8-K 1 sai05005_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 STRUCTURED ASSET INVESTMENT LOAN TRUST Mortgage Pass-Through Certificates, Series 2005-5 (Exact name of registrant as specified in its charter) New York (governing law of 333-120575-30 54-2175603 Pooling and Servicing Agreement) (Commission 54-2175604 (State or other File Number) 54-2175605 jurisdiction IRS EIN of Incorporation) 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 STRUCTURED ASSET INVESTMENT LOAN TRUST, Mortgage Pass-Through Certificates, Series 2005-5 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 2005-5 Trust, relating to the December 27, 2005 distribution. EX-99.2 Clayton Credit Risk Manager Report 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 INVESTMENT LOAN TRUST Mortgage Pass-Through Certificates, Series 2005-5 Trust (Registrant) By: Wells Fargo Bank, N.A. as Securities Administrator 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 2005-5 Trust, relating to the December 27, 2005 distribution. EX-99.2 Clayton Credit Risk Manager Report EX-99.1 Structured Asset Investment Loan Trust Mortgage Pass-Through Certificates Record Date: 11/30/2005 Distribution Date: 12/27/2005 Structured Asset Investment Loan Trust Mortgage Pass-Through Certificates Series 2005-5 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

Structured Asset Investment Loan Trust Mortgage Pass-Through Certificates Record Date: 7/29/2005 Distribution Date: 8/25/2005 Structured Asset Investment Loan Trust Mortgage Pass-Through Certificates Series 2005-5 Contact: Customer Service - CTSLink Wells Fargo Bank, N.A. Securities Administration Services 7485 New Horizon Way Frederick, MD 21703 www.ctslink.com Telephone: (301) 815-6600 Fax: (301) 815-6660 Certificateholder Distribution Summary ~~Certificate~~Class CUSIP Certificate Beginning ~~Class~~Interest Pass-Through Certificate ~~Interest~~Distribution ~~Class CUSIP Description~~ Rate Balance ~~Distribution~~ A1 86358ESW7 ~~SEN 3~~4.~~76000~~49375% ~~462~~402,~~578~~024,~~759~~242.0935 1,~~497~~605,~~727~~863.2350 A2 86358ESX5 ~~SEN 3~~4.~~55000~~28375% ~~244~~162,~~125~~457,~~437~~181.8185 ~~746~~618,~~277~~600.9085 A3 86358ESY3 ~~SEN 3~~4.~~69000~~42375% 305,837,000.00 ~~971~~1,~~797~~202,619.0705 A4 86358ESZ0 ~~SEN 3~~4.~~74000~~47375% ~~366~~321,~~982~~516,~~663~~890.1672 1,~~181~~278,~~888~~565.0550 A5 86358ETA4 ~~SEN 3~~4.~~78000~~51375% 9180,~~746~~379,~~149~~646.8879 ~~298~~322,~~633~~501.7201 A6 86358ETB2 ~~SEN 3~~4.~~55000~~28375% ~~248~~170,~~051~~791,~~618~~464.7896 ~~758~~650,~~280~~335.0294 A7 86358ETC0 ~~SEN 3~~4.~~67000~~40375% 210,927,000.00 ~~666~~825,~~587~~662.9102 A8 86358ETD8 ~~SEN 3~~4.~~71000~~44375% 95,826,000.00 ~~306~~378,~~137~~512.4570 A9 86358ETE6 ~~SEN 3~~4.~~73000~~46375% 48,708,000.00 ~~156~~193,~~447~~262.3952 M1 86358ETF3 ~~MEZ 3~~4.~~88000~~61375% 37,468,000.00 ~~125~~153,~~184~~660.7543 M2 86358ETG1 ~~MEZ 3~~4.~~92000~~65375% 68,692,000.00 ~~231~~284,~~873~~155.6691 M3 86358ETH9 ~~MEZ 3~~4.~~94000~~67375% 44,962,000.00 ~~152~~186,~~546~~792.0713 M4 86358ETJ5 ~~MEZ~~ 4.~~08000~~81375% 37,468,000.00 ~~131~~160,~~637~~321.5741 M5 86358ETK2 ~~MEZ~~ 4.~~11000~~84375% 29,974,000.00 ~~106~~129,~~082~~054.9872 M6 86358ETL0 ~~MEZ~~ 4.~~18000~~91375% 29,974,000.00 ~~107~~130,~~889~~919.7577 M7 86358ETM8 ~~MEZ 4~~5.~~56000~~29375% 27,477,000.00 ~~107~~129,~~893~~294.0255 M8 86358ETN6 ~~MEZ 4~~5.~~71000~~44375% 18,734,000.00 7590,~~981~~651.9874 M9 86358ETP1 ~~MEZ~~ 5.~~26000~~99375% 24,979,000.00 ~~113~~133,~~140~~082.9956 B 86358ETQ9 ~~MEZ 5~~6.~~96000~~69375% 23,730,000.00 ~~121~~141,~~787~~193.6350 X SAI05005X ~~RES~~ 0.00000% 12,489,527.00 53,~~099~~406,~~130~~720.7274 P SAI05005P ~~SEN~~ 0.00000% 100.00 ~~785~~1,~~204~~021,395.6019 R SAI0505R3 ~~RES~~ 0.00000% 0.00 0.00 Totals 2,~~430~~154,~~730~~415,~~255~~053.7267 13,~~742~~043,~~130~~165.4674

Certificateholder Distribution Summary (continued) Class Principal Current Ending ~~Cumulative~~Total ~~Principal~~Cummulative Distribution Realized Certificate ~~Total~~Distribution Realized ~~Class Distribution~~ Loss Balance ~~Distribution~~ Losses A1 1216,~~107~~761,~~241~~872.2872 0.00 ~~450~~385,~~471~~262,~~517~~369.8163 1318,~~604~~367,~~968~~736.5122 0.00 A2 1518,~~315~~707,~~967~~993.2878 0.00 ~~228~~143,~~809~~749,~~470~~188.5307 1619,~~062~~326,~~245~~594.1863 0.00 A3 0.00 0.00 305,837,000.00 ~~971~~1,~~797~~202,619.0705 0.00 A4 1014,~~097~~452,~~406~~713.3896 0.00 ~~356~~307,~~885~~064,~~256~~176.7876 1115,~~279~~731,~~294~~279.4346 0.00 A5 23,~~524~~613,~~364~~197.9155 0.00 8976,~~221~~766,~~784~~449.9624 23,~~822~~935,~~998~~698.6356 0.00 A6 17,~~698~~472,~~112~~008.4746 0.00 ~~230~~153,~~353~~319,~~506~~456.3150 18,~~456~~122,~~392~~344.4940 0.00 A7 0.00 0.00 210,927,000.00 ~~666~~825,~~587~~662.9102 0.00 A8 0.00 0.00 95,826,000.00 ~~306~~378,~~137~~512.4570 0.00 A9 0.00 0.00 48,708,000.00 ~~156~~193,~~447~~262.3952 0.00 M1 0.00 0.00 37,468,000.00 ~~125~~153,~~184~~660.7543 0.00 M2 0.00 0.00 68,692,000.00 ~~231~~284,~~873~~155.6691 0.00 M3 0.00 0.00 44,962,000.00 ~~152~~186,~~546~~792.0713 0.00 M4 0.00 0.00 37,468,000.00 ~~131~~160,~~637~~321.5741 0.00 M5 0.00 0.00 29,974,000.00 ~~106~~129,~~082~~054.9872 0.00 M6 0.00 0.00 29,974,000.00 ~~107~~130,~~889~~919.7577 0.00 M7 0.00 0.00 27,477,000.00 ~~107~~129,~~893~~294.0255 0.00 M8 0.00 0.00 18,734,000.00 7590,~~981~~651.9874 0.00 M9 0.00 0.00 24,979,000.00 ~~113~~133,~~140~~082.9956 0.00 B 0.00 0.00 23,730,000.00 ~~121~~141,~~787~~193.6350 0.00 X 0.00 0.00 12,489,527.00 53,~~099~~406,~~130~~720.7274 0.00 P 0.00 0.00 100.00 ~~785~~1,~~204~~021,395.6019 0.00 R 0.00 0.00 0.00 0.00 0.00 Totals 5771,~~743~~007,~~092~~786.3247 0.00 2,~~372~~083,~~987~~407,~~163~~267.3920 7184,~~485~~050,~~222~~952.7821 0.00 ~~All distributions required by the Pooling and Servicing Agreement have been calculated by the Certificate Administrator on behalf of the Trustee.~~ This report has been compiled from information provided to Wells Fargo Bank, N.A., by various third parties, which may include the Servicer, Master Servicer, Special Servicer and others. Wells Fargo Bank, N.A., has not independently confirmed the accuracy of information received from these third parties and assumes no duty to do so. Wells Fargo Bank, N.A., expressly disclaims any responsibility for the accuracy or completeness of information furnished by third parties.

Principal Distribution Statement Class Original Beginning Scheduled ~~Unscheduled~~UnScheduled Accretion Realized Face Certificate Principal Principal ~~Realized~~Loss ~~Class~~ Amount Balance Distribution Distribution ~~Accretion Loss (1)~~ A1 477,487,000.00 ~~462~~402,~~578~~024,~~759~~242.0935 0.00 1216,~~107~~761,~~241~~872.2872 0.00 0.00 A2 259,118,000.00 ~~244~~162,~~125~~457,~~437~~181.8185 0.00 1518,~~315~~707,~~967~~993.2878 0.00 0.00 A3 305,837,000.00 305,837,000.00 0.00 0.00 0.00 0.00 A4 379,046,000.00 ~~366~~321,~~982~~516,~~663~~890.1672 0.00 1014,~~097~~452,~~406~~713.3896 0.00 0.00 A5 94,762,000.00 9180,~~746~~379,~~149~~646.8879 0.00 23,~~524~~613,~~364~~197.9155 0.00 0.00 A6 270,215,000.00 ~~248~~170,~~051~~791,~~618~~464.7896 0.00 17,~~698~~472,~~112~~008.4746 0.00 0.00 A7 210,927,000.00 210,927,000.00 0.00 0.00 0.00 0.00 A8 95,826,000.00 95,826,000.00 0.00 0.00 0.00 0.00 A9 48,708,000.00 48,708,000.00 0.00 0.00 0.00 0.00 M1 37,468,000.00 37,468,000.00 0.00 0.00 0.00 0.00 M2 68,692,000.00 68,692,000.00 0.00 0.00 0.00 0.00 M3 44,962,000.00 44,962,000.00 0.00 0.00 0.00 0.00 M4 37,468,000.00 37,468,000.00 0.00 0.00 0.00 0.00 M5 29,974,000.00 29,974,000.00 0.00 0.00 0.00 0.00 M6 29,974,000.00 29,974,000.00 0.00 0.00 0.00 0.00 M7 27,477,000.00 27,477,000.00 0.00 0.00 0.00 0.00 M8 18,734,000.00 18,734,000.00 0.00 0.00 0.00 0.00 M9 24,979,000.00 24,979,000.00 0.00 0.00 0.00 0.00 B 23,730,000.00 23,730,000.00 0.00 0.00 0.00 0.00 X 0.00 12,489,527.00 0.00 0.00 0.00 0.00 R 0.00 0.00 0.00 0.00 0.00 0.00 Totals 2,485,384,000.00 2,~~430~~154,~~730~~414,~~155~~953.7267 0.00 5771,~~743~~007,~~092~~786.3247 0.00 0.00 ~~(1) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.~~

Principal Distribution Statement (continued) Class Total Ending Ending Total Principal Certificate Certificate Principal ~~Class~~ Reduction Balance Percentage Distribution A1 1216,~~107~~761,~~241~~872.2872 ~~450~~385,~~471~~262,~~517~~369.8163 0.~~94342153~~806854 1216,~~107~~761,~~241~~872.2872 A2 1518,~~315~~707,~~967~~993.2878 ~~228~~143,~~809~~749,~~470~~188.5307 0.~~88303194~~554763 1518,~~315~~707,~~967~~993.2878 A3 0.00 305,837,000.00 1.~~00000000~~000000 0.00 A4 1014,~~097~~452,~~406~~713.3896 ~~356~~307,~~885~~064,~~256~~176.7876 0.~~94153548~~810097 1014,~~097~~452,~~406~~713.3896 A5 23,~~524~~613,~~364~~197.9155 8976,~~221~~766,~~784~~449.9624 0.~~94153548~~810097 23,~~524~~613,~~364~~197.9155 A6 17,~~698~~472,~~112~~008.4746 ~~230~~153,~~353~~319,~~506~~456.3150 0.~~85248231~~567398 17,~~698~~472,~~112~~008.4746 A7 0.00 210,927,000.00 1.~~00000000~~000000 0.00 A8 0.00 95,826,000.00 1.~~00000000~~000000 0.00 A9 0.00 48,708,000.00 1.~~00000000~~000000 0.00 M1 0.00 37,468,000.00 1.~~00000000~~000000 0.00 M2 0.00 68,692,000.00 1.~~00000000~~000000 0.00 M3 0.00 44,962,000.00 1.~~00000000~~000000 0.00 M4 0.00 37,468,000.00 1.~~00000000~~000000 0.00 M5 0.00 29,974,000.00 1.~~00000000~~000000 0.00 M6 0.00 29,974,000.00 1.~~00000000~~000000 0.00 M7 0.00 27,477,000.00 1.~~00000000~~000000 0.00 M8 0.00 18,734,000.00 1.~~00000000~~000000 0.00 M9 0.00 24,979,000.00 1.~~00000000~~000000 0.00 B 0.00 23,730,000.00 1.~~00000000~~000000 0.00 X 0.00 12,489,527.00 0.~~00000000~~000000 0.00 R 0.00 0.00 0.~~00000000~~000000 0.00 Totals 5771,~~743~~007,~~092~~786.3247 2,~~372~~083,~~987~~407,~~063~~167.3920 0.~~95477683~~838264 5771,~~743~~007,~~092~~786.3247

Principal Distribution Factors Statement Class Original Beginning Scheduled ~~Unscheduled~~UnScheduled Accretion Face Certificate Principal Principal ~~Class (2)~~ Amount Balance Distribution Distribution ~~Accretion~~ A1 477,487,000.00 ~~968~~841.~~77770304~~958509 0.~~00000000~~000000 2535.~~35616945~~104354 0.~~00000000~~000000 A2 259,118,000.00 ~~942~~626.~~14002042~~962163 0.~~00000000~~000000 5972.~~10807925~~198743 0.~~00000000~~000000 A3 305,837,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 A4 379,046,000.00 ~~968~~848.~~17447793~~226576 0.~~00000000~~000000 2638.~~63899996~~129182 0.~~00000000~~000000 A5 94,762,000.00 ~~968~~848.~~17447796~~226576 0.~~00000000~~000000 2638.~~63899992~~129182 0.~~00000000~~000000 A6 270,215,000.00 ~~917~~632.~~97871613~~057676 0.~~00000000~~000000 6564.~~49641015~~659654 0.~~00000000~~000000 A7 210,927,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 A8 95,826,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 A9 48,708,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 M1 37,468,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 M2 68,692,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 M3 44,962,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 M4 37,468,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 M5 29,974,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 M6 29,974,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 M7 27,477,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 M8 18,734,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 M9 24,979,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 B 23,730,000.00 1000.~~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 P 100.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 R 0.00 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000 (2) All classes are per 1,000 denomination.~~000000

Principal Distribution Factors Statement (continued) Class Realized Total Ending Ending Total ~~Realized~~Loss Principal Certificate Certificate Principal ~~Class Loss (3)~~ Reduction Balance Percentage Distribution A1 0.~~00000000~~000000 2535.~~35616945~~104354 ~~943~~806.~~42153359~~854154 0.~~94342153~~806854 2535.~~35616945~~104354 A2 0.~~00000000~~000000 5972.~~10807925~~198743 ~~883~~554.~~03194116~~763421 0.~~88303194~~554763 5972.~~10807925~~198743 A3 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 A4 0.~~00000000~~000000 2638.~~63899996~~129182 ~~941~~810.~~53547796~~097394 0.~~94153548~~810097 2638.~~63899996~~129182 A5 0.~~00000000~~000000 2638.~~63899992~~129182 ~~941~~810.~~53547793~~097394 0.~~94153548~~810097 2638.~~63899992~~129182 A6 0.~~00000000~~000000 6564.~~49641015~~659654 ~~852~~567.~~48230598~~398022 0.~~85248231~~567398 6564.~~49641015~~659654 A7 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 A8 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 A9 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 M1 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 M2 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 M3 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 M4 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 M5 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 M6 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 M7 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 M8 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 M9 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 B 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 X 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 P 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 R 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 ~~(3)~~All ~~Amount~~classes ~~Does~~are ~~Not~~per ~~Include Excess Special Hazard~~1,000 ~~Bankruptcy, or Fraud Losses Unless Otherwise Disclosed~~denomination. ~~Please Refer to the Prospectus Supplement for a Full Description.~~

Interest Distribution Statement ~~Beginning~~Class ~~Payment~~Accrual ofAccrual ~~Original~~ Current ~~Certificate/~~Beginning Current ~~Unpaid~~Payment ~~Current~~of ~~Face~~Dates Days Certificate ~~Notional~~Certificate/ Accrued ~~Interest~~Unpaid Interest ~~Class Amount~~ Rate Notional Balance Interest Shortfall ~~Shortfall~~ A1 ~~477,487,000.00~~11/25/05 3- 12/26/05 32 4.~~76000~~49375% ~~462~~402,~~578~~024,~~759~~242.0935 1,~~497~~605,~~727~~863.2350 0.00 ~~0.00~~ A2 ~~259,118,000.00~~11/25/05 3- 12/26/05 32 4.~~55000~~28375% ~~244~~162,~~125~~457,~~437~~181.8185 ~~746~~618,~~277~~600.9085 0.00 ~~0.00~~ A3 ~~305,837,000.00~~11/25/05 3- 12/26/05 32 4.~~69000~~42375% 305,837,000.00 ~~971~~1,~~797~~202,619.0705 0.00 ~~0.00~~ A4 ~~379,046,000.00~~11/25/05 3- 12/26/05 32 4.~~74000~~47375% ~~366~~321,~~982~~516,~~663~~890.1672 1,~~181~~278,~~888~~565.0550 0.00 ~~0.00~~ A5 ~~94,762,000.00~~11/25/05 3- 12/26/05 32 4.~~78000~~51375% 9180,~~746~~379,~~149~~646.8879 ~~298~~322,~~633~~501.7201 0.00 ~~0.00~~ A6 ~~270,215,000.00~~11/25/05 3- 12/26/05 32 4.~~55000~~28375% ~~248~~170,~~051~~791,~~618~~464.7896 ~~758~~650,~~280~~335.0294 0.00 ~~0.00~~ A7 ~~210,927,000.00~~11/25/05 3- 12/26/05 32 4.~~67000~~40375% 210,927,000.00 ~~666~~825,~~587~~662.9102 0.00 ~~0.00~~ A8 ~~95,826,000.00~~11/25/05 3- 12/26/05 32 4.~~71000~~44375% 95,826,000.00 ~~306~~378,~~137~~512.4570 0.00 ~~0.00~~ A9 ~~48,708,000.00~~11/25/05 3- 12/26/05 32 4.~~73000~~46375% 48,708,000.00 ~~156~~193,~~447~~262.3952 0.00 ~~0.00~~ M1 ~~37,468,000.00~~11/25/05 3- 12/26/05 32 4.~~88000~~61375% 37,468,000.00 ~~125~~153,~~184~~660.7543 0.00 ~~0.00~~ M2 ~~68,692,000.00~~11/25/05 3- 12/26/05 32 4.~~92000~~65375% 68,692,000.00 ~~231~~284,~~873~~155.6691 0.00 ~~0.00~~ M3 ~~44,962,000.00~~11/25/05 3- 12/26/05 32 4.~~94000~~67375% 44,962,000.00 ~~152~~186,~~546~~792.0713 0.00 ~~0.00~~ M4 ~~37,468,000.00~~11/25/05 - 12/26/05 32 4.~~08000~~81375% 37,468,000.00 ~~131~~160,~~637~~321.5741 0.00 ~~0.00~~ M5 ~~29,974,000.00~~11/25/05 - 12/26/05 32 4.~~11000~~84375% 29,974,000.00 ~~106~~129,~~082~~054.9872 0.00 ~~0.00~~ M6 ~~29,974,000.00~~11/25/05 - 12/26/05 32 4.~~18000~~91375% 29,974,000.00 ~~107~~130,~~889~~919.7577 0.00 ~~0.00~~ M7 ~~27,477,000.00~~11/25/05 4- 12/26/05 32 5.~~56000~~29375% 27,477,000.00 ~~107~~129,~~893~~294.0255 0.00 ~~0.00~~ M8 ~~18,734,000.00~~11/25/05 4- 12/26/05 32 5.~~71000~~44375% 18,734,000.00 7590,~~981~~651.9874 0.00 ~~0.00~~ M9 ~~24,979,000.00~~11/25/05 - 12/26/05 32 5.~~26000~~99375% 24,979,000.00 ~~113~~133,~~140~~082.9956 0.00 ~~0.00~~ B ~~23,730,000.00~~11/25/05 5- 12/26/05 32 6.~~96000~~69375% 23,730,000.00 ~~121~~141,~~787~~193.6350 0.00 ~~0.00~~ X ~~0.00~~N/A N/A 0.00000% 2,~~430~~154,~~730~~415,~~255~~053.7167 0.00 0.00 ~~0.00~~ P ~~100.00~~N/A N/A 0.00000% 100.00 0.00 0.00 ~~0.00~~ R ~~0.00~~N/A N/A 0.00000% 0.00 0.00 0.00 ~~0.00~~ Totals 28,~~485~~615,~~384,100~~049.0081 ~~7,857,795.14~~ 0.00 ~~0.00~~

Interest Distribution Statement (continued) ~~Remaining~~Class ~~Ending~~Current Non-Supported Total ~~Unpaid~~Remaining ~~Certificate/~~Ending Interest ~~Realized~~Interest Interest Unpaid Interest Certificate/Notional ~~Class~~ Shortfall ~~Losses~~ (41) Shortfall Distribution Shortfall(2) Balance A1 0.00 0.00 1,~~497~~605,~~727~~863.2350 0.00 ~~450~~385,~~471~~262,~~517~~369.8163 A2 0.00 0.00 ~~746~~618,~~277~~600.9085 0.00 ~~228~~143,~~809~~749,~~470~~188.5307 A3 0.00 0.00 ~~971~~1,~~797~~202,619.0705 0.00 305,837,000.00 A4 0.00 0.00 1,~~181~~278,~~888~~565.0550 0.00 ~~356~~307,~~885~~064,~~256~~176.7876 A5 0.00 0.00 ~~298~~322,~~633~~501.7201 0.00 8976,~~221~~766,~~784~~449.9624 A6 0.00 0.00 ~~758~~650,~~280~~335.0294 0.00 ~~230~~153,~~353~~319,~~506~~456.3150 A7 0.00 0.00 ~~666~~825,~~587~~662.9102 0.00 210,927,000.00 A8 0.00 0.00 ~~306~~378,~~137~~512.4570 0.00 95,826,000.00 A9 0.00 0.00 ~~156~~193,~~447~~262.3952 0.00 48,708,000.00 M1 0.00 0.00 ~~125~~153,~~184~~660.7543 0.00 37,468,000.00 M2 0.00 0.00 ~~231~~284,~~873~~155.6691 0.00 68,692,000.00 M3 0.00 0.00 ~~152~~186,~~546~~792.0713 0.00 44,962,000.00 M4 0.00 0.00 ~~131~~160,~~637~~321.5741 0.00 37,468,000.00 M5 0.00 0.00 ~~106~~129,~~082~~054.9872 0.00 29,974,000.00 M6 0.00 0.00 ~~107~~130,~~889~~919.7577 0.00 29,974,000.00 M7 0.00 0.00 ~~107~~129,~~893~~294.0255 0.00 27,477,000.00 M8 0.00 0.00 7590,~~981~~651.9874 0.00 18,734,000.00 M9 0.00 0.00 ~~113~~133,~~140~~082.9956 0.00 24,979,000.00 B 0.00 0.00 ~~121~~141,~~787~~193.6350 0.00 23,730,000.00 X 0.00 0.00 53,~~099~~406,~~130~~720.7274 0.00 2,~~372~~083,~~987~~407,~~163~~267.3920 P 0.00 0.00 ~~785~~1,~~204~~021,395.6019 0.00 100.00 R 0.00 0.00 0.00 0.00 0.00 Totals 0.00 0.00 13,~~742~~043,~~130~~165.4674 0.00 (41,2) Amount ~~Does~~also ~~Not~~includes ~~Include~~coupon ~~Excess~~cap ~~Special Hazard, Bankruptcy,~~ or ~~Fraud~~basis ~~Losses~~risk ~~Unless~~shortfalls,if ~~Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.~~applicable

Interest Distribution Factors Statement ~~Beginning~~Class ~~Payment~~Accrual of Original Current ~~Certificate/~~Beginning Current ~~Unpaid~~Payment ~~Current~~of Dates Face Certificate Certificate/Notional Accrued ~~Interest~~Unpaid Interest ~~Class (5)~~ Amount Rate Balance Interest Shortfall ~~Shortfall~~ A1 11/25/05 - 12/26/05 477,487,000.00 34.~~76000~~49375% ~~968~~841.~~77770304~~958509 3.~~13668693~~363156 0.~~00000000~~000000 ~~0.00000000~~ A2 11/25/05 - 12/26/05 259,118,000.00 34.~~55000~~28375% ~~942~~626.~~14002042~~962163 2.~~88006970~~387333 0.~~00000000~~000000 ~~0.00000000~~ A3 11/25/05 - 12/26/05 305,837,000.00 34.~~69000~~42375% 1000.~~00000000~~000000 3.~~17750001~~932222 0.~~00000000~~000000 ~~0.00000000~~ A4 11/25/05 - 12/26/05 379,046,000.00 34.~~74000~~47375% ~~968~~848.~~17447793~~226576 3.~~11805968~~373114 0.~~00000000~~000000 ~~0.00000000~~ A5 11/25/05 - 12/26/05 94,762,000.00 34.~~78000~~51375% ~~968~~848.~~17447796~~226576 3.~~15140795~~403274 0.~~00000000~~000000 ~~0.00000000~~ A6 11/25/05 - 12/26/05 270,215,000.00 34.~~55000~~28375% ~~917~~632.~~97871613~~057676 2.~~80620994~~406735 0.~~00000000~~000000 ~~0.00000000~~ A7 11/25/05 - 12/26/05 210,927,000.00 34.~~67000~~40375% 1000.~~00000000~~000000 3.~~16027777~~914444 0.~~00000000~~000000 ~~0.00000000~~ A8 11/25/05 - 12/26/05 95,826,000.00 34.~~71000~~44375% 1000.~~00000000~~000000 3.~~19472220~~950000 0.~~00000000~~000000 ~~0.00000000~~ A9 11/25/05 - 12/26/05 48,708,000.00 34.~~73000~~46375% 1000.~~00000000~~000000 3.~~21194444~~967778 0.~~00000000~~000000 ~~0.00000000~~ M1 11/25/05 - 12/26/05 37,468,000.00 34.~~88000~~61375% 1000.~~00000000~~000000 34.~~34111108~~101111 0.~~00000000~~000000 ~~0.00000000~~ M2 11/25/05 - 12/26/05 68,692,000.00 34.~~92000~~65375% 1000.~~00000000~~000000 34.~~37555552~~136667 0.~~00000000~~000000 ~~0.00000000~~ M3 11/25/05 - 12/26/05 44,962,000.00 34.~~94000~~67375% 1000.~~00000000~~000000 34.~~39277768~~154444 0.~~00000000~~000000 ~~0.00000000~~ M4 11/25/05 - 12/26/05 37,468,000.00 4.~~08000~~81375% 1000.~~00000000~~000000 34.~~51333324~~278889 0.~~00000000~~000000 ~~0.00000000~~ M5 11/25/05 - 12/26/05 29,974,000.00 4.~~11000~~84375% 1000.~~00000000~~000000 34.~~53916661~~305555 0.~~00000000~~000000 ~~0.00000000~~ M6 11/25/05 - 12/26/05 29,974,000.00 4.~~18000~~91375% 1000.~~00000000~~000000 34.~~59944452~~367778 0.~~00000000~~000000 ~~0.00000000~~ M7 11/25/05 - 12/26/05 27,477,000.00 45.~~56000~~29375% 1000.~~00000000~~000000 34.~~92666667~~705556 0.~~00000000~~000000 ~~0.00000000~~ M8 11/25/05 - 12/26/05 18,734,000.00 45.~~71000~~44375% 1000.~~00000000~~000000 4.~~05583324~~838889 0.~~00000000~~000000 ~~0.00000000~~ M9 11/25/05 - 12/26/05 24,979,000.00 5.~~26000~~99375% 1000.~~00000000~~000000 45.~~52944433~~327778 0.~~00000000~~000000 ~~0.00000000~~ B 11/25/05 - 12/26/05 23,730,000.00 56.~~96000~~69375% 1000.~~00000000~~000000 5.~~13222208~~950000 0.~~00000000~~000000 ~~0.00000000~~ X N/A 0.00 0.00000% 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 ~~0.00000000~~ P N/A 100.00 0.00000% 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 ~~0.00000000~~ R N/A 0.00 0.00000% 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000 0.00000000 (5) All classes are per denomination.~~000000

Interest Distribution Factors Statement (continued) ~~Remaining~~Class ~~Ending~~Current Non-Supported Total Remaining Unpaid ~~Certificate/~~Ending Interest ~~Realized~~Interest Interest Interest ~~Notional~~Certificate/ ~~Class~~ Shortfall ~~Losses~~ (61) Shortfall Distribution Shortfall(2) Notional Balance A1 0.~~00000000~~000000 0.~~00000000~~000000 3.~~13668693~~363156 0.~~00000000~~000000 ~~943~~806.~~42153359~~854154 A2 0.~~00000000~~000000 0.~~00000000~~000000 2.~~88006970~~387333 0.~~00000000~~000000 ~~883~~554.~~03194116~~763421 A3 0.~~00000000~~000000 0.~~00000000~~000000 3.~~17750001~~932222 0.~~00000000~~000000 1000.~~00000000~~000000 A4 0.~~00000000~~000000 0.~~00000000~~000000 3.~~11805968~~373114 0.~~00000000~~000000 ~~941~~810.~~53547796~~097394 A5 0.~~00000000~~000000 0.~~00000000~~000000 3.~~15140795~~403274 0.~~00000000~~000000 ~~941~~810.~~53547793~~097394 A6 0.~~00000000~~000000 0.~~00000000~~000000 2.~~80620994~~406735 0.~~00000000~~000000 ~~852~~567.~~48230598~~398022 A7 0.~~00000000~~000000 0.~~00000000~~000000 3.~~16027777~~914444 0.~~00000000~~000000 1000.~~00000000~~000000 A8 0.~~00000000~~000000 0.~~00000000~~000000 3.~~19472220~~950000 0.~~00000000~~000000 1000.~~00000000~~000000 A9 0.~~00000000~~000000 0.~~00000000~~000000 3.~~21194444~~967778 0.~~00000000~~000000 1000.~~00000000~~000000 M1 0.~~00000000~~000000 0.~~00000000~~000000 34.~~34111108~~101111 0.~~00000000~~000000 1000.~~00000000~~000000 M2 0.~~00000000~~000000 0.~~00000000~~000000 34.~~37555552~~136667 0.~~00000000~~000000 1000.~~00000000~~000000 M3 0.~~00000000~~000000 0.~~00000000~~000000 34.~~39277768~~154444 0.~~00000000~~000000 1000.~~00000000~~000000 M4 0.~~00000000~~000000 0.~~00000000~~000000 34.~~51333324~~278889 0.~~00000000~~000000 1000.~~00000000~~000000 M5 0.~~00000000~~000000 0.~~00000000~~000000 34.~~53916661~~305555 0.~~00000000~~000000 1000.~~00000000~~000000 M6 0.~~00000000~~000000 0.~~00000000~~000000 34.~~59944452~~367778 0.~~00000000~~000000 1000.~~00000000~~000000 M7 0.~~00000000~~000000 0.~~00000000~~000000 34.~~92666667~~705556 0.~~00000000~~000000 1000.~~00000000~~000000 M8 0.~~00000000~~000000 0.~~00000000~~000000 4.~~05583324~~838889 0.~~00000000~~000000 1000.~~00000000~~000000 M9 0.~~00000000~~000000 0.~~00000000~~000000 45.~~52944433~~327778 0.~~00000000~~000000 1000.~~00000000~~000000 B 0.~~00000000~~000000 0.~~00000000~~000000 5.~~13222208~~950000 0.~~00000000~~000000 1000.~~00000000~~000000 X 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 P 0.~~00000000~~000000 0.~~00000000~~000000 ~~7852046~~10213951.~~00000000~~900000 0.~~00000000~~000000 1000.~~00000000~~000000 R 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 (61,2) Amount ~~Does~~also ~~Not~~includes ~~Include~~coupon ~~Excess~~cap ~~Special Hazard, Bankruptcy,~~or ~~Fraud~~basis ~~Losses~~risk ~~Unless~~shortfalls,if ~~Otherwise Disclosed~~applicable. ~~Please~~All ~~Refer~~classes toare ~~the~~per ~~Prospectus Supplement for a Full Description~~denomination.

CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 7284,~~137~~912,~~119~~902.3904 ~~Liquidations,~~Reserve ~~Insurance~~Funds ~~Proceeds,~~and ~~Reserve~~Credit ~~Funds~~Enhancements 0.00 Proceeds from Repurchased Loans 0.00 ~~Other Amounts (~~Servicer Advances) ~~368,514~~0.6900 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0(25,127.0046) Prepayment Penalties 0.00 Swap/Cap Payments 0.00 Total Deposits 7284,~~505~~887,~~634~~774.0858 Withdrawals ~~Reimbursement~~Swap ~~for~~Payments ~~Servicer~~0.00 ~~Advances~~Reserve ~~86,469.29~~Funds ~~Payment~~and ofCredit ~~Service~~Enhancements ~~Fee~~0.00 ~~933~~Total Administration Fees 836,~~942~~822.0137 Payment of Interest and Principal 7184,~~485~~050,~~222~~952.7821 Total Withdrawals (Pool Distribution Amount) 7284,~~505~~887,~~634~~774.0858 Ending Balance 0.00 "Please see Additional Reporting Page for information related to SWAP and CAP payments."

~~SERVICING~~ADMINISTRATION FEES Gross Servicing Fee* ~~911~~808,~~660~~708.3258 Class A8 Insurance Premium 4,684.83 Class A9 Insurance Premium 3,680.16 Credit Risk Manger's Fee 2219,~~281~~748.6980 Trustee Fee 0.00 Supported Prepayment/Curtailment Interest Shortfall 0.00 ~~Net~~Total ~~Servicing~~Administration ~~Fee~~Fees ~~933~~836,~~942~~822.0137 *Servicer Payees include: AURORA LOAN SRVCS INC

~~OTHER~~Reserve ~~ACCOUNTS~~Accounts Account Name Beginning Current Withdrawals Current Deposits Ending ~~Account Type~~ Balance ~~Withdrawals Deposits~~ Balance Reserve Fund 1,000.00 09,046.0051 09,046.0051 1,000.00 ~~Financial~~Reserve ~~Guaranty~~Fund 01,000.00 0.00 0.00 01,000.00 OTHER ACCOUNTS Account Name Funds In (A) Funds Out(B) Net Amount(A - B) Financial Guaranty 0.00 0.00 0.00 ~~0.00~~Financial ~~Reserve~~Guaranty ~~Fund 1,000~~0.00 0.00 0.00 ~~1,000.00~~

~~LOAN~~COLLATERAL ~~STATUS STRATIFICATION/CREDIT ENHANCEMENT~~ STATEMENT ~~DELINQUENT~~Collateral ~~BANKRUPTCY~~Description ~~FORECLOSURE~~Fixed ~~REO~~& ~~Total~~Mixed NoARM ofWeighted ~~Loans~~Average NoGross ofCoupon ~~Loans~~7.172207% NoWeighted ofAverage ~~Loans~~Net NoCoupon of6.721760% ~~Loans~~Weighted NoAverage ofPass-Through ~~Loans~~Rate ~~Principal~~6.413026% ~~Balance~~Weighted ~~Principal~~Average ~~Balance~~Remaining ~~Principal~~Term ~~Balance~~344 ~~Principal~~Beginning ~~Balance~~Scheduled ~~Principal~~Collateral ~~Balance~~Loan ~~0-29~~Count ~~Days 24 0 0 24 4~~12,~~199,229.81~~168 ~~0.00~~Number ~~0.00~~Of ~~4,199,229.81~~Loans 30Paid ~~Days~~In ~~245~~Full 2357 0Ending 0Scheduled ~~247~~Collateral ~~43,380,839.82~~Loan ~~301,381.77~~Count ~~0.00 0.00 43~~11,~~682,221.59~~811 60Beginning ~~Days~~Scheduled 44Collateral 0Balance ~~3 0 47 8~~2,~~665~~154,~~639.68 0.00 621~~415,~~595~~053.0767 ~~0.00~~Ending ~~9,287,234.75~~Scheduled 90Collateral ~~Days~~Balance ~~6 0 3 0 9 1~~2,~~229~~083,~~889.54 0.00 1~~407,~~211,999~~267.9420 ~~0.00~~Ending ~~2,441,889.48~~Actual ~~120~~Collateral ~~Days~~Balance 2at 130-Nov-2005 2 ~~0 5 520~~,~~550.00 50~~084,~~400.00 381~~805,~~600~~945.0096 ~~0.00~~Monthly ~~952,550.00~~P&I ~~150~~Constant ~~Days 0 0 0 0 0 0~~14,121,940.0061 ~~0.00~~Special ~~0.00~~Servicing ~~0.00~~Fee 0.00 ~~180+~~Prepayment ~~Days~~Penalty 0Waived 0Amount 1 0 ~~1 0~~.00 ~~0.00~~Prepayment ~~98,000.00~~Penalty ~~0.00~~Waived ~~98,000.00~~Count ~~Totals 297 27 9~~ 0 ~~333~~Prepayment ~~53,796,919.04~~Penalty ~~4,551,011.58~~Paid ~~2,313,195.01~~Amount 0.00 ~~60,661,125.63~~Prepayment NoPenalty ofPaid ~~Loans~~Count ~~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~~Realized ~~0.181529%~~Loss ~~0.000000%~~Amount 025,127.~~000000%~~46 ~~0.181529%~~Cumulative ~~0.176862%~~Realized ~~0.000000%~~Loss 0157,922.~~000000%~~91 ~~0.176862%~~Scheduled 30Principal ~~Days~~ 1,245,348.~~853112%~~26 ~~0.015127%~~Unscheduled ~~0.000000%~~Principal 069,762,438.000000% 1.868240% 1.827101% 0.012694% 0.000000% 0.000000% 1.839794% 60 Days 0.332804% 0.000000% 0.022691% 0.000000% 0.355495% 0.364977% 0.000000% 0.026180% 0.000000% 0.391157% 90 Days 0.045382% 0.000000% 0.022691% 0.000000% 0.068074% 0.051800% 0.000000% 0.051047% 0.000000% 0.102847% 120 Days 0.015127% 0.007564% 0.015127% 0.000000% 0.037819% 0.021924% 0.002123% 0.016072% 0.000000% 0.040119% 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% 0.007564% 0.000000% 0.007564% 0.000000% 0.000000% 0.004128% 0.000000% 0.004128% Totals 2.246426% 0.204221% 0.068074% 0.000000% 2.518720% 2.265802% 0.191678% 0.097426% 0.000000% 2.554907%21

DELINQUENT BANKRUPTCY FORECLOSURE REO Total 1(A) 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 69,112.09 0.00 0.00 69,112.09 30 Days 15 1 0 0 16 888,437.58 241,274.70 0.00 0.00 1,129,712.28 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 15 3 0 0 18 888,437.58 310,386.79 0.00 0.00 1,198,824.37 0-29 Days 0.189394% 0.000000% 0.000000% 0.189394% 0.070292% 0.000000% 0.000000% 0.070292% 30 Days 1.420455% 0.094697% 0.000000% 0.000000% 1.515152% 0.903603% 0.245393% 0.000000% 0.000000% 1.148997% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 1.420455% 0.284091% 0.000000% 0.000000% 1.704545% 0.903603% 0.315685% 0.000000% 0.000000% 1.219289% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 1(B) 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 5 0 0 5 1,068,849.09 0.00 0.00 1,068,849.09 30 Days 53 0 0 0 53 8,660,521.74 0.00 0.00 0.00 8,660,521.74 60 Days 7 0 0 0 7 1,411,541.74 0.00 0.00 0.00 1,411,541.74 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 60 5 0 0 65 10,072,063.48 1,068,849.09 0.00 0.00 11,140,912.57 0-29 Days 0.190621% 0.000000% 0.000000% 0.190621% 0.240293% 0.000000% 0.000000% 0.240293% 30 Days 2.020587% 0.000000% 0.000000% 0.000000% 2.020587% 1.947014% 0.000000% 0.000000% 0.000000% 1.947014% 60 Days 0.266870% 0.000000% 0.000000% 0.000000% 0.266870% 0.317336% 0.000000% 0.000000% 0.000000% 0.317336% 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 2.287457% 0.190621% 0.000000% 0.000000% 2.478079% 2.264349% 0.240293% 0.000000% 0.000000% 2.504643% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 2(A) 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 67,492.27 0.00 0.00 67,492.27 30 Days 8 0 0 0 8 414,549.68 0.00 0.00 0.00 414,549.68 60 Days 2 0 0 0 2 123,947.79 0.00 0.00 0.00 123,947.79 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 10 2 0 0 12 538,497.47 67,492.27 0.00 0.00 605,989.74 0-29 Days 0.206398% 0.000000% 0.000000% 0.206398% 0.070675% 0.000000% 0.000000% 0.070675% 30 Days 0.825593% 0.000000% 0.000000% 0.000000% 0.825593% 0.434097% 0.000000% 0.000000% 0.000000% 0.434097% 60 Days 0.206398% 0.000000% 0.000000% 0.000000% 0.206398% 0.129792% 0.000000% 0.000000% 0.000000% 0.129792% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 1.031992% 0.206398% 0.000000% 0.000000% 1.238390% 0.563889% 0.070675% 0.000000% 0.000000% 0.634563% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 2(B) 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 5 0 0 5 885,631.35 0.00 0.00 885,631.35 30 Days 54 0 0 0 54 8,812,463.20 0.00 0.00 0.00 8,812,463.20 60 Days 15 0 0 0 15 2,682,230.43 0.00 0.00 0.00 2,682,230.43 90 Days 1 0 0 0 1 340,000.00 0.00 0.00 0.00 340,000.00 120 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 70 5 0 0 75 11,834,693.63 885,631.35 0.00 0.00 12,720,324.98 0-29 Days 0.163934% 0.000000% 0.000000% 0.163934% 0.161411% 0.000000% 0.000000% 0.161411% 30 Days 1.770492% 0.000000% 0.000000% 0.000000% 1.770492% 1.606116% 0.000000% 0.000000% 0.000000% 1.606116% 60 Days 0.491803% 0.000000% 0.000000% 0.000000% 0.491803% 0.488850% 0.000000% 0.000000% 0.000000% 0.488850% 90 Days 0.032787% 0.000000% 0.000000% 0.000000% 0.032787% 0.061967% 0.000000% 0.000000% 0.000000% 0.061967% 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 2.295082% 0.163934% 0.000000% 0.000000% 2.459016% 2.156932% 0.161411% 0.000000% 0.000000% 2.318343% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 3(A) 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 50,923.06 0.00 0.00 50,923.06 30 Days 10 1 0 0 11 719,032.26 60,107.07 0.00 0.00 779,139.33 60 Days 2 0 0 0 2 71,589.79 0.00 0.00 0.00 71,589.79 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 12 3 0 0 15 790,622.05 111,030.13 0.00 0.00 901,652.18 0-29 Days 0.211640% 0.000000% 0.000000% 0.211640% 0.051956% 0.000000% 0.000000% 0.051956% 30 Days 1.058201% 0.105820% 0.000000% 0.000000% 1.164021% 0.733617% 0.061326% 0.000000% 0.000000% 0.794943% 60 Days 0.211640% 0.000000% 0.000000% 0.000000% 0.211640% 0.073042% 0.000000% 0.000000% 0.000000% 0.073042% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 1.269841% 0.317460% 0.000000% 0.000000% 1.587302% 0.806658% 0.113282% 0.000000% 0.000000% 0.919941% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 3(B) 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 2 304,964.62 0.00 0.00 304,964.62 30 Days 48 0 0 0 48 8,072,464.77 0.00 0.00 0.00 8,072,464.77 60 Days 10 0 2 0 12 2,217,697.89 0.00 439,900.00 0.00 2,657,597.89 90 Days 2 0 1 0 3 189,879.55 0.00 352,000.00 0.00 541,879.55 120 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 60 2 3 0 65 10,480,042.21 304,964.62 791,900.00 0.00 11,576,906.83 0-29 Days 0.083893% 0.000000% 0.000000% 0.083893% 0.069306% 0.000000% 0.000000% 0.069306% 30 Days 2.013423% 0.000000% 0.000000% 0.000000% 2.013423% 1.834552% 0.000000% 0.000000% 0.000000% 1.834552% 60 Days 0.419463% 0.000000% 0.083893% 0.000000% 0.503356% 0.503995% 0.000000% 0.099972% 0.000000% 0.603967% 90 Days 0.083893% 0.000000% 0.041946% 0.000000% 0.125839% 0.043152% 0.000000% 0.079996% 0.000000% 0.123148% 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 2.516779% 0.083893% 0.125839% 0.000000% 2.726510% 2.381699% 0.069306% 0.179968% 0.000000% 2.630973% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 4(A) 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 1 118,584.75 0.00 0.00 118,584.75 30 Days 15 0 0 0 15 1,888,163.29 0.00 0.00 0.00 1,888,163.29 60 Days 1 0 0 0 1 38,988.82 0.00 0.00 0.00 38,988.82 90 Days 1 0 0 0 1 123,953.31 0.00 0.00 0.00 123,953.31 120 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 1 0 1 0.00 0.00 98,000.00 0.00 98,000.00 Totals 17 1 1 0 19 2,051,105.42 118,584.75 98,000.00 0.00 2,267,690.17 0-29 Days 0.155521% 0.000000% 0.000000% 0.155521% 0.121425% 0.000000% 0.000000% 0.121425% 30 Days 2.332815% 0.000000% 0.000000% 0.000000% 2.332815% 1.933389% 0.000000% 0.000000% 0.000000% 1.933389% 60 Days 0.155521% 0.000000% 0.000000% 0.000000% 0.155521% 0.039923% 0.000000% 0.000000% 0.000000% 0.039923% 90 Days 0.155521% 0.000000% 0.000000% 0.000000% 0.155521% 0.126922% 0.000000% 0.000000% 0.000000% 0.126922% 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% 0.155521% 0.000000% 0.155521% 0.000000% 0.000000% 0.100347% 0.000000% 0.100347% Totals 2.643857% 0.155521% 0.155521% 0.000000% 2.954899% 2.100234% 0.121425% 0.100347% 0.000000% 2.322006% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 4(B) 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 5 0 0 5 1,633,672.58 0.00 0.00 1,633,672.58 30 Days 42 0 0 0 42 13,925,207.30 0.00 0.00 0.00 13,925,207.30 60 Days 7 0 1 0 8 2,119,643.22 0.00 181,695.07 0.00 2,301,338.29 90 Days 2 0 2 0 4 576,056.68 0.00 859,999.94 0.00 1,436,056.62 120 Days 2 1 2 0 5 520,550.00 50,400.00 381,600.00 0.00 952,550.00 150 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 53 6 5 0 64 17,141,457.20 1,684,072.58 1,423,295.01 0.00 20,248,824.79 0-29 Days 0.322373% 0.000000% 0.000000% 0.322373% 0.296335% 0.000000% 0.000000% 0.296335% 30 Days 2.707930% 0.000000% 0.000000% 0.000000% 2.707930% 2.525924% 0.000000% 0.000000% 0.000000% 2.525924% 60 Days 0.451322% 0.000000% 0.064475% 0.000000% 0.515796% 0.384487% 0.000000% 0.032958% 0.000000% 0.417445% 90 Days 0.128949% 0.000000% 0.128949% 0.000000% 0.257898% 0.104492% 0.000000% 0.155997% 0.000000% 0.260489% 120 Days 0.128949% 0.064475% 0.128949% 0.000000% 0.322373% 0.094424% 0.009142% 0.069219% 0.000000% 0.172785% 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 3.417150% 0.386847% 0.322373% 0.000000% 4.126370% 3.109327% 0.305478% 0.258175% 0.000000% 3.672979%

Summary 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. 1(A) 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. 1(B) 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Sep-04 0.000% Original Principal Balance 0.00 Oct-04 0.000% Current Principal Balance 0.00 Nov-04 0.000% Dec-04 0.000% Current REO Total Jan-05 0.000% Loans in REO 0 Feb-05 0.000% Original Principal Balance 0.00 Mar-05 0.000% Current Principal Balance 0.00 Apr-05 0.000% May-05 0.000% Jun-05 0.000% Jul-05 0.000% Aug-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 2(A) 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Sep-04 0.000% Original Principal Balance 0.00 Oct-04 0.000% Current Principal Balance 0.00 Nov-04 0.000% Dec-04 0.000% Current REO Total Jan-05 0.000% Loans in REO 0 Feb-05 0.000% Original Principal Balance 0.00 Mar-05 0.000% Current Principal Balance 0.00 Apr-05 0.000% May-05 0.000% Jun-05 0.000% Jul-05 0.000% Aug-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 2(B) 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Sep-04 0.000% Original Principal Balance 0.00 Oct-04 0.000% Current Principal Balance 0.00 Nov-04 0.000% Dec-04 0.000% Current REO Total Jan-05 0.000% Loans in REO 0 Feb-05 0.000% Original Principal Balance 0.00 Mar-05 0.000% Current Principal Balance 0.00 Apr-05 0.000% May-05 0.000% Jun-05 0.000% Jul-05 0.000% Aug-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 3(A) 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Sep-04 0.000% Original Principal Balance 0.00 Oct-04 0.000% Current Principal Balance 0.00 Nov-04 0.000% Dec-04 0.000% Current REO Total Jan-05 0.000% Loans in REO 0 Feb-05 0.000% Original Principal Balance 0.00 Mar-05 0.000% Current Principal Balance 0.00 Apr-05 0.000% May-05 0.000% Jun-05 0.000% Jul-05 0.000% Aug-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 3(B) 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(A) 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(B) 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.

~~REO~~180+ ~~Loan~~Delinquency ~~Detail~~Summary -Summary ~~All~~1(A) ~~Mortgage~~Days Number of Aggregate Percentage of Number of Aggregate Percentage of Delinquent Loans inOutstanding ~~REO~~Balance(%) ~~during~~Loans ~~Current~~Oustanding ~~Period~~Balance(%) ~~Month~~Balance($) ~~Loan~~Balance($) ~~First~~180 ~~Original~~- ~~Loan~~209 ~~Entered~~22 ~~Payment~~4,704,716.00 ~~LTV~~0.226 at0 ~~Principal~~0.00 ~~Group~~0.000 ~~Number~~210 ~~REO~~- ~~Date~~239 ~~State~~6 ~~Origination~~1,860,208.29 ~~Balance~~0.089 No0 ~~REO~~0.00 ~~loans~~0.000 ~~this~~240 ~~period~~- 269 3 603,000.00 0.029 0 0.00 0.000 330 - 359 1 98,000.00 0.005 0 0.00 0.000 Total 32 7,265,924.29 0.349 0 0.00 0.000

~~REO~~180+ ~~Loan~~Delinquency ~~Detail~~Summary -(continued) ~~All~~1(B) ~~Mortgage~~2(A) Days Number of Aggregate Percentage of Number of Aggregate Percentage of Delinquent Loans inOutstanding ~~REO~~Balance(%) ~~during~~Loans ~~Current~~Oustanding ~~Period~~Balance(%) Balance(~~continued~~$) ~~Current~~Balance($) ~~Paid~~180 ~~Current~~- ~~Approximate~~209 ~~Loan~~6 ~~Principal~~1,260,533.26 To0.325 ~~Months~~1 ~~Loan~~101,963.55 ~~Delinquent~~0.114 ~~Group~~210 ~~Number~~- ~~Balance~~239 ~~Date~~0 ~~Delinquent~~0.00 ~~Rate~~0.000 ~~Interest~~0 No0.00 ~~REO~~0.000 ~~loans~~240 ~~this~~- ~~period~~269 0 0.00 0.000 0 0.00 0.000 330 - 359 0 0.00 0.000 0 0.00 0.000 Total 6 1,260,533.26 0.325 1 101,963.55 0.114

~~Summary~~180+ 12Delinquency ~~Month~~Summary Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 9 Sep-04 0.000% Original Principal Balance 2,313,400.00 Oct-04 0.000% Current Principal Balance 2,313,195.01 Nov-04 0.000% Dec-04 0.000% Current Foreclosure Total Jan-05 0.000% Loans in Foreclosure 9 Feb-05 0.000% Original Principal Balance 2,313,400.00 Mar-05 0.000% Current Principal Balance 2,313,195.01 Apr-05 0.000% May-05 0.000% Jun-05 0.000% Jul-05 0.000% Aug-05 0.097% *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(Acontinued) 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 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 Foreclosure Total Jan-05 0.000% Loans in Foreclosure 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. 12(B) 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 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 Foreclosure Total Jan-05 0.000% Loans in Foreclosure 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. 23(A) 12Days ~~Month~~Number ~~Foreclosure~~of History*Aggregate ~~New~~Percentage ~~Foreclosure~~of ~~Loans~~Number ~~Month~~of ~~Foreclosure~~Aggregate Percentage ~~Loans~~of inDelinquent ~~Foreclosure 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 Foreclosure Total Jan-05 0.000%~~ Loans inOutstanding ~~Foreclosure 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(B%) ~~12 Month Foreclosure History* New Foreclosure~~ Loans ~~Month~~Oustanding ~~Foreclosure Percentage Loans in Foreclosure 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 Foreclosure Total Jan-05 0.000% Loans in Foreclosure 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(A$) ~~12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 Sep-04 0.000% Original Principal~~ Balance 0.00 Oct-04 0.000% Current Principal Balance 0.00 Nov-04 0.000% Dec-04 0.000% Current Foreclosure Total Jan-05 0.000% Loans in Foreclosure 0 Feb-05 0.000% Original Principal Balance 0.00 Mar-05 0.000% Current Principal Balance 0.00 Apr-05 0.000% May-05 0.000% Jun-05 0.000% Jul-05 0.000% Aug-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 3(B$) 12180 ~~Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 3 Sep~~-04 ~~0.000%~~209 ~~Original~~7 ~~Principal Balance 791~~1,~~900~~361,343.0070 ~~Oct-04~~ 0.~~000%~~290 ~~Current~~2 ~~Principal Balance 791~~55,~~900~~778.0018 ~~Nov-04~~ 0.~~000%~~062 ~~Dec-04~~210 ~~0.000% Current Foreclosure Total Jan~~-05 ~~0.000%~~239 ~~Loans~~1 ~~in Foreclosure 3 Feb-05 0.000% Original Principal Balance 791~~340,~~900.00 Mar-05 0.~~000~~% Current Principal Balance 791,900~~.00 ~~Apr-05~~ 0.~~000%~~072 ~~May-05~~ 0~~.000%~~ ~~Jun-05~~ 0.~~000%~~00 ~~Jul-05~~ 0.000% ~~Aug-05~~240 0.180% *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(A) 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 1 Sep-04 269 0~~.000%~~ ~~Original Principal Balance 98,000.00 Oct-04~~ 0.~~000% Current Principal Balance 98,000.~~00 ~~Nov-04~~ 0.000% ~~Dec-04~~ 0~~.000%~~ ~~Current Foreclosure Total Jan-05~~ 0.~~000% Loans in Foreclosure 1 Feb-05 0.000% Original Principal Balance 98,000.~~00 ~~Mar-05~~ 0.000% ~~Current~~330 ~~Principal Balance 98,000.00 Apr~~-05 ~~0.000%~~359 ~~May-05~~ 0~~.000%~~ ~~Jun-05~~ 0.~~000%~~00 ~~Jul-05~~ 0.000% ~~Aug-05~~ 0~~.100%~~ *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(B) 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 5 Sep-04 0.~~000% Original Principal Balance 1,423,500.~~00 ~~Oct-04~~ 0.000% ~~Current Principal Balance 1,423,295.01 Nov-04 0.000% Dec-04 0.000% Current Foreclosure~~ Total ~~Jan-05~~8 ~~0.000% Loans in Foreclosure 5 Feb-05 0.000% Original Principal Balance~~ 1,~~423~~701,~~500~~343.0070 ~~Mar-05~~ 0.~~000%~~362 ~~Current~~2 ~~Principal Balance 1~~55,~~423,295~~778.0118 ~~Apr-05~~ 0.000% May-05 0.000% Jun-05 0.000% Jul-05 0.000% Aug-05 0.258% *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.062

~~Foreclosure~~180+ ~~Loan~~Delinquency ~~Detail~~Summary -(continued) ~~All~~3(B) ~~Mortgage~~4(A) ~~Loans~~Days inNumber ~~Foreclosure~~of ~~during~~Aggregate ~~Current~~Percentage ~~Period~~of ~~Month~~Number ~~Loan~~of ~~First~~Aggregate ~~Original~~Percentage ~~Loan~~of ~~Entered~~Delinquent ~~Payment~~Loans ~~LTV~~Outstanding atBalance(%) ~~Principal~~Loans ~~Group~~Oustanding ~~Number FC Date State Origination~~ Balance(%) 3Balance(B$) ~~0018835439 Aug-2005 01-Mar-2005 IL 80.00 252,000.00 3~~Balance(B$) ~~0030335202~~180 ~~Aug~~-~~2005~~ ~~01-Apr-2005~~209 GA3 79892,412.9931 ~~187,900~~0.00231 ~~3(B)~~0 ~~0115219032 Aug-2005 01-Apr-2005 FL 80~~0.00 ~~352,000~~0.00000 ~~4(A)~~210 ~~0114206436 Aug~~-~~2005~~ ~~01-Dec-2004~~239 CA1 2087,811.0032 ~~98,000~~0.00023 ~~4(B)~~0 ~~0115198988 Aug-2005 01-Mar-2005 TX 80~~0.00 ~~124,000~~0.00000 ~~4(B)~~240 ~~0115202822 Aug~~-~~2005~~ ~~01-Mar-2005~~269 NC0 850.00 ~~181,900~~0.00000 ~~4(B)~~0 ~~0115205601 Aug-2005 01-Mar-2005 TX 80~~0.00 ~~257,600~~0.00000 ~~4(B)~~330 ~~0115212029 Aug~~-~~2005~~ ~~01-Mar-2005~~359 CA0 800.00 ~~364~~0.000 1 98,000.00 ~~4(B)~~0.107 ~~0115570194~~Total ~~Aug-2005~~4 ~~01-Mar-2005~~980,223.63 ~~IL 80~~0.00254 ~~496~~1 98,000.00 0.107

~~Foreclosure~~180+ ~~Loan~~Delinquency ~~Detail~~Summary ~~- All Mortgage Loans in Foreclosure during Current Period~~ (continued) ~~Current~~4(B) ~~Paid~~Days ~~Current~~Number ~~Approximate~~of ~~Loan~~Aggregate ~~Principal~~Percentage Toof ~~Months Loan~~ Delinquent ~~Group~~Loans ~~Number~~Outstanding Balance(%) ~~Date~~Balance($) ~~Delinquent~~180 ~~Rate~~- ~~Interest~~209 3~~(B)~~ ~~0018835439 252~~1,~~000~~032,685.00 ~~01-Apr-2005~~0.215 2210 ~~5.875%~~- 239 4 1,~~515~~432,396.0097 ~~3(B) 0030335202 187,900~~0.00298 01240 -~~Apr-2005~~ 2269 ~~6.875%~~ 3~~,992.88~~ ~~3(B) 0115219032 352~~603,000.00 ~~01-Mar-2005 3 7~~0.~~135%~~125 ~~7,767.88~~330 ~~4(A)~~- ~~0114206436~~359 ~~98,000~~0 0.00 ~~01-Nov-2004~~0.000 7Total 10~~.250%~~ 3,~~175.75 4(B) 0115198988 124~~068,~~000~~081.0097 ~~01-Feb-2005 4 7~~0.~~750%~~638 ~~2,988.66~~This ~~4(B)~~report ~~0115202822~~includes ~~181,695.07~~all ~~01-Apr-2005~~loans 2greater ~~8.870%~~than ~~5,064.20~~180 ~~4(B)~~days ~~0115205601~~delinquent ~~257,600.00~~regardless ~~01-Feb-2005~~of 4status ~~6.495% 5,130.09 4~~(~~B) 0115212029 363~~REO,~~999.94~~ ~~01-Mar-2005 3 6.990% 7~~Foreclosure,~~874.52~~ ~~4(B~~Bankruptcy) ~~0115570194 496,000~~.~~00 01-Mar-2005 3 8.000% 12,400.00~~

REO Detail - All Mortgage Loans in REO during Current Period

~~COLLATERAL~~Summary ~~STATEMENT~~12 ~~Collateral~~Month ~~Description~~REO ~~Fixed~~History* &New ~~Mixed~~REO ~~ARM~~Loans ~~Weighted~~Month ~~Average~~REO ~~Gross~~Percentage ~~Coupon~~Loans 7in REO 5 Jan-05 0.~~200283~~000% ~~Weighted~~Original ~~Average~~Principal ~~Net~~Balance ~~Coupon~~754,760.00 6Feb-05 0.~~750216~~000% ~~Weighted~~Current ~~Average~~Principal ~~Pass~~Balance 754,372.22 Mar-~~Through~~05 ~~Rate~~0.000% 6Apr-05 0.~~441627~~000% ~~Weighted~~Current ~~Average~~REO ~~Maturity~~Total May-05 0.000% Loans in REO 9 Jun-05 0.000% Original Principal Balance 1,492,810.00 Jul-05 0.000% Current Principal Balance 1,492,172.94 Aug-05 0.000% Sep-05 0.000% Oct-05 0.012% Nov-05 0.034% Dec-05 0.072% *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(~~Stepdown~~A) ~~Calculation~~12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Jan-05 0.000% Original Principal Balance 0.00 Feb-05 0.000% Current Principal Balance 0.00 Mar-05 0.000% Apr-05 0.000% Current REO Total May-05 0.000% Loans in REO 0 Jun-05 0.000% Original Principal Balance 0.00 Jul-05 0.000% Current Principal Balance 0.00 Aug-05 0.000% Sep-05 0.000% Oct-05 0.000% Nov-05 0.000% Dec-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 1(B) ~~349~~12 ~~Beginning~~Month ~~Scheduled~~REO ~~Collateral~~History* ~~Loan~~New ~~Count~~REO ~~13,499~~Loans ~~Number~~Month OfREO Percentage Loans ~~Paid~~in InREO ~~Full~~3 ~~278~~Jan-05 ~~Ending~~0.000% ~~Scheduled~~Original ~~Collateral~~Principal ~~Loan~~Balance ~~Count~~290,600.00 13Feb-05 0.000% Current Principal Balance 290,~~221~~354.12 ~~Beginning~~Mar-05 ~~Scheduled~~0.000% ~~Collateral~~Apr-05 0.000% Current REO Total May-05 0.000% Loans in REO 6 Jun-05 0.000% Original Principal Balance 2771,~~430~~050.00 Jul-05 0.000% Current Principal Balance 770,~~730,255~~554.7184 ~~Ending~~Aug-05 ~~Scheduled~~0.000% ~~Collateral~~Sep-05 0.000% Oct-05 0.000% Nov-05 0.119% Dec-05 0.199% *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(A) 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Jan-05 0.000% Original Principal Balance 0.00 Feb-05 0.000% Current Principal Balance 0.00 Mar-05 0.000% Apr-05 0.000% Current REO Total May-05 0.000% Loans in REO 0 Jun-05 0.000% Original Principal Balance 0.00 Jul-05 0.000% Current Principal Balance 0.00 Aug-05 0.000% Sep-05 0.000% Oct-05 0.000% Nov-05 0.000% Dec-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 2~~,372,987,163~~(B) 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Jan-05 0.39000% ~~Ending~~Original ~~Actual~~Principal ~~Collateral~~Balance 0.00 Feb-05 0.000% Current Principal Balance 0.00 Mar-05 0.000% Apr-05 0.000% Current REO Total May-05 0.000% Loans in REO 0 Jun-05 0.000% Original Principal Balance 0.00 Jul-05 0.000% Current Principal Balance 0.00 Aug-05 0.000% Sep-05 0.000% Oct-05 0.000% Nov-05 0.000% Dec-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at 29www.ctslink.com. 3(A) 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Jan-05 0.000% Original Principal Balance 0.00 Feb-05 0.000% Current Principal Balance 0.00 Mar-05 0.000% Apr-05 0.000% Current REO Total May-05 0.000% Loans in REO 0 Jun-05 0.000% Original Principal Balance 0.00 Jul-~~2005~~05 20.000% Current Principal Balance 0.00 Aug-05 0.000% Sep-05 0.000% Oct-05 0.000% Nov-05 0.000% Dec-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 3(B) 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 1 Jan-05 0.000% Original Principal Balance 100,~~374~~160.00 Feb-05 0.000% Current Principal Balance 100,~~299~~018.16 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 100,~~053~~160.9200 ~~Monthly~~Jul-05 ~~P&I~~0.000% ~~Constant~~Current 15Principal Balance 100,~~934,727~~018.0416 ~~Special~~Aug-05 ~~Servicing~~0.000% ~~Fee~~Sep-05 0.000% Oct-05 0.000% Nov-05 0.000% Dec-05 0.026% *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(A) 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Jan-05 0.000% Original Principal Balance 0.00 ~~Prepayment~~Feb-05 ~~Penalties~~0.000% Current Principal Balance 0.00 ~~Realized~~Mar-05 ~~Loss~~0.000% ~~Amount~~Apr-05 0.000% Current REO Total May-05 0.000% Loans in REO 0 Jun-05 0.000% Original Principal Balance 0.00 ~~Cumulative~~Jul-05 ~~Realized~~0.000% ~~Loss~~Current Principal Balance 0.00 Aug-05 0.000% Sep-05 0.000% Oct-05 0.000% Nov-05 0.000% Dec-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 4(B) 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 1 Jan-05 0.000% Original Principal Balance 364,~~868~~000.4300 ~~Scheduled~~Feb-05 0.000% Current Principal 1Balance 363,~~349~~999.94 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 621,~~771~~600.7400 ~~Unscheduled~~Jul-05 0.000% Current Principal 56Balance 621,~~393,320~~599.5894 Aug-05 0.000% Sep-05 0.000% Oct-05 0.050% Nov-05 0.052% Dec-05 0.129% *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.

~~Miscellaneous~~REO ~~Reporting~~Loan ~~Class~~Detail A8- ~~Insurance~~All ~~Premium~~Mortgage 4Loans in REO during Current Period Month Loan First Original Loan Entered Payment LTV at Principal Group Number REO Date State Origination Balance 1(B) 0115674400 Dec-2005 01-May-2005 MI 80.00 137,~~538~~600.4300 ~~Class~~1(B) A90115714784 ~~Insurance~~Nov-2005 ~~Premium~~01-Apr-2005 ~~3565~~MI 90.1600 ~~Delinquency~~333,000.00 ~~Event~~1(B) NO0115714792 ~~Monthly~~Nov-2005 ~~Excess~~01-May-2005 ~~Cash~~MI ~~Flow~~80.00 575,~~099,130~~200.7200 ~~SWAP~~1(B) ~~Payment~~0115715005 InDec-2005 001-May-2005 MI 85.00 ~~SWAP~~76,500.00 ~~Payment~~1(B) ~~Out~~0115715187 59Nov-2005 01-May-2005 MI 85.00 72,~~742~~250.8400 ~~Libor~~1(B) ~~3.46~~0115723413 ~~Overcollateralization~~Dec-2005 ~~Amount~~01-May-2005 12MO 85.00 76,~~489,627~~500.00 ~~Cumulative~~3(B) ~~Loss~~0115220170 ~~Trigger~~Dec-2005 ~~Event~~01-Apr-2005 NOTX ~~Overcollateralization~~80.00 ~~Deficiency 0~~100,160.00 ~~Targeted~~4(B) ~~Overcollateralization~~0115205601 ~~Amount~~Oct-2005 1201-Mar-2005 TX 80.00 257,~~489,627~~600.00 ~~Stepdown~~4(B) ~~Date~~0115212029 NODec-2005 ~~Trigger~~01-Mar-2005 ~~Event~~CA NO80.00 364,000.00

~~Group~~REO ~~Level~~Loan ~~Collateral~~Detail ~~Statement~~- ~~Group~~All ~~1(A)~~Mortgage ~~1(B)~~Loans ~~2(A)~~in ~~Collateral~~REO ~~Description~~during ~~Mixed~~Current ~~Fixed~~Period ~~Mixed~~(continued) ~~ARM~~Current ~~Mixed~~Paid ~~Fixed~~Current ~~Weighted~~Approximate ~~Average Coupon Rate 7.913049 7.043146 7.716233 Weighted Average Net Rate 7.464517 6.605403 7.266982 Weighted Average Maturity 346 346 349 Beginning~~ Loan ~~Count~~Principal ~~1,067~~To ~~2,681~~Months ~~980 Loans Paid In Full 11 58 11 Ending~~ Loan ~~Count~~Delinquent ~~1,056~~Group ~~2,623~~Number ~~969 Beginning Scheduled~~ Balance ~~99,353,630.64 455,532,209.78 96,244,806.74 Ending Scheduled Balance 98,251,851.73 444,526,747.41 95,424,825.36 Record~~ Date ~~07/29/2005~~Delinquent ~~07/29/2005~~Rate ~~07/29/2005 Principal And~~ Interest ~~Constant~~1(B) ~~738,176.24~~0115674400 2137,~~963,518~~524.7067 ~~705,516.78~~01-May-2005 ~~Scheduled~~5 ~~Principal 83,017~~8.76990% ~~289~~6,~~868~~799.7749 ~~86,644.02 Unscheduled Principal~~ 1~~,018,761.15~~(B) ~~10,715,593.60~~0115714784 ~~733~~332,~~337~~789.3681 ~~Scheduled~~01-Apr-2005 ~~Interest~~6 ~~655,158~~8.48300% 217,~~673,649~~264.9362 ~~618,872.76~~1(B) ~~Servicing~~0115714792 ~~Fees 37~~75,~~136~~200.~~06 166,171.90 36,031.70 Master Servicing Fees 0.~~00 ~~0.00~~01-Apr-2005 ~~0.00~~6 ~~Trustee Fee 0~~6.00615% 03,055.0071 ~~0.00~~1(B) ~~FRY~~0115715005 ~~Amount 0~~76,446.0098 ~~0.00~~01-May-2005 ~~0.00~~5 ~~Special Hazard Fee 0~~7.00900% 03,293.0007 ~~0.00~~1(B) ~~Other~~0115715187 ~~Fee 23~~72,~~847~~210.9491 ~~119,407.53~~01-May-2005 ~~21,121.04~~5 ~~Pool Insurance Fee 0~~9.00150% 03,637.0073 ~~0.00 Spread~~ 1(B) ~~0.00~~0115723413 076,382.0047 ~~0.00~~01-Jul-2005 ~~Spread~~3 ~~2 0~~9.00350% 02,813.0064 ~~0.00 Spread~~ 3(B) ~~0.00~~0115220170 0100,018.0016 ~~0.00~~01-May-2005 ~~Net~~5 ~~Interest 594,174~~7.48750% 24,~~388,070~~220.5032 ~~561,720.02~~4(B) ~~Realized~~0115205601 ~~Loss Amount 0~~257,600.00 ~~0.00~~01-Feb-2005 ~~0.00~~8 ~~Cumulative Realized Loss 0~~6.00495% 010,242.0023 ~~0.00~~4(B) ~~Percentage~~0115212029 ~~of Cumulative Losses 0~~363,999.~~0000~~94 ~~0.0000 0.0000 Prepayment Penalties 0.00 0.00 0.00 Special Servicing Fee 0.00 0.00 0.00 Pass~~01-~~Through~~Mar-2005 ~~Rate~~ 7~~.176480~~ 6.~~290850~~990% 715,749.~~003640~~04

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

~~Group~~Summary ~~Level~~12 ~~Collateral~~Month ~~Statement~~Foreclosure ~~Group~~History* ~~2(B)~~New ~~3(A)~~Foreclosure ~~3(B)~~Loans ~~Collateral~~Month ~~Description~~Foreclosure ~~Mixed~~Percentage ~~ARM~~Loans ~~Mixed~~in ~~Fixed~~Foreclosure ~~Mixed~~51 ~~ARM~~Jan-05 ~~Weighted~~0.000% ~~Average~~Original ~~Coupon~~Principal ~~Rate~~Balance 710,544,127.~~294144~~00 ~~7.691320~~Feb-05 70.~~083794~~000% ~~Weighted~~Current ~~Average~~Principal ~~Net~~Balance ~~Rate~~10,528,757.28 6Mar-05 0.~~843044~~000% 7Apr-05 0.~~243452~~000% 6Current Foreclosure Total May-05 0.~~631064~~000% ~~Weighted~~Loans ~~Average~~in ~~Maturity~~Foreclosure ~~349~~148 ~~347~~Jun-05 ~~347~~0.000% ~~Beginning~~Original ~~Loan~~Principal ~~Count~~Balance 332,~~122~~257,136.00 ~~962~~Jul-05 20.000% Current Principal Balance 32,~~442~~221,911.96 Aug-05 0.097% Sep-05 0.171% Oct-05 0.496% Nov-05 1.229% Dec-05 1.546% *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(A) 12 Month Foreclosure History* New Foreclosure Loans ~~Paid~~Month InForeclosure ~~Full~~Percentage 72Loans 17in 58Foreclosure ~~Ending~~1 ~~Loan~~Jan-05 ~~Count~~0.000% 3Original Principal Balance 152,~~050~~000.00 ~~945~~Feb-05 20.000% Current Principal Balance 151,~~384~~285.14 ~~Beginning~~Mar-05 ~~Scheduled~~0.000% Apr-05 0.000% Current Foreclosure Total May-05 0.000% Loans in Foreclosure 1 Jun-05 0.000% Original Principal Balance ~~562~~152,~~933,726~~000.00 Jul-05 990.000% Current Principal Balance 151,~~370,528~~285.5014 ~~450~~Aug-05 0.000% Sep-05 0.000% Oct-05 0.000% Nov-05 0.000% Dec-05 0.168% *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(B) 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 8 Jan-05 0.000% Original Principal Balance 1,~~952~~256,~~531~~400.8200 ~~Ending~~Feb-05 ~~scheduled~~0.000% Current Principal Balance ~~548~~1,~~437~~254,~~740~~307.1511 97Mar-05 0.000% Apr-05 0.000% Current Foreclosure Total May-05 0.000% Loans in Foreclosure 32 Jun-05 0.000% Original Principal Balance 5,~~931~~586,~~466~~507.2700 ~~439~~Jul-05 0.000% Current Principal Balance 5,~~769~~580,~~822~~720.7658 ~~Record~~Aug-05 ~~Date~~0.000% ~~07/29/2005~~Sep-05 ~~07/29/2005~~0.008% ~~07/29/2005~~Oct-05 0.304% Nov-05 1.192% Dec-05 1.438% *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(A) 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 Jan-05 0.000% Original Principal ~~And~~Balance ~~Interest~~0.00 ~~Constant~~Feb-05 ~~3,657,469~~0.07000% ~~726,437~~Current Principal Balance 0.1300 Mar-05 0.000% Apr-05 0.000% Current Foreclosure Total May-05 0.000% Loans in Foreclosure 2~~,924,470~~ Jun-05 0.79000% ~~Scheduled~~Original Principal ~~235~~Balance 95,~~702~~700.5900 ~~89,528~~Jul-05 0.35000% ~~262~~Current Principal Balance 95,~~424~~513.95 ~~Unscheduled~~Aug-05 0.000% Sep-05 0.000% Oct-05 0.000% Nov-05 0.105% Dec-05 0.107% *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(B) 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 17 Jan-05 0.000% Original Principal 14Balance 3,~~260~~121,~~283~~205.3100 ~~1,349,533~~Feb-05 0.88000% 10Current Principal Balance 3,~~920~~117,~~284~~980.1146 ~~Scheduled~~Mar-05 ~~Interest~~0.000% 3Apr-05 0.000% Current Foreclosure Total May-05 0.000% Loans in Foreclosure 42 Jun-05 0.000% Original Principal Balance 8,~~421~~708,~~766~~705.4800 ~~636,908~~Jul-05 0.78000% 2Current Principal Balance 8,~~662~~700,~~045~~310.8479 ~~Servicing~~Aug-05 ~~Fees~~0.000% ~~211,616~~Sep-05 0.17060% ~~37,087~~Oct-05 0.42430% ~~170,133~~Nov-05 1.29247% ~~Master~~Dec-05 ~~Servicing~~1.851% ~~Fees~~*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(A) 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 4 Jan-05 0.000% Original Principal Balance 208,600.00 Feb-05 0.00000% Current Principal Balance 208,329.14 Mar-05 0.00000% ~~Trustee~~Apr-05 ~~Fee~~0.000% Current Foreclosure Total May-05 0.00000% Loans in Foreclosure 6 Jun-05 0.000% Original Principal Balance 404,100.00 Jul-05 0.00000% ~~FRY~~Current ~~Amount~~Principal Balance 403,674.25 Aug-05 0.00000% Sep-05 0.00085% Oct-05 0.00000% ~~Special~~Nov-05 ~~Hazard~~0.212% ~~Fee~~Dec-05 0.00449% *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(B) 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 13 Jan-05 0.000% Original Principal Balance 2,816,672.00 Feb-05 0.00000% ~~Other~~Current ~~Fee~~Principal ~~149~~Balance 2,~~632~~811,817.7356 ~~23,961~~Mar-05 0.60000% ~~118,252~~Apr-05 0.72000% ~~Pool~~Current ~~Insurance~~Foreclosure ~~Fee~~Total May-05 0.00000% Loans in Foreclosure 35 Jun-05 0.000% Original Principal Balance 6,878,447.00 Jul-05 0.00000% ~~Spread~~Current 1Principal Balance 6,870,359.91 Aug-05 0.00180% Sep-05 0.00248% Oct-05 0.00451% ~~Spread~~Nov-05 21.255% 0Dec-05 1.00780% *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(A) 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 3 Jan-05 0.000% Original Principal Balance 948,000.00 Feb-05 0.00000% ~~Spread~~Current 3Principal Balance 945,839.59 Mar-05 0.00000% Apr-05 0.00000% Current Foreclosure Total May-05 0.00000% ~~Net~~Loans ~~Interest~~in 3Foreclosure 5 Jun-05 0.000% Original Principal Balance 1,~~060~~135,~~517~~000.5800 ~~575,859~~Jul-05 0.76000% 2Current Principal Balance 1,~~373~~132,659.8300 ~~Realized~~Aug-05 ~~Loss~~0.100% ~~Amount~~Sep-05 0.00143% Oct-05 0.00692% Nov-05 0.00566% ~~Cumulative~~Dec-05 ~~Realized~~1.239% ~~Loss~~*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(B) 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 5 Jan-05 0.00000% 1Original Principal Balance 2,~~868~~041,250.4300 Feb-05 0.00000% ~~Percentage~~Current ofPrincipal ~~Cumulative~~Balance ~~Losses~~2,039,198.28 Mar-05 0.~~0000~~000% Apr-05 0.~~0018~~000% Current Foreclosure Total May-05 0.~~0000~~000% ~~Prepayment~~Loans ~~Penalties~~in Foreclosure 25 Jun-05 0.00000% 0Original Principal Balance 9,296,677.00 Jul-05 0.00000% ~~Special~~Current ~~Servicing~~Principal ~~Fee~~Balance 9,287,388.34 Aug-05 0.00258% Sep-05 0.00431% Oct-05 0.00987% ~~Pass~~Nov-~~Through~~05 ~~Rate~~1.964% 6Dec-05 1.~~524074~~933% 6*The text reported in the above table is presented graphically on the monthly bond remittance report.~~954091~~ 6The monthly bond remittance report can be viewed online at www.~~316389~~ctslink.com.

~~Group~~Foreclosure ~~Level~~Loan ~~Collateral~~Detail ~~Statement~~- All Mortgage Loans in Foreclosure during Current Period Month Loan First Original Loan Entered Payment LTV at Principal Group 4Number FC Date State Origination Balance 1(A) 40115698672 Dec-2005 01-Apr-2005 CA 63.33 152,000.00 1(B) ~~Total~~0114595622 ~~Collateral~~Sep-2005 ~~Description~~01-Feb-2005 ~~Mixed~~IL ~~Fixed~~75.00 ~~Mixed~~33,750.00 ~~ARM~~1(B) ~~Fixed~~0115198277 &Dec-2005 ~~Mixed~~01-Mar-2005 ~~ARM~~FL ~~Weighted~~80.00 ~~Average~~116,000.00 ~~Coupon~~1(B) ~~Rate~~0115210049 7Nov-2005 01-Mar-2005 WY 80.~~891388~~00 6134,400.~~906598~~00 71(B) 0115661159 Nov-2005 01-May-2005 IL 80.~~200283~~00 ~~Weighted~~108,000.00 ~~Average~~1(B) ~~Net~~0115661522 ~~Rate~~Nov-2005 701-Apr-2005 IL 95.~~444531~~00 6232,750.~~448420~~00 61(B) 0115661530 Nov-2005 01-May-2005 IL 80.~~750216~~00 ~~Weighted~~212,000.00 ~~Average~~1(B) ~~Maturity~~0115661621 ~~347~~Nov-2005 01-May-2005 IL 70.00 ~~347~~32,900.00 ~~349~~1(B) 0115672396 Nov-2005 01-May-2005 TX 90.00 ~~Record~~215,100.00 ~~Date~~1(B) ~~07/29/~~0115672453 Nov-2005 ~~07/29/~~01-May-2005 ~~07/29/~~TX 80.00 259,120.00 1(B) 0115674038 Dec-2005 ~~Principal~~01-May-2005 ~~And~~CO ~~Interest~~80.00 ~~Constant~~218,000.00 ~~729~~1(B) 0115675480 Dec-2005 01-May-2005 MI 90.00 73,~~258~~800.3500 31(B) 0115684805 Nov-2005 01-May-2005 TX 90.00 225,~~489~~000.00 1(B) 0115686115 Dec-2005 01-Apr-2005 NY 65.12 280,~~879~~000.9800 151(B) 0115686701 Dec-2005 01-May-2005 NY 80.00 288,~~934~~400.00 1(B) 0115690240 Nov-2005 01-May-2005 CA 80.00 219,~~727~~200.0400 ~~Beginning~~1(B) ~~Loan~~0115691263 ~~Count~~Dec-2005 ~~655~~01-May-2005 NY 23.64 65,000.00 1(B) 0115692089 Nov-2005 01-May-2005 NY 90.00 333,~~590~~000.00 131(B) 0115693442 Oct-2005 01-May-2005 OH 85.00 102,~~499~~000.00 ~~Loans~~1(B) ~~Paid~~0115693871 InNov-2005 ~~Full~~01-May-2005 12MN 3995.00 ~~278~~155,800.00 ~~Ending~~1(B) ~~Loan~~0115693897 ~~Count~~Oct-2005 ~~643~~01-May-2005 MN 90.00 172,800.00 1(B) 0115694242 Nov-2005 01-May-2005 MN 78.87 132,~~551~~500.00 131(B) 0115695140 Nov-2005 01-Apr-2005 MN 95.00 172,~~221~~567.00 ~~Beginning~~1(B) ~~Scheduled~~0115695439 ~~Balance~~Oct-2005 01-May-2005 MN 100.00 270,000.00 1(B) 0115695561 Nov-2005 01-May-2005 MN 85.00 202,300.00 1(B) 0115696635 Nov-2005 01-May-2005 MN 85.00 157,250.00 1(B) 0115696643 Oct-2005 01-May-2005 MN 80.00 214,400.00 1(B) 0115696882 Nov-2005 01-May-2005 MN 80.00 137,600.00 1(B) 0115704033 Dec-2005 01-May-2005 IL 80.00 148,000.00 1(B) 0115704504 Nov-2005 01-May-2005 IL 80.00 303,920.00 1(B) 0115705790 Nov-2005 01-May-2005 IL 85.00 131,750.00 1(B) 0115715781 Dec-2005 01-May-2005 MI 80.00 67,200.00 1(B) 0115719437 Nov-2005 01-May-2005 UT 80.00 172,000.00 2(A) 0115214173 Nov-2005 01-Mar-2005 CO 20.00 35,800.00 2(A) 0115500738 Nov-2005 01-Mar-2005 CT 20.00 59,900.00 2(B) 0030291769 Dec-2005 01-Apr-2005 CA 80.00 244,000.00 2(B) 0030466486 Nov-2005 01-May-2005 NV 79.99 264,~~210~~000.00 2(B) 0035222017 Oct-2005 01-Jun-2005 IL 80.00 183,~~538~~200.1200 ~~567~~2(B) 0115367583 Oct-2005 01-Apr-2005 NY 80.00 360,~~132~~000.00 2(B) 0115371759 Nov-2005 01-Apr-2005 MN 90.00 224,~~284~~100.0600 2(B) 0115572133 Dec-2005 01-Mar-2005 MO 80.00 91,~~430~~200.00 2(B) 0115577587 Nov-2005 01-Apr-2005 FL 75.00 146,~~730~~250.00 2(B) 0115658254 Dec-2005 01-Apr-2005 MD 80.00 224,~~255~~000.7100 ~~Ending~~2(B) ~~Scheduled~~0115658692 ~~Balance~~Dec-2005 9701-May-2005 VA 80.00 256,~~589~~000.00 2(B) 0115661977 Dec-2005 01-May-2005 IL 90.00 139,~~130~~500.4100 ~~551~~2(B) 0115663957 Nov-2005 01-May-2005 CA 85.00 340,~~055~~000.00 2(B) 0115665945 Nov-2005 01-Apr-2005 PA 85.00 51,~~579~~000.3000 2(B) 0115668519 Dec-2005 01-May-2005 NV 80.00 236,~~372~~000.00 2(B) 0115673147 Dec-2005 01-May-2005 TX 85.00 143,~~987~~225.00 2(B) 0115674582 Dec-2005 01-May-2005 MI 90.00 145,~~163~~800.3900 ~~Scheduled~~2(B) ~~Principal~~0115674772 76Nov-2005 01-Apr-2005 MI 90.00 61,~~834~~200.2800 2(B) 0115678823 Nov-2005 01-Jun-2005 NV 90.00 225,~~751~~000.0200 12(B) 0115683856 Nov-2005 01-May-2005 TX 80.00 44,~~349~~000.00 2(B) 0115684797 Dec-2005 01-May-2005 TX 95.00 209,~~771~~000.00 2(B) 0115686883 Nov-2005 01-May-2005 NY 90.00 324,000.00 2(B) 0115689929 Nov-2005 01-Apr-2005 CA 95.00 339,150.00 2(B) 0115692063 Oct-2005 01-May-2005 NY 80.00 280,000.00 2(B) 0115693269 Nov-2005 01-May-2005 WI 100.00 119,000.00 2(B) 0115694945 Dec-2005 01-Apr-2005 MN 90.00 199,800.00 2(B) 0115695637 Nov-2005 01-May-2005 MN 90.00 162,000.00 2(B) 0115695900 Oct-2005 01-May-2005 MN 100.00 335,000.00 2(B) 0115696528 Oct-2005 01-May-2005 MN 80.00 148,000.00 2(B) 0115696874 Nov-2005 01-May-2005 MN 85.00 192,100.00 2(B) 0115696957 Nov-2005 01-May-2005 MN 90.00 292,500.00 2(B) 0115697435 Nov-2005 01-May-2005 MN 85.00 191,250.00 2(B) 0115698706 Oct-2005 01-Apr-2005 OH 85.00 114,750.00 2(B) 0115701294 Nov-2005 01-May-2005 CA 79.55 175,000.00 2(B) 0115703571 Dec-2005 01-Apr-2005 IL 100.00 190,000.00 2(B) 0115703597 Nov-2005 01-Apr-2005 IL 80.00 236,000.00 2(B) 0115704868 Dec-2005 01-May-2005 IL 74.69 ~~Unscheduled~~121,000.00 ~~Principal~~2(B) 10115712473 Dec-2005 01-May-2005 IL 69.93 100,~~544~~000.00 2(B) 0115712630 Dec-2005 01-May-2005 IL 84.78 195,~~573~~000.00 2(B) 0115712929 Dec-2005 01-May-2005 IL 85.00 170,000.00 2(B) 0115715047 Dec-2005 01-May-2005 MI 81.00 184,680.00 2(B) 0115722803 Nov-2005 01-Apr-2005 NY 90.00 360,000.00 2(B) 0115722845 Dec-2005 01-May-2005 NJ 89.92 272,000.00 2(B) 0115726770 Nov-2005 01-May-2005 NY 80.00 420,000.00 3(A) 0115570707 Dec-2005 01-Apr-2005 OH 80.00 82,400.00 3(A) 0115575565 Dec-2005 01-Apr-2005 FL 19.91 43,200.00 153(A) 0115690315 Nov-2005 01-May-2005 CA 20.00 90,~~850~~000.00 3(A) 0115719445 Dec-2005 01-May-2005 UT 20.00 43,~~953~~000.7400 563(A) 0115720880 Nov-2005 01-May-2005 CA 20.00 105,~~393~~500.00 3(A) 0115728149 Dec-2005 01-May-2005 AZ 20.00 40,~~320~~000.5800 ~~Scheduled~~3(B) ~~Interest~~0030289755 ~~652~~Oct-2005 01-Apr-2005 CA 87.68 276,~~424~~200.0700 3(B) 0030452684 Nov-2005 01-May-2005 OH 80.00 144,~~264~~000.00 3(B) 0113984082 Sep-2005 08-Dec-2004 LA 80.00 88,~~128~~000.9600 143(B) 0115189664 Sep-2005 01-Mar-2005 KS 85.00 38,~~584~~250.00 3(B) 0115200123 Dec-2005 01-Mar-2005 FL 80.00 136,~~955~~000.3000 ~~Servicing~~3(B) ~~Fee~~0115211948 36Dec-2005 01-Mar-2005 CA 80.00 358,~~944~~400.1400 ~~216~~3(B) 0115363947 Nov-2005 01-May-2005 TX 100.00 355,~~539~~000.00 3(B) 0115572042 Dec-2005 01-Mar-2005 TX 80.00 103,972.00 3(B) 0115572240 Dec-2005 01-Apr-2005 FL 79.63 172,800.00 3(B) 0115577249 Sep-2005 01-Apr-2005 MN 84.80 212,000.00 3(B) 0115582587 Dec-2005 01-May-2005 IL 72.97 278,000.00 3(B) 0115662827 Dec-2005 01-May-2005 IL 90.00 238,500.00 3(B) 0115663767 Sep-2005 01-Apr-2005 CA 85.00 119,000.00 3(B) 0115667941 Nov-2005 01-May-2005 CA 80.00 154,400.00 3(B) 0115669913 Nov-2005 01-May-2005 CA 64.41 ~~911~~357,~~660~~500.3200 ~~Master~~3(B) ~~Servicing~~0115673063 ~~Fee~~Nov-2005 001-May-2005 TX 80.00 0344,000.00 03(B) 0115678161 Oct-2005 01-May-2005 IN 90.00 ~~Trustee~~54,000.00 ~~Fee~~3(B) 00115686461 Nov-2005 01-May-2005 NY 100.00 0190,400.00 03(B) 0115691255 Dec-2005 01-Apr-2005 NY 100.00 ~~Fry~~399,000.00 ~~Amount~~3(B) 00115691669 Nov-2005 01-May-2005 VA 80.00 0352,000.00 03(B) 0115692493 Dec-2005 01-Apr-2005 FL 80.00 ~~Special~~136,000.00 ~~Hazard~~3(B) ~~Fee~~0115693145 0Nov-2005 01-May-2005 WI 75.00 053,250.00 03(B) 0115694168 Nov-2005 01-May-2005 MN 80.00 ~~Other~~140,000.00 ~~Fee~~3(B) 190115695363 Dec-2005 01-May-2005 MN 90.00 220,~~675~~500.6900 ~~149~~3(B) 0115695710 Nov-2005 01-May-2005 MN 90.00 382,~~181~~500.00 3(B) 0115695892 Nov-2005 01-May-2005 MN 80.00 143,200.00 3(B) 0115696361 Nov-2005 01-May-2005 MN 90.00 57,150.00 ~~625~~3(B) 0115697856 Nov-2005 01-May-2005 MN 80.00 234,~~080~~800.8200 ~~Pool~~3(B) ~~Insurance~~0115703225 ~~Fee~~Dec-2005 001-May-2005 NY 50.00 0335,000.00 03(B) 0115706368 Dec-2005 01-May-2005 PA 85.00 ~~Spread~~63,750.00 13(B) 00115711384 Dec-2005 01-Apr-2005 CA 80.00 0328,000.00 03(B) 0115714925 Nov-2005 01-May-2005 MI 75.00 ~~Spread~~63,750.00 23(B) 00115724403 Dec-2005 01-May-2005 MO 85.00 046,750.00 03(B) 0115724437 Nov-2005 01-May-2005 MO 85.00 ~~Spread~~142,375.00 3(B) 00115728131 Nov-2005 01-May-2005 AZ 80.00 0160,000.00 04(A) 0115681256 Dec-2005 01-Apr-2005 HI 90.00 ~~Net~~423,000.00 ~~Interest~~4(A) ~~595~~0115685133 Dec-2005 01-May-2005 TX 100.00 425,~~804~~000.2400 24(A) 0115686016 Dec-2005 01-May-2005 NY 20.00 100,~~898~~000.00 4(A) 0115711392 Nov-2005 01-Apr-2005 CA 20.00 82,~~407~~000.7500 134(A) 0115726788 Nov-2005 01-May-2005 NY 20.00 105,~~048~~000.00 4(B) 0030336424 Sep-2005 01-Apr-2005 CA 80.00 408,~~214~~000.1600 ~~Realized~~4(B) ~~Loss~~0115191140 ~~Amount~~Nov-2005 001-Mar-2005 IN 80.00 050,400.00 04(B) 0115200933 Oct-2005 01-Mar-2005 GA 79.99 147,184.00 ~~Cumulative~~4(B) ~~Realized~~0115204638 ~~Loss~~Nov-2005 001-Mar-2005 WI 84.98 219,252.00 04(B) 0115205213 Sep-2005 01-Mar-2005 TN 95.00 1239,~~868~~874.4300 ~~Percentage~~4(B) of0115207995 ~~Cumulative~~Oct-2005 ~~Losses~~01-Mar-2005 0TX 79.~~0000~~99 0411,952.~~0000~~00 04(B) 0115208522 Dec-2005 01-Mar-2005 CA 80.~~0001~~00 ~~Prepayment~~484,000.00 ~~Penalties~~4(B) 00115213035 Oct-2005 01-Mar-2005 CA 84.99 484,465.00 04(B) 0115243362 Sep-2005 01-Jan-2005 OH 100.00 0115,000.00 ~~Special~~4(B) ~~Servicing~~0115570194 ~~Fee~~Aug-2005 001-Mar-2005 IL 80.00 0496,000.00 04(B) 0115572489 Sep-2005 01-Mar-2005 OH 80.00 ~~Pass~~88,000.00 4(B) 0115659989 Dec-~~Through~~2005 ~~Rate~~01-May-2005 7CA 84.~~206544~~94 6369,500.~~132766~~00 64(B) 0115660912 Nov-2005 01-May-2005 IL 80.~~441627~~00 536,000.00 4(B) 0115662868 Oct-2005 01-May-2005 IL 80.00 395,200.00 4(B) 0115670457 Oct-2005 01-May-2005 CA 90.00 476,100.00 4(B) 0115686164 Nov-2005 01-Apr-2005 NY 64.00 400,000.00 4(B) 0115686826 Dec-2005 01-May-2005 NY 85.00 522,750.00 4(B) 0115690570 Nov-2005 01-May-2005 CA 66.31 368,000.00 4(B) 0115691875 Nov-2005 01-May-2005 NY 100.00 470,000.00 4(B) 0115699043 Dec-2005 01-May-2005 CA 55.56 125,000.00 4(B) 0115700999 Dec-2005 01-May-2005 CA 90.00 540,000.00 4(B) 0115706053 Nov-2005 01-May-2005 IL 80.00 684,000.00 4(B) 0115714271 Nov-2005 01-Apr-2005 WA 80.00 464,000.00 4(B) 0115720872 Oct-2005 01-May-2005 CA 80.00 422,000.00 4(B) 0115722761 Nov-2005 01-May-2005 NY 95.00 380,000.00

~~Prepayment~~Foreclosure Loan Detail - ~~Prepayments~~All ~~during~~Mortgage ~~Current Period Summary~~ Loans ~~Paid~~in InForeclosure ~~Full~~during ~~Repurchased~~Current ~~Loans~~Period ~~Original~~(continued) Current ~~Original~~Paid Current ~~Principal~~Approximate ~~Principal~~Loan Principal ~~Principal~~To Months Loan Delinquent Group ~~Count~~Number Balance ~~Balance~~Date ~~Count~~Delinquent ~~Balance~~Rate ~~Balance~~Interest 1(A) 110115698672 151,285.14 01-Aug-2005 2 6.350% 2,945.80 1(B) 0114595622 33,~~007~~698.49 01-May-2005 5 10.750% 2,~~450~~012.49 1(B) 0115198277 115,461.65 01-Aug-2005 2 7.370% 2,640.92 1(B) 0115210049 134,400.00 01-Jun-2005 4 7.635% 4,794.72 1(B) 0115661159 107,~~004~~926.79 01-May-2005 5 7.950% 4,~~237~~680.2360 01(B) 00115661522 232,403.44 01-May-2005 5 7.500% 9,468.17 1(B) 0115661530 211,552.04 01-Jun-2005 4 5.700% 5,485.59 1(B) 0115661621 32,870.45 01-Jun-2005 4 9.950% 1,551.35 1(B) 0115672396 214,913.35 01-May-2005 5 9.150% 8,701.24 1(B) 0115672453 259,120.00 001-Jun-2005 4 6.450% 7,708.80 1(B) 0115674038 218,000.00 01-Aug-2005 2 5.950% 3,960.36 1(B) 580115675480 1073,~~728~~656.38 01-Jul-2005 3 8.200% 1,~~987~~787.18 1(B) 0115684805 224,852.07 01-May-2005 5 8.100% 7,864.49 1(B) 0115686115 279,263.61 01-Jul-2005 3 8.150% 8,889.52 1(B) 0115686701 288,400.00 01-May-2005 5 7.725% 12,154.87 1(B) 0115690240 218,572.76 01-Jul-2005 3 6.250% 5,226.45 1(B) 0115691263 64,838.88 01-Jul-2005 3 6.990% 1,750.40 1(B) 0115692089 332,726.50 01-May-2005 5 6.990% 10,~~700~~725.71 1(B) 0115693442 102,~~837~~000.6900 001-Apr-2005 06 9.150% 5,870.54 1(B) 0115693871 155,600.61 01-Jun-2005 4 8.250% 5,281.76 1(B) 0115693897 172,800.00 001-Apr-2005 6 7.300% 7,811.41 1(B) 0115694242 132,435.51 01-May-2005 5 9.550% 6,981.07 1(B) 0115695140 172,273.09 01-Jun-2005 4 8.850% 7,181.91 1(B) 0115695439 270,000.00 01-Apr-2005 6 7.990% 11,742.95 1(B) 0115695561 202,170.99 01-May-2005 5 8.250% 9,122.00 1(B) 0115696635 157,149.72 01-May-2005 5 8.250% 7,090.63 1(B) 0115696643 214,156.35 01-May-2005 5 5.300% 5,975.69 1(B) 0115696882 137,600.00 01-May-2005 5 5.990% 4,390.17 1(B) 0115704033 147,601.04 01-Jul-2005 3 7.250% 4,144.90 1(B) 0115704504 303,663.41 01-May-2005 5 6.850% 11,219.26 1(B) 0115705790 131,527.91 01-Jul-2005 3 8.900% 4,598.17 1(B) 0115715781 67,085.55 01-Jul-2005 3 8.850% 2,331.30 1(B) 0115719437 171,999.99 01-Jun-2005 4 6.550% 5,202.96 2(A) 0115214173 35,746.31 01-Jul-2005 3 11.875% ~~726~~1,~~791~~693.17 2(A) 0115500738 59,767.64 01-Jun-2005 4 9.000% 2,536.50 2(B) 0030291769 244,000.00 ~~723~~01-Aug-2005 2 6.800% 5,~~291~~124.2800 02(B) 00030466486 264,000.00 001-Jun-2005 4 6.875% 8,415.00 2(B) 720035222017 14183,~~262~~200.00 01-May-2005 5 8.250% 8,266.13 2(B) 0115367583 359,781.91 01-Apr-2005 6 8.500% 19,145.31 2(B) 0115371759 223,602.91 01-Jun-2005 4 7.550% 7,867.08 2(B) 0115572133 90,925.44 01-Jul-2005 3 8.600% 3,064.93 2(B) 0115577587 145,946.07 01-Jun-2005 4 7.875% 5,372.22 2(B) 0115658254 224,000.00 1401-Jul-2005 3 6.700% 5,~~240~~786.70 2(B) 0115658692 255,~~719~~999.6399 001-Jun-2005 04 6.700% 7,935.96 2(B) 0115661977 139,106.31 01-Aug-2005 2 7.800% 2,941.23 2(B) 0115663957 339,560.43 01-Jun-2005 4 8.200% 11,441.27 2(B) 0115665945 50,919.61 01-Jun-2005 4 9.250% 2,224.75 2(B) 0115668519 236,000.00 001-Aug-2005 2 7.875% 5,801.68 2(B) 0115673147 142,949.12 01-Jul-2005 3 8.250% 4,610.01 2(B) 0115674582 145,494.13 01-Jul-2005 3 7.875% 4,464.60 2(B) 0115674772 61,137.42 01-May-2005 5 9.490% 3,201.03 2(B) 0115678823 225,000.00 01-May-2005 5 8.450% 9,170.44 2(B) 0115683856 43,983.25 01-May-2005 5 10.700% 2,613.44 2(B) 0115684797 208,751.91 01-Jun-2005 4 8.625% 8,467.33 2(B) 0115686883 323,563.75 01-Jun-2005 4 8.000% 10,578.51 2(B) 0115689929 338,462.73 01-Jun-2005 4 8.000% 11,065.48 2(B) 0115692063 280,000.00 01-Apr-2005 6 7.050% 12,190.28 2(B) 0115693269 119,000.00 01-Jun-2005 4 9.075% 5,102.16 2(B) 0115694945 199,798.09 01-Jul-2005 3 7.650% 5,161.45 2(AB) 0115695637 161,890.19 01-May-2005 5 7.950% 6,298.07 2(B) 0115695900 335,000.00 01-Apr-2005 6 8.850% 16,526.72 2(B) 0115696528 148,000.00 01-Apr-2005 6 6.900% 6,295.30 2(B) 0115696874 191,878.13 01-Jun-2005 4 8.750% 7,903.28 2(B) 0115696957 292,482.60 01-Jun-2005 4 7.325% 9,980.34 2(B) 0115697435 190,964.67 01-Jun-2005 4 7.490% 6,661.52 2(B) 0115698706 114,617.48 01-May-2005 5 8.750% 5,506.17 2(B) 0115701294 174,898.26 01-May-2005 5 8.700% 8,351.08 2(B) 0115703571 189,761.76 01-May-2005 5 8.350% 7,623.20 2(B) 0115703597 235,554.59 01-Jun-2005 4 8.350% 9,230.61 2(B) 0115704868 120,833.34 01-Jul-2005 3 9.865% 4,710.58 2(B) 0115712473 99,934.92 01-May-2005 5 8.150% 4,450.73 2(B) 0115712630 194,532.08 01-Aug-2005 2 8.600% 4,632.07 2(B) 0115712929 169,725.10 01-Jul-2005 3 9.100% 6,075.11 2(B) 0115715047 184,362.20 01-Jul-2005 3 8.800% 4,733.32 2(B) 0115722803 359,217.25 01-Jun-2005 4 7.650% 11,115.10 2(B) 0115722845 271,806.07 01-May-2005 5 7.700% 9,888.03 2(B) 0115726770 419,669.08 01-May-2005 5 7.200% 16,362.66 3(A) 0115570707 82,260.48 01-May-2005 5 6.850% 3,039.15 3(A) 0115575565 43,137.39 01-Jul-2005 3 10.990% 1,~~298~~884.05 3(A) 0115690315 89,~~866~~958.89 01-May-2005 5 9.850% 4,899.61 3(A) 0115719445 42,957.53 01-Jun-2005 4 9.500% 1,930.66 3(A) 0115720880 105,386.22 01-May-2005 5 9.990% 5,826.50 3(A) 0115728149 39,973.74 01-Jun-2005 4 11.400% 2,176.74 3(B) 0030289755 275,959.86 01-Apr-2005 6 6.700% 11,369.78 3(B) 0030452684 143,682.64 01-Jun-2005 4 7.500% 5,019.89 3(B) 0113984082 87,811.32 08-Mar-2005 7 9.850% 5,464.00 3(B) 0115189664 38,156.80 01-Jul-2005 3 9.620% 1,~~290~~208.67 3(B) 0115200123 135,~~055~~157.2700 001-Aug-2005 02 5.870% 2,415.44 3(B) 0115211948 358,400.00 001-Aug-2005 2 6.130% 6,726.00 3(B) 580115363947 10354,~~916~~823.54 01-May-2005 5 9.450% 15,~~974~~601.13 3(B) 0115572042 103,553.34 01-Jul-2005 3 7.150% 2,864.55 3(B) 0115572240 172,266.57 01-Jul-2005 3 7.350% 4,908.99 3(B) 0115577249 211,569.55 01-Jun-2005 4 7.990% 7,909.56 3(B) 0115582587 277,406.36 01-Jul-2005 3 7.740% 8,356.26 3(B) 0115662827 237,938.43 01-Jul-2005 3 7.250% 6,681.30 3(B) 0115663767 118,859.70 01-May-2005 5 8.650% 4,983.06 3(B) 0115667941 154,400.00 01-May-2005 5 7.050% 5,899.39 3(B) 0115669913 357,292.18 01-May-2005 5 8.700% 17,060.07 3(B) 0115673063 343,738.25 01-May-2005 5 7.375% 13,753.33 3(B) 0115678161 53,974.80 01-May-2005 5 9.750% 2,908.22 3(B) 0115686461 190,158.81 01-Jun-2005 4 8.300% 6,649.54 3(B) 0115691255 397,854.82 01-Jul-2005 3 8.300% 11,338.86 3(B) 0115691669 351,797.48 01-May-2005 5 8.750% 16,900.42 3(B) 0115692493 135,999.99 01-Jul-2005 3 6.400% 3,343.30 3(B) 0115693145 53,199.39 01-Jun-2005 4 10.600% 2,~~886~~683.94 3(B) 0115694168 139,~~891~~774.3430 001-Jun-2005 04 7.100% 4,603.09 3(B) 0115695363 220,126.40 01-Jul-2005 3 8.875% 7,672.60 3(B) 0115695710 382,500.00 001-Jun-2005 4 6.850% 10,327.50 3(B) 0115695892 143,199.99 01-May-2005 5 7.150% 5,554.92 3(B) 0115696361 57,072.89 01-Jun-2005 4 7.990% 1,913.50 3(B) 0115697856 234,800.00 01-Jun-2005 4 5.840% 6,269.16 3(AB) 0115703225 334,725.40 01-May-2005 5 7.000% 12,659.93 13(B) 0115706368 63,~~537~~714.07 01-May-2005 5 8.850% 3,~~284~~098.2004 3(B) 0115711384 328,000.00 01-Apr-2005 6 7.350% 14,978.64 3(B) 0115714925 63,721.49 01-May-2005 5 9.950% 3,507.84 3(B) 0115724403 46,675.18 01-Jul-2005 3 9.150% 1,~~532~~680.40 3(B) 0115724437 142,~~658~~049.8837 001-Jul-2005 03 7.400% 4,077.56 3(B) 0115728131 159,999.99 01-Jun-2005 4 6.550% 4,839.96 4(A) 0115681256 421,104.11 01-Aug-2005 2 6.600% 7,218.99 4(A) 0115685133 425,000.00 001-May-2005 5 10.400% 23,095.87 4(A) 0115686016 99,735.48 01-Jun-2005 4 10.350% 4,896.02 4(A) 0115711392 81,943.13 01-May-2005 5 11.150% 5,085.26 4(A) 0115726788 104,876.28 01-May-2005 5 10.850% 6,308.96 4(B) 0030336424 408,000.00 01-Apr-2005 6 6.625% 16,660.00 4(B) 0115191140 50,400.00 01-Feb-2005 8 8.870% 2,803.26 4(B) 0115200933 146,533.29 01-Aug-2005 2 7.615% 3,471.31 4(B) 0115204638 218,711.08 01-May-2005 5 7.495% 8,904.04 4(B) 0115205213 238,877.39 1501-Jul-2005 3 6.990% 6,~~184~~448.61 4(B) 0115207995 411,~~005~~027.23 01-May-2005 5 7.490% 16,721.05 4(B) 0115208522 484,000.00 1501-Jul-2005 3 5.505% 10,~~153~~093.40 4(B) 0115213035 484,~~998~~465.6200 001-Mar-2005 07 6.375% 18,974.88 4(B) 0115243362 114,624.47 01-May-2005 5 8.200% 5,139.09 4(B) 0115570194 496,000.00 001-Mar-2005 7 8.000% 24,800.00 ~~Total~~4(B) ~~278~~0115572489 5587,~~663~~932.03 01-Mar-2005 7 7.300% 3,~~282~~971.72 4(B) 0115659989 369,500.00 01-Jul-2005 3 6.400% 7,620.95 4(B) 0115660912 535,491.42 01-May-2005 5 6.250% 17,909.39 4(B) 0115662868 394,858.07 01-May-2005 5 6.725% 14,300.49 4(B) 0115670457 476,100.00 01-Apr-2005 6 9.100% 27,242.66 4(B) 0115686164 399,513.63 01-May-2005 5 8.500% 18,609.17 4(B) 0115686826 522,081.02 01-Jun-2005 4 8.250% 20,197.61 554(B) 0115690570 367,~~532~~440.54 01-Jun-2005 4 7.400% 12,~~689~~652.15 4(B) 0115691875 469,723.94 001-May-2005 05 8.650% 22,291.31 4(B) 0115699043 124,888.69 01-Jun-2005 4 9.990% 5,919.21 4(B) 0115700999 538,728.57 01-Jul-2005 3 7.250% 12,998.43 4(B) 0115706053 682,680.87 01-Jun-2005 4 6.350% 19,921.22 4(B) 0115714271 464,000.00 001-Jun-2005 4 6.650% 14,268.00 4(B) 0115720872 422,000.00 01-May-2005 5 6.300% 14,277.69 4(B) 0115722761 379,811.10 01-May-2005 5 9.450% 17,697.50

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

~~Prepayment~~Summary ~~Detail~~12 -Month ~~Prepayments~~Bankruptcy ~~during~~History* ~~Current~~New ~~Period~~Bankruptcy ~~(continued)~~Loans ~~Summary~~Month ~~Substitution~~Bankruptcy Percentage Loans ~~Liquidated~~in ~~Loans~~Bankruptcy ~~Curtailments~~20 ~~Original~~Jan-05 ~~Current~~0.000% Original Principal Balance 2,660,252.00 Feb-05 0.000% Current Principal ~~Principal~~Balance ~~Principal~~2,648,491.90 ~~Principal~~Mar-05 ~~Curtailment~~0.000% ~~Group~~Apr-05 ~~Count~~0.000% ~~Balance~~Current ~~Balance~~Bankruptcy ~~Count~~Total May-05 0.000% Loans in Bankruptcy 81 Jun-05 0.000% Original Principal Balance 10,077,040.00 Jul-05 0.025% Current Principal Balance ~~Amount~~10,041,991.27 Aug-05 0.192% Sep-05 0.199% Oct-05 0.240% Nov-05 0.443% Dec-05 0.482% *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(A) 012 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 2 Jan-05 0.000% Original Principal Balance 175,991.00 Feb-05 0.00000% Current Principal Balance 173,081.01 Mar-05 0.000% Apr-05 0.00000% Current Bankruptcy Total May-05 0.000% Loans in Bankruptcy 6 Jun-05 0.000% Original Principal Balance 493,391.00 15Jul-05 0.000% Current Principal Balance 489,~~172~~860.7725 Aug-05 0.316% Sep-05 0.389% Oct-05 0.423% Nov-05 0.462% Dec-05 0.545% *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(B) 012 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 2 Jan-05 0.000% Original Principal Balance 186,300.00 Feb-05 0.00000% Current Principal Balance 185,143.94 Mar-05 0.000% Apr-05 0.00000% Current Bankruptcy Total May-05 0.000% Loans in Bankruptcy 10 Jun-05 0.000% Original Principal Balance 972,692.00 21Jul-05 0.000% Current Principal Balance 969,~~807~~045.7943 Aug-05 0.240% Sep-05 0.155% Oct-05 0.201% Nov-05 0.280% Dec-05 0.250% *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(A) 012 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 1 Jan-05 0.000% Original Principal Balance 154,000.00 Feb-05 0.00000% Current Principal Balance 152,777.36 Mar-05 0.000% Apr-05 0.00000% Current Bankruptcy Total May-05 0.000% Loans in Bankruptcy 11 Jun-05 0.000% Original Principal Balance 505,025.00 10Jul-05 0.000% Current Principal Balance 502,~~789~~435.8661 Aug-05 0.071% Sep-05 0.138% Oct-05 0.310% Nov-05 0.527% Dec-05 0.564% *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(B) 012 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 6 Jan-05 0.000% Original Principal Balance 901,000.00 Feb-05 0.00000% Current Principal Balance 899,845.61 Mar-05 0.000% Apr-05 0.00000% Current Bankruptcy Total May-05 0.000% Loans in Bankruptcy 19 Jun-05 0.000% Original Principal Balance 2,650,493.00 ~~164~~Jul-05 0.107% Current Principal Balance 2,~~390~~642,611.0812 Aug-05 0.161% Sep-05 0.147% Oct-05 0.101% Nov-05 0.460% Dec-05 0.562% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 3(A) 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 Jan-05 0.00000% Original Principal Balance 0.00 Feb-05 0.000% Current Principal Balance 0.00 Mar-05 0.000% Apr-05 0.000% Current Bankruptcy Total May-05 0.000% Loans in Bankruptcy 7 Jun-05 0.000% Original Principal Balance 452,780.00 60Jul-05 0.000% Current Principal Balance 449,~~765~~312.6608 Aug-05 0.113% Sep-05 0.115% Oct-05 0.324% Nov-05 0.695% Dec-05 0.500% *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(B) 012 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 7 Jan-05 0.000% Original Principal Balance 1,119,961.00 Feb-05 0.00000% Current Principal Balance 1,114,732.23 Mar-05 0.000% Apr-05 0.00000% Current Bankruptcy Total May-05 0.000% Loans in Bankruptcy 17 Jun-05 0.000% Original Principal Balance 2,658,363.00 39Jul-05 0.000% Current Principal Balance 2,~~720~~649,615.4026 Aug-05 0.069% Sep-05 0.108% Oct-05 0.174% Nov-05 0.464% Dec-05 0.687% *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(A) 012 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 2 Jan-05 0.000% Original Principal Balance 123,000.00 Feb-05 0.00000% Current Principal Balance 122,911.75 Mar-05 0.000% Apr-05 0.00000% Current Bankruptcy Total May-05 0.000% Loans in Bankruptcy 4 Jun-05 0.000% Original Principal Balance 265,800.00 ~~217~~Jul-05 0.000% Current Principal Balance 265,~~631~~137.4714 Aug-05 0.121% Sep-05 0.149% Oct-05 0.152% Nov-05 0.614% Dec-05 0.290% *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(B) 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 Jan-05 0.00000% Original Principal Balance 0.00 Feb-05 0.000% Current Principal Balance 0.00 Mar-05 0.00000% ~~1,035,490~~Apr-05 0.78000% Current Bankruptcy Total May-05 0.000% Loans in Bankruptcy 7 Jun-05 0.000% Original Principal Balance 2,078,496.00 Jul-05 0.00000% Current Principal Balance 2,073,974.38 Aug-05 0.305% Sep-05 0.00361% Oct-05 0.00415% ~~1,565,768~~Nov-05 0.81442% Dec-05 0.432% *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 Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount 1(A) 0115098923 CA 95.00 01-Mar-2005 190,000.00 189,222.24 1(A) 0115108870 NV 80.00 01-Mar-2005 193,600.00 192,310.87 1(A) 0115110116 CA 85.00 01-Mar-2005 165,750.00 165,749.20 1(A) 0115113953 CT 25.51 01-Mar-2005 50,000.00 49,380.14 1(A) 0115601569 MA 20.00 01-Apr-2005 63,000.00 62,836.14 1(A) 0115676413 MI 20.00 01-May-2005 35,000.00 34,629.16 1(A) 0115678294 FL 20.00 01-May-2005 100,000.00 99,835.42 1(A) 0115707598 AZ 20.00 01-May-2005 102,000.00 101,816.84 1(A) 0115718488 UT 20.00 01-May-2005 26,800.00 26,740.78 1(A) 0115724239 MO 71.60 01-May-2005 58,500.00 58,298.78 1(A) 0115727307 AZ 20.00 01-May-2005 22,800.00 22,768.81 1(B) 0114642291 NV 80.00 01-Feb-2005 152,000.00 152,000.00 1(B) 0115055485 MI 67.47 01-Mar-2005 168,000.00 167,325.95 1(B) 0115055543 CA 80.00 01-Mar-2005 298,400.00 297,423.87 1(B) 0115055915 CA 65.00 01-Mar-2005 282,750.00 280,940.53 1(B) 0115057754 CA 65.00 01-Mar-2005 120,250.00 119,688.59 1(B) 0115058539 CA 60.00 01-Feb-2005 165,000.00 164,036.53 1(B) 0115067738 WI 98.24 01-Mar-2005 128,700.00 128,177.86 1(B) 0115078032 MD 80.00 01-Mar-2005 180,000.00 179,029.19 1(B) 0115080749 MA 51.92 01-Mar-2005 135,000.00 134,375.96 1(B) 0115080905 MA 28.96 01-Mar-2005 150,000.00 149,134.81 1(B) 0115082687 FL 90.00 01-Mar-2005 193,500.00 192,565.07 1(B) 0115084394 NY 65.22 01-Mar-2005 150,000.00 149,250.47 1(B) 0115087520 CO 95.00 01-Mar-2005 158,650.00 157,681.36 1(B) 0115088478 NY 70.00 01-Mar-2005 108,500.00 108,090.35 1(B) 0115095523 MA 10.25 01-Mar-2005 50,000.00 49,687.40 1(B) 0115098238 LA 80.00 01-Mar-2005 112,000.00 111,503.40 1(B) 0115102733 NY 80.00 01-Mar-2005 288,000.00 285,898.12 1(B) 0115105371 OK 90.00 01-Mar-2005 64,800.00 64,528.82 1(B) 0115108573 CA 56.17 01-Mar-2005 132,000.00 131,339.99 1(B) 0115109696 CA 64.10 01-Mar-2005 125,000.00 124,394.22 1(B) 0115110652 ME 41.18 01-Mar-2005 70,000.00 69,737.20 1(B) 0115113300 VA 80.00 01-Mar-2005 248,320.00 247,363.19 1(B) 0115117095 NJ 80.00 01-Mar-2005 128,000.00 127,568.10 1(B) 0115200230 AZ 80.00 01-Feb-2005 137,265.00 136,403.89 1(B) 0115211385 IL 80.00 01-Mar-2005 288,000.00 288,000.00 1(B) 0115656779 CA 65.36 01-May-2005 100,000.00 99,789.29 1(B) 0115657587 CA 75.00 01-May-2005 262,500.00 261,750.21 1(B) 0115658437 MD 75.00 01-May-2005 228,750.00 228,228.63 1(B) 0115659823 FL 64.10 01-May-2005 100,000.00 99,688.17 1(B) 0115660185 FL 90.00 01-May-2005 103,950.00 103,665.34 1(B) 0115663031 CA 90.00 01-May-2005 261,000.00 260,135.03 1(B) 0115663841 CA 80.00 01-Apr-2005 136,000.00 135,551.39 1(B) 0115670077 CA 48.25 01-May-2005 110,000.00 109,650.19 1(B) 0115670648 CA 80.00 01-May-2005 320,000.00 320,000.00 1(B) 0115674087 CO 85.00 01-May-2005 221,000.00 220,272.36 1(B) 0115680597 RI 53.82 01-May-2005 148,000.00 147,543.11 1(B) 0115689606 VA 67.41 01-May-2005 286,500.00 285,503.03 1(B) 0115690430 CA 90.00 01-May-2005 247,500.00 246,606.39 1(B) 0115698342 CA 85.00 01-May-2005 289,000.00 287,761.24 1(B) 0115698359 CA 80.00 01-May-2005 229,600.00 229,600.00 1(B) 0115698797 CA 80.00 01-May-2005 273,532.00 273,532.00 1(B) 0115702896 NJ 95.00 01-May-2005 184,300.00 183,850.91 1(B) 0115703720 IL 87.78 01-May-2005 316,000.00 315,014.74 1(B) 0115707846 AZ 80.00 01-May-2005 232,000.00 232,000.00 1(B) 0115708042 OR 95.00 01-Apr-2005 228,000.00 227,052.33 1(B) 0115708075 OR 72.13 01-May-2005 110,000.00 109,715.90 1(B) 0115708562 WA 90.00 01-May-2005 117,000.00 116,730.53 1(B) 0115709362 CA 80.00 01-Apr-2005 228,000.00 226,875.28 1(B) 0115711368 CA 90.00 01-May-2005 202,770.00 202,405.89 1(B) 0115711699 CA 89.35 01-May-2005 205,500.00 205,500.00 1(B) 0115711814 IL 100.00 01-Apr-2005 225,000.00 224,265.28 1(B) 0115712671 IL 80.18 01-May-2005 271,000.00 270,261.60 1(B) 0115714503 WA 75.00 01-May-2005 123,750.00 123,440.64 1(B) 0115721326 CA 75.00 01-May-2005 150,000.00 149,545.99 1(B) 0115727182 AZ 80.00 01-May-2005 123,600.00 123,077.61 1(B) 0115728214 AZ 39.67 01-May-2005 214,200.00 213,558.14 1(B) 0115728479 AZ 80.00 01-May-2005 212,000.00 210,669.74 1(B) 0115729485 AZ 80.00 01-May-2005 234,400.00 234,399.98 2(A) 0115082950 VA 44.50 01-Mar-2005 178,000.00 175,919.69 2(A) 0115090011 CT 95.00 01-Mar-2005 190,950.00 189,917.73 2(A) 0115220253 FL 12.13 01-Feb-2005 18,200.00 18,114.90 2(A) 0115475337 NJ 20.00 01-Feb-2005 36,000.00 35,897.15 2(A) 0115501207 NY 14.06 01-Feb-2005 33,041.00 32,956.02 2(A) 0115575532 OH 20.00 01-Apr-2005 23,600.00 23,557.14 2(A) 0115601643 HI 11.76 01-Apr-2005 50,000.00 49,858.36 2(A) 0115667503 CA 20.00 01-May-2005 96,000.00 95,513.68 2(A) 0115706152 IL 20.00 01-May-2005 26,400.00 26,365.35 2(A) 0115707853 AZ 20.00 01-May-2005 58,000.00 57,875.90 2(A) 0115723652 MO 20.00 01-Apr-2005 16,600.00 16,571.58 2(B) 0018502476 NM 79.53 01-Nov-2004 171,000.00 170,058.24 2(B) 0030103279 UT 80.00 01-Apr-2005 168,000.00 168,000.00 2(B) 0030140099 WA 77.45 01-Mar-2005 182,000.00 182,000.00 2(B) 0030288500 CA 40.00 01-Apr-2005 280,000.00 280,000.00 2(B) 0030288690 CA 80.00 01-Apr-2005 220,000.00 219,144.20 2(B) 0030324792 CA 56.82 01-Mar-2005 350,000.00 350,000.00 2(B) 0030336382 CA 80.00 01-Apr-2005 78,000.00 78,000.00 2(B) 0030351803 MA 80.00 01-Apr-2005 128,000.00 127,553.72 2(B) 0030354997 VA 80.00 01-May-2005 280,000.00 279,999.99 2(B) 0030381487 MO 80.00 01-May-2005 252,800.00 252,800.00 2(B) 0030401913 ID 80.00 01-May-2005 224,000.00 224,000.00 2(B) 0030437776 OR 80.00 01-May-2005 171,200.00 171,200.00 2(B) 0030481261 OH 84.98 01-May-2005 201,400.00 200,906.76 2(B) 0030506711 OR 80.00 01-May-2005 165,040.00 165,040.00 2(B) 0030512628 ID 79.52 01-May-2005 132,000.00 132,000.00 2(B) 0030528749 UT 80.00 01-May-2005 97,200.00 97,200.00 2(B) 0035085489 FL 74.98 01-Jun-2005 171,400.00 171,043.80 2(B) 0035174895 FL 80.00 01-Jun-2005 122,840.00 122,840.00 2(B) 0035199264 MI 80.00 01-Jun-2005 284,800.00 284,800.00 2(B) 0035280775 AZ 79.74 01-Jun-2005 122,200.00 121,901.15 2(B) 0115056863 NV 80.00 01-Mar-2005 316,000.00 314,584.82 2(B) 0115056939 CA 80.00 01-Mar-2005 268,000.00 266,880.68 2(B) 0115065260 VA 72.50 01-Mar-2005 145,000.00 144,194.17 2(B) 0115065690 MO 65.00 01-Feb-2005 55,250.00 55,088.79 2(B) 0115068751 WI 25.28 01-Mar-2005 67,000.00 66,872.67 2(B) 0115071995 PA 59.03 01-Mar-2005 146,400.00 146,031.59 2(B) 0115072084 NJ 80.00 01-Feb-2005 164,000.00 163,123.28 2(B) 0115074734 AZ 80.00 01-Mar-2005 120,000.00 119,632.18 2(B) 0115075335 AZ 85.00 01-Mar-2005 187,000.00 186,242.19 2(B) 0115075467 NV 86.96 01-Feb-2005 240,000.00 240,000.00 2(B) 0115078446 CA 90.00 01-Feb-2005 252,000.00 251,241.02 2(B) 0115081283 MA 95.00 01-Mar-2005 225,150.00 224,213.51 2(B) 0115082224 NC 35.92 01-Mar-2005 51,000.00 50,867.19 2(B) 0115088502 NY 90.00 01-Mar-2005 242,100.00 241,026.46 2(B) 0115089625 NJ 72.84 01-Mar-2005 202,500.00 202,500.00 2(B) 0115091209 NC 50.00 01-Mar-2005 52,500.00 52,371.31 2(B) 0115100042 WI 85.00 01-Mar-2005 152,150.00 151,545.70 2(B) 0115106494 MI 80.00 01-Feb-2005 113,600.00 112,940.87 2(B) 0115107617 FL 73.87 01-Mar-2005 135,915.00 135,915.00 2(B) 0115108482 CA 70.47 01-Mar-2005 210,000.00 210,000.00 2(B) 0115210122 AZ 80.00 01-Mar-2005 144,000.00 143,996.33 2(B) 0115211500 CA 75.00 01-Mar-2005 300,000.00 300,000.00 2(B) 0115218992 FL 80.00 01-Apr-2005 348,000.00 346,450.82 2(B) 0115220402 IL 90.00 01-Jan-2005 157,500.00 156,685.18 2(B) 0115220667 OH 91.67 01-Feb-2005 165,000.00 164,135.09 2(B) 0115572687 FL 80.00 01-Apr-2005 140,000.00 0.00 2(B) 0115576928 IL 94.65 01-Apr-2005 230,000.00 229,135.81 2(B) 0115656878 CA 95.00 01-May-2005 171,000.00 170,472.08 2(B) 0115661316 IL 80.00 01-May-2005 251,200.00 250,220.53 2(B) 0115662538 IL 80.00 01-May-2005 244,000.00 243,558.13 2(B) 0115663916 MD 80.00 01-May-2005 220,000.00 220,000.00 2(B) 0115665077 CA 83.33 01-May-2005 300,000.00 300,000.00 2(B) 0115666968 FL 74.60 01-May-2005 125,250.00 124,967.43 2(B) 0115668287 VA 77.00 01-May-2005 308,000.00 307,163.36 2(B) 0115670259 CA 95.00 01-May-2005 242,250.00 242,249.99 2(B) 0115677593 CA 95.00 01-May-2005 356,250.00 356,250.00 2(B) 0115688277 NV 80.00 01-May-2005 137,760.00 137,760.00 2(B) 0115700379 CA 83.43 01-May-2005 225,250.00 224,723.19 2(B) 0115703209 NJ 90.00 01-May-2005 143,910.00 143,598.51 2(B) 0115703803 IL 85.00 01-May-2005 255,000.00 254,197.06 2(B) 0115705303 IL 90.00 01-May-2005 166,500.00 166,048.64 2(B) 0115705873 IL 95.00 01-May-2005 106,500.00 106,254.73 2(B) 0115707309 AZ 70.97 01-May-2005 220,000.00 220,000.00 2(B) 0115707325 AZ 85.00 01-May-2005 256,700.00 256,700.00 2(B) 0115712317 IL 90.00 01-May-2005 231,300.00 231,300.00 2(B) 0115716292 CA 90.00 01-Apr-2005 243,000.00 243,000.00 2(B) 0115716722 CA 70.00 01-May-2005 455,000.00 453,174.53 2(B) 0115718074 UT 80.00 01-May-2005 107,200.00 106,769.91 2(B) 0115719221 UT 80.00 01-Jun-2005 224,000.00 224,000.00 2(B) 0115722951 NY 95.00 01-May-2005 399,000.00 398,081.15 2(B) 0115728347 AZ 90.00 01-May-2005 125,910.00 125,578.84 2(B) 0115729204 AZ 80.00 01-May-2005 116,000.00 115,662.63 3(A) 0018149476 NJ 19.61 01-Jul-2004 40,200.00 38,765.94 3(A) 0018549048 GA 80.00 01-Nov-2004 160,800.00 157,341.40 3(A) 0113984843 CA 19.40 01-Nov-2004 65,000.00 64,210.18 3(A) 0115057655 CA 59.38 01-Feb-2005 95,000.00 94,401.31 3(A) 0115066482 IN 80.00 01-Mar-2005 50,000.00 49,846.34 3(A) 0115198798 FL 75.00 01-Mar-2005 122,250.00 121,610.79 3(A) 0115201766 NJ 69.85 01-Mar-2005 157,163.00 156,451.42 3(A) 0115490401 CO 20.00 01-Mar-2005 16,220.00 16,182.53 3(A) 0115575029 VA 20.00 01-Mar-2005 92,100.00 90,738.66 3(A) 0115601833 CA 11.88 01-Apr-2005 60,000.00 59,867.89 3(A) 0115674806 MI 20.00 01-May-2005 46,000.00 45,903.46 3(A) 0115682098 HI 20.00 01-Apr-2005 107,000.00 106,776.56 3(A) 0115698805 CA 20.00 01-May-2005 68,383.00 68,249.66 3(A) 0115704603 IL 20.00 01-May-2005 63,800.00 63,714.47 3(A) 0115708802 WA 20.00 01-May-2005 55,000.00 54,904.00 3(A) 0115719239 UT 20.00 01-Jun-2005 56,000.00 55,937.53 3(A) 0115729493 AZ 15.00 01-May-2005 43,950.00 43,866.08 3(B) 0018239673 CA 76.43 01-Sep-2004 347,000.00 342,895.41 3(B) 0018988279 IL 70.00 01-Feb-2005 182,000.00 180,801.00 3(B) 0019872746 FL 80.00 01-May-2005 171,240.00 171,240.00 3(B) 0030111751 WA 80.00 01-Mar-2005 84,000.00 84,000.00 3(B) 0030383897 CO 80.00 01-May-2005 89,600.00 89,231.90 3(B) 0030437735 FL 80.00 01-May-2005 148,417.00 147,913.92 3(B) 0030446322 AZ 79.98 01-May-2005 151,000.00 151,000.00 3(B) 0030468698 AZ 80.00 01-May-2005 195,600.00 195,599.99 3(B) 0035069368 AZ 80.00 01-May-2005 253,032.00 253,032.00 3(B) 0035119387 FL 73.53 01-May-2005 200,000.00 199,940.62 3(B) 0035266014 ID 80.00 01-Jun-2005 117,600.00 117,287.00 3(B) 0111751871 NJ 90.00 01-Mar-2004 161,910.00 160,328.17 3(B) 0112251715 NJ 77.13 01-Jun-2004 208,250.00 205,827.41 3(B) 0114188238 MI 90.00 01-Oct-2004 100,800.00 100,526.77 3(B) 0115061434 OH 70.00 01-Mar-2005 70,000.00 69,879.48 3(B) 0115067977 WI 83.72 01-Mar-2005 144,000.00 143,310.85 3(B) 0115073256 MA 74.90 01-Feb-2005 194,000.00 192,703.54 3(B) 0115074916 AZ 85.00 01-Mar-2005 301,750.00 301,750.00 3(B) 0115075772 UT 95.00 01-Feb-2005 182,400.00 182,400.00 3(B) 0115076721 AZ 80.00 01-Mar-2005 116,800.00 116,330.44 3(B) 0115080889 MA 76.00 01-Mar-2005 64,600.00 64,301.97 3(B) 0115084337 FL 75.00 01-Mar-2005 114,000.00 113,357.40 3(B) 0115103798 FL 80.00 01-Mar-2005 73,600.00 73,273.64 3(B) 0115104333 CA 54.43 01-Mar-2005 215,000.00 213,958.12 3(B) 0115104622 CA 77.78 01-Mar-2005 210,000.00 208,763.86 3(B) 0115107161 VA 75.00 01-Mar-2005 181,125.00 180,494.75 3(B) 0115108904 CA 73.74 01-Mar-2005 219,000.00 217,672.93 3(B) 0115110413 CA 80.00 01-Mar-2005 144,000.00 144,000.00 3(B) 0115111650 NH 40.00 01-Mar-2005 82,000.00 81,506.91 3(B) 0115112906 MD 82.64 01-Mar-2005 311,550.00 310,040.20 3(B) 0115114068 MA 79.98 01-Mar-2005 388,700.00 386,212.46 3(B) 0115117574 MO 80.00 01-Mar-2005 87,200.00 86,920.56 3(B) 0115207060 DC 80.00 01-Feb-2005 340,000.00 340,000.00 3(B) 0115210734 CA 80.00 01-Mar-2005 220,000.00 220,000.00 3(B) 0115220642 MI 92.00 01-Jan-2005 115,000.00 114,484.06 3(B) 0115658312 MD 85.00 01-May-2005 42,500.00 42,382.41 3(B) 0115658577 MD 80.00 01-May-2005 97,600.00 97,359.09 3(B) 0115664021 CA 85.00 01-May-2005 340,000.00 338,819.12 3(B) 0115665226 CT 51.92 01-May-2005 135,000.00 134,667.65 3(B) 0115665663 CA 80.00 01-Apr-2005 320,000.00 318,748.72 3(B) 0115668402 CA 75.00 01-May-2005 187,500.00 186,926.84 3(B) 0115669152 CA 90.00 01-Apr-2005 306,000.00 305,999.70 3(B) 0115670978 CA 80.00 01-Apr-2005 184,000.00 183,428.90 3(B) 0115674640 MI 95.00 01-Apr-2005 83,600.00 83,279.59 3(B) 0115676009 MI 90.00 01-May-2005 94,950.00 94,729.05 3(B) 0115676405 MI 80.00 01-May-2005 140,000.00 139,411.07 3(B) 0115683443 HI 89.99 01-May-2005 460,300.00 458,792.39 3(B) 0115686289 NY 85.00 01-May-2005 340,000.00 339,087.52 3(B) 0115704462 IL 80.00 01-May-2005 255,200.00 255,200.00 3(B) 0115704611 IL 89.95 01-Apr-2005 169,200.00 168,578.58 3(B) 0115705717 IL 95.00 01-May-2005 87,400.00 87,183.73 3(B) 0115707226 AZ 95.00 01-May-2005 116,850.00 116,499.83 3(B) 0115708794 WA 80.00 01-May-2005 220,000.00 220,000.00 3(B) 0115711822 IL 90.00 01-May-2005 540,000.00 538,332.97 3(B) 0115713000 IL 95.00 01-May-2005 156,750.00 156,354.17 3(B) 0115726739 NY 65.00 01-May-2005 48,750.00 48,656.93 3(B) 0115727299 AZ 80.00 01-May-2005 91,200.00 90,903.70 3(B) 0115730376 CA 90.00 01-May-2005 315,000.00 314,236.39 4(A) 0114270911 MN 20.00 01-Jan-2005 87,400.00 87,095.59 4(A) 0115208506 FL 76.92 01-Mar-2005 480,000.00 477,360.97 4(A) 0115473217 CA 20.00 01-Feb-2005 81,400.00 81,097.67 4(A) 0115573909 TX 20.00 01-Apr-2005 170,400.00 0.00 4(A) 0115574311 FL 20.00 01-Apr-2005 35,000.00 0.00 4(A) 0115601379 CA 16.13 01-Mar-2005 135,647.00 135,316.38 4(A) 0115661324 IL 20.00 01-May-2005 62,800.00 62,674.96 4(A) 0115663981 CA 89.89 01-Apr-2005 172,591.20 171,931.25 4(A) 0115670655 CA 20.00 01-May-2005 80,000.00 79,823.19 4(A) 0115688285 NV 20.00 01-May-2005 34,440.00 34,387.29 4(A) 0115712853 IL 20.00 01-May-2005 116,000.00 115,811.14 4(A) 0115717613 UT 20.00 01-May-2005 81,606.00 81,443.52 4(B) 0030115653 CA 80.00 01-Mar-2005 432,000.00 432,000.00 4(B) 0030153662 CA 80.00 01-Mar-2005 400,000.00 400,000.00 4(B) 0030154223 CA 75.00 01-Mar-2005 570,000.00 569,970.00 4(B) 0030289144 CA 68.52 01-Mar-2005 420,000.00 417,899.87 4(B) 0030290308 CA 80.00 01-Mar-2005 608,000.00 608,000.00 4(B) 0030324925 CA 80.00 01-Apr-2005 472,000.00 472,000.00 4(B) 0030324933 CA 73.77 01-Apr-2005 450,000.00 450,000.00 4(B) 0030336358 CA 90.00 01-Apr-2005 589,945.00 589,945.00 4(B) 0030462634 CA 80.00 01-May-2005 384,000.00 383,589.48 4(B) 0035235274 WA 80.00 01-Jun-2005 640,000.00 640,000.00 4(B) 0115064032 VA 95.00 01-Feb-2005 411,350.00 411,350.00 4(B) 0115073454 MA 84.82 01-Mar-2005 398,650.00 396,968.31 4(B) 0115074155 MA 90.00 01-Mar-2005 378,000.00 376,405.37 4(B) 0115079956 NJ 60.61 01-Mar-2005 500,000.00 497,170.73 4(B) 0115088403 NJ 90.00 01-Mar-2005 594,000.00 591,205.05 4(B) 0115097479 TN 90.00 01-Feb-2005 369,000.00 367,084.99 4(B) 0115191157 TX 67.26 01-Mar-2005 50,447.00 50,260.39 4(B) 0115200206 IL 84.98 01-Mar-2005 136,825.00 136,263.77 4(B) 0115200263 WI 89.97 01-Mar-2005 137,647.00 137,198.11 4(B) 0115204539 IL 94.96 01-Mar-2005 216,507.00 215,067.02 4(B) 0115206237 CA 68.69 01-Mar-2005 288,500.00 286,794.36 4(B) 0115206856 MA 79.99 01-Jan-2005 327,969.00 325,604.39 4(B) 0115209272 AZ 68.18 01-Mar-2005 750,000.00 746,436.13 4(B) 0115216723 IL 55.22 01-Apr-2005 127,000.00 126,485.64 4(B) 0115219487 CA 54.04 01-Apr-2005 635,000.00 632,307.15 4(B) 0115220691 OH 100.00 01-Feb-2005 180,000.00 179,288.79 4(B) 0115348930 FL 85.00 01-May-2005 134,215.00 133,902.05 4(B) 0115570376 VA 80.00 01-Mar-2005 548,000.00 548,000.00 4(B) 0115678286 FL 80.00 01-May-2005 400,000.00 398,836.70 4(B) 0115688822 NV 80.00 01-May-2005 536,000.00 535,999.99 4(B) 0115693590 OH 80.00 01-May-2005 68,800.00 68,611.58 4(B) 0115700700 CA 86.00 01-May-2005 442,900.00 441,391.43 4(B) 0115707580 AZ 80.00 01-May-2005 408,000.00 408,000.00 4(B) 0115711780 CA 95.00 01-May-2005 365,750.00 364,872.38 4(B) 0115712846 IL 80.00 01-May-2005 464,000.00 462,480.23 4(B) 0115721268 CA 83.72 01-May-2005 360,000.00 358,942.52 4(B) 0115721441 CA 90.00 01-May-2005 477,000.00 475,732.76 4(B) 0115722365 CA 95.00 01-May-2005 332,500.00 0.00 4(B) 0115729709 CA 90.00 01-May-2005 180,000.00 179,398.77

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning 1(A) 0115098923 Loan Paid in Full 0 8.000% 360 5 1(A) 0115108870 Loan Paid in Full 0 5.890% 360 5 1(A) 0115110116 Loan Paid in Full 0 6.400% 360 5 1(A) 0115113953 Loan Paid in Full 0 8.550% 360 5 1(A) 0115601569 Loan Paid in Full 0 10.625% 360 4 1(A) 0115676413 Loan Paid in Full 0 9.100% 180 3 1(A) 0115678294 Loan Paid in Full 0 10.400% 180 3 1(A) 0115707598 Loan Paid in Full 0 9.990% 180 3 1(A) 0115718488 Loan Paid in Full (1) 9.000% 180 3 1(A) 0115724239 Loan Paid in Full 0 6.800% 360 3 1(A) 0115727307 Loan Paid in Full 0 11.400% 180 3 1(B) 0114642291 Loan Paid in Full 0 6.600% 360 6 1(B) 0115055485 Loan Paid in Full 0 8.100% 360 5 1(B) 0115055543 Loan Paid in Full 0 9.100% 360 5 1(B) 0115055915 Loan Paid in Full 0 5.700% 360 5 1(B) 0115057754 Loan Paid in Full 0 7.390% 360 5 1(B) 0115058539 Loan Paid in Full 0 7.000% 360 6 1(B) 0115067738 Loan Paid in Full 0 8.550% 360 5 1(B) 0115078032 Loan Paid in Full 0 6.600% 360 5 1(B) 0115080749 Loan Paid in Full 0 7.390% 360 5 1(B) 0115080905 Loan Paid in Full (3) 6.250% 360 5 1(B) 0115082687 Loan Paid in Full (1) 7.165% 360 5 1(B) 0115084394 Loan Paid in Full 0 7.000% 360 5 1(B) 0115087520 Loan Paid in Full 0 5.950% 360 5 1(B) 0115088478 Loan Paid in Full 0 8.400% 360 5 1(B) 0115095523 Loan Paid in Full 0 6.150% 360 5 1(B) 0115098238 Loan Paid in Full 0 7.600% 360 5 1(B) 0115102733 Loan Paid in Full 0 4.990% 360 5 1(B) 0115105371 Loan Paid in Full 0 7.890% 360 5 1(B) 0115108573 Loan Paid in Full 0 6.990% 360 5 1(B) 0115109696 Loan Paid in Full 0 7.150% 360 5 1(B) 0115110652 Loan Paid in Full 0 8.450% 360 5 1(B) 0115113300 Loan Paid in Full 0 8.300% 360 5 1(B) 0115117095 Loan Paid in Full 0 8.950% 360 5 1(B) 0115200230 Loan Paid in Full 0 6.630% 360 6 1(B) 0115211385 Loan Paid in Full 0 6.510% 360 5 1(B) 0115656779 Loan Paid in Full 0 9.238% 360 3 1(B) 0115657587 Loan Paid in Full 0 7.740% 360 3 1(B) 0115658437 Loan Paid in Full 0 8.850% 360 3 1(B) 0115659823 Loan Paid in Full 0 7.300% 360 3 1(B) 0115660185 Loan Paid in Full 0 7.950% 360 3 1(B) 0115663031 Loan Paid in Full 0 6.990% 360 3 1(B) 0115663841 Loan Paid in Full 0 8.150% 360 4 1(B) 0115670077 Loan Paid in Full 0 7.200% 360 3 1(B) 0115670648 Loan Paid in Full (1) 6.700% 360 3 1(B) 0115674087 Loan Paid in Full (1) 7.600% 360 3 1(B) 0115680597 Loan Paid in Full 0 7.350% 360 3 1(B) 0115689606 Loan Paid in Full 0 6.740% 360 3 1(B) 0115690430 Loan Paid in Full 0 6.550% 360 3 1(B) 0115698342 Loan Paid in Full 0 5.650% 360 3 1(B) 0115698359 Loan Paid in Full 0 6.900% 360 3 1(B) 0115698797 Loan Paid in Full 0 6.950% 360 3 1(B) 0115702896 Loan Paid in Full 0 8.525% 360 3 1(B) 0115703720 Loan Paid in Full 0 7.300% 360 3 1(B) 0115707846 Loan Paid in Full 0 7.200% 360 3 1(B) 0115708042 Loan Paid in Full 0 6.988% 360 4 1(B) 0115708075 Loan Paid in Full 0 8.240% 360 3 1(B) 0115708562 Loan Paid in Full 0 8.800% 360 3 1(B) 0115709362 Loan Paid in Full 0 6.100% 360 4 1(B) 0115711368 Loan Paid in Full 0 9.990% 360 3 1(B) 0115711699 Loan Paid in Full (1) 6.990% 360 3 1(B) 0115711814 Loan Paid in Full 0 8.200% 360 4 1(B) 0115712671 Loan Paid in Full 0 7.975% 360 3 1(B) 0115714503 Loan Paid in Full 0 8.400% 360 3 1(B) 0115721326 Loan Paid in Full 0 7.450% 360 3 1(B) 0115727182 Loan Paid in Full 0 5.725% 360 3 1(B) 0115728214 Loan Paid in Full 0 7.500% 360 3 1(B) 0115728479 Loan Paid in Full 0 5.400% 360 3 1(B) 0115729485 Loan Paid in Full 0 7.450% 360 3 2(A) 0115082950 Loan Paid in Full (1) 7.000% 240 5 2(A) 0115090011 Loan Paid in Full 0 6.990% 360 5 2(A) 0115220253 Loan Paid in Full 0 9.700% 180 6 2(A) 0115475337 Loan Paid in Full 0 10.500% 360 6 2(A) 0115501207 Loan Paid in Full 2 10.990% 360 6 2(A) 0115575532 Loan Paid in Full 0 11.000% 180 4 2(A) 0115601643 Loan Paid in Full 0 9.900% 360 4 2(A) 0115667503 Loan Paid in Full 0 10.400% 240 3 2(A) 0115706152 Loan Paid in Full 0 11.450% 180 3 2(A) 0115707853 Loan Paid in Full 0 10.600% 180 3 2(A) 0115723652 Loan Paid in Full (1) 11.400% 180 4 2(B) 0018502476 Loan Paid in Full 0 9.125% 360 9 2(B) 0030103279 Loan Paid in Full 0 6.500% 360 4 2(B) 0030140099 Loan Paid in Full 0 5.875% 360 5 2(B) 0030288500 Loan Paid in Full (1) 5.900% 360 4 2(B) 0030288690 Loan Paid in Full (1) 7.325% 360 4 2(B) 0030324792 Loan Paid in Full 0 6.500% 360 5 2(B) 0030336382 Loan Paid in Full (1) 6.990% 360 4 2(B) 0030351803 Loan Paid in Full 0 7.875% 360 4 2(B) 0030354997 Loan Paid in Full 0 7.250% 360 3 2(B) 0030381487 Loan Paid in Full (1) 7.750% 360 3 2(B) 0030401913 Loan Paid in Full 0 6.875% 360 3 2(B) 0030437776 Loan Paid in Full 0 7.125% 360 3 2(B) 0030481261 Loan Paid in Full 0 8.500% 360 3 2(B) 0030506711 Loan Paid in Full (2) 7.000% 360 3 2(B) 0030512628 Loan Paid in Full 0 6.500% 360 3 2(B) 0030528749 Loan Paid in Full 0 7.250% 360 3 2(B) 0035085489 Loan Paid in Full 0 7.875% 360 3 2(B) 0035174895 Loan Paid in Full 0 8.375% 360 3 2(B) 0035199264 Loan Paid in Full 0 7.500% 360 3 2(B) 0035280775 Loan Paid in Full 0 7.875% 360 3 2(B) 0115056863 Loan Paid in Full 0 7.550% 360 5 2(B) 0115056939 Loan Paid in Full 0 7.900% 360 5 2(B) 0115065260 Loan Paid in Full 0 6.800% 360 5 2(B) 0115065690 Loan Paid in Full 0 10.400% 360 6 2(B) 0115068751 Loan Paid in Full 0 11.650% 360 5 2(B) 0115071995 Loan Paid in Full 0 10.350% 360 5 2(B) 0115072084 Loan Paid in Full 0 7.450% 360 6 2(B) 0115074734 Loan Paid in Full 0 9.440% 360 5 2(B) 0115075335 Loan Paid in Full 0 8.050% 360 5 2(B) 0115075467 Loan Paid in Full 0 8.250% 360 6 2(B) 0115078446 Loan Paid in Full 0 10.250% 360 6 2(B) 0115081283 Loan Paid in Full 0 8.200% 360 5 2(B) 0115082224 Loan Paid in Full 0 10.330% 360 5 2(B) 0115088502 Loan Paid in Full 0 7.600% 360 5 2(B) 0115089625 Loan Paid in Full 0 7.200% 360 5 2(B) 0115091209 Loan Paid in Full 0 10.600% 360 5 2(B) 0115100042 Loan Paid in Full 0 8.150% 360 5 2(B) 0115106494 Loan Paid in Full 0 7.700% 360 6 2(B) 0115107617 Loan Paid in Full 0 7.990% 360 5 2(B) 0115108482 Loan Paid in Full 0 5.490% 360 5 2(B) 0115210122 Loan Paid in Full 0 6.870% 360 5 2(B) 0115211500 Loan Paid in Full (1) 7.130% 360 5 2(B) 0115218992 Loan Paid in Full 2 6.635% 360 4 2(B) 0115220402 Loan Paid in Full 0 8.300% 360 7 2(B) 0115220667 Loan Paid in Full 0 7.600% 360 6 2(B) 0115572687 Loan Paid in Full 0 5.900% 360 4 2(B) 0115576928 Loan Paid in Full 0 7.500% 360 4 2(B) 0115656878 Loan Paid in Full 0 7.350% 360 3 2(B) 0115661316 Loan Paid in Full 0 6.150% 360 3 2(B) 0115662538 Loan Paid in Full 0 9.950% 360 3 2(B) 0115663916 Loan Paid in Full 0 7.650% 360 3 2(B) 0115665077 Loan Paid in Full 0 7.100% 360 3 2(B) 0115666968 Loan Paid in Full 0 8.900% 360 3 2(B) 0115668287 Loan Paid in Full 0 7.990% 360 3 2(B) 0115670259 Loan Paid in Full 0 7.890% 360 3 2(B) 0115677593 Loan Paid in Full 0 7.700% 360 3 2(B) 0115688277 Loan Paid in Full 0 7.325% 360 3 2(B) 0115700379 Loan Paid in Full 0 8.725% 360 3 2(B) 0115703209 Loan Paid in Full 0 9.100% 360 3 2(B) 0115703803 Loan Paid in Full 0 7.250% 360 3 2(B) 0115705303 Loan Paid in Full 0 8.000% 360 3 2(B) 0115705873 Loan Paid in Full 0 8.800% 360 3 2(B) 0115707309 Loan Paid in Full 0 8.075% 360 3 2(B) 0115707325 Loan Paid in Full 0 6.150% 360 3 2(B) 0115712317 Loan Paid in Full 0 8.050% 360 3 2(B) 0115716292 Loan Paid in Full 0 7.550% 360 4 2(B) 0115716722 Loan Paid in Full (1) 6.000% 360 3 2(B) 0115718074 Loan Paid in Full (1) 6.000% 360 3 2(B) 0115719221 Loan Paid in Full 0 7.600% 360 3 2(B) 0115722951 Loan Paid in Full 0 8.800% 360 3 2(B) 0115728347 Loan Paid in Full 0 8.150% 360 3 2(B) 0115729204 Loan Paid in Full 0 7.650% 360 3 3(A) 0018149476 Loan Paid in Full 0 10.000% 180 13 3(A) 0018549048 Loan Paid in Full 0 6.250% 240 9 3(A) 0113984843 Loan Paid in Full 0 11.300% 360 9 3(A) 0115057655 Loan Paid in Full 0 6.740% 360 6 3(A) 0115066482 Loan Paid in Full 0 9.400% 360 5 3(A) 0115198798 Loan Paid in Full 0 6.760% 360 5 3(A) 0115201766 Loan Paid in Full 0 7.495% 360 5 3(A) 0115490401 Loan Paid in Full 0 10.750% 360 5 3(A) 0115575029 Loan Paid in Full 0 10.000% 180 5 3(A) 0115601833 Loan Paid in Full 0 10.100% 360 4 3(A) 0115674806 Loan Paid in Full 0 9.250% 180 3 3(A) 0115682098 Loan Paid in Full 0 10.350% 180 4 3(A) 0115698805 Loan Paid in Full 0 9.600% 180 3 3(A) 0115704603 Loan Paid in Full 0 11.350% 180 3 3(A) 0115708802 Loan Paid in Full 0 10.125% 180 3 3(A) 0115719239 Loan Paid in Full 0 10.850% 180 3 3(A) 0115729493 Loan Paid in Full 0 9.700% 180 3 3(B) 0018239673 Loan Paid in Full 0 6.200% 360 11 3(B) 0018988279 Loan Paid in Full 0 6.375% 360 6 3(B) 0019872746 Loan Paid in Full 0 8.250% 360 3 3(B) 0030111751 Loan Paid in Full 0 6.500% 360 5 3(B) 0030383897 Loan Paid in Full 0 5.875% 360 3 3(B) 0030437735 Loan Paid in Full 0 6.875% 360 3 3(B) 0030446322 Loan Paid in Full 1 8.250% 360 3 3(B) 0030468698 Loan Paid in Full 0 7.375% 360 3 3(B) 0035069368 Loan Paid in Full 0 6.500% 360 3 3(B) 0035119387 Loan Paid in Full 0 7.125% 360 3 3(B) 0035266014 Loan Paid in Full 0 6.625% 360 3 3(B) 0111751871 Loan Paid in Full 0 9.350% 360 17 3(B) 0112251715 Loan Paid in Full 0 7.500% 360 14 3(B) 0114188238 Loan Paid in Full 1 8.000% 360 10 3(B) 0115061434 Loan Paid in Full 0 12.100% 360 5 3(B) 0115067977 Loan Paid in Full 0 7.350% 360 5 3(B) 0115073256 Loan Paid in Full 0 6.300% 360 6 3(B) 0115074916 Loan Paid in Full (1) 7.500% 360 5 3(B) 0115075772 Loan Paid in Full 0 7.240% 360 6 3(B) 0115076721 Loan Paid in Full 0 8.090% 360 5 3(B) 0115080889 Loan Paid in Full 0 7.400% 360 5 3(B) 0115084337 Loan Paid in Full 0 6.450% 360 5 3(B) 0115103798 Loan Paid in Full 0 7.600% 360 5 3(B) 0115104333 Loan Paid in Full 0 7.150% 360 5 3(B) 0115104622 Loan Paid in Full 0 6.150% 360 5 3(B) 0115107161 Loan Paid in Full 0 8.800% 360 5 3(B) 0115108904 Loan Paid in Full 0 5.990% 360 5 3(B) 0115110413 Loan Paid in Full 0 7.400% 360 5 3(B) 0115111650 Loan Paid in Full 0 6.100% 360 5 3(B) 0115112906 Loan Paid in Full 0 7.150% 360 5 3(B) 0115114068 Loan Paid in Full 0 5.700% 360 5 3(B) 0115117574 Loan Paid in Full (1) 9.200% 360 5 3(B) 0115207060 Loan Paid in Full 0 7.255% 360 6 3(B) 0115210734 Loan Paid in Full (1) 6.250% 360 5 3(B) 0115220642 Loan Paid in Full 0 9.000% 360 7 3(B) 0115658312 Loan Paid in Full 0 7.900% 360 3 3(B) 0115658577 Loan Paid in Full 0 8.550% 360 3 3(B) 0115664021 Loan Paid in Full 0 6.750% 360 3 3(B) 0115665226 Loan Paid in Full (1) 8.475% 360 3 3(B) 0115665663 Loan Paid in Full 0 7.300% 360 4 3(B) 0115668402 Loan Paid in Full 0 7.400% 360 3 3(B) 0115669152 Loan Paid in Full (1) 7.500% 360 4 3(B) 0115670978 Loan Paid in Full 0 8.450% 360 4 3(B) 0115674640 Loan Paid in Full 0 7.400% 360 4 3(B) 0115676009 Loan Paid in Full 0 8.750% 360 3 3(B) 0115676405 Loan Paid in Full 0 5.750% 360 3 3(B) 0115683443 Loan Paid in Full 0 7.050% 360 3 3(B) 0115686289 Loan Paid in Full 0 8.050% 360 3 3(B) 0115704462 Loan Paid in Full 0 8.350% 360 3 3(B) 0115704611 Loan Paid in Full (1) 7.615% 360 4 3(B) 0115705717 Loan Paid in Full 0 8.450% 360 3 3(B) 0115707226 Loan Paid in Full 0 7.500% 360 3 3(B) 0115708794 Loan Paid in Full 0 6.750% 360 3 3(B) 0115711822 Loan Paid in Full 0 7.350% 360 3 3(B) 0115713000 Loan Paid in Full 0 8.350% 360 3 3(B) 0115726739 Loan Paid in Full 0 9.700% 360 3 3(B) 0115727299 Loan Paid in Full 0 7.100% 360 3 3(B) 0115730376 Loan Paid in Full 0 8.550% 360 3 4(A) 0114270911 Loan Paid in Full 0 10.240% 180 7 4(A) 0115208506 Loan Paid in Full 0 6.500% 360 5 4(A) 0115473217 Loan Paid in Full 0 9.250% 360 6 4(A) 0115573909 Loan Paid in Full 2 10.750% 180 4 4(A) 0115574311 Loan Paid in Full 0 9.990% 180 4 4(A) 0115601379 Loan Paid in Full 0 10.500% 360 5 4(A) 0115661324 Loan Paid in Full 0 9.500% 180 3 4(A) 0115663981 Loan Paid in Full 0 6.300% 360 4 4(A) 0115670655 Loan Paid in Full (1) 10.350% 180 3 4(A) 0115688285 Loan Paid in Full 0 10.740% 180 3 4(A) 0115712853 Loan Paid in Full 0 10.450% 180 3 4(A) 0115717613 Loan Paid in Full 0 9.500% 180 3 4(B) 0030115653 Loan Paid in Full (1) 6.375% 360 5 4(B) 0030153662 Loan Paid in Full 0 6.300% 360 5 4(B) 0030154223 Loan Paid in Full 0 7.500% 360 5 4(B) 0030289144 Loan Paid in Full 0 6.990% 360 5 4(B) 0030290308 Loan Paid in Full 0 5.850% 360 5 4(B) 0030324925 Loan Paid in Full 0 6.590% 360 4 4(B) 0030324933 Loan Paid in Full 0 7.300% 360 4 4(B) 0030336358 Loan Paid in Full 0 6.990% 360 4 4(B) 0030462634 Loan Paid in Full 0 5.625% 360 3 4(B) 0035235274 Loan Paid in Full 0 8.375% 360 3 4(B) 0115064032 Loan Paid in Full 0 7.750% 360 6 4(B) 0115073454 Loan Paid in Full 0 7.850% 360 5 4(B) 0115074155 Loan Paid in Full 0 7.850% 360 5 4(B) 0115079956 Loan Paid in Full 0 6.350% 360 5 4(B) 0115088403 Loan Paid in Full 0 7.300% 360 5 4(B) 0115097479 Loan Paid in Full 0 7.600% 360 6 4(B) 0115191157 Loan Paid in Full 0 8.500% 360 5 4(B) 0115200206 Loan Paid in Full 0 7.990% 360 5 4(B) 0115200263 Loan Paid in Full 0 9.115% 360 5 4(B) 0115204539 Loan Paid in Full 0 7.635% 360 5 4(B) 0115206237 Loan Paid in Full 0 6.120% 360 5 4(B) 0115206856 Loan Paid in Full 0 6.615% 360 7 4(B) 0115209272 Loan Paid in Full 0 7.250% 360 5 4(B) 0115216723 Loan Paid in Full 0 7.120% 360 4 4(B) 0115219487 Loan Paid in Full 0 6.885% 360 4 4(B) 0115220691 Loan Paid in Full 0 8.950% 360 6 4(B) 0115348930 Loan Paid in Full 0 8.740% 360 3 4(B) 0115570376 Loan Paid in Full 0 6.750% 360 5 4(B) 0115678286 Loan Paid in Full 0 7.650% 360 3 4(B) 0115688822 Loan Paid in Full 0 6.200% 360 3 4(B) 0115693590 Loan Paid in Full 0 7.950% 360 3 4(B) 0115700700 Loan Paid in Full 0 6.850% 360 3 4(B) 0115707580 Loan Paid in Full 0 6.500% 360 3 4(B) 0115711780 Loan Paid in Full 0 8.600% 360 3 4(B) 0115712846 Loan Paid in Full 0 7.050% 360 3 4(B) 0115721268 Loan Paid in Full 0 7.600% 360 3 4(B) 0115721441 Loan Paid in Full 0 8.100% 360 3 4(B) 0115722365 Loan Paid in Full 0 8.900% 360 3 4(B) 0115729709 Loan Paid in Full 0 6.950% 360 3

Summary SMM CPR PSA Current Month 2.321% Current Month 24.561% Current Month 3,130.078% 3 Month Average 1.639% 3 Month Average 17.768% 3 Month Average 2,948.927% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs 12mo Average* PSA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A N/A Apr-2005 N/A N/A Apr-2005 N/A N/A May-2005 N/A N/A May-2005 N/A N/A Jun-2005 9.329% N/A Jun-2005 2,403.861% N/A Jul-2005 19.415% N/A Jul-2005 3,312.842% N/A Aug-2005 24.561% N/A Aug-2005 3,130.078% 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(A) SMM CPR PSA Current Month 1.026% Current Month 11.643% Current Month 1,539.561% 3 Month Average 0.838% 3 Month Average 9.411% 3 Month Average 1,538.319% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs 12mo Average* PSA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A N/A Apr-2005 N/A N/A Apr-2005 N/A N/A May-2005 N/A N/A May-2005 N/A N/A Jun-2005 0.989% N/A Jun-2005 275.238% N/A Jul-2005 15.603% N/A Jul-2005 2,800.159% N/A Aug-2005 11.643% N/A Aug-2005 1,539.561% 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(B) SMM CPR PSA Current Month 2.354% Current Month 24.861% Current Month 3,192.628% 3 Month Average 1.690% 3 Month Average 18.247% 3 Month Average 3,050.787% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs 12mo Average* PSA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A N/A Apr-2005 N/A N/A Apr-2005 N/A N/A May-2005 N/A N/A May-2005 N/A N/A Jun-2005 8.880% N/A Jun-2005 2,330.353% N/A Jul-2005 21.000% N/A Jul-2005 3,629.381% N/A Aug-2005 24.861% N/A Aug-2005 3,192.628% 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(A) SMM CPR PSA Current Month 0.763% Current Month 8.777% Current Month 1,108.921% 3 Month Average 0.542% 3 Month Average 6.295% 3 Month Average 1,045.982% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs 12mo Average* PSA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A N/A Apr-2005 N/A N/A Apr-2005 N/A N/A May-2005 N/A N/A May-2005 N/A N/A Jun-2005 3.761% N/A Jun-2005 957.527% N/A Jul-2005 6.347% N/A Jul-2005 1,071.497% N/A Aug-2005 8.777% N/A Aug-2005 1,108.921% 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(B) SMM CPR PSA Current Month 2.534% Current Month 26.511% Current Month 3,391.276% 3 Month Average 1.630% 3 Month Average 17.650% 3 Month Average 2,960.279% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs 12mo Average* PSA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A N/A Apr-2005 N/A N/A Apr-2005 N/A N/A May-2005 N/A N/A May-2005 N/A N/A Jun-2005 10.602% N/A Jun-2005 2,768.221% N/A Jul-2005 15.836% N/A Jul-2005 2,721.339% N/A Aug-2005 26.511% N/A Aug-2005 3,391.276% 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. 3(A) SMM CPR PSA Current Month 1.359% Current Month 15.146% Current Month 1,921.417% 3 Month Average 0.980% 3 Month Average 11.103% 3 Month Average 1,929.668% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs 12mo Average* PSA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A N/A Apr-2005 N/A N/A Apr-2005 N/A N/A May-2005 N/A N/A May-2005 N/A N/A Jun-2005 9.263% N/A Jun-2005 2,364.414% N/A Jul-2005 8.901% N/A Jul-2005 1,503.175% N/A Aug-2005 15.146% N/A Aug-2005 1,921.417% 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. 3(B) SMM CPR PSA Current Month 2.423% Current Month 25.498% Current Month 3,280.929% 3 Month Average 1.732% 3 Month Average 18.704% 3 Month Average 3,165.859% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs 12mo Average* PSA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A N/A Apr-2005 N/A N/A Apr-2005 N/A N/A May-2005 N/A N/A May-2005 N/A N/A Jun-2005 10.617% N/A Jun-2005 2,774.744% N/A Jul-2005 19.996% N/A Jul-2005 3,441.902% N/A Aug-2005 25.498% N/A Aug-2005 3,280.929% 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. 4(A) SMM CPR PSA Current Month 1.558% Current Month 17.175% Current Month 2,141.894% 3 Month Average 1.032% 3 Month Average 11.552% 3 Month Average 1,794.451% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs 12mo Average* PSA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A N/A Apr-2005 N/A N/A Apr-2005 N/A N/A May-2005 N/A N/A May-2005 N/A N/A Jun-2005 4.152% N/A Jun-2005 1,031.665% N/A Jul-2005 13.329% N/A Jul-2005 2,209.795% N/A Aug-2005 17.175% N/A Aug-2005 2,141.894% 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. 4(B) SMM CPR PSA Current Month 2.796% Current Month 28.845% Current Month 3,612.068% 3 Month Average 2.075% 3 Month Average 21.878% 3 Month Average 3,531.505% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs 12mo Average* PSA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A N/A Apr-2005 N/A N/A Apr-2005 N/A N/A May-2005 N/A N/A May-2005 N/A N/A Jun-2005 10.548% N/A Jun-2005 2,609.690% N/A Jul-2005 26.239% N/A Jul-2005 4,372.756% N/A Aug-2005 28.845% N/A Aug-2005 3,612.068% 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))

MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.055% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs 12mo Average* SDA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A N/A Apr-2005 N/A N/A Apr-2005 N/A N/A May-2005 N/A N/A May-2005 N/A N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.001% N/A Jul-2005 0.165% 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 0.003% 3 Month Average 3.117% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs 12mo Average* Loss Severity: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A N/A Apr-2005 N/A N/A Apr-2005 N/A N/A May-2005 N/A N/A May-2005 N/A N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.010% N/A Jul-2005 9.351% 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(A) MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs 12mo Average* SDA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A N/A Apr-2005 N/A N/A Apr-2005 N/A N/A May-2005 N/A N/A May-2005 N/A N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs 12mo Average* Loss Severity: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 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(B) MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs 12mo Average* SDA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A N/A Apr-2005 N/A N/A Apr-2005 N/A N/A May-2005 N/A N/A May-2005 N/A N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs 12mo Average* Loss Severity: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 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(A) MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs 12mo Average* SDA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A N/A Apr-2005 N/A N/A Apr-2005 N/A N/A May-2005 N/A N/A May-2005 N/A N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs 12mo Average* Loss Severity: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 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(B) MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs 12mo Average* SDA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A N/A Apr-2005 N/A N/A Apr-2005 N/A N/A May-2005 N/A N/A May-2005 N/A N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs 12mo Average* Loss Severity: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 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. 3(A) MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.007% 3 Month Average 1.345% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs 12mo Average* SDA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A N/A Apr-2005 N/A N/A Apr-2005 N/A N/A May-2005 N/A N/A May-2005 N/A N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.020% N/A Jul-2005 4.035% 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 0.080% 3 Month Average 3.117% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs 12mo Average* Loss Severity: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A N/A Apr-2005 N/A N/A Apr-2005 N/A N/A May-2005 N/A N/A May-2005 N/A N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.239% N/A Jul-2005 9.351% 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. 3(B) MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs 12mo Average* SDA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A N/A Apr-2005 N/A N/A Apr-2005 N/A N/A May-2005 N/A N/A May-2005 N/A N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs 12mo Average* Loss Severity: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 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. 4(A) MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs 12mo Average* SDA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A N/A Apr-2005 N/A N/A Apr-2005 N/A N/A May-2005 N/A N/A May-2005 N/A N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs 12mo Average* Loss Severity: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 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. 4(B) MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs 12mo Average* SDA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 N/A N/A Mar-2005 N/A N/A Apr-2005 N/A N/A Apr-2005 N/A N/A May-2005 N/A N/A May-2005 N/A N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs 12mo Average* Loss Severity: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 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)

theMurrayhillcompany SAIL 2005-5 Credit Risk Manager Report July 2005 The information contained in this Report is based upon a specific point in time and reflects performance solely through that point in time. It does not forecast the performance of the portfolio in the future. The information in this Report is not investment advice concerning a particular portfolio or security, and no mention of a particular security in this Report constitutes a recommendation to buy, sell, or hold that or any other security. The Report is based upon information provided to The Murrayhill Company by third parties and therefore The Murrayhill Company cannot, and does not, warrant that the information contained in this Report is accurate or complete. Table of Contents Section One Executive Summary Section Two Prepayment Premium Analysis Section Three Loan Analysis Section Four Analytics c 2005 The Murrayhill Company. All Rights Reserved. Section One Executive Summary SAIL 2005-5 Executive Summary July 2005 Transaction Summary Closing Date: 5/27/2005 Depositor: Structured Asset Securities Corporation Trustee(s): U. S. Bank Securities Administrator: Wells Fargo Bank, N.A. Master Servicer: Aurora Loan Services Master Servicing Servicer(s): Aurora Loan Services, Chase Home Finance, GMAC Mortgage, Ocwen Financial Services, Option One Mortgage, Wells Fargo / ASC Mortgage Insurer(s): PMI Mortgage Insurance Co. Delinquency Reporting Method: OTS^1 Collateral Summary 5/31/2005 as a Percentage of Closing Date 5/31/2005^2 Closing Date Collateral Balance $2,500,902,549 $2,432,232,693 97.25% Loan Count 13,813 13,498 97.72% 1 OTS Method: A current loan becomes 30 days delinquent if the scheduled payment is not made by the close of business on the corresponding day of the following month. Similarly for 60 days delinquent and the second immediately succeeding month and 90 days delinquent and the third immediately succeeding month. 2 These figures are based upon information provided to Murrayhill by the servicers on a monthly basis. Collateral Statistics Loan Count Summed Balance Repurchases* 2 $93,575 First Payment Defaults 63 $13,183,324 Early Payment Defaults** 99 $18,662,239 Multiple Loans to One Borrower 3523 $470,709,397 *Refers to loans repurchased in the current month **A default that occurs on the second or third scheduled payment Second Lien Statistics Loan Count Summed Balance Total Outstanding Second Liens 1954 $101,764,819 30 Days Delinquent 20 $861,928 60 Days Delinquent 6 $518,741 90+ Days Delinquent 2 $222,742 Delinquency Counts Murrayhill discovered that during the 7/25/2005 remittance cycle, the delinquency counts between what was reported by the servicers to Murrayhill and what is reported on the remittance statement differ. Murrayhill is researching these discrepancies and we are working with all parties involved to ensure these discrepancies are resolved. 7/25/2005 Remittance 30 60 90(+) FC REO As reported on the 46 13 4 0 0 remittance As reported by the 130 29 8 10 0 servicers Difference (84) (16) (4) (10) 0 Prepayments Remittance Date Beginning Collateral Balance Total Prepayments Percentage of Prepayments 7/25/2005 $2,476,215,429 $44,118,900 1.78 6/25/2005 $2,497,873,727 $20,292,176 0.81 Prepayment Premium Analysis In the 7/25/2005 remittance, 101 loans with active prepayment premium flags were paid off. The servicers remitted a total of $537,148 in premiums for 100 of these loans and another premium for one loan that was paid off without a prepayment premium flag . Premiums for two loans were not collected because of sales clauses which prohibited the collection of premiums. Also, the master servicer reversed a $5,481 prepayment premium for loan number 6466984 because the note contained a sales clause. Loan number 6455071 contained an active prepayment premium flag but did not remit a premium. Murrayhill has contacted the servicer regarding this issue and are awaiting a response. A total of $531,668 was remitted to the P Class. Loss Analysis In the 7/25/2005 remittance, this security experienced one loss totaling $1,868 for loan number 6454795. Murrayhill has inquired with the servicer about this loan because the loan appears to have passed this loss in spite of the fact that it liquidated out of current status. We are awaiting a response. This month, no loans experienced a high loss amount and/or severity, and no loans were charged off. c 2005 The Murrayhill Company. All Rights Reserved. Section Two Prepayment Premium Analysis Reconciliation for Prepayment Premiums for SAIL 2005-5 Mortgage Data Through: June 30, 2005 Section 1: Prepayment premiums remitted to the P Class by the trustee. This information is taken from the Statement to Certificateholders preparedby the trustee. Trustee Remittance Date Class 25-Jun-05 25-Jun-05 P Class $531,668 $136,080 Section 2: Prepayment premiums collected by the servicers and remitted to the trustee. This information is reported to Murrayhill by the servicers each month. Trustee Remittance Date Servicer 25-Jun-05 25-Jun-05 TOTAL $531,668 $136,080 Section 3: Reconciliation of the amounts remitted to the P Class by the trustee and the amounts remitted by the servicer to the trustee. Amount remitted to the P Class: $531,668 Amount remitted by servicers: $531,668 Difference: $0 Aggregate Paid-Off Loans Report for SAIL 2005-5 Mortgage Data Through: June 30, 2005 Trustee Remittance Date: 25-Jul-05 25-Jun-05 Loans with Active Prepayment Flags with Premiums Remitted (A) 100 7 Loans without Prepayment Flags with Premiums Remitted 1 1 Total Loans with Premiums Remitted (B) 101 8 Loans with Active Prepayment Flags (C) 101 7 Loans without Prepayment Flags with Premiums Remitted 1 1 Subtotal (D) 102 8 Premiums Remitted for Loans with Active Prepayment Flags (A/C) 99.01% 100.00% Total Loans with Premiums Remitted to the Subtotal (B/D) 99.02% 100.00% Total Paid-Off Loans (E) 217 29 Total Loans with Premiums Remitted to the Total Paid-Off Loans (B/E) 46.54% 27.59% Paid-Off Loan Exception Report for SAIL 2005-5 Mortgage Data Through: June 30, 2005 TOTAL Total Paid-Off Loans with Flags 104 Less Exceptions: Loans with Expired Prepayment Clauses (as stated in the Note)* 1 Loans that Contained a Clause Allowing Prepayment Premiums to be Waived at the Time of Liquidation* 2 Loans that were Liquidated from REO Status* 0 Loans with Discrepancies between the Data File and the Note* 0 Defaulted Liquidated Loans that Could Not Have Premiums Collected because of the Acceleration of the Debt* 0 Loans that were Liquidated Through Loss Mitigation Efforts* 0 Total Paid-Off Loans with Active Prepayment Flags (C) 101 Other Exceptions: Paid-Off Loans that Did Not have Premiums Collected because of State Statutes 0 Paid-Off Loans with Active Prepayment Flags that Did Not Have Premiums Remitted 1 Paid-Off Loans With Prepayment Flags for SAIL 2005-5 Mortgage Data Through: June 30, 2005 Loan Delinquency Origination PPP Expiration Payoff Number String Date Flag Date Balance 6455071 C0 3/8/2005 2 3/8/2007 $202,230 6467365 C0 4/8/2005 2 4/8/2007 $118,680 6462696 C0 3/29/2005 2 3/29/2007 $284,679 6463674 C0 1/20/2005 0 1/20/2005 $41,540 6459640 C0 3/31/2005 3 3/31/2008 $93,529 6464988 C0 3/30/2005 3 3/30/2008 $127,879 6462053 C0 3/30/2005 3 3/30/2008 $359,464 6460211 C0 3/25/2005 3 3/25/2008 $552,500 6467348 C0 3/23/2005 3 3/23/2008 $115,200 6459543 C0 3/21/2005 3 3/21/2008 $69,885 6464318 C0 3/21/2005 3 3/21/2008 $110,901 6467196 CC0 3/16/2005 3 3/16/2008 $220,500 6461909 C0 3/8/2005 3 3/8/2008 $75,880 6460714 C0 3/8/2005 3 3/8/2008 $152,882 6462427 C0 3/4/2005 3 3/4/2008 $159,103 6454722 C0 3/3/2005 3 3/3/2008 $63,446 6465667 C0 3/2/2005 3 3/2/2008 $35,351 6454258 C0 2/23/2005 3 2/23/2008 $200,361 6458627 C0 2/7/2005 3 2/7/2008 $49,949 6458595 C0 2/3/2005 3 2/3/2008 $49,941 6456284 C0 1/28/2005 3 1/28/2008 $216,000 6455002 C0 1/26/2005 3 1/26/2008 $30,333 6455296 C0 1/20/2005 3 1/20/2008 $141,079 6455194 C0 1/18/2005 3 1/18/2008 $94,776 6455811 C0 1/14/2005 3 1/14/2008 $118,230 6457953 C0 1/4/2005 3 1/4/2008 $236,120 6466475 C0 11/24/2004 3 11/24/2007 $418,081 6460793 C0 3/31/2005 2 3/31/2007 $87,959 6463036 C0 3/29/2005 2 3/29/2007 $391,500 6463991 C0 3/28/2005 2 3/28/2007 $238,500 6465265 C0 3/18/2005 2 3/18/2007 $202,072 6464268 C0 3/18/2005 2 3/18/2007 $215,045 6467174 C0 3/17/2005 2 3/17/2007 $167,200 6465347 C0 3/17/2005 2 3/17/2007 $61,711 6465047 C0 3/17/2005 2 3/17/2007 $67,961 6459727 C0 3/17/2005 2 3/17/2007 $196,794 6465074 C0 3/15/2005 2 3/15/2007 $44,782 6462552 C0 3/15/2005 2 3/15/2007 $168,666 6465073 C0 3/15/2005 2 3/15/2007 $179,021 6465401 C0 3/15/2005 2 3/15/2007 $382,500 6460937 0 3/15/2005 2 3/15/2007 $490,991 6462915 C0 3/14/2005 2 3/14/2007 $399,712 6464617 C0 3/11/2005 2 3/11/2007 $327,826 6460525 C0 3/9/2005 2 3/9/2007 $62,935 6459848 C0 3/9/2005 2 3/9/2007 $250,068 6461908 C0 3/8/2005 2 3/8/2007 $303,958 6460708 C0 3/8/2005 2 3/8/2007 $401,654 6464265 C0 3/4/2005 2 3/4/2007 $212,800 6458665 C0 3/3/2005 2 3/3/2007 $149,654 6465665 C0 3/2/2005 2 3/2/2007 $141,237 6459444 C0 3/1/2005 2 3/1/2007 $279,000 6460792 0 3/1/2005 2 3/1/2007 $352,000 6459469 C0 2/25/2005 2 2/25/2007 $483,734 6454104 C0 2/9/2005 2 2/9/2007 $272,187 6466419 CC0 2/7/2005 2 2/7/2007 $164,397 6454146 C0 2/3/2005 2 2/3/2007 $276,000 6455228 C0 2/1/2005 2 2/1/2007 $199,641 6455416 C0 2/1/2005 2 2/1/2007 $339,310 6455686 C0 1/31/2005 2 1/31/2007 $72,627 6456537 C0 1/28/2005 2 1/28/2007 $167,325 6455333 C0 1/28/2005 2 1/28/2007 $123,029 6457602 C0 1/26/2005 2 1/26/2007 $86,079 6457763 C0 1/26/2005 2 1/26/2007 $419,277 6455849 C0 1/25/2005 2 1/25/2007 $159,539 6455223 C0 1/25/2005 2 1/25/2007 $266,911 6457579 C0 1/24/2005 2 1/24/2007 $152,650 6457765 C0 1/24/2005 2 1/24/2007 $313,500 6453889 C0 1/24/2005 2 1/24/2007 $115,539 6457932 C0 1/21/2005 2 1/21/2007 $189,430 6457776 C0 1/21/2005 2 1/21/2007 $215,571 6466078 CC0 1/21/2005 2 1/21/2007 $137,223 6466116 C0 1/20/2005 2 1/20/2007 $206,000 6457540 C0 1/20/2005 2 1/20/2007 $157,058 6455691 C0 1/20/2005 2 1/20/2007 $182,629 6455664 C0 1/20/2005 2 1/20/2007 $432,000 6458271 C0 1/19/2005 2 1/19/2007 $143,762 6457182 C0 1/14/2005 2 1/14/2007 $209,427 6455575 C0 1/14/2005 2 1/14/2007 $126,152 6455173 C0 1/14/2005 2 1/14/2007 $169,475 6457974 C0 1/14/2005 2 1/14/2007 $398,180 6456741 C0 1/12/2005 2 1/12/2007 $103,360 6457701 C0 1/12/2005 2 1/12/2007 $292,500 6455162 C0 1/12/2005 2 1/12/2007 $327,783 6457889 C0 1/11/2005 2 1/11/2007 $139,752 6457606 C0 1/11/2005 2 1/11/2007 $154,805 6457525 C0 1/10/2005 2 1/10/2007 $56,567 6457526 C0 1/10/2005 2 1/10/2007 $56,567 6455665 C0 1/10/2005 2 1/10/2007 $107,751 6458198 C0 1/6/2005 2 1/6/2007 $209,738 6455317 C0 1/6/2005 2 1/6/2007 $279,220 6455171 C0 1/6/2005 2 1/6/2007 $387,181 6455907 C0 1/5/2005 2 1/5/2007 $119,789 6455586 C0 1/5/2005 2 1/5/2007 $95,712 6457470 C0 1/3/2005 2 1/3/2007 $179,272 6456863 C0 12/31/2004 2 12/31/2006 $156,194 6458465 C0 12/30/2004 2 12/30/2006 $269,183 6457245 C0 12/30/2004 2 12/30/2006 $212,763 6457951 C0 12/29/2004 2 12/29/2006 $296,624 6454945 C0 12/15/2004 2 12/15/2006 $36,757 6465831 C0 3/31/2005 1 3/31/2006 $96,000 6459659 C0 2/28/2005 1 2/28/2006 $159,631 6466277 C0 1/25/2005 1 1/25/2006 $251,450 6457635 C0 1/4/2005 1 1/4/2006 $263,846 6455124 C0 9/30/2004 1 9/30/2005 $258,848 Paid-Off Loans With Prepayment Flags for SAIL 2005-5 Mortgage Data Through: June 30, 2005 (Continued) Loan PPP % of PPP to No PPP PPP Remitted, Number Remitted Payoff Remitted, No Flag Comments Balance w/ Flag 6455071 $0 0% 6455071 Awaiting servicer' s response 6467365 $0 0% Contained a sales clause 6462696 $0 0% Contained a sales clause 6463674 $842 2% 6463674 6459640 $2,768 3% 6464988 $3,196 2% 6462053 $7,189 2% 6460211 $14,586 3% 6467348 $3,168 3% 6459543 $1,846 3% 6464318 $2,905 3% 6467196 $4,741 2% 6461909 $2,729 4% 6460714 $4,463 3% 6462427 $2,204 1% 6454722 $753 1% 6465667 $1,377 4% 6454258 $10,026 5% 6458627 $2,497 5% 6458595 $2,386 5% 6456284 $6,264 3% 6455002 $1,102 4% 6455296 $3,636 3% 6455194 $2,743 3% 6455811 $3,547 3% 6457953 $6,086 3% 6466475 $10,845 3% 6460793 $3,430 4% 6463036 $12,512 3% 6463991 $7,489 3% 6465265 $4,041 2% 6464268 $7,310 3% 6467174 $4,180 3% 6465347 $1,234 2% 6465047 $3,085 5% 6459727 $4,525 2% 6465074 $1,881 4% 6462552 $2,620 2% 6465073 $4,288 2% 6465401 $11,781 3% 6460937 $14,838 3% 6462915 $12,229 3% 6464617 $9,308 3% 6460525 $629 1% 6459848 $7,601 3% 6461908 $7,174 2% 6460708 $10,842 3% 6464265 $6,044 3% 6458665 $1,238 1% 6465665 $3,219 2% 6459444 $8,091 3% 6460792 $8,166 2% 6459469 $13,926 3% 6454104 $7,495 3% 6466419 $4,264 3% 6454146 $3,703 1% 6455228 $7,974 4% 6455416 $10,839 3% 6455686 $1,453 2% 6456537 $4,005 2% 6455333 $4,230 3% 6457602 $2,701 3% 6457763 $14,752 4% 6455849 $2,019 1% 6455223 $6,884 3% 6457579 $4,516 3% 6457765 $8,765 3% 6453889 $2,833 2% 6457932 $4,543 2% 6457776 $6,981 3% 6466078 $3,564 3% 6466116 $5,051 2% 6457540 $1,575 1% 6455691 $1,622 1% 6455664 $8,640 2% 6458271 $5,173 4% 6457182 $2,094 1% 6455575 $3,431 3% 6455173 $3,963 2% 6457974 $13,558 3% 6456741 $2,233 2% 6457701 $8,483 3% 6455162 $12,125 4% 6457889 $2,797 2% 6457606 $4,239 3% 6457525 $566 1% 6457526 $566 1% 6455665 $2,155 2% 6458198 $1,687 1% 6455317 $9,547 3% 6455171 $12,074 3% 6455907 $1,200 1% 6455586 $2,869 3% 6457470 $4,298 2% 6456863 $3,936 3% 6458465 $2,692 1% 6457245 $6,973 3% 6457951 $8,999 3% 6454945 $734 2% 6465831 $2,515 3% 6459659 $4,690 3% 6466277 $6,678 3% 6457635 $7,116 3% 6455124 $7,765 3% c 2005 The Murrayhill Company. All Rights Reserved. Section Three Loss Analysis SAIL 2005-5 Historical Monthly Losses Losses Through: June 30, 2005 Date Loan Loss Amount Loss Percentage 7/25/2005 $1,868.43 0.00% 6/25/2005 $0.00 0.00% Totals: $1,868.43 0.00% *The loss percentage is a calculation of the total monthly loss as a percentage of the original balance of the security. SAIL 2005-5 Loss Reconciliation Report Trustee Remittance Date: July 25, 2005 Remittance Statement Summary 7/25/2005 $1,868 Loan-Level Losses: $1,868 Subsequent Losses: $0 Subsequent Gains: $0 Monthly Security Loss: $1,868 Losses Remitted: $1,868 Difference: $0 Loan-Level Loss Report Loan Number Loss Loan Number Loss Loan Number Loss 6454795 $1,868 Loan-Level Loss Report Total: $1,868 SAIL 2005-5 Loss Report Losses Through: June 30, 2005 July 25, 2005 Origination Original Amount Loan Number State Date Original LTV Original Appraisal Loss Loss Severity 6454795 MN 3/3/2005 24% $20,000 $1,868.43 9.34% $85,000 Monthly Total: $1,868.43 9.34% Overall Total: $1,868.43 9.34% c 2005 The Murrayhill Company. All Rights Reserved. Section Four Analytics SAIL 2005-5 FICO Distribution by Status Mortgage Data Through: June 30, 2005 FICO Delinquency Percentage 500 Current 0.008 500 Delinquent 0.006 500 Paid Off 0.003 510 Current 0.02 510 Delinquent 0.028 510 Paid Off 0.013 520 Current 0.02 520 Delinquent 0.056 520 Paid Off 0.023 530 Current 0.023 530 Delinquent 0.045 530 Paid Off 0.013 540 Current 0.027 540 Delinquent 0.034 540 Paid Off 0.046 550 Current 0.028 550 Delinquent 0.056 550 Paid Off 0.033 560 Current 0.029 560 Delinquent 0.04 560 Paid Off 0.03 570 Current 0.028 570 Delinquent 0.073 570 Paid Off 0.013 580 Current 0.038 580 Delinquent 0.051 580 Paid Off 0.043 590 Current 0.052 590 Delinquent 0.062 590 Paid Off 0.056 600 Current 0.057 600 Delinquent 0.085 600 Paid Off 0.033 610 Current 0.059 610 Delinquent 0.028 610 Paid Off 0.049 620 Current 0.065 620 Delinquent 0.062 620 Paid Off 0.049 630 Current 0.067 630 Delinquent 0.051 630 Paid Off 0.063 640 Current 0.074 640 Delinquent 0.045 640 Paid Off 0.049 650 Current 0.068 650 Delinquent 0.085 650 Paid Off 0.063 660 Current 0.066 660 Delinquent 0.051 660 Paid Off 0.072 670 Current 0.053 670 Delinquent 0.045 670 Paid Off 0.043 680 Current 0.05 680 Delinquent 0.028 680 Paid Off 0.072 690 Current 0.046 690 Delinquent 0.034 690 Paid Off 0.069 700 Current 0.032 700 Paid Off 0.026 710 Current 0.019 710 Delinquent 0.011 710 Paid Off 0.036 720 Current 0.016 720 Delinquent 0.006 720 Paid Off 0.007 730 Current 0.014 730 Paid Off 0.02 740 Current 0.011 740 Paid Off 0.02 750 Current 0.009 750 Delinquent 0.006 750 Paid Off 0.016 760 Current 0.006 760 Delinquent 0.006 760 Paid Off 0.016 770 Current 0.006 780 Current 0.003 780 Paid Off 0.007 790 Current 0.002 800 Current 0.001 800 Paid Off 0.01 810 Current 0.001 Status # of Loans Average Std. Deviation Current 13,321 627 66.803 Delinquent 177 599 71.092 Paid Off 304 632 81.711 Total: 13,802 SAIL 2005-5 Loan-to-Value Distribution by Status Mortgage Data Through: June 30, 2005 LTV Delinquency Percentage 0.1 Paid Off 0.013 0.1 Current 0.004 0.1 Delinquent 0.011 0.2 Current 0.142 0.2 Delinquent 0.147 0.2 Paid Off 0.125 0.3 Delinquent 0.006 0.3 Paid Off 0.003 0.3 Current 0.007 0.4 Paid Off 0.02 0.4 Delinquent 0.006 0.4 Current 0.012 0.5 Delinquent 0.034 0.5 Current 0.023 0.5 Paid Off 0.023 0.6 Current 0.044 0.6 Paid Off 0.056 0.6 Delinquent 0.028 0.7 Paid Off 0.155 0.7 Current 0.092 0.7 Delinquent 0.051 0.8 Paid Off 0.306 0.8 Delinquent 0.475 0.8 Current 0.389 0.9 Paid Off 0.197 0.9 Delinquent 0.181 0.9 Current 0.211 1 Delinquent 0.062 1 Paid Off 0.102 1 Current 0.077 Status # of Loans Average Std. Deviation Current 13,321 0.709 0.239 Delinquent 177 0.701 0.243 Paid Off 304 0.707 0.24 Total: 13,802 SAIL 2005-5 Balance Distribution by Status Mortgage Data Through: June 30, 2005 Balance Delinquency Percentage 10000 Current 0 20000 Current 0.02 20000 Delinquent 0.017 30000 Current 0.037 30000 Delinquent 0.045 40000 Current 0.031 40000 Delinquent 0.04 50000 Current 0.039 50000 Delinquent 0.045 60000 Current 0.042 60000 Delinquent 0.028 70000 Current 0.037 70000 Delinquent 0.056 80000 Current 0.042 80000 Delinquent 0.062 90000 Current 0.039 90000 Delinquent 0.045 100000 Current 0.043 100000 Delinquent 0.04 110000 Current 0.042 110000 Delinquent 0.028 120000 Current 0.039 120000 Delinquent 0.04 130000 Current 0.038 130000 Delinquent 0.028 140000 Current 0.039 140000 Delinquent 0.023 150000 Current 0.037 150000 Delinquent 0.034 160000 Current 0.031 160000 Delinquent 0.04 170000 Current 0.03 170000 Delinquent 0.034 180000 Current 0.03 180000 Delinquent 0.04 190000 Current 0.025 190000 Delinquent 0.011 200000 Current 0.025 200000 Delinquent 0.028 210000 Current 0.022 210000 Delinquent 0.011 220000 Current 0.026 220000 Delinquent 0.006 230000 Current 0.019 230000 Delinquent 0.023 240000 Current 0.019 250000 Current 0.019 250000 Delinquent 0.017 260000 Current 0.018 260000 Delinquent 0.023 270000 Current 0.015 270000 Delinquent 0.006 280000 Current 0.015 280000 Delinquent 0.017 290000 Current 0.014 300000 Current 0.013 300000 Delinquent 0.011 310000 Current 0.011 310000 Delinquent 0.006 320000 Current 0.012 320000 Delinquent 0.011 330000 Current 0.01 330000 Delinquent 0.017 340000 Current 0.01 340000 Delinquent 0.023 350000 Current 0.009 350000 Delinquent 0.023 360000 Current 0.009 360000 Delinquent 0.011 370000 Current 0.007 380000 Current 0.008 380000 Delinquent 0.023 390000 Current 0.006 400000 Current 0.007 410000 Current 0.005 410000 Delinquent 0.006 420000 Current 0.005 430000 Current 0.005 430000 Delinquent 0.006 440000 Current 0.005 450000 Current 0.004 460000 Current 0.003 460000 Delinquent 0.006 470000 Current 0.004 480000 Current 0.003 480000 Delinquent 0.011 490000 Current 0.003 490000 Delinquent 0.011 500000 Current 0.005 500000 Delinquent 0.017 510000 Current 0.001 520000 Current 0.003 530000 Current 0.001 540000 Current 0.002 550000 Current 0.001 560000 Current 0.001 560000 Delinquent 0.006 570000 Current 0.001 580000 Current 0.001 580000 Delinquent 0.006 590000 Current 0.001 600000 Current 0.002 610000 Current 0 610000 Delinquent 0.006 620000 Current 0.001 630000 Current 0.001 640000 Current 0.001 650000 Current 0.001 660000 Current 0 670000 Current 0 670000 Delinquent 0.006 680000 Current 0 680000 Delinquent 0.006 690000 Current 0 700000 Current 0 710000 Current 0 720000 Current 0 730000 Current 0 740000 Current 0 750000 Current 0 760000 Current 0 770000 Current 0 780000 Current 0 800000 Current 0 810000 Current 0 820000 Current 0 840000 Current 0 880000 Current 0 890000 Current 0 900000 Current 0 910000 Current 0 920000 Current 0 930000 Current 0 940000 Current 0 960000 Current 0 990000 Delinquent 0.006 1000000 Current 0 1010000 Current 0 1090000 Current 0 1110000 Current 0 1150000 Current 0 1460000 Current 0 2000000 Current 0 Status # of Loans Average Std. Deviation Current 13,321 180,079.78 129,486.28 Delinquent 177 188,643.95 154,306.00 Total: 13,498 SAIL 2005-5 Mortgage Type Distribution by Status Mortgage Data Through: June 30, 2005 Mortgage Type Delinquency Percentage Investment Home Current 0.114 Investment Home Delinquent 0.107 Investment Home Paid Off 0.161 Primary Home Current 0.875 Primary Home Delinquent 0.881 Primary Home Paid Off 0.826 Second Home Current 0.011 Second Home Delinquent 0.011 Second Home Paid Off 0.013 Mortgage Type Loan Count Total Balance Avg. Balance Std. Deviation ARM 10,080 2,037,841,710.62 202,166.84 131,534.28 Fixed 3,722 394,390,982.31 105,962.11 100,590.76 Total: 13,802 2,432,232,692.93 SAIL 2005-5 Mortgage Term Distribution by Status Mortgage Data Through: June 30, 2005 Mortgage Term Delinquency Percentage 0 Paid Off 0.003 120 Current 0 180 Current 0.125 180 Paid Off 0.112 180 Delinquent 0.085 240 Paid Off 0.003 240 Current 0.013 360 Current 0.862 360 Paid Off 0.882 360 Delinquent 0.915 # of Loans Other 120 180 240 360 13,802 1 3 1,717 171 11910 SAIL 2005-5 Mortgage Purpose Distribution Mortgage Data Through: June 30, 2005 Origination Statistics Current Loans Delinquent Loans Paid Off Loans Purpose Number Percentage Purpose Number Percentage Purpose Number Percentage Purpose Number Percentage Cash-out 6,641 48.1% Cash-out 6,414 48.1% Cash-out 77 43.5% Cash-out 147 48.4% refinance refinance refinance refinance Purchase 6,235 45.1% Purchase 5,993 45.0% Purchase 93 52.5% Purchase 143 47.0% Rate/term 814 5.9% Rate/term 795 6.0% Rate/term 6 3.4% Rate/term 13 4.3% refinance refinance refinance refinance Home 0 0.0% Home 0 0.0% Home 0 0.0% Home 0 0.0% Improvement Improvement Improvement Improvement Other 123 0.9% Other 119 0.9% Other 1 0.6% Other 1 0.3% Total 13,813 100% Total 13,321 100% Total 177 100% Total 304 100% SAIL 2005-5 Ownership Distribution by Status Mortgage Data Through: June 30, 2005 Ownership Type Delinquency Percentage Investment Home Current 0.114 Investment Home Delinquent 0.107 Investment Home Paid Off 0.161 Primary Home Current 0.875 Primary Home Delinquent 0.881 Primary Home Paid Off 0.826 Second Home Current 0.011 Second Home Delinquent 0.011 Second Home Paid Off 0.013 Title # of Loans Investment Home 1,587 Primary Home 12,063 Second Home 152 Total: 13,802 SAIL 2005-5 Delinquent Count Over Time Mortgage Data Through: June 30, 2005 AsOfDate 30 Days 60 Days 90 Days Foreclosure REO 5/31/2005 60 13 1 3 0 6/30/2005 130 29 8 10 0 SAIL 2005-5 Delinquent Balance Over Time Mortgage Data Through: June 30, 2005 AsOfDate 30 Days 60 Days 90 Days Foreclosure REO 5/31/2005 12602039.46 1869128.8 97917.45 568068.44 0 6/30/2005 24053156.84 6330704.12 1330550.95 1675566.56 0 SAIL 2005-5 Conditional Prepayment Rates Mortgage Data Through: June 30, 2005 Date Distribution Date CPR 3-Month MA 6-Month MA 12-Month MA 6/30/2005 7/25/2005 19.49% 5/31/2005 6/25/2005 9.41% SAIL 2005-5 Historical SDA Performance Mortgage Data Through: June 30, 2005 Weighted Monthly Date Average Age Default Amt Default Rate CDR (F-R) SDA Curve SDA % 30-Jun-05 3.81 $0 0.00% 0.00% 0.08% 0% 31-May-05 2.82 $0 0.00% 0.00% 0.06% 0% Averages: 3.32 $0 0.00% 0.00% 0.07% 0% Copyright 2005, The Murrayhill Company. 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Prepayment - Voluntary Prepayments

Ex 99.2

Filing Compare · Structured Asset Investment Loan Trust 2005-5