10-D 1 bay0600a_10d-200610.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: September 2, 2006 to October 1, 2006 Commission File Number of issuing entity: 333-122059-04 Bayview Financial Mortgage Pass-Through Trust 2006-A (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-122059 Bayview Financial Securities Company, LLC (Exact name of depositor as specified in its charter) Bayview Financial, L.P. (Exact name of sponsor as specified in its charter) New York (State or other jurisdiction of incorporation or organization of the issuing entity) 54-2193469 54-2193470 54-2193560 (I.R.S. Employer Identification No.) c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Road Columbia, MD 21045 (Address of principal executive offices of the issuing entity) (Zip Code) (410) 884-2000 (Telephone number, including area code) Not Applicable (Former name, former address, if changed since last report) Registered/reporting pursuant to (check one) Title of Section Section Section Name of Exchange Class 12(b) 12(g) 15(d) (If Section 12(b)) A-IO _____ _____ __X___ ____________ 1-A1 _____ _____ __X___ ____________ 1-A2 _____ _____ __X___ ____________ 1-A3 _____ _____ __X___ ____________ 1-A4 _____ _____ __X___ ____________ 1-A5 _____ _____ __X___ ____________ 2-A1 _____ _____ __X___ ____________ 2-A2 _____ _____ __X___ ____________ 2-A3 _____ _____ __X___ ____________ 2-A4 _____ _____ __X___ ____________ M-1 _____ _____ __X___ ____________ M-2 _____ _____ __X___ ____________ M-3 _____ _____ __X___ ____________ M-4 _____ _____ __X___ ____________ B-1 _____ _____ __X___ ____________ B-2 _____ _____ __X___ ____________ B-3 _____ _____ __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 October 30, 2006 a distribution was made to holders of Bayview Financial Mortgage Pass-Through Trust 2006-A. 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 Bayview Financial Mortgage Pass-Through Trust 2006-A, relating to the October 30, 2006 distribution. (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. Bayview Financial Mortgage Pass-Through Trust 2006-A (Issuing Entity) Wells Fargo Bank, N.A. (Master Servicer) /s/ Elisabeth A. Brewster Elisabeth A. Brewster, Vice President Date: November 13, 2006 EXHIBIT INDEX Exhibit Number Description EX-99.1 Monthly report distributed to holders of Bayview Financial Mortgage Pass-Through Trust 2006-A, relating to the October 30, 2006 distribution. EX-99.1 Bayview Financial Mortgage Pass-Through Trust 2006-A Mortgage Pass-Through Certificates Distribution Date: 10/30/2006 Bayview Financial Mortgage Pass-Through Trust 2006-A Mortgage Pass-Through Certificates Series 2006-A Contact: Customer Service - CTSLink Wells Fargo Bank, N.A. Securities Administration Services 7485 New Horizon Way Frederick, MD 21703 www.ctslink.com Telephone: (301) 815-6600 Fax: (301) 815-6660

Certificateholder Distribution Summary Class CUSIP Certificate Beginning Interest Pass-Through Certificate Distribution Rate Balance A-IO 07325NCN0 2.~~78518~~69346% 0.00 ~~658~~517,~~411~~377.7588 1-A1 07325NCP5 5.61400% 9885,~~234~~151,~~765~~516.3834 ~~459~~398,~~574~~367.9818 1-A2 07325NCQ3 5.48300% 45,648,000.00 208,573.32 1-A3 07325NCR1 5.86500% 19,061,000.00 93,160.64 1-A4 07325NCS9 6.08700% 22,533,000.00 114,298.64 1-A5 07325NCT7 5.70400% 22,533,000.00 107,106.86 2-A1 07325NCU4 5.~~21063~~44375% ~~125~~76,~~007~~229,~~230~~151.6040 ~~524~~368,~~711~~864.8439 2-A2 07325NCV2 5.~~33063~~56375% 74,901,000.00 ~~321~~370,~~633~~427.7806 2-A3 07325NCW0 5.~~44063~~67375% 97,101,000.00 ~~425~~489,~~567~~712.4471 2-A4 07325NCX8 5.~~39063~~62375% 8672,~~603~~380,~~731~~727.8916 ~~376~~361,~~072~~823.5421 M-1 07325NCY6 5.~~54063~~77375% 38,989,000.00 ~~174~~200,~~019~~100.0321 M-2 07325NCZ3 5.~~58063~~81375% 11,307,000.00 5058,~~830~~432.7006 M-3 07325NDA7 5.~~74063~~97375% 19,495,000.00 90103,~~152~~518.6145 M-4 07325NDB5 56.~~94063~~17375% 8,968,000.00 4249,~~916~~214.4339 B-1 07325NDC3 6.~~64063~~87375% 7,798,000.00 4147,~~714~~645.5978 B-2 07325NDD1 7.~~44063~~67375% 5,459,000.00 3237,~~720~~236.3845 B-3 07325NDE9 8.~~59063~~82375% 8,187,000.00 5664,~~655~~213.9237 P 07325NDH2 0.00000% 100.00 ~~214~~285,~~146~~353.2743 X 07325NDG4 0.00000% 0.00 84436,~~115~~590.2633 R 07325NDF6 0.00000% 0.00 0.00 Totals ~~691~~615,~~825~~741,~~827~~494.8790 4,~~076~~312,~~382~~016.9836

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses A-IO 0.00 0.00 0.00 ~~658~~517,~~411~~377.7588 0.00 1-A1 43,~~822~~186,~~813~~157.2745 0.00 9381,~~411~~965,~~952~~358.1189 53,~~282~~584,~~388~~524.2563 0.00 1-A2 0.00 0.00 45,648,000.00 208,573.32 0.00 1-A3 0.00 0.00 19,061,000.00 93,160.64 0.00 1-A4 0.00 0.00 22,533,000.00 114,298.64 0.00 1-A5 0.00 0.00 22,533,000.00 107,106.86 0.00 2-A1 1210,~~553~~945,~~260~~781.1477 0.00 ~~112~~65,~~453~~283,~~970~~369.4663 1311,~~077~~314,~~971~~646.9816 0.00 2-A2 0.00 0.00 74,901,000.00 ~~321~~370,~~633~~427.7806 0.00 2-A3 0.00 0.00 97,101,000.00 ~~425~~489,~~567~~712.4471 0.00 2-A4 3,~~660~~191,~~354~~636.8466 0.00 8269,~~943~~189,~~377~~090.0549 43,~~036~~553,~~427~~459.3887 0.00 M-1 0.00 0.00 38,989,000.00 ~~174~~200,~~019~~100.0321 0.00 M-2 0.00 0.00 11,307,000.00 5058,~~830~~432.7006 0.00 M-3 0.00 0.00 19,495,000.00 90103,~~152~~518.6145 0.00 M-4 0.00 0.00 8,968,000.00 4249,~~916~~214.4339 0.00 B-1 0.00 0.00 7,798,000.00 4147,~~714~~645.5978 0.00 B-2 0.00 0.00 5,459,000.00 3237,~~720~~236.3845 0.00 B-3 0.00 0.00 8,187,000.00 5664,~~655~~213.9237 0.00 P 0.00 0.00 100.00 ~~214~~285,~~146~~353.2743 0.00 X 0.00 0.00 0.00 84436,~~115~~590.2633 0.00 R 0.00 0.00 0.00 0.00 0.00 Totals 2117,~~036~~323,~~428~~575.2588 0.00 ~~670~~598,~~789~~417,~~399~~919.6201 2521,~~112~~635,~~811~~592.2324 0.00 As Master Servicer, Wells Fargo Bank, N.A. has independently calculated collateral information based on loan level data received from external parties, which may include the Servicers, Issuer and other parties to the transaction. Wells Fargo Bank, N.A. expressly disclaims any responsibility for the accuracy or completeness of information furnished to it by those third parties.

Principal Distribution Statement Class Original Beginning Scheduled UnScheduled Accretion Realized Face Certificate Principal Principal Loss Amount Balance Distribution Distribution A-IO 0.00 0.00 0.00 0.00 0.00 0.00 1-A1 115,553,000.00 9885,~~234~~151,~~765~~516.3834 0.00 43,~~822~~186,~~813~~157.2745 0.00 0.00 1-A2 45,648,000.00 45,648,000.00 0.00 0.00 0.00 0.00 1-A3 19,061,000.00 19,061,000.00 0.00 0.00 0.00 0.00 1-A4 22,533,000.00 22,533,000.00 0.00 0.00 0.00 0.00 1-A5 22,533,000.00 22,533,000.00 0.00 0.00 0.00 0.00 2-A1 170,950,000.00 ~~125~~76,~~007~~229,~~230~~151.6040 0.00 1210,~~553~~945,~~260~~781.1477 0.00 0.00 2-A2 74,901,000.00 74,901,000.00 0.00 0.00 0.00 0.00 2-A3 97,101,000.00 97,101,000.00 0.00 0.00 0.00 0.00 2-A4 100,000,000.00 8672,~~603~~380,~~731~~727.8916 0.00 3,~~660~~191,~~354~~636.8466 0.00 0.00 M-1 38,989,000.00 38,989,000.00 0.00 0.00 0.00 0.00 M-2 11,307,000.00 11,307,000.00 0.00 0.00 0.00 0.00 M-3 19,495,000.00 19,495,000.00 0.00 0.00 0.00 0.00 M-4 8,968,000.00 8,968,000.00 0.00 0.00 0.00 0.00 B-1 7,798,000.00 7,798,000.00 0.00 0.00 0.00 0.00 B-2 5,459,000.00 5,459,000.00 0.00 0.00 0.00 0.00 B-3 8,187,000.00 8,187,000.00 0.00 0.00 0.00 0.00 P 100.00 100.00 0.00 0.00 0.00 0.00 X 0.00 0.00 0.00 0.00 0.00 0.00 R 0.00 0.00 0.00 0.00 0.00 0.00 Totals 768,483,100.00 ~~691~~615,~~825~~741,~~827~~494.8790 0.00 2117,~~036~~323,~~428~~575.2588 0.00 0.00

Principal Distribution Statement (continued) Class Total Ending Ending Total Principal Certificate Certificate Principal Reduction Balance Percentage Distribution A-IO 0.00 0.00 0.00000000 0.00 1-A1 43,~~822~~186,~~813~~157.2745 9381,~~411~~965,~~952~~358.1189 0.~~80839054~~70933129 43,~~822~~186,~~813~~157.2745 1-A2 0.00 45,648,000.00 1.00000000 0.00 1-A3 0.00 19,061,000.00 1.00000000 0.00 1-A4 0.00 22,533,000.00 1.00000000 0.00 1-A5 0.00 22,533,000.00 1.00000000 0.00 2-A1 1210,~~553~~945,~~260~~781.1477 ~~112~~65,~~453~~283,~~970~~369.4663 0.~~65781790~~38188575 1210,~~553~~945,~~260~~781.1477 2-A2 0.00 74,901,000.00 1.00000000 0.00 2-A3 0.00 97,101,000.00 1.00000000 0.00 2-A4 3,~~660~~191,~~354~~636.8466 8269,~~943~~189,~~377~~090.0549 0.~~82943377~~69189090 3,~~660~~191,~~354~~636.8466 M-1 0.00 38,989,000.00 1.00000000 0.00 M-2 0.00 11,307,000.00 1.00000000 0.00 M-3 0.00 19,495,000.00 1.00000000 0.00 M-4 0.00 8,968,000.00 1.00000000 0.00 B-1 0.00 7,798,000.00 1.00000000 0.00 B-2 0.00 5,459,000.00 1.00000000 0.00 B-3 0.00 8,187,000.00 1.00000000 0.00 P 0.00 100.00 1.00000000 0.00 X 0.00 0.00 0.00000000 0.00 R 0.00 0.00 0.00000000 0.00 Totals 2117,~~036~~323,~~428~~575.2588 ~~670~~598,~~789~~417,~~399~~919.6201 0.~~87287463~~77870017 2117,~~036~~323,~~428~~575.2588

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution A-IO 0.00 0.00000000 0.00000000 0.00000000 0.00000000 1-A1 115,553,000.00 ~~850~~736.~~12734745~~90441910 0.00000000 4127.~~73680709~~57312618 0.00000000 1-A2 45,648,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A3 19,061,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A4 22,533,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A5 22,533,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 2-A1 170,950,000.00 ~~731~~445.~~25025212~~91489558 0.00000000 7364.~~43234946~~02914168 0.00000000 2-A2 74,901,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 2-A3 97,101,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 2-A4 100,000,000.00 ~~866~~723.~~03731890~~80727160 0.00000000 3631.~~60354840~~91636660 0.00000000 M-1 38,989,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-2 11,307,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-3 19,495,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-4 8,968,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B-1 7,798,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B-2 5,459,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B-3 8,187,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 P 100.00 1000.00000000 0.00000000 0.00000000 0.00000000 X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 R 0.00 0.00000000 0.00000000 0.00000000 0.00000000

Principal Distribution Factors Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution A-IO 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1-A1 0.00000000 4127.~~73680709~~57312618 ~~808~~709.~~39054036~~33129291 0.~~80839054~~70933129 4127.~~73680709~~57312618 1-A2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 1-A3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 1-A4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 1-A5 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 2-A1 0.00000000 7364.~~43234946~~02914168 ~~657~~381.~~81790266~~88575390 0.~~65781790~~38188575 7364.~~43234946~~02914168 2-A2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 2-A3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 2-A4 0.00000000 3631.~~60354840~~91636660 ~~829~~691.~~43377050~~89090490 0.~~82943377~~69189090 3631.~~60354840~~91636660 M-1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 B-1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 B-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 B-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 P 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 NOTE: All Classes are per $1,000 denomination.

Interest Distribution Statement Class Accrual Accrual Current Beginning Current Payment of Dates Days Certificate Certificate/ Accrued Unpaid Interest Rate Notional Interest Shortfall (1) Balance A-IO 0509/28/06 - 0610/27/06 30 2.~~78518~~69346% ~~283~~230,~~678~~503,~~220~~820.2169 ~~658~~517,~~411~~377.7588 0.00 1-A1 0509/01/06 - 0509/30/06 30 5.61400% 9885,~~234~~151,~~765~~516.3834 ~~459~~398,~~574~~367.9818 0.00 1-A2 0509/01/06 - 0509/30/06 30 5.48300% 45,648,000.00 208,573.32 0.00 1-A3 0509/01/06 - 0509/30/06 30 5.86500% 19,061,000.00 93,160.64 0.00 1-A4 0509/01/06 - 0509/30/06 30 6.08700% 22,533,000.00 114,298.64 0.00 1-A5 0509/01/06 - 0509/30/06 30 5.70400% 22,533,000.00 107,106.86 0.00 2-A1 0509/3028/06 - 0610/2729/06 2932 5.~~21063~~44375% ~~125~~76,~~007~~229,~~230~~151.6040 ~~524~~368,~~711~~864.8439 0.00 2-A2 0509/3028/06 - 0610/2729/06 2932 5.~~33063~~56375% 74,901,000.00 ~~321~~370,~~633~~427.7806 012,058.0008 2-A3 0509/3028/06 - 0610/2729/06 2932 5.~~44063~~67375% 97,101,000.00 ~~425~~489,~~567~~712.4471 025,126.0030 2-A4 0509/3028/06 - 0610/2729/06 2932 5.~~39063~~62375% 8672,~~603~~380,~~731~~727.8916 ~~376~~361,~~072~~823.5421 015,512.0065 M-1 0509/3028/06 - 0610/2729/06 2932 5.~~54063~~77375% 38,989,000.00 ~~174~~200,~~019~~100.0321 0.00 M-2 0509/3028/06 - 0610/2729/06 2932 5.~~58063~~81375% 11,307,000.00 5058,~~830~~432.7006 0.00 M-3 0509/3028/06 - 0610/2729/06 2932 5.~~74063~~97375% 19,495,000.00 90103,~~152~~518.6145 0.00 M-4 0509/3028/06 - 0610/2729/06 2932 56.~~94063~~17375% 8,968,000.00 4249,~~916~~214.4339 0.00 B-1 0509/3028/06 - 0610/2729/06 2932 6.~~64063~~87375% 7,798,000.00 4147,~~714~~645.5978 0.00 B-2 0509/3028/06 - 0610/2729/06 2932 7.~~44063~~67375% 5,459,000.00 3237,~~720~~236.3845 0.00 B-3 0509/3028/06 - 0610/2729/06 2932 8.~~59063~~82375% 8,187,000.00 5664,~~655~~213.9237 0.00 P N/A N/A 0.00000% 100.00 0.00 0.00 X N/A N/A 0.00000% 0.00 0.00 0.00 R N/A N/A 0.00000% 0.00 0.00 0.00 Totals 3,~~778~~590,~~121~~072.4560 052,697.0003

Interest Distribution Statement (continued) Class Current Non-Supported Total Remaining Ending Interest Interest Interest Unpaid Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance A-IO 0.00 0.00 ~~658~~517,~~411~~377.7588 0.00 ~~269~~218,~~343~~837,~~354~~741.9363 1-A1 0.00 0.00 ~~459~~398,~~574~~367.9818 0.00 9381,~~411~~965,~~952~~358.1189 1-A2 0.00 0.00 208,573.32 0.00 45,648,000.00 1-A3 0.00 0.00 93,160.64 0.00 19,061,000.00 1-A4 0.00 0.00 114,298.64 0.00 22,533,000.00 1-A5 0.00 0.00 107,106.86 0.00 22,533,000.00 2-A1 0.00 0.00 ~~524~~368,~~711~~864.8439 0.00 ~~112~~65,~~453~~283,~~970~~369.4663 2-A2 012,058.0008 0.00 ~~321~~370,~~633~~427.7806 0.00 74,901,000.00 2-A3 025,126.0030 0.00 ~~425~~489,~~567~~712.4471 0.00 97,101,000.00 2-A4 015,512.0065 0.00 ~~376~~361,~~072~~823.5421 0.00 8269,~~943~~189,~~377~~090.0549 M-1 0.00 0.00 ~~174~~200,~~019~~100.0321 0.00 38,989,000.00 M-2 0.00 0.00 5058,~~830~~432.7006 0.00 11,307,000.00 M-3 0.00 0.00 90103,~~152~~518.6145 0.00 19,495,000.00 M-4 0.00 0.00 4249,~~916~~214.4339 0.00 8,968,000.00 B-1 0.00 0.00 4147,~~714~~645.5978 0.00 7,798,000.00 B-2 0.00 0.00 3237,~~720~~236.3845 0.00 5,459,000.00 B-3 0.00 0.00 5664,~~655~~213.9237 0.00 8,187,000.00 P 0.00 0.00 ~~214~~285,~~146~~353.2743 0.00 100.00 X 0.00 0.00 84436,~~115~~590.2633 0.00 0.00 R 0.00 0.00 0.00 0.00 0.00 Totals 052,697.0003 0.00 4,~~076~~312,~~382~~016.9836 0.00 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls,if applicable.

Interest Distribution Factors Statement Class Original Current Beginning Current Payment of Face Certificate Certificate/ Accrued Unpaid Interest Amount Rate Notional Interest Shortfall (1) Balance A-IO 0.00 2.~~78518~~69346% ~~812~~660.~~74046192~~39536473 1.~~88635514~~48229193 0.00000000 1-A1 115,553,000.00 5.61400% ~~850~~736.~~12734745~~90441910 3.~~97717913~~44748453 0.00000000 1-A2 45,648,000.00 5.48300% 1000.00000000 4.56916667 0.00000000 1-A3 19,061,000.00 5.86500% 1000.00000000 4.88750013 0.00000000 1-A4 22,533,000.00 6.08700% 1000.00000000 5.07249989 0.00000000 1-A5 22,533,000.00 5.70400% 1000.00000000 4.75333333 0.00000000 2-A1 170,950,000.00 5.~~21063~~44375% ~~731~~445.~~25025212~~91489558 32.~~06938777~~15773261 0.00000000 2-A2 74,901,000.00 5.~~33063~~56375% 1000.00000000 4.~~29411864~~94555560 0.~~00000000~~16098690 2-A3 97,101,000.00 5.~~44063~~67375% 1000.00000000 45.~~38272974~~04333333 0.~~00000000~~25876459 2-A4 100,000,000.00 5.~~39063~~62375% ~~866~~723.~~03731890~~80727160 3.~~76072540~~61823210 0.~~00000000~~15512650 M-1 38,989,000.00 5.~~54063~~77375% 1000.00000000 45.~~46328529~~13222217 0.00000000 M-2 11,307,000.00 5.~~58063~~81375% 1000.00000000 45.~~49550721~~16777748 0.00000000 M-3 19,495,000.00 5.~~74063~~97375% 1000.00000000 45.~~62439651~~31000000 0.00000000 M-4 8,968,000.00 56.~~94063~~17375% 1000.00000000 45.~~78550736~~48777765 0.00000000 B-1 7,798,000.00 6.~~64063~~87375% 1000.00000000 56.~~34939600~~11000000 0.00000000 B-2 5,459,000.00 7.~~44063~~67375% 1000.00000000 56.~~99384136~~82111193 0.00000000 B-3 8,187,000.00 8.~~59063~~82375% 1000.00000000 67.~~92022963~~84333333 0.00000000 P 100.00 0.00000% 1000.00000000 0.00000000 0.00000000 X 0.00 0.00000% 0.00000000 0.00000000 0.00000000 R 0.00 0.00000% 0.00000000 0.00000000 0.00000000

Interest Distribution Factors Statement (continued) Class Current Non-Supported Total Remaining Unpaid Ending Interest Interest Interest Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance A-IO 0.00000000 0.00000000 1.~~88635514~~48229193 0.00000000 ~~771~~626.~~67095359~~97195113 1-A1 0.00000000 0.00000000 3.~~97717913~~44748453 0.00000000 ~~808~~709.~~39054036~~33129291 1-A2 0.00000000 0.00000000 4.56916667 0.00000000 1000.00000000 1-A3 0.00000000 0.00000000 4.88750013 0.00000000 1000.00000000 1-A4 0.00000000 0.00000000 5.07249989 0.00000000 1000.00000000 1-A5 0.00000000 0.00000000 4.75333333 0.00000000 1000.00000000 2-A1 0.00000000 0.00000000 32.~~06938777~~15773261 0.00000000 ~~657~~381.~~81790266~~88575390 2-A2 0.~~00000000~~16098690 0.00000000 4.~~29411864~~94555560 0.00000000 1000.00000000 2-A3 0.~~00000000~~25876459 0.00000000 45.~~38272974~~04333333 0.00000000 1000.00000000 2-A4 0.~~00000000~~15512650 0.00000000 3.~~76072540~~61823210 0.00000000 ~~829~~691.~~43377050~~89090490 M-1 0.00000000 0.00000000 45.~~46328529~~13222217 0.00000000 1000.00000000 M-2 0.00000000 0.00000000 45.~~49550721~~16777748 0.00000000 1000.00000000 M-3 0.00000000 0.00000000 45.~~62439651~~31000000 0.00000000 1000.00000000 M-4 0.00000000 0.00000000 45.~~78550736~~48777765 0.00000000 1000.00000000 B-1 0.00000000 0.00000000 56.~~34939600~~11000000 0.00000000 1000.00000000 B-2 0.00000000 0.00000000 56.~~99384136~~82111193 0.00000000 1000.00000000 B-3 0.00000000 0.00000000 67.~~92022963~~84333333 0.00000000 1000.00000000 P 0.00000000 0.00000000 ~~2141462~~2853534.~~70000000~~30000000 0.00000000 1000.00000000 X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls,if applicable. NOTE: All Classes are per $1,000 denomination.

CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 2521,~~067~~555,~~379~~441.8592 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0.00 Servicer Advances 1,~~148~~206,~~251~~356.8725 Gains & Subsequent Recoveries (Realized Losses) 35(107,546.0004) Prepayment Penalties ~~214~~285,~~146~~353.2743 Swap/Cap Payments 6491,~~591~~769.8562 Total Deposits 2623,~~494~~031,~~404~~375.8418 Withdrawals Swap Payments 0.00 Reserve Funds and Credit Enhancements 0.00 Reimbursement for Servicer Advances 1,~~081~~128,~~858~~188.4975 Total Administration Fees ~~299~~267,~~735~~594.1219 Payment of Interest and Principal 2521,~~112~~635,~~811~~592.2324 Total Withdrawals (Pool Distribution Amount) 2623,~~494~~031,~~404~~375.8418 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

ADMINISTRATION FEES Gross Servicing Fee* ~~286~~255,~~484~~756.1660 Master Servicing Fee - Wells Fargo Bank, N.A. 87,~~833~~891.9772 Trustee Fee - U.S. Bank National Association 43,~~416~~945.9987 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~299~~267,~~735~~594.1219 *Servicer Payees include: ~~AURORA~~Aurora ~~LOAN~~Loan ~~SRVCS~~Services ~~INC~~Inc.; BAYVIEW LOAN SERVICING, LLC; ~~CITIMORTGAGE~~CitiMortgage, ~~INC (MO)~~Inc.; INDYMAC; M & T ~~MTG~~Mortgage ~~CORP~~Corporation; WASHINGTON MUTUAL MTG SEC CORP

Reserve and Guaranty Funds Account Name Beginning Current Current Ending Balance Withdrawals Deposits Balance Reserve Fund 1,000.00 091,769.0062 091,769.0062 1,000.00 Hedge Funds Account Name Funds In (A) Funds Out(B) Net Amount(A - B) Cap Fund - Deutche Bank 6491,~~591~~769.8562 0.00 6491,~~591~~769.8562

COLLATERAL STATEMENT Collateral Description Mixed Fixed & Arm Weighted Average Gross Coupon 8.~~128891~~231706% Weighted Average Net Coupon 7.~~642461~~745583% Weighted Average Pass-Through Rate 7.~~626030~~723083% Weighted Average Remaining Term ~~288~~282 Beginning Scheduled Collateral Loan Count 65,~~177~~722 Number Of Loans Paid In Full ~~108~~90 Ending Scheduled Collateral Loan Count 65,~~069~~632 Beginning Scheduled Collateral Balance ~~706~~631,~~742~~337,~~708~~788.1072 Ending Scheduled Collateral Balance ~~686~~614,~~385~~014,~~693~~212.4483 Ending Actual Collateral Balance at 3130-~~May~~Sep-2006 ~~687~~614,~~089~~751,~~674~~973.4009 Monthly P&I Constant 5,~~812~~231,~~394~~835.0555 Special Servicing Fee 0.00 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount ~~214~~285,~~146~~353.2743 Prepayment Penalty Paid Count *23 Realized Loss Amount ~~(35~~107,546.~~00)~~04 Cumulative Realized Loss 6352,~~774~~068.4125 Scheduled Principal ~~988~~901,~~060~~012.4782 Unscheduled Principal 2716,~~919~~422,~~019~~563.~~54 * This data is currently not provided for reporting.~~07

Other Income (20,~~658~~789.0242)

Group Level Collateral Statement Group Group 1 Group 2 Collateral Description Fixed 15/30 & ARM Fixed 15/30 & ARM Weighted Average Coupon Rate 8.~~992271~~991431 7.~~665585~~785409 Weighted Average Net Rate 8.~~481378~~480588 7.~~192274~~313807 Pass-Through Rate 8.~~465438~~458088 7.~~175588~~291307 Weighted Average Remaining Term ~~282~~280 ~~291~~284 Record Date 0509/3130/2006 0509/3130/2006 Principal And Interest Constant 2,~~206~~074,~~753~~184.4238 3,~~605~~157,~~640~~651.6317 Beginning Loan Count 2,~~872~~748 32,~~305~~974 Loans Paid in Full 2331 8559 Ending Loan Count 2,~~849~~717 32,~~220~~915 Beginning Scheduled Balance ~~246~~233,~~715~~631,~~935~~351.2913 ~~460~~397,~~026~~706,~~772~~437.8159 Ending Scheduled Balance ~~242~~230,~~052~~357,~~011~~437.4554 ~~444~~383,~~333~~656,~~681~~775.9929 Scheduled Principal ~~334~~323,~~955~~617.7359 ~~653~~577,~~104~~395.7423 Unscheduled Principal 72,~~400~~950,~~582~~296.7800 2013,~~518~~472,~~436~~267.7607 Scheduled Interest 1,~~871~~750,~~797~~566.6979 2,~~973~~580,~~507~~255.6994 Servicing Fees ~~105~~99,~~037~~457.7244 ~~181~~156,~~446~~299.4416 Master Servicing Fees 32,~~083~~920.9239 54,~~750~~971.0533 Trustee Fee 1,~~541~~460.9620 2,~~875~~485.0367 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,~~762~~646,~~134~~728.0976 2,~~783~~416,~~436~~499.1778 Realized Loss Amount ~~(35~~107,536.~~00)~~04 010.00 Cumulative Realized Loss 6320,~~774~~163.4103 031,905.0022 Percentage of Cumulative Losses 0.~~0026~~1218 0.~~0000~~0062 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount ~~214~~21,~~146~~017.2729 0264,336.0014 Prepayment Penalty Paid Count *2 021 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.~~128891~~231706 Weighted Average Net Rate 7.~~642461~~745583 Pass-Through Rate 7.~~626030~~723083 Weighted Average Remaining Term ~~288~~282 Record Date 0509/3130/2006 Principal And Interest Constant 5,~~812~~231,~~394~~835.0555 Beginning Loan Count 65,~~177~~722 Loans Paid in Full ~~108~~90 Ending Loan Count 65,~~069~~632 Beginning Scheduled Balance ~~706~~631,~~742~~337,~~708~~788.1072 Ending Scheduled Balance ~~686~~614,~~385~~014,~~693~~212.4483 Scheduled Principal ~~988~~901,~~060~~012.4782 Unscheduled Principal 2716,~~919~~422,~~019~~563.5407 Scheduled Interest 4,~~845~~330,~~305~~822.3873 Servicing Fees ~~286~~255,~~484~~756.1660 Master Servicing Fees 87,~~833~~891.9772 Trustee Fee 43,~~416~~945.9987 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 4,~~545~~063,~~570~~228.2654 Realized Loss Amount ~~(35~~107,546.~~00)~~04 Cumulative Realized Loss 6352,~~774~~068.4125 Percentage of Cumulative Losses 0.~~0009~~0451 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount ~~214~~285,~~146~~353.2743 Prepayment Penalty Paid Count *23 Special Servicing Fee 0.00 * This data is currently not provided for reporting.

Additional Reporting - Deal Level Structural Reporting Excess Cash Amount ~~788~~596,~~558~~833.4717 Extra Principal Distribution Amount ~~704~~107,~~443~~546.2104 Overcollateralized Amount 15,596,293.82 Overcollaterized Deficiency Amount ~~704~~107,~~443~~546.2104 Specified Overcollateralization Amount 15,596,293.82 Trigger Event Reporting Delinquency Trigger Event? NO Stepdown In Effect? NO Subtrigger In Effect? YES Delinquency Trigger Trigger Result Pass Threshold Value 0.14.000000% Calculated Value 16.~~955467~~341199% Cumulative Loss Trigger Event Trigger Result Pass Threshold Value 01.02700000% Calculated Value 0.~~000873~~045148% Subordination Trigger Event Trigger Result N/A Threshold Value 0.00 Calculated Value 0.00

LOAN STATUS STRATIFICATION/CREDIT ENHANCEMENT STATEMENT DELINQUENT BANKRUPTCY FORECLOSURE REO Total No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 4235 0 0 4235 42,~~279~~560,~~527~~756.0554 0.00 0.00 42,~~279~~560,~~527~~756.0554 30 Days ~~147~~160 53 0 0 ~~152~~163 3227,~~768~~260,~~401~~642.1722 ~~664~~384,~~616~~636.6089 0.00 0.00 3327,~~433~~645,~~017~~279.7711 60 Days 4150 16 86 0 5062 610,~~666~~871,~~342~~835.0872 42538,~~149~~825.0568 ~~598~~524,~~431~~073.8553 0.00 711,~~306~~934,~~922~~734.9893 90 Days 814 13 2830 01 3748 ~~687~~1,~~666~~346,999.5627 67189,~~597~~897.2954 47,~~486~~799,~~075~~243.8835 058,769.0083 59,~~241~~394,~~339~~909.7399 120 Days 4 25 16 34 2529 ~~752~~631,~~845~~652.18 901,~~475~~144,278.5899 24,~~877~~912,~~178~~387.4081 ~~203~~254,~~330~~241.20 36,~~923~~942,~~829~~560.3618 150 Days 12 12 1420 69 22 33 286,~~784~~872.0420 ~~183~~124,~~695~~025.5907 25,~~900~~388,~~212~~533.4644 ~~551~~625,~~464~~031.9308 36,~~669~~424,~~157~~461.0279 180+ Days 36 17 225 127 765 ~~208~~426,~~169~~424.4367 ~~434~~1,~~043~~173,998.9331 ~~209~~5,~~264~~118,796.4548 853,~~915~~208,341.6521 ~~937~~9,~~393~~927,560.4667 Totals ~~204~~236 5361 6897 1041 ~~335~~435 4140,~~117~~824,~~208~~426.4626 56,~~762~~116,~~105~~419.0902 1123,~~071~~743,~~163~~034.0461 ~~840~~4,~~710~~146,383.7832 5874,~~791~~830,~~187~~263.3721 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.~~692042~~621449% 0.000000% 0.000000% 0.~~692042~~621449% 0.~~622848~~416551% 0.000000% 0.000000% 0.~~622848~~416551% 30 Days 2.~~422145~~840909% 0.~~082386~~053267% 0.000000% 0.000000% 2.~~504531~~894176% 4.~~769159~~434413% 0.~~096729~~062568% 0.000000% 0.000000% 4.~~865889~~496981% 60 Days 0.~~675564~~887784% 0.~~016477~~106534% 0.~~131817~~106534% 0.000000% 01.~~823859~~100852% 01.~~970229~~768491% 0.~~006134~~087649% 0.~~087097~~085250% 0.000000% 1.~~063460~~941390% 90 Days 0.~~131817~~248580% 0.~~016477~~053267% 0.~~461361~~532670% 0.~~000000~~017756% 0.~~609656~~852273% 0.~~100084~~219113% 0.~~009838~~030890% 01.~~652910~~268681% 0.~~000000~~009560% 01.~~762832~~528244% 120 Days 0.~~065909~~071023% 0.~~032954~~088778% 0.~~263635~~284091% 0.~~049432~~071023% 0.~~411929~~514915% 0.~~109570~~102749% 0.~~013168~~186137% 0.~~418749~~799085% 0.~~029593~~041357% 01.~~571080~~129327% 150 Days 0.~~016477~~035511% 0.~~016477~~035511% 0.~~230681~~355114% 0.~~098863~~159801% 0.~~362498~~585938% 0.~~004917~~046665% 0.~~026735~~020175% 0.~~422101~~876538% 0.~~080261~~101672% 01.~~534014~~045049% 180+ Days 0.~~049432~~106534% 0.~~016477~~124290% 0.~~032954~~443892% 0.~~016477~~479403% 01.~~115340~~154119% 0.~~030297~~069365% 0.~~063171~~190971% 0.~~030457~~832660% 0.~~012504~~521892% 01.~~136430~~614889% Totals 34.~~361345~~190341% 01.~~873290~~083097% 1.~~120448~~722301% 0.~~164772~~727983% 57.~~519855~~723722% 56.~~984256~~640796% 0.~~838625~~994941% 13.~~611313~~862214% 0.~~122358~~674481% 812.~~556552~~172432%

Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 1,~~148~~206,~~251~~356.8725

Delinquency Status By ~~Groups~~Group DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 1 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 7 0 0 7 ~~578~~503,~~477~~882.4480 0.00 0.00 ~~578~~503,~~477~~882.4480 30 Days 6177 32 0 0 6479 8,~~939~~374,~~734~~442.8966 ~~252~~180,~~525~~659.4938 0.00 0.00 98,~~192~~555,~~260~~102.3804 60 Days 1622 03 84 0 2429 13,~~631~~664,~~676~~575.4741 0313,592.0062 ~~598~~231,~~431~~706.8504 0.00 24,~~230~~209,~~108~~874.3207 90 Days 311 12 1311 01 1725 55695,~~218~~172.6230 67129,~~597~~897.2954 1,~~429~~007,~~752~~065.8844 058,769.0083 1,~~552~~890,~~568~~905.7911 120 Days 1 23 6 3 124 9511 12,~~345~~739.1802 90142,~~475~~411.5850 ~~543~~134,~~573~~380.0697 ~~203~~254,~~330~~241.20 ~~932~~543,~~724~~772.0269 150 Days 01 01 512 3 8 ~~0.00~~22 0124,872.0020 ~~913~~44,~~462~~031.5742 ~~192~~3,536,350.7181 1404,~~105~~755.35 4,~~813~~110,009.2878 180+ Days 01 03 111 116 231 095,345.0018 0272,822.0055 601,~~713~~043,143.9550 851,~~915~~512,194.6574 ~~146~~2,~~629~~923,505.6097 Totals 81113 1321 3341 729 ~~134~~204 1012,~~721~~967,~~975~~146.1677 ~~989~~1,~~075~~587,297.8081 35,~~545~~952,~~934~~646.3176 ~~481~~2,~~596~~229,961.5612 1522,~~738~~737,~~581~~052.8346 0-29 Days 0.~~245700~~257637% 0.000000% 0.000000% 0.~~245700~~257637% 0.~~238751~~218476% 0.000000% 0.000000% 0.~~238751~~218476% 30 Days 2.~~141102~~834008% 0.~~105300~~073611% 0.000000% 0.000000% 2.~~246402~~907619% 3.~~689633~~631028% 0.~~104223~~078331% 0.000000% 0.000000% 3.~~793856~~709359% 60 Days 0.~~561601~~809717% 0.~~000000~~110416% 0.~~280800~~147221% 0.000000% 01.~~842401~~067354% 01.~~673430~~588903% 0.~~000000~~135969% 0.~~246987~~100464% 0.000000% 01.~~920417~~825336% 90 Days 0.~~105300~~404858% 0.~~035100~~073611% 0.~~456300~~404858% 0.~~000000~~036805% 0.~~596701~~920132% 0.~~022790~~301416% 0.~~027899~~056322% 0.~~590092~~436648% 0.~~000000~~025482% 0.~~640781~~819867% 120 Days 0.~~035100~~036805% 0.~~070200~~110416% 0.~~210600~~110416% 0.~~105300~~147221% 0.~~421200~~404858% 0.~~039351~~005523% 0.~~037341~~061747% 0.~~224345~~058265% 0.~~083919~~110235% 0.~~384957~~235771% 150 Days 0.~~000000~~036805% 0.~~000000~~036805% 0.~~175500~~441664% 0.~~105300~~294442% 0.~~280800~~809717% 0.~~000000~~054143% 0.~~000000~~019091% 01.~~377007~~533307% 0.~~079388~~175496% 01.~~456394~~782036% 180+ Days 0.~~000000~~036805% 0.~~000000~~110416% 0.~~035100~~404858% 0.~~035100~~588885% 01.~~070200~~140964% 0.~~000000~~041340% 0.~~000000~~118292% 0.~~025058~~452291% 0.~~035459~~655664% 01.~~060517~~267587% Totals 24.~~843103~~158999% 0.~~456300~~772911% 1.~~158301~~509017% 01.~~245700~~067354% 47.~~703405~~508281% 45.~~425204~~622353% 0.~~408214~~688228% 12.~~463488~~580975% 0.~~198766~~966876% 69.~~495673~~858432% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 2 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 3528 0 0 3528 32,~~701~~056,~~049~~873.6174 0.00 0.00 32,~~701~~056,~~049~~873.6174 30 Days 8683 21 0 0 8884 2318,~~828~~886,~~666~~199.2856 ~~412~~203,~~091~~977.1151 0.00 0.00 2419,~~240~~090,~~757~~177.3907 60 Days 2528 13 02 0 2633 57,~~034~~207,~~665~~260.6131 42225,~~149~~233.0506 0292,367.0049 0.00 57,~~076~~724,~~814~~860.6686 90 Days 53 01 1519 0 2023 ~~632~~651,~~447~~826.9497 060,000.00 36,~~056~~792,~~323~~177.0091 0.00 37,~~688~~504,~~770~~004.9488 120 Days 3 02 1013 0 1318 ~~657~~618,~~500~~913.0016 01,001,867.0049 24,~~333~~778,~~605~~006.3484 0.00 26,~~991~~398,~~105~~787.3449 150 Days 1 1 98 31 1411 33162,~~784~~000.0400 ~~183~~79,~~695~~993.5965 1,~~986~~852,~~749~~182.8963 ~~359~~220,~~114~~275.2273 2,~~563~~314,~~343~~452.7401 180+ Days 35 14 114 011 534 ~~208~~331,~~169~~079.4349 ~~434~~901,~~043~~175.9376 ~~148~~4,~~550~~075,652.5098 01,696,146.0047 ~~790~~7,~~763~~004,054.8670 Totals 123 40 3556 312 ~~201~~231 3027,~~395~~857,~~233~~279.3049 4,~~773~~529,~~029~~121.2921 717,~~525~~790,~~228~~387.7385 ~~359~~1,~~114~~916,422.2220 4352,~~052~~093,~~605~~210.5475 0-29 Days 10.~~086957~~960549% 0.000000% 0.000000% 10.~~086957~~960549% 0.~~832077~~535482% 0.000000% 0.000000% 0.~~832077~~535482% 30 Days 2.~~670807~~847341% 0.~~062112~~034305% 0.000000% 0.000000% 2.~~732919~~881647% 54.~~357208~~916791% 0.~~092647~~053103% 0.000000% 0.000000% 54.~~449855~~969894% 60 Days 0.~~776398~~960549% 0.~~031056~~102916% 0.~~000000~~068611% 0.000000% 01.~~807453~~132075% 1.~~131904~~876322% 0.~~009476~~058637% 0.~~000000~~076114% 0.000000% 12.~~141380~~011073% 90 Days 0.~~155280~~102916% 0.~~000000~~034305% 0.~~465839~~651801% 0.000000% 0.~~621118~~789022% 0.~~142188~~169695% 0.~~000000~~015620% 01.~~687129~~768260% 0.000000% 01.~~829317~~953576% 120 Days 0.~~093168~~102916% 0.~~000000~~068611% 0.~~310559~~445969% 0.000000% 0.~~403727~~617496% 0.~~147820~~161126% 0.~~000000~~260824% 01.~~524646~~243896% 0.000000% 01.~~672466~~665846% 150 Days 0.~~031056~~034305% 0.~~031056~~034305% 0.~~279503~~274443% 0.~~093168~~034305% 0.~~434783~~377358% 0.~~007595~~042175% 0.~~041299~~020825% 0.~~446665~~482193% 0.~~080737~~057346% 0.~~576296~~602539% 180+ Days 0.~~093168~~171527% 0.~~031056~~137221% 0.~~031056~~480274% 0.~~000000~~377358% 01.~~155280~~166381% 0.~~046801~~086192% 0.~~097583~~234610% 01.~~033397~~061046% 0.~~000000~~441571% 01.~~177781~~823420% Totals 34.~~819876~~219554% 1.~~242236~~372213% 1.~~086957~~921098% 0.~~093168~~411664% 67.~~242236~~924528% 67.~~833517~~252302% 1.~~073082~~179101% 14.~~691837~~631510% 0.~~080737~~498917% 913.~~679173~~561829%

SUBORDINATION LEVEL/CREDIT ENHANCEMENT/CLASS PERCENTAGE AND PREPAYMENT PERCENTAGE Current Original $ Original % Current $ Current % Class% Prepayment% Class R 768,483,100.00 98.54688669% ~~670~~598,~~789~~417,~~399~~919.6201 97.~~72776531~~45994580% 0.000000% 0.000000% Class 1-A-1 652,930,100.00 83.72887911% ~~577~~516,~~377~~452,~~447~~560.5112 84.~~11851427~~11084782% 13.~~609251~~349098% 0.000000% Class 1-A-2 607,282,100.00 77.87518073% ~~531~~470,~~729~~804,~~447~~560.5112 7776.~~46802601~~67649222% 67.~~650488~~434356% 0.000000% Class 1-A-3 588,221,100.00 75.43088207% ~~512~~451,~~668~~743,~~447~~560.5112 7473.~~69101591~~57216668% 23.~~777010~~104326% 0.000000% Class 1-A-4 565,688,100.00 72.54134943% ~~490~~429,~~135~~210,~~447~~560.5112 7169.~~40816777~~90238192% 3.~~282848~~669785% 0.000000% Class 1-A-5 543,155,100.00 69.65181680% ~~467~~406,~~602~~677,~~447~~560.5112 6866.~~12531962~~23259717% 3.~~282848~~669785% 0.000000% Class 2-A-1 372,205,100.00 47.72994203% ~~355~~341,~~148~~394,~~477~~190.0549 5155.~~74182394~~60037266% 1610.~~383496~~632225% 0.000000% Class 2-A-2 297,304,100.00 38.12496782% ~~280~~266,~~247~~493,~~477~~190.0549 4043.~~82944614~~40179509% 1012.~~912378~~198578% 0.000000% Class 2-A-3 200,203,100.00 25.67316342% ~~183~~169,~~146~~392,~~477~~190.0549 2627.~~68273520~~58766604% 1415.~~146711~~814129% 0.000000% Class 2-A-4 100,203,100.00 12.84960403% 100,203,100.00 1416.~~59865801~~31934537% 1211.~~084077~~268321% 0.000000% Class M-1 61,214,100.00 7.84982647% 61,214,100.00 89.~~91832400~~96949235% 56.~~680334~~349853% 0.000000% Class M-2 49,907,100.00 6.39986661% 49,907,100.00 78.~~27099945~~12800404% 1.~~647325~~841488% 0.000000% Class M-3 30,412,100.00 3.89991370% 30,412,100.00 4.~~43075960~~95299610% 23.~~840240~~175008% 0.000000% Class M-4 21,444,100.00 2.74989690% 21,444,100.00 3.~~12420556~~49244359% 1.~~306554~~460553% 0.000000% Class B-1 13,646,100.00 1.74991574% 13,646,100.00 12.~~98810962~~22244041% 1.~~136096~~270003% 0.000000% Class B-2 8,187,100.00 1.04987763% 8,187,100.00 1.~~19278419~~33337304% 0.~~795325~~889067% 0.000000% Class B-3 100.00 0.00001282% 100.00 0.~~00001457~~00001629% 1.~~192770~~333357% 0.000000% Class P 0.00 0.00000000% 0.00 0.00000000% 0.~~000015~~000016% 0.000000% Class X 0.00 0.00000000% 0.00 0.00000000% 0.000000% 0.000000% Please Refer to the Prospectus Supplement for a Full Description of Loss Exposure

180+ Delinquency Summary Summary Group 1 Days Number of Outstanding Percentage of Number of Outstanding Percentage of Delinquent Loans Actual Balance(%) Loans Actual Balance(%) Balance($) Balance($) 180 - 209 722 ~~937~~3,~~393~~280,879.4690 0.~~136~~534 15 1,432,271.99 0.621 210 - 239 11 1,751,465.13 0.285 4 539,037.49 0.234 240 - 269 14 2,248,890.91 ~~146~~0.366 6 414,~~629~~759.6074 0.~~061~~180 ~~Total~~270 7- ~~937~~299 12 1,~~393~~825,724.4684 0.~~136~~297 4 390,807.15 0.169 300 - 329 6 820,599.89 0.133 2 146,629.60 0.~~061~~064 Total 65 9,927,560.67 1.615 31 2,923,505.97 1.268

180+ Delinquency Summary (continued) Group 2 Days Number of Outstanding Percentage of Delinquent Loans Actual Balance(%) Balance($) 180 - 209 57 ~~790~~1,~~763~~848,607.8691 0.~~178~~481 ~~Total~~210 5- ~~790~~239 7 1,~~763~~212,427.8664 0.~~178~~316 240 - 269 8 1,834,131.17 0.477 270 - 299 8 1,434,917.69 0.374 300 - 329 4 673,970.29 0.175 Total 34 7,004,054.70 1.823 This report includes all loans greater than 180 days delinquent regardless of status (REO, Foreclosure, Bankruptcy).

REO Detail - All Mortgage Loans in REO during Current Period

Summary 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 614 ~~Jul~~Nov-05 0.000% Original Principal Balance ~~471~~1,~~850~~130,106.0086 ~~Aug~~Dec-05 0.000% Current Actual Balance ~~469~~1,~~369~~126,796.6949 ~~Sep~~Jan-0506 0.000% ~~Oct~~Feb-0506 0.000% Current REO Total ~~Nov~~Mar-0506 0.000% Loans in REO 1041 ~~Dec~~Apr-0506 0.000% Original Principal Balance ~~848~~4,~~250~~182,779.0026 ~~Jan~~May-06 0.~~000~~052% Current Actual Balance ~~840~~4,~~710~~146,383.7832 ~~Feb~~Jun-06 0.~~000~~122% ~~Mar~~Jul-06 0.~~000~~148% ~~Apr~~Aug-06 0.~~000~~319% ~~May~~Sep-06 0.~~052~~512% ~~Jun~~Oct-06 0.~~122~~674% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 1 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 411 ~~Jul~~Nov-05 0.000% Original Principal Balance ~~291~~618,~~525~~056.0086 ~~Aug~~Dec-05 0.000% Current Actual Balance ~~289~~615,~~245~~394.8502 ~~Sep~~Jan-0506 0.000% ~~Oct~~Feb-0506 0.000% Current REO Total ~~Nov~~Mar-0506 0.000% Loans in REO 729 ~~Dec~~Apr-0506 0.000% Original Principal Balance ~~487~~2,~~925~~263,384.0026 ~~Jan~~May-06 0.~~000~~078% Current Actual Balance ~~481~~2,~~596~~229,961.5612 ~~Feb~~Jun-06 0.~~000~~199% ~~Mar~~Jul-06 0.~~000~~258% ~~Apr~~Aug-06 0.~~000~~534% ~~May~~Sep-06 0.~~078~~783% ~~Jun~~Oct-06 0.~~199~~967% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 2 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 23 ~~Jul~~Nov-05 0.000% Original Principal Balance ~~180~~512,~~325~~050.00 ~~Aug~~Dec-05 0.000% Current Actual Balance ~~180~~511,~~123~~402.8447 ~~Sep~~Jan-0506 0.000% ~~Oct~~Feb-0506 0.000% Current REO Total ~~Nov~~Mar-0506 0.000% Loans in REO 312 ~~Dec~~Apr-0506 0.000% Original Principal Balance ~~360~~1,~~325~~919,395.00 ~~Jan~~May-06 0.~~000~~039% Current Actual Balance ~~359~~1,~~114~~916,422.2220 ~~Feb~~Jun-06 0.~~000~~081% ~~Mar~~Jul-06 0.~~000~~085% ~~Apr~~Aug-06 0.~~000~~195% ~~May~~Sep-06 0.~~039~~353% ~~Jun~~Oct-06 0.~~081~~499% *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 Group 1 ~~0000308967~~0000212775 Aug-2006 28-Oct-2001 TX 90.00 26,100.00 Group 1 0000222762 Aug-2006 16-May-2002 TX 91.61 46,184.40 Group 1 0000304906 Oct-2006 1001-~~Feb~~Jan-~~2000~~2005 TX 95.24 40,000.00 Group 1 0000304928 Oct-2006 28-Jul-2005 TX 94.71 68,095.09 Group 1 0000304935 Oct-2006 28-Jul-2005 TX 92.63 62,893.82 Group 1 0000304948 Oct-2006 13-Jul-2005 TX 92.73 68,529.95 Group 1 0000305035 Aug-2006 01-Jun-2005 GA 9687.6669 53,500.00 Group 1 0000305391 Oct-2006 01-Jul-2005 TX 100.00 18,400.00 Group 1 0000308042 Aug-2006 01-Mar-2005 TX 90.00 35,910.00 Group 1 0000309651 Oct-2006 01-Nov-2005 MI 62.00 86,~~900~~800.00 Group 1 0000309999 Oct-2006 01-Oct-2004 TX 96.00 47,995.00 Group 1 0000310032 May-2006 29-May-2004 TX 97.01 65,000.00 Group 1 0000310034 Oct-2006 01-Nov-2004 TX 96.59 42,500.00 Group 1 0000310410 May-2006 01-May-2005 AL 89.90 44,500.00 Group 1 ~~0000310446~~0000310443 ~~Jun~~Sep-2006 1501-~~Sep~~Oct-2005 AL 93.00 6748,~~425~~825.00 Group 1 0000310884 Oct-2006 13-Oct-2005 AR 89.92 53,500.00 Group 1 0000311359 Sep-2006 26-Dec-2004 TX 85.71 42,000.00 Group 1 0000311362 Sep-2006 01-Jul-2004 NC 90.00 413,550.00 Group 1 0000311576 Jun-2006 10-Jan-2004 AL 93.33 42,000.00 Group 1 ~~0000312108~~0000311649 ~~Jun~~Sep-2006 1315-~~Nov~~Aug-2005 TX 9497.78 44,000.00 Group 1 0000311667 Oct-2006 01-Dec-2005 AR 99.22 9470,443.00 Group 1 0000313075 Jul-2006 01-Aug-2005 MO 80.00 80,000.00 Group 1 0000313987 Aug-2006 05-Apr-2004 TX 89.54 77,900.00 Group 1 0000314060 Sep-2006 05-Jan-2004 TX 92.51 74,005.00 Group 1 0000314510 Aug-2006 05-Nov-2004 TX 94.91 104,403.00 Group 1 0000315213 Aug-2006 01-May-2005 TX 86.42 175,000.00 Group 1 0000315221 Jun-2006 01-Jul-2004 TX 80.00 87,200.00 Group 1 0000316337 Aug-2006 01-Feb-2006 GA 95.00 185,250.00 Group 1 0300002621 Oct-2006 01-Feb-2006 TX 95.00 58,900.00 Group 2 0000309032 Oct-2006 01-Sep-2005 MI 76.76 65,250.00 Group 2 0000309660 Sep-2006 01-Nov-2005 MI 90.00 65,700.00 Group 2 0000310009 Aug-2006 01-Dec-2005 RI 55.13 123,500.00 Group 2 0000310355 Aug-2006 01-Jul-2005 MI 100.00 108,000.00 Group 2 0000310879 May-2006 01-Mar-2005 GA 74.38 180,000.00 Group 2 0000312189 Oct-2006 01-Nov-2005 CA 64.76 226,000.00 Group 2 0000312788 Oct-2006 01-Oct-2005 MD 80.00 220,800.00 Group 2 0000315241 Sep-2006 01-Oct-2005 CA 80.00 434,400.00 Group 2 0000315272 Jun-2006 01-Oct-2005 TX 95.00 126,350.00 Group 2 0000315308 Aug-2006 01-Aug-2005 MI 90.00 211,500.00 Group 2 0000315348 Jun-2006 01-Oct-2005 TX 85.00 53,975.00 Group 2 0000315545 Sep-2006 01-Oct-2005 GA 80.00 103,920.00

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 Group 1 ~~0000308967~~0000212775 8322,~~796~~415.0616 31-Jan-2006 6 11.250% 1,583.45 Group 1 0000222762 45,207.13 16-Feb-2006 5 10.900% 2,737.81 Group 1 0000304906 36,952.44 01-~~Oct~~Feb-~~2005~~2006 6 7.500% 1,679.95 Group 1 0000304928 67,841.10 28-Mar-2006 4 10.900% 3,524.23 Group 1 0000304935 62,704.59 28-Feb-2006 5 10.~~000~~900% 3,799.52 Group 1 0000304948 68,296.88 13-Mar-2006 4 10.900% 3,547.88 Group 1 0000305035 53,306.6035 01-Dec-2005 8 9.375% 3,538.49 Group 1 0000305391 18,173.04 01-Mar-2006 5 9.950% 997.38 Group 1 0000308042 34,928.37 01-Dec-2005 8 9.000% 2,193.42 Group 1 0000309651 86,737.81 01-Dec-2005 8 11.000% 6,817.89 Group 1 0000309999 45,332.58 01-Apr-2006 4 8.500% 1,798.00 Group 1 0000310032 64,168.80 28-Oct-2005 59 8.000% 3,592.54 Group 1 0000310034 38,~~999~~123.05 01-Mar-2006 5 6.990% 1,412.19 Group 1 0000310410 44,385.85 01-Nov-2005 59 11.000% 13,~~938~~487.8715 Group 1 ~~0000310446~~0000310443 6748,~~334~~715.7822 1501-~~Nov~~Feb-~~2005~~2006 46 10.000% 3,080.21 Group 1 0000310884 53,325.29 13-Feb-2006 5 8.200% 2,~~661~~390.6733 Group 1 0000311359 39,662.54 26-Feb-2006 5 6.000% 1,257.43 Group 1 0000311362 397,751.05 01-Jan-2006 7 12.500% 35,445.73 Group 1 0000311576 41,133.41 10-Nov-2005 48 9.500% 2,762.25 Group 1 0000311649 43,~~537~~898.8069 15-Feb-2006 5 11.500% 2,813.90 Group 1 ~~0000312108~~0000311667 9479,~~862~~137.41 01-Feb-2006 136 6.375% 3,086.96 Group 1 0000313075 79,555.16 01-~~Nov~~Feb-~~2005~~2006 46 7.250% 3,569.62 Group 1 0000313987 76,979.54 05-Jan-2006 6 10.~~900~~000% 4,~~106~~865.88 Group 1 0000314060 72,770.64 05-Mar-2006 4 8.500% 2,905.16 Group 1 0000314510 103,661.02 05-Feb-2006 5 10.750% 6,189.71 Group 1 0000315213 175,000.00 16-Jan-2006 6 6.000% 6,416.64 Group 1 0000315221 85,915.65 01-Oct-2005 10 6.750% 3,999.77 Group 1 0000316337 185,112.52 01-Feb-2006 6 7.500% 8,615.70 Group 1 0300002621 58,769.83 01-May-2006 3 9.000% 2,079.06 Group 2 0000309032 65,126.74 01-Dec-2005 8 9.750% 4,507.02 Group 2 0000309660 65,~~226~~624.5513 01-Dec-2005 8 8.750% 4,048.38 Group 2 0000310009 123,500.00 01-Jan-2006 7 10.990% 9,716.31 Group 2 0000310355 107,552.40 01-Feb-2006 6 9.400% 6,369.26 Group 2 0000310879 178,990.38 01-Nov-2005 59 8.500% 10,696.69 Group 2 0000312189 226,000.00 01-Dec-2005 8 10.990% 17,780.49 Group 2 0000312788 220,275.73 01-Mar-2006 5 6.940% 8,~~950~~275.6715 Group 2 0000315241 434,043.93 01-Oct-2005 10 7.000% 21,034.90 Group 2 0000315272 126,201.03 01-Nov-2005 59 8.650% 47,~~275~~685.2281 Group 2 0000315308 211,500.00 01-Feb-2006 6 8.650% 11,491.44 Group 2 0000315348 53,922.81 01-Nov-2005 59 9.600% 3,669.15 Group 2 0000315545 103,~~040~~685.5205 01-Feb-2006 6 9.975% 6,538.62

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

Summary 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 3845 ~~Jul~~Nov-05 0.000% Original Principal Balance 510,~~209~~913,~~155~~156.0037 ~~Aug~~Dec-05 0.000% Current Actual Balance 510,~~145~~853,~~752~~517.4989 ~~Sep~~Jan-0506 0.000% ~~Oct~~Feb-0506 0.000% Current Foreclosure Total ~~Nov~~Mar-0506 0.~~000~~138% Loans in Foreclosure 6897 ~~Dec~~Apr-0506 0.~~000~~694% Original Principal Balance 1123,~~203~~975,~~090~~615.4758 ~~Jan~~May-06 01.~~000~~139% Current Actual Balance 1123,~~071~~743,~~163~~034.0461 ~~Feb~~Jun-06 01.~~000~~611% ~~Mar~~Jul-06 02.~~138~~152% ~~Apr~~Aug-06 02.~~694~~789% ~~May~~Sep-06 12.~~139~~668% ~~Jun~~Oct-06 13.~~611~~862% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 1 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 2317 ~~Jul~~Nov-05 0.000% Original Principal Balance 21,~~337~~560,~~105~~676.0037 ~~Aug~~Dec-05 0.000% Current Actual Balance 21,~~293~~540,~~778~~981.1189 ~~Sep~~Jan-0506 0.000% ~~Oct~~Feb-0506 0.000% Current Foreclosure Total ~~Nov~~Mar-0506 0.~~000~~118% Loans in Foreclosure 3341 ~~Dec~~Apr-0506 0.~~000~~677% Original Principal Balance 36,~~587~~036,~~415~~550.4758 ~~Jan~~May-06 0.~~000~~804% Current Actual Balance 35,~~545~~952,~~934~~646.3176 ~~Feb~~Jun-06 01.~~000~~463% ~~Mar~~Jul-06 01.~~118~~933% ~~Apr~~Aug-06 02.~~677~~977% ~~May~~Sep-06 02.~~804~~341% ~~Jun~~Oct-06 12.~~463~~581% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 2 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 1528 ~~Jul~~Nov-05 0.000% Original Principal Balance 29,~~872~~352,~~050~~480.00 ~~Aug~~Dec-05 0.000% Current Actual Balance 29,~~851~~312,~~974~~536.3800 ~~Sep~~Jan-0506 0.000% ~~Oct~~Feb-0506 0.000% Current Foreclosure Total ~~Nov~~Mar-0506 0.~~000~~149% Loans in Foreclosure 3556 ~~Dec~~Apr-0506 0.~~000~~703% Original Principal Balance 717,~~615~~939,~~675~~065.00 ~~Jan~~May-06 01.~~000~~320% Current Actual Balance 717,~~525~~790,~~228~~387.7385 ~~Feb~~Jun-06 01.~~000~~692% ~~Mar~~Jul-06 02.~~149~~276% ~~Apr~~Aug-06 02.~~703~~681% ~~May~~Sep-06 12.~~320~~860% ~~Jun~~Oct-06 14.~~692~~632% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period Month Loan First Original Loan Entered Payment LTV at Principal Group Number FC Date State Origination Balance Group 1 ~~0000166115~~0000154411 ~~Jun~~Oct-2006 01-~~May~~Jun-2001 ALMO 5590.00 3845,~~445~~450.00 Group 1 ~~0000212775~~0000166491 ~~Jun~~Oct-2006 2801-~~Oct~~Jun-2001 TX 90.00 2662,100.00 Group 1 ~~0000285153~~0000174829 ~~May~~Oct-2006 2301-~~May~~Aug-~~2004~~2001 TXGA 9460.8300 7140,~~972~~800.7400 Group 1 ~~0000299277~~0000184597 ~~May~~Aug-2006 01-~~Aug~~Feb-~~2004~~2001 TXOH 9275.7600 7652,~~897~~500.8900 Group 1 ~~0000305035~~0000215144 ~~May~~Sep-2006 01-~~Jun~~Sep-~~2005~~1987 GAFL 8774.6999 5352,~~500~~700.00 Group 1 ~~0000306753~~0000215269 ~~May~~Aug-2006 1501-~~Nov~~Feb-~~2003~~2001 NYOH 9075.9100 4072,~~000~~750.00 Group 1 ~~0000308042~~0000215849 ~~Jun~~Jul-2006 01-~~Mar~~Jun-~~2005~~1996 TXIN 9075.00 3556,~~910~~175.00 Group 1 ~~0000308848~~0000285677 ~~May~~Oct-2006 0111-~~Dec~~Jul-2004 GATX 9790.8884 ~~189~~77,~~502~~125.0033 Group 1 ~~0000308878~~0000294461 ~~Jun~~Aug-2006 2512-~~Aug~~May-~~1997~~2004 GATX 9792.2486 8426,~~500~~000.00 Group 1 ~~0000309018~~0000295481 ~~Jun~~Aug-2006 0109-Jan-2005 UTSC 9396.7515 ~~150~~50,000.00 Group 1 ~~0000309524~~0000296278 ~~Jun~~Oct-2006 0107-~~Sep~~Mar-2005 LATX 9586.6396 3879,~~250~~050.0026 Group 1 ~~0000309651~~0000301478 ~~Jun~~Sep-2006 01-~~Nov~~Aug-~~2005~~1996 MIDE 62100.00 8680,~~800~~750.00 Group 1 ~~0000309658~~0000305443 ~~Jun~~Sep-2006 01-~~Dec~~Apr-2005 FLTX 56100.0300 ~~162~~17,~~500~~400.00 Group 1 ~~0000309733~~0000306753 ~~Apr~~May-2006 0115-Nov-~~2005~~2003 NY 5290.7691 2340,~~437~~000.8400 Group 1 ~~0000309773~~0000308315 ~~Apr~~Aug-2006 01-~~Dec~~Jan-~~2005~~2006 CTFL 6563.5800 ~~221~~141,~~000~~750.00 Group 1 ~~0000309781~~0000308911 ~~Jun~~Oct-2006 01-~~Nov~~Sep-2001 GA 97.35 84,600.00 Group 1 0000309531 Aug-2006 29-Oct-2005 MINY 6590.00 9175,~~000~~600.00 Group 1 0000310091 ~~Jun~~Oct-2006 27-Oct-2005 MI 78.54 54,900.00 Group 1 ~~0000311362~~0000310444 ~~Jun~~Oct-2006 0115-~~Jul~~Aug-~~2004~~2005 NCAL 90.00 ~~413~~70,~~550~~650.00 Group 1 ~~0000311388~~0000310900 ~~Jun~~Oct-2006 0107-~~Dec~~Nov-2005 CAMI 6072.57 25,399.37 Group 1 0000310971 Jul-2006 01-Jan-2006 FL 65.00 ~~146~~123,~~400~~500.00 Group 1 ~~0000311588~~0000311506 ~~Jun~~Oct-2006 01-~~Oct~~Jul-2005 FLTX 6590.8891 ~~224~~50,000.00 Group 1 ~~0000311671~~0000311507 ~~Apr~~Sep-2006 01-~~Nov~~Aug-~~2004~~2005 CATX 6891.6530 ~~254~~63,000.00 Group 1 ~~0000311824~~0000311570 ~~Jun~~Oct-2006 2401-~~Jul~~Dec-2005 TXGA 94.9193 55261,~~900~~056.41 Group 1 0000311612 Oct-2006 01-Sep-2003 NY 92.31 60,000.00 Group 1 0000311831 Jun-2006 18-Dec-2005 NY 94.99 85,400.00 Group 1 ~~0000312718~~0000312519 ~~Jun~~Oct-2006 30-Dec-2005 FL 94.11 247,500.00 Group 1 0000312595 Oct-2006 01-Dec-2005 FL 53.13 76,500.00 Group 1 0000312783 Aug-2006 01-Oct-2005 FL 20.00 22,000.00 Group 1 0000313009 Jul-2006 01-Sep-~~2001~~2005 TXSC ~~100~~80.00 6692,~~700~~000.00 Group 1 0000313071 Apr-2006 01-Oct-2005 KS 85.00 259,250.00 Group 1 0000313122 Jun-2006 01-Dec-2005 GA 95.00 84,550.00 Group 1 ~~0000313140~~0000314617 ~~Jun~~Oct-2006 0915-~~Jan~~Sep-~~2006~~2005 TXAL 9493.3300 4952,~~900~~545.00 Group 1 ~~0000313987~~0000314627 ~~Jun~~Jul-2006 0515-~~Apr~~Dec-~~2004~~2005 TXAL 8990.5400 7747,~~900~~250.00 Group 1 ~~0000315213~~0000315288 Jun-2006 01-~~May~~Oct-2005 TXOH 8690.4200 ~~175~~103,~~000~~500.00 Group 1 ~~0000315288~~0000315586 ~~Jun~~Oct-2006 01-~~Oct~~Jun-2005 OHCA 71.03 228,000.00 Group 1 0000316392 Oct-2006 07-Jan-2006 MO 90.00 ~~103~~45,~~500~~000.00 Group 1 ~~0000315305~~0140356137 ~~Apr~~Jul-2006 0109-~~Oct~~Aug-~~2005~~2002 OHPA 7580.00 60132,~~750~~799.0021 Group 1 0141107895 Jun-2006 01-Dec-1989 NY 90.00 27,000.00 Group 1 ~~0300002621~~0141509823 ~~Jun~~Jul-2006 0115-~~Feb~~Mar-2001 MA 50.00 120,000.00 Group 1 0200037410 Aug-2006 TX01-Aug-2005 95FL 80.55 2,650,000.00 58Group 2 0000140124 Sep-2006 19-Aug-1993 NY 46.17 55,~~900~~400.00 Group 2 0000178151 Apr-2006 01-Oct-1984 PA 73.89 75,000.00 Group 2 ~~0000220492~~0000186854 ~~Jun~~Oct-2006 0129-~~Jul~~Jan-~~1988~~1999 CATN 3479.5571 57108,~~000~~400.00 Group 2 0000220761 Jun-2006 01-Apr-2001 PA 75.00 26,250.00 Group 2 0000285832 Oct-2006 01-May-2004 TX 61.80 123,600.00 Group 2 0000299695 Apr-2006 01-Jul-2005 NY 58.87 780,000.00 Group 2 ~~0000305292~~0000306319 ~~May~~Oct-2006 01-~~Sep~~Dec-~~2005~~1994 CACO 6055.7273 ~~252~~41,~~000~~800.00 Group 2 0000306709 ~~May~~Oct-2006 01-Nov-2005 TX 60.00 1,020,000.00 Group 2 ~~0000306711~~0000306784 ~~Jun~~Oct-2006 01-~~Sep~~Aug-2005 DCMO 4575.5600 ~~130~~67,~~750~~500.00 Group 2 ~~0000308463~~0000306923 Aug-2006 01-Jun-2005 CA 80.00 320,000.00 Group 2 0000306985 Aug-2006 01-Nov-2005 OHNJ 6562.0050 ~~101~~162,~~400~~500.00 Group 2 ~~0000309032~~0000307936 ~~May~~Oct-2006 01-~~Sep~~Oct-2005 MINY 7656.7660 653,~~250~~000,000.00 Group 2 ~~0000309394~~0000308074 ~~Jun~~Aug-2006 01-~~Nov~~Oct-2005 CA 3765.7800 85213,~~000~~850.00 Group 2 ~~0000309544~~0000308075 ~~Jun~~Oct-2006 01-~~Nov~~Oct-2005 CA 62.00 ~~161~~178,~~200~~560.00 Group 2 ~~0000309660~~0000308463 Jun-2006 01-Nov-2005 MIOH 9065.00 65101,~~700~~400.00 Group 2 ~~0000310009~~0000309140 ~~Jun~~Aug-2006 01-~~Dec~~Oct-2005 RICA 5570.1300 ~~123~~280,~~500~~000.00 Group 2 ~~0000310132~~0000309230 ~~May~~Oct-2006 01-Jul-2005 CA 70.00 238,000.00 Group 2 0000309704 Oct-2006 01-Nov-2005 CA 6333.7700 ~~169~~165,000.00 Group 2 ~~0000310371~~0000309850 ~~Apr~~Sep-2006 01-~~Dec~~Oct-2005 ORCA 65.00 ~~105~~94,~~950~~250.00 Group 2 ~~0000310947~~0000310101 ~~Apr~~Sep-2006 01-~~Jun~~Dec-2005 NEFL ~~100~~62.0020 542,550,000.00 Group 2 ~~0000311032~~0000310934 ~~May~~Aug-2006 1501-~~Dec~~Jul-2005 CANV 5875.7094 ~~270~~202,000.00 Group 2 ~~0000311518~~0000310947 Apr-2006 01-Jun-2005 NE 100.00 54,000.00 Group 2 0000311465 Sep-2006 01-Dec-2005 CAAZ 6568.00 ~~241~~340,~~800~~000.00 Group 2 0000311524 Jun-2006 01-Dec-2005 NJ 46.88 150,000.00 Group 2 ~~0000312040~~0000311647 ~~Apr~~Oct-2006 01-Dec-2005 CA 6162.1900 ~~410~~263,~~000~~500.00 Group 2 ~~0000312044~~0000311690 ~~Jun~~Aug-2006 01-~~Dec~~Sep-2005 WI 100.00 115,000.00 Group 2 0000312071 Sep-2006 01-Jan-2006 CA 6362.1000 ~~590~~186,000.00 Group 2 ~~0000312165~~0000312268 ~~May~~Oct-2006 01-Dec-2005 CA 6562.00 ~~260~~294,~~000~~500.00 Group 2 ~~0000312189~~0000312359 ~~May~~Oct-2006 01-~~Nov~~Jan-~~2005~~2006 CA 6426.7610 ~~226~~89,000.00 Group 2 ~~0000312249~~0000312440 ~~Jun~~Oct-2006 01-Jan-2006 CA 5658.4544 ~~107~~183,~~250~~500.00 Group 2 ~~0000312259~~0000312477 ~~Apr~~Oct-2006 01-Jan-2006 IL 34.69 85,000.00 Group 2 0000312612 Jun-2006 01-Jun-2005 FL 55.79 670,000.00 Group 2 0000312778 Oct-2006 01-Sep-2005 MI 100.00 100,000.00 Group 2 0000312784 Oct-2006 01-Oct-2005 FL 80.00 88,000.00 Group 2 0000312801 Oct-2006 01-Dec-2005 CA 6065.00 ~~195~~152,~~000~~750.00 Group 2 ~~0000312300~~0000312802 ~~May~~Oct-2006 01-Dec-2005 CA 7062.40 156,000.00 ~~168~~Group 2 0000313056 Sep-2006 01-Jan-2006 AZ 65.00 455,000.00 Group 2 ~~0000312339~~0000313123 ~~Jun~~Aug-2006 01-Jan-2006 CA 5363.7638 ~~150~~172,~~000~~380.00 Group 2 ~~0000312612~~0000313132 ~~Jun~~Oct-2006 01-~~Jun~~Jan-~~2005~~2006 FL 5565.7900 ~~670~~310,~~000~~050.00 Group 2 0000314567 May-2006 01-Dec-2005 PA 67.23 80,000.00 Group 2 ~~0000314888~~0000314570 ~~Jun~~Oct-2006 01-~~Feb~~Dec-~~2006~~2005 MICA 8345.2707 ~~204~~320,000.00 Group 2 0000314767 Sep-2006 01-Jan-2006 TX 70.00 67,130.00 Group 2 0000314769 Sep-2006 01-Dec-2005 TX 65.00 92,300.00 Group 2 0000314913 May-2006 01-Aug-2005 MN 85.00 148,750.00 Group 2 ~~0000315418~~0000314924 ~~Apr~~Aug-2006 01-Jun-2005 MN 90.00 315,000.00 Group 2 0000315293 Oct-2006 01-Oct-2005 FL 6295.8310 ~~142~~242,500.00 Group 2 0000315368 Oct-2006 01-Oct-2005 FL 80.00 479,920.00 Group 2 0000315417 Oct-2006 01-Oct-2005 NY 84.38 135,000.00 Group 2 ~~0000316529~~0000315587 ~~Jun~~Oct-2006 01-Sep-2005 CA 84.12 408,000.00 Group 2 0000315603 Oct-2006 01-Nov-2005 MN 80.00 102,400.00 Group 2 0000320875 Oct-2006 25-Feb-2006 MDCA 6351.6141 ~~250~~200,000.00 Group 2 0000321479 Oct-2006 01-Jan-2006 CA 80.00 312,000.00 Group 2 0139776716 May-2006 01-Jun-1984 CT 43.20 54,000.00 Group 2 0142903836 Apr-2006 01-Sep-1998 MI 40.78 26,875.00 Group 2 0200036423 Oct-2006 01-Oct-2005 NY 65.00 487,500.00 Group 2 0200038373 Jul-2006 01-Jan-2006 OH 65.00 799,500.00

Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period (continued) Current Paid Current Approximate Loan Actual To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest Group 1 ~~0000166115~~0000154411 3144,~~977~~098.2118 01-~~Jan~~May-2006 3 1110.~~250~~750% 1,~~386~~834.3496 Group 1 ~~0000212775~~0000166491 2260,~~415~~500.1677 3101-~~Jan~~May-2006 23 11.~~250~~500% ~~798~~2,706.3575 Group 1 ~~0000285153~~0000174829 7139,~~536~~652.2194 2301-~~Dec~~May-~~2005~~2006 3 10.900% 31,~~096~~716.2209 Group 1 ~~0000299277~~0000184597 7650,~~347~~142.0179 01-~~Dec~~Mar-~~2005~~2006 45 108.~~900~~750% 32,~~303~~406.9921 Group 1 ~~0000305035~~0000215144 5339,~~306~~894.3572 01-~~Dec~~Apr-~~2005~~2006 4 912.~~375~~000% 12,~~968~~273.0112 Group 1 ~~0000306753~~0000215269 3669,~~199~~484.8012 1501-~~Dec~~Mar-~~2005~~2006 35 68.~~000~~750% ~~822~~3,334.3735 Group 1 ~~0000308042~~0000215849 3453,~~928~~350.3762 01-~~Dec~~Feb-~~2005~~2006 46 913.~~000~~500% 14,~~226~~521.0765 Group 1 ~~0000308848~~0000285677 ~~188~~76,~~944~~006.9071 0111-~~Dec~~May-~~2005~~2006 42 1110.~~000~~900% 82,~~256~~632.6858 Group 1 ~~0000308878~~0000294461 7823,~~615~~842.3546 2512-~~Jan~~Mar-2006 24 1011.~~000~~250% 21,~~485~~267.3672 Group 1 ~~0000309018~~0000295481 ~~148~~48,~~354~~964.5945 0109-~~Nov~~Feb-~~2005~~2006 5 69.~~000~~500% 32,~~385~~558.7312 Group 1 ~~0000309524~~0000296278 3978,~~872~~454.9961 0107-~~Jan~~May-2006 32 109.~~000~~900% 12,~~576~~456.8033 Group 1 ~~0000309651~~0000301478 8670,~~737~~643.8179 01-~~Dec~~Apr-~~2005~~2006 4 117.~~000~~625% 32,~~790~~549.6062 Group 1 ~~0000309658~~0000305443 ~~162~~17,~~383~~110.3324 01-~~Jan~~Mar-2006 35 109.~~990~~950% ~~7,092~~938.2792 Group 1 ~~0000309733~~0000306753 2336,~~309~~199.7280 0115-~~Nov~~Dec-2005 57 86.000% ~~712~~1,467.1109 Group 1 ~~0000309773~~0000308315 ~~221~~141,~~000~~596.0097 01-~~Nov~~Mar-~~2005~~2006 5 11.~~250~~000% 98,~~885~~663.3812 Group 1 ~~0000309781~~0000308911 9082,~~901~~524.7803 01-~~Jan~~May-2006 3 11.000% 3,~~974~~606.0108 Group 1 0000309531 75,367.74 28-Feb-2006 5 8.500% 3,510.46 Group 1 0000310091 54,710.41 27-Jan-2006 26 11.000% 13,~~912~~817.3063 Group 1 ~~0000311362~~0000310444 ~~397~~70,~~751~~359.0519 0115-~~Jan~~Apr-2006 3 1210.~~500~~000% 192,~~791~~782.1737 Group 1 ~~0000311388~~0000310900 ~~146~~24,~~400~~916.0003 0107-~~Jan~~May-2006 32 11.~~400~~000% 868.29 Group 1 0000310971 123,416.21 01-Feb-2006 6 11.250% 8,~~649~~833.0098 Group 1 ~~0000311588~~0000311506 ~~224~~49,~~000~~834.0047 01-~~Jan~~May-2006 3 12.~~500~~000% 112,~~200~~386.0036 Group 1 ~~0000311671~~0000311507 ~~261~~62,~~855~~770.4834 01-~~Nov~~Mar-~~2005~~2006 5 610.~~750~~000% 63,~~793~~473.2952 Group 1 ~~0000311824~~0000311570 55259,~~580~~867.9838 2401-~~Jan~~May-2006 23 97.500% 7,567.58 Group 1 0000311612 53,132.60 01-May-2006 3 7.000% 1,~~574~~426.0951 Group 1 0000311831 85,252.49 18-Jan-2006 26 8.000% 24,~~129~~252.3250 Group 1 ~~0000312718~~0000312519 64247,~~743~~500.8700 28-Feb-2006 5 8.000% 10,828.09 Group 1 0000312595 76,332.53 01-~~Jan~~May-2006 3 1011.000% 23,~~559~~336.1299 Group 1 0000312783 21,954.37 01-Mar-2006 5 11.250% 1,375.22 Group 1 0000313009 92,000.00 01-Feb-2006 6 7.250% 4,140.00 Group 1 0000313071 258,942.78 01-Nov-2005 59 8.625% 815,~~745~~721.0030 Group 1 0000313122 84,084.40 01-Jan-2006 37 10.000% 35,~~325~~979.0300 Group 1 ~~0000313140~~0000314617 4952,~~877~~328.9269 0915-~~Jan~~May-2006 2 10.000% 1,~~578~~655.4288 Group 1 ~~0000313987~~0000314627 7647,~~979~~186.5478 0515-~~Jan~~Feb-2006 25 10.000% 2,~~435~~611.6832 Group 1 ~~0000315213~~0000315288 ~~175~~103,~~000~~308.0062 1601-~~Jan~~Dec-~~2006~~2005 28 68.~~000~~450% 36,~~208~~140.3212 Group 1 ~~0000315288~~0000315586 ~~103~~225,~~308~~898.6221 01-~~Dec~~May-~~2005~~2006 43 87.~~450~~500% 6,577.99 Group 1 0000316392 44,865.14 07-Apr-2006 3 7.500% 1,~~415~~306.6055 Group 1 ~~0000315305~~0140356137 60130,~~713~~875.9593 0109-~~Oct~~Jan-~~2005~~2006 6 810.~~600~~250% 28,~~042~~474.8753 Group 1 0141107895 21,002.24 01-Jan-2006 37 11.375% ~~945~~1,691.6509 Group 1 ~~0300002621~~0141509823 58104,~~900~~273.01 15-Feb-2006 5 10.000% 5,765.22 Group 1 0200037410 2,650,000.00 01-~~Jan~~Mar-2006 35 912.000% 177,753.65 Group 2 0000140124 27,~~083~~261.7514 19-Mar-2006 4 4.000% 466.38 Group 2 0000178151 35,805.10 01-Nov-2005 59 7.~~196~~976% ~~924~~1,697.6658 Group 2 ~~0000220492~~0000186854 3892,~~006~~672.7682 0123-~~Jan~~May-2006 32 53.~~625~~188% ~~804~~904.0219 Group 2 0000220761 25,536.12 01-Jan-2006 37 1112.~~500~~250% 12,~~147~~095.2780 Group 2 0000285832 122,294.51 01-Apr-2006 4 12.000% 7,025.42 Group 2 0000299695 778,729.53 01-Nov-2005 59 11.500% 3564,~~643~~111.0391 Group 2 ~~0000305292~~0000306319 ~~252~~36,~~000~~974.0026 01-~~Dec~~May-~~2005~~2006 43 1110.~~250~~625% 111,~~287~~555.5027 Group 2 0000306709 1,018,737.31 01-Dec-2005 48 12.000% 4887,~~770~~731.1120 Group 2 ~~0000306711~~0000306784 ~~130~~67,~~683~~028.0850 01-~~Jan~~May-2006 3 108.~~990~~960% 2,359.87 Group 2 0000306923 317,628.25 01-Mar-2006 5 7.650% 13,~~711~~216.9668 Group 2 ~~0000308463~~0000306985 ~~101~~162,~~295~~176.3646 01-~~Jan~~Feb-2006 36 109.500% 49,~~217~~713.1600 Group 2 ~~0000309032~~0000307936 652,~~126~~999,568.7496 01-~~Dec~~May-~~2005~~2006 43 98.~~750~~500% 99,985.71 Group 2 0000308074 213,~~506~~850.4200 01-Mar-2006 5 11.500% 13,722.10 Group 2 ~~0000309394~~0000308075 84177,~~999~~494.0250 01-~~Jan~~May-2006 3 10.~~250~~990% 37,~~453~~767.0527 Group 2 ~~0000309544~~0000308463 ~~161~~101,~~200~~295.0036 01-Jan-2006 37 1110.~~250~~500% 7,~~220~~584.4052 Group 2 ~~0000309660~~0000309140 65280,~~624~~000.1300 01-~~Dec~~Mar-~~2005~~2006 45 811.~~750~~500% 17,966.62 Group 2 0000309230 236,~~251~~821.8347 01-May-2006 3 7.375% 6,586.59 Group 2 ~~0000310009~~0000309704 ~~123~~165,~~500~~000.00 01-~~Jan~~May-2006 3 10.~~990~~750% 7,046.85 Group 2 0000309850 94,038.82 01-Apr-2006 4 11.625% 5,~~397~~226.9549 Group 2 ~~0000310132~~0000310101 ~~169~~2,550,000.00 01-~~Dec~~Apr-~~2005~~2006 4 118.~~250~~000% 795,~~569~~625.8000 Group 2 ~~0000310371~~0000310934 ~~105~~197,~~950~~425.0034 01-~~Nov~~Mar-~~2005~~2006 5 116.~~490~~400% 46,~~845~~772.3179 Group 2 0000310947 53,794.01 01-Nov-2005 59 8.350% 13,~~754~~154.8846 Group 2 ~~0000311032~~0000311465 ~~269~~340,~~972~~000.7500 1501-~~Dec~~Apr-~~2005~~2006 34 10.~~990~~500% 16,999.98 Group 2 0000311524 149,892.53 01-Jan-2006 7 11.000% 11,~~800~~786.0549 Group 2 ~~0000311518~~0000311647 ~~241~~263,~~800~~495.0027 01-~~Nov~~Apr-~~2005~~2006 54 11.250% 1014,~~830~~162.6588 Group 2 ~~0000311524~~0000311690 ~~149~~114,~~892~~536.5321 01-~~Jan~~Mar-2006 35 118.~~000~~850% 65,~~552~~568.9876 Group 2 ~~0000312040~~0000312071 ~~410~~186,000.00 01-~~Nov~~Apr-~~2005~~2006 54 1011.~~750~~250% 179,~~510~~997.4550 Group 2 ~~0000312044~~0000312268 ~~590~~294,~~000~~500.00 01-~~Jan~~May-2006 3 10.~~500~~990% 2412,~~583~~872.3510 Group 2 ~~0000312165~~0000312359 ~~259~~89,~~979~~000.1700 01-~~Dec~~Apr-~~2005~~2006 4 1011.~~750~~253% 114,~~103~~785.3012 Group 2 ~~0000312189~~0000312440 ~~226~~183,~~000~~500.00 01-~~Dec~~Apr-~~2005~~2006 4 1011.~~990~~250% 9,~~878~~863.0510 Group 2 ~~0000312249~~0000312477 ~~107~~84,~~250~~714.0099 01-~~Jan~~May-2006 3 119.~~250~~500% 43,~~803~~173.9049 Group 2 ~~0000312259~~0000312612 ~~195~~670,000.00 01-~~Nov~~Jan-~~2005~~2006 57 1013.750% 858,~~328~~206.19 Group 2 0000312778 99,373.15 01-May-2006 3 8.490% 3,303.92 Group 2 ~~0000312300~~0000312784 ~~167~~87,~~995~~415.0060 01-~~Dec~~May-~~2005~~2006 43 97.~~250~~040% 62,~~124~~377.8097 Group 2 ~~0000312339~~0000312801 ~~149~~152,~~987~~750.3800 01-~~Jan~~May-2006 3 1110.~~499~~750% 6,~~873~~523.9270 Group 2 ~~0000312612~~0000312802 ~~670~~156,000.00 01-~~Jan~~May-2006 3 1310.~~750~~500% 286,~~614~~500.5500 Group 2 0000313056 453,651.69 01-Apr-2006 4 10.990% 23,770.79 Group 2 0000313123 172,380.00 01-Mar-2006 5 10.875% 10,432.52 Group 2 0000313132 309,600.68 01-Apr-2006 4 10.990% 16,223.30 Group 2 0000314567 79,971.42 01-Dec-2005 48 10.990% 36,~~491~~280.5811 Group 2 ~~0000314888~~0000314570 ~~204~~320,000.00 01-~~Jan~~May-2006 3 910.000% 712,~~217~~666.0470 Group 2 0000314767 67,032.71 01-Apr-2006 4 10.990% 3,512.56 Group 2 0000314769 92,132.02 01-Apr-2006 4 10.990% 4,827.75 Group 2 0000314913 148,550.50 01-Oct-2005 610 9.990% 510,~~860~~538.3243 Group 2 ~~0000315418~~0000314924 ~~141~~315,~~892~~000.00 01-Mar-2006 5 6.990% 11,925.41 Group 2 0000315293 241,362.83 01-~~Nov~~Mar-~~2005~~2006 5 108.~~725~~550% 11,312.38 Group 2 0000315368 476,430.49 01-May-2006 3 6.700% 12,~~035~~285.7209 Group 2 ~~0000316529~~0000315417 ~~250~~137,349.29 01-May-2006 3 8.200% 4,402.04 Group 2 0000315587 408,000.00 01-~~Jan~~May-2006 3 117.000% 11,050.00 Group 2 0000315603 102,400.00 01-May-2006 3 7.550% 3,008.00 Group 2 0000320875 199,694.67 25-May-2006 2 10.750% 6,~~929~~818.6288 Group 2 0000321479 312,000.00 01-May-2006 3 7.250% 8,775.00 Group 2 0139776716 29,171.57 01-Dec-2005 48 6.750% ~~670~~1,243.6236 Group 2 0142903836 23,779.24 01-Nov-2005 59 8.000% 1,083.38 Group 2 0200036423 478,356.70 01-May-2006 3 12.750% 21,122.43 Group 2 0200038373 798,213.83 01-Feb-2006 6 11.~~250~~990% ~~565~~60,888.9066

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

Summary 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 43 ~~Jul~~Nov-05 0.000% Original Principal Balance ~~729~~428,~~614~~500.00 ~~Aug~~Dec-05 0.000% Current Actual Balance ~~705~~424,~~015~~779.7557 ~~Sep~~Jan-0506 0.000% ~~Oct~~Feb-0506 0.~~000~~690% Current Bankruptcy Total ~~Nov~~Mar-0506 0.~~000~~745% Loans in Bankruptcy 5361 ~~Dec~~Apr-0506 0.~~000~~734% Original Principal Balance 6,~~167~~545,~~622~~901.0084 ~~Jan~~May-06 0.~~000~~738% Current Actual Balance 56,~~762~~116,~~105~~419.0902 ~~Feb~~Jun-06 0.~~690~~839% ~~Mar~~Jul-06 0.~~745~~904% ~~Apr~~Aug-06 0.~~734~~888% ~~May~~Sep-06 01.~~738~~071% ~~Jun~~Oct-06 0.~~839~~995% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 1 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 2 ~~Jul~~Nov-05 0.000% Original Principal Balance ~~111~~93,~~214~~700.00 ~~Aug~~Dec-05 0.000% Current Actual Balance 8789,~~276~~981.2387 ~~Sep~~Jan-0506 0.000% ~~Oct~~Feb-0506 0.~~000~~377% Current Bankruptcy Total ~~Nov~~Mar-0506 0.~~000~~319% Loans in Bankruptcy 1321 ~~Dec~~Apr-0506 0.~~000~~325% Original Principal Balance 1,~~035~~641,~~967~~271.0084 ~~Jan~~May-06 0.~~000~~365% Current Actual Balance ~~989~~1,~~075~~587,297.8081 ~~Feb~~Jun-06 0.~~377~~408% ~~Mar~~Jul-06 0.~~319~~490% ~~Apr~~Aug-06 0.~~325~~593% ~~May~~Sep-06 0.~~365~~664% ~~Jun~~Oct-06 0.~~408~~688% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 2 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 21 ~~Jul~~Nov-05 0.000% Original Principal Balance ~~618~~334,~~400~~800.00 ~~Aug~~Dec-05 0.000% Current Actual Balance ~~617~~334,~~739~~797.5270 ~~Sep~~Jan-0506 0.000% ~~Oct~~Feb-0506 0.~~000~~850% Current Bankruptcy Total ~~Nov~~Mar-0506 0.~~000~~965% Loans in Bankruptcy 40 ~~Dec~~Apr-0506 0.~~000~~949% Original Principal Balance 54,~~131~~904,~~655~~630.00 ~~Jan~~May-06 0.~~000~~938% Current Actual Balance 4,~~773~~529,~~029~~121.2921 ~~Feb~~Jun-06 01.~~850~~073% ~~Mar~~Jul-06 01.~~965~~140% ~~Apr~~Aug-06 01.~~949~~059% ~~May~~Sep-06 01.~~938~~310% ~~Jun~~Oct-06 1.~~073~~179% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period Group Loan Month Loan First State LTV at Original Number Entered Payment Origination Principal Bankruptcy Date Balance Group 1 0000119553 ~~Jun~~Feb-2006 01-Apr-2002 OH 85.00 84,575.00 Group 1 0000165316 Sep-2006 01-Sep-2003 MS 60.00 37,800.00 Group 1 0000212852 Jun-2006 01-Apr-2001 TX 88.89 16,000.00 Group 1 ~~0000308812~~0000305326 Oct-2006 01-Jun-2005 TX 97.76 43,700.00 Group 1 0000305524 Oct-2006 15-Feb-2004 NY 100.00 50,000.00 Group 1 0000308285 Aug-2006 01-Sep-2005 MD 60.58 156,000.00 Group 1 0000308812 Feb-2006 15-Feb-2002 GA 97.06 82,400.00 Group 1 0000308837 ~~Jun~~Feb-2006 25-Nov-1997 GA 95.46 71,500.00 Group 1 0000308847 ~~Jun~~Feb-2006 10-Nov-1997 GA 96.15 87,400.00 Group 1 0000308848 Jul-2006 01-Dec-2004 GA 97.88 189,502.00 Group 1 0000308893 ~~Jun~~Feb-2006 20-Dec-1999 GA 96.44 86,700.00 Group 1 0000308917 ~~Jun~~Feb-2006 10-Dec-2001 GA 97.71 116,178.00 Group 1 0000309633 May-2006 20-May-2001 GA 95.65 92,000.00 Group 1 0000309646 Mar-2006 01-Jun-2002 GA 96.07 80,600.00 Group 1 0000309733 Aug-2006 01-Nov-2005 NY 52.76 23,437.84 Group 1 0000310901 Sep-2006 10-Nov-2005 MI 84.84 44,115.00 Group 1 0000311516 ~~Jun~~Feb-2006 13-Nov-2005 FL 57.14 120,000.00 Group 1 0000315305 Sep-2006 01-Oct-2005 OH 75.00 60,750.00 Group 1 0000321721 Jun-2006 01-Oct-1993 NC 91.99 95,214.00 Group 1 0140987443 ~~Jun~~Feb-2006 01-May-2003 TN 100.00 57,500.00 Group 1 0300001651 ~~Jun~~Feb-2006 01-Apr-2002 GA 60.00 45,900.00 Group 2 0000136947 ~~Jun~~Feb-2006 12-Jan-1985 OK 87.80 87,800.00 Group 2 0000165383 ~~Jun~~Feb-2006 20-Jun-2000 TN 90.67 47,600.00 Group 2 0000188210 ~~Jun~~Feb-2006 18-Mar-1994 IL 100.00 83,200.00 Group 2 0000189988 ~~Jun~~Feb-2006 24-Aug-1994 GA 64.38 67,600.00 Group 2 0000190181 ~~Jun~~Feb-2006 08-Sep-1994 GA 74.00 66,600.00 Group 2 0000215867 ~~Jun~~Feb-2006 01-Jun-1996 CA 80.00 100,000.00 Group 2 0000291728 ~~Jun~~Feb-2006 01-Jul-1999 TX 95.00 45,505.00 Group 2 0000291762 ~~Jun~~Feb-2006 01-May-1997 TX 79.97 30,950.00 Group 2 0000295196 ~~Jun~~Feb-2006 01-Nov-2001 MD 70.00 87,500.00 Group 2 0000305292 Sep-2006 01-Sep-2005 CA 60.72 252,000.00 Group 2 0000305296 Oct-2006 01-Aug-2005 CA 60.00 334,800.00 Group 2 0000305592 Jun-2006 01-Sep-2005 DC 62.37 184,000.00 Group 2 0000305918 ~~Jun~~Feb-2006 01-Feb-1995 AZ 41.03 32,000.00 Group 2 0000306012 ~~Jun~~Feb-2006 01-Mar-1995 UT 65.00 46,800.00 Group 2 0000306015 ~~Jun~~Feb-2006 01-Jun-1994 KS 76.92 50,000.00 Group 2 0000306040 ~~Jun~~Feb-2006 01-Dec-1994 CA 75.00 87,750.00 Group 2 0000306076 ~~Jun~~Feb-2006 01-Sep-1994 TN 46.30 25,000.00 Group 2 0000306102 ~~Jun~~Feb-2006 01-Jan-1995 CA 75.00 76,500.00 Group 2 0000306110 ~~Jun~~Feb-2006 01-May-1994 KY 67.31 43,750.00 Group 2 0000306127 ~~Jun~~Feb-2006 01-Feb-1994 CA 59.80 149,500.00 Group 2 0000306173 ~~Jun~~Feb-2006 01-Nov-1993 AZ 44.77 38,500.00 Group 2 0000306188 ~~Jun~~Feb-2006 01-Dec-1993 CA 91.42 122,500.00 Group 2 0000306236 ~~Jun~~Feb-2006 01-Mar-1994 CA 50.00 80,000.00 Group 2 0000306253 ~~Jun~~Feb-2006 01-Dec-1994 KS 75.00 76,875.00 Group 2 0000306324 ~~Jun~~Feb-2006 01-Dec-1994 CA 69.62 110,000.00 Group 2 0000306349 ~~Jun~~Feb-2006 01-Sep-1994 MO 70.00 47,950.00 Group 2 0000306363 ~~Jun~~Feb-2006 01-Dec-1994 PA 70.18 40,000.00 Group 2 0000306625 ~~Jun~~Feb-2006 01-Jul-2005 MI 85.00 102,000.00 Group 2 ~~0000308120~~0000306711 ~~Jun~~Jul-2006 01-~~Oct~~Sep-2005 MDDC 5745.2956 97130,~~400~~750.00 Group 2 ~~0000309324~~0000309756 ~~Jun~~Sep-2006 01-~~Oct~~Jul-2005 CAGA 6576.0019 ~~216~~80,~~775~~000.00 Group 2 0000310133 ~~Jun~~Feb-2006 01-Nov-2005 CA 60.00 279,000.00 Group 2 0000310277 ~~Jun~~Feb-2006 01-Aug-1992 OH 80.29 112,400.00 Group 2 ~~0000311603 Jun-2006 01-Sep-2005 FL 67.35 165,000.00 Group 2~~ 0000311652 ~~Jun~~Feb-2006 01-Nov-2005 TX 65.00 85,150.00 Group 2 0000312350 ~~Jun~~Feb-2006 01-Oct-2005 MA 82.24 205,600.00 Group 2 0000312534 ~~Jun~~Feb-2006 01-Jan-2006 CA 65.00 234,000.00 Group 2 0000312576 ~~Jun~~Feb-2006 06-Dec-2005 CA 46.15 60,000.00 Group 2 0000312691 ~~Jun~~Feb-2006 01-Jan-2006 IL 65.00 162,500.00 Group 2 ~~0000314924~~0000314888 ~~Mar~~Jul-2006 01-~~Jun~~Feb-~~2005~~2006 MNMI 9083.0027 ~~315~~204,000.00 Group 2 ~~0000315241 Jun-2006 01-Oct-2005 CA 80.00 434,400.00 Group 2~~ 0000315529 Mar-2006 01-Mar-2005 CA 64.00 800,000.00 Group 2 0140887162 ~~Jun~~Feb-2006 01-Dec-1987 VA 82.26 34,550.00

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period (continued) Group Loan Current Paid To Months Current Approximate Number Actual Date Delinquent Loan Rate Delinquent Balance Interest Group 1 0000119553 8382,~~631~~196.5305 01-~~Mar~~Aug-2006 10 13.490% 21,~~654~~742.6914 Group 1 0000165316 41,212.18 01-Sep-2006 0 11.250% 721.38 Group 1 0000212852 9,~~951~~396.3477 01-~~Dec~~Apr-~~2005~~2006 4 11.250% ~~427~~485.1275 Group 1 0000305326 43,018.95 01-Apr-2006 4 9.950% 2,025.05 Group 1 0000305524 46,962.92 15-Apr-2006 3 6.250% 1,119.33 Group 1 0000308285 154,687.97 01-Jun-2006 2 7.000% 3,347.16 Group 1 0000308812 80,~~524~~205.2415 15-~~Nov~~May-~~2005~~2006 42 10.000% 32,~~181~~537.1622 Group 1 0000308837 67,~~597~~221.2914 25-~~Dec~~Jun-~~2005~~2006 31 11.000% 21,~~951~~762.9685 Group 1 0000308847 8079,~~378~~984.3162 10-~~May~~Sep-2006 0 10.000% 1,~~274~~268.9478 Group 1 0000308848 188,798.88 01-Feb-2006 6 11.000% 13,197.45 Group 1 0000308893 82,934.62 20-Apr-2006 03 10.000% 13,~~313~~277.6824 Group 1 0000308917 113,~~645~~438.0524 10-~~Mar~~Jun-2006 01 10.500% 12,~~893~~834.5218 Group 1 0000309633 9089,~~051~~995.0078 20-~~Feb~~Mar-2006 14 10.250% 24,~~193~~380.6442 Group 1 0000309646 78,~~842~~699.9650 01-~~Mar~~Jun-2006 12 10.500% 2,620.87 Group 1 0000309733 23,~~969~~309.8972 01-Nov-2005 9 8.000% 1,266.74 Group 1 0000310901 44,031.42 10-Feb-2006 5 11.000% 2,692.94 Group 1 0000311516 120,000.00 13-~~Apr~~Jul-2006 0 10.250% 1,950.00 Group 1 0000315305 60,713.95 01-Oct-2005 10 8.600% 3,672.55 Group 1 0000321721 7776,~~324~~588.8914 01-~~May~~Sep-2006 0 7.500% ~~903~~894.1862 Group 1 0140987443 5958,~~142~~937.8998 01-~~Jul~~Nov-2006 (2) 8.250% 0.00 Group 1 0300001651 4544,~~051~~963.6883 01-~~May~~Sep-2006 0 11.990% ~~862~~861.9528 Group 2 0000136947 3231,~~362~~853.6862 12-~~Jun~~Sep-2006 ~~(1)~~0 4.000% 95187.3831 Group 2 0000165383 2928,~~733~~448.9636 20-~~May~~Sep-2006 0 78.~~625~~500% ~~346~~373.2774 Group 2 0000188210 6867,~~313~~743.7195 23-~~Apr~~Jul-2006 0 4.000% ~~427~~422.5581 Group 2 0000189988 49,~~822~~165.6167 04-~~Jun~~Oct-2006 (1) 3.625% ~~141~~139.0421 Group 2 0000190181 49,~~680~~199.8058 15-~~Jun~~Sep-2006 ~~(1)~~0 3.625% ~~140~~278.6210 Group 2 0000215867 9291,~~287~~855.7036 01-~~May~~Sep-2006 0 11.000% 1,~~576~~570.7113 Group 2 0000291728 4241,~~149~~870.0560 01-~~Feb~~Aug-2006 20 89.~~375~~875% ~~1,104~~653.4890 Group 2 0000291762 27,~~301~~224.6610 01-~~Apr~~Jun-2006 02 8.625% ~~369~~735.4472 Group 2 0000295196 85,~~935~~700.4948 01-~~Apr~~Oct-2006 0(1) 12.650% 1868.12 Group 2 0000305292 252,~~739~~000.8000 01-Dec-2005 8 11.250% 20,317.50 Group 2 0000305296 334,797.70 01-Feb-2006 6 10.750% 22,877.84 Group 2 0000305592 183,695.59 01-Nov-2005 59 8.990% 611,~~483~~656.4654 Group 2 0000305918 28,~~950~~777.7925 01-~~Apr~~Sep-2006 0 1112.~~875~~500% ~~548~~575.5389 Group 2 0000306012 42,~~584~~325.4427 01-~~May~~Oct-2006 0(1) 12.000% ~~816~~406.6912 Group 2 0000306015 43,~~465~~249.6579 01-~~May~~Aug-2006 0 10.125% ~~661~~693.6121 Group 2 0000306040 7675,~~206~~705.8639 01-~~Apr~~Aug-2006 0 9.875% 1,~~126~~181.1793 Group 2 0000306076 87,~~474~~758.8557 01-~~May~~Sep-2006 0 12.850% ~~176~~161.2457 Group 2 0000306102 66,~~988~~449.2285 01-~~Apr~~Sep-2006 0 910.~~250~~125% ~~976~~1,066.1081 Group 2 0000306110 37,~~591~~324.0502 01-~~May~~Sep-2006 0 9.625% ~~572~~568.2015 Group 2 0000306127 ~~110~~105,~~302~~117.1721 01-~~May~~Oct-2006 0(1) 910.~~375~~125% ~~1,639~~852.9692 Group 2 0000306173 2221,~~130~~925.0299 01-~~May~~Oct-2006 0(1) 10.375% ~~364~~180.5376 Group 2 0000306188 ~~107~~106,~~022~~286.5394 01-~~May~~Sep-2006 0 10.375% 1,~~707~~750.1784 Group 2 0000306236 6766,~~064~~483.8587 01-~~May~~Oct-2006 0(1) 910.~~750~~625% ~~1,034~~561.8389 Group 2 0000306253 6867,~~334~~918.5394 01-~~May~~Sep-2006 0 10.375% 1,~~068~~118.5871 Group 2 0000306324 9594,~~529~~882.7237 01-~~Apr~~Aug-2006 0 89.875% 1,~~332~~481.2632 Group 2 0000306349 42,~~835~~571.0007 01-~~May~~Sep-2006 0 10.~~490~~625% ~~713~~718.7594 Group 2 0000306363 3635,~~053~~961.8416 01-~~Apr~~Jun-2006 02 12.125% ~~668~~1,390.0390 Group 2 0000306625 100,~~938~~778.8823 01-~~May~~Aug-2006 0 10.100% 1,~~615~~612.4402 Group 2 ~~0000308120~~0000306711 97130,~~091~~682.1147 01-~~Mar~~Feb-2006 16 912.~~250~~000% 29,~~122~~359.7109 Group 2 ~~0000309324~~0000309756 ~~216~~79,~~679~~993.9665 01-~~May~~Mar-2006 05 107.~~990~~650% 3,~~788~~336.3041 Group 2 0000310133 279,000.00 01-~~May~~Sep-2006 0 10.375% 4,591.88 Group 2 0000310277 8584,~~932~~800.3693 01-~~Apr~~Aug-2006 0 5.250% ~~679~~670.1721 Group 2 ~~0000311603 164,512.85 01-Apr-2006 0 10.990% 2,875.67 Group 2~~ 0000311652 84,~~772~~548.8593 01-~~May~~Sep-2006 0 8.390% 1,~~115~~112.1319 Group 2 0000312350 ~~204~~203,~~459~~977.6751 01-~~Apr~~Jul-2006 01 7.500% 23,~~384~~566.4376 Group 2 0000312534 233,993.6333 01-~~Apr~~Sep-2006 0 11.250% 4,192.38 Group 2 0000312576 60,000.00 06-~~Mar~~Apr-2006 03 10.750% 12,~~025~~562.0050 Group 2 0000312691 162,~~124~~047.7280 01-~~May~~Jun-2006 02 9.875% 25,~~533~~060.8034 Group 2 ~~0000314924~~0000314888 ~~315~~203,~~000~~663.0019 01-~~Mar~~Apr-2006 14 69.~~990% 5,110.89 Group 2 0000315241 434,043.93 01-Oct-2005 6 7.~~000% 118,~~706~~643.2246 Group 2 0000315529 798,204.30 01-Apr-2006 04 6.875% 825,~~480~~442.9781 Group 2 0140887162 21,~~457~~138.2617 01-~~Aug~~Nov-2006 (32) 6.875% 0.00

Realized Loss Detail Report - Loans with Losses during Current Period Summary # Loans Prior Realized Current with Actual Loss/(Gain) Loss Group Losses Balance Amount Percentage Group 1 110 0430,104.0068 ~~(35~~107,536.~~00)~~04 0.~~000~~047% Group 2 01 0445,889.0066 010.00 0.000% Total 111 0875,994.0034 ~~(35~~107,546.~~00)~~04 0.~~000~~018%

Realized Loss Loan Detail Report - Loans With Losses during Current Period Original Current Loan Principal Note LTV at Original Group Number Balance Rate State Origination Term Group 1 ~~0000294495~~0000184451 3135,150.00 12.000% TX 95.00 360 Group 1 0000299277 76,897.89 10.900% TX 92.76 360 Group 1 0000305401 19,900.00 9.950% TX 100.00 240 Group 1 0000309252 53,000.00 12.000% TX 84.13 360 Group 1 0000309583 214,500.00 11.~~250~~000% FL 65.00 360 Group 1 0000310446 67,425.00 10.000% AL 93.00 360 Group 1 0000311824 55,900.00 9.000% TX 94.91 360 Group 1 0000312108 94,900.4000 ~~120~~10.900% TX 94.99 360 Group 1 0000312718 66,700.00 10.000% TX 100.00 360 Group 1 0000313140 49,900.00 10.000% TX 94.33 360 Group 2 0000307188 450,000.00 8.500% MA 28.13 360

Realized Loss Loan Detail Report - Loans With Losses during Current Period (continued) Prior Cumulative Loan Actual Realized Realized Group Number Balance Loss/(Gain) Loss/(Gain) Group 1 ~~0000294495~~0000184451 0.00 (750.17 13,968.65 Group 1 0000299277 76,347.01 23,555.25 23,555.25 Group 1 0000305401 19,682.67 17,744.74 17,744.74 Group 1 0000309252 52,790.52 25,868.04 25,868.04 Group 1 0000309583 213,949.70 1,566.77 1,566.77 Group 1 0000310446 67,334.78 35,144.31 35,144.31 Group 1 0000311824 0.00 (77.23) 616,~~774~~367.4110 Group 1 0000312108 0.00 767.65 39,974.64 Group 1 0000312718 0.00 1,487.20 38,428.60 Group 1 0000313140 0.00 729.14 20,744.05 Group 2 0000307188 445,889.66 10.00 10.00

Realized Loss Report - Collateral Summary MDR SDA Current Month 0.~~000~~139% Current Month 02.~~000~~749% 3 Month Average 0.~~001~~066% 3 Month Average 01.~~026~~314% 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~~Nov-2005 N/A N/A ~~Jul~~Nov-2005 N/A N/A ~~Aug~~Dec-2005 N/A N/A ~~Aug~~Dec-2005 N/A N/A ~~Sep~~Jan-~~2005~~2006 N/A N/A ~~Sep~~Jan-~~2005~~2006 N/A N/A ~~Oct~~Feb-~~2005~~2006 ~~N/A~~0.000% N/A ~~Oct~~Feb-~~2005~~2006 ~~N/A~~0.000% N/A ~~Nov~~Mar-~~2005~~2006 ~~N/A~~0.000% N/A ~~Nov~~Mar-~~2005~~2006 ~~N/A~~0.000% N/A ~~Dec~~Apr-~~2005~~2006 ~~N/A~~0.000% N/A ~~Dec~~Apr-~~2005~~2006 ~~N/A~~0.000% N/A ~~Jan~~May-2006 ~~N/A~~0.004% N/A ~~Jan~~May-2006 ~~N/A~~0.078% N/A ~~Feb~~Jun-2006 0.000% N/A ~~Feb~~Jun-2006 0.000% N/A ~~Mar~~Jul-2006 0.~~000~~023% N/A ~~Mar~~Jul-2006 0.~~000~~450% N/A ~~Apr~~Aug-2006 0.~~000~~023% N/A ~~Apr~~Aug-2006 0.~~000~~454% N/A ~~May~~Sep-2006 0.~~004~~037% N/A ~~May~~Sep-2006 0.~~078~~738% N/A ~~Jun~~Oct-2006 0.~~000~~139% N/A ~~Jun~~Oct-2006 02.~~000~~749% 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 01.~~000~~649% Current Month 011.~~000~~881% 3 Month Average 0.~~016~~788% 3 Month Average 730.~~999~~293% 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~~Nov-2005 N/A N/A ~~Jul~~Nov-2005 N/A N/A ~~Aug~~Dec-2005 N/A N/A ~~Aug~~Dec-2005 N/A N/A ~~Sep~~Jan-~~2005~~2006 N/A N/A ~~Sep~~Jan-~~2005~~2006 N/A N/A ~~Oct~~Feb-~~2005~~2006 ~~N/A~~0.000% N/A ~~Oct~~Feb-~~2005~~2006 ~~N/A~~0.000% N/A ~~Nov~~Mar-~~2005~~2006 ~~N/A~~0.000% N/A ~~Nov~~Mar-~~2005~~2006 ~~N/A~~0.000% N/A ~~Dec~~Apr-~~2005~~2006 ~~N/A~~0.000% N/A ~~Dec~~Apr-~~2005~~2006 ~~N/A~~0.000% N/A ~~Jan~~May-2006 ~~N/A~~0.047% N/A ~~Jan~~May-2006 ~~N/A~~23.996% N/A ~~Feb~~Jun-2006 0.000% N/A ~~Feb~~Jun-2006 0.000% N/A ~~Mar~~Jul-2006 0.~~000~~270% N/A ~~Mar~~Jul-2006 021.~~000~~926% N/A ~~Apr~~Aug-2006 0.~~000~~272% N/A ~~Apr~~Aug-2006 036.~~000~~934% N/A ~~May~~Sep-2006 0.~~047~~443% N/A ~~May~~Sep-2006 2342.~~996~~063% N/A ~~Jun~~Oct-2006 01.~~000~~649% N/A ~~Jun~~Oct-2006 011.~~000~~881% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 1 MDR SDA Current Month 0.~~000~~184% Current Month 03.~~000~~634% 3 Month Average 0.~~004~~116% 3 Month Average 02.~~076~~297% 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~~Nov-2005 N/A N/A ~~Jul~~Nov-2005 N/A N/A ~~Aug~~Dec-2005 N/A N/A ~~Aug~~Dec-2005 N/A N/A ~~Sep~~Jan-~~2005~~2006 N/A N/A ~~Sep~~Jan-~~2005~~2006 N/A N/A ~~Oct~~Feb-~~2005~~2006 ~~N/A~~0.000% N/A ~~Oct~~Feb-~~2005~~2006 ~~N/A~~0.000% N/A ~~Nov~~Mar-~~2005~~2006 ~~N/A~~0.000% N/A ~~Nov~~Mar-~~2005~~2006 ~~N/A~~0.000% N/A ~~Dec~~Apr-~~2005~~2006 ~~N/A~~0.000% N/A ~~Dec~~Apr-~~2005~~2006 ~~N/A~~0.000% N/A ~~Jan~~May-2006 ~~N/A~~0.011% N/A ~~Jan~~May-2006 ~~N/A~~0.228% N/A ~~Feb~~Jun-2006 0.000% N/A ~~Feb~~Jun-2006 0.000% N/A ~~Mar~~Jul-2006 0.~~000~~064% N/A ~~Mar~~Jul-2006 01.~~000~~274% N/A ~~Apr~~Aug-2006 0.~~000~~063% N/A ~~Apr~~Aug-2006 01.~~000~~247% N/A ~~May~~Sep-2006 0.~~011~~101% N/A ~~May~~Sep-2006 02.~~228~~009% N/A ~~Jun~~Oct-2006 0.~~000~~184% N/A ~~Jun~~Oct-2006 03.~~000~~634% 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 02.~~000~~181% Current Month 024.~~000~~223% 3 Month Average 01.~~045~~378% 3 Month Average 734.~~999~~407% 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~~Nov-2005 N/A N/A ~~Jul~~Nov-2005 N/A N/A ~~Aug~~Dec-2005 N/A N/A ~~Aug~~Dec-2005 N/A N/A ~~Sep~~Jan-~~2005~~2006 N/A N/A ~~Sep~~Jan-~~2005~~2006 N/A N/A ~~Oct~~Feb-~~2005~~2006 ~~N/A~~0.000% N/A ~~Oct~~Feb-~~2005~~2006 ~~N/A~~0.000% N/A ~~Nov~~Mar-~~2005~~2006 ~~N/A~~0.000% N/A ~~Nov~~Mar-~~2005~~2006 ~~N/A~~0.000% N/A ~~Dec~~Apr-~~2005~~2006 ~~N/A~~0.000% N/A ~~Dec~~Apr-~~2005~~2006 ~~N/A~~0.000% N/A ~~Jan~~May-2006 ~~N/A~~0.136% N/A ~~Jan~~May-2006 ~~N/A~~23.996% N/A ~~Feb~~Jun-2006 0.000% N/A ~~Feb~~Jun-2006 0.000% N/A ~~Mar~~Jul-2006 0.~~000~~764% N/A ~~Mar~~Jul-2006 021.~~000~~926% N/A ~~Apr~~Aug-2006 0.~~000~~748% N/A ~~Apr~~Aug-2006 036.~~000~~934% N/A ~~May~~Sep-2006 01.~~136~~206% N/A ~~May~~Sep-2006 2342.~~996~~063% N/A ~~Jun~~Oct-2006 02.~~000~~181% N/A ~~Jun~~Oct-2006 024.~~000~~223% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 2 MDR SDA Current Month 0.~~000~~112% Current Month 02.~~000~~227% 3 Month Average 0.~~000~~037% 3 Month Average 0.~~000~~742% 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~~Nov-2005 N/A N/A ~~Jul~~Nov-2005 N/A N/A ~~Aug~~Dec-2005 N/A N/A ~~Aug~~Dec-2005 N/A N/A ~~Sep~~Jan-~~2005~~2006 N/A N/A ~~Sep~~Jan-~~2005~~2006 N/A N/A ~~Oct~~Feb-~~2005~~2006 ~~N/A~~0.000% N/A ~~Oct~~Feb-~~2005~~2006 ~~N/A~~0.000% N/A ~~Nov~~Mar-~~2005~~2006 ~~N/A~~0.000% N/A ~~Nov~~Mar-~~2005~~2006 ~~N/A~~0.000% N/A ~~Dec~~Apr-~~2005~~2006 ~~N/A~~0.000% N/A ~~Dec~~Apr-~~2005~~2006 ~~N/A~~0.000% N/A ~~Jan~~May-2006 ~~N/A~~0.000% N/A ~~Jan~~May-2006 ~~N/A~~0.000% N/A ~~Feb~~Jun-2006 0.000% N/A ~~Feb~~Jun-2006 0.000% N/A ~~Mar~~Jul-2006 0.000% N/A ~~Mar~~Jul-2006 0.000% N/A ~~Apr~~Aug-2006 0.000% N/A ~~Apr~~Aug-2006 0.000% N/A ~~May~~Sep-2006 0.000% N/A ~~May~~Sep-2006 0.000% N/A ~~Jun~~Oct-2006 0.~~000~~112% N/A ~~Jun~~Oct-2006 02.~~000~~227% 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 01.~~000~~336% Current Month 0.~~000~~002% 3 Month Average 0.~~000~~445% 3 Month Average 0.~~000~~001% 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~~Nov-2005 N/A N/A ~~Jul~~Nov-2005 N/A N/A ~~Aug~~Dec-2005 N/A N/A ~~Aug~~Dec-2005 N/A N/A ~~Sep~~Jan-~~2005~~2006 N/A N/A ~~Sep~~Jan-~~2005~~2006 N/A N/A ~~Oct~~Feb-~~2005~~2006 ~~N/A~~0.000% N/A ~~Oct~~Feb-~~2005~~2006 ~~N/A~~0.000% N/A ~~Nov~~Mar-~~2005~~2006 ~~N/A~~0.000% N/A ~~Nov~~Mar-~~2005~~2006 ~~N/A~~0.000% N/A ~~Dec~~Apr-~~2005~~2006 ~~N/A~~0.000% N/A ~~Dec~~Apr-~~2005~~2006 ~~N/A~~0.000% N/A ~~Jan~~May-2006 ~~N/A~~0.000% N/A ~~Jan~~May-2006 ~~N/A~~0.000% N/A ~~Feb~~Jun-2006 0.000% N/A ~~Feb~~Jun-2006 0.000% N/A ~~Mar~~Jul-2006 0.000% N/A ~~Mar~~Jul-2006 0.000% N/A ~~Apr~~Aug-2006 0.000% N/A ~~Apr~~Aug-2006 0.000% N/A ~~May~~Sep-2006 0.000% N/A ~~May~~Sep-2006 0.000% N/A ~~Jun~~Oct-2006 01.~~000~~336% N/A ~~Jun~~Oct-2006 0.~~000~~002% 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). Includes losses on loans liquidating in the current period only.

Prepayment Detail - Prepayments during Current Period Summary Loans Paid In Full Repurchased Loans Original Current Original Current Principal Scheduled Principal Scheduled Group Count Balance Balance Count Balance Balance Group 1 5726 62,~~170~~667,~~898~~257.7243 52,~~896~~498,~~421~~711.5640 140 ~~1,508,633~~0.2000 ~~1,431,360~~0.2700 Group 2 ~~101~~58 1813,~~985~~262,~~916~~691.2505 1712,~~891~~609,~~313~~953.0113 90 ~~2,553,350~~0.00 ~~2,518,083~~0.7300 Total ~~158~~84 2515,~~156~~929,~~814~~948.9748 2315,~~787~~108,~~734~~664.5753 230 ~~4,061,983~~0.2000 ~~3,949,444~~0.00

Prepayment Detail - Prepayments during Current Period (continued) Summary Substitution Loans Liquidated Loans Curtailments Original Current Original Current Principal Scheduled Principal Scheduled Curtailment Group Count Balance Balance Count Balance Balance Amount Group 1 0 0.00 0.00 05 0431,722.0089 0428,840.00 82 25,~~489~~456.5091 Group 2 0 0.00 0.00 01 0450,000.00 0445,584.0012 ~~119~~426,~~840~~565.2991 Total 0 0.00 0.00 06 0881,722.0089 0874,424.0094 ~~202~~452,~~329~~022.7982

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount Group 1 ~~0000173343~~0000213082 ~~PA 92.94 01-Dec-1989 23,700.00 17,422.76 Group 1 0000177799 AR 88.00 01-Sep-2001 45,760.00 44,709.70 Group 1 0000184138~~ NY 5580.00 0114-Jan-~~2001~~2002 5147,~~150~~200.00 3945,~~227~~196.5481 Group 1 ~~0000184572~~0000299277 HITX 7592.0076 01-~~Mar~~Aug-~~2001~~2004 2376,~~250~~897.0089 2276,~~437~~000.1864 Group 1 ~~0000215184~~0000305401 ~~AL 75.65 01-Mar-1977 43,500.00 6,019.74 Group 1 0000275269~~ TX 100.8400 01-~~Sep~~Jun-~~1999~~2005 6019,~~000~~900.00 5119,~~513~~420.6140 Group 1 ~~0000295171~~0000307012 FLMD 8968.7431 2201-Aug-~~2001 35,000.00 33,787.36 Group 1 0000295990 TX 93.73 14-Nov-2004 37,257.20 35,238.19 Group 1 0000296280 TX 86.96 23-Mar-~~2005 84156,~~263.60 83,658.25 Group 1 0000296287 TX 92.96 15-Mar-2005 82,175.12 78,774.82 Group 1 0000300240 KS 87.69 01-Oct-1996 57,~~000.00 50154,~~766~~002.7841 Group 1 ~~0000300252~~0000307016 OKMD ~~100~~67.0013 01-Aug-~~1976~~2005 55126,000.00 ~~107.99 Group 1 0000301209 FL 100.00 01-Oct-1997 77~~124,~~850~~298.0066 ~~69,595.58~~ Group 1 ~~0000305386~~0000308136 TX ~~97.40 01-May-2001 18,700.00 15,700.98 Group 1 0000308169 NY~~ 84.~~04 01-Jun-2004 790,000.00 761,837.~~98 ~~Group 1 0000309186 WA 80.00 01~~13-~~May~~Jul-2005 ~~196~~84,~~000~~900.00 ~~193~~84,~~306~~279.3253 Group 1 ~~0000309222~~0000308965 NCGA ~~100~~95.3945 10-Jul-~~1999~~2001 7087,~~276.00 65,615.97 Group 1 0000309225 LA 100.00 01-Jul-2005 72,~~000.00 7184,~~195~~447.4103 Group 1 ~~0000309871~~0000309252 ~~SC 100.00 01-May-2003 68,000.00 67,073.02 Group 1 0000310095~~ TX 7384.4713 01-~~Jun~~Mar-2005 6253,~~450~~000.00 6152,~~569~~665.6997 Group 1 ~~0000310151~~0000309583 FL 9365.~~88 01-Jan-2006 92,000.~~00 ~~91,578.57 Group 1 0000310187 AR 90.00~~ 01-~~Aug-2005 221,400.00 219,243.14 Group 1 0000310302 GA 100.00 25-~~Nov-2005 95214,~~337~~500.00 94213,~~314~~534.1053 Group 1 ~~0000310414~~0000309676 MTMD 5065.0022 01-~~Apr~~May-2005 60,000.00 58,~~066~~864.7416 Group 1 ~~0000310415~~0000310446 AKAL 7593.00 1115-~~May~~Sep-2005 6067,~~000~~425.00 4967,~~970~~017.3827 Group 1 ~~0000310920~~0000310973 MDFL 6040.00 01-Dec-2005 ~~162~~88,000.00 ~~161~~87,~~054~~657.0443 Group 1 ~~0000311299~~0000311371 CATX 8096.0051 01-Feb-~~2004~~2000 ~~356~~55,~~000~~300.0043 ~~345,315.~~46 ~~Group 1 0000311313 HI 72.73 01-Feb-2005 200~~,~~000~~119.0004 ~~192,048.42~~ Group 1 ~~0000311318~~0000311811 NVAZ ~~80.01 01-Jul-2005 195,950.00 194,935.44 Group 1 0000311326 CA 75.00 01-Sep-2005 386,250.00 382,375.92 Group 1 0000311399 NY 76.00 28-Jan-2005 95,000.00 93,326.35 Group 1 0000311662 AL~~ 79.3172 01-~~Jan-2004 115,000.00 102,578.07 Group 1 0000311702 CA 80.79 01-Jul-2005 488,000.00 485,051.67 Group 1 0000311724 WA 90.00 01-~~Oct-2005 ~~154~~231,~~800~~200.00 ~~153~~228,~~450~~508.2191 Group 1 ~~0000311725~~0000312093 TX 9094.0029 2008-~~Jun~~Dec-2005 9033,000.00 8331,~~222~~235.1398 Group 1 ~~0000311749~~0000312684 WAFL 8252.0617 0116-~~Oct~~Mar-2005 ~~139~~60,~~500.00 138,656.16 Group 1 0000311758 TX 80.00 01-Oct-2004 28,~~000.00 ~~25,646.39 Group 1 0000312598 FL 65.00 01-Dec-2005 163,800.00 163,422.84 Group 1 0000312983 AK~~ 58~~.18 01-Jul-2000 160~~,~~000~~796.0053 ~~151,147.38~~ Group 1 ~~0000313012~~0000313170 ~~GA 80.00 01-Nov-2005 99,800.00 99,179.29 Group 1 0000313025 GA 80.00 01-Nov-2005 99,800.00 99,800.00 Group 1 0000313155~~ TX 7787.3933 05-~~Jan~~Nov-2004 7165,~~200~~500.00 6854,~~480~~807.8270 Group 1 ~~0000313197~~0000313322 TX ~~94.49 05-Mar-2004 87,875.00 86,761.27 Group 1 0000313240 TX~~ 95.00 05-Aug-~~2004~~2003 97104,~~850~~500.00 96102,~~760~~041.1520 Group 1 ~~0000313408~~0000313531 TX 8986.4403 05-~~Mar~~Jul-~~2001~~2003 4777,~~405~~425.00 4575,~~911~~970.2248 Group 1 ~~0000313469~~0000313573 ILTX 9387.3921 05-~~Nov~~Jul-2004 ~~110~~43,~~200~~605.00 ~~109~~42,~~344~~355.7652 Group 1 ~~0000313556~~0000313651 TX ~~95.00 05-Jun-2002 31,350.00 30,708.06 Group 1 0000313586 TX~~ 94.8753 05-~~Jan~~Aug-~~2005~~2004 71133,~~155~~285.00 70131,~~639~~722.1299 Group 1 ~~0000313736~~0000313781 TXIL 94.~~76 05-Jun-2001 37,905.00 36,998.~~02 ~~Group 1 0000313914 TX 95.00~~ 05-~~Feb-2003 80,275.00 78,641.71 Group 1 0000313937 TX 81.03 01-Sep-2000 31,600.00 16,544.63 Group 1 0000313983 TX 90.00 05-~~Dec-~~2003 94,500.00 90,470.56 Group 1 0000314099 TX 93.70 05-Jan-~~2004 68100,~~400~~605.00 6799,~~460~~535.7723 Group 1 ~~0000314188~~0000313901 TX 8594.9676 05-Jul-~~2004~~2003 3590,~~245~~022.00 3488,~~678~~448.~~62 Group 1 0000314239 TX 85.~~19 ~~05-Nov-2003 115,000.00 112,842.76~~ Group 1 ~~0000314255~~0000314298 TX ~~82.61 05-Jun-2003 95,000.00~~ 93~~,488~~.3793 ~~Group 1 0000314455 TX 86.15~~ 05-Oct-2004 6983,~~350~~600.00 6880,~~718~~493.5773 Group 1 ~~0000314783~~0000315255 NY 5175.3638 ~~08-Oct-2002 71,900.00 64,316.96 Group 1 0000315250 MA 47.62~~ 01-~~Sep~~Aug-2005 ~~200~~134,~~000~~925.00 ~~200~~133,~~000~~060.0019 Group 1 ~~0000315519~~0000322058 IDNJ ~~98.45 01-Jan-2005 101,408.00 97,757.02 Group 1 0000315652 TX~~ 80.00 01-~~Sep~~Jan-~~2005~~2006 20248,000.00 19248,~~134.71 Group 1 0000316522 TX 100.00 24-Dec-2004 26,~~000.00 ~~23,193.41~~ Group 1 ~~0000322316~~0000322059 TXNJ 9380.8200 01-~~May~~Feb-~~1994~~2006 38151,~~000~~200.00 17150,~~954~~351.9986 Group 1 ~~0137371910~~0139847011 FLID 9489.7485 01-Jul-~~2002~~1996 5465,~~000~~500.00 5657,~~448~~660.6112 Group 1 ~~0140606803~~0141368779 FL 9070.00 1701-~~May~~Aug-1998 ~~207~~45,~~000~~490.00 ~~192~~28,~~670~~594.1303 Group 1 ~~0141017524~~0141439564 ~~NY 104.29 01-Dec-2001 36,500.00 37,929.50 Group 1 0142720042~~ CA ~~103~~69.3234 01-~~Jul~~Jan-~~1998~~1996 ~~75,420.00 65,147.73 Group 1 0143125108 TX~~ 95~~.00 01-Aug-2001 80~~,~~275~~000.00 ~~76,942~~0.~~36 Group 1 0200039581 PA 77.58 01-Dec-2003 128,000.~~00 ~~123,758.59~~ Group 1 ~~0300002607~~0200036662 ALCA 9545.1698 01-~~Dec~~Jul-2005 56200,~~050~~000.00 55199,~~830~~752.8255 Group ~~1 0300002614 IN 95.00 01-Jan-2006 24,700.00 24,617.47 Group~~ 2 ~~0000145732~~0000135454 WAND 72137.1310 01-~~May~~Nov-~~1996~~1997 54170,~~100~~000.00 1886,~~671~~253.5866 Group 2 ~~0000159711~~0000164365 KSGA 100.00 01-~~Dec~~Aug-~~1987 28,650.00 2,303.00 Group 2 0000184580 VA 85.00 01-Jul-2000 289,000.00 257,729.54 Group 2 0000187635 FL 94.51 27-Oct-~~1992 6733,~~100~~500.00 6011,~~609~~465.0145 Group 2 ~~0000188796~~0000185235 CA ~~13.~~90 ~~22-Jun-1994 43,800~~.00 31,385.76 Group 2 0000190578 GA 68.86 13-Feb-1995 24,100.00 6,375.02 Group 2 0000192151 OR 41.14 31-Jan-1997 14,400.00 3,689.89 Group 2 0000192228 CA 80.44 21-Apr-1997 181,000.00 149,040.20 Group 2 0000192315 CA 68.80 30-Apr-1997 120,400.00 97,173.86 Group 2 0000212553 UT 83.84 01-~~Mar~~Aug-~~1998~~1988 ~~104,800.00 91,657.89 Group 2 0000213430 CA 69.~~58 ~~01-Jun-1994 83~~,500.00 6837,~~317~~229.4312 Group 2 ~~0000213437~~0000187162 MOAL ~~95.89 01-Sep-1984 75,750.00 42,027.16 Group 2 0000213450 NY~~ 90.0091 0105-Feb-~~1987~~1980 6530,~~250~~000.00 366,~~660~~729.4189 Group 2 ~~0000213528~~0000188188 NYND 9099.0059 0104-~~Mar~~Aug-~~1987~~1994 6048,~~300~~800.00 373,~~128~~508.6378 Group 2 ~~0000220996~~0000191281 VACA 8010.0008 0126-~~Feb~~Apr-~~2002~~1995 5212,~~000~~100.00 5010,~~456~~018.~~39 Group 2 0000295279 CA 58.~~96 ~~01-Mar-2005 711,000.00 711,000.00~~ Group 2 ~~0000299035~~0000215153 CAMI 5894.9290 01-~~Jun~~Nov-~~2005~~1984 ~~327~~24,~~000~~200.00 ~~325~~9,~~198~~610.32 Group 2 ~~0000299646~~0000301812 CALA 60100.00 01-~~Jul-2005 180,000.00 180,000.00 Group 2 0000299665 CA 65.00 01-Jul-2005 228,800.00 228,800.00 Group 2 0000302295 CA 30.78 01-Aug-2005 98,500.00 98,500.00 Group 2 0000305206 PA 91.89 01-~~Mar-~~2005~~1992 ~~205~~29,~~833~~891.0005 ~~201~~13,~~759.42 Group 2 0000305248 FL 85.00 01-Jul-2005 63,750.00 66,~~263.4980 Group 2 ~~0000306001~~0000305948 CA 6544.0044 01-~~Jul-1994 108,550.00 92,750.30 Group 2 0000306041 CA 50.00 01-~~Nov-1993 ~~120~~40,000.00 9933,~~827~~984.6361 Group 2 ~~0000306165~~0000305964 TXCA 6066.9837 01-~~Dec~~Mar-1994 2575,000.00 2165,~~958~~608.5867 Group 2 ~~0000306192~~0000306058 CAAZ 6165.7400 01-Jan-1994 7191,000.00 5777,~~928~~877.4878 Group 2 ~~0000306240~~0000306323 CAIN 7065.00 01-~~May~~Oct-1994 ~~108~~55,~~500~~250.00 8649,~~570~~539.7297 Group 2 ~~0000306312~~0000306405 ~~NC 67.78 01-Apr-1994 34,230.00 23,992.88 Group 2 0000306342~~ CA 6056.0096 01-~~Feb-1995 93,000.00 81,812.20 Group 2 0000306563 CA 51.25 15-~~Sep-2005 ~~217~~135,~~800~~000.00 ~~212~~135,~~295~~000.~~31 Group 2 0000306566 LA 58.04 01-Sep-2005 53,400.~~00 ~~53,178.79~~ Group 2 ~~0000306786~~0000306575 MONJ 6862.4850 01-~~Jul~~Oct-2005 311,~~500.00 31~~125,~~224.94 Group 2 0000306794 CA 76.92 01-Aug-1992 500,~~000.00 ~~334~~1,~~023.48 Group 2 0000306836 CA 74.62 01-Mar-1995 791~~118,~~000~~182.0035 ~~761,380.86~~ Group 2 ~~0000306908~~0000306632 DCUT 7090.00 01-~~Sep~~Aug-2005 ~~164~~202,500.00 ~~163~~200,~~551~~201.2804 Group 2 ~~0000306935~~0000307033 AZMN 80.00 01-~~Feb~~Apr-~~2005~~2000 ~~131~~90,~~200~~000.00 ~~129~~78,~~584~~689.8476 Group 2 ~~0000307080~~0000307047 MN 8055.0060 01-~~Jun~~Oct-~~1995~~2002 75125,~~200~~000.00 22117,~~580~~745.2383 Group 2 ~~0000307157~~0000307128 CAMN 7078.0072 01-~~Sep~~Apr-~~2005~~2003 ~~157~~116,500.00 ~~157~~75,~~499~~770.~~97 Group 2 0000307184 NH 42.31~~ 01~~-Jul-2005~~ ~~55,000.00 54,584.24~~ Group 2 ~~0000307962~~0000307151 CAMN 5980.~~15 01-Oct-2005 210,000.~~00 ~~210,000.00 Group 2 0000308033 CA 60.00~~ 01-~~Oct~~Feb-~~2005~~2004 ~~204~~60,000.00 ~~201~~51,~~652~~265.3073 Group 2 ~~0000308218~~0000307188 CAMA 7528.0013 01-~~Sep~~May-2005 ~~600~~450,000.00 ~~596~~445,~~209~~276.0342 Group 2 ~~0000308267~~0000307190 CAMA ~~61.~~45 ~~17-Sep-2005 255,000~~.0054 ~~254,103.77 Group 2 0000308277 CA 85.00~~ 01-~~Jul~~Aug-2005 ~~412~~230,~~250~~000.00 ~~412~~227,~~250~~504.0094 Group 2 ~~0000308279~~0000308348 TXIL 7059.0009 01-Jun-2005 ~~455~~130,000.00 ~~453~~128,~~039~~839.6327 Group 2 ~~0000308352~~0000309047 CA 3348.5034 01-~~Aug~~Jun-2005 ~~100~~248,~~500.00 99,983.07 Group 2 0000308370 CA 60.00 01-Oct-2005 195,~~000.00 ~~195~~243,~~000~~681.0041 Group 2 ~~0000308390~~0000309316 CA 65.00 01-Oct-2005 ~~136~~292,500.00 ~~136~~292,500.00 Group 2 ~~0000308448~~0000309318 GACA 9558.0040 01-~~Jun~~Nov-~~2004~~2005 ~~147~~365,~~250.00 146,418.46 Group 2 0000308690 FL 80.00 01-Mar-2000 180,~~000.00 ~~163~~364,~~602~~980.~~08 Group 2 0000309154 NY 80.~~00 ~~01-May-2005 392,400.00 392,400.00~~ Group 2 ~~0000309174~~0000309332 CA 7965.~~92 01-Jun-2005 359,650.~~00 ~~359,650.00 Group 2 0000309175 CA 73.35~~ 01-~~Jul~~Oct-2005 ~~468~~169,000.00 ~~468~~169,000.00 Group 2 ~~0000309188~~0000309390 NCCA 9065.00 01-~~May~~Nov-2005 50204,~~040~~750.00 48204,~~873~~750.7500 Group 2 ~~0000309295~~0000309418 CARI 5863.1804 0115-~~Oct~~Nov-2005 64116,000.00 63116,~~999~~000.3300 Group 2 ~~0000309309~~0000310145 CA 6538.0010 01-~~Oct~~Dec-2005 ~~195~~200,000.00 ~~194~~199,~~294~~983.8820 Group 2 ~~0000309317~~0000310331 CAMO 5070.2671 01-Nov-~~2005~~2002 ~~190~~910,000.00 ~~190~~733,~~000~~561.0023 Group 2 ~~0000309462~~0000310451 ORIL 5080.00 01-~~Jun~~Sep-2005 70156,000.00 70156,000.00 Group 2 ~~0000309483~~0000310963 CADC 8058.0024 01-~~Apr~~Nov-2005 ~~313~~192,~~600~~200.00 ~~313~~191,~~600~~070.0058 Group 2 ~~0000309584~~0000310998 CAMA 7064.4287 01-~~Apr~~Oct-2005 ~~250~~253,000.00 ~~257~~251,~~812~~249.0704 Group 2 ~~0000309873~~0000311391 SCCA 7364.0312 01-Jan-~~2003~~2006 65237,~~000~~250.00 64237,~~761~~250.~~48 Group 2 0000310086 CA 70.31 01-Jan-2005 450,000.~~00 ~~449,658.80~~ Group 2 ~~0000310156~~0000311518 CA 8065.00 01-~~Aug~~Dec-2005 ~~320~~241,~~000~~800.00 ~~317~~241,~~169~~800.~~53 Group 2 0000310173 NY 95.37 01-May-2005 467,766.25 467,766.25 Group 2 0000310310 MO 90.~~00 ~~01-Apr-2004 78,300.00 76,052.64~~ Group 2 ~~0000310327~~0000311539 FLCA 7066.0057 01-Jan-~~2005~~2006 91231,000.00 89230,~~130~~987.9735 Group 2 ~~0000311336~~0000311642 CA 7955.9936 01-Feb-~~2004~~2006 ~~663~~3,~~800.00 676~~100,~~650.08 Group 2 0000311380 NV 70.00 01-Aug-2005 182,~~000.00 ~~181~~3,~~914.03 Group 2 0000311408 AZ 65.00 01-Mar-2005 187~~095,~~200~~400.0024 ~~181,016.35~~ Group 2 ~~0000311674~~0000312040 PACA 7461.19 01-~~Aug~~Dec-2005 ~~115~~410,000.00 ~~112~~410,~~491.89 Group 2 0000311677 CA 90.00 01-Oct-2005 540,~~000.00 ~~540,000.00~~ Group 2 ~~0000311704~~0000312159 PACA 8556.0011 01-~~Jul~~Dec-2005 59266,500.00 59266,~~049~~500.~~73 Group 2 0000311727 NY 95.~~00 ~~01-Oct-2005 448,400.00 447,982.80~~ Group 2 ~~0000311763~~0000312213 NJ 95.00 01-Jun-2005 226,955.00 226,955.00 Group 2 0000311783 FL 70.00 01-May-2005 65,100.00 61,829.36 Group 2 0000311801 FL 77.29 29-Aug-2005 91,200.00 90,665.36 Group 2 0000311898 NC 80.00 01-Sep-2005 72,800.00 72,132.53 Group 2 0000311929 CT 85.00 01-Sep-2005 408,000.00 405,316.31 Group 2 0000312163 CA 6254.0082 01-Dec-2005 9589,~~480~~350.00 9589,~~480~~350.00 Group 2 ~~0000312237~~0000312260 CA 6265.00 01-Dec-2005 ~~155~~123,~~000~~500.00 ~~154~~123,~~994~~461.49 Group 2 ~~0000312312~~0000312305 CA 6465.00 01-Dec-2005 ~~160~~119,~~000~~600.00 ~~160~~119,~~000~~595.0043 Group 2 ~~0000312314~~0000312320 CA 5760.2900 01-Dec-2005 ~~275~~156,000.00 ~~275~~156,000.00 Group 2 ~~0000312480~~0000312392 ILFL 6371.7437 01-~~Dec~~Mar-2005 ~~109~~146,~~000~~300.00 ~~108~~146,~~595~~261.1590 Group 2 ~~0000312493~~0000312919 MINC 7580.00 01-Dec-2000 41,250.00 39,061.91 Group 2 0000312509 CA 36.77 01-Jun-2001 196,000.00 183,782.54 Group 2 0000312605 NY 75.00 01-Feb-2006 330,000.00 328,933.28 Group 2 0000312695 CA 69.06 01-Jan-2006 110,500.00 110,244.22 Group 2 0000312894 MD 70.00 01-Apr-2005 ~~525~~104,000.00 ~~524~~103,~~681~~842.7610 Group 2 ~~0000312964~~0000312978 MNCA 80.00 01-Apr-2005 ~~364~~216,~~862~~000.00 ~~364~~215,~~861~~904.9996 Group 2 ~~0000312997~~0000313001 CA 7865.2240 01-~~Jul~~Oct-2005 ~~880~~327,000.00 ~~880~~327,000.00 Group 2 ~~0000313073~~0000313040 AZFL 8990.6900 01-~~Aug~~Jul-2005 ~~261~~108,000.00 ~~261,000.00 Group 2 0000313127 CA 35.42 01-Jan-2006~~ 106,~~000~~792.0073 ~~106,000.00~~ Group 2 ~~0000314775~~0000313080 AZMO 6195.~~97 01-Feb-2006 464,750.~~00 ~~463,904.28 Group 2 0000315521 AZ 80.00~~ 01-~~Sep~~Jul-2005 ~~160~~199,~~000~~500.00 ~~163~~197,~~949~~134.4868 Group 2 ~~0000315700~~0000314840 NYCA 6049.0002 01-~~Oct~~Jan-~~1988~~2006 ~~330~~323,~~000~~500.00 ~~213~~322,~~861~~231.7583 Group 2 ~~0000315725~~0000315720 NY 9774.8971 01-~~Jul-1988 47,300.00 30,783.99 Group 2 0000315824 NY 80.00 01-~~Jan-~~1989~~1986 ~~108~~65,000.00 6936,~~650~~388.~~98 Group 2 0000315886 NY~~ 86~~.76~~ ~~01-Oct-1985 19,000.00 10,763.82~~ Group 2 ~~0000315888~~0000315769 ORNJ 8075.00 01-~~Jul~~Feb-~~1989~~1987 ~~39,600.00 21,828.99 Group 2 0000315991 NJ~~ 45~~.71 01-May-1986 80~~,000.00 4626,~~452~~699.8248 Group 2 ~~0000316008~~0000315906 NY 9976.3852 01-~~Aug~~Nov-~~1988~~1987 4088,000.00 2651,~~185~~028.5889 Group 2 ~~0000316027~~0000315951 NY 7298.6439 01-~~Dec-1987 23,900.00 11,837.14 Group 2 0000316193 TN 79.84 01-~~Sep-1987 4061,~~400~~000.00 2537,~~271~~263.6668 Group 2 ~~0000316213~~0000315984 NY ~~80.00 01-Jul-1988 115,200.00 36,991.71 Group 2 0000316282 NY~~ 90.00 01-~~Jun~~Feb-~~1989~~1987 6063,~~300~~000.00 3938,~~456~~047.3015 Group 2 ~~0000316362~~0000317450 NYFL 7441.1542 01-Feb-2006 ~~326~~87,~~250~~000.00 ~~325~~86,~~195~~704.4010 Group 2 ~~0000320251~~0000317856 CA 7046.0066 01-~~Oct~~Feb-~~1995~~2006 50175,~~050~~000.00 6175,~~925~~000.1600 Group 2 ~~0000322029~~0000318865 CA 9036.0036 0130-~~Aug~~Jan-~~2005~~2006 ~~355~~200,~~500.00 355,500.00 Group 2 0140177249 NY 114.29 01-Aug-1993 40,~~000.00 32199,~~583~~421.5745 Group 2 ~~0140177265~~0140426466 NYCT 90101.0091 01-~~Oct~~Apr-~~1994~~2001 3390,~~300~~700.00 2799,~~395~~293.2902

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning Group 1 ~~0000173343~~0000213082 Loan Paid in Full 0 9.125% 360 198 Group 1 0000177799 Loan Paid in Full 0 12.000% 360 57 Group 1 0000184138 Loan Paid in Full 0 13.625% 360 65 Group 1 0000184572 Loan Paid in Full 0 10.340% 360 63 Group 1 0000215184 Loan Paid in Full 0 9.000% 348 351 Group 1 0000275269 Repurchase 0 11.~~000% 240 81 Group 1 0000295171 Loan Paid in Full 0 12.~~500% ~~311~~361 57 Group 1 ~~0000295990~~0000299277 ~~Repurchase~~Liquidation 17 810.900% ~~180 19 Group 1 0000296280 Loan Paid in Full 0 9.900%~~ 360 1426 Group 1 ~~0000296287~~0000305401 ~~Loan~~Liquidation ~~Paid in Full 0~~ 6~~.000%~~ ~~360 15 Group 1 0000300240 Loan Paid in Full 0 8.625% 360 116 Group 1 0000300252 Loan Paid in Full 0~~ 9.~~250% 360 358 Group 1 0000301209 Loan Paid in Full 1 8.250% 360 104 Group 1 0000305386 Loan Paid in Full 0 12.~~950% ~~180~~240 6116 Group 1 ~~0000308169~~0000307012 Loan Paid in Full 0 6.500% 120 24 Group 1 0000309186 Loan Paid in Full 0 6.250% 360 13 Group 1 0000309222 Repurchase 0 10.500% 360 83 Group 1 0000309225 Loan Paid in Full (1) 6.500% 360 11 Group 1 0000309871 Repurchase 3 8.500% 60 37 Group 1 0000310095 Loan Paid in Full 0 7.~~500~~000% ~~24 12 Group 1 0000310151 Repurchase 0 7.500%~~ 360 ~~5 Group 1 0000310187 Loan Paid in Full 0 6.750% 360 10 Group 1 0000310302 Loan Paid in Full 0 8.900% 360 6 Group 1 0000310414 Loan Paid in Full 0 12.000% 180~~ 14 Group 1 ~~0000310415~~0000307016 Loan Paid in Full 02 7.000% 35360 1314 Group 1 ~~0000310920~~0000308136 Loan Paid in Full 0 710.000% 360 615 Group 1 ~~0000311299~~0000308965 ~~Repurchase 1 6.375% 360 28 Group 1 0000311313~~ Loan Paid in Full ~~(1) 7.500% 216 16 Group 1 0000311318 Loan Paid in Full~~ 0 610.000% 360 1163 Group 1 ~~0000311326~~0000309252 ~~Loan~~Liquidation ~~Paid~~4 ~~in Full 0 6~~12.~~250% 360 9 Group 1 0000311399 Loan Paid in Full 0 6.~~000% 360 1619 Group 1 ~~0000311662~~0000309583 ~~Repurchase~~Liquidation 02 711.000% ~~132 29 Group 1 0000311702 Loan Paid in Full (1) 7.250%~~ 360 11 Group 1 ~~0000311724~~0000309676 ~~Repurchase (1) 6.250% 360 8 Group 1 0000311725 Repurchase 0 6.000% 120 11 Group 1 0000311749 Repurchase 0 8.125% 360 8 Group 1 0000311758 Repurchase 0 10.000% 144 20 Group 1 0000312598~~ Loan Paid in Full 0 ~~11.500% 360~~ 6 ~~Group 1 0000312983 Repurchase 0 7~~.~~000~~125% 360 7117 Group 1 ~~0000313012~~0000310446 ~~Loan~~Liquidation ~~Paid in Full 1~~ 7~~.375%~~ ~~360 7 Group 1 0000313025 Repurchase 1 7.375% 180 7 Group 1 0000313155 Loan Paid in Full 0~~ 10.~~500~~000% 360 2913 Group 1 ~~0000313197~~0000310973 Loan Paid in Full 0 1011.250% 360 2710 Group 1 ~~0000313240~~0000311371 Loan Paid in Full 0 109.000% ~~360~~240 2280 Group 1 ~~0000313408~~0000311811 Loan Paid in Full 0 116.~~950~~750% 360 6312 Group 1 ~~0000313469~~0000312093 Loan Paid in Full 0 109.~~750~~000% ~~360~~120 1910 Group 1 ~~0000313556~~0000312684 Loan Paid in Full 0 118.500% ~~360~~300 4819 Group 1 ~~0000313586~~0000313170 Loan Paid in Full 0 10.~~500~~250% 360 1723 Group 1 ~~0000313736~~0000313322 Loan Paid in Full 0 118.~~950~~500% 360 6038 Group 1 ~~0000313914~~0000313531 Loan Paid in Full 0 10.~~500~~750% 360 4039 Group 1 ~~0000313937~~0000313573 Loan Paid in Full 0 10.000% ~~120 69 Group 1 0000313983 Loan Paid in Full 0 11.000%~~ 360 3027 Group 1 ~~0000314099~~0000313651 Loan Paid in Full 0 10.~~250~~750% 360 2926 Group 1 ~~0000314188~~0000313781 Loan Paid in Full ~~(1) 8.500% 360 23 Group 1 0000314239 Loan Paid in Full~~ 0 10.~~500~~000% 360 3122 Group 1 ~~0000314255~~0000313901 Loan Paid in Full 0 10.750% 360 3639 Group 1 ~~0000314455~~0000314298 Loan Paid in Full 0 10.~~250~~500% 360 2024 Group 1 ~~0000314783~~0000315255 Loan Paid in Full ~~0 7.000% 240 44 Group~~ (1) ~~0000315250 Loan Paid in Full 0~~ 6.~~250~~625% 360 914 Group 1 ~~0000315519~~0000322058 Loan Paid in Full 0 68.125% 360 ~~17 Group 1 0000315652 Loan Paid in Full 0 10.000% 35~~ 9 Group 1 ~~0000316522~~0000322059 Loan Paid in Full 0 78.~~000% 121 17 Group 1 0000322316 Repurchase 0 9.~~500% 360 ~~145~~8 Group 1 ~~0137371910~~0139847011 Loan Paid in Full 0 98.~~000~~500% 360 47123 Group 1 ~~0140606803~~0141368779 Loan Paid in Full 0 9.~~750~~875% ~~360~~180 9698 Group 1 ~~0141017524~~0141439564 Loan Paid in Full 0 ~~9.000% 360 54 Group 1 0142720042 Loan Paid in Full 0~~ 7.500% ~~288~~360 ~~95 Group 1 0143125108 Loan Paid in Full 0 9.800%~~ 360 58 Group 1 ~~0200039581~~0200036662 Loan Paid in Full 0 712.~~500~~000% 36 3015 Group 12 ~~0300002607~~0000135454 Loan Paid in Full ~~0 9.000% 360 6 Group~~ 1 ~~0300002614 Loan Paid in Full 0 9~~3.~~000~~875% ~~360~~356 5107 Group 2 ~~0000145732~~0000164365 Loan Paid in Full ~~(1)~~0 3.~~625% 360 121 Group 2 0000159711 Repurchase 1 4.~~000% 240 ~~222~~170 Group 2 ~~0000184580~~0000185235 Loan Paid in Full 0 6.~~000~~224% 360 71218 Group 2 ~~0000187635~~0000187162 Loan Paid in Full 0 ~~4.000% 361 163 Group 2 0000188796 Loan Paid in Full 0~~ 3.~~625% 361 143 Group 2 0000190578 Loan Paid in Full 0 4.~~000% ~~178~~360 ~~136~~320 Group 2 ~~0000192151~~0000188188 Loan Paid in Full 0(14) 4.000% ~~145~~313 ~~112~~146 Group 2 ~~0000192228~~0000191281 Loan Paid in Full 0 4.000% 361 ~~109~~137 Group 2 ~~0000192315~~0000215153 Loan Paid in Full 0 45.~~000~~875% ~~361 109 Group 2 0000212553 Loan Paid in Full 0 7.125%~~ 360 99263 Group 2 ~~0000213430~~0000301812 Loan Paid in Full 0 8.~~375~~000% ~~360~~300 ~~144~~175 Group 2 ~~0000213437~~0000305948 Loan Paid in Full ~~(1) 7.375% 360 261 Group 2 0000213450 Loan Paid in Full~~ 0 79.~~375~~875% 360 ~~232~~155 Group 2 ~~0000213528~~0000305964 Loan Paid in Full 1 ~~7.375% 360 231 Group 2 0000220996 Loan Paid in Full 0~~ 11.125% 360 52151 Group 2 ~~0000295279~~0000306058 Loan Paid in Full 0 ~~11.000% 360 15 Group 2 0000299035 Loan Paid in Full 0~~ 10.375% 360 12153 Group 2 ~~0000299646~~0000306323 Loan Paid in Full 01 ~~10.625% 360~~ 11 ~~Group 2 0000299665 Loan Paid in Full 0 10~~.500% 360 11144 Group 2 ~~0000302295~~0000306405 Loan Paid in Full 20 10.990% 360 1013 Group 2 ~~0000305206~~0000306575 Loan Paid in Full 04 ~~5.375% 360 15 Group 2 0000305248 Loan Paid in Full 0 11.400% 346 11 Group 2 0000306001 Loan Paid in Full 0~~ 9.~~125~~990% 360 ~~143~~12 Group 2 ~~0000306041~~0000306632 Loan Paid in Full 0(1) 97.625% 360 ~~151~~14 Group 2 ~~0000306165~~0000307033 Loan Paid in Full 0 10.000% 360 138 Group 2 0000306192 Loan Paid in Full 0 8.375% 360 149 Group 2 0000306240 Loan Paid in Full 0 10.375% 360 145 Group 2 0000306312 Loan Paid in Full 0 10.750% 360 146 Group 2 0000306342 Loan Paid in Full 0 10.250% 360 136 Group 2 0000306563 Loan Paid in Full 0 5.000% 350 9 Group 2 0000306566 Loan Paid in Full 0 10.490% 360 9 Group 2 0000306786 Loan Paid in Full 0 7.~~775~~100% 360 1178 Group 2 ~~0000306794~~0000307047 Loan Paid in Full 0 7.~~125~~910% 360 ~~166~~48 Group 2 ~~0000306836~~0000307128 Loan Paid in Full 0 6.~~875~~250% ~~360~~180 ~~135~~42 Group 2 ~~0000306908~~0000307151 Loan Paid in Full 0 86.~~900~~450% ~~360~~180 932 Group 2 ~~0000306935~~0000307188 ~~Loan~~Liquidation ~~Paid in Full~~ 0 ~~7.990% 360 16 Group 2 0000307080 Loan Paid in Full (1) 7.780% 360 132 Group 2 0000307157 Loan Paid in Full 0~~ 8.500% 360 917 Group 2 ~~0000307184~~0000307190 Loan Paid in Full 1 89.500% 360 1114 Group 2 ~~0000307962~~0000308348 Loan Paid in Full 0 ~~11.250% 360 8 Group 2 0000308033 Loan Paid in Full 0 11.400% 360 8 Group 2 0000308218 Loan Paid in Full 0 8.450% 360~~ 9 ~~Group 2 0000308267 Loan Paid in Full 0 11~~.~~000~~990% 360 816 Group 2 ~~0000308277~~0000309047 Loan Paid in Full 0 76.~~100~~125% 360 1116 Group 2 ~~0000308279~~0000309316 Loan Paid in Full 0 1110.~~600~~750% 360 12 Group 2 ~~0000308352~~0000309318 Loan Paid in Full 0 ~~9.950% 360~~ 10 ~~Group 2 0000308370 Loan Paid in Full 0 10~~.750% 360 811 Group 2 ~~0000308390~~0000309332 Loan Paid in Full 10 10.~~990% 360 8 Group 2 0000308448 Loan Paid in Full 0 4.~~750% 360 ~~24 Group 2 0000308690 Loan Paid in Full 0 7.375% 360 75 Group 2 0000309154 Loan Paid in Full 0 7.875% 360 13 Group 2 0000309174 Loan Paid in Full 0 6.250% 360~~ 12 Group 2 ~~0000309175~~0000309390 Loan Paid in Full 0 510.~~375~~500% 360 11 Group 2 ~~0000309188~~0000309418 Loan Paid in Full 0 78.~~250~~990% 360 1311 Group 2 ~~0000309295~~0000310145 Loan Paid in Full 0 109.~~750~~500% 360 ~~8 Group 2 0000309309 Loan Paid in Full (1)~~ 10~~.750%~~ ~~360 8~~ Group 2 ~~0000309317~~0000310331 Loan Paid in Full 0 105.~~750~~375% ~~360 7 Group 2 0000309462 Loan Paid in Full 0 7.700% 360 12 Group 2 0000309483 Loan Paid in Full 0 6.250%~~ 180 1447 Group 2 ~~0000309584~~0000310451 Loan Paid in Full 0 ~~7.911% 360 14 Group 2 0000309873 Repurchase 3 8.750% 72 41 Group 2 0000310086 Loan Paid in Full 0~~ 6.~~250% 360 17 Group 2 0000310156 Repurchase 0 7.250% 360 10 Group 2 0000310173 Loan Paid in Full 0 7.~~875% 360 13 Group 2 ~~0000310310~~0000310963 Loan Paid in Full 0 69.~~000~~750% 360 2611 Group 2 ~~0000310327~~0000310998 Loan Paid in Full 0 59.~~875~~625% ~~113 17 Group 2 0000311336 Loan Paid in Full 0 6.438%~~ 360 2812 Group 2 ~~0000311380~~0000311391 Loan Paid in Full (1) 711.~~000~~400% 360 109 Group 2 ~~0000311408~~0000311518 Loan Paid in Full ~~(1) 5.990% 360 15 Group 2 0000311674 Repurchase~~ 0 411.~~875~~250% 360 10 Group 2 ~~0000311677~~0000311539 ~~Repurchase (1) 6.875% 360 8 Group 2 0000311704~~ Loan Paid in Full 0 ~~8.500% 360~~ 11 ~~Group 2 0000311727 Repurchase 0 7~~.~~250~~400% 360 89 Group 2 ~~0000311763~~0000311642 Loan Paid in Full 0 ~~9.500% 360 12 Group 2 0000311783 Repurchase 0 5.875% 180 13 Group 2 0000311801 Repurchase 0~~ 8.~~820~~750% 360 ~~9 Group 2 0000311898 Loan Paid in Full 0~~ 8~~.560%~~ ~~373 9~~ Group 2 ~~0000311929~~0000312040 Loan Paid in Full 0 ~~8.250% 360 9 Group 2 0000312163 Loan Paid in Full 0~~ 10.750% 360 610 Group 2 ~~0000312237~~0000312159 Loan Paid in Full 0 10.990% 360 ~~6 Group 2 0000312312 Loan Paid in Full 0~~ 10~~.990%~~ ~~360 6~~ Group 2 ~~0000312314~~0000312213 Loan Paid in Full 05 9.~~990% 360 6 Group 2 0000312480 Loan Paid in Full 3 9.~~250% 360 610 Group 2 ~~0000312493~~0000312260 Loan Paid in Full 41 ~~7.250% 360 66 Group 2 0000312509 Loan Paid in Full 0 7.375% 360 60 Group 2 0000312605 Loan Paid in Full 0 8.250% 360 4 Group 2 0000312695 Loan Paid in Full 0~~ 10.750% 360 510 Group 2 ~~0000312894~~0000312305 Loan Paid in Full 0 69.~~875~~990% 360 1410 Group 2 ~~0000312964~~0000312320 Loan Paid in Full 0 610.~~375% 360 14 Group 2 0000312997 Repurchase 0 6.000% 360 11 Group 2 0000313073 Loan Paid in Full 0 6.~~750% 360 10 Group 2 ~~0000313127~~0000312392 Loan Paid in Full 0 116.250% 360 519 Group 2 ~~0000314775~~0000312919 Loan Paid in Full 0 ~~10.990% 360 4 Group 2 0000315521 Loan Paid in Full 0~~ 7.~~875~~125% 360 918 Group 2 ~~0000315700~~0000312978 Loan Paid in Full 0 6.~~375~~500% 360 ~~212~~18 Group 2 ~~0000315725~~0000313001 Loan Paid in Full (1) 68.~~125~~000% 360 ~~215~~12 Group 2 ~~0000315824~~0000313040 Loan Paid in Full 0 68.~~875~~050% 360 ~~209~~15 Group 2 ~~0000315886~~0000313080 Loan Paid in Full 0 67.~~875~~750% 360 ~~248~~15 Group 2 ~~0000315888~~0000314840 Loan Paid in Full 04 610.~~125~~750% 360 ~~203~~9 Group 2 ~~0000315991~~0000315720 Loan Paid in Full 0 7.~~750~~375% 360 ~~241~~249 Group 2 ~~0000316008~~0000315769 Loan Paid in Full 0 67.~~125~~375% 360 ~~214~~236 Group 2 ~~0000316027~~0000315906 Loan Paid in Full (12) 6.~~500~~625% 360 ~~222~~227 Group 2 ~~0000316193~~0000315951 Loan Paid in Full 0 67.~~000~~750% 360 ~~225~~229 Group 2 ~~0000316213~~0000315984 Loan Paid in Full ~~(1) 6.125% 360 215 Group 2 0000316282 Loan Paid in Full~~ 0 7.~~500~~375% 360 ~~204~~236 Group 2 ~~0000316362~~0000317450 Loan Paid in Full 0 810.~~250~~900% 360 48 Group 2 ~~0000320251~~0000317856 Loan Paid in Full 10 910.~~125~~500% 360 ~~128~~8 Group 2 ~~0000322029~~0000318865 Loan Paid in Full 10 611.~~900~~670% 360 108 Group 2 ~~0140177249~~0140426466 Loan Paid in Full 0 97.~~750~~420% ~~180~~372 ~~154 Group 2 0140177265 Loan Paid in Full 0 9.750% 180 140~~66

Prepayment - Voluntary Prepayments

Summary SMM CPR PSA Current Month 32.~~909~~605% Current Month 3827.~~025~~148% Current Month ~~633~~452.~~750~~463% 3 Month Average 32.~~889~~248% 3 Month Average 3723.~~230~~775% 3 Month Average ~~620~~396.~~500~~254% 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~~Nov-2005 N/A N/A ~~Jul~~Nov-2005 N/A N/A ~~Aug~~Dec-2005 N/A N/A ~~Aug~~Dec-2005 N/A N/A ~~Sep~~Jan-~~2005~~2006 N/A N/A ~~Sep~~Jan-~~2005~~2006 N/A N/A ~~Oct~~Feb-~~2005~~2006 ~~N/A~~22.060% N/A ~~Oct~~Feb-~~2005~~2006 ~~N/A~~367.674% N/A ~~Nov~~Mar-~~2005~~2006 ~~N/A~~19.858% N/A ~~Nov~~Mar-~~2005~~2006 ~~N/A~~330.963% N/A ~~Dec~~Apr-~~2005~~2006 ~~N/A~~48.338% N/A ~~Dec~~Apr-~~2005~~2006 ~~N/A~~805.632% N/A ~~Jan~~May-2006 ~~N/A~~25.327% N/A ~~Jan~~May-2006 ~~N/A~~422.117% N/A ~~Feb~~Jun-2006 2238.~~060~~025% N/A ~~Feb~~Jun-2006 ~~367~~633.~~674~~750% N/A ~~Mar~~Jul-2006 1936.~~858~~272% N/A ~~Mar~~Jul-2006 ~~330~~604.~~963~~530% N/A ~~Apr~~Aug-2006 4817.~~338~~733% N/A ~~Apr~~Aug-2006 ~~805~~295.~~632~~549% N/A ~~May~~Sep-2006 2526.~~327~~445% N/A ~~May~~Sep-2006 ~~422~~440.~~117~~748% N/A ~~Jun~~Oct-2006 3827.~~025~~148% N/A ~~Jun~~Oct-2006 ~~633~~452.~~750~~463% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 1 SMM CPR PSA Current Month 21.~~967~~265% Current Month 3014.~~330~~162% Current Month ~~505~~236.~~494~~041% 3 Month Average 21.~~367~~186% 3 Month Average 2413.~~588~~300% 3 Month Average ~~415~~221.~~929~~663% 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~~Nov-2005 N/A N/A ~~Jul~~Nov-2005 N/A N/A ~~Aug~~Dec-2005 N/A N/A ~~Aug~~Dec-2005 N/A N/A ~~Sep~~Jan-~~2005~~2006 N/A N/A ~~Sep~~Jan-~~2005~~2006 N/A N/A ~~Oct~~Feb-~~2005~~2006 ~~N/A~~17.145% N/A ~~Oct~~Feb-~~2005~~2006 ~~N/A~~319.315% N/A ~~Nov~~Mar-~~2005~~2006 ~~N/A~~14.818% N/A ~~Nov~~Mar-~~2005~~2006 ~~N/A~~266.198% N/A ~~Dec~~Apr-~~2005~~2006 ~~N/A~~30.445% N/A ~~Dec~~Apr-~~2005~~2006 ~~N/A~~524.964% N/A ~~Jan~~May-2006 ~~N/A~~12.988% N/A ~~Jan~~May-2006 ~~N/A~~217.330% N/A ~~Feb~~Jun-2006 1730.~~145~~330% N/A ~~Feb~~Jun-2006 ~~319~~505.~~315~~494% N/A ~~Mar~~Jul-2006 149.~~818~~410% N/A ~~Mar~~Jul-2006 ~~266~~156.~~198~~835% N/A ~~Apr~~Aug-2006 309.~~445~~612% N/A ~~Apr~~Aug-2006 ~~524~~160.~~964~~205% N/A ~~May~~Sep-2006 1216.~~988~~125% N/A ~~May~~Sep-2006 ~~217~~268.~~330~~742% N/A ~~Jun~~Oct-2006 3014.~~330~~162% N/A ~~Jun~~Oct-2006 ~~505~~236.~~494~~041% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 2 SMM CPR PSA Current Month 43.~~414~~392% Current Month 4133.~~825~~910% Current Month ~~697~~565.~~091~~169% 3 Month Average 42.~~678~~865% 3 Month Average 4229.~~889~~276% 3 Month Average ~~714~~487.~~817~~937% 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~~Nov-2005 N/A N/A ~~Jul~~Nov-2005 N/A N/A ~~Aug~~Dec-2005 N/A N/A ~~Aug~~Dec-2005 N/A N/A ~~Sep~~Jan-~~2005~~2006 N/A N/A ~~Sep~~Jan-~~2005~~2006 N/A N/A ~~Oct~~Feb-~~2005~~2006 ~~N/A~~24.457% N/A ~~Oct~~Feb-~~2005~~2006 ~~N/A~~407.620% N/A ~~Nov~~Mar-~~2005~~2006 ~~N/A~~22.334% N/A ~~Nov~~Mar-~~2005~~2006 ~~N/A~~372.240% N/A ~~Dec~~Apr-~~2005~~2006 ~~N/A~~55.690% N/A ~~Dec~~Apr-~~2005~~2006 ~~N/A~~928.160% N/A ~~Jan~~May-2006 ~~N/A~~31.152% N/A ~~Jan~~May-2006 ~~N/A~~519.201% N/A ~~Feb~~Jun-2006 2441.~~457~~825% N/A ~~Feb~~Jun-2006 ~~407~~697.~~620~~091% N/A ~~Mar~~Jul-2006 2247.~~334~~616% N/A ~~Mar~~Jul-2006 ~~372~~793.~~240~~607% N/A ~~Apr~~Aug-2006 5522.~~690~~059% N/A ~~Apr~~Aug-2006 ~~928~~367.~~160~~645% N/A ~~May~~Sep-2006 31.~~152~~860% N/A ~~May~~Sep-2006 ~~519~~530.~~201~~995% N/A ~~Jun~~Oct-2006 4133.~~825~~910% N/A ~~Jun~~Oct-2006 ~~697~~565.~~091~~169% 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))

Substitutions Loans Repurchased Loans Substituted Current Current Loan Scheduled Current Current Loan Scheduled Current Current Number Balance Rate Payment Number Balance Rate Payment ~~0000224345~~No ~~60,971.61~~Substitutions ~~9.500%~~this 595.41 0000227497 11,538.47 9.375% 124.77 0000254803 58,882.63 7.375% 459.30 0000300133 36,845.25 7.000% 300.00 0000301264 44,481.59 6.125% 345.73 0000301309 56,680.29 6.875% 471.18 0000301696 12,836.01 9.625% 136.00 0000305561 66,845.43 7.000% 498.64 0000305567 55,267.07 8.625% 481.79 0000308269 104,697.84 11.675% 1,053.85 0000310229 46,376.23 6.875% 412.30 0000317485 53,255.05 8.000% 445.00 0000317667 447,568.67 6.125% 2,284.47 0000317714 580,000.00 5.625% 2,718.75 0000318884 164,975.53 8.250% 613.47 0000319015 95,807.51 9.480% 805.82 0000319116 62,284.13 10.000% 599.37 0000319668 56,941.66 6.000% 429.86 0000319692 222,483.00 5.900% 1,093.87 0000319712 234,432.28 6.820% 1,546.11 0000320757 68,707.17 9.500% 581.37 0000321441 246,041.87 7.650% 1,756.05 0000321945 274,039.45 6.700% 1,782.58 0000321976 262,537.13 7.710% 1,687.41 0000322007 326,372.92 6.720% 1,975.93 0000322030 249,667.74 5.700% 1,461.60 0000322249 95,295.22 7.000% 898.83 0000322293 107,707.92 7.500% 710.72 0000322301 368,000.00 7.950% 2,438.00 0000322350 43,714.64 7.000% 403.16 0000322469 74,535.66 8.550% 579.34 0000322487 104,797.43 6.650% 807.24 0000322600 372,000.00 6.240% 1,934.40 0000322954 26,812.94 9.850% 259.95 0000323446 149,618.00 6.375% 943.29 0000323470 173,378.23 7.000% 1,164.30 0000323899 73,090.88 7.000% 675.00 0000323930 59,755.96 7.000% 500.00 0000324037 251,950.00 6.999% 1,469.50 0000324039 193,548.35 6.375% 1,006.72 0000324202 320,000.00 6.440% 1,717.33 0000324261 74,406.74 6.000% 658.21 0000324351 56,805.30 9.500% 531.31 0000324383 172,547.12 6.750% 1,557.44 0000324405 66,327.04 8.990% 533.79 0000324587 53,152.52 8.000% 451.68 0000324695 120,000.00 8.000% 800.00 0000324795 29,021.00 9.500% 310.00 0000324807 95,758.29 6.000% 843.86 0000324835 147,432.11 8.000% 1,250.48 0000324904 93,112.32 8.750% 739.50 0138562749 63,234.93 9.000% 570.33 0138643049 41,744.35 8.625% 489.31 0138773159 97,849.44 9.400% 904.42 0139483938 84,114.40 6.000% 670.24 0139847025 96,943.52 7.750% 789.49 0139847140 97,845.37 8.000% 821.82 0140046824 17,491.97 8.000% 256.82 0140917330 52,624.62 9.000% 473.93 0140917336 86,065.33 7.500% 695.02 0141308608 35,389.15 8.850% 311.19 0141439564 20,747.11 7.500% 664.25 0141717825 27,020.20 9.125% 247.35 0141717853 35,724.33 9.125% 329.53 0141968860 71,437.49 9.990% 670.78 0142089542 41,920.39 8.375% 355.46 0142274546 97,341.90 7.875% 859.21 0142354771 46,833.58 9.950% 485.82 0142974528 55,470.20 8.800% 474.17 0143114949 72,755.84 9.000% 630.82 0144175385 86,791.13 7.500% 663.56 0300002683 49,261.18 9.000% 429.15Period

Repurchases Current Loan Scheduled Current Current Number Balance Rate Payment ~~0000159711~~No ~~2,468.38~~Repurchases ~~4.000%~~this 173.61 0000275269 51,659.39 11.000% 619.32 0000295990 35,351.67 8.900% 375.67 0000309222 65,684.04 10.500% 642.81 0000309871 67,126.16 8.500% 528.62 0000309873 64,761.48 8.750% 472.22 0000310151 91,649.04 7.500% 643.28 0000310156 317,434.67 7.250% 2,182.97 0000311299 345,699.91 6.375% 2,220.98 0000311662 103,005.22 7.000% 1,028.01 0000311674 112,642.87 4.875% 608.59 0000311677 540,000.00 6.875% 3,093.75 0000311724 153,603.32 6.250% 953.13 0000311725 83,802.30 6.000% 999.18 0000311727 447,985.30 7.250% 2,709.08 0000311749 138,752.47 8.125% 1,035.78 0000311758 25,766.67 10.000% 335.00 0000311783 62,070.43 5.875% 544.96 0000311801 90,720.60 8.820% 722.04 0000312983 151,329.11 7.000% 1,064.48 0000312997 880,000.00 6.000% 4,400.00 0000313025 99,800.00 7.375% 613.35 0000322316 18,130.97 9.500% 319.52Period

~~Interest~~Breaches ~~Rate~~Current ~~Stratification~~Loan ~~Summary~~Scheduled ~~Group~~Current 1 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($) Balance($) < 5.000 605 35,468,285.02 5.167 0 0.00 0.000 5.000 5.499 169 22,778,318.05 3.319 0 0.00 0.000 5.500 5.999 276 46,247,531.27 6.738 4 3,175,880.03 1.312 6.000 6.499 506 66,784,801.05 9.730 141 23,054,705.73 9.525 6.500 6.999 471 69,793,329.22 10.168 114 16,749,372.15 6.920 7.000 7.499 541 66,582,435.78 9.700 161 16,319,712.06 6.742 7.500 7.999 283 44,402,730.59 6.469 94 12,185,040.21 5.034 8.000 8.499 211 26,335,043.35 3.837 138 13,738,299.69 5.676 8.500 8.999 319 54,872,548.86 7.994 214 29,120,000.10 12.030 9.000 9.499 279 28,302,402.86 4.123 205 12,553,058.62 5.186 9.500 9.999 430 37,947,579.04 5.529 307 21,378,628.53 8.832 10.000 10.499 445 35,416,351.40 5.160 372 24,381,608.89 10.073 10.500 10.999 679 85,030,149.58 12.388 449 36,078,570.43 14.905 11.000 11.499 363 34,014,257.47 4.956 273 16,041,284.25 6.627 11.500 11.999 190 14,728,512.82 2.146 141 6,523,756.33 2.695 12.000 12.499 122 9,419,412.35 1.372 91 5,819,506.78 2.404 12.500 12.999 118 5,408,827.36 0.788 96 3,384,626.42 1.398 13.000 13.499 14 703,696.99 0.103 10 428,562.39 0.177 13.500 13.999 29 1,498,714.54 0.218 26 769,302.91 0.318 14.000 14.499 6 298,582.34 0.044 4 201,100.81 0.083 14.500 14.999 8 156,325.86 0.023 6 88,365.84 0.037 >= 15.000 5 195,857.64 0.029 3 60,629.28 0.025 Total 6,069 686,385,693.44 100.000 2,849 242,052,011.45 100.000Period

Interest Rate Stratification ~~(continued)~~Summary Group 21 Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 5.000 ~~605~~572 3533,~~468~~272,~~285~~992.0253 75.~~982~~419 0 0.00 0.000 5.000 5.499 ~~169~~118 2217,~~778~~701,~~318~~953.0546 52.~~126~~883 0 0.00 0.000 5.500 5.999 ~~272~~215 4340,~~071~~061,~~651~~567.2471 96.~~694~~525 4 3,174,062.12 1.378 6.000 6.499 ~~365~~274 4344,~~730~~644,~~095~~642.3224 7.271 136 22,448,097.92 9.~~842~~745 6.500 6.999 ~~357~~400 5356,~~043~~707,~~957~~476.0745 119.~~938~~236 111 16,156,166.54 7.014 7.000 7.499 ~~380~~493 5056,~~262~~040,~~723~~790.7242 119.~~312~~127 154 15,595,151.22 6.770 7.500 7.999 ~~189~~482 3263,~~217~~333,~~690~~628.3853 710.~~251~~315 92 11,915,379.90 5.173 8.000 8.499 73301 31,116,699.83 5.068 133 12,~~596~~972,~~743~~437.6602 25.~~835~~631 8.500 8.999 ~~105~~272 2543,~~752~~616,~~548~~042.7699 57.~~796~~103 206 28,290,042.57 12.281 9.000 9.499 74251 1524,~~749~~520,~~344~~045.2466 3.~~544~~993 194 12,128,889.36 5.265 9.500 9.999 ~~123~~390 1629,~~568~~027,~~950~~574.5167 34.~~729~~728 299 20,869,359.14 9.060 10.000 10.499 73430 1136,~~034~~328,~~742~~363.5110 25.~~483~~917 341 22,303,388.24 9.682 10.500 10.999 ~~230~~603 4871,~~951~~770,~~579~~191.1568 11.~~017~~689 424 33,775,439.72 14.662 11.000 11.499 90350 1733,~~972~~818,~~973~~599.2253 45.~~045~~508 266 15,253,447.19 6.622 11.500 11.999 49187 814,~~204~~749,~~756~~905.4910 12.~~847~~402 132 6,016,345.65 2.612 12.000 12.499 31111 38,~~599~~182,~~905~~297.5717 01.~~810~~333 86 5,440,597.75 2.362 12.500 12.999 22115 25,~~024~~718,~~200~~691.9425 0.~~456~~931 92 2,696,462.67 1.171 13.000 13.499 418 ~~275~~761,~~134~~707.6014 0.~~062~~124 9 366,087.13 0.159 13.500 13.999 331 ~~729~~1,~~411~~657,658.6313 0.~~164~~270 26 760,131.70 0.330 14.000 14.499 24 97537,~~481~~786.5371 0.088 3 50,182.03 0.022 14.500 14.999 28 67152,~~960~~788.0219 0.~~015~~025 6 86,562.16 0.038 >= 15.000 27 ~~135~~292,~~228~~810.3634 0.~~030~~048 3 59,207.51 0.026 Total 35,~~220~~632 ~~444~~614,~~333~~014,~~681~~212.9983 100.000 2,717 230,357,437.54 100.000

~~Supplemental~~Interest ~~Reporting~~Rate ~~Determination~~Stratification ~~Date~~(continued) ~~With~~Group ~~respect~~2 toCurrent ~~any~~Number ~~Distribution Date, the 18th day~~ of ~~the~~Outstanding ~~month~~Percentage ~~in which such Distribution Date occurs, or if such day is not a Business Day, the immediately preceding Business Day. Distribution Date The 28th calendar day~~ of ~~each~~Interest ~~month~~Rate ~~(or~~Loans ~~the~~Scheduled ~~immediately succeeding Business Day if such day is not a Business Day~~Balance(%), ~~commencing in February 2006. LIBOR Business Day Any day other than~~ Range(i%) ~~a Saturday or a Sunday or~~ Balance(ii$) a< ~~day~~5.000 on572 ~~which~~33,272,992.53 ~~banking~~8.673 ~~institutions~~5.000 in5.499 ~~the~~118 ~~city of London~~17,701,953.46 ~~England~~4.614 or5.500 in5.999 ~~The~~211 ~~City of New York~~36,887,505.59 ~~New~~9.615 ~~York~~6.000 ~~are~~6.499 ~~required~~138 or22,196,544.32 ~~authorized~~5.786 by6.500 ~~law~~6.999 to289 be40,551,309.91 ~~closed~~10.570 ~~LIBOR~~7.000 ~~Rate~~7.499 ~~Adjustment~~339 ~~Date~~40,445,639.20 ~~With~~10.542 ~~respect~~7.500 to7.999 ~~any~~390 ~~Accrual~~51,418,248.63 ~~Period~~13.402 ~~(other~~8.000 ~~than~~8.499 ~~the~~168 ~~initial Accrual Period)~~18,144,262.81 ~~the~~4.729 ~~second~~8.500 ~~LIBOR~~8.999 ~~Business~~66 ~~Day~~15,326,000.42 ~~immediately~~3.995 ~~prior~~9.000 to9.499 ~~the~~57 ~~commencement~~12,391,156.30 of3.230 ~~such~~9.500 ~~Accrual Period~~9.999 ~~Closing~~91 ~~Date February~~ 8,158,215.53 ~~2006~~2.126 ~~Record~~10.000 ~~Date~~10.499 ~~With~~89 ~~respect~~14,024,974.86 to3.656 ~~any~~10.500 ~~Distribution~~10.999 ~~Date~~179 ~~and~~37,994,751.96 ~~each~~9.903 ~~Class~~11.000 of11.499 ~~Certificates~~84 ~~other~~18,565,152.34 ~~than~~4.839 ~~the~~11.500 ~~Group~~11.999 155 ~~Certificates~~8,733,559.45 ~~the~~2.276 ~~close~~12.000 of12.499 ~~business~~25 on2,741,699.42 ~~the~~0.715 ~~Business~~12.500 ~~Day~~12.999 ~~immediately~~23 ~~preceding~~3,022,228.58 ~~such~~0.788 ~~Distribution~~13.000 ~~Date;~~13.499 ~~and~~9 ~~with~~395,620.01 ~~respect~~0.103 to13.500 ~~the~~13.999 ~~Group~~5 ~~1 Certificates~~897,526.43 ~~the~~0.234 ~~close~~14.000 of14.499 ~~business~~1 on487,604.68 ~~the~~0.127 ~~last~~14.500 ~~Business~~14.999 ~~Day~~2 of66,226.03 ~~the~~0.017 ~~calendar~~>= ~~month~~15.000 ~~immediately~~4 ~~preceding the month in which such Distribution Date occurs (or the Closing Date~~233,602.83 ~~in the case of the first Distribution Date)~~0.061 ~~Master~~Total ~~Servicer~~2,915 ~~Remittance Date With respect to any Distribution Date~~383,656,775.29 ~~the Business Day immediately preceding such Distribution Date~~100.000

Filing Compare · Bayview Financial Mortgage Pass-Through Trust 2006-A