10-D 1 car06nc1_10d-200606.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: May 26, 2006 to June 26, 2006 Commission File Number of issuing entity: 333-124562-04 Carrington Mortgage Loan Trust, Series 2006-NC1 (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-124562 Stanwich Asset Acceptance Company, L.L.C. (Exact name of depositor as specified in its charter) Carrington Securities, LP. (Exact name of sponsor as specified in its charter) New York (State or other jurisdiction of incorporation or organization of the issuing entity) 54-2195425 54-2195426 (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)) A-1 _____ _____ __X___ ____________ A-2 _____ _____ __X___ ____________ A-3 _____ _____ __X___ ____________ A-4 _____ _____ __X___ ____________ CE _____ _____ __X___ ____________ M-1 _____ _____ __X___ ____________ M-10 _____ _____ __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___ ____________ R-I _____ _____ __X___ ____________ R-II _____ _____ __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 June 26, 2006 a distribution was made to holders of Carrington Mortgage Loan Trust, Series 2006-NC1. 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 Carrington Mortgage Loan Trust, Series 2006-NC1, relating to the June 26, 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. Stanwich Asset Acceptance Company, L.L.C. (Depositor) /s/ Bruce M. Rose Bruce M. Rose, President Date: July 6, 2006 EXHIBIT INDEX Exhibit Number Description EX-99.1 Monthly report distributed to holders of Carrington Mortgage Loan Trust, Series 2006-NC1, relating to the June 26, 2006 distribution. EX-99.1 Carrington Mortgage Loan Trust Mortgage Pass-Through Certificates Distribution Date: 6/26/2006 Carrington Mortgage Loan Trust Mortgage Pass-Through Certificates Series 2006-NC1 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 A-1 144531EU0 45.~~89813~~16125% ~~569~~526,~~639~~098,~~561~~963.8868 2,~~256~~413,~~584~~625.0313 A-2 144531EV8 45.~~97813~~24125% 188,695,000.00 ~~760~~879,~~595~~109.4504 A-3 144531EW6 5.~~02813~~29125% 250,370,000.00 1,~~020~~177,~~108~~573.8357 A-4 144531EX4 5.~~12813~~39125% 81,745,000.00 ~~340~~391,~~188~~740.1821 M-1 144531EY2 5.~~21813~~48125% 52,598,000.00 ~~259~~256,~~183~~269.6514 M-2 144531EZ9 5.~~23813~~50125% 48,996,000.00 ~~243~~239,~~509~~590.0144 M-3 144531FA3 5.~~26813~~53125% 28,821,000.00 ~~145~~141,~~070~~703.3625 M-4 144531FB1 5.~~39813~~66125% 26,660,000.00 ~~141~~134,~~531~~159.5304 M-5 144531FC9 5.~~41813~~68125% 24,498,000.00 ~~131~~123,~~091~~714.5290 M-6 144531FD7 5.~~50813~~77125% 22,336,000.00 ~~123~~114,~~779~~583.5068 M-7 144531FE5 6.~~16813~~43125% 20,175,000.00 ~~140~~115,~~012~~333.5575 M-8 144531FF2 6.~~36813~~63125% 15,852,000.00 ~~116~~93,~~730~~438.6673 M-9 144531FG0 7.~~46813~~73125% 14,410,000.00 ~~139~~99,~~728~~028.1872 M-10 144531FH8 78.~~81813~~08125% 14,410,000.00 ~~150~~103,~~431~~511.9183 CE CAR06NC1C 0.00000% 69,170,484.01 21,~~032~~406,~~637~~742.9660 P CAR06NC1P 0.00000% 100.00 ~~326~~320,~~619~~584.1607 R-I CAR06NCR1 0.00000% 0.00 0.00 R-II CAR06NCR2 0.00000% 0.00 0.00 Totals 1,~~428~~384,~~376~~835,~~145~~547.8969 8,~~327~~010,~~802~~708.4810

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses A-1 2527,~~014~~017,~~968~~214.3112 0.00 ~~544~~499,~~624~~081,~~593~~749.5756 2729,~~271~~430,~~552~~839.3425 0.00 A-2 0.00 0.00 188,695,000.00 ~~760~~879,~~595~~109.4504 0.00 A-3 0.00 0.00 250,370,000.00 1,~~020~~177,~~108~~573.8357 0.00 A-4 0.00 0.00 81,745,000.00 ~~340~~391,~~188~~740.1821 0.00 M-1 0.00 0.00 52,598,000.00 ~~259~~256,~~183~~269.6514 0.00 M-2 0.00 0.00 48,996,000.00 ~~243~~239,~~509~~590.0144 0.00 M-3 0.00 0.00 28,821,000.00 ~~145~~141,~~070~~703.3625 0.00 M-4 0.00 0.00 26,660,000.00 ~~141~~134,~~531~~159.5304 0.00 M-5 0.00 0.00 24,498,000.00 ~~131~~123,~~091~~714.5290 0.00 M-6 0.00 0.00 22,336,000.00 ~~123~~114,~~779~~583.5068 0.00 M-7 0.00 0.00 20,175,000.00 ~~140~~115,~~012~~333.5575 0.00 M-8 0.00 0.00 15,852,000.00 ~~116~~93,~~730~~438.6673 0.00 M-9 0.00 0.00 14,410,000.00 ~~139~~99,~~728~~028.1872 0.00 M-10 0.00 0.00 14,410,000.00 ~~150~~103,~~431~~511.9183 0.00 CE 0.00 0.00 69,170,484.01 21,~~032~~406,~~637~~742.9660 0.00 P 0.00 0.00 100.00 ~~326~~320,~~619~~584.1607 0.00 R-I 0.00 0.00 0.00 0.00 0.00 R-II 0.00 0.00 0.00 0.00 0.00 Totals 2527,~~014~~017,~~968~~214.3112 0.00 1,~~403~~357,~~361~~818,~~177~~333.5857 3335,~~342~~027,~~770~~922.7922 0.00 This report has been compiled from information provided to Wells Fargo Bank, N.A., by various third parties, which may include the Servicer, Master Servicer, Special Servicer and others. Wells Fargo Bank, N.A., has not independently confirmed the accuracy of information received from these third parties and assumes no duty to do so. Wells Fargo Bank, N.A., expressly disclaims any responsibility for the accuracy or completeness of information furnished by third parties.

Principal Distribution Statement Class Original Beginning Scheduled UnScheduled Accretion Realized Face Certificate Principal Principal Loss Amount Balance Distribution Distribution A-1 582,314,000.00 ~~569~~526,~~639~~098,~~561~~963.8868 0.00 2527,~~014~~017,~~968~~214.3112 0.00 0.00 A-2 188,695,000.00 188,695,000.00 0.00 0.00 0.00 0.00 A-3 250,370,000.00 250,370,000.00 0.00 0.00 0.00 0.00 A-4 81,745,000.00 81,745,000.00 0.00 0.00 0.00 0.00 M-1 52,598,000.00 52,598,000.00 0.00 0.00 0.00 0.00 M-2 48,996,000.00 48,996,000.00 0.00 0.00 0.00 0.00 M-3 28,821,000.00 28,821,000.00 0.00 0.00 0.00 0.00 M-4 26,660,000.00 26,660,000.00 0.00 0.00 0.00 0.00 M-5 24,498,000.00 24,498,000.00 0.00 0.00 0.00 0.00 M-6 22,336,000.00 22,336,000.00 0.00 0.00 0.00 0.00 M-7 20,175,000.00 20,175,000.00 0.00 0.00 0.00 0.00 M-8 15,852,000.00 15,852,000.00 0.00 0.00 0.00 0.00 M-9 14,410,000.00 14,410,000.00 0.00 0.00 0.00 0.00 M-10 14,410,000.00 14,410,000.00 0.00 0.00 0.00 0.00 CE 69,171,649.96 69,170,484.01 0.00 0.00 0.00 0.00 P 100.00 100.00 0.00 0.00 0.00 0.00 R-I 0.00 0.00 0.00 0.00 0.00 0.00 R-II 0.00 0.00 0.00 0.00 0.00 0.00 Totals 1,441,051,749.96 1,~~428~~384,~~376~~835,~~145~~547.8969 0.00 2527,~~014~~017,~~968~~214.3112 0.00 0.00

Principal Distribution Statement (continued) Class Total Ending Ending Total Principal Certificate Certificate Principal Reduction Balance Percentage Distribution A-1 2527,~~014~~017,~~968~~214.3112 ~~544~~499,~~624~~081,~~593~~749.5756 0.~~93527649~~85706638 2527,~~014~~017,~~968~~214.3112 A-2 0.00 188,695,000.00 1.00000000 0.00 A-3 0.00 250,370,000.00 1.00000000 0.00 A-4 0.00 81,745,000.00 1.00000000 0.00 M-1 0.00 52,598,000.00 1.00000000 0.00 M-2 0.00 48,996,000.00 1.00000000 0.00 M-3 0.00 28,821,000.00 1.00000000 0.00 M-4 0.00 26,660,000.00 1.00000000 0.00 M-5 0.00 24,498,000.00 1.00000000 0.00 M-6 0.00 22,336,000.00 1.00000000 0.00 M-7 0.00 20,175,000.00 1.00000000 0.00 M-8 0.00 15,852,000.00 1.00000000 0.00 M-9 0.00 14,410,000.00 1.00000000 0.00 M-10 0.00 14,410,000.00 1.00000000 0.00 CE 0.00 69,170,484.01 0.99998314 0.00 P 0.00 100.00 1.00000000 0.00 R-I 0.00 0.00 0.00000000 0.00 R-II 0.00 0.00 0.00000000 0.00 Totals 2527,~~014~~017,~~968~~214.3112 1,~~403~~357,~~361~~818,~~177~~333.5857 0.~~97384509~~94224120 2527,~~014~~017,~~968~~214.3112

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution A-1 582,314,000.00 ~~978~~903.~~23435789~~46267423 0.00000000 4246.~~95786862~~39629842 0.00000000 A-2 188,695,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A-3 250,370,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A-4 81,745,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-1 52,598,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-2 48,996,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-3 28,821,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-4 26,660,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-5 24,498,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-6 22,336,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-7 20,175,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-8 15,852,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-9 14,410,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-10 14,410,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 CE 69,171,649.96 999.98314411 0.00000000 0.00000000 0.00000000 P 100.00 1000.00000000 0.00000000 0.00000000 0.00000000 R-I 0.00 0.00000000 0.00000000 0.00000000 0.00000000 R-II 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 A-1 0.00000000 4246.~~95786862~~39629842 ~~935~~857.~~27648927~~06637580 0.~~93527649~~85706638 4246.~~95786862~~39629842 A-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 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 CE 0.00000000 0.00000000 999.98314411 0.99998314 0.00000000 P 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 R-I 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R-II 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 A-1 0305/2725/06 - 0406/2425/06 2932 45.~~89813~~16125% ~~569~~526,~~639~~098,~~561~~963.8868 2,~~247~~413,~~635~~625.8413 ~~8,948~~0.1900 A-2 0305/2725/06 - 0406/2425/06 2932 45.~~97813~~24125% 188,695,000.00 ~~756~~879,~~697~~109.1904 ~~3,898~~0.2600 A-3 0305/2725/06 - 0406/2425/06 2932 5.~~02813~~29125% 250,370,000.00 1,~~014~~177,~~108~~573.1857 ~~6,000~~0.6600 A-4 0305/2725/06 - 0406/2425/06 2932 5.~~12813~~39125% 81,745,000.00 ~~337~~391,~~688~~740.0721 ~~2,500~~0.1100 M-1 0305/2725/06 - 0406/2425/06 2932 5.~~21813~~48125% 52,598,000.00 ~~221~~256,~~095~~269.3614 ~~38,088~~0.2900 M-2 0305/2725/06 - 0406/2425/06 2932 5.~~23813~~50125% 48,996,000.00 ~~206~~239,~~743~~590.7544 ~~36,765~~0.2500 M-3 0305/2725/06 - 0406/2425/06 2932 5.~~26813~~53125% 28,821,000.00 ~~122~~141,~~309~~703.7425 ~~22,760~~0.6200 M-4 0305/2725/06 - 0406/2425/06 2932 5.~~39813~~66125% 26,660,000.00 ~~115~~134,~~930~~159.8404 ~~25,600~~0.6900 M-5 0305/2725/06 - 0406/2425/06 2932 5.~~41813~~68125% 24,498,000.00 ~~106~~123,~~924~~714.0990 ~~24,167~~0.4300 M-6 0305/2725/06 - 0406/2425/06 2932 5.~~50813~~77125% 22,336,000.00 99114,~~107~~583.1768 ~~24,672~~0.3300 M-7 0305/2725/06 - 0406/2425/06 2932 6.~~16813~~43125% 20,175,000.00 ~~100~~115,~~244~~333.9675 393,~~767~~300.5905 M-8 0305/2725/06 - 0406/2425/06 2932 6.~~36813~~63125% 15,852,000.00 8193,~~318~~438.9073 355,411.7606 M-9 0305/2725/06 - 0406/2425/06 2932 7.~~46813~~73125% 14,410,000.00 8699,~~690~~028.4772 5919,~~009~~008.2162 M-10 0305/2725/06 - 0406/2425/06 2932 78.~~81813~~08125% 14,410,000.00 90103,~~753~~511.2983 6923,~~712~~491.9473 CE N/A N/A 0.00000% 1,~~428~~384,~~376~~835,~~145~~547.8969 0.00 0.00 P N/A N/A 0.00000% 100.00 0.00 0.00 R-I N/A N/A 0.00000% 0.00 0.00 0.00 R-II N/A N/A 0.00000% 0.00 0.00 0.00 Totals 56,~~587~~283,~~247~~381.8543 ~~397~~51,~~303~~211.3346

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 A-1 0.00 0.00 2,~~256~~413,~~584~~625.0313 0.00 ~~544~~499,~~624~~081,~~593~~749.5756 A-2 0.00 0.00 ~~760~~879,~~595~~109.4504 0.00 188,695,000.00 A-3 0.00 0.00 1,~~020~~177,~~108~~573.8357 0.00 250,370,000.00 A-4 0.00 0.00 ~~340~~391,~~188~~740.1821 0.00 81,745,000.00 M-1 0.00 0.00 ~~259~~256,~~183~~269.6514 0.00 52,598,000.00 M-2 0.00 0.00 ~~243~~239,~~509~~590.0144 0.00 48,996,000.00 M-3 0.00 0.00 ~~145~~141,~~070~~703.3625 0.00 28,821,000.00 M-4 0.00 0.00 ~~141~~134,~~531~~159.5304 0.00 26,660,000.00 M-5 0.00 0.00 ~~131~~123,~~091~~714.5290 0.00 24,498,000.00 M-6 0.00 0.00 ~~123~~114,~~779~~583.5068 0.00 22,336,000.00 M-7 03,300.0005 0.00 ~~140~~115,~~012~~333.5575 0.00 20,175,000.00 M-8 05,411.0006 0.00 ~~116~~93,~~730~~438.6673 0.00 15,852,000.00 M-9 519,~~971~~008.5062 0.00 ~~139~~99,~~728~~028.1872 0.00 14,410,000.00 M-10 1023,~~034~~491.3273 0.00 ~~150~~103,~~431~~511.9183 0.00 14,410,000.00 CE 0.00 0.00 21,~~032~~406,~~637~~742.9660 0.00 1,~~403~~357,~~361~~818,~~177~~333.5857 P 0.00 0.00 ~~326~~320,~~619~~584.1607 0.00 100.00 R-I 0.00 0.00 0.00 0.00 0.00 R-II 0.00 0.00 0.00 0.00 0.00 Totals 1651,~~005~~211.8246 0.00 8,~~327~~010,~~802~~708.4810 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 A-1 582,314,000.00 45.~~89813~~16125% ~~978~~903.~~23435789~~46267423 34.~~85983480~~14488597 0.~~01536661~~00000000 A-2 188,695,000.00 45.~~97813~~24125% 1000.00000000 4.~~01016026~~65888889 0.~~02065905~~00000000 A-3 250,370,000.00 5.~~02813~~29125% 1000.00000000 4.~~05043807~~70333335 0.~~02396717~~00000000 A-4 81,745,000.00 5.~~12813~~39125% 1000.00000000 4.~~13099358~~79222228 0.~~03058426~~00000000 M-1 52,598,000.00 5.~~21813~~48125% 1000.00000000 4.~~20349367~~87222214 0.~~72413951~~00000000 M-2 48,996,000.00 5.~~23813~~50125% 1000.00000000 4.~~21960466~~89000000 0.~~75037248~~00000000 M-3 28,821,000.00 5.~~26813~~53125% 1000.00000000 4.~~24377156~~91666667 0.~~78972347~~00000000 M-4 26,660,000.00 5.~~39813~~66125% 1000.00000000 45.~~34849362~~03222206 0.~~96026594~~00000000 M-5 24,498,000.00 5.~~41813~~68125% 1000.00000000 45.~~36460487~~05000000 0.~~98650625~~00000000 M-6 22,336,000.00 5.~~50813~~77125% 1000.00000000 45.~~43710467~~13000000 10.~~10459930~~00000000 M-7 20,175,000.00 6.~~16813~~43125% 1000.00000000 45.~~96877125~~71666667 10.~~97113209~~16357125 M-8 15,852,000.00 6.~~36813~~63125% 1000.00000000 5.~~12988266~~89444423 20.~~23389856~~34134873 M-9 14,410,000.00 7.~~46813~~73125% 1000.00000000 6.~~01599375~~87222207 41.~~09501804~~31912700 M-10 14,410,000.00 78.~~81813~~08125% 1000.00000000 67.~~29793824~~18333310 41.~~83781679~~63023803 CE 69,171,649.96 0.00000% ~~20649~~20020.~~73362231~~27634863 0.00000000 0.00000000 P 100.00 0.00000% 1000.00000000 0.00000000 0.00000000 R-I 0.00 0.00000% 0.00000000 0.00000000 0.00000000 R-II 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 A-1 0.00000000 0.00000000 34.~~87520140~~14488597 0.00000000 ~~935~~857.~~27648927~~06637580 A-2 0.00000000 0.00000000 4.~~03081931~~65888889 0.00000000 1000.00000000 A-3 0.00000000 0.00000000 4.~~07440520~~70333335 0.00000000 1000.00000000 A-4 0.00000000 0.00000000 4.~~16157783~~79222228 0.00000000 1000.00000000 M-1 0.00000000 0.00000000 4.~~92763318~~87222214 0.00000000 1000.00000000 M-2 0.00000000 0.00000000 4.~~96997735~~89000000 0.00000000 1000.00000000 M-3 0.00000000 0.00000000 54.~~03349502~~91666667 0.00000000 1000.00000000 M-4 0.00000000 0.00000000 5.~~30875956~~03222206 0.00000000 1000.00000000 M-5 0.00000000 0.00000000 5.~~35111111~~05000000 0.00000000 1000.00000000 M-6 0.00000000 0.00000000 5.~~54170398~~13000000 0.00000000 1000.00000000 M-7 0.~~00000000~~16357125 0.00000000 65.~~93990335~~71666667 0.00000000 1000.00000000 M-8 0.~~00000000~~34134873 0.00000000 75.~~36378123~~89444423 0.00000000 1000.00000000 M-9 01.~~41439972~~31912700 0.00000000 96.~~69661207~~87222207 0.00000000 1000.00000000 M-10 01.~~69634421~~63023803 0.00000000 107.~~43941083~~18333310 0.00000000 1000.00000000 CE 0.00000000 0.00000000 2920.~~38541962~~33698200 0.00000000 ~~20288~~19629.~~09748490~~69416452 P 0.00000000 0.00000000 ~~3266191~~3205840.~~60000000~~70000000 0.00000000 1000.00000000 R-I 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R-II 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 3334,~~109~~595,~~897~~171.5424 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0.00 Servicer Advances ~~504~~692,~~386~~066.6080 Gains & Subsequent Recoveries (Realized Losses) 0.00 Prepayment Penalties ~~326~~320,~~619~~584.1607 Swap/Cap Payments 0.00 Total Deposits 3335,~~940~~607,~~903~~822.3011 Withdrawals Swap Payments 0.00 Reserve Funds and Credit Enhancements 0.00 Total Administration Fees ~~598~~579,~~132~~899.5189 Payment of Interest and Principal 3335,~~342~~027,~~770~~922.7922 Total Withdrawals (Pool Distribution Amount) 3335,~~940~~607,~~903~~822.3011 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

ADMINISTRATION FEES Gross Servicing Fee* ~~595~~577,~~156~~014.7282 Trustee Fee - Wells Fargo Bank, N.A. 2,~~975~~885.7907 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~598~~579,~~132~~899.5189 *Servicer Payees include: NEW CENTURY

Reserve and Guaranty Funds Account Name Beginning Current Current Ending Balance Withdrawals Deposits Balance Net WAC Rate Carryover Reserve Fund 0.00 ~~397~~51,~~303~~211.3446 ~~397~~51,~~303~~211.3446 0.00 ~~Reserve Fund~~ Hedge Funds Account Name Funds In (A) Funds Out(B) Net Amount(A - B) Class A Cap Contract- Swiss Re 0.00 0.00 0.00 ~~Swiss Re~~ Mezzanine Cap Contract- Swiss Re 0.00 0.00 0.00 ~~Swiss Re~~

COLLATERAL STATEMENT Collateral Description Fixed & Mixed ARM Weighted Average Gross Coupon 7.~~224412~~218213% Weighted Average Net Coupon 6.~~724412~~718213% Weighted Average Pass-Through Rate 6.~~721912~~715713% Weighted Average Remaining Term ~~354~~352 Beginning Scheduled Collateral Loan Count 6,~~771~~601 Number Of Loans Paid In Full 91113 Ending Scheduled Collateral Loan Count 6,~~680~~488 Beginning Scheduled Collateral Balance 1,~~428~~384,~~376~~835,~~145~~547.8969 Ending Scheduled Collateral Balance 1,~~403~~357,~~361~~818,~~177~~333.5857 Ending Actual Collateral Balance at 31-~~Mar~~May-2006 1,~~403~~358,~~845~~363,~~738~~886.2269 Monthly P&I Constant 98,~~155~~878,~~698~~683.1617 Special Servicing Fee 0.00 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount ~~326~~320,~~619~~584.1607 Prepayment Penalty Paid Count 4451 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Scheduled Principal ~~556~~548,~~383~~651.5690 Unscheduled Principal 2426,~~458~~468,~~584~~562.7522 Required Overcollateralized Amount 0.00 Overcollateralized Increase Amount 0.00 Overcollateralized Reduction Amount 0.00 Specified O/C Amount 69,170,484.01 Overcollateralized Amount 69,170,484.01 Overcollateralized Deficiency Amount 0.00 Base Overcollateralization Amount 0.00 Extra ~~Principal~~principal ~~Distribution~~distribution Amount 0.00 Excess Cash Amount 21,~~429~~457,~~941~~954.3005

Group Level Collateral Statement Group Group 1 Group 2 Collateral Description Mixed Fixed Mixed ARM Weighted Average Coupon Rate 7.~~220342~~216982 7.~~092693~~086201 Weighted Average Net Rate 6.~~720342~~716982 6.~~592693~~586201 Pass-Through Rate 6.~~717842~~714482 6.~~590193~~583701 Weighted Average Remaining Term ~~346~~344 ~~356~~354 Record Date 0305/31/2006 0305/31/2006 Principal And Interest Constant 1,~~363~~349,~~402~~993.2382 3,~~215~~117,~~933~~198.5615 Beginning Loan Count 1,~~344~~331 1,~~951~~896 Loans Paid in Full 512 3137 Ending Loan Count 1,~~339~~319 1,~~920~~859 Beginning Scheduled Balance ~~196~~194,~~433~~055,~~452~~307.9215 ~~541~~524,~~066~~871,~~111~~014.0677 Ending Scheduled Balance ~~195~~192,~~228~~234,~~528~~723.4293 ~~530~~514,~~626~~159,~~551~~954.7097 Scheduled Principal ~~181~~182,~~471~~915.5878 17,~~920~~746.2983 Unscheduled Principal 1,~~023~~637,~~452~~667.9244 10,~~421~~693,~~639~~312.0797 Scheduled Interest 1,~~181~~167,~~930~~078.6504 3,~~198~~099,~~013~~451.2732 Servicing Fees 8180,~~847~~856.2738 ~~225~~218,~~444~~696.2126 Master Servicing Fees 0.00 0.00 Trustee Fee ~~409~~404.2428 1,~~127~~093.2248 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 1,~~099~~085,~~674~~817.1438 2,~~971~~879,~~441~~661.8458 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 *19,339.86 *166,623.02 Prepayment Penalty Paid Count *6 *23 Special Servicing Fee 0.00 0.00 * This data is currently not provided for reporting.

Group Level Collateral Statement Group Group 3 Total Collateral Description Mixed ARM Fixed & Mixed ARM Weighted Average Coupon Rate 7.~~328725~~322623 7.~~224412~~218213 Weighted Average Net Rate 6.~~828725~~822623 6.~~724412~~718213 Pass-Through Rate 6.~~826225~~820123 6.~~721912~~715713 Weighted Average Remaining Term ~~356~~ 354 352 Record Date 0305/31/2006 0305/31/2006 Principal And Interest Constant 4,~~576~~411,~~362~~491.3720 98,~~155~~878,~~698~~683.1617 Beginning Loan Count 3,~~476~~374 6,~~771~~601 Loans Paid in Full 5564 91113 Ending Loan Count 3,~~421~~310 6,~~680~~488 Beginning Scheduled Balance ~~690~~665,~~876~~909,~~581~~225.9177 1,~~428~~384,~~376~~835,~~145~~547.8969 Ending Scheduled Balance ~~677~~651,~~506~~423,~~097~~654.4667 1,~~403~~357,~~361~~818,~~177~~333.5857 Scheduled Principal ~~356~~347,~~991~~989.6929 ~~556~~548,~~383~~651.5690 Unscheduled Principal 1314,~~013~~137,~~492~~581.7681 2426,~~458~~468,~~584~~562.7522 Scheduled Interest 4,~~219~~063,~~370~~501.6891 8,~~599~~330,~~314~~031.6027 Servicing Fees ~~287~~277,~~865~~462.2418 ~~595~~577,~~156~~014.7282 Master Servicing Fees 0.00 0.00 Trustee Fee 1,~~439~~387.3331 2,~~975~~885.7907 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 3,~~930~~784,~~066~~652.1142 87,~~001~~750,~~182~~131.0938 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 *134,621.19 ~~326~~320,~~619~~584.1607 Prepayment Penalty Paid Count *22 4451 Special Servicing Fee 0.00 0.00 * This data is currently not provided for reporting.

Additional Reporting - Deal Level Informational Reporting Excess Cash Amount 21,~~429~~457,~~941~~954.3005 Extra Principal Amount 0.00 Overcollateralization Amount 69,170,484.01 Overcollateralization Deficiency 0.00 Overcollateralization Release 0.00 Overcollateralization Target 69,170,484.01 Miscellaneous Reporting Credit Enhancement Percentage 24.~~079794~~887459% Trigger Event Reporting Trigger Event Trigger Result Pass Cumulative Loss Trigger Trigger Result Pass Threshold Value N/A Calculated Value 0.000000% Delinquency Trigger Trigger Result Pass Threshold Value 8.~~216026~~491601% Calculated Value 01.~~730722~~686959%

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 711 0 0 711 1,~~062~~652,~~009~~286.6377 0.00 0.00 1,~~062~~652,~~009~~286.6377 30 Days 86106 1 0 0 87107 1721,~~755~~788,~~619~~941.0299 ~~115~~126,~~750~~572.2850 0.00 0.00 1721,~~871~~915,~~369~~514.3049 60 Days 4039 02 06 03 4050 98,~~104~~086,~~252~~791.9280 0219,590.0065 01,965,847.0026 0667,380.0035 910,~~104~~939,~~252~~610.9206 90 Days 613 23 1825 0 2641 13,~~076~~780,~~135~~232.9548 ~~356~~445,~~549~~152.3085 24,~~864~~548,~~481~~833.8267 0.00 48,~~297~~774,~~167~~219.0700 120 Days 02 04 025 0 031 0245,098.0076 01,051,030.0004 05,661,563.0073 0.00 06,957,692.0053 150 Days 01 02 012 0 015 055,121.0041 0567,349.0030 01,720,484.0023 0.00 02,342,954.0094 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals ~~132~~161 1023 1868 03 ~~160~~255 2733,~~936~~956,~~007~~186.8944 14,~~534~~061,~~309~~982.2111 213,~~864~~896,~~481~~728.8289 0667,380.0035 3252,~~334~~582,~~798~~277.9279 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.~~104790~~169544% 0.000000% 0.000000% 0.~~104790~~169544% 0.~~075650~~121638% 0.000000% 0.000000% 0.~~075650~~121638% 30 Days 1.~~287425~~633785% 0.~~014970~~015413% 0.000000% 0.000000% 1.~~302395~~649199% 1.~~264784~~604058% 0.~~008245~~009318% 0.000000% 0.000000% 1.~~273029~~613376% 60 Days 0.~~598802~~601110% 0.~~000000~~030826% 0.~~000000~~092478% 0.~~000000~~046239% 0.~~598802~~770654% 0.~~648522~~595333% 0.~~000000~~016166% 0.~~000000~~144722% 0.~~000000~~049131% 0.~~648522~~805352% 90 Days 0.~~089820~~200370% 0.~~029940~~046239% 0.~~269461~~385327% 0.000000% 0.~~389222~~631936% 0.~~076656~~278293% 0.~~025398~~032771% 0.~~204045~~334876% 0.000000% 0.~~306100~~645940% 120 Days 0.~~000000~~030826% 0.~~000000~~061652% 0.~~000000~~385327% 0.000000% 0.~~000000~~477805% 0.~~000000~~018044% 0.~~000000~~077375% 0.~~000000~~416793% 0.000000% 0.~~000000~~512211% 150 Days 0.~~000000~~015413% 0.~~000000~~030826% 0.~~000000~~184957% 0.000000% 0.~~000000~~231196% 0.~~000000~~004058% 0.~~000000~~041767% 0.~~000000~~126659% 0.000000% 0.~~000000~~172484% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 12.~~976048~~481504% 0.~~149701~~354501% 01.~~269461~~048089% 0.~~000000~~046239% 23.~~395210~~930333% 12.~~989963~~499786% 0.~~109293~~299035% 01.~~204045~~023049% 0.~~000000~~049131% 23.~~303301~~871001%

Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance ~~504~~692,~~386~~066.6080

Delinquency Status By ~~Groups~~Group DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 1 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 23 0 0 23 ~~300~~400,~~485~~735.7436 0.00 0.00 ~~300~~400,~~485~~735.7436 30 Days 1018 0 0 0 1018 1,~~396~~957,~~760~~667.2322 0.00 0.00 0.00 1,~~396~~957,~~760~~667.2322 60 Days 45 0 0 0 45 ~~572~~407,~~079~~052.2165 0.00 0.00 0.00 ~~572~~407,~~079~~052.2165 90 Days 2 1 02 0 05 ~~1 194~~482,~~094~~976.5064 052,581.0012 0345,055.0038 0.00 ~~194~~880,~~094~~613.5014 120 Days 0 0 03 0 03 0.00 0.00 0491,079.0021 0.00 0491,079.0021 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 1525 24 05 0 1734 2,~~162~~847,~~933~~696.9451 ~~300~~453,~~485~~316.7448 0836,134.0059 0.00 24,~~463~~137,~~419~~147.6858 0-29 Days 0.~~149365~~227445% 0.000000% 0.000000% 0.~~149365~~227445% 0.~~153802~~208283% 0.000000% 0.000000% 0.~~153802~~208283% 30 Days 01.~~746826~~364670% 0.000000% 0.000000% 0.000000% 01.~~746826~~364670% 01.~~714924~~017500% 0.000000% 0.000000% 0.000000% 01.~~714924~~017500% 60 Days 0.~~298730~~379075% 0.000000% 0.000000% 0.000000% 0.~~298730~~379075% 0.~~292816~~211566% 0.000000% 0.000000% 0.000000% 0.~~292816~~211566% 90 Days 0.~~074683~~151630% 0.~~000000~~075815% 0.~~000000~~151630% 0.000000% 0.~~074683~~379075% 0.~~099346~~251028% 0.~~000000~~027329% 0.~~000000~~179343% 0.000000% 0.~~099346~~457700% 120 Days 0.000000% 0.000000% 0.~~000000~~227445% 0.000000% 0.~~000000~~227445% 0.000000% 0.000000% 0.~~000000~~255239% 0.000000% 0.~~000000~~255239% 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 1.~~120239~~895375% 0.~~149365~~303260% 0.~~000000~~379075% 0.000000% 12.~~269604~~577710% 1.~~107086~~480093% 0.~~153802~~235612% 0.~~000000~~434582% 0.000000% 12.~~260888~~150287% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 2 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 01 0 0 01 098,320.00 0.00 0.00 098,320.00 30 Days 2826 0 0 0 2826 89,~~462~~303,~~195~~347.1405 0.00 0.00 0.00 89,~~462~~303,~~195~~347.1405 60 Days 1011 0 06 01 1018 3,~~635~~520,~~041~~329.3327 0.00 01,965,847.0026 0332,800.00 35,~~635~~818,~~041~~976.3353 90 Days 37 0 56 0 813 ~~744~~2,~~538~~554,916.9619 0.00 1,~~137~~770,~~693~~203.2667 0.00 14,~~882~~325,~~232~~119.2286 120 Days 0 01 05 0 06 0.00 0432,000.00 01,882,765.0036 0.00 02,314,765.0036 150 Days 0 0 04 0 04 0.00 0.00 0920,832.0022 0.00 0920,832.0022 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 4144 02 521 01 4668 1215,~~841~~378,~~775~~592.4351 0530,320.00 16,~~137~~539,~~693~~648.2651 0332,800.00 1322,~~979~~781,~~468~~361.6902 0-29 Days 0.~~000000~~053792% 0.000000% 0.000000% 0.~~000000~~053792% 0.~~000000~~019122% 0.000000% 0.000000% 0.~~000000~~019122% 30 Days 1.~~458333~~398601% 0.000000% 0.000000% 0.000000% 1.~~458333~~398601% 1.~~594708~~809362% 0.000000% 0.000000% 0.000000% 1.~~594708~~809362% 60 Days 0.~~520833~~591716% 0.000000% 0.~~000000~~322754% 0.~~000000~~053792% 0.~~520833~~968263% 0.~~685027~~684651% 0.000000% 0.~~000000~~382328% 0.~~000000~~064725% 01.~~685027~~131704% 90 Days 0.~~156250~~376547% 0.000000% 0.~~260417~~322754% 0.000000% 0.~~416667~~699301% 0.~~140309~~496893% 0.000000% 0.~~214399~~344278% 0.000000% 0.~~354708~~841171% 120 Days 0.000000% 0.~~000000~~053792% 0.~~000000~~268962% 0.000000% 0.~~000000~~322754% 0.000000% 0.~~000000~~084018% 0.~~000000~~366170% 0.000000% 0.~~000000~~450187% 150 Days 0.000000% 0.000000% 0.~~000000~~215169% 0.000000% 0.~~000000~~215169% 0.000000% 0.000000% 0.~~000000~~179088% 0.000000% 0.~~000000~~179088% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 2.~~135417~~366864% 0.~~000000~~107585% 01.~~260417~~129640% 0.~~000000~~053792% 23.~~395833~~657881% 2.~~420044~~990906% 0.~~000000~~103139% 01.~~214399~~271864% 0.~~000000~~064725% 24.~~634443~~430634% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 3 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 57 0 0 57 ~~761~~1,~~523~~153,231.8941 0.00 0.00 ~~761~~1,~~523~~153,231.8941 30 Days 4862 1 0 0 4963 710,~~896~~527,~~663~~927.6572 ~~115~~126,~~750~~572.2850 0.00 0.00 810,~~012~~654,~~413~~500.9322 60 Days 2623 02 0 02 2627 4,~~897~~159,~~132~~409.3888 0219,590.0065 0.00 0334,580.0035 4,~~897~~713,~~132~~580.3888 90 Days 24 2 1317 0 1723 ~~137~~742,~~502~~339.4965 ~~356~~392,~~549~~571.3073 12,~~726~~433,~~788~~574.5662 0.00 23,~~220~~568,~~840~~486.3500 120 Days 02 03 017 0 022 0245,098.0076 0619,030.0004 03,287,719.0016 0.00 04,151,847.0096 150 Days 01 02 08 0 011 055,121.0041 0567,349.0030 0799,652.0001 0.00 01,422,122.0072 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 7692 817 1342 02 97153 1215,~~931~~729,~~298~~897.5242 13,~~233~~078,~~823~~345.4763 16,~~726~~520,~~788~~945.5679 0334,580.0035 1525,~~891~~663,~~910~~769.5519 0-29 Days 0.~~146156~~211480% 0.000000% 0.000000% 0.~~146156~~211480% 0.~~112347~~176934% 0.000000% 0.000000% 0.~~112347~~176934% 30 Days 1.~~403099~~873112% 0.~~029231~~030211% 0.000000% 0.000000% 1.~~432330~~903323% 1.~~164989~~615244% 0.~~017077~~019419% 0.000000% 0.000000% 1.~~182065~~634663% 60 Days 0.~~760012~~694864% 0.~~000000~~060423% 0.000000% 0.~~000000~~060423% 0.~~760012~~815710% 0.~~722470~~638156% 0.~~000000~~033691% 0.000000% 0.~~000000~~051333% 0.~~722470~~723180% 90 Days 0.~~058462~~120846% 0.~~058462~~060423% 0.~~380006~~513595% 0.000000% 0.~~496931~~694864% 0.~~020286~~113893% 0.~~052601~~060230% 0.~~254752~~373370% 0.000000% 0.~~327639~~547494% 120 Days 0.~~000000~~060423% 0.~~000000~~090634% 0.~~000000~~513595% 0.000000% 0.~~000000~~664653% 0.~~000000~~037604% 0.~~000000~~094974% 0.~~000000~~504417% 0.000000% 0.~~000000~~636996% 150 Days 0.~~000000~~030211% 0.~~000000~~060423% 0.~~000000~~241692% 0.000000% 0.~~000000~~332326% 0.~~000000~~008457% 0.~~000000~~087045% 0.~~000000~~122686% 0.000000% 0.~~000000~~218189% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 2.~~221573~~779456% 0.~~233850~~513595% 01.~~380006~~268882% 0.~~000000~~060423% 24.~~835428~~622356% 12.~~907745~~413354% 0.~~182025~~472294% 01.~~254752~~000474% 0.~~000000~~051333% 23.~~344521~~937455%

REO Detail - All Mortgage Loans in REO during Current Period

Summary 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 02 ~~May~~Jul-05 0.000% Original Principal Balance 0584,800.00 ~~Jun~~Aug-05 0.000% Current Actual Balance 0584,309.0061 ~~Jul~~Sep-05 0.000% ~~Aug~~Oct-05 0.000% Current REO Total ~~Sep~~Nov-05 0.000% Loans in REO 03 ~~Oct~~Dec-05 0.000% Original Principal Balance 0668,100.00 ~~Nov~~Jan-0506 0.000% Current Actual Balance 0667,380.0035 ~~Dec~~Feb-0506 0.000% ~~Jan~~Mar-06 0.000% ~~Feb~~Apr-06 0.000% ~~Mar~~May-06 0.~~000~~006% ~~Apr~~Jun-06 0.~~000~~049% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 1 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 ~~May~~Jul-05 0.000% Original Principal Balance 0.00 ~~Jun~~Aug-05 0.000% Current Actual Balance 0.00 ~~Jul~~Sep-05 0.000% ~~Aug~~Oct-05 0.000% Current REO Total ~~Sep~~Nov-05 0.000% Loans in REO 0 ~~Oct~~Dec-05 0.000% Original Principal Balance 0.00 ~~Nov~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Dec~~Feb-0506 0.000% ~~Jan~~Mar-06 0.000% ~~Feb~~Apr-06 0.000% ~~Mar~~May-06 0.000% ~~Apr~~Jun-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 2 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 01 ~~May~~Jul-05 0.000% Original Principal Balance 0332,800.00 ~~Jun~~Aug-05 0.000% Current Actual Balance 0332,800.00 ~~Jul~~Sep-05 0.000% ~~Aug~~Oct-05 0.000% Current REO Total ~~Sep~~Nov-05 0.000% Loans in REO 01 ~~Oct~~Dec-05 0.000% Original Principal Balance 0332,800.00 ~~Nov~~Jan-0506 0.000% Current Actual Balance 0332,800.00 ~~Dec~~Feb-0506 0.000% ~~Jan~~Mar-06 0.000% ~~Feb~~Apr-06 0.000% ~~Mar~~May-06 0.000% ~~Apr~~Jun-06 0.~~000~~065% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 3 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 01 ~~May~~Jul-05 0.000% Original Principal Balance 0252,000.00 ~~Jun~~Aug-05 0.000% Current Actual Balance 0251,509.0061 ~~Jul~~Sep-05 0.000% ~~Aug~~Oct-05 0.000% Current REO Total ~~Sep~~Nov-05 0.000% Loans in REO 02 ~~Oct~~Dec-05 0.000% Original Principal Balance 0335,300.00 ~~Nov~~Jan-0506 0.000% Current Actual Balance 0334,580.0035 ~~Dec~~Feb-0506 0.000% ~~Jan~~Mar-06 0.000% ~~Feb~~Apr-06 0.000% ~~Mar~~May-06 0.~~000~~012% ~~Apr~~Jun-06 0.~~000~~051% *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 NoGroup ~~REO~~2 ~~Loans~~1003840749 ~~this~~Jun-2006 ~~Period~~01-Nov-2005 VA 80.00 332,800.00 Group 3 1002868604 Jun-2006 01-Dec-2005 NH 80.00 252,000.00 Group 3 1003597398 May-2006 01-Nov-2005 GA 85.00 83,300.00

REO Loan Detail - All Mortgage Loans in REO during Current Period (continued) Current Paid Current Approximate Loan Actual To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest NoGroup ~~REO~~2 ~~Loans~~1003840749 ~~this~~332,800.00 ~~Period~~01-Feb-2006 2 6.675% 6,850.12 Group 3 1002868604 251,509.61 01-Feb-2006 2 8.200% 6,450.08 Group 3 1003597398 83,070.74 01-Feb-2006 2 7.925% 2,053.83

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

Summary 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 436 ~~May~~Jul-05 0.000% Original Principal Balance ~~484~~7,~~900~~162,285.00 ~~Jun~~Aug-05 0.000% Current Actual Balance ~~483~~7,~~766~~155,784.5608 ~~Jul~~Sep-05 0.000% ~~Aug~~Oct-05 0.000% Current Foreclosure Total ~~Sep~~Nov-05 0.000% Loans in Foreclosure 1868 ~~Oct~~Dec-05 0.000% Original Principal Balance 213,~~867~~911,~~900~~847.00 ~~Nov~~Jan-0506 0.000% Current Actual Balance 213,~~864~~896,~~481~~728.8289 ~~Dec~~Feb-0506 0.000% ~~Jan~~Mar-06 0.~~000~~167% ~~Feb~~Apr-06 0.~~000~~204% ~~Mar~~May-06 0.~~167~~681% ~~Apr~~Jun-06 01.~~204~~023% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 1 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 04 ~~May~~Jul-05 0.000% Original Principal Balance 0718,200.00 ~~Jun~~Aug-05 0.000% Current Actual Balance 0717,007.0018 ~~Jul~~Sep-05 0.000% ~~Aug~~Oct-05 0.000% Current Foreclosure Total ~~Sep~~Nov-05 0.000% Loans in Foreclosure 05 ~~Oct~~Dec-05 0.000% Original Principal Balance 0837,700.00 ~~Nov~~Jan-0506 0.000% Current Actual Balance 0836,134.0059 ~~Dec~~Feb-0506 0.000% ~~Jan~~Mar-06 0.000% ~~Feb~~Apr-06 0.000% ~~Mar~~May-06 0.~~000~~161% ~~Apr~~Jun-06 0.~~000~~435% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 2 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 012 ~~May~~Jul-05 0.000% Original Principal Balance 03,736,205.00 ~~Jun~~Aug-05 0.000% Current Actual Balance 03,736,050.0093 ~~Jul~~Sep-05 0.000% ~~Aug~~Oct-05 0.000% Current Foreclosure Total ~~Sep~~Nov-05 0.000% Loans in Foreclosure 521 ~~Oct~~Dec-05 0.000% Original Principal Balance 16,~~137~~541,~~800~~705.00 ~~Nov~~Jan-0506 0.000% Current Actual Balance 16,~~137~~539,~~693~~648.2651 ~~Dec~~Feb-0506 0.000% ~~Jan~~Mar-06 0.~~000~~210% ~~Feb~~Apr-06 0.~~000~~214% ~~Mar~~May-06 0.~~210~~745% ~~Apr~~Jun-06 01.~~214~~272% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 3 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 420 ~~May~~Jul-05 0.000% Original Principal Balance ~~484~~2,~~900~~707,880.00 ~~Jun~~Aug-05 0.000% Current Actual Balance ~~483~~2,~~766~~702,725.5697 ~~Jul~~Sep-05 0.000% ~~Aug~~Oct-05 0.000% Current Foreclosure Total ~~Sep~~Nov-05 0.000% Loans in Foreclosure 1342 ~~Oct~~Dec-05 0.000% Original Principal Balance 16,~~730~~532,~~100~~442.00 ~~Nov~~Jan-0506 0.000% Current Actual Balance 16,~~726~~520,~~788~~945.5679 ~~Dec~~Feb-0506 0.000% ~~Jan~~Mar-06 0.~~000~~180% ~~Feb~~Apr-06 0.~~000~~255% ~~Mar~~May-06 0.~~180~~782% ~~Apr~~Jun-06 01.~~255~~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 Loan Detail - All Mortgage Loans in Foreclosure during Current Period Month Loan First Original Loan Entered Payment LTV at Principal Group Number FC Date State Origination Balance Group 1 1003808419 May-2006 01-Nov-2005 CT 69.88 119,500.00 Group 1 1003867818 Jun-2006 01-Nov-2005 MD 88.20 280,500.00 Group 1 1004196907 Jun-2006 01-Dec-2005 RI 100.00 52,000.00 Group 1 1004615740 Jun-2006 01-Jan-2006 MI 90.00 65,700.00 Group 1 1004736307 Jun-2006 01-Jan-2006 CA 100.00 320,000.00 Group 2 0002234707 Mar-2006 01-Nov-2005 SC 80.00 58,000.00 Group 2 1002119228 May-2006 01-Jul-2005 NM 82.30 200,000.00 Group 2 1002710800 Jun-2006 01-Nov-2005 NV 79.99 260,945.00 Group 2 1003450018 Jun-2006 01-Nov-2005 CA 95.00 589,000.00 Group 2 1003592188 Jun-2006 01-Nov-2005 CA 80.00 340,800.00 Group 2 1003626384 Mar-2006 01-Nov-2005 WA 80.00 156,000.00 Group 2 ~~1003840749~~1003644756 ~~Mar~~Jun-2006 01-Nov-2005 VAMA 80.00 ~~332~~368,~~800~~000.00 Group 2 1003673518 Jun-2006 01-Nov-2005 CA 80.00 520,000.00 Group 2 1003768346 Jun-2006 01-Nov-2005 WA 80.00 135,960.00 Group 2 1003809114 May-2006 01-Nov-2005 NV 63.88 115,000.00 Group 2 1003862813 Jun-2006 01-Nov-2005 AZ 80.00 228,000.00 Group 2 1003934309 Mar-2006 01-Nov-2005 CA 80.00 508,000.00 Group 2 ~~1004060125~~1003935102 ~~Mar~~May-2006 01-Dec-2005 CA 90.00 585,000.00 Group 2 1003940588 Jun-2006 01-Dec-2005 MI 80.00 216,000.00 Group 2 1003974845 May-2006 01-Dec-2005 CA 80.00 416,000.00 Group 2 1004117752 Jun-2006 01-Jan-2006 MI 87.93 153,000.00 Group 2 1004316029 Jun-2006 01-Jan-2006 AZ 6385.8400 83144,500.00 Group 2 1004339969 Jun-2006 01-Jan-2006 CA 90.00 180,000.00 Group 32 ~~0002222867~~1004359465 ~~Mar~~May-2006 01-~~Nov~~Jan-2006 CA 77.27 340,000.00 Group 2 1004427454 Jun-2006 01-Dec-2005 TXCA 80.00 68600,000.00 Group 2 1004601498 May-2006 01-Jan-2006 CA 90.00 427,500.00 Group 3 ~~0002223814~~0002217099 ~~Mar~~Jun-2006 01-Nov-2005 MAGA 9095.00 ~~486~~80,750.00 Group 3 0002222219 Jun-2006 01-Nov-2005 OH 95.00 57,000.00 Group 3 ~~0002225830~~0002222867 ~~Apr~~Mar-2006 01-~~Dec~~Nov-2005 MITX 80.00 ~~160~~68,000.00 Group 3 0002232558 Mar-2006 01-Nov-2005 TX 80.00 76,000.00 Group 3 0002233783 Mar-2006 01-Nov-2005 OH 70.00 79,800.00 Group 3 1002935015 Jun-2006 01-Dec-2005 GA 95.00 236,455.00 Group 3 1002950168 Jun-2006 01-Nov-2005 NY 75.00 91,425.00 Group 3 1003063810 May-2006 01-Nov-2005 NJ 100.00 290,000.00 Group 3 1003111858 Jun-2006 01-Oct-2005 RI 80.00 140,800.00 Group 3 1003196437 Jun-2006 01-Nov-2005 VA 80.00 129,600.00 Group 3 1003335386 May-2006 01-Nov-2005 PA 84.16 50,500.00 Group 3 1003420541 Jun-2006 01-Nov-2005 PA 95.00 142,500.00 Group 3 1003523725 May-2006 01-Nov-2005 IN 95.00 332,500.00 Group 3 1003534562 Jun-2006 01-Nov-2005 OH 90.00 79,200.00 Group 3 1003543124 Mar-2006 01-Nov-2005 OH 90.00 82,350.00 Group 3 ~~1003555094~~1003546611 ~~Mar~~Jun-2006 01-Nov-2005 OHRI 8580.00 63200,~~750~~800.00 Group 3 ~~1003556609~~1003555094 ~~Apr~~Mar-2006 01-~~Oct~~Nov-2005 FLOH 85.00 ~~113~~63,~~900~~750.00 Group 3 ~~1003597398~~1003585098 ~~Mar~~Jun-2006 01-~~Nov~~Dec-2005 GA 8580.00 83320,~~300~~000.00 Group 3 1003695861 Mar-2006 01-Nov-2005 IL 95.00 190,000.00 Group 3 ~~1003709865~~1003704744 ~~Apr~~Jun-2006 01-~~Dec~~Nov-2005 NJMA 8590.00 85184,~~000~~500.00 Group 3 1003732535 Mar-2006 01-Nov-2005 FL 80.00 116,000.00 Group 3 1003733115 Jun-2006 01-Dec-2005 NY 80.00 280,000.00 Group 3 1003742757 Jun-2006 01-Nov-2005 OH 100.00 105,000.00 Group 3 1003744997 Apr-2006 01-Nov-2005 OH 90.00 126,000.00 Group 3 1003772046 May-2006 01-Nov-2005 CA 80.00 308,000.00 Group 3 1003776248 May-2006 01-Dec-2005 AZ 80.00 464,000.00 Group 3 1003789715 May-2006 01-Dec-2005 DE 84.59 178,500.00 Group 3 1003808892 May-2006 01-Dec-2005 NJ 80.00 280,000.00 Group 3 1003986672 May-2006 01-Dec-2005 GA 80.00 178,392.00 Group 3 1004091734 Jun-2006 01-Dec-2005 TX 80.00 100,800.00 Group 3 1004120070 May-2006 01-Dec-2005 CO 80.00 367,920.00 Group 3 1004234938 Jun-2006 01-Dec-2005 SC 90.00 137,700.00 Group 3 1004251687 May-2006 01-Dec-2005 OH 95.00 78,850.00 Group 3 1004372342 May-2006 01-Dec-2005 NY 80.00 308,000.00 Group 3 1004413432 May-2006 01-Dec-2005 OH 90.00 58,500.00 Group 3 1004422887 May-2006 01-Jan-2006 NY 85.00 77,350.00 Group 3 1004438120 Jun-2006 01-Jan-2006 KY 64.10 50,000.00 Group 3 1004515885 Jun-2006 01-Dec-2005 FL 90.00 76,500.00 Group 3 1004575007 Jun-2006 01-Jan-2006 OH 85.00 79,050.00 Group 3 1004603600 Jun-2006 01-Jan-2006 TX 75.00 102,750.00 Group 3 1004636282 Jun-2006 01-Jan-2006 WI 85.00 113,050.00 Group 3 1004725168 May-2006 01-Jan-2006 FL 85.00 50,150.00

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 Group 1 1003808419 119,127.41 01-Dec-2005 4 7.300% 3,372.04 Group 1 1003867818 279,427.05 01-Jan-2006 3 6.250% 6,686.76 Group 1 1004196907 51,951.80 01-Dec-2005 4 11.700% 2,423.65 Group 1 1004615740 65,628.33 01-Jan-2006 3 9.025% 2,329.62 Group 1 1004736307 320,000.00 01-Dec-2005 4 11.900% 15,185.60 Group 2 0002234707 57,893.26 01-Nov-2005 35 9.875% 12,~~356~~260.6617 Group 2 1002119228 198,938.96 01-Nov-2005 5 8.300% 6,460.27 Group 2 1002710800 260,945.00 01-Jan-2006 3 8.000% 8,154.50 Group 2 1003450018 588,999.96 01-Feb-2006 2 8.175% 15,068.56 Group 2 1003592188 340,800.00 01-Jan-2006 3 7.500% 9,940.00 Group 2 1003626384 156,000.00 01-Nov-2005 35 6.450% 23,~~320~~867.50 Group 2 ~~1003840749~~1003644756 ~~332~~367,~~800~~999.96 01-Jan-2006 3 6.950% 9,890.01 Group 2 1003673518 519,998.73 01-Jan-2006 3 7.250% 14,624.96 Group 2 1003768346 135,960.00 01-~~Nov~~Jan-2006 3 7.450% 3,937.20 Group 2 1003809114 114,735.15 01-Dec-2005 4 8.800% 3,965.58 6Group 2 1003862813 228,000.~~675~~00 01-Feb-2006 2 8.250% 5,~~137~~890.5900 Group 2 1003934309 508,000.00 01-Nov-2005 35 7.550% 814,~~953~~922.50 Group 2 ~~1004060125~~1003935102 83585,000.00 01-~~Nov~~Dec-2005 34 8.925% 20,535.95 Group 2 1003940588 216,000.00 01-Feb-2006 2 7.550% 15,~~670~~076.4000 Group 32 ~~0002222867~~1003974845 67415,~~896~~999.2197 01-~~Nov~~Dec-2005 34 6.800% 10,920.~~750~~01 Group 2 1004117752 152,847.30 01-Feb-2006 2 9.450% 14,~~739~~556.6246 Group 2 1004316029 144,499.98 01-Jan-2006 3 ~~0002223814~~8.600% ~~486~~4,876.86 Group 2 1004339969 180,000.00 01-~~Nov~~Feb-2006 2 8.975% 5,085.00 Group 2 1004359465 340,000.00 01-Dec-2005 34 7.~~950~~350% 9,~~051~~704.7515 Group 32 ~~0002225830~~1004427454 ~~159~~600,~~688~~000.6500 01-~~Nov~~Feb-2006 2 6.850% 12,700.00 Group 2 1004601498 427,030.24 01-Dec-2005 4 8.990% 15,096.07 Group 3 0002217099 80,589.25 01-Jan-2006 3 8.~~200~~400% 2,648.95 Group 3 0002222219 56,~~073~~758.3483 01-Jan-2006 3 9.250% 2,067.95 Group 3 0002222867 67,896.21 01-Nov-2005 5 10.750% 2,898.37 Group 3 0002232558 75,808.06 01-Nov-2005 35 8.350% 12,~~487~~477.4162 Group 3 0002233783 79,577.00 01-Nov-2005 35 7.850% 12,~~461~~434.8996 Group 3 ~~1003543124~~1002935015 82235,~~093~~980.2465 01-~~Nov~~Jan-~~2005~~2006 3 8.050% 7,417.~~300~~48 Group 3 1002950168 91,239.11 01-Jan-2006 3 9.400% 13,~~395~~381.2032 Group 3 ~~1003555094~~1003063810 63289,~~580~~296.6297 01-~~Nov~~Dec-2005 4 8.550% 9,697.48 Group 3 1003111858 140,224.27 01-Dec-2005 4 7.450% 4,056.84 Group 3 1003196437 129,261.64 01-Jan-2006 3 8.100% 4,087.63 Group 3 1003335386 50,369.17 01-Dec-2005 4 8.225% 1,~~207~~619.96 Group 3 1003420541 142,095.77 01-Jan-2006 3 7.775% 4,303.52 Group 3 ~~1003556609~~1003523725 ~~113~~331,~~539~~165.2399 01-~~Nov~~Dec-2005 4 6.000% 7,581.45 Group 3 81003534562 78,966.~~350~~16 01-Dec-2005 4 7.575% 2,~~227~~325.7174 Group 3 ~~1003597398~~1003543124 8382,~~070~~093.24 01-Nov-2005 5 7.300% 2,323.74 Group 3 1003546611 200,301.65 01-Jan-2006 3 7.775% 6,061.95 Group 3 1003555094 63,580.62 01-Nov-2005 5 8.100% 2,011.75 Group 3 1003585098 319,338.32 01-Jan-2006 3 7.~~925~~900% 19,~~541~~837.6496 Group 3 1003695861 189,336.89 01-Nov-2005 35 6.725% 24,~~945~~905.6968 Group 3 ~~1003709865~~1003704744 84183,~~837~~998.9384 01-~~Nov~~Jan-~~2005~~2006 3 87.~~300~~990% 15,~~653~~737.9950 Group 3 1003732535 115,659.24 01-Nov-2005 35 7.600% 23,~~052~~418.4450 Group 3 1003733115 280,000.00 01-Jan-2006 3 7.588% 8,269.30 Group 3 1003742757 104,822.75 01-Jan-2006 3 10.350% 4,299.88 Group 3 1003744997 125,700.75 01-Nov-2005 5 8.650% 4,265.45 Group 3 1003772046 307,999.96 01-Dec-2005 4 5.990% 7,045.51 Group 3 1003776248 463,059.75 01-Dec-2005 4 8.000% 14,460.67 Group 3 1003789715 178,500.00 01-Dec-2005 4 9.850% 6,954.05 Group 3 1003808892 279,375.80 01-Dec-2005 4 7.525% 8,171.38 Group 3 1003986672 178,392.00 01-Dec-2005 4 8.175% 5,704.85 Group 3 1004091734 100,587.33 01-Jan-2006 3 7.800% 3,056.91 Group 3 1004120070 367,920.00 01-Dec-2005 4 6.750% 9,581.25 Group 3 1004234938 137,700.00 01-Jan-2006 3 8.300% 4,475.25 Group 3 1004251687 78,711.49 01-Dec-2005 4 8.700% 2,687.70 Group 3 1004372342 308,000.00 01-Dec-2005 4 8.600% 10,395.00 Group 3 1004413432 58,401.11 01-Dec-2005 4 8.900% 2,042.85 Group 3 1004422887 77,266.48 01-Dec-2005 4 9.075% 2,759.17 Group 3 1004438120 49,960.92 01-Dec-2005 4 10.600% 2,101.51 Group 3 1004515885 76,354.11 01-Jan-2006 3 8.300% 2,479.60 Group 3 1004575007 78,951.88 01-Jan-2006 3 8.400% 2,596.85 Group 3 1004603600 102,652.69 01-Jan-2006 3 9.700% 3,932.76 Group 3 1004636282 112,941.80 01-Jan-2006 3 9.650% 4,303.39 Group 3 1004725168 50,109.09 01-Dec-2005 4 10.400% 2,~~560~~065.6298

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

Summary 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 310 ~~May~~Jul-05 0.000% Original Principal Balance ~~552~~2,~~800~~037,020.00 ~~Jun~~Aug-05 0.000% Current Actual Balance ~~552~~2,~~545~~035,289.1850 ~~Jul~~Sep-05 0.000% ~~Aug~~Oct-05 0.000% Current Bankruptcy Total ~~Sep~~Nov-05 0.000% Loans in Bankruptcy 1023 ~~Oct~~Dec-05 0.000% Original Principal Balance 14,~~537~~068,~~120~~560.00 ~~Nov~~Jan-0506 0.000% Current Actual Balance 14,~~534~~061,~~309~~982.2111 ~~Dec~~Feb-0506 0.000% ~~Jan~~Mar-06 0.~~000~~076% ~~Feb~~Apr-06 0.~~000~~109% ~~Mar~~May-06 0.~~076~~146% ~~Apr~~Jun-06 0.~~109~~299% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 1 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 1 ~~May~~Jul-05 0.000% Original Principal Balance ~~139~~52,~~200~~700.00 ~~Jun~~Aug-05 0.000% Current Actual Balance ~~138~~52,~~945~~581.2312 ~~Jul~~Sep-05 0.000% ~~Aug~~Oct-05 0.000% Current Bankruptcy Total ~~Sep~~Nov-05 0.000% Loans in Bankruptcy 24 ~~Oct~~Dec-05 0.000% Original Principal Balance ~~301~~454,~~200~~900.00 ~~Nov~~Jan-0506 0.000% Current Actual Balance ~~300~~453,~~485~~316.7448 ~~Dec~~Feb-0506 0.000% ~~Jan~~Mar-06 0.~~000~~095% ~~Feb~~Apr-06 0.~~000~~154% ~~Mar~~May-06 0.~~095~~206% ~~Apr~~Jun-06 0.~~154~~236% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 2 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 02 ~~May~~Jul-05 0.000% Original Principal Balance 0530,320.00 ~~Jun~~Aug-05 0.000% Current Actual Balance 0530,320.00 ~~Jul~~Sep-05 0.000% ~~Aug~~Oct-05 0.000% Current Bankruptcy Total ~~Sep~~Nov-05 0.000% Loans in Bankruptcy 02 ~~Oct~~Dec-05 0.000% Original Principal Balance 0530,320.00 ~~Nov~~Jan-0506 0.000% Current Actual Balance 0530,320.00 ~~Dec~~Feb-0506 0.000% ~~Jan~~Mar-06 0.000% ~~Feb~~Apr-06 0.000% ~~Mar~~May-06 0.000% ~~Apr~~Jun-06 0.~~000~~103% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 3 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 27 ~~May~~Jul-05 0.000% Original Principal Balance ~~413~~1,~~600~~454,000.00 ~~Jun~~Aug-05 0.000% Current Actual Balance ~~413~~1,~~599~~452,388.9538 ~~Jul~~Sep-05 0.000% ~~Aug~~Oct-05 0.000% Current Bankruptcy Total ~~Sep~~Nov-05 0.000% Loans in Bankruptcy 817 ~~Oct~~Dec-05 0.000% Original Principal Balance 13,~~235~~083,~~920~~340.00 ~~Nov~~Jan-0506 0.000% Current Actual Balance 13,~~233~~078,~~823~~345.4763 ~~Dec~~Feb-0506 0.000% ~~Jan~~Mar-06 0.~~000~~130% ~~Feb~~Apr-06 0.~~000~~182% ~~Mar~~May-06 0.~~130~~244% ~~Apr~~Jun-06 0.~~182~~472% *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 1 1002876365 Mar-2006 01-Dec-2005 NV 63.28 162,000.00 Group 1 1003703433 May-2006 01-Nov-2005 OK 100.00 101,000.00 Group 1 1003768131 Apr-2006 01-Dec-2005 GA 80.00 139,200.00 Group 1 1003844647 Jun-2006 01-Nov-2005 NE 85.00 52,700.00 Group 2 1003863000 Jun-2006 01-Nov-2005 HI 80.00 432,000.00 Group 2 1003880839 Jun-2006 01-Nov-2005 NM 80.00 98,320.00 Group 3 0002223814 Jun-2006 01-Nov-2005 MA 90.00 486,000.00 Group 3 0002248798 Mar-2006 01-Dec-2005 TX 80.00 50,400.00 Group 3 1003589673 May-2006 01-Nov-2005 GA 85.00 123,420.00 Group 3 1003640224 Mar-2006 01-Nov-2005 GA 85.00 81,600.00 Group 3 1003676418 Mar-2006 01-Dec-2005 WI 69.67 108,000.00 Group 3 1003707689 Jun-2006 01-Nov-2005 GA 80.00 127,200.00 Group 3 1003764126 Jun-2006 01-Nov-2005 GA 80.00 270,400.00 Group 3 1003795245 May-2006 01-Dec-2005 GA 90.00 270,000.00 Group 3 1003843844 Mar-2006 01-Nov-2005 TX 80.00 110,320.00 Group 3 1003911529 Mar-2006 01-Dec-2005 NY 80.00 356,000.00 Group 3 1003911850 Apr-2006 01-Nov-2005 MN 80.00 275,200.00 Group 3 1003981178 Jun-2006 01-Nov-2005 TN 80.00 122,400.00 Group 3 1004145552 Apr-2006 01-Dec-2005 TN 80.00 138,400.00 Group 3 1004206683 Jun-2006 01-Dec-2005 GA 80.00 240,000.00 Group 3 1004219303 Jun-2006 01-Dec-2005 WI 80.00 104,000.00 Group 3 1004238131 Mar-2006 01-Dec-2005 NE 80.00 116,000.00 Group 3 1004360079 Jun-2006 01-Dec-2005 MO 80.00 104,000.00

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 1 1002876365 161,~~540~~306.5127 01-~~Mar~~May-2006 0 7.775% 1,~~959~~956.3855 Group 1 1003703433 100,548.87 01-May-2006 0 8.350% 1,315.94 Group 1 1003768131 138,~~945~~880.2322 01-~~Mar~~Apr-2006 0 9.900% 2,~~177~~175.3227 Group 1 1003844647 52,581.12 01-Jan-2006 3 8.900% 1,839.07 Group 2 1003863000 432,000.00 01-Dec-2005 4 8.050% 13,590.00 Group 2 1003880839 98,320.00 01-May-2006 0 6.450% 975.00 Group 3 0002223814 486,000.00 01-Nov-2005 5 7.950% 15,086.25 Group 3 0002248798 50,~~271~~206.8036 01-~~Mar~~May-2006 0 8.315% ~~655~~654.0016 Group 3 1003589673 123,132.83 01-Jan-2006 3 8.750% 4,229.65 Group 3 1003640224 81,349.30 01-Nov-2005 35 7.375% 12,~~397~~328.8211 Group 3 1003676418 107,~~698~~621.2153 01-~~Mar~~Apr-2006 0 7.850% 1,~~319~~317.7789 Group 3 1003707689 126,572.50 01-Mar-2006 1 6.100% 1,770.22 Group 3 1003764126 270,399.87 01-May-2006 0 7.100% 2,974.40 Group 3 1003795245 269,438.90 01-Jan-2006 3 7.875% 8,272.60 Group 3 1003843844 110,319.9693 01-~~Feb~~May-2006 0 8.288% 1,431.94 Group 3 1003911529 354,~~833~~538.9717 01-~~Mar~~Apr-2006 0 7.050% 3,~~875~~868.2175 Group 3 1003911850 275,200.00 01-~~Nov~~Dec-2005 34 7.850% 58,~~056~~428.8000 Group 3 1003981178 121,745.60 01-May-2006 0 7.450% 1,410.77 Group 3 1004145552 138,399.95 01-Apr-2006 ~~(1)~~0 7.300% ~~784~~1,568.2652 Group 3 1004206683 240,000.00 01-Dec-2005 4 7.500% 7,000.00 Group 3 1004219303 103,840.37 01-Feb-2006 2 9.350% 3,060.89 Group 3 1004238131 115,750.28 01-~~Jan~~Feb-2006 12 7.700% 2,~~083~~774.0097 Group 3 1004360079 103,830.04 01-Dec-2005 4 9.050% 3,696.90

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~~Jul-2005 N/A N/A ~~May~~Jul-2005 N/A N/A ~~Jun~~Aug-2005 N/A N/A ~~Jun~~Aug-2005 N/A N/A ~~Jul~~Sep-2005 N/A N/A ~~Jul~~Sep-2005 N/A N/A ~~Aug~~Oct-2005 N/A N/A ~~Aug~~Oct-2005 N/A N/A ~~Sep~~Nov-2005 N/A N/A ~~Sep~~Nov-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Jan~~Mar-2006 ~~N/A~~0.000% N/A ~~Jan~~Mar-2006 ~~N/A~~0.000% N/A ~~Feb~~Apr-2006 ~~N/A~~0.000% N/A ~~Feb~~Apr-2006 ~~N/A~~0.000% N/A ~~Mar~~May-2006 0.000% N/A ~~Mar~~May-2006 0.000% N/A ~~Apr~~Jun-2006 0.000% N/A ~~Apr~~Jun-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~~Jul-2005 N/A N/A ~~May~~Jul-2005 N/A N/A ~~Jun~~Aug-2005 N/A N/A ~~Jun~~Aug-2005 N/A N/A ~~Jul~~Sep-2005 N/A N/A ~~Jul~~Sep-2005 N/A N/A ~~Aug~~Oct-2005 N/A N/A ~~Aug~~Oct-2005 N/A N/A ~~Sep~~Nov-2005 N/A N/A ~~Sep~~Nov-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Jan~~Mar-2006 ~~N/A~~0.000% N/A ~~Jan~~Mar-2006 ~~N/A~~0.000% N/A ~~Feb~~Apr-2006 ~~N/A~~0.000% N/A ~~Feb~~Apr-2006 ~~N/A~~0.000% N/A ~~Mar~~May-2006 0.000% N/A ~~Mar~~May-2006 0.000% N/A ~~Apr~~Jun-2006 0.000% N/A ~~Apr~~Jun-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 1 MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~May~~Jul-2005 N/A N/A ~~May~~Jul-2005 N/A N/A ~~Jun~~Aug-2005 N/A N/A ~~Jun~~Aug-2005 N/A N/A ~~Jul~~Sep-2005 N/A N/A ~~Jul~~Sep-2005 N/A N/A ~~Aug~~Oct-2005 N/A N/A ~~Aug~~Oct-2005 N/A N/A ~~Sep~~Nov-2005 N/A N/A ~~Sep~~Nov-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Jan~~Mar-2006 ~~N/A~~0.000% N/A ~~Jan~~Mar-2006 ~~N/A~~0.000% N/A ~~Feb~~Apr-2006 ~~N/A~~0.000% N/A ~~Feb~~Apr-2006 ~~N/A~~0.000% N/A ~~Mar~~May-2006 0.000% N/A ~~Mar~~May-2006 0.000% N/A ~~Apr~~Jun-2006 0.000% N/A ~~Apr~~Jun-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~~Jul-2005 N/A N/A ~~May~~Jul-2005 N/A N/A ~~Jun~~Aug-2005 N/A N/A ~~Jun~~Aug-2005 N/A N/A ~~Jul~~Sep-2005 N/A N/A ~~Jul~~Sep-2005 N/A N/A ~~Aug~~Oct-2005 N/A N/A ~~Aug~~Oct-2005 N/A N/A ~~Sep~~Nov-2005 N/A N/A ~~Sep~~Nov-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Jan~~Mar-2006 ~~N/A~~0.000% N/A ~~Jan~~Mar-2006 ~~N/A~~0.000% N/A ~~Feb~~Apr-2006 ~~N/A~~0.000% N/A ~~Feb~~Apr-2006 ~~N/A~~0.000% N/A ~~Mar~~May-2006 0.000% N/A ~~Mar~~May-2006 0.000% N/A ~~Apr~~Jun-2006 0.000% N/A ~~Apr~~Jun-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 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. ~~May~~Jul-2005 N/A N/A ~~May~~Jul-2005 N/A N/A ~~Jun~~Aug-2005 N/A N/A ~~Jun~~Aug-2005 N/A N/A ~~Jul~~Sep-2005 N/A N/A ~~Jul~~Sep-2005 N/A N/A ~~Aug~~Oct-2005 N/A N/A ~~Aug~~Oct-2005 N/A N/A ~~Sep~~Nov-2005 N/A N/A ~~Sep~~Nov-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Jan~~Mar-2006 ~~N/A~~0.000% N/A ~~Jan~~Mar-2006 ~~N/A~~0.000% N/A ~~Feb~~Apr-2006 ~~N/A~~0.000% N/A ~~Feb~~Apr-2006 ~~N/A~~0.000% N/A ~~Mar~~May-2006 0.000% N/A ~~Mar~~May-2006 0.000% N/A ~~Apr~~Jun-2006 0.000% N/A ~~Apr~~Jun-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~~Jul-2005 N/A N/A ~~May~~Jul-2005 N/A N/A ~~Jun~~Aug-2005 N/A N/A ~~Jun~~Aug-2005 N/A N/A ~~Jul~~Sep-2005 N/A N/A ~~Jul~~Sep-2005 N/A N/A ~~Aug~~Oct-2005 N/A N/A ~~Aug~~Oct-2005 N/A N/A ~~Sep~~Nov-2005 N/A N/A ~~Sep~~Nov-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Jan~~Mar-2006 ~~N/A~~0.000% N/A ~~Jan~~Mar-2006 ~~N/A~~0.000% N/A ~~Feb~~Apr-2006 ~~N/A~~0.000% N/A ~~Feb~~Apr-2006 ~~N/A~~0.000% N/A ~~Mar~~May-2006 0.000% N/A ~~Mar~~May-2006 0.000% N/A ~~Apr~~Jun-2006 0.000% N/A ~~Apr~~Jun-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 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. ~~May~~Jul-2005 N/A N/A ~~May~~Jul-2005 N/A N/A ~~Jun~~Aug-2005 N/A N/A ~~Jun~~Aug-2005 N/A N/A ~~Jul~~Sep-2005 N/A N/A ~~Jul~~Sep-2005 N/A N/A ~~Aug~~Oct-2005 N/A N/A ~~Aug~~Oct-2005 N/A N/A ~~Sep~~Nov-2005 N/A N/A ~~Sep~~Nov-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Jan~~Mar-2006 ~~N/A~~0.000% N/A ~~Jan~~Mar-2006 ~~N/A~~0.000% N/A ~~Feb~~Apr-2006 ~~N/A~~0.000% N/A ~~Feb~~Apr-2006 ~~N/A~~0.000% N/A ~~Mar~~May-2006 0.000% N/A ~~Mar~~May-2006 0.000% N/A ~~Apr~~Jun-2006 0.000% N/A ~~Apr~~Jun-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~~Jul-2005 N/A N/A ~~May~~Jul-2005 N/A N/A ~~Jun~~Aug-2005 N/A N/A ~~Jun~~Aug-2005 N/A N/A ~~Jul~~Sep-2005 N/A N/A ~~Jul~~Sep-2005 N/A N/A ~~Aug~~Oct-2005 N/A N/A ~~Aug~~Oct-2005 N/A N/A ~~Sep~~Nov-2005 N/A N/A ~~Sep~~Nov-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Jan~~Mar-2006 ~~N/A~~0.000% N/A ~~Jan~~Mar-2006 ~~N/A~~0.000% N/A ~~Feb~~Apr-2006 ~~N/A~~0.000% N/A ~~Feb~~Apr-2006 ~~N/A~~0.000% N/A ~~Mar~~May-2006 0.000% N/A ~~Mar~~May-2006 0.000% N/A ~~Apr~~Jun-2006 0.000% N/A ~~Apr~~Jun-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 1 510 1,~~023~~387,~~400~~133.00 1,~~018~~383,~~860~~237.4812 02 0243,600.00 0242,483.0009 Group 2 3134 10,~~387~~058,~~982~~806.5900 10,~~384~~057,~~202~~087.0264 03 0628,600.00 0628,600.00 Group 3 5560 13,~~035~~588,~~467~~627.6000 13,~~004~~543,~~769~~252.0022 04 0585,500.00 0584,302.0063 Total 91104 2425,~~446~~034,~~850~~566.1900 24,~~407~~983,~~831~~576.5098 09 01,457,700.00 01,455,385.0072

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 1 0 0.00 0.00 0 0.00 0.00 512,~~536~~749.1470 Group 2 0 0.00 0.00 0 0.00 0.00 388,~~152~~093.9740 Group 3 0 0.00 0.00 0 0.00 0.00 1617,~~277~~092.2364 Total 0 0.00 0.00 0 0.00 0.00 5937,~~966~~935.3474

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount Group 1 ~~0002226062~~0002233254 MA 70.00 01-Dec-2005 194,600.00 193,423.26 Group 1 1003244643 FL 6999.2399 01-Nov-2005 ~~225~~54,~~000~~844.00 ~~223~~54,~~702~~705.2417 Group 1 ~~1003375163~~1003572921 CA 84100.9400 01-~~Oct~~Dec-2005 ~~412~~49,000.00 ~~409~~48,~~080~~885.0390 Group 1 ~~1003836040~~1003652489 ILWA ~~100~~80.00 01-~~Dec~~Nov-2005 37128,000.00 36127,~~942~~431.3459 Group 1 ~~1004124478~~1003659730 ILFL 7689.5591 01-Nov-2005 200,500.00 199,452.23 Group 1 1003805680 PA 90.00 01-Nov-2005 94,500.00 94,030.46 Group 1 1003944995 CA 99.99 01-Dec-2005 ~~111~~71,689.00 71,527.46 Group 1 1003975595 FL 52.00 01-Jan-2006 65,000.00 ~~110~~64,~~695~~728.4240 Group 1 ~~1004468392~~1004116101 CANJ 80.00 01-Dec-2005 174,400.00 173,703.77 Group 1 1004157771 MI 23.40 01-Dec-2005 55,000.00 53,896.31 Group 1 1004368099 WI 100.00 01-Jan-2006 ~~238~~23,~~400~~200.00 ~~237~~23,~~496~~133.7519 Group 21 ~~1002919505~~1004406681 CATX 7280.5900 01-~~Nov~~Dec-2005 ~~490~~520,000.00 ~~490~~520,000.00 Group 2 ~~1003005152~~0002235760 IAMD 7580.00 01-~~Oct~~Dec-2005 5282,~~875~~400.00 5282,~~435~~400.9500 Group 2 ~~1003616992~~1003079484 VA 80.00 01-Sep-2005 304,908.00 304,908.00 Group 2 1003429944 NY 90.00 01-~~Nov~~Dec-2005 ~~643~~114,~~500~~930.00 ~~640~~114,~~618~~929.1493 Group 2 ~~1003654673~~1003437070 CAVA 7586.84 01-Oct-2005 199,750.00 199,750.00 Group 2 1003477687 CA 57.53 01-Nov-2005 ~~204~~420,000.00 ~~204~~419,~~000~~993.0084 Group 2 ~~1003675598~~1003659927 CA 80.00 01-Nov-2005 ~~284~~428,000.00 ~~284~~428,000.00 Group 2 ~~1003688977~~1003661825 CA 6490.8300 01-Nov-2005 ~~295~~442,~~000~~800.00 ~~294~~442,~~998~~800.9800 Group 2 ~~1003734212~~1003666768 MACA 8475.2100 01-Nov-2005 ~~400~~393,~~000~~750.00 ~~399~~393,~~999~~750.9400 Group 2 ~~1003737638~~1003694256 CA 9080.00 01-Nov-2005 ~~369~~406,~~000~~400.00 ~~369~~406,~~000~~400.00 Group 2 ~~1003762618~~1003710185 AZMD 8969.9968 01-Nov-2005 ~~474~~177,~~994~~000.00 ~~474~~177,~~994~~000.00 Group 2 ~~1003773562~~1003759365 CAFL 8580.9500 01-~~Nov~~Dec-2005 ~~404~~247,~~000~~328.00 ~~404~~247,~~000~~182.0041 Group 2 ~~1003784587~~1003803094 CA 8580.00 01-Nov-2005 ~~382~~752,~~500~~000.00 ~~382~~751,~~500~~668.41 Group 2 1003806652 NY 80.00 01-Dec-2005 344,000.00 343,935.50 Group 2 ~~1003790525~~1003812574 CA 7390.7100 01-~~Nov~~Dec-2005 ~~387~~279,000.00 ~~386~~279,~~748~~000.3200 Group 2 ~~1003793773~~1003815820 CA 80.00 01-Nov-2005 ~~556~~360,000.00 ~~556~~360,000.00 Group 2 ~~1003804379~~1003827899 CA 7867.4975 01-Nov-2005 208,000.00 ~~207~~208,~~999~~000.9400 Group 2 ~~1003814732~~1003836193 MDCA 9089.0019 01-Nov-2005 ~~270~~289,000.00 ~~269~~288,~~102~~878.9913 Group 2 ~~1003869246~~1003843942 CA 7580.00 01-Nov-2005 ~~345~~275,~~000~~200.00 ~~344~~275,~~984~~200.0600 Group 2 ~~1003896500~~1003856615 NVFL 80.00 01-Dec-2005 ~~248~~201,600.00 201,394.20 Group 2 1003896289 AZ 88.23 01-Nov-2005 150,000.00 ~~248~~150,000.00 Group 2 ~~1003924070~~1003956455 AZCA 8053.0086 01-Dec-2005 ~~100~~237,000.00 99236,999.9693 Group 2 ~~1003928842~~1003974738 CA 9080.00 01-Dec-2005 ~~603~~212,000.00 ~~603~~212,000.00 Group 2 ~~1003936904~~1004010812 CA 7985.7000 01-Dec-2005 ~~216~~297,~~000~~500.00 ~~216~~297,~~000~~500.00 Group 2 ~~1003988019~~1004060125 CAAZ 9063.0084 01-Dec-2005 ~~405~~83,000.00 ~~405~~83,000.00 Group 2 ~~1004043494~~1004073497 CA 8070.00 01-Dec-2005 ~~296~~350,000.00 ~~295~~349,999.95 Group 2 ~~1004092467~~1004195249 CAIL ~~32.~~75.00 01-Dec-2005 ~~131~~198,000.00 ~~131~~197,~~000~~041.66 Group 2 1004271120 WA 80.00 01-Dec-2005 117,840.00 117,838.72 Group 2 ~~1004183083~~1004352140 CAMA 6480.5100 01-Jan-2006 ~~300~~280,000.00 ~~300~~279,~~000~~996.0060 Group 2 ~~1004211711~~1004353112 CTCA 90.00 01-~~Dec~~Jan-~~2005~~2006 ~~419~~382,~~400~~500.00 ~~419~~382,~~400~~499.0094 Group 2 ~~1004286775~~1004445559 FLCA 7987.0504 01-~~Dec~~Jan-~~2005~~2006 ~~117~~309,000.00 ~~117~~309,000.00 Group 2 ~~1004334740~~1004546423 CA 7368.9012 01-Jan-2006 ~~354~~156,000.00 ~~354~~155,~~000~~973.0091 Group 2 ~~1004382466~~1004549108 MACA 9574.0038 01-Jan-2006 ~~351~~450,~~500~~000.00 ~~351~~449,~~490~~996.3251 Group 2 ~~1004390849~~1004600934 CA 8090.00 01-~~Dec~~Jan-~~2005~~2006 ~~640~~711,000.00 ~~640~~711,000.00 Group 2 ~~1004556901~~1004623731 CA 80.00 01-Jan-2006 ~~244~~340,000.00 ~~243~~339,999.9695 Group 2 ~~1004577853~~1004630661 AZIL 7990.9900 01-Jan-2006 ~~197~~85,~~213~~500.5900 ~~197~~85,~~213~~182.5904 Group 32 ~~0002219428~~1004688859 MACA 7088.0097 01-~~Nov~~Jan-~~2005~~2006 ~~350~~218,000.00 ~~348~~217,~~385~~999.3094 Group 32 ~~0002219446~~1004804420 CA 9080.00 01-~~Nov~~Jan-~~2005~~2006 ~~297~~184,000.00 ~~295~~184,~~398~~000.1300 Group 3 ~~0002222147~~0002195188 NCSC 6566.4700 01-~~Jan~~Oct-~~2006~~2005 ~~110~~132,000.00 ~~109~~132,~~790~~000.0300 Group 3 ~~0002223415~~0002213167 TXGA 7678.1400 01-~~Nov~~Dec-2005 ~~108~~156,~~500~~000.00 ~~108~~155,~~027~~337.4585 Group 3 ~~0002224492~~0002213239 ILCA 3970.8800 01-~~Nov~~Oct-2005 67303,~~000~~800.00 66301,~~763~~698.2152 Group 3 ~~0002226333~~0002225830 MDMI 7980.4600 01-~~Nov~~Dec-2005 ~~209~~160,000.00 ~~207~~159,~~782~~190.9546 Group 3 ~~0002234606~~0002232522 WIFL 8577.0005 01-Nov-2005 87112,~~550~~500.00 87111,~~280~~886.6672 Group 3 ~~1002569376~~0002233045 TX 80100.00 01-~~Nov~~Dec-2005 ~~196~~82,~~000~~500.00 ~~195~~82,~~194~~218.6301 Group 3 ~~1002599049~~0002233838 FLSC 8470.9383 01-~~Aug~~Dec-2005 ~~141~~131,~~000~~750.00 ~~140~~131,~~226~~149.8060 Group 3 ~~1002736123~~1002841982 FLIL 3279.8782 01-Nov-2005 75227,~~900~~500.00 75225,~~524~~707.8860 Group 3 ~~1003056463~~1002968532 MENJ 7185.9600 01-Nov-2005 95327,~~000~~250.00 94325,~~587~~424.0065 Group 3 ~~1003067406~~1003051663 NJFL 8085.00 01-~~Nov~~Oct-2005 ~~276~~573,~~000~~750.00 ~~274~~573,~~599~~740.6281 Group 3 ~~1003217566~~1003138759 CAWI 8085.00 01-~~Oct~~Dec-2005 ~~192~~119,~~000~~850.00 ~~190~~119,~~557~~330.9386 Group 3 ~~1003351893~~1003152117 CANJ 74.4407 01-~~Oct~~Dec-2005 ~~201~~200,000.00 ~~201~~198,~~000~~962.0008 Group 3 ~~1003414139~~1003336946 GANJ 88100.6000 01-~~Nov~~Oct-2005 ~~412~~247,~~000~~900.00 ~~412~~246,~~000~~665.0013 Group 3 ~~1003472058~~1003349246 CANJ 7980.4600 01-~~Nov~~Oct-2005 ~~298~~264,~~000~~800.00 ~~298~~264,~~000~~800.00 Group 3 ~~1003475215~~1003379285 ILCT 80.00 01-~~Oct~~Nov-2005 ~~420~~160,000.00 ~~417~~159,~~831~~209.0708 Group 3 ~~1003479293~~1003380488 NJFL 80.00 01-Nov-2005 ~~164~~268,000.00 ~~163~~266,~~312~~232.9718 Group 3 ~~1003543268~~1003483331 CAMD 80.00 01-Nov-2005 ~~459~~264,~~200~~000.00 ~~457~~262,~~483~~229.6256 Group 3 ~~1003557421~~1003495104 OHWA 7095.5100 01-~~Nov~~Oct-2005 55303,~~000~~050.00 54300,~~807~~477.6339 Group 3 ~~1003567553~~1003504951 ILCA 7990.9900 01-Nov-2005 ~~301~~203,~~491~~400.00 ~~299~~202,~~956~~271.7508 Group 3 ~~1003568268~~1003506520 FLWI 95.00 01-Nov-2005 ~~237~~104,500.00 ~~236~~103,~~754~~915.6259 Group 3 ~~1003568963~~1003513843 GATN 9085.00 01-Nov-2005 ~~113~~162,~~400~~775.00 ~~113~~161,~~003~~889.3398 Group 3 ~~1003583465~~1003515182 CASC 80.00 01-Nov-2005 ~~492~~116,~~000~~264.00 ~~490~~115,~~055~~647.6612 Group 3 ~~1003594658~~1003531681 MDMN 7580.00 01-Nov-2005 ~~131~~132,~~250~~000.00 131,~~250~~327.0035 Group 3 ~~1003643542~~1003612665 FLNY 85100.00 01-Nov-2005 ~~161~~375,~~500~~000.00 ~~160~~373,~~701~~712.1894 Group 3 ~~1003671039~~1003622985 WINY 8547.0042 01-Nov-2005 55230,~~250~~000.00 55230,~~095~~000.4100 Group 3 ~~1003677097~~1003624643 NJFL 8574.0066 01-Nov-2005 ~~132~~168,~~600~~000.00 ~~132~~168,~~160~~000.6300 Group 3 ~~1003691847~~1003625125 NJAK 8578.26 01-Nov-2005 180,000.00 180,000.00 Group 3 1003657536 MD 75.44 01-Nov-2005 ~~361~~339,~~250~~500.00 ~~359~~337,~~983~~596.0383 Group 3 ~~1003723331~~1003674857 NJMI 9590.00 01-Nov-2005 ~~399~~127,~~000~~800.00 ~~396~~127,~~806~~777.2819 Group 3 ~~1003746316~~1003685827 MAWA 80.00 01-Nov-2005 ~~288~~424,000.00 ~~287~~421,~~105~~646.4777 Group 3 ~~1003790464~~1003691874 MAMD 6380.0900 01-Nov-2005 ~~530~~188,000.00 ~~526~~186,~~788~~704.3354 Group 3 ~~1003801121~~1003709865 NJ 9085.00 01-Dec-2005 ~~292~~85,~~500~~000.00 ~~292~~84,~~500~~616.0056 Group 3 ~~1003803986~~1003715778 NM 80.00 01-Nov-2005 ~~115~~108,~~192~~800.00 ~~114~~108,~~686~~096.2315 Group 3 ~~1003820529~~1003715858 MDFL 7385.8000 01-Nov-2005 ~~262~~221,000.00 ~~261~~219,~~999~~395.9484 Group 3 ~~1003852281~~1003748494 GAMD 90.00 01-Dec-2005 ~~122~~72,~~400~~000.00 ~~122~~71,~~400~~691.0020 Group 3 ~~1003873491~~1003751416 FLCA 9573.33 01-Dec-2005 550,000.00 546,394.01 Group 3 1003763911 MA 62.50 01-Nov-2005 ~~166,~~250,000.00 ~~165~~249,~~482~~954.9751 Group 3 ~~1003882212~~1003764885 CAGA 6380.1500 01-Nov-2005 ~~120~~153,~~000~~600.00 ~~119~~152,~~966~~816.9118 Group 3 ~~1003897199~~1003767668 MAFL 4579.9038 01-Dec-2005 ~~202~~258,000.00 ~~202~~258,000.00 Group 3 ~~1003907302~~1003774525 NMNJ 9585.00 01-Nov-2005 ~~116~~425,~~850~~000.00 ~~116~~422,~~850~~660.02 Group 3 1003780457 ME 80.00 01-Dec-2005 396,000.00 394,098.61 Group 3 ~~1003909088~~1003789421 FL 8090.00 01-Dec-2005 ~~159~~137,~~200~~790.00 ~~159~~137,~~200~~319.07 Group 3 1003816400 MA 80.00 01-Nov-2005 444,000.00 441,345.09 Group 3 ~~1003941195~~1003890800 CAMA 80.00 01-~~Dec~~Nov-2005 ~~450~~260,~~769~~000.6000 ~~450~~260,~~769~~000.5600 Group 3 ~~1003983014~~1003944726 NYCA 8979.99 01-~~Jan~~Dec-~~2006~~2005 ~~195~~286,758.00 286,757.93 Group 3 1003965230 MD 95.00 01-Dec-2005 166,250.00 ~~194~~165,~~739~~451.0972 Group 3 ~~1003989893~~1003984424 CANJ 80.00 01-Dec-2005 ~~412~~408,~~000~~800.00 ~~410~~407,~~731~~064.6078 Group 3 ~~1004020874~~1003992745 WANC 90.00 01-Dec-2005 88138,~~065~~600.00 87137,~~866~~749.9535 Group 3 ~~1004024558~~1004049274 VACA 8990.9700 01-Dec-2005 ~~440~~427,~~000~~500.00 ~~437~~427,~~724~~500.1700 Group 3 ~~1004044803~~1004082744 VAWI 8390.9600 01-Jan-2006 ~~445~~76,~~000~~500.00 ~~445~~76,200.70 Group 3 1004123219 NJ 66.19 01-Dec-2005 235,000.00 233,473.90 Group 3 ~~1004081905~~1004130434 NJCA 80.00 01-~~Nov~~Dec-2005 ~~716~~520,000.00 ~~716~~519,~~000~~999.93 Group 3 1004130871 SC 85.00 01-Jan-2006 143,650.00 143,017.92 Group 3 ~~1004095240~~1004165021 NJAR 7585.00 01-Dec-2005 ~~189~~54,~~000~~400.00 ~~188~~54,~~350~~076.8910 Group 3 ~~1004152963~~1004197755 MAIL 90.00 01-Jan-2006 ~~144~~67,~~000~~050.00 ~~143~~66,~~659~~820.7366 Group 3 ~~1004199021~~1004332582 ILMI 8890.00 01-Jan-2006 ~~110~~170,~~000~~910.00 ~~109~~170,~~698~~213.7586 Group 3 ~~1004251482~~1004396825 MNFL 8870.3000 01-~~Dec~~Jan-~~2005~~2006 ~~234~~171,~~000~~500.00 ~~233~~171,~~266~~500.1200 Group 3 ~~1004503861~~1004409795 NCOR 9580.00 01-Jan-2006 93146,~~100~~320.00 92146,~~930~~319.2694 Group 3 ~~1004626603~~1004416000 NJIL 90.00 01-Jan-2006 ~~279~~56,250.00 55,996.78 Group 3 1004424803 CA 83.23 01-Jan-2006 283,000.00 ~~278~~282,~~438~~999.6398 Group 3 ~~1004692336~~1004473386 ILFL 9080.00 01-Jan-2006 ~~265~~304,000.00 302,604.39 Group 3 1004544933 MD 85.00 01-Dec-2005 195,500.00 ~~264~~194,~~739~~845.1675 Group 3 1004592051 SC 80.00 01-Dec-2005 91,860.00 91,860.00 Group 3 1004733202 IA 80.00 01-Jan-2006 83,200.00 82,898.35

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning Group 1 ~~0002226062~~0002233254 Repurchase 4 6.750% 360 6 Group 1 1003244643 Loan Paid in Full 0 611.~~250~~700% 360 57 Group 1 ~~1003375163~~1003572921 Repurchase 0 11.450% 360 6 Group 1 1003652489 Loan Paid in Full 0 59.~~990~~050% 360 67 Group 1 ~~1003836040~~1003659730 Loan Paid in Full 0 118.~~700~~250% 360 47 Group 1 ~~1004124478~~1003805680 Loan Paid in Full 0(1) 98.~~050~~500% 360 47 Group 1 ~~1004468392~~1003944995 Loan Paid in Full 0 611.~~300~~600% 360 36 Group 21 ~~1002919505~~1003975595 Loan Paid in Full 0 7.~~875~~975% 360 5 Group 21 ~~1003005152~~1004116101 Loan Paid in Full 0 8.~~600~~900% 360 6 Group 21 ~~1003616992~~1004157771 Loan Paid in Full 0 78.~~550~~325% ~~360~~180 56 Group 21 ~~1003654673~~1004368099 Loan Paid in Full ~~(1)~~0 611.~~900~~800% 360 5 Group 21 ~~1003675598~~1004406681 Loan Paid in Full ~~(2)~~0 58.~~700~~150% 360 56 Group 2 ~~1003688977~~0002235760 Loan Paid in Full 0 6.~~900~~400% 360 56 Group 2 ~~1003734212~~1003079484 Loan Paid in Full 03 7.~~075~~500% 360 59 Group 2 ~~1003737638~~1003429944 Loan Paid in Full 0 8.~~450~~425% 360 56 Group 2 ~~1003762618~~1003437070 Loan Paid in Full 0 6.~~600~~800% 360 58 Group 2 ~~1003773562~~1003477687 Loan Paid in Full 0 67.~~450~~600% 360 57 Group 2 ~~1003784587~~1003659927 Loan Paid in Full 0 76.~~000~~990% 360 57 Group 2 ~~1003790525~~1003661825 Loan Paid in Full 0 58.~~900~~700% 360 57 Group 2 ~~1003793773~~1003666768 Loan Paid in Full 0 6.~~450~~800% 360 57 Group 2 ~~1003804379~~1003694256 Loan Paid in Full 0 7.~~000~~300% 360 57 Group 2 ~~1003814732~~1003710185 Loan Paid in Full 0 97.~~025~~400% 360 57 Group 2 ~~1003869246~~1003759365 Loan Paid in Full 0(1) 58.~~990~~500% 360 56 Group 2 ~~1003896500~~1003803094 Loan Paid in Full 0 68.250% 360 7 Group 2 1003806652 Repurchase 4 6.700% 360 6 Group 2 ~~1003924070~~1003812574 Loan Paid in Full 10 87.~~650~~300% 360 46 Group 2 ~~1003928842~~1003815820 Loan Paid in Full 0 76.~~990~~650% 360 47 Group 2 ~~1003936904~~1003827899 Loan Paid in Full 0 6.~~990~~050% 360 47 Group 2 ~~1003988019~~1003836193 Loan Paid in Full 0 65.~~990~~800% 360 47 Group 2 ~~1004043494~~1003843942 Loan Paid in Full 0 57.~~990~~250% 360 7 Group 2 1003856615 Repurchase 4 7.850% 360 6 Group 2 ~~1004092467~~1003896289 Loan Paid in Full 0 7.~~650~~750% 360 47 Group 2 ~~1004183083~~1003956455 Loan Paid in Full 0 67.~~625~~375% 360 36 Group 2 ~~1004211711~~1003974738 Loan Paid in Full 0 96.~~800~~750% 360 46 Group 2 ~~1004286775~~1004010812 Loan Paid in Full 0 76.~~950~~500% 360 46 Group 2 ~~1004334740~~1004060125 Repurchase 0 8.550% 360 6 Group 2 1004073497 Loan Paid in Full 0 67.~~850~~700% 360 36 Group 2 ~~1004382466~~1004195249 Loan Paid in Full 0 7.~~750~~950% 360 36 Group 2 ~~1004390849~~1004271120 Loan Paid in Full 10 8.~~250~~050% 360 46 Group 2 ~~1004556901~~1004352140 Loan Paid in Full 0 7.~~990~~175% 360 35 Group 2 ~~1004577853~~1004353112 Loan Paid in Full 0 79.~~450~~750% 360 35 Group 32 ~~0002219428~~1004445559 Loan Paid in Full 0 7.~~400~~250% 360 5 Group 32 ~~0002219446~~1004546423 Loan Paid in Full 0 67.~~600~~675% 360 5 Group 32 ~~0002222147~~1004549108 Loan Paid in Full 0 9.~~750~~100% 360 35 Group 32 ~~0002223415~~1004600934 Loan Paid in Full ~~(1)~~0 7.~~700~~850% 360 5 Group 32 ~~0002224492~~1004623731 Loan Paid in Full 0 6.400% 360 5 Group 2 1004630661 Loan Paid in Full (1) 8.~~725~~475% 360 5 Group 32 ~~0002226333~~1004688859 Loan Paid in Full 0 68.~~200~~000% 360 5 Group 32 ~~0002234606~~1004804420 Loan Paid in Full 0 9.~~400~~600% 360 5 Group 3 ~~1002569376~~0002195188 Loan Paid in Full 0 7.~~990~~050% 360 58 Group 3 ~~1002599049~~0002213167 Loan Paid in Full 0 8.600% 360 86 Group 3 ~~1002736123~~0002213239 Loan Paid in Full 0 7.~~050~~450% 360 58 Group 3 ~~1003056463~~0002225830 Repurchase 4 8.200% 360 6 Group 3 0002232522 Loan Paid in Full 0 8.040% 360 7 Group 3 0002233045 Repurchase 4 9.~~700~~650% 360 56 Group 3 ~~1003067406~~0002233838 Loan Paid in Full 0 8.250% 360 6 Group 3 1002841982 Loan Paid in Full 0 6.~~925~~150% 360 57 Group 3 ~~1003217566~~1002968532 Loan Paid in Full 0 57.~~750~~925% 360 7 Group 3 1003051663 Loan Paid in Full 0 6.350% 360 8 Group 3 ~~1003351893~~1003138759 Loan Paid in Full 0 58.~~700~~500% 360 6 Group 3 ~~1003414139~~1003152117 Loan Paid in Full 0 7.~~175~~600% 360 56 Group 3 ~~1003472058~~1003336946 Loan Paid in Full 0 59.~~625~~150% 360 58 Group 3 ~~1003475215~~1003349246 Loan Paid in Full 0 7.~~625~~488% 360 68 Group 3 ~~1003479293~~1003379285 Loan Paid in Full 0 68.~~950~~525% 360 57 Group 3 ~~1003543268~~1003380488 Loan Paid in Full ~~(1)~~0 87.~~450~~075% 360 57 Group 3 ~~1003557421~~1003483331 Loan Paid in Full 0 86.~~775~~990% 360 57 Group 3 ~~1003567553~~1003495104 Loan Paid in Full 0 6.~~900~~600% 360 58 Group 3 ~~1003568268~~1003504951 Loan Paid in Full 0 97.~~300~~950% 360 57 Group 3 ~~1003568963~~1003506520 Loan Paid in Full 0 8.~~775~~225% 360 57 Group 3 ~~1003583465~~1003513843 Loan Paid in Full 0 8.425% 360 7 Group 3 1003515182 Loan Paid in Full 0 8.175% 360 57 Group 3 ~~1003594658~~1003531681 Loan Paid in Full 0 8.375% 360 7 Group 3 1003612665 Loan Paid in Full 0 10.~~250~~550% 360 57 Group 3 ~~1003643542~~1003622985 Loan Paid in Full 0 6.750% 360 7 Group 3 1003624643 Loan Paid in Full (1) 8.300% 360 57 Group 3 ~~1003671039~~1003625125 Loan Paid in Full (1) 6.500% 360 7 Group 3 1003657536 Loan Paid in Full 0 97.~~850~~900% 360 57 Group 3 ~~1003677097~~1003674857 Loan Paid in Full 0 9.~~038~~013% 360 57 Group 3 ~~1003691847~~1003685827 Loan Paid in Full 0 97.~~400~~950% 360 57 Group 3 ~~1003723331~~1003691874 Loan Paid in Full 0 6.~~500~~850% 360 57 Group 3 ~~1003746316~~1003709865 Repurchase 4 8.300% 360 6 Group 3 1003715778 Loan Paid in Full 0 97.~~350~~175% 360 57 Group 3 ~~1003790464~~1003715858 Loan Paid in Full 0 56.~~990~~580% 360 57 Group 3 ~~1003801121~~1003748494 Loan Paid in Full 0 78.~~325~~550% 360 46 Group 3 ~~1003803986~~1003751416 Loan Paid in Full 0 76.~~650~~400% 360 56 Group 3 ~~1003820529~~1003763911 Loan Paid in Full 0 6.~~850~~990% 360 57 Group 3 ~~1003852281~~1003764885 Loan Paid in Full 0 8.775% 360 7 Group 3 1003767668 Repurchase 0 7.~~025~~550% 360 46 Group 3 ~~1003873491~~1003774525 Loan Paid in Full (1) 7.990% 360 7 Group 3 1003780457 Loan Paid in Full 0 7.~~400~~990% 360 56 Group 3 ~~1003882212~~1003789421 Loan Paid in Full (1) 9.650% 360 6 Group 3 1003816400 Loan Paid in Full 0 7.~~350~~575% 360 57 Group 3 ~~1003897199~~1003890800 Loan Paid in Full 0 6.~~925~~700% 360 47 Group 3 ~~1003907302~~1003944726 Loan Paid in Full 0 87.~~790~~900% 360 56 Group 3 ~~1003909088~~1003965230 Loan Paid in Full 0 7.~~900~~990% 360 46 Group 3 ~~1003941195~~1003984424 Loan Paid in Full 0 8.~~250~~600% 360 46 Group 3 ~~1003983014~~1003992745 Loan Paid in Full 0 86.~~175~~750% 360 6 Group 3 1004049274 Loan Paid in Full 0 6.750% 360 6 Group 3 ~~1003989893~~1004082744 Loan Paid in Full 0 58.~~800~~225% 360 45 Group 3 ~~1004020874~~1004123219 Loan Paid in Full 0 106.~~000~~450% 360 46 Group 3 ~~1004024558~~1004130434 Loan Paid in Full 0 56.850% 360 46 Group 3 ~~1004044803~~1004130871 Loan Paid in Full (1) 8.425% 360 5 Group 3 1004165021 Loan Paid in Full 0 76.~~500~~900% 360 6 Group 3 1004197755 Loan Paid in Full (1) 8.975% 360 5 Group 3 ~~1004081905~~1004332582 Loan Paid in Full 0 78.~~225~~025% 360 5 Group 3 ~~1004095240~~1004396825 Loan Paid in Full 0 78.~~950~~475% 360 45 Group 3 ~~1004152963~~1004409795 Loan Paid in Full 0 8.~~675~~350% 360 35 Group 3 ~~1004199021~~1004416000 Loan Paid in Full 0(2) 7.~~950~~525% 360 35 Group 3 ~~1004251482~~1004424803 Loan Paid in Full 0 85.~~400~~950% 360 45 Group 3 ~~1004503861~~1004473386 Loan Paid in Full 03 107.~~050~~425% 360 35 Group 3 ~~1004626603~~1004544933 Loan Paid in Full 0 9.~~450~~750% 360 36 Group 3 ~~1004692336~~1004592051 Loan Paid in Full 0 97.~~450~~388% 360 6 Group 3 1004733202 Loan Paid in Full 0 8.600% 360 5

Prepayment - Voluntary Prepayments

Summary SMM CPR PSA Current Month 1.~~713~~912% Current Month 1820.~~726~~679% Current Month 21,~~137~~621.~~655~~375% 3 Month Average 01.~~000~~635% 3 Month Average 017.~~000~~914% 3 Month Average 01,697.~~000~~356% 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 9.632% N/A Mar-2006 1,423.550% N/A Apr-2006 18.726% N/A Apr-2006 2,137.655% N/A May-2006 14.338% N/A May-2006 1,333.037% N/A Jun-2006 20.679% N/A Jun-2006 1,621.375% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 1 SMM CPR PSA Current Month 0.~~521~~845% Current Month 69.~~082~~679% Current Month ~~714~~773.~~589~~540% 3 Month Average 0.~~000~~625% 3 Month Average 07.~~000~~231% 3 Month Average 0684.~~000~~182% 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~~Jul-2005 N/A N/A ~~May~~Jul-2005 N/A N/A ~~Jun~~Aug-2005 N/A N/A ~~Jun~~Aug-2005 N/A N/A ~~Jul~~Sep-2005 N/A N/A ~~Jul~~Sep-2005 N/A N/A ~~Aug~~Oct-2005 N/A N/A ~~Aug~~Oct-2005 N/A N/A ~~Sep~~Nov-2005 N/A N/A ~~Sep~~Nov-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Jan~~Mar-2006 ~~N/A~~5.762% N/A ~~Jan~~Mar-2006 ~~N/A~~884.191% N/A ~~Feb~~Apr-2006 ~~N/A~~6.082% N/A ~~Feb~~Apr-2006 ~~N/A~~714.589% N/A ~~Mar~~May-2006 5.~~762~~933% N/A ~~Mar~~May-2006 ~~884~~564.~~191~~417% N/A ~~Apr~~Jun-2006 69.~~082~~679% N/A ~~Apr~~Jun-2006 ~~714~~773.~~589~~540% 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 12.~~926~~037% Current Month 2021.~~816~~887% Current Month 21,~~382~~717.~~460~~783% 3 Month Average 01.~~000~~682% 3 Month Average 018.~~000~~312% 3 Month Average 01,746.~~000~~543% 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 10.454% N/A Mar-2006 1,551.223% N/A Apr-2006 20.816% N/A Apr-2006 2,382.460% N/A May-2006 12.232% N/A May-2006 1,139.384% N/A Jun-2006 21.887% N/A Jun-2006 1,717.783% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 3 SMM CPR PSA Current Month 12.~~885~~124% Current Month 2022.~~412~~713% Current Month 21,~~306~~769.~~572~~525% 3 Month Average 01.~~000~~890% 3 Month Average 020.~~000~~443% 3 Month Average 01,918.~~000~~393% 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 10.059% N/A Mar-2006 1,466.762% N/A Apr-2006 20.412% N/A Apr-2006 2,306.572% N/A May-2006 18.205% N/A May-2006 1,679.084% N/A Jun-2006 22.713% N/A Jun-2006 1,769.525% 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))

Repurchases Current Loan Scheduled Current Current Number Balance Rate Payment No0002225830 ~~Repurchases~~159,370.88 ~~this~~8.200% ~~Period~~0.00 0002233045 82,259.27 9.650% 0.00 0002233254 193,580.42 6.750% 0.00 1003572921 48,902.67 11.450% 0.00 1003709865 84,672.48 8.300% 0.00 1003767668 258,000.00 7.550% 0.00 1003806652 344,000.00 6.700% 0.00 1003856615 201,600.00 7.850% 0.00 1004060125 83,000.00 8.550% 0.00

Interest Rate Stratification Summary Group 1 Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 5.500 10 3,~~040~~038,~~069~~019.5707 0.~~217~~224 0 0.00 0.000 5.500 5.999 ~~322~~311 9290,~~966~~174,~~211~~250.5529 6.~~625~~641 28 6,~~209~~193,~~198~~918.9395 3.~~180~~222 6.000 6.499 ~~815~~804 ~~217~~213,~~460~~820,~~869~~024.5371 15.~~496~~747 ~~243~~242 5655,~~167~~890,~~225~~019.2871 2829.~~770~~074 6.500 6.999 1,~~496~~469 ~~370~~363,~~924~~287,~~062~~135.8236 26.~~431~~755 ~~296~~295 54,~~775~~472,~~976~~460.4302 28.~~057~~336 7.000 7.499 1,~~109~~081 ~~245~~238,~~941~~626,~~579~~552.8575 17.~~525~~574 150 23,~~608~~562,~~190~~593.1432 12.~~093~~257 7.500 7.999 1,~~071~~031 ~~216~~206,~~977~~359,~~884~~949.9812 15.~~461~~198 ~~139~~136 18,~~459~~082,~~611~~732.2264 9.~~455~~407 8.000 8.499 ~~617~~582 ~~105~~99,~~526~~286,~~830~~777.8039 7.~~520~~312 8885 9,~~896~~105,~~866~~384.4516 54.~~069~~737 8.500 8.999 ~~534~~517 8178,~~663~~359,~~067~~815.2198 5.~~819~~771 8683 87,~~470~~959,~~572~~792.1168 4.~~339~~141 9.000 9.499 ~~258~~250 3332,~~771~~010,~~905~~487.0583 2.~~407~~357 6159 54,~~086~~851,~~752~~890.0862 2.~~606~~524 9.500 9.999 ~~205~~197 1817,~~938~~509,~~983~~204.3048 1.~~350~~290 8280 4,~~194~~045,~~890~~265.2893 2.~~149~~104 10.000 10.499 67 5,~~676~~670,~~042~~457.5175 0.~~404~~418 28 1,~~820~~818,~~411~~334.35 0.~~932~~946 10.500 10.999 5857 43,~~354~~976,~~464~~381.3963 0.~~310~~293 32 1,~~680~~678,~~289~~520.0567 0.~~861~~873 11.000 11.499 3432 1,~~982~~798,~~142~~336.4074 0.~~141~~132 2726 1,~~227~~178,~~933~~478.5342 0.~~629~~613 11.500 11.999 5855 2,~~985~~833,~~919~~845.9912 0.~~213~~209 5451 2,~~570~~419,~~963~~679.8234 1.~~317~~259 12.000 12.499 2019 ~~811~~727,~~509~~634.9075 0.~~058~~054 1918 ~~720~~636,~~014~~192.0252 0.~~369~~331 12.500 12.999 3 214,~~417~~303.8144 0.~~015~~016 3 214,~~417~~303.8144 0.~~110~~111 13.000 13.499 2 98,~~137~~089.4481 0.007 2 98,~~137~~089.4481 0.~~050~~051 13.500 13.999 1 27,~~078~~067.4835 0.002 1 27,~~078~~067.4835 0.014 >= 14.000 0 0.00 0.000 0 0.00 0.000 Total 6,~~680~~488 1,~~403~~357,~~361~~818,~~177~~333.5857 100.000 1,~~339~~319 ~~195~~192,~~228~~234,~~528~~723.4293 100.000

Interest Rate Stratification (continued) Group 2 Group 3 Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 5.500 3 997,~~112~~069.8865 0.~~188~~194 7 2,~~042~~040,~~956~~949.6942 0.~~302~~313 5.500 5.999 ~~125~~118 4038,~~510~~806,~~682~~458.0041 7.~~634~~548 ~~169~~165 4645,~~246~~173,~~330~~872.6293 6.~~826~~935 6.000 6.499 ~~248~~244 7271,~~707~~754,~~012~~079.1853 13.~~702~~956 ~~324~~318 8886,~~586~~175,~~632~~925.0747 13.~~075~~229 6.500 6.999 ~~545~~537 ~~163~~160,~~306~~781,~~688~~143.3062 3031.~~776~~271 ~~655~~637 ~~152~~148,~~841~~033,~~398~~531.0972 22.~~559~~725 7.000 7.499 ~~377~~368 ~~103~~100,~~301~~897,~~469~~663.3292 19.~~468~~624 ~~582~~563 ~~119~~114,~~031~~166,~~920~~295.3951 17.~~569~~526 7.500 7.999 ~~320~~305 8480,~~582~~194,~~851~~192.9903 15.~~940~~597 ~~612~~590 ~~113~~108,~~935~~083,~~421~~024.7745 16.~~817~~592 8.000 8.499 ~~132~~123 3230,~~092~~018,~~006~~093.6944 65.~~048~~838 ~~397~~374 6360,~~537~~163,~~957~~299.6679 9.~~378~~236 8.500 8.999 ~~100~~97 2221,~~474~~693,~~542~~367.3875 4.~~235~~219 ~~348~~337 5048,~~717~~706,~~952~~655.7255 7.~~486~~477 9.000 9.499 3835 65,~~369~~590,~~916~~240.2197 1.~~200~~087 ~~159~~156 2221,~~315~~568,~~236~~356.7624 3.~~294~~311 9.500 9.999 2118 32,~~183~~327,~~763~~980.6260 0.~~600~~453 ~~102~~99 11,~~560~~135,~~329~~957.4095 1.~~706~~709 10.000 10.499 7 553,~~630~~204.8752 0.~~104~~108 32 3,~~302~~298,~~000~~918.2988 0.~~487~~506 10.500 10.999 2 395,~~458~~137.0645 0.~~075~~077 2423 21,~~278~~902,~~717~~723.2851 0.~~336~~292 11.000 11.499 1 59,~~921~~880.3285 0.~~011~~012 65 ~~694~~559,~~287~~977.5547 0.~~102~~086 11.500 11.999 0 0.00 0.000 4 414,~~956~~165.1778 0.~~061~~064 12.000 12.499 1 91,~~495~~442.8823 0.~~017~~018 0 0.00 0.000 12.500 12.999 0 0.00 0.000 0 0.00 0.000 13.000 13.499 0 0.00 0.000 0 0.00 0.000 13.500 13.999 0 0.00 0.000 0 0.00 0.000 >= 14.000 0 0.00 0.000 0 0.00 0.000 Total 1,~~920~~859 ~~530~~514,~~626~~159,~~551~~954.7097 100.000 3,~~421~~310 ~~677~~651,~~506~~423,~~097~~654.4667 100.000

Filing Compare · Carrington Mortgage Loan Trust, Series 2006-NC1