8-K 1 pps05ww1_10508.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): August 25, 2005 PARK PLACE SECURITIES, INC. Asset Backed Pass-Through Certificates, Series 2005-WW1 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-121784-07 54-2175585 Pooling and Servicing Agreement) (Commission 54-2175586 (State or other File Number) 54-2175587 jurisdiction 54-2175588 of Incorporation) 54-2175589 54-2175590 54-2175591 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 August 25, 2005 a distribution was made to holders of PARK PLACE SECURITIES, INC., Asset Backed Pass-Through Certificates, Series 2005-WW1 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-WW1 Trust, relating to the August 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-WW1 Trust (Registrant) By: Wells Fargo Bank, N.A. as Trustee By: /s/ Beth Belfield as Officer By: Beth Belfield as Officer Date: 8/29/2005 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Asset Backed Pass-Through Certificates, Series 2005-WW1 Trust, relating to the August 25, 2005 distribution. EX-99.1

Park Place Securities, Inc Asset Backed Pass-Through Certificates Record Date: 67/3029/2005 Distribution Date: 78/25/2005 Park Place Securities, Inc Asset Backed Pass-Through Certificates Series 2005-WCW1 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 A-1A 70069FKR7 SEN 3.~~52438~~67000% ~~198~~195,~~428~~129,~~714~~477.1195 ~~543~~616,~~929~~663.7035 A-1B 70069FKS5 SEN 3.~~57438~~72000% 4948,~~607~~782,~~178~~369.5349 ~~137~~156,~~911~~266.5919 A-2A 70069FKT3 SEN 3.~~54438~~69000% ~~622~~612,~~445~~719,~~797~~112.1214 1,~~715~~946,~~921~~914.2398 A-2B 70069FKU0 SEN 3.~~59438~~74000% ~~155~~153,~~612~~180,~~435~~748.1752 ~~435~~493,~~034~~327.6211 A-3A 70069FKA4 SEN 3.~~40438~~55000% ~~413~~397,~~476~~467,~~314~~410.9449 1,~~094~~215,~~823~~035.7279 A-3B 70069FKB2 SEN 3.~~47438~~62000% 212,420,000.00 ~~574~~662,~~021~~160.6234 A-3C 70069FKC0 SEN 3.~~55438~~70000% 291,050,000.00 ~~804~~927,~~612~~317.9064 A-3D 70069FKD8 SEN 3.~~65438~~80000% 113,964,000.00 ~~323~~372,~~919~~915.3753 M-1 70069FKE6 MEZ 3.~~76438~~91000% 88,400,000.00 ~~258~~297,~~822~~637.0489 M-2 70069FKF3 MEZ 3.~~78438~~93000% 76,700,000.00 ~~225~~259,~~759~~565.2958 M-3 70069FKG1 MEZ 3.~~80438~~95000% 48,100,000.00 ~~142~~163,~~326~~606.0881 M-4 70069FKH9 MEZ 34.~~94438~~09000% 42,900,000.00 ~~131~~151,~~610~~091.8142 M-5 70069FKJ5 MEZ 34.~~97438~~12000% 41,600,000.00 ~~128~~147,~~593~~587.2756 M-6 70069FKK2 MEZ 4.~~03438~~18000% 39,000,000.00 ~~122~~140,~~376~~378.1933 M-7 70069FKL0 MEZ 4.~~51438~~66000% 35,100,000.00 ~~123~~140,~~242~~848.5750 M-8 70069FKM8 MEZ 4.~~66438~~81000% 28,600,000.00 ~~103~~118,~~756~~459.5461 M-9 70069FKN6 MEZ 5.~~11438~~26000% 22,100,000.00 87100,~~910~~100.5172 M-10 70069FKP1 MEZ 5.~~81438~~96000% 19,500,000.00 88100,~~184~~078.7633 M-11 70069FKQ9 MEZ 5.~~81438~~96000% 20,800,000.00 94106,~~063~~750.7522 M-12 70069FKV8 MEZ 5.~~81438~~96000% 23,400,000.00 ~~105~~120,~~821~~094.7200 CE PPS05WW1CE SUB 0.00000% 32,500,001.00 25,~~361~~127,~~719~~861.1591 P PPS05WW1P SEN 0.00000% 100.00 ~~326~~593,~~975~~459.4560 RX PPS05WW1RX RES 0.00000% 0.00 0.00 R PPS05WW1R RES 0.00000% 0.00 0.00 Totals 2,~~575~~543,~~704~~413,~~540~~219.8759 913,~~931~~958,~~336~~121.8841

Certificateholder Distribution Summary (continued) Current Ending Cumulative Principal Realized Certificate Total Realized Class Distribution Loss Balance Distribution Losses A-1A 35,~~299~~176,~~236~~176.1605 0.00 ~~195~~189,~~129~~953,~~477~~301.9590 35,~~843~~792,~~165~~839.8640 0.00 A-1B ~~824~~1,~~809~~294,044.0401 0.00 4847,~~782~~488,~~369~~325.4948 ~~962~~1,~~720~~450,310.6320 0.00 A-2A 915,~~726~~852,~~684~~355.9881 0.00 ~~612~~596,~~719~~866,~~112~~756.1433 1117,~~442~~799,~~606~~270.2179 0.00 A-2B 23,~~431~~963,~~686~~114.6506 0.00 ~~153~~149,~~180~~217,~~748~~634.5246 24,~~866~~456,~~721~~441.2717 0.00 A-3A 1627,~~008~~205,~~904~~841.4551 0.00 ~~397~~370,~~467~~261,~~410~~568.4998 1728,~~103~~420,~~728~~877.1730 0.00 A-3B 0.00 0.00 212,420,000.00 ~~574~~662,~~021~~160.6234 0.00 A-3C 0.00 0.00 291,050,000.00 ~~804~~927,~~612~~317.9064 0.00 A-3D 0.00 0.00 113,964,000.00 ~~323~~372,~~919~~915.3753 0.00 M-1 0.00 0.00 88,400,000.00 ~~258~~297,~~822~~637.0489 0.00 M-2 0.00 0.00 76,700,000.00 ~~225~~259,~~759~~565.2958 0.00 M-3 0.00 0.00 48,100,000.00 ~~142~~163,~~326~~606.0881 0.00 M-4 0.00 0.00 42,900,000.00 ~~131~~151,~~610~~091.8142 0.00 M-5 0.00 0.00 41,600,000.00 ~~128~~147,~~593~~587.2756 0.00 M-6 0.00 0.00 39,000,000.00 ~~122~~140,~~376~~378.1933 0.00 M-7 0.00 0.00 35,100,000.00 ~~123~~140,~~242~~848.5750 0.00 M-8 0.00 0.00 28,600,000.00 ~~103~~118,~~756~~459.5461 0.00 M-9 0.00 0.00 22,100,000.00 87100,~~910~~100.5172 0.00 M-10 0.00 0.00 19,500,000.00 88100,~~184~~078.7633 0.00 M-11 0.00 0.00 20,800,000.00 94106,~~063~~750.7522 0.00 M-12 0.00 0.00 23,400,000.00 ~~105~~120,~~821~~094.7200 0.00 CE 0.00 0.00 32,500,001.00 25,~~361~~127,~~719~~861.1591 0.00 P 0.00 0.00 100.00 ~~326~~593,~~975~~459.4560 0.00 RX 0.00 0.00 0.00 0.00 0.00 R 0.00 0.00 0.00 0.00 0.00 Totals 3253,~~291~~491,~~321~~531.2844 0.00 2,~~543~~489,~~413~~921,~~219~~688.5915 4267,~~222~~449,~~658~~652.1685 0.00 All distributions required by the Pooling and Servicing Agreement have been calculated by the Certificate Administrator on behalf of the Trustee. This report has been compiled from information provided to Wells Fargo Bank, N.A. by various third parties, which may include the Servicer, Master Servicer, Special Servicer and others. Wells Fargo Bank, N.A. has not independently confirmed the accuracy of information received from these third parties and assumes no duty to do so. Wells Fargo Bank, N.A. expressly disclaims any responsibility for the accuracy or completeness of information furnished by third parties.

Principal Distribution Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Realized Class Amount Balance Distribution Distribution Accretion Loss (1) A-1A 200,000,000.00 ~~198~~195,~~428~~129,~~714~~477.1195 0.00 35,~~299~~176,~~236~~176.1605 0.00 0.00 A-1B 50,000,000.00 4948,~~607~~782,~~178~~369.5349 0.00 ~~824~~1,~~809~~294,044.0401 0.00 0.00 A-2A 631,356,000.00 ~~622~~612,~~445~~719,~~797~~112.1214 0.00 915,~~726~~852,~~684~~355.9881 0.00 0.00 A-2B 157,840,000.00 ~~155~~153,~~612~~180,~~435~~748.1752 0.00 23,~~431~~963,~~686~~114.6506 0.00 0.00 A-3A 424,670,000.00 ~~413~~397,~~476~~467,~~314~~410.9449 0.00 1627,~~008~~205,~~904~~841.4551 0.00 0.00 A-3B 212,420,000.00 212,420,000.00 0.00 0.00 0.00 0.00 A-3C 291,050,000.00 291,050,000.00 0.00 0.00 0.00 0.00 A-3D 113,964,000.00 113,964,000.00 0.00 0.00 0.00 0.00 M-1 88,400,000.00 88,400,000.00 0.00 0.00 0.00 0.00 M-2 76,700,000.00 76,700,000.00 0.00 0.00 0.00 0.00 M-3 48,100,000.00 48,100,000.00 0.00 0.00 0.00 0.00 M-4 42,900,000.00 42,900,000.00 0.00 0.00 0.00 0.00 M-5 41,600,000.00 41,600,000.00 0.00 0.00 0.00 0.00 M-6 39,000,000.00 39,000,000.00 0.00 0.00 0.00 0.00 M-7 35,100,000.00 35,100,000.00 0.00 0.00 0.00 0.00 M-8 28,600,000.00 28,600,000.00 0.00 0.00 0.00 0.00 M-9 22,100,000.00 22,100,000.00 0.00 0.00 0.00 0.00 M-10 19,500,000.00 19,500,000.00 0.00 0.00 0.00 0.00 M-11 20,800,000.00 20,800,000.00 0.00 0.00 0.00 0.00 M-12 23,400,000.00 23,400,000.00 0.00 0.00 0.00 0.00 CE 32,499,979.76 32,500,001.00 0.00 0.00 0.00 0.00 P 100.00 100.00 0.00 0.00 0.00 0.00 RX 0.00 0.00 0.00 0.00 0.00 0.00 R 0.00 0.00 0.00 0.00 0.00 0.00 Totals 2,600,000,079.76 2,~~575~~543,~~704~~413,~~540~~219.8759 0.00 3253,~~291~~491,~~321~~531.2844 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 A-1A 35,~~299~~176,~~236~~176.1605 ~~195~~189,~~129~~953,~~477~~301.9590 0.~~97564739~~94976651 35,~~299~~176,~~236~~176.1605 A-1B ~~824~~1,~~809~~294,044.0401 4847,~~782~~488,~~369~~325.4948 0.~~97564739~~94976651 ~~824~~1,~~809~~294,044.0401 A-2A 915,~~726~~852,~~684~~355.9881 ~~612~~596,~~719~~866,~~112~~756.1433 0.~~97048117~~94537275 915,~~726~~852,~~684~~355.9881 A-2B 23,~~431~~963,~~686~~114.6506 ~~153~~149,~~180~~217,~~748~~634.5246 0.~~97048117~~94537275 23,~~431~~963,~~686~~114.6506 A-3A 1627,~~008~~205,~~904~~841.4551 ~~397~~370,~~467~~261,~~410~~568.4998 0.~~93594417~~87188068 1627,~~008~~205,~~904~~841.4551 A-3B 0.00 212,420,000.00 1.00000000 0.00 A-3C 0.00 291,050,000.00 1.00000000 0.00 A-3D 0.00 113,964,000.00 1.00000000 0.00 M-1 0.00 88,400,000.00 1.00000000 0.00 M-2 0.00 76,700,000.00 1.00000000 0.00 M-3 0.00 48,100,000.00 1.00000000 0.00 M-4 0.00 42,900,000.00 1.00000000 0.00 M-5 0.00 41,600,000.00 1.00000000 0.00 M-6 0.00 39,000,000.00 1.00000000 0.00 M-7 0.00 35,100,000.00 1.00000000 0.00 M-8 0.00 28,600,000.00 1.00000000 0.00 M-9 0.00 22,100,000.00 1.00000000 0.00 M-10 0.00 19,500,000.00 1.00000000 0.00 M-11 0.00 20,800,000.00 1.00000000 0.00 M-12 0.00 23,400,000.00 1.00000000 0.00 CE 0.00 32,500,001.00 1.00000065 0.00 P 0.00 100.00 1.00000000 0.00 RX 0.00 0.00 0.00000000 0.00 R 0.00 0.00 0.00000000 0.00 Totals 3253,~~291~~491,~~321~~531.2844 2,~~543~~489,~~413~~921,~~219~~688.5915 0.~~97823582~~95766216 3253,~~291~~491,~~321~~531.2844

Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion A-1A 200,000,000.00 ~~992~~975.~~14357055~~64738975 0.00000000 1625.~~49618080~~88088025 0.00000000 A-1B 50,000,000.00 ~~992~~975.~~14357060~~64738980 0.00000000 1625.~~49618080~~88088020 0.00000000 A-2A 631,356,000.00 ~~985~~970.~~88719695~~48117408 0.00000000 1525.~~40602288~~10842664 0.00000000 A-2B 157,840,000.00 ~~985~~970.~~88719697~~48117410 0.00000000 1525.~~40602287~~10842663 0.00000000 A-3A 424,670,000.00 ~~973~~935.~~64145087~~94416957 0.00000000 3764.~~69728130~~06348814 0.00000000 A-3B 212,420,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A-3C 291,050,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A-3D 113,964,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-1 88,400,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-2 76,700,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-3 48,100,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-4 42,900,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-5 41,600,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-6 39,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-7 35,100,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-8 28,600,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-9 22,100,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-10 19,500,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-11 20,800,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-12 23,400,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 CE 32,499,979.76 1000.00065354 0.00000000 0.00000000 0.00000000 P 100.00 1000.00000000 0.00000000 0.00000000 0.00000000 RX 0.00 0.00000000 0.00000000 0.00000000 0.00000000 R 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 A-1A 0.00000000 1625.~~49618080~~88088025 ~~975~~949.~~64738975~~76650950 0.~~97564739~~94976651 1625.~~49618080~~88088025 A-1B 0.00000000 1625.~~49618080~~88088020 ~~975~~949.~~64738980~~76650960 0.~~97564739~~94976651 1625.~~49618080~~88088020 A-2A 0.00000000 1525.~~40602288~~10842664 ~~970~~945.~~48117408~~37274744 0.~~97048117~~94537275 1525.~~40602288~~10842664 A-2B 0.00000000 1525.~~40602287~~10842663 ~~970~~945.~~48117410~~37274747 0.~~97048117~~94537275 1525.~~40602287~~10842663 A-3A 0.00000000 3764.~~69728130~~06348814 ~~935~~871.~~94416957~~88068142 0.~~93594417~~87188068 3764.~~69728130~~06348814 A-3B 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 A-3C 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 A-3D 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M-1 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M-2 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M-3 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M-4 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M-5 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M-6 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M-7 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M-8 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M-9 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M-10 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M-11 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M-12 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 CE 0.00000000 0.00000000 1,000.00065354 1.00000065 0.00000000 P 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 RX 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R 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 A-1A 200,000,000.00 3.~~52438~~67000% ~~198~~195,~~428~~129,~~714~~477.1195 ~~543~~616,~~929~~663.7035 0.00 0.00 A-1B 50,000,000.00 3.~~57438~~72000% 4948,~~607~~782,~~178~~369.5349 ~~137~~156,~~911~~266.5919 0.00 0.00 A-2A 631,356,000.00 3.~~54438~~69000% ~~622~~612,~~445~~719,~~797~~112.1214 1,~~715~~946,~~921~~914.2398 0.00 0.00 A-2B 157,840,000.00 3.~~59438~~74000% ~~155~~153,~~612~~180,~~435~~748.1752 ~~435~~493,~~034~~327.6211 0.00 0.00 A-3A 424,670,000.00 3.~~40438~~55000% ~~413~~397,~~476~~467,~~314~~410.9449 1,~~094~~215,~~823~~035.7279 0.00 0.00 A-3B 212,420,000.00 3.~~47438~~62000% 212,420,000.00 ~~574~~662,~~021~~160.6234 0.00 0.00 A-3C 291,050,000.00 3.~~55438~~70000% 291,050,000.00 ~~804~~927,~~612~~317.9064 0.00 0.00 A-3D 113,964,000.00 3.~~65438~~80000% 113,964,000.00 ~~323~~372,~~919~~915.3753 0.00 0.00 M-1 88,400,000.00 3.~~76438~~91000% 88,400,000.00 ~~258~~297,~~822~~637.0489 0.00 0.00 M-2 76,700,000.00 3.~~78438~~93000% 76,700,000.00 ~~225~~259,~~759~~565.2958 0.00 0.00 M-3 48,100,000.00 3.~~80438~~95000% 48,100,000.00 ~~142~~163,~~326~~606.0881 0.00 0.00 M-4 42,900,000.00 34.~~94438~~09000% 42,900,000.00 ~~131~~151,~~610~~091.8142 0.00 0.00 M-5 41,600,000.00 34.~~97438~~12000% 41,600,000.00 ~~128~~147,~~593~~587.2756 0.00 0.00 M-6 39,000,000.00 4.~~03438~~18000% 39,000,000.00 ~~122~~140,~~376~~378.1933 0.00 0.00 M-7 35,100,000.00 4.~~51438~~66000% 35,100,000.00 ~~123~~140,~~242~~848.5750 0.00 0.00 M-8 28,600,000.00 4.~~66438~~81000% 28,600,000.00 ~~103~~118,~~756~~459.5461 0.00 0.00 M-9 22,100,000.00 5.~~11438~~26000% 22,100,000.00 87100,~~910~~100.5172 0.00 0.00 M-10 19,500,000.00 5.~~81438~~96000% 19,500,000.00 88100,~~184~~078.7633 0.00 0.00 M-11 20,800,000.00 5.~~81438~~96000% 20,800,000.00 94106,~~063~~750.7522 0.00 0.00 M-12 23,400,000.00 5.~~81438~~96000% 23,400,000.00 ~~105~~120,~~821~~094.7200 0.00 0.00 CE 32,499,979.76 0.00000% 32,500,001.00 0.00 0.00 0.00 P 100.00 0.00000% 100.00 0.00 0.00 0.00 RX 0.00 0.00000% 0.00 0.00 0.00 0.00 R 0.00 0.00000% 2,~~575~~543,~~704~~411,~~540~~845.8673 0.00 0.00 0.00 Totals 2,600,000,079.76 78,~~242~~236,~~642~~799.2890 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 A-1A 0.00 0.00 ~~543~~616,~~929~~663.7035 0.00 ~~195~~189,~~129~~953,~~477~~301.9590 A-1B 0.00 0.00 ~~137~~156,~~911~~266.5919 0.00 4847,~~782~~488,~~369~~325.4948 A-2A 0.00 0.00 1,~~715~~946,~~921~~914.2398 0.00 ~~612~~596,~~719~~866,~~112~~756.1433 A-2B 0.00 0.00 ~~435~~493,~~034~~327.6211 0.00 ~~153~~149,~~180~~217,~~748~~634.5246 A-3A 0.00 0.00 1,~~094~~215,~~823~~035.7279 0.00 ~~397~~370,~~467~~261,~~410~~568.4998 A-3B 0.00 0.00 ~~574~~662,~~021~~160.6234 0.00 212,420,000.00 A-3C 0.00 0.00 ~~804~~927,~~612~~317.9064 0.00 291,050,000.00 A-3D 0.00 0.00 ~~323~~372,~~919~~915.3753 0.00 113,964,000.00 M-1 0.00 0.00 ~~258~~297,~~822~~637.0489 0.00 88,400,000.00 M-2 0.00 0.00 ~~225~~259,~~759~~565.2958 0.00 76,700,000.00 M-3 0.00 0.00 ~~142~~163,~~326~~606.0881 0.00 48,100,000.00 M-4 0.00 0.00 ~~131~~151,~~610~~091.8142 0.00 42,900,000.00 M-5 0.00 0.00 ~~128~~147,~~593~~587.2756 0.00 41,600,000.00 M-6 0.00 0.00 ~~122~~140,~~376~~378.1933 0.00 39,000,000.00 M-7 0.00 0.00 ~~123~~140,~~242~~848.5750 0.00 35,100,000.00 M-8 0.00 0.00 ~~103~~118,~~756~~459.5461 0.00 28,600,000.00 M-9 0.00 0.00 87100,~~910~~100.5172 0.00 22,100,000.00 M-10 0.00 0.00 88100,~~184~~078.7633 0.00 19,500,000.00 M-11 0.00 0.00 94106,~~063~~750.7522 0.00 20,800,000.00 M-12 0.00 0.00 ~~105~~120,~~821~~094.7200 0.00 23,400,000.00 CE 0.00 0.00 25,~~361~~127,~~719~~861.1591 0.00 32,500,001.00 P 0.00 0.00 ~~326~~593,~~975~~459.4560 0.00 100.00 RX 0.00 0.00 0.00 0.00 0.00 R 0.00 0.00 0.00 0.00 2,~~543~~489,~~413~~921,~~219~~688.5814 Totals 0.00 0.00 913,~~931~~958,~~336~~121.8841 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 A-1A 200,000,000.00 3.~~52438~~67000% ~~992~~975.~~14357055~~64738975 23.~~71964850~~08331675 0.00000000 0.00000000 A-1B 50,000,000.00 3.~~57438~~72000% ~~992~~975.~~14357060~~64738980 23.~~75823180~~12532380 0.00000000 0.00000000 A-2A 631,356,000.00 3.~~54438~~69000% ~~985~~970.~~88719695~~48117408 23.~~71783468~~08370393 0.00000000 0.00000000 A-2B 157,840,000.00 3.~~59438~~74000% ~~985~~970.~~88719697~~48117410 23.~~75617473~~12548853 0.00000000 0.00000000 A-3A 424,670,000.00 3.~~40438~~55000% ~~973~~935.~~64145087~~94416957 2.~~57805760~~86112932 0.00000000 0.00000000 A-3B 212,420,000.00 3.~~47438~~62000% 1000.00000000 23.~~70229555~~11722220 0.00000000 0.00000000 A-3C 291,050,000.00 3.~~55438~~70000% 1000.00000000 23.~~76451778~~18611111 0.00000000 0.00000000 A-3D 113,964,000.00 3.~~65438~~80000% 1000.00000000 23.~~84229555~~27222219 0.00000000 0.00000000 M-1 88,400,000.00 3.~~76438~~91000% 1000.00000000 23.~~92785113~~36694446 0.00000000 0.00000000 M-2 76,700,000.00 3.~~78438~~93000% 1000.00000000 23.~~94340665~~38416662 0.00000000 0.00000000 M-3 48,100,000.00 3.~~80438~~95000% 1000.00000000 23.~~95896216~~40138898 0.00000000 0.00000000 M-4 42,900,000.00 34.~~94438~~09000% 1000.00000000 3.~~06785105~~52194452 0.00000000 0.00000000 M-5 41,600,000.00 34.~~97438~~12000% 1000.00000000 3.~~09118438~~54777788 0.00000000 0.00000000 M-6 39,000,000.00 4.~~03438~~18000% 1000.00000000 3.~~13785103~~59944436 0.00000000 0.00000000 M-7 35,100,000.00 4.~~51438~~66000% 1000.00000000 34.~~51118433~~01277778 0.00000000 0.00000000 M-8 28,600,000.00 4.~~66438~~81000% 1000.00000000 34.~~62785105~~14194441 0.00000000 0.00000000 M-9 22,100,000.00 5.~~11438~~26000% 1000.00000000 34.~~97785113~~52944434 0.00000000 0.00000000 M-10 19,500,000.00 5.~~81438~~96000% 1000.00000000 45.~~52229538~~13222205 0.00000000 0.00000000 M-11 20,800,000.00 5.~~81438~~96000% 1000.00000000 45.~~52229567~~13222212 0.00000000 0.00000000 M-12 23,400,000.00 5.~~81438~~96000% 1000.00000000 45.~~52229573~~13222222 0.00000000 0.00000000 CE 32,499,979.76 0.00000% 1000.00065354 0.00000000 0.00000000 0.00000000 P 100.00 0.00000% 1000.00000000 0.00000000 0.00000000 0.00000000 RX 0.00 0.00000% 0.00000000 0.00000000 0.00000000 0.00000000 R 0.00 0.00000% ~~990~~978.~~65556225~~23529527 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 A-1A 0.00000000 0.00000000 23.~~71964850~~08331675 0.00000000 ~~975~~949.~~64738975~~76650950 A-1B 0.00000000 0.00000000 23.~~75823180~~12532380 0.00000000 ~~975~~949.~~64738980~~76650960 A-2A 0.00000000 0.00000000 23.~~71783468~~08370393 0.00000000 ~~970~~945.~~48117408~~37274744 A-2B 0.00000000 0.00000000 23.~~75617473~~12548853 0.00000000 ~~970~~945.~~48117410~~37274747 A-3A 0.00000000 0.00000000 2.~~57805760~~86112932 0.00000000 ~~935~~871.~~94416957~~88068142 A-3B 0.00000000 0.00000000 23.~~70229555~~11722220 0.00000000 1000.00000000 A-3C 0.00000000 0.00000000 23.~~76451778~~18611111 0.00000000 1000.00000000 A-3D 0.00000000 0.00000000 23.~~84229555~~27222219 0.00000000 1000.00000000 M-1 0.00000000 0.00000000 23.~~92785113~~36694446 0.00000000 1000.00000000 M-2 0.00000000 0.00000000 23.~~94340665~~38416662 0.00000000 1000.00000000 M-3 0.00000000 0.00000000 23.~~95896216~~40138898 0.00000000 1000.00000000 M-4 0.00000000 0.00000000 3.~~06785105~~52194452 0.00000000 1000.00000000 M-5 0.00000000 0.00000000 3.~~09118438~~54777788 0.00000000 1000.00000000 M-6 0.00000000 0.00000000 3.~~13785103~~59944436 0.00000000 1000.00000000 M-7 0.00000000 0.00000000 34.~~51118433~~01277778 0.00000000 1000.00000000 M-8 0.00000000 0.00000000 34.~~62785105~~14194441 0.00000000 1000.00000000 M-9 0.00000000 0.00000000 34.~~97785113~~52944434 0.00000000 1000.00000000 M-10 0.00000000 0.00000000 45.~~52229538~~13222205 0.00000000 1000.00000000 M-11 0.00000000 0.00000000 45.~~52229567~~13222212 0.00000000 1000.00000000 M-12 0.00000000 0.00000000 45.~~52229573~~13222222 0.00000000 1000.00000000 CE 0.00000000 0.00000000 72157.~~66832679~~78046472 0.00000000 1000.00065354 P 0.00000000 0.00000000 ~~3269754~~5934596.~~50000000~~00000000 0.00000000 1000.00000000 RX 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 ~~978~~957.~~23582368~~66215837 (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 4267,~~599~~696,~~557~~606.3003 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) ~~123~~362,~~424~~413.9918 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties ~~326~~593,~~975~~459.4560 Total Deposits 4368,~~049~~652,~~957~~478.7481 Withdrawals Reimbursement for Servicer Advances 0123,424.0099 Payment of Service Fee ~~827~~1,~~299~~079,400.5897 Payment of Interest and Principal 4267,~~222~~449,~~658~~652.1685 Total Withdrawals (Pool Distribution Amount) 4368,~~049~~652,~~957~~478.7481 Ending Balance 0.00

SERVICING FEES Gross Servicing Fee ~~823~~1,~~212~~059,754.1897 Custodian Fee 419,~~087~~646.4000 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee ~~827~~1,~~299~~079,400.5897

OTHER ACCOUNTS Beginning Current Current Ending Account Type Balance Withdrawals Deposits Balance Reserve Fund 0.00 ~~56,039~~0.4800 ~~56,039~~0.4800 0.00 Reserve Fund 0.00 0.00 0.00 0.00 Reserve Fund 0.00 ~~326~~593,~~975~~459.4560 ~~326~~593,~~975~~459.4560 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 010 0 0 010 01,755,457.0009 0.00 0.00 01,755,457.0009 30 Days 95205 01 0 0 95206 1838,~~021~~959,~~952~~028.6534 0171,784.0032 0.00 0.00 1839,~~021~~130,~~952~~812.6566 60 Days 072 02 0 0 074 012,871,781.0054 0786,000.00 0.00 0.00 013,657,781.0054 90 Days 01 0 0 0 01 0141,600.00 0.00 0.00 0.00 0141,600.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 95278 013 0 0 95291 1851,~~021~~972,~~952~~409.6588 02,713,241.0041 0.00 0.00 1854,~~021~~685,~~952~~651.6529 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.~~000000~~072680% 0.000000% 0.000000% 0.~~000000~~072680% 0.~~000000~~070318% 0.000000% 0.000000% 0.~~000000~~070318% 30 Days 01.~~918141~~489934% 0.~~000000~~007268% 0.000000% 0.000000% 01.~~918141~~497202% 01.~~927333~~560572% 0.~~000000~~006881% 0.000000% 0.000000% 01.~~927333~~567453% 60 Days 0.~~000000~~523294% 0.~~000000~~014536% 0.000000% 0.000000% 0.~~000000~~537830% 0.~~000000~~515602% 0.~~000000~~031485% 0.000000% 0.000000% 0.~~000000~~547086% 90 Days 0.~~000000~~007268% 0.000000% 0.000000% 0.000000% 0.~~000000~~007268% 0.~~000000~~005672% 0.000000% 0.000000% 0.000000% 0.~~000000~~005672% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 02.~~918141~~020496% 0.~~000000~~094484% 0.000000% 0.000000% 02.~~918141~~114979% 02.~~927333~~081846% 0.~~000000~~108684% 0.000000% 0.000000% 02.~~927333~~190529%

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 02 0 0 02 0197,069.0051 0.00 0.00 0197,069.0051 30 Days 932 0 0 0 932 14,~~461~~402,~~194~~907.4713 0.00 0.00 0.00 14,~~461~~402,~~194~~907.4713 60 Days 08 0 0 0 08 01,315,167.0073 0.00 0.00 0.00 01,315,167.0073 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 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 940 02 0 0 942 15,~~461~~718,~~194~~074.4786 0197,069.0051 0.00 0.00 15,~~461~~915,~~194~~144.4737 0-29 Days 0.~~000000~~126662% 0.000000% 0.000000% 0.~~000000~~126662% 0.~~000000~~082603% 0.000000% 0.000000% 0.~~000000~~082603% 30 Days 02.~~751880~~026599% 0.000000% 0.000000% 0.000000% 02.~~751880~~026599% 01.~~784009~~845505% 0.000000% 0.000000% 0.000000% 01.~~784009~~845505% 60 Days 0.~~000000~~506650% 0.000000% 0.000000% 0.000000% 0.~~000000~~506650% 0.~~000000~~551261% 0.000000% 0.000000% 0.000000% 0.~~000000~~551261% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 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 02.~~751880~~533249% 0.~~000000~~126662% 0.000000% 0.000000% 02.~~751880~~659911% 02.~~784009~~396766% 0.~~000000~~082603% 0.000000% 0.000000% 02.~~784009~~479369% 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 01 0 0 01 0270,411.0069 0.00 0.00 0270,411.0069 30 Days 20 0 0 0 20 ~~137,563~~0.1000 0.00 0.00 0.00 ~~137,563~~0.1000 60 Days 01 0 0 0 01 060,769.0077 0.00 0.00 0.00 060,769.0077 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 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 21 01 0 0 2 ~~137~~60,~~563~~769.1077 0270,411.0069 0.00 0.00 ~~137~~331,~~563~~181.1046 0-29 Days 0.~~000000~~202840% 0.000000% 0.000000% 0.~~000000~~202840% 0.~~000000~~438988% 0.000000% 0.000000% 0.~~000000~~438988% 30 Days 0.~~568182~~000000% 0.000000% 0.000000% 0.000000% 0.~~568182~~000000% 0.~~287956~~000000% 0.000000% 0.000000% 0.000000% 0.~~287956~~000000% 60 Days 0.~~000000~~202840% 0.000000% 0.000000% 0.000000% 0.~~000000~~202840% 0.~~000000~~098654% 0.000000% 0.000000% 0.000000% 0.~~000000~~098654% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.~~568182~~202840% 0.~~000000~~202840% 0.000000% 0.000000% 0.~~568182~~405680% 0.~~287956~~098654% 0.~~000000~~438988% 0.000000% 0.000000% 0.~~287956~~537642% 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 03 0 0 03 0640,209.0060 0.00 0.00 0640,209.0060 30 Days 3981 01 0 0 3982 511,~~240~~533,~~089~~122.6240 0171,784.0032 0.00 0.00 511,~~240~~704,~~089~~906.6272 60 Days 034 0 0 0 034 04,426,412.0075 0.00 0.00 0.00 04,426,412.0075 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 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 39115 04 0 0 39119 515,~~240~~959,~~089~~535.6215 0811,993.0092 0.00 0.00 516,~~240~~771,~~089~~529.6207 0-29 Days 0.~~000000~~059571% 0.000000% 0.000000% 0.~~000000~~059571% 0.~~000000~~084976% 0.000000% 0.000000% 0.~~000000~~084976% 30 Days 1.~~020942~~608419% 0.~~000000~~019857% 0.000000% 0.000000% 1.~~020942~~628276% 01.~~894328~~530807% 0.~~000000~~022801% 0.000000% 0.000000% 01.~~894328~~553609% 60 Days 0.~~000000~~675139% 0.000000% 0.000000% 0.000000% 0.~~000000~~675139% 0.~~000000~~587524% 0.000000% 0.000000% 0.000000% 0.~~000000~~587524% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 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 12.~~020942~~283558% 0.~~000000~~079428% 0.000000% 0.000000% 12.~~020942~~362986% 02.~~894328~~118331% 0.~~000000~~107777% 0.000000% 0.000000% 02.~~894328~~226108% 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 01 0 0 01 096,681.0007 0.00 0.00 096,681.0007 30 Days 611 0 0 0 611 1,~~128~~826,~~639~~725.9046 0.00 0.00 0.00 1,~~128~~826,~~639~~725.9046 60 Days 03 0 0 0 03 0382,730.00 0.00 0.00 0.00 0382,730.00 90 Days 01 0 0 0 01 0141,600.00 0.00 0.00 0.00 0141,600.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 615 01 0 0 616 12,~~128~~351,~~639~~055.9046 096,681.0007 0.00 0.00 12,~~128~~447,~~639~~736.9053 0-29 Days 0.~~000000~~071023% 0.000000% 0.000000% 0.~~000000~~071023% 0.~~000000~~050277% 0.000000% 0.000000% 0.~~000000~~050277% 30 Days 0.~~583658~~781250% 0.000000% 0.000000% 0.000000% 0.~~583658~~781250% 0.~~756721~~949959% 0.000000% 0.000000% 0.000000% 0.~~756721~~949959% 60 Days 0.~~000000~~213068% 0.000000% 0.000000% 0.000000% 0.~~000000~~213068% 0.~~000000~~199033% 0.000000% 0.000000% 0.000000% 0.~~000000~~199033% 90 Days 0.~~000000~~071023% 0.000000% 0.000000% 0.000000% 0.~~000000~~071023% 0.~~000000~~073637% 0.000000% 0.000000% 0.000000% 0.~~000000~~073637% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 01.~~583658~~065341% 0.~~000000~~071023% 0.000000% 0.000000% 01.~~583658~~136364% 01.~~756721~~222629% 0.~~000000~~050277% 0.000000% 0.000000% 01.~~756721~~272906% 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 02 0 0 02 0444,911.0074 0.00 0.00 0444,911.0074 30 Days 3672 0 0 0 3672 920,~~426~~230,~~116~~392.3560 0.00 0.00 0.00 920,~~426~~230,~~116~~392.3560 60 Days 023 02 0 0 025 06,057,001.0029 0786,000.00 0.00 0.00 06,843,001.0029 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 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 3695 04 0 0 3699 926,~~426~~287,~~116~~393.3589 01,230,911.0074 0.00 0.00 927,~~426~~518,~~116~~305.3563 0-29 Days 0.~~000000~~049322% 0.000000% 0.000000% 0.~~000000~~049322% 0.~~000000~~044717% 0.000000% 0.000000% 0.~~000000~~044717% 30 Days 1.~~183821~~775586% 0.000000% 0.000000% 0.000000% 1.~~183821~~775586% 12.~~214870~~033302% 0.000000% 0.000000% 0.000000% 12.~~214870~~033302% 60 Days 0.~~000000~~567201% 0.~~000000~~049322% 0.000000% 0.000000% 0.~~000000~~616523% 0.~~000000~~608773% 0.~~000000~~078999% 0.000000% 0.000000% 0.~~000000~~687772% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 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 12.~~183821~~342787% 0.~~000000~~098644% 0.000000% 0.000000% 12.~~183821~~441430% 12.~~214870~~642075% 0.~~000000~~123716% 0.000000% 0.000000% 12.~~214870~~765790% 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 01 0 0 01 0106,173.0048 0.00 0.00 0106,173.0048 30 Days 39 0 0 0 39 ~~628~~965,~~349~~880.2175 0.00 0.00 0.00 ~~628~~965,~~349~~880.2175 60 Days 03 0 0 0 03 0629,700.00 0.00 0.00 0.00 0629,700.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 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 312 01 0 0 313 ~~628~~1,~~349~~595,580.2175 0106,173.0048 0.00 0.00 ~~628~~1,~~349~~701,754.2123 0-29 Days 0.~~000000~~084175% 0.000000% 0.000000% 0.~~000000~~084175% 0.~~000000~~041533% 0.000000% 0.000000% 0.~~000000~~041533% 30 Days 0.~~330033~~757576% 0.000000% 0.000000% 0.000000% 0.~~330033~~757576% 0.~~316864~~377835% 0.000000% 0.000000% 0.000000% 0.~~316864~~377835% 60 Days 0.~~000000~~252525% 0.000000% 0.000000% 0.000000% 0.~~000000~~252525% 0.~~000000~~246327% 0.000000% 0.000000% 0.000000% 0.~~000000~~246327% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 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 01.~~330033~~010101% 0.~~000000~~084175% 0.000000% 0.000000% 01.~~330033~~094276% 0.~~316864~~624162% 0.~~000000~~041533% 0.000000% 0.000000% 0.~~316864~~665695%

OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance ~~123~~362,~~424~~413.9918

SUBORDINATION LEVEL/CREDIT ENHANCEMENT/CLASS PERCENTAGE AND PREPAYMENT PERCENTAGE Current Original $ Original % Current $ Current % Class% Prepayment% Class R 518,700,079.76 19.95000246% 518,700,101.00 2620.~~69009566~~83198453% 0.000000% 0.000000% Class M-1 430,300,079.76 16.55000256% 430,300,101.00 2217.~~14140856~~28167207% 43.~~548687~~550312% 0.000000% Class M-2 353,600,079.76 13.60000265% 353,600,101.00 1814.~~19475358~~20125391% 3.~~946655~~080418% 0.000000% Class M-3 305,500,079.76 11.75000271% 305,500,101.00 1512.~~71973266~~26946624% 21.~~475021~~931788% 0.000000% Class M-4 262,600,079.76 10.10000276% 262,600,101.00 1310.~~51228157~~54652049% 21.~~207451~~722946% 0.000000% Class CE 100.00 0.00000385% 100.00 0.~~00000515~~00000402% 1.~~672311~~305262% 0.000000% Class P 0.00 0.00000000% 0.00 0.00000000% 0.~~000005~~000004% 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 ~~Aug~~Sep-04 0.000% Original Principal Balance 0.00 ~~Sep~~Oct-04 0.000% Current Principal Balance 0.00 ~~Oct~~Nov-04 0.000% ~~Nov~~Dec-04 0.000% Current REO Total ~~Dec~~Jan-0405 0.000% Loans in REO 0 ~~Jan~~Feb-05 0.000% Original Principal Balance 0.00 ~~Feb~~Mar-05 0.000% Current Principal Balance 0.00 ~~Mar~~Apr-05 0.000% ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-05 0.000% ~~Jul~~Aug-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 ~~Aug~~Sep-04 0.000% Original Principal Balance 0.00 ~~Sep~~Oct-04 0.000% Current Principal Balance 0.00 ~~Oct~~Nov-04 0.000% ~~Nov~~Dec-04 0.000% Current REO Total ~~Dec~~Jan-0405 0.000% Loans in REO 0 ~~Jan~~Feb-05 0.000% Original Principal Balance 0.00 ~~Feb~~Mar-05 0.000% Current Principal Balance 0.00 ~~Mar~~Apr-05 0.000% ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-05 0.000% ~~Jul~~Aug-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 ~~Aug~~Sep-04 0.000% Original Principal Balance 0.00 ~~Sep~~Oct-04 0.000% Current Principal Balance 0.00 ~~Oct~~Nov-04 0.000% ~~Nov~~Dec-04 0.000% Current REO Total ~~Dec~~Jan-0405 0.000% Loans in REO 0 ~~Jan~~Feb-05 0.000% Original Principal Balance 0.00 ~~Feb~~Mar-05 0.000% Current Principal Balance 0.00 ~~Mar~~Apr-05 0.000% ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-05 0.000% ~~Jul~~Aug-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 ~~Aug~~Sep-04 0.000% Original Principal Balance 0.00 ~~Sep~~Oct-04 0.000% Current Principal Balance 0.00 ~~Oct~~Nov-04 0.000% ~~Nov~~Dec-04 0.000% Current REO Total ~~Dec~~Jan-0405 0.000% Loans in REO 0 ~~Jan~~Feb-05 0.000% Original Principal Balance 0.00 ~~Feb~~Mar-05 0.000% Current Principal Balance 0.00 ~~Mar~~Apr-05 0.000% ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-05 0.000% ~~Jul~~Aug-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 ~~Aug~~Sep-04 0.000% Original Principal Balance 0.00 ~~Sep~~Oct-04 0.000% Current Principal Balance 0.00 ~~Oct~~Nov-04 0.000% ~~Nov~~Dec-04 0.000% Current REO Total ~~Dec~~Jan-0405 0.000% Loans in REO 0 ~~Jan~~Feb-05 0.000% Original Principal Balance 0.00 ~~Feb~~Mar-05 0.000% Current Principal Balance 0.00 ~~Mar~~Apr-05 0.000% ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-05 0.000% ~~Jul~~Aug-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 ~~Aug~~Sep-04 0.000% Original Principal Balance 0.00 ~~Sep~~Oct-04 0.000% Current Principal Balance 0.00 ~~Oct~~Nov-04 0.000% ~~Nov~~Dec-04 0.000% Current REO Total ~~Dec~~Jan-0405 0.000% Loans in REO 0 ~~Jan~~Feb-05 0.000% Original Principal Balance 0.00 ~~Feb~~Mar-05 0.000% Current Principal Balance 0.00 ~~Mar~~Apr-05 0.000% ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-05 0.000% ~~Jul~~Aug-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 ~~Aug~~Sep-04 0.000% Original Principal Balance 0.00 ~~Sep~~Oct-04 0.000% Current Principal Balance 0.00 ~~Oct~~Nov-04 0.000% ~~Nov~~Dec-04 0.000% Current REO Total ~~Dec~~Jan-0405 0.000% Loans in REO 0 ~~Jan~~Feb-05 0.000% Original Principal Balance 0.00 ~~Feb~~Mar-05 0.000% Current Principal Balance 0.00 ~~Mar~~Apr-05 0.000% ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-05 0.000% ~~Jul~~Aug-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 0 ~~Aug~~Sep-04 0.000% Original Principal Balance 0.00 ~~Sep~~Oct-04 0.000% Current Principal Balance 0.00 ~~Oct~~Nov-04 0.000% ~~Nov~~Dec-04 0.000% Current Foreclosure Total ~~Dec~~Jan-0405 0.000% Loans in Foreclosure 0 ~~Jan~~Feb-05 0.000% Original Principal Balance 0.00 ~~Feb~~Mar-05 0.000% Current Principal Balance 0.00 ~~Mar~~Apr-05 0.000% ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-05 0.000% ~~Jul~~Aug-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 Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 ~~Aug~~Sep-04 0.000% Original Principal Balance 0.00 ~~Sep~~Oct-04 0.000% Current Principal Balance 0.00 ~~Oct~~Nov-04 0.000% ~~Nov~~Dec-04 0.000% Current Foreclosure Total ~~Dec~~Jan-0405 0.000% Loans in Foreclosure 0 ~~Jan~~Feb-05 0.000% Original Principal Balance 0.00 ~~Feb~~Mar-05 0.000% Current Principal Balance 0.00 ~~Mar~~Apr-05 0.000% ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-05 0.000% ~~Jul~~Aug-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 Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 ~~Aug~~Sep-04 0.000% Original Principal Balance 0.00 ~~Sep~~Oct-04 0.000% Current Principal Balance 0.00 ~~Oct~~Nov-04 0.000% ~~Nov~~Dec-04 0.000% Current Foreclosure Total ~~Dec~~Jan-0405 0.000% Loans in Foreclosure 0 ~~Jan~~Feb-05 0.000% Original Principal Balance 0.00 ~~Feb~~Mar-05 0.000% Current Principal Balance 0.00 ~~Mar~~Apr-05 0.000% ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-05 0.000% ~~Jul~~Aug-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 Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 ~~Aug~~Sep-04 0.000% Original Principal Balance 0.00 ~~Sep~~Oct-04 0.000% Current Principal Balance 0.00 ~~Oct~~Nov-04 0.000% ~~Nov~~Dec-04 0.000% Current Foreclosure Total ~~Dec~~Jan-0405 0.000% Loans in Foreclosure 0 ~~Jan~~Feb-05 0.000% Original Principal Balance 0.00 ~~Feb~~Mar-05 0.000% Current Principal Balance 0.00 ~~Mar~~Apr-05 0.000% ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-05 0.000% ~~Jul~~Aug-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 Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 ~~Aug~~Sep-04 0.000% Original Principal Balance 0.00 ~~Sep~~Oct-04 0.000% Current Principal Balance 0.00 ~~Oct~~Nov-04 0.000% ~~Nov~~Dec-04 0.000% Current Foreclosure Total ~~Dec~~Jan-0405 0.000% Loans in Foreclosure 0 ~~Jan~~Feb-05 0.000% Original Principal Balance 0.00 ~~Feb~~Mar-05 0.000% Current Principal Balance 0.00 ~~Mar~~Apr-05 0.000% ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-05 0.000% ~~Jul~~Aug-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 Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 ~~Aug~~Sep-04 0.000% Original Principal Balance 0.00 ~~Sep~~Oct-04 0.000% Current Principal Balance 0.00 ~~Oct~~Nov-04 0.000% ~~Nov~~Dec-04 0.000% Current Foreclosure Total ~~Dec~~Jan-0405 0.000% Loans in Foreclosure 0 ~~Jan~~Feb-05 0.000% Original Principal Balance 0.00 ~~Feb~~Mar-05 0.000% Current Principal Balance 0.00 ~~Mar~~Apr-05 0.000% ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-05 0.000% ~~Jul~~Aug-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 Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 ~~Aug~~Sep-04 0.000% Original Principal Balance 0.00 ~~Sep~~Oct-04 0.000% Current Principal Balance 0.00 ~~Oct~~Nov-04 0.000% ~~Nov~~Dec-04 0.000% Current Foreclosure Total ~~Dec~~Jan-0405 0.000% Loans in Foreclosure 0 ~~Jan~~Feb-05 0.000% Original Principal Balance 0.00 ~~Feb~~Mar-05 0.000% Current Principal Balance 0.00 ~~Mar~~Apr-05 0.000% ~~Apr~~May-05 0.000% ~~May~~Jun-05 0.000% ~~Jun~~Jul-05 0.000% ~~Jul~~Aug-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.

COLLATERAL STATEMENT Collateral Description Mixed Fixed & Arm Weighted Average Gross Coupon 7.~~215878~~213532% Weighted Average Net Coupon 6.~~715878~~559166% Weighted Average Pass-Through Rate 6.~~715878~~713532% Weighted Average Maturity(Stepdown Calculation) ~~355~~354 Beginning Scheduled Collateral Loan Count 10,~~477~~347 Number Of Loans Paid In Full ~~130~~(3,412) Ending Scheduled Collateral Loan Count 1013,~~347~~759 Beginning Scheduled Collateral Balance 1,~~975~~943,~~709~~417,~~238~~916.1688 Ending Scheduled Collateral Balance 12,~~943~~489,~~417~~921,~~916~~688.8814 Ending Actual Collateral Balance at 3029-~~Jun~~Jul-2005 12,~~943~~496,~~417~~458,~~916~~168.8811 Monthly P&I Constant 1316,~~185~~977,~~542~~415.9612 Special Servicing Fee 0.00 Prepayment Penalties ~~326~~593,~~975~~459.4560 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 ~~Ending~~ Scheduled ~~Balance for Premium Loans 190.00 Scheduled~~ Principal 1,~~305~~688,~~146~~263.2449 Unscheduled Principal 3051,~~986~~801,~~175~~894.0410

Group 1 Prefunding Account Beginning ~~Balanc~~Balance 72,069,789.80 Group 1 Prefunding Account Subsequent ~~Trans~~Transfer 0Amount 72,069,789.0080 Group 1 Prefunding Account Ending Balance ~~72,069,789~~0.8000 Group 2 Prefunding Account Beginning ~~Balanc~~Balance 227,508,827.91 Group 2 Prefunding Account Subsequent ~~Trans~~Transfer 0Amount 227,508,827.0091 Group 2 Prefunding Account Ending Balance ~~227,508,827~~0.9100 Group 3 Prefunding Account Beginning ~~Balanc~~Balance 300,416,684.99 Group 3 Prefunding Account Subsequent ~~Trans~~Transfer 0Amount 300,416,684.0099 Group 3 Prefunding Account Ending Balance ~~300,416,684~~0.9900 Other Income 09.0010

Miscellaneous Reporting Excess Interest 25,~~361~~127,~~719~~861.1691 Extra Principal 01,373.0085 Overcollateralization Amount 32,500,000.99100 Overcollateralization Deficiency Amount 01,373.0185 Overcollateralization Increase 01,373.0185 Overcollateralization Release Amt 0.00 Specified Overcollateralization Amount 32,500,000.100 Step Down NO SWAP Payment In 57,~~095~~585,~~109~~734.7913 SWAP Payment Out 68,~~543~~429,~~845~~457.4787 Trigger Event NO

Group Level Collateral Statement Group Group 1 Group 2 Group 3 Collateral Description Mixed Fixed Mixed ARM Mixed Fixed Weighted Average Coupon Rate 7.~~532373~~536419 7.~~025710~~007928 7.~~537011~~536440 Weighted Average Net Rate 76.~~032373~~881511 6.~~525710~~358081 76.~~037011~~880972 Weighted Average Maturity ~~354~~353 ~~354~~353 ~~354~~353 Beginning Loan Count 1,~~214~~197 ~~353~~352 3,~~871~~820 Loans Paid In Full 17(382) (141) (1,216) 51 Ending Loan Count 1,~~197~~579 ~~352~~493 35,~~820~~036 Beginning Scheduled Balance ~~190~~186,~~418~~374,~~190~~784.1730 47,~~852~~772,~~876~~245.2040 ~~596~~585,~~564~~924,~~353~~917.5226 Ending Scheduled Balance ~~186~~238,~~374~~149,~~784~~902.30 4761,~~772~~585,~~245~~989.4043 ~~585~~751,~~924~~118,~~917~~635.2689 Record Date 0607/3029/2005 0607/3029/2005 0607/3029/2005 Principal And Interest Constant 1,~~320~~695,~~620~~511.7712 ~~328~~426,~~208~~626.4463 45,~~148~~342,~~780~~325.8474 Scheduled Principal ~~125~~162,~~370~~372.0187 4864,~~041~~029.4122 ~~401~~518,~~854~~313.0475 Unscheduled Principal 35,~~918~~804,~~037~~432.2845 32439,~~596~~219.5034 1016,~~237~~473,~~589~~008.3305 Scheduled Interest 1,~~195~~533,~~250~~138.7625 ~~280~~362,~~167~~597.0341 34,~~746~~824,~~926~~011.8099 Servicing Fees 79101,~~340~~715.9131 1925,~~938~~870.7052 ~~248~~320,~~568~~045.4881 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 1,~~115~~431,~~909~~422.8594 ~~260~~336,~~228~~726.3389 34,~~498~~503,~~358~~966.3218 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.~~032373~~036419 6.~~525710~~507928 7.~~037011~~036440

Group Level Collateral Statement Group Group 4 Group 5 Group 6 Collateral Description Mixed ARM Mixed Fixed Mixed ARM Weighted Average Coupon Rate 6.~~903764~~899754 7.~~144895~~141676 6.~~515099~~516614 Weighted Average Net Rate 6.~~403764~~247784 6.~~644895~~486765 65.~~015099~~865257 Weighted Average Maturity ~~354~~353 ~~356~~355 ~~356~~355 Beginning Loan Count 1,~~038~~028 3,~~090~~041 ~~911~~909 Loans Paid In Full 10(380) 49(1,014) 2(279) Ending Loan Count 1,~~028~~408 34,~~041~~055 ~~909~~1,188 Beginning Scheduled Balance ~~150~~149,~~667~~148,~~631~~703.8458 ~~791~~775,~~045~~894,~~667~~776.8162 ~~199~~198,~~160~~302,~~518~~489.6272 Ending scheduled Balance ~~149~~191,~~148~~657,~~703~~533.5863 ~~775~~991,~~894~~867,~~776~~428.6212 ~~198~~255,~~302~~542,~~489~~198.7277 Record Date 0607/3029/2005 0607/3029/2005 0607/3029/2005 Principal And Interest Constant 1,~~022~~319,~~766~~861.9261 56,~~101~~550,~~280~~874.0064 1,~~263~~642,~~885~~215.9938 Scheduled Principal ~~155~~201,~~955~~634.4167 ~~391~~502,~~331~~570.5126 ~~182~~239,~~593~~342.8672 Unscheduled Principal 12,~~362~~622,~~972~~004.8547 1423,~~759~~913,~~544~~207.0410 ~~675~~2,~~435~~550,022.0469 Scheduled Interest ~~866~~1,~~811~~118,226.5194 46,~~709~~048,~~948~~304.4938 1,~~081~~402,~~292~~872.1366 Servicing Fees 6281,~~778~~033.1882 ~~329~~423,~~602~~451.3633 82107,~~983~~638.5518 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 ~~804~~1,~~033~~037,193.3312 45,~~380~~624,~~346~~853.1305 ~~998~~1,~~308~~295,234.5848 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 6.~~403764~~399754 6.~~644895~~641676 6.~~015099~~016614

Group Level Collateral Statement Group Total Collateral Description Mixed Fixed & Arm Weighted Average Coupon Rate 7.~~215878~~213532 Weighted Average Net Rate 6.~~715878~~559166 Weighted Average Maturity ~~355~~354.00 Record Date 0607/3029/2005 Principal And Interest Constant 1316,~~185~~977,~~542~~415.9612 Beginning Loan Count 10,~~477~~347 Loans Paid In Full ~~130~~(3,412) Ending Loan Count 1013,~~347~~759 Beginning Scheduled Balance 1,~~975~~943,~~709~~417,~~238~~916.1688 Ending Scheduled Balance 12,~~943~~489,~~417~~921,~~916~~688.8814 Scheduled Principal 1,~~305~~688,~~146~~263.2449 Unscheduled Principal 3051,~~986~~801,~~175~~894.0410 Scheduled Interest 1115,~~880~~289,~~396~~151.7263 Servicing Fee ~~823~~1,~~212~~059,754.1897 Master Servicing Fee 0.00 Trustee Fee 0.00 Fry Amount 0.00 Special Hazard Fee 0.00 Other Fee 0.00 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 1114,~~057~~229,~~184~~396.5466 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Percentage of Cumulative Losses 0.0000 Prepayment Penalties 0.00 Special Servicing Fee 0.00 Pass-Through Rate 6.~~715878~~713532

Prepayment Detail - Prepayments during Current Period Summary Loans Paid In Full Repurchased Loans Original Current Original Current Principal Principal Principal Principal Group Count Balance Balance Count Balance Balance Group 1 1733 35,~~916~~811,~~943~~855.00 35,~~909~~800,~~844~~588.4568 0 0.00 0.00 Group 2 14 25432,~~590~~976.00 25431,~~571~~930.6704 0 0.00 0.00 Group 3 5191 1016,~~225~~480,~~788~~890.00 1016,~~211~~444,~~655~~343.0713 0 0.00 0.00 Group 4 1016 12,~~347~~606,~~866~~784.00 12,~~344~~600,~~209~~104.2394 0 0.00 0.00 Group 5 4975 1423,~~742~~937,~~801~~182.00 1423,~~722~~903,~~800~~571.9539 0 0.00 0.00 Group 6 212 ~~654~~2,~~000~~493,130.00 ~~652~~2,~~892~~488,213.2939 0 0.00 0.00 Total ~~130~~231 3051,~~912~~762,~~988~~817.00 3051,~~866~~668,~~973~~751.6657 0 0.00 0.00

Prepayment Detail - Prepayments during Current Period (continued) Summary Substitution Loans Liquidated Loans Curtailments Original Current Original Current Principal Principal Principal Principal Curtailment Group Count Balance Balance Count Balance Balance Amount Group 1 0 0.00 0.00 0 0.00 0.00 86,~~871~~547.8193 Group 2 0 0.00 0.00 0 0.00 0.00 7,~~034~~315.1288 Group 3 0 0.00 0.00 0 0.00 0.00 2935,~~672~~394.7358 Group 4 0 0.00 0.00 0 0.00 0.00 1923,~~910~~247.6307 Group 5 0 0.00 0.00 0 0.00 0.00 4214,~~112~~920.2391 Group 6 0 0.00 0.00 0 0.00 0.00 2263,~~719~~019.6104 Total 0 0.00 0.00 0 0.00 0.00 ~~130~~150,~~321~~445.1341

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount Group 1 0065938110 NJ 85.00 01-Feb-2005 178,500.00 177,962.63 Group 1 0068867431 NJ 70.00 01-Feb-2005 342,300.00 340,495.89 Group 1 0069768216 FL 90.00 01-May-2005 167,985.00 167,671.17 Group 1 0071474076 CA 77.33 01-Apr-2005 290,000.00 289,025.30 Group 1 0073511354 GA 75.00 01-May-2005 307,500.00 307,045.03 Group 1 0073559270 AZ 80.00 01-May-2005 145,600.00 145,389.61 Group 1 0073691198 CA 80.00 01-Apr-2005 184,000.00 183,562.45 Group 1 0073706798 CA 79.00 01-May-2005 237,000.00 236,601.82 Group 1 0073877037 NV 90.00 01-May-2005 244,183.00 243,826.62 Group 1 0074379793 MD 90.00 01-May-2005 297,000.00 296,690.86 Group 1 0074382995 MO 85.00 01-May-2005 350,200.00 349,603.56 Group 1 0074442674 CA 80.00 01-May-2005 124,000.00 123,737.38 Group 1 0074519471 CA 75.00 01-May-2005 307,500.00 306,856.36 Group 1 0074677758 FL 95.00 01-May-2005 95,000.00 95,000.00 Group 1 0074877275 CA 84.95 01-May-2005 350,000.00 350,000.00 Group 1 0075318113 CA 65.00 01-May-2005 207,350.00 206,991.94 Group 1 0075551713 NM 95.00 01-May-2005 88,825.00 88,704.85 Group 2 0075472035 FL 20.00 01-May-2005 25,590.00 25,562.38 Group 3 0066769316 AZ 91.66 01-Feb-2005 110,000.00 109,434.76 Group 3 0067987115 CA 80.00 01-Jan-2005 208,000.00 206,705.84 Group 3 0069137172 IL 79.57 01-May-2005 300,000.00 300,000.00 Group 3 0069527331 MD 80.00 01-May-2005 148,000.00 148,000.00 Group 3 0069555217 CA 75.00 01-May-2005 250,875.00 250,242.16 Group 3 0069747459 AZ 95.00 01-May-2005 109,535.00 109,299.19 Group 3 0069757656 AZ 95.00 01-May-2005 132,905.00 132,714.89 Group 3 0069933810 MN 80.00 01-May-2005 146,000.00 145,999.99 Group 3 0070413372 NJ 73.91 01-May-2005 170,000.00 169,999.99 Group 3 0070685912 CA 80.00 01-Apr-2005 276,000.00 274,944.27 Group 3 0070902218 RI 72.08 01-May-2005 173,000.00 172,592.66 Group 3 0071111892 TN 90.00 01-May-2005 51,975.00 51,907.79 Group 3 0072259070 CA 85.00 01-Apr-2005 357,000.00 355,747.96 Group 3 0072991912 NV 74.79 01-May-2005 183,250.00 182,934.66 Group 3 0073005753 MI 70.00 01-May-2005 255,500.00 255,255.38 Group 3 0073105033 CA 83.79 01-May-2005 274,000.00 273,379.98 Group 3 0073229718 KS 77.58 01-May-2005 90,000.00 89,897.12 Group 3 0073409914 IL 93.81 01-May-2005 174,500.00 174,156.96 Group 3 0073492159 CA 80.00 01-Apr-2005 240,000.00 239,412.16 Group 3 0073501157 UT 80.00 01-May-2005 200,000.00 199,475.41 Group 3 0073501355 CA 64.11 01-Apr-2005 256,463.00 255,537.02 Group 3 0073508152 MD 80.00 01-May-2005 252,000.00 251,536.39 Group 3 0073554396 NV 80.00 01-May-2005 212,000.00 211,519.22 Group 3 0073563157 WI 80.00 01-May-2005 168,000.00 167,580.33 Group 3 0073603433 NY 75.00 01-May-2005 103,500.00 103,354.89 Group 3 0073605198 NV 90.00 01-May-2005 136,800.00 136,584.05 Group 3 0073654873 CA 64.28 01-May-2005 270,000.00 269,646.28 Group 3 0073768830 CA 81.87 01-May-2005 327,500.00 327,499.99 Group 3 0073970071 MD 79.74 01-May-2005 185,000.00 184,718.98 Group 3 0074051558 UT 85.00 01-May-2005 126,650.00 126,393.34 Group 3 0074200312 GA 90.00 01-May-2005 133,065.00 132,876.55 Group 3 0074201633 IL 86.34 01-May-2005 272,000.00 271,618.66 Group 3 0074203233 NY 74.11 01-May-2005 315,000.00 314,367.44 Group 3 0074228073 MD 90.00 01-May-2005 324,000.00 323,576.83 Group 3 0074228875 MO 85.00 01-May-2005 110,500.00 110,378.83 Group 3 0074347915 IL 75.00 01-May-2005 174,750.00 174,518.60 Group 3 0074360199 CA 95.00 01-May-2005 323,000.00 323,000.00 Group 3 0074365834 FL 80.00 01-May-2005 84,800.00 84,577.56 Group 3 0074446196 IL 90.00 01-May-2005 171,000.00 170,729.16 Group 3 0074761198 PA 58.86 01-May-2005 93,000.00 92,790.60 Group 3 0074800350 IL 71.00 01-May-2005 355,000.00 354,476.68 Group 3 0074873795 MO 90.00 01-May-2005 259,200.00 258,762.55 Group 3 0074913757 CA 90.00 01-May-2005 336,600.00 336,182.24 Group 3 0075022038 MD 64.50 01-May-2005 229,000.00 228,381.57 Group 3 0075080630 CA 85.00 01-May-2005 272,000.00 272,000.00 Group 3 0075195073 IL 75.00 01-May-2005 112,500.00 112,345.38 Group 3 0075214155 FL 80.00 01-May-2005 100,720.00 100,247.99 Group 3 0075739631 NJ 63.96 01-May-2005 129,200.00 128,904.70 Group 3 0075742676 FL 80.00 01-May-2005 92,000.00 91,891.53 Group 3 0076129915 MD 75.00 01-May-2005 333,750.00 333,749.99 Group 3 0077056158 IL 75.00 01-Jun-2005 116,250.00 116,068.08 Group 4 0064891872 CA 20.00 01-Dec-2004 59,980.00 59,834.14 Group 4 0071454318 CA 70.00 01-Apr-2005 157,500.00 157,049.31 Group 4 0071821797 CA 80.00 01-Apr-2005 176,000.00 175,364.53 Group 4 0072966799 CA 50.54 01-Apr-2005 187,000.00 186,398.22 Group 4 0074460155 MA 20.00 01-May-2005 45,000.00 44,953.99 Group 4 0074824715 CA 47.96 01-May-2005 153,500.00 153,097.36 Group 4 0074892670 IL 56.19 01-May-2005 199,500.00 197,728.07 Group 4 0074930835 CA 80.00 01-May-2005 316,800.00 316,104.26 Group 4 0075316513 FL 20.00 01-May-2005 26,788.00 26,764.70 Group 4 0075658559 IL 20.00 01-May-2005 25,798.00 25,767.64 Group 5 0061868097 FL 80.00 01-Nov-2004 135,920.00 134,970.58 Group 5 0068370576 NY 80.00 01-May-2005 340,000.00 339,478.39 Group 5 0068388339 CA 80.00 01-May-2005 384,000.00 382,911.44 Group 5 0068426774 MD 87.79 01-May-2005 223,000.00 223,000.00 Group 5 0068473057 FL 80.00 01-Apr-2005 159,992.00 159,454.97 Group 5 0068485515 MA 80.00 01-Feb-2005 201,520.00 200,785.03 Group 5 0069549533 AZ 80.00 01-May-2005 176,000.00 176,000.00 Group 5 0070661533 OH 80.00 01-May-2005 80,000.00 79,866.51 Group 5 0072411911 MI 80.00 01-May-2005 608,800.00 607,203.14 Group 5 0072518954 NY 90.00 01-May-2005 585,000.00 584,084.52 Group 5 0072781354 AZ 80.00 01-May-2005 167,200.00 167,200.00 Group 5 0072915358 CA 95.00 01-Apr-2005 289,750.00 289,749.99 Group 5 0073165953 CA 80.00 01-Apr-2005 495,920.00 494,180.77 Group 5 0073235913 CA 53.67 01-Apr-2005 365,000.00 363,617.12 Group 5 0073332470 MA 80.00 01-May-2005 202,800.00 202,167.74 Group 5 0073820433 AZ 95.00 01-May-2005 178,041.00 178,040.99 Group 5 0073982910 IL 95.00 01-May-2005 179,550.00 179,285.73 Group 5 0074147638 CA 80.00 01-May-2005 320,000.00 319,118.95 Group 5 0074157157 FL 90.00 01-May-2005 371,700.00 371,238.67 Group 5 0074227711 MA 80.00 01-May-2005 252,720.00 251,954.21 Group 5 0074265554 UT 80.00 01-May-2005 79,840.00 79,710.00 Group 5 0074400599 MI 89.28 01-May-2005 500,000.00 499,036.89 Group 5 0074440512 MD 83.33 01-May-2005 750,000.00 748,181.06 Group 5 0074456070 MA 80.00 01-May-2005 180,000.00 179,494.74 Group 5 0074483637 CA 80.00 01-May-2005 380,000.00 379,995.99 Group 5 0074518598 CA 73.27 01-May-2005 447,000.00 446,212.90 Group 5 0074567439 CA 95.00 01-May-2005 570,000.00 569,168.11 Group 5 0074603671 MI 95.00 01-May-2005 76,000.00 75,901.00 Group 5 0074607359 WA 84.97 01-May-2005 80,300.00 79,987.54 Group 5 0074753310 WI 90.00 01-May-2005 69,300.00 69,185.57 Group 5 0074930199 CA 80.00 01-May-2005 480,000.00 479,301.15 Group 5 0075122713 IL 95.00 01-May-2005 208,905.00 208,549.21 Group 5 0075196956 FL 95.00 01-May-2005 167,459.00 167,212.11 Group 5 0075201954 CA 41.60 01-May-2005 260,000.00 259,528.01 Group 5 0075206870 CA 85.00 01-May-2005 714,000.00 713,256.83 Group 5 0075298158 MD 95.00 01-May-2005 413,250.00 412,564.22 Group 5 0075364877 CA 80.00 01-May-2005 360,000.00 359,193.44 Group 5 0075366195 NV 80.00 01-May-2005 164,000.00 163,613.86 Group 5 0075378950 IL 80.00 01-May-2005 92,000.00 91,999.98 Group 5 0075451435 AK 80.00 01-May-2005 160,800.00 160,419.51 Group 5 0075470872 FL 80.00 01-May-2005 102,360.00 102,101.78 Group 5 0075621995 GA 80.00 01-Jun-2005 68,800.00 68,706.41 Group 5 0075715235 CA 85.00 01-May-2005 297,500.00 297,499.99 Group 5 0075776518 AZ 80.00 01-Jun-2005 649,600.00 649,132.19 Group 5 0075997791 FL 90.00 01-May-2005 218,974.00 218,974.00 Group 5 0076071513 CA 80.00 01-Jun-2005 484,000.00 483,405.43 Group 5 0076872910 AZ 80.00 01-Jun-2005 160,000.00 160,000.00 Group 5 0077249357 CA 70.00 01-Jun-2005 359,800.00 359,522.09 Group 5 0077396737 NY 95.00 01-Jun-2005 532,000.00 531,269.05 Group 6 0074739517 CA 58.82 01-May-2005 430,000.00 429,242.84 Group 6 0075240234 TX 80.00 01-May-2005 224,000.00 223,472.59

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning Group 1 ~~0065938110~~0069003051 Loan Paid in Full 0 9.~~500~~200% 360 53 Group 1 ~~0068867431~~0069101079 Loan Paid in Full 0 57.~~750~~875% 360 53 Group 1 ~~0069768216~~0072641350 Loan Paid in Full 0 8.450% 360 3 Group 1 0072956634 Loan Paid in Full 0 9.050% 360 3 Group 1 0073126195 Loan Paid in Full (1) 87.~~400~~500% 360 23 Group 1 ~~0071474076~~0073265639 Loan Paid in Full 0 57.~~400~~300% 360 3 Group 1 ~~0073511354~~0073495756 Loan Paid in Full 0 98.~~525~~500% 360 23 Group 1 ~~0073559270~~0073559478 Loan Paid in Full (1) 78.~~650~~750% 360 23 Group 1 ~~0073691198~~0073646119 Loan Paid in Full 0 79.~~200~~588% 360 4 Group 1 0074022393 Loan Paid in Full 0 9.100% 360 3 Group 1 ~~0073706798~~0074274473 Loan Paid in Full (1) 67.~~890~~950% 360 23 Group 1 ~~0073877037~~0074331471 Loan Paid in Full 0(1) 710.~~600~~300% 360 23 Group 1 ~~0074379793~~0074420159 Loan Paid in Full 0 97.~~250~~950% 360 23 Group 1 ~~0074382995~~0074471517 Loan Paid in Full (1) 87.050% 360 3 Group 1 0074486317 Loan Paid in Full 0 6.850% 360 23 Group 1 ~~0074442674~~0074533639 Loan Paid in Full (1) 7.~~800~~937% 360 23 Group 1 ~~0074519471~~0074649195 Loan Paid in Full (1) 5.~~750~~900% 360 23 Group 1 ~~0074677758~~0074776519 Loan Paid in Full (1) 7.400% 360 3 Group 1 0074914433 Loan Paid in Full 0 7.900% 360 23 Group 1 ~~0074877275~~0074944273 Loan Paid in Full 0 7.635% 360 3 Group 1 0075218032 Loan Paid in Full 0 7.650% 360 3 Group 1 0075367391 Loan Paid in Full (1) 7.~~450~~600% 360 23 Group 1 ~~0075318113~~0075516278 Loan Paid in Full (1) 6.~~750~~550% 360 23 Group 1 ~~0075551713~~0075572750 Loan Paid in Full 0 8.350% 360 3 Group 1 0075757237 Loan Paid in Full 0 6.700% 360 3 Group 1 0075762393 Loan Paid in Full 0 8.050% 360 3 Group 1 0075926790 Loan Paid in Full (1) 96.700% 360 3 Group 1 0076973676 Loan Paid in Full (1) 7.350% 360 3 Group 1 0078301637 Loan Paid in Full (1) 7.950% 360 1 Group 1 0078341476 Loan Paid in Full 0 6.500% 360 1 Group 1 0078578630 Loan Paid in Full 0 9.550% 360 1 Group 1 0078592078 Loan Paid in Full 0 8.650% 360 1 Group 1 0079907358 Loan Paid in Full 0 9.050% 360 1 Group 2 0073823635 Loan Paid in Full 1 9.500% 360 3 Group 2 ~~0075472035~~0074185554 Loan Paid in Full 0(1) 5.850% 360 3 Group 2 0075575597 Loan Paid in Full (1) 11.~~000~~300% 360 3 Group 2 0075807073 Loan Paid in Full (1) 11.700% 360 3 Group 3 ~~0066769316~~0063300438 Loan Paid in Full 0 8.100% 360 6 Group 3 0067352195 Loan Paid in Full 0 6.850% 360 6 Group 3 0067716233 Loan Paid in Full 0 6.750% 360 7 Group 3 0068064476 Loan Paid in Full 0 6.450% 360 7 Group 3 0068359058 Loan Paid in Full (1) 6.~~850~~350% 360 53 Group 3 ~~0067987115~~0068809615 Loan Paid in Full 0 56.~~850~~600% 360 3 Group 3 0069441111 Loan Paid in Full 0 9.100% 360 6 Group 3 ~~0069137172~~0069559177 Loan Paid in Full (1) 76.~~450~~750% 360 23 Group 3 ~~0069527331~~0070047618 Loan Paid in Full 0 6.900% 360 3 Group 3 0071108757 Loan Paid in Full (1) 7.~~250~~100% 360 24 Group 3 ~~0069555217~~0071326912 Loan Paid in Full (1) 67.~~900~~960% 360 23 Group 3 ~~0069747459~~0071556476 Loan Paid in Full (1) 7.~~700~~600% 360 23 Group 3 ~~0069757656~~0071694475 Loan Paid in Full 0 7.~~700~~850% 360 24 Group 3 ~~0069933810~~0072269830 Loan Paid in Full 0 6.800% 360 3 Group 3 0072502636 Loan Paid in Full (1) 76.~~400~~450% 360 23 Group 3 ~~0070413372~~0072599954 Loan Paid in Full (1) 68.~~350~~200% 360 23 Group 3 ~~0070685912~~0072683873 Loan Paid in Full 0 69.250% 360 3 Group 3 ~~0070902218~~0072764715 Loan Paid in Full 1 8.500% 360 3 Group 3 0072911910 Loan Paid in Full (1) 6.000% 360 4 Group 3 0072934599 Loan Paid in Full 0 8.150% 360 4 Group 3 0072962673 Loan Paid in Full (1) 7.~~250~~400% 360 23 Group 3 ~~0071111892~~0072994197 Loan Paid in Full (1) 86.200% 360 24 Group 3 ~~0072259070~~0072994718 Loan Paid in Full 0 67.~~700~~990% 360 3 Group 3 ~~0072991912~~0073183592 Loan Paid in Full (1) 8.~~800~~850% 360 23 Group 3 ~~0073005753~~0073215717 Loan Paid in Full 0 117.~~550~~350% 360 23 Group 3 ~~0073105033~~0073215758 Loan Paid in Full 0 5.950% 360 4 Group 3 0073281313 Loan Paid in Full 0 6.325% 360 3 Group 3 0073339715 Loan Paid in Full (1) 7.~~450~~400% 360 23 Group 3 ~~0073229718~~0073374910 Loan Paid in Full 0(1) 86.~~800~~950% 360 23 Group 3 ~~0073409914~~0073385874 Loan Paid in Full (1) 8.~~150~~225% 360 23 Group 3 ~~0073492159~~0073428351 Loan Paid in Full (1) 9.250% 360 3 Group 3 0073445272 Loan Paid in Full 0 7.~~050~~850% 360 3 Group 3 ~~0073501157~~0073478752 Loan Paid in Full (1) 7.950% 360 3 Group 3 0073511032 Loan Paid in Full 0 68.800% 360 3 Group 3 0073817710 Loan Paid in Full 0 7.700% 360 23 Group 3 ~~0073501355~~0073954117 Loan Paid in Full 0 8.050% 360 3 Group 3 0074143876 Loan Paid in Full (1) 67.~~550~~150% 360 3 Group 3 ~~0073508152~~0074155391 Loan Paid in Full 0 87.~~475~~800% 360 23 Group 3 ~~0073554396~~0074161639 Loan Paid in Full (1) 6.800% 360 3 Group 3 0074170473 Loan Paid in Full 0 7.150% 360 3 Group 3 0074284233 Loan Paid in Full (1) 8.550% 360 23 Group 3 ~~0073563157~~0074458118 Loan Paid in Full (1) 68.~~950~~250% 360 23 Group 3 ~~0073603433~~0074621111 Loan Paid in Full (1) 78.~~800~~750% 360 23 Group 3 ~~0073605198~~0074643750 Loan Paid in Full (1) 7.~~250~~300% 360 23 Group 3 ~~0073654873~~0074676750 Loan Paid in Full 0 107.~~100~~650% 360 23 Group 3 ~~0073768830~~0074718271 Loan Paid in Full 0 57.~~990~~150% 360 23 Group 3 ~~0073970071~~0074720475 Loan Paid in Full 0 6.875% 360 3 Group 3 0074754870 Loan Paid in Full 0 7.750% 360 3 Group 3 0074774837 Loan Paid in Full 0 7.400% 360 23 Group 3 ~~0074051558~~0074793431 Loan Paid in Full (1) 6.500% 360 3 Group 3 0074796632 Loan Paid in Full (1) 6.475% 360 3 Group 3 0074800913 Loan Paid in Full 0 8.~~000~~450% 360 23 Group 3 ~~0074200312~~0074819798 Loan Paid in Full 0 9.250% 360 3 Group 3 0074834870 Loan Paid in Full (1) 8.800% 360 3 Group 3 0074852591 Loan Paid in Full 0 7.~~750~~250% 360 3 Group 3 0074868316 Loan Paid in Full (1) 5.700% 360 3 Group 3 0074912270 Loan Paid in Full (2) 7.900% 360 3 Group 3 ~~0074201633~~0074952110 Loan Paid in Full 0 7.~~800~~300% 360 23 Group 3 ~~0074203233~~0074974676 Loan Paid in Full (1) 85.~~050~~900% 360 23 Group 3 ~~0074228073~~0075125237 Loan Paid in Full (1) 87.~~150~~700% 360 23 Group 3 ~~0074228875~~0075153676 Loan Paid in Full (1) 5.400% 360 3 Group 3 0075285759 Loan Paid in Full 0 7.100% 360 3 Group 3 0075326314 Loan Paid in Full (1) 9.000% 360 23 Group 3 ~~0074347915~~0075356311 Loan Paid in Full (1) 109.050% 360 23 Group 3 ~~0074360199~~0075362236 Loan Paid in Full 0 9.100% 360 3 Group 3 0075377952 Loan Paid in Full (1) 7.~~650~~750% 360 23 Group 3 ~~0074365834~~0075457630 Loan Paid in Full 0 68.~~700~~550% 360 23 Group 3 ~~0074446196~~0075464198 Loan Paid in Full (1) 97.~~200~~350% 360 23 Group 3 ~~0074761198~~0075492918 Loan Paid in Full (1) 7.~~475~~675% 360 23 Group 3 ~~0074800350~~0075572552 Loan Paid in Full 0 9.450% 360 3 Group 3 0075617076 Loan Paid in Full 0 8.900% 360 3 Group 3 0075806992 Loan Paid in Full (1) 78.~~550~~050% 360 23 Group 3 ~~0074873795~~0076397751 Loan Paid in Full (1) 87.~~450~~200% 360 23 Group 3 ~~0074913757~~0077698678 Loan Paid in Full 0 87.~~400~~925% 360 21 Group 3 ~~0075022038~~0077779478 Loan Paid in Full (1) 67.~~550~~650% 360 23 Group 3 ~~0075080630~~0077885473 Loan Paid in Full 0 5.~~550~~850% 360 2 Group 3 ~~0075195073~~0078096914 Loan Paid in Full 0 9.~~875~~650% 360 21 Group 3 ~~0075214155~~0078137833 Loan Paid in Full ~~(1)~~0 7.~~400~~500% 360 2 Group 3 ~~0075739631~~0078231354 Loan Paid in Full ~~(1)~~0 7.550% 360 1 Group 3 0078383676 Loan Paid in Full 0 10.400% 360 1 Group 3 0078400835 Loan Paid in Full 0 8.650% 360 1 Group 3 0078416716 Loan Paid in Full 0 10.350% 360 1 Group 3 0078480274 Loan Paid in Full 0 9.990% 360 2 Group 3 ~~0075742676~~0079078515 Loan Paid in Full (1) 8.~~650~~750% 360 21 Group 3 ~~0076129915~~0079144432 Loan Paid in Full 0 7.~~050~~000% 360 21 Group 3 ~~0077056158~~0079234118 Loan Paid in Full 0 7.~~250~~750% 360 21 Group 3 0079278834 Loan Paid in Full 0 7.050% 360 1 Group 3 0079723110 Loan Paid in Full 0 8.100% 360 1 Group 3 0080052434 Loan Paid in Full (1) 6.990% 360 1 Group 3 0080097637 Loan Paid in Full 0 6.950% 360 1 Group 3 0080507833 Loan Paid in Full (1) 8.800% 360 1 Group 4 ~~0064891872~~0065973596 Loan Paid in Full 0 1112.250% 360 78 Group 4 ~~0071454318~~0071534218 Loan Paid in Full 0 68.~~250~~650% 360 3 Group 4 ~~0071821797~~0072565997 Loan Paid in Full (1) 5.600% 360 4 Group 4 0072594674 Loan Paid in Full 0 6.~~550~~600% 360 3 Group 4 ~~0072966799~~0072997075 Loan Paid in Full 0 6.500% 360 3 Group 4 0073071078 Loan Paid in Full (1) 56.~~900~~550% 360 3 Group 4 ~~0074460155~~0073224834 Loan Paid in Full 0 116.~~250~~750% 360 23 Group 4 ~~0074824715~~0073226151 Loan Paid in Full (1) 6.~~700~~800% 360 23 Group 4 ~~0074892670~~0073235111 Loan Paid in Full (1) 7.~~800~~575% ~~180~~360 23 Group 4 ~~0074930835~~0074181116 Loan Paid in Full (1) 711.~~600~~450% 360 23 Group 4 ~~0075316513~~0075496315 Loan Paid in Full (1) 11.300% 360 3 Group 4 0077926673 Loan Paid in Full 0 106.~~100~~990% 360 2 Group 4 ~~0075658559~~0078479839 Loan Paid in Full 0 6.050% 360 1 Group 4 0078954476 Loan Paid in Full 0 5.750% 360 1 Group 4 0078987393 Loan Paid in Full (1) 1110.~~450~~700% 360 21 Group 4 0079754313 Loan Paid in Full 0 10.750% 360 1 Group 5 ~~0061868097~~0066590332 Loan Paid in Full 0 7.~~400~~100% 360 83 Group 5 ~~0068370576~~0068445519 Loan Paid in Full 0 9.100% 360 6 Group 5 0069457091 Loan Paid in Full 0 7.~~350~~100% 360 23 Group 5 ~~0068388339~~0070284518 Loan Paid in Full (1) 68.~~300~~200% 360 25 Group 5 ~~0068426774~~0070802277 Loan Paid in Full (1) 8.~~700~~050% 360 24 Group 5 ~~0068473057~~0070929450 Loan Paid in Full 0 69.~~925~~450% 360 3 Group 5 ~~0068485515~~0072078199 Loan Paid in Full ~~(1)~~0 7.~~650~~500% 360 3 Group 5 0072483910 Loan Paid in Full 0 10.200% 360 3 Group 5 ~~0069549533~~0072633910 Loan Paid in Full (1) 6.400% 360 3 Group 5 0072906555 Loan Paid in Full 0 7.~~150~~990% 360 23 Group 5 ~~0070661533~~0072959471 Loan Paid in Full 0 68.~~925~~100% 360 23 Group 5 ~~0072411911~~0072971831 Loan Paid in Full ~~(1)~~0 67.700% 360 24 Group 5 ~~0072518954~~0073044398 Loan Paid in Full 0(1) 7.~~250~~050% 360 23 Group 5 ~~0072781354~~0073050072 Loan Paid in Full 0 7.~~500~~450% 360 23 Group 5 ~~0072915358~~0073067316 Loan Paid in Full 0 6.~~750~~638% 360 3 Group 5 ~~0073165953~~0073165912 Loan Paid in Full 01 67.~~700~~990% 360 3 Group 5 ~~0073235913~~0073192239 Loan Paid in Full (1) 68.~~300~~550% 360 4 Group 5 0073303513 Loan Paid in Full (1) 7.550% 360 3 Group 5 ~~0073332470~~0073317315 Loan Paid in Full (1) 6.900% 360 3 Group 5 0073468795 Loan Paid in Full 0 7.~~800~~450% 360 23 Group 5 ~~0073820433~~0073495475 Loan Paid in Full (1) 6.100% 360 3 Group 5 0073499352 Loan Paid in Full 0 7.~~650~~100% 360 24 Group 5 ~~0073982910~~0073521478 Loan Paid in Full 0 97.~~550~~450% 360 23 Group 5 ~~0074147638~~0073554834 Loan Paid in Full 0 7.150% 360 4 Group 5 0073607194 Loan Paid in Full 0 7.400% 360 3 Group 5 0073717555 Loan Paid in Full 0 6.400% 360 4 Group 5 0073783599 Loan Paid in Full 0 7.275% 360 3 Group 5 0073818635 Loan Paid in Full 0 6.450% 360 23 Group 5 ~~0074157157~~0073978355 Loan Paid in Full 0 6.050% 360 4 Group 5 0074055393 Loan Paid in Full (1) 8.100% 360 3 Group 5 0074146630 Loan Paid in Full 0 9.400% 360 23 Group 5 ~~0074227711~~0074180837 Loan Paid in Full (1) 6.900% 360 3 Group 5 0074234352 Loan Paid in Full 0 6.~~950~~990% 360 23 Group 5 ~~0074265554~~0074243551 Loan Paid in Full (1) 78.~~050~~550% 360 23 Group 5 ~~0074400599~~0074293192 Loan Paid in Full 0 86.~~250~~550% 360 23 Group 5 ~~0074440512~~0074343559 Loan Paid in Full 0 6.800% 360 3 Group 5 0074382912 Loan Paid in Full (1) 78.100% 360 23 Group 5 ~~0074456070~~0074486192 Loan Paid in Full 0 67.~~350~~500% 360 23 Group 5 ~~0074483637~~0074495276 Loan Paid in Full (1) 67.~~950~~800% 360 23 Group 5 ~~0074518598~~0074536236 Loan Paid in Full 0(1) 67.~~650~~900% 360 23 Group 5 ~~0074567439~~0074745639 Loan Paid in Full 0(1) 7.~~600~~550% 360 23 Group 5 ~~0074603671~~0074758871 Loan Paid in Full (1) 89.~~300~~050% 360 23 Group 5 ~~0074607359~~0074955790 Loan Paid in Full (1) 7.~~200~~700% 360 23 Group 5 ~~0074753310~~0074978594 Loan Paid in Full ~~(1)~~0 9.~~000~~400% 360 23 Group 5 ~~0074930199~~0074988791 Loan Paid in Full 0 78.~~612~~250% 360 23 Group 5 ~~0075122713~~0074989070 Loan Paid in Full 0 8.~~850~~100% 360 23 Group 5 ~~0075196956~~0075006197 Loan Paid in Full (1) 8.050% 360 3 Group 5 0075157156 Loan Paid in Full 0 710.~~550~~200% 360 23 Group 5 ~~0075201954~~0075169912 Loan Paid in Full 0 8.700% 360 3 Group 5 0075186478 Loan Paid in Full 0 6.~~500~~950% 360 23 Group 5 ~~0075206870~~0075208314 Loan Paid in Full 0 95.~~250~~990% 360 23 Group 5 ~~0075298158~~0075273557 Loan Paid in Full 0 7.~~600~~900% 360 23 Group 5 ~~0075364877~~0075296277 Loan Paid in Full 0(1) 5.550% 360 3 Group 5 0075377838 Loan Paid in Full (1) 7.~~500~~900% 360 23 Group 5 ~~0075366195~~0075395756 Loan Paid in Full 0 7.~~250~~850% 360 23 Group 5 ~~0075378950~~0075402115 Loan Paid in Full 0 8.100% 360 3 Group 5 0075561555 Loan Paid in Full (1) 6.~~500~~350% 360 23 Group 5 ~~0075451435~~0075705996 Loan Paid in Full 0 9.990% 360 3 Group 5 0075847236 Loan Paid in Full (1) 6.987% 360 3 Group 5 0075858795 Loan Paid in Full (1) 7.~~225~~400% 360 23 Group 5 ~~0075470872~~0076231273 Loan Paid in Full (1) 8.050% 360 3 Group 5 0077696516 Loan Paid in Full 0 67.~~900~~800% 360 2 Group 5 ~~0075621995~~0077865590 Loan Paid in Full 0(1) 7.950% 360 21 Group 5 ~~0075715235~~0078051232 Loan Paid in Full 0 7.~~550~~375% 360 1 Group 5 0078450673 Loan Paid in Full (1) 6.150% 360 2 Group 5 ~~0075776518~~0078523271 Loan Paid in Full (1) 78.650% 360 21 Group 5 ~~0075997791~~0078601333 Loan Paid in Full (1) 7.750% 360 21 Group 5 ~~0076071513~~0078707759 Loan Paid in Full 0 8.~~450~~350% 360 21 Group 5 ~~0076872910~~0078852035 Loan Paid in Full (0 8.300% 360 1) Group 5 0078882875 Loan Paid in Full 0 8.350% 360 1 Group 5 0078975919 Loan Paid in Full 0 7.400% 360 21 Group 5 ~~0077249357~~0079123279 Loan Paid in Full (0 8.400% 360 1) Group 5 0079463238 Loan Paid in Full 0 7.~~300~~800% 360 21 Group 5 ~~0077396737~~0080024599 Loan Paid in Full 0 8.800% 360 1 Group 5 0080198393 Loan Paid in Full 0 8.050% 360 1 Group 6 0070633078 Loan Paid in Full 0 7.~~900~~000% 360 24 Group 6 ~~0074739517~~0073001950 Loan Paid in Full 0 7.450% 360 3 Group 6 0073027757 Loan Paid in Full (1) 5.400% 360 3 Group 6 0073318677 Loan Paid in Full (1) 10.650% 360 23 Group 6 ~~0075240234~~0073568552 Loan Paid in Full (1) 9.450% 360 3 Group 6 0073662710 Loan Paid in Full 0 7.~~250~~300% 360 23 Group 6 0074247073 Loan Paid in Full (1) 5.700% 360 3 Group 6 0075476390 Loan Paid in Full (1) 6.350% 360 3 Group 6 0075563874 Loan Paid in Full (1) 10.350% 360 3 Group 6 0075980110 Loan Paid in Full 0 10.700% 360 3 Group 6 0078758596 Loan Paid in Full (1) 11.050% 360 1 Group 6 0079688792 Loan Paid in Full (1) 10.700% 360 1 This report has been compiled 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.

Prepayment - Voluntary Prepayments

Summary SMM CPR PSA Current Month 12.~~569~~038% Current Month 1721.~~289~~893% Current Month 34,~~981~~047.~~468~~629% 3 Month Average 01.~~000~~459% 3 Month Average 016.~~000~~071% 3 Month Average 04,494.~~000~~572% 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. ~~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 N/A N/A Mar-2005 N/A N/A Apr-2005 N/A N/A Apr-2005 N/A N/A May-2005 N/A N/A May-2005 N/A N/A Jun-2005 12.955% N/A Jun-2005 5,524.426% N/A Jul-2005 1713.~~289~~363% N/A Jul-2005 3,~~981~~911.~~468~~662% N/A Aug-2005 21.893% N/A Aug-2005 4,047.629% 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 2.~~059~~379% Current Month 2225.~~093~~096% Current Month 54,~~196~~637.~~508~~678% 3 Month Average 01.~~000~~606% 3 Month Average 017.~~000~~441% 3 Month Average 04,695.~~000~~069% 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. ~~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 N/A N/A Mar-2005 N/A N/A Apr-2005 N/A N/A Apr-2005 N/A N/A May-2005 N/A N/A May-2005 N/A N/A Jun-2005 9.986% N/A Jun-2005 4,403.616% N/A Jul-2005 2217.~~093~~240% N/A Jul-2005 5,~~196~~043.~~508~~913% N/A Aug-2005 25.096% N/A Aug-2005 4,637.678% 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 0.~~068~~708% Current Month 08.~~815~~174% Current Month ~~167~~1,375.~~303~~559% 3 Month Average 0.~~000~~323% 3 Month Average 03.~~000~~753% 3 Month Average 0806.~~000~~424% 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. ~~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 N/A N/A Mar-2005 N/A N/A Apr-2005 N/A N/A Apr-2005 N/A N/A May-2005 N/A N/A May-2005 N/A N/A Jun-2005 2.764% N/A Jun-2005 962.643% N/A Jul-2005 0.~~815~~320% N/A Jul-2005 ~~167~~81.~~303~~071% N/A Aug-2005 8.174% N/A Aug-2005 1,375.559% 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 12.~~717~~146% Current Month 1822.~~768~~920% Current Month 4,~~374~~298.~~360~~866% 3 Month Average 01.~~000~~683% 3 Month Average 018.~~000~~359% 3 Month Average 05,443.~~000~~228% 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. ~~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 N/A N/A Mar-2005 N/A N/A Apr-2005 N/A N/A Apr-2005 N/A N/A May-2005 N/A N/A May-2005 N/A N/A Jun-2005 17.628% N/A Jun-2005 7,687.129% N/A Jul-2005 1814.~~768~~529% N/A Jul-2005 4,~~374~~343.~~360~~689% N/A Aug-2005 22.920% N/A Aug-2005 4,298.866% 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 01.~~906~~350% Current Month 1015.~~341~~046% Current Month 2,~~202~~622.~~368~~861% 3 Month Average 0.~~000~~862% 3 Month Average 09.~~000~~794% 3 Month Average 02,379.~~000~~481% 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. ~~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 N/A N/A Mar-2005 N/A N/A Apr-2005 N/A N/A Apr-2005 N/A N/A May-2005 N/A N/A May-2005 N/A N/A Jun-2005 6.562% N/A Jun-2005 2,430.299% N/A Jul-2005 107.~~341~~775% N/A Jul-2005 2,~~202~~085.~~368~~282% N/A Aug-2005 15.046% N/A Aug-2005 2,622.861% 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 12.~~867~~354% Current Month 2024.~~238~~865% Current Month 4,~~733~~658.~~542~~313% 3 Month Average 01.~~000~~660% 3 Month Average 018.~~000~~057% 3 Month Average 05,104.~~000~~977% 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. ~~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 N/A N/A Mar-2005 N/A N/A Apr-2005 N/A N/A Apr-2005 N/A N/A May-2005 N/A N/A May-2005 N/A N/A Jun-2005 13.537% N/A Jun-2005 5,944.389% N/A Jul-2005 2015.~~238~~771% N/A Jul-2005 4,~~733~~712.~~542~~228% N/A Aug-2005 24.865% N/A Aug-2005 4,658.313% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 6 SMM CPR PSA Current Month 0.~~339~~988% Current Month 311.~~998~~233% Current Month ~~898~~2,029.~~421~~141% 3 Month Average 0.~~000~~570% 3 Month Average 06.~~000~~571% 3 Month Average 01,711.~~000~~962% 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. ~~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 N/A N/A Mar-2005 N/A N/A Apr-2005 N/A N/A Apr-2005 N/A N/A May-2005 N/A N/A May-2005 N/A N/A Jun-2005 5.649% N/A Jun-2005 2,306.651% N/A Jul-2005 32.~~998~~832% N/A Jul-2005 ~~898~~800.~~421~~094% N/A Aug-2005 11.233% N/A Aug-2005 2,029.141% 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 compiled 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))

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. ~~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 N/A N/A Mar-2005 N/A N/A Apr-2005 N/A N/A Apr-2005 N/A N/A May-2005 N/A N/A May-2005 N/A N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs 12mo Average* Loss Severity: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~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 N/A N/A Mar-2005 N/A N/A Apr-2005 N/A N/A Apr-2005 N/A N/A May-2005 N/A N/A May-2005 N/A N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. 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. ~~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 N/A N/A Mar-2005 N/A N/A Apr-2005 N/A N/A Apr-2005 N/A N/A May-2005 N/A N/A May-2005 N/A N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs 12mo Average* Loss Severity: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~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 N/A N/A Mar-2005 N/A N/A Apr-2005 N/A N/A Apr-2005 N/A N/A May-2005 N/A N/A May-2005 N/A N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. 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. ~~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 N/A N/A Mar-2005 N/A N/A Apr-2005 N/A N/A Apr-2005 N/A N/A May-2005 N/A N/A May-2005 N/A N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs 12mo Average* Loss Severity: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~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 N/A N/A Mar-2005 N/A N/A Apr-2005 N/A N/A Apr-2005 N/A N/A May-2005 N/A N/A May-2005 N/A N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. 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. ~~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 N/A N/A Mar-2005 N/A N/A Apr-2005 N/A N/A Apr-2005 N/A N/A May-2005 N/A N/A May-2005 N/A N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs 12mo Average* Loss Severity: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~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 N/A N/A Mar-2005 N/A N/A Apr-2005 N/A N/A Apr-2005 N/A N/A May-2005 N/A N/A May-2005 N/A N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. 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. ~~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 N/A N/A Mar-2005 N/A N/A Apr-2005 N/A N/A Apr-2005 N/A N/A May-2005 N/A N/A May-2005 N/A N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs 12mo Average* Loss Severity: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~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 N/A N/A Mar-2005 N/A N/A Apr-2005 N/A N/A Apr-2005 N/A N/A May-2005 N/A N/A May-2005 N/A N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. 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. ~~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 N/A N/A Mar-2005 N/A N/A Apr-2005 N/A N/A Apr-2005 N/A N/A May-2005 N/A N/A May-2005 N/A N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs 12mo Average* Loss Severity: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~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 N/A N/A Mar-2005 N/A N/A Apr-2005 N/A N/A Apr-2005 N/A N/A May-2005 N/A N/A May-2005 N/A N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. 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. ~~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 N/A N/A Mar-2005 N/A N/A Apr-2005 N/A N/A Apr-2005 N/A N/A May-2005 N/A N/A May-2005 N/A N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs 12mo Average* Loss Severity: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~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 N/A N/A Mar-2005 N/A N/A Apr-2005 N/A N/A Apr-2005 N/A N/A May-2005 N/A N/A May-2005 N/A N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A Jul-2005 0.000% N/A Jul-2005 0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. This report has been compiled 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. Series 2005-WCW1