-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, Qz6EG30fkjJL7Rj9gJdDppmZHPhsgZnHsWKc4DnoQ29lznrqJpF0SyQeLeUgd0zh r0WkqzWn6et3YTuVCPVO5g== 0001056404-05-002380.txt : 20050630 0001056404-05-002380.hdr.sgml : 20050630 20050630164106 ACCESSION NUMBER: 0001056404-05-002380 CONFORMED SUBMISSION TYPE: 8-K PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20050627 ITEM INFORMATION: Other Events ITEM INFORMATION: Financial Statements and Exhibits FILED AS OF DATE: 20050630 DATE AS OF CHANGE: 20050630 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Park Place Securities, Inc., Asset-Backed Pass-Through Certificates, Series 2005-WCH1 CENTRAL INDEX KEY: 0001315570 STANDARD INDUSTRIAL CLASSIFICATION: ASSET-BACKED SECURITIES [6189] IRS NUMBER: 341993512 FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 8-K SEC ACT: 1934 Act SEC FILE NUMBER: 333-121784-01 FILM NUMBER: 05928954 BUSINESS ADDRESS: STREET 1: 1100 TOWN & COUNTRY ROAD STREET 2: SUITE 1100 CITY: ORANGE STATE: CA ZIP: 92868 BUSINESS PHONE: 714-541-9960 X2340 MAIL ADDRESS: STREET 1: 1100 TOWN & COUNTRY ROAD STREET 2: SUITE 1100 CITY: ORANGE STATE: CA ZIP: 92868 FORMER COMPANY: FORMER CONFORMED NAME: Park Place Securities, Inc., Asset-Backed Pass-Through Certificates, Series 2004-WCH1 DATE OF NAME CHANGE: 20050126 8-K 1 pps05wc1_10506.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): June 27, 2005 PARK PLACE SECURITIES, INC. Asset Backed Pass-Through Certificates, Series 2005-WC1 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-121784-01 54-2168030 Pooling and Servicing Agreement) (Commission 54-2168031 (State or other File Number) 54-2168032 jurisdiction 54-2168033 of Incorporation) 54-2168034 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 June 27, 2005 a distribution was made to holders of PARK PLACE SECURITIES, INC., Asset Backed Pass-Through Certificates, Series 2005-WC1 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-WC1 Trust, relating to the June 27, 2005 distribution. Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized. PARK PLACE SECURITIES, INC. Asset Backed Pass-Through Certificates, Series 2005-WC1 Trust (Registrant) By: Wells Fargo Bank, N.A. as Trustee By: /s/ Beth Belfield as Officer By: Beth Belfield as Officer Date: 6/28/2005 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Asset Backed Pass-Through Certificates, Series 2005-WC1 Trust, relating to the June 27, 2005 distribution. EX-99.1
Park Place Securities, Inc Asset Backed Pass-Through Certificates Record Date: 5/31/2005 Distribution Date: 6/27/2005 Park Place Securities, Inc Asset Backed Pass-Through Certificates Series 2005-WCH1 Contact: Customer Service - CTSLink Wells Fargo Bank, N.A. Securities Administration Services 7485 New Horizon Way Frederick, MD 21703 www.ctslink.com Telephone: (301) 815-6600 Fax: (301) 815-6660 Certificateholder Distribution Summary Certificate Certificate Beginning Class Pass-Through Certificate Interest Class CUSIP Description Rate Balance Distribution A1A 70069FFS1 SEN 3.39000% 558,536,000.74 1,735,650.62 A1B 70069FFB8 SEN 3.39000% 139,634,000.19 433,912.66 A2A 70069FFT9 SEN 3.37000% 298,536,313.73 922,228.43 A2B 70069FFC6 SEN 3.39000% 74,634,078.43 231,925.40 A3A 70069FFD4 SEN 3.21000% 112,998,058.57 332,496.79 A3B 70069FFE2 SEN 3.31000% 157,000,000.00 476,364.17 A3C 70069FFF9 SEN 3.45000% 29,580,000.00 93,546.75 A3D 70069FFG7 SEN 3.43000% 33,286,450.95 104,658.15 M1 70069FFH5 MEZ 3.56000% 21,850,000.00 71,303.83 M2 70069FFJ1 MEZ 3.61000% 88,350,000.00 292,364.88 M3 70069FFK8 MEZ 3.65000% 32,300,000.00 108,070.42 M4 70069FFL6 MEZ 3.92000% 42,750,000.00 153,615.00 M5 70069FFM4 MEZ 3.97000% 31,350,000.00 114,087.87 M6 70069FFN2 MEZ 4.07000% 23,750,000.00 88,607.29 M7 70069FFP7 MEZ 4.54000% 25,650,000.00 106,746.75 M8 70069FFQ5 MEZ 4.64000% 18,050,000.00 76,772.67 M9 70069FFR3 MEZ 5.59000% 19,950,000.00 102,227.13 M10 70069FFU6 MEZ 5.59000% 30,400,000.00 155,774.67 CE PPS5WC1CE SUB 0.00000% 57,000,003.13 4,078,289.82 P PPS05WC1P SEN 0.00000% 100.00 831,248.34 R1 PPS5WC1R1 SUB 0.00000% 0.00 0.00 Totals 1,795,605,005.74 10,509,891.64
Certificateholder Distribution Summary (continued) Current Ending Cumulative Principal Realized Certificate Total Realized Class Distribution Loss Balance Distribution Losses A1A 19,856,801.60 0.00 538,679,199.14 21,592,452.22 0.00 A1B 4,964,200.40 0.00 134,669,799.79 5,398,113.06 0.00 A2A 8,740,307.71 0.00 289,796,006.02 9,662,536.14 0.00 A2B 2,185,076.93 0.00 72,449,001.50 2,417,002.33 0.00 A3A 13,657,137.61 0.00 99,340,920.96 13,989,634.40 0.00 A3B 0.00 0.00 157,000,000.00 476,364.17 0.00 A3C 0.00 0.00 29,580,000.00 93,546.75 0.00 A3D 1,517,459.73 0.00 31,768,991.22 1,622,117.88 0.00 M1 0.00 0.00 21,850,000.00 71,303.83 0.00 M2 0.00 0.00 88,350,000.00 292,364.88 0.00 M3 0.00 0.00 32,300,000.00 108,070.42 0.00 M4 0.00 0.00 42,750,000.00 153,615.00 0.00 M5 0.00 0.00 31,350,000.00 114,087.87 0.00 M6 0.00 0.00 23,750,000.00 88,607.29 0.00 M7 0.00 0.00 25,650,000.00 106,746.75 0.00 M8 0.00 0.00 18,050,000.00 76,772.67 0.00 M9 0.00 0.00 19,950,000.00 102,227.13 0.00 M10 0.00 0.00 30,400,000.00 155,774.67 0.00 CE 0.00 0.00 57,000,003.13 4,078,289.82 0.00 P 0.00 0.00 100.00 831,248.34 0.00 R1 0.00 0.00 0.00 0.00 0.00 Totals 50,920,983.98 0.00 1,744,684,021.76 61,430,875.62 0.00 All distributions required by the Pooling and Servicing Agreement have been calculated by the Certificate Administrator on behalf of the Trustee.
Principal Distribution Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Realized Class Amount Balance Distribution Distribution Accretion Loss (1) A1A 596,720,000.00 558,536,000.74 595,487.64 19,261,313.96 0.00 0.00 A1B 149,180,000.00 139,634,000.19 148,871.91 4,815,328.49 0.00 0.00 A2A 315,600,000.00 298,536,313.73 321,209.97 8,419,097.74 0.00 0.00 A2B 78,900,000.00 74,634,078.43 80,302.49 2,104,774.44 0.00 0.00 A3A 144,800,000.00 112,998,058.57 320,799.57 13,336,338.04 0.00 0.00 A3B 157,000,000.00 157,000,000.00 0.00 0.00 0.00 0.00 A3C 29,580,000.00 29,580,000.00 0.00 0.00 0.00 0.00 A3D 36,820,000.00 33,286,450.95 35,644.40 1,481,815.34 0.00 0.00 M1 21,850,000.00 21,850,000.00 0.00 0.00 0.00 0.00 M2 88,350,000.00 88,350,000.00 0.00 0.00 0.00 0.00 M3 32,300,000.00 32,300,000.00 0.00 0.00 0.00 0.00 M4 42,750,000.00 42,750,000.00 0.00 0.00 0.00 0.00 M5 31,350,000.00 31,350,000.00 0.00 0.00 0.00 0.00 M6 23,750,000.00 23,750,000.00 0.00 0.00 0.00 0.00 M7 25,650,000.00 25,650,000.00 0.00 0.00 0.00 0.00 M8 18,050,000.00 18,050,000.00 0.00 0.00 0.00 0.00 M9 19,950,000.00 19,950,000.00 0.00 0.00 0.00 0.00 M10 30,400,000.00 30,400,000.00 0.00 0.00 0.00 0.00 CE 57,000,052.74 57,000,003.13 0.00 0.00 0.00 0.00 P 100.00 100.00 0.00 0.00 0.00 0.00 R1 0.00 0.00 0.00 0.00 0.00 0.00 Totals 1,900,000,152.74 1,795,605,005.74 1,502,315.98 49,418,668.01 0.00 0.00 (1) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.
Principal Distribution Statement (continued) Total Ending Ending Total Principal Certificate Certificate Principal Class Reduction Balance Percentage Distribution A1A 19,856,801.60 538,679,199.14 0.90273361 19,856,801.60 A1B 4,964,200.40 134,669,799.79 0.90273361 4,964,200.40 A2A 8,740,307.71 289,796,006.02 0.91823830 8,740,307.71 A2B 2,185,076.93 72,449,001.50 0.91823830 2,185,076.93 A3A 13,657,137.61 99,340,920.96 0.68605608 13,657,137.61 A3B 0.00 157,000,000.00 1.00000000 0.00 A3C 0.00 29,580,000.00 1.00000000 0.00 A3D 1,517,459.73 31,768,991.22 0.86281888 1,517,459.73 M1 0.00 21,850,000.00 1.00000000 0.00 M2 0.00 88,350,000.00 1.00000000 0.00 M3 0.00 32,300,000.00 1.00000000 0.00 M4 0.00 42,750,000.00 1.00000000 0.00 M5 0.00 31,350,000.00 1.00000000 0.00 M6 0.00 23,750,000.00 1.00000000 0.00 M7 0.00 25,650,000.00 1.00000000 0.00 M8 0.00 18,050,000.00 1.00000000 0.00 M9 0.00 19,950,000.00 1.00000000 0.00 M10 0.00 30,400,000.00 1.00000000 0.00 CE 0.00 57,000,003.13 0.99999913 0.00 P 0.00 100.00 1.00000000 0.00 R1 0.00 0.00 0.00000000 0.00 Totals 50,920,983.98 1,744,684,021.76 0.91825467 50,920,983.98
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion A1A 596,720,000.00 936.01019027 0.99793478 32.27864653 0.00000000 A1B 149,180,000.00 936.01019031 0.99793478 32.27864653 0.00000000 A2A 315,600,000.00 945.93255301 1.01777557 26.67648207 0.00000000 A2B 78,900,000.00 945.93255298 1.01777554 26.67648213 0.00000000 A3A 144,800,000.00 780.37333267 2.21546664 92.10178204 0.00000000 A3B 157,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A3C 29,580,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A3D 36,820,000.00 904.03180201 0.96807170 40.24484900 0.00000000 M1 21,850,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M2 88,350,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M3 32,300,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M4 42,750,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M5 31,350,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M6 23,750,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M7 25,650,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M8 18,050,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M9 19,950,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M10 30,400,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 CE 57,000,052.74 999.99912965 0.00000000 0.00000000 0.00000000 P 100.00 1000.00000000 0.00000000 0.00000000 0.00000000 R1 0.00 0.00000000 0.00000000 0.00000000 0.00000000
Principal Distribution Factors Statement (continued) Total Ending Ending Total Realized Principal Certificate Certificate Principal Class Loss (3) Reduction Balance Percentage Distribution A1A 0.00000000 33.27658131 902.73360896 0.90273361 33.27658131 A1B 0.00000000 33.27658131 902.73360900 0.90273361 33.27658131 A2A 0.00000000 27.69425764 918.23829537 0.91823830 27.69425764 A2B 0.00000000 27.69425767 918.23829531 0.91823830 27.69425767 A3A 0.00000000 94.31724869 686.05608398 0.68605608 94.31724869 A3B 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 A3C 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 A3D 0.00000000 41.21292042 862.81888159 0.86281888 41.21292042 M1 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M2 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M3 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M4 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M5 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M6 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M7 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M8 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M9 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M10 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 CE 0.00000000 0.00000000 999.99912965 0.99999913 0.00000000 P 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 R1 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 (3) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.
Interest Distribution Statement Beginning Payment of Original Current Certificate/ Current Unpaid Current Face Certificate Notional Accrued Interest Interest Class Amount Rate Balance Interest Shortfall Shortfall A1A 596,720,000.00 3.39000% 558,536,000.74 1,735,650.62 0.00 0.00 A1B 149,180,000.00 3.39000% 139,634,000.19 433,912.66 0.00 0.00 A2A 315,600,000.00 3.37000% 298,536,313.73 922,228.43 0.00 0.00 A2B 78,900,000.00 3.39000% 74,634,078.43 231,925.40 0.00 0.00 A3A 144,800,000.00 3.21000% 112,998,058.57 332,496.79 0.00 0.00 A3B 157,000,000.00 3.31000% 157,000,000.00 476,364.17 0.00 0.00 A3C 29,580,000.00 3.45000% 29,580,000.00 93,546.75 0.00 0.00 A3D 36,820,000.00 3.43000% 33,286,450.95 104,658.15 0.00 0.00 M1 21,850,000.00 3.56000% 21,850,000.00 71,303.83 0.00 0.00 M2 88,350,000.00 3.61000% 88,350,000.00 292,364.88 0.00 0.00 M3 32,300,000.00 3.65000% 32,300,000.00 108,070.42 0.00 0.00 M4 42,750,000.00 3.92000% 42,750,000.00 153,615.00 0.00 0.00 M5 31,350,000.00 3.97000% 31,350,000.00 114,087.87 0.00 0.00 M6 23,750,000.00 4.07000% 23,750,000.00 88,607.29 0.00 0.00 M7 25,650,000.00 4.54000% 25,650,000.00 106,746.75 0.00 0.00 M8 18,050,000.00 4.64000% 18,050,000.00 76,772.67 0.00 0.00 M9 19,950,000.00 5.59000% 19,950,000.00 102,227.13 0.00 0.00 M10 30,400,000.00 5.59000% 30,400,000.00 155,774.67 0.00 0.00 CE 57,000,052.74 0.00000% 57,000,003.13 0.00 0.00 0.00 P 100.00 0.00000% 100.00 0.00 0.00 0.00 R1 0.00 0.00000% 0.00 0.00 0.00 0.00 Totals 1,900,000,152.74 5,600,353.48 0.00 0.00
Interest Distribution Statement (continued) Remaining Ending Non-Supported Total Unpaid Certificate/ Interest Realized Interest Interest Notional Class Shortfall Losses (4) Distribution Shortfall Balance A1A 0.00 0.00 1,735,650.62 0.00 538,679,199.14 A1B 0.00 0.00 433,912.66 0.00 134,669,799.79 A2A 0.00 0.00 922,228.43 0.00 289,796,006.02 A2B 0.00 0.00 231,925.40 0.00 72,449,001.50 A3A 0.00 0.00 332,496.79 0.00 99,340,920.96 A3B 0.00 0.00 476,364.17 0.00 157,000,000.00 A3C 0.00 0.00 93,546.75 0.00 29,580,000.00 A3D 0.00 0.00 104,658.15 0.00 31,768,991.22 M1 0.00 0.00 71,303.83 0.00 21,850,000.00 M2 0.00 0.00 292,364.88 0.00 88,350,000.00 M3 0.00 0.00 108,070.42 0.00 32,300,000.00 M4 0.00 0.00 153,615.00 0.00 42,750,000.00 M5 0.00 0.00 114,087.87 0.00 31,350,000.00 M6 0.00 0.00 88,607.29 0.00 23,750,000.00 M7 0.00 0.00 106,746.75 0.00 25,650,000.00 M8 0.00 0.00 76,772.67 0.00 18,050,000.00 M9 0.00 0.00 102,227.13 0.00 19,950,000.00 M10 0.00 0.00 155,774.67 0.00 30,400,000.00 CE 0.00 0.00 4,078,289.82 0.00 57,000,003.13 P 0.00 0.00 831,248.34 0.00 100.00 R1 0.00 0.00 0.00 0.00 0.00 Totals 0.00 0.00 10,509,891.64 0.00 (4) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.
Interest Distribution Factors Statement Beginning Payment of Original Current Certificate/ Current Unpaid Current Face Certificate Notional Accrued Interest Interest Class (5) Amount Rate Balance Interest Shortfall Shortfall A1A 596,720,000.00 3.39000% 936.01019027 2.90865166 0.00000000 0.00000000 A1B 149,180,000.00 3.39000% 936.01019031 2.90865170 0.00000000 0.00000000 A2A 315,600,000.00 3.37000% 945.93255301 2.92214331 0.00000000 0.00000000 A2B 78,900,000.00 3.39000% 945.93255298 2.93948542 0.00000000 0.00000000 A3A 144,800,000.00 3.21000% 780.37333267 2.29624855 0.00000000 0.00000000 A3B 157,000,000.00 3.31000% 1000.00000000 3.03416669 0.00000000 0.00000000 A3C 29,580,000.00 3.45000% 1000.00000000 3.16250000 0.00000000 0.00000000 A3D 36,820,000.00 3.43000% 904.03180201 2.84242667 0.00000000 0.00000000 M1 21,850,000.00 3.56000% 1000.00000000 3.26333318 0.00000000 0.00000000 M2 88,350,000.00 3.61000% 1000.00000000 3.30916672 0.00000000 0.00000000 M3 32,300,000.00 3.65000% 1000.00000000 3.34583344 0.00000000 0.00000000 M4 42,750,000.00 3.92000% 1000.00000000 3.59333333 0.00000000 0.00000000 M5 31,350,000.00 3.97000% 1000.00000000 3.63916651 0.00000000 0.00000000 M6 23,750,000.00 4.07000% 1000.00000000 3.73083326 0.00000000 0.00000000 M7 25,650,000.00 4.54000% 1000.00000000 4.16166667 0.00000000 0.00000000 M8 18,050,000.00 4.64000% 1000.00000000 4.25333352 0.00000000 0.00000000 M9 19,950,000.00 5.59000% 1000.00000000 5.12416692 0.00000000 0.00000000 M10 30,400,000.00 5.59000% 1000.00000000 5.12416678 0.00000000 0.00000000 CE 57,000,052.74 0.00000% 999.99912965 0.00000000 0.00000000 0.00000000 P 100.00 0.00000% 1000.00000000 0.00000000 0.00000000 0.00000000 R1 0.00 0.00000% 0.00000000 0.00000000 0.00000000 0.00000000 (5) Per $1 denomination.
Interest Distribution Factors Statement (continued) Remaining Ending Non-Supported Total Unpaid Certificate/ Interest Realized Interest Interest Notional Class Shortfall Losses (6) Distribution Shortfall Balance A1A 0.00000000 0.00000000 2.90865166 0.00000000 902.73360896 A1B 0.00000000 0.00000000 2.90865170 0.00000000 902.73360900 A2A 0.00000000 0.00000000 2.92214331 0.00000000 918.23829537 A2B 0.00000000 0.00000000 2.93948542 0.00000000 918.23829531 A3A 0.00000000 0.00000000 2.29624855 0.00000000 686.05608398 A3B 0.00000000 0.00000000 3.03416669 0.00000000 1000.00000000 A3C 0.00000000 0.00000000 3.16250000 0.00000000 1000.00000000 A3D 0.00000000 0.00000000 2.84242667 0.00000000 862.81888159 M1 0.00000000 0.00000000 3.26333318 0.00000000 1000.00000000 M2 0.00000000 0.00000000 3.30916672 0.00000000 1000.00000000 M3 0.00000000 0.00000000 3.34583344 0.00000000 1000.00000000 M4 0.00000000 0.00000000 3.59333333 0.00000000 1000.00000000 M5 0.00000000 0.00000000 3.63916651 0.00000000 1000.00000000 M6 0.00000000 0.00000000 3.73083326 0.00000000 1000.00000000 M7 0.00000000 0.00000000 4.16166667 0.00000000 1000.00000000 M8 0.00000000 0.00000000 4.25333352 0.00000000 1000.00000000 M9 0.00000000 0.00000000 5.12416692 0.00000000 1000.00000000 M10 0.00000000 0.00000000 5.12416678 0.00000000 1000.00000000 CE 0.00000000 0.00000000 71.54887801 0.00000000 999.99912965 P 0.00000000 0.00000000 8312483.40000000 0.00000000 1000.00000000 R1 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 (6) Amount Does Not Include Excess Special Hazard, Bankruptcy,or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.
CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 61,351,033.83 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 0.00 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 831,248.34 Total Deposits 62,182,282.17 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 751,406.55 Payment of Interest and Principal 61,430,875.62 Total Withdrawals (Pool Distribution Amount) 62,182,282.17 Ending Balance 0.00
PREPAYMENT/CURTAILMENT INTEREST SHORTFALL Total Prepayment/Curtailment Interest Shortfall 0.00 Servicing Fee Support 0.00 Non-Supported Prepayment/Curtailment Interest Shortfall 0.00
SERVICING FEES Gross Servicing Fee 748,168.75 Bond Insurer Fee 0.00 Custodian Fee 3,237.80 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 751,406.55
OTHER ACCOUNTS Beginning Current Current Ending Account Type Balance Withdrawals Deposits Balance Reserve Fund 0.00 1,340,762.39 1,340,762.39 0.00 Reserve Fund 0.00 0.00 0.00 0.00
LOAN STATUS STRATIFICATION/CREDIT ENHANCEMENT STATEMENT DELINQUENT BANKRUPTCY FORECLOSURE REO Total No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 34 2 0 36 4,451,876.59 279,919.44 0.00 4,731,796.03 30 Days 179 3 1 0 183 27,362,209.34 552,293.97 494,174.22 0.00 28,408,677.53 60 Days 18 4 63 0 85 2,465,696.80 306,506.16 8,095,219.72 0.00 10,867,422.68 90 Days 13 7 77 0 97 1,703,207.22 811,092.39 10,728,319.76 0.00 13,242,619.37 120 Days 8 1 39 1 49 1,033,290.52 149,150.00 7,652,315.86 224,690.85 9,059,447.23 150 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 218 49 182 1 450 32,564,403.88 6,270,919.11 27,249,949.00 224,690.85 66,309,962.84 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 0.322672% 0.018981% 0.000000% 0.341653% 0.255024% 0.016035% 0.000000% 0.271059% 30 Days 1.698776% 0.028471% 0.009490% 0.000000% 1.736737% 1.567433% 0.031638% 0.028309% 0.000000% 1.627379% 60 Days 0.170827% 0.037961% 0.597893% 0.000000% 0.806681% 0.141246% 0.017558% 0.463731% 0.000000% 0.622536% 90 Days 0.123375% 0.066433% 0.730758% 0.000000% 0.920566% 0.097568% 0.046463% 0.614567% 0.000000% 0.758598% 120 Days 0.075923% 0.009490% 0.370124% 0.009490% 0.465028% 0.059192% 0.008544% 0.438360% 0.012871% 0.518967% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 2.068900% 0.465028% 1.727247% 0.009490% 4.270665% 1.865438% 0.359227% 1.561002% 0.012871% 3.798539%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 444,413.97
SUBORDINATION LEVEL/CREDIT ENHANCEMENT/CLASS PERCENTAGE AND PREPAYMENT PERCENTAGE Current Original $ Original % Current $ Current % Class% Prepayment% Class M-1 369,550,152.74 19.45000697% 369,550,103.13 21.18149181% 1.252376% 0.000000% Class M-2 281,200,152.74 14.80000723% 281,200,103.13 16.11753760% 5.063954% 0.000000% Class M-3 248,900,152.74 13.10000732% 248,900,103.13 14.26619950% 1.851338% 0.000000% Class M-4 206,150,152.74 10.85000744% 206,150,103.13 11.81589907% 2.450300% 0.000000% Class CE 100.00 0.00000526% 100.00 0.00000573% 3.267067% 0.000000% Class P 0.00 0.00000000% 0.00 0.00000000% 0.000006% 0.000000% Class R-I 0.00 0.00000000% 0.00 0.00000000% 0.000000% 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 1 Jul-04 0.000% Original Principal Balance 225,000.00 Aug-04 0.000% Current Principal Balance 224,690.85 Sep-04 0.000% Oct-04 0.000% Current REO Total Nov-04 0.000% Loans in REO 1 Dec-04 0.000% Original Principal Balance 225,000.00 Jan-05 0.000% Current Principal Balance 224,690.85 Feb-05 0.000% Mar-05 0.000% Apr-05 0.000% May-05 0.000% Jun-05 0.013% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.
REO Loan Detail - All Mortgage Loans in REO during Current Period Month Loan First Original Loan Entered Payment LTV at Principal Group Number REO Date State Origination Balance Group 6 0063032114 Jun-2005 01-Nov-2004 TX 90.00 225,000.00
REO Loan Detail - All Mortgage Loans in REO during Current Period (continued) Current Paid Current Approximate Loan Principal To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest Group 6 0063032114 224,690.85 01-Dec-2004 4 7.900% 8,298.03 This report has been complied from data provided to Wells Fargo by third parties. Wells Fargo has not confirmed the accuracy of this data and assumes no duty to do so. Wells Fargo disclaims any responsibility for the accuracy of the data.
Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period
Summary 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 99 Jul-04 0.000% Original Principal Balance 13,177,885.00 Aug-04 0.000% Current Principal Balance 13,163,774.29 Sep-04 0.000% Oct-04 0.000% Current Foreclosure Total Nov-04 0.000% Loans in Foreclosure 182 Dec-04 0.000% Original Principal Balance 27,270,540.00 Jan-05 0.000% Current Principal Balance 27,249,949.00 Feb-05 0.000% Mar-05 0.000% Apr-05 0.000% May-05 0.428% Jun-05 1.561% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.
Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period Month Loan First Original Loan Entered Payment LTV at Principal Group Number FC Date State Origination Balance Group1 0062535034 May-2005 01-Dec-2004 OH 90.00 77,400.00 Group1 0064020951 Jun-2005 01-Dec-2004 OH 85.00 57,800.00 Group1 0064927593 Jun-2005 01-Dec-2004 OH 90.00 76,500.00 Group1 0068168798 May-2005 01-Feb-2005 HI 100.00 87,800.00 Group1 0068291517 May-2005 01-Feb-2005 CA 100.00 53,000.00 Group1 0068362870 Jun-2005 01-Feb-2005 AZ 100.00 42,300.00 Group1 0068398874 Jun-2005 01-Feb-2005 CA 100.00 67,000.00 Group 2 0061626271 May-2005 01-Jan-2005 NJ 90.00 252,000.00 Group 2 0061968939 Jun-2005 01-Nov-2004 MA 57.14 180,000.00 Group 2 0063806897 May-2005 01-Jan-2005 FL 85.00 297,500.00 Group 2 0064452170 May-2005 01-Jan-2005 NJ 80.00 114,000.00 Group 2 0064477839 Jun-2005 01-Nov-2004 LA 85.00 102,000.00 Group 2 0064619570 Apr-2005 01-Jan-2005 CO 80.00 124,000.00 Group 2 0064640956 Jun-2005 01-Dec-2004 OH 90.00 112,500.00 Group 2 0064816390 Jun-2005 01-Jan-2005 NJ 90.00 170,100.00 Group 2 0064819477 Apr-2005 01-Dec-2004 OH 90.00 60,300.00 Group 2 0064950116 Jun-2005 01-Dec-2004 OH 90.00 112,500.00 Group 2 0065039273 May-2005 01-Dec-2004 NJ 67.69 220,000.00 Group 2 0065053712 Jun-2005 01-Dec-2004 OH 100.00 82,500.00 Group 2 0065173718 May-2005 01-Jan-2005 IL 90.00 223,200.00 Group 2 0065268070 Jun-2005 01-Jan-2005 IL 75.00 131,250.00 Group 2 0065274318 May-2005 01-Dec-2004 IL 90.00 205,200.00 Group 2 0065291197 Jun-2005 01-Jan-2005 MA 80.00 100,000.00 Group 2 0065347031 Jun-2005 01-Dec-2004 IL 90.00 130,500.00 Group 2 0065421554 Apr-2005 01-Dec-2004 OH 95.00 166,250.00 Group 2 0065441073 Jun-2005 01-Jan-2005 NM 90.00 319,500.00 Group 2 0065552374 Jun-2005 01-Feb-2005 WA 95.00 70,870.00 Group 2 0065777351 May-2005 01-Jan-2005 LA 74.95 114,000.00 Group 2 0065834871 May-2005 01-Dec-2004 OH 95.00 102,505.00 Group 2 0065873275 Jun-2005 01-Jan-2005 NM 90.00 185,400.00 Group 2 0065952830 Apr-2005 01-Jan-2005 KY 90.00 114,300.00 Group 2 0066019712 May-2005 01-Jan-2005 NJ 81.51 216,000.00 Group 2 0066142035 Jun-2005 01-Jan-2005 TX 90.00 238,500.00 Group 2 0066277716 Jun-2005 01-Dec-2004 GA 100.00 204,400.00 Group 2 0066293754 Jun-2005 01-Jan-2005 NV 95.00 147,250.00 Group 2 0066430190 Jun-2005 01-Jan-2005 CA 62.75 182,000.00 Group 2 0066540311 Jun-2005 01-Feb-2005 CO 95.00 170,525.00 Group 2 0066590951 May-2005 01-Jan-2005 IL 88.00 149,600.00 Group 2 0066594433 May-2005 01-Jan-2005 IL 90.00 168,300.00 Group 2 0066682311 May-2005 01-Jan-2005 IL 90.00 112,500.00 Group 2 0066780594 Apr-2005 01-Jan-2005 ME 80.00 96,000.00 Group 2 0066808551 May-2005 01-Feb-2005 WA 95.00 118,750.00 Group 2 0066863234 Jun-2005 01-Jan-2005 CA 85.00 285,600.00 Group 2 0066919515 Jun-2005 01-Jan-2005 CO 80.00 132,000.00 Group 2 0066973033 May-2005 01-Jan-2005 MO 100.00 120,000.00 Group 2 0066974312 May-2005 01-Jan-2005 IL 80.00 167,920.00 Group 2 0067029637 May-2005 01-Jan-2005 PA 80.00 121,600.00 Group 2 0067150672 May-2005 01-Jan-2005 FL 95.00 313,500.00 Group 2 0067160713 Jun-2005 01-Jan-2005 MN 90.00 121,500.00 Group 2 0067181677 May-2005 01-Feb-2005 CT 80.00 176,000.00 Group 2 0067208439 May-2005 01-Jan-2005 CA 89.81 238,000.00 Group 2 0067509836 Jun-2005 01-Jan-2005 GA 90.00 180,000.00 Group 2 0067535633 Jun-2005 01-Jan-2005 MI 90.00 79,200.00 Group 2 0067539999 Jun-2005 01-Jan-2005 MI 85.00 59,500.00 Group 2 0067677716 May-2005 01-Feb-2005 IL 90.00 315,000.00 Group 2 0067703470 Jun-2005 01-Feb-2005 IL 90.00 144,000.00 Group 2 0067767434 May-2005 01-Feb-2005 MI 80.00 96,000.00 Group 2 0067771154 Jun-2005 01-Feb-2005 FL 90.00 108,000.00 Group 2 0067815597 Jun-2005 01-Feb-2005 MN 85.00 131,750.00 Group 2 0067914358 May-2005 01-Jan-2005 KY 75.00 90,000.00 Group 2 0067947119 May-2005 01-Feb-2005 CA 80.00 212,000.00 Group 2 0067968354 Jun-2005 01-Jan-2005 TX 100.00 207,000.00 Group 2 0067993154 Jun-2005 01-Jan-2005 CA 46.79 189,500.00 Group 2 0068153311 May-2005 01-Feb-2005 IL 95.00 309,700.00 Group 2 0068233154 Jun-2005 01-Feb-2005 CO 80.00 145,600.00 Group 2 0068283837 May-2005 01-Jan-2005 MI 85.00 69,700.00 Group 2 0068316116 Jun-2005 01-Feb-2005 AZ 80.00 97,600.00 Group 2 0068739515 Jun-2005 01-Feb-2005 IN 95.00 106,400.00 Group 2 0091834721 Jun-2005 01-Jan-2005 IL 90.00 174,600.00 Group 2 0093331783 Jun-2005 01-Jan-2005 MI 90.00 70,200.00 Group 2 0097116065 Jun-2005 01-Jan-2005 MO 80.00 59,040.00 Group 2 0097464846 Jun-2005 01-Dec-2004 LA 80.00 204,000.00 Group 2 0098958846 Apr-2005 01-Jan-2005 CA 80.00 132,000.00 Group 2 0099410128 Jun-2005 01-Jan-2005 TX 80.00 96,000.00 Group 2 0099791428 May-2005 01-Jan-2005 WI 80.00 223,920.00 Group 2 0100506146 Apr-2005 01-Jan-2005 MI 100.00 150,000.00 Group 2 0100855824 Jun-2005 01-Feb-2005 NV 90.00 166,500.00 Group 3 0062790159 Jun-2005 01-Dec-2004 OH 90.00 86,400.00 Group 3 0063993232 Jun-2005 01-Dec-2004 OH 87.00 113,100.00 Group 3 0064942592 Jun-2005 01-Jan-2005 NY 95.00 356,250.00 Group 3 0065196032 Jun-2005 01-Dec-2004 OH 87.08 90,130.00 Group 3 0065414153 May-2005 01-Dec-2004 OH 90.00 71,100.00 Group 3 0066422718 Jun-2005 01-Dec-2004 OH 90.00 97,650.00 Group 3 0068508233 Jun-2005 01-Mar-2005 SC 85.00 82,450.00 Group 3 0069311678 Jun-2005 01-Mar-2005 IN 90.00 58,500.00 Group 4 0063303853 Jun-2005 01-Dec-2004 OH 85.00 88,400.00 Group 4 0063458756 Jun-2005 01-Dec-2004 OR 65.00 204,750.00 Group 4 0063560155 May-2005 01-Dec-2004 MI 85.00 63,750.00 Group 4 0063601090 May-2005 01-Jan-2005 MI 95.00 50,350.00 Group 4 0063683478 Jun-2005 01-Dec-2004 IN 90.00 63,270.00 Group 4 0063976872 Apr-2005 01-Dec-2004 OH 90.00 63,000.00 Group 4 0064076474 May-2005 01-Dec-2004 OH 73.52 50,000.00 Group 4 0064410632 Jun-2005 01-Jan-2005 MI 90.00 81,000.00 Group 4 0064791353 Jun-2005 01-Dec-2004 OH 90.00 74,700.00 Group 4 0064860919 May-2005 01-Dec-2004 CO 80.00 108,000.00 Group 4 0064881899 Jun-2005 01-Jan-2005 IN 90.00 58,500.00 Group 4 0064927791 Jun-2005 01-Dec-2004 OH 90.00 103,500.00 Group 4 0065270233 Apr-2005 01-Dec-2004 OH 70.00 78,400.00 Group 4 0065543993 Jun-2005 01-Jan-2005 IN 90.00 54,900.00 Group 4 0065564874 May-2005 01-Jan-2005 CO 100.00 193,000.00 Group 4 0065851438 Jun-2005 01-Jan-2005 WI 100.00 90,000.00 Group 4 0065965550 Jun-2005 01-Jan-2005 MI 95.00 123,500.00 Group 4 0066133398 Jun-2005 01-Jan-2005 WI 70.00 64,400.00 Group 4 0066254632 Jun-2005 01-Jan-2005 CA 65.00 172,250.00 Group 4 0066291113 May-2005 01-Jan-2005 TN 75.00 97,500.00 Group 4 0066404195 Apr-2005 01-Dec-2004 OH 85.00 73,100.00 Group 4 0066430638 Jun-2005 01-Jan-2005 PA 75.00 99,000.00 Group 4 0066510876 Jun-2005 01-Feb-2005 MI 90.00 61,200.00 Group 4 0066515479 Apr-2005 01-Jan-2005 MI 80.00 136,000.00 Group 4 0066581554 Jun-2005 01-Jan-2005 GA 90.00 220,500.00 Group 4 0066602715 Jun-2005 01-Jan-2005 MI 90.00 90,900.00 Group 4 0066775073 Jun-2005 01-Feb-2005 CA 70.00 166,600.00 Group 4 0066950551 Jun-2005 01-Jan-2005 AZ 59.52 50,000.00 Group 4 0067213678 May-2005 01-Jan-2005 MI 85.00 51,000.00 Group 4 0067288639 Jun-2005 01-Jan-2005 IN 84.73 64,400.00 Group 4 0067315556 Jun-2005 01-Jan-2005 CO 75.00 81,000.00 Group 4 0067338871 Jun-2005 01-Feb-2005 MI 80.00 70,400.00 Group 4 0067380030 Jun-2005 01-Feb-2005 MI 85.00 106,250.00 Group 4 0067405795 May-2005 01-Jan-2005 UT 90.00 98,100.00 Group 4 0067418319 May-2005 01-Jan-2005 IN 85.00 84,150.00 Group 4 0067580837 Apr-2005 01-Jan-2005 LA 83.33 112,500.00 Group 4 0067712430 Jun-2005 01-Feb-2005 IL 90.00 117,000.00 Group 4 0067729079 May-2005 01-Jan-2005 IN 90.00 61,200.00 Group 4 0067736678 May-2005 01-Jan-2005 MI 90.00 65,700.00 Group 4 0067738278 Apr-2005 01-Jan-2005 IN 90.00 55,800.00 Group 4 0067738393 May-2005 01-Jan-2005 IN 90.00 63,450.00 Group 4 0067808352 Jun-2005 01-Jan-2005 MI 75.00 116,250.00 Group 4 0067808592 May-2005 01-Jan-2005 FL 80.00 92,000.00 Group 4 0067901959 Jun-2005 01-Jan-2005 TX 85.00 157,250.00 Group 4 0067921676 Jun-2005 01-Jan-2005 MI 85.00 55,250.00 Group 4 0068013952 Jun-2005 01-Jan-2005 CO 80.00 108,800.00 Group 4 0068208313 May-2005 01-Feb-2005 CO 80.00 169,600.00 Group 4 0068210996 Apr-2005 01-Jan-2005 CA 65.00 331,500.00 Group 4 0068270511 May-2005 01-Feb-2005 NE 80.00 95,200.00 Group 4 0068276633 May-2005 01-Feb-2005 IN 90.00 72,000.00 Group 4 0094205267 May-2005 01-Jan-2005 MI 85.00 56,950.00 Group 4 0094360286 May-2005 01-Jan-2005 IL 95.00 137,750.00 Group 4 0094603420 May-2005 01-Jan-2005 SC 85.00 263,500.00 Group 4 0097370449 Jun-2005 01-Jan-2005 MI 85.00 52,700.00 Group 4 0097596845 Jun-2005 01-Jan-2005 MI 85.00 55,250.00 Group 4 0097630321 Jun-2005 01-Jan-2005 MI 85.00 63,750.00 Group 4 0097639843 Jun-2005 01-Jan-2005 IL 80.00 75,600.00 Group 4 0097723829 Jun-2005 01-Jan-2005 MO 90.00 74,700.00 Group 4 0097726541 Jun-2005 01-Jan-2005 MO 80.00 72,000.00 Group 4 0098132566 Jun-2005 01-Jan-2005 CA 85.00 126,650.00 Group 4 0098248883 Jun-2005 01-Jan-2005 MO 80.00 72,800.00 Group 4 0099653867 Apr-2005 01-Jan-2005 IL 90.00 135,000.00 Group 4 0099658023 Jun-2005 01-Feb-2005 MO 80.00 56,000.00 Group 4 0100195304 Jun-2005 01-Jan-2005 MO 90.00 129,600.00 Group 4 0100200385 May-2005 01-Jan-2005 IN 90.00 54,000.00 Group 4 0101189280 Jun-2005 01-Jan-2005 MI 90.00 81,000.00 Group 5 0063557276 Apr-2005 01-Dec-2004 OH 90.00 95,310.00 Group 5 0065894719 Jun-2005 01-Jan-2005 GA 90.00 540,000.00 Group 5 0066422635 Jun-2005 01-Dec-2004 OH 90.00 51,300.00 Group 5 0066422874 Jun-2005 01-Dec-2004 OH 90.00 55,800.00 Group 5 0066556077 May-2005 01-Feb-2005 MI 90.00 58,500.00 Group 5 0067667915 Jun-2005 01-Feb-2005 IL 90.00 72,000.00 Group 5 0068659358 May-2005 01-Feb-2005 FL 90.00 76,500.00 Group 6 0062461132 May-2005 01-Nov-2004 NJ 80.00 518,400.00 Group 6 0063156954 May-2005 01-Jan-2005 NJ 95.00 532,000.00 Group 6 0065361511 May-2005 01-Dec-2004 OH 85.00 81,600.00 Group 6 0065645996 Jun-2005 01-Jan-2005 NY 88.49 500,000.00 Group 6 0065950511 Jun-2005 01-Dec-2004 OH 90.00 155,700.00 Group 6 0065965279 May-2005 01-Jan-2005 MO 90.00 63,000.00 Group 6 0066081670 Jun-2005 01-Jan-2005 MA 90.00 387,000.00 Group 6 0066327479 May-2005 01-Jan-2005 PA 100.00 386,900.00 Group 6 0066399031 Apr-2005 01-Jan-2005 MI 95.00 196,650.00 Group 6 0066848235 May-2005 01-Jan-2005 MI 90.00 76,500.00 Group 6 0066913435 May-2005 01-Jan-2005 NY 90.90 500,000.00 Group 6 0067045278 Jun-2005 01-Jan-2005 CA 90.00 396,000.00 Group 6 0067126391 May-2005 01-Jan-2005 FL 88.49 400,000.00 Group 6 0067186437 May-2005 01-Jan-2005 NY 95.00 441,750.00 Group 6 0067736355 Apr-2005 01-Jan-2005 NY 90.00 441,000.00 Group 6 0067808071 Jun-2005 01-Jan-2005 IL 85.00 51,000.00 Group 6 0068193754 Jun-2005 01-Jan-2005 MI 90.00 445,500.00 Group 6 0068225192 Jun-2005 01-Feb-2005 MI 80.00 83,200.00 Group 6 0068381599 Jun-2005 01-Feb-2005 MN 90.00 139,500.00 Group 6 0090970104 May-2005 01-Dec-2004 CA 90.00 378,000.00 Group 6 0097956627 May-2005 01-Jan-2005 CA 90.00 495,000.00 Group 6 0097978084 Jun-2005 01-Jan-2005 NV 90.00 171,000.00 Group 6 0099181448 May-2005 01-Jan-2005 CA 80.00 372,000.00 Group 6 0099896029 May-2005 01-Jan-2005 TX 80.00 188,000.00
Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period (continued) Current Paid Current Approximate Loan Principal To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest Group1 0062535034 77,303.92 01-Jan-2005 3 8.400% 2,541.37 Group1 0064020951 57,673.49 01-Feb-2005 2 8.150% 1,469.28 Group1 0064927593 76,384.47 01-Feb-2005 2 9.500% 2,289.80 Group1 0068168798 87,800.00 01-Jan-2005 3 11.350% 3,966.65 Group1 0068291517 53,000.00 01-Jan-2005 3 10.750% 2,261.81 Group1 0068362870 42,300.00 01-Jan-2005 3 12.300% 2,078.61 Group1 0068398874 67,000.00 01-Jan-2005 3 12.100% 3,236.50 Group 2 0061626271 251,858.72 01-Jan-2005 3 8.875% 8,778.82 Group 2 0061968939 179,572.49 01-Feb-2005 2 8.650% 4,873.93 Group 2 0063806897 297,292.13 01-Jan-2005 3 7.800% 9,029.83 Group 2 0064452170 113,899.91 01-Jan-2005 3 6.650% 2,913.51 Group 2 0064477839 101,790.41 01-Feb-2005 2 9.350% 3,000.44 Group 2 0064619570 124,000.00 01-Dec-2004 4 7.325% 4,222.73 Group 2 0064640956 112,289.82 01-Feb-2005 2 8.400% 2,954.14 Group 2 0064816390 169,891.04 01-Feb-2005 2 8.450% 4,497.89 Group 2 0064819477 60,259.53 01-Dec-2004 4 8.000% 2,255.63 Group 2 0064950116 112,260.20 01-Feb-2005 2 7.750% 2,710.00 Group 2 0065039273 219,803.03 01-Dec-2004 4 6.550% 6,632.96 Group 2 0065053712 82,425.90 01-Jan-2005 3 9.950% 3,242.55 Group 2 0065173718 223,061.97 01-Jan-2005 3 8.400% 7,333.23 Group 2 0065268070 131,161.03 01-Jan-2005 3 7.950% 4,065.85 Group 2 0065274318 205,009.77 01-Jan-2005 3 9.800% 7,936.61 Group 2 0065291197 99,780.58 01-Feb-2005 2 5.500% 1,660.23 Group 2 0065347031 130,221.89 01-Feb-2005 2 7.750% 3,143.62 Group 2 0065421554 166,096.76 01-Dec-2004 4 6.400% 4,887.67 Group 2 0065441073 319,082.71 01-Feb-2005 2 8.150% 8,128.51 Group 2 0065552374 70,825.72 01-Feb-2005 2 8.350% 1,851.53 Group 2 0065777351 113,740.15 01-Apr-2005 0 8.850% 1,582.43 Group 2 0065834871 102,401.86 01-Jan-2005 3 9.450% 3,814.84 Group 2 0065873275 185,185.53 01-Jan-2005 3 8.450% 6,127.27 Group 2 0065952830 114,300.00 01-Dec-2004 4 8.650% 4,650.37 Group 2 0066019712 215,836.45 01-Jan-2005 3 7.400% 6,195.79 Group 2 0066142035 238,500.00 01-Dec-2004 4 8.000% 8,927.60 Group 2 0066277716 204,187.25 01-Jan-2005 3 9.250% 7,436.42 Group 2 0066293754 147,082.73 01-Feb-2005 2 8.830% 4,080.45 Group 2 0066430190 181,685.72 01-Feb-2005 2 6.750% 3,780.14 Group 2 0066540311 170,417.36 01-Feb-2005 2 8.300% 4,426.61 Group 2 0066590951 149,496.52 01-Jan-2005 3 7.850% 4,571.92 Group 2 0066594433 168,186.84 01-Jan-2005 3 7.990% 5,241.67 Group 2 0066682311 112,418.88 01-Jan-2005 3 7.700% 3,367.69 Group 2 0066780594 96,000.00 01-Dec-2004 4 9.250% 4,194.14 Group 2 0066808551 118,750.00 01-Jan-2005 3 7.850% 3,631.65 Group 2 0066863234 285,381.59 01-Jan-2005 3 7.350% 8,132.64 Group 2 0066919515 131,780.81 01-Feb-2005 2 6.950% 2,829.71 Group 2 0066973033 119,922.69 01-Jan-2005 3 8.200% 3,842.48 Group 2 0066974312 167,788.66 01-Jan-2005 3 7.237% 4,702.51 Group 2 0067029637 121,600.00 01-Dec-2004 4 7.800% 4,430.06 Group 2 0067150672 313,335.76 01-Jan-2005 3 9.200% 11,346.32 Group 2 0067160713 121,322.66 01-Feb-2005 2 7.600% 2,868.12 Group 2 0067181677 176,000.00 01-Jan-2005 3 7.850% 5,382.51 Group 2 0067208439 237,817.99 01-Jan-2005 3 7.350% 6,777.22 Group 2 0067509836 179,654.21 01-Feb-2005 2 6.200% 3,408.44 Group 2 0067535633 79,106.62 01-Feb-2005 2 8.650% 2,147.14 Group 2 0067539999 59,450.41 01-Feb-2005 2 10.300% 1,940.81 Group 2 0067677716 315,000.00 01-Jan-2005 3 7.700% 9,436.44 Group 2 0067703470 144,000.00 01-Jan-2005 3 7.950% 4,463.89 Group 2 0067767434 96,000.00 01-Jan-2005 3 9.250% 3,496.34 Group 2 0067771154 107,949.07 01-Feb-2005 2 9.700% 3,308.05 Group 2 0067815597 131,671.81 01-Feb-2005 2 8.600% 3,551.94 Group 2 0067914358 89,954.31 01-Jan-2005 3 9.350% 3,313.65 Group 2 0067947119 212,000.00 01-Jan-2005 3 7.350% 6,041.52 Group 2 0067968354 206,791.70 01-Feb-2005 2 9.400% 6,130.10 Group 2 0067993154 189,340.01 01-Jan-2005 3 6.850% 5,001.06 Group 2 0068153311 309,700.00 01-Jan-2005 3 9.250% 11,279.35 Group 2 0068233154 145,600.00 01-Jan-2005 3 7.700% 4,361.74 Group 2 0068283837 69,661.92 01-Jan-2005 3 9.000% 2,464.45 Group 2 0068316116 97,542.08 01-Feb-2005 2 8.600% 2,631.26 Group 2 0068739515 106,338.78 01-Feb-2005 2 8.750% 2,921.76 Group 2 0091834721 174,600.00 01-Dec-2004 4 7.990% 6,526.95 Group 2 0093331783 70,129.22 01-Feb-2005 2 9.500% 2,102.29 Group 2 0097116065 59,006.03 01-Feb-2005 2 12.000% 2,260.90 Group 2 0097464846 203,495.40 01-Feb-2005 2 7.000% 4,403.51 Group 2 0098958846 132,000.00 01-Dec-2004 4 9.800% 6,130.36 Group 2 0099410128 95,920.53 01-Jan-2005 3 6.950% 2,573.54 Group 2 0099791428 223,920.00 01-Dec-2004 4 9.950% 10,567.47 Group 2 0100506146 150,000.00 01-Dec-2004 4 8.200% 5,764.98 Group 2 0100855824 166,179.29 01-Apr-2005 0 8.250% 2,145.78 Group 3 0062790159 86,230.24 01-Feb-2005 2 8.225% 2,218.24 Group 3 0063993232 112,933.27 01-Jan-2005 3 7.550% 3,312.44 Group 3 0064942592 355,692.48 01-Feb-2005 2 7.250% 7,993.56 Group 3 0065196032 89,965.00 01-Feb-2005 2 8.500% 2,396.82 Group 3 0065414153 71,008.07 01-Jan-2005 3 8.200% 2,275.15 Group 3 0066422718 97,478.46 01-Feb-2005 2 8.700% 2,662.02 Group 3 0068508233 82,450.00 01-Feb-2005 2 7.900% 2,031.67 Group 3 0069311678 58,500.00 01-Feb-2005 2 7.300% 1,324.45 Group 4 0063303853 88,233.15 01-Feb-2005 2 8.350% 2,306.55 Group 4 0063458756 204,444.93 01-Feb-2005 2 9.600% 6,196.87 Group 4 0063560155 63,707.66 01-Dec-2004 4 8.050% 2,400.65 Group 4 0063601090 50,315.17 01-Jan-2005 3 7.850% 1,538.74 Group 4 0063683478 63,135.75 01-Feb-2005 2 7.800% 1,534.64 Group 4 0063976872 62,967.33 01-Dec-2004 4 9.250% 2,750.95 Group 4 0064076474 49,932.66 01-Jan-2005 3 8.000% 1,558.25 Group 4 0064410632 80,900.49 01-Feb-2005 2 8.450% 2,141.83 Group 4 0064791353 74,592.35 01-Feb-2005 2 9.650% 2,273.40 Group 4 0064860919 107,792.53 01-Jan-2005 3 6.200% 2,555.09 Group 4 0064881899 58,328.15 01-Feb-2005 2 8.500% 1,553.95 Group 4 0064927791 103,308.59 01-Feb-2005 2 8.450% 2,735.09 Group 4 0065270233 78,353.47 01-Dec-2004 4 8.600% 3,168.21 Group 4 0065543993 54,813.89 01-Feb-2005 2 9.050% 1,561.09 Group 4 0065564874 192,888.95 01-Jan-2005 3 8.750% 6,622.81 Group 4 0065851438 89,880.92 01-Feb-2005 2 8.100% 2,274.69 Group 4 0065965550 123,348.28 01-Feb-2005 2 8.450% 3,265.67 Group 4 0066133398 64,377.28 01-Jan-2005 3 11.050% 2,827.90 Group 4 0066254632 172,150.89 01-Jan-2005 3 8.750% 5,910.78 Group 4 0066291113 97,429.78 01-Jan-2005 3 7.650% 2,898.33 Group 4 0066404195 73,056.61 01-Dec-2004 4 8.600% 2,954.03 Group 4 0066430638 99,000.00 01-Dec-2004 4 8.800% 4,102.21 Group 4 0066510876 61,200.00 01-Jan-2005 3 9.400% 2,267.21 Group 4 0066515479 136,000.00 01-Dec-2004 4 7.550% 4,784.53 Group 4 0066581554 220,251.85 01-Feb-2005 2 8.875% 6,143.42 Group 4 0066602715 90,801.85 01-Feb-2005 2 9.150% 2,616.02 Group 4 0066775073 166,600.00 01-Jan-2005 3 10.300% 6,797.13 Group 4 0066950551 49,933.64 01-Jan-2005 3 8.900% 1,745.96 Group 4 0067213678 50,967.80 01-Jan-2005 3 8.300% 1,654.33 Group 4 0067288639 64,310.61 01-Feb-2005 2 7.850% 1,573.94 Group 4 0067315556 80,961.40 01-Jan-2005 3 9.650% 3,083.67 Group 4 0067338871 70,400.00 01-Jan-2005 3 9.600% 2,666.75 Group 4 0067380030 106,250.00 01-Jan-2005 3 9.600% 4,024.73 Group 4 0067405795 98,046.97 01-Jan-2005 3 9.050% 3,489.09 Group 4 0067418319 84,053.08 01-Jan-2005 3 8.600% 2,833.66 Group 4 0067580837 112,500.00 01-Dec-2004 4 9.400% 4,999.48 Group 4 0067712430 117,000.00 01-Jan-2005 3 7.990% 3,646.43 Group 4 0067729079 61,200.00 01-Dec-2004 4 8.750% 2,520.56 Group 4 0067736678 65,667.34 01-Jan-2005 3 9.450% 2,446.37 Group 4 0067738278 55,800.00 01-Dec-2004 4 9.000% 2,368.01 Group 4 0067738393 63,450.00 01-Dec-2004 4 8.750% 2,613.26 Group 4 0067808352 116,189.72 01-Jan-2005 3 9.250% 4,231.61 Group 4 0067808592 91,936.83 01-Jan-2005 3 9.350% 3,386.77 Group 4 0067901959 157,097.91 01-Feb-2005 2 9.600% 4,761.78 Group 4 0067921676 55,182.64 01-Feb-2005 2 8.500% 1,470.18 Group 4 0068013952 108,740.57 01-Jan-2005 3 9.000% 3,846.96 Group 4 0068208313 169,600.00 01-Jan-2005 3 6.000% 3,878.89 Group 4 0068210996 331,500.00 01-Dec-2004 4 9.800% 15,395.58 Group 4 0068270511 95,200.00 01-Jan-2005 3 7.800% 2,891.59 Group 4 0068276633 72,000.00 01-Jan-2005 3 7.250% 2,021.82 Group 4 0094205267 56,950.00 01-Dec-2004 4 8.150% 2,174.53 Group 4 0094360286 137,650.80 01-Jan-2005 3 7.650% 4,094.86 Group 4 0094603420 263,500.00 01-Dec-2004 4 9.200% 11,446.08 Group 4 0097370449 52,637.22 01-Feb-2005 2 8.600% 1,419.92 Group 4 0097596845 55,177.09 01-Feb-2005 2 8.100% 1,396.42 Group 4 0097630321 63,689.62 01-Feb-2005 2 9.700% 1,951.74 Group 4 0097639843 75,490.75 01-Feb-2005 2 7.650% 1,797.21 Group 4 0097723829 74,623.06 01-Feb-2005 2 9.300% 2,187.23 Group 4 0097726541 71,962.28 01-Jan-2005 3 9.200% 2,605.86 Group 4 0098132566 126,576.37 01-Jan-2005 3 8.700% 4,319.57 Group 4 0098248883 72,726.41 01-Feb-2005 2 9.400% 2,155.89 Group 4 0099653867 135,000.00 01-Dec-2004 4 7.990% 5,046.60 Group 4 0099658023 56,000.00 01-Jan-2005 3 8.700% 1,911.10 Group 4 0100195304 129,522.29 01-Jan-2005 3 8.550% 4,339.10 Group 4 0100200385 53,964.13 01-Jan-2005 3 8.050% 1,695.34 Group 4 0101189280 80,887.13 01-Jan-2005 3 7.300% 2,288.48 Group 5 0063557276 95,255.87 01-Dec-2004 4 8.813% 3,953.20 Group 5 0065894719 539,618.87 01-Jan-2005 3 7.750% 16,277.66 Group 5 0066422635 51,214.41 01-Feb-2005 2 8.950% 1,441.30 Group 5 0066422874 55,706.89 01-Feb-2005 2 8.950% 1,567.75 Group 5 0066556077 58,500.00 01-Jan-2005 3 9.650% 2,228.17 Group 5 0067667915 71,965.32 01-Feb-2005 2 9.600% 2,181.34 Group 5 0068659358 76,500.00 01-Jan-2005 3 9.800% 2,961.60 Group 6 0062461132 517,546.58 01-Dec-2004 4 7.000% 16,782.71 Group 6 0063156954 532,000.00 01-Dec-2004 4 7.300% 18,050.44 Group 6 0065361511 81,549.02 01-Dec-2004 4 8.350% 3,195.38 Group 6 0065645996 499,209.74 01-Feb-2005 2 7.200% 11,135.62 Group 6 0065950511 155,445.57 01-Feb-2005 2 9.050% 4,426.51 Group 6 0065965279 62,956.42 01-Jan-2005 3 7.850% 1,925.32 Group 6 0066081670 386,499.68 01-Feb-2005 2 8.200% 9,910.38 Group 6 0066327479 386,665.61 01-Jan-2005 3 8.500% 12,873.02 Group 6 0066399031 196,650.00 01-Dec-2004 4 9.150% 8,492.99 Group 6 0066848235 76,500.00 01-Dec-2004 4 9.150% 3,303.89 Group 6 0066913435 500,000.00 01-Dec-2004 4 8.350% 19,592.02 Group 6 0067045278 396,000.00 01-Dec-2004 4 8.300% 15,417.77 Group 6 0067126391 400,000.00 01-Dec-2004 4 8.800% 16,574.56 Group 6 0067186437 441,750.00 01-Dec-2004 4 8.350% 17,309.53 Group 6 0067736355 441,000.00 01-Dec-2004 4 8.850% 18,383.82 Group 6 0067808071 50,969.73 01-Jan-2005 3 8.600% 1,718.14 Group 6 0068193754 444,752.97 01-Feb-2005 2 6.900% 9,475.95 Group 6 0068225192 83,159.50 01-Feb-2005 2 9.550% 2,506.79 Group 6 0068381599 139,500.00 01-Jan-2005 3 7.950% 4,324.39 Group 6 0090970104 377,470.04 01-Jan-2005 3 7.800% 11,465.00 Group 6 0097956627 494,174.22 01-Mar-2005 1 8.950% 10,433.51 Group 6 0097978084 170,776.52 01-Feb-2005 2 8.250% 4,407.42 Group 6 0099181448 372,000.00 01-Dec-2004 4 9.650% 16,997.15 Group 6 0099896029 188,000.00 01-Dec-2004 4 7.900% 6,943.19 This report has been complied from data provided to Wells Fargo by third parties. Wells Fargo has not confirmed the accuracy of this data and assumes no duty to do so. Wells Fargo disclaims any responsibility for the accuracy of the data.
COLLATERAL STATEMENT Collateral Description Mixed Fixed & Arm Weighted Average Gross Coupon 7.365404% Weighted Average Net Coupon 6.865404% Weighted Average Pass-Through Rate 6.865404% Weighted Average Maturity(Stepdown Calculation) 352 Beginning Scheduled Collateral Loan Count 10,774 Number Of Loans Paid In Full 237 Ending Scheduled Collateral Loan Count 10,537 Beginning Scheduled Collateral Balance 1,795,605,005.74 Ending Scheduled Collateral Balance 1,744,684,021.75 Ending Actual Collateral Balance at 31-May-2005 1,745,670,221.41 Monthly P&I Constant 12,523,445.90 Special Servicing Fee 0.00 Prepayment Penalties 831,248.34 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Scheduled Principal 1,502,315.98 Unscheduled Principal 49,418,668.01
Other Income (331.58)
Miscellaneous Reporting Excess Interest 5,419,052.21 Extra Principal 0.00 Overcollateralization Amt 57,000,003.13 Overcollateralization Deficiency Amt 0.00 Overcollateralization Increase 0.00 Overcollateralization Release Amt 0.00 Specified Overcollateralization Amount 57,000,003.13 Step Down NO SWAP Payment Out 5,686,214.62 SWAP Payment In 5,095,466.33 Trigger Event NO
Group Level Collateral Statement Group Group1 Group 2 Group 3 Collateral Description Mixed Fixed Mixed ARM Mixed Fixed Weighted Average Coupon Rate 7.192427 7.404382 6.795207 Weighted Average Net Rate 6.692427 6.904382 6.295207 Weighted Average Maturity 352 352 351 Beginning Loan Count 1,370 4,135 774 Loans Paid In Full 16 115 6 Ending Loan Count 1,354 4,020 768 Beginning Scheduled Balance 176,381,544.04 715,345,201.46 95,390,138.78 Ending Scheduled Balance 173,997,120.95 692,908,622.55 94,125,607.18 Record Date 05/31/2005 05/31/2005 05/31/2005 Principal And Interest Constant 1,227,180.17 4,988,263.05 641,371.40 Scheduled Principal 170,004.01 574,355.54 101,208.28 Unscheduled Principal 2,214,419.08 21,862,223.37 1,163,323.32 Scheduled Interest 1,057,176.16 4,413,907.51 540,163.12 Servicing Fees 73,492.31 298,060.50 39,745.89 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 983,683.85 4,115,847.01 500,417.23 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 6.692427 6.904382 6.295207
Group Level Collateral Statement Group Group 4 Group 5 Group 6 Collateral Description Mixed ARM Mixed Fixed Mixed ARM Weighted Average Coupon Rate 7.539648 7.202386 7.387382 Weighted Average Net Rate 7.039648 6.702386 6.887382 Weighted Average Maturity 351 353 353 Beginning Loan Count 2,913 550 1,032 Loans Paid In Full 57 7 36 Ending Loan Count 2,856 543 996 Beginning Scheduled Balance 380,163,828.90 100,741,925.65 327,582,366.91 Ending scheduled Balance 370,502,975.86 99,597,169.86 313,552,525.35 Record Date 05/31/2005 05/31/2005 05/31/2005 Principal And Interest Constant 2,688,888.69 696,428.05 2,281,314.54 Scheduled Principal 300,304.18 91,776.22 264,667.75 Unscheduled Principal 9,360,548.86 1,052,979.57 13,765,173.81 Scheduled Interest 2,388,584.51 604,651.83 2,016,646.79 Servicing Fees 158,401.60 41,975.80 136,492.65 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 2,230,182.91 562,676.03 1,880,154.14 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 7.039648 6.702386 6.887382
Group Level Collateral Statement Group Total Collateral Description Mixed Fixed & Arm Weighted Average Coupon Rate 7.365404 Weighted Average Net Rate 6.865404 Weighted Average Maturity 352.00 Record Date 05/31/2005 Principal And Interest Constant 12,523,445.90 Beginning Loan Count 10,774 Loans Paid In Full 237 Ending Loan Count 10,537 Beginning Scheduled Balance 1,795,605,005.74 Ending Scheduled Balance 1,744,684,021.75 Scheduled Principal 1,502,315.98 Unscheduled Principal 49,418,668.01 Scheduled Interest 11,021,129.92 Servicing Fee 748,168.75 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 10,272,961.17 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 6.865404
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 Group1 16 2,220,150.00 2,207,275.85 0 0.00 0.00 Group 2 115 21,851,753.00 21,752,074.74 0 0.00 0.00 Group 3 6 1,153,904.00 1,147,477.52 0 0.00 0.00 Group 4 57 9,389,480.00 9,352,654.18 0 0.00 0.00 Group 5 7 1,054,100.00 1,049,623.59 0 0.00 0.00 Group 6 36 13,830,397.00 13,774,992.70 0 0.00 0.00 Total 237 49,499,784.00 49,284,098.58 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 Group1 0 0.00 0.00 0 0.00 0.00 9,365.84 Group 2 0 0.00 0.00 0 0.00 0.00 126,883.45 Group 3 0 0.00 0.00 0 0.00 0.00 17,072.13 Group 4 0 0.00 0.00 0 0.00 0.00 14,687.33 Group 5 0 0.00 0.00 0 0.00 0.00 4,244.66 Group 6 0 0.00 0.00 0 0.00 0.00 911.58 Total 0 0.00 0.00 0 0.00 0.00 173,164.99
Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount Group1 0058875717 NH 100.00 01-Aug-2004 31,400.00 31,279.04 Group1 0059456954 FL 100.00 01-Aug-2004 25,000.00 24,733.32 Group1 0065163156 OH 94.63 01-Dec-2004 255,500.00 254,106.88 Group1 0065760712 OH 80.00 01-Dec-2004 67,200.00 66,854.65 Group1 0066111139 NC 95.00 01-Mar-2005 128,250.00 127,922.79 Group1 0066439910 NV 68.18 01-Feb-2005 300,000.00 297,796.42 Group1 0067629238 FL 80.00 01-Feb-2005 94,400.00 94,045.29 Group1 0067643270 CA 85.00 01-Jan-2005 314,500.00 312,899.60 Group1 0067683599 IL 100.00 01-Feb-2005 41,400.00 41,314.41 Group1 0067742833 CA 100.00 01-Jan-2005 46,000.00 45,899.31 Group1 0067976712 MN 50.84 01-Feb-2005 60,000.00 59,803.95 Group1 0068079318 NV 63.50 01-Feb-2005 127,000.00 124,785.29 Group1 0068193630 FL 100.00 01-Feb-2005 26,200.00 26,138.50 Group1 0068408038 IL 80.00 01-Feb-2005 280,800.00 279,414.79 Group1 0096818901 MI 90.00 01-Jan-2005 166,500.00 163,374.47 Group1 0099167421 CA 88.88 01-Jan-2005 256,000.00 254,684.53 Group 2 0063361935 MD 85.00 01-Jan-2005 318,750.00 317,442.02 Group 2 0063779433 IL 75.00 01-Jan-2005 236,250.00 234,912.50 Group 2 0064404031 IL 75.00 01-Dec-2004 176,250.00 175,628.51 Group 2 0064559776 IL 80.00 01-Feb-2005 209,600.00 208,442.33 Group 2 0064794910 IL 76.18 01-Dec-2004 209,500.00 208,274.25 Group 2 0064974876 IL 67.81 01-Jan-2005 158,000.00 157,260.21 Group 2 0064978430 IL 76.92 01-Jan-2005 200,000.00 199,172.99 Group 2 0065031916 IL 80.00 01-Jan-2005 132,000.00 131,554.61 Group 2 0065255457 CA 70.00 01-Jan-2005 232,400.00 230,967.59 Group 2 0065256273 NJ 62.40 01-Jan-2005 78,000.00 77,752.64 Group 2 0065330839 CA 86.00 01-Dec-2004 215,000.00 213,967.64 Group 2 0065438038 AZ 85.00 01-Jan-2005 198,475.00 197,762.81 Group 2 0065556672 IL 93.52 01-Jan-2005 184,240.00 183,508.20 Group 2 0065630675 NJ 79.47 01-Jan-2005 120,000.00 119,395.26 Group 2 0065643553 IL 90.00 01-Dec-2004 153,900.00 153,198.70 Group 2 0065720591 PA 65.00 01-Jan-2005 190,450.00 189,870.65 Group 2 0065809113 IL 90.00 01-Jan-2005 156,600.00 156,066.14 Group 2 0065871196 NV 90.00 01-Jan-2005 216,000.00 214,879.27 Group 2 0065933913 CA 90.00 01-Jan-2005 234,000.00 232,502.48 Group 2 0065973430 FL 90.00 01-Jan-2005 223,650.00 222,420.29 Group 2 0066067232 AK 90.00 01-Jan-2005 342,000.00 340,772.79 Group 2 0066095993 IL 80.00 01-Jan-2005 208,000.00 207,252.08 Group 2 0066152075 IL 95.00 01-Jan-2005 218,500.00 217,540.71 Group 2 0066204231 IL 85.00 01-Feb-2005 54,825.00 54,603.50 Group 2 0066223918 IL 84.95 01-Jan-2005 223,000.00 222,131.97 Group 2 0066366873 MS 85.00 01-Jan-2005 198,050.00 197,299.76 Group 2 0066438995 NV 90.00 01-Jan-2005 233,100.00 231,687.47 Group 2 0066452152 FL 88.88 01-Jan-2005 160,000.00 158,917.19 Group 2 0066453713 WI 100.00 01-Jan-2005 187,000.00 186,162.81 Group 2 0066479551 CO 80.00 01-Jan-2005 160,800.00 159,790.07 Group 2 0066542879 MN 60.00 01-Jan-2005 135,000.00 134,652.98 Group 2 0066580713 IL 80.00 01-Jan-2005 152,000.00 151,128.03 Group 2 0066623117 IL 80.00 01-Jan-2005 172,000.00 171,090.10 Group 2 0066628074 MN 80.00 01-Jan-2005 284,800.00 283,044.59 Group 2 0066638990 IL 85.00 01-Jan-2005 187,000.00 186,207.15 Group 2 0066739798 NJ 85.00 01-Jan-2005 233,750.00 232,268.00 Group 2 0066750753 IL 89.00 01-Jan-2005 204,700.00 203,860.35 Group 2 0066751876 IL 75.00 01-Feb-2005 127,500.00 127,084.47 Group 2 0066754193 MO 87.95 01-Feb-2005 73,000.00 72,736.38 Group 2 0066761230 FL 38.50 01-Jan-2005 72,000.00 71,728.10 Group 2 0066777558 MD 85.00 01-Jan-2005 221,000.00 220,048.82 Group 2 0066832437 CA 74.66 01-Jan-2005 280,000.00 278,916.15 Group 2 0066880030 IL 90.00 01-Jan-2005 153,000.00 152,074.57 Group 2 0066910670 IL 85.00 01-Feb-2005 123,250.00 122,830.09 Group 2 0066923038 FL 94.59 01-Jan-2005 210,000.00 209,049.80 Group 2 0066926437 IL 92.16 01-Feb-2005 115,200.00 114,807.50 Group 2 0066940271 CA 75.00 01-Jan-2005 225,000.00 223,773.13 Group 2 0067002394 AZ 95.00 01-Jan-2005 142,500.00 141,643.29 Group 2 0067004192 GA 94.20 01-Jan-2005 225,150.00 224,428.54 Group 2 0067083790 MI 75.00 01-Jan-2005 150,000.00 149,439.35 Group 2 0067117390 NJ 75.00 01-Jan-2005 321,750.00 320,111.64 Group 2 0067121673 MD 90.00 01-Jan-2005 139,950.00 139,353.69 Group 2 0067159590 FL 89.55 01-Jan-2005 121,800.00 121,221.17 Group 2 0067174359 IL 75.00 01-Jan-2005 120,000.00 119,547.51 Group 2 0067186478 IL 90.00 01-Jan-2005 229,500.00 228,451.62 Group 2 0067232835 AZ 80.00 01-Jan-2005 108,800.00 108,203.03 Group 2 0067274910 IL 59.70 01-Jan-2005 200,000.00 199,113.17 Group 2 0067341875 CA 78.50 01-Jan-2005 252,000.00 250,797.42 Group 2 0067343632 IL 85.00 01-Feb-2005 196,605.00 195,935.20 Group 2 0067353110 FL 85.00 01-Jan-2005 280,500.00 279,303.23 Group 2 0067360990 IL 80.00 01-Feb-2005 311,920.00 310,639.19 Group 2 0067371435 IL 87.91 01-Feb-2005 211,000.00 210,022.52 Group 2 0067409318 IL 95.00 01-Jan-2005 266,000.00 244,373.03 Group 2 0067442715 IL 80.00 01-Jan-2005 112,800.00 112,225.94 Group 2 0067467993 IL 58.28 01-Jan-2005 139,000.00 138,299.51 Group 2 0067485631 NJ 84.91 01-Jan-2005 259,000.00 257,295.39 Group 2 0067526913 MI 84.99 01-Feb-2005 67,787.00 67,549.45 Group 2 0067527556 MA 80.00 01-Jan-2005 360,000.00 358,339.13 Group 2 0067553958 IL 78.76 01-Feb-2005 222,500.00 221,521.85 Group 2 0067624635 MN 89.96 01-Jan-2005 114,250.00 113,724.75 Group 2 0067625236 IL 41.89 01-Feb-2005 75,000.00 74,698.25 Group 2 0067648519 IL 95.00 01-Jan-2005 232,750.00 231,971.11 Group 2 0067657353 CA 94.93 01-Jan-2005 225,000.00 224,011.47 Group 2 0067671230 WA 68.96 01-Jan-2005 180,000.00 179,101.69 Group 2 0067676072 IL 80.00 01-Feb-2005 165,600.00 164,952.71 Group 2 0067738674 IL 74.32 01-Feb-2005 165,000.00 164,208.98 Group 2 0067774315 IL 95.00 01-Jan-2005 176,225.00 175,427.89 Group 2 0067776955 IL 80.00 01-Feb-2005 288,000.00 286,885.22 Group 2 0067786830 CA 80.00 01-Feb-2005 256,000.00 254,841.43 Group 2 0067832311 CA 84.19 01-Feb-2005 309,000.00 308,211.59 Group 2 0067852830 MN 90.00 01-Feb-2005 241,200.00 240,481.31 Group 2 0067864751 CT 66.63 01-Feb-2005 281,200.00 279,745.54 Group 2 0067936476 CT 57.14 01-Jan-2005 200,000.00 198,919.11 Group 2 0067942797 CA 85.00 01-Jan-2005 223,550.00 222,390.09 Group 2 0067976118 AL 95.00 01-Feb-2005 180,500.00 179,989.50 Group 2 0067986190 CA 85.00 01-Jan-2005 243,950.00 242,949.36 Group 2 0068031798 CA 65.62 01-Feb-2005 210,000.00 208,983.61 Group 2 0068052158 IL 90.00 01-Feb-2005 171,000.00 170,568.24 Group 2 0068100593 IL 92.51 01-Feb-2005 210,000.00 209,191.13 Group 2 0068119114 IL 80.00 01-Jan-2005 192,000.00 191,165.37 Group 2 0068145473 CA 80.00 01-Feb-2005 160,000.00 159,348.63 Group 2 0068204155 IL 88.50 01-Feb-2005 234,525.00 233,726.02 Group 2 0068266790 IL 90.00 01-Feb-2005 103,500.00 103,191.55 Group 2 0068290279 CA 80.00 01-Feb-2005 200,000.00 199,248.96 Group 2 0068390632 IL 75.00 01-Feb-2005 101,250.00 101,031.70 Group 2 0068414275 IL 90.00 01-Feb-2005 130,500.00 129,976.09 Group 2 0068420314 IL 80.00 01-Feb-2005 116,000.00 115,686.67 Group 2 0068444710 IL 80.00 01-Feb-2005 140,800.00 140,194.59 Group 2 0068532753 IL 80.00 01-Feb-2005 251,200.00 249,537.95 Group 2 0068688316 IL 94.66 01-Feb-2005 270,750.00 269,696.92 Group 2 0069126399 IL 95.00 01-Feb-2005 209,492.00 208,614.79 Group 2 0069340792 IL 90.00 01-Mar-2005 80,370.00 80,087.85 Group 2 0070406756 NV 70.00 01-Mar-2005 122,500.00 122,346.26 Group 2 0091851667 CA 75.00 01-Dec-2004 191,250.00 190,546.98 Group 2 0095504569 CA 80.00 01-Jan-2005 184,000.00 183,319.18 Group 2 0095621744 CA 85.00 01-Dec-2004 176,800.00 176,208.30 Group 2 0097335186 CA 100.00 01-Jan-2005 250,000.00 248,996.99 Group 2 0097519300 FL 90.00 01-Jan-2005 111,600.00 111,174.27 Group 2 0097682009 CA 100.00 01-Jan-2005 185,490.00 184,745.77 Group 2 0097723928 AZ 86.73 01-Jan-2005 199,500.00 198,867.35 Group 2 0098846629 CA 79.07 01-Jan-2005 170,000.00 169,184.21 Group 2 0099201782 IN 90.00 01-Jan-2005 124,150.00 123,731.09 Group 2 0099217945 AZ 95.00 01-Jan-2005 137,750.00 137,203.54 Group 2 0099729865 CA 85.00 01-Jan-2005 271,999.00 270,638.94 Group 2 0100181429 IL 95.00 01-Jan-2005 152,000.00 151,364.45 Group 3 0064097553 FL 85.00 01-Dec-2004 59,500.00 59,200.89 Group 3 0065196313 CA 70.00 01-Dec-2004 173,600.00 172,526.82 Group 3 0065559593 MD 77.33 01-Dec-2004 290,000.00 288,090.40 Group 3 0066348996 CA 6.74 01-Jan-2005 56,304.00 55,180.61 Group 3 0068111798 CA 90.00 01-Jan-2005 342,000.00 339,989.48 Group 3 0068709278 CA 75.00 01-Feb-2005 232,500.00 231,262.99 Group 4 0062087713 CA 80.00 01-Oct-2004 132,000.00 130,768.87 Group 4 0063581896 MA 79.78 01-Jan-2005 375,000.00 372,938.20 Group 4 0063912612 GA 100.00 01-Jan-2005 77,500.00 77,298.13 Group 4 0064057276 OH 85.00 01-Dec-2004 136,000.00 135,392.67 Group 4 0064247471 FL 53.54 01-Dec-2004 68,000.00 67,402.90 Group 4 0064476153 OH 75.00 01-Dec-2004 54,000.00 53,696.74 Group 4 0064548472 CA 70.00 01-Jan-2005 245,000.00 244,262.44 Group 4 0064908858 FL 75.00 01-Jan-2005 131,250.00 130,745.32 Group 4 0065127391 OH 80.00 01-Dec-2004 93,600.00 93,128.45 Group 4 0065250813 MO 90.00 01-Jan-2005 183,600.00 182,939.74 Group 4 0065270977 AZ 57.00 01-Feb-2005 96,900.00 96,593.02 Group 4 0065295594 FL 70.00 01-Dec-2004 91,000.00 90,642.62 Group 4 0065376857 AZ 65.00 01-Jan-2005 71,500.00 71,136.17 Group 4 0065466112 FL 74.73 01-Jan-2005 142,000.00 141,394.93 Group 4 0065487712 MN 70.00 01-Jan-2005 136,500.00 136,110.03 Group 4 0065537870 CA 66.79 01-Dec-2004 175,000.00 173,866.85 Group 4 0065574477 IN 90.00 01-Jan-2005 55,350.00 55,155.41 Group 4 0065629990 CA 62.97 01-Jan-2005 318,000.00 316,443.73 Group 4 0065700353 MI 70.00 01-Jan-2005 61,600.00 61,295.56 Group 4 0065927477 FL 67.93 01-Jan-2005 125,000.00 124,503.48 Group 4 0065994477 IL 85.00 01-Jan-2005 76,500.00 76,264.86 Group 4 0066238072 OH 85.00 01-Dec-2004 89,250.00 88,804.84 Group 4 0066280595 NJ 90.00 01-Jan-2005 342,000.00 340,387.45 Group 4 0066349994 CA 74.54 01-Dec-2004 205,000.00 203,448.07 Group 4 0066454034 WI 90.00 01-Jan-2005 54,000.00 53,835.70 Group 4 0066466913 FL 42.47 01-Jan-2005 79,000.00 78,713.61 Group 4 0066488354 CA 83.96 01-Jan-2005 220,000.00 218,454.12 Group 4 0066615030 CA 90.00 01-Jan-2005 342,000.00 340,242.64 Group 4 0066684796 NV 71.09 01-Jan-2005 150,000.00 149,538.89 Group 4 0066691999 CA 55.00 01-Jan-2005 243,650.00 242,827.88 Group 4 0066763830 TX 90.00 01-Jan-2005 59,850.00 59,675.36 Group 4 0066812751 NV 82.25 01-Jan-2005 255,000.00 253,997.33 Group 4 0066854118 MO 70.00 01-Jan-2005 129,500.00 129,076.38 Group 4 0066900754 FL 51.40 01-Jan-2005 73,000.00 72,773.21 Group 4 0066929597 FL 64.05 01-Jan-2005 98,000.00 97,658.99 Group 4 0067145557 CA 65.00 01-Jan-2005 273,000.00 272,186.71 Group 4 0067182071 CA 90.00 01-Jan-2005 351,000.00 349,364.59 Group 4 0067196915 IL 65.00 01-Feb-2005 131,950.00 129,651.07 Group 4 0067204990 MI 80.00 01-Jan-2005 92,000.00 91,558.49 Group 4 0067322230 CA 85.00 01-Jan-2005 323,000.00 321,046.42 Group 4 0067386474 MI 85.00 01-Jan-2005 123,250.00 122,793.97 Group 4 0067472993 CA 90.00 01-Jan-2005 241,200.00 240,279.98 Group 4 0067705152 MD 75.41 01-Jan-2005 230,000.00 228,818.14 Group 4 0067942235 AZ 95.00 01-Jan-2005 125,400.00 124,931.28 Group 4 0067943712 TX 100.00 01-Jan-2005 330,000.00 329,037.27 Group 4 0067996512 IL 90.00 01-Feb-2005 57,780.00 57,583.14 Group 4 0068660638 CA 85.00 01-Feb-2005 263,500.00 262,647.58 Group 4 0069036317 IL 90.00 01-Feb-2005 127,800.00 127,385.11 Group 4 0097239529 CA 66.25 01-Jan-2005 265,000.00 263,189.88 Group 4 0097525307 CA 90.00 01-Jan-2005 252,000.00 250,860.13 Group 4 0098492028 CA 95.00 01-Jan-2005 337,250.00 335,724.55 Group 4 0098921968 IL 86.20 01-Jan-2005 50,000.00 49,813.09 Group 4 0099093486 MI 80.00 01-Jan-2005 68,800.00 68,547.99 Group 4 0099640526 MI 90.00 01-Jan-2005 74,700.00 74,437.36 Group 4 0100331347 CA 73.72 01-Jan-2005 188,000.00 187,117.04 Group 4 0100424985 KY 65.00 01-Jan-2005 53,300.00 53,039.12 Group 4 0100733989 CA 70.00 01-Jan-2005 245,000.00 244,434.03 Group 5 0065228652 FL 100.00 01-Feb-2005 59,000.00 58,890.52 Group 5 0067222190 CA 73.29 01-Jan-2005 667,000.00 662,585.26 Group 5 0067242354 SC 60.94 01-Jan-2005 74,900.00 74,642.02 Group 5 0067629030 NJ 90.00 01-Jan-2005 52,200.00 51,865.83 Group 5 0067829671 IL 100.00 01-Feb-2005 72,000.00 71,905.91 Group 5 0068532878 IL 100.00 01-Feb-2005 62,800.00 62,720.63 Group 5 0070567078 CA 100.00 01-Mar-2005 66,200.00 66,124.74 Group 6 0060849296 CA 70.00 01-Oct-2004 420,000.00 415,627.80 Group 6 0063461750 NJ 90.00 01-Dec-2004 198,900.00 198,085.04 Group 6 0063846711 CA 94.98 01-Nov-2004 349,560.00 347,167.78 Group 6 0064924798 OH 95.00 01-Dec-2004 107,350.00 106,875.61 Group 6 0065245433 CA 80.00 01-Dec-2004 400,000.00 397,664.31 Group 6 0065253072 NJ 80.00 01-Jan-2005 440,000.00 437,734.67 Group 6 0065687873 CA 82.49 01-Jan-2005 370,000.00 367,762.16 Group 6 0065837510 GA 89.85 01-Jan-2005 548,100.00 545,923.02 Group 6 0065884959 NJ 80.00 01-Jan-2005 108,000.00 107,504.71 Group 6 0065955957 CA 68.18 01-Dec-2004 750,000.00 747,214.50 Group 6 0066146358 NJ 80.00 01-Jan-2005 288,000.00 286,977.03 Group 6 0066149790 CA 75.00 01-Jan-2005 412,500.00 410,251.54 Group 6 0066440512 CA 80.00 01-Dec-2004 369,600.00 367,058.63 Group 6 0066506114 NJ 90.00 01-Jan-2005 405,900.00 404,204.70 Group 6 0066554759 IL 90.00 01-Jan-2005 130,500.00 129,970.52 Group 6 0066577792 TX 85.00 01-Jan-2005 170,000.00 169,358.08 Group 6 0066684994 AZ 75.00 01-Jan-2005 243,750.00 242,992.94 Group 6 0066848870 IL 85.00 01-Jan-2005 139,400.00 138,828.09 Group 6 0067056671 CA 65.00 01-Jan-2005 123,500.00 123,218.11 Group 6 0067249714 NJ 71.71 01-Jan-2005 710,000.00 705,456.25 Group 6 0067456319 CA 88.92 01-Jan-2005 409,050.00 406,504.91 Group 6 0067466631 IL 80.00 01-Jan-2005 612,000.00 608,197.34 Group 6 0067540278 NJ 95.00 01-Jan-2005 346,750.00 345,467.09 Group 6 0067549238 CA 64.80 01-Jan-2005 567,000.00 564,058.09 Group 6 0067581595 AZ 90.00 01-Jan-2005 449,999.00 447,963.64 Group 6 0067607432 FL 80.00 01-Jan-2005 371,788.00 369,782.85 Group 6 0067646190 CA 85.00 01-Jan-2005 646,000.00 643,521.95 Group 6 0067948471 IN 83.33 01-Jan-2005 500,000.00 497,430.79 Group 6 0067987750 CA 89.82 01-Jan-2005 750,000.00 746,739.83 Group 6 0068359751 CA 88.88 01-Feb-2005 400,000.00 398,435.58 Group 6 0068831833 IL 95.00 01-Feb-2005 498,750.00 497,395.55 Group 6 0069603835 CA 90.00 01-Mar-2005 477,000.00 475,640.24 Group 6 0069993517 IL 95.00 01-Mar-2005 58,900.00 58,738.69 Group 6 0095702882 CA 90.00 01-Dec-2004 567,000.00 564,617.73 Group 6 0100186709 CA 72.33 01-Jan-2005 282,100.00 281,441.25 Group 6 0101006740 CA 55.00 01-Jan-2005 209,000.00 208,451.21
Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning Group1 0058875717 Loan Paid in Full (1) 11.300% 360 10 Group1 0059456954 Loan Paid in Full 0 12.700% 240 10 Group1 0065163156 Loan Paid in Full 0 7.350% 360 6 Group1 0065760712 Loan Paid in Full 0 7.650% 360 6 Group1 0066111139 Loan Paid in Full 0 8.300% 360 5 Group1 0066439910 Loan Paid in Full (1) 5.700% 360 5 Group1 0067629238 Loan Paid in Full 0 7.500% 360 5 Group1 0067643270 Loan Paid in Full 0 6.900% 360 5 Group1 0067683599 Loan Paid in Full (1) 11.750% 360 5 Group1 0067742833 Loan Paid in Full 1 11.000% 360 5 Group1 0067976712 Loan Paid in Full 1 8.200% 360 5 Group1 0068079318 Loan Paid in Full (1) 5.950% 180 5 Group1 0068193630 Loan Paid in Full (1) 9.800% 360 5 Group1 0068408038 Loan Paid in Full (1) 6.100% 360 5 Group1 0096818901 Loan Paid in Full (1) 7.150% 360 5 Group1 0099167421 Loan Paid in Full 0 6.850% 360 5 Group 2 0063361935 Loan Paid in Full 3 7.988% 360 5 Group 2 0063779433 Loan Paid in Full 0 6.350% 360 5 Group 2 0064404031 Loan Paid in Full 0 9.500% 360 6 Group 2 0064559776 Loan Paid in Full 0 5.500% 360 5 Group 2 0064794910 Loan Paid in Full 0 6.990% 360 6 Group 2 0064974876 Loan Paid in Full 0 7.325% 360 5 Group 2 0064978430 Loan Paid in Full (1) 7.950% 360 5 Group 2 0065031916 Loan Paid in Full (1) 8.950% 360 5 Group 2 0065255457 Loan Paid in Full 0 5.900% 360 5 Group 2 0065256273 Loan Paid in Full 0 9.250% 360 5 Group 2 0065330839 Loan Paid in Full 0 7.990% 360 6 Group 2 0065438038 Loan Paid in Full (1) 8.650% 360 5 Group 2 0065556672 Loan Paid in Full 0 8.150% 360 5 Group 2 0065630675 Loan Paid in Full 0 6.950% 360 5 Group 2 0065643553 Loan Paid in Full 0 8.250% 360 6 Group 2 0065720591 Loan Paid in Full 0 9.450% 360 5 Group 2 0065809113 Loan Paid in Full 0 8.900% 360 5 Group 2 0065871196 Loan Paid in Full 0 6.800% 360 5 Group 2 0065933913 Loan Paid in Full 0 5.700% 360 5 Group 2 0065973430 Loan Paid in Full (1) 6.500% 360 5 Group 2 0066067232 Loan Paid in Full 0 8.650% 360 5 Group 2 0066095993 Loan Paid in Full 0 8.640% 360 5 Group 2 0066152075 Loan Paid in Full 0 7.650% 360 5 Group 2 0066204231 Loan Paid in Full 0 7.150% 360 5 Group 2 0066223918 Loan Paid in Full (1) 8.250% 360 5 Group 2 0066366873 Loan Paid in Full 1 8.400% 360 5 Group 2 0066438995 Loan Paid in Full (1) 5.990% 360 5 Group 2 0066452152 Loan Paid in Full 0 5.400% 360 5 Group 2 0066453713 Loan Paid in Full 0 7.850% 360 5 Group 2 0066479551 Loan Paid in Full 0 5.800% 360 5 Group 2 0066542879 Loan Paid in Full 0 10.250% 360 5 Group 2 0066580713 Loan Paid in Full (1) 6.700% 360 5 Group 2 0066623117 Loan Paid in Full 0 6.700% 360 5 Group 2 0066628074 Loan Paid in Full 0 5.900% 360 5 Group 2 0066638990 Loan Paid in Full 0 7.825% 360 5 Group 2 0066739798 Loan Paid in Full 0 5.750% 360 5 Group 2 0066750753 Loan Paid in Full (1) 7.990% 360 5 Group 2 0066751876 Loan Paid in Full (1) 8.210% 360 5 Group 2 0066754193 Loan Paid in Full 0 7.700% 360 5 Group 2 0066761230 Loan Paid in Full (1) 8.400% 360 5 Group 2 0066777558 Loan Paid in Full 0 7.750% 360 5 Group 2 0066832437 Loan Paid in Full 1 8.280% 360 5 Group 2 0066880030 Loan Paid in Full 0 6.000% 360 5 Group 2 0066910670 Loan Paid in Full 0 7.990% 360 5 Group 2 0066923038 Loan Paid in Full 0 7.500% 360 5 Group 2 0066926437 Loan Paid in Full 0 7.990% 360 5 Group 2 0066940271 Loan Paid in Full (1) 7.000% 360 5 Group 2 0067002394 Loan Paid in Full (1) 6.700% 360 5 Group 2 0067004192 Loan Paid in Full 0 9.200% 360 5 Group 2 0067083790 Loan Paid in Full 0 8.450% 360 5 Group 2 0067117390 Loan Paid in Full 0 6.900% 360 5 Group 2 0067121673 Loan Paid in Full 0 7.800% 360 5 Group 2 0067159590 Loan Paid in Full (1) 7.250% 360 5 Group 2 0067174359 Loan Paid in Full 0 8.450% 360 5 Group 2 0067186478 Loan Paid in Full 0 7.450% 360 5 Group 2 0067232835 Loan Paid in Full 0 6.600% 360 5 Group 2 0067274910 Loan Paid in Full (1) 7.600% 360 5 Group 2 0067341875 Loan Paid in Full 0 7.225% 360 5 Group 2 0067343632 Loan Paid in Full 0 7.990% 360 5 Group 2 0067353110 Loan Paid in Full 0 7.800% 360 5 Group 2 0067360990 Loan Paid in Full (1) 7.050% 360 5 Group 2 0067371435 Loan Paid in Full 0 7.950% 360 5 Group 2 0067409318 Loan Paid in Full (1) 8.800% 360 5 Group 2 0067442715 Loan Paid in Full 0 6.900% 360 5 Group 2 0067467993 Loan Paid in Full (1) 6.950% 360 5 Group 2 0067485631 Loan Paid in Full 0 5.550% 360 5 Group 2 0067526913 Loan Paid in Full 0 7.850% 360 5 Group 2 0067527556 Loan Paid in Full 0 7.400% 360 5 Group 2 0067553958 Loan Paid in Full 0 6.700% 360 5 Group 2 0067624635 Loan Paid in Full 0 7.950% 360 5 Group 2 0067625236 Loan Paid in Full (1) 7.150% 360 5 Group 2 0067648519 Loan Paid in Full 0 8.990% 360 5 Group 2 0067657353 Loan Paid in Full (1) 7.950% 360 5 Group 2 0067671230 Loan Paid in Full 0 7.000% 360 5 Group 2 0067676072 Loan Paid in Full (1) 7.800% 360 5 Group 2 0067738674 Loan Paid in Full 0 6.250% 360 5 Group 2 0067774315 Loan Paid in Full 0 7.500% 360 5 Group 2 0067776955 Loan Paid in Full 0 7.350% 360 5 Group 2 0067786830 Loan Paid in Full 0 6.550% 360 5 Group 2 0067832311 Loan Paid in Full 1 9.400% 360 5 Group 2 0067852830 Loan Paid in Full 0 8.650% 360 5 Group 2 0067864751 Loan Paid in Full (1) 5.850% 360 5 Group 2 0067936476 Loan Paid in Full 0 7.100% 360 5 Group 2 0067942797 Loan Paid in Full 0 6.800% 360 5 Group 2 0067976118 Loan Paid in Full (1) 8.900% 360 5 Group 2 0067986190 Loan Paid in Full 0 7.990% 360 5 Group 2 0068031798 Loan Paid in Full 0 6.200% 360 5 Group 2 0068052158 Loan Paid in Full (1) 9.450% 360 5 Group 2 0068100593 Loan Paid in Full (1) 7.375% 360 5 Group 2 0068119114 Loan Paid in Full 0 7.700% 360 5 Group 2 0068145473 Loan Paid in Full 0 7.100% 360 5 Group 2 0068204155 Loan Paid in Full 0 7.990% 360 5 Group 2 0068266790 Loan Paid in Full 0 8.650% 360 5 Group 2 0068290279 Loan Paid in Full 0 7.500% 360 5 Group 2 0068390632 Loan Paid in Full 2 10.200% 360 5 Group 2 0068414275 Loan Paid in Full 0 7.999% 360 5 Group 2 0068420314 Loan Paid in Full (1) 9.413% 360 5 Group 2 0068444710 Loan Paid in Full 0 6.950% 360 5 Group 2 0068532753 Loan Paid in Full (1) 7.330% 360 5 Group 2 0068688316 Loan Paid in Full 0 7.825% 360 5 Group 2 0069126399 Loan Paid in Full 0 6.950% 360 5 Group 2 0069340792 Loan Paid in Full 0 8.050% 360 5 Group 2 0070406756 Loan Paid in Full 0 11.650% 360 5 Group 2 0091851667 Loan Paid in Full 0 9.300% 360 6 Group 2 0095504569 Loan Paid in Full (1) 8.500% 360 5 Group 2 0095621744 Loan Paid in Full 0 9.750% 360 6 Group 2 0097335186 Loan Paid in Full 0 8.100% 360 5 Group 2 0097519300 Loan Paid in Full (1) 8.350% 360 5 Group 2 0097682009 Loan Paid in Full 0 8.100% 360 5 Group 2 0097723928 Loan Paid in Full 0 9.250% 360 5 Group 2 0098846629 Loan Paid in Full 0 7.200% 360 5 Group 2 0099201782 Loan Paid in Full (1) 8.950% 360 5 Group 2 0099217945 Loan Paid in Full 0 8.400% 360 5 Group 2 0099729865 Loan Paid in Full (1) 6.990% 360 5 Group 2 0100181429 Loan Paid in Full 0 7.900% 360 5 Group 3 0064097553 Loan Paid in Full (1) 8.250% 360 6 Group 3 0065196313 Loan Paid in Full 0 6.963% 360 6 Group 3 0065559593 Loan Paid in Full 0 6.750% 360 6 Group 3 0066348996 Loan Paid in Full 0 6.550% 180 5 Group 3 0068111798 Loan Paid in Full 0 6.150% 360 5 Group 3 0068709278 Loan Paid in Full 0 5.700% 360 5 Group 4 0062087713 Loan Paid in Full 0 6.750% 360 8 Group 4 0063581896 Loan Paid in Full 0 6.500% 360 5 Group 4 0063912612 Loan Paid in Full (1) 10.250% 360 5 Group 4 0064057276 Loan Paid in Full 0 8.350% 360 6 Group 4 0064247471 Loan Paid in Full (1) 7.350% 360 6 Group 4 0064476153 Loan Paid in Full 0 7.200% 360 6 Group 4 0064548472 Loan Paid in Full 0 9.500% 360 5 Group 4 0064908858 Loan Paid in Full (1) 9.000% 360 5 Group 4 0065127391 Loan Paid in Full 0 7.750% 360 6 Group 4 0065250813 Loan Paid in Full 0 8.650% 360 5 Group 4 0065270977 Loan Paid in Full (1) 8.350% 360 5 Group 4 0065295594 Loan Paid in Full 0 9.500% 360 6 Group 4 0065376857 Loan Paid in Full 0 6.900% 360 5 Group 4 0065466112 Loan Paid in Full 0 7.800% 360 5 Group 4 0065487712 Loan Paid in Full 0 9.750% 360 5 Group 4 0065537870 Loan Paid in Full 0 7.150% 360 6 Group 4 0065574477 Loan Paid in Full 0 8.750% 360 5 Group 4 0065629990 Loan Paid in Full 1 7.100% 360 5 Group 4 0065700353 Loan Paid in Full 0 7.050% 360 5 Group 4 0065927477 Loan Paid in Full 0 8.150% 360 5 Group 4 0065994477 Loan Paid in Full 0 9.400% 360 5 Group 4 0066238072 Loan Paid in Full 0 7.800% 360 6 Group 4 0066280595 Loan Paid in Full 0 7.700% 360 5 Group 4 0066349994 Loan Paid in Full 0 5.650% 360 6 Group 4 0066454034 Loan Paid in Full (1) 9.450% 360 5 Group 4 0066466913 Loan Paid in Full 3 8.600% 360 5 Group 4 0066488354 Loan Paid in Full (1) 5.990% 360 5 Group 4 0066615030 Loan Paid in Full (1) 6.850% 360 5 Group 4 0066684796 Loan Paid in Full (1) 9.400% 360 5 Group 4 0066691999 Loan Paid in Full 0 8.950% 360 5 Group 4 0066763830 Loan Paid in Full 0 9.650% 360 5 Group 4 0066812751 Loan Paid in Full 0 8.200% 360 5 Group 4 0066854118 Loan Paid in Full 0 9.100% 360 5 Group 4 0066900754 Loan Paid in Full 0 9.350% 360 5 Group 4 0066929597 Loan Paid in Full (1) 8.800% 360 5 Group 4 0067145557 Loan Paid in Full (1) 9.550% 360 5 Group 4 0067182071 Loan Paid in Full 0 7.350% 360 5 Group 4 0067196915 Loan Paid in Full (1) 7.700% 360 5 Group 4 0067204990 Loan Paid in Full 0 7.200% 360 5 Group 4 0067322230 Loan Paid in Full 0 6.000% 360 5 Group 4 0067386474 Loan Paid in Full 0 8.500% 360 5 Group 4 0067472993 Loan Paid in Full 0 8.350% 360 5 Group 4 0067705152 Loan Paid in Full (1) 6.850% 360 5 Group 4 0067942235 Loan Paid in Full 0 8.450% 360 5 Group 4 0067943712 Loan Paid in Full 0 9.650% 360 5 Group 4 0067996512 Loan Paid in Full (1) 7.990% 360 5 Group 4 0068660638 Loan Paid in Full (1) 8.550% 360 5 Group 4 0069036317 Loan Paid in Full 0 8.550% 360 5 Group 4 0097239529 Loan Paid in Full 0 5.350% 360 5 Group 4 0097525307 Loan Paid in Full (1) 7.500% 360 5 Group 4 0098492028 Loan Paid in Full 0 7.500% 360 5 Group 4 0098921968 Loan Paid in Full 0 8.450% 360 5 Group 4 0099093486 Loan Paid in Full 0 8.550% 360 5 Group 4 0099640526 Loan Paid in Full 0 8.750% 360 5 Group 4 0100331347 Loan Paid in Full 0 7.800% 360 5 Group 4 0100424985 Loan Paid in Full (1) 7.100% 360 5 Group 4 0100733989 Loan Paid in Full (1) 10.750% 360 5 Group 5 0065228652 Loan Paid in Full 0 10.900% 360 5 Group 5 0067222190 Loan Paid in Full (1) 5.550% 360 5 Group 5 0067242354 Loan Paid in Full (1) 8.850% 360 5 Group 5 0067629030 Loan Paid in Full 0 9.550% 360 5 Group 5 0067829671 Loan Paid in Full 0 12.500% 360 5 Group 5 0068532878 Loan Paid in Full 0 12.650% 360 5 Group 5 0070567078 Loan Paid in Full 0 12.100% 360 5 Group 6 0060849296 Loan Paid in Full (1) 5.300% 360 8 Group 6 0063461750 Loan Paid in Full (1) 8.800% 360 6 Group 6 0063846711 Loan Paid in Full 0 7.150% 360 7 Group 6 0064924798 Loan Paid in Full 0 8.500% 360 6 Group 6 0065245433 Loan Paid in Full 0 7.000% 360 6 Group 6 0065253072 Loan Paid in Full 0 6.840% 360 5 Group 6 0065687873 Loan Paid in Full 0 6.000% 360 5 Group 6 0065837510 Loan Paid in Full 1 8.150% 360 5 Group 6 0065884959 Loan Paid in Full (1) 7.550% 360 5 Group 6 0065955957 Loan Paid in Full 0 9.250% 360 6 Group 6 0066146358 Loan Paid in Full (1) 8.700% 360 5 Group 6 0066149790 Loan Paid in Full (1) 6.950% 360 5 Group 6 0066440512 Loan Paid in Full 0 6.150% 360 6 Group 6 0066506114 Loan Paid in Full 0 7.900% 360 5 Group 6 0066554759 Loan Paid in Full 0 8.250% 360 5 Group 6 0066577792 Loan Paid in Full 0 8.400% 360 5 Group 6 0066684994 Loan Paid in Full 2 9.350% 360 5 Group 6 0066848870 Loan Paid in Full 0 7.990% 360 5 Group 6 0067056671 Loan Paid in Full 0 10.850% 360 5 Group 6 0067249714 Loan Paid in Full 0 5.700% 360 5 Group 6 0067456319 Loan Paid in Full (1) 5.850% 360 5 Group 6 0067466631 Loan Paid in Full 0 5.950% 360 5 Group 6 0067540278 Loan Paid in Full 0 8.500% 360 5 Group 6 0067549238 Loan Paid in Full 0 6.800% 360 5 Group 6 0067581595 Loan Paid in Full 0 7.500% 360 5 Group 6 0067607432 Loan Paid in Full (1) 6.600% 360 5 Group 6 0067646190 Loan Paid in Full 0 8.450% 360 5 Group 6 0067948471 Loan Paid in Full 0 6.850% 360 5 Group 6 0067987750 Loan Paid in Full 0 7.700% 360 5 Group 6 0068359751 Loan Paid in Full 0 7.300% 360 5 Group 6 0068831833 Loan Paid in Full (1) 9.100% 360 5 Group 6 0069603835 Loan Paid in Full 1 7.750% 360 5 Group 6 0069993517 Loan Paid in Full (1) 7.950% 360 5 Group 6 0095702882 Loan Paid in Full 0 8.650% 360 6 Group 6 0100186709 Loan Paid in Full 0 10.700% 360 5 Group 6 0101006740 Loan Paid in Full (1) 10.150% 360 5 This report has been complied from data provided to Wells Fargo by third parties. Wells Fargo has not confirmed the accuracy of this data and assumes no duty to do so. Wells Fargo disclaims any responsibility for the accuracy of the data.
Prepayment - Voluntary Prepayments
Summary SMM CPR PSA Current Month 2.755% Current Month 28.479% Current Month 2,742.647% 3 Month Average 2.342% 3 Month Average 24.699% 3 Month Average 2,989.030% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs 12mo Average* PSA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2004 N/A N/A Jul-2004 N/A N/A Aug-2004 N/A N/A Aug-2004 N/A N/A Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 7.492% N/A Feb-2005 3,211.742% N/A Mar-2005 4.175% N/A Mar-2005 970.234% N/A Apr-2005 20.979% N/A Apr-2005 3,285.092% N/A May-2005 24.638% N/A May-2005 2,939.352% N/A Jun-2005 28.479% N/A Jun-2005 2,742.647% 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. Group1 SMM CPR PSA Current Month 1.257% Current Month 14.080% Current Month 1,355.827% 3 Month Average 0.924% 3 Month Average 10.504% 3 Month Average 1,236.576% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs 12mo Average* PSA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2004 N/A N/A Jul-2004 N/A N/A Aug-2004 N/A N/A Aug-2004 N/A N/A Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 1.379% N/A Feb-2005 581.692% N/A Mar-2005 0.261% N/A Mar-2005 59.850% N/A Apr-2005 7.373% N/A Apr-2005 1,154.483% N/A May-2005 10.060% N/A May-2005 1,199.420% N/A Jun-2005 14.080% N/A Jun-2005 1,355.827% 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 3.059% Current Month 31.117% Current Month 3,029.908% 3 Month Average 2.537% 3 Month Average 26.455% 3 Month Average 3,242.094% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs 12mo Average* PSA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2004 N/A N/A Jul-2004 N/A N/A Aug-2004 N/A N/A Aug-2004 N/A N/A Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 8.752% N/A Feb-2005 3,948.080% N/A Mar-2005 3.516% N/A Mar-2005 840.553% N/A Apr-2005 22.290% N/A Apr-2005 3,555.672% N/A May-2005 25.958% N/A May-2005 3,140.701% N/A Jun-2005 31.117% N/A Jun-2005 3,029.908% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 3 SMM CPR PSA Current Month 1.221% Current Month 13.705% Current Month 1,292.039% 3 Month Average 0.855% 3 Month Average 9.670% 3 Month Average 1,169.306% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs 12mo Average* PSA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2004 N/A N/A Jul-2004 N/A N/A Aug-2004 N/A N/A Aug-2004 N/A N/A Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 1.241% N/A Feb-2005 481.021% N/A Mar-2005 0.989% N/A Mar-2005 216.909% N/A Apr-2005 12.485% N/A Apr-2005 1,888.368% N/A May-2005 2.820% N/A May-2005 327.510% N/A Jun-2005 13.705% N/A Jun-2005 1,292.039% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 4 SMM CPR PSA Current Month 2.464% Current Month 25.874% Current Month 2,495.522% 3 Month Average 2.137% 3 Month Average 22.790% 3 Month Average 2,767.439% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs 12mo Average* PSA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2004 N/A N/A Jul-2004 N/A N/A Aug-2004 N/A N/A Aug-2004 N/A N/A Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 4.386% N/A Feb-2005 1,890.486% N/A Mar-2005 3.771% N/A Mar-2005 878.604% N/A Apr-2005 19.411% N/A Apr-2005 3,047.343% N/A May-2005 23.086% N/A May-2005 2,759.451% N/A Jun-2005 25.874% N/A Jun-2005 2,495.522% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 5 SMM CPR PSA Current Month 1.046% Current Month 11.856% Current Month 1,120.549% 3 Month Average 0.833% 3 Month Average 9.455% 3 Month Average 1,171.406% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs 12mo Average* PSA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2004 N/A N/A Jul-2004 N/A N/A Aug-2004 N/A N/A Aug-2004 N/A N/A Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 1.377% N/A Feb-2005 541.615% N/A Mar-2005 0.100% N/A Mar-2005 22.229% N/A Apr-2005 13.190% N/A Apr-2005 2,006.568% N/A May-2005 3.319% N/A May-2005 387.101% N/A Jun-2005 11.856% N/A Jun-2005 1,120.549% 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 4.205% Current Month 40.284% Current Month 3,828.294% 3 Month Average 3.771% 3 Month Average 36.798% 3 Month Average 4,375.772% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs 12mo Average* PSA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2004 N/A N/A Jul-2004 N/A N/A Aug-2004 N/A N/A Aug-2004 N/A N/A Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 14.257% N/A Feb-2005 5,831.998% N/A Mar-2005 9.800% N/A Mar-2005 2,223.698% N/A Apr-2005 30.201% N/A Apr-2005 4,618.749% N/A May-2005 39.910% N/A May-2005 4,680.274% N/A Jun-2005 40.284% N/A Jun-2005 3,828.294% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. This report has been complied from data provided to Wells Fargo by third parties. Wells Fargo has not confirmed the accuracy of this data and assumes no duty to do so. Wells Fargo disclaims any responsibility for the accuracy of the data. Calculation Methodology: Single Month Mortality (SMM): (Partial and full prepayments + Repurchases) / (Beginning Scheduled Balance - Scheduled Principal) Conditional PrePayment Rate (CPR): 1 - ((1 - SMM)^12) PSA Standard Prepayment Model: 100 * CPR / (0.2 * MIN(30,WAS)) Weighted Average Seasoning (WAS): sum((Original Term - Remaining Term)*(Current Scheduled Balance/Deal Scheduled Principal Balance))
Realized Loss Detail Report - Loans with Losses during Current Period Summary # Loans Prior Realized Current with Principal Loss/(Gain) Loss Group Losses Balance Amount Percentage Group1 0 0.00 0.00 0.000% Group 2 0 0.00 0.00 0.000% Group 3 0 0.00 0.00 0.000% Group 4 0 0.00 0.00 0.000% Group 5 0 0.00 0.00 0.000% Group 6 0 0.00 0.00 0.000% Total 0 0.00 0.00 0.000%
Realized Loss Loan Detail Report - Loans With Losses during Current Period Original Current Loan Principal Note LTV at Original Group Number Balance Rate State Origination Term No losses this period.
Realized Loss Loan Detail Report - Loans With Losses during Current Period (continued) Prior Cumulative Loan Principal Realized Realized Group Number Balance Loss/(Gain) Loss/(Gain) No losses this period. This report has been complied from data provided to Wells Fargo by third parties. Wells Fargo has not confirmed the accuracy of this data and assumes no duty to do so. Wells Fargo disclaims any responsibility for the accuracy of the data.
Realized Loss Report - Collateral Summary
MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs 12mo Average* SDA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2004 N/A N/A Jul-2004 N/A N/A Aug-2004 N/A N/A Aug-2004 N/A N/A Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 0.000% N/A Feb-2005 0.000% N/A Mar-2005 0.000% N/A Mar-2005 0.000% N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.000% N/A May-2005 0.000% N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs 12mo Average* Loss Severity: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2004 N/A N/A Jul-2004 N/A N/A Aug-2004 N/A N/A Aug-2004 N/A N/A Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 0.000% N/A Feb-2005 0.000% N/A Mar-2005 0.000% N/A Mar-2005 0.000% N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.000% N/A May-2005 0.000% N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A *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. Group1 MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs 12mo Average* SDA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2004 N/A N/A Jul-2004 N/A N/A Aug-2004 N/A N/A Aug-2004 N/A N/A Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 0.000% N/A Feb-2005 0.000% N/A Mar-2005 0.000% N/A Mar-2005 0.000% N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.000% N/A May-2005 0.000% N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs 12mo Average* Loss Severity: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2004 N/A N/A Jul-2004 N/A N/A Aug-2004 N/A N/A Aug-2004 N/A N/A Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 0.000% N/A Feb-2005 0.000% N/A Mar-2005 0.000% N/A Mar-2005 0.000% N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.000% N/A May-2005 0.000% N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 2 MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs 12mo Average* SDA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2004 N/A N/A Jul-2004 N/A N/A Aug-2004 N/A N/A Aug-2004 N/A N/A Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 0.000% N/A Feb-2005 0.000% N/A Mar-2005 0.000% N/A Mar-2005 0.000% N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.000% N/A May-2005 0.000% N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs 12mo Average* Loss Severity: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2004 N/A N/A Jul-2004 N/A N/A Aug-2004 N/A N/A Aug-2004 N/A N/A Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 0.000% N/A Feb-2005 0.000% N/A Mar-2005 0.000% N/A Mar-2005 0.000% N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.000% N/A May-2005 0.000% N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 3 MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs 12mo Average* SDA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2004 N/A N/A Jul-2004 N/A N/A Aug-2004 N/A N/A Aug-2004 N/A N/A Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 0.000% N/A Feb-2005 0.000% N/A Mar-2005 0.000% N/A Mar-2005 0.000% N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.000% N/A May-2005 0.000% N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs 12mo Average* Loss Severity: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2004 N/A N/A Jul-2004 N/A N/A Aug-2004 N/A N/A Aug-2004 N/A N/A Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 0.000% N/A Feb-2005 0.000% N/A Mar-2005 0.000% N/A Mar-2005 0.000% N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.000% N/A May-2005 0.000% N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 4 MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs 12mo Average* SDA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2004 N/A N/A Jul-2004 N/A N/A Aug-2004 N/A N/A Aug-2004 N/A N/A Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 0.000% N/A Feb-2005 0.000% N/A Mar-2005 0.000% N/A Mar-2005 0.000% N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.000% N/A May-2005 0.000% N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs 12mo Average* Loss Severity: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2004 N/A N/A Jul-2004 N/A N/A Aug-2004 N/A N/A Aug-2004 N/A N/A Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 0.000% N/A Feb-2005 0.000% N/A Mar-2005 0.000% N/A Mar-2005 0.000% N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.000% N/A May-2005 0.000% N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 5 MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs 12mo Average* SDA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2004 N/A N/A Jul-2004 N/A N/A Aug-2004 N/A N/A Aug-2004 N/A N/A Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 0.000% N/A Feb-2005 0.000% N/A Mar-2005 0.000% N/A Mar-2005 0.000% N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.000% N/A May-2005 0.000% N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs 12mo Average* Loss Severity: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2004 N/A N/A Jul-2004 N/A N/A Aug-2004 N/A N/A Aug-2004 N/A N/A Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 0.000% N/A Feb-2005 0.000% N/A Mar-2005 0.000% N/A Mar-2005 0.000% N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.000% N/A May-2005 0.000% N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 6 MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs 12mo Average* SDA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2004 N/A N/A Jul-2004 N/A N/A Aug-2004 N/A N/A Aug-2004 N/A N/A Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 0.000% N/A Feb-2005 0.000% N/A Mar-2005 0.000% N/A Mar-2005 0.000% N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.000% N/A May-2005 0.000% N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs 12mo Average* Loss Severity: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2004 N/A N/A Jul-2004 N/A N/A Aug-2004 N/A N/A Aug-2004 N/A N/A Sep-2004 N/A N/A Sep-2004 N/A N/A Oct-2004 N/A N/A Oct-2004 N/A N/A Nov-2004 N/A N/A Nov-2004 N/A N/A Dec-2004 N/A N/A Dec-2004 N/A N/A Jan-2005 N/A N/A Jan-2005 N/A N/A Feb-2005 0.000% N/A Feb-2005 0.000% N/A Mar-2005 0.000% N/A Mar-2005 0.000% N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.000% N/A May-2005 0.000% N/A Jun-2005 0.000% N/A Jun-2005 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. This report has been complied from data provided to Wells Fargo by third parties. Wells Fargo has not confirmed the accuracy of this data and assumes no duty to do so. Wells Fargo disclaims any responsibility for the accuracy of the data. Calculation Methodology: Monthly Default Rate (MDR): sum(Beg Principal Balance of Liquidated Loans)/ sum(Beg Principal Balance). Conditional Default Rate (CDR): 1-((1-MDR)^12) SDA Standard Default Assumption: If WAS is less than or equal to 30 then CDR/(WAS*0.02) else if WAS is greater than 30 and less than or equal to 60 then CDR/0.6 else if WAS is greater than 60 and less than or equal to 120 then CDR/(0.6 - ((WAS-60)*0.0095)) else if WAS is greater than 120 then CDR/0.03 Loss Severity Approximation for current period: sum(Realized Loss Amount)/sum(Beg Principal Balance of Liquidated Loans)
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