10-D 1 sac06op1_10d-200609.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: August 02, 2006 to September 01, 2006 Commission File Number of issuing entity: 333-129480-01 Structured Asset Securities Corporation Mortgage Loan Trust 2006-OPT1 (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-129480 Structured Asset Securities Corporation (Exact name of depositor as specified in its charter) Lehman Brothers Holdings, Inc. (Exact name of sponsor as specified in its charter) New York (State or other jurisdiction of incorporation or organization of the issuing entity) Not Applicable (I.R.S. Employer Identification No.) 745 Seventh Avenue, 7th Floor New York, NY 10019 (Address of principal executive offices of the issuing entity) (Zip Code) (212) 526-7000 (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)) A1 _____ _____ __X___ ____________ A2 _____ _____ __X___ ____________ A3 _____ _____ __X___ ____________ A4 _____ _____ __X___ ____________ A5 _____ _____ __X___ ____________ A6 _____ _____ __X___ ____________ M1 _____ _____ __X___ ____________ M2 _____ _____ __X___ ____________ M3 _____ _____ __X___ ____________ M4 _____ _____ __X___ ____________ M5 _____ _____ __X___ ____________ M6 _____ _____ __X___ ____________ M7 _____ _____ __X___ ____________ M8 _____ _____ __X___ ____________ B _____ _____ __X___ ____________ X _____ _____ __X___ ____________ R _____ _____ __X___ ____________ P _____ _____ __X___ ____________ LT-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 September 25, 2006 a distribution was made to holders of Structured Asset Securities Corporation Mortgage Loan Trust 2006-OPT1. 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 Structured Asset Securities Corporation Mortgage Loan Trust 2006-OPT1, relating to the September 25, 2006 distribution. (99.2) Risk Management Group Risk Manager (b) The exhibits required to be filed by Registrant pursuant to this Form 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. Structured Asset Securities Corporation Mortgage Loan Trust 2006-OPT1 (Issuing Entity) Aurora Loan Services LLC (Master Servicer) /s/ E. Todd Whittemore E. Todd Whittemore, Executive Vice President Date: September 28, 2006 EXHIBIT INDEX Exhibit Number Description EX-99.1 Monthly report distributed to holders of Structured Asset Securities Corporation Mortgage Loan Trust 2006-OPT1, relating to the September 25, 2006 distribution. EX-99.2 Risk Management Group Risk Manager EX-99.1 Structured Asset Securities Corporation Mortgage Pass-Through Certificates Distribution Date: 9/25/2006 Structured Asset Securities Corporation Mortgage Pass-Through Certificates Series 2006-OPT1 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 A1 86359UAA7 5.~~26125~~50438% ~~131~~117,~~707~~331,~~862~~377.9077 ~~615~~556,~~953~~136.7798 A2 86359UAB5 5.~~14125~~38438% ~~270~~219,~~084~~364,~~485~~508.97 1,~~234~~017,~~286~~094.1039 A3 86359UAC3 5.~~19125~~43438% 66,650,000.00 ~~307~~311,~~552~~895.7267 A4 86359UAD1 5.~~24125~~48438% 89,090,000.00 ~~415~~420,~~060~~741.4183 A5 86359UAE9 5.~~34125~~58438% 47,832,000.00 ~~227~~230,~~095~~013.7117 A6 86359UAF6 5.~~23125~~47438% ~~131~~117,~~707~~331,~~862~~377.9077 ~~612~~553,~~441~~105.5692 M1 86359UAG4 5.~~38125~~62438% 67,995,000.00 ~~325~~329,~~242~~314.7548 M2 86359UAH2 5.~~42125~~66438% 20,304,000.00 9799,~~842~~036.7202 M3 86359UAJ8 5.~~48125~~72438% 16,527,000.00 8081,~~523~~466.2299 M4 86359UAK5 5.~~53125~~77438% 16,055,000.00 7879,~~937~~831.0861 M5 86359UAL3 5.~~60125~~84438% 15,110,000.00 7576,~~231~~043.0150 M6 86359UAM1 6.~~08125~~32438% 14,166,000.00 7677,~~575~~147.1095 M7 86359UAN9 6.~~18125~~42438% 12,749,000.00 70,~~048~~528.6781 M8 86359UAP4 7.~~03125~~27438% 8,500,000.00 53,~~125~~244.0042 B 86359UAQ2 7.~~08125~~32438% 9,442,000.00 59,~~432~~551.1469 X SAC06OP1X 0.00000% 18,887,~~964~~864.00 1,~~798~~626,~~383~~954.7222 R SAC06OP1R 0.00000% 0.00 0.00 P SAC06OP1P 0.00000% 100.00 ~~181~~414,~~150~~319.1872 LT-R SAC06OLTR 0.00000% 0.00 0.00 Totals ~~936~~857,~~808~~335,~~275~~228.7751 6,~~308~~056,~~881~~427.8637

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses A1 23,~~684~~797,~~875~~921.9214 0.00 ~~129~~113,~~022~~533,~~986~~456.9863 34,~~300~~354,~~829~~058.6912 0.00 A2 1319,~~225~~926,~~352~~843.0793 0.00 ~~256~~199,~~859~~437,~~133~~665.9004 1420,~~459~~943,~~638~~938.1732 0.00 A3 0.00 0.00 66,650,000.00 ~~307~~311,~~552~~895.7267 0.00 A4 0.00 0.00 89,090,000.00 ~~415~~420,~~060~~741.4183 0.00 A5 0.00 0.00 47,832,000.00 ~~227~~230,~~095~~013.7117 0.00 A6 23,~~684~~797,~~875~~921.9214 0.00 ~~129~~113,~~022~~533,~~986~~456.9863 34,~~297~~351,~~317~~027.4806 0.00 M1 0.00 0.00 67,995,000.00 ~~325~~329,~~242~~314.7548 0.00 M2 0.00 0.00 20,304,000.00 9799,~~842~~036.7202 0.00 M3 0.00 0.00 16,527,000.00 8081,~~523~~466.2299 0.00 M4 0.00 0.00 16,055,000.00 7879,~~937~~831.0861 0.00 M5 0.00 0.00 15,110,000.00 7576,~~231~~043.0150 0.00 M6 0.00 0.00 14,166,000.00 7677,~~575~~147.1095 0.00 M7 0.00 0.00 12,749,000.00 70,~~048~~528.6781 0.00 M8 0.00 0.00 8,500,000.00 53,~~125~~244.0042 0.00 B 0.00 0.00 9,442,000.00 59,~~432~~551.1469 0.00 X 0.00 0.00 18,887,864.00 1,~~798~~626,~~383~~954.7222 0.00 R 0.00 0.00 0.00 0.00 0.00 P 0.00 0.00 100.00 ~~181~~414,~~150~~319.1872 0.00 LT-R 0.00 0.00 0.00 0.00 0.00 Totals 1827,~~595~~522,~~103~~686.9121 0.00 ~~918~~829,~~213~~812,~~071~~542.8630 2433,~~903~~579,~~985~~113.7758 0.00 This report has been compiled from information provided to Wells Fargo Bank, N.A., by various third parties, which may include the Servicer, Master Servicer, Special Servicer and others. Wells Fargo Bank, N.A., has not independently confirmed the accuracy of information received from these third parties and assumes no duty to do so. Wells Fargo Bank, N.A., expressly disclaims any responsibility for the accuracy or completeness of information furnished by third parties.

Principal Distribution Statement Class Original Beginning Scheduled UnScheduled Accretion Realized Face Certificate Principal Principal Loss Amount Balance Distribution Distribution A1 133,159,000.00 ~~131~~117,~~707~~331,~~862~~377.9077 0.00 23,~~684~~797,~~875~~921.9214 0.00 0.00 A2 274,748,000.00 ~~270~~219,~~084~~364,~~485~~508.97 0.00 1319,~~225~~926,~~352~~843.0793 0.00 0.00 A3 66,650,000.00 66,650,000.00 0.00 0.00 0.00 0.00 A4 89,090,000.00 89,090,000.00 0.00 0.00 0.00 0.00 A5 47,832,000.00 47,832,000.00 0.00 0.00 0.00 0.00 A6 133,159,000.00 ~~131~~117,~~707~~331,~~862~~377.9077 0.00 23,~~684~~797,~~875~~921.9214 0.00 0.00 M1 67,995,000.00 67,995,000.00 0.00 0.00 0.00 0.00 M2 20,304,000.00 20,304,000.00 0.00 0.00 0.00 0.00 M3 16,527,000.00 16,527,000.00 0.00 0.00 0.00 0.00 M4 16,055,000.00 16,055,000.00 0.00 0.00 0.00 0.00 M5 15,110,000.00 15,110,000.00 0.00 0.00 0.00 0.00 M6 14,166,000.00 14,166,000.00 0.00 0.00 0.00 0.00 M7 12,749,000.00 12,749,000.00 0.00 0.00 0.00 0.00 M8 8,500,000.00 8,500,000.00 0.00 0.00 0.00 0.00 B 9,442,000.00 9,442,000.00 0.00 0.00 0.00 0.00 X 18,887,964.86 18,887,~~964~~864.00 0.00 0.00 0.00 0.00 R 0.00 0.00 0.00 0.00 0.00 0.00 P 100.00 100.00 0.00 0.00 0.00 0.00 LT-R 0.00 0.00 0.00 0.00 0.00 0.00 Totals 944,374,064.86 ~~936~~857,~~808~~335,~~275~~228.7751 0.00 1827,~~595~~522,~~103~~686.9121 0.00 0.00

Principal Distribution Statement (continued) Class Total Ending Ending Total Principal Certificate Certificate Principal Reduction Balance Percentage Distribution A1 23,~~684~~797,~~875~~921.9214 ~~129~~113,~~022~~533,~~986~~456.9863 0.~~96893929~~85261572 23,~~684~~797,~~875~~921.9214 A2 1319,~~225~~926,~~352~~843.0793 ~~256~~199,~~859~~437,~~133~~665.9004 0.~~93488991~~72589305 1319,~~225~~926,~~352~~843.0793 A3 0.00 66,650,000.00 1.00000000 0.00 A4 0.00 89,090,000.00 1.00000000 0.00 A5 0.00 47,832,000.00 1.00000000 0.00 A6 23,~~684~~797,~~875~~921.9214 ~~129~~113,~~022~~533,~~986~~456.9863 0.~~96893929~~85261572 23,~~684~~797,~~875~~921.9214 M1 0.00 67,995,000.00 1.00000000 0.00 M2 0.00 20,304,000.00 1.00000000 0.00 M3 0.00 16,527,000.00 1.00000000 0.00 M4 0.00 16,055,000.00 1.00000000 0.00 M5 0.00 15,110,000.00 1.00000000 0.00 M6 0.00 14,166,000.00 1.00000000 0.00 M7 0.00 12,749,000.00 1.00000000 0.00 M8 0.00 8,500,000.00 1.00000000 0.00 B 0.00 9,442,000.00 1.00000000 0.00 X 0.00 18,887,864.00 0.99999466 0.00 R 0.00 0.00 0.00000000 0.00 P 0.00 100.00 1.00000000 0.00 LT-R 0.00 0.00 0.00000000 0.00 Totals 1827,~~595~~522,~~103~~686.9121 ~~918~~829,~~213~~812,~~071~~542.8630 0.~~97229806~~87869052 1827,~~595~~522,~~103~~686.9121

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution A1 133,159,000.00 ~~989~~881.~~10222291~~13742045 0.00000000 2028.~~16293243~~52170067 0.00000000 A2 274,748,000.00 ~~983~~798.~~02621300~~42076728 0.00000000 4872.~~13629970~~52771241 0.00000000 A3 66,650,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A4 89,090,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A5 47,832,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A6 133,159,000.00 ~~989~~881.~~10222291~~13742045 0.00000000 2028.~~16293243~~52170067 0.00000000 M1 67,995,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M2 20,304,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M3 16,527,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M4 16,055,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M5 15,110,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M6 14,166,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M7 12,749,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M8 8,500,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B 9,442,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 X 18,887,964.86 999.~~99995447~~99466009 0.00000000 0.00000000 0.00000000 R 0.00 0.00000000 0.00000000 0.00000000 0.00000000 P 100.00 1000.00000000 0.00000000 0.00000000 0.00000000 LT-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 A1 0.00000000 2028.~~16293243~~52170067 ~~968~~852.~~93929047~~61571978 0.~~96893929~~85261572 2028.~~16293243~~52170067 A2 0.00000000 4872.~~13629970~~52771241 ~~934~~725.~~88991330~~89305487 0.~~93488991~~72589305 4872.~~13629970~~52771241 A3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A5 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A6 0.00000000 2028.~~16293243~~52170067 ~~968~~852.~~93929047~~61571978 0.~~96893929~~85261572 2028.~~16293243~~52170067 M1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M5 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M6 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M7 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M8 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 B 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 X 0.00000000 0.00000000 999.99466009 0.99999466 0.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 P 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 LT-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 A1 0508/25/06 - 0609/2524/06 3231 5.~~26125~~50438% ~~131~~117,~~707~~331,~~862~~377.9077 ~~615~~556,~~953~~136.7798 0.00 A2 0508/25/06 - 0609/2524/06 3231 5.~~14125~~38438% ~~270~~219,~~084~~364,~~485~~508.97 1,~~234~~017,~~286~~094.1039 0.00 A3 0508/25/06 - 0609/2524/06 3231 5.~~19125~~43438% 66,650,000.00 ~~307~~311,~~552~~895.7267 0.00 A4 0508/25/06 - 0609/2524/06 3231 5.~~24125~~48438% 89,090,000.00 ~~415~~420,~~060~~741.4183 0.00 A5 0508/25/06 - 0609/2524/06 3231 5.~~34125~~58438% 47,832,000.00 ~~227~~230,~~095~~013.7117 0.00 A6 0508/25/06 - 0609/2524/06 3231 5.~~23125~~47438% ~~131~~117,~~707~~331,~~862~~377.9077 ~~612~~553,~~441~~105.5692 0.00 M1 0508/25/06 - 0609/2524/06 3231 5.~~38125~~62438% 67,995,000.00 ~~325~~329,~~242~~314.7548 0.00 M2 0508/25/06 - 0609/2524/06 3231 5.~~42125~~66438% 20,304,000.00 9799,~~842~~036.7202 0.00 M3 0508/25/06 - 0609/2524/06 3231 5.~~48125~~72438% 16,527,000.00 8081,~~523~~466.2299 0.00 M4 0508/25/06 - 0609/2524/06 3231 5.~~53125~~77438% 16,055,000.00 7879,~~937~~831.0861 0.00 M5 0508/25/06 - 0609/2524/06 3231 5.~~60125~~84438% 15,110,000.00 7576,~~231~~043.0150 0.00 M6 0508/25/06 - 0609/2524/06 3231 6.~~08125~~32438% 14,166,000.00 7677,~~575~~147.1095 0.00 M7 0508/25/06 - 0609/2524/06 3231 6.~~18125~~42438% 12,749,000.00 70,~~048~~528.6781 0.00 M8 0508/25/06 - 0609/2524/06 3231 7.~~03125~~27438% 8,500,000.00 53,~~125~~244.0042 0.00 B 0508/25/06 - 0609/2524/06 3231 7.~~08125~~32438% 9,442,000.00 59,~~432~~551.1469 0.00 X N/A N/A 0.00000% 18,887,~~964~~864.00 0.00 0.00 R N/A N/A 0.00000% 0.00 0.00 0.00 P N/A N/A 0.00000% 100.00 0.00 0.00 LT-R N/A N/A 0.00000% 0.00 0.00 0.00 Totals 4,~~329~~015,~~347~~153.9643 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 A1 0.00 0.00 ~~615~~556,~~953~~136.7798 0.00 ~~129~~113,~~022~~533,~~986~~456.9863 A2 0.00 0.00 1,~~234~~017,~~286~~094.1039 0.00 ~~256~~199,~~859~~437,~~133~~665.9004 A3 0.00 0.00 ~~307~~311,~~552~~895.7267 0.00 66,650,000.00 A4 0.00 0.00 ~~415~~420,~~060~~741.4183 0.00 89,090,000.00 A5 0.00 0.00 ~~227~~230,~~095~~013.7117 0.00 47,832,000.00 A6 0.00 0.00 ~~612~~553,~~441~~105.5692 0.00 ~~129~~113,~~022~~533,~~986~~456.9863 M1 0.00 0.00 ~~325~~329,~~242~~314.7548 0.00 67,995,000.00 M2 0.00 0.00 9799,~~842~~036.7202 0.00 20,304,000.00 M3 0.00 0.00 8081,~~523~~466.2299 0.00 16,527,000.00 M4 0.00 0.00 7879,~~937~~831.0861 0.00 16,055,000.00 M5 0.00 0.00 7576,~~231~~043.0150 0.00 15,110,000.00 M6 0.00 0.00 7677,~~575~~147.1095 0.00 14,166,000.00 M7 0.00 0.00 70,~~048~~528.6781 0.00 12,749,000.00 M8 0.00 0.00 53,~~125~~244.0042 0.00 8,500,000.00 B 0.00 0.00 59,~~432~~551.1469 0.00 9,442,000.00 X 0.00 0.00 1,~~798~~626,~~383~~954.7222 0.00 18,887,864.00 R 0.00 0.00 0.00 0.00 0.00 P 0.00 0.00 ~~181~~414,~~150~~319.1872 0.00 100.00 LT-R 0.00 0.00 0.00 0.00 0.00 Totals 0.00 0.00 6,~~308~~056,~~881~~427.8637 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 A1 133,159,000.00 5.~~26125~~50438% ~~989~~881.~~10222291~~13742045 4.~~62570138~~17648811 0.00000000 A2 274,748,000.00 5.~~14125~~38438% ~~983~~798.~~02621300~~42076728 43.~~49242979~~70191736 0.00000000 A3 66,650,000.00 5.~~19125~~43438% 1000.00000000 4.~~61444441~~67960495 0.00000000 A4 89,090,000.00 5.~~24125~~48438% 1000.00000000 4.~~65888888~~72266057 0.00000000 A5 47,832,000.00 5.~~34125~~58438% 1000.00000000 4.~~74777785~~80877174 0.00000000 A6 133,159,000.00 5.~~23125~~47438% ~~989~~881.~~10222291~~13742045 4.~~59932532~~15372540 0.00000000 M1 67,995,000.00 5.~~38125~~62438% 1000.00000000 4.~~78333333~~84321612 0.00000000 M2 20,304,000.00 5.~~42125~~66438% 1000.00000000 4.~~81888889~~87766056 0.00000000 M3 16,527,000.00 5.~~48125~~72438% 1000.00000000 4.~~87222242~~92932716 0.00000000 M4 16,055,000.00 5.~~53125~~77438% 1000.00000000 4.~~91666646~~97238306 0.00000000 M5 15,110,000.00 5.~~60125~~84438% 1000.00000000 45.~~97888882~~03266049 0.00000000 M6 14,166,000.00 6.~~08125~~32438% 1000.00000000 5.~~40555556~~44599393 0.00000000 M7 12,749,000.00 6.~~18125~~42438% 1000.00000000 5.~~49444427~~53210526 0.00000000 M8 8,500,000.00 7.~~03125~~27438% 1000.00000000 6.~~25000000~~26404941 0.00000000 B 9,442,000.00 7.~~08125~~32438% 1000.00000000 6.~~29444397~~30710549 0.00000000 X 18,887,964.86 0.00000% 999.~~99995447~~99466009 0.00000000 0.00000000 R 0.00 0.00000% 0.00000000 0.00000000 0.00000000 P 100.00 0.00000% 1000.00000000 0.00000000 0.00000000 LT-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 A1 0.00000000 0.00000000 4.~~62570138~~17648811 0.00000000 ~~968~~852.~~93929047~~61571978 A2 0.00000000 0.00000000 43.~~49242979~~70191736 0.00000000 ~~934~~725.~~88991330~~89305487 A3 0.00000000 0.00000000 4.~~61444441~~67960495 0.00000000 1000.00000000 A4 0.00000000 0.00000000 4.~~65888888~~72266057 0.00000000 1000.00000000 A5 0.00000000 0.00000000 4.~~74777785~~80877174 0.00000000 1000.00000000 A6 0.00000000 0.00000000 4.~~59932532~~15372540 0.00000000 ~~968~~852.~~93929047~~61571978 M1 0.00000000 0.00000000 4.~~78333333~~84321612 0.00000000 1000.00000000 M2 0.00000000 0.00000000 4.~~81888889~~87766056 0.00000000 1000.00000000 M3 0.00000000 0.00000000 4.~~87222242~~92932716 0.00000000 1000.00000000 M4 0.00000000 0.00000000 4.~~91666646~~97238306 0.00000000 1000.00000000 M5 0.00000000 0.00000000 45.~~97888882~~03266049 0.00000000 1000.00000000 M6 0.00000000 0.00000000 5.~~40555556~~44599393 0.00000000 1000.00000000 M7 0.00000000 0.00000000 5.~~49444427~~53210526 0.00000000 1000.00000000 M8 0.00000000 0.00000000 6.~~25000000~~26404941 0.00000000 1000.00000000 B 0.00000000 0.00000000 6.~~29444397~~30710549 0.00000000 1000.00000000 X 0.00000000 0.00000000 9586.~~21320763~~13708423 0.00000000 999.99466009 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 P 0.00000000 0.00000000 ~~1811501~~4143197.~~80000000~~20000000 0.00000000 1000.00000000 LT-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 2533,~~053~~411,~~804~~131.4239 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0.00 Servicer Advances 0.00 Gains & Subsequent Recoveries (Realized Losses) ~~(2,190~~255.00) Prepayment Penalties ~~181~~414,~~150~~319.1872 Swap/Cap Payments 0.00 Total Deposits 2533,~~232~~825,~~764~~706.6011 Withdrawals Swap Payments 8625,~~752~~096.2553 Reserve Funds and Credit Enhancements 0.00 Total Administration Fees ~~242~~221,~~026~~496.5800 Payment of Interest and Principal 2433,~~903~~579,~~985~~113.7758 Total Withdrawals (Pool Distribution Amount) 2533,~~232~~825,~~764~~706.6011 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

ADMINISTRATION FEES Gross Servicing Fee* ~~234~~214,~~219~~351.8454 Credit Risk Manager Fee - Risk Management Group, LLC 7,~~806~~144.7446 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~242~~221,~~026~~496.5800 *Servicer Payees include: OPTION ONE

Reserve and Guaranty Funds Account Name Beginning Current Current Ending Balance Withdrawals Deposits Balance Basis Risk Reserve Fund 1,000.00 0.00 0.00 1,000.00 Interest Rate Cap Account 1,000.00 0.00 0.00 1,000.00 ~~Supplemental~~ Interest ~~Trust 0.00 0.00 0.00 0.00 Interest~~ Rate Swap Account 1,000.00 1,~~798~~626,~~383~~954.7222 1,~~798~~626,~~383~~954.7222 1,000.00 Hedge Funds Account Name Funds In (A) Funds Out(B) Net Amount(A - B) Interest Rate Cap Agreement-ABN AMRO Bank N.V. 0.00 0.00 0.00 Swap Agreement-ABN AMRO Bank N.V. 43,~~053~~751,~~423~~360.7826 43,~~140~~776,~~176~~456.0379 (8625,~~752~~096.2553)

COLLATERAL STATEMENT Collateral Description Mixed Fixed & Arm Weighted Average Gross Coupon 8.~~273113~~241973% Weighted Average Net Coupon 7.~~973090~~941948% Weighted Average Pass-Through Rate 7.~~973090~~941948% Weighted Average Remaining Term ~~356~~352 Beginning Scheduled Collateral Loan Count 4,~~708~~355 Number Of Loans Paid In Full 81122 Ending Scheduled Collateral Loan Count 4,~~627~~233 Beginning Scheduled Collateral Balance ~~936~~857,~~808~~335,~~275~~228.7751 Ending Scheduled Collateral Balance ~~918~~829,~~213~~812,~~071~~542.8630 Ending Actual Collateral Balance at 31-~~May~~Aug-2006 ~~918~~830,~~580~~201,~~276~~622.4521 Monthly P&I Constant 6,~~869~~276,~~055~~013.6952 Special Servicing Fee 0.00 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount ~~181~~414,~~150~~319.1872 Prepayment Penalty Paid Count 2762 Realized Loss Amount ~~2,190~~(255.00) Cumulative Realized Loss 21,~~190~~935.00 Scheduled Principal ~~410~~387,~~455~~568.1556 Unscheduled Principal 1827,~~184~~135,~~748~~117.7665

Group Level Collateral Statement Group 1 1 Collateral Description Fixed 15/30 & ARM Fixed 15/30 & ARM Weighted Average Coupon Rate 8.~~044099~~010573 8.~~643415~~615838 Weighted Average Net Rate 7.~~744099~~710573 8.~~343356~~315776 Pass-Through Rate 7.~~744099~~710573 8.~~343356~~315776 Weighted Average Remaining Term ~~356~~353 ~~354~~351 Record Date 0508/31/2006 0508/31/2006 Principal And Interest Constant 1,~~932~~739,~~699~~781.9547 ~~495~~477,~~628~~440.6162 Beginning Loan Count 1,~~304~~188 ~~558~~528 Loans Paid in Full 2131 7 Ending Loan Count 1,~~283~~157 ~~551~~521 Beginning Scheduled Balance ~~271~~244,~~132~~668,~~630~~258.4860 6361,~~719~~430,~~339~~636.0531 Ending Scheduled Balance ~~266~~237,~~355~~510,~~201~~298.2496 6360,~~126~~992,~~912~~712.0927 Scheduled Principal ~~115~~106,~~185~~503.2797 36,~~668~~376.0195 Unscheduled Principal 47,~~662~~051,~~243~~455.9767 ~~555~~401,~~758~~547.9509 Scheduled Interest 1,~~817~~633,~~514~~277.6850 ~~458~~441,~~960~~063.6067 Servicing Fees 6761,~~783~~167.1606 15,~~933~~360.0183 Master Servicing Fees 0.00 0.00 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,~~749~~572,~~731~~110.5244 ~~443~~425,~~027~~702.5984 Realized Loss Amount ~~480~~(90.00) ~~375~~0.00 Cumulative Realized Loss ~~480~~390.00 375.00 Percentage of Cumulative Losses 0.~~0002~~0001 0.0006 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount *93,348.20 *18,368.73 Prepayment Penalty Paid Count *16 *6 Special Servicing Fee 0.00 0.00 * This data is currently not provided for reporting.

Group Level Collateral Statement Group 2 2 Collateral Description Fixed 15/30 & ARM Fixed 15/30 & ARM Weighted Average Coupon Rate 8.~~238744~~206444 8.~~770723~~710409 Weighted Average Net Rate 7.~~938744~~906444 8.~~470566~~410243 Pass-Through Rate 7.~~938744~~906444 8.~~470565~~410243 Weighted Average Remaining Term ~~356~~353 ~~351~~348 Record Date 0508/31/2006 0508/31/2006 Principal And Interest Constant 3,~~563~~228,~~177~~777.9851 ~~877~~830,~~549~~013.1592 Beginning Loan Count 1,~~994~~826 ~~852~~813 Loans Paid in Full 4564 820 Ending Loan Count 1,~~949~~762 ~~844~~793 Beginning Scheduled Balance ~~490~~445,~~699~~604,~~258~~607.3733 ~~111~~105,~~257~~631,~~047~~726.8727 Ending Scheduled Balance ~~479~~429,~~021~~227,~~884~~567.8342 ~~109~~102,~~709~~081,~~073~~963.7065 Scheduled Principal ~~194~~181,~~223~~419.3496 6463,~~378~~267.5368 Unscheduled Principal 1116,~~483~~195,~~150~~619.2095 13,~~483~~486,~~595~~494.6494 Scheduled Interest 3,~~368~~047,~~954~~357.6455 ~~813~~766,~~170~~746.6224 Servicing Fees ~~122~~111,~~674~~401.8115 2726,~~828~~422.8650 Master Servicing Fees 0.00 0.00 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 32,~~246~~935,~~279~~956.8340 ~~785~~740,~~341~~323.7674 Realized Loss Amount ~~825~~(90.00) ~~510~~(75.00) Cumulative Realized Loss ~~825~~735.00 ~~510~~435.00 Percentage of Cumulative Losses 0.~~0002~~0001 0.~~0005~~0004 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount *209,508.98 *93,093.81 Prepayment Penalty Paid Count *28 *12 Special Servicing Fee 0.00 0.00 * This data is currently not provided for reporting.

Group Level Collateral Statement Group Total Collateral Description Mixed Fixed & Arm Weighted Average Coupon Rate 8.~~273113~~241973 Weighted Average Net Rate 7.~~973090~~941948 Pass-Through Rate 7.~~973090~~941948 Weighted Average Remaining Term ~~356~~352 Record Date 0508/31/2006 Principal And Interest Constant 6,~~869~~276,~~055~~013.6952 Beginning Loan Count 4,~~708~~355 Loans Paid in Full 81122 Ending Loan Count 4,~~627~~233 Beginning Scheduled Balance ~~936~~857,~~808~~335,~~275~~228.7751 Ending Scheduled Balance ~~918~~829,~~213~~812,~~071~~542.8630 Scheduled Principal ~~410~~387,~~455~~568.1556 Unscheduled Principal 1827,~~184~~135,~~748~~117.7665 Scheduled Interest 65,~~458~~888,~~600~~444.5496 Servicing Fees ~~234~~214,~~219~~351.8454 Master Servicing Fees 0.00 Trustee Fee 0.00 FRY Amount 0.00 Special Hazard Fee 0.00 Other Fee 0.00 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 65,~~224~~674,~~380~~093.7042 Realized Loss Amount ~~2,190~~(255.00) Cumulative Realized Loss 21,~~190~~935.00 Percentage of Cumulative Losses 0.0002 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount ~~181~~414,~~150~~319.1872 Prepayment Penalty Paid Count 2762 Special Servicing Fee 0.00 * This data is currently not provided for reporting.

Additional Reporting - Deal Level Cash Reporting Prepayment Premiums ~~181~~414,~~150~~319.1872 Informational Reporting LIBOR 5.~~081250~~324380% Pool 1 Net Funds Cap 7.~~858045~~545390% Pool 2 Net Funds Cap 87.~~036951~~710831% Subordinate Net Funds Cap 7.~~972965~~651660% Senior Enhancement Percentage 2124.~~7527~~070000% Structural Reporting Overcollateralization Amount 18,887,964.00 Overcollateralization Deficiency 0.00 Targeted Overcollateralization Amount 18,887,964.00 Trigger Event Reporting Stepdown Date NO Trigger Event Pass Delinquency Event Trigger Result Pass Threshold Value 09.~~082660~~146600% Rolling 3 Month Delinquency Rate 0.~~000737~~016177% Cumulative Loss Trigger Event Trigger Result Pass Threshold Value 1.550000% Cumulative Loss Percentage 0.~~000232~~021600%

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 01 0 0 01 073,333.0007 0.00 0.00 073,333.0007 30 Days 79109 1 0 0 80110 1417,~~048~~246,~~637~~137.8661 ~~139~~99,~~883~~908.0833 0.00 0.00 1417,~~188~~346,~~520~~045.94 60 Days 336 01 315 0 652 ~~690~~5,~~079~~647,698.9895 089,845.0085 ~~386~~2,~~294~~853,874.8638 0.00 18,~~076~~591,~~374~~419.8418 90 Days 020 01 021 02 044 03,526,717.0060 029,208.0028 04,060,791.0013 0140,372.0082 07,757,089.0083 120 Days 05 0 05 0 010 01,102,782.0053 0.00 0486,912.0041 0.00 01,589,694.0094 150 Days 0 0 0 01 01 0.00 0.00 0.00 092,468.00 092,468.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 82170 14 41 3 0218 ~~86 14~~27,~~738~~523,~~717~~336.8469 ~~139~~292,~~883~~295.0853 ~~386~~7,~~294~~401,577.8692 0232,840.0082 1535,~~264~~450,~~895~~050.7896 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.~~000000~~023624% 0.000000% 0.000000% 0.~~000000~~023624% 0.~~000000~~008833% 0.000000% 0.000000% 0.~~000000~~008833% 30 Days 12.~~707370~~575006% 0.~~021612~~023624% 0.000000% 0.000000% 12.~~728982~~598630% 12.~~529386~~077343% 0.~~015228~~012034% 0.000000% 0.000000% 12.~~544614~~089378% 60 Days 0.~~064837~~850461% 0.~~000000~~023624% 0.~~064837~~354359% 0.000000% 01.~~129674~~228443% 0.~~075125~~680280% 0.~~000000~~010822% 0.~~042053~~343757% 0.000000% 01.~~117178~~034859% 90 Days 0.~~000000~~472478% 0.~~000000~~023624% 0.~~000000~~496102% 0.~~000000~~047248% 01.~~000000~~039452% 0.~~000000~~424803% 0.~~000000~~003518% 0.~~000000~~489133% 0.~~000000~~016908% 0.~~000000~~934362% 120 Days 0.~~000000~~118120% 0.000000% 0.~~000000~~118120% 0.000000% 0.~~000000~~236239% 0.~~000000~~132833% 0.000000% 0.~~000000~~058650% 0.000000% 0.~~000000~~191483% 150 Days 0.000000% 0.000000% 0.000000% 0.~~000000~~023624% 0.~~000000~~023624% 0.000000% 0.000000% 0.000000% 0.~~000000~~011138% 0.~~000000~~011138% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 14.~~772207~~016064% 0.~~021612~~094496% 0.~~064837~~968580% 0.~~000000~~070872% 15.~~858656~~150012% 13.~~604511~~315259% 0.~~015228~~035208% 0.~~042053~~891540% 0.~~000000~~028046% 14.~~661792~~270053%

Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance ~~436~~717,~~183~~164.3491

Delinquency Status By ~~Groups~~Group DELINQUENT BANKRUPTCY FORECLOSURE REO Total 1 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 2842 01 0 0 2843 57,~~036~~027,~~492~~415.0193 099,908.0033 0.00 0.00 57,~~036~~127,~~492~~324.0126 60 Days 16 0 14 0 210 921,~~468~~685,292.0064 0.00 ~~236~~822,~~250~~770.0011 0.00 ~~328~~2,~~718~~508,062.0075 90 Days 04 0 09 0 013 0647,427.0016 0.00 01,366,867.0069 0.00 02,014,294.0085 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 01 01 0.00 0.00 0.00 092,468.00 092,468.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 2952 0 1 013 301 567 9,~~128~~360,~~960~~135.0173 099,908.0033 ~~236~~2,~~250~~189,637.0080 092,468.00 511,~~365~~742,~~210~~149.0186 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 23.~~182385~~630078% 0.~~000000~~086430% 0.000000% 0.000000% 23.~~182385~~716508% 12.~~890126~~957370% 0.~~000000~~042045% 0.000000% 0.000000% 12.~~890126~~999415% 60 Days 0.~~077942~~518583% 0.000000% 0.~~077942~~345722% 0.000000% 0.~~155885~~864304% 0.~~034702~~709227% 0.000000% 0.~~088661~~346249% 0.000000% 01.~~123363~~055476% 90 Days 0.~~000000~~345722% 0.000000% 0.~~000000~~777874% 0.000000% 01.~~000000~~123596% 0.~~000000~~272459% 0.000000% 0.~~000000~~575223% 0.000000% 0.~~000000~~847682% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.~~000000~~086430% 0.~~000000~~086430% 0.000000% 0.000000% 0.000000% 0.~~000000~~038914% 0.~~000000~~038914% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 24.~~260327~~494382% 0.~~000000~~086430% 01.~~077942~~123596% 0.~~000000~~086430% 25.~~338270~~790838% 13.~~924828~~939056% 0.~~000000~~042045% 0.~~088661~~921472% 0.~~000000~~038914% 24.~~013489~~941487% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 1 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 1011 0 0 0 1011 ~~624~~627,~~232~~521.4622 0.00 0.00 0.00 ~~624~~627,~~232~~521.4622 60 Days 07 0 01 0 08 0810,901.0079 0.00 0323,565.0045 0.00 01,134,467.0024 90 Days 02 0 02 0 04 050,228.00 0.00 0221,580.0042 0.00 0271,808.0042 120 Days 02 0 0 0 02 0219,066.0040 0.00 0.00 0.00 0219,066.0040 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 1022 0 03 0 1025 ~~624~~1,~~232~~707,717.4641 0.00 0545,145.0087 0.00 ~~624~~2,~~232~~252,863.4628 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 12.~~814882~~111324% 0.000000% 0.000000% 0.000000% 12.~~814882~~111324% 01.~~988391~~028269% 0.000000% 0.000000% 0.000000% 01.~~988391~~028269% 60 Days 01.~~000000~~343570% 0.000000% 0.~~000000~~191939% 0.000000% 01.~~000000~~535509% 01.~~000000~~328760% 0.000000% 0.~~000000~~530201% 0.000000% 01.~~000000~~858960% 90 Days 0.~~000000~~383877% 0.000000% 0.~~000000~~383877% 0.000000% 0.~~000000~~767754% 0.~~000000~~082305% 0.000000% 0.~~000000~~363086% 0.000000% 0.~~000000~~445391% 120 Days 0.~~000000~~383877% 0.000000% 0.000000% 0.000000% 0.~~000000~~383877% 0.~~000000~~358966% 0.000000% 0.000000% 0.000000% 0.~~000000~~358966% 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 14.~~814882~~222649% 0.000000% 0.~~000000~~575816% 0.000000% 14.~~814882~~798464% 02.~~988391~~798299% 0.000000% 0.~~000000~~893287% 0.000000% 03.~~988391~~691586% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 2 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 01 0 0 01 073,333.0007 0.00 0.00 073,333.0007 30 Days 3240 0 0 0 3240 78,~~411~~219,~~294~~123.7432 0.00 0.00 0.00 78,~~411~~219,~~294~~123.7432 60 Days 16 1 08 2 0 325 ~~551~~2,~~817~~543,787.6079 089,845.0085 ~~150~~1,~~044~~545,781.8645 0.00 ~~701~~4,~~862~~179,415.4609 90 Days 013 0 010 02 025 02,675,154.00 0.00 02,472,343.0002 0140,372.0082 05,287,869.0084 120 Days 03 0 05 0 08 0883,716.0013 0.00 0486,912.0041 0.00 01,370,628.0054 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 3372 0 2 023 352 799 14,~~963~~321,~~112~~781.3424 0163,178.0092 ~~150~~4,~~044~~505,036.8688 0140,372.0082 819,~~113~~130,~~157~~369.2086 0-29 Days 0.~~000000~~056754% 0.000000% 0.000000% 0.~~000000~~056754% 0.~~000000~~017077% 0.000000% 0.000000% 0.~~000000~~017077% 30 Days 12.~~641868~~270148% 0.000000% 0.000000% 0.000000% 12.~~641868~~270148% 1.~~546600~~914019% 0.000000% 0.000000% 0.000000% 1.~~546600~~914019% 60 Days 0.~~051308~~908059% 0.~~000000~~056754% 0.~~102617~~454030% 0.000000% 01.~~153925~~418842% 0.~~115154~~592382% 0.~~000000~~020923% 0.~~031312~~359972% 0.000000% 0.~~146466~~973277% 90 Days 0.~~000000~~737798% 0.000000% 0.~~000000~~567537% 0.~~000000~~113507% 01.~~000000~~418842% 0.~~000000~~622974% 0.000000% 0.~~000000~~575744% 0.~~000000~~032689% 01.~~000000~~231407% 120 Days 0.~~000000~~170261% 0.000000% 0.~~000000~~283768% 0.000000% 0.~~000000~~454030% 0.~~000000~~205794% 0.000000% 0.~~000000~~113389% 0.000000% 0.~~000000~~319184% 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 14.~~693176~~086266% 0.~~000000~~113507% 01.~~102617~~305335% 0.~~000000~~113507% 15.~~795793~~618615% 13.~~661754~~335169% 0.~~000000~~038000% 01.~~031312~~049106% 0.~~000000~~032689% 14.~~693065~~454964% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 2 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 916 10 0 0 1016 ~~976~~1,~~618~~372,077.6514 ~~139,883~~0.0800 0.00 0.00 1,~~116~~372,~~501~~077.7314 60 Days 17 0 02 0 19 45607,~~794~~716.3873 0.00 0161,757.0037 0.00 45769,~~794~~474.3810 90 Days 01 01 0 0 02 0153,908.0044 029,208.0028 0.00 0.00 0183,116.0072 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 1024 1 02 0 1127 12,~~022~~133,~~413~~702.0331 ~~139~~29,~~883~~208.0828 0161,757.0037 0.00 12,~~162~~324,~~296~~667.1196 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 12.~~066351~~017654% 0.~~118483~~000000% 0.000000% 0.000000% 12.~~184834~~017654% 01.~~889766~~343410% 0.~~127443~~000000% 0.000000% 0.000000% 1.~~017209~~343410% 60 Days 0.~~118483~~882724% 0.000000% 0.~~000000~~252207% 0.000000% 01.~~118483~~134931% 0.~~041722~~595020% 0.000000% 0.~~000000~~158378% 0.000000% 0.~~041722~~753397% 90 Days 0.~~000000~~126103% 0.~~000000~~126103% 0.000000% 0.000000% 0.~~000000~~252207% 0.~~000000~~150693% 0.~~000000~~028598% 0.000000% 0.000000% 0.~~000000~~179291% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 13.~~184834~~026482% 0.~~118483~~126103% 0.~~000000~~252207% 0.000000% 13.~~303318~~404792% 02.~~931488~~089123% 0.~~127443~~028598% 0.~~000000~~158378% 0.000000% 12.~~058931~~276099%

REO Detail - All Mortgage Loans in REO during Current Period

Summary 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 02 ~~Jul~~Oct-05 0.000% Original Principal Balance 0169,268.00 ~~Aug~~Nov-05 0.000% Current Actual Balance 0169,179.0053 ~~Sep~~Dec-05 0.000% ~~Oct~~Jan-0506 0.000% Current REO Total ~~Nov~~Feb-0506 0.000% Loans in REO 03 ~~Dec~~Mar-0506 0.000% Original Principal Balance 0232,968.00 ~~Jan~~Apr-06 0.000% Current Actual Balance 0232,840.0082 ~~Feb~~May-06 0.000% ~~Mar~~Jun-06 0.000% ~~Apr~~Jul-06 0.000% ~~May~~Aug-06 0.~~000~~007% ~~Jun~~Sep-06 0.~~000~~028% *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. 1 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 01 ~~Jul~~Oct-05 0.000% Original Principal Balance 092,468.00 ~~Aug~~Nov-05 0.000% Current Actual Balance 092,468.00 ~~Sep~~Dec-05 0.000% ~~Oct~~Jan-0506 0.000% Current REO Total ~~Nov~~Feb-0506 0.000% Loans in REO 01 ~~Dec~~Mar-0506 0.000% Original Principal Balance 092,468.00 ~~Jan~~Apr-06 0.000% Current Actual Balance 092,468.00 ~~Feb~~May-06 0.000% ~~Mar~~Jun-06 0.000% ~~Apr~~Jul-06 0.000% ~~May~~Aug-06 0.000% ~~Jun~~Sep-06 0.~~000~~039% *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. 1 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 ~~Jul~~Oct-05 0.000% Original Principal Balance 0.00 ~~Aug~~Nov-05 0.000% Current Actual Balance 0.00 ~~Sep~~Dec-05 0.000% ~~Oct~~Jan-0506 0.000% Current REO Total ~~Nov~~Feb-0506 0.000% Loans in REO 0 ~~Dec~~Mar-0506 0.000% Original Principal Balance 0.00 ~~Jan~~Apr-06 0.000% Current Actual Balance 0.00 ~~Feb~~May-06 0.000% ~~Mar~~Jun-06 0.000% ~~Apr~~Jul-06 0.000% ~~May~~Aug-06 0.000% ~~Jun~~Sep-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. 2 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 01 ~~Jul~~Oct-05 0.000% Original Principal Balance 076,800.00 ~~Aug~~Nov-05 0.000% Current Actual Balance 076,711.0053 ~~Sep~~Dec-05 0.000% ~~Oct~~Jan-0506 0.000% Current REO Total ~~Nov~~Feb-0506 0.000% Loans in REO 02 ~~Dec~~Mar-0506 0.000% Original Principal Balance 0140,500.00 ~~Jan~~Apr-06 0.000% Current Actual Balance 0140,372.0082 ~~Feb~~May-06 0.000% ~~Mar~~Jun-06 0.000% ~~Apr~~Jul-06 0.000% ~~May~~Aug-06 0.~~000~~014% ~~Jun~~Sep-06 0.~~000~~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. 2 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 ~~Jul~~Oct-05 0.000% Original Principal Balance 0.00 ~~Aug~~Nov-05 0.000% Current Actual Balance 0.00 ~~Sep~~Dec-05 0.000% ~~Oct~~Jan-0506 0.000% Current REO Total ~~Nov~~Feb-0506 0.000% Loans in REO 0 ~~Dec~~Mar-0506 0.000% Original Principal Balance 0.00 ~~Jan~~Apr-06 0.000% Current Actual Balance 0.00 ~~Feb~~May-06 0.000% ~~Mar~~Jun-06 0.000% ~~Apr~~Jul-06 0.000% ~~May~~Aug-06 0.000% ~~Jun~~Sep-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.

REO Loan Detail - All Mortgage Loans in REO during Current Period Month Loan First Original Loan Entered Payment LTV at Principal Group Number REO Date State Origination Balance No1 ~~REO~~0119556801 ~~Loans~~Sep-2006 ~~this~~01-Mar-2006 ~~Period~~NC 95.00 92,468.00 2 0119567360 Sep-2006 01-Feb-2006 MO 80.00 76,800.00 2 0119573228 Aug-2006 01-Mar-2006 MI 70.00 63,700.00

REO Loan Detail - All Mortgage Loans in REO during Current Period (continued) Current Paid Current Approximate Loan Actual To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest No1 ~~REO~~0119556801 ~~Loans~~92,468.00 ~~this~~01-Feb-2006 ~~Period~~5 10.950% 4,917.32 2 0119567360 76,711.53 01-Apr-2006 3 10.700% 3,321.53 2 0119573228 63,661.29 01-Apr-2006 3 11.750% 3,035.27

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

Summary 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 324 ~~Jul~~Oct-05 0.000% Original Principal Balance ~~386~~4,~~350~~144,920.00 ~~Aug~~Nov-05 0.000% Current Actual Balance ~~386~~4,~~294~~139,233.8680 ~~Sep~~Dec-05 0.000% ~~Oct~~Jan-0506 0.000% Current Foreclosure Total ~~Nov~~Feb-0506 0.000% Loans in Foreclosure 341 ~~Dec~~Mar-0506 0.000% Original Principal Balance ~~386~~7,~~350~~409,962.00 ~~Jan~~Apr-06 0.000% Current Actual Balance ~~386~~7,~~294~~401,577.8692 ~~Feb~~May-06 0.000% ~~Mar~~Jun-06 0.~~000~~042% ~~Apr~~Jul-06 0.~~000~~336% ~~May~~Aug-06 0.~~000~~572% ~~Jun~~Sep-06 0.~~042~~892% *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. 1 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 17 ~~Jul~~Oct-05 0.000% Original Principal Balance ~~236~~1,~~250~~083,070.00 ~~Aug~~Nov-05 0.000% Current Actual Balance ~~236~~1,~~250~~081,638.0018 ~~Sep~~Dec-05 0.000% ~~Oct~~Jan-0506 0.000% Current Foreclosure Total ~~Nov~~Feb-0506 0.000% Loans in Foreclosure 113 ~~Dec~~Mar-0506 0.000% Original Principal Balance ~~236~~2,~~250~~191,870.00 ~~Jan~~Apr-06 0.000% Current Actual Balance ~~236~~2,~~250~~189,637.0080 ~~Feb~~May-06 0.000% ~~Mar~~Jun-06 0.~~000~~089% ~~Apr~~Jul-06 0.~~000~~560% ~~May~~Aug-06 0.~~000~~684% ~~Jun~~Sep-06 0.~~089~~921% *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. 1 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 03 ~~Jul~~Oct-05 0.000% Original Principal Balance 0545,700.00 ~~Aug~~Nov-05 0.000% Current Actual Balance 0545,145.0087 ~~Sep~~Dec-05 0.000% ~~Oct~~Jan-0506 0.000% Current Foreclosure Total ~~Nov~~Feb-0506 0.000% Loans in Foreclosure 03 ~~Dec~~Mar-0506 0.000% Original Principal Balance 0545,700.00 ~~Jan~~Apr-06 0.000% Current Actual Balance 0545,145.0087 ~~Feb~~May-06 0.000% ~~Mar~~Jun-06 0.000% ~~Apr~~Jul-06 0.~~000~~180% ~~May~~Aug-06 0.000% ~~Jun~~Sep-06 0.~~000~~893% *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. 2 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 212 ~~Jul~~Oct-05 0.000% Original Principal Balance ~~150~~2,~~100~~354,150.00 ~~Aug~~Nov-05 0.000% Current Actual Balance ~~150~~2,~~044~~350,692.8638 ~~Sep~~Dec-05 0.000% ~~Oct~~Jan-0506 0.000% Current Foreclosure Total ~~Nov~~Feb-0506 0.000% Loans in Foreclosure 223 ~~Dec~~Mar-0506 0.000% Original Principal Balance ~~150~~4,~~100~~510,392.00 ~~Jan~~Apr-06 0.000% Current Actual Balance ~~150~~4,~~044~~505,036.8688 ~~Feb~~May-06 0.000% ~~Mar~~Jun-06 0.~~000~~031% ~~Apr~~Jul-06 0.~~000~~255% ~~May~~Aug-06 0.~~000~~726% ~~Jun~~Sep-06 01.~~031~~049% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 2 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 02 ~~Jul~~Oct-05 0.000% Original Principal Balance 0162,000.00 ~~Aug~~Nov-05 0.000% Current Actual Balance 0161,757.0037 ~~Sep~~Dec-05 0.000% ~~Oct~~Jan-0506 0.000% Current Foreclosure Total ~~Nov~~Feb-0506 0.000% Loans in Foreclosure 02 ~~Dec~~Mar-0506 0.000% Original Principal Balance 0162,000.00 ~~Jan~~Apr-06 0.000% Current Actual Balance 0161,757.0037 ~~Feb~~May-06 0.000% ~~Mar~~Jun-06 0.000% ~~Apr~~Jul-06 0.~~000~~236% ~~May~~Aug-06 0.000% ~~Jun~~Sep-06 0.~~000~~158% *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 1 0119546737 Sep-2006 01-Mar-2006 MI 95.00 73,150.00 1 0119555043 Jun-2006 01-Mar-2006 CA 75.00 236,250.00 21 ~~0119592434~~0119555670 ~~Jun~~Sep-2006 01-Mar-2006 FL 90.00 270,000.00 1 0119557494 Sep-2006 01-Jan-2006 NJ 80.00 281,600.00 1 0119561975 Sep-2006 01-Apr-2006 CA 80.00 199,200.00 1 0119562635 Aug-2006 01-Feb-2006 CA 69.10 307,500.00 1 0119566719 Sep-2006 01-Feb-2006 MO 80.00 79,920.00 1 0119573244 Aug-2006 01-Mar-2006 IL 80.00 194,400.00 1 0119575579 Aug-2006 01-Feb-2006 SC 95.00 80,750.00 1 0119579159 Aug-2006 01-Feb-2006 NY 80.00 50,000.00 1 0119586022 Sep-2006 01-Feb-2006 AL 80.00 111,200.00 1 0119587947 Aug-2006 01-Feb-2006 AZ 100.00 239,900.00 1 0119596898 Sep-2006 01-Feb-2006 OH 80.00 68,000.00 1 0119558062 Sep-2006 01-Mar-2006 TX 80.00 155,200.00 1 0119558211 Sep-2006 01-Mar-2006 TX 95.00 66,500.00 1 0119571362 Sep-2006 01-Mar-2006 RI 90.00 324,000.00 2 0119549335 Aug-2006 01-Dec-2005 WI 86.96 50,000.00 2 0119555555 Aug-2006 01-Mar-2006 AZ 73.21 164,~~150~~000.00 2 ~~0119592442~~0119557585 ~~Jun~~Jul-2006 01-Nov-2005 DE 85.00 129,200.00 2 0119559516 Aug-2006 01-Feb-2006 CA 80.00 440,000.00 2 0119560167 Aug-2006 01-Feb-2006 FL 75.00 232,500.00 2 0119565935 Aug-2006 01-Mar-2006 IN 80.00 60,000.00 2 0119566198 Sep-2006 01-Feb-2006 IL 9593.44 171,000.00 762 0119566479 Jul-2006 01-Feb-2006 IN 80.00 62,~~950~~400.00 2 0119566826 Aug-2006 01-Feb-2006 MO 90.00 52,200.00 2 0119568087 Sep-2006 01-Mar-2006 CA 85.00 510,000.00 2 0119570794 Sep-2006 01-Feb-2006 TN 90.00 85,500.00 2 0119571883 Aug-2006 01-Mar-2006 MD 80.00 440,000.00 2 0119572279 Sep-2006 01-Feb-2006 FL 90.00 65,250.00 2 0119573343 Sep-2006 01-Feb-2006 MI 100.00 100,000.00 2 0119574317 Sep-2006 01-Feb-2006 TX 80.00 126,400.00 2 0119576403 Sep-2006 01-Dec-2005 NC 80.00 75,200.00 2 0119576577 Sep-2006 01-Apr-2006 NY 80.00 352,000.00 2 0119576890 Sep-2006 01-Mar-2006 NY 80.00 452,000.00 2 0119582799 Jul-2006 01-Mar-2006 NJ 80.00 193,600.00 2 0119587822 Aug-2006 01-Feb-2006 NV 85.00 332,342.00 2 0119591717 Sep-2006 01-Mar-2006 WI 80.00 114,400.00 2 0119592228 Sep-2006 01-Feb-2006 IA 90.00 50,400.00 2 0119599082 Sep-2006 01-Feb-2006 CA 80.00 252,000.00 2 0119551018 Sep-2006 01-Feb-2006 NY 90.00 63,000.00 2 0119572147 Sep-2006 01-Mar-2006 FL 90.00 99,000.00

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 1 0119546737 73,084.46 01-May-2006 2 11.850% 2,812.46 1 0119555043 236,~~250~~061.00 01-~~Feb~~Apr-2006 23 10.490% 10,014.55 1 0119555670 270,000.00 01-May-2006 2 8.650% 7,515.00 1 0119557494 280,583.20 01-May-2006 2 7.700% 6,~~012~~913.8435 1 0119561975 199,102.45 01-May-2006 2 ~~0119592434~~8.550% 735,~~126~~473.26 1 0119562635 307,256.15 01-Apr-2006 3 8.300% 10,236.35 1 0119566719 79,730.74 01-Apr-2006 3 8.450% 2,704.10 1 0119573244 194,287.86 01-Apr-2006 3 7.990% 6,221.40 1 0119575579 80,668.35 01-Apr-2006 3 11.300% 3,694.74 1 0119579159 49,953.80 01-~~Feb~~Apr-2006 3 11.850% 2,402.55 1 0119586022 111,199.64 01-Apr-2006 3 8.650% 3,868.80 1 0119587947 239,772.46 01-Apr-2006 3 9.650% 9,337.74 1 0119596898 67,937.69 01-Apr-2006 3 11.~~400~~750% 3,239.17 1 0119558062 155,118.75 01-Apr-2006 3 11.900% 7,492.50 1 0119558211 66,461.67 01-Apr-2006 3 11.990% 3,235.30 1 0119571362 323,565.45 01-May-2006 2 9.990% 10,~~027~~443.6894 2 ~~0119592442~~0119549335 7649,~~918~~901.50 01-Mar-2006 4 9.550% 2,304.81 2 0119555555 163,787.97 01-Apr-2006 3 8.200% 5,384.26 2 0119557585 128,982.56 01-Mar-2006 4 11.350% 7,119.53 2 0119559516 439,528.42 01-Apr-2006 3 7.250% 12,718.50 2 0119560167 232,317.19 01-Apr-2006 3 8.150% 7,594.17 2 0119565935 59,942.59 01-Apr-2006 3 9.650% 2,332.97 2 0119566198 170,344.80 01-May-2006 2 8.550% 4,680.03 2 0119566479 62,359.37 01-Mar-2006 4 11.750% 3,567.07 2 0119566826 52,166.24 01-Mar-2006 4 11.700% 2,970.96 2 0119568087 509,490.86 01-May-2006 2 7.500% 12,221.57 2 0119570794 85,357.80 01-May-2006 2 10.350% 2,857.65 2 0119571883 439,781.34 01-Apr-2006 3 8.500% 15,018.26 2 0119572279 65,151.48 01-May-2006 2 10.800% 2,278.97 2 0119573343 99,892.09 01-May-2006 2 10.800% 3,495.53 2 0119574317 126,105.31 01-Apr-2006 3 8.650% 4,382.44 2 0119576403 75,050.16 01-~~Feb~~Apr-2006 3 11.600% 3,531.23 2 0119576577 352,000.00 01-Apr-2006 3 7.450% 10,486.65 2 0119576890 451,036.74 01-May-2006 2 7.750% 11,188.53 2 0119582799 193,502.74 01-Mar-2006 4 9.400% 8,792.35 2 0119587822 332,074.58 01-Apr-2006 3 8.250% 10,993.94 2 0119591717 114,196.95 01-May-2006 2 8.650% 3,175.60 2 0119592228 50,310.73 01-May-2006 2 10.300% 1,~~940~~675.3393 2 0119599082 251,755.46 01-Apr-2006 3 7.600% 7,649.06 2 0119551018 62,872.63 01-May-2006 2 11.900% 2,429.93 2 0119572147 98,884.74 01-May-2006 2 10.650% 3,409.48

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

Summary 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 01 ~~Jul~~Oct-05 0.000% Original Principal Balance 029,252.00 ~~Aug~~Nov-05 0.000% Current Actual Balance 029,208.0028 ~~Sep~~Dec-05 0.000% ~~Oct~~Jan-0506 0.000% Current Bankruptcy Total ~~Nov~~Feb-0506 0.000% Loans in Bankruptcy 14 ~~Dec~~Mar-0506 0.000% Original Principal Balance ~~140~~292,~~000~~652.00 ~~Jan~~Apr-06 0.000% Current Actual Balance ~~139~~292,~~883~~295.0853 ~~Feb~~May-06 0.~~000~~015% ~~Mar~~Jun-06 0.~~000~~015% ~~Apr~~Jul-06 0.~~000~~028% ~~May~~Aug-06 0.~~015~~031% ~~Jun~~Sep-06 0.~~015~~035% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 1 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 ~~Jul~~Oct-05 0.000% Original Principal Balance 0.00 ~~Aug~~Nov-05 0.000% Current Actual Balance 0.00 ~~Sep~~Dec-05 0.000% ~~Oct~~Jan-0506 0.000% Current Bankruptcy Total ~~Nov~~Feb-0506 0.000% Loans in Bankruptcy 01 ~~Dec~~Mar-0506 0.000% Original Principal Balance 0100,000.00 ~~Jan~~Apr-06 0.000% Current Actual Balance 099,908.0033 ~~Feb~~May-06 0.000% ~~Mar~~Jun-06 0.000% ~~Apr~~Jul-06 0.~~000~~042% ~~May~~Aug-06 0.~~000~~041% ~~Jun~~Sep-06 0.~~000~~042% *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. 1 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 ~~Jul~~Oct-05 0.000% Original Principal Balance 0.00 ~~Aug~~Nov-05 0.000% Current Actual Balance 0.00 ~~Sep~~Dec-05 0.000% ~~Oct~~Jan-0506 0.000% Current Bankruptcy Total ~~Nov~~Feb-0506 0.000% Loans in Bankruptcy 0 ~~Dec~~Mar-0506 0.000% Original Principal Balance 0.00 ~~Jan~~Apr-06 0.000% Current Actual Balance 0.00 ~~Feb~~May-06 0.000% ~~Mar~~Jun-06 0.000% ~~Apr~~Jul-06 0.000% ~~May~~Aug-06 0.000% ~~Jun~~Sep-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. 2 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 ~~Jul~~Oct-05 0.000% Original Principal Balance 0.00 ~~Aug~~Nov-05 0.000% Current Actual Balance 0.00 ~~Sep~~Dec-05 0.000% ~~Oct~~Jan-0506 0.000% Current Bankruptcy Total ~~Nov~~Feb-0506 0.000% Loans in Bankruptcy 02 ~~Dec~~Mar-0506 0.000% Original Principal Balance 0163,400.00 ~~Jan~~Apr-06 0.000% Current Actual Balance 0163,178.0092 ~~Feb~~May-06 0.000% ~~Mar~~Jun-06 0.000% ~~Apr~~Jul-06 0.000% ~~May~~Aug-06 0.~~000~~037% ~~Jun~~Sep-06 0.~~000~~038% *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. 2 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 01 ~~Jul~~Oct-05 0.000% Original Principal Balance 029,252.00 ~~Aug~~Nov-05 0.000% Current Actual Balance 029,208.0028 ~~Sep~~Dec-05 0.000% ~~Oct~~Jan-0506 0.000% Current Bankruptcy Total ~~Nov~~Feb-0506 0.000% Loans in Bankruptcy 1 ~~Dec~~Mar-0506 0.000% Original Principal Balance ~~140~~29,~~000~~252.00 ~~Jan~~Apr-06 0.000% Current Actual Balance ~~139~~29,~~883~~208.0828 ~~Feb~~May-06 0.~~000~~126% ~~Mar~~Jun-06 0.~~000~~127% ~~Apr~~Jul-06 0.~~000~~129% ~~May~~Aug-06 0.~~126~~000% ~~Jun~~Sep-06 0.~~127~~029% *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 1 0119569655 Aug-2006 01-Mar-2006 MO 87.72 100,000.00 2 ~~0119597961~~0119549137 ~~May~~Aug-2006 01-~~Feb~~Mar-2006 GAWI 8065.54 73,400.00 ~~140~~2 0119566271 Aug-2006 01-Mar-2006 MO 72.00 90,000.00 2 0119570885 Sep-2006 01-Feb-2006 LA 20.00 29,252.00

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 1 0119569655 99,908.33 01-Jun-2006 1 8.800% 2,122.55 ~~0119597961~~2 ~~139~~0119549137 73,~~883~~333.0807 01-~~Mar~~Aug-2006 0 10.200% 1,210.09 2 0119566271 89,845.85 01-May-2006 2 10.~~290~~400% 3,~~491~~022.6089 2 0119570885 29,208.28 01-Apr-2006 3 11.350% 1,343.86

Realized Loss Report - Collateral Summary MDR SDA Current Month 0.~~017~~000% Current Month 20.~~698~~000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jul~~Oct-2005 N/A N/A ~~Jul~~Oct-2005 N/A N/A ~~Aug~~Nov-2005 N/A N/A ~~Aug~~Nov-2005 N/A N/A ~~Sep~~Dec-2005 N/A N/A ~~Sep~~Dec-2005 N/A N/A ~~Oct~~Jan-~~2005~~2006 N/A N/A ~~Oct~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Feb-~~2005~~2006 N/A N/A ~~Nov~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Mar-~~2005~~2006 N/A N/A ~~Dec~~Mar-~~2005~~2006 N/A N/A ~~Jan~~Apr-2006 N/A N/A ~~Jan~~Apr-2006 N/A N/A ~~Feb~~May-2006 ~~N/A~~0.000% N/A ~~Feb~~May-2006 ~~N/A~~0.000% N/A ~~Mar~~Jun-2006 ~~N/A~~0.017% N/A ~~Mar~~Jun-2006 ~~N/A~~2.698% N/A ~~Apr~~Jul-2006 ~~N/A~~0.000% N/A ~~Apr~~Jul-2006 ~~N/A~~0.000% N/A ~~May~~Aug-2006 0.000% N/A ~~May~~Aug-2006 0.000% N/A ~~Jun~~Sep-2006 0.~~017~~000% N/A ~~Jun~~Sep-2006 20.~~698~~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.~~202~~000% Current Month 0.~~562~~000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jul~~Oct-2005 N/A N/A ~~Jul~~Oct-2005 N/A N/A ~~Aug~~Nov-2005 N/A N/A ~~Aug~~Nov-2005 N/A N/A ~~Sep~~Dec-2005 N/A N/A ~~Sep~~Dec-2005 N/A N/A ~~Oct~~Jan-~~2005~~2006 N/A N/A ~~Oct~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Feb-~~2005~~2006 N/A N/A ~~Nov~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Mar-~~2005~~2006 N/A N/A ~~Dec~~Mar-~~2005~~2006 N/A N/A ~~Jan~~Apr-2006 N/A N/A ~~Jan~~Apr-2006 N/A N/A ~~Feb~~May-2006 ~~N/A~~0.000% N/A ~~Feb~~May-2006 ~~N/A~~0.000% N/A ~~Mar~~Jun-2006 ~~N/A~~0.202% N/A ~~Mar~~Jun-2006 ~~N/A~~0.562% N/A ~~Apr~~Jul-2006 ~~N/A~~0.000% N/A ~~Apr~~Jul-2006 ~~N/A~~0.000% N/A ~~May~~Aug-2006 0.000% N/A ~~May~~Aug-2006 0.000% N/A ~~Jun~~Sep-2006 0.~~202~~000% N/A ~~Jun~~Sep-2006 0.~~562~~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. 1 MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jul~~Oct-2005 N/A N/A ~~Jul~~Oct-2005 N/A N/A ~~Aug~~Nov-2005 N/A N/A ~~Aug~~Nov-2005 N/A N/A ~~Sep~~Dec-2005 N/A N/A ~~Sep~~Dec-2005 N/A N/A ~~Oct~~Jan-~~2005~~2006 N/A N/A ~~Oct~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Feb-~~2005~~2006 N/A N/A ~~Nov~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Mar-~~2005~~2006 N/A N/A ~~Dec~~Mar-~~2005~~2006 N/A N/A ~~Jan~~Apr-2006 N/A N/A ~~Jan~~Apr-2006 N/A N/A ~~Feb~~May-2006 ~~N/A~~0.000% N/A ~~Feb~~May-2006 ~~N/A~~0.000% N/A ~~Mar~~Jun-2006 ~~N/A~~0.000% N/A ~~Mar~~Jun-2006 ~~N/A~~0.000% N/A ~~Apr~~Jul-2006 ~~N/A~~0.000% N/A ~~Apr~~Jul-2006 ~~N/A~~0.000% N/A ~~May~~Aug-2006 0.000% N/A ~~May~~Aug-2006 0.000% N/A ~~Jun~~Sep-2006 0.000% N/A ~~Jun~~Sep-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. ~~Jul~~Oct-2005 N/A N/A ~~Jul~~Oct-2005 N/A N/A ~~Aug~~Nov-2005 N/A N/A ~~Aug~~Nov-2005 N/A N/A ~~Sep~~Dec-2005 N/A N/A ~~Sep~~Dec-2005 N/A N/A ~~Oct~~Jan-~~2005~~2006 N/A N/A ~~Oct~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Feb-~~2005~~2006 N/A N/A ~~Nov~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Mar-~~2005~~2006 N/A N/A ~~Dec~~Mar-~~2005~~2006 N/A N/A ~~Jan~~Apr-2006 N/A N/A ~~Jan~~Apr-2006 N/A N/A ~~Feb~~May-2006 ~~N/A~~0.000% N/A ~~Feb~~May-2006 ~~N/A~~0.000% N/A ~~Mar~~Jun-2006 ~~N/A~~0.000% N/A ~~Mar~~Jun-2006 ~~N/A~~0.000% N/A ~~Apr~~Jul-2006 ~~N/A~~0.000% N/A ~~Apr~~Jul-2006 ~~N/A~~0.000% N/A ~~May~~Aug-2006 0.000% N/A ~~May~~Aug-2006 0.000% N/A ~~Jun~~Sep-2006 0.000% N/A ~~Jun~~Sep-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. 1 MDR SDA Current Month 0.~~086~~000% Current Month 130.~~924~~000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jul~~Oct-2005 N/A N/A ~~Jul~~Oct-2005 N/A N/A ~~Aug~~Nov-2005 N/A N/A ~~Aug~~Nov-2005 N/A N/A ~~Sep~~Dec-2005 N/A N/A ~~Sep~~Dec-2005 N/A N/A ~~Oct~~Jan-~~2005~~2006 N/A N/A ~~Oct~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Feb-~~2005~~2006 N/A N/A ~~Nov~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Mar-~~2005~~2006 N/A N/A ~~Dec~~Mar-~~2005~~2006 N/A N/A ~~Jan~~Apr-2006 N/A N/A ~~Jan~~Apr-2006 N/A N/A ~~Feb~~May-2006 ~~N/A~~0.000% N/A ~~Feb~~May-2006 ~~N/A~~0.000% N/A ~~Mar~~Jun-2006 ~~N/A~~0.086% N/A ~~Mar~~Jun-2006 ~~N/A~~13.924% N/A ~~Apr~~Jul-2006 ~~N/A~~0.000% N/A ~~Apr~~Jul-2006 ~~N/A~~0.000% N/A ~~May~~Aug-2006 0.000% N/A ~~May~~Aug-2006 0.000% N/A ~~Jun~~Sep-2006 0.~~086~~000% N/A ~~Jun~~Sep-2006 130.~~924~~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 10.~~029~~000% Current Month 0.~~683~~000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jul~~Oct-2005 N/A N/A ~~Jul~~Oct-2005 N/A N/A ~~Aug~~Nov-2005 N/A N/A ~~Aug~~Nov-2005 N/A N/A ~~Sep~~Dec-2005 N/A N/A ~~Sep~~Dec-2005 N/A N/A ~~Oct~~Jan-~~2005~~2006 N/A N/A ~~Oct~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Feb-~~2005~~2006 N/A N/A ~~Nov~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Mar-~~2005~~2006 N/A N/A ~~Dec~~Mar-~~2005~~2006 N/A N/A ~~Jan~~Apr-2006 N/A N/A ~~Jan~~Apr-2006 N/A N/A ~~Feb~~May-2006 ~~N/A~~0.000% N/A ~~Feb~~May-2006 ~~N/A~~0.000% N/A ~~Mar~~Jun-2006 ~~N/A~~1.029% N/A ~~Mar~~Jun-2006 ~~N/A~~0.683% N/A ~~Apr~~Jul-2006 ~~N/A~~0.000% N/A ~~Apr~~Jul-2006 ~~N/A~~0.000% N/A ~~May~~Aug-2006 0.000% N/A ~~May~~Aug-2006 0.000% N/A ~~Jun~~Sep-2006 10.~~029~~000% N/A ~~Jun~~Sep-2006 0.~~683~~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. 2 MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jul~~Oct-2005 N/A N/A ~~Jul~~Oct-2005 N/A N/A ~~Aug~~Nov-2005 N/A N/A ~~Aug~~Nov-2005 N/A N/A ~~Sep~~Dec-2005 N/A N/A ~~Sep~~Dec-2005 N/A N/A ~~Oct~~Jan-~~2005~~2006 N/A N/A ~~Oct~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Feb-~~2005~~2006 N/A N/A ~~Nov~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Mar-~~2005~~2006 N/A N/A ~~Dec~~Mar-~~2005~~2006 N/A N/A ~~Jan~~Apr-2006 N/A N/A ~~Jan~~Apr-2006 N/A N/A ~~Feb~~May-2006 ~~N/A~~0.000% N/A ~~Feb~~May-2006 ~~N/A~~0.000% N/A ~~Mar~~Jun-2006 ~~N/A~~0.000% N/A ~~Mar~~Jun-2006 ~~N/A~~0.000% N/A ~~Apr~~Jul-2006 ~~N/A~~0.000% N/A ~~Apr~~Jul-2006 ~~N/A~~0.000% N/A ~~May~~Aug-2006 0.000% N/A ~~May~~Aug-2006 0.000% N/A ~~Jun~~Sep-2006 0.000% N/A ~~Jun~~Sep-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. ~~Jul~~Oct-2005 N/A N/A ~~Jul~~Oct-2005 N/A N/A ~~Aug~~Nov-2005 N/A N/A ~~Aug~~Nov-2005 N/A N/A ~~Sep~~Dec-2005 N/A N/A ~~Sep~~Dec-2005 N/A N/A ~~Oct~~Jan-~~2005~~2006 N/A N/A ~~Oct~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Feb-~~2005~~2006 N/A N/A ~~Nov~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Mar-~~2005~~2006 N/A N/A ~~Dec~~Mar-~~2005~~2006 N/A N/A ~~Jan~~Apr-2006 N/A N/A ~~Jan~~Apr-2006 N/A N/A ~~Feb~~May-2006 ~~N/A~~0.000% N/A ~~Feb~~May-2006 ~~N/A~~0.000% N/A ~~Mar~~Jun-2006 ~~N/A~~0.000% N/A ~~Mar~~Jun-2006 ~~N/A~~0.000% N/A ~~Apr~~Jul-2006 ~~N/A~~0.000% N/A ~~Apr~~Jul-2006 ~~N/A~~0.000% N/A ~~May~~Aug-2006 0.000% N/A ~~May~~Aug-2006 0.000% N/A ~~Jun~~Sep-2006 0.000% N/A ~~Jun~~Sep-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. 2 MDR SDA Current Month 0.~~092~~000% Current Month 130.~~740~~000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jul~~Oct-2005 N/A N/A ~~Jul~~Oct-2005 N/A N/A ~~Aug~~Nov-2005 N/A N/A ~~Aug~~Nov-2005 N/A N/A ~~Sep~~Dec-2005 N/A N/A ~~Sep~~Dec-2005 N/A N/A ~~Oct~~Jan-~~2005~~2006 N/A N/A ~~Oct~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Feb-~~2005~~2006 N/A N/A ~~Nov~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Mar-~~2005~~2006 N/A N/A ~~Dec~~Mar-~~2005~~2006 N/A N/A ~~Jan~~Apr-2006 N/A N/A ~~Jan~~Apr-2006 N/A N/A ~~Feb~~May-2006 ~~N/A~~0.000% N/A ~~Feb~~May-2006 ~~N/A~~0.000% N/A ~~Mar~~Jun-2006 ~~N/A~~0.092% N/A ~~Mar~~Jun-2006 ~~N/A~~13.740% N/A ~~Apr~~Jul-2006 ~~N/A~~0.000% N/A ~~Apr~~Jul-2006 ~~N/A~~0.000% N/A ~~May~~Aug-2006 0.000% N/A ~~May~~Aug-2006 0.000% N/A ~~Jun~~Sep-2006 0.~~092~~000% N/A ~~Jun~~Sep-2006 130.~~740~~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 10.~~101~~000% Current Month 0.~~497~~000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jul~~Oct-2005 N/A N/A ~~Jul~~Oct-2005 N/A N/A ~~Aug~~Nov-2005 N/A N/A ~~Aug~~Nov-2005 N/A N/A ~~Sep~~Dec-2005 N/A N/A ~~Sep~~Dec-2005 N/A N/A ~~Oct~~Jan-~~2005~~2006 N/A N/A ~~Oct~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Feb-~~2005~~2006 N/A N/A ~~Nov~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Mar-~~2005~~2006 N/A N/A ~~Dec~~Mar-~~2005~~2006 N/A N/A ~~Jan~~Apr-2006 N/A N/A ~~Jan~~Apr-2006 N/A N/A ~~Feb~~May-2006 ~~N/A~~0.000% N/A ~~Feb~~May-2006 ~~N/A~~0.000% N/A ~~Mar~~Jun-2006 ~~N/A~~1.101% N/A ~~Mar~~Jun-2006 ~~N/A~~0.497% N/A ~~Apr~~Jul-2006 ~~N/A~~0.000% N/A ~~Apr~~Jul-2006 ~~N/A~~0.000% N/A ~~May~~Aug-2006 0.000% N/A ~~May~~Aug-2006 0.000% N/A ~~Jun~~Sep-2006 10.~~101~~000% N/A ~~Jun~~Sep-2006 0.~~497~~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 1 2131 47,~~662~~069,~~774~~044.00 47,~~654~~047,~~555~~327.0011 0 0.00 0.00 1 67 ~~524~~399,~~620~~402.00 ~~498~~398,~~474~~375.4353 0 0.00 0.00 2 4564 1116,~~492~~235,~~210~~370.00 1116,~~474~~194,~~214~~071.4256 0 0.00 0.00 2 720 13,~~370~~489,~~290~~013.00 13,~~366~~476,~~275~~862.7597 0 0.00 0.00 Total 79122 1827,~~049~~192,~~894~~829.00 1727,~~993~~116,~~519~~637.6017 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 1 0 0.00 0.00 0 0.00 0.00 97,~~520~~065.0208 1 0 0.00 0.00 10 ~~55,000~~0.00 ~~54,921~~0.4900 23,~~744~~307.3175 2 0 0.00 0.00 0 0.00 0.00 137,~~318~~881.7568 2 0 0.00 0.00 10 ~~102,700~~0.00 ~~102,640~~0.2800 1511,~~521~~447.1948 Total 0 0.00 0.00 20 ~~157,700~~0.00 ~~157,561~~0.7700 4129,~~104~~701.2799

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount 1 ~~0112183413~~0119545572 TXNJ 9570.00 01-~~May~~Feb-~~2004~~2006 98311,~~420~~500.00 96310,~~237~~552.4241 1 ~~0119545622~~0119547701 NJCA 9080.00 01-Mar-2006 ~~225~~376,000.00 ~~224~~376,~~450~~000.8800 1 ~~0119550309~~0119547750 MDNJ 7085.00 01-Feb-2006 66217,~~500~~600.00 66216,~~356~~529.1680 1 ~~0119551695~~0119548071 FL 70.00 01-Dec-2005 182,000.00 180,314.02 1 0119551653 MD 7585.00 01-Mar-2006 ~~240~~222,700.00 222,262.57 1 0119551844 VA 75.24 01-Feb-2006 154,994.00 154,428.00 1 0119552594 MA 79.35 01-Feb-2006 246,000.00 ~~239~~245,~~125~~484.0823 1 ~~0119552321~~0119552602 MA 85.00 01-Feb-2006 352,750.00 351,910.57 1 0119552685 ME 7880.4100 01-Feb-2006 164,000.00 163,414.84 1 0119553907 CA 74.87 01-Mar-2006 ~~345~~292,000.00 ~~344~~292,~~055~~000.3000 1 ~~0119552776~~0119557460 NHMD 8390.3400 01-Feb-2006 50279,~~004~~000.00 49278,~~898~~458.0592 1 ~~0119553600~~0119562403 HICA 7565.00 01-Mar-2006 ~~431~~110,~~250~~500.00 ~~431~~110,~~240~~099.0039 1 ~~0119559375~~0119562700 CA 80.00 01-Feb-2006 ~~224~~236,000.00 ~~223~~235,~~603~~263.1498 1 ~~0119560381~~0119568467 VA 74.98 01-Feb-2006 228,700.00 227,958.40 1 0119571669 RI 82.67 01-Feb-2006 310,000.00 306,630.35 1 0119572873 FL 9075.00 01-Feb-2006 150,000.00 149,043.88 1 0119573939 TX 79.78 01-Mar-2006 ~~286~~217,~~200~~000.00 ~~286~~215,~~200~~720.46 1 0119578227 CO 80.00 01-Feb-2006 117,600.00 117,393.68 1 ~~0119562320~~0119580231 CATN 9084.00 01-~~Mar~~Feb-2006 ~~135~~105,000.00 ~~134~~104,~~736~~695.7935 1 ~~0119563070~~0119585065 CASC 7585.00 01-~~Jan~~Mar-2006 ~~146~~165,~~250~~750.00 ~~145~~164,~~600~~963.2266 1 ~~0119565489~~0119585370 ILMD 85.00 01-Mar-2006 ~~357~~127,~~000~~500.00 ~~357~~127,~~000~~068.0086 1 ~~0119565703~~0119587533 ILNV 9080.00 01-Mar-2006 ~~340~~160,~~200~~000.00 ~~339~~159,~~492~~136.2615 1 ~~0119571024~~0119588325 MA 6373.8102 01-Mar-2006 ~~335~~343,~~000~~200.00 ~~334~~342,~~110~~374.0456 1 ~~0119571248~~0119588697 MA 8280.1600 01-Mar-2006 ~~304~~300,000.00 ~~303~~298,~~998~~931.0010 1 ~~0119581452~~0119588770 MDMA 6690.7500 01-Feb-2006 ~~275~~488,~~000~~700.00 ~~274~~486,~~531~~010.6814 1 ~~0119582294~~0119589695 WANY 8064.0083 01-~~Dec~~Mar-~~2005~~2006 ~~120~~94,000.00 ~~120~~93,658.02 1 0119590321 NY 89.94 01-Mar-2006 211,000.00 210,232.42 1 ~~0119595759~~0119595734 FL 9080.00 01-Mar-2006 ~~141~~188,~~300~~000.00 ~~141~~187,~~049~~427.5147 1 ~~0119597011~~0119596112 OHFL 6575.00 01-~~Jan~~Feb-2006 89201,~~050~~750.00 88201,~~624~~154.2539 1 ~~0119597649~~0119597169 GA 8075.0038 01-~~Feb~~Mar-2006 ~~149~~107,~~600~~800.00 ~~149~~107,~~090~~272.3497 1 ~~0119598712~~0119598795 CA 8070.0034 01-Mar-2006 ~~304~~408,000.00 ~~303~~408,~~324~~000.8300 1 ~~0119555993~~0119559532 CA 2220.1800 01-Jan-2006 5572,000.00 5471,~~905~~800.3156 1 ~~0119567451~~0119562494 INCA 2014.0008 01-~~Feb~~Mar-2006 2350,~~720~~000.00 2349,~~689~~867.3854 1 ~~0119581577~~0119568889 CA 923.8455 01-Jan-2006 3075,~~000~~371.00 2975,~~758~~085.7326 1 ~~0119588994~~0119579779 MAID 8720.5000 01-Jan-2006 ~~336~~44,~~000~~600.00 ~~309~~44,~~997~~470.9398 1 ~~0119590404~~0119591279 CTOH 2120.4300 01-Jan-2006 6035,~~000~~980.00 5935,~~885~~890.9666 1 ~~0119689206~~0119599140 TXCA 2023.0046 01-~~Mar~~Jan-2006 3899,~~900~~451.00 3899,~~832~~163.8727 1 ~~0119689867~~0119690857 GAVT 20.00 01-Mar-2006 3622,000.00 3521,~~944~~961.4607 2 ~~0119548105~~0119546174 NJFL 8095.00 01-~~Dec~~Feb-~~2005~~2006 ~~495~~163,~~920~~400.00 ~~493~~162,~~541~~778.5695 2 ~~0119551901~~0119547099 MDMI 8085.00 01-Feb-2006 ~~140~~71,~~000~~315.00 ~~139~~71,~~615~~095.8676 2 ~~0119552388~~0119547172 MAMI 8095.00 01-~~Mar~~Feb-2006 ~~302~~71,~~400~~250.00 ~~301~~71,~~649~~040.7413 2 ~~0119552404~~0119548899 MANJ 6580.00 01-~~Mar~~Feb-2006 ~~217~~196,~~100~~000.00 ~~216~~195,~~534~~006.8332 2 ~~0119555480~~0119550234 CAMD 6256.5018 01-Jan-2006 104,500.00 103,778.67 2 0119551471 MD 75.00 01-Mar-2006 ~~300~~187,~~000~~500.00 ~~298~~186,~~784~~611.9109 2 ~~0119555779~~0119551828 CAMD 5494.0570 01-Feb-2006 ~~200~~300,~~000~~200.00 ~~199~~299,~~863~~790.9996 2 ~~0119556025~~0119552008 CAMD 74.8438 01-Feb-2006 ~~116~~119,000.00 ~~115~~118,~~747~~523.8251 2 ~~0119557551~~0119552628 CTME 8060.00 01-~~Dec~~Apr-~~2005~~2006 ~~152~~129,000.00 ~~151~~128,~~475~~804.1334 2 ~~0119560621~~0119553238 FLME 8085.00 01-~~Jan~~Dec-~~2006~~2005 ~~470~~80,~~400~~750.00 ~~470~~80,~~400~~321.0020 2 ~~0119563773~~0119554343 FLCA 9585.00 01-Feb-2006 ~~119~~595,~~700~~000.00 ~~119~~593,~~616~~143.0986 2 ~~0119563922~~0119554442 FLCA 80.00 01-~~Dec~~Feb-~~2005~~2006 ~~257~~339,~~520~~200.00 ~~256~~339,~~356~~200.2900 2 ~~0119564011~~0119555035 OKCA 80.00 01-~~Apr~~Mar-2006 80480,000.00 79480,~~867~~000.6500 2 ~~0119564979~~0119555530 SCCA 80.00 01-~~Apr~~Mar-2006 ~~183~~464,~~360~~000.00 ~~183~~461,~~360~~285.0029 2 ~~0119566735~~0119556884 ILNC 80100.00 01-Mar-2006 ~~140~~98,000.00 ~~139~~97,~~687~~711.4306 2 ~~0119566909~~0119560084 ILFL 70.00 01-~~Feb~~Mar-2006 89479,~~600~~500.00 89478,~~467~~270.7868 2 ~~0119566917~~0119561223 ILNY 7572.0022 01-~~Feb~~Mar-2006 ~~180~~650,000.00 ~~179~~648,~~748~~726.6421 2 ~~0119566941~~0119561660 ILNY 7057.3227 01-~~Feb~~Jan-2006 ~~218~~130,000.00 ~~217~~129,~~357~~240.0975 2 ~~0119567683~~0119562254 CA 80.00 01-Mar-2006 ~~252~~464,~~000~~011.00 ~~252~~462,794.78 2 0119565000 IL 95.00 01-Mar-2006 256,595.00 255,414.46 2 0119565117 IL 64.86 01-Apr-2006 227,000.00 226,323.73 2 ~~0119570984~~0119565711 MAIL 8480.6200 01-Mar-2006 ~~187~~154,~~850~~348.00 ~~187~~153,~~297~~630.7436 2 ~~0119573020~~0119566354 IL 4867.9500 01-Mar-2006 70128,~~000~~640.00 69128,~~802~~252.6561 2 ~~0119576155~~0119567238 NCMO 4076.71 01-~~Dec~~Feb-~~2005~~2006 ~~228~~112,000.00 ~~226~~111,~~694~~703.4281 2 ~~0119577518~~0119568640 NJCA 80.00 01-Feb-2006 ~~244~~1,020,000.00 ~~243~~1,~~300~~017,502.2450 2 ~~0119578896~~0119569812 NJCA 41.18 01-Feb-2006 210,000.00 209,470.95 2 0119572931 FL 80.00 01-~~Mar~~Nov-~~2006~~2005 ~~177~~84,~~600~~800.00 ~~177~~84,~~349~~281.3564 2 ~~0119580017~~0119572972 GAMI 90100.5200 01-Mar-2006 ~~525~~230,000.00 ~~525~~229,~~000~~053.0021 2 ~~0119580801~~0119573509 PAMI 7590.00 01-Feb-2006 ~~108~~80,~~000~~910.00 ~~107~~80,~~678~~833.8145 2 ~~0119583136~~0119576478 NJ 8054.0005 01-Mar-2006 ~~200~~300,000.00 ~~199~~298,~~824~~213.6083 2 ~~0119585156~~0119576486 CTNY 6575.00 01-Apr-2006 ~~161~~543,~~200~~750.00 ~~161~~542,~~072~~092.1352 2 ~~0119585461~~0119577195 VANY 7580.00 01-Feb-2006 ~~429~~159,~~750~~680.00 ~~429~~158,~~218~~970.1190 2 ~~0119586691~~0119578151 DCCO 5770.2900 01-~~Dec~~Mar-~~2005~~2006 ~~165~~598,~~000~~500.00 ~~163~~597,~~981~~047.3380 2 ~~0119586873~~0119579035 MTNJ 9575.00 01-Mar-2006 ~~145~~120,~~445~~375.00 ~~145~~119,~~250~~968.1741 2 ~~0119587392~~0119579209 WANJ 7380.3300 01-~~Nov~~Feb-~~2005~~2006 ~~120~~280,~~995~~000.00 ~~120~~279,~~451~~011.0945 2 ~~0119587475~~0119579688 AZOR 80.00 01-~~Mar~~Feb-2006 ~~196~~408,000.00 ~~195~~407,~~851~~116.8620 2 ~~0119587541~~0119580553 ILFL 85.00 01-Jan-2006 131,750.00 131,196.04 2 0119581015 MI 95.00 01-~~Feb~~Mar-2006 ~~174~~72,~~321~~105.00 ~~173~~72,~~928~~026.9379 2 ~~0119588184~~0119581114 AZ 8872.86 01-Mar-2006 102,000.00 101,832.46 2 0119581940 NC 85.00 01-~~Jan~~Feb-2006 154,700.00 154,176.40 2 0119581965 NC 93.33 01-Mar-2006 154,000.00 ~~175~~153,~~406~~428.1705 2 ~~0119588432~~0119583615 NY 85.00 01-Feb-2006 471,750.00 471,057.24 2 0119583649 MA 62.50 01-Feb-2006 175,008.00 174,181.40 2 0119585032 MD 80.00 01-Mar-2006 ~~440~~788,000.00 ~~438~~784,~~668~~481.3810 2 ~~0119588739~~0119585925 MADC 8085.00 01-Feb-2006 ~~230~~425,~~400~~000.00 ~~230~~423,~~076~~913.2890 2 ~~0119588978~~0119588937 MA 6295.4500 01-Jan-2006 ~~168~~256,~~000~~500.00 ~~167~~255,~~381~~233.4159 2 ~~0119589190~~0119589919 NJNY 70.00 01-Mar-2006 1185,~~050~~500.00 185,~~000~~201.35 2 0119591055 OH 90.00 101-Feb-2006 70,~~048~~200.00 70,~~452~~014.2743 2 ~~0119591758~~0119591998 IAWI 7775.1900 01-Mar-2006 87190,~~999~~500.00 87190,~~915~~266.9089 2 ~~0119591832~~0119592434 IL 95.00 01-~~Mar~~Feb-2006 ~~142~~73,~~500~~150.00 ~~142~~72,~~414~~952.1137 2 ~~0119592053~~0119592442 WIIL 95.00 01-Feb-2006 ~~248~~76,~~900~~950.00 ~~248~~76,~~075~~692.5828 2 ~~0119592467~~0119593598 WITX 7580.00 01-~~Dec~~Feb-~~2005~~2006 97132,~~500~~328.00 97131,~~201~~629.1648 2 ~~0119592608~~0119593630 HIFL 8780.00 01-~~Mar~~Feb-2006 ~~957~~184,000.00 ~~957~~183,~~000~~067.14 2 0119594067 NV 80.00 01-Feb-2006 311,150.00 310,430.47 2 ~~0119595130~~0119594737 MD 75.00 01-Apr-2006 232,500.00 231,945.36 2 0119594927 VA 95.00 01-Feb-2006 ~~346~~193,~~750~~800.00 ~~346~~193,~~279~~178.05 2 0119596237 FL 72.17 01-Nov-2005 83,000.00 82,532.70 2 ~~0119598902~~0119596955 CAPA 8995.2900 01-Feb-2006 50,350.00 50,174.07 2 0119597334 GA 88.29 01-Mar-2006 196,000.00 195,977.67 2 0119597979 GA 90.00 01-Jan-2006 168,255.00 167,500.38 2 0119598464 CA 90.00 01-Mar-2006 250,650.00 249,802.39 2 0119598654 CA 80.00 01-Mar-2006 624,000.00 ~~499~~624,~~184~~000.2500 2 ~~0119546281~~0119598738 FLCA 42.06 01-Mar-2006 225,000.00 224,899.90 2 0119598837 CA 49.44 01-Mar-2006 220,000.00 218,934.98 2 0119546612 NJ 20.00 01-Jan-2006 3992,600.00 92,358.95 2 0119547594 MI 65.48 01-Dec-2005 81,200.00 3980,~~128~~680.6636 2 ~~0119550242~~0119547974 MDNJ 9020.00 01-Jan-2006 ~~765~~72,000.00 ~~761~~71,~~674~~759.6675 2 ~~0119566636~~0119548915 ILNJ 837.5310 01-Jan-2006 25,000.00 24,917.49 2 0119549285 WI 85.47 01-Feb-2006 ~~242~~50,~~250~~000.00 ~~241~~49,~~749~~810.32 2 0119550614 AZ 17.71 01-Jan-2006 34,000.00 33,886.81 2 0119555027 CA 61.43 01-Mar-2006 215,000.00 213,780.83 2 ~~0119572600~~0119555712 CA 19.97 01-Feb-2006 128,000.00 127,699.88 2 0119560258 FL 2070.00 01-Feb-2006 321,~~840~~015,000.00 321,~~787~~009,801.1475 2 ~~0119577401~~0119563898 NJFL 8012.0071 01-Feb-2006 ~~100~~89,000.00 9988,~~411~~682.8046 2 ~~0119587616~~0119570257 CAMA 238.47 01-Jan-2006 21,600.00 21,537.49 2 0119571990 FL 58.00 01-Mar-2006 ~~123~~125,860.00 125,309.22 2 0119572188 FL 52.18 01-Mar-2006 101,751.00 101,127.28 2 0119574911 TX 89.46 01-Jan-2006 166,400.00 165,437.95 2 0119578029 CA 79.26 01-Mar-2006 428,000.00 ~~122~~426,~~798~~946.0677 2 ~~0119589968~~0119591386 NYFL 1520.9300 01-Jan-2006 53,000.00 52,829.11 2 0119598167 IN 20.00 01-Feb-2006 6820,600.00 20,554.78 2 0119598399 CA 64.05 01-Mar-2006 490,000.00 67488,~~914~~666.5447 2 ~~0119689032~~0119599108 VACA 20.00 01-~~Apr~~Jan-2006 ~~102~~164,~~700~~000.00 ~~102~~163,~~609~~515.9807 2 0119689834 CA 20.00 01-Mar-2006 116,002.00 115,744.72

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning 1 ~~0112183413~~0119545572 Loan Paid in Full 2 10.850% 360 7 1 0119547701 Loan Paid in Full 0 7.950% 360 6 1 0119547750 Loan Paid in Full 0 8.550% 360 7 1 0119548071 Loan Paid in Full 0 6.500% 360 9 1 0119551653 Loan Paid in Full 0 8.~~990~~250% 360 256 1 ~~0119545622~~0119551844 Loan Paid in Full 0 9.~~450~~990% 360 37 1 ~~0119550309~~0119552594 Loan Paid in Full (0 8.390% 360 7 1) 0119552602 Loan Paid in Full 0 7.950% 360 7 1 0119552685 Loan Paid in Full 0 10.~~190~~100% 360 47 1 ~~0119551695~~0119553907 Loan Paid in Full 0 6.~~500~~990% 360 36 1 ~~0119552321~~0119557460 Loan Paid in Full 0 78.950% 360 37 1 ~~0119552776~~0119562403 Loan Paid in Full 0 119.~~000~~400% 360 46 1 ~~0119553600~~0119562700 Loan Paid in Full 0 7.490% 360 7 1 0119568467 Loan Paid in Full 2 6.~~990~~850% 360 37 1 ~~0119559375~~0119571669 Loan Paid in Full 0 6.400% 360 7 1 0119572873 Loan Paid in Full 0 7.~~300~~250% 360 47 1 ~~0119560381~~0119573939 Loan Paid in Full 0 86.~~790~~950% 360 36 1 ~~0119562320~~0119578227 Loan Paid in Full 0 9.~~600~~000% 360 37 1 ~~0119563070~~0119580231 Loan Paid in Full 0 7.~~590~~250% 360 57 1 ~~0119565489~~0119585065 Loan Paid in Full 0 78.~~550~~050% 360 36 1 ~~0119565703~~0119585370 Loan Paid in Full 0 9.~~290~~700% 360 36 1 ~~0119571024~~0119587533 Loan Paid in Full 0 87.~~100~~400% 360 36 1 ~~0119571248~~0119588325 Loan Paid in Full 0(1) 7.450% 360 6 1 0119588697 Loan Paid in Full 0 9.~~550~~450% 360 36 1 ~~0119581452~~0119588770 Loan Paid in Full 0 8.500% 360 7 1 0119589695 Loan Paid in Full 0 9.~~440~~350% 360 46 1 ~~0119582294~~0119590321 Loan Paid in Full 0 89.~~000~~350% 360 6 1 ~~0119595759~~0119595734 Loan Paid in Full 0 10.~~050~~200% 360 36 1 ~~0119597011~~0119596112 Loan Paid in Full 0 10.990% 360 7 1 0119597169 Loan Paid in Full (1) 7.900% 360 56 1 ~~0119597649~~0119598795 Loan Paid in Full 0 76.~~990~~950% 360 46 1 ~~0119598712~~0119559532 Loan Paid in Full 0 811.~~990~~850% 360 38 1 ~~0119555993~~0119562494 ~~Liquidation~~Loan Paid in Full 0 1210.~~100~~850% 360 56 1 ~~0119567451~~0119568889 Loan Paid in Full 0 1210.~~550~~950% 360 48 1 ~~0119581577~~0119579779 Loan Paid in Full 0 1011.650% ~~240~~360 58 1 ~~0119588994~~0119591279 Loan Paid in Full 0 712.~~425~~350% 360 58 1 ~~0119590404~~0119599140 Loan Paid in Full 0 11.650% 360 58 1 ~~0119689206~~0119690857 Loan Paid in Full 0 1012.~~950~~700% 360 36 12 ~~0119689867~~0119546174 Loan Paid in Full 0 9.800% 360 7 2 0119547099 Loan Paid in Full 0 10.~~700~~800% 360 37 2 ~~0119548105~~0119547172 Loan Paid in Full 0 811.000% 360 67 2 ~~0119551901~~0119548899 Loan Paid in Full 0 98.~~050~~400% 360 47 2 ~~0119552388~~0119550234 Loan Paid in Full 0 8.~~450~~900% 360 38 2 ~~0119552404~~0119551471 Loan Paid in Full 0 8.~~200~~850% 360 36 2 ~~0119555480~~0119551828 Loan Paid in Full 0 59.~~950~~850% 360 37 2 ~~0119555779~~0119552008 Loan Paid in Full 0 109.550% 360 47 2 ~~0119556025~~0119552628 Loan Paid in Full 0 108.~~160~~700% 360 45 2 ~~0119557551~~0119553238 Loan Paid in Full 0 910.~~600~~800% 360 9 2 0119554343 Loan Paid in Full 0 6.990% 360 7 2 ~~0119560621~~0119554442 Loan Paid in Full 0 7.~~700~~300% 360 7 2 0119555035 Loan Paid in Full 0 5.890% 360 6 2 ~~0119563773~~0119555530 Loan Paid in Full 2 6.990% 360 6 2 0119556884 Loan Paid in Full 0 10.~~450~~350% 360 46 2 ~~0119563922~~0119560084 Loan Paid in Full 0 87.~~300~~800% 360 6 2 ~~0119564011~~0119561223 Loan Paid in Full 0 8.~~990~~150% 360 6 2 0119561660 Loan Paid in Full 0 8.300% 360 8 2 ~~0119564979~~0119562254 Loan Paid in Full 0 7.~~950~~750% 360 6 2 0119565000 Loan Paid in Full 0 8.650% 360 6 2 ~~0119566735~~0119565117 Loan Paid in Full 0 9.550% 360 5 2 0119565711 Loan Paid in Full 0 8.~~950~~150% 360 36 2 ~~0119566909~~0119566354 Loan Paid in Full ~~(1)~~0 10.250% 360 6 2 0119567238 Loan Paid in Full 0 11.~~950~~500% 360 47 2 ~~0119566917~~0119568640 Loan Paid in Full ~~(1)~~0 127.~~200~~850% 360 47 2 ~~0119566941~~0119569812 Loan Paid in Full 0 87.~~700~~750% 360 47 2 ~~0119567683~~0119572931 Loan Paid in Full 0 89.~~390~~100% 360 310 2 ~~0119570984~~0119572972 Loan Paid in Full ~~(1)~~0 8.~~250~~750% 360 36 2 ~~0119573020~~0119573509 Loan Paid in Full 0 811.~~550~~050% 360 37 2 ~~0119576155~~0119576478 Loan Paid in Full 0 6.900% 360 6 2 0119576486 Loan Paid in Full 0 9.440% 360 5 2 0119577195 Loan Paid in Full 0 9.050% 360 7 2 0119578151 Loan Paid in Full 0 7.~~100~~400% 360 6 2 ~~0119577518~~0119579035 Loan Paid in Full 0 89.~~850~~700% 360 46 2 ~~0119578896~~0119579209 Loan Paid in Full 0 1110.150% 360 37 2 ~~0119580017~~0119579688 Loan Paid in Full 0 98.~~090~~340% 360 37 2 ~~0119580801~~0119580553 Loan Paid in Full 0 9.900% 360 8 2 0119581015 Loan Paid in Full 0 10.~~690~~150% 360 46 2 ~~0119583136~~0119581114 Loan Paid in Full 0 8.~~950~~800% 360 36 2 ~~0119585156~~0119581940 Loan Paid in Full 0 1210.~~400~~350% 360 7 2 0119581965 Loan Paid in Full 0 9.250% 360 6 2 ~~0119585461~~0119583615 Loan Paid in Full 0 89.600% 360 47 2 ~~0119586691~~0119583649 Loan Paid in Full 0 8.~~150~~750% 360 7 2 0119585032 Loan Paid in Full 0 8.350% 360 6 2 ~~0119586873~~0119585925 Loan Paid in Full 0 117.~~600~~700% 360 37 2 ~~0119587392~~0119588937 Loan Paid in Full 0 9.450% 360 8 2 0119589919 Loan Paid in Full 0 8.~~990~~825% 360 6 2 0119591055 Loan Paid in Full 0 11.500% 360 7 2 ~~0119587475~~0119591998 Loan Paid in Full 0 9.~~450~~750% 360 36 2 ~~0119587541~~0119592434 Loan Paid in Full 0 11.400% 360 7 2 0119592442 Loan Paid in Full 0 10.~~000~~400% 360 47 2 ~~0119588184~~0119593598 Loan Paid in Full 0 8.~~950~~200% 360 57 2 ~~0119588432~~0119593630 Loan Paid in Full 0 78.~~450~~400% 360 37 2 ~~0119588739~~0119594067 Loan Paid in Full 0 8.~~450~~050% 360 47 2 ~~0119588978~~0119594737 Loan Paid in Full 0 810.600% 360 5 2 ~~0119589190~~0119594927 Loan Paid in Full 0 710.~~150~~600% 360 37 2 ~~0119591758~~0119596237 Loan Paid in Full 0 89.~~700~~500% 360 310 2 ~~0119591832~~0119596955 Loan Paid in Full 0(1) 10.200% 360 37 2 ~~0119592053~~0119597334 Loan Paid in Full 0 8.~~900~~450% 360 46 2 ~~0119592467~~0119597979 Loan Paid in Full 0 109.~~200~~590% 360 8 2 0119598464 Loan Paid in Full 0 9.700% 360 6 2 ~~0119592608~~0119598654 Loan Paid in Full 0 7.100% 360 6 2 0119598738 Loan Paid in Full 0 6.650% 360 36 2 ~~0119595130~~0119598837 Loan Paid in Full 0 7.950% 360 6 2 0119546612 Loan Paid in Full 0 12.150% 360 8 2 0119547594 Loan Paid in Full 0 8.~~250~~400% 360 49 2 ~~0119598902~~0119547974 Loan Paid in Full 0 710.~~600~~990% 360 48 2 ~~0119546281~~0119548915 Loan Paid in Full 0 12.700% 360 8 2 0119549285 Loan Paid in Full (1) 12.050% 360 7 2 0119550614 Loan Paid in Full 0 11.~~850~~000% 360 58 2 ~~0119550242~~0119555027 Loan Paid in Full 0 7.~~700~~150% 360 56 2 ~~0119566636~~0119555712 Loan Paid in Full 0 12.050% 360 7 2 0119560258 Loan Paid in Full (1) 8.350% 360 7 2 0119563898 Loan Paid in Full 0 10.~~400~~950% 360 47 2 ~~0119572600~~0119570257 Loan Paid in Full 0 11.650% 360 48 2 ~~0119577401~~0119571990 Loan Paid in Full 0 98.~~150~~450% 360 46 2 ~~0119587616~~0119572188 Loan Paid in Full 0 106.~~410~~750% 360 36 2 ~~0119589968~~0119574911 Loan Paid in Full 0 138.~~250~~350% 360 48 2 ~~0119689032~~0119578029 ~~Liquidation~~Loan Paid in Full 0 7.350% 360 6 2 0119591386 Loan Paid in Full 0 11.~~950~~150% 360 8 2 0119598167 Loan Paid in Full 0 12.350% 360 7 2 0119598399 Loan Paid in Full 0 6.990% 360 6 2 0119599108 Loan Paid in Full 2 11.550% 360 8 2 0119689834 Loan Paid in Full 0 11.700% 360 6

Prepayment - Voluntary Prepayments

Summary SMM CPR PSA Current Month 13.~~942~~166% Current Month 2032.~~969~~031% Current Month 2,~~806~~375.~~156~~748% 3 Month Average 03.~~000~~272% 3 Month Average 032.~~000~~650% 3 Month Average 02,864.~~000~~660% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jul~~Oct-2005 N/A N/A ~~Jul~~Oct-2005 N/A N/A ~~Aug~~Nov-2005 N/A N/A ~~Aug~~Nov-2005 N/A N/A ~~Sep~~Dec-2005 N/A N/A ~~Sep~~Dec-2005 N/A N/A ~~Oct~~Jan-~~2005~~2006 N/A N/A ~~Oct~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Feb-~~2005~~2006 N/A N/A ~~Nov~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Mar-~~2005~~2006 N/A N/A ~~Dec~~Mar-~~2005~~2006 N/A N/A ~~Jan~~Apr-2006 N/A N/A ~~Jan~~Apr-2006 N/A N/A ~~Feb~~May-2006 ~~N/A~~8.727% N/A ~~Feb~~May-2006 ~~N/A~~1,593.086% N/A ~~Mar~~Jun-2006 ~~N/A~~20.969% N/A ~~Mar~~Jun-2006 ~~N/A~~2,806.156% N/A ~~Apr~~Jul-2006 ~~N/A~~25.403% N/A ~~Apr~~Jul-2006 ~~N/A~~2,686.449% N/A ~~May~~Aug-2006 840.~~727~~515% N/A ~~May~~Aug-2006 13,~~593~~531.~~086~~782% N/A ~~Jun~~Sep-2006 2032.~~969~~031% N/A ~~Jun~~Sep-2006 2,~~806~~375.~~156~~748% 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. 1 SMM CPR PSA Current Month 12.~~720~~883% Current Month 1829.~~798~~607% Current Month 2,~~583~~235.~~536~~543% 3 Month Average 03.~~000~~700% 3 Month Average 035.~~000~~821% 3 Month Average 03,245.~~000~~628% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jul~~Oct-2005 N/A N/A ~~Jul~~Oct-2005 N/A N/A ~~Aug~~Nov-2005 N/A N/A ~~Aug~~Nov-2005 N/A N/A ~~Sep~~Dec-2005 N/A N/A ~~Sep~~Dec-2005 N/A N/A ~~Oct~~Jan-~~2005~~2006 N/A N/A ~~Oct~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Feb-~~2005~~2006 N/A N/A ~~Nov~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Mar-~~2005~~2006 N/A N/A ~~Dec~~Mar-~~2005~~2006 N/A N/A ~~Jan~~Apr-2006 N/A N/A ~~Jan~~Apr-2006 N/A N/A ~~Feb~~May-2006 ~~N/A~~11.086% N/A ~~Feb~~May-2006 ~~N/A~~2,098.946% N/A ~~Mar~~Jun-2006 ~~N/A~~18.798% N/A ~~Mar~~Jun-2006 ~~N/A~~2,583.536% N/A ~~Apr~~Jul-2006 ~~N/A~~29.799% N/A ~~Apr~~Jul-2006 ~~N/A~~3,226.559% N/A ~~May~~Aug-2006 1148.~~086~~055% N/A ~~May~~Aug-2006 24,~~098~~274.~~946~~783% N/A ~~Jun~~Sep-2006 1829.~~798~~607% N/A ~~Jun~~Sep-2006 2,~~583~~235.~~536~~543% 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. 1 SMM CPR PSA Current Month 0.~~873~~654% Current Month 97.~~984~~572% Current Month ~~1,350~~567.~~486~~175% 3 Month Average 01.~~000~~081% 3 Month Average 012.~~000~~173% 3 Month Average 01,137.~~000~~487% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jul~~Oct-2005 N/A N/A ~~Jul~~Oct-2005 N/A N/A ~~Aug~~Nov-2005 N/A N/A ~~Aug~~Nov-2005 N/A N/A ~~Sep~~Dec-2005 N/A N/A ~~Sep~~Dec-2005 N/A N/A ~~Oct~~Jan-~~2005~~2006 N/A N/A ~~Oct~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Feb-~~2005~~2006 N/A N/A ~~Nov~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Mar-~~2005~~2006 N/A N/A ~~Dec~~Mar-~~2005~~2006 N/A N/A ~~Jan~~Apr-2006 N/A N/A ~~Jan~~Apr-2006 N/A N/A ~~Feb~~May-2006 ~~N/A~~1.538% N/A ~~Feb~~May-2006 ~~N/A~~284.281% N/A ~~Mar~~Jun-2006 ~~N/A~~9.984% N/A ~~Mar~~Jun-2006 ~~N/A~~1,350.486% N/A ~~Apr~~Jul-2006 ~~N/A~~15.704% N/A ~~Apr~~Jul-2006 ~~N/A~~1,679.927% N/A ~~May~~Aug-2006 113.~~538~~243% N/A ~~May~~Aug-2006 ~~284~~1,165.~~281~~361% N/A ~~Jun~~Sep-2006 97.~~984~~572% N/A ~~Jun~~Sep-2006 ~~1,350~~567.~~486~~175% 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. 2 SMM CPR PSA Current Month 23.~~341~~636% Current Month 2435.~~744~~882% Current Month 32,~~313~~658.~~404~~805% 3 Month Average 03.~~000~~550% 3 Month Average 034.~~000~~862% 3 Month Average 03,042.~~000~~653% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jul~~Oct-2005 N/A N/A ~~Jul~~Oct-2005 N/A N/A ~~Aug~~Nov-2005 N/A N/A ~~Aug~~Nov-2005 N/A N/A ~~Sep~~Dec-2005 N/A N/A ~~Sep~~Dec-2005 N/A N/A ~~Oct~~Jan-~~2005~~2006 N/A N/A ~~Oct~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Feb-~~2005~~2006 N/A N/A ~~Nov~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Mar-~~2005~~2006 N/A N/A ~~Dec~~Mar-~~2005~~2006 N/A N/A ~~Jan~~Apr-2006 N/A N/A ~~Jan~~Apr-2006 N/A N/A ~~Feb~~May-2006 ~~N/A~~9.841% N/A ~~Feb~~May-2006 ~~N/A~~1,798.873% N/A ~~Mar~~Jun-2006 ~~N/A~~24.744% N/A ~~Mar~~Jun-2006 ~~N/A~~3,313.404% N/A ~~Apr~~Jul-2006 ~~N/A~~25.981% N/A ~~Apr~~Jul-2006 ~~N/A~~2,746.345% N/A ~~May~~Aug-2006 942.~~841~~724% N/A ~~May~~Aug-2006 13,~~798~~722.~~873~~809% N/A ~~Jun~~Sep-2006 2435.~~744~~882% N/A ~~Jun~~Sep-2006 32,~~313~~658.~~404~~805% 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. 2 SMM CPR PSA Current Month 13.~~334~~303% Current Month 1433.~~887~~169% Current Month 12,~~857~~358.~~095~~770% 3 Month Average 02.~~000~~312% 3 Month Average 024.~~000~~191% 3 Month Average 01,969.~~000~~858% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jul~~Oct-2005 N/A N/A ~~Jul~~Oct-2005 N/A N/A ~~Aug~~Nov-2005 N/A N/A ~~Aug~~Nov-2005 N/A N/A ~~Sep~~Dec-2005 N/A N/A ~~Sep~~Dec-2005 N/A N/A ~~Oct~~Jan-~~2005~~2006 N/A N/A ~~Oct~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Feb-~~2005~~2006 N/A N/A ~~Nov~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Mar-~~2005~~2006 N/A N/A ~~Dec~~Mar-~~2005~~2006 N/A N/A ~~Jan~~Apr-2006 N/A N/A ~~Jan~~Apr-2006 N/A N/A ~~Feb~~May-2006 ~~N/A~~1.611% N/A ~~Feb~~May-2006 ~~N/A~~267.341% N/A ~~Mar~~Jun-2006 ~~N/A~~14.887% N/A ~~Mar~~Jun-2006 ~~N/A~~1,857.095% N/A ~~Apr~~Jul-2006 ~~N/A~~16.737% N/A ~~Apr~~Jul-2006 ~~N/A~~1,669.251% N/A ~~May~~Aug-2006 122.~~611~~668% N/A ~~May~~Aug-2006 ~~267~~1,881.~~341~~553% N/A ~~Jun~~Sep-2006 1433.~~887~~169% N/A ~~Jun~~Sep-2006 12,~~857~~358.~~095~~770% 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~~Breaches ~~Rate~~Current ~~Stratification~~Loan ~~Summary~~Scheduled 1Current Current Number ofBalance ~~Outstanding Percentage of Number of Outstanding Percentage of Interest~~ Rate ~~Loans~~Payment ~~Scheduled~~No ~~Balance(%)~~Breaches ~~Loans~~this Scheduled Balance(%) Range(%) Balance($) Balance($) < 5.000 0 0.00 0.000 0 0.00 0.000 5.000 5.499 19 8,255,587.74 0.899 2 477,440.38 0.179 5.500 5.999 42 15,244,486.24 1.660 16 5,049,159.61 1.896 6.000 6.499 132 53,979,970.88 5.879 46 14,576,595.55 5.473 6.500 6.999 319 113,141,692.65 12.322 110 31,953,585.65 11.997 7.000 7.499 316 101,047,020.44 11.005 149 39,269,347.03 14.743 7.500 7.999 532 158,192,067.59 17.228 250 59,248,505.83 22.244 8.000 8.499 452 105,186,286.14 11.456 132 25,426,833.70 9.546 8.500 8.999 586 124,091,699.84 13.514 199 38,786,011.95 14.562 9.000 9.499 381 68,030,728.41 7.409 117 20,872,016.99 7.836 9.500 9.999 427 58,261,610.22 6.345 102 13,497,899.31 5.068 10.000 10.499 240 32,209,518.35 3.508 64 8,197,833.34 3.078 10.500 10.999 320 30,446,631.72 3.316 31 3,887,623.66 1.460 11.000 11.499 222 15,179,841.53 1.653 26 2,129,183.86 0.799 11.500 11.999 326 20,174,747.90 2.197 32 2,353,060.56 0.883 12.000 12.499 189 9,744,020.71 1.061 7 630,103.82 0.237 12.500 12.999 96 4,001,978.39 0.436 0 0.00 0.000 >= 13.000 28 1,025,183.11 0.112 0 0.00 0.000 Total 4,627 918,213,071.86 100.000 1,283 266,355,201.24 100.000Period

Interest Rate Stratification ~~(continued)~~Summary 1 2 Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 5.000 0 0.00 0.000 0 0.00 0.000 5.000 5.499 219 ~~741~~8,~~584~~226,054.8684 10.~~175~~991 12 ~~305~~476,~~000~~454.0024 0.~~064~~201 5.500 5.999 238 ~~736~~13,~~512~~534,743.7618 1.~~167~~631 2015 74,~~961~~875,~~092~~260.8623 12.~~662~~053 6.000 6.499 12127 252,~~859~~382,~~501~~439.7076 46.~~530~~313 6545 3314,~~292~~252,~~390~~217.5922 6.~~950~~001 6.500 6.999 43301 12107,~~442~~566,~~228~~546.8504 1912.~~710~~963 ~~124~~99 5228,~~151~~921,~~186~~466.5829 1012.~~887~~177 7.000 7.499 30288 891,~~079~~130,~~895~~125.6690 1210.~~799~~982 ~~110~~132 4534,~~636~~131,~~694~~274.8437 914.~~527~~370 7.500 7.999 35494 7144,~~882~~709,~~276~~659.9217 1217.~~486~~439 ~~221~~232 8354,~~167~~425,~~472~~780.6595 1722.~~362~~915 8.000 8.499 18411 493,~~148~~233,~~655~~679.2533 611.~~572~~236 ~~263~~123 6723,~~663~~359,~~434~~832.1612 149.~~125~~835 8.500 8.999 17532 2108,~~839~~831,~~940~~453.8089 413.~~499~~115 ~~318~~178 7033,~~560~~667,~~121~~816.8434 14.~~730~~175 9.000 9.499 16341 259,~~172~~292,~~917~~492.0029 37.~~442~~145 ~~207~~100 3917,~~476~~403,~~844~~361.5680 87.~~241~~327 9.500 9.999 32383 350,~~852~~853,~~358~~875.3387 6.~~103~~128 ~~219~~91 3311,~~256~~945,~~978~~543.8007 65.~~943~~029 10.000 10.499 10213 127,~~299~~829,~~631~~193.8418 23.~~059~~354 ~~118~~55 176,~~763~~777,~~458~~112.3938 32.~~708~~853 10.500 10.999 75289 526,~~384~~503,~~751~~561.8476 83.~~530~~194 ~~116~~25 122,~~797~~662,~~759~~932.7237 21.~~672~~121 11.000 11.499 54211 214,~~226~~469,~~856~~408.0020 31.~~528~~744 6326 52,~~850~~127,~~620~~062.9830 10.~~221~~896 11.500 11.999 86300 318,~~798~~264,~~246~~426.8431 62.~~017~~201 8228 72,~~187~~046,~~614~~183.8224 10.~~500~~862 12.000 12.499 71171 38,~~097~~443,~~449~~673.6573 41.~~907~~018 206 1438,~~712,549~~002.8104 0.~~358~~184 12.500 12.999 4887 13,~~564~~517,~~103~~254.7977 20.~~478~~424 20 ~~238,664~~0.2300 0.~~050~~000 >= 13.000 028 01,023,954.0008 0.~~000~~123 0 0.00 0.000 Total ~~551~~4,233 63829,~~126~~812,~~912~~542.0930 100.000 1,~~949~~157 ~~479~~237,~~021~~510,~~884~~298.8396 100.000

Interest Rate Stratification (continued) 1 2 Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 5.000 0 0.00 0.000 0 0.00 0.000 5.000 5.499 142 6738,~~731~~972.13 1.212 1 305,~~562~~000.5000 60.~~136~~071 5.500 5.999 42 734,071.70 1.204 17 6,~~497~~435,~~721~~815.0120 1.~~365~~499 6.000 6.499 911 32,~~251~~605,~~483~~042.0459 24.~~964~~271 62 32,280,100.51 7.521 6.500 6.999 4243 1612,~~594~~410,~~691~~830.5786 1520.~~126~~348 119 50,262,935.93 11.710 7.000 7.499 2730 8,~~061~~063,~~082~~463.9155 713.~~348~~220 101 41,531,505.85 9.676 7.500 7.999 2633 7,~~893~~432,~~812~~369.1992 712.~~195~~186 204 75,409,067.43 17.569 8.000 8.499 3918 74,~~947~~141,~~363~~546.0342 76.~~244~~790 235 59,184,539.18 13.789 8.500 8.999 5216 112,~~905~~784,~~625~~791.2586 104.~~852~~566 287 60,968,954.94 14.204 9.000 9.499 4116 52,~~508~~169,949.8699 53.~~021~~558 185 34,332,623.24 7.999 9.500 9.999 7432 73,~~654~~845,~~373~~832.7839 6.~~977~~305 190 28,232,518.84 6.578 10.000 10.499 489 41,~~948~~205,~~594~~729.7872 41.~~511~~977 104 15,456,632.08 3.601 10.500 10.999 9868 4,971,809.25 8.151 103 11,~~376~~006,~~496~~226.5084 72.~~635~~564 11.000 11.499 7952 42,~~973~~124,~~180~~094.6930 43.~~533~~483 59 5,548,425.68 1.293 11.500 11.999 ~~126~~79 63,~~835~~455,~~825~~593.6803 5.666 74 6,395,779.~~231~~17 1.490 12.000 12.499 9166 2,854,842.55 4.681 19 1,~~303~~638,~~917~~985.4361 30.~~923~~382 12.500 12.999 4644 21,~~199~~453,~~210~~772.3701 2.~~005~~384 2 238,456.92 0.056 >= 13.000 280 ~~1,025,183~~0.1100 0.~~934~~000 0 0.00 0.000 Total ~~844~~521 ~~109~~60,~~709~~992,~~073~~712.7027 100.000 1,762 429,227,567.42 100.000

~~Supplemental~~Interest ~~Reporting~~Rate ~~Closing~~Stratification ~~Date~~(continued) ~~April~~2 ~~28,~~Current ~~2006~~Number ~~Determination~~of ~~Date~~Outstanding ~~With~~Percentage ~~respect~~of toInterest ~~each~~Rate ~~Distribution~~Loans ~~Date,~~Scheduled ~~the~~Balance(%) ~~18th~~Range(%) ~~day~~Balance($) of< ~~the~~5.000 ~~month~~0 in0.00 ~~which~~0.000 ~~such~~5.000 ~~Distribution~~5.499 ~~Date~~14 ~~occurs~~6, or705,628.47 if6.569 ~~such~~5.500 ~~18th~~5.999 ~~day~~4 ~~is not a Business Day~~1,489,596.05 ~~the~~1.459 ~~next~~6.000 ~~succeeding~~6.499 ~~Business~~9 ~~Day~~3,245,079.44 ~~Distribution~~3.179 ~~Date~~6.500 ~~The~~6.999 ~~25th~~40 ~~day of each month or~~15,971,312.96 if15.646 ~~such~~7.000 ~~25th~~7.499 ~~day~~25 ~~is not a Business Day~~7,403,882.13 ~~the~~7.253 ~~next~~7.500 ~~succeeding~~7.999 ~~Business~~25 ~~Day~~7,442,440.87 ~~commencing~~7.291 in8.000 ~~May 2006~~8.499 ~~LIBOR~~35 ~~Determination~~6,547,761.61 ~~Date~~6.414 ~~The~~8.500 ~~second~~8.999 ~~LIBOR~~51 ~~Business~~11,409,890.75 ~~Day~~11.177 ~~immediately~~9.000 ~~preceding~~9.499 ~~the~~40 ~~commencement~~5,386,557.26 of5.277 ~~each~~9.500 ~~Accrual~~9.999 ~~Period~~70 ~~for~~6,829,981.57 ~~any~~6.691 ~~LIBOR~~10.000 ~~Certificate~~10.499 ~~Record~~45 ~~Date~~4,389,719.00 ~~With~~4.300 ~~respect~~10.500 to10.999 ~~any~~93 ~~Class~~7,862,593.30 of7.702 ~~Book-Entry~~11.000 ~~Certificates~~11.499 ~~and~~74 ~~any Distribution Date~~4,669,825.92 ~~the~~4.575 ~~close~~11.500 of11.999 ~~business~~119 on6,366,870.87 ~~the~~6.237 ~~Business~~12.000 ~~Day immediately preceding such Distribution Date~~12.499 ~~With~~80 ~~respect to any Class of Definitive Certificates and any Distribution Date~~3,511,843.53 ~~the~~3.440 ~~last~~12.500 ~~Business~~12.999 ~~Day~~41 ~~of the month immediately preceding the month in which the Distribution Date occurs (or~~1,825,025.84 in1.788 ~~the~~>= ~~case~~13.000 of28 ~~the first Distribution Date~~1,023,954.08 ~~the closing Date)~~1.003 ~~Master~~Total ~~Servicer~~793 ~~Remittance Date With respect to each Distribution Date~~102,081,963.65 ~~two Business Days immediately preceding such Distribution Date~~100.000

~~Contact~~SUPPLEMENTAL ~~Us:~~REPORTING ~~(logo)~~Closing ~~RMG~~Date T:April ~~718-858-6050~~28, ~~Risk~~2006 ~~Management~~Determination ~~Group~~Date E:With ~~info@rmgglobal.com~~respect W:to ~~www.rmgglobal.com~~each ~~Bankruptcy~~Distribution ~~Report~~ Date:, ~~6/29/2006~~the ~~5:00:34~~18th PMday ~~Deal~~of ~~Number:~~the ~~SASCO~~month ~~2006-OPT1~~in ~~Report~~which Assuch ~~of:~~Distribution ~~5/30/2006~~Date ~~Investor~~occurs, Lnor, ~~Nbr~~if ~~Chapter~~such ~~Current~~18th ~~Value~~day ~~Confirmation~~is ~~Date~~not ~~Loan~~a ~~Number~~Business ~~Filing~~Day, the next succeeding Business Day. Distribution Date ~~Sr/Jr~~The ~~Lien~~25th ~~Bal~~day ~~Prepetition~~of ~~Due~~each ~~Servicer~~month ~~Name~~or, ~~Date~~if ~~Originator~~such ~~0020413324~~25th 13day ~~$175~~is not a Business Day,~~000.00~~ ~~0020413324~~the ~~4/4/2006~~next $0succeeding Business Day, commencing in May 2006.00 ~~OPTION1~~LIBOR ~~Bankruptcy~~Determination ~~Report~~Date ~~(cont~~The second LIBOR Business Day immediately preceding the commencement of each Accrual Period for any LIBOR Certificate.) Record Date: ~~6/29/2006~~With ~~5:00:34~~respect PMto ~~Deal~~any ~~Number:~~Class ~~SASCO~~of ~~2006~~Book-~~OPT1~~Entry ~~Report~~Certificates Asand any Distribution Date, the close of: ~~5/30/2006~~business ~~Investor~~on Lnthe ~~Nbr~~Business ~~Current~~Day ~~UPB~~immediately ~~Plan~~preceding ~~Paid~~such toDistribution Date. ~~Post~~With ~~Petition~~respect ~~Due~~to ~~End~~any Class of Definitive Certificates and any Distribution Date, ~~Amount~~the ~~Last~~last ~~Paid~~Business ~~Last~~Day ~~Payment~~of ~~Loan~~the ~~Number~~month immediately preceding the month in which the Distribution Date ~~Dismissal~~occurs (or, in the case of the first Distribution Date, the closing Date). Master Servicer ~~Name~~Remittance ~~Originator~~Date ~~0020413324~~With ~~$139~~respect to each Distribution Date,~~883.08~~ ~~4/1/2006~~two ~~$0.00~~Business ~~0020413324~~Days ~~OPTION1~~immediately preceding such Distribution Date.

EX 99.2

Contact Us: RMG (logo) T: 718-858-6050 Risk Management Group E: info@rmgglobal.com W: www.rmgglobal.com ~~Default~~Bankruptcy ~~Summary~~Report ~~Dashboard (OTS)~~ Date: 69/2925/2006 59:0024:3512 PMAM Deal Number: SASCO 2006-OPT1 Report As of: 58/30/2006 ~~Delinquencies~~Investor ~~Per~~Ln ~~Servicer~~Nbr ~~CURRENT~~Chapter 30Current 60Value ~~Count~~Confirmation ~~UPB~~Date ~~Count~~Current UPB ~~Count~~Loan ~~UPB~~Number ~~Delinquent~~Filing ~~N/A~~Date NSr/AJr 78Lien ~~$13,957,877.03~~Bal 3Prepetition ~~$690,079.98~~Due ~~Foreclosure~~Servicer 0Name ~~$0.00~~Date 0Originator ~~$0.00~~0020090882 313 $~~386~~149,~~294~~000.~~86 Bankruptcy 0 $0.~~00 1 $~~139~~29,~~883~~208.0828 00020090882 ~~$0.00 REO N~~8/~~A N~~1/A2006 0 $0.00 0OPTION1 ~~$0.00~~0020571329 ~~FB(Contractual)~~13 1 $~~151~~125,~~805~~000.0600 1 $9089,~~760~~845.8385 00020571329 6/8/2006 $0.00 ~~Total~~OPTION1 10020596417 ~~$151,805.06~~7 80 $14112,~~188,520~~000.9400 6 $173,~~076,374~~333.8407 ~~Delinquencies~~0020596417 ~~(cont.)~~6/27/2006 ~~Per Servicer 90+ Total Count UPB Count UPB Delinquent 0~~ $0.00 81OPTION1 ~~$14,647,957.01~~0020642377 ~~Foreclosure~~13 0 $~~0.00 3 $386~~114,~~294~~000.~~86 Bankruptcy 0 $0.~~00 1 $~~139~~99,~~883~~908.0833 ~~REO~~0020642377 07/26/2006 $0.00 0OPTION1 ~~$0.00~~Bankruptcy FBReport (~~Contractual~~continued) 0Date: ~~$0.00~~9/25/2006 29:24:12 ~~$242,565.89~~AM ~~Total~~Deal 0Number: ~~$0.00~~SASCO 872006-OPT1 ~~$15,416,700.84~~Report ~~Trustee~~As ~~Per~~of: ~~Servicer CURRENT~~ 8/30/2006 60Investor ~~Count~~Ln ~~UPB~~Nbr ~~Count~~Plan ~~UPB~~Paid ~~Count~~to ~~UPB~~Date ~~Delinquent~~Post ~~Foreclosure~~Petition ~~Bankruptcy~~Due ~~REO~~End ~~FB(Contractual)~~Date ~~Total~~Amount ~~Trustee~~Last ~~(cont.)~~Paid ~~Per~~Last ~~Servicer~~Payment ~~90+~~Date ~~Total~~Loan ~~Count~~Number ~~UPB~~Date ~~Count~~Dismissal ~~UPB~~Date ~~Delinquent~~Servicer ~~Foreclosure~~Name ~~Bankruptcy~~Originator ~~REO~~0020090882 ~~FB(Contractual)~~9/1/2006 ~~Total 0~~ $0.00 ~~Trustee~~0020090882 ~~Report~~OPTION1 ~~Foreclosure~~0020571329 ~~Top~~8/1/2006 5$839.01 ~~States~~8/4/2006 ~~State~~0020571329 ~~Count~~OPTION1 ~~UPB~~0020596417 %9/1/2006 ~~of Total UPB Average Days In Foreclosure State Average IL 2~~ $~~150,044~~653.8616 ~~0.01%~~8/9/2006 ~~7.0~~0020596417 ~~345~~OPTION1 CA0020642377 10/1/2006 $~~236,250~~780.0099 ~~0.02%~~8/16/2006 ~~7.0~~0020642377 ~~117~~OPTION1

Contact Us: RMG T: 718-858-6050 Risk Management Group E: info@rmgglobal.com W: www.rmgglobal.com Delinquency Report Date: 6/29/2006 5:01:11 PM Deal Number: SASCO 2006-OPT1 Report As of: 5/30/2006 Investor Ln Nbr Lien State First Pmt Valuation Method Orig. Value Orig. Amount OLTV Loan Number Position FICO(Date) Last Paid Dt. Valuation Date Current Value Current Bal LTV Servicer Name Aging/Delinquency Originator 0015863632 1 NY 5/1/2005 $230,000.00 $46,000.00 20.00% 0015863632 DELINQ(89/89) $230,000.00 $45,794.38 19.91% OPTION1 0015864317 1 KY 5/1/2005 $97,000.00 $19,298.00 19.89% 0015864317 DELINQ(59/59) $97,000.00 $19,100.94 19.69% OPTION1 0019164847 1 DE 11/1/2005 $152,000.00 $129,200.00 85.00% 0019164847 DELINQ(59/59) $152,000.00 $128,980.56 84.85% OPTION1 0019460047 1 CA 12/1/2005 $300,000.00 $270,000.00 90.00% 0019460047 DELINQ(59/59) 5/10/2006 $300,000.00 $269,623.85 89.87% OPTION1 0019501626 1 CA 12/1/2005 $263,000.00 $223,550.00 85.00% 0019501626 DELINQ(59/59) 5/11/2006 $263,000.00 $222,976.87 84.78% OPTION1 0019743848 1 MO 12/1/2005 $80,000.00 $72,000.00 90.00% 0019743848 DELINQ(59/59) $80,000.00 $71,862.27 89.82% OPTION1 0019818343 1 VA 1/1/2006 $248,000.00 $191,640.00 77.27% 0019818343 DELINQ(59/59) 5/15/2006 $248,000.00 $191,630.00 77.27% OPTION1 0019830140 1 IL 1/1/2006 $270,000.00 $232,200.00 86.00% 0019830140 DELINQ(59/59) 5/4/2006 $270,000.00 $231,820.61 85.85% OPTION1 0019908524 1 OH 1/1/2006 $195,000.00 $38,800.00 19.90% 0019908524 DELINQ(59/59) $195,000.00 $38,753.60 19.87% OPTION1 0019974104 1 MI 1/1/2006 $113,000.00 $22,600.00 20.00% 0019974104 DELINQ(59/59) $113,000.00 $22,577.65 19.98% OPTION1 0019982065 1 CT 1/1/2006 $233,000.00 $46,600.00 20.00% 0019982065 DELINQ(59/59) $233,000.00 $46,556.35 19.98% OPTION1 0020032835 1 OH 2/1/2006 $85,000.00 $68,000.00 80.00% 0020032835 DELINQ(59/59) $85,000.00 $67,958.66 79.95% OPTION1 0020090882 1 LA 2/1/2006 3/10/2006 $149,000.00 $29,252.00 19.63% 0020090882 DELINQ(59/59) $149,000.00 $29,218.26 19.60% OPTION1 0020117917 1 IL 2/1/2006 $135,000.00 $128,250.00 95.00% 0020117917 DELINQ(59/59) $135,000.00 $128,133.60 94.91% OPTION1 0020135265 1 IN 2/1/2006 $151,000.00 $29,295.00 19.40% 0020135265 DELINQ(59/59) $151,000.00 $29,267.59 19.38% OPTION1 0020135562 1 FL 2/1/2006 $185,000.00 $148,000.00 80.00% 0020135562 DELINQ(59/59) $185,000.00 $147,905.79 79.94% OPTION1 0020168464 1 OH 2/1/2006 $140,000.00 $119,000.00 85.00% 0020168464 DELINQ(59/59) 5/15/2006 $140,000.00 $118,877.43 84.91% OPTION1 0020169538 1 NE 2/1/2006 $125,000.00 $112,500.00 90.00% 0020169538 DELINQ(59/59) 5/9/2006 $125,000.00 $112,360.75 89.88% OPTION1 0020183000 1 FL 2/1/2006 $205,000.00 $164,000.00 80.00% 0020183000 DELINQ(59/59) $205,000.00 $163,863.04 79.93% OPTION1 0020411443 1 FL 2/1/2006 $395,000.00 $316,000.00 80.00% 0020411443 DELINQ(59/59) $395,000.00 $315,735.02 79.93% OPTION1 0020425153 1 MI 2/1/2006 $100,000.00 $80,000.00 80.00% 0020425153 DELINQ(59/59) $100,000.00 $79,981.25 79.98% OPTION1 0020426888 1 AL 2/1/2006 $140,000.00 $111,200.00 79.43% 0020426888 DELINQ(59/59) $140,000.00 $111,199.64 79.42% OPTION1 0020452983 1 NE 2/1/2006 $100,000.00 $85,000.00 85.00% 0020452983 DELINQ(59/59) $100,000.00 $84,920.68 84.92% OPTION1 0020469987 1 OH 2/1/2006 $267,000.00 $239,760.00 89.80% 0020469987 DELINQ(59/59) 5/4/2006 $267,000.00 $239,650.03 89.75% OPTION1 0020477659 1 IN 2/1/2006 $76,000.00 $72,200.00 95.00% 0020477659 DELINQ(59/59) $76,000.00 $72,142.93 94.92% OPTION1 0020482840 1 NJ 2/1/2006 $445,000.00 $311,500.00 70.00% 0020482840 DELINQ(59/59) $445,000.00 $311,269.46 69.94% OPTION1 0020486767 1 FL 2/1/2006 $187,000.00 $168,300.00 90.00% 0020486767 DELINQ(59/59) $187,000.00 $168,130.26 89.90% OPTION1 0020499323 1 MA 2/1/2006 $260,000.00 $208,000.00 80.00% 0020499323 DELINQ(59/59) $260,000.00 $207,880.81 79.95% OPTION1 0020505475 1 CA 2/1/2006 $690,000.00 $552,000.00 80.00% 0020505475 DELINQ(89/89) $690,000.00 $551,817.60 79.97% OPTION1 0020522090 1 TX 2/1/2006 $92,000.00 $86,000.00 93.48% 0020522090 DELINQ(59/59) 5/15/2006 $92,000.00 $85,928.33 93.40% OPTION1 0020524823 1 SC 2/1/2006 $85,000.00 $80,750.00 95.00% 0020524823 DELINQ(59/59) $85,000.00 $80,695.82 94.93% OPTION1 0020532958 1 IL 2/1/2006 $58,500.00 $55,500.00 94.87% 0020532958 DELINQ(59/59) $58,500.00 $55,459.82 94.80% OPTION1 0020533709 1 CA 2/1/2006 $455,000.00 $360,000.00 79.12% 0020533709 DELINQ(59/59) $455,000.00 $359,736.26 79.06% OPTION1 0020547311 1 WI 2/1/2006 $125,000.00 $117,420.00 93.94% 0020547311 DELINQ(59/59) 5/24/2006 $125,000.00 $117,391.21 93.91% OPTION1 0020549523 1 IN 2/1/2006 $78,000.00 $62,400.00 80.00% 0020549523 DELINQ(59/59) $78,000.00 $62,359.37 79.94% OPTION1 0020573515 1 OH 3/1/2006 $122,000.00 $109,800.00 90.00% 0020573515 DELINQ(59/59) $122,000.00 $109,781.27 89.98% OPTION1 0020574836 1 TX 2/1/2006 $69,000.00 $55,200.00 80.00% 0020574836 DELINQ(59/59) 5/2/2006 $69,000.00 $55,166.08 79.95% OPTION1 0020587945 1 CA 3/1/2006 $357,000.00 $356,000.00 99.72% 0020587945 DELINQ(59/59) $357,000.00 $356,000.00 99.71% OPTION1 0020588463 1 AL 3/1/2006 $80,000.00 $64,000.00 80.00% 0020588463 DELINQ(59/59) $80,000.00 $63,946.91 79.93% OPTION1 0020590303 1 MI 3/1/2006 $91,000.00 $63,700.00 70.00% 0020590303 DELINQ(59/59) $91,000.00 $63,680.74 69.97% OPTION1 0020594768 1 TX 2/1/2006 $85,000.00 $68,000.00 80.00% 0020594768 DELINQ(59/59) $85,000.00 $67,933.33 79.92% OPTION1 0020609715 1 FL 3/15/2006 $375,000.00 $33,851.00 9.03% 0020609715 DELINQ(45/45) $375,000.00 $33,842.98 9.02% OPTION1 0020614624 1 MA 3/1/2006 $245,000.00 $220,500.00 90.00% 0020614624 DELINQ(59/59) 5/31/2006 $245,000.00 $220,456.07 89.98% OPTION1 0020623302 1 CA 2/1/2006 $445,000.00 $307,500.00 69.10% 0020623302 DELINQ(59/59) $445,000.00 $307,338.00 69.06% OPTION1 0020634267 1 OH 3/1/2006 $129,000.00 $96,750.00 75.00% 0020634267 DELINQ(59/59) $129,000.00 $96,720.08 74.97% OPTION1 0020642641 1 CA 3/1/2006 $442,000.00 $353,600.00 80.00% 0020642641 DELINQ(59/59) 5/4/2006 $442,000.00 $353,400.32 79.95% OPTION1 0020648382 1 MO 2/1/2006 $122,000.00 $78,000.00 63.93% 0020648382 DELINQ(59/59) $122,000.00 $77,916.22 63.86% OPTION1 0020649604 1 OK 3/1/2006 $131,000.00 $117,900.00 90.00% 0020649604 DELINQ(59/59) $131,000.00 $117,841.88 89.95% OPTION1 0020658514 1 IN 2/1/2006 $79,000.00 $63,200.00 80.00% 0020658514 DELINQ(59/59) $79,000.00 $63,156.56 79.94% OPTION1 0020663399 DELINQ(89/89) NC 5/5/2006 $98,000.00 $92,468.00 94.36% 0020663399 $98,000.00 $92,468.00 94.35% OPTION1 0020668216 1 MA 3/1/2006 $395,000.00 $304,000.00 76.96% 0020668216 DELINQ(59/59) $395,000.00 $303,956.13 76.95% OPTION1 0020668224 1 MA 3/1/2006 $395,000.00 $76,000.00 19.24% 0020668224 DELINQ(59/59) $395,000.00 $75,974.62 19.23% OPTION1 0020675674 1 CA 3/1/2006 $825,000.00 $660,000.00 80.00% 0020675674 DELINQ(59/59) $825,000.00 $659,799.71 79.97% OPTION1 0020675682 1 CA 3/1/2006 $825,000.00 $165,000.00 20.00% 0020675682 DELINQ(59/59) $825,000.00 $164,937.20 19.99% OPTION1 0020676409 1 TX 2/1/2006 3/7/2006 $85,000.00 $68,000.00 80.00% 0020676409 DELINQ(59/59) $85,000.00 $67,930.74 79.91% OPTION1 0020677852 1 SC 2/1/2006 $129,500.00 $103,192.00 79.68% 0020677852 DELINQ(59/59) $129,500.00 $103,078.22 79.59% OPTION1 0020686721 1 TX 3/1/2006 $82,000.00 $64,960.00 79.22% 0020686721 DELINQ(59/59) 5/4/2006 $82,000.00 $64,929.37 79.18% OPTION1 0020710596 1 NJ 3/1/2006 $74,000.00 $59,200.00 80.00% 0020710596 DELINQ(59/59) 5/4/2006 $74,000.00 $59,168.66 79.95% OPTION1 0020715660 1 CA 3/1/2006 $580,000.00 $464,000.00 80.00% 0020715660 DELINQ(59/59) $580,000.00 $464,000.00 80.00% OPTION1 0020715678 1 CA 3/1/2006 $580,000.00 $116,000.00 20.00% 0020715678 DELINQ(59/59) $580,000.00 $115,969.98 19.99% OPTION1 0020723961 1 MO 2/1/2006 $65,000.00 $58,500.00 90.00% 0020723961 DELINQ(59/59) $65,000.00 $58,454.83 89.93% OPTION1 0020727244 1 NY 3/1/2006 $350,000.00 $276,000.00 78.86% 0020727244 DELINQ(59/59) $350,000.00 $275,812.54 78.80% OPTION1 0020736633 1 GA 4/1/2006 $310,000.00 $244,720.00 78.94% 0020736633 DELINQ(59/59) $310,000.00 $244,720.00 78.94% OPTION1 0020736674 1 FL 3/1/2006 $272,000.00 $244,800.00 90.00% 0020736674 DELINQ(59/59) $272,000.00 $244,685.79 89.95% OPTION1 0020736898 1 NJ 3/1/2006 $242,000.00 $193,600.00 80.00% 0020736898 DELINQ(59/59) $242,000.00 $193,502.74 79.95% OPTION1 0020737375 1 MD 3/1/2006 $594,000.00 $471,200.00 79.33% 0020737375 DELINQ(59/59) 5/1/2006 $594,000.00 $470,923.24 79.28% OPTION1 0020737789 1 IL 4/1/2006 $112,000.00 $89,600.00 80.00% 0020737789 DELINQ(59/59) $112,000.00 $89,600.00 80.00% OPTION1 0020769774 1 MA 3/1/2006 $441,000.00 $352,000.00 79.82% 0020769774 DELINQ(59/59) $441,000.00 $351,998.00 79.81% OPTION1 0020770715 1 RI 3/1/2006 $220,000.00 $42,980.00 19.54% 0020770715 DELINQ(59/59) 5/1/2006 $220,000.00 $42,969.48 19.53% OPTION1 0020771903 1 FL 4/1/2006 $227,000.00 $166,000.00 73.13% 0020771903 DELINQ(59/59) $227,000.00 $166,000.00 73.12% OPTION1 0020771978 1 GA 3/1/2006 $111,000.00 $21,980.00 19.80% 0020771978 DELINQ(59/59) $111,000.00 $21,963.62 19.78% OPTION1 0020776597 1 FL 3/1/2006 $255,000.00 $255,000.00 100.00% 0020776597 DELINQ(59/59) $255,000.00 $254,883.53 99.95% OPTION1 0020776977 1 MD 3/1/2006 $366,000.00 $347,605.00 94.97% 0020776977 DELINQ(59/59) $366,000.00 $347,428.39 94.92% OPTION1 0020778155 1 FL 4/1/2006 $140,000.00 $112,000.00 80.00% 0020778155 DELINQ(59/59) $140,000.00 $112,000.00 80.00% OPTION1 0020778700 1 VA 3/1/2006 $458,000.00 $363,760.00 79.42% 0020778700 DELINQ(59/59) $458,000.00 $363,760.00 79.42% OPTION1 0020778908 1 FL 3/1/2006 $270,000.00 $216,000.00 80.00% 0020778908 DELINQ(59/59) $270,000.00 $216,000.00 80.00% OPTION1 0020784989 1 TX 3/1/2006 $521,100.00 $416,800.00 79.98% 0020784989 DELINQ(59/59) $521,100.00 $416,502.85 79.92% OPTION1 0020785804 1 MO 4/1/2006 $55,000.00 $50,350.00 91.55% 0020785804 DELINQ(59/59) 5/5/2006 $55,000.00 $50,350.00 91.54% OPTION1 0020797486 1 SC 3/1/2006 $79,000.00 $63,200.00 80.00% 0020797486 DELINQ(59/59) $79,000.00 $63,161.14 79.95% OPTION1 0020828133 1 TX 3/1/2006 $182,000.00 $143,160.00 78.66% 0020828133 DELINQ(59/59) $182,000.00 $143,091.78 78.62% OPTION1 0020835575 1 CA 3/1/2006 $2,000,000.00 $1,370,000.00 68.50% 0020835575 DELINQ(59/59) $2,000,000.00 $1,369,195.32 68.45% OPTION1 Delinquency Report (cont.) Date: 6/29/2006 5:01:11 PM Deal Number: SASCO 2006-OPT1 Report As of: 5/30/2006 Investor Ln Nbr BPO Var. % Boarding Date Status History Loan Number Loan Type Sr/Jr Lien Bal Servicer Name Originator 0015863632 0.00% 0015863632 Conventional w/o $0.00 OPTION1 PMI 0015864317 0.00% 0015864317 Conventional w/o $0.00 OPTION1 PMI 0019164847 0.00% 0019164847 Conventional w/o $0.00 OPTION1 PMI 0019460047 0.00% 0019460047 Conventional w/o $0.00 OPTION1 PMI 0019501626 0.00% 0019501626 Conventional w/o $0.00 OPTION1 PMI 0019743848 0.00% 0019743848 Conventional w/o $0.00 OPTION1 PMI 0019818343 0.00% 0019818343 Conventional w/o $0.00 OPTION1 PMI 0019830140 0.00% 0019830140 Conventional w/o $0.00 OPTION1 PMI 0019908524 0.00% 0019908524 Conventional w/o $0.00 OPTION1 PMI 0019974104 0.00% 0019974104 Conventional w/o $0.00 OPTION1 PMI 0019982065 0.00% 0019982065 Conventional w/o $0.00 OPTION1 PMI 0020032835 0.00% 0020032835 Conventional w/o $0.00 OPTION1 PMI 0020090882 0.00% 0020090882 Conventional w/o $0.00 OPTION1 PMI 0020117917 0.00% 0020117917 Conventional w/o $0.00 OPTION1 PMI 0020135265 0.00% 0020135265 Conventional w/o $0.00 OPTION1 PMI 0020135562 0.00% 0020135562 Conventional w/o $0.00 OPTION1 PMI 0020168464 0.00% 0020168464 Conventional w/o $0.00 OPTION1 PMI 0020169538 0.00% 0020169538 Conventional w/o $0.00 OPTION1 PMI 0020183000 0.00% 0020183000 Conventional w/o $0.00 OPTION1 0020411443 0.00% 0020411443 Conventional w/o $0.00 OPTION1 PMI 0020425153 0.00% 0020425153 Conventional w/o $0.00 OPTION1 PMI 0020426888 0.00% 0020426888 Conventional w/o $0.00 OPTION1 PMI 0020452983 0.00% 0020452983 Conventional w/o $0.00 OPTION1 PMI 0020469987 0.00% 0020469987 Conventional w/o $0.00 OPTION1 0020477659 0.00% 0020477659 Conventional w/o $0.00 OPTION1 PMI 0020482840 0.00% 0020482840 Conventional w/o $0.00 OPTION1 PMI 0020486767 0.00% 0020486767 Conventional w/o $0.00 OPTION1 PMI 0020499323 0.00% 0020499323 Conventional w/o $0.00 OPTION1 MI 0020505475 0.00% 0020505475 Conventional w/o $0.00 OPTION1 MI 0020522090 0.00% 0020522090 Conventional w/o $0.00 OPTION1 PMI 0020524823 0.00% 0020524823 Conventional w/o $0.00 OPTION1 PMI 0020532958 0.00% 0020532958 Conventional w/o $0.00 OPTION1 PMI 0020533709 0.00% 0020533709 Conventional w/o $0.00 OPTION1 PMI 0020547311 0.00% 0020547311 Conventional w/o $0.00 OPTION1 PMI 0020549523 0.00% 0020549523 Conventional w/o $0.00 OPTION1 0020573515 0.00% 0020573515 Conventional w/o $0.00 OPTION1 PMI 0020574836 0.00% 0020574836 Conventional w/o $0.00 OPTION1 PMI 0020587945 0.00% 0020587945 Conventional w/o $0.00 OPTION1 PMI 0020588463 0.00% 0020588463 Conventional w/o $0.00 OPTION1 PMI 0020590303 0.00% 0020590303 Conventional w/o $0.00 OPTION1 PMI 0020594768 0.00% 0020594768 Conventional w/o $0.00 OPTION1 PMI 0020609715 0.00% 0020609715 Conventional w/o $0.00 OPTION1 PMI 0020614624 0.00% 0020614624 Conventional w/o $0.00 OPTION1 PMI 0020623302 0.00% 0020623302 Conventional w/o $0.00 OPTION1 PMI 0020634267 0.00% 0020634267 Conventional w/o $0.00 OPTION1 PMI 0020642641 0.00% 0020642641 Conventional w/o $0.00 OPTION1 PMI 0020648382 0.00% 0020648382 Conventional w/o $0.00 OPTION1 PMI 0020649604 0.00% 0020649604 Conventional w/o $0.00 OPTION1 PMI 0020658514 0.00% 0020658514 Conventional w/o $0.00 OPTION1 PMI 0020663399 0.00% 0020663399 Conventional w/o $0.00 OPTION1 PMI 0020668216 0.00% 0020668216 Conventional w/o $0.00 OPTION1 PMI 0020668224 0.00% 0020668224 Conventional w/o $0.00 OPTION1 PMI 0020675674 0.00% 0020675674 Conventional w/o $0.00 OPTION1 PMI 0020675682 0.00% 0020675682 Conventional w/o $0.00 OPTION1 PMI 0020676409 0.00% 0020676409 Conventional w/o $0.00 OPTION1 PMI 0020677852 0.00% 0020677852 Conventional w/o $0.00 OPTION1 PMI 0020686721 0.00% 0020686721 Conventional w/o $0.00 OPTION1 PMI 0020710596 0.00% 0020710596 Conventional w/o $0.00 OPTION1 PMI 0020715660 0.00% 0020715660 Conventional w/o $0.00 OPTION1 PMI 0020715678 0.00% 0020715678 Conventional w/o $0.00 OPTION1 PMI 0020723961 0.00% 0020723961 Conventional w/o $0.00 OPTION1 PMI 0020727244 0.00% 0020727244 Conventional w/o $0.00 OPTION1 PMI 0020736633 0.00% 0020736633 Conventional w/o $0.00 OPTION1 PMI 0020736674 0.00% 0020736674 Conventional w/o $0.00 OPTION1 PMI 0020736898 0.00% 0020736898 Conventional w/o $0.00 OPTION1 PMI 0020737375 0.00% 0020737375 Conventional w/o $0.00 OPTION1 PMI 0020737789 0.00% 0020737789 Conventional w/o $0.00 OPTION1 PMI 0020769774 0.00% 0020769774 Conventional w/o $0.00 OPTION1 PMI 0020770715 0.00% 0020770715 Conventional w/o $0.00 OPTION1 PMI 0020771903 0.00% 0020771903 Conventional w/o $0.00 OPTION1 PMI 0020771978 0.00% 0020771978 Conventional w/o $0.00 OPTION1 PMI 0020776597 0.00% 0020776597 Conventional w/o $0.00 OPTION1 PMI 0020776977 0.00% 0020776977 Conventional w/o $0.00 OPTION1 PMI 0020778155 0.00% 0020778155 Conventional w/o $0.00 OPTION1 PMI 0020778700 0.00% 0020778700 Conventional w/o $0.00 OPTION1 PMI 0020778908 0.00% 0020778908 Conventional w/o $0.00 OPTION1 PMI 0020784989 0.00% 0020784989 Conventional w/o $0.00 OPTION1 PMI 0020785804 0.00% 0020785804 Conventional w/o $0.00 OPTION1 PMI 0020797486 0.00% 0020797486 Conventional w/o $0.00 OPTION1 PMI 0020828133 0.00% 0020828133 Conventional w/o $0.00 OPTION1 PMI 0020835575 0.00% 0020835575 Conventional w/o $0.00 OPTION1 PMI

Contact Us: RMG T: 718-858-6050 Risk Management Group E: info@rmgglobal.com W: www.rmgglobal.com Forbearance Report Date: 6/29/2006 5:01:05 PM Deal Number: SASCO 2006-OPT1 Report As of: 5/30/2006 Investor Ln Nbr Loan Number FB DATE Current PI Amt. FB Payment Payment Amount Servicer Name Amount Difference Originator 0020412524 5/4/2006 $1,356.43 $13,714.49 $12,358.06 0020412524 OPTION1 0020623856 5/31/2006 $796.84 $4,989.74 $4,192.90 0020623856 OPTION1 Forbearance Report (cont.) Date: 6/29/2006 5:01:05 PM Deal Number: SASCO 2006-OPT1 Report As of: 5/30/2006 Investor Ln Nbr Loan Number Arrears Next Payment Last Paid Date Servicer Name Contractual Due Date Originator 0020412524 $0.00 5/1/2006 5/11/2006 0020412524 OPTION1 0020623856 4/1/2006 0020623856 OPTION1

Contact Us: RMG (logo) T: 718-858-6050 Risk Management Group E: info@rmgglobal.com W: www.rmgglobal.com ~~Forecasted~~Forbearance ~~Losses~~ Report Date: 69/2925/2006 59:0124:3121 PMAM Deal Number: SASCO 2006-OPT1 Report As of: 58/30/2006 Investor Ln Nbr ~~Lien~~Loan ~~State~~Number ~~First~~FB ~~Pmt~~DATE ~~Valuation~~Current ~~Method~~PI ~~Orig~~Amt. ~~Value~~FB ~~Orig.~~Payment Payment Amount ~~OLTV~~Servicer ~~Loan~~Name ~~Number~~Amount ~~Position~~Difference ~~FICO(Date)~~Originator ~~Last~~0020025847 ~~Paid~~8/4/2006 Dt$595.15 ~~Valuation~~$5,082.59 ~~Date~~$4,487.44 ~~Current~~0020025847 ~~Value~~OPTION1 ~~Current~~0020032884 ~~Bal~~8/10/2006 ~~LTV~~$364.06 ~~Servicer~~$1,529.04 ~~Name~~$1,164.98 ~~Aging~~0020032884 ~~Originator~~OPTION1 ~~Forecasted~~0020202602 ~~Losses~~7/7/2006 $2,620.80 $24,665.52 $22,044.72 0020202602 OPTION1 0020426276 8/11/2006 $1,301.93 $12,706.88 $11,404.95 0020426276 OPTION1 0020547279 8/8/2006 $543.01 $2,823.65 $2,280.64 0020547279 OPTION1 0020590303 7/19/2006 $642.99 $10,166.38 $9,523.39 0020590303 OPTION1 0020626149 8/4/2006 $1,062.31 $12,370.81 $11,308.50 0020626149 OPTION1 0020631131 8/18/2006 $1,642.83 $18,560.30 $16,917.47 0020631131 OPTION1 0020677993 8/8/2006 $4,494.08 $47,659.85 $43,165.77 0020677993 OPTION1 0020678041 7/24/2006 $836.64 $5,371.24 $4,534.60 0020678041 OPTION1 0020716676 8/3/2006 $1,685.46 $16,512.55 $14,827.09 0020716676 OPTION1 0020732640 8/17/2006 $2,680.50 $19,204.05 $16,523.55 0020732640 OPTION1 0020733101 8/8/2006 $3,225.61 $56,281.88 $53,056.27 0020733101 OPTION1 0020747168 7/29/2006 $840.41 $8,983.30 $8,142.89 0020747168 OPTION1 0020752960 8/2/2006 $1,169.03 $12,268.49 $11,099.46 0020752960 OPTION1 0020760922 8/15/2006 $835.84 $8,001.41 $7,165.57 0020760922 OPTION1 0020767604 8/2/2006 $1,828.11 $12,406.16 $10,578.05 0020767604 OPTION1 0020770863 7/3/2006 $770.79 $6,791.00 $6,020.21 0020770863 OPTION1 Forbearance Report (~~cont.~~continued) Date: 69/2925/2006 59:0124:3121 PMAM Deal Number: SASCO 2006-OPT1 Report As of: 58/30/2006 Investor Ln Nbr ~~BPO~~Loan ~~Var.~~Number %Arrears ~~Boarding~~Next Payment Last Paid Date ~~Status~~Servicer ~~History~~Name ~~Loan~~Contractual ~~Number~~Due ~~Loan~~Date ~~Type~~Originator Sr0020025847 $0.00 8/Jr1/2006 ~~Lien~~8/15/2006 ~~Bal~~0020025847 ~~Est~~OPTION1 0020032884 $364.06 ~~Loss~~7/1/2006 ~~Servicer~~8/4/2006 ~~Name~~0020032884 ~~Originator~~OPTION1 ~~Total~~0020202602 ~~Est.~~5/1/2006 ~~Loss:~~0020202602 OPTION1 0020426276 $0.00 8/1/2006 8/29/2006 0020426276 OPTION1 0020547279 $543.01 7/1/2006 8/23/2006 0020547279 OPTION1 0020590303 5/1/2006 0020590303 OPTION1 0020626149 $2,124.62 6/1/2006 8/7/2006 0020626149 OPTION1 0020631131 $4,928.49 5/1/2006 8/23/2006 0020631131 OPTION1 0020677993 $4,494.08 7/1/2006 8/31/2006 0020677993 OPTION1 0020678041 $836.64 7/1/2006 8/3/2006 0020678041 OPTION1 0020716676 $1,685.46 7/1/2006 8/7/2006 0020716676 OPTION1 0020732640 $5,361.00 6/1/2006 8/4/2006 0020732640 OPTION1 0020733101 $9,676.83 5/1/2006 8/21/2006 0020733101 OPTION1 0020747168 5/1/2006 0020747168 OPTION1 0020752960 $2,338.06 6/1/2006 8/16/2006 0020752960 OPTION1 0020760922 6/1/2006 0020760922 OPTION1 0020767604 $1,828.11 7/1/2006 8/28/2006 0020767604 OPTION1 0020770863 6/1/2006 0020770863 OPTION1

Contact Us: RMG (logo) T: 718-858-6050 Risk Management Group E: info@rmgglobal.com W: www.rmgglobal.com ~~Foreclosure~~Forecasted Losses Report Date: 69/2925/2006 59:0124:0431 PMAM Deal Number: SASCO 2006-OPT1 Report As of: 58/30/2006 Investor Ln Nbr Lien State First Pmt Valuation Method Orig. Value ~~Orig. Amount OLTV~~ Loan Number Position FICO(Date) Last Paid Dt. Valuation Date Current Value ~~Current Bal LTV~~ Servicer Name Aging~~/Delinquency~~ Originator ~~0020117743~~0019754050 1 WI 12/1/2005 8/8/2006 $57,500.00 0019754050 FC(34/150) $1.00 OPTION1 0020515524 1 IL 2/1/2006 $77183,000.00 0020515524 FC(2/90) $73183,~~150~~000.00 95OPTION1 0020785143 1 FL 3/1/2006 $300,000.00% ~~0020117743~~0020785143 FC(720/90) $77300,000.00 OPTION1 0020424941 1 MI 2/1/2006 $73101,~~126~~000.1100 940020424941 FC(20/90) 8/28/2006 $88,000.~~96%~~00 OPTION1 ~~0020117768~~0020477691 1 ILAZ 2/1/2006 8/12/2006 $81240,000.00 0020477691 FC(47/120) $76270,~~950~~000.00 OPTION1 0020706065 1 RI 3/1/2006 $360,000.00 0020706065 FC(2/90) 8/7/2006 $360,000.00 OPTION1 0020596128 1 IN 3/1/2006 8/12/2006 $75,000.00 0020596128 FC(34/120) $52,900.00 OPTION1 0020441382 1 TN 2/1/2006 $95,000.00% ~~0020117768~~0020441382 FC(7/90) 8/4/2006 $8189,000.00 OPTION1 0020456778 1 NY 2/1/2006 $7670,~~918~~000.7500 940020456778 FC(20/90) 8/31/2006 $70,000.~~96%~~00 OPTION1 ~~0020780318~~0020687794 1 MI 3/1/2006 $77,000.00 0020687794 FC(72/90) CA$77,000.00 OPTION1 0020663399 1 NC 3/1/2006 8/12/2006 $~~315~~98,000.00 0020663399 REO(24/N/A) $~~236~~101,~~250~~000.00 75OPTION1 0020626222 1 FL 3/1/2006 $110,000.00% ~~0020780318~~0020626222 FC(15/90) $~~315~~110,000.00 OPTION1 0020769170 1 TX 3/1/2006 $~~236~~71,~~250~~500.00 750020769170 FC(2/120) $71,500.00% OPTION1 ~~Foreclosure~~0020613204 ~~Report~~1 NY 2/1/2006 8/9/2006 $62,500.00 0020613204 FC(~~cont~~34/120) $62,500.00 OPTION1 0020498119 1 MO 2/1/2006 8/8/2006 $58,000.00 0020498119 FC(34/150) $59,000.00 OPTION1 0020573077 1 FL 2/1/2006 $72,500.00 0020573077 FC(7/90) $72,500.00 OPTION1 0020524823 1 SC 2/1/2006 8/14/2006 $85,000.00 0020524823 FC(47/120) $86,000.00 OPTION1 0020133575 1 IA 2/1/2006 $56,000.00 0020133575 FC(6/90) $56,000.00 OPTION1 Forecasted Losses Report (continued) Date: 69/2925/2006 59:0124:0431 PMAM Deal Number: SASCO 2006-OPT1 Report As of: 58/30/2006 Investor Ln Nbr Orig. Amount OLTV BPO Var. % Boarding Date Status History Loan Number Current Bal LTV Loan Type Sr/Jr Lien Bal Est. Loss Servicer Name Originator ~~0020117743~~0019754050 $50,000.00 86.96% -99.99% 0019754050 $49,901.50 4,990,150.00% Conventional w/o $0.00 ($49,900.88) OPTION1 PMI 0020515524 $171,000.00 93.44% ~~0020117743~~0.00% 0020515524 $170,344.80 93.08% Conventional w/o $0.00 ($36,205.59) OPTION1 PMI ~~0020117768~~0020785143 $270,000.00 90.00% 0.00% ~~0020117768~~0020785143 $270,000.00 90.00% Conventional w/o $0.00 ($30,491.10) OPTION1 PMI ~~0020780318~~0020424941 $100,000.00 99.01% -12.87% 0020424941 $99,892.09 113.51% Conventional w/o $0.00 ($30,099.34) OPTION1 PMI 0020477691 $239,900.00 99.96% ~~0020780318~~12.50% 0020477691 $239,772.46 88.80% Conventional w/o $0.00 ($29,457.81) OPTION1 PMI 0020706065 $324,000.00 90.00% 0.00% 0020706065 $323,565.45 89.87% Conventional w/o $0.00 ($21,165.45) OPTION1 PMI 0020596128 $60,000.00 80.00% -29.46% 0020596128 $59,942.59 113.31% Conventional w/o $0.00 ($19,142.91) OPTION1 PMI 0020441382 $85,500.00 90.00% -6.31% 0020441382 $85,357.80 95.90% Conventional w/o $0.00 ($17,564.05) OPTION1 PMI 0020456778 $63,000.00 90.00% 0.00% 0020456778 $62,872.63 89.81% Conventional w/o $0.00 ($12,508.15) OPTION1 PMI 0020687794 $73,150.00 95.00% 0.00% 0020687794 $73,084.46 94.91% Conventional w/o $0.00 ($12,015.81) OPTION1 PMI 0020663399 $92,468.00 94.36% 3.06% 0020663399 $92,468.00 91.55% Conventional w/o $0.00 ($11,551.53) OPTION1 PMI 0020626222 $99,000.00 90.00% 0.00% 0020626222 $98,884.74 89.89% Conventional w/o $0.00 ($11,064.81) OPTION1 PMI 0020769170 $66,500.00 93.01% 0.00% 0020769170 $66,461.67 92.95% Conventional w/o $0.00 ($10,921.58) OPTION1 PMI 0020613204 $50,000.00 80.00% 0.00% 0020613204 $49,953.80 79.92% Conventional w/o $0.00 ($10,610.51) OPTION1 PMI 0020498119 $52,200.00 90.00% 1.72% 0020498119 $52,166.24 88.41% Conventional w/o $0.00 ($7,819.19) OPTION1 PMI 0020573077 $65,250.00 90.00% 0.00% 0020573077 $65,151.48 89.86% Conventional w/o $0.00 ($7,270.16) OPTION1 PMI 0020524823 $80,750.00 95.00% 1.17% 0020524823 $80,668.35 93.80% Conventional w/o $0.00 ($6,764.44) OPTION1 PMI 0020133575 $50,400.00 90.00% 0.00% 0020133575 $50,310.73 89.84% Conventional w/o $0.00 ($4,179.67) OPTION1 PMI Total Est. Loss: ($328,732.98)

Contact Us: RMG (logo) T: 718-858-6050 Risk Management Group E: info@rmgglobal.com W: www.rmgglobal.com ~~GainsLosses~~Foreclosure Report Date: 69/2925/2006 59:0124:0520 PMAM Deal Number: SASCO 2006-OPT1 Report As of: 58/30/2006 Investor Ln Nbr ~~Original~~Lien ~~UPB~~State ~~Current~~First ~~Value~~Pmt ~~Total~~Valuation ~~Waived~~Method ~~PPP~~Orig. ~~Disposition~~Value ~~Insurance~~ Loan Number ~~Current~~Position ~~UPB~~FICO(Date) ~~Sr/Jr~~Last ~~Lien~~Paid ~~Bal~~Dt. ~~Expenses~~Valuation ~~Proceeds~~Date ~~Proceeds~~Current Value Servicer Name Aging/Delinquency Originator ~~GainsLosses~~0019164847 ~~Report~~1 DE 11/1/2005 8/9/2006 $152,000.00 0019164847 (~~cont~~75/150) $179,000.00 OPTION1 0019211077 1 NC 12/1/2005 $94,000.00 0019211077 (9/120) ~~Date:~~$94,000.00 OPTION1 0019754050 1 WI 12/1/2005 8/8/2006 $57,500.00 0019754050 (34/150) $1.00 OPTION1 0019777739 1 NJ 1/1/2006 $352,000.00 0019777739 (15/90) $352,000.00 OPTION1 0020032835 1 OH 2/1/2006 $85,000.00 0020032835 (2/120) $85,000.00 OPTION1 0020133575 1 IA 2/1/2006 $56,000.00 0020133575 (6/90) $56,000.00 OPTION1 0020415501 1 NV 2/1/2006 $445,000.00 0020415501 (43/120) 8/7/2006 8/10/2006 $410,000.00 OPTION1 0020424941 1 MI 2/1/2006 $101,000.00 0020424941 (20/90) 8/28/2006 $88,000.00 OPTION1 0020426888 1 AL 2/1/2006 $140,000.00 0020426888 (6/120) $140,000.00 OPTION1 0020441382 1 TN 2/1/2006 $95,000.00 0020441382 (7/90) 8/4/2006 $89,000.00 OPTION1 0020444337 1 MO 2/1/2006 $101,000.00 0020444337 (6/120) $101,000.00 OPTION1 0020456778 1 NY 2/1/2006 $70,000.00 0020456778 (20/90) 8/31/2006 $70,000.00 OPTION1 0020468534 1 TX 2/1/2006 3/25/2006 $165,000.00 0020468534 (6/120) $165,000.00 OPTION1 0020477691 1 AZ 2/1/2006 8/12/2006 $240,000.00 0020477691 (47/120) $270,000.00 OPTION1 0020498119 1 MO 2/1/2006 8/8/2006 $58,000.00 0020498119 (34/150) $59,000.00 OPTION1 0020515524 1 IL 2/1/2006 $183,000.00 0020515524 (2/90) $183,000.00 OPTION1 0020524823 1 SC 2/1/2006 8/14/2006 $85,000.00 0020524823 (47/120) $86,000.00 OPTION1 0020549523 1 IN 2/1/2006 8/6/2006 $78,000.00 0020549523 (77/150) $79,000.00 OPTION1 0020564555 1 CA 2/1/2006 $315,000.00 0020564555 (6/120) 8/7/2006 $315,000.00 OPTION1 0020573077 1 FL 2/1/2006 $72,500.00 0020573077 (7/90) $72,500.00 OPTION1 0020589867 1 IL 3/1/2006 $300,000.00 0020589867 (43/120) 8/25/2006 8/11/2006 $395,000.00 OPTION1 0020595716 1 CA 2/1/2006 8/13/2006 $560,000.00 0020595716 (43/120) $550,000.00 OPTION1 0020596128 1 IN 3/1/2006 8/12/2006 $75,000.00 0020596128 (34/120) $52,900.00 OPTION1 0020612487 1 AZ 3/1/2006 8/10/2006 $224,000.00 0020612487 (43/120) $200,000.00 OPTION1 0020613204 1 NY 2/1/2006 8/9/2006 $62,500.00 0020613204 (34/120) $62,500.00 OPTION1 0020623302 1 CA 2/1/2006 $445,000.00 0020623302 (33/120) 8/8/2006 8/13/2006 $445,000.00 OPTION1 0020626222 1 FL 3/1/2006 $110,000.00 0020626222 (15/90) $110,000.00 OPTION1 0020687794 1 MI 3/1/2006 $77,000.00 0020687794 (2/90) $77,000.00 OPTION1 0020687810 1 NY 3/1/2006 $565,000.00 0020687810 (14/90) 8/31/2006 $565,000.00 OPTION1 0020706065 1 RI 3/1/2006 $360,000.00 0020706065 (2/90) 8/7/2006 $360,000.00 OPTION1 0020714531 1 WI 3/1/2006 $143,000.00 0020714531 (14/90) $143,000.00 OPTION1 0020736898 1 NJ 3/1/2006 8/8/2006 $242,000.00 0020736898 (75/150) $229,000.00 OPTION1 0020769170 1 TX 3/1/2006 $71,500.00 0020769170 (2/120) $71,500.00 OPTION1 0020780318 1 CA 3/1/2006 8/13/2006 $315,000.00 0020780318 (97/120) $325,000.00 OPTION1 0020780953 1 CA 3/1/2006 8/25/2006 $585,000.00 0020780953 (20/90) $585,000.00 OPTION1 0020785143 1 FL 3/1/2006 $300,000.00 0020785143 (20/90) $300,000.00 OPTION1 0020796355 1 TX 3/1/2006 8/4/2006 $194,000.00 0020796355 (29/120) $188,000.00 OPTION1 0020796934 1 NY 4/1/2006 5$440,000.00 0020796934 (6/120) 8/25/2006 $440,000.00 OPTION1 0020834313 1 CA 4/1/2006 $249,000.00 0020834313 (15/90) $249,000.00 OPTION1 Foreclosure Report (continued) Date:01 9/25/2006 9:0524:20 PMAM Deal Number: SASCO 2006-OPT1 Report As of: 58/30/2006 Investor Ln Nbr ~~Forecasted~~Orig. ~~Loss~~Amount ~~Actual~~OLTV ~~Gain(Loss)~~BPO ~~Loss~~Var. ~~Severity~~% Boarding Date Status History Loan Number Current Bal LTV Loan Type Sr/Jr Lien Bal Servicer Name Originator 0019164847 $129,200.00 85.00% 17.76% 0019164847 $128,982.56 72.05% Conventional w/o $0.00 OPTION1 PMI 0019211077 $75,200.00 80.00% 0.00% 0019211077 $75,050.16 79.84% Conventional w/o $0.00 OPTION1 PMI 0019754050 $50,000.00 86.96% -99.99% 0019754050 $49,901.50 4,990,150.00% Conventional w/o $0.00 OPTION1 PMI 0019777739 $281,600.00 80.00% 0.00% 0019777739 $280,583.20 79.71% Conventional w/o $0.00 OPTION1 PMI 0020032835 $68,000.00 80.00% 0.00% 0020032835 $67,937.69 79.92% Conventional w/o $0.00 OPTION1 PMI 0020133575 $50,400.00 90.00% 0.00% 0020133575 $50,310.73 89.84% Conventional w/o $0.00 OPTION1 PMI 0020415501 $332,342.00 74.68% -7.86% 0020415501 $332,074.58 80.99% Conventional w/o $0.00 OPTION1 PMI 0020424941 $100,000.00 99.01% -12.87% 0020424941 $99,892.09 113.51% Conventional w/o $0.00 OPTION1 PMI 0020426888 $111,200.00 79.43% 0.00% 0020426888 $111,199.64 79.42% Conventional w/o $0.00 OPTION1 PMI 0020441382 $85,500.00 90.00% -6.31% 0020441382 $85,357.80 95.90% Conventional w/o $0.00 OPTION1 PMI 0020444337 $79,920.00 79.13% 0.00% 0020444337 $79,730.74 78.94% Conventional w/o $0.00 OPTION1 PMI 0020456778 $63,000.00 90.00% 0.00% 0020456778 $62,872.63 89.81% Conventional w/o $0.00 OPTION1 PMI 0020468534 $126,400.00 76.61% 0.00% 0020468534 $126,105.31 76.42% Conventional w/o $0.00 OPTION1 PMI 0020477691 $239,900.00 99.96% 12.50% 0020477691 $239,772.46 88.80% Conventional w/o $0.00 OPTION1 PMI 0020498119 $52,200.00 90.00% 1.72% 0020498119 $52,166.24 88.41% Conventional w/o $0.00 OPTION1 PMI 0020515524 $171,000.00 93.44% 0.00% 0020515524 $170,344.80 93.08% Conventional w/o $0.00 OPTION1 PMI 0020524823 $80,750.00 95.00% 1.17% 0020524823 $80,668.35 93.80% Conventional w/o $0.00 OPTION1 PMI 0020549523 $62,400.00 80.00% 1.28% 0020549523 $62,359.37 78.93% Conventional w/o $0.00 OPTION1 PMI 0020564555 $252,000.00 80.00% 0.00% 0020564555 $251,755.46 79.92% Conventional w/o $0.00 OPTION1 PMI 0020573077 $65,250.00 90.00% 0.00% 0020573077 $65,151.48 89.86% Conventional w/o $0.00 OPTION1 PMI 0020589867 $194,400.00 64.80% 31.66% 0020589867 $194,287.86 49.18% Conventional w/o $0.00 OPTION1 PMI 0020595716 $440,000.00 78.57% -1.78% 0020595716 $439,528.42 79.91% Conventional w/o $0.00 OPTION1 PMI 0020596128 $60,000.00 80.00% -29.46% 0020596128 $59,942.59 113.31% Conventional w/o $0.00 OPTION1 PMI 0020612487 $164,000.00 73.21% -10.71% 0020612487 $163,787.97 81.89% Conventional w/o $0.00 OPTION1 PMI 0020613204 $50,000.00 80.00% 0.00% 0020613204 $49,953.80 79.92% Conventional w/o $0.00 OPTION1 PMI 0020623302 $307,500.00 69.10% 0.00% 0020623302 $307,256.15 69.04% Conventional w/o $0.00 OPTION1 PMI 0020626222 $99,000.00 90.00% 0.00% 0020626222 $98,884.74 89.89% Conventional w/o $0.00 OPTION1 PMI 0020687794 $73,150.00 95.00% 0.00% 0020687794 $73,084.46 94.91% Conventional w/o $0.00 OPTION1 PMI 0020687810 $452,000.00 80.00% 0.00% 0020687810 $451,036.74 79.82% Conventional w/o $0.00 OPTION1 PMI 0020706065 $324,000.00 90.00% 0.00% 0020706065 $323,565.45 89.87% Conventional w/o $0.00 OPTION1 PMI 0020714531 $114,400.00 80.00% 0.00% 0020714531 $114,196.95 79.85% Conventional w/o $0.00 OPTION1 PMI 0020736898 $193,600.00 80.00% -5.37% 0020736898 $193,502.74 84.49% Conventional w/o $0.00 OPTION1 PMI 0020769170 $66,500.00 93.01% 0.00% 0020769170 $66,461.67 92.95% Conventional w/o $0.00 OPTION1 PMI 0020780318 $236,250.00 75.00% 3.17% 0020780318 $236,061.00 72.63% Conventional w/o $0.00 OPTION1 PMI 0020780953 $510,000.00 87.18% 0.00% 0020780953 $509,490.86 87.09% Conventional w/o $0.00 OPTION1 PMI 0020785143 $270,000.00 90.00% 0.00% 0020785143 $270,000.00 90.00% Conventional w/o $0.00 OPTION1 PMI 0020796355 $155,200.00 80.00% -3.09% 0020796355 $155,118.75 82.50% Conventional w/o $0.00 OPTION1 PMI 0020796934 $352,000.00 80.00% 0.00% 0020796934 $352,000.00 80.00% Conventional w/o $0.00 OPTION1 PMI 0020834313 $199,200.00 80.00% 0.00% 0020834313 $199,102.45 79.96% Conventional w/o $0.00 OPTION1 PMI

Contact Us: RMG (logo) T: 718-858-6050 Risk Management Group E: info@rmgglobal.com W: www.rmgglobal.com ~~Insurance~~GainsLosses ~~Claims~~Report ~~Settled~~ Date: 69/2925/2006 59:0124:0621 PMAM Deal Number: SASCO 2006-OPT1 Report As of: 58/30/2006 Investor Ln Nbr Original UPB ~~Original~~Current Value ~~Original~~Total ~~LTV~~Waived MIPPP ~~Cert.~~Disposition ~~# MI Cov. % HZ Claim Dt~~ Loan Number Current UPB ~~Current~~Sr/Jr ~~Value~~Lien ~~Current~~Bal ~~LTV~~Expenses MIProceeds ~~Company Cov. Type MI Claim Dt~~ Servicer Name Originator ~~Insurance~~GainsLosses ~~Claims~~Report ~~Settled~~ (~~cont.~~continued) Date: 69/2925/2006 59:0124:0621 PMAM Deal Number: SASCO 2006-OPT1 Report As of: 58/30/2006 Investor Ln Nbr HZInsurance ~~Claim~~Forecasted HZLoss ~~Claim~~Actual ~~Settled~~Gain(Loss) HZLoss ~~Amt~~Severity ~~Paid Claim Close~~ Loan Number ~~Amount~~Proceeds ~~MI Claim Settled MI Amt Paid Method~~ Servicer Name ~~MI Claim Amount~~ Originator

Contact Us: RMG (logo) T: 718-858-6050 Risk Management Group E: info@rmgglobal.com W: www.rmgglobal.com Insurance ~~Pending~~ Claims Settled Date: 69/2925/2006 59:0124:0721 PMAM Deal Number: SASCO 2006-OPT1 Report As of: 58/30/2006 Investor Ln Nbr Original UPB Original Value Original LTV MI Cert. # MI Cov. % ~~HZ Claim Dt HZ Claim Amount~~ Loan Number Current UPB Current Value Current LTV MI Company Cov. Type MIServicer Name Originator Insurance Claims Settled (continued) Date: 9/25/2006 9:24:21 AM Deal Number: SASCO 2006-OPT1 Report As of: 8/30/2006 Investor Ln Nbr HZ Claim Dt HZ Claim HZ Claim Settled HZ Amt Paid Claim Close Loan Number MI Claim Dt Amount MI Claim Settled MI Amt Paid Method Servicer Name MI Claim Amount Originator

Contact Us: RMG (logo) T: 718-858-6050 Risk Management Group E: info@rmgglobal.com W: www.rmgglobal.com ~~Loan~~Insurance ~~Prepayment~~Pending ~~Summary~~Claims Date: 69/2925/2006 59:0124:1321 PMAM Deal Number: SASCO 2006-OPT1 Report As of: 58/30/2006 Investor Ln Nbr ~~Date~~Original ofUPB ~~Prepayment~~Original ~~APF~~Value ~~Flag~~Original ~~(Y/N)~~LTV ~~Prepayment~~MI ~~Premium~~Cert. ~~Due~~# ~~Prepayment Premium~~ Loan Number ~~Received~~Current onUPB ~~APF~~Current ~~Loan~~Value ~~Servicer~~Current ~~Name~~LTV ~~Originator~~MI ~~0012975769~~Company ~~5/1/2006~~Servicer NName ~~$0.00~~Originator ~~$0.00~~Insurance ~~0012975769~~Pending ~~OPTION1~~Claims 0015272693 5/1/2006 N $0.00 $0.00 0015272693 OPTION1 0019135409 5/23/2006 N $0.00 $0.00 0019135409 OPTION1 0019470343 5/17/2006 Y $0.00 $5,870.58 0019470343 OPTION1 0019510346 5/1/2006 Y $0.00 $3,840.00 0019510346 OPTION1 0019513928 5/1/2006 N $0.00 $0.00 0019513928 OPTION1 0019515113 5/23/2006 N $0.00 $0.00 0019515113 OPTION1 0019522143 5/23/2006 Y $0.00 $8,522.40 0019522143 OPTION1 0019756675 5/30/2006 Y $0.00 $2,270.73 0019756675 OPTION1 0019766294 5/10/2006 Y $0.00 $6,283.22 0019766294 OPTION1 0019777523 5/3/2006 N $0.00 $0.00 0019777523 OPTION1 0019779313 5/18/2006 Y $0.00 $890.50 0019779313 OPTION1 0019815448 5/8/2006 Y $0.00 $4,423.82 0019815448 OPTION1 0019818665 5/9/2006 N $0.00 $0.00 0019818665 OPTION1 0019826049 5/19/2006 Y $0.00 $14,488.32 0019826049 OPTION1 0019828615 5/25/2006 N $0.00 $0.00 0019828615 OPTION1 0019888007 5/17/2006 N $0.00 $0.00 0019888007 OPTION1 0019908466 5/8/2006 Y $0.00 $1,528.55 0019908466 OPTION1 0019959287 5/18/2006 Y $0.00 $1,270.16 0019959287 OPTION1 0020000899 5/8/2006 N $0.00 $0.00 0020000899 OPTION1 0020027017 5/26/2006 Y $0.00 $1,854.57 0020027017 OPTION1 0020047270 5/23/2006 Y $0.00 $4,706.62 0020047270 OPTION1 0020087367 5/16/2006 N $0.00 $0.00 0020087367 OPTION1 0020118766 5/16/2006 Y $0.00 $3,745.82 0020118766 OPTION1 0020119228 5/9/2006 N $0.00 $0.00 0020119228 OPTION1 0020141065 5/5/2006 Y $0.00 $6,929.38 0020141065 OPTION1 0020167755 5/19/2006 N $0.00 $0.00 0020167755 OPTION1 0020185518 5/9/2006 N $0.00 $0.00 0020185518 OPTION1 0020204301 5/8/2006 N $0.00 $0.00 0020204301 OPTION1 0020411575 5/5/2006 N $0.00 $0.00 0020411575 OPTION1 0020446936 5/5/2006 N $0.00 $0.00 0020446936 OPTION1 0020454237 5/15/2006 N $0.00 $0.00 0020454237 OPTION1 0020454419 5/1/2006 Y $0.00 $2,197.19 0020454419 OPTION1 0020456950 5/11/2006 N $0.00 $0.00 0020456950 OPTION1 0020476974 5/23/2006 N $0.00 $0.00 0020476974 OPTION1 0020499034 5/30/2006 N $0.00 $0.00 0020499034 OPTION1 0020514477 5/4/2006 N $0.00 $0.00 0020514477 OPTION1 0020524955 5/30/2006 Y $0.00 $8,588.60 0020524955 OPTION1 0020533907 5/23/2006 Y $0.00 $8,435.73 0020533907 OPTION1 0020545521 5/15/2006 Y $0.00 $29,284.20 0020545521 OPTION1 0020558813 5/24/2006 N $0.00 $0.00 0020558813 OPTION1 0020561114 5/25/2006 N $0.00 $0.00 0020561114 OPTION1 0020563599 5/24/2006 Y $0.00 $7,112.96 0020563599 OPTION1 0020564159 5/11/2006 Y $0.00 $6,532.16 0020564159 OPTION1 0020579223 5/12/2006 N $0.00 $0.00 0020579223 OPTION1 0020587879 5/3/2006 Y $0.00 $6,743.34 0020587879 OPTION1 0020593927 5/4/2006 Y $0.00 $10,916.82 0020593927 OPTION1 0020610846 5/3/2006 Y $0.00 $10,062.79 0020610846 OPTION1 0020611992 5/22/2006 N $0.00 $0.00 0020611992 OPTION1 0020612479 5/23/2006 N $0.00 $0.00 0020612479 OPTION1 0020626198 5/4/2006 N $0.00 $0.00 0020626198 OPTION1 0020633624 5/1/2006 N $0.00 $0.00 0020633624 OPTION1 0020634143 5/15/2006 N $0.00 $0.00 0020634143 OPTION1 0020639241 5/30/2006 N $0.00 $0.00 0020639241 OPTION1 0020640785 5/30/2006 N $0.00 $0.00 0020640785 OPTION1 0020642575 5/25/2006 N $0.00 $0.00 0020642575 OPTION1 0020645784 5/19/2006 N $0.00 $0.00 0020645784 OPTION1 0020658712 5/30/2006 N $0.00 $0.00 0020658712 OPTION1 0020662755 5/18/2006 N $0.00 $0.00 0020662755 OPTION1 0020663795 5/26/2006 N $0.00 $0.00 0020663795 OPTION1 0020671178 5/1/2006 N $0.00 $0.00 0020671178 OPTION1 0020675880 5/26/2006 Y $0.00 $1,726.24 0020675880 OPTION1 0020681847 5/25/2006 N $0.00 $0.00 0020681847 OPTION1 0020705950 5/10/2006 N $0.00 $0.00 0020705950 OPTION1 0020707089 5/9/2006 N $0.00 $0.00 0020707089 OPTION1 0020715181 5/8/2006 N $0.00 $0.00 0020715181 OPTION1 0020723243 5/9/2006 N $0.00 $0.00 0020723243 OPTION1 0020727129 5/18/2006 N $0.00 $0.00 0020727129 OPTION1 0020727194 5/18/2006 N $0.00 $0.00 0020727194 OPTION1 0020729463 5/24/2006 N $0.00 $0.00 0020729463 OPTION1 0020731212 5/24/2006 N $0.00 $0.00 0020731212 OPTION1 0020737672 5/11/2006 N $0.00 $0.00 0020737672 OPTION1 0020747044 5/17/2006 N $0.00 $0.00 0020747044 OPTION1 0020749412 5/8/2006 N $0.00 $0.00 0020749412 OPTION1 0020760203 5/19/2006 Y $0.00 $7,992.90 0020760203 OPTION1 0020762134 5/25/2006 N $0.00 $0.00 0020762134 OPTION1 0020762167 5/26/2006 N $0.00 $0.00 0020762167 OPTION1 0020763090 5/24/2006 Y $0.00 $12,057.75 0020763090 OPTION1 0020797387 5/2/2006 Y $0.00 $2,874.83 0020797387 OPTION1 0020804035 5/30/2006 N $0.00 $0.00 0020804035 OPTION1 0020865515 5/16/2006 N $0.00 $0.00 0020865515 OPTION1 Loan Prepayment Summary (~~cont.~~continued) Date: 69/2925/2006 59:0124:1321 PMAM Deal Number: SASCO 2006-OPT1 Report As of: 58/30/2006 Investor Ln Nbr ~~Prepayment~~MI ~~Amount Total Prepayment Loan Number Servicer Name Originator 0012975769 $96,343~~Cov.32 ~~$96,343.32~~% ~~0012975769~~HZ ~~OPTION1~~Claim ~~0015272693~~Dt ~~$494,231.87~~HZ ~~$494,231.87~~Claim ~~0015272693~~Amount ~~OPTION1~~Loan ~~0019135409~~Number ~~$120,520~~Cov.87 ~~$120,520.87~~Type ~~0019135409~~MI ~~OPTION1~~Claim ~~0019470343~~Dt ~~$151,628.09~~MI ~~$157,498.67~~Claim ~~0019470343~~Amount ~~OPTION1~~Servicer ~~0019510346~~Name $120,000.00 $123,840.00 0019510346 OPTION1 0019513928 $164,207.63 $164,207.63 0019513928 OPTION1 0019515113 $97,244.66 $97,244.66 0019515113 OPTION1 0019522143 $256,693.96 $265,216.36 0019522143 OPTION1 0019756675 $227,072.96 $229,343.69 0019756675 OPTION1 0019766294 $175,607.06 $181,890.28 0019766294 OPTION1 0019777523 $762,797.31 $762,797.31 0019777523 OPTION1 0019779313 $88,750.56 $89,641.06 0019779313 OPTION1 0019815448 $145,819.55 $150,243.37 0019815448 OPTION1 0019818665 $310,541.69 $310,541.69 0019818665 OPTION1 0019826049 $470,400.00 $484,888.32 0019826049 OPTION1 0019828615 $167,484.80 $167,484.80 0019828615 OPTION1 0019888007 $59,924.71 $59,924.71 0019888007 OPTION1 0019908466 $32,808.18 $34,336.73 0019908466 OPTION1 0019959287 $29,834.58 $31,104.74 0019959287 OPTION1 0020000899 $54,937.51 $54,937.51 0020000899 OPTION1 0020027017 $39,140.84 $40,995.41 0020027017 OPTION1 0020047270 $115,849.97 $120,556.59 0020047270 OPTION1 0020087367 $274,626.51 $274,626.51 0020087367 OPTION1 0020118766 $107,807.88 $111,553.70 0020118766 OPTION1 0020119228 $119,650.09 $119,650.09 0020119228 OPTION1 0020141065 $346,468.96 $353,398.34 0020141065 OPTION1 0020167755 $66,385.38 $66,385.38 0020167755 OPTION1 0020185518 $217,617.05 $217,617.05 0020185518 OPTION1 0020204301 $149,296.24 $149,296.24 0020204301 OPTION1 0020411575 $241,952.36 $241,952.36 0020411575 OPTION1 0020446936 $23,701.82 $23,701.82 0020446936 OPTION1 0020454237 $139,771.25 $139,771.25 0020454237 OPTION1 0020454419 $49,935.14 $52,132.33 0020454419 OPTION1 0020456950 $67,945.31 $67,945.31 0020456950 OPTION1 0020476974 $243,441.86 $243,441.86 0020476974 OPTION1 0020499034 $248,362.24 $248,362.24 0020499034 OPTION1 0020514477 $230,195.36 $230,195.36 0020514477 OPTION1 0020524955 $429,430.10 $438,018.70 0020524955 OPTION1 0020533907 $199,919.11 $208,354.84 0020533907 OPTION1 0020545521 $957,000.00 $986,284.20 0020545521 OPTION1 0020558813 $199,868.94 $199,868.94 0020558813 OPTION1 0020561114 $99,468.79 $99,468.79 0020561114 OPTION1 0020563599 $299,090.94 $306,203.90 0020563599 OPTION1 0020564159 $223,763.33 $230,295.49 0020564159 OPTION1 0020579223 $122,899.90 $122,899.90 0020579223 OPTION1 0020587879 $145,343.52 $152,086.86 0020587879 OPTION1 0020593927 $303,663.94 $314,580.76 0020593927 OPTION1 0020610846 $286,200.00 $296,262.79 0020610846 OPTION1 0020611992 $142,457.42 $142,457.42 0020611992 OPTION1 0020612479 $499,512.85 $499,512.85 0020612479 OPTION1 0020626198 $141,175.80 $141,175.80 0020626198 OPTION1 0020633624 $87,957.75 $87,957.75 0020633624 OPTION1 0020634143 $224,680.50 $224,680.50 0020634143 OPTION1 0020639241 $134,869.44 $134,869.44 0020639241 OPTION1 0020640785 $303,998.00 $303,998.00 0020640785 OPTION1 0020642575 $139,844.88 $139,844.88 0020642575 OPTION1 0020645784 $195,926.51 $195,926.51 0020645784 OPTION1 0020658712 $339,671.25 $339,671.25 0020658712 OPTION1 0020662755 $357,000.00 $357,000.00 0020662755 OPTION1 0020663795 $439,338.31 $439,338.31 0020663795 OPTION1 0020671178 $1,049,230.73 $1,049,230.73 0020671178 OPTION1 0020675880 $239,345.58 $241,071.82 0020675880 OPTION1 0020681847 $301,838.78 $301,838.78 0020681847 OPTION1 0020705950 $38,861.74 $38,861.74 0020705950 OPTION1 0020707089 $344,530.77 $344,530.77 0020707089 OPTION1 0020715181 $174,087.71 $174,087.71 0020715181 OPTION1 0020723243 $525,000.00 $525,000.00 0020723243 OPTION1 0020727129 $179,799.93 $179,799.93 0020727129 OPTION1 0020727194 $89,494.75 $89,494.75 0020727194 OPTION1 0020729463 $177,474.83 $177,474.83 0020729463 OPTION1 0020731212 $252,000.00 $252,000.00 0020731212 OPTION1 0020737672 $69,818.60 $69,818.60 0020737672 OPTION1 0020747044 $35,972.48 $35,972.48 0020747044 OPTION1 0020749412 $216,819.34 $216,819.34 0020749412 OPTION1 0020760203 $161,157.81 $169,150.71 0020760203 OPTION1 0020762134 $334,334.78 $334,334.78 0020762134 OPTION1 0020762167 $187,420.47 $187,420.47 0020762167 OPTION1 0020763090 $431,240.00 $443,297.75 0020763090 OPTION1 0020797387 $79,956.21 $82,831.04 0020797387 OPTION1 0020804035 $183,360.00 $183,360.00 0020804035 OPTION1 0020865515 $102,640.28 $102,640.28 0020865515 OPTION1Originator

Contact Us: RMG T: 718-858-6050 Risk Management Group E: info@rmgglobal.com W: www.rmgglobal.com Loan Statistics Dashboard (OTS) Date: 6/29/2006 5:00:49 PM Deal Number: SASCO 2006-OPT1 Report As of: 5/30/2006 Summary Description Count UPB % of Total UPB Current 4539 $903,096,911.75 98.32% Delinq 87 $15,416,700.84 1.67% Total 4626 $918,513,612.59 Average UPB $198,554.61 WAM(Months) 355 WACLTV 68.13% WAC 8.27% Del Trigger Target Actual n/a Loan with Pre. Penalties Loss Severity 0.00% Pymt Velocity Rate Type Stratification Description Count UPB % of Total UPB 4 $598,442.99 0.06% ARM 3237 $750,672,450.61 81.72% Fixed Rate 1385 $167,242,718.99 18.20% Top 5 States State Count UPB % of Total UPB CA 743 $253,059,761.73 27.55% FL 508 $97,158,385.66 10.57% TX 411 $44,742,812.53 4.87% NY 338 $92,586,109.13 10.07% MA 200 $51,795,509.94 5.63% LTV Stratification Range Count UPB % of Total UPB < 65% 1258 $148,920,425.21 16.21% 65% - < 75% 556 $135,223,784.35 14.72% 75% - < 85% 1680 $374,785,968.39 40.80% 85% - < 95% 1023 $238,657,141.79 25.98% 95% - < 100% 105 $19,872,841.40 2.16% > 100% 4 $1,053,451.45 0.11% FICO Stratification Range Count UPB % of Total UPB N/A 4626 $918,513,612.59 100.00% 300 - < 400 0 $0.00 0.00% 400 - < 500 0 $0.00 0.00% 500 - < 600 0 $0.00 0.00% 600 - < 700 0 $0.00 0.00% 700 - < 850 0 $0.00 0.00% UPB Stratification Range Count UPB % of Total UPB 0 - < $25K 140 $3,033,020.77 0.33% $25K - < $75K 960 $50,621,110.87 5.51% $75K - < $150K 1279 $141,965,796.60 15.45% $150K - < $200K 543 $94,547,229.15 10.29% > $200K 1704 $628,346,455.20 68.40% Interest Rate Stratification Range Count UPB % of Total UPB 0% - < 5% 0 $0.00 0.00% 5% - < 10% 3205 $805,688,820.15 87.71% 10% - < 15% 1421 $112,824,792.44 12.28% Lien Position Stratification Position Count UPB % of Total UPB 4 $598,442.99 0.06% 1 4622 $917,915,169.60 99.93% Variable Rate Loans by Index Index Count UPB % of Total UPB 6 Month LIBOR 3237 $750,672,450.61 81.72% Losses Prior Losses $0.00 Current Month L $0.00 G $0.00 Total Losses $0.00 Cum. Loss Trig Target Actual n/a %

Contact Us: RMG (logo) T: 718-858-6050 Risk Management Group E: info@rmgglobal.com W: www.rmgglobal.com ~~Red~~Loan ~~Flag~~Statistics Dashboard (OTS) Date: 69/2925/2006 59:0124:0416 PMAM Deal Number: SASCO 2006-OPT1 Report As of: 58/30/2006 ~~Loans~~Summary ~~Delinquent>=~~Description 90Count ~~Days~~UPB ~~(w/~~% BKof Total UPB Current 4013 $794,547,751.86 FC95.70% Delinq 220 $35,653,870.35 ~~FB)~~4.29% ~~Count~~Total ~~UPB~~4233 3$830,201,622.21 Average UPB $~~386~~196,~~294~~126.8606 InWAM(Months) ~~Foreclosure~~352 >=WACLTV ~~180~~68.12% ~~Days~~WAC ~~Count~~8.23% ~~UPB~~Del Trigger Target Actual n/a Loan with Pre. Penalties Loss Severity 0.00% InPymt ~~Bankruptcy~~Velocity >=Rate 60Type ~~Days~~Stratification Description Count UPB 0% ~~REO~~of >=Total ~~180~~UPB ~~Days~~ARM 2928 $672,560,274.77 81.01% Fixed Rate 1305 $157,641,347.44 18.98% Top 5 States State Count UPB 0% ~~Loans~~of ~~with~~Total ~~LTV~~UPB >=CA 85663 $223,682,510.41 26.94% ~~and~~FL ~~Delinquent~~464 >=$88,872,756.32 6010.70% ~~Days(Excluded~~TX BK398 $42,234,818.24 FC5.08% NY 317 $86,909,447.49 FB10.46% MA 171 $43,638,653.82 ~~REO)~~5.25% LTV Stratification Range Count UPB 1% of Total UPB < 65% 1144 $92133,~~468~~248,320.0049 ~~Loans~~16.05% ~~with~~65% ~~UPB~~- <= 75% 502 $~~50K~~119,994,461.09 ~~and~~14.45% ~~Delinquent~~75% >=- 30< ~~Days(Excluded~~85% ~~BK,~~1539 FC$340, FB016,325.56 ~~REO)~~40.95% ~~Count~~85% ~~UPB~~- 10< 95% 942 $~~330~~217,~~044~~449,396.8598 ~~Loans~~26.19% in95% ~~Foreclosure~~- < 100% 99 $18,230,197.51 2.19% >= 60100% ~~Days~~7 ~~beyond~~$1,262,920.58 ~~state~~0.15% ~~average~~FICO Stratification Range Count UPB 0% MIof ~~Claims~~Total ~~open~~UPB >=N/A 604233 ~~Days~~$830,201,622.21 ~~Number~~100.00% of300 ~~Loans~~- ~~Total~~< ~~Claim~~400 ~~Amount~~0 ~~Avg~~$0.00 ~~Claim~~0.00% ~~Avg~~400 - < 500 0 $0.00 ~~Aging~~0.00% 500 - < 600 0 ~~REO~~$0.00 ~~Not~~0.00% on600 ~~Market~~- ~~and~~< in700 ~~Inventory~~0 >=$0.00 600.00% ~~Days~~700 ~~Number~~- of< ~~Loans~~850 ~~Total~~0 ~~UPB~~$0.00 ~~Avg~~0.00% ~~Days~~UPB inStratification ~~Inventory~~Range Count UPB % of Total UPB 0 ~~REO~~- on< ~~Market~~$25K ~~and~~131 in$2,834,580.10 ~~Inventory~~0.34% >=$25K 60- ~~Days~~< ~~Number~~$75K of902 ~~Loans~~$47,435,996.81 ~~Total~~5.71% ~~UPB~~$75K ~~Avg~~- < $150K 1180 $130,955,213.28 ~~Days~~15.77% in$150K ~~Inventory~~- 0< ~~REO~~$200K ~~Prop~~483 in$84,018,040.24 ~~Eviction~~10.12% >= 60$200K ~~Days~~1537 ~~Number~~$564,957,791.78 of68.05% ~~Loans~~Interest Rate Stratification Range Count UPB % of Total UPB ~~Avg.~~0% ~~Days~~- in< ~~Eviction~~5% 0 ~~BPO~~$0.00 ~~Reconciliation~~0.00% ~~Variance~~5% ~~Number~~- of< ~~Loans~~10% ~~Total~~2934 ~~UPB~~$730,102,043.49 87.94% 10% - < 15% 151299 -$100,099,578.72 2012.05% 20Lien -Position 25Stratification Position Count UPB % 25of -Total 30UPB 1 4233 $830,201,622.21 100.00% >Variable 30Rate Loans by Index Index Count UPB % of Total UPB 6 Month LIBOR 2928 $672,560,274.77 81.01% Losses Prior Losses $0.00 Current Month L $0.00 G $0.00 Total Losses $0.00 Cum. Loss Trig Target Actual n/a %

Contact Us: RMG (logo) T: 718-858-6050 Risk Management Group E: info@rmgglobal.com W: www.rmgglobal.com ~~REO~~Red ~~Report~~Flag Dashboard (OTS) Date: 69/2925/2006 59:0124:0820 PMAM Deal Number: SASCO 2006-OPT1 Report As of: 58/30/2006 ~~Investor~~Loans LnDelinquent>= ~~Tfr~~90 Dt Days in(w/ CVBK, ~~Val~~FC, DtFB) ~~Eviction~~Count ~~Evict~~UPB ~~Start~~74 Dt$12,978,816.78 In Foreclosure >= 180 Days inCount ~~Nbr~~UPB ~~Listed~~0 DtIn ~~Inventory~~Bankruptcy >= 60 Days Count UPB ~~Val~~2 ~~Meth~~$163,178.92 ~~Required~~REO ~~Evict~~>= ~~Cmp~~180 DtDays ~~Eviction~~Count ~~Loan~~UPB ~~Number~~0 ~~State~~Loans ~~State~~with ~~Avg~~LTV ~~Servicer~~>= ~~Name~~85% ~~Originator~~and ~~REO~~Delinquent ~~Report~~>= 60 Days(~~cont~~Excluded BK, FC, FB, REO) Count UPB 11 $2,895,524.70 Loans with UPB <= $50K and Delinquent >= 30 Days(Excluded BK, FC, FB, REO) ~~Date:~~Count ~~6/29/2006~~UPB ~~5:01:08~~24 PM$726,801.41 ~~Deal~~Loans in Foreclosure >= 60 Days beyond state average Count UPB 0 MI Claims open >= 60 Days Number: ~~SASCO~~of ~~2006-OPT1~~Loans ~~Report~~Total AsClaim Amount Avg. Claim Avg. Aging 0 REO Not on Market and in Inventory >= 60 Days Number of: ~~5/30/2006~~Loans ~~Investor~~Total LnUPB ~~Insurance~~Avg. ~~EXPENSES~~Days ~~List~~in ~~Price~~Inventory ~~Contract~~0 ~~Date~~REO ~~Closing~~on ~~Date~~Market ~~Nbr~~and Inin ~~Place~~Inventory ~~Actual~~>= ~~Sales~~60 ~~Price~~Days ~~Loan~~Number of Loans Total UPB Avg. Days in Inventory 0 REO Prop in Eviction >= 60 Days Number of Loans Total UPB Avg. Days in Eviction 0 BPO ~~Var~~Reconciliation Variance Number of Loans Total UPB 10 - 15% 3 $503,452.52 15 - 20% ~~Projected~~3 ~~Servicer~~$733,031.37 ~~Name~~20 ~~Originator~~- 25% 0 $0.00 25 - 30% 1 $59,942.59 > 30% 2 $244,189.36

Contact Us: RMG (logo) T: 718-858-6050 Risk Management Group E: info@rmgglobal.com W: www.rmgglobal.com ~~Watch~~REO ~~List~~ Report Date: 69/2925/2006 59:0124:2322 PMAM Deal Number: SASCO 2006-OPT1 Report As of: 58/30/2006 Investor Ln Tfr Dt Days in CV Val Dt Eviction Evict Start Dt Days in Nbr ~~Lien~~Listed ~~State~~Dt ~~First~~Inventory ~~Pmt~~UPB ~~Valuation~~Val ~~Method~~Meth ~~Orig.~~Required ~~Value~~Evict ~~Orig.~~Cmp ~~Amount~~Dt ~~OLTV~~Eviction Loan Number ~~Position~~State ~~FICO(Date)~~State ~~Last~~Avg ~~Paid~~Servicer DtName Originator 0020438701 8/24/2006 7 $96,000.00 ~~Valuation~~N ~~Date~~0020438701 ~~Current~~MO ~~Value~~$76,711.53 ~~Current~~OPTION1 ~~Bal~~0020663399 ~~LTV~~8/7/2006 ~~Servicer~~24 ~~Name~~$101,000.00 ~~Aging~~Y 8/~~Delinquency~~24/2006 ~~Originator~~7 ~~Watch~~0020663399 ~~List~~NC $92,468.00 OPTION1 REO Report (~~cont.~~continued) Date: 69/2925/2006 59:0124:2322 PMAM Deal Number: SASCO 2006-OPT1 Report As of: 58/30/2006 Investor Ln ~~Nbr~~Insurance ~~BPO~~EXPENSES ~~Var.~~List %Price ~~Boarding~~Contract Date ~~Status~~Closing ~~History~~Date ~~Loan~~Nbr ~~Number~~In Place Actual Sales Price Loan ~~Type~~Number ~~Sr/Jr~~BPO ~~Lien~~Var. ~~Bal~~% Projected Servicer Name Originator 0020438701 0.00% $0.00 0020438701 OPTION1 0020663399 3.06% $0.00 0020663399 OPTION1

Filing Compare · SASCO 2006-OPT1