10-D 1 opt06001_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: 333-126920-03 Option One Mortgage Loan Trust 2006-1 (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-126920 Option One Mortgage Acceptance Corporation (Exact name of depositor as specified in its charter) Option One Mortgage Corporation (Exact name of sponsor as specified in its charter) New York (State or other jurisdiction of incorporation or organization of the issuing entity) 54-2195518 54-2195519 54-2195520 54-2195521 54-2195522 54-2195523 (I.R.S. Employer Identification No.) c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Road Columbia, MD 21045 (Address of principal executive offices of the issuing entity) (Zip Code) (410) 884-2000 (Telephone number, including area code) Not Applicable (Former name, former address, if changed since last report) Registered/reporting pursuant to (check one) Title of Section Section Section Name of Exchange Class 12(b) 12(g) 15(d) (If Section 12(b)) I-A-1 _____ _____ __X___ ____________ II-A-1 _____ _____ __X___ ____________ II-A-2 _____ _____ __X___ ____________ II-A-3 _____ _____ __X___ ____________ II-A-4 _____ _____ __X___ ____________ M-1 _____ _____ __X___ ____________ M-10 _____ _____ __X___ ____________ M-11 _____ _____ __X___ ____________ M-2 _____ _____ __X___ ____________ M-3 _____ _____ __X___ ____________ M-4 _____ _____ __X___ ____________ M-5 _____ _____ __X___ ____________ M-6 _____ _____ __X___ ____________ M-7 _____ _____ __X___ ____________ M-8 _____ _____ __X___ ____________ M-9 _____ _____ __X___ ____________ C _____ _____ __X___ ____________ P _____ _____ __X___ ____________ R _____ _____ __X___ ____________ RX _____ _____ __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 Option One Mortgage Loan Trust 2006-1. 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 Option One Mortgage Loan Trust 2006-1, 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. Option One Mortgage Acceptance Corporation (Depositor) /s/ Philip Laren Philip Laren, Vice President Date: July 6, 2006 EXHIBIT INDEX Exhibit Number Description EX-99.1 Monthly report distributed to holders of Option One Mortgage Loan Trust 2006-1, relating to the June 26, 2006 distribution. EX-99.1 Option One Mortgage Loan Trust Asset Backed Certificates Distribution Date: 6/26/2006 Option One Mortgage Loan Trust Asset Backed Certificates Series Option One 2006-1 Contact: Customer Service - CTSLink Wells Fargo Bank, N.A. Securities Administration Services 7485 New Horizon Way Frederick, MD 21703 www.ctslink.com Telephone: (301) 815-6600 Fax: (301) 815-6660

Certificateholder Distribution Summary Class CUSIP Certificate Beginning Interest Pass-Through Certificate Distribution Rate Balance I-A-1 68389FKL7 5.~~17938~~30125% 1,~~341~~300,~~966~~496,~~630~~338.6206 56,~~792~~128,~~129~~227.2774 II-A-1 68389FKM5 5.~~02938~~15125% ~~490~~466,~~181~~809,~~925~~045.6918 2,~~054~~137,~~425~~466.9875 II-A-2 68389FKN3 5.~~08938~~21125% 200,550,000.00 ~~850~~928,~~562~~992.6317 II-A-3 68389FKP8 5.~~14938~~27125% 260,000,000.00 1,~~115~~218,~~699~~244.0044 II-A-4 68389FKQ6 5.~~25938~~38125% 89,740,000.00 ~~393~~429,~~313~~256.9733 M-1 68389FKR4 5.~~31938~~44125% 89,147,000.00 ~~395~~431,~~172~~174.3132 M-2 68389FKS2 5.~~33938~~46125% 80,081,000.00 ~~356~~388,~~319~~748.0777 M-3 68389FKT0 5.~~38938~~51125% 48,351,000.00 ~~217~~236,~~151~~866.5918 M-4 68389FKU7 5.~~47938~~60125% 42,307,000.00 ~~193~~210,~~180~~641.1185 M-5 68389FKV5 5.~~51938~~64125% 40,796,000.00 ~~187~~204,~~640~~569.5228 M-6 68389FKW3 5.~~60938~~73125% 27,197,000.00 ~~127~~138,~~131~~553.9261 M-7 68389FKX1 6.~~10938~~23125% 25,686,000.00 ~~130~~142,~~771~~271.2890 M-8 68389FKY9 6.~~35938~~48125% 21,153,000.00 ~~112~~121,~~099~~864.9778 M-9 68389FKZ6 7.~~25938~~38125% 25,686,000.00 ~~155~~168,~~387~~528.0370 M-10 68389FLA0 7.~~45938~~58125% 15,110,000.00 93101,~~926~~824.0361 M-11 68389FLB8 7.~~45938~~58125% 30,219,000.00 ~~187~~203,~~845~~642.8448 C OPT06001C 0.00000% 57,416,196.62 4,~~399~~271,~~508~~585.8463 P OPT06001P 0.00000% 100.00 ~~998~~1,~~292~~147,413.2782 R OPTION061R 0.00000% 0.00 0.00 RX OPTION061RX 0.00000% 0.00 0.00 Totals 2,~~885~~820,~~587~~744,~~852~~679.9386 1718,~~760~~609,~~557~~873.6336

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses I-A-1 4150,~~470~~671,~~292~~356.5647 0.00 1,~~300~~249,~~496~~824,~~338~~981.0659 4756,~~262~~799,~~421~~584.8321 0.00 II-A-1 2325,~~372~~493,~~880~~772.5174 0.00 ~~466~~441,~~809~~315,~~045~~272.1844 2527,~~427~~631,~~306~~239.49 0.00 II-A-2 0.00 0.00 200,550,000.00 ~~850~~928,~~562~~992.6317 0.00 II-A-3 0.00 0.00 260,000,000.00 1,~~115~~218,~~699~~244.0044 0.00 II-A-4 0.00 0.00 89,740,000.00 ~~393~~429,~~313~~256.9733 0.00 M-1 0.00 0.00 89,147,000.00 ~~395~~431,~~172~~174.3132 0.00 M-2 0.00 0.00 80,081,000.00 ~~356~~388,~~319~~748.0777 0.00 M-3 0.00 0.00 48,351,000.00 ~~217~~236,~~151~~866.5918 0.00 M-4 0.00 0.00 42,307,000.00 ~~193~~210,~~180~~641.1185 0.00 M-5 0.00 0.00 40,796,000.00 ~~187~~204,~~640~~569.5228 0.00 M-6 0.00 0.00 27,197,000.00 ~~127~~138,~~131~~553.9261 0.00 M-7 0.00 0.00 25,686,000.00 ~~130~~142,~~771~~271.2890 0.00 M-8 0.00 0.00 21,153,000.00 ~~112~~121,~~099~~864.9778 0.00 M-9 0.00 0.00 25,686,000.00 ~~155~~168,~~387~~528.0370 0.00 M-10 0.00 0.00 15,110,000.00 93101,~~926~~824.0361 0.00 M-11 0.00 0.00 30,219,000.00 ~~187~~203,~~845~~642.8448 0.00 C 0.00 0.00 57,416,196.62 4,~~399~~271,~~508~~585.8463 0.00 P 0.00 0.00 100.00 ~~998~~1,~~292~~147,413.2782 0.00 R 0.00 0.00 0.00 0.00 0.00 RX 0.00 0.00 0.00 0.00 0.00 Totals 6476,~~843~~165,~~173~~129.0721 0.00 2,~~820,~~744,~~679~~579,550.8665 8294,~~603~~775,~~730~~002.7057 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 I-A-1 1,424,974,000.00 1,~~341~~300,~~966~~496,~~630~~338.6206 0.00 4150,~~470~~671,~~292~~356.5647 0.00 0.00 II-A-1 543,510,000.00 ~~490~~466,~~181~~809,~~925~~045.6918 0.00 2325,~~372~~493,~~880~~772.5174 0.00 0.00 II-A-2 200,550,000.00 200,550,000.00 0.00 0.00 0.00 0.00 II-A-3 260,000,000.00 260,000,000.00 0.00 0.00 0.00 0.00 II-A-4 89,740,000.00 89,740,000.00 0.00 0.00 0.00 0.00 M-1 89,147,000.00 89,147,000.00 0.00 0.00 0.00 0.00 M-2 80,081,000.00 80,081,000.00 0.00 0.00 0.00 0.00 M-3 48,351,000.00 48,351,000.00 0.00 0.00 0.00 0.00 M-4 42,307,000.00 42,307,000.00 0.00 0.00 0.00 0.00 M-5 40,796,000.00 40,796,000.00 0.00 0.00 0.00 0.00 M-6 27,197,000.00 27,197,000.00 0.00 0.00 0.00 0.00 M-7 25,686,000.00 25,686,000.00 0.00 0.00 0.00 0.00 M-8 21,153,000.00 21,153,000.00 0.00 0.00 0.00 0.00 M-9 25,686,000.00 25,686,000.00 0.00 0.00 0.00 0.00 M-10 15,110,000.00 15,110,000.00 0.00 0.00 0.00 0.00 M-11 30,219,000.00 30,219,000.00 0.00 0.00 0.00 0.00 C 57,397,985.32 57,416,196.62 0.00 0.00 0.00 0.00 P 100.00 100.00 0.00 0.00 0.00 0.00 R 0.00 0.00 0.00 0.00 0.00 0.00 RX 0.00 0.00 0.00 0.00 0.00 0.00 Totals 3,021,905,085.32 2,~~885~~820,~~587~~744,~~852~~679.9386 0.00 6476,~~843~~165,~~173~~129.0721 0.00 0.00

Principal Distribution Statement (continued) Class Total Ending Ending Total Principal Certificate Certificate Principal Reduction Balance Percentage Distribution I-A-1 4150,~~470~~671,~~292~~356.5647 1,~~300~~249,~~496~~824,~~338~~981.0659 0.~~91264566~~87708617 4150,~~470~~671,~~292~~356.5647 II-A-1 2325,~~372~~493,~~880~~772.5174 ~~466~~441,~~809~~315,~~045~~272.1844 0.~~85887848~~81197268 2325,~~372~~493,~~880~~772.5174 II-A-2 0.00 200,550,000.00 1.00000000 0.00 II-A-3 0.00 260,000,000.00 1.00000000 0.00 II-A-4 0.00 89,740,000.00 1.00000000 0.00 M-1 0.00 89,147,000.00 1.00000000 0.00 M-2 0.00 80,081,000.00 1.00000000 0.00 M-3 0.00 48,351,000.00 1.00000000 0.00 M-4 0.00 42,307,000.00 1.00000000 0.00 M-5 0.00 40,796,000.00 1.00000000 0.00 M-6 0.00 27,197,000.00 1.00000000 0.00 M-7 0.00 25,686,000.00 1.00000000 0.00 M-8 0.00 21,153,000.00 1.00000000 0.00 M-9 0.00 25,686,000.00 1.00000000 0.00 M-10 0.00 15,110,000.00 1.00000000 0.00 M-11 0.00 30,219,000.00 1.00000000 0.00 C 0.00 57,416,196.62 1.00031728 0.00 P 0.00 100.00 1.00000000 0.00 R 0.00 0.00 0.00000000 0.00 RX 0.00 0.00 0.00000000 0.00 Totals 6476,~~843~~165,~~173~~129.0721 2,~~820,~~744,~~679~~579,550.8665 0.~~93343259~~90822824 6476,~~843~~165,~~173~~129.0721

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution I-A-1 1,424,974,000.00 ~~941~~912.~~74815163~~64566095 0.00000000 2935.~~10249068~~55949545 0.00000000 II-A-1 543,510,000.00 ~~901~~858.~~88207336~~87848463 0.00000000 4346.~~00358873~~90580254 0.00000000 II-A-2 200,550,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 II-A-3 260,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 II-A-4 89,740,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-1 89,147,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-2 80,081,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-3 48,351,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-4 42,307,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-5 40,796,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-6 27,197,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-7 25,686,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-8 21,153,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-9 25,686,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-10 15,110,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-11 30,219,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 C 57,397,985.32 1000.31728117 0.00000000 0.00000000 0.00000000 P 100.00 1000.00000000 0.00000000 0.00000000 0.00000000 R 0.00 0.00000000 0.00000000 0.00000000 0.00000000 RX 0.00 0.00000000 0.00000000 0.00000000 0.00000000

Principal Distribution Factors Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution I-A-1 0.00000000 2935.~~10249068~~55949545 ~~912~~877.~~64566095~~08616549 0.~~91264566~~87708617 2935.~~10249068~~55949545 II-A-1 0.00000000 4346.~~00358873~~90580254 ~~858~~811.~~87848463~~97268208 0.~~85887848~~81197268 4346.~~00358873~~90580254 II-A-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 II-A-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 II-A-4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-5 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-6 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-7 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-8 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-9 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-10 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-11 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 C 0.00000000 0.00000000 1000.31728117 1.00031728 0.00000000 P 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 RX 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 NOTE: Note: All Classes per $1,000 denomination

Interest Distribution Statement Class Accrual Accrual Current Beginning Current Payment of Dates Days Certificate Certificate/ Accrued Unpaid Interest Rate Notional Interest Shortfall (1) Balance I-A-1 0405/25/06 - 0506/2425/06 3032 5.~~17938~~30125% 1,~~341~~300,~~966~~496,~~630~~338.6206 56,~~792~~128,~~129~~227.2774 0.00 II-A-1 0405/25/06 - 0506/2425/06 3032 5.~~02938~~15125% ~~490~~466,~~181~~809,~~925~~045.6918 2,~~054~~137,~~425~~466.9875 0.00 II-A-2 0405/25/06 - 0506/2425/06 3032 5.~~08938~~21125% 200,550,000.00 ~~850~~928,~~562~~992.6317 0.00 II-A-3 0405/25/06 - 0506/2425/06 3032 5.~~14938~~27125% 260,000,000.00 1,~~115~~218,~~699~~244.0044 0.00 II-A-4 0405/25/06 - 0506/2425/06 3032 5.~~25938~~38125% 89,740,000.00 ~~393~~429,~~313~~256.9733 0.00 M-1 0405/25/06 - 0506/2425/06 3032 5.~~31938~~44125% 89,147,000.00 ~~395~~431,~~172~~174.3132 0.00 M-2 0405/25/06 - 0506/2425/06 3032 5.~~33938~~46125% 80,081,000.00 ~~356~~388,~~319~~748.0777 0.00 M-3 0405/25/06 - 0506/2425/06 3032 5.~~38938~~51125% 48,351,000.00 ~~217~~236,~~151~~866.5918 0.00 M-4 0405/25/06 - 0506/2425/06 3032 5.~~47938~~60125% 42,307,000.00 ~~193~~210,~~180~~641.1185 0.00 M-5 0405/25/06 - 0506/2425/06 3032 5.~~51938~~64125% 40,796,000.00 ~~187~~204,~~640~~569.5228 0.00 M-6 0405/25/06 - 0506/2425/06 3032 5.~~60938~~73125% 27,197,000.00 ~~127~~138,~~131~~553.9261 0.00 M-7 0405/25/06 - 0506/2425/06 3032 6.~~10938~~23125% 25,686,000.00 ~~130~~142,~~771~~271.2890 0.00 M-8 0405/25/06 - 0506/2425/06 3032 6.~~35938~~48125% 21,153,000.00 ~~112~~121,~~099~~864.9778 0.00 M-9 0405/25/06 - 0506/2425/06 3032 7.~~25938~~38125% 25,686,000.00 ~~155~~168,~~387~~528.0370 612,~~018~~846.2127 M-10 0405/25/06 - 0506/2425/06 3032 7.~~45938~~58125% 15,110,000.00 93101,~~926~~824.0361 610,~~058~~243.5915 M-11 0405/25/06 - 0506/2425/06 3032 7.~~45938~~58125% 30,219,000.00 ~~187~~203,~~845~~642.8448 1220,~~116~~485.7962 C N/A N/A 0.00000% 57,416,196.62 0.00 0.00 P N/A N/A 0.00000% 100.00 0.00 0.00 R N/A N/A 0.00000% 0.00 0.00 0.00 RX N/A N/A 0.00000% 0.00 0.00 0.00 Totals 1213,~~362~~190,~~756~~873.5291 2443,~~193~~575.5904

Interest Distribution Statement (continued) Class Current Non-Supported Total Remaining Ending Interest Interest Interest Unpaid Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance I-A-1 0.00 0.00 56,~~792~~128,~~129~~227.2774 0.00 1,~~300~~249,~~496~~824,~~338~~981.0659 II-A-1 0.00 0.00 2,~~054~~137,~~425~~466.9875 0.00 ~~466~~441,~~809~~315,~~045~~272.1844 II-A-2 0.00 0.00 ~~850~~928,~~562~~992.6317 0.00 200,550,000.00 II-A-3 0.00 0.00 1,~~115~~218,~~699~~244.0044 0.00 260,000,000.00 II-A-4 0.00 0.00 ~~393~~429,~~313~~256.9733 0.00 89,740,000.00 M-1 0.00 0.00 ~~395~~431,~~172~~174.3132 0.00 89,147,000.00 M-2 0.00 0.00 ~~356~~388,~~319~~748.0777 0.00 80,081,000.00 M-3 0.00 0.00 ~~217~~236,~~151~~866.5918 0.00 48,351,000.00 M-4 0.00 0.00 ~~193~~210,~~180~~641.1185 0.00 42,307,000.00 M-5 0.00 0.00 ~~187~~204,~~640~~569.5228 0.00 40,796,000.00 M-6 0.00 0.00 ~~127~~138,~~131~~553.9261 0.00 27,197,000.00 M-7 0.00 0.00 ~~130~~142,~~771~~271.2890 0.00 25,686,000.00 M-8 0.00 0.00 ~~112~~121,~~099~~864.9778 0.00 21,153,000.00 M-9 612,~~018~~846.2127 0.00 ~~155~~168,~~387~~528.0370 0.00 25,686,000.00 M-10 610,~~058~~243.5915 0.00 93101,~~926~~824.0361 0.00 15,110,000.00 M-11 1220,~~116~~485.7962 0.00 ~~187~~203,~~845~~642.8448 0.00 30,219,000.00 C 0.00 0.00 4,~~399~~271,~~508~~585.8463 0.00 57,416,196.62 P 0.00 0.00 ~~998~~1,~~292~~147,413.2782 0.00 100.00 R 0.00 0.00 0.00 0.00 0.00 RX 0.00 0.00 0.00 0.00 0.00 Totals 2443,~~193~~575.5904 0.00 1718,~~760~~609,~~557~~873.6336 0.00 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls,if applicable.

Interest Distribution Factors Statement Class Original Current Beginning Current Payment of Face Certificate Certificate/ Accrued Unpaid Interest Amount Rate Notional Interest Shortfall (1) Balance I-A-1 1,424,974,000.00 5.~~17938~~30125% ~~941~~912.~~74815163~~64566095 4.~~06472628~~30058916 0.00000000 II-A-1 543,510,000.00 5.~~02938~~15125% ~~901~~858.~~88207336~~87848463 3.~~77992306~~93270915 0.00000000 II-A-2 200,550,000.00 5.~~08938~~21125% 1000.00000000 4.~~24114999~~63222224 0.00000000 II-A-3 260,000,000.00 5.~~14938~~27125% 1000.00000000 4.~~29115000~~68555554 0.00000000 II-A-4 89,740,000.00 5.~~25938~~38125% 1000.00000000 4.~~38281669~~78333330 0.00000000 M-1 89,147,000.00 5.~~31938~~44125% 1000.00000000 4.~~43281670~~83666663 0.00000000 M-2 80,081,000.00 5.~~33938~~46125% 1000.00000000 4.~~44948327~~85444450 0.00000000 M-3 48,351,000.00 5.~~38938~~51125% 1000.00000000 4.~~49114992~~89888896 0.00000000 M-4 42,307,000.00 5.~~47938~~60125% 1000.00000000 4.~~56615005~~97888884 0.00000000 M-5 40,796,000.00 5.~~51938~~64125% 1000.00000000 45.~~59948328~~01444455 0.00000000 M-6 27,197,000.00 5.~~60938~~73125% 1000.00000000 45.~~67448322~~09444461 0.00000000 M-7 25,686,000.00 6.~~10938~~23125% 1000.00000000 5.~~09115004~~53888889 0.00000000 M-8 21,153,000.00 6.~~35938~~48125% 1000.00000000 5.~~29948329~~76111095 0.00000000 M-9 25,686,000.00 7.~~25938~~38125% 1000.00000000 6.~~04948338~~56111111 0.~~23429923~~50012731 M-10 15,110,000.00 7.~~45938~~58125% 1000.00000000 6.~~21615023~~73888882 0.~~40096559~~67790536 M-11 30,219,000.00 7.~~45938~~58125% 1000.00000000 6.~~21615010~~73888878 0.~~40096595~~67790529 C 57,397,985.32 0.00000% 1000.31728117 0.00000000 0.00000000 P 100.00 0.00000% 1000.00000000 0.00000000 0.00000000 R 0.00 0.00000% 0.00000000 0.00000000 0.00000000 RX 0.00 0.00000% 0.00000000 0.00000000 0.00000000

Interest Distribution Factors Statement (continued) Class Current Non-Supported Total Remaining Unpaid Ending Interest Interest Interest Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance I-A-1 0.00000000 0.00000000 4.~~06472628~~30058916 0.00000000 ~~912~~877.~~64566095~~08616549 II-A-1 0.00000000 0.00000000 3.~~77992306~~93270915 0.00000000 ~~858~~811.~~87848463~~97268208 II-A-2 0.00000000 0.00000000 4.~~24114999~~63222224 0.00000000 1000.00000000 II-A-3 0.00000000 0.00000000 4.~~29115000~~68555554 0.00000000 1000.00000000 II-A-4 0.00000000 0.00000000 4.~~38281669~~78333330 0.00000000 1000.00000000 M-1 0.00000000 0.00000000 4.~~43281670~~83666663 0.00000000 1000.00000000 M-2 0.00000000 0.00000000 4.~~44948327~~85444450 0.00000000 1000.00000000 M-3 0.00000000 0.00000000 4.~~49114992~~89888896 0.00000000 1000.00000000 M-4 0.00000000 0.00000000 4.~~56615005~~97888884 0.00000000 1000.00000000 M-5 0.00000000 0.00000000 45.~~59948328~~01444455 0.00000000 1000.00000000 M-6 0.00000000 0.00000000 45.~~67448322~~09444461 0.00000000 1000.00000000 M-7 0.00000000 0.00000000 5.~~09115004~~53888889 0.00000000 1000.00000000 M-8 0.00000000 0.00000000 5.~~29948329~~76111095 0.00000000 1000.00000000 M-9 0.~~23429923~~50012731 0.00000000 6.~~04948338~~56111111 0.00000000 1000.00000000 M-10 0.~~40096559~~67790536 0.00000000 6.~~21615023~~73888882 0.00000000 1000.00000000 M-11 0.~~40096595~~67790529 0.00000000 6.~~21615010~~73888878 0.00000000 1000.00000000 C 0.00000000 0.00000000 7674.~~64918578~~42048020 0.00000000 1000.31728117 P 0.00000000 0.00000000 ~~9982922~~11474138.~~70000000~~20000000 0.00000000 1000.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 RX 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls,if applicable. NOTE: Note: All Classes per $1,000 denomination

CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 8394,~~307~~196,~~807~~735.8407 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0.00 Servicer Advances 0.00 Gains & Subsequent Recoveries (Realized Losses) ~~(15,329~~0.~~71)~~00 Prepayment Penalties ~~998~~1,~~292~~147,413.2782 Swap/Cap Payments ~~539~~1,~~139~~608,539.0155 Total Deposits 8496,~~829~~952,~~909~~688.4144 Withdrawals Swap Payments 0.00 Reserve Funds and Credit Enhancements 0.00 Total Administration Fees 2,~~226~~177,~~178~~685.7187 Payment of Interest and Principal 8294,~~603~~775,~~730~~002.7057 Total Withdrawals (Pool Distribution Amount) 8496,~~829~~952,~~909~~688.4144 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

ADMINISTRATION FEES Gross Servicing Fee* ~~721~~705,~~396~~186.9517 PMI Insurer Fee payable to Radian Guaranty Inc 1,~~501~~468,~~174~~973.7877 Trustee Fee payable to Wells Fargo Bank, N.A 3,~~606~~525.9893 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees 2,~~226~~177,~~178~~685.7187 *Servicer Payees include: OPTION ONE

Reserve and Guaranty Funds Account Name Beginning Current Current Ending Balance Withdrawals Deposits Balance Reserve Fund 0.00 ~~998~~1,~~292~~147,413.2782 ~~998~~1,~~292~~147,413.2782 0.00 Hedge Funds Account Name Funds In (A) Funds Out(B) Net Amount(A - B) Swap Acct - Royal Bank of Scotland 1112,~~916~~727,~~370~~422.6144 11,~~377~~118,~~231~~882.6089 ~~539~~1,~~139~~608,539.0155

COLLATERAL STATEMENT Collateral Description Mixed Fixed & Arm Weighted Average Gross Coupon 7.~~678783~~674223% Weighted Average Net Coupon 7.~~378783~~374223% Weighted Average Pass-Through Rate 6.~~752480~~747793% Weighted Average Remaining Term ~~353~~352 Beginning Scheduled Collateral Loan Count 14,~~579~~297 Number Of Loans Paid In Full ~~282~~340 Ending Scheduled Collateral Loan Count 1413,~~297~~957 Beginning Scheduled Collateral Balance 2,~~885~~820,~~587~~744,~~852~~679.9386 Ending Scheduled Collateral Balance 2,~~820,~~744,~~679~~579,550.8665 Ending Actual Collateral Balance at 3031-~~Apr~~May-2006 2,~~821~~745,~~332~~270,~~231~~674.7762 Monthly P&I Constant 19,~~925~~471,~~258~~313.9235 Special Servicing Fee 0.00 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount ~~998~~1,~~292~~147,413.2782 Prepayment Penalty Paid Count *186 Realized Loss Amount ~~15,329~~0.7100 Cumulative Realized Loss 15,329.71 Scheduled Principal 1,~~460~~432,~~423~~126.93 Unscheduled Principal 6374,~~382~~733,~~749~~002.~~14 * This data is currently not provided for reporting.~~28

Significance Percentage 4.~~23636~~33636%

Group Level Collateral Statement Group Group 1 Group 2 Collateral Description Mixed ARM Mixed Fixed Weighted Average Coupon Rate 7.~~833538~~825774 7.~~973315~~968449 Weighted Average Net Rate 7.~~533538~~525774 7.~~673315~~668449 Pass-Through Rate 6.~~856616~~847461 7.~~027952~~023896 Weighted Average Remaining Term ~~349~~348 ~~354~~353 Record Date 0405/3031/2006 0405/3031/2006 Principal And Interest Constant 2,~~920~~864,~~837~~996.2252 8,~~773~~525,~~168~~183.7234 Beginning Loan Count 2,~~914~~865 6,~~804~~641 Loans Paid in Full 4957 ~~163~~211 Ending Loan Count 2,~~865~~808 6,~~641~~430 Beginning Scheduled Balance ~~401~~393,~~510~~863,~~448~~806.1829 1,~~225~~191,~~112~~283,~~495~~319.3909 Ending Scheduled Balance ~~393~~386,~~863~~462,~~806~~971.2974 1,~~191~~148,~~283~~012,~~319~~797.0917 Scheduled Principal ~~299~~296,~~797~~422.8837 ~~632~~614,~~995~~616.6258 Unscheduled Principal 7,~~346~~104,~~844~~412.0118 3342,~~196~~655,~~180~~905.6834 Scheduled Interest 2,~~621~~568,~~039~~574.3415 87,~~140~~910,~~173~~566.1076 Servicing Fees ~~100~~98,~~377~~465.6195 ~~306~~297,~~278~~820.1283 Master Servicing Fees 0.00 0.00 Trustee Fee ~~501~~492.8933 1,~~531~~489.3910 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee ~~225~~222,~~990~~143.8644 ~~656~~638,~~076~~381.2585 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest 2,~~294~~247,~~168~~472.9843 76,~~176~~972,~~287~~874.3498 Realized Loss Amount ~~15,329~~0.7100 0.00 Cumulative Realized Loss 15,329.71 0.00 Percentage of Cumulative Losses 0.0037 0.0000 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount *116,013.31 *634,190.64 Prepayment Penalty Paid Count *34 *112 Special Servicing Fee 0.00 0.00 * This data is currently not provided for reporting.

Group Level Collateral Statement Group Group 3 Group 4 Collateral Description Mixed ARM Mixed Fixed Weighted Average Coupon Rate 7.~~967692~~958538 7.~~183280~~182805 Weighted Average Net Rate 7.~~667692~~658538 6.~~883280~~882805 Pass-Through Rate 7.~~199239~~189936 6.~~260226~~258355 Weighted Average Remaining Term 352 353 ~~354~~ Record Date 0405/3031/2006 0405/3031/2006 Principal And Interest Constant 1,~~863~~847,~~652~~264.4784 6,~~367~~233,~~600~~868.5165 Beginning Loan Count 1,~~658~~641 3,~~203~~150 Loans Paid in Full 1720 5352 Ending Loan Count 1,~~641~~621 3,~~150~~098 Beginning Scheduled Balance ~~256~~253,~~051~~950,~~412~~592.4221 1981,~~002~~646,~~913,496~~962.9427 Ending Scheduled Balance ~~253~~250,~~950~~731,~~592~~320.2103 ~~981~~959,~~646~~372,~~962~~461.2771 Scheduled Principal 163,~~536~~035.8524 ~~364~~358,~~093~~052.5874 Unscheduled Principal 13,~~937~~056,~~283~~236.3694 2021,~~902~~916,~~441~~447.0982 Scheduled Interest 1,~~700~~684,~~115~~229.6260 65,~~003~~875,~~506~~815.9391 Servicing Fees 6463,~~012~~487.8565 ~~250~~245,~~728~~411.3774 Master Servicing Fees 0.00 0.00 Trustee Fee ~~320~~317.0644 1,~~253~~227.6406 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 9998,~~636~~850.6970 ~~519~~509,~~470~~597.9878 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,~~536~~521,~~146~~573.0281 5,~~232~~119,~~053~~579.9433 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 *38,434.89 *358,774.98 Prepayment Penalty Paid Count *10 *30 Special Servicing Fee 0.00 0.00 * This data is currently not provided for reporting.

Group Level Collateral Statement Group Total Collateral Description Mixed Fixed & Arm Weighted Average Coupon Rate 7.~~678783~~674223 Weighted Average Net Rate 7.~~378783~~374223 Pass-Through Rate 6.~~752480~~747793 Weighted Average Remaining Term ~~353~~352 Record Date 0405/3031/2006 Principal And Interest Constant 19,~~925~~471,~~258~~313.9235 Beginning Loan Count 14,~~579~~297 Loans Paid in Full ~~282~~340 Ending Loan Count 1413,~~297~~957 Beginning Scheduled Balance 2,~~885~~820,~~587~~744,~~852~~679.9386 Ending Scheduled Balance 2,~~820,~~744,~~679~~579,550.8665 Scheduled Principal 1,~~460~~432,~~423~~126.93 Unscheduled Principal 6374,~~382~~733,~~749~~002.1428 Scheduled Interest 18,~~464~~039,~~834~~186.9942 Servicing Fees ~~721~~705,~~396~~186.9517 Master Servicing Fees 0.00 Trustee Fee 3,~~606~~525.9893 FRY Amount 0.00 Special Hazard Fee 0.00 Other Fee 1,~~501~~468,~~174~~973.7877 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 1615,~~238~~861,~~656~~500.2855 Realized Loss Amount ~~15,329~~0.7100 Cumulative Realized Loss 15,329.71 Percentage of Cumulative Losses 0.0005 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount ~~998~~1,~~292~~147,413.2782 Prepayment Penalty Paid Count *186 Special Servicing Fee 0.00 * This data is currently not provided for reporting.

Additional Reporting - Deal Level Miscellaneous Reporting General Excess Available Amt 4,~~414~~271,~~838~~585.0780 Extra Principal Distribution Amt ~~15,329~~0.7100 Ovecollateralization Amt 57,416,196.62 Ovecollateralization Deficiency Amt ~~15,329~~0.7100 Ovecollateralization Release Amt 0.00 Ovecollateralization Target Amount 57,416,196.62 Stepdown Date 0.00 Trigger Event 0.00 Trigger Event Reporting Step Up Cumulative Loss Trigger Trigger Result Pass Threshold Value 0.01 Calculated Value 0.00 Step Up Enhancement Delinquency Trigger Trigger Result Pass Threshold Value 0.0809 Calculated Value 0.0102 Step Up Trigger Trigger Result Pass Threshold Value 0.00 Calculated Value 0.00

LOAN STATUS STRATIFICATION/CREDIT ENHANCEMENT STATEMENT DELINQUENT BANKRUPTCY FORECLOSURE REO Total No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 1215 43 0 1618 2,~~006~~467,~~386~~092.2714 1953,~~332,619~~341.2855 0.00 3,~~339~~420,~~005~~433.5569 30 Days ~~186~~256 45 280 0 ~~218~~261 3045,~~825~~452,~~760~~473.9802 ~~753~~1,~~989~~170,317.5733 50.00 0.00 46,~~110~~622,~~036~~790.9735 60 Days 90 1 55 0 146 13,776,025.68 106,732.20 10,639,587.96 0.00 3624,~~689~~522,~~787~~345.5284 6090 Days ~~123~~88 89 112 4 ~~247~~213 2115,~~029~~773,~~102~~291.6149 ~~921~~793,~~971~~121.2348 24,~~327~~880,~~893~~896.0510 496,109.62 4641,~~775~~943,~~076~~418.5169 90120 Days 1413 1 59 0 2023 2,~~586~~533,~~146~~169.4860 254,244.29 12,~~655~~257,~~153~~554.3601 0.00 45,~~495~~044,~~544~~967.1390 ~~120~~150 Days 4 0 0 0 4 689,395.62 0.00 0.00 0.00 689,395.62 ~~150~~180+ Days ~~0 0~~ 1 0 1 0~~.00~~ ~~0.00~~2 ~~541~~147,500.0050 0.00 541,500.00 ~~180+ Days~~ 0 ~~0 0 0 0 0~~.00 0689,000.0050 ~~0.00 0.00 0.00~~ Totals ~~327~~452 2531 ~~150~~180 4 ~~506~~667 5578,~~130~~371,~~405~~855.6991 34,~~936~~791,~~591~~507.3644 3239,~~967~~272,~~202~~879.6662 496,109.62 92122,~~530~~932,~~309~~352.3359 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.~~083934~~107473% 0.~~027978~~021495% 0.000000% 0.~~111912~~128968% 0.~~071115~~089867% 0.~~047234~~034727% 0.000000% 0.~~118349~~124594% 30 Days 1.~~300972~~834205% 0.~~027978~~035824% 0.~~195845~~000000% 0.000000% 1.~~524795~~870029% 1.~~092596~~655665% 0.~~026725~~042630% 0.~~181121~~000000% 0.000000% 1.~~300442~~698295% 60 Days 0.~~860320~~644838% 0.~~055956~~007165% 0.~~783381~~394067% 0.~~027978~~000000% 1.~~727635~~046070% 0.~~745361~~501809% 0.~~032679~~003888% 0.~~862284~~387561% 0.~~017584~~000000% 10.~~657907~~893258% 90 Days 0.~~097923~~630508% 0.~~006994~~064484% 0.~~034972~~802465% 0.~~000000~~028659% 01.~~139889~~526116% 0.~~091664~~574562% 0.~~009011~~028890% 0.~~058666~~906319% 0.~~000000~~018071% 01.~~159341~~527843% 120 Days 0.~~027978~~093143% 0.~~000000~~007165% 0.~~000000~~064484% 0.000000% 0.~~027978~~164792% 0.~~024435~~092274% 0.~~000000~~009261% 0.~~000000~~082234% 0.000000% 0.~~024435~~183769% 150 Days 0.~~000000~~028659% 0.000000% 0.~~006994~~000000% 0.000000% 0.~~006994~~028659% 0.~~000000~~025112% 0.000000% 0.~~019193~~000000% 0.000000% 0.~~019193~~025112% 180+ Days 0.~~000000~~007165% 0.000000% 0.~~000000~~007165% 0.000000% 0.~~000000~~014330% 0.~~000000~~005373% 0.000000% 0.~~000000~~019725% 0.000000% 0.~~000000~~025098% Totals 23.~~287193~~238518% 0.~~174862~~222111% 1.~~049171~~289675% 0.~~027978~~028659% 34.~~539204~~778964% 12.~~954056~~854795% 0.~~139530~~174537% 1.~~168498~~430565% 0.~~017584~~018071% 34.~~279667~~477968% NOTE: The data used to stratify the delinquencies for this report and the detail that follows is based on the Borrower's Due Date as determined at the end of the prepayment period, and the loan status type of BK, FC or REO as determined at the prior month end.

Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 1,~~460~~713,~~633~~810.4830

Delinquency Status By Groups DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 1 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 32 0 0 32 ~~368~~318,~~380~~182.4977 0.00 0.00 ~~368~~318,~~380~~182.4977 30 Days 2043 0 50 0 2543 13,~~415~~975,~~265~~699.2314 0.00 ~~695,404~~0.8500 0.00 23,~~110~~975,~~670~~699.0814 60 Days 2413 10 7 0 3220 1,~~913~~442,~~883~~432.73 ~~30,898~~0.0500 ~~979~~875,~~335~~131.7099 0.00 2,~~924~~317,~~117~~564.4872 90 Days 217 01 07 0 225 ~~130~~974,~~947~~467.2668 030,898.0005 0979,335.0070 0.00 ~~130~~1,~~947~~984,701.2643 120 Days 01 0 01 0 02 045,979.0078 0.00 084,967.0048 0.00 0130,947.0026 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 4674 43 1215 0 6292 36,~~460~~438,~~096~~579.2233 ~~399~~349,~~278~~080.5482 1,~~674~~939,~~740~~435.5517 0.00 58,~~534~~727,~~115~~095.3132 0-29 Days 0.~~104712~~071225% 0.000000% 0.000000% 0.~~104712~~071225% 0.~~093514~~082313% 0.000000% 0.000000% 0.~~093514~~082313% 30 Days 01.~~698080~~531339% 0.000000% 0.~~174520~~000000% 0.000000% 01.~~872600~~531339% 01.~~359267~~028504% 0.000000% 0.~~176529~~000000% 0.000000% 01.~~535797~~028504% 60 Days 0.~~837696~~462963% 0.~~034904~~000000% 0.~~244328~~249288% 0.000000% 10.~~116928~~712251% 0.~~485842~~373154% 0.~~007844~~000000% 0.~~248606~~226395% 0.000000% 0.~~742291~~599549% 90 Days 0.~~069808~~605413% 0.~~000000~~035613% 0.~~000000~~249288% 0.000000% 0.~~069808~~890313% 0.~~033241~~252093% 0.~~000000~~007993% 0.~~000000~~253352% 0.000000% 0.~~033241~~513438% 120 Days 0.~~000000~~035613% 0.000000% 0.~~000000~~035613% 0.000000% 0.~~000000~~071225% 0.~~000000~~011895% 0.000000% 0.~~000000~~021981% 0.000000% 0.~~000000~~033876% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 12.~~605585~~635328% 0.~~139616~~106838% 0.~~418848~~534188% 0.000000% 23.~~164049~~276353% 01.~~878350~~665646% 0.~~101357~~090306% 0.~~425135~~501727% 0.000000% 12.~~404843~~257679% 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 57 32 0 89 ~~928~~1,~~080~~271,511.2714 ~~797~~418,~~819~~541.2855 0.00 1,~~725~~690,~~899~~052.5569 30 Days ~~111~~137 45 200 0 ~~135~~142 1923,~~305~~027,~~207~~727.8838 ~~753~~1,~~989~~170,317.5733 ~~3,508,689~~0.7300 0.00 2324,~~567~~198,~~887~~044.1871 60 Days 5445 61 8140 30 ~~144~~86 97,~~537~~391,~~773~~887.8646 ~~827~~106,~~517~~732.2820 147,~~671~~304,~~149~~535.3577 ~~420,260~~0.5500 2514,~~456~~803,~~701~~155.0443 90 Days 835 07 81 3 0126 ~~11 1~~6,~~302~~687,~~637~~686.1022 0698,667.0053 ~~563~~14,~~416~~750,010.8071 0420,260.0055 122,~~866~~556,~~053~~625.9001 120 Days 27 0 05 0 212 ~~509~~989,~~000~~803.0057 0.00 0984,192.0067 0.00 ~~509~~1,~~000~~973,996.0024 150 Days 02 0 0 0 02 0509,000.00 0.00 0.00 0.00 0509,000.00 180+ Days 01 0 0 0 01 0147,500.0050 0.00 0.00 0.00 0147,500.0050 Totals ~~175~~227 1520 ~~107~~128 3 ~~300~~378 3038,~~654~~753,~~618~~605.8413 23,~~509~~247,~~587~~228.1220 1923,~~541~~457,~~075~~280.1670 420,260.55 5365,~~125~~878,~~541~~374.6758 0-29 Days 0.~~075290~~108865% 0.~~045174~~031104% 0.000000% 0.~~120464~~139969% 0.~~077885~~110723% 0.~~066953~~036446% 0.000000% 0.~~144838~~147169% 30 Days 12.~~671435~~130638% 0.~~060232~~077760% 0.~~301159~~000000% 0.000000% 2.~~032826~~208398% 12.~~620104~~005244% 0.~~063275~~101911% 0.~~294451~~000000% 0.000000% 12.~~977830~~107154% 60 Days 0.~~813131~~699844% 0.~~090348~~015552% 10.~~219696~~622084% 0.~~045174~~000000% 21.~~168348~~337481% 0.~~800415~~643682% 0.~~069446~~009294% 10.~~231211~~636076% 0.~~035269~~000000% 21.~~136341~~289052% 90 Days 0.~~120464~~544323% 0.~~000000~~108865% 01.~~045174~~259720% 0.~~000000~~046656% 01.~~165638~~959565% 0.~~109318~~582361% 0.~~000000~~060840% 01.~~047282~~284424% 0.~~000000~~036596% 01.~~156600~~964220% 120 Days 0.~~030116~~108865% 0.000000% 0.~~000000~~077760% 0.000000% 0.~~030116~~186625% 0.~~042716~~086192% 0.000000% 0.~~000000~~085703% 0.000000% 0.~~042716~~171895% 150 Days 0.~~000000~~031104% 0.000000% 0.000000% 0.000000% 0.~~000000~~031104% 0.~~000000~~044323% 0.000000% 0.000000% 0.000000% 0.~~000000~~044323% 180+ Days 0.~~000000~~015552% 0.000000% 0.000000% 0.000000% 0.~~000000~~015552% 0.~~000000~~012844% 0.000000% 0.000000% 0.000000% 0.~~000000~~012844% Totals 23.~~635145~~530327% 0.~~225870~~311042% 1.~~611203~~990669% 0.~~045174~~046656% 45.~~517392~~878694% 23.~~572553~~374646% 0.~~210606~~282767% 12.~~639898~~042649% 0.~~035269~~036596% 45.~~458326~~736658% 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 12 0 0 12 ~~112~~145,~~415~~940.6476 0.00 0.00 ~~112~~145,~~415~~940.6476 30 Days 2018 0 0 0 2018 2,~~172~~043,~~885~~168.3318 0.00 0.00 0.00 2,~~172~~043,~~885~~168.3318 60 Days 1914 10 1 0 2115 1,~~091~~003,~~435~~355.8342 ~~63,555~~0.9000 ~~599~~875,~~394~~729.8216 0.00 1,~~754~~879,~~386~~084.5558 90 Days 15 1 1 0 017 ~~2 62~~849,~~530~~624.6609 ~~254~~63,~~244~~555.2990 0599,394.0082 0.00 ~~316~~1,~~774~~512,574.9581 120 Days 2 01 0 0 23 ~~180~~202,~~395~~412.6209 0254,244.0029 0.00 0.00 ~~180~~456,~~395~~656.6238 150 Days 02 0 0 0 02 0180,395.0062 0.00 0.00 0.00 0180,395.0062 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 4251 34 12 0 4657 34,~~507~~278,~~247~~955.4440 ~~430~~463,~~215~~740.8395 ~~599~~1,~~394~~475,123.8298 0.00 46,~~536~~217,~~858~~820.0933 0-29 Days 0.~~060938~~123381% 0.000000% 0.000000% 0.~~060938~~123381% 0.~~044261~~058196% 0.000000% 0.000000% 0.~~044261~~058196% 30 Days 1.~~218769~~110426% 0.000000% 0.000000% 0.000000% 1.~~218769~~110426% 0.~~855518~~814749% 0.000000% 0.000000% 0.000000% 0.~~855518~~814749% 60 Days 10.~~157831~~863664% 0.~~060938~~000000% 0.~~060938~~061690% 0.000000% 10.~~279707~~925355% 0.~~429725~~400105% 0.~~025024~~000000% 0.~~235996~~349212% 0.000000% 0.~~690745~~749318% 90 Days 0.~~060938~~925355% 0.~~060938~~061690% 0.~~000000~~061690% 0.000000% 01.~~121877~~048735% 0.~~024620~~338802% 0.~~100102~~025344% 0.~~000000~~239019% 0.000000% 0.~~124722~~603165% 120 Days 0.~~121877~~123381% 0.~~000000~~061690% 0.000000% 0.000000% 0.~~121877~~185071% 0.~~071026~~080715% 0.~~000000~~101384% 0.000000% 0.000000% 0.~~071026~~182100% 150 Days 0.~~000000~~123381% 0.000000% 0.000000% 0.000000% 0.~~000000~~123381% 0.~~000000~~071936% 0.000000% 0.000000% 0.000000% 0.~~000000~~071936% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 23.~~559415~~146206% 0.~~182815~~246761% 0.~~060938~~123381% 0.000000% 23.~~803169~~516348% 1.~~380889~~706308% 0.~~169386~~184925% 0.~~235996~~588231% 0.000000% 12.~~786271~~479464% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 4 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 34 1 0 45 ~~597~~731,~~509~~457.8747 534,800.00 0.00 1,~~132~~266,~~309~~257.8747 30 Days 3558 0 30 0 3858 16,405,878.32 0.00 0.00 0.00 16,405,878.32 60 Days 18 0 7 0 25 3,~~932~~938,~~402~~350.5407 0.00 ~~905~~1,~~942~~584,191.3904 0.00 85,~~838~~522,~~344~~541.9311 6090 Days 2621 0 23 1 5045 87,~~486~~261,~~009~~513.1950 0.00 8,~~078~~552,~~013~~154.1887 75,849.07 1615,~~639~~889,~~871~~517.44 90120 Days 3 0 23 0 56 1,~~090~~294,~~031~~974.4616 0.00 1,~~091~~188,~~736~~393.5686 0.00 2,~~181~~483,~~768~~368.02 ~~120~~150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 ~~150~~180+ Days 0 0 1 0 1 0.00 0.00 541,500.00 0.00 541,500.00 ~~180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00~~ Totals 64100 34 3035 1 98140 1728,~~508~~900,~~443~~716.1905 ~~597~~731,~~509~~457.8747 1112,~~151~~401,~~992~~039.1377 75,849.07 2942,~~333~~109,~~794~~062.2636 0-29 Days 0.~~095238~~129116% 0.~~031746~~032279% 0.000000% 0.~~126984~~161394% 0.~~060858~~076228% 0.~~054471~~055733% 0.000000% 0.~~115328~~131961% 30 Days 1.~~111111~~872176% 0.000000% 0.~~095238~~000000% 0.000000% 1.~~206349~~872176% 01.~~807934~~709710% 0.000000% 0.~~092272~~000000% 0.000000% 01.~~900206~~709710% 60 Days 0.~~825397~~581020% 0.000000% 0.~~730159~~225952% 0.~~031746~~000000% 10.~~587302~~806972% 0.~~864320~~410428% 0.000000% 0.~~822765~~165094% 0.~~007725~~000000% 10.~~694810~~575522% 90 Days 0.~~095238~~677857% 0.000000% 0.~~063492~~742414% 0.~~000000~~032279% 01.~~158730~~452550% 0.~~111022~~756746% 0.000000% 0.~~111196~~891248% 0.~~000000~~007904% 01.~~222218~~655899% 120 Days 0.~~000000~~096837% 0.000000% 0.~~000000~~096837% 0.000000% 0.~~000000~~193673% 0.~~000000~~134953% 0.000000% 0.~~000000~~123846% 0.000000% 0.~~000000~~258800% 150 Days 0.000000% 0.000000% 0.~~031746~~000000% 0.000000% 0.~~031746~~000000% 0.000000% 0.000000% 0.~~055153~~000000% 0.000000% 0.~~055153~~000000% 180+ Days 0.000000% 0.000000% 0.~~000000~~032279% 0.000000% 0.~~000000~~032279% 0.000000% 0.000000% 0.~~000000~~056431% 0.000000% 0.~~000000~~056431% Totals 23.~~031746~~227889% 0.~~095238~~129116% 01.~~952381~~129761% 0.~~031746~~032279% 34.~~111111~~519045% 13.~~783276~~011838% 0.~~060858~~076228% 1.~~135857~~292353% 0.~~007725~~007904% 24.~~987717~~388323%

SUBORDINATION LEVEL/CREDIT ENHANCEMENT/CLASS PERCENTAGE AND PREPAYMENT PERCENTAGE Current Original $ Original % Current $ Current % Class% Prepayment% Class 2A1 1,053,421,085.32 34.85950272% 1,053,439,296.62 3738.~~34614140~~38253828% 16.~~549142~~079522% 0.000000% Class 2A2 852,871,085.32 28.22296072% 852,889,296.62 3031.~~23631677~~07540812% 7.~~109825~~307130% 0.000000% Class 2A3 592,871,085.32 19.61911670% 592,889,296.62 21.~~01889267~~60219027% 9.~~217424~~473218% 0.000000% Class 2A4 503,131,085.32 16.64946685% 503,149,296.62 1718.~~83746328~~33247269% 3.~~181429~~269718% 0.000000% Class M-1 413,984,085.32 13.69944037% 414,002,296.62 1415.~~67705672~~08436134% 3.~~160407~~248111% 0.000000% Class M-2 333,903,085.32 11.04942332% 333,921,296.62 1112.~~83805465~~16657380% 2.~~839002~~917788% 0.000000% Class M-3 285,552,085.32 9.44940616% 285,570,296.62 10.~~12393283~~40488320% 1.~~714122~~761691% 0.000000% Class M-4 243,245,085.32 8.04939528% 243,263,296.62 8.~~62408067~~86340848% 1.~~499852~~541475% 0.000000% Class P 57,397,985.32 1.89939736% 57,416,196.62 2.~~03549783~~09198515% 0.000004% 0.000000% Class OC 0.00 0.00000000% 0.00 0.00000000% 2.~~035498~~091985% 0.000000% Class R-I 0.00 0.00000000% 0.00 0.00000000% 0.000000% 0.000000% Class R-II 0.00 0.00000000% 0.00 0.00000000% 0.000000% 0.000000% Please Refer to the Prospectus Supplement for a Full Description of Loss Exposure

~~Summary~~180+ 12Delinquency ~~Month~~Summary ~~REO~~Summary History* New REO Loans Month REO Percentage Loans in REO 3 Jun-05 0.000% Original Principal Balance 420,700.00 Jul-05 0.000% Current Actual Balance 420,260.55 Aug-05 0.000% Sep-05 0.000% Current REO Total Oct-05 0.000% Loans in REO 4 Nov-05 0.000% Original Principal Balance 496,700.00 Dec-05 0.000% Current Actual Balance 496,109.62 Jan-06 0.000% Feb-06 0.000% Mar-06 0.003% Apr-06 0.003% May-06 0.018% *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 12Days ~~Month~~Number ~~REO~~of History*Outstanding ~~New REO Loans Month REO~~ Percentage ~~Loans~~of inNumber ~~REO~~of 0Outstanding Jun-05 0.000% Original Principal Balance 0.00 Jul-05 0.000% Current Actual Balance 0.00 Aug-05 0.000% Sep-05 0.000% Current REO Total Oct-05 0.000% Loans in REO 0 Nov-05 0.000% Original Principal Balance 0.00 Dec-05 0.000% Current Actual Balance 0.00 Jan-06 0.000% Feb-06 0.000% Mar-06 0.000% Apr-06 0.000% May-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 2 12 Month REO History* New REO Loans Month REO Percentage ~~Loans~~of inDelinquent ~~REO 3 Jun-05 0.000% Original Principal Balance 420,700.00 Jul-05 0.000% Current Actual Balance 420,260.55 Aug-05 0.000% Sep-05 0.000% Current REO Total Oct-05 0.000%~~ Loans ~~in REO 3 Nov-05 0.000% Original Principal Balance 420,700.00 Dec-05 0.000% Current~~ Actual Balance ~~420,260.55 Jan-06 0.000~~(%) Feb-06 0.000% Mar-06 0.000% Apr-06 0.000% May-06 0.035% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 3 12 Month REO History* New REO Loans ~~Month REO Percentage Loans in REO 0 Jun-05 0.000% Original Principal Balance 0.00 Jul-05 0.000% Current~~ Actual Balance ~~0.00 Aug-05 0.000~~(%) ~~Sep-05 0.000% Current REO Total Oct-05 0.000% Loans in REO 0 Nov-05 0.000% Original Principal~~ Balance($) ~~0.00 Dec-05 0.000% Current Actual~~ Balance($) ~~0.00~~180 ~~Jan~~-06 ~~0.000%~~209 ~~Feb-06~~2 0.689,000~~% Mar-06 0~~.~~000%~~50 ~~Apr-06~~ 0.~~000%~~025 ~~May-06~~ 0~~.000%~~ *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 4 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 ~~Jun-05 0~~.~~000% Original Principal Balance 0.~~00 ~~Jul-05~~ 0.000% ~~Current Actual Balance 0.00 Aug-05 0.000% Sep-05 0.000% Current REO~~ Total ~~Oct-05~~2 ~~0.000% Loans in REO 1 Nov-05 0.000% Original Principal Balance 76~~689,000.0050 ~~Dec-05~~ 0.~~000%~~025 ~~Current Actual Balance 75,849.07 Jan-06~~ 0~~.000%~~ ~~Feb-06~~ 0.~~000%~~00 ~~Mar-06~~ 0.007% Apr-06 0.008% May-06 0.008% *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.000

~~REO~~180+ ~~Loan~~Delinquency ~~Detail~~Summary -(continued) ~~All~~Group ~~Mortgage~~2 ~~Loans~~Group in3 ~~REO~~Days ~~during~~Number ~~Current~~of ~~Period~~Outstanding ~~Month~~Percentage ~~Loan~~of ~~First~~Number ~~Original~~of ~~Loan~~Outstanding ~~Entered~~Percentage ~~Payment~~of ~~LTV~~Delinquent atLoans ~~Principal~~Actual ~~Group~~Balance(%) ~~Number~~Loans ~~REO~~Actual ~~Date~~Balance(%) ~~State~~Balance($) ~~Origination~~ Balance($) ~~Group~~180 ~~2 0051061180 May~~-~~2006~~ ~~01-Dec-2005~~209 GA1 ~~75.00 115~~147,500.0050 ~~Group~~0.013 20 ~~0051061641 May-2006 01-Dec-2005 GA 90~~0.00 ~~115,200~~0.00000 ~~Group~~Total 21 ~~0391015520 May-2006 01-Dec-2005 TN 95~~147,500.0050 ~~190,000~~0.00013 ~~Group~~0 ~~4 0101051151 Mar-2006 01-Nov-2005 TX 80~~0.00 ~~76,000~~0.00000

~~REO~~180+ ~~Loan~~Delinquency ~~Detail~~Summary ~~- All Mortgage Loans in REO during Current Period~~ (continued) ~~Current~~Group ~~Paid~~4 ~~Current~~Days ~~Approximate~~Number ~~Loan~~of ~~Actual~~Outstanding ToPercentage ~~Months~~of ~~Loan~~ Delinquent ~~Group~~Loans ~~Number~~Actual Balance(%) ~~Date~~Balance($) ~~Delinquent~~180 ~~Rate~~- ~~Interest~~209 ~~Group~~1 ~~2 0051061180 115~~541,~~363~~500.8300 ~~01-Jan-2006~~0.056 2Total ~~8.650%~~1 3541,~~208~~500.0700 ~~Group~~0.056 2This ~~0051061641~~report ~~115,096.55~~includes ~~01-Jan-2006~~all 2loans ~~9.950%~~greater ~~3,699.74~~than ~~Group~~180 2days ~~0391015520~~delinquent ~~189,800.17~~regardless ~~01-Jan-2006~~of 2status ~~9.200% 5~~(REO,~~626.22~~ ~~Group 4 0101051151 75~~Foreclosure,~~849.07~~ ~~01-Jan-2006 2 8~~Bankruptcy).~~100% 1,970.08~~

REO Detail - All Mortgage Loans in REO during Current Period

Summary 12 Month ~~Foreclosure~~REO History* New ~~Foreclosure~~REO Loans Month ~~Foreclosure~~REO Percentage Loans in ~~Foreclosure~~REO ~~106~~2 ~~Jun~~Jul-05 0.000% Original Principal Balance 23230,~~405,245~~700.5000 ~~Jul~~Aug-05 0.000% Current Actual Balance 23230,~~366,959~~460.9038 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current ~~Foreclosure~~REO Total ~~Oct~~Nov-05 0.000% Loans in ~~Foreclosure~~REO ~~150~~4 ~~Nov~~Dec-05 0.000% Original Principal Balance 33496,~~019,986~~700.5000 ~~Dec~~Jan-0506 0.000% Current Actual Balance 32496,~~967,202~~109.6662 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.~~000~~003% ~~Mar~~Apr-06 0.~~237~~003% ~~Apr~~May-06 0.~~370~~009% ~~May~~Jun-06 10.~~168~~018% *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~~REO History* New ~~Foreclosure~~REO Loans Month ~~Foreclosure~~REO Percentage Loans in ~~Foreclosure~~REO 100 ~~Jun~~Jul-05 0.000% Original Principal Balance ~~1,470,755~~0.00 ~~Jul~~Aug-05 0.000% Current Actual Balance ~~1,467,830~~0.5400 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current ~~Foreclosure~~REO Total ~~Oct~~Nov-05 0.000% Loans in ~~Foreclosure~~REO 120 ~~Nov~~Dec-05 0.000% Original Principal Balance ~~1,677,955~~0.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance ~~1,674,740~~0.5500 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.~~069~~000% ~~Apr~~May-06 0.~~082~~000% ~~May~~Jun-06 0.~~425~~000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 2 12 Month ~~Foreclosure~~REO History* New ~~Foreclosure~~REO Loans Month ~~Foreclosure~~REO Percentage Loans in ~~Foreclosure~~REO 692 ~~Jun~~Jul-05 0.000% Original Principal Balance 12230,~~036,108~~700.5000 ~~Jul~~Aug-05 0.000% Current Actual Balance 12230,~~015,336~~460.8538 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current ~~Foreclosure~~REO Total ~~Oct~~Nov-05 0.000% Loans in ~~Foreclosure~~REO ~~107~~3 ~~Nov~~Dec-05 0.000% Original Principal Balance 19420,~~572,949~~700.5000 ~~Dec~~Jan-0506 0.000% Current Actual Balance 19420,~~541,075~~260.1655 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.~~451~~000% ~~Apr~~May-06 0.~~684~~016% ~~May~~Jun-06 10.~~640~~037% *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~~REO History* New ~~Foreclosure~~REO Loans Month ~~Foreclosure~~REO Percentage Loans in ~~Foreclosure~~REO 0 ~~Jun~~Jul-05 0.000% Original Principal Balance 0.00 ~~Jul~~Aug-05 0.000% Current Actual Balance 0.00 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current ~~Foreclosure~~REO Total ~~Oct~~Nov-05 0.000% Loans in ~~Foreclosure~~REO 10 ~~Nov~~Dec-05 0.000% Original Principal Balance ~~600,000~~0.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance ~~599,394~~0.8200 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.~~232~~000% ~~Apr~~May-06 0.~~234~~000% ~~May~~Jun-06 0.~~236~~000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 4 12 Month ~~Foreclosure~~REO History* New ~~Foreclosure~~REO Loans Month ~~Foreclosure~~REO Percentage Loans in ~~Foreclosure~~REO 270 ~~Jun~~Jul-05 0.000% Original Principal Balance ~~9,898,382~~0.00 ~~Jul~~Aug-05 0.000% Current Actual Balance ~~9,883,792~~0.5100 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current ~~Foreclosure~~REO Total ~~Oct~~Nov-05 0.000% Loans in ~~Foreclosure~~REO 301 ~~Nov~~Dec-05 0.000% Original Principal Balance 1176,~~169,082~~000.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance 1175,~~151,992~~849.1307 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.~~000~~007% ~~Mar~~Apr-06 0.~~041~~008% ~~Apr~~May-06 0.~~138~~008% ~~May~~Jun-06 10.~~136~~008% *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~~REO Loan Detail - All Mortgage Loans in ~~Foreclosure~~REO during Current Period Month Loan First Original Loan Entered Payment LTV at Principal Group Number FCREO Date State Origination Balance Group 12 ~~0031038301~~0051061180 ~~May-2006 01-Nov-2005 CA 74.26 225,000.00 Group 1 0041073322 May-2006 01-Dec-2005 IN 65.00 240,500.00 Group 1 0231066582 May-2006 01-~~Jun-~~2005 RI 79.63 215,000.00 Group 1 0341027912 May-~~2006 01-Dec-2005 ALGA ~~90.00 144,000.00 Group 1 0351030503 May-2006 01-Dec-2005 TX 65.00 71,825.00 Group 1 0361028268 Apr-2006 01-Dec-2005 MI 80.00 128,000.00 Group 1 0391015372 May-2006 01-Dec-2005 TN~~ 75.00 50115,250.00 Group 1 0661011137 May-2006 01-Dec-2005 CA 80.00 232,000.00 Group 1 0771007586 May-2006 01-Dec-2005 TX 79.68 50,200.00 Group 1 0831050060 May-2006 01-Nov-2005 NY 63.33 171,000.00 Group 1 0841007808 Mar-2006 01-Oct-2005 MI 80.00 79,200.00 Group 1 0841009180 May-2006 01-Dec-2005 MI 52.00 70,980.00 Group 2 0031037317 Apr-2006 01-Oct-2005 CA 72.00 195,840.00 Group 2 0031037696 May-2006 01-Oct-2005 CA 80.00 386,400.00 Group 2 0031038652 Mar-2006 01-Nov-2005 CA 75.00 367,500.00 Group 2 ~~0031039303~~0051061641 ~~May~~Jun-2006 01-Dec-2005 CA 63.70 172,000.00 Group 2 0041072629 Mar-2006 01-Nov-2005 IL 89.66 208,000.00 Group 2 0041072809 Mar-2006 01-Dec-2005 IL 60.00 150,000.00 Group 2 0041073446 May-2006 01-Dec-2005 IN 80.00 84,560.00 Group 2 0041073518 Mar-2006 01-Dec-2005 IN 100.00 380,000.00 Group 2 0041073640 May-2006 01-Dec-2005 KS 90.00 73,800.00 Group 2 0041073692 May-2006 01-Dec-2005 KS 90.00 63,000.00 Group 2 0051059983 May-2006 01-Oct-2005 GA 90.00 ~~117~~115,~~000.00 Group 2 0051061045 May-2006 01-Dec-2005 GA 80.00 65,600.00 Group 2 0051061352 May-2006 01-Dec-2005 GA 80.00 147,~~200.00 Group 2 ~~0051061438~~0391015520 May-2006 01-Dec-2005 GATN 95.00 370,500.00 Group 2 0051061452 May-2006 01-Dec-2005 GA 80.00 124,000.00 Group 2 0061062753 May-2006 01-Dec-2005 CT 75.00 195,000.00 Group 2 0071069848 May-2006 01-Dec-2005 FL 80.00 152,000.00 Group 2 0081059171 May-2006 01-Nov-2005 VA 80.00 109,600.00 Group 2 0081060076 May-2006 01-Jan-2006 VA 80.00 380,000.00 Group 2 0101051461 Mar-2006 01-Dec-2005 FL 84.97 77,750.00 Group 2 0121044534 May-2006 01-Dec-2005 WI 90.00 175,500.00 Group 2 0121044548 May-2006 01-Jan-2006 MN 100.00 235,000.00 Group 2 0131035426 Apr-2006 01-Dec-2005 OH 83.33 50,000.00 Group 2 0131036095 May-2006 01-Dec-2005 OH 80.00 54,400.00 Group 2 0131036522 May-2006 01-Dec-2005 KY 95.00 112,100.00 Group 2 0141051223 Apr-2006 01-Dec-2005 NY 80.00 70,400.00 Group 2 0141052092 Mar-2006 01-Dec-2005 NY 80.00 320,000.00 Group 2 0161044940 May-2006 01-Dec-2005 MA 65.00 126,750.00 Group 2 0161045082 May-2006 01-Dec-2005 MA 62.27 137,000.00 Group 2 0161045644 May-2006 01-Dec-2005 MA 60.75 288,550.00 Group 2 0161046209 May-2006 01-Dec-2005 MA 73.47 203,500.00 Group 2 0171025673 Mar-2006 01-Jun-2005 NV 47.53 202,000.00 Group 2 0191027453 May-2006 01-Dec-2005 WA 76.18 354,991.00 Group 2 0211036476 Apr-2006 01-Dec-2005 KY 65.00 75,400.00 Group 2 0211036772 May-2006 26-Nov-2005 CA 65.00 100,750.00 Group 2 0231064090 May-2006 01-May-2005 MA 88.77 332,000.00 Group 2 0231072316 May-2006 01-Nov-2005 CA 85.00 722,500.00 Group 2 0231073848 Apr-2006 01-Nov-2005 CT 66.67 110,001.00 Group 2 0231074412 Mar-2006 01-Dec-2005 CT 65.00 185,900.00 Group 2 0251038495 May-2006 01-Dec-2005 WA 90.00 126,000.00 Group 2 0261052871 May-2006 01-Sep-2005 FL 75.42 133,500.00 Group 2 0261055128 May-2006 01-Dec-2005 IN 95.00 289,750.00 Group 2 0271021236 May-2006 01-May-2005 ME 45.94 73,500.00 Group 2 0271025055 May-2006 01-Dec-2005 IN 80.00 52,000.00 Group 2 0281017177 May-2006 01-Dec-2005 PA 75.00 54,375.00 Group 2 0291002352 Mar-2006 01-Dec-2005 NC 44.91 75,000.00 Group 2 0291002360 Mar-2006 01-Dec-2005 FL 77.92 240,000.00 Group 2 0301003265 Mar-2006 01-Dec-2005 OR 70.83 170,000.00 Group 2 0301003441 May-2006 01-Jan-2006 OR 80.00 300,000.00 Group 2 0311028988 May-2006 01-Dec-2005 NJ 69.57 240,000.00 Group 2 0321030199 Apr-2006 01-Dec-2005 CO 90.00 256,500.00 Group 2 0321030494 Mar-2006 01-Dec-2005 UT 100.00 206,000.00 Group 2 0321030783 May-2006 01-Jan-2006 CO 80.00 124,000.00 Group 2 0331040894 May-2006 01-Nov-2005 NY 55.00 220,000.00 Group 2 0331041905 May-2006 01-Dec-2005 NY 79.21 240,000.00 Group 2 0341028303 May-2006 01-Dec-2005 NC 90.00 108,000.00 Group 2 0351025125 Mar-2006 01-Jun-2005 MS 95.00 53,200.00 Group 2 0361027432 Mar-2006 01-Dec-2005 MI 76.92 100,000.00 Group 2 0361028484 May-2006 01-Dec-2005 MI 65.00 79,300.00 Group 2 0371029584 May-2006 01-Dec-2005 FL 85.00 58,437.50 Group 2 0371029940 Mar-2006 01-Dec-2005 FL 85.00 102,000.00 Group 2 0381025236 May-2006 01-Nov-2005 MA 70.00 196,000.00 Group 2 0381025311 May-2006 01-Dec-2005 MA 65.00 162,500.00 Group 2 0381025410 May-2006 01-Dec-2005 MA 85.00 127,500.00 Group 2 0401004996 Apr-2006 01-Dec-2005 RI 80.00 188,000.00 Group 2 0401005264 May-2006 01-Dec-2005 IN 90.00 54,000.00 Group 2 0511038521 May-2006 01-Nov-2005 GA 80.00 112,000.00 Group 2 0511040150 May-2006 01-Dec-2005 CA 48.10 190,000.00 Group 24 ~~0521030270~~0101051151 Mar-2006 01-Dec-2005 IL 95.00 164,350.00 Group 2 0521030441 May-2006 01-Dec-2005 IN 100.00 105,000.00 Group 2 0521030637 May-2006 01-Dec-2005 WI 84.09 148,000.00 Group 2 0561004269 May-2006 01-Dec-2005 FL 80.00 84,000.00 Group 2 0581003605 Apr-2006 01-Nov-2005 CA 80.00 408,000.00 Group 2 0621012473 Apr-2006 01-Dec-2005 FL 75.00 228,750.00 Group 2 0631009081 May-2006 01-Oct-2005 CA 85.00 297,500.00 Group 2 0631010066 Apr-2006 01-Nov-2005 CA 74.15 326,250.00 Group 2 0631010404 Mar-2006 01-Nov-2005 NV 90.00 220,500.00 Group 2 0641013155 May-2006 01-Nov-2005 OK 90.00 67,500.00 Group 2 0641013493 May-2006 01-Dec-2005 TX 80.00 ~~116~~76,000.00 Group 2 0651013279 Mar-2006 01-Nov-2005 IN 80.00 54,400.00 Group 2 0651013395 May-2006 01-Dec-2005 NH 62.22 224,000.00 Group 2 0651013481 Apr-2006 01-Dec-2005 NY 80.00 380,000.00 Group 2 0651013555 Mar-2006 01-Nov-2005 NV 65.00 182,650.00 Group 2 0651013592 May-2006 01-Dec-2005 WA 80.00 184,000.00 Group 2 0661009123 Mar-2006 01-Sep-2005 CA 90.00 400,500.00 Group 2 0661009761 May-2006 01-Oct-2005 CA 54.72 145,000.00 Group 2 0661010110 May-2006 01-Nov-2005 CA 83.73 280,500.00 Group 2 0671004972 May-2006 01-Aug-2005 CA 58.06 270,000.00 Group 2 0671007976 Mar-2006 01-Dec-2005 MN 75.99 220,000.00 Group 2 0671007979 May-2006 01-Dec-2005 CA 83.41 291,920.00 Group 2 0671008506 May-2006 01-Dec-2005 CA 68.57 240,000.00 Group 2 0681009036 May-2006 01-Jan-2006 MA 84.99 127,400.00 Group 2 0681009423 Mar-2006 01-Dec-2005 MA 75.00 285,000.00 Group 2 0681009462 May-2006 01-Dec-2005 MA 90.00 300,600.00 Group 2 0711008646 May-2006 01-Dec-2005 NY 68.24 58,000.00 Group 2 0761013416 Mar-2006 01-Oct-2005 WI 65.00 79,950.00 Group 2 0831046942 Mar-2006 01-Aug-2005 RI 52.94 180,000.00 Group 2 0831048911 May-2006 01-Oct-2005 MA 56.41 330,000.00 Group 2 0831049513 Apr-2006 01-Oct-2005 NJ 65.00 286,000.00 Group 2 0831050584 May-2006 01-Oct-2005 CA 70.00 128,100.00 Group 2 0841009038 May-2006 01-Nov-2005 MI 95.00 56,905.00 Group 2 0841009725 May-2006 01-Dec-2005 MI 75.00 116,250.00 Group 2 0841009727 May-2006 01-Dec-2005 MI 80.00 81,120.00 Group 2 0841009797 May-2006 01-Dec-2005 MI 75.00 63,750.00 Group 2 0841009989 May-2006 01-Dec-2005 MI 80.00 96,000.00 Group 2 0841010141 Mar-2006 01-Dec-2005 MI 80.00 112,000.00 Group 2 0851001227 Mar-2006 01-Aug-2005 NY 50.56 225,000.00 Group 3 0061062751 Mar-2006 01-Dec-2005 OH 80.00 600,000.00 Group 4 0011077722 May-2006 01-Oct-2005 CA 80.00 412,000.00 Group 4 0031038873 May-2006 01-Nov-2005 CA 80.00 680,000.00 Group 4 0051061337 May-2006 01-Dec-2005 GA 80.00 112,800.00 Group 4 0061062670 May-2006 01-Jan-2006 OH 80.00 96,000.00 Group 4 0141050331 May-2006 01-Nov-2005 NY 95.00 427,500.00 Group 4 0271023097 Apr-2006 01-Sep-2005 IL 85.00 722,500.00 Group 4 0321028019 May-2006 01-Sep-2005 CO 80.00 159,920.00 Group 4 0321029008 May-2006 01-Oct-2005 UT 95.00 163,362.00 Group 4 0331041702 May-2006 01-Nov-2005 NY 95.00 541,500.00 Group 4 0341028451 May-2006 01-Dec-2005 SC 79.11 57,750.00 Group 4 0361027051 May-2006 01-Oct-2005 MI 90.00 216,000.00 Group 4 0371030083 May-2006 01-Dec-2005 FL 80.00 83,600.00 Group 4 0371030540 May-2006 01-Dec-2005 FL 80.00 150,800.00 Group 4 0511038068 May-2006 01-Dec-2005 OR 80.00 120,000.00 Group 4 0511041010 May-2006 01-Jan-2006 CA 85.00 833,000.00 Group 4 0581004706 Mar-2006 01-Dec-2005 CA 74.64 418,000.00 Group 4 0611017486 May-2006 01-Sep-2005 NY 68.94 910,000.00 Group 4 0611019515 May-2006 01-Dec-2005 NY 80.00 340,000.00 Group 4 0611019686 May-2006 01-Dec-2005 NY 100.00 595,000.00 Group 4 0651013865 May-2006 01-Dec-2005 NC 95.00 540,550.00 Group 4 0651014649 May-2006 01-Jan-2006 GA 80.00 128,000.00 Group 4 0671008065 May-2006 01-Nov-2005 CA 80.00 534,800.00 Group 4 0671008401 May-2006 01-Dec-2005 CA 80.00 400,000.00 Group 4 0681009614 May-2006 01-Dec-2005 MA 80.00 800,800.00 Group 4 0691002845 May-2006 01-May-2005 MD 80.00 128,000.00 Group 4 0691005861 May-2006 01-Dec-2005 FL 65.00 682,500.00 Group 4 0781004703 May-2006 01-Oct-2005 NY 90.00 499,500.00 Group 4 0831049508 May-2006 01-Oct-2005 NJ 88.88 160,000.00 Group 4 0831050053 May-2006 01-Nov-2005 CA 59.81 125,000.00 Group 4 0841009962 Apr-2006 01-Dec-2005 MI 93.00 130,200.00

~~Foreclosure~~REO Loan Detail - All Mortgage Loans in ~~Foreclosure~~REO during Current Period (continued) Current Paid Current Approximate Loan Actual To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest Group ~~1 0031038301 224,443.47 01-Jan-2006~~ 2 ~~7.000%~~0051061180 5115,~~006~~363.2683 ~~Group 1 0041073322 240,355.43~~ 01-Jan-2006 2 11.800% 9,209.39 Group 1 0231066582 213,731.67 01-Feb-2006 1 8.250% 4,245.01 Group 1 0341027912 143,846.16 01-Jan-2006 2 9.125% 4,228.03 Group 1 0351030503 71,752.11 01-Feb-2006 1 11.750% 2,053.25 Group 1 0361028268 127,881.43 01-Feb-2006 1 11.700% 3~~,643.46~~ ~~Group 1 0391015372 50,200.81 01-Feb-2006 1 11.450% 1,398.88 Group 1 0661011137 231,838.83 01-Feb-2006 1 6.925% 3,839.82 Group 1 0771007586 49,912.73 01-Jan-2006 2~~ 8.~~150~~650% 1,300.32 Group 1 0831050060 170,815.41 01-Jan-2006 2 11.000% 6,089.04 Group 1 0841007808 79,028.58 01-Jan-2006 2 9.100% 2,316.24 Group 1 0841009180 70,933.92 01-Jan-2006 2 11.450% 2,635.06 Group 2 0031037317 195,253.17 01-Jan-2006 2 7.500% 4,~~680~~008.68 Group 2 0031037696 384,684.39 01-Feb-2006 1 6.650% 6,101.32 Group 2 0031038652 366,874.12 01-Jan-2006 2 8.850% 10,446.82 Group 2 0031039303 172,000.00 01-Feb-2006 1 5.500% 2,235.99 Group 2 0041072629 207,619.29 01-Jan-2006 2 8.500% 5,669.64 Group 2 0041072809 149,884.07 01-Jan-2006 2 10.650% 5,167.93 Group 2 0041073446 84,470.88 ~~01-Jan-2006 2 9.190% 2,501.13~~ Group 2 ~~0041073518~~0051061641 ~~379~~115,~~513~~096.7155 01-Jan-2006 ~~2 8.250% 10,047.31 Group 2 0041073640 73,751.01 01-Jan-2006 2 11.350% 2,715.11 Group 2 0041073692 62,954.39 01-Jan-2006 2 10.950% 2,233.65 Group 2 0051059983 116,754.56 01-Jan-2006 2 9.250%~~ 3~~,480.37~~ ~~Group 2 0051061045 65,531.71 01-Jan-2006 2~~ 9.250% 1,953.48 Group 2 0051061352 146,966.87 01-Feb-2006 1 9.200% 3,268.26 Group 2 0051061438 369,985.78 01-Jan-2006 2 7.850% 9,301.46 Group 2 0051061452 123,891.01 01-Jan-2006 2 10.050% 4,023.76 Group 2 0061062753 194,823.03 01-Jan-2006 2 9.900% 6,230.01 Group 2 0071069848 151,862.05 01-Jan-2006 2 9.900% 4,856.22 Group 2 0081059171 109,600.00 01-Feb-2006 1 6.450% 1,685.10 Group 2 0081060076 379,040.55 01-May-2006 (1) 9.450% 2,891.67 Group 2 0101051461 77,657.39 01-Jan-2006 2 8.600% 2,146.57 Group 2 0121044534 175,313.47 01-Jan-2006 2 9.150% 5,167.56 Group 2 0121044548 234,870.30 01-Jan-2006 2 8.950% 6,766.42 Group 2 0131035426 49,962.19 01-Jan-2006 2 10.750% 1,739.34 Group 2 0131036095 54,356.57 01-Jan-2006 2 10.500% 1,847.00 Group 2 0131036522 111,935.01 01-Feb-2006 1 9.550% 2,587.20 Group 2 0141051223 70,319.37 01-Jan-2006 2 8.790% 1,988.30 Group 2 0141052092 319,815.63 01-Jan-2006 2 8.600% 8,844.99 Group 2 0161044940 126,646.04 01-Feb-2006 1 12.250% 3,782.50 Group 2 0161045082 136,878.57 01-Feb-2006 1 11.900% 3,968.28 Group 2 0161045644 288,106.45 01-Jan-2006 2 7.340% 6,752.98 Group 2 0161046209 203,319.47 01-Feb-2006 1 8.400% 4,~~116.14 Group 2 0171025673 200,661.12 01-Jan-2006 2 7.050% 4,509.04 Group 2 0191027453 354,790.95 01-Dec-2005 3 8.850% 12,~~623.5260 Group 2 ~~0211036476~~0391015520 75189,335.81 01-Jan-2006 2 10.200% 2,484.46 Group 2 0211036772 100,676.24 26-Dec-2005 3 10.900% 4,444.55 Group 2 0231064090 329,068.05 01-Feb-2006 1 6.750% 5,301.34 Group 2 0231072316 720,581.23 01-Jan-2006 2 8.850% 20,523.37 Group 2 0231073848 109,726.23 01-Jan-2006 2 6.950% 2,429.17 Group 2 0231074412 185,706.52 01-Jan-2006 2 9.250% 5,535.84 Group 2 0251038495 125,794.13 01-Feb-2006 1 9.050% 2,750.22 Group 2 0261052871 133,145.73 01-Feb-2006 1 10.100% 3,260.57 Group 2 0261055128 289,565.81 01-Jan-2006 2 7.650% 7,090.93 Group 2 0271021236 73,066.41 01-Jan-2006 2 8.250% 1,934.27 Group 2 0271025055 51,922.67 01-Feb-2006 1 9.500% 1,193.62 Group 2 0281017177 54,322.97 01-Jan-2006 2 9.650% 1,691.84 Group 2 0291002352 74,918.43 01-Jan-2006 2 9.040% 2,180.81 Group 2 0291002360 239,368.81 01-Mar-2006 0 8.150% 3,130.69 Group 2 0301003265 169,811.64 01-Jan-2006 2 8.950% 4,892.09 Group 2 0301003441 299,829.18 01-Jan-2006 2 8.800~~% 8,487~~.81 Group 2 0311028988 239,744.93 01-Jan-2006 2 9.150% 7,066.74 Group 2 0321030199 256,215.79 01-Jan-2006 2 8.950% 7,381.30 Group 2 0321030494 205,911.39 01-Jan-2006 2 8.990% 5,962.61 Group 2 0321030783 123,967.91 01-Jan-2006 2 8.350% 3,325.17 ~~Group 2 0331040894 219,732.55~~ 01-Jan-2006 ~~2 10.450% 7,429.65 Group 2 0331041905 239,698.72 01-Feb-2006 1 10.300% 5,989.91 Group 2 0341028303 107,949.61 01-Dec-2005~~ 3 9.750% 4,246.09 Group 2 0351025125 52,979.72 01-Feb-2006 1 11.250% 1,449.78 Group 2 0361027432 99,890.13 01-Jan-2006 2 8.990% 2,891.07 Group 2 0361028484 79,250.72 01-Jan-2006 2 11.650% 2,996.89 Group 2 0371029584 58,368.35 01-Jan-2006 2 10.250% 1,934.78 Group 2 0371029940 101,883.41 01-Jan-2006 2 8.800% 2,884.18 Group 2 0381025236 195,505.59 01-Jan-2006 2 6.900% 4,295.61 Group 2 0381025311 162,320.72 01-Feb-2006 1 10.900% 4,299.88 Group 2 0381025410 127,455.19 01-Jan-2006 2 8.990% 3,692.28 Group 2 0401004996 187,808.38 01-Jan-2006 2 9.350% 5,661.15 Group 2 0401005264 53,955.39 01-Jan-2006 2 10.340% 1,804.57 Group 2 0511038521 111,829.87 01-Jan-2006 2 9.400% 3,389.54 Group 2 0511040150 189,738.95 01-Jan-2006 2 7.900% 4,801.68 Group 2 0521030270 164,194.39 01-Jan-2006 2 9.700% 5,141.03 Group 2 0521030441 104,898.46 01-Jan-2006 2 9.600% 3,249.45 Group 2 0521030637 147,945.34 01-Jan-2006 2 9.500% 4,535.70 Group 2 0561004269 83,891.41 01-Jan-2006 2 8.200% ~~2,206.97 Group 2 0581003605 407,324.98 01-Jan-2006 2 8.990% 11,788.87 Group 2 0621012473 228,531.10 01-Jan-2006 2 9.650%~~ 7,~~117~~030.34 Group 2 0631009081 296,306.45 01-Jan-2006 2 6.000% 5,621.17 Group 2 0631010066 325,481.86 01-Jan-2006 2 7.250% 7,531.29 Group 2 0631010404 220,088.08 01-Jan-2006 2 8.400% 5,936.71 Group 2 0641013155 67,426.86 01-Jan-2006 2 11.500% 2,515.87 Group 24 ~~0641013493~~0101051151 ~~115~~75,~~901~~849.24 01-Jan-2006 2 10.200% 3,822.25 Group 2 0651013279 54,341.91 01-Jan-2006 2 11.050% 1,946.18 Group 2 0651013395 223,790.13 01-Jan-2006 2 9.750% 7,044.33 Group 2 0651013481 379,647.73 01-Jan-2006 2 9.800% 12,013.66 Group 2 0651013555 182,488.11 01-Jan-2006 2 11.900% 7,053.00 Group 2 0651013592 183,712.07 01-Jan-2006 2 7.250% 4,250.93 Group 2 0661009123 400,500.00 01-Jan-2006 2 6.600% 8,410.48 Group 2 0661009761 144,740.19 01-Jan-2006 2 10.000% 4,676.71 Group 2 0661010110 280,500.00 01-Feb-2006 1 7.050% 4,733.43 Group 2 0671004972 269,408.99 01-Jan-2006 2 11.000% 9,603.44 Group 2 0671007976 220,000.00 01-Jan-2006 2 7.990% 5,639.32 Group 2 0671007979 291,582.17 01-Jan-2006 2 8.740% 8,195.93 Group 2 0671008506 239,668.43 01-Feb-2006 1 9.850% 5,719.40 Group 2 0681009036 127,381.34 01-Jan-2006 2 10.250% 4,223.87 Group 2 0681009423 284,765.05 01-Jan-2006 2 10.350% 9,533.62 Group 2 0681009462 300,211.38 01-Jan-2006 2 8.200% 7,897.78 Group 2 0711008646 57,952.17 01-Jan-2006 2 10.350% 1,940.18 Group 2 0761013416 79,853.79 01-Jan-2006 2 11.840% 3~~,070.28~~ Group 2 0831046942 179,409.92 01-Mar-2006 0 10.500% 3,049.33 Group 2 0831048911 328,696.39 01-Feb-2006 1 7.250% 5,706.48 Group 2 0831049513 285,486.47 01-Jan-2006 2 9.990% 9,214.81 Group 2 0831050584 127,837.38 01-Jan-2006 2 9.360% 3,857.63 Group 2 0841009038 56,800.86 01-Feb-2006 1 9.900% 1,362.59 Group 2 0841009725 116,063.96 01-Feb-2006 1 9.150% 2,566.52 Group 2 0841009727 81,015.20 01-Jan-2006 2 8.~~240% 2,142.11 Group 2 0841009797 63,705.31 01-Jan-2006 2 11.~~100% 2,~~292~~461.15 Group 2 0841009989 95,877.14 01-Jan-2006 2 8.250% 2,538.28 Group 2 0841010141 111,913.44 01-Jan-2006 2 10.650% 3,858.71 Group 2 0851001227 224,595.16 01-Jan-2006 2 11.900% 8,680.27 Group 3 0061062751 599,394.82 01-Jan-2006 2 9.400% 18,167.63 Group 4 0011077722 411,736.56 01-Dec-2005 3 9.400% 15,604.96 Group 4 0031038873 680,000.00 01-Dec-2005 3 5.600% 15,016.65 Group 4 0051061337 112,643.45 01-Jan-2006 2 7.850% 2,831.87 Group 4 0061062670 95,924.59 01-Feb-2006 1 10.575% 2,463.09 Group 4 0141050331 426,405.72 01-Jan-2006 2 6.825% 9,262.23 Group 4 0271023097 720,476.18 01-Jan-2006 2 8.950% 20,755.72 Group 4 0321028019 159,920.00 01-Jan-2006 2 7.200% 3,678.16 Group 4 0321029008 163,113.00 01-Jan-2006 2 8.200% 4,293.49 Group 4 0331041702 541,500.00 01-Oct-2005 5 7.450% 16,080.85 Group 4 0341028451 57,705.84 01-Jan-2006 2 10.700% 1,999.28 Group 4 0361027051 215,431.41 01-Feb-2006 1 9.250% 4,817.67 Group 4 0371030083 83,476.76 01-Jan-2006 2 7.550% 2,015.10 Group 4 0371030540 150,625.85 01-Jan-2006 2 8.750% 4,238.89 Group 4 0511038068 119,864.26 01-Jan-2006 2 8.850% 3,413.18 Group 4 0511041010 832,479.58 01-Jan-2006 2 8.350% 22,317.00 Group 4 0581004706 417,644.13 01-Jan-2006 2 10.200% 13,773.29 Group 4 0611017486 906,076.52 01-Jan-2006 2 6.800% 19,572.35 Group 4 0611019515 339,518.51 01-Jan-2006 2 7.750% 8,422.26 Group 4 0611019686 594,586.39 01-Feb-2006 1 8.750% 12,557.68 Group 4 0651013865 539,865.26 01-Jan-2006 2 8.300% 14,382.51 Group 4 0651014649 127,963.33 01-Jan-2006 2 8.000% 3,282.98 Group 4 0671008065 534,800.00 01-Apr-2006 0 7.450% 6,373.04 Group 4 0671008401 399,719.09 01-Jan-2006 2 7.300% 9,321.79 Group 4 0681009614 799,688.57 01-Jan-2006 2 7.850% 20,104.23 Group 4 0691002845 126,719.30 01-Jan-2006 2 9.500% 3,882.68 Group 4 0691005861 681,652.97 01-Jan-2006 2 8.400% 18,387.22 Group 4 0781004703 498,061.78 01-Jan-2006 2 7.700% 12,271.95 Group 4 0831049508 159,520.57 01-Jan-2006 2 7.500% 3,824.09 Group 4 0831050053 124,793.20 01-Jan-2006 2 8.990% 3,611.78 Group 4 0841009962 130,079.31 01-Jan-2006 2 9.800% 4,116.27

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

Summary 12 Month ~~Bankruptcy~~Foreclosure History* New ~~Bankruptcy~~Foreclosure Loans Month ~~Bankruptcy~~Foreclosure Percentage Loans in ~~Bankruptcy~~Foreclosure 1084 ~~Jun~~Jul-05 0.000% Original Principal Balance 117,~~883~~695,~~510~~950.00 ~~Jul~~Aug-05 0.000% Current Actual Balance 117,~~879~~665,~~407~~061.0452 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current ~~Bankruptcy~~Foreclosure Total ~~Oct~~Nov-05 0.000% Loans in ~~Bankruptcy~~Foreclosure 25180 ~~Nov~~Dec-05 0.000% Original Principal Balance 339,~~946~~332,~~512~~096.0050 ~~Dec~~Jan-0506 0.000% Current Actual Balance 339,~~936~~272,~~591~~879.3662 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.~~000~~237% ~~Mar~~Apr-06 0.~~131~~370% ~~Apr~~May-06 0.~~141~~841% ~~May~~Jun-06 01.~~140~~431% *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~~Foreclosure History* New ~~Bankruptcy~~Foreclosure Loans Month ~~Bankruptcy~~Foreclosure Percentage Loans in ~~Bankruptcy~~Foreclosure 210 ~~Jun~~Jul-05 0.000% Original Principal Balance ~~166~~1,~~928~~443,575.00 ~~Jul~~Aug-05 0.000% Current Actual Balance ~~166~~1,~~102~~440,863.3510 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current ~~Bankruptcy~~Foreclosure Total ~~Oct~~Nov-05 0.000% Loans in ~~Bankruptcy~~Foreclosure 415 ~~Nov~~Dec-05 0.000% Original Principal Balance ~~401~~1,~~728~~942,955.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance ~~399~~1,~~278~~939,435.5417 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.~~000~~069% ~~Mar~~Apr-06 0.~~078~~082% ~~Apr~~May-06 0.~~070~~127% ~~May~~Jun-06 0.~~101~~502% *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~~Foreclosure History* New ~~Bankruptcy~~Foreclosure Loans Month ~~Bankruptcy~~Foreclosure Percentage Loans in ~~Bankruptcy~~Foreclosure 757 ~~Jun~~Jul-05 0.000% Original Principal Balance 110,~~482~~199,~~662~~555.00 ~~Jul~~Aug-05 0.000% Current Actual Balance 110,~~480~~182,~~356~~317.5305 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current ~~Bankruptcy~~Foreclosure Total ~~Oct~~Nov-05 0.000% Loans in ~~Bankruptcy~~Foreclosure 15128 ~~Nov~~Dec-05 0.000% Original Principal Balance 223,~~513~~492,~~812~~289.0050 ~~Dec~~Jan-0506 0.000% Current Actual Balance 223,~~509~~457,~~587~~280.1270 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.~~000~~451% ~~Mar~~Apr-06 0.~~100~~684% ~~Apr~~May-06 01.~~108~~265% ~~May~~Jun-06 02.~~211~~043% *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~~Foreclosure History* New ~~Bankruptcy~~Foreclosure Loans Month ~~Bankruptcy~~Foreclosure Percentage Loans in ~~Bankruptcy~~Foreclosure 01 ~~Jun~~Jul-05 0.000% Original Principal Balance 0878,000.00 ~~Jul~~Aug-05 0.000% Current Actual Balance 0875,729.0016 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current ~~Bankruptcy~~Foreclosure Total ~~Oct~~Nov-05 0.000% Loans in ~~Bankruptcy~~Foreclosure 32 ~~Nov~~Dec-05 0.000% Original Principal Balance ~~430~~1,~~720~~478,000.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance ~~430~~1,~~215~~475,123.8398 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.~~000~~232% ~~Mar~~Apr-06 0.~~166~~234% ~~Apr~~May-06 0.~~168~~236% ~~May~~Jun-06 0.~~169~~588% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 4 12 Month ~~Bankruptcy~~Foreclosure History* New ~~Bankruptcy~~Foreclosure Loans Month ~~Bankruptcy~~Foreclosure Percentage Loans in ~~Bankruptcy~~Foreclosure 116 ~~Jun~~Jul-05 0.000% Original Principal Balance ~~233~~5,~~920~~174,820.00 ~~Jul~~Aug-05 0.000% Current Actual Balance ~~232~~5,~~948~~166,152.1621 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current ~~Bankruptcy~~Foreclosure Total ~~Oct~~Nov-05 0.000% Loans in ~~Bankruptcy~~Foreclosure 335 ~~Nov~~Dec-05 0.000% Original Principal Balance ~~600~~12,~~252~~418,852.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance ~~597~~12,~~509~~401,039.8777 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.~~000~~041% ~~Mar~~Apr-06 0.~~179~~138% ~~Apr~~May-06 0.~~202~~768% ~~May~~Jun-06 01.~~061~~292% *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~~Foreclosure Loan Detail - All Mortgage Loans in ~~Bankruptcy~~Foreclosure during Current Period ~~Group~~Month Loan ~~Month~~First Original Loan ~~First~~Entered ~~State~~Payment LTV at ~~Original~~Principal Group Number ~~Entered~~FC ~~Payment~~Date State Origination ~~Principal~~Balance ~~Bankruptcy~~Group ~~Date~~1 ~~Balance~~0031038301 Jun-2006 01-Nov-2005 CA 74.26 225,000.00 Group 1 ~~0211036157~~0041073322 ~~May~~Jun-2006 01-~~Nov~~Dec-2005 IN 65.00 240,500.00 Group 1 0101052150 Jun-2006 01-Dec-2005 TX 80.00 65,000.00 Group 1 0211036111 Jun-2006 01-Dec-2005 GA ~~100~~85.00 3085,~~928~~000.00 Group 1 ~~0331041688~~0231066582 ~~Mar~~Jun-2006 01-Jun-2005 RI 79.63 215,000.00 Group 1 0341027912 Jun-2006 01-Dec-2005 NYAL 6990.6600 144,000.00 Group 1 0351030503 Jun-2006 01-Dec-2005 TX 65.00 71,825.00 Group 1 0361028268 Apr-2006 01-Dec-2005 MI 80.00 128,000.00 Group 1 0391015372 Jun-2006 01-Dec-2005 TN 75.00 50,250.00 Group 1 0661011137 Jun-2006 01-Dec-2005 CA 80.00 232,000.00 Group 1 ~~0641011433~~0771007586 ~~Mar~~May-2006 01-~~Oct~~Dec-2005 TX 6479.8468 ~~184~~50,~~800~~200.00 Group 1 ~~0731012904~~0831049162 Jun-2006 01-Oct-2005 NY 37.09 115,000.00 Group 1 0831050060 May-2006 01-Nov-2005 TNNY 63.33 171,000.00 Group 1 0841007808 Mar-2006 01-Oct-2005 MI 80.00 ~~136~~79,200.00 Group 1 0841009180 May-2006 01-Dec-2005 MI 52.00 70,980.00 Group 2 0011077776 Jun-2006 01-Oct-2005 CA 70.00 368,200.00 Group 2 0031037317 Apr-2006 01-Oct-2005 CA 72.00 195,840.00 Group 2 0031038125 Jun-2006 01-Dec-2005 CA 70.00 350,000.00 Group 2 ~~0011076841~~0031039303 Jun-2006 01-Dec-2005 CA 63.70 172,000.00 Group 2 0041072629 Mar-2006 01-~~Oct~~Nov-2005 WAIL 6289.6266 ~~263~~208,000.00 Group 2 ~~0051059796~~0041072809 Mar-2006 01-~~Sep~~Dec-2005 IL 60.00 150,000.00 Group 2 0041073190 Jun-2006 01-Dec-2005 IL 65.00 221,000.00 Group 2 0041073446 Jun-2006 01-Dec-2005 IN 80.00 84,560.00 Group 2 0041073518 Mar-2006 01-Dec-2005 IN 100.00 380,000.00 Group 2 0041073640 May-2006 01-Dec-2005 KS 90.00 73,800.00 Group 2 0041073692 May-2006 01-Dec-2005 KS 90.00 63,000.00 Group 2 0051059983 May-2006 01-Oct-2005 GA 90.00 117,000.00 Group 2 0051061045 May-2006 01-Dec-2005 GA 80.00 7765,600.00 Group 2 ~~0211036155~~0051061172 ~~May~~Jun-2006 01-Nov-2005 GA 80.00 ~~123~~128,~~712~~000.00 Group 2 ~~0211036802~~0051061352 Jun-2006 01-Dec-2005 GA 80.00 147,200.00 Group 2 0051061438 May-2006 01-Dec-2005 GA 95.00 370,500.00 Group 2 0051061452 Jun-2006 01-Dec-2005 GA 80.00 124,000.00 Group 2 0061062753 Jun-2006 01-Dec-2005 CT 75.00 195,000.00 Group 2 0071069848 May-2006 01-Dec-2005 FL 80.00 152,000.00 Group 2 0081059171 Jun-2006 01-Nov-2005 VA 80.00 109,600.00 Group 2 0101051461 Mar-2006 01-Dec-2005 FL 84.97 77,750.00 Group 2 0101051689 Jun-2006 01-Dec-2005 TX 80.00 72,000.00 Group 2 0121044534 May-2006 01-Dec-2005 WI 90.00 ~~382~~175,500.00 Group 2 ~~0271024778~~0121044548 May-2006 01-Jan-2006 MN 100.00 235,000.00 Group 2 0131035426 Apr-2006 01-Dec-2005 OH 83.33 50,000.00 Group 2 0131036095 May-2006 01-Dec-2005 OH 80.00 54,400.00 Group 2 0131036328 Jun-2006 01-Dec-2005 OH 95.00 154,850.00 Group 2 0131036522 Jun-2006 01-Dec-2005 KY 95.00 112,100.00 Group 2 0141051223 Apr-2006 01-Dec-2005 NY 80.00 70,400.00 Group 2 0141052092 Mar-2006 01-Dec-2005 NY 80.00 320,000.00 Group 2 0161044940 Jun-2006 01-Dec-2005 MA 65.00 126,750.00 Group 2 0161045082 Jun-2006 01-Dec-2005 MA 62.27 137,000.00 Group 2 0161045301 Jun-2006 01-Dec-2005 MA 75.00 300,000.00 Group 2 0161045644 May-2006 01-Dec-2005 MA 60.75 288,550.00 Group 2 0161046209 Jun-2006 01-Dec-2005 MA 73.47 203,500.00 Group 2 0161046345 Jun-2006 01-Dec-2005 MA 79.60 315,200.00 Group 2 0191027453 May-2006 01-Dec-2005 WA 76.18 354,991.00 Group 2 0211036476 Apr-2006 01-Dec-2005 KY 65.00 75,400.00 Group 2 0211036553 Jun-2006 01-Dec-2005 MD 80.00 207,920.00 Group 2 0211036772 May-2006 26-Nov-2005 RICA 65.00 100,750.00 Group 2 0211037574 Jun-2006 01-Dec-2005 SC 80.00 75,200.00 Group 2 0231064090 Jun-2006 01-May-2005 MA 88.77 332,000.00 Group 2 0231072316 May-2006 01-Nov-2005 CA 85.00 722,500.00 Group 2 0231072725 Jun-2006 01-Nov-2005 MA 80.00 124,800.00 Group 2 0231073848 Apr-2006 01-Nov-2005 CT 66.67 110,001.00 Group 2 0231074412 Mar-2006 01-Dec-2005 CT 65.00 185,900.00 Group 2 0251038495 Jun-2006 01-Dec-2005 WA 90.00 126,000.00 Group 2 0261052871 Jun-2006 01-Sep-2005 FL 75.42 133,500.00 Group 2 0261055128 May-2006 01-Dec-2005 IN 95.00 289,750.00 Group 2 0271021236 May-2006 01-May-2005 ME 45.94 73,500.00 Group 2 0271025055 Jun-2006 01-Dec-2005 IN 80.00 52,000.00 Group 2 0281017177 May-2006 01-Dec-2005 PA 75.00 54,375.00 Group 2 0291002360 Mar-2006 01-Dec-2005 FL 77.92 240,000.00 Group 2 0301003265 Mar-2006 01-Dec-2005 OR 70.83 170,000.00 Group 2 0301003441 May-2006 01-Jan-2006 ~~212~~OR 80.00 300,000.00 Group 2 0311028988 May-2006 01-Dec-2005 NJ 69.57 240,000.00 Group 2 0311029123 Jun-2006 01-Jan-2006 NJ 80.00 160,000.00 Group 2 0321030199 Apr-2006 01-Dec-2005 CO 90.00 256,500.00 Group 2 ~~0341028114~~0321030300 Jun-2006 01-Dec-2005 CO 80.00 176,000.00 Group 2 0321030429 Jun-2006 01-Dec-2005 CO 80.00 150,400.00 Group 2 0321030494 Mar-2006 01-Dec-2005 UT 100.00 206,000.00 Group 2 0321030783 May-2006 01-Jan-2006 CO 80.00 124,000.00 Group 2 0331040826 Jun-2006 01-Dec-2005 CT 90.00 167,400.00 Group 2 0331040894 May-2006 01-Nov-2005 NY 55.00 220,000.00 Group 2 0331041010 Jun-2006 01-Nov-2005 NY 85.00 365,500.00 Group 2 0331041905 Jun-2006 01-Dec-2005 NY 79.21 240,000.00 Group 2 0341027945 Jun-2006 01-Dec-2005 NC 68.00 136,000.00 Group 2 0341028303 Jun-2006 01-Dec-2005 NC 90.00 108,000.00 Group 2 0341028526 Jun-2006 01-Dec-2005 SC 95.00 114,000.00 Group 2 0351025125 Mar-2006 01-Jun-2005 MS 95.00 53,~~100~~200.00 Group 2 ~~0391015743~~0361027964 Jun-2006 01-Dec-2005 MI 80.00 114,320.00 Group 2 0361028165 Jun-2006 01-Dec-2005 MI 80.00 68,000.00 Group 2 0361028181 Jun-2006 01-Dec-2005 MI 74.24 245,000.00 Group 2 0361028484 May-2006 01-Dec-2005 MI 65.00 79,300.00 Group 2 0361028508 Jun-2006 01-Dec-2005 MI 80.00 91,200.00 Group 2 0371029584 May-2006 01-Dec-2005 FL 85.00 58,437.50 Group 2 0371030099 Jun-2006 01-Dec-2005 FL 80.00 94,000.00 Group 2 0381025236 May-2006 01-Nov-2005 MA 70.00 196,000.00 Group 2 0381025311 Jun-2006 01-Dec-2005 MA 65.00 162,500.00 Group 2 0391015414 Jun-2006 01-Dec-2005 AL 80.00 97118,~~600~~000.00 Group 2 ~~0511041057~~0401004996 Apr-2006 01-Dec-2005 RI 80.00 188,000.00 Group 2 0511038521 May-2006 01-Nov-2005 GA 80.00 112,000.00 Group 2 0511040150 Jun-2006 01-Dec-2005 CA 48.10 190,000.00 Group 2 0521030270 Mar-2006 01-Dec-2005 IL 95.00 ~~403~~164,~~750~~350.00 Group 2 ~~0621012071~~0521030441 May-2006 01-Dec-2005 IN 100.00 105,000.00 Group 2 0521030637 May-2006 01-Dec-2005 WI 84.09 148,000.00 Group 2 0551009309 Jun-2006 01-Dec-2005 TX 80.00 371,200.00 Group 2 0561004269 May-2006 01-Dec-2005 FL 80.00 84,000.00 Group 2 0581003605 Apr-2006 01-~~Jan~~Nov-2005 CA 80.00 408,000.00 Group 2 0621012473 Apr-2006 01-Dec-2005 FL 7075.00 ~~124~~228,~~600~~750.00 Group 2 ~~0641010046~~0621012536 Jun-2006 01-Dec-2005 FL 57.34 125,000.00 Group 2 0621012757 Jun-2006 01-Dec-2005 FL 80.00 130,400.00 Group 2 0631009081 Jun-2006 01-Oct-2005 CA 85.00 297,500.00 Group 2 0631010066 Apr-2006 01-Nov-2005 CA 74.15 326,250.00 Group 2 0631010404 Mar-2006 01-~~Aug~~Nov-2005 NV 90.00 220,500.00 Group 2 0641013155 May-2006 01-Nov-2005 OK 90.00 67,500.00 Group 2 0641013359 Jun-2006 01-Dec-2005 OK 90.00 88,200.00 Group 2 0641013493 May-2006 01-Dec-2005 TX 80.00 96116,000.00 Group 2 ~~0641012388~~0651013279 Mar-2006 01-~~Oct~~Nov-2005 ARIN 8580.00 6054,~~350~~400.00 Group 2 ~~0651011230~~0651013395 May-2006 01-Dec-2005 NH 62.22 224,000.00 Group 2 0651013481 Apr-2006 01-Dec-2005 NY 80.00 380,000.00 Group 2 0651013555 Mar-2006 01-~~Oct~~Nov-2005 SCNV 65.00 182,650.00 Group 2 0651013592 Jun-2006 01-Dec-2005 WA 80.00 ~~144~~184,000.00 Group 2 ~~0761014405~~0661009123 Mar-2006 01-Sep-2005 CA 90.00 400,500.00 Group 2 0661010110 Jun-2006 01-Nov-2005 CA 83.73 280,500.00 Group 2 0671004972 May-2006 01-Aug-2005 CA 58.06 270,000.00 Group 2 0671007079 Jun-2006 01-Dec-2005 WICA 8090.00 ~~248~~243,000.00 Group 2 ~~0781004669~~0671007976 Mar-2006 01-Dec-2005 MN 75.99 220,000.00 Group 2 0671007979 May-2006 01-~~Oct~~Dec-2005 MICA 83.41 291,920.00 Group 2 0671008506 Jun-2006 01-Dec-2005 CA 68.57 240,000.00 Group 2 0681009036 May-2006 01-Jan-2006 MA 84.99 127,400.00 Group 2 0681009423 Mar-2006 01-Dec-2005 MA 75.00 285,000.00 Group 2 0681009462 May-2006 01-Dec-2005 MA 90.00 ~~107~~300,600.00 Group 2 0681009743 Jun-2006 01-Dec-2005 MA 95.00 185,250.00 Group 2 0711008646 May-2006 01-Dec-2005 NY 68.24 58,000.00 Group 2 0771006890 Jun-2006 01-Dec-2005 TX 72.35 296,650.00 Group 2 0831046942 Mar-2006 01-Aug-2005 RI 52.94 180,000.00 Group 2 0831048696 Jun-2006 01-Oct-2005 FL 63.86 182,000.00 Group 2 0831048911 Jun-2006 01-Oct-2005 MA 56.41 330,000.00 Group 2 0831049513 Apr-2006 01-Oct-2005 NJ 65.00 286,000.00 Group 2 0831050584 May-2006 01-Oct-2005 CA 70.00 128,100.00 Group 2 ~~0791004739~~0841009038 Jun-2006 01-Nov-2005 MI 95.00 56,905.00 Group 2 0841009725 Jun-2006 01-Dec-2005 MI 75.00 116,250.00 Group 2 0841009727 May-2006 01-Dec-2005 MNMI 80.00 81,120.00 Group 2 0841009797 May-2006 01-Dec-2005 MI 75.00 63,750.00 Group 2 0841009989 May-2006 01-Dec-2005 MI 80.00 96,000.00 Group 32 ~~0051061538~~0841010141 Mar-2006 01-Dec-2005 GAMI 80.00 ~~254~~112,~~400~~000.00 Group 2 0851001227 Mar-2006 01-Aug-2005 NY 50.56 225,000.00 Group 3 ~~0051061540~~0061062751 Mar-2006 01-Dec-2005 GAOH ~~100~~80.00 ~~63,~~600,000.00 Group 3 ~~0391015530~~0381025640 ~~Mar~~Jun-2006 01-Dec-2005 TNNY 67.54 878,000.00 Group 4 0011077722 May-2006 01-Oct-2005 CA 80.00 412,000.00 Group 4 0031038873 Jun-2006 01-Nov-2005 CA 80.00 680,000.00 Group 4 0041073957 Jun-2006 01-Jan-2006 IL 80.00 221,280.00 Group 4 0051061259 Jun-2006 01-Dec-2005 GA 80.00 291,920.00 Group 4 0051061337 May-2006 01-Dec-2005 GA 80.00 112,~~720~~800.00 Group 4 ~~0041071440~~0061062670 ~~Mar~~Jun-2006 01-Jan-2006 OH 80.00 96,000.00 Group 4 0101051139 Jun-2006 01-Nov-2005 TX 80.00 96,800.00 Group 4 0131036305 Jun-2006 01-Dec-2005 KY 80.00 55,200.00 Group 4 0141050331 Jun-2006 01-Nov-2005 NY 95.00 427,500.00 Group 4 0141051876 Jun-2006 01-Dec-2005 NY 80.00 114,400.00 Group 4 0211036384 Jun-2006 01-Nov-2005 GA 80.00 147,920.00 Group 4 0231071601 Jun-2006 01-Sep-2005 MA 80.00 276,000.00 Group 4 0271023097 Apr-2006 01-Sep-2005 IL 85.00 722,500.00 Group 4 0321028019 May-2006 01-Sep-2005 CO 80.00 159,920.00 Group 4 0321029008 May-2006 01-Oct-2005 MOUT 95.00 163,362.00 Group 4 0331041702 May-2006 01-Nov-2005 NY 95.00 541,500.00 Group 4 0361027051 Jun-2006 01-Oct-2005 MI 90.00 ~~171~~216,~~932~~000.00 Group 4 ~~0061062756~~0371030083 ~~Apr~~May-2006 01-Dec-2005 PAFL 9080.00 ~~194~~83,~~400~~600.00 Group 4 ~~0171028722~~0371030540 May-2006 01-Dec-2005 FL 80.00 150,800.00 Group 4 0511041010 May-2006 01-Jan-2006 AZCA 85.00 833,000.00 Group 4 0581004706 Mar-2006 01-Dec-2005 CA 74.64 418,000.00 Group 4 0611017486 Jun-2006 01-Sep-2005 NY 68.94 910,000.00 Group 4 0611019515 May-2006 01-Dec-2005 NY 80.00 ~~233~~340,~~920~~000.00 Group 4 0611019686 Jun-2006 01-Dec-2005 NY 100.00 595,000.00 Group 4 0621012726 Jun-2006 01-Jan-2006 FL 80.00 352,000.00 Group 4 0651013865 May-2006 01-Dec-2005 NC 95.00 540,550.00 Group 4 0651014649 May-2006 01-Jan-2006 GA 80.00 128,000.00 Group 4 0671008065 Jun-2006 01-Nov-2005 CA 80.00 534,800.00 Group 4 0671008401 May-2006 01-Dec-2005 CA 80.00 400,000.00 Group 4 0681009614 May-2006 01-Dec-2005 MA 80.00 800,800.00 Group 4 0691005861 May-2006 01-Dec-2005 FL 65.00 682,500.00 Group 4 0781004703 May-2006 01-Oct-2005 NY 90.00 499,500.00 Group 4 0831049508 Jun-2006 01-Oct-2005 NJ 88.88 160,000.00 Group 4 0831050053 May-2006 01-Nov-2005 CA 59.81 125,000.00 Group 4 0841009962 Apr-2006 01-Dec-2005 MI 93.00 130,200.00

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 0211036157 30,898.05 01-Jan-2006 2 11.500% 1,152.96 Group 1 0331041688 49,888.15 01-May-2006 (1) 10.900% 440.84 Group 1 0641011433 183,288.04 01-May-2006 (1) 5.950% 863.89 Group 1 0731012904 135,204.30 01-May-2006 (1) 6.990% 754.41 Group 2 0011076841 262,658.93 01-Jan-2006 2 11.500% 9,801.02 Group 2 0051059796 77,322.58 01-Jan-2006 2 7.750% 1,918.05 Group 2 0211036155 123,453.61 01-Jan-2006 2 7.850% 3,103.61 Group 2 0211036802 382,220.06 01-Feb-2006 1 8.575% 7,905.20 Group 2 0271024778 211,998.47 01-Feb-2006 1 8.700% 4,449.30 Group 2 0341028114 53,038.84 01-Feb-2006 1 10.700% 1,378.47 Group 2 0391015743 97,280.87 01-Apr-2006 0 9.000% 1,410.98 Group 2 0511041057 403,302.53 01-Mar-2006 0 8.150% 5,275.79 Group 2 0621012071 124,563.55 01-Jan-2006 2 11.900% 4,814.32 Group 2 0641010046 95,817.54 01-Jan-2006 2 11.650% 3,623.30 Group 2 0641012388 60,129.61 01-May-2006 (1) 9.990% 485.78 Group 2 0651011230 143,701.07 01-Jan-2006 2 9.300% 4,307.57 Group 2 0761014405 247,367.26 01-Apr-2006 0 9.400% 3,752.72 Group 2 0781004669 106,732.20 01-Feb-2006 1 7.950% 2,039.81 Group 2 0791004739 120,000.00 01-Mar-2006 0 7.700% 1,480.00 Group 3 0051061538 254,244.29 01-Dec-2005 3 8.450% 8,621.94 Group 3 0051061540 63,555.90 01-Jan-2006 2 11.150% 2,297.38 Group 3 0391015530 112,415.64 01-May-2006 (1) 6.450% 576.39 Group 4 0041071440 170,939.00 01-May-2006 (1) 7.750% 1,062.03 Group 4 0061062756 193,622.71 01-Apr-2006 0 8.350% 2,598.61 Group 4 0171028722 232,948.16 01-May-2006 (1) 6.990% 1,299.78

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

~~Realized~~Summary ~~Loss~~12 ~~Detail~~Month ~~Report~~Bankruptcy -History* New Bankruptcy Loans ~~with~~Month ~~Losses~~Bankruptcy ~~during~~Percentage Loans in Bankruptcy 11 Jul-05 0.000% Original Principal Balance 1,553,290.00 Aug-05 0.000% Current ~~Period~~Actual ~~Summary~~Balance #1,549,642.33 ~~Loans~~Sep-05 ~~Prior~~0.000% ~~Realized~~Oct-05 0.000% Current ~~with~~Bankruptcy ~~Actual~~Total ~~Loss/(Gain)~~Nov-05 ~~Loss~~0.000% ~~Group~~Loans ~~Losses~~in Bankruptcy 31 Dec-05 0.000% Original Principal Balance ~~Amount~~4,805,562.00 ~~Percentage~~Jan-06 0.000% Current Actual Balance 4,791,507.44 Feb-06 0.000% Mar-06 0.131% Apr-06 0.141% May-06 0.180% Jun-06 0.175% *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 ~~103~~Jul-05 0.000% Original Principal Balance 30,~~786~~928.3300 15Aug-05 0.000% Current Actual Balance 30,~~329~~898.7105 Sep-05 0.~~004~~000% Oct-05 0.000% Current Bankruptcy Total Nov-05 0.000% Loans in Bankruptcy 3 Dec-05 0.000% Original Principal Balance 351,728.00 Jan-06 0.000% Current Actual Balance 349,080.82 Feb-06 0.000% Mar-06 0.078% Apr-06 0.070% May-06 0.106% Jun-06 0.090% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 2 012 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 8 Jul-05 0.000% Original Principal Balance 1,354,362.00 Aug-05 0.000% Current Actual Balance 1,350,819.16 Sep-05 0.000% Oct-05 0.000% Current Bankruptcy Total Nov-05 0.000% Loans in Bankruptcy 20 Dec-05 0.000% Original Principal Balance 3,254,862.00 Jan-06 0.000% ~~Group~~Current Actual Balance 3,247,228.20 Feb-06 0.000% Mar-06 0.100% Apr-06 0.108% May-06 0.181% Jun-06 0.283% *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 1 Jul-05 0.000% Original Principal Balance 33,600.00 Aug-05 0.000% Current Actual Balance 33,525.12 Sep-05 0.000% Oct-05 0.000% Current Bankruptcy Total Nov-05 0.000% Loans in Bankruptcy 4 Dec-05 0.000% Original Principal Balance 464,320.00 Jan-06 0.000% Current Actual Balance 463,740.95 Feb-06 0.000% Mar-06 0.166% Apr-06 0.168% May-06 0.169% Jun-06 0.185% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 4 012 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 1 Jul-05 0.000% Original Principal Balance 134,400.00 Aug-05 0.000% Current Actual Balance 134,400.00 Sep-05 0.000% Oct-05 0.000% Current Bankruptcy Total 1Nov-05 ~~103~~0.000% Loans in Bankruptcy 4 Dec-05 0.000% Original Principal Balance 734,~~786~~652.3300 15Jan-06 0.000% Current Actual Balance 731,~~329~~457.7147 Feb-06 0.~~001~~000% Mar-06 0.179% Apr-06 0.202% May-06 0.211% Jun-06 0.076% *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.

~~Realized~~Bankruptcy ~~Loss Loan~~ Detail ~~Report~~ - All Mortgage Loans ~~With~~in ~~Losses~~Bankruptcy during Current Period ~~Original~~Group ~~Current~~Loan Month Loan ~~Principal~~First ~~Note~~State LTV at Original ~~Group~~ Number Entered Payment Origination Principal Bankruptcy Date Balance ~~Rate~~Group ~~State~~1 ~~Origination~~0211036157 ~~Term~~Jun-2006 01-Nov-2005 GA 100.00 30,928.00 Group 1 ~~0841008695~~0641011433 ~~104~~Mar-2006 01-Oct-2005 TX 64.84 184,800.00 Group 1 0731012904 May-2006 01-Nov-2005 TN 80.00 136,000.00 9Group 2 0011076841 Mar-2006 01-Oct-2005 WA 62.~~3500%~~62 263,000.00 Group 2 0051059796 Mar-2006 01-Sep-2005 GA 80.00 77,600.00 Group 2 0081059587 Jun-2006 01-Dec-2005 VA 80.00 95,200.00 Group 2 0191025031 Jun-2006 01-Oct-2005 WA 85.00 324,700.00 Group 2 0211036155 Jun-2006 01-Nov-2005 GA 80.00 123,712.00 Group 2 0211036802 Jun-2006 01-Dec-2005 VA 90.00 382,500.00 Group 2 0271024778 Mar-2006 01-Nov-2005 RI 83.01 212,500.00 Group 2 0281017828 Jun-2006 01-Dec-2005 PA 90.00 187,200.00 Group 2 0341028114 Mar-2006 01-Dec-2005 NC 90.00 53,100.00 Group 2 0391015743 May-2006 01-Dec-2005 AL 80.00 97,600.00 Group 2 0401005264 Jun-2006 01-Dec-2005 IN 90.00 54,000.00 Group 2 0511041057 May-2006 01-Dec-2005 CA 95.00 403,750.00 Group 2 0621012071 Apr-2006 01-Jan-2006 FL 70.00 124,600.00 Group 2 0641010046 Mar-2006 01-Aug-2005 TX 80.00 96,000.00 Group 2 0641012388 Mar-2006 01-Oct-2005 AR 85.00 60,350.00 Group 2 0651011230 Mar-2006 01-Oct-2005 SC 80.00 144,000.00 Group 2 0761013416 Jun-2006 01-Oct-2005 WI 65.00 79,950.00 Group 2 0761014405 May-2006 01-Dec-2005 WI 80.00 248,000.00 Group 2 0781004669 Jun-2006 01-Oct-2005 MI 90.00 107,100.00 Group 2 0791004739 May-2006 01-Dec-2005 MN 80.00 ~~360~~120,000.00 Group 3 0051061405 Jun-2006 01-Dec-2005 GA 100.00 33,600.00 Group 3 0051061538 Mar-2006 01-Dec-2005 GA 80.00 254,400.00 Group 3 0051061540 Mar-2006 01-Dec-2005 GA 100.00 63,600.00 Group 3 0391015530 Mar-2006 01-Dec-2005 TN 80.00 112,720.00 Group 4 0041071440 Mar-2006 01-Oct-2005 MO 90.00 171,932.00 Group 4 0051061404 Jun-2006 01-Dec-2005 GA 80.00 134,400.00 Group 4 0061062756 Apr-2006 01-Dec-2005 PA 90.00 194,400.00 Group 4 0171028722 May-2006 01-Jan-2006 AZ 80.00 233,920.00

~~Realized~~Bankruptcy ~~Loss Loan~~ Detail ~~Report~~ - All Mortgage Loans ~~With~~in ~~Losses~~Bankruptcy during Current Period (continued) ~~Prior~~Group ~~Cumulative~~ Loan ~~Actual~~Current ~~Realized~~Paid ~~Realized~~To ~~Group~~Months Current Approximate Number Actual Date Delinquent Loan Rate Delinquent Balance ~~Loss/~~Interest Group 1 0211036157 30,898.05 01-Jan-2006 3 11.500% 1,440.96 Group 1 0641011433 183,094.80 01-Jun-2006 (~~Gain~~1) ~~Loss/~~5.950% 862.98 Group 1 0731012904 135,087.97 01-Jun-2006 (~~Gain~~1) 6.990% 753.77 Group 2 0011076841 262,304.59 01-May-2006 0 11.500% 4,897.18 Group 2 0051059796 77,322.58 01-Jan-2006 3 7.750% 2,396.68 Group 2 0081059587 94,930.57 01-Apr-2006 0 8.900% 1,360.28 ~~0841008695~~Group ~~103~~2 0191025031 323,~~786~~390.44 01-Apr-2006 0 8.850% 4,606.93 Group 2 0211036155 123,453.61 01-Jan-2006 3 7.850% 3,878.12 Group 2 0211036802 382,125.41 01-Mar-2006 1 8.575% 7,903.24 Group 2 0271024778 211,871.30 01-Mar-2006 1 8.700% 4,446.60 Group 2 0281017828 186,377.75 01-Jun-2006 (1) 8.550% 1,282.16 Group 2 0341028114 53,018.09 01-Mar-2006 1 10.700% 1,377.93 Group 2 0391015743 97,169.05 01-Jun-2006 (1) 9.000% 704.88 Group 2 0401005264 53,955.39 01-Jan-2006 3 10.340% 2,255.23 Group 2 0511041057 403,302.53 01-Mar-2006 1 8.150% 7,912.57 Group 2 0621012071 124,563.55 01-Jan-2006 3 11.900% 6,016.99 Group 2 0641010046 95,817.54 01-Jan-2006 3 11.650% 4,528.37 Group 2 0641012388 60,101.02 01-Jun-2006 (1) 9.990% 485.55 Group 2 0651011230 143,701.07 01-Jan-2006 3 9.300% 5,383.01 Group 2 0761013416 79,853.79 01-Jan-2006 3 11.840% 3,837.24 Group 2 0761014405 247,237.72 01-May-2006 0 10.400% 3,956.79 Group 2 0781004669 106,732.20 01-Feb-2006 2 7.950% 2,718.78 Group 2 0791004739 120,000.00 01-Mar-2006 1 7.700% 2,220.00 Group 3 0051061405 33,525.12 1501-Jun-2006 (1) 11.650% 317.20 Group 3 0051061538 254,~~329~~244.7129 1501-Dec-2005 4 8.450% 10,~~329~~343.7128 Group 3 0051061540 63,555.90 01-Jan-2006 3 11.150% 2,871.21 Group 3 0391015530 112,415.64 01-May-2006 0 6.450% 1,152.52 Group 4 0041071440 170,811.24 01-Jun-2006 (1) 7.750% 1,061.25 Group 4 0051061404 134,400.00 01-Jun-2006 (1) 8.400% 907.20 Group 4 0061062756 193,495.85 01-May-2006 0 8.350% 2,596.92 Group 4 0171028722 232,750.38 01-Jun-2006 (1) 6.990% 1,298.68

Realized Loss Report - Collateral Summary MDR SDA Current Month 0.004% Current Month 0.391% 3 Month Average 0.001% 3 Month Average 0.130% 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. 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 0.000% N/A Feb-2006 0.000% N/A Mar-2006 0.000% N/A Mar-2006 0.000% N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.004% N/A May-2006 0.391% 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 0.043% Current Month 14.794% 3 Month Average 0.014% 3 Month Average 4.931% 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. 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 0.000% N/A Feb-2006 0.000% N/A Mar-2006 0.000% N/A Mar-2006 0.000% N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.043% N/A May-2006 14.794% 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 0.026% Current Month 2.819% 3 Month Average 0.009% 3 Month Average 0.940% 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. 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 0.000% N/A Feb-2006 0.000% N/A Mar-2006 0.000% N/A Mar-2006 0.000% N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.026% N/A May-2006 2.819% 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 0.309% Current Month 14.794% 3 Month Average 0.103% 3 Month Average 4.931% 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. 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 0.000% N/A Feb-2006 0.000% N/A Mar-2006 0.000% N/A Mar-2006 0.000% N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.309% N/A May-2006 14.794% 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. 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 0.000% N/A Feb-2006 0.000% N/A Mar-2006 0.000% N/A Mar-2006 0.000% N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. 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 0.000% N/A Feb-2006 0.000% N/A Mar-2006 0.000% N/A Mar-2006 0.000% N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 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. 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 0.000% N/A Feb-2006 0.000% N/A Mar-2006 0.000% N/A Mar-2006 0.000% N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. 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 0.000% N/A Feb-2006 0.000% N/A Mar-2006 0.000% N/A Mar-2006 0.000% N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 4 MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. 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 0.000% N/A Feb-2006 0.000% N/A Mar-2006 0.000% N/A Mar-2006 0.000% N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. 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 0.000% N/A Feb-2006 0.000% N/A Mar-2006 0.000% N/A Mar-2006 0.000% N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Monthly Default Rate (MDR): sum(Beg Scheduled Balance of Liquidated Loans)/ sum(Beg Scheduled Balance). Conditional Default Rate (CDR): 1-((1-MDR)^12) SDA Standard Default Assumption: If WAS is less than or equal to 30 then CDR /(WAS * 0.02) else if WAS is greater than 30 and less than or equal to 60 then CDR / 0.6 else if WAS is greater than 60 and less than or equal to 120 then CDR / (0.6 - ((WAS - 60) * 0.0095)) else if WAS is greater than 120 then CDR / 0.03 Loss Severity Approximation for current period: sum(Realized Loss Amount)/sum(Beg Scheduled Balance of Liquidated Loans)

~~Prepayment~~Realized ~~Detail~~Loss -Loan ~~Prepayments~~Detail ~~during~~Report ~~Current~~- ~~Period Summary~~ Loans ~~Paid~~With InLosses ~~Full~~during ~~Repurchased~~Current ~~Loans~~Period Original Current ~~Original~~Loan ~~Current~~ Principal ~~Scheduled~~Note ~~Principal~~LTV ~~Scheduled~~at Original Group ~~Count~~Number Balance ~~Balance~~Rate ~~Count~~State ~~Balance~~Origination ~~Balance~~Term ~~Group~~No 1Losses 48this 7,236,835.00 7,213,011.15 0 0.00 0.00 Group 2 164 33,545,475.90 33,357,341.07 0 0.00 0.00 Group 3 17 1,867,616.00 1,862,409.89 0 0.00 0.00 Group 4 53 20,914,128.00 20,870,936.72 0 0.00 0.00 Total 282 63,564,054.90 63,303,698.83 0 0.00 0.00Period

~~Prepayment~~Realized Loss Loan Detail Report - ~~Prepayments~~Loans With Losses during Current Period (continued) ~~Summary~~Prior ~~Substitution~~Cumulative ~~Loans~~Loan ~~Liquidated~~Actual ~~Loans~~Realized ~~Curtailments~~Realized ~~Original Current Original Current Principal Scheduled Principal Scheduled Curtailment~~ Group ~~Count~~Number Balance ~~Balance~~Loss/(Gain) ~~Count Balance Balance Amount Group 1 0 0.00 0.00 1 104,000.00 103,621.67 30,266.93 Group 2 0 0.00 0.00 0 0.00 0.00~~ Loss/(~~161,160.39~~Gain) ~~Group~~No 3Losses 0this ~~0.00 0.00 0 0.00 0.00 74,873.47 Group 4 0 0.00 0.00 0 0.00 0.00 31,504.37 Total 0 0.00 0.00 1 104,000.00 103,621.67 (24,515.62)~~Period

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount Group 1 0011078223 CA 75.00 01-Dec-2005 348,750.00 348,750.00 Group 1 0031039056 CA 70.00 01-Dec-2005 182,000.00 181,267.20 Group 1 0051061362 GA 90.00 01-Dec-2005 54,000.00 53,406.22 Group 1 0071069288 FL 85.00 01-Nov-2005 184,450.00 183,556.12 Group 1 0071070065 FL 95.00 01-Dec-2005 303,050.00 302,208.07 Group 1 0121043198 WI 95.00 01-Oct-2005 29,250.00 29,170.83 Group 1 0141051113 NY 41.12 01-Nov-2005 227,000.00 225,569.13 Group 1 0141051365 NY 72.47 01-Dec-2005 308,000.00 307,321.46 Group 1 0141051896 CT 80.00 01-Dec-2005 78,000.00 77,889.84 Group 1 0161045511 NH 80.00 01-Dec-2005 132,000.00 131,560.14 Group 1 0161046435 MA 72.09 01-Dec-2005 310,000.00 308,924.60 Group 1 0211033948 MD 100.00 01-Oct-2005 42,000.00 41,903.31 Group 1 0211037003 DC 37.74 01-Dec-2005 200,000.00 199,340.26 Group 1 0231074740 CT 100.00 01-Dec-2005 32,000.00 31,847.41 Group 1 0231075067 NJ 51.55 01-Dec-2005 250,018.00 248,971.09 Group 1 0271024523 WA 90.80 01-Nov-2005 30,000.00 29,932.91 Group 1 0271025288 NY 100.00 01-Dec-2005 36,000.00 35,942.65 Group 1 0271025355 CA 94.28 01-Dec-2005 40,000.00 39,935.58 Group 1 0291002542 FL 77.62 01-Dec-2005 50,000.00 49,935.40 Group 1 0301001915 OR 64.58 01-Aug-2005 100,750.00 99,835.06 Group 1 0321030362 CO 80.00 01-Dec-2005 143,920.00 143,863.63 Group 1 0321030363 CO 100.00 01-Dec-2005 35,980.00 35,899.55 Group 1 0341028039 NC 75.00 01-Dec-2005 97,500.00 97,321.06 Group 1 0371030104 FL 75.00 01-Dec-2005 39,565.00 39,513.22 Group 1 0371030268 FL 60.00 01-Dec-2005 149,996.00 149,539.86 Group 1 0381025633 MA 89.47 01-Dec-2005 510,000.00 508,526.55 Group 1 0401004207 OR 80.00 01-Dec-2005 28,000.00 27,951.30 Group 1 0401004496 MA 91.72 01-Dec-2005 266,000.00 265,207.49 Group 1 0401004620 MA 66.07 01-Dec-2005 176,400.00 175,934.68 Group 1 0511040864 NV 58.33 01-Dec-2005 210,000.00 209,502.69 Group 1 0551009416 TX 80.00 01-Dec-2005 69,600.00 69,433.23 Group 1 0561003734 FL 69.71 01-Nov-2005 145,000.00 144,283.44 Group 1 0621012846 FL 90.00 01-Dec-2005 53,406.00 53,340.74 Group 1 0631009955 CA 80.00 01-Nov-2005 240,000.00 239,717.70 Group 1 0641012316 CT 100.00 01-Nov-2005 42,000.00 41,852.38 Group 1 0661008951 FL 91.30 01-Sep-2005 210,000.00 208,774.98 Group 1 0661010514 NV 85.00 01-Nov-2005 170,000.00 169,141.30 Group 1 0661011706 CA 80.00 01-Dec-2005 372,400.00 370,720.30 Group 1 0691005826 MD 69.80 01-Dec-2005 141,000.00 140,894.40 Group 1 0691005991 VA 65.00 01-Nov-2005 267,800.00 266,666.59 Group 1 0701002127 CA 70.00 01-Dec-2005 301,000.00 300,543.87 Group 1 0711008767 MA 84.32 01-Dec-2005 50,000.00 49,917.12 Group 1 0711008845 MA 83.56 01-Dec-2005 28,000.00 27,951.85 Group 1 0721008929 NV 72.36 01-Dec-2005 25,000.00 24,719.99 Group 1 0721009203 AZ 77.81 01-Dec-2005 53,000.00 52,880.82 Group 1 0731013455 GA 100.00 01-Jan-2006 86,000.00 85,867.33 Group 1 0781005086 PA 75.00 01-Dec-2005 108,000.00 107,640.12 Group 1 0841008695 MI 80.00 01-Oct-2005 104,000.00 103,565.93 Group 1 0871002588 NJ 80.00 01-Dec-2005 280,000.00 278,137.68 Group 2 0021067014 CA 90.00 01-Oct-2005 301,500.00 299,674.91 Group 2 0031038370 CA 80.00 01-Nov-2005 220,000.00 218,851.71 Group 2 0031038570 CA 61.81 01-Nov-2005 390,000.00 388,350.95 Group 2 0031038660 CA 75.00 01-Dec-2005 307,500.00 306,344.63 Group 2 0031038699 CA 60.34 01-Nov-2005 262,500.00 261,263.86 Group 2 0031038874 CA 59.29 01-Nov-2005 252,000.00 250,715.67 Group 2 0031039264 CA 75.00 01-Dec-2005 738,750.00 735,746.16 Group 2 0031039715 CA 85.00 01-Dec-2005 267,750.00 267,307.99 Group 2 0041072003 IL 80.00 01-Dec-2005 204,000.00 203,428.53 Group 2 0041072958 IL 95.00 01-Dec-2005 93,100.00 92,808.09 Group 2 0041073124 IL 58.36 01-Dec-2005 178,000.00 177,335.79 Group 2 0041073278 IL 90.00 01-Dec-2005 88,200.00 88,003.73 Group 2 0041073432 IL 95.00 01-Dec-2005 232,750.00 232,103.41 Group 2 0041073915 IL 80.00 01-Jan-2006 124,000.00 123,793.79 Group 2 0041073940 IL 80.00 01-Jan-2006 172,800.00 172,456.53 Group 2 0061062493 OH 90.00 01-Nov-2005 295,200.00 294,048.96 Group 2 0061062848 OH 95.00 01-Dec-2005 121,600.00 121,296.16 Group 2 0061062879 OH 100.00 01-Dec-2005 140,700.00 140,130.41 Group 2 0061063320 IN 70.00 01-Jan-2006 51,800.00 51,720.95 Group 2 0071068583 FL 65.00 01-Oct-2005 84,500.00 84,290.34 Group 2 0071069318 FL 80.00 01-Dec-2005 179,200.00 178,821.83 Group 2 0071069356 FL 95.00 01-Nov-2005 128,250.00 127,871.12 Group 2 0071069748 FL 80.00 01-Dec-2005 292,000.00 291,017.16 Group 2 0071069871 FL 76.86 01-Dec-2005 269,000.00 269,000.00 Group 2 0071070012 FL 80.00 01-Dec-2005 185,600.00 185,029.82 Group 2 0071070058 FL 89.97 01-Dec-2005 141,400.00 140,913.07 Group 2 0071070060 FL 80.00 01-Dec-2005 120,800.00 120,323.08 Group 2 0081058598 MD 69.17 01-Dec-2005 166,008.00 165,689.88 Group 2 0081059099 VA 65.13 01-Nov-2005 127,000.00 126,600.34 Group 2 0081059362 VA 80.00 01-Dec-2005 392,000.00 391,412.42 Group 2 0081059399 VA 72.59 01-Dec-2005 255,500.00 254,471.28 Group 2 0081059597 VA 100.00 01-Dec-2005 133,678.80 133,311.24 Group 2 0081059642 MD 90.00 01-Dec-2005 288,000.00 287,634.33 Group 2 0081059650 VA 95.00 01-Dec-2005 171,000.00 170,412.75 Group 2 0101051605 FL 74.51 01-Dec-2005 114,750.00 114,573.02 Group 2 0121044056 WI 95.00 01-Dec-2005 199,500.00 198,919.94 Group 2 0121044113 IL 55.36 01-Dec-2005 155,000.00 154,518.59 Group 2 0121044328 WI 80.00 01-Dec-2005 133,280.00 132,738.31 Group 2 0121044401 WI 70.00 01-Dec-2005 89,600.00 89,400.38 Group 2 0131035031 OH 56.07 01-Oct-2005 60,000.00 59,762.90 Group 2 0131036323 OH 95.00 01-Dec-2005 56,050.00 55,944.90 Group 2 0141048168 MA 80.00 01-Dec-2005 104,000.00 103,800.08 Group 2 0141051682 NY 80.00 01-Dec-2005 86,400.00 86,077.99 Group 2 0141051998 NY 80.00 01-Dec-2005 400,000.00 398,207.19 Group 2 0151030697 NJ 95.00 01-Dec-2005 156,750.00 156,366.47 Group 2 0151030899 DE 85.00 01-Dec-2005 138,550.00 138,111.12 Group 2 0161042775 MA 65.00 01-Aug-2005 195,000.00 195,000.00 Group 2 0161044806 MA 80.00 01-Nov-2005 200,000.00 198,813.06 Group 2 0161045315 MA 66.39 01-Nov-2005 322,000.00 320,199.99 Group 2 0161045854 MA 80.00 01-Dec-2005 238,400.00 237,667.58 Group 2 0161046027 MA 46.54 01-Dec-2005 130,300.00 129,724.97 Group 2 0161046060 MA 70.00 01-Dec-2005 245,000.00 244,214.03 Group 2 0171029177 AZ 85.00 01-Dec-2005 249,900.00 249,627.06 Group 2 0191026083 WA 60.50 01-Dec-2005 220,825.00 219,812.04 Group 2 0191027913 WA 90.00 01-Dec-2005 189,000.00 188,794.48 Group 2 0211036387 KY 80.00 01-Dec-2005 94,400.00 15,611.03 Group 2 0211036744 NV 20.00 11-Nov-2005 50,000.00 49,871.08 Group 2 0211036971 MD 95.00 01-Dec-2005 107,350.00 107,095.49 Group 2 0211036999 MD 95.00 01-Dec-2005 60,078.00 59,942.61 Group 2 0211037339 FL 80.00 01-Dec-2005 148,000.00 147,622.39 Group 2 0211037756 FL 80.00 01-Dec-2005 299,200.00 298,261.85 Group 2 0211037951 VA 80.00 01-Jan-2006 168,000.00 167,729.44 Group 2 0231074602 CT 78.52 01-Dec-2005 212,000.00 211,103.26 Group 2 0231074820 NH 95.00 01-Dec-2005 199,500.00 198,963.82 Group 2 0231075249 DC 80.00 01-Dec-2005 300,000.00 300,000.00 Group 2 0231075332 NJ 80.00 01-Dec-2005 328,000.00 328,000.00 Group 2 0231075372 NJ 80.00 01-Dec-2005 344,000.00 342,806.68 Group 2 0261054354 TN 75.00 01-Dec-2005 74,250.00 74,097.90 Group 2 0271025287 NY 80.00 01-Dec-2005 144,000.00 143,539.22 Group 2 0281014559 PA 78.93 01-May-2005 118,400.00 117,639.25 Group 2 0281017798 NJ 83.00 01-Dec-2005 332,000.00 331,689.79 Group 2 0291002377 FL 59.49 01-Dec-2005 87,750.00 87,388.09 Group 2 0311028623 NJ 80.00 01-Nov-2005 120,000.00 119,460.19 Group 2 0311028728 NJ 68.25 01-Dec-2005 273,000.00 271,992.42 Group 2 0311028925 NJ 66.76 01-Dec-2005 227,000.00 226,695.85 Group 2 0311029006 NJ 90.00 01-Dec-2005 195,300.00 195,300.00 Group 2 0331039506 NJ 62.61 01-Sep-2005 360,000.00 358,617.47 Group 2 0331041219 NY 64.95 01-Nov-2005 315,000.00 313,091.21 Group 2 0331041667 NY 90.00 01-Nov-2005 189,450.00 188,672.88 Group 2 0331042314 NY 63.24 01-Dec-2005 215,000.00 214,303.02 Group 2 0341028265 NC 76.52 01-Dec-2005 101,000.00 100,661.03 Group 2 0341028959 NC 80.00 01-Jan-2006 114,720.00 114,455.83 Group 2 0351029737 TX 90.00 01-Oct-2005 58,500.00 58,323.81 Group 2 0361028326 MI 100.00 01-Dec-2005 123,500.00 123,150.11 Group 2 0371030123 FL 95.00 01-Jan-2006 178,505.00 178,130.46 Group 2 0371030550 FL 80.00 01-Jan-2006 168,000.00 167,636.75 Group 2 0381025133 MA 84.65 01-Nov-2005 251,400.00 250,360.84 Group 2 0381025456 RI 64.00 01-Dec-2005 160,000.00 159,395.33 Group 2 0401004907 ME 89.00 01-Dec-2005 160,200.00 160,200.00 Group 2 0511039412 CA 90.00 01-Nov-2005 200,700.00 200,338.01 Group 2 0511040079 CA 70.00 01-Dec-2005 280,000.00 278,792.78 Group 2 0511040088 AZ 71.16 01-Dec-2005 152,994.00 152,463.26 Group 2 0511040352 NV 77.69 01-Dec-2005 202,000.00 201,537.21 Group 2 0511040380 CA 85.00 01-Dec-2005 306,000.00 304,098.57 Group 2 0511040627 CA 73.25 01-Jan-2006 167,000.00 166,777.00 Group 2 0521030411 MO 85.00 01-Dec-2005 110,500.00 110,193.64 Group 2 0581003922 NV 90.00 01-Nov-2005 351,000.00 349,674.70 Group 2 0581004012 CA 57.58 01-Dec-2005 190,000.00 190,000.00 Group 2 0581004594 CA 85.00 01-Dec-2005 193,800.00 193,127.71 Group 2 0581004853 CA 77.67 01-Jan-2006 233,000.00 232,174.88 Group 2 0611018286 NJ 85.00 01-Dec-2005 386,750.00 385,878.33 Group 2 0611019588 NJ 80.00 01-Nov-2005 272,000.00 270,941.26 Group 2 0611019859 NY 93.87 01-Dec-2005 394,250.00 392,582.98 Group 2 0621008833 FL 95.00 01-Dec-2005 165,032.10 164,514.63 Group 2 0621011516 FL 80.00 01-Oct-2005 116,000.00 115,502.62 Group 2 0621012737 FL 80.00 01-Dec-2005 132,000.00 131,581.88 Group 2 0631009630 CA 85.00 01-Oct-2005 382,500.00 382,054.76 Group 2 0631010365 CA 68.00 01-Dec-2005 391,000.00 389,588.24 Group 2 0651010570 MA 85.00 01-Jul-2005 281,350.00 281,350.00 Group 2 0651013359 MD 88.78 01-Nov-2005 199,750.00 198,899.39 Group 2 0651013497 PA 95.00 01-Nov-2005 128,250.00 127,719.69 Group 2 0651013652 GA 68.61 01-Dec-2005 99,485.00 99,160.78 Group 2 0651013691 MD 69.07 01-Dec-2005 203,750.00 203,159.36 Group 2 0651013779 FL 52.83 01-Dec-2005 140,000.00 139,517.21 Group 2 0651014170 MD 75.00 01-Dec-2005 189,750.00 189,290.56 Group 2 0661010204 CA 63.02 01-Nov-2005 271,000.00 269,774.27 Group 2 0661010455 FL 65.00 01-Dec-2005 130,000.00 129,321.27 Group 2 0661010612 CA 57.05 01-Nov-2005 275,000.00 273,333.57 Group 2 0661011140 CA 71.34 01-Nov-2005 346,000.00 344,239.30 Group 2 0661011327 CA 75.00 01-Dec-2005 277,500.00 277,500.00 Group 2 0661011617 CA 62.82 01-Dec-2005 218,000.00 217,519.95 Group 2 0661011628 CA 80.00 01-Dec-2005 240,000.00 239,990.00 Group 2 0661011814 CA 80.00 01-Dec-2005 320,000.00 318,996.65 Group 2 0671007860 CA 40.00 01-Nov-2005 320,000.00 319,236.81 Group 2 0671007909 CA 75.00 01-Dec-2005 174,375.00 173,995.08 Group 2 0671007936 CA 62.50 01-Dec-2005 125,000.00 124,484.73 Group 2 0671008362 CA 90.00 01-Dec-2005 445,500.00 444,474.44 Group 2 0681006493 MA 60.67 01-Aug-2005 182,000.00 181,065.51 Group 2 0681007363 ME 82.89 01-Dec-2005 126,000.00 125,459.12 Group 2 0681008890 MA 90.00 01-Nov-2005 382,500.00 380,164.60 Group 2 0681009384 MA 78.57 01-Dec-2005 224,700.00 224,030.53 Group 2 0681009441 MA 59.06 01-Dec-2005 375,000.00 374,471.15 Group 2 0691005514 MD 78.01 01-Nov-2005 172,400.00 172,400.00 Group 2 0691005755 MD 80.00 01-Nov-2005 310,400.00 308,959.47 Group 2 0691005891 MD 80.00 01-Dec-2005 248,000.00 247,380.32 Group 2 0691006103 MD 68.18 01-Dec-2005 165,000.00 164,367.59 Group 2 0711008525 VT 80.00 01-Dec-2005 192,000.00 191,285.72 Group 2 0711009009 MA 74.57 01-Jan-2006 130,500.00 130,285.27 Group 2 0741013610 OH 85.00 01-Dec-2005 56,100.00 55,985.12 Group 2 0761013805 IL 55.88 01-Nov-2005 285,000.00 284,067.72 Group 2 0761013916 WI 65.00 01-Dec-2005 86,125.00 84,974.92 Group 2 0761014066 WI 80.00 01-Dec-2005 106,400.00 106,168.10 Group 2 0761014291 IN 90.00 01-Dec-2005 90,000.00 89,782.08 Group 2 0761014303 IL 89.42 01-Dec-2005 215,500.00 209,531.89 Group 2 0761014466 IL 80.00 01-Dec-2005 344,000.00 343,299.03 Group 2 0781005180 NJ 75.00 01-Dec-2005 135,000.00 134,534.05 Group 2 0791005220 MO 80.00 01-Dec-2005 67,520.00 67,356.15 Group 2 0831044655 NY 46.32 01-Aug-2005 88,000.00 87,446.69 Group 2 0831047357 CA 59.03 01-Sep-2005 183,000.00 182,092.92 Group 2 0831048685 RI 80.00 01-Oct-2005 240,000.00 238,939.05 Group 2 0831048726 NJ 35.33 01-Oct-2005 265,000.00 265,000.00 Group 2 0831048900 NH 80.00 01-Jul-2005 134,400.00 133,411.08 Group 2 0831049182 CA 65.00 01-Oct-2005 325,000.00 324,069.89 Group 2 0831050043 AZ 80.00 01-Nov-2005 212,000.00 210,881.89 Group 2 0831050181 RI 72.02 01-Oct-2005 260,000.00 260,000.00 Group 2 0841008351 MI 90.00 01-Dec-2005 144,000.00 143,403.33 Group 2 0841009116 MI 90.00 01-Nov-2005 75,600.00 75,336.92 Group 2 0841009223 MI 100.00 01-Dec-2005 81,500.00 81,333.42 Group 2 0841009697 MI 80.00 01-Dec-2005 68,800.00 68,682.95 Group 2 0851002188 NJ 59.17 01-Dec-2005 213,000.00 212,167.33 Group 2 0861000056 FL 80.00 01-Dec-2005 166,400.00 166,400.00 Group 2 0861000094 FL 78.65 01-Dec-2005 145,500.00 144,879.98 Group 2 0871002868 NJ 58.29 01-Dec-2005 232,000.00 231,459.37 Group 2 0871002916 NJ 90.00 01-Dec-2005 468,000.00 466,218.30 Group 3 0031036235 CA 100.00 01-Sep-2005 78,175.00 77,944.71 Group 3 0031038132 CA 100.00 01-Nov-2005 48,000.00 47,831.24 Group 3 0031038386 CA 100.00 01-Nov-2005 110,000.00 109,668.86 Group 3 0121040597 WI 100.00 01-Aug-2005 38,807.00 38,677.07 Group 3 0121043251 WI 100.00 01-Nov-2005 41,800.00 41,645.31 Group 3 0141052011 MA 90.00 01-Dec-2005 504,000.00 503,168.06 Group 3 0171026735 AZ 95.00 01-Oct-2005 37,964.00 37,838.76 Group 3 0211036760 VA 100.00 01-Dec-2005 73,905.00 73,743.97 Group 3 0291002752 FL 59.43 01-Dec-2005 100,000.00 99,770.29 Group 3 0301003186 ID 95.00 01-Nov-2005 36,465.00 36,179.24 Group 3 0351029761 TX 100.00 01-Oct-2005 110,000.00 109,668.72 Group 3 0521030697 WI 100.00 01-Dec-2005 33,000.00 32,942.01 Group 3 0561003669 FL 70.00 01-Nov-2005 354,900.00 353,372.60 Group 3 0611019787 NY 100.00 01-Dec-2005 96,000.00 95,814.35 Group 3 0661011239 CA 100.00 01-Dec-2005 66,000.00 65,901.52 Group 3 0691006110 MD 100.00 01-Dec-2005 38,600.00 38,542.38 Group 3 0831049618 CA 77.20 01-Sep-2005 100,000.00 99,700.80 Group 4 0031036941 CA 90.00 01-Oct-2005 511,200.00 511,199.00 Group 4 0031037461 CA 80.00 01-Nov-2005 148,000.00 147,216.78 Group 4 0031038384 CA 80.00 01-Nov-2005 440,000.00 440,000.00 Group 4 0031038769 CA 90.00 01-Nov-2005 495,000.00 493,833.78 Group 4 0031038783 CA 58.94 01-Dec-2005 577,600.00 576,373.26 Group 4 0031038840 CA 80.00 01-Dec-2005 560,000.00 560,000.00 Group 4 0031038990 CA 85.00 01-Dec-2005 318,750.00 318,073.02 Group 4 0031039107 CA 79.31 01-Dec-2005 460,000.00 460,000.00 Group 4 0041073356 IL 90.00 01-Dec-2005 430,947.00 415,000.00 Group 4 0061062974 OH 70.00 01-Dec-2005 105,000.00 104,753.62 Group 4 0071069266 FL 95.00 01-Dec-2005 188,005.00 187,794.42 Group 4 0081059443 VA 90.00 01-Dec-2005 96,300.00 96,078.81 Group 4 0081059686 MD 80.00 01-Dec-2005 498,888.00 498,888.00 Group 4 0121043250 WI 80.00 01-Nov-2005 167,200.00 166,271.82 Group 4 0121044500 WI 95.00 01-Dec-2005 148,200.00 147,819.86 Group 4 0151030715 PA 65.00 01-Nov-2005 195,000.00 194,072.37 Group 4 0161043961 MA 90.00 01-Oct-2005 279,000.00 277,906.68 Group 4 0161045838 MA 94.96 01-Dec-2005 225,625.00 225,625.00 Group 4 0161045902 MA 88.20 01-Dec-2005 534,500.00 534,500.00 Group 4 0171025680 AZ 80.00 01-Dec-2005 180,216.00 180,216.00 Group 4 0171029381 AZ 67.74 01-Dec-2005 209,994.00 209,361.89 Group 4 0231074494 NJ 95.00 01-Dec-2005 407,550.00 406,227.97 Group 4 0231075558 MA 79.05 01-Jan-2006 750,000.00 749,998.75 Group 4 0251038570 CA 69.43 01-Dec-2005 561,000.00 561,000.00 Group 4 0331041255 NY 56.84 01-Nov-2005 540,000.00 540,000.00 Group 4 0331042206 NY 75.00 01-Dec-2005 551,250.00 549,389.50 Group 4 0331042288 NY 75.00 01-Dec-2005 360,000.00 358,999.88 Group 4 0341028639 NC 90.00 01-Dec-2005 171,522.00 170,668.11 Group 4 0371030073 FL 85.00 01-Dec-2005 231,200.00 230,603.95 Group 4 0371030243 FL 80.00 01-Dec-2005 191,192.00 191,192.00 Group 4 0511037772 CA 80.00 01-Dec-2005 276,280.00 276,280.00 Group 4 0511039936 CA 46.30 01-Dec-2005 125,000.00 125,000.00 Group 4 0511040102 CA 80.00 01-Dec-2005 1,404,768.00 1,404,273.89 Group 4 0511040410 CA 85.00 01-Dec-2005 573,750.00 573,750.00 Group 4 0521027576 IL 80.00 01-Aug-2005 433,600.00 433,600.00 Group 4 0521030695 WI 80.00 01-Dec-2005 132,000.00 131,581.88 Group 4 0581003753 CA 70.00 01-Nov-2005 245,000.00 243,461.26 Group 4 0611019785 NY 80.00 01-Dec-2005 384,000.00 382,627.61 Group 4 0611020004 NY 85.00 01-Dec-2005 671,500.00 671,500.00 Group 4 0621012598 FL 90.00 01-Dec-2005 483,300.00 483,300.00 Group 4 0631010277 CA 85.80 01-Dec-2005 562,000.00 561,998.00 Group 4 0631010884 CA 80.00 01-Dec-2005 424,000.00 424,000.00 Group 4 0651010035 AL 80.00 01-Jul-2005 452,000.00 448,918.07 Group 4 0651013890 MT 75.00 01-Dec-2005 746,250.00 743,707.67 Group 4 0661009947 CA 84.68 01-Oct-2005 470,000.00 470,000.00 Group 4 0661011294 CA 80.00 01-Dec-2005 250,400.00 249,401.65 Group 4 0671008083 CA 83.48 01-Dec-2005 480,000.00 480,000.00 Group 4 0671008172 HI 80.00 01-Dec-2005 689,600.00 689,600.00 Group 4 0681009299 ME 80.00 01-Dec-2005 380,000.00 378,089.31 Group 4 0681009681 MA 79.07 01-Dec-2005 510,000.00 510,000.00 Group 4 0831049189 CA 52.27 01-Oct-2005 115,000.00 114,501.84 Group 4 0841009899 MI 80.00 01-Dec-2005 92,800.00 92,540.07 Group 4 0871002650 NJ 90.00 01-Nov-2005 479,741.00 479,741.00

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning Group 1 0011078223 Loan Paid in Full (1) 7.775% 360 5 Group 1 0031039056 Loan Paid in Full (1) 7.150% 360 5 Group 1 0051061362 Loan Paid in Full 0 11.200% 180 5 Group 1 0071069288 Loan Paid in Full (1) 7.150% 360 6 Group 1 0071070065 Loan Paid in Full 0 8.990% 360 5 Group 1 0121043198 Loan Paid in Full (1) 10.750% 360 7 Group 1 0141051113 Loan Paid in Full (1) 5.990% 360 6 Group 1 0141051365 Loan Paid in Full (1) 6.517% 360 5 Group 1 0141051896 Loan Paid in Full 0 12.150% 360 5 Group 1 0161045511 Loan Paid in Full (1) 8.100% 360 5 Group 1 0161046435 Loan Paid in Full (1) 7.900% 360 5 Group 1 0211033948 Loan Paid in Full 0 11.500% 360 7 Group 1 0211037003 Loan Paid in Full (1) 8.150% 360 5 Group 1 0231074740 Loan Paid in Full 0 11.400% 360 5 Group 1 0231075067 Loan Paid in Full (1) 6.950% 360 5 Group 1 0271024523 Loan Paid in Full 0 10.900% 360 6 Group 1 0271025288 Loan Paid in Full 0 11.600% 360 5 Group 1 0271025355 Loan Paid in Full 0 11.550% 360 5 Group 1 0291002542 Loan Paid in Full 0 12.550% 360 5 Group 1 0301001915 Loan Paid in Full (1) 7.850% 360 9 Group 1 0321030362 Loan Paid in Full 0 9.400% 360 5 Group 1 0321030363 Loan Paid in Full 0 11.150% 360 5 Group 1 0341028039 Loan Paid in Full 0 10.950% 360 5 Group 1 0371030104 Loan Paid in Full (1) 12.490% 360 5 Group 1 0371030268 Loan Paid in Full 0 8.550% 360 5 Group 1 0381025633 Loan Paid in Full 0 8.800% 360 5 Group 1 0401004207 Loan Paid in Full 1 11.200% 360 5 Group 1 0401004496 Loan Paid in Full 0 8.650% 360 5 Group 1 0401004620 Loan Paid in Full 1 9.240% 360 5 Group 1 0511040864 Loan Paid in Full (1) 7.290% 360 5 Group 1 0551009416 Loan Paid in Full (1) 9.700% 360 5 Group 1 0561003734 Loan Paid in Full (1) 7.050% 360 6 Group 1 0621012846 Loan Paid in Full 0 12.800% 360 5 Group 1 0631009955 Loan Paid in Full (1) 7.700% 360 6 Group 1 0641012316 Loan Paid in Full 0 8.750% 360 6 Group 1 0661008951 Loan Paid in Full 0 7.700% 360 8 Group 1 0661010514 Loan Paid in Full 0 6.950% 360 6 Group 1 0661011706 Loan Paid in Full (1) 6.570% 360 5 Group 1 0691005826 Loan Paid in Full (1) 10.250% 360 5 Group 1 0691005991 Loan Paid in Full (1) 7.850% 360 6 Group 1 0701002127 Loan Paid in Full (1) 7.850% 360 5 Group 1 0711008767 Loan Paid in Full 0 11.600% 360 5 Group 1 0711008845 Loan Paid in Full (1) 11.250% 360 5 Group 1 0721008929 Loan Paid in Full 0 11.000% 180 5 Group 1 0721009203 Loan Paid in Full 0 10.000% 360 5 Group 1 0731013455 Loan Paid in Full (1) 10.700% 360 4 Group 1 0781005086 Loan Paid in Full 0 8.100% 360 5 Group 1 0841008695 Liquidation 1 9.350% 360 7 Group 1 0871002588 Loan Paid in Full (1) 6.850% 360 5 Group 2 0021067014 Loan Paid in Full 0 7.850% 360 7 Group 2 0031038370 Loan Paid in Full (1) 6.800% 360 6 Group 2 0031038570 Loan Paid in Full 0 7.900% 360 6 Group 2 0031038660 Loan Paid in Full 0 7.500% 360 5 Group 2 0031038699 Loan Paid in Full 0 7.300% 360 6 Group 2 0031038874 Loan Paid in Full (1) 6.900% 360 6 Group 2 0031039264 Loan Paid in Full 0 7.100% 360 5 Group 2 0031039715 Loan Paid in Full 0 7.550% 360 5 Group 2 0041072003 Loan Paid in Full 0 8.950% 360 5 Group 2 0041072958 Loan Paid in Full (1) 8.400% 360 5 Group 2 0041073124 Loan Paid in Full 0 7.550% 360 5 Group 2 0041073278 Loan Paid in Full 0 10.050% 360 5 Group 2 0041073432 Loan Paid in Full 1 8.990% 360 5 Group 2 0041073915 Loan Paid in Full 0 10.350% 360 4 Group 2 0041073940 Loan Paid in Full 0 9.650% 360 4 Group 2 0061062493 Loan Paid in Full 0 8.250% 360 6 Group 2 0061062848 Loan Paid in Full 0 9.500% 360 5 Group 2 0061062879 Loan Paid in Full 0 8.800% 360 5 Group 2 0061063320 Loan Paid in Full (1) 10.750% 360 4 Group 2 0071068583 Loan Paid in Full 0 11.200% 360 7 Group 2 0071069318 Loan Paid in Full 1 10.300% 360 5 Group 2 0071069356 Loan Paid in Full 0 9.590% 360 6 Group 2 0071069748 Loan Paid in Full (1) 8.050% 360 5 Group 2 0071069871 Loan Paid in Full 0 7.850% 360 5 Group 2 0071070012 Loan Paid in Full 1 8.500% 360 5 Group 2 0071070058 Loan Paid in Full 0 9.000% 360 5 Group 2 0071070060 Loan Paid in Full 0 7.250% 360 5 Group 2 0081058598 Loan Paid in Full 0 10.750% 360 5 Group 2 0081059099 Loan Paid in Full 0 9.550% 360 6 Group 2 0081059362 Loan Paid in Full 0 7.900% 360 5 Group 2 0081059399 Loan Paid in Full (1) 7.150% 360 5 Group 2 0081059597 Loan Paid in Full 0 9.040% 360 5 Group 2 0081059642 Loan Paid in Full 0 8.500% 360 5 Group 2 0081059650 Loan Paid in Full 0 7.950% 360 5 Group 2 0101051605 Loan Paid in Full 0 11.750% 360 5 Group 2 0121044056 Loan Paid in Full (1) 8.800% 360 5 Group 2 0121044113 Loan Paid in Full 0 8.550% 360 5 Group 2 0121044328 Loan Paid in Full (1) 7.550% 360 5 Group 2 0121044401 Loan Paid in Full 0 10.050% 360 5 Group 2 0131035031 Loan Paid in Full (1) 8.950% 360 7 Group 2 0131036323 Loan Paid in Full (1) 10.850% 360 5 Group 2 0141048168 Loan Paid in Full 0 10.800% 360 5 Group 2 0141051682 Loan Paid in Full (1) 7.990% 360 5 Group 2 0141051998 Loan Paid in Full 0 6.600% 360 5 Group 2 0151030697 Loan Paid in Full 0 9.600% 360 5 Group 2 0151030899 Loan Paid in Full (1) 8.350% 360 5 Group 2 0161042775 Loan Paid in Full (1) 5.050% 360 9 Group 2 0161044806 Loan Paid in Full 0 6.100% 360 6 Group 2 0161045315 Loan Paid in Full (1) 6.600% 360 6 Group 2 0161045854 Loan Paid in Full 0 8.500% 360 5 Group 2 0161046027 Loan Paid in Full 0 6.680% 360 5 Group 2 0161046060 Loan Paid in Full (1) 8.300% 360 5 Group 2 0171029177 Loan Paid in Full 0 9.000% 360 5 Group 2 0191026083 Loan Paid in Full (1) 6.490% 360 5 Group 2 0191027913 Loan Paid in Full 0 8.990% 360 5 Group 2 0211036387 Loan Paid in Full (1) 7.350% 360 5 Group 2 0211036744 Loan Paid in Full (1) 9.350% 360 6 Group 2 0211036971 Loan Paid in Full (1) 9.750% 360 5 Group 2 0211036999 Loan Paid in Full (1) 9.990% 360 5 Group 2 0211037339 Loan Paid in Full 0 10.500% 360 5 Group 2 0211037756 Loan Paid in Full 0 8.400% 360 5 Group 2 0211037951 Loan Paid in Full (1) 10.500% 360 4 Group 2 0231074602 Loan Paid in Full 0 7.400% 360 5 Group 2 0231074820 Loan Paid in Full (1) 9.150% 360 5 Group 2 0231075249 Loan Paid in Full 0 7.650% 360 5 Group 2 0231075332 Loan Paid in Full (1) 7.850% 360 5 Group 2 0231075372 Loan Paid in Full 0 7.900% 360 5 Group 2 0261054354 Loan Paid in Full (1) 10.440% 360 5 Group 2 0271025287 Loan Paid in Full 0 8.300% 360 5 Group 2 0281014559 Loan Paid in Full 1 9.300% 360 12 Group 2 0281017798 Loan Paid in Full 0 9.500% 360 5 Group 2 0291002377 Loan Paid in Full 0 7.600% 360 5 Group 2 0311028623 Loan Paid in Full (2) 9.850% 360 6 Group 2 0311028728 Loan Paid in Full 0 7.590% 360 5 Group 2 0311028925 Loan Paid in Full (1) 8.300% 360 5 Group 2 0311029006 Loan Paid in Full (1) 7.250% 360 5 Group 2 0331039506 Loan Paid in Full 1 9.750% 360 8 Group 2 0331041219 Loan Paid in Full 0 5.990% 360 6 Group 2 0331041667 Loan Paid in Full 1 7.990% 360 6 Group 2 0331042314 Loan Paid in Full (1) 8.250% 360 5 Group 2 0341028265 Loan Paid in Full (1) 9.150% 360 5 Group 2 0341028959 Loan Paid in Full 0 8.990% 360 4 Group 2 0351029737 Loan Paid in Full 0 10.250% 360 7 Group 2 0361028326 Loan Paid in Full (1) 9.290% 360 5 Group 2 0371030123 Loan Paid in Full 1 10.100% 360 4 Group 2 0371030550 Loan Paid in Full (1) 9.240% 360 4 Group 2 0381025133 Loan Paid in Full (1) 8.000% 360 6 Group 2 0381025456 Loan Paid in Full 0 7.500% 360 5 Group 2 0401004907 Loan Paid in Full (1) 7.450% 360 5 Group 2 0511039412 Loan Paid in Full (1) 7.890% 360 6 Group 2 0511040079 Loan Paid in Full (1) 6.800% 360 5 Group 2 0511040088 Loan Paid in Full 0 7.900% 360 5 Group 2 0511040352 Loan Paid in Full (1) 6.390% 360 5 Group 2 0511040380 Loan Paid in Full 0 7.900% 360 5 Group 2 0511040627 Loan Paid in Full 1 7.500% 360 4 Group 2 0521030411 Loan Paid in Full 0 9.000% 360 5 Group 2 0581003922 Loan Paid in Full 0 8.400% 360 6 Group 2 0581004012 Loan Paid in Full (1) 6.300% 360 5 Group 2 0581004594 Loan Paid in Full (1) 7.900% 360 5 Group 2 0581004853 Loan Paid in Full 0 6.650% 360 4 Group 2 0611018286 Loan Paid in Full 0 9.990% 360 5 Group 2 0611019588 Loan Paid in Full 1 8.250% 360 6 Group 2 0611019859 Loan Paid in Full 0 6.900% 360 5 Group 2 0621008833 Loan Paid in Full 0 8.400% 360 5 Group 2 0621011516 Loan Paid in Full 0 8.550% 360 7 Group 2 0621012737 Loan Paid in Full 2 8.350% 360 5 Group 2 0631009630 Loan Paid in Full 0 6.400% 360 7 Group 2 0631010365 Loan Paid in Full 0 7.700% 360 5 Group 2 0651010570 Loan Paid in Full 0 7.500% 360 10 Group 2 0651013359 Loan Paid in Full 0 8.300% 360 6 Group 2 0651013497 Loan Paid in Full (1) 7.950% 360 6 Group 2 0651013652 Loan Paid in Full (1) 9.300% 360 5 Group 2 0651013691 Loan Paid in Full 0 8.800% 360 5 Group 2 0651013779 Loan Paid in Full (1) 7.950% 360 5 Group 2 0651014170 Loan Paid in Full (1) 9.650% 360 5 Group 2 0661010204 Loan Paid in Full (1) 7.500% 360 6 Group 2 0661010455 Loan Paid in Full 0 6.700% 360 5 Group 2 0661010612 Loan Paid in Full 0 5.990% 360 6 Group 2 0661011140 Loan Paid in Full 0 6.900% 360 6 Group 2 0661011327 Loan Paid in Full 0 7.600% 360 5 Group 2 0661011617 Loan Paid in Full 0 10.100% 360 5 Group 2 0661011628 Loan Paid in Full (1) 7.350% 360 5 Group 2 0661011814 Loan Paid in Full 0 8.400% 360 5 Group 2 0671007860 Loan Paid in Full 0 6.900% 360 6 Group 2 0671007909 Loan Paid in Full 0 10.150% 360 5 Group 2 0671007936 Loan Paid in Full (1) 7.050% 360 5 Group 2 0671008362 Loan Paid in Full (1) 9.890% 360 5 Group 2 0681006493 Loan Paid in Full 0 9.750% 360 9 Group 2 0681007363 Loan Paid in Full (1) 8.450% 360 5 Group 2 0681008890 Loan Paid in Full 0 5.950% 360 6 Group 2 0681009384 Loan Paid in Full (1) 8.650% 360 5 Group 2 0681009441 Loan Paid in Full (1) 8.100% 360 5 Group 2 0691005514 Loan Paid in Full 0 5.850% 360 6 Group 2 0691005755 Loan Paid in Full 0 7.370% 360 6 Group 2 0691005891 Loan Paid in Full (1) 9.500% 360 5 Group 2 0691006103 Loan Paid in Full (1) 7.400% 360 5 Group 2 0711008525 Loan Paid in Full 0 7.550% 360 5 Group 2 0711009009 Loan Paid in Full (1) 10.400% 360 4 Group 2 0741013610 Loan Paid in Full 1 10.440% 360 5 Group 2 0761013805 Loan Paid in Full 0 9.100% 360 6 Group 2 0761013916 Loan Paid in Full (1) 9.050% 180 5 Group 2 0761014066 Loan Paid in Full 0 10.190% 360 5 Group 2 0761014291 Loan Paid in Full (1) 9.650% 360 5 Group 2 0761014303 Loan Paid in Full (1) 10.200% 360 5 Group 2 0761014466 Loan Paid in Full (1) 10.500% 360 5 Group 2 0781005180 Loan Paid in Full 0 7.925% 360 5 Group 2 0791005220 Loan Paid in Full 0 9.650% 360 5 Group 2 0831044655 Loan Paid in Full 0 7.950% 360 9 Group 2 0831047357 Loan Paid in Full 0 8.650% 360 8 Group 2 0831048685 Loan Paid in Full 0 8.400% 360 7 Group 2 0831048726 Loan Paid in Full 0 7.299% 360 7 Group 2 0831048900 Loan Paid in Full 0 8.250% 360 10 Group 2 0831049182 Loan Paid in Full 0 10.490% 360 7 Group 2 0831050043 Loan Paid in Full 0 6.725% 360 6 Group 2 0831050181 Loan Paid in Full (1) 6.250% 360 7 Group 2 0841008351 Loan Paid in Full (1) 7.550% 360 5 Group 2 0841009116 Loan Paid in Full (1) 8.800% 360 6 Group 2 0841009223 Loan Paid in Full (1) 10.450% 360 5 Group 2 0841009697 Loan Paid in Full 0 11.300% 360 5 Group 2 0851002188 Loan Paid in Full 0 7.300% 360 5 Group 2 0861000056 Loan Paid in Full 0 8.550% 360 5 Group 2 0861000094 Loan Paid in Full (1) 6.890% 360 5 Group 2 0871002868 Loan Paid in Full 0 9.850% 360 5 Group 2 0871002916 Loan Paid in Full 0 7.975% 360 5 Group 3 0031036235 Loan Paid in Full (1) 11.000% 360 8 Group 3 0031038132 Loan Paid in Full 0 8.750% 360 6 Group 3 0031038386 Loan Paid in Full 0 9.500% 360 6 Group 3 0121040597 Loan Paid in Full (1) 11.000% 360 9 Group 3 0121043251 Loan Paid in Full (1) 8.500% 360 6 Group 3 0141052011 Loan Paid in Full 0 7.550% 360 5 Group 3 0171026735 Loan Paid in Full 0 10.750% 360 7 Group 3 0211036760 Loan Paid in Full (1) 10.150% 360 5 Group 3 0291002752 Loan Paid in Full 0 9.900% 360 5 Group 3 0301003186 Loan Paid in Full 0 11.150% 360 6 Group 3 0351029761 Loan Paid in Full (1) 10.250% 360 7 Group 3 0521030697 Loan Paid in Full (1) 11.150% 360 5 Group 3 0561003669 Loan Paid in Full (1) 7.750% 360 6 Group 3 0611019787 Loan Paid in Full 0 11.500% 360 5 Group 3 0661011239 Loan Paid in Full (1) 11.900% 360 5 Group 3 0691006110 Loan Paid in Full 0 11.900% 360 5 Group 3 0831049618 Loan Paid in Full (1) 11.250% 360 8 Group 4 0031036941 Loan Paid in Full 0 5.900% 360 7 Group 4 0031037461 Loan Paid in Full 0 6.700% 360 6 Group 4 0031038384 Loan Paid in Full 0 5.600% 360 6 Group 4 0031038769 Loan Paid in Full (1) 6.950% 360 6 Group 4 0031038783 Loan Paid in Full 0 6.650% 360 5 Group 4 0031038840 Loan Paid in Full (1) 6.800% 360 5 Group 4 0031038990 Loan Paid in Full (1) 6.650% 360 5 Group 4 0031039107 Loan Paid in Full 0 7.550% 360 5 Group 4 0041073356 Loan Paid in Full 0 7.400% 360 5 Group 4 0061062974 Loan Paid in Full 0 9.800% 360 5 Group 4 0071069266 Loan Paid in Full 0 8.890% 360 5 Group 4 0081059443 Loan Paid in Full 0 9.900% 360 5 Group 4 0081059686 Loan Paid in Full (1) 8.050% 360 5 Group 4 0121043250 Loan Paid in Full (1) 6.450% 360 6 Group 4 0121044500 Loan Paid in Full 0 9.400% 360 5 Group 4 0151030715 Loan Paid in Full 0 8.900% 360 6 Group 4 0161043961 Loan Paid in Full 0 8.990% 360 7 Group 4 0161045838 Loan Paid in Full (1) 7.650% 360 5 Group 4 0161045902 Loan Paid in Full 0 7.500% 360 5 Group 4 0171025680 Loan Paid in Full 0 7.800% 360 5 Group 4 0171029381 Loan Paid in Full (2) 8.600% 360 5 Group 4 0231074494 Loan Paid in Full (1) 8.750% 360 5 Group 4 0231075558 Loan Paid in Full 0 6.990% 360 4 Group 4 0251038570 Loan Paid in Full (1) 6.350% 360 5 Group 4 0331041255 Loan Paid in Full (1) 6.900% 360 6 Group 4 0331042206 Loan Paid in Full 0 8.300% 360 5 Group 4 0331042288 Loan Paid in Full 0 8.990% 360 5 Group 4 0341028639 Loan Paid in Full (1) 8.150% 360 5 Group 4 0371030073 Loan Paid in Full (1) 9.350% 360 5 Group 4 0371030243 Loan Paid in Full 0 7.550% 360 5 Group 4 0511037772 Loan Paid in Full (1) 7.250% 360 5 Group 4 0511039936 Loan Paid in Full (1) 5.750% 360 5 Group 4 0511040102 Loan Paid in Full (1) 6.750% 360 5 Group 4 0511040410 Loan Paid in Full 0 7.250% 360 5 Group 4 0521027576 Loan Paid in Full 0 7.600% 360 9 Group 4 0521030695 Loan Paid in Full (1) 8.350% 360 5 Group 4 0581003753 Loan Paid in Full (1) 5.800% 360 6 Group 4 0611019785 Loan Paid in Full 0 8.000% 360 5 Group 4 0611020004 Loan Paid in Full 0 6.250% 360 5 Group 4 0621012598 Loan Paid in Full 0 6.990% 360 5 Group 4 0631010277 Loan Paid in Full (1) 6.840% 360 5 Group 4 0631010884 Loan Paid in Full (1) 5.850% 360 5 Group 4 0651010035 Loan Paid in Full 0 8.275% 360 10 Group 4 0651013890 Loan Paid in Full (1) 7.990% 360 5 Group 4 0661009947 Loan Paid in Full (1) 5.250% 360 7 Group 4 0661011294 Loan Paid in Full 0 7.200% 360 5 Group 4 0671008083 Loan Paid in Full 0 6.700% 360 5 Group 4 0671008172 Loan Paid in Full 0 6.750% 360 5 Group 4 0681009299 Loan Paid in Full (1) 7.450% 360 5 Group 4 0681009681 Loan Paid in Full (1) 6.300% 360 5 Group 4 0831049189 Loan Paid in Full 3 8.500% 360 7 Group 4 0841009899 Loan Paid in Full (1) 8.950% 360 5 Group 4 0871002650 Loan Paid in Full (1) 7.300% 360 6

~~Summary~~Prepayment ~~SMM~~Detail ~~CPR~~- ~~PSA~~Prepayments ~~Current~~during ~~Month 2.198%~~ Current ~~Month~~Period ~~23.406%~~(continued) ~~Current~~Summary ~~Month~~Substitution ~~2,125.820%~~Loans 3Liquidated ~~Month~~Loans ~~Average~~Curtailments ~~1.774%~~Original ~~3 Month Average 19.221% 3 Month Average 2,114.375% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR:~~ Current ~~vs.~~Original ~~12mo Average* PSA:~~ Current ~~vs.~~Principal ~~12mo~~Scheduled Average*Principal ~~Month~~Scheduled ~~Current~~Curtailment ~~12mo~~Group ~~Avg.~~Count ~~Month~~Balance ~~Current~~Balance ~~12mo~~Count ~~Avg.~~Balance ~~Jun-2005~~Balance ~~N/A~~Amount 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 14.593% N/A Feb-2006 2,911.176% N/A Mar-2006 13.072% N/A Mar-2006 1,865.677% N/A Apr-2006 21.184% N/A Apr-2006 2,351.628% N/A May-2006 23.406% N/A May-2006 2,125.820% 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~~0 ~~CPR PSA Current Month 1~~0.~~831%~~00 ~~Current Month 19~~0.~~891%~~00 ~~Current Month 1,813.396% 3 Month Average 1.305% 3 Month Average 14.459% 3 Month Average 1,566.949% 12 Month Average~~ 0~~.000%~~ ~~12 Month Average~~ 0.~~000%~~00 ~~12 Month Average~~ 0.~~000%~~00 CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. 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 5.011% N/A Feb-2006 129,~~007~~028.~~444%~~52 N/A Mar-2006 8.335% N/A Mar-2006 1,197.071% N/A Apr-2006 15.153% N/A Apr-2006 1,690.380% N/A May-2006 19.891% N/A May-2006 1,813.396% 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~~0 ~~CPR PSA Current Month 2~~0.~~711%~~00 ~~Current Month 28~~0.~~094%~~00 ~~Current Month 2,550.405% 3 Month Average 2.211% 3 Month Average 23.398% 3 Month Average 2,584.675% 12 Month Average~~ 0~~.000%~~ ~~12 Month Average~~ 0.~~000%~~00 ~~12 Month Average~~ 0.~~000%~~00 CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. 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 17.273% N/A Feb-2006 359,~~441~~153.~~167%~~20 N/A Mar-2006 16.869% N/A Mar-2006 2,404.378% N/A Apr-2006 25.231% N/A Apr-2006 2,799.242% N/A May-2006 28.094% N/A May-2006 2,550.405% 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~~0 ~~CPR PSA Current Month~~ 0.~~757%~~00 ~~Current Month 8.716% Current Month 788.176% 3 Month Average~~ 0.~~687%~~00 ~~3 Month Average 7.908% 3 Month Average 860.755% 12 Month Average~~ 0~~.000%~~ ~~12 Month Average~~ 0.~~000%~~00 ~~12 Month Average~~ 0.~~000%~~00 CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. 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 9.617% N/A Feb-2006 126,~~899~~024.~~005%~~29 N/A Mar-2006 4.419% N/A Mar-2006 625.569% N/A Apr-2006 10.590% N/A Apr-2006 1,168.520% N/A May-2006 8.716% N/A May-2006 788.176% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 4 ~~SMM~~0 ~~CPR PSA Current Month 2~~0.~~085%~~00 ~~Current Month 22~~0.~~341%~~00 ~~Current~~0 ~~Month 2,029~~0.~~339%~~00 ~~3 Month Average 1~~0.~~701%~~00 ~~3 Month Average 18.494% 3 Month Average 2~~28,~~032~~101.~~809%~~ 12 ~~Month~~Total ~~Average~~0 0.~~000%~~00 ~~12 Month Average~~ 0.~~000%~~00 120 ~~Month Average~~ 0.~~000%~~00 CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. 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 16.018% N/A Feb-2006 3,199.003% N/A Mar-2006 12.202% N/A Mar-2006 1,743.700% N/A Apr-2006 20.940% N/A Apr-2006 2,325.388% N/A May-2006 22.341% N/A May-2006 2,029.339% 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 / (0.200 * MIN(30142,~~WAS)) Weighted Average Seasoning (WAS): sum((Original Term - Remaining Term)*(Current Scheduled Balance/Deal Scheduled Principal Balance))~~307.13

Prepayment - Voluntary Prepayments

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($) Balance($) < 5.000 0 0.00 0.000 0 0.00 0.000 5.000 5.499 ~~131~~129 4847,~~437~~350,~~035~~127.8845 1.~~717~~725 12 3,~~181~~177,~~084~~033.9259 0.~~808~~822 5.500 5.999 ~~695~~682 ~~252~~248,~~197~~560,~~475~~126.1393 89.~~941~~056 ~~150~~149 42,~~381~~039,~~832~~855.7936 10.~~761~~878 6.000 6.499 ~~942~~923 ~~313~~305,~~749~~789,~~500~~407.0070 11.~~123~~142 ~~194~~193 50,~~518~~349,~~894~~684.4076 1213.~~826~~028 6.500 6.999 1,~~685~~647 ~~505~~493,~~878~~249,~~116~~855.4684 17.~~934~~972 ~~305~~301 7271,~~508~~646,~~294~~026.2425 18.~~409~~539 7.000 7.499 1,~~521~~479 ~~378~~368,~~217~~373,~~229~~484.9934 13.~~408~~422 ~~229~~224 4443,~~928~~547,~~307~~473.8983 11.~~407~~268 7.500 7.999 1,~~792~~749 ~~395~~383,~~121~~450,~~185~~195.4699 1413.~~008~~971 ~~243~~239 4443,~~519~~664,~~709~~393.1604 11.~~303~~298 8.000 8.499 1,~~578~~543 ~~274~~266,~~969~~502,~~971~~449.4294 9.~~748~~710 ~~216~~215 26,~~931~~781,~~873~~580.4046 6.~~838~~930 8.500 8.999 1,~~536~~490 ~~233~~224,~~322~~790,~~806~~937.6617 8.~~272~~190 ~~236~~233 27,~~608~~304,~~729~~920.1650 7.~~010~~065 9.000 9.499 1,~~085~~063 ~~138~~134,~~144~~031,~~098~~412.3676 4.~~897~~883 ~~206~~202 17,~~901~~393,~~527~~158.6245 4.~~545~~501 9.500 9.999 ~~909~~887 ~~103~~99,~~026~~957,~~738~~579.4261 3.~~652~~642 ~~216~~210 1716,~~617~~426,~~383~~486.3642 4.~~473~~250 10.000 10.499 ~~791~~767 7169,~~648~~375,~~251~~674.2656 2.~~540~~528 ~~191~~182 1211,~~213~~645,~~904~~892.0968 3.~~101~~013 10.500 10.999 ~~633~~622 4544,~~434~~270,~~938~~366.2857 1.~~611~~613 ~~242~~237 13,~~467~~128,~~403~~516.30 3.~~419~~397 11.000 11.499 ~~540~~529 33,~~749~~019,~~164~~359.6874 1.~~196~~203 ~~198~~195 9,~~240~~098,~~114~~291.1604 2.~~346~~354 11.500 11.999 ~~385~~376 2221,~~486~~729,~~315~~532.4212 0.~~797~~792 ~~176~~168 87,~~230~~878,~~872~~031.7653 2.~~090~~038 12.000 12.499 3835 2,~~624~~391,~~104~~875.0292 0.~~093~~087 2118 1981,~~213,810~~981.4279 0.~~308~~254 12.500 12.999 21 1,025,~~446~~128.8959 0.~~036~~037 17 ~~787~~786,~~102~~843.2334 0.~~200~~204 13.000 13.499 11 ~~533~~532,~~074~~844.0859 0.019 9 433,~~734~~611.9457 0.~~110~~112 13.500 13.999 4 179,~~227~~190.4583 0.~~006~~007 4 179,~~227~~190.4583 0.046 >= 14.250 0 0.00 0.000 0 0.00 0.000 Total 1413,~~297~~957 2,~~820,~~744,~~679~~579,550.8665 100.000 2,~~865~~808 ~~393~~386,~~863~~462,~~806~~971.2974 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($) Balance($) < 5.000 0 0.00 0.000 0 0.00 0.000 5.000 5.499 4443 11,~~543~~201,~~650~~045.7837 0.~~969~~976 13 7,~~258~~249,~~081~~266.0701 2.~~858~~891 5.500 5.999 ~~205~~197 5654,~~767~~896,~~213~~788.1387 4.~~765~~782 80 41,~~120~~082,~~816~~428.6717 16.~~192~~385 6.000 6.499 ~~331~~324 8482,~~261~~446,~~088~~609.6924 7.~~073~~182 7472 3736,~~765~~386,~~190~~925.8365 14.~~871~~512 6.500 6.999 ~~712~~684 ~~170~~163,~~248~~179,~~343~~350.0973 14.~~291~~214 82 3130,~~016~~992,~~519~~201.6636 12.~~214~~361 7.000 7.499 ~~767~~738 ~~160~~153,~~135~~883,~~429~~617.3678 13.~~442~~404 56 19,~~032~~018,~~584~~110.3494 7.~~495~~585 7.500 7.999 ~~1,001~~970 ~~191~~184,~~070~~053,~~515~~823.9791 16.~~039~~032 67 17,~~806~~797,~~871~~755.5917 7.~~012~~098 8.000 8.499 ~~922~~897 ~~156~~151,~~571~~110,~~262~~204.5690 13.~~143~~163 9088 1413,~~091~~681,~~691~~334.4884 5.~~549~~457 8.500 8.999 ~~952~~917 ~~147~~141,~~242~~036,~~437~~401.6079 12.~~360~~285 73 8,~~626~~621,~~274~~641.4642 3.~~397~~439 9.000 9.499 ~~594~~577 8380,~~804~~856,~~554~~474.5263 7.~~035~~043 164 15,~~090~~079,~~007~~710.4047 56.~~942~~014 9.500 9.999 ~~471~~457 6260,~~086~~218,~~868~~692.8925 5.~~212~~245 ~~139~~136 11,~~461~~176,~~250~~948.1248 4.~~513~~458 10.000 10.499 ~~278~~269 3130,~~887~~777,~~586~~940.1014 2.~~677~~681 ~~260~~254 1918,~~276~~685,~~105~~762.5879 7.~~590~~453 10.500 10.999 ~~187~~183 1817,~~248~~557,~~439~~811.7706 1.~~532~~529 ~~177~~176 11,~~199~~123,~~805~~365.2631 4.~~410~~436 11.000 11.499 ~~117~~115 11,~~270~~040,~~953~~167.3302 0.~~946~~962 ~~207~~201 11,~~772~~416,~~753~~141.9982 4.~~636~~553 11.500 11.999 5453 54,~~316~~925,~~116~~248.5394 0.~~446~~429 142 7,~~513~~500,~~521~~935.1374 2.~~959~~992 12.000 12.499 6 828,~~858~~620.7754 0.~~070~~072 11 581,~~434~~273.8359 0.~~229~~232 12.500 12.999 0 0.00 0.000 4 238,~~344~~285.6625 0.~~094~~095 13.000 13.499 0 0.00 0.000 2 99,~~339~~233.1402 0.~~039~~040 13.500 13.999 0 0.00 0.000 0 0.00 0.000 >= 14.250 0 0.00 0.000 0 0.00 0.000 Total 6,~~641~~430 1,~~191~~148,~~283~~012,~~319~~797.0917 100.000 1,~~641~~621 ~~253~~250,~~950~~731,~~592~~320.2103 100.000

Interest Rate Stratification (continued) Group 4 Current Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Range(%) Balance($) < 5.000 0 0.00 0.000 5.000 5.499 6261 2625,~~454~~722,~~219~~782.1148 2.~~695~~681 5.500 5.999 ~~260~~256 ~~111~~110,~~927~~541,~~612~~054.5453 11.~~402~~522 6.000 6.499 ~~343~~334 ~~141~~136,~~204~~606,~~326~~188.0805 14.~~384~~239 6.500 6.999 ~~586~~580 ~~232~~227,~~104~~432,~~959~~277.4750 23.~~644~~706 7.000 7.499 ~~469~~461 ~~154~~151,~~120~~924,~~908~~281.4079 15.~~700~~836 7.500 7.999 ~~481~~473 ~~141~~137,~~724~~934,~~088~~223.7487 14.~~437~~378 8.000 8.499 ~~350~~343 7774,~~375~~929,~~143~~329.9874 7.~~882~~810 8.500 8.999 ~~275~~267 4947,~~845~~827,~~365~~973.4446 54.~~078~~985 9.000 9.499 ~~121~~120 2120,~~348~~702,~~008~~069.8221 2.~~175~~158 9.500 9.999 8384 1112,~~861~~135,~~236~~452.0546 1.~~208~~265 10.000 10.499 62 8,~~270~~266,~~655~~078.4995 0.~~843~~862 10.500 10.999 2726 2,~~519~~460,~~289~~673.9590 0.~~257~~256 11.000 11.499 18 1,~~465~~464,~~343~~759.2086 0.~~149~~153 11.500 11.999 13 1,425,~~805~~315.0091 0.~~145~~149 12.000 12.499 0 0.00 0.000 12.500 12.999 0 0.00 0.000 13.000 13.499 0 0.00 0.000 13.500 13.999 0 0.00 0.000 >= 14.250 0 0.00 0.000 Total 3,~~150~~098 ~~981~~959,~~646~~372,~~962~~461.2771 100.000

Supplemental Reporting LIBOR Business Day Any day on which banks in London, England and The City of New York are open and conducting transactions in foreign currency and exchange. Determination Date With respect to any Distribution Date, the 15th day of the calendar month in which such Distribution Date occurs or, if such 15th day is not a Business Day, the Business Day immediately preceding such 15th day. Distribution Date The 25th day of any calendar month, or if such 25th day is not a Business Day, the Business Day immediately following such 25th day, commencing in February 2006. Adjustable Date With respect to each Adjustable Rate Mortgage Loan, each adjustment date, on which the Mortgage Rate of such Mortgage Loan changes pursuant to the related Mortgage Note. The first Adjustment Date following the Cut-off Date as to each Adjustable Rate Mortgage Loan is set forth in the Mortgage Loan Schedule. Closing Date February 3, 2006. Record Date With respect to (i) the Class P Certificates, the Class C Certificates and the Residual Certificates, the Close of Business on the last Business Day of the calendar month preceding the month in which the related Distribution Date occurs and (ii) with respect to the Class A Certificates and the Mezzanine Certificates, the Close of Business on the Business Day immediately preceding the related Distribution Date; provided however that following the date on which Definitive Certificates for a Class A Certificate or a Mezzanine Certificate are available pursuant to Section 5.02, the Record Date for such Certificates shall be the last Business Day of the calendar month preceding the month in which the related Distribution Date occurs.

Filing Compare · OPTION ONE MORTGAGE LOAN TRUST 2006-1 ASSET-BACKED CERTIFICATES, SERIES 2006-1