UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington D. C. 20549 FORM 8-K CURRENT REPORT Pursuant to Section 13 or 15(d) of The Securities Exchange Act of 1934 Date of Report (Date of earliest event reported): December 27, 2005 ACE SECURITIES CORP. HOME EQUITY LOAN TRUST Asset Backed Pass-Through Certificates, Series 2005-HE1 (Exact name of registrant as specified in its charter) New York (governing law of 333-119047-05 Pooling and Servicing Agreement) (Commission 54-2165618 (State or other File Number) 54-2165619 jurisdiction IRS EIN of Incorporation) c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Road Columbia, MD 21045 (Address of principal executive offices) (Zip Code) Registrant's telephone number, including area code: (410) 884-2000 (Former name or former address, if changed since last report) Check the appropriate box below if the Form 8-K filing is intended to simultaneously satisfy the filing obligation of the registrant under any of the following provisions (see General Instruction A.2. below): [ ] Written communications pursuant to Rule 425 under the Securities Act (17 CFR 230.425) [ ] Soliciting material pursuant to Rule 14a-12 under the Exchange Act (17 CFR 240.14a-12) [ ] Pre-commencement communications pursuant to Rule 14d-2(b) under the Exchange Act(17 CFR 240.14d-2(b)) [ ] Pre-commencement communications pursuant to Rule 13e-4(c) under the Exchange Act(17 CFR 240.13e-4(c)) ITEM 8.01 Other Events On December 27, 2005 a distribution was made to holders of ACE SECURITIES CORP . HOME EQUITY LOAN TRUST, Asset Backed Pass-Through Certificates, Series 2005-HE1 Trust. ITEM 9.01 Financial Statements and Exhibits (c) Exhibits Exhibit Number Description EX-99.1 Monthly report distributed to holders of Asset Backed Pass-Through Certificates, Series 2005-HE1 Trust, relating to the December 27, 2005 distribution. Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized. ACE SECURITIES CORP. HOME EQUITY LOAN TRUST Asset Backed Pass-Through Certificates, Series 2005-HE1 Trust (Registrant) By: Wells Fargo Bank, N.A. as Securities Administrator By: /s/ Beth Belfield as Officer By: Beth Belfield as Officer Date: 12/31/2005 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Asset Backed Pass-Through Certificates, Series 2005-HE1 Trust, relating to the December 27, 2005 distribution. EX-99.1 ACE Securities Corporation Asset Backed Pass-Through Certificates Record Date: 11/30/2005 Distribution Date: 12/27/2005 ACE Securities Corporation Asset Backed Pass-Through Certificates Series ACE 2005-HE1 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 <s> <c> <c> <c> <c> A-1A 004421KP7 4.43375% 490,210,691.92 1,931,974.80 A-1B 004421KQ5 4.48375% 122,552,841.02 488,441.16 A-2A 004421KR3 4.31375% 93,787,602.01 359,623.35 A-2B 004421KS1 4.42375% 60,016,000.00 235,996.25 A-2C 004421KT9 4.54375% 47,430,000.00 191,564.50 M-1 004421KU6 4.67375% 58,509,000.00 243,072.39 M-2 004421KV4 4.69375% 49,271,000.00 205,569.56 M-3 004421KW2 4.74375% 30,024,000.00 126,601.20 M-4 004421KX0 4.91375% 29,255,000.00 127,779.34 M-5 004421KY8 4.97375% 36,953,000.00 163,373.32 M-6 004421KZ5 5.04375% 20,016,000.00 89,738.40 M-7 004421LA9 5.47375% 15,397,000.00 74,914.96 M-8 004421LB7 5.57375% 19,246,000.00 95,353.24 M-9 004421LC5 6.39375% 18,477,000.00 105,010.95 B-1 004421LD3 7.44375% 25,405,000.00 168,096.42 B-2 004421LE1 7.44375% 21,556,000.00 142,628.87 CE ACE05HE1CE 0.00000% 10,778,018.64 1,565,199.99 CE-1 ACE05HE1CE1 0.00000% 0.00 14,059.75 P ACE05HE1P 0.00000% 100.00 922,191.16 R ACE5HE1R1 0.00000% 0.00 0.00 Totals 1,148,884,253.59 7,251,189.61 Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cummulative Distribution Realized Certificate Distribution Realized Loss Balance Losses <s> <c> <c> <c> <c> <c> A-1A 38,062,428.98 0.00 452,148,262.95 39,994,403.78 0.00 A-1B 9,515,620.29 0.00 113,037,220.73 10,004,061.45 0.00 A-2A 12,287,075.63 0.00 81,500,526.38 12,646,698.98 0.00 A-2B 0.00 0.00 60,016,000.00 235,996.25 0.00 A-2C 0.00 0.00 47,430,000.00 191,564.50 0.00 M-1 0.00 0.00 58,509,000.00 243,072.39 0.00 M-2 0.00 0.00 49,271,000.00 205,569.56 0.00 M-3 0.00 0.00 30,024,000.00 126,601.20 0.00 M-4 0.00 0.00 29,255,000.00 127,779.34 0.00 M-5 0.00 0.00 36,953,000.00 163,373.32 0.00 M-6 0.00 0.00 20,016,000.00 89,738.40 0.00 M-7 0.00 0.00 15,397,000.00 74,914.96 0.00 M-8 0.00 0.00 19,246,000.00 95,353.24 0.00 M-9 0.00 0.00 18,477,000.00 105,010.95 0.00 B-1 0.00 0.00 25,405,000.00 168,096.42 0.00 B-2 0.00 0.00 21,556,000.00 142,628.87 0.00 CE 0.00 0.00 10,778,018.64 1,565,199.99 0.00 CE-1 0.00 0.00 0.00 14,059.75 0.00 P 0.00 0.00 100.00 922,191.16 0.00 R 0.00 0.00 0.00 0.00 0.00 Totals 59,865,124.90 0.00 1,089,019,128.70 67,116,314.51 0.00 Principal Distribution Statement Class Original Beginning Scheduled UnScheduled Accretion Realized Face Certificate Principal Principal Loss Amount Balance Distribution Distribution <s> <c> <c> <c> <c> <c> <c> A-1A 729,291,000.00 490,210,691.92 0.00 38,062,428.98 0.00 0.00 A-1B 182,323,000.00 122,552,841.02 0.00 9,515,620.29 0.00 0.00 A-2A 185,769,000.00 93,787,602.01 0.00 12,287,075.63 0.00 0.00 A-2B 60,016,000.00 60,016,000.00 0.00 0.00 0.00 0.00 A-2C 47,430,000.00 47,430,000.00 0.00 0.00 0.00 0.00 M-1 58,509,000.00 58,509,000.00 0.00 0.00 0.00 0.00 M-2 49,271,000.00 49,271,000.00 0.00 0.00 0.00 0.00 M-3 30,024,000.00 30,024,000.00 0.00 0.00 0.00 0.00 M-4 29,255,000.00 29,255,000.00 0.00 0.00 0.00 0.00 M-5 36,953,000.00 36,953,000.00 0.00 0.00 0.00 0.00 M-6 20,016,000.00 20,016,000.00 0.00 0.00 0.00 0.00 M-7 15,397,000.00 15,397,000.00 0.00 0.00 0.00 0.00 M-8 19,246,000.00 19,246,000.00 0.00 0.00 0.00 0.00 M-9 18,477,000.00 18,477,000.00 0.00 0.00 0.00 0.00 B-1 25,405,000.00 25,405,000.00 0.00 0.00 0.00 0.00 B-2 21,556,000.00 21,556,000.00 0.00 0.00 0.00 0.00 CE 10,778,849.00 10,778,018.64 0.00 0.00 0.00 0.00 CE-1 0.00 0.00 0.00 0.00 0.00 0.00 P 100.00 100.00 0.00 0.00 0.00 0.00 R 0.00 0.00 0.00 0.00 0.00 0.00 Totals 1,539,716,949.00 1,148,884,253.59 0.00 59,865,124.90 0.00 0.00 Principal Distribution Statement (continued) Class Total Ending Ending Total Principal Certificate Certificate Principal Reduction Balance Percentage Distribution <s> <c> <c> <c> <c> A-1A 38,062,428.98 452,148,262.95 0.619983 38,062,428.98 A-1B 9,515,620.29 113,037,220.73 0.619983 9,515,620.29 A-2A 12,287,075.63 81,500,526.38 0.438720 12,287,075.63 A-2B 0.00 60,016,000.00 1.000000 0.00 A-2C 0.00 47,430,000.00 1.000000 0.00 M-1 0.00 58,509,000.00 1.000000 0.00 M-2 0.00 49,271,000.00 1.000000 0.00 M-3 0.00 30,024,000.00 1.000000 0.00 M-4 0.00 29,255,000.00 1.000000 0.00 M-5 0.00 36,953,000.00 1.000000 0.00 M-6 0.00 20,016,000.00 1.000000 0.00 M-7 0.00 15,397,000.00 1.000000 0.00 M-8 0.00 19,246,000.00 1.000000 0.00 M-9 0.00 18,477,000.00 1.000000 0.00 B-1 0.00 25,405,000.00 1.000000 0.00 B-2 0.00 21,556,000.00 1.000000 0.00 CE 0.00 10,778,018.64 0.999923 0.00 CE-1 0.00 0.00 0.000000 0.00 P 0.00 100.00 1.000000 0.00 R 0.00 0.00 0.000000 0.00 Totals 59,865,124.90 1,089,019,128.70 0.707285 59,865,124.90 Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution <s> <c> <c> <c> <c> <c> A-1A 729,291,000.00 672.174334 0.000000 52.191003 0.000000 A-1B 182,323,000.00 672.174334 0.000000 52.191003 0.000000 A-2A 185,769,000.00 504.861425 0.000000 66.141690 0.000000 A-2B 60,016,000.00 1000.000000 0.000000 0.000000 0.000000 A-2C 47,430,000.00 1000.000000 0.000000 0.000000 0.000000 M-1 58,509,000.00 1000.000000 0.000000 0.000000 0.000000 M-2 49,271,000.00 1000.000000 0.000000 0.000000 0.000000 M-3 30,024,000.00 1000.000000 0.000000 0.000000 0.000000 M-4 29,255,000.00 1000.000000 0.000000 0.000000 0.000000 M-5 36,953,000.00 1000.000000 0.000000 0.000000 0.000000 M-6 20,016,000.00 1000.000000 0.000000 0.000000 0.000000 M-7 15,397,000.00 1000.000000 0.000000 0.000000 0.000000 M-8 19,246,000.00 1000.000000 0.000000 0.000000 0.000000 M-9 18,477,000.00 1000.000000 0.000000 0.000000 0.000000 B-1 25,405,000.00 1000.000000 0.000000 0.000000 0.000000 B-2 21,556,000.00 1000.000000 0.000000 0.000000 0.000000 CE 10,778,849.00 999.922964 0.000000 0.000000 0.000000 CE-1 0.00 0.000000 0.000000 0.000000 0.000000 P 100.00 1000.000000 0.000000 0.000000 0.000000 R 0.00 0.000000 0.000000 0.000000 0.000000 Principal Distribution Factors Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution <s> <c> <c> <c> <c> <c> A-1A 0.000000 52.191003 619.983330 0.619983 52.191003 A-1B 0.000000 52.191003 619.983330 0.619983 52.191003 A-2A 0.000000 66.141690 438.719735 0.438720 66.141690 A-2B 0.000000 0.000000 1,000.000000 1.000000 0.000000 A-2C 0.000000 0.000000 1,000.000000 1.000000 0.000000 M-1 0.000000 0.000000 1,000.000000 1.000000 0.000000 M-2 0.000000 0.000000 1,000.000000 1.000000 0.000000 M-3 0.000000 0.000000 1,000.000000 1.000000 0.000000 M-4 0.000000 0.000000 1,000.000000 1.000000 0.000000 M-5 0.000000 0.000000 1,000.000000 1.000000 0.000000 M-6 0.000000 0.000000 1,000.000000 1.000000 0.000000 M-7 0.000000 0.000000 1,000.000000 1.000000 0.000000 M-8 0.000000 0.000000 1,000.000000 1.000000 0.000000 M-9 0.000000 0.000000 1,000.000000 1.000000 0.000000 B-1 0.000000 0.000000 1,000.000000 1.000000 0.000000 B-2 0.000000 0.000000 1,000.000000 1.000000 0.000000 CE 0.000000 0.000000 999.922964 0.999923 0.000000 CE-1 0.000000 0.000000 0.000000 0.000000 0.000000 P 0.000000 0.000000 1,000.000000 1.000000 0.000000 R 0.000000 0.000000 0.000000 0.000000 0.000000 <FN> All classes are per $1,000 denomination. </FN> Interest Distribution Statement Class Accrual Accrual Current Beginning Current Payment of Dates Days Certificate Certificate/ Accrued Unpaid Interest Rate Notional Balance Interest Shortfall <s> <c> <c> <c> <c> <c> <c> A-1A 11/25/05 - 12/26/05 32 4.43375% 490,210,691.92 1,931,974.80 0.00 A-1B 11/25/05 - 12/26/05 32 4.48375% 122,552,841.02 488,441.16 0.00 A-2A 11/25/05 - 12/26/05 32 4.31375% 93,787,602.01 359,623.35 0.00 A-2B 11/25/05 - 12/26/05 32 4.42375% 60,016,000.00 235,996.25 0.00 A-2C 11/25/05 - 12/26/05 32 4.54375% 47,430,000.00 191,564.50 0.00 M-1 11/25/05 - 12/26/05 32 4.67375% 58,509,000.00 243,072.39 0.00 M-2 11/25/05 - 12/26/05 32 4.69375% 49,271,000.00 205,569.56 0.00 M-3 11/25/05 - 12/26/05 32 4.74375% 30,024,000.00 126,601.20 0.00 M-4 11/25/05 - 12/26/05 32 4.91375% 29,255,000.00 127,779.34 0.00 M-5 11/25/05 - 12/26/05 32 4.97375% 36,953,000.00 163,373.32 0.00 M-6 11/25/05 - 12/26/05 32 5.04375% 20,016,000.00 89,738.40 0.00 M-7 11/25/05 - 12/26/05 32 5.47375% 15,397,000.00 74,914.96 0.00 M-8 11/25/05 - 12/26/05 32 5.57375% 19,246,000.00 95,353.24 0.00 M-9 11/25/05 - 12/26/05 32 6.39375% 18,477,000.00 105,010.95 0.00 B-1 11/25/05 - 12/26/05 32 7.44375% 25,405,000.00 168,096.42 0.00 B-2 11/25/05 - 12/26/05 32 7.44375% 21,556,000.00 142,628.87 0.00 CE N/A N/A 0.00000% 1,148,884,253.60 0.00 0.00 CE-1 N/A N/A 0.00000% 0.00 0.00 0.00 P N/A N/A 0.00000% 100.00 0.00 0.00 R N/A N/A 0.00000% 0.00 0.00 0.00 Totals 4,749,738.71 0.00 Interest Distribution Statement (continued) Class Current Non-Supported Total Remaining Ending Interest Interest Interest Unpaid Interest Certificate/Notional Shortfall(1) Shortfall Distribution Shortfall(2) Balance <s> <c> <c> <c> <c> <c> A-1A 0.00 0.00 1,931,974.80 0.00 452,148,262.95 A-1B 0.00 0.00 488,441.16 0.00 113,037,220.73 A-2A 0.00 0.00 359,623.35 0.00 81,500,526.38 A-2B 0.00 0.00 235,996.25 0.00 60,016,000.00 A-2C 0.00 0.00 191,564.50 0.00 47,430,000.00 M-1 0.00 0.00 243,072.39 0.00 58,509,000.00 M-2 0.00 0.00 205,569.56 0.00 49,271,000.00 M-3 0.00 0.00 126,601.20 0.00 30,024,000.00 M-4 0.00 0.00 127,779.34 0.00 29,255,000.00 M-5 0.00 0.00 163,373.32 0.00 36,953,000.00 M-6 0.00 0.00 89,738.40 0.00 20,016,000.00 M-7 0.00 0.00 74,914.96 0.00 15,397,000.00 M-8 0.00 0.00 95,353.24 0.00 19,246,000.00 M-9 0.00 0.00 105,010.95 0.00 18,477,000.00 B-1 0.00 0.00 168,096.42 0.00 25,405,000.00 B-2 0.00 0.00 142,628.87 0.00 21,556,000.00 CE 0.00 0.00 1,565,199.99 0.00 1,089,019,128.70 CE-1 0.00 0.00 14,059.75 0.00 0.00 P 0.00 0.00 922,191.16 0.00 100.00 R 0.00 0.00 0.00 0.00 0.00 Totals 0.00 0.00 7,251,189.61 0.00 <FN> (1,2) Amount also includes coupon cap or basis risk shortfalls,if applicable </FN> Interest Distribution Factors Statement Class Accrual Original Current Beginning Current Payment of Dates Face Certificate Certificate/Notional Accrued Unpaid Interest Amount Rate Balance Interest Shortfall <s> <c> <c> <c> <c> <c> <c> A-1A 11/25/05 - 12/26/05 729,291,000.00 4.43375% 672.174334 2.649114 0.000000 A-1B 11/25/05 - 12/26/05 182,323,000.00 4.48375% 672.174334 2.678988 0.000000 A-2A 11/25/05 - 12/26/05 185,769,000.00 4.31375% 504.861425 1.935863 0.000000 A-2B 11/25/05 - 12/26/05 60,016,000.00 4.42375% 1000.000000 3.932222 0.000000 A-2C 11/25/05 - 12/26/05 47,430,000.00 4.54375% 1000.000000 4.038889 0.000000 M-1 11/25/05 - 12/26/05 58,509,000.00 4.67375% 1000.000000 4.154444 0.000000 M-2 11/25/05 - 12/26/05 49,271,000.00 4.69375% 1000.000000 4.172222 0.000000 M-3 11/25/05 - 12/26/05 30,024,000.00 4.74375% 1000.000000 4.216667 0.000000 M-4 11/25/05 - 12/26/05 29,255,000.00 4.91375% 1000.000000 4.367778 0.000000 M-5 11/25/05 - 12/26/05 36,953,000.00 4.97375% 1000.000000 4.421111 0.000000 M-6 11/25/05 - 12/26/05 20,016,000.00 5.04375% 1000.000000 4.483333 0.000000 M-7 11/25/05 - 12/26/05 15,397,000.00 5.47375% 1000.000000 4.865556 0.000000 M-8 11/25/05 - 12/26/05 19,246,000.00 5.57375% 1000.000000 4.954445 0.000000 M-9 11/25/05 - 12/26/05 18,477,000.00 6.39375% 1000.000000 5.683333 0.000000 B-1 11/25/05 - 12/26/05 25,405,000.00 7.44375% 1000.000000 6.616667 0.000000 B-2 11/25/05 - 12/26/05 21,556,000.00 7.44375% 1000.000000 6.616667 0.000000 CE N/A 10,778,849.00 0.00000% 106586.914206 0.000000 0.000000 CE-1 N/A 0.00 0.00000% 0.000000 0.000000 0.000000 P N/A 100.00 0.00000% 1000.000000 0.000000 0.000000 R N/A 0.00 0.00000% 0.000000 0.000000 0.000000 Interest Distribution Factors Statement (continued) Class Current Non-Supported Total Remaining Unpaid Ending Interest Interest Interest Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(2) Notional Balance <s> <c> <c> <c> <c> <c> A-1A 0.000000 0.000000 2.649114 0.000000 619.983330 A-1B 0.000000 0.000000 2.678988 0.000000 619.983330 A-2A 0.000000 0.000000 1.935863 0.000000 438.719735 A-2B 0.000000 0.000000 3.932222 0.000000 1000.000000 A-2C 0.000000 0.000000 4.038889 0.000000 1000.000000 M-1 0.000000 0.000000 4.154444 0.000000 1000.000000 M-2 0.000000 0.000000 4.172222 0.000000 1000.000000 M-3 0.000000 0.000000 4.216667 0.000000 1000.000000 M-4 0.000000 0.000000 4.367778 0.000000 1000.000000 M-5 0.000000 0.000000 4.421111 0.000000 1000.000000 M-6 0.000000 0.000000 4.483333 0.000000 1000.000000 M-7 0.000000 0.000000 4.865556 0.000000 1000.000000 M-8 0.000000 0.000000 4.954445 0.000000 1000.000000 M-9 0.000000 0.000000 5.683333 0.000000 1000.000000 B-1 0.000000 0.000000 6.616667 0.000000 1000.000000 B-2 0.000000 0.000000 6.616667 0.000000 1000.000000 CE 0.000000 0.000000 145.210309 0.000000 101032.970097 CE-1 0.000000 0.000000 0.000000 0.000000 0.000000 P 0.000000 0.000000 9221911.600000 0.000000 1000.000000 R 0.000000 0.000000 0.000000 0.000000 0.000000 <FN> (1,2) Amount also includes coupon cap or basis risk shortfalls,if applicable. All classes are per $1,000 denomination. </FN> Certificateholder Component Statement Component Beginning Ending Beginning Ending Ending Pass-Through Notional Notional Component Component Component Class Rate Balance Balance Balance Balance Percentage <s> <c> <c> <c> <c> <c> <c> CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT <s> <c> Beginning Balance 0.00 Deposits Payments of Interest and Principal 66,275,547.64 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0.00 Servicer Advances 961,926.79 Realized Loss (Gains, Subsequent Expenses & Recoveries) (41,570.91) Prepayment Penalties 922,191.16 Swap/Cap Payments 0.00 Total Deposits 68,118,094.68 Withdrawals Swap Payments 0.00 Reserve Funds and Credit Enhancements 0.00 Reimbursement for Servicer Advances 523,734.49 Total Administration Fees 478,045.68 Payment of Interest and Principal 67,116,314.51 Total Withdrawals (Pool Distribution Amount) 68,118,094.68 Ending Balance 0.00 PREPAYMENT/CURTAILMENT INTEREST SHORTFALL <s> <c> Total Prepayment/Curtailment Interest Shortfall 0.00 Servicing Fee Support 0.00 Non-Supported Prepayment/Curtailment Interest Shortfall 0.00 ADMINISTRATION FEES <s> <c> Gross Servicing Fee* 464,642.03 Credit Risk Manager Fee - The Murrayhill Company 13,403.65 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees 478,045.68 <FN> *Servicer Payees include: OCWEN FEDERAL BANK FSB; SAXON MORTGAGE SERVICES </FN> Reserve Accounts Account Name Beginning Current Withdrawals Current Deposits Ending Balance Balance <s> <c> <c> <c> <c> Reserve Fund 1,000.00 52,723.01 52,723.01 1,000.00 COLLATERAL STATEMENT Collateral Description Mixed Fixed & Arm Weighted Average Gross Coupon 7.153321% Weighted Average Net Coupon 6.668006% Weighted Average Pass-Through Rate 6.654006% Weighted Average Remaining Term 343 Beginning Scheduled Collateral Loan Count 6,955 Number Of Loans Paid In Full 357 Ending Scheduled Collateral Loan Count 6,598 Beginning Scheduled Collateral Balance 1,148,884,253.60 Ending Scheduled Collateral Balance 1,089,019,128.70 Ending Actual Collateral Balance at 30-Nov-2005 1,089,635,006.00 Monthly P&I Constant 7,573,272.56 Special Servicing Fee 0.00 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount 922,191.16 Prepayment Penalty Paid Count 214 Realized Loss Amount 41,570.91 Cumulative Realized Loss 41,570.91 Scheduled Principal 725,124.81 Unscheduled Principal 59,140,000.09 Required Overcollateralized Amount 0.00 Overcollateralized Increase Amount 40,780.91 Overcollateralized Reduction Amount 0.00 Specified O/C Amount 10,778,018.65 Overcollateralized Amount 10,778,018.65 Overcollateralized Deficiency Amount 0.00 Base Overcollateralization Amount 0.00 Extra principal distribution Amount 40,780.91 Excess Cash Amount 0.00 COLLATERAL STATEMENT Collateral Description Mixed Fixed & Arm Weighted Average Coupon Rate 7.153321% Weighted Average Net Rate 6.668006% Weighted Average Pass Through Rate 6.654006% Weighted Average Remaining Term 343 Record Date 11/30/2005 Principal and Interest Constant 7,573,272.56 Beginning Loan Count 6,955 Loans Paid in Full 357 Ending Loan Count 6,598 Beginning Scheduled Balance 1,148,884,253.60 Ending Scheduled Balance 1,089,019,128.70 Ending Actual Balance at 30-Nov-2005 1,089,635,006.00 Scheduled Principal 725,124.81 Unscheduled Principal 59,140,000.09 Scheduled Interest 6,848,147.75 Servicing Fee 464,642.03 Master Servicing Fee 0.00 Trustee Fee 0.00 FRY Amount 0.00 Special Hazard Fee 0.00 Other Fee 13,403.65 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 6,370,102.07 Realized Loss Amount 41,570.91 Cumulative Realized Loss 41,570.91 Percentage of Cumulative Losses 0.0027 Special Servicing Fee 0.00 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount 922,191.16 Prepayment Penalty Paid Count 214 Required Overcollateralized Amount 0.00 Overcollateralized Increase Amount 40,780.91 Overcollateralized Reduction Amount 0.00 Specified O/C Amount 10,778,018.65 Overcollateralized Amount 10,778,018.65 Overcollateralized Deficiency Amount 0.00 Base Overcollateralization Amount 0.00 Group Level Collateral Statement <s> <c> <c> Group Group 1 Group 2 Group 3 Collateral Description Mixed ARM Mixed Fixed Mixed ARM Weighted Average Coupon Rate 7.057958 8.382701 6.446486 Weighted Average Net Rate 6.573122 7.897035 5.959493 Weighted Average Remaining Term 348 314 349 Beginning Loan Count 4,036 2,088 517 Loans Paid In Full 209 108 24 Ending Loan Count 3,827 1,980 493 Beginning Scheduled Balance 719,368,488.17 146,782,207.29 237,693,017.81 Ending Scheduled Balance 678,273,294.49 140,290,981.58 227,330,965.75 Record Date 11/30/2005 11/30/2005 11/30/2005 Principal And Interest Constant 4,674,498.01 1,163,532.81 1,382,871.10 Scheduled Principal 443,437.31 138,173.33 105,967.22 Unscheduled Principal 40,651,756.37 6,353,052.38 10,256,084.84 Scheduled Interest 4,231,060.70 1,025,359.48 1,276,903.88 Servicing Fee 290,646.82 59,405.92 96,462.38 Master Servicing Fee 0.00 0.00 0.00 Trustee Fee 0.00 0.00 0.00 FRY Amount 0.00 0.00 0.00 Special Hazard Fee 0.00 0.00 0.00 Other Fee 8,392.63 1,712.46 2,773.09 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 3,932,021.25 964,241.10 1,177,668.41 Realized Loss Amount 34,869.67 6,701.24 0.00 Cumulative Realized Loss 34,869.67 6,701.24 0.00 Percentage of Cumulative Losses 0.0036 0.0035 0.0000 Prepayment Penalty Waived Amount 0.00 0.00 0.00 Prepayment Penalty Waived Count 0 0 0 Prepayment Penalty Paid Amount Not Available Not Available Not Available Prepayment Penalty Paid Count Not Available Not Available Not Available Special Servicing Fee 0.00 0.00 0.00 Pass-Through Rate 6.559122 7.883035 5.945493 <FN> </FN> Group Level Collateral Statement <s> <c> <c> Group Group 4 Total Collateral Description Mixed Fixed Mixed Fixed & Arm Weighted Average Coupon Rate 8.387742 7.153321 Weighted Average Net Rate 7.904793 6.668006 Weighted Average Remaining Term 310 343 Beginning Loan Count 314 6,955 Loans Paid In Full 16 357 Ending Loan Count 298 6,598 Beginning Scheduled Balance 45,040,540.33 1,148,884,253.60 Ending scheduled Balance 43,123,886.88 1,089,019,128.70 Record Date 11/30/2005 11/30/2005 Principal And Interest Constant 352,370.64 7,573,272.56 Scheduled Principal 37,546.95 725,124.81 Unscheduled Principal 1,879,106.50 59,140,000.09 Scheduled Interest 314,823.69 6,848,147.75 Servicing Fee 18,126.91 464,642.03 Master Servicing Fee 0.00 0.00 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 525.47 13,403.65 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 296,171.31 6,370,102.07 Realized Loss Amount 0.00 41,570.91 Cumulative Realized Loss 0.00 41,570.91 Percentage of Cumulative Losses 0.0000 0.0027 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount Not Available 922191.16 Prepayment Penalty Paid Count Not Available 214 Special Servicing Fee 0.00 0.00 Pass-Through Rate 7.890793 6.654006 <FN> </FN> LOAN STATUS STRATIFICATION/CREDIT ENHANCEMENT STATEMENT DELINQUENT BANKRUPTCY FORECLOSURE REO TOTAL <s> <c> <c> <c> <c> <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 15 0 1 16 1,665,964.89 0.00 107,792.45 1,773,757.34 30 Days 155 5 2 0 162 23,426,836.08 421,027.67 272,552.25 0.00 24,120,416.00 60 Days 92 5 10 0 107 15,777,584.72 872,522.27 1,916,170.38 0.00 18,566,277.37 90 Days 25 10 15 1 51 2,520,329.28 1,266,897.32 3,044,316.38 119,868.06 6,951,411.04 120 Days 21 9 25 0 55 2,104,612.40 807,312.31 4,416,364.16 0.00 7,328,288.87 150 Days 14 15 17 8 54 1,030,511.92 1,541,126.13 3,947,025.98 946,326.72 7,464,990.75 180+ Days 22 44 72 26 164 1,639,307.83 5,251,666.40 12,488,446.89 3,451,742.24 22,831,163.36 Totals 329 103 141 36 609 46,499,182.23 11,826,516.99 26,084,876.04 4,625,729.47 89,036,304.73 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 0.227342% 0.000000% 0.015156% 0.242498% 0.152892% 0.000000% 0.009893% 0.162785% 30 Days 2.349197% 0.075781% 0.030312% 0.000000% 2.455289% 2.149971% 0.038639% 0.025013% 0.000000% 2.213623% 60 Days 1.394362% 0.075781% 0.151561% 0.000000% 1.621704% 1.447970% 0.080075% 0.175854% 0.000000% 1.703899% 90 Days 0.378903% 0.151561% 0.227342% 0.015156% 0.772962% 0.231300% 0.116268% 0.279389% 0.011001% 0.637958% 120 Days 0.318278% 0.136405% 0.378903% 0.000000% 0.833586% 0.193148% 0.074090% 0.405307% 0.000000% 0.672545% 150 Days 0.212186% 0.227342% 0.257654% 0.121249% 0.818430% 0.094574% 0.141435% 0.362234% 0.086848% 0.685091% 180+ Days 0.333434% 0.666869% 1.091240% 0.394059% 2.485602% 0.150446% 0.481966% 1.146113% 0.316780% 2.095304% Totals 4.986360% 1.561079% 2.137011% 0.545620% 9.230070% 4.267409% 1.085365% 2.393910% 0.424521% 8.171205% OTHER INFORMATION <s> <c> Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 961,926.79 Delinquency Status By Group DELINQUENT BANKRUPTCY FORECLOSURE REO TOTAL <s> <c> <c> <c> <c> <c> Group 1 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 8 0 1 9 1,365,157.66 0.00 107,792.45 1,472,950.11 30 Days 98 3 2 0 103 15,789,295.64 374,977.95 272,552.25 0.00 16,436,825.84 60 Days 62 4 9 0 75 11,813,754.54 783,027.19 1,533,772.35 0.00 14,130,554.08 90 Days 12 9 14 1 36 1,774,969.14 1,255,803.35 2,547,204.26 119,868.06 5,697,844.81 120 Days 7 5 22 0 34 1,145,499.27 659,090.92 3,895,352.61 0.00 5,699,942.80 150 Days 3 10 16 8 37 552,858.28 1,077,438.23 3,871,799.66 946,326.72 6,448,422.89 180+ Days 2 33 59 24 118 358,610.00 4,248,841.37 10,209,398.36 3,180,473.64 17,997,323.37 Totals 184 72 122 34 412 31,434,986.87 9,764,336.67 22,330,079.49 4,354,460.87 67,883,863.90 0-29 Days 0.209041% 0.000000% 0.026130% 0.235171% 0.201141% 0.000000% 0.015882% 0.217023% 30 Days 2.560753% 0.078390% 0.052260% 0.000000% 2.691403% 2.326374% 0.055249% 0.040157% 0.000000% 2.421781% 60 Days 1.620068% 0.104521% 0.235171% 0.000000% 1.959760% 1.740623% 0.115370% 0.225984% 0.000000% 2.081977% 90 Days 0.313562% 0.235171% 0.365822% 0.026130% 0.940685% 0.261522% 0.185028% 0.375302% 0.017661% 0.839513% 120 Days 0.182911% 0.130651% 0.574863% 0.000000% 0.888424% 0.168776% 0.097110% 0.573936% 0.000000% 0.839822% 150 Days 0.078390% 0.261301% 0.418082% 0.209041% 0.966815% 0.081457% 0.158748% 0.570466% 0.139431% 0.950102% 180+ Days 0.052260% 0.862294% 1.541678% 0.627123% 3.083355% 0.052837% 0.626019% 1.504239% 0.468607% 2.651702% Totals 4.807944% 1.881369% 3.187876% 0.888424% 10.765613% 4.631590% 1.438665% 3.290085% 0.641581% 10.001920% DELINQUENT BANKRUPTCY FORECLOSURE REO TOTAL <s> <c> <c> <c> <c> <c> Group 2 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 6 0 0 6 206,272.69 0.00 0.00 206,272.69 30 Days 41 2 0 0 43 2,728,500.75 46,049.72 0.00 0.00 2,774,550.47 60 Days 21 1 0 0 22 1,329,687.64 89,495.08 0.00 0.00 1,419,182.72 90 Days 10 1 0 0 11 381,720.80 11,093.97 0.00 0.00 392,814.77 120 Days 11 3 2 0 16 257,440.66 63,521.11 127,817.51 0.00 448,779.28 150 Days 9 4 1 0 14 279,260.86 96,545.07 75,226.32 0.00 451,032.25 180+ Days 17 9 10 2 38 644,394.60 410,442.57 773,780.95 271,268.60 2,099,886.72 Totals 109 26 13 2 150 5,621,005.31 923,420.21 976,824.78 271,268.60 7,792,518.90 0-29 Days 0.303030% 0.000000% 0.000000% 0.303030% 0.146950% 0.000000% 0.000000% 0.146950% 30 Days 2.070707% 0.101010% 0.000000% 0.000000% 2.171717% 1.943806% 0.032806% 0.000000% 0.000000% 1.976612% 60 Days 1.060606% 0.050505% 0.000000% 0.000000% 1.111111% 0.947280% 0.063757% 0.000000% 0.000000% 1.011037% 90 Days 0.505051% 0.050505% 0.000000% 0.000000% 0.555556% 0.271941% 0.007903% 0.000000% 0.000000% 0.279844% 120 Days 0.555556% 0.151515% 0.101010% 0.000000% 0.808081% 0.183403% 0.045253% 0.091058% 0.000000% 0.319714% 150 Days 0.454545% 0.202020% 0.050505% 0.000000% 0.707071% 0.198948% 0.068779% 0.053592% 0.000000% 0.321319% 180+ Days 0.858586% 0.454545% 0.505051% 0.101010% 1.919192% 0.459072% 0.292403% 0.551248% 0.193254% 1.495976% Totals 5.505051% 1.313131% 0.656566% 0.101010% 7.575758% 4.004450% 0.657852% 0.695898% 0.193254% 5.551454% DELINQUENT BANKRUPTCY FORECLOSURE REO TOTAL <s> <c> <c> <c> <c> <c> Group 3 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 10 0 0 0 10 4,514,082.80 0.00 0.00 0.00 4,514,082.80 60 Days 6 0 0 0 6 2,508,548.95 0.00 0.00 0.00 2,508,548.95 90 Days 0 0 1 0 1 0.00 0.00 497,112.12 0.00 497,112.12 120 Days 1 0 1 0 2 524,783.34 0.00 393,194.04 0.00 917,977.38 150 Days 0 1 0 0 1 0.00 367,142.83 0.00 0.00 367,142.83 180+ Days 1 1 3 0 5 498,501.71 473,500.00 1,505,267.58 0.00 2,477,269.29 Totals 18 2 5 0 25 8,045,916.80 840,642.83 2,395,573.74 0.00 11,282,133.37 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 2.028398% 0.000000% 0.000000% 0.000000% 2.028398% 1.984973% 0.000000% 0.000000% 0.000000% 1.984973% 60 Days 1.217039% 0.000000% 0.000000% 0.000000% 1.217039% 1.103082% 0.000000% 0.000000% 0.000000% 1.103082% 90 Days 0.000000% 0.000000% 0.202840% 0.000000% 0.202840% 0.000000% 0.000000% 0.218595% 0.000000% 0.218595% 120 Days 0.202840% 0.000000% 0.202840% 0.000000% 0.405680% 0.230762% 0.000000% 0.172899% 0.000000% 0.403661% 150 Days 0.000000% 0.202840% 0.000000% 0.000000% 0.202840% 0.000000% 0.161443% 0.000000% 0.000000% 0.161443% 180+ Days 0.202840% 0.202840% 0.608519% 0.000000% 1.014199% 0.219206% 0.208212% 0.661910% 0.000000% 1.089327% Totals 3.651116% 0.405680% 1.014199% 0.000000% 5.070994% 3.538023% 0.369655% 1.053403% 0.000000% 4.961081% DELINQUENT BANKRUPTCY FORECLOSURE REO TOTAL <s> <c> <c> <c> <c> <c> Group 4 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 1 0 0 1 94,534.54 0.00 0.00 94,534.54 30 Days 6 0 0 0 6 394,956.89 0.00 0.00 0.00 394,956.89 60 Days 3 0 1 0 4 125,593.59 0.00 382,398.03 0.00 507,991.62 90 Days 3 0 0 0 3 363,639.34 0.00 0.00 0.00 363,639.34 120 Days 2 1 0 0 3 176,889.13 84,700.28 0.00 0.00 261,589.41 150 Days 2 0 0 0 2 198,392.78 0.00 0.00 0.00 198,392.78 180+ Days 2 1 0 0 3 137,801.52 118,882.46 0.00 0.00 256,683.98 Totals 18 3 1 0 22 1,397,273.25 298,117.28 382,398.03 0.00 2,077,788.56 0-29 Days 0.335570% 0.000000% 0.000000% 0.335570% 0.219109% 0.000000% 0.000000% 0.219109% 30 Days 2.013423% 0.000000% 0.000000% 0.000000% 2.013423% 0.915420% 0.000000% 0.000000% 0.000000% 0.915420% 60 Days 1.006711% 0.000000% 0.335570% 0.000000% 1.342282% 0.291097% 0.000000% 0.886311% 0.000000% 1.177408% 90 Days 1.006711% 0.000000% 0.000000% 0.000000% 1.006711% 0.842833% 0.000000% 0.000000% 0.000000% 0.842833% 120 Days 0.671141% 0.335570% 0.000000% 0.000000% 1.006711% 0.409989% 0.196316% 0.000000% 0.000000% 0.606304% 150 Days 0.671141% 0.000000% 0.000000% 0.000000% 0.671141% 0.459829% 0.000000% 0.000000% 0.000000% 0.459829% 180+ Days 0.671141% 0.335570% 0.000000% 0.000000% 1.006711% 0.319392% 0.275542% 0.000000% 0.000000% 0.594935% Totals 6.040268% 1.006711% 0.335570% 0.000000% 7.382550% 3.238560% 0.690968% 0.886311% 0.000000% 4.815838% SUBORDINATION LEVEL/CREDIT ENHANCEMENT/CLASS PERCENTAGE AND PREPAYMENT PERCENTAGE Current Original $ Original % Current $ Current % Class% Prepayment% <s> <c> <c> <c> <c> <c> <c> Class M-1 276,378,949.00 17.94998419% 276,378,118.64 25.37862847% 5.372633% 0.000000% Class M-2 227,107,949.00 14.74998045% 227,107,118.64 20.85428186% 4.524347% 0.000000% Class M-3 197,083,949.00 12.80001166% 197,083,118.64 18.09730550% 2.756976% 0.000000% Class M-4 167,828,949.00 10.89998711% 167,828,118.64 15.41094313% 2.686362% 0.000000% Class B-1 32,334,949.00 2.10005800% 32,334,118.64 2.96910475% 2.332833% 0.000000% Class B-2 10,778,949.00 0.70006042% 10,778,118.64 0.98970884% 1.979396% 0.000000% Class CE 100.00 0.00000649% 100.00 0.00000918% 0.989700% 0.000000% Class CE-1 100.00 0.00000649% 100.00 0.00000918% 0.000000% 0.000000% Class P 0.00 0.00000000% 0.00 0.00000000% 0.000009% 0.000000% Class R-I 0.00 0.00000000% 0.00 0.00000000% 0.000000% 0.000000% <FN> Please Refer to the Prospectus Supplement for a Full Description of Loss Exposure. </FN> 180+ Delinquency Summary Summary Group 1 Days Number of Aggregate Percentage of Number of Aggregate Percentage of Delinquent Loans Outstanding Balance(%) Loans Oustanding Balance(%) Balance($) Balance($) <s> <c> <c> <c> <c> <c> <c> 180 - 209 45 6,223,726.51 0.571 37 5,268,414.93 0.776 210 - 239 42 5,225,112.93 0.480 31 4,029,068.78 0.594 240 - 269 31 4,743,273.06 0.435 18 3,097,088.29 0.456 270 - 299 45 6,325,710.46 0.581 31 5,289,410.97 0.779 300 - 329 1 313,340.40 0.029 1 313,340.40 0.046 Total 164 22,831,163.36 2.096 118 17,997,323.37 2.651 180+ Delinquency Summary (continued) Group 3 Group 2 Number of Aggregate Percentage of Days Number of Aggregate Percentage of Loans Oustanding Balance(%) Delinquent Loans Outstanding Balance(%) Balance($) Balance($) <s> <c> <c> <c> <c> <c> <c> 180 - 209 7 341,061.46 0.243 1 614,250.12 0.270 210 - 239 8 559,740.92 0.399 1 498,501.71 0.219 240 - 269 10 674,303.70 0.480 2 852,998.61 0.37 270 - 299 13 524,780.64 0.374 1 511,518.85 0.22 300 - 329 0 0.00 0.000 0 0.00 0.000 Total 38 2,099,886.72 1.496 5 2,477,269.29 1.089 180+ Delinquency Summary (continued) Group 4 Days Number of Aggregate Percentage of Delinquent Loans Outstanding Balance(%) Balance($) <s> <c> <c> <c> 180 - 209 0 0.00 0.000 210 - 239 2 137,801.52 0.319 240 - 269 1 118,882.46 0.276 270 - 299 0 0.00 0.000 300 - 329 0 0.00 0.000 Total 3 256,683.98 0.595 <FN> This report includes all loans greater than 180 days delinquent regardless of status (REO, Foreclosure, Bankruptcy). </FN> REO Detail - All Mortgage Loans in REO during Current Period Summary 12 Month REO History* New REO Loans Month REO Percentage <s> <c> <s> <c> Loans in REO 18 Jan-05 0.000% Original Principal Balance 2,959,652.00 Feb-05 0.000% Current Principal Balance 2,953,784.17 Mar-05 0.000% Apr-05 0.000% Current REO Total May-05 0.000% Loans in REO 36 Jun-05 0.000% Original Principal Balance 4,635,375.00 Jul-05 0.000% Current Principal Balance 4,625,729.47 Aug-05 0.000% Sep-05 0.009% Oct-05 0.168% Nov-05 0.255% Dec-05 0.425% *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 1 12 Month REO History* New REO Loans Month REO Percentage <s> <c> <s> <c> Loans in REO 17 Jan-05 0.000% Original Principal Balance 2,735,552.00 Feb-05 0.000% Current Principal Balance 2,730,098.59 Mar-05 0.000% Apr-05 0.000% Current REO Total May-05 0.000% Loans in REO 34 Jun-05 0.000% Original Principal Balance 4,363,675.00 Jul-05 0.000% Current Principal Balance 4,354,460.87 Aug-05 0.000% Sep-05 0.009% Oct-05 0.208% Nov-05 0.344% Dec-05 0.642% *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 2 12 Month REO History* New REO Loans Month REO Percentage <s> <c> <s> <c> Loans in REO 1 Jan-05 0.000% Original Principal Balance 224,100.00 Feb-05 0.000% Current Principal Balance 223,685.58 Mar-05 0.000% Apr-05 0.000% Current REO Total May-05 0.000% Loans in REO 2 Jun-05 0.000% Original Principal Balance 271,700.00 Jul-05 0.000% Current Principal Balance 271,268.60 Aug-05 0.000% Sep-05 0.029% Oct-05 0.064% Nov-05 0.068% Dec-05 0.193% *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 3 12 Month REO History* New REO Loans Month REO Percentage <s> <c> <s> <c> Loans in REO 0 Jan-05 0.000% Original Principal Balance 0.00 Feb-05 0.000% Current Principal Balance 0.00 Mar-05 0.000% Apr-05 0.000% Current REO Total May-05 0.000% Loans in REO 0 Jun-05 0.000% Original Principal Balance 0.00 Jul-05 0.000% Current Principal Balance 0.00 Aug-05 0.000% Sep-05 0.000% Oct-05 0.145% Nov-05 0.151% Dec-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 4 12 Month REO History* New REO Loans Month REO Percentage <s> <c> <s> <c> Loans in REO 0 Jan-05 0.000% Original Principal Balance 0.00 Feb-05 0.000% Current Principal Balance 0.00 Mar-05 0.000% Apr-05 0.000% Current REO Total May-05 0.000% Loans in REO 0 Jun-05 0.000% Original Principal Balance 0.00 Jul-05 0.000% Current Principal Balance 0.00 Aug-05 0.000% Sep-05 0.000% Oct-05 0.000% Nov-05 0.000% Dec-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. REO Loan Detail - All Mortgage Loans in REO during Current Period Month Loan First Original Loan Entered Payment LTV at Principal Group Number REO Date State Origination Balance <s> <c> <c> <c> <c> <c> <c> Group 1 0004113431 Dec-2005 01-Jan-2005 GA 80.00 112,800.00 Group 1 0082600422 Nov-2005 01-Nov-2004 TX 77.18 60,200.00 Group 1 0100400495 Dec-2005 01-Dec-2004 IL 85.00 107,950.00 Group 1 0101100924 Nov-2005 01-Jan-2005 TX 89.05 154,500.00 Group 1 0110901019 Oct-2005 01-Jan-2005 TX 80.00 86,784.00 Group 1 1000195055 Dec-2005 01-Dec-2004 GA 90.00 299,700.00 Group 1 1000200604 Oct-2005 01-Dec-2004 MI 85.00 80,750.00 Group 1 1000202626 Oct-2005 01-Dec-2004 MI 66.08 56,169.00 Group 1 1000203824 Nov-2005 01-Jan-2005 MI 80.00 59,920.00 Group 1 1000204937 Dec-2005 01-Jan-2005 GA 80.00 132,000.00 Group 1 1000205122 Nov-2005 01-Jan-2005 MI 62.50 50,000.00 Group 1 1000207416 Dec-2005 01-Jan-2005 CO 80.00 143,200.00 Group 1 5000116140 Oct-2005 01-Dec-2004 MI 70.00 115,500.00 Group 1 5000117797 Dec-2005 01-Dec-2004 TX 80.00 118,627.00 Group 1 5000117842 Nov-2005 01-Dec-2004 MN 90.00 139,500.00 Group 1 5000119017 Oct-2005 01-Dec-2004 MI 90.00 60,300.00 Group 1 5000119159 Nov-2005 01-Dec-2004 MI 80.00 68,000.00 Group 1 5000119953 Oct-2005 01-Dec-2004 MI 80.00 72,000.00 Group 1 5000120346 Dec-2005 01-Dec-2004 TX 90.00 120,600.00 Group 1 5000120355 Nov-2005 01-Jan-2005 TX 90.00 216,000.00 Group 1 5000121170 Dec-2005 01-Dec-2004 MN 80.00 139,600.00 Group 1 5000122720 Nov-2005 01-Jan-2005 MI 85.00 71,400.00 Group 1 5000123442 Dec-2005 01-Jan-2005 GA 90.00 180,000.00 Group 1 6000117179 Oct-2005 01-Nov-2004 GA 100.00 128,000.00 Group 1 6000118771 Dec-2005 01-Dec-2004 MA 80.00 313,600.00 Group 1 6000121939 Dec-2005 01-Jan-2005 GA 80.00 208,000.00 Group 1 6000122069 Dec-2005 01-Dec-2004 GA 90.00 105,750.00 Group 1 6000122427 Dec-2005 01-Dec-2004 GA 85.00 104,125.00 Group 1 6000126293 Dec-2005 01-Jan-2005 NC 90.00 140,400.00 Group 1 7000116717 Oct-2005 01-Dec-2004 MI 85.00 100,300.00 Group 1 7000119209 Oct-2005 01-Dec-2004 GA 80.00 108,800.00 Group 1 7000120628 Dec-2005 01-Jan-2005 GA 90.00 126,000.00 Group 1 7000122336 Dec-2005 01-Jan-2005 NC 80.00 143,600.00 Group 1 7000123761 Dec-2005 01-Jan-2005 MN 80.00 239,600.00 Group 2 0004452790 Sep-2005 01-Jan-2005 CO 100.00 47,600.00 Group 2 6000125231 Dec-2005 01-Jan-2005 GA 90.00 224,100.00 REO Loan Detail - All Mortgage Loans in REO during Current Period (continued) Current Paid Current Approximate Loan Principal To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest <s> <c> <c> <c> <c> <c> <c> Group 1 0004113431 112,800.00 01-May-2005 5 6.250% 3,783.50 Group 1 0082600422 59,947.18 01-May-2005 5 7.900% 2,587.69 Group 1 0100400495 107,792.45 01-Oct-2005 0 7.600% 1,271.21 Group 1 0101100924 154,323.41 01-Apr-2005 6 8.800% 8,532.40 Group 1 0110901019 86,467.47 01-Apr-2005 6 6.900% 3,679.48 Group 1 1000195055 299,054.85 01-Feb-2005 8 7.700% 17,883.47 Group 1 1000200604 80,492.85 01-Apr-2005 6 8.350% 4,202.76 Group 1 1000202626 56,072.79 01-Mar-2005 7 9.190% 3,646.52 Group 1 1000203824 59,891.36 01-Jan-2005 9 9.600% 4,983.26 Group 1 1000204937 131,911.25 01-Jan-2005 9 7.990% 9,025.51 Group 1 1000205122 49,888.34 01-Feb-2005 8 9.350% 3,671.27 Group 1 1000207416 143,200.00 01-Apr-2005 6 5.900% 5,155.20 Group 1 5000116140 115,367.98 01-Jan-2005 9 8.800% 8,751.62 Group 1 5000117797 118,218.38 01-May-2005 5 8.850% 5,747.89 Group 1 5000117842 139,094.27 01-Mar-2005 7 7.650% 7,436.50 Group 1 5000119017 60,082.86 01-Mar-2005 7 8.250% 3,484.08 Group 1 5000119159 67,690.63 01-May-2005 5 9.200% 3,430.06 Group 1 5000119953 71,845.77 01-Mar-2005 7 9.150% 4,650.59 Group 1 5000120346 119,868.06 01-Jul-2005 3 7.500% 3,490.62 Group 1 5000120355 215,855.06 01-Jan-2005 9 8.000% 14,788.85 Group 1 5000121170 139,387.94 01-Jan-2005 9 7.400% 8,781.81 Group 1 5000122720 71,164.03 01-Mar-2005 7 8.150% 4,072.10 Group 1 5000123442 179,695.19 01-Feb-2005 8 6.850% 9,471.71 Group 1 6000117179 127,676.08 01-Jan-2005 9 7.800% 8,512.41 Group 1 6000118771 313,340.40 01-Dec-2004 10 6.950% 18,431.80 Group 1 6000121939 207,808.27 01-Jan-2005 9 6.400% 11,186.00 Group 1 6000122069 105,276.36 01-May-2005 5 7.550% 4,319.43 Group 1 6000122427 104,125.00 01-May-2005 5 8.100% 4,616.15 Group 1 6000126293 139,817.79 01-May-2005 5 7.000% 5,287.80 Group 1 7000116717 99,875.88 01-Apr-2005 6 6.900% 4,248.34 Group 1 7000119209 108,626.32 01-Jan-2005 9 7.150% 6,594.49 Group 1 7000120628 125,891.51 01-Jan-2005 9 6.750% 7,180.77 Group 1 7000122336 143,459.76 01-Jan-2005 9 6.100% 7,327.51 Group 1 7000123761 238,451.38 01-May-2005 5 6.250% 7,974.39 Group 2 0004452790 47,583.02 01-Jan-2005 9 11.000% 4,571.39 Group 2 6000125231 223,685.58 01-Mar-2005 7 8.450% 13,303.29 Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period Summary 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage <s> <c> <s> <c> Loans in Foreclosure 25 Jan-05 0.000% Original Principal Balance 4,547,735.00 Feb-05 0.000% Current Principal Balance 4,526,205.02 Mar-05 0.007% Apr-05 0.193% Current Foreclosure Total May-05 0.340% Loans in Foreclosure 141 Jun-05 0.351% Original Principal Balance 26,178,989.00 Jul-05 0.232% Current Principal Balance 26,084,876.04 Aug-05 0.316% Sep-05 1.241% Oct-05 2.869% Nov-05 2.502% Dec-05 2.394% *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 1 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage <s> <c> <s> <c> Loans in Foreclosure 24 Jan-05 0.000% Original Principal Balance 4,495,935.00 Feb-05 0.000% Current Principal Balance 4,474,512.41 Mar-05 0.011% Apr-05 0.208% Current Foreclosure Total May-05 0.376% Loans in Foreclosure 122 Jun-05 0.388% Original Principal Balance 22,410,744.00 Jul-05 0.297% Current Principal Balance 22,330,079.49 Aug-05 0.428% Sep-05 1.700% Oct-05 3.841% Nov-05 3.367% Dec-05 3.290% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 2 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage <s> <c> <s> <c> Loans in Foreclosure 1 Jan-05 0.000% Original Principal Balance 51,800.00 Feb-05 0.000% Current Principal Balance 51,692.61 Mar-05 0.000% Apr-05 0.049% Current Foreclosure Total May-05 0.086% Loans in Foreclosure 13 Jun-05 0.088% Original Principal Balance 978,995.00 Jul-05 0.065% Current Principal Balance 976,824.78 Aug-05 0.067% Sep-05 0.211% Oct-05 0.801% Nov-05 0.782% Dec-05 0.696% *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 3 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage <s> <c> <s> <c> Loans in Foreclosure 0 Jan-05 0.000% Original Principal Balance 0.00 Feb-05 0.000% Current Principal Balance 0.00 Mar-05 0.000% Apr-05 0.255% Current Foreclosure Total May-05 0.433% Loans in Foreclosure 5 Jun-05 0.450% Original Principal Balance 2,404,250.00 Jul-05 0.181% Current Principal Balance 2,395,573.74 Aug-05 0.189% Sep-05 0.718% Oct-05 1.535% Nov-05 1.207% Dec-05 1.053% *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 4 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage <s> <c> <s> <c> Loans in Foreclosure 0 Jan-05 0.000% Original Principal Balance 0.00 Feb-05 0.000% Current Principal Balance 0.00 Mar-05 0.000% Apr-05 0.077% Current Foreclosure Total May-05 0.079% Loans in Foreclosure 1 Jun-05 0.081% Original Principal Balance 385,000.00 Jul-05 0.000% Current Principal Balance 382,398.03 Aug-05 0.000% Sep-05 0.000% Oct-05 1.061% Nov-05 1.112% Dec-05 0.886% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period Month Loan First Original Loan Entered Payment LTV at Principal Group Number FC Date State Origination Balance <s> <c> <c> <c> <c> <c> <c> Group 1 0000001895 Dec-2005 01-Jan-2005 NC 80.00 83,771.00 Group 1 0000002037 Aug-2005 01-Jan-2005 SC 100.00 63,000.00 Group 1 0000002227 Sep-2005 01-Feb-2005 IN 95.00 42,750.00 Group 1 0003251418 Nov-2005 01-Jan-2005 WA 80.00 164,800.00 Group 1 0004601512 Nov-2005 01-Jan-2005 UT 80.00 165,750.00 Group 1 0081000994 Jul-2005 01-Nov-2004 MI 80.00 120,800.00 Group 1 0092101031 Oct-2005 01-Nov-2004 CO 88.75 142,000.00 Group 1 0092900339 Dec-2005 01-Jan-2005 IL 90.00 103,500.00 Group 1 0100400173 Dec-2005 01-Jan-2005 MO 80.00 64,800.00 Group 1 0101200453 Oct-2005 01-Jan-2005 NV 94.08 292,500.00 Group 1 0101400040 Aug-2005 01-Jan-2005 KY 80.00 135,920.00 Group 1 0101500233 Jul-2005 01-Jan-2005 MI 80.00 103,200.00 Group 1 0102100468 Oct-2005 01-Jan-2005 IL 80.00 69,600.00 Group 1 0102900351 Nov-2005 01-Jan-2005 IL 80.00 77,600.00 Group 1 0110101496 Sep-2005 01-Jan-2005 KY 75.00 58,875.00 Group 1 0110300720 Oct-2005 01-Jan-2005 IN 80.00 62,400.00 Group 1 0110400967 Oct-2005 01-Jan-2005 CO 80.00 119,200.00 Group 1 0110500159 Dec-2005 01-Jan-2005 TX 80.00 111,600.00 Group 1 0110801442 Oct-2005 01-Jan-2005 WA 90.00 220,050.00 Group 1 0111500049 Nov-2005 01-Jan-2005 KY 75.00 57,000.00 Group 1 0111500924 Dec-2005 01-Feb-2005 KS 80.00 156,000.00 Group 1 0111800846 Oct-2005 01-Jan-2005 IN 80.00 54,400.00 Group 1 0111801203 Aug-2005 01-Jan-2005 IN 80.00 80,000.00 Group 1 1000196441 Oct-2005 01-Nov-2004 NV 90.00 324,000.00 Group 1 1000198291 Oct-2005 01-Dec-2004 MA 80.00 228,000.00 Group 1 1000198459 Dec-2005 01-Jan-2005 OR 80.00 141,514.00 Group 1 1000198634 Oct-2005 01-Nov-2004 AZ 90.00 102,600.00 Group 1 1000199585 Dec-2005 01-Dec-2004 CA 90.00 315,000.00 Group 1 1000200492 Apr-2005 01-Dec-2004 WA 80.00 260,000.00 Group 1 1000203698 Oct-2005 01-Jan-2005 CA 90.00 335,700.00 Group 1 1000208404 Oct-2005 01-Jan-2005 CA 60.00 165,600.00 Group 1 1000209607 Oct-2005 01-Jan-2005 UT 90.00 220,500.00 Group 1 1000209752 Oct-2005 01-Jan-2005 IN 80.00 94,000.00 Group 1 1000209898 Dec-2005 01-Jan-2005 CA 80.00 308,000.00 Group 1 1000211307 Oct-2005 01-Jan-2005 CA 80.00 312,000.00 Group 1 2004005377 Dec-2005 01-Feb-2005 MN 90.00 339,300.00 Group 1 5000109214 Sep-2005 01-Oct-2004 OH 90.00 54,450.00 Group 1 5000110178 Oct-2005 01-Nov-2004 IL 80.00 164,000.00 Group 1 5000114059 May-2005 01-Jan-2005 MA 80.00 192,800.00 Group 1 5000114719 Oct-2005 01-Jan-2005 MI 90.00 51,750.00 Group 1 5000115675 Oct-2005 01-Nov-2004 IL 80.00 231,120.00 Group 1 5000116547 Oct-2005 01-Dec-2004 IL 50.00 50,000.00 Group 1 5000116639 Sep-2005 01-Dec-2004 CT 80.00 174,400.00 Group 1 5000118551 Sep-2005 01-Dec-2004 IL 80.00 327,200.00 Group 1 5000118849 Sep-2005 01-Dec-2004 IL 100.00 140,000.00 Group 1 5000119144 Nov-2005 01-Dec-2004 OH 80.00 69,600.00 Group 1 5000119150 Aug-2005 01-Dec-2004 OH 100.00 52,000.00 Group 1 5000119283 Dec-2005 01-Dec-2004 NY 80.00 396,000.00 Group 1 5000119368 Oct-2005 01-Dec-2004 FL 80.00 110,134.00 Group 1 5000119987 Dec-2005 01-Dec-2004 MI 85.00 90,950.00 Group 1 5000120123 Nov-2005 01-Dec-2004 OH 90.00 186,300.00 Group 1 5000120217 Oct-2005 01-Jan-2005 OH 80.00 108,000.00 Group 1 5000120286 Sep-2005 01-Dec-2004 IL 90.00 102,150.00 Group 1 5000120447 Nov-2005 01-Dec-2004 WI 80.00 132,800.00 Group 1 5000120640 May-2005 01-Jan-2005 MI 85.00 57,800.00 Group 1 5000120783 Oct-2005 01-Jan-2005 TX 90.00 103,500.00 Group 1 5000120899 Dec-2005 01-Jan-2005 CT 90.00 148,500.00 Group 1 5000121149 Oct-2005 01-Jan-2005 MN 80.00 116,000.00 Group 1 5000121392 May-2005 01-Jan-2005 IL 100.00 124,000.00 Group 1 5000121497 Oct-2005 01-Jan-2005 MN 85.00 154,700.00 Group 1 5000121840 Oct-2005 01-Jan-2005 FL 90.00 117,000.00 Group 1 5000122559 Oct-2005 01-Jan-2005 IL 85.00 50,150.00 Group 1 5000122898 Oct-2005 01-Jan-2005 CO 90.00 158,400.00 Group 1 5000124125 Oct-2005 01-Jan-2005 TX 90.00 180,000.00 Group 1 6000108086 Oct-2005 01-Oct-2004 GA 100.00 350,000.00 Group 1 6000117887 Sep-2005 01-Dec-2004 IL 80.00 92,000.00 Group 1 6000118044 Sep-2005 01-Dec-2004 NY 95.00 375,250.00 Group 1 6000118943 Oct-2005 01-Dec-2004 NY 90.00 391,500.00 Group 1 6000118983 Oct-2005 01-Dec-2004 GA 80.00 172,000.00 Group 1 6000119653 Nov-2005 01-Dec-2004 GA 90.00 180,000.00 Group 1 6000119792 Oct-2005 01-Dec-2004 GA 90.00 204,888.00 Group 1 6000120164 Oct-2005 01-Dec-2004 NJ 90.00 144,000.00 Group 1 6000120249 May-2005 01-Jan-2005 FL 85.00 72,675.00 Group 1 6000121124 Dec-2005 01-Dec-2004 MI 90.00 54,000.00 Group 1 6000121259 Nov-2005 01-Dec-2004 GA 90.00 130,410.00 Group 1 6000121264 Sep-2005 01-Dec-2004 MO 80.00 61,600.00 Group 1 6000121826 Nov-2005 01-Jan-2005 FL 75.00 114,000.00 Group 1 6000121953 Oct-2005 01-Jan-2005 SC 100.00 80,000.00 Group 1 6000122763 Oct-2005 01-Dec-2004 KY 95.00 305,271.00 Group 1 6000123042 Dec-2005 01-Jan-2005 GA 80.00 125,200.00 Group 1 6000123217 Dec-2005 01-Jan-2005 NC 80.00 65,600.00 Group 1 6000123310 Oct-2005 01-Jan-2005 MI 80.00 123,200.00 Group 1 6000124270 Dec-2005 01-Jan-2005 NY 80.00 296,000.00 Group 1 6000124458 Nov-2005 01-Jan-2005 GA 90.00 242,496.00 Group 1 6000124467 Oct-2005 01-Jan-2005 NJ 90.00 225,000.00 Group 1 7000117924 Dec-2005 01-Jan-2005 NY 85.00 297,500.00 Group 1 7000118618 Sep-2005 01-Dec-2004 IL 80.00 280,000.00 Group 1 7000119366 Oct-2005 01-Dec-2004 CA 80.00 344,000.00 Group 1 7000119627 Oct-2005 01-Dec-2004 WA 80.00 114,400.00 Group 1 7000120098 Sep-2005 01-Dec-2004 WA 75.00 240,000.00 Group 1 7000120334 Sep-2005 01-Dec-2004 CA 65.00 286,000.00 Group 1 7000120932 Dec-2005 01-Dec-2004 NC 80.00 210,400.00 Group 1 7000121426 Oct-2005 01-Jan-2005 ID 86.50 110,720.00 Group 1 7000121592 Oct-2005 01-Dec-2004 CA 80.00 344,000.00 Group 1 7000121665 Oct-2005 01-Dec-2004 CA 90.00 270,000.00 Group 1 7000122515 Oct-2005 01-Jan-2005 CT 90.00 192,600.00 Group 1 7000122520 Oct-2005 01-Jan-2005 WI 64.71 55,000.00 Group 1 7000123392 Oct-2005 01-Jan-2005 CT 80.00 451,200.00 Group 1 7000125531 Dec-2005 01-Jan-2005 NY 66.67 200,000.00 Group 1 8000020020 Sep-2005 01-Dec-2004 NJ 80.00 254,400.00 Group 1 8000020999 Oct-2005 01-Nov-2004 PA 80.00 181,200.00 Group 1 8000021225 Sep-2005 01-Nov-2004 NJ 80.00 304,000.00 Group 1 8000022676 Dec-2005 01-Dec-2004 NJ 79.26 172,000.00 Group 1 8000023049 Oct-2005 01-Dec-2004 MA 90.00 270,000.00 Group 1 8000023142 Oct-2005 01-Jan-2005 NJ 85.00 251,600.00 Group 1 8000023461 Sep-2005 01-Dec-2004 NY 50.00 300,000.00 Group 1 8000024262 Sep-2005 01-Dec-2004 MA 90.00 346,500.00 Group 1 8000024286 Sep-2005 01-Dec-2004 NY 65.00 178,750.00 Group 1 8000024661 Nov-2005 01-Dec-2004 NY 79.56 253,000.00 Group 1 8000024687 Oct-2005 01-Jan-2005 NY 95.00 285,000.00 Group 1 8000025359 Sep-2005 01-Dec-2004 NY 65.00 315,250.00 Group 1 8000025986 Sep-2005 01-Jan-2005 NJ 90.00 333,000.00 Group 1 8000026600 Dec-2005 01-Jan-2005 NJ 68.50 160,300.00 Group 1 8000026623 Oct-2005 01-Jan-2005 NY 64.66 187,500.00 Group 1 8000026637 Dec-2005 01-Dec-2004 NY 80.00 272,000.00 Group 1 8000026736 Oct-2005 01-Jan-2005 NY 80.00 250,400.00 Group 1 8000026916 Dec-2005 01-Jan-2005 MA 90.00 247,500.00 Group 1 8000026992 Oct-2005 01-Jan-2005 CT 70.00 199,500.00 Group 1 8000027749 Dec-2005 01-Jan-2005 NJ 65.00 136,500.00 Group 1 8000027788 Oct-2005 01-Jan-2005 NY 80.00 264,000.00 Group 1 8000028204 Oct-2005 01-Jan-2005 CT 80.00 132,000.00 Group 1 8000029180 Oct-2005 01-Jan-2005 NY 80.00 376,000.00 Group 2 0004113072 Dec-2005 01-Jan-2005 GA 100.00 51,800.00 Group 2 1000202881 Oct-2005 01-Dec-2004 CA 100.00 78,200.00 Group 2 1000205040 Oct-2005 01-Jan-2005 GA 100.00 33,000.00 Group 2 5000114293 Oct-2005 01-Nov-2004 CO 80.00 101,600.00 Group 2 5000121795 Oct-2005 01-Jan-2005 IL 90.00 76,500.00 Group 2 5000123680 Nov-2005 01-Jan-2005 GA 100.00 20,000.00 Group 2 6000120362 Oct-2005 01-Dec-2004 NJ 100.00 16,000.00 Group 2 6000120648 Oct-2005 01-Dec-2004 ME 80.00 119,920.00 Group 2 6000120730 Oct-2005 01-Dec-2004 FL 83.44 75,575.00 Group 2 6000120772 Oct-2005 01-Dec-2004 ME 100.00 29,980.00 Group 2 6000124536 Nov-2005 01-Jan-2005 NJ 95.00 12,500.00 Group 2 8000023766 Sep-2005 01-Jan-2005 NJ 80.00 224,000.00 Group 2 8000029573 Oct-2005 01-Jan-2005 RI 80.00 139,920.00 Group 3 1000200365 Oct-2005 01-Dec-2004 CA 80.00 396,000.00 Group 3 5000116575 Oct-2005 01-Dec-2004 TX 88.56 500,000.00 Group 3 5000121635 May-2005 01-Jan-2005 NY 80.00 512,000.00 Group 3 8000025083 Sep-2005 01-Jan-2005 NJ 100.00 380,000.00 Group 3 8000027101 Sep-2005 01-Jan-2005 NJ 85.00 616,250.00 Group 4 6000126763 Oct-2005 01-Jan-2005 WA 79.38 385,000.00 Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period (continued) Current Paid Current Approximate Loan Principal To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest <s> <c> <c> <c> <c> <c> <c> Group 1 0000001895 83,319.21 01-Jun-2005 4 6.600% 2,651.71 Group 1 0000002037 62,884.41 01-Mar-2005 7 8.490% 3,890.55 Group 1 0000002227 42,700.62 01-Mar-2005 7 8.750% 2,725.28 Group 1 0003251418 164,800.00 01-Jul-2005 3 6.500% 4,120.00 Group 1 0004601512 165,744.81 01-Aug-2005 2 5.875% 2,969.60 Group 1 0081000994 120,268.43 01-Jan-2005 9 7.900% 8,156.43 Group 1 0092101031 141,379.23 01-May-2005 5 8.450% 6,556.47 Group 1 0092900339 103,063.38 01-Jul-2005 3 7.850% 3,154.23 Group 1 0100400173 64,588.41 01-Jul-2005 3 9.900% 2,529.70 Group 1 0101200453 292,496.31 01-Jun-2005 4 7.800% 10,676.17 Group 1 0101400040 135,724.13 01-Mar-2005 7 9.650% 9,295.52 Group 1 0101500233 103,065.22 01-Feb-2005 8 8.150% 6,550.52 Group 1 0102100468 69,303.09 01-Jun-2005 4 6.700% 2,148.05 Group 1 0102900351 77,353.90 01-Jun-2005 4 9.250% 3,379.58 Group 1 0110101496 58,745.71 01-Apr-2005 6 7.600% 2,773.04 Group 1 0110300720 62,208.18 01-Jun-2005 4 9.400% 2,764.58 Group 1 0110400967 118,928.13 01-Aug-2005 2 7.400% 2,735.36 Group 1 0110500159 111,600.00 01-May-2005 5 6.400% 3,840.90 Group 1 0110801442 219,240.05 01-Jun-2005 4 7.750% 7,948.01 Group 1 0111500049 57,000.00 01-Aug-2005 2 7.600% 1,349.00 Group 1 0111500924 155,740.97 01-Apr-2005 6 6.950% 6,690.52 Group 1 0111800846 54,400.00 01-Jun-2005 4 7.350% 1,863.18 Group 1 0111801203 79,799.16 01-Mar-2005 7 7.600% 4,249.41 Group 1 1000196441 321,934.64 01-Jun-2005 4 7.250% 10,842.73 Group 1 1000198291 226,851.54 01-Apr-2005 6 5.990% 8,272.61 Group 1 1000198459 140,772.25 01-Jul-2005 3 7.550% 4,128.76 Group 1 1000198634 101,683.61 01-Sep-2005 1 7.200% 1,701.74 Group 1 1000199585 313,215.93 01-May-2005 5 6.350% 10,657.22 Group 1 1000200492 258,751.59 01-Jun-2005 4 7.990% 9,672.95 Group 1 1000203698 334,811.02 01-Mar-2005 7 6.650% 15,387.16 Group 1 1000208404 161,248.67 01-Apr-2005 6 10.250% 10,456.48 Group 1 1000209607 220,319.25 01-Jan-2005 9 7.000% 13,072.27 Group 1 1000209752 93,186.47 01-Aug-2005 2 5.650% 1,597.01 Group 1 1000209898 306,845.61 01-May-2005 5 7.875% 13,172.86 Group 1 1000211307 312,000.00 01-Mar-2005 7 7.750% 16,965.00 Group 1 2004005377 339,300.00 01-Jul-2005 3 7.400% 9,754.85 Group 1 5000109214 54,211.70 01-Apr-2005 6 8.450% 2,866.65 Group 1 5000110178 163,546.33 01-Feb-2005 8 7.900% 10,052.80 Group 1 5000114059 192,648.09 01-Jan-2005 9 7.200% 11,784.02 Group 1 5000114719 51,624.55 01-Apr-2005 6 8.550% 2,764.44 Group 1 5000115675 230,049.30 01-Apr-2005 6 7.500% 10,706.17 Group 1 5000116547 49,838.86 01-Jun-2005 4 10.400% 2,464.30 Group 1 5000116639 173,676.83 01-Apr-2005 6 7.000% 7,503.40 Group 1 5000118551 326,061.38 01-Mar-2005 7 6.850% 15,474.12 Group 1 5000118849 139,631.79 01-Mar-2005 7 8.150% 7,989.55 Group 1 5000119144 69,424.17 01-Apr-2005 6 9.650% 4,227.38 Group 1 5000119150 51,840.22 01-Apr-2005 6 8.500% 2,758.63 Group 1 5000119283 393,244.78 01-Jul-2005 3 6.800% 10,304.03 Group 1 5000119368 109,545.68 01-May-2005 5 6.650% 3,919.09 Group 1 5000119987 90,340.01 01-Jul-2005 3 6.990% 2,438.68 Group 1 5000120123 185,313.82 01-Jun-2005 4 7.500% 6,473.26 Group 1 5000120217 107,940.88 01-Jan-2005 9 8.990% 8,376.10 Group 1 5000120286 101,791.72 01-Mar-2005 7 6.700% 4,716.21 Group 1 5000120447 132,468.15 01-Apr-2005 6 9.500% 7,933.59 Group 1 5000120640 57,769.08 01-Jan-2005 9 9.100% 4,541.58 Group 1 5000120783 102,908.10 01-Aug-2005 2 7.800% 2,501.31 Group 1 5000120899 147,890.85 01-Jun-2005 4 7.990% 5,528.70 Group 1 5000121149 115,343.57 01-Jun-2005 4 6.350% 3,365.59 Group 1 5000121392 123,924.72 01-Jan-2005 9 8.490% 9,048.04 Group 1 5000121497 154,026.46 01-May-2005 5 6.750% 5,600.41 Group 1 5000121840 116,567.11 01-Jun-2005 4 8.500% 4,655.21 Group 1 5000122559 50,007.42 01-Apr-2005 6 8.650% 2,711.51 Group 1 5000122898 158,242.01 01-Jan-2005 9 5.990% 7,922.98 Group 1 5000124125 179,369.26 01-May-2005 5 7.850% 7,673.71 Group 1 6000108086 350,000.00 01-Jun-2005 4 7.200% 11,725.02 Group 1 6000117887 91,793.62 01-Feb-2005 8 7.500% 5,336.06 Group 1 6000118044 375,250.00 01-Jan-2005 9 7.400% 23,734.59 Group 1 6000118943 391,499.20 01-Jun-2005 4 7.100% 12,919.50 Group 1 6000118983 170,893.70 01-Jun-2005 4 6.500% 5,114.61 Group 1 6000119653 179,270.91 01-Apr-2005 6 7.150% 7,924.51 Group 1 6000119792 203,691.57 01-Jun-2005 4 7.000% 6,602.17 Group 1 6000120164 143,765.55 01-Jan-2005 9 7.050% 8,595.81 Group 1 6000120249 72,629.59 01-Jan-2005 9 8.350% 5,209.49 Group 1 6000121124 53,742.33 01-Jul-2005 3 8.700% 1,833.91 Group 1 6000121259 129,915.09 01-Apr-2005 6 7.450% 6,002.85 Group 1 6000121264 61,517.89 01-Jan-2005 9 8.050% 4,242.91 Group 1 6000121826 113,613.91 01-Jun-2005 4 9.200% 4,935.33 Group 1 6000121953 79,875.89 01-Mar-2005 7 9.300% 5,260.51 Group 1 6000122763 303,744.56 01-May-2005 5 6.990% 11,469.51 Group 1 6000123042 124,479.68 01-Jun-2005 4 6.500% 3,725.53 Group 1 6000123217 65,245.77 01-Jul-2005 3 7.400% 1,872.82 Group 1 6000123310 122,866.01 01-Apr-2005 6 8.000% 6,128.25 Group 1 6000124270 294,664.68 01-Jul-2005 3 8.300% 9,563.77 Group 1 6000124458 241,213.15 01-Jun-2005 4 6.700% 7,460.58 Group 1 6000124467 224,831.34 01-Jan-2005 9 7.450% 14,268.53 Group 1 7000117924 296,508.69 01-May-2005 5 8.100% 13,118.00 Group 1 7000118618 279,603.47 01-Jan-2005 9 7.750% 18,514.16 Group 1 7000119366 342,015.91 01-May-2005 5 6.250% 11,437.59 Group 1 7000119627 113,764.03 01-May-2005 5 6.850% 4,202.77 Group 1 7000120098 239,627.74 01-Feb-2005 8 9.300% 17,530.25 Group 1 7000120334 285,052.47 01-Apr-2005 6 11.990% 21,815.07 Group 1 7000120932 210,400.00 01-Jul-2005 3 7.250% 5,917.50 Group 1 7000121426 110,425.84 01-Apr-2005 6 8.100% 5,581.46 Group 1 7000121592 340,611.69 01-Aug-2005 2 5.600% 5,780.54 Group 1 7000121665 269,910.05 01-May-2005 5 6.300% 9,131.94 Group 1 7000122515 192,172.77 01-Mar-2005 7 7.550% 10,130.19 Group 1 7000122520 54,851.54 01-Mar-2005 7 10.050% 3,921.35 Group 1 7000123392 449,650.39 01-May-2005 5 7.950% 19,499.38 Group 1 7000125531 199,051.19 01-Jul-2005 3 8.050% 6,253.01 Group 1 8000020020 253,795.79 01-Mar-2005 7 8.650% 15,475.04 Group 1 8000020999 180,494.68 01-Apr-2005 6 8.250% 9,303.48 Group 1 8000021225 303,023.68 01-Feb-2005 8 7.150% 16,729.81 Group 1 8000022676 170,868.64 01-Sep-2005 1 8.250% 3,308.28 Group 1 8000023049 268,308.49 01-Aug-2005 2 7.950% 6,655.73 Group 1 8000023142 250,560.12 01-Apr-2005 6 6.250% 9,572.07 Group 1 8000023461 299,205.59 01-Apr-2005 6 8.150% 15,220.69 Group 1 8000024262 345,776.27 01-Feb-2005 8 7.850% 21,110.23 Group 1 8000024286 178,532.94 01-Mar-2005 7 11.800% 15,111.37 Group 1 8000024661 251,446.31 01-Aug-2005 2 8.050% 6,321.31 Group 1 8000024687 284,084.72 01-Apr-2005 6 7.150% 12,557.96 Group 1 8000025359 313,236.58 01-Apr-2005 6 7.750% 15,110.14 Group 1 8000025986 331,809.55 01-May-2005 5 7.750% 14,001.66 Group 1 8000026600 159,476.26 01-Jul-2005 3 7.650% 4,743.81 Group 1 8000026623 187,320.37 01-Jan-2005 9 6.200% 9,739.57 Group 1 8000026637 268,515.20 01-Jul-2005 3 6.650% 6,867.39 Group 1 8000026736 249,468.42 01-May-2005 5 7.550% 10,235.71 Group 1 8000026916 246,000.22 01-Jun-2005 4 5.990% 6,735.14 Group 1 8000026992 198,945.89 01-May-2005 5 11.500% 12,756.39 Group 1 8000027749 135,638.35 01-Aug-2005 2 7.300% 3,070.19 Group 1 8000027788 263,541.00 01-Mar-2005 7 8.750% 16,267.51 Group 1 8000028204 131,748.30 01-Mar-2005 7 8.300% 7,687.05 Group 1 8000029180 375,611.13 01-Jan-2005 9 5.800% 18,152.13 Group 2 0004113072 51,692.61 01-Jun-2005 4 11.250% 2,776.84 Group 2 1000202881 78,143.85 01-Jan-2005 9 10.990% 7,500.11 Group 2 1000205040 32,989.31 01-Jan-2005 9 11.440% 3,302.72 Group 2 5000114293 101,358.41 01-Jan-2005 9 7.200% 6,199.62 Group 2 5000121795 76,124.90 01-Jun-2005 4 7.450% 2,640.12 Group 2 5000123680 19,810.77 01-Feb-2005 8 10.625% 1,634.29 Group 2 6000120362 15,932.50 01-Jan-2005 9 11.500% 1,588.75 Group 2 6000120648 119,684.25 01-Feb-2005 8 8.150% 7,606.58 Group 2 6000120730 75,226.32 01-May-2005 5 7.400% 3,020.63 Group 2 6000120772 29,947.63 01-Feb-2005 8 11.000% 2,615.99 Group 2 6000124536 12,446.45 01-Jan-2005 9 12.250% 1,310.55 Group 2 8000023766 223,743.96 01-Feb-2005 8 8.800% 15,434.54 Group 2 8000029573 139,723.82 01-Feb-2005 8 7.800% 8,472.26 Group 3 1000200365 393,194.04 01-Jun-2005 4 5.990% 10,764.92 Group 3 5000116575 497,112.12 01-Jul-2005 3 7.750% 14,994.34 Group 3 5000121635 511,518.85 01-Jan-2005 9 6.300% 27,065.12 Group 3 8000025083 379,498.61 01-Feb-2005 8 8.100% 23,961.44 Group 3 8000027101 614,250.12 01-Apr-2005 6 7.100% 26,947.97 Group 4 6000126763 382,398.03 01-Aug-2005 2 6.950% 8,210.76 Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period Summary 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage <s> <c> <s> <c> Loans in Bankruptcy 30 Jan-05 0.000% Original Principal Balance 3,068,615.00 Feb-05 0.000% Current Principal Balance 3,059,951.68 Mar-05 0.080% Apr-05 0.184% Current Bankruptcy Total May-05 0.197% Loans in Bankruptcy 103 Jun-05 0.219% Original Principal Balance 11,880,082.60 Jul-05 0.238% Current Principal Balance 11,826,516.99 Aug-05 0.271% Sep-05 0.367% Oct-05 0.495% Nov-05 0.812% Dec-05 1.085% *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 1 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage <s> <c> <s> <c> Loans in Bankruptcy 22 Jan-05 0.000% Original Principal Balance 2,329,865.00 Feb-05 0.000% Current Principal Balance 2,322,206.32 Mar-05 0.110% Apr-05 0.259% Current Bankruptcy Total May-05 0.279% Loans in Bankruptcy 72 Jun-05 0.311% Original Principal Balance 9,806,023.60 Jul-05 0.331% Current Principal Balance 9,764,336.67 Aug-05 0.371% Sep-05 0.433% Oct-05 0.622% Nov-05 1.106% Dec-05 1.439% *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 2 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage <s> <c> <s> <c> Loans in Bankruptcy 6 Jan-05 0.000% Original Principal Balance 146,250.00 Feb-05 0.000% Current Principal Balance 145,362.90 Mar-05 0.084% Apr-05 0.114% Current Bankruptcy Total May-05 0.116% Loans in Bankruptcy 26 Jun-05 0.131% Original Principal Balance 932,559.00 Jul-05 0.182% Current Principal Balance 923,420.21 Aug-05 0.244% Sep-05 0.464% Oct-05 0.465% Nov-05 0.566% Dec-05 0.658% *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 3 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage <s> <c> <s> <c> Loans in Bankruptcy 1 Jan-05 0.000% Original Principal Balance 473,500.00 Feb-05 0.000% Current Principal Balance 473,500.00 Mar-05 0.000% Apr-05 0.000% Current Bankruptcy Total May-05 0.000% Loans in Bankruptcy 2 Jun-05 0.000% Original Principal Balance 842,500.00 Jul-05 0.000% Current Principal Balance 840,642.83 Aug-05 0.000% Sep-05 0.141% Oct-05 0.148% Nov-05 0.154% Dec-05 0.370% *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 4 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage <s> <c> <s> <c> Loans in Bankruptcy 1 Jan-05 0.000% Original Principal Balance 119,000.00 Feb-05 0.000% Current Principal Balance 118,882.46 Mar-05 0.000% Apr-05 0.170% Current Bankruptcy Total May-05 0.174% Loans in Bankruptcy 3 Jun-05 0.178% Original Principal Balance 299,000.00 Jul-05 0.182% Current Principal Balance 298,117.28 Aug-05 0.187% Sep-05 0.192% Oct-05 0.379% Nov-05 0.398% Dec-05 0.691% *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. Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period Group Loan Month Loan First State LTV at Original Number Entered Payment Origination Principal Bankruptcy Date Balance <s> <c> <c> <c> <c> <c> <c> Group 1 0004452821 Dec-2005 01-Jan-2005 CO 80.00 116,000.00 Group 1 0092200432 Nov-2005 01-Dec-2004 TX 88.46 135,350.00 Group 1 0100600162 Nov-2005 01-Jan-2005 WA 90.00 229,500.00 Group 1 0101300231 Dec-2005 01-Jan-2005 TX 80.00 72,000.00 Group 1 0101300946 Dec-2005 01-Dec-2004 TX 80.00 93,963.00 Group 1 0101400925 Nov-2005 01-Jan-2005 CA 90.00 233,100.00 Group 1 0101500286 Dec-2005 01-Jan-2005 MO 80.00 68,800.00 Group 1 0102700361 Nov-2005 01-Jan-2005 TN 86.52 102,093.60 Group 1 0110100142 Sep-2005 01-Jan-2005 OH 80.00 86,800.00 Group 1 0110401023 Oct-2005 01-Jan-2005 OH 80.00 84,000.00 Group 1 0111501059 Sep-2005 01-Jan-2005 TX 80.00 131,192.00 Group 1 0111900108 Oct-2005 01-Jan-2005 MI 80.00 121,520.00 Group 1 0112200124 Aug-2005 01-Feb-2005 IN 80.00 69,600.00 Group 1 0120300088 Dec-2005 01-Feb-2005 TX 80.00 101,486.00 Group 1 1000199110 Sep-2005 01-Dec-2004 GA 80.00 158,400.00 Group 1 1000204170 Nov-2005 01-Jan-2005 NV 90.00 324,000.00 Group 1 5000108503 Apr-2005 01-Oct-2004 TX 90.00 142,298.00 Group 1 5000109585 Nov-2005 01-Oct-2004 TX 90.00 252,000.00 Group 1 5000113375 Dec-2005 01-Dec-2004 NJ 75.00 273,750.00 Group 1 5000114132 Aug-2005 01-Dec-2004 IL 80.00 148,800.00 Group 1 5000115545 Nov-2005 01-Dec-2004 MN 80.00 138,400.00 Group 1 5000115808 Oct-2005 01-Nov-2004 TX 90.00 179,053.00 Group 1 5000116188 Oct-2005 01-Nov-2004 IL 85.00 68,000.00 Group 1 5000117446 Mar-2005 01-Dec-2004 MN 90.00 205,200.00 Group 1 5000118115 Nov-2005 01-Dec-2004 KY 85.00 66,725.00 Group 1 5000118576 Dec-2005 01-Dec-2004 IN 90.00 50,400.00 Group 1 5000118651 Dec-2005 01-Dec-2004 MN 90.00 71,100.00 Group 1 5000118801 Apr-2005 01-Dec-2004 IA 80.00 111,920.00 Group 1 5000118874 Dec-2005 01-Dec-2004 IN 90.00 51,300.00 Group 1 5000119288 Nov-2005 01-Dec-2004 IL 90.00 329,400.00 Group 1 5000119563 Dec-2005 01-Dec-2004 OH 79.52 109,136.00 Group 1 5000119611 Dec-2005 01-Dec-2004 VA 95.00 121,600.00 Group 1 5000120477 Dec-2005 01-Dec-2004 IN 90.00 52,200.00 Group 1 5000120622 Dec-2005 01-Jan-2005 IN 90.00 54,000.00 Group 1 5000121003 Dec-2005 01-Jan-2005 IN 90.00 54,900.00 Group 1 5000121055 Nov-2005 01-Jan-2005 CO 80.00 262,856.00 Group 1 5000121444 Apr-2005 01-Jan-2005 IL 90.00 184,500.00 Group 1 5000121717 Oct-2005 01-Dec-2004 TX 90.00 226,424.00 Group 1 5000121965 Nov-2005 01-Jan-2005 IL 85.00 102,000.00 Group 1 5000122467 Nov-2005 01-Jan-2005 TX 90.00 94,500.00 Group 1 5000122526 Dec-2005 01-Jan-2005 IN 90.00 53,100.00 Group 1 5000122644 Nov-2005 01-Jan-2005 IL 90.00 152,100.00 Group 1 5000123245 Dec-2005 01-Jan-2005 IN 90.00 52,200.00 Group 1 5000123533 Dec-2005 01-Jan-2005 CO 90.00 177,300.00 Group 1 5000124697 Nov-2005 01-Jan-2005 MA 90.00 121,500.00 Group 1 5000124714 Aug-2005 01-Jan-2005 GA 90.00 179,147.00 Group 1 6000117598 Oct-2005 01-Dec-2004 MI 76.92 50,000.00 Group 1 6000118023 Jun-2005 01-Nov-2004 NC 90.00 107,910.00 Group 1 6000118386 Dec-2005 01-Nov-2004 GA 90.00 110,610.00 Group 1 6000119043 Nov-2005 01-Dec-2004 GA 80.00 80,000.00 Group 1 6000119226 Jul-2005 01-Dec-2004 GA 80.00 78,800.00 Group 1 6000119254 Oct-2005 01-Dec-2004 MD 90.00 107,100.00 Group 1 6000119642 Dec-2005 01-Dec-2004 NY 90.00 306,000.00 Group 1 6000119997 Apr-2005 01-Dec-2004 TN 90.00 107,100.00 Group 1 6000120035 Oct-2005 01-Dec-2004 GA 95.00 123,500.00 Group 1 6000120048 Dec-2005 01-Dec-2004 GA 90.00 102,600.00 Group 1 6000120171 Dec-2005 01-Dec-2004 GA 90.00 103,500.00 Group 1 6000120174 Sep-2005 01-Dec-2004 MO 100.00 171,000.00 Group 1 6000120348 Jun-2005 01-Dec-2004 GA 90.00 101,610.00 Group 1 6000120435 Nov-2005 01-Jan-2005 FL 80.00 154,400.00 Group 1 6000120580 Sep-2005 01-Dec-2004 MD 100.00 150,000.00 Group 1 6000121845 Dec-2005 01-Dec-2004 FL 90.00 133,920.00 Group 1 6000122580 Apr-2005 01-Dec-2004 GA 90.00 109,800.00 Group 1 6000123145 Nov-2005 01-Jan-2005 NJ 75.00 187,500.00 Group 1 6000126697 May-2005 01-Jan-2005 FL 75.00 135,000.00 Group 1 7000121171 Nov-2005 01-Dec-2004 MO 80.00 100,860.00 Group 1 7000121527 Apr-2005 01-Dec-2004 NY 80.00 380,000.00 Group 1 7000125396 Oct-2005 01-Jan-2005 MO 90.00 64,800.00 Group 1 8000019415 Oct-2005 01-Nov-2004 NY 90.00 72,000.00 Group 1 8000022009 Nov-2005 01-Dec-2004 NY 63.49 200,000.00 Group 1 8000023678 Oct-2005 01-Dec-2004 NY 80.00 72,800.00 Group 1 8000025517 Nov-2005 01-Dec-2004 MA 80.00 281,600.00 Group 2 0002564645 Nov-2005 16-Oct-2002 OH 100.00 25,000.00 Group 2 0004358180 Oct-2005 01-Oct-2002 TN 100.00 8,675.00 Group 2 0004452822 Dec-2005 01-Jan-2005 CO 100.00 29,000.00 Group 2 0004701691 Sep-2005 01-Jan-2005 KY 100.00 17,000.00 Group 2 1000195896 Dec-2005 01-Dec-2004 GA 95.00 16,650.00 Group 2 5000114185 Aug-2005 01-Dec-2004 IL 100.00 37,200.00 Group 2 5000115397 Sep-2005 01-Dec-2004 MI 90.00 90,000.00 Group 2 5000115644 Dec-2005 01-Dec-2004 MN 100.00 34,600.00 Group 2 5000119053 Apr-2005 01-Dec-2004 IA 100.00 27,980.00 Group 2 5000119637 Dec-2005 01-Dec-2004 OH 99.40 27,285.00 Group 2 5000121154 Nov-2005 01-Jan-2005 CO 100.00 65,714.00 Group 2 5000121605 Apr-2005 01-Jan-2005 IL 100.00 20,500.00 Group 2 5000121978 Nov-2005 01-Jan-2005 IL 100.00 18,000.00 Group 2 5000124700 Nov-2005 01-Jan-2005 MA 95.00 6,750.00 Group 2 5000124840 Aug-2005 01-Jan-2005 GA 100.00 19,905.00 Group 2 6000116707 Dec-2005 01-Nov-2004 GA 100.00 13,500.00 Group 2 6000119399 Jul-2005 01-Dec-2004 GA 100.00 19,700.00 Group 2 6000119615 Jun-2005 01-Nov-2004 NC 100.00 11,990.00 Group 2 6000120388 Jun-2005 01-Dec-2004 GA 100.00 11,290.00 Group 2 6000121044 Sep-2005 01-Dec-2004 OK 90.00 115,110.00 Group 2 6000121097 Sep-2005 01-Dec-2004 OK 95.00 6,395.00 Group 2 6000122613 Apr-2005 01-Dec-2004 GA 95.00 6,100.00 Group 2 6000124529 Mar-2005 01-Jan-2005 FL 49.77 107,000.00 Group 2 7000120008 Jul-2005 01-Jan-2005 HI 100.00 64,000.00 Group 2 7000121247 Dec-2005 01-Dec-2004 MO 100.00 25,215.00 Group 2 7000122085 Sep-2005 01-Jan-2005 IN 90.00 108,000.00 Group 3 5000120014 Dec-2005 01-Jan-2005 CO 79.71 473,500.00 Group 3 8000024082 Sep-2005 01-Dec-2004 NJ 90.00 369,000.00 Group 4 5000121216 Dec-2005 01-Jan-2005 CO 99.75 119,000.00 Group 4 7000121536 Apr-2005 01-Dec-2004 NY 100.00 95,000.00 Group 4 7000122284 Oct-2005 01-Dec-2004 CA 100.00 85,000.00 Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period (continued) Group Loan Current Paid To Months Current Approximate Number Principal Date Delinquent Loan Rate Delinquent Balance Interest <s> <c> <c> <c> <c> <c> <c> Group 1 0004452821 116,000.00 01-Apr-2005 6 6.000% 4,253.36 Group 1 0092200432 134,874.73 01-Sep-2005 1 8.300% 2,630.04 Group 1 0100600162 228,454.19 01-Jul-2005 3 8.250% 7,367.17 Group 1 0101300231 72,000.00 01-Mar-2005 7 8.450% 4,281.14 Group 1 0101300946 93,956.30 01-Oct-2005 0 9.950% 1,479.80 Group 1 0101400925 232,919.26 01-Aug-2005 2 7.250% 5,240.68 Group 1 0101500286 68,800.00 01-Jul-2005 3 6.100% 1,605.30 Group 1 0102700361 101,858.35 01-Jul-2005 3 8.650% 3,458.95 Group 1 0110100142 86,440.09 01-May-2005 5 7.000% 3,269.10 Group 1 0110401023 83,802.90 01-May-2005 5 9.800% 4,539.64 Group 1 0111501059 131,192.00 01-Apr-2005 6 8.500% 6,996.96 Group 1 0111900108 121,299.93 01-Apr-2005 6 9.950% 7,629.31 Group 1 0112200124 69,544.62 01-Feb-2005 8 7.150% 3,839.81 Group 1 0120300088 101,486.00 01-May-2005 5 6.650% 3,640.77 Group 1 1000199110 156,836.83 01-Nov-2005 0 7.150% 1,739.03 Group 1 1000204170 321,826.76 01-Aug-2005 2 6.990% 6,953.11 Group 1 5000108503 141,821.83 01-Mar-2005 7 8.990% 9,009.39 Group 1 5000109585 250,149.18 01-Jun-2005 4 7.450% 8,675.12 Group 1 5000113375 273,194.13 01-Feb-2005 8 7.990% 16,998.21 Group 1 5000114132 148,501.49 01-Feb-2005 8 8.050% 9,314.14 Group 1 5000115545 138,080.53 01-Feb-2005 8 7.350% 7,853.95 Group 1 5000115808 178,423.46 01-Apr-2005 6 8.750% 9,792.26 Group 1 5000116188 67,860.26 01-Feb-2005 8 9.350% 4,992.63 Group 1 5000117446 203,318.19 01-Dec-2005 (1) 7.950% 1,263.20 Group 1 5000118115 66,520.00 01-Apr-2005 6 8.500% 3,539.80 Group 1 5000118576 50,182.13 01-Apr-2005 6 8.000% 2,502.88 Group 1 5000118651 70,916.73 01-Mar-2005 7 8.250% 4,111.02 Group 1 5000118801 110,901.71 01-Dec-2005 (1) 7.990% 692.72 Group 1 5000118874 50,981.17 01-Aug-2005 2 8.000% 1,273.15 Group 1 5000119288 328,825.60 01-Jan-2005 9 6.700% 18,604.55 Group 1 5000119563 108,385.56 01-Jun-2005 4 6.150% 3,054.12 Group 1 5000119611 120,883.61 01-Jul-2005 3 7.650% 3,595.80 Group 1 5000120477 51,927.15 01-Jul-2005 3 8.250% 1,674.52 Group 1 5000120622 53,753.59 01-Jul-2005 3 8.250% 1,733.45 Group 1 5000121003 54,788.74 01-Mar-2005 7 8.000% 3,073.29 Group 1 5000121055 262,644.75 01-Jan-2005 9 7.100% 15,824.55 Group 1 5000121444 182,560.33 01-Nov-2005 0 6.350% 1,779.78 Group 1 5000121717 225,179.14 01-Jul-2005 3 8.450% 7,449.23 Group 1 5000121965 101,440.36 01-May-2005 5 5.550% 2,978.17 Group 1 5000122467 94,367.51 01-Feb-2005 8 7.800% 5,722.07 Group 1 5000122526 52,974.96 01-Mar-2005 7 7.250% 2,673.19 Group 1 5000122644 151,534.13 01-May-2005 5 7.550% 6,217.46 Group 1 5000123245 52,073.37 01-Mar-2005 7 7.100% 2,569.05 Group 1 5000123533 177,300.00 01-Aug-2005 2 6.500% 3,546.00 Group 1 5000124697 121,091.01 01-May-2005 5 8.050% 5,321.92 Group 1 5000124714 178,383.64 01-Jun-2005 4 7.800% 6,499.03 Group 1 6000117598 49,742.95 01-Jun-2005 4 7.700% 1,787.34 Group 1 6000118023 107,118.57 01-Sep-2005 1 8.200% 2,060.59 Group 1 6000118386 110,200.73 01-Apr-2005 6 8.500% 5,864.12 Group 1 6000119043 79,712.92 01-May-2005 5 8.650% 3,782.62 Group 1 6000119226 78,638.68 01-Feb-2005 8 7.950% 4,866.65 Group 1 6000119254 106,697.59 01-Apr-2005 6 7.500% 4,965.67 Group 1 6000119642 303,991.41 01-Jul-2005 3 7.100% 8,345.50 Group 1 6000119997 106,943.69 01-Jan-2005 9 7.600% 6,934.07 Group 1 6000120035 123,354.40 01-Jan-2005 9 8.650% 9,187.51 Group 1 6000120048 102,318.57 01-Mar-2005 7 7.950% 5,700.85 Group 1 6000120171 103,107.52 01-Apr-2005 6 7.450% 4,764.19 Group 1 6000120174 170,635.58 01-Feb-2005 8 7.750% 10,275.20 Group 1 6000120348 100,955.91 01-Jul-2005 3 7.200% 2,813.64 Group 1 6000120435 154,083.94 01-Mar-2005 7 7.950% 8,585.22 Group 1 6000120580 149,430.72 01-Apr-2005 6 7.450% 6,904.58 Group 1 6000121845 132,984.65 01-Sep-2005 1 7.950% 2,475.02 Group 1 6000122580 108,910.65 01-Oct-2005 0 7.700% 1,306.42 Group 1 6000123145 186,899.87 01-May-2005 5 8.300% 8,487.03 Group 1 6000126697 134,231.99 01-Nov-2005 0 9.450% 2,002.84 Group 1 7000121171 100,417.15 01-May-2005 5 7.650% 4,178.69 Group 1 7000121527 374,441.66 01-Dec-2005 (1) 5.500% 1,562.00 Group 1 7000125396 64,613.80 01-May-2005 5 8.850% 3,141.64 Group 1 8000019415 71,698.46 01-Mar-2005 7 6.950% 3,456.37 Group 1 8000022009 199,725.20 01-Jan-2005 9 7.900% 13,500.03 Group 1 8000023678 72,429.59 01-Jun-2005 4 7.700% 2,602.54 Group 1 8000025517 280,794.25 01-Feb-2005 8 6.250% 13,395.39 Group 2 0002564645 22,290.08 16-Nov-2005 0 9.990% 364.96 Group 2 0004358180 8,556.77 01-May-2005 5 10.850% 529.78 Group 2 0004452822 28,954.27 01-Apr-2005 6 11.250% 2,075.40 Group 2 0004701691 16,941.10 01-Jun-2005 4 10.250% 825.90 Group 2 1000195896 16,504.87 01-Mar-2005 7 11.250% 1,318.44 Group 2 5000114185 37,097.00 01-Feb-2005 8 12.750% 3,770.41 Group 2 5000115397 89,495.08 01-Aug-2005 2 8.500% 2,384.19 Group 2 5000115644 34,209.38 01-Sep-2005 1 11.500% 939.63 Group 2 5000119053 27,856.44 01-Dec-2005 (1) 11.490% 255.21 Group 2 5000119637 27,214.92 01-Jun-2005 4 11.000% 1,427.39 Group 2 5000121154 65,684.86 01-Jan-2005 9 9.990% 5,700.95 Group 2 5000121605 19,272.36 01-Jan-2006 (2) 11.500% 0.00 Group 2 5000121978 17,868.51 01-May-2005 5 9.225% 905.20 Group 2 5000124700 6,662.34 01-Mar-2005 7 12.250% 576.36 Group 2 5000124840 19,365.09 01-Jun-2005 4 11.750% 1,076.04 Group 2 6000116707 13,368.04 01-Feb-2005 8 10.000% 1,046.04 Group 2 6000119399 19,586.29 01-Feb-2005 8 12.525% 1,944.76 Group 2 6000119615 11,840.34 01-Sep-2005 1 11.500% 325.21 Group 2 6000120388 11,093.97 01-Jul-2005 3 11.500% 506.10 Group 2 6000121044 114,790.83 01-Apr-2005 6 9.000% 6,491.69 Group 2 6000121097 6,226.35 01-May-2005 5 12.250% 420.66 Group 2 6000122613 5,768.10 01-Nov-2005 0 12.250% 113.24 Group 2 6000124529 105,974.29 01-Dec-2005 (1) 7.300% 601.02 Group 2 7000120008 63,893.44 01-May-2005 5 11.400% 4,058.32 Group 2 7000121247 25,111.42 01-Oct-2005 0 11.000% 439.37 Group 2 7000122085 107,794.07 01-Mar-2005 7 8.300% 6,289.39 Group 3 5000120014 473,500.00 01-Feb-2005 8 5.490% 19,689.70 Group 3 8000024082 367,142.83 01-May-2005 5 7.050% 13,991.98 Group 4 5000121216 118,882.46 01-Feb-2005 8 9.500% 8,895.70 Group 4 7000121536 94,534.54 01-Dec-2005 (1) 11.000% 827.50 Group 4 7000122284 84,700.28 01-Jun-2005 4 9.500% 3,806.49 Realized Loss Detail Report - Loans with Losses during Current Period Summary # Loans Prior Realized Current with Principal Loss/(Gain) Loss Group Losses Balance Amount Percentage <s> <c> <c> <c> <c> Group 1 2 0.00 34,869.67 0.005% Group 2 1 0.00 6,701.24 0.005% Group 3 0 0.00 0.00 0.000% Group 4 0 0.00 0.00 0.000% Total 3 0.00 41,570.91 0.004% Realized Loss Loan Detail Report - Loans With Losses during Current Period Original Current Loan Principal Note LTV at Original Group Number Balance Rate State Origination Term <s> <c> <c> <c> <c> <c> <c> Group 1 0003859787 215,200.00 6.750% CA 80.00 360 Group 1 1000200201 126,000.00 8.250% FL 90.00 360 Group 2 1000200372 7,000.00 12.250% FL 95.00 60 Realized Loss Loan Detail Report - Loans With Losses during Current Period (continued) Prior Cumulative Loan Principal Realized Realized Group Number Balance Loss/(Gain) Loss/(Gain) <s> <c> <c> <c> <c> Group 1 0003859787 0.00 0.00 0.00 Group 1 1000200201 0.00 34,869.67 34,869.67 Group 2 1000200372 0.00 6,701.24 6,701.24 Realized Loss Report - Collateral Summary MDR SDA <s> <c> <s> <c> Current Month 0.037% Current Month 1.908% 3 Month Average 0.012% 3 Month Average 0.636% 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. <s> <c> <c> <s> <c> <c> Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 0.000% N/A Feb-2005 0.000% N/A Mar-2005 0.000% N/A Mar-2005 0.000% N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.000% N/A May-2005 0.000% N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A 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 0.037% N/A Dec-2005 1.908% 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 <s> <c> <s> <c> Current Month 0.444% Current Month 0.000% 3 Month Average 0.148% 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. <s> <c> <c> <s> <c> <c> Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 0.000% N/A Feb-2005 0.000% N/A Mar-2005 0.000% N/A Mar-2005 0.000% N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.000% N/A May-2005 0.000% N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A 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 0.444% N/A Dec-2005 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www. monthly bond remittance report can be viewed online at ctslink.com. www.ctslink.com. Group 1 MDR SDA <s> <c> <s> <c> Current Month 0.009% Current Month 0.489% 3 Month Average 0.003% 3 Month Average 0.163% 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. <s> <c> <c> <s> <c> <c> Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 0.000% N/A Feb-2005 0.000% N/A Mar-2005 0.000% N/A Mar-2005 0.000% N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.000% N/A May-2005 0.000% N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A 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 0.009% N/A Dec-2005 0.489% 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 <s> <c> <s> <c> Current Month 0.113% Current Month 0.000% 3 Month Average 0.038% 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. <s> <c> <c> <s> <c> <c> Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 0.000% N/A Feb-2005 0.000% N/A Mar-2005 0.000% N/A Mar-2005 0.000% N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.000% N/A May-2005 0.000% N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A 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 0.113% N/A Dec-2005 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www. monthly bond remittance report can be viewed online at ctslink.com. www.ctslink.com. Group 2 MDR SDA <s> <c> <s> <c> 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. <s> <c> <c> <s> <c> <c> Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 0.000% N/A Feb-2005 0.000% N/A Mar-2005 0.000% N/A Mar-2005 0.000% N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.000% N/A May-2005 0.000% N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A 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 *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 <s> <c> <s> <c> 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. <s> <c> <c> <s> <c> <c> Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 0.000% N/A Feb-2005 0.000% N/A Mar-2005 0.000% N/A Mar-2005 0.000% N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.000% N/A May-2005 0.000% N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A 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 *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 3 MDR SDA <s> <c> <s> <c> Current Month 0.150% Current Month 7.819% 3 Month Average 0.050% 3 Month Average 2.606% 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. <s> <c> <c> <s> <c> <c> Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 0.000% N/A Feb-2005 0.000% N/A Mar-2005 0.000% N/A Mar-2005 0.000% N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.000% N/A May-2005 0.000% N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A 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 0.150% N/A Dec-2005 7.819% 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 <s> <c> <s> <c> Current Month 1.791% Current Month 0.000% 3 Month Average 0.597% 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. <s> <c> <c> <s> <c> <c> Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 0.000% N/A Feb-2005 0.000% N/A Mar-2005 0.000% N/A Mar-2005 0.000% N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.000% N/A May-2005 0.000% N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A 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 1.791% N/A Dec-2005 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www. monthly bond remittance report can be viewed online at ctslink.com. www.ctslink.com. Group 4 MDR SDA <s> <c> <s> <c> 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. <s> <c> <c> <s> <c> <c> Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 0.000% N/A Feb-2005 0.000% N/A Mar-2005 0.000% N/A Mar-2005 0.000% N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.000% N/A May-2005 0.000% N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A 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 *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 <s> <c> <s> <c> 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. <s> <c> <c> <s> <c> <c> Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 0.000% N/A Feb-2005 0.000% N/A Mar-2005 0.000% N/A Mar-2005 0.000% N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.000% N/A May-2005 0.000% N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A 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 *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. <FN> 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) </FN> 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 <s> <c> <c> <c> <c> <c> <c> Group 1 208 40,879,963.00 40,576,036.16 0 0.00 0.00 Group 2 108 6,404,435.00 6,340,866.22 0 0.00 0.00 Group 3 23 9,950,048.00 9,897,373.07 0 0.00 0.00 Group 4 16 1,896,302.00 1,878,516.63 0 0.00 0.00 Total 355 59,130,748.00 58,692,792.08 0 0.00 0.00 Prepayment Detail - Prepayments during Current Period (continued) Summary Substitution Loans Liquidated Loans Curtailments Original Current Original Current Principal Principal Principal Principal Curtailment Group Count Balance Balance Count Balance Balance Amount <s> <c> <c> <c> <c> <c> <c> <c> Group 1 0 0.00 0.00 1 68,400.00 68,030.56 33,710.53 Group 2 0 0.00 0.00 0 0.00 0.00 17,404.80 Group 3 0 0.00 0.00 1 360,000.00 357,686.76 5,533.84 Group 4 0 0.00 0.00 0 0.00 0.00 2,104.34 Total 0 0.00 0.00 2 428,400.00 425,717.32 58,753.51 Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount <s> <c> <c> <c> <c> <c> <c> Group 1 0000000888 CA 95.63 01-Nov-2004 289,466.00 289,303.40 Group 1 0000000965 CA 80.00 01-Nov-2004 322,884.00 322,884.00 Group 1 0000000997 CA 80.00 01-Nov-2004 315,468.00 315,468.00 Group 1 0000001243 SC 90.00 01-Nov-2004 165,869.00 163,020.93 Group 1 0000001298 FL 80.00 01-Dec-2004 311,977.00 311,976.98 Group 1 0000001362 NV 80.00 01-Dec-2004 129,920.00 129,920.00 Group 1 0000001517 AZ 80.00 01-Dec-2004 132,764.00 131,298.60 Group 1 0000001609 CA 80.00 01-Jan-2005 128,000.00 127,919.83 Group 1 0000001639 CA 84.38 01-Sep-2004 135,000.00 135,000.00 Group 1 0000001660 CA 80.00 01-Jan-2005 196,000.00 195,991.83 Group 1 0000001843 TN 80.00 01-Dec-2004 135,920.00 134,308.33 Group 1 0000002124 NC 100.00 01-Oct-2004 76,000.00 75,323.31 Group 1 0002058189 CA 76.80 01-Dec-2004 192,000.00 192,000.00 Group 1 0002064846 AZ 90.00 01-Dec-2004 225,900.00 225,823.71 Group 1 0002066877 CA 77.27 01-Dec-2004 212,500.00 210,818.85 Group 1 0003366662 CA 80.00 01-Sep-2004 348,000.00 348,000.00 Group 1 0003550797 CA 80.00 01-Jan-2005 144,000.00 144,000.00 Group 1 0003700775 CA 80.00 01-Jan-2005 252,000.00 252,000.00 Group 1 0003859778 CA 80.00 01-Jan-2005 192,000.00 192,000.00 Group 1 0004090697 FL 80.00 01-Dec-2004 117,600.00 116,084.38 Group 1 0004100130 WA 80.00 01-Dec-2004 160,000.00 159,183.72 Group 1 0004600849 AZ 80.00 01-Jan-2005 175,600.00 175,600.00 Group 1 0004601582 AZ 79.99 01-Jan-2005 122,850.00 122,850.00 Group 1 0004701434 OH 100.00 01-Jan-2005 55,000.00 55,000.00 Group 1 0021025665 FL 80.00 01-Jan-2005 117,600.00 117,128.13 Group 1 0021025872 CA 40.00 01-Jan-2005 105,400.00 105,339.00 Group 1 0021026114 CA 67.64 01-Jan-2005 186,000.00 183,136.24 Group 1 0024110500 CA 85.00 01-Jan-2005 250,750.00 250,750.00 Group 1 0090100850 AZ 80.00 01-Dec-2004 172,000.00 169,484.07 Group 1 0093000197 MI 80.00 01-Dec-2004 232,000.00 232,000.00 Group 1 0101100387 UT 80.00 01-Jan-2005 100,000.00 99,350.91 Group 1 0102000137 CA 50.00 01-Jan-2005 153,500.00 152,962.96 Group 1 0110200439 TX 80.00 01-Jan-2005 68,400.00 67,995.32 Group 1 0112300586 IN 85.57 01-Feb-2005 90,700.00 90,073.78 Group 1 1000188962 FL 64.84 01-Oct-2004 88,500.00 87,564.73 Group 1 1000190018 CA 65.00 01-Oct-2004 162,500.00 160,398.24 Group 1 1000193811 NV 85.00 01-Oct-2004 174,250.00 172,585.48 Group 1 1000194814 OR 80.00 01-Nov-2004 153,200.00 151,489.78 Group 1 1000195011 VA 80.00 01-Nov-2004 124,098.00 124,098.00 Group 1 1000195762 CA 80.00 01-Nov-2004 214,000.00 211,443.85 Group 1 1000198146 MI 65.00 01-Dec-2004 136,500.00 134,923.71 Group 1 1000198367 CA 55.88 01-Nov-2004 190,000.00 187,902.80 Group 1 1000199431 CA 80.00 01-Nov-2004 138,400.00 136,746.92 Group 1 1000199947 CA 80.00 01-Dec-2004 320,000.00 316,399.54 Group 1 1000200384 CA 80.00 01-Dec-2004 329,600.00 326,031.53 Group 1 1000200530 WA 80.00 01-Dec-2004 184,720.00 182,677.25 Group 1 1000200653 NJ 80.00 01-Dec-2004 280,000.00 277,194.80 Group 1 1000200726 AZ 80.00 01-Dec-2004 196,856.00 194,590.79 Group 1 1000201375 MD 80.00 01-Jan-2005 224,800.00 224,800.00 Group 1 1000201524 CA 95.00 01-Dec-2004 327,750.00 327,689.68 Group 1 1000201877 CA 80.00 01-Dec-2004 192,000.00 190,095.11 Group 1 1000202137 CA 65.00 01-Dec-2004 338,000.00 335,358.33 Group 1 1000202359 AZ 98.37 01-Dec-2004 121,000.00 120,953.45 Group 1 1000202360 CA 80.00 01-Dec-2004 303,880.00 303,880.00 Group 1 1000202778 CA 90.00 01-Dec-2004 157,500.00 155,941.48 Group 1 1000203165 CA 80.00 01-Dec-2004 213,840.00 210,852.57 Group 1 1000203204 WA 80.00 01-Dec-2004 143,200.00 141,616.35 Group 1 1000203265 AZ 80.00 01-Dec-2004 92,000.00 91,032.98 Group 1 1000203370 AR 80.00 01-Dec-2004 156,000.00 154,261.57 Group 1 1000203416 CA 90.00 01-Dec-2004 322,290.00 317,787.59 Group 1 1000203423 CA 80.00 01-Dec-2004 199,200.00 199,200.00 Group 1 1000203732 CA 84.07 01-Dec-2004 306,000.00 301,300.19 Group 1 1000203805 MI 90.00 01-Dec-2004 94,500.00 93,623.43 Group 1 1000204087 CA 67.09 01-Dec-2004 191,200.00 188,589.90 Group 1 1000204128 CA 90.00 01-Dec-2004 227,700.00 225,105.20 Group 1 1000204233 CA 80.00 01-Dec-2004 240,000.00 237,595.60 Group 1 1000204511 CA 80.00 01-Jan-2005 129,600.00 128,270.71 Group 1 1000205221 WV 80.00 01-Jan-2005 172,000.00 170,812.84 Group 1 1000205488 CA 100.00 01-Jan-2005 335,000.00 334,999.13 Group 1 1000205619 NV 85.00 01-Jan-2005 233,750.00 231,211.34 Group 1 1000205831 ID 85.00 01-Jan-2005 144,500.00 144,500.00 Group 1 1000206011 VA 80.00 01-Jan-2005 108,000.00 106,881.58 Group 1 1000206331 CA 80.00 01-Jan-2005 151,200.00 151,200.00 Group 1 1000206526 NC 90.00 01-Jan-2005 111,591.00 110,721.56 Group 1 1000206577 MI 90.00 01-Jan-2005 104,400.00 103,568.55 Group 1 1000206759 CA 72.59 01-Jan-2005 294,000.00 290,384.69 Group 1 1000207004 CA 59.83 01-Jan-2005 175,000.00 173,110.10 Group 1 1000207218 FL 90.00 01-Jan-2005 117,000.00 115,921.34 Group 1 1000207319 MD 80.00 01-Jan-2005 128,000.00 127,945.72 Group 1 1000207446 MN 90.00 01-Jan-2005 160,920.00 159,138.23 Group 1 1000207466 CA 80.00 01-Jan-2005 205,200.00 205,200.00 Group 1 1000208051 CA 75.00 01-Jan-2005 300,000.00 296,800.17 Group 1 1000208489 CA 74.31 01-Jan-2005 295,000.00 291,444.41 Group 1 1000208504 CA 80.00 01-Jan-2005 208,000.00 207,999.98 Group 1 1000208780 MD 80.00 01-Jan-2005 320,608.00 316,087.24 Group 1 1000209201 AZ 80.00 01-Jan-2005 160,000.00 158,415.07 Group 1 1000209822 NY 80.00 01-Jan-2005 224,000.00 221,934.97 Group 1 1000210221 AZ 87.05 01-Jan-2005 168,000.00 167,946.20 Group 1 1000210592 CA 94.98 01-Jan-2005 232,710.00 229,660.47 Group 1 1200014430 CA 85.00 01-Feb-2005 233,750.00 231,822.39 Group 1 2000015669 CA 80.00 01-Feb-2005 264,000.00 263,865.14 Group 1 2000017878 NV 74.05 01-Feb-2005 137,000.00 135,414.74 Group 1 5000114298 NJ 75.40 01-Dec-2004 95,000.00 94,249.93 Group 1 5000114670 IL 93.85 01-Dec-2004 183,000.00 182,999.75 Group 1 5000115314 NY 74.78 01-Dec-2004 344,000.00 340,195.82 Group 1 5000115378 IL 58.06 01-Dec-2004 90,000.00 89,483.28 Group 1 5000116262 NY 62.50 01-Dec-2004 200,000.00 198,219.51 Group 1 5000116573 NY 71.60 01-Dec-2004 179,000.00 176,966.62 Group 1 5000116764 MN 90.00 01-Dec-2004 261,000.00 258,174.17 Group 1 5000117001 IL 50.56 01-Dec-2004 75,000.00 73,489.89 Group 1 5000117011 IL 90.00 01-Dec-2004 135,000.00 133,844.12 Group 1 5000117924 CA 80.00 01-Dec-2004 240,000.00 237,165.43 Group 1 5000118183 NV 59.14 01-Dec-2004 330,000.00 326,214.74 Group 1 5000118294 IL 90.00 01-Dec-2004 150,300.00 148,719.13 Group 1 5000118540 MN 90.00 01-Dec-2004 207,000.00 204,552.49 Group 1 5000118563 IL 80.00 01-Dec-2004 248,000.00 245,857.07 Group 1 5000118959 AR 90.00 01-Dec-2004 100,800.00 99,838.35 Group 1 5000118977 TX 90.00 01-Dec-2004 127,260.00 126,127.22 Group 1 5000119273 NV 83.62 01-Dec-2004 196,500.00 194,697.91 Group 1 5000119353 IL 90.00 01-Dec-2004 85,500.00 84,797.17 Group 1 5000120042 IL 66.67 01-Dec-2004 130,000.00 129,154.60 Group 1 5000120511 IL 80.00 01-Dec-2004 152,800.00 151,035.85 Group 1 5000120992 IL 95.00 01-Jan-2005 197,600.00 195,751.94 Group 1 5000121346 CO 90.00 01-Jan-2005 121,050.00 119,921.39 Group 1 5000121408 CO 90.00 01-Jan-2005 306,000.00 303,038.37 Group 1 5000121545 IL 80.00 01-Jan-2005 312,000.00 308,731.20 Group 1 5000121609 MD 95.00 01-Jan-2005 166,250.00 164,301.88 Group 1 5000121768 IL 83.33 01-Jan-2005 210,000.00 207,719.12 Group 1 5000122082 IL 90.00 01-Jan-2005 323,910.00 320,924.02 Group 1 5000122630 NJ 80.00 01-Jan-2005 252,000.00 249,560.93 Group 1 5000123076 OH 85.00 01-Jan-2005 158,202.00 158,201.00 Group 1 5000123427 IL 67.55 01-Jan-2005 179,000.00 177,208.30 Group 1 5000123560 WI 100.00 01-Jan-2005 106,900.00 106,131.53 Group 1 5000123779 WI 85.00 01-Jan-2005 102,000.00 100,849.05 Group 1 5000123951 PA 80.00 01-Jan-2005 165,600.00 163,684.46 Group 1 5000123974 IL 85.00 01-Jan-2005 221,000.00 218,576.25 Group 1 5000124204 TX 89.14 01-Jan-2005 238,000.00 235,077.21 Group 1 5000124305 IL 90.00 01-Jan-2005 98,550.00 97,632.55 Group 1 6000090448 FL 80.00 01-Apr-2004 108,000.00 106,274.91 Group 1 6000115653 MD 90.00 01-Dec-2004 352,800.00 349,721.12 Group 1 6000115968 FL 85.00 01-Nov-2004 165,750.00 164,277.57 Group 1 6000116841 NC 70.00 01-Nov-2004 105,000.00 104,285.66 Group 1 6000117295 MD 89.28 01-Nov-2004 234,800.00 232,607.47 Group 1 6000117827 MD 90.00 01-Dec-2004 162,000.00 160,014.33 Group 1 6000118092 NY 65.00 01-Dec-2004 297,050.00 293,443.25 Group 1 6000118271 FL 100.00 01-Dec-2004 167,500.00 166,253.02 Group 1 6000118332 NJ 85.00 01-Dec-2004 255,000.00 252,214.55 Group 1 6000118602 FL 70.00 01-Dec-2004 175,000.00 173,984.91 Group 1 6000119041 CA 80.00 01-Dec-2004 335,200.00 331,157.48 Group 1 6000119083 MD 75.00 01-Dec-2004 213,750.00 212,340.20 Group 1 6000119275 GA 90.00 01-Dec-2004 213,628.00 211,315.14 Group 1 6000119345 VT 64.96 01-Dec-2004 165,000.00 163,638.39 Group 1 6000119424 MD 80.00 01-Dec-2004 324,200.00 319,956.00 Group 1 6000119539 FL 54.00 01-Dec-2004 75,600.00 74,842.56 Group 1 6000119565 PA 80.00 01-Dec-2004 93,760.00 92,798.10 Group 1 6000120143 FL 80.00 01-Dec-2004 159,200.00 159,142.39 Group 1 6000120224 FL 90.00 01-Dec-2004 167,400.00 165,688.74 Group 1 6000120370 NY 68.54 01-Jan-2005 305,000.00 302,633.24 Group 1 6000120454 VA 85.00 01-Dec-2004 238,000.00 234,970.72 Group 1 6000120577 VA 85.00 01-Dec-2004 161,500.00 159,682.98 Group 1 6000121051 FL 90.00 01-Dec-2004 141,300.00 139,740.15 Group 1 6000121334 FL 90.00 01-Dec-2004 189,000.00 186,868.30 Group 1 6000121498 NY 62.83 01-Dec-2004 188,500.00 187,526.07 Group 1 6000122490 FL 80.00 01-Jan-2005 110,000.00 108,871.73 Group 1 6000122495 GA 90.00 01-Dec-2004 134,100.00 132,769.50 Group 1 6000123397 VA 84.70 01-Jan-2005 196,500.00 194,465.15 Group 1 6000123673 NJ 90.00 01-Jan-2005 90,000.00 88,961.12 Group 1 6000123674 FL 70.00 01-Jan-2005 165,200.00 163,956.95 Group 1 6000123942 FL 90.00 01-Jan-2005 127,710.00 126,461.79 Group 1 6000124302 FL 80.00 01-Jan-2005 130,400.00 128,928.53 Group 1 6000124575 FL 90.00 01-Jan-2005 126,900.00 125,718.62 Group 1 6000124589 PA 100.00 01-Jan-2005 256,000.00 253,685.77 Group 1 6000124782 NJ 70.00 01-Jan-2005 241,500.00 239,107.18 Group 1 6000125267 FL 90.00 01-Jan-2005 319,500.00 316,750.51 Group 1 6000127140 GA 85.00 01-Jan-2005 76,415.00 75,438.42 Group 1 7000118021 HI 80.00 01-Nov-2004 480,000.00 472,958.90 Group 1 7000118322 WA 85.00 01-Nov-2004 306,850.00 303,748.78 Group 1 7000118521 FL 100.00 01-Dec-2004 240,000.00 240,000.00 Group 1 7000119121 CA 80.00 01-Dec-2004 166,400.00 164,029.17 Group 1 7000119282 NY 90.00 01-Jan-2005 419,400.00 415,718.88 Group 1 7000119404 CA 100.00 01-Dec-2004 314,000.00 314,000.00 Group 1 7000119666 OR 80.00 01-Dec-2004 136,000.00 134,462.43 Group 1 7000120171 CA 80.00 01-Dec-2004 168,000.00 167,875.28 Group 1 7000120430 CA 80.00 01-Dec-2004 268,000.00 264,984.70 Group 1 7000120515 NM 80.00 01-Dec-2004 155,920.00 154,500.00 Group 1 7000120894 CA 80.00 01-Jan-2005 261,600.00 257,977.79 Group 1 7000121357 FL 80.00 01-Dec-2004 105,652.00 104,551.56 Group 1 7000122027 VA 70.00 01-Dec-2004 128,100.00 127,204.72 Group 1 7000122242 HI 80.00 01-Jan-2005 77,600.00 76,905.30 Group 1 7000122805 WA 69.11 01-Jan-2005 85,000.00 84,317.52 Group 1 7000123013 MD 90.00 01-Jan-2005 256,050.00 253,780.40 Group 1 7000123200 HI 80.00 01-Jan-2005 268,000.00 268,000.00 Group 1 7000123865 MD 80.00 01-Jan-2005 164,000.00 162,495.34 Group 1 7000123910 CA 90.00 01-Jan-2005 355,500.00 351,800.83 Group 1 7000124361 CA 80.00 01-Jan-2005 236,000.00 236,000.00 Group 1 7000124457 DE 90.00 01-Jan-2005 117,000.00 115,850.28 Group 1 7000125633 VA 85.00 01-Jan-2005 225,250.00 222,957.36 Group 1 8000020163 NY 90.00 01-Dec-2004 283,500.00 279,897.01 Group 1 8000022250 MA 71.06 01-Nov-2004 221,000.00 218,809.99 Group 1 8000022622 NJ 65.00 01-Jan-2005 179,400.00 178,539.23 Group 1 8000023099 MA 80.00 01-Dec-2004 284,000.00 283,981.50 Group 1 8000023845 NY 80.00 01-Dec-2004 288,000.00 285,086.46 Group 1 8000024000 RI 70.00 01-Jan-2005 155,400.00 154,771.51 Group 1 8000024053 NY 59.18 01-Dec-2004 290,000.00 285,757.72 Group 1 8000024358 NY 48.65 01-Dec-2004 180,000.00 178,395.53 Group 1 8000024609 NY 80.00 01-Jan-2005 96,000.00 95,330.41 Group 1 8000024709 NJ 84.27 01-Dec-2004 150,000.00 148,157.36 Group 1 8000024721 NY 80.00 01-Dec-2004 280,000.00 277,275.89 Group 1 8000025195 PA 90.00 01-Jan-2005 105,300.00 104,237.43 Group 1 8000025945 NY 80.00 01-Jan-2005 148,400.00 146,574.21 Group 1 8000026033 CT 85.00 01-Dec-2004 165,750.00 163,921.01 Group 1 8000026130 MA 66.62 01-Jan-2005 216,500.00 214,927.94 Group 1 8000026143 NY 90.00 01-Dec-2004 333,900.00 330,250.01 Group 1 8000026254 NJ 84.85 01-Dec-2004 140,000.00 138,454.73 Group 1 8000026294 CT 100.00 01-Jan-2005 159,900.00 158,496.51 Group 1 8000026469 NJ 88.24 01-Dec-2004 150,000.00 149,935.96 Group 1 8000026986 PA 77.14 01-Jan-2005 270,000.00 270,000.00 Group 1 8000027324 NY 95.00 01-Jan-2005 408,500.00 403,890.36 Group 1 8000029117 CT 85.00 01-Jan-2005 182,325.00 180,667.36 Group 2 0000001363 NV 95.00 01-Dec-2004 24,360.00 24,164.76 Group 2 0000001681 OR 100.00 01-Jan-2005 37,021.00 36,754.29 Group 2 0000001844 TN 100.00 01-Dec-2004 33,980.00 33,700.12 Group 2 0003252294 WA 100.00 01-Jan-2005 37,400.00 37,185.70 Group 2 0003252298 WA 100.00 01-Jan-2005 50,000.00 49,861.07 Group 2 0003252341 WA 99.99 01-Jan-2005 64,950.00 64,475.55 Group 2 0003252366 WA 100.00 01-Jan-2005 41,800.00 41,570.37 Group 2 0003550507 CA 100.00 01-Jan-2005 34,200.00 34,082.48 Group 2 0003700638 CA 100.00 01-Jan-2005 33,800.00 33,717.82 Group 2 0004100131 WA 100.00 01-Dec-2004 40,000.00 39,726.38 Group 2 0004100469 CA 100.00 01-Dec-2004 39,980.00 39,650.66 Group 2 0004100505 FL 100.00 01-Dec-2004 49,719.00 49,450.37 Group 2 0004101301 CA 84.13 01-Jan-2005 43,000.00 42,793.23 Group 2 0004112229 FL 100.00 01-Nov-2004 36,000.00 35,535.93 Group 2 0004452692 CO 100.00 01-Jan-2005 47,500.00 47,381.05 Group 2 0004600850 AZ 100.00 01-Jan-2005 43,900.00 43,781.13 Group 2 0004601595 AZ 99.99 01-Jan-2005 27,750.00 27,652.64 Group 2 0004701527 OH 100.00 01-Jan-2005 23,000.00 22,916.75 Group 2 1000194558 CA 100.00 01-Nov-2004 59,000.00 58,611.04 Group 2 1000194923 OR 100.00 01-Nov-2004 38,300.00 37,707.36 Group 2 1000195840 CA 100.00 01-Nov-2004 53,500.00 53,270.63 Group 2 1000198698 CA 90.00 01-Dec-2004 121,500.00 120,417.55 Group 2 1000200688 NJ 100.00 01-Dec-2004 70,000.00 69,511.41 Group 2 1000200774 CA 48.33 01-Dec-2004 116,000.00 114,523.48 Group 2 1000201427 MD 100.00 01-Jan-2005 56,200.00 55,870.84 Group 2 1000201532 NY 82.35 01-Dec-2004 140,000.00 138,451.75 Group 2 1000201905 CA 100.00 01-Dec-2004 48,000.00 47,795.27 Group 2 1000202834 CA 95.00 01-Dec-2004 8,750.00 7,286.44 Group 2 1000203108 CA 62.50 01-Dec-2004 250,000.00 246,964.42 Group 2 1000203158 CA 100.00 01-Dec-2004 33,000.00 32,818.43 Group 2 1000203205 WA 100.00 01-Dec-2004 35,800.00 35,624.11 Group 2 1000203234 MD 100.00 01-Dec-2004 155,000.00 153,559.79 Group 2 1000203442 CA 80.00 01-Dec-2004 327,200.00 323,132.16 Group 2 1000203447 AZ 100.00 01-Dec-2004 23,000.00 22,659.34 Group 2 1000203468 CA 100.00 01-Dec-2004 49,800.00 49,528.67 Group 2 1000204049 MI 100.00 01-Dec-2004 10,500.00 10,343.51 Group 2 1000204205 CA 100.00 01-Dec-2004 53,460.00 53,176.33 Group 2 1000204312 CA 95.00 01-Dec-2004 12,650.00 11,869.02 Group 2 1000204562 CA 56.99 01-Dec-2004 261,000.00 257,482.46 Group 2 1000204666 CA 100.00 01-Jan-2005 32,400.00 32,275.86 Group 2 1000206725 NC 95.00 01-Jan-2005 6,199.00 5,847.84 Group 2 1000206936 CA 100.00 01-Jan-2005 83,800.00 83,421.91 Group 2 1000207360 FL 95.00 01-Jan-2005 6,500.00 6,334.84 Group 2 1000207375 MD 100.00 01-Jan-2005 32,000.00 31,502.64 Group 2 1000207607 MN 95.00 01-Jan-2005 8,940.00 8,433.56 Group 2 1000207686 CA 100.00 01-Jan-2005 51,300.00 51,113.35 Group 2 1000207886 FL 100.00 01-Jan-2005 31,500.00 31,305.75 Group 2 1000208611 CA 100.00 01-Jan-2005 52,000.00 51,795.27 Group 2 1000210648 MO 85.00 01-Jan-2005 13,000.00 10,962.99 Group 2 4303003746 CA 56.15 01-May-2004 30,000.00 29,156.93 Group 2 4303003940 AZ 94.89 01-Aug-2004 46,250.00 45,749.96 Group 2 4303004227 NY 95.00 01-Jun-2004 94,600.00 93,695.77 Group 2 4303004644 NY 100.00 01-Jul-2004 145,000.00 143,759.83 Group 2 4303005809 CA 90.00 01-Jul-2004 42,500.00 42,019.68 Group 2 4303006546 CA 95.00 01-Aug-2004 42,000.00 41,725.31 Group 2 4303007678 NY 100.00 01-Oct-2004 85,000.00 84,460.72 Group 2 4303007687 NY 100.00 01-Oct-2004 95,875.00 95,127.03 Group 2 4303007690 NY 90.00 01-Oct-2004 49,400.00 47,913.01 Group 2 5000115833 WI 100.00 01-Nov-2004 25,800.00 25,335.33 Group 2 5000116827 MN 100.00 01-Dec-2004 29,000.00 28,723.08 Group 2 5000117228 CO 92.50 01-Nov-2004 30,000.00 29,758.45 Group 2 5000123252 IL 100.00 01-Jan-2005 25,600.00 25,475.20 Group 2 5000123761 GA 100.00 01-Jan-2005 23,600.00 23,283.50 Group 2 5000124134 IL 90.00 01-Jan-2005 13,000.00 12,292.88 Group 2 5000124369 IL 100.00 01-Jan-2005 10,950.00 10,790.24 Group 2 6000115609 WI 76.19 01-Dec-2004 160,000.00 158,458.59 Group 2 6000118369 NJ 90.00 01-Dec-2004 15,000.00 14,123.38 Group 2 6000118482 FL 100.00 01-Dec-2004 25,000.00 24,872.84 Group 2 6000118762 FL 95.00 01-Dec-2004 28,500.00 28,390.99 Group 2 6000119091 CA 100.00 01-Dec-2004 83,800.00 83,145.00 Group 2 6000119304 GA 95.00 01-Dec-2004 11,868.00 11,174.48 Group 2 6000120175 FL 100.00 01-Dec-2004 39,800.00 39,630.32 Group 2 6000121154 FL 100.00 01-Dec-2004 15,700.00 14,705.88 Group 2 6000121364 FL 100.00 01-Dec-2004 21,000.00 19,554.47 Group 2 6000121702 RI 100.00 01-Jan-2005 41,600.00 41,343.41 Group 2 6000123245 FL 100.00 01-Jan-2005 27,500.00 27,411.01 Group 2 6000123248 GA 95.00 01-Dec-2004 7,450.00 7,008.69 Group 2 6000123773 NJ 89.64 01-Jan-2005 226,800.00 224,428.72 Group 2 6000123934 NJ 95.00 01-Jan-2005 5,000.00 4,730.83 Group 2 6000124048 FL 100.00 01-Jan-2005 14,190.00 13,795.95 Group 2 6000124313 FL 100.00 01-Jan-2005 32,600.00 32,453.23 Group 2 6000124683 FL 100.00 01-Jan-2005 14,100.00 13,263.14 Group 2 6000127194 GA 100.00 01-Jan-2005 13,485.00 13,042.73 Group 2 6000127930 FL 100.00 01-Jan-2005 47,000.00 46,744.13 Group 2 7000119776 HI 100.00 01-Dec-2004 89,000.00 88,578.47 Group 2 7000120188 CA 100.00 01-Dec-2004 42,000.00 41,554.31 Group 2 7000120852 CA 100.00 01-Dec-2004 62,000.00 61,624.22 Group 2 7000121019 FL 100.00 01-Dec-2004 88,000.00 87,567.96 Group 2 7000121509 FL 100.00 01-Dec-2004 26,413.00 26,177.51 Group 2 7000122273 CA 80.00 01-Dec-2004 205,600.00 203,204.41 Group 2 7000122288 HI 100.00 01-Jan-2005 19,400.00 18,884.85 Group 2 7000122326 CA 100.00 01-Dec-2004 51,400.00 51,097.12 Group 2 7000122893 WA 100.00 01-Dec-2004 42,000.00 41,798.82 Group 2 7000123107 MD 95.00 01-Jan-2005 14,225.00 13,440.26 Group 2 7000123281 NJ 80.00 01-Jan-2005 220,000.00 217,724.41 Group 2 7000124412 MD 100.00 01-Jan-2005 41,000.00 40,830.51 Group 2 7000124413 CA 100.00 01-Jan-2005 59,000.00 58,596.01 Group 2 7000124468 MA 100.00 01-Jan-2005 58,000.00 57,715.96 Group 2 7000124934 DE 95.00 01-Jan-2005 6,500.00 6,140.53 Group 2 8000020271 NY 95.00 01-Dec-2004 15,750.00 15,255.15 Group 2 8000023707 NJ 100.00 01-Nov-2004 54,000.00 53,763.96 Group 2 8000023905 NJ 37.68 01-Dec-2004 78,000.00 77,471.34 Group 2 8000026056 CT 100.00 01-Dec-2004 29,250.00 29,102.77 Group 2 8000026790 NY 100.00 01-Jan-2005 71,070.00 70,776.27 Group 2 8000026957 NY 90.00 01-Jan-2005 205,200.00 202,795.39 Group 2 8000028002 NJ 90.85 01-Jan-2005 139,000.00 137,815.60 Group 2 8000028022 NJ 84.21 01-Jan-2005 160,000.00 158,524.99 Group 2 8000028037 CT 100.00 01-Jan-2005 60,000.00 59,663.73 Group 3 0000001257 CA 85.00 01-Dec-2004 413,015.00 412,884.55 Group 3 0003367816 CA 85.00 01-Jan-2005 374,000.00 373,985.38 Group 3 0003859799 CA 80.00 01-Jan-2005 367,200.00 367,200.00 Group 3 0004100668 AZ 80.00 01-Jan-2005 428,000.00 428,000.00 Group 3 0004110516 CA 95.00 01-Jan-2005 408,500.00 408,500.00 Group 3 0004111205 CA 80.00 01-Jan-2005 448,000.00 448,000.00 Group 3 1000196644 GA 90.00 01-Dec-2004 517,500.00 517,500.00 Group 3 1000203276 PA 80.00 01-Jan-2005 411,200.00 407,190.99 Group 3 1000207294 PA 90.00 01-Jan-2005 450,000.00 445,295.07 Group 3 2000016794 CA 85.00 01-Feb-2005 374,000.00 370,279.15 Group 3 5000113184 TX 80.00 01-Dec-2004 360,000.00 357,484.14 Group 3 7000113015 CA 83.33 01-Sep-2004 500,000.00 492,945.22 Group 3 7000118151 CA 80.00 01-Nov-2004 369,600.00 364,910.16 Group 3 7000118561 CA 90.00 01-Nov-2004 364,500.00 364,499.07 Group 3 7000119699 VA 90.00 01-Dec-2004 382,950.00 382,888.26 Group 3 7000120345 MD 82.36 01-Dec-2004 465,333.00 460,581.76 Group 3 7000121508 CA 80.00 01-Dec-2004 604,000.00 604,000.00 Group 3 7000121641 MD 80.00 01-Jan-2005 364,000.00 359,969.90 Group 3 7000121862 CA 80.00 01-Dec-2004 388,000.00 383,550.27 Group 3 7000122400 CA 80.00 01-Jan-2005 500,000.00 493,792.31 Group 3 7000124014 VA 90.00 01-Jan-2005 495,000.00 495,000.00 Group 3 8000017638 CT 80.00 01-Nov-2004 436,000.00 435,243.95 Group 3 8000023829 NY 85.00 01-Dec-2004 476,000.00 467,227.94 Group 3 8000026105 NY 95.00 01-Jan-2005 413,250.00 409,622.88 Group 4 0000000966 CA 100.00 01-Nov-2004 80,721.00 80,055.99 Group 4 0000000998 CA 100.00 01-Nov-2004 78,867.00 78,111.99 Group 4 0000001299 FL 100.00 01-Dec-2004 77,994.00 77,591.06 Group 4 0003859800 CA 100.00 01-Jan-2005 91,800.00 91,340.55 Group 4 0004111206 CA 100.00 01-Jan-2005 112,000.00 111,195.04 Group 4 1000197031 GA 100.00 01-Dec-2004 57,500.00 57,114.22 Group 4 1000201118 CA 100.00 01-Dec-2004 82,400.00 82,046.87 Group 4 1000202392 CA 100.00 01-Dec-2004 75,970.00 75,509.60 Group 4 1000203166 WA 68.38 01-Dec-2004 581,250.00 573,653.26 Group 4 6000115700 MD 95.00 01-Dec-2004 19,600.00 19,067.66 Group 4 7000118579 CA 98.15 01-Nov-2004 33,000.00 32,760.57 Group 4 7000119004 CA 100.00 01-Nov-2004 92,400.00 91,825.74 Group 4 7000121895 CA 100.00 01-Dec-2004 97,000.00 96,412.16 Group 4 7000124126 VA 95.00 01-Jan-2005 27,500.00 26,716.80 Group 4 8000024556 NY 85.00 01-Dec-2004 369,750.00 365,661.11 Group 4 8000026176 NY 95.00 01-Dec-2004 18,550.00 17,939.54 Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning <s> <c> <c> <c> <c> <c> <c> Group 1 0000000888 Loan Paid in Full 0 7.125% 360 13 Group 1 0000000965 Loan Paid in Full 0 5.750% 360 13 Group 1 0000000997 Loan Paid in Full 0 5.750% 360 13 Group 1 0000001243 Loan Paid in Full 0 8.750% 360 13 Group 1 0000001298 Loan Paid in Full 0 6.625% 360 12 Group 1 0000001362 Loan Paid in Full 0 6.375% 360 12 Group 1 0000001517 Loan Paid in Full 0 7.000% 360 12 Group 1 0000001609 Loan Paid in Full 0 6.125% 360 11 Group 1 0000001639 Loan Paid in Full 0 7.500% 360 15 Group 1 0000001660 Loan Paid in Full 0 6.875% 360 11 Group 1 0000001843 Loan Paid in Full 0 6.625% 360 12 Group 1 0000002124 Loan Paid in Full 0 8.850% 360 14 Group 1 0002058189 Loan Paid in Full 0 7.290% 360 12 Group 1 0002064846 Loan Paid in Full 0 7.790% 360 12 Group 1 0002066877 Loan Paid in Full 0 8.690% 360 12 Group 1 0003366662 Loan Paid in Full 0 5.750% 360 15 Group 1 0003550797 Loan Paid in Full (1) 5.750% 360 11 Group 1 0003700775 Loan Paid in Full 0 7.000% 360 11 Group 1 0003859778 Loan Paid in Full (1) 7.990% 360 11 Group 1 0004090697 Loan Paid in Full (1) 7.625% 360 12 Group 1 0004100130 Loan Paid in Full (1) 6.250% 360 12 Group 1 0004600849 Loan Paid in Full (1) 7.125% 360 11 Group 1 0004601582 Loan Paid in Full (1) 6.750% 360 11 Group 1 0004701434 Loan Paid in Full (1) 8.625% 360 11 Group 1 0021025665 Loan Paid in Full 0 8.875% 360 11 Group 1 0021025872 Loan Paid in Full 0 5.750% 360 11 Group 1 0021026114 Loan Paid in Full (1) 6.500% 360 11 Group 1 0024110500 Loan Paid in Full 0 5.250% 360 11 Group 1 0090100850 Loan Paid in Full (1) 5.500% 360 12 Group 1 0093000197 Loan Paid in Full 0 6.750% 360 12 Group 1 0101100387 Loan Paid in Full (1) 9.900% 360 11 Group 1 0102000137 Loan Paid in Full 1 6.750% 360 11 Group 1 0110200439 Liquidation 8 9.700% 360 11 Group 1 0112300586 Loan Paid in Full (1) 8.500% 360 10 Group 1 1000188962 Loan Paid in Full (1) 7.990% 360 14 Group 1 1000190018 Loan Paid in Full 0 6.950% 360 14 Group 1 1000193811 Loan Paid in Full (1) 8.500% 360 14 Group 1 1000194814 Loan Paid in Full (1) 7.350% 360 13 Group 1 1000195011 Loan Paid in Full (1) 6.500% 360 13 Group 1 1000195762 Loan Paid in Full 5 6.990% 360 13 Group 1 1000198146 Loan Paid in Full 0 6.800% 360 12 Group 1 1000198367 Loan Paid in Full 0 7.400% 360 13 Group 1 1000199431 Loan Paid in Full 0 6.990% 360 13 Group 1 1000199947 Loan Paid in Full 4 6.900% 360 12 Group 1 1000200384 Loan Paid in Full 0 7.100% 360 12 Group 1 1000200530 Loan Paid in Full 6 6.990% 360 12 Group 1 1000200653 Loan Paid in Full 0 7.500% 360 12 Group 1 1000200726 Loan Paid in Full (1) 6.800% 360 12 Group 1 1000201375 Loan Paid in Full 0 5.650% 360 11 Group 1 1000201524 Loan Paid in Full (1) 6.300% 360 12 Group 1 1000201877 Loan Paid in Full 0 7.550% 360 12 Group 1 1000202137 Loan Paid in Full 0 8.750% 360 12 Group 1 1000202359 Loan Paid in Full (1) 7.600% 360 12 Group 1 1000202360 Loan Paid in Full 0 5.990% 360 12 Group 1 1000202778 Loan Paid in Full (1) 7.800% 360 12 Group 1 1000203165 Loan Paid in Full 6 5.750% 360 12 Group 1 1000203204 Loan Paid in Full 0 6.990% 360 12 Group 1 1000203265 Loan Paid in Full (1) 7.250% 360 12 Group 1 1000203370 Loan Paid in Full (1) 6.950% 360 12 Group 1 1000203416 Loan Paid in Full 0 5.750% 360 12 Group 1 1000203423 Loan Paid in Full 1 6.400% 360 12 Group 1 1000203732 Loan Paid in Full (1) 5.950% 360 12 Group 1 1000203805 Loan Paid in Full (1) 7.900% 360 12 Group 1 1000204087 Loan Paid in Full (1) 5.875% 360 12 Group 1 1000204128 Loan Paid in Full 1 6.990% 360 12 Group 1 1000204233 Loan Paid in Full (1) 7.500% 360 12 Group 1 1000204511 Loan Paid in Full 0 6.950% 360 11 Group 1 1000205221 Loan Paid in Full 0 8.950% 360 11 Group 1 1000205488 Loan Paid in Full (1) 6.500% 360 11 Group 1 1000205619 Loan Paid in Full 0 6.650% 360 11 Group 1 1000205831 Loan Paid in Full 0 7.350% 360 11 Group 1 1000206011 Loan Paid in Full (1) 6.900% 360 11 Group 1 1000206331 Loan Paid in Full (1) 5.250% 360 11 Group 1 1000206526 Loan Paid in Full 0 8.350% 360 11 Group 1 1000206577 Loan Paid in Full 0 8.240% 360 11 Group 1 1000206759 Loan Paid in Full 0 6.050% 360 11 Group 1 1000207004 Loan Paid in Full 0 7.400% 360 11 Group 1 1000207218 Loan Paid in Full 0 7.500% 360 11 Group 1 1000207319 Loan Paid in Full (1) 7.300% 360 11 Group 1 1000207446 Loan Paid in Full 0 6.550% 360 11 Group 1 1000207466 Loan Paid in Full 0 6.500% 360 11 Group 1 1000208051 Loan Paid in Full 0 6.750% 360 11 Group 1 1000208489 Loan Paid in Full (1) 6.100% 360 11 Group 1 1000208504 Loan Paid in Full (1) 6.250% 360 11 Group 1 1000208780 Loan Paid in Full 1 5.250% 360 11 Group 1 1000209201 Loan Paid in Full 0 7.600% 360 11 Group 1 1000209822 Loan Paid in Full 0 7.500% 360 11 Group 1 1000210221 Loan Paid in Full (1) 7.200% 360 11 Group 1 1000210592 Loan Paid in Full (1) 5.650% 360 11 Group 1 1200014430 Loan Paid in Full (1) 7.750% 360 10 Group 1 2000015669 Loan Paid in Full 0 6.100% 360 10 Group 1 2000017878 Loan Paid in Full 0 8.500% 360 10 Group 1 5000114298 Loan Paid in Full (1) 8.700% 360 12 Group 1 5000114670 Loan Paid in Full 0 7.750% 360 12 Group 1 5000115314 Loan Paid in Full (1) 6.990% 360 12 Group 1 5000115378 Loan Paid in Full 8 10.250% 360 12 Group 1 5000116262 Loan Paid in Full 0 8.100% 360 12 Group 1 5000116573 Loan Paid in Full (1) 6.850% 360 12 Group 1 5000116764 Loan Paid in Full 1 7.100% 360 12 Group 1 5000117001 Loan Paid in Full (1) 10.250% 360 12 Group 1 5000117011 Loan Paid in Full 0 8.300% 360 12 Group 1 5000117924 Loan Paid in Full 0 7.000% 360 12 Group 1 5000118183 Loan Paid in Full 0 6.800% 360 12 Group 1 5000118294 Loan Paid in Full 0 7.250% 360 12 Group 1 5000118540 Loan Paid in Full 0 6.640% 360 12 Group 1 5000118563 Loan Paid in Full 0 8.250% 360 12 Group 1 5000118959 Loan Paid in Full (1) 7.750% 360 12 Group 1 5000118977 Loan Paid in Full (2) 8.100% 360 12 Group 1 5000119273 Loan Paid in Full 0 7.950% 360 12 Group 1 5000119353 Loan Paid in Full (1) 8.500% 360 12 Group 1 5000120042 Loan Paid in Full (1) 9.650% 360 12 Group 1 5000120511 Loan Paid in Full 0 6.950% 360 12 Group 1 5000120992 Loan Paid in Full 0 7.450% 360 11 Group 1 5000121346 Loan Paid in Full 0 7.500% 360 11 Group 1 5000121408 Loan Paid in Full 0 7.250% 360 11 Group 1 5000121545 Loan Paid in Full (1) 6.850% 360 11 Group 1 5000121609 Loan Paid in Full (1) 6.250% 360 11 Group 1 5000121768 Loan Paid in Full (1) 6.800% 360 11 Group 1 5000122082 Loan Paid in Full 0 7.500% 360 11 Group 1 5000122630 Loan Paid in Full 0 7.250% 360 11 Group 1 5000123076 Loan Paid in Full (1) 6.150% 360 11 Group 1 5000123427 Loan Paid in Full 0 7.300% 360 11 Group 1 5000123560 Loan Paid in Full (1) 8.750% 360 11 Group 1 5000123779 Loan Paid in Full (1) 6.450% 360 11 Group 1 5000123951 Loan Paid in Full (1) 6.500% 360 11 Group 1 5000123974 Loan Paid in Full (1) 6.600% 360 11 Group 1 5000124204 Loan Paid in Full 0 6.000% 360 11 Group 1 5000124305 Loan Paid in Full (1) 7.450% 360 11 Group 1 6000090448 Loan Paid in Full 0 7.700% 360 20 Group 1 6000115653 Loan Paid in Full 0 8.200% 360 12 Group 1 6000115968 Loan Paid in Full 0 8.500% 360 13 Group 1 6000116841 Loan Paid in Full 0 10.500% 360 13 Group 1 6000117295 Loan Paid in Full (1) 8.250% 360 13 Group 1 6000117827 Loan Paid in Full 0 6.450% 360 12 Group 1 6000118092 Loan Paid in Full (1) 6.500% 360 12 Group 1 6000118271 Loan Paid in Full 0 8.990% 360 12 Group 1 6000118332 Loan Paid in Full 0 7.500% 360 12 Group 1 6000118602 Loan Paid in Full (1) 10.200% 360 12 Group 1 6000119041 Loan Paid in Full 0 6.800% 360 12 Group 1 6000119083 Loan Paid in Full 1 9.800% 360 12 Group 1 6000119275 Loan Paid in Full 0 7.100% 360 12 Group 1 6000119345 Loan Paid in Full 0 8.500% 360 12 Group 1 6000119424 Loan Paid in Full 0 6.100% 360 12 Group 1 6000119539 Loan Paid in Full (1) 7.500% 360 12 Group 1 6000119565 Loan Paid in Full (1) 7.650% 360 12 Group 1 6000120143 Loan Paid in Full 0 7.150% 360 12 Group 1 6000120224 Loan Paid in Full 0 7.350% 360 12 Group 1 6000120370 Loan Paid in Full (1) 8.750% 360 11 Group 1 6000120454 Loan Paid in Full (1) 6.250% 360 12 Group 1 6000120577 Loan Paid in Full (1) 6.900% 360 12 Group 1 6000121051 Loan Paid in Full 0 7.200% 360 12 Group 1 6000121334 Loan Paid in Full 0 6.900% 360 12 Group 1 6000121498 Loan Paid in Full 0 10.750% 360 12 Group 1 6000122490 Loan Paid in Full 0 6.950% 360 11 Group 1 6000122495 Loan Paid in Full 0 7.550% 360 12 Group 1 6000123397 Loan Paid in Full 0 6.900% 360 11 Group 1 6000123673 Loan Paid in Full 0 7.200% 360 11 Group 1 6000123674 Loan Paid in Full (1) 9.450% 360 11 Group 1 6000123942 Loan Paid in Full 0 7.200% 360 11 Group 1 6000124302 Loan Paid in Full 0 6.450% 360 11 Group 1 6000124575 Loan Paid in Full 0 7.450% 360 11 Group 1 6000124589 Loan Paid in Full (1) 7.600% 360 11 Group 1 6000124782 Loan Paid in Full (1) 7.550% 360 11 Group 1 6000125267 Loan Paid in Full 0 7.850% 360 11 Group 1 6000127140 Loan Paid in Full (1) 6.050% 360 11 Group 1 7000118021 Loan Paid in Full (1) 5.900% 360 13 Group 1 7000118322 Loan Paid in Full 8 7.850% 360 13 Group 1 7000118521 Loan Paid in Full (1) 7.550% 360 12 Group 1 7000119121 Loan Paid in Full 0 5.700% 360 12 Group 1 7000119282 Loan Paid in Full 0 7.750% 360 11 Group 1 7000119404 Loan Paid in Full 0 7.750% 360 12 Group 1 7000119666 Loan Paid in Full (1) 6.875% 360 12 Group 1 7000120171 Loan Paid in Full (1) 5.800% 360 12 Group 1 7000120430 Loan Paid in Full (1) 6.900% 360 12 Group 1 7000120515 Loan Paid in Full (1) 8.250% 360 12 Group 1 7000120894 Loan Paid in Full 0 5.350% 360 11 Group 1 7000121357 Loan Paid in Full (1) 7.300% 360 12 Group 1 7000122027 Loan Paid in Full 0 9.300% 360 12 Group 1 7000122242 Loan Paid in Full 0 7.650% 360 11 Group 1 7000122805 Loan Paid in Full (1) 8.200% 360 11 Group 1 7000123013 Loan Paid in Full 0 7.700% 360 11 Group 1 7000123200 Loan Paid in Full (1) 5.700% 360 11 Group 1 7000123865 Loan Paid in Full (1) 8.050% 360 11 Group 1 7000123910 Loan Paid in Full 0 6.875% 360 11 Group 1 7000124361 Loan Paid in Full 0 5.700% 360 11 Group 1 7000124457 Loan Paid in Full (1) 7.400% 360 11 Group 1 7000125633 Loan Paid in Full 0 6.990% 360 11 Group 1 8000020163 Loan Paid in Full 0 7.150% 360 12 Group 1 8000022250 Loan Paid in Full 0 7.950% 360 13 Group 1 8000022622 Loan Paid in Full 0 10.700% 360 11 Group 1 8000023099 Loan Paid in Full (1) 6.250% 360 12 Group 1 8000023845 Loan Paid in Full 0 7.450% 360 12 Group 1 8000024000 Loan Paid in Full (1) 11.500% 360 11 Group 1 8000024053 Loan Paid in Full (1) 5.500% 360 12 Group 1 8000024358 Loan Paid in Full 0 8.100% 360 12 Group 1 8000024609 Loan Paid in Full (1) 8.900% 360 11 Group 1 8000024709 Loan Paid in Full (1) 7.050% 360 12 Group 1 8000024721 Loan Paid in Full 0 7.650% 360 12 Group 1 8000025195 Loan Paid in Full 0 7.050% 360 11 Group 1 8000025945 Loan Paid in Full (1) 5.990% 360 11 Group 1 8000026033 Loan Paid in Full 0 7.200% 360 12 Group 1 8000026130 Loan Paid in Full (1) 8.700% 360 11 Group 1 8000026143 Loan Paid in Full (1) 7.050% 360 12 Group 1 8000026254 Loan Paid in Full 0 7.000% 360 12 Group 1 8000026294 Loan Paid in Full (1) 7.750% 360 11 Group 1 8000026469 Loan Paid in Full 0 6.350% 360 12 Group 1 8000026986 Loan Paid in Full (1) 6.050% 360 11 Group 1 8000027324 Loan Paid in Full 0 6.450% 360 11 Group 1 8000029117 Loan Paid in Full 3 7.950% 360 11 Group 2 0000001363 Loan Paid in Full 0 8.625% 180 12 Group 2 0000001681 Loan Paid in Full 0 10.250% 180 11 Group 2 0000001844 Loan Paid in Full 0 8.490% 180 12 Group 2 0003252294 Loan Paid in Full 0 9.500% 180 11 Group 2 0003252298 Loan Paid in Full (1) 11.250% 360 11 Group 2 0003252341 Loan Paid in Full (1) 9.625% 360 11 Group 2 0003252366 Loan Paid in Full (1) 10.990% 360 11 Group 2 0003550507 Loan Paid in Full 0 9.625% 360 11 Group 2 0003700638 Loan Paid in Full 0 11.250% 360 11 Group 2 0004100131 Loan Paid in Full (1) 10.125% 180 12 Group 2 0004100469 Loan Paid in Full (1) 8.750% 180 12 Group 2 0004100505 Loan Paid in Full (1) 11.000% 180 12 Group 2 0004101301 Loan Paid in Full (1) 10.700% 180 11 Group 2 0004112229 Loan Paid in Full (1) 11.500% 360 13 Group 2 0004452692 Loan Paid in Full 0 11.750% 360 11 Group 2 0004600850 Loan Paid in Full (1) 10.750% 180 11 Group 2 0004601595 Loan Paid in Full 0 10.750% 360 11 Group 2 0004701527 Loan Paid in Full 0 9.990% 360 11 Group 2 1000194558 Loan Paid in Full 0 9.990% 360 13 Group 2 1000194923 Loan Paid in Full (1) 11.875% 240 13 Group 2 1000195840 Loan Paid in Full 5 11.990% 360 13 Group 2 1000198698 Loan Paid in Full (1) 8.100% 360 12 Group 2 1000200688 Loan Paid in Full 0 10.000% 360 12 Group 2 1000200774 Loan Paid in Full 0 6.250% 360 12 Group 2 1000201427 Loan Paid in Full 0 9.750% 360 11 Group 2 1000201532 Loan Paid in Full (1) 6.990% 360 12 Group 2 1000201905 Loan Paid in Full 0 11.650% 360 12 Group 2 1000202834 Loan Paid in Full (1) 12.500% 60 12 Group 2 1000203108 Loan Paid in Full (1) 6.500% 360 12 Group 2 1000203158 Loan Paid in Full 0 10.990% 360 12 Group 2 1000203205 Loan Paid in Full 0 10.990% 360 12 Group 2 1000203234 Loan Paid in Full (1) 7.900% 360 12 Group 2 1000203442 Loan Paid in Full (1) 6.375% 360 12 Group 2 1000203447 Loan Paid in Full (1) 11.525% 240 12 Group 2 1000203468 Loan Paid in Full 0 10.500% 360 12 Group 2 1000204049 Loan Paid in Full (1) 11.500% 240 12 Group 2 1000204205 Loan Paid in Full 6 10.625% 360 12 Group 2 1000204312 Loan Paid in Full (1) 11.750% 120 12 Group 2 1000204562 Loan Paid in Full (1) 6.250% 360 12 Group 2 1000204666 Loan Paid in Full 0 11.750% 360 11 Group 2 1000206725 Loan Paid in Full 0 11.500% 120 11 Group 2 1000206936 Loan Paid in Full (1) 10.990% 360 11 Group 2 1000207360 Loan Paid in Full 0 11.990% 180 11 Group 2 1000207375 Loan Paid in Full (1) 10.500% 240 11 Group 2 1000207607 Loan Paid in Full 0 11.500% 120 11 Group 2 1000207686 Loan Paid in Full 0 11.990% 360 11 Group 2 1000207886 Loan Paid in Full (1) 9.500% 360 11 Group 2 1000208611 Loan Paid in Full (1) 11.625% 360 11 Group 2 1000210648 Loan Paid in Full (1) 11.990% 60 11 Group 2 4303003746 Loan Paid in Full 0 10.125% 240 19 Group 2 4303003940 Loan Paid in Full 0 8.750% 180 16 Group 2 4303004227 Loan Paid in Full (1) 9.750% 360 18 Group 2 4303004644 Loan Paid in Full (1) 10.000% 360 17 Group 2 4303005809 Loan Paid in Full (1) 8.625% 180 17 Group 2 4303006546 Loan Paid in Full (1) 10.990% 180 16 Group 2 4303007678 Loan Paid in Full 0 10.500% 360 14 Group 2 4303007687 Loan Paid in Full 0 9.500% 360 14 Group 2 4303007690 Loan Paid in Full (1) 8.500% 360 14 Group 2 5000115833 Loan Paid in Full 0 10.625% 240 13 Group 2 5000116827 Loan Paid in Full 0 11.750% 360 12 Group 2 5000117228 Loan Paid in Full (1) 8.990% 360 13 Group 2 5000123252 Loan Paid in Full (1) 10.625% 360 11 Group 2 5000123761 Loan Paid in Full 0 11.990% 240 11 Group 2 5000124134 Loan Paid in Full (1) 12.250% 120 11 Group 2 5000124369 Loan Paid in Full (1) 11.000% 240 11 Group 2 6000115609 Loan Paid in Full (1) 7.700% 360 12 Group 2 6000118369 Loan Paid in Full 0 12.500% 120 12 Group 2 6000118482 Loan Paid in Full (1) 11.125% 360 12 Group 2 6000118762 Loan Paid in Full 0 12.150% 360 12 Group 2 6000119091 Loan Paid in Full 0 8.750% 360 12 Group 2 6000119304 Loan Paid in Full 0 12.500% 120 12 Group 2 6000120175 Loan Paid in Full 0 11.650% 360 12 Group 2 6000121154 Loan Paid in Full 0 11.000% 120 12 Group 2 6000121364 Loan Paid in Full 0 9.475% 120 12 Group 2 6000121702 Loan Paid in Full (1) 9.500% 360 11 Group 2 6000123245 Loan Paid in Full 0 12.525% 360 11 Group 2 6000123248 Loan Paid in Full 0 12.250% 120 12 Group 2 6000123773 Loan Paid in Full (1) 6.850% 360 11 Group 2 6000123934 Loan Paid in Full (1) 12.500% 120 11 Group 2 6000124048 Loan Paid in Full 0 11.000% 180 11 Group 2 6000124313 Loan Paid in Full 0 11.000% 360 11 Group 2 6000124683 Loan Paid in Full 0 10.625% 120 11 Group 2 6000127194 Loan Paid in Full (1) 9.475% 180 11 Group 2 6000127930 Loan Paid in Full (1) 10.125% 360 11 Group 2 7000119776 Loan Paid in Full 0 11.275% 360 12 Group 2 7000120188 Loan Paid in Full (1) 9.000% 360 12 Group 2 7000120852 Loan Paid in Full 0 9.990% 360 12 Group 2 7000121019 Loan Paid in Full (1) 10.990% 360 12 Group 2 7000121509 Loan Paid in Full (3) 12.525% 360 12 Group 2 7000122273 Loan Paid in Full 0 6.900% 360 12 Group 2 7000122288 Loan Paid in Full 0 11.500% 180 11 Group 2 7000122326 Loan Paid in Full 0 10.125% 360 12 Group 2 7000122893 Loan Paid in Full (1) 11.125% 360 12 Group 2 7000123107 Loan Paid in Full 0 11.990% 120 11 Group 2 7000123281 Loan Paid in Full (1) 8.000% 360 11 Group 2 7000124412 Loan Paid in Full 0 11.400% 360 11 Group 2 7000124413 Loan Paid in Full 0 8.990% 360 11 Group 2 7000124468 Loan Paid in Full (1) 10.625% 360 11 Group 2 7000124934 Loan Paid in Full (1) 12.250% 120 11 Group 2 8000020271 Loan Paid in Full 0 11.990% 180 12 Group 2 8000023707 Loan Paid in Full (1) 11.900% 360 13 Group 2 8000023905 Loan Paid in Full 0 9.450% 360 12 Group 2 8000026056 Loan Paid in Full 0 10.875% 360 12 Group 2 8000026790 Loan Paid in Full 0 11.400% 360 11 Group 2 8000026957 Loan Paid in Full (1) 6.250% 360 11 Group 2 8000028002 Loan Paid in Full 0 7.900% 360 11 Group 2 8000028022 Loan Paid in Full 0 7.500% 360 11 Group 2 8000028037 Loan Paid in Full 0 10.375% 360 11 Group 3 0000001257 Loan Paid in Full 0 7.000% 360 12 Group 3 0003367816 Loan Paid in Full 0 6.875% 360 11 Group 3 0003859799 Loan Paid in Full (1) 7.250% 360 11 Group 3 0004100668 Loan Paid in Full (1) 7.125% 360 11 Group 3 0004110516 Loan Paid in Full 0 7.850% 360 11 Group 3 0004111205 Loan Paid in Full 0 5.125% 360 11 Group 3 1000196644 Loan Paid in Full (1) 6.850% 360 12 Group 3 1000203276 Loan Paid in Full (1) 7.300% 360 11 Group 3 1000207294 Loan Paid in Full 0 6.850% 360 11 Group 3 2000016794 Loan Paid in Full (1) 6.640% 360 10 Group 3 5000113184 Liquidation 6 9.300% 360 12 Group 3 7000113015 Loan Paid in Full 0 6.850% 360 15 Group 3 7000118151 Loan Paid in Full (1) 6.950% 360 13 Group 3 7000118561 Loan Paid in Full 0 5.400% 360 13 Group 3 7000119699 Loan Paid in Full (1) 6.250% 360 12 Group 3 7000120345 Loan Paid in Full (1) 7.990% 360 12 Group 3 7000121508 Loan Paid in Full 0 5.550% 360 12 Group 3 7000121641 Loan Paid in Full (1) 6.550% 360 11 Group 3 7000121862 Loan Paid in Full (1) 6.800% 360 12 Group 3 7000122400 Loan Paid in Full (1) 5.990% 360 11 Group 3 7000124014 Loan Paid in Full (1) 6.490% 360 11 Group 3 8000017638 Loan Paid in Full (1) 5.990% 360 13 Group 3 8000023829 Loan Paid in Full 0 5.700% 360 12 Group 3 8000026105 Loan Paid in Full 0 7.750% 360 11 Group 4 0000000966 Loan Paid in Full 0 8.875% 180 13 Group 4 0000000998 Loan Paid in Full 0 8.125% 180 13 Group 4 0000001299 Loan Paid in Full 0 10.750% 180 12 Group 4 0003859800 Loan Paid in Full 0 10.500% 180 11 Group 4 0004111206 Loan Paid in Full 0 8.750% 180 11 Group 4 1000197031 Loan Paid in Full (1) 9.500% 360 12 Group 4 1000201118 Loan Paid in Full 0 11.625% 360 12 Group 4 1000202392 Loan Paid in Full 0 9.990% 360 12 Group 4 1000203166 Loan Paid in Full (1) 6.250% 360 12 Group 4 6000115700 Loan Paid in Full 0 12.250% 180 12 Group 4 7000118579 Loan Paid in Full 0 9.500% 360 13 Group 4 7000119004 Loan Paid in Full (1) 11.125% 360 13 Group 4 7000121895 Loan Paid in Full (1) 9.990% 360 12 Group 4 7000124126 Loan Paid in Full (1) 10.990% 180 11 Group 4 8000024556 Loan Paid in Full 0 6.990% 360 12 Group 4 8000026176 Loan Paid in Full (1) 12.250% 180 12 Prepayment - Voluntary Prepayments Summary SMM CPR PSA <s> <c> <s> <c> <s> <c> Current Month 5.151% Current Month 46.985% Current Month 2,019.869% 3 Month Average 4.696% 3 Month Average 43.768% 3 Month Average 2,057.909% 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. <s> <c> <c> <s> <c> <c> Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 4.556% N/A Feb-2005 1,352.692% N/A Mar-2005 13.548% N/A Mar-2005 2,531.312% N/A Apr-2005 16.778% N/A Apr-2005 2,285.517% N/A May-2005 22.318% N/A May-2005 2,393.499% N/A Jun-2005 30.270% N/A Jun-2005 2,675.148% N/A Jul-2005 31.037% N/A Jul-2005 2,333.148% N/A Aug-2005 35.922% N/A Aug-2005 2,347.134% N/A Sep-2005 41.544% N/A Sep-2005 2,401.507% N/A Oct-2005 39.249% N/A Oct-2005 2,035.416% N/A Nov-2005 45.072% N/A Nov-2005 2,118.442% N/A Dec-2005 46.985% N/A Dec-2005 2,019.869% 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 1 SMM CPR PSA <s> <c> <s> <c> <s> <c> Current Month 5.655% Current Month 50.266% Current Month 2,167.244% 3 Month Average 4.901% 3 Month Average 45.093% 3 Month Average 2,121.489% 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. <s> <c> <c> <s> <c> <c> Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 4.752% N/A Feb-2005 1,456.676% N/A Mar-2005 13.648% N/A Mar-2005 2,597.209% N/A Apr-2005 19.164% N/A Apr-2005 2,642.095% N/A May-2005 21.402% N/A May-2005 2,316.028% N/A Jun-2005 30.216% N/A Jun-2005 2,690.531% N/A Jul-2005 34.124% N/A Jul-2005 2,580.451% N/A Aug-2005 36.388% N/A Aug-2005 2,389.271% N/A Sep-2005 42.676% N/A Sep-2005 2,476.927% N/A Oct-2005 38.621% N/A Oct-2005 2,009.711% N/A Nov-2005 46.392% N/A Nov-2005 2,187.514% N/A Dec-2005 50.266% N/A Dec-2005 2,167.244% 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 2 SMM CPR PSA <s> <c> <s> <c> <s> <c> Current Month 4.332% Current Month 41.226% Current Month 1,709.799% 3 Month Average 4.473% 3 Month Average 42.208% 3 Month Average 1,916.696% 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. <s> <c> <c> <s> <c> <c> Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 3.612% N/A Feb-2005 814.145% N/A Mar-2005 14.313% N/A Mar-2005 2,249.856% N/A Apr-2005 13.319% N/A Apr-2005 1,606.582% N/A May-2005 15.516% N/A May-2005 1,511.489% N/A Jun-2005 22.974% N/A Jun-2005 1,876.590% N/A Jul-2005 28.048% N/A Jul-2005 1,977.824% N/A Aug-2005 28.434% N/A Aug-2005 1,755.769% N/A Sep-2005 45.071% N/A Sep-2005 2,482.620% N/A Oct-2005 39.940% N/A Oct-2005 1,984.664% N/A Nov-2005 45.458% N/A Nov-2005 2,055.625% N/A Dec-2005 41.226% N/A Dec-2005 1,709.799% 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 3 SMM CPR PSA <s> <c> <s> <c> <s> <c> Current Month 4.317% Current Month 41.112% Current Month 1,794.957% 3 Month Average 4.297% 3 Month Average 40.967% 3 Month Average 1,970.089% 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. <s> <c> <c> <s> <c> <c> Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 4.379% N/A Feb-2005 1,450.779% N/A Mar-2005 13.955% N/A Mar-2005 2,784.229% N/A Apr-2005 13.863% N/A Apr-2005 1,979.972% N/A May-2005 27.811% N/A May-2005 3,098.943% N/A Jun-2005 36.247% N/A Jun-2005 3,304.073% N/A Jul-2005 24.406% N/A Jul-2005 1,882.688% N/A Aug-2005 39.723% N/A Aug-2005 2,658.209% N/A Sep-2005 38.306% N/A Sep-2005 2,260.959% N/A Oct-2005 40.979% N/A Oct-2005 2,165.251% N/A Nov-2005 40.811% N/A Nov-2005 1,950.060% N/A Dec-2005 41.112% N/A Dec-2005 1,794.957% 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 4 SMM CPR PSA <s> <c> <s> <c> <s> <c> Current Month 4.176% Current Month 40.060% Current Month 1,708.753% 3 Month Average 4.255% 3 Month Average 40.604% 3 Month Average 1,899.224% 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. <s> <c> <c> <s> <c> <c> Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 5.371% N/A Feb-2005 1,525.828% N/A Mar-2005 6.685% N/A Mar-2005 1,215.109% N/A Apr-2005 1.887% N/A Apr-2005 251.070% N/A May-2005 27.900% N/A May-2005 2,941.144% N/A Jun-2005 19.675% N/A Jun-2005 1,714.484% N/A Jul-2005 22.174% N/A Jul-2005 1,644.137% N/A Aug-2005 30.705% N/A Aug-2005 1,983.976% N/A Sep-2005 25.919% N/A Sep-2005 1,481.010% N/A Oct-2005 37.733% N/A Oct-2005 1,938.668% N/A Nov-2005 44.018% N/A Nov-2005 2,050.252% N/A Dec-2005 40.060% N/A Dec-2005 1,708.753% 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. <FN> 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)) </FN> Modifications Loan Beginning Current Prior Modified Prior Modified Number Balance Balance Rate Rate Payment Payment <s> <c> <c> <c> <c> <c> <c> No Modifications this Period Substitutions Loans Repurchased Loans Substituted Loan Current Current Current Loan Current Current Current Number Balance Rate Payment Number Balance Rate Payment <s> <c> <c> <c> <c> <c> <c> <c> No Substitutions this Period Repurchases Loan Current Current Current Number Balance Rate Payment <s> <c> <c> <c> No Repurchases this Period