8-K 1 sac05wf2_10508.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): August 25, 2005 STRUCTURED ASSET SECURITIES CORPORATION Mortgage Pass-Through Certificates, Series 2005-WF2 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-120575-29 Pooling and Servicing Agreement) (Commission 54-2175621 (State or other File Number) 54-2175622 jurisdiction 54-2175623 of Incorporation) 54-2175624 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 August 25, 2005 a distribution was made to holders of STRUCTURED ASSET SECURITIES CORPORATION, Mortgage Pass-Through Certificates, Series 2005-WF2 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-WF2 Trust, relating to the August 25, 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. STRUCTURED ASSET SECURITIES CORPORATION Mortgage Pass-Through Certificates, Series 2005-WF2 Trust (Registrant) By: Wells Fargo Bank, N.A. as Securities Administrator By: /s/ Beth Belfield as Officer By: Beth Belfield as Officer Date: 8/29/2005 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2005-WF2 Trust, relating to the August 25, 2005 distribution. EX-99.1

Structured Asset Securities Corporation Mortgage Pass-Through Certificates Record Date: 67/3029/2005 Distribution Date: 78/25/2005 Structured Asset Securities Corporation Mortgage Pass-Through Certificates Series 2005-WF2 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 Certificate Beginning Class Pass-Through Certificate Interest Class CUSIP Description Rate Balance Distribution A1 86359DCY1 SEN 3.~~39438~~54000% ~~324~~306,~~938~~498,~~518~~927.9675 ~~857~~934,~~861~~310.5290 A2 86359DCZ8 SEN 3.~~51438~~66000% 160,172,000.00 ~~437~~504,~~815~~808.2175 A3 86359DDA2 SEN 3.~~61438~~76000% 62,936,000.00 ~~176~~203,~~924~~772.7078 M1 86359DDB0 MEZ 3.~~69438~~84000% 29,188,000.00 8396,~~868~~514.99 M2 86359DDC8 MEZ 3.~~73438~~88000% 18,117,000.00 5260,~~621~~530.1591 M3 86359DDD6 MEZ 3.~~76438~~91000% 11,071,000.00 3237,~~414~~275.2444 M4 86359DDE4 MEZ 34.~~91438~~06000% 9,394,000.00 2832,~~600~~842.2047 M5 86359DDF1 MEZ 34.~~94438~~09000% 9,729,000.00 2934,~~847~~265.1200 M6 86359DDG9 MEZ 34.~~97438~~12000% 7,381,000.00 2226,~~816~~186.0315 M7 86359DDH7 MEZ 4.~~41438~~56000% 6,710,000.00 2326,~~038~~347.1693 M8 86359DDJ3 MEZ 4.~~51438~~66000% 4,026,000.00 1416,~~136~~155.0344 M9 86359DDK0 MEZ 45.~~86438~~01000% 4,026,000.00 1517,~~232~~368.0084 B1 86359DDL8 SUB 5.~~81438~~96000% 4,697,000.00 2124,~~241~~106.2205 B2 86359DDM6 SUB 5.~~81438~~96000% 8,052,000.00 3641,~~413~~324.5265 X SAC5WF2X SEN 0.00000% 0.00 1,~~540~~239,~~118~~727.1807 P SAC5WF2P SEN 0.00000% 100.00 97149,~~874~~430.1866 R SAC5WF2R4 SEN 0.00000% 0.00 0.00 Totals ~~660~~641,~~437~~998,~~618~~027.9675 3,~~470~~444,~~822~~968.4503

Certificateholder Distribution Summary (continued) Current Ending Cumulative Principal Realized Certificate Total Realized Class Distribution Loss Balance Distribution Losses A1 1821,~~439~~560,~~591~~469.2161 0.00 ~~306~~284,~~498~~938,~~927~~458.7514 1922,~~297~~494,~~452~~780.7351 0.00 A2 0.00 0.00 160,172,000.00 ~~437~~504,~~815~~808.2175 0.00 A3 0.00 0.00 62,936,000.00 ~~176~~203,~~924~~772.7078 0.00 M1 0.00 0.00 29,188,000.00 8396,~~868~~514.99 0.00 M2 0.00 0.00 18,117,000.00 5260,~~621~~530.1591 0.00 M3 0.00 0.00 11,071,000.00 3237,~~414~~275.2444 0.00 M4 0.00 0.00 9,394,000.00 2832,~~600~~842.2047 0.00 M5 0.00 0.00 9,729,000.00 2934,~~847~~265.1200 0.00 M6 0.00 0.00 7,381,000.00 2226,~~816~~186.0315 0.00 M7 0.00 0.00 6,710,000.00 2326,~~038~~347.1693 0.00 M8 0.00 0.00 4,026,000.00 1416,~~136~~155.0344 0.00 M9 0.00 0.00 4,026,000.00 1517,~~232~~368.0084 0.00 B1 0.00 0.00 4,697,000.00 2124,~~241~~106.2205 0.00 B2 0.00 0.00 8,052,000.00 3641,~~413~~324.5265 0.00 X 0.00 0.00 0.00 1,~~540~~239,~~118~~727.1807 0.00 P 0.00 0.00 100.00 97149,~~874~~430.1866 0.00 R 0.00 0.00 0.00 0.00 0.00 Totals 1821,~~439~~560,~~591~~469.2161 0.00 ~~641~~620,~~998~~437,~~027~~558.7514 2125,~~910~~005,~~413~~437.6664 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 Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Realized Class Amount Balance Distribution Distribution Accretion Loss (1) A1 332,145,000.00 ~~324~~306,~~938~~498,~~518~~927.9675 0.00 1821,~~439~~560,~~591~~469.2161 0.00 0.00 A2 160,172,000.00 160,172,000.00 0.00 0.00 0.00 0.00 A3 62,936,000.00 62,936,000.00 0.00 0.00 0.00 0.00 M1 29,188,000.00 29,188,000.00 0.00 0.00 0.00 0.00 M2 18,117,000.00 18,117,000.00 0.00 0.00 0.00 0.00 M3 11,071,000.00 11,071,000.00 0.00 0.00 0.00 0.00 M4 9,394,000.00 9,394,000.00 0.00 0.00 0.00 0.00 M5 9,729,000.00 9,729,000.00 0.00 0.00 0.00 0.00 M6 7,381,000.00 7,381,000.00 0.00 0.00 0.00 0.00 M7 6,710,000.00 6,710,000.00 0.00 0.00 0.00 0.00 M8 4,026,000.00 4,026,000.00 0.00 0.00 0.00 0.00 M9 4,026,000.00 4,026,000.00 0.00 0.00 0.00 0.00 B1 4,697,000.00 4,697,000.00 0.00 0.00 0.00 0.00 B2 8,052,000.00 8,052,000.00 0.00 0.00 0.00 0.00 X 0.00 0.00 0.00 0.00 0.00 0.00 P 100.00 100.00 0.00 0.00 0.00 0.00 R 0.00 0.00 0.00 0.00 0.00 0.00 Totals 667,644,100.00 ~~660~~641,~~437~~998,~~618~~027.9675 0.00 1821,~~439~~560,~~591~~469.2161 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) Total Ending Ending Total Principal Certificate Certificate Principal Class Reduction Balance Percentage Distribution A1 1821,~~439~~560,~~591~~469.2161 ~~306~~284,~~498~~938,~~927~~458.7514 0.~~92278652~~85787369 1821,~~439~~560,~~591~~469.2161 A2 0.00 160,172,000.00 1.00000000 0.00 A3 0.00 62,936,000.00 1.00000000 0.00 M1 0.00 29,188,000.00 1.00000000 0.00 M2 0.00 18,117,000.00 1.00000000 0.00 M3 0.00 11,071,000.00 1.00000000 0.00 M4 0.00 9,394,000.00 1.00000000 0.00 M5 0.00 9,729,000.00 1.00000000 0.00 M6 0.00 7,381,000.00 1.00000000 0.00 M7 0.00 6,710,000.00 1.00000000 0.00 M8 0.00 4,026,000.00 1.00000000 0.00 M9 0.00 4,026,000.00 1.00000000 0.00 B1 0.00 4,697,000.00 1.00000000 0.00 B2 0.00 8,052,000.00 1.00000000 0.00 X 0.00 0.00 0.00000000 0.00 P 0.00 100.00 1.00000000 0.00 R 0.00 0.00 0.00000000 0.00 Totals 1821,~~439~~560,~~591~~469.2161 ~~641~~620,~~998~~437,~~027~~558.7514 0.~~96158721~~92929385 1821,~~439~~560,~~591~~469.2161

Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion A1 332,145,000.00 ~~978~~922.~~30320782~~78651718 0.00000000 5564.~~51669063~~91282304 0.00000000 A2 160,172,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A3 62,936,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M1 29,188,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M2 18,117,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M3 11,071,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M4 9,394,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M5 9,729,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M6 7,381,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M7 6,710,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M8 4,026,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M9 4,026,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B1 4,697,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B2 8,052,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 P 100.00 1000.00000000 0.00000000 0.00000000 0.00000000 R 0.00 0.00000000 0.00000000 0.00000000 0.00000000 (2) All Classes are Per 1,000 Denomination

Principal Distribution Factors Statement (continued) Total Ending Ending Total Realized Principal Certificate Certificate Principal Class Loss (3) Reduction Balance Percentage Distribution A1 0.00000000 5564.~~51669063~~91282304 ~~922~~857.~~78651718~~87369414 0.~~92278652~~85787369 5564.~~51669063~~91282304 A2 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 A3 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M1 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M2 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M3 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M4 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M5 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M6 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M7 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M8 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M9 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 B1 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 B2 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 P 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 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.

Interest Distribution Statement Beginning Payment of Original Current Certificate/ Current Unpaid Current Face Certificate Notional Accrued Interest Interest Class Amount Rate Balance Interest Shortfall Shortfall A1 332,145,000.00 3.~~39438~~54000% ~~324~~306,~~938~~498,~~518~~927.9675 ~~857~~934,~~861~~310.5290 0.00 0.00 A2 160,172,000.00 3.~~51438~~66000% 160,172,000.00 ~~437~~504,~~815~~808.2175 0.00 0.00 A3 62,936,000.00 3.~~61438~~76000% 62,936,000.00 ~~176~~203,~~924~~772.7078 0.00 0.00 M1 29,188,000.00 3.~~69438~~84000% 29,188,000.00 8396,~~868~~514.99 0.00 0.00 M2 18,117,000.00 3.~~73438~~88000% 18,117,000.00 5260,~~621~~530.1591 0.00 0.00 M3 11,071,000.00 3.~~76438~~91000% 11,071,000.00 3237,~~414~~275.2444 0.00 0.00 M4 9,394,000.00 34.~~91438~~06000% 9,394,000.00 2832,~~600~~842.2047 0.00 0.00 M5 9,729,000.00 34.~~94438~~09000% 9,729,000.00 2934,~~847~~265.1200 0.00 0.00 M6 7,381,000.00 34.~~97438~~12000% 7,381,000.00 2226,~~816~~186.0315 0.00 0.00 M7 6,710,000.00 4.~~41438~~56000% 6,710,000.00 2326,~~038~~347.1693 0.00 0.00 M8 4,026,000.00 4.~~51438~~66000% 4,026,000.00 1416,~~136~~155.0344 0.00 0.00 M9 4,026,000.00 45.~~86438~~01000% 4,026,000.00 1517,~~232~~368.0084 0.00 0.00 B1 4,697,000.00 5.~~81438~~96000% 4,697,000.00 2124,~~241~~106.2205 0.00 0.00 B2 8,052,000.00 5.~~81438~~96000% 8,052,000.00 3641,~~413~~324.5265 0.00 0.00 X 0.00 0.00000% ~~663~~645,~~792~~353,~~696~~105.7756 0.00 0.00 0.00 P 100.00 0.00000% 100.00 0.00 0.00 0.00 R 0.00 0.00000% 0.00 0.00 0.00 0.00 Totals 667,644,100.00 12,~~832~~055,~~830~~810.0930 0.00 0.00

Interest Distribution Statement (continued) Remaining Ending Non-Supported Total Unpaid Certificate/ Interest Realized Interest Interest Notional Class Shortfall Losses (4) Distribution Shortfall Balance A1 0.00 0.00 ~~857~~934,~~861~~310.5290 0.00 ~~306~~284,~~498~~938,~~927~~458.7514 A2 0.00 0.00 ~~437~~504,~~815~~808.2175 0.00 160,172,000.00 A3 0.00 0.00 ~~176~~203,~~924~~772.7078 0.00 62,936,000.00 M1 0.00 0.00 8396,~~868~~514.99 0.00 29,188,000.00 M2 0.00 0.00 5260,~~621~~530.1591 0.00 18,117,000.00 M3 0.00 0.00 3237,~~414~~275.2444 0.00 11,071,000.00 M4 0.00 0.00 2832,~~600~~842.2047 0.00 9,394,000.00 M5 0.00 0.00 2934,~~847~~265.1200 0.00 9,729,000.00 M6 0.00 0.00 2226,~~816~~186.0315 0.00 7,381,000.00 M7 0.00 0.00 2326,~~038~~347.1693 0.00 6,710,000.00 M8 0.00 0.00 1416,~~136~~155.0344 0.00 4,026,000.00 M9 0.00 0.00 1517,~~232~~368.0084 0.00 4,026,000.00 B1 0.00 0.00 2124,~~241~~106.2205 0.00 4,697,000.00 B2 0.00 0.00 3641,~~413~~324.5265 0.00 8,052,000.00 X 0.00 0.00 1,~~540~~239,~~118~~727.1807 0.00 ~~645~~623,~~353~~792,~~105~~635.5695 P 0.00 0.00 97149,~~874~~430.1866 0.00 100.00 R 0.00 0.00 0.00 0.00 0.00 Totals 0.00 0.00 3,~~470~~444,~~822~~968.4503 0.00 (4) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.

Interest Distribution Factors Statement Beginning Payment of Original Current Certificate/ Current Unpaid Current Face Certificate Notional Accrued Interest Interest Class (5) Amount Rate Balance Interest Shortfall Shortfall A1 332,145,000.00 3.~~39438~~54000% ~~978~~922.~~30320782~~78651718 2.~~58279221~~81296091 0.00000000 0.00000000 A2 160,172,000.00 3.~~51438~~66000% 1000.00000000 23.~~73340665~~15166665 0.00000000 0.00000000 A3 62,936,000.00 3.~~61438~~76000% 1000.00000000 23.~~81118438~~23777774 0.00000000 0.00000000 M1 29,188,000.00 3.~~69438~~84000% 1000.00000000 23.~~87340654~~30666678 0.00000000 0.00000000 M2 18,117,000.00 3.~~73438~~88000% 1000.00000000 23.~~90451786~~34111111 0.00000000 0.00000000 M3 11,071,000.00 3.~~76438~~91000% 1000.00000000 23.~~92785114~~36694427 0.00000000 0.00000000 M4 9,394,000.00 34.~~91438~~06000% 1000.00000000 3.~~04451778~~49611135 0.00000000 0.00000000 M5 9,729,000.00 34.~~94438~~09000% 1000.00000000 3.~~06785076~~52194470 0.00000000 0.00000000 M6 7,381,000.00 34.~~97438~~12000% 1000.00000000 3.~~09118412~~54777808 0.00000000 0.00000000 M7 6,710,000.00 4.~~41438~~56000% 1000.00000000 3.~~43340686~~92666617 0.00000000 0.00000000 M8 4,026,000.00 4.~~51438~~66000% 1000.00000000 34.~~51118480~~01277695 0.00000000 0.00000000 M9 4,026,000.00 45.~~86438~~01000% 1000.00000000 34.~~78340785~~31416791 0.00000000 0.00000000 B1 4,697,000.00 5.~~81438~~96000% 1000.00000000 45.~~52229508~~13222270 0.00000000 0.00000000 B2 8,052,000.00 5.~~81438~~96000% 1000.00000000 45.~~52229508~~13222181 0.00000000 0.00000000 X 0.00 0.00000% ~~989~~961.~~26007471~~77927917 0.00000000 0.00000000 0.00000000 P 100.00 0.00000% 1000.00000000 0.00000000 0.00000000 0.00000000 R 0.00 0.00000% 0.00000000 0.00000000 0.00000000 0.00000000 (5) All Classes are Per 1,000 Denomination

Interest Distribution Factors Statement (continued) Remaining Ending Non-Supported Total Unpaid Certificate/ Interest Realized Interest Interest Notional Class Shortfall Losses (6) Distribution Shortfall Balance A1 0.00000000 0.00000000 2.~~58279221~~81296091 0.00000000 ~~922~~857.~~78651718~~87369414 A2 0.00000000 0.00000000 23.~~73340665~~15166665 0.00000000 1000.00000000 A3 0.00000000 0.00000000 23.~~81118438~~23777774 0.00000000 1000.00000000 M1 0.00000000 0.00000000 23.~~87340654~~30666678 0.00000000 1000.00000000 M2 0.00000000 0.00000000 23.~~90451786~~34111111 0.00000000 1000.00000000 M3 0.00000000 0.00000000 23.~~92785114~~36694427 0.00000000 1000.00000000 M4 0.00000000 0.00000000 3.~~04451778~~49611135 0.00000000 1000.00000000 M5 0.00000000 0.00000000 3.~~06785076~~52194470 0.00000000 1000.00000000 M6 0.00000000 0.00000000 3.~~09118412~~54777808 0.00000000 1000.00000000 M7 0.00000000 0.00000000 3.~~43340686~~92666617 0.00000000 1000.00000000 M8 0.00000000 0.00000000 34.~~51118480~~01277695 0.00000000 1000.00000000 M9 0.00000000 0.00000000 34.~~78340785~~31416791 0.00000000 1000.00000000 B1 0.00000000 0.00000000 45.~~52229508~~13222270 0.00000000 1000.00000000 B2 0.00000000 0.00000000 45.~~52229508~~13222181 0.00000000 1000.00000000 X 0.00000000 0.00000000 21.~~29526090~~84758359 0.00000000 ~~961~~929.~~77927917~~64739239 P 0.00000000 0.00000000 ~~978741~~1494306.~~80000000~~60000000 0.00000000 1000.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 (6) Amount Does Not Include Excess Special Hazard, Bankruptcy,or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.

CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 2225,~~188~~276,~~930~~217.0105 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 0.00 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 2225,~~188~~276,~~930~~217.0105 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee ~~278~~270,~~516~~779.3541 Payment of Interest and Principal 2125,~~910~~005,~~413~~437.6664 Total Withdrawals (Pool Distribution Amount) 2225,~~188~~276,~~930~~217.0105 Ending Balance 0.00

SERVICING FEES Gross Servicing Fee ~~276~~268,~~580~~897.2913 Wells Fargo Bank, N.A. 1,~~936~~882.0628 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee ~~278~~270,~~516~~779.3541

OTHER ACCOUNTS Beginning Current Current Ending Account Type Balance Withdrawals Deposits Balance Basis Risk Reserve Fund 1,000.00 0327.0011 0327.0011 1,000.00 Supplemental Interest Trust 1,000.00 1,~~540~~239,~~118~~727.1807 1,~~540~~239,~~118~~727.1807 1,000.00 Prepayment Premiums 0.00 97149,~~874~~430.1866 97149,~~874~~430.1866 0.00

LOAN STATUS STRATIFICATION/CREDIT ENHANCEMENT STATEMENT DELINQUENT BANKRUPTCY FORECLOSURE REO Total 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 38 0 0 38 ~~269~~674,~~047~~731.1184 0.00 0.00 ~~269~~674,~~047~~731.1184 30 Days 2533 10 0 0 2633 34,~~696~~874,~~554~~739.3941 ~~139,411~~0.1200 0.00 0.00 34,~~835~~874,~~965~~739.5141 60 Days 121 0 01 0 122 149,~~329,229~~678.5766 0.00 0122,921.0057 0.00 1172,~~329,229~~600.5723 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 3734 48 01 0 4143 54,~~025~~924,~~783~~418.9607 ~~408~~674,~~458~~731.2384 0122,921.0057 0.00 5,~~434~~722,~~242~~071.1948 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.~~072904~~200652% 0.000000% 0.000000% 0.~~072904~~200652% 0.~~041654~~108068% 0.000000% 0.000000% 0.~~041654~~108068% 30 Days 0.~~607533~~827690% 0.~~024301~~000000% 0.000000% 0.000000% 0.~~631835~~827690% 0.~~572297~~780762% 0.~~021584~~000000% 0.000000% 0.000000% 0.~~593881~~780762% 60 Days 0.~~291616~~025082% 0.000000% 0.~~000000~~025082% 0.000000% 0.~~291616~~050163% 0.~~205790~~007957% 0.000000% 0.~~000000~~019688% 0.000000% 0.~~205790~~027644% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.~~899149~~852772% 0.~~097205~~200652% 0.~~000000~~025082% 0.000000% 01.~~996355~~078505% 0.~~778087~~788719% 0.~~063237~~108068% 0.~~000000~~019688% 0.000000% 0.~~841324~~916475%

Delinquency Status By Groups

DELINQUENT BANKRUPTCY FORECLOSURE REO Total 1 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 12 0 0 12 27103,~~084~~752.2822 0.00 0.00 27103,~~084~~752.2822 30 Days 24 0 0 0 24 ~~202~~226,~~527~~439.6721 0.00 0.00 0.00 ~~202~~226,~~527~~439.6721 60 Days 20 0 0 0 20 ~~65,054~~0.4300 0.00 0.00 0.00 ~~65,054~~0.4300 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 4 12 0 0 56 ~~267~~226,~~582~~439.1021 27103,~~084~~752.2822 0.00 0.00 ~~294~~330,~~666~~191.3843 0-29 Days 0.~~123609~~251889% 0.000000% 0.000000% 0.~~123609~~251889% 0.~~023687~~092115% 0.000000% 0.000000% 0.~~023687~~092115% 30 Days 0.~~247219~~503778% 0.000000% 0.000000% 0.000000% 0.~~247219~~503778% 0.~~177124~~201042% 0.000000% 0.000000% 0.000000% 0.~~177124~~201042% 60 Days 0.~~247219~~000000% 0.000000% 0.000000% 0.000000% 0.~~247219~~000000% 0.~~056894~~000000% 0.000000% 0.000000% 0.000000% 0.~~056894~~000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.~~494438~~503778% 0.~~123609~~251889% 0.000000% 0.000000% 0.~~618047~~755668% 0.~~234018~~201042% 0.~~023687~~092115% 0.000000% 0.000000% 0.~~257705~~293157% 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 26 0 0 26 ~~241~~570,~~962~~979.8362 0.00 0.00 ~~241~~570,~~962~~979.8362 30 Days 2329 10 0 0 2429 34,~~494~~648,~~026~~300.7220 ~~139,411~~0.1200 0.00 0.00 34,~~633~~648,~~437~~300.8420 60 Days 101 0 01 0 102 149,~~264,175~~678.1466 0.00 0122,921.0057 0.00 1172,~~264,175~~600.1423 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 3330 36 01 0 3637 4,~~758~~697,~~201~~978.86 ~~381~~570,~~373~~979.9562 0122,921.0057 0.00 5,~~139~~391,~~575~~880.8105 0-29 Days 0.~~060496~~187911% 0.000000% 0.000000% 0.~~060496~~187911% 0.~~045518~~111580% 0.000000% 0.000000% 0.~~045518~~111580% 30 Days 0.~~695705~~908237% 0.~~030248~~000000% 0.000000% 0.000000% 0.~~725953~~908237% 0.~~657300~~908361% 0.~~026226~~000000% 0.000000% 0.000000% 0.~~683526~~908361% 60 Days 0.~~302480~~031319% 0.000000% 0.~~000000~~031319% 0.000000% 0.~~302480~~062637% 0.~~237818~~009708% 0.000000% 0.~~000000~~024021% 0.000000% 0.~~237818~~033729% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.~~998185~~939555% 0.~~090744~~187911% 0.~~000000~~031319% 0.000000% 1.~~088929~~158785% 0.~~895118~~918069% 0.~~071744~~111580% 0.~~000000~~024021% 0.000000% 01.~~966862~~053670%

REO Detail - All Mortgage Loans in REO during Current Period

Summary 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 ~~Aug~~Sep-04 0.000% Original Principal Balance 0.00 ~~Sep~~Oct-04 0.000% Current Principal Balance 0.00 ~~Oct~~Nov-04 0.000% ~~Nov~~Dec-04 0.000% Current REO Total ~~Dec~~Jan-0405 0.000% Loans in REO 0 ~~Jan~~Feb-05 0.000% Original Principal Balance 0.00 ~~Feb~~Mar-05 0.000% Current Principal Balance 0.00 ~~Mar~~Apr-05 0.000% ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-05 0.000% ~~Jul~~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 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 ~~Aug~~Sep-04 0.000% Original Principal Balance 0.00 ~~Sep~~Oct-04 0.000% Current Principal Balance 0.00 ~~Oct~~Nov-04 0.000% ~~Nov~~Dec-04 0.000% Current REO Total ~~Dec~~Jan-0405 0.000% Loans in REO 0 ~~Jan~~Feb-05 0.000% Original Principal Balance 0.00 ~~Feb~~Mar-05 0.000% Current Principal Balance 0.00 ~~Mar~~Apr-05 0.000% ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-05 0.000% ~~Jul~~Aug-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 2 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 ~~Aug~~Sep-04 0.000% Original Principal Balance 0.00 ~~Sep~~Oct-04 0.000% Current Principal Balance 0.00 ~~Oct~~Nov-04 0.000% ~~Nov~~Dec-04 0.000% Current REO Total ~~Dec~~Jan-0405 0.000% Loans in REO 0 ~~Jan~~Feb-05 0.000% Original Principal Balance 0.00 ~~Feb~~Mar-05 0.000% Current Principal Balance 0.00 ~~Mar~~Apr-05 0.000% ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-05 0.000% ~~Jul~~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.

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

Summary 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 01 ~~Aug~~Sep-04 0.000% Original Principal Balance 0123,000.00 ~~Sep~~Oct-04 0.000% Current Principal Balance 0122,921.0057 ~~Oct~~Nov-04 0.000% ~~Nov~~Dec-04 0.000% Current Foreclosure Total ~~Dec~~Jan-0405 0.000% Loans in Foreclosure 01 ~~Jan~~Feb-05 0.000% Original Principal Balance 0123,000.00 ~~Feb~~Mar-05 0.000% Current Principal Balance 0122,921.0057 ~~Mar~~Apr-05 0.000% ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-05 0.000% ~~Jul~~Aug-05 0.~~000~~020% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 1 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 ~~Aug~~Sep-04 0.000% Original Principal Balance 0.00 ~~Sep~~Oct-04 0.000% Current Principal Balance 0.00 ~~Oct~~Nov-04 0.000% ~~Nov~~Dec-04 0.000% Current Foreclosure Total ~~Dec~~Jan-0405 0.000% Loans in Foreclosure 0 ~~Jan~~Feb-05 0.000% Original Principal Balance 0.00 ~~Feb~~Mar-05 0.000% Current Principal Balance 0.00 ~~Mar~~Apr-05 0.000% ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-05 0.000% ~~Jul~~Aug-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 2 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 01 ~~Aug~~Sep-04 0.000% Original Principal Balance 0123,000.00 ~~Sep~~Oct-04 0.000% Current Principal Balance 0122,921.0057 ~~Oct~~Nov-04 0.000% ~~Nov~~Dec-04 0.000% Current Foreclosure Total ~~Dec~~Jan-0405 0.000% Loans in Foreclosure 01 ~~Jan~~Feb-05 0.000% Original Principal Balance 0123,000.00 ~~Feb~~Mar-05 0.000% Current Principal Balance 0122,921.0057 ~~Mar~~Apr-05 0.000% ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-05 0.000% ~~Jul~~Aug-05 0.~~000~~024% *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.

Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period Month Loan First Original Loan Entered Payment LTV at Principal Group Number FC Date State Origination Balance No2 ~~Foreclosure~~0115627242 ~~loans~~Aug-2005 ~~this~~01-Apr-2005 ~~period~~MD 75.00 123,000.00

Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period (continued) Current Paid Current Approximate Loan Principal To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest No2 ~~Foreclosure~~0115627242 ~~loans~~122,921.57 ~~this~~01-Apr-2005 ~~period~~2 8.250% 3,171.60

COLLATERAL STATEMENT Collateral Description Mixed Fixed & Arm Weighted Average Gross Coupon 6.~~660808~~661515% Weighted Average Net Coupon 6.~~160808~~161515% Weighted Average Pass-Through Rate 6.~~157308~~158015% Weighted Average Maturity(Stepdown Calculation) ~~350~~349 Beginning Scheduled Collateral Loan Count 4,~~205~~115 Number Of Loans Paid In Full 90128 Ending Scheduled Collateral Loan Count 43,~~115~~987 Beginning Scheduled Collateral Balance ~~663~~645,~~792~~353,~~696~~105.7756 Ending Scheduled Collateral Balance ~~645~~623,~~353~~792,~~105~~635.5695 Ending Actual Collateral Balance at 3029-~~Jun~~Jul-2005 ~~645~~624,~~915~~356,~~197~~708.2799 Monthly P&I Constant 4,~~321~~205,~~030~~892.9785 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Scheduled Principal ~~636~~623,~~534~~368.2821 Unscheduled Principal 1720,~~803~~937,~~056~~101.9340

Miscellaneous Reporting Swap Payment Out 3316,~~032~~207.3194 LIBOR 3.~~31438~~460000% Swap Payment IN 0.00 Overcollateralization Amount 3,355,177.81 Overcollateralization Deficiency Amount 0.00 Overcollateralization Surplus Amount 0.00 Specified Overcollateralization Amount 3,355,177.81

Group Level Collateral Statement Group 1 2 Total Collateral Description Fixed 15/30 & ARM Fixed 15/30 & ARM Mixed Fixed & Arm Weighted Average Coupon Rate 6.~~802579~~799627 6.~~630730~~631811 6.~~660808~~661515 Weighted Average Net Rate 6.~~302579~~299627 6.~~130730~~131811 6.~~160808~~161515 Weighted Average Maturity ~~350~~349 ~~350~~349 ~~350~~349 Beginning Loan Count ~~819~~809 3,~~386~~306 4,~~205~~115 Loans Paid In Full 1015 80113 90128 Ending Loan Count ~~809~~794 3,~~306~~193 43,~~115~~987 Beginning Scheduled Balance ~~116~~114,~~183~~230,~~984~~588.8751 ~~547~~531,~~608~~122,~~711~~517.9005 ~~663~~645,~~792~~353,~~696~~105.7756 Ending Scheduled Balance ~~114~~112,~~230~~517,~~588~~116.5136 ~~531~~511,~~122~~275,~~517~~519.0559 ~~645~~623,~~353~~792,~~105~~635.5695 Record Date 0607/3029/2005 0607/3029/2005 0607/3029/2005 Principal And Interest Constant ~~790~~777,~~083~~702.7786 3,~~530~~428,~~947~~189.2099 4,~~321~~205,~~030~~892.9785 Scheduled Principal ~~131~~130,~~458~~431.1673 ~~505~~492,~~076~~936.1248 ~~636~~623,~~534~~368.2821 Unscheduled Principal 1,~~821~~583,~~938~~040.2042 1519,~~981~~354,~~118~~060.7398 1720,~~803~~937,~~056~~101.9340 Scheduled Interest ~~658~~647,~~625~~271.6113 32,~~025~~935,~~871~~253.0851 3,~~684~~582,~~496~~524.6964 Servicing Fees 4847,~~409~~596.9908 ~~228~~221,~~170~~301.3005 ~~276~~268,~~580~~897.2913 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 0.00 0.00 0.00 FRY Amount 0.00 0.00 0.00 Special Hazard Fee 0.00 0.00 0.00 Other Fee ~~338~~333.8717 1,~~597~~549.1911 1,~~936~~882.0628 Pool Insurance Fee 0.00 0.00 0.00 Spread 1 0.00 0.00 0.00 Spread 2 0.00 0.00 0.00 Spread 3 0.00 0.00 0.00 Net Interest ~~609~~599,~~876~~341.7588 2,~~796~~712,~~103~~403.5935 3,~~405~~311,~~980~~745.3423 Realized Loss Amount 0.00 0.00 0.00 Cumulative Realized Loss 0.00 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 0.0000 Prepayment Penalties 0.00 0.00 0.00 Special Servicing Fee 0.00 0.00 0.00 Pass-Through Rate 6.~~299079~~296127 6.~~127230~~128311 6.~~157308~~158015

Prepayment Detail - Prepayments during Current Period Summary Loans Paid In Full Repurchased Loans Original Current Original Current Principal Principal Principal Principal Group Count Balance Balance Count Balance Balance 1 1015 1,~~819~~568,~~500~~371.00 1,~~811~~558,~~751~~140.7937 0 0.00 0.00 2 80113 1619,~~059~~448,~~517~~939.00 1519,~~968~~346,~~352~~847.6103 0 0.00 0.00 Total 90128 1721,~~879,~~017,310.00 1720,~~780~~904,~~104~~987.40 0 0.00 0.00

Prepayment Detail - Prepayments during Current Period (continued) Summary Substitution Loans Liquidated Loans Curtailments Original Current Original Current Principal Principal Principal Principal Curtailment Group Count Balance Balance Count Balance Balance Amount 1 0 0.00 0.00 0 0.00 0.00 1226,~~000~~744.7565 2 0 0.00 0.00 0 0.00 0.00 2724,~~694~~179.3522 Total 0 0.00 0.00 0 0.00 0.00 3950,~~695~~923.1087

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount 1 ~~0115607251~~0115605701 OHCA 3874.6780 01-Dec-2004 29187,000.00 28185,~~195~~481.6583 1 ~~0115609174~~0115610115 DCSC 7541.0038 01-Dec-2004 ~~210~~36,000.00 ~~208~~35,~~693~~885.7693 1 ~~0115621146~~0115612145 NJAZ 8885.2400 01-~~Mar~~Jan-2005 ~~195~~78,625.00 78,059.17 1 0115614042 NH 78.70 01-Dec-2004 85,000.00 ~~194~~83,~~183~~604.4741 1 ~~0115623647~~0115615379 NJMI 8084.91 01-Feb-2005 90,000.00 89,589.90 1 0115616872 MD 83.33 01-~~Nov~~Mar-~~2004~~2005 ~~260~~290,000.00 ~~258~~288,~~219~~927.3007 1 ~~0115629776~~0115619868 NVPA 5679.20 01-Mar-2005 19,800.00 19,454.61 1 0115622755 DC 52.61 01-Apr-2005 ~~195~~121,000.00 ~~194~~120,~~151~~459.1526 1 ~~0115632655~~0115622904 MINJ 9070.00 01-~~Apr~~Mar-2005 ~~238~~157,500.00 ~~237~~156,~~630~~674.5175 1 ~~0115634396~~0115623126 CATN 7560.0078 01-~~Apr~~Mar-2005 ~~136~~31,~~500~~000.00 ~~136~~30,~~025~~515.9145 1 ~~0115638918~~0115626822 MITN 8580.00 01-~~Apr~~Feb-2005 ~~280~~80,~~500~~000.00 ~~279~~79,~~618~~649.4291 1 ~~0115640567~~0115628950 SCLA 7368.87 01-Mar-2005 33,746.00 33,157.91 1 0115634768 MA 69.39 01-~~Apr~~Mar-2005 85170,000.00 83166,~~911~~989.77 1 0115636698 TN 85.00 01-Mar-2005 57,800.00 57,604.93 1 ~~0115647216~~0115638348 NJPA 7185.7000 01-~~Apr~~Mar-2005 ~~190~~130,~~000~~900.00 ~~189~~130,~~307~~240.3587 2 ~~0115605628~~0115605529 IANJ 9080.00 01-Sep-2004 147,200.00 146,292.26 2 0115605578 TN 69.49 01-Oct-2004 ~~161~~54,~~910~~200.00 ~~160~~53,~~733~~646.5007 2 ~~0115605636~~0115605693 NJWI 80100.00 01-~~Dec~~Sep-2004 ~~192~~173,000.00 ~~190~~171,~~467~~386.4143 2 ~~0115605784~~0115605719 WI 65.0055 01-Dec-2004 6480,~~025~~300.00 6379,~~686~~913.7156 2 ~~0115605982~~0115605776 SCKS 7084.95 01-Oct-2004 181,800.00 179,870.65 2 0115606238 NJ 82.67 01-Dec-2004 ~~238~~167,000.00 ~~235~~165,~~943~~611.9250 2 ~~0115606287~~0115606253 MDCA 8589.48 01-Dec-2004 293,500.00 290,879.53 2 0115606469 AZ 80.00 01-Dec-2004 ~~225~~160,~~250~~000.00 ~~223~~158,~~629~~431.0827 2 ~~0115606360~~0115607236 VA 78.13 01-Nov-2004 293,000.00 290,456.51 2 0115607467 WI 4090.7000 01-~~Dec~~Oct-2004 3554,000.00 3453,~~863~~569.4670 2 ~~0115607103~~0115607954 NJWI 6980.4400 01-Nov-2004 ~~312~~139,~~500~~600.00 ~~308~~138,~~360~~296.4858 2 ~~0115607640~~0115608028 FLWI 8179.6875 01-Dec-2004 ~~165~~63,000.00 ~~163~~62,~~501~~438.6738 2 ~~0115607665~~0115608259 MIMN 8075.00 01-Jan-2005 168,750.00 167,349.80 2 0115608325 NJ 89.86 01-Nov-2004 ~~144~~310,000.00 ~~143~~307,~~084~~140.3422 2 ~~0115607699~~0115608333 VANY 7077.05 01-Nov-2004 235,000.00 232,408.11 2 0115608382 NJ 81.82 01-Nov-2004 ~~240~~135,~~800~~000.00 ~~239~~133,~~067~~861.9452 2 ~~0115607780~~0115608598 VAFL 9590.00 01-Dec-2004 ~~228~~159,~~000~~300.00 ~~226~~158,~~195~~094.1365 2 ~~0115608044~~0115608705 WIVA 8575.00 01-Nov-2004 ~~170~~183,~~191~~000.00 ~~168~~181,~~748~~796.7326 2 ~~0115608267~~0115608713 NJPA 75.00 01-Nov-2004 ~~247~~108,~~500~~675.00 ~~246~~108,~~038~~120.9997 2 ~~0115608556~~0115609067 ILTX 100.00 01-Dec-2004 120,000.00 118,174.36 2 0115609166 TX 95.00 01-Dec-2004 62,700.00 62,188.80 2 0115609570 FL 100.00 01-Dec-2004 175,000.00 173,801.22 2 0115609612 MD 84.93 01-Jan-2005 ~~145~~119,~~255~~500.00 ~~144~~118,~~470~~489.7594 2 ~~0115609026~~0115610149 ILDE 7990.1600 01-Dec-2004 75112,~~200~~500.00 111,795.21 2 0115610222 NY 74.56 01-Dec-2004 380,~~311~~250.5400 376,767.63 2 ~~0115609117~~0115610230 CAVA ~~100~~80.00 01-~~Jan~~Dec-~~2005~~2004 ~~277~~282,~~000~~400.00 ~~275~~279,~~419~~580.0682 2 ~~0115609422~~0115610453 ILVA 8486.0336 01-Dec-2004 ~~221~~114,000.00 ~~219~~113,~~370~~096.9841 2 ~~0115609489~~0115611105 WI 100.00 01-Nov-2004 173,900.00 172,814.62 2 0115611907 ND 100.00 01-Dec-2004 59,400.00 59,049.60 2 0115612426 CA 68.57 01-Nov-2004 120,000.6100 118,802.17 2 0115612632 MI 89.66 01-Jan-2005 76130,~~500~~000.00 129,020.76 2 0115612756 MS 85.00 01-Jan-2005 54,~~052~~400.4500 54,051.33 2 ~~0115609513~~0115612830 ILGA 7289.7312 01-Jan-2005 ~~360~~181,~~000~~800.00 ~~357~~180,~~628~~773.4787 2 ~~0115610768~~0115613051 WIMI 87.35 01-Dec-2004 148,500.00 147,502.43 2 0115613689 FL 95.00 01-Jan-2005 166,250.00 165,070.81 2 0115613796 MN 79.0579 01-Nov-2004 77225,000.00 76223,~~323~~282.0747 2 ~~0115611337~~0115614331 WINY 8565.23 01-Jan-2005 287,000.00 283,797.21 2 0115614737 OH 95.00 01-~~Nov~~Dec-2004 ~~231~~109,~~200~~250.00 ~~229~~108,423.37 2 0115616401 NJ 74.11 01-Jan-2005 207,500.5800 205,653.62 2 ~~0115611451~~0115616617 IL 8280.00 01-Feb-2005 208,000.00 207,098.98 2 0115616849 NY 76.60 01-Jan-2005 ~~234~~203,000.00 ~~232~~201,~~281~~351.2357 2 ~~0115612368~~0115617169 CAMD 6687.6750 01-Jan-2005 ~~220~~175,000.00 ~~218~~173,~~428~~547.9847 2 ~~0115612475~~0115617375 CAMD 5374.6486 01-~~Nov~~Mar-~~2004~~2005 ~~236~~129,~~000~~500.00 ~~234~~128,~~037~~698.7500 2 ~~0115612509~~0115617706 CAFL 7780.00 01-~~Nov~~Jan-~~2004~~2005 ~~308~~132,000.00 ~~305~~131,~~221~~218.2147 2 ~~0115612996~~0115618183 WI 7580.00 01-Jan-2005 88257,~~125~~600.00 87255,~~605~~328.3394 2 ~~0115613192~~0115618415 WIDC 6975.2400 01-~~Dec~~Apr-~~2004~~2005 ~~110~~236,~~500~~250.00 ~~109~~235,~~556~~674.9596 2 ~~0115613465~~0115618589 MD 67.20 01-Feb-2005 252,000.00 250,131.61 2 0115619207 IL 90.00 01-~~Dec~~Feb-~~2004~~2005 ~~337~~55,~~500~~800.00 ~~334~~55,~~592~~510.2082 2 ~~0115613820~~0115619363 FLIN 9080.00 01-~~Jan~~Mar-2005 ~~117~~280,~~450~~000.00 ~~116~~278,~~582~~757.2691 2 ~~0115614299~~0115620122 FLMD 8580.00 01-Jan-2005 ~~255~~138,~~000~~400.00 ~~253~~137,~~289~~694.4175 2 ~~0115614521~~0115621351 CA 7580.00 01-~~Mar~~Jan-2005 ~~157~~200,~~500~~000.00 ~~156~~198,~~650~~279.1757 2 ~~0115614869~~0115621526 OHWI 9078.0016 01-Jan-2005 80136,~~910~~000.00 80134,~~518~~817.3361 2 ~~0115615080~~0115621732 OHWI ~~100~~80.00 01-Jan-2005 61140,~~360~~000.00 61138,~~094~~810.1887 2 ~~0115615189~~0115621898 WICA 9075.00 01-~~Dec~~Mar-~~2004~~2005 58117,375.00 116,882.25 2 0115622227 CA 80.00 01-Mar-2005 231,200.00 230,395.01 2 0115622490 CA 69.78 01-Mar-2005 500,000.00 50496,~~025~~947.1217 2 ~~0115615262~~0115622730 WI 67.36 01-Mar-2005 97,000.00 96,374.92 2 0115623845 CA 80.00 01-~~Dec~~Mar-~~2004~~2005 ~~160~~232,000.00 ~~158~~230,~~672~~618.4191 2 ~~0115615411~~0115624157 GAIL 90100.00 01-~~Nov~~Apr-~~2004~~2005 ~~142~~141,~~200~~925.00 141,~~464~~368.6538 2 ~~0115615924~~0115624264 WINY 9075.00 01-~~Jan~~Mar-2005 ~~297~~131,~~000~~250.00 ~~295~~130,~~427~~656.8333 2 ~~0115616153~~0115624470 MDVA 8885.0500 01-~~Jan~~Apr-2005 ~~398~~136,629.00 136,004.69 2 0115624686 MN 80.00 01-Mar-2005 177,600.00 176,865.59 2 0115625485 CT 90.00 01-Mar-2005 234,000.00 ~~395~~232,~~560~~792.4323 2 ~~0115616518~~0115626129 MDAZ 90.00 01-~~Dec~~Mar-~~2004~~2005 ~~251~~206,100.00 ~~249~~205,~~416~~144.1143 2 ~~0115616799~~0115627002 MDIL 7790.8900 01-~~Feb~~Mar-2005 ~~343~~289,~~500~~800.00 ~~341~~288,~~043~~539.0943 2 ~~0115616963~~0115627200 WISC 8095.00 01-~~Jan~~Mar-2005 84198,~~800~~075.00 84197,~~392~~042.0447 2 ~~0115617326~~0115627663 NJSC 5390.9700 01-~~Jan~~Mar-2005 ~~170~~94,~~000~~500.00 ~~168~~93,~~616~~992.9676 2 ~~0115617359~~0115627838 MIIL 8485.9100 01-~~Feb~~Mar-2005 ~~233~~110,500.00 ~~232~~110,~~083~~197.4933 2 ~~0115617383~~0115628067 NJMD 9785.7400 01-~~Feb~~Mar-2005 ~~259~~221,000.00 ~~257~~220,~~702~~351.32 2 0115628398 OH 41.18 01-Mar-2005 28,000.00 27,893.33 2 ~~0115617615~~0115629008 WIPA 90.00 01-~~Jan~~Mar-2005 ~~135~~144,000.00 ~~134~~143,~~210~~104.1956 2 ~~0115617847~~0115629446 KYME 7681.0885 01-Feb-2005 ~~194~~88,~~000~~400.00 ~~192~~87,~~770~~877.91 2 0115630063 MD 85.00 01-Mar-2005 216,750.00 215,558.27 2 ~~0115618167~~0115630147 WIMO 8091.62 01-Mar-2005 206,150.00 205,252.94 2 0115630725 CA 95.00 01-~~Jan~~Apr-2005 123,~~200~~500.00 ~~122~~123,~~264~~058.9549 2 ~~0115618282~~0115631210 WINC 85.00 01-~~Dec~~Feb-~~2004~~2005 ~~106~~130,~~250~~050.00 ~~105~~129,~~572~~320.7506 2 ~~0115618761~~0115631442 NJSC 5890.3500 01-~~Jan~~Mar-2005 ~~318~~167,~~000~~400.00 ~~314~~166,~~795~~421.4966 2 ~~0115619371~~0115631483 GAIL 9584.0029 01-Mar-2005 ~~202~~118,~~350~~000.00 ~~201~~117,~~425~~250.4098 2 ~~0115619819~~0115631525 WI 7884.4063 01-~~Jan~~Apr-2005 ~~281~~217,~~840~~000.00 ~~279~~215,~~938~~883.5336 2 ~~0115620023~~0115632127 NYRI 3575.4700 01-~~Jan~~Apr-2005 ~~133~~207,000.00 ~~132~~206,~~483~~222.4618 2 ~~0115620643~~0115632259 CAFL 8472.9088 01-Mar-2005 ~~171~~215,~~500~~000.00 ~~170~~213,~~657~~687.9722 2 ~~0115620981~~0115634248 CA 7466.4456 01-~~Feb~~Apr-2005 ~~335~~299,~~000~~500.00 ~~333~~297,~~140~~883.4196 2 ~~0115621054~~0115634255 CASC 80.00 01-~~Jan~~Apr-2005 ~~252~~60,~~000~~400.00 ~~250~~60,~~373~~223.4668 2 ~~0115623076~~0115634271 WIOH 7480.7400 01-Mar-2005 ~~142~~100,000.00 ~~141~~99,~~286~~524.0479 2 ~~0115623878~~0115634404 CANC 8390.5400 01-Mar-2005 ~~472~~123,~~000~~300.00 ~~470~~122,~~136~~769.5533 2 ~~0115623928~~0115634552 CANY 3780.2900 01-Apr-2005 72,400.00 72,209.39 2 0115634966 ME 68.89 01-Mar-2005 ~~110~~155,000.00 ~~109~~154,~~420~~263.1842 2 ~~0115625311~~0115636144 NJCA 74.2453 01-~~Feb~~Apr-2005 ~~245~~240,000.00 ~~243~~238,~~945~~876.5320 2 ~~0115627143~~0115636383 NJAZ 90100.00 01-Apr-2005 ~~237~~162,~~600~~500.00 ~~236~~161,~~712~~904.6838 2 ~~0115627929~~0115637332 FLNV 9564.0033 01-~~Mar~~Apr-2005 ~~158~~312,~~650~~000.00 ~~157~~310,~~925~~674.30 2 0115637944 MN 68.06 01-Apr-2005 98,000.00 97,530.17 2 ~~0115628737~~0115638322 CA 7980.2500 01-~~Mar~~Apr-2005 ~~420~~720,000.00 ~~417~~716,~~868~~293.3249 2 ~~0115630436~~0115639163 FLOH 7770.6400 01-~~Mar~~Apr-2005 ~~125~~44,~~000~~100.00 ~~124~~43,~~386~~960.2798 2 ~~0115630469~~0115640021 MOSC 6294.8778 01-~~Mar~~Apr-2005 27218,~~411~~000.00 27217,~~348~~071.6988 2 ~~0115630899~~0115640765 FLTN 90.00 01-Apr-2005 ~~238~~119,~~500~~700.00 ~~237~~119,~~587~~198.6974 2 ~~0115631053~~0115641359 VAMS 9080.00 01-Apr-2005 ~~217~~56,~~800~~000.00 ~~216~~55,~~941~~860.5207 2 ~~0115631236~~0115641599 NCGA 7775.3600 01-~~Feb~~Apr-2005 6197,500.00 6197,~~237~~168.4645 2 ~~0115631731~~0115641987 ILNJ 9077.0035 01-Apr-2005 ~~148~~321,~~500~~000.00 ~~147~~319,~~971~~497.53 2 ~~0115632028~~0115642910 ILAR 6370.0200 01-Apr-2005 ~~167~~44,~~000~~100.00 ~~166~~43,~~486~~974.9954 2 ~~0115632473~~0115643272 MDFL 7375.00 01-~~Mar~~Apr-2005 ~~173~~156,000.00 ~~172~~155,~~636~~610.17 2 0115643595 VA 90.00 01-Apr-2005 126,810.00 126,274.86 2 ~~0115633083~~0115644072 NJIL 8074.12 01-Apr-2005 169,000.00 168,368.86 2 0115645459 MN 63.37 01-~~Mar~~Apr-2005 ~~296~~128,000.00 ~~294~~127,~~172~~506.4797 2 ~~0115637159~~0115645970 SCMO 7584.98 01-Apr-2005 116,000.00 115,574.79 2 0115646192 MD 79.02 01-Apr-2005 ~~285~~305,000.00 ~~284~~303,~~145~~853.9697 2 ~~0115638058~~0115646598 CAMD 8085.00 01-Apr-2005 ~~456~~297,~~000~~500.00 ~~454~~295,~~126~~990.6201 2 ~~0115641474~~0115646960 ILVA 8467.5584 01-Apr-2005 ~~159~~251,~~800~~000.00 ~~159~~250,~~203~~234.2240 2 ~~0115641714~~0115647398 SC 2581.6720 01-Apr-2005 40101,~~040~~500.00 39101,~~886~~180.8011 2 ~~0115645251~~0115647422 NJTX 6479.7725 01-Apr-2005 ~~353~~84,000.00 ~~351~~83,~~443~~527.8273 2 ~~0115646168~~0115648255 VAMA 8049.0030 01-Apr-2005 ~~348~~140,000.00 ~~346~~139,~~700~~289.4243 2 ~~0115646218~~0115648826 OHLA 9095.00 01-Apr-2005 ~~151~~109,~~200~~250.00 ~~150~~108,~~723~~807.8794 2 ~~0115647752~~0115649246 ILCA 9485.2200 01-Apr-2005 ~~212~~216,~~000~~750.00 ~~211~~215,~~227~~806.1133 2 ~~0115648495~~0115649378 ALOH 8980.6600 01-~~Apr~~May-2005 71145,~~100~~200.00 70144,~~902~~644.3156

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning 1 ~~0115607251~~0115605701 Loan Paid in Full 0 6.~~125~~625% ~~180~~360 78 1 ~~0115609174~~0115610115 Loan Paid in Full 0 711.~~375~~250% ~~180~~360 78 1 ~~0115621146~~0115612145 Loan Paid in Full 0 6.~~950~~625% 360 47 1 ~~0115623647~~0115614042 Loan Paid in Full 0 7.~~500~~625% ~~360~~240 8 1 ~~0115629776~~0115615379 Loan Paid in Full (1) 8.250% 360 6 1 0115616872 Loan Paid in Full 0 8.500% 360 5 1 0115619868 Loan Paid in Full 0 8.~~950~~125% 180 35 1 ~~0115632655~~0115622755 Loan Paid in Full 0(1) 6.~~500~~625% 360 34 1 ~~0115634396~~0115622904 Loan Paid in Full 0(1) 6.750% 360 35 1 ~~0115638918~~0115623126 Loan Paid in Full 2 9.375% 180 5 1 0115626822 Loan Paid in Full 0 78.~~950~~450% 360 36 1 ~~0115640567~~0115628950 Loan Paid in Full 01 9.250% 180 5 1 0115634768 Loan Paid in Full 1 7.~~125~~950% 180 35 1 ~~0115647216~~0115636698 Loan Paid in Full (0 8.950% 360 5 1) 0115638348 Loan Paid in Full 0 6.~~500~~954% 360 35 2 ~~0115605628~~0115605529 Loan Paid in Full 0 79.~~750~~500% 360 911 2 ~~0115605636~~0115605578 Loan Paid in Full 0 6.~~875~~500% 360 710 2 ~~0115605784~~0115605693 Loan Paid in Full 0 97.~~125~~440% 360 711 2 ~~0115605982~~0115605719 Loan Paid in Full 0 59.~~750~~250% 360 78 2 ~~0115606287~~0115605776 Loan Paid in Full 0 6.~~625~~300% 360 710 2 ~~0115606360~~0115606238 Loan Paid in Full 0 96.~~675~~500% 360 78 2 ~~0115607103~~0115606253 Loan Paid in Full 0 6.~~500~~125% 360 8 2 ~~0115607640~~0115606469 Loan Paid in Full (1) 5.625% 360 8 2 0115607236 Loan Paid in Full 0 6.~~250~~875% 360 9 2 0115607467 Loan Paid in Full 0 7.990% 360 10 2 ~~0115607665~~0115607954 Loan Paid in Full (1) 76.~~875~~480% 360 89 2 ~~0115607699~~0115608028 Loan Paid in Full 0 76.250% 360 8 2 ~~0115607780~~0115608259 Loan Paid in Full 0 65.~~125~~875% 360 7 2 ~~0115608044~~0115608325 Loan Paid in Full 0 67.~~400~~375% 360 89 2 ~~0115608267~~0115608333 Loan Paid in Full 10 85.~~250~~625% 360 89 2 ~~0115608556~~0115608382 Loan Paid in Full 0 7.~~400~~500% 360 9 2 0115608598 Loan Paid in Full (1) 6.990% 360 8 2 ~~0115609026~~0115608705 Loan Paid in Full 0 68.250% 360 79 2 ~~0115609117~~0115608713 Loan Paid in Full 1 9.500% 360 9 2 0115609067 Loan Paid in Full 0 7.~~125~~875% 360 68 2 ~~0115609422~~0115609166 Loan Paid in Full 01 6.~~500~~625% 360 78 2 ~~0115609489~~0115609570 Loan Paid in Full 0 67.~~990~~500% 360 68 2 ~~0115609513~~0115609612 Loan Paid in Full 0 65.~~375~~975% 360 67 2 ~~0115610768~~0115610149 Loan Paid in Full 0 67.~~250~~950% 360 8 2 ~~0115611337~~0115610222 Loan Paid in Full 0 65.~~700~~990% 360 8 2 ~~0115611451~~0115610230 Loan Paid in Full 0 5.~~800~~550% 360 8 2 0115610453 Loan Paid in Full 0 6.750% 360 8 2 ~~0115612368~~0115611105 Loan Paid in Full 0 58.~~950~~830% 360 69 2 ~~0115612475~~0115611907 Loan Paid in Full 0 68.~~500~~250% 360 8 2 ~~0115612509~~0115612426 Loan Paid in Full 0 6.500% 360 89 2 ~~0115612996~~0115612632 Loan Paid in Full 0 67.~~950~~000% 360 67 2 ~~0115613192~~0115612756 Loan Paid in Full (1) 67.~~125~~250% 360 7 2 ~~0115613465~~0115612830 Loan Paid in Full 0 67.~~500~~875% 360 7 2 ~~0115613820~~0115613051 Loan Paid in Full ~~(1)~~0 67.~~500~~610% 360 68 2 ~~0115614299~~0115613689 Loan Paid in Full 0 6.~~280~~700% 360 67 2 ~~0115614521~~0115613796 Loan Paid in Full 0 57.~~625~~500% 360 49 2 ~~0115614869~~0115614331 Loan Paid in Full 0 74.~~950~~250% 360 7 2 0115614737 Loan Paid in Full 1 6.990% 360 8 2 ~~0115615080~~0115616401 Loan Paid in Full 0 5.500% 360 7 2 0115616617 Loan Paid in Full 0 8.500% 360 6 2 ~~0115615189~~0115616849 Loan Paid in Full 0 85.~~250~~990% 360 7 2 ~~0115615262~~0115617169 Loan Paid in Full 0 5.875% 360 7 2 ~~0115615411~~0115617375 Loan Paid in Full 2 5.875% 360 5 2 0115617706 Loan Paid in Full 0 87.~~900~~625% 360 87 2 ~~0115615924~~0115618183 Loan Paid in Full 0 5.550% 360 7 2 0115618415 Loan Paid in Full 1 9.~~500~~625% 360 64 2 ~~0115616153~~0115618589 Loan Paid in Full 0 65.750% 360 6 2 ~~0115616518~~0115619207 Loan Paid in Full 0 67.990% 360 76 2 ~~0115616799~~0115619363 Loan Paid in Full 0 58.~~100~~125% 360 5 2 ~~0115616963~~0115620122 Loan Paid in Full 0 8.~~125~~375% 360 67 2 ~~0115617326~~0115621351 Loan Paid in Full 0 5.~~250~~875% 360 67 2 ~~0115617359~~0115621526 Loan Paid in Full 0 5.~~990~~625% 360 7 2 0115621732 Loan Paid in Full 1 5.750% 360 7 2 ~~0115617383~~0115621898 Loan Paid in Full 02 67.~~980~~875% 360 5 2 ~~0115617615~~0115622227 Loan Paid in Full 0 68.~~990~~875% 360 65 2 ~~0115617847~~0115622490 Loan Paid in Full 0 5.~~750~~950% 360 5 2 ~~0115618167~~0115622730 Loan Paid in Full 0 56.~~625~~250% 360 5 2 0115623845 Loan Paid in Full 1 6.375% 360 5 2 ~~0115618282~~0115624157 Loan Paid in Full 0 7.~~250~~375% 360 74 2 ~~0115618761~~0115624264 Loan Paid in Full 0 47.~~625~~500% 360 65 2 ~~0115619371~~0115624470 Loan Paid in Full 0 6.500% 360 4 2 ~~0115619819~~0115624686 Loan Paid in Full 0 7.950% 360 5 2 0115625485 Loan Paid in Full 0 6.~~250~~875% 360 5 2 0115626129 Loan Paid in Full 0 7.375% 360 5 2 0115627002 Loan Paid in Full 0 7.700% 360 5 2 0115627200 Loan Paid in Full 0 7.125% 360 5 2 0115627663 Loan Paid in Full 1 6.625% 360 5 2 ~~0115620023~~0115627838 Loan Paid in Full 0 9.~~250~~950% 360 65 2 ~~0115620643~~0115628067 Loan Paid in Full 0 69.~~125~~625% 360 45 2 ~~0115620981~~0115628398 Loan Paid in Full 1 8.375% 360 5 2 0115629008 Loan Paid in Full 0 6.~~450~~125% 360 5 2 ~~0115621054~~0115629446 Loan Paid in Full ~~(1)~~0 6.~~490~~950% 360 6 2 ~~0115623076~~0115630063 Loan Paid in Full 0 6.~~000~~500% 360 45 2 ~~0115623878~~0115630147 Loan Paid in Full 0 7.~~250~~700% 360 45 2 ~~0115623928~~0115630725 Loan Paid in Full 02 57.750% 360 4 2 ~~0115625311~~0115631210 Loan Paid in Full 0 7.200% 360 6 2 0115631442 Loan Paid in Full 0 6.250% 360 5 2 0115631483 Loan Paid in Full 0 5.750% 360 5 2 ~~0115627143~~0115631525 Loan Paid in Full 0 6.~~375~~125% 360 34 2 ~~0115627929~~0115632127 Loan Paid in Full 0 67.500% 360 4 2 ~~0115628737~~0115632259 Loan Paid in Full 0 5.950% 360 45 2 ~~0115630436~~0115634248 Loan Paid in Full 0 65.~~125~~625% 360 4 2 ~~0115630469~~0115634255 Loan Paid in Full 1 8.750% 360 4 2 0115634271 Loan Paid in Full 0 7.250% 360 5 2 0115634404 Loan Paid in Full 2 7.750% 360 5 2 0115634552 Loan Paid in Full 1 9.~~950~~250% 360 4 2 ~~0115630899~~0115634966 Loan Paid in Full 0(1) 67.250% 360 35 2 ~~0115631053~~0115636144 Loan Paid in Full 0 6.~~125~~375% 360 34 2 ~~0115631236~~0115636383 Loan Paid in Full 0 7.~~790~~625% 360 54 2 ~~0115631731~~0115637332 Loan Paid in Full 1 6.875% 360 4 2 0115637944 Loan Paid in Full 0 6.~~625~~250% 360 34 2 ~~0115632028~~0115638322 Loan Paid in Full 0 75.875% 360 4 2 0115639163 Loan Paid in Full 0 8.375% 360 34 2 ~~0115632473~~0115640021 Loan Paid in Full 0 106.~~325~~875% 360 4 2 ~~0115633083~~0115640765 Loan Paid in Full 2 6.950% 360 4 2 0115641359 Loan Paid in Full 2 9.500% 360 4 2 0115641599 Loan Paid in Full 2 8.000% 360 4 2 0115641987 Loan Paid in Full 0 56.375% 360 4 2 0115642910 Loan Paid in Full 2 8.875% 360 4 2 ~~0115637159~~0115643272 Loan Paid in Full 2 9.500% 360 4 2 0115643595 Loan Paid in Full 0 7.~~500~~750% 360 34 2 ~~0115638058~~0115644072 Loan Paid in Full 0 57.~~875~~625% 360 34 2 ~~0115641474~~0115645459 Loan Paid in Full (1) 67.375% 360 34 2 ~~0115641714~~0115645970 Loan Paid in Full 0 67.~~250~~625% 360 34 2 ~~0115645251~~0115646192 Loan Paid in Full 0 57.500% 360 34 2 ~~0115646168~~0115646598 Loan Paid in Full 2 5.950% 360 4 2 0115646960 Loan Paid in Full 0 9.250% 360 4 2 0115647398 Loan Paid in Full 0 8.375% 360 4 2 0115647422 Loan Paid in Full 0 6.375% 360 34 2 ~~0115646218~~0115648255 Loan Paid in Full 0 5.950% 360 4 2 0115648826 Loan Paid in Full 1 7.~~250~~125% 360 34 2 ~~0115647752~~0115649246 Loan Paid in Full 0 6.~~500~~750% 360 34 2 ~~0115648495~~0115649378 Loan Paid in Full 01 76.~~875~~250% 360 3

Prepayment - Voluntary Prepayments

Summary SMM CPR PSA Current Month 23.~~685~~247% Current Month 2732.~~860~~710% Current Month 3,~~198~~064.~~476~~872% 3 Month Average 02.~~000~~304% 3 Month Average 023.~~000~~904% 3 Month Average 02,637.~~000~~017% 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. ~~Aug-2004 N/A N/A Aug-2004 N/A N/A~~ Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A N/A Apr-2005 N/A N/A Apr-2005 N/A N/A May-2005 N/A N/A May-2005 N/A N/A Jun-2005 11.144% N/A Jun-2005 1,647.701% N/A Jul-2005 27.860% N/A Jul-2005 3,198.476% N/A Aug-2005 32.710% N/A Aug-2005 3,064.872% 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. 1 SMM CPR PSA Current Month 1.~~570~~387% Current Month 1715.~~295~~435% Current Month 21,~~063~~488.~~071~~717% 3 Month Average 01.~~000~~126% 3 Month Average 012.~~000~~552% 3 Month Average 01,441.~~000~~032% 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. ~~Aug-2004 N/A N/A Aug-2004 N/A N/A~~ Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A N/A Apr-2005 N/A N/A Apr-2005 N/A N/A May-2005 N/A N/A May-2005 N/A N/A Jun-2005 4.927% N/A Jun-2005 771.307% N/A Jul-2005 17.295% N/A Jul-2005 2,063.071% N/A Aug-2005 15.435% N/A Aug-2005 1,488.717% 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 23.~~921~~647% Current Month 2935.~~935~~973% Current Month 3,~~409~~349.~~202~~604% 3 Month Average 02.~~000~~555% 3 Month Average 026.~~000~~104% 3 Month Average 02,857.~~000~~227% 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. ~~Aug-2004 N/A N/A Aug-2004 N/A N/A~~ Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A N/A Apr-2005 N/A N/A Apr-2005 N/A N/A May-2005 N/A N/A May-2005 N/A N/A Jun-2005 12.405% N/A Jun-2005 1,812.874% N/A Jul-2005 29.935% N/A Jul-2005 3,409.202% N/A Aug-2005 35.973% N/A Aug-2005 3,349.604% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Single Month Mortality (SMM): (Partial and full prepayments + Repurchases) / (Beginning Scheduled Balance - Scheduled Principal) Conditional PrePayment Rate (CPR): 1 - ((1 - SMM)^12) PSA Standard Prepayment Model: 100 * CPR / (0.2 * MIN(30,WAS)) Weighted Average Seasoning (WAS): sum((Original Term - Remaining Term)*(Current Scheduled Balance/Deal Scheduled Principal Balance))

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

Filing Compare · Structured Asset Securities Corp Mortgage Pass-Through Certificates, Series 2005-WF2