10-D 1 has06op3_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: 333-131607-01 HSI Asset Securitization Corporation Trust 2006-OPT3 (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-131607 HSI Asset Securitization Corporation (Exact name of depositor as specified in its charter) HSBC Bank USA, National Association (Exact name of sponsor as specified in its charter) New York (State or other jurisdiction of incorporation or organization of the issuing entity) 54-2196732 54-2196733 54-2196734 54-6709422 (I.R.S. Employer Identification No.) c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Road Columbia, MD 21045 (Address of principal executive offices of the issuing entity) (Zip Code) (410) 884-2000 (Telephone number, including area code) Not Applicable (Former name, former address, if changed since last report) Registered/reporting pursuant to (check one) Title of Section Section Section Name of Exchange Class 12(b) 12(g) 15(d) (If Section 12(b)) I-A _____ _____ __X___ ____________ II-A _____ _____ __X___ ____________ III-A-1 _____ _____ __X___ ____________ III-A-2 _____ _____ __X___ ____________ III-A-3 _____ _____ __X___ ____________ III-A-4 _____ _____ __X___ ____________ M-1 _____ _____ __X___ ____________ M-10 _____ _____ __X___ ____________ M-11 _____ _____ __X___ ____________ M-2 _____ _____ __X___ ____________ M-3 _____ _____ __X___ ____________ M-4 _____ _____ __X___ ____________ M-5 _____ _____ __X___ ____________ M-6 _____ _____ __X___ ____________ M-7 _____ _____ __X___ ____________ M-8 _____ _____ __X___ ____________ M-9 _____ _____ __X___ ____________ P _____ _____ __X___ ____________ X _____ _____ __X___ ____________ R _____ _____ __X___ ____________

Indicate by check mark whether the registrant (1) has filed all reports required to be filed by Section 13 or 15(d) of the Securities Exchange Act of 1934 during the preceding 12 months (or for such shorter period that the registrant was required to file such reports), and (2) has been subject to such filing requirements for the past 90 days. Yes __X__ No ____ Part I - DISTRIBUTION INFORMATION Item 1. Distribution and Pool Performance Information On June 26, 2006 a distribution was made to holders of HSI Asset Securitization Corporation Trust 2006-OPT3. The distribution report is attached as an Exhibit to this Form 10-D. Please see Item 9(b), Exhibit 99.1 for the related information. Part II - OTHER INFORMATION Item 9. Exhibits. (a) The following is a list of documents filed as part of this Report on Form 10-D: (99.1) Monthly report distributed to holders of HSI Asset Securitization Corporation Trust 2006-OPT3, 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. HSI Asset Securitization Corporation Trust 2006-OPT3 (Issuing Entity) Wells Fargo Bank, N.A. (Master Servicer) /s/ Beth Belfield Beth Belfield, Officer Date: July 10, 2006 EXHIBIT INDEX Exhibit Number Description EX-99.1 Monthly report distributed to holders of HSI Asset Securitization Corporation Trust 2006-OPT3, relating to the June 26, 2006 distribution. EX-99.1 HSI Asset Securitization Corporation Mortgage Pass-Through Certificates Distribution Date: 6/26/2006 HSI Asset Securitization Corporation Mortgage Pass-Through Certificates Series 2006-OP3 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 40430HFG8 5.~~14938~~27125% ~~138~~133,~~779~~391,~~646~~111.5061 ~~595~~625,~~524~~011.2846 II-A 40430HFH6 5.~~14938~~27125% ~~225~~216,~~655~~847,~~198~~600.0285 ~~968~~1,~~320~~016,051.3048 III-A-1 40430HFJ2 5.~~01938~~14125% ~~217~~209,~~559~~915,~~778~~589.6144 ~~910~~959,~~012~~314.6724 III-A-2 40430HFK9 5.~~07938~~20125% 57,432,000.00 ~~243~~265,~~099~~527.1328 III-A-3 40430HFL7 5.~~13938~~26125% 90,604,000.00 ~~388~~423,~~040~~724.3271 III-A-4 40430HFM5 5.~~22938~~35125% 19,381,000.00 8492,~~458~~188.8496 M-1 40430HFN3 5.~~28938~~41125% 36,695,000.00 ~~161~~176,~~744~~502.8395 M-2 40430HFP8 5.~~30938~~43125% 33,315,000.00 ~~147~~160,~~401~~837.6642 M-3 40430HFQ6 5.~~32938~~45125% 19,313,000.00 8593,~~771~~582.9321 M-4 40430HFR4 5.~~41938~~54125% 17,381,000.00 7885,~~495~~611.2008 M-5 40430HFS2 5.~~43938~~56125% 16,416,000.00 7481,~~410~~149.7276 M-6 40430HFT0 5.~~52938~~65125% 15,450,000.00 7177,~~190~~610.7750 M-7 40430HFU7 56.~~95938~~08125% 14,484,000.00 7178,~~929~~294.7207 M-8 40430HFV5 6.~~15938~~28125% 12,553,000.00 6470,~~432~~087.2558 M-9 40430HFW3 67.~~95938~~08125% 8,690,000.00 5054,~~397~~698.5172 M-10 40430HFX1 67.~~95938~~08125% 5,793,000.00 3336,~~596~~463.4172 M-11 40430HFY9 67.~~95938~~08125% 9,656,000.00 5560,~~999~~779.8116 X 40430HGA0 0.00000% 13,036,408.80 1,~~764~~705,~~331~~454.4886 P 40430HFZ6 0.00000% 100.00 ~~333~~339,~~905~~530.6250 R 40430HGB8 0.00000% 0.00 0.00 Totals ~~952~~930,~~194~~353,~~131~~810.9370 6,~~183~~402,~~063~~420.4566

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses I-A 54,~~388~~798,~~534~~516.8940 0.00 ~~133~~128,~~391~~592,~~111~~595.6121 5,~~984~~423,~~059~~527.1786 0.00 II-A 86,~~807~~005,~~597~~326.1732 0.00 ~~216~~210,~~847~~842,~~600~~274.8553 97,~~775~~021,~~917~~377.4780 0.00 III-A-1 713,~~644~~553,~~189~~171.1776 0.00 ~~209~~196,~~915~~362,~~589~~417.4468 814,~~554~~512,~~201~~486.8400 0.00 III-A-2 0.00 0.00 57,432,000.00 ~~243~~265,~~099~~527.1328 0.00 III-A-3 0.00 0.00 90,604,000.00 ~~388~~423,~~040~~724.3271 0.00 III-A-4 0.00 0.00 19,381,000.00 8492,~~458~~188.8496 0.00 M-1 0.00 0.00 36,695,000.00 ~~161~~176,~~744~~502.8395 0.00 M-2 0.00 0.00 33,315,000.00 ~~147~~160,~~401~~837.6642 0.00 M-3 0.00 0.00 19,313,000.00 8593,~~771~~582.9321 0.00 M-4 0.00 0.00 17,381,000.00 7885,~~495~~611.2008 0.00 M-5 0.00 0.00 16,416,000.00 7481,~~410~~149.7276 0.00 M-6 0.00 0.00 15,450,000.00 7177,~~190~~610.7750 0.00 M-7 0.00 0.00 14,484,000.00 7178,~~929~~294.7207 0.00 M-8 0.00 0.00 12,553,000.00 6470,~~432~~087.2558 0.00 M-9 0.00 0.00 8,690,000.00 5054,~~397~~698.5172 0.00 M-10 0.00 0.00 5,793,000.00 3336,~~596~~463.4172 0.00 M-11 0.00 0.00 9,656,000.00 5560,~~999~~779.8116 0.00 X 0.00 0.00 13,036,408.80 1,~~764~~705,~~331~~454.4886 0.00 P 0.00 0.00 100.00 ~~333~~339,~~905~~530.6250 0.00 R 0.00 0.00 0.00 0.00 0.00 Totals 2124,~~840~~357,~~321~~014.2348 0.00 ~~930~~905,~~353~~996,~~810~~796.7022 2830,~~023~~759,~~384~~435.6814 0.00 As Master Servicer, Wells Fargo Bank, N.A. has independently calculated collateral information based on loan level data received from external parties, which may include the Servicers, Issuer and other parties to the transaction. Wells Fargo Bank, N.A. expressly disclaims any responsibility for the accuracy or completeness of information furnished to it by those third parties.

Principal Distribution Statement Class Original Beginning Scheduled UnScheduled Accretion Realized Face Certificate Principal Principal Loss Amount Balance Distribution Distribution I-A 141,005,000.00 ~~138~~133,~~779~~391,~~646~~111.5061 0.00 54,~~388~~798,~~534~~516.8940 0.00 0.00 II-A 230,449,000.00 ~~225~~216,~~655~~847,~~198~~600.0285 0.00 86,~~807~~005,~~597~~326.1732 0.00 0.00 III-A-1 224,000,000.00 ~~217~~209,~~559~~915,~~778~~589.6144 0.00 713,~~644~~553,~~189~~171.1776 0.00 0.00 III-A-2 57,432,000.00 57,432,000.00 0.00 0.00 0.00 0.00 III-A-3 90,604,000.00 90,604,000.00 0.00 0.00 0.00 0.00 III-A-4 19,381,000.00 19,381,000.00 0.00 0.00 0.00 0.00 M-1 36,695,000.00 36,695,000.00 0.00 0.00 0.00 0.00 M-2 33,315,000.00 33,315,000.00 0.00 0.00 0.00 0.00 M-3 19,313,000.00 19,313,000.00 0.00 0.00 0.00 0.00 M-4 17,381,000.00 17,381,000.00 0.00 0.00 0.00 0.00 M-5 16,416,000.00 16,416,000.00 0.00 0.00 0.00 0.00 M-6 15,450,000.00 15,450,000.00 0.00 0.00 0.00 0.00 M-7 14,484,000.00 14,484,000.00 0.00 0.00 0.00 0.00 M-8 12,553,000.00 12,553,000.00 0.00 0.00 0.00 0.00 M-9 8,690,000.00 8,690,000.00 0.00 0.00 0.00 0.00 M-10 5,793,000.00 5,793,000.00 0.00 0.00 0.00 0.00 M-11 9,656,000.00 9,656,000.00 0.00 0.00 0.00 0.00 X 13,042,811.47 13,036,408.80 0.00 0.00 0.00 0.00 P 100.00 100.00 0.00 0.00 0.00 0.00 R 0.00 0.00 0.00 0.00 0.00 0.00 Totals 965,659,911.47 ~~952~~930,~~194~~353,~~131~~810.9370 0.00 2124,~~840~~357,~~321~~014.2348 0.00 0.00

Principal Distribution Statement (continued) Class Total Ending Ending Total Principal Certificate Certificate Principal Reduction Balance Percentage Distribution I-A 54,~~388~~798,~~534~~516.8940 ~~133~~128,~~391~~592,~~111~~595.6121 0.~~94600271~~91197188 54,~~388~~798,~~534~~516.8940 II-A 86,~~807~~005,~~597~~326.1732 ~~216~~210,~~847~~842,~~600~~274.8553 0.~~94097870~~91491946 86,~~807~~005,~~597~~326.1732 III-A-1 713,~~644~~553,~~189~~171.1776 ~~209~~196,~~915~~362,~~589~~417.4468 0.~~93712317~~87661794 713,~~644~~553,~~189~~171.1776 III-A-2 0.00 57,432,000.00 1.00000000 0.00 III-A-3 0.00 90,604,000.00 1.00000000 0.00 III-A-4 0.00 19,381,000.00 1.00000000 0.00 M-1 0.00 36,695,000.00 1.00000000 0.00 M-2 0.00 33,315,000.00 1.00000000 0.00 M-3 0.00 19,313,000.00 1.00000000 0.00 M-4 0.00 17,381,000.00 1.00000000 0.00 M-5 0.00 16,416,000.00 1.00000000 0.00 M-6 0.00 15,450,000.00 1.00000000 0.00 M-7 0.00 14,484,000.00 1.00000000 0.00 M-8 0.00 12,553,000.00 1.00000000 0.00 M-9 0.00 8,690,000.00 1.00000000 0.00 M-10 0.00 5,793,000.00 1.00000000 0.00 M-11 0.00 9,656,000.00 1.00000000 0.00 X 0.00 13,036,408.80 0.99950910 0.00 P 0.00 100.00 1.00000000 0.00 R 0.00 0.00 0.00000000 0.00 Totals 2124,~~840~~357,~~321~~014.2348 ~~930~~905,~~353~~996,~~810~~796.7022 0.~~96343837~~93821519 2124,~~840~~357,~~321~~014.2348

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution I-A 141,005,000.00 ~~984~~946.~~21791071~~00270636 0.00000000 3834.~~21520435~~03082444 0.00000000 II-A 230,449,000.00 ~~979~~940.~~19799183~~97870180 0.00000000 3826.~~21929004~~05924226 0.00000000 III-A-1 224,000,000.00 ~~971~~937.~~24901165~~12316714 0.00000000 3460.~~12584451~~50523107 0.00000000 III-A-2 57,432,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 III-A-3 90,604,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 III-A-4 19,381,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-1 36,695,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-2 33,315,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-3 19,313,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-4 17,381,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-5 16,416,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-6 15,450,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-7 14,484,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-8 12,553,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-9 8,690,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-10 5,793,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-11 9,656,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 X 13,042,811.47 999.50910354 0.00000000 0.00000000 0.00000000 P 100.00 1000.00000000 0.00000000 0.00000000 0.00000000 R 0.00 0.00000000 0.00000000 0.00000000 0.00000000

Principal Distribution Factors Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution I-A 0.00000000 3834.~~21520435~~03082444 ~~946~~911.~~00270636~~97188192 0.~~94600271~~91197188 3834.~~21520435~~03082444 II-A 0.00000000 3826.~~21929004~~05924226 ~~940~~914.~~97870180~~91945953 0.~~94097870~~91491946 3826.~~21929004~~05924226 III-A-1 0.00000000 3460.~~12584451~~50523107 ~~937~~876.~~12316714~~61793607 0.~~93712317~~87661794 3460.~~12584451~~50523107 III-A-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 III-A-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 III-A-4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-5 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-6 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-7 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-8 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-9 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-10 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-11 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 X 0.00000000 0.00000000 999.50910354 0.99950910 0.00000000 P 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 NOTE: All classes per $1,000 denomination.

Interest Distribution Statement Class Accrual Accrual Current Beginning Current Payment of Dates Days Certificate Certificate/ Accrued Unpaid Interest Rate Notional Interest Shortfall (1) Balance I-A 0405/25/06 - 0506/2425/06 3032 5.~~14938~~27125% ~~138~~133,~~779~~391,~~646~~111.5061 ~~595~~625,~~524~~011.2846 0.00 II-A 0405/25/06 - 0506/2425/06 3032 5.~~14938~~27125% ~~225~~216,~~655~~847,~~198~~600.0285 ~~968~~1,~~320~~016,051.3048 0.00 III-A-1 0405/25/06 - 0506/2425/06 3032 5.~~01938~~14125% ~~217~~209,~~559~~915,~~778~~589.6144 ~~910~~959,~~012~~314.6724 0.00 III-A-2 0405/25/06 - 0506/2425/06 3032 5.~~07938~~20125% 57,432,000.00 ~~243~~265,~~099~~527.1328 0.00 III-A-3 0405/25/06 - 0506/2425/06 3032 5.~~13938~~26125% 90,604,000.00 ~~388~~423,~~040~~724.3271 0.00 III-A-4 0405/25/06 - 0506/2425/06 3032 5.~~22938~~35125% 19,381,000.00 8492,~~458~~188.8496 0.00 M-1 0405/25/06 - 0506/2425/06 3032 5.~~28938~~41125% 36,695,000.00 ~~161~~176,~~744~~502.8395 0.00 M-2 0405/25/06 - 0506/2425/06 3032 5.~~30938~~43125% 33,315,000.00 ~~147~~160,~~401~~837.6642 0.00 M-3 0405/25/06 - 0506/2425/06 3032 5.~~32938~~45125% 19,313,000.00 8593,~~771~~582.9321 0.00 M-4 0405/25/06 - 0506/2425/06 3032 5.~~41938~~54125% 17,381,000.00 7885,~~495~~611.2008 0.00 M-5 0405/25/06 - 0506/2425/06 3032 5.~~43938~~56125% 16,416,000.00 7481,~~410~~149.7276 0.00 M-6 0405/25/06 - 0506/2425/06 3032 5.~~52938~~65125% 15,450,000.00 7177,~~190~~610.7750 0.00 M-7 0405/25/06 - 0506/2425/06 3032 56.~~95938~~08125% 14,484,000.00 7178,~~929~~294.7207 0.00 M-8 0405/25/06 - 0506/2425/06 3032 6.~~15938~~28125% 12,553,000.00 6470,~~432~~087.2558 0.00 M-9 0405/25/06 - 0506/2425/06 3032 67.~~95938~~08125% 8,690,000.00 5054,~~397~~698.5172 0.00 M-10 0405/25/06 - 0506/2425/06 3032 67.~~95938~~08125% 5,793,000.00 3336,~~596~~463.4172 0.00 M-11 0405/25/06 - 0506/2425/06 3032 67.~~95938~~08125% 9,656,000.00 5560,~~999~~779.8116 0.00 X N/A N/A 0.00000% ~~952~~930,~~194~~353,~~131~~810.9370 0.00 0.00 P N/A N/A 0.00000% 100.00 0.00 0.00 R N/A N/A 0.00000% 0.00 0.00 0.00 Totals 4,~~084~~357,~~826~~435.3530 0.00

Interest Distribution Statement (continued) Class Current Non-Supported Total Remaining Ending Interest Interest Interest Unpaid Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance I-A 0.00 0.00 ~~595~~625,~~524~~011.2846 0.00 ~~133~~128,~~391~~592,~~111~~595.6121 II-A 0.00 0.00 ~~968~~1,~~320~~016,051.3048 0.00 ~~216~~210,~~847~~842,~~600~~274.8553 III-A-1 0.00 0.00 ~~910~~959,~~012~~314.6724 0.00 ~~209~~196,~~915~~362,~~589~~417.4468 III-A-2 0.00 0.00 ~~243~~265,~~099~~527.1328 0.00 57,432,000.00 III-A-3 0.00 0.00 ~~388~~423,~~040~~724.3271 0.00 90,604,000.00 III-A-4 0.00 0.00 8492,~~458~~188.8496 0.00 19,381,000.00 M-1 0.00 0.00 ~~161~~176,~~744~~502.8395 0.00 36,695,000.00 M-2 0.00 0.00 ~~147~~160,~~401~~837.6642 0.00 33,315,000.00 M-3 0.00 0.00 8593,~~771~~582.9321 0.00 19,313,000.00 M-4 0.00 0.00 7885,~~495~~611.2008 0.00 17,381,000.00 M-5 0.00 0.00 7481,~~410~~149.7276 0.00 16,416,000.00 M-6 0.00 0.00 7177,~~190~~610.7750 0.00 15,450,000.00 M-7 0.00 0.00 7178,~~929~~294.7207 0.00 14,484,000.00 M-8 0.00 0.00 6470,~~432~~087.2558 0.00 12,553,000.00 M-9 0.00 0.00 5054,~~397~~698.5172 0.00 8,690,000.00 M-10 0.00 0.00 3336,~~596~~463.4172 0.00 5,793,000.00 M-11 0.00 0.00 5560,~~999~~779.8116 0.00 9,656,000.00 X 0.00 0.00 1,~~764~~705,~~331~~454.4886 0.00 ~~930~~905,~~353~~996,~~810~~796.7022 P 0.00 0.00 ~~333~~339,~~905~~530.6250 0.00 100.00 R 0.00 0.00 0.00 0.00 0.00 Totals 0.00 0.00 6,~~183~~402,~~063~~420.4566 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 141,005,000.00 5.~~14938~~27125% ~~984~~946.~~21791071~~00270636 4.~~22342669~~43254821 0.00000000 II-A 230,449,000.00 5.~~14938~~27125% ~~979~~940.~~19799183~~97870180 4.~~20188545~~40900798 0.00000000 III-A-1 224,000,000.00 5.~~01938~~14125% ~~971~~937.~~24901165~~12316714 4.~~06255656~~28265286 0.00000000 III-A-2 57,432,000.00 5.~~07938~~20125% 1000.00000000 4.~~23281672~~62333333 0.00000000 III-A-3 90,604,000.00 5.~~13938~~26125% 1000.00000000 4.~~28281665~~67666670 0.00000000 III-A-4 19,381,000.00 5.~~22938~~35125% 1000.00000000 4.~~35781642~~75666684 0.00000000 M-1 36,695,000.00 5.~~28938~~41125% 1000.00000000 4.~~40781660~~81000000 0.00000000 M-2 33,315,000.00 5.~~30938~~43125% 1000.00000000 4.~~42448327~~82777788 0.00000000 M-3 19,313,000.00 5.~~32938~~45125% 1000.00000000 4.~~44115000~~84555533 0.00000000 M-4 17,381,000.00 5.~~41938~~54125% 1000.00000000 4.~~51614982~~92555549 0.00000000 M-5 16,416,000.00 5.~~43938~~56125% 1000.00000000 4.~~53281676~~94333333 0.00000000 M-6 15,450,000.00 5.~~52938~~65125% 1000.00000000 45.~~60781683~~02333333 0.00000000 M-7 14,484,000.00 56.~~95938~~08125% 1000.00000000 45.~~96615023~~40555579 0.00000000 M-8 12,553,000.00 6.~~15938~~28125% 1000.00000000 5.~~13281686~~58333307 0.00000000 M-9 8,690,000.00 67.~~95938~~08125% 1000.00000000 56.~~79948331~~29444419 0.00000000 M-10 5,793,000.00 67.~~95938~~08125% 1000.00000000 56.~~79948386~~29444502 0.00000000 M-11 9,656,000.00 67.~~95938~~08125% 1000.00000000 56.~~79948322~~29444490 0.00000000 X 13,042,811.47 0.00000% ~~73005~~71330.~~28219090~~77196124 0.00000000 0.00000000 P 100.00 0.00000% 1000.00000000 0.00000000 0.00000000 R 0.00 0.00000% 0.00000000 0.00000000 0.00000000

Interest Distribution Factors Statement (continued) Class Current Non-Supported Total Remaining Unpaid Ending Interest Interest Interest Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance I-A 0.00000000 0.00000000 4.~~22342669~~43254821 0.00000000 ~~946~~911.~~00270636~~97188192 II-A 0.00000000 0.00000000 4.~~20188545~~40900798 0.00000000 ~~940~~914.~~97870180~~91945953 III-A-1 0.00000000 0.00000000 4.~~06255656~~28265286 0.00000000 ~~937~~876.~~12316714~~61793607 III-A-2 0.00000000 0.00000000 4.~~23281672~~62333333 0.00000000 1000.00000000 III-A-3 0.00000000 0.00000000 4.~~28281665~~67666670 0.00000000 1000.00000000 III-A-4 0.00000000 0.00000000 4.~~35781642~~75666684 0.00000000 1000.00000000 M-1 0.00000000 0.00000000 4.~~40781660~~81000000 0.00000000 1000.00000000 M-2 0.00000000 0.00000000 4.~~42448327~~82777788 0.00000000 1000.00000000 M-3 0.00000000 0.00000000 4.~~44115000~~84555533 0.00000000 1000.00000000 M-4 0.00000000 0.00000000 4.~~51614982~~92555549 0.00000000 1000.00000000 M-5 0.00000000 0.00000000 4.~~53281676~~94333333 0.00000000 1000.00000000 M-6 0.00000000 0.00000000 45.~~60781683~~02333333 0.00000000 1000.00000000 M-7 0.00000000 0.00000000 45.~~96615023~~40555579 0.00000000 1000.00000000 M-8 0.00000000 0.00000000 5.~~13281686~~58333307 0.00000000 1000.00000000 M-9 0.00000000 0.00000000 56.~~79948331~~29444419 0.00000000 1000.00000000 M-10 0.00000000 0.00000000 56.~~79948386~~29444502 0.00000000 1000.00000000 M-11 0.00000000 0.00000000 56.~~79948322~~29444490 0.00000000 1000.00000000 X 0.00000000 0.00000000 ~~135~~130.~~27232867~~75822371 0.00000000 ~~71330~~69463.~~77196124~~30538503 P 0.00000000 0.00000000 ~~3339056~~3395305.~~20000000~~00000000 0.00000000 1000.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls,if applicable. NOTE: All classes per $1,000 denomination.

CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 2729,~~650~~790,~~911~~103.3161 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0.00 Servicer Advances ~~391~~618,~~656~~265.5851 Gains & Subsequent Recoveries (Realized Losses) 0(30.00) Prepayment Penalties ~~333~~339,~~905~~530.6250 Swap/Cap Payments 0248,030.0046 Total Deposits 2830,~~376~~995,~~473~~900.5108 Withdrawals Swap Payments ~~111,072~~0.8200 Reserve Funds and Credit Enhancements 0.00 Total Administration Fees ~~242~~236,~~016~~464.0194 Payment of Interest and Principal 2830,~~023~~759,~~384~~435.6814 Total Withdrawals (Pool Distribution Amount) 2830,~~376~~995,~~473~~900.5108 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

ADMINISTRATION FEES Gross Servicing Fee* ~~238~~232,~~048~~588.5346 Master Servicing Fee - Wells Fargo Bank, N.A. 3,~~967~~876.48 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~242~~236,~~016~~464.0194 *Servicer Payees include: OPTION ONE

Reserve and Guaranty Funds Account Name Beginning Current Current Ending Balance Withdrawals Deposits Balance Excess Reserve Fund Account 1,000.00 0.00 0.00 1,000.00 Supplemental Interest Trust Account 1,000.00 0.00 0.00 1,000.00 Hedge Funds Account Name Funds In (A) Funds Out(B) Net Amount(A - B) Cap Agreement - Bank of NY 0.00 0.00 0.00 Swap Agreement- Bank of NY 34,~~917~~201,~~311~~015.4289 43,~~028~~952,~~384~~985.2443 ~~(111~~248,~~072~~030.~~82)~~46

COLLATERAL STATEMENT Collateral Description Mixed ARM Weighted Average Gross Coupon 7.~~816364~~807030% Weighted Average Net Coupon 7.~~516364~~507030% Weighted Average Pass-Through Rate 7.~~511364~~502030% Weighted Average Remaining Term ~~354~~353 Beginning Scheduled Collateral Loan Count 4,~~924~~822 Number Of Loans Paid In Full ~~102~~104 Ending Scheduled Collateral Loan Count 4,~~822~~718 Beginning Scheduled Collateral Balance ~~952~~930,~~194~~353,~~131~~810.9370 Ending Scheduled Collateral Balance ~~930~~905,~~353~~996,~~810~~796.7022 Ending Actual Collateral Balance at 3031-~~Apr~~May-2006 ~~930~~906,~~538~~476,~~686~~942.8708 Monthly P&I Constant 6,~~682~~525,~~544~~285.5287 Special Servicing Fee 0.00 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount ~~333~~339,~~905~~530.6250 Prepayment Penalty Paid Count 4853 Realized Loss Amount 030.00 Cumulative Realized Loss 030.00 Scheduled Principal ~~480~~472,~~297~~535.7896 Unscheduled Principal 2123,~~360~~884,~~023~~478.4552

Group Level Collateral Statement Group Group I Group II Collateral Description Fixed 15/30 & ARM Fixed 15/30 & ARM Weighted Average Coupon Rate 7.~~976170~~974267 7.~~529009~~528874 Weighted Average Net Rate 7.~~676170~~674267 7.~~229009~~228874 Pass-Through Rate 7.~~671170~~669267 7.~~224009~~223874 Weighted Average Remaining Term 352 353 ~~354~~ Record Date 0405/3031/2006 0405/3031/2006 Principal And Interest Constant 1,~~281~~242,~~439~~693.4955 1,~~953~~894,~~086~~616.8557 Beginning Loan Count 1,~~505~~472 1,~~208~~177 Loans Paid in Full 33 3124 Ending Loan Count 1,~~472~~439 1,~~177~~153 Beginning Scheduled Balance ~~176~~170,~~261~~872,~~253~~718.7586 ~~286~~278,~~912~~104,~~048~~450.1295 Ending Scheduled Balance ~~170~~166,~~872~~074,~~718~~202.8646 ~~278~~272,~~104~~099,~~450~~124.9563 Scheduled Principal ~~109~~107,~~864~~206.7137 ~~152~~149,~~950~~772.7710 Unscheduled Principal 54,~~278~~691,~~670~~310.1803 85,~~654~~855,~~646~~554.4022 Scheduled Interest 1,~~171~~135,~~574~~487.7818 1,~~800~~744,~~136~~844.0847 Servicing Fees 4442,~~065~~718.3118 7169,~~728~~526.0111 Master Servicing Fees ~~734~~711.4297 1,~~195~~158.4777 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 0.00 0.00 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest 1,~~126~~092,~~775~~057.0503 1,~~727~~674,~~212~~159.6059 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 6567,~~639~~542.4813 ~~140~~86,~~503~~218.4076 Prepayment Penalty Paid Count 15 18 14 Special Servicing Fee 0.00 0.00

Group Level Collateral Statement Group Group III Total Collateral Description Fixed 15/30 & ARM Mixed ARM Weighted Average Coupon Rate 7.~~927358~~908364 7.~~816364~~807030 Weighted Average Net Rate 7.~~627358~~608364 7.~~516364~~507030 Pass-Through Rate 7.~~622358~~603364 7.~~511364~~502030 Weighted Average Remaining Term ~~354~~353 ~~354~~353 Record Date 0405/3031/2006 0405/3031/2006 Principal And Interest Constant 3,~~448~~387,~~018~~975.1875 6,~~682~~525,~~544~~285.5287 Beginning Loan Count 2,~~211~~173 4,~~924~~822 Loans Paid in Full 3847 ~~102~~104 Ending Loan Count 2,~~173~~126 4,~~822~~718 Beginning Scheduled Balance ~~489~~481,~~020~~376,~~830~~640.0689 ~~952~~930,~~194~~353,~~131~~810.9370 Ending Scheduled Balance ~~481~~467,~~376~~823,~~640~~469.8913 ~~930~~905,~~353~~996,~~810~~796.7022 Scheduled Principal ~~217~~215,~~482~~557.3049 ~~480~~472,~~297~~535.7896 Unscheduled Principal 713,~~426~~337,~~706~~614.8727 2123,~~360~~884,~~023~~478.4552 Scheduled Interest 3,~~230~~172,~~535~~418.8826 6,~~202~~052,~~246~~749.7491 Servicing Fees ~~122~~120,~~255~~344.2117 ~~238~~232,~~048~~588.5346 Master Servicing Fees 2,~~037~~005.5974 3,~~967~~876.48 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 0.00 0.00 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest 3,~~106~~050,~~243~~068.0835 5,~~960~~816,~~230~~284.7397 Realized Loss Amount 030.00 030.00 Cumulative Realized Loss 030.00 030.00 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 ~~127~~185,~~762~~769.7461 ~~333~~339,~~905~~530.6250 Prepayment Penalty Paid Count 1521 4853 Special Servicing Fee 0.00 0.00

Additional Reporting - Deal Level Informational Reporting Credit Enhancement Percentage 2122.~~796268~~382243% Cumulative Loss Percentage 0.~~000000~~000003% Structural Reporting Net Monthly Excess Cash Flow 1,~~764~~705,~~331~~454.4886 Extra Principal Payment Amount 0.00 Overcollateralization Amount 13,036,408.8180 Overcollateralization Deficiency 0.00 Overcollateralization Reduction Amount 0.00 Overcollateralization Target Amount 13,036,408.80 Trigger Event Reporting Cumulative Loss Test Trigger Result Pass Threshold Value 1.350000% Calculated Value 0.~~000000~~000003% Delinquency Test Trigger Result Pass Threshold Value 8.~~282582~~505253% Calculated Value 01.~~384774~~001068% Trigger Event Trigger Result Pass

LOAN STATUS STRATIFICATION/CREDIT ENHANCEMENT STATEMENT DELINQUENT BANKRUPTCY FORECLOSURE REO Total No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 21 0 0 21 5424,~~280~~339.4050 0.00 0.00 5424,~~280~~339.4050 30 Days 8296 01 0 0 8297 1416,~~131~~374,~~947~~892.3248 029,940.0090 0.00 0.00 1416,~~131~~404,~~947~~833.3238 60 Days 2938 12 1113 0 4153 6,~~665~~991,~~507~~841.2088 55628,~~536~~186.4999 1,~~984~~759,~~284~~032.8356 0.00 89,~~705~~379,~~328~~061.5243 90 Days 728 01 53 0 1232 14,~~421~~983,~~185~~098.3549 055,536.0049 ~~639~~804,~~528~~867.2439 0.00 25,~~060~~843,~~713~~502.5937 120 Days 06 01 02 0 09 0702,551.0011 0468,000.00 0400,000.00 0.00 01,570,551.0011 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 ~~118~~168 36 1618 0 ~~137~~192 2229,~~218~~052,~~639~~383.8796 ~~109~~1,~~816~~206,003.8988 2,~~623~~963,~~813~~899.0795 0.00 2433,~~952~~222,~~269~~287.8379 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.~~041477~~021195% 0.000000% 0.000000% 0.~~041477~~021195% 0.~~005833~~002685% 0.000000% 0.000000% 0.~~005833~~002685% 30 Days 12.~~700539~~034760% 0.~~000000~~021195% 0.000000% 0.000000% 12.~~700539~~055956% 1.~~518685~~806432% 0.~~000000~~003303% 0.000000% 0.000000% 1.~~518685~~809735% 60 Days 0.~~601410~~805426% 0.~~020738~~042391% 0.~~228121~~275540% 0.000000% 01.~~850270~~123357% 0.~~716306~~771320% 0.~~005968~~069300% 0.~~213240~~194052% 0.000000% 01.~~935515~~034672% 90 Days 0.~~145168~~593472% 0.~~000000~~021195% 0.~~103691~~063586% 0.000000% 0.~~248859~~678253% 0.~~152727~~549721% 0.~~000000~~006127% 0.~~068727~~088791% 0.000000% 0.~~221454~~644639% 120 Days 0.~~000000~~127173% 0.~~000000~~021195% 0.~~000000~~042391% 0.000000% 0.~~000000~~190759% 0.~~000000~~077503% 0.~~000000~~051628% 0.~~000000~~044127% 0.000000% 0.~~000000~~173259% 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 23.~~447117~~560831% 0.~~062215~~127173% 0.~~331813~~381518% 0.000000% 24.~~841145~~069521% 23.~~387718~~204978% 0.~~011801~~133043% 0.~~281967~~326969% 0.000000% 23.~~681487~~664990%

Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance ~~391~~618,~~656~~265.5851

Delinquency Status By Groups DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group I No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 21 0 0 21 5424,~~280~~339.4050 0.00 0.00 5424,~~280~~339.4050 30 Days 2327 01 0 0 2328 2,~~110~~684,~~911~~123.9395 029,940.0090 0.00 0.00 2,~~110~~714,~~911~~064.9385 60 Days 611 0 54 0 1115 ~~749~~1,~~155~~069,777.7880 0.00 ~~697~~463,~~252~~808.3354 0.00 1,~~446~~533,~~408~~586.1134 90 Days 08 0 1 0 19 0870,591.0009 0.00 ~~159~~60,~~615~~766.7609 0.00 ~~159~~931,~~615~~357.7618 120 Days 01 0 0 0 01 0159,615.0076 0.00 0.00 0.00 0159,615.0076 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 2947 2 65 0 3754 24,~~860~~784,~~067~~108.7160 54,280.40 ~~856~~524,~~868~~574.0963 0.00 35,~~771~~362,~~216~~963.2063 0-29 Days 0.~~135870~~069493% 0.000000% 0.000000% 0.~~135870~~069493% 0.~~031759~~014646% 0.000000% 0.000000% 0.~~031759~~014646% 30 Days 1.~~562500~~876303% 0.~~000000~~069493% 0.000000% 0.000000% 1.~~562500~~945796% 1.~~235091~~615170% 0.~~000000~~018017% 0.000000% 0.000000% 1.~~235091~~633187% 60 Days 0.~~407609~~764420% 0.000000% 0.~~339674~~277971% 0.000000% 01.~~747283~~042391% 0.~~438330~~643738% 0.000000% 0.~~407961~~279097% 0.000000% 0.~~846291~~922835% 90 Days 0.~~000000~~555942% 0.000000% 0.~~067935~~069493% 0.000000% 0.~~067935~~625434% 0.~~000000~~523878% 0.000000% 0.~~093391~~036566% 0.000000% 0.~~093391~~560444% 120 Days 0.~~000000~~069493% 0.000000% 0.000000% 0.000000% 0.~~000000~~069493% 0.~~000000~~096049% 0.000000% 0.000000% 0.000000% 0.~~000000~~096049% 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 13.~~970109~~266157% 0.~~135870~~138985% 0.~~407609~~347464% 0.000000% 23.~~513587~~752606% 12.~~673421~~878834% 0.~~031759~~032663% 0.~~501352~~315662% 0.000000% 23.~~206532~~227160% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group II No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 1514 0 0 0 1514 3,~~369~~879,~~775~~048.9302 0.00 0.00 0.00 3,~~369~~879,~~775~~048.9302 60 Days 37 01 25 0 513 ~~948~~1,~~524~~786,004.3622 0199,242.0008 ~~691~~1,~~848~~028,257.2165 0.00 13,~~640~~013,~~372~~503.5795 90 Days 12 0 10 0 2 ~~301~~571,~~600~~374.0014 0.00 ~~154,733~~0.3000 0.00 ~~456~~571,~~333~~374.3014 120 Days 0 0 01 0 01 0.00 0.00 0301,600.00 0.00 0301,600.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 1923 01 36 0 2230 46,~~619~~236,~~900~~426.2938 0199,242.0008 ~~846~~1,~~581~~329,857.5165 0.00 57,~~466~~765,~~481~~526.8011 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.~~274427~~214224% 0.000000% 0.000000% 0.000000% 1.~~274427~~214224% 1.~~211457~~424812% 0.000000% 0.000000% 0.000000% 1.~~211457~~424812% 60 Days 0.~~254885~~607112% 0.~~000000~~086730% 0.~~169924~~433651% 0.000000% 01.~~424809~~127493% 0.~~341001~~656017% 0.~~000000~~073184% 0.~~248724~~377689% 0.000000% 01.~~589725~~106889% 90 Days 0.~~084962~~173461% 0.000000% 0.~~084962~~000000% 0.000000% 0.~~169924~~173461% 0.~~108427~~209871% 0.000000% 0.~~055628~~000000% 0.000000% 0.~~164055~~209871% 120 Days 0.000000% 0.000000% 0.~~000000~~086730% 0.000000% 0.~~000000~~086730% 0.000000% 0.000000% 0.~~000000~~110781% 0.000000% 0.~~000000~~110781% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 1.~~614274~~994796% 0.~~000000~~086730% 0.~~254885~~520382% 0.000000% 12.~~869159~~601908% 12.~~660885~~290699% 0.~~000000~~073184% 0.~~304352~~488469% 0.000000% 12.~~965237~~852352% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group III 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 0 0 0 0.00 0.00 0.00 0.00 30 Days 4455 0 0 0 4455 89,~~651~~811,~~259~~720.4651 0.00 0.00 0.00 89,~~651~~811,~~259~~720.4651 60 Days 20 1 4 0 25 4,~~967~~136,~~827~~059.0686 55428,~~536~~944.4991 ~~595~~266,~~184~~966.2937 0.00 54,~~618~~831,~~547~~971.8414 90 Days 618 01 32 0 921 13,~~119~~541,~~585~~133.3526 055,536.0049 ~~325~~744,~~179~~101.1830 0.00 14,~~444~~340,~~764~~771.5305 120 Days 05 01 01 0 07 0542,935.0035 0468,000.00 098,400.00 0.00 01,109,335.0035 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 7098 13 7 0 78108 1418,~~738~~031,~~671~~848.8798 55952,~~536~~481.4940 ~~920~~1,~~363~~109,467.4767 0.00 1520,~~714~~093,~~571~~798.8305 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 2.~~024850~~587018% 0.000000% 0.000000% 0.000000% 2.~~024850~~587018% 12.~~796849~~096320% 0.000000% 0.000000% 0.000000% 12.~~796849~~096320% 60 Days 0.~~920387~~940734% 0.~~046019~~047037% 0.~~184077~~188147% 0.000000% 1.~~150483~~175917% 10.~~031808~~883689% 0.~~011535~~091646% 0.~~123619~~057039% 0.000000% 1.~~166961~~032373% 90 Days 0.~~276116~~846660% 0.~~000000~~047037% 0.~~138058~~094073% 0.000000% 0.~~414174~~987770% 0.~~232536~~756580% 0.~~000000~~011866% 0.~~067539~~158981% 0.000000% 0.~~300075~~927426% 120 Days 0.~~000000~~235183% 0.~~000000~~047037% 0.~~000000~~047037% 0.000000% 0.~~000000~~329257% 0.~~000000~~116001% 0.~~000000~~099990% 0.~~000000~~021024% 0.000000% 0.~~000000~~237015% 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 34.~~221353~~609595% 0.~~046019~~141110% 0.~~322135~~329257% 0.000000% 35.~~589508~~079962% 3.~~061193~~852589% 0.~~011535~~203502% 0.~~191158~~237043% 0.000000% 34.~~263885~~293135%

REO Detail - All Mortgage Loans in REO during Current Period

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

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

Summary 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 1618 ~~Jun~~Jul-05 0.000% Original Principal Balance 2,~~628~~966,~~120~~900.00 ~~Jul~~Aug-05 0.000% Current Actual Balance 2,~~623~~963,~~813~~899.0795 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Foreclosure Total ~~Oct~~Nov-05 0.000% Loans in Foreclosure 1618 ~~Nov~~Dec-05 0.000% Original Principal Balance 2,~~628~~966,~~120~~900.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance 2,~~623~~963,~~813~~899.0795 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.~~000~~282% ~~May~~Jun-06 0.~~282~~327% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group I 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 15 ~~Jun~~Jul-05 0.000% Original Principal Balance ~~100~~525,~~000~~800.00 ~~Jul~~Aug-05 0.000% Current Actual Balance 98524,~~790~~574.0663 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Foreclosure Total ~~Oct~~Nov-05 0.000% Loans in Foreclosure 15 ~~Nov~~Dec-05 0.000% Original Principal Balance ~~100~~525,~~000~~800.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance 98524,~~790~~574.0663 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.~~000~~501% ~~May~~Jun-06 0.~~501~~316% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group II 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 36 ~~Jun~~Jul-05 0.000% Original Principal Balance ~~847~~1,~~500~~330,550.00 ~~Jul~~Aug-05 0.000% Current Actual Balance ~~846~~1,~~581~~329,857.5165 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Foreclosure Total ~~Oct~~Nov-05 0.000% Loans in Foreclosure 36 ~~Nov~~Dec-05 0.000% Original Principal Balance ~~847~~1,~~500~~330,550.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance ~~846~~1,~~581~~329,857.5165 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.~~000~~304% ~~May~~Jun-06 0.~~304~~488% *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 III 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 17 ~~Jun~~Jul-05 0.000% Original Principal Balance ~~132~~1,~~000~~110,550.00 ~~Jul~~Aug-05 0.000% Current Actual Balance ~~132~~1,~~000~~109,467.0067 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Foreclosure Total ~~Oct~~Nov-05 0.000% Loans in Foreclosure 17 ~~Nov~~Dec-05 0.000% Original Principal Balance ~~132~~1,~~000~~110,550.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance ~~132~~1,~~000~~109,467.0067 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.~~000~~191% ~~May~~Jun-06 0.~~191~~237% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period Month Loan First Original Loan Entered Payment LTV at Principal Group Number FC Date State Origination Balance Group I ~~0131035024~~0651014591 ~~May~~Jun-2006 01-~~Oct~~Jan-~~2005~~2006 OHND 5180.5400 5892,~~500~~800.00 Group I ~~0141048162~~0681009394 ~~May~~Jun-2006 01-~~Oct~~Dec-2005 CTME 80.00 ~~100~~126,~~000~~800.00 Group I ~~0141049173~~0691003951 ~~May~~Jun-2006 01-~~Oct~~Aug-2005 CTDC 4070.2500 ~~160~~119,000.00 Group I ~~0191027718~~0831050114 ~~May~~Jun-2006 01-~~Dec~~Nov-2005 ORMA ~~100~~80.00 ~~191~~126,~~000~~400.00 Group I ~~0211036876~~0841010132 ~~May~~Jun-2006 01-~~Dec~~Jan-~~2005~~2006 MDMI 5380.0700 ~~242~~60,~~000~~800.00 Group III ~~0361026566~~0031039338 ~~May~~Jun-2006 01-~~Sep~~Dec-2005 MICA 8095.00 ~~108~~301,~~000~~150.00 Group II ~~0161046473~~0041073607 ~~May~~Jun-2006 01-~~Dec~~Jan-~~2005~~2006 MAMO 6879.9979 ~~292~~301,~~500~~600.00 Group II ~~0231076158~~0081059986 ~~May~~Jun-2006 01-Jan-2006 MAVA 8090.00 ~~400~~198,000.00 Group II ~~0371028713~~0361028585 ~~May~~Jun-2006 01-~~Oct~~Jan-2006 MI 80.00 172,800.00 Group II 0381025337 Jun-2006 01-Dec-2005 FLMA 7989.4917 ~~155~~107,000.00 Group ~~III~~II ~~0041073936~~0401005061 ~~May~~Jun-2006 01-~~Jan~~Dec-~~2006~~2005 KSNJ 9589.0029 93250,~~100~~000.00 Group III ~~0101052286~~0211031550 ~~May~~Jun-2006 01-~~Jan~~Aug-~~2006~~2005 TXVA 8065.00 5652,000.00 Group III ~~0121044535~~0211037572 ~~May~~Jun-2006 01-Dec-2005 WINC 9064.0071 ~~112~~55,~~500~~000.00 Group III ~~0131035621~~0321027973 ~~May~~Jun-2006 01-~~Oct~~Sep-2005 KYUT 40.91 90,000.00 Group III 0341028787 Jun-2006 01-Jan-2006 SC 80.00 ~~137~~98,~~520~~400.00 Group III ~~0371030584~~0651014199 ~~May~~Jun-2006 01-Dec-2005 FLIL ~~100~~80.00 ~~320~~229,~~000~~600.00 Group III ~~0661011990~~0681009855 ~~May~~Jun-2006 01-Jan-2006 CAME ~~100~~91.0015 ~~132~~515,000.00 Group III ~~0841010120~~0791004545 ~~May~~Jun-2006 01-~~Jan~~Dec-~~2006~~2005 MINE ~~100~~85.00 70,~~000~~550.00

Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period (continued) Current Paid Current Approximate Loan Actual To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest Group I ~~0131035024~~0651014591 5892,~~381~~705.0541 01-~~Jan~~Feb-2006 2 9.~~400~~350% ~~884~~2,095.29 Group I ~~0141048162~~0681009394 98126,~~790~~576.0627 01-~~Jan~~Feb-2006 2 78.~~590~~900% 12,~~190~~718.9226 Group I ~~0141049173~~0691003951 ~~159~~118,~~615~~428.7662 01-~~Dec~~Feb-~~2005~~2006 32 7.~~150~~990% 12,~~817~~273.0655 Group I ~~0191027718~~0831050114 ~~190~~126,~~799~~098.1224 01-~~Jan~~Feb-2006 2 98.~~200~~625% 2,~~826~~621.4019 Group I ~~0211036876~~0841010132 ~~241~~60,~~680~~766.7109 01-Jan-2006 23 8.~~100~~900% 31,~~136~~304.5825 Group III ~~0361026566~~0031039338 ~~107~~301,~~601~~150.3900 01-~~Jan~~Feb-2006 2 75.~~590~~990% 14,~~304~~283.8885 Group II ~~0161046473~~0041073607 ~~292~~301,~~098~~600.1100 01-~~Jan~~Dec-~~2006~~2005 24 78.~~900~~200% 35,~~693~~941.4509 Group II ~~0231076158~~0081059986 ~~399~~197,~~750~~782.1089 01-~~Jan~~Feb-2006 2 89.~~350~~000% 54,~~354~~296.8298 Group II ~~0371028713~~0361028585 ~~154~~172,~~733~~577.3004 01-~~Dec~~Feb-~~2005~~2006 32 8.~~800~~250% 23,~~187~~425.5451 Group ~~III~~II ~~0041073936~~0381025337 93106,~~051~~747.7472 01-~~Jan~~Feb-2006 2 97.250% 1,~~386~~851.1977 Group ~~III~~II ~~0101052286~~0401005061 56250,000.00 01-~~Dec~~Feb-~~2005~~2006 32 117.~~800~~850% 14,~~072~~718.2076 Group III ~~0121044535~~0211031550 ~~112~~51,~~395~~853.7207 01-~~Jan~~Feb-2006 2 910.~~800~~550% 1,~~777~~327.4961 Group III ~~0131035621~~0211037572 ~~137~~54,~~179~~910.1847 01-~~Dec~~Feb-~~2005~~2006 32 610.~~990~~250% 1,~~525~~364.0370 Group III ~~0371030584~~0321027973 ~~319~~89,~~765~~771.5610 01-~~Jan~~Feb-2006 2 710.~~150~~300% 32,~~647~~242.2731 Group III ~~0661011990~~0341028787 ~~132~~98,~~000~~400.00 01-Dec-2005 4 11.400% 2,726.96 Group III 0651014199 229,382.61 01-Jan-2006 3 9.~~900~~700% 25,~~108~~382.6368 Group III ~~0841010120~~0681009855 69514,~~971~~718.2769 01-Jan-2006 3 9.000% 11,176.48 Group III 0791004545 70,431.73 01-Feb-2006 2 10.~~350~~000% 1,~~170~~706.8040

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

Summary 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 3 ~~Jun~~Jul-05 0.000% Original Principal Balance ~~109~~1,~~975~~097,900.00 ~~Jul~~Aug-05 0.000% Current Actual Balance ~~109~~1,~~816~~096,186.8999 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Bankruptcy Total ~~Oct~~Nov-05 0.000% Loans in Bankruptcy 36 ~~Nov~~Dec-05 0.000% Original Principal Balance ~~109~~1,~~975~~207,875.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance ~~109~~1,~~816~~206,003.8988 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.~~000~~012% ~~May~~Jun-06 0.~~012~~133% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group I 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 20 ~~Jun~~Jul-05 0.000% Original Principal Balance ~~54,400~~0.00 ~~Jul~~Aug-05 0.000% Current Actual Balance ~~54,280~~0.4000 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Bankruptcy Total ~~Oct~~Nov-05 0.000% Loans in Bankruptcy 2 ~~Nov~~Dec-05 0.000% Original Principal Balance 54,400.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance 54,280.40 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.~~000~~032% ~~May~~Jun-06 0.~~032~~033% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group II 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 01 ~~Jun~~Jul-05 0.000% Original Principal Balance 0199,500.00 ~~Jul~~Aug-05 0.000% Current Actual Balance 0199,242.0008 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Bankruptcy Total ~~Oct~~Nov-05 0.000% Loans in Bankruptcy 01 ~~Nov~~Dec-05 0.000% Original Principal Balance 0199,500.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance 0199,242.0008 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.000% ~~May~~Jun-06 0.~~000~~073% *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 III 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 12 ~~Jun~~Jul-05 0.000% Original Principal Balance 55898,~~575~~400.00 ~~Jul~~Aug-05 0.000% Current Actual Balance 55896,~~536~~944.4991 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Bankruptcy Total ~~Oct~~Nov-05 0.000% Loans in Bankruptcy 13 ~~Nov~~Dec-05 0.000% Original Principal Balance 55953,~~575~~975.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance 55952,~~536~~481.4940 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.~~000~~012% ~~May~~Jun-06 0.~~012~~204% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period Group Loan Month Loan First State LTV at Original Number Entered Payment Origination Principal Bankruptcy Date Balance Group I 0391015744 May-2006 01-Dec-2005 AL 100.00 24,400.00 Group I 0791004740 May-2006 01-Dec-2005 MN 100.00 30,000.00 Group II 0061062998 Jun-2006 01-Jan-2006 OH 95.00 199,500.00 Group III 0161046647 Jun-2006 01-Jan-2006 MA 90.00 468,000.00 Group III 0691005221 Jun-2006 01-Oct-2005 DC 80.00 430,400.00 Group III 0741014087 May-2006 01-Dec-2005 TN 95.00 55,575.00

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period (continued) Group Loan Current Paid To Months Current Approximate Number Actual Date Delinquent Loan Rate Delinquent Balance Interest Group I 0391015744 24,339.50 01-Apr-2006 0 12.150% 480.7864 Group I 0791004740 29,940.90 01-Mar-2006 01 9.550% ~~461~~692.4703 Group II 0061062998 199,242.08 01-Feb-2006 2 8.200% 3,929.86 Group III 0161046647 468,000.00 01-Dec-2005 4 6.990% 7,801.35 Group III 0691005221 428,944.91 01-Feb-2006 2 8.340% 8,610.49 Group III 0741014087 55,536.49 01-Jan-2006 23 11.400% 1,~~026~~539.5657

Realized Loss Detail Report - Loans with Losses during Current Period Summary # Loans Prior Realized Current with Actual Loss/(Gain) Loss Group Losses Balance Amount Percentage Group I 0 0.00 0.00 0.000% Group II 0 0.00 0.00 0.000% Group III 02 0.00 030.00 0.000% Total 02 0.00 030.00 0.000%

Realized Loss Loan Detail Report - Loans With Losses during Current Period Original Current Loan Principal Note LTV at Original Group Number Balance Rate State Origination Term NoGroup ~~Losses~~III ~~this~~0391015770 ~~Period~~77,000.00 10.250% AL 70.00 360 Group III 0551008396 24,400.00 9.875% MS 100.00 360

Realized Loss Loan Detail Report - Loans With Losses during Current Period (continued) Prior Cumulative Loan Actual Realized Realized Group Number Balance Loss/(Gain) Loss/(Gain) NoGroup ~~Losses~~III ~~this~~0391015770 ~~Period~~0.00 15.00 15.00 Group III 0551008396 0.00 15.00 15.00

Realized Loss Report - Collateral Summary MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A 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 Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A 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 Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group I MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A 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 Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A 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 Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group II MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A 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 Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A 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 Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group III 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 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A 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 Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A 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 Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Monthly Default Rate (MDR): sum(Beg Scheduled Balance of Liquidated Loans)/ sum(Beg Scheduled Balance). Conditional Default Rate (CDR): 1-((1-MDR)^12) SDA Standard Default Assumption: If WAS is less than or equal to 30 then CDR /(WAS * 0.02) else if WAS is greater than 30 and less than or equal to 60 then CDR / 0.6 else if WAS is greater than 60 and less than or equal to 120 then CDR / (0.6 - ((WAS - 60) * 0.0095)) else if WAS is greater than 120 then CDR / 0.03 Loss Severity Approximation for current period: sum(Realized Loss Amount)/sum(Beg Scheduled Balance of Liquidated Loans)

Prepayment Detail - Prepayments during Current Period Summary Loans Paid In Full Repurchased Loans Original Current Original Current Principal Scheduled Principal Scheduled Group Count Balance Balance Count Balance Balance Group I 33 54,~~292~~708,~~550~~556.00 54,~~275~~693,~~621~~354.4364 0 0.00 0.00 Group II 3124 85,~~606~~866,~~950~~340.00 85,~~584~~852,~~138~~725.0859 0 0.00 0.00 Group III 3847 713,~~421~~388,~~582~~198.7500 713,~~404~~345,~~623~~403.3116 0 0.00 0.00 Total ~~102~~104 2123,~~321~~963,~~082~~094.7500 2123,~~264~~891,~~382~~483.8239 0 0.00 0.00

Prepayment Detail - Prepayments during Current Period (continued) Summary Substitution Loans Liquidated Loans Curtailments Original Current Original Current Principal Scheduled Principal Scheduled Curtailment Group Count Balance Balance Count Balance Balance Amount Group I 0 0.00 0.00 0 0.00 0.00 ~~6,404~~649.9557 Group II 0 0.00 0.00 0 0.00 0.00 755,~~014~~034.8939 Group III 0 0.00 0.00 0 0.00 0.00 ~~25,500~~(36.7361) Total 0 0.00 0.00 0 0.00 0.00 ~~106~~5,~~920~~647.5735

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount Group I ~~0051061300~~0041073529 GAWI 3085.4900 01-Dec-2005 ~~100~~164,~~000~~054.00 99163,~~527~~723.5715 Group I ~~0061062466~~0061062328 OH 100.00 01-Nov-2005 22,~~400~~119.00 22,~~348~~024.4072 Group I ~~0081059871~~0131035706 VAOH 90100.00 01-~~Dec~~Nov-2005 ~~319~~23,~~400~~980.00 ~~319~~23,~~400~~903.0093 Group I ~~0141051684~~0141051873 NYCT ~~100~~84.0057 01-Dec-2005 21194,~~600~~500.00 21193,~~445~~276.1369 Group I ~~0141052061~~0161044796 CTMA 86100.4100 01-Dec-2005 3447,000.00 3346,~~949~~906.2702 Group I ~~0161046193~~0171029111 MAAZ 5380.4600 01-Dec-2005 ~~355~~227,~~000~~693.00 ~~353~~227,~~103~~693.7700 Group I ~~0161046454~~0191027918 MAID 8356.0060 01-~~Jan~~Dec-~~2006~~2005 ~~266~~150,~~430~~000.00 ~~265~~149,~~551~~040.1650 Group I ~~0231074895~~0211036876 MD 5853.8207 01-Dec-2005 ~~200~~242,000.00 ~~199~~240,~~344~~863.0043 Group I ~~0231075244~~0211037290 DC 63.00 01-Dec-2005 165,060.00 164,315.40 Group I 0231069785 MD 73.9098 01-~~Jan~~Sep-~~2006~~2005 ~~251~~108,~~250~~750.00 ~~250~~108,~~516~~085.6552 Group I ~~0231075592~~0231074322 CTRI 9575.00 01-Jan-2006 ~~218~~202,500.00 ~~217~~201,~~835~~487.5644 Group I ~~0271024357~~0231075735 NYMA 8070.2400 01-~~Nov~~Jan-~~2005~~2006 22180,~~500~~600.00 22180,~~405~~289.4378 Group I ~~0271025274~~0291002009 AKVA 6880.3300 01-Dec-2005 ~~153~~104,~~750~~000.00 ~~152~~103,~~997~~583.5803 Group I ~~0271025580~~0381025491 CAMA 90100.00 01-~~Dec~~Jan-~~2005~~2006 ~~279~~49,000.00 ~~277~~48,~~762~~916.8559 Group I ~~0281015713~~0381025617 PAMA 7978.3972 01-~~Aug~~Jan-~~2005~~2006 ~~208~~185,000.00 ~~206~~184,~~380~~315.7654 Group I ~~0311029146~~0381025659 NJRI 7961.4170 01-~~Dec~~Jan-~~2005~~2006 ~~135~~145,000.00 ~~134~~144,~~567~~495.4742 Group I ~~0371030295~~0391015739 FLTN 80.00 01-~~Dec~~Jan-~~2005~~2006 ~~132~~72,000.00 ~~131~~71,~~522~~722.3261 Group I ~~0371030371~~0401004867 FL 7574.08 01-Dec-2005 100,750.00 100,211.41 Group I 0401005280 CA 66.20 01-Dec-2005 ~~161~~261,~~250~~500.00 ~~160~~260,~~720~~115.6573 Group I ~~0371030703~~0401005324 FLCA 6075.6800 01-Jan-2006 ~~133~~240,~~500~~000.00 ~~133~~239,~~106~~435.3149 Group I ~~0381025158~~0611018782 MANY 8452.9591 01-Dec-2005 ~~254~~200,000.00 ~~253~~199,~~039~~142.0110 Group I ~~0401005315~~0621013141 ILFL 6578.7977 01-Jan-2006 32115,~~600~~000.00 32114,~~387~~424.8994 Group I ~~0511039868~~0651014234 VA 63100.5000 01-~~Dec~~Jan-~~2005~~2006 ~~334~~147,~~000~~500.00 ~~332~~147,~~229~~500.3800 Group I ~~0511040035~~0661011439 CA 7455.8456 01-Dec-2005 ~~232~~100,000.00 ~~231~~99,~~131~~491.1207 Group I ~~0511040128~~0681009827 CAVT 4589.7446 01-~~Dec~~Jan-~~2005~~2006 ~~123~~148,500.00 ~~123~~148,~~042~~036.1672 Group I ~~0521030327~~0691006340 MOMD ~~100~~90.00 01-~~Dec~~Jan-~~2005~~2006 24126,~~800~~000.00 24125,~~750~~486.2430 Group I ~~0521030593~~0691006411 WIMD 75.00 01-~~Dec~~Jan-~~2005~~2006 ~~214~~285,~~500~~000.00 ~~213~~284,~~766~~310.7982 Group I ~~0521030728~~0701002255 MOCA ~~100~~90.00 01-Dec-2005 26234,~~820~~000.00 26232,~~774~~973.3591 Group I ~~0651013198~~0721009119 VAAZ 25100.5800 01-Dec-2005 ~~110~~39,000.00 ~~109~~38,~~458~~852.5215 Group I ~~0681009651~~0731013118 MEMD 9560.0038 01-Dec-2005 ~~118~~160,~~750~~000.00 ~~118~~159,~~319~~047.5538 Group I ~~0691006261~~0731013251 DCMD 4865.7900 01-Jan-2006 ~~161~~185,~~000~~250.00 ~~160~~184,~~399~~536.5218 Group I ~~0691006323~~0831050344 MDCA 8079.0095 01-~~Jan~~Nov-~~2006~~2005 ~~216~~59,000.00 ~~215~~58,~~349~~703.8070 Group I ~~0721009234~~0841009721 AZMI 70100.00 01-~~Jan~~Dec-~~2006~~2005 ~~154~~23,~~000~~800.00 ~~153~~23,~~792~~749.8979 Group III ~~0731013232~~0041073899 DCIL 3767.9742 01-Jan-2006 ~~112~~60,000.00 ~~111~~59,~~454~~753.2389 Group III ~~0831050110~~0061063366 MEOH 2580.3800 01-~~Nov~~Jan-~~2005~~2006 ~~165~~147,~~000~~200.00 ~~163~~146,~~884~~703.9037 Group II ~~0071070208~~0071070168 FLNJ 80.00 01-~~Jan~~Dec-~~2006~~2005 ~~412~~100,000.00 ~~410~~99,~~744~~544.5430 Group II ~~0081059207~~0071070286 NCFL 9570.00 01-~~Dec~~Jan-~~2005~~2006 ~~270~~118,~~750~~300.00 ~~269~~117,~~862~~848.2676 Group II ~~0111000963~~0171029319 HIAZ 8095.00 01-~~Jan~~Dec-~~2006~~2005 ~~528~~156,~~000~~750.00 ~~527~~155,~~064~~770.5448 Group II ~~0121043015~~0211037125 MNMD 7590.00 01-~~Oct~~Dec-2005 ~~179~~289,~~250~~800.00 ~~178~~289,~~403~~799.6160 Group II ~~0161046426~~0211038040 MAFL 8061.0082 01-Jan-2006 ~~312~~227,~~000~~500.00 ~~310~~226,~~981~~564.2204 Group II ~~0171029474~~0231075343 AZME 8580.00 01-Dec-2005 ~~143~~271,~~650~~200.00 ~~143~~269,~~121~~562.8763 Group II ~~0211037112~~0271024131 DCHI 3075.00 01-Dec-2005 ~~150~~270,000.00 ~~149~~269,~~137~~878.3560 Group II ~~0211037434~~0311028648 MDNJ 7048.0091 01-Dec-2005 ~~182~~225,000.00 ~~181~~224,~~332~~005.5140 Group II ~~0231074509~~0371030078 NYFL 6570.00 01-~~Dec~~Jan-~~2005~~2006 83259,~~200~~000.00 82257,~~916~~840.3710 Group II ~~0231075030~~0381025723 NJMA 9065.00 01-Jan-2006 ~~378~~211,~~000~~250.00 ~~378~~210,~~000~~706.0017 Group II ~~0231075312~~0401003654 PA 90.00 01-~~Dec~~Oct-2005 ~~166~~112,500.00 ~~165~~111,~~660~~466.9553 Group II ~~0271025207~~0511040873 VACA 5375.0300 01-~~Dec~~Jan-~~2005~~2006 ~~350~~363,000.00 ~~348~~362,~~110~~019.3393 Group II ~~0291002761~~0511040897 FL 8070.0029 01-~~Dec~~Jan-~~2005~~2006 168,000.00 167,~~262~~570.4567 Group II ~~0311029098~~0511040998 NJAZ 8360.8200 01-~~Dec~~Jan-~~2005~~2006 ~~318~~309,~~500~~000.00 ~~317~~308,~~260~~800.3100 Group II ~~0311029244~~0511041152 NJCA 6570.00 01-Jan-2006 ~~377~~429,~~000~~100.00 ~~375~~427,~~665~~280.7177 Group II ~~0331042379~~0581004698 NYCA 8085.0068 01-Jan-2006 ~~384~~377,000.00 ~~382~~377,~~576~~000.2700 Group II ~~0381025434~~0611020384 RIVA 7964.3752 01-~~Dec~~Jan-~~2005~~2006 ~~200~~300,000.00 ~~199~~300,~~021~~000.2600 Group II ~~0581004387~~0651013841 AZMD 6560.0077 01-Dec-2005 ~~198~~330,~~250~~000.00 ~~197~~328,~~314~~633.5043 Group II ~~0581004943~~0671008638 CA 9464.5615 01-~~Dec~~Jan-~~2005~~2006 ~~403~~170,~~750~~000.00 ~~403~~169,~~740~~351.5459 Group II ~~0631010465~~0681009494 CAMA 9589.0018 01-Dec-2005 ~~346~~490,~~750~~500.00 ~~346~~489,~~750~~735.0003 Group II ~~0631010800~~0791005241 CACO 65100.00 01-~~Dec~~Jan-~~2005~~2006 ~~364~~177,000.00 ~~362~~176,~~017~~444.8654 Group II ~~0631011068~~0851002470 CANJ 6564.5773 01-~~Jan~~Dec-~~2006~~2005 ~~320~~304,~~000~~240.00 ~~318~~304,~~463~~240.9300 Group IIIII ~~0661011637~~0031038568 CA 90100.00 01-Dec-2005 ~~315~~38,000.00 ~~314~~37,~~881~~900.3242 Group IIIII ~~0661011738~~0031039623 CA 8973.3833 01-Dec-2005 ~~362~~880,000.00 ~~361~~875,~~995~~248.9991 Group IIIII ~~0741014198~~0041073500 FLIL 3865.0200 01-~~Jan~~Dec-~~2006~~2005 ~~100~~178,~~000~~100.00 ~~100~~177,~~000~~483.0072 Group IIIII ~~0781004018~~0041074305 NJKS 6080.3200 01-~~Aug~~Jan-~~2005~~2006 ~~225~~183,~~000~~960.00 ~~222~~183,~~621~~326.8443 Group IIIII ~~0831050321~~0061061919 NJOH 6590.00 01-~~Dec~~Jan-~~2005~~2006 ~~188~~286,~~500~~990.00 ~~187~~286,~~837~~049.3223 Group IIIII ~~0831050447~~0081059611 CTVA 80.00 01-Dec-2005 ~~176~~104,000.00 ~~175~~103,~~390~~699.5585 Group IIIII ~~0831050801~~0121043606 CAMN 6480.7000 01-~~Nov~~Jan-~~2005~~2006 ~~330~~184,000.00 ~~330~~183,~~000~~501.0032 Group IIIII ~~0831051245~~0121044586 FLWI 75100.00 01-~~Nov~~Jan-~~2005~~2006 ~~281~~32,~~250~~400.00 ~~279~~32,~~899~~280.6244 Group IIIII ~~0851002445~~0121044720 NJWI 80.00 01-~~Dec~~Jan-~~2005~~2006 ~~393~~150,~~600~~400.00 ~~391~~150,~~596~~025.4953 Group III ~~0061062910~~0131035569 OHKY 80100.00 01-~~Dec~~Nov-2005 7322,~~600~~840.00 7322,~~387~~701.5008 Group III ~~0081059682~~0151031029 VANJ 6495.2900 01-Dec-2005 ~~225~~451,~~000~~250.00 ~~224~~449,~~415~~019.4976 Group III ~~0081059987~~0161045987 VANH 80.00 01-~~Jan~~Dec-~~2006~~2005 ~~142~~240,~~880~~000.00 ~~142~~239,~~094~~196.6785 Group III ~~0111000964~~0171028269 HICA ~~100~~80.00 01-~~Jan~~Oct-~~2006~~2005 ~~132~~274,~~000~~980.00 ~~131~~274,~~712~~980.4200 Group III ~~0121044493~~0211036981 WISC 85.00 01-~~Jan~~Dec-~~2006~~2005 ~~129~~131,~~200~~750.00 ~~128~~131,~~935~~031.9266 Group III ~~0161046427~~0211037293 MAMD 9575.00 01-~~Jan~~Dec-~~2006~~2005 58198,~~500~~750.00 58198,~~402~~079.6218 Group III ~~0161046618~~0211037464 MAFL 7572.00 01-~~Jan~~Dec-~~2006~~2005 ~~525~~124,~~000~~704.00 ~~523~~124,~~141~~341.9198 Group III ~~0161046643~~0211037878 MASC 9541.0060 01-Jan-2006 ~~164~~1,~~350~~400,000.00 ~~163~~1,~~958~~392,078.2904 Group III ~~0211037374~~0231069324 MDNJ 8990.1900 01-~~Dec~~Sep-2005 99292,~~000~~500.00 98290,~~753~~614.5232 Group III ~~0211037400~~0231075215 MDNJ 7995.2500 01-~~Dec~~Jan-~~2005~~2006 ~~117~~380,~~600~~000.00 ~~117~~378,~~236~~565.9122 Group III ~~0211038185~~0231075293 MDMA 8595.00 01-~~Jan~~Dec-~~2006~~2005 ~~102~~78,~~000~~850.00 ~~101~~78,~~820~~589.6901 Group III ~~0231075400~~0231075346 MAME 30100.6700 01-Dec-2005 ~~100~~67,~~000~~800.00 9967,~~711~~544.3477 Group III ~~0311029001~~0231075672 NJMA 75.00 01-~~Dec~~Jan-~~2005~~2006 ~~285~~748,~~750~~500.00 ~~285~~747,~~115~~416.6758 Group III ~~0311029236~~0261054848 NJNC 95100.00 01-~~Jan~~Dec-~~2006~~2005 ~~128~~26,~~250~~800.00 ~~127~~26,~~936~~713.1848 Group III ~~0331042339~~0261054919 NYFL 8465.9800 01-Jan-2006 58134,~~000~~550.00 57133,~~902~~525.3835 Group III ~~0351031616~~0271025116 TNMA 8070.0057 01-~~Jan~~Dec-~~2006~~2005 ~~256~~54,000.00 ~~255~~53,~~367~~877.0100 Group III ~~0371030443~~0331042007 FLNY ~~100~~80.00 01-Dec-2005 ~~154~~280,000.00 ~~153~~279,~~452~~031.6609 Group III ~~0391015770~~0331042389 ALNY 7060.00 01-Dec-2005 771,095,000.00 761,~~802~~089,401.0627 Group III ~~0401004900~~0341028992 MDNC 7275.6300 01-~~Dec~~Jan-~~2005~~2006 ~~138~~337,~~000~~500.00 ~~137~~337,~~622~~500.0400 Group III ~~0511037775~~0371029997 CAFL 100.00 01-Dec-2005 69175,~~070~~844.00 68175,~~878~~285.8265 Group III ~~0511040200~~0371030414 CAFL 4057.6569 01-~~Dec~~Jan-~~2005~~2006 ~~100~~90,000.00 9989,~~761~~642.4655 Group III ~~0511040320~~0521030387 AZOH 8590.00 01-Dec-2005 ~~228~~232,~~088~~830.1500 ~~227~~232,~~226~~143.9551 Group III ~~0511040530~~0521030412 CAOH 100.00 01-Jan-2006 ~~171~~38,~~331~~780.6000 ~~171~~38,~~063~~706.3330 Group III ~~0511040664~~0561004439 CAFL 7539.0068 01-~~Dec~~Jan-~~2005~~2006 ~~270~~1,250,000.00 ~~269~~1,~~401~~244,984.5993 Group III ~~0521030795~~0631010770 VACA 90100.00 01-Dec-2005 ~~529~~135,~~200~~000.00 ~~527~~134,~~311~~998.7700 Group III ~~0551008396~~0631010818 MSCA ~~100~~87.0061 01-~~Nov~~Dec-2005 24495,~~400~~000.00 24491,~~320~~965.4489 Group III ~~0551009450~~0671008620 LACA 8085.00 01-~~Dec~~Jan-~~2005~~2006 93476,~~200~~000.00 92476,~~715~~000.5200 Group III ~~0631010693~~0671008655 CA 85.00 01-Dec-2005 ~~527~~578,000.00 ~~527~~576,~~000~~800.0051 Group III ~~0631010830~~0681009322 CAVT 9095.00 01-~~Jan~~Dec-~~2006~~2005 ~~383~~61,~~850~~750.00 ~~383~~60,~~850~~762.0099 Group III ~~0671008207~~0691006256 CAMD 4770.4500 01-Dec-2005 ~~400~~166,~~000~~600.00 ~~399~~166,~~197~~016.1264 Group III ~~0671008379~~0691006267 CAMD 80.00 01-Dec-2005 ~~524~~192,000.00 ~~522~~191,~~283~~042.9844 Group III ~~0681007125~~0691006268 MEMD 41100.9400 01-~~Aug~~Dec-2005 6548,000.00 6447,~~773~~880.4881 Group III ~~0691005369~~0711008782 MDMA 8055.0028 01-~~Oct~~Dec-2005 ~~280~~100,~~800~~050.00 ~~279~~99,~~287~~834.6723 Group III ~~0691006328~~0731013382 MDGA 9580.00 01-~~Dec~~Jan-~~2005~~2006 ~~377~~100,~~150~~800.00 ~~375~~100,~~781~~612.8228 Group III ~~0731013161~~0831051459 VAFL 7085.00 01-Dec-2005 ~~126~~412,~~000~~250.00 ~~125~~410,~~574~~841.9021 Group III ~~0761013711~~0831051508 WICA 8060.0026 01-~~Dec~~Oct-2005 91105,~~200~~000.00 91104,~~003~~736.8795 Group III ~~0791004558~~0841010330 MOMI ~~100~~80.00 01-~~Nov~~Jan-~~2005~~2006 2463,~~600~~920.00 2463,~~478~~765.2488 Group III ~~0831050098~~0871003116 FLNJ 9075.00 01-~~Oct~~Jan-~~2005~~2006 ~~170~~288,~~563~~750.00 ~~169~~287,~~525~~907.9062

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning Group I ~~0051061300~~0041073529 Loan Paid in Full 0 78.~~700~~050% 360 56 Group I ~~0061062466~~0061062328 Loan Paid in Full (1) 119.~~500~~250% 360 67 Group I ~~0081059871~~0131035706 Loan Paid in Full 0(1) 711.~~050~~500% 360 57 Group I ~~0141051684~~0141051873 Loan Paid in Full (1) 116.~~400~~625% ~~240~~360 56 Group I ~~0141052061~~0161044796 Loan Paid in Full 0(1) 12.~~750~~150% 360 56 Group I ~~0161046193~~0171029111 Loan Paid in Full ~~(1)~~0 6.~~650~~940% 360 56 Group I ~~0161046454~~0191027918 Loan Paid in Full (1) 86.~~150~~900% 360 46 Group I ~~0231074895~~0211036876 Loan Paid in Full 02 98.100% 360 56 Group I ~~0231075244~~0211037290 Loan Paid in Full 0 8.~~750~~300% 360 46 Group I ~~0231075592~~0231069785 Loan Paid in Full 0 8.~~550~~840% 360 49 Group I ~~0271024357~~0231074322 Loan Paid in Full (21) 116.~~700~~990% 360 65 Group I ~~0271025274~~0231075735 Loan Paid in Full (1) 78.~~100~~550% 360 5 Group I ~~0271025580~~0291002009 Loan Paid in Full 0(1) 79.~~600~~000% 360 56 Group I ~~0281015713~~0381025491 Loan Paid in Full 0(1) 712.~~400~~150% 360 95 Group I ~~0311029146~~0381025617 Loan Paid in Full 0 98.~~200~~500% 360 5 Group I ~~0371030295~~0381025659 Loan Paid in Full ~~(1)~~0 8.~~650~~800% 360 5 Group I ~~0371030371~~0391015739 Loan Paid in Full 0 98.~~100~~300% 360 5 Group I ~~0371030703~~0401004867 Loan Paid in Full ~~(1)~~0 87.~~700~~450% 360 46 Group I ~~0381025158~~0401005280 Loan Paid in Full ~~(1)~~0 87.~~390~~500% 360 56 Group I ~~0401005315~~0401005324 Loan Paid in Full 0(1) 106.~~650~~950% 360 45 Group I ~~0511039868~~0611018782 Loan Paid in Full 0(1) 68.~~690~~560% 360 56 Group I ~~0511040035~~0621013141 Loan Paid in Full 0 86.~~440~~990% 360 5 Group I ~~0511040128~~0651014234 Loan Paid in Full 0(1) 8.~~490~~650% 360 5 Group I ~~0521030327~~0661011439 Loan Paid in Full 0 117.~~400~~800% 360 56 Group I ~~0521030593~~0681009827 Loan Paid in Full (1) 89.~~900~~350% 360 5 Group I ~~0521030728~~0691006340 Loan Paid in Full ~~(1)~~0 128.~~150~~040% 360 5 Group I ~~0651013198~~0691006411 Loan Paid in Full ~~(1)~~0 76.~~200~~850% 360 5 Group I ~~0681009651~~0701002255 Loan Paid in Full ~~(1)~~0 8.~~600~~440% 360 56 Group I ~~0691006261~~0721009119 Loan Paid in Full (1) 79.~~750~~150% 360 46 Group I ~~0691006323~~0731013118 Loan Paid in Full 0 86.~~600~~900% 360 46 Group I ~~0721009234~~0731013251 Loan Paid in Full 0(1) 8.300% 360 45 Group I ~~0731013232~~0831050344 Loan Paid in Full 0(1) 98.~~000~~950% 360 47 Group I ~~0831050110~~0841009721 Loan Paid in Full (1) 611.~~500~~900% 360 6 Group II ~~0071070208~~0041073899 Loan Paid in Full 0(1) 87.~~540~~990% 360 45 Group II ~~0081059207~~0061063366 Loan Paid in Full 0 98.~~100~~950% 360 5 Group II ~~0111000963~~0071070168 Loan Paid in Full 0(1) 78.~~300~~250% 360 46 Group II ~~0121043015~~0071070286 Loan Paid in Full 0(1) 8.~~750~~350% 360 75 Group II ~~0161046426~~0171029319 Loan Paid in Full 0(1) 86.~~200~~650% 360 46 Group II ~~0171029474~~0211037125 Loan Paid in Full (1) 8.~~550~~400% 360 56 Group II ~~0211037112~~0211038040 Loan Paid in Full 0 7.~~900~~975% 360 5 Group II ~~0211037434~~0231075343 Loan Paid in Full ~~(1)~~0 87.~~550~~200% 360 56 Group II ~~0231074509~~0271024131 Loan Paid in Full ~~(1)~~0 86.~~900~~750% 360 56 Group II ~~0231075030~~0311028648 Loan Paid in Full ~~(1)~~0 98.~~000~~400% 360 46 Group II ~~0231075312~~0371030078 Loan Paid in Full 0(1) 67.~~950~~550% 360 5 Group II ~~0271025207~~0381025723 Loan Paid in Full 0 67.~~600~~625% 360 5 Group II ~~0291002761~~0401003654 Loan Paid in Full 0 78.~~650~~800% 360 58 Group II ~~0311029098~~0511040873 Loan Paid in Full 0(1) 86.~~250~~450% 360 5 Group II ~~0311029244~~0511040897 Loan Paid in Full 0 76.~~800~~650% 360 45 Group II ~~0331042379~~0511040998 Loan Paid in Full 0(1) 96.~~000~~250% 360 45 Group II ~~0381025434~~0511041152 Loan Paid in Full (1) 7.~~100~~825% 360 5 Group II ~~0581004387~~0581004698 Loan Paid in Full 0(1) 7.~~590~~700% 360 5 Group II ~~0581004943~~0611020384 Loan Paid in Full ~~(1)~~0 86.~~300~~750% 360 5 Group II ~~0631010465~~0651013841 Loan Paid in Full ~~(1)~~0 69.~~750~~250% 360 56 Group II ~~0631010800~~0671008638 Loan Paid in Full 0 68.~~550~~350% 360 5 Group II ~~0631011068~~0681009494 Loan Paid in Full (1) 67.~~250~~950% 360 46 Group II ~~0661011637~~0791005241 Loan Paid in Full (1) 69.~~900~~300% 360 5 Group II ~~0661011738~~0851002470 Loan Paid in Full 0(1) 6.~~900~~650% 360 56 Group IIIII ~~0741014198~~0031038568 Loan Paid in Full ~~(1)~~0 710.~~650~~900% 360 46 Group IIIII ~~0781004018~~0031039623 Loan Paid in Full (1) 57.~~800~~400% 360 96 Group IIIII ~~0831050321~~0041073500 Loan Paid in Full 0 89.~~750~~590% 360 56 Group IIIII ~~0831050447~~0041074305 Loan Paid in Full 0(1) 8.~~840~~850% 360 5 Group IIIII ~~0831050801~~0061061919 Loan Paid in Full ~~(1)~~0 59.~~750~~090% 360 65 Group IIIII ~~0831051245~~0081059611 Loan Paid in Full 0 710.~~990~~450% 360 6 Group IIIII ~~0851002445~~0121043606 Loan Paid in Full 0 610.~~900~~000% 360 5 Group III ~~0061062910~~0121044586 Loan Paid in Full 0(1) 910.~~700~~900% 360 5 Group III ~~0081059682~~0121044720 Loan Paid in Full 0 10.~~200~~400% 360 5 Group III ~~0081059987~~0131035569 Loan Paid in Full (1) 68.~~800~~500% 360 47 Group III ~~0111000964~~0151031029 Loan Paid in Full 0 107.~~150~~850% 360 46 Group III ~~0121044493~~0161045987 Loan Paid in Full ~~(1)~~0 109.~~450~~750% 360 46 Group III ~~0161046427~~0171028269 Loan Paid in Full 0(1) 116.~~400~~450% 360 48 Group III ~~0161046618~~0211036981 Loan Paid in Full 0(1) 7.~~800~~350% 360 46 Group III ~~0161046643~~0211037293 Loan Paid in Full 0(1) 9.750% 360 46 Group III ~~0211037374~~0211037464 Loan Paid in Full (1) 10.~~400~~450% 360 6 Group III 0211037878 Loan Paid in Full (1) 6.350% 360 5 Group III ~~0211037400~~0231069324 Loan Paid in Full 0 108.~~300~~350% 360 59 Group III ~~0211038185~~0231075215 Loan Paid in Full (1) 118.~~150~~400% 360 45 Group III ~~0231075400~~0231075293 Loan Paid in Full (1) 9.~~700~~840% 360 56 Group III ~~0311029001~~0231075346 Loan Paid in Full 0 109.~~950~~650% 360 56 Group III ~~0311029236~~0231075672 Loan Paid in Full 0 98.~~600~~650% 360 45 Group III ~~0331042339~~0261054848 Loan Paid in Full 0(1) 1110.~~350~~500% 360 46 Group III ~~0351031616~~0261054919 Loan Paid in Full 0 910.450% 240 5 Group III 0271025116 Loan Paid in Full (1) 11.550% 360 46 Group III ~~0371030443~~0331042007 Loan Paid in Full 0 9.~~150~~590% 360 56 Group III ~~0391015770~~0331042389 Loan Paid in Full 0 107.~~250~~675% 360 56 Group III ~~0401004900~~0341028992 Loan Paid in Full 0 98.~~950~~075% 360 5 Group III ~~0511037775~~0371029997 Loan Paid in Full (1) 910.~~900~~000% 360 56 Group III ~~0511040200~~0371030414 Loan Paid in Full 0(1) 108.~~600~~150% 360 5 Group III ~~0511040320~~0521030387 Loan Paid in Full (1) 810.~~400~~350% 360 56 Group III ~~0511040530~~0521030412 Loan Paid in Full (1) 11.~~680~~650% 360 45 Group III ~~0511040664~~0561004439 Loan Paid in Full 0 108.~~950~~100% 360 5 Group III ~~0521030795~~0631010770 Loan Paid in Full (1) 9.~~200~~550% 360 56 Group III ~~0551008396~~0631010818 Loan Paid in Full ~~(1)~~0 96.~~875~~750% 360 6 Group III ~~0551009450~~0671008620 Loan Paid in Full (1) 6.~~790~~200% 360 5 Group III ~~0631010693~~0671008655 Loan Paid in Full ~~(1)~~0 67.~~990~~950% 360 56 Group III ~~0631010830~~0681009322 Loan Paid in Full 0(1) 710.~~500~~890% ~~360~~180 46 Group III ~~0671008207~~0691006256 Loan Paid in Full 0 119.~~400~~550% 360 56 Group III ~~0671008379~~0691006267 Loan Paid in Full 0 97.~~100~~800% 360 56 Group III ~~0681007125~~0691006268 Loan Paid in Full 0 11.~~300~~150% 360 96 Group III ~~0691005369~~0711008782 Loan Paid in Full ~~(1)~~0 811.~~100~~800% 360 76 Group III ~~0691006328~~0731013382 Loan Paid in Full 0 812.~~600~~000% 360 5 Group III ~~0731013161~~0831051459 Loan Paid in Full 0 89.~~950~~650% 360 56 Group III ~~0761013711~~0831051508 Loan Paid in Full 0 11.~~329~~750% 360 58 Group III ~~0791004558~~0841010330 Loan Paid in Full (1) 910.~~250~~550% 360 65 Group III ~~0831050098~~0871003116 Loan Paid in Full ~~(1)~~2 79.~~490~~650% 360 75

Prepayment - Voluntary Prepayments

Summary SMM CPR PSA Current Month 2.~~244~~569% Current Month 2326.~~845~~820% Current Month 2,~~483~~309.~~399~~841% 3 Month Average 02.~~000~~053% 3 Month Average 021.~~000~~888% 3 Month Average 02,255.~~000~~141% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 14.999% N/A Apr-2006 1,972.181% N/A May-2006 23.845% N/A May-2006 2,483.399% N/A Jun-2006 26.820% N/A Jun-2006 2,309.841% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group I SMM CPR PSA Current Month 2.~~997~~747% Current Month 3028.~~587~~415% Current Month 32,~~138~~416.~~629~~623% 3 Month Average 02.~~000~~310% 3 Month Average 024.~~000~~115% 3 Month Average 02,425.~~000~~831% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 13.343% N/A Apr-2006 1,722.241% N/A May-2006 30.587% N/A May-2006 3,138.629% N/A Jun-2006 28.415% N/A Jun-2006 2,416.623% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group II SMM CPR PSA Current Month 32.~~018~~107% Current Month 3022.~~771~~547% Current Month 31,~~211~~944.~~043~~297% 3 Month Average 02.~~000~~239% 3 Month Average 023.~~000~~612% 3 Month Average 02,487.~~000~~962% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 17.519% N/A Apr-2006 2,308.546% N/A May-2006 30.771% N/A May-2006 3,211.043% N/A Jun-2006 22.547% N/A Jun-2006 1,944.297% 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 III SMM CPR PSA Current Month 12.~~519~~772% Current Month 1628.~~783~~633% Current Month 12,~~755~~475.~~337~~190% 3 Month Average 01.~~000~~849% 3 Month Average 019.~~000~~833% 3 Month Average 02,030.~~000~~749% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 14.082% N/A Apr-2006 1,861.721% N/A May-2006 16.783% N/A May-2006 1,755.337% N/A Jun-2006 28.633% N/A Jun-2006 2,475.190% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Single Month Mortality (SMM): (Partial and full prepayments + Repurchases) / (Beginning Scheduled Balance - Scheduled Principal) Conditional PrePayment Rate (CPR): 1 - ((1 - SMM)^12) PSA Standard Prepayment Model: 100 * CPR / (0.2 * MIN(30,WAS)) Weighted Average Seasoning (WAS): sum((Original Term - Remaining Term)*(Current Scheduled Balance/Deal Scheduled Principal Balance))

Interest Rate Stratification Summary Group I Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 5.000 1 224,~~976~~683.9130 0.~~024~~025 0 0.00 0.000 5.000 5.499 14 6,~~447~~444,~~725~~783.6805 0.~~693~~711 2 ~~433~~432,~~484~~613.5349 0.~~254~~260 5.500 5.999 ~~142~~141 53,~~384~~266,~~468~~857.3680 5.~~738~~879 20 4,~~645~~643,~~741~~174.88 2.~~719~~796 6.000 6.499 ~~230~~224 8379,~~093~~824,~~335~~079.6688 8.~~931~~811 44 10,~~411~~405,~~775~~233.8170 6.~~093~~265 6.500 6.999 ~~527~~513 ~~167~~164,~~527~~098,~~909~~232.0964 18.~~007~~112 ~~133~~124 2523,~~496~~720,~~181~~554.8101 14.~~921~~283 7.000 7.499 ~~426~~422 ~~118~~116,~~445~~816,~~078~~662.0317 12.~~731~~894 ~~123~~122 20,~~345~~230,~~866~~809.5108 1112.~~907~~182 7.500 7.999 ~~621~~609 ~~154~~149,~~333~~723,~~864~~074.9707 16.~~589~~526 ~~192~~191 29,~~512~~322,~~469~~114.5637 17.~~272~~656 8.000 8.499 ~~473~~456 8682,~~670~~731,~~200~~716.6142 9.~~316~~132 ~~196~~188 2423,~~349~~086,~~081~~874.1680 1413.~~250~~902 8.500 8.999 ~~559~~546 9693,~~289~~818,~~709~~766.9994 10.~~350~~355 ~~238~~231 2928,~~834~~793,~~014~~533.8964 17.~~460~~338 9.000 9.499 ~~355~~346 4846,~~263~~862,~~721~~252.3163 5.~~188~~172 ~~174~~170 16,~~429~~052,~~098~~058.0262 9.~~615~~666 9.500 9.999 ~~415~~406 4746,~~908~~026,~~211~~976.1669 5.~~149~~080 37 1,~~118~~119,~~827~~111.6908 0.~~655~~674 10.000 10.499 ~~246~~242 2423,~~173~~394,~~313~~913.4441 2.~~598~~582 2425 ~~626~~745,~~717~~251.9938 0.~~367~~449 10.500 10.999 ~~262~~257 18,~~498~~269,~~209~~159.3217 12.~~988~~016 69 1,~~862~~861,~~664~~774.5442 1.~~090~~121 11.000 11.499 ~~192~~191 9,~~630~~578,~~234~~656.1990 1.~~035~~057 66 1,~~692~~691,~~524~~835.6152 01.~~991~~019 11.500 11.999 ~~265~~259 1110,~~240~~891,~~611~~500.1457 1.~~208~~202 ~~117~~115 32,~~041~~992,~~067~~198.9970 1.~~780~~802 12.000 12.499 8077 3,~~683~~486,~~616~~036.6426 0.~~396~~385 3432 ~~987~~891,~~319~~203.0695 0.~~578~~537 12.500 12.999 9 386,~~800~~653.7467 0.~~042~~043 3 85,~~882~~860.8182 0.~~050~~052 13.000 13.499 3 64,~~741~~726.9466 0.007 0 0.00 0.000 13.500 13.999 2 87,~~081~~063.5299 0.~~009~~010 0 0.00 0.000 >= 14.000 0 0.00 0.000 0 0.00 0.000 Total 4,~~822~~718 ~~930~~905,~~353~~996,~~810~~796.7022 100.000 1,~~472~~439 ~~170~~166,~~872~~074,~~718~~202.8646 100.000

Interest Rate Stratification (continued) Group II Group III Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 5.000 1 224,~~976~~683.9130 0.~~081~~083 0 0.00 0.000 5.000 5.499 4 1,162,~~562~~067.2947 0.~~418~~427 8 4,~~851~~850,~~678~~102.8609 1.~~008~~037 5.500 5.999 4948 1514,~~069~~963,~~053~~429.1700 5.~~418~~499 73 33,~~669~~660,~~673~~253.3192 67.~~994~~195 6.000 6.499 8986 2524,~~155~~061,~~027~~100.1144 98.~~045~~843 9794 4745,~~526~~357,~~532~~745.74 9.~~873~~695 6.500 6.999 ~~200~~196 5554,~~287~~158,~~970~~341.0799 19.~~880~~904 ~~194~~193 86,~~743~~219,~~757~~336.2164 18.~~020~~430 7.000 7.499 148 39,~~162~~280,~~217~~540.6299 14.~~082~~436 ~~155~~152 5857,~~936~~305,~~993~~312.9010 12.~~243~~249 7.500 7.999 ~~228~~221 5452,~~691~~608,~~322~~595.7023 19.~~666~~334 ~~201~~197 7067,~~130~~792,~~072~~364.7147 14.~~569~~491 8.000 8.499 ~~151~~146 31,~~945~~027,~~045~~848.3308 11.~~487~~403 ~~126~~122 3028,~~376~~616,~~074~~993.1254 6.~~310~~117 8.500 8.999 ~~190~~187 3635,~~224~~762,~~276~~743.1006 13.~~025~~143 ~~131~~128 3029,~~231~~262,~~419~~490.0024 6.~~280~~255 9.000 9.499 ~~117~~113 1918,~~181~~449,~~999~~620.6520 6.~~897~~780 6463 12,~~652~~360,~~623~~573.6481 2.~~628~~642 9.500 9.999 01 0183,255.0050 0.~~000~~067 ~~378~~368 4644,~~789~~724,~~383~~610.4711 9.~~720~~560 10.000 10.499 02 0216,899.0037 0.~~000~~080 ~~222~~215 2322,~~546~~432,~~595~~762.4566 4.~~892~~795 10.500 10.999 0 0.00 0.000 ~~193~~188 16,~~635~~407,~~544~~384.7875 3.~~456~~507 11.000 11.499 0 0.00 0.000 ~~126~~125 7,~~937~~886,~~709~~821.5838 1.~~649~~686 11.500 11.999 0 0.00 0.000 ~~148~~144 87,~~199~~899,~~543~~301.1587 1.~~703~~689 12.000 12.499 0 0.00 0.000 4645 2,~~696~~594,~~297~~832.5831 0.~~560~~555 12.500 12.999 0 0.00 0.000 6 300,~~917~~792.9385 0.~~063~~064 13.000 13.499 0 0.00 0.000 3 64,~~741~~726.9466 0.~~013~~014 13.500 13.999 0 0.00 0.000 2 87,~~081~~063.5299 0.~~018~~019 >= 14.000 0 0.00 0.000 0 0.00 0.000 Total 1,~~177~~153 ~~278~~272,~~104~~099,~~450~~124.9563 100.000 2,~~173~~126 ~~481~~467,~~376~~823,~~640~~469.8913 100.000

Filing Compare · HASCO 2006-OPT3