8-K 1 msi05wm4_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-WM4 (Exact name of registrant as specified in its charter) New York (governing law of 333-121914-03 Pooling and Servicing Agreement) (Commission 54-2175575 (State or other File Number) 54-2175576 jurisdiction 54-6666953 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-WM4 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-WM4 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-WM4 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-WM4 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-WM4 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-WM4 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~~ A1ss 61744CRK4 ~~SEN 3~~4.~~67000~~40125% ~~268~~215,~~915~~685,~~067~~205.2416 ~~849~~843,~~846~~808.3145 A1mz 61744CQW9 ~~SEN 3~~4.~~72000~~45125% 6753,~~229~~921,~~000~~489.9105 ~~215~~213,~~356~~349.9036 A2-a 61744CQX7 ~~SEN 3~~4.~~55000~~28125% ~~355~~252,~~752~~095,~~838~~732.8226 1959,~~087,516~~364.6631 A2-b 61744CQY5 ~~SEN 3~~4.~~69000~~42125% 136,110,000.00 ~~432~~534,~~489~~912.5330 A2-c 61744CQZ2 ~~SEN 3~~4.~~78000~~51125% 109,431,000.00 ~~356~~438,~~197~~818.9031 M-1 61744CRA6 ~~MEZ 3~~4.~~87000~~60125% 43,964,000.00 ~~146~~179,~~510~~812.0376 M-2 61744CRB4 ~~MEZ 3~~4.~~90000~~63125% 38,312,000.00 ~~128~~157,~~664~~717.4773 M-3 61744CRC2 ~~MEZ 3~~4.~~92000~~65125% 24,494,000.00 82101,~~680~~269.8608 M-4 61744CRD0 ~~MEZ~~ 4.~~09000~~82125% 20,726,000.00 7288,~~995~~822.8242 M-5 61744CRE8 ~~MEZ~~ 4.~~11000~~84125% 21,354,000.00 7591,~~575~~893.3738 M-6 61744CRF5 ~~MEZ~~ 4.~~16000~~89125% 18,842,000.00 6781,~~496~~920.2383 B-1 61744CRG3 ~~SUB 4~~5.~~66000~~39125% 16,958,000.00 6881,~~048~~266.6950 B-2 61744CRH1 ~~SUB 4~~5.~~73000~~46125% 15,702,000.00 6376,~~955~~224.1249 B-3 61744CRJ7 ~~SUB~~ 5.~~14000~~87125% 14,445,000.00 6375,~~935~~386.1785 P MORGAN05C4P ~~SEN~~ 0.00000% 0.00 ~~542~~611,~~821~~546.4995 X MORGAN05C4X ~~SEN~~ 0.00000% 42,708,286.45 21,~~762~~585,~~553~~554.1319 Totals 1,~~194~~024,~~943~~748,~~193~~712.4292 76,~~016~~121,~~643~~667.6891

Certificateholder Distribution Summary (continued) Class Principal Current Ending ~~Cumulative~~Total ~~Principal~~Cummulative Distribution Realized Certificate ~~Total~~Distribution Realized ~~Class Distribution~~ Loss Balance ~~Distribution~~ Losses A1ss 912,~~023~~032,~~354~~843.7204 0.00 ~~259~~203,~~891~~652,~~712~~362.5112 912,~~873~~876,~~201~~651.0349 0.00 A1mz 23,~~255~~008,~~846~~221.5424 0.00 6450,~~973~~913,~~154~~267.3781 23,~~471~~221,~~203~~570.4460 0.00 A2-a 2524,~~380~~652,~~099~~791.7293 0.00 ~~330~~227,~~372~~442,~~739~~940.1033 2625,~~467~~612,~~616~~156.3824 0.00 A2-b 0.00 0.00 136,110,000.00 ~~432~~534,~~489~~912.5330 0.00 A2-c 0.00 0.00 109,431,000.00 ~~356~~438,~~197~~818.9031 0.00 M-1 0.00 0.00 43,964,000.00 ~~146~~179,~~510~~812.0376 0.00 M-2 0.00 0.00 38,312,000.00 ~~128~~157,~~664~~717.4773 0.00 M-3 0.00 0.00 24,494,000.00 82101,~~680~~269.8608 0.00 M-4 0.00 0.00 20,726,000.00 7288,~~995~~822.8242 0.00 M-5 0.00 0.00 21,354,000.00 7591,~~575~~893.3738 0.00 M-6 0.00 0.00 18,842,000.00 6781,~~496~~920.2383 0.00 B-1 0.00 0.00 16,958,000.00 6881,~~048~~266.6950 0.00 B-2 0.00 0.00 15,702,000.00 6376,~~955~~224.1249 0.00 B-3 0.00 0.00 14,445,000.00 6375,~~935~~386.1785 0.00 P 0.00 0.00 0.00 ~~542~~611,~~821~~546.4995 0.00 X 0.00 0.00 42,708,286.45 21,~~762~~585,~~553~~554.1319 0.00 Totals 3639,~~659~~693,~~300~~856.9821 0.00 1985,~~158~~054,~~283,892~~856.4371 4345,~~675~~815,~~944~~524.6612 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)~~ A1ss 287,183,000.00 ~~268~~215,~~915~~685,~~067~~205.2416 0.00 912,~~023~~032,~~354~~843.7204 0.00 0.00 A1mz 71,796,000.00 6753,~~229~~921,~~000~~489.9105 0.00 23,~~255~~008,~~846~~221.5424 0.00 0.00 A2-a 394,100,000.00 ~~355~~252,~~752~~095,~~838~~732.8226 0.00 2524,~~380~~652,~~099~~791.7293 0.00 0.00 A2-b 136,110,000.00 136,110,000.00 0.00 0.00 0.00 0.00 A2-c 109,431,000.00 109,431,000.00 0.00 0.00 0.00 0.00 M-1 43,964,000.00 43,964,000.00 0.00 0.00 0.00 0.00 M-2 38,312,000.00 38,312,000.00 0.00 0.00 0.00 0.00 M-3 24,494,000.00 24,494,000.00 0.00 0.00 0.00 0.00 M-4 20,726,000.00 20,726,000.00 0.00 0.00 0.00 0.00 M-5 21,354,000.00 21,354,000.00 0.00 0.00 0.00 0.00 M-6 18,842,000.00 18,842,000.00 0.00 0.00 0.00 0.00 B-1 16,958,000.00 16,958,000.00 0.00 0.00 0.00 0.00 B-2 15,702,000.00 15,702,000.00 0.00 0.00 0.00 0.00 B-3 14,445,000.00 14,445,000.00 0.00 0.00 0.00 0.00 P 0.00 0.00 0.00 0.00 0.00 0.00 X 0.00 42,708,286.45 0.00 0.00 0.00 0.00 Totals 1,213,417,000.00 1,~~194~~024,~~943~~748,~~193~~712.4292 0.00 3639,~~659~~693,~~300~~856.9821 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 A1ss 912,~~023~~032,~~354~~843.7204 ~~259~~203,~~891~~652,~~712~~362.5112 0.~~90496900~~709138 912,~~023~~032,~~354~~843.7204 A1mz 23,~~255~~008,~~846~~221.5424 6450,~~973~~913,~~154~~267.3781 0.~~90496900~~709138 23,~~255~~008,~~846~~221.5424 A2-a 2524,~~380~~652,~~099~~791.7293 ~~330~~227,~~372~~442,~~739~~940.1033 0.~~83829672~~577120 2524,~~380~~652,~~099~~791.7293 A2-b 0.00 136,110,000.00 1.~~00000000~~000000 0.00 A2-c 0.00 109,431,000.00 1.~~00000000~~000000 0.00 M-1 0.00 43,964,000.00 1.~~00000000~~000000 0.00 M-2 0.00 38,312,000.00 1.~~00000000~~000000 0.00 M-3 0.00 24,494,000.00 1.~~00000000~~000000 0.00 M-4 0.00 20,726,000.00 1.~~00000000~~000000 0.00 M-5 0.00 21,354,000.00 1.~~00000000~~000000 0.00 M-6 0.00 18,842,000.00 1.~~00000000~~000000 0.00 B-1 0.00 16,958,000.00 1.~~00000000~~000000 0.00 B-2 0.00 15,702,000.00 1.~~00000000~~000000 0.00 B-3 0.00 14,445,000.00 1.~~00000000~~000000 0.00 P 0.00 0.00 0.~~00000000~~000000 0.00 X 0.00 42,708,286.45 0.~~00000000~~000000 0.00 Totals 3639,~~659~~693,~~300~~856.9821 1985,~~158~~054,~~283,892~~856.4371 0.~~95456376~~811802 3639,~~659~~693,~~300~~856.9821

Principal Distribution Factors Statement Class Original Beginning Scheduled ~~Unscheduled~~UnScheduled Accretion Face Certificate Principal Principal ~~Class (2)~~ Amount Balance Distribution Distribution ~~Accretion~~ A1ss 287,183,000.00 ~~936~~751.~~38922652~~037510 0.~~00000000~~000000 3141.~~42022585~~899566 0.~~00000000~~000000 A1mz 71,796,000.00 ~~936~~751.~~38922656~~037510 0.~~00000000~~000000 3141.~~42022592~~899566 0.~~00000000~~000000 A2-a 394,100,000.00 ~~902~~639.~~69687597~~674530 0.~~00000000~~000000 6462.~~40015154~~554661 0.~~00000000~~000000 A2-b 136,110,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 A2-c 109,431,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 M-1 43,964,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 M-2 38,312,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 M-3 24,494,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 M-4 20,726,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 M-5 21,354,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 M-6 18,842,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 B-1 16,958,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 B-2 15,702,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 B-3 14,445,000.00 1000.~~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 A1ss 0.~~00000000~~000000 3141.~~42022585~~899566 ~~904~~709.~~96900064~~137944 0.~~90496900~~709138 3141.~~42022585~~899566 A1mz 0.~~00000000~~000000 3141.~~42022592~~899566 ~~904~~709.~~96900064~~137944 0.~~90496900~~709138 3141.~~42022592~~899566 A2-a 0.~~00000000~~000000 6462.~~40015154~~554661 ~~838~~577.~~29672444~~119869 0.~~83829672~~577120 6462.~~40015154~~554661 A2-b 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 A2-c 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 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~~ A1ss ~~287,183,000.00~~11/25/05 3- 12/26/05 32 4.~~67000~~40125% ~~268~~215,~~915~~685,~~067~~205.2416 ~~849~~843,~~846~~808.3145 0.00 ~~0.00~~ A1mz ~~71,796,000.00~~11/25/05 3- 12/26/05 32 4.~~72000~~45125% 6753,~~229~~921,~~000~~489.9105 ~~215~~213,~~356~~349.9036 0.00 ~~0.00~~ A2-a ~~394,100,000.00~~11/25/05 3- 12/26/05 32 4.~~55000~~28125% ~~355~~252,~~752~~095,~~838~~732.8226 1959,~~087,516~~364.6631 0.00 ~~0.00~~ A2-b ~~136,110,000.00~~11/25/05 3- 12/26/05 32 4.~~69000~~42125% 136,110,000.00 ~~432~~534,~~489~~912.5330 0.00 ~~0.00~~ A2-c ~~109,431,000.00~~11/25/05 3- 12/26/05 32 4.~~78000~~51125% 109,431,000.00 ~~356~~438,~~197~~818.9031 0.00 ~~0.00~~ M-1 ~~43,964,000.00~~11/25/05 3- 12/26/05 32 4.~~87000~~60125% 43,964,000.00 ~~146~~179,~~510~~812.0376 0.00 ~~0.00~~ M-2 ~~38,312,000.00~~11/25/05 3- 12/26/05 32 4.~~90000~~63125% 38,312,000.00 ~~128~~157,~~664~~717.4773 0.00 ~~0.00~~ M-3 ~~24,494,000.00~~11/25/05 3- 12/26/05 32 4.~~92000~~65125% 24,494,000.00 82101,~~680~~269.8608 0.00 ~~0.00~~ M-4 ~~20,726,000.00~~11/25/05 - 12/26/05 32 4.~~09000~~82125% 20,726,000.00 7288,~~995~~822.8242 0.00 ~~0.00~~ M-5 ~~21,354,000.00~~11/25/05 - 12/26/05 32 4.~~11000~~84125% 21,354,000.00 7591,~~575~~893.3738 0.00 ~~0.00~~ M-6 ~~18,842,000.00~~11/25/05 - 12/26/05 32 4.~~16000~~89125% 18,842,000.00 6781,~~496~~920.2383 0.00 ~~0.00~~ B-1 ~~16,958,000.00~~11/25/05 4- 12/26/05 32 5.~~66000~~39125% 16,958,000.00 6881,~~048~~266.6950 0.00 ~~0.00~~ B-2 ~~15,702,000.00~~11/25/05 4- 12/26/05 32 5.~~73000~~46125% 15,702,000.00 6376,~~955~~224.1249 0.00 ~~0.00~~ B-3 ~~14,445,000.00~~11/25/05 - 12/26/05 32 5.~~14000~~87125% 14,445,000.00 6375,~~935~~386.1885 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,~~237~~067,~~651~~456,~~479~~999.8637 0.00 0.00 ~~0.00~~ Totals ~~1,213,417,000.00~~ 3,~~711~~924,~~269~~566.0777 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 A1ss 0.00 0.00 ~~849~~843,~~846~~808.3145 0.00 ~~259~~203,~~891~~652,~~712~~362.5112 A1mz 0.00 0.00 ~~215~~213,~~356~~349.9036 0.00 6450,~~973~~913,~~154~~267.3781 A2-a 0.00 0.00 1959,~~087,516~~364.6631 0.00 ~~330~~227,~~372~~442,~~739~~940.1033 A2-b 0.00 0.00 ~~432~~534,~~489~~912.5330 0.00 136,110,000.00 A2-c 0.00 0.00 ~~356~~438,~~197~~818.9031 0.00 109,431,000.00 M-1 0.00 0.00 ~~146~~179,~~510~~812.0376 0.00 43,964,000.00 M-2 0.00 0.00 ~~128~~157,~~664~~717.4773 0.00 38,312,000.00 M-3 0.00 0.00 82101,~~680~~269.8608 0.00 24,494,000.00 M-4 0.00 0.00 7288,~~995~~822.8242 0.00 20,726,000.00 M-5 0.00 0.00 7591,~~575~~893.3738 0.00 21,354,000.00 M-6 0.00 0.00 6781,~~496~~920.2383 0.00 18,842,000.00 B-1 0.00 0.00 6881,~~048~~266.6950 0.00 16,958,000.00 B-2 0.00 0.00 6376,~~955~~224.1249 0.00 15,702,000.00 B-3 0.00 0.00 6375,~~935~~386.1785 0.00 14,445,000.00 P 0.00 0.00 ~~542~~611,~~821~~546.4995 0.00 0.00 X 0.00 0.00 21,~~762~~585,~~553~~554.1319 0.00 1,~~200~~027,~~992~~763,~~178~~143.8816 Totals 0.00 0.00 76,~~016~~121,~~643~~667.6891 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~~ A1ss 11/25/05 - 12/26/05 287,183,000.00 34.~~67000~~40125% ~~936~~751.~~38922652~~037510 2.~~95925006~~938226 0.~~00000000~~000000 ~~0.00000000~~ A1mz 11/25/05 - 12/26/05 71,796,000.00 34.~~72000~~45125% ~~936~~751.~~38922656~~037510 2.~~99956683~~971605 0.~~00000000~~000000 ~~0.00000000~~ A2-a 11/25/05 - 12/26/05 394,100,000.00 34.~~55000~~28125% ~~902~~639.~~69687597~~674530 2.~~75949419~~434317 0.~~00000000~~000000 ~~0.00000000~~ A2-b 11/25/05 - 12/26/05 136,110,000.00 34.~~69000~~42125% 1000.~~00000000~~000000 3.~~17750004~~930000 0.~~00000000~~000000 ~~0.00000000~~ A2-c 11/25/05 - 12/26/05 109,431,000.00 34.~~78000~~51125% 1000.~~00000000~~000000 34.~~25499995~~010000 0.~~00000000~~000000 ~~0.00000000~~ M-1 11/25/05 - 12/26/05 43,964,000.00 34.~~87000~~60125% 1000.~~00000000~~000000 34.~~33250000~~090000 0.~~00000000~~000000 ~~0.00000000~~ M-2 11/25/05 - 12/26/05 38,312,000.00 34.~~90000~~63125% 1000.~~00000000~~000000 34.~~35833342~~116667 0.~~00000000~~000000 ~~0.00000000~~ M-3 11/25/05 - 12/26/05 24,494,000.00 34.~~92000~~65125% 1000.~~00000000~~000000 34.~~37555565~~134444 0.~~00000000~~000000 ~~0.00000000~~ M-4 11/25/05 - 12/26/05 20,726,000.00 4.~~09000~~82125% 1000.~~00000000~~000000 34.~~52194442~~285555 0.~~00000000~~000000 ~~0.00000000~~ M-5 11/25/05 - 12/26/05 21,354,000.00 4.~~11000~~84125% 1000.~~00000000~~000000 34.~~53916690~~303333 0.~~00000000~~000000 ~~0.00000000~~ M-6 11/25/05 - 12/26/05 18,842,000.00 4.~~16000~~89125% 1000.~~00000000~~000000 34.~~58222216~~347778 0.~~00000000~~000000 ~~0.00000000~~ B-1 11/25/05 - 12/26/05 16,958,000.00 45.~~66000~~39125% 1000.~~00000000~~000000 4.~~01277804~~792222 0.~~00000000~~000000 ~~0.00000000~~ B-2 11/25/05 - 12/26/05 15,702,000.00 45.~~73000~~46125% 1000.~~00000000~~000000 4.~~07305566~~854445 0.~~00000000~~000000 ~~0.00000000~~ B-3 11/25/05 - 12/26/05 14,445,000.00 5.~~14000~~87125% 1000.~~00000000~~000000 45.~~42611146~~218889 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 A1ss 0.~~00000000~~000000 0.~~00000000~~000000 2.~~95925006~~938226 0.~~00000000~~000000 ~~904~~709.~~96900064~~137944 A1mz 0.~~00000000~~000000 0.~~00000000~~000000 2.~~99956683~~971605 0.~~00000000~~000000 ~~904~~709.~~96900064~~137944 A2-a 0.~~00000000~~000000 0.~~00000000~~000000 2.~~75949419~~434317 0.~~00000000~~000000 ~~838~~577.~~29672444~~119869 A2-b 0.~~00000000~~000000 0.~~00000000~~000000 3.~~17750004~~930000 0.~~00000000~~000000 1000.~~00000000~~000000 A2-c 0.~~00000000~~000000 0.~~00000000~~000000 34.~~25499995~~010000 0.~~00000000~~000000 1000.~~00000000~~000000 M-1 0.~~00000000~~000000 0.~~00000000~~000000 34.~~33250000~~090000 0.~~00000000~~000000 1000.~~00000000~~000000 M-2 0.~~00000000~~000000 0.~~00000000~~000000 34.~~35833342~~116667 0.~~00000000~~000000 1000.~~00000000~~000000 M-3 0.~~00000000~~000000 0.~~00000000~~000000 34.~~37555565~~134444 0.~~00000000~~000000 1000.~~00000000~~000000 M-4 0.~~00000000~~000000 0.~~00000000~~000000 34.~~52194442~~285555 0.~~00000000~~000000 1000.~~00000000~~000000 M-5 0.~~00000000~~000000 0.~~00000000~~000000 34.~~53916690~~303333 0.~~00000000~~000000 1000.~~00000000~~000000 M-6 0.~~00000000~~000000 0.~~00000000~~000000 34.~~58222216~~347778 0.~~00000000~~000000 1000.~~00000000~~000000 B-1 0.~~00000000~~000000 0.~~00000000~~000000 4.~~01277804~~792222 0.~~00000000~~000000 1000.~~00000000~~000000 B-2 0.~~00000000~~000000 0.~~00000000~~000000 4.~~07305566~~854445 0.~~00000000~~000000 1000.~~00000000~~000000 B-3 0.~~00000000~~000000 0.~~00000000~~000000 45.~~42611076~~218889 0.~~00000000~~000000 1000.~~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 4344,~~635~~866,~~497~~873.2172 ~~Liquidations,~~Reserve ~~Insurance~~Funds ~~Proceeds,~~and ~~Reserve~~Credit ~~Funds~~Enhancements 0.00 Proceeds from Repurchased Loans 0.00 ~~Other Amounts (~~Servicer Advances) 0767,924.0089 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties ~~542~~611,~~821~~546.4995 Swap/Cap Payments 0.00 Total Deposits 4446,~~178~~246,~~318~~345.7056 Withdrawals Swap Payments 0.00 Reserve Funds and Credit Enhancements 0.00 Reimbursement for Servicer Advances 0.00 ~~Payment~~Total ofAdministration ~~Service~~Fees ~~Fee 502~~430,~~374~~821.0444 Payment of Interest and Principal 4345,~~675~~815,~~944~~524.6612 Total Withdrawals (Pool Distribution Amount) 4446,~~178~~246,~~318~~345.7056 Ending Balance 0.00

~~SERVICING~~ADMINISTRATION FEES Gross Servicing Fee* ~~497~~426,~~893~~978.0163 Trustee Fee 43,~~481~~842.0381 Supported Prepayment/Curtailment Interest Shortfall 0.00 ~~Net~~Total ~~Servicing~~Administration ~~Fee~~Fees ~~502~~430,~~374~~821.0444 *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 STRATIFICATION/CREDIT ENHANCEMENT~~ STATEMENT ~~DELINQUENT~~Collateral ~~BANKRUPTCY~~Description ~~FORECLOSURE~~Mixed ~~REO~~Fixed ~~Total~~Weighted NoAverage ofGross ~~Loans~~Coupon No6.956955% ofWeighted ~~Loans~~Average NoNet ofCoupon ~~Loans~~6.456955% NoWeighted ofAverage ~~Loans~~Pass-Through NoRate of6.452455% ~~Loans~~Weighted ~~Principal~~Average ~~Balance~~Remaining ~~Principal~~Term ~~Balance~~332 ~~Principal~~Beginning ~~Balance~~Scheduled ~~Principal~~Collateral ~~Balance~~Loan ~~Principal~~Count ~~Balance~~5,547 ~~0-29~~Number ~~Days~~Of 0Loans 0Paid 0In 0Full ~~0.00~~196 ~~0.00~~Ending ~~0.00~~Scheduled ~~0.00~~Collateral 30Loan ~~Days~~Count ~~385~~5,351 0Beginning 0Scheduled 0Collateral ~~385~~Balance 711,~~176~~024,~~952~~748,712.0692 ~~0.00~~Ending ~~0.00~~Scheduled ~~0.00~~Collateral 71Balance 985,~~176~~054,~~952~~856.0671 60Ending ~~Days~~Actual ~~104~~Collateral 0Balance 0at 030-Nov-2005 ~~104 16~~985,~~484~~775,~~015~~278.0347 ~~0.00~~Monthly ~~0.00~~P&I ~~0.00~~Constant 166,~~484~~571,~~015~~782.0391 90Special ~~Days~~Servicing 35Fee 0 ~~0 0 35 5,699,973~~.~~28 0.~~00 ~~0.00~~Prepayment ~~0.00~~Penalty ~~5,699,973.28~~Waived ~~120~~Amount ~~Days 48~~ 0 ~~0 0 48 9,630,134~~.~~89 0.~~00 ~~0.00~~Prepayment ~~0.00~~Penalty ~~9,630,134.89~~Waived ~~150~~Count ~~Days 8~~ 0 0Prepayment 0Penalty 8Paid 1Amount 611,~~762,687~~546.95 ~~0.00~~Prepayment ~~0.00~~Penalty ~~0.00~~Paid ~~1,762,687.95~~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 ~~580~~Principal ~~0 0 0 580 104~~630,~~753,763~~840.2170 ~~0.00~~Unscheduled ~~0.00~~Principal ~~0.00 104~~39,~~753~~063,~~763~~015.2151 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 ~~0.000000%~~Cash ~~0.000000%~~Amount ~~0.000000% 0.000000% 0.000000% 0.000000% 30 Days 6.192697% 0.000000% 0.000000% 0.000000% 6.192697% 6.141319% 0.000000% 0.000000% 0.000000% 6.141319% 60 Days~~ 1,585,554.672833% 0.000000% 0.000000% 0.000000% 1.672833% 1.422280% 0.000000% 0.000000% 0.000000% 1.422280% 90 Days 0.562972% 0.000000% 0.000000% 0.000000% 0.562972% 0.491807% 0.000000% 0.000000% 0.000000% 0.491807% 120 Days 0.772077% 0.000000% 0.000000% 0.000000% 0.772077% 0.830911% 0.000000% 0.000000% 0.000000% 0.830911% 150 Days 0.128679% 0.000000% 0.000000% 0.000000% 0.128679% 0.152089% 0.000000% 0.000000% 0.000000% 0.152089% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 9.329258% 0.000000% 0.000000% 0.000000% 9.329258% 9.038407% 0.000000% 0.000000% 0.000000% 9.038407%19

~~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~~6.00879510 08.00117135 06.00479125 ~~0.00~~Weighted 30Average ~~Days~~Net ~~133~~Rate ~~0 0 0 133 23,223,774~~6.37379510 07.00617135 ~~0.00 0.00 23,223,774.37 60 Days 36 0 0 0 36~~ 5~~,735,387~~.26979125 ~~0.00~~Weighted ~~0.00~~Average ~~0.00~~Remaining ~~5,735,387.26~~Term 90351 ~~Days~~261 13351 0Beginning 0Loan 0Count 13 1,~~842,839.48~~642 ~~0.00 0.00 0.00~~ 1,~~842,839.48~~042 ~~120 Days 8 0 0 0 8~~ 1,~~851,247.77~~803 ~~0.00~~Loans ~~0.00~~Paid ~~0.00~~In ~~1,851,247.77~~Full ~~150~~68 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 190 0 0 0 190 32,653,248.88 0.00 0.00 0.00 32,653,248.88 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 ~~Days 7.082002% 0.000000% 0.000000% 0.000000% 7.082002% 7.006136% 0.000000% 0.000000% 0.000000% 7.006136%~~ 60 ~~Days~~Ending ~~1.916933%~~Loan ~~0.000000%~~Count ~~0.000000% 0.000000%~~ 1~~.916933%~~,574 1~~.730249%~~,012 ~~0.000000% 0.000000% 0.000000%~~ 1~~.730249%~~,743 90Beginning ~~Days~~Scheduled 0.692226% 0.000000% 0.000000% 0.000000% 0.692226% 0.555947% 0.000000% 0.000000% 0.000000% 0.555947% 120 Days 0.425985% 0.000000% 0.000000% 0.000000% 0.425985% 0.558483% 0.000000% 0.000000% 0.000000% 0.558483% 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 10.117146% 0.000000% 0.000000% 0.000000% 10.117146% 9.850815% 0.000000% 0.000000% 0.000000% 9.850815% 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 56 0 0 0 56 3~~284,~~837~~266,~~177~~038.2590 ~~0.00 0.00 0.00 3~~77,~~837~~907,~~177~~661.2537 ~~60 Days 14 0 0 0 14 754~~552,~~036.61 0.00 0.00 0.00 754~~583,~~036~~127.6195 90Ending ~~Days~~Scheduled 7Balance ~~0 0 0 7 368~~271,~~399.42 0.00 0.00 0.00 368~~520,~~399~~716.4271 ~~120 Days 5 0 0 0 5 207~~75,~~885.25 0.00 0.00 0.00 207~~611,~~885~~919.2528 ~~150 Days 1 0 0 0 1 51~~531,~~971.54 0.00 0.00 0.00 51~~738,~~971~~018.5476 ~~180+~~Record ~~Days~~Date 011/30/2005 011/30/2005 011/30/2005 0Principal 0And ~~0.00~~Interest ~~0.00~~Constant ~~0.00 0.00 0.00 Totals 83 0 0 0 83 5~~1,~~219~~823,~~470~~612.0753 0598,008.0035 ~~0.00 0.00 5~~3,~~219~~264,470.07 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 4.852686% 0.000000% 0.000000% 0.000000% 4.852686% 4.449183% 0.000000% 0.000000% 0.000000% 4.449183% 60 Days 1.213172% 0.000000% 0.000000% 0.000000% 1.213172% 0.874301% 0.000000% 0.000000% 0.000000% 0.874301% 90 Days 0.606586% 0.000000% 0.000000% 0.000000% 0.606586% 0.427157% 0.000000% 0.000000% 0.000000% 0.427157% 120 Days 0.433276% 0.000000% 0.000000% 0.000000% 0.433276% 0.241042% 0.000000% 0.000000% 0.000000% 0.241042% 150 ~~Days 0~~.~~086655%~~02 ~~0.000000%~~Scheduled ~~0.000000%~~Principal 0193,936.~~000000%~~57 071,019.~~086655%~~18 0280,604.~~060261%~~26 ~~0.000000%~~Unscheduled 0.000000% 0.000000% 0.060261% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 7.192374% 0.000000% 0.000000% 0.000000% 7.192374% 6.051943% 0.000000% 0.000000% 0.000000% 6.051943% 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~~12,551,385.0062 ~~0.00 0.00 0.00 30 Days 131 0 0 0 131 37~~2,~~766~~224,~~403~~722.0691 ~~0.00 0.00 0.00 37~~20,~~766~~564,~~403~~504.0693 60Scheduled ~~Days~~Interest ~~33 0 0 0 33 8~~1,~~035~~629,~~996~~675.4696 0526,989.0017 ~~0.00 0.00 8~~2,~~035~~983,~~996~~545.4676 90Servicing ~~Days~~Fee ~~10 0 0 0 10 3~~118,~~072,848~~444.2218 032,461.0053 ~~0.00 0.00 3~~230,~~072,848~~242.2297 ~~120~~Master ~~Days~~Servicing 22Fee 0 ~~0 0 22 6,501,281~~.~~41 0.~~00 0.00 0.00 ~~6,501,281.41~~Trustee ~~150~~Fee ~~Days 4 0 0 0 4~~ 1,~~334,884~~066.~~30 0.~~00 0292.0015 ~~0.00 1~~2,~~334,884~~072.3019 ~~180+~~FRY ~~Days~~Amount 0 ~~0 0 0 0 0~~.00 0.00 0.00 ~~0.00~~Special ~~0.00~~Hazard ~~Totals~~Fee ~~200~~ 0 ~~0 0 200 56,711,413~~.~~45 0.~~00 0.00 0.00 ~~56,711,413.45~~Other ~~0-29~~Fee ~~Days~~ 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 6.533666% 0.000000% 0.000000% 0.000000% 6.533666% 6.093665% 0.000000% 0.000000% 0.000000% 6.093665% 60 Days 1.645885% 0.000000% 0.000000% 0.000000% 1.645885% 1.296620% 0.000000% 0.000000% 0.000000% 1.296620% 90 Days 0.498753% 0.000000% 0.000000% 0.000000% 0.498753% 0.495809% 0.000000% 0.000000% 0.000000% 0.495809% 120 Days 1.097257% 0.000000% 0.000000% 0.000000% 1.097257% 1.048991% 0.000000% 0.000000% 0.000000% 1.048991% 150 Days 0.199501% 0.000000% 0.000000% 0.000000% 0.199501% 0.215386% 0.000000% 0.000000% 0.000000% 0.215386% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 9.975062% 0.000000% 0.000000% 0.000000% 9.975062% 9.150471% 0.000000% 0.000000% 0.000000% 9.150471% 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~~Pool 30Insurance ~~Days~~Fee 65 0 ~~0 0 65 6,349,597~~.~~38 0.~~00 0.00 0.00 ~~6,349,597.38~~Spread ~~60 Days 21 0 0 0 21~~ 1~~,958,594.70~~ 0.00 0.00 0.00 ~~1,958,594.70~~Spread 902 ~~Days 5~~ 0 ~~0 0 5 415,886~~.~~16 0.~~00 0.00 0.00 ~~415,886.16~~Spread ~~120~~3 ~~Days 13~~ 0 ~~0 0 13 1,069,720~~.~~46 0.~~00 0.00 0.00 Net Interest 1,~~069~~510,~~720~~165.4678 ~~150 Days 3 0 0 0 3 375~~494,~~832~~235.1149 ~~0.00 0.00 0.00 375~~2,~~832~~751,230.1160 ~~180+~~Realized ~~Days~~Loss 0Amount 0 ~~0 0 0 0~~.00 0.00 0.00 ~~0.00~~Cumulative ~~0.00~~Realized ~~Totals~~Loss ~~107~~ 0 ~~0 0 107 10,169,630~~.~~81 0.~~00 0.00 0.00 ~~10,169,630.81~~Percentage ~~0-29~~of ~~Days~~Cumulative ~~0.000000%~~Losses 0.~~000000%~~0000 0.~~000000%~~0000 0.~~000000%~~0000 ~~0.000000%~~Prepayment ~~0.000000%~~Penalty ~~0.000000%~~Waived ~~0.000000%~~Amount ~~30 Days 5.508475%~~ 0.~~000000%~~00 0.~~000000%~~00 0.~~000000%~~00 ~~5.508475%~~Prepayment ~~5.226106%~~Penalty ~~0.000000%~~Waived ~~0.000000%~~Count 0~~.000000%~~ ~~5.226106% 60 Days 1.779661%~~ 0~~.000000%~~ 0~~.000000%~~ ~~0.000000%~~Prepayment ~~1.779661%~~Penalty ~~1.612043%~~Paid ~~0.000000%~~Amount ~~0.000000%~~Not ~~0.000000%~~Available ~~1.612043%~~Not 90Available ~~Days~~Not ~~0.423729%~~Available ~~0.000000%~~Prepayment ~~0.000000%~~Penalty ~~0.000000%~~Paid ~~0.423729%~~Count ~~0.342300%~~Not ~~0.000000%~~Available ~~0.000000%~~Not ~~0.000000%~~Available ~~0.342300%~~Not ~~120~~Available ~~Days~~Special ~~1.101695%~~Servicing ~~0.000000%~~Fee 0.~~000000%~~00 0.~~000000%~~00 ~~1.101695%~~ 0.~~880445%~~00 ~~0.000000%~~Pass-Through ~~0.000000%~~Rate 06.~~000000%~~375010 07.~~880445%~~612635 ~~150 Days 0~~5.254237% 0.000000% 0.000000% 0.000000% 0.254237% 0.309333% 0.000000% 0.000000% 0.000000% 0.309333% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 9.067797% 0.000000% 0.000000% 0.000000% 9.067797% 8.370226% 0.000000% 0.000000% 0.000000% 8.370226%974625

~~OTHER~~Group ~~INFORMATION~~Level ~~Current~~Collateral ~~Period~~Statement ~~Class~~Group A4 ~~Insufficient~~Total ~~Funds~~Collateral Description Mixed Fixed Mixed Fixed Weighted Average Coupon Rate 8.735895 6.956955 Weighted Average Net Rate 8.235895 6.456955 Weighted Average Remaining Term 240 332 Beginning Loan Count 1,060 5,547 Loans Paid In Full 38 196 Ending Loan Count 1,022 5,351 Beginning Scheduled Balance 109,991,884.70 1,024,748,712.92 Ending scheduled Balance 106,184,201.96 985,054,856.71 Record Date 11/30/2005 11/30/2005 Principal And Interest Constant 886,012.01 6,571,782.91 Scheduled Principal 85,280.69 630,840.70 Unscheduled Principal 3,722,402.05 39,063,015.51 Scheduled Interest 800,731.32 5,940,942.21 Servicing Fee 45,829.95 426,978.63 Master Servicing Fee 0.00 ~~Principal~~0.00 ~~Balance~~Trustee Fee 412.47 3,842.81 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 0.00 0.00 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest 754,488.90 5,510,120.77 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 0.00 Percentage of ~~Contaminated~~Cumulative ~~Properties~~Losses 0.0000 0.0000 Prepayment Penalty Waived Amount 0.00 ~~Periodic~~0.00 ~~Advance~~Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount Not Available 611546.95 Prepayment Penalty Paid Count Not Available Not Available Special Servicing Fee 0.00 0.00 Pass-Through Rate 8.231395 6.452455

~~Summary~~Additional 12Reporting ~~Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Sep~~-04 ~~0.000%~~Deal ~~Original~~Level ~~Principal~~Miscellaneous ~~Balance~~Reporting ~~0.00~~Specified ~~Oct-04~~Overcollateralization ~~0.000%~~Amount ~~Current Principal Balance 0~~42,708,286.0045 ~~Nov-04~~Specified ~~0.000%~~Overcollateralization ~~Dec-04 0~~42,708,286.~~000%~~45 ~~Current~~Overcollateralization ~~REO~~Amount ~~Total Jan-05 0~~42,708,286.~~000%~~45 ~~Loans~~Stepdown inNO ~~REO~~Trigger 0Event ~~Feb-05~~NO ~~0.000%~~Class ~~Original Principal Balance 0.00 Mar~~A-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. 1 12CAP ~~Month~~Payment ~~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-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 12CAP ~~Month~~Payment ~~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%~~B ~~Current~~CAP ~~Principal~~Payment ~~Balance~~ 0.00 ~~Nov-04~~Class ~~0.000%~~M ~~Dec-04~~CAP ~~0.000%~~Payment ~~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 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. 4 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Sep-04 0.000% Original Principal Balance 0.00 Oct-04 0.000% Current Principal Balance 0.00 Nov-04 0.000% Dec-04 0.000% Current REO Total Jan-05 0.000% Loans in REO 0 Feb-05 0.000% Original Principal Balance 0.00 Mar-05 0.000% Current Principal Balance 0.00 Apr-05 0.000% May-05 0.000% Jun-05 0.000% Jul-05 0.000% Aug-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

LOAN STATUS STRATIFICATION/CREDIT ENHANCEMENT STATEMENT DELINQUENT BANKRUPTCY FORECLOSURE REO ~~Loan~~TOTAL ~~Detail~~No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 ~~All~~Days ~~Mortgage~~7 1 0 8 932,090.16 133,703.22 0.00 1,065,793.38 30 Days 130 0 0 0 130 19,761,608.35 0.00 0.00 0.00 19,761,608.35 60 Days 59 2 9 0 70 12,243,219.05 165,125.23 2,544,017.75 0.00 14,952,362.03 90 Days 23 0 10 0 33 2,047,746.13 0.00 2,493,298.29 0.00 4,541,044.42 120 Days 13 6 11 1 31 1,845,897.70 788,977.46 3,405,296.51 66,147.34 6,106,319.01 150 Days 14 5 17 0 36 1,510,787.77 631,012.80 2,820,285.24 0.00 4,962,085.81 180+ Days 13 11 16 5 45 1,374,849.83 1,623,461.02 4,483,037.52 942,049.11 8,423,397.48 Totals 252 31 64 6 353 38,784,108.83 4,140,666.67 15,879,638.53 1,008,196.45 59,812,610.48 No of Loans inNo ~~REO~~of ~~during~~Loans ~~Current~~No ~~Period~~of ~~Month~~Loans ~~Loan~~No ~~First~~of ~~Original~~Loans ~~Loan~~No ~~Entered~~of ~~Payment~~Loans ~~LTV~~Principal atBalance Principal ~~Group~~Balance ~~Number~~Principal ~~REO~~Balance ~~Date~~Principal ~~State~~Balance ~~Origination~~Principal Balance No0-29 ~~REO~~Days ~~loans~~0.130817% ~~this~~0.018688% ~~period~~0.000000% 0.149505% 0.094554% 0.013563% 0.000000% 0.108117% 30 Days 2.429452% 0.000000% 0.000000% 0.000000% 2.429452% 2.004677% 0.000000% 0.000000% 0.000000% 2.004677% 60 Days 1.102598% 0.037376% 0.168193% 0.000000% 1.308167% 1.241989% 0.016751% 0.258073% 0.000000% 1.516812% 90 Days 0.429826% 0.000000% 0.186881% 0.000000% 0.616707% 0.207730% 0.000000% 0.252928% 0.000000% 0.460657% 120 Days 0.242945% 0.112129% 0.205569% 0.018688% 0.579331% 0.187253% 0.080036% 0.345443% 0.006710% 0.619443% 150 Days 0.261633% 0.093440% 0.317698% 0.000000% 0.672771% 0.153259% 0.064012% 0.286098% 0.000000% 0.503369% 180+ Days 0.242945% 0.205569% 0.299010% 0.093440% 0.840964% 0.139469% 0.164689% 0.454773% 0.095564% 0.854495% Totals 4.709400% 0.579331% 1.196038% 0.112129% 6.596898% 3.934376% 0.420042% 1.610878% 0.102274% 6.067571%

~~REO~~OTHER ~~Loan~~INFORMATION ~~Detail - All Mortgage Loans in REO during~~ Current Period ~~(continued)~~Class ~~Current~~A ~~Paid~~Insufficient ~~Current~~Funds ~~Approximate~~0.00 ~~Loan~~ Principal ~~To Months Loan Delinquent Group Number~~ Balance ~~Date~~of ~~Delinquent~~Contaminated ~~Rate~~Properties ~~Interest~~0.00 NoPeriodic ~~REO~~Advance ~~loans this period~~767,924.89

~~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-04~~No ~~0.000%~~of ~~Original~~Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 2 1 0 3 282,213.0043 ~~Oct-04~~133,703.22 0.~~000%~~00 ~~Current~~415,916.65 ~~Principal~~30 ~~Balance~~Days 52 0 0 0 52 8,051,787.98 0.00 ~~Nov-04~~0.00 0.~~000%~~00 ~~Dec-04~~8,051,787.98 60 Days 14 0~~.000%~~ ~~Current~~1 ~~Foreclosure~~0 ~~Total~~15 ~~Jan-05~~2,139,161.31 0.~~000%~~00 ~~Loans~~96,539.80 in0.00 ~~Foreclosure~~2,235,701.11 90 Days 11 0 ~~Feb-05~~6 0~~.000%~~ ~~Original~~17 ~~Principal~~1,359,206.87 ~~Balance~~0.00 1,267,410.45 0.00 ~~Mar-05~~2,626,617.32 120 Days 1 1 2 1 5 115,572.70 70,541.90 402,416.31 66,147.34 654,678.25 150 Days 2 1 9 0 12 339,981.~~000%~~43 ~~Current~~154,504.49 ~~Principal~~1,324,773.57 ~~Balance~~0.00 1,819,259.49 180+ Days 0 2 5 1 8 0.00 ~~Apr~~400,549.94 1,015,026.36 102,915.87 1,518,492.17 Totals 80 6 24 2 112 12,005,710.29 907,809.76 4,239,869.71 169,063.21 17,322,452.97 0-0529 Days 0.~~000~~127065% ~~May-05~~0.063532% 0.~~000~~000000% ~~Jun-05~~0.190597% 0.~~000~~103853% ~~Jul-05~~0.049202% 0.~~000~~000000% ~~Aug-05~~ 0.~~000~~153055% *The30 ~~text~~Days ~~reported~~3.303685% in0.000000% ~~the~~0.000000% ~~above~~0.000000% ~~table~~3.303685% is2.963015% ~~presented~~0.000000% ~~graphically~~0.000000% on0.000000% ~~the~~2.963015% ~~monthly~~60 ~~bond~~Days ~~remittance~~0.889454% ~~report~~0.000000% ~~The~~0.063532% ~~monthly~~0.000000% ~~bond~~0.952986% ~~remittance~~0.787200% ~~report~~0.000000% ~~can~~0.035526% be0.000000% ~~viewed~~0.822726% ~~online~~90 atDays ~~www~~0.~~ctslink~~698856% 0.~~com~~000000% 0.381194% 0.000000% 1.080051% 120.500181% ~~Month~~0.000000% ~~Foreclosure~~0.466400% History*0.000000% ~~New~~0.966581% ~~Foreclosure~~120 ~~Loans~~Days ~~Month~~0.063532% ~~Foreclosure~~0.063532% ~~Percentage~~0.127065% ~~Loans~~0.063532% in0.317662% ~~Foreclosure~~0.042530% 0.025959% ~~Sep-04~~0.148087% 0.~~000~~024342% ~~Original~~0.240918% ~~Principal~~150 ~~Balance~~Days 0.00127065% ~~Oct-04~~0.063532% 0.~~000~~571792% ~~Current~~0.000000% ~~Principal~~0.762389% ~~Balance~~0.125111% 0.00056857% ~~Nov-04~~0.487510% 0.~~000~~000000% ~~Dec-04~~0.669478% 180+ Days 0.~~000~~000000% ~~Current~~0.127065% ~~Foreclosure~~0.317662% ~~Total~~0.063532% ~~Jan-05~~0.508259% 0.~~000~~000000% ~~Loans~~0.147400% in0.373524% ~~Foreclosure~~0.037872% 0.558797% ~~Feb-05~~Totals 5.082592% 0.~~000~~381194% ~~Original~~1.524778% ~~Principal~~0.127065% ~~Balance~~7.115629% 4.418038% 0.00334069% ~~Mar-05~~1.560250% 0.~~000~~062214% ~~Current~~6.374571% 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 2 0 0 2 104,821.59 0.00 ~~Apr-05~~ 0.~~000%~~00 ~~May-~~104,821.59 30 Days 22 0 0 0 22 1,648,764.05 0.~~000%~~00 ~~Jun-05~~0.00 0.~~000%~~00 ~~Jul-~~1,648,764.05 60 Days 8 2 0 0 10 667,388.~~000%~~96 ~~Aug-05~~165,125.23 0.~~000%~~00 *The0.00 ~~text~~832,514.19 ~~reported~~90 inDays ~~the~~5 ~~above~~0 ~~table~~0 is0 ~~presented~~5 ~~graphically~~253,320.60 on0.00 ~~the~~0.00 ~~monthly~~0.00 ~~bond~~253,320.60 ~~remittance~~120 ~~report~~Days 2 1 0 0 3 58,281.69 ~~The~~17,675.17 ~~monthly~~0.00 ~~bond~~0.00 ~~remittance~~75,956.86 ~~report~~150 ~~can~~Days be3 ~~viewed~~2 ~~online~~0 at0 ~~www~~5 93,640.~~ctslink~~86 54,727.~~com~~91 0.00 0.00 148,368.77 180+ Days 5 4 0 2 1211 ~~Month~~256,331.85 ~~Foreclosure~~225,427.67 History*0.00 ~~New~~69,753.24 ~~Foreclosure~~551,512.76 ~~Loans~~Totals ~~Month~~45 ~~Foreclosure~~11 ~~Percentage~~0 ~~Loans~~2 in58 ~~Foreclosure~~2,977,728.01 567,777.57 0.00 ~~Sep~~69,753.24 3,615,258.82 0-0429 Days 0.~~000~~197628% ~~Original~~0.000000% ~~Principal~~0.000000% ~~Balance~~0.197628% 0.00138505% ~~Oct-04~~0.000000% 0.~~000~~000000% ~~Current~~0.138505% ~~Principal~~30 ~~Balance~~Days 2.173913% 0.00000000% ~~Nov-04~~0.000000% 0.~~000~~000000% ~~Dec-04~~2.173913% 2.178580% 0.~~000~~000000% ~~Current~~0.000000% ~~Foreclosure~~0.000000% ~~Total~~2.178580% ~~Jan-05~~60 Days 0.~~000~~790514% ~~Loans~~0.197628% in0.000000% ~~Foreclosure~~0.000000% 0.988142% ~~Feb-05~~0.881848% 0.~~000~~218187% ~~Original~~0.000000% ~~Principal~~0.000000% ~~Balance~~1.100035% 90 Days 0.00494071% ~~Mar-05~~0.000000% 0.~~000~~000000% ~~Current~~0.000000% ~~Principal~~0.494071% ~~Balance~~0.334723% 0.00000000% ~~Apr-05~~0.000000% 0.~~000~~000000% ~~May-05~~0.334723% 120 Days 0.~~000~~197628% ~~Jun-05~~0.098814% 0.~~000~~000000% ~~Jul-05~~0.000000% 0.~~000~~296443% ~~Aug-05~~0.077010% 0.~~000~~023355% *The0.000000% ~~text~~0.000000% ~~reported~~0.100365% in150 ~~the~~Days ~~above~~0.296443% ~~table~~0.197628% is0.000000% ~~presented~~0.000000% ~~graphically~~0.494071% on0.123732% ~~the~~0.072314% ~~monthly~~0.000000% ~~bond~~0.000000% ~~remittance~~0.196046% ~~report~~180+ Days 0.494071% ~~The~~0.395257% ~~monthly~~0.000000% ~~bond~~0.197628% ~~remittance~~1.086957% ~~report~~0.338702% ~~can~~0.297867% be0.000000% ~~viewed~~0.092168% ~~online~~0.728736% atTotals ~~www~~4.~~ctslink~~446640% 1.~~com~~086957% 0.000000% 0.197628% 5.731225% 3.934594% 120.750228% ~~Month~~0.000000% ~~Foreclosure~~0.092168% History*4.776990% ~~New~~DELINQUENT ~~Foreclosure~~BANKRUPTCY FORECLOSURE REO TOTAL 3 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 2 0 0 2 507,628.~~000%~~23 ~~Original~~0.00 ~~Principal~~0.00 ~~Balance~~507,628.23 30 Days 34 0 0 0 34 8,150,654.34 0.00 ~~Oct-04~~0.00 0.~~000%~~00 ~~Current~~8,150,654.34 ~~Principal~~60 ~~Balance~~Days 26 0 8 0 34 8,048,488.41 0.00 ~~Nov-04~~2,447,477.95 0.00 10,495,966.36 90 Days 1 0 4 0 5 59,105.92 0.00 1,225,887.84 0.00 1,284,993.76 120 Days 5 1 9 0 15 1,261,507.14 446,316.69 3,002,880.20 0.00 4,710,704.03 150 Days 2 2 7 0 11 604,992.74 421,780.40 1,348,842.25 0.00 2,375,615.39 180+ Days 1 4 11 1 17 339,718.55 877,601.94 3,468,011.16 648,000%.00 ~~Dec~~5,333,331.65 Totals 69 9 39 1 118 18,464,467.10 2,253,327.26 11,493,099.40 648,000.00 32,858,893.76 0-0429 Days 0.~~000~~114745% ~~Current~~0.000000% ~~Foreclosure~~0.000000% ~~Total~~0.114745% ~~Jan-05~~0.095405% 0.~~000~~000000% ~~Loans~~0.000000% in0.095405% ~~Foreclosure~~30 Days 1.950660% 0.000000% ~~Feb-05~~0.000000% 0.~~000~~000000% ~~Original~~1.950660% ~~Principal~~1.531856% ~~Balance~~0.000000% 0.00000000% ~~Mar-05~~0.000000% 1.531856% 60 Days 1.491681% 0.~~000~~000000% ~~Current~~0.458979% ~~Principal~~0.000000% ~~Balance~~1.950660% 1.512655% 0.00000000% ~~Apr-05~~0.459986% 0.~~000~~000000% ~~May-05~~1.972641% 90 Days 0.~~000~~057372% ~~Jun-05~~0.000000% 0.~~000~~229489% ~~Jul-05~~0.000000% 0.~~000~~286862% ~~Aug-05~~0.011109% 0.~~000~~000000% *The0.230397% ~~text~~0.000000% ~~reported~~0.241505% in120 ~~the~~Days ~~above~~0.286862% ~~table~~0.057372% is0.516351% ~~presented~~0.000000% ~~graphically~~0.860585% on0.237091% ~~the~~0.083882% ~~monthly~~0.564370% ~~bond~~0.000000% ~~remittance~~0.885343% ~~report~~150 Days 0.114745% ~~The~~0.114745% ~~monthly~~0.401606% ~~bond~~0.000000% ~~remittance~~0.631096% ~~report~~0.113704% ~~can~~0.079271% be0.253505% ~~viewed~~0.000000% ~~online~~0.446480% at180+ ~~www~~Days 0.~~ctslink~~057372% 0.~~com~~229489% 0.631096% 40.057372% 120.975330% ~~Month~~0.063848% ~~Foreclosure~~0.164939% History*0.651787% ~~New~~0.121787% ~~Foreclosure~~1.002361% ~~Loans~~Totals ~~Month~~3.958692% ~~Foreclosure~~0.516351% ~~Percentage~~2.237522% ~~Loans~~0.057372% in6.769937% ~~Foreclosure~~3.470262% 0.423496% ~~Sep-04~~2.160045% 0.~~000~~121787% ~~Original~~6.175590% 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 37,426.91 0.00 ~~Oct-04~~0.00 37,426.91 30 Days 22 0 0 0 22 1,910,401.~~000%~~98 ~~Current~~0.00 ~~Principal~~0.00 ~~Balance~~0.00 1,910,401.98 60 Days 11 0 0 0 11 1,388,180.37 0.00 ~~Nov~~0.00 0.00 1,388,180.37 90 Days 6 0 0 0 6 376,112.74 0.00 0.00 0.00 376,112.74 120 Days 5 3 0 0 8 410,536.17 254,443.70 0.00 0.00 664,979.87 150 Days 7 0 1 0 8 472,172.74 0.00 146,669.42 0.00 618,842.16 180+ Days 7 1 0 1 9 778,799.43 119,881.47 0.00 121,380.00 1,020,060.90 Totals 58 5 1 1 65 5,336,203.43 411,752.08 146,669.42 121,380.00 6,016,004.93 0-0429 Days 0.~~000~~097847% ~~Dec-04~~0.000000% 0.~~000~~000000% ~~Current~~0.097847% ~~Foreclosure~~0.035217% ~~Total~~0.000000% ~~Jan-05~~0.000000% 0.~~000~~035217% ~~Loans~~30 inDays ~~Foreclosure~~2.152642% 0.000000% ~~Feb-05~~0.000000% 0.~~000~~000000% ~~Original~~2.152642% ~~Principal~~1.797610% ~~Balance~~0.000000% 0.00000000% ~~Mar-05~~0.000000% 1.797610% 60 Days 1.076321% 0.~~000~~000000% ~~Current~~0.000000% ~~Principal~~0.000000% ~~Balance~~1.076321% 1.306221% 0.00000000% ~~Apr-05~~0.000000% 0.~~000~~000000% ~~May-05~~1.306221% 90 Days 0.~~000~~587084% ~~Jun-05~~0.000000% 0.~~000~~000000% ~~Jul-05~~0.000000% 0.~~000~~587084% ~~Aug-05~~0.353907% 0.~~000~~000000% *The0.000000% ~~text~~0.000000% ~~reported~~0.353907% in120 ~~the~~Days ~~above~~0.489237% ~~table~~0.293542% is0.000000% ~~presented~~0.000000% ~~graphically~~0.782779% on0.386298% ~~the~~0.239421% ~~monthly~~0.000000% ~~bond~~0.000000% ~~remittance~~0.625719% ~~report~~150 Days 0.684932% ~~The~~0.000000% ~~monthly~~0.097847% ~~bond~~0.000000% ~~remittance~~0.782779% ~~report~~0.444295% ~~can~~0.000000% be0.138010% ~~viewed~~0.000000% ~~online~~0.582305% at180+ ~~www~~Days 0.~~ctslink~~684932% 0.~~com~~097847% 0.000000% 0.097847% 0.880626% 0.732818% 0.112804% 0.000000% 0.114214% 0.959835% Totals 5.675147% 0.489237% 0.097847% 0.097847% 6.360078% 5.021148% 0.387442% 0.138010% 0.114214% 5.660813%

~~Foreclosure~~180+ ~~Loan~~Delinquency ~~Detail~~Summary -Summary ~~All~~1 ~~Mortgage~~Days Number of Aggregate Percentage of Number of Aggregate Percentage of Delinquent Loans inOutstanding ~~Foreclosure~~Balance(%) ~~during~~Loans ~~Current~~Oustanding ~~Period~~Balance(%) ~~Month~~Balance($) ~~Loan~~Balance($) ~~First~~180 ~~Original~~- ~~Loan~~209 ~~Entered~~20 ~~Payment~~2,834,878.98 ~~LTV~~0.288 at5 ~~Principal~~534,222.05 ~~Group~~0.197 ~~Number~~210 FC- ~~Date~~239 ~~State~~20 ~~Origination~~4,428,413.81 ~~Balance~~0.449 No3 ~~Foreclosure~~984,270.12 ~~loans~~0.362 ~~this~~240 ~~period~~- 269 5 1,160,104.69 0.118 0 0.00 0.000 Total 45 8,423,397.48 0.855 8 1,518,492.17 0.559

~~Foreclosure~~180+ ~~Loan~~Delinquency ~~Detail~~Summary -(continued) ~~All~~2 ~~Mortgage~~3 Days Number of Aggregate Percentage of Number of Aggregate Percentage of Delinquent Loans inOutstanding ~~Foreclosure~~Balance(%) ~~during~~Loans ~~Current~~Oustanding ~~Period~~Balance(%) Balance(~~continued~~$) ~~Current~~Balance($) ~~Paid~~180 ~~Current~~- ~~Approximate~~209 ~~Loan~~6 ~~Principal~~345,636.19 To0.457 ~~Months~~6 ~~Loan~~1,623,874.44 ~~Delinquent~~0.305 ~~Group~~210 ~~Number~~- ~~Balance~~239 ~~Date~~4 ~~Delinquent~~153,905.03 ~~Rate~~0.203 ~~Interest~~8 No2,786,256.27 ~~Foreclosure~~0.524 ~~loans~~240 ~~this~~- ~~period~~269 1 51,971.54 0.069 3 923,200.94 0.174 Total 11 551,512.76 0.729 17 5,333,331.65 1.003

~~COLLATERAL~~180+ ~~STATEMENT~~Delinquency ~~Collateral~~Summary ~~Description Mixed Fixed Weighted Average Gross Coupon 7.005718% Weighted Average Net Coupon 6.505718% Weighted Average Pass-Through Rate 6.501218% Weighted Average Maturity~~(~~Stepdown Calculation~~continued) ~~335~~4 ~~Beginning~~Days ~~Scheduled~~Number ~~Collateral~~of ~~Loan~~Aggregate ~~Count~~Percentage ~~6,378~~of ~~Number~~Delinquent Of Loans ~~Paid~~Outstanding ~~In Full 161 Ending Scheduled Collateral Loan Count 6,217 Beginning Scheduled Collateral~~ Balance(%) ~~1,194,943,193.41 Ending Scheduled Collateral~~ Balance($) ~~1,158,283,892.43~~180 ~~Ending Actual Collateral Balance at 29~~-~~Jul-2005~~ ~~1,158,984,839.09~~209 ~~Monthly~~3 ~~P&I Constant 7~~331,~~692,124~~146.3130 ~~Special Servicing Fee~~ 0.00312 ~~Prepayment~~210 ~~Penalties~~- ~~542,821.49~~239 ~~Realized~~5 ~~Loss Amount 0~~503,982.0039 ~~Cumulative Realized Loss~~ 0.00474 ~~Scheduled~~240 ~~Principal~~- ~~715,928.43~~269 ~~Unscheduled~~1 ~~Principal 35~~184,~~943,413~~932.2021 ~~Required Overcollateralization Amount~~ 0.00174 ~~Overcollateralized~~Total ~~Increase~~9 ~~Amount 0.00 Overcollateralized reduction Amount 0.00 Specified O/C Amount 42~~1,~~708~~020,~~286~~060.4590 ~~Overcollateralized Amount 42,708,286~~0.45960 ~~Overcollateralized~~This ~~Deficiency~~report ~~Amount~~includes ~~0.00~~all ~~Base~~loans ~~Overcollateralized~~greater ~~Amount~~than ~~0.00~~180 ~~Extra~~days ~~principal~~delinquent ~~distribution~~regardless ~~Amount~~of ~~0.00~~status ~~Excess~~(REO, ~~Cash Amount 2~~Foreclosure,~~762,553~~ Bankruptcy).13

REO Detail - All Mortgage Loans in REO during Current Period

~~Miscellaneous~~Summary ~~Reporting~~12 ~~Specified~~Month ~~Overcollateralization~~REO ~~Amount~~History* 42New REO Loans Month REO Percentage Loans in REO 6 Jan-05 0.000% Original Principal Balance 1,~~708~~008,~~286~~820.4500 ~~Specified~~Feb-05 ~~Overcollateralization~~0.000% 42Current Principal Balance 1,~~708~~008,~~286~~196.45 ~~Overcollateralization~~Mar-05 ~~Amount~~0.000% 42Apr-05 0.000% Current REO Total May-05 0.000% Loans in REO 6 Jun-05 0.000% Original Principal Balance 1,~~708~~008,~~286~~820.00 Jul-05 0.000% Current Principal Balance 1,008,196.45 ~~Stepdown~~Aug-05 NO0.000% ~~Trigger~~Sep-05 ~~Event~~0.000% NOOct-05 ~~Class~~0.012% ANov-05 0.000% Dec-05 0.102% *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 2 Jan-05 0.000% Original Principal Balance 169,520.00 ~~Class~~Feb-05 A0.000% Current Principal Balance 169,063.21 Mar-05 0.000% Apr-05 0.000% Current REO Total May-05 0.000% Loans in REO 2 ~~CAP~~Jun-05 ~~Payment~~0.000% Original Principal Balance 169,520.00 Jul-05 0.000% Current Principal Balance 169,063.21 Aug-05 0.000% Sep-05 0.000% Oct-05 0.000% Nov-05 0.000% Dec-05 0.062% *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 2 Jan-05 0.000% Original Principal Balance 69,800.00 ~~Class~~Feb-05 B0.000% ~~CAP~~Current ~~Payment~~Principal Balance 69,753.24 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 69,800.00 ~~Class~~Jul-05 M0.000% ~~CAP~~Current ~~Payment~~Principal Balance 69,753.24 Aug-05 0.000% Sep-05 0.000% Oct-05 0.031% Nov-05 0.000% Dec-05 0.092% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 3 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 1 Jan-05 0.000% Original Principal Balance 648,000.00 Feb-05 0.000% Current Principal Balance 648,000.00 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 648,000.00 Jul-05 0.000% Current Principal Balance 648,000.00 Aug-05 0.000% Sep-05 0.000% Oct-05 0.017% Nov-05 0.000% Dec-05 0.122% *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 1 Jan-05 0.000% Original Principal Balance 121,500.00 Feb-05 0.000% Current Principal Balance 121,380.00 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 121,500.00 Jul-05 0.000% Current Principal Balance 121,380.00 Aug-05 0.000% Sep-05 0.000% Oct-05 0.000% Nov-05 0.000% Dec-05 0.114% *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 6.922981 8.179104 6.525898 Weighted Average Net Rate 6.422981 7.679104 6.025898 Weighted Average Maturity 354 262 354 Beginning~~ Loan ~~Count~~First ~~1,923~~Original ~~1,176 2,066 Loans Paid In Full 45 22 61 Ending~~ Loan ~~Count~~Entered ~~1,878~~Payment ~~1,154~~LTV ~~2,005~~at ~~Beginning~~Principal ~~Scheduled~~Group ~~Balance~~Number ~~340,822,174.14~~REO ~~87,888,900.06~~Date ~~641,631,431.00~~State ~~Ending~~Origination ~~Scheduled~~ Balance ~~331,253,719.16~~1 ~~86,178,153.78~~0011096081 ~~619,435,778.21 Record Date 07/29/~~Dec-2005 ~~07/29/~~01-Feb-2005 ~~07/29/2005~~CO ~~Principal And Interest Constant 2,191,876~~80.5700 ~~675~~103,~~173~~200.~~26 3,813,225.55 Scheduled Principal 225,622.~~00 ~~76,129.26 323,874.30 Unscheduled Principal 9,342,832.98~~ 1~~,634,657.67~~ ~~21,871,778.49~~0011132423 ~~Scheduled~~Dec-2005 ~~Interest~~01-Mar-2005 ~~1,966,254.57~~MO ~~599,044~~80.00 366,~~489,351~~320.~~25 Servicing Fees 142,009.24 36,620.39 267,346.43 Master Servicing Fees 0.~~00 ~~0.00 0.00 Trustee Fee 1,278.08 329.58~~ 2~~,406.12~~ ~~FRY~~0011106011 ~~Amount~~Dec-2005 ~~0.00~~01-Feb-2005 ~~0.00~~CO 020.00 ~~Special Hazard Fee 0~~25,800.00 ~~0.00 0.00 Other Fee 0.00 0.00 0.00 Pool Insurance Fee 0.00 0.00 0.00 Spread 1 0.00 0.00 0.00 Spread~~ 2 ~~0.00~~0011129921 ~~0.00~~Dec-2005 ~~0.00~~01-Mar-2005 ~~Spread~~SC ~~3 0~~80.00 044,000.00 ~~0.00 Net Interest 1,822,967.25 562,094.03~~ 3~~,219,598.70~~ ~~Realized~~0011118903 ~~Loss~~Dec-2005 ~~Amount~~01-Mar-2005 ~~0.00~~CA 080.00 0648,000.00 ~~Cumulative~~4 ~~Realized~~0011118905 ~~Loss~~Dec-2005 ~~0.00~~01-Mar-2005 ~~0.00~~CA 015.00 ~~Percentage of Cumulative Losses 0~~121,500.~~0000 0.0000 0.0000 Prepayment Penalties 0.~~00 ~~0.00 0.00 Special Servicing Fee 0.00 0.00 0.00 Pass-Through Rate 6.418481 7.674604 6.021398~~

~~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 ~~8.875194 7.005718 Weighted Average Net Rate 8.375194 6.505718 Weighted Average Maturity 236 335 Beginning~~ Loan ~~Count~~Principal ~~1,213~~To ~~6,378~~Months ~~Loans Paid In Full 33 161 Ending~~ Loan ~~Count~~Delinquent ~~1,180~~Group ~~6,217~~Number ~~Beginning Scheduled~~ Balance ~~124,600,688.21 1,194,943,193.41 Ending scheduled Balance 121,416,241.28 1,158,283,892.43 Record~~ Date ~~07/29/2005~~Delinquent ~~07/29/2005~~Rate ~~Principal And~~ Interest ~~Constant~~ 1~~,011,848.93~~ ~~7,692,124.31~~0011096081 ~~Scheduled Principal 90~~102,~~302~~915.87 ~~715,928.43~~01-Apr-2005 ~~Unscheduled~~6 ~~Principal 3,094,144~~6.06450% 354,~~943,413~~068.2042 ~~Scheduled~~1 ~~Interest~~0011132423 ~~921~~66,~~546~~147.0634 ~~6,976,195.88~~01-Jun-2005 ~~Servicing~~4 ~~Fees 51,916~~8.95200% ~~497~~2,~~893~~542.0141 ~~Master~~2 ~~Servicing~~0011106011 ~~Fees 0.00 0.00 Trustee Fee 467.~~25 4,~~481~~771.0337 ~~FRY~~01-Apr-2005 ~~Amount~~6 010.00875% 01,780.0004 ~~Special~~2 ~~Hazard~~0011129921 ~~Fee 0~~43,981.0087 ~~0.00~~01-Mar-2005 ~~Other~~7 ~~Fee 0~~10.00360% ~~0.00 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread~~ 2 0,885.0042 ~~0.00 Spread~~ 3 ~~0.00~~0011118903 0648,000.00 ~~Net~~01-Apr-2005 ~~Interest~~6 ~~869,161~~6.86950% 627,~~473,821~~864.~~84 Realized Loss Amount 0.~~00 ~~0.00~~4 ~~Cumulative~~0011118905 ~~Realized Loss 0~~121,380.00 ~~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 89.~~370694~~500% 67,269.~~501218~~39

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~~18 ~~Repurchased~~Jan-05 ~~Loans~~0.000% Original ~~Current~~Principal ~~Original~~Balance 4,340,450.00 Feb-05 0.000% Current Principal ~~Principal~~Balance ~~Principal~~4,324,872.21 ~~Principal~~Mar-05 ~~Group~~0.000% ~~Count~~Apr-05 ~~Balance~~0.000% ~~Balance~~Current ~~Count~~Foreclosure ~~Balance~~Total ~~Balance~~May-05 10.000% 45Loans 9in Foreclosure 64 Jun-05 0.000% Original Principal Balance 15,~~359~~921,~~750~~244.00 9Jul-05 0.000% Current Principal Balance 15,~~330~~879,~~537~~638.4253 0Aug-05 0.00909% Sep-05 1.126% Oct-05 1.697% Nov-05 1.766% Dec-05 1.611% *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 7 Jan-05 0.00000% 2Original 22Principal Balance 1,~~633~~229,~~124~~800.00 Feb-05 0.000% Current Principal Balance 1,~~626~~225,~~872~~418.2814 Mar-05 0.000% Apr-05 0.00000% Current Foreclosure Total May-05 0.00000% 3Loans 61in 21Foreclosure 24 Jun-05 0.000% Original Principal Balance 4,~~886~~252,~~358~~951.00 21Jul-05 0.000% Current Principal Balance 4,~~817~~239,~~397~~869.6371 Aug-05 0.735% Sep-05 0.882% Oct-05 1.584% Nov-05 1.701% Dec-05 1.560% *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 0 Jan-05 0.000% Original Principal Balance 0.00 Feb-05 0.000% Current Principal Balance 0.00 4Mar-05 330.000% Apr-05 0.000% Current Foreclosure Total May-05 0.000% Loans in Foreclosure 0 Jun-05 0.000% Original Principal Balance 0.00 Jul-05 0.000% Current Principal Balance 0.00 Aug-05 0.223% Sep-05 0.231% Oct-05 0.237% Nov-05 0.247% 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. 3 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 11 Jan-05 0.000% Original Principal Balance 3,~~092~~110,~~881~~650.00 Feb-05 0.000% Current Principal Balance 3,~~084~~099,~~619~~454.1007 0Mar-05 0.00000% Apr-05 0.00000% Current Foreclosure Total ~~161~~May-05 350.000% Loans in Foreclosure 39 Jun-05 0.000% Original Principal Balance 11,~~972~~521,~~113~~293.00 35Jul-05 0.000% Current Principal Balance 11,~~859~~493,~~426~~099.4340 Aug-05 1.253% Sep-05 1.537% Oct-05 2.279% Nov-05 2.339% Dec-05 2.160% *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 Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 Jan-05 0.000% Original Principal Balance 0.00 Feb-05 0.000% Current Principal Balance 0.00 Mar-05 0.000% Apr-05 0.000% Current Foreclosure Total May-05 0.000% Loans in Foreclosure 1 Jun-05 0.000% Original Principal Balance 147,000.00 Jul-05 0.000% Current Principal Balance 146,669.42 Aug-05 0.120% Sep-05 0.323% Oct-05 0.098% Nov-05 0.133% Dec-05 0.138% *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~~0011045775 ~~Balance~~Dec-2005 ~~Amount~~01-Dec-2004 PA 78.95 120,000.00 1 00011096846 0Sep-2005 01-Feb-2005 LA 80.00 088,000.00 01 00011096908 Nov-2005 01-Feb-2005 WA 70.00 0297,500.00 171 0011099330 Sep-2005 01-Feb-2005 NY 80.00 252,~~622~~000.1500 21 00011099907 0Dec-2005 01-Feb-2005 MO 89.81 97,000.00 01 0011100532 Sep-2005 01-Feb-2005 MI 79.45 58,000.00 01 00011103322 Oct-2005 01-Feb-2005 TX 95.00 0137,750.00 81 0011104828 Dec-2005 01-Mar-2005 IL 80.00 340,~~831~~000.7200 1 0011106800 Oct-2005 01-Mar-2005 TX 80.00 115,021.00 1 0011108931 Aug-2005 01-Mar-2005 LA 85.00 287,300.00 1 0011111354 Dec-2005 01-Mar-2005 MD 90.00 147,600.00 1 0011113336 Nov-2005 01-Mar-2005 TX 80.00 63,920.00 1 0011115480 Aug-2005 01-Mar-2005 LA 78.57 55,000.00 1 0011116108 Nov-2005 01-Mar-2005 MD 90.00 135,000.00 1 0011120012 Nov-2005 01-Mar-2005 CA 89.99 346,460.00 1 0011123244 Dec-2005 01-Mar-2005 MI 80.00 131,200.00 1 0011125847 Dec-2005 01-Mar-2005 OH 80.00 116,000.00 1 0011125929 Oct-2005 01-Mar-2005 IL 80.00 364,000.00 1 0011126258 Nov-2005 01-Mar-2005 MN 90.20 202,950.00 1 0011126523 Nov-2005 01-Mar-2005 TX 73.48 144,750.00 1 0011126861 Dec-2005 01-Mar-2005 CA 71.28 278,000.00 1 0011128965 Nov-2005 01-Mar-2005 MI 80.00 58,400.00 1 0011130372 Oct-2005 01-Mar-2005 NV 75.00 247,500.00 1 0011134075 Sep-2005 01-Mar-2005 IL 80.00 169,600.00 3 00011077280 0Nov-2005 01-Jan-2005 NJ 95.00 0200,450.00 03 00011080379 Dec-2005 01-Feb-2005 CT 96.76 261,250.00 03 0011086734 Dec-2005 01-Jan-2005 SC 80.00 6770,~~101~~400.4000 43 00011087935 0Oct-2005 01-Jan-2005 MA 80.00 0256,000.00 03 00011093035 Aug-2005 01-Feb-2005 CA 77.84 650,000.00 03 0011094383 Oct-2005 01-Mar-2005 PA 100.00 11198,~~093~~000.8800 ~~Total~~3 00011094588 0Aug-2005 01-Feb-2005 ME 71.86 60,000.00 03 0011096751 Sep-2005 01-Feb-2005 CA 80.00 0238,800.00 03 0011097681 Dec-2005 01-Mar-2005 CA 80.00 0264,000.00 ~~104~~3 0011100854 Aug-2005 01-Mar-2005 NY 80.00 236,~~649~~000.1500 3 0011101248 Oct-2005 01-Feb-2005 CA 80.00 720,000.00 3 0011101973 Dec-2005 01-Feb-2005 CA 80.00 217,600.00 3 0011103685 Dec-2005 01-Mar-2005 CT 70.00 168,000.00 3 0011103964 Oct-2005 01-Feb-2005 NV 80.00 188,000.00 3 0011107044 Dec-2005 01-Mar-2005 CA 90.00 301,500.00 3 0011107631 Nov-2005 01-Feb-2005 CA 80.00 380,000.00 3 0011107952 Oct-2005 01-Feb-2005 CA 90.00 297,000.00 3 0011108946 Dec-2005 01-Feb-2005 CA 79.61 410,000.00 3 0011109427 Dec-2005 01-Feb-2005 CA 95.00 442,700.00 3 0011111185 Aug-2005 01-Mar-2005 NJ 90.00 225,000.00 3 0011111408 Sep-2005 01-Feb-2005 CA 80.00 208,000.00 3 0011112259 Aug-2005 01-Mar-2005 NY 71.99 255,568.00 3 0011114223 Oct-2005 01-Mar-2005 CT 94.87 370,000.00 3 0011115895 Oct-2005 01-Feb-2005 CA 80.00 212,000.00 3 0011116546 Oct-2005 01-Feb-2005 CA 90.00 594,000.00 3 0011116904 Oct-2005 01-Mar-2005 IL 95.00 166,250.00 3 0011118233 Nov-2005 01-Mar-2005 CA 80.00 264,000.00 3 0011119802 Sep-2005 01-Mar-2005 CA 80.00 224,000.00 3 0011119959 Dec-2005 01-Mar-2005 IL 80.00 213,600.00 3 0011120564 Dec-2005 01-Mar-2005 NJ 80.00 281,600.00 3 0011120922 Sep-2005 01-Mar-2005 NY 80.00 268,000.00 3 0011121504 Sep-2005 01-Feb-2005 NY 85.00 212,500.00 3 0011122774 Sep-2005 01-Mar-2005 NY 80.00 400,000.00 3 0011123192 Dec-2005 01-Mar-2005 CA 80.00 480,000.00 3 0011124953 Nov-2005 01-Mar-2005 MA 80.00 240,000.00 3 0011126187 Aug-2005 01-Mar-2005 CA 80.00 552,000.00 3 0011128392 Aug-2005 01-Mar-2005 IL 75.00 600,525.00 3 0011131243 Sep-2005 01-Mar-2005 IA 80.00 69,600.00 3 0011131733 Nov-2005 01-Feb-2005 GA 85.00 124,950.00 4 0011073458 Nov-2005 01-Dec-2004 CA 20.00 147,000.00

~~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 ~~0011090276~~Rate CAInterest ~~79.25~~1 ~~01-Feb-2005~~0011045775 ~~210~~119,~~000~~555.0010 ~~208,514.44 1 0011094919 PA 70.00~~ 01-~~Feb~~May-2005 ~~113,400~~5 8.00490% ~~112~~5,~~842~~561.8351 1 ~~0011095384~~0011096846 ~~CA 70~~87,678.0057 01-~~Jan~~May-2005 ~~171,500~~5 6.00490% ~~170~~3,~~427~~055.9703 1 ~~0011097214~~0011096908 ~~FL 80.00 01-Feb-2005 244~~296,000.0077 ~~242,910.41 1 0011097316 CA 61.05~~ 01-~~Feb~~Jul-2005 ~~320,500~~3 6.00950% ~~318~~7,~~803~~941.4723 1 ~~0011099037~~0011099330 ~~CA 80~~251,395.0033 01-~~Jan~~Apr-2005 ~~232,000~~6 7.00990% ~~230~~12,~~535~~521.6019 1 ~~0011099404~~0011099907 ~~AZ 80.00 01-Feb-2005~~ 96,~~000~~539.~~00 95,456.86 1 0011099950 CA~~ 80~~.00~~ 01-~~Feb~~Aug-2005 ~~259,200~~2 8.00050% ~~259~~2,~~200~~427.0002 1 ~~0011100964~~0011100532 ~~CA 83~~57,879.5646 01-~~Feb~~Apr-2005 ~~188,000~~6 7.00875% ~~186~~2,~~898~~838.0040 1 ~~0011104902~~0011103322 ~~NJ 80.00 01-Mar-2005 126~~137,~~000~~475.0072 ~~125,339.90 1 0011106046 CA 83.33~~ 01-~~Feb~~May-2005 ~~215,000.00~~5 ~~215,000~~9.~~00 1 0011106181 CA 84.44 01-Feb-2005 127,~~500~~.00~~% ~~126~~7,~~933~~206.5231 1 ~~0011106797~~0011104828 ~~IL 90~~338,724.0019 01-~~Feb~~Jun-2005 ~~147,600~~4 6.00350% ~~147~~9,~~600~~883.0088 1 ~~0011107765~~0011106800 ~~CA 74.44 01-Feb-2005 335~~114,~~000~~732.0049 ~~333,391.47 1 0011108376 CA 94.76~~ 01-~~Feb~~May-2005 ~~199,000.00~~5 ~~199,000~~6.00990% ~~1 0011108968 CA 90.00 01-Mar-2005 315~~4,~~000~~332.0055 ~~313,181.13~~ 1 ~~0011109259~~0011108931 ~~MI 88.31 01-Mar-2005 340~~287,~~000~~138.0093 ~~338,693.37 1 0011110881 WI 95.00~~ 01-Mar-2005 ~~40,850.00~~7 ~~40,667~~8.54875% ~~1 0011111159 WA 87.04 01-Mar-2005 235~~15,~~000~~989.0030 ~~235,000.00~~ 1 ~~0011111415~~0011111354 ~~CA 92.81 01-Feb-2005 297~~146,~~000~~925.0059 ~~297,000.00 1 0011112282 MD 95.00~~ 01-~~Mar~~Jul-2005 ~~190,000.00~~3 ~~189,451~~6.85500% ~~1 0011112333 CA 77.83 01-Feb-2005 179~~3,~~000~~666.0024 ~~178,102.78~~ 1 ~~0011113074~~0011113336 ~~CA 90.00 01-Mar-2005 441~~63,~~000~~692.0012 ~~439,191.08 1 0011113783 CA 85.00~~ 01-~~Mar~~Jun-2005 ~~218,450.00~~4 ~~217,327~~6.54615% 1 ~~0011113820 CA 69.79 01-Feb-2005 134~~,~~000~~942.0094 ~~133,037.80~~ 1 ~~0011114108~~0011115480 ~~CA 79.07 01-Feb-2005 170~~54,~~000~~911.0060 ~~168,853.08 1 0011114572 NJ 83.00~~ 01-~~Feb~~Apr-2005 ~~232,400.00~~6 ~~231,240~~7.92115% ~~1 0011114754 CA 90.00 01-Mar-2005 189~~2,~~000~~414.0040 ~~188,999.99~~ 1 ~~0011116500~~0011116108 ~~FL 72.67 01-Mar-2005 125~~133,~~000~~703.0022 ~~124,475.29 1 0011118179 CA 80.00~~ 01-~~Feb~~Nov-2005 ~~88,000.00~~0 ~~87,389~~6.13865% 1 ~~0011119080 WA 80.00 01-Mar-2005 168~~,~~000~~419.00 ~~168,000.00~~ 1 ~~0011120806~~0011120012 ~~IL 80.00 01-Mar-2005 112~~344,~~000~~861.0062 ~~111,503.40 1 0011121240 CA 80.00~~ 01-~~Mar~~Jul-2005 ~~290,000.00~~3 ~~289,999~~6.58450% ~~1 0011121343 CO 84.94 01-Feb-2005 141~~8,~~000~~533.0050 ~~140,175.04~~ 1 ~~0011122519~~0011123244 ~~NJ 80.00 01-Mar-2005 132~~130,~~000~~867.0061 ~~131,528.78 1 0011123431 CA 80.00~~ 01-~~Mar~~May-2005 ~~301,600.00~~5 ~~300,116~~7.77650% ~~1 0011123845 CA 90.00 01-Mar-2005 297~~5,~~000~~446.0006 ~~296,979.82~~ 1 ~~0011124172~~0011125847 ~~NJ 67.44 01-Mar-2005 116,000.00~~ 115,~~314~~617.8333 ~~1 0011127554 CA 56.92~~ 01-~~Mar~~May-2005 ~~74,000.00~~5 ~~74,000~~5.~~00 1 0011127730 MD 95.00 01-Mar-2005 294,~~500~~.00~~% ~~293~~3,~~066~~360.0981 1 ~~0011128144~~0011125929 ~~CA 66~~363,701.3204 01-Mar-2005 ~~252,000~~7 6.00990% ~~250~~15,~~802~~675.5715 1 ~~0011131272~~0011126258 ~~MD 57~~202,537.8292 01-~~Mar~~May-2005 ~~292,000~~5 7.00990% ~~290~~8,~~494~~830.76 1 ~~0011132865~~0011126523 ~~FL 85.00 01-Mar-2005 140~~144,~~250~~232.0052 ~~139,699.94 1 0011134869 IL 84.34~~ 01-~~Mar~~Jul-2005 ~~350,000.00~~3 ~~348,828~~7.~~80 1 0011136213 CA 45.36 01-Mar-2005 220,000.00 219,234.48 2 0011047623 CA 20.00 01-Nov-2004 47,800.00 47,660.77 2 0011097217 FL 15.00 01-Feb-2005 45,~~750~~.00~~% 454,~~665~~350.1361 21 ~~0011098141~~0011126861 ~~CA 62.20 01-Feb-2005 255~~277,~~000~~188.0052 ~~253,359.90 2 0011099951 CA 20.00~~ 01-~~Feb~~Jul-2005 ~~64,800.00~~3 ~~64,582~~8.33750% ~~2 0011102755 CA 20.00 01-Feb-2005 70~~9,~~000~~516.0087 ~~69,680.99~~1 20011128965 ~~0011109157 CA 20.00 01-Feb-2005 49~~58,~~000~~201.0043 ~~48,843.71 2 0011112535 CA 20.00~~ 01-~~Feb~~Jul-2005 ~~65,000.00~~3 ~~64,220~~8.~~60 2 0011113063 CA 20.00 01-Feb-2005 65,~~000~~.00~~% 641,~~828~~816.6825 21 ~~0011115165~~0011130372 ~~CA 20.00 01-Feb-2005 60~~247,~~900~~112.0010 ~~60,739.50 2 0011115203 CA 90.00~~ 01-~~Mar~~May-2005 ~~124,200.00~~5 ~~123,657~~9.39250% ~~2 0011120954 IL 20.00 01-Mar-2005 28~~12,~~000~~592.0065 ~~27,931.74~~1 20011134075 ~~0011121267 CA 10.00 01-Mar-2005 36~~169,~~250~~196.0073 ~~36,145.31 2 0011122675 CA 20.00~~ 01-~~Feb~~May-2005 ~~22,000.00~~5 ~~21,941~~7.~~99 2 0011123090 VA 20.00 01-Mar-2005 17,~~200~~.00~~% 176,~~161~~596.2667 23 ~~0011126139~~0011077280 ~~CA 20.00 01-Mar-2005 63~~199,~~000~~452.0033 ~~62,854.47 2 0011126455 CA 10.00~~ 01-~~Mar~~Jun-2005 ~~37,700.00~~4 ~~37,615~~7.22375% ~~2 0011126675 CA 20.00 01-Mar-2005 44~~6,~~000~~842.00 43~~,898.38~~ 23 ~~0011126781~~0011080379 ~~AZ 20~~259,671.0072 01-~~Mar~~Aug-2005 ~~35,400.00 35,309.01~~ 2 ~~0011126964 AZ 20~~6.00825% ~~01-Mar-2005 57~~5,~~124~~467.0043 ~~56,968.87~~3 20011086734 ~~0011131711 CA~~ 70,046.8308 01-~~Mar~~May-2005 ~~221,000.00~~5 ~~219,923~~6.~~74 2 0011132854 IL 20.00 01-Mar-2005 50,~~000~~.00~~% ~~49,748.55~~ 2 ~~0011134966 MD 60.84 01-Mar-2005 174~~,~~000~~240.0033 ~~173,088.41~~ 3 ~~0011047615~~0011087935 ~~CA 80~~254,799.00 01-~~Nov~~Jun-~~2004~~2005 ~~191,200.00~~4 ~~189,740~~6.41750% ~~3 0011070742 CA 80.00 01-Dec-2004 180~~7,~~000~~962.0054 ~~178,607.41~~ 3 ~~0011070895~~0011093035 ~~CA 80.00 01-Dec-2004 360~~649,~~000~~618.0086 ~~360,000.00 3 0011074862 CA 80.00~~ 01-~~Jan~~Feb-2005 ~~536,000~~8 6.00476% ~~536~~25,~~000~~746.0009 3 ~~0011074903~~0011094383 ~~MD 90~~197,498.0010 01-~~Jan~~May-2005 ~~343,800~~5 6.00875% ~~341~~7,~~578~~325.2941 3 ~~0011077935~~0011094588 ~~CA 74.52 01-Mar-2005 428~~59,~~500~~963.0058 ~~426,211.19 3 0011080662 NY 80.00~~ 01-Feb-2005 ~~280,000.00~~8 ~~278,324~~8.79490% 3 ~~0011088456 VA 82.50 01-Mar-2005 132~~,~~000~~182.0086 ~~131,159.56~~ 3 ~~0011089754~~0011096751 ~~CA 80~~238,800.0001 01-~~Feb~~May-2005 ~~279,600.00~~5 ~~279,600~~6.00375% ~~3 0011090779 NY 80.00 01-Mar-2005 315~~8,~~200~~183.0091 ~~313,364.62~~ 3 ~~0011094563~~0011097681 ~~KS 75.76 01-Jan-2005 414~~262,~~400~~561.~~00 411,558.~~37 ~~3 0011096058 CA 79.16~~ 01-~~Feb~~Aug-2005 ~~378,000~~2 6.00550% ~~375~~5,~~319~~287.8458 3 ~~0011099424~~0011100854 ~~CA 80~~235,823.0010 01-Mar-2005 ~~324,000~~7 7.00450% ~~324~~10,~~000~~887.0079 3 ~~0011102753~~0011101248 ~~CA 80.00 01-Feb-2005 280~~716,~~000~~710.0010 ~~280,000.00 3 0011102994 MD 80.00~~ 01-~~Mar~~Jun-2005 ~~224,640.00~~4 ~~223,410~~6.87500% ~~3 0011103448 CA 80.00 01-Mar-2005 490~~21,~~000~~450.~~00 487,994.13 3 0011103748 CA~~ 80~~.00~~ ~~01-Feb-2005 172,000.00 172,000.00~~ 3 ~~0011103768~~0011101973 ~~CA 80.00 01-Feb-2005 420~~217,~~000~~600.00 ~~420,000.00 3 0011104563 CA 75.00~~ 01-~~Feb~~Aug-2005 ~~420,000.00~~2 ~~416,812~~5.39750% 3 ~~0011105963 IL 80.00 01-Feb-2005 263~~,~~200~~808.00 ~~263,200.00~~ 3 ~~0011108131~~0011103685 ~~CA 80.00 01-Feb-2005 353~~167,~~600~~240.0013 ~~351,531.19 3 0011109156 CA 80.00~~ 01-~~Feb~~Aug-2005 ~~196,000.00~~2 ~~195,056~~7.68500% 3 ~~0011109630 CA 80.00 01-Feb-2005 669~~,~~600~~897.0072 ~~665,293.21~~ 3 ~~0011109656~~0011103964 ~~IL 90.00 01-Feb-2005 180~~187,~~000~~568.~~00 179,991.~~20 ~~3 0011111150 MD 80.00~~ 01-~~Mar~~Apr-2005 ~~396,000~~6 7.00375% ~~396~~8,~~000~~572.0037 3 ~~0011111605~~0011107044 ~~CA 80.00 01-Mar-2005 209~~301,~~600~~500.00 ~~208,551.94 3 0011112741 CA 80.00~~ 01-~~Feb~~Jul-2005 ~~260,000.00 258,245.94~~ 3 ~~0011114139 CA 80~~8.00025% ~~01-Mar-2005 846~~9,~~400~~453.0030 ~~842,087.81~~ 3 ~~0011114588~~0011107631 ~~CA 80.00 01-Mar-2005 460~~380,000.00 ~~457,867.30 3 0011115164 CA 80.00~~ 01-~~Feb~~Jul-2005 ~~243,600.00 242,534.00~~ 3 ~~0011116369 NJ 90~~6.00250% ~~18-Mar-2005 193~~9,~~500~~104.0015 ~~192,650.46~~ 3 ~~0011116552~~0011107952 ~~CA 80~~295,766.0007 01-~~Mar~~Jun-2005 ~~414,000~~4 6.00990% ~~414~~9,~~000~~577.0007 3 ~~0011118246~~0011108946 ~~AZ 90~~407,401.0087 01-~~Mar~~Aug-2005 ~~229,500~~2 6.00575% ~~228~~8,~~461~~238.2432 3 ~~0011119016~~0011109427 ~~FL 80.00 01-Mar-2005 183~~440,~~840~~402.0097 ~~182,940.35 3 0011119294 VA 75.00~~ 01-~~Feb~~Aug-2005 ~~464,250.00~~2 ~~462,387~~7.23601% ~~3 0011119489 CA 80.00 01-Feb-2005 300~~10,~~000~~412.~~00 298,125.~~33 3 ~~0011119825~~0011111185 ~~CA 80~~224,848.0072 01-Mar-2005 ~~392,000~~7 7.00990% ~~389~~11,~~717~~191.4072 3 ~~0011121445~~0011111408 ~~CA 80.00 01-Mar-2005 528~~208,000.00 ~~525,441.26 3 0011121688 CT 61.26~~ 01-~~Feb~~May-2005 ~~650,000~~5 5.00990% ~~647~~6,~~255~~661.1020 3 ~~0011122049~~0011112259 ~~NY 94.62 01-Mar-2005 440~~255,~~000~~332.0044 ~~439,746.~~01 ~~3 0011122185 NJ 72.00 01~~-Mar-2005 ~~360,000.00~~7 ~~358,013~~6.~~09 3 0011124715 CA 80.00 01-Mar-2005 654,~~400~~.00~~% ~~651~~9,~~127~~999.8545 3 ~~0011125077~~0011114223 ~~MD 72.38 01-Mar-2005 532~~370,000.00 ~~529,484.44 3 0011125826 VA 80.00~~ 01-~~Mar~~Jun-2005 ~~97,600~~4 6.00625% 9711,~~301~~331.5624 3 ~~0011126053~~0011115895 ~~CA 80~~211,021.0094 01-~~Mar~~Jun-2005 ~~252,000~~4 6.00450% ~~250~~6,~~488~~263.~~49 3 0011126553 CA 72.98~~ 01~~-Mar-2005~~ ~~499,900.00 499,900.00~~ 3 ~~0011126674~~0011116546 ~~CA 80.00 01-Mar-2005 176~~591,~~000~~426.0072 ~~175,119.97 3 0011126963 AZ 80.00~~ 01-~~Mar~~Jun-2005 ~~228,498.00~~4 ~~228,397~~6.48990% ~~3 0011127309 MD 71.43 01-Mar-2005 500~~19,~~000~~150.0069 ~~497,499.88~~ 3 ~~0011127970~~0011116904 ~~CA 94.98 01-Mar-2005 606~~165,~~000~~897.0085 ~~605,800.30 3 0011128312 VA 69.32~~ 01-~~Mar~~May-2005 ~~400,000.00~~5 ~~397,904~~7.38780% ~~3 0011129248 NY 79.37 01-Mar-2005 340~~7,~~100~~029.0082 ~~338,230.13~~ 3 ~~0011129769~~0011118233 ~~AZ 89.88 01-Mar-2005 151~~263,~~000~~957.~~00 151,000.00 3 0011130489 CA~~ 80~~.00~~ 01-~~Mar~~Jul-2005 ~~812,000.00 812,000.00~~ 3 ~~0011130554 CA 90~~5.00990% ~~01-Mar-2005 209~~6,~~700~~038.0005 ~~208,761.08~~ 3 ~~0011131303~~0011119802 ~~CA 95.00 01-Mar-2005 399~~223,~~000~~999.~~00 396,806.28 3 0011131514 MD~~ 80~~.00~~ 01-~~Mar~~Apr-2005 ~~232,000~~6 7.00050% ~~230~~9,~~940~~781.2236 3 ~~0011132826~~0011119959 ~~NC 90~~212,599.0089 01-~~Mar~~Aug-2005 ~~366,030~~2 7.00325% ~~364~~4,~~673~~830.0181 3 ~~0011132856~~0011120564 ~~IL 80~~280,430.0004 01-~~Mar~~Jul-2005 ~~200,000.00 198,674.20~~ 3 ~~0011135283 NV 75~~6.00990% ~~01-Mar-2005 532~~7,~~500~~570.0034 ~~530,589.21~~ 3 ~~0011138816~~0011120922 ~~CA 80.00 01-Mar-2005 295~~267,~~200~~585.0057 ~~295,200.00 4 0011070896 CA 20.00~~ 01-~~Dec~~Apr-~~2004 90,000.00 89,628.71 4 0011074863 CA 10.00 01-Jan-~~2005 ~~67,000.00~~6 ~~66,797~~7.24400% ~~4 0011089757 CA 20.00 01-Feb-2005 69~~12,~~901~~274.0027 ~~69,678.63~~3 40011121504 ~~0011090780 NY 20.00 01-Mar-2005 78~~211,~~800~~847.0030 ~~78,493.27 4 0011090871 CA 10.00~~ 01-~~Feb~~Apr-2005 ~~53,500.00~~6 ~~53,329~~9.74750% ~~4 0011099421 CA 20.00 01-Mar-2005 81~~13,~~000~~040.0018 ~~80,817.84~~3 40011122774 ~~0011102995 MD 20.00 01-Mar-2005 56~~399,~~160~~094.0086 ~~55,999.58 4 0011103458 CA 20.00~~ 01-~~Mar~~May-2005 ~~122,500.00~~5 ~~122,224~~7.53450% ~~4 0011103750 CA 20.00 01-Feb-2005 43~~16,~~000~~142.0043 ~~42,856.08~~3 40011123192 ~~0011103769 CA 20.00 01-Feb-2005 105~~480,000.00 ~~104,683.75 4 0011104903 NJ 20.00~~ 01-~~Mar~~Aug-2005 ~~31,500.00~~2 ~~31,405~~5.04875% ~~4 0011105964 IL 20.00 01-Feb-2005 65~~8,~~800.00 65,629.50 4 0011107571 CA 20.00 01-Feb-2005 73,~~600.00 ~~73,400.76~~3 40011124953 ~~0011109633 CA 20.00 01-Feb-2005 167~~239,~~400~~178.0055 ~~166,958.79 4 0011114592 CA 20.00~~ 01-~~Mar~~Jun-2005 ~~115,000.00 114,687.66~~ 4 ~~0011116554 CA 20~~6.00825% ~~01-Mar-2005 103~~7,~~500~~547.0043 ~~103,233.99~~3 40011126187 ~~0011116792 MD 20.00 01-Feb-2005 65~~551,~~000~~449.0043 ~~63,994.56 4 0011116924 MD 85.00~~ 01-Mar-2005 ~~191,250.00~~7 ~~190,418~~5.79990% ~~4 0011119018 FL 15.00 01-Mar-2005 34,470.00 34,035.17 4 0011119288 VA~~ 20~~.00 01-Feb-2005 123~~,~~800~~088.0030 ~~123,557.62~~3 40011128392 ~~0011119490 CA 20.00 01-Feb-2005 75~~599,~~000~~974.0016 ~~74,796.96 4 0011119826 CA 20.00~~ 01-Mar-2005 ~~98,000.00~~7 ~~97,733~~6.81425% ~~4 0011121202 FL 72.43 01-Mar-2005 122~~23,~~400~~596.0056 ~~121,787.97~~3 40011131243 ~~0011121446 CA 20.00 01-Mar-2005 132~~69,~~000~~505.0035 ~~131,703.18 4 0011122556 AZ 20.00~~ 01-~~Mar~~May-2005 ~~18,200.00~~5 ~~18,162~~9.26925% ~~4 0011124485 MD 27.21 01-Mar-2005 200~~3,~~000~~815.0098 ~~199,607.21~~3 40011131733 ~~0011124720 CA 20.00 01-Mar-2005 163~~124,~~600~~525.0049 ~~163,155.66 4 0011126555 CA 2.92~~ 01-~~Mar~~Jun-2005 ~~20,000.00 19,956.15~~ 4 ~~0011127312 MD 21~~9.43350% ~~01-Mar-2005 150~~5,~~000~~502.0080 ~~149,634.43~~ 4 ~~0011129249~~0011073458 ~~NY 15.45 01-Mar-2005 66~~146,~~200~~669.0042 ~~66,054.76 4 0011131516 MD 20.00~~ 01-~~Mar~~May-2005 ~~58,000.00~~5 ~~57,886~~10.09875% ~~4 0011135287 NV 25.00 01-Mar-2005 177~~8,~~500~~866.~~00 177,186.88 4 0011138817 CA 20.00 01-Mar-2005 73,800.00 73,553.57~~08

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~~in ~~Loan~~Bankruptcy ~~Original~~9 ~~Group~~Jan-05 ~~Number Type Delinquent Rate Term Seasoning 1 0011090276 Loan Paid in Full~~ 0 6.000% ~~360~~Original 6Principal 1Balance ~~0011094919 Loan Paid in Full 0 7.875% 360 6~~ 1 ~~0011095384 Loan Paid in Full 0 7~~,394,071.~~351%~~00 ~~360~~Feb-05 ~~7 1 0011097214 Loan Paid in Full~~ 0 8.~~350~~000% ~~360~~Current 6Principal 1Balance ~~0011097316 Loan Paid in Full 0 7.500% 360 6~~ 1 ~~0011099037 Loan Paid in Full 0 7~~,391,180.~~300%~~98 ~~360~~Mar-05 ~~7 1 0011099404 Loan Paid in Full~~ 0 8.~~225~~000% ~~360~~Apr-05 ~~6 1 0011099950 Loan Paid in Full~~ 0 5.~~750~~000% ~~360~~Current 6Bankruptcy 1Total ~~0011100964~~May-05 ~~Loan Paid in Full 1 7.250% 360 6 1 0011104902 Loan Paid in Full~~ 0 6.~~750~~000% ~~360~~Loans ~~5 1 0011106046 Loan Paid~~ in ~~Full~~Bankruptcy 031 ~~6.625%~~Jun-05 ~~360 6 1 0011106181 Loan Paid in Full~~ 0 8.~~375~~000% ~~360~~Original 6Principal 1Balance ~~0011106797 Loan Paid in Full 0 6~~4,152,651.~~990%~~00 ~~360~~Jul-05 ~~6 1 0011107765 Loan Paid in Full~~ 0 7.~~990~~000% ~~360~~Current 6Principal 1Balance ~~0011108376 Loan Paid in Full 0 7~~4,140,666.~~800%~~67 ~~360~~Aug-05 ~~6 1 0011108968 Loan Paid in Full~~ 0 6.~~250~~013% ~~360~~Sep-05 ~~5 1 0011109259 Loan Paid in Full~~ 0 8.~~375~~037% ~~360~~Oct-05 ~~5 1 0011110881 Loan Paid in Full~~ 0 7.~~575~~047% ~~360~~Nov-05 ~~5 1 0011111159 Loan Paid in Full~~ 0 7.~~200~~301% ~~360~~Dec-05 ~~5 1 0011111415 Loan Paid in Full~~ 0 6.~~125~~420% ~~360~~*The 6text 1reported ~~0011112282 Loan Paid~~ in ~~Full~~the 0above ~~9.800%~~table ~~360~~is 5presented 1graphically ~~0011112333~~on ~~Loan~~the ~~Paid~~monthly inbond ~~Full~~remittance ~~0 7~~report.~~775%~~ ~~360~~The 6monthly 1bond ~~0011113074~~remittance ~~Loan~~report ~~Paid~~can inbe ~~Full~~viewed 1online ~~7.990%~~at ~~360 5 1 0011113783 Loan Paid in Full 0 6~~www.~~850% 360 5 1 0011113820 Loan Paid in Full 0 7~~ctslink.~~600% 360 6 1 0011114108 Loan Paid in Full 0 6~~com.~~250%~~ ~~360 6~~ 1 ~~0011114572~~12 ~~Loan~~Month ~~Paid~~Bankruptcy inHistory* ~~Full~~New 0Bankruptcy ~~7.800%~~Loans ~~360~~Month 6Bankruptcy 1Percentage ~~0011114754~~Loans ~~Loan Paid~~ in ~~Full~~Bankruptcy 02 ~~7.150%~~Jan-05 ~~360 5 1 0011116500 Loan Paid in Full~~ 0 7.~~875~~000% ~~360~~Original 5Principal 1Balance ~~0011118179 Loan Paid in Full 0 6~~424,821.~~100%~~00 ~~360~~Feb-05 ~~6 1 0011119080 Loan Paid in Full~~ 0 5.~~775~~000% ~~360~~Current 5Principal 1Balance ~~0011120806 Loan Paid in Full 0 7~~424,550.~~600%~~15 ~~360~~Mar-05 ~~5 1 0011121240 Loan Paid in Full~~ 0 5.~~990~~000% ~~360~~Apr-05 ~~5 1 0011121343 Loan Paid in Full~~ 0 6.~~990~~000% ~~360~~Current 6Bankruptcy 1Total ~~0011122519~~May-05 ~~Loan Paid in Full~~ 0 8.~~675~~000% ~~360~~Loans ~~5 1 0011123431 Loan Paid~~ in ~~Full~~Bankruptcy ~~1 7.075% 360 5 1 0011123845 Loan Paid in Full 0~~ 6~~.990%~~ ~~360~~Jun-05 ~~5 1 0011124172 Loan Paid in Full~~ 0 6.~~125~~000% ~~360~~Original 5Principal 1Balance ~~0011127554 Loan Paid in Full 0 7~~909,621.~~875%~~00 ~~360~~Jul-05 ~~5 1 0011127730 Loan Paid in Full~~ 0 7.~~126~~000% ~~360~~Current 5Principal 1Balance ~~0011128144 Loan Paid in Full 0 7~~907,809.~~250%~~76 ~~360~~Aug-05 ~~5 1 0011131272 Loan Paid in Full~~ 0 6.~~990~~047% ~~360~~Sep-05 ~~5 1 0011132865 Loan Paid in Full~~ 0 8.~~250~~086% ~~360~~Oct-05 ~~5 1 0011134869 Loan Paid in Full~~ 0 8.~~990~~051% ~~360~~Nov-05 ~~5 1 0011136213 Loan Paid in Full~~ 0 8.~~800~~289% ~~360~~Dec-05 ~~5 2 0011047623 Loan Paid in Full~~ 0 12.~~125~~334% ~~180~~*The 9text 2reported ~~0011097217 Loan Paid~~ in ~~Full~~the 0above ~~12.490%~~table ~~180~~is 6presented 2graphically ~~0011098141~~on ~~Loan~~the ~~Paid~~monthly inbond ~~Full~~remittance ~~0 6~~report.~~500%~~ ~~360~~The 6monthly 2bond ~~0011099951~~remittance ~~Loan~~report ~~Paid~~can inbe ~~Full~~viewed 0online ~~9.750%~~at ~~180 6 2 0011102755 Loan Paid in Full 0 8~~www.~~250% 180 6 2 0011109157 Loan Paid in Full 0 9~~ctslink.~~990% 180 6 2 0011112535 Loan Paid in Full 0 9~~com.~~750%~~ ~~180 6~~ 2 ~~0011113063~~12 ~~Loan~~Month ~~Paid~~Bankruptcy inHistory* ~~Full~~New 0Bankruptcy ~~10.875%~~Loans ~~180~~Month 6Bankruptcy 2Percentage ~~0011115165~~Loans ~~Loan Paid~~ in ~~Full~~Bankruptcy 04 ~~10.875%~~Jan-05 ~~180 6 2 0011115203 Loan Paid in Full~~ 0 7.~~675~~000% ~~360~~Original 5Principal 2Balance ~~0011120954 Loan Paid in Full 0 10.~~195,500~~% 180 5 2 0011121267 Loan Paid in Full 0 9~~.~~750%~~00 ~~180~~Feb-05 ~~5 2 0011122675 Loan Paid in Full~~ 0 10.~~875~~000% ~~180~~Current 6Principal 2Balance ~~0011123090 Loan Paid in Full 0 10~~194,948.~~990%~~05 ~~180~~Mar-05 ~~5 2 0011126139 Loan Paid in Full~~ 0 10.~~750~~000% ~~180~~Apr-05 ~~5 2 0011126455 Loan Paid in Full 1 10.875% 180 5 2 0011126675 Loan Paid in Full~~ 0 10.~~750~~000% ~~180~~Current 5Bankruptcy 2Total ~~0011126781~~May-05 ~~Loan Paid in Full~~ 0 10.~~250~~000% ~~180~~Loans ~~5 2 0011126964 Loan Paid~~ in ~~Full~~Bankruptcy 011 ~~9.990%~~Jun-05 ~~180 5 2 0011131711 Loan Paid in Full~~ 0 7.~~125~~000% ~~360~~Original 5Principal 2Balance ~~0011132854 Loan Paid in Full 0 9~~570,080.~~990%~~00 ~~180~~Jul-05 ~~5 2 0011134966 Loan Paid in Full 1 6.750% 360 5 3 0011047615 Loan Paid in Full~~ 0 7.~~500~~000% ~~360~~Current 9Principal 3Balance ~~0011070742 Loan Paid in Full 3 6~~567,777.~~875%~~57 ~~360~~Aug-05 ~~8 3 0011070895 Loan Paid in Full 3 6.990% 360 8 3 0011074862 Loan Paid in Full~~ 0 7.~~900~~000% ~~360~~Sep-05 ~~7 3 0011074903 Loan Paid in Full~~ 0 7.~~180~~000% ~~360~~Oct-05 ~~7 3 0011077935 Loan Paid in Full~~ 0 6.~~650~~050% ~~360~~Nov-05 ~~5 3 0011080662 Loan Paid in Full~~ 0 6.~~875~~478% ~~360~~Dec-05 ~~6 3 0011088456 Loan Paid in Full~~ 0 6.~~275~~750% ~~360~~*The 5text 3reported ~~0011089754 Loan Paid~~ in ~~Full~~the 0above ~~7.575%~~table ~~360~~is 6presented 3graphically ~~0011090779~~on ~~Loan~~the ~~Paid~~monthly inbond ~~Full~~remittance ~~0 6~~report.~~200%~~ ~~360~~The 5monthly 3bond ~~0011094563~~remittance ~~Loan~~report ~~Paid~~can inbe ~~Full~~viewed 0online ~~6.875%~~at ~~360 7 3 0011096058 Loan Paid in Full 0 5~~www.~~990% 360 6 3 0011099424 Loan Paid in Full 0 6~~ctslink.~~990% 360 5 3 0011102753 Loan Paid in Full 0 5~~com.~~750%~~ ~~360 6~~ 3 ~~0011102994~~12 ~~Loan~~Month ~~Paid~~Bankruptcy inHistory* ~~Full~~New 0Bankruptcy ~~6.525%~~Loans ~~360~~Month 5Bankruptcy 3Percentage ~~0011103448~~Loans ~~Loan Paid~~ in ~~Full~~Bankruptcy 32 ~~8.000%~~Jan-05 ~~360 5 3 0011103748 Loan Paid in Full~~ 0 6.~~500~~000% ~~360~~Original 6Principal 3Balance ~~0011103768 Loan Paid in Full 0 5.~~661,750~~% 360 6 3 0011104563 Loan Paid in Full 0 5~~.~~625%~~00 ~~360~~Feb-05 ~~6 3 0011105963 Loan Paid in Full~~ 0 6.~~990~~000% ~~360~~Current 6Principal 3Balance ~~0011108131 Loan Paid in Full 0 6~~659,935.~~990%~~19 ~~360~~Mar-05 ~~6 3 0011109156 Loan Paid in Full~~ 0 7.~~978~~000% ~~360~~Apr-05 ~~6 3 0011109630 Loan Paid in Full~~ 0 6.~~500~~000% ~~360~~Current 6Bankruptcy 3Total ~~0011109656~~May-05 ~~Loan Paid in Full 1 7.275% 360 6 3 0011111150 Loan Paid in Full~~ 0 6.~~375~~000% ~~360~~Loans ~~5 3 0011111605 Loan Paid~~ in ~~Full~~Bankruptcy 0 6.990% 360 5 3 0011112741 Loan Paid in Full 0 6.250% 360 6 3 0011114139 Loan Paid in Full 1 6.900% 360 5 3 0011114588 Loan Paid in Full 0 7.375% 360 5 3 0011115164 Loan Paid in Full 0 8.450% 360 6 3 0011116369 Loan Paid in Full 1 7.650% 360 4 3 0011116552 Loan Paid in Full 0 5.500% 360 5 3 0011118246 Loan Paid in Full 0 7.500% 360 5 3 0011119016 Loan Paid in Full 1 7.100% 360 5 3 0011119294 Loan Paid in Full 0 8.875% 360 6 3 0011119489 Loan Paid in Full 0 6.650% 360 6 3 0011119825 Loan Paid in Full 0 6.200% 360 5 3 0011121445 Loan Paid in Full 0 7.150% 360 5 3 0011121688 Loan Paid in Full 0 8.625% 360 6 3 0011122049 Loan Paid in Full 0 6.200% 360 5 3 0011122185 Loan Paid in Full 0 6.480% 360 5 3 0011124715 Loan Paid in Full 0 6.990% 360 5 3 0011125077 Loan Paid in Full 1 7.275% 360 5 3 0011125826 Loan Paid in Full 0 9~~.425%~~ ~~360~~Jun-05 ~~5 3 0011126053 Loan Paid in Full~~ 0 6.~~326~~000% ~~360~~Original 5Principal 3Balance ~~0011126553 Loan Paid in Full 0 6~~2,260,350.~~900%~~00 ~~360~~Jul-05 ~~5 3 0011126674 Loan Paid in Full~~ 0 6.~~990~~000% ~~360~~Current 5Principal 3Balance ~~0011126963 Loan Paid in Full 0 6~~2,253,327.~~250%~~26 ~~360~~Aug-05 ~~5 3 0011127309 Loan Paid in Full~~ 0 6.~~990~~000% ~~360~~Sep-05 ~~5 3 0011127970 Loan Paid in Full~~ 0 7.~~250~~014% ~~360~~Oct-05 ~~5 3 0011128312 Loan Paid in Full~~ 0 6.~~750~~043% ~~360~~Nov-05 ~~5 3 0011129248 Loan Paid in Full 1 6.500% 360 5 3 0011129769 Loan Paid in Full~~ 0 6.~~990~~288% ~~360~~Dec-05 ~~5 3 0011130489 Loan Paid in Full~~ 0 5.~~990~~423% ~~360~~*The 5text 3reported ~~0011130554 Loan Paid~~ in ~~Full~~the 0above ~~7.551%~~table ~~360~~is 5presented 3graphically ~~0011131303~~on ~~Loan~~the ~~Paid~~monthly inbond ~~Full~~remittance ~~0 6~~report.~~500%~~ ~~360~~The 5monthly 3bond ~~0011131514~~remittance ~~Loan~~report ~~Paid~~can inbe ~~Full~~viewed 0online ~~7.450%~~at ~~360 5 3 0011132826 Loan Paid in Full 0 8~~www.~~490% 360 5 3 0011132856 Loan Paid in Full 0 6~~ctslink.~~950% 360 5 3 0011135283 Loan Paid in Full 0 8~~com.~~650%~~ ~~360 5 3 0011138816 Loan Paid in Full 0 6.075% 360 5~~ 4 ~~0011070896~~12 ~~Loan~~Month ~~Paid~~Bankruptcy inHistory* ~~Full~~New 4Bankruptcy ~~9.990%~~Loans ~~180~~Month 8Bankruptcy 4Percentage ~~0011074863~~Loans ~~Loan Paid~~ in ~~Full~~Bankruptcy 01 ~~10.875%~~Jan-05 ~~180 7 4 0011089757 Loan Paid in Full~~ 0 9.~~990~~000% ~~180~~Original 6Principal 4Balance ~~0011090780 Loan Paid in Full 0 8~~112,000.~~250%~~00 ~~180~~Feb-05 ~~5 4 0011090871 Loan Paid in Full~~ 0 9.~~990~~000% ~~180~~Current 6Principal 4Balance ~~0011099421 Loan Paid in Full 0 10~~111,747.~~875%~~59 ~~180~~Mar-05 ~~5 4 0011102995 Loan Paid in Full~~ 0 9.~~750~~000% ~~180~~Apr-05 ~~5 4 0011103458 Loan Paid in Full 2 10.875% 180 5 4 0011103750 Loan Paid in Full~~ 0 9.~~750~~000% ~~180~~Current 6Bankruptcy 4Total ~~0011103769~~May-05 ~~Loan Paid in Full~~ 0 10.~~250~~000% ~~180~~Loans ~~6 4 0011104903 Loan Paid~~ in ~~Full~~Bankruptcy ~~0 9.500% 180~~ 5 4Jun-05 ~~0011105964 Loan Paid in Full~~ 0 10.~~990~~000% ~~180~~Original 6Principal 4Balance ~~0011107571 Loan Paid in Full 0 10~~412,600.~~750%~~00 ~~180~~Jul-05 ~~6 4 0011109633 Loan Paid in Full~~ 0 10.~~875~~000% ~~180~~Current 6Principal 4Balance ~~0011114592 Loan Paid in Full 0 9~~411,752.~~990%~~08 ~~180~~Aug-05 ~~5 4 0011116554 Loan Paid in Full~~ 0 10.~~250~~000% ~~180~~Sep-05 ~~5 4 0011116792 Loan Paid in Full~~ 0 11.~~250~~049% ~~180~~Oct-05 ~~6 4 0011116924 Loan Paid in Full~~ 0 7.~~750~~051% ~~360~~Nov-05 ~~5 4 0011119018 Loan Paid in Full 2 11.740% 180 5 4 0011119288 Loan Paid in Full~~ 0 12.~~240~~273% ~~180~~Dec-05 ~~6 4 0011119490 Loan Paid in Full~~ 0 10.~~750~~387% ~~180~~*The 6text 4reported ~~0011119826 Loan Paid~~ in ~~Full~~the 0above ~~9.990%~~table ~~180~~is 5presented 4graphically ~~0011121202~~on ~~Loan~~the ~~Paid~~monthly inbond ~~Full~~remittance ~~1 6~~report.~~990%~~ ~~360~~The 5monthly 4bond ~~0011121446~~remittance ~~Loan~~report ~~Paid~~can inbe ~~Full~~viewed 2online ~~10.875%~~at ~~180 5 4 0011122556 Loan Paid in Full 0 11~~www.~~250% 180 5 4 0011124485 Loan Paid in Full 1 11~~ctslink.~~500% 180 5 4 0011124720 Loan Paid in Full 0 9~~com.990% 180 5 4 0011126555 Loan Paid in Full 0 10.990% 180 5 4 0011127312 Loan Paid in Full 0 10.500% 180 5 4 0011129249 Loan Paid in Full 1 10.990% 180 5 4 0011131516 Loan Paid in Full 0 11.500% 180 5 4 0011135287 Loan Paid in Full 0 11.990% 180 5 4 0011138817 Loan Paid in Full 0 9.000% 180 5

~~Summary~~Bankruptcy ~~SMM~~Detail ~~CPR~~- ~~PSA~~All ~~Current~~Mortgage ~~Month~~Loans ~~3.010%~~in ~~Current~~Bankruptcy ~~Month~~during ~~30.700%~~ Current ~~Month~~Period ~~2,811.607%~~Group 3Loan Month ~~Average~~Loan ~~2.607%~~First 3State ~~Month~~LTV ~~Average~~at ~~26.946%~~Original 3Number ~~Month~~Entered ~~Average~~Payment ~~3,010.763%~~Origination 12Principal ~~Month~~Bankruptcy ~~Average~~Date ~~0.000%~~Balance 121 ~~Month~~0011098713 ~~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~~Aug-~~2004~~2005 ~~N/A N/A Sep~~01-~~2004 N/A N/A Oct~~Feb-~~2004~~2005 ~~N/A~~DE ~~N/A~~72.00 ~~Oct-2004~~154,800.00 ~~N/A~~1 ~~N/A~~0011109140 Nov-~~2004~~2005 ~~N/A N/A Nov~~01-~~2004~~Mar-2005 ~~N/A~~FL ~~N/A~~77.11 ~~Dec-2004~~192,000.00 ~~N/A~~1 ~~N/A~~0011110795 Dec-~~2004 N/A N/A Jan-~~2005 ~~N/A N/A Jan~~01-~~2005 N/A N/A Feb~~Mar-2005 ~~N/A~~CA ~~N/A~~87.82 ~~Feb-2005~~333,701.00 ~~N/A~~1 ~~N/A~~0011129149 ~~Mar~~Nov-2005 ~~N/A N/A~~ 01-Mar-2005 ~~N/A~~TX ~~N/A~~80.00 ~~Apr-2005~~67,200.00 ~~N/A~~1 ~~N/A~~0011132289 ~~Apr~~Nov-2005 ~~N/A N/A May~~01-~~2005 N/A N/A May~~Mar-2005 ~~N/A~~KY ~~N/A Jun-2005 18~~80.~~481%~~00 ~~N/A Jun-2005 2~~70,~~671~~800.~~695%~~00 ~~N/A~~1 ~~Jul-2005~~0011132334 ~~31.658% N/A Jul~~Dec-2005 ~~3,548.987% N/A Aug~~01-~~2005 30.700% N/A Aug~~Mar-2005 ~~2,811.607%~~LA ~~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~~91,120.00 ~~The~~2 ~~monthly~~0011068984 ~~bond~~Dec-2005 ~~remittance~~01-Jan-2005 ~~report~~CT ~~can be viewed online at monthly bond remittance report can be viewed online at www~~80.~~ctslink.com.~~00 ~~www.ctslink.com. 1 SMM CPR PSA Current Month 2.743% Current Month 28.378% Current Month 2~~148,~~629~~800.~~891%~~00 ~~3 Month Average~~ 2~~.788%~~ 30011068987 Month Average 28.497% 3 Month Average 3,269.599% 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~~Jan-~~2004~~2005 ~~N/A~~CT ~~N/A~~20.00 ~~Oct-2004~~37,200.00 ~~N/A~~2 ~~N/A~~0011074860 Nov-~~2004~~2005 ~~N/A N/A Nov~~01-~~2004 N/A N/A~~ Dec-2004 ~~N/A~~CO ~~N/A~~20.00 ~~Dec-2004~~25,000.00 ~~N/A~~2 ~~N/A~~0011079960 ~~Jan~~Nov-2005 ~~N/A N/A~~ 01-Jan-2005 ~~N/A~~SC ~~N/A~~80.00 ~~Feb-2005~~132,800.00 ~~N/A~~2 ~~N/A~~0011079964 ~~Feb~~Nov-2005 ~~N/A N/A Mar~~01-~~2005 N/A N/A Mar~~Jan-2005 ~~N/A~~SC ~~N/A Apr-2005 N/A N/A Apr-2005 N/A N/A May-2005 N/A N/A May-2005 N/A N/A Jun-2005~~ 20.~~475%~~00 ~~N/A Jun-2005 3~~33,~~013~~200.~~131%~~00 ~~N/A~~2 ~~Jul-2005~~0011100533 ~~36.639% N/A Jul~~Dec-2005 ~~4,165.774% N/A Aug~~01-~~2005 28.378% N/A Aug~~Feb-2005 ~~2,629.891%~~MI N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. 2 SMM CPR PSA Current Month 1.862% Current Month 20.~~187%~~55 ~~Current Month 1,874.685% 3 Month Average 1.429% 3 Month Average~~ 15~~.624% 3 Month Average 1~~,~~707.776% 12 Month Average 0.~~000~~% 12 Month Average 0~~.~~000%~~00 122 ~~Month~~0011119729 ~~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~~2005 ~~N/A N/A Oct~~01-~~2004 N/A N/A Nov~~Mar-~~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~~NC ~~N/A~~20.00 ~~Jan-2005~~40,800.00 ~~N/A~~2 ~~N/A~~0011125205 ~~Feb~~Nov-2005 ~~N/A N/A Feb~~01-~~2005 N/A N/A~~ Mar-2005 ~~N/A~~MI ~~N/A~~90.00 ~~Mar-2005~~82,800.00 ~~N/A~~2 ~~N/A~~0011125849 ~~Apr~~Dec-2005 ~~N/A N/A Apr~~01-~~2005 N/A N/A May~~Mar-2005 ~~N/A~~OH ~~N/A~~9.66 ~~May-2005~~14,000.00 ~~N/A~~2 ~~N/A~~0011132290 ~~Jun~~Dec-2005 ~~6.182% N/A Jun~~01-~~2005 912.579% N/A Jul~~Mar-2005 KY 20.~~502%~~00 ~~N/A Jul-2005 2~~17,~~336~~700.~~066%~~00 ~~N/A~~2 ~~Aug~~0011132337 Nov-2005 ~~20.187% N/A Aug~~01-Mar-2005 ~~1,874.685%~~LA ~~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. 3 SMM CPR PSA Current Month 3.410% Current Month 34.058% Current Month 322,~~102~~780.~~912%~~00 3 ~~Month~~0011074867 Average 2.817% 3 Month Average 28.787% 3 Month Average 3,190.409% 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~~2005 ~~N/A N/A Nov~~01-~~2004 N/A N/A~~ Dec-2004 ~~N/A~~CO ~~N/A~~80.00 ~~Dec-2004~~100,000.00 ~~N/A~~3 ~~N/A~~0011084722 ~~Jan~~Nov-2005 ~~N/A N/A Jan~~01-~~2005 N/A N/A~~ Feb-2005 ~~N/A~~GA ~~N/A~~80.00 ~~Feb-2005~~150,400.00 ~~N/A~~3 ~~N/A~~0011092081 ~~Mar~~Dec-2005 ~~N/A N/A Mar~~01-~~2005 N/A N/A Apr~~Feb-2005 ~~N/A~~TX ~~N/A~~95.00 ~~Apr-2005~~213,750.00 ~~N/A~~3 ~~N/A~~0011105185 ~~May~~Nov-2005 ~~N/A N/A May~~01-~~2005 N/A N/A Jun~~Feb-2005 20CA 80.~~040%~~00 ~~N/A Jun-2005 2~~260,~~874~~000.~~018%~~00 ~~N/A Jul-2005 32.263% N/A Jul-2005~~ 3~~,594.296%~~ ~~N/A~~0011112075 ~~Aug~~Sep-2005 ~~34.058% N/A Aug~~01-Feb-2005 ~~3,102.912%~~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~~85.00 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 2.485% Current Month 26.064% Current Month 285,~~351~~000.~~818%~~00 3 ~~Month~~0011114288 ~~Average~~Dec-2005 ~~1.834%~~01-Feb-2005 3PA ~~Month Average 19~~80.~~739%~~00 ~~3 Month Average 2~~448,~~131~~000.~~190%~~00 123 ~~Month~~0011115135 ~~Average~~Nov-2005 ~~0.000%~~01-Mar-2005 12NJ ~~Month Average 0~~79.~~000%~~ 12 ~~Month Average 0.~~360,000~~% CPR: Current vs 12mo Average* PSA: Current vs 12mo Average* Month Current 12mo Avg~~.00 ~~Month~~3 ~~Current~~0011115557 ~~12mo Avg. Sep~~Nov-~~2004~~2005 ~~N/A N/A Sep~~01-~~2004~~Mar-2005 ~~N/A~~CA ~~N/A~~80.00 ~~Oct-2004~~480,000.00 ~~N/A~~3 ~~N/A~~0011119724 Oct-~~2004~~2005 ~~N/A N/A Nov~~01-~~2004 N/A N/A Nov~~Mar-~~2004~~2005 ~~N/A~~NC ~~N/A~~80.00 ~~Dec-2004~~163,200.00 ~~N/A~~4 ~~N/A~~0011084720 ~~Dec~~Nov-~~2004 N/A N/A Jan-~~2005 ~~N/A N/A Jan~~01-~~2005 N/A N/A~~ Feb-2005 ~~N/A~~GA ~~N/A~~20.00 ~~Feb-2005~~37,600.00 ~~N/A~~4 ~~N/A~~0011104853 ~~Mar~~Nov-2005 ~~N/A N/A~~ 01-Mar-2005 ~~N/A~~IL ~~N/A~~20.00 ~~Apr-2005~~85,000.00 ~~N/A~~4 ~~N/A~~0011115558 ~~Apr~~Nov-2005 ~~N/A N/A May~~01-~~2005 N/A N/A May~~Mar-2005 ~~N/A~~CA ~~N/A Jun-2005 12~~20.~~435%~~00 ~~N/A Jun-2005 1~~120,~~758~~000.~~829%~~00 ~~N/A~~4 ~~Jul-2005~~0011120640 ~~20.719% N/A Jul~~Dec-2005 ~~2,282.925% N/A Aug~~01-~~2005 26.064% N/A Aug~~Feb-2005 ~~2,351.818%~~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~~20.00 ~~The graphically on the monthly bond remittance report~~112,000.00 ~~The~~4 ~~monthly~~0011120675 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 Sep-2005 ~~Scheduled Principal) Conditional PrePayment Rate (CPR): 1~~ 01- ~~((1~~ Mar-2005 ~~SMM)^12)~~LA ~~PSA Standard Prepayment Model:~~ 100 * CPR / (0.200 * MIN(3058,~~WAS)) Weighted Average Seasoning (WAS): sum((Original Term - Remaining Term)*(Current Scheduled Balance/Deal Scheduled Principal Balance))~~000.00

Realized Loss Report - Collateral Summary MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs 12mo Average* SDA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~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~~0.000% N/A ~~Feb~~Jun-2005 ~~N/A~~0.000% 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 0.000% N/A ~~Jun~~Oct-2005 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~~0.000% N/A ~~Feb~~Jun-2005 ~~N/A~~0.000% 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 0.000% N/A ~~Jun~~Oct-2005 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. 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~~0.000% N/A ~~Feb~~Jun-2005 ~~N/A~~0.000% 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 0.000% N/A ~~Jun~~Oct-2005 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~~0.000% N/A ~~Feb~~Jun-2005 ~~N/A~~0.000% 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 0.000% N/A ~~Jun~~Oct-2005 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~~0.000% N/A ~~Feb~~Jun-2005 ~~N/A~~0.000% 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 0.000% N/A ~~Jun~~Oct-2005 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~~0.000% N/A ~~Feb~~Jun-2005 ~~N/A~~0.000% 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 0.000% N/A ~~Jun~~Oct-2005 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% 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~~0.000% N/A ~~Feb~~Jun-2005 ~~N/A~~0.000% 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 0.000% N/A ~~Jun~~Oct-2005 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~~0.000% N/A ~~Feb~~Jun-2005 ~~N/A~~0.000% 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 0.000% N/A ~~Jun~~Oct-2005 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. 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~~0.000% N/A ~~Feb~~Jun-2005 ~~N/A~~0.000% 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 0.000% N/A ~~Jun~~Oct-2005 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~~0.000% N/A ~~Feb~~Jun-2005 ~~N/A~~0.000% 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 0.000% N/A ~~Jun~~Oct-2005 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-WMC4