8-K 1 mab05wf1_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-WF1 (Exact name of registrant as specified in its charter) New York (governing law of 333-124678-05 Pooling and Servicing Agreement) (Commission 54-2184284 (State or other File Number) 54-2184285 jurisdiction 54-2184286 of Incorporation) 54-2184287 54-2184288 54-2184289 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-WF1 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-WF1 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-WF1 Trust (Registrant) By: Wells Fargo Bank, N.A. as Master Servicer 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-WF1 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-WF1 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

~~SECURITIES~~Certificateholder ~~AND~~Distribution ~~EXCHANGE~~Summary ~~COMMISSION~~Class CUSIP Certificate Beginning Interest Pass-Through Certificate Distribution Rate Balance A1A 57643LJR8 4.44375% 290,327,320.80 1,146,792.92 A2A 57643LJS6 4.29375% 233,778,822.49 892,255.84 A2B 57643LJT4 4.35375% 42,255,000.00 163,526.85 A2C 57643LJU1 4.43375% 134,845,000.00 531,439.13 A2D 57643LJV9 4.56375% 53,485,000.00 216,970.82 M1 57643LJW7 4.60375% 23,897,000.00 97,791.83 M2 57643LJX5 4.62375% 21,140,000.00 86,885.40 M3 57643LJY3 4.65375% 14,246,000.00 58,930.95 M4 57643LJZ0 4.78375% 10,570,000.00 44,945.99 M5 57643LKA3 4.81375% 10,570,000.00 45,227.86 M6 57643LKB1 4.85375% 9,651,000.00 41,638.70 M7 57643LKC9 5.34375% 7,812,000.00 37,107.00 M8 57643LKD7 5.43375% 6,434,000.00 31,076.22 M9 57643LKE5 5.88375% 9,191,000.00 48,068.93 M10 57643LKF2 5.90986% 5,514,000.00 28,966.19 CE MAB5WF1CE 0.00000% 4,595,738.23 1,142,331.69 R MAB5WF1R1 0.00000% 0.00 0.00 RX MAB5WF1RX 0.00000% 0.00 0.00 P MAB05WF1P 0.00000% 100.00 257,567.62 Totals 878,311,981.52 4,871,523.94

~~Washington~~Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cummulative Distribution Realized Certificate Distribution Realized Loss Balance Losses A1A 8,644,696.78 D0.C00 281,682,624.02 ~~20549~~9,791,489.70 0.00 A2A 15,466,289.99 0.00 218,312,532.50 16,358,545.83 0.00 A2B 0.00 0.00 42,255,000.00 163,526.85 0.00 A2C 0.00 0.00 134,845,000.00 531,439.13 0.00 A2D 0.00 0.00 53,485,000.00 216,970.82 0.00 M1 0.00 0.00 23,897,000.00 97,791.83 0.00 M2 0.00 0.00 21,140,000.00 86,885.40 0.00 M3 0.00 0.00 14,246,000.00 58,930.95 0.00 M4 0.00 0.00 10,570,000.00 44,945.99 0.00 M5 0.00 0.00 10,570,000.00 45,227.86 0.00 M6 0.00 0.00 9,651,000.00 41,638.70 0.00 M7 0.00 0.00 7,812,000.00 37,107.00 0.00 M8 0.00 0.00 6,434,000.00 31,076.22 0.00 M9 0.00 0.00 9,191,000.00 48,068.93 0.00 M10 0.00 0.00 5,514,000.00 28,966.19 0.00 CE 0.00 0.00 4,595,738.23 1,142,331.69 0.00 R 0.00 0.00 0.00 0.00 0.00 RX 0.00 0.00 0.00 0.00 0.00 P 0.00 0.00 100.00 257,567.62 0.00 Totals 24,110,986.77 0.00 854,200,994.75 28,982,510.71 0.00 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.

~~Form~~Principal Distribution Statement Class Original Beginning Scheduled UnScheduled Accretion Realized Face Certificate Principal Principal Loss Amount Balance Distribution Distribution A1A 304,942,000.00 290,327,320.80 0.00 8-K,644,696.78 0.00 0.00 A2A 259,995,000.00 233,778,822.49 0.00 15,466,289.99 0.00 0.00 A2B 42,255,000.00 42,255,000.00 0.00 0.00 0.00 0.00 A2C 134,845,000.00 134,845,000.00 0.00 0.00 0.00 0.00 A2D 53,485,000.00 53,485,000.00 0.00 0.00 0.00 0.00 M1 23,897,000.00 23,897,000.00 0.00 0.00 0.00 0.00 M2 21,140,000.00 21,140,000.00 0.00 0.00 0.00 0.00 M3 14,246,000.00 14,246,000.00 0.00 0.00 0.00 0.00 M4 10,570,000.00 10,570,000.00 0.00 0.00 0.00 0.00 M5 10,570,000.00 10,570,000.00 0.00 0.00 0.00 0.00 M6 9,651,000.00 9,651,000.00 0.00 0.00 0.00 0.00 M7 7,812,000.00 7,812,000.00 0.00 0.00 0.00 0.00 M8 6,434,000.00 6,434,000.00 0.00 0.00 0.00 0.00 M9 9,191,000.00 9,191,000.00 0.00 0.00 0.00 0.00 M10 5,514,000.00 5,514,000.00 0.00 0.00 0.00 0.00 CE 4,600,545.00 4,595,738.23 0.00 0.00 0.00 0.00 R 0.00 0.00 0.00 0.00 0.00 0.00 RX 0.00 0.00 0.00 0.00 0.00 0.00 P 100.00 100.00 0.00 0.00 0.00 0.00 Totals 919,147,645.00 878,311,981.52 0.00 24,110,986.77 0.00 0.00

~~CURRENT~~Principal ~~REPORT~~Distribution Statement (continued) Class Total Ending Ending Total Principal Certificate Certificate Principal Reduction Balance Percentage Distribution A1A 8,644,696.78 281,682,624.02 0.923725 8,644,696.78 A2A 15,466,289.99 218,312,532.50 0.839680 15,466,289.99 A2B 0.00 42,255,000.00 1.000000 0.00 A2C 0.00 134,845,000.00 1.000000 0.00 A2D 0.00 53,485,000.00 1.000000 0.00 M1 0.00 23,897,000.00 1.000000 0.00 M2 0.00 21,140,000.00 1.000000 0.00 M3 0.00 14,246,000.00 1.000000 0.00 M4 0.00 10,570,000.00 1.000000 0.00 M5 0.00 10,570,000.00 1.000000 0.00 M6 0.00 9,651,000.00 1.000000 0.00 M7 0.00 7,812,000.00 1.000000 0.00 M8 0.00 6,434,000.00 1.000000 0.00 M9 0.00 9,191,000.00 1.000000 0.00 M10 0.00 5,514,000.00 1.000000 0.00 CE 0.00 4,595,738.23 0.998955 0.00 R 0.00 0.00 0.000000 0.00 RX 0.00 0.00 0.000000 0.00 P 0.00 100.00 1.000000 0.00 Totals 24,110,986.77 854,200,994.75 0.929340 24,110,986.77

~~Pursuant~~Principal toDistribution ~~Section~~Factors 13Statement orClass ~~15(d)~~Original ofBeginning ~~the~~Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution A1A 304,942,000.00 952.073905 0.000000 28.348659 0.000000 A2A 259,995,000.00 899.166609 0.000000 59.486875 0.000000 A2B 42,255,000.00 1000.000000 0.000000 0.000000 0.000000 A2C 134,845,000.00 1000.000000 0.000000 0.000000 0.000000 A2D 53,485,000.00 1000.000000 0.000000 0.000000 0.000000 M1 23,897,000.00 1000.000000 0.000000 0.000000 0.000000 M2 21,140,000.00 1000.000000 0.000000 0.000000 0.000000 M3 14,246,000.00 1000.000000 0.000000 0.000000 0.000000 M4 10,570,000.00 1000.000000 0.000000 0.000000 0.000000 M5 10,570,000.00 1000.000000 0.000000 0.000000 0.000000 M6 9,651,000.00 1000.000000 0.000000 0.000000 0.000000 M7 7,812,000.00 1000.000000 0.000000 0.000000 0.000000 M8 6,434,000.00 1000.000000 0.000000 0.000000 0.000000 M9 9,191,000.00 1000.000000 0.000000 0.000000 0.000000 M10 5,514,000.00 1000.000000 0.000000 0.000000 0.000000 CE 4,600,545.00 998.955174 0.000000 0.000000 0.000000 R 0.00 0.000000 0.000000 0.000000 0.000000 RX 0.00 0.000000 0.000000 0.000000 0.000000 P 100.00 1000.000000 0.000000 0.000000 0.000000

~~Securities~~Principal ~~Exchange~~Distribution ~~Act~~Factors ofStatement ~~1934~~(continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution A1A 0.000000 28.348659 923.725246 0.923725 28.348659 A2A 0.000000 59.486875 839.679734 0.839680 59.486875 A2B 0.000000 0.000000 1,000.000000 1.000000 0.000000 A2C 0.000000 0.000000 1,000.000000 1.000000 0.000000 A2D 0.000000 0.000000 1,000.000000 1.000000 0.000000 M1 0.000000 0.000000 1,000.000000 1.000000 0.000000 M2 0.000000 0.000000 1,000.000000 1.000000 0.000000 M3 0.000000 0.000000 1,000.000000 1.000000 0.000000 M4 0.000000 0.000000 1,000.000000 1.000000 0.000000 M5 0.000000 0.000000 1,000.000000 1.000000 0.000000 M6 0.000000 0.000000 1,000.000000 1.000000 0.000000 M7 0.000000 0.000000 1,000.000000 1.000000 0.000000 M8 0.000000 0.000000 1,000.000000 1.000000 0.000000 M9 0.000000 0.000000 1,000.000000 1.000000 0.000000 M10 0.000000 0.000000 1,000.000000 1.000000 0.000000 CE 0.000000 0.000000 998.955174 0.998955 0.000000 R 0.000000 0.000000 0.000000 0.000000 0.000000 RX 0.000000 0.000000 0.000000 0.000000 0.000000 P 0.000000 0.000000 1,000.000000 1.000000 0.000000

~~Date~~Interest ofDistribution ~~Report~~Statement ~~(Date~~Class Accrual Accrual Current Beginning Current Payment of ~~earliest~~Dates ~~event~~Days ~~reported):~~Certificate ~~September~~Certificate/ Accrued Unpaid Interest Rate Notional Balance Interest Shortfall A1A 11/25/05 - 12/26/05 32 4.44375% 290,327,320.80 1,146,792.92 0.00 A2A 11/25/05 - 12/26/05 32 4.29375% 233,778,822.49 892,255.84 0.00 A2B 11/25/05 - 12/26/05 32 4.35375% 42,255,000.00 163,526.85 0.00 A2C 11/25/05 - 12/26/05 32 4.43375% 134,845,000.00 531,439.13 0.00 A2D 11/25/05 - 12/26/05 32 4.56375% 53,485,000.00 216,970.82 0.00 M1 11/25/05 - 12/26/05 32 4.60375% 23,897,000.00 97,791.83 0.00 M2 11/25/05 - 12/26/05 32 4.62375% 21,140,000.00 86,885.40 0.00 M3 11/25/05 - 12/26/05 32 4.65375% 14,246,000.00 58,930.95 0.00 M4 11/25/05 - 12/26/05 32 4.78375% 10,570,000.00 44,945.99 0.00 M5 11/25/05 - 12/26/05 32 4.81375% 10,570,000.00 45,227.86 0.00 M6 11/25/05 - 12/26/05 32 4.85375% 9,651,000.00 41,638.70 0.00 M7 11/25/05 - 12/26/05 32 5.34375% 7,812,000.00 37,107.00 0.00 M8 11/25/05 - 12/26/05 32 5.43375% 6,434,000.00 31,076.22 0.00 M9 11/25/05 - 12/26/05 32 5.88375% 9,191,000.00 48,068.93 0.00 M10 11/25/05 - 12/26/05 32 5.90986% 5,514,000.00 28,966.19 ~~2005~~0.00 CE N/A N/A 0.00000% 4,595,738.23 0.00 0.00 R N/A N/A 0.00000% 0.00 0.00 0.00 RX N/A N/A 0.00000% 0.00 0.00 0.00 P N/A N/A 0.00000% 100.00 0.00 0.00 Totals 3,471,624.63 0.00

~~MORTGAGE~~Interest ~~ASSET~~Distribution ~~SECURITIZATION~~Statement ~~TRANSACTIONS~~(continued) Class Current Non-Supported Total Remaining Ending Interest Interest Interest Unpaid Interest Certificate/Notional Shortfall(1) Shortfall Distribution Shortfall(2) Balance A1A 0.00 0.00 1,146,792.92 ~~INC~~0.00 281,682,624.02 A2A 0.00 0.00 892,255.84 0.00 218,312,532.50 A2B 0.00 0.00 163,526.85 0.00 42,255,000.00 A2C 0.00 0.00 531,439.13 0.00 134,845,000.00 A2D 0.00 0.00 216,970.82 0.00 53,485,000.00 M1 0.00 0.00 97,791.83 0.00 23,897,000.00 M2 0.00 0.00 86,885.40 0.00 21,140,000.00 M3 0.00 0.00 58,930.95 0.00 14,246,000.00 M4 0.00 0.00 44,945.99 0.00 10,570,000.00 M5 0.00 0.00 45,227.86 0.00 10,570,000.00 M6 0.00 0.00 41,638.70 0.00 9,651,000.00 M7 0.00 0.00 37,107.00 0.00 7,812,000.00 M8 0.00 0.00 31,076.22 0.00 6,434,000.00 M9 0.00 0.00 48,068.93 0.00 9,191,000.00 M10 0.00 0.00 28,966.19 0.00 5,514,000.00 CE 0.00 0.00 1,142,331.69 0.00 4,595,738.23 R 0.00 0.00 0.00 0.00 0.00 RX 0.00 0.00 0.00 0.00 0.00 P 0.00 0.00 257,567.62 0.00 100.00 Totals 0.00 0.00 4,871,523.94 0.00 (1,2) Amount also includes coupon cap or basis risk shortfalls,if applicable

~~(as~~Interest ~~depositor~~Distribution ~~under~~Factors ~~the~~Statement ~~Pooling~~Class ~~and~~Accrual ~~Servicing~~Original ~~Agreement~~Current Beginning Current Payment of Dates Face Certificate Certificate/Notional Accrued Unpaid Interest Amount Rate Balance Interest Shortfall A1A 11/25/05 - 12/26/05 304,942,000.00 4.44375% 952.073905 3.760692 0.000000 A2A 11/25/05 - 12/26/05 259,995,000.00 4.29375% 899.166609 3.431819 0.000000 A2B 11/25/05 - 12/26/05 42,255,000.00 4.35375% 1000.000000 3.870000 0.000000 A2C 11/25/05 - 12/26/05 134,845,000.00 4.43375% 1000.000000 3.941111 0.000000 A2D 11/25/05 - 12/26/05 53,485,000.00 4.56375% 1000.000000 4.056667 0.000000 M1 11/25/05 - 12/26/05 23,897,000.00 4.60375% 1000.000000 4.092222 0.000000 M2 11/25/05 - 12/26/05 21,140,000.00 4.62375% 1000.000000 4.110000 0.000000 M3 11/25/05 - 12/26/05 14,246,000.00 4.65375% 1000.000000 4.136666 0.000000 M4 11/25/05 - 12/26/05 10,570,000.00 4.78375% 1000.000000 4.252222 0.000000 M5 11/25/05 - 12/26/05 10,570,000.00 4.81375% 1000.000000 4.278889 0.000000 M6 11/25/05 - 12/26/05 9,651,000.00 4.85375% 1000.000000 4.314444 0.000000 M7 11/25/05 - 12/26/05 7,812,000.00 5.34375% 1000.000000 4.750000 0.000000 M8 11/25/05 - 12/26/05 6,434,000.00 5.43375% 1000.000000 4.830000 0.000000 M9 11/25/05 - 12/26/05 9,191,000.00 5.88375% 1000.000000 5.230000 0.000000 M10 11/25/05 - 12/26/05 5,514,000.00 5.90986% 1000.000000 5.253208 0.000000 CE N/A 4,600,545.00 0.00000% 998.955174 0.000000 0.000000 R N/A 0.00 0.00000% 0.000000 0.000000 0.000000 RX N/A 0.00 0.00000% 0.000000 0.000000 0.000000 P N/A 100.00 0.00000% 1000.000000 0.000000 0.000000

~~dated~~Interest asDistribution ofFactors ~~September~~Statement (continued) Class Current Non-Supported Total Remaining Unpaid Ending Interest Interest Interest Interest Certificate/ Shortfall(1,) ~~2005~~Shortfall Distribution Shortfall(2) Notional Balance A1A 0.000000 0.000000 3.760692 0.000000 923.725246 A2A 0.000000 0.000000 3.431819 0.000000 839.679734 A2B 0.000000 0.000000 3.870000 0.000000 1000.000000 A2C 0.000000 0.000000 3.941111 0.000000 1000.000000 A2D 0.000000 0.000000 4.056667 0.000000 1000.000000 M1 0.000000 0.000000 4.092222 0.000000 1000.000000 M2 0.000000 0.000000 4.110000 0.000000 1000.000000 M3 0.000000 0.000000 4.136666 0.000000 1000.000000 M4 0.000000 0.000000 4.252222 0.000000 1000.000000 M5 0.000000 0.000000 4.278889 0.000000 1000.000000 M6 0.000000 0.000000 4.314444 0.000000 1000.000000 M7 0.000000 0.000000 4.750000 0.000000 1000.000000 M8 0.000000 0.000000 4.830000 0.000000 1000.000000 M9 0.000000 0.000000 5.230000 0.000000 1000.000000 M10 0.000000 0.000000 5.253208 0.000000 1000.000000 CE 0.000000 0.000000 248.303558 0.000000 998.955174 R 0.000000 0.000000 0.000000 0.000000 0.000000 RX 0.000000 0.000000 0.000000 0.000000 0.000000 P 0.000000 0.000000 2575676.200000 0.000000 1000.000000 (1,2) ~~providing~~Amount ~~for~~also ~~the~~includes ~~issuance~~coupon ofcap or basis risk shortfalls,if applicable. Per $1 denomination.

~~Mortgage~~CERTIFICATEHOLDER ~~Pass-Through~~ACCOUNT ~~Certificates~~STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 28,746,071.57 ~~Series~~Reserve ~~2005-WF1~~Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0.00 Servicer Advances 450,949.03 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 257,567.62 Swap/Cap Payments 0.00 Total Deposits 29,454,588.22 Withdrawals Swap Payments 0.00 Reserve Funds and Credit Enhancements 0.00 Reimbursement for Servicer Advances 106,114.18 Total Administration Fees 365,963.33 Payment of Interest and Principal 28,982,510.71 Total Withdrawals (Pool Distribution Amount) 29,454,588.22 Ending Balance 0.00 Please see Additional Reporting Page for information related to SWAP and CAP payments.

~~Mortgage~~PREPAYMENT/CURTAILMENT ~~Asset~~INTEREST ~~Securitization~~SHORTFALL ~~Transactions,~~Total ~~Inc~~Prepayment/Curtailment Interest Shortfall 0.00 Servicing Fee Support 0.00 Non-Supported Prepayment/Curtailment Interest Shortfall 0.00

~~(Exact~~ADMINISTRATION ~~name~~FEES ofGross ~~registrant~~Servicing asFee* ~~specified~~365,963.33 inSupported ~~its~~Prepayment/Curtailment ~~charter)~~Interest Shortfall 0.00 Total Administration Fees 365,963.33 *Servicer Payees include: WELLS FARGO BANK, N.A.

Delaware	333-124678-05	06-1204982
(State or Other Jurisdiction of Incorporation)	(Commission File Number)	(I.R.S. Employer Identification Number)
1285 Avenue of the Americas New York, New York	10019
(Address of Principal Executive Offices)	Zip Code)
Registrant’s telephone number, including area code: (212) 713-2000

~~Check~~COLLATERAL ~~the~~STATEMENT ~~appropriate~~Collateral ~~box~~Description ~~below~~Mixed ifFixed ~~the~~& ~~Form~~Arm 8Weighted Average Gross Coupon 6.804160% Weighted Average Net Coupon 6.304160% Weighted Average Pass-KThrough ~~filing~~Rate is6.304160% ~~intended~~Weighted toAverage ~~simultaneously~~Remaining ~~satisfy~~Term ~~the~~344 ~~filing~~Beginning ~~obligation~~Scheduled ofCollateral ~~the~~Loan ~~registrant~~Count ~~under~~5,875 ~~any~~Number ofOf ~~the~~Loans ~~following~~Paid ~~provisions~~In ~~(see~~Full ~~General~~127 ~~Instruction~~Ending AScheduled Collateral Loan Count 5,748 Beginning Scheduled Collateral Balance 878,311,981.251 Ending Scheduled Collateral Balance 854,200,994.74 ~~below):~~Ending Actual Collateral Balance at 30-Nov-2005 855,039,217.29 Monthly P&I Constant 5,823,454.10 Special Servicing Fee 0.00 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount 257,567.62 Prepayment Penalty Paid Count Not Available Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Scheduled Principal 843,308.13 Unscheduled Principal 23,267,678.64

~~[_]~~Other ~~Written~~Income ~~communications~~(226.54) ~~pursuant~~Net toWac ~~Rule~~Rate ~~425~~Carryover ~~under~~Amount ~~the~~Class ~~Securities~~M10 ~~Act (17 CFR 230~~1,391.~~425)~~44

~~[_]~~Group ~~Soliciting~~Level ~~material~~Collateral ~~pursuant~~Statement toGroup ~~Rule~~Group ~~14a-12(b)~~1 ~~under~~Group ~~the~~2 ~~Exchange~~Group ~~Act~~3 (Collateral Description Mixed Fixed Mixed ARM Mixed Fixed Weighted Average Coupon Rate 6.759297 6.793892 6.941859 Weighted Average Net Rate 6.259297 6.293892 6.441859 Weighted Average Remaining Term 314 353 324 Beginning Loan Count 561 1,891 1,381 Loans Paid In Full 11 35 22 Ending Loan Count 550 1,856 1,359 Beginning Scheduled Balance 68,932,058.59 268,782,784.69 184,990,996.27 Ending Scheduled Balance 66,866,154.33 262,203,992.17 ~~CFR~~182,053,851.33 ~~240~~Record Date 11/30/2005 11/30/2005 11/30/2005 Principal And Interest Constant 463,033.~~14a~~18 1,764,624.37 1,269,858.60 Scheduled Principal 74,756.31 242,890.07 199,707.37 Unscheduled Principal 1,991,147.95 6,335,902.45 2,737,437.57 Scheduled Interest 388,276.87 1,521,734.30 1,070,151.23 Servicing Fee 28,721.69 111,992.83 77,079.58 Master Servicing Fee 0.00 0.00 0.00 Trustee Fee 0.00 0.00 0.00 FRY Amount 0.00 0.00 0.00 Special Hazard Fee 0.00 0.00 0.00 Other Fee 0.00 0.00 0.00 Pool Insurance Fee 0.00 0.00 0.00 Spread 1 0.00 0.00 0.00 Spread 2 0.00 0.00 0.00 Spread 3 0.00 0.00 0.00 Net Interest 359,555.18 1,409,741.47 993,071.65 Realized Loss Amount 0.00 0.00 0.00 Cumulative Realized Loss 0.00 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 0.0000 Prepayment Penalty Waived Amount 0.00 0.00 0.00 Prepayment Penalty Waived Count 0 0 0 Prepayment Penalty Paid Amount 257567.62 0.00 0.00 Prepayment Penalty Paid Count Not Available 0 0 Special Servicing Fee 0.00 0.00 0.00 Pass-~~12(b))~~Through Rate 6.259297 6.293892 6.441859

~~[_]~~Group ~~Pre-commencement~~Level ~~communications~~Collateral ~~pursuant~~Statement toGroup ~~Rule~~Group ~~14d-~~4 Total Collateral Description Mixed ARM Mixed Fixed & Arm Weighted Average Coupon Rate 6.748984 6.804160 Weighted Average Net Rate 6.248984 6.304160 Weighted Average Remaining Term 353 344 Beginning Loan Count 2~~(b)~~,042 ~~under~~5,875 ~~the~~Loans ~~Exchange~~Paid ~~Act~~In ~~(17~~Full ~~CFR~~59 ~~240~~127 Ending Loan Count 1,983 5,748 Beginning Scheduled Balance 355,606,141.~~14d-~~96 878,311,981.51 Ending scheduled Balance 343,076,996.91 854,200,994.74 Record Date 11/30/2005 11/30/2005 Principal And Interest Constant 2~~(b))~~,325,937.95 5,823,454.10 Scheduled Principal 325,954.38 843,308.13 Unscheduled Principal 12,203,190.67 23,267,678.64 Scheduled Interest 1,999,983.57 4,980,145.97 Servicing Fee 148,169.23 365,963.33 Master Servicing Fee 0.00 0.00 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 0.00 0.00 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest 1,851,814.34 4,614,182.64 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 0.00 257567.62 Prepayment Penalty Paid Count 0 Not Available Special Servicing Fee 0.00 0.00 Pass-Through Rate 6.248984 6.304160

~~[_]~~Additional ~~Pre~~Reporting -~~commencement~~ ~~communications~~Deal ~~pursuant~~Level toMiscellaneous ~~Rule~~Reporting ~~13e-~~Excess Cash 1,142,331.69 Extra Principal Distribution Amount 0.00 Overcollaterization Amount 4~~(c)~~,595,738.23 ~~under~~Overcollaterization ~~the~~Deficiency ~~Exchange~~Amount ~~Act~~0.00 ~~(17~~Overcollaterization ~~CFR~~Release ~~240~~Amount 0.~~13e-~~00 Target Overcollateralization Amount 4~~(c))~~,595,738.23 Stepdown NO Trigger Event NO Credit Enhancement 0.140748%

Section 2.		Completion of Acquisition or Disposition of Assets
	Item 2.01.		Completion of Acquisition or Disposition of Assets

~~Description~~OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of ~~the~~Contaminated ~~Certificates~~Properties ~~and~~0.00 ~~the~~Periodic ~~Mortgage~~Advance ~~Pool~~450,949.03

OnDelinquency ~~September~~Status ~~28,~~By ~~2005,~~Group aDELINQUENT ~~single~~BANKRUPTCY ~~series~~FORECLOSURE REO TOTAL Group 1 No of ~~certificates,~~Loans ~~entitled~~No ~~MASTR~~of ~~Asset~~Loans ~~Backed~~No ~~Securities~~of ~~Trust~~Loans ~~2005-WF1,~~No ~~Mortgage~~of ~~Pass~~Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-~~Through~~29 ~~Certificates~~Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 12 0 0 0 12 1,410,523.80 ~~Series~~0.00 ~~2005-WF1~~0.00 ~~(the~~0.00 ~~“Certificates”)~~1,410,523.80 ~~were~~60 ~~issued~~Days ~~pursuant~~6 to0 a0 ~~pooling~~0 ~~and~~6 ~~servicing~~537,384.91 ~~agreement~~0.00 0.00 0.00 537,384.91 ~~dated~~90 asDays of1 ~~September~~0 0 0 1 183,617.61 ~~2005~~0.00 ~~(the~~0.00 ~~“Agreement”)~~0.00 183,617.61 ~~attached~~120 ~~hereto~~Days as0 ~~Exhibit~~0 40 0 0 0.1,00 ~~among~~0.00 ~~Mortgage~~0.00 ~~Asset~~0.00 ~~Securitization~~0.00 ~~Transactions,~~150 ~~Inc~~Days 0 0 0 0 0 0.00 as0.00 ~~depositor~~0.00 ~~(the~~0.00 ~~“Depositor”)~~0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 19 0 0 0 19 2,131,526.32 ~~Wells~~0.00 ~~Fargo~~0.00 ~~Bank~~0.00 2,131,526.32 N0-29 Days 0.A000000% 0.000000% as0.000000% ~~master~~0.000000% ~~servicer~~0.000000% ~~and~~0.000000% ~~trust~~0.000000% ~~administrator~~0.000000% ~~(the~~30 ~~“Master~~Days ~~Servicer”~~2.181818% ~~and~~0.000000% ~~“Trust~~0.000000% ~~Administrator”)~~0.000000% ~~and~~2.181818% U2.S107325% 0.000000% ~~Bank~~0.000000% ~~National~~0.000000% ~~Association~~2.107325% as60 ~~trustee~~Days ~~(the~~1.090909% ~~“Trustee”)~~0.000000% ~~The~~0.000000% ~~Certificates~~0.000000% ~~consist~~1.090909% 0.802854% 0.000000% 0.000000% 0.000000% 0.802854% 90 Days 0.181818% 0.000000% 0.000000% 0.000000% 0.181818% 0.274325% 0.000000% 0.000000% 0.000000% 0.274325% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 3.454545% 0.000000% 0.000000% 0.000000% 3.454545% 3.184504% 0.000000% 0.000000% 0.000000% 3.184504% DELINQUENT BANKRUPTCY FORECLOSURE REO TOTAL Group 2 No of ~~nineteen~~Loans ~~classes~~No of ~~certificates~~Loans ~~(collectively,~~No ~~the~~of ~~“Certificates”),~~Loans ~~designated~~No asof ~~the~~Loans ~~“Class~~No ~~A-1A~~of ~~Certificates”,~~Loans ~~“Class~~Principal ~~A-2A~~Balance ~~Certificates”,~~Principal ~~“Class~~Balance APrincipal Balance Principal Balance Principal Balance 0-2B29 ~~Certificates”~~Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 31 0 0 0 31 4,053,261.11 ~~“Class A-2C~~0.00 ~~Certificates”~~0.00 0.00 4,053,261.11 ~~“Class~~60 ~~A-2D~~Days ~~Certificates”~~27 0 0 0 27 3,472,838.24 ~~“Class~~0.00 ~~M-1~~0.00 ~~Certificates”~~0.00 3,472,838.24 ~~“Class~~90 M-Days 2 ~~Certificates”,~~0 ~~“Class~~0 ~~M-3~~0 ~~Certificates”~~2 175,571.16 ~~“Class~~0.00 ~~M-4~~0.00 ~~Certificates”~~0.00 175,571.16 ~~“Class~~120 ~~M-5~~Days ~~Certificates”~~0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 60 0 0 0 60 7,701,670.51 ~~“Class~~0.00 ~~M-6~~0.00 ~~Certificates”~~0.00 7, ~~“Class~~701,670.51 M0-729 ~~Certificates”,~~Days ~~“Class~~0.000000% ~~M-8~~0.000000% ~~Certificates”,~~0.000000% ~~“Class~~0.000000% ~~M-9~~0.000000% ~~Certificates”,~~0.000000% ~~“Class~~0.000000% ~~M-10~~0.000000% ~~Certificates”,~~30 ~~“Class~~Days CE1.670259% ~~Certificates”,~~0.000000% ~~“Class~~0.000000% P0.000000% ~~Certificates”,~~1.670259% ~~“Class~~1.544385% R0.000000% ~~Certificates”~~0.000000% ~~and~~0.000000% ~~“Class~~1.544385% ~~R-X~~60 ~~Certificates”~~Days 1.454741% ~~The~~0.000000% ~~Certificates~~0.000000% ~~evidence~~0.000000% in1.454741% ~~the~~1.323231% ~~aggregate~~0.000000% ~~the~~0.000000% ~~entire~~0.000000% ~~beneficial~~1.323231% ~~ownership~~90 ~~interest~~Days in0.107759% a0.000000% ~~trust~~0.000000% ~~fund~~0.000000% ~~(the~~0.107759% ~~“Trust~~0.066897% ~~Fund”),~~0.000000% ~~consisting~~0.000000% of0.000000% a0.066897% ~~pool~~120 ofDays ~~mortgage~~0.000000% ~~loans~~0.000000% ~~(the~~0.000000% ~~“Mortgage~~0.000000% ~~Pool'“)~~0.000000% of0.000000% ~~conventional,~~0.000000% ~~one-~~0.000000% to0.000000% ~~four-~~0.000000% ~~family,~~150 ~~adjustable~~Days ~~rate~~0.000000% ~~and~~0.000000% ~~fixed~~0.000000% ~~rate,~~0.000000% ~~first~~0.000000% ~~and~~0.000000% ~~second~~0.000000% ~~lien~~0.000000% ~~mortgage~~0.000000% ~~loans~~0.000000% ~~having~~180+ ~~original~~Days ~~terms~~0.000000% to0.000000% ~~maturity~~0.000000% up0.000000% to0.000000% 300.000000% ~~years~~0.000000% ~~(the~~0.000000% ~~“Mortgage~~0.000000% ~~Loans”)~~0.000000% ~~The~~Totals ~~Mortgage~~3.232759% ~~Pool~~0.000000% ~~consist~~0.000000% 0.000000% 3.232759% 2.934512% 0.000000% 0.000000% 0.000000% 2.934512% DELINQUENT BANKRUPTCY FORECLOSURE REO TOTAL Group 3 No of ~~Mortgage~~ Loans ~~having~~No anof ~~aggregate~~Loans ~~principal~~No ~~balance~~of Loans No of ~~$919,147,645.33~~Loans asNo of ~~September~~Loans 1,Principal ~~2005~~Balance ~~(the~~Principal ~~“Cut~~Balance Principal Balance Principal Balance Principal Balance 0-~~off~~29 ~~Date”)~~Days 0 0 0 0 0.00 ~~The~~0.00 ~~Mortgage~~0.00 ~~Loans~~0.00 ~~were~~30 ~~purchased~~Days ~~pursuant~~22 to0 ~~the~~0 ~~Assignment~~0 22 2,106,018.04 ~~Assumption~~0.00 ~~and~~0.00 ~~Recognition~~0.00 ~~Agreement~~2,106,018.04 ~~dated~~60 asDays of15 ~~September~~0 260 0 15 1,213,806.07 ~~2005~~0.00 ~~(the~~0.00 ~~“Assignment~~0.00 ~~Agreement”)~~1,213,806.07 ~~among~~90 ~~UBS~~Days ~~Real~~2 ~~Estate~~0 ~~Securities~~0 ~~Inc~~0 2 174,670.52 ~~(“UBSRES”)~~0.00 0.00 0.00 174,670.52 ~~the~~120 ~~Depositor~~Days ~~and~~0 ~~Wells~~0 ~~Fargo~~0 ~~Bank,~~0 N0 0.A00 0.00 ~~The~~0.00 ~~Class~~0.00 ~~A-1A~~0.00 ~~Certificates,~~150 ~~the~~Days ~~Class~~1 ~~A-2A~~0 ~~Certificates~~0 0 1 13,927.26 ~~the~~0.00 ~~Class~~0.00 ~~A-2B~~0.00 ~~Certificates~~13,927.26 ~~the~~180+ ~~Class~~Days ~~A-2C~~0 ~~Certificates,~~0 ~~the~~0 ~~Class~~0 ~~A-2D~~0 ~~Certificates~~0.00 0.00 0.00 0.00 0.00 Totals 40 0 0 0 40 3,508,421.89 ~~the Class~~0.00 M0.00 0.00 3,508,421.89 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.618837% ~~Certificates,~~0.000000% ~~the~~0.000000% ~~Class~~0.000000% M-1.618837% 1.155582% 0.000000% 0.000000% 0.000000% 1.155582% 60 Days 1.103753% 0.000000% 0.000000% 0.000000% 1.103753% 0.666021% 0.000000% 0.000000% 0.000000% 0.666021% 90 Days 0.147167% 0.000000% 0.000000% 0.000000% 0.147167% 0.095843% 0.000000% 0.000000% 0.000000% 0.095843% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.073584% 0.000000% 0.000000% 0.000000% 0.073584% 0.007642% 0.000000% 0.000000% 0.000000% 0.007642% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 2.943341% ~~Certificates,~~0.000000% ~~the~~0.000000% ~~Class~~0.000000% M2.943341% 1.925088% 0.000000% 0.000000% 0.000000% 1.925088% DELINQUENT BANKRUPTCY FORECLOSURE REO TOTAL Group 4 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 25 0 0 0 25 3,590,216.28 ~~Certificates~~0.00 0.00 0.00 3,590,216.28 ~~the~~60 ~~Class~~Days ~~M-4~~17 ~~Certificates~~0 0 0 17 2,141,830.79 ~~the~~0.00 ~~Class~~0.00 ~~M-5~~0.00 ~~Certificates~~2,141,830.79 ~~the~~90 ~~Class~~Days ~~M-6~~9 ~~Certificates~~0 3 0 12 1, ~~the~~510,492.39 ~~Class~~0.00 ~~M-7~~296,268.41 ~~Certificates~~0.00 1,806,760.80 ~~the~~120 ~~Class~~Days ~~M-8~~0 ~~Certificates~~0 ~~and~~0 ~~the~~0 ~~Class~~0 ~~M-9~~0.00 ~~Certificates~~0.00 ~~were~~0.00 ~~sold~~0.00 by0.00 ~~the~~150 ~~Depositor~~Days to0 ~~UBS~~0 ~~Securities~~0 ~~LLC~~0 ~~(the~~0 ~~“Underwriter”),~~0.00 ~~pursuant~~0.00 to0.00 an0.00 ~~Underwriting~~0.00 ~~Agreement~~180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 51 0 3 0 54 7,242,539.46 ~~dated~~0.00 ~~September~~296,268.41 260.00 7,538,807.87 ~~2005~~0-29 ~~(the~~Days ~~“Underwriting~~0.000000% ~~Agreement”)~~0.000000% ~~among~~0.000000% ~~the~~0.000000% ~~Depositor and~~0.000000% ~~the~~0.000000% ~~Underwriter~~0.000000% 0.000000% 30 Days 1.260716% 0.000000% 0.000000% 0.000000% 1.260716% 1.045473% 0.000000% 0.000000% 0.000000% 1.045473% 60 Days 0.857287% 0.000000% 0.000000% 0.000000% 0.857287% 0.623702% 0.000000% 0.000000% 0.000000% 0.623702% 90 Days 0.453858% 0.000000% 0.151286% 0.000000% 0.605144% 0.439856% 0.000000% 0.086273% 0.000000% 0.526130% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 2.571861% 0.000000% 0.151286% 0.000000% 2.723147% 2.109031% 0.000000% 0.086273% 0.000000% 2.195304%

~~The~~SUBORDINATION ~~Certificates~~LEVEL/CREDIT ~~have~~ENHANCEMENT/CLASS ~~the~~PERCENTAGE ~~following~~AND ~~initial~~PREPAYMENT ~~Certificate~~PERCENTAGE ~~Balances~~Current ~~and~~Original ~~Pass~~$ Original % Current $ Current % Class% Prepayment% Class M-~~Through~~1 ~~Rates:~~99,728,645.00 10.85012245% 99,723,838.23 11.67451675% 2.797585% 0.000000% Class M-2 78,588,645.00 8.55016552% 78,583,838.23 9.19968938% 2.474827% 0.000000% Class M-3 64,342,645.00 7.00025130% 64,337,838.23 7.53193202% 1.667757% 0.000000% Class M-4 53,772,645.00 5.85027284% 53,767,838.23 6.29451833% 1.237414% 0.000000% Class CE 100.00 0.00001088% 100.00 0.00001171% 0.538016% 0.000000% Class R-I 100.00 0.00001088% 100.00 0.00001171% 0.000000% 0.000000% Class R-VI 100.00 0.00001088% 100.00 0.00001171% 0.000000% 0.000000% Class P 0.00 0.00000000% 0.00 0.00000000% 0.000012% 0.000000% Please Refer to the Prospectus Supplement for a Full Description of Loss Exposure.

REO Detail - All Mortgage Loans in REO during Current Period

Designation	Pass-Through Rate	Initial Aggregate Certificate Principal Balance(1)
Class A-1A	Variable(2)	$304,942,000
Class A-2A	Variable(2)	$259,995,000
Class A-2B	Variable(2)	$ 42,255,000
Class A-2C	Variable(2)	$134,845,000
Class A-2D	Variable(2)	$ 53,485,000
Class M-1	Variable(2)	$ 23,897,000
Class M-2	Variable(2)	$ 21,140,000
Class M-3	Variable(2)	$ 14,246,000
Class M-4	Variable(2)	$ 10,570,000
Class M-5	Variable(2)	$ 10,570,000
Class M-6	Variable(2)	$ 9,651,000
Class M-7	Variable(2)	$ 7,812,000
Class M-8	Variable(2)	$ 6,434,000
Class M-9	Variable(2)	$ 9,191,000
Class M-10	Variable(2)	$ 5,514,000
Class CE	Variable(2)	$4,600,545.33
Class P	N/A	$100.00
Class R	N/A	100.00%
Class R-X	N/A	100.00%

(1)	Approximate.
(2)	The pass-through rate on the offered certificates is based on one-month LIBOR plus an applicable margin and is subject to increase and a rate cap, as described in the prospectus supplement.
(3)	The pass-through rate for the Class CE Certificates will be as described in the Pooling and Servicing Agreement.

~~The~~REO ~~Certificates,~~Loan ~~other~~Detail ~~than the Class M~~-10 ~~Certificates,~~All ~~the Class CE Certificates, the Class P Certificates, the Class R Certificates and the Class R-X Certificates, and the~~ Mortgage Loans ~~are more particularly described~~ in ~~the~~REO ~~Prospectus,~~during ~~dated~~Current ~~June~~Period ~~2, 2005 and the Prospectus Supplement, dated September 26, 2005, as previously filed with the Securities and Exchange Commission pursuant to Rule 424~~(bcontinued). ~~The~~Current ~~Class~~Paid ~~M-10~~Current ~~Certificates,~~Approximate ~~the~~Loan ~~Class~~Principal CETo ~~Certificates,~~Months ~~the~~Loan ~~Class~~Delinquent PGroup ~~Certificates,~~Number ~~the~~Balance ~~Class~~Date RDelinquent ~~Certificates~~Rate ~~and~~Interest ~~the~~No ~~Class~~REO ~~R-X~~loans ~~Certificates~~this ~~have not been and will not be publicly offered by the Depositor~~period. ~~Capitalized terms used but not otherwise defined herein shall have the meanings assigned to them in the Prospectus Supplement.~~

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

Section 9.		Financial Statements and Exhibits
	Item 9.01.			Financial Statements and Exhibits
		(a)	Not applicable
		(b)	Not applicable
		(c)	Exhibits

Exhibit No.	Description
4.1	Pooling and Servicing Agreement, dated as of September 1, 2005, by and among Mortgage Asset Securitization Transactions, Inc. as depositor (the “Depositor”), Wells Fargo Bank, N.A. as master servicer and trust administrator (the “Master Servicer” and “Trust Administrator”) and U.S. Bank National Association as trustee (the “Trustee”), relating to the Series 2005-WF1 Certificates.

~~SIGNATURES~~Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period (continued) Current Paid Current Approximate Loan Principal To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest Group 4 0143012474 51,740.73 01-Jul-2005 3 8.875% 1,081.35 Group 4 0144304904 51,171.29 01-Jul-2005 3 8.875% 1,069.57 Group 4 0144360955 193,356.39 01-Jul-2005 3 7.500% 3,376.11

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

~~Pursuant~~Summary to12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 Jan-05 0.000% Original Principal Balance 0.00 Feb-05 0.000% Current Principal Balance 0.00 Mar-05 0.000% Apr-05 0.000% Current Bankruptcy Total May-05 0.000% Loans in Bankruptcy 0 Jun-05 0.000% Original Principal Balance 0.00 Jul-05 0.000% Current Principal Balance 0.00 Aug-05 0.000% Sep-05 0.000% Oct-05 0.000% Nov-05 0.000% Dec-05 0.000% *The text reported in the ~~requirements~~above oftable is presented graphically on the ~~Securities~~monthly ~~Exchange~~bond ~~Act~~remittance ofreport. ~~1934,~~The monthly bond remittance report can be viewed online at www.ctslink.com. Group 1 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 Jan-05 0.000% Original Principal Balance 0.00 Feb-05 0.000% Current Principal Balance 0.00 Mar-05 0.000% Apr-05 0.000% Current Bankruptcy Total May-05 0.000% Loans in Bankruptcy 0 Jun-05 0.000% Original Principal Balance 0.00 Jul-05 0.000% Current Principal Balance 0.00 Aug-05 0.000% Sep-05 0.000% Oct-05 0.000% Nov-05 0.000% Dec-05 0.000% *The text reported in the ~~registrant~~above ~~has~~table ~~duly~~is ~~caused~~presented ~~this~~graphically on the monthly bond remittance report. toThe monthly bond remittance report can be ~~signed~~viewed online at www.ctslink.com. Group 2 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 Jan-05 0.000% Original Principal Balance 0.00 Feb-05 0.000% Current Principal Balance 0.00 Mar-05 0.000% Apr-05 0.000% Current Bankruptcy Total May-05 0.000% Loans in Bankruptcy 0 Jun-05 0.000% Original Principal Balance 0.00 Jul-05 0.000% Current Principal Balance 0.00 Aug-05 0.000% Sep-05 0.000% Oct-05 0.000% Nov-05 0.000% Dec-05 0.000% *The text reported in the above table is presented graphically on ~~its~~the ~~behalf~~monthly bybond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 3 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 Jan-05 0.000% Original Principal Balance 0.00 Feb-05 0.000% Current Principal Balance 0.00 Mar-05 0.000% Apr-05 0.000% Current Bankruptcy Total May-05 0.000% Loans in Bankruptcy 0 Jun-05 0.000% Original Principal Balance 0.00 Jul-05 0.000% Current Principal Balance 0.00 Aug-05 0.000% Sep-05 0.000% Oct-05 0.000% Nov-05 0.000% Dec-05 0.000% *The text reported in the ~~undersigned~~above ~~thereunto~~table ~~duly~~is ~~authorized~~presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 4 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 Jan-05 0.000% Original Principal Balance 0.00 Feb-05 0.000% Current Principal Balance 0.00 Mar-05 0.000% Apr-05 0.000% Current Bankruptcy Total May-05 0.000% Loans in Bankruptcy 0 Jun-05 0.000% Original Principal Balance 0.00 Jul-05 0.000% Current Principal Balance 0.00 Aug-05 0.000% Sep-05 0.000% Oct-05 0.000% Nov-05 0.000% Dec-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

~~Dated:~~Bankruptcy ~~October~~Detail ~~13,~~- ~~2005~~All Mortgage Loans in Bankruptcy during Current Period Group Loan Month Loan First State LTV at Original Number Entered Payment Origination Principal Bankruptcy Date Balance No Bankruptcy Loans this Period

~~MORTGAGE~~Bankruptcy ~~ASSET~~Detail ~~SECURITIZATION~~- ~~TRANSACTIONS,~~All ~~INC.~~Mortgage ~~By:~~Loans ~~/s/~~in ~~Vadim~~Bankruptcy ~~Khoper~~during ~~Name:~~Current ~~Vadim~~Period ~~Khoper~~(continued) ~~Title:~~Group ~~Associate~~Loan ~~Director~~Current ~~By:~~Paid ~~/s/~~To ~~Anthony~~Months ~~Beshara~~Current ~~Name:~~Approximate ~~Anthony~~Number ~~Beshara~~Principal ~~Title:~~Date ~~Associate~~Delinquent ~~Director~~Loan Rate Delinquent Balance Interest No Bankruptcy Loans this Period

~~Index~~Realized toLoss ~~Exhibits~~ Detail Report - Loans with Losses during Current Period Summary # Loans Prior Realized Current with Principal Loss/(Gain) Loss Group Losses Balance Amount Percentage Group 1 0 0.00 0.00 0.000% Group 2 0 0.00 0.00 0.000% Group 3 0 0.00 0.00 0.000% Group 4 0 0.00 0.00 0.000% Total 0 0.00 0.00 0.000%

Exhibit No.	Description	Sequentially Numbered Page
4.1	Pooling and Servicing Agreement, dated as of September 1, 2005, by and among Mortgage Asset Securitization Transactions, Inc. as depositor (the “Depositor”), Wells Fargo Bank, N.A. as master servicer and trust administrator (the “Master Servicer” and “Trust Administrator”) and U.S. Bank National Association as trustee (the “Trustee”), relating to the Series 2005-WF1 Certificates.	7

Prepayment - Voluntary Prepayments

Filing Compare · MASTR Asset Backed Securities Trust 2005-WF1