8-K 1 mab05op1_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 MASTR ASSET BACKED SECURITIES TRUST Mortgage Pass-Through Certificates, Series 2005-OP1 (Exact name of registrant as specified in its charter) New York (governing law of 333-106982-69 Pooling and Servicing Agreement) (Commission 54-2175560 (State or other File Number) 54-2175561 jurisdiction 54-2175562 of Incorporation) 54-2175563 IRS EIN c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Road Columbia, MD 21045 (Address of principal executive offices) (Zip Code) Registrant's telephone number, including area code: (410) 884-2000 (Former name or former address, if changed since last report) Check the appropriate box below if the Form 8-K filing is intended to simultaneously satisfy the filing obligation of the registrant under any of the following provisions (see General Instruction A.2. below): [ ] Written communications pursuant to Rule 425 under the Securities Act (17 CFR 230.425) [ ] Soliciting material pursuant to Rule 14a-12 under the Exchange Act (17 CFR 240.14a-12) [ ] Pre-commencement communications pursuant to Rule 14d-2(b) under the Exchange Act(17 CFR 240.14d-2(b)) [ ] Pre-commencement communications pursuant to Rule 13e-4(c) under the Exchange Act(17 CFR 240.13e-4(c)) ITEM 8.01 Other Events On December 27, 2005 a distribution was made to holders of MASTR ASSET BACKED SECURITIES TRUST, Mortgage Pass-Through Certificates, Series 2005-OP1 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-OP1 Trust, relating to the December 27, 2005 distribution. Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized. MASTR ASSET BACKED SECURITIES TRUST Mortgage Pass-Through Certificates, Series 2005-OP1 Trust (Registrant) By: Wells Fargo Bank, N.A. as Trustee By: /s/ Beth Belfield as Officer By: Beth Belfield as Officer Date: 12/30/2005 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2005-OP1 Trust, relating to the December 27, 2005 distribution. EX-99.1 MASTR Asset Backed Securities Mortgage Pass-Through Certificates Record Date: 11/30/2005 Distribution Date: 12/27/2005 MASTR Asset Backed Securities Mortgage Pass-Through Certificates Series 2005-OP1 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

MASTR Asset Backed Securities Mortgage Pass-Through Certificates Record Date: 7/29/2005 Distribution Date: 8/25/2005 MASTR Asset Backed Securities Mortgage Pass-Through Certificates Series 2005-OP1 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~~ A-1 57643LHJ8 ~~SEN 3~~4.~~76500~~49875% ~~618~~509,~~970~~837,~~693~~418.9649 2,~~006~~038,~~754~~783.5719 A-2 57643LHK5 ~~SEN 3~~4.~~72000~~45375% 6856,~~775~~649,~~449~~366.8165 ~~220~~224,~~310~~268.6955 A-3 57643LHL3 ~~SEN 3~~4.~~55000~~28375% ~~278~~189,~~253~~255,~~939~~963.2155 ~~850~~720,~~606~~644.8365 A-4 57643LHM1 ~~SEN 3~~4.~~64000~~37375% 247,690,000.00 ~~776~~962,~~370~~963.5468 A-5 57643LHN9 ~~SEN 3~~4.~~77000~~50375% 45,612,000.00 ~~148~~182,~~074~~600.2904 M-1 57643LHP4 ~~MEZ 3~~4.~~86000~~59375% 46,469,000.00 ~~154~~189,~~457~~748.7942 M-2 57643LHQ2 ~~MEZ 3~~4.~~88000~~61375% 37,656,000.00 ~~125~~154,~~812~~431.8844 M-3 57643LHR0 ~~MEZ 3~~4.~~92000~~65375% 24,837,000.00 83102,~~838~~742.6739 M-4 57643LHS8 ~~MEZ 3~~4.~~96000~~69375% 39,259,000.00 ~~133~~163,~~873~~797.1927 M-5 57643LHT6 ~~MEZ~~ 4.~~06000~~79375% 13,620,000.00 4758,~~617~~036.0333 M-6 57643LHU3 ~~MEZ~~ 4.~~14000~~87375% 15,223,000.00 5465,~~269~~949.9942 M-7 57643LHV1 ~~MEZ 4~~5.~~38000~~11375% 18,427,000.00 6983,~~500~~760.5095 M-8 57643LHW9 ~~MEZ 4~~5.~~46000~~19375% 14,422,000.00 5566,~~388~~581.4957 M-9 57643LHX7 ~~MEZ~~ 5.~~21000~~94375% 15,223,000.00 6880,~~296~~428.3018 M-10 57643LHY5 ~~MEZ 5~~6.~~96000~~69375% 8,012,000.00 4147,~~119~~671.3640 M-11 57643LHZ2 ~~MEZ 6~~7.~~96000~~69375% 7,211,000.00 4349,~~217~~315.9323 CE MAB5OPT1C OC 0.00000% 11,216,730.25 21,~~769~~354,~~374~~588.7270 P MAB5OPT1P ~~RES~~ 0.00000% 100.00 ~~745~~791,~~462~~636.1249 Totals 1,~~510~~300,~~877~~620,~~913~~578.2394 87,~~394~~337,~~345~~947.8990

Certificateholder Distribution Summary (continued) Class Principal Current Ending ~~Cumulative~~Total ~~Principal~~Cummulative Distribution Realized Certificate ~~Total~~Distribution Realized ~~Class Distribution~~ Loss Balance ~~Distribution~~ Losses A-1 2225,~~703~~154,~~664~~112.1755 0.00 ~~596~~484,~~267~~683,~~029~~305.7994 2427,~~710~~192,~~418~~895.74 0.00 A-2 2,~~522~~794,~~663~~939.4012 0.00 6653,~~252~~854,~~786~~427.4153 23,~~742~~019,~~974~~207.0967 0.00 A-3 2722,~~144~~831,~~667~~515.9142 0.00 ~~251~~166,~~109~~424,~~271~~448.3013 2723,~~995~~552,~~274~~160.7407 0.00 A-4 0.00 0.00 247,690,000.00 ~~776~~962,~~370~~963.5468 0.00 A-5 0.00 0.00 45,612,000.00 ~~148~~182,~~074~~600.2904 0.00 M-1 0.00 0.00 46,469,000.00 ~~154~~189,~~457~~748.7942 0.00 M-2 0.00 0.00 37,656,000.00 ~~125~~154,~~812~~431.8844 0.00 M-3 0.00 0.00 24,837,000.00 83102,~~838~~742.6739 0.00 M-4 0.00 0.00 39,259,000.00 ~~133~~163,~~873~~797.1927 0.00 M-5 0.00 0.00 13,620,000.00 4758,~~617~~036.0333 0.00 M-6 0.00 0.00 15,223,000.00 5465,~~269~~949.9942 0.00 M-7 0.00 0.00 18,427,000.00 6983,~~500~~760.5095 0.00 M-8 0.00 0.00 14,422,000.00 5566,~~388~~581.4957 0.00 M-9 0.00 0.00 15,223,000.00 6880,~~296~~428.3018 0.00 M-10 0.00 0.00 8,012,000.00 4147,~~119~~671.3640 0.00 M-11 0.00 0.00 7,211,000.00 4349,~~217~~315.9323 0.00 CE 0.00 0.00 11,216,730.25 21,~~769~~354,~~374~~588.7270 0.00 P 0.00 0.00 100.00 ~~745~~791,~~462~~636.1249 0.00 Totals 5250,~~370~~780,~~995~~567.4809 0.00 1,~~458~~249,~~506~~840,~~917~~011.7585 6058,~~765~~118,~~341~~514.3799 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)~~ A-1 666,810,000.00 ~~618~~509,~~970~~837,~~693~~418.9649 0.00 2225,~~703~~154,~~664~~112.1755 0.00 0.00 A-2 74,091,000.00 6856,~~775~~649,~~449~~366.8165 0.00 2,~~522~~794,~~663~~939.4012 0.00 0.00 A-3 316,612,000.00 ~~278~~189,~~253~~255,~~939~~963.2155 0.00 2722,~~144~~831,~~667~~515.9142 0.00 0.00 A-4 247,690,000.00 247,690,000.00 0.00 0.00 0.00 0.00 A-5 45,612,000.00 45,612,000.00 0.00 0.00 0.00 0.00 M-1 46,469,000.00 46,469,000.00 0.00 0.00 0.00 0.00 M-2 37,656,000.00 37,656,000.00 0.00 0.00 0.00 0.00 M-3 24,837,000.00 24,837,000.00 0.00 0.00 0.00 0.00 M-4 39,259,000.00 39,259,000.00 0.00 0.00 0.00 0.00 M-5 13,620,000.00 13,620,000.00 0.00 0.00 0.00 0.00 M-6 15,223,000.00 15,223,000.00 0.00 0.00 0.00 0.00 M-7 18,427,000.00 18,427,000.00 0.00 0.00 0.00 0.00 M-8 14,422,000.00 14,422,000.00 0.00 0.00 0.00 0.00 M-9 15,223,000.00 15,223,000.00 0.00 0.00 0.00 0.00 M-10 8,012,000.00 8,012,000.00 0.00 0.00 0.00 0.00 M-11 7,211,000.00 7,211,000.00 0.00 0.00 0.00 0.00 CE 11,215,935.00 11,216,730.25 0.00 0.00 0.00 0.00 P 100.00 100.00 0.00 0.00 0.00 0.00 Totals 1,602,390,035.00 1,~~510~~300,~~877~~620,~~913~~578.2394 0.00 5250,~~370~~780,~~995~~567.4809 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 A-1 2225,~~703~~154,~~664~~112.1755 ~~596~~484,~~267~~683,~~029~~305.7994 0.~~89420829~~726869 2225,~~703~~154,~~664~~112.1755 A-2 2,~~522~~794,~~663~~939.4012 6653,~~252~~854,~~786~~427.4153 0.~~89420829~~726869 2,~~522~~794,~~663~~939.4012 A-3 2722,~~144~~831,~~667~~515.9142 ~~251~~166,~~109~~424,~~271~~448.3013 0.~~79311356~~525642 2722,~~144~~831,~~667~~515.9142 A-4 0.00 247,690,000.00 1.~~00000000~~000000 0.00 A-5 0.00 45,612,000.00 1.~~00000000~~000000 0.00 M-1 0.00 46,469,000.00 1.~~00000000~~000000 0.00 M-2 0.00 37,656,000.00 1.~~00000000~~000000 0.00 M-3 0.00 24,837,000.00 1.~~00000000~~000000 0.00 M-4 0.00 39,259,000.00 1.~~00000000~~000000 0.00 M-5 0.00 13,620,000.00 1.~~00000000~~000000 0.00 M-6 0.00 15,223,000.00 1.~~00000000~~000000 0.00 M-7 0.00 18,427,000.00 1.~~00000000~~000000 0.00 M-8 0.00 14,422,000.00 1.~~00000000~~000000 0.00 M-9 0.00 15,223,000.00 1.~~00000000~~000000 0.00 M-10 0.00 8,012,000.00 1.~~00000000~~000000 0.00 M-11 0.00 7,211,000.00 1.~~00000000~~000000 0.00 CE 0.00 11,216,730.25 1.~~00007090~~000071 0.00 P 0.00 100.00 1.~~00000000~~000000 0.00 Totals 5250,~~370~~780,~~995~~567.4809 1,~~458~~249,~~506~~840,~~917~~011.7585 0.~~91020718~~779985 5250,~~370~~780,~~995~~567.4809

Principal Distribution Factors Statement Class Original Beginning Scheduled ~~Unscheduled~~UnScheduled Accretion Face Certificate Principal Principal ~~Class (2)~~ Amount Balance Distribution Distribution ~~Accretion~~ A-1 666,810,000.00 ~~928~~764.~~25646580~~591741 0.~~00000000~~000000 3437.~~04817590~~723058 0.~~00000000~~000000 A-2 74,091,000.00 ~~928~~764.~~25646583~~591741 0.~~00000000~~000000 3437.~~04817589~~723058 0.~~00000000~~000000 A-3 316,612,000.00 ~~878~~597.~~84836712~~753602 0.~~00000000~~000000 8572.~~73480446~~111971 0.~~00000000~~000000 A-4 247,690,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 A-5 45,612,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 M-1 46,469,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 M-2 37,656,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 M-3 24,837,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 M-4 39,259,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 M-5 13,620,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 M-6 15,223,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 M-7 18,427,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 M-8 14,422,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 M-9 15,223,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 M-10 8,012,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 M-11 7,211,000.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 CE 11,215,935.00 1000.~~07090358~~070904 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 P 100.00 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000 (2) All amounts are per 1,000 dollar 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 A-1 0.~~00000000~~000000 3437.~~04817590~~723058 ~~894~~726.~~20828990~~868682 0.~~89420829~~726869 3437.~~04817590~~723058 A-2 0.~~00000000~~000000 3437.~~04817589~~723058 ~~894~~726.~~20828994~~868682 0.~~89420829~~726869 3437.~~04817589~~723058 A-3 0.~~00000000~~000000 8572.~~73480446~~111971 ~~793~~525.~~11356266~~641631 0.~~79311356~~525642 8572.~~73480446~~111971 A-4 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 A-5 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 M-1 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 M-2 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 M-3 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 M-4 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 M-5 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 M-6 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 M-7 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 M-8 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 M-9 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 M-10 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 M-11 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 CE 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~07090358~~070904 1.~~00007090~~000071 0.~~00000000~~000000 P 0.~~00000000~~000000 0.~~00000000~~000000 1,000.~~00000000~~000000 1.~~00000000~~000000 0.~~00000000~~000000 ~~(3)~~All ~~Amount~~amounts ~~Does~~are ~~Not~~per ~~Include Excess Special Hazard~~1,000 ~~Bankruptcy,~~dollar ~~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~~ A-1 ~~666,810,000.00~~11/25/05 3- 12/26/05 32 4.~~76500~~49875% ~~618~~509,~~970~~837,~~693~~418.9649 2,~~006~~038,~~754~~783.5719 0.00 ~~0.00~~ A-2 ~~74,091,000.00~~11/25/05 3- 12/26/05 32 4.~~72000~~45375% 6856,~~775~~649,~~449~~366.8165 ~~220~~224,~~310~~268.6955 0.00 ~~0.00~~ A-3 ~~316,612,000.00~~11/25/05 3- 12/26/05 32 4.~~55000~~28375% ~~278~~189,~~253~~255,~~939~~963.2155 ~~850~~720,~~606~~644.8365 0.00 ~~0.00~~ A-4 ~~247,690,000.00~~11/25/05 3- 12/26/05 32 4.~~64000~~37375% 247,690,000.00 ~~776~~962,~~370~~963.5468 0.00 ~~0.00~~ A-5 ~~45,612,000.00~~11/25/05 3- 12/26/05 32 4.~~77000~~50375% 45,612,000.00 ~~148~~182,~~074~~600.2904 0.00 ~~0.00~~ M-1 ~~46,469,000.00~~11/25/05 3- 12/26/05 32 4.~~86000~~59375% 46,469,000.00 ~~154~~189,~~457~~748.7942 0.00 ~~0.00~~ M-2 ~~37,656,000.00~~11/25/05 3- 12/26/05 32 4.~~88000~~61375% 37,656,000.00 ~~125~~154,~~812~~431.8844 0.00 ~~0.00~~ M-3 ~~24,837,000.00~~11/25/05 3- 12/26/05 32 4.~~92000~~65375% 24,837,000.00 83102,~~838~~742.6739 0.00 ~~0.00~~ M-4 ~~39,259,000.00~~11/25/05 3- 12/26/05 32 4.~~96000~~69375% 39,259,000.00 ~~133~~163,~~873~~797.1927 0.00 ~~0.00~~ M-5 ~~13,620,000.00~~11/25/05 - 12/26/05 32 4.~~06000~~79375% 13,620,000.00 4758,~~617~~036.0333 0.00 ~~0.00~~ M-6 ~~15,223,000.00~~11/25/05 - 12/26/05 32 4.~~14000~~87375% 15,223,000.00 5465,~~269~~949.9942 0.00 ~~0.00~~ M-7 ~~18,427,000.00~~11/25/05 4- 12/26/05 32 5.~~38000~~11375% 18,427,000.00 6983,~~500~~760.5095 0.00 ~~0.00~~ M-8 ~~14,422,000.00~~11/25/05 4- 12/26/05 32 5.~~46000~~19375% 14,422,000.00 5566,~~388~~581.4957 0.00 ~~0.00~~ M-9 ~~15,223,000.00~~11/25/05 - 12/26/05 32 5.~~21000~~94375% 15,223,000.00 6880,~~296~~428.3018 0.00 ~~0.00~~ M-10 ~~8,012,000.00~~11/25/05 5- 12/26/05 32 6.~~96000~~69375% 8,012,000.00 4147,~~119~~671.3640 0.00 ~~0.00~~ M-11 11/25/05 - 12/26/05 32 7~~,211,000~~.~~00 6.96000~~69375% 7,211,000.00 4349,~~217~~315.9323 0.00 ~~0.00~~ CE ~~11,215,935.00~~N/A N/A 0.00000% 11,216,730.25 0.00 0.00 ~~0.00~~ P ~~100.00~~N/A N/A 0.00000% 100.00 0.00 0.00 ~~0.00~~ Totals 15,~~602~~191,~~390,035~~722.0071 ~~4,879,509.05~~ 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 A-1 0.00 0.00 2,~~006~~038,~~754~~783.5719 0.00 ~~596~~484,~~267~~683,~~029~~305.7994 A-2 0.00 0.00 ~~220~~224,~~310~~268.6955 0.00 6653,~~252~~854,~~786~~427.4153 A-3 0.00 0.00 ~~850~~720,~~606~~644.8365 0.00 ~~251~~166,~~109~~424,~~271~~448.3013 A-4 0.00 0.00 ~~776~~962,~~370~~963.5468 0.00 247,690,000.00 A-5 0.00 0.00 ~~148~~182,~~074~~600.2904 0.00 45,612,000.00 M-1 0.00 0.00 ~~154~~189,~~457~~748.7942 0.00 46,469,000.00 M-2 0.00 0.00 ~~125~~154,~~812~~431.8844 0.00 37,656,000.00 M-3 0.00 0.00 83102,~~838~~742.6739 0.00 24,837,000.00 M-4 0.00 0.00 ~~133~~163,~~873~~797.1927 0.00 39,259,000.00 M-5 0.00 0.00 4758,~~617~~036.0333 0.00 13,620,000.00 M-6 0.00 0.00 5465,~~269~~949.9942 0.00 15,223,000.00 M-7 0.00 0.00 6983,~~500~~760.5095 0.00 18,427,000.00 M-8 0.00 0.00 5566,~~388~~581.4957 0.00 14,422,000.00 M-9 0.00 0.00 6880,~~296~~428.3018 0.00 15,223,000.00 M-10 0.00 0.00 4147,~~119~~671.3640 0.00 8,012,000.00 M-11 0.00 0.00 4349,~~217~~315.9323 0.00 7,211,000.00 CE 0.00 0.00 21,~~769~~354,~~374~~588.7270 0.00 11,216,730.25 P 0.00 0.00 ~~745~~791,~~462~~636.1249 0.00 100.00 Totals 0.00 0.00 87,~~394~~337,~~345~~947.8990 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~~ A-1 11/25/05 - 12/26/05 666,810,000.00 34.~~76500~~49875% ~~928~~764.~~25646580~~591741 3.~~00948482~~057517 0.~~00000000~~000000 ~~0.00000000~~ A-2 11/25/05 - 12/26/05 74,091,000.00 34.~~72000~~45375% ~~928~~764.~~25646583~~591741 23.~~97351487~~026934 0.~~00000000~~000000 ~~0.00000000~~ A-3 11/25/05 - 12/26/05 316,612,000.00 34.~~55000~~28375% ~~878~~597.~~84836712~~753602 2.~~68659062~~276113 0.~~00000000~~000000 ~~0.00000000~~ A-4 11/25/05 - 12/26/05 247,690,000.00 34.~~64000~~37375% 1000.~~00000000~~000000 3.~~13444443~~887778 0.~~00000000~~000000 ~~0.00000000~~ A-5 11/25/05 - 12/26/05 45,612,000.00 34.~~77000~~50375% 1000.~~00000000~~000000 34.~~24638889~~003333 0.~~00000000~~000000 ~~0.00000000~~ M-1 11/25/05 - 12/26/05 46,469,000.00 34.~~86000~~59375% 1000.~~00000000~~000000 34.~~32388883~~083333 0.~~00000000~~000000 ~~0.00000000~~ M-2 11/25/05 - 12/26/05 37,656,000.00 34.~~88000~~61375% 1000.~~00000000~~000000 34.~~34111111~~101111 0.~~00000000~~000000 ~~0.00000000~~ M-3 11/25/05 - 12/26/05 24,837,000.00 34.~~92000~~65375% 1000.~~00000000~~000000 34.~~37555542~~136667 0.~~00000000~~000000 ~~0.00000000~~ M-4 11/25/05 - 12/26/05 39,259,000.00 34.~~96000~~69375% 1000.~~00000000~~000000 34.~~41000000~~172222 0.~~00000000~~000000 ~~0.00000000~~ M-5 11/25/05 - 12/26/05 13,620,000.00 4.~~06000~~79375% 1000.~~00000000~~000000 34.~~49611087~~261111 0.~~00000000~~000000 ~~0.00000000~~ M-6 11/25/05 - 12/26/05 15,223,000.00 4.~~14000~~87375% 1000.~~00000000~~000000 34.~~56499967~~332222 0.~~00000000~~000000 ~~0.00000000~~ M-7 11/25/05 - 12/26/05 18,427,000.00 45.~~38000~~11375% 1000.~~00000000~~000000 34.~~77166658~~545555 0.~~00000000~~000000 ~~0.00000000~~ M-8 11/25/05 - 12/26/05 14,422,000.00 45.~~46000~~19375% 1000.~~00000000~~000000 34.~~84055540~~616667 0.~~00000000~~000000 ~~0.00000000~~ M-9 11/25/05 - 12/26/05 15,223,000.00 5.~~21000~~94375% 1000.~~00000000~~000000 45.~~48638902~~283333 0.~~00000000~~000000 ~~0.00000000~~ M-10 11/25/05 - 12/26/05 8,012,000.00 56.~~96000~~69375% 1000.~~00000000~~000000 5.~~13222167~~950000 0.~~00000000~~000000 ~~0.00000000~~ M-11 11/25/05 - 12/26/05 7,211,000.00 67.~~96000~~69375% 1000.~~00000000~~000000 56.~~99333380~~838889 0.~~00000000~~000000 ~~0.00000000~~ CE N/A 11,215,935.00 0.00000% 1000.~~07090358~~070904 0.~~00000000~~000000 0.~~00000000~~000000 ~~0.00000000~~ P N/A 100.00 0.00000% 1000.~~00000000~~000000 0.~~00000000~~000000 0.~~00000000 0.00000000 (2) All amounts are per 1,000 dollar 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 A-1 0.~~00000000~~000000 0.~~00000000~~000000 3.~~00948482~~057517 0.~~00000000~~000000 ~~894~~726.~~20828990~~868682 A-2 0.~~00000000~~000000 0.~~00000000~~000000 23.~~97351487~~026934 0.~~00000000~~000000 ~~894~~726.~~20828994~~868682 A-3 0.~~00000000~~000000 0.~~00000000~~000000 2.~~68659062~~276113 0.~~00000000~~000000 ~~793~~525.~~11356266~~641631 A-4 0.~~00000000~~000000 0.~~00000000~~000000 3.~~13444443~~887778 0.~~00000000~~000000 1000.~~00000000~~000000 A-5 0.~~00000000~~000000 0.~~00000000~~000000 34.~~24638889~~003333 0.~~00000000~~000000 1000.~~00000000~~000000 M-1 0.~~00000000~~000000 0.~~00000000~~000000 34.~~32388883~~083333 0.~~00000000~~000000 1000.~~00000000~~000000 M-2 0.~~00000000~~000000 0.~~00000000~~000000 34.~~34111111~~101111 0.~~00000000~~000000 1000.~~00000000~~000000 M-3 0.~~00000000~~000000 0.~~00000000~~000000 34.~~37555542~~136667 0.~~00000000~~000000 1000.~~00000000~~000000 M-4 0.~~00000000~~000000 0.~~00000000~~000000 34.~~41000000~~172222 0.~~00000000~~000000 1000.~~00000000~~000000 M-5 0.~~00000000~~000000 0.~~00000000~~000000 34.~~49611087~~261111 0.~~00000000~~000000 1000.~~00000000~~000000 M-6 0.~~00000000~~000000 0.~~00000000~~000000 34.~~56499967~~332222 0.~~00000000~~000000 1000.~~00000000~~000000 M-7 0.~~00000000~~000000 0.~~00000000~~000000 34.~~77166658~~545555 0.~~00000000~~000000 1000.~~00000000~~000000 M-8 0.~~00000000~~000000 0.~~00000000~~000000 34.~~84055540~~616667 0.~~00000000~~000000 1000.~~00000000~~000000 M-9 0.~~00000000~~000000 0.~~00000000~~000000 45.~~48638902~~283333 0.~~00000000~~000000 1000.~~00000000~~000000 M-10 0.~~00000000~~000000 0.~~00000000~~000000 5.~~13222167~~950000 0.~~00000000~~000000 1000.~~00000000~~000000 M-11 0.~~00000000~~000000 0.~~00000000~~000000 56.~~99333380~~838889 0.~~00000000~~000000 1000.~~00000000~~000000 CE 0.~~00000000~~000000 0.~~00000000~~000000 ~~246~~120.~~91429827~~773587 0.~~00000000~~000000 1000.~~07090358~~070904 P 0.~~00000000~~000000 0.~~00000000~~000000 ~~7454621~~7916364.~~20000000~~900000 0.~~00000000~~000000 1000.~~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~~amounts toare ~~the~~per ~~Prospectus~~1,000 ~~Supplement~~dollar ~~for a Full Description~~denomination.

~~CERTIFICATEHOLDER~~Certificateholder ~~ACCOUNT~~Component ~~STATEMENT~~Statement ~~CERTIFICATE~~Component ~~ACCOUNT~~ Beginning ~~Balance~~Ending ~~0.00~~Beginning ~~Deposits~~Ending ~~Payments~~Ending ofPass-Through ~~Interest~~Notional ~~and~~Notional ~~Principal~~Component ~~61,078,751.60~~Component ~~Liquidations,~~Component ~~Insurance~~Class ~~Proceeds,~~Rate ~~Reserve~~Balance ~~Funds~~Balance ~~0.00~~Balance Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 209,663.10 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 745,462.12 Total Deposits 62,033,876.82 Withdrawals Reimbursement for Servicer Advances 31,416.58 Payment of Service Fee 1,237,118.87 Payment of Interest and Principal 60,765,341.37 Total Withdrawals (Pool Distribution Amount) 62,033,876.82 Ending Balance ~~0.00~~Percentage

~~SERVICING~~ADMINISTRATION FEES Gross Servicing Fee* ~~377~~325,~~719~~155.4815 MGIC ~~355~~300,~~941~~327.3290 Radian ~~499~~437,~~051~~547.3588 Wells Fargo Bank, N.A. 43,~~406~~793.7248 Supported Prepayment/Curtailment Interest Shortfall 0.00 ~~Net~~Total ~~Servicing~~Administration ~~Fee~~Fees 1,~~237~~066,~~118~~824.8741 *Servicer Payees include: OPTION ONE

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

~~LOAN~~COLLATERAL ~~STATUS~~STATEMENT ~~STRATIFICATION/CREDIT~~Collateral ~~ENHANCEMENT~~Description ~~STATEMENT~~Mixed ~~DELINQUENT~~Fixed ~~BANKRUPTCY~~& ~~FORECLOSURE~~Arm ~~REO~~Weighted ~~Total~~Average NoGross ofCoupon ~~Loans~~7.030348% NoWeighted ofAverage ~~Loans~~Net NoCoupon of6.730348% ~~Loans~~Weighted NoAverage ofPass-Through ~~Loans~~Rate No6.046057% ofWeighted ~~Loans~~Average ~~Principal~~Remaining ~~Balance~~Term ~~Principal~~348 ~~Balance~~Beginning ~~Principal~~Scheduled ~~Balance~~Collateral ~~Principal~~Loan ~~Balance~~Count ~~Principal~~7,202 ~~Balance~~Number ~~0-29~~Of ~~Days~~Loans 20Paid 0In 0Full 20256 ~~3,229,475.86~~Ending ~~0.00~~Scheduled ~~0.00~~Collateral ~~3,229,475.86~~Loan 30Count ~~Days~~6,946 ~~122~~Beginning 4Scheduled 0Collateral 0Balance ~~126 19~~1,~~071~~300,~~217.46 378~~620,~~825~~578.6293 ~~0.00~~Ending ~~0.00~~Scheduled ~~19,450,043.08~~Collateral 60Balance ~~Days 16 4 12 0 32 2,776,354.58 613,730.96~~ 1,~~442~~249,~~734.30 0.00 4~~840,~~832,819~~011.84 90Ending ~~Days~~Actual 15Collateral 0Balance 16at 030-Nov-2005 ~~31 2~~1,~~486~~250,~~432~~337,787.5146 ~~0.00~~Monthly ~~2,790,792.42~~P&I ~~0.00~~Constant 58,~~277~~539,~~224~~315.9381 ~~120~~Special ~~Days~~Servicing 2Fee 0 ~~2 0 4 273,458~~.~~63 0.~~00 ~~209,043.56~~Prepayment ~~0.00~~Penalty ~~482,502.19~~Waived ~~150~~Amount ~~Days~~ 0 ~~0 0 0 0 0~~.00 ~~0.00~~Prepayment ~~0.00~~Penalty ~~0.00~~Waived ~~0.00~~Count ~~180+ Days~~ 0 0Prepayment 0Penalty 0Paid 0Amount 0791,636.0049 ~~0.00~~Prepayment ~~0.00~~Penalty ~~0.00~~Paid ~~0.00~~Count ~~Totals~~151 ~~155~~Realized 28Loss 30Amount ~~0 213 24~~6,~~607,463~~793.1853 ~~4,222,032.44~~Cumulative ~~4,442,570.28~~Realized ~~0.00~~Loss 338,~~272,065~~815.9018 NoScheduled ~~of Loans No of Loans No of Loans No of Loans No of Loans~~ Principal ~~Balance~~919,470.04 ~~Principal~~Unscheduled ~~Balance~~ Principal ~~Balance Principal Balance Principal Balance 0-29 Days 0~~49,861,097.250094% 0.000000% 0.000000% 0.250094% 0.221373% 0.000000% 0.000000% 0.221373% 30 Days 1.525572% 0.050019% 0.000000% 0.000000% 1.575591% 1.307284% 0.025968% 0.000000% 0.000000% 1.333252% 60 Days 0.200075% 0.050019% 0.150056% 0.000000% 0.400150% 0.190312% 0.042070% 0.098896% 0.000000% 0.331278% 90 Days 0.187570% 0.000000% 0.200075% 0.000000% 0.387645% 0.170439% 0.000000% 0.191302% 0.000000% 0.361741% 120 Days 0.025009% 0.000000% 0.025009% 0.000000% 0.050019% 0.018745% 0.000000% 0.014329% 0.000000% 0.033074% 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 1.938227% 0.350131% 0.375141% 0.000000% 2.663499% 1.686780% 0.289410% 0.304527% 0.000000% 2.280717% (7) Delinquencies are stratified according to the information the Servicer has provided. All 90+ are reporting the 90 day delinquency field.05

~~OTHER~~Group ~~INFORMATION~~Level ~~Current~~Collateral ~~Period~~Statement ~~Class~~Group A1 ~~Insufficient~~2 ~~Funds~~3 Collateral Description Fixed 15/30 & ARM Fixed 15/30 & ARM Fixed 15/30 & ARM Weighted Average Coupon Rate 7.261460 7.039547 7.166551 Weighted Average Net Rate 6.961460 6.739547 6.866551 Weighted Average Remaining Term 337 349 339 Beginning Loan Count 871 3,461 513 Loans Paid In Full 19 136 17 Ending Loan Count 852 3,325 496 Beginning Scheduled Balance 131,536,931.26 572,934,468.44 85,270,706.27 Ending Scheduled Balance 128,883,722.17 547,642,364.94 81,681,731.66 Record Date 11/30/2005 11/30/2005 11/30/2005 Principal And Interest Constant 927,102.80 3,788,693.57 584,630.83 Scheduled Principal 131,144.32 427,694.48 75,383.45 Unscheduled Principal 2,522,064.77 24,864,409.02 3,513,591.16 Scheduled Interest 795,958.48 3,360,999.09 509,247.38 Servicing Fee 32,884.23 143,233.62 21,317.68 Master Servicing Fee 0.00 ~~Principal~~0.00 ~~Balance~~0.00 ofTrustee ~~Contaminated~~Fee ~~Properties~~383.65 1,671.06 248.71 FRY Amount 0.00 ~~Periodic~~0.00 ~~Advance~~0.00 ~~209~~Special Hazard Fee 0.00 0.00 0.00 Other Fee 77,~~663~~720.35 340,559.40 43,262.35 Pool Insurance Fee 0.00 0.00 0.00 Spread 1 0.00 0.00 0.00 Spread 2 0.00 0.00 0.00 Spread 3 0.00 0.00 0.00 Net Interest 763,074.10 3,217,765.26 487,929.63 Realized Loss Amount 0.00 0.00 0.00 Cumulative Realized Loss 0.00 2,217.14 0.00 Percentage of Cumulative Losses 0.0000 0.0003 0.0000 Prepayment Penalty Waived Amount 0.00 0.00 0.00 Prepayment Penalty Waived Count 0 0 0 Prepayment Penalty Paid Amount Not Available Not Available Not Available Prepayment Penalty Paid Count Not Available Not Available Not Available Special Servicing Fee 0.00 0.00 0.00 Pass-Through Rate 6.248924 6.022752 6.254227

~~SUBORDINATION~~Group ~~LEVEL/CREDIT~~Level ~~ENHANCEMENT~~Collateral Statement Group 4 Total Collateral Description Fixed 15/~~CLASS~~30 ~~PERCENTAGE~~& ~~AND~~ARM ~~PREPAYMENT~~Mixed ~~PERCENTAGE~~Fixed ~~Current~~& ~~Original~~Arm $Weighted ~~Original~~Average %Coupon ~~Current~~Rate $6.937793 ~~Current~~7.030348 %Weighted ~~Class%~~Average ~~Prepayment%~~Net ~~Class~~Rate ~~M-1~~6.637793 ~~205~~6.730348 Weighted Average Remaining Term 350 348 Beginning Loan Count 2,~~106~~357 7,~~035~~202 Loans Paid In Full 84 256 Ending Loan Count 2,273 6,946 Beginning Scheduled Balance 510,878,472.0096 121,300,620,578.~~80000690%~~93 ~~205~~Ending scheduled Balance 491,~~106~~632,~~830~~193.2507 141,249,840,011.~~06279448%~~84 Record Date 11/30/2005 11/30/2005 Principal And Interest Constant 3,238,888.~~186066%~~61 08,539,315.~~000000%~~81 ~~Class~~Scheduled ~~M-2~~Principal ~~167~~285,~~450,035~~247.0079 10919,470.~~45001725%~~04 ~~167~~Unscheduled Principal 18,~~450~~961,~~830~~032.2510 1149,861,097.~~48097607%~~05 Scheduled Interest 2,953,640.~~581818%~~82 07,619,845.~~000000%~~77 ~~Class~~Servicing ~~M-3~~Fee ~~142~~127,~~613~~719.62 325,~~035~~155.15 Master Servicing Fee 0.00 80.~~90002009%~~00 ~~142~~Trustee Fee 1,~~613,830~~490.2506 93,793.~~77807020%~~48 1FRY Amount 0.~~702906%~~00 0.~~000000%~~00 ~~Class~~Special ~~M-4~~Hazard ~~103,354,035~~Fee 0.00 60.~~44999237%~~00 ~~103~~Other Fee 276,~~354,830~~333.2568 7737,875.~~08634488%~~78 2Pool Insurance Fee 0.~~691725%~~00 0.~~000000%~~00 ~~Class~~Spread CE1 ~~100~~0.00 0.~~00000624%~~00 ~~100~~Spread 2 0.00 0.~~00000686%~~00 Spread 3 0.~~769056%~~00 0.~~000000%~~00 ~~Class~~Net PInterest 2,825,920.65 7,294,689.64 Realized Loss Amount 6,793.53 6,793.53 Cumulative Realized Loss 6,598.04 8,815.18 Percentage of Cumulative Losses 0.000010 0.~~00000000%~~0006 Prepayment Penalty Waived Amount 0.00 0.~~00000000%~~00 Prepayment Penalty Waived Count 0~~.000007%~~ 0 Prepayment Penalty Paid Amount Not Available 791636.~~000000%~~49 ~~Please~~Prepayment ~~Refer~~Penalty toPaid ~~the~~Count ~~Prospectus~~Not ~~Supplement~~Available ~~for~~151 aSpecial ~~Full~~Servicing ~~Description~~Fee of0.00 ~~Loss~~0.00 ~~Exposure~~Pass-Through Rate 5.985214 6.046057

~~Summary~~Additional 12Reporting ~~Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Sep~~-04 ~~0.000%~~Deal ~~Original~~Level ~~Principal~~Miscellaneous ~~Balance~~Reporting ~~0.00~~Excess ~~Oct-04~~Cash 01,385,396.~~000%~~56 ~~Current~~Extra Principal ~~Balance~~Distribution ~~0.00~~Amount ~~Nov-04 0~~6,793.~~000%~~53 ~~Dec-04~~Overcollaterization ~~0.000%~~Amount ~~Current REO Total Jan-05 0~~11,216,730.~~000%~~25 ~~Loans~~Overcollaterization inDeficiency ~~REO~~Amount 0 ~~Feb-05 0~~.~~000% Original Principal Balance 0.~~00 ~~Mar-05~~Overcollaterization ~~0.000%~~Release ~~Current~~Amount ~~Principal Balance~~ 0.00 ~~Apr-05~~Overcollaterization ~~0.000%~~Target ~~May-05~~Amount 011,216,730.~~000%~~25 ~~Jun-05~~Stepdown ~~0.000%~~Date ~~Jul-05~~NO ~~0.000%~~Trigger ~~Aug-05~~Event ~~0.000% *The text reported~~ in ~~the~~effect ~~above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.~~NO

LOAN STATUS STRATIFICATION/CREDIT ENHANCEMENT STATEMENT DELINQUENT BANKRUPTCY FORECLOSURE REO ~~Loan~~TOTAL ~~Detail~~No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 ~~All~~Days ~~Mortgage~~44 3 0 47 6,876,775.04 613,890.52 0.00 7,490,665.56 30 Days 139 6 0 0 145 22,150,430.49 627,918.33 0.00 0.00 22,778,348.82 60 Days 52 9 1 0 62 7,470,584.25 1,514,151.87 100,433.75 0.00 9,085,169.87 90 Days 31 5 12 1 49 4,923,029.85 939,756.84 2,100,317.44 81,304.16 8,044,408.29 120 Days 7 11 16 1 35 1,281,296.16 1,577,041.41 2,541,130.52 58,332.73 5,457,800.82 150 Days 19 7 36 4 66 3,194,185.58 586,949.43 5,216,939.48 436,920.49 9,434,994.98 180+ Days 0 0 1 0 1 0.00 0.00 219,583.32 0.00 219,583.32 Totals 248 82 69 6 405 39,019,526.33 12,122,592.92 10,792,295.03 576,557.38 62,510,971.66 No of Loans inNo ~~REO~~of ~~during~~Loans ~~Current~~No ~~Period~~of ~~Month~~Loans ~~Loan~~No ~~First~~of ~~Original~~Loans ~~Loan~~No ~~Entered~~of ~~Payment~~Loans ~~LTV~~Principal atBalance Principal ~~Group~~Balance ~~Number~~Principal ~~REO~~Balance ~~Date~~Principal ~~State~~Balance ~~Origination~~Principal Balance No0-29 ~~REO~~Days ~~loans~~0.633458% ~~this~~0.043190% ~~period~~0.000000% 0.676648% 0.549993% 0.049098% 0.000000% 0.599091% 30 Days 2.001152% 0.086381% 0.000000% 0.000000% 2.087532% 1.771556% 0.050220% 0.000000% 0.000000% 1.821776% 60 Days 0.748632% 0.129571% 0.014397% 0.000000% 0.892600% 0.597485% 0.121099% 0.008033% 0.000000% 0.726617% 90 Days 0.446300% 0.071984% 0.172761% 0.014397% 0.705442% 0.393736% 0.075160% 0.167980% 0.006503% 0.643379% 120 Days 0.100777% 0.158365% 0.230348% 0.014397% 0.503887% 0.102476% 0.126129% 0.203236% 0.004665% 0.436506% 150 Days 0.273539% 0.100777% 0.518284% 0.057587% 0.950187% 0.255466% 0.046943% 0.417242% 0.034944% 0.754596% 180+ Days 0.000000% 0.000000% 0.014397% 0.000000% 0.014397% 0.000000% 0.000000% 0.017562% 0.000000% 0.017562% Totals 3.570400% 1.180536% 0.993377% 0.086381% 5.830694% 3.120719% 0.969545% 0.863150% 0.046112% 4.999527% Delinquencies are stratified according to the information the Servicer has provided. All 90+ are reporting the 90 day delinquency field.

~~REO~~OTHER ~~Loan~~INFORMATION ~~Detail~~Current -Period ~~All~~Class ~~Mortgage~~A ~~Loans~~Insufficient inFunds ~~REO~~0.00 ~~during~~Principal ~~Current~~Balance ~~Period~~of ~~(continued)~~Contaminated ~~Current~~Properties ~~Paid~~0.00 ~~Current~~Periodic ~~Approximate~~Advance ~~Loan~~784,543.97 ~~Principal~~Delinquencies Toare ~~Months~~stratified ~~Loan~~according ~~Delinquent~~to ~~Group~~the ~~Number~~information ~~Balance~~the ~~Date~~Servicer ~~Delinquent~~has ~~Rate~~provided. ~~Interest~~All No90+ ~~REO~~are ~~loans~~reporting ~~this~~the ~~period~~90 day delinquency field.

~~Summary~~SUBORDINATION 12LEVEL/CREDIT ~~Month~~ENHANCEMENT/CLASS ~~Foreclosure~~PERCENTAGE History*AND ~~New~~PREPAYMENT ~~Foreclosure~~PERCENTAGE ~~Loans~~Current ~~Month~~Original ~~Foreclosure~~$ ~~Percentage~~Original ~~Loans~~% inCurrent ~~Foreclosure~~$ 14Current ~~Sep-04~~% ~~0.000~~Class% ~~Original~~Prepayment% ~~Principal~~Class ~~Balance~~ M-1 205,~~975~~106,~~925~~035.00 ~~Oct-04 0~~12.~~000~~80000690% ~~Current Principal Balance 1~~205,~~969~~106,~~761~~830.8025 ~~Nov-04~~16.41064683% 3.717996% 0.~~000~~000000% ~~Dec~~Class M-042 0167,450,035.~~000~~00 10.45001725% ~~Current~~167,450,830.25 ~~Foreclosure~~13.39778121% ~~Total~~3.012866% ~~Jan-05~~ 0.~~000~~000000% ~~Loans~~Class inM-3 ~~Foreclosure~~142,613,035.00 308.90002009% ~~Feb-05~~142,613,830.25 011.~~000~~41056686% ~~Original~~1.987214% ~~Principal~~0.000000% ~~Balance~~Class M-4 103,~~456~~354,~~275~~035.00 ~~Mar-05 0~~6.~~000~~44999237% ~~Current Principal Balance 4~~103,~~442~~354,~~570~~830.2825 ~~Apr-05~~8.26944483% 3.141122% 0.~~000~~000000% ~~May-05~~Class CE 100.00 0.~~000~~00000624% ~~Jun-05~~100.00 0.~~000~~00000800% ~~Jul-05~~ 0.~~164~~897453% ~~Aug-05~~ 0.~~305~~000000% *TheClass ~~text~~P ~~reported~~0.00 in0.00000000% ~~the~~0.00 ~~above~~0.00000000% ~~table~~0.000008% is0.000000% ~~presented~~Please ~~graphically~~Refer onto the ~~monthly~~Prospectus ~~bond~~Supplement ~~remittance~~for ~~report.~~a ~~The~~Full ~~monthly~~Description ~~bond~~of ~~remittance~~Loss ~~report can be viewed online at www~~Exposure.~~ctslink.com.~~

~~Foreclosure~~180+ ~~Loan~~Delinquency ~~Detail~~Summary -Summary ~~All~~Days ~~Mortgage~~Number ~~Loans~~of inAggregate ~~Foreclosure~~Percentage ~~during~~of ~~Current~~Number ~~Period~~of ~~Month~~Aggregate ~~Loan~~Percentage ~~First~~of ~~Original~~Delinquent ~~Loan~~Loans ~~Entered~~Outstanding ~~Payment~~Balance(%) ~~LTV~~Loans atOustanding ~~Principal~~Balance(%) ~~Group~~Balance($) ~~Number FC Date State Origination~~ Balance($) 1180 ~~0091029055 Aug~~-~~2005~~ ~~01-Feb-2005~~209 MO1 ~~95.00 50~~219,~~825~~583.0032 ~~2 0061055386 Jul-2005 01-Feb-2005 OH 90~~0.00018 ~~80,000.00~~Total 21 ~~0081052499 Aug-2005 01-Feb-2005 VA 80.00 192~~219,~~000~~583.0032 ~~2 0091029744 Jul-2005 01-Feb-2005 IN 92~~0.73018 ~~153,000.00~~This 2report ~~0091030146~~includes ~~Aug-2005~~all ~~01-Feb-2005~~loans ILgreater ~~80.00~~than ~~56,000.00~~180 2days ~~0101045046~~delinquent ~~Aug-2005~~regardless ~~01-Feb-2005~~of TXstatus ~~80.00 124~~(REO,~~000.00~~ ~~2 0171023526 Aug-2005 01-Feb-2005 AZ 80.00 120~~Foreclosure,~~000.00~~ ~~2 0231060591 Aug-2005 01-Feb-2005 RI 90~~Bankruptcy).00 221,850.00 2 0351022389 Jul-2005 01-Jan-2005 TX 80.00 68,000.00 2 0381018044 Jul-2005 01-Feb-2005 MA 80.00 200,000.00 2 0641005820 Aug-2005 01-Feb-2005 TX 75.00 107,250.00 2 0661003580 Aug-2005 01-Feb-2005 CA 65.00 144,300.00 2 0841002522 Aug-2005 01-Feb-2005 MI 80.00 192,000.00 3 0041063727 Jul-2005 01-Feb-2005 IL 22.80 57,000.00 3 0151027247 Jul-2005 01-Feb-2005 DE 95.00 150,100.00 3 0681003380 Jul-2005 01-Feb-2005 MA 48.39 150,000.00 4 0031030767 Jul-2005 01-Jan-2005 CA 80.00 585,600.00 4 0041063697 Aug-2005 01-Feb-2005 IL 90.00 60,300.00 4 0051054872 Aug-2005 01-Feb-2005 GA 80.00 100,800.00 4 0171023165 Aug-2005 01-Feb-2005 NV 43.16 92,800.00 4 0171023469 Jul-2005 01-Feb-2005 AZ 65.00 121,550.00 4 0231058562 Jul-2005 01-Feb-2005 NY 70.00 59,500.00 4 0261049587 Aug-2005 01-Feb-2005 TN 80.00 108,800.00 4 0321022643 Jul-2005 01-Feb-2005 CO 85.00 229,500.00 4 0361022359 Jul-2005 01-Feb-2005 MI 75.00 240,000.00 4 0641006131 Jul-2005 01-Feb-2005 TX 90.00 139,500.00 4 0651007348 Jul-2005 01-Feb-2005 NE 95.00 116,850.00 4 0671002251 Aug-2005 01-Feb-2005 CA 77.14 405,000.00 4 0741008836 Jul-2005 01-Feb-2005 OH 75.00 67,500.00 4 0741009020 Jul-2005 01-Feb-2005 MI 75.00 62,250.00

~~Foreclosure~~180+ ~~Loan~~Delinquency ~~Detail~~Summary ~~- All Mortgage Loans in Foreclosure during Current Period~~ (continued) ~~Current~~Days ~~Paid~~Number ~~Current~~of ~~Approximate~~Aggregate ~~Loan~~Percentage ~~Principal~~of ToNumber ~~Months~~of ~~Loan~~Aggregate ~~Delinquent~~Percentage ~~Group~~of ~~Number Balance Date~~ Delinquent ~~Rate~~Loans ~~Interest~~Outstanding ~~1 0091029055 50,731.01 01-Apr-2005 2 9.850~~Balance(%) ~~1,614.37~~Loans 2Oustanding ~~0061055386 79,755.48 01-Mar-2005 3 7.400~~Balance(%) ~~1,886.45~~Balance($) 2Balance($) ~~0081052499~~This ~~190,921.86~~report ~~01-Apr-2005~~includes 2all ~~7.200%~~loans ~~4,399.28~~greater 2than ~~0091029744~~180 ~~152,625.28~~days ~~01-Mar-2005~~delinquent 3regardless ~~8.500%~~of ~~4,169.80~~status ~~2 0091030146 55~~(REO,~~857.13~~ ~~01-Apr-2005 2 8.300% 1~~Foreclosure,~~488.80~~ ~~2 0101045046 123,725~~Bankruptcy).45 01-Mar-2005 3 8.990% 3,582.40 2 0171023526 119,708.32 01-Apr-2005 2 8.950% 3,450.09 2 0231060591 221,129.95 01-Apr-2005 2 7.100% 5,009.17 2 0351022389 67,850.03 01-Mar-2005 3 10.100% 2,215.68 2 0381018044 199,418.35 01-Mar-2005 3 7.650% 4,883.03 2 0641005820 107,036.44 01-Apr-2005 2 9.500% 3,281.19 2 0661003580 144,039.79 01-Apr-2005 2 9.950% 4,631.67 2 0841002522 191,331.13 01-Apr-2005 2 6.750% 4,110.90 3 0041063727 56,891.16 01-Mar-2005 3 9.700% 1,781.94 3 0151027247 149,692.30 01-Feb-2005 4 7.990% 3,835.12 3 0681003380 149,575.58 01-Mar-2005 3 7.850% 3,762.31 4 0031030767 582,148.85 01-Mar-2005 3 5.150% 9,402.92 4 0041063697 60,178.67 01-Apr-2005 2 9.450% 1,834.71 4 0051054872 100,494.93 01-Apr-2005 2 7.450% 2,393.77 4 0171023165 92,678.44 01-Apr-2005 2 10.100% 3,025.13 4 0171023469 121,400.78 01-Mar-2005 3 11.750% 4,632.37 4 0231058562 59,351.26 01-Feb-2005 4 9.800% 1,878.77 4 0261049587 108,626.63 01-Apr-2005 2 10.550% 3,710.27 4 0321022643 229,500.00 01-Mar-2005 3 5.340% 3,855.60 4 0361022359 239,329.45 01-Mar-2005 3 7.850% 6,019.90 4 0641006131 139,172.08 01-Mar-2005 3 8.700% 3,895.07 4 0651007348 116,530.05 01-Mar-2005 3 7.950% 2,969.96 4 0671002251 403,302.05 01-Mar-2005 3 5.800% 7,387.98 4 0741008836 67,415.31 01-Mar-2005 3 11.650% 2,549.94 4 0741009020 62,152.52 01-Mar-2005 3 10.630% 2,139.47

~~COLLATERAL~~180+ ~~STATEMENT~~Delinquency ~~Collateral~~Summary ~~Description Mixed Fixed & Arm Weighted Average Gross Coupon 7.057621% Weighted Average Net Coupon 6.757621% Weighted Average Pass-Through Rate 6.075051% Weighted Average Maturity~~(~~Stepdown Calculation~~continued) ~~351~~Days ~~Beginning~~Number ~~Scheduled~~of ~~Collateral~~Aggregate ~~Loan~~Percentage ~~Count~~of ~~8,240~~Delinquent ~~Number Of~~ Loans ~~Paid~~Outstanding ~~In Full 243 Ending Scheduled Collateral Loan Count 7,997 Beginning Scheduled Collateral~~ Balance(%) ~~1,510,877,913.22 Ending Scheduled Collateral~~ Balance($) ~~1,458,506,917.74~~This ~~Ending~~report ~~Actual~~includes ~~Collateral~~all ~~Balance~~loans atgreater ~~29-Jul-2005~~than ~~1,458,842,245.61~~180 ~~Monthly~~days ~~P&I~~delinquent ~~Constant~~regardless ~~9,923,763.80~~of ~~Special~~status ~~Servicing Fee 0.00 Prepayment Penalties 745~~(REO,~~462.12~~ ~~Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Scheduled Principal 1~~Foreclosure,~~037,761.03~~ ~~Unscheduled Principal 51,333,234~~Bankruptcy).45

REO Detail - All Mortgage Loans in REO during Current Period

~~Miscellaneous~~Summary ~~Reporting~~12 ~~Excess~~Month ~~Cash~~REO History* New REO Loans Month REO Percentage Loans in REO 2~~,776,644~~ Jan-05 0.93000% ~~Extra~~Original Principal ~~Distribution~~Balance ~~Amount~~140,100.00 Feb-05 0.00000% ~~Overcollaterization~~Current ~~Amount~~Principal 11Balance 139,~~216,730~~636.2589 ~~Overcollaterization~~Mar-05 ~~Deficiency~~0.000% ~~Amount~~Apr-05 0.00000% ~~Overcollaterization~~Current ~~Release~~REO ~~Amount~~Total May-05 0.000% Loans in REO 6 Jun-05 0.000% Original Principal Balance 578,075.00 ~~Overcollaterization~~Jul-05 ~~Target~~0.000% ~~Amount~~Current 11Principal Balance 576,~~216,730~~557.2538 ~~Stepdown~~Aug-05 ~~Date~~0.000% NOSep-05 ~~Trigger~~0.000% ~~Event~~Oct-05 0.008% Nov-05 0.034% Dec-05 0.046% *The text reported in ~~effect~~the NOabove table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

~~Group~~REO ~~Level~~Loan ~~Collateral~~Detail ~~Statement~~- ~~Group~~All 1Mortgage 2Loans 3in ~~Collateral~~REO ~~Description~~during ~~Fixed~~Current ~~15/30~~Period &Month ~~ARM Fixed 15/30 & ARM Fixed 15/30 & ARM Weighted Average Coupon Rate 7.278259 7.061974 7.230359 Weighted Average Net Rate 6.978259 6.761974 6.930359 Weighted Average Maturity 339 352 343 Beginning~~ Loan ~~Count~~First ~~953~~Original ~~4,013 558 Loans Paid In Full 17 116 13 Ending~~ Loan ~~Count~~Entered ~~936~~Payment ~~3,897~~LTV ~~545~~at ~~Beginning~~Principal ~~Scheduled~~Group ~~Balance~~Number ~~144,000,880.60~~REO ~~681,730,920.13~~Date ~~91,762,514.81~~State ~~Ending~~Origination ~~Scheduled~~ Balance ~~140,953,204.63~~1 ~~659,552,268.53~~0091029055 ~~89,574,407.41 Record Date 07/29/~~Nov-2005 ~~07/29/~~01-Feb-2005 ~~07/29/2005~~MO ~~Principal And Interest Constant 1,013,946~~95.7300 450,~~511,552~~825.8500 ~~632,634.01 Scheduled Principal 140,550.32 499,581.22 79,737.41 Unscheduled Principal~~ 2~~,907,125.65~~ ~~21,679,070.38~~0231060591 ~~2,108,369.99~~Nov-2005 ~~Scheduled~~01-Feb-2005 ~~Interest~~RI ~~873,396~~90.~~41 4,011,971.63 552,896.60 Servicing Fees 36,000.22 170,432.73 22,940.63 Master Servicing Fees 0.~~00 ~~0.00 0.00 Trustee Fee 420.00 1~~221,~~988~~850.~~38 267.64 FRY Amount 0.~~00 ~~0.00~~3 ~~0.00~~0651007424 ~~Special~~Dec-2005 ~~Hazard~~01-Feb-2005 ~~Fee~~VA 085.00 ~~0.00 0.00 Other Fee 83~~81,~~892~~600.~~43 404,912.93 45,280.04 Pool Insurance Fee 0.~~00 ~~0.00~~4 ~~0.00~~0101044773 ~~Spread~~Nov-2005 101-Feb-2005 ~~0.00~~TX 064.0020 056,500.00 ~~Spread~~4 20261049587 ~~0.00~~Oct-2005 ~~0.00~~01-Feb-2005 ~~0.00~~TN ~~Spread 3 0~~80.00 ~~0.00 0.00 Net Interest 753~~108,~~083~~800.~~76 3,434,637.59 484,408.29 Realized Loss Amount 0.~~00 ~~0.00~~4 ~~0.00~~0391009988 ~~Cumulative~~Dec-2005 ~~Realized~~01-Feb-2005 ~~Loss~~TN 090.00 058,500.00 ~~0.00 Percentage of Cumulative Losses 0.0000 0.0000 0.0000 Prepayment Penalties 0.00 0.00 0.00 Special Servicing Fee 0.00 0.00 0.00 Pass-Through Rate 6.275660 6.045736 6.334721~~

~~Group~~REO ~~Level~~Loan ~~Collateral~~Detail ~~Statement~~- ~~Group~~All 4Mortgage ~~Total~~Loans ~~Collateral~~in ~~Description~~REO ~~Fixed~~during ~~15/30~~Current &Period ~~ARM~~(continued) ~~Mixed~~Current ~~Fixed~~Paid &Current ~~Arm~~Approximate ~~Weighted Average Coupon Rate 6.972363 7.057621 Weighted Average Net Rate 6.672363 6.757621 Weighted Average Maturity 353 351 Beginning~~ Loan ~~Count~~Principal ~~2,716~~To ~~8,240~~Months ~~Loans Paid In Full 97 243 Ending~~ Loan ~~Count~~Delinquent ~~2,619~~Group ~~7,997~~Number ~~Beginning Scheduled~~ Balance ~~593,383,597.68~~Date ~~1,510,877,913.22~~Delinquent ~~Ending~~Rate ~~scheduled~~Interest ~~Balance~~1 ~~568,427,037.17~~0091029055 150,~~458,506,917~~731.7401 ~~Record Date 07/29/~~01-May-2005 ~~07/29/2005~~5 ~~Principal And Interest Constant 3,765,630.21~~ 9~~,923,763~~.80850% ~~Scheduled Principal 317~~2,~~892~~822.08 ~~1,037,761.03~~2 ~~Unscheduled~~0231060591 ~~Principal 24~~221,~~638,668~~129.4395 ~~51,333,234.45~~01-May-2005 ~~Scheduled~~5 ~~Interest 3,447,738~~7.13100% 8,~~886,002~~749.7756 ~~Servicing~~3 ~~Fees~~0651007424 ~~148~~81,~~345~~304.9016 ~~377,719.48~~01-Jul-2005 ~~Master~~3 ~~Servicing Fees 0~~8.00600% ~~0.00 Trustee Fee 1~~2,~~730~~808.7026 4~~,406.72~~ ~~FRY~~0101044773 ~~Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 320~~56,~~907~~432.2790 ~~854,992.67~~01-May-2005 ~~Pool~~5 ~~Insurance Fee 0~~11.00900% ~~0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread~~ 3 0,815.0008 ~~0.00~~4 ~~Net~~0261049587 ~~Interest 2~~108,~~976,754~~626.2663 ~~7,648,883.90~~01-May-2005 ~~Realized~~5 ~~Loss Amount 0~~10.00550% 06,486.0091 ~~Cumulative~~4 ~~Realized~~0391009988 ~~Loss 0~~58,332.0073 ~~0.00 Percentage of Cumulative Losses 0.0000 0.0000 Prepayment Penalties 0.00 0.00 Special Servicing Fee 0.00 0.00 Pass~~01-~~Through~~Jun-2005 ~~Rate~~4 68.~~019892~~850% 62,490.~~075051~~02

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

~~Prepayment~~Summary ~~Detail~~12 -Month ~~Prepayments~~Foreclosure ~~during~~History* ~~Current~~New ~~Period~~Foreclosure ~~Summary~~ Loans ~~Paid~~Month InForeclosure ~~Full~~Percentage ~~Repurchased~~ Loans ~~Original~~in ~~Current~~Foreclosure ~~Original~~13 ~~Current~~Jan-05 ~~Principal~~0.000% ~~Principal~~Original Principal ~~Principal~~Balance ~~Group~~2,368,262.00 ~~Count~~Feb-05 ~~Balance~~0.000% ~~Balance~~Current ~~Count~~Principal Balance ~~Balance 1 17~~ 2,~~921~~363,~~650~~677.0028 ~~2,903,464.82~~Mar-05 0.000% Apr-05 0.00000% Current Foreclosure Total May-05 0.00000% 2Loans ~~116~~in ~~21,766,614.00~~Foreclosure ~~21,660,168.21~~69 0Jun-05 0.00000% ~~0.00~~Original 3Principal 13Balance 210,~~109~~826,~~440~~918.00 ~~2,099,853.14~~Jul-05 0 0.00164% ~~0.00~~Current 4Principal 97Balance 2410,~~631~~792,~~010~~295.0003 ~~24,533,697.40~~Aug-05 0.305% Sep-05 0.00392% Oct-05 0.00562% ~~Total~~Nov-05 ~~243 51,428,714~~0.00758% ~~51,197,183.57~~Dec-05 0.863% 0*The text reported in the above table is presented graphically on the monthly bond remittance report.00 0The monthly bond remittance report can be viewed online at www.00ctslink.com.

~~Prepayment~~Foreclosure Loan Detail - ~~Prepayments~~All ~~during~~Mortgage ~~Current~~Loans ~~Period~~in ~~(continued)~~Foreclosure ~~Summary~~during ~~Substitution~~Current ~~Loans~~Period ~~Liquidated~~Month ~~Loans~~Loan ~~Curtailments~~First Original ~~Current~~Loan ~~Original~~Entered ~~Current~~Payment ~~Principal~~LTV ~~Principal~~at Principal ~~Principal~~Group ~~Curtailment~~Number ~~Group~~FC ~~Count~~Date ~~Balance~~State Origination Balance ~~Count~~1 ~~Balance~~0551004295 ~~Balance~~Oct-2005 ~~Amount~~01-Feb-2005 LA 80.00 103,200.00 1 00611013563 0Oct-2005 01-Feb-2005 NY 80.00 0172,800.00 02 00041062513 Oct-2005 01-Feb-2005 IL 80.00 0112,000.00 32 0041063172 Dec-2005 01-Feb-2005 WI 80.00 152,~~660~~000.8300 2 00041063366 0Sep-2005 01-Feb-2005 IL 84.64 226,000.00 02 0051054300 Dec-2005 01-Feb-2005 GA 42.68 70,000.00 02 00061055386 Jul-2005 01-Feb-2005 OH 90.00 080,000.00 182 0091030035 Oct-2005 01-Feb-2005 IL 95.00 61,~~902~~655.1700 2 0091030056 Sep-2005 01-Feb-2005 IL 65.52 76,000.00 2 0091030146 Aug-2005 01-Feb-2005 IL 80.00 56,000.00 2 0101045046 Aug-2005 01-Feb-2005 TX 80.00 124,000.00 2 0121036686 Dec-2005 01-Feb-2005 MN 80.00 184,000.00 2 0121036856 Nov-2005 01-Feb-2005 MN 80.00 166,398.00 2 0131029202 Sep-2005 01-Jan-2005 OH 95.00 59,850.00 2 0141043141 Nov-2005 01-Jan-2005 CT 95.00 185,250.00 2 0191022241 Nov-2005 01-Feb-2005 WA 73.67 124,500.00 2 0231059126 Oct-2005 01-Feb-2005 NJ 68.75 220,000.00 2 0231059170 Sep-2005 01-Feb-2005 NY 90.00 130,500.00 2 0271018811 Oct-2005 01-Feb-2005 IL 90.00 117,000.00 2 0281013355 Nov-2005 01-Jan-2005 NY 90.00 100,800.00 2 0331032531 Nov-2005 01-Feb-2005 NY 80.00 257,600.00 2 0351022389 Jul-2005 01-Jan-2005 TX 80.00 68,000.00 2 0351023251 Oct-2005 01-Feb-2005 TX 85.00 69,360.00 2 0361021629 Dec-2005 01-Feb-2005 MI 95.00 142,500.00 2 0361022666 Oct-2005 01-Feb-2005 MI 90.00 99,000.00 2 0371023179 Nov-2005 01-Feb-2005 FL 80.00 134,000.00 2 0371023290 Dec-2005 01-Feb-2005 FL 75.00 131,250.00 2 0381017865 Oct-2005 01-Jan-2005 MA 28.57 88,000.00 2 0381018044 Dec-2005 01-Feb-2005 MA 80.00 200,000.00 2 0381018390 Nov-2005 01-Feb-2005 CT 95.00 166,250.00 2 0391009569 Nov-2005 01-Feb-2005 TN 80.00 96,000.00 2 0521022082 Sep-2005 01-Feb-2005 OH 100.00 105,000.00 2 0611013388 Oct-2005 01-Jan-2005 NJ 67.37 320,000.00 2 0641005820 Aug-2005 01-Feb-2005 TX 75.00 107,250.00 2 0661003580 Aug-2005 01-Feb-2005 CA 65.00 144,300.00 2 0691001033 Dec-2005 01-Feb-2005 MD 51.56 165,000.00 2 0691001756 Oct-2005 01-Feb-2005 DE 90.00 106,200.00 2 0711005505 Sep-2005 01-Feb-2005 MA 64.94 115,600.00 2 0741008697 Nov-2005 01-Feb-2005 OH 90.00 175,500.00 2 0781001703 Dec-2005 01-Feb-2005 MI 80.00 100,800.00 2 0791000904 Sep-2005 01-Feb-2005 CO 70.77 138,000.00 2 0841002256 Nov-2005 01-Feb-2005 MI 95.00 284,050.00 3 00041063727 0Jul-2005 01-Feb-2005 IL 22.80 57,000.00 03 0051054967 Nov-2005 01-Feb-2005 GA 90.00 0135,000.00 03 0151027247 Jul-2005 01-Feb-2005 DE 95.00 0150,100.00 83 0681002692 Nov-2005 01-Feb-2005 ME 85.00 101,~~516~~150.00 3 0681003380 Jul-2005 01-Feb-2005 MA 48.39 150,000.00 4 0021061121 Dec-2005 01-Feb-2005 CA 85.00 595,212.00 4 00031030636 0Nov-2005 01-Feb-2005 CA 80.00 0424,000.00 04 00031030767 Jul-2005 01-Jan-2005 CA 80.00 0585,600.00 ~~104~~4 0041063697 Aug-2005 01-Feb-2005 IL 90.00 60,~~971~~300.0300 ~~Total~~4 00061055573 0Dec-2005 01-Feb-2005 PA 65.00 0149,500.00 04 00121036584 Oct-2005 01-Feb-2005 MN 95.00 0380,475.00 ~~136~~4 0131029723 Nov-2005 01-Feb-2005 OH 70.00 129,~~050~~500.8800 4 0211025435 Nov-2005 01-Feb-2005 MD 80.00 195,920.00 4 0231058562 Jul-2005 01-Feb-2005 NY 70.00 59,500.00 4 0301000128 Sep-2005 01-Feb-2005 CA 65.00 143,000.00 4 0321022531 Oct-2005 01-Feb-2005 CO 85.00 93,500.00 4 0331029462 Dec-2005 01-Feb-2005 NY 69.63 278,500.00 4 0361022359 Jul-2005 01-Feb-2005 MI 75.00 240,000.00 4 0551004099 Nov-2005 01-Feb-2005 TX 71.00 71,000.00 4 0641006428 Nov-2005 01-Feb-2005 TX 90.00 105,678.00 4 0651007348 Dec-2005 01-Feb-2005 NE 95.00 116,850.00 4 0671002251 Aug-2005 01-Feb-2005 CA 77.14 405,000.00 4 0741008836 Jul-2005 01-Feb-2005 OH 75.00 67,500.00 4 0741009020 Jul-2005 01-Feb-2005 MI 75.00 62,250.00 4 0761006681 Dec-2005 01-Feb-2005 IL 95.00 82,650.00 4 0841002194 Oct-2005 01-Feb-2005 MI 82.00 95,120.00 4 0851000035 Nov-2005 01-Feb-2005 NJ 54.14 157,000.00

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount 1 0021061054 CA 65.45 01-Jan-2005 144,000.00 142,852.73 1 0131029640 OH 75.00 01-Feb-2005 157,500.00 156,893.12 1 0161038582 MA 69.49 01-Feb-2005 205,000.00 203,757.58 1 0231060175 NY 80.00 01-Feb-2005 320,000.00 318,060.94 1 0271018740 CA 76.92 01-Feb-2005 200,000.00 197,582.13 1 0271018911 IL 75.00 01-Feb-2005 176,250.00 175,404.25 1 0271019218 PA 79.77 01-Feb-2005 209,000.00 207,915.62 1 0301000165 OR 59.72 01-Feb-2005 190,500.00 189,432.31 1 0311025514 NJ 90.00 01-Jan-2005 184,500.00 183,395.45 1 0321022558 CO 71.05 01-Feb-2005 135,000.00 134,077.87 1 0331032437 NY 11.05 01-Feb-2005 65,000.00 64,780.63 1 0511033070 CA 14.67 01-Feb-2005 55,000.00 54,808.61 1 0621005332 FL 53.13 01-Feb-2005 85,000.00 83,448.82 1 0651007346 VA 77.27 01-Feb-2005 340,000.00 338,605.38 1 0681003267 ME 90.00 01-Feb-2005 184,500.00 183,570.26 1 0681003524 ME 80.00 01-Feb-2005 156,800.00 155,834.12 1 0781001652 MI 80.00 01-Feb-2005 113,600.00 113,045.00 2 0011072336 CA 65.00 01-Feb-2005 175,500.00 174,666.05 2 0011072445 CA 72.53 01-Jan-2005 132,000.00 131,092.38 2 0011072542 CA 65.00 01-Feb-2005 228,020.00 227,388.83 2 0011072584 CA 80.00 01-Feb-2005 132,000.00 131,281.17 2 0011072606 CA 46.67 01-Feb-2005 280,000.00 278,830.53 2 0021060471 CA 64.75 01-Jan-2005 180,000.00 179,061.80 2 0021060929 CA 80.00 01-Jan-2005 246,400.00 246,400.00 2 0021060959 CA 80.00 01-Feb-2005 148,000.00 147,317.24 2 0021061602 NV 80.00 01-Feb-2005 165,124.00 165,124.00 2 0031030555 CA 45.18 01-Feb-2005 225,000.00 223,751.02 2 0031030578 CA 89.96 01-Feb-2005 215,900.00 214,587.62 2 0031030922 CA 60.00 01-Jan-2005 210,000.00 209,611.85 2 0031031033 CA 65.00 01-Feb-2005 227,500.00 226,319.61 2 0031031088 CA 80.00 01-Feb-2005 264,000.00 264,000.00 2 0041063722 IL 80.00 01-Feb-2005 300,000.00 298,588.43 2 0051054944 GA 85.00 01-Feb-2005 103,275.00 102,973.70 2 0071063930 FL 75.00 01-Feb-2005 101,250.00 100,863.78 2 0081052544 VA 70.00 01-Feb-2005 192,500.00 191,794.98 2 0081052769 VA 90.00 01-Feb-2005 157,500.00 156,744.21 2 0081052810 MD 80.00 01-Feb-2005 60,000.00 58,590.14 2 0091029664 IL 81.15 01-Feb-2005 155,000.00 154,323.79 2 0091029790 IL 90.00 01-Feb-2005 131,400.00 130,737.83 2 0091029800 MO 67.20 01-Feb-2005 84,000.00 83,686.06 2 0091029849 IL 80.00 01-Feb-2005 96,000.00 95,570.05 2 0091030126 MO 80.00 01-Feb-2005 72,000.00 71,711.12 2 0121036084 WI 95.00 01-Jan-2005 164,350.00 163,371.46 2 0121036591 MN 70.00 01-Feb-2005 135,660.00 135,660.00 2 0121036631 WI 90.00 01-Feb-2005 167,400.00 166,811.48 2 0121036680 WI 80.00 01-Feb-2005 128,000.00 127,342.17 2 0121036761 WI 81.45 01-Feb-2005 245,000.00 241,331.05 2 0121036972 MN 80.00 01-Feb-2005 188,000.00 187,097.84 2 0131028184 OH 80.00 01-Feb-2005 167,200.00 166,717.32 2 0131029730 OH 85.00 01-Feb-2005 137,700.00 137,225.72 2 0131029751 OH 95.00 01-Feb-2005 78,280.00 77,975.33 2 0141043320 NY 90.00 01-Jan-2005 315,000.00 312,874.82 2 0141043784 MA 80.00 01-Feb-2005 116,000.00 115,361.04 2 0141044051 NY 58.89 01-Feb-2005 265,000.00 263,423.04 2 0151027116 PA 53.57 01-Feb-2005 90,000.00 89,642.55 2 0161037785 MA 72.32 01-Feb-2005 303,750.00 302,682.16 2 0161038298 MA 73.53 01-Feb-2005 250,000.00 248,727.83 2 0161038458 MA 90.00 01-Feb-2005 356,400.00 354,603.99 2 0191021871 OR 80.00 01-Feb-2005 132,800.00 132,205.24 2 0211025114 VA 64.63 01-Jan-2005 113,750.00 113,276.97 2 0211025348 NC 94.46 01-Feb-2005 82,650.00 82,347.29 2 0231058103 NY 60.98 01-Jan-2005 250,000.00 248,917.07 2 0231058573 NJ 95.00 01-Feb-2005 120,650.00 119,974.06 2 0231058819 RI 80.00 01-Feb-2005 180,000.00 179,010.37 2 0231059106 MA 75.00 01-Feb-2005 180,000.00 179,171.86 2 0231059253 NY 55.56 01-Feb-2005 275,000.00 273,383.38 2 0231059314 MA 90.00 01-Feb-2005 306,000.00 304,427.67 2 0231059367 NJ 90.00 01-Feb-2005 360,000.00 358,797.81 2 0231059664 NY 70.00 01-Feb-2005 308,000.00 306,462.95 2 0231060198 PA 95.00 01-Feb-2005 293,550.00 291,920.48 2 0251034350 CA 90.00 01-Jan-2005 225,000.00 224,977.74 2 0261049471 FL 80.00 01-Feb-2005 95,800.00 95,335.75 2 0261049742 FL 65.00 01-Feb-2005 107,250.00 106,671.60 2 0271018086 NY 65.00 01-Feb-2005 256,750.00 255,277.40 2 0271018633 VA 90.00 01-Feb-2005 188,100.00 187,363.40 2 0271018838 FL 54.19 01-Feb-2005 84,000.00 83,736.40 2 0271019119 VA 86.96 01-Feb-2005 100,000.00 99,396.34 2 0301000044 WA 90.00 01-Feb-2005 163,800.00 163,095.07 2 0311025319 NJ 49.92 01-Feb-2005 297,000.00 295,517.83 2 0311025468 NJ 78.37 01-Feb-2005 192,000.00 191,212.45 2 0311025671 NJ 80.00 01-Feb-2005 135,200.00 134,605.80 2 0321021731 CO 80.00 01-Feb-2005 275,200.00 273,686.94 2 0341021196 NC 75.00 01-Feb-2005 66,375.00 66,194.72 2 0341021365 SC 98.32 01-Feb-2005 309,700.00 308,045.74 2 0361022650 MI 95.00 01-Feb-2005 90,250.00 89,948.00 2 0371022340 FL 80.00 01-Feb-2005 89,600.00 89,163.22 2 0371022426 FL 87.46 01-Feb-2005 161,800.00 160,984.65 2 0381017792 RI 63.33 01-Jan-2005 133,000.00 132,002.77 2 0381018006 MA 75.00 01-Feb-2005 187,500.00 186,562.49 2 0381018105 RI 88.15 01-Feb-2005 238,000.00 236,489.11 2 0381018126 MA 75.00 01-Feb-2005 225,000.00 223,729.26 2 0381018167 MA 82.35 01-Feb-2005 238,000.00 236,594.62 2 0381018196 VT 75.00 01-Feb-2005 228,000.00 226,540.91 2 0381018483 MA 78.80 01-Feb-2005 145,000.00 144,309.63 2 0381018552 RI 90.00 01-Feb-2005 246,600.00 245,369.32 2 0381018757 NY 80.00 01-Feb-2005 344,000.00 342,815.19 2 0511032600 CA 81.03 01-Feb-2005 235,000.00 233,503.76 2 0511032652 AZ 95.00 01-Feb-2005 190,000.00 189,378.50 2 0511033059 CA 90.00 01-Feb-2005 226,800.00 225,516.65 2 0521021734 KY 82.64 01-Feb-2005 163,625.00 162,739.15 2 0521021855 IL 40.82 01-Feb-2005 100,000.00 99,614.71 2 0521021860 MI 80.00 01-Feb-2005 112,000.00 111,335.34 2 0521022247 IL 85.00 01-Feb-2005 178,500.00 177,872.46 2 0561000964 FL 95.00 01-Feb-2005 133,000.00 132,281.71 2 0561001095 FL 51.76 01-Feb-2005 219,980.00 218,617.78 2 0581000010 CA 70.00 01-Feb-2005 224,000.00 223,292.35 2 0611013403 NY 67.10 01-Feb-2005 312,000.00 310,226.33 2 0611013702 NY 90.00 01-Feb-2005 342,000.00 339,911.88 2 0621005460 FL 85.00 01-Feb-2005 238,000.00 237,062.25 2 0621005626 FL 67.50 01-Feb-2005 135,000.00 134,236.09 2 0631005292 CA 75.00 01-Feb-2005 213,750.00 212,681.20 2 0631005545 CA 42.81 01-Feb-2005 140,000.00 139,167.56 2 0661003546 NV 80.00 01-Jan-2005 285,600.00 284,132.49 2 0661003597 CA 74.18 01-Feb-2005 135,000.00 134,197.30 2 0661003612 CA 80.00 01-Feb-2005 136,000.00 135,160.15 2 0661003821 CA 85.00 01-Feb-2005 323,000.00 321,553.49 2 0671002165 CA 65.00 01-Feb-2005 104,000.00 103,680.34 2 0681003583 ME 80.00 01-Feb-2005 105,600.00 104,844.72 2 0691001673 MD 80.00 01-Feb-2005 131,800.00 130,925.49 2 0691001872 MD 85.00 01-Feb-2005 206,125.00 205,126.11 2 0691001986 VA 37.69 01-Feb-2005 196,000.00 194,901.45 2 0711005186 VT 80.00 01-Feb-2005 128,000.00 127,475.24 2 0711005360 ME 75.00 01-Feb-2005 116,250.00 115,681.07 2 0721005466 AZ 85.00 01-Feb-2005 225,250.00 223,728.95 2 0741008828 LA 77.52 01-Feb-2005 100,000.00 99,476.09 2 0741008940 FL 90.00 01-Feb-2005 155,250.00 154,436.62 2 0741009215 NY 36.51 01-Feb-2005 78,500.00 78,067.54 2 0761006105 MN 90.00 01-Feb-2005 162,900.00 162,054.77 2 0761006316 IL 88.61 01-Feb-2005 350,000.00 348,094.11 2 0781001626 NJ 85.00 01-Feb-2005 242,250.00 240,968.46 2 0781001866 NY 80.00 01-Feb-2005 156,000.00 155,392.77 2 0831031402 CA 53.68 01-Dec-2004 153,000.00 151,973.95 2 0851000027 NJ 90.00 01-Feb-2005 297,000.00 295,473.89 3 0011072643 CA 25.23 01-Feb-2005 182,900.00 182,595.34 3 0021061515 CA 10.18 01-Feb-2005 55,990.00 55,849.14 3 0031030932 CA 19.74 01-Feb-2005 150,000.00 149,509.34 3 0071063611 FL 90.00 01-Feb-2005 90,900.00 90,580.44 3 0191022417 CA 80.53 01-Feb-2005 229,500.00 228,226.50 3 0311025644 NY 75.00 01-Feb-2005 288,750.00 287,235.63 3 0381018184 MA 26.25 01-Feb-2005 63,000.00 62,764.56 3 0381018594 RI 67.87 01-Feb-2005 150,000.00 149,082.75 3 0381018644 RI 50.81 01-Feb-2005 94,000.00 93,569.77 3 0661003302 CA 59.09 01-Jan-2005 168,400.00 167,414.74 3 0671002351 CA 20.00 01-Feb-2005 131,000.00 130,515.31 3 0681003321 ME 80.00 01-Feb-2005 140,000.00 139,403.45 3 0781001695 NJ 84.88 01-Feb-2005 365,000.00 363,106.17 4 0011071926 CA 90.00 01-Jan-2005 396,000.00 393,378.84 4 0011071946 CA 85.00 01-Jan-2005 195,500.00 194,686.98 4 0011072662 CA 83.85 01-Feb-2005 161,000.00 160,991.20 4 0011072822 CA 75.00 01-Feb-2005 206,250.00 205,190.21 4 0021060564 CA 80.00 01-Feb-2005 416,000.00 414,476.50 4 0021060892 CA 80.00 01-Feb-2005 464,000.00 464,000.00 4 0021060916 CA 73.21 01-Jan-2005 205,000.00 204,369.37 4 0021060961 CA 85.00 01-Jan-2005 255,000.00 255,000.00 4 0021061238 CA 65.00 01-Feb-2005 520,000.00 517,195.49 4 0021061283 HI 80.00 01-Feb-2005 240,000.00 238,909.95 4 0021061386 CA 68.89 01-Feb-2005 217,000.00 216,138.11 4 0031031039 CA 75.00 01-Feb-2005 247,500.00 246,228.22 4 0031031041 CA 84.86 01-Feb-2005 227,000.00 226,134.14 4 0031031100 CA 88.13 01-Feb-2005 282,000.00 280,291.09 4 0031031284 CA 85.00 01-Feb-2005 248,625.00 247,347.45 4 0031031319 CA 75.00 01-Feb-2005 245,250.00 244,023.70 4 0031031355 CA 80.00 01-Feb-2005 238,400.00 237,394.30 4 0041062168 IL 75.00 01-Feb-2005 88,500.00 88,216.46 4 0041063347 IL 79.72 01-Feb-2005 228,000.00 227,190.21 4 0041063605 IL 80.00 01-Feb-2005 192,000.00 191,013.41 4 0041063634 IL 76.03 01-Feb-2005 92,000.00 91,725.43 4 0051054990 GA 80.00 01-Feb-2005 76,000.00 75,773.61 4 0061055732 PA 70.00 01-Feb-2005 56,000.00 55,763.74 4 0061055900 OH 75.00 01-Feb-2005 75,000.00 74,759.70 4 0061056120 OH 80.00 01-Feb-2005 175,120.00 173,977.74 4 0071063500 FL 89.01 01-Feb-2005 81,000.00 80,585.11 4 0071063515 FL 80.00 01-Feb-2005 132,000.00 131,511.60 4 0081052317 VA 85.00 01-Feb-2005 119,000.00 118,536.80 4 0081052386 VA 80.00 01-Feb-2005 208,000.00 207,206.63 4 0081052775 VA 70.00 01-Feb-2005 88,200.00 87,942.68 4 0081052916 VA 80.00 01-Feb-2005 360,000.00 360,000.00 4 0081052963 VA 80.00 01-Feb-2005 144,000.00 144,000.00 4 0121036882 WI 95.00 01-Feb-2005 389,500.00 387,840.33 4 0121037011 MN 80.00 01-Feb-2005 156,000.00 155,188.58 4 0141044069 CT 90.00 01-Feb-2005 117,900.00 117,534.28 4 0141044198 NY 95.00 01-Feb-2005 427,500.00 425,362.41 4 0161038558 MA 70.00 01-Feb-2005 280,000.00 278,489.92 4 0161038616 MA 65.67 01-Feb-2005 220,000.00 218,912.78 4 0161038690 MA 95.00 01-Feb-2005 365,750.00 363,514.48 4 0161038884 MA 80.00 01-Feb-2005 164,000.00 163,218.04 4 0171023527 AZ 80.00 01-Feb-2005 112,800.00 112,104.74 4 0171023619 AZ 95.00 01-Feb-2005 85,025.00 84,801.74 4 0171023661 AZ 95.00 01-Feb-2005 135,850.00 135,361.51 4 0191021904 WA 79.86 01-Feb-2005 245,165.00 245,165.00 4 0191022438 CA 82.00 01-Feb-2005 172,200.00 171,368.15 4 0211025696 VA 77.23 01-Feb-2005 181,500.00 180,563.40 4 0231058600 CT 80.00 01-Feb-2005 200,000.00 198,683.71 4 0231058693 MA 54.49 01-Feb-2005 346,000.00 346,000.00 4 0231059480 NH 75.00 01-Feb-2005 476,250.00 473,173.50 4 0231059668 NJ 89.29 01-Feb-2005 50,000.00 49,816.89 4 0231060025 MA 80.00 01-Feb-2005 274,400.00 273,687.13 4 0251034836 CA 69.37 01-Feb-2005 385,000.00 382,512.97 4 0261049703 FL 80.00 01-Jan-2005 450,400.00 447,692.18 4 0271018572 VA 90.00 01-Feb-2005 300,600.00 300,600.00 4 0271018592 CA 80.00 01-Feb-2005 260,000.00 258,676.95 4 0271019188 MA 65.00 01-Feb-2005 252,200.00 250,800.02 4 0311025844 NJ 70.92 01-Feb-2005 500,000.00 497,738.51 4 0311025931 NJ 53.19 01-Feb-2005 150,000.00 149,159.30 4 0331032964 NY 31.91 01-Feb-2005 75,000.00 74,781.18 4 0341021291 SC 70.00 01-Feb-2005 490,000.00 487,912.10 4 0361022705 MI 90.00 01-Feb-2005 114,300.00 113,831.14 4 0371023342 FL 80.00 01-Feb-2005 196,000.00 195,122.22 4 0381013844 MA 80.00 01-Jul-2004 360,000.00 355,941.91 4 0391009950 TN 80.00 01-Jan-2005 112,000.00 111,468.12 4 0391010098 AL 95.00 01-Feb-2005 137,750.00 137,035.27 4 0511032863 CA 57.00 01-Feb-2005 114,000.00 113,687.77 4 0521022118 WI 80.00 01-Feb-2005 164,000.00 163,423.43 4 0561001237 FL 80.00 01-Feb-2005 680,000.00 676,170.53 4 0561001378 FL 95.00 01-Feb-2005 89,775.00 89,487.32 4 0611012476 NY 90.00 01-Feb-2005 481,500.00 479,568.22 4 0611013614 NY 90.00 01-Feb-2005 427,500.00 425,926.39 4 0611014102 NY 95.00 01-Feb-2005 375,250.00 373,695.28 4 0621005720 FL 80.00 01-Feb-2005 224,000.00 222,642.66 4 0631005206 CA 90.00 01-Jan-2005 621,000.00 617,338.35 4 0631005207 CA 88.00 01-Jan-2005 396,000.00 395,927.95 4 0631005232 CA 70.00 01-Feb-2005 308,000.00 306,305.68 4 0631005357 CA 80.00 01-Feb-2005 364,000.00 361,880.44 4 0631005442 CA 63.91 01-Feb-2005 735,000.00 732,943.98 4 0631005616 CA 90.00 01-Feb-2005 266,400.00 265,253.51 4 0651006731 FL 75.00 01-Feb-2005 135,000.00 134,447.39 4 0661003590 CA 80.00 01-Feb-2005 533,600.00 533,600.00 4 0661003617 CA 85.00 01-Feb-2005 276,250.00 276,250.00 4 0661003862 CA 85.00 01-Feb-2005 416,500.00 416,500.00 4 0671002013 CA 75.00 01-Feb-2005 67,500.00 67,317.06 4 0671002120 CA 65.00 01-Feb-2005 377,000.00 374,715.53 4 0671002180 CA 70.00 01-Feb-2005 259,000.00 257,643.08 4 0681003259 MA 90.00 01-Jan-2005 405,900.00 403,595.06 4 0681003407 ME 65.00 01-Feb-2005 135,200.00 134,762.30 4 0681003590 ME 54.55 01-Feb-2005 90,000.00 89,495.56 4 0691001914 MD 80.00 01-Feb-2005 152,000.00 151,629.58 4 0691001952 VA 66.98 01-Feb-2005 142,000.00 141,418.69 4 0691002009 MD 80.00 01-Feb-2005 183,600.00 183,180.37 4 0691002014 VA 78.51 01-Feb-2005 179,000.00 178,104.97 4 0711005054 ME 52.77 01-Jan-2005 124,000.00 123,597.88 4 0731008586 GA 95.00 01-Feb-2005 112,100.00 112,094.75 4 0731008694 MD 66.00 01-Feb-2005 643,500.00 643,500.00 4 0841002526 MI 72.58 01-Feb-2005 90,000.00 89,576.54

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning 1 0021061054 Loan Paid in Full (1) 5.700% 360 7 1 0131029640 Loan Paid in Full 0 8.300% 360 6 1 0161038582 Loan Paid in Full (1) 6.415% 360 6 1 0231060175 Loan Paid in Full 0 5.990% 360 6 1 0271018740 Loan Paid in Full (1) 6.750% 240 6 1 0271018911 Loan Paid in Full 0 7.200% 360 6 1 0271019218 Loan Paid in Full 0 6.800% 360 6 1 0301000165 Loan Paid in Full (2) 6.400% 360 6 1 0311025514 Loan Paid in Full 0 6.875% 360 7 1 0321022558 Loan Paid in Full 0 5.350% 360 6 1 0331032437 Loan Paid in Full 0 9.200% 360 6 1 0511033070 Loan Paid in Full 0 8.800% 360 6 1 0621005332 Loan Paid in Full 0 7.600% 180 6 1 0651007346 Loan Paid in Full 0 7.990% 360 6 1 0681003267 Loan Paid in Full (1) 6.950% 360 6 1 0681003524 Loan Paid in Full (1) 6.000% 360 6 1 0781001652 Loan Paid in Full (1) 7.150% 360 6 2 0011072336 Loan Paid in Full 0 7.250% 360 6 2 0011072445 Loan Paid in Full (1) 6.150% 360 7 2 0011072542 Loan Paid in Full 0 9.900% 360 6 2 0011072584 Loan Paid in Full 0 6.550% 360 6 2 0011072606 Loan Paid in Full 0 7.900% 360 6 2 0021060471 Loan Paid in Full 0 7.600% 360 7 2 0021060929 Loan Paid in Full (1) 5.500% 360 7 2 0021060959 Loan Paid in Full 0 7.400% 360 6 2 0021061602 Loan Paid in Full 0 6.050% 360 6 2 0031030555 Loan Paid in Full (1) 6.450% 360 6 2 0031030578 Loan Paid in Full 0 6.750% 360 6 2 0031030922 Loan Paid in Full 0 12.500% 360 7 2 0031031033 Loan Paid in Full 0 6.800% 360 6 2 0031031088 Loan Paid in Full 0 6.190% 360 6 2 0041063722 Loan Paid in Full (1) 7.300% 360 6 2 0051054944 Loan Paid in Full 0 9.650% 360 6 2 0071063930 Loan Paid in Full (1) 8.350% 360 6 2 0081052544 Loan Paid in Full (1) 8.550% 360 6 2 0081052769 Loan Paid in Full 0 7.600% 360 6 2 0081052810 Loan Paid in Full 0 8.850% 360 6 2 0091029664 Loan Paid in Full 0 7.700% 360 6 2 0091029790 Loan Paid in Full 0 6.950% 360 6 2 0091029800 Loan Paid in Full 0 8.450% 360 6 2 0091029849 Loan Paid in Full 0 7.550% 360 6 2 0091030126 Loan Paid in Full (1) 8.100% 360 6 2 0121036084 Loan Paid in Full (1) 6.900% 360 7 2 0121036591 Loan Paid in Full (1) 6.150% 360 6 2 0121036631 Loan Paid in Full 0 8.750% 360 6 2 0121036680 Loan Paid in Full (1) 7.300% 360 6 2 0121036761 Loan Paid in Full 0 6.250% 360 6 2 0121036972 Loan Paid in Full (1) 7.200% 360 6 2 0131028184 Loan Paid in Full 0 9.700% 360 6 2 0131029730 Loan Paid in Full (1) 8.850% 360 6 2 0131029751 Loan Paid in Full (1) 8.250% 360 6 2 0141043320 Loan Paid in Full (1) 6.250% 360 7 2 0141043784 Loan Paid in Full 0 6.690% 360 6 2 0141044051 Loan Paid in Full 0 6.250% 360 6 2 0151027116 Loan Paid in Full 0 8.150% 360 6 2 0161037785 Loan Paid in Full (1) 8.750% 360 6 2 0161038298 Loan Paid in Full (1) 6.900% 360 6 2 0161038458 Loan Paid in Full 0 6.950% 360 6 2 0191021871 Loan Paid in Full 0 7.550% 360 6 2 0211025114 Loan Paid in Full 0 8.700% 360 7 2 0211025348 Loan Paid in Full (1) 8.550% 360 6 2 0231058103 Loan Paid in Full (1) 8.500% 360 7 2 0231058573 Loan Paid in Full (1) 6.500% 360 6 2 0231058819 Loan Paid in Full 0 6.500% 360 6 2 0231059106 Loan Paid in Full 0 7.600% 360 6 2 0231059253 Loan Paid in Full (1) 6.150% 360 6 2 0231059314 Loan Paid in Full (1) 6.850% 360 6 2 0231059367 Loan Paid in Full (1) 9.000% 360 6 2 0231059664 Loan Paid in Full 0 7.000% 360 6 2 0231060198 Loan Paid in Full (1) 6.450% 360 6 2 0251034350 Loan Paid in Full 0 7.100% 360 7 2 0261049471 Loan Paid in Full (1) 7.150% 360 6 2 0261049742 Loan Paid in Full (1) 6.600% 360 6 2 0271018086 Loan Paid in Full 0 7.500% 360 6 2 0271018633 Loan Paid in Full (1) 8.250% 360 6 2 0271018838 Loan Paid in Full 0 9.300% 360 6 2 0271019119 Loan Paid in Full (1) 7.300% 360 6 2 0301000044 Loan Paid in Full 0 7.750% 360 6 2 0311025319 Loan Paid in Full (1) 7.000% 360 6 2 0311025468 Loan Paid in Full (1) 7.990% 360 6 2 0311025671 Loan Paid in Full 0 8.100% 360 6 2 0321021731 Loan Paid in Full 0 6.500% 360 6 2 0341021196 Loan Paid in Full 0 9.990% 360 6 2 0341021365 Loan Paid in Full 0 6.650% 360 6 2 0361022650 Loan Paid in Full (1) 8.990% 360 6 2 0371022340 Loan Paid in Full (1) 7.120% 360 6 2 0371022426 Loan Paid in Full (1) 6.950% 360 6 2 0381017792 Loan Paid in Full 0 5.690% 360 7 2 0381018006 Loan Paid in Full 0 6.990% 360 6 2 0381018105 Loan Paid in Full 0 5.750% 360 6 2 0381018126 Loan Paid in Full (1) 6.360% 360 6 2 0381018167 Loan Paid in Full 0 6.300% 360 6 2 0381018196 Loan Paid in Full (1) 5.700% 360 6 2 0381018483 Loan Paid in Full 0 7.240% 360 6 2 0381018552 Loan Paid in Full (1) 7.000% 360 6 2 0381018757 Loan Paid in Full 0 8.850% 360 6 2 0511032600 Loan Paid in Full (1) 5.800% 360 6 2 0511032652 Loan Paid in Full 0 9.100% 360 6 2 0511033059 Loan Paid in Full (1) 6.350% 360 6 2 0521021734 Loan Paid in Full 0 7.000% 360 6 2 0521021855 Loan Paid in Full (1) 8.300% 360 6 2 0521021860 Loan Paid in Full (1) 6.100% 360 6 2 0521022247 Loan Paid in Full 0 8.750% 360 6 2 0561000964 Loan Paid in Full (1) 7.200% 360 6 2 0561001095 Loan Paid in Full 0 5.875% 360 6 2 0581000010 Loan Paid in Full 0 9.300% 360 6 2 0611013403 Loan Paid in Full (1) 6.350% 360 6 2 0611013702 Loan Paid in Full (1) 5.950% 360 6 2 0621005460 Loan Paid in Full (1) 8.190% 360 6 2 0621005626 Loan Paid in Full (1) 6.350% 360 6 2 0631005292 Loan Paid in Full (1) 6.990% 360 6 2 0631005545 Loan Paid in Full (1) 6.090% 360 6 2 0661003546 Loan Paid in Full (1) 7.650% 360 7 2 0661003597 Loan Paid in Full 0 6.090% 360 6 2 0661003612 Loan Paid in Full (1) 5.890% 360 6 2 0661003821 Loan Paid in Full (1) 7.550% 360 6 2 0671002165 Loan Paid in Full (1) 9.400% 360 6 2 0681003583 Loan Paid in Full (1) 5.100% 360 6 2 0691001673 Loan Paid in Full 0 7.750% 360 6 2 0691001872 Loan Paid in Full 0 7.150% 360 6 2 0691001986 Loan Paid in Full (1) 6.400% 360 6 2 0711005186 Loan Paid in Full 0 8.000% 360 6 2 0711005360 Loan Paid in Full 0 7.100% 360 6 2 0721005466 Loan Paid in Full (1) 6.500% 360 6 2 0741008828 Loan Paid in Full 0 6.750% 360 6 2 0741008940 Loan Paid in Full 0 6.750% 360 6 2 0741009215 Loan Paid in Full 0 7.490% 360 6 2 0761006105 Loan Paid in Full 0 6.800% 360 6 2 0761006316 Loan Paid in Full (1) 6.550% 360 6 2 0781001626 Loan Paid in Full (1) 6.700% 360 6 2 0781001866 Loan Paid in Full 0 8.250% 360 6 2 0831031402 Loan Paid in Full (1) 6.990% 360 8 2 0851000027 Loan Paid in Full 0 6.850% 360 6 3 0011072643 Loan Paid in Full 0 12.250% 360 6 3 0021061515 Loan Paid in Full 0 10.350% 360 6 3 0031030932 Loan Paid in Full 0 9.100% 360 6 3 0071063611 Loan Paid in Full (1) 8.750% 360 6 3 0191022417 Loan Paid in Full 0 6.452% 360 6 3 0311025644 Loan Paid in Full (1) 6.875% 360 6 3 0381018184 Loan Paid in Full (1) 8.450% 360 6 3 0381018594 Loan Paid in Full 0 5.990% 360 6 3 0381018644 Loan Paid in Full 0 7.440% 360 6 3 0661003302 Loan Paid in Full (1) 6.990% 360 7 3 0671002351 Loan Paid in Full 0 8.500% 360 6 3 0681003321 Loan Paid in Full 0 7.800% 360 6 3 0781001695 Loan Paid in Full 0 6.800% 360 6 4 0011071926 Loan Paid in Full (1) 6.350% 360 7 4 0011071946 Loan Paid in Full 0 8.700% 360 7 4 0011072662 Loan Paid in Full 0 6.500% 360 6 4 0011072822 Loan Paid in Full 0 6.850% 360 6 4 0021060564 Loan Paid in Full 0 8.550% 360 6 4 0021060892 Loan Paid in Full (1) 6.200% 360 6 4 0021060916 Loan Paid in Full (1) 10.150% 360 7 4 0021060961 Loan Paid in Full (1) 6.500% 360 7 4 0021061238 Loan Paid in Full (1) 6.600% 360 6 4 0021061283 Loan Paid in Full (1) 7.600% 360 6 4 0021061386 Loan Paid in Full (1) 8.150% 360 6 4 0031031039 Loan Paid in Full (1) 6.850% 360 6 4 0031031041 Loan Paid in Full (1) 8.350% 360 6 4 0031031100 Loan Paid in Full (1) 5.990% 360 6 4 0031031284 Loan Paid in Full 0 6.850% 360 6 4 0031031319 Loan Paid in Full (1) 6.990% 360 6 4 0031031355 Loan Paid in Full 0 7.850% 360 6 4 0041062168 Loan Paid in Full 0 9.200% 360 6 4 0041063347 Loan Paid in Full 0 8.700% 360 6 4 0041063605 Loan Paid in Full 0 6.850% 360 6 4 0041063634 Loan Paid in Full (1) 9.850% 360 6 4 0051054990 Loan Paid in Full 0 9.550% 360 6 4 0061055732 Loan Paid in Full 0 7.850% 360 6 4 0061055900 Loan Paid in Full (1) 9.200% 360 6 4 0061056120 Loan Paid in Full (1) 6.650% 360 6 4 0071063500 Loan Paid in Full 0 6.900% 360 6 4 0071063515 Loan Paid in Full (1) 8.500% 360 6 4 0081052317 Loan Paid in Full (1) 8.250% 360 6 4 0081052386 Loan Paid in Full (1) 8.350% 360 6 4 0081052775 Loan Paid in Full 0 9.650% 360 6 4 0081052916 Loan Paid in Full (1) 6.990% 360 6 4 0081052963 Loan Paid in Full 0 6.900% 360 6 4 0121036882 Loan Paid in Full (1) 7.800% 360 6 4 0121037011 Loan Paid in Full (1) 6.790% 360 6 4 0141044069 Loan Paid in Full (1) 10.300% 360 6 4 0141044198 Loan Paid in Full 0 6.990% 360 6 4 0161038558 Loan Paid in Full 0 6.600% 360 6 4 0161038616 Loan Paid in Full 0 7.050% 360 6 4 0161038690 Loan Paid in Full 0 5.950% 360 6 4 0161038884 Loan Paid in Full 0 7.550% 360 6 4 0171023527 Loan Paid in Full 0 5.900% 360 6 4 0171023619 Loan Paid in Full 0 10.150% 360 6 4 0171023661 Loan Paid in Full (1) 8.640% 360 6 4 0191021904 Loan Paid in Full 0 5.990% 360 6 4 0191022438 Loan Paid in Full (1) 7.200% 360 6 4 0211025696 Loan Paid in Full 0 6.950% 360 6 4 0231058600 Loan Paid in Full 0 5.550% 360 6 4 0231058693 Loan Paid in Full (1) 6.150% 360 6 4 0231059480 Loan Paid in Full (1) 5.650% 360 6 4 0231059668 Loan Paid in Full (1) 8.550% 360 6 4 0231060025 Loan Paid in Full 0 10.200% 360 6 4 0251034836 Loan Paid in Full (1) 5.650% 360 6 4 0261049703 Loan Paid in Full 0 6.850% 360 7 4 0271018572 Loan Paid in Full 0 6.750% 360 6 4 0271018592 Loan Paid in Full 0 6.900% 360 6 4 0271019188 Loan Paid in Full (1) 6.450% 360 6 4 0311025844 Loan Paid in Full (1) 7.500% 360 6 4 0311025931 Loan Paid in Full 0 6.400% 360 6 4 0331032964 Loan Paid in Full 0 9.650% 360 6 4 0341021291 Loan Paid in Full 0 7.800% 360 6 4 0361022705 Loan Paid in Full 0 7.990% 360 6 4 0371023342 Loan Paid in Full (1) 7.550% 360 6 4 0381013844 Loan Paid in Full 0 6.890% 360 13 4 0391009950 Loan Paid in Full (1) 8.050% 360 7 4 0391010098 Loan Paid in Full 0 6.800% 360 6 4 0511032863 Loan Paid in Full (1) 9.950% 360 6 4 0521022118 Loan Paid in Full (1) 8.750% 360 6 4 0561001237 Loan Paid in Full (1) 6.375% 360 6 4 0561001378 Loan Paid in Full 0 9.200% 360 6 4 0611012476 Loan Paid in Full 0 8.100% 360 6 4 0611013614 Loan Paid in Full 0 8.525% 360 6 4 0611014102 Loan Paid in Full 0 7.940% 360 6 4 0621005720 Loan Paid in Full (1) 5.990% 360 6 4 0631005206 Loan Paid in Full 0 6.950% 360 7 4 0631005207 Loan Paid in Full (1) 5.550% 360 7 4 0631005232 Loan Paid in Full (1) 6.500% 360 6 4 0631005357 Loan Paid in Full 0 6.200% 360 6 4 0631005442 Loan Paid in Full 0 9.850% 360 6 4 0631005616 Loan Paid in Full (1) 7.750% 360 6 4 0651006731 Loan Paid in Full 0 8.000% 360 6 4 0661003590 Loan Paid in Full 0 5.750% 360 6 4 0661003617 Loan Paid in Full (1) 5.950% 360 6 4 0661003862 Loan Paid in Full 0 5.350% 360 6 4 0671002013 Loan Paid in Full (1) 10.000% 360 6 4 0671002120 Loan Paid in Full 0 5.990% 360 6 4 0671002180 Loan Paid in Full 0 6.750% 360 6 4 0681003259 Loan Paid in Full (1) 7.150% 360 7 4 0681003407 Loan Paid in Full 0 9.150% 360 6 4 0681003590 Loan Paid in Full (1) 6.400% 360 6 4 0691001914 Loan Paid in Full (1) 10.500% 360 6 4 0691001952 Loan Paid in Full 0 8.000% 360 6 4 0691002009 Loan Paid in Full (1) 10.800% 360 6 4 0691002014 Loan Paid in Full (1) 6.990% 360 6 4 0711005054 Loan Paid in Full 0 9.900% 360 7 4 0731008586 Loan Paid in Full 0 7.450% 360 6 4 0731008694 Loan Paid in Full 0 5.300% 360 6 4 0841002526 Loan Paid in Full (1) 7.300% 360 6

~~Summary~~Bankruptcy ~~SMM~~Detail ~~CPR~~- ~~PSA~~All ~~Current~~Mortgage ~~Month~~Loans ~~3.400%~~in ~~Current~~Bankruptcy ~~Month~~during ~~33.972%~~ Current ~~Month~~Period ~~2,771.065%~~Group 3Loan Month ~~Average~~Loan ~~3.021%~~First 3State ~~Month~~LTV ~~Average~~at ~~30.753%~~Original 3Number ~~Month~~Entered ~~Average~~Payment ~~3,053.420%~~Origination 12Principal ~~Month~~Bankruptcy ~~Average~~Date ~~0.000%~~Balance 121 ~~Month~~0141043095 ~~Average~~Jun-2005 ~~0.000%~~01-Feb-2005 12NY ~~Month~~81.15 ~~Average 0~~77,500.~~000%~~00 ~~CPR:~~1 ~~Current~~0141043978 vsDec-2005 ~~12mo~~01-Feb-2005 Average*NY ~~PSA: Current vs 12mo Average* Month Current 12mo Avg~~80.00 ~~Month Current 12mo Avg~~72,000.00 ~~Sep-2004~~1 ~~N/A~~0231059702 ~~N/A Sep~~Jun-~~2004~~2005 ~~N/A N/A Oct~~01-~~2004 N/A N/A Oct~~Feb-~~2004~~2005 ~~N/A~~CT ~~N/A~~80.00 ~~Nov-2004~~196,000.00 ~~N/A~~1 ~~N/A~~0231059973 Nov-~~2004~~2005 ~~N/A N/A Dec~~01-~~2004~~Feb-2005 ~~N/A~~MA ~~N/A~~80.00 ~~Dec-2004~~144,800.00 ~~N/A~~1 ~~N/A~~0311024704 ~~Jan~~Jul-2005 ~~N/A N/A~~ 01-Jan-2005 ~~N/A~~NJ ~~N/A~~80.00 ~~Feb-2005~~66,400.00 ~~N/A~~1 ~~N/A~~0361022572 ~~Feb~~Jul-2005 ~~N/A N/A Mar~~01-Feb-2005 ~~N/A~~MI ~~N/A~~90.00 ~~Mar-2005~~135,900.00 ~~N/A~~1 ~~N/A~~0721005087 ~~Apr~~Dec-2005 ~~N/A N/A Apr~~01-Feb-2005 ~~N/A~~NV ~~N/A~~85.00 ~~May-2005~~150,450.00 ~~N/A~~2 ~~N/A~~0041063519 ~~May~~Aug-2005 ~~N/A N/A Jun~~01-Feb-2005 30IL 85.~~090%~~00 ~~N/A Jun-2005 3~~272,~~641~~000.~~410%~~00 ~~N/A~~2 ~~Jul~~0051054551 Dec-2005 ~~28.198% N/A Jul~~01-Feb-2005 2GA 95.00 243,~~747~~200.~~784%~~00 ~~N/A~~2 ~~Aug~~0051054965 Sep-2005 ~~33.972% N/A Aug~~01-Feb-2005 2GA 80.00 138,~~771~~040.~~065%~~00 ~~N/A~~2 *The0061055692 ~~text~~Dec-2005 ~~reported~~01-Feb-2005 inOH ~~the~~95.00 ~~above~~84,455.00 ~~table~~2 is0071063739 ~~presented~~Dec-2005 *The01-Feb-2005 ~~text~~FL ~~reported~~70.00 in109,200.00 ~~the~~2 ~~above~~0081052509 ~~table~~Dec-2005 is01-Feb-2005 ~~presented~~MD ~~graphically~~78.86 ~~on the monthly bond remittance report~~74,609.00 ~~The~~2 ~~graphically~~0091029622 onDec-2005 ~~the~~01-Jan-2005 ~~monthly~~IN ~~bond~~90.00 ~~remittance report~~121,500.00 ~~The~~2 ~~monthly~~0091030047 ~~bond~~Oct-2005 ~~remittance~~01-Feb-2005 ~~report~~MO ~~can~~95.00 be55,100.00 ~~viewed~~2 ~~online~~0121036251 atNov-2005 ~~monthly~~01-Feb-2005 ~~bond~~WI ~~remittance~~90.00 ~~report~~149,400.00 ~~can~~2 be0121036890 ~~viewed~~Dec-2005 ~~online~~01-Feb-2005 atMN ~~www~~80.~~ctslink.com.~~00 ~~www~~184,000.~~ctslink.com.~~00 12 ~~SMM~~0131029637 ~~CPR~~Nov-2005 ~~PSA~~01-Feb-2005 ~~Current~~OH ~~Month~~95.00 2133,000.~~021%~~00 ~~Current~~2 ~~Month~~0131029873 ~~21.728%~~Nov-2005 ~~Current~~01-Feb-2005 ~~Month~~OH 185.00 112,~~775~~200.~~404%~~00 ~~3 Month Average~~ 2~~.219%~~ 30131029874 ~~Month~~Nov-2005 ~~Average~~01-Feb-2005 23OH 85.~~533%~~00 ~~3 Month Average 2~~112,~~344~~200.~~661%~~00 122 ~~Month~~0131029875 ~~Average~~Nov-2005 ~~0.000%~~01-Feb-2005 12OH ~~Month Average 0~~85.~~000%~~00 ~~12 Month Average 0~~112,200.~~000%~~00 ~~CPR:~~2 ~~Current~~0131029876 vsNov-2005 ~~12mo~~01-Feb-2005 Average*OH ~~PSA:~~85.00 ~~Current~~112,200.00 vs2 ~~12mo~~0231057389 Average*Jul-2005 ~~Month~~01-Feb-2005 ~~Current~~MA ~~12mo Avg~~40.48 ~~Month Current 12mo Avg~~170,000.00 ~~Sep-2004~~2 ~~N/A~~0251034617 ~~N/A Sep~~Nov-~~2004~~2005 ~~N/A N/A Oct~~01-~~2004~~Jan-2005 ~~N/A~~AR ~~N/A~~80.00 ~~Oct-2004~~148,000.00 ~~N/A~~2 ~~N/A~~0261049317 Nov-~~2004~~2005 ~~N/A N/A Nov~~01-~~2004~~Feb-2005 ~~N/A~~NC ~~N/A~~85.00 ~~Dec-2004~~150,450.00 ~~N/A~~2 ~~N/A~~0261049989 Dec-~~2004~~2005 ~~N/A N/A Jan~~01-Feb-2005 ~~N/A~~FL ~~N/A~~90.00 ~~Jan-2005~~145,350.00 ~~N/A~~2 ~~N/A~~0321022640 ~~Feb~~Sep-2005 ~~N/A N/A~~ 01-Feb-2005 ~~N/A~~CO ~~N/A~~80.00 ~~Mar-2005~~72,800.00 ~~N/A~~2 ~~N/A~~0341021465 ~~Mar~~Dec-2005 ~~N/A N/A Apr~~01-Jan-2005 ~~N/A~~NC ~~N/A~~80.00 ~~Apr-2005~~116,000.00 ~~N/A~~2 ~~N/A~~0341021567 ~~May~~Oct-2005 ~~N/A N/A May~~01-Feb-2005 ~~N/A~~NC ~~N/A~~80.00 ~~Jun-2005 20~~104,000.~~479%~~00 ~~N/A~~2 0351022635 Jun-2005 ~~2,485.458% N/A Jul~~01-Feb-2005 28TX 73.~~391%~~53 ~~N/A Jul-2005 2~~50,~~773~~000.~~121%~~00 ~~N/A~~2 ~~Aug~~0361022164 Dec-2005 ~~21.728% N/A Aug~~01-Feb-2005 1MI 95.00 260,~~775~~300.~~404%~~00 ~~N/A~~2 *The0381018411 ~~text~~Dec-2005 ~~reported~~01-Feb-2005 inMA ~~the~~80.00 ~~above~~304,000.00 ~~table~~2 is0391010008 ~~presented~~Jun-2005 *The01-Feb-2005 ~~text~~TN ~~reported in the above table is presented graphically on the monthly bond remittance report~~80.00 ~~The graphically on the monthly bond remittance report~~52,000.00 ~~The~~2 ~~monthly~~0511032956 ~~bond~~Dec-2005 ~~remittance~~01-Feb-2005 ~~report~~AZ ~~can be viewed online at monthly bond remittance report can be viewed online at www~~90.~~ctslink.com.~~00 ~~www~~117,257.~~ctslink.com.~~00 2 ~~SMM~~0521021278 ~~CPR~~Oct-2005 ~~PSA~~01-Feb-2005 ~~Current~~IL ~~Month 3~~87.~~182%~~20 ~~Current Month 32~~71,500.~~165%~~00 ~~Current Month~~ 2~~,615.893%~~ 30631004788 ~~Month~~Nov-2005 ~~Average~~01-Jan-2005 ~~3.153%~~AZ ~~3 Month Average 31~~80.~~904%~~00 ~~3 Month Average 3~~227,~~189~~200.~~642%~~00 122 ~~Month~~0641005611 ~~Average~~Oct-2005 ~~0.000%~~01-Jan-2005 12TX ~~Month Average 0~~80.~~000%~~00 ~~12 Month Average 0.~~192,000%.00 ~~CPR:~~2 ~~Current~~0651006830 vsOct-2005 ~~12mo~~01-Feb-2005 Average*MA ~~PSA: Current vs 12mo Average* Month Current 12mo Avg~~90.00 ~~Month Current 12mo Avg~~182,700.00 ~~Sep-2004~~2 ~~N/A~~0731008591 ~~N/A Sep~~Dec-~~2004~~2005 ~~N/A N/A Oct~~01-~~2004~~Feb-2005 ~~N/A~~GA ~~N/A~~95.00 ~~Oct-2004~~156,750.00 ~~N/A~~2 ~~N/A~~0831030302 ~~Nov~~Jul-~~2004~~2005 ~~N/A N/A~~ 01-Nov-2004 ~~N/A~~CT ~~N/A~~95.00 ~~Dec-2004~~175,750.00 ~~N/A~~2 ~~N/A~~0841002070 Dec-~~2004~~2005 ~~N/A N/A Jan~~01-Feb-2005 ~~N/A~~MI ~~N/A~~90.00 ~~Jan-2005~~104,400.00 ~~N/A~~2 ~~N/A~~0841002144 ~~Feb~~Jun-2005 ~~N/A N/A~~ 01-Feb-2005 ~~N/A~~MI ~~N/A~~95.00 ~~Mar-2005~~103,550.00 ~~N/A~~3 ~~N/A~~0081052332 ~~Mar~~Sep-2005 ~~N/A N/A Apr~~01-~~2005 N/A N/A Apr~~Feb-2005 ~~N/A~~VA ~~N/A~~80.00 ~~May-2005~~73,600.00 ~~N/A~~3 ~~N/A~~0101045182 ~~May~~Dec-2005 ~~N/A N/A Jun~~01-Feb-2005 33TX 80.~~349%~~00 ~~N/A Jun-2005 4~~128,~~019~~000.~~463%~~00 ~~N/A~~3 ~~Jul~~0131029890 Dec-2005 ~~30.198% N/A Jul~~01-Feb-2005 2OH 80.00 127,~~933~~120.~~571%~~00 ~~N/A~~3 ~~Aug~~0191022454 Nov-2005 ~~32.165% N/A Aug~~01-Feb-2005 2WA 82.14 115,~~615~~000.~~893%~~00 ~~N/A~~3 *The0381018353 ~~text~~Oct-2005 ~~reported~~01-Feb-2005 inRI ~~the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report~~50.68 ~~The graphically on the monthly bond remittance report~~111,000.00 ~~The~~3 ~~monthly~~0391009274 ~~bond~~Dec-2005 ~~remittance~~01-Feb-2005 ~~report~~TN ~~can be viewed online at monthly bond remittance report can be viewed online at www~~85.~~ctslink.com.~~00 ~~www~~110,500.~~ctslink.com.~~00 3 ~~SMM~~0391009708 ~~CPR~~Jun-2005 ~~PSA~~01-Feb-2005 ~~Current~~TN ~~Month 2~~90.~~300%~~00 ~~Current Month 24.360% Current Month 2~~73,~~006~~800.~~456%~~00 3 ~~Month~~0511032920 ~~Average~~Sep-2005 ~~1.802%~~01-Feb-2005 3CA ~~Month Average 19~~20.~~486%~~00 ~~3 Month Average 1~~95,~~897~~800.~~483%~~00 123 ~~Month~~0841002020 ~~Average~~Oct-2005 ~~0.000%~~01-Feb-2005 12MI ~~Month Average 0~~85.~~000%~~00 ~~12 Month Average 0~~106,845.~~000%~~00 ~~CPR:~~4 ~~Current~~0011071693 vsNov-2005 ~~12mo~~01-Jan-2005 Average*OR ~~PSA: Current vs 12mo Average* Month Current 12mo Avg~~85.00 ~~Month Current 12mo Avg~~158,100.00 ~~Sep-2004~~4 ~~N/A~~0011072683 ~~N/A~~ Sep-~~2004~~2005 ~~N/A N/A Oct~~01-~~2004~~Feb-2005 ~~N/A~~CA ~~N/A~~70.00 ~~Oct-2004~~507,500.00 ~~N/A~~4 ~~N/A~~0021061511 ~~Nov~~Jul-~~2004~~2005 ~~N/A N/A Nov~~01-~~2004~~Feb-2005 ~~N/A~~HI ~~N/A~~90.00 ~~Dec-2004~~225,000.00 ~~N/A~~4 ~~N/A~~0031031547 Dec-~~2004~~2005 ~~N/A N/A Jan~~01-Feb-2005 ~~N/A~~CA ~~N/A~~80.00 ~~Jan-2005~~388,000.00 ~~N/A~~4 ~~N/A~~0051054972 ~~Feb~~Dec-2005 ~~N/A N/A~~ 01-Feb-2005 ~~N/A~~GA ~~N/A~~85.00 ~~Mar-2005~~221,000.00 ~~N/A~~4 ~~N/A~~0051055184 ~~Mar~~Dec-2005 ~~N/A N/A Apr~~01-~~2005 N/A N/A Apr~~Feb-2005 ~~N/A~~GA ~~N/A~~80.00 ~~May-2005~~150,000.00 ~~N/A~~4 ~~N/A~~0101045038 ~~May~~Oct-2005 ~~N/A N/A Jun~~01-Feb-2005 13TX 90.~~334%~~00 ~~N/A Jun-2005 1~~144,~~638~~620.~~386%~~00 ~~N/A~~4 0101045294 Jul-2005 ~~20.765% N/A Jul~~01-Feb-2005 2FL 90.00 252,~~047~~000.~~607%~~00 ~~N/A~~4 ~~Aug~~0121036589 Dec-2005 ~~24.360% N/A Aug~~01-Feb-2005 2MN 70.00 119,~~006~~000.~~456%~~00 ~~N/A~~4 *The0131029916 ~~text~~Dec-2005 ~~reported~~01-Feb-2005 inOH ~~the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report~~95.00 ~~The graphically on the monthly bond remittance report~~88,350.00 ~~The~~4 ~~monthly~~0161038624 ~~bond~~Nov-2005 ~~remittance~~01-Feb-2005 ~~report~~MA ~~can be viewed online at monthly bond remittance report can be viewed online at www~~37.~~ctslink.com.~~69 ~~www~~196,000.~~ctslink.com.~~00 4 ~~SMM~~0191021971 ~~CPR~~Dec-2005 ~~PSA~~01-Feb-2005 ~~Current~~MO ~~Month 4~~50.~~154%~~00 ~~Current Month 39.902% Current Month 3~~62,~~259~~500.~~650%~~00 34 ~~Month~~0351022893 ~~Average~~Sep-2005 ~~3.247%~~01-Feb-2005 3TX ~~Month Average 32~~80.~~497%~~00 ~~3 Month Average 3~~79,~~201~~200.~~464%~~00 124 ~~Month~~0391009982 ~~Average~~Dec-2005 ~~0.000%~~01-Feb-2005 12AL ~~Month Average 0~~70.~~000%~~00 ~~12 Month Average 0~~87,500.~~000%~~00 ~~CPR:~~4 ~~Current~~0391010177 vsAug-2005 ~~12mo~~01-Feb-2005 Average*TN ~~PSA: Current vs 12mo Average* Month Current 12mo Avg~~80.00 ~~Month Current 12mo Avg~~86,400.00 ~~Sep-2004~~4 ~~N/A~~0511032918 ~~N/A~~ Sep-~~2004~~2005 ~~N/A N/A Oct~~01-~~2004 N/A N/A Oct~~Feb-~~2004~~2005 ~~N/A~~CA ~~N/A~~80.00 ~~Nov-2004~~383,200.00 ~~N/A~~4 ~~N/A~~0521021181 ~~Nov~~Dec-~~2004~~2005 ~~N/A N/A Dec~~01-~~2004~~Feb-2005 ~~N/A~~OH ~~N/A~~80.00 ~~Dec-2004~~50,000.00 ~~N/A~~4 ~~N/A~~0521021434 ~~Jan~~Jun-2005 ~~N/A N/A~~ 01-Jan-2005 ~~N/A~~WI ~~N/A~~90.00 ~~Feb-2005~~89,460.00 ~~N/A~~4 ~~N/A~~0551004067 ~~Feb~~Nov-2005 ~~N/A N/A Mar~~01-Feb-2005 ~~N/A~~TX ~~N/A~~80.00 ~~Mar-2005~~72,000.00 ~~N/A~~4 ~~N/A~~0551004231 ~~Apr~~Oct-2005 ~~N/A N/A Apr~~01-Feb-2005 ~~N/A~~TX ~~N/A~~80.00 ~~May-2005~~193,640.00 ~~N/A~~4 ~~N/A~~0551004311 ~~May~~Nov-2005 ~~N/A N/A Jun~~01-Feb-2005 30OK 80.~~696%~~00 ~~N/A Jun-2005 3~~84,~~720~~000.~~897%~~00 ~~N/A~~4 ~~Jul~~0621005544 Sep-2005 ~~26.895% N/A Jul~~01-Feb-2005 2FL 32.57 100,~~623~~000.~~845%~~00 ~~N/A~~4 ~~Aug~~0631005485 Oct-2005 ~~39.902% N/A Aug~~01-Feb-2005 3CA 90.00 409,~~259~~500.~~650%~~00 ~~N/A~~4 *The0641006131 ~~text~~Sep-2005 ~~reported~~01-Feb-2005 inTX ~~the~~90.00 ~~above~~139,500.00 ~~table~~4 is0641006323 ~~presented~~Nov-2005 *The01-Feb-2005 ~~text~~TX ~~reported~~90.00 in172,763.00 ~~the~~4 ~~above~~0681003332 ~~table~~Dec-2005 is01-Feb-2005 ~~presented~~MA ~~graphically~~70.00 ~~on the monthly bond remittance report~~322,000.00 ~~The~~4 ~~graphically~~0681003546 onDec-2005 ~~the~~01-Feb-2005 ~~monthly~~VT ~~bond~~85.00 ~~remittance report~~170,000.00 ~~The~~4 ~~monthly~~0711005299 ~~bond~~Dec-2005 ~~remittance~~01-Feb-2005 ~~report~~CT ~~can be viewed online at monthly bond remittance report can be viewed online at www~~95.~~ctslink.com.~~00 ~~www~~285,000.~~ctslink.com.~~00 ~~Calculation~~4 ~~Methodology:~~0771003056 ~~Single~~Oct-2005 ~~Month Mortality (SMM): (Partial and full prepayments + Repurchases) / (Beginning Scheduled Balance~~ 01-Feb-2005 ~~Scheduled~~TX ~~Principal)~~80.00 ~~Conditional~~64,000.00 ~~PrePayment~~4 ~~Rate~~0771003493 ~~(CPR): 1~~ Dec-2005 ~~((1~~ 01-Feb-2005 ~~SMM)^12)~~TX ~~PSA Standard Prepayment Model: 100 * CPR / (0~~65.200 * MIN(3074,~~WAS))~~750.00 ~~Weighted~~4 ~~Average~~0781001578 ~~Seasoning~~Sep-2005 ~~(WAS): sum((Original Term~~ 01-Feb-2005 ~~Remaining~~NY ~~Term)*(Current~~90.00 ~~Scheduled Balance/Deal Scheduled Principal Balance))~~126,000.00

~~Realized~~Bankruptcy ~~Loss~~ Detail ~~Report~~ - All Mortgage Loans ~~with~~in ~~Losses~~Bankruptcy during Current Period ~~Summary~~(continued) #Group ~~Loans~~Loan ~~Prior~~Current ~~Realized~~Paid To Months Current ~~with~~Approximate Number Principal ~~Loss/~~Date Delinquent Loan Rate Delinquent Balance Interest 1 0141043095 76,853.52 01-Dec-2005 (~~Gain~~1) ~~Loss~~7.550% ~~Group~~464.69 ~~Losses~~1 ~~Balance~~0141043978 ~~Amount~~71,492.14 ~~Percentage~~01-Oct-2005 0 7.350% 839.69 1 0231059702 194,318.34 01-Nov-2005 0 6.900% 2,138.45 1 0231059973 143,727.04 01-Dec-2005 (1) 8.150% 940.87 1 0311024704 65,548.23 01-May-2005 5 9.990% 3,676.32 1 0361022572 134,698.51 01-Dec-2005 (1) 7.550% 814.45 1 0721005087 149,159.24 01-Nov-2005 0 6.900% 1,641.49 2 0041063519 268,414.14 01-Dec-2005 (1) 6.350% 1,354.62 2 0051054551 242,142.84 01-Jul-2005 3 7.700% 7,454.88 2 0051054965 137,210.47 01-Sep-2005 1 7.550% 2,485.00 2 0061055692 83,976.78 01-Nov-2005 0 8.00990% 1,216.63 2 0071063739 108,351.08 01-Oct-2005 0 6.850% 1,182.30 2 0081052509 74,359.31 01-Aug-2005 2 9.800% 2,352.98 2 0091029622 120,651.36 01-Sep-2005 1 7.400% 2,139.84 2 0091030047 54,963.68 01-May-2005 5 8.450% 2,608.07 2 0121036251 148,178.11 01-Dec-2005 (1) 7.650% 908.30 2 0121036890 184,000.00 01-Sep-2005 1 6.550% 2,874.99 2 0131029637 131,749.82 01-Oct-2005 0 7.550% 1,591.34 2 0131029873 111,784.38 01-Jun-2005 4 8.900% 4,799.61 2 0131029874 111,784.38 01-Jun-2005 4 8.900% 4,799.61 2 0131029875 111,784.38 01-Jun-2005 4 8.900% 4,799.61 2 0131029876 111,784.38 01-Jun-2005 4 8.900% 4,799.61 2 0231057389 168,778.05 01-Dec-2005 (1) 8.300% 1,125.96 2 0251034617 146,558.18 01-Nov-2005 0 6.00750% 1,576.23 2 0261049317 149,409.67 01-Nov-2005 0 8.000% 1,918.11 2 0261049989 144,003.54 01-Nov-2005 0 6.500% 1,488.75 2 0321022640 72,800.00 01-Jun-2005 4 5.450% 1,874.58 2 0341021465 114,126.28 01-Dec-2005 (1) 8.700% 799.45 2 0341021567 103,999.98 01-May-2005 5 7.600% 4,428.69 2 0351022635 49,823.47 01-Sep-2005 1 10.150% 1,226.33 2 0361022164 258,865.19 01-Aug-2005 2 7.300% 6,032.81 2 0381018411 300,756.75 01-Nov-2005 0 5.~~000~~750% 32,733.38 2 0391010008 51,796.88 01-Oct-2005 0 10.250% 858.77 2 0511032956 116,282.09 01-Dec-2005 (1) 7.600% 707.94 2 0521021278 71,003.73 01-Nov-2005 0 7.00990% 910.37 2 0631004788 225,049.53 01-Nov-2005 0 6.00900% 2,476.65 2 0641005611 190,195.15 01-Dec-2005 (1) 7.400% 1,126.24 2 0651006830 181,249.33 01-Dec-2005 (1) 7.800% 1,133.66 2 0731008591 156,077.86 01-Aug-2005 2 8.550% 4,288.05 2 0831030302 173,785.59 01-Oct-2005 0 6.500% 1,794.91 2 0841002070 104,016.09 01-Jun-2005 4 8.250% 4,127.70 2 0841002144 102,834.01 01-Nov-2005 0 8.000% 1,320.17 3 0081052332 72,575.50 01-Sep-2005 1 7.990% 1,392.72 3 0101045182 127,635.47 01-Jun-2005 4 8.870% 5,461.12 3 0131029890 126,242.28 01-Dec-2005 (1) 8.500% 863.22 3 0191022454 114,281.70 01-Nov-2005 0 8.550% 1,571.88 3 0381018353 109,292.88 01-Aug-2005 2 6.000% 2,069.44 3 0391009274 109,364.25 01-Nov-2005 0 5.950% 1,030.39 3 0391009708 73,661.26 01-May-2005 5 9.950% 4,140.67 3 0511032920 95,424.39 01-Nov-2005 0 10.750% 1,662.30 3 0841002020 106,374.95 01-Jul-2005 3 7.640% 3,248.37 4 0011071693 157,091.25 01-Aug-2005 2 7.250% 3,634.75 4 0011072683 505,774.51 01-Jun-2005 4 8.000% 19,438.12 4 0021061511 222,966.83 01-Dec-2005 (1) 7.140% 1,272.00 4 0031031547 386,701.66 01-Jul-2005 3 8.990% 13,985.62 4 0051054972 219,793.87 01-Dec-2005 (1) 9.650% 1,713.45 4 0051055184 148,494.58 01-Jan-2006 (2) 7.250% 0.00 4 0101045038 144,141.09 01-Aug-2005 2 9.800% 4,561.09 4 0101045294 250,308.85 01-Nov-2005 0 8.~~000~~150% ~~Total~~3,276.01 4 0121036589 118,532.09 01-Jul-2005 3 8.200% 3,896.39 4 0131029916 87,835.65 01-Nov-2005 0 8.850% 1,252.04 4 0161038624 195,218.57 01-Jun-2005 4 7.200% 6,721.24 4 0191021971 62,371.58 01-May-2005 5 9.350% 3,287.46 4 0351022893 78,824.30 01-Aug-2005 2 8.050% 2,034.15 4 0391009982 87,232.62 01-May-2005 5 7.550% 3,680.81 4 0391010177 86,005.30 01-Jul-2005 3 7.450% 2,558.21 4 0511032918 379,363.60 01-Nov-2005 0 6.090% 3,662.75 4 0521021181 49,847.95 01-Jun-2005 4 8.550% 2,053.00 4 0521021434 89,112.96 01-Oct-2005 0 10.800% 1,559.16 4 0551004067 71,526.42 01-Nov-2005 0 8.250% 948.05 4 0551004231 191,873.38 01-Nov-2005 0 6.580% 2,009.23 4 0551004311 83,442.97 01-Dec-2005 (1) 8.700% 584.47 4 0621005544 99,069.79 01-Dec-2005 (1) 6.990% 552.80 4 0631005485 409,499.99 01-Aug-2005 2 6.100% 7,917.00 4 0641006131 139,172.08 01-May-2005 5 8.700% 6,807.01 4 0641006323 170,764.37 01-Dec-2005 (1) 7.250% 989.85 4 0681003332 318,610.96 01-Nov-2005 0 6.150% 3,108.34 4 0681003546 168,481.28 01-Nov-2005 0 6.690% 1,795.15 4 0711005299 283,069.41 01-Dec-2005 (1) 8.700% 1,982.74 4 0771003056 63,657.53 01-Sep-2005 1 8.600% 1,320.06 4 0771003493 74,611.30 01-Jun-2005 4 10.900% 3,950.58 4 0781001578 126,000.00 01-Aug-2005 2 8.500% 3,444.00

Realized Loss ~~Loan~~ Detail Report - Loans ~~With~~with Losses during Current Period ~~Original~~Summary ~~Current~~# ~~Loan~~Loans ~~Principal~~Prior ~~Note~~Realized ~~LTV~~Current atwith ~~Original~~Principal Loss/(Gain) Loss Group ~~Number~~Losses Balance ~~Rate~~Amount ~~State~~Percentage ~~Origination~~1 ~~Term~~0 No0.00 ~~losses~~0.00 ~~this~~0.000% ~~period~~2 0 0.00 0.00 0.000% 3 0 0.00 0.00 0.000% 4 1 229,500.00 6,793.53 0.001% Total 1 229,500.00 6,793.53 0.001%

Realized Loss Loan Detail Report - Loans With Losses during Current Period ~~(continued)~~Original ~~Prior~~Current ~~Cumulative~~ Loan Principal ~~Realized~~Note ~~Realized~~LTV at Original Group Number Balance ~~Loss/(Gain)~~Rate ~~Loss/(Gain)~~State NoOrigination ~~losses~~Term ~~this~~4 ~~period~~0321022643 229,500.00 5.340% CO 85.00 360

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 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 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 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 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)

Prepayment - Voluntary Prepayments

Filing Compare · MASTR Asset Backed Securities Trust 2005-OPT1