8-K 1 pps05wh1_10507.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington D. C. 20549 FORM 8-K CURRENT REPORT Pursuant to Section 13 or 15(d) of The Securities Exchange Act of 1934 Date of Report (Date of earliest event reported): July 25, 2005 PARK PLACE SECURITIES, INC. Asset Backed Pass-Through Certificates, Series 2005-WH1 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-121784-02 54-2169388 Pooling and Servicing Agreement) (Commission 54-2169389 (State or other File Number) 54-2169390 jurisdiction 54-2169391 of Incorporation) 54-2169392 IRS EIN c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Road Columbia, MD 21045 (Address of principal executive offices) (Zip Code) Registrant's telephone number, including area code: (410) 884-2000 (Former name or former address, if changed since last report) Check the appropriate box below if the Form 8-K filing is intended to simultaneously satisfy the filing obligation of the registrant under any of the following provisions (see General Instruction A.2. below): [ ] Written communications pursuant to Rule 425 under the Securities Act (17 CFR 230.425) [ ] Soliciting material pursuant to Rule 14a-12 under the Exchange Act (17 CFR 240.14a-12) [ ] Pre-commencement communications pursuant to Rule 14d-2(b) under the Exchange Act(17 CFR 240.14d-2(b)) [ ] Pre-commencement communications pursuant to Rule 13e-4(c) under the Exchange Act(17 CFR 240.13e-4(c)) ITEM 8.01 Other Events On July 25, 2005 a distribution was made to holders of PARK PLACE SECURITIES, INC., Asset Backed Pass-Through Certificates, Series 2005-WH1 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-WH1 Trust, relating to the July 25, 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. PARK PLACE SECURITIES, INC. Asset Backed Pass-Through Certificates, Series 2005-WH1 Trust (Registrant) By: Wells Fargo Bank, N.A. as Trustee By: /s/ Beth Belfield as Officer By: Beth Belfield as Officer Date: 7/28/2005 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Asset Backed Pass-Through Certificates, Series 2005-WH1 Trust, relating to the July 25, 2005 distribution. EX-99.1

Park Place Securities, Inc Asset Backed Pass-Through Certificates Record Date: 56/3130/2005 Distribution Date: 67/2725/2005 Park Place Securities, Inc Asset Backed Pass-Through Certificates Series 2005-WHQ1 Contact: Customer Service - CTSLink Wells Fargo Bank, N.A. Securities Administration Services 7485 New Horizon Way Frederick, MD 21703 www.ctslink.com Telephone: (301) 815-6600 Fax: (301) 815-6660 Certificateholder Distribution Summary Certificate Certificate Beginning Class Pass-Through Certificate Interest Class CUSIP Description Rate Balance Distribution A1A 70069FGK7 SEN 3.~~40000~~62438% ~~472~~457,~~487~~418,~~874~~212.8780 1,~~472~~289,~~587~~444.2166 A1B 70069FFV4 SEN 3.~~37000~~59438% ~~118~~114,~~121~~354,~~968~~553.7220 ~~364~~319,~~898~~692.4589 A2A 70069FGL5 SEN 3.~~36000~~58438% ~~324~~315,~~698~~956,~~854~~318.9088 1880,~~000,072~~839.4717 A2B 70069FGM3 SEN 3.~~41000~~63438% 8178,~~174~~988,~~236~~615.4933 ~~253~~223,~~737~~280.1328 A3A 70069FFW2 SEN 3.~~20000~~42438% ~~172~~154,~~910~~232,~~976~~897.2221 ~~507~~410,~~205~~784.5393 A3B 70069FFX0 SEN 3.~~32000~~54438% 223,863,000.00 ~~681~~617,~~289~~132.7309 A3C 70069FFY8 SEN 3.~~45000~~67438% 44,684,000.00 ~~141~~127,~~313~~700.1522 A3D 70069FFZ5 SEN 3.~~41000~~63438% 4946,~~051~~975,~~093~~742.6071 ~~153~~132,~~325~~788.5421 M1 70069FGA9 MEZ 3.~~53000~~75438% 30,000,000.00 9787,~~075~~602.0020 M2 70069FGB7 MEZ 3.~~59000~~81438% 94,000,000.00 ~~309~~278,~~338~~873.3356 M3 70069FGC5 MEZ 3.~~64000~~86438% 32,000,000.00 ~~106~~96,~~773~~180.3312 M4 70069FGD3 MEZ 34.~~81000~~03438% 42,000,000.00 ~~146~~131,~~685~~789.0075 M5 70069FGE1 MEZ 34.~~84000~~06438% 34,000,000.00 ~~119~~107,~~680~~480.0027 M6 70069FGF8 MEZ 34.~~87000~~09438% 22,000,000.00 7870,~~045~~059.0039 M7 70069FGG6 MEZ 4.~~34000~~56438% 31,000,000.00 ~~123~~110,~~328~~052.3327 M8 70069FGH4 MEZ 4.~~44000~~66438% 16,000,000.00 6558,~~120~~045.0062 M9 70069FGJ0 MEZ 5.~~29000~~51438% 25,000,000.00 ~~121~~107,~~229~~224.1706 M10 70069FGN1 MEZ 5.~~59000~~81438% 27,000,000.00 ~~138~~122,~~352~~101.5098 M11 70069FGP6 MEZ 5.~~59000~~81438% 23,000,000.00 ~~117~~104,~~855~~012.8380 CE 70069FGQ4 SUB 0.00000% 48,000,009.11 4,~~082~~815,~~949~~229.7414 P 70069FGR2 SEN 0.00000% 100.00 ~~691~~966,~~480~~522.4108 R 70069FGS0 SEN 0.00000% 0.00 0.00 RX 70069FGT8 SUB 0.00000% 0.00 0.00 Totals 1,~~910~~860,~~992~~473,~~113~~449.9124 1011,~~772~~056,~~341~~835.8569

Certificateholder Distribution Summary (continued) Current Ending Cumulative Principal Realized Certificate Total Realized Class Distribution Loss Balance Distribution Losses A1A 1518,~~069~~203,~~662~~827.0765 0.00 ~~457~~439,~~418~~214,~~212~~385.8015 1619,~~542~~493,~~249~~272.2831 0.00 A1B 34,~~767~~550,~~415~~956.5291 0.00 ~~114~~109,~~354~~803,~~553~~596.2029 4,~~132~~870,~~313~~649.9780 0.00 A2A 89,~~742~~277,~~536~~490.0277 0.00 ~~315~~306,~~956~~678,~~318~~828.8811 910,~~742~~158,~~608~~329.4994 0.00 A2B 2,~~185~~319,~~621~~359.1606 0.00 7876,~~988~~669,~~615~~256.3328 2,~~439~~542,~~358~~639.2934 0.00 A3A 1821,~~678~~137,~~079~~011.0114 0.00 ~~154~~133,~~232~~095,~~897~~886.2107 1921,~~185~~547,~~284~~796.5407 0.00 A3B 0.00 0.00 223,863,000.00 ~~681~~617,~~289~~132.7309 0.00 A3C 0.00 0.00 44,684,000.00 ~~141~~127,~~313~~700.1522 0.00 A3D 2,~~075~~348,~~350~~566.8872 0.00 4644,~~975~~627,~~742~~175.7199 2,~~228~~481,~~676~~354.4293 0.00 M1 0.00 0.00 30,000,000.00 9787,~~075~~602.0020 0.00 M2 0.00 0.00 94,000,000.00 ~~309~~278,~~338~~873.3356 0.00 M3 0.00 0.00 32,000,000.00 ~~106~~96,~~773~~180.3312 0.00 M4 0.00 0.00 42,000,000.00 ~~146~~131,~~685~~789.0075 0.00 M5 0.00 0.00 34,000,000.00 ~~119~~107,~~680~~480.0027 0.00 M6 0.00 0.00 22,000,000.00 7870,~~045~~059.0039 0.00 M7 0.00 0.00 31,000,000.00 ~~123~~110,~~328~~052.3327 0.00 M8 0.00 0.00 16,000,000.00 6558,~~120~~045.0062 0.00 M9 0.00 0.00 25,000,000.00 ~~121~~107,~~229~~224.1706 0.00 M10 0.00 0.00 27,000,000.00 ~~138~~122,~~352~~101.5098 0.00 M11 0.00 0.00 23,000,000.00 ~~117~~104,~~855~~012.8380 0.00 CE 0.00 0.00 48,000,009.11 4,~~082~~815,~~949~~229.7414 0.00 P 0.00 0.00 100.00 ~~691~~966,~~480~~522.4108 0.00 R 0.00 0.00 0.00 0.00 0.00 RX 0.00 0.00 0.00 0.00 0.00 Totals 5057,~~518~~837,~~664~~212.6625 0.00 1,~~860~~802,~~473~~636,~~449~~237.2400 6168,~~291~~894,~~006~~047.5194 0.00 All distributions required by the Pooling and Servicing Agreement have been calculated by the Certificate Administrator on behalf of the Trustee.

Principal Distribution Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Realized Class Amount Balance Distribution Distribution Accretion Loss (1) A1A 500,064,000.00 ~~472~~457,~~487~~418,~~874~~212.8780 0.00 1518,~~069~~203,~~662~~827.0765 0.00 0.00 A1B 125,016,000.00 ~~118~~114,~~121~~354,~~968~~553.7220 0.00 34,~~767~~550,~~415~~956.5291 0.00 0.00 A2A 340,186,000.00 ~~324~~315,~~698~~956,~~854~~318.9088 0.00 89,~~742~~277,~~536~~490.0277 0.00 0.00 A2B 85,046,000.00 8178,~~174~~988,~~236~~615.4933 0.00 2,~~185~~319,~~621~~359.1606 0.00 0.00 A3A 204,572,000.00 ~~172~~154,~~910~~232,~~976~~897.2221 0.00 1821,~~678~~137,~~079~~011.0114 0.00 0.00 A3B 223,863,000.00 223,863,000.00 0.00 0.00 0.00 0.00 A3C 44,684,000.00 44,684,000.00 0.00 0.00 0.00 0.00 A3D 52,569,000.00 4946,~~051~~975,~~093~~742.6071 0.00 2,~~075~~348,~~350~~566.8872 0.00 0.00 M1 30,000,000.00 30,000,000.00 0.00 0.00 0.00 0.00 M2 94,000,000.00 94,000,000.00 0.00 0.00 0.00 0.00 M3 32,000,000.00 32,000,000.00 0.00 0.00 0.00 0.00 M4 42,000,000.00 42,000,000.00 0.00 0.00 0.00 0.00 M5 34,000,000.00 34,000,000.00 0.00 0.00 0.00 0.00 M6 22,000,000.00 22,000,000.00 0.00 0.00 0.00 0.00 M7 31,000,000.00 31,000,000.00 0.00 0.00 0.00 0.00 M8 16,000,000.00 16,000,000.00 0.00 0.00 0.00 0.00 M9 25,000,000.00 25,000,000.00 0.00 0.00 0.00 0.00 M10 27,000,000.00 27,000,000.00 0.00 0.00 0.00 0.00 M11 23,000,000.00 23,000,000.00 0.00 0.00 0.00 0.00 CE 48,000,279.44 48,000,009.11 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 RX 0.00 0.00 0.00 0.00 0.00 0.00 Totals 2,000,000,379.44 1,~~910~~860,~~992~~473,~~113~~449.9124 0.00 5057,~~518~~837,~~664~~212.6625 0.00 0.00 (1) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.

Principal Distribution Statement (continued) Total Ending Ending Total Principal Certificate Certificate Principal Class Reduction Balance Percentage Distribution A1A 1518,~~069~~203,~~662~~827.0765 ~~457~~439,~~418~~214,~~212~~385.8015 0.~~91471934~~87831635 1518,~~069~~203,~~662~~827.0765 A1B 34,~~767~~550,~~415~~956.5291 ~~114~~109,~~354~~803,~~553~~596.2029 0.~~91471934~~87831635 34,~~767~~550,~~415~~956.5291 A2A 89,~~742~~277,~~536~~490.0277 ~~315~~306,~~956~~678,~~318~~828.8811 0.~~92877520~~90150338 89,~~742~~277,~~536~~490.0277 A2B 2,~~185~~319,~~621~~359.1606 7876,~~988~~669,~~615~~256.3328 0.~~92877520~~90150338 2,~~185~~319,~~621~~359.1606 A3A 1821,~~678~~137,~~079~~011.0114 ~~154~~133,~~232~~095,~~897~~886.2107 0.~~75392965~~65060656 1821,~~678~~137,~~079~~011.0114 A3B 0.00 223,863,000.00 1.00000000 0.00 A3C 0.00 44,684,000.00 1.00000000 0.00 A3D 2,~~075~~348,~~350~~566.8872 4644,~~975~~627,~~742~~175.7199 0.~~89360160~~84892572 2,~~075~~348,~~350~~566.8872 M1 0.00 30,000,000.00 1.00000000 0.00 M2 0.00 94,000,000.00 1.00000000 0.00 M3 0.00 32,000,000.00 1.00000000 0.00 M4 0.00 42,000,000.00 1.00000000 0.00 M5 0.00 34,000,000.00 1.00000000 0.00 M6 0.00 22,000,000.00 1.00000000 0.00 M7 0.00 31,000,000.00 1.00000000 0.00 M8 0.00 16,000,000.00 1.00000000 0.00 M9 0.00 25,000,000.00 1.00000000 0.00 M10 0.00 27,000,000.00 1.00000000 0.00 M11 0.00 23,000,000.00 1.00000000 0.00 CE 0.00 48,000,009.11 0.99999437 0.00 P 0.00 100.00 1.00000000 0.00 R 0.00 0.00 0.00000000 0.00 RX 0.00 0.00 0.00000000 0.00 Totals 5057,~~518~~837,~~664~~212.6625 1,~~860~~802,~~473~~636,~~449~~237.2400 0.~~93023655~~90131795 5057,~~518~~837,~~664~~212.6625

Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion A1A 500,064,000.00 ~~944~~914.~~85480832~~71934152 0.00000000 3036.~~13546680~~40299572 0.00000000 A1B 125,016,000.00 ~~944~~914.~~85480834~~71934152 0.00000000 3036.~~13546682~~40299570 0.00000000 A2A 340,186,000.00 ~~954~~928.~~47447837~~77519616 0.00000000 2527.~~69928222~~27181827 0.00000000 A2B 85,046,000.00 ~~954~~928.~~47447840~~77519613 0.00000000 2527.~~69928227~~27181831 0.00000000 A3A 204,572,000.00 ~~845~~753.~~23285797~~92965416 0.00000000 91103.~~30320381~~32308987 0.00000000 A3B 223,863,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A3C 44,684,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A3D 52,569,000.00 ~~933~~893.~~08021077~~60160380 0.00000000 3944.~~47860678~~67588731 0.00000000 M1 30,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M2 94,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M3 32,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M4 42,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M5 34,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M6 22,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M7 31,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M8 16,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M9 25,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M10 27,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M11 23,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 CE 48,000,279.44 999.99436816 0.00000000 0.00000000 0.00000000 P 100.00 1000.00000000 0.00000000 0.00000000 0.00000000 R 0.00 0.00000000 0.00000000 0.00000000 0.00000000 RX 0.00 0.00000000 0.00000000 0.00000000 0.00000000

Principal Distribution Factors Statement (continued) Total Ending Ending Total Realized Principal Certificate Certificate Principal Class Loss (3) Reduction Balance Percentage Distribution A1A 0.00000000 3036.~~13546680~~40299572 ~~914~~878.~~71934152~~31634581 0.~~91471934~~87831635 3036.~~13546680~~40299572 A1B 0.00000000 3036.~~13546682~~40299570 ~~914~~878.~~71934152~~31634583 0.~~91471934~~87831635 3036.~~13546682~~40299570 A2A 0.00000000 2527.~~69928222~~27181827 ~~928~~901.~~77519616~~50337789 0.~~92877520~~90150338 2527.~~69928222~~27181827 A2B 0.00000000 2527.~~69928227~~27181831 ~~928~~901.~~77519613~~50337794 0.~~92877520~~90150338 2527.~~69928227~~27181831 A3A 0.00000000 91103.~~30320381~~32308987 ~~753~~650.~~92965416~~60656429 0.~~75392965~~65060656 91103.~~30320381~~32308987 A3B 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 A3C 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 A3D 0.00000000 3944.~~47860678~~67588731 ~~893~~848.~~60160380~~92571649 0.~~89360160~~84892572 3944.~~47860678~~67588731 M1 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M2 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M3 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M4 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M5 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M6 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M7 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M8 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M9 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M10 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M11 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 CE 0.00000000 0.00000000 999.99436816 0.99999437 0.00000000 P 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 RX 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 (3) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.

Interest Distribution Statement Beginning Payment of Original Current Certificate/ Current Unpaid Current Face Certificate Notional Accrued Interest Interest Class Amount Rate Balance Interest Shortfall Shortfall A1A 500,064,000.00 3.~~40000~~62438% ~~472~~457,~~487~~418,~~874~~212.8780 1,~~472~~289,~~587~~444.2166 0.00 0.00 A1B 125,016,000.00 3.~~37000~~59438% ~~118~~114,~~121~~354,~~968~~553.7220 ~~364~~319,~~898~~692.4589 0.00 0.00 A2A 340,186,000.00 3.~~36000~~58438% ~~324~~315,~~698~~956,~~854~~318.9088 1880,~~000,072~~839.4717 0.00 0.00 A2B 85,046,000.00 3.~~41000~~63438% 8178,~~174~~988,~~236~~615.4933 ~~253~~223,~~737~~280.1328 0.00 0.00 A3A 204,572,000.00 3.~~20000~~42438% ~~172~~154,~~910~~232,~~976~~897.2221 ~~507~~410,~~205~~784.5393 0.00 0.00 A3B 223,863,000.00 3.~~32000~~54438% 223,863,000.00 ~~681~~617,~~289~~132.7309 0.00 0.00 A3C 44,684,000.00 3.~~45000~~67438% 44,684,000.00 ~~141~~127,~~313~~700.1522 0.00 0.00 A3D 52,569,000.00 3.~~41000~~63438% 4946,~~051~~975,~~093~~742.6071 ~~153~~132,~~325~~788.5421 0.00 0.00 M1 30,000,000.00 3.~~53000~~75438% 30,000,000.00 9787,~~075~~602.0020 0.00 0.00 M2 94,000,000.00 3.~~59000~~81438% 94,000,000.00 ~~309~~278,~~338~~873.3356 0.00 0.00 M3 32,000,000.00 3.~~64000~~86438% 32,000,000.00 ~~106~~96,~~773~~180.3312 0.00 0.00 M4 42,000,000.00 34.~~81000~~03438% 42,000,000.00 ~~146~~131,~~685~~789.0075 0.00 0.00 M5 34,000,000.00 34.~~84000~~06438% 34,000,000.00 ~~119~~107,~~680~~480.0027 0.00 0.00 M6 22,000,000.00 34.~~87000~~09438% 22,000,000.00 7870,~~045~~059.0039 0.00 0.00 M7 31,000,000.00 4.~~34000~~56438% 31,000,000.00 ~~123~~110,~~328~~052.3327 0.00 0.00 M8 16,000,000.00 4.~~44000~~66438% 16,000,000.00 6558,~~120~~045.0062 0.00 0.00 M9 25,000,000.00 5.~~29000~~51438% 25,000,000.00 ~~121~~107,~~229~~224.1706 0.00 0.00 M10 27,000,000.00 5.~~59000~~81438% 27,000,000.00 ~~138~~122,~~352~~101.5098 0.00 0.00 M11 23,000,000.00 5.~~59000~~81438% 23,000,000.00 ~~117~~104,~~855~~012.8380 0.00 0.00 CE 48,000,279.44 0.00000% 48,000,009.11 0.00 0.00 0.00 P 100.00 0.00000% 100.00 0.00 0.00 0.00 R 0.00 0.00000% 0.00 0.00 0.00 0.00 RX 0.00 0.00000% 0.00 0.00 0.00 0.00 Totals 2,000,000,379.44 5,~~997~~275,~~911~~084.7047 0.00 0.00

Interest Distribution Statement (continued) Remaining Ending Non-Supported Total Unpaid Certificate/ Interest Realized Interest Interest Notional Class Shortfall Losses (4) Distribution Shortfall Balance A1A 0.00 0.00 1,~~472~~289,~~587~~444.2166 0.00 ~~457~~439,~~418~~214,~~212~~385.8015 A1B 0.00 0.00 ~~364~~319,~~898~~692.4589 0.00 ~~114~~109,~~354~~803,~~553~~596.2029 A2A 0.00 0.00 1880,~~000,072~~839.4717 0.00 ~~315~~306,~~956~~678,~~318~~828.8811 A2B 0.00 0.00 ~~253~~223,~~737~~280.1328 0.00 7876,~~988~~669,~~615~~256.3328 A3A 0.00 0.00 ~~507~~410,~~205~~784.5393 0.00 ~~154~~133,~~232~~095,~~897~~886.2107 A3B 0.00 0.00 ~~681~~617,~~289~~132.7309 0.00 223,863,000.00 A3C 0.00 0.00 ~~141~~127,~~313~~700.1522 0.00 44,684,000.00 A3D 0.00 0.00 ~~153~~132,~~325~~788.5421 0.00 4644,~~975~~627,~~742~~175.7199 M1 0.00 0.00 9787,~~075~~602.0020 0.00 30,000,000.00 M2 0.00 0.00 ~~309~~278,~~338~~873.3356 0.00 94,000,000.00 M3 0.00 0.00 ~~106~~96,~~773~~180.3312 0.00 32,000,000.00 M4 0.00 0.00 ~~146~~131,~~685~~789.0075 0.00 42,000,000.00 M5 0.00 0.00 ~~119~~107,~~680~~480.0027 0.00 34,000,000.00 M6 0.00 0.00 7870,~~045~~059.0039 0.00 22,000,000.00 M7 0.00 0.00 ~~123~~110,~~328~~052.3327 0.00 31,000,000.00 M8 0.00 0.00 6558,~~120~~045.0062 0.00 16,000,000.00 M9 0.00 0.00 ~~121~~107,~~229~~224.1706 0.00 25,000,000.00 M10 0.00 0.00 ~~138~~122,~~352~~101.5098 0.00 27,000,000.00 M11 0.00 0.00 ~~117~~104,~~855~~012.8380 0.00 23,000,000.00 CE 0.00 0.00 4,~~082~~815,~~949~~229.7414 0.00 48,000,009.11 P 0.00 0.00 ~~691~~966,~~480~~522.4108 0.00 100.00 R 0.00 0.00 0.00 0.00 0.00 RX 0.00 0.00 0.00 0.00 0.00 Totals 0.00 0.00 1011,~~772~~056,~~341~~835.8569 0.00 (4) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.

Interest Distribution Factors Statement Beginning Payment of Original Current Certificate/ Current Unpaid Current Face Certificate Notional Accrued Interest Interest Class (5) Amount Rate Balance Interest Shortfall Shortfall A1A 500,064,000.00 3.~~40000~~62438% ~~944~~914.~~85480832~~71934152 2.~~94479749~~57855926 0.00000000 0.00000000 A1B 125,016,000.00 3.~~37000~~59438% ~~944~~914.~~85480834~~71934152 2.~~91881399~~55721580 0.00000000 0.00000000 A2A 340,186,000.00 3.~~36000~~58438% ~~954~~928.~~47447837~~77519616 2.~~93978138~~58928695 0.00000000 0.00000000 A2B 85,046,000.00 3.~~41000~~63438% ~~954~~928.~~47447840~~77519613 2.~~98352809~~62540602 0.00000000 0.00000000 A3A 204,572,000.00 3.~~20000~~42438% ~~845~~753.~~23285797~~92965416 2.~~47934972~~00802128 0.00000000 0.00000000 A3B 223,863,000.00 3.~~32000~~54438% 1000.00000000 32.~~04333333~~75674002 0.00000000 0.00000000 A3C 44,684,000.00 3.~~45000~~67438% 1000.00000000 32.~~16250000~~85785113 0.00000000 0.00000000 A3D 52,569,000.00 3.~~41000~~63438% ~~933~~893.~~08021077~~60160380 2.~~91665316~~52597938 0.00000000 0.00000000 M1 30,000,000.00 3.~~53000~~75438% 1000.00000000 32.~~23583333~~92007333 0.00000000 0.00000000 M2 94,000,000.00 3.~~59000~~81438% 1000.00000000 32.~~29083330~~96674000 0.00000000 0.00000000 M3 32,000,000.00 3.~~64000~~86438% 1000.00000000 3.~~33666656~~00562875 0.00000000 0.00000000 M4 42,000,000.00 34.~~81000~~03438% 1000.00000000 3.~~49250000~~13785119 0.00000000 0.00000000 M5 34,000,000.00 34.~~84000~~06438% 1000.00000000 3.~~52000000~~16118441 0.00000000 0.00000000 M6 22,000,000.00 34.~~87000~~09438% 1000.00000000 3.~~54750000~~18451773 0.00000000 0.00000000 M7 31,000,000.00 4.~~34000~~56438% 1000.00000000 3.~~97833323~~55007323 0.00000000 0.00000000 M8 16,000,000.00 4.~~44000~~66438% 1000.00000000 43.~~07000000~~62785125 0.00000000 0.00000000 M9 25,000,000.00 5.~~29000~~51438% 1000.00000000 4.~~84916680~~28896240 0.00000000 0.00000000 M10 27,000,000.00 5.~~59000~~81438% 1000.00000000 54.~~12416667~~52229556 0.00000000 0.00000000 M11 23,000,000.00 5.~~59000~~81438% 1000.00000000 54.~~12416652~~52229565 0.00000000 0.00000000 CE 48,000,279.44 0.00000% 999.99436816 0.00000000 0.00000000 0.00000000 P 100.00 0.00000% 1000.00000000 0.00000000 0.00000000 0.00000000 R 0.00 0.00000% 0.00000000 0.00000000 0.00000000 0.00000000 RX 0.00 0.00000% 0.00000000 0.00000000 0.00000000 0.00000000 (5) Per $1 denomination.

Interest Distribution Factors Statement (continued) Remaining Ending Non-Supported Total Unpaid Certificate/ Interest Realized Interest Interest Notional Class Shortfall Losses (6) Distribution Shortfall Balance A1A 0.00000000 0.00000000 2.~~94479749~~57855926 0.00000000 ~~914~~878.~~71934152~~31634581 A1B 0.00000000 0.00000000 2.~~91881399~~55721580 0.00000000 ~~914~~878.~~71934152~~31634583 A2A 0.00000000 0.00000000 2.~~93978138~~58928695 0.00000000 ~~928~~901.~~77519616~~50337789 A2B 0.00000000 0.00000000 2.~~98352809~~62540602 0.00000000 ~~928~~901.~~77519613~~50337794 A3A 0.00000000 0.00000000 2.~~47934972~~00802128 0.00000000 ~~753~~650.~~92965416~~60656429 A3B 0.00000000 0.00000000 32.~~04333333~~75674002 0.00000000 1000.00000000 A3C 0.00000000 0.00000000 32.~~16250000~~85785113 0.00000000 1000.00000000 A3D 0.00000000 0.00000000 2.~~91665316~~52597938 0.00000000 ~~893~~848.~~60160380~~92571649 M1 0.00000000 0.00000000 32.~~23583333~~92007333 0.00000000 1000.00000000 M2 0.00000000 0.00000000 32.~~29083330~~96674000 0.00000000 1000.00000000 M3 0.00000000 0.00000000 3.~~33666656~~00562875 0.00000000 1000.00000000 M4 0.00000000 0.00000000 3.~~49250000~~13785119 0.00000000 1000.00000000 M5 0.00000000 0.00000000 3.~~52000000~~16118441 0.00000000 1000.00000000 M6 0.00000000 0.00000000 3.~~54750000~~18451773 0.00000000 1000.00000000 M7 0.00000000 0.00000000 3.~~97833323~~55007323 0.00000000 1000.00000000 M8 0.00000000 0.00000000 43.~~07000000~~62785125 0.00000000 1000.00000000 M9 0.00000000 0.00000000 4.~~84916680~~28896240 0.00000000 1000.00000000 M10 0.00000000 0.00000000 54.~~12416667~~52229556 0.00000000 1000.00000000 M11 0.00000000 0.00000000 54.~~12416652~~52229565 0.00000000 1000.00000000 CE 0.00000000 0.00000000 85100.~~06095772~~31668974 0.00000000 999.99436816 P 0.00000000 0.00000000 ~~6914804~~9665220.~~10000000~~80000000 0.00000000 1000.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 RX 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 (6) Amount Does Not Include Excess Special Hazard, Bankruptcy,or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.

CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 6168,~~406~~719,~~651~~729.8179 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 0.00 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties ~~691~~966,~~480~~522.4108 Total Deposits 6269,~~098~~686,~~132~~251.2287 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee ~~807~~792,~~125~~203.7193 Payment of Interest and Principal 6168,~~291~~894,~~006~~047.5194 Total Withdrawals (Pool Distribution Amount) 6269,~~098~~686,~~132~~251.2287 Ending Balance 0.00

SERVICING FEES Gross Servicing Fee ~~796~~775,~~246~~197.7127 Bond Insurer Fee 0.00 Custodian Fee 1017,~~879~~006.0066 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee ~~807~~792,~~125~~203.7193

OTHER ACCOUNTS Beginning Current Current Ending Account Type Balance Withdrawals Deposits Balance Reserve Fund 0.00 1172,~~687,366~~083.9764 1172,~~687,366~~083.9764 0.00 Reserve Fund 0.00 0.00 0.00 0.00

LOAN STATUS STRATIFICATION/CREDIT ENHANCEMENT STATEMENT DELINQUENT BANKRUPTCY FORECLOSURE REO Total No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 2632 01 0 2633 34,~~377~~067,~~298~~957.3784 060,054.0074 0.00 34,~~377~~128,~~298~~012.3758 30 Days ~~275~~309 24 0 0 ~~277~~313 4050,~~070~~642,~~269~~366.3991 ~~181~~409,~~224~~963.1046 0.00 0.00 4051,~~251~~052,~~493~~330.4937 60 Days ~~167~~111 14 034 0 ~~168~~149 3017,~~701~~410,~~782~~224.0876 95371,~~350~~805.5393 05,117,702.0070 0.00 3022,~~797~~899,~~132~~733.6139 90 Days 7527 03 190 0 76120 114,~~492~~755,~~560~~940.2012 0563,436.0059 ~~328~~14,~~700~~396,124.0027 0.00 1119,~~821~~715,~~260~~500.2098 120 Days 010 01 057 0 068 01,258,899.0039 052,500.00 09,036,069.0060 0.00 010,347,468.0099 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals ~~517~~457 2944 1182 0 ~~547~~683 8274,~~264~~067,~~611~~431.6718 35,~~653~~465,~~873~~663.0082 ~~328~~28,~~700~~609,951.0031 0.00 86108,~~247~~143,~~184~~046.6731 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.~~234192~~294904% 0.~~000000~~009216% 0.000000% 0.~~234192~~304119% 0.~~181374~~225455% 0.~~000000~~003328% 0.000000% 0.~~181374~~228783% 30 Days 2.~~477031~~847664% 0.~~018015~~036863% 0.000000% 0.000000% 2.~~495046~~884527% 2.~~151923~~806704% 0.~~009732~~022721% 0.000000% 0.000000% 2.~~161655~~829425% 60 Days 1.~~504233~~022947% 0.~~009007~~036863% 0.~~000000~~313335% 0.000000% 1.~~513241~~373145% 10.~~648800~~964911% 0.~~005121~~020606% 0.~~000000~~283634% 0.000000% 1.~~653921~~269150% 90 Days 0.~~675554~~248825% 0.~~000000~~027647% 0.~~009007~~829417% 0.000000% 01.~~684561~~105889% 0.~~617193~~263584% 0.~~000000~~031227% 0.~~017652~~797863% 0.000000% 01.~~634846~~092674% 120 Days 0.~~000000~~092157% 0.~~000000~~009216% 0.~~000000~~525297% 0.000000% 0.~~000000~~626670% 0.~~000000~~069771% 0.~~000000~~002910% 0.~~000000~~500798% 0.000000% 0.~~000000~~573478% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 4.~~656819~~211593% 0.~~261214~~405493% 01.~~009007~~677265% 0.000000% 46.~~927040~~294351% 4.~~417917~~104970% 0.~~196227~~302918% 01.~~017652~~585622% 0.000000% 45.~~631796~~993510%

Delinquency Status By Groups

DELINQUENT BANKRUPTCY FORECLOSURE REO Total 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 01 0 0 01 055,783.0021 0.00 0.00 055,783.0021 30 Days 1315 0 0 0 1315 ~~996~~1,~~486~~602,582.6610 0.00 0.00 0.00 ~~996~~1,~~486~~602,582.6610 60 Days 126 0 01 0 127 ~~865~~677,~~004~~234.4073 0.00 055,922.0041 0.00 ~~865~~733,~~004~~157.4014 90 Days 74 0 05 0 79 ~~572~~274,~~339~~030.5993 0.00 0382,941.0083 0.00 ~~572~~656,~~339~~972.5976 120 Days 01 01 03 0 05 020,040.00 052,500.00 0181,669.0059 0.00 0254,209.0059 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 3226 02 09 0 3237 2,~~433~~573,~~830~~887.6576 0108,283.0021 0620,533.0083 0.00 23,~~433~~302,~~830~~704.6580 0-29 Days 0.~~000000~~114025% 0.000000% 0.000000% 0.~~000000~~114025% 0.~~000000~~052897% 0.000000% 0.000000% 0.~~000000~~052897% 30 Days 1.~~460674~~710376% 0.000000% 0.000000% 0.000000% 1.~~460674~~710376% 01.~~927592~~519659% 0.000000% 0.000000% 0.000000% 01.~~927592~~519659% 60 Days 10.~~348315~~684151% 0.000000% 0.~~000000~~114025% 0.000000% 10.~~348315~~798176% 0.~~805200~~642192% 0.000000% 0.~~000000~~053029% 0.000000% 0.~~805200~~695221% 90 Days 0.~~786517~~456100% 0.000000% 0.~~000000~~570125% 0.000000% 01.~~786517~~026226% 0.~~532770~~259852% 0.000000% 0.~~000000~~363127% 0.000000% 0.~~532770~~622979% 120 Days 0.~~000000~~114025% 0.~~000000~~114025% 0.~~000000~~342075% 0.000000% 0.~~000000~~570125% 0.~~000000~~019003% 0.~~000000~~049783% 0.~~000000~~172269% 0.000000% 0.~~000000~~241056% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 32.~~595506~~964652% 0.~~000000~~228050% 01.~~000000~~026226% 0.000000% 34.~~595506~~218928% 2.~~265562~~440705% 0.~~000000~~102680% 0.~~000000~~588425% 0.000000% 23.~~265562~~131811% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 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 1215 0 0 1215 12,~~686~~196,~~407~~992.4325 0.00 0.00 12,~~686~~196,~~407~~992.4325 30 Days ~~103~~114 12 0 0 ~~104~~116 1417,~~983~~809,~~199~~555.1739 95208,~~820~~098.8378 0.00 0.00 1518,~~079~~017,~~020~~654.0017 60 Days 5734 01 018 0 5753 84,~~948~~869,~~097~~155.2886 095,820.0083 02,392,513.0042 0.00 87,~~948~~357,~~097~~490.2811 90 Days 2011 01 033 0 2045 31,~~060~~851,~~044~~100.4124 097,794.0085 04,856,132.0021 0.00 36,~~060~~805,~~044~~027.4130 120 Days 01 0 015 0 016 064,000.00 0.00 02,115,266.0074 0.00 02,179,266.0074 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals ~~180~~160 1319 066 0 ~~193~~245 2624,~~991~~593,~~340~~811.8649 12,~~782~~598,~~228~~706.2671 09,363,912.0037 0.00 2836,~~773~~556,~~569~~430.1257 0-29 Days 0.~~308483~~396616% 0.000000% 0.000000% 0.~~308483~~396616% 0.~~266362~~358757% 0.000000% 0.000000% 0.~~266362~~358757% 30 Days 23.~~647815~~014278% 0.~~025707~~052882% 0.000000% 0.000000% 23.~~673522~~067160% 2.~~366544~~908204% 0.~~015135~~033981% 0.000000% 0.000000% 2.~~381678~~942185% 60 Days 10.~~465296~~898995% 0.~~000000~~026441% 0.~~000000~~475939% 0.000000% 1.~~465296~~401375% 10.~~413321~~795107% 0.~~000000~~015647% 0.~~000000~~390684% 0.000000% 1.~~413321~~201438% 90 Days 0.~~514139~~290851% 0.~~000000~~026441% 0.~~000000~~872554% 0.000000% 01.~~514139~~189847% 0.~~483323~~302275% 0.~~000000~~015969% 0.~~000000~~792980% 0.000000% 01.~~483323~~111224% 120 Days 0.~~000000~~026441% 0.000000% 0.~~000000~~396616% 0.000000% 0.~~000000~~423057% 0.~~000000~~010451% 0.000000% 0.~~000000~~345412% 0.000000% 0.~~000000~~355862% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 4.~~627249~~230566% 0.~~334190~~502380% 01.~~000000~~745108% 0.000000% 46.~~961440~~478054% 4.~~263188~~016036% 0.~~281497~~424355% 01.~~000000~~529076% 0.000000% 45.~~544684~~969466% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 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 23 0 0 23 ~~146~~218,~~500~~095.7246 0.00 0.00 ~~146~~218,~~500~~095.7246 30 Days 1519 0 0 0 1519 1,~~272~~758,~~169~~018.0432 0.00 0.00 0.00 1,~~272~~758,~~169~~018.0432 60 Days 105 0 02 0 107 ~~587~~444,~~801~~494.0076 0.00 0145,515.0081 0.00 ~~587~~590,~~801~~010.0057 90 Days 31 0 08 0 39 ~~227~~26,~~861~~966.1180 0.00 0504,364.0078 0.00 ~~227~~531,~~861~~331.1158 120 Days 0 0 03 0 03 0.00 0.00 0227,861.0011 0.00 0227,861.0011 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 2825 23 013 0 3041 2,~~087~~229,~~831~~479.1588 ~~146~~218,~~500~~095.7246 0877,741.0070 0.00 23,~~234~~325,~~331~~317.8704 0-29 Days 0.~~184502~~280112% 0.000000% 0.000000% 0.~~184502~~280112% 0.~~139653~~211020% 0.000000% 0.000000% 0.~~139653~~211020% 30 Days 1.~~383764~~774043% 0.000000% 0.000000% 0.000000% 1.~~383764~~774043% 1.~~212702~~700988% 0.000000% 0.000000% 0.000000% 1.~~212702~~700988% 60 Days 0.~~922509~~466853% 0.000000% 0.~~000000~~186741% 0.000000% 0.~~922509~~653595% 0.~~560324~~430075% 0.000000% 0.~~000000~~140795% 0.000000% 0.~~560324~~570870% 90 Days 0.~~276753~~093371% 0.000000% 0.~~000000~~746965% 0.000000% 0.~~276753~~840336% 0.~~217210~~026092% 0.000000% 0.~~000000~~488003% 0.000000% 0.~~217210~~514095% 120 Days 0.000000% 0.000000% 0.~~000000~~280112% 0.000000% 0.~~000000~~280112% 0.000000% 0.000000% 0.~~000000~~220469% 0.000000% 0.~~000000~~220469% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 2.~~583026~~334267% 0.~~184502~~280112% 01.~~000000~~213819% 0.000000% 23.~~767528~~828198% 12.~~990236~~157155% 0.~~139653~~211020% 0.~~000000~~849267% 0.000000% 23.~~129889~~217443% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 4 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 78 01 0 79 ~~851~~878,~~007~~140.2091 060,054.0074 0.00 ~~851~~938,~~007~~195.2065 30 Days 8992 1 0 0 9093 1011,~~516~~976,~~809~~302.4760 85107,~~403~~659.2789 0.00 0.00 1012,~~602~~083,~~212~~962.7449 60 Days 5140 13 07 0 5250 74,~~236~~302,~~225~~506.1537 95275,~~350~~985.5310 0880,600.0093 0.00 75,~~331~~459,~~575~~092.6840 90 Days 287 0 1 25 0 2933 31,~~574~~051,~~171~~734.7167 095,350.0053 ~~328~~3,~~700~~397,180.0069 0.00 34,~~902~~544,~~871~~265.7189 120 Days 04 0 024 0 028 0443,450.00 0.00 03,225,738.0017 0.00 03,669,188.0017 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals ~~168~~143 913 157 0 ~~178~~213 2117,~~327~~773,~~206~~993.3364 1,~~031~~357,~~761~~136.0043 ~~328~~7,~~700~~563,574.0053 0.00 2226,~~687~~694,~~667~~704.3360 0-29 Days 0.~~233801~~272665% 0.~~000000~~034083% 0.000000% 0.~~233801~~306748% 0.~~210196~~222397% 0.~~000000~~015209% 0.000000% 0.~~210196~~237606% 30 Days 23.~~972612~~135651% 0.~~033400~~034083% 0.000000% 0.000000% 3.~~006012~~169734% 23.~~597614~~033101% 0.~~021094~~027266% 0.000000% 0.000000% 23.~~618708~~060367% 60 Days 1.~~703407~~363327% 0.~~033400~~102249% 0.~~000000~~238582% 0.000000% 1.~~736807~~704158% 1.~~787321~~089647% 0.~~023551~~069896% 0.~~000000~~223020% 0.000000% 1.~~810872~~382562% 90 Days 0.~~935204~~238582% 0.~~000000~~034083% 0.~~033400~~852079% 0.000000% 01.~~968604~~124744% 0.~~882807~~266361% 0.~~000000~~024148% 0.~~081188~~860365% 0.000000% 01.~~963995~~150874% 120 Days 0.~~000000~~136333% 0.000000% 0.~~000000~~817996% 0.000000% 0.~~000000~~954329% 0.~~000000~~112308% 0.000000% 0.~~000000~~816946% 0.000000% 0.~~000000~~929253% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 54.~~611222~~873892% 0.~~300601~~443081% 01.~~033400~~942740% 0.000000% 57.~~945224~~259714% 54.~~267742~~501416% 0.~~254841~~343706% 01.~~081188~~915540% 0.000000% 56.~~603771~~760662% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 5 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 14 0 0 0 14 12,~~702~~136,~~779~~733.6780 0.00 0.00 0.00 12,~~702~~136,~~779~~733.6780 60 Days 7 0 0 0 7 ~~733~~496,~~709~~330.4328 0.00 0.00 0.00 ~~733~~496,~~709~~330.4328 90 Days 0 1 5 0 06 0.00 ~~5 440~~370,~~177~~291.3721 0287,019.0016 0.00 ~~0.00 440~~657,~~177~~310.37 120 Days 02 0 03 0 05 0139,000.00 0.00 0301,177.0037 0.00 0440,177.0037 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 2623 01 08 0 2632 2,~~876~~772,~~666~~064.4708 0370,291.0021 0588,196.0053 0.00 23,~~876~~730,~~666~~551.4782 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.~~717791~~741294% 0.000000% 0.000000% 0.000000% 1.~~717791~~741294% 01.~~987520~~269060% 0.000000% 0.000000% 0.000000% 01.~~987520~~269060% 60 Days 0.~~858896~~870647% 0.000000% 0.000000% 0.000000% 0.~~858896~~870647% 0.~~425512~~294783% 0.000000% 0.000000% 0.000000% 0.~~425512~~294783% 90 Days 0.~~613497~~000000% 0.~~000000~~124378% 0.~~000000~~621891% 0.000000% 0.~~613497~~746269% 0.~~255279~~000000% 0.~~000000~~219925% 0.~~000000~~170468% 0.000000% 0.~~255279~~390393% 120 Days 0.~~000000~~248756% 0.000000% 0.~~000000~~373134% 0.000000% 0.~~000000~~621891% 0.~~000000~~082556% 0.000000% 0.~~000000~~178877% 0.000000% 0.~~000000~~261433% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 32.~~190184~~860697% 0.~~000000~~124378% 0.~~000000~~995025% 0.000000% 3.~~190184~~980100% 1.~~668310~~646399% 0.~~000000~~219925% 0.~~000000~~349345% 0.000000% 12.~~668310~~215669% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 6 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 5 0 0 5 ~~693~~718,~~383~~946.0201 0.00 0.00 ~~693~~718,~~383~~946.0201 30 Days 4155 01 0 0 4156 1015,~~598~~359,~~825~~174.3870 094,204.0079 0.00 0.00 1015,~~598~~453,~~825~~379.3849 60 Days 3019 0 06 0 3025 126,~~330~~620,~~944~~502.8276 0.00 01,643,150.0013 0.00 128,~~330~~263,~~944~~652.8289 90 Days 124 0 014 0 1218 31,~~617~~552,~~966~~107.0148 0.00 04,968,485.0060 0.00 36,~~617~~520,~~966~~593.0108 120 Days 02 0 09 0 011 0592,409.0039 0.00 02,984,356.0062 0.00 03,576,766.0001 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 8380 56 029 0 88115 2624,~~547~~124,~~736~~194.2133 ~~693~~813,~~383~~150.0280 09,595,992.0035 0.00 2734,~~241~~533,~~119~~337.2348 0-29 Days 0.~~349895~~361533% 0.000000% 0.000000% 0.~~349895~~361533% 0.~~157832~~171214% 0.000000% 0.000000% 0.~~157832~~171214% 30 Days 23.~~869139~~976862% 0.~~000000~~072307% 0.000000% 0.000000% 24.~~869139~~049168% 23.~~412569~~657720% 0.~~000000~~022434% 0.000000% 0.000000% 23.~~412569~~680154% 60 Days 21.~~099370~~373825% 0.000000% 0.~~000000~~433839% 0.000000% 21.~~099370~~807664% 21.~~806845~~576644% 0.000000% 0.~~000000~~391309% 0.000000% 21.~~806845~~967952% 90 Days 0.~~839748~~289226% 0.000000% 01.~~000000~~012292% 0.000000% 01.~~839748~~301518% 0.~~823543~~369628% 0.000000% 01.~~000000~~183223% 0.000000% 01.~~823543~~552850% 120 Days 0.~~000000~~144613% 0.000000% 0.~~000000~~650759% 0.000000% 0.~~000000~~795372% 0.~~000000~~141080% 0.000000% 0.~~000000~~710711% 0.000000% 0.~~000000~~851791% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 5.~~808258~~784526% 0.~~349895~~433839% 02.~~000000~~096891% 0.000000% 68.~~158153~~315257% 65.~~042957~~745070% 0.~~157832~~193648% 02.~~000000~~285243% 0.000000% 68.~~200790~~223962%

OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance ~~585~~733,~~843~~908.3770

SUBORDINATION LEVEL/CREDIT ENHANCEMENT/CLASS PERCENTAGE AND PREPAYMENT PERCENTAGE Current Original $ Original % Current $ Current % Class% Prepayment% Class R 424,000,379.44 21.20001495% 424,000,109.11 2223.~~78990379~~52111316% 0.000000% 0.000000% Class M-1 394,000,379.44 19.70001523% 394,000,109.11 21.~~17741101~~85688388% 1.~~612493~~664229% 0.000000% Class M-2 300,000,379.44 15.00001613% 300,000,109.11 16.~~12493364~~64229882% 5.~~052477~~214585% 0.000000% Class M-3 268,000,379.44 13.40001643% 268,000,109.11 14.~~40494135~~86712092% 1.~~719992~~775178% 0.000000% Class M-4 226,000,379.44 11.30001683% 226,000,109.11 12.~~14745146~~53719993% 2.~~257490~~329921% 0.000000% Class CE 100.00 0.00000500% 100.00 0.~~00000537~~00000555% 2.~~579989~~662767% 0.000000% Class P 0.00 0.00000000% 0.00 0.00000000% 0.~~000005~~000006% 0.000000% Please Refer to the Prospectus Supplement for a Full Description of Loss Exposure

REO Detail - All Mortgage Loans in REO during Current Period

Summary 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 ~~Jul~~Aug-04 0.000% Original Principal Balance 0.00 ~~Aug~~Sep-04 0.000% Current Principal Balance 0.00 ~~Sep~~Oct-04 0.000% ~~Oct~~Nov-04 0.000% Current REO Total ~~Nov~~Dec-04 0.000% Loans in REO 0 ~~Dec~~Jan-0405 0.000% Original Principal Balance 0.00 ~~Jan~~Feb-05 0.000% Current Principal Balance 0.00 ~~Feb~~Mar-05 0.000% ~~Mar~~Apr-05 0.000% ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-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 1 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 ~~Jul~~Aug-04 0.000% Original Principal Balance 0.00 ~~Aug~~Sep-04 0.000% Current Principal Balance 0.00 ~~Sep~~Oct-04 0.000% ~~Oct~~Nov-04 0.000% Current REO Total ~~Nov~~Dec-04 0.000% Loans in REO 0 ~~Dec~~Jan-0405 0.000% Original Principal Balance 0.00 ~~Jan~~Feb-05 0.000% Current Principal Balance 0.00 ~~Feb~~Mar-05 0.000% ~~Mar~~Apr-05 0.000% ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-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 2 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 ~~Jul~~Aug-04 0.000% Original Principal Balance 0.00 ~~Aug~~Sep-04 0.000% Current Principal Balance 0.00 ~~Sep~~Oct-04 0.000% ~~Oct~~Nov-04 0.000% Current REO Total ~~Nov~~Dec-04 0.000% Loans in REO 0 ~~Dec~~Jan-0405 0.000% Original Principal Balance 0.00 ~~Jan~~Feb-05 0.000% Current Principal Balance 0.00 ~~Feb~~Mar-05 0.000% ~~Mar~~Apr-05 0.000% ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-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 3 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 ~~Jul~~Aug-04 0.000% Original Principal Balance 0.00 ~~Aug~~Sep-04 0.000% Current Principal Balance 0.00 ~~Sep~~Oct-04 0.000% ~~Oct~~Nov-04 0.000% Current REO Total ~~Nov~~Dec-04 0.000% Loans in REO 0 ~~Dec~~Jan-0405 0.000% Original Principal Balance 0.00 ~~Jan~~Feb-05 0.000% Current Principal Balance 0.00 ~~Feb~~Mar-05 0.000% ~~Mar~~Apr-05 0.000% ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-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 Loans in REO 0 ~~Jul~~Aug-04 0.000% Original Principal Balance 0.00 ~~Aug~~Sep-04 0.000% Current Principal Balance 0.00 ~~Sep~~Oct-04 0.000% ~~Oct~~Nov-04 0.000% Current REO Total ~~Nov~~Dec-04 0.000% Loans in REO 0 ~~Dec~~Jan-0405 0.000% Original Principal Balance 0.00 ~~Jan~~Feb-05 0.000% Current Principal Balance 0.00 ~~Feb~~Mar-05 0.000% ~~Mar~~Apr-05 0.000% ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-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 5 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 ~~Jul~~Aug-04 0.000% Original Principal Balance 0.00 ~~Aug~~Sep-04 0.000% Current Principal Balance 0.00 ~~Sep~~Oct-04 0.000% ~~Oct~~Nov-04 0.000% Current REO Total ~~Nov~~Dec-04 0.000% Loans in REO 0 ~~Dec~~Jan-0405 0.000% Original Principal Balance 0.00 ~~Jan~~Feb-05 0.000% Current Principal Balance 0.00 ~~Feb~~Mar-05 0.000% ~~Mar~~Apr-05 0.000% ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-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 6 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 ~~Jul~~Aug-04 0.000% Original Principal Balance 0.00 ~~Aug~~Sep-04 0.000% Current Principal Balance 0.00 ~~Sep~~Oct-04 0.000% ~~Oct~~Nov-04 0.000% Current REO Total ~~Nov~~Dec-04 0.000% Loans in REO 0 ~~Dec~~Jan-0405 0.000% Original Principal Balance 0.00 ~~Jan~~Feb-05 0.000% Current Principal Balance 0.00 ~~Feb~~Mar-05 0.000% ~~Mar~~Apr-05 0.000% ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-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.

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

Summary 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 1181 ~~Jul~~Aug-04 0.000% Original Principal Balance ~~328~~28,~~700~~302,181.00 ~~Aug~~Sep-04 0.000% Current Principal Balance ~~328~~28,~~700~~281,251.0031 ~~Sep~~Oct-04 0.000% ~~Oct~~Nov-04 0.000% Current Foreclosure Total ~~Nov~~Dec-04 0.000% Loans in Foreclosure 1182 ~~Dec~~Jan-0405 0.000% Original Principal Balance ~~328~~28,~~700~~630,881.00 ~~Jan~~Feb-05 0.000% Current Principal Balance ~~328~~28,~~700~~609,951.0031 ~~Feb~~Mar-05 0.000% ~~Mar~~Apr-05 0.000% ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.~~000~~018% ~~Jun~~Jul-05 01.~~018~~586% *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 Loans in Foreclosure 09 ~~Jul~~Aug-04 0.000% Original Principal Balance 0621,180.00 ~~Aug~~Sep-04 0.000% Current Principal Balance 0620,533.0083 ~~Sep~~Oct-04 0.000% ~~Oct~~Nov-04 0.000% Current Foreclosure Total ~~Nov~~Dec-04 0.000% Loans in Foreclosure 09 ~~Dec~~Jan-0405 0.000% Original Principal Balance 0621,180.00 ~~Jan~~Feb-05 0.000% Current Principal Balance 0620,533.0083 ~~Feb~~Mar-05 0.000% ~~Mar~~Apr-05 0.000% ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-05 0.~~000~~588% *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 Loans in Foreclosure 066 ~~Jul~~Aug-04 0.000% Original Principal Balance 09,370,595.00 ~~Aug~~Sep-04 0.000% Current Principal Balance 09,363,912.0037 ~~Sep~~Oct-04 0.000% ~~Oct~~Nov-04 0.000% Current Foreclosure Total ~~Nov~~Dec-04 0.000% Loans in Foreclosure 066 ~~Dec~~Jan-0405 0.000% Original Principal Balance 09,370,595.00 ~~Jan~~Feb-05 0.000% Current Principal Balance 09,363,912.0037 ~~Feb~~Mar-05 0.000% ~~Mar~~Apr-05 0.000% ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-05 01.~~000~~529% *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 Loans in Foreclosure 013 ~~Jul~~Aug-04 0.000% Original Principal Balance 0878,950.00 ~~Aug~~Sep-04 0.000% Current Principal Balance 0877,741.0070 ~~Sep~~Oct-04 0.000% ~~Oct~~Nov-04 0.000% Current Foreclosure Total ~~Nov~~Dec-04 0.000% Loans in Foreclosure 013 ~~Dec~~Jan-0405 0.000% Original Principal Balance 0878,950.00 ~~Jan~~Feb-05 0.000% Current Principal Balance 0877,741.0070 ~~Feb~~Mar-05 0.000% ~~Mar~~Apr-05 0.000% ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-05 0.~~000~~849% *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 Loans in Foreclosure 156 ~~Jul~~Aug-04 0.000% Original Principal Balance ~~328~~7,~~700~~239,105.00 ~~Aug~~Sep-04 0.000% Current Principal Balance ~~328~~7,~~700~~234,874.0053 ~~Sep~~Oct-04 0.000% ~~Oct~~Nov-04 0.000% Current Foreclosure Total ~~Nov~~Dec-04 0.000% Loans in Foreclosure 157 ~~Dec~~Jan-0405 0.000% Original Principal Balance ~~328~~7,~~700~~567,805.00 ~~Jan~~Feb-05 0.000% Current Principal Balance ~~328~~7,~~700~~563,574.0053 ~~Feb~~Mar-05 0.000% ~~Mar~~Apr-05 0.000% ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.~~000~~081% ~~Jun~~Jul-05 01.~~081~~916% *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 5 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 08 ~~Jul~~Aug-04 0.000% Original Principal Balance 0588,525.00 ~~Aug~~Sep-04 0.000% Current Principal Balance 0588,196.0053 ~~Sep~~Oct-04 0.000% ~~Oct~~Nov-04 0.000% Current Foreclosure Total ~~Nov~~Dec-04 0.000% Loans in Foreclosure 08 ~~Dec~~Jan-0405 0.000% Original Principal Balance 0588,525.00 ~~Jan~~Feb-05 0.000% Current Principal Balance 0588,196.0053 ~~Feb~~Mar-05 0.000% ~~Mar~~Apr-05 0.000% ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-05 0.~~000~~349% *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 6 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 029 ~~Jul~~Aug-04 0.000% Original Principal Balance 09,603,826.00 ~~Aug~~Sep-04 0.000% Current Principal Balance 09,595,992.0035 ~~Sep~~Oct-04 0.000% ~~Oct~~Nov-04 0.000% Current Foreclosure Total ~~Nov~~Dec-04 0.000% Loans in Foreclosure 029 ~~Dec~~Jan-0405 0.000% Original Principal Balance 09,603,826.00 ~~Jan~~Feb-05 0.000% Current Principal Balance 09,595,992.0035 ~~Feb~~Mar-05 0.000% ~~Mar~~Apr-05 0.000% ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-05 02.~~000~~285% *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 Group 4 0068331032 Jun-2005 01-Feb-2005 GA 95.00 328,700.00

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 Group 4 0068331032 328,700.00 01-Jan-2005 3 8.900% 11,490.29 This report has been complied from data provided to Wells Fargo by third parties. Wells Fargo has not confirmed the accuracy of this data and assumes no duty to do so. Wells Fargo disclaims any responsibility for the accuracy of the data.

COLLATERAL STATEMENT Collateral Description Mixed Fixed & Arm Weighted Average Gross Coupon 7.~~388164~~384116% Weighted Average Net Coupon 6.~~888164~~884116% Weighted Average Pass-Through Rate 6.~~888164~~884116% Weighted Average Maturity(Stepdown Calculation) ~~353~~352 Beginning Scheduled Collateral Loan Count 11,~~330~~102 Number Of Loans Paid In Full ~~228~~251 Ending Scheduled Collateral Loan Count 1110,~~102~~851 Beginning Scheduled Collateral Balance 1,~~910~~860,~~992~~473,~~113~~449.9024 Ending Scheduled Collateral Balance 1,~~860~~802,~~473~~636,~~449~~236.2499 Ending Actual Collateral Balance at 3130-~~May~~Jun-2005 1,~~862~~804,~~067~~335,~~922~~696.6077 Monthly P&I Constant 1312,~~334~~988,~~215~~716.7319 Special Servicing Fee 0.00 Prepayment Penalties ~~691~~966,~~480~~522.4108 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Scheduled Principal 1,~~568~~540,~~613~~422.4432 Unscheduled Principal 4856,~~950~~296,~~051~~789.2293

~~Miscellaneous~~Other ~~Reporting~~Income ~~Excess Interest 5,770,316~~116.70 Extra Principal 0.00 Overcollateralization Amount 48,000,009.11 Overcollateralization Deficiency Amount 0.00 Overcollateralization Increase 0.00 Overcollateralization Release Amt 0.00 Specified Overcollateralization Amount 48,000,009.11 Step Down NO SWAP Payment In 5,462,728.99 SWAP Payment Out 6,340,344.23 Trigger Event NO30

~~Group~~Miscellaneous ~~Level~~Reporting ~~Collateral~~Excess Statement Group Group 1 Group 2 Group 3 Collateral Description Mixed Fixed Mixed ARM Mixed Fixed Weighted Average Coupon Rate 7.369302 7.464309 7.525532 Weighted Average Net Rate 6.869302 6.964309 7.025532 Weighted Average Maturity 354 354 352 Beginning Loan Count 906 3,976 1,103 Loans Paid In Full 16 86 19 Ending Loan Count 890 3,890 1,084 Beginning Scheduled Balance 109,038,827.96 649,741,012.50 106,409,726.43 Ending Scheduled Balance 107,338,434.91 632,604,327.96 104,818,006.90 Record Date 05/31/2005 05/31/2005 05/31/2005 Principal And Interest ~~Constant 769,470.77~~ 4,~~554~~987,~~615~~312.6178 ~~764,621.45~~Extra ~~Scheduled~~ Principal ~~99,854~~0.0800 ~~513,059.13~~Overcollateralization ~~97,296.63~~Amount ~~Unscheduled Principal 1,600,538.97 16,623,625.41 1,494,422.90 Scheduled Interest 669,616.69 4,041,556.~~48 ~~667~~,~~324.82 Servicing Fees 45~~000,~~432~~009.8411 ~~270,725.42~~Overcollateralization ~~44,337.39~~Deficiency ~~Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 0.00 0.00 0.00 FRY~~ Amount 0.00 ~~0.00~~Overcollateralization ~~0.00~~Increase ~~Special Hazard Fee~~ 0.00 ~~0.00~~Overcollateralization ~~0.00~~Release ~~Other~~Amt ~~Fee~~ 0.00 ~~0.00~~Specified ~~0.00~~Overcollateralization ~~Pool~~Amount ~~Insurance Fee 0~~48,000,009.0011 ~~0.00~~Step ~~0.00~~Down ~~Spread~~NO 1SWAP ~~0.00~~Payment ~~0.00~~In 04,882,805.0045 ~~Spread~~SWAP 2Payment ~~0.00~~Out ~~0.00 0.00 Spread 3 0.00 0.00 0.00 Net Interest 624~~5,~~183.85 3~~448,~~770,831~~698.0608 ~~622,987.43~~Trigger ~~Realized~~Event Loss Amount 0.00 0.00 0.00 Cumulative Realized Loss 0.00 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 0.0000 Prepayment Penalties 0.00 0.00 0.00 Special Servicing Fee 0.00 0.00 0.00 Pass-Through Rate 6.869302 6.964309 7.025532NO

Group Level Collateral Statement Group Group 41 Group 52 Group 63 Collateral Description Mixed ~~ARM~~Fixed Mixed ~~Fixed~~ARM Mixed ~~ARM~~Fixed Weighted Average Coupon Rate 7.~~660503~~365011 67.~~745152~~457769 7.~~252788~~510723 Weighted Average Net Rate 76.~~160503~~865011 6.~~245152~~957769 67.~~752788~~010723 Weighted Average Maturity ~~352~~ 353 353 351 Beginning Loan Count 890 3,~~048~~890 ~~828~~ 1,~~469~~084 Loans Paid In Full 54 13 40108 13 Ending Loan Count 2877 3,~~994~~782 ~~815~~ 1,~~429~~071 Beginning Scheduled Balance ~~413~~107,~~867~~338,~~224~~434.6891 ~~175~~632,~~714~~604,~~177~~327.5196 ~~456~~104,~~221~~818,~~144~~006.8290 Ending ~~scheduled~~Scheduled Balance ~~404~~105,~~530~~361,~~787~~572.0329 ~~172~~611,~~273~~826,~~233~~406.7602 ~~438~~103,~~908~~258,~~658~~690.6811 Record Date 0506/3130/2005 0506/3130/2005 0506/3130/2005 Principal And Interest Constant 2758,~~956,310~~053.1071 14,~~158~~435,~~503~~432.5344 3752,~~130,694~~963.2783 Scheduled Principal ~~314~~99,~~284~~263.3006 ~~170~~503,~~821~~918.2134 ~~373~~96,~~298~~914.0963 Unscheduled Principal 91,~~022~~877,~~153~~599.3556 320,~~270~~274,~~122~~003.5460 161,~~939~~462,~~188~~402.0516 Scheduled Interest 2658,~~642,025~~790.8065 ~~987~~3,~~682~~931,514.3210 2656,~~757,396~~049.1820 Servicing Fees ~~172~~44,~~444~~724.6835 73263,~~214~~585.2414 ~~190~~43,~~092~~674.1417 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 0.00 0.00 0.00 FRY Amount 0.00 0.00 0.00 Special Hazard Fee 0.00 0.00 0.00 Other Fee 0.00 0.00 0.00 Pool Insurance Fee 0.00 0.00 0.00 Spread 1 0.00 0.00 0.00 Spread 2 0.00 0.00 0.00 Spread 3 0.00 0.00 0.00 Net Interest 2614,~~469,581~~066.1230 ~~914~~3,~~468~~667,928.0896 2612,~~567,304~~375.0403 Realized Loss Amount 0.00 0.00 0.00 Cumulative Realized Loss 0.00 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 0.0000 Prepayment Penalties 0.00 0.00 0.00 Special Servicing Fee 0.00 0.00 0.00 Pass-Through Rate 76.~~160503~~865011 6.~~245152~~957769 67.~~752788~~010723

Group Level Collateral Statement Group ~~Total~~Group 4 Group 5 Group 6 Collateral Description Mixed ARM Mixed Fixed &Mixed ~~Arm~~ARM Weighted Average Coupon Rate 7.~~388164~~657325 6.728805 7.257800 Weighted Average Net Rate 7.157325 6.~~888164~~228805 6.757800 Weighted Average Maturity ~~353.00~~351 ~~Record~~352 ~~Date~~352 ~~05/31/2005 Principal And Interest Constant 13,334,215.73~~ Beginning Loan Count 112,~~330~~994 815 1,429 Loans Paid In Full ~~228~~60 11 46 Ending Loan Count 112,~~102~~934 804 1,383 Beginning Scheduled Balance 1404,~~910~~530,~~992~~787.03 172,~~113~~273,233.9076 438,908,658.68 Ending ~~Scheduled~~scheduled Balance 394,493,253.99 168,211,265.09 419,485,049.49 Record Date 06/30/2005 06/30/2005 06/30/2005 Principal And Interest Constant 2,891,000.78 1,~~860~~135,~~473~~229.77 3,~~449~~016,035.2466 Scheduled Principal 1309,~~568~~647.61 169,~~613~~235.4462 361,443.06 Unscheduled Principal 489,~~950~~727,~~051~~885.2243 3,892,733.05 19,062,166.13 Scheduled Interest 112,~~765~~581,~~602~~353.2917 965,994.15 2,654,592.60 Servicing ~~Fee~~Fees ~~796~~168,~~246~~554.49 71,780.51 182,878.61 Master Servicing ~~Fee~~Fees 0.00 0.00 0.00 Trustee Fee 0.00 ~~Fry~~0.00 0.00 FRY Amount 0.00 0.00 0.00 Special Hazard Fee 0.00 0.00 0.00 Other Fee 0.00 0.00 0.00 Pool Insurance Fee 0.00 0.00 0.00 Spread 1 0.00 0.00 0.00 Spread 2 0.00 0.00 0.00 Spread 3 0.00 0.00 0.00 Net Interest 102,~~969~~412,~~355~~798.5868 894,213.64 2,471,713.99 Realized Loss Amount 0.00 0.00 0.00 Cumulative Realized Loss 0.00 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 0.0000 Prepayment Penalties 0.00 0.00 0.00 Special Servicing Fee 0.00 0.00 0.00 Pass-Through Rate 7.157325 6.~~888164~~228805 6.757800

~~Prepayment~~Group ~~Detail~~Level -Collateral ~~Prepayments~~Statement ~~during~~Group ~~Current~~Total ~~Period~~Collateral ~~Summary~~Description ~~Loans~~Mixed ~~Paid~~Fixed In& ~~Full~~Arm ~~Repurchased~~Weighted ~~Loans~~Average ~~Original~~Coupon ~~Current~~Rate ~~Original~~7.384116 ~~Current~~Weighted ~~Principal~~Average ~~Principal~~Net ~~Principal~~Rate ~~Principal~~6.884116 ~~Group~~Weighted ~~Count~~Average ~~Balance~~Maturity ~~Balance~~352.00 ~~Count~~Record ~~Balance~~Date ~~Balance~~06/30/2005 ~~Group~~Principal 1And 16Interest 1Constant 12,~~596~~988,~~550~~716.0019 1Beginning Loan Count 11,~~591~~102 Loans Paid In Full 251 Ending Loan Count 10,~~002.36~~851 0Beginning ~~0.00~~Scheduled 0Balance 1,860,473,449.0024 ~~Group~~Ending 2Scheduled 86Balance 161,~~651~~802,~~939~~636,236.0099 16Scheduled Principal 1,~~601~~540,~~166~~422.5932 0Unscheduled ~~0.00~~Principal 056,296,789.0093 ~~Group~~Scheduled 3Interest ~~19 1~~11,~~495~~448,~~058~~293.0087 1Servicing Fee 775,~~489,992~~197.7627 0Master Servicing Fee 0.00 Trustee Fee 0.00 ~~Group~~Fry 4Amount ~~54 9,037,640~~0.00 ~~9,008,276.13~~Special 0Hazard Fee 0.00 Other Fee 0.00 ~~Group~~Pool 5Insurance 13Fee ~~3,280,950~~0.00 ~~3,269,835.69~~Spread 01 0.00 Spread 2 0.00 ~~Group~~Spread 63 ~~40 16,986,874~~0.00 16Net Interest 10,~~928~~673,~~507~~096.2960 0Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 ~~Total~~Percentage ~~228~~of ~~49,049,011.00~~Cumulative ~~48,888,780.82~~Losses 0.0000 Prepayment Penalties 0.00 Special Servicing Fee 0.00 Pass-Through Rate 6.884116

Prepayment Detail - Prepayments during Current Period ~~(continued)~~ Summary ~~Substitution~~ Loans ~~Liquidated~~Paid ~~Loans~~In ~~Curtailments~~Full Repurchased Loans Original Current Original Current Principal Principal Principal Principal ~~Curtailment~~ Group Count Balance Balance Count Balance Balance ~~Amount~~ Group 1 013 01,883,880.00 01,873,165.0033 0 0.00 0.00 ~~10,158.15~~ Group 2 0108 020,350,572.00 020,266,286.0012 0 0.00 0.00 ~~34,836.97~~ Group 3 013 01,465,780.00 01,458,456.0054 0 0.00 0.00 ~~5,427.38~~ Group 4 060 09,764,236.00 09,722,836.0089 0 0.00 0.00 ~~20,560.08~~ Group 5 011 03,904,065.00 03,885,899.0066 0 0.00 0.00 ~~2,783.86~~ Group 6 046 019,131,530.00 019,055,751.0067 0 0.00 0.00 ~~24,803.04~~ Total 0251 056,500,063.00 056,262,396.0021 0 0.00 0.00 ~~98,569.48~~

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount Group 1 0066048372 MN 78.10 01-Feb-2005 164,000.00 163,257.78 Group 1 0067689190 CA 100.00 01-Feb-2005 35,000.00 34,902.85 Group 1 0067798835 PA 90.00 01-Feb-2005 76,500.00 76,278.98 Group 1 0067917393 IL 100.00 01-Feb-2005 25,320.00 25,236.08 Group 1 0068476399 WI 100.00 01-Feb-2005 25,980.00 25,946.04 Group 1 0068571199 MD 69.46 01-Feb-2005 166,000.00 165,284.27 Group 1 0068759836 WI 100.00 01-Feb-2005 36,600.00 36,537.00 Group 1 0068967033 NV 70.00 01-Feb-2005 266,000.00 264,819.25 Group 1 0069004679 NE 73.33 01-Feb-2005 99,000.00 98,573.14 Group 1 0069288231 CA 100.00 01-Feb-2005 55,000.00 54,904.34 Group 1 0069319952 FL 80.00 01-Feb-2005 120,000.00 119,544.58 Group 1 0069738870 TN 74.27 01-Feb-2005 50,500.00 50,321.24 Group 1 0069776193 FL 80.00 01-Feb-2005 150,400.00 149,893.77 Group 1 0070054036 NM 100.00 01-Feb-2005 32,600.00 32,545.13 Group 1 0096797345 FL 65.00 01-Jan-2005 109,200.00 108,831.51 Group 1 0101923621 CA 85.00 01-Feb-2005 184,450.00 183,504.86 Group 2 0062100813 NJ 43.48 01-Nov-2004 100,000.00 99,433.78 Group 2 0064194699 WI 90.00 01-Feb-2005 117,000.00 116,573.28 Group 2 0064580434 IL 80.00 01-Jan-2005 220,000.00 218,973.91 Group 2 0064650658 MN 82.73 01-Feb-2005 182,000.00 181,004.08 Group 2 0065991572 MD 90.00 01-Feb-2005 243,000.00 242,188.29 Group 2 0066023417 AZ 72.86 01-Feb-2005 136,000.00 135,413.63 Group 2 0066075870 WA 80.50 01-Feb-2005 189,175.00 188,505.44 Group 2 0066197351 CA 80.00 01-Jan-2005 208,000.00 206,940.53 Group 2 0066640038 CA 90.00 01-Feb-2005 139,500.00 139,075.74 Group 2 0066688359 MD 75.00 01-Feb-2005 120,000.00 119,602.62 Group 2 0066790999 MA 54.85 01-Feb-2005 130,000.00 129,460.91 Group 2 0067015032 MD 88.92 01-Jan-2005 289,000.00 288,054.59 Group 2 0067360156 CA 75.00 01-Feb-2005 277,500.00 276,828.05 Group 2 0067467035 CA 80.00 01-Jan-2005 236,000.00 235,004.36 Group 2 0067500959 IL 94.89 01-Feb-2005 223,000.00 222,170.33 Group 2 0067507079 IL 80.00 01-Feb-2005 160,000.00 159,416.46 Group 2 0067597674 CA 90.00 01-Feb-2005 346,500.00 345,198.06 Group 2 0067743112 NY 80.00 01-Feb-2005 296,000.00 295,033.41 Group 2 0067897074 CA 80.00 01-Feb-2005 300,000.00 298,849.52 Group 2 0067931394 CA 81.35 01-Feb-2005 333,550.00 331,950.97 Group 2 0068002831 NY 19.75 01-Feb-2005 155,000.00 154,344.55 Group 2 0068025832 IL 90.00 01-Feb-2005 108,000.00 107,632.04 Group 2 0068037159 NV 75.00 01-Feb-2005 187,500.00 186,816.20 Group 2 0068106954 AK 53.96 01-Feb-2005 75,000.00 74,692.04 Group 2 0068158716 CA 75.00 01-Jan-2005 345,000.00 343,084.82 Group 2 0068171990 CA 90.00 01-Feb-2005 202,500.00 201,972.42 Group 2 0068211598 MI 90.00 01-Feb-2005 88,200.00 87,954.17 Group 2 0068217355 MN 90.00 01-Feb-2005 157,410.00 156,869.39 Group 2 0068237197 FL 85.00 01-Feb-2005 204,000.00 203,373.22 Group 2 0068244151 TX 78.57 01-Feb-2005 88,000.00 87,635.08 Group 2 0068324755 FL 61.70 01-Feb-2005 145,000.00 144,455.13 Group 2 0068345750 CA 73.00 01-Feb-2005 73,000.00 72,751.80 Group 2 0068350875 NJ 90.00 01-Feb-2005 217,800.00 217,134.61 Group 2 0068399674 CA 89.87 01-Feb-2005 337,000.00 335,384.45 Group 2 0068407634 NJ 74.89 01-Feb-2005 167,000.00 166,449.12 Group 2 0068424639 IN 80.00 01-Feb-2005 59,600.00 59,389.03 Group 2 0068437995 CA 82.45 01-Feb-2005 404,000.00 402,451.59 Group 2 0068475151 WI 80.00 01-Feb-2005 103,920.00 103,573.71 Group 2 0068524636 CA 75.00 01-Feb-2005 322,500.00 321,335.53 Group 2 0068540517 CA 80.00 01-Feb-2005 124,800.00 124,379.89 Group 2 0068562354 FL 90.00 01-Feb-2005 224,100.00 223,468.05 Group 2 0068610310 CA 62.73 01-Feb-2005 207,000.00 206,214.43 Group 2 0068667518 CA 65.00 01-Feb-2005 320,450.00 319,559.73 Group 2 0068685999 CA 38.10 01-Feb-2005 120,000.00 119,467.34 Group 2 0068697473 NV 90.00 01-Feb-2005 151,200.00 150,740.19 Group 2 0068833714 MN 90.00 01-Feb-2005 153,000.00 152,497.65 Group 2 0068874635 CA 66.75 01-Feb-2005 133,500.00 132,841.41 Group 2 0068912393 WI 80.00 01-Feb-2005 112,000.00 111,648.83 Group 2 0068946599 FL 95.00 01-Feb-2005 99,750.00 99,452.74 Group 2 0068970474 CA 80.00 01-Feb-2005 269,660.00 268,646.74 Group 2 0069010072 AZ 80.00 01-Feb-2005 172,000.00 171,340.75 Group 2 0069033439 AZ 95.00 01-Feb-2005 115,900.00 115,380.70 Group 2 0069048874 IL 85.00 01-Feb-2005 119,000.00 118,589.24 Group 2 0069080471 FL 80.00 01-Feb-2005 96,800.00 96,280.10 Group 2 0069085751 GA 80.00 01-Feb-2005 172,000.00 171,444.01 Group 2 0069086999 MD 80.00 01-Feb-2005 150,400.00 149,607.28 Group 2 0069126910 WI 80.00 01-Feb-2005 220,000.00 219,197.63 Group 2 0069149359 FL 80.00 01-Feb-2005 184,800.00 184,098.17 Group 2 0069179158 PA 70.62 01-Feb-2005 125,000.00 124,450.49 Group 2 0069193878 NY 73.56 01-Feb-2005 320,000.00 318,749.06 Group 2 0069210995 IL 80.00 01-Feb-2005 326,400.00 325,098.62 Group 2 0069235752 IL 85.00 01-Feb-2005 161,500.00 160,938.09 Group 2 0069237998 KY 83.09 01-Feb-2005 166,175.00 165,544.38 Group 2 0069252799 PA 64.78 01-Feb-2005 160,000.00 159,368.29 Group 2 0069293397 CA 43.75 01-Feb-2005 115,500.00 114,953.40 Group 2 0069362994 IL 80.00 01-Feb-2005 139,600.00 139,188.27 Group 2 0069396158 CA 85.00 01-Feb-2005 267,750.00 266,441.71 Group 2 0069449270 CA 80.00 01-Feb-2005 256,000.00 254,948.82 Group 2 0069488559 NY 80.00 01-Feb-2005 256,000.00 255,297.51 Group 2 0069575116 NJ 90.00 01-Feb-2005 345,600.00 344,047.25 Group 2 0069595791 IL 71.90 01-Feb-2005 197,000.00 196,330.18 Group 2 0069683597 IL 69.23 01-Feb-2005 225,000.00 224,120.41 Group 2 0069746519 CA 73.44 01-Feb-2005 235,000.00 234,224.79 Group 2 0069748390 CA 67.93 01-Feb-2005 278,500.00 277,220.58 Group 2 0069953636 RI 66.74 01-Feb-2005 287,000.00 285,788.41 Group 2 0070170477 GA 95.00 01-Mar-2005 88,350.00 88,117.61 Group 2 0097900666 CA 70.00 01-Jan-2005 172,900.00 172,564.07 Group 2 0098144066 CA 57.56 01-Jan-2005 259,000.00 258,426.88 Group 2 0099664641 CA 55.10 01-Jan-2005 109,100.00 108,511.58 Group 2 0100402767 MI 90.00 01-Feb-2005 270,000.00 269,025.06 Group 2 0100626324 CA 65.00 01-Jan-2005 126,750.00 126,352.19 Group 2 0100685627 CA 75.00 01-Feb-2005 150,000.00 149,605.11 Group 2 0101639862 IL 80.00 01-Feb-2005 279,200.00 277,899.43 Group 2 0101659803 NV 90.00 01-Feb-2005 134,099.00 133,703.49 Group 2 0101743169 IL 90.00 01-Feb-2005 256,500.00 255,270.35 Group 2 0101952166 MN 75.00 01-Feb-2005 111,000.00 110,770.67 Group 3 0061570115 FL 100.00 01-Nov-2004 26,980.00 26,899.47 Group 3 0062083217 AZ 100.00 01-Oct-2004 25,400.00 25,338.33 Group 3 0064493034 IL 100.00 01-Dec-2004 35,000.00 34,639.95 Group 3 0064494651 OH 36.88 01-Jan-2005 59,000.00 58,696.78 Group 3 0064583115 IL 100.00 01-Dec-2004 36,400.00 36,305.53 Group 3 0065704470 NY 85.00 01-Jan-2005 107,950.00 107,574.31 Group 3 0065785354 CA 41.98 01-Jan-2005 170,000.00 168,952.16 Group 3 0066225350 IA 44.64 01-Jan-2005 50,000.00 49,571.49 Group 3 0067454439 CA 60.00 01-Feb-2005 105,000.00 104,624.60 Group 3 0068274919 OH 82.46 01-Jan-2005 87,000.00 86,473.79 Group 3 0068319276 IL 100.00 01-Feb-2005 41,000.00 40,901.75 Group 3 0068541036 FL 100.00 01-Feb-2005 67,412.00 67,247.01 Group 3 0068581156 FL 82.69 01-Feb-2005 129,000.00 128,146.57 Group 3 0068970714 CA 100.00 01-Feb-2005 67,415.00 67,321.89 Group 3 0069121119 IL 100.00 01-Feb-2005 35,600.00 35,517.34 Group 3 0069375277 IL 100.00 01-Feb-2005 76,000.00 75,891.44 Group 3 0069458594 MI 90.00 01-Feb-2005 51,761.00 51,638.25 Group 3 0070108675 FL 100.00 01-Feb-2005 46,640.00 46,525.84 Group 3 0101900322 CA 74.60 01-Feb-2005 277,500.00 276,729.02 Group 4 0062308812 MD 95.00 01-Nov-2004 80,750.00 80,171.66 Group 4 0063606198 IL 100.00 01-Nov-2004 185,000.00 184,033.18 Group 4 0063726293 WA 80.00 01-Jan-2005 100,800.00 100,395.54 Group 4 0064768054 OR 89.29 01-Feb-2005 125,000.00 124,506.47 Group 4 0064809239 PA 90.00 01-Feb-2005 261,000.00 260,038.60 Group 4 0065086878 NY 60.00 01-Dec-2004 276,000.00 275,423.99 Group 4 0065332975 FL 90.00 01-Feb-2005 69,300.00 69,140.78 Group 4 0065361875 OR 90.00 01-Jan-2005 119,700.00 119,169.17 Group 4 0065489171 MO 75.00 01-Feb-2005 83,625.00 83,434.87 Group 4 0065824336 MI 60.25 01-Feb-2005 97,000.00 96,577.66 Group 4 0065998932 WI 90.00 01-Feb-2005 85,500.00 85,245.22 Group 4 0066118118 AZ 90.00 01-Feb-2005 162,000.00 161,481.57 Group 4 0066783713 NY 60.00 01-Feb-2005 270,000.00 269,015.32 Group 4 0066905357 CA 90.00 01-Feb-2005 184,500.00 183,753.17 Group 4 0067583153 IL 90.00 01-Feb-2005 342,000.00 340,714.93 Group 4 0067586834 CA 85.00 01-Feb-2005 195,500.00 194,687.73 Group 4 0067651034 CO 71.00 01-Feb-2005 88,750.00 88,532.81 Group 4 0067812479 MD 80.00 01-Feb-2005 136,000.00 135,396.28 Group 4 0067814590 NJ 69.44 01-Feb-2005 250,000.00 249,060.63 Group 4 0067847434 FL 90.00 01-Feb-2005 77,400.00 77,155.38 Group 4 0067984237 CA 90.00 01-Feb-2005 202,500.00 201,919.71 Group 4 0068038793 CA 89.36 01-Jan-2005 348,500.00 346,431.71 Group 4 0068215318 WI 90.00 01-Feb-2005 150,300.00 149,694.82 Group 4 0068255751 CA 84.20 01-Feb-2005 242,500.00 241,423.55 Group 4 0068400712 CT 90.00 01-Feb-2005 80,460.00 80,271.19 Group 4 0068440395 NY 85.00 01-Feb-2005 267,750.00 266,583.98 Group 4 0068466671 WA 88.87 01-Feb-2005 113,750.00 113,287.47 Group 4 0068468354 PA 75.00 01-Feb-2005 60,000.00 59,793.94 Group 4 0068484674 MO 85.00 01-Feb-2005 129,965.00 129,500.37 Group 4 0068492917 AZ 90.00 01-Feb-2005 198,450.00 197,852.62 Group 4 0068511393 MI 32.92 01-Feb-2005 53,000.00 52,786.58 Group 4 0068612159 NV 83.00 01-Feb-2005 245,680.00 245,121.56 Group 4 0068660992 AZ 90.00 01-Feb-2005 130,500.00 130,094.31 Group 4 0068694199 IN 80.00 01-Feb-2005 60,000.00 59,776.75 Group 4 0068715630 MD 90.00 01-Feb-2005 139,500.00 138,892.64 Group 4 0068743350 MD 85.00 01-Feb-2005 187,850.00 187,119.28 Group 4 0068831593 FL 85.00 01-Feb-2005 193,800.00 193,147.68 Group 4 0068863919 MI 60.24 01-Feb-2005 50,000.00 49,849.47 Group 4 0068870591 NV 90.00 01-Feb-2005 211,500.00 210,705.30 Group 4 0068900919 NJ 94.92 01-Feb-2005 299,000.00 297,887.65 Group 4 0068906312 OR 100.00 01-Feb-2005 200,000.00 197,590.71 Group 4 0068908516 CA 85.49 01-Feb-2005 138,500.00 137,867.12 Group 4 0069028991 CT 90.00 01-Feb-2005 198,000.00 197,333.53 Group 4 0069031359 CA 90.00 01-Feb-2005 229,410.00 228,760.68 Group 4 0069112274 MD 67.83 01-Feb-2005 156,000.00 155,215.69 Group 4 0069191997 GA 80.00 01-Feb-2005 88,000.00 87,689.34 Group 4 0069208791 FL 85.00 01-Feb-2005 164,900.00 164,122.58 Group 4 0069213031 CA 83.75 01-Feb-2005 335,000.00 333,283.56 Group 4 0069345072 IL 90.00 01-Feb-2005 180,000.00 179,316.92 Group 4 0069393759 CA 90.00 01-Feb-2005 355,500.00 353,846.89 Group 4 0069690956 TX 75.00 01-Feb-2005 135,000.00 134,718.12 Group 4 0069875433 IL 80.00 01-Feb-2005 68,000.00 67,738.90 Group 4 0097349542 MD 62.00 01-Feb-2005 173,600.00 173,294.01 Group 4 0101493948 MI 70.00 01-Feb-2005 60,900.00 60,739.68 Group 5 0064504871 MD 80.00 01-Jan-2005 372,000.00 370,179.49 Group 5 0064566359 CT 75.00 01-Dec-2004 198,000.00 197,012.46 Group 5 0064627854 MI 48.00 01-Jan-2005 60,000.00 59,664.36 Group 5 0065205635 AZ 85.00 01-Jan-2005 114,750.00 114,148.79 Group 5 0065470296 AZ 100.00 01-Feb-2005 77,000.00 76,894.67 Group 5 0066536715 MA 84.94 01-Feb-2005 361,000.00 360,116.68 Group 5 0066643198 NY 55.26 01-Jan-2005 105,000.00 104,486.10 Group 5 0067174755 CA 68.44 01-Jan-2005 109,500.00 108,886.29 Group 5 0067581033 CA 80.00 01-Jan-2005 408,000.00 405,903.53 Group 5 0067836155 AK 90.00 01-Feb-2005 313,200.00 312,304.40 Group 5 0068083112 CA 90.00 01-Feb-2005 441,000.00 439,162.21 Group 5 0068924711 NV 78.05 01-Feb-2005 160,000.00 159,430.87 Group 5 0069438232 CA 74.47 01-Feb-2005 561,500.00 559,148.83 Group 6 0060583556 FL 70.00 01-Oct-2004 60,900.00 60,146.77 Group 6 0065541674 CA 74.30 01-Jan-2005 371,500.00 369,572.42 Group 6 0065730673 FL 80.00 01-Jan-2005 209,600.00 208,724.56 Group 6 0066765439 CT 69.64 01-Feb-2005 696,400.00 693,623.43 Group 6 0066888199 CA 80.00 01-Jan-2005 360,000.00 357,801.93 Group 6 0066980392 IL 74.59 01-Feb-2005 675,000.00 671,893.36 Group 6 0067089037 CA 90.00 01-Feb-2005 607,500.00 604,416.67 Group 6 0067423558 NY 95.00 01-Jan-2005 370,500.00 369,115.18 Group 6 0067554915 CA 90.00 01-Feb-2005 449,100.00 447,044.84 Group 6 0067596155 CA 85.00 01-Jan-2005 484,500.00 481,936.92 Group 6 0067636035 NY 70.00 01-Feb-2005 402,500.00 400,457.14 Group 6 0067732917 CA 88.00 01-Feb-2005 440,000.00 438,102.89 Group 6 0067881755 CA 80.00 01-Feb-2005 416,000.00 413,637.31 Group 6 0068013671 NY 78.13 01-Feb-2005 586,000.00 583,841.49 Group 6 0068137637 MI 80.00 01-Jan-2005 388,000.00 385,886.12 Group 6 0068212315 CA 95.00 01-Feb-2005 417,050.00 415,768.69 Group 6 0068262633 CA 80.00 01-Feb-2005 488,000.00 485,894.75 Group 6 0068356716 IL 75.00 01-Feb-2005 472,500.00 470,810.88 Group 6 0068372598 CA 90.00 01-Feb-2005 427,500.00 425,853.39 Group 6 0068433192 MD 78.40 01-Feb-2005 127,000.00 126,585.27 Group 6 0068465590 NJ 70.00 01-Feb-2005 399,000.00 397,424.32 Group 6 0068521236 CA 80.00 01-Feb-2005 372,000.00 371,127.21 Group 6 0068553395 CA 90.00 01-Feb-2005 477,000.00 475,207.69 Group 6 0068764679 FL 90.00 01-Feb-2005 630,000.00 627,176.31 Group 6 0068883396 MA 85.00 01-Feb-2005 335,750.00 334,596.89 Group 6 0068992718 CA 85.00 01-Feb-2005 365,500.00 363,877.56 Group 6 0069060671 UT 80.00 01-Feb-2005 87,200.00 86,965.61 Group 6 0069064350 CA 90.00 01-Feb-2005 414,000.00 412,349.35 Group 6 0069164598 WA 75.00 01-Feb-2005 465,000.00 463,354.24 Group 6 0069186831 CA 84.91 01-Feb-2005 450,000.00 448,515.62 Group 6 0069226835 IL 95.00 01-Feb-2005 418,000.00 416,841.09 Group 6 0069261196 MD 82.34 01-Feb-2005 658,750.00 656,000.90 Group 6 0069367431 NY 84.85 01-Mar-2005 420,000.00 418,826.51 Group 6 0069407799 NV 87.46 01-Feb-2005 551,000.00 548,647.36 Group 6 0069543510 CA 90.00 01-Feb-2005 409,500.00 408,156.00 Group 6 0069546950 CA 95.00 01-Feb-2005 370,025.00 368,111.14 Group 6 0069553634 IL 73.32 01-Feb-2005 698,000.00 694,961.15 Group 6 0069676591 CA 89.45 01-Feb-2005 499,999.00 497,106.19 Group 6 0069836153 MO 90.00 01-Feb-2005 103,500.00 103,197.87 Group 6 0099922304 CA 90.00 01-Jan-2005 413,100.00 410,827.99

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning Group 1 0066048372 Loan Paid in Full 0 6.550% 360 4 Group 1 0067689190 Loan Paid in Full 0 10.400% 360 4 Group 1 0067798835 Loan Paid in Full 0 8.800% 360 4 Group 1 0067917393 Loan Paid in Full 0 11.750% 360 4 Group 1 0068476399 Loan Paid in Full 0 12.600% 360 4 Group 1 0068571199 Loan Paid in Full (1) 6.800% 360 4 Group 1 0068759836 Loan Paid in Full 0 11.250% 360 4 Group 1 0068967033 Loan Paid in Full 0 6.650% 360 4 Group 1 0069004679 Loan Paid in Full 0 6.800% 360 4 Group 1 0069288231 Loan Paid in Full 1 11.200% 360 4 Group 1 0069319952 Loan Paid in Full (1) 7.450% 360 4 Group 1 0069738870 Loan Paid in Full 0 7.800% 360 4 Group 1 0069776193 Loan Paid in Full 0 8.050% 360 4 Group 1 0070054036 Loan Paid in Full 0 11.350% 360 4 Group 1 0096797345 Loan Paid in Full 0 8.950% 360 5 Group 1 0101923621 Loan Paid in Full 0 5.900% 360 4 Group 2 0062100813 Loan Paid in Full 0 7.850% 360 7 Group 2 0064194699 Loan Paid in Full 0 7.650% 360 4 Group 2 0064580434 Loan Paid in Full 0 7.350% 360 5 Group 2 0064650658 Loan Paid in Full 0 5.550% 360 4 Group 2 0065991572 Loan Paid in Full 0 8.100% 360 4 Group 2 0066023417 Loan Paid in Full 0 6.800% 360 4 Group 2 0066075870 Loan Paid in Full 0 7.800% 360 4 Group 2 0066197351 Loan Paid in Full 0 6.900% 360 5 Group 2 0066640038 Loan Paid in Full 0 8.550% 360 4 Group 2 0066688359 Loan Paid in Full 0 8.200% 360 4 Group 2 0066790999 Loan Paid in Full 0 7.000% 360 4 Group 2 0067015032 Loan Paid in Full 0 9.100% 360 5 Group 2 0067360156 Loan Paid in Full 0 9.650% 360 4 Group 2 0067467035 Loan Paid in Full 0 7.850% 360 5 Group 2 0067500959 Loan Paid in Full 0 7.550% 360 4 Group 2 0067507079 Loan Paid in Full 0 7.650% 360 4 Group 2 0067597674 Loan Paid in Full 0 7.500% 360 4 Group 2 0067743112 Loan Paid in Full (1) 8.200% 360 4 Group 2 0067897074 Loan Paid in Full 0 7.400% 360 4 Group 2 0067931394 Loan Paid in Full 0 6.250% 360 4 Group 2 0068002831 Loan Paid in Full 0 6.900% 360 4 Group 2 0068025832 Loan Paid in Full 0 7.990% 360 4 Group 2 0068037159 Loan Paid in Full 0 7.650% 360 4 Group 2 0068106954 Loan Paid in Full (1) 7.050% 360 4 Group 2 0068158716 Loan Paid in Full (1) 6.450% 360 5 Group 2 0068171990 Loan Paid in Full 0 9.300% 360 4 Group 2 0068211598 Loan Paid in Full 0 8.975% 360 4 Group 2 0068217355 Loan Paid in Full 0 7.950% 360 4 Group 2 0068237197 Loan Paid in Full 0 8.500% 360 4 Group 2 0068244151 Loan Paid in Full (1) 7.000% 360 4 Group 2 0068324755 Loan Paid in Full 0 7.500% 360 4 Group 2 0068345750 Loan Paid in Full 0 8.000% 360 4 Group 2 0068350875 Loan Paid in Full 0 8.550% 360 4 Group 2 0068399674 Loan Paid in Full 0 6.250% 360 4 Group 2 0068407634 Loan Paid in Full 0 8.150% 360 4 Group 2 0068424639 Loan Paid in Full 0 7.800% 360 4 Group 2 0068437995 Loan Paid in Full 0 7.400% 360 4 Group 2 0068475151 Loan Paid in Full 0 8.100% 360 4 Group 2 0068524636 Loan Paid in Full 0 7.700% 360 4 Group 2 0068540517 Loan Paid in Full 2 8.050% 360 4 Group 2 0068562354 Loan Paid in Full 0 8.925% 360 4 Group 2 0068610310 Loan Paid in Full 0 7.450% 360 4 Group 2 0068667518 Loan Paid in Full 0 8.990% 360 4 Group 2 0068685999 Loan Paid in Full (1) 6.650% 360 4 Group 2 0068697473 Loan Paid in Full 0 8.550% 360 4 Group 2 0068833714 Loan Paid in Full 0 8.550% 360 4 Group 2 0068874635 Loan Paid in Full 0 6.100% 360 4 Group 2 0068912393 Loan Paid in Full (1) 8.400% 360 4 Group 2 0068946599 Loan Paid in Full 0 8.650% 360 4 Group 2 0068970474 Loan Paid in Full 0 7.500% 360 4 Group 2 0069010072 Loan Paid in Full 0 7.400% 360 4 Group 2 0069033439 Loan Paid in Full 0 8.750% 360 4 Group 2 0069048874 Loan Paid in Full 0 7.925% 360 4 Group 2 0069080471 Loan Paid in Full 0 5.650% 360 4 Group 2 0069085751 Loan Paid in Full 0 8.250% 360 4 Group 2 0069086999 Loan Paid in Full 0 5.750% 360 4 Group 2 0069126910 Loan Paid in Full 0 7.650% 360 4 Group 2 0069149359 Loan Paid in Full 0 7.450% 360 4 Group 2 0069179158 Loan Paid in Full 0 6.700% 360 4 Group 2 0069193878 Loan Paid in Full 0 7.300% 360 4 Group 2 0069210995 Loan Paid in Full 0 7.200% 360 4 Group 2 0069235752 Loan Paid in Full 0 7.900% 360 4 Group 2 0069237998 Loan Paid in Full 0 7.450% 360 4 Group 2 0069252799 Loan Paid in Full 0 7.250% 360 4 Group 2 0069293397 Loan Paid in Full 0 6.900% 360 4 Group 2 0069362994 Loan Paid in Full 0 8.700% 360 4 Group 2 0069396158 Loan Paid in Full 0 6.150% 360 4 Group 2 0069449270 Loan Paid in Full 0 7.050% 360 4 Group 2 0069488559 Loan Paid in Full 0 9.050% 360 4 Group 2 0069575116 Loan Paid in Full 0 6.990% 360 4 Group 2 0069595791 Loan Paid in Full 0 8.000% 360 4 Group 2 0069683597 Loan Paid in Full 0 7.300% 360 4 Group 2 0069746519 Loan Paid in Full 0 8.150% 360 4 Group 2 0069748390 Loan Paid in Full 0 6.900% 360 4 Group 2 0069953636 Loan Paid in Full 0 7.350% 360 4 Group 2 0070170477 Loan Paid in Full 0 8.150% 360 4 Group 2 0097900666 Loan Paid in Full 0 11.550% 360 5 Group 2 0098144066 Loan Paid in Full 0 10.950% 360 5 Group 2 0099664641 Loan Paid in Full 0 6.600% 360 5 Group 2 0100402767 Loan Paid in Full 0 7.700% 360 4 Group 2 0100626324 Loan Paid in Full 0 9.300% 360 5 Group 2 0100685627 Loan Paid in Full 0 9.250% 360 4 Group 2 0101639862 Loan Paid in Full 0 6.400% 360 4 Group 2 0101659803 Loan Paid in Full 0 8.700% 360 4 Group 2 0101743169 Loan Paid in Full (1) 6.250% 360 4 Group 2 0101952166 Loan Paid in Full 0 10.400% 360 4 Group 3 0061570115 Loan Paid in Full 0 10.950% 360 7 Group 3 0062083217 Loan Paid in Full 0 12.450% 360 8 Group 3 0064493034 Loan Paid in Full 0 11.300% 360 6 Group 3 0064494651 Loan Paid in Full 0 6.850% 360 5 Group 3 0064583115 Loan Paid in Full 0 10.950% 360 6 Group 3 0065704470 Loan Paid in Full 0 8.800% 360 5 Group 3 0065785354 Loan Paid in Full 0 5.900% 360 5 Group 3 0066225350 Loan Paid in Full 0 7.000% 360 5 Group 3 0067454439 Loan Paid in Full 0 7.750% 360 4 Group 3 0068274919 Loan Paid in Full 0 6.000% 360 5 Group 3 0068319276 Loan Paid in Full (1) 9.700% 360 4 Group 3 0068541036 Loan Paid in Full 0 9.600% 360 4 Group 3 0068581156 Loan Paid in Full (1) 6.250% 360 4 Group 3 0068970714 Loan Paid in Full 0 12.250% 360 4 Group 3 0069121119 Loan Paid in Full 0 9.850% 360 4 Group 3 0069375277 Loan Paid in Full 0 12.100% 360 4 Group 3 0069458594 Loan Paid in Full 0 9.750% 360 4 Group 3 0070108675 Loan Paid in Full 0 9.600% 360 4 Group 3 0101900322 Loan Paid in Full 0 8.990% 360 4 Group 4 0062308812 Loan Paid in Full 0 6.650% 360 7 Group 4 0063606198 Loan Paid in Full 0 8.250% 360 7 Group 4 0063726293 Loan Paid in Full 0 8.100% 360 5 Group 4 0064768054 Loan Paid in Full 0 7.250% 360 4 Group 4 0064809239 Loan Paid in Full 0 7.600% 360 4 Group 4 0065086878 Loan Paid in Full 0 11.950% 360 6 Group 4 0065332975 Loan Paid in Full 0 9.900% 360 4 Group 4 0065361875 Loan Paid in Full 0 7.600% 360 5 Group 4 0065489171 Loan Paid in Full 0 9.950% 360 4 Group 4 0065824336 Loan Paid in Full 0 6.750% 360 4 Group 4 0065998932 Loan Paid in Full 0 8.650% 360 4 Group 4 0066118118 Loan Paid in Full 0 8.300% 360 4 Group 4 0066783713 Loan Paid in Full 0 7.650% 360 4 Group 4 0066905357 Loan Paid in Full 0 7.150% 360 4 Group 4 0067583153 Loan Paid in Full 0 7.500% 360 4 Group 4 0067586834 Loan Paid in Full 0 6.990% 360 4 Group 4 0067651034 Loan Paid in Full 0 9.600% 360 4 Group 4 0067812479 Loan Paid in Full 0 6.650% 360 4 Group 4 0067814590 Loan Paid in Full (1) 7.500% 360 4 Group 4 0067847434 Loan Paid in Full 0 8.500% 360 4 Group 4 0067984237 Loan Paid in Full 0 8.840% 360 4 Group 4 0068038793 Loan Paid in Full 0 6.100% 360 5 Group 4 0068215318 Loan Paid in Full (1) 7.150% 360 4 Group 4 0068255751 Loan Paid in Full 0 6.650% 360 4 Group 4 0068400712 Loan Paid in Full 0 9.800% 360 4 Group 4 0068440395 Loan Paid in Full 0 6.750% 360 4 Group 4 0068466671 Loan Paid in Full 0 7.100% 360 4 Group 4 0068468354 Loan Paid in Full 0 7.950% 360 4 Group 4 0068484674 Loan Paid in Full 0 7.750% 360 4 Group 4 0068492917 Loan Paid in Full 0 8.600% 360 4 Group 4 0068511393 Loan Paid in Full (1) 7.150% 360 4 Group 4 0068612159 Loan Paid in Full 2 9.950% 360 4 Group 4 0068660992 Loan Paid in Full 0 8.990% 360 4 Group 4 0068694199 Loan Paid in Full 0 7.550% 360 4 Group 4 0068715630 Loan Paid in Full 0 6.750% 360 4 Group 4 0068743350 Loan Paid in Full 0 7.325% 360 4 Group 4 0068831593 Loan Paid in Full 0 8.050% 360 4 Group 4 0068863919 Loan Paid in Full 0 8.600% 360 4 Group 4 0068870591 Loan Paid in Full 1 7.500% 360 4 Group 4 0068900919 Loan Paid in Full 1 7.550% 360 4 Group 4 0068906312 Loan Paid in Full 0 7.700% 360 4 Group 4 0068908516 Loan Paid in Full 0 6.500% 360 4 Group 4 0069028991 Loan Paid in Full 0 8.050% 360 4 Group 4 0069031359 Loan Paid in Full 0 8.900% 360 4 Group 4 0069112274 Loan Paid in Full 0 6.000% 360 4 Group 4 0069191997 Loan Paid in Full 0 7.813% 360 4 Group 4 0069208791 Loan Paid in Full 0 6.350% 360 4 Group 4 0069213031 Loan Paid in Full 0 5.900% 360 4 Group 4 0069345072 Loan Paid in Full 0 7.450% 360 4 Group 4 0069393759 Loan Paid in Full 0 6.875% 360 4 Group 4 0069690956 Loan Paid in Full 0 10.350% 360 4 Group 4 0069875433 Loan Paid in Full 0 7.900% 360 4 Group 4 0097349542 Loan Paid in Full 0 11.150% 360 4 Group 4 0101493948 Loan Paid in Full 0 9.250% 360 4 Group 5 0064504871 Loan Paid in Full 0 7.100% 360 5 Group 5 0064566359 Loan Paid in Full 0 7.800% 360 6 Group 5 0064627854 Loan Paid in Full 0 6.650% 360 5 Group 5 0065205635 Loan Paid in Full 0 6.750% 360 5 Group 5 0065470296 Loan Paid in Full 0 12.300% 360 4 Group 5 0066536715 Loan Paid in Full 2 9.600% 360 4 Group 5 0066643198 Loan Paid in Full 0 7.100% 360 5 Group 5 0067174755 Loan Paid in Full 0 6.400% 360 5 Group 5 0067581033 Loan Paid in Full 0 6.850% 360 5 Group 5 0067836155 Loan Paid in Full 0 8.850% 360 4 Group 5 0068083112 Loan Paid in Full 1 6.990% 360 4 Group 5 0068924711 Loan Paid in Full (1) 7.775% 360 4 Group 5 0069438232 Loan Paid in Full 0 6.950% 360 4 Group 6 0060583556 Loan Paid in Full 0 8.550% 360 8 Group 6 0065541674 Loan Paid in Full 0 6.800% 360 5 Group 6 0065730673 Loan Paid in Full (1) 7.900% 360 5 Group 6 0066765439 Loan Paid in Full 0 7.200% 360 4 Group 6 0066888199 Loan Paid in Full 0 5.950% 360 5 Group 6 0066980392 Loan Paid in Full 0 6.850% 360 4 Group 6 0067089037 Loan Paid in Full 0 5.950% 360 4 Group 6 0067423558 Loan Paid in Full 0 8.450% 360 5 Group 6 0067554915 Loan Paid in Full 0 6.500% 360 4 Group 6 0067596155 Loan Paid in Full 0 6.700% 360 5 Group 6 0067636035 Loan Paid in Full 0 5.950% 360 4 Group 6 0067732917 Loan Paid in Full 0 6.800% 360 4 Group 6 0067881755 Loan Paid in Full 0 5.350% 360 4 Group 6 0068013671 Loan Paid in Full 0 7.600% 360 4 Group 6 0068137637 Loan Paid in Full 0 6.550% 360 5 Group 6 0068212315 Loan Paid in Full 0 8.500% 360 4 Group 6 0068262633 Loan Paid in Full 0 6.800% 360 4 Group 6 0068356716 Loan Paid in Full 0 7.750% 360 4 Group 6 0068372598 Loan Paid in Full 0 7.375% 360 4 Group 6 0068433192 Loan Paid in Full 0 8.200% 360 4 Group 6 0068465590 Loan Paid in Full 0 7.250% 360 4 Group 6 0068521236 Loan Paid in Full 2 9.800% 360 4 Group 6 0068553395 Loan Paid in Full 0 7.500% 360 4 Group 6 0068764679 Loan Paid in Full 0 6.600% 360 4 Group 6 0068883396 Loan Paid in Full 0 7.950% 360 4 Group 6 0068992718 Loan Paid in Full 0 6.650% 360 4 Group 6 0069060671 Loan Paid in Full 0 9.150% 360 4 Group 6 0069064350 Loan Paid in Full 0 7.200% 360 4 Group 6 0069164598 Loan Paid in Full 0 7.800% 360 4 Group 6 0069186831 Loan Paid in Full 1 8.150% 360 4 Group 6 0069226835 Loan Paid in Full 0 9.000% 360 4 Group 6 0069261196 Loan Paid in Full 0 7.000% 360 4 Group 6 0069367431 Loan Paid in Full 1 7.850% 360 4 Group 6 0069407799 Loan Paid in Full 1 6.850% 360 4 Group 6 0069543510 Loan Paid in Full 0 8.175% 360 4 Group 6 0069546950 Loan Paid in Full 0 5.850% 360 4 Group 6 0069553634 Loan Paid in Full 1 6.750% 360 4 Group 6 0069676591 Loan Paid in Full 0 5.250% 360 4 Group 6 0069836153 Loan Paid in Full (1) 8.750% 360 4 Group 6 0099922304 Loan Paid in Full 0 6.500% 360 5 This report has been complied from data provided to Wells Fargo by third parties. Wells Fargo has not confirmed the accuracy of this data and assumes no duty to do so. Wells Fargo disclaims any responsibility for the accuracy of the data.

Summary SMM CPR PSA Current Month 2.564% Current Month 26.776% Current Month 3,196.272% 3 Month Average 1.982% 3 Month Average 21.252% 3 Month Average 3,397.837% 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. Jul-2004 N/A N/A Jul-2004 N/A N/A Aug-2004 N/A N/A Aug-2004 N/A N/A Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 10.230% N/A Mar-2005 4,372.853% N/A Apr-2005 16.706% N/A Apr-2005 3,818.330% N/A May-2005 20.273% N/A May-2005 3,178.908% N/A Jun-2005 26.776% N/A Jun-2005 3,196.272% 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 Current Month 1.469% Current Month 16.273% Current Month 1,845.449% 3 Month Average 1.332% 3 Month Average 14.852% 3 Month Average 2,314.040% 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. Jul-2004 N/A N/A Jul-2004 N/A N/A Aug-2004 N/A N/A Aug-2004 N/A N/A Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 5.638% N/A Mar-2005 2,028.243% N/A Apr-2005 15.541% N/A Apr-2005 3,225.237% N/A May-2005 12.741% N/A May-2005 1,871.433% N/A Jun-2005 16.273% N/A Jun-2005 1,845.449% 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 Current Month 2.561% Current Month 26.748% Current Month 3,205.281% 3 Month Average 2.010% 3 Month Average 21.512% 3 Month Average 3,446.721% 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. Jul-2004 N/A N/A Jul-2004 N/A N/A Aug-2004 N/A N/A Aug-2004 N/A N/A Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 10.254% N/A Mar-2005 4,444.159% N/A Apr-2005 16.199% N/A Apr-2005 3,731.450% N/A May-2005 21.588% N/A May-2005 3,403.430% N/A Jun-2005 26.748% N/A Jun-2005 3,205.281% 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 Current Month 1.406% Current Month 15.623% Current Month 1,779.573% 3 Month Average 0.788% 3 Month Average 8.886% 3 Month Average 1,159.937% 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. Jul-2004 N/A N/A Jul-2004 N/A N/A Aug-2004 N/A N/A Aug-2004 N/A N/A Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 2.167% N/A Mar-2005 780.399% N/A Apr-2005 1.188% N/A Apr-2005 248.571% N/A May-2005 9.847% N/A May-2005 1,451.668% N/A Jun-2005 15.623% N/A Jun-2005 1,779.573% 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 Current Month 2.182% Current Month 23.256% Current Month 2,783.799% 3 Month Average 1.756% 3 Month Average 19.074% 3 Month Average 3,046.856% 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. Jul-2004 N/A N/A Jul-2004 N/A N/A Aug-2004 N/A N/A Aug-2004 N/A N/A Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 10.066% N/A Mar-2005 4,332.292% N/A Apr-2005 13.993% N/A Apr-2005 3,214.333% N/A May-2005 19.972% N/A May-2005 3,142.434% N/A Jun-2005 23.256% N/A Jun-2005 2,783.799% 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 5 SMM CPR PSA Current Month 1.863% Current Month 20.200% Current Month 2,378.806% 3 Month Average 0.996% 3 Month Average 11.095% 3 Month Average 1,623.158% 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. Jul-2004 N/A N/A Jul-2004 N/A N/A Aug-2004 N/A N/A Aug-2004 N/A N/A Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 7.843% N/A Mar-2005 3,151.793% N/A Apr-2005 7.005% N/A Apr-2005 1,555.662% N/A May-2005 6.078% N/A May-2005 935.007% N/A Jun-2005 20.200% N/A Jun-2005 2,378.806% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 6 SMM CPR PSA Current Month 3.716% Current Month 36.518% Current Month 4,455.467% 3 Month Average 2.943% 3 Month Average 29.983% 3 Month Average 5,027.817% 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. Jul-2004 N/A N/A Jul-2004 N/A N/A Aug-2004 N/A N/A Aug-2004 N/A N/A Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 13.890% N/A Mar-2005 6,480.972% N/A Apr-2005 26.145% N/A Apr-2005 6,228.006% N/A May-2005 27.286% N/A May-2005 4,399.979% N/A Jun-2005 36.518% N/A Jun-2005 4,455.467% 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. This report has been complied from data provided to Wells Fargo by third parties. Wells Fargo has not confirmed the accuracy of this data and assumes no duty to do so. Wells Fargo disclaims any responsibility for the accuracy of the data. Calculation Methodology: Single Month Mortality (SMM): (Partial and full prepayments + Repurchases) / (Beginning Scheduled Balance - Scheduled Principal) Conditional PrePayment Rate (CPR): 1 - ((1 - SMM)^12) PSA Standard Prepayment Model: 100 * CPR / (0.2 * MIN(30,WAS)) Weighted Average Seasoning (WAS): sum((Original Term - Remaining Term)*(Current Scheduled Balance/Deal Scheduled Principal Balance))

Prepayment - Voluntary Prepayments

Realized Loss Report - Collateral Summary

MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs 12mo Average* SDA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jul-2004 N/A N/A Jul-2004 N/A N/A~~ Aug-2004 N/A N/A Aug-2004 N/A N/A Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 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 *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs 12mo Average* Loss Severity: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jul-2004 N/A N/A Jul-2004 N/A N/A~~ Aug-2004 N/A N/A Aug-2004 N/A N/A Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 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 *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 MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs 12mo Average* SDA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jul-2004 N/A N/A Jul-2004 N/A N/A~~ Aug-2004 N/A N/A Aug-2004 N/A N/A Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 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 *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs 12mo Average* Loss Severity: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jul-2004 N/A N/A Jul-2004 N/A N/A~~ Aug-2004 N/A N/A Aug-2004 N/A N/A Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 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 *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 MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs 12mo Average* SDA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jul-2004 N/A N/A Jul-2004 N/A N/A~~ Aug-2004 N/A N/A Aug-2004 N/A N/A Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 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 *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs 12mo Average* Loss Severity: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jul-2004 N/A N/A Jul-2004 N/A N/A~~ Aug-2004 N/A N/A Aug-2004 N/A N/A Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 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 *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 MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs 12mo Average* SDA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jul-2004 N/A N/A Jul-2004 N/A N/A~~ Aug-2004 N/A N/A Aug-2004 N/A N/A Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 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 *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs 12mo Average* Loss Severity: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jul-2004 N/A N/A Jul-2004 N/A N/A~~ Aug-2004 N/A N/A Aug-2004 N/A N/A Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 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 *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 MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs 12mo Average* SDA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jul-2004 N/A N/A Jul-2004 N/A N/A~~ Aug-2004 N/A N/A Aug-2004 N/A N/A Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 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 *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs 12mo Average* Loss Severity: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jul-2004 N/A N/A Jul-2004 N/A N/A~~ Aug-2004 N/A N/A Aug-2004 N/A N/A Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 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 *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 5 MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs 12mo Average* SDA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jul-2004 N/A N/A Jul-2004 N/A N/A~~ Aug-2004 N/A N/A Aug-2004 N/A N/A Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 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 *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs 12mo Average* Loss Severity: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jul-2004 N/A N/A Jul-2004 N/A N/A~~ Aug-2004 N/A N/A Aug-2004 N/A N/A Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 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 *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 6 MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs 12mo Average* SDA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jul-2004 N/A N/A Jul-2004 N/A N/A~~ Aug-2004 N/A N/A Aug-2004 N/A N/A Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 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 *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs 12mo Average* Loss Severity: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jul-2004 N/A N/A Jul-2004 N/A N/A~~ Aug-2004 N/A N/A Aug-2004 N/A N/A Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 N/A N/A Feb-2005 N/A N/A Mar-2005 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 *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. This report has been complied from data provided to Wells Fargo by third parties. Wells Fargo has not confirmed the accuracy of this data and assumes no duty to do so. Wells Fargo disclaims any responsibility for the accuracy of the data. 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)

Filing Compare · Park Place Securities, Inc., Asset-Backed Pass-Through Certificates, Series 2005-WHQ1