~~Beginning~~01-Jan-2005 ~~Scheduled~~9 ~~Balance~~8.000% ~~186~~5,~~335~~651.50 Group 1 Arm 0001727178 262,~~568~~268.4935 ~~794~~01-May-2005 5 8.800% 12,~~789,366~~674.7976 ~~Ending~~Group ~~scheduled~~1 ~~Balance~~Arm ~~178~~0001733416 64,~~080,458~~845.1885 ~~756~~01-Feb-2005 8 9.750% 4,~~783,022~~987.7234 ~~Record~~Group ~~Date~~1 ~~07/29/2005~~Arm ~~07/29/~~0001736975 201,668.52 01-Jan-2005 ~~Principal~~9 ~~And~~7.050% ~~Interest~~12,056.79 ~~Constant~~Group 1 Arm 0001749011 179,~~133~~731.99 01-Nov-2004 11 7.500% 11,~~745~~470.8658 5Group 1 Arm 0001749246 172,~~412,877~~836.7120 ~~Scheduled~~01-Nov-2004 ~~Principal~~11 719.700% 14,~~804~~525.6642 ~~583~~Group 1 Arm 0001754030 114,~~643~~826.44 ~~Unscheduled~~01-Apr-2005 ~~Principal~~6 89.900% 7,183~~,305~~.6550 37Group 1 Arm 0001762178 337,~~422,700~~600.6300 ~~Scheduled~~01-Feb-2005 ~~Interest~~8 7.950% 20,959.30 Group 1 Arm 0001764217 94,~~061,941~~558.2027 01-Apr-2005 6 8.150% 4,~~829~~810.74 Group 1 Arm 0001768115 293,~~234~~037.2794 ~~Servicing~~01-May-2005 ~~Fees~~5 778.850% 14,~~639~~247.8235 ~~331~~Group 1 Arm 0001769747 171,~~162~~335.2367 ~~Master~~01-Oct-2004 ~~Servicing~~12 ~~Fees~~8.250% 012,107.0060 0Group 1 Arm 0001776790 100,437.0085 ~~Trustee~~01-Oct-2004 ~~Fee~~12 08.00400% 07,236.0002 ~~FRY~~Group ~~Amount~~1 ~~0.00~~Arm 00001778873 76,040.0073 ~~Special~~01-Jan-2005 ~~Hazard~~9 ~~Fee~~9.850% 06,525.0028 0Group 1 Arm 0001780169 92,444.0076 ~~Other~~01-Dec-2004 ~~Fee~~10 08.00200% 06,498.0068 ~~Pool~~Group ~~Insurance~~1 ~~Fee~~Arm 00001783940 52,651.0012 001-Nov-2004 11 9.00800% ~~Spread~~4,473.30 Group 1 0Arm 0001802833 321,770.0018 001-Nov-2004 11 8.00650% ~~Spread~~23,935.80 2Group 01 Arm 0001814909 157,358.0057 001-Nov-2004 11 9.00950% ~~Spread~~13,586.41 3Group 01 Arm 1000006102 178,387.0090 001-Oct-2004 12 8.00325% ~~Net~~12,728.98 ~~Interest~~Group ~~984~~1 Arm 1000009911 50,~~301~~347.3826 01-Nov-2004 11 9.225% 4,~~498,072~~011.0436 ~~Realized~~Group ~~Loss~~2 ~~Amount~~Arm 00001731197 49,698.0099 701-Jan-2005 9 9.100% 3,~~028~~916.9843 ~~Cumulative~~Group ~~Realized~~2 ~~Loss~~Arm 10001745624 87,~~482~~781.0059 2201-Dec-2004 10 7.150% 5,~~309~~324.7840 ~~Percentage~~Group of2 ~~Cumulative~~Arm ~~Losses~~0001754346 063,596.~~0006~~24 ~~0.0022~~01-Mar-2005 ~~Prepayment~~7 ~~Penalties~~10.550% 04,785.0042 0Group 2 Arm 0001770521 71,961.0088 ~~Special~~01-Oct-2004 ~~Servicing~~12 ~~Fee~~9.150% 05,680.0080 0Group 2 Arm 0001775925 492,719.0027 ~~Pass~~01-~~Through~~Oct-2004 ~~Rate~~12 68.~~338895~~800% 637,310.~~791342~~28

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

~~Prepayment~~Summary ~~Detail~~12 -Month ~~Prepayments~~Foreclosure ~~during~~History* ~~Current~~New ~~Period~~Foreclosure ~~Summary~~Loans Month Foreclosure Percentage Loans ~~Paid~~in InForeclosure ~~Full~~1 ~~Repurchased~~Jan-05 ~~Loans~~0.000% Original ~~Current~~Principal ~~Original~~Balance 83,980.00 Feb-05 0.000% Current Principal ~~Principal~~Balance ~~Principal~~83,672.40 ~~Principal~~Mar-05 ~~Group~~0.014% ~~Count~~Apr-05 ~~Balance~~0.588% ~~Balance~~Current ~~Count~~Foreclosure ~~Balance~~Total ~~Balance~~May-05 ~~Group~~0.905% Loans in Foreclosure 151 Jun-05 1.193% ~~Fixed~~Original 40Principal 3Balance 19,~~775~~645,~~142~~684.00 3Jul-05 1.184% Current Principal Balance 19,~~733~~532,~~758~~582.7620 Aug-05 1.512% Sep-05 2.090% Oct-05 2.175% Nov-05 3.413% Dec-05 3.320% *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 Fixed 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 Jan-05 0.000% Original Principal Balance 0.00 Feb-05 0.000% Current Principal Balance 0.00 ~~Group~~Mar-05 10.000% ~~Arm~~Apr-05 ~~140~~0.142% Current Foreclosure Total May-05 0.186% Loans in Foreclosure 25 Jun-05 0.155% Original Principal Balance 1,~~158~~817,~~673~~605.00 24Jul-05 0.162% Current Principal Balance 1,~~295~~797,~~065~~133.5882 Aug-05 0.401% Sep-05 0.00635% Oct-05 0.00853% Nov-05 1.979% Dec-05 1.868% *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 21 ~~Fixed~~Arm 612 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 1 Jan-05 0.000% Original Principal Balance 83,~~121,~~980.00 Feb-05 0.000% Current Principal Balance 83,672.40 Mar-05 0.024% Apr-05 0.623% Current Foreclosure Total May-05 1.133% Loans in Foreclosure 106 Jun-05 1.601% Original Principal Balance 14,~~111~~928,~~630~~859.8300 Jul-05 1.558% Current Principal Balance 14,844,820.05 Aug-05 1.944% Sep-05 2.834% Oct-05 3.062% Nov-05 4.479% Dec-05 4.414% *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 Fixed 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 Jan-05 0.000% Original Principal Balance 0.00 Feb-05 0.000% Current Principal Balance 0.00 ~~Group~~Mar-05 0.000% Apr-05 0.210% Current Foreclosure Total May-05 0.638% Loans in Foreclosure 2 ~~Arm~~Jun-05 310.000% 8Original Principal Balance 118,~~608,733~~700.00 8Jul-05 0.000% Current Principal Balance 117,~~181,226~~326.0777 Aug-05 0.000% Sep-05 0.712% Oct-05 1.011% Nov-05 1.051% Dec-05 0.602% *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 Arm 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 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 0.798% Current Foreclosure Total ~~217~~May-05 380.799% Loans in Foreclosure 18 Jun-05 0.957% Original Principal Balance 2,~~664~~780,~~528~~520.00 37Jul-05 1.030% Current Principal Balance 2,~~321~~773,~~681~~301.2456 0Aug-05 01.00321% Sep-05 1.357% Oct-05 0.00995% Nov-05 2.064% Dec-05 2.035% *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~~Foreclosure Loan Detail - ~~Prepayments~~All Mortgage Loans in Foreclosure during Current Period ~~(continued)~~Month ~~Summary~~Loan ~~Substitution~~First ~~Loans~~Original ~~Liquidated~~Loan ~~Loans~~Entered ~~Curtailments~~Payment ~~Original~~LTV ~~Current~~at ~~Original~~Principal ~~Current~~Group ~~Principal~~Number ~~Principal~~FC ~~Principal~~Date ~~Principal~~State ~~Curtailment~~Origination Balance Group ~~Count~~1 ~~Balance~~Fixed ~~Balance~~0001604782 ~~Count~~Sep-2005 ~~Balance~~01-Aug-2004 ~~Balance~~KS ~~Amount~~85.00 146,200.00 Group 1 Fixed 00001605119 0Sep-2005 01-Oct-2004 TX 68.75 55,000.00 0Group 1 Fixed 0001644772 Nov-2005 01-Sep-2004 TX 95.00 0103,075.00 0Group 1 Fixed 0001646038 Oct-2005 01-Sep-2004 GA 90.00 0153,000.00 10Group 1 Fixed 0001664955 Nov-2005 01-Oct-2004 FL 75.00 96,~~079~~750.00 Group 1 Fixed 0001684307 Nov-2005 01-Oct-2004 CO 100.00 50,400.00 Group 1 Fixed 0001689612 Nov-2005 01-Sep-2004 FL 85.00 73,100.00 Group 1 Fixed 0001693880 Nov-2005 01-Sep-2004 CA 100.00 53,800.00 Group 1 Fixed 0001703066 Oct-2005 01-Oct-2004 TX 75.00 54,000.00 Group 1 Fixed 0001705906 Nov-2005 01-Sep-2004 MN 85.00 107,100.00 Group 1 Fixed 0001710663 Nov-2005 01-Oct-2004 TX 80.00 50,400.00 Group 1 Fixed 0001720164 Nov-2005 01-Oct-2004 CT 100.00 45,000.00 Group 1 Fixed 0001728075 Sep-2005 01-Sep-2004 IA 80.00 72,000.00 Group 1 Fixed 0001751796 Nov-2005 01-Oct-2004 TX 93.09 88,900.00 Group 1 Fixed 0001754242 Nov-2005 01-Oct-2004 TX 80.00 92,000.00 Group 1 Fixed 0001771369 Nov-2005 01-Oct-2004 NV 100.00 63,000.00 Group 1 Fixed 0001774462 Nov-2005 01-Oct-2004 NY 100.00 20,800.00 Group 1 Fixed 0001778780 Nov-2005 01-Oct-2004 LA 52.00 65,000.00 Group 1 Fixed 0001779098 Nov-2005 01-Oct-2004 NJ 78.57 110,000.00 Group 1 Fixed 0001782251 Aug-2005 01-Oct-2004 TX 70.00 56,000.00 Group 1 Fixed 0001782878 Nov-2005 01-Oct-2004 TX 90.00 94,500.00 Group 1 Fixed 0001784077 Jun-2005 01-Oct-2004 CA 100.00 68,000.00 Group 1 Fixed 0001791579 Nov-2005 01-Oct-2004 MN 100.00 42,000.00 Group 1 Fixed 0001795699 Nov-2005 01-Oct-2004 GA 100.00 26,380.00 Group 1 Fixed 0001810270 Nov-2005 01-Oct-2004 IL 100.00 31,200.00 Group 1 Arm 00001527092 0Aug-2005 01-Sep-2004 TX 70.00 095,200.00 Group 1 88Arm 0001541957 Nov-2005 01-Oct-2004 OR 85.00 91,800.00 Group 1 Arm 0001556211 Nov-2005 01-Aug-2004 IL 70.00 70,000.00 87Group 1 Arm 0001643072 Nov-2005 01-Oct-2004 MA 85.00 276,~~454~~250.00 Group 1 Arm 0001659769 May-2005 01-Aug-2004 NJ 100.00 165,000.00 Group 1 Arm 0001670471 Nov-2005 01-Oct-2004 CA 80.00 204,000.00 Group 1 Arm 0001680820 Nov-2005 01-Sep-2004 WA 90.00 256,500.00 Group 1 Arm 0001683567 Jun-2005 01-Oct-2004 OH 85.00 63,750.00 Group 1 Arm 0001687848 Oct-2005 01-Sep-2004 CA 90.00 169,200.00 Group 1 Arm 0001704398 Nov-2005 01-Sep-2004 OH 84.75 50,000.00 Group 1 Arm 0001705293 Aug-2005 01-Oct-2004 OR 80.00 118,400.00 Group 1 Arm 0001705311 Sep-2005 01-Oct-2004 PA 62.50 160,000.00 Group 1 Arm 0001705639 Nov-2005 01-Sep-2004 ND 80.00 144,000.00 Group 1 Arm 0001707095 Sep-2005 01-Sep-2004 IN 85.00 134,300.00 Group 1 Arm 0001707173 Nov-2005 01-Sep-2004 MO 85.00 76,500.00 Group 1 Arm 0001707799 May-2005 01-Sep-2004 WV 85.00 63,750.00 Group 1 Arm 0001710601 Nov-2005 01-Oct-2004 GA 90.00 90,000.00 Group 1 Arm 0001712795 Aug-2005 01-Oct-2004 TX 72.94 124,000.00 Group 1 Arm 0001713146 Apr-2005 01-Aug-2004 CA 81.01 160,000.00 Group 1 Arm 0001714580 Nov-2005 01-Sep-2004 FL 90.00 225,000.00 Group 1 Arm 0001725651 Nov-2005 01-Nov-2004 OH 85.00 58,140.00 Group 1 Arm 0001725918 Nov-2005 01-Oct-2004 FL 95.00 80,655.00 Group 1 Arm 0001726372 Nov-2005 01-Sep-2004 OH 85.00 71,825.00 Group 1 Arm 0001726880 Nov-2005 01-Oct-2004 IN 90.00 90,000.00 Group 1 Arm 0001731922 Nov-2005 01-Oct-2004 FL 75.00 321,000.00 Group 1 Arm 0001732161 Sep-2005 01-Oct-2004 MA 73.96 266,250.00 Group 1 Arm 0001732845 Sep-2005 01-Oct-2004 CA 80.00 108,000.00 Group 1 Arm 0001733118 Sep-2005 01-Sep-2004 SC 85.00 76,500.00 Group 1 Arm 0001734267 Aug-2005 01-Oct-2004 PA 65.00 120,250.00 Group 1 Arm 0001736793 Nov-2005 01-Oct-2004 FL 70.00 126,000.00 Group 1 Arm 0001738131 Sep-2005 01-Sep-2004 MI 80.00 116,000.00 Group 1 Arm 0001738154 Sep-2005 01-Sep-2004 ID 75.00 65,625.00 Group 1 Arm 0001738998 Oct-2005 01-Oct-2004 MA 85.00 110,500.00 Group 1 Arm 0001739847 Sep-2005 01-Oct-2004 DE 80.00 232,000.00 Group 1 Arm 0001739936 Nov-2005 01-Oct-2004 TX 80.00 92,800.00 Group 1 Arm 0001740550 Sep-2005 01-Sep-2004 IA 80.00 125,600.00 Group 1 Arm 0001741354 Nov-2005 01-Oct-2004 WY 80.00 128,000.00 Group 1 Arm 0001741449 Jun-2005 01-Oct-2004 MA 66.98 211,000.00 Group 1 Arm 0001744640 Jun-2005 01-Oct-2004 TX 75.00 116,250.00 Group 1 Arm 0001747485 Sep-2005 01-Oct-2004 CA 85.00 355,300.00 Group 1 Arm 0001747887 Aug-2005 01-Oct-2004 PA 65.00 139,750.00 Group 1 Arm 0001748012 Nov-2005 01-Sep-2004 IL 85.00 172,975.00 Group 1 Arm 0001748813 Jun-2005 01-Oct-2004 NJ 85.00 314,500.00 Group 1 Arm 0001749336 Sep-2005 01-Oct-2004 SC 55.56 50,000.00 Group 1 Arm 0001750571 Aug-2005 01-Oct-2004 TX 74.63 89,999.00 Group 1 Arm 0001750870 Nov-2005 01-Sep-2004 TN 80.00 60,800.00 Group 1 Arm 0001751729 Oct-2005 01-Oct-2004 CA 67.74 315,000.00 Group 1 Arm 0001756116 Dec-2005 01-Oct-2004 MO 95.00 83,980.00 22Group 1 Arm 0001757696 Oct-2005 01-Oct-2004 CA 85.00 272,~~375~~000.00 Group 1 Arm 0001758410 Aug-2005 01-Oct-2004 NY 80.00 75,200.00 Group 1 Arm 0001760183 Nov-2005 01-Oct-2004 GA 75.00 86,250.00 Group 1 Arm 0001762225 Sep-2005 01-Oct-2004 WI 85.00 108,800.00 Group 1 Arm 0001763568 Nov-2005 01-Oct-2004 LA 80.00 109,600.00 Group 1 Arm 0001765814 Nov-2005 01-Oct-2004 NV 75.00 150,000.00 Group 1 Arm 0001768411 Aug-2005 01-Oct-2004 ID 80.00 96,000.00 Group 1 Arm 0001768767 Sep-2005 01-Sep-2004 NV 80.00 312,000.00 Group 1 Arm 0001769097 Oct-2005 01-Oct-2004 CT 85.00 157,250.00 Group 1 Arm 0001770578 Nov-2005 01-Oct-2004 MS 56.82 50,000.00 Group 1 Arm 0001772446 Nov-2005 01-Oct-2004 GA 80.00 112,000.00 Group 1 Arm 0001772752 Apr-2005 01-Oct-2004 PA 80.00 68,000.00 Group 1 Arm 0001772896 Nov-2005 01-Oct-2004 IN 90.00 53,100.00 Group 1 Arm 0001773314 Aug-2005 01-Oct-2004 MA 80.00 120,000.00 Group 1 Arm 0001773805 Nov-2005 01-Oct-2004 TX 78.05 64,000.00 Group 1 Arm 0001775577 Nov-2005 01-Oct-2004 MO 83.33 300,000.00 Group 1 Arm 0001775663 Oct-2005 01-Oct-2004 NY 85.00 301,750.00 Group 1 Arm 0001776788 Oct-2005 01-Oct-2004 PA 89.45 73,800.00 Group 21 ~~Fixed~~Arm 00001777338 0Nov-2005 01-Oct-2004 WI 80.00 097,600.00 0Group 01 Arm 0001779280 Oct-2005 01-Oct-2004 PA 75.00 070,500.00 3Group 1 Arm 0001779325 Nov-2005 01-Oct-2004 CA 57.43 160,~~124~~800.2300 Group 21 Arm 00001779335 0Aug-2005 01-Oct-2004 TX 80.00 0117,600.00 0Group 01 Arm 0001779891 Nov-2005 01-Oct-2004 TX 75.00 080,625.00 5Group 1 Arm 0001780374 Jun-2005 01-Oct-2004 NJ 38.57 135,~~796~~000.00 Group 1 Arm 0001780405 Nov-2005 01-Oct-2004 NY 64.29 180,000.00 Group 1 Arm 0001781263 Sep-2005 01-Oct-2004 MT 80.00 119,920.00 Group 1 Arm 0001781271 Nov-2005 01-Oct-2004 CA 54.15 287,000.00 Group 1 Arm 0001782754 Oct-2005 01-Oct-2004 IN 80.00 132,000.00 Group 1 Arm 0001783399 Sep-2005 01-Oct-2004 PA 75.00 50,250.00 Group 1 Arm 0001783613 Nov-2005 01-Oct-2004 LA 80.00 72,000.00 ~~Total~~Group 01 0Arm 0001783943 Nov-2005 01-Oct-2004 WA 85.00 0170,000.00 Group 1 Arm 0001784146 Nov-2005 01-Oct-2004 TX 80.00 240,800.00 Group 1 Arm 0001784743 Nov-2005 01-Oct-2004 TX 80.00 151,920.00 Group 1 Arm 0001788804 Oct-2005 01-Oct-2004 TX 80.00 92,000.00 Group 1 Arm 0001791174 Nov-2005 01-Oct-2004 CA 80.00 280,000.00 Group 1 Arm 0001791556 Oct-2005 01-Oct-2004 MN 80.00 168,000.00 Group 1 Arm 0001792690 Aug-2005 01-Oct-2004 IN 76.06 64,650.00 Group 1 Arm 0001793273 Aug-2005 01-Oct-2004 NY 85.00 310,250.00 Group 1 Arm 0001793603 Nov-2005 01-Oct-2004 LA 80.00 96,000.00 Group 1 Arm 0001795321 Oct-2005 01-Oct-2004 OK 95.00 180,500.00 Group 1 Arm 0001795695 Oct-2005 01-Oct-2004 GA 80.00 105,520.00 Group 1 Arm 0001797200 Sep-2005 01-Oct-2004 IN 80.00 128,000.00 Group 1 Arm 0001798429 Jun-2005 01-Oct-2004 PA 89.94 79,150.00 Group 1 Arm 0001800252 Sep-2005 01-Oct-2004 TX 80.00 88,000.00 87Group 1 Arm 0001801165 Sep-2005 01-Oct-2004 TX 71.60 89,~~454~~500.8300 41Group 1 Arm 0001801410 Nov-2005 01-Oct-2004 LA 80.00 221,~~375~~600.6600 Group 1 Arm 0001802746 Nov-2005 01-Oct-2004 TX 80.00 73,600.00 Group 1 Arm 0001803510 Nov-2005 01-Oct-2004 GA 70.00 114,800.00 Group 1 Arm 0001804731 Oct-2005 01-Oct-2004 TX 80.00 81,600.00 Group 1 Arm 0001805428 Nov-2005 01-Oct-2004 MN 80.00 200,000.00 Group 1 Arm 0001807393 Aug-2005 01-Oct-2004 CO 80.00 143,200.00 Group 1 Arm 0001807612 Sep-2005 01-Oct-2004 TX 80.00 93,600.00 Group 1 Arm 0001807740 Nov-2005 01-Oct-2004 TX 80.00 117,200.00 Group 1 Arm 0001810383 Sep-2005 01-Oct-2004 NY 65.00 269,750.00 Group 1 Arm 0001814607 Nov-2005 01-Oct-2004 CA 80.00 218,400.00 Group 1 Arm 0001815496 Aug-2005 01-Oct-2004 SC 80.00 64,000.00 Group 1 Arm 0001816736 Nov-2005 01-Oct-2004 MO 60.00 84,000.00 Group 1 Arm 0001822894 Nov-2005 01-Oct-2004 GA 95.00 153,425.00 Group 2 Fixed 0001610538 Oct-2005 01-Sep-2004 MI 67.07 55,000.00 Group 2 Fixed 0001719046 Sep-2005 01-Oct-2004 TX 65.00 63,700.00 Group 2 Arm 0001680353 Sep-2005 01-Oct-2004 CA 80.00 327,200.00 Group 2 Arm 0001683073 Oct-2005 01-Oct-2004 NE 90.00 72,000.00 Group 2 Arm 0001684241 Nov-2005 01-Oct-2004 CO 80.00 201,600.00 Group 2 Arm 0001737411 Apr-2005 01-Oct-2004 IL 100.00 372,000.00 Group 2 Arm 0001741788 Nov-2005 01-Oct-2004 FL 80.00 201,600.00 Group 2 Arm 0001748295 Nov-2005 01-Oct-2004 NJ 68.64 383,000.00 Group 2 Arm 0001753178 Nov-2005 01-Oct-2004 PA 65.00 81,250.00 Group 2 Arm 0001763348 Apr-2005 01-Oct-2004 OH 85.00 63,750.00 Group 2 Arm 0001765500 Sep-2005 01-Oct-2004 LA 90.00 84,420.00 Group 2 Arm 0001771867 Oct-2005 01-Oct-2004 PA 78.27 65,750.00 Group 2 Arm 0001772334 Aug-2005 01-Oct-2004 FL 75.00 102,750.00 Group 2 Arm 0001775499 Aug-2005 01-Oct-2004 FL 80.00 64,000.00 Group 2 Arm 0001778705 Aug-2005 01-Oct-2004 IN 75.00 95,100.00 Group 2 Arm 0001783021 Sep-2005 01-Oct-2004 OH 80.00 80,000.00 Group 2 Arm 0001795797 Oct-2005 01-Oct-2004 PA 90.00 84,150.00 Group 2 Arm 0001799261 Nov-2005 01-Oct-2004 CA 80.00 372,000.00 Group 2 Arm 0001810874 Nov-2005 01-Oct-2004 MA 70.00 79,800.00 Group 2 Arm 0001829476 Aug-2005 01-Oct-2004 PA 85.00 50,150.00

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount Group 1 Fixed 0001476215 FL 100.00 01-Aug-2004 22,580.00 22,221.57 Group 1 Fixed 0001581446 NY 90.00 01-Sep-2004 117,000.00 115,867.56 Group 1 Fixed 0001610066 CA 80.00 01-Aug-2004 96,000.00 95,097.64 Group 1 Fixed 0001631676 VA 94.75 01-Sep-2004 75,800.00 75,191.48 Group 1 Fixed 0001631935 ID 63.64 01-Aug-2004 70,000.00 69,416.54 Group 1 Fixed 0001639590 CA 64.10 01-Sep-2004 125,000.00 123,754.51 Group 1 Fixed 0001646687 MI 85.00 01-Aug-2004 91,800.00 91,084.28 Group 1 Fixed 0001653736 MD 80.51 01-Oct-2004 157,000.00 153,485.05 Group 1 Fixed 0001665014 FL 80.00 01-Sep-2004 152,000.00 150,268.54 Group 1 Fixed 0001665026 FL 100.00 01-Sep-2004 38,000.00 37,446.99 Group 1 Fixed 0001691708 NV 80.00 01-Sep-2004 120,000.00 117,793.65 Group 1 Fixed 0001693386 CA 80.00 01-Sep-2004 80,000.00 79,117.27 Group 1 Fixed 0001696858 OR 96.19 01-Oct-2004 25,200.00 24,879.32 Group 1 Fixed 0001701957 NJ 60.22 01-Sep-2004 280,000.00 277,072.46 Group 1 Fixed 0001708282 TX 68.79 01-Oct-2004 54,000.00 50,745.40 Group 1 Fixed 0001732286 ID 94.44 01-Oct-2004 85,000.00 84,287.08 Group 1 Fixed 0001733826 WA 88.08 01-Oct-2004 170,000.00 168,262.91 Group 1 Fixed 0001762294 FL 100.00 01-Oct-2004 27,600.00 27,260.06 Group 1 Fixed 0001762779 CA 55.00 01-Oct-2004 192,500.00 190,709.27 Group 1 Fixed 0001762781 CA 80.00 01-Oct-2004 108,000.00 106,927.46 Group 1 Fixed 0001763165 MN 100.00 01-Sep-2004 29,200.00 28,678.39 Group 1 Fixed 0001768759 CA 100.00 01-Oct-2004 46,000.00 45,376.06 Group 1 Fixed 0001771584 CA 100.00 01-Oct-2004 37,614.00 37,119.75 Group 1 Fixed 0001775003 HI 62.55 01-Oct-2004 319,000.00 316,176.57 Group 1 Fixed 0001786073 IL 100.00 01-Oct-2004 22,000.00 21,703.45 Group 1 Fixed 0001786296 SC 100.00 01-Oct-2004 28,800.00 28,421.57 Group 1 Fixed 0001788097 CA 70.00 01-Oct-2004 178,500.00 176,810.39 Group 1 Fixed 0001789150 FL 47.21 01-Oct-2004 110,000.00 108,838.83 Group 1 Fixed 0001790311 CT 100.00 01-Oct-2004 40,000.00 39,432.65 Group 1 Fixed 0001795712 FL 100.00 01-Oct-2004 32,000.00 31,517.49 Group 1 Fixed 0001795746 GA 80.00 01-Oct-2004 116,000.00 114,983.74 Group 1 Fixed 0001799827 ID 100.00 01-Oct-2004 26,800.00 26,456.87 Group 1 Fixed 0001802266 CA 57.14 01-Oct-2004 120,000.00 117,626.51 Group 1 Fixed 0001804294 CA 75.00 01-Oct-2004 120,000.00 118,875.05 Group 1 Fixed 0001805035 MN 100.00 01-Oct-2004 57,600.00 57,297.07 Group 1 Fixed 0001810258 NV 100.00 01-Oct-2004 45,408.00 44,845.09 Group 1 Fixed 0001814355 AZ 100.00 01-Oct-2004 30,364.00 29,949.41 Group 1 Fixed 0001817153 AZ 100.00 01-Oct-2004 26,000.00 25,607.23 Group 1 Fixed 0001825654 CA 52.12 01-Oct-2004 270,000.00 267,107.37 Group 1 Fixed 1000004792 FL 100.00 01-Oct-2004 32,376.00 31,922.57 Group 1 Arm 0001515683 CA 64.29 01-Oct-2004 270,000.00 267,135.91 Group 1 Arm 0001582234 IL 85.00 01-Sep-2004 314,500.00 311,667.80 Group 1 Arm 0001652737 RI 67.86 01-Sep-2004 190,000.00 188,315.82 Group 1 Arm 0001659664 NJ 75.00 01-Oct-2004 258,750.00 257,119.12 Group 1 Arm 0001660757 MI 81.30 01-Oct-2004 93,500.00 92,547.77 Group 1 Arm 0001670845 NJ 75.00 01-Oct-2004 216,750.00 0.00 Group 1 Arm 0001679204 MI 80.00 01-Oct-2004 156,800.00 155,944.14 Group 1 Arm 0001684235 NJ 85.00 01-Sep-2004 297,500.00 295,182.25 Group 1 Arm 0001685558 CA 80.00 01-Aug-2004 141,600.00 141,566.03 Group 1 Arm 0001696854 OR 80.00 01-Oct-2004 100,800.00 100,022.98 Group 1 Arm 0001702483 MA 50.00 01-Oct-2004 100,000.00 99,285.38 Group 1 Arm 0001704684 NJ 63.33 01-Oct-2004 190,000.00 190,000.00 Group 1 Arm 0001709757 CA 90.00 01-Oct-2004 239,400.00 237,773.15 Group 1 Arm 0001714240 CA 42.86 01-Oct-2004 240,000.00 238,342.82 Group 1 Arm 0001717944 CA 79.99 01-Sep-2004 225,350.00 225,349.99 Group 1 Arm 0001718385 CA 48.79 01-Sep-2004 222,000.00 221,954.37 Group 1 Arm 0001719983 ME 90.00 01-Oct-2004 221,400.00 219,975.79 Group 1 Arm 0001720332 CA 85.00 01-Sep-2004 129,200.00 127,788.66 Group 1 Arm 0001722228 FL 85.00 01-Oct-2004 183,600.00 181,991.76 Group 1 Arm 0001722352 OR 90.00 01-Sep-2004 163,800.00 162,411.22 Group 1 Arm 0001724190 CA 79.30 01-Oct-2004 180,000.00 178,827.78 Group 1 Arm 0001725433 CA 77.97 01-Sep-2004 230,000.00 224,772.07 Group 1 Arm 0001727544 CA 64.23 01-Oct-2004 88,000.00 87,126.17 Group 1 Arm 0001729386 FL 90.00 01-Oct-2004 150,030.00 148,892.88 Group 1 Arm 0001730019 AZ 75.00 01-Oct-2004 136,500.00 135,365.76 Group 1 Arm 0001732747 NE 80.00 01-Oct-2004 58,000.00 57,641.18 Group 1 Arm 0001733598 FL 83.63 01-Oct-2004 122,100.00 121,139.92 Group 1 Arm 0001734072 NY 70.00 01-Oct-2004 248,500.00 246,079.14 Group 1 Arm 0001734229 CA 60.61 01-Oct-2004 120,000.00 118,750.32 Group 1 Arm 0001734433 CA 75.00 01-Sep-2004 190,500.00 187,891.64 Group 1 Arm 0001734500 WI 85.76 01-Oct-2004 123,500.00 122,647.22 Group 1 Arm 0001734568 NM 84.82 01-Oct-2004 78,200.00 77,600.12 Group 1 Arm 0001735183 NY 75.00 01-Oct-2004 217,500.00 215,936.56 Group 1 Arm 0001735642 IL 80.00 01-Sep-2004 96,000.00 95,277.90 Group 1 Arm 0001738513 CA 46.60 01-Sep-2004 240,000.00 236,615.88 Group 1 Arm 0001738546 NJ 85.00 01-Sep-2004 107,950.00 107,039.23 Group 1 Arm 0001739285 CA 69.78 01-Sep-2004 127,000.00 126,246.77 Group 1 Arm 0001740099 CA 80.00 01-Sep-2004 276,000.00 276,000.00 Group 1 Arm 0001740693 VA 86.03 01-Oct-2004 292,500.00 289,962.68 Group 1 Arm 0001740954 WI 80.00 01-Oct-2004 97,600.00 96,965.76 Group 1 Arm 0001741738 NJ 75.00 01-Sep-2004 106,500.00 105,656.36 Group 1 Arm 0001742260 CA 14.53 01-Oct-2004 110,000.00 109,026.74 Group 1 Arm 0001743728 FL 75.00 01-Oct-2004 183,750.00 182,333.56 Group 1 Arm 0001745156 CA 66.91 01-Oct-2004 271,000.00 268,177.77 Group 1 Arm 0001746898 CA 80.65 01-Oct-2004 300,000.00 296,816.17 Group 1 Arm 0001748203 CA 85.00 01-Sep-2004 297,500.00 295,280.80 Group 1 Arm 0001748257 CA 21.28 01-Oct-2004 100,000.00 99,197.78 Group 1 Arm 0001748399 MD 85.00 01-Oct-2004 171,700.00 170,281.68 Group 1 Arm 0001749562 TX 80.00 01-Sep-2004 71,920.00 71,365.21 Group 1 Arm 0001753148 CA 85.00 01-Oct-2004 125,800.00 124,965.67 Group 1 Arm 0001753253 CA 79.62 01-Oct-2004 207,000.00 205,055.62 Group 1 Arm 0001755475 VA 76.71 01-Oct-2004 260,800.00 258,401.91 Group 1 Arm 0001756739 MI 75.00 01-Oct-2004 83,175.00 82,479.39 Group 1 Arm 0001756990 AZ 90.00 01-Sep-2004 189,000.00 187,098.49 Group 1 Arm 0001757992 NV 60.22 01-Oct-2004 138,500.00 137,325.68 Group 1 Arm 0001758542 FL 67.77 01-Oct-2004 225,000.00 223,132.43 Group 1 Arm 0001759075 CA 75.29 01-Oct-2004 131,750.00 130,581.67 Group 1 Arm 0001759720 MN 80.00 01-Sep-2004 116,800.00 115,531.61 Group 1 Arm 0001759730 VA 90.00 01-Oct-2004 328,500.00 326,088.60 Group 1 Arm 0001759899 NY 90.00 01-Oct-2004 364,500.00 364,500.02 Group 1 Arm 0001760168 TX 79.45 01-Oct-2004 129,500.00 127,500.67 Group 1 Arm 0001760955 CA 79.49 01-Oct-2004 155,000.00 154,081.19 Group 1 Arm 0001761258 CA 84.39 01-Sep-2004 200,000.00 198,146.52 Group 1 Arm 0001762251 NJ 80.00 01-Oct-2004 101,840.00 100,728.20 Group 1 Arm 0001762772 VA 95.00 01-Oct-2004 90,250.00 89,459.45 Group 1 Arm 0001762776 NY 54.00 01-Oct-2004 162,000.00 160,770.49 Group 1 Arm 0001763604 NV 77.54 01-Oct-2004 178,333.00 176,330.57 Group 1 Arm 0001764764 AZ 76.52 01-Oct-2004 88,000.00 87,398.18 Group 1 Arm 0001766057 AZ 85.00 01-Oct-2004 121,125.00 120,245.29 Group 1 Arm 0001767972 NY 80.00 01-Oct-2004 280,000.00 277,776.62 Group 1 Arm 0001768698 CA 80.00 01-Oct-2004 184,000.00 181,463.45 Group 1 Arm 0001770069 IL 79.80 01-Oct-2004 158,000.00 156,338.89 Group 1 Arm 0001770154 CA 57.05 01-Oct-2004 174,000.00 172,368.88 Group 1 Arm 0001771212 OR 80.00 01-Sep-2004 124,000.00 124,000.00 Group 1 Arm 0001771253 FL 80.00 01-Oct-2004 81,600.00 80,801.15 Group 1 Arm 0001771278 NH 54.17 01-Oct-2004 130,000.00 128,586.41 Group 1 Arm 0001771799 GA 75.00 01-Oct-2004 60,000.00 59,669.07 Group 1 Arm 0001772143 WA 80.00 01-Oct-2004 204,000.00 201,652.47 Group 1 Arm 0001772223 VA 75.00 01-Oct-2004 82,500.00 81,750.70 Group 1 Arm 0001773700 CA 68.13 01-Oct-2004 255,500.00 252,604.15 Group 1 Arm 0001776280 IL 90.00 01-Oct-2004 93,600.00 92,754.51 Group 1 Arm 0001776805 NY 65.00 01-Oct-2004 224,250.00 223,109.71 Group 1 Arm 0001778048 IL 85.00 01-Oct-2004 165,665.00 164,629.27 Group 1 Arm 0001778157 FL 80.00 01-Oct-2004 62,400.00 61,872.50 Group 1 Arm 0001778842 NV 75.00 01-Oct-2004 195,000.00 193,373.32 Group 1 Arm 0001779321 NV 80.00 01-Oct-2004 180,000.00 178,584.70 Group 1 Arm 0001780810 IL 70.16 01-Oct-2004 303,100.00 301,120.30 Group 1 Arm 0001781731 CA 67.39 01-Oct-2004 310,000.00 306,386.84 Group 1 Arm 0001782069 CA 66.00 01-Oct-2004 162,360.00 160,777.24 Group 1 Arm 0001782089 CA 90.00 01-Oct-2004 315,900.00 313,299.87 Group 1 Arm 0001782872 VA 80.00 01-Oct-2004 324,000.00 324,000.00 Group 1 Arm 0001783201 CA 57.38 01-Oct-2004 350,000.00 345,583.03 Group 1 Arm 0001783407 NY 63.00 01-Oct-2004 315,000.00 311,625.30 Group 1 Arm 0001783522 DC 49.38 01-Oct-2004 79,000.00 78,241.35 Group 1 Arm 0001784300 FL 80.00 01-Oct-2004 120,000.00 119,317.28 Group 1 Arm 0001784729 MA 80.00 01-Oct-2004 290,720.00 287,203.67 Group 1 Arm 0001785478 FL 75.00 01-Oct-2004 75,000.00 74,427.75 Group 1 Arm 0001786284 SC 80.00 01-Oct-2004 115,200.00 114,294.16 Group 1 Arm 0001787015 VA 84.99 01-Oct-2004 220,900.00 219,847.44 Group 1 Arm 0001788181 CA 90.00 01-Oct-2004 315,000.00 0.00 Group 1 Arm 0001788188 CA 54.66 01-Oct-2004 185,831.00 184,340.72 Group 1 Arm 0001790018 VA 75.00 01-Oct-2004 231,750.00 228,629.94 Group 1 Arm 0001790215 CA 90.00 01-Oct-2004 225,000.00 225,000.00 Group 1 Arm 0001790294 CT 80.00 01-Oct-2004 160,000.00 158,285.85 Group 1 Arm 0001790538 IL 90.00 01-Oct-2004 107,100.00 105,961.89 Group 1 Arm 0001791132 CA 72.73 01-Oct-2004 80,000.00 78,841.69 Group 1 Arm 0001791215 CA 58.16 01-Oct-2004 228,000.00 225,603.05 Group 1 Arm 0001791381 WI 90.00 01-Oct-2004 128,700.00 127,606.53 Group 1 Arm 0001791950 PA 85.00 01-Oct-2004 119,000.00 118,230.78 Group 1 Arm 0001793065 UT 80.00 01-Oct-2004 118,400.00 116,758.07 Group 1 Arm 0001793998 CA 79.70 01-Oct-2004 131,500.00 130,376.51 Group 1 Arm 0001794348 CA 85.00 01-Oct-2004 178,500.00 177,124.03 Group 1 Arm 0001794844 CA 80.00 01-Oct-2004 224,000.00 221,900.89 Group 1 Arm 0001795935 AZ 80.00 01-Oct-2004 92,800.00 91,776.60 Group 1 Arm 0001796526 CA 60.79 01-Oct-2004 115,500.00 114,353.09 Group 1 Arm 0001798960 NV 66.67 01-Oct-2004 200,000.00 197,750.05 Group 1 Arm 0001800184 CA 75.00 01-Oct-2004 172,500.00 171,130.22 Group 1 Arm 0001801078 CA 80.00 01-Oct-2004 192,000.00 190,414.05 Group 1 Arm 0001801309 GA 56.50 01-Oct-2004 150,818.00 0.00 Group 1 Arm 0001801389 PA 58.80 01-Oct-2004 147,000.00 145,750.13 Group 1 Arm 0001803078 CA 72.50 01-Oct-2004 239,250.00 237,420.42 Group 1 Arm 0001803558 CA 74.91 01-Oct-2004 215,000.00 213,258.69 Group 1 Arm 0001804384 FL 70.00 01-Oct-2004 220,500.00 218,890.39 Group 1 Arm 0001805032 MN 80.00 01-Oct-2004 230,400.00 228,301.78 Group 1 Arm 0001806083 CA 89.95 01-Oct-2004 192,500.00 190,456.52 Group 1 Arm 0001806187 FL 80.00 01-Oct-2004 234,000.00 231,693.13 Group 1 Arm 0001807357 CA 80.00 01-Oct-2004 220,000.00 220,000.00 Group 1 Arm 0001811532 CA 74.07 01-Oct-2004 200,000.00 197,545.90 Group 1 Arm 0001812397 VA 70.00 01-Oct-2004 126,000.00 125,036.44 Group 1 Arm 0001812921 CA 70.00 01-Oct-2004 175,000.00 173,034.01 Group 1 Arm 0001812923 CA 65.91 01-Oct-2004 145,000.00 143,729.88 Group 1 Arm 0001814340 AZ 80.00 01-Oct-2004 121,456.00 121,456.00 Group 1 Arm 0001815383 CO 55.12 01-Oct-2004 167,000.00 165,325.70 Group 1 Arm 0001816546 PA 80.00 01-Oct-2004 103,200.00 102,549.44 Group 1 Arm 0001817129 CA 85.00 01-Oct-2004 284,750.00 284,750.00 Group 1 Arm 0001819775 AZ 90.00 01-Oct-2004 103,500.00 102,556.58 Group 1 Arm 0001837381 FL 90.00 01-Oct-2004 141,300.00 140,341.49 Group 1 Arm 1000000402 NV 79.82 01-Oct-2004 261,000.00 257,468.84 Group 1 Arm 1000001802 FL 80.00 01-Oct-2004 192,000.00 190,429.62 Group 1 Arm 1000004569 FL 85.00 01-Oct-2004 252,450.00 250,484.63 Group 1 Arm 1000011891 OK 80.00 01-Oct-2004 139,200.00 138,313.57 Group 2 Fixed 0001564140 IL 100.00 01-Sep-2004 85,000.00 84,625.42 Group 2 Fixed 0001607733 CA 90.00 01-Sep-2004 378,000.00 373,854.41 Group 2 Fixed 0001655469 AZ 81.04 01-Sep-2004 389,000.00 383,273.78 Group 2 Fixed 0001759571 CA 100.00 01-Oct-2004 98,000.00 97,622.10 Group 2 Fixed 0001782887 VA 100.00 01-Oct-2004 81,000.00 80,762.27 Group 2 Fixed 0001792774 CA 100.00 01-Oct-2004 90,980.00 90,594.15 Group 2 Arm 0001664809 CA 80.00 01-Sep-2004 364,000.00 364,000.00 Group 2 Arm 0001664943 CA 90.00 01-Sep-2004 311,400.00 311,397.09 Group 2 Arm 0001682786 FL 75.00 01-Oct-2004 56,250.00 56,003.61 Group 2 Arm 0001691466 OK 80.00 01-Sep-2004 58,640.00 58,196.60 Group 2 Arm 0001695319 NJ 72.26 01-Oct-2004 495,000.00 490,535.74 Group 2 Arm 0001705553 CA 90.00 01-Oct-2004 121,500.00 121,458.50 Group 2 Arm 0001722338 CA 80.00 01-Sep-2004 142,400.00 142,400.00 Group 2 Arm 0001732811 CA 75.24 01-Sep-2004 395,000.00 394,998.06 Group 2 Arm 0001744659 CA 78.48 01-Oct-2004 361,000.00 358,046.73 Group 2 Arm 0001746145 CA 71.92 01-Sep-2004 374,000.00 374,000.00 Group 2 Arm 0001747523 MI 85.00 01-Oct-2004 85,000.00 84,370.31 Group 2 Arm 0001749414 CA 73.14 01-Sep-2004 256,000.00 255,923.37 Group 2 Arm 0001754745 FL 66.30 01-Oct-2004 91,500.00 90,625.48 Group 2 Arm 0001756469 PA 75.00 01-Sep-2004 84,000.00 83,371.31 Group 2 Arm 0001764043 CA 60.05 01-Oct-2004 555,436.00 555,436.00 Group 2 Arm 0001767074 CA 80.00 01-Oct-2004 470,407.00 470,357.53 Group 2 Arm 0001769785 PA 80.00 01-Oct-2004 112,000.00 111,056.45 Group 2 Arm 0001771632 CA 80.00 01-Oct-2004 403,200.00 399,702.44 Group 2 Arm 0001772104 MI 72.25 01-Oct-2004 72,250.00 71,423.36 Group 2 Arm 0001780344 CA 70.00 01-Oct-2004 427,000.00 422,958.36 Group 2 Arm 0001783312 MD 100.00 01-Oct-2004 385,000.00 381,881.94 Group 2 Arm 0001787606 CA 75.00 01-Oct-2004 390,000.00 386,014.98 Group 2 Arm 0001789422 MI 85.00 01-Oct-2004 108,800.00 108,134.94 Group 2 Arm 0001801126 CA 73.39 01-Oct-2004 455,000.00 455,000.02 Group 2 Arm 0001801634 MA 80.00 01-Oct-2004 393,600.00 0.00 Group 2 Arm 0001802438 MN 80.00 01-Oct-2004 117,150.00 116,908.37 Group 2 Arm 0001803076 VA 74.07 01-Oct-2004 320,000.00 317,521.15 Group 2 Arm 0001806379 CA 85.00 01-Oct-2004 463,250.00 458,780.15 Group 2 Arm 0001812134 MI 65.00 01-Oct-2004 79,950.00 79,422.50 Group 2 Arm 0001813198 NV 80.00 01-Oct-2004 260,000.00 257,583.94 Group 2 Arm 0001818857 CA 80.00 01-Oct-2004 400,000.00 400,000.00

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning Group 1 Fixed 0001476215 Loan Paid in Full 0 11.000% 240 12 Group 1 Fixed 0001581446 Loan Paid in Full 0 7.250% 360 11 Group 1 Fixed 0001610066 Loan Paid in Full (1) 7.825% 360 12 Group 1 Fixed 0001631676 Loan Paid in Full 0 8.200% 360 11 Group 1 Fixed 0001631935 Loan Paid in Full 0 8.430% 360 12 Group 1 Fixed 0001639590 Loan Paid in Full 0 7.100% 360 11 Group 1 Fixed 0001646687 Loan Paid in Full 0 9.050% 360 12 Group 1 Fixed 0001653736 Loan Paid in Full 0 6.750% 240 10 Group 1 Fixed 0001665014 Loan Paid in Full 0 6.400% 360 11 Group 1 Fixed 0001665026 Loan Paid in Full 0 11.050% 240 11 Group 1 Fixed 0001691708 Loan Paid in Full 0 9.150% 240 11 Group 1 Fixed 0001693386 Loan Paid in Full (1) 6.950% 360 11 Group 1 Fixed 0001696858 Loan Paid in Full 0 11.350% 240 10 Group 1 Fixed 0001701957 Loan Paid in Full 0 6.850% 360 11 Group 1 Fixed 0001708282 Loan Paid in Full 0 8.600% 120 10 Group 1 Fixed 0001732286 Loan Paid in Full 0 8.600% 360 10 Group 1 Fixed 0001733826 Loan Paid in Full 0 6.500% 360 10 Group 1 Fixed 0001762294 Loan Paid in Full 0 11.600% 240 10 Group 1 Fixed 0001762779 Loan Paid in Full 0 6.990% 360 10 Group 1 Fixed 0001762781 Loan Paid in Full 0 6.650% 360 10 Group 1 Fixed 0001763165 Loan Paid in Full 0 9.980% 240 11 Group 1 Fixed 0001768759 Loan Paid in Full 0 10.850% 240 10 Group 1 Fixed 0001771584 Loan Paid in Full 0 11.100% 240 10 Group 1 Fixed 0001775003 Loan Paid in Full 0 7.250% 360 10 Group 1 Fixed 0001786073 Loan Paid in Full 0 10.900% 240 10 Group 1 Fixed 0001786296 Loan Paid in Full 0 11.100% 240 10 Group 1 Fixed 0001788097 Loan Paid in Full 0 6.900% 360 10 Group 1 Fixed 0001789150 Loan Paid in Full 0 6.350% 360 10 Group 1 Fixed 0001790311 Loan Paid in Full 0 10.500% 240 10 Group 1 Fixed 0001795712 Loan Paid in Full 0 10.300% 240 10 Group 1 Fixed 0001795746 Loan Paid in Full 0 7.300% 360 10 Group 1 Fixed 0001799827 Loan Paid in Full 0 11.300% 240 10 Group 1 Fixed 0001802266 Loan Paid in Full 0 7.800% 240 10 Group 1 Fixed 0001804294 Loan Paid in Full 0 6.950% 360 10 Group 1 Fixed 0001805035 Loan Paid in Full 0 9.830% 360 10 Group 1 Fixed 0001810258 Loan Paid in Full 4 11.550% 240 10 Group 1 Fixed 0001814355 Loan Paid in Full 0 10.800% 240 10 Group 1 Fixed 0001817153 Loan Paid in Full 0 10.000% 240 10 Group 1 Fixed 0001825654 Loan Paid in Full 0 6.250% 360 10 Group 1 Fixed 1000004792 Loan Paid in Full 0 10.600% 240 10 Group 1 Arm 0001515683 Loan Paid in Full 0 8.750% 360 10 Group 1 Arm 0001582234 Loan Paid in Full 0 7.950% 360 11 Group 1 Arm 0001652737 Loan Paid in Full 0 7.700% 360 11 Group 1 Arm 0001659664 Loan Paid in Full (1) 8.950% 360 10 Group 1 Arm 0001660757 Loan Paid in Full 0 6.600% 360 10 Group 1 Arm 0001670845 Loan Paid in Full 0 9.950% 360 360 Group 1 Arm 0001679204 Loan Paid in Full 0 9.650% 360 10 Group 1 Arm 0001684235 Loan Paid in Full 0 8.350% 360 11 Group 1 Arm 0001685558 Loan Paid in Full 0 5.750% 360 12 Group 1 Arm 0001696854 Loan Paid in Full 0 7.950% 360 10 Group 1 Arm 0001702483 Loan Paid in Full 1 8.475% 360 10 Group 1 Arm 0001704684 Loan Paid in Full 0 7.150% 360 10 Group 1 Arm 0001709757 Loan Paid in Full 0 8.875% 360 10 Group 1 Arm 0001714240 Loan Paid in Full 0 8.500% 360 10 Group 1 Arm 0001717944 Loan Paid in Full 0 6.600% 360 11 Group 1 Arm 0001718385 Loan Paid in Full 0 6.375% 300 11 Group 1 Arm 0001719983 Loan Paid in Full 0 8.850% 360 10 Group 1 Arm 0001720332 Loan Paid in Full 0 7.800% 360 11 Group 1 Arm 0001722228 Loan Paid in Full 0 7.300% 360 10 Group 1 Arm 0001722352 Loan Paid in Full 0 7.925% 360 11 Group 1 Arm 0001724190 Loan Paid in Full 0 8.850% 360 10 Group 1 Arm 0001725433 Loan Paid in Full 0 7.350% 360 11 Group 1 Arm 0001727544 Loan Paid in Full 0 6.650% 360 10 Group 1 Arm 0001729386 Loan Paid in Full 0 8.300% 360 10 Group 1 Arm 0001730019 Loan Paid in Full 0 7.625% 360 10 Group 1 Arm 0001732747 Loan Paid in Full 0 9.100% 360 10 Group 1 Arm 0001733598 Loan Paid in Full 0 7.850% 360 10 Group 1 Arm 0001734072 Loan Paid in Full 0 6.750% 360 10 Group 1 Arm 0001734229 Loan Paid in Full 0 6.400% 360 10 Group 1 Arm 0001734433 Loan Paid in Full 0 5.650% 360 11 Group 1 Arm 0001734500 Loan Paid in Full 0 8.500% 360 10 Group 1 Arm 0001734568 Loan Paid in Full 0 7.975% 360 10 Group 1 Arm 0001735183 Loan Paid in Full 0 8.300% 360 10 Group 1 Arm 0001735642 Loan Paid in Full 0 8.525% 360 11 Group 1 Arm 0001738513 Loan Paid in Full 0 5.250% 360 11 Group 1 Arm 0001738546 Loan Paid in Full 0 7.950% 360 11 Group 1 Arm 0001739285 Loan Paid in Full 0 9.700% 360 11 Group 1 Arm 0001740099 Loan Paid in Full 0 6.750% 360 11 Group 1 Arm 0001740693 Loan Paid in Full 0 7.350% 360 10 Group 1 Arm 0001740954 Loan Paid in Full 0 8.800% 360 10 Group 1 Arm 0001741738 Loan Paid in Full 0 8.400% 360 11 Group 1 Arm 0001742260 Loan Paid in Full 0 7.250% 360 10 Group 1 Arm 0001743728 Loan Paid in Full 3 7.950% 360 10 Group 1 Arm 0001745156 Loan Paid in Full 0 6.400% 360 10 Group 1 Arm 0001746898 Loan Paid in Full 0 6.300% 360 10 Group 1 Arm 0001748203 Loan Paid in Full 0 8.750% 360 11 Group 1 Arm 0001748257 Loan Paid in Full (1) 8.000% 360 10 Group 1 Arm 0001748399 Loan Paid in Full 0 7.600% 360 10 Group 1 Arm 0001749562 Loan Paid in Full 4 8.400% 360 11 Group 1 Arm 0001753148 Loan Paid in Full 0 8.700% 360 10 Group 1 Arm 0001753253 Loan Paid in Full 0 7.000% 360 10 Group 1 Arm 0001755475 Loan Paid in Full 0 7.050% 360 10 Group 1 Arm 0001756739 Loan Paid in Full 1 7.900% 360 10 Group 1 Arm 0001756990 Loan Paid in Full (1) 7.050% 360 11 Group 1 Arm 0001757992 Loan Paid in Full 0 7.700% 360 10 Group 1 Arm 0001758542 Loan Paid in Full 0 7.575% 360 10 Group 1 Arm 0001759075 Loan Paid in Full 0 7.250% 360 10 Group 1 Arm 0001759720 Loan Paid in Full 0 6.990% 360 11 Group 1 Arm 0001759730 Loan Paid in Full 0 8.200% 360 10 Group 1 Arm 0001759899 Loan Paid in Full 0 7.700% 360 10 Group 1 Arm 0001760168 Loan Paid in Full 0 6.350% 360 10 Group 1 Arm 0001760955 Loan Paid in Full 0 9.250% 360 10 Group 1 Arm 0001761258 Loan Paid in Full 0 7.490% 360 11 Group 1 Arm 0001762251 Loan Paid in Full 0 6.150% 360 10 Group 1 Arm 0001762772 Loan Paid in Full 0 7.300% 360 10 Group 1 Arm 0001762776 Loan Paid in Full 0 8.250% 360 10 Group 1 Arm 0001763604 Loan Paid in Full 0 6.000% 360 10 Group 1 Arm 0001764764 Liquidation 5 8.550% 360 10 Group 1 Arm 0001766057 Loan Paid in Full 0 8.250% 360 10 Group 1 Arm 0001767972 Loan Paid in Full 0 7.800% 360 10 Group 1 Arm 0001768698 Loan Paid in Full 0 6.600% 360 10 Group 1 Arm 0001770069 Loan Paid in Full 0 6.350% 360 10 Group 1 Arm 0001770154 Loan Paid in Full 0 6.950% 360 10 Group 1 Arm 0001771212 Loan Paid in Full 0 6.950% 360 11 Group 1 Arm 0001771253 Loan Paid in Full 0 6.725% 360 10 Group 1 Arm 0001771278 Loan Paid in Full 0 6.375% 360 10 Group 1 Arm 0001771799 Loan Paid in Full 0 9.600% 360 10 Group 1 Arm 0001772143 Loan Paid in Full 0 5.900% 360 10 Group 1 Arm 0001772223 Loan Paid in Full 0 7.550% 360 10 Group 1 Arm 0001773700 Loan Paid in Full 0 5.950% 360 10 Group 1 Arm 0001776280 Loan Paid in Full 0 7.200% 360 10 Group 1 Arm 0001776805 Loan Paid in Full 0 9.990% 360 10 Group 1 Arm 0001778048 Loan Paid in Full 0 8.990% 360 10 Group 1 Arm 0001778157 Loan Paid in Full 0 8.600% 360 10 Group 1 Arm 0001778842 Loan Paid in Full 0 7.550% 360 10 Group 1 Arm 0001779321 Loan Paid in Full 0 7.850% 360 10 Group 1 Arm 0001780810 Loan Paid in Full 0 8.775% 360 10 Group 1 Arm 0001781731 Loan Paid in Full (1) 5.800% 360 10 Group 1 Arm 0001782069 Loan Paid in Full 0 6.750% 360 10 Group 1 Arm 0001782089 Loan Paid in Full 0 7.800% 360 10 Group 1 Arm 0001782872 Loan Paid in Full 0 6.400% 360 10 Group 1 Arm 0001783201 Loan Paid in Full 0 5.500% 360 10 Group 1 Arm 0001783407 Loan Paid in Full 0 6.250% 360 10 Group 1 Arm 0001783522 Loan Paid in Full 0 6.825% 360 10 Group 1 Arm 0001784300 Loan Paid in Full 2 9.450% 360 10 Group 1 Arm 0001784729 Loan Paid in Full 0 5.600% 360 10 Group 1 Arm 0001785478 Loan Paid in Full 0 8.550% 360 10 Group 1 Arm 0001786284 Loan Paid in Full 0 7.850% 360 10 Group 1 Arm 0001787015 Loan Paid in Full 0 10.300% 360 10 Group 1 Arm 0001788181 Loan Paid in Full (1) 8.250% 360 360 Group 1 Arm 0001788188 Loan Paid in Full 0 7.750% 360 10 Group 1 Arm 0001790018 Loan Paid in Full 0 6.050% 360 10 Group 1 Arm 0001790215 Loan Paid in Full 0 8.400% 360 10 Group 1 Arm 0001790294 Loan Paid in Full 0 6.250% 360 10 Group 1 Arm 0001790538 Loan Paid in Full 0 6.850% 360 10 Group 1 Arm 0001791132 Loan Paid in Full 0 7.750% 360 10 Group 1 Arm 0001791215 Loan Paid in Full 0 6.350% 360 10 Group 1 Arm 0001791381 Loan Paid in Full 0 7.775% 360 10 Group 1 Arm 0001791950 Loan Paid in Full 0 8.850% 360 10 Group 1 Arm 0001793065 Loan Paid in Full 0 7.125% 300 10 Group 1 Arm 0001793998 Loan Paid in Full 0 7.650% 360 10 Group 1 Arm 0001794348 Loan Paid in Full 0 7.950% 360 10 Group 1 Arm 0001794844 Loan Paid in Full 0 7.150% 360 10 Group 1 Arm 0001795935 Loan Paid in Full 0 6.100% 360 10 Group 1 Arm 0001796526 Loan Paid in Full 0 6.650% 360 10 Group 1 Arm 0001798960 Loan Paid in Full 0 5.990% 360 10 Group 1 Arm 0001800184 Loan Paid in Full (1) 7.800% 360 10 Group 1 Arm 0001801078 Loan Paid in Full 0 7.600% 360 10 Group 1 Arm 0001801309 Loan Paid in Full 0 7.450% 360 360 Group 1 Arm 0001801389 Loan Paid in Full 0 7.680% 360 10 Group 1 Arm 0001803078 Loan Paid in Full 0 7.990% 360 10 Group 1 Arm 0001803558 Loan Paid in Full 0 7.700% 360 10 Group 1 Arm 0001804384 Loan Paid in Full 0 8.225% 360 10 Group 1 Arm 0001805032 Loan Paid in Full 0 7.100% 360 10 Group 1 Arm 0001806083 Loan Paid in Full 0 6.300% 360 10 Group 1 Arm 0001806187 Loan Paid in Full 0 6.700% 360 10 Group 1 Arm 0001807357 Loan Paid in Full 0 7.950% 360 10 Group 1 Arm 0001811532 Loan Paid in Full 0 5.650% 360 10 Group 1 Arm 0001812397 Loan Paid in Full 0 7.990% 360 10 Group 1 Arm 0001812921 Loan Paid in Full 0 6.150% 360 10 Group 1 Arm 0001812923 Loan Paid in Full 0 7.300% 360 10 Group 1 Arm 0001814340 Loan Paid in Full 0 5.700% 360 10 Group 1 Arm 0001815383 Loan Paid in Full 0 6.600% 360 10 Group 1 Arm 0001816546 Loan Paid in Full 0 8.950% 360 10 Group 1 Arm 0001817129 Loan Paid in Full 0 6.240% 360 10 Group 1 Arm 0001819775 Loan Paid in Full 0 7.600% 360 10 Group 1 Arm 0001837381 Loan Paid in Full 0 8.588% 360 10 Group 1 Arm 1000000402 Loan Paid in Full 0 6.350% 360 10 Group 1 Arm 1000001802 Loan Paid in Full 6 7.650% 360 10 Group 1 Arm 1000004569 Loan Paid in Full 0 7.900% 360 10 Group 1 Arm 1000011891 Loan Paid in Full 0 8.900% 360 10 Group 2 Fixed 0001564140 Loan Paid in Full 0 11.100% 360 11 Group 2 Fixed 0001607733 Loan Paid in Full 0 6.600% 360 11 Group 2 Fixed 0001655469 Loan Paid in Full 0 5.990% 360 11 Group 2 Fixed 0001759571 Loan Paid in Full 0 11.300% 360 10 Group 2 Fixed 0001782887 Loan Paid in Full 0 12.550% 360 10 Group 2 Fixed 0001792774 Loan Paid in Full 0 10.850% 360 10 Group 2 Arm 0001664809 Loan Paid in Full 0 6.000% 360 11 Group 2 Arm 0001664943 Loan Paid in Full 0 7.450% 360 11 Group 2 Arm 0001682786 Loan Paid in Full 0 10.700% 360 10 Group 2 Arm 0001691466 Loan Paid in Full 0 8.500% 360 11 Group 2 Arm 0001695319 Loan Paid in Full 0 7.150% 360 10 Group 2 Arm 0001705553 Loan Paid in Full 0 6.875% 300 10 Group 2 Arm 0001722338 Loan Paid in Full 0 7.200% 360 11 Group 2 Arm 0001732811 Loan Paid in Full 0 5.250% 360 11 Group 2 Arm 0001744659 Loan Paid in Full 1 7.650% 360 10 Group 2 Arm 0001746145 Loan Paid in Full 0 5.450% 360 11 Group 2 Arm 0001747523 Loan Paid in Full 0 8.150% 360 10 Group 2 Arm 0001749414 Loan Paid in Full 0 7.100% 360 11 Group 2 Arm 0001754745 Loan Paid in Full 0 6.850% 360 10 Group 2 Arm 0001756469 Loan Paid in Full 0 8.550% 360 11 Group 2 Arm 0001764043 Loan Paid in Full 0 7.600% 360 10 Group 2 Arm 0001767074 Loan Paid in Full 0 7.125% 300 10 Group 2 Arm 0001769785 Loan Paid in Full 1 7.500% 360 10 Group 2 Arm 0001771632 Loan Paid in Full 0 7.350% 360 10 Group 2 Arm 0001772104 Loan Paid in Full 0 5.900% 360 10 Group 2 Arm 0001780344 Loan Paid in Full 0 6.900% 360 10 Group 2 Arm 0001783312 Loan Paid in Full 0 7.700% 360 10 Group 2 Arm 0001787606 Loan Paid in Full 0 6.500% 360 10 Group 2 Arm 0001789422 Loan Paid in Full 0 9.100% 360 10 Group 2 Arm 0001801126 Loan Paid in Full 0 6.750% 360 10 Group 2 Arm 0001801634 Loan Paid in Full 0 5.600% 360 360 Group 2 Arm 0001802438 Loan Paid in Full 0 7.750% 360 10 Group 2 Arm 0001803076 Loan Paid in Full 0 7.925% 360 10 Group 2 Arm 0001806379 Loan Paid in Full 0 6.800% 360 10 Group 2 Arm 0001812134 Loan Paid in Full 0 8.725% 360 10 Group 2 Arm 0001813198 Loan Paid in Full 0 7.050% 360 10 Group 2 Arm 0001818857 Loan Paid in Full 0 6.990% 360 10

Summary SMM CPR PSA Current Month 4.712% Current Month 43.965% Current Month 2,142.911% 3 Month Average 4.726% 3 Month Average 43.915% 3 Month Average 2,378.532% 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 24.345% N/A Feb-2005 2,861.074% N/A Mar-2005 28.610% N/A Mar-2005 2,721.187% N/A Apr-2005 40.544% N/A Apr-2005 3,238.881% N/A May-2005 41.394% N/A May-2005 2,851.066% N/A Jun-2005 38.610% N/A Jun-2005 2,336.844% N/A Jul-2005 49.170% N/A Jul-2005 2,655.841% N/A Aug-2005 43.965% N/A Aug-2005 2,142.911% 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 Fixed SMM CPR PSA Current Month 3.191% Current Month 32.234% Current Month 1,548.094% 3 Month Average 2.983% 3 Month Average 29.779% 3 Month Average 1,560.814% 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 22.783% N/A Feb-2005 2,586.870% N/A Mar-2005 13.261% N/A Mar-2005 1,225.691% N/A Apr-2005 17.930% N/A Apr-2005 1,397.799% N/A May-2005 19.952% N/A May-2005 1,345.446% N/A Jun-2005 15.973% N/A Jun-2005 949.381% N/A Jul-2005 41.130% N/A Jul-2005 2,184.965% N/A Aug-2005 32.234% N/A Aug-2005 1,548.094% 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 Arm SMM CPR PSA Current Month 5.206% Current Month 47.351% Current Month 2,323.696% 3 Month Average 4.965% 3 Month Average 45.638% 3 Month Average 2,490.217% 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 25.280% N/A Feb-2005 3,016.214% N/A Mar-2005 27.327% N/A Mar-2005 2,631.662% N/A Apr-2005 47.670% N/A Apr-2005 3,849.681% N/A May-2005 42.495% N/A May-2005 2,955.138% N/A Jun-2005 41.164% N/A Jun-2005 2,513.036% N/A Jul-2005 48.400% N/A Jul-2005 2,633.919% N/A Aug-2005 47.351% N/A Aug-2005 2,323.696% 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 Fixed SMM CPR PSA Current Month 4.999% Current Month 45.960% Current Month 2,184.198% 3 Month Average 2.754% 3 Month Average 26.927% 3 Month Average 1,392.015% 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 4.740% N/A Feb-2005 522.360% N/A Mar-2005 53.151% N/A Mar-2005 4,807.002% N/A Apr-2005 10.030% N/A Apr-2005 768.153% N/A May-2005 26.876% N/A May-2005 1,787.035% N/A Jun-2005 26.953% N/A Jun-2005 1,579.248% N/A Jul-2005 7.866% N/A Jul-2005 412.600% N/A Aug-2005 45.960% N/A Aug-2005 2,184.198% 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 Arm SMM CPR PSA Current Month 4.393% Current Month 41.675% Current Month 2,022.475% 3 Month Average 5.409% 3 Month Average 48.200% 3 Month Average 2,613.592% 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 24.714% N/A Feb-2005 2,873.962% N/A Mar-2005 35.874% N/A Mar-2005 3,381.644% N/A Apr-2005 35.071% N/A Apr-2005 2,780.562% N/A May-2005 49.985% N/A May-2005 3,419.265% N/A Jun-2005 44.643% N/A Jun-2005 2,684.941% N/A Jul-2005 58.282% N/A Jul-2005 3,133.361% N/A Aug-2005 41.675% N/A Aug-2005 2,022.475% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Single Month Mortality (SMM): (Partial and full prepayments + Repurchases) / (Beginning Scheduled Balance - Scheduled Principal) Conditional PrePayment Rate (CPR): 1 - ((1 - SMM)^12) PSA Standard Prepayment Model: 100 * CPR / (0.2 * MIN(30,WAS)) Weighted Average Seasoning (WAS): sum((Original Term - Remaining Term)*(Current Scheduled Balance/Deal Scheduled Principal Balance))

~~Realized~~Bankruptcy ~~Loss~~ Detail ~~Report~~ - All Mortgage Loans ~~with~~in ~~Losses~~Bankruptcy during Current Period ~~Summary~~(continued) #Group ~~Loans~~Loan ~~Prior~~Current ~~Realized~~Paid To Months Current ~~with~~Approximate Number Principal ~~Loss/~~Date Delinquent Loan Rate Delinquent Balance Interest Group 1 Fixed 0001425835 83,159.30 01-Nov-2005 0 7.900% 1,026.02 Group 1 Fixed 0001544116 20,591.93 01-Apr-2005 6 10.950% 1,431.57 Group 1 Fixed 0001561456 29,422.95 01-Dec-2005 (~~Gain~~1) ~~Loss~~11.100% 260.26 Group ~~Losses~~1 ~~Balance~~Fixed ~~Amount~~0001564893 ~~Percentage~~28,061.09 01-Oct-2005 0 10.850% 483.72 Group 1 Fixed 0001568568 40,520.61 01-Nov-2005 0 9.800% 628.63 Group 1 Fixed 0001590813 114,365.91 01-Nov-2005 0 6.500% 1,144.22 Group 1 Fixed 0001611455 130,941.38 01-Jul-2005 3 7.750% 3,949.43 Group 1 Fixed 0001658583 278,321.67 01-Nov-2005 0 6.250% 2,668.61 Group 1 Fixed 0001668345 167,143.36 01-Oct-2005 0 7.550% 1,960.53 Group 1 Fixed 0001674055 107,261.05 01-May-2005 5 9.850% 5,835.35 Group 1 Fixed 0001693138 50,424.59 01-Nov-2005 0 7.750% 609.90 Group 1 Fixed 0001721555 27,157.65 01-Nov-2005 0 10.800% 466.52 Group 1 Fixed 0001726477 51,429.12 01-Jan-2005 9 8.700% 3,809.94 Group 1 Fixed 0001729150 228,129.18 01-Nov-2005 0 7.650% 2,720.57 Group 1 Fixed 0001766708 32,529.57 01-Nov-2005 0 12.450% 648.24 Group 1 Fixed 0001767025 62,587.03 01-Nov-2005 0 9.990% 990.17 Group 1 Fixed 0001776320 48,224.08 01-Nov-2005 0 10.050% 768.64 Group 1 Fixed 0001777941 30,909.70 01-Jul-2005 3 9.800% 1,194.16 Group 1 Fixed 0001778183 29,508.48 01-Oct-2005 0 10.750% 503.76 Group 1 Fixed 0001782477 96,980.97 01-Nov-2005 0 8.300% 1,262.78 Group 1 Fixed 0001788490 88,031.91 01-Sep-2005 1 9.550% 1,988.61 Group 1 Fixed 0001794372 65,530.04 01-Nov-2005 0 8.200% 841.76 Group 1 Fixed 0001798700 47,159.90 01-Nov-2005 0 10.850% 814.05 Group 1 Fixed 0001801208 28,892.28 01-Dec-2005 (1) 9.850% 225.49 Group 1 Fixed 0001802396 83,583.10 01-Nov-2005 0 8.850% 1,164.19 Group 1 Fixed 0001802653 24,480.53 01-Feb-2005 8 12.450% 2,426.49 Group 1 Fixed 0001803897 36,630.20 01-Nov-2005 0 9.550% 552.95 Group 1 Fixed 0001818253 37,358.62 01-Sep-2005 1 10.080% 893.42 Group 1 Fixed 0001820458 61,781.90 01-Nov-2005 0 8.850% 860.53 Group 1 Fixed 0001821587 38,741.54 01-Feb-2005 8 10.080% 3,073.84 Group 1 Arm 0001512681 112,777.51 01-Nov-2005 0 7.750% 1,363.29 Group 1 Arm 0001538416 70,163.12 01-Sep-2005 1 8.500% 1,402.29 Group 1 Arm 0001648842 182,749.14 01-Jun-2005 4 5.850% 4,888.50 Group 1 Arm 0001664831 74,062.74 01-Apr-2005 6 8.950% 4,163.47 Group 1 Arm 0001668593 317,884.13 01-Jan-2005 9 7.990% 21,748.31 Group 1 Arm 0001683303 120,156.37 01-Oct-2005 0 6.990% 1,299.10 Group 1 Arm 0001693690 62,224.26 01-Dec-2005 (1) 7.250% 350.31 Group 1 Arm 0001702011 130,902.89 01-Nov-2005 0 8.100% 1,658.79 Group 1 Arm 0001710317 86,768.95 01-Oct-2005 0 6.100% 809.42 Group 1 Arm 0001721522 109,358.40 01-Nov-2005 0 7.150% 1,212.57 Group 1 Arm 0001723672 64,745.94 01-Apr-2005 6 10.700% 4,396.29 Group 1 Arm 0001726386 60,698.30 01-Nov-2005 0 8.900% 850.04 Group 1 Arm 0001728552 77,529.13 01-Nov-2005 0 8.725% 1,063.14 Group 1 Arm 0001733643 109,845.88 01-Oct-2004 12 9.700% 9,226.92 Group 1 Arm 0001738621 288,000.00 01-May-2005 5 6.150% 9,492.00 Group 1 Arm 0001740258 168,431.73 01-Oct-2005 0 9.750% 2,595.98 Group 1 Arm 0001741357 95,644.80 01-Mar-2005 7 8.500% 5,723.88 Group 1 Arm 0001745558 152,474.52 01-Feb-2005 8 7.950% 9,435.63 Group 1 Arm 0001745656 167,519.29 01-Nov-2005 0 6.850% 1,773.74 Group 1 Arm 0001748364 248,892.20 01-Sep-2005 1 8.600% 5,036.78 Group 1 Arm 0001749102 71,497.93 01-Sep-2005 1 8.900% 1,500.54 Group 1 Arm 0001749217 50,909.75 01-Nov-2004 11 6.625% 2,840.10 Group 1 Arm 0001751600 67,927.82 01-Aug-2005 2 8.950% 1,911.55 Group 1 Arm 0001753132 98,671.89 01-Jan-2005 9 6.990% 5,844.97 Group 1 Arm 0001756266 175,000.00 01-Nov-2005 0 6.350% 1,706.24 Group 1 Arm 0001757014 111,369.56 01-Oct-2005 0 8.000% 1,391.60 Group 1 Arm 0001757805 119,473.15 01-Mar-2005 7 7.650% 6,387.20 Group 1 87Arm 0001758347 80,~~840~~254.3580 01-Aug-2005 2 9.100% 2,298.60 Group 1 Arm 0001759304 81,309.55 01-Nov-2005 0 6.600% 827.06 Group 1 Arm 0001763813 71,884.77 01-Dec-2004 10 9.150% 5,680.80 Group 1 Arm 0001764353 164,068.94 01-Nov-2005 0 8.300% 2,133.64 Group 1 Arm 0001766644 130,529.03 01-Nov-2005 0 7.350% 1,~~028~~490.9883 Group 1 Arm 0001767292 280,524.79 01-Nov-2005 0 7.~~002~~450% 3,249.40 Group 1 Arm 0001768592 114,275.07 01-Aug-2005 2 ~~Fixed~~8.950% 3,215.82 Group 1 Arm 0001769191 110,681.16 01-Jul-2005 3 8.700% 3,776.81 Group 1 Arm 0001769314 92,373.24 01-Nov-2005 0 6.550% 931.88 Group 1 Arm 0001771145 195,937.20 01-Jun-2005 4 8.250% 7,579.49 Group 1 Arm 0001771876 72,268.74 01-Nov-2004 11 6.500% 3,948.77 Group 1 Arm 0001772682 96,239.26 01-Nov-2005 0 9.00800% 1,492.09 Group 1 Arm 0001772786 163,738.76 01-Nov-2005 0 6.00500% 1,638.43 Group 1 Arm 0001772788 239,574.03 01-Dec-2004 10 8.650% 17,832.03 Group 1 Arm 0001774704 176,671.02 01-Dec-2004 10 8.425% 12,784.81 Group 1 Arm 0001775331 58,033.45 01-Oct-2005 0 8.650% 788.03 Group 1 Arm 0001777960 150,629.50 01-Nov-2005 0 8.000% 1,883.56 Group 1 Arm 0001778030 225,672.91 01-Nov-2005 0 7.800% 2,746.74 Group 1 Arm 0001778233 145,929.37 01-Dec-2004 10 8.450% 10,593.67 Group 1 Arm 0001780624 337,340.59 01-Oct-2005 0 8.750% 4,636.96 Group 1 Arm 0001780930 166,199.75 01-Apr-2005 6 8.000% 8,289.18 Group 1 Arm 0001781056 327,953.05 01-Nov-2005 0 6.950% 3,527.48 Group 1 Arm 0001781617 83,953.19 01-Aug-2005 2 8.850% 2,334.51 Group 1 Arm 0001782059 93,177.96 01-Aug-2005 2 8.225% 2,396.66 Group 1 Arm 0001782575 205,896.89 01-Dec-2004 10 8.825% 15,650.48 Group 1 Arm 0001784778 292,000.00 01-Sep-2005 1 7.150% 4,854.48 Group 1 Arm 0001788122 101,611.38 01-May-2005 5 9.800% 5,504.12 Group 1 Arm 0001788204 124,894.83 01-Jul-2005 3 7.800% 3,793.15 Group 1 Arm 0001791380 146,842.64 01-Jun-2005 4 8.938% 6,185.99 Group 1 Arm 0001792944 55,872.70 01-Mar-2005 7 10.825% 4,319.75 Group 1 Arm 0001794835 147,417.52 01-Nov-2005 0 6.00550% 1,487.19 Group 1 Arm 0001798500 67,872.46 01-Nov-2005 0 9.~~000~~200% ~~Total~~984.44 Group 1 87Arm 0001802763 99,~~840~~225.88 01-Sep-2005 1 8.425% 1,964.58 Group 1 Arm 0001803740 148,058.02 01-Nov-2005 0 7.750% 1,789.73 Group 1 Arm 0001804429 79,307.91 01-Nov-2005 0 8.750% 1,090.95 Group 1 Arm 0001804872 49,983.28 01-Aug-2005 2 7.838% 1,221.20 Group 1 Arm 0001804882 110,005.64 01-Apr-2005 6 8.350% 5,743.50 Group 1 Arm 0001806163 174,124.95 01-Nov-2005 0 7.750% 2,104.83 Group 1 Arm 0001806179 135,411.35 01-Oct-2005 0 6.800% 1,421.14 Group 1 Arm 0001811779 264,952.20 01-Oct-2005 0 7.350% 3,~~028~~023.60 Group 1 Arm 0001815208 122,141.61 01-Nov-2005 0 8.900% 1,710.52 Group 1 Arm 0001816219 275,130.10 01-Apr-2005 6 8.825% 15,237.23 Group 1 Arm 1000010286 123,458.28 01-Nov-2005 0 6.950% 1,327.98 Group 2 Fixed 0001730712 49,778.44 01-Jun-2005 4 9.650% 2,274.40 Group 2 Fixed 0001778097 50,931.83 01-Nov-2005 0 8.~~001~~950% 718.38 Group 2 Fixed 0001799971 83,395.05 01-Dec-2004 10 9.550% 6,899.02 Group 2 Arm 0001700043 53,483.97 01-Sep-2005 1 7.750% 968.65 Group 2 Arm 0001748250 55,808.61 01-Apr-2005 6 9.650% 3,398.21 Group 2 Arm 0001748618 69,850.06 01-Jan-2005 9 9.150% 5,523.04 Group 2 Arm 0001758623 295,581.30 01-Oct-2005 0 5.150% 2,290.76 Group 2 Arm 0001761555 476,000.00 01-Nov-2005 0 5.625% 4,065.84 Group 2 Arm 0001784418 88,928.08 01-Mar-2005 7 8.625% 5,405.44 Group 2 Arm 0001787110 59,219.01 01-May-2005 5 8.750% 2,844.63 Group 2 Arm 0001790682 207,000.00 01-May-2005 5 7.600% 8,573.25 Group 2 Arm 0001791885 85,749.93 01-Feb-2005 8 7.150% 4,752.00 Group 2 Arm 0001791894 102,344.73 01-Nov-2005 0 5.800% 904.06 Group 2 Arm 0001793606 62,018.56 01-Oct-2005 0 9.950% 976.55 Group 2 Arm 0001804327 379,861.60 01-Nov-2005 0 7.990% 4,743.72

Realized Loss ~~Loan~~ Detail Report - Loans ~~With~~with Losses during Current Period ~~Original~~Summary # Loans Prior Realized Current ~~Loan~~with Principal ~~Note~~Loss/(Gain) ~~LTV~~Loss atGroup ~~Original~~Losses Balance Amount Percentage Group ~~Number~~1 ~~Balance~~Fixed ~~Rate~~2 ~~State~~117,846.67 ~~Origination~~37,328.35 ~~Term~~0.039% Group 1 Arm ~~0001764764~~3 88433,~~000~~359.07 82,196.91 0.024% Group 2 Fixed 1 89,257.72 95,896.70 0.493% Group 2 Arm 0 0.00 80.~~5500~~00 0.000% AZTotal 766 640,463.5246 ~~360~~215,421.96 0.037%

Realized Loss Loan Detail Report - Loans With Losses during Current Period ~~(continued)~~Original ~~Prior~~Current ~~Cumulative~~ Loan Principal ~~Realized~~Note ~~Realized~~LTV at Original Group Number Balance ~~Loss/(Gain)~~Rate ~~Loss/(Gain)~~State Origination Term Group 1 Fixed 0001736861 98,600.00 8.850% PA 85.00 360 Group 1 Fixed 0001793775 20,000.00 11.500% NE 100.00 240 Group 1 Arm ~~0001764764~~0001769009 87104,~~840~~000.3500 78.750% GA 80.00 360 Group 1 Arm 0001798800 238,~~028~~500.9800 7.250% NY 90.00 360 Group 1 Arm 0001802447 195,~~028~~500.9800 8.750% CO 85.00 360 Group 2 Fixed 0001791550 89,800.00 10.800% IN 100.00 240

MDR SDA Current Month 0.011% Current Month 0.643% 3 Month Average 0.138% 3 Month Average 8.747% 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 0.000% N/A Feb-2005 0.000% N/A Mar-2005 0.000% N/A Mar-2005 0.000% N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.015% N/A May-2005 1.207% N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.404% N/A Jul-2005 25.599% N/A Aug-2005 0.011% N/A Aug-2005 0.643% 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 0.132% Current Month 8.037% 3 Month Average 1.624% 3 Month Average 2.680% 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 0.000% N/A Feb-2005 0.000% N/A Mar-2005 0.000% N/A Mar-2005 0.000% N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.175% N/A May-2005 0.009% N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 4.739% N/A Jul-2005 0.003% N/A Aug-2005 0.132% N/A Aug-2005 8.037% 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 Fixed MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.162% 3 Month Average 10.070% 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 0.000% N/A Feb-2005 0.000% N/A Mar-2005 0.000% N/A Mar-2005 0.000% N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.105% N/A May-2005 8.478% N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.487% N/A Jul-2005 30.209% 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 1.895% 3 Month Average 0.001% 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 0.000% N/A Feb-2005 0.000% N/A Mar-2005 0.000% N/A Mar-2005 0.000% N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 1.257% N/A May-2005 0.009% N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 5.686% N/A Jul-2005 0.002% 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 Arm MDR SDA Current Month 0.019% Current Month 1.097% 3 Month Average 0.191% 3 Month Average 12.085% 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 0.000% N/A Feb-2005 0.000% N/A Mar-2005 0.000% N/A Mar-2005 0.000% N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.000% N/A May-2005 0.000% N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.555% N/A Jul-2005 35.158% N/A Aug-2005 0.019% N/A Aug-2005 1.097% 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 0.224% Current Month 8.037% 3 Month Average 2.228% 3 Month Average 2.680% 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 0.000% N/A Feb-2005 0.000% N/A Mar-2005 0.000% N/A Mar-2005 0.000% N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.000% N/A May-2005 0.000% N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 6.461% N/A Jul-2005 0.002% N/A Aug-2005 0.224% N/A Aug-2005 8.037% 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 Fixed MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.073% 3 Month Average 4.517% 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 0.000% N/A Feb-2005 0.000% N/A Mar-2005 0.000% N/A Mar-2005 0.000% N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.000% N/A May-2005 0.000% N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.218% N/A Jul-2005 13.550% 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 0.861% 3 Month Average 0.007% 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 0.000% N/A Feb-2005 0.000% N/A Mar-2005 0.000% N/A Mar-2005 0.000% N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.000% N/A May-2005 0.000% N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 2.583% N/A Jul-2005 0.020% 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 Arm 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 0.000% N/A Feb-2005 0.000% N/A Mar-2005 0.000% N/A Mar-2005 0.000% N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.000% N/A May-2005 0.000% N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs 12mo Average* Loss Severity: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 0.000% N/A Feb-2005 0.000% N/A Mar-2005 0.000% N/A Mar-2005 0.000% N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.000% N/A May-2005 0.000% N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Monthly Default Rate (MDR): sum(Beg Principal Balance of Liquidated Loans)/ sum(Beg Principal Balance). Conditional Default Rate (CDR): 1-((1-MDR)^12) SDA Standard Default Assumption: If WAS is less than or equal to 30 then CDR/(WAS*0.02) else if WAS is greater than 30 and less than or equal to 60 then CDR/0.6 else if WAS is greater than 60 and less than or equal to 120 then CDR/(0.6 - ((WAS-60)*0.0095)) else if WAS is greater than 120 then CDR/0.03 Loss Severity Approximation for current period: sum(Realized Loss Amount)/sum(Beg Principal Balance of Liquidated Loans)

Prepayment - Voluntary Prepayments

Filing Compare · MERRILL LYNCH MORTGAGE INVESTORS TRUST, SERIES 2005-NC1