10-D 1 has06op2_10d-200605.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington D.C. 20549 FORM 10-D ASSET-BACKED ISSUER DISTRIBUTION REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 For the monthly distribution period from: April 26, 2006 to May 25, 2006 Commission File Number of issuing entity: 333-124032-07 HSI Asset Securitization Corporation Trust 2006-OPT2 (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-124032 HSI Asset Securitization Corporation (Exact name of depositor as specified in its charter) HSBC Bank USA, National Association (Exact name of sponsor as specified in its charter) New York (State or other jurisdiction of incorporation or organization of the issuing entity) 54-2195456 54-2195457 54-2195458 54-6696494 (I.R.S. Employer Identification No.) c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Road Columbia, MD 21045 (Address of principal executive offices of the issuing entity) (Zip Code) (410) 884-2000 (Telephone number, including area code) Not Applicable (Former name, former address, if changed since last report) Registered/reporting pursuant to (check one) Title of Section Section Section Name of Exchange Class 12(b) 12(g) 15(d) (If Section 12(b)) I-A _____ _____ __X___ ____________ II-A-1 _____ _____ __X___ ____________ II-A-2 _____ _____ __X___ ____________ II-A-3 _____ _____ __X___ ____________ II-A-4 _____ _____ __X___ ____________ M-1 _____ _____ __X___ ____________ M-10 _____ _____ __X___ ____________ M-11 _____ _____ __X___ ____________ M-2 _____ _____ __X___ ____________ M-3 _____ _____ __X___ ____________ M-4 _____ _____ __X___ ____________ M-5 _____ _____ __X___ ____________ M-6 _____ _____ __X___ ____________ M-7 _____ _____ __X___ ____________ M-8 _____ _____ __X___ ____________ M-9 _____ _____ __X___ ____________ P _____ _____ __X___ ____________ X _____ _____ __X___ ____________ R _____ _____ __X___ ____________

Indicate by check mark whether the registrant (1) has filed all reports required to be filed by Section 13 or 15(d) of the Securities Exchange Act of 1934 during the preceding 12 months (or for such shorter period that the registrant was required to file such reports), and (2) has been subject to such filing requirements for the past 90 days. Yes __X__ No ____ Part I - DISTRIBUTION INFORMATION Item 1. Distribution and Pool Performance Information On May 25, 2006 a distribution was made to holders of HSI Asset Securitization Corporation Trust 2006-OPT2. The distribution report is attached as an Exhibit to this Form 10-D. Please see Item 9(b), Exhibit 99.1 for the related information. Part II - OTHER INFORMATION Item 9. Exhibits. (a) The following is a list of documents filed as part of this Report on Form 10-D: (99.1) Monthly report distributed to holders of HSI Asset Securitization Corporation Trust 2006-OPT2, relating to the May 25, 2006 distribution. (b) The exhibits required to be filed by Registrant pursuant to Item 601 of Regulation S-K are listed above and in the Exhibit Index that immediately follows the signature page hereof. SIGNATURES 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 thereunto duly authorized. HSI Asset Securitization Corporation Trust 2006-OPT2 (Issuing Entity) Wells Fargo Bank, N.A. (Master Servicer) /s/ John Sadowski John Sadowski, Vice President Date: June 9, 2006 EXHIBIT INDEX Exhibit Number Description EX-99.1 Monthly report distributed to holders of HSI Asset Securitization Corporation Trust 2006-OPT2, relating to the May 25, 2006 distribution. EX-99.1 HSI Asset Securitization Corporation Mortgage Pass-Through Certificates Distribution Date: 5/25/2006 HSI Asset Securitization Corporation Mortgage Pass-Through Certificates Series 2006-OPT2 Contact: Customer Service - CTSLink Wells Fargo Bank, N.A. Securities Administration Services 7485 New Horizon Way Frederick, MD 21703 www.ctslink.com Telephone: (301) 815-6600 Fax: (301) 815-6660

Certificateholder Distribution Summary Class CUSIP Certificate Beginning Interest Pass-Through Certificate Distribution Rate Balance I-A 40430HDV7 5.~~03813~~17938% ~~360~~350,~~705~~972,~~383~~884.1113 1,~~463~~514,~~920~~851.4961 II-A-1 40430HDW5 45.~~89813~~03938% ~~445~~430,~~912~~966,~~517~~259.4422 1,~~759~~809,~~444~~835.0862 II-A-2 40430HDX3 45.~~94813~~08938% 47,179,000.00 ~~188~~200,~~055~~093.1922 II-A-3 40430HDY1 5.~~00813~~14938% 195,875,000.00 ~~790~~840,~~223~~529.7901 II-A-4 40430HDZ8 5.~~10813~~24938% 19,316,000.00 7984,~~483~~497.0752 M-1 40430HEA2 5.~~18813~~32938% 52,876,000.00 ~~220~~234,~~986~~830.0925 M-2 40430HEB0 5.~~20813~~34938% 48,646,000.00 ~~204~~216,~~091~~854.2895 M-3 40430HEC8 5.~~22813~~36938% 29,610,000.00 ~~124~~132,~~703~~489.9745 M-4 40430HED6 5.~~33813~~47938% 26,790,000.00 ~~115~~122,~~201~~327.2916 M-5 40430HEE4 5.~~35813~~49938% 24,675,000.00 ~~106~~113,~~504~~081.00 M-6 40430HEF1 5.~~42813~~56938% 22,560,000.00 98104,~~647~~704.2234 M-7 40430HEG9 6.~~06813~~20938% 21,150,000.00 ~~103~~109,~~385~~440.7632 M-8 40430HEH7 6.~~21813~~35938% 19,035,000.00 95100,~~347~~875.2567 M-9 40430HEJ3 6.~~81813~~95938% 14,805,000.00 8185,~~314~~861.7235 M-10 40430HEK0 6.~~81813~~95938% 12,690,000.00 6973,~~698~~595.3344 M-11 40430HEL8 6.~~81813~~95938% 14,100,000.00 7781,~~442~~772.5972 X 40430HEN4 0.00000% 34,545,970.63 2,~~148~~102,~~020~~812.5475 P 40430HEM6 0.00000% 100.00 ~~389~~436,~~922~~830.8492 R 40430HEP9 0.00000% 0.00 0.00 Totals 1,~~390~~365,~~470~~792,~~971~~213.1898 8,~~116~~365,~~392~~283.5030

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses I-A 910,~~732~~485,~~498~~527.9855 0.00 ~~350~~340,~~972~~487,~~884~~356.1358 1112,~~196~~000,~~419~~379.4716 0.00 II-A-1 1416,~~946~~373,~~258~~494.2248 0.00 ~~430~~414,~~966~~592,~~259~~764.2274 1618,~~705~~183,~~702~~330.3010 0.00 II-A-2 0.00 0.00 47,179,000.00 ~~188~~200,~~055~~093.1922 0.00 II-A-3 0.00 0.00 195,875,000.00 ~~790~~840,~~223~~529.7901 0.00 II-A-4 0.00 0.00 19,316,000.00 7984,~~483~~497.0752 0.00 M-1 0.00 0.00 52,876,000.00 ~~220~~234,~~986~~830.0925 0.00 M-2 0.00 0.00 48,646,000.00 ~~204~~216,~~091~~854.2895 0.00 M-3 0.00 0.00 29,610,000.00 ~~124~~132,~~703~~489.9745 0.00 M-4 0.00 0.00 26,790,000.00 ~~115~~122,~~201~~327.2916 0.00 M-5 0.00 0.00 24,675,000.00 ~~106~~113,~~504~~081.00 0.00 M-6 0.00 0.00 22,560,000.00 98104,~~647~~704.2234 0.00 M-7 0.00 0.00 21,150,000.00 ~~103~~109,~~385~~440.7632 0.00 M-8 0.00 0.00 19,035,000.00 95100,~~347~~875.2567 0.00 M-9 0.00 0.00 14,805,000.00 8185,~~314~~861.7235 0.00 M-10 0.00 0.00 12,690,000.00 6973,~~698~~595.3344 0.00 M-11 0.00 0.00 14,100,000.00 7781,~~442~~772.5972 0.00 X 0.00 0.00 34,545,970.63 2,~~148~~102,~~020~~812.5475 0.00 P 0.00 0.00 100.00 ~~389~~436,~~922~~830.8492 0.00 R 0.00 0.00 0.00 0.00 0.00 Totals 2426,~~678~~859,~~757~~022.2003 0.00 1,~~365~~338,~~792~~933,~~213~~191.9895 3235,~~795~~224,~~149~~305.7033 0.00 As Master Servicer, Wells Fargo Bank, N.A. has independently calculated collateral information based on loan level data received from external parties, which may include the Servicers, Issuer and other parties to the transaction. Wells Fargo Bank, N.A. expressly disclaims any responsibility for the accuracy or completeness of information furnished to it by those third parties.

Principal Distribution Statement Class Original Beginning Scheduled UnScheduled Accretion Realized Face Certificate Principal Principal Loss Amount Balance Distribution Distribution I-A 368,076,000.00 ~~360~~350,~~705~~972,~~383~~884.1113 0.00 910,~~732~~485,~~498~~527.9855 0.00 0.00 II-A-1 458,107,000.00 ~~445~~430,~~912~~966,~~517~~259.4422 0.00 1416,~~946~~373,~~258~~494.2248 0.00 0.00 II-A-2 47,179,000.00 47,179,000.00 0.00 0.00 0.00 0.00 II-A-3 195,875,000.00 195,875,000.00 0.00 0.00 0.00 0.00 II-A-4 19,316,000.00 19,316,000.00 0.00 0.00 0.00 0.00 M-1 52,876,000.00 52,876,000.00 0.00 0.00 0.00 0.00 M-2 48,646,000.00 48,646,000.00 0.00 0.00 0.00 0.00 M-3 29,610,000.00 29,610,000.00 0.00 0.00 0.00 0.00 M-4 26,790,000.00 26,790,000.00 0.00 0.00 0.00 0.00 M-5 24,675,000.00 24,675,000.00 0.00 0.00 0.00 0.00 M-6 22,560,000.00 22,560,000.00 0.00 0.00 0.00 0.00 M-7 21,150,000.00 21,150,000.00 0.00 0.00 0.00 0.00 M-8 19,035,000.00 19,035,000.00 0.00 0.00 0.00 0.00 M-9 14,805,000.00 14,805,000.00 0.00 0.00 0.00 0.00 M-10 12,690,000.00 12,690,000.00 0.00 0.00 0.00 0.00 M-11 14,100,000.00 14,100,000.00 0.00 0.00 0.00 0.00 X 34,553,599.37 34,545,970.63 0.00 0.00 0.00 0.00 P 100.00 100.00 0.00 0.00 0.00 0.00 R 0.00 0.00 0.00 0.00 0.00 0.00 Totals 1,410,043,699.37 1,~~390~~365,~~470~~792,~~971~~213.1898 0.00 2426,~~678~~859,~~757~~022.2003 0.00 0.00

Principal Distribution Statement (continued) Class Total Ending Ending Total Principal Certificate Certificate Principal Reduction Balance Percentage Distribution I-A 910,~~732~~485,~~498~~527.9855 ~~350~~340,~~972~~487,~~884~~356.1358 0.~~95353374~~92504634 910,~~732~~485,~~498~~527.9855 II-A-1 1416,~~946~~373,~~258~~494.2248 ~~430~~414,~~966~~592,~~259~~764.2274 0.~~94075458~~90501294 1416,~~946~~373,~~258~~494.2248 II-A-2 0.00 47,179,000.00 1.00000000 0.00 II-A-3 0.00 195,875,000.00 1.00000000 0.00 II-A-4 0.00 19,316,000.00 1.00000000 0.00 M-1 0.00 52,876,000.00 1.00000000 0.00 M-2 0.00 48,646,000.00 1.00000000 0.00 M-3 0.00 29,610,000.00 1.00000000 0.00 M-4 0.00 26,790,000.00 1.00000000 0.00 M-5 0.00 24,675,000.00 1.00000000 0.00 M-6 0.00 22,560,000.00 1.00000000 0.00 M-7 0.00 21,150,000.00 1.00000000 0.00 M-8 0.00 19,035,000.00 1.00000000 0.00 M-9 0.00 14,805,000.00 1.00000000 0.00 M-10 0.00 12,690,000.00 1.00000000 0.00 M-11 0.00 14,100,000.00 1.00000000 0.00 X 0.00 34,545,970.63 0.99977922 0.00 P 0.00 100.00 1.00000000 0.00 R 0.00 0.00 0.00000000 0.00 Totals 2426,~~678~~859,~~757~~022.2003 1,~~365~~338,~~792~~933,~~213~~191.9895 0.~~96861694~~94956858 2426,~~678~~859,~~757~~022.2003

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution I-A 368,076,000.00 ~~979~~953.~~97528529~~53373795 0.00000000 2628.~~44154734~~48739812 0.00000000 II-A-1 458,107,000.00 ~~973~~940.~~38071114~~75458183 0.00000000 3235.~~62612931~~74163783 0.00000000 II-A-2 47,179,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 II-A-3 195,875,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 II-A-4 19,316,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-1 52,876,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-2 48,646,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-3 29,610,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-4 26,790,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-5 24,675,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-6 22,560,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-7 21,150,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-8 19,035,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-9 14,805,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-10 12,690,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-11 14,100,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 X 34,553,599.37 999.77922011 0.00000000 0.00000000 0.00000000 P 100.00 1000.00000000 0.00000000 0.00000000 0.00000000 R 0.00 0.00000000 0.00000000 0.00000000 0.00000000

Principal Distribution Factors Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution I-A 0.00000000 2628.~~44154734~~48739812 ~~953~~925.~~53373795~~04633983 0.~~95353374~~92504634 2628.~~44154734~~48739812 II-A-1 0.00000000 3235.~~62612931~~74163783 ~~940~~905.~~75458183~~01294401 0.~~94075458~~90501294 3235.~~62612931~~74163783 II-A-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 II-A-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 II-A-4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-5 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-6 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-7 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-8 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-9 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-10 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-11 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 X 0.00000000 0.00000000 999.77922011 0.99977922 0.00000000 P 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 NOTE: All classes per $1,000 denomination.

Interest Distribution Statement Class Accrual Accrual Current Beginning Current Payment of Dates Days Certificate Certificate/ Accrued Unpaid Interest Rate Notional Interest Shortfall (1) Balance I-A 0304/2725/06 - 0405/24/06 2930 5.~~03813~~17938% ~~360~~350,~~705~~972,~~383~~884.1113 1,~~463~~514,~~920~~851.4961 0.00 II-A-1 0304/2725/06 - 0405/24/06 2930 45.~~89813~~03938% ~~445~~430,~~912~~966,~~517~~259.4422 1,~~759~~809,~~444~~835.0862 0.00 II-A-2 0304/2725/06 - 0405/24/06 2930 45.~~94813~~08938% 47,179,000.00 ~~188~~200,~~055~~093.1922 0.00 II-A-3 0304/2725/06 - 0405/24/06 2930 5.~~00813~~14938% 195,875,000.00 ~~790~~840,~~223~~529.7901 0.00 II-A-4 0304/2725/06 - 0405/24/06 2930 5.~~10813~~24938% 19,316,000.00 7984,~~483~~497.0752 0.00 M-1 0304/2725/06 - 0405/24/06 2930 5.~~18813~~32938% 52,876,000.00 ~~220~~234,~~986~~830.0925 0.00 M-2 0304/2725/06 - 0405/24/06 2930 5.~~20813~~34938% 48,646,000.00 ~~204~~216,~~091~~854.2895 0.00 M-3 0304/2725/06 - 0405/24/06 2930 5.~~22813~~36938% 29,610,000.00 ~~124~~132,~~703~~489.9745 0.00 M-4 0304/2725/06 - 0405/24/06 2930 5.~~33813~~47938% 26,790,000.00 ~~115~~122,~~201~~327.2916 0.00 M-5 0304/2725/06 - 0405/24/06 2930 5.~~35813~~49938% 24,675,000.00 ~~106~~113,~~504~~081.00 0.00 M-6 0304/2725/06 - 0405/24/06 2930 5.~~42813~~56938% 22,560,000.00 98104,~~647~~704.2234 0.00 M-7 0304/2725/06 - 0405/24/06 2930 6.~~06813~~20938% 21,150,000.00 ~~103~~109,~~385~~440.7632 0.00 M-8 0304/2725/06 - 0405/24/06 2930 6.~~21813~~35938% 19,035,000.00 95100,~~347~~875.2567 0.00 M-9 0304/2725/06 - 0405/24/06 2930 6.~~81813~~95938% 14,805,000.00 8185,~~314~~861.7235 0.00 M-10 0304/2725/06 - 0405/24/06 2930 6.~~81813~~95938% 12,690,000.00 6973,~~698~~595.3344 0.00 M-11 0304/2725/06 - 0405/24/06 2930 6.~~81813~~95938% 14,100,000.00 7781,~~442~~772.5972 0.00 X N/A N/A 0.00000% 1,~~390~~365,~~470~~792,~~971~~213.1898 0.00 0.00 P N/A N/A 0.00000% 100.00 0.00 0.00 R N/A N/A 0.00000% 0.00 0.00 0.00 Totals 5,~~578~~825,~~449~~639.1263 0.00

Interest Distribution Statement (continued) Class Current Non-Supported Total Remaining Ending Interest Interest Interest Unpaid Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance I-A 0.00 0.00 1,~~463~~514,~~920~~851.4961 0.00 ~~350~~340,~~972~~487,~~884~~356.1358 II-A-1 0.00 0.00 1,~~759~~809,~~444~~835.0862 0.00 ~~430~~414,~~966~~592,~~259~~764.2274 II-A-2 0.00 0.00 ~~188~~200,~~055~~093.1922 0.00 47,179,000.00 II-A-3 0.00 0.00 ~~790~~840,~~223~~529.7901 0.00 195,875,000.00 II-A-4 0.00 0.00 7984,~~483~~497.0752 0.00 19,316,000.00 M-1 0.00 0.00 ~~220~~234,~~986~~830.0925 0.00 52,876,000.00 M-2 0.00 0.00 ~~204~~216,~~091~~854.2895 0.00 48,646,000.00 M-3 0.00 0.00 ~~124~~132,~~703~~489.9745 0.00 29,610,000.00 M-4 0.00 0.00 ~~115~~122,~~201~~327.2916 0.00 26,790,000.00 M-5 0.00 0.00 ~~106~~113,~~504~~081.00 0.00 24,675,000.00 M-6 0.00 0.00 98104,~~647~~704.2234 0.00 22,560,000.00 M-7 0.00 0.00 ~~103~~109,~~385~~440.7632 0.00 21,150,000.00 M-8 0.00 0.00 95100,~~347~~875.2567 0.00 19,035,000.00 M-9 0.00 0.00 8185,~~314~~861.7235 0.00 14,805,000.00 M-10 0.00 0.00 6973,~~698~~595.3344 0.00 12,690,000.00 M-11 0.00 0.00 7781,~~442~~772.5972 0.00 14,100,000.00 X 0.00 0.00 2,~~148~~102,~~020~~812.5475 0.00 1,~~365~~338,~~792~~933,~~213~~191.9895 P 0.00 0.00 ~~389~~436,~~922~~830.8492 0.00 100.00 R 0.00 0.00 0.00 0.00 0.00 Totals 0.00 0.00 8,~~116~~365,~~392~~283.5030 0.00 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls,if applicable.

Interest Distribution Factors Statement Class Original Current Beginning Current Payment of Face Certificate Certificate/ Accrued Unpaid Interest Amount Rate Notional Interest Shortfall (1) Balance I-A 368,076,000.00 5.~~03813~~17938% ~~979~~953.~~97528529~~53373795 34.~~97722343~~11559463 0.00000000 II-A-1 458,107,000.00 45.~~89813~~03938% ~~973~~940.~~38071114~~75458183 3.~~84068368~~95068318 0.00000000 II-A-2 47,179,000.00 45.~~94813~~08938% 1000.00000000 34.~~98599356~~24115009 0.00000000 II-A-3 195,875,000.00 5.~~00813~~14938% 1000.00000000 4.~~03432694~~29115002 0.00000000 II-A-4 19,316,000.00 5.~~10813~~24938% 1000.00000000 4.~~11488248~~37448333 0.00000000 M-1 52,876,000.00 5.~~18813~~32938% 1000.00000000 4.~~17932692~~44115005 0.00000000 M-2 48,646,000.00 5.~~20813~~34938% 1000.00000000 4.~~19543806~~45781668 0.00000000 M-3 29,610,000.00 5.~~22813~~36938% 1000.00000000 4.~~21154914~~47448328 0.00000000 M-4 26,790,000.00 5.~~33813~~47938% 1000.00000000 4.~~30016013~~56615006 0.00000000 M-5 24,675,000.00 5.~~35813~~49938% 1000.00000000 4.~~31627153~~58281662 0.00000000 M-6 22,560,000.00 5.~~42813~~56938% 1000.00000000 4.~~37266046~~64114982 0.00000000 M-7 21,150,000.00 6.~~06813~~20938% 1000.00000000 45.~~88821560~~17448322 0.00000000 M-8 19,035,000.00 6.~~21813~~35938% 1000.00000000 5.~~00904912~~29948358 0.00000000 M-9 14,805,000.00 6.~~81813~~95938% 1000.00000000 5.~~49238230~~79948328 0.00000000 M-10 12,690,000.00 6.~~81813~~95938% 1000.00000000 5.~~49238219~~79948306 0.00000000 M-11 14,100,000.00 6.~~81813~~95938% 1000.00000000 5.~~49238227~~79948369 0.00000000 X 34,553,599.37 0.00000% ~~40240~~39526.~~98781406~~77112897 0.00000000 0.00000000 P 100.00 0.00000% 1000.00000000 0.00000000 0.00000000 R 0.00 0.00000% 0.00000000 0.00000000 0.00000000

Interest Distribution Factors Statement (continued) Class Current Non-Supported Total Remaining Unpaid Ending Interest Interest Interest Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance I-A 0.00000000 0.00000000 34.~~97722343~~11559463 0.00000000 ~~953~~925.~~53373795~~04633983 II-A-1 0.00000000 0.00000000 3.~~84068368~~95068318 0.00000000 ~~940~~905.~~75458183~~01294401 II-A-2 0.00000000 0.00000000 34.~~98599356~~24115009 0.00000000 1000.00000000 II-A-3 0.00000000 0.00000000 4.~~03432694~~29115002 0.00000000 1000.00000000 II-A-4 0.00000000 0.00000000 4.~~11488248~~37448333 0.00000000 1000.00000000 M-1 0.00000000 0.00000000 4.~~17932692~~44115005 0.00000000 1000.00000000 M-2 0.00000000 0.00000000 4.~~19543806~~45781668 0.00000000 1000.00000000 M-3 0.00000000 0.00000000 4.~~21154914~~47448328 0.00000000 1000.00000000 M-4 0.00000000 0.00000000 4.~~30016013~~56615006 0.00000000 1000.00000000 M-5 0.00000000 0.00000000 4.~~31627153~~58281662 0.00000000 1000.00000000 M-6 0.00000000 0.00000000 4.~~37266046~~64114982 0.00000000 1000.00000000 M-7 0.00000000 0.00000000 45.~~88821560~~17448322 0.00000000 1000.00000000 M-8 0.00000000 0.00000000 5.~~00904912~~29948358 0.00000000 1000.00000000 M-9 0.00000000 0.00000000 5.~~49238230~~79948328 0.00000000 1000.00000000 M-10 0.00000000 0.00000000 5.~~49238219~~79948306 0.00000000 1000.00000000 M-11 0.00000000 0.00000000 5.~~49238227~~79948369 0.00000000 1000.00000000 X 0.00000000 0.00000000 6260.~~16488526~~85654717 0.00000000 ~~39526~~38749.~~77112897~~45639129 P 0.00000000 0.00000000 ~~3899228~~4368309.~~40000000~~20000000 0.00000000 1000.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls,if applicable. NOTE: All classes per $1,000 denomination.

CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 3234,~~848~~507,~~137~~260.1461 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0.00 Servicer Advances ~~365~~730,~~602~~134.0565 Gains & Subsequent Recoveries (Realized Losses) 0.00 Prepayment Penalties ~~389~~436,~~922~~830.8492 Swap/Cap Payments 0.00 Total Deposits 3335,~~603~~674,~~662~~226.0318 Withdrawals Swap Payments ~~455~~102,~~099~~781.6625 Reserve Funds and Credit Enhancements 0.00 Total Administration Fees ~~353~~347,~~412~~139.6760 Payment of Interest and Principal 3235,~~795~~224,~~149~~305.7033 Total Withdrawals (Pool Distribution Amount) 3335,~~603~~674,~~662~~226.0318 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

ADMINISTRATION FEES Gross Servicing Fee* ~~347~~341,~~618~~448.6569 Master Servicing Fee - Wells Fargo Bank, N.A. 5,~~794~~690.0291 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~353~~347,~~412~~139.6760 *Servicer Payees include: OPTION ONE

Reserve and Guaranty Funds Account Name Beginning Current Current Ending Balance Withdrawals Deposits Balance Excess Reserve Fund Account 1,000.00 0.00 0.00 1,000.00 ~~Account~~ Supplemental Interest Trust 1,000.00 ~~455~~102,~~099~~781.6625 ~~455~~102,~~099~~781.6625 1,000.00 ~~Trust~~ Hedge Funds Account Name Funds In (A) Funds Out(B) Net Amount(A - B) Cap Agreement - Bear Stearns 0.00 0.00 0.00 ~~Stearns~~ Swap Agreement - Bear Stearns 5,~~400~~624,~~705~~931.6632 5,~~855~~727,~~805~~712.3257 (~~455~~102,~~099~~781.6625) ~~Stearns~~

COLLATERAL STATEMENT Collateral Description Fixed & Mixed ARM Weighted Average Gross Coupon 7.~~365833~~358817% Weighted Average Net Coupon 7.~~065832~~058817% Weighted Average Pass-Through Rate 7.~~060832~~053816% Weighted Average Remaining Term ~~352~~351 Beginning Scheduled Collateral Loan Count 7,~~465~~344 Number Of Loans Paid In Full ~~121~~131 Ending Scheduled Collateral Loan Count 7,~~344~~213 Beginning Scheduled Collateral Balance 1,~~390~~365,~~470~~792,~~971~~213.1898 Ending Scheduled Collateral Balance 1,~~365~~338,~~792~~933,~~213~~191.9895 Ending Actual Collateral Balance at 3130-~~Mar~~Apr-2006 1,~~366~~339,~~043~~224,~~318~~141.8230 Monthly P&I Constant 9,~~360~~191,~~527~~916.3014 Special Servicing Fee 0.00 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount ~~389~~436,~~922~~830.8492 Prepayment Penalty Paid Count 7079 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Scheduled Principal ~~825~~816,~~546~~403.4756 Unscheduled Principal 2326,~~853~~042,~~210~~618.7347 Required ~~Overcollateralization~~Overcollateralized Amount 0.00 Overcollateralized Increase Amount 0.00 Overcollateralized ~~reduction~~Reduction Amount 0.00 Specified O/C Amount 34,546,070.63 Overcollateralized Amount 34,546,070.63 Overcollateralized Deficiency Amount 0.00 Base ~~Overcollateralized~~Overcollateralization Amount 0.00 ~~Extra principal distribution Amount 0.00 Excess Cash Amount 0.00~~

Group Level Collateral Statement Group Group I Group II Collateral Description Fixed 15/30 & ARM Fixed 15/30 & ARM Weighted Average Coupon Rate 7.~~579656~~580351 7.~~256860~~246431 Weighted Average Net Rate 7.~~279656~~280351 6.~~956860~~946431 Pass-Through Rate 7.~~274656~~275351 6.~~951860~~941431 Weighted Average Remaining Term 351 352 ~~353~~ Record Date 0304/3130/2006 0304/3130/2006 Principal And Interest Constant 3,~~257~~191,~~359~~509.4757 6,~~103~~000,~~167~~406.8357 Beginning Loan Count 32,~~007~~953 4,~~458~~391 Loans Paid in Full 5461 6770 Ending Loan Count 2,~~953~~892 4,~~391~~321 Beginning Scheduled Balance ~~469~~459,~~410~~677,~~296~~797.1113 ~~921~~906,~~060~~114,~~675~~416.0785 Ending Scheduled Balance ~~459~~449,~~677~~192,~~797~~269.1358 ~~906~~889,~~114~~740,~~416~~922.8537 Scheduled Principal ~~292~~287,~~385~~743.5758 ~~533~~528,~~160~~659.9098 Unscheduled Principal 910,~~440~~197,~~113~~783.4197 1415,~~413~~844,~~097~~834.3250 Scheduled Interest 2,~~964~~903,~~973~~765.9099 5,~~570~~471,~~006~~746.9359 Servicing Fees ~~117~~114,~~352~~919.5745 ~~230~~226,~~265~~528.1761 Master Servicing Fees 1,~~955~~915.8833 3,~~837~~775.7547 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 0.00 0.00 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest 2,~~845~~786,~~665~~931.4521 5,~~335~~241,~~904~~442.0151 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount ~~135~~145,~~175~~123.0144 ~~254~~291,~~747~~707.8348 Prepayment Penalty Paid Count 3037 4042 Special Servicing Fee 0.00 0.00

Group Level Collateral Statement Group Total Collateral Description Fixed & Mixed ARM Weighted Average Coupon Rate 7.~~365833~~358817 Weighted Average Net Rate 7.~~065832~~058817 Pass-Through Rate 7.~~060832~~053816 Weighted Average Remaining Term ~~352~~351 Record Date 0304/3130/2006 Principal And Interest Constant 9,~~360~~191,~~527~~916.3014 Beginning Loan Count 7,~~465~~344 Loans Paid in Full ~~121~~131 Ending Loan Count 7,~~344~~213 Beginning Scheduled Balance 1,~~390~~365,~~470~~792,~~971~~213.1898 Ending Scheduled Balance 1,~~365~~338,~~792~~933,~~213~~191.9895 Scheduled Principal ~~825~~816,~~546~~403.4756 Unscheduled Principal 2326,~~853~~042,~~210~~618.7347 Scheduled Interest 8,~~534~~375,~~980~~512.8358 Servicing Fees ~~347~~341,~~617~~448.7406 Master Servicing Fees 5,~~793~~690.6380 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 8,~~181~~028,~~569~~373.4672 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Percentage of Cumulative Losses 0.0000 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount ~~389~~436,~~922~~830.8492 Prepayment Penalty Paid Count 7079 Special Servicing Fee 0.00

Additional Reporting - Deal Level Informational Reporting Credit Enhancment % 2324.~~538205~~010382% Cumulative Loss % 0.000000% Structural Reporting Excess Cash Amount 2,~~148~~102,~~020~~812.5475 Extra Principal Payment Amount 0.00 Overcollateralization Amount 34,546,070.63 Overcollateralization Deficiency Amount 0.00 Overcollateralization Reduction Amount 0.00 Overcollateralization Target Amount 34,546,070.63 Trigger Event Reporting Cumulative Loss Test Trigger Result Pass Threshold Value 1.450000% Calculated Value 0.000000% Delinquency Test Trigger Result Pass Threshold Value 8.~~261910~~427644% Calculated Value 0.~~006812~~250141% Trigger Event Trigger Result Pass

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 Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 53 0 0 53 ~~970~~775,~~051~~610.5516 0.00 0.00 ~~970~~775,~~051~~610.5516 30 Days 10111 03 0 0 10114 118,~~983~~794,~~615~~373.7966 0201,790.0035 0.00 0.00 118,~~983~~996,~~615~~164.7901 60 Days 029 0 015 0 044 05,056,756.0045 0.00 02,714,780.0065 0.00 07,771,537.0010 90 Days 07 02 04 0 013 0653,549.0041 0720,464.0098 0651,496.0093 0.00 02,025,511.0032 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 10147 58 019 0 15174 124,~~983~~504,~~615~~679.7952 ~~970~~1,~~051~~697,865.5549 03,366,277.0058 0.00 229,~~953~~568,~~667~~822.3459 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0.~~068083~~041592% 0.000000% 0.000000% 0.~~068083~~041592% 0.~~071012~~057915% 0.000000% 0.000000% 0.~~071012~~057915% 30 Days 01.~~136166~~538888% 0.~~000000~~041592% 0.000000% 0.000000% 01.~~136166~~580480% 01.~~145209~~403378% 0.~~000000~~015068% 0.000000% 0.000000% 01.~~145209~~418445% 60 Days 0.~~000000~~402052% 0.000000% 0.~~000000~~207958% 0.000000% 0.~~000000~~610010% 0.~~000000~~377589% 0.000000% 0.~~000000~~202713% 0.000000% 0.~~000000~~580301% 90 Days 0.~~000000~~097047% 0.~~000000~~027728% 0.~~000000~~055455% 0.000000% 0.~~000000~~180230% 0.~~000000~~048801% 0.~~000000~~053797% 0.~~000000~~048647% 0.000000% 0.~~000000~~151245% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 02.~~136166~~037987% 0.~~068083~~110911% 0.~~000000~~263413% 0.000000% 02.~~204248~~412311% 01.~~145209~~829767% 0.~~071012~~126780% 0.~~000000~~251360% 0.000000% 02.~~216221~~207907%

Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance ~~365~~730,~~602~~134.0565

Delinquency Status By Groups DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group I No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 2 0 0 2 ~~220~~232,~~074~~610.7216 0.00 0.00 ~~220~~232,~~074~~610.7216 30 Days 552 02 0 0 554 17,~~058~~089,~~899~~189.8711 0172,278.0050 0.00 0.00 17,~~058~~261,~~899~~467.8761 60 Days 013 0 06 0 019 01,413,547.0036 0.00 01,365,889.0062 0.00 02,779,436.0098 90 Days 02 0 01 0 03 0102,897.0016 0.00 0392,083.0083 0.00 0494,980.0099 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 567 24 07 0 778 18,~~058~~605,~~899~~633.8763 ~~220~~404,~~074~~888.7266 01,757,973.0045 0.00 110,~~278~~768,~~974~~495.5974 0-29 Days 0.~~067728~~069156% 0.000000% 0.000000% 0.~~067728~~069156% 0.~~047866~~051770% 0.000000% 0.000000% 0.~~047866~~051770% 30 Days 01.~~169319~~798064% 0.~~000000~~069156% 0.000000% 0.000000% 01.~~169319~~867220% 01.~~230310~~577788% 0.~~000000~~038343% 0.000000% 0.000000% 01.~~230310~~616130% 60 Days 0.~~000000~~449516% 0.000000% 0.~~000000~~207469% 0.000000% 0.~~000000~~656985% 0.~~000000~~314603% 0.000000% 0.~~000000~~303996% 0.000000% 0.~~000000~~618598% 90 Days 0.~~000000~~069156% 0.000000% 0.~~000000~~034578% 0.000000% 0.~~000000~~103734% 0.~~000000~~022901% 0.000000% 0.~~000000~~087263% 0.000000% 0.~~000000~~110164% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 02.~~169319~~316736% 0.~~067728~~138313% 0.~~000000~~242047% 0.000000% 02.~~237047~~697095% 01.~~230310~~915291% 0.~~047866~~090113% 0.~~000000~~391259% 0.000000% 02.~~278176~~396663% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group II No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 31 0 0 31 ~~749~~543,~~976~~000.8300 0.00 0.00 ~~749~~543,~~976~~000.8300 30 Days 559 01 0 0 560 ~~924~~11,~~715~~705,184.9255 029,511.0085 0.00 0.00 ~~924~~11,~~715~~734,696.9240 60 Days 016 0 09 0 025 03,643,209.0009 0.00 01,348,891.0003 0.00 04,992,100.0012 90 Days 05 02 03 0 010 0550,652.0025 0720,464.0098 0259,413.0010 0.00 01,530,530.0033 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 580 34 012 0 896 ~~924~~15,~~715~~899,045.9289 ~~749~~1,292,976.83 01,608,304.0013 0.00 118,~~674~~800,~~692~~326.7585 0-29 Days 0.~~068322~~023143% 0.000000% 0.000000% 0.~~068322~~023143% 0.~~082754~~061017% 0.000000% 0.000000% 0.~~082754~~061017% 30 Days 01.~~113869~~365425% 0.~~000000~~023143% 0.000000% 0.000000% 01.~~113869~~388567% 01.~~102035~~315319% 0.~~000000~~003316% 0.000000% 0.000000% 01.~~102035~~318635% 60 Days 0.~~000000~~370285% 0.000000% 0.~~000000~~208285% 0.000000% 0.~~000000~~578570% 0.~~000000~~409390% 0.000000% 0.~~000000~~151576% 0.000000% 0.~~000000~~560965% 90 Days 0.~~000000~~115714% 0.~~000000~~046286% 0.~~000000~~069428% 0.000000% 0.~~000000~~231428% 0.~~000000~~061877% 0.~~000000~~080959% 0.~~000000~~029150% 0.000000% 0.~~000000~~171987% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 01.~~113869~~851423% 0.~~068322~~092571% 0.~~000000~~277713% 0.000000% 02.~~182191~~221708% 01.~~102035~~786586% 0.~~082754~~145293% 0.~~000000~~180726% 0.000000% 02.~~184789~~112605%

REO Detail - All Mortgage Loans in REO during Current Period

Summary 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 ~~May~~Jun-05 0.000% Original Principal Balance 0.00 ~~Jun~~Jul-05 0.000% Current Actual Balance 0.00 ~~Jul~~Aug-05 0.000% ~~Aug~~Sep-05 0.000% Current REO Total ~~Sep~~Oct-05 0.000% Loans in REO 0 ~~Oct~~Nov-05 0.000% Original Principal Balance 0.00 ~~Nov~~Dec-05 0.000% Current Actual Balance 0.00 ~~Dec~~Jan-0506 0.000% ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group I 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 ~~May~~Jun-05 0.000% Original Principal Balance 0.00 ~~Jun~~Jul-05 0.000% Current Actual Balance 0.00 ~~Jul~~Aug-05 0.000% ~~Aug~~Sep-05 0.000% Current REO Total ~~Sep~~Oct-05 0.000% Loans in REO 0 ~~Oct~~Nov-05 0.000% Original Principal Balance 0.00 ~~Nov~~Dec-05 0.000% Current Actual Balance 0.00 ~~Dec~~Jan-0506 0.000% ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group II 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 ~~May~~Jun-05 0.000% Original Principal Balance 0.00 ~~Jun~~Jul-05 0.000% Current Actual Balance 0.00 ~~Jul~~Aug-05 0.000% ~~Aug~~Sep-05 0.000% Current REO Total ~~Sep~~Oct-05 0.000% Loans in REO 0 ~~Oct~~Nov-05 0.000% Original Principal Balance 0.00 ~~Nov~~Dec-05 0.000% Current Actual Balance 0.00 ~~Dec~~Jan-0506 0.000% ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

Summary 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 019 ~~May~~Jun-05 0.000% Original Principal Balance 03,373,923.00 ~~Jun~~Jul-05 0.000% Current Actual Balance 03,366,277.0058 ~~Jul~~Aug-05 0.000% ~~Aug~~Sep-05 0.000% Current Foreclosure Total ~~Sep~~Oct-05 0.000% Loans in Foreclosure 019 ~~Oct~~Nov-05 0.000% Original Principal Balance 03,373,923.00 ~~Nov~~Dec-05 0.000% Current Actual Balance 03,366,277.0058 ~~Dec~~Jan-0506 0.000% ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.~~000~~251% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group I 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 07 ~~May~~Jun-05 0.000% Original Principal Balance 01,762,438.00 ~~Jun~~Jul-05 0.000% Current Actual Balance 01,757,973.0045 ~~Jul~~Aug-05 0.000% ~~Aug~~Sep-05 0.000% Current Foreclosure Total ~~Sep~~Oct-05 0.000% Loans in Foreclosure 07 ~~Oct~~Nov-05 0.000% Original Principal Balance 01,762,438.00 ~~Nov~~Dec-05 0.000% Current Actual Balance 01,757,973.0045 ~~Dec~~Jan-0506 0.000% ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.~~000~~391% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group II 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 02 ~~May~~Jun-05 0.000% Original Principal Balance 0324,000.00 ~~Jun~~Jul-05 0.000% Current Actual Balance 0323,290.0073 ~~Jul~~Aug-05 0.000% ~~Aug~~Sep-05 0.000% Current Foreclosure Total ~~Sep~~Oct-05 0.000% Loans in Foreclosure 02 ~~Oct~~Nov-05 0.000% Original Principal Balance 0324,000.00 ~~Nov~~Dec-05 0.000% Current Actual Balance 0323,290.0073 ~~Dec~~Jan-0506 0.000% ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.~~000~~181% *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 NoGroup ~~Foreclosure~~I ~~Loans~~0031036337 ~~this~~May-2006 ~~Period~~01-Sep-2005 CA 90.00 463,500.00 Group I 0121044116 May-2006 01-Dec-2005 MN 95.00 207,100.00 Group I 0161044352 May-2006 01-Oct-2005 NH 95.00 247,000.00 Group I 0291002085 May-2006 01-Nov-2005 FL 85.00 102,850.00 Group I 0341028417 May-2006 01-Dec-2005 SC 80.00 136,988.00 Group I 0401003758 May-2006 01-Oct-2005 CT 100.00 393,000.00 Group I 0681007750 May-2006 01-Sep-2005 NH 80.00 212,000.00 Group II 0021065888 May-2006 01-Sep-2005 CA 90.00 238,500.00 Group II 0041071744 May-2006 01-Oct-2005 IN 95.00 96,805.00 Group II 0101049217 May-2006 01-Aug-2005 TX 80.00 140,800.00 Group II 0251038212 May-2006 01-Nov-2005 MN 80.00 88,000.00 Group II 0301002335 May-2006 01-Oct-2005 ID 91.94 85,500.00 Group II 0371028045 May-2006 01-Sep-2005 FL 80.00 127,936.00 Group II 0371029405 May-2006 01-Nov-2005 FL 70.00 225,400.00 Group II 0611019183 May-2006 01-Nov-2005 CT 80.00 236,000.00 Group II 0641012122 May-2006 01-Oct-2005 TX 80.00 100,000.00 Group II 0641013738 May-2006 01-Dec-2005 TX 80.00 131,200.00 Group II 0651012591 May-2006 01-Nov-2005 SC 90.00 63,824.00 Group II 0841007610 May-2006 01-Sep-2005 MI 80.00 77,520.00

Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period (continued) Current Paid Current Approximate Loan Actual To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest NoGroup ~~Foreclosure~~I ~~Loans~~0031036337 ~~this~~461,891.74 ~~Period~~01-Jan-2006 2 7.900% 8,763.43 Group I 0121044116 206,826.76 01-Jan-2006 2 8.100% 4,027.72 Group I 0161044352 246,448.55 01-Jan-2006 2 8.950% 5,323.34 Group I 0291002085 102,622.78 01-Jan-2006 2 7.650% 1,882.90 Group I 0341028417 136,792.05 01-Jan-2006 2 7.700% 2,526.98 Group I 0401003758 392,083.83 01-Dec-2005 3 7.300% 6,845.12 Group I 0681007750 211,307.74 01-Jan-2006 2 8.200% 4,167.72 Group II 0021065888 238,500.00 01-Jan-2006 2 6.000% 3,398.61 Group II 0041071744 96,625.99 01-Dec-2005 3 8.450% 1,965.02 Group II 0101049217 140,194.03 01-Jan-2006 2 7.750% 2,607.25 Group II 0251038212 87,891.87 01-Jan-2006 2 10.400% 2,217.41 Group II 0301002335 85,500.00 01-Dec-2005 3 8.050% 1,656.54 Group II 0371028045 127,430.71 01-Jan-2006 2 7.850% 2,401.78 Group II 0371029405 225,027.09 01-Jan-2006 2 8.990% 4,883.20 Group II 0611019183 235,398.86 01-Jan-2006 2 6.850% 3,847.98 Group II 0641012122 99,651.16 01-Jan-2006 2 7.550% 1,803.43 Group II 0641013738 131,043.72 01-Jan-2006 2 8.600% 2,715.87 Group II 0651012591 63,753.59 01-Jan-2006 2 10.900% 1,688.20 Group II 0841007610 77,287.11 01-Dec-2005 3 8.340% 1,550.43

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

Summary 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 53 ~~May~~Jun-05 0.000% Original Principal Balance ~~971~~728,~~010~~920.00 ~~Jun~~Jul-05 0.000% Current Actual Balance ~~970~~727,~~051~~874.5514 ~~Jul~~Aug-05 0.000% ~~Aug~~Sep-05 0.000% Current Bankruptcy Total ~~Sep~~Oct-05 0.000% Loans in Bankruptcy 58 ~~Oct~~Nov-05 0.000% Original Principal Balance ~~971~~1,~~010~~699,930.00 ~~Nov~~Dec-05 0.000% Current Actual Balance ~~970~~1,~~051~~697,865.5549 ~~Dec~~Jan-0506 0.000% ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.~~000~~071% ~~Apr~~May-06 0.~~071~~127% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group I 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 21 ~~May~~Jun-05 0.000% Original Principal Balance ~~220~~76,~~800~~000.00 ~~Jun~~Jul-05 0.000% Current Actual Balance ~~220~~75,~~074~~842.7222 ~~Jul~~Aug-05 0.000% ~~Aug~~Sep-05 0.000% Current Bankruptcy Total ~~Sep~~Oct-05 0.000% Loans in Bankruptcy 23 ~~Oct~~Nov-05 0.000% Original Principal Balance ~~220~~296,800.00 ~~Nov~~Dec-05 0.000% Current Actual Balance ~~220~~295,~~074~~856.7274 ~~Dec~~Jan-0506 0.000% ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.~~000~~048% ~~Apr~~May-06 0.~~048~~090% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group II 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 1 ~~May~~Jun-05 0.000% Original Principal Balance 29543,~~560~~000.00 ~~Jun~~Jul-05 0.000% Current Actual Balance 29543,~~511~~000.8500 ~~Jul~~Aug-05 0.000% ~~Aug~~Sep-05 0.000% Current Bankruptcy Total ~~Sep~~Oct-05 0.000% Loans in Bankruptcy 1 ~~Oct~~Nov-05 0.000% Original Principal Balance 29,560.00 ~~Nov~~Dec-05 0.000% Current Actual Balance 29,511.85 ~~Dec~~Jan-0506 0.000% ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.~~000~~083% ~~Apr~~May-06 0.~~083~~145% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period Group Loan Month Loan First State LTV at Original Number Entered Payment Origination Principal Bankruptcy Date Balance Group I 0051060860 May-2006 01-Nov-2005 GA 80.00 76,000.00 Group I 0101050387 Apr-2006 01-Oct-2005 TX 80.00 124,000.00 Group I 0191026790 Apr-2006 01-Oct-2005 WA 77.44 96,800.00 Group I 0841007820 May-2006 01-Sep-2005 MI 80.00 109,920.00 Group II 0041071308 Apr-2006 01-Oct-2005 IL 95.00 555,750.00 Group II 0191027244 May-2006 01-Nov-2005 CT 79.85 543,000.00 Group II 0291001803 Apr-2006 01-Oct-2005 FL 99.94 164,900.00 Group II 0341026982 Apr-2006 01-Oct-2005 SC 100.00 29,560.00

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period (continued) Group Loan Current Paid To Months Current Approximate Number Actual Date Delinquent Loan Rate Delinquent Balance Interest Group I 0051060860 75,842.22 01-Feb-2006 1 9.300% 1,705.55 Group I 0101050387 123,~~638~~578.4424 01-~~Mar~~Apr-2006 0 9.800% 1,~~958~~957.1013 Group I 0191026790 96,436.28 01-Feb-2006 01 7.500% 1,~~156~~734.7952 Group I 0841007820 109,031.92 01-May-2006 (1) 6.650% 577.50 Group II 0041071308 555,564.98 01-~~Feb~~Dec-~~2006~~2005 03 7.990% 710,~~120~~680.75 Group II 0191027244 543,000.00 01-Apr-2006 0 5.800% 4,977.50 Group II 0291001803 164,900.00 01-~~Feb~~Dec-~~2006~~2005 03 9.400% 23,~~500~~751.9847 Group II 0341026982 29,511.85 01-Feb-2006 01 11.500% ~~550~~826.7905

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. ~~May-2005 N/A N/A May-2005 N/A N/A~~ Jun-2005 N/A N/A Jun-2005 N/A N/A Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 0.000% N/A Mar-2006 0.000% N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at 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. ~~May-2005 N/A N/A May-2005 N/A N/A~~ Jun-2005 N/A N/A Jun-2005 N/A N/A Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 0.000% N/A Mar-2006 0.000% N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group I MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~May-2005 N/A N/A May-2005 N/A N/A~~ Jun-2005 N/A N/A Jun-2005 N/A N/A Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 0.000% N/A Mar-2006 0.000% N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at 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. ~~May-2005 N/A N/A May-2005 N/A N/A~~ Jun-2005 N/A N/A Jun-2005 N/A N/A Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 0.000% N/A Mar-2006 0.000% N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group II 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. ~~May-2005 N/A N/A May-2005 N/A N/A~~ Jun-2005 N/A N/A Jun-2005 N/A N/A Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 0.000% N/A Mar-2006 0.000% N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at 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. ~~May-2005 N/A N/A May-2005 N/A N/A~~ Jun-2005 N/A N/A Jun-2005 N/A N/A Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 0.000% N/A Mar-2006 0.000% N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Monthly Default Rate (MDR): sum(Beg Scheduled Balance of Liquidated Loans)/ sum(Beg Scheduled 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 Scheduled Balance of Liquidated Loans)

Prepayment Detail - Prepayments during Current Period Summary Loans Paid In Full Repurchased Loans Original Current Original Current Principal Scheduled Principal Scheduled Group Count Balance Balance Count Balance Balance Group I 5461 910,~~467~~242,~~320~~113.00 910,~~424~~188,~~441~~626.4150 0 0.00 0.00 Group II 6770 1415,~~419~~862,~~690~~313.8000 1415,~~367~~792,~~608~~833.2156 0 0.00 0.00 Total ~~121~~131 2326,~~887~~104,~~010~~426.8000 2325,~~792~~981,~~049~~460.6206 0 0.00 0.00

Prepayment Detail - Prepayments during Current Period (continued) Summary Substitution Loans Liquidated Loans Curtailments Original Current Original Current Principal Scheduled Principal Scheduled Curtailment Group Count Balance Balance Count Balance Balance Amount Group I 0 0.00 0.00 0 0.00 0.00 2216,~~004~~238.3471 Group II 0 0.00 0.00 0 0.00 0.00 5361,~~125~~816.0993 Total 0 0.00 0.00 0 0.00 0.00 7578,~~129~~055.4364

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount Group I ~~0011077844~~0021063464 CA 8457.4430 01-~~Oct~~Aug-2005 54255,000.00 53252,~~849~~760.0510 Group I ~~0021065540~~0021066812 CA 7744.7844 01-~~Sep~~Oct-2005 ~~175~~220,000.00 ~~173~~217,~~907~~987.8539 Group I ~~0031035371~~0031035411 CA 6058.0067 01-Aug-2005 ~~306~~124,~~000~~377.00 ~~303~~123,~~975~~508.3440 Group I ~~0031035979~~0031036998 CA 6385.00 01-~~Sep~~Oct-2005 ~~315~~395,~~000~~250.00 ~~313~~395,~~788~~250.0300 Group I ~~0031036785~~0061059569 OROH 8180.8200 01-Oct-2005 ~~225~~190,~~000~~400.00 ~~224~~189,~~239~~613.1254 Group I ~~0041069526~~0081057947 ILVA 8055.0048 01-~~Sep~~Oct-2005 ~~224~~172,~~800~~000.00 ~~223~~171,~~352~~228.9338 Group I ~~0051060372~~0081059088 GAVA ~~100~~80.00 01-~~Oct~~Nov-2005 ~~130~~107,~~900~~200.00 ~~130~~106,~~900~~767.0066 Group I ~~0071068822~~0101048236 FLTX 8576.0023 01-~~Oct~~Jul-2005 86202,~~700~~000.00 86199,~~312~~710.8651 Group I ~~0081059522~~0121040013 MDWI 77100.7800 01-~~Dec~~Jun-2005 ~~105~~148,000.00 ~~104~~148,~~639~~000.3800 Group I ~~0101051320~~0121041315 FLWI 7585.00 01-~~Dec~~Aug-2005 ~~148~~181,~~500~~900.00 ~~148~~180,~~034~~715.3846 Group I ~~0131035055~~0121042890 KYMN 31.50 01-Oct-2005 80,010.00 79,118.77 Group I 0121043011 WI 74.97 01-Oct-2005 84138,~~800~~700.00 84137,~~303~~996.8580 Group I ~~0141050444~~0121043583 MAWI 6780.7400 01-~~Oct~~Nov-2005 ~~105~~69,~~000~~600.00 ~~104~~69,~~563~~290.3143 Group I ~~0161044024~~0131034149 MAOH 6360.3000 01-~~Sep~~Aug-2005 ~~345~~90,000.00 ~~342~~89,~~800~~564.8441 Group I ~~0171027671~~0141049405 AZNY 80.00 01-~~Sep~~Nov-2005 ~~135~~120,~~920~~000.00 ~~134~~119,~~946~~529.5977 Group I ~~0171028755~~0141051185 NVNY 7573.0008 01-Nov-2005 ~~181~~95,~~500~~000.00 ~~181~~94,~~500~~511.0061 Group I ~~0231071293~~0151029187 MAPA 80.00 01-~~Sep~~Aug-2005 ~~273~~180,~~600~~000.00 ~~272~~178,~~167~~951.1626 Group I ~~0231071484~~0161044254 MA 3237.8933 01-Oct-2005 ~~150~~84,000.00 ~~149~~83,~~198~~422.1196 Group I ~~0231072439~~0161044713 MA 5774.8967 01-Oct-2005 ~~275~~227,000.00 ~~273~~225,~~600~~450.9094 Group I ~~0271022795~~0171028356 CAAZ ~~100~~80.00 01-~~Aug~~Nov-2005 ~~256~~164,~~000~~876.00 ~~255~~164,~~900~~876.00 Group I ~~0271024400~~0191026865 FLOR 85.00 01-Nov-2005 ~~106~~157,250.00 ~~105~~156,~~801~~904.8035 Group I ~~0271024821~~0191027252 CAWA 7485.0200 01-Nov-2005 5289,~~500~~250.00 5289,~~369~~008.2439 Group I ~~0291002043~~0231070899 NCNJ 8063.0019 01-~~Nov~~Oct-2005 ~~153~~227,~~600~~500.00 ~~153~~225,~~048~~870.8273 Group I ~~0301002252~~0231073161 NVMA 8051.0043 01-~~Sep~~Nov-2005 ~~248~~270,000.00 ~~246~~268,~~553~~407.3898 Group I ~~0301002313~~0261053783 ORVA 6990.5700 01-~~Sep~~Oct-2005 8063,000.00 7962,~~626~~763.1007 Group I ~~0311027603~~0261054069 NJAL 6575.00 01-~~Aug~~Oct-2005 ~~308~~105,~~750~~000.00 ~~306,~~104,493.4396 Group I ~~0331040726~~0271024581 NJNV 9071.0013 01-Nov-2005 ~~270~~60,000.00 ~~270~~59,~~000~~815.0039 Group I ~~0341026596~~0291001661 NCFL 5182.8564 01-~~Sep~~Oct-2005 5617,~~000~~700.00 5517,~~646~~392.5068 Group I ~~0341027367~~0331038603 SCNY 7422.1922 01-Oct-2005 ~~115~~100,000.00 ~~114~~99,~~530~~290.7469 Group I ~~0381023555~~0361028210 MAMI 80.00 01-~~Sep~~Dec-2005 ~~260~~120,~~000~~800.00 ~~258~~120,~~139~~428.2969 Group I ~~0391013492~~0371030213 TNFL 9065.00 01-~~Aug~~Dec-2005 ~~166~~91,~~500~~000.00 ~~165~~90,~~467~~672.3079 Group I ~~0401004486~~0381020901 PAMA 7585.00 01-~~Nov~~Jun-2005 ~~150~~398,~~000~~650.00 ~~149~~393,~~360~~437.8301 Group I ~~0581001896~~0381023756 CAPA 7073.0096 01-Sep-2005 ~~353~~170,~~500~~100.00 ~~350~~168,~~578~~802.5497 Group I ~~0581002723~~0381023970 CANY 65.00 01-~~Nov~~Oct-2005 ~~383~~195,~~500~~000.00 ~~383~~193,~~437~~517.8489 Group I ~~0591000545~~0381024136 MIRI 6649.6763 01-~~Sep~~Oct-2005 ~~170~~335,000.00 ~~169~~333,~~056~~022.5046 Group I ~~0611016969~~0381024493 NYRI 6085.00 01-~~Sep~~Nov-2005 ~~300~~165,750.00 164,903.19 Group I 0381024819 RI 73.88 01-Nov-2005 314,000.00 ~~293~~314,~~079~~000.0200 Group I ~~0621010810~~0401004169 FLDE 9580.00 01-~~Oct~~Nov-2005 ~~123~~221,~~500~~600.00 ~~123~~220,~~442~~525.9432 Group I ~~0651011254~~0511038937 SCCA 7068.0039 01-~~Aug~~Nov-2005 ~~113~~212,~~400~~000.00 ~~112~~211,~~870~~071.00 Group I ~~0651011608~~0511039951 NJNV 7281.1960 01-~~Sep~~Dec-2005 ~~231~~102,000.00 ~~230~~101,~~273~~610.96 Group I ~~0661010111~~0521027690 CAWI 6780.4300 01-~~Oct~~Aug-2005 ~~236~~120,000.00 ~~234~~119,~~567~~042.3716 Group I ~~0671005970~~0611017473 CANJ 5270.9100 01-Sep-2005 ~~150~~273,~~800~~000.00 ~~149~~271,~~276~~612.8906 Group I ~~0681006833~~0621011610 MEFL 8084.0096 01-~~Sep~~Nov-2005 ~~225~~113,~~600~~100.00 ~~223~~112,~~849~~770.4609 Group I ~~0681007634~~0631010356 MECA 8042.0019 01-~~Sep~~Dec-2005 60100,000.00 5999,~~649~~529.9848 Group I ~~0691006034~~0661005754 MDCA 6776.4919 01-~~Dec~~May-2005 ~~191~~96,000.00 ~~190~~94,~~252~~968.6606 Group I ~~0711007286~~0661010175 RICA 6585.00 01-~~Aug~~Oct-2005 ~~191~~297,~~750~~500.00 ~~190~~295,~~779~~489.8537 Group I ~~0711007737~~0671005056 MACA 3935.2357 01-Aug-2005 ~~102~~345,000.00 ~~101~~341,~~161~~462.5030 Group I ~~0711008141~~0681006863 CTME 79100.9700 01-~~Oct~~Aug-2005 4215,900.00 15,846.91 Group I 0681006964 ME 69.95 01-Aug-2005 145,500.00 42144,~~424~~453.8513 Group I ~~0731011642~~0681007701 VAME 80.00 01-Sep-2005 ~~124~~415,~~000~~200.00 ~~123~~411,~~325~~474.4541 Group I ~~0731012881~~0681007971 TNME 8085.00 01-~~Dec~~Oct-2005 ~~147~~89,~~200~~250.00 ~~146~~88,~~816~~896.4238 Group I ~~0761012426~~0681008360 ILME 80.00 01-~~Sep~~Nov-2005 8899,~~000~~200.00 8698,~~807~~765.8691 Group I ~~0781003984~~0691005917 PAVA 6568.1042 01-~~Aug~~Nov-2005 23325,000.00 22322,~~942~~984.2367 Group I ~~0781004317~~0711007950 NYMI 2875.5776 01-Oct-2005 ~~100~~50,000.00 9949,~~316~~768.5265 Group I ~~0781004620~~0711008181 NJVT 7080.00 01-~~Oct~~Nov-2005 ~~175~~172,000.00 ~~174~~171,~~431~~107.9735 Group I ~~0841008895~~0721008637 MIAZ 85.00 01-Nov-2005 55164,~~250~~900.00 55164,~~139~~389.1355 Group I ~~0871002712~~0731012821 NJMD 80.00 01-Nov-2005 ~~336~~214,~~000~~400.00 ~~336~~212,~~000~~869.00 Group III ~~0011076644~~0741012787 CAFL 95.00 01-Oct-2005 156,750.00 155,895.56 Group I 0741013209 OH 65.00 01-Oct-2005 58,500.4900 58,273.28 Group I 0781003740 MI 67.31 01-~~Sep~~Aug-2005 ~~310~~70,000.00 ~~308~~69,~~980~~579.7457 Group III ~~0011077349~~0851001873 CANJ 9566.0067 01-Oct-2005 ~~931~~260,000.00 ~~930~~258,~~643~~173.2046 Group II ~~0021066421~~0011076542 CA 6980.8100 01-~~Sep~~Oct-2005 ~~400~~372,000.00 ~~398~~371,~~187~~990.00 Group II ~~0031036307~~0021065684 CA 7365.4800 01-~~Sep~~Aug-2005 ~~205~~261,~~000~~950.00 ~~204~~259,~~403~~636.2173 Group II ~~0031039030~~0031036493 CA 9070.00 01-~~Dec~~Sep-2005 ~~526~~591,500.00 ~~524~~586,~~706~~572.3350 Group II ~~0051060395~~0031036722 GACA 8048.0005 01-~~Oct~~Sep-2005 ~~100~~197,~~720~~000.00 ~~100~~195,~~192~~498.1060 Group II ~~0051060590~~0031036907 GACA 9589.0052 01-Oct-2005 72333,~~200~~000.00 72330,~~010~~637.7298 Group II ~~0061062699~~0031037130 OHCA 7554.4864 01-~~Dec~~Oct-2005 ~~118~~765,~~500~~000.00 ~~118~~762,~~311~~584.1497 Group II ~~0071065187~~0031037449 FLCA 8589.0087 01-~~Aug~~Oct-2005 ~~150~~173,~~110~~000.00 ~~149~~172,~~325~~489.8732 Group II ~~0071066458~~0031037450 FLCA ~~100~~21.0074 01-~~Jul~~Oct-2005 ~~505~~120,000.00 ~~505~~118,~~000~~905.0026 Group II ~~0071068178~~0031038131 FLCA 80.00 01-~~Sep~~Nov-2005 ~~199~~192,~~200~~000.00 ~~198~~192,~~239~~000.6000 Group II ~~0081057390~~0081058132 VA 95.00 01-Oct-2005 ~~305~~598,~~911~~500.00 ~~305~~598,~~911~~500.00 Group II ~~0081057452~~0091030702 MDKS 80100.00 01-~~Sep~~Mar-2005 ~~410~~29,~~000~~600.00 ~~408~~29,~~103~~439.1891 Group II ~~0081058529~~0111000281 VAHI 8060.00 01-Oct-2005 ~~220~~900,000.00 ~~218~~892,~~788~~138.5882 Group II ~~0131033308~~0121043433 OHMN 80.00 01-~~Aug~~Nov-2005 98140,~~400~~000.00 98139,~~039~~480.3802 Group II ~~0131035368~~0131033588 INFL 8049.0014 01-~~Oct~~Aug-2005 84100,~~640~~000.00 8499,~~225~~051.4074 Group II ~~0131036256~~0131034854 OH 9080.00 01-~~Dec~~Oct-2005 90118,~~000~~800.00 89118,~~747~~348.9254 Group II ~~0141048837~~0131036025 NYPA 80100.00 01-~~Aug~~Nov-2005 ~~236~~64,~~000~~800.00 ~~234~~64,~~213~~663.3626 Group II ~~0141050983~~0141051073 CTMA 6567.0014 01-Nov-2005 ~~991~~376,~~250~~000.00 ~~989~~373,~~512~~320.7136 Group II ~~0171026835~~0161043625 CAMA 9569.0023 01-Sep-2005 66270,~~439~~000.00 66267,~~124~~344.9853 Group II ~~0171028082~~0161045367 AZMA 8054.0039 01-~~Oct~~Nov-2005 ~~184~~155,~~800~~000.00 ~~184~~154,~~007~~453.5650 Group II ~~0171029019~~0161045454 AZMA 9591.0072 01-Nov-2005 ~~200~~499,~~172~~900.00 ~~199~~497,~~841~~201.7601 Group II ~~0211032682~~0161045479 GAMA 7065.0076 01-~~Oct~~Nov-2005 98121,000.00 97120,~~639~~466.4788 Group II ~~0231071975~~0161045506 MA 8057.0076 01-~~Oct~~Nov-2005 ~~132~~350,000.00 ~~129~~347,~~695~~855.9311 Group II ~~0231073046~~0161045530 PAMA 8095.00 01-~~Oct~~Nov-2005 ~~127~~48,~~200~~750.00 ~~126~~48,~~571~~628.9291 Group II ~~0261053201~~0171028622 FLCA 3854.6469 01-~~Oct~~Nov-2005 55350,~~250~~000.00 54347,~~979~~495.9098 Group II ~~0281017593~~0171028710 PAAZ 7395.6100 01-Nov-2005 29231,~~000~~281.00 28230,~~915~~019.7097 Group II ~~0311028049~~0191026649 NJWA 80.00 01-Oct-2005 ~~132~~194,~~000~~800.00 ~~131~~193,~~314~~790.9418 Group II ~~0311028369~~0211033075 NJSC 9590.00 01-~~Oct~~Sep-2005 ~~378~~227,~~100~~291.00 ~~376~~225,~~752~~776.8572 Group II ~~0341027106~~0211033400 SCMD 9070.00 01-Sep-2005 ~~207~~164,~~000~~500.00 ~~206~~163,~~022~~706.5774 Group II ~~0341027257~~0211033979 NCMA 6983.1933 01-Oct-2005 ~~128~~112,~~000~~500.00 ~~127~~111,~~580~~906.5518 Group II ~~0371028127~~0211034284 FL 9060.00 01-~~Sep~~Oct-2005 ~~230~~510,~~809~~000.00 ~~229~~507,~~473~~169.3050 Group II ~~0391014154~~0211036400 LADC 8028.0052 01-~~Oct~~Dec-2005 7275,000.00 7174,~~644~~783.6051 Group II ~~0511036881~~0231067057 CANJ 80100.00 01-Sep-2005 ~~272~~255,~~664~~000.8000 ~~270~~254,~~767~~998.7400 Group II ~~0521026643~~0231069400 SDMA 4058.7114 01-Aug-2005 57275,000.00 56272,~~734~~452.1144 Group II ~~0521027397~~0231073049 FLNH 5685.2500 01-~~Aug~~Nov-2005 90225,~~000~~250.00 89224,~~293~~081.5705 Group II ~~0521028745~~0231073835 MDNJ 75100.00 01-~~Oct~~Nov-2005 9754,~~500~~060.00 9753,~~230~~869.3436 Group II ~~0521029062~~0291001927 PAVA 9071.0025 01-Oct-2005 63285,~~900~~000.00 63282,~~605~~700.7476 Group II ~~0561003978~~0321029753 FLCO 80.00 01-Nov-2005 ~~218~~132,000.00 ~~216~~132,~~656~~000.3300 Group II ~~0611017969~~0321029754 NYCO 63100.6100 01-~~Dec~~Nov-2005 ~~236~~33,000.00 ~~234~~32,~~972~~892.5639 Group II ~~0611019525~~0331039933 NY 5493.0833 01-~~Nov~~Oct-2005 55224,000.00 54222,~~884~~875.6782 Group II ~~0611019654~~0341028422 NYNC 7980.4600 01-~~Nov~~Dec-2005 ~~333~~104,~~750~~000.00 ~~332~~103,~~369~~321.9603 Group II ~~0621011222~~0351029471 FLTX 6480.6200 01-Oct-2005 ~~420~~112,000.00 ~~418~~111,~~887~~240.0719 Group II ~~0641011941~~0371028071 TXFL 50100.00 01-~~Oct~~Sep-2005 8939,~~950~~200.00 8939,~~516~~082.1288 Group II ~~0641013389~~0371029706 OKFL ~~100~~75.0024 01-~~Nov~~Dec-2005 3279,000.00 3178,~~942~~776.4571 Group II ~~0651009965~~0381023264 OHMA ~~100~~90.00 01-~~Jun~~Sep-2005 ~~156~~219,~~000~~600.00 ~~156~~217,~~000~~973.0058 Group II ~~0651010604~~0391014676 SCAL 8095.00 01-~~Jul~~Oct-2005 ~~140~~114,000.00 ~~136~~113,~~136~~593.3121 Group II ~~0651011746~~0401003925 NYCA 8084.0069 01-~~Sep~~Oct-2005 ~~132~~80,000.00 ~~130~~79,~~836~~708.2445 Group II ~~0651011817~~0401004777 MDVA 9560.0041 01-~~Sep~~Dec-2005 ~~498~~296,~~750~~000.00 ~~495~~294,~~394~~425.4505 Group II ~~0661009703~~0511036644 CACO 85100.00 01-~~Oct~~Sep-2005 ~~420~~50,~~750~~756.00 ~~420~~50,~~750~~604.0032 Group II ~~0661010572~~0521023102 CAKS 100.00 01-~~Nov~~Mar-2005 8542,~~650~~980.00 8542,~~392~~692.1794 Group II ~~0661010898~~0581001618 CA 100.00 01-Nov-2005 9063,~~000~~720.00 8963,~~787~~402.5531 Group II ~~0671005695~~0581002217 CAOR 80.00 01-~~Sep~~Oct-2005 ~~268~~267,~~000~~600.00 265,~~570~~927.7936 Group II ~~0671007722~~0581003434 CA 7670.1900 01-Nov-2005 ~~320~~280,000.00 ~~320~~279,205.72 Group II 0581003890 CA 85.00 01-Dec-2005 595,000.00 594,995.71 Group II ~~0681006818~~0631008672 VTCA 8070.0037 01-Sep-2005 ~~188~~380,000.00 ~~186~~378,~~836~~718.4274 Group II ~~0681006970~~0631009453 MECA 8087.0031 01-~~Aug~~Oct-2005 ~~104~~340,~~000~~500.00 ~~103~~338,~~235~~308.2022 Group II ~~0681007820~~0651010037 MENY 7585.00 01-~~Sep~~Aug-2005 69202,~~375~~725.00 69201,~~122~~553.1582 Group II ~~0681009576~~0651012329 MAVA 85.00 01-~~Dec~~Oct-2005 ~~463~~102,~~250~~850.00 ~~461~~102,~~703~~181.3242 Group II ~~0711007683~~0651012779 MINH 8090.00 01-~~Aug~~Nov-2005 68258,~~800~~300.00 68257,~~429~~069.4828 Group II ~~0711007770~~0661009403 CTCA 7548.0019 01-Oct-2005 ~~195~~200,000.00 ~~192~~198,~~833~~483.7203 Group II ~~0721007564~~0661010802 CA 80.00 01-~~Aug~~Nov-2005 ~~276~~368,000.00 ~~272~~368,~~044~~000.7300 Group II ~~0721008398~~0681007036 NVMA 7960.5578 01-Oct-2005 ~~210~~310,000.00 ~~210~~308,279.56 Group II 0681008044 ME 68.63 01-Oct-2005 105,000.00 104,248.27 Group II ~~0731012364~~0681008483 MDME 4985.0300 01-Oct-2005 ~~152~~208,~~000~~250.00 ~~151~~206,~~112~~998.4362 Group II ~~0731012492~~0681009412 SCME 8065.00 01-~~Nov~~Dec-2005 90163,~~400~~800.00 90163,~~107~~059.3215 Group II ~~0761013058~~0701001140 MNCA 56.3960 01-~~Oct~~Aug-2005 150,000.00 ~~149~~148,~~523~~702.7124 Group II ~~0781004904~~0711007670 NJME 80.00 01-Aug-2005 84,000.00 83,530.17 Group II 0841008589 MI 85.00 01-Dec-2005 70,550.00 70,424.32 Group II 0841009014 MI 91.75 01-Nov-2005 ~~124~~183,500.00 182,618.92 Group II 0851001370 PA 80.00 01-Aug-2005 72,000.00 ~~123~~71,~~838~~665.0580 Group II ~~0871002397~~0851001682 NJ 6570.00 01-Oct-2005 ~~256~~192,~~750~~500.00 ~~255~~192,~~350~~500.0600

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning Group I ~~0011077844~~0021063464 Loan Paid in Full 0 106.~~600~~990% 360 69 Group I ~~0021065540~~0021066812 Loan Paid in Full 0(1) 75.~~400~~350% 360 7 Group I ~~0031035371~~0031035411 Loan Paid in Full (1) 7.~~750~~950% 360 89 Group I ~~0031035979~~0031036998 Loan Paid in Full 0 6.~~225~~950% 360 7 Group I ~~0031036785~~0061059569 Loan Paid in Full (1) 9.~~700~~400% 360 67 Group I ~~0041069526~~0081057947 Loan Paid in Full ~~(1)~~0 79.~~200~~000% 360 7 Group I ~~0051060372~~0081059088 Loan Paid in Full 0 8.~~600~~850% 360 6 Group I ~~0071068822~~0101048236 Loan Paid in Full (1) 5.950% 360 10 Group I 0121040013 Loan Paid in Full (1) 8.~~350~~550% 360 611 Group I ~~0081059522~~0121041315 Loan Paid in Full 0 8.300% 360 9 Group I 0121042890 Loan Paid in Full (1) 7.~~950~~250% 360 47 Group I ~~0101051320~~0121043011 Loan Paid in Full (1) 8.400% 360 47 Group I ~~0131035055~~0121043583 Loan Paid in Full 0(1) 68.~~990~~850% 360 6 Group I ~~0141050444~~0131034149 Loan Paid in Full 0 9.750% 360 9 Group I 0141049405 Loan Paid in Full (1) 8.~~700~~990% 360 6 Group I ~~0161044024~~0141051185 Loan Paid in Full 0 7.~~250~~990% 360 76 Group I ~~0171027671~~0151029187 Loan Paid in Full (1) 8.850% 360 9 Group I 0161044254 Loan Paid in Full 0 7.990% 360 7 Group I 0161044713 Loan Paid in Full 0 6.~~650~~900% 360 7 Group I ~~0171028755~~0171028356 Loan Paid in Full ~~(1)~~0 87.~~350~~540% 360 56 Group I ~~0231071293~~0191026865 Loan Paid in Full (1) 8.~~250~~400% 360 76 Group I ~~0231071484~~0191027252 Loan Paid in Full (1) 710.~~450~~750% 360 6 Group I ~~0231072439~~0231070899 Loan Paid in Full 0 6.650% 360 7 Group I 0231073161 Loan Paid in Full (1) 6.~~700~~950% 360 6 Group I ~~0271022795~~0261053783 Loan Paid in Full 0(1) 79.~~750~~850% 360 87 Group I ~~0271024400~~0261054069 Loan Paid in Full 0(1) 8.650% 360 7 Group I 0271024581 Loan Paid in Full (1) 10.~~850~~150% 360 56 Group I ~~0271024821~~0291001661 Loan Paid in Full 0 11.~~750~~500% ~~360~~180 57 Group I ~~0291002043~~0331038603 Loan Paid in Full 0 86.~~650~~700% 360 57 Group I ~~0301002252~~0361028210 Loan Paid in Full (1) 79.~~700~~400% 360 75 Group I ~~0301002313~~0371030213 Loan Paid in Full 0(1) 8.~~800~~640% 360 75 Group I ~~0311027603~~0381020901 Loan Paid in Full 0(1) 65.~~500~~750% 360 811 Group I ~~0331040726~~0381023756 Loan Paid in Full 0 86.950% 360 58 Group I ~~0341026596~~0381023970 Loan Paid in Full (1) 6.375% 360 7 Group I 0381024136 Loan Paid in Full 0 7.~~300~~640% 360 7 Group I ~~0341027367~~0381024493 Loan Paid in Full 0 97.~~000~~740% 360 6 Group I ~~0381023555~~0381024819 Loan Paid in Full ~~(1)~~0 6.~~800~~550% 360 76 Group I ~~0391013492~~0401004169 Loan Paid in Full (1) 87.~~000~~940% 360 6 Group I 0511038937 Loan Paid in Full 0 8.450% 360 6 Group I ~~0401004486~~0511039951 Loan Paid in Full (1) 78.~~800~~350% 360 5 Group I ~~0581001896~~0521027690 Loan Paid in Full 0 8.650% 360 9 Group I 0611017473 Loan Paid in Full (1) 58.~~900~~990% 360 78 Group I ~~0581002723~~0621011610 Loan Paid in Full 0 510.~~640~~400% 360 56 Group I ~~0591000545~~0631010356 Loan Paid in Full 0(1) 7.~~950~~300% 360 75 Group I ~~0611016969~~0661005754 Loan Paid in Full (1) 87.~~300~~850% ~~180~~360 712 Group I ~~0621010810~~0661010175 Loan Paid in Full 0(1) 96.~~240~~950% 360 67 Group I ~~0651011254~~0671005056 Loan Paid in Full 0(2) 86.~~800~~125% 360 89 Group I ~~0651011608~~0681006863 Loan Paid in Full 0(1) 1011.~~700~~500% 360 79 Group I ~~0661010111~~0681006964 Loan Paid in Full 0 67.800% 360 69 Group I ~~0671005970~~0681007701 Loan Paid in Full (1) 46.990% 360 78 Group I ~~0681006833~~0681007971 Loan Paid in Full (1) 79.~~250~~600% 360 7 Group I ~~0681007634~~0681008360 Loan Paid in Full (1) 78.~~700~~450% 360 76 Group I ~~0691006034~~0691005917 Loan Paid in Full 0(1) 76.~~440~~690% 360 46 Group I ~~0711007286~~0711007950 Loan Paid in Full (1) 98.~~050~~850% 360 87 Group I ~~0711007737~~0711008181 Loan Paid in Full 0 67.~~825~~600% 360 86 Group I ~~0711008141~~0721008637 Loan Paid in Full 0(1) 1211.~~700~~000% 360 6 Group I ~~0731011642~~0731012821 Loan Paid in Full (1) 85.~~050~~950% 360 76 Group I ~~0731012881~~0741012787 Loan Paid in Full 0 98.~~350~~040% 360 47 Group I ~~0761012426~~0741013209 Loan Paid in Full (1) 9.~~360~~750% 360 7 Group I ~~0781003984~~0781003740 Loan Paid in Full 0 128.~~300~~700% 360 89 Group I ~~0781004317~~0851001873 Loan Paid in Full 0 6.~~250~~750% 360 67 Group III ~~0781004620~~0011076542 Loan Paid in Full ~~(1)~~0 6.~~350~~500% 360 67 Group III ~~0841008895~~0021065684 Loan Paid in Full 0 116.~~400~~750% 360 59 Group III ~~0871002712~~0031036493 Loan Paid in Full 0 76.~~000~~490% 360 58 Group II ~~0011076644~~0031036722 Loan Paid in Full 0 67.~~800~~200% 360 78 Group II ~~0011077349~~0031036907 Loan Paid in Full 0 76.~~450~~700% 360 67 Group II ~~0021066421~~0031037130 Loan Paid in Full 0 86.950% 360 7 Group II ~~0031036307~~0031037449 Loan Paid in Full (1) 710.~~250~~990% 360 7 Group II ~~0031039030~~0031037450 Loan Paid in Full (1) 76.~~990~~250% 360 47 Group II ~~0051060395~~0031038131 Loan Paid in Full 0 76.~~550~~350% 360 6 Group II ~~0051060590~~0081058132 Loan Paid in Full (1) 108.~~900~~350% 360 67 Group II ~~0061062699~~0091030702 Loan Paid in Full 0 11.~~600~~250% 360 414 Group II ~~0071065187~~0111000281 Loan Paid in Full (1) 85.~~850~~600% 360 87 Group II ~~0071066458~~0121043433 Loan Paid in Full ~~(1)~~0 89.~~450~~250% 360 96 Group II ~~0071068178~~0131033588 Loan Paid in Full 0 86.~~700~~600% 360 79 Group II ~~0081057390~~0131034854 Loan Paid in Full 0 79.~~750~~800% 360 67 Group II ~~0081057452~~0131036025 Loan Paid in Full 0 811.~~850~~900% 360 76 Group II ~~0081058529~~0141051073 Loan Paid in Full 0(1) 76.~~300~~750% 360 6 Group II ~~0131033308~~0161043625 Loan Paid in Full (1) 105.~~550~~800% 360 8 Group II ~~0131035368~~0161045367 Loan Paid in Full 0(1) 79.~~890~~500% 360 6 Group II ~~0131036256~~0161045454 Loan Paid in Full 0(1) 87.~~950~~400% 360 46 Group II ~~0141048837~~0161045479 Loan Paid in Full ~~(1)~~0 68.~~990~~690% 360 86 Group II ~~0141050983~~0161045506 Loan Paid in Full 0 7.~~990~~400% 360 56 Group II ~~0171026835~~0161045530 Loan Paid in Full (1) 1011.~~000~~150% 360 76 Group II ~~0171028082~~0171028622 Loan Paid in Full 0 85.~~550~~940% 360 6 Group II ~~0171029019~~0171028710 Loan Paid in Full (1) 87.~~200~~350% 360 56 Group II ~~0211032682~~0191026649 Loan Paid in Full (1) 98.~~350~~290% 360 67 Group II ~~0231071975~~0211033075 Loan Paid in Full ~~(1)~~0 7.~~150~~640% 360 68 Group II ~~0231073046~~0211033400 Loan Paid in Full 0 79.~~850~~240% 360 68 Group II ~~0261053201~~0211033979 Loan Paid in Full 0(1) 78.~~900~~200% 360 67 Group II ~~0281017593~~0211034284 Loan Paid in Full 0 117.~~100~~950% 360 57 Group II ~~0311028049~~0211036400 Loan Paid in Full (1) 79.~~600~~700% 360 65 Group II ~~0311028369~~0231067057 Loan Paid in Full 0 9.~~450~~400% 360 68 Group II ~~0341027106~~0231069400 Loan Paid in Full ~~(1)~~0 87.~~750~~000% 360 79 Group II ~~0341027257~~0231073049 Loan Paid in Full 0 97.~~850~~600% 360 6 Group II ~~0371028127~~0231073835 Loan Paid in Full 0(1) 79.~~740~~500% 360 76 Group II ~~0391014154~~0291001927 Loan Paid in Full 0 86.~~100~~700% 360 67 Group II ~~0511036881~~0321029753 Loan Paid in Full 0(1) 6.~~800~~750% 360 76 Group II ~~0521026643~~0321029754 Loan Paid in Full (1) 9.~~400~~875% 360 86 Group II ~~0521027397~~0331039933 Loan Paid in Full (1) 68.~~800~~450% 360 87 Group II ~~0521028745~~0341028422 Loan Paid in Full 0(1) 109.~~650~~900% 360 65 Group II ~~0521029062~~0351029471 Loan Paid in Full 0 87.~~650~~000% 360 67 Group II ~~0561003978~~0371028071 Loan Paid in Full ~~(1)~~0 511.~~900~~500% 360 58 Group II ~~0611017969~~0371029706 Loan Paid in Full (1) 69.~~750~~800% 360 45 Group II ~~0611019525~~0381023264 Loan Paid in Full (1) 117.~~200~~100% 360 58 Group II ~~0611019654~~0391014676 Loan Paid in Full 0 710.~~950~~100% 360 57 Group II ~~0621011222~~0401003925 Loan Paid in Full 0 10.~~850~~000% 360 67 Group II ~~0641011941~~0401004777 Loan Paid in Full 0 7.~~990~~050% 360 65 Group II ~~0641013389~~0511036644 Loan Paid in Full ~~(2)~~0 11.~~900~~500% 360 58 Group II ~~0651009965~~0521023102 Loan Paid in Full 0 810.~~750~~250% 360 1014 Group II ~~0651010604~~0581001618 Loan Paid in Full (1) 8.~~890~~900% ~~180~~360 96 Group II ~~0651011746~~0581002217 Loan Paid in Full 0 57.~~550~~350% 360 7 Group II ~~0651011817~~0581003434 Loan Paid in Full ~~(1)~~0 76.~~250~~850% 360 76 Group II ~~0661009703~~0581003890 Loan Paid in Full ~~(1)~~0 67.~~650~~350% 360 65 Group II ~~0661010572~~0631008672 Loan Paid in Full (1) 97.~~500~~150% 360 58 Group II ~~0661010898~~0631009453 Loan Paid in Full ~~(1)~~0 107.~~650~~200% 360 57 Group II ~~0671005695~~0651010037 Loan Paid in Full ~~(1)~~0 58.~~400~~900% 360 79 Group II ~~0671007722~~0651012329 Loan Paid in Full ~~(1)~~0 67.~~425~~150% 360 57 Group II ~~0681006818~~0651012779 Loan Paid in Full 0 78.~~400~~550% 360 76 Group II ~~0681006970~~0661009403 Loan Paid in Full ~~(1)~~0 76.~~650~~350% 360 87 Group II ~~0681007820~~0661010802 Loan Paid in Full (1) 105.~~000~~700% 360 76 Group II ~~0681009576~~0681007036 Loan Paid in Full 0 87.~~090~~950% 360 47 Group II ~~0711007683~~0681008044 Loan Paid in Full 0 87.~~700~~100% 360 87 Group II ~~0711007770~~0681008483 Loan Paid in Full 0(1) 67.~~750~~550% 360 67 Group II ~~0721007564~~0681009412 Loan Paid in Full 0(1) 7.~~790~~500% 360 85 Group II ~~0721008398~~0701001140 Loan Paid in Full 0 67.~~800~~150% 360 69 Group II ~~0731012364~~0711007670 Loan Paid in Full (1) 79.~~000~~050% 360 69 Group II ~~0731012492~~0841008589 Loan Paid in Full ~~(1)~~0 911.~~150~~950% 360 5 Group II ~~0761013058~~0841009014 Loan Paid in Full (1) 107.~~000~~990% 360 6 Group II ~~0781004904~~0851001370 Loan Paid in Full 0 9.~~000~~950% 360 59 Group II ~~0871002397~~0851001682 Loan Paid in Full ~~(1)~~0 7.~~350~~050% 360 67

Prepayment - Voluntary Prepayments

Summary SMM CPR PSA Current Month 1.~~716~~908% Current Month 1820.~~760~~639% Current Month 1,~~620~~521.~~886~~659% 3 Month Average 01.~~000~~651% 3 Month Average 018.~~000~~080% 3 Month Average 01,563.~~000~~341% 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. ~~May-2005 N/A N/A May-2005 N/A N/A~~ Jun-2005 N/A N/A Jun-2005 N/A N/A Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 14.842% N/A Mar-2006 1,547.477% N/A Apr-2006 18.760% N/A Apr-2006 1,620.886% N/A May-2006 20.639% N/A May-2006 1,521.659% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group I SMM CPR PSA Current Month 2.~~012~~220% Current Month 2123.~~647~~615% Current Month 1,~~858~~733.~~541~~241% 3 Month Average 01.~~000~~906% 3 Month Average 020.~~000~~568% 3 Month Average 01,763.~~000~~968% 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. ~~May-2005 N/A N/A May-2005 N/A N/A~~ Jun-2005 N/A N/A Jun-2005 N/A N/A Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 16.441% N/A Mar-2006 1,700.123% N/A Apr-2006 21.647% N/A Apr-2006 1,858.541% N/A May-2006 23.615% N/A May-2006 1,733.241% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group II SMM CPR PSA Current Month 1.~~566~~750% Current Month 1719.~~252~~089% Current Month 1,~~495~~410.~~373~~601% 3 Month Average 01.~~000~~522% 3 Month Average 016.~~000~~785% 3 Month Average 01,457.~~000~~782% 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. ~~May-2005 N/A N/A May-2005 N/A N/A~~ Jun-2005 N/A N/A Jun-2005 N/A N/A Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 14.014% N/A Mar-2006 1,467.372% N/A Apr-2006 17.252% N/A Apr-2006 1,495.373% N/A May-2006 19.089% N/A May-2006 1,410.601% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. 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))

Interest Rate Stratification Summary Group I Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 4.000 0 0.00 0.000 0 0.00 0.000 4.000 4.499 0 0.00 0.000 0 0.00 0.000 4.500 4.999 0 0.00 0.000 0 0.00 0.000 5.000 5.499 8079 31,~~526~~284,~~976~~169.9617 2.~~308~~336 3029 87,~~147~~922,~~096~~159.6662 1.~~772~~764 5.500 5.999 ~~504~~495 ~~166~~163,~~553~~018,~~622~~663.2373 12.~~195~~175 ~~141~~137 3331,~~163~~998,~~466~~948.8472 7.~~215~~124 6.000 6.499 ~~598~~588 ~~175~~172,~~213~~203,~~874~~237.9495 12.~~829~~861 ~~200~~196 4443,~~776~~892,~~179~~289.5311 9.~~741~~771 6.500 6.999 1,~~103~~083 ~~275~~269,~~822~~951,~~029~~757.8198 20.~~195~~162 ~~444~~432 9288,~~095~~826,~~067~~263.1601 2019.~~035~~775 7.000 7.499 ~~775~~760 ~~165~~162,~~813~~303,~~264~~487.7277 12.~~140~~122 ~~317~~316 56,~~595~~496,~~559~~531.3287 12.~~312~~577 7.500 7.999 1,~~059~~043 ~~200~~197,~~821~~577,~~496~~566.9852 14.~~704~~756 ~~478~~469 8078,~~086~~738,~~301~~560.3820 17.~~422~~529 8.000 8.499 ~~640~~630 ~~103~~100,~~026~~969,~~208~~211.5942 7.~~543~~541 ~~297~~291 4342,~~579~~708,~~673~~495.6859 9.~~480~~508 8.500 8.999 ~~718~~702 9895,~~048~~934,~~195~~689.1779 7.~~179~~165 ~~340~~328 4342,~~827~~390,~~424~~117.8078 9.~~534~~437 9.000 9.499 ~~391~~383 4645,~~686~~294,~~284~~154.2177 3.~~418~~383 ~~180~~176 2120,~~317~~581,~~978~~759.6810 4.~~638~~582 9.500 9.999 ~~472~~460 4543,~~035~~927,~~834~~493.3953 3.~~297~~281 ~~166~~163 15,~~867~~641,~~383~~158.5819 3.~~452~~482 10.000 10.499 ~~225~~220 19,~~936~~596,~~915~~286.7013 1.~~460~~464 7977 7,~~807~~709,~~315~~428.4728 1.~~698~~716 10.500 10.999 ~~234~~233 15,~~710~~620,~~782~~920.8372 1.~~150~~167 7675 54,~~063~~972,~~549~~075.8002 1.~~102~~107 11.000 11.499 ~~154~~152 7,~~873~~791,~~301~~624.5430 0.~~576~~582 56 2,~~653~~652,~~501~~347.8881 0.~~577~~590 11.500 11.999 ~~326~~320 11,~~503~~241,~~852~~030.3029 0.~~842~~840 ~~121~~119 3,~~675~~640,~~689~~827.8825 0.~~800~~811 12.000 12.499 52 1,~~771~~770,~~387~~825.9346 0.~~130~~132 21 772,~~302~~067.7240 0.~~168~~172 12.500 12.999 6 178,~~926~~880.8222 0.013 4 129,~~050~~016.1576 0.~~028~~029 13.000 13.499 6 234,~~333~~274.8583 0.017 3 120,~~255~~223.6087 0.~~026~~027 13.500 13.999 1 34,~~925~~917.0137 0.003 0 0.00 0.000 >= 14.000 0 0.00 0.000 0 0.00 0.000 Total 7,~~344~~213 1,~~365~~338,~~792~~933,~~213~~191.9895 100.000 2,~~953~~892 ~~459~~449,~~677~~192,~~797~~269.1358 100.000

Interest Rate Stratification (continued) Group II Current Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Range(%) Balance($) < 4.000 0 0.00 0.000 4.000 4.499 0 0.00 0.000 4.500 4.999 0 0.00 0.000 5.000 5.499 50 23,~~379~~362,~~880~~009.3055 2.~~580~~626 5.500 5.999 ~~363~~358 ~~133~~131,~~390~~019,~~155~~715.3901 14.~~721~~726 6.000 6.499 ~~398~~392 ~~130~~128,~~437~~310,~~695~~948.4184 14.~~395~~421 6.500 6.999 ~~659~~651 ~~183~~181,~~726~~125,~~962~~494.6597 20.~~276~~357 7.000 7.499 ~~458~~444 ~~109~~105,~~217~~806,~~705~~955.4090 1211.~~053~~892 7.500 7.999 ~~581~~574 ~~120~~118,~~735~~839,~~195~~006.6032 13.~~324~~357 8.000 8.499 ~~343~~339 5958,~~446~~260,~~534~~715.9183 6.~~561~~548 8.500 8.999 ~~378~~374 5453,~~220~~544,~~770~~572.3701 56.~~984~~018 9.000 9.499 ~~211~~207 2524,~~368~~712,~~305~~395.5367 2.~~800~~777 9.500 9.999 ~~306~~297 2928,~~168~~286,~~450~~335.8134 3.~~219~~179 10.000 10.499 ~~146~~143 1211,~~129~~886,~~600~~857.2385 1.~~339~~336 10.500 10.999 158 10,~~647~~648,~~233~~845.0370 1.~~175~~197 11.000 11.499 9896 5,~~219~~139,~~799~~276.6649 0.~~576~~578 11.500 11.999 ~~205~~201 7,~~828~~600,~~162~~203.4204 0.~~864~~854 12.000 12.499 31 ~~999~~998,~~085~~758.2106 0.~~110~~112 12.500 12.999 2 49,~~876~~863.6746 0.006 13.000 13.499 3 114,~~078~~050.2596 0.013 13.500 13.999 1 34,~~925~~917.0137 0.004 >= 14.000 0 0.00 0.000 Total 4,~~391~~321 ~~906~~889,~~114~~740,~~416~~922.8537 100.000

Filing Compare · HSI Asset Securitization CORP Trust 2006-OPT2