8-K 1 msi05wm5_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 MORGAN STANLEY ABS CAPITAL I, INC. Mortgage Pass-Through Certificates, Series 2005-WM5 (Exact name of registrant as specified in its charter) New York (governing law of 333-121914-04 Pooling and Servicing Agreement) (Commission 54-2176766 (State or other File Number) 54-2176767 jurisdiction 54-6671951 of Incorporation) IRS EIN c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Road Columbia, MD 21045 (Address of principal executive offices) (Zip Code) Registrant's telephone number, including area code: (410) 884-2000 (Former name or former address, if changed since last report) Check the appropriate box below if the Form 8-K filing is intended to simultaneously satisfy the filing obligation of the registrant under any of the following provisions (see General Instruction A.2. below): [ ] Written communications pursuant to Rule 425 under the Securities Act (17 CFR 230.425) [ ] Soliciting material pursuant to Rule 14a-12 under the Exchange Act (17 CFR 240.14a-12) [ ] Pre-commencement communications pursuant to Rule 14d-2(b) under the Exchange Act(17 CFR 240.14d-2(b)) [ ] Pre-commencement communications pursuant to Rule 13e-4(c) under the Exchange Act(17 CFR 240.13e-4(c)) ITEM 8.01 Other Events On December 27, 2005 a distribution was made to holders of MORGAN STANLEY ABS CAPITAL I, INC., Mortgage Pass-Through Certificates, Series 2005-WM5 Trust. ITEM 9.01 Financial Statements and Exhibits (c) Exhibits Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2005-WM5 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. MORGAN STANLEY ABS CAPITAL I, INC. Mortgage Pass-Through Certificates, Series 2005-WM5 Trust (Registrant) By: Wells Fargo Bank, N.A. as Trustee 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 Pass-Through Certificates, Series 2005-WM5 Trust, relating to the December 27, 2005 distribution. EX-99.1 Morgan Stanley ABS Capital I Inc Mortgage Pass-Through Certificates Record Date: 11/30/2005 Distribution Date: 12/27/2005 Morgan Stanley ABS Capital I Inc Mortgage Pass-Through Certificates Series 2005-WM5 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

Morgan Stanley ABS Capital I Inc Mortgage Pass-Through Certificates Record Date: 7/29/2005 Distribution Date: 8/25/2005 Morgan Stanley ABS Capital I Inc Mortgage Pass-Through Certificates Series 2005-WM5 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~~ A1-ss 61744CRL2 ~~SEN 3~~4.~~68000~~41125% ~~347~~292,638,~~802~~884.9480 1,~~101~~147,~~628~~469.7458 A1-mz 61744CRM0 ~~SEN 3~~4.~~73000~~46125% 8673,~~910~~160,~~677~~543.3833 ~~279~~290,~~152~~122.2720 A-2a 61744CRN8 ~~SEN 3~~4.~~55000~~28125% ~~446~~333,~~021~~033,~~868~~218.0041 1,~~363~~267,~~464~~376.0741 A-2b 61744CRP3 ~~SEN 3~~4.~~70000~~43125% 148,500,000.00 ~~473~~584,~~137~~925.5000 A-2c 61744CRQ1 ~~SEN 3~~4.~~81000~~54125% 122,378,000.00 ~~401~~493,~~501~~999.8219 M-1 61744CRR9 ~~MEZ 3~~4.~~92000~~65125% 55,456,000.00 ~~187~~229,~~194~~279.8175 M-2 61744CRS7 ~~MEZ 3~~4.~~94000~~67125% 47,213,000.00 ~~160~~196,~~183~~038.2287 M-3 61744CRT5 ~~MEZ 3~~4.~~95000~~68125% 29,227,000.00 99121,~~412~~616.3979 M-4 61744CRU2 ~~MEZ~~ 4.~~10000~~83125% 27,728,000.00 97119,~~895~~076.2436 M-5 61744CRV0 ~~MEZ~~ 4.~~12000~~85125% 24,730,000.00 87106,~~736~~641.5426 M-6 61744CRW8 ~~MEZ~~ 4.~~16000~~89125% 23,232,000.00 83101,~~222~~007.1957 B-1 61744CRX6 ~~SUB 4~~5.~~66000~~39125% 20,983,000.00 84100,~~200~~555.1220 B-2 61744CRY4 ~~SUB 4~~5.~~76000~~49125% 20,983,000.00 86102,~~006~~420.9935 B-3 61744CRZ1 ~~SUB~~ 5.~~21000~~94125% 16,488,000.00 7387,~~971~~074.5896 R MSI5WM5R1 ~~SEN~~ 0.00000% 0.00 0.00 P MSI05WM5P ~~SEN~~ 0.00000% 0.00 ~~470~~873,~~827~~810.4755 X MSI05WM5C ~~SEN~~ 0.00000% 53,957,404.49 32,~~425~~022,~~175~~012.3224 Totals 1,~~471~~289,~~446~~708,~~752~~051.8103 87,~~474~~843,~~710~~426.2728

Certificateholder Distribution Summary (continued) Class Principal Current Ending ~~Cumulative~~Total ~~Principal~~Cummulative Distribution Realized Certificate ~~Total~~Distribution Realized ~~Class Distribution~~ Loss Balance ~~Distribution~~ Losses A1-ss 1017,~~309~~477,~~118~~137.5559 0.00 ~~337~~275,~~329~~161,~~684~~747.3921 1118,~~410~~624,~~747~~607.2917 0.00 A1-mz 24,~~577~~369,~~308~~333.6050 0.00 8468,~~333~~791,~~368~~209.7883 24,~~856~~659,~~460~~455.8770 0.00 A-2a 2233,~~038~~351,~~960~~477.2402 0.00 ~~423~~299,~~982~~681,~~907~~741.7639 2334,~~402~~618,~~424~~853.3143 0.00 A-2b 0.00 0.00 148,500,000.00 ~~473~~584,~~137~~925.5000 0.00 A-2c 0.00 0.00 122,378,000.00 ~~401~~493,~~501~~999.8219 0.00 M-1 0.00 0.00 55,456,000.00 ~~187~~229,~~194~~279.8175 0.00 M-2 0.00 0.00 47,213,000.00 ~~160~~196,~~183~~038.2287 0.00 M-3 0.00 0.00 29,227,000.00 99121,~~412~~616.3979 0.00 M-4 0.00 0.00 27,728,000.00 97119,~~895~~076.2436 0.00 M-5 0.00 0.00 24,730,000.00 87106,~~736~~641.5426 0.00 M-6 0.00 0.00 23,232,000.00 83101,~~222~~007.1957 0.00 B-1 0.00 0.00 20,983,000.00 84100,~~200~~555.1220 0.00 B-2 0.00 0.00 20,983,000.00 86102,~~006~~420.9935 0.00 B-3 0.00 0.00 16,488,000.00 7387,~~971~~074.5896 0.00 R 0.00 0.00 0.00 0.00 0.00 P 0.00 0.00 0.00 ~~470~~873,~~827~~810.4755 0.00 X 0.00 0.00 53,957,404.49 32,~~425~~022,~~175~~012.3224 0.00 Totals 3455,~~925~~197,~~387~~948.3911 0.00 1,~~436~~234,~~521~~510,~~365~~102.4292 4363,~~400~~041,~~097~~374.6639 0.00 ~~All distributions required by the Pooling and Servicing Agreement have been calculated by the Certificate Administrator on behalf of the Trustee.~~ This report has been compiled from information provided to Wells Fargo Bank, N.A., by various third parties, which may include the Servicer, Master Servicer, Special Servicer and others. Wells Fargo Bank, N.A., has not independently confirmed the accuracy of information received from these third parties and assumes no duty to do so. Wells Fargo Bank, N.A., expressly disclaims any responsibility for the accuracy or completeness of information furnished by third parties.

Principal Distribution Statement Class Original Beginning Scheduled ~~Unscheduled~~UnScheduled Accretion Realized Face Certificate Principal Principal ~~Realized~~Loss ~~Class~~ Amount Balance Distribution Distribution ~~Accretion Loss (1)~~ A1-ss 355,952,000.00 ~~347~~292,638,~~802~~884.9480 0.00 1017,~~309~~477,~~118~~137.5559 0.00 0.00 A1-mz 88,989,000.00 8673,~~910~~160,~~677~~543.3833 0.00 24,~~577~~369,~~308~~333.6050 0.00 0.00 A-2a 463,000,000.00 ~~446~~333,~~021~~033,~~868~~218.0041 0.00 2233,~~038~~351,~~960~~477.2402 0.00 0.00 A-2b 148,500,000.00 148,500,000.00 0.00 0.00 0.00 0.00 A-2c 122,378,000.00 122,378,000.00 0.00 0.00 0.00 0.00 M-1 55,456,000.00 55,456,000.00 0.00 0.00 0.00 0.00 M-2 47,213,000.00 47,213,000.00 0.00 0.00 0.00 0.00 M-3 29,227,000.00 29,227,000.00 0.00 0.00 0.00 0.00 M-4 27,728,000.00 27,728,000.00 0.00 0.00 0.00 0.00 M-5 24,730,000.00 24,730,000.00 0.00 0.00 0.00 0.00 M-6 23,232,000.00 23,232,000.00 0.00 0.00 0.00 0.00 B-1 20,983,000.00 20,983,000.00 0.00 0.00 0.00 0.00 B-2 20,983,000.00 20,983,000.00 0.00 0.00 0.00 0.00 B-3 16,488,000.00 16,488,000.00 0.00 0.00 0.00 0.00 R 0.00 0.00 0.00 0.00 0.00 0.00 P 0.00 0.00 0.00 0.00 0.00 0.00 X 0.00 53,957,404.49 0.00 0.00 0.00 0.00 Totals 1,444,859,000.00 1,~~471~~289,~~446~~708,~~752~~051.8103 0.00 3455,~~925~~197,~~387~~948.3911 0.00 0.00 ~~(1) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.~~

Principal Distribution Statement (continued) Class Total Ending Ending Total Principal Certificate Certificate Principal ~~Class~~ Reduction Balance Percentage Distribution A1-ss 1017,~~309~~477,~~118~~137.5559 ~~337~~275,~~329~~161,~~684~~747.3921 0.~~94768307~~773030 1017,~~309~~477,~~118~~137.5559 A1-mz 24,~~577~~369,~~308~~333.6050 8468,~~333~~791,~~368~~209.7883 0.~~94768307~~773030 24,~~577~~369,~~308~~333.6050 A-2a 2233,~~038~~351,~~960~~477.2402 ~~423~~299,~~982~~681,~~907~~741.7639 0.~~91572982~~647261 2233,~~038~~351,~~960~~477.2402 A-2b 0.00 148,500,000.00 1.~~00000000~~000000 0.00 A-2c 0.00 122,378,000.00 1.~~00000000~~000000 0.00 M-1 0.00 55,456,000.00 1.~~00000000~~000000 0.00 M-2 0.00 47,213,000.00 1.~~00000000~~000000 0.00 M-3 0.00 29,227,000.00 1.~~00000000~~000000 0.00 M-4 0.00 27,728,000.00 1.~~00000000~~000000 0.00 M-5 0.00 24,730,000.00 1.~~00000000~~000000 0.00 M-6 0.00 23,232,000.00 1.~~00000000~~000000 0.00 B-1 0.00 20,983,000.00 1.~~00000000~~000000 0.00 B-2 0.00 20,983,000.00 1.~~00000000~~000000 0.00 B-3 0.00 16,488,000.00 1.~~00000000~~000000 0.00 R 0.00 0.00 0.~~00000000~~000000 0.00 P 0.00 0.00 0.~~00000000~~000000 0.00 X 0.00 53,957,404.49 0.~~00000000~~000000 0.00 Totals 3455,~~925~~197,~~387~~948.3911 1,~~436~~234,~~521~~510,~~365~~102.4292 0.~~99422945~~854416 3455,~~925~~197,~~387~~948.3911

Principal Distribution Factors Statement Class Original Beginning Scheduled ~~Unscheduled~~UnScheduled Accretion Face Certificate Principal Principal ~~Class (2)~~ Amount Balance Distribution Distribution ~~Accretion~~ A1-ss 355,952,000.00 ~~976~~822.~~64517390~~130188 0.~~00000000~~000000 2849.~~96210318~~099703 0.~~00000000~~000000 A1-mz 88,989,000.00 ~~976~~822.~~64517390~~130188 0.~~00000000~~000000 2849.~~96210318~~099703 0.~~00000000~~000000 A-2a 463,000,000.00 ~~963~~719.~~33016847~~294208 0.~~00000000~~000000 4772.~~60034609~~033428 0.~~00000000~~000000 A-2b 148,500,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 A-2c 122,378,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 M-1 55,456,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 M-2 47,213,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 M-3 29,227,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 M-4 27,728,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 M-5 24,730,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 M-6 23,232,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 B-1 20,983,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 B-2 20,983,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 B-3 16,488,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 R 0.00 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 P 0.00 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 X 0.00 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000

Principal Distribution Factors Statement (continued) Class Realized Total Ending Ending Total ~~Realized~~Loss Principal Certificate Certificate Principal ~~Class Loss (3)~~ Reduction Balance Percentage Distribution A1-ss 0.~~00000000~~000000 2849.~~96210318~~099703 ~~947~~773.~~68307072~~030485 0.~~94768307~~773030 2849.~~96210318~~099703 A1-mz 0.~~00000000~~000000 2849.~~96210318~~099703 ~~947~~773.~~68307072~~030485 0.~~94768307~~773030 2849.~~96210318~~099703 A-2a 0.~~00000000~~000000 4772.~~60034609~~033428 ~~915~~647.~~72982238~~260781 0.~~91572982~~647261 4772.~~60034609~~033428 A-2b 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 A-2c 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 M-1 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 M-2 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 M-3 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 M-4 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 M-5 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 M-6 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 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 R 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 P 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 X 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000 (3) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.~~000000

Interest Distribution Statement ~~Beginning~~Class ~~Payment~~Accrual ofAccrual ~~Original~~ Current ~~Certificate/~~Beginning Current ~~Unpaid~~Payment ~~Current~~of ~~Face~~Dates Days Certificate ~~Notional~~Certificate/ Accrued ~~Interest~~Unpaid Interest ~~Class Amount~~ Rate Notional Balance Interest Shortfall ~~Shortfall~~ A1-ss ~~355,952,000.00~~11/25/05 3- 12/26/05 32 4.~~68000~~41125% ~~347~~292,638,~~802~~884.9480 1,~~101~~147,~~628~~469.7458 0.00 ~~0.00~~ A1-mz ~~88,989,000.00~~11/25/05 3- 12/26/05 32 4.~~73000~~46125% 8673,~~910~~160,~~677~~543.3833 ~~279~~290,~~152~~122.2720 0.00 ~~0.00~~ A-2a ~~463,000,000.00~~11/25/05 3- 12/26/05 32 4.~~55000~~28125% ~~446~~333,~~021~~033,~~868~~218.0041 1,~~363~~267,~~464~~376.0741 0.00 ~~0.00~~ A-2b ~~148,500,000.00~~11/25/05 3- 12/26/05 32 4.~~70000~~43125% 148,500,000.00 ~~473~~584,~~137~~925.~~50 0.~~00 0.00 A-2c ~~122,378,000.00~~11/25/05 3- 12/26/05 32 4.~~81000~~54125% 122,378,000.00 ~~401~~493,~~501~~999.8219 0.00 ~~0.00~~ M-1 ~~55,456,000.00~~11/25/05 3- 12/26/05 32 4.~~92000~~65125% 55,456,000.00 ~~187~~229,~~194~~279.8175 0.00 ~~0.00~~ M-2 ~~47,213,000.00~~11/25/05 3- 12/26/05 32 4.~~94000~~67125% 47,213,000.00 ~~160~~196,~~183~~038.2287 0.00 ~~0.00~~ M-3 ~~29,227,000.00~~11/25/05 3- 12/26/05 32 4.~~95000~~68125% 29,227,000.00 99121,~~412~~616.3979 0.00 ~~0.00~~ M-4 ~~27,728,000.00~~11/25/05 - 12/26/05 32 4.~~10000~~83125% 27,728,000.00 97119,~~895~~076.2436 0.00 ~~0.00~~ M-5 ~~24,730,000.00~~11/25/05 - 12/26/05 32 4.~~12000~~85125% 24,730,000.00 87106,~~736~~641.5426 0.00 ~~0.00~~ M-6 ~~23,232,000.00~~11/25/05 - 12/26/05 32 4.~~16000~~89125% 23,232,000.00 83101,~~222~~007.1957 0.00 ~~0.00~~ B-1 ~~20,983,000.00~~11/25/05 4- 12/26/05 32 5.~~66000~~39125% 20,983,000.00 84100,~~200~~555.1220 0.00 ~~0.00~~ B-2 ~~20,983,000.00~~11/25/05 4- 12/26/05 32 5.~~76000~~49125% 20,983,000.00 86102,~~006~~420.9935 0.00 ~~0.00~~ B-3 ~~16,488,000.00~~11/25/05 - 12/26/05 32 5.~~21000~~94125% 16,488,000.00 7387,~~971~~074.5896 0.00 ~~0.00~~ R ~~0.00~~N/A N/A 0.00000% 0.00 0.00 0.00 ~~0.00~~ P ~~0.00~~N/A N/A 0.00000% 0.00 0.00 0.00 ~~0.00~~ X ~~0.00~~N/A N/A 0.00000% 1,~~525~~343,~~404~~665,~~157~~455.6381 0.00 0.00 ~~0.00~~ Totals ~~1,444,859,000.00~~ 4,~~578~~947,~~707~~603.4849 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 A1-ss 0.00 0.00 1,~~101~~147,~~628~~469.7458 0.00 ~~337~~275,~~329~~161,~~684~~747.3921 A1-mz 0.00 0.00 ~~279~~290,~~152~~122.2720 0.00 8468,~~333~~791,~~368~~209.7883 A-2a 0.00 0.00 1,~~363~~267,~~464~~376.0741 0.00 ~~423~~299,~~982~~681,~~907~~741.7639 A-2b 0.00 0.00 ~~473~~584,~~137~~925.5000 0.00 148,500,000.00 A-2c 0.00 0.00 ~~401~~493,~~501~~999.8219 0.00 122,378,000.00 M-1 0.00 0.00 ~~187~~229,~~194~~279.8175 0.00 55,456,000.00 M-2 0.00 0.00 ~~160~~196,~~183~~038.2287 0.00 47,213,000.00 M-3 0.00 0.00 99121,~~412~~616.3979 0.00 29,227,000.00 M-4 0.00 0.00 97119,~~895~~076.2436 0.00 27,728,000.00 M-5 0.00 0.00 87106,~~736~~641.5426 0.00 24,730,000.00 M-6 0.00 0.00 83101,~~222~~007.1957 0.00 23,232,000.00 B-1 0.00 0.00 84100,~~200~~555.1220 0.00 20,983,000.00 B-2 0.00 0.00 86102,~~006~~420.9935 0.00 20,983,000.00 B-3 0.00 0.00 7387,~~971~~074.5896 0.00 16,488,000.00 R 0.00 0.00 0.00 0.00 0.00 P 0.00 0.00 ~~470~~873,~~827~~810.4755 0.00 0.00 X 0.00 0.00 32,~~425~~022,~~175~~012.3224 0.00 1,~~490~~288,~~478~~467,~~770~~507.2369 Totals 0.00 0.00 87,~~474~~843,~~710~~426.2728 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~~ A1-ss 11/25/05 - 12/26/05 355,952,000.00 34.~~68000~~41125% ~~976~~822.~~64517390~~130188 3.~~09488004~~223664 0.~~00000000~~000000 ~~0.00000000~~ A1-mz 11/25/05 - 12/26/05 88,989,000.00 34.~~73000~~46125% ~~976~~822.~~64517390~~130188 3.~~13693007~~260203 0.~~00000000~~000000 ~~0.00000000~~ A-2a 11/25/05 - 12/26/05 463,000,000.00 34.~~55000~~28125% ~~963~~719.~~33016847~~294208 2.~~94484680~~737314 0.~~00000000~~000000 ~~0.00000000~~ A-2b 11/25/05 - 12/26/05 148,500,000.00 34.~~70000~~43125% 1000.~~00000000~~000000 3.~~18611111~~938889 0.~~00000000~~000000 ~~0.00000000~~ A-2c 11/25/05 - 12/26/05 122,378,000.00 34.~~81000~~54125% 1000.~~00000000~~000000 34.~~28083332~~036667 0.~~00000000~~000000 ~~0.00000000~~ M-1 11/25/05 - 12/26/05 55,456,000.00 34.~~92000~~65125% 1000.~~00000000~~000000 34.~~37555558~~134444 0.~~00000000~~000000 ~~0.00000000~~ M-2 11/25/05 - 12/26/05 47,213,000.00 34.~~94000~~67125% 1000.~~00000000~~000000 34.~~39277784~~152222 0.~~00000000~~000000 ~~0.00000000~~ M-3 11/25/05 - 12/26/05 29,227,000.00 34.~~95000~~68125% 1000.~~00000000~~000000 34.~~40138878~~161111 0.~~00000000~~000000 ~~0.00000000~~ M-4 11/25/05 - 12/26/05 27,728,000.00 4.~~10000~~83125% 1000.~~00000000~~000000 34.~~53055540~~294445 0.~~00000000~~000000 ~~0.00000000~~ M-5 11/25/05 - 12/26/05 24,730,000.00 4.~~12000~~85125% 1000.~~00000000~~000000 34.~~54777760~~312222 0.~~00000000~~000000 ~~0.00000000~~ M-6 11/25/05 - 12/26/05 23,232,000.00 4.~~16000~~89125% 1000.~~00000000~~000000 34.~~58222237~~347778 0.~~00000000~~000000 ~~0.00000000~~ B-1 11/25/05 - 12/26/05 20,983,000.00 45.~~66000~~39125% 1000.~~00000000~~000000 4.~~01277796~~792222 0.~~00000000~~000000 ~~0.00000000~~ B-2 11/25/05 - 12/26/05 20,983,000.00 45.~~76000~~49125% 1000.~~00000000~~000000 4.~~09888910~~881111 0.~~00000000~~000000 ~~0.00000000~~ B-3 11/25/05 - 12/26/05 16,488,000.00 5.~~21000~~94125% 1000.~~00000000~~000000 45.~~48638889~~281111 0.~~00000000~~000000 ~~0.00000000~~ R N/A 0.00 0.00000% 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 ~~0.00000000~~ P N/A 0.00 0.00000% 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 ~~0.00000000~~ X N/A 0.00 0.00000% 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000 0.00000000 (5) Per $1 denomination.~~000000

Interest Distribution Factors Statement (continued) ~~Remaining~~Class ~~Ending~~Current Non-Supported Total Remaining Unpaid ~~Certificate/~~Ending Interest ~~Realized~~Interest Interest Interest ~~Notional~~Certificate/ ~~Class~~ Shortfall ~~Losses~~ (61) Shortfall Distribution Shortfall(2) Notional Balance A1-ss 0.~~00000000~~000000 0.~~00000000~~000000 3.~~09488004~~223664 0.~~00000000~~000000 ~~947~~773.~~68307072~~030485 A1-mz 0.~~00000000~~000000 0.~~00000000~~000000 3.~~13693007~~260203 0.~~00000000~~000000 ~~947~~773.~~68307072~~030485 A-2a 0.~~00000000~~000000 0.~~00000000~~000000 2.~~94484680~~737314 0.~~00000000~~000000 ~~915~~647.~~72982238~~260781 A-2b 0.~~00000000~~000000 0.~~00000000~~000000 3.~~18611111~~938889 0.~~00000000~~000000 1000.~~00000000~~000000 A-2c 0.~~00000000~~000000 0.~~00000000~~000000 34.~~28083332~~036667 0.~~00000000~~000000 1000.~~00000000~~000000 M-1 0.~~00000000~~000000 0.~~00000000~~000000 34.~~37555558~~134444 0.~~00000000~~000000 1000.~~00000000~~000000 M-2 0.~~00000000~~000000 0.~~00000000~~000000 34.~~39277784~~152222 0.~~00000000~~000000 1000.~~00000000~~000000 M-3 0.~~00000000~~000000 0.~~00000000~~000000 34.~~40138878~~161111 0.~~00000000~~000000 1000.~~00000000~~000000 M-4 0.~~00000000~~000000 0.~~00000000~~000000 34.~~53055540~~294445 0.~~00000000~~000000 1000.~~00000000~~000000 M-5 0.~~00000000~~000000 0.~~00000000~~000000 34.~~54777760~~312222 0.~~00000000~~000000 1000.~~00000000~~000000 M-6 0.~~00000000~~000000 0.~~00000000~~000000 34.~~58222237~~347778 0.~~00000000~~000000 1000.~~00000000~~000000 B-1 0.~~00000000~~000000 0.~~00000000~~000000 4.~~01277796~~792222 0.~~00000000~~000000 1000.~~00000000~~000000 B-2 0.~~00000000~~000000 0.~~00000000~~000000 4.~~09888910~~881111 0.~~00000000~~000000 1000.~~00000000~~000000 B-3 0.~~00000000~~000000 0.~~00000000~~000000 45.~~48638889~~281111 0.~~00000000~~000000 1000.~~00000000~~000000 R 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 P 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 X 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 (61,2) Amount ~~Does~~also ~~Not~~includes ~~Include~~coupon ~~Excess~~cap ~~Special Hazard, Bankruptcy,~~or ~~Fraud~~basis ~~Losses~~risk ~~Unless~~shortfalls,if ~~Otherwise Disclosed~~applicable. ~~Please~~Per ~~Refer~~$1 ~~to the Prospectus Supplement for a Full Description~~denomination.

CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 4262,~~873~~160,~~759~~542.4722 ~~Liquidations,~~Reserve ~~Insurance~~Funds ~~Proceeds,~~and ~~Reserve~~Credit ~~Funds~~Enhancements 0.00 Proceeds from Repurchased Loans 0.00 ~~Other Amounts (~~Servicer Advances) ~~672~~946,~~905~~786.2610 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties ~~470~~873,~~827~~810.4754 Swap/Cap Payments 0.00 Total Deposits 4463,~~017~~981,~~492~~138.2086 Withdrawals Swap Payments 0.00 Reserve Funds and Credit Enhancements 0.00 Reimbursement for Servicer Advances 0404,527.0072 ~~Payment~~Total ofAdministration ~~Service~~Fees ~~Fee 617~~535,~~394~~236.5475 Payment of Interest and Principal 4363,~~400~~041,~~097~~374.6639 Total Withdrawals (Pool Distribution Amount) 4463,~~017~~981,~~492~~138.2086 Ending Balance 0.00

~~SERVICING~~ADMINISTRATION FEES Gross Servicing Fee* ~~613~~531,~~102~~475.8210 Trustee Fee 43,~~291~~761.7265 Supported Prepayment/Curtailment Interest Shortfall 0.00 ~~Net~~Total ~~Servicing~~Administration ~~Fee~~Fees ~~617~~535,~~394~~236.5475 *Servicer Payees include: COUNTRYWIDE HOME LOANS INC.

~~OTHER~~Reserve ~~ACCOUNTS~~Accounts Account Name Beginning Current Withdrawals Current Deposits Ending ~~Account Type~~ Balance ~~Withdrawals Deposits~~ Balance Reserve Fund 0.00 0.00 0.00 0.00 Reserve Fund 0.00 0.00 0.00 0.00 Reserve Fund 0.00 0.00 0.00 0.00

~~LOAN~~COLLATERAL ~~STATUS~~STATEMENT ~~STRATIFICATION/CREDIT~~Collateral ~~ENHANCEMENT~~Description ~~STATEMENT~~Mixed ~~DELINQUENT~~Fixed ~~BANKRUPTCY~~Weighted ~~FORECLOSURE~~Average ~~REO~~Gross ~~Total~~Coupon No6.982893% ofWeighted ~~Loans~~Average NoNet ofCoupon ~~Loans~~6.488385% NoWeighted ofAverage ~~Loans~~Pass-Through NoRate of6.484885% ~~Loans~~Weighted NoAverage ofRemaining ~~Loans~~Term ~~Principal~~333 ~~Balance~~Beginning ~~Principal~~Scheduled ~~Balance~~Collateral ~~Principal~~Loan ~~Balance~~Count ~~Principal~~7,093 ~~Balance~~Number ~~Principal~~Of ~~Balance~~Loans ~~0-29~~Paid ~~Days~~In 0Full 0265 1Ending 1Scheduled ~~0.00~~Collateral ~~0.00~~Loan ~~75,747.02~~Count 756,~~747.02~~828 30Beginning ~~Days~~Scheduled ~~427~~Collateral 0Balance ~~0 0 427 78~~1,~~107~~289,~~625.13 0.00 0.00 0.00 78~~708,~~107,625~~051.1303 60Ending ~~Days~~Scheduled ~~106~~Collateral 0Balance ~~0 0 106 18~~1,~~737~~234,~~523.74 0.00 0.00 0.00 18~~510,~~737,523~~102.7492 90Ending ~~Days~~Actual 37Collateral 0Balance 0at 030-Nov-2005 ~~37 6~~1,~~765~~235,~~238~~336,539.3070 ~~0.00~~Monthly ~~0.00~~P&I ~~0.00~~Constant 68,~~765~~276,~~238~~421.3087 ~~120~~Special ~~Days~~Servicing 1Fee 0.00 0Prepayment 0Penalty 1Waived ~~22,400.00~~Amount 0.00 ~~0.00~~Prepayment ~~0.00~~Penalty ~~22,400.00~~Waived ~~150~~Count ~~Days~~ 0 0Prepayment 0Penalty 0Paid 0Amount 0873,810.0054 ~~0.00~~Prepayment ~~0.00~~Penalty ~~0.00~~Paid ~~0.00~~Count ~~180+~~Not ~~Days~~Available 0Realized 0Loss 0Amount 0 ~~0 0~~.00 ~~0.00~~Cumulative ~~0.00~~Realized ~~0.00~~Loss 0.00 ~~Totals~~Scheduled ~~571~~Principal ~~0 0 1 572 103~~771,~~632,787~~511.1703 ~~0.00~~Unscheduled ~~0.00~~Principal 7554,~~747.02 103~~426,~~708,534~~437.1908 NoExtra ofprincipal ~~Loans~~distribution NoAmount ~~of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance~~ 0~~-29 Days 0~~.~~000000%~~00 ~~0.000000%~~Excess ~~0.012863%~~Cash ~~0.012863%~~Amount 02,022,012.000000% 0.000000% 0.005270% 0.005270% 30 Days 5.492668% 0.000000% 0.000000% 0.000000% 5.492668% 5.434391% 0.000000% 0.000000% 0.000000% 5.434391% 60 Days 1.363519% 0.000000% 0.000000% 0.000000% 1.363519% 1.303676% 0.000000% 0.000000% 0.000000% 1.303676% 90 Days 0.475945% 0.000000% 0.000000% 0.000000% 0.475945% 0.470696% 0.000000% 0.000000% 0.000000% 0.470696% 120 Days 0.012863% 0.000000% 0.000000% 0.000000% 0.012863% 0.001558% 0.000000% 0.000000% 0.000000% 0.001558% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 7.344996% 0.000000% 0.000000% 0.012863% 7.357860% 7.210321% 0.000000% 0.000000% 0.005270% 7.215591%24

~~DELINQUENT~~Group ~~BANKRUPTCY~~Level ~~FORECLOSURE~~Collateral ~~REO~~Statement ~~Total~~Group 1 No2 of3 ~~Loans~~Collateral NoDescription ofMixed ~~Loans~~Fixed NoMixed ofFixed ~~Loans~~Mixed NoFixed ofWeighted ~~Loans~~Average NoCoupon ofRate ~~Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0~~8.00139318 06.00795390 08.00810963 ~~0.00~~Weighted 30Average ~~Days~~Net 61Rate ~~0 0 0 61 4,056,155~~7.93647604 06.00299297 08.00314689 ~~0.00~~Weighted ~~4,056,155.93~~Average 60Remaining ~~Days~~Term 15260 0352 0239 0Beginning 15Loan ~~706~~Count 1,~~149.68~~454 ~~0.00 0.00 0.00 706~~2,~~149.68~~214 ~~90 Days 4 0 0 0 4 371~~1,~~551.09~~259 ~~0.00~~Loans ~~0.00~~Paid ~~0.00~~In ~~371,551.09~~Full ~~120~~47 ~~Days~~92 142 0Ending 0Loan 0Count 1 22,~~400.00~~407 ~~0.00 0.00 0.00 22~~2,~~400.00~~122 ~~150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 81 0 0 0 81 5~~1,~~156,256.70~~217 ~~0.00~~Beginning ~~0.00~~Scheduled 0.00 5,156,256.70 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 3.945666% 0.000000% 0.000000% 0.000000% 3.945666% 3.668802% 0.000000% 0.000000% 0.000000% 3.668802% 60 Days 0.970246% 0.000000% 0.000000% 0.000000% 0.970246% 0.638714% 0.000000% 0.000000% 0.000000% 0.638714% 90 Days 0.258732% 0.000000% 0.000000% 0.000000% 0.258732% 0.336069% 0.000000% 0.000000% 0.000000% 0.336069% 120 Days 0.064683% 0.000000% 0.000000% 0.000000% 0.064683% 0.020261% 0.000000% 0.000000% 0.000000% 0.020261% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 5.239327% 0.000000% 0.000000% 0.000000% 5.239327% 4.663845% 0.000000% 0.000000% 0.000000% 4.663845% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 2 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance ~~Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 133 0 0 0 133 22~~103,~~803~~170,~~408~~869.7826 ~~0.00 0.00 0.00 22~~383,~~803~~411,~~408~~374.7843 ~~60 Days 41 0 0 0 41 7~~128,~~139~~540,~~116~~894.7139 ~~0.00~~Ending ~~0.00~~Scheduled ~~0.00~~Balance 7100,~~139~~244,~~116~~007.7118 ~~90 Days 8 0 0 0 8 1~~364,~~196~~491,~~160~~765.5842 ~~0.00 0.00 0.00 1~~124,~~196~~713,~~160~~086.5859 ~~120~~Record ~~Days~~Date 011/30/2005 011/30/2005 011/30/2005 0Principal 0And ~~0.00~~Interest ~~0.00~~Constant 0793,577.0041 ~~0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 182 0 0 0 182 31~~2,~~138~~433,~~686~~662.0724 ~~0.00 0.00 0.00 31~~1,~~138~~037,~~686~~072.0724 ~~0-29~~Scheduled Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 5.441899% 0.000000% 0.000000% 0.000000% 5.441899% 5.275798% 0.000000% 0.000000% 0.000000% 5.275798% 60 Days 1.677578% 0.000000% 0.000000% 0.000000% 1.677578% 1.651707% 0.000000% 0.000000% 0.000000% 1.651707% 90 Days 0.327332% 0.000000% 0.000000% 0.000000% 0.327332% 0.276744% 0.000000% 0.000000% 0.000000% 0.276744% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 7.446809% 0.000000% 0.000000% 0.000000% 7.446809% 7.204249% 0.000000% 0.000000% 0.000000% 7.204249% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 3 No of Loans No of Loans No of Loans No of Loans No of Loans Principal ~~Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 1 1 0~~93,793.0066 ~~0.00 75~~262,~~747~~470.0270 7593,~~747~~264.0268 30Unscheduled ~~Days~~Principal ~~95 0 0 0 95 8~~2,~~200~~833,~~862~~068.0042 ~~0.00 0.00 0.00 8~~18,~~200~~657,~~862~~138.0031 ~~60 Days 16 0 0 0 16 1~~3,~~010~~734,~~912~~543.9812 ~~0.00~~Scheduled ~~0.00~~Interest 0699,783.0075 12,~~010~~171,~~912~~191.9854 ~~90 Days 11 0 0 0 11 884~~943,~~085~~807.3056 ~~0.00~~Servicing ~~0.00~~Fee 042,275.0043 ~~884~~158,~~085~~506.3039 ~~120 Days 0 0 0 0 0 0~~53,159.0058 ~~0.00~~Master ~~0.00~~Servicing ~~0.00~~Fee 0.00 ~~150 Days~~ 0 ~~0 0 0 0 0~~.00 0.00 ~~0.00~~Trustee ~~0.00~~Fee 0300.0092 ~~180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 122 0 0~~ 1 ~~123 10~~,~~095,860~~118.28 0374.0091 ~~0.00~~FRY ~~75,747.02~~Amount ~~10,171,607.30~~ 0~~-29 Days 0~~.000000% 0.000000% 0.071788% 0.071788% 0.000000% 0.000000% 0.053840% 0.053840% 30 Days 6.819813% 0.000000% 0.000000% 0.000000% 6.819813% 5.829073% 0.000000% 0.000000% 0.000000% 5.829073% 60 Days 1.148600% 0.000000% 0.000000% 0.000000% 1.148600% 0.718545% 0.000000% 0.000000% 0.000000% 0.718545% 90 Days 0.789663% 0.000000% 0.000000% 0.000000% 0.789663% 0.628397% 0.000000% 0.000000% 0.000000% 0.628397% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 8.758076% 0.000000% 0.000000% 0.071788% 8.829864% 7.176015% 0.000000% 0.000000% 0.053840% 7.229855% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 4 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 ~~0.00~~Special 30Hazard ~~Days~~Fee ~~138~~ 0 ~~0 0 138 43,047,198~~.~~42 0.~~00 0.00 0.00 ~~43,047,198.42~~Other 60Fee ~~Days 34~~ 0 ~~0 0 34 9,881,344~~.~~37 0.~~00 0.00 0.00 ~~9,881,344.37~~Pool 90Insurance ~~Days~~Fee 14 0 ~~0 0 14 4,313,441~~.~~33 0.~~00 0.00 0.00 ~~4,313,441.33~~Spread ~~120~~1 ~~Days~~ 0 ~~0 0 0 0 0~~.00 0.00 0.00 ~~0.00~~Spread ~~0.00~~2 ~~150 Days~~ 0 ~~0 0 0 0 0~~.00 0.00 0.00 ~~0.00~~Spread ~~0.00~~3 ~~180+ Days~~ 0 ~~0 0 0 0 0~~.00 0.00 0.00 ~~0.00~~Net ~~0.00~~Interest ~~Totals 186 0 0 0 186 57~~657,~~241,984~~207.1240 ~~0.00 0.00 0.00 57~~2,~~241~~011,~~984~~566.1287 ~~0-29 Days 0~~890,273.~~000000%~~07 ~~0.000000%~~Realized ~~0.000000%~~Loss ~~0.000000%~~Amount 0.~~000000%~~00 0.~~000000%~~00 0.~~000000%~~00 ~~0.000000%~~Cumulative 30Realized ~~Days~~Loss ~~5.771644%~~ 0.~~000000%~~00 0.~~000000%~~00 0.~~000000%~~00 ~~5.771644%~~Percentage ~~5.710615%~~of ~~0.000000%~~Cumulative ~~0.000000%~~Losses 0.~~000000%~~0000 ~~5.710615% 60 Days 1.421999%~~ 0.~~000000%~~0000 0.~~000000%~~0000 ~~0.000000%~~Prepayment ~~1.421999%~~Penalty ~~1.310853%~~Waived ~~0.000000%~~Amount 0.~~000000%~~00 0.~~000000%~~00 ~~1.310853% 90 Days~~ 0.~~585529%~~00 ~~0.000000%~~Prepayment ~~0.000000%~~Penalty ~~0.000000%~~Waived ~~0.585529%~~Count 0~~.572218%~~ 0~~.000000%~~ 0~~.000000%~~ ~~0.000000%~~Prepayment ~~0.572218%~~Penalty ~~120~~Paid ~~Days~~Amount ~~0.000000%~~Not ~~0.000000%~~Available ~~0.000000%~~Not ~~0.000000%~~Available ~~0.000000%~~Not ~~0.000000%~~Available ~~0.000000%~~Prepayment ~~0.000000%~~Penalty ~~0.000000%~~Paid ~~0.000000%~~Count ~~150~~Not ~~Days~~Available ~~0.000000%~~Not ~~0.000000%~~Available ~~0.000000%~~Not ~~0.000000%~~Available ~~0.000000%~~Special ~~0.000000%~~Servicing ~~0.000000%~~Fee 0.~~000000%~~00 0.~~000000%~~00 0.~~000000%~~00 ~~180+~~Pass-Through ~~Days~~Rate ~~0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals~~ 7.~~779172%~~644104 06.~~000000%~~295797 08.~~000000% 0.000000% 7.779172% 7.593687% 0.000000% 0.000000% 0.000000% 7.593687%~~311189

~~OTHER~~Group ~~INFORMATION~~Level ~~Current~~Collateral ~~Period~~Statement ~~Class~~Group A4 ~~Insufficient~~Total ~~Funds~~Collateral Description Mixed Fixed Mixed Fixed Weighted Average Coupon Rate 6.564264 6.982893 Weighted Average Net Rate 6.070567 6.488385 Weighted Average Remaining Term 352 333 Beginning Loan Count 2,166 7,093 Loans Paid In Full 84 265 Ending Loan Count 2,082 6,828 Beginning Scheduled Balance 674,584,912.95 1,289,708,051.03 Ending scheduled Balance 645,061,243.73 1,234,510,102.92 Record Date 11/30/2005 11/30/2005 Principal And Interest Constant 4,012,109.98 8,276,421.87 Scheduled Principal 321,981.99 771,511.03 Unscheduled Principal 29,201,687.23 54,426,437.08 Scheduled Interest 3,690,127.99 7,504,910.84 Servicing Fee 277,533.70 531,475.10 Master Servicing Fee 0.00 ~~Principal~~0.00 ~~Balance~~Trustee ofFee ~~Contaminated~~1,967.54 ~~Properties~~3,761.65 FRY Amount 0.00 ~~Periodic~~0.00 ~~Advance~~Special ~~672~~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 3,~~905~~410,626.2675 6,969,674.09 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount Not Available 873810.54 Prepayment Penalty Paid Count Not Available Not Available Special Servicing Fee 0.00 0.00 Pass-Through Rate 6.067067 6.484885

~~Summary~~Additional 12Reporting ~~Month REO History* New REO Loans Month REO Percentage Loans in REO 1 Sep~~-04 ~~0.000%~~Deal ~~Original~~Level ~~Principal~~Miscellaneous ~~Balance~~Reporting ~~76,000.00~~Specified ~~Oct-04~~Overcollateralization ~~0.000%~~Amount ~~Current Principal Balance 75~~53,~~747.02 Nov-04 0.000% Dec-04 0.000% Current REO Total Jan-05 0.000% Loans in REO 1 Feb-05 0.000% Original Principal Balance 76~~957,~~000~~404.0049 ~~Mar-05~~Overcollateralization ~~0.000%~~Amount ~~Current Principal Balance 75~~53,~~747~~957,404.0249 ~~Apr-05~~Excess ~~0.000%~~Cash May-05 0.000% Jun-05 0.000% Jul-05 0.000% Aug-05 0.005% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 1 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Sep-04 0.000% Original Principal Balance 0.00 Oct-04 0.000% Current Principal Balance 0.00 Nov-04 0.000% Dec-04 0.000% Current REO Total Jan-05 0.000% Loans in REO 0 Feb-05 0.000% Original Principal Balance 0.00 Mar-05 0.000% Current Principal Balance 0.00 Apr-05 0.000% May-05 0.000% Jun-05 0.000% Jul-05 0.000% Aug-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 2 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Sep-04 0.000% Original Principal Balance 0.00 Oct-04 0.000% Current Principal Balance 0.00 Nov-04 0.000% Dec-04 0.000% Current REO Total Jan-05 0.000% Loans in REO 0 Feb-05 0.000% Original Principal Balance 0.00 Mar-05 0.000% Current Principal Balance 0.00 Apr-05 0.000% May-05 0.000% Jun-05 0.000% Jul-05 0.000% Aug-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 3 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 1 Sep-04 0.000% Original Principal Balance 76,~~000.00 Oct-04 0.000% Current Principal Balance 75~~022,~~747~~012.0224 ~~Nov-04~~Trigger ~~0.000%~~Event ~~Dec-04~~NO ~~0.000%~~Class ~~Current REO Total Jan~~A-~~05 0.000% Loans in REO~~ 1 ~~Feb-05~~CAP ~~0.000%~~Payment ~~Original Principal Balance 76,000.00 Mar-05~~ 0.000% Current Principal Balance 75,747.02 Apr-05 0.000% May-05 0.000% Jun-05 0.000% Jul-05 0.000% Aug-05 0.054% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 4 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Sep-04 0.000% Original Principal Balance 0.00 ~~Oct-04~~Class ~~0.000% Current Principal Balance 0.00 Nov~~A-042 ~~0.000%~~CAP ~~Dec-04~~Payment 0.~~000% Current REO Total Jan-05 0.000% Loans in REO 0 Feb-05 0.000% Original Principal Balance 0.~~00 ~~Mar-05~~Class ~~0.000%~~B ~~Current~~CAP ~~Principal~~Payment ~~Balance~~ 0.00 ~~Apr-05~~Class ~~0.000%~~M ~~May-05~~CAP ~~0.000%~~Payment ~~Jun-05~~ 0.000% Jul-05 0.000% Aug-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.00

~~REO~~LOAN ~~Loan~~STATUS ~~Detail~~STRATIFICATION/CREDIT -ENHANCEMENT ~~All~~STATEMENT ~~Mortgage~~DELINQUENT ~~Loans~~BANKRUPTCY inFORECLOSURE REO ~~during~~TOTAL ~~Current~~No ~~Period~~of ~~Month~~Loans ~~Loan~~No ~~First~~of ~~Original~~Loans ~~Loan~~No ~~Entered~~of ~~Payment~~Loans ~~LTV~~No atof Loans No of Loans Principal ~~Group~~Balance ~~Number~~Principal ~~REO~~Balance ~~Date~~Principal ~~State~~Balance ~~Origination~~Principal Balance 3Principal ~~0011133111~~Balance ~~Aug~~0-~~2005~~29 ~~01-Mar-2005~~Days MS6 560 0 6 576,003.98 0.00 0.00 576,003.98 30 76Days 170 1 0 0 171 27,~~000~~256,049.64 101,974.46 0.00 0.00 27,358,024.10 60 Days 94 2 24 0 120 11,386,786.89 362,851.16 5,946,899.27 0.00 17,696,537.32 90 Days 38 4 20 0 62 6,535,877.26 361,816.79 4,682,593.21 0.00 11,580,287.26 120 Days 18 4 16 1 39 2,610,147.06 311,455.15 3,683,426.31 129,384.82 6,734,413.34 150 Days 9 3 13 3 28 533,058.42 561,921.04 2,449,192.59 273,515.99 3,817,688.04 180+ Days 5 4 4 4 17 944,741.63 557,792.65 1,098,857.74 699,835.53 3,301,227.55 Totals 334 24 77 8 443 49,266,660.90 2,833,815.23 17,860,969.12 1,102,736.34 71,064,181.59 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 0.087873% 0.000000% 0.000000% 0.087873% 0.046627% 0.000000% 0.000000% 0.046627% 30 Days 2.489748% 0.014646% 0.000000% 0.000000% 2.504394% 2.206366% 0.008255% 0.000000% 0.000000% 2.214621% 60 Days 1.376684% 0.029291% 0.351494% 0.000000% 1.757469% 0.921756% 0.029373% 0.481399% 0.000000% 1.432528% 90 Days 0.556532% 0.058582% 0.292912% 0.000000% 0.908026% 0.529077% 0.029289% 0.379054% 0.000000% 0.937420% 120 Days 0.263620% 0.058582% 0.234329% 0.014646% 0.571178% 0.211290% 0.025212% 0.298172% 0.010474% 0.545148% 150 Days 0.131810% 0.043937% 0.190393% 0.043937% 0.410076% 0.043151% 0.045487% 0.198261% 0.022141% 0.309040% 180+ Days 0.073228% 0.058582% 0.058582% 0.058582% 0.248975% 0.076476% 0.045153% 0.088952% 0.056651% 0.267233% Totals 4.891623% 0.351494% 1.127709% 0.117165% 6.487991% 3.988117% 0.229396% 1.445838% 0.089266% 5.752617%

~~REO~~OTHER ~~Loan~~INFORMATION ~~Detail - All Mortgage Loans in REO during~~ Current Period ~~(continued)~~Class ~~Current~~A ~~Paid~~Insufficient ~~Current~~Funds ~~Approximate~~0.00 ~~Loan~~ Principal ~~To Months Loan Delinquent Group Number~~ Balance ~~Date~~of ~~Delinquent~~Contaminated ~~Rate~~Properties ~~Interest 3 0011133111 75,747~~0.0200 ~~01-Jun-2005~~Periodic 0Advance ~~8.775% 1~~946,~~045~~786.4110

~~Summary~~Delinquency 12Status ~~Month~~By ~~Foreclosure~~Group History*DELINQUENT ~~New~~BANKRUPTCY ~~Foreclosure~~FORECLOSURE REO TOTAL 1 No of Loans ~~Month~~No ~~Foreclosure~~of ~~Percentage~~Loans No of Loans inNo ~~Foreclosure~~of 0Loans ~~Sep~~No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-0429 Days 1 0 0 1 18,721.~~000%~~70 ~~Original~~0.00 ~~Principal~~0.00 ~~Balance~~18,721.70 30 Days 25 0 0 0 25 1,136,771.30 0.00 ~~Oct-04~~0.00 0.~~000%~~00 ~~Current~~1,136,771.30 ~~Principal~~60 ~~Balance~~Days 21 0 0 0 21 801,020.37 0.00 ~~Nov-04~~0.00 0.~~000%~~00 ~~Dec-04~~801,020.37 90 Days 3 2 1 0 6 121,207.~~000%~~80 ~~Current~~72,496.30 ~~Foreclosure~~165,266.72 ~~Total~~0.00 ~~Jan-05~~358,970.82 120 Days 4 1 0 0 5 221,939.~~000%~~01 ~~Loans~~110,874.53 in0.00 ~~Foreclosure~~0.00 332,813.54 150 Days 4 0 ~~Feb-05~~0 0 4 167,185.~~000%~~90 ~~Original~~0.00 ~~Principal~~0.00 ~~Balance~~0.00 167,185.90 180+ Days 0 0 0 0 0 0.00 ~~Mar-05~~0.00 0.~~000%~~00 ~~Current~~0.00 ~~Principal~~0.00 ~~Balance~~Totals 57 4 1 0 62 2,448,124.38 202,092.53 165,266.72 0.00 ~~Apr~~2,815,483.63 0-0529 Days 0.~~000~~071073% ~~May-05~~0.000000% 0.~~000~~000000% ~~Jun-05~~0.071073% 0.~~000~~018661% ~~Jul-05~~0.000000% 0.~~000~~000000% ~~Aug-05~~0.018661% 30 Days 1.776830% 0.~~000~~000000% *The0.000000% ~~text~~0.000000% ~~reported~~1.776830% in1.133083% ~~the~~0.000000% ~~above~~0.000000% ~~table~~0.000000% is1.133083% ~~presented~~60 ~~graphically~~Days on1.492537% ~~the~~0.000000% ~~monthly~~0.000000% ~~bond~~0.000000% ~~remittance~~1.492537% ~~report~~0.798422% ~~The~~0.000000% ~~monthly~~0.000000% ~~bond~~0.000000% ~~remittance~~0.798422% ~~report~~90 ~~can~~Days be0.213220% ~~viewed~~0.142146% ~~online~~0.071073% at0.000000% ~~www~~0.~~ctslink~~426439% 0.~~com~~120815% 0.072261% 10.164731% 120.000000% ~~Month~~0.357806% ~~Foreclosure~~120 History*Days ~~New~~0.284293% ~~Foreclosure~~0.071073% ~~Loans~~0.000000% ~~Month~~0.000000% ~~Foreclosure~~0.355366% ~~Percentage~~0.221219% ~~Loans~~0.110515% in0.000000% ~~Foreclosure~~0.000000% 0.331734% ~~Sep-04~~150 Days 0.~~000~~284293% ~~Original~~0.000000% ~~Principal~~0.000000% ~~Balance~~0.000000% 0.00284293% ~~Oct-04~~0.166643% 0.~~000~~000000% ~~Current~~0.000000% ~~Principal~~0.000000% ~~Balance~~0.166643% 180+ Days 0.00000000% ~~Nov-04~~0.000000% 0.~~000~~000000% ~~Dec-04~~0.000000% 0.~~000~~000000% ~~Current~~0.000000% ~~Foreclosure~~0.000000% ~~Total~~0.000000% ~~Jan-05~~0.000000% 0.~~000~~000000% ~~Loans~~Totals in4.051173% ~~Foreclosure~~0.284293% 0.071073% ~~Feb-05~~0.000000% 4.406539% 2.440182% 0.~~000~~201437% ~~Original~~0.164731% 0.000000% 2.806349% DELINQUENT BANKRUPTCY FORECLOSURE REO TOTAL 2 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 4 0 0 4 397,469.23 0.00 ~~Mar-~~0.00 397,469.23 30 Days 68 1 0 0 69 10,802,771.34 101,974.46 0.00 0.00 10,904,745.80 60 Days 29 1 14 0 44 3,601,159.20 295,220.10 2,892,059.05 0.~~000%~~00 ~~Current~~6,788,438.35 ~~Principal~~90 ~~Balance~~Days 5 2 9 0 16 981,890.01 289,320.49 1,567,344.51 0.00 ~~Apr~~2,838,555.01 120 Days 3 1 6 1 11 467,109.88 137,749.26 976,964.37 129,384.82 1,711,208.33 150 Days 0 1 6 1 8 0.00 191,703.98 846,993.68 143,762.77 1,182,460.43 180+ Days 0 0 1 3 4 0.00 0.00 91,919.22 320,962.01 412,881.23 Totals 105 10 36 5 156 15,852,930.43 1,413,437.52 6,375,280.83 594,109.60 24,235,758.38 0-0529 Days 0.~~000~~188501% ~~May-05~~0.000000% 0.~~000~~000000% ~~Jun-05~~0.188501% 0.~~000~~108962% ~~Jul-05~~0.000000% 0.~~000~~000000% ~~Aug-05~~0.108962% 30 Days 3.204524% 0.~~000~~047125% *The0.000000% ~~text~~0.000000% ~~reported~~3.251649% in2.961456% ~~the~~0.027955% ~~above~~0.000000% ~~table~~0.000000% is2.989411% ~~presented~~60 ~~graphically~~Days on1.366635% ~~the~~0.047125% ~~monthly~~0.659755% ~~bond~~0.000000% ~~remittance~~2.073516% ~~report~~0.987217% ~~The~~0.080931% ~~monthly~~0.792825% ~~bond~~0.000000% ~~remittance~~1.860973% ~~report~~90 ~~can~~Days be0.235627% ~~viewed~~0.094251% ~~online~~0.424128% at0.000000% ~~www~~0.~~ctslink~~754006% 0.~~com~~269174% 0.079314% 20.429670% 120.000000% ~~Month~~0.778157% ~~Foreclosure~~120 History*Days ~~New~~0.141376% ~~Foreclosure~~0.047125% ~~Loans~~0.282752% ~~Month~~0.047125% ~~Foreclosure~~0.518379% ~~Percentage~~0.128053% ~~Loans~~0.037762% in0.267824% ~~Foreclosure~~0.035469% 0.469108% ~~Sep-04~~150 Days 0.~~000~~000000% ~~Original~~0.047125% ~~Principal~~0.282752% ~~Balance~~0.047125% 0.00377003% ~~Oct-04~~0.000000% 0.~~000~~052553% ~~Current~~0.232194% ~~Principal~~0.039411% ~~Balance~~0.324158% 180+ Days 0.00000000% ~~Nov-04~~0.000000% 0.~~000~~047125% ~~Dec-04~~0.141376% 0.~~000~~188501% ~~Current~~0.000000% ~~Foreclosure~~0.000000% ~~Total~~0.025199% ~~Jan-05~~0.087988% 0.~~000~~113187% ~~Loans~~Totals in4.948162% ~~Foreclosure~~0.471254% 1.696513% 0.235627% ~~Feb-05~~7.351555% 4.345900% 0.~~000~~387478% ~~Original~~1.747710% 0.162868% 6.643956% DELINQUENT BANKRUPTCY FORECLOSURE REO TOTAL 3 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 ~~Mar-05~~0.00 0.~~000%~~00 ~~Current~~0.00 ~~Principal~~30 ~~Balance~~Days 29 0 0 0 29 2,042,502.46 0.00 ~~Apr-05~~0.00 0.~~000%~~00 ~~May-05~~2,042,502.46 60 Days 19 1 2 0 22 1,119,959.~~000%~~13 ~~Jun-05~~67,631.06 406,795.41 0.~~000%~~00 ~~Jul~~1,594,385.60 90 Days 18 0 2 0 20 1,574,797.43 0.00 531,308.86 0.00 2,106,106.29 120 Days 8 2 0 0 10 945,928.94 62,831.36 0.00 0.00 1,008,760.30 150 Days 5 0 1 2 8 365,872.52 0.00 53,972.67 129,753.22 549,598.41 180+ Days 4 2 0 0 6 320,741.69 111,582.56 0.00 0.00 432,324.25 Totals 83 5 5 2 95 6,369,802.17 242,044.98 992,076.94 129,753.22 7,733,677.31 0-0529 Days 0.~~000~~000000% ~~Aug-05~~0.000000% 0.~~000~~000000% *The0.000000% ~~text~~0.000000% ~~reported~~0.000000% in0.000000% ~~the~~0.000000% ~~above~~30 ~~table~~Days is2.382909% ~~presented~~0.000000% ~~graphically~~0.000000% on0.000000% ~~the~~2.382909% ~~monthly~~1.636525% ~~bond~~0.000000% ~~remittance~~0.000000% ~~report~~0.000000% ~~The~~1.636525% ~~monthly~~60 ~~bond~~Days ~~remittance~~1.561216% ~~report~~0.082169% ~~can~~0.164339% be0.000000% ~~viewed~~1.807724% ~~online~~0.897351% at0.054188% ~~www~~0.~~ctslink~~325939% 0.~~com~~000000% 1.277478% 390 12Days ~~Month~~1.479047% ~~Foreclosure~~0.000000% History*0.164339% ~~New~~0.000000% ~~Foreclosure~~1.643385% ~~Loans~~1.261783% ~~Month~~0.000000% ~~Foreclosure~~0.425703% ~~Percentage~~0.000000% ~~Loans~~1.687486% in120 ~~Foreclosure~~Days 0.657354% ~~Sep-04~~0.164339% 0.~~000~~000000% ~~Original~~0.000000% ~~Principal~~0.821693% ~~Balance~~0.757911% 0.00050343% ~~Oct-04~~0.000000% 0.~~000~~000000% ~~Current~~0.808254% ~~Principal~~150 ~~Balance~~Days 0.00410846% ~~Nov-04~~0.000000% 0.~~000~~082169% ~~Dec-04~~0.164339% 0.~~000~~657354% ~~Current~~0.293150% ~~Foreclosure~~0.000000% ~~Total~~0.043245% ~~Jan-05~~0.103963% 0.~~000~~440358% ~~Loans~~180+ inDays ~~Foreclosure~~0.328677% 0.164339% ~~Feb-05~~0.000000% 0.~~000~~000000% ~~Original~~0.493016% ~~Principal~~0.256989% ~~Balance~~0.089404% 0.00000000% ~~Mar-05~~0.000000% 0.~~000~~346393% ~~Current~~Totals ~~Principal~~6.820049% ~~Balance~~0.410846% 0.00410846% ~~Apr-05~~ 0.~~000~~164339% ~~May-05~~7.806081% 5.103709% 0.~~000~~193935% ~~Jun-05~~0.794887% 0.~~000~~103963% ~~Jul~~6.196494% DELINQUENT BANKRUPTCY FORECLOSURE REO TOTAL 4 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 1 0 0 1 159,813.05 0.~~000%~~00 ~~Aug-~~0.00 159,813.05 30 Days 48 0 0 0 48 13,274,004.~~000%~~54 *The0.00 ~~text~~0.00 ~~reported~~0.00 in13,274,004.54 ~~the~~60 ~~above~~Days ~~table~~25 is0 ~~presented~~8 ~~graphically~~0 on33 ~~the~~5,864,648.19 ~~monthly~~0.00 ~~bond~~2,648,044.81 ~~remittance~~0.00 ~~report~~8,512,693.00 ~~The~~90 ~~monthly~~Days ~~bond~~12 ~~remittance~~0 ~~report~~8 ~~can~~0 be20 ~~viewed~~3,857,982.02 ~~online~~0.00 at2,418,673.12 ~~www~~0.~~ctslink~~00 6,276,655.~~com~~14 120 Days 3 0 10 0 13 975,169.23 40.00 122,706,461.94 ~~Month~~0.00 ~~Foreclosure~~3,681,631.17 History*150 ~~New~~Days ~~Foreclosure~~0 ~~Loans~~2 ~~Month~~6 ~~Foreclosure~~0 ~~Percentage~~8 ~~Loans~~0.00 in370,217.06 ~~Foreclosure~~1,548,226.24 0.00 ~~Sep~~1,918,443.30 180+ Days 1 2 3 1 7 623,999.94 446,210.09 1,006,938.52 378,873.52 2,456,022.07 Totals 89 5 35 1 130 24,595,803.92 976,240.20 10,328,344.63 378,873.52 36,279,262.27 0-0429 Days 0.~~000~~048031% ~~Original~~0.000000% ~~Principal~~0.000000% ~~Balance~~0.048031% 0.00024761% ~~Oct-04~~0.000000% 0.~~000~~000000% ~~Current~~0.024761% ~~Principal~~30 ~~Balance~~Days 2.305476% 0.00000000% ~~Nov-04~~0.000000% 0.~~000~~000000% ~~Dec-04~~2.305476% 2.056631% 0.~~000~~000000% ~~Current~~0.000000% ~~Foreclosure~~0.000000% ~~Total~~2.056631% ~~Jan-05~~60 Days 1.200768% 0.~~000~~000000% ~~Loans~~0.384246% in0.000000% ~~Foreclosure~~1.585014% 0.908649% ~~Feb-05~~0.000000% 0.~~000~~410279% ~~Original~~0.000000% ~~Principal~~1.318929% ~~Balance~~90 Days 0.00576369% ~~Mar-05~~0.000000% 0.~~000~~384246% ~~Current~~0.000000% ~~Principal~~0.960615% ~~Balance~~0.597743% 0.00000000% ~~Apr-05~~0.374741% 0.~~000~~000000% ~~May-05~~0.972484% 120 Days 0.~~000~~144092% ~~Jun-05~~0.000000% 0.~~000~~480307% ~~Jul-05~~0.000000% 0.~~000~~624400% ~~Aug-05~~0.151090% 0.~~000~~000000% *The0.419330% ~~text~~0.000000% ~~reported~~0.570420% in150 ~~the~~Days ~~above~~0.000000% ~~table~~0.096061% is0.288184% ~~presented~~0.000000% ~~graphically~~0.384246% on0.000000% ~~the~~0.057360% ~~monthly~~0.239877% ~~bond~~0.000000% ~~remittance~~0.297237% ~~report~~180+ Days 0.048031% ~~The~~0.096061% ~~monthly~~0.144092% ~~bond~~0.048031% ~~remittance~~0.336215% ~~report~~0.096681% ~~can~~0.069134% be0.156012% ~~viewed~~0.058701% ~~online~~0.380528% atTotals ~~www~~4.~~ctslink~~274736% 0.~~com~~240154% 1.681076% 0.048031% 6.243996% 3.810794% 0.151255% 1.600240% 0.058701% 5.620991%

~~Foreclosure~~180+ ~~Loan~~Delinquency ~~Detail~~Summary -Summary ~~All~~1 ~~Mortgage~~Days ~~Loans~~Number inof ~~Foreclosure~~Aggregate ~~during~~Percentage ~~Current~~of ~~Period~~Number ~~Month~~of ~~Loan~~Aggregate ~~First~~Percentage ~~Original~~of ~~Loan~~Delinquent ~~Entered~~Loans ~~Payment~~Outstanding ~~LTV~~Balance(%) atLoans ~~Principal~~Oustanding ~~Group~~Balance(%) ~~Number~~Balance($) FCBalance($) ~~Date~~180 ~~State~~- ~~Origination~~209 ~~Balance~~17 No3,301,227.55 ~~Foreclosure~~0.267 ~~loans~~0 ~~this~~0.00 ~~period~~0.000 Total 17 3,301,227.55 0.267 0 0.00 0.000

~~Foreclosure~~180+ ~~Loan~~Delinquency ~~Detail~~Summary -(continued) ~~All~~2 ~~Mortgage~~3 ~~Loans~~Days inNumber ~~Foreclosure~~of ~~during~~Aggregate ~~Current~~Percentage ~~Period~~of ~~(continued)~~Number ~~Current~~of ~~Paid~~Aggregate ~~Current~~Percentage ~~Approximate~~of ~~Loan~~Delinquent ~~Principal~~Loans ToOutstanding ~~Months~~Balance(%) ~~Loan~~Loans ~~Delinquent~~Oustanding ~~Group~~Balance(%) ~~Number~~Balance($) Balance($) ~~Date~~180 ~~Delinquent~~- ~~Rate~~209 ~~Interest~~4 No412,881.23 ~~Foreclosure~~0.113 ~~loans~~6 ~~this~~432,324.25 ~~period~~0.346 Total 4 412,881.23 0.113 6 432,324.25 0.346

~~COLLATERAL~~180+ ~~STATEMENT~~Delinquency ~~Collateral~~Summary ~~Description Mixed Fixed Weighted Average Gross Coupon 7.030857% Weighted Average Net Coupon 6.530857% Weighted Average Pass-Through Rate 6.527357% Weighted Average Maturity~~(~~Stepdown Calculation~~continued) ~~337~~4 ~~Beginning~~Days ~~Scheduled~~Number ~~Collateral~~of ~~Loan~~Aggregate ~~Count~~Percentage ~~7,926~~of ~~Number~~Delinquent Of Loans ~~Paid~~Outstanding ~~In Full 152 Ending Scheduled Collateral Loan Count 7,774 Beginning Scheduled Collateral~~ Balance(%) ~~1,471,446,752.81 Ending Scheduled Collateral~~ Balance($) ~~1,436,521,365.42~~180 ~~Ending Actual Collateral Balance at 29~~-~~Jul-2005~~ ~~1,437,283,905.30~~209 ~~Monthly~~7 ~~P&I Constant 9~~2,~~481~~456,~~093~~022.3507 ~~Special Servicing Fee~~ 0.00381 ~~Prepayment~~Total ~~Penalties~~7 ~~470~~2,~~827~~456,022.4707 ~~Realized Loss Amount~~ 0.00381 ~~Cumulative~~This ~~Realized~~report ~~Loss~~includes ~~0.00~~all ~~Scheduled~~loans ~~Principal~~greater ~~859,816.68~~than ~~Unscheduled~~180 ~~Principal~~days ~~34,065,570.71~~delinquent ~~Required~~regardless ~~Overcollateralization~~of ~~Amount~~status ~~0.00 Overcollateralized Increase Amount 0.00 Overcollateralized reduction Amount 0.00 Specified O/C Amount 53~~(REO,~~957,404.49~~ ~~Overcollateralized Amount 53~~Foreclosure,~~957,404.49~~ ~~Overcollateralized Deficiency Amount 0~~Bankruptcy).~~00 Base Overcollateralized Amount 0.00 Extra principal distribution Amount 0.00 Excess Cash Amount 3,425,175.32~~

REO Detail - All Mortgage Loans in REO during Current Period

~~Miscellaneous~~Summary ~~Reporting~~12 ~~Specified~~Month ~~Overcollateralization~~REO ~~Amount~~History* 53New REO Loans Month REO Percentage Loans in REO 5 Jan-05 0.000% Original Principal Balance 507,~~957~~600.00 Feb-05 0.000% Current Principal Balance 506,~~404~~900.4981 ~~Overcollateralization~~Mar-05 ~~Amount~~0.000% 53Apr-05 0.000% Current REO Total May-05 0.000% Loans in REO 8 Jun-05 0.000% Original Principal Balance 1,~~957~~103,~~404~~900.4900 ~~Excess~~Jul-05 ~~Cash~~0.000% 3Current Principal Balance 1,~~425~~102,~~175~~736.3234 ~~Trigger~~Aug-05 ~~Event~~0.005% NOSep-05 ~~Class~~0.000% AOct-05 0.006% Nov-05 0.046% Dec-05 0.089% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 1 ~~CAP~~12 ~~Payment~~Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Jan-05 0.000% Original Principal Balance 0.00 ~~Class~~Feb-05 A0.000% Current Principal Balance 0.00 Mar-05 0.000% Apr-05 0.000% Current REO Total May-05 0.000% Loans in REO 0 Jun-05 0.000% Original Principal Balance 0.00 Jul-05 0.000% Current Principal Balance 0.00 Aug-05 0.000% Sep-05 0.000% Oct-05 0.000% Nov-05 0.000% Dec-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 2 ~~CAP~~12 ~~Payment~~Month REO History* New REO Loans Month REO Percentage Loans in REO 3 Jan-05 0.000% Original Principal Balance 377,600.00 ~~Class~~Feb-05 B0.000% ~~CAP~~Current ~~Payment~~Principal Balance 377,147.59 Mar-05 0.000% Apr-05 0.000% Current REO Total May-05 0.000% Loans in REO 5 Jun-05 0.000% Original Principal Balance 594,700.00 ~~Class~~Jul-05 M0.000% ~~CAP~~Current ~~Payment~~Principal Balance 594,109.60 Aug-05 0.000% Sep-05 0.000% Oct-05 0.000% Nov-05 0.057% Dec-05 0.163% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 3 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 2 Jan-05 0.000% Original Principal Balance 130,000.00 Feb-05 0.000% Current Principal Balance 129,753.22 Mar-05 0.000% Apr-05 0.000% Current REO Total May-05 0.000% Loans in REO 2 Jun-05 0.000% Original Principal Balance 130,000.00 Jul-05 0.000% Current Principal Balance 129,753.22 Aug-05 0.054% Sep-05 0.000% Oct-05 0.057% Nov-05 0.000% Dec-05 0.104% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 4 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Jan-05 0.000% Original Principal Balance 0.00 Feb-05 0.000% Current Principal Balance 0.00 Mar-05 0.000% Apr-05 0.000% Current REO Total May-05 0.000% Loans in REO 1 Jun-05 0.000% Original Principal Balance 379,200.00 Jul-05 0.000% Current Principal Balance 378,873.52 Aug-05 0.000% Sep-05 0.000% Oct-05 0.000% Nov-05 0.056% Dec-05 0.059% *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 1Mortgage 2Loans 3in ~~Collateral~~REO ~~Description~~during ~~Mixed~~Current ~~Fixed~~Period ~~Mixed~~Month ~~Fixed Mixed Fixed Weighted Average Coupon Rate 8.169800 6.826527 8.935729 Weighted Average Net Rate 7.669800 6.326527 8.435729 Weighted Average Maturity 261 355 237 Beginning~~ Loan ~~Count~~First ~~1,565~~Original ~~2,496 1,427 Loans Paid In Full 19 52 34 Ending~~ Loan ~~Count~~Entered ~~1,546~~Payment ~~2,444~~LTV ~~1,393~~at ~~Beginning~~Principal ~~Scheduled~~Group ~~Balance~~Number ~~111,933,183.39~~REO ~~443,399,112.49~~Date ~~144,387,759.31~~State ~~Ending~~Origination ~~Scheduled~~ Balance ~~110,482,376.66~~2 ~~431,963,492.07~~0011133267 ~~140,604,845.83 Record Date 07/29/~~Nov-2005 ~~07/29/~~01-Apr-2005 ~~07/29/2005~~MI ~~Principal And Interest Constant 859,601~~80.0500 284,~~818,645~~800.7000 ~~1,174,849.45 Scheduled Principal 97,541.30 296,248.99 99,674.52 Unscheduled Principal 1,353,265.43 11,139,371.43 3,683,238.96 Scheduled Interest 762,059.75~~ 2~~,522,396.71~~ ~~1,075,174.93~~0011139408 ~~Servicing~~Nov-2005 ~~Fees~~01-Apr-2005 ~~46,638.83~~ME ~~184,749~~90.~~63 60,161.57 Master Servicing Fees 0.~~00 ~~0.00 0.00 Trustee Fee 326.47 1~~132,~~293~~300.~~25 421.13 FRY Amount 0.~~00 ~~0.00~~2 ~~0.00~~0011147054 ~~Special~~Dec-2005 ~~Hazard~~01-Apr-2005 ~~Fee~~CO 080.00 0144,000.00 ~~0.00~~2 ~~Other~~0011154611 ~~Fee~~Dec-2005 ~~0.00~~01-Apr-2005 ~~0.00~~CO 080.00 ~~Pool Insurance Fee 0~~104,000.00 ~~0.00 0.00 Spread 1 0.00 0.00 0.00 Spread~~ 2 ~~0.00~~0011169443 ~~0.00~~Dec-2005 ~~0.00~~01-May-2005 ~~Spread~~TX ~~3 0~~80.00 ~~0.00 0.00 Net Interest 715~~129,~~094~~600.~~45 2,336,353.83 1,014,592.23 Realized Loss Amount 0.~~00 ~~0.00~~3 ~~0.00~~0011091525 ~~Cumulative~~Dec-2005 ~~Realized~~01-Jan-2005 ~~Loss~~GA 010.00 094,000.00 ~~0.00~~3 ~~Percentage~~0011147057 ofDec-2005 ~~Cumulative~~01-Apr-2005 ~~Losses~~CO 020.~~0000 0.0000 0.0000 Prepayment Penalties 0.~~00 036,000.00 ~~0.00~~4 ~~Special~~0011138683 ~~Servicing~~Nov-2005 ~~Fee~~01-Apr-2005 ~~0.00~~TX 080.00 0379,200.00 ~~Pass-Through Rate 7.666300 6.323027 8.432229~~

~~Group~~REO ~~Level~~Loan ~~Collateral~~Detail ~~Statement~~- ~~Group~~All 4Mortgage ~~Total~~Loans ~~Collateral~~in ~~Description~~REO ~~Mixed~~during ~~Fixed~~Current ~~Mixed~~Period ~~Fixed~~(continued) ~~Weighted~~Current ~~Average~~Paid ~~Coupon~~Current ~~Rate~~Approximate ~~6.626665 7.030857 Weighted Average Net Rate 6.126665 6.530857 Weighted Average Maturity 355 337 Beginning~~ Loan ~~Count~~Principal ~~2,438~~To ~~7,926~~Months ~~Loans Paid In Full 47 152 Ending~~ Loan ~~Count~~Delinquent ~~2,391~~Group ~~7,774~~Number ~~Beginning Scheduled~~ Balance ~~771,726,697.62~~Date ~~1,471,446,752.81~~Delinquent ~~Ending~~Rate ~~scheduled~~Interest ~~Balance~~2 ~~753,470,650.86~~0011133267 184,~~436,521,365~~750.4296 ~~Record Date 07/29/~~01-Apr-2005 ~~07/29/2005~~6 ~~Principal~~8.725% ~~And Interest Constant~~ 4,~~627,997~~056.1532 ~~9,481,093.35~~2 ~~Scheduled~~0011139408 ~~Principal 366~~132,~~351~~211.8705 ~~859,816.68~~01-Apr-2005 ~~Unscheduled~~6 ~~Principal 17,889,694~~7.89990% 345,~~065,570~~760.7112 ~~Scheduled~~2 ~~Interest~~0011147054 4143,~~261,645~~762.2877 ~~8,621,276.67~~01-May-2005 ~~Servicing~~5 ~~Fees 321,552~~6.79990% ~~613~~5,~~102~~428.8225 ~~Master~~2 ~~Servicing~~0011154611 ~~Fees 0~~104,000.00 ~~0.00~~01-Apr-2005 ~~Trustee~~6 ~~Fee 2,250~~6.87400% 43,~~291~~579.7232 ~~FRY~~2 ~~Amount~~0011169443 0129,384.0082 ~~0.00~~01-Jun-2005 ~~Special~~4 ~~Hazard Fee 0~~6.00950% 04,163.0083 ~~Other~~3 ~~Fee~~0011091525 093,788.0014 ~~0.00~~01-May-2005 ~~Pool~~5 ~~Insurance Fee 0~~9.00990% 05,184.0029 ~~Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread~~ 3 ~~0.00~~0011147057 035,965.0008 ~~Net~~01-May-2005 ~~Interest~~5 ~~3,937,841~~11.62490% 82,~~003,882~~303.1367 ~~Realized~~4 ~~Loss~~0011138683 ~~Amount 0~~378,873.0052 ~~0.00 Cumulative Realized Loss 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 Prepayment Penalties 0.00 0.00 Special Servicing Fee 0.00 0.00 Pass~~01-~~Through~~Apr-2005 ~~Rate~~6 6.~~123165~~750% 613,762.~~527357~~95

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~~40 ~~Repurchased~~Jan-05 ~~Loans~~0.000% Original ~~Current~~Principal ~~Original~~Balance 9,672,585.00 Feb-05 0.000% Current Principal ~~Principal~~Balance 9,646,321.63 Mar-05 0.000% Apr-05 0.000% Current Foreclosure Total May-05 0.000% Loans in Foreclosure 77 Jun-05 0.000% Original Principal Balance 17,902,114.00 Jul-05 0.000% Current Principal ~~Group~~Balance ~~Count~~17,860,969.12 Aug-05 0.000% Sep-05 0.420% Oct-05 0.699% Nov-05 1.022% Dec-05 1.446% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 1 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 Jan-05 0.000% Original Principal Balance 0.00 Feb-05 0.000% Current Principal Balance ~~Count~~0.00 Mar-05 0.000% Apr-05 0.000% Current Foreclosure Total May-05 0.000% Loans in Foreclosure 1 Jun-05 0.000% Original Principal Balance 166,000.00 Jul-05 0.000% Current Principal Balance 1165,266.72 Aug-05 0.000% Sep-05 0.000% Oct-05 0.104% Nov-05 0.160% Dec-05 0.165% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 2 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 19 1Jan-05 0.000% Original Principal Balance 3,~~330~~872,~~660~~620.00 1Feb-05 0.000% Current Principal Balance 3,~~327~~861,~~256~~412.2988 Mar-05 0.000% Apr-05 0.00000% Current Foreclosure Total May-05 0.00000% 2Loans 52in 11Foreclosure 36 Jun-05 0.000% Original Principal Balance 6,~~156~~391,~~529~~895.00 11Jul-05 0.000% Current Principal Balance 6,~~126~~375,~~119~~280.0483 Aug-05 0.000% Sep-05 0.00468% Oct-05 0.00685% 3Nov-05 341.114% Dec-05 1.748% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 3 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 5 Jan-05 0.000% Original Principal Balance 995,~~778,075~~400.00 3Feb-05 0.000% Current Principal Balance 992,~~669,426~~076.2494 Mar-05 0.000% Apr-05 0.00000% Current Foreclosure Total May-05 0.000% Loans in Foreclosure 5 Jun-05 0.000% Original Principal Balance 995,400.00 Jul-05 0.000% Current Principal Balance 992,076.94 Aug-05 0.000% Sep-05 0.000% Oct-05 0.000% Nov-05 0.000% Dec-05 0.795% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 4 4712 17Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 16 Jan-05 0.000% Original Principal Balance 4,~~860~~804,~~968~~565.00 17Feb-05 0.000% Current Principal Balance 4,~~821~~792,~~601~~831.3681 0Mar-05 0.00000% Apr-05 0.00000% Current Foreclosure Total ~~152~~May-05 340.000% Loans in Foreclosure 35 Jun-05 0.000% Original Principal Balance 10,~~126~~348,~~232~~819.00 33Jul-05 0.000% Current Principal Balance 10,~~944~~328,~~402~~344.9363 Aug-05 0.000% Sep-05 0.00535% Oct-05 0.00929% Nov-05 1.297% Dec-05 1.600% *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 ~~during~~Mortgage ~~Current~~Loans ~~Period~~in ~~(continued)~~Foreclosure ~~Summary~~during ~~Substitution~~Current ~~Loans~~Period ~~Liquidated~~Month ~~Loans~~Loan ~~Curtailments~~First Original ~~Current~~Loan ~~Original~~Entered ~~Current~~Payment ~~Principal~~LTV ~~Principal~~at Principal ~~Principal~~Group ~~Curtailment~~Number ~~Group~~FC ~~Count~~Date ~~Balance~~State Origination Balance ~~Count~~1 ~~Balance~~0011121814 ~~Balance~~Nov-2005 ~~Amount~~01-Mar-2005 1CA 079.81 0166,000.00 02 0011076916 Sep-2005 01-Jan-2005 FL 89.89 229,000.00 02 00011120390 Dec-2005 01-Mar-2005 MD 80.00 0153,600.00 262 0011128102 Sep-2005 01-Apr-2005 WA 80.00 89,~~874~~600.00 2 0011129440 Dec-2005 01-Apr-2005 IL 85.00 131,750.00 2 0011131842 Oct-2005 01-Apr-2005 CA 71.89 219,250.00 2 0011131989 Dec-2005 01-Apr-2005 VA 80.00 221,600.00 2 00011132400 0Oct-2005 01-Apr-2005 IL 80.00 0122,400.00 02 00011133460 Oct-2005 01-Apr-2005 OK 80.00 080,000.00 2 0011135897 Dec-2005 01-Apr-2005 CA 60.69 176,000.00 2 0011137358 Dec-2005 01-May-2005 WA 80.00 193,600.00 2 0011137402 Sep-2005 01-Mar-2005 ID 75.00 101,175.00 2 0011138458 Nov-2005 01-Apr-2005 CA 90.00 148,500.00 2 0011139456 Dec-2005 01-Apr-2005 CA 90.00 153,000.00 2 0011139541 Dec-2005 01-Apr-2005 MI 85.00 157,250.00 2 0011140482 Nov-2005 01-Apr-2005 CA 65.00 260,000.00 2 0011142192 Dec-2005 01-Apr-2005 CA 67.75 250,000.00 2 0011142444 Nov-2005 01-Apr-2005 CA 80.00 216,800.00 2 0011142473 Oct-2005 01-Apr-2005 WI 80.00 136,800.00 2 0011142556 Nov-2005 01-Apr-2005 TX 80.00 142,000.00 2 0011143224 Nov-2005 01-Apr-2005 TX 80.00 92,000.00 2 0011143506 Dec-2005 01-Apr-2005 FL 80.00 134,400.00 2 0011143706 Dec-2005 01-Apr-2005 RI 80.00 276,000.00 2 0011144545 Nov-2005 01-Apr-2005 CA 80.00 260,000.00 2 0011147883 Nov-2005 01-Apr-2005 OK 80.00 102,400.00 2 0011148800 Dec-2005 01-May-2005 CA 80.00 132,000.00 2 0011152332 Sep-2005 01-Apr-2005 CA 80.00 129,600.00 2 0011154230 Dec-2005 01-Apr-2005 CA 95.00 318,250.00 2 0011158402 Dec-2005 01-May-2005 NJ 80.00 228,000.00 2 0011159648 Dec-2005 01-May-2005 CA 68.49 250,000.00 2 0011161641 Nov-2005 01-May-2005 CA 84.96 96,000.00 2 0011164530 Dec-2005 01-May-2005 CA 84.38 135,000.00 2 0011165719 Dec-2005 01-May-2005 CT 95.00 256,500.00 2 0011169148 Dec-2005 01-May-2005 WA 80.00 324,000.00 2 0011172758 Nov-2005 01-May-2005 NC 75.00 93,750.00 2 0011174739 Dec-2005 01-May-2005 DE 80.00 123,920.00 2 0011175368 Dec-2005 01-May-2005 NY 81.83 257,750.00 3 0011142756 Dec-2005 01-Apr-2005 NY 72.32 405,000.00 3 0011142921 Dec-2005 01-Apr-2005 WI 20.00 33,~~100~~400.5300 3 00011149620 0Dec-2005 01-Apr-2005 NY 75.00 0375,000.00 03 00011152151 Dec-2005 01-May-2005 NJ 80.00 0128,000.00 183 0011182122 Dec-2005 01-May-2005 TN 90.00 54,~~353~~000.6600 4 00011117796 0Dec-2005 01-Mar-2005 NY 80.00 0236,800.00 04 00011126466 Nov-2005 01-Mar-2005 NJ 80.00 0296,000.00 4 0011127578 Nov-2005 01-Apr-2005 CA 80.00 220,800.00 4 0011128711 Dec-2005 01-Apr-2005 CA 80.00 233,600.00 4 0011130706 Nov-2005 01-Apr-2005 CA 80.00 249,600.00 4 0011131249 Nov-2005 01-Apr-2005 CA 64.88 532,000.00 4 0011132877 Sep-2005 01-Apr-2005 LA 80.00 215,200.00 4 0011134216 Dec-2005 01-Apr-2005 NY 80.00 440,000.00 4 0011137632 Sep-2005 01-Apr-2005 CA 80.00 360,000.00 4 0011137902 Nov-2005 01-Apr-2005 NY 80.00 280,000.00 4 0011138606 Dec-2005 01-Apr-2005 CA 80.00 340,000.00 4 0011139372 Nov-2005 01-Apr-2005 NY 70.31 450,000.00 4 0011140171 Dec-2005 01-Apr-2005 CA 80.00 257,265.00 4 0011140913 Oct-2005 01-Apr-2005 CA 80.00 320,000.00 4 0011141233 Nov-2005 01-Apr-2005 CA 95.00 284,905.00 4 0011141322 Oct-2005 01-Apr-2005 TX 80.00 78,~~534~~400.8300 ~~Total~~4 00011142061 0Dec-2005 01-Apr-2005 GA 85.00 0248,200.00 04 00011142081 Oct-2005 01-Apr-2005 CA 80.00 0360,000.00 ~~143~~4 0011142151 Dec-2005 01-Apr-2005 CA 80.00 248,~~863~~000.8200 4 0011143022 Dec-2005 01-Apr-2005 TX 80.00 128,000.00 4 0011143528 Dec-2005 01-Apr-2005 NY 80.00 399,200.00 4 0011144619 Dec-2005 01-Apr-2005 CA 80.00 208,000.00 4 0011145506 Nov-2005 01-May-2005 OH 80.00 68,949.00 4 0011146966 Dec-2005 01-Apr-2005 FL 85.00 688,500.00 4 0011149160 Nov-2005 01-May-2005 FL 80.00 212,000.00 4 0011149714 Oct-2005 01-Apr-2005 CO 80.00 336,000.00 4 0011150033 Sep-2005 01-Apr-2005 NY 94.00 432,400.00 4 0011150549 Dec-2005 01-May-2005 CA 80.00 440,000.00 4 0011150847 Nov-2005 01-Apr-2005 NV 80.00 240,000.00 4 0011154290 Dec-2005 01-May-2005 FL 77.00 77,000.00 4 0011161324 Nov-2005 01-May-2005 CA 80.00 420,000.00 4 0011166091 Dec-2005 01-May-2005 CA 80.00 252,000.00 4 0011166706 Dec-2005 01-Apr-2005 AR 80.00 296,000.00 4 0011170926 Dec-2005 01-May-2005 CA 80.00 312,000.00 4 0011180687 Nov-2005 01-May-2005 WA 80.00 188,000.00

~~Prepayment~~Foreclosure Loan Detail - ~~Prepayments~~All Mortgage Loans in Foreclosure during Current Period ~~First~~(continued) ~~Original~~Current ~~Loan~~Paid ~~LTV~~Current atApproximate ~~Payment~~Loan Principal ~~Prepayment~~To ~~Group~~Months ~~Number~~Loan ~~State~~Delinquent ~~Origination~~Group ~~Date~~Number Balance ~~Amount~~Date 1Delinquent ~~0011112474~~Rate MSInterest ~~20.00 01-Mar-2005 27,000.00 26,939.29~~ 1 ~~0011126903~~0011121814 ~~CA 20.00 01-May-2005 47~~165,~~800~~266.0072 ~~47,729.00 1 0011131903 CA 16.00~~ 01-~~Mar~~Jul-2005 ~~56,000.00~~3 ~~55,757~~6.87675% ~~1 0011133933 CA 85.00 01-Mar-2005 242~~4,~~250~~244.0046 ~~240,918.12~~2 10011076916 ~~0011134461 CA 20.00 01-Apr-2005 53~~228,~~800~~064.0033 ~~53,699.65 1 0011136346 CA 10.00~~ 01-~~Mar~~May-2005 ~~37,500.00~~5 ~~37,413~~7.34075% ~~1 0011137238 CA 20.00 01-Mar-2005 67~~8,~~000~~724.0004 ~~66,764.45~~2 10011120390 ~~0011140099 WA 15.00 01-Apr-2005 32~~152,~~700~~915.0043 ~~32,626.44 1 0011140220 IL 10.00~~ 01-~~Apr~~Aug-2005 ~~37,000.00~~2 ~~36,914~~7.42575% ~~1 0011140922 CA 15.00 01-Apr-2005 46~~3,~~500~~602.0011 ~~46,364.24~~2 10011128102 ~~0011143102 CA 20.00 01-Apr-2005 68~~89,~~600~~393.0099 ~~68,445.38 1 0011146520 MA 20.00~~ 01-~~Apr~~May-2005 ~~53,000.00~~5 ~~52,883~~5.89990% ~~1 0011147273 CA 20.00 01-Apr-2005 49~~2,~~400~~854.0005 ~~49,288.64~~2 10011129440 ~~0011152260 CA 20.00 01-May-2005 22~~131,~~400~~163.0086 ~~22,359.78 1 0011156142 CA 20.00~~ 01-~~May~~Aug-2005 ~~66,800.00~~2 ~~66,700~~6.76675% ~~1 0011162966 CA 63.80 01-May-2005 252~~2,~~000~~696.0013 ~~250,987.05~~2 10011131842 ~~0011163741 CA 20.00 01-May-2005 66~~218,~~610~~972.0026 ~~66,466.58 1 0011167399 MD 25.00~~ 01-May-2005 ~~43,000.00~~5 ~~42,922~~8.~~79 1 0011177713 CA 20.00 01-May-2005 61,~~300~~.00~~% 619,~~208~~942.9495 2 ~~0011080800~~0011131989 ~~CA 79~~220,691.6286 01-~~Jan~~Aug-2005 ~~207,000.00 205,860.31~~ 2 ~~0011093108 RI 84~~7.82060% ~~01-Jan-2005 190~~4,~~000~~819.0071 ~~188,253.02~~ 2 ~~0011099945~~0011132400 ~~MD 64~~122,154.1746 01-~~Apr~~Jun-2005 ~~240,000~~4 8.00050% ~~239~~4,~~078~~603.9844 2 ~~0011102851~~0011133460 NV 79,942.8157 01-~~Dec~~May-~~2004~~2005 ~~170,000~~5 10.00990% ~~168~~4,~~514~~886.3914 2 ~~0011113651~~0011135897 ~~AZ 80~~175,432.00 01-~~Feb~~Jul-2005 ~~139,730~~3 7.00125% ~~138~~4,~~922~~834.0365 2 ~~0011115868~~0011137358 ~~CA 90~~193,278.0055 01-~~Mar~~Jun-2005 ~~243,900~~4 6.00950% ~~243~~6,~~900~~220.0005 2 ~~0011116142~~0011137402 ~~VA 66~~101,020.9153 01-~~Apr~~May-2005 ~~180,000~~5 9.00375% ~~179~~5,~~343~~221.5429 2 ~~0011120207~~0011138458 ~~IL 85~~148,076.0069 01-~~Apr~~Jul-2005 ~~85,000~~3 7.00750% 844,~~683~~466.7562 2 ~~0011120210~~0011139456 ~~IL 85~~152,424.0096 01-~~Apr~~Aug-2005 ~~97,750~~2 7.00725% 973,~~386~~666.3684 2 ~~0011122214~~0011139541 ~~CA 70~~156,647.0030 01-~~Mar~~Aug-2005 ~~168,000~~2 8.00550% ~~167~~4,~~048~~199.9837 2 ~~0011123117~~0011140482 ~~VA 84~~259,395.9007 01-~~Mar~~Jul-2005 ~~208,000~~3 8.00750% ~~208~~8,~~000~~906.0004 2 ~~0011126290~~0011142192 ~~CA 66~~249,242.9404 01-~~Mar~~Aug-2005 ~~164,000.00 163,006.21~~ 2 ~~0011128550 CA 80~~8.00625% ~~01-Apr-2005 276~~6,~~000~~744.0007 ~~275,172.58~~ 2 ~~0011128950~~0011142444 ~~CA 75~~215,853.0013 01-~~Mar~~Jul-2005 ~~307,500~~3 5.00550% ~~306~~4,~~303~~531.3577 2 ~~0011129524~~0011142473 ~~CA 65~~136,508.0048 01-~~Mar~~Jun-2005 ~~260,000~~4 7.00750% ~~258~~4,~~545~~939.9044 2 ~~0011130557~~0011142556 ~~CA 77~~141,283.19 01-~~Apr~~Jun-2005 ~~154,000~~4 6.00950% ~~153~~4,~~365~~546.5150 2 ~~0011133274~~0011143224 ~~FL 85~~91,919.0022 01-Apr-2005 ~~153,000~~6 6.00650% ~~152~~3,~~386~~285.9839 2 ~~0011135092~~0011143506 ~~CA 80~~133,909.0084 01-~~Mar~~Aug-2005 ~~311,200.00 309,926.04~~ 2 ~~0011135590 CA 80~~7.00650% ~~01-Mar-2005 288~~3,~~000~~187.0093 ~~286,401.25~~ 2 ~~0011135640~~0011143706 ~~CA 73~~274,853.9732 01-~~Mar~~Aug-2005 ~~287,000.00 287,001.95~~ 2 ~~0011136345 CA 80~~6.00990% ~~01-Mar-2005 300~~5,~~000~~938.0040 ~~298,394.48~~ 2 ~~0011137614~~0011144545 ~~VA 73.33 01-Mar-2005 110~~260,000.00 ~~110,000.00 2 0011137702 NY 90.00~~ 01-~~Apr~~Jun-2005 ~~109,710~~4 6.00100% ~~109~~7,~~276~~279.8598 2 ~~0011138234~~0011147883 ~~MD 79~~102,099.2721 01-~~Apr~~Jul-2005 ~~260,000~~3 7.00600% ~~259~~3,~~070~~015.5689 2 ~~0011138838~~0011148800 ~~CA 80~~131,594.0052 01-~~Apr~~Aug-2005 ~~232,000.00 231,149.71~~ 2 ~~0011139042 CA 54~~7.38375% ~~01-Apr-2005 282~~3,~~800~~012.0016 ~~282,032.03~~ 2 ~~0011139213~~0011152332 ~~CO 80~~129,600.00 01-~~Apr~~May-2005 ~~136,000.00~~5 ~~135,399~~7.25900% ~~2 0011140212 IL 80.00 01-Apr-2005 296~~5,~~000~~594.~~00 294,748.~~40 2 ~~0011141602~~0011154230 ~~PA 89~~317,229.0260 01-~~Apr~~Aug-2005 ~~315,000.00 313,653.94~~ 2 ~~0011141722 CA 85~~8.00290% ~~01-Apr-2005 236~~8,~~300~~229.0024 ~~236,300.00~~ 2 ~~0011142367~~0011158402 ~~CA 90~~227,378.0028 01-~~Apr~~Jul-2005 ~~191,630~~3 6.00500% ~~191~~5,~~010~~673.5892 2 ~~0011143101~~0011159648 ~~CA 80.00 01-Apr-2005 274~~249,~~400~~525.0031 ~~274,400.00 2 0011143351 CA 89.84~~ 01-~~Apr~~Jul-2005 ~~283,000.00~~3 ~~283,000~~9.00100% ~~2 0011150560 CA 53.85 01-Apr-2005 245~~8,~~000~~931.0091 ~~244,167.03~~ 2 ~~0011151578~~0011161641 IL 95~~.00 01-Apr-2005 76~~,~~000~~834.0082 ~~75,748.10 2 0011152258 CA 80.00~~ 01-~~May~~Jul-2005 ~~89,600.00~~3 ~~89,285~~8.76800% ~~2 0011152876 CA 70.00 01-Apr-2005 346~~3,~~500~~310.0039 ~~345,261.30~~ 2 ~~0011155290~~0011164530 ~~MD 85.00 01-May-2005~~ 134,~~300~~618.0099 ~~133,778.86 2 0011155323 MA 90.00~~ 01-~~Apr~~Aug-2005 ~~211,500.00 210,912.41~~ 2 ~~0011156762 DC 74~~7.05800% ~~01-May-2005 333~~3,~~209~~272.0017 ~~331,928.32~~ 2 ~~0011159866~~0011165719 ~~NV 60~~255,651.0061 01-~~May~~Aug-2005 ~~298,800.00 297,859.15~~ 2 ~~0011161433 CA 70~~7.~~00 01-May-2005 315,~~000~~.00~~% ~~313~~5,~~949~~532.5409 2 ~~0011162033~~0011169148 ~~FL 90.00 01-May-2005 117~~324,000.00 ~~116,754.56 2 0011162765 TX 95.00~~ 01-~~May~~Aug-2005 ~~54,150.00 53,970.52~~ 2 ~~0011162954 CA 80~~5.00775% ~~01-May-2005 302~~5,~~400~~697.00 ~~302,400.00~~ 2 ~~0011163166~~0011172758 ~~CA 85.00 01-May-2005 276~~93,~~250~~750.00 ~~275,399.79 2 0011166774 CA 80.00~~ 01-~~May~~Jul-2005 ~~176,000.00~~3 ~~175,419~~7.03710% 2 ~~0011167207 MD 50.00 01-May-2005 180~~,~~000~~816.0040 ~~179,331.04~~ 2 ~~0011167398~~0011174739 ~~MD 70.00 01-May-2005 120~~123,~~400~~739.0069 ~~120,400.00 2 0011167941 VA 80.00~~ 01-~~May~~Jun-2005 ~~344,000.00~~4 ~~343,041~~7.76615% ~~2 0011168276 NY 70.00 01-May-2005 252~~4,~~000~~393.0086 ~~251,058.93~~ 2 ~~0011168548~~0011175368 ~~IL 85.00 01-May-2005 127~~257,~~500~~115.0072 ~~127,067.87 3 0011099581 CA 20.00~~ 01-~~Feb~~Aug-2005 ~~79,795.00~~2 ~~79,482~~8.34800% ~~3 0011102320 IL 20.00 01-Feb-2005 57~~7,~~000~~107.0051 ~~56,837.22~~ 3 ~~0011102464~~0011142756 ~~NJ 20.00 01-Mar-2005 108~~403,~~000.00 107,~~593.1241 ~~3 0011112951 CA 20.00~~ 01-~~Apr~~Jul-2005 ~~75,000.00 74,860.08~~ 3 ~~0011118833 CA 15~~6.00750% ~~01-Feb-2005 51~~10,~~000~~491.0057 ~~50,839.94~~ 3 ~~0011129208~~0011142921 ~~FL 20.00 01-Apr-2005 26~~33,~~230~~350.0035 ~~26,164.44 3 0011132778 CA 20.00~~ 01-~~Apr~~Aug-2005 ~~100,000.00~~2 ~~99,676~~11.74250% ~~3 0011134020 CA 20.00 01-Mar-2005 144~~1,~~000~~194.0031 ~~143,439.34~~ 3 ~~0011135260~~0011149620 ~~CA 20.00 01-Apr-2005 103~~373,~~000~~445.0006 ~~102,807.84 3 0011136913 VA 20.00~~ 01-~~Mar~~Aug-2005 ~~70,200.00~~2 ~~70,076~~7.~~14 3 0011137163 CA 20.00 01-Mar-2005 85,~~000~~.00~~% 848,~~757~~080.1999 3 ~~0011137962~~0011152151 ~~CA 20.00 01-Mar-2005 130~~127,~~000~~715.0045 ~~129,707.64 3 0011138587 CA 20.00~~ 01-~~Apr~~Jul-2005 ~~132,000.00 131,753.77~~ 3 ~~0011139218 CO 20~~7.00550% ~~01-Apr-2005 34~~3,~~000~~745.0098 ~~33,936.59~~ 3 ~~0011140158~~0011182122 ~~CA 20.00 01-Apr-2005 81~~53,~~000~~972.0067 ~~80,797.19 3 0011140433 CA 20.00~~ 01-~~Apr~~May-2005 ~~137,000.00~~5 ~~136,671~~9.78650% ~~3 0011140458 NY 20.00 01-Mar-2005 104~~2,~~000~~876.0037 ~~(38.30)~~4 30011117796 ~~0011141460 CA 20.00 01-Apr-2005 86~~235,~~000~~675.0061 ~~85,748.97 3 0011141786 CA 25.00~~ 01-~~Apr~~Jul-2005 ~~200,000.00 199,549.21~~ 3 ~~0011142382 CA 20~~6.00300% ~~01-Apr-2005 73~~5,~~800~~684.0039 ~~73,615.60~~4 30011126466 ~~0011144861 CA 25.00 01-Apr-2005 152~~295,~~500~~260.0062 ~~152,215.49 3 0011148464 CA 21.05~~ 01-May-2005 ~~200,000~~5 6.00950% ~~199~~11,~~622~~079.2544 34 ~~0011148810~~0011127578 ~~CA 20~~220,800.00 01-~~Apr~~Jun-2005 ~~121,000.00~~4 ~~120,608~~7.88500% ~~3 0011148900 MD 80.00 01-Apr-2005 368~~7,~~000~~728.00 ~~366,397.88~~4 30011128711 ~~0011156567 MD 20.00 01-May-2005 97~~232,~~000~~950.0061 ~~96,859.76 3 0011160702 MI 20.00~~ 01-~~May~~Jun-2005 ~~67,000.00~~4 ~~66,922~~6.01400% ~~3 0011162958 CA 20.00 01-May-2005 75~~6,~~600~~855.0078 ~~75,449.47~~4 30011130706 ~~0011165005 CA 20.00 01-May-2005 87~~249,~~000~~100.00 86~~,807.36~~ ~~3 0011167300 CA 15.00~~ 01-May-2005 ~~100,350~~5 5.00990% ~~100~~7,~~150~~951.2095 34 ~~0011167942~~0011131249 ~~VA 20~~530,134.0025 01-~~May~~Jul-2005 ~~86,000.00 85,888.48~~ 3 ~~0011168721 CA 20~~6.00700% ~~01-May-2005 151~~13,~~000~~670.0057 ~~150,683.23~~4 30011132877 ~~0011169533 VA 20~~215,046.0058 01-~~May~~Apr-2005 ~~120,000.00~~6 ~~119,730~~7.59700% ~~3 0011170607 CA 20.00 01-May-2005 75~~9,~~600~~004.00 75~~,480.83~~ 34 ~~0011177920~~0011134216 ~~VA 29~~438,648.9722 01-~~May~~Aug-2005 ~~200,000~~2 8.00500% ~~199~~11,~~792~~686.0319 4 ~~0011089135~~0011137632 ~~MD 80~~359,797.0013 01-~~Jan~~Apr-2005 ~~188,000~~6 8.00850% ~~186~~17,~~546~~483.6428 4 ~~0011102547~~0011137902 ~~MA 85~~279,366.0042 01-~~Feb~~Jun-2005 ~~289,000.00 287,507.63~~ 4 ~~0011109816 CA 80~~7.00450% ~~01-Feb-2005 535~~9,~~675~~689.0026 ~~533,043.06~~ 4 ~~0011110328~~0011138606 ~~CA 71~~338,807.0858 01-~~Mar~~Jul-2005 ~~462,000~~3 6.00700% ~~461~~8,~~954~~736.9382 4 ~~0011118069~~0011139372 ~~CA 87~~449,031.6635 01-~~Apr~~Jun-2005 ~~412,000.00 410,681.68~~ 4 ~~0011119372 WA 80~~7.00700% ~~01-Feb-2005 217~~16,~~600~~135.0044 ~~217,600.00~~ 4 ~~0011126878~~0011140171 ~~CA 80~~257,265.00 01-~~Apr~~Aug-2005 ~~292,000~~2 6.00500% ~~290~~5,~~935~~145.1132 4 ~~0011126902~~0011140913 ~~CA 80.00 01-May-2005 191~~320,~~200~~000.00 ~~190,597.97 4 0011128405 CA 69.26~~ 01-~~Apr~~Jun-2005 ~~658,000.00 655,334.97~~ 4 ~~0011128487 CA 70~~6.00675% ~~01-Mar-2005 483~~9,~~000~~880.~~00 481,213.~~02 4 ~~0011129777~~0011141233 ~~NY 80.00 01-Mar-2005 370~~284,~~800~~107.~~00 368,940.49 4 0011132777 CA~~ 80~~.00~~ 01-~~Apr~~Jul-2005 ~~400,000~~3 7.00990% ~~400~~8,~~000~~854.0017 4 ~~0011135255~~0011141322 ~~CA 80~~78,294.0052 01-~~Apr~~Jun-2005 ~~412,000.00 410,634.09~~ 4 ~~0011136912 VA 80~~9.00975% ~~01-Mar-2005 280~~3,~~800~~704.0093 ~~279,627.23~~ 4 ~~0011137162~~0011142061 ~~CA 80~~247,378.0002 01-~~Mar~~Aug-2005 ~~340,000~~2 8.00135% ~~340~~6,~~000~~289.0034 4 ~~0011137237~~0011142081 ~~CA 80~~359,384.0040 01-~~Mar~~May-2005 ~~268,000~~5 6.00800% ~~268~~13,~~000~~171.0020 4 ~~0011137357~~0011142151 ~~IL 80~~247,001.0046 01-~~Apr~~Aug-2005 ~~392,000~~2 7.00150% ~~390~~5,~~612~~468.6341 4 ~~0011137961~~0011143022 ~~CA 80~~127,696.00 01-~~Mar~~Jul-2005 ~~520,000.00~~3 ~~517,399~~8.91650% 4 ~~0011138030 CA 80.00 01-Apr-2005 528~~,~~000~~331.0004 ~~528,000.00~~ 4 ~~0011140156~~0011143528 ~~CA 80~~398,323.0033 01-~~Apr~~Jun-2005 ~~324,000.00 322,368.00~~ 4 ~~0011140407 CA 95~~7.00600% ~~01-Apr-2005 370~~14,~~500~~114.00 ~~369,034.42~~ 4 ~~0011140435~~0011144619 ~~CA 80~~208,000.00 01-~~Apr~~Aug-2005 ~~548,000~~2 6.00250% ~~547~~3,~~827~~986.68 4 ~~0011141788~~0011145506 ~~CA 70~~68,916.0032 01-~~Apr~~May-2005 ~~560,000~~5 9.00675% ~~557~~3,~~356~~682.2184 4 ~~0011142381~~0011146966 ~~CA 80~~686,587.0026 01-~~Apr~~Aug-2005 ~~295,200~~2 8.00990% ~~295~~19,~~200~~413.0073 4 ~~0011144859~~0011149160 ~~CA 75~~211,673.0015 01-~~Apr~~Jun-2005 ~~457,500~~4 7.00325% ~~455~~7,~~693~~209.8215 4 ~~0011146012~~0011149714 ~~CA 90.00 01-Apr-2005 432~~336,000.00 ~~430,260.59 4 0011146314 CA 85.00~~ 01-~~Apr~~May-2005 ~~435,200~~5 7.00600% ~~435~~13,~~200~~913.0080 4 ~~0011147760~~0011150033 ~~CA 80~~432,094.0081 01-Apr-2005 ~~197,600.00~~6 ~~197,600~~7.~~00 4 0011148463 CA 78.95 01-May-2005~~ 750~~,000.00~~% ~~750~~18,~~000~~219.0151 4 ~~0011148804~~0011150549 ~~CA 80.00 01-Apr-2005 484~~439,~~000~~120.0009 ~~482,163.29 4 0011149298 ME 85.00~~ 01-~~Mar~~Jun-2005 ~~127,500.00 127,080.73~~ 4 ~~0011150731 CA 80~~5.00990% ~~01-Apr-2005 548~~12,~~000~~023.0022 ~~545,099.94~~ 4 ~~0011152297~~0011150847 ~~MD 95.00 01-Apr-2005 362~~239,~~900~~564.0004 ~~361,467.30 4 0011156135 CA 80.00~~ 01-May-2005 ~~267,200~~5 6.00490% ~~267~~8,~~200~~346.0042 4 ~~0011156543~~0011154290 ~~MD 80~~76,902.0047 01-~~May~~Jun-2005 ~~388,000.00 386,501.60~~ 4 ~~0011156888 IL 90~~8.00300% ~~01-May-2005 198~~2,~~000~~994.~~00 197,595.~~35 4 ~~0011159751~~0011161324 ~~MI 95.00 01-May-2005 344~~418,~~850~~940.~~00 343,913.28 4 0011160221 CA~~ 57~~.97~~ 01-~~May~~Jul-2005 ~~200,000~~3 6.00900% ~~199~~11,~~557~~152.1458 4 ~~0011160701~~0011166091 ~~MI 80~~251,164.0085 01-~~May~~Aug-2005 ~~268,000~~2 6.00990% ~~267~~5,~~455~~426.1364 4 ~~0011164827~~0011166706 ~~CA 80~~295,311.0031 01-~~May~~Jul-2005 ~~535,200.00~~3 ~~533,368~~8.17750% ~~4 0011165448 MO 80.00 01-May-2005 54~~10,~~400~~139.0019 ~~54,258.36~~ 4 ~~0011169532~~0011170926 ~~VA 80.00 01-May-2005 480~~312,000.00 ~~478,349.07 4 0011170604 CA 80.00~~ 01-~~May~~Aug-2005 ~~302,400.00~~2 ~~301,397~~6.84500% ~~4 0011173591 CA 75.00 01-May-2005 450~~6,~~000~~240.00 ~~448,253.84~~ 4 ~~0011176339~~0011180687 ~~CA 80.00 01-May-2005 528~~188,000.00 ~~528,000.00 4 0011177712 CA 80.00~~ 01-~~May~~Jul-2005 ~~245,200.00~~3 ~~244,465~~6.27275% 4 ~~0011177918 VA 70.03 01-May-2005 467~~,~~243~~523.~~00 465,863.66~~75

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

~~Prepayment~~Summary ~~Loan~~12 ~~Detail~~Month -Bankruptcy ~~Prepayments~~History* ~~during~~New ~~Current~~Bankruptcy ~~Period~~Loans ~~(continued)~~Month ~~Current~~Bankruptcy ~~Loan~~Percentage ~~PIF~~Loans ~~Months Loan Original Group Number Type Delinquent Rate Term Seasoning 1 0011112474 Loan Paid~~ in ~~Full~~Bankruptcy 04 ~~10.875%~~Jan-05 ~~180 5 1 0011126903 Loan Paid in Full~~ 0 10.~~875~~000% ~~180~~Original 3Principal 1Balance ~~0011131903 Loan Paid in Full 0 8~~692,000.~~750%~~00 ~~180~~Feb-05 ~~5 1 0011133933 Loan Paid in Full~~ 0 6.~~500~~000% ~~360~~Current 5Principal 1Balance ~~0011134461 Loan Paid in Full 0 10~~688,901.~~875%~~58 ~~180~~Mar-05 ~~4 1 0011136346 Loan Paid in Full 1 10.750% 180 5 1 0011137238 Loan Paid in Full~~ 0 8.~~750~~000% ~~180~~Apr-05 ~~5 1 0011140099 Loan Paid in Full~~ 0 10.000% ~~180~~Current 4Bankruptcy 1Total ~~0011140220~~May-05 ~~Loan Paid in Full~~ 0 10.~~990~~000% ~~180~~Loans ~~4 1 0011140922 Loan Paid~~ in ~~Full~~Bankruptcy 024 ~~8.750%~~Jun-05 ~~180 4 1 0011143102 Loan Paid in Full~~ 0 9.~~990~~000% ~~180~~Original 4Principal 1Balance ~~0011146520 Loan Paid in Full 0 10~~2,842,620.~~125%~~00 ~~180~~Jul-05 ~~4 1 0011147273 Loan Paid in Full~~ 0 9.~~990~~000% ~~180~~Current 4Principal 1Balance ~~0011152260 Loan Paid in Full 0 9~~2,833,815.~~990%~~23 ~~180~~Aug-05 ~~3 1 0011156142 Loan Paid in Full~~ 0 10.~~875~~013% ~~180~~Sep-05 ~~3 1 0011162966 Loan Paid in Full 1 5.990% 360 3 1 0011163741 Loan Paid in Full~~ 0 9.~~125~~017% ~~180~~Oct-05 ~~3 1 0011167399 Loan Paid in Full~~ 0 9.~~990~~067% ~~180~~Nov-05 ~~3 1 0011177713 Loan Paid in Full~~ 0 10.~~875~~189% ~~180~~Dec-05 ~~3 2 0011080800 Loan Paid in Full~~ 0 7.~~990~~229% ~~360~~*The 7text 2reported ~~0011093108 Loan Paid~~ in ~~Full~~the 0above ~~6.500%~~table ~~360~~is 7presented 2graphically ~~0011099945~~on ~~Loan~~the ~~Paid~~monthly inbond ~~Full~~remittance ~~0 8~~report.~~375%~~ ~~360~~The 4monthly 2bond ~~0011102851~~remittance ~~Loan~~report ~~Paid~~can inbe ~~Full~~viewed 0online ~~6.440%~~at ~~360 8 2 0011113651 Loan Paid in Full 0 7~~www.~~050% 360 6 2 0011115868 Loan Paid in Full 1 5~~ctslink.~~875% 360 5 2 0011116142 Loan Paid in Full 0 7~~com.~~650%~~ ~~360~~1 412 2Month ~~0011120207~~Bankruptcy ~~Loan~~History* ~~Paid~~New inBankruptcy ~~Full~~Loans 0Month ~~7.550%~~Bankruptcy ~~360~~Percentage 4Loans ~~2 0011120210 Loan Paid~~ in ~~Full~~Bankruptcy 0 ~~7.550%~~Jan-05 ~~360 4 2 0011122214 Loan Paid in Full~~ 0 6.~~351~~000% ~~360~~Original 5Principal 2Balance ~~0011123117 Loan Paid in Full~~ 0 6.~~500%~~00 ~~360~~Feb-05 ~~5 2 0011126290 Loan Paid in Full~~ 0 5.~~990~~000% ~~360~~Current 5Principal 2Balance ~~0011128550 Loan Paid in Full~~ 0 8.~~626%~~00 ~~360~~Mar-05 ~~4 2 0011128950 Loan Paid in Full~~ 0 8.~~251~~000% ~~360~~Apr-05 ~~5 2 0011129524 Loan Paid in Full~~ 0 7.000% ~~360~~Current 5Bankruptcy 2Total ~~0011130557~~May-05 ~~Loan Paid in Full 2 8.051% 360 4 2 0011133274 Loan Paid in Full~~ 0 7.~~175% 360 4 2 0011135092 Loan Paid in Full 0 8.~~000% ~~360~~Loans ~~5 2 0011135590 Loan Paid~~ in ~~Full~~Bankruptcy ~~2 6.450% 360 5 2 0011135640 Loan Paid in Full 0 6.425% 360 5 2 0011136345 Loan Paid in Full 1 6.640% 360 5 2 0011137614 Loan Paid in Full 0 6.775% 360 5 2 0011137702 Loan Paid in Full 0 7.250% 360~~ 4 2Jun-05 ~~0011138234 Loan Paid in Full~~ 0 7.~~750~~000% ~~360~~Original 4Principal 2Balance ~~0011138838 Loan Paid in Full 0 7~~202,530.~~625%~~00 ~~360~~Jul-05 ~~4 2 0011139042 Loan Paid in Full~~ 0 9.~~100~~000% ~~360~~Current 4Principal 2Balance ~~0011139213 Loan Paid in Full 0 6~~202,092.~~675%~~53 ~~360~~Aug-05 ~~4 2 0011140212 Loan Paid in Full~~ 0 6.~~900~~017% ~~360~~Sep-05 ~~4 2 0011141602 Loan Paid in Full 1 6.925% 360 4 2 0011141722 Loan Paid in Full~~ 0 5.~~990~~017% ~~360~~Oct-05 ~~4 2 0011142367 Loan Paid in Full~~ 0 8.~~250~~059% ~~360~~Nov-05 ~~4 2 0011143101 Loan Paid in Full~~ 0 5.~~725~~196% ~~360~~Dec-05 ~~4 2 0011143351 Loan Paid in Full~~ 0 6.~~990~~201% ~~360~~*The 4text 2reported ~~0011150560 Loan Paid~~ in ~~Full~~the 1above ~~8.000%~~table ~~360~~is 4presented 2graphically ~~0011151578~~on ~~Loan~~the ~~Paid~~monthly inbond ~~Full~~remittance ~~1 8~~report.~~126%~~ ~~360~~The 4monthly 2bond ~~0011152258~~remittance ~~Loan~~report ~~Paid~~can inbe ~~Full~~viewed 0online ~~6.700%~~at ~~360 3 2 0011152876 Loan Paid in Full 1 7~~www.~~750% 360 4 2 0011155290 Loan Paid in Full 0 6~~ctslink.~~175% 360 3 2 0011155323 Loan Paid in Full 1 8~~com.~~990%~~ ~~360 4~~ 2 ~~0011156762~~12 ~~Loan~~Month ~~Paid~~Bankruptcy inHistory* ~~Full~~New 0Bankruptcy ~~6.225%~~Loans ~~360~~Month 3Bankruptcy 2Percentage ~~0011159866~~Loans ~~Loan Paid~~ in ~~Full~~Bankruptcy 1 ~~7.250%~~Jan-05 ~~360 3 2 0011161433 Loan Paid in Full~~ 0 6.~~990~~000% ~~360~~Original 3Principal 2Balance ~~0011162033 Loan Paid in Full 1 9~~296,800.~~250%~~00 ~~360~~Feb-05 ~~3 2 0011162765 Loan Paid in Full 1 6.990% 360 3 2 0011162954 Loan Paid in Full~~ 0 5.~~900~~000% ~~360~~Current 3Principal 2Balance ~~0011163166 Loan Paid in Full 0 7~~295,220.~~500%~~10 ~~360~~Mar-05 ~~3 2 0011166774 Loan Paid in Full~~ 0 7.~~010~~000% ~~360~~Apr-05 ~~3 2 0011167207 Loan Paid in Full~~ 0 6.~~400~~000% ~~360~~Current 3Bankruptcy 2Total ~~0011167398~~May-05 ~~Loan Paid in Full~~ 0 7.000% ~~360~~Loans ~~3 2 0011167941 Loan Paid~~ in ~~Full~~Bankruptcy 010 ~~7.865%~~Jun-05 ~~360 3 2 0011168276 Loan Paid in Full~~ 0 6.~~375~~000% ~~360~~Original 3Principal 2Balance ~~0011168548 Loan Paid in Full~~ 1 6,419,700.~~875%~~00 ~~360~~Jul-05 ~~3 3 0011099581 Loan Paid in Full~~ 0 8.~~990~~000% ~~180~~Current 6Principal 3Balance ~~0011102320 Loan Paid in Full 0 10.500% 180 6 3 0011102464 Loan Paid in Full 0 10.250% 180 5 3 0011112951 Loan Paid in Full~~ 1 10,413,437.~~875%~~52 ~~180~~Aug-05 ~~4 3 0011118833 Loan Paid in Full 1 10.875% 180 6 3 0011129208 Loan Paid in Full~~ 0 9.~~500~~039% ~~180~~Sep-05 ~~4 3 0011132778 Loan Paid in Full~~ 0 8.~~250~~040% ~~180~~Oct-05 ~~4 3 0011134020 Loan Paid in Full 2 8.250% 180 5 3 0011135260 Loan Paid in Full 2 10.875% 180 4 3 0011136913 Loan Paid in Full~~ 0 11.~~990~~134% ~~180~~Nov-05 ~~5 3 0011137163 Loan Paid in Full 1 9.750% 180 5 3 0011137962 Loan Paid in Full~~ 0 10.~~875~~355% ~~180~~Dec-05 ~~5 3 0011138587 Loan Paid in Full~~ 0 10.~~875~~387% ~~180~~*The 4text 3reported ~~0011139218 Loan Paid~~ in ~~Full~~the 0above ~~10.875%~~table ~~180~~is 4presented 3graphically ~~0011140158~~on ~~Loan~~the ~~Paid~~monthly inbond ~~Full~~remittance ~~0 9~~report.~~490%~~ ~~180~~The 4monthly 3bond ~~0011140433~~remittance ~~Loan~~report ~~Paid~~can inbe ~~Full~~viewed 0online ~~10.750%~~at ~~180 4 3 0011140458 Loan Paid in Full 0 8~~www.~~250% 180 5 3 0011141460 Loan Paid in Full 0 8~~ctslink.~~750% 180 4 3 0011141786 Loan Paid in Full 0 9~~com.~~990%~~ ~~180 4~~ 3 ~~0011142382~~12 ~~Loan~~Month ~~Paid~~Bankruptcy inHistory* ~~Full~~New 0Bankruptcy ~~9.500%~~Loans ~~180~~Month 4Bankruptcy 3Percentage ~~0011144861~~Loans ~~Loan Paid~~ in ~~Full~~Bankruptcy 01 ~~10.875%~~Jan-05 ~~180 4 3 0011148464 Loan Paid in Full~~ 0 9.~~751~~000% ~~180~~Original 3Principal 3Balance ~~0011148810 Loan Paid in Full 0 8~~68,000.~~250%~~00 ~~180~~Feb-05 ~~4 3 0011148900 Loan Paid in Full~~ 0 6.~~750% 360 4 3 0011156567 Loan Paid in Full 0 11.~~000% ~~180~~Current 3Principal 3Balance ~~0011160702 Loan Paid in Full 0 11~~67,631.~~990%~~06 ~~180~~Mar-05 ~~3 3 0011162958 Loan Paid in Full~~ 0 9.~~500~~000% ~~180~~Apr-05 ~~3 3 0011165005 Loan Paid in Full~~ 0 8.~~990~~000% ~~180~~Current 3Bankruptcy 3Total ~~0011167300~~May-05 ~~Loan Paid in Full~~ 0 9.~~500~~000% ~~180~~Loans ~~3 3 0011167942 Loan Paid~~ in ~~Full~~Bankruptcy 05 ~~11.500%~~Jun-05 ~~180 3 3 0011168721 Loan Paid in Full~~ 0 9.~~250~~000% ~~180~~Original 3Principal 3Balance ~~0011169533 Loan Paid in Full 0 9~~242,600.~~990%~~00 ~~180~~Jul-05 ~~3 3 0011170607 Loan Paid in Full~~ 0 10.~~600~~000% ~~180~~Current 3Principal 3Balance ~~0011177920 Loan Paid in Full 0 12~~242,044.~~500%~~98 ~~180~~Aug-05 ~~3 4 0011089135 Loan Paid in Full~~ 0 6.~~250~~000% ~~360~~Sep-05 ~~7 4 0011102547 Loan Paid in Full~~ 0 7.~~625~~039% ~~360~~Oct-05 ~~6 4 0011109816 Loan Paid in Full~~ 0 7.~~875~~076% ~~360~~Nov-05 ~~6 4 0011110328 Loan Paid in Full~~ 0 5.~~990~~178% ~~360~~Dec-05 ~~5 4 0011118069 Loan Paid in Full~~ 0 8.~~300~~194% ~~360~~*The 4text 4reported ~~0011119372 Loan Paid~~ in ~~Full~~the 0above ~~5.990%~~table ~~360~~is 6presented 4graphically ~~0011126878~~on ~~Loan~~the ~~Paid~~monthly inbond ~~Full~~remittance ~~1 7~~report.~~650%~~ ~~360~~The 4monthly 4bond ~~0011126902~~remittance ~~Loan~~report ~~Paid~~can inbe ~~Full~~viewed 0online ~~7.250%~~at ~~360 3 4 0011128405 Loan Paid in Full 0 7~~www.~~120% 360 4 4 0011128487 Loan Paid in Full 0 8~~ctslink.~~500% 360 5 4 0011129777 Loan Paid in Full 0 6~~com.~~975%~~ ~~360 5~~ 4 ~~0011132777~~12 ~~Loan~~Month ~~Paid~~Bankruptcy inHistory* ~~Full~~New 0Bankruptcy ~~6.375%~~Loans ~~360~~Month 4Bankruptcy 4Percentage ~~0011135255~~Loans ~~Loan Paid~~ in ~~Full~~Bankruptcy 2 ~~8.125%~~Jan-05 ~~360 4 4 0011136912 Loan Paid in Full~~ 0 7.~~900~~000% ~~360~~Original 5Principal 4Balance ~~0011137162 Loan Paid in Full 1 6~~327,200.~~650%~~00 ~~360~~Feb-05 ~~5 4 0011137237 Loan Paid in Full~~ 0 6.~~825~~000% ~~360~~Current 5Principal 4Balance ~~0011137357 Loan Paid in Full 0 7~~326,050.~~800%~~42 ~~360~~Mar-05 ~~4 4 0011137961 Loan Paid in Full~~ 0 6.~~990~~000% ~~360~~Apr-05 ~~5 4 0011138030 Loan Paid in Full~~ 0 5.~~990~~000% ~~360~~Current 4Bankruptcy 4Total ~~0011140156~~May-05 ~~Loan Paid in Full~~ 0 5.~~990~~000% ~~360~~Loans ~~4 4 0011140407 Loan Paid~~ in ~~Full~~Bankruptcy ~~0 7.240% 360 4 4 0011140435 Loan Paid in Full 0 7.500% 360 4 4 0011141788 Loan Paid in Full 0 6.330% 360 4 4 0011142381 Loan Paid in Full 0~~ 5~~.925%~~ ~~360~~Jun-05 ~~4 4 0011144859 Loan Paid in Full~~ 0 7.~~250~~000% ~~360~~Original 4Principal 4Balance ~~0011146012 Loan Paid in Full 0 7~~977,790.~~150%~~00 ~~360~~Jul-05 ~~4 4 0011146314 Loan Paid in Full~~ 0 5.~~990~~000% ~~360~~Current 4Principal 4Balance ~~0011147760 Loan Paid in Full 0 6~~976,240.~~300%~~20 ~~360~~Aug-05 ~~4 4 0011148463 Loan Paid in Full~~ 0 5.~~751~~000% ~~360~~Sep-05 ~~3 4 0011148804 Loan Paid in Full~~ 0 7.~~450~~000% ~~360~~Oct-05 ~~4 4 0011149298 Loan Paid in Full~~ 0 9.~~075~~029% ~~360~~Nov-05 ~~5 4 0011150731 Loan Paid in Full~~ 0 6.~~625~~096% ~~360~~Dec-05 ~~4 4 0011152297 Loan Paid in Full~~ 0 7.~~250~~151% ~~360~~*The 4text 4reported ~~0011156135 Loan Paid~~ in ~~Full~~the 0above ~~7.025%~~table ~~360~~is 3presented 4graphically ~~0011156543~~on ~~Loan~~the ~~Paid~~monthly inbond ~~Full~~remittance ~~0 6~~report.~~200%~~ ~~360~~The 3monthly 4bond ~~0011156888~~remittance ~~Loan~~report ~~Paid~~can inbe ~~Full~~viewed 0online ~~9.375%~~at ~~360 3 4 0011159751 Loan Paid in Full 0 7~~www.~~990% 360 3 4 0011160221 Loan Paid in Full 0 8~~ctslink.~~990% 360 3 4 0011160701 Loan Paid in Full 0 9~~com.400% 360 3 4 0011164827 Loan Paid in Full 0 6.825% 360 3 4 0011165448 Loan Paid in Full 0 8.200% 360 3 4 0011169532 Loan Paid in Full 0 6.800% 360 3 4 0011170604 Loan Paid in Full 0 6.990% 360 3 4 0011173591 Loan Paid in Full 0 6.175% 360 3 4 0011176339 Loan Paid in Full 1 6.990% 360 3 4 0011177712 Loan Paid in Full 0 7.500% 360 3 4 0011177918 Loan Paid in Full 0 7.575% 360 3

~~Summary~~Bankruptcy ~~SMM~~Detail ~~CPR~~- ~~PSA~~All ~~Current~~Mortgage ~~Month~~Loans ~~2.316%~~in ~~Current~~Bankruptcy ~~Month~~during ~~24.516%~~ Current ~~Month~~Period ~~3,181.761%~~Group 3Loan Month ~~Average~~Loan ~~0.000%~~First 3State ~~Month~~LTV ~~Average~~at ~~0.000%~~Original 3Number ~~Month~~Entered ~~Average~~Payment ~~0.000%~~Origination 12Principal ~~Month~~Bankruptcy ~~Average~~Date ~~0.000%~~Balance 121 ~~Month~~0011137035 ~~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~~01-~~2005 N/A N/A Feb~~Apr-2005 ~~N/A~~CA ~~N/A~~20.00 ~~Feb-2005~~44,000.00 ~~N/A~~1 ~~N/A~~0011139123 ~~Mar~~Nov-2005 ~~N/A N/A Mar~~01-~~2005 N/A N/A~~ Apr-2005 ~~N/A~~ME ~~N/A~~95.00 ~~Apr-2005~~111,150.00 ~~N/A~~1 ~~N/A~~0011154571 ~~May~~Nov-2005 ~~N/A N/A~~ 01-May-2005 ~~N/A~~TX ~~N/A Jun-2005 N/A N/A Jun-2005 N/A N/A Jul-2005 19~~20.~~277%~~00 ~~N/A Jul-2005 3~~28,~~374~~600.~~141%~~00 ~~N/A~~1 0011159851 Aug-2005 ~~24.516% N/A Aug~~01-May-2005 ~~3,181.761%~~ND ~~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~~20.00 The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. 1 SMM CPR PSA Current Month 1.210% Current Month 13.592% Current Month 118,~~720~~780.~~866%~~00 32 ~~Month~~0011086268 Average 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs 12mo Average* PSA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. SepNov-~~2004~~2005 ~~N/A N/A Sep~~01-~~2004 N/A N/A Oct~~Feb-~~2004~~2005 ~~N/A~~TN ~~N/A~~80.00 ~~Oct-2004~~138,400.00 ~~N/A~~2 ~~N/A~~0011125145 ~~Nov-2004 N/A N/A Nov-2004 N/A N/A~~ Dec-~~2004~~2005 ~~N/A N/A Dec~~01-~~2004 N/A N/A Jan~~Mar-2005 ~~N/A~~WI ~~N/A~~80.00 ~~Jan-2005~~296,800.00 ~~N/A~~2 ~~N/A~~0011130659 ~~Feb~~Nov-2005 ~~N/A N/A Feb~~01-~~2005 N/A N/A~~ Mar-2005 ~~N/A~~MO ~~N/A~~80.00 ~~Mar-2005~~100,000.00 ~~N/A~~2 ~~N/A~~0011132139 ~~Apr~~Nov-2005 ~~N/A N/A~~ 01-Apr-2005 ~~N/A~~FL ~~N/A~~80.00 ~~May-2005~~102,400.00 ~~N/A~~2 ~~N/A~~0011137025 ~~May~~Oct-2005 ~~N/A N/A Jun~~01-~~2005 N/A N/A Jun~~Apr-2005 ~~N/A~~CA ~~N/A Jul-2005 10~~80.~~167%~~00 ~~N/A Jul-2005 1~~176,~~723~~000.~~892%~~00 ~~N/A~~2 0011137217 Aug-2005 ~~13.592% N/A Aug~~01-Apr-2005 ~~1,720.866%~~TX ~~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~~100.00 ~~The graphically on the monthly bond remittance report~~94,080.00 ~~The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com.~~ 2 ~~SMM~~0011138972 CPR PSA Current Month 2.514% Current Month 26.327% Current Month 3,347.561% 3 Month Average 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs 12mo Average* PSA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-~~2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-~~2005 ~~N/A N/A Jan~~01-~~2005 N/A N/A Feb~~Apr-2005 ~~N/A~~CA ~~N/A~~84.19 ~~Feb-2005~~130,500.00 ~~N/A~~2 ~~N/A~~0011154567 ~~Mar~~Nov-2005 ~~N/A N/A Mar~~01-~~2005 N/A N/A Apr-2005 N/A N/A Apr-2005 N/A N/A~~ May-2005 ~~N/A~~TX ~~N/A~~80.00 ~~May-2005~~114,400.00 ~~N/A~~2 ~~N/A~~0011159839 ~~Jun~~Aug-2005 ~~N/A N/A Jun~~01-~~2005 N/A N/A Jul~~May-2005 21ND 80.~~402%~~00 ~~N/A Jul-2005 3~~75,~~642~~120.~~701%~~00 ~~N/A~~2 ~~Aug~~0011181895 Oct-2005 ~~26.327% N/A Aug~~01-Apr-2005 ~~3,347.561%~~PA ~~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~~80.00 The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. 3 SMM CPR PSA Current Month 2.553% Current Month 26.677% Current Month 3192,~~543.451% 3 Month Average 0.~~000~~% 3 Month Average 0~~.~~000%~~00 3 ~~Month~~0011098276 Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs 12mo Average* PSA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-~~2004 N/A N/A Dec-2004 N/A N/A Jan-~~2005 ~~N/A N/A Jan~~01-~~2005 N/A N/A~~ Feb-2005 ~~N/A~~PA ~~N/A~~80.00 ~~Feb-2005~~68,000.00 ~~N/A~~3 ~~N/A~~0011140014 ~~Mar~~Nov-2005 ~~N/A N/A Mar~~01-~~2005 N/A N/A~~ Apr-2005 ~~N/A~~RI ~~N/A~~20.00 ~~Apr-2005~~47,600.00 ~~N/A~~3 ~~N/A~~0011140323 ~~May~~Nov-2005 ~~N/A N/A May~~01-~~2005 N/A N/A Jun~~Apr-2005 ~~N/A~~OH ~~N/A Jun-2005 N/A N/A Jul-2005 9~~20.~~555%~~00 ~~N/A Jul-2005 1~~15,~~725~~000.~~947%~~00 ~~N/A~~3 ~~Aug~~0011162395 Nov-2005 ~~26.677% N/A Aug~~01-May-2005 ~~3,543.451%~~MD ~~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~~20.00 The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. 4 SMM CPR PSA Current Month 2.319% Current Month 24.541% Current Month 364,~~221.397% 3 Month Average 0.~~000~~% 3 Month Average 0~~.~~000%~~00 3 ~~Month~~0011181893 ~~Average~~Oct-2005 ~~0.000%~~01-Apr-2005 12PA ~~Month Average 0~~20.~~000%~~00 ~~12 Month Average 0.~~48,000~~% 12 Month Average 0~~.~~000%~~00 ~~CPR:~~4 ~~Current~~0011133800 ~~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~~01-~~2005 N/A N/A Feb~~Apr-2005 ~~N/A~~MI ~~N/A~~85.00 ~~Feb-2005~~204,190.00 ~~N/A~~4 ~~N/A~~0011140013 ~~Mar~~Nov-2005 ~~N/A N/A Mar~~01-~~2005 N/A N/A~~ Apr-2005 ~~N/A~~RI ~~N/A~~80.00 ~~Apr-2005~~190,400.00 ~~N/A~~4 ~~N/A~~0011143245 ~~May~~Dec-2005 ~~N/A N/A May~~01-~~2005 N/A N/A Jun~~Apr-2005 ~~N/A~~TX ~~N/A Jun-2005 N/A N/A Jul-2005 20~~80.~~975%~~00 ~~N/A Jul-2005 3~~166,~~727~~400.~~870%~~00 ~~N/A~~4 ~~Aug~~0011162387 Nov-2005 ~~24.541% N/A Aug~~01-May-2005 ~~3,221.397%~~MD ~~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~~80.00 ~~The graphically on the monthly bond remittance report~~256,000.00 ~~The~~4 ~~monthly~~0011163245 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 Dec-2005 ~~Scheduled Principal) Conditional PrePayment Rate (CPR): 1~~ 01- ~~((1~~ May-2005 ~~SMM)^12)~~TX ~~PSA Standard Prepayment Model: 100 * CPR / (0~~80.200 * MIN(30160,~~WAS)) Weighted Average Seasoning (WAS): sum((Original Term - Remaining Term)*(Current Scheduled Balance/Deal Scheduled Principal Balance))~~800.00

Realized Loss Report - Collateral Summary MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.~~000~~002% 3 Month Average 0.~~000~~164% 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~~Jan-~~2004~~2005 N/A N/A ~~Sep~~Jan-~~2004~~2005 N/A N/A ~~Oct~~Feb-~~2004~~2005 N/A N/A ~~Oct~~Feb-~~2004~~2005 N/A N/A ~~Nov~~Mar-~~2004~~2005 N/A N/A ~~Nov~~Mar-~~2004~~2005 N/A N/A ~~Dec~~Apr-~~2004~~2005 N/A N/A ~~Dec~~Apr-~~2004~~2005 N/A N/A ~~Jan~~May-2005 N/A N/A ~~Jan~~May-2005 N/A N/A ~~Feb~~Jun-2005 N/A N/A ~~Feb~~Jun-2005 N/A N/A ~~Mar~~Jul-2005 ~~N/A~~0.000% N/A ~~Mar~~Jul-2005 ~~N/A~~0.000% N/A ~~Apr~~Aug-2005 ~~N/A~~0.000% N/A ~~Apr~~Aug-2005 ~~N/A~~0.000% N/A ~~May~~Sep-2005 ~~N/A~~0.000% N/A ~~May~~Sep-2005 ~~N/A~~0.000% N/A ~~Jun~~Oct-2005 ~~N/A~~0.000% N/A ~~Jun~~Oct-2005 ~~N/A~~0.000% N/A ~~Jul~~Nov-2005 0.~~000~~006% N/A ~~Jul~~Nov-2005 0.~~000~~493% N/A ~~Aug~~Dec-2005 0.000% N/A ~~Aug~~Dec-2005 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www. monthly bond remittance report can be viewed online at ~~www.~~ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.~~000~~022% 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~~Jan-~~2004~~2005 N/A N/A ~~Sep~~Jan-~~2004~~2005 N/A N/A ~~Oct~~Feb-~~2004~~2005 N/A N/A ~~Oct~~Feb-~~2004~~2005 N/A N/A ~~Nov~~Mar-~~2004~~2005 N/A N/A ~~Nov~~Mar-~~2004~~2005 N/A N/A ~~Dec~~Apr-~~2004~~2005 N/A N/A ~~Dec~~Apr-~~2004~~2005 N/A N/A ~~Jan~~May-2005 N/A N/A ~~Jan~~May-2005 N/A N/A ~~Feb~~Jun-2005 N/A N/A ~~Feb~~Jun-2005 N/A N/A ~~Mar~~Jul-2005 ~~N/A~~0.000% N/A ~~Mar~~Jul-2005 ~~N/A~~0.000% N/A ~~Apr~~Aug-2005 ~~N/A~~0.000% N/A ~~Apr~~Aug-2005 ~~N/A~~0.000% N/A ~~May~~Sep-2005 ~~N/A~~0.000% N/A ~~May~~Sep-2005 ~~N/A~~0.000% N/A ~~Jun~~Oct-2005 ~~N/A~~0.000% N/A ~~Jun~~Oct-2005 ~~N/A~~0.000% N/A ~~Jul~~Nov-2005 0.~~000~~067% N/A ~~Jul~~Nov-2005 0.000% N/A ~~Aug~~Dec-2005 0.000% N/A ~~Aug~~Dec-2005 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www. monthly bond remittance report can be viewed online at ~~www.~~ctslink.com. www.ctslink.com. 1 MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs 12mo Average* SDA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Sep~~Jan-~~2004~~2005 N/A N/A ~~Sep~~Jan-~~2004~~2005 N/A N/A ~~Oct~~Feb-~~2004~~2005 N/A N/A ~~Oct~~Feb-~~2004~~2005 N/A N/A ~~Nov~~Mar-~~2004~~2005 N/A N/A ~~Nov~~Mar-~~2004~~2005 N/A N/A ~~Dec~~Apr-~~2004~~2005 N/A N/A ~~Dec~~Apr-~~2004~~2005 N/A N/A ~~Jan~~May-2005 N/A N/A ~~Jan~~May-2005 N/A N/A ~~Feb~~Jun-2005 N/A N/A ~~Feb~~Jun-2005 N/A N/A ~~Mar~~Jul-2005 ~~N/A~~0.000% N/A ~~Mar~~Jul-2005 ~~N/A~~0.000% N/A ~~Apr~~Aug-2005 ~~N/A~~0.000% N/A ~~Apr~~Aug-2005 ~~N/A~~0.000% N/A ~~May~~Sep-2005 ~~N/A~~0.000% N/A ~~May~~Sep-2005 ~~N/A~~0.000% N/A ~~Jun~~Oct-2005 ~~N/A~~0.000% N/A ~~Jun~~Oct-2005 ~~N/A~~0.000% N/A ~~Jul~~Nov-2005 0.000% N/A ~~Jul~~Nov-2005 0.000% N/A ~~Aug~~Dec-2005 0.000% N/A ~~Aug~~Dec-2005 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www. monthly bond remittance report can be viewed online at ~~www.~~ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs 12mo Average* Loss Severity: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Sep~~Jan-~~2004~~2005 N/A N/A ~~Sep~~Jan-~~2004~~2005 N/A N/A ~~Oct~~Feb-~~2004~~2005 N/A N/A ~~Oct~~Feb-~~2004~~2005 N/A N/A ~~Nov~~Mar-~~2004~~2005 N/A N/A ~~Nov~~Mar-~~2004~~2005 N/A N/A ~~Dec~~Apr-~~2004~~2005 N/A N/A ~~Dec~~Apr-~~2004~~2005 N/A N/A ~~Jan~~May-2005 N/A N/A ~~Jan~~May-2005 N/A N/A ~~Feb~~Jun-2005 N/A N/A ~~Feb~~Jun-2005 N/A N/A ~~Mar~~Jul-2005 ~~N/A~~0.000% N/A ~~Mar~~Jul-2005 ~~N/A~~0.000% N/A ~~Apr~~Aug-2005 ~~N/A~~0.000% N/A ~~Apr~~Aug-2005 ~~N/A~~0.000% N/A ~~May~~Sep-2005 ~~N/A~~0.000% N/A ~~May~~Sep-2005 ~~N/A~~0.000% N/A ~~Jun~~Oct-2005 ~~N/A~~0.000% N/A ~~Jun~~Oct-2005 ~~N/A~~0.000% N/A ~~Jul~~Nov-2005 0.000% N/A ~~Jul~~Nov-2005 0.000% N/A ~~Aug~~Dec-2005 0.000% N/A ~~Aug~~Dec-2005 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www. monthly bond remittance report can be viewed online at ~~www.~~ctslink.com. www.ctslink.com. 2 MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs 12mo Average* SDA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Sep~~Jan-~~2004~~2005 N/A N/A ~~Sep~~Jan-~~2004~~2005 N/A N/A ~~Oct~~Feb-~~2004~~2005 N/A N/A ~~Oct~~Feb-~~2004~~2005 N/A N/A ~~Nov~~Mar-~~2004~~2005 N/A N/A ~~Nov~~Mar-~~2004~~2005 N/A N/A ~~Dec~~Apr-~~2004~~2005 N/A N/A ~~Dec~~Apr-~~2004~~2005 N/A N/A ~~Jan~~May-2005 N/A N/A ~~Jan~~May-2005 N/A N/A ~~Feb~~Jun-2005 N/A N/A ~~Feb~~Jun-2005 N/A N/A ~~Mar~~Jul-2005 ~~N/A~~0.000% N/A ~~Mar~~Jul-2005 ~~N/A~~0.000% N/A ~~Apr~~Aug-2005 ~~N/A~~0.000% N/A ~~Apr~~Aug-2005 ~~N/A~~0.000% N/A ~~May~~Sep-2005 ~~N/A~~0.000% N/A ~~May~~Sep-2005 ~~N/A~~0.000% N/A ~~Jun~~Oct-2005 ~~N/A~~0.000% N/A ~~Jun~~Oct-2005 ~~N/A~~0.000% N/A ~~Jul~~Nov-2005 0.000% N/A ~~Jul~~Nov-2005 0.000% N/A ~~Aug~~Dec-2005 0.000% N/A ~~Aug~~Dec-2005 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www. monthly bond remittance report can be viewed online at ~~www.~~ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs 12mo Average* Loss Severity: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Sep~~Jan-~~2004~~2005 N/A N/A ~~Sep~~Jan-~~2004~~2005 N/A N/A ~~Oct~~Feb-~~2004~~2005 N/A N/A ~~Oct~~Feb-~~2004~~2005 N/A N/A ~~Nov~~Mar-~~2004~~2005 N/A N/A ~~Nov~~Mar-~~2004~~2005 N/A N/A ~~Dec~~Apr-~~2004~~2005 N/A N/A ~~Dec~~Apr-~~2004~~2005 N/A N/A ~~Jan~~May-2005 N/A N/A ~~Jan~~May-2005 N/A N/A ~~Feb~~Jun-2005 N/A N/A ~~Feb~~Jun-2005 N/A N/A ~~Mar~~Jul-2005 ~~N/A~~0.000% N/A ~~Mar~~Jul-2005 ~~N/A~~0.000% N/A ~~Apr~~Aug-2005 ~~N/A~~0.000% N/A ~~Apr~~Aug-2005 ~~N/A~~0.000% N/A ~~May~~Sep-2005 ~~N/A~~0.000% N/A ~~May~~Sep-2005 ~~N/A~~0.000% N/A ~~Jun~~Oct-2005 ~~N/A~~0.000% N/A ~~Jun~~Oct-2005 ~~N/A~~0.000% N/A ~~Jul~~Nov-2005 0.000% N/A ~~Jul~~Nov-2005 0.000% N/A ~~Aug~~Dec-2005 0.000% N/A ~~Aug~~Dec-2005 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www. monthly bond remittance report can be viewed online at ~~www.~~ctslink.com. www.ctslink.com. 3 MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.~~000~~019% 3 Month Average 01.~~000~~668% 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~~Jan-~~2004~~2005 N/A N/A ~~Sep~~Jan-~~2004~~2005 N/A N/A ~~Oct~~Feb-~~2004~~2005 N/A N/A ~~Oct~~Feb-~~2004~~2005 N/A N/A ~~Nov~~Mar-~~2004~~2005 N/A N/A ~~Nov~~Mar-~~2004~~2005 N/A N/A ~~Dec~~Apr-~~2004~~2005 N/A N/A ~~Dec~~Apr-~~2004~~2005 N/A N/A ~~Jan~~May-2005 N/A N/A ~~Jan~~May-2005 N/A N/A ~~Feb~~Jun-2005 N/A N/A ~~Feb~~Jun-2005 N/A N/A ~~Mar~~Jul-2005 ~~N/A~~0.000% N/A ~~Mar~~Jul-2005 ~~N/A~~0.000% N/A ~~Apr~~Aug-2005 ~~N/A~~0.000% N/A ~~Apr~~Aug-2005 ~~N/A~~0.000% N/A ~~May~~Sep-2005 ~~N/A~~0.000% N/A ~~May~~Sep-2005 ~~N/A~~0.000% N/A ~~Jun~~Oct-2005 ~~N/A~~0.000% N/A ~~Jun~~Oct-2005 ~~N/A~~0.000% N/A ~~Jul~~Nov-2005 0.~~000~~057% N/A ~~Jul~~Nov-2005 05.~~000~~004% N/A ~~Aug~~Dec-2005 0.000% N/A ~~Aug~~Dec-2005 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www. monthly bond remittance report can be viewed online at ~~www.~~ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.~~000~~225% 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~~Jan-~~2004~~2005 N/A N/A ~~Sep~~Jan-~~2004~~2005 N/A N/A ~~Oct~~Feb-~~2004~~2005 N/A N/A ~~Oct~~Feb-~~2004~~2005 N/A N/A ~~Nov~~Mar-~~2004~~2005 N/A N/A ~~Nov~~Mar-~~2004~~2005 N/A N/A ~~Dec~~Apr-~~2004~~2005 N/A N/A ~~Dec~~Apr-~~2004~~2005 N/A N/A ~~Jan~~May-2005 N/A N/A ~~Jan~~May-2005 N/A N/A ~~Feb~~Jun-2005 N/A N/A ~~Feb~~Jun-2005 N/A N/A ~~Mar~~Jul-2005 ~~N/A~~0.000% N/A ~~Mar~~Jul-2005 ~~N/A~~0.000% N/A ~~Apr~~Aug-2005 ~~N/A~~0.000% N/A ~~Apr~~Aug-2005 ~~N/A~~0.000% N/A ~~May~~Sep-2005 ~~N/A~~0.000% N/A ~~May~~Sep-2005 ~~N/A~~0.000% N/A ~~Jun~~Oct-2005 ~~N/A~~0.000% N/A ~~Jun~~Oct-2005 ~~N/A~~0.000% N/A ~~Jul~~Nov-2005 0.~~000~~676% N/A ~~Jul~~Nov-2005 0.000% N/A ~~Aug~~Dec-2005 0.000% N/A ~~Aug~~Dec-2005 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www. monthly bond remittance report can be viewed online at ~~www.~~ctslink.com. www.ctslink.com. 4 MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs 12mo Average* SDA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Sep~~Jan-~~2004~~2005 N/A N/A ~~Sep~~Jan-~~2004~~2005 N/A N/A ~~Oct~~Feb-~~2004~~2005 N/A N/A ~~Oct~~Feb-~~2004~~2005 N/A N/A ~~Nov~~Mar-~~2004~~2005 N/A N/A ~~Nov~~Mar-~~2004~~2005 N/A N/A ~~Dec~~Apr-~~2004~~2005 N/A N/A ~~Dec~~Apr-~~2004~~2005 N/A N/A ~~Jan~~May-2005 N/A N/A ~~Jan~~May-2005 N/A N/A ~~Feb~~Jun-2005 N/A N/A ~~Feb~~Jun-2005 N/A N/A ~~Mar~~Jul-2005 ~~N/A~~0.000% N/A ~~Mar~~Jul-2005 ~~N/A~~0.000% N/A ~~Apr~~Aug-2005 ~~N/A~~0.000% N/A ~~Apr~~Aug-2005 ~~N/A~~0.000% N/A ~~May~~Sep-2005 ~~N/A~~0.000% N/A ~~May~~Sep-2005 ~~N/A~~0.000% N/A ~~Jun~~Oct-2005 ~~N/A~~0.000% N/A ~~Jun~~Oct-2005 ~~N/A~~0.000% N/A ~~Jul~~Nov-2005 0.000% N/A ~~Jul~~Nov-2005 0.000% N/A ~~Aug~~Dec-2005 0.000% N/A ~~Aug~~Dec-2005 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www. monthly bond remittance report can be viewed online at ~~www.~~ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs 12mo Average* Loss Severity: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Sep~~Jan-~~2004~~2005 N/A N/A ~~Sep~~Jan-~~2004~~2005 N/A N/A ~~Oct~~Feb-~~2004~~2005 N/A N/A ~~Oct~~Feb-~~2004~~2005 N/A N/A ~~Nov~~Mar-~~2004~~2005 N/A N/A ~~Nov~~Mar-~~2004~~2005 N/A N/A ~~Dec~~Apr-~~2004~~2005 N/A N/A ~~Dec~~Apr-~~2004~~2005 N/A N/A ~~Jan~~May-2005 N/A N/A ~~Jan~~May-2005 N/A N/A ~~Feb~~Jun-2005 N/A N/A ~~Feb~~Jun-2005 N/A N/A ~~Mar~~Jul-2005 ~~N/A~~0.000% N/A ~~Mar~~Jul-2005 ~~N/A~~0.000% N/A ~~Apr~~Aug-2005 ~~N/A~~0.000% N/A ~~Apr~~Aug-2005 ~~N/A~~0.000% N/A ~~May~~Sep-2005 ~~N/A~~0.000% N/A ~~May~~Sep-2005 ~~N/A~~0.000% N/A ~~Jun~~Oct-2005 ~~N/A~~0.000% N/A ~~Jun~~Oct-2005 ~~N/A~~0.000% N/A ~~Jul~~Nov-2005 0.000% N/A ~~Jul~~Nov-2005 0.000% N/A ~~Aug~~Dec-2005 0.000% N/A ~~Aug~~Dec-2005 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www. monthly bond remittance report can be viewed online at ~~www.~~ctslink.com. www.ctslink.com. Calculation Methodology: Monthly Default Rate (MDR): sum(Beg Principal Balance of Liquidated Loans)/ sum(Beg Principal Balance). Conditional Default Rate (CDR): 1-((1-MDR)^12) SDA Standard Default Assumption: If WAS is less than or equal to 30 then CDR/(WAS*0.02) else if WAS is greater than 30 and less than or equal to 60 then CDR/0.6 else if WAS is greater than 60 and less than or equal to 120 then CDR/(0.6 - ((WAS-60)*0.0095)) else if WAS is greater than 120 then CDR/0.03 Loss Severity Approximation for current period: sum(Realized Loss Amount)/sum(Beg Principal Balance of Liquidated Loans)

Prepayment - Voluntary Prepayments

Filing Compare · Morgan Stanley ABS Capital I Inc. Trust 2005-WMC5