8-K 1 ahm05002_8k-200605.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): May 25, 2006 AMERICAN HOME MORTGAGE INVESTMENT TRUST Mortgage-Backed Notes, Series 2005-2 (Exact name of registrant as specified in its charter) New York (governing law of 333-112273-04 Pooling and Servicing Agreement) (Commission N/A (State or other File Number) IRS EIN jurisdiction of Incorporation) c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Road Columbia, MD 21045 (Address of principal executive offices) (Zip Code) Registrant's telephone number, including area code: (410) 884-2000 (Former name or former address, if changed since last report) Check the appropriate box below if the Form 8-K filing is intended to simultaneously satisfy the filing obligation of the registrant under any of the following provisions (see General Instruction A.2. below): [ ] Written communications pursuant to Rule 425 under the Securities Act (17 CFR 230.425) [ ] Soliciting material pursuant to Rule 14a-12 under the Exchange Act (17 CFR 240.14a-12) [ ] Pre-commencement communications pursuant to Rule 14d-2(b) under the Exchange Act(17 CFR 240.14d-2(b)) [ ] Pre-commencement communications pursuant to Rule 13e-4(c) under the Exchange Act(17 CFR 240.13e-4(c)) ITEM 8.01 Other Events On May 25, 2006 a distribution was made to holders of AMERICAN HOME MORTGAGE INVESTMENT TRUST, Mortgage-Backed Notes, Series 2005-2 Trust. ITEM 9.01 Financial Statements and Exhibits (c) Exhibits Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage-Backed Notes, Series 2005-2 Trust, relating to the May 25, 2006 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. AMERICAN HOME MORTGAGE INVESTMENT TRUST Mortgage-Backed Notes, Series 2005-2 Trust (Registrant) By: Wells Fargo Bank, N.A. as Securities Administrator By: /s/ Beth Belfield as Officer By: Beth Belfield as Officer Date: 6/02/2006 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage-Backed Notes, Series 2005-2 Trust, relating to the May 25, 2006 distribution. EX-99.1 AMERICAN HOME MORTGAGE INVESTMENT TRUST Mortgage-Backed Notes Distribution Date: 5/25/2006 AMERICAN HOME MORTGAGE INVESTMENT TRUST Mortgage-Backed Notes Series 2005-2 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 Class CUSIP Certificate Beginning Interest Pass-Through Certificate Distribution Rate Balance I-A-1 02660TEK5 45.~~67875~~25938% ~~420~~395,~~819~~997,~~117~~054.2116 1,~~586~~735,~~064~~582.3349 I-A-2 02660TEL3 45.~~72875~~30938% ~~210~~197,~~407~~996,~~714~~791.3460 ~~801~~876,~~499~~033.9750 I-A-3 02660TEM1 45.~~75875~~33938% 7065,~~135~~998,~~597~~641.4028 ~~268~~293,~~860~~659.4385 II-A-1 02660TEN9 56.~~94875~~52938% ~~392~~334,~~997~~330,~~745~~614.7410 1,~~948~~819,~~204~~143.4502 II-A-2 02660TFN8 56.~~94875~~52938% ~~447~~367,~~775~~890,~~980~~401.5618 2,~~219~~001,~~756~~746.1486 II-A-3 02660TFP3 56.~~86063~~39563% 4134,~~210~~419,~~429~~279.6439 ~~201~~183,~~265~~444.9015 III-A 02660TEP4 5.61500% 1,~~246~~136,~~174~~288,~~589~~454.5573 5,~~831~~316,~~058~~883.6006 IV-A-1 02660TEQ2 5.66000% ~~178~~164,~~515~~437,~~725~~551.9275 ~~841~~775,~~999~~597.1712 IV-A-2 02660TFG3 5.62900% ~~356~~327,~~022~~946,~~838~~031.0135 1,~~670~~538,~~043~~340.8018 IV-A-3 02660TFH1 5.62900% 2018,~~140~~551,~~144~~844.2059 9487,~~474~~023.0661 M-1 02660TEW9 45.~~89875~~47938% 60,041,000.00 ~~236~~274,~~934~~156.7121 M-2 02660TEX7 45.~~94875~~52938% 41,403,000.00 ~~165~~190,~~052~~777.7743 M-3 02660TEY5 45.~~97875~~55938% 24,841,000.00 99115,~~628~~083.80 M-4 02660TEZ2 5.~~12875~~70938% 38,090,000.00 ~~157~~181,~~368~~225.5724 M-5 02660TFA6 56.~~57875~~15938% 72,041,000.00 ~~323~~369,~~751~~773.7525 B 02660TFQ1 0.00000% 61,690,000.00 0.00 V-A-1 02660TER0 5.06400% 127,900,000.00 539,738.00 V-A-2 02660TES8 45.~~52875~~10938% ~~475~~392,~~987~~369,~~199~~485.4441 1,~~736~~670,~~477~~637.33 V-A-3 02660TET6 5.07700% 243,690,000.00 1,031,011.78 V-A-4A 02660TFK4 5.38300% 88,000,000.00 394,753.33 V-A-4B 02660TFL2 5.75500% 6,827,000.00 32,741.15 V-A-4C 02660TFJ7 5.40800% 115,717,000.00 521,497.95 V-A-4D 02660TFM0 5.32800% 115,717,000.00 513,783.48 V-M-1 02660TFB4 45.~~89875~~47938% 19,316,000.00 7688,~~225~~199.0975 V-M-2 02660TFC2 45.~~94875~~52938% 13,797,000.00 5563,~~001~~574.6405 V-M-3 02660TFD0 45.~~97875~~55938% 8,968,000.00 3541,~~967~~547.6010 V-M-4 02660TFE8 5.~~12875~~70938% 24,145,000.00 99114,~~754~~877.9048 V-M-5 02660TFF5 56.~~57875~~15938% 15,177,000.00 6877,~~205~~900.3376 V-B 02660TFS7 67.~~72875~~30938% 14,487,000.00 7888,~~525~~242.0749 VI-A 02660TEV1 45.~~55875~~13938% ~~188~~156,~~782~~601,~~838~~951.0149 ~~693~~670,~~272~~697.2045 N-1 02660TFT5 5.25000% 177,~~659~~129,~~274~~523.2894 7731,~~259~~191.3267 N-2 02660TFU2 5.50000% 7,890,000.00 36,162.50 OT 0.00000% 0.00 0.00 Totals 54,~~166~~699,~~366~~694,~~194~~624.3097 2221,~~436~~675,~~340~~026.1204

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total ~~Cummulative~~Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses I-A-1 57,~~701~~036,~~766~~859.3497 0.00 ~~415~~388,~~117~~960,~~350~~194.8720 78,~~287~~772,~~830~~442.6746 0.00 I-A-2 23,~~850~~518,~~858~~399.1815 0.00 ~~207~~194,~~556~~478,~~856~~392.1544 34,~~652~~394,~~358~~432.1565 0.00 I-A-3 ~~950~~1,~~281~~172,794.9058 0.00 6964,~~185~~825,~~315~~846.5071 1,~~219~~466,~~142~~454.3343 0.00 II-A-1 16,~~997~~470,~~370~~264.8521 0.00 ~~376~~317,~~000~~860,~~374~~349.89 18,~~945~~289,~~575~~407.3023 0.00 II-A-2 2219,~~704~~626,~~380~~741.7702 0.00 ~~425~~348,~~071~~263,~~599~~660.7916 2421,~~924~~628,~~136~~487.9188 0.00 II-A-3 1,~~945~~769,~~978~~291.1003 0.00 3932,~~264~~649,~~451~~988.5437 21,~~147~~952,~~244~~735.0018 0.00 III-A 3222,~~366~~545,~~313~~969.2749 0.00 1,~~213~~113,~~808~~742,~~276~~485.2824 3827,~~197~~862,~~371~~852.8755 0.00 IV-A-1 32,~~445~~190,~~293~~503.5593 0.00 ~~175~~162,~~070~~247,~~432~~047.3883 42,~~287~~966,~~292~~101.7205 0.00 IV-A-2 64,~~871~~368,~~121~~631.1951 0.00 ~~349~~323,~~151~~577,~~716~~399.8284 85,~~541~~906,~~164~~971.9969 0.00 IV-A-3 ~~388~~247,~~698~~132.0265 0.00 1918,~~751~~304,~~446~~711.1893 ~~483~~334,~~172~~156.0826 0.00 M-1 0.00 0.00 60,041,000.00 ~~236~~274,~~934~~156.7121 0.00 M-2 0.00 0.00 41,403,000.00 ~~165~~190,~~052~~777.7743 0.00 M-3 0.00 0.00 24,841,000.00 99115,~~628~~083.80 0.00 M-4 0.00 0.00 38,090,000.00 ~~157~~181,~~368~~225.5724 0.00 M-5 0.00 0.00 72,041,000.00 ~~323~~369,~~751~~773.7525 0.00 B 0.00 0.00 61,690,000.00 0.00 0.00 V-A-1 0.00 0.00 127,900,000.00 539,738.00 0.00 V-A-2 2420,~~923~~694,~~700~~705.1654 0.00 ~~451~~371,~~063~~674,~~499~~779.2887 2622,~~660~~365,~~177~~342.4987 0.00 V-A-3 0.00 0.00 243,690,000.00 1,031,011.78 0.00 V-A-4A 0.00 0.00 88,000,000.00 394,753.33 0.00 V-A-4B 0.00 0.00 6,827,000.00 32,741.15 0.00 V-A-4C 0.00 0.00 115,717,000.00 521,497.95 0.00 V-A-4D 0.00 0.00 115,717,000.00 513,783.48 0.00 V-M-1 0.00 0.00 19,316,000.00 7688,~~225~~199.0975 0.00 V-M-2 0.00 0.00 13,797,000.00 5563,~~001~~574.6405 0.00 V-M-3 0.00 0.00 8,968,000.00 3541,~~967~~547.6010 0.00 V-M-4 0.00 0.00 24,145,000.00 99114,~~754~~877.9048 0.00 V-M-5 0.00 0.00 15,177,000.00 6877,~~205~~900.3376 0.00 V-B 0.00 0.00 14,487,000.00 7888,~~525~~242.0749 0.00 VI-A 8,~~506~~450,~~692~~787.0203 0.00 ~~180~~148,~~276~~151,~~148~~164.7346 9,~~199~~121,~~964~~484.2248 0.00 N-1 2,~~391~~100,~~113~~414.8635 0.00 155,~~268~~029,~~160~~109.4259 2,~~468~~131,~~373~~606.1802 0.00 N-2 0.00 0.00 7,890,000.00 36,162.50 0.00 OT 0.00 0.00 0.00 0.00 0.00 Totals ~~130~~110,~~043~~192,~~568~~494.2146 0.00 54,~~036~~589,~~322~~502,~~628~~130.8353 ~~152~~131,~~479~~867,~~908~~520.3350 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.

Principal Distribution Statement Class Original Beginning Scheduled UnScheduled Accretion Realized Face Certificate Principal Principal Loss Amount Balance Distribution Distribution I-A-1 456,354,000.00 ~~420~~395,~~819~~997,~~117~~054.2116 0.00 7,~~326~~036,~~400~~859.0497 0.00 0.00 I-A-2 228,175,000.00 ~~210~~197,~~407~~996,~~714~~791.3460 0.00 3,~~663~~518,~~167~~399.9115 0.00 0.00 I-A-3 76,058,000.00 7065,~~135~~998,~~597~~641.4028 0.00 1,~~221~~172,~~050~~794.6258 0.00 0.00 II-A-1 462,292,000.00 ~~392~~334,~~997~~330,~~745~~614.7410 0.00 16,~~558~~470,~~576~~264.4921 0.00 0.00 II-A-2 557,806,000.00 ~~447~~367,~~775~~890,~~980~~401.5618 0.00 2219,~~117~~626,~~289~~741.8202 0.00 0.00 II-A-3 50,000,000.00 4134,~~210~~419,~~429~~279.6439 0.00 1,~~895~~769,~~694~~291.4103 0.00 0.00 III-A 1,375,597,000.00 1,~~246~~136,~~174~~288,~~589~~454.5573 0.00 3122,~~529~~545,~~383~~969.6149 0.00 0.00 IV-A-1 200,000,000.00 ~~178~~164,~~515~~437,~~725~~551.9275 0.00 32,~~356~~190,~~204~~503.9893 0.00 0.00 IV-A-2 398,870,000.00 ~~356~~327,~~022~~946,~~838~~031.0135 0.00 64,~~693~~368,~~447~~631.4151 0.00 0.00 IV-A-3 22,564,000.00 2018,~~140~~551,~~144~~844.2059 0.00 ~~378~~247,~~647~~132.0565 0.00 0.00 M-1 60,041,000.00 60,041,000.00 0.00 0.00 0.00 0.00 M-2 41,403,000.00 41,403,000.00 0.00 0.00 0.00 0.00 M-3 24,841,000.00 24,841,000.00 0.00 0.00 0.00 0.00 M-4 38,090,000.00 38,090,000.00 0.00 0.00 0.00 0.00 M-5 72,041,000.00 72,041,000.00 0.00 0.00 0.00 0.00 B 61,690,000.00 61,690,000.00 0.00 0.00 0.00 0.00 V-A-1 127,900,000.00 127,900,000.00 0.00 0.00 0.00 0.00 V-A-2 581,158,000.00 ~~475~~392,~~987~~369,~~199~~485.4441 0.00 2420,~~923~~694,~~700~~705.1654 0.00 0.00 V-A-3 243,690,000.00 243,690,000.00 0.00 0.00 0.00 0.00 V-A-4A 88,000,000.00 88,000,000.00 0.00 0.00 0.00 0.00 V-A-4B 6,827,000.00 6,827,000.00 0.00 0.00 0.00 0.00 V-A-4C 115,717,000.00 115,717,000.00 0.00 0.00 0.00 0.00 V-A-4D 115,717,000.00 115,717,000.00 0.00 0.00 0.00 0.00 V-M-1 19,316,000.00 19,316,000.00 0.00 0.00 0.00 0.00 V-M-2 13,797,000.00 13,797,000.00 0.00 0.00 0.00 0.00 V-M-3 8,968,000.00 8,968,000.00 0.00 0.00 0.00 0.00 V-M-4 24,145,000.00 24,145,000.00 0.00 0.00 0.00 0.00 V-M-5 15,177,000.00 15,177,000.00 0.00 0.00 0.00 0.00 V-B 14,487,000.00 14,487,000.00 0.00 0.00 0.00 0.00 VI-A 237,840,000.00 ~~188~~156,~~782~~601,~~838~~951.0149 0.00 8,~~506~~450,~~693~~787.1103 0.00 0.00 N-1 31,700,000.00 177,~~659~~129,~~274~~523.2894 0.00 2,~~267~~100,~~936~~414.6335 0.00 0.00 N-2 7,890,000.00 7,890,000.00 0.00 0.00 0.00 0.00 Totals 5,778,151,000.00 54,~~166~~699,~~366~~694,~~194~~624.3097 0.00 ~~130~~110,~~438,~~192,494.2446 0.00 0.00

Principal Distribution Statement (continued) Class Total Ending Ending Total Principal Certificate Certificate Principal Reduction Balance Percentage Distribution I-A-1 57,~~701~~036,~~766~~859.3497 ~~415~~388,~~117~~960,~~350~~194.8720 0.~~909639~~85232121 57,~~701~~036,~~766~~859.3497 I-A-2 23,~~850~~518,~~858~~399.1815 ~~207~~194,~~556~~478,~~856~~392.1544 0.~~909639~~85232121 23,~~850~~518,~~858~~399.1815 I-A-3 ~~950~~1,~~281~~172,794.9058 6964,~~185~~825,~~315~~846.5071 0.~~909639~~85232121 ~~950~~1,~~281~~172,794.9058 II-A-1 16,~~997~~470,~~370~~264.8521 ~~376~~317,~~000~~860,~~374~~349.89 0.~~813340~~68757484 16,~~997~~470,~~370~~264.8521 II-A-2 2219,~~704~~626,~~380~~741.7702 ~~425~~348,~~071~~263,~~599~~660.7916 0.~~762042~~62434549 2219,~~704~~626,~~380~~741.7702 II-A-3 1,~~945~~769,~~978~~291.1003 3932,~~264~~649,~~451~~988.5437 0.~~785289~~65299977 1,~~945~~769,~~978~~291.1003 III-A 3222,~~366~~545,~~313~~969.2749 1,~~213~~113,~~808~~742,~~276~~485.2824 0.~~882387~~80964300 3222,~~366~~545,~~313~~969.2749 IV-A-1 32,~~445~~190,~~293~~503.5593 ~~175~~162,~~070~~247,~~432~~047.3883 0.~~875352~~81123524 32,~~445~~190,~~293~~503.5593 IV-A-2 64,~~871~~368,~~121~~631.1951 ~~349~~323,~~151~~577,~~716~~399.8284 0.~~875352~~81123524 64,~~871~~368,~~121~~631.1951 IV-A-3 ~~388~~247,~~698~~132.0265 1918,~~751~~304,~~446~~711.1893 0.~~875352~~81123524 ~~388~~247,~~698~~132.0265 M-1 0.00 60,041,000.00 1.~~000000~~00000000 0.00 M-2 0.00 41,403,000.00 1.~~000000~~00000000 0.00 M-3 0.00 24,841,000.00 1.~~000000~~00000000 0.00 M-4 0.00 38,090,000.00 1.~~000000~~00000000 0.00 M-5 0.00 72,041,000.00 1.~~000000~~00000000 0.00 B 0.00 61,690,000.00 1.~~000000~~00000000 0.00 V-A-1 0.00 127,900,000.00 1.~~000000~~00000000 0.00 V-A-2 2420,~~923~~694,~~700~~705.1654 ~~451~~371,~~063~~674,~~499~~779.2887 0.~~776146~~63954171 2420,~~923~~694,~~700~~705.1654 V-A-3 0.00 243,690,000.00 1.~~000000~~00000000 0.00 V-A-4A 0.00 88,000,000.00 1.~~000000~~00000000 0.00 V-A-4B 0.00 6,827,000.00 1.~~000000~~00000000 0.00 V-A-4C 0.00 115,717,000.00 1.~~000000~~00000000 0.00 V-A-4D 0.00 115,717,000.00 1.~~000000~~00000000 0.00 V-M-1 0.00 19,316,000.00 1.~~000000~~00000000 0.00 V-M-2 0.00 13,797,000.00 1.~~000000~~00000000 0.00 V-M-3 0.00 8,968,000.00 1.~~000000~~00000000 0.00 V-M-4 0.00 24,145,000.00 1.~~000000~~00000000 0.00 V-M-5 0.00 15,177,000.00 1.~~000000~~00000000 0.00 V-B 0.00 14,487,000.00 1.~~000000~~00000000 0.00 VI-A 8,~~506~~450,~~692~~787.0203 ~~180~~148,~~276~~151,~~148~~164.7346 0.~~757972~~62290264 8,~~506~~450,~~692~~787.0203 N-1 2,~~391~~100,~~113~~414.8635 155,~~268~~029,~~160~~109.4259 0.~~481645~~15864699 2,~~391~~100,~~113~~414.8635 N-2 0.00 7,890,000.00 1.~~000000~~00000000 0.00 Totals ~~130~~110,~~043~~192,~~568~~494.2146 54,~~036~~589,~~322~~502,~~628~~130.8353 0.~~871615~~79428560 ~~130~~110,~~043~~192,~~568~~494.2146

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution I-A-1 456,354,000.00 ~~922~~867.~~133075~~74095145 0.~~000000~~00000000 1615.~~054204~~41973987 0.~~000000~~00000000 I-A-2 228,175,000.00 ~~922~~867.~~133075~~74095146 0.~~000000~~00000000 1615.~~054204~~41973989 0.~~000000~~00000000 I-A-3 76,058,000.00 ~~922~~867.~~133075~~74095138 0.~~000000~~00000000 1615.~~054204~~41973994 0.~~000000~~00000000 II-A-1 462,292,000.00 ~~850~~723.~~107174~~20224901 0.~~000000~~00000000 35.~~818436~~62740478 0.~~000000~~00000000 II-A-2 557,806,000.00 ~~802~~659.~~745006~~53109357 0.~~000000~~00000000 3935.~~650505~~18560399 0.~~000000~~00000000 II-A-3 50,000,000.00 ~~824~~688.~~208593~~38558780 0.~~000000~~00000000 3735.~~913888~~38582060 0.~~000000~~00000000 III-A 1,375,597,000.00 ~~905~~826.~~915460~~03295495 0.~~000000~~00000000 2216.~~920509~~38995250 0.~~000000~~00000000 IV-A-1 200,000,000.00 ~~892~~822.~~578630~~18775875 0.~~000000~~00000000 1610.~~781025~~95251965 0.~~000000~~00000000 IV-A-2 398,870,000.00 ~~892~~822.~~578630~~18775879 0.~~000000~~00000000 1610.~~781025~~95251964 0.~~000000~~00000000 IV-A-3 22,564,000.00 ~~892~~822.~~578630~~18775882 0.~~000000~~00000000 1610.~~781025~~95251950 0.~~000000~~00000000 M-1 60,041,000.00 1000.~~000000~~00000000 0.~~000000~~00000000 0.~~000000~~00000000 0.~~000000~~00000000 M-2 41,403,000.00 1000.~~000000~~00000000 0.~~000000~~00000000 0.~~000000~~00000000 0.~~000000~~00000000 M-3 24,841,000.00 1000.~~000000~~00000000 0.~~000000~~00000000 0.~~000000~~00000000 0.~~000000~~00000000 M-4 38,090,000.00 1000.~~000000~~00000000 0.~~000000~~00000000 0.~~000000~~00000000 0.~~000000~~00000000 M-5 72,041,000.00 1000.~~000000~~00000000 0.~~000000~~00000000 0.~~000000~~00000000 0.~~000000~~00000000 B 61,690,000.00 1000.~~000000~~00000000 0.~~000000~~00000000 0.~~000000~~00000000 0.~~000000~~00000000 V-A-1 127,900,000.00 1000.~~000000~~00000000 0.~~000000~~00000000 0.~~000000~~00000000 0.~~000000~~00000000 V-A-2 581,158,000.00 ~~819~~675.~~032345~~15113861 0.~~000000~~00000000 4235.~~886272~~60943072 0.~~000000~~00000000 V-A-3 243,690,000.00 1000.~~000000~~00000000 0.~~000000~~00000000 0.~~000000~~00000000 0.~~000000~~00000000 V-A-4A 88,000,000.00 1000.~~000000~~00000000 0.~~000000~~00000000 0.~~000000~~00000000 0.~~000000~~00000000 V-A-4B 6,827,000.00 1000.~~000000~~00000000 0.~~000000~~00000000 0.~~000000~~00000000 0.~~000000~~00000000 V-A-4C 115,717,000.00 1000.~~000000~~00000000 0.~~000000~~00000000 0.~~000000~~00000000 0.~~000000~~00000000 V-A-4D 115,717,000.00 1000.~~000000~~00000000 0.~~000000~~00000000 0.~~000000~~00000000 0.~~000000~~00000000 V-M-1 19,316,000.00 1000.~~000000~~00000000 0.~~000000~~00000000 0.~~000000~~00000000 0.~~000000~~00000000 V-M-2 13,797,000.00 1000.~~000000~~00000000 0.~~000000~~00000000 0.~~000000~~00000000 0.~~000000~~00000000 V-M-3 8,968,000.00 1000.~~000000~~00000000 0.~~000000~~00000000 0.~~000000~~00000000 0.~~000000~~00000000 V-M-4 24,145,000.00 1000.~~000000~~00000000 0.~~000000~~00000000 0.~~000000~~00000000 0.~~000000~~00000000 V-M-5 15,177,000.00 1000.~~000000~~00000000 0.~~000000~~00000000 0.~~000000~~00000000 0.~~000000~~00000000 V-B 14,487,000.00 1000.~~000000~~00000000 0.~~000000~~00000000 0.~~000000~~00000000 0.~~000000~~00000000 VI-A 237,840,000.00 ~~793~~658.~~738808~~43403755 0.~~000000~~00000000 35.~~766453~~53139518 0.~~000000~~00000000 N-1 31,700,000.00 ~~557~~224.~~074898~~90611798 0.~~000000~~00000000 7166.~~543742~~25912776 0.~~000000~~00000000 N-2 7,890,000.00 1000.~~000000~~00000000 0.~~000000~~00000000 0.~~000000~~00000000 0.~~000000~~00000000 OT 0.00 0.~~000000~~00000000 0.~~000000~~00000000 0.~~000000~~00000000 0.~~000000~~00000000

Principal Distribution Factors Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution I-A-1 0.~~000000~~00000000 1215.~~494174~~41973987 ~~909~~852.~~638901~~32121160 0.~~909639~~85232121 1215.~~494174~~41973987 I-A-2 0.~~000000~~00000000 1215.~~494174~~41973989 ~~909~~852.~~638901~~32121153 0.~~909639~~85232121 1215.~~494174~~41973989 I-A-3 0.~~000000~~00000000 1215.~~494174~~41973994 ~~909~~852.~~638901~~32121158 0.~~909639~~85232121 1215.~~494174~~41973994 II-A-1 0.~~000000~~00000000 3635.~~767608~~62740478 ~~813~~687.~~339567~~57484423 0.~~813340~~68757484 3635.~~767608~~62740478 II-A-2 0.~~000000~~00000000 4035.~~703006~~18560399 ~~762~~624.~~042000~~34548958 0.~~762042~~62434549 4035.~~703006~~18560399 II-A-3 0.~~000000~~00000000 3835.~~919562~~38582060 ~~785~~652.~~289031~~99976740 0.~~785289~~65299977 3835.~~919562~~38582060 III-A 0.~~000000~~00000000 2316.~~528921~~38995250 ~~882~~809.~~386539~~64300245 0.~~882387~~80964300 2316.~~528921~~38995250 IV-A-1 0.~~000000~~00000000 1710.~~226468~~95251965 ~~875~~811.~~352162~~23523915 0.~~875352~~81123524 1710.~~226468~~95251965 IV-A-2 0.~~000000~~00000000 1710.~~226468~~95251964 ~~875~~811.~~352162~~23523915 0.~~875352~~81123524 1710.~~226468~~95251964 IV-A-3 0.~~000000~~00000000 1710.~~226468~~95251950 ~~875~~811.~~352162~~23523888 0.~~875352~~81123524 1710.~~226468~~95251950 M-1 0.~~000000~~00000000 0.~~000000~~00000000 ~~1,000~~1000.~~000000~~00000000 1.~~000000~~00000000 0.~~000000~~00000000 M-2 0.~~000000~~00000000 0.~~000000~~00000000 ~~1,000~~1000.~~000000~~00000000 1.~~000000~~00000000 0.~~000000~~00000000 M-3 0.~~000000~~00000000 0.~~000000~~00000000 ~~1,000~~1000.~~000000~~00000000 1.~~000000~~00000000 0.~~000000~~00000000 M-4 0.~~000000~~00000000 0.~~000000~~00000000 ~~1,000~~1000.~~000000~~00000000 1.~~000000~~00000000 0.~~000000~~00000000 M-5 0.~~000000~~00000000 0.~~000000~~00000000 ~~1,000~~1000.~~000000~~00000000 1.~~000000~~00000000 0.~~000000~~00000000 B 0.~~000000~~00000000 0.~~000000~~00000000 ~~1,000~~1000.~~000000~~00000000 1.~~000000~~00000000 0.~~000000~~00000000 V-A-1 0.~~000000~~00000000 0.~~000000~~00000000 ~~1,000~~1000.~~000000~~00000000 1.~~000000~~00000000 0.~~000000~~00000000 V-A-2 0.~~000000~~00000000 4235.~~886272~~60943072 ~~776~~639.~~146073~~54170788 0.~~776146~~63954171 4235.~~886272~~60943072 V-A-3 0.~~000000~~00000000 0.~~000000~~00000000 ~~1,000~~1000.~~000000~~00000000 1.~~000000~~00000000 0.~~000000~~00000000 V-A-4A 0.~~000000~~00000000 0.~~000000~~00000000 ~~1,000~~1000.~~000000~~00000000 1.~~000000~~00000000 0.~~000000~~00000000 V-A-4B 0.~~000000~~00000000 0.~~000000~~00000000 ~~1,000~~1000.~~000000~~00000000 1.~~000000~~00000000 0.~~000000~~00000000 V-A-4C 0.~~000000~~00000000 0.~~000000~~00000000 ~~1,000~~1000.~~000000~~00000000 1.~~000000~~00000000 0.~~000000~~00000000 V-A-4D 0.~~000000~~00000000 0.~~000000~~00000000 ~~1,000~~1000.~~000000~~00000000 1.~~000000~~00000000 0.~~000000~~00000000 V-M-1 0.~~000000~~00000000 0.~~000000~~00000000 ~~1,000~~1000.~~000000~~00000000 1.~~000000~~00000000 0.~~000000~~00000000 V-M-2 0.~~000000~~00000000 0.~~000000~~00000000 ~~1,000~~1000.~~000000~~00000000 1.~~000000~~00000000 0.~~000000~~00000000 V-M-3 0.~~000000~~00000000 0.~~000000~~00000000 ~~1,000~~1000.~~000000~~00000000 1.~~000000~~00000000 0.~~000000~~00000000 V-M-4 0.~~000000~~00000000 0.~~000000~~00000000 ~~1,000~~1000.~~000000~~00000000 1.~~000000~~00000000 0.~~000000~~00000000 V-M-5 0.~~000000~~00000000 0.~~000000~~00000000 ~~1,000~~1000.~~000000~~00000000 1.~~000000~~00000000 0.~~000000~~00000000 V-B 0.~~000000~~00000000 0.~~000000~~00000000 ~~1,000~~1000.~~000000~~00000000 1.~~000000~~00000000 0.~~000000~~00000000 VI-A 0.~~000000~~00000000 35.~~766448~~53139518 ~~757~~622.~~972371~~90264236 0.~~757972~~62290264 35.~~766448~~53139518 N-1 0.~~000000~~00000000 7566.~~429459~~25912776 ~~481~~158.~~645439~~64699022 0.~~481645~~15864699 7566.~~429459~~25912776 N-2 0.~~000000~~00000000 0.~~000000~~00000000 ~~1,000~~1000.~~000000~~00000000 1.~~000000~~00000000 0.~~000000~~00000000 OT 0.~~000000~~00000000 0.~~000000~~00000000 0.~~000000~~00000000 0.~~000000~~00000000 0.~~000000~~00000000 NOTE: All Classes are per $1,000 denomination

Interest Distribution Statement Class Accrual Accrual Current Beginning Current Payment of Dates Days Certificate Certificate/ Accrued Unpaid Interest Rate Notional ~~Balance~~ Interest Shortfall (1) Balance I-A-1 1204/2725/0506 - 0105/24/06 2930 45.~~67875~~25938% ~~420~~395,~~819~~997,~~117~~054.2116 1,~~586~~735,~~064~~582.3349 0.00 I-A-2 1204/2725/0506 - 0105/24/06 2930 45.~~72875~~30938% ~~210~~197,~~407~~996,~~714~~791.3460 ~~801~~876,~~499~~033.9750 0.00 I-A-3 1204/2725/0506 - 0105/24/06 2930 45.~~75875~~33938% 7065,~~135~~998,~~597~~641.4028 ~~268~~293,~~860~~659.4385 0.00 II-A-1 1204/25/0506 - 0105/24/06 30 56.~~94875~~52938% ~~392~~334,~~997~~330,~~745~~614.7410 1,~~948~~819,~~204~~143.4502 0336,856.0074 II-A-2 1204/25/0506 - 0105/24/06 30 56.~~94875~~52938% ~~447~~367,~~775~~890,~~980~~401.5618 2,~~219~~001,~~756~~746.1486 0370,670.0009 II-A-3 1204/01/0506 - 1204/30/0506 30 56.~~86063~~39563% 4134,~~210~~419,~~429~~279.6439 ~~201~~183,~~265~~444.9015 030,843.0003 III-A 1204/01/0506 - 1204/30/0506 30 5.61500% 1,~~246~~136,~~174~~288,~~589~~454.5573 5,~~831~~316,~~058~~883.6006 0.00 IV-A-1 1204/01/0506 - 1204/30/0506 30 5.66000% ~~178~~164,~~515~~437,~~725~~551.9275 ~~841~~775,~~999~~597.1712 011,914.0008 IV-A-2 1204/01/0506 - 1204/30/0506 30 5.62900% ~~356~~327,~~022~~946,~~838~~031.0135 1,~~670~~538,~~043~~340.8018 015,288.0090 IV-A-3 1204/01/0506 - 1204/30/0506 30 5.62900% 2018,~~140~~551,~~144~~844.2059 9487,~~474~~023.0661 0864.0089 M-1 1204/2725/0506 - 0105/24/06 2930 45.~~89875~~47938% 60,041,000.00 ~~236~~274,~~934~~156.7121 0.00 M-2 1204/2725/0506 - 0105/24/06 2930 45.~~94875~~52938% 41,403,000.00 ~~165~~190,~~052~~777.7743 0.00 M-3 1204/2725/0506 - 0105/24/06 2930 45.~~97875~~55938% 24,841,000.00 99115,~~628~~083.80 0.00 M-4 1204/2725/0506 - 0105/24/06 2930 5.~~12875~~70938% 38,090,000.00 ~~157~~181,~~368~~225.5724 0.00 M-5 1204/2725/0506 - 0105/24/06 2930 56.~~57875~~15938% 72,041,000.00 ~~323~~369,~~751~~773.7525 024,058.0001 B N/A N/A 0.00000% 61,690,000.00 0.00 0.00 V-A-1 1204/01/0506 - 1204/30/0506 30 5.06400% 127,900,000.00 539,738.00 0.00 V-A-2 1204/2725/0506 - 0105/24/06 2930 45.~~52875~~10938% ~~475~~392,~~987~~369,~~199~~485.4441 1,~~736~~670,~~477~~637.33 0.00 V-A-3 1204/01/0506 - 1204/30/0506 30 5.07700% 243,690,000.00 1,031,011.78 0.00 V-A-4A 1204/01/0506 - 1204/30/0506 30 5.38300% 88,000,000.00 394,753.33 0.00 V-A-4B 1204/01/0506 - 1204/30/0506 30 5.75500% 6,827,000.00 32,741.15 0.00 V-A-4C 1204/01/0506 - 1204/30/0506 30 5.40800% 115,717,000.00 521,497.95 0.00 V-A-4D 1204/01/0506 - 1204/30/0506 30 5.32800% 115,717,000.00 513,783.48 0.00 V-M-1 1204/2725/0506 - 0105/24/06 2930 45.~~89875~~47938% 19,316,000.00 7688,~~225~~199.0975 0.00 V-M-2 1204/2725/0506 - 0105/24/06 2930 45.~~94875~~52938% 13,797,000.00 5563,~~001~~574.6405 0.00 V-M-3 1204/2725/0506 - 0105/24/06 2930 45.~~97875~~55938% 8,968,000.00 3541,~~967~~547.6010 0.00 V-M-4 1204/2725/0506 - 0105/24/06 2930 5.~~12875~~70938% 24,145,000.00 99114,~~754~~877.9048 0.00 V-M-5 1204/2725/0506 - 0105/24/06 2930 56.~~57875~~15938% 15,177,000.00 6877,~~205~~900.3376 0.00 V-B 1204/2725/0506 - 0105/24/06 2930 67.~~72875~~30938% 14,487,000.00 7888,~~525~~242.0749 012,844.0044 VI-A 1204/2725/0506 - 0105/24/06 2930 45.~~55875~~13938% ~~188~~156,~~782~~601,~~838~~951.0149 ~~693~~670,~~272~~697.2045 0.00 N-1 1204/25/0506 - 0105/24/06 30 5.25000% 177,~~659~~129,~~274~~523.2894 7731,~~259~~191.3267 0.00 N-2 1204/25/0506 - 0105/24/06 30 5.50000% 7,890,000.00 36,162.50 0.00 OT N/A N/A 0.00000% 0.00 0.00 0.00 Totals 2221,~~436~~675,~~340~~026.1204 0803,340.0018

Interest Distribution Statement (continued) Class Current Non-Supported Total Remaining Ending Interest Interest Interest Unpaid Interest Certificate/~~Notional~~ Shortfall(1) Shortfall Distribution Shortfall(21) Notional Balance I-A-1 0.00 0.00 1,~~586~~735,~~064~~582.3349 0.00 ~~415~~388,~~117~~960,~~350~~194.8720 I-A-2 0.00 0.00 ~~801~~876,~~499~~033.9750 0.00 ~~207~~194,~~556~~478,~~856~~392.1544 I-A-3 0.00 0.00 ~~268~~293,~~860~~659.4385 0.00 6964,~~185~~825,~~315~~846.5071 II-A-1 0336,856.0074 0.00 1,~~948~~819,~~204~~143.4502 0.00 ~~376~~317,~~000~~860,~~374~~349.89 II-A-2 0370,670.0009 0.00 2,~~219~~001,~~756~~746.1486 0.00 ~~425~~348,~~071~~263,~~599~~660.7916 II-A-3 030,843.0003 0.00 ~~201~~183,~~265~~444.9015 0.00 3932,~~264~~649,~~451~~988.5437 III-A 0.00 0.00 5,~~831~~316,~~058~~883.6006 0.00 1,~~213~~113,~~808~~742,~~276~~485.2824 IV-A-1 011,914.0008 0.00 ~~841~~775,~~999~~597.1712 0.00 ~~175~~162,~~070~~247,~~432~~047.3883 IV-A-2 015,288.0090 0.00 1,~~670~~538,~~043~~340.8018 0.00 ~~349~~323,~~151~~577,~~716~~399.8284 IV-A-3 0864.0089 0.00 9487,~~474~~023.0661 0.00 1918,~~751~~304,~~446~~711.1893 M-1 0.00 0.00 ~~236~~274,~~934~~156.7121 0.00 60,041,000.00 M-2 0.00 0.00 ~~165~~190,~~052~~777.7743 0.00 41,403,000.00 M-3 0.00 0.00 99115,~~628~~083.80 0.00 24,841,000.00 M-4 0.00 0.00 ~~157~~181,~~368~~225.5724 0.00 38,090,000.00 M-5 024,058.0001 0.00 ~~323~~369,~~751~~773.7525 0.00 72,041,000.00 B 0.00 0.00 0.00 0.00 61,690,000.00 V-A-1 0.00 0.00 539,738.00 0.00 127,900,000.00 V-A-2 0.00 0.00 1,~~736~~670,~~477~~637.33 0.00 ~~451~~371,~~063~~674,~~499~~779.2887 V-A-3 0.00 0.00 1,031,011.78 0.00 243,690,000.00 V-A-4A 0.00 0.00 394,753.33 0.00 88,000,000.00 V-A-4B 0.00 0.00 32,741.15 0.00 6,827,000.00 V-A-4C 0.00 0.00 521,497.95 0.00 115,717,000.00 V-A-4D 0.00 0.00 513,783.48 0.00 115,717,000.00 V-M-1 0.00 0.00 7688,~~225~~199.0975 0.00 19,316,000.00 V-M-2 0.00 0.00 5563,~~001~~574.6405 0.00 13,797,000.00 V-M-3 0.00 0.00 3541,~~967~~547.6010 0.00 8,968,000.00 V-M-4 0.00 0.00 99114,~~754~~877.9048 0.00 24,145,000.00 V-M-5 0.00 0.00 6877,~~205~~900.3376 0.00 15,177,000.00 V-B 012,844.0044 0.00 7888,~~525~~242.0749 0.00 14,487,000.00 VI-A 0.00 0.00 ~~693~~670,~~272~~697.2045 0.00 ~~180~~148,~~276~~151,~~148~~164.7346 N-1 0.00 0.00 7731,~~259~~191.3267 0.00 155,~~268~~029,~~160~~109.4259 N-2 0.00 0.00 36,162.50 0.00 7,890,000.00 OT 0.00 0.00 0.00 0.00 0.00 Totals 0803,340.0018 0.00 2221,~~436~~675,~~340~~026.1204 0.00 (1,2) Amount also includes ~~coupon~~Coupon ~~cap~~Cap or ~~basis~~Basis ~~risk~~Risk ~~shortfalls~~Shortfalls,if applicable.

Interest Distribution Factors Statement Class ~~Accrual~~ Original Current Beginning Current Payment of ~~Dates~~ Face Certificate Certificate/~~Notional~~ Accrued Unpaid Interest Amount Rate ~~Balance~~Notional Interest Shortfall (1) Balance I-A-1 ~~12/27/05 - 01/24/06~~ 456,354,000.00 45.~~67875~~25938% ~~922~~867.~~133075~~74095145 3.~~475513~~80314951 0.~~000000~~00000000 I-A-2 ~~12/27/05 - 01/24/06~~ 228,175,000.00 45.~~72875~~30938% ~~922~~867.~~133075~~74095146 3.~~512655~~83930536 0.~~000000~~00000000 I-A-3 ~~12/27/05 - 01/24/06~~ 76,058,000.00 45.~~75875~~33938% ~~922~~867.~~133075~~74095138 3.~~534940~~86099884 0.~~000000~~00000000 II-A-1 ~~12/25/05 - 01/24/06~~ 462,292,000.00 56.~~94875~~52938% ~~850~~723.~~107174~~20224901 43.~~214229~~93505192 0.~~000000~~72866660 II-A-2 ~~12/25/05 - 01/24/06~~ 557,806,000.00 56.~~94875~~52938% ~~802~~659.~~745006~~53109357 3.~~979441~~58860762 0.~~000000~~66451435 II-A-3 ~~12/01/05 - 12/30/05~~ 50,000,000.00 56.~~86063~~39563% ~~824~~688.~~208593~~38558780 43.~~025318~~66888300 0.~~000000~~61686060 III-A ~~12/01/05 - 12/30/05~~ 1,375,597,000.00 5.61500% ~~905~~826.~~915460~~03295495 43.~~238929~~86514587 0.~~000000~~00000000 IV-A-1 ~~12/01/05 - 12/30/05~~ 200,000,000.00 5.66000% ~~892~~822.~~578630~~18775875 43.~~209996~~87798560 0.~~000000~~05957040 IV-A-2 ~~12/01/05 - 12/30/05~~ 398,870,000.00 5.62900% ~~892~~822.~~578630~~18775879 43.~~186938~~85674576 0.~~000000~~03833053 IV-A-3 ~~12/01/05 - 12/30/05~~ 22,564,000.00 5.62900% ~~892~~822.~~578630~~18775882 43.~~186938~~85674570 0.~~000000~~03833053 M-1 ~~12/27/05 - 01/24/06~~ 60,041,000.00 45.~~89875~~47938% 1000.~~000000~~00000000 34.~~946215~~56614996 0.~~000000~~00000000 M-2 ~~12/27/05 - 01/24/06~~ 41,403,000.00 45.~~94875~~52938% 1000.~~000000~~00000000 34.~~986493~~60781658 0.~~000000~~00000000 M-3 ~~12/27/05 - 01/~~24~~/06 24~~,841,000.00 45.~~97875~~55938% 1000.~~000000~~00000000 4.~~010660~~63281671 0.~~000000~~00000000 M-4 ~~12/27/05 - 01/24/06~~ 38,090,000.00 5.~~12875~~70938% 1000.~~000000~~00000000 4.~~131493~~75781675 0.~~000000~~00000000 M-5 ~~12/27/05 - 01/24/06~~ 72,041,000.00 56.~~57875~~15938% 1000.~~000000~~00000000 45.~~493993~~13281673 0.~~000000~~33394886 B ~~N/A~~ 61,690,000.00 0.00000% 1000.~~000000~~00000000 0.~~000000~~00000000 0.~~000000~~00000000 V-A-1 ~~12/01/05 - 12/30/05~~ 127,900,000.00 5.06400% 1000.~~000000~~00000000 4.~~220000~~22000000 0.~~000000~~00000000 V-A-2 ~~12/27/05 - 01/24/06~~ 581,158,000.00 45.~~52875~~10938% ~~819~~675.~~032345~~15113861 2.~~987961~~87466976 0.~~000000~~00000000 V-A-3 ~~12/01/05 - 12/30/05~~ 243,690,000.00 5.07700% 1000.~~000000~~00000000 4.~~230833~~23083335 0.~~000000~~00000000 V-A-4A ~~12/01/05 - 12/30/05~~ 88,000,000.00 5.38300% 1000.~~000000~~00000000 4.~~485833~~48583330 0.~~000000~~00000000 V-A-4B ~~12/01/05 - 12/30/05~~ 6,827,000.00 5.75500% 1000.~~000000~~00000000 4.~~795833~~79583272 0.~~000000~~00000000 V-A-4C ~~12/01/05 - 12/30/05~~ 115,717,000.00 5.40800% 1000.~~000000~~00000000 4.~~506667~~50666670 0.~~000000~~00000000 V-A-4D ~~12/01/05 - 12/30/05~~ 115,717,000.00 5.32800% 1000.~~000000~~00000000 4.~~440000~~44000000 0.~~000000~~00000000 V-M-1 ~~12/27/05 - 01/24/06~~ 19,316,000.00 45.~~89875~~47938% 1000.~~000000~~00000000 34.~~946215~~56614982 0.~~000000~~00000000 V-M-2 ~~12/27/05 - 01/24/06~~ 13,797,000.00 45.~~94875~~52938% 1000.~~000000~~00000000 34.~~986493~~60781692 0.~~000000~~00000000 V-M-3 ~~12/27/05 - 01/24/06~~ 8,968,000.00 45.~~97875~~55938% 1000.~~000000~~00000000 4.~~010660~~63281668 0.~~000000~~00000000 V-M-4 ~~12/27/05 - 01/~~24~~/06 24~~,145,000.00 5.~~12875~~70938% 1000.~~000000~~00000000 4.~~131493~~75781653 0.~~000000~~00000000 V-M-5 ~~12/27/05 - 01/24/06~~ 15,177,000.00 56.~~57875~~15938% 1000.~~000000~~00000000 45.~~493993~~13281676 0.~~000000~~00000000 V-B ~~12/27/05 - 01/24/06~~ 14,487,000.00 67.~~72875~~30938% 1000.~~000000~~00000000 56.~~420382~~09115000 0.~~000000~~88661835 VI-A ~~12/27/05 - 01/24/06~~ 237,840,000.00 45.~~55875~~13938% ~~793~~658.~~738808~~43403755 2.~~914868~~81995228 0.~~000000~~00000000 N-1 ~~12/25/05 - 01/24/06~~ 31,700,000.00 5.25000% ~~557~~224.~~074898~~90611798 20.~~437203~~98396435 0.~~000000~~00000000 N-2 ~~12/25/05 - 01/24/06~~ 7,890,000.00 5.50000% 1000.~~000000~~00000000 4.~~583333~~58333333 0.~~000000~~00000000 OT ~~N/A~~ 0.00 0.00000% 0.~~000000~~00000000 0.~~000000~~00000000 0.~~000000~~00000000

Interest Distribution Factors Statement (continued) Class Current Non-Supported Total Remaining Unpaid Ending Interest Interest Interest Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(21) Notional Balance I-A-1 0.~~000000~~00000000 0.~~000000~~00000000 3.~~475513~~80314951 0.~~000000~~00000000 ~~909~~852.~~638901~~32121160 I-A-2 0.~~000000~~00000000 0.~~000000~~00000000 3.~~512655~~83930536 0.~~000000~~00000000 ~~909~~852.~~638901~~32121153 I-A-3 0.~~000000~~00000000 0.~~000000~~00000000 3.~~534940~~86099884 0.~~000000~~00000000 ~~909~~852.~~638901~~32121158 II-A-1 0.~~000000~~72866660 0.~~000000~~00000000 43.~~214229~~93505192 0.~~000000~~00000000 ~~813~~687.~~339567~~57484423 II-A-2 0.~~000000~~66451435 0.~~000000~~00000000 3.~~979441~~58860762 0.~~000000~~00000000 ~~762~~624.~~042000~~34548958 II-A-3 0.~~000000~~61686060 0.~~000000~~00000000 43.~~025318~~66888300 0.~~000000~~00000000 ~~785~~652.~~289031~~99976740 III-A 0.~~000000~~00000000 0.~~000000~~00000000 43.~~238929~~86514587 0.~~000000~~00000000 ~~882~~809.~~386539~~64300245 IV-A-1 0.~~000000~~05957040 0.~~000000~~00000000 43.~~209996~~87798560 0.~~000000~~00000000 ~~875~~811.~~352162~~23523915 IV-A-2 0.~~000000~~03833053 0.~~000000~~00000000 43.~~186938~~85674576 0.~~000000~~00000000 ~~875~~811.~~352162~~23523915 IV-A-3 0.~~000000~~03833053 0.~~000000~~00000000 43.~~186938~~85674570 0.~~000000~~00000000 ~~875~~811.~~352162~~23523888 M-1 0.~~000000~~00000000 0.~~000000~~00000000 34.~~946215~~56614996 0.~~000000~~00000000 1000.~~000000~~00000000 M-2 0.~~000000~~00000000 0.~~000000~~00000000 34.~~986493~~60781658 0.~~000000~~00000000 1000.~~000000~~00000000 M-3 0.~~000000~~00000000 0.~~000000~~00000000 4.~~010660~~63281671 0.~~000000~~00000000 1000.~~000000~~00000000 M-4 0.~~000000~~00000000 0.~~000000~~00000000 4.~~131493~~75781675 0.~~000000~~00000000 1000.~~000000~~00000000 M-5 0.~~000000~~33394886 0.~~000000~~00000000 45.~~493993~~13281673 0.~~000000~~00000000 1000.~~000000~~00000000 B 0.~~000000~~00000000 0.~~000000~~00000000 0.~~000000~~00000000 0.~~000000~~00000000 1000.~~000000~~00000000 V-A-1 0.~~000000~~00000000 0.~~000000~~00000000 4.~~220000~~22000000 0.~~000000~~00000000 1000.~~000000~~00000000 V-A-2 0.~~000000~~00000000 0.~~000000~~00000000 2.~~987961~~87466976 0.~~000000~~00000000 ~~776~~639.~~146073~~54170788 V-A-3 0.~~000000~~00000000 0.~~000000~~00000000 4.~~230833~~23083335 0.~~000000~~00000000 1000.~~000000~~00000000 V-A-4A 0.~~000000~~00000000 0.~~000000~~00000000 4.~~485833~~48583330 0.~~000000~~00000000 1000.~~000000~~00000000 V-A-4B 0.~~000000~~00000000 0.~~000000~~00000000 4.~~795833~~79583272 0.~~000000~~00000000 1000.~~000000~~00000000 V-A-4C 0.~~000000~~00000000 0.~~000000~~00000000 4.~~506667~~50666670 0.~~000000~~00000000 1000.~~000000~~00000000 V-A-4D 0.~~000000~~00000000 0.~~000000~~00000000 4.~~440000~~44000000 0.~~000000~~00000000 1000.~~000000~~00000000 V-M-1 0.~~000000~~00000000 0.~~000000~~00000000 34.~~946215~~56614982 0.~~000000~~00000000 1000.~~000000~~00000000 V-M-2 0.~~000000~~00000000 0.~~000000~~00000000 34.~~986493~~60781692 0.~~000000~~00000000 1000.~~000000~~00000000 V-M-3 0.~~000000~~00000000 0.~~000000~~00000000 4.~~010660~~63281668 0.~~000000~~00000000 1000.~~000000~~00000000 V-M-4 0.~~000000~~00000000 0.~~000000~~00000000 4.~~131493~~75781653 0.~~000000~~00000000 1000.~~000000~~00000000 V-M-5 0.~~000000~~00000000 0.~~000000~~00000000 45.~~493993~~13281676 0.~~000000~~00000000 1000.~~000000~~00000000 V-B 0.~~000000~~88661835 0.~~000000~~00000000 56.~~420382~~09115000 0.~~000000~~00000000 1000.~~000000~~00000000 VI-A 0.~~000000~~00000000 0.~~000000~~00000000 2.~~914868~~81995228 0.~~000000~~00000000 ~~757~~622.~~972371~~90264236 N-1 0.~~000000~~00000000 0.~~000000~~00000000 20.~~437203~~98396435 0.~~000000~~00000000 ~~481~~158.~~645439~~64699022 N-2 0.~~000000~~00000000 0.~~000000~~00000000 4.~~583333~~58333333 0.~~000000~~00000000 1000.~~000000~~00000000 OT 0.~~000000~~00000000 0.~~000000~~00000000 0.~~000000~~00000000 0.~~000000~~00000000 0.~~000000~~00000000 (1,2) Amount also includes ~~coupon~~Coupon ~~cap~~Cap or ~~basis~~Basis ~~risk~~Risk ~~shortfalls~~Shortfalls,if applicable. NOTE: All Classes are per $1,000 denomination

Certificateholder Component Statement Component Beginning Ending Beginning Ending Ending Pass-Through Notional Notional Component Component Component Class Rate Balance Balance Balance Balance Percentage II-A-3C 56.~~86063~~39563% 0.00 0.00 1916,~~262~~387,~~578~~039.4576 1815,~~429~~579,~~461~~758.2337 8168.~~33395662~~75748431% II-A-3NC 56.~~86063~~39563% 0.00 0.00 2118,~~947~~032,~~851~~239.1963 2017,~~834~~070,~~990~~230.3100 7662.~~20419996~~43454885%

CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal ~~153~~132,~~628~~760,~~293~~019.2776 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0.00 Servicer Advances ~~827~~886,~~202~~324.2488 ~~Realized Loss (~~Gains, & Subsequent ~~Expenses~~Recoveries &(Realized ~~Recoveries~~Losses) 0.00 Prepayment Penalties ~~146~~191,~~989~~085.~~19 Swap/Cap Payments 0.~~00 Total Deposits ~~154~~133,~~602~~837,~~484~~429.7064 Withdrawals ~~Swap Payments 0.00~~ Reserve Funds and Credit Enhancements 0.00 Reimbursement for Servicer Advances ~~771~~740,~~157~~386.3687 Total Administration Fees 1,~~351~~229,~~419~~522.0127 Payment of Interest and Principal ~~152~~131,~~479~~867,~~908~~520.3350 Total Withdrawals (Pool Distribution Amount) ~~154~~133,~~602~~837,~~484~~429.7064 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

ADMINISTRATION FEES Gross Servicing Fee* 1,~~315~~198,~~387~~317.1151 AMBAC Premium 7,714.47 FGIC Premium 2823,~~317~~490.4329 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees 1,~~351~~229,~~419~~522.0127 *Servicer Payees include: AMERICAN HOME MTG CORP

Reserve ~~Accounts~~and Guaranty Funds Account Name Beginning Current ~~Withdrawals~~ Current ~~Deposits~~ Ending Balance ~~Balance~~Withdrawals ~~Class~~Deposits NBalance ~~Reserve~~Financial ~~Fund~~Guaranty ~~368,495~~0.4900 ~~28,230~~0.0200 0.00 ~~340,265~~0.4700 ~~OTHER ACCOUNTS Account Name Funds In (A) Funds Out(B) Net Amount(A - B)~~ Financial Guaranty 0.00 0.00 0.00 ~~Financial Guaranty~~ 0.00 0Class N Reserve Fund 235,000.0012 32,937.62 0.00 202,062.50

COLLATERAL STATEMENT Collateral Description Mixed Fixed & Arm Weighted Average Gross Coupon 6.~~187535~~285763% Weighted Average Net Coupon 5.~~881868~~980454% Weighted Average Pass-Through Rate 5.~~881868~~980454% Weighted Average Remaining Term ~~352~~349 Beginning Scheduled Collateral Loan Count 2321,~~862~~848 Number Of Loans Paid In Full ~~574~~510 Ending Scheduled Collateral Loan Count 2321,~~288~~338 Beginning Scheduled Collateral Balance 54,~~163~~709,~~990~~921,~~716~~447.1728 Ending Scheduled Collateral Balance 54,~~036~~602,~~842~~449,~~669~~104.9496 Ending Actual Collateral Balance at 30-~~Dec~~Apr-~~2005~~2006 54,~~036~~601,~~576~~961,~~030~~295.8332 Monthly P&I Constant 2623,~~216~~971,~~861~~158.1349 Special Servicing Fee 0.00 Prepayment Penalty ~~Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty~~ Paid Amount ~~146~~191,~~989~~085.1900 Prepayment Penalty Paid Count ~~Not~~* ~~Available~~ Realized Loss Amount 0.00 Cumulative Realized Loss 055,580.00 Scheduled Principal 1,~~106~~060,~~190~~273.2468 Unscheduled Principal ~~127~~108,~~558~~172,~~164~~390.1350 * This data is currently not provided for reporting.

Group Level Collateral Statement Group Group I Group II-C ~~Group II-NC~~ Collateral Description Fixed 15/30 & ARM Fixed 15/30 & ARM ~~Fixed 15/30 & ARM~~ Weighted Average Coupon Rate 6.~~381886~~928738 5.~~697513~~755472 ~~5.408657~~ Weighted Average Net Rate 6.~~080974~~627877 5.~~325898~~383540 Pass-Through Rate 6.627877 5.~~158657~~383540 Weighted Average Remaining Term ~~370~~366 ~~354~~350 ~~354~~Record Date 04/30/2006 04/30/2006 Principal And Interest Constant 2,443,293.61 1,911,662.84 Beginning Loan Count 2,~~372~~236 21,~~264~~979 ~~878~~ Loans Paid Inin Full ~~31 81~~ 42 83 Ending Loan Count 2,~~341~~194 21,~~183~~896 ~~836~~ Beginning Scheduled Balance ~~765~~724,~~489~~119,~~491~~549.6474 ~~450~~389,~~873~~330,~~342~~671.0269 ~~517,189,748.97~~ Ending Scheduled Balance ~~755~~712,~~986~~391,~~585~~496.2202 ~~433,042,853.95 493,~~372,~~507.32 Record Date 12/30/2005 12/30/2005 12/30/2005 Principal And Interest Constant 2~~053,~~580,379~~126.3509 ~~2,189,895.51 2,363,541.37~~ Scheduled Principal 2522,~~241~~088.9771 4944,~~571~~843.7602 ~~32,456.31~~ Unscheduled Principal 1013,~~993~~465,~~582~~788.5168 17,~~781~~233,~~306~~200.3875 ~~23,784,785.34~~ Scheduled Interest 4,~~071~~181,~~055~~028.4457 21,~~140~~867,~~713~~317.8299 ~~2,331,085.06~~ Servicing ~~Fee~~Fees ~~191~~181,~~953~~548.9598 ~~139~~120,~~625~~670.7931 ~~107,747.85~~ Master Servicing ~~Fee~~Fees 0.00 0.00 ~~0.00~~ Trustee Fee 0.00 0.00 ~~0.00~~ FRY Amount 0.00 0.00 ~~0.00~~ Special Hazard Fee 0.00 0.00 ~~0.00~~ Other Fee 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 3,~~879~~999,~~101~~479.4959 21,~~001~~746,~~088~~647.0368 ~~2,223,337.21~~ 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 ~~72366~~68,137.5779 ~~6934~~32,419.0094 ~~0.00~~ Prepayment Penalty Paid Count ~~Not~~* ~~Available~~* ~~Not Available 0~~ Special Servicing Fee 0.00 0.00 ~~0.00~~* ~~Pass-Through~~This ~~Rate~~data ~~6.080974~~is ~~5.325898~~currently 5not provided for reporting.~~158657~~

Group Level Collateral Statement Group Group ~~III~~II-NC Group IVIII ~~Group V~~ Collateral Description Fixed 15/30 & ARM Fixed 15/30 & ARM ~~Fixed 15/30 & ARM~~ Weighted Average Coupon Rate ~~6.040445~~ 5.~~854656~~471461 6.~~485676~~015640 Weighted Average Net Rate 5.~~667114~~221461 5.~~604656~~642296 6Pass-Through Rate 5.~~235676~~221461 5.642296 Weighted Average Remaining Term ~~354~~350 ~~354~~350 ~~348~~Record ~~Beginning~~Date ~~Loan~~04/30/2006 ~~Count~~04/30/2006 ~~7,109~~Principal And Interest Constant 1,~~111~~998,709.49 6,~~809~~378,070.69 Beginning Loan Count 737 6,559 Loans Paid Inin Full ~~163~~32 17119 ~~112~~ Ending Loan Count ~~6,946~~705 ~~1,094~~ 6,~~697~~440 Beginning Scheduled Balance 1433,~~356~~388,~~948,935~~558.7603 ~~606,295,345.76~~ 1,~~274~~247,~~557~~062,~~012~~801.4226 Ending ~~scheduled~~Scheduled Balance 1412,~~324~~799,~~582,622~~807.4938 ~~595,590,233.01~~ 1,~~249~~224,~~633~~516,~~312~~831.2673 ~~Record Date 12/30/2005 12/30/2005 12/30/2005 Principal And Interest Constant 6,966,083.91 3,027,856.34 7,682,091.02~~ Scheduled Principal ~~135~~22,~~604~~652.7223 69126,~~814~~503.1829 ~~793,454.45~~ Unscheduled Principal 3220,~~230~~566,~~708~~098.5542 1022,~~635~~419,~~298~~466.57 24~~,130,245.71~~ Scheduled Interest 61,~~830~~976,~~479~~057.1926 ~~2,958,042.16~~ 6,~~888~~251,~~636~~567.5740 Servicing ~~Fee~~Fees ~~422~~90,~~158~~289.9229 ~~126~~387,~~311~~986.5367 ~~265,532.71~~ Master Servicing ~~Fee~~Fees 0.00 0.00 ~~0.00~~ Trustee Fee 0.00 0.00 ~~0.00~~ FRY Amount 0.00 0.00 ~~0.00~~ Special Hazard Fee 0.00 0.00 ~~0.00~~ Other Fee 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 61,~~408~~885,~~320~~767.2797 25,~~831~~863,~~730~~580.6373 ~~6,623,103.86~~ 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 ~~21887.48~~ 0.00 ~~45801~~10,071.1468 Prepayment Penalty Paid Count ~~Not Available~~ 0 ~~Not~~* ~~Available~~ Special Servicing Fee 0.00 0.00 ~~0.00~~* ~~Pass-Through~~This ~~Rate~~data ~~5.667114~~is ~~5.604656~~currently 6not provided for reporting.~~235676~~

Group Level Collateral Statement Group Group VIIV -Group ~~HELOC's~~V ~~Total~~ Collateral Description Fixed 15/30 & ARM ~~Mixed~~ Fixed 15/30 & ~~Arm~~ARM Weighted Average Coupon Rate 85.~~764472~~799851 6.~~187535~~470115 Weighted Average Net Rate 85.~~377902~~549851 6.220115 Pass-Through Rate 5.~~881868~~549851 6.220115 Weighted Average Remaining Term ~~293~~350 ~~352~~344 Record Date 1204/30/~~2005~~2006 1204/30/~~2005~~2006 Principal And Interest Constant 12,~~407~~785,~~013~~324.6345 267,~~216~~198,~~861~~385.1391 Beginning Loan Count 31,~~319~~042 236,~~862~~424 Loans Paid Inin Full ~~128~~12 ~~574~~101 Ending Loan Count 31,~~191~~030 236,~~288~~323 Beginning Scheduled Balance ~~192~~562,~~636~~552,~~839~~065.6032 51,~~163~~190,~~990~~939,~~716~~298.1739 Ending Scheduled Balance ~~184~~555,~~634~~745,~~555~~797.6923 51,~~036~~170,~~842~~244,~~669~~592.9485 Scheduled Principal 4666,392.8559 1777,~~106,190~~123.2483 Unscheduled Principal 86,~~002~~739,~~237~~875.0750 ~~127~~19,~~558~~917,~~164~~581.1371 Scheduled Interest 12,~~406~~718,~~966~~931.7886 266,~~626~~421,~~979~~262.0208 Servicing ~~Fee~~Fees 62117,~~056~~198.3634 1248,~~315,387~~112.1136 Master Servicing ~~Fee~~Fees 0.00 0.00 Trustee Fee 0.00 0.00 ~~Fry~~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 12,~~344~~601,~~910~~733.4252 256,~~311~~173,~~591~~149.9172 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 ~~146989~~80,455.1959 Prepayment Penalty Paid Count 0 ~~Not~~* ~~Available~~ Special Servicing Fee 0.00 0.00 ~~Pass-Through~~* ~~Rate~~This ~~8.377902~~data 5is currently not provided for reporting.~~881868~~

~~Additional~~Group ~~Reporting - Deal~~ Level ~~Miscellaneous~~Collateral ~~Reporting~~Statement ~~Payments~~Group ~~from~~Group ~~CAP~~VI ~~Contract~~- ~~0.00~~HELOC's ~~Payments~~Total ~~from~~Collateral ~~Corridor~~Description ~~Contract~~Fixed ~~0.00~~15/30 ~~Excess~~& ~~Cash~~ARM ~~Amount~~Mixed ~~Groups~~Fixed ~~I-IV~~& ~~1,020,195.66~~Arm OCWeighted ~~Amount~~Average ~~Groups~~Coupon ~~I-IV~~Rate ~~14,490,981~~9.78266373 OC6.285763 ~~Deficiency~~Weighted ~~Amount~~Average ~~Groups~~Net ~~I-IV~~Rate 08.00878664 OC5.980454 ~~Reduction Amount Groups I~~Pass-IVThrough ~~2,514,816~~Rate 8.06878664 ~~OC Target Amount Groups I-IV 14,490,981~~5.78980454 OCWeighted ~~Increase~~Average ~~Amount~~Remaining ~~Groups~~Term ~~I-IV~~287 ~~0.00~~349 ~~Rapid~~Record ~~Amortization~~Date ~~Event~~04/30/2006 NO04/30/2006 ~~Stepdown~~Principal ~~Groups~~And ~~I-IV~~Interest NOConstant ~~HELOC~~1,255,711.50 ~~Draw Amount 846865~~23,971,158.1149 ~~Trigger~~Beginning ~~Event~~Loan ~~Reporting~~Count ~~Step~~2,871 Up21,848 ~~Cumulative~~Loans ~~Loss~~Paid ~~Trigger~~in ~~For~~Full ~~Group~~121 ~~Cross~~510 ~~Trigger~~Ending ~~Result~~Loan ~~Pass~~Count ~~Threshold~~2,750 ~~Value~~21,338 ~~N/A~~Beginning ~~Calculated~~Scheduled ~~Value~~Balance ~~N/A~~162,528,502.85 ~~Step~~4,709,921,447.28 UpEnding ~~Enhancement~~Scheduled ~~Delinquency~~Balance ~~Trigger~~154,697,453.66 ~~For~~4,602,449,104.96 ~~Group~~Scheduled ~~Trigger~~Principal ~~Result~~670.01 ~~Pass~~1,060,273.68 ~~Threshold~~Unscheduled ~~Value~~Principal 07,830,379.~~034713%~~20 ~~Calculated Value 0~~108,172,390.0150 ~~Step~~Scheduled UpInterest ~~Trigger~~1,255,041.49 ~~For~~24,671,206.65 ~~Group~~Servicing ~~Cross~~Fees ~~Trigger~~52,511.56 ~~Result~~1,198,317.51 ~~Pass~~Master ~~Threshold~~Servicing ~~Value~~Fees 0.~~000000%~~00 ~~Calculated Value~~ 0.00 ~~Step~~Trustee UpFee ~~Cumulative~~0.00 ~~Loss~~0.00 ~~Trigger~~FRY ~~For~~Amount ~~Group~~0.00 ~~Five~~0.00 ~~Trigger~~Special ~~Result~~Hazard ~~Pass~~Fee ~~Threshold~~0.00 ~~Value~~0.00 ~~N/A~~Other ~~Calculated~~Fee ~~Value~~0.00 ~~N/A~~0.00 ~~Step~~Pool UpInsurance ~~Enhancement~~Fee ~~Delinquency~~0.00 ~~Trigger~~0.00 ~~For~~Spread ~~Group~~1 ~~Trigger Result Pass Threshold Value~~ 0.~~040299%~~00 ~~Calculated Value~~ 0.0100 ~~Step~~Spread Up2 ~~Trigger For Group Five Trigger Result Pass Threshold Value~~ 0.~~000000%~~00 ~~Calculated Value~~ 0.00 ~~Step Up Excess~~ Spread ~~Trigger~~3 ~~For~~0.00 ~~Group~~0.00 ~~Six~~Net ~~Trigger~~Interest ~~Result~~1,202,529.93 ~~Pass~~23,472,889.14 ~~Threshold~~Realized ~~Value~~Loss Amount 0.~~023876%~~00 ~~Calculated Value~~ 0.0200 ~~Step Up~~ Cumulative Realized Loss ~~Trigger~~55,580.00 ~~For~~55,580.00 ~~Group~~Percentage ~~Six~~of ~~Trigger~~Cumulative ~~Result~~Losses ~~Pass~~0.0256 ~~Threshold~~0.0010 ~~Value~~Prepayment ~~N/A~~Penalty ~~Calculated~~Paid ~~Value~~Amount ~~N/A~~0.00 ~~Step~~191,085.00 UpPrepayment ~~Enhancement~~Penalty ~~Delinquency~~Paid ~~Trigger~~Count ~~For~~0 ~~Group~~* ~~Trigger~~Special ~~Result~~Servicing ~~Pass~~Fee ~~Threshold Value~~ 0.~~050000%~~00 ~~Calculated Value~~ 0.00 ~~Step~~* UpThis ~~Trigger~~data ~~For~~is ~~Group~~currently ~~Six~~not ~~Trigger~~provided ~~Result~~for ~~Pass Threshold Value 0~~reporting.~~000000% Calculated Value 0.00~~

Additional Reporting - ~~Group~~Deal Level Miscellaneous Reporting ~~Group~~Payments Vfrom CAP Contract 0.00 Payments from Corridor Contract 618,075.94 Excess Cash Amount Groups I-IV 1,~~456~~059,~~110~~730.0034 OC Amount 4Groups I-IV 14,~~828~~490,~~812~~981.9878 OC Deficiency Amount Groups I-IV 0.00 OC Reduction Amount Groups I-IV 0.00 OC Target Amount 4Groups I-IV 14,~~828~~490,~~812~~981.9878 OC Increase Amount Groups I-IV 0.00 ~~Stepdown~~Rapid Amortization Event NO ~~Group~~Stepdown VIGroups I-IV NO HELOC's ~~Rolling~~Draw ~~3-Month~~Amount 442,732.64 Trigger Event Reporting Step Up Cumulative Loss Trigger For Group VICross ~~Excess~~Trigger ~~Spread~~Result %Pass Threshold Value 0.~~000000~~990000% ~~Charge-Off~~Calculated ~~Amount~~Value 0.00 ~~Excess~~Step ~~Cash~~Up ~~Amount~~Enhancement ~~504,408~~Delinquency Trigger For Group Trigger Result Pass Threshold Value 0.10038157% ~~Floating~~Calculated ~~Allocation~~Value ~~Percentage~~0.01 99Step Up Trigger For Group Cross Trigger Result Pass Threshold Value 0.~~587687~~000000% ~~Invested~~Calculated ~~Amount~~Value ~~184,634,555~~0.6900 OCStep ~~Amount~~Up ~~3,564,144~~Cumulative Loss Trigger For Group Five Trigger Result Pass Threshold Value 0.21990000% OCCalculated ~~Deficiency~~Value ~~Amount~~0.00 ~~5,321,823~~Step Up Enhancement Delinquency Trigger For Group Trigger Result Pass Threshold Value 0.49043033% OCCalculated ~~Reduction~~Value ~~Amount~~0.01 Step Up Trigger For Group Five Trigger Result Pass Threshold Value 0.000000% Calculated Value 0.00 OCStep ~~Target~~Up ~~Amount~~Excess ~~8,885,967~~Spread Trigger For Group Six Trigger Result Pass Threshold Value 0.70037101% OCCalculated ~~Increase~~Value ~~Amount~~0.02 ~~504,409~~Step Up Cumulative Loss Trigger For Group Six Trigger Result Pass Threshold Value 0.20990000% ~~Stepdown~~Calculated NOValue 0.00 Step Up Enhancement Delinquency Trigger For Group VITrigger ~~Excess~~Result ~~Spread~~Pass Threshold Value 0.050000% 3Calculated Value 0.~~110646~~00 Step Up Trigger For Group Six Trigger Result Pass Threshold Value 0.000000% Calculated Value 0.00

Additional Reporting - Group Level Miscellaneous Reporting

~~LOAN~~Group ~~STATUS~~V ~~STRATIFICATION/CREDIT~~Excess ~~ENHANCEMENT~~Cash ~~STATEMENT~~Amount DELINQUENT BANKRUPTCY FORECLOSURE REO TOTAL No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 40 0 0 40 61,~~784~~075,~~725~~100.7156 ~~0.00~~OC ~~0.00~~Amount 64,~~784~~828,~~725~~812.7198 30OC ~~Days~~Deficiency ~~111~~Amount 2 0 ~~0 113 22,132,117~~.~~58 301,194.42 0.~~00 ~~0.00~~OC ~~22,433,312.00~~Reduction 60Amount ~~Days 20 4~~ 0 ~~0 24 5,946,518~~.~~76 1,743,393.99 0.~~00 ~~0.00~~OC ~~7,689,912.75~~Target 90Amount ~~Days 12 7 7 0 26 2,716,098.91 777,672.56 2,416,229.57 0.00 5,910,001.04 120 Days 3 2 13 1 19 116,300.00 640,045.50 5,543,668.02 113,831.26 6,413,844.78 150 Days 11 1 12 1 25 2,068,013.10 122,500.00~~ 4,~~074~~828,~~174~~812.98 ~~71,200.00~~OC ~~6,335,888.08~~Increase ~~180+~~Amount ~~Days~~ 0 ~~0 1 0 1 0~~.00 ~~0.00~~Stepdown ~~220,000.00~~NO ~~0.00~~Group ~~220,000.00~~VI ~~Totals~~- ~~157~~HELOC's 56Rolling 33 2 248 32,979,048.35 10,369,532.18 12,254,072.57 185,031.26 55,787,684.36 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 03-29Month ~~Days~~Group ~~0.171762%~~VI ~~0.000000%~~Excess ~~0.000000%~~Spread ~~0.171762~~% 0.~~134709% 0.~~000000% ~~0.000000%~~Charge-Off ~~0.134709%~~Amount ~~30 Days~~ 0.~~476640%~~00 ~~0.008588%~~Excess ~~0.000000%~~Cash ~~0.000000%~~Amount 0619,737.~~485228%~~02 ~~0.439428%~~Floating ~~0.005980%~~Allocation ~~0.000000%~~Percentage 099.~~000000~~511306% ~~0.445408%~~Invested 60Amount ~~Days 0~~153,903,187.~~085881%~~06 ~~0.017176%~~OC ~~0.000000%~~Amount 06,546,288.~~000000%~~22 ~~0.103057%~~OC ~~0.118067%~~Deficiency ~~0.034615%~~Amount 02,360,836.~~000000%~~23 ~~0.000000%~~OC ~~0.152681%~~Reduction 90Amount ~~Days~~ 0.~~051529%~~00 ~~0.030058%~~OC ~~0.030058%~~Target ~~0.000000%~~Amount 08,907,124.~~111645%~~47 ~~0.053927%~~OC ~~0.015441%~~Increase ~~0.047974%~~Amount 0619,737.~~000000%~~02 ~~0.117342%~~Stepdown ~~120~~NO ~~Days~~Group ~~0.012882%~~VI ~~0.008588%~~Excess ~~0.055823%~~Spread ~~0.004294~~% 04.~~081587~~528314% 0.002309% 0.012708% 0.110068% 0.002260% 0.127345% 150 Days 0.047235% 0.004294% 0.051529% 0.004294% 0.107351% 0.041060% 0.002432% 0.080892% 0.001414% 0.125798% 180+ Days 0.000000% 0.000000% 0.004294% 0.000000% 0.004294% 0.000000% 0.000000% 0.004368% 0.000000% 0.004368% Totals 0.674167% 0.240467% 0.141704% 0.008588% 1.064926% 0.654791% 0.205885% 0.243302% 0.003674% 1.107651% The delinquency calculation method has been changed effective with the January 25, 2006 report to reflect delinquencies using the OTS method. Prior to the January report, the MBS method was used.

~~Current~~LOAN ~~Period~~STATUS ~~Class~~STRATIFICATION/CREDIT AENHANCEMENT ~~Insufficient~~STATEMENT ~~Funds~~DELINQUENT BANKRUPTCY FORECLOSURE REO TOTAL No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 41 0 0 41 6,955,172.47 0.00 ~~Principal~~0.00 ~~Balance~~6,955,172.47 of30 ~~Contaminated~~Days ~~Properties~~87 1 0 0 88 20,909,016.22 159,042.71 0.00 ~~Periodic~~0.00 ~~Advance~~21,068,058.93 ~~827~~60 Days 33 1 0 0 34 7,~~202~~557,505.2458 255,429.47 0.00 0.00 7,812,935.05 90 Days 16 3 6 0 25 3,739,182.26 254,262.19 2,400,375.73 0.00 6,393,820.18 120 Days 9 2 9 0 20 2,803,160.08 334,594.53 2,289,648.36 0.00 5,427,402.97 150 Days 8 2 22 1 33 2,826,264.12 290,296.33 4,382,032.43 277,900.00 7,776,492.88 180+ Days 8 16 31 14 69 1,902,865.78 4,292,444.26 12,488,375.90 2,984,723.98 21,668,409.92 Totals 161 66 68 15 310 39,737,994.04 12,541,241.96 21,560,432.42 3,262,623.98 77,102,292.40 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0.192145% 0.000000% 0.000000% 0.192145% 0.151135% 0.000000% 0.000000% 0.151135% 30 Days 0.407723% 0.004686% 0.000000% 0.000000% 0.412410% 0.454350% 0.003456% 0.000000% 0.000000% 0.457806% 60 Days 0.154654% 0.004686% 0.000000% 0.000000% 0.159340% 0.164224% 0.005550% 0.000000% 0.000000% 0.169774% 90 Days 0.074984% 0.014059% 0.028119% 0.000000% 0.117162% 0.081252% 0.005525% 0.052160% 0.000000% 0.138937% 120 Days 0.042178% 0.009373% 0.042178% 0.000000% 0.093729% 0.060912% 0.007271% 0.049754% 0.000000% 0.117937% 150 Days 0.037492% 0.009373% 0.103102% 0.004686% 0.154654% 0.061414% 0.006308% 0.095221% 0.006039% 0.168982% 180+ Days 0.037492% 0.074984% 0.145281% 0.065611% 0.323367% 0.041349% 0.093274% 0.271371% 0.064858% 0.470852% Totals 0.754522% 0.309307% 0.318680% 0.070297% 1.452807% 0.863501% 0.272520% 0.468505% 0.070896% 1.675422%

Delinquency Status By Group DELINQUENT BANKRUPTCY FORECLOSURE REO TOTAL Group I No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 1 0 0 1 176,569.29 0.00 0.00 176,569.29 30 Days 4 0 0 0 4 1,087,693.69 0.00 0.00 0.00 1,087,693.69 60 Days 1 1 0 0 2 44,116.31 1,358,995.95 0.00 0.00 1,403,112.26 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 1 0 0 0 1 180,190.25 0.00 0.00 0.00 180,190.25 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 6 2 0 0 8 1,312,000.25 1,535,565.24 0.00 0.00 2,847,565.49 0-29 Days 0.042717% 0.000000% 0.000000% 0.042717% 0.023390% 0.000000% 0.000000% 0.023390% 30 Days 0.170867% 0.000000% 0.000000% 0.000000% 0.170867% 0.144088% 0.000000% 0.000000% 0.000000% 0.144088% 60 Days 0.042717% 0.042717% 0.000000% 0.000000% 0.085434% 0.005844% 0.180028% 0.000000% 0.000000% 0.185872% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.042717% 0.000000% 0.000000% 0.000000% 0.042717% 0.023870% 0.000000% 0.000000% 0.000000% 0.023870% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.256301% 0.085434% 0.000000% 0.000000% 0.341734% 0.173802% 0.203418% 0.000000% 0.000000% 0.377220% DELINQUENT BANKRUPTCY FORECLOSURE REO TOTAL Group II-C No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 2 0 0 2 395,307.29 0.00 0.00 395,307.29 30 Days 15 0 0 0 15 2,591,537.98 0.00 0.00 0.00 2,591,537.98 60 Days 3 1 0 0 4 808,649.89 126,000.00 0.00 0.00 934,649.89 90 Days 2 6 1 0 9 534,000.00 667,272.56 359,643.20 0.00 1,560,915.76 120 Days 1 0 1 0 2 91,700.00 0.00 154,400.00 0.00 246,100.00 150 Days 1 0 1 0 2 100,660.00 0.00 104,000.00 0.00 204,660.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 22 9 3 0 34 4,126,547.87 1,188,579.85 618,043.20 0.00 5,933,170.92 0-29 Days 0.091617% 0.000000% 0.000000% 0.091617% 0.091278% 0.000000% 0.000000% 0.091278% 30 Days 0.687128% 0.000000% 0.000000% 0.000000% 0.687128% 0.598398% 0.000000% 0.000000% 0.000000% 0.598398% 60 Days 0.137426% 0.045809% 0.000000% 0.000000% 0.183234% 0.186721% 0.029094% 0.000000% 0.000000% 0.215815% 90 Days 0.091617% 0.274851% 0.045809% 0.000000% 0.412277% 0.123303% 0.154076% 0.083043% 0.000000% 0.360423% 120 Days 0.045809% 0.000000% 0.045809% 0.000000% 0.091617% 0.021174% 0.000000% 0.035652% 0.000000% 0.056826% 150 Days 0.045809% 0.000000% 0.045809% 0.000000% 0.091617% 0.023243% 0.000000% 0.024014% 0.000000% 0.047257% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 1.007787% 0.412277% 0.137426% 0.000000% 1.557490% 0.952839% 0.274449% 0.142709% 0.000000% 1.369997% DELINQUENT BANKRUPTCY FORECLOSURE REO TOTAL Group II-NC 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 4 0 0 0 4 3,993,933.44 0.00 0.00 0.00 3,993,933.44 60 Days 2 0 0 0 2 1,871,400.00 0.00 0.00 0.00 1,871,400.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 3 0 3 0.00 0.00 1,677,649.62 0.00 1,677,649.62 150 Days 0 0 1 0 1 0.00 0.00 412,300.00 0.00 412,300.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 6 0 4 0 10 5,865,333.44 0.00 2,089,949.62 0.00 7,955,283.06 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.478469% 0.000000% 0.000000% 0.000000% 0.478469% 0.809476% 0.000000% 0.000000% 0.000000% 0.809476% 60 Days 0.239234% 0.000000% 0.000000% 0.000000% 0.239234% 0.379289% 0.000000% 0.000000% 0.000000% 0.379289% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.358852% 0.000000% 0.358852% 0.000000% 0.000000% 0.340020% 0.000000% 0.340020% 150 Days 0.000000% 0.000000% 0.119617% 0.000000% 0.119617% 0.000000% 0.000000% 0.083564% 0.000000% 0.083564% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.717703% 0.000000% 0.478469% 0.000000% 1.196172% 1.188765% 0.000000% 0.423584% 0.000000% 1.612349% DELINQUENT BANKRUPTCY FORECLOSURE REO TOTAL Group III 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 14 0 0 14 2,391,862.73 0.00 0.00 2,391,862.73 30 Days 30 1 0 0 31 5,664,940.01 141,600.00 0.00 0.00 5,806,540.01 60 Days 4 2 0 0 6 663,503.45 258,398.04 0.00 0.00 921,901.49 90 Days 4 0 4 0 8 966,292.27 0.00 501,386.37 0.00 1,467,678.64 120 Days 0 0 0 1 1 0.00 0.00 0.00 113,831.26 113,831.26 150 Days 4 1 2 1 8 1,049,998.85 122,500.00 267,360.58 71,200.00 1,511,059.43 180+ Days 0 0 1 0 1 0.00 0.00 220,000.00 0.00 220,000.00 Totals 42 18 7 2 69 8,344,734.58 2,914,360.77 988,746.95 185,031.26 12,432,873.56 0-29 Days 0.201555% 0.000000% 0.000000% 0.201555% 0.180560% 0.000000% 0.000000% 0.180560% 30 Days 0.431903% 0.014397% 0.000000% 0.000000% 0.446300% 0.427643% 0.010689% 0.000000% 0.000000% 0.438333% 60 Days 0.057587% 0.028794% 0.000000% 0.000000% 0.086381% 0.050088% 0.019506% 0.000000% 0.000000% 0.069594% 90 Days 0.057587% 0.000000% 0.057587% 0.000000% 0.115174% 0.072945% 0.000000% 0.037849% 0.000000% 0.110794% 120 Days 0.000000% 0.000000% 0.000000% 0.014397% 0.014397% 0.000000% 0.000000% 0.000000% 0.008593% 0.008593% 150 Days 0.057587% 0.014397% 0.028794% 0.014397% 0.115174% 0.079264% 0.009247% 0.020183% 0.005375% 0.114069% 180+ Days 0.000000% 0.000000% 0.014397% 0.000000% 0.014397% 0.000000% 0.000000% 0.016608% 0.000000% 0.016608% Totals 0.604665% 0.259142% 0.100777% 0.028794% 0.993377% 0.629940% 0.220004% 0.074640% 0.013968% 0.938551% DELINQUENT BANKRUPTCY FORECLOSURE REO TOTAL Group IV No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 2 0 0 2 1,036,851.06 0.00 0.00 1,036,851.06 30 Days 2 0 0 0 2 1,396,000.00 0.00 0.00 0.00 1,396,000.00 60 Days 1 0 0 0 1 446,778.43 0.00 0.00 0.00 446,778.43 90 Days 0 0 1 0 1 0.00 0.00 555,200.00 0.00 555,200.00 120 Days 0 0 2 0 2 0.00 0.00 984,800.00 0.00 984,800.00 150 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 3 2 3 0 8 1,842,778.43 1,036,851.06 1,540,000.00 0.00 4,419,629.49 0-29 Days 0.182815% 0.000000% 0.000000% 0.182815% 0.174073% 0.000000% 0.000000% 0.174073% 30 Days 0.182815% 0.000000% 0.000000% 0.000000% 0.182815% 0.234369% 0.000000% 0.000000% 0.000000% 0.234369% 60 Days 0.091408% 0.000000% 0.000000% 0.000000% 0.091408% 0.075008% 0.000000% 0.000000% 0.000000% 0.075008% 90 Days 0.000000% 0.000000% 0.091408% 0.000000% 0.091408% 0.000000% 0.000000% 0.093210% 0.000000% 0.093210% 120 Days 0.000000% 0.000000% 0.182815% 0.000000% 0.182815% 0.000000% 0.000000% 0.165334% 0.000000% 0.165334% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.274223% 0.182815% 0.274223% 0.000000% 0.731261% 0.309377% 0.174073% 0.258545% 0.000000% 0.741994% DELINQUENT BANKRUPTCY FORECLOSURE REO TOTAL Group V 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 19 0 0 19 2,722,579.35 0.00 0.00 2,722,579.35 30 Days 43 1 0 0 44 6,764,696.52 159,594.42 0.00 0.00 6,924,290.94 60 Days 8 0 0 0 8 2,111,818.44 0.00 0.00 0.00 2,111,818.44 90 Days 6 1 1 0 8 1,215,806.64 110,400.00 1,000,000.00 0.00 2,326,206.64 120 Days 0 2 6 0 8 0.00 640,045.50 2,705,218.40 0.00 3,345,263.90 150 Days 5 0 7 0 12 737,164.00 0.00 3,256,534.40 0.00 3,993,698.40 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 62 23 14 0 99 10,829,485.60 3,632,619.27 6,961,752.80 0.00 21,423,857.67 0-29 Days 0.283709% 0.000000% 0.000000% 0.283709% 0.217762% 0.000000% 0.000000% 0.217762% 30 Days 0.642079% 0.014932% 0.000000% 0.000000% 0.657011% 0.541066% 0.012765% 0.000000% 0.000000% 0.553831% 60 Days 0.119456% 0.000000% 0.000000% 0.000000% 0.119456% 0.168911% 0.000000% 0.000000% 0.000000% 0.168911% 90 Days 0.089592% 0.014932% 0.014932% 0.000000% 0.119456% 0.097245% 0.008830% 0.079984% 0.000000% 0.186059% 120 Days 0.000000% 0.029864% 0.089592% 0.000000% 0.119456% 0.000000% 0.051193% 0.216374% 0.000000% 0.267567% 150 Days 0.074660% 0.000000% 0.104524% 0.000000% 0.179185% 0.058961% 0.000000% 0.260470% 0.000000% 0.319431% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.925788% 0.343437% 0.209049% 0.000000% 1.478274% 0.866183% 0.290551% 0.556827% 0.000000% 1.713562% DELINQUENT BANKRUPTCY FORECLOSURE REO TOTAL Group VI - HELOC's No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 2 0 0 2 61,555.99 0.00 0.00 61,555.99 30 Days 13 0 0 0 13 633,315.94 0.00 0.00 0.00 633,315.94 60 Days 1 0 0 0 1 252.24 0.00 0.00 0.00 252.24 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 2 0 1 0 3 24,600.00 0.00 21,600.00 0.00 46,200.00 150 Days 0 0 1 0 1 0.00 0.00 33,980.00 0.00 33,980.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 16 2 2 0 20 658,168.18 61,555.99 55,580.00 0.00 775,304.17 0-29 Days 0.062676% 0.000000% 0.000000% 0.062676% 0.033339% 0.000000% 0.000000% 0.033339% 30 Days 0.407396% 0.000000% 0.000000% 0.000000% 0.407396% 0.343011% 0.000000% 0.000000% 0.000000% 0.343011% 60 Days 0.031338% 0.000000% 0.000000% 0.000000% 0.031338% 0.000137% 0.000000% 0.000000% 0.000000% 0.000137% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.062676% 0.000000% 0.031338% 0.000000% 0.094014% 0.013324% 0.000000% 0.011699% 0.000000% 0.025022% 150 Days 0.000000% 0.000000% 0.031338% 0.000000% 0.031338% 0.000000% 0.000000% 0.018404% 0.000000% 0.018404% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.501410% 0.062676% 0.062676% 0.000000% 0.626763% 0.356471% 0.033339% 0.030103% 0.000000% 0.419913%

180+ Delinquency Summary Summary Group I Days Number of Aggregate Percentage of Number of Aggregate Percentage of Delinquent Loans Outstanding Balance(%) Loans Oustanding Balance(%) Balance($) Balance($) 180 - 209 1 220,000.00 0.004 0 0.00 0.000 Total 1 220,000.00 0.004 0 0.00 0.000

180+ Delinquency Summary ~~(continued)~~Summary Group ~~II-C~~I ~~Group II-NC~~ Days Number of ~~Aggregate~~Outstanding Percentage of Number of ~~Aggregate~~Outstanding Percentage of Delinquent Loans ~~Outstanding~~Actual Balance(%) Loans ~~Oustanding~~Actual Balance(%) Balance($) Balance($) 180 - 209 16 5,932,304.04 0.129 2 1,403,112.26 0.197 210 - 239 21 4,833,541.78 0.105 0 0.00 0.000 240 - 269 14 5,823,224.78 0.127 0 0.00 0.000 ~~Total~~270 - 299 13 4,282,039.32 0.093 1 180,190.25 0.025 300 - 329 3 361,300.00 0.008 0 0.00 0.000 330 - 359 2 436,000.00 0.009 0 0.00 0.000 Total 69 21,668,409.92 0.471 3 1,583,302.51 0.222

180+ Delinquency Summary (continued) Group ~~III~~II-C Group IVII-NC Days Number of ~~Aggregate~~Outstanding Percentage of Number of ~~Aggregate~~Outstanding Percentage of Delinquent Loans ~~Outstanding~~Actual Balance(%) Loans ~~Oustanding~~Actual Balance(%) Balance($) Balance($) 180 - 209 3 786,650.00 0.211 1 ~~220~~1,305,000.00 0.~~017~~316 210 - 239 7 937,272.56 0.252 0 0.00 0.000 ~~Total~~240 - 269 2 246,100.00 0.066 2 1,261,149.62 ~~220~~0.305 270 - 299 0 0.00 0.000 1 412,300.00 0.100 300 - 329 0 0.00 0.000 0 0.00 0.~~017~~000 330 - 359 0 0.00 0.000 0 0.00 0.000 Total 12 1,970,022.56 0.529 4 2,978,449.62 0.721

180+ Delinquency Summary (continued) Group VIII Group VIIV ~~- HELOC's~~ Days Number of ~~Aggregate~~Outstanding Percentage of Number of ~~Aggregate~~Outstanding Percentage of Delinquent Loans ~~Outstanding~~Actual Balance(%) Loans ~~Oustanding~~Actual Balance(%) Balance($) Balance($) 180 - 209 4 566,092.00 0.046 2 1,036,919.43 0.00187 210 - 239 7 1,263,326.64 0.~~000~~103 1 555,200.00 0.100 240 - 269 1 113,831.26 0.009 2 984,800.00 0.~~000~~177 ~~Total~~270 - 299 4 461,060.58 0.038 0 0.00 0.000 300 - 329 1 220,000.00 0.018 0 0.00 0.000 ~~This~~330 ~~report~~- ~~includes~~359 ~~all~~2 ~~loans~~436,000.00 ~~greater~~0.036 ~~than~~0 ~~180~~0.00 ~~days~~0.000 ~~delinquent~~Total ~~regardless~~19 of3,060,310.48 ~~status~~0.250 ~~(REO,~~5 ~~Foreclosure~~2,576,919.43 ~~Bankruptcy)~~0.464

~~Summary~~180+ 12Delinquency ~~Month~~Summary ~~REO~~(continued) History*Group ~~New~~V ~~REO~~Group ~~Loans~~VI ~~Month REO Percentage Loans in REO 1 Feb~~-05 ~~0.000%~~HELOC's ~~Original~~Days ~~Principal~~Number ~~Balance~~of ~~71,200.00~~Outstanding ~~Mar-05~~Percentage ~~0.000%~~of ~~Current~~Number ~~Principal~~of ~~Balance~~Outstanding ~~71,200.00~~Percentage ~~Apr-05~~of ~~0.000%~~Delinquent ~~May-05 0.000% Current REO Total Jun-05 0.000%~~ Loans inActual ~~REO 2 Jul-05 0.000% Original Principal~~ Balance ~~185,200.00 Aug-05 0.000~~(%) Current Principal Balance 185,031.26 Sep-05 0.000% Oct-05 0.000% Nov-05 0.000% Dec-05 0.002% Jan-06 0.004% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group I 12 Month REO History* New REO Loans ~~Month~~Actual ~~REO Percentage Loans in REO 0 Feb-05 0.000% Original Principal~~ Balance ~~0.00 Mar-05 0.000~~(%) ~~Current Principal~~ Balance($) ~~0.00 Apr-05 0.000% May-05 0.000% Current REO Total Jun-05 0.000% Loans in REO 0 Jul-05 0.000% Original Principal~~ Balance($) ~~0.00~~180 ~~Aug~~-05 ~~0.000%~~209 ~~Current~~4 ~~Principal Balance 0~~834,530.0035 ~~Sep-05~~ 0.~~000%~~071 ~~Oct-05~~ 0~~.000%~~ ~~Nov-05~~ 0.000% Dec-05 0.000% Jan-06 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. Group II-C 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Feb-05 0.000% Original Principal Balance 0.00 ~~Mar-05~~ 0.000% ~~Current~~210 ~~Principal Balance 0.00 Apr~~-05 ~~0.000%~~239 ~~May-05~~6 02,077,742.~~000%~~58 ~~Current REO Total Jun-05~~ 0.~~000%~~177 ~~Loans in REO~~ 0 ~~Jul-05~~ 0.~~000% Original Principal Balance 0.~~00 ~~Aug-05~~ 0.000% ~~Current~~240 ~~Principal Balance 0.00 Sep~~-05 ~~0.000%~~269 ~~Oct-05~~7 03,217,343.~~000%~~90 ~~Nov-05~~ 0.~~000%~~275 ~~Dec-05~~ 0~~.000%~~ ~~Jan-06~~ 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. Group II-NC 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Feb-05 0.000% Original Principal Balance 0.00 ~~Mar-05~~ 0.000% ~~Current~~270 ~~Principal Balance 0.00 Apr~~-05 ~~0.000%~~299 ~~May-05~~7 03,228,488.~~000%~~49 ~~Current REO Total Jun-05~~ 0.~~000%~~276 ~~Loans in REO~~ 0 ~~Jul-05~~ 0.~~000% Original Principal Balance 0.~~00 ~~Aug-05~~ 0.000% ~~Current~~300 ~~Principal Balance 0.00 Sep~~-05 ~~0.000%~~329 Oct-05 0.000% Nov-05 0.000% Dec-05 0.000% Jan-06 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. Group III 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 1 Feb-05 0.000% Original Principal Balance 71,200.00 Mar-05 0.000% Current Principal Balance 71,200.00 Apr-05 0.000% May-05 0.000% Current REO Total Jun-05 0.000% Loans in REO 2 ~~Jul-05 0.000% Original Principal Balance 185~~141,~~200~~300.00 ~~Aug-05~~ 0.~~000%~~012 ~~Current Principal Balance 185,031.26 Sep-05~~ 0~~.000%~~ ~~Oct-05~~ 0.000% Nov-05 0.000% Dec-05 0.008% Jan-06 0.014% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group IV 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Feb-05 0.000% Original Principal Balance 0.00 ~~Mar-05~~ 0.000% ~~Current~~330 ~~Principal Balance 0.00 Apr~~-05 ~~0.000%~~359 ~~May-05~~ 0~~.000%~~ ~~Current REO Total Jun-05~~ 0.~~000% Loans in REO 0 Jul-05 0.000% Original Principal Balance 0.~~00 ~~Aug-05~~ 0.000% ~~Current Principal Balance~~ 0~~.00~~ ~~Sep-05~~ 0.000% Oct-05 0.000% Nov-05 0.000% Dec-05 0.000% Jan-06 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. Group V 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Feb-05 0.000% Original Principal Balance 0.00 ~~Mar-05~~ 0.000% ~~Current Principal Balance 0.00 Apr-05 0.000% May-05 0.000% Current REO~~ Total ~~Jun-05~~26 09,499,405.~~000%~~32 ~~Loans in REO~~ 0 ~~Jul-05 0~~.~~000%~~811 ~~Original Principal Balance~~ 0~~.00~~ ~~Aug-05~~ 0.~~000% Current Principal Balance 0.~~00 ~~Sep-05~~ 0.000% ~~Oct-05~~This ~~0.000% Nov-05 0.000% Dec-05 0.000% Jan-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance~~ report. ~~The~~includes ~~monthly~~all ~~bond~~loans ~~remittance~~greater ~~report~~than ~~can~~180 bedays ~~viewed~~delinquent ~~online~~regardless atof ~~www.ctslink.com.~~status ~~Group VI - HELOC's 12 Month~~ (REO, History*Foreclosure, ~~New REO Loans Month REO Percentage Loans in REO 0 Feb-05 0~~Bankruptcy).000% Original Principal Balance 0.00 Mar-05 0.000% Current Principal Balance 0.00 Apr-05 0.000% May-05 0.000% Current REO Total Jun-05 0.000% Loans in REO 0 Jul-05 0.000% Original Principal Balance 0.00 Aug-05 0.000% Current Principal Balance 0.00 Sep-05 0.000% Oct-05 0.000% Nov-05 0.000% Dec-05 0.000% Jan-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

REO Detail - All Mortgage Loans in REO during Current Period

Summary 12 Month REO ~~Loan~~History* ~~Detail~~New REO Loans Month REO Percentage Loans in REO 2 Jun-05 ~~All~~0.000% ~~Mortgage~~Original Principal Balance 449,400.00 Jul-05 0.000% Current Actual Balance 449,400.00 Aug-05 0.000% Sep-05 0.000% Current REO Total Oct-05 0.000% Loans in REO ~~during~~15 Nov-05 0.000% Original Principal Balance 3,263,000.00 Dec-05 0.002% Current ~~Period~~Actual Balance 3,262,623.98 Jan-06 0.004% Feb-06 0.057% Mar-06 0.058% Apr-06 0.067% May-06 0.071% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group I 12 Month ~~Loan~~REO ~~First~~History* New REO Loans Month REO Percentage Loans in REO 0 Jun-05 0.000% Original ~~Loan~~Principal ~~Entered~~Balance ~~Payment~~0.00 ~~LTV~~Jul-05 0.000% Current Actual Balance 0.00 Aug-05 0.000% Sep-05 0.000% Current REO Total Oct-05 0.000% Loans in REO 0 Nov-05 0.000% Original Principal Balance 0.00 Dec-05 0.000% Current Actual Balance 0.00 Jan-06 0.000% Feb-06 0.000% Mar-06 0.000% Apr-06 0.000% May-06 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. Group II-C 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Jun-05 0.000% Original Principal Balance 0.00 Jul-05 0.000% Current Actual Balance 0.00 Aug-05 0.000% Sep-05 0.000% Current REO Total Oct-05 0.000% Loans in REO 0 Nov-05 0.000% Original Principal Balance 0.00 Dec-05 0.000% Current Actual Balance 0.00 Jan-06 0.000% Feb-06 0.000% Mar-06 0.000% Apr-06 0.000% May-06 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. Group ~~Number~~II-NC 12 Month REO ~~Date~~History* ~~State~~New ~~Origination~~REO Loans Month REO Percentage Loans in REO 0 Jun-05 0.000% Original Principal Balance 0.00 Jul-05 0.000% Current Actual Balance 0.00 Aug-05 0.000% Sep-05 0.000% Current REO Total Oct-05 0.000% Loans in REO 1 Nov-05 0.000% Original Principal Balance 379,900.00 Dec-05 0.000% Current Actual Balance 379,899.62 Jan-06 0.000% Feb-06 0.080% Mar-06 0.083% Apr-06 0.088% May-06 0.092% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group III ~~0000811981~~12 Month REO History* New REO Loans Month REO Percentage Loans in REO 2 Jun-05 0.000% Original Principal Balance 449,400.00 Jul-05 0.000% Current Actual Balance 449,400.00 Aug-05 0.000% Sep-05 0.000% Current REO Total Oct-05 0.000% Loans in REO 7 Nov-05 0.000% Original Principal Balance 1,130,600.00 Dec-05 0.008% Current Actual Balance 1,130,371.53 Jan-~~2006~~06 010.014% Feb-06 0.053% Mar-06 0.054% Apr-06 0.083% May-06 0.092% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group IV 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Jun-~~2005~~05 MI0.000% Original Principal Balance 0.00 71Jul-05 0.000% Current Actual Balance 0.00 Aug-05 0.000% Sep-05 0.000% Current REO Total Oct-05 0.000% Loans in REO 1 Nov-05 0.000% Original Principal Balance 384,~~200~~800.00 Dec-05 0.000% Current Actual Balance 384,800.00 Jan-06 0.000% Feb-06 0.066% Mar-06 0.067% Apr-06 0.068% May-06 0.069% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group ~~III~~V ~~0000812735~~12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Jun-05 0.000% Original Principal Balance 0.00 Jul-05 0.000% Current Actual Balance 0.00 Aug-05 0.000% Sep-05 0.000% Current REO Total Oct-05 0.000% Loans in REO 6 Nov-05 0.000% Original Principal Balance 1,367,700.00 Dec-~~2005~~05 010.000% Current Actual Balance 1,367,552.83 Jan-06 0.000% Feb-06 0.111% Mar-06 0.113% Apr-06 0.115% May-06 0.117% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group VI - HELOC's 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Jun-~~2005~~05 MI0.000% Original Principal Balance 0.00 ~~114,~~Jul-05 0.000% Current Actual Balance 0.00 Aug-05 0.000% Sep-05 0.000% Current REO Total Oct-05 0.000% Loans in REO 0 Nov-05 0.000% Original Principal Balance 0.00 Dec-05 0.000% Current Actual Balance 0.00 Jan-06 0.000% Feb-06 0.000% Mar-06 0.000% Apr-06 0.000% May-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

REO Loan Detail - All Mortgage Loans in REO during Current Period ~~(continued)~~Month ~~Current~~Loan ~~Paid~~First ~~Current~~Original ~~Approximate~~ Loan ~~Principal~~Entered ToPayment ~~Months~~LTV ~~Loan~~at ~~Delinquent~~Principal Group Number ~~Balance~~REO Date ~~Delinquent~~State ~~Rate~~Origination ~~Interest~~Balance Group II-NC 0000789401 Feb-2006 01-Jul-2005 VA 0.00 379,900.00 Group III 0000798168 May-2006 01-Jun-2005 IL 0.00 171,500.00 Group III 0000798955 Feb-2006 01-May-2005 MI 0.00 92,000.00 Group III 0000811981 Jan-2006 01-Jun-2005 MI 0.00 71,200.00 Group III 0000812735 Dec-2005 01-Jun-2005 5MI 70.~~750%~~00 3114,~~063~~000.0600 Group III ~~0000812735~~0000814415 ~~113~~Apr-2006 01-May-2005 CO 0.00 344,~~831~~000.2600 Group III 0000859230 May-2006 01-Aug-2005 VA 70.00 277,900.00 Group III 0000859517 Feb-2006 01-Aug-2005 MI 0.00 60,000.00 Group IV 0000788480 Feb-2006 01-May-2005 MI 0.00 384,800.00 Group V 0000795651 Feb-2006 01-Jun-2005 MI 0.00 68,000.00 Group V 0000800845 Feb-2006 01-Jun-2005 MI 0.00 72,000.00 Group V 0000800851 Feb-2006 01-Jun-2005 MI 0.00 69,300.00 Group V 0000800855 Feb-2006 01-Jun-2005 MI 0.00 72,000.00 Group V 0000802303 Feb-2006 01-Jul-2005 4GA 70.~~625%~~00 41,~~118~~000,000.7800 Group V 0000896132 Feb-2006 01-Aug-2005 MI 80.00 86,400.00

~~Summary~~REO 12Loan ~~Month~~Detail ~~Foreclosure~~- History*All ~~New~~Mortgage ~~Foreclosure~~ Loans ~~Month Foreclosure Percentage Loans~~ in ~~Foreclosure~~REO 15during ~~Feb-05~~Current ~~0.000%~~Period ~~Original~~(continued) ~~Principal Balance 6,721,820.00 Mar-05 0.000%~~ Current ~~Principal~~Paid ~~Balance 6,721,812.82 Apr-05 0.000% May-05 0.000%~~ Current ~~Foreclosure~~Approximate ~~Total~~Loan ~~Jun-05~~Actual ~~0.000%~~To ~~Loans~~Months inLoan ~~Foreclosure~~Delinquent 33Group ~~Jul-05~~Number ~~0.000% Original Principal~~ Balance ~~12,257,740.00~~Date ~~Aug-05~~Delinquent ~~0.000%~~Rate ~~Current~~Interest ~~Principal~~Group ~~Balance 12,254,072.57 Sep~~II-05NC ~~0.000%~~0000789401 ~~Oct-05 0~~379,899.~~017%~~62 ~~Nov~~01-~~05 0.098% Dec~~Jul-052005 ~~0.111%~~8 ~~Jan-06 0~~7.~~243~~838% *The text reported in the above table is presented graphically on the monthly bond remittance report21,995.52 ~~The monthly bond remittance report can be viewed online at www.ctslink.com.~~ Group IIII 120000798168 ~~Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 Feb-05 0~~171,500.~~000% Original Principal Balance 0.~~00 ~~Mar~~01-~~05 0.000% Current Principal Balance 0.00 Apr~~Jun-052005 ~~0.000%~~9 ~~May-05 0~~6.~~000~~125% ~~Current Foreclosure Total Jun-05 0~~9,039.~~000%~~47 ~~Loans~~Group inIII ~~Foreclosure~~0000798955 ~~0 Jul-05 0.~~92,000~~% Original Principal Balance 0~~.00 ~~Aug~~01-~~05 0.000% Current Principal Balance 0.00 Sep~~Apr-052005 ~~0.000%~~11 ~~Oct-05 0~~7.000% ~~Nov-05 0~~5,558.~~000%~~67 Dec-05 0.000% Jan-06 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. Group ~~II-C~~III 120000811981 ~~Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 1 Feb-05 0.000% Original Principal Balance 359~~71,~~650~~200.00 ~~Mar~~01-~~05 0.000% Current Principal Balance 359,643.20 Apr-05 0.000% May-05 0.000% Current Foreclosure Total~~ Jun-052005 ~~0.000%~~9 ~~Loans in Foreclosure 3 Jul-05 0~~7.~~000~~750% ~~Original Principal Balance 618~~4,~~050~~813.0038 ~~Aug-05~~Group ~~0.000%~~III ~~Current~~0000812735 ~~Principal Balance 618~~113,~~043~~831.2026 ~~Sep~~01-~~05 0.000% Oct~~Jul-052005 ~~0.070%~~8 ~~Nov-05 0~~7.~~105~~625% ~~Dec-05 0~~6,854.~~057%~~23 ~~Jan-06 0.143% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.~~ Group ~~II-NC~~III 120000814415 ~~Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 4 Feb-05 0.000% Original Principal Balance 2~~344,~~089,950~~000.00 ~~Mar~~01-~~05 0.000% Current Principal Balance 2,089,949.62~~ Apr-052005 ~~0.000%~~11 ~~May-05 0~~7.~~000~~750% ~~Current Foreclosure Total Jun-05 0~~23,255.~~000%~~87 ~~Loans~~Group inIII ~~Foreclosure~~0000859230 ~~4 Jul-05 0.000% Original Principal Balance 2~~277,~~089,950~~900.00 ~~Aug~~01-~~05 0.000% Current Principal Balance 2,089,949.62 Sep-05 0.000%~~ Oct-052005 ~~0.000%~~5 ~~Nov-05 0~~5.~~067~~750% ~~Dec-05 0~~8,713.~~000%~~32 ~~Jan-06 0.424% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.~~ Group III 120000859517 ~~Month~~59,940.27 ~~Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 4 Feb~~01-05Aug-2005 07 6.000% ~~Original Principal Balance 595~~2,~~420~~518.0049 ~~Mar-05~~Group ~~0.000%~~IV ~~Current~~0000788480 ~~Principal Balance 595~~384,~~420~~800.00 ~~Apr~~01-~~05 0.000% May~~Jul-052005 ~~0.000%~~8 ~~Current Foreclosure Total Jun-05 0.000% Loans in Foreclosure~~ 7 ~~Jul-05 0~~.~~000~~500% ~~Original Principal Balance 991~~23,~~170~~248.0030 ~~Aug-05~~Group ~~0.000%~~V ~~Current~~0000795651 ~~Principal Balance 988~~67,~~746~~898.9574 ~~Sep~~01-~~05 0.000% Oct~~Jul-052005 ~~0.008%~~8 ~~Nov-05 0~~7.~~035~~500% ~~Dec-05 0~~4,088.~~043%~~11 ~~Jan-06 0.075% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.~~ Group IVV 120000800845 ~~Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 1 Feb-05 0.000% Original Principal Balance 555~~71,~~200~~954.0009 ~~Mar~~01-~~05 0.000% Current Principal Balance 555,200.00 Apr-05 0.000% May-05 0.000% Current Foreclosure Total~~ Jun-052005 ~~0.000%~~9 ~~Loans in Foreclosure 3 Jul-05 0~~8.~~000~~250% ~~Original Principal Balance 1~~5,~~540,000~~256.0044 ~~Aug-05~~Group ~~0.000%~~V ~~Current~~0000800851 ~~Principal Balance 1~~69,~~540,000~~300.00 ~~Sep~~01-~~05 0.000% Oct~~May-052005 ~~0.000%~~10 ~~Nov-05 0~~8.~~160~~250% ~~Dec-05 0~~5,059.~~162%~~42 ~~Jan-06 0.259% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.~~ Group V 120000800855 ~~Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 4 Feb-05 0.000% Original Principal Balance 3~~72,~~100,~~000.00 ~~Mar~~01-~~05 0.000% Current Principal Balance 3,100,000.00 Apr-05 0.000%~~ May-052005 ~~0.000%~~10 ~~Current Foreclosure Total Jun-05 0~~8.~~000~~250% ~~Loans in Foreclosure 14 Jul-05 0.000% Original Principal Balance 6~~5,~~962,990~~260.0058 Aug-05 0.000% Current Principal Balance 6,961,752.80 Sep-05 0.000% Oct-05 0.035% Nov-05 0.220% Dec-05 0.303% Jan-06 0.557% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group VIV -0000802303 ~~HELOC's 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure~~ 1 ~~Feb-05 0.000% Original Principal Balance 21~~,~~600.00 Mar-05 0.~~000~~% Current Principal Balance 21~~,~~600~~000.00 ~~Apr~~01-~~05 0.000% May-05 0.000% Current Foreclosure Total~~ Jun-052005 ~~0.000%~~9 ~~Loans in Foreclosure 2 Jul-05 0~~8.~~000~~875% ~~Original Principal Balance 55~~79,~~580~~062.0050 ~~Aug-05~~Group ~~0.000%~~V ~~Current~~0000896132 ~~Principal Balance 55~~86,~~580~~400.00 ~~Sep~~01-~~05 0.000% Oct~~Jul-052005 ~~0.000%~~8 ~~Nov-05 0~~6.~~000~~625% ~~Dec-05 0~~4,590.~~018% Jan-06 0.030% *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.~~00

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

~~Foreclosure~~Summary ~~Loan~~12 ~~Detail~~Month -Foreclosure ~~All~~History* ~~Mortgage~~New Foreclosure Loans inMonth Foreclosure ~~during~~Percentage ~~Current~~Loans ~~Period~~in ~~Month~~Foreclosure ~~Loan~~6 ~~First~~Jun-05 0.000% Original ~~Loan~~Principal ~~Entered~~Balance ~~Payment~~1,701,900.00 ~~LTV~~Jul-05 at0.000% ~~Principal~~Current ~~Group~~Actual ~~Number~~Balance FC1,700,423.17 ~~Date~~Aug-05 ~~State~~0.000% ~~Origination~~Sep-05 ~~Balance~~0.000% ~~Group~~Current ~~II-C~~Foreclosure ~~0000801080~~Total ~~Jan~~Oct-~~2006~~05 ~~01-May-2005~~0.017% CTLoans in Foreclosure 68 Nov-05 0.00098% ~~359~~Original Principal Balance 21,~~650~~577,443.00 ~~Group~~Dec-05 II0.111% Current Actual Balance 21,560,432.42 Jan-C06 ~~0000834368~~0.243% ~~Oct~~Feb-~~2005~~06 010.420% Mar-~~Jul-2005~~06 CO0.431% Apr-06 0.00497% ~~104,000~~May-06 0.00469% ~~Group~~*The ~~II-C~~text ~~0000858709~~reported ~~Nov-2005~~in ~~01-Aug-2005~~the FLabove 80table is presented graphically on the monthly bond remittance report.00 ~~154,400~~The monthly bond remittance report can be viewed online at www.00ctslink.com. Group ~~II-NC~~I ~~0000770755~~12 ~~Jan-2006~~Month ~~01-~~Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 Jun-~~2005~~05 OR 0.00000% ~~412,300~~Original Principal Balance 0.00 ~~Group II~~Jul-NC05 ~~0000776043~~0.000% ~~Jan-2006~~Current ~~01-Jun-2005~~Actual COBalance 0.00 ~~881,250~~Aug-05 0.00000% ~~Group II~~Sep-NC05 ~~0000783628~~0.000% ~~Jan-2006~~Current 01Foreclosure Total Oct-~~Jun-2005~~05 GA0.000% Loans in Foreclosure 1 Nov-05 0.00000% ~~416~~Original Principal Balance 44,~~500~~000.00 ~~Group II~~Dec-NC05 ~~0000789401~~0.000% Current Actual Balance 44,116.31 Jan-~~2006~~06 010.000% Feb-~~Jul~~06 0.024% Mar-~~2005~~06 VA0.024% Apr-06 0.00006% ~~379,900~~May-06 0.00006% ~~Group~~*The ~~III~~text ~~0000714668~~reported ~~Dec-2005~~in ~~01-Feb-2005~~the MIabove 0table is presented graphically on the monthly bond remittance report.00 ~~96,250~~The monthly bond remittance report can be viewed online at www.00ctslink.com. Group ~~III~~II-C ~~0000790266~~12 ~~Dec-2005~~Month ~~01-~~Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 1 Jun-~~2005~~05 IL 0.00000% ~~128~~Original Principal Balance 307,000.00 ~~Group~~Jul-05 ~~III~~0.000% ~~0000798168~~Current ~~Nov-2005~~Actual ~~01-Jun-2005~~Balance IL307,000.00 Aug-05 0.00000% ~~171,500~~Sep-05 0.00000% ~~Group~~Current ~~III~~Foreclosure ~~0000799068~~Total ~~Jan~~Oct-~~2006~~05 ~~01-Jun-2005~~0.070% CTLoans in Foreclosure 5 Nov-05 0.00105% ~~119~~Original Principal Balance 1,~~020~~328,050.00 ~~Group~~Dec-05 ~~III~~0.057% ~~0000818885~~Current Actual Balance 1,326,208.47 Jan-~~2006~~06 010.143% Feb-~~Jun~~06 0.325% Mar-~~2005~~06 NC0.336% Apr-06 0.00300% ~~90,000~~May-06 0.00356% ~~Group~~*The ~~III~~text ~~0000820557~~reported ~~Jan-2006~~in ~~01-Jun-2005~~the MIabove ~~0.00~~table ~~220,000.00~~is ~~Group~~presented ~~III~~graphically ~~0000870831~~on ~~Jan-2006~~the ~~01-Jul-2005~~monthly FLbond ~~80.00~~remittance ~~166,400~~report.00 ~~Group~~The IVmonthly ~~0000788480~~bond ~~Nov-2005~~remittance ~~01-May-2005~~report MIcan ~~0.00~~be ~~384,800~~viewed online at www.00ctslink.com. Group IVII-NC ~~0000838238~~12 ~~Jan-2006~~Month ~~01-Jul-2005~~Foreclosure ILHistory* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0~~.00~~ ~~555,200~~Jun-05 0.00000% ~~Group~~Original IVPrincipal ~~0000866950~~Balance ~~Nov-2005~~0.00 ~~01-~~Jul-~~2005~~05 IL0.000% Current Actual Balance 0.00 ~~600,~~Aug-05 0.000% Sep-05 0.00000% ~~Group~~Current VForeclosure ~~0000753016~~Total ~~Dec~~Oct-~~2005~~05 ~~01-Jul-2005~~0.000% NYLoans in Foreclosure 3 Nov-05 0.00067% 1Original Principal Balance 2,~~000~~598,550.00 Dec-05 0.000% Current Actual Balance 2,598,550.00 ~~Group~~Jan-06 V0.424% ~~0000785660~~Feb-06 ~~Nov~~0.632% Mar-~~2005~~06 010.570% Apr-06 0.946% May-~~2005~~06 NC 0.00629% ~~127,920~~*The text reported in the above table is presented graphically on the monthly bond remittance report.00 The monthly bond remittance report can be viewed online at www.ctslink.com. Group VIII ~~0000795651~~12 ~~Nov-2005~~Month ~~01-~~Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 2 Jun-~~2005~~05 MI 0.00000% 68Original Principal Balance 316,~~000~~400.00 ~~Group~~Jul-05 V0.000% ~~0000802303~~Current ~~Nov~~Actual Balance 316,400.00 Aug-~~2005~~05 010.000% Sep-~~Jul~~05 0.000% Current Foreclosure Total Oct-~~2005~~05 GA0.008% Loans in Foreclosure 21 Nov-05 0.00035% 1Original Principal Balance 3,~~000~~559,~~000~~662.00 ~~Group~~Dec-05 V0.043% ~~0000802397~~Current ~~Nov~~Actual Balance 3,554,903.75 Jan-~~2005~~06 010.075% Feb-~~Jul~~06 0.298% Mar-~~2005~~06 GA0.288% Apr-06 0.00316% ~~792,000~~May-06 0.00290% ~~Group~~*The Vtext ~~0000803682~~reported ~~Jan-2006~~in ~~01-Jul-2005~~the GAabove 0table is presented graphically on the monthly bond remittance report.00 ~~100,000~~The monthly bond remittance report can be viewed online at www.00ctslink.com. Group VIV ~~0000809810~~12 ~~Nov-2005~~Month ~~01-~~Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 1 Jun-~~2005~~05 IL 0.00000% ~~424~~Original Principal Balance 630,000.00 ~~Group~~Jul-05 V0.000% ~~0000813070~~Current ~~Oct-2005~~Actual ~~01-Jul-2005~~Balance MI629,921.50 Aug-05 0.00000% ~~71,250~~Sep-05 0.00000% ~~Group~~Current VForeclosure ~~0000825582~~Total Oct-~~2005~~05 ~~01-Jun-2005~~0.000% FLLoans in Foreclosure 6 Nov-05 0.00160% ~~157~~Original Principal Balance 3,~~500~~783,341.00 ~~Group~~Dec-05 V0.162% ~~0000834047~~Current Actual Balance 3,782,040.93 Jan-~~2006~~06 010.259% Feb-~~Jul~~06 0.537% Mar-~~2005~~06 FL0.549% Apr-06 0.00560% ~~1,000,000~~May-06 0.00680% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group V ~~0000867742~~12 ~~Nov-2005~~Month ~~01-Jul-2005~~Foreclosure NCHistory* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 2 Jun-05 0.00000% ~~135~~Original Principal Balance 448,~~920~~500.00 ~~Group~~Jul-05 V0.000% ~~0000882856~~Current ~~Jan~~Actual Balance 447,101.67 Aug-~~2006~~05 010.000% Sep-~~Aug~~05 0.000% Current Foreclosure Total Oct-~~2005~~05 FL0.035% 76Loans in Foreclosure 32 Nov-05 0.92220% 1Original Principal Balance 10,~~000~~263,~~000~~840.00 ~~Group~~Dec-05 V0.303% ~~0000882959~~Current Actual Balance 10,254,612.96 Jan-~~2006~~06 010.557% Feb-~~Aug~~06 0.741% Mar-~~2005~~06 FL0.808% 78Apr-06 0.13921% ~~1,000,000~~May-06 0.00876% ~~Group~~*The Vtext ~~0000896132~~reported ~~Nov-2005~~in ~~01-Aug-2005~~the MIabove 80table is presented graphically on the monthly bond remittance report.00 ~~86,400~~The monthly bond remittance report can be viewed online at www.00ctslink.com. Group VI - HELOC's ~~0000867938~~12 ~~Dec-2005~~Month ~~30-~~Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 Jun-~~2005~~05 NC0.000% Original Principal Balance 0.00 ~~33,980~~Jul-05 0.000% Current Actual Balance 0.00 ~~Group~~Aug-05 VI0.000% Sep-05 ~~HELOC's~~0.000% ~~0000896868~~Current ~~Jan~~Foreclosure Total Oct-~~2006~~05 210.000% Loans in Foreclosure 0 Nov-~~Jul-2005~~05 MI0.000% 20Original Principal Balance 0.00 ~~21,600~~Dec-05 0.018% Current Actual Balance 0.00 Jan-06 0.030% Feb-06 0.031% Mar-06 0.033% Apr-06 0.000% May-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period ~~(continued)~~Month ~~Current~~Loan ~~Paid~~First ~~Current~~Original ~~Approximate~~ Loan ~~Principal~~Entered ToPayment ~~Months~~LTV ~~Loan~~at ~~Delinquent~~Principal Group Number ~~Balance~~FC Date ~~Delinquent~~State ~~Rate~~Origination ~~Interest~~Balance Group ~~II-C~~I ~~0000801080~~0000856237 ~~359,643.20~~Feb-2006 01-~~Aug~~Jul-2005 3SC 60.~~000%~~00 844,~~429~~000.1500 Group II-C ~~0000834368~~0000801171 ~~104~~May-2006 01-Jun-2005 NY 0.00 307,000.00 Group II-C 0000833282 Feb-2006 01-~~Jun~~Jul-2005 5IL 60.~~625%~~00 3359,~~791~~650.6900 Group II-C ~~0000858709~~0000842233 ~~154~~Feb-2006 01-May-2005 IL 0.00 301,~~400~~000.00 Group II-C 0000851058 Apr-2006 01-Jul-2005 4FL 70.~~500%~~00 5268,~~500~~700.5000 Group II-NCC ~~0000770755~~0000895413 ~~412~~Feb-2006 01-Aug-2005 MT 0.00 91,~~300~~700.00 Group II-NC 0000770755 Jan-2006 01-Jun-2005 5OR 60.~~250%~~00 14412,~~430~~300.5000 Group II-NC 0000776043 Jan-2006 01-Jun-2005 CO 0.00 881,250.00 Group II-NC 0000841554 Feb-2006 01-Jul-2005 4MI 60.00 1,305,000%.00 25Group III 0000634387 May-2006 01-Jun-2005 NY 0.00 238,~~335~~000.9600 Group IIIII 0000714668 Dec-NC2005 ~~0000783628~~01-Feb-2005 ~~416~~MI 0.00 96,~~500~~250.00 Group III 0000772467 Apr-2006 01-Jul-2005 4PA 50.~~875%~~00 11178,~~714~~000.0400 Group IIIII 0000790266 Dec-NC2005 ~~0000789401~~01-Jun-2005 ~~379~~IL 0.00 128,~~899~~000.6200 Group III 0000792568 Apr-2006 01-~~Jul~~Jun-2005 4NJ 70.~~276%~~00 12296,~~645~~182.2500 Group III ~~0000714668~~0000794111 95Feb-2006 01-May-2005 IL 0.00 111,~~860~~600.5800 Group III 0000797503 Feb-2006 01-Jun-2005 5MI 70.~~125%~~00 383,~~765~~200.9300 Group III ~~0000790266~~0000808530 ~~125~~Feb-2006 01-Jun-2005 OH 0.00 66,~~966~~500.3700 Group III 0000811140 Feb-2006 01-~~Aug~~Jun-2005 3IL 70.~~125%~~00 3240,~~546~~000.0300 Group III ~~0000798168~~0000812044 ~~171~~May-2006 01-Jul-2005 DE 0.00 78,~~500~~400.00 Group III 0000820557 Jan-2006 01-Jun-2005 5MI 60.~~125%~~00 5220,~~752~~000.3900 Group III ~~0000799068~~0000829196 ~~119~~Apr-2006 01-Jun-2005 IL 0.00 129,~~020~~500.00 Group III 0000830347 Feb-2006 01-~~Aug~~Jul-2005 3SC 70.00 113,750%.00 3Group III 0000837810 Feb-2006 01-Jun-2005 FL 0.00 193,~~657~~375.4000 Group III ~~0000818885~~0000848505 90Mar-2006 01-Jul-2005 IL 0.00 170,000.00 Group III 0000853217 Feb-2006 01-~~Aug~~Jul-2005 3FL 70.~~500%~~00 2208,~~671~~905.8500 Group III ~~0000820557~~0000854860 ~~220~~Feb-2006 01-Aug-2005 IL 80.00 192,000.00 Group III 0000859552 Feb-2006 01-~~May~~Aug-2005 6MI 70.~~875%~~00 985,~~625~~600.00 Group III 0000870831 Jan-2006 01-Jul-2005 FL 80.00 166,400.00 Group III 0000871204 Feb-2006 01-Aug-2005 3MI 780.~~375%~~00 4352,~~853~~000.3500 Group III 0000873128 Feb-2006 01-Aug-2005 MI 80.00 212,000.00 Group IV ~~0000788480~~0000827661 ~~384~~Feb-2006 01-Jun-2005 VA 0.00 590,~~800~~141.00 Group IV 0000830555 May-2006 01-Jul-2005 4NY 70.~~500%~~00 13630,~~948~~000.9800 Group IV 0000838238 Jan-2006 01-Jul-2005 IL 0.00 555,200.00 Group IV 0000866950 Nov-2005 01-~~Aug~~Jul-2005 3IL 70.~~000%~~00 15600,~~615~~000.00 Group IV ~~0000866950~~0000870902 ~~600~~Feb-2006 01-Jul-2005 UT 0.00 448,000.00 Group IV 0000877110 Feb-2006 01-~~Jul~~Aug-2005 4FL 780.~~250%~~00 21960,000.00 Group V 0000753016 Dec-2005 01-Jul-2005 NY 0.00 1,000,000.00 Group V 0000757477 May-2006 01-Jun-2005 5IL 70.~~625%~~00 42228,~~926~~000.4400 Group V ~~0000785660~~0000778879 ~~127~~Feb-2006 01-May-2005 OH 0.00 107,~~920~~950.00 Group V 0000789536 Feb-2006 01-~~Jul~~Jun-2005 4NJ 60.~~750%~~00 4182,~~157~~000.4000 Group V ~~0000795651~~0000805444 ~~67,898.74~~Feb-2006 01-~~Jul~~Jun-2005 4NY 70.~~500%~~00 2880,~~456~~000.6800 Group V ~~0000802303~~0000807715 1Feb-2006 01-Jun-2005 MI 0.00 48,000~~,000~~.00 Group V 0000809810 Nov-2005 01-Jun-2005 5IL 80.~~875%~~00 50424,~~312~~000.5000 Group V ~~0000802397~~0000811847 ~~792~~Feb-2006 01-Jun-2005 MI 0.00 76,000.00 Group V 0000811878 Feb-2006 01-Jun-2005 5MI 80.~~875%~~00 39100,~~847~~000.5000 Group V ~~0000803682~~0000812550 ~~100~~Feb-2006 01-Jun-2005 MI 0.00 80,000.00 Group V 0000813070 Oct-2005 01-~~Jun~~Jul-2005 5MI 80.~~875%~~00 571,~~031~~250.2500 Group V ~~0000809810~~0000820783 ~~422~~Feb-2006 01-Jun-2005 MI 0.00 88,~~999~~000.6600 Group V 0000820805 Feb-2006 01-~~Jul~~Jun-2005 4MI 70.~~625%~~00 15108,~~598~~000.1400 Group V ~~0000813070~~0000820842 71Feb-2006 01-Jul-2005 MI 0.00 100,~~250~~000.00 Group V 0000824052 Feb-2006 01-Jun-2005 5MI 70.~~250%~~00 292,~~902~~000.5000 Group V 0000825582 ~~157,364.40~~Oct-2005 01-Jun-2005 5FL 60.~~750%~~00 5157,~~951~~500.0800 Group V 0000834047 Jan-2006 01-Jul-2005 FL 0.00 1,000,000.00 Group V 0000834680 Feb-2006 01-~~Jul~~Jun-2005 4MI 90.~~000%~~00 4372,~~750~~000.0200 Group V ~~0000867742~~0000837249 ~~135~~Apr-2006 01-Jul-2005 FL 0.00 630,~~920~~000.00 Group V 0000838007 Feb-2006 01-~~Jun~~Jul-2005 5KY 60.~~125%~~00 4104,~~658~~200.0400 Group V ~~0000882856~~0000843474 1Feb-2006 01-Jul-2005 NY 0.00 402,~~000,000~~500.00 Group V 0000851540 Apr-2006 01-Jul-2005 4SC 90.00 44,000%.00 43Group V 0000854106 May-2006 01-Aug-2005 IL 0.00 220,~~750~~500.0200 Group V ~~0000882959~~0000854403 1Apr-2006 01-Aug-2005 NY 80.00 592,000~~,000~~.00 Group V 0000854878 Apr-2006 01-Aug-2005 3FL 980.~~000%~~00 36919,~~458~~920.3500 Group V ~~0000896132~~0000861383 86Feb-2006 01-Aug-2005 NC 95.00 151,~~400~~050.00 Group V 0000867742 Nov-2005 01-Jul-2005 4NC 60.~~625%~~00 2135,~~754~~920.00 Group VIV 0000870525 Apr-2006 ~~HELOC's~~01-Aug-2005 ~~0000867938~~IN 3380.00 83,~~980~~200.00 20Group V 0000878830 Apr-~~Jun~~2006 01-Aug-2005 5IN 980.~~750%~~00 183,~~787~~200.4900 Group VIV 0000882856 Jan-2006 ~~HELOC's~~01-Aug-2005 ~~0000896868~~FL 2176.92 1,~~600~~000,000.00 20Group V 0000882959 Jan-~~Jul~~2006 01-Aug-2005 4FL 578.13 1,000%,000.00 ~~499~~Group V 0000895497 Apr-2006 01-Aug-2005 KY 0.5000 82,650.00

~~Summary~~Foreclosure 12Loan ~~Month~~Detail ~~Bankruptcy~~- History*All ~~New~~Mortgage ~~Bankruptcy~~ Loans ~~Month~~in ~~Bankruptcy~~Foreclosure ~~Percentage~~during ~~Loans~~Current inPeriod ~~Bankruptcy~~(continued) 12Current ~~Feb-05~~Paid ~~0.000%~~Current ~~Original~~Approximate ~~Principal~~Loan ~~Balance~~Actual ~~1,468,200.00~~To ~~Mar-05~~Months ~~0.000%~~Loan ~~Current~~Delinquent ~~Principal~~Group Number Balance ~~1,468,173.56~~Date ~~Apr-05~~Delinquent ~~0.000%~~Rate ~~May-05~~Interest ~~0.000%~~Group ~~Current~~I ~~Bankruptcy~~0000856237 ~~Total~~44,116.31 ~~Jun~~01-05Sep-2005 06 7.~~000~~198% ~~Loans~~1,876.35 inGroup ~~Bankruptcy 56 Jul~~II-05C ~~0.000%~~0000801171 ~~Original Principal Balance 10~~307,~~422,504~~000.00 ~~Aug~~01-05Dec-2005 03 6.~~024~~375% ~~Current~~7,675.00 ~~Principal~~Group ~~Balance~~II-C 100000833282 359,~~369,532~~650.1800 01-Sep-052005 06 8.~~044~~750% ~~Oct-05 0~~18,806.~~061%~~71 ~~Nov~~Group II-05C 00000842233 301,000.~~128%~~00 ~~Dec~~01-05Sep-2005 06 6.~~172~~625% ~~Jan-06 0~~9,029.~~206%~~99 *TheGroup ~~text~~II-C ~~reported~~0000851058 in266,858.47 ~~the~~01-Nov-2005 ~~above~~4 ~~table is presented graphically on the monthly bond remittance report~~6.878% ~~The monthly bond remittance report can be viewed online at www~~8,214.~~ctslink.com.~~58 Group ~~I 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 Feb~~II-05C ~~0.000%~~0000895413 ~~Original Principal Balance 0~~91,700.00 ~~Mar~~01-05Jul-2005 08 7.~~000~~750% ~~Current~~5,635.70 ~~Principal~~Group ~~Balance~~II-NC 00000770755 412,300.00 ~~Apr~~01-05Jun-2005 09 6.~~000~~250% ~~May-05 0~~22,676.~~000%~~50 ~~Current~~Group ~~Bankruptcy Total Jun~~II-05NC 00000776043 881,250.~~000%~~00 ~~Loans in Bankruptcy 2~~ 01-Jul-052005 08 6.000% ~~Original~~42,226.60 ~~Principal~~Group ~~Balance~~II-NC 0000841554 1,~~538~~305,~~100~~000.00 ~~Aug~~01-05Sep-2005 06 6.000% ~~Current~~50,024.96 ~~Principal~~Group ~~Balance~~III 10000634387 238,~~535,565~~000.2400 ~~Sep~~01-05Dec-2005 03 7.~~000~~250% ~~Oct-05 0~~6,817.~~000%~~70 ~~Nov-05~~Group ~~0.023%~~III ~~Dec-05~~0000714668 095,860.~~201%~~58 ~~Jan~~01-06Jun-2005 09 7.~~203~~125% *The5,907.29 ~~text~~Group ~~reported~~III in0000772467 ~~the~~178,000.00 ~~above~~01-Nov-2005 ~~table~~4 is6.875% ~~presented~~5,784.96 ~~graphically~~Group onIII ~~the~~0000790266 ~~monthly~~125,966.37 ~~bond~~01-Aug-2005 ~~remittance~~7 ~~report~~7.125% ~~The~~6,363.26 ~~monthly~~Group ~~bond~~III ~~remittance~~0000792568 ~~report~~296,182.00 ~~can~~01-Oct-2005 be5 ~~viewed~~7.750% ~~online at www~~12,741.~~ctslink.com.~~96 Group ~~II-C~~III 120000794111 ~~Month~~111,600.00 ~~Bankruptcy~~01-Sep-2005 History*6 ~~New~~7.125% ~~Bankruptcy~~5,022.00 ~~Loans~~Group ~~Month~~III ~~Bankruptcy~~0000797503 ~~Percentage~~82,649.27 ~~Loans in Bankruptcy 4 Feb~~01-05Oct-2005 05 6.~~000~~875% ~~Original~~3,125.37 ~~Principal~~Group ~~Balance~~III ~~468~~0000808530 66,~~300~~500.00 ~~Mar~~01-05Sep-2005 06 7.~~000~~375% ~~Current~~3,103.36 ~~Principal~~Group ~~Balance~~III ~~468~~0000811140 239,~~300~~992.00 ~~Apr~~01-05Sep-2005 06 7.~~000~~750% ~~May-05 0~~11,799.~~000%~~65 ~~Current~~Group ~~Bankruptcy~~III ~~Total~~0000812044 ~~Jun-05 0~~78,400.~~000%~~00 ~~Loans in Bankruptcy 9 Jul~~01-05Nov-2005 04 6.000% ~~Original~~2,205.00 ~~Principal~~Group ~~Balance~~III 10000820557 220,~~193,700~~000.00 ~~Aug~~01-05May-2005 010 7.~~000~~875% ~~Current Principal Balance 1~~15,~~188,579~~125.8500 ~~Sep-05~~Group ~~0.058%~~III ~~Oct-05~~0000829196 0129,499.~~059%~~58 01-Nov-052005 ~~0.141%~~4 ~~Dec-05 0~~7.~~160~~250% ~~Jan-06 0~~4,451.~~274%~~52 *TheGroup ~~text~~III ~~reported~~0000830347 in113,356.04 ~~the~~01-Oct-2005 ~~above~~5 ~~table~~7.000% is4,369.57 ~~presented~~Group ~~graphically~~III on0000837810 ~~the~~193,375.00 ~~monthly~~01-Oct-2005 ~~bond~~5 ~~remittance report~~6.625% ~~The monthly bond remittance report can be viewed online at www~~7,050.~~ctslink.com.~~12 Group ~~II-NC~~III 120000848505 ~~Month~~169,373.96 ~~Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 Feb~~01-05Oct-2005 05 6.~~000~~500% ~~Original~~6,034.61 ~~Principal~~Group ~~Balance~~III 00000853217 208,905.00 ~~Mar~~01-05Oct-2005 05 7.~~000~~375% ~~Current~~8,530.34 ~~Principal~~Group ~~Balance~~III 00000854860 192,000.00 ~~Apr~~01-05Oct-2005 05 6.~~000~~125% ~~May-05 0~~6,440.~~000%~~00 ~~Current~~Group ~~Bankruptcy~~III ~~Total~~0000859552 ~~Jun-05 0~~85,343.~~000%~~09 ~~Loans in Bankruptcy 0 Jul~~01-05Oct-2005 05 6.000% ~~Original~~2,791.73 ~~Principal~~Group ~~Balance~~III 00000870831 166,400.00 01-Aug-052005 07 7.~~000~~375% ~~Current~~8,736.03 ~~Principal~~Group ~~Balance~~III 00000871204 352,000.00 ~~Sep~~01-05Aug-2005 07 7.~~000~~125% ~~Oct-05 0~~17,820.~~000%~~00 ~~Nov-05~~Group ~~0.000%~~III ~~Dec-05~~0000873128 0211,500.~~000%~~86 ~~Jan~~01-06Oct-2005 05 7.~~000~~250% *The8,461.61 ~~text~~Group ~~reported~~IV in0000827661 ~~the~~590,141.00 ~~above~~01-Sep-2005 ~~table~~6 ~~is presented graphically on the monthly bond remittance report~~7.125% ~~The monthly bond remittance report can be viewed online at www~~27,048.~~ctslink.com.~~08 Group ~~III~~IV 120000830555 ~~Month~~629,921.50 ~~Bankruptcy~~01-Nov-2005 History*4 ~~New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy~~ 6 ~~Feb-05 0~~.~~000~~875% ~~Original~~20,866.33 ~~Principal~~Group ~~Balance~~IV ~~750~~0000838238 555,~~900~~200.00 ~~Mar~~01-05Aug-2005 07 7.000% ~~Current~~28,107.00 ~~Principal~~Group ~~Balance~~IV ~~750~~0000866950 600,~~873~~000.5700 ~~Apr~~01-05Jul-2005 08 7.~~000~~250% ~~May-05 0.~~35,000%.00 ~~Current~~Group ~~Bankruptcy~~IV ~~Total~~0000870902 ~~Jun~~446,778.43 01-05Sep-2005 06 6.~~000~~500% ~~Loans in Bankruptcy~~ 18 ~~Jul-05 0~~,555.~~000%~~08 ~~Original~~Group ~~Principal~~IV ~~Balance~~0000877110 2960,~~916,084~~000.00 ~~Aug~~01-05Oct-2005 05 7.~~028~~500% ~~Current~~40,600.00 ~~Principal~~Group ~~Balance~~V 20000753016 1,~~914~~000,~~360~~000.7700 ~~Sep~~01-05Jun-2005 09 7.~~056~~625% ~~Oct-05 0~~67,354.~~090%~~81 ~~Nov-05~~Group 0V 0000757477 226,601.~~148%~~67 01-Dec-052005 03 6.~~159~~750% ~~Jan-06 0~~6,126.~~220%~~00 *TheGroup ~~text~~V ~~reported~~0000778879 in107,327.36 ~~the~~01-Oct-2005 ~~above~~5 ~~table is presented graphically on the monthly bond remittance report~~6.250% ~~The monthly bond remittance report can be viewed online at www~~3,745.~~ctslink.com.~~27 Group IVV 120000789536 ~~Month~~181,631.20 ~~Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 Feb~~01-05Aug-2005 07 8.000% ~~Original~~10,527.90 ~~Principal~~Group ~~Balance~~V 00000805444 880,000.00 ~~Mar~~01-05Oct-2005 05 7.~~000~~375% ~~Current Principal Balance 0~~36,575.00 ~~Apr-05~~Group ~~0.000%~~V ~~May-05~~0000807715 047,861.~~000%~~41 ~~Current Bankruptcy Total Jun~~01-05Sep-2005 06 8.~~000~~250% ~~Loans~~2,546.68 inGroup ~~Bankruptcy~~V 20000809810 422,999.66 01-Jul-052005 08 7.~~000~~625% ~~Original~~25,996.90 ~~Principal~~Group ~~Balance~~V 10000811847 76,~~068,~~000.00 ~~Aug~~01-05Oct-2005 05 7.~~094~~625% ~~Current~~3,269.63 ~~Principal~~Group ~~Balance~~V 10000811878 100,~~036,851~~000.0600 ~~Sep~~01-~~05 0.159%~~ Oct-052005 05 7.~~163~~625% ~~Nov-05 0~~4,302.~~169%~~13 ~~Dec-05~~Group 0V 0000812550 80,000.~~171%~~00 ~~Jan~~01-06Oct-2005 05 7.~~174~~625% *The3,441.62 ~~text~~Group ~~reported~~V in0000813070 ~~the~~71,250.00 ~~above~~01-Jun-2005 ~~table~~9 is7.250% ~~presented~~4,553.72 ~~graphically~~Group onV ~~the~~0000820783 ~~monthly~~88,000.00 ~~bond~~01-Oct-2005 ~~remittance~~5 ~~report~~7.500% ~~The monthly bond remittance report can be viewed online at www~~3,721.~~ctslink.com.~~69 Group V 120000820805 ~~Month~~108,000.00 ~~Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 2 Feb~~01-05Oct-2005 05 7.~~000~~625% ~~Original~~4,646.25 ~~Principal~~Group ~~Balance~~V ~~249~~0000820842 100,000.00 ~~Mar~~01-05Oct-2005 05 7.~~000~~625% ~~Current~~4,302.13 ~~Principal~~Group ~~Balance~~V ~~248~~0000824052 92,~~999~~000.9900 ~~Apr~~01-05Oct-2005 05 7.~~000~~625% ~~May-05 0~~3,957.~~000%~~87 ~~Current~~Group ~~Bankruptcy~~V ~~Total~~0000825582 157,364.40 01-Jun-052005 09 6.~~000~~750% ~~Loans~~9,334.99 inGroup ~~Bankruptcy~~V 230000834047 1,000,000.00 01-Jul-052005 08 9.000% ~~Original~~72,916.70 ~~Principal~~Group ~~Balance~~V 30000834680 72,~~644,545~~000.00 ~~Aug~~01-05Oct-2005 05 7.~~019~~625% ~~Current Principal Balance~~ 3,~~632,619~~097.2750 ~~Sep-05~~Group ~~0.020%~~V ~~Oct-05~~0000837249 0630,000.~~049%~~00 ~~Nov~~01-~~05 0.214%~~ Dec-052005 03 6.~~266~~000% ~~Jan-06 0~~15,093.~~291%~~75 *TheGroup ~~text~~V ~~reported~~0000838007 in104,024.42 ~~the~~01-Aug-2005 ~~above~~7 ~~table is presented graphically on the monthly bond remittance report~~6.875% ~~The monthly bond remittance report can be viewed online at www~~5,150.~~ctslink.com.~~89 Group VIV -0000843474 ~~HELOC's~~ 401,870.12 ~~Month~~01-Aug-2005 ~~Bankruptcy~~7 History*7.250% ~~New~~21,030.51 ~~Bankruptcy~~Group ~~Loans~~V ~~Month~~0000851540 ~~Bankruptcy~~43,838.73 ~~Percentage Loans in Bankruptcy 0 Feb~~01-05Nov-2005 04 7.~~000~~625% ~~Original~~1,613.50 ~~Principal~~Group ~~Balance~~V 00000854106 220,500.00 ~~Mar~~01-05Nov-2005 04 6.~~000~~375% ~~Current~~6,752.82 ~~Principal~~Group ~~Balance~~V 00000854403 592,000.00 ~~Apr~~01-05Nov-2005 04 7.~~000~~250% ~~May-05 0~~20,720.~~000%~~04 ~~Current~~Group ~~Bankruptcy~~V ~~Total~~0000854878 ~~Jun~~916,463.51 01-05Dec-2005 03 7.~~000~~500% ~~Loans~~27,642.02 inGroup ~~Bankruptcy~~V 20000861383 ~~Jul~~150,630.08 01-05Nov-2005 04 7.~~000~~875% ~~Original~~5,732.51 ~~Principal~~Group ~~Balance~~V 620000867742 135,~~075~~920.00 ~~Aug~~01-05Jun-2005 09 6.~~021~~125% ~~Current~~7,319.80 ~~Principal~~Group ~~Balance~~V 610000870525 83,~~555~~008.9987 ~~Sep~~01-~~05 0.022%~~ Oct-052005 05 7.~~023~~500% ~~Nov-05 0~~3,502.~~031%~~53 ~~Dec-05~~Group 0V 0000878830 83,010.~~032%~~98 ~~Jan~~01-06Oct-2005 05 7.~~033~~500% *The3,502.62 ~~text~~Group ~~reported~~V in0000882856 ~~the~~1,000,000.00 ~~above~~01-Jul-2005 ~~table~~8 is9.000% ~~presented~~72,916.70 ~~graphically~~Group onV ~~the~~0000882959 ~~monthly~~1,000,000.00 ~~bond~~01-Aug-2005 ~~remittance~~7 ~~report~~9.000% ~~The~~65,625.03 ~~monthly~~Group ~~bond~~V ~~remittance~~0000895497 ~~report~~82,310.55 ~~can~~01-Dec-2005 be3 ~~viewed~~7.500% ~~online at www~~2,482.~~ctslink.com.~~97

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

Summary 12 Month Bankruptcy ~~Detail~~History* -New ~~All~~Bankruptcy ~~Mortgage~~Loans Month Bankruptcy Percentage Loans in Bankruptcy ~~during~~8 ~~Current~~Jun-05 ~~Period~~0.000% ~~Group~~Original ~~Loan~~Principal ~~Month~~Balance ~~Loan~~1,110,950.00 ~~First~~Jul-05 ~~State~~0.000% ~~LTV~~Current atActual ~~Original~~Balance ~~Number~~1,109,421.29 ~~Entered~~Aug-05 ~~Payment~~0.024% ~~Origination~~Sep-05 ~~Principal~~0.044% Current Bankruptcy ~~Date~~Total ~~Balance~~Oct-05 ~~Group~~0.061% ILoans ~~0000782788~~in ~~Dec-2005~~Bankruptcy 0166 Nov-~~Aug-2005~~05 ~~NJ 80~~0.00128% 1Original Principal Balance 12,~~360~~604,~~000~~904.00 ~~Group~~Dec-05 I0.172% ~~0000869191~~Current ~~Nov~~Actual Balance 12,541,241.96 Jan-~~2005~~06 010.206% Feb-~~Aug~~06 0.248% Mar-~~2005~~06 FL0.231% 65Apr-06 0.00247% ~~178,100~~May-06 0.00273% ~~Group~~*The ~~II-C~~text ~~0000589518~~reported ~~Sep-2005~~in ~~01-Sep-2004~~the ORabove 0table is presented graphically on the monthly bond remittance report.00 ~~290,000~~The monthly bond remittance report can be viewed online at www.00ctslink.com. Group ~~II-C~~I ~~0000806831~~12 ~~Jan-2006~~Month ~~01-May-2005~~Bankruptcy COHistory* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 1 Jun-05 0.00000% ~~105~~Original Principal Balance 270,000.00 ~~Group II~~Jul-C05 ~~0000806957~~0.000% ~~Jan-2006~~Current ~~01-May-2005~~Actual COBalance 274,596.99 Aug-05 0.00000% ~~100,800~~Sep-05 0.00000% ~~Group~~Current ~~II-C~~Bankruptcy ~~0000841130~~Total ~~Jan~~Oct-~~2006~~05 ~~01-Jun-2005~~0.000% COLoans in Bankruptcy 3 Nov-05 0.00023% ~~126~~Original Principal Balance 1,~~000~~810,500.00 ~~Group II~~Dec-C05 ~~0000850127~~0.201% Current Actual Balance 1,813,783.19 Jan-~~2006~~06 010.203% Feb-~~Jul~~06 0.230% Mar-~~2005~~06 CO0.209% Apr-06 0.00213% ~~136,500~~May-06 0.00255% ~~Group~~*The ~~II-C~~text ~~0000855543~~reported ~~Dec-2005~~in ~~01-Aug-2005~~the MIabove ~~85.00~~table ~~62,900.00~~is ~~Group~~presented ~~II-C~~graphically ~~0000873871~~on ~~Nov-2005~~the ~~01-Jul-2005~~monthly CObond 0remittance report.00 ~~105,000~~The monthly bond remittance report can be viewed online at www.00ctslink.com. Group II-C ~~0000879093~~12 ~~Nov-2005~~Month 01Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 Jun-~~Aug-2005~~05 NC0.000% Original Principal Balance 0.00 ~~110,000~~Jul-05 0.00000% ~~Group~~Current ~~II-C~~Actual ~~0000911612~~Balance ~~Nov-2005~~0.00 ~~01-~~Aug-~~2005~~05 CO 0.00000% ~~157,500~~Sep-05 0.00058% ~~Group~~Current ~~III~~Bankruptcy ~~0000682575~~Total ~~Sep~~Oct-~~2005~~05 ~~01-Jul-2005 AZ~~ 0.00059% ~~214,950.00~~Loans ~~Group~~in ~~III~~Bankruptcy ~~0000764809~~6 Nov-~~2005~~05 ~~01-Jun-2005 WA~~ 0.00141% ~~346~~Original Principal Balance 690,~~764~~460.00 ~~Group~~Dec-05 ~~III~~0.160% ~~0000771248~~Current Actual Balance 690,019.61 Jan-~~2006~~06 010.274% Feb-~~Jun~~06 0.344% Mar-~~2005~~06 TX0.285% Apr-06 0.00177% ~~60,000~~May-06 0.00185% ~~Group~~*The ~~III~~text ~~0000787454~~reported ~~Jan-2006~~in ~~01-Jun-2005~~the TNabove ~~0.00~~table ~~121,200.00~~is ~~Group~~presented ~~III~~graphically ~~0000795197~~on ~~Jan-2006~~the ~~01-Jun-2005~~monthly ILbond ~~0.00~~remittance ~~99,600~~report.00 ~~Group~~The ~~III~~monthly ~~0000796528~~bond ~~Nov-2005~~remittance ~~01-May-2005~~report MDcan ~~0.00~~be ~~188,000~~viewed online at www.00ctslink.com. Group ~~III~~II-NC ~~0000798265~~12 ~~Sep-2005~~Month ~~01-~~Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 Jun-~~2005~~05 IL0.000% Original Principal Balance 0.00 ~~182,650~~Jul-05 0.00000% ~~Group~~Current ~~III~~Actual ~~0000826981~~Balance ~~Nov-2005~~0.00 01Aug-~~Jun-2005~~05 MO0.000% Sep-05 0.00000% ~~132,200~~Current Bankruptcy Total Oct-05 0.00000% ~~Group~~Loans ~~III~~in ~~0000830818~~Bankruptcy 0 Nov-~~2005~~05 ~~01-Jun-2005~~0.000% COOriginal Principal Balance 0.00 ~~108,800~~Dec-05 0.00000% ~~Group~~Current ~~III~~Actual ~~0000834630~~Balance 0.00 Jan-~~2006~~06 010.000% Feb-~~Aug~~06 0.000% Mar-~~2005~~06 CO0.000% 69Apr-06 0.59000% ~~136,400~~May-06 0.00000% ~~Group~~*The ~~III~~text ~~0000838069~~reported ~~Aug-2005~~in ~~01-Jun-2005~~the COabove ~~0.00~~table ~~141,600.00~~is ~~Group~~presented ~~III~~graphically ~~0000839863~~on ~~Oct-2005~~the ~~01-Jul-2005~~monthly CObond ~~0.00~~remittance ~~178,500~~report.00 ~~Group~~The ~~III~~monthly ~~0000840291~~bond ~~Jan-2006~~remittance ~~01-Jul-2005~~report NVcan ~~0.00~~be ~~211,200~~viewed online at www.00ctslink.com. Group III ~~0000845665~~12 ~~Aug-2005~~Month ~~01-~~Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 3 Jun-~~2005~~05 CO 0.~~00 148,~~000~~.00~~% ~~Group~~Original ~~III~~Principal ~~0000853785~~Balance ~~Dec-2005~~558,250.00 ~~01-~~Jul-~~2005~~05 OH 0.00000% ~~110,700.00~~Current ~~Group~~Actual ~~III~~Balance ~~0000858552~~556,933.47 Aug-~~2005~~05 010.028% Sep-~~Aug~~05 0.056% Current Bankruptcy Total Oct-~~2005~~05 UT0.090% 70Loans in Bankruptcy 22 Nov-05 0.00148% ~~112~~Original Principal Balance 3,~~700~~538,704.00 ~~Group~~Dec-05 ~~III~~0.159% ~~0000864706~~Current Actual Balance 3,534,614.47 Jan-~~2006~~06 010.220% Feb-~~Jul~~06 0.238% Mar-~~2005~~06 CO0.266% Apr-06 0.00256% ~~122,500~~May-06 0.00289% ~~Group~~*The ~~III~~text ~~0000892151~~reported ~~Oct-2005~~in ~~01-Aug-2005~~the CAabove ~~80.00~~table ~~300,320.00~~is ~~Group~~presented IVgraphically ~~0000087071~~on ~~Aug-2005~~the ~~01-Jul-2001~~monthly NYbond ~~0.00~~remittance ~~650,000~~report.00 ~~Group~~The IVmonthly ~~0000807346~~bond ~~Sep-2005~~remittance ~~01-Jun-2005~~report ILcan ~~0.00~~be ~~418,000~~viewed online at www.00ctslink.com. Group VIV ~~0000682224~~12 ~~Nov-2005~~Month ~~01-Feb-2005~~Bankruptcy TNHistory* ~~0.00~~New ~~105,000.00~~Bankruptcy ~~Group~~Loans VMonth ~~0000768307~~Bankruptcy ~~Jan-2006~~Percentage 01Loans in Bankruptcy 0 Jun-~~May-2005~~05 IL0.000% Original Principal Balance 0.00 ~~138,600~~Jul-05 0.00000% ~~Group~~Current VActual ~~0000779808~~Balance ~~Nov-2005~~0.00 01Aug-~~May-2005~~05 MD 0.00094% ~~255,500~~Sep-05 0.00159% ~~Group~~Current VBankruptcy ~~0000795881~~Total Oct-~~2005~~05 ~~01-Jun-2005~~0.163% NCLoans in Bankruptcy 3 Nov-05 0.00169% ~~178~~Original Principal Balance 1,~~500~~525,125.00 ~~Group~~Dec-05 V0.171% ~~0000799775~~Current Actual Balance 1,486,477.62 Jan-~~2006~~06 010.174% Feb-~~Jul~~06 0.177% Mar-~~2005~~06 IL0.180% Apr-06 0.00264% ~~110,400~~May-06 0.00267% ~~Group~~*The Vtext ~~0000812549~~reported ~~Nov-2005~~in ~~01-Jun-2005~~the OHabove ~~0.00~~table ~~96,250.00~~is ~~Group~~presented Vgraphically ~~0000813900~~on ~~Nov-2005~~the ~~01-Jun-2005~~monthly KYbond ~~0.00~~remittance ~~38,500~~report.00 ~~Group~~The Vmonthly ~~0000819834~~bond ~~Nov-2005~~remittance ~~01-Jul-2005~~report NJcan ~~0.00~~be ~~344,800~~viewed online at www.00ctslink.com. Group V ~~0000820629~~12 ~~Nov-2005~~Month ~~01-Jun-2005~~Bankruptcy PAHistory* ~~0.00~~New ~~44,000.00~~Bankruptcy ~~Group~~Loans VMonth ~~0000822094~~Bankruptcy ~~Aug-2005~~Percentage ~~01-~~Loans in Bankruptcy 2 Jun-~~2005~~05 MI 0.00000% ~~135~~Original Principal Balance 189,~~200~~350.00 ~~Group~~Jul-05 V0.000% ~~0000825748~~Current ~~Nov-2005~~Actual ~~01-Jul-2005~~Balance MS185,873.07 Aug-05 0.00019% ~~601,600~~Sep-05 0.00020% ~~Group~~Current VBankruptcy ~~0000835734~~Total ~~Nov~~Oct-~~2005~~05 ~~01-Aug-2005 PA 80~~0.00049% ~~160,000.00~~Loans ~~Group~~in VBankruptcy ~~0000838388~~29 Nov-~~2005~~05 ~~01-Jun-2005 MO~~ 0.00214% 82Original Principal Balance 4,~~400~~900,490.00 ~~Group V 0000838414~~ Dec-~~2005~~05 ~~01-Aug-2005~~0.266% MICurrent ~~70.00~~Actual ~~210~~Balance 4,~~000~~878,054.0031 ~~Group~~Jan-06 V0.291% ~~0000839712 Nov~~Feb-~~2005~~06 010.396% Mar-~~Jul-2005~~06 TX0.329% Apr-06 0.00394% ~~109,800~~May-06 0.00417% ~~Group~~*The Vtext ~~0000842096~~reported ~~Dec-2005~~in ~~01-Aug-2005~~the TXabove ~~80.00~~table ~~211,385.00~~is ~~Group~~presented Vgraphically ~~0000845487~~on ~~Nov-2005~~the ~~01-Jul-2005~~monthly SCbond ~~0.00~~remittance ~~69,300~~report.00 ~~Group~~The Vmonthly ~~0000856831~~bond ~~Nov-2005~~remittance ~~01-Jul-2005~~report TXcan ~~0.00~~be ~~136,160~~viewed online at www.00ctslink.com. Group VVI ~~0000866971 Oct~~-~~2005~~ ~~01-Aug-2005~~HELOC's OH12 ~~80.00~~Month ~~214,400.00~~Bankruptcy ~~Group~~History* VNew ~~0000870800~~Bankruptcy ~~Aug-2005~~Loans ~~01-Aug-2005~~Month TXBankruptcy ~~70.00~~Percentage ~~128,100.00~~Loans ~~Group~~in VBankruptcy ~~0000870927~~2 ~~Dec~~Jun-~~2005~~05 ~~01-Aug-2005~~0.000% COOriginal ~~80.00~~Principal ~~152~~Balance 93,~~000~~350.00 ~~Group~~Jul-05 V0.000% ~~0000875046~~Current ~~Dec-2005~~Actual ~~01-~~Balance 92,017.76 Aug-~~2005~~05 ~~IN 80~~0.00021% ~~40,000~~Sep-05 0.00022% ~~Group~~Current VBankruptcy ~~0000895497~~Total ~~Nov~~Oct-~~2005~~05 ~~01-Aug-2005~~0.023% KYLoans in Bankruptcy 3 Nov-05 0.00031% 82Original Principal Balance 139,~~650~~625.00 ~~roup~~Dec-05 VI0.032% -Current ~~HELOC's~~Actual ~~0000865494~~Balance ~~Aug~~138,292.76 Jan-~~2005~~06 200.033% Feb-~~Jun~~06 0.035% Mar-~~2005~~06 FL0.036% Apr-06 0.00028% ~~46,275~~May-06 0.00089% ~~roup~~*The VItext -reported ~~HELOC's~~in ~~0000903481~~the ~~Nov-2005~~above ~~21-Jul-2005~~table COis 0presented graphically on the monthly bond remittance report.00 ~~15,800~~The monthly bond remittance report can be viewed online at www.00ctslink.com.

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period ~~(continued)~~ Group Loan ~~Current~~Month ~~Paid~~Loan ToFirst ~~Months~~State ~~Current~~LTV ~~Approximate~~at Original Number ~~Principal~~Entered ~~Date~~Payment ~~Delinquent~~Origination ~~Loan~~Principal ~~Rate~~Bankruptcy ~~Delinquent~~Date Balance ~~Interest~~ Group I 0000782788 Dec-2005 01-Aug-2005 NJ 80.00 1,~~358~~360,~~995~~000.9500 Group I 0000787707 Feb-2006 01-~~Sep~~Jun-2005 2MI 60.~~481%~~00 27180,~~243~~500.3200 Group I ~~0000869191~~0000854246 ~~176,569.29~~May-2006 01-~~Feb~~Aug-~~2006~~2005 ~~(2)~~IL 40.~~950%~~00 0270,000.00 Group II-C ~~0000589518~~0000820408 ~~285,320.24~~Feb-2006 01-~~Nov~~Jun-2005 0VA 50.~~875%~~00 2100,~~613~~660.9800 Group II-C ~~0000806831~~0000855543 ~~105,000.00~~Dec-2005 01-Aug-2005 3MI 685.~~500%~~00 262,~~679~~900.7000 Group II-C ~~0000806957~~0000858709 ~~100,800.00~~Feb-2006 01-Aug-2005 3FL 680.~~500%~~00 2154,~~572~~400.5000 Group II-C ~~0000841130~~0000873871 ~~126,000.00~~Nov-2005 01-~~Sep~~Jul-2005 2CO 60.~~375%~~00 2105,~~520~~000.00 Group II-C ~~0000850127~~0000879093 ~~136,500.00~~Nov-2005 01-Aug-2005 3NC 60.~~250%~~00 3110,~~341~~000.4000 Group II-C ~~0000855543~~0000911612 ~~62,472.58~~Nov-2005 01-Aug-2005 3CO 70.~~750%~~00 1157,~~926~~500.3200 Group ~~II-C~~III ~~0000873871~~0000761197 ~~104,999.98~~May-2006 01-~~Aug~~Jun-2005 3MD 60.~~250%~~00 2224,~~570~~000.3100 Group ~~II-C~~III ~~0000879093~~0000764809 ~~109,987.05~~Nov-2005 01-~~Jan~~Jun-~~2006~~2005 ~~(1)~~WA 60.~~456%~~00 ~~557~~346,764.3600 Group ~~II-C~~III ~~0000911612~~0000771248 ~~157,500.00~~Jan-2006 01-~~Aug~~Jun-2005 3TX 60.~~500%~~00 460,~~019~~000.5500 Group III ~~0000682575~~0000787454 ~~214,950.00~~Jan-2006 01-~~Dec~~Jun-2005 0TN 70.~~375%~~00 2121,~~507~~200.7600 Group III ~~0000764809~~0000795197 ~~346,764.00~~Jan-2006 01-~~Dec~~Jun-2005 0IL 50.~~625%~~00 399,~~034~~600.2000 Group III ~~0000771248~~0000796528 60Nov-2005 01-May-2005 MD 0.00 188,000.00 Group III 0000798265 Sep-2005 01-~~Dec~~Jun-2005 0IL 70.~~625%~~00 ~~725~~182,650.00 Group III ~~0000787454~~0000799068 ~~121,198.03~~Mar-2006 01-~~Dec~~Jun-2005 0CT 70.~~125%~~00 1119,~~363~~020.4800 Group III ~~0000795197~~0000818885 ~~99,600.00~~Feb-2006 01-~~Dec~~Jun-2005 0NC 50.~~375%~~00 ~~830~~90,000.00 Group III ~~0000796528~~0000826981 ~~186,914.16~~Nov-2005 01-~~Dec~~Jun-2005 0MO 70.~~750%~~00 2132,~~298~~200.3400 Group III ~~0000798265~~0000828147 ~~182,649.99~~Mar-2006 01-~~Jan~~Jun-~~2006~~2005 ~~(1)~~NC 70.~~000%~~00 1180,~~008~~000.3800 Group III ~~0000826981~~0000829093 ~~131,891.02~~Feb-2006 01-~~Dec~~Jun-2005 0UT 70.~~875%~~00 1280,~~648~~000.9800 Group III 0000830818 ~~108,800.00~~Nov-2005 01-~~Dec~~Jun-2005 0CO 60.~~000%~~00 1108,~~020~~800.00 Group III 0000834630 ~~136,400.00~~Jan-2006 01-~~Dec~~Aug-2005 0CO 569.~~375%~~59 1,136,400.6600 Group III 0000838069 ~~141,600.00~~Aug-2005 01-~~Oct~~Jun-2005 1CO 60.~~375%~~00 2141,~~124~~600.00 Group III ~~0000839863~~0000844229 ~~178,499.99~~May-2006 01-~~Jan~~Jul-~~2006~~2005 ~~(1)~~MI 50.~~875%~~00 ~~818~~156,800.1300 Group III ~~0000840291~~0000845665 ~~211,175.54~~Aug-2005 01-~~Dec~~Jun-2005 0CO 60.~~375%~~00 2148,~~111~~000.8500 Group III ~~0000845665~~0000853296 ~~148,000.00~~May-2006 01-~~Sep~~Jul-2005 2IL 60.~~375%~~00 2177,~~960~~450.00 Group III 0000853785 ~~110,398.04~~Dec-2005 01-~~Sep~~Jul-2005 2OH 60.~~500%~~00 2110,~~250~~700.8300 Group III 0000858552 ~~112,700.00~~Aug-2005 01-~~Dec~~Aug-2005 0UT 670.~~000%~~00 1112,~~056~~700.5600 Group III 0000864706 ~~122,500.00~~Jan-2006 01-~~Jun~~Jul-2005 5CO 50.~~625%~~00 3122,~~751~~500.5800 Group III 0000892151 ~~300,320.00~~Oct-2005 01-~~Dec~~Aug-2005 0CA 680.~~125%~~00 2300,~~878~~320.0600 Group IV 0000087071 ~~618,851.06~~Aug-2005 01-~~Nov~~Jul-~~2005~~2001 0NY 70.~~500%~~00 7650,~~473~~000.6900 Group IV 0000807346 Sep-2005 01-Jun-2005 IL 0.00 418,000.00 Group IV 0000821927 Apr-2006 01-~~Dec~~Aug-2005 0NJ 575.~~875%~~00 3457,~~918~~125.7600 Group V 0000682224 ~~104~~Nov-2005 01-Feb-2005 TN 0.00 105,~~999~~000.5900 Group V 0000752997 Feb-2006 01-~~Dec~~Apr-2005 0NC 60.~~500%~~00 1124,~~093~~000.7600 Group V ~~0000768307~~0000757107 ~~138~~May-2006 01-May-2005 TX 0.00 78,~~599~~750.9900 Group V 0000768307 Jan-2006 01-~~Dec~~May-2005 0IL 60.~~250%~~00 1138,~~386~~600.00 Group V 0000779808 Nov-2005 01-May-2005 MD 0.00 255,~~429~~500.4700 Group V 0000785660 Feb-2006 01-~~Dec~~May-2005 0NC 50.~~875%~~00 2127,~~394~~920.6600 Group V 0000795881 ~~176,101.99~~Oct-2005 01-~~Dec~~Jun-2005 0NC 60.~~000%~~00 1178,~~688~~500.5400 Group V 0000799775 Jan-2006 01-Jul-2005 IL 0.00 110,400.00 Group V 0000802397 Apr-2006 01-~~Aug~~Jul-2005 3GA 70.~~375%~~00 3792,~~277~~000.5000 Group V 0000812549 ~~95,540.60~~Nov-2005 01-~~Jan~~Jun-~~2006~~2005 ~~(1)~~OH 60.~~500%~~00 ~~498~~96,250.0800 Group V 0000813900 ~~38,445.50~~Nov-2005 01-~~Jul~~Jun-2005 4KY 70.~~750%~~00 138,~~439~~500.1100 Group V 0000819834 ~~342,993.54~~Nov-2005 01-~~Dec~~Jul-2005 0NJ 60.~~750%~~00 3344,~~717~~800.4200 Group V 0000820629 ~~43,778.37~~Nov-2005 01-~~Dec~~Jun-2005 0PA 70.~~750%~~00 ~~547~~44,000.4300 Group V 0000822094 ~~134,351.07~~Aug-2005 01-~~Dec~~Jun-2005 0MI 60.~~625%~~00 1135,~~428~~200.1300 Group V ~~0000825748~~0000824017 ~~601~~May-2006 01-Jun-2005 AR 0.00 110,600.00 Group V 0000825748 Nov-2005 01-Jul-2005 4MS 70.~~500%~~00 21601,~~808~~600.0200 Group V 0000835734 ~~159,594.42~~Nov-2005 01-~~Oct~~Aug-2005 1PA 680.~~875%~~00 2160,~~641~~000.0100 Group V 0000838388 ~~82,400.00~~Nov-2005 01-~~Dec~~Jun-2005 0MO 60.~~625%~~00 ~~875~~82,400.5000 Group V 0000838414 ~~209,040.46~~Dec-2005 01-~~Dec~~Aug-2005 0MI 670.~~500%~~00 2210,~~178~~000.5100 Group V 0000839712 ~~109,093.78~~Nov-2005 01-~~Jan~~Jul-~~2006~~2005 ~~(1)~~TX 60.~~500%~~00 ~~568~~109,800.7300 Group V 0000842096 ~~210,442.16~~Dec-2005 01-~~Dec~~Aug-2005 0TX 680.~~625%~~00 2211,~~236~~385.9700 Group V 0000845487 Nov-2005 01-Jul-2005 SC 0.00 69,~~001~~300.7800 Group V 0000847661 Feb-2006 01-~~Dec~~Aug-2005 0TN 775.~~750%~~00 ~~862~~67,725.8300 Group V 0000856831 ~~135,544.14~~Nov-2005 01-~~Dec~~Jul-2005 0TX 70.~~500%~~00 1136,~~638~~160.4500 Group V 0000866971 ~~214,200.00~~Oct-2005 01-~~Dec~~Aug-2005 0OH 680.~~625%~~00 2214,~~275~~400.8600 Group V 0000870800 ~~127,605.62~~Aug-2005 01-~~Dec~~Aug-2005 0TX 770.~~375%~~00 1128,~~515~~100.9200 Group V 0000870927 ~~151,271.34~~Dec-2005 01-~~Dec~~Aug-2005 0CO 680.~~250%~~00 1152,~~513~~000.4500 Group V 0000875046 ~~39,846.00~~Dec-2005 01-~~Dec~~Aug-2005 0IN 780.~~625%~~00 ~~489~~40,000.9700 Group V ~~0000895497~~0000878236 ~~82,339.45~~Feb-2006 01-~~Dec~~Aug-2005 0MD 780.~~500%~~00 ~~995~~37,600.3100 ~~roup~~Group VI - HELOC's ~~0000865494~~0000824972 46May-2006 13-Jun-2005 NC 0.00 30,~~275~~000.00 20Group VI -~~Nov~~ HELOC's 0000863544 May-2006 23-Jun-2005 0IL 80.~~875%~~00 ~~644~~63,350.5700 ~~roup~~Group VI - HELOC's ~~0000903481~~0000865494 ~~15,280.99~~Aug-2005 20-~~Nov~~Jun-2005 0FL 90.~~875%~~00 ~~237~~46,275.5500

~~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 ~~Principal~~Number ~~Loss/(Gain)~~Actual ~~Loss~~Date ~~Group~~Delinquent ~~Losses~~Loan Rate Delinquent Balance ~~Amount~~Interest ~~Percentage~~Group I 0000782788 1,358,995.95 01-Sep-2005 6 7.043% 57,411.26 Group I 00000787707 180,190.25 01-Jun-2005 9 3.000% 6,475.68 Group I 0000854246 274,596.99 01-Mar-2006 0 7.878% 3,408.14 Group II-C 0000820408 100,660.00 01-Jun-2006 (2) 7.750% 0.00 Group II-C 0000855543 62,472.58 01-Aug-2005 7 7.750% 3,454.44 Group II-C 0000858709 154,400.00 01-Jul-2005 8 7.500% 9,167.50 Group II-C 0000873871 104,999.98 01-Aug-2005 7 6.250% 4,626.55 Group II-C 0000879093 109,987.05 01-Apr-2006 0 7.~~000~~018% 1,205.18 Group II-C 0000911612 157,500.00 01-Aug-2005 7 6.500% 7,235.19 Group III 0000761197 223,994.53 01-Nov-2005 4 6.500% 6,859.80 Group III 0000764809 346,763.98 01-Apr-2006 0 5.625% 3,034.20 Group III 0000771248 60,000.00 01-Dec-2005 3 7.625% 1,812.50 Group III 0000787454 121,196.68 01-Apr-2006 0 7.125% 1,363.48 Group III 0000795197 99,600.00 01-Apr-2006 0 5.375% 830.00 Group III 0000796528 186,349.89 01-Apr-2006 0 7.~~000~~750% 2,291.43 Group IIIII 0000798265 182,649.99 01-NCApr-2006 0 7.000% 2,016.76 Group III 0000799068 119,020.00 01-Aug-2005 7 7.750% 6,583.32 Group III 0000818885 90,000.00 01-Aug-2005 7 7.500% 4,809.33 Group III 0000826981 131,484.14 01-Apr-2006 0 7.875% 1,643.89 Group III 0000828147 180,000.00 01-Oct-2005 5 7.250% 7,218.75 Group III 0000829093 280,000.00 01-Apr-2006 0 6.750% 2,975.00 Group III 0000830818 108,800.00 01-Apr-2006 0 6.000% 1,020.00 Group III 0000834630 136,399.99 01-Apr-2006 0 5.375% 1,136.68 Group III 0000838069 141,600.00 01-Mar-2006 0 6.375% 1,416.00 Group III 0000844229 156,800.00 01-Dec-2005 3 6.500% 4,001.65 Group III 0000845665 148,000.00 01-Sep-2005 6 6.375% 5,920.00 Group III 0000853296 176,138.94 01-Apr-2006 0 5.750% 1,579.52 Group III 0000853785 110,296.33 01-Oct-2005 5 6.500% 3,929.73 Group III 0000858552 112,700.00 01-Apr-2006 0 6.000% 1,056.56 Group IVIII 0000864706 122,500.00 01-Jun-2005 9 5.625% 5,895.34 Group III 0000892151 300,320.00 01-Apr-2006 0 6.125% 2,878.06 Group IV 0000087071 616,117.28 01-Mar-2006 0 7.00500% 7,440.55 Group IV 0000807346 417,999.98 01-Apr-2006 0 5.00875% 3,918.76 Group IV 0000821927 452,360.36 01-May-2006 (1) 5.875% 2,122.73 Group V 0000682224 104,984.75 01-Apr-2006 0 6.500% 1,093.67 Group V 0000752997 124,000.00 01-Sep-2005 6 5.875% 4,650.00 Group V 0000757107 75,273.07 01-Apr-2006 0 5.500% 659.94 Group V 0000768307 138,599.99 01-Apr-2006 0 6.250% 1,386.00 0Group V 0000779808 255,429.47 01-Jan-2006 2 5.875% 4,789.32 Group V 0000785660 127,920.00 01-Sep-2005 6 6.750% 5,543.20 Group V 0000795881 175,337.52 01-Apr-2006 0 6.000% 1,681.24 Group VIV 0000799775 110,400.00 01-Aug-2005 ~~HELOC's~~7 07.375% 05,899.50 Group V 0000802397 792,000.00 01-Jun-2005 9 8.875% 62,617.50 Group V 0000812549 95,080.28 01-Jun-2006 (2) 6.500% 0.00 Group V 0000813900 38,445.50 01-Jul-2005 8 7.750% 2,394.98 Group V 0000819834 342,067.25 01-Mar-2006 0 6.~~000~~750% ~~Total~~3,704.04 Group V 0000820629 43,647.17 01-Apr-2006 0 7.750% 545.80 Group V 0000822094 133,851.08 01-Apr-2006 0 6.625% 1,422.84 Group V 0000824017 110,600.00 001-Nov-2005 4 6.125% 3,248.88 Group V 0000825748 601,600.00 01-Jul-2005 8 7.500% 36,346.70 Group V 0000835734 159,042.71 01-Feb-2006 1 6.875% 2,631.82 Group V 0000838388 82,399.99 01-Apr-2006 0 6.625% 875.50 Group V 0000838414 208,253.95 01-Apr-2006 0 6.500% 2,170.34 Group V 0000839712 108,652.46 01-May-2006 (1) 6.500% 566.44 Group V 0000842096 209,668.97 01-Apr-2006 0 6.625% 2,228.77 Group V 0000845487 68,786.34 01-Apr-2006 0 7.750% 860.16 Group V 0000847661 67,724.99 01-Apr-2006 0 6.875% 747.80 Group V 0000856831 135,120.60 01-Apr-2006 0 7.500% 1,633.35 Group V 0000866971 214,140.87 01-Apr-2006 0 6.625% 2,275.86 Group V 0000870800 127,199.87 01-Apr-2006 0 7.375% 1,511.11 Group V 0000870927 150,674.63 01-Apr-2006 0 6.250% 1,507.50 Group V 0000875046 39,690.66 01-May-2006 (1) 7.625% 244.13 Group V 0000878236 37,462.19 01-Dec-2005 3 7.625% 1,149.44 Group VI - HELOC's 0000824972 29,997.01 20-Mar-2006 (1) 9.750% 234.36 Group VI - HELOC's 0000863544 62,020.75 20-Apr-2006 (1) 10.000% 498.28 Group VI - HELOC's 0000865494 46,275.00 20-Apr-2006 (1) 9.375% 347.06

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~~Actual Loss/(Gain) Loss Group ~~Number~~Losses Balance ~~Rate~~Amount ~~State~~Percentage ~~Origination~~Group ~~Term~~I No0 ~~losses~~0.00 ~~this~~0.00 ~~period~~0.000% Group II-C 0 0.00 0.00 0.000% Group II-NC 0 0.00 0.00 0.000% Group III 0 0.00 0.00 0.000% Group IV 0 0.00 0.00 0.000% Group V 0 0.00 0.00 0.000% Group VI - HELOC's 0 0.00 0.00 0.000% Total 0 0.00 0.00 0.000%

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 Origination Term No ~~losses~~Losses this ~~period.~~Period

Realized Loss Report - Collateral Summary MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs 12mo Average* SDA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. 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 N/A N/A Jun-2005 N/A 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 Sep-2005 0.000% N/A Sep-2005 0.000% N/A Oct-2005 0.000% N/A Oct-2005 0.000% N/A Nov-2005 0.000% N/A Nov-2005 0.000% N/A Dec-2005 0.000% N/A Dec-2005 0.000% N/A Jan-2006 0.000% N/A Jan-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www. monthly bond remittance report can be viewed online at 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. 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 N/A N/A Jun-2005 N/A 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 Sep-2005 0.000% N/A Sep-2005 0.000% N/A Oct-2005 0.000% N/A Oct-2005 0.000% N/A Nov-2005 0.000% N/A Nov-2005 0.000% N/A Dec-2005 0.000% N/A Dec-2005 0.000% N/A Jan-2006 0.000% N/A Jan-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www. monthly bond remittance report can be viewed online at ctslink.com. www.ctslink.com. Group I 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. 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 N/A N/A Jun-2005 N/A 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 Sep-2005 0.000% N/A Sep-2005 0.000% N/A Oct-2005 0.000% N/A Oct-2005 0.000% N/A Nov-2005 0.000% N/A Nov-2005 0.000% N/A Dec-2005 0.000% N/A Dec-2005 0.000% N/A Jan-2006 0.000% N/A Jan-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www. monthly bond remittance report can be viewed online at 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. 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 N/A N/A Jun-2005 N/A 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 Sep-2005 0.000% N/A Sep-2005 0.000% N/A Oct-2005 0.000% N/A Oct-2005 0.000% N/A Nov-2005 0.000% N/A Nov-2005 0.000% N/A Dec-2005 0.000% N/A Dec-2005 0.000% N/A Jan-2006 0.000% N/A Jan-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www. monthly bond remittance report can be viewed online at ctslink.com. www.ctslink.com. Group II-C 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. 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 N/A N/A Jun-2005 N/A 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 Sep-2005 0.000% N/A Sep-2005 0.000% N/A Oct-2005 0.000% N/A Oct-2005 0.000% N/A Nov-2005 0.000% N/A Nov-2005 0.000% N/A Dec-2005 0.000% N/A Dec-2005 0.000% N/A Jan-2006 0.000% N/A Jan-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www. monthly bond remittance report can be viewed online at 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. 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 N/A N/A Jun-2005 N/A 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 Sep-2005 0.000% N/A Sep-2005 0.000% N/A Oct-2005 0.000% N/A Oct-2005 0.000% N/A Nov-2005 0.000% N/A Nov-2005 0.000% N/A Dec-2005 0.000% N/A Dec-2005 0.000% N/A Jan-2006 0.000% N/A Jan-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www. monthly bond remittance report can be viewed online at ctslink.com. www.ctslink.com. Group II-NC 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. 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 N/A N/A Jun-2005 N/A 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 Sep-2005 0.000% N/A Sep-2005 0.000% N/A Oct-2005 0.000% N/A Oct-2005 0.000% N/A Nov-2005 0.000% N/A Nov-2005 0.000% N/A Dec-2005 0.000% N/A Dec-2005 0.000% N/A Jan-2006 0.000% N/A Jan-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www. monthly bond remittance report can be viewed online at 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. 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 N/A N/A Jun-2005 N/A 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 Sep-2005 0.000% N/A Sep-2005 0.000% N/A Oct-2005 0.000% N/A Oct-2005 0.000% N/A Nov-2005 0.000% N/A Nov-2005 0.000% N/A Dec-2005 0.000% N/A Dec-2005 0.000% N/A Jan-2006 0.000% N/A Jan-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www. monthly bond remittance report can be viewed online at ctslink.com. www.ctslink.com. Group III 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. 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 N/A N/A Jun-2005 N/A 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 Sep-2005 0.000% N/A Sep-2005 0.000% N/A Oct-2005 0.000% N/A Oct-2005 0.000% N/A Nov-2005 0.000% N/A Nov-2005 0.000% N/A Dec-2005 0.000% N/A Dec-2005 0.000% N/A Jan-2006 0.000% N/A Jan-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www. monthly bond remittance report can be viewed online at 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. 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 N/A N/A Jun-2005 N/A 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 Sep-2005 0.000% N/A Sep-2005 0.000% N/A Oct-2005 0.000% N/A Oct-2005 0.000% N/A Nov-2005 0.000% N/A Nov-2005 0.000% N/A Dec-2005 0.000% N/A Dec-2005 0.000% N/A Jan-2006 0.000% N/A Jan-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www. monthly bond remittance report can be viewed online at ctslink.com. www.ctslink.com. Group IV 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. 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 N/A N/A Jun-2005 N/A 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 Sep-2005 0.000% N/A Sep-2005 0.000% N/A Oct-2005 0.000% N/A Oct-2005 0.000% N/A Nov-2005 0.000% N/A Nov-2005 0.000% N/A Dec-2005 0.000% N/A Dec-2005 0.000% N/A Jan-2006 0.000% N/A Jan-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www. monthly bond remittance report can be viewed online at 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. 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 N/A N/A Jun-2005 N/A 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 Sep-2005 0.000% N/A Sep-2005 0.000% N/A Oct-2005 0.000% N/A Oct-2005 0.000% N/A Nov-2005 0.000% N/A Nov-2005 0.000% N/A Dec-2005 0.000% N/A Dec-2005 0.000% N/A Jan-2006 0.000% N/A Jan-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www. monthly bond remittance report can be viewed online at ctslink.com. www.ctslink.com. Group V 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. 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 N/A N/A Jun-2005 N/A 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 Sep-2005 0.000% N/A Sep-2005 0.000% N/A Oct-2005 0.000% N/A Oct-2005 0.000% N/A Nov-2005 0.000% N/A Nov-2005 0.000% N/A Dec-2005 0.000% N/A Dec-2005 0.000% N/A Jan-2006 0.000% N/A Jan-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www. monthly bond remittance report can be viewed online at 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. 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 N/A N/A Jun-2005 N/A 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 Sep-2005 0.000% N/A Sep-2005 0.000% N/A Oct-2005 0.000% N/A Oct-2005 0.000% N/A Nov-2005 0.000% N/A Nov-2005 0.000% N/A Dec-2005 0.000% N/A Dec-2005 0.000% N/A Jan-2006 0.000% N/A Jan-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www. monthly bond remittance report can be viewed online at ctslink.com. www.ctslink.com. Group VI - HELOC's 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. 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 N/A N/A Jun-2005 N/A 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 Sep-2005 0.000% N/A Sep-2005 0.000% N/A Oct-2005 0.000% N/A Oct-2005 0.000% N/A Nov-2005 0.000% N/A Nov-2005 0.000% N/A Dec-2005 0.000% N/A Dec-2005 0.000% N/A Jan-2006 0.000% N/A Jan-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www. monthly bond remittance report can be viewed online at 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. 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 N/A N/A Jun-2005 N/A 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 Sep-2005 0.000% N/A Sep-2005 0.000% N/A Oct-2005 0.000% N/A Oct-2005 0.000% N/A Nov-2005 0.000% N/A Nov-2005 0.000% N/A Dec-2005 0.000% N/A Dec-2005 0.000% N/A Jan-2006 0.000% N/A Jan-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www. monthly bond remittance report can be viewed online at 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 Detail - Prepayments during Current Period Summary Loans Paid In Full Repurchased Loans Original Current Original Current Principal Principal Principal Principal Group Count Balance Balance Count Balance Balance Group I 31 10,354,239.00 10,360,599.05 0 0.00 0.00 Group II-C 81 17,813,203.00 17,606,143.64 0 0.00 0.00 Group II-NC 42 23,786,560.00 23,754,936.08 0 0.00 0.00 Group III 163 32,062,180.00 32,038,596.81 0 0.00 0.00 Group IV 17 10,985,500.00 10,169,552.08 0 0.00 0.00 Group V 112 23,374,589.00 23,313,072.67 0 0.00 0.00 Group VI - HELOC's 129 10,835,722.00 7,780,583.48 0 0.00 0.00 Total 575 129,211,993.00 125,023,483.81 0 0.00 0.00

Prepayment Detail - Prepayments during Current Period ~~(continued)~~ Summary ~~Substitution~~ Loans ~~Liquidated~~Paid ~~Loans~~In ~~Curtailments~~Full Repurchased Loans Original Current Original Current Principal ~~Principal~~Scheduled Principal ~~Principal~~Scheduled ~~Curtailment~~ Group Count Balance Balance Count Balance Balance ~~Amount~~ Group I 042 012,676,960.00 012,544,598.0096 0 0.00 0.00 ~~616,158.83~~ Group II-C 083 017,201,685.00 017,168,952.0039 0 0.00 0.00 ~~176,883.57~~ Group II-NC 032 020,139,302.00 020,096,477.0064 0 0.00 0.00 ~~32,410.47~~ Group III 0118 021,944,987.00 021,903,620.0053 0 0.00 0.00 ~~194,581.82~~ Group IV 012 06,564,961.00 06,553,526.0013 0 0.00 0.00 ~~466,347.94~~ Group V 0101 019,801,650.00 019,578,869.0077 0 0.00 0.00 ~~826,437.81~~ Group VI - HELOC's 0123 08,013,836.00 07,244,137.0021 0 0.00 0.00 ~~221,700.43~~ Total 0511 0106,343,381.00 0105,090,182.0063 0 0.00 0.00 ~~2,534,520.87~~

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount Group I 0000690772 NY 0.00 01-Jun-2005 155,000.00 153,542.41 Group I 0000754041 MI 0.00 01-May-2005 55,500.00 56,335.14 Group I 0000776789 NY 0.00 01-Jun-2005 995,250.00 994,339.71 Group I 0000779732 SC 0.00 01-Jul-2005 300,000.00 302,610.21 Group I 0000782089 TN 0.00 01-Jul-2005 199,500.00 200,299.99 Group I 0000785987 CA 0.00 01-May-2005 391,000.00 395,154.29 Group I 0000791285 CO 0.00 01-Jun-2005 256,000.00 257,824.12 Group I 0000792972 MA 0.00 01-Jul-2005 325,000.00 327,674.12 Group I 0000795678 CA 0.00 01-May-2005 219,000.00 221,042.31 Group I 0000796806 VA 0.00 01-Jun-2005 365,740.00 366,646.38 Group I 0000802692 CA 0.00 01-Jun-2005 396,000.00 401,527.28 Group I 0000809687 IL 0.00 01-Jun-2005 208,000.00 207,808.42 Group I 0000820541 FL 0.00 01-Jun-2005 205,000.00 207,081.75 Group I 0000830814 IL 0.00 01-Jun-2005 157,500.00 157,566.85 Group I 0000832118 IL 0.00 01-Jul-2005 52,500.00 52,924.26 Group I 0000833943 CA 0.00 01-Jul-2005 650,000.00 654,576.88 Group I 0000833992 CA 0.00 01-Jul-2005 250,000.00 252,402.61 Group I 0000842608 OR 0.00 01-Jul-2005 240,000.00 239,877.68 Group I 0000843682 MI 0.00 01-Jul-2005 126,000.00 125,424.35 Group I 0000849068 MD 0.00 01-Jul-2005 93,600.00 94,336.79 Group I 0000850505 OH 0.00 01-Jul-2005 323,900.00 328,106.06 Group I 0000857530 IL 0.00 01-Aug-2005 360,000.00 362,364.78 Group I 0000858424 MI 75.41 01-Aug-2005 960,000.00 952,274.48 Group I 0000858758 CA 0.00 01-Jul-2005 394,400.00 397,197.09 Group I 0000859020 MI 0.00 01-Aug-2005 504,100.00 504,032.72 Group I 0000869897 FL 0.00 01-Jul-2005 137,749.00 139,117.29 Group I 0000880309 FL 80.00 01-Aug-2005 480,000.00 473,467.47 Group I 0000888245 CA 0.00 01-Aug-2005 542,000.00 547,174.32 Group I 0000890695 IL 87.11 01-Aug-2005 250,000.00 251,126.87 Group I 0000892303 IL 80.00 01-Aug-2005 404,000.00 396,777.50 Group I 0000913065 IL 0.00 01-Aug-2005 357,500.00 356,789.55 Group II-C 0000758835 MA 0.00 01-Jun-2005 312,000.00 312,000.00 Group II-C 0000764703 FL 0.00 01-May-2005 128,800.00 128,800.00 Group II-C 0000769263 NJ 0.00 01-Jul-2005 185,500.00 185,500.00 Group II-C 0000777145 IL 0.00 01-May-2005 190,000.00 189,956.31 Group II-C 0000778306 OH 0.00 01-Jul-2005 136,400.00 136,400.00 Group II-C 0000778713 IL 0.00 01-Jun-2005 325,000.00 325,000.00 Group II-C 0000779574 IL 0.00 01-Jun-2005 191,100.00 191,000.00 Group II-C 0000781661 CA 0.00 01-Jun-2005 336,860.00 336,860.00 Group II-C 0000784713 CA 0.00 01-Jun-2005 350,000.00 350,000.00 Group II-C 0000785645 MI 0.00 01-May-2005 250,000.00 249,870.65 Group II-C 0000786875 CA 0.00 01-May-2005 302,550.00 302,550.00 Group II-C 0000787204 NV 0.00 01-Jun-2005 188,000.00 187,998.02 Group II-C 0000788843 OH 0.00 01-Jul-2005 53,200.00 53,193.71 Group II-C 0000789475 VA 0.00 01-Jun-2005 143,500.00 143,500.00 Group II-C 0000793026 MI 0.00 01-May-2005 212,000.00 212,000.00 Group II-C 0000795575 CA 0.00 01-May-2005 432,000.00 432,000.00 Group II-C 0000795766 MO 0.00 01-Jun-2005 144,000.00 141,298.22 Group II-C 0000796840 NJ 0.00 01-Jul-2005 228,000.00 228,000.00 Group II-C 0000797099 NC 0.00 01-Jun-2005 273,000.00 270,661.34 Group II-C 0000798277 IL 0.00 01-Jun-2005 234,800.00 234,800.00 Group II-C 0000798590 CA 0.00 01-Jun-2005 123,750.00 123,750.00 Group II-C 0000800618 CA 0.00 01-Jun-2005 259,000.00 259,000.00 Group II-C 0000803202 CA 0.00 01-Jun-2005 331,463.00 331,461.15 Group II-C 0000803429 CA 0.00 01-May-2005 315,000.00 315,000.00 Group II-C 0000803514 SC 70.00 01-Aug-2005 88,130.00 88,130.00 Group II-C 0000805587 AZ 0.00 01-Jun-2005 252,000.00 252,000.00 Group II-C 0000806085 CA 0.00 01-Jun-2005 303,800.00 303,800.00 Group II-C 0000807649 MD 0.00 01-May-2005 284,100.00 284,100.00 Group II-C 0000808508 MD 0.00 01-Jun-2005 248,000.00 248,000.00 Group II-C 0000808636 CA 0.00 01-Jun-2005 342,300.00 342,300.00 Group II-C 0000809227 FL 0.00 01-Jul-2005 84,500.00 84,270.62 Group II-C 0000809547 VA 0.00 01-Jul-2005 262,200.00 262,159.20 Group II-C 0000810714 CA 0.00 01-Jun-2005 304,500.00 304,500.00 Group II-C 0000811148 CA 0.00 01-Jun-2005 208,000.00 207,999.95 Group II-C 0000812108 MD 0.00 01-Jun-2005 218,250.00 218,250.00 Group II-C 0000813345 NC 0.00 01-Jun-2005 213,750.00 213,750.00 Group II-C 0000817688 OR 0.00 01-Jun-2005 157,500.00 157,499.99 Group II-C 0000818348 CA 0.00 01-Jul-2005 175,000.00 174,992.04 Group II-C 0000820998 NY 0.00 01-Jul-2005 276,000.00 276,000.00 Group II-C 0000824187 FL 0.00 01-Jun-2005 272,000.00 272,000.00 Group II-C 0000824666 IL 0.00 01-Jun-2005 112,000.00 111,286.06 Group II-C 0000825342 CA 0.00 01-Jun-2005 126,000.00 126,000.00 Group II-C 0000825855 CA 0.00 01-Jun-2005 322,000.00 322,000.00 Group II-C 0000828606 CA 0.00 01-Jun-2005 300,000.00 300,000.00 Group II-C 0000829295 CA 80.00 01-Jul-2005 233,600.00 231,003.99 Group II-C 0000829722 CA 0.00 01-Jun-2005 349,600.00 349,600.00 Group II-C 0000830573 UT 0.00 01-Jun-2005 124,800.00 124,800.00 Group II-C 0000830659 AZ 0.00 01-Jul-2005 101,500.00 0.00 Group II-C 0000831457 MA 0.00 01-Jul-2005 214,900.00 214,900.00 Group II-C 0000831769 IL 0.00 01-Jun-2005 202,000.00 201,700.00 Group II-C 0000832282 IL 0.00 01-Jul-2005 197,750.00 197,750.00 Group II-C 0000838405 IL 0.00 01-Jul-2005 236,400.00 234,042.61 Group II-C 0000839784 NJ 0.00 01-Jun-2005 161,500.00 160,218.41 Group II-C 0000840647 VA 0.00 01-Jun-2005 315,000.00 315,000.00 Group II-C 0000842540 CO 0.00 01-Jul-2005 181,300.00 181,300.00 Group II-C 0000844001 MD 0.00 01-Jul-2005 326,800.00 326,768.82 Group II-C 0000844087 NC 0.00 01-Jul-2005 177,650.00 176,587.17 Group II-C 0000844777 TX 0.00 01-Aug-2005 121,350.00 121,344.64 Group II-C 0000844882 PA 0.00 01-Jul-2005 200,000.00 200,000.00 Group II-C 0000849040 FL 0.00 01-Jul-2005 367,200.00 367,200.00 Group II-C 0000853743 OR 0.00 01-Jul-2005 171,500.00 171,498.18 Group II-C 0000858328 UT 0.00 01-Jul-2005 327,200.00 325,100.00 Group II-C 0000859462 FL 57.97 01-Aug-2005 131,600.00 41,378.03 Group II-C 0000861521 CA 80.00 01-Aug-2005 288,000.00 288,000.00 Group II-C 0000862772 IL 80.00 01-Jul-2005 228,800.00 228,800.00 Group II-C 0000863534 GA 0.00 01-Aug-2005 139,930.00 139,930.00 Group II-C 0000864246 NC 0.00 01-Jul-2005 76,415.00 76,415.00 Group II-C 0000870540 OR 80.00 01-Aug-2005 128,000.00 127,388.73 Group II-C 0000875620 CA 0.00 01-Jul-2005 278,000.00 277,792.26 Group II-C 0000879761 OH 70.00 01-Aug-2005 66,500.00 66,500.00 Group II-C 0000880006 OH 80.00 01-Aug-2005 68,000.00 68,000.00 Group II-C 0000880403 WA 0.00 01-Aug-2005 278,000.00 278,000.00 Group II-C 0000880780 CA 0.00 01-Aug-2005 266,055.00 266,055.00 Group II-C 0000881766 CA 78.22 01-Aug-2005 359,650.00 359,650.00 Group II-C 0000881976 PA 0.00 01-Aug-2005 224,000.00 224,000.00 Group II-C 0000885778 CA 66.83 01-Aug-2005 337,500.00 337,313.04 Group II-C 0000886588 NV 0.00 01-Aug-2005 128,450.00 128,449.67 Group II-C 0000887070 GA 69.54 01-Aug-2005 95,200.00 95,200.00 Group II-C 0000892602 NC 0.00 01-Aug-2005 75,600.00 75,600.00 Group II-C 0000895562 IL 0.00 01-Aug-2005 255,500.00 255,500.00 Group II-C 0000899105 CA 0.00 01-Aug-2005 182,000.00 182,000.00 Group II-NC 0000777673 CA 0.00 01-May-2005 648,000.00 648,000.00 Group II-NC 0000784604 CO 0.00 01-Jun-2005 457,500.00 457,500.00 Group II-NC 0000786345 DC 0.00 01-Jun-2005 438,750.00 438,748.59 Group II-NC 0000786945 NY 0.00 01-Jul-2005 480,000.00 479,216.99 Group II-NC 0000787268 CA 0.00 01-May-2005 367,500.00 367,500.00 Group II-NC 0000796348 IL 0.00 01-Jun-2005 668,000.00 658,706.56 Group II-NC 0000800387 CA 0.00 01-Jun-2005 638,000.00 630,559.68 Group II-NC 0000805630 NJ 0.00 01-Jul-2005 935,000.00 935,000.00 Group II-NC 0000808592 CA 0.00 01-Jun-2005 548,000.00 548,000.00 Group II-NC 0000811249 IL 0.00 01-Jun-2005 408,000.00 408,000.00 Group II-NC 0000812912 CA 0.00 01-Jun-2005 996,500.00 996,500.00 Group II-NC 0000813225 CA 0.00 01-Jun-2005 583,950.00 583,950.00 Group II-NC 0000813675 CA 0.00 01-Jun-2005 445,000.00 445,000.00 Group II-NC 0000813870 CA 0.00 01-Jun-2005 364,000.00 364,000.00 Group II-NC 0000817116 MD 0.00 01-Jul-2005 504,000.00 504,000.00 Group II-NC 0000817523 AZ 0.00 01-Jul-2005 374,430.00 374,430.00 Group II-NC 0000817707 NY 80.00 01-Aug-2005 515,480.00 515,480.00 Group II-NC 0000818378 CA 0.00 01-Jul-2005 897,000.00 896,966.85 Group II-NC 0000819141 IL 0.00 01-Aug-2005 468,000.00 468,000.00 Group II-NC 0000820147 CA 0.00 01-Jun-2005 430,000.00 430,000.00 Group II-NC 0000823744 NY 0.00 01-Aug-2005 424,000.00 424,000.00 Group II-NC 0000825430 NC 0.00 01-Jul-2005 550,000.00 550,000.00 Group II-NC 0000825899 CA 0.00 01-Jun-2005 419,650.00 416,085.52 Group II-NC 0000827556 CA 0.00 01-Jul-2005 483,000.00 481,311.02 Group II-NC 0000827717 IL 0.00 01-Jul-2005 486,500.00 486,500.00 Group II-NC 0000829210 CA 0.00 01-Jul-2005 650,000.00 650,000.00 Group II-NC 0000832618 MD 0.00 01-Jul-2005 417,150.00 417,001.25 Group II-NC 0000837342 NC 0.00 01-Jul-2005 380,000.00 380,000.00 Group II-NC 0000838751 IL 0.00 01-Jul-2005 735,600.00 730,209.71 Group II-NC 0000838808 CA 0.00 01-Jul-2005 564,000.00 564,000.00 Group II-NC 0000839097 AZ 0.00 01-Jul-2005 528,900.00 528,900.00 Group II-NC 0000845779 CO 0.00 01-Jul-2005 369,250.00 369,250.00 Group II-NC 0000847259 CA 0.00 01-Jul-2005 910,000.00 910,000.00 Group II-NC 0000847701 IL 0.00 01-Jul-2005 452,000.00 449,569.65 Group II-NC 0000861593 CO 0.00 01-Jul-2005 560,000.00 560,000.00 Group II-NC 0000862321 CA 0.00 01-Jul-2005 434,050.00 434,050.00 Group II-NC 0000870446 CA 80.00 01-Aug-2005 544,000.00 544,000.00 Group II-NC 0000881415 MA 0.00 01-Aug-2005 400,000.00 396,589.21 Group II-NC 0000883532 CA 70.00 01-Aug-2005 439,600.00 439,600.00 Group II-NC 0000884856 IL 80.00 01-Jul-2005 400,000.00 400,000.00 Group II-NC 0000892700 CA 68.18 01-Aug-2005 1,500,000.00 1,500,000.00 Group II-NC 0000897052 CA 65.00 01-Aug-2005 971,750.00 971,749.84 Group III 0000700541 AZ 0.00 01-May-2005 154,650.00 153,424.30 Group III 0000730552 CA 0.00 01-Jul-2005 359,600.00 359,600.00 Group III 0000731035 MA 0.00 01-Mar-2005 76,000.00 75,311.20 Group III 0000746773 CA 0.00 01-Jul-2005 358,400.00 358,400.00 Group III 0000750640 AZ 0.00 01-May-2005 123,650.00 123,547.22 Group III 0000759312 CA 0.00 01-May-2005 154,000.00 153,982.46 Group III 0000769242 AZ 0.00 01-Jun-2005 176,000.00 175,988.87 Group III 0000769537 NH 0.00 01-Jun-2005 227,500.00 227,500.00 Group III 0000769581 TN 0.00 01-May-2005 312,000.00 312,000.00 Group III 0000771523 CA 0.00 01-Jun-2005 210,000.00 210,000.00 Group III 0000776625 VA 0.00 01-Jun-2005 280,000.00 280,000.00 Group III 0000777010 SC 0.00 01-Jun-2005 31,410.00 31,219.32 Group III 0000779158 MD 0.00 01-Jun-2005 323,950.00 323,950.00 Group III 0000783330 SC 0.00 01-May-2005 230,845.00 229,143.52 Group III 0000785880 IL 0.00 01-Jun-2005 200,000.00 200,000.00 Group III 0000786822 VA 0.00 01-Jul-2005 221,250.00 220,658.04 Group III 0000787111 VA 0.00 01-May-2005 242,400.00 242,400.00 Group III 0000787704 MD 0.00 01-Jul-2005 228,720.00 228,719.98 Group III 0000788798 NV 0.00 01-May-2005 282,400.00 282,400.00 Group III 0000788922 CA 0.00 01-May-2005 168,000.00 168,000.00 Group III 0000790064 CA 0.00 01-May-2005 252,800.00 252,800.00 Group III 0000790435 AZ 0.00 01-May-2005 125,020.00 124,877.13 Group III 0000791058 SD 0.00 01-May-2005 81,000.00 81,000.00 Group III 0000792453 MD 0.00 01-May-2005 300,000.00 298,396.79 Group III 0000793759 AZ 0.00 01-May-2005 120,050.00 120,050.00 Group III 0000794469 VA 0.00 01-Jun-2005 180,000.00 180,000.00 Group III 0000794569 FL 0.00 01-Jun-2005 281,600.00 281,600.00 Group III 0000795053 AZ 0.00 01-Jun-2005 144,900.00 144,845.02 Group III 0000796248 AZ 0.00 01-Jun-2005 290,500.00 290,200.00 Group III 0000796507 OR 0.00 01-Jun-2005 150,500.00 150,500.00 Group III 0000797642 AZ 0.00 01-May-2005 140,550.00 139,447.99 Group III 0000797945 AZ 0.00 01-May-2005 158,200.00 158,200.00 Group III 0000797972 NJ 0.00 01-Jun-2005 234,000.00 234,000.00 Group III 0000798179 IL 0.00 01-Jun-2005 204,000.00 204,000.00 Group III 0000799125 SC 0.00 01-Jun-2005 256,000.00 256,000.00 Group III 0000801230 AZ 0.00 01-Jun-2005 217,000.00 217,000.00 Group III 0000801613 CA 0.00 01-Jun-2005 157,500.00 157,500.00 Group III 0000802199 AZ 0.00 01-Jun-2005 113,300.00 112,403.16 Group III 0000802898 CA 0.00 01-Jun-2005 342,300.00 342,300.00 Group III 0000803046 DE 0.00 01-Jun-2005 260,000.00 260,000.00 Group III 0000803151 VA 0.00 01-May-2005 301,800.00 301,800.00 Group III 0000803423 NV 0.00 01-Jul-2005 224,000.00 224,000.00 Group III 0000803765 AZ 0.00 01-Jun-2005 273,900.00 273,900.00 Group III 0000804530 AZ 0.00 01-Jun-2005 152,000.00 152,000.00 Group III 0000805152 CA 0.00 01-Jun-2005 221,900.00 221,880.00 Group III 0000806409 MD 0.00 01-Jun-2005 200,800.00 200,799.34 Group III 0000807366 AZ 0.00 01-Jun-2005 204,000.00 204,000.00 Group III 0000807529 ID 0.00 01-Jun-2005 98,100.00 98,100.00 Group III 0000808216 NC 0.00 01-Jun-2005 171,500.00 171,500.00 Group III 0000808347 VA 0.00 01-Jun-2005 210,000.00 210,000.00 Group III 0000809159 AZ 0.00 01-Jun-2005 174,000.00 174,000.00 Group III 0000810931 FL 0.00 01-Jun-2005 152,250.00 152,249.40 Group III 0000812222 FL 0.00 01-Jun-2005 196,000.00 196,000.00 Group III 0000813193 FL 0.00 01-Jul-2005 153,900.00 153,900.00 Group III 0000814002 AZ 0.00 01-Jun-2005 91,000.00 91,000.00 Group III 0000814630 CO 0.00 01-Jun-2005 101,045.00 101,045.00 Group III 0000817211 MD 0.00 01-Jun-2005 331,200.00 331,200.00 Group III 0000817354 MD 0.00 01-Jun-2005 91,200.00 91,174.54 Group III 0000817586 AZ 0.00 01-Jul-2005 116,900.00 116,900.00 Group III 0000817870 CA 0.00 01-Jun-2005 355,800.00 355,800.00 Group III 0000818408 AZ 0.00 01-Jul-2005 163,500.00 163,500.00 Group III 0000818801 MD 0.00 01-Jun-2005 187,600.00 187,600.00 Group III 0000819265 FL 0.00 01-Jul-2005 104,750.00 104,668.28 Group III 0000819827 MD 0.00 01-Jul-2005 269,500.00 269,500.00 Group III 0000820041 CA 0.00 01-Jun-2005 204,000.00 203,994.48 Group III 0000820390 IL 0.00 01-Jun-2005 178,500.00 178,500.00 Group III 0000821205 MD 0.00 01-Jun-2005 166,400.00 166,335.58 Group III 0000821759 VA 0.00 01-Jul-2005 161,000.00 161,000.00 Group III 0000822253 VA 0.00 01-Jun-2005 328,000.00 327,526.15 Group III 0000823531 FL 0.00 01-Jul-2005 152,950.00 152,944.00 Group III 0000824874 OR 0.00 01-Jun-2005 256,000.00 255,495.62 Group III 0000824920 GA 0.00 01-Jun-2005 102,400.00 102,358.33 Group III 0000825387 RI 0.00 01-Jun-2005 236,000.00 236,000.00 Group III 0000825811 FL 69.98 01-Aug-2005 154,450.00 154,450.00 Group III 0000826510 NJ 0.00 01-Jul-2005 129,897.00 129,797.00 Group III 0000826846 CA 0.00 01-Jun-2005 194,400.00 194,400.00 Group III 0000826917 FL 0.00 01-Jul-2005 196,800.00 196,800.00 Group III 0000827956 MD 0.00 01-Jul-2005 268,800.00 268,800.00 Group III 0000828074 MD 0.00 01-Jul-2005 244,800.00 244,800.00 Group III 0000828103 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HELOC's 0000797957 AZ 0.00 01-May-2005 67,800.00 67,757.30 Group VI - HELOC's 0000798009 CA 0.00 29-Apr-2005 121,000.00 0.00 Group VI - HELOC's 0000798345 IL 0.00 13-May-2005 58,700.00 58,700.00 Group VI - HELOC's 0000798389 NY 0.00 12-Jun-2005 304,500.00 0.00 Group VI - HELOC's 0000798817 VA 0.00 30-Apr-2005 63,500.00 63,500.00 Group VI - HELOC's 0000799576 VA 0.00 29-Apr-2005 50,000.00 49,821.73 Group VI - HELOC's 0000801406 NJ 0.00 12-Jun-2005 75,800.00 0.00 Group VI - HELOC's 0000802616 TN 0.00 25-Apr-2005 39,900.00 39,663.60 Group VI - HELOC's 0000802938 MD 0.00 24-Apr-2005 32,800.00 32,166.12 Group VI - HELOC's 0000804602 IL 0.00 25-May-2005 10,000.00 9,150.00 Group VI - HELOC's 0000805004 AZ 0.00 01-Jun-2005 28,500.00 28,500.00 Group VI - HELOC's 0000805011 CA 0.00 30-Apr-2005 87,000.00 86,660.35 Group VI - HELOC's 0000805604 CA 0.00 08-May-2005 79,250.00 79,230.00 Group VI - HELOC's 0000805795 AZ 0.00 29-May-2005 50,000.00 49,993.50 Group VI - HELOC's 0000806451 MI 0.00 01-May-2005 39,750.00 39,691.38 Group VI - HELOC's 0000806557 KS 0.00 15-May-2005 19,875.00 19,134.72 Group VI - HELOC's 0000806795 NJ 0.00 18-Jun-2005 316,475.00 300,000.00 Group VI - HELOC's 0000808387 NV 0.00 07-May-2005 90,000.00 89,477.97 Group VI - HELOC's 0000810258 CA 0.00 30-Apr-2005 65,250.00 469.14 Group VI - HELOC's 0000811238 FL 0.00 11-May-2005 70,400.00 70,400.00 Group VI - HELOC's 0000811247 CA 0.00 07-May-2005 82,350.00 82,350.00 Group VI - HELOC's 0000811379 NJ 0.00 18-Jun-2005 88,200.00 88,200.00 Group VI - HELOC's 0000812973 CA 0.00 11-May-2005 137,250.00 137,246.98 Group VI - HELOC's 0000813614 CO 0.00 02-Jun-2005 150,000.00 150,000.00 Group VI - HELOC's 0000817182 MD 0.00 20-Jun-2005 237,000.00 237,000.00 Group VI - HELOC's 0000817669 AZ 0.00 11-Jun-2005 50,100.00 50,100.00 Group VI - HELOC's 0000818090 MA 0.00 02-Jul-2005 112,750.00 864.93 Group VI - HELOC's 0000821860 MI 0.00 01-Jul-2005 60,000.00 0.00 Group VI - HELOC's 0000822307 CA 0.00 25-May-2005 77,000.00 76,920.00 Group VI - HELOC's 0000825004 CA 0.00 18-May-2005 137,500.00 0.00 Group VI - HELOC's 0000826380 CO 0.00 13-May-2005 43,305.00 43,305.00 Group VI - HELOC's 0000826537 NJ 0.00 26-Jun-2005 55,671.00 55,571.00 Group VI - HELOC's 0000826565 VA 0.00 28-May-2005 41,000.00 40,278.38 Group VI - HELOC's 0000827125 CO 0.00 28-May-2005 100,000.00 100,000.00 Group VI - HELOC's 0000827396 FL 0.00 02-Jun-2005 53,500.00 53,496.72 Group VI - HELOC's 0000828522 OH 0.00 29-May-2005 26,400.00 26,400.00 Group VI - HELOC's 0000828660 CA 0.00 29-May-2005 75,000.00 74,676.50 Group VI - HELOC's 0000829373 MD 0.00 26-Jun-2005 48,960.00 48,929.68 Group VI - HELOC's 0000829555 IL 0.00 21-May-2005 78,000.00 0.00 Group VI - HELOC's 0000829826 AZ 0.00 22-May-2005 37,800.00 37,800.00 Group VI - HELOC's 0000830348 UT 0.00 04-Jun-2005 80,250.00 0.00 Group VI - HELOC's 0000831462 MD 0.00 28-May-2005 86,026.00 86,014.81 Group VI - HELOC's 0000831674 MO 16.92 03-Jul-2005 50,750.00 0.00 Group VI - HELOC's 0000831858 IL 0.00 28-May-2005 50,500.00 49,835.52 Group VI - HELOC's 0000831987 NV 0.00 27-May-2005 53,800.00 53,589.96 Group VI - HELOC's 0000835016 FL 0.00 04-Jun-2005 28,900.00 28,686.00 Group VI - HELOC's 0000835575 OH 0.00 01-Jul-2005 76,800.00 76,609.83 Group VI - HELOC's 0000835729 MD 0.00 02-Jun-2005 132,000.00 132,000.00 Group VI - HELOC's 0000839301 NC 0.00 06-Jun-2005 47,500.00 47,073.70 Group VI - HELOC's 0000843367 FL 0.00 13-Jun-2005 80,000.00 0.00 Group VI - HELOC's 0000844885 MD 0.00 20-Jun-2005 40,850.00 40,754.70 Group VI - HELOC's 0000847076 AZ 0.00 21-Jul-2005 500,000.00 499,588.59 Group VI - HELOC's 0000847800 MI 29.81 01-Jul-2005 100,000.00 98,104.59 Group VI - HELOC's 0000848692 NC 20.00 27-Jun-2005 46,000.00 46,000.00 Group VI - HELOC's 0000848801 KS 0.00 26-Jun-2005 38,400.00 38,400.00 Group VI - HELOC's 0000851914 FL 0.00 16-Jun-2005 21,000.00 20,854.61 Group VI - HELOC's 0000852539 OH 0.00 20-Jun-2005 11,900.00 11,748.21 Group VI - HELOC's 0000853063 IN 9.72 03-Jul-2005 35,000.00 34,137.18 Group VI - HELOC's 0000853676 WA 0.00 11-Jun-2005 52,000.00 51,835.00 Group VI - HELOC's 0000856082 MD 0.00 16-Jun-2005 29,200.00 29,166.74 Group VI - HELOC's 0000856127 CA 0.00 20-Jun-2005 139,600.00 133,599.95 Group VI - HELOC's 0000856884 NC 0.00 25-Jun-2005 36,000.00 36,000.00 Group VI - HELOC's 0000858080 IL 0.00 21-Jul-2005 500,000.00 1,000.00 Group VI - HELOC's 0000858440 IA 14.09 25-Jun-2005 31,000.00 31,000.00 Group VI - HELOC's 0000859479 CA 0.00 01-Jul-2005 167,000.00 0.00 Group VI - HELOC's 0000862442 SC 0.00 23-Jun-2005 45,300.00 0.00 Group VI - HELOC's 0000868790 CA 0.00 26-Jun-2005 77,980.00 77,979.80 Group VI - HELOC's 0000870478 CA 20.00 14-Jul-2005 136,000.00 136,000.00 Group VI - HELOC's 0000870521 CA 0.00 01-Jul-2005 128,400.00 127,568.92 Group VI - HELOC's 0000870522 AZ 0.00 25-Jun-2005 51,000.00 32,742.30 Group VI - HELOC's 0000870536 CA 20.00 12-Jul-2005 62,000.00 54,000.00 Group VI - HELOC's 0000871675 NV 20.00 08-Jul-2005 143,100.00 143,100.00 Group VI - HELOC's 0000871713 IL 0.00 27-Jun-2005 100,000.00 67,989.90 Group VI - HELOC's 0000872780 CT 15.15 02-Jul-2005 25,000.00 17,930.48 Group VI - HELOC's 0000873567 MD 0.00 26-Jun-2005 115,500.00 110,785.76 Group VI - HELOC's 0000874084 AZ 0.00 02-Jul-2005 79,000.00 79,000.00 Group VI - HELOC's 0000875229 MO 45.00 17-Jul-2005 42,075.00 42,074.98 Group VI - HELOC's 0000875378 FL 0.00 27-Jun-2005 68,800.00 68,800.00 Group VI - HELOC's 0000877206 AZ 20.00 20-Jul-2005 39,000.00 39,000.00 Group VI - HELOC's 0000880735 CA 25.42 07-Jul-2005 150,000.00 0.00 Group VI - HELOC's 0000880781 CA 0.00 01-Aug-2005 66,514.00 65,681.66 Group VI - HELOC's 0000881702 CA 0.00 23-Jul-2005 225,000.00 225,000.00 Group VI - HELOC's 0000881912 CA 0.00 30-Jul-2005 150,000.00 0.00 Group VI - HELOC's 0000889437 AZ 0.00 24-Jul-2005 63,150.00 63,150.00 Group VI - HELOC's 0000889575 CA 6.51 16-Jul-2005 25,000.00 25,000.00 Group VI - HELOC's 0000895775 IL 0.00 29-Jul-2005 32,650.00 32,573.25 Group VI - HELOC's 0000906157 NV 0.00 25-Jul-2005 45,000.00 0.00 Group VI - HELOC's 0000908921 WI 0.00 24-Jul-2005 25,050.00 15,237.99 Group VI - HELOC's 0000910592 CA 0.00 30-Jul-2005 150,000.00 0.00

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning Group I 0000690772 Loan Paid in Full 0 5.200% 360 7 Group I 0000754041 Loan Paid in Full 0 7.146% 360 8 Group I 0000776789 Loan Paid in Full 0 5.396% 360 7 Group I 0000779732 Loan Paid in Full 0 5.726% 480 6 Group I 0000782089 Loan Paid in Full 0 6.826% 360 6 Group I 0000785987 Loan Paid in Full 0 6.296% 360 8 Group I 0000791285 Loan Paid in Full 0 5.916% 360 7 Group I 0000792972 Loan Paid in Full 0 6.101% 480 6 Group I 0000795678 Loan Paid in Full 0 6.166% 360 8 Group I 0000796806 Loan Paid in Full 0 6.866% 360 7 Group I 0000802692 Loan Paid in Full 0 7.066% 360 7 Group I 0000809687 Loan Paid in Full 0 6.126% 360 7 Group I 0000820541 Loan Paid in Full 0 8.046% 360 7 Group I 0000830814 Loan Paid in Full (1) 7.046% 360 7 Group I 0000832118 Loan Paid in Full 0 7.146% 360 6 Group I 0000833943 Loan Paid in Full 0 6.106% 360 6 Group I 0000833992 Loan Paid in Full 0 6.576% 480 6 Group I 0000842608 Loan Paid in Full (1) 6.416% 360 6 Group I 0000843682 Loan Paid in Full 0 6.686% 360 6 Group I 0000849068 Loan Paid in Full 1 6.756% 360 6 Group I 0000850505 Loan Paid in Full 0 7.136% 480 6 Group I 0000857530 Loan Paid in Full 0 6.306% 360 6 Group I 0000858424 Loan Paid in Full 0 4.450% 360 6 Group I 0000858758 Loan Paid in Full 0 6.116% 360 6 Group I 0000859020 Loan Paid in Full 0 6.496% 360 6 Group I 0000869897 Loan Paid in Full 0 6.676% 360 6 Group I 0000880309 Loan Paid in Full (2) 5.726% 360 6 Group I 0000888245 Loan Paid in Full 0 6.066% 480 5 Group I 0000890695 Loan Paid in Full 0 6.306% 360 6 Group I 0000892303 Loan Paid in Full (1) 6.016% 360 6 Group I 0000913065 Loan Paid in Full 0 6.266% 360 5 Group II-C 0000758835 Loan Paid in Full 0 5.875% 360 7 Group II-C 0000764703 Loan Paid in Full (1) 4.500% 360 8 Group II-C 0000769263 Loan Paid in Full 0 7.375% 360 6 Group II-C 0000777145 Loan Paid in Full 0 6.250% 360 8 Group II-C 0000778306 Loan Paid in Full 0 7.500% 360 6 Group II-C 0000778713 Loan Paid in Full 0 4.000% 360 7 Group II-C 0000779574 Loan Paid in Full 0 7.125% 360 7 Group II-C 0000781661 Loan Paid in Full 0 8.250% 360 7 Group II-C 0000784713 Loan Paid in Full 0 7.000% 360 7 Group II-C 0000785645 Loan Paid in Full 0 5.625% 360 8 Group II-C 0000786875 Loan Paid in Full 0 5.375% 360 8 Group II-C 0000787204 Loan Paid in Full 0 4.875% 360 7 Group II-C 0000788843 Loan Paid in Full 0 7.125% 360 6 Group II-C 0000789475 Loan Paid in Full 0 5.000% 360 7 Group II-C 0000793026 Loan Paid in Full (1) 4.500% 360 8 Group II-C 0000795575 Loan Paid in Full 0 6.500% 360 8 Group II-C 0000795766 Loan Paid in Full 1 4.000% 360 7 Group II-C 0000796840 Loan Paid in Full (1) 4.875% 360 6 Group II-C 0000797099 Loan Paid in Full 0 7.000% 360 7 Group II-C 0000798277 Loan Paid in Full 0 5.375% 360 7 Group II-C 0000798590 Loan Paid in Full 0 4.250% 360 7 Group II-C 0000800618 Loan Paid in Full 0 5.750% 360 7 Group II-C 0000803202 Loan Paid in Full 1 8.125% 360 7 Group II-C 0000803429 Loan Paid in Full 0 5.125% 360 8 Group II-C 0000803514 Loan Paid in Full 1 6.875% 360 6 Group II-C 0000805587 Loan Paid in Full 0 7.500% 360 7 Group II-C 0000806085 Loan Paid in Full 0 5.875% 360 7 Group II-C 0000807649 Loan Paid in Full 0 6.750% 360 8 Group II-C 0000808508 Loan Paid in Full 0 6.250% 360 7 Group II-C 0000808636 Loan Paid in Full 1 6.625% 360 7 Group II-C 0000809227 Loan Paid in Full 0 7.126% 360 6 Group II-C 0000809547 Loan Paid in Full 0 7.276% 360 6 Group II-C 0000810714 Loan Paid in Full 0 5.875% 360 7 Group II-C 0000811148 Loan Paid in Full 0 5.500% 360 7 Group II-C 0000812108 Loan Paid in Full 0 6.250% 360 7 Group II-C 0000813345 Loan Paid in Full 0 6.250% 360 7 Group II-C 0000817688 Loan Paid in Full 0 5.500% 360 7 Group II-C 0000818348 Loan Paid in Full 1 5.375% 360 6 Group II-C 0000820998 Loan Paid in Full 0 4.250% 360 6 Group II-C 0000824187 Loan Paid in Full 1 6.116% 360 7 Group II-C 0000824666 Loan Paid in Full 0 7.250% 360 7 Group II-C 0000825342 Loan Paid in Full 0 7.625% 360 7 Group II-C 0000825855 Loan Paid in Full 0 7.125% 360 7 Group II-C 0000828606 Loan Paid in Full 0 4.500% 360 7 Group II-C 0000829295 Loan Paid in Full 0 3.500% 360 6 Group II-C 0000829722 Loan Paid in Full 1 6.375% 360 7 Group II-C 0000830573 Loan Paid in Full 0 4.250% 360 7 Group II-C 0000830659 Loan Paid in Full (1) 4.000% 360 360 Group II-C 0000831457 Loan Paid in Full 0 4.750% 360 6 Group II-C 0000831769 Loan Paid in Full (1) 4.000% 360 7 Group II-C 0000832282 Loan Paid in Full 0 7.500% 360 6 Group II-C 0000838405 Loan Paid in Full 0 4.125% 360 6 Group II-C 0000839784 Loan Paid in Full 0 6.125% 360 7 Group II-C 0000840647 Loan Paid in Full 0 6.000% 360 7 Group II-C 0000842540 Loan Paid in Full 0 5.000% 360 6 Group II-C 0000844001 Loan Paid in Full 0 4.750% 360 6 Group II-C 0000844087 Loan Paid in Full 0 6.875% 360 6 Group II-C 0000844777 Loan Paid in Full 0 6.375% 360 6 Group II-C 0000844882 Loan Paid in Full 0 5.726% 360 6 Group II-C 0000849040 Loan Paid in Full 0 7.500% 360 6 Group II-C 0000853743 Loan Paid in Full 0 5.375% 360 6 Group II-C 0000858328 Loan Paid in Full 0 4.250% 360 6 Group II-C 0000859462 Loan Paid in Full 0 7.125% 360 6 Group II-C 0000861521 Loan Paid in Full 0 5.875% 360 6 Group II-C 0000862772 Loan Paid in Full 0 7.625% 360 6 Group II-C 0000863534 Loan Paid in Full 0 6.625% 360 6 Group II-C 0000864246 Loan Paid in Full 0 8.625% 360 6 Group II-C 0000870540 Loan Paid in Full 0 7.250% 360 6 Group II-C 0000875620 Loan Paid in Full 0 5.726% 360 6 Group II-C 0000879761 Loan Paid in Full 0 5.500% 360 6 Group II-C 0000880006 Loan Paid in Full 1 7.375% 360 6 Group II-C 0000880403 Loan Paid in Full 0 4.000% 360 5 Group II-C 0000880780 Loan Paid in Full 0 6.000% 360 5 Group II-C 0000881766 Loan Paid in Full 0 7.875% 360 6 Group II-C 0000881976 Loan Paid in Full 0 4.500% 360 5 Group II-C 0000885778 Loan Paid in Full 0 7.000% 360 6 Group II-C 0000886588 Loan Paid in Full 0 5.750% 360 5 Group II-C 0000887070 Loan Paid in Full 0 6.375% 360 6 Group II-C 0000892602 Loan Paid in Full 0 6.500% 360 5 Group II-C 0000895562 Loan Paid in Full 1 6.000% 360 5 Group II-C 0000899105 Loan Paid in Full 0 5.500% 360 5 Group II-NC 0000777673 Loan Paid in Full 0 8.625% 360 8 Group II-NC 0000784604 Loan Paid in Full 0 3.875% 360 7 Group II-NC 0000786345 Loan Paid in Full 0 6.831% 360 7 Group II-NC 0000786945 Loan Paid in Full 4 5.726% 360 6 Group II-NC 0000787268 Loan Paid in Full 0 5.916% 360 8 Group II-NC 0000796348 Loan Paid in Full 0 4.125% 360 7 Group II-NC 0000800387 Loan Paid in Full 0 4.000% 360 7 Group II-NC 0000805630 Loan Paid in Full 0 5.500% 360 6 Group II-NC 0000808592 Loan Paid in Full 0 6.625% 360 7 Group II-NC 0000811249 Loan Paid in Full 0 4.250% 360 7 Group II-NC 0000812912 Loan Paid in Full 0 7.000% 360 7 Group II-NC 0000813225 Loan Paid in Full 0 6.500% 360 7 Group II-NC 0000813675 Loan Paid in Full 0 4.250% 360 7 Group II-NC 0000813870 Loan Paid in Full 0 5.125% 360 7 Group II-NC 0000817116 Loan Paid in Full (1) 4.625% 360 6 Group II-NC 0000817523 Loan Paid in Full 0 6.000% 360 6 Group II-NC 0000817707 Loan Paid in Full 0 8.375% 360 6 Group II-NC 0000818378 Loan Paid in Full 0 7.500% 360 6 Group II-NC 0000819141 Loan Paid in Full 1 4.000% 360 6 Group II-NC 0000820147 Loan Paid in Full (1) 4.250% 360 7 Group II-NC 0000823744 Loan Paid in Full 0 4.875% 360 6 Group II-NC 0000825430 Loan Paid in Full 0 6.956% 360 6 Group II-NC 0000825899 Loan Paid in Full (1) 5.750% 360 7 Group II-NC 0000827556 Loan Paid in Full 0 5.500% 360 6 Group II-NC 0000827717 Loan Paid in Full 0 6.375% 360 6 Group II-NC 0000829210 Loan Paid in Full 0 4.000% 360 6 Group II-NC 0000832618 Loan Paid in Full 0 7.500% 360 6 Group II-NC 0000837342 Loan Paid in Full 0 7.625% 360 6 Group II-NC 0000838751 Loan Paid in Full 0 7.250% 360 6 Group II-NC 0000838808 Loan Paid in Full 0 7.750% 360 6 Group II-NC 0000839097 Loan Paid in Full 0 5.250% 360 6 Group II-NC 0000845779 Loan Paid in Full 0 7.250% 360 6 Group II-NC 0000847259 Loan Paid in Full (1) 5.250% 360 6 Group II-NC 0000847701 Loan Paid in Full 0 6.116% 360 6 Group II-NC 0000861593 Loan Paid in Full 0 5.125% 360 6 Group II-NC 0000862321 Loan Paid in Full 0 6.875% 360 6 Group II-NC 0000870446 Loan Paid in Full 0 5.875% 360 6 Group II-NC 0000881415 Loan Paid in Full 0 4.125% 360 5 Group II-NC 0000883532 Loan Paid in Full 0 6.375% 360 6 Group II-NC 0000884856 Loan Paid in Full 0 8.625% 360 6 Group II-NC 0000892700 Loan Paid in Full 0 6.125% 360 6 Group II-NC 0000897052 Loan Paid in Full 0 5.500% 360 5 Group III 0000700541 Loan Paid in Full 0 6.750% 360 8 Group III 0000730552 Loan Paid in Full 0 5.750% 360 6 Group III 0000731035 Loan Paid in Full 0 7.125% 360 10 Group III 0000746773 Loan Paid in Full 0 5.500% 360 6 Group III 0000750640 Loan Paid in Full 0 6.500% 360 8 Group III 0000759312 Loan Paid in Full 0 6.875% 360 8 Group III 0000769242 Loan Paid in Full (1) 5.500% 360 7 Group III 0000769537 Loan Paid in Full 0 6.250% 360 7 Group III 0000769581 Loan Paid in Full 1 6.875% 360 8 Group III 0000771523 Loan Paid in Full 0 5.750% 360 7 Group III 0000776625 Loan Paid in Full 0 7.750% 360 7 Group III 0000777010 Loan Paid in Full 0 7.500% 360 7 Group III 0000779158 Loan Paid in Full 0 6.625% 360 7 Group III 0000783330 Loan Paid in Full 0 7.125% 360 8 Group III 0000785880 Loan Paid in Full 0 5.875% 360 7 Group III 0000786822 Loan Paid in Full (1) 6.750% 360 6 Group III 0000787111 Loan Paid in Full 0 6.875% 360 8 Group III 0000787704 Loan Paid in Full 0 5.875% 360 6 Group III 0000788798 Loan Paid in Full 0 6.500% 360 8 Group III 0000788922 Loan Paid in Full 0 5.750% 360 8 Group III 0000790064 Loan Paid in Full 0 5.625% 360 8 Group III 0000790435 Loan Paid in Full 0 6.125% 360 8 Group III 0000791058 Loan Paid in Full 0 7.375% 360 8 Group III 0000792453 Loan Paid in Full 0 5.875% 360 8 Group III 0000793759 Loan Paid in Full 0 5.875% 360 8 Group III 0000794469 Loan Paid in Full (1) 5.375% 360 7 Group III 0000794569 Loan Paid in Full 0 5.875% 360 7 Group III 0000795053 Loan Paid in Full 0 6.125% 360 7 Group III 0000796248 Loan Paid in Full 0 7.125% 360 7 Group III 0000796507 Loan Paid in Full 0 5.625% 360 7 Group III 0000797642 Loan Paid in Full 1 7.500% 360 8 Group III 0000797945 Loan Paid in Full 0 6.125% 360 8 Group III 0000797972 Loan Paid in Full 0 6.000% 360 7 Group III 0000798179 Loan Paid in Full (1) 6.125% 360 7 Group III 0000799125 Loan Paid in Full 0 6.500% 360 7 Group III 0000801230 Loan Paid in Full 0 6.125% 360 7 Group III 0000801613 Loan Paid in Full 0 6.250% 360 7 Group III 0000802199 Loan Paid in Full (1) 6.125% 360 7 Group III 0000802898 Loan Paid in Full 0 6.125% 360 7 Group III 0000803046 Loan Paid in Full 0 5.375% 360 7 Group III 0000803151 Loan Paid in Full 0 6.875% 360 8 Group III 0000803423 Loan Paid in Full (1) 6.125% 360 6 Group III 0000803765 Loan Paid in Full 0 5.875% 360 7 Group III 0000804530 Loan Paid in Full 0 5.750% 360 7 Group III 0000805152 Loan Paid in Full 0 5.750% 360 7 Group III 0000806409 Loan Paid in Full 1 7.500% 360 7 Group III 0000807366 Loan Paid in Full 0 7.375% 360 7 Group III 0000807529 Loan Paid in Full 0 6.125% 360 7 Group III 0000808216 Loan Paid in Full 0 6.125% 360 7 Group III 0000808347 Loan Paid in Full 0 6.125% 360 7 Group III 0000809159 Loan Paid in Full (1) 6.000% 360 7 Group III 0000810931 Loan Paid in Full 1 7.375% 360 7 Group III 0000812222 Loan Paid in Full 0 6.500% 360 7 Group III 0000813193 Loan Paid in Full 0 6.875% 360 6 Group III 0000814002 Loan Paid in Full 0 6.250% 360 7 Group III 0000814630 Loan Paid in Full (1) 5.875% 360 7 Group III 0000817211 Loan Paid in Full 0 6.000% 360 7 Group III 0000817354 Loan Paid in Full 0 6.500% 360 7 Group III 0000817586 Loan Paid in Full (1) 6.000% 360 6 Group III 0000817870 Loan Paid in Full 0 5.875% 360 7 Group III 0000818408 Loan Paid in Full 0 6.750% 360 6 Group III 0000818801 Loan Paid in Full 0 6.000% 360 7 Group III 0000819265 Loan Paid in Full 0 5.250% 360 6 Group III 0000819827 Loan Paid in Full (1) 6.625% 360 6 Group III 0000820041 Loan Paid in Full 0 6.250% 360 7 Group III 0000820390 Loan Paid in Full 0 7.250% 360 7 Group III 0000821205 Loan Paid in Full (2) 7.500% 360 7 Group III 0000821759 Loan Paid in Full 0 5.750% 360 6 Group III 0000822253 Loan Paid in Full (1) 6.000% 360 7 Group III 0000823531 Loan Paid in Full 0 6.250% 360 6 Group III 0000824874 Loan Paid in Full 0 7.125% 360 7 Group III 0000824920 Loan Paid in Full 0 7.750% 360 7 Group III 0000825387 Loan Paid in Full 0 6.000% 360 7 Group III 0000825811 Loan Paid in Full 0 5.875% 360 6 Group III 0000826510 Loan Paid in Full 0 5.625% 360 6 Group III 0000826846 Loan Paid in Full 0 5.625% 360 7 Group III 0000826917 Loan Paid in Full 1 7.500% 360 6 Group III 0000827956 Loan Paid in Full 0 5.500% 360 6 Group III 0000828074 Loan Paid in Full 2 7.500% 360 6 Group III 0000828103 Loan Paid in Full (1) 5.250% 360 7 Group III 0000828189 Loan Paid in Full 0 6.125% 360 6 Group III 0000828764 Loan Paid in Full (3) 5.625% 360 6 Group III 0000830843 Loan Paid in Full 0 7.625% 360 7 Group III 0000831217 Loan Paid in Full 0 7.250% 360 7 Group III 0000832438 Loan Paid in Full (1) 5.625% 360 6 Group III 0000833870 Loan Paid in Full 0 6.875% 360 6 Group III 0000834142 Loan Paid in Full (1) 6.250% 360 6 Group III 0000834445 Loan Paid in Full 0 5.375% 360 6 Group III 0000834484 Loan Paid in Full 0 7.250% 360 6 Group III 0000834730 Loan Paid in Full 0 6.125% 360 6 Group III 0000835072 Loan Paid in Full 0 7.500% 360 6 Group III 0000835169 Loan Paid in Full 1 6.500% 360 7 Group III 0000836112 Loan Paid in Full 0 5.250% 360 6 Group III 0000836471 Loan Paid in Full (1) 5.125% 360 6 Group III 0000837484 Loan Paid in Full 0 7.375% 360 6 Group III 0000838103 Loan Paid in Full 0 6.750% 360 6 Group III 0000839792 Loan Paid in Full 0 6.875% 360 6 Group III 0000840674 Loan Paid in Full 0 7.375% 360 6 Group III 0000840749 Loan Paid in Full 0 5.875% 360 6 Group III 0000841787 Loan Paid in Full 1 7.625% 360 7 Group III 0000843942 Loan Paid in Full 0 5.750% 360 6 Group III 0000844503 Loan Paid in Full 0 6.875% 360 6 Group III 0000846375 Loan Paid in Full 0 6.500% 360 6 Group III 0000846393 Loan Paid in Full 0 7.000% 360 6 Group III 0000846600 Loan Paid in Full 0 6.750% 360 6 Group III 0000847696 Loan Paid in Full (1) 6.000% 360 6 Group III 0000848434 Loan Paid in Full 0 6.500% 360 6 Group III 0000848615 Loan Paid in Full 0 6.000% 360 6 Group III 0000850021 Loan Paid in Full 0 5.875% 360 6 Group III 0000850538 Loan Paid in Full 0 7.250% 360 6 Group III 0000850590 Loan Paid in Full 0 6.750% 360 6 Group III 0000851440 Loan Paid in Full 0 6.875% 360 6 Group III 0000852057 Loan Paid in Full (1) 5.750% 360 6 Group III 0000852611 Loan Paid in Full 0 6.750% 360 6 Group III 0000852773 Loan Paid in Full 0 6.875% 360 6 Group III 0000852849 Loan Paid in Full 0 7.875% 360 6 Group III 0000853569 Loan Paid in Full 0 7.250% 360 6 Group III 0000853771 Loan Paid in Full 0 5.125% 360 6 Group III 0000853831 Loan Paid in Full 0 5.875% 360 6 Group III 0000854123 Loan Paid in Full 0 6.875% 360 6 Group III 0000854555 Loan Paid in Full (1) 5.875% 360 6 Group III 0000854788 Loan Paid in Full (1) 5.500% 360 6 Group III 0000855559 Loan Paid in Full 0 6.500% 360 6 Group III 0000856513 Loan Paid in Full 0 7.250% 360 6 Group III 0000857146 Loan Paid in Full 1 6.125% 360 6 Group III 0000857416 Loan Paid in Full 0 7.250% 360 6 Group III 0000858755 Loan Paid in Full 0 6.000% 360 6 Group III 0000858955 Loan Paid in Full 0 6.750% 360 6 Group III 0000859095 Loan Paid in Full 0 6.875% 360 6 Group III 0000859393 Loan Paid in Full 0 7.000% 360 6 Group III 0000859485 Loan Paid in Full 0 7.500% 360 6 Group III 0000859786 Loan Paid in Full 0 7.250% 360 6 Group III 0000859869 Loan Paid in Full 0 6.500% 360 6 Group III 0000860434 Loan Paid in Full (1) 5.875% 360 6 Group III 0000861023 Loan Paid in Full 0 7.875% 360 6 Group III 0000862010 Loan Paid in Full 0 7.750% 360 6 Group III 0000862207 Loan Paid in Full 0 6.000% 360 6 Group III 0000862414 Loan Paid in Full 0 5.875% 360 6 Group III 0000862567 Loan Paid in Full 0 7.250% 360 6 Group III 0000863407 Loan Paid in Full 0 6.000% 360 6 Group III 0000863414 Loan Paid in Full (1) 5.875% 360 6 Group III 0000863427 Loan Paid in Full (1) 5.500% 360 6 Group III 0000864236 Loan Paid in Full 0 6.625% 360 6 Group III 0000865672 Loan Paid in Full 0 6.375% 360 6 Group III 0000866462 Loan Paid in Full 0 7.250% 360 6 Group III 0000868486 Loan Paid in Full 0 7.125% 360 6 Group III 0000872558 Loan Paid in Full 0 6.250% 360 6 Group III 0000872626 Loan Paid in Full 0 6.000% 360 6 Group III 0000874080 Loan Paid in Full 0 5.750% 360 6 Group III 0000876992 Loan Paid in Full 0 6.500% 360 6 Group III 0000878028 Loan Paid in Full 0 5.750% 360 6 Group III 0000879432 Loan Paid in Full 0 7.500% 360 6 Group III 0000880677 Loan Paid in Full 0 6.625% 360 6 Group III 0000881425 Loan Paid in Full 0 6.875% 360 6 Group III 0000881571 Loan Paid in Full 0 7.250% 360 6 Group III 0000882506 Loan Paid in Full 0 5.750% 360 6 Group III 0000885914 Loan Paid in Full 0 6.375% 360 6 Group III 0000887656 Loan Paid in Full 0 6.125% 360 6 Group III 0000887773 Loan Paid in Full 0 7.125% 360 6 Group III 0000891386 Loan Paid in Full 0 7.750% 360 6 Group III 0000892761 Loan Paid in Full 0 7.875% 360 6 Group III 0000895186 Loan Paid in Full 0 5.625% 360 6 Group III 0000895230 Loan Paid in Full 0 6.250% 360 6 Group IV 0000790542 Loan Paid in Full 0 5.500% 360 8 Group IV 0000790756 Loan Paid in Full 0 5.625% 360 8 Group IV 0000803307 Loan Paid in Full 0 7.875% 360 7 Group IV 0000805838 Loan Paid in Full 0 6.125% 360 6 Group IV 0000806311 Loan Paid in Full 0 7.000% 360 7 Group IV 0000823196 Loan Paid in Full 0 5.250% 360 7 Group IV 0000824085 Loan Paid in Full 0 6.500% 360 7 Group IV 0000826976 Loan Paid in Full 0 7.500% 360 7 Group IV 0000836546 Loan Paid in Full 0 7.125% 360 6 Group IV 0000836677 Loan Paid in Full (1) 5.250% 360 6 Group IV 0000839099 Loan Paid in Full 0 6.250% 360 7 Group IV 0000855053 Loan Paid in Full 0 6.500% 360 6 Group IV 0000857284 Loan Paid in Full 0 5.250% 360 6 Group IV 0000864128 Loan Paid in Full 0 7.500% 360 6 Group IV 0000865691 Loan Paid in Full 0 7.625% 360 6 Group IV 0000872179 Loan Paid in Full 0 6.875% 360 6 Group IV 0000876815 Loan Paid in Full 0 7.250% 360 6 Group V 0000675845 Loan Paid in Full (1) 6.875% 360 7 Group V 0000677309 Loan Paid in Full (1) 7.250% 360 12 Group V 0000722948 Loan Paid in Full 0 6.125% 360 9 Group V 0000738498 Loan Paid in Full 0 8.500% 360 7 Group V 0000756317 Loan Paid in Full 0 6.500% 360 7 Group V 0000757089 Loan Paid in Full 0 6.000% 360 9 Group V 0000761949 Loan Paid in Full 0 6.000% 360 9 Group V 0000769233 Loan Paid in Full 0 6.500% 360 8 Group V 0000770126 Loan Paid in Full 1 5.875% 360 7 Group V 0000771876 Loan Paid in Full 0 6.000% 360 9 Group V 0000773098 Loan Paid in Full 0 6.625% 360 8 Group V 0000774801 Loan Paid in Full 0 6.500% 360 8 Group V 0000777893 Loan Paid in Full (1) 6.375% 360 7 Group V 0000780012 Loan Paid in Full 0 6.750% 360 8 Group V 0000784619 Loan Paid in Full 0 6.500% 360 8 Group V 0000784820 Loan Paid in Full 0 6.750% 360 8 Group V 0000786613 Loan Paid in Full 0 7.875% 360 7 Group V 0000786724 Loan Paid in Full 0 7.625% 360 8 Group V 0000786938 Loan Paid in Full 0 6.500% 360 8 Group V 0000789470 Loan Paid in Full 0 6.125% 360 7 Group V 0000790418 Loan Paid in Full 0 6.875% 360 8 Group V 0000790690 Loan Paid in Full 0 6.875% 360 8 Group V 0000792663 Loan Paid in Full 0 7.375% 360 7 Group V 0000793930 Loan Paid in Full 1 6.875% 360 7 Group V 0000794500 Loan Paid in Full 0 6.625% 360 7 Group V 0000796103 Loan Paid in Full 0 6.875% 360 7 Group V 0000796244 Loan Paid in Full (1) 6.500% 360 6 Group V 0000798850 Loan Paid in Full 1 7.625% 360 7 Group V 0000799427 Loan Paid in Full 0 6.125% 360 7 Group V 0000801452 Loan Paid in Full 0 7.250% 360 7 Group V 0000802169 Loan Paid in Full 0 7.500% 360 7 Group V 0000802321 Loan Paid in Full 0 6.500% 360 7 Group V 0000803740 Loan Paid in Full 0 6.500% 360 7 Group V 0000804489 Loan Paid in Full 0 7.000% 360 7 Group V 0000806485 Loan Paid in Full (1) 5.875% 180 8 Group V 0000806677 Loan Paid in Full 0 6.250% 360 7 Group V 0000806793 Loan Paid in Full 0 6.875% 360 6 Group V 0000807302 Loan Paid in Full 0 6.500% 360 6 Group V 0000808414 Loan Paid in Full 0 7.500% 360 7 Group V 0000811885 Loan Paid in Full 0 6.625% 360 7 Group V 0000812247 Loan Paid in Full 0 6.500% 360 7 Group V 0000812262 Loan Paid in Full 0 6.625% 360 7 Group V 0000812943 Loan Paid in Full 0 6.375% 360 7 Group V 0000813293 Loan Paid in Full (1) 6.625% 360 7 Group V 0000814556 Loan Paid in Full 0 7.500% 360 7 Group V 0000817367 Loan Paid in Full 0 6.500% 360 6 Group V 0000818040 Loan Paid in Full 1 6.875% 360 6 Group V 0000818458 Loan Paid in Full 0 7.375% 360 6 Group V 0000818941 Loan Paid in Full 0 8.250% 360 6 Group V 0000819078 Loan Paid in Full 3 7.125% 360 7 Group V 0000819340 Loan Paid in Full 0 6.500% 360 6 Group V 0000820630 Loan Paid in Full 0 7.250% 360 6 Group V 0000820888 Loan Paid in Full (1) 6.000% 360 6 Group V 0000822115 Loan Paid in Full 1 7.375% 360 6 Group V 0000822732 Loan Paid in Full 0 7.500% 360 7 Group V 0000823232 Loan Paid in Full 0 6.625% 360 6 Group V 0000823248 Loan Paid in Full (1) 7.500% 360 6 Group V 0000824559 Loan Paid in Full 0 6.250% 360 7 Group V 0000824732 Loan Paid in Full 0 6.750% 360 6 Group V 0000826487 Loan Paid in Full 0 7.250% 360 7 Group V 0000827048 Loan Paid in Full 0 6.750% 360 7 Group V 0000827127 Loan Paid in Full (1) 6.125% 360 6 Group V 0000827235 Loan Paid in Full 0 6.750% 360 6 Group V 0000827510 Loan Paid in Full 0 6.625% 360 6 Group V 0000830021 Loan Paid in Full 0 6.500% 360 6 Group V 0000830271 Loan Paid in Full 0 7.500% 360 7 Group V 0000831066 Loan Paid in Full 0 6.500% 360 7 Group V 0000832283 Loan Paid in Full 0 6.000% 360 6 Group V 0000832536 Loan Paid in Full (2) 6.875% 360 6 Group V 0000833106 Loan Paid in Full 0 6.000% 360 6 Group V 0000833448 Loan Paid in Full 0 7.375% 360 6 Group V 0000833759 Loan Paid in Full 1 6.625% 360 7 Group V 0000834050 Loan Paid in Full 0 6.250% 360 7 Group V 0000834539 Loan Paid in Full 0 7.625% 360 7 Group V 0000834748 Loan Paid in Full 0 5.500% 360 6 Group V 0000835123 Loan Paid in Full 0 6.875% 360 7 Group V 0000835336 Loan Paid in Full 0 6.875% 360 7 Group V 0000836631 Loan Paid in Full (1) 6.250% 360 6 Group V 0000836900 Loan Paid in Full 0 6.500% 360 6 Group V 0000837125 Loan Paid in Full 0 6.625% 360 6 Group V 0000838670 Loan Paid in Full 0 6.625% 360 6 Group V 0000839338 Loan Paid in Full 0 7.250% 360 6 Group V 0000844965 Loan Paid in Full (1) 6.125% 360 6 Group V 0000845000 Loan Paid in Full 0 6.250% 360 6 Group V 0000845443 Loan Paid in Full (1) 6.500% 360 6 Group V 0000846170 Loan Paid in Full 0 5.875% 360 6 Group V 0000846860 Loan Paid in Full 0 8.375% 360 6 Group V 0000848168 Loan Paid in Full (1) 6.250% 360 6 Group V 0000849123 Loan Paid in Full 0 7.500% 360 6 Group V 0000849181 Loan Paid in Full 0 6.375% 360 6 Group V 0000852177 Loan Paid in Full 0 6.375% 360 6 Group V 0000856520 Loan Paid in Full 0 6.125% 360 6 Group V 0000857312 Loan Paid in Full 0 7.000% 360 6 Group V 0000859546 Loan Paid in Full 0 7.250% 360 6 Group V 0000859912 Loan Paid in Full (1) 6.000% 360 6 Group V 0000860697 Loan Paid in Full 0 6.500% 360 6 Group V 0000861941 Loan Paid in Full 3 6.375% 360 6 Group V 0000866122 Loan Paid in Full 0 6.875% 360 6 Group V 0000866957 Loan Paid in Full 0 6.750% 360 6 Group V 0000868142 Loan Paid in Full 0 6.250% 360 6 Group V 0000870591 Loan Paid in Full 0 7.125% 360 6 Group V 0000872980 Loan Paid in Full 0 7.625% 360 6 Group V 0000873407 Loan Paid in Full 0 8.500% 360 6 Group V 0000873985 Loan Paid in Full 0 6.875% 360 6 Group V 0000876926 Loan Paid in Full 0 6.500% 360 6 Group V 0000884430 Loan Paid in Full 0 6.250% 360 6 Group V 0000888110 Loan Paid in Full 0 6.000% 360 6 Group V 0000889046 Loan Paid in Full 0 6.250% 360 6 Group V 0000890241 Loan Paid in Full (1) 6.875% 360 5 Group V 0000895388 Loan Paid in Full 0 6.250% 360 5 Group V 0000897685 Loan Paid in Full (1) 7.250% 360 5 Group V 0000902884 Loan Paid in Full 3 7.500% 360 5 Group VI - HELOC's 0000681278 Loan Paid in Full 0 9.625% 300 11 Group VI - HELOC's 0000726423 Loan Paid in Full 0 8.125% 300 12 Group VI - HELOC's 0000729320 Loan Paid in Full 0 9.375% 300 8 Group VI - HELOC's 0000734862 Loan Paid in Full 0 8.000% 300 8 Group VI - HELOC's 0000749336 Loan Paid in Full 0 7.000% 300 8 Group VI - HELOC's 0000754277 Loan Paid in Full 0 7.875% 300 8 Group VI - HELOC's 0000755004 Loan Paid in Full 0 8.375% 300 8 Group VI - HELOC's 0000760913 Loan Paid in Full 0 7.500% 300 9 Group VI - HELOC's 0000772397 Loan Paid in Full 0 8.000% 300 8 Group VI - HELOC's 0000773166 Loan Paid in Full 0 11.125% 300 8 Group VI - HELOC's 0000773944 Loan Paid in Full 0 4.500% 300 300 Group VI - HELOC's 0000774743 Loan Paid in Full 0 7.375% 300 300 Group VI - HELOC's 0000775085 Loan Paid in Full 0 8.875% 300 8 Group VI - HELOC's 0000777882 Loan Paid in Full 0 10.500% 300 8 Group VI - HELOC's 0000777909 Loan Paid in Full 0 8.625% 300 8 Group VI - HELOC's 0000778165 Loan Paid in Full 0 8.000% 300 8 Group VI - HELOC's 0000778887 Loan Paid in Full 0 8.625% 300 8 Group VI - HELOC's 0000779461 Loan Paid in Full 0 9.625% 300 8 Group VI - HELOC's 0000780082 Loan Paid in Full 0 9.375% 300 8 Group VI - HELOC's 0000780895 Loan Paid in Full 0 9.875% 300 8 Group VI - HELOC's 0000781375 Loan Paid in Full 0 7.250% 300 9 Group VI - HELOC's 0000783304 Loan Paid in Full 0 9.250% 300 8 Group VI - HELOC's 0000783370 Loan Paid in Full 0 11.125% 300 8 Group VI - HELOC's 0000783825 Loan Paid in Full 0 8.500% 300 8 Group VI - HELOC's 0000785730 Loan Paid in Full 0 8.625% 300 9 Group VI - HELOC's 0000786195 Loan Paid in Full 0 7.875% 300 300 Group VI - HELOC's 0000787218 Loan Paid in Full 0 9.000% 300 7 Group VI - HELOC's 0000787709 Loan Paid in Full 0 9.000% 300 8 Group VI - HELOC's 0000788049 Loan Paid in Full 0 8.375% 300 8 Group VI - HELOC's 0000788600 Loan Paid in Full 0 9.250% 300 8 Group VI - HELOC's 0000789037 Loan Paid in Full 0 9.125% 300 7 Group VI - HELOC's 0000790938 Loan Paid in Full 0 9.125% 300 8 Group VI - HELOC's 0000791186 Loan Paid in Full 0 9.125% 300 8 Group VI - HELOC's 0000792850 Loan Paid in Full 0 8.000% 300 8 Group VI - HELOC's 0000793718 Loan Paid in Full 0 8.000% 300 8 Group VI - HELOC's 0000794143 Loan Paid in Full 0 10.250% 240 8 Group VI - HELOC's 0000795586 Loan Paid in Full 0 8.250% 300 8 Group VI - HELOC's 0000796038 Loan Paid in Full 0 9.625% 300 8 Group VI - HELOC's 0000797172 Loan Paid in Full 0 9.875% 300 8 Group VI - HELOC's 0000797449 Loan Paid in Full 0 8.875% 300 7 Group VI - HELOC's 0000797957 Loan Paid in Full 0 9.625% 300 8 Group VI - HELOC's 0000798009 Loan Paid in Full (2) 9.125% 300 300 Group VI - HELOC's 0000798345 Loan Paid in Full 0 8.000% 300 8 Group VI - HELOC's 0000798389 Loan Paid in Full 0 7.125% 300 300 Group VI - HELOC's 0000798817 Loan Paid in Full 0 8.875% 300 8 Group VI - HELOC's 0000799576 Loan Paid in Full 0 9.500% 300 8 Group VI - HELOC's 0000801406 Loan Paid in Full 0 7.625% 300 300 Group VI - HELOC's 0000802616 Loan Paid in Full 0 7.750% 240 8 Group VI - HELOC's 0000802938 Loan Paid in Full 0 8.500% 300 8 Group VI - HELOC's 0000804602 Loan Paid in Full 0 9.000% 300 7 Group VI - HELOC's 0000805004 Loan Paid in Full 0 8.125% 300 7 Group VI - HELOC's 0000805011 Loan Paid in Full 0 8.625% 300 8 Group VI - HELOC's 0000805604 Loan Paid in Full 0 8.625% 300 8 Group VI - HELOC's 0000805795 Loan Paid in Full 0 8.125% 300 7 Group VI - HELOC's 0000806451 Loan Paid in Full 0 9.625% 300 8 Group VI - HELOC's 0000806557 Loan Paid in Full 0 9.000% 300 8 Group VI - HELOC's 0000806795 Loan Paid in Full 0 7.375% 300 6 Group VI - HELOC's 0000808387 Loan Paid in Full 0 9.125% 300 8 Group VI - HELOC's 0000810258 Loan Paid in Full 0 8.500% 300 8 Group VI - HELOC's 0000811238 Loan Paid in Full 0 9.625% 300 8 Group VI - HELOC's 0000811247 Loan Paid in Full 0 8.375% 300 8 Group VI - HELOC's 0000811379 Loan Paid in Full 0 8.625% 300 6 Group VI - HELOC's 0000812973 Loan Paid in Full 0 8.125% 300 8 Group VI - HELOC's 0000813614 Loan Paid in Full 0 9.500% 300 7 Group VI - HELOC's 0000817182 Loan Paid in Full 0 7.625% 300 6 Group VI - HELOC's 0000817669 Loan Paid in Full 0 9.625% 300 7 Group VI - HELOC's 0000818090 Loan Paid in Full 0 8.875% 300 6 Group VI - HELOC's 0000821860 Loan Paid in Full (3) 8.500% 300 300 Group VI - HELOC's 0000822307 Loan Paid in Full 0 8.625% 300 7 Group VI - HELOC's 0000825004 Loan Paid in Full (3) 7.375% 300 300 Group VI - HELOC's 0000826380 Loan Paid in Full 0 9.750% 300 8 Group VI - HELOC's 0000826537 Loan Paid in Full 0 8.625% 300 6 Group VI - HELOC's 0000826565 Loan Paid in Full 0 8.500% 300 7 Group VI - HELOC's 0000827125 Loan Paid in Full 0 8.250% 300 7 Group VI - HELOC's 0000827396 Loan Paid in Full 0 10.500% 300 7 Group VI - HELOC's 0000828522 Loan Paid in Full 0 9.625% 300 7 Group VI - HELOC's 0000828660 Loan Paid in Full 0 7.875% 300 7 Group VI - HELOC's 0000829373 Loan Paid in Full 0 10.875% 300 6 Group VI - HELOC's 0000829555 Loan Paid in Full 0 10.625% 300 300 Group VI - HELOC's 0000829826 Loan Paid in Full 0 9.500% 300 7 Group VI - HELOC's 0000830348 Loan Paid in Full 0 8.625% 300 300 Group VI - HELOC's 0000831462 Loan Paid in Full 0 10.125% 300 7 Group VI - HELOC's 0000831674 Loan Paid in Full (1) 8.125% 300 300 Group VI - HELOC's 0000831858 Loan Paid in Full 0 9.000% 300 7 Group VI - HELOC's 0000831987 Loan Paid in Full 0 8.875% 300 7 Group VI - HELOC's 0000835016 Loan Paid in Full 0 8.250% 300 7 Group VI - HELOC's 0000835575 Loan Paid in Full 0 9.375% 300 6 Group VI - HELOC's 0000835729 Loan Paid in Full 0 7.000% 300 7 Group VI - HELOC's 0000839301 Loan Paid in Full 0 8.125% 300 7 Group VI - HELOC's 0000843367 Loan Paid in Full 0 7.250% 300 300 Group VI - HELOC's 0000844885 Loan Paid in Full 0 9.500% 300 6 Group VI - HELOC's 0000847076 Loan Paid in Full 0 8.000% 300 5 Group VI - HELOC's 0000847800 Loan Paid in Full 0 10.500% 300 6 Group VI - HELOC's 0000848692 Loan Paid in Full 0 9.875% 300 6 Group VI - HELOC's 0000848801 Loan Paid in Full 0 10.000% 300 6 Group VI - HELOC's 0000851914 Loan Paid in Full 0 8.750% 300 7 Group VI - HELOC's 0000852539 Loan Paid in Full 0 9.875% 300 6 Group VI - HELOC's 0000853063 Loan Paid in Full 0 9.250% 300 6 Group VI - HELOC's 0000853676 Loan Paid in Full 0 8.000% 300 7 Group VI - HELOC's 0000856082 Loan Paid in Full 0 10.125% 300 7 Group VI - HELOC's 0000856127 Loan Paid in Full 0 8.750% 300 6 Group VI - HELOC's 0000856884 Loan Paid in Full 0 10.000% 300 6 Group VI - HELOC's 0000858080 Loan Paid in Full 0 7.625% 300 303 Group VI - HELOC's 0000858440 Loan Paid in Full 0 8.000% 300 6 Group VI - HELOC's 0000859479 Loan Paid in Full (2) 7.000% 300 300 Group VI - HELOC's 0000862442 Loan Paid in Full (2) 5.000% 300 300 Group VI - HELOC's 0000868790 Loan Paid in Full 0 10.125% 300 6 Group VI - HELOC's 0000870478 Loan Paid in Full 0 9.625% 300 6 Group VI - HELOC's 0000870521 Loan Paid in Full 0 8.875% 300 6 Group VI - HELOC's 0000870522 Loan Paid in Full 0 9.875% 300 6 Group VI - HELOC's 0000870536 Loan Paid in Full 0 9.375% 300 6 Group VI - HELOC's 0000871675 Loan Paid in Full 0 9.625% 300 6 Group VI - HELOC's 0000871713 Loan Paid in Full 0 7.375% 300 6 Group VI - HELOC's 0000872780 Loan Paid in Full 0 7.500% 300 6 Group VI - HELOC's 0000873567 Loan Paid in Full 0 8.625% 300 6 Group VI - HELOC's 0000874084 Loan Paid in Full 0 7.875% 300 6 Group VI - HELOC's 0000875229 Loan Paid in Full 0 9.250% 300 5 Group VI - HELOC's 0000875378 Loan Paid in Full 0 8.375% 300 6 Group VI - HELOC's 0000877206 Loan Paid in Full 0 9.375% 300 5 Group VI - HELOC's 0000880735 Loan Paid in Full 0 7.875% 300 300 Group VI - HELOC's 0000880781 Loan Paid in Full 0 8.875% 300 5 Group VI - HELOC's 0000881702 Loan Paid in Full 0 10.500% 300 5 Group VI - HELOC's 0000881912 Loan Paid in Full 0 9.500% 300 300 Group VI - HELOC's 0000889437 Loan Paid in Full 0 7.875% 300 5 Group VI - HELOC's 0000889575 Loan Paid in Full 0 9.875% 300 6 Group VI - HELOC's 0000895775 Loan Paid in Full 0 10.875% 300 5 Group VI - HELOC's 0000906157 Loan Paid in Full 0 7.750% 300 300 Group VI - HELOC's 0000908921 Loan Paid in Full 0 9.250% 300 5 Group VI - HELOC's 0000910592 Loan Paid in Full 0 7.125% 300 300

Summary SMM CPR PSA Current Month 2.470% Current Month 25.927% Current Month 1,988.165% 3 Month Average 2.450% 3 Month Average 25.733% 3 Month Average 2,394.232% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs 12mo Average* PSA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. 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 N/A N/A Jun-2005 N/A N/A Jul-2005 7.902% N/A Jul-2005 7,050.836% N/A Aug-2005 15.779% N/A Aug-2005 5,206.111% N/A Sep-2005 21.853% N/A Sep-2005 4,342.412% N/A Oct-2005 20.010% N/A Oct-2005 2,845.613% N/A Nov-2005 27.328% N/A Nov-2005 3,025.021% N/A Dec-2005 23.943% N/A Dec-2005 2,169.510% N/A Jan-2006 25.927% N/A Jan-2006 1,988.165% 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. Group I SMM CPR PSA Current Month 1.433% Current Month 15.907% Current Month 1,231.296% 3 Month Average 1.667% 3 Month Average 18.248% 3 Month Average 1,737.965% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs 12mo Average* PSA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. 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 N/A N/A Jun-2005 N/A N/A Jul-2005 7.913% N/A Jul-2005 7,593.752% N/A Aug-2005 9.248% N/A Aug-2005 3,154.023% N/A Sep-2005 20.191% N/A Sep-2005 4,114.951% N/A Oct-2005 10.852% N/A Oct-2005 1,571.953% N/A Nov-2005 20.634% N/A Nov-2005 2,314.655% N/A Dec-2005 18.205% N/A Dec-2005 1,667.944% N/A Jan-2006 15.907% N/A Jan-2006 1,231.296% 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. Group II-C SMM CPR PSA Current Month 3.944% Current Month 38.300% Current Month 2,964.033% 3 Month Average 3.546% 3 Month Average 35.119% 3 Month Average 3,251.561% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs 12mo Average* PSA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. 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 N/A N/A Jun-2005 N/A N/A Jul-2005 5.436% N/A Jul-2005 4,563.275% N/A Aug-2005 24.661% N/A Aug-2005 8,374.418% N/A Sep-2005 28.201% N/A Sep-2005 5,707.755% N/A Oct-2005 27.754% N/A Oct-2005 3,996.134% N/A Nov-2005 32.217% N/A Nov-2005 3,603.627% N/A Dec-2005 34.841% N/A Dec-2005 3,187.024% N/A Jan-2006 38.300% N/A Jan-2006 2,964.033% 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. Group II-NC SMM CPR PSA Current Month 4.599% Current Month 43.163% Current Month 3,357.335% 3 Month Average 4.510% 3 Month Average 42.511% 3 Month Average 4,018.478% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs 12mo Average* PSA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. 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 N/A N/A Jun-2005 N/A N/A Jul-2005 13.209% N/A Jul-2005 13,507.916% N/A Aug-2005 27.256% N/A Aug-2005 9,482.156% N/A Sep-2005 38.543% N/A Sep-2005 7,924.382% N/A Oct-2005 33.063% N/A Oct-2005 4,832.408% N/A Nov-2005 43.605% N/A Nov-2005 4,939.078% N/A Dec-2005 40.764% N/A Dec-2005 3,759.021% N/A Jan-2006 43.163% N/A Jan-2006 3,357.335% 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. Group III SMM CPR PSA Current Month 2.375% Current Month 25.061% Current Month 1,945.769% 3 Month Average 2.265% 3 Month Average 24.025% 3 Month Average 2,261.078% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs 12mo Average* PSA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. 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 N/A N/A Jun-2005 N/A N/A Jul-2005 5.711% N/A Jul-2005 6,241.449% N/A Aug-2005 13.660% N/A Aug-2005 4,697.991% N/A Sep-2005 18.247% N/A Sep-2005 3,722.213% N/A Oct-2005 14.419% N/A Oct-2005 2,090.845% N/A Nov-2005 25.124% N/A Nov-2005 2,825.944% N/A Dec-2005 21.890% N/A Dec-2005 2,011.522% N/A Jan-2006 25.061% N/A Jan-2006 1,945.769% 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. Group IV SMM CPR PSA Current Month 1.754% Current Month 19.135% Current Month 1,485.417% 3 Month Average 2.252% 3 Month Average 23.548% 3 Month Average 2,308.043% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs 12mo Average* PSA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. 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 N/A N/A Jun-2005 N/A N/A Jul-2005 8.777% N/A Jul-2005 9,774.957% N/A Aug-2005 11.363% N/A Aug-2005 3,935.845% N/A Sep-2005 11.153% N/A Sep-2005 2,279.716% N/A Oct-2005 27.068% N/A Oct-2005 3,930.301% N/A Nov-2005 34.246% N/A Nov-2005 3,852.907% N/A Dec-2005 17.264% N/A Dec-2005 1,585.806% N/A Jan-2006 19.135% N/A Jan-2006 1,485.417% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group V SMM CPR PSA Current Month 1.894% Current Month 20.508% Current Month 1,547.806% 3 Month Average 1.819% 3 Month Average 19.769% 3 Month Average 1,790.524% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs 12mo Average* PSA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. 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 N/A N/A Jun-2005 N/A N/A Jul-2005 3.059% N/A Jul-2005 2,172.487% N/A Aug-2005 7.910% N/A Aug-2005 2,414.516% N/A Sep-2005 16.946% N/A Sep-2005 3,217.770% N/A Oct-2005 16.432% N/A Oct-2005 2,264.458% N/A Nov-2005 19.552% N/A Nov-2005 2,112.468% N/A Dec-2005 19.247% N/A Dec-2005 1,711.298% N/A Jan-2006 20.508% N/A Jan-2006 1,547.806% 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. Group VI - HELOC's SMM CPR PSA Current Month 4.154% Current Month 39.899% Current Month 2,740.313% 3 Month Average 3.369% 3 Month Average 33.573% 3 Month Average 2,713.081% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs 12mo Average* PSA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. 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 N/A N/A Jun-2005 N/A N/A Jul-2005 34.513% N/A Jul-2005 17,123.583% N/A Aug-2005 47.145% N/A Aug-2005 12,550.074% N/A Sep-2005 41.627% N/A Sep-2005 6,907.788% N/A Oct-2005 30.359% N/A Oct-2005 3,700.941% N/A Nov-2005 30.183% N/A Nov-2005 2,934.893% N/A Dec-2005 30.638% N/A Dec-2005 2,464.037% N/A Jan-2006 39.899% N/A Jan-2006 2,740.313% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Single Month Mortality (SMM): (Partial and full prepayments + Repurchases) / (Beginning Scheduled Balance - Scheduled Principal) Conditional PrePayment Rate (CPR): 1 - ((1 - SMM)^12) PSA Standard Prepayment Model: 100 * CPR / (0.2 * MIN(30,WAS)) Weighted Average Seasoning (WAS): sum((Original Term - Remaining Term)*(Current Scheduled Balance/Deal Scheduled Principal Balance))

Prepayment - Voluntary Prepayments

~~Modifications~~Summary ~~Loan~~SMM ~~Beginning~~CPR PSA Current ~~Prior~~Month ~~Modified~~2.296% ~~Prior~~Current ~~Modified~~Month ~~Number~~24.329% ~~Balance~~Current Month 1,150.601% 3 Month Average 2.361% 3 Month Average 24.899% 3 Month Average 1,307.306% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jun-2005 N/A N/A Jun-2005 N/A N/A Jul-2005 7.902% N/A Jul-2005 7,050.836% N/A Aug-2005 15.779% N/A Aug-2005 5,206.111% N/A Sep-2005 21.853% N/A Sep-2005 4,342.412% N/A Oct-2005 20.010% N/A Oct-2005 2,845.613% N/A Nov-2005 27.328% N/A Nov-2005 3,025.021% N/A Dec-2005 23.943% N/A Dec-2005 2,169.510% N/A Jan-2006 25.927% N/A Jan-2006 1,988.165% N/A Feb-2006 20.404% N/A Feb-2006 1,354.596% N/A Mar-2006 22.756% N/A Mar-2006 1,329.431% N/A Apr-2006 27.611% N/A Apr-2006 1,441.887% N/A May-2006 24.329% N/A May-2006 1,150.601% 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. Group I SMM CPR PSA Current Month 1.855% Current Month 20.125% Current Month 962.556% 3 Month Average 1.800% 3 Month Average 19.496% 3 Month Average 1,026.884% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jun-2005 N/A N/A Jun-2005 N/A N/A Jul-2005 7.913% N/A Jul-2005 7,593.752% N/A Aug-2005 9.248% N/A Aug-2005 3,154.023% N/A Sep-2005 20.191% N/A Sep-2005 4,114.951% N/A Oct-2005 10.852% N/A Oct-2005 1,571.953% N/A Nov-2005 20.634% N/A Nov-2005 2,314.655% N/A Dec-2005 18.205% N/A Dec-2005 1,667.944% N/A Jan-2006 15.907% N/A Jan-2006 1,231.296% N/A Feb-2006 15.327% N/A Feb-2006 1,027.254% N/A Mar-2006 14.357% N/A Mar-2006 848.555% N/A Apr-2006 24.005% N/A Apr-2006 1,269.541% N/A May-2006 20.125% N/A May-2006 962.556% 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. Group II-C SMM CPR PSA Current Month 4.427% Current Month 41.920% Current Month 2,005.423% 3 Month Average 3.940% 3 Month Average 38.148% 3 Month Average 2,014.598% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jun-2005 N/A N/A Jun-2005 N/A N/A Jul-2005 5.436% N/A Jul-2005 4,563.275% N/A Aug-2005 24.661% N/A Aug-2005 8,374.418% N/A Sep-2005 28.201% N/A Sep-2005 5,707.755% N/A Oct-2005 27.754% N/A Oct-2005 3,996.134% N/A Nov-2005 32.217% N/A Nov-2005 3,603.627% N/A Dec-2005 34.841% N/A Dec-2005 3,187.024% N/A Jan-2006 38.300% N/A Jan-2006 2,964.033% N/A Feb-2006 30.836% N/A Feb-2006 2,066.664% N/A Mar-2006 32.539% N/A Mar-2006 1,924.054% N/A Apr-2006 39.985% N/A Apr-2006 2,114.319% N/A May-2006 41.920% N/A May-2006 2,005.423% 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. Group II-NC SMM CPR PSA Current Month 4.746% Current Month 44.202% Current Month 2,126.215% 3 Month Average 4.716% 3 Month Average 43.975% 3 Month Average 2,351.479% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jun-2005 N/A N/A Jun-2005 N/A N/A Jul-2005 13.209% N/A Jul-2005 13,507.916% N/A Aug-2005 27.256% N/A Aug-2005 9,482.156% N/A Sep-2005 38.543% N/A Sep-2005 7,924.382% N/A Oct-2005 33.063% N/A Oct-2005 4,832.408% N/A Nov-2005 43.605% N/A Nov-2005 4,939.078% N/A Dec-2005 40.764% N/A Dec-2005 3,759.021% N/A Jan-2006 43.163% N/A Jan-2006 3,357.335% N/A Feb-2006 32.822% N/A Feb-2006 2,210.356% N/A Mar-2006 42.213% N/A Mar-2006 2,508.060% N/A Apr-2006 45.511% N/A Apr-2006 2,420.163% N/A May-2006 44.202% N/A May-2006 2,126.215% 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. Group III SMM CPR PSA Current Month 1.798% Current Month 19.565% Current Month 937.287% 3 Month Average 2.031% 3 Month Average 21.742% 3 Month Average 1,157.390% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jun-2005 N/A N/A Jun-2005 N/A N/A Jul-2005 5.711% N/A Jul-2005 6,241.449% N/A Aug-2005 13.660% N/A Aug-2005 4,697.991% N/A Sep-2005 18.247% N/A Sep-2005 3,722.213% N/A Oct-2005 14.419% N/A Oct-2005 2,090.845% N/A Nov-2005 25.124% N/A Nov-2005 2,825.944% N/A Dec-2005 21.890% N/A Dec-2005 2,011.522% N/A Jan-2006 25.061% N/A Jan-2006 1,945.769% N/A Feb-2006 18.016% N/A Feb-2006 1,210.803% N/A Mar-2006 18.566% N/A Mar-2006 1,099.803% N/A Apr-2006 27.094% N/A Apr-2006 1,435.080% N/A May-2006 19.565% N/A May-2006 937.287% 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. Group IV SMM CPR PSA Current Month 1.198% Current Month 13.468% Current Month 645.065% 3 Month Average 1.787% 3 Month Average 19.360% 3 Month Average 1,051.355% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jun-2005 N/A N/A Jun-2005 N/A N/A Jul-2005 8.777% N/A Jul-2005 9,774.957% N/A Aug-2005 11.363% N/A Aug-2005 3,935.845% N/A Sep-2005 11.153% N/A Sep-2005 2,279.716% N/A Oct-2005 27.068% N/A Oct-2005 3,930.301% N/A Nov-2005 34.246% N/A Nov-2005 3,852.907% N/A Dec-2005 17.264% N/A Dec-2005 1,585.806% N/A Jan-2006 19.135% N/A Jan-2006 1,485.417% N/A Feb-2006 16.100% N/A Feb-2006 1,081.563% N/A Mar-2006 23.267% N/A Mar-2006 1,378.371% N/A Apr-2006 21.345% N/A Apr-2006 1,130.630% N/A May-2006 13.468% N/A May-2006 645.065% 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. Group V SMM CPR PSA Current Month 1.674% Current Month 18.333% Current Month 862.637% 3 Month Average 1.628% 3 Month Average 17.873% 3 Month Average 932.149% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jun-2005 N/A N/A Jun-2005 N/A N/A Jul-2005 3.059% N/A Jul-2005 2,172.487% N/A Aug-2005 7.910% N/A Aug-2005 2,414.516% N/A Sep-2005 16.946% N/A Sep-2005 3,217.770% N/A Oct-2005 16.432% N/A Oct-2005 2,264.458% N/A Nov-2005 19.552% N/A Nov-2005 2,112.468% N/A Dec-2005 19.247% N/A Dec-2005 1,711.298% N/A Jan-2006 20.508% N/A Jan-2006 1,547.806% N/A Feb-2006 15.292% N/A Feb-2006 1,002.857% N/A Mar-2006 16.720% N/A Mar-2006 969.337% N/A Apr-2006 18.566% N/A Apr-2006 964.474% N/A May-2006 18.333% N/A May-2006 862.637% 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. Group VI - HELOC's SMM CPR PSA Current Month 4.818% Current Month 44.708% Current Month 1,716.464% 3 Month Average 4.373% 3 Month Average 41.482% 3 Month Average 1,761.720% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jun-2005 N/A N/A Jun-2005 N/A N/A Jul-2005 34.513% N/A Jul-2005 17,123.583% N/A Aug-2005 47.145% N/A Aug-2005 12,550.074% N/A Sep-2005 41.627% N/A Sep-2005 6,907.788% N/A Oct-2005 30.359% N/A Oct-2005 3,700.941% N/A Nov-2005 30.183% N/A Nov-2005 2,934.893% N/A Dec-2005 30.638% N/A Dec-2005 2,464.037% N/A Jan-2006 39.899% N/A Jan-2006 2,740.313% N/A Feb-2006 40.123% N/A Feb-2006 2,330.619% N/A Mar-2006 39.306% N/A Mar-2006 1,882.202% N/A Apr-2006 40.432% N/A Apr-2006 1,686.493% N/A May-2006 44.708% N/A May-2006 1,716.464% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Single Month Mortality (SMM): (Partial and full prepayments + Repurchases) / (Beginning Scheduled Balance ~~Rate~~- Scheduled Principal) Conditional PrePayment Rate ~~Payment~~(CPR): ~~Payment~~1 No- ~~Modifications~~((1 ~~this~~- ~~Period~~SMM)^12) PSA Standard Prepayment Model: 100 * CPR / (0.2 * MIN(30,WAS)) Weighted Average Seasoning (WAS): sum((Original Term - Remaining Term)*(Current Scheduled Balance/Deal Scheduled Principal Balance))

~~Substitutions~~Modifications ~~Loans~~Beginning ~~Repurchased~~Current ~~Loans Substituted~~ Loan ~~Current~~Scheduled ~~Current~~Scheduled ~~Current~~Prior ~~Loan~~Modified ~~Current~~Prior ~~Current~~Modified ~~Current~~ Number Balance ~~Rate Payment Number~~ Balance Rate Rate Payment Payment No ~~Substitutions~~Modifications this Period

~~Repurchases~~Substitutions Loans Repurchased Loans Substituted Current Current Loan Scheduled Current Current Loan Scheduled Current Current Number Balance Rate Payment Number Balance Rate Payment No ~~Repurchases~~Substitutions this Period

Filing Compare · AMERICAN HOME MORTGAGE INVESTMENT TRUST 2005-2