10-D 1 ace06sl1_10d-200611.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: October 26, 2006 to November 27, 2006 Commission File Number of issuing entity: 333-123741-15 ACE Securities Corp. Home Equity Loan Trust, Series 2006-SL1 (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-123741 ACE Securities Corp. (Exact name of depositor as specified in its charter) DB Structured Products, Inc. (Exact name of sponsor as specified in its charter) New York (State or other jurisdiction of incorporation or organization of the issuing entity) 54-2191540 54-2191541 54-2193547 (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 _____ _____ __X___ ____________ M-1A _____ _____ __X___ ____________ M-1B _____ _____ __X___ ____________ M-2 _____ _____ __X___ ____________ M-3 _____ _____ __X___ ____________ M-4 _____ _____ __X___ ____________ M-5 _____ _____ __X___ ____________ M-6 _____ _____ __X___ ____________ M-7 _____ _____ __X___ ____________ M-8 _____ _____ __X___ ____________ M-9 _____ _____ __X___ ____________ B-1 _____ _____ __X___ ____________ CE-1 _____ _____ __X___ ____________ P _____ _____ __X___ ____________ CE-2 _____ _____ __X___ ____________ R _____ _____ __X___ ____________

Indicate by check mark whether the registrant (1) has filed all reports required to be filed by Section 13 or 15(d) of the Securities Exchange Act of 1934 during the preceding 12 months (or for such shorter period that the registrant was required to file such reports), and (2) has been subject to such filing requirements for the past 90 days. Yes __X__ No ____ Part I - DISTRIBUTION INFORMATION Item 1. Distribution and Pool Performance Information On November 27, 2006 a distribution was made to holders of ACE Securities Corp. Home Equity Loan Trust, Series 2006-SL1. 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 ACE Securities Corp. Home Equity Loan Trust, Series 2006-SL1, relating to the November 27, 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. ACE Securities Corp. Home Equity Loan Trust, Series 2006-SL1 (Issuing Entity) Wells Fargo Bank, N.A. (Master Servicer) /s/ Kelly Rentz Kelly Rentz, Officer Date: December 11, 2006 EXHIBIT INDEX Exhibit Number Description EX-99.1 Monthly report distributed to holders of ACE Securities Corp. Home Equity Loan Trust, Series 2006-SL1, relating to the November 27, 2006 distribution. EX-99.1 ACE Securities Corporation Asset Backed Pass-Through Certificates Distribution Date: 11/27/2006 ACE Securities Corporation Asset Backed Pass-Through Certificates Series 2006-SL1 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 004421VE0 5.~~24125~~48000% ~~236~~165,~~413~~949,~~550~~346.3450 1833,~~101,424~~618.4688 M-1A 004421VF7 5.57000% 8,460,000.00 39,268.50 M-1B 004421VG5 5.~~50125~~74000% 16,224,000.00 7985,~~335~~365.3628 M-2 004421VH3 5.61000% 18,566,000.00 86,796.05 M-3 004421VJ9 5.66000% 10,971,000.00 51,746.55 M-4 004421VK6 5.~~68125~~92000% 8,861,000.00 4448,~~748~~085.0569 M-5 004421VL4 5.~~75125~~99000% 9,283,000.00 4750,~~456~~971.7641 M-6 004421VM2 56.~~83125~~07000% 8,861,000.00 4549,~~929~~304.5208 M-7 004421VN0 6.~~68125~~92000% 8,861,000.00 5256,~~624~~208.4928 M-8 004421VP5 7.~~13125~~37000% 8,439,000.00 5357,~~493~~012.8848 M-9 004421VQ3 78.~~93125~~17000% 7,173,000.00 5053,~~569~~719.6579 B-1 004421VR1 8.~~08125~~32000% 8,439,000.00 6064,~~620~~361.1544 CE-1 ACESEC06SCE1 0.00000% 26,~~216~~107,~~003~~385.4309 02,355.0047 P ACESEC06SL1P 0.00000% 100.00 ~~100~~119,~~650~~738.2679 CE-2 ACESEC06SCE2 0.00000% 0.00 9577,~~547~~721.1322 R ACESEC06SL1R 0.00000% 0.00 0.00 Totals ~~376~~306,~~767~~194,~~653~~831.7759 1,~~910~~676,~~210~~273.8191

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses A 169,~~409~~551,~~046~~293.4271 0.00 ~~220~~156,~~004~~398,~~503~~052.9279 1710,~~510~~384,~~470~~912.8859 0.00 M-1A 0.00 0.00 8,460,000.00 39,268.50 0.00 M-1B 0.00 0.00 16,224,000.00 7985,~~335~~365.3628 0.00 M-2 0.00 0.00 18,566,000.00 86,796.05 0.00 M-3 0.00 0.00 10,971,000.00 51,746.55 0.00 M-4 0.00 0.00 8,861,000.00 4448,~~748~~085.0569 0.00 M-5 0.00 0.00 9,283,000.00 4750,~~456~~971.7641 0.00 M-6 0.00 0.00 8,861,000.00 4549,~~929~~304.5208 0.00 M-7 0.00 0.00 8,861,000.00 5256,~~624~~208.4928 0.00 M-8 0.00 0.00 8,439,000.00 5357,~~493~~012.8848 0.00 M-9 0.00 0.00 7,173,000.00 5053,~~569~~719.6579 0.00 B-1 0.00 0.00 8,439,000.00 6064,~~620~~361.1544 0.00 CE-1 0.00 0.00 2726,~~617~~532,~~632~~970.2330 02,355.0047 0.00 P 0.00 0.00 100.00 ~~100~~119,~~650~~738.2679 0.00 CE-2 0.00 0.00 0.00 9577,~~547~~721.1322 0.00 R 0.00 0.00 0.00 0.00 0.00 Totals 169,~~409~~551,~~046~~293.4271 0.00 ~~361~~297,~~760~~069,~~236~~123.1509 1811,~~319~~227,~~257~~567.2362 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 287,986,000.00 ~~236~~165,~~413~~949,~~550~~346.3450 0.00 169,~~409~~551,~~046~~293.4271 0.00 0.00 M-1A 8,460,000.00 8,460,000.00 0.00 0.00 0.00 0.00 M-1B 16,224,000.00 16,224,000.00 0.00 0.00 0.00 0.00 M-2 18,566,000.00 18,566,000.00 0.00 0.00 0.00 0.00 M-3 10,971,000.00 10,971,000.00 0.00 0.00 0.00 0.00 M-4 8,861,000.00 8,861,000.00 0.00 0.00 0.00 0.00 M-5 9,283,000.00 9,283,000.00 0.00 0.00 0.00 0.00 M-6 8,861,000.00 8,861,000.00 0.00 0.00 0.00 0.00 M-7 8,861,000.00 8,861,000.00 0.00 0.00 0.00 0.00 M-8 8,439,000.00 8,439,000.00 0.00 0.00 0.00 0.00 M-9 7,173,000.00 7,173,000.00 0.00 0.00 0.00 0.00 B-1 8,439,000.00 8,439,000.00 0.00 0.00 0.00 0.00 CE-1 19,833,277.74 26,~~216~~107,~~003~~385.4309 0.00 0.00 0.00 0.00 P 100.00 100.00 0.00 0.00 0.00 0.00 CE-2 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 421,957,377.74 ~~376~~306,~~767~~194,~~653~~831.7759 0.00 169,~~409~~551,~~046~~293.4271 0.00 0.00

Principal Distribution Statement (continued) Class Total Ending Ending Total Principal Certificate Certificate Principal Reduction Balance Percentage Distribution A 169,~~409~~551,~~046~~293.4271 ~~220~~156,~~004~~398,~~503~~052.9279 0.~~76394166~~54307519 169,~~409~~551,~~046~~293.4271 M-1A 0.00 8,460,000.00 1.00000000 0.00 M-1B 0.00 16,224,000.00 1.00000000 0.00 M-2 0.00 18,566,000.00 1.00000000 0.00 M-3 0.00 10,971,000.00 1.00000000 0.00 M-4 0.00 8,861,000.00 1.00000000 0.00 M-5 0.00 9,283,000.00 1.00000000 0.00 M-6 0.00 8,861,000.00 1.00000000 0.00 M-7 0.00 8,861,000.00 1.00000000 0.00 M-8 0.00 8,439,000.00 1.00000000 0.00 M-9 0.00 7,173,000.00 1.00000000 0.00 B-1 0.00 8,439,000.00 1.00000000 0.00 CE-1 0.00 2726,~~617~~532,~~632~~970.2330 1.~~39248956~~33780057 0.00 P 0.00 100.00 1.00000000 0.00 CE-2 0.00 0.00 0.00000000 0.00 R 0.00 0.00 0.00000000 0.00 Totals 169,~~409~~551,~~046~~293.4271 ~~361~~297,~~760~~069,~~236~~123.1509 0.~~85733834~~70402638 169,~~409~~551,~~046~~293.4271

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution A 287,986,000.00 ~~820~~576.~~92028897~~24102040 0.00000000 5633.~~97862542~~16582650 0.00000000 M-1A 8,460,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-1B 16,224,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-2 18,566,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-3 10,971,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-4 8,861,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-5 9,283,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-6 8,861,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-7 8,861,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-8 8,439,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-9 7,173,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B-1 8,439,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 CE-1 19,833,277.74 ~~1321~~1316.~~81900408~~34243377 0.00000000 0.00000000 0.00000000 P 100.00 1000.00000000 0.00000000 0.00000000 0.00000000 CE-2 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 0.00000000 5633.~~97862542~~16582650 ~~763~~543.~~94166355~~07519390 0.~~76394166~~54307519 5633.~~97862542~~16582650 M-1A 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-1B 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-5 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-6 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-7 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-8 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-9 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 B-1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 CE-1 0.00000000 0.00000000 ~~1392~~1337.~~48956184~~80057174 1.~~39248956~~33780057 0.00000000 P 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 CE-2 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 NOTE: All classes per $1,000 denomination.

Interest Distribution Statement Class Accrual Accrual Current Beginning Current Payment of Dates Days Certificate Certificate/ Accrued Unpaid Interest Rate Notional Interest Shortfall (1) Balance A 0510/25/06 - 0611/2526/06 3233 5.~~24125~~48000% ~~236~~165,~~413~~949,~~550~~346.3450 1833,~~101,424~~618.4688 0.00 M-1A 0510/01/06 - 0510/30/06 30 5.57000% 8,460,000.00 39,268.50 0.00 M-1B 0510/25/06 - 0611/2526/06 3233 5.~~50125~~74000% 16,224,000.00 7985,~~335~~365.3628 0.00 M-2 0510/01/06 - 0510/30/06 30 5.61000% 18,566,000.00 86,796.05 0.00 M-3 0510/01/06 - 0510/30/06 30 5.66000% 10,971,000.00 51,746.55 0.00 M-4 0510/25/06 - 0611/2526/06 3233 5.~~68125~~92000% 8,861,000.00 4448,~~748~~085.0569 0.00 M-5 0510/25/06 - 0611/2526/06 3233 5.~~75125~~99000% 9,283,000.00 4750,~~456~~971.7641 0.00 M-6 0510/25/06 - 0611/2526/06 3233 56.~~83125~~07000% 8,861,000.00 4549,~~929~~304.5208 0.00 M-7 0510/25/06 - 0611/2526/06 3233 6.~~68125~~92000% 8,861,000.00 5256,~~624~~208.4928 0.00 M-8 0510/25/06 - 0611/2526/06 3233 7.~~13125~~37000% 8,439,000.00 5357,~~493~~012.8848 0.00 M-9 0510/25/06 - 0611/2526/06 3233 78.~~93125~~17000% 7,173,000.00 5053,~~569~~719.6579 0.00 B-1 0510/25/06 - 0611/2526/06 3233 8.~~08125~~32000% 8,439,000.00 6064,~~620~~361.1544 0.00 CE-1 N/A N/A 0.00000% 26,~~216~~107,~~003~~385.4309 0.00 0.00 P N/A N/A 0.00000% 100.00 0.00 0.00 CE-2 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 1,~~714~~476,~~013~~458.4243 0.00

Interest Distribution Statement (continued) Class Current Non-Supported Total Remaining Ending Interest Interest Interest Unpaid Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance A 0.00 0.00 1833,~~101,424~~618.4688 0.00 ~~220~~156,~~004~~398,~~503~~052.9279 M-1A 0.00 0.00 39,268.50 0.00 8,460,000.00 M-1B 0.00 0.00 7985,~~335~~365.3628 0.00 16,224,000.00 M-2 0.00 0.00 86,796.05 0.00 18,566,000.00 M-3 0.00 0.00 51,746.55 0.00 10,971,000.00 M-4 0.00 0.00 4448,~~748~~085.0569 0.00 8,861,000.00 M-5 0.00 0.00 4750,~~456~~971.7641 0.00 9,283,000.00 M-6 0.00 0.00 4549,~~929~~304.5208 0.00 8,861,000.00 M-7 0.00 0.00 5256,~~624~~208.4928 0.00 8,861,000.00 M-8 0.00 0.00 5357,~~493~~012.8848 0.00 8,439,000.00 M-9 0.00 0.00 5053,~~569~~719.6579 0.00 7,173,000.00 B-1 0.00 0.00 6064,~~620~~361.1544 0.00 8,439,000.00 CE-1 0.00 0.00 02,355.0047 0.00 2726,~~617~~532,~~632~~970.2330 P 0.00 0.00 ~~100~~119,~~650~~738.2679 0.00 100.00 CE-2 0.00 0.00 9577,~~547~~721.1322 0.00 0.00 R 0.00 0.00 0.00 0.00 0.00 Totals 0.00 0.00 1,~~910~~676,~~210~~273.8191 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 287,986,000.00 5.~~24125~~48000% ~~820~~576.~~92028897~~24102040 32.~~82457640~~89465071 0.00000000 M-1A 8,460,000.00 5.57000% 1000.00000000 4.64166667 0.00000000 M-1B 16,224,000.00 5.~~50125~~74000% 1000.00000000 45.~~89000000~~26166667 0.00000000 M-2 18,566,000.00 5.61000% 1000.00000000 4.67500000 0.00000000 M-3 10,971,000.00 5.66000% 1000.00000000 4.71666667 0.00000000 M-4 8,861,000.00 5.~~68125~~92000% 1000.00000000 5.~~05000000~~42666629 0.00000000 M-5 9,283,000.00 5.~~75125~~99000% 1000.00000000 5.~~11222234~~49083378 0.00000000 M-6 8,861,000.00 56.~~83125~~07000% 1000.00000000 5.~~18333371~~56416657 0.00000000 M-7 8,861,000.00 6.~~68125~~92000% 1000.00000000 56.~~93888839~~34333371 0.00000000 M-8 8,439,000.00 7.~~13125~~37000% 1000.00000000 6.~~33888849~~75583363 0.00000000 M-9 7,173,000.00 78.~~93125~~17000% 1000.00000000 7.~~05000000~~48916632 0.00000000 B-1 8,439,000.00 8.~~08125~~32000% 1000.00000000 7.~~18333333~~62666667 0.00000000 CE-1 19,833,277.74 0.00000% ~~1321~~1316.~~81900408~~34243377 0.00000000 0.00000000 P 100.00 0.00000% 1000.00000000 0.00000000 0.00000000 CE-2 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 0.00000000 0.00000000 32.~~82457640~~89465071 0.00000000 ~~763~~543.~~94166355~~07519390 M-1A 0.00000000 0.00000000 4.64166667 0.00000000 1000.00000000 M-1B 0.00000000 0.00000000 45.~~89000000~~26166667 0.00000000 1000.00000000 M-2 0.00000000 0.00000000 4.67500000 0.00000000 1000.00000000 M-3 0.00000000 0.00000000 4.71666667 0.00000000 1000.00000000 M-4 0.00000000 0.00000000 5.~~05000000~~42666629 0.00000000 1000.00000000 M-5 0.00000000 0.00000000 5.~~11222234~~49083378 0.00000000 1000.00000000 M-6 0.00000000 0.00000000 5.~~18333371~~56416657 0.00000000 1000.00000000 M-7 0.00000000 0.00000000 56.~~93888839~~34333371 0.00000000 1000.00000000 M-8 0.00000000 0.00000000 6.~~33888849~~75583363 0.00000000 1000.00000000 M-9 0.00000000 0.00000000 7.~~05000000~~48916632 0.00000000 1000.00000000 B-1 0.00000000 0.00000000 7.~~18333333~~62666667 0.00000000 1000.00000000 CE-1 0.00000000 0.00000000 0.~~00000000~~11876353 0.00000000 ~~1392~~1337.~~48956184~~80057174 P 0.00000000 0.00000000 ~~1006502~~1197387.~~60000000~~90000000 0.00000000 1000.00000000 CE-2 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 per $1,000 denomination.

CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 1811,~~175~~660,~~488~~384.3261 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0.00 Servicer Advances ~~316~~347,~~873~~488.8344 Gains & Subsequent Recoveries (Realized Losses) (53677,~~153~~202.2978) Prepayment Penalties ~~100~~119,~~650~~738.2679 Swap/Cap Payments ~~158~~190,~~472~~304.8123 Total Deposits 1811,~~698~~640,~~331~~713.9329 Withdrawals Swap Payments 0.00 Reserve Funds and Credit Enhancements 0.00 Reimbursement for Servicer Advances ~~307~~354,~~117~~737.2178 Total Administration Fees 7158,~~957~~407.4989 Payment of Interest and Principal 1811,~~319~~227,~~257~~567.2362 Total Withdrawals (Pool Distribution Amount) 1811,~~698~~640,~~331~~713.9329 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

ADMINISTRATION FEES Gross Servicing Fee* 6149,~~439~~859.3995 Credit Risk Manager Fee-Clayton Fixed Income Services 43,~~709~~827.6044 Master Servicing Fee- Wells Fargo Bank, N.A. 54,~~808~~720.50 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees 7158,~~957~~407.4989 *Servicer Payees include: GMAC ~~MTG~~MORTGAGE ~~CORP~~CORPORATION; OCWEN FEDERAL BANK FSB

Hedge Funds Account Name Funds In (A) Funds Out(B) Net Amount(A - B) Supplemental Interest Trust (DBAG) 1,~~276~~007,~~259~~837.5243 1817,~~117,786~~533.7120 ~~158~~190,~~472~~304.8123

COLLATERAL STATEMENT Collateral Description Mixed Fixed & Arm Weighted Average Gross Coupon 109.~~121339~~834627% Weighted Average Net Coupon 9.~~925655~~639223% Weighted Average Pass-Through Rate 9.~~892153~~605721% Weighted Average Remaining Term ~~333~~327 Beginning Scheduled Collateral Loan Count 76,~~432~~114 Number Of Loans Paid In Full ~~272~~184 Ending Scheduled Collateral Loan Count 75,~~160~~930 Beginning Scheduled Collateral Balance ~~376~~306,~~767~~194,~~653~~831.7759 Ending Scheduled Collateral Balance ~~361~~297,~~760~~069,~~236~~123.1509 Ending Actual Collateral Balance at 31-~~May~~Oct-2006 ~~361~~297,~~909~~226,~~813~~322.8822 Monthly P&I Constant 32,~~443~~796,~~027~~141.2454 Special Servicing Fee 0.00 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid By Borrower Amount 0.00 Prepayment Penalty Paid By Borrower Count 0 Prepayment Penalty Paid By Servicer Amount ~~100~~119,~~650~~738.2679 Prepayment Penalty Paid By Servicer Count 5460 Realized Loss Amount 53677,~~153~~202.2978 Cumulative Realized Loss ~~217~~7,~~731~~619,890.9344 Scheduled Principal ~~207~~174,~~433~~383.0188 Unscheduled Principal 148,~~799~~951,~~984~~324.6162 Required Overcollateralized Amount 0.00 Overcollateralized Increase Amount 0.00 Overcollateralized Reduction Amount 0.00 Specified O/C Amount 37,132,249.24 Overcollateralized Amount 2726,~~617~~532,~~632~~970.2330 Overcollateralized Deficiency Amount 10,~~969~~599,~~399~~278.1094 Base Overcollateralization Amount 0.00 Extra Principal Distribution Amount 1,~~454~~081,~~782~~815.0929 Excess Cash Amount 0.00

COLLATERAL STATEMENT Collateral Description Mixed Fixed & Arm Weighted Average Coupon Rate 109.~~121339~~834627% Weighted Average Net Rate 9.~~925655~~639223% Weighted Average Pass Through Rate 9.~~892153~~605721% Weighted Average Remaining Term ~~333~~327 Record Date 0510/31/2006 Principal and Interest Constant 32,~~443~~796,~~027~~141.2454 Beginning Loan Count 76,~~432~~114 Loans Paid in Full ~~272~~184 Ending Loan Count 75,~~160~~930 Beginning Scheduled Balance ~~376~~306,~~767~~194,~~653~~831.7759 Ending Scheduled Balance ~~361~~297,~~760~~069,~~236~~123.1509 Ending Actual Balance at 31-~~May~~Oct-2006 ~~361~~297,~~909~~226,~~813~~322.8822 Scheduled Principal ~~207~~174,~~433~~383.0188 Unscheduled Principal 148,~~799~~951,~~984~~324.6162 Scheduled Interest 32,~~235~~621,~~594~~757.2366 Servicing Fee 6149,~~439~~859.3995 Master Servicing Fee 54,~~808~~720.50 Trustee Fee 0.00 FRY Amount 0.00 Special Hazard Fee 0.00 Other Fee 43,~~709~~827.6044 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 32,~~163~~563,~~636~~349.7477 Realized Loss Amount 53677,~~153~~202.2978 Cumulative Realized Loss ~~217~~7,~~731~~619,890.9344 Percentage of Cumulative Losses 01.~~0516~~8058 Special Servicing Fee 0.00 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid By Borrower Amount 0.00 Prepayment Penalty By Borrower Count 0 Prepayment Penalty Paid By Servicer Amount ~~100~~119,~~650~~738.2679 Prepayment Penalty Paid By Servicer Count 5460 Required Overcollateralized Amount 0.00 Overcollateralized Increase Amount 0.00 Overcollateralized Reduction Amount 0.00 Specified O/C Amount 37,132,249.24 Overcollateralized Amount 2726,~~617~~532,~~632~~970.2330 Overcollateralized Deficiency Amount 10,~~969~~599,~~399~~278.1094 Base Overcollateralization Amount 0.00

Additional Reporting - Deal Level Miscellaneous Reporting CE-2 Service Fee Strip - GMAC 2519,~~875~~996.4598 CE-2 Service Fee Strip - Ocwen 6957,~~671~~724.6824 Trigger Event Reporting Step Up Trigger Trigger Result N/A Trigger Calculated Value 0.000000% Threshold Value 0.000000% Step Up Cumulative Loss Trigger Cummulative Loss Trigger Result Pass Cummulative Loss Calculated Value 01.~~050256~~734347% Cummulative Loss Threshold Value 2.900000% Step Up Enhancement Delinquency Trigger Delinquency Trigger Result Fail Delinquency Calculated Value 47.~~680620~~831133% Delinquency Threshold Value 3.~~103804~~776777%

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 3625 0 0 3625 1930,~~450,307~~575.4464 0.00 0.00 1930,~~450,307~~575.4464 30 Days ~~162~~145 49 0 0 ~~166~~154 7,~~779~~306,~~712~~148.1627 91360,~~785~~172.4010 0.00 0.00 7,~~871~~666,~~497~~320.5637 60 Days 81108 59 10 0 87117 45,~~583~~243,~~466~~255.8600 ~~314~~290,~~177~~604.8499 ~~30,888~~0.0700 0.00 45,~~928~~533,~~532~~859.7799 90 Days 9580 36 52 0 ~~103~~88 4,~~853~~446,~~983~~480.1049 76390,~~314~~795.0650 ~~231~~65,~~119~~171.3872 0.00 54,~~161~~902,~~416~~447.5471 120 Days 3850 26 05 01 4062 12,~~789~~785,~~482~~787.0211 63272,~~434~~477.7246 0316,559.0032 091,597.0018 13,~~852~~466,~~916~~421.7407 150 Days 2632 58 012 0 3152 1,~~513~~352,~~555~~263.2090 ~~141~~320,~~731~~628.3522 0845,774.0004 0.00 12,~~655~~518,~~286~~666.5516 180+ Days 3164 313 121 02 35100 13,~~655~~524,~~075~~721.5189 ~~122~~568,~~177~~138.5771 571,~~946~~427,671.2664 0225,886.0064 15,~~835~~746,~~199~~418.3488 Totals ~~433~~479 5876 740 03 ~~498~~598 2224,~~175~~658,~~274~~656.8566 23,~~259~~133,~~928~~392.3862 ~~319~~2,~~953~~655,176.7172 0317,483.0082 2430,~~755~~764,~~156~~709.9482 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.~~502793~~421585% 0.000000% 0.000000% 0.~~502793~~421585% 0.~~400737~~313087% 0.000000% 0.000000% 0.~~400737~~313087% 30 Days 2.~~262570~~445194% 0.~~055866~~151771% 0.000000% 0.000000% 2.~~318436~~596965% 2.~~149627~~458109% 0.~~025361~~121178% 0.000000% 0.000000% 2.~~174989~~579287% 60 Days 1.~~131285~~821248% 0.~~069832~~151771% 0.~~013966~~000000% 0.000000% 1.~~215084~~973019% 1.~~266467~~764061% 0.~~086811~~097772% 0.~~008535~~000000% 0.000000% 1.~~361812~~861834% 90 Days 1.~~326816~~349073% 0.~~041899~~101180% 0.~~069832~~033727% 0.000000% 1.~~438547~~483980% 1.~~341213~~495991% 0.~~021086~~131481% 0.~~063861~~021927% 0.000000% 1.~~426161~~649399% 120 Days 0.~~530726~~843170% 0.~~027933~~101180% 0.~~000000~~084317% 0.~~000000~~016863% 01.~~558659~~045531% 0.~~494455~~937261% 0.~~017528~~091673% 0.~~000000~~106504% 0.~~000000~~030817% 01.~~511983~~166256% 150 Days 0.~~363128~~539629% 0.~~069832~~134907% 0.~~000000~~202361% 0.000000% 0.~~432961~~876897% 0.~~418213~~454961% 0.~~039162~~107873% 0.~~000000~~284556% 0.000000% 0.~~457375~~847390% 180+ Days 01.~~432961~~079258% 0.~~041899~~219224% 0.~~013966~~354132% 0.~~000000~~033727% 01.~~488827~~686341% 01.~~457317~~185871% 0.~~033759~~191147% 0.~~016011~~480331% 0.~~000000~~075998% 01.~~507087~~933348% Totals 68.~~047486~~077572% 01.~~810056~~281619% 0.~~097765~~674536% 0.~~000000~~050590% 610.~~955307~~084317% 68.~~127293~~296256% 01.~~624445~~054211% 0.~~088407~~893318% 0.~~000000~~106816% 610.~~840145~~350601%

Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance ~~316~~347,~~873~~488.8344

180+ Delinquency Summary Summary Days Number of Outstanding Percentage of Delinquent Loans Actual Balance(%) Balance($) 180 - 209 3531 1,~~835~~600,~~199~~654.3426 0.~~507~~539 ~~Total~~210 35- 239 25 1,~~835~~474,~~199~~733.3444 0.~~507~~496 240 - 269 18 1,083,577.93 0.365 270 - 299 14 661,924.81 0.223 300 - 329 7 561,703.91 0.189 330 - 359 5 363,824.53 0.122 Total 100 5,746,418.88 1.934 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 02 ~~Jul~~Dec-05 0.000% Original Principal Balance 0204,000.00 ~~Aug~~Jan-0506 0.000% Current Actual Balance 0203,199.0051 ~~Sep~~Feb-0506 0.000% ~~Oct~~Mar-0506 0.000% Current REO Total ~~Nov~~Apr-0506 0.000% Loans in REO 03 ~~Dec~~May-0506 0.000% Original Principal Balance 0318,400.00 ~~Jan~~Jun-06 0.000% Current Actual Balance 0317,483.0082 ~~Feb~~Jul-06 0.000% ~~Mar~~Aug-06 0.000% ~~Apr~~Sep-06 0.~~000~~008% ~~May~~Oct-06 0.~~000~~037% ~~Jun~~Nov-06 0.~~000~~107% *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 NoSummary ~~REO~~0110531454 ~~Loans~~Nov-2006 ~~this~~01-Jun-2005 ~~Period~~CA 100.00 112,000.00 Summary 0110532302 Nov-2006 01-Jul-2005 CA 100.00 92,000.00 Summary 0110768362 Oct-2006 01-Aug-2005 NV 100.00 114,400.00

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 NoSummary ~~REO~~0110531454 ~~Loans~~111,602.33 ~~this~~01-Feb-2006 ~~Period~~7 10.700% 8,765.46 Summary 0110532302 91,597.18 01-May-2006 4 10.700% 4,799.15 Summary 0110768362 114,284.31 01-Oct-2005 11 11.300% 10,566.47

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

Summary 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 422 ~~Jul~~Dec-05 0.000% Original Principal Balance ~~175~~1,~~200~~500,009.00 ~~Aug~~Jan-0506 0.000% Current Actual Balance ~~174~~1,~~816~~493,897.2771 ~~Sep~~Feb-0506 0.000% ~~Oct~~Mar-0506 0.000% Current Foreclosure Total ~~Nov~~Apr-0506 0.~~000~~032% Loans in Foreclosure 740 ~~Dec~~May-0506 0.~~000~~059% Original Principal Balance ~~320~~2,~~880~~670,509.00 ~~Jan~~Jun-06 0.~~000~~088% Current Actual Balance ~~319~~2,~~953~~655,176.7172 ~~Feb~~Jul-06 0.~~000~~191% ~~Mar~~Aug-06 0.~~000~~190% ~~Apr~~Sep-06 0.~~032~~540% ~~May~~Oct-06 0.~~059~~557% ~~Jun~~Nov-06 0.~~088~~893% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

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 Summary ~~0110529552~~0110529550 ~~Jun~~Oct-2006 01-May-2005 WA 100.00 36,000.00 Summary 0110529559 Sep-2006 01-Apr-2005 IL 100.00 3148,000.00 Summary ~~0110529695~~0110529723 ~~Jun~~Sep-2006 01-Jun-2005 CONM 100.00 4829,500.00 Summary 0110529898 Sep-2006 01-Jul-2005 FL 100.00 40,000.00 Summary ~~0110530002~~0110530000 ~~Jun~~Oct-2006 01-Jun-2005 CONV 100.00 3841,200.00 Summary 0110530673 Nov-2006 01-Jul-2005 FL 100.00 45,000.00 Summary 0110530728 Nov-2006 01-May-2005 CA 100.00 66,800.00 Summary 0110530802 May-2006 01-Jul-2005 MA 100.00 48,380.00 Summary ~~0110531360~~0110530848 ~~May~~Nov-2006 01-~~May~~Jun-2005 CAIL 100.00 5451,980.00 Summary 0110531105 Aug-2006 01-Jul-2005 NV 100.00 34,000.00 Summary 0110531169 Nov-2006 01-Jul-2005 FL 100.00 27,800.00 Summary 0110531213 Nov-2006 01-Jul-2005 NY 100.00 111,000.00 Summary 0110531471 Nov-2006 01-Jul-2005 NV 100.00 44,400.00 Summary ~~0110531766~~0110531646 ~~May~~Nov-2006 01-Jul-2005 NY 100.00 82,000.00 Summary 0110532367 Sep-2006 01-Apr-2005 FL 100.00 28,000.00 Summary 0110532661 Nov-2006 01-Jun-2005 COTX 100.00 4224,298.00 Summary 0110580353 Jul-2006 01-Jul-2005 NY 100.00 114,400.00 Summary 0110580594 Sep-2006 01-Jul-2005 CA 100.00 120,000.00 Summary 0110580629 Sep-2006 01-Jul-2005 CA 100.00 130,000.00 Summary 0110580661 Nov-2006 01-Jul-2005 NV 100.00 49,600.00 Summary 0110580896 Sep-2006 01-Jul-2005 NY 100.00 104,000.00 Summary 0110581083 Nov-2006 01-Feb-2005 CA 99.14 46,000.00 Summary 0110581281 Sep-2006 01-Jul-2005 FL 100.00 38,000.00 Summary 0110581983 Nov-2006 01-Jul-2005 WV 100.00 30,900.00 Summary ~~0110767188~~0110582187 ~~Jun~~Sep-2006 01-Jul-2005 CA 97.85 153,500.00 Summary 0110582259 Nov-2006 01-Jul-2005 CA 100.00 105,000.00 Summary 0110582486 Nov-2006 01-Jul-2005 MA 100.00 62,000.00 Summary 0110766719 Nov-2006 01-Aug-2005 NJMA 100.00 5871,000.00 Summary 0110766745 Sep-2006 01-Aug-2005 CA 100.00 61,600.00 Summary 0110767128 Nov-2006 01-Aug-2005 NY 100.00 103,000.00 Summary 0110767296 Nov-2006 01-Aug-2005 CA 100.00 98,000.00 Summary 0110767320 Sep-2006 01-Aug-2005 TN 100.00 45,620.00 Summary 0110767795 Nov-2006 01-Aug-2005 CA 100.00 104,000.00 Summary 0110768259 Nov-2006 01-Jul-2005 CA 100.00 175,000.00 Summary 0110768819 Nov-2006 01-Aug-2005 NV 100.00 67,431.00 Summary 0110769105 Sep-2006 01-Jul-2005 CA 100.00 50,600.00 Summary 0110769181 Sep-2006 01-Aug-2005 NV 100.00 47,700.00 Summary 0110769274 Nov-2006 01-Aug-2005 NV 100.00 43,400.00 Summary 0110769369 Nov-2006 01-Jul-2005 AZ 100.00 39,200.00 Summary 0110813416 Nov-2006 01-Sep-2005 CA 95.00 52,200.00

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 Summary ~~0110529552~~0110529550 3035,809.68 01-Apr-2006 5 10.240% 2,092.19 Summary 0110529559 47,820.21 01-Jan-2006 8 11.050% 4,311.99 Summary 0110529723 29,400.40 01-Mar-2006 6 11.450% 2,200.27 Summary 0110529898 39,888.0731 01-Feb-2006 27 11.~~600~~250% 13,~~172~~297.1082 Summary ~~0110529695~~0110530000 4741,~~871~~031.6979 01-~~Jan~~Jun-2006 3 11.~~450~~850% 1,988.67 Summary 0110530673 44,851.01 01-May-2006 4 12.000% 2,~~240~~641.82 Summary 0110530728 66,489.84 01-Feb-2006 7 9.950% 4,847.41 Summary ~~0110530002~~0110530802 3848,284.93 01-Dec-2005 9 11.500% 4,534.08 Summary 0110530848 51,743.46 01-May-2006 4 10.950% 2,775.79 Summary 0110531105 33,863.67 01-Mar-2006 6 10.850% 2,398.58 Summary 0110531169 27,695.13 01-May-2006 4 11.400% 1,548.11 Summary 0110531213 110,544.2510 01-~~Jan~~May-2006 34 11.000% 5,957.87 Summary 0110531471 44,268.47 01-Apr-2006 5 12.050% 3,054.56 Summary 0110531646 81,725.62 01-May-2006 4 11.950% 4,793.36 Summary 0110532367 27,870.69 01-Mar-2006 6 10.900% 1,~~878~~983.9236 Summary ~~0110530802~~0110532661 4824,~~268~~139.93 01-Jun-2006 3 9.650% 948.49 Summary 0110580353 114,197.80 01-Nov-2005 10 11.125% 10,392.14 Summary 0110580594 119,587.55 01-Feb-2006 7 10.990% 9,675.57 Summary 0110580629 129,529.51 01-Jan-2006 8 9.375% 9,898.35 Summary 0110580661 49,420.45 01-Apr-2006 5 11.125% 3,149.29 Summary 0110580896 103,701.70 01-Feb-2006 7 11.125% 8,495.54 Summary 0110581083 45,402.93 01-Apr-2006 5 7.270% 1,870.94 Summary 0110581281 37,891.01 01-Feb-2006 7 11.125% 3,104.15 Summary 0110581983 30,757.64 01-Apr-2006 5 10.625% 1,870.16 Summary 0110582187 147,493.37 01-Feb-2006 7 10.500% 211,228.54 Summary 0110582259 104,621.19 01-Mar-2006 6 10.625% 7,269.0663 Summary ~~0110531360~~0110582486 5461,~~111~~744.19 01-Mar-2006 6 9.990% 4,028.55 Summary 0110766719 70,745.16 01-Apr-2006 5 10.650% 4,313.50 Summary 0110766745 61,443.32 01-Jan-2006 38 10.~~150~~300% 5,169.71 Summary 0110767128 102,681.96 01-Apr-2006 5 11.350% 6,678.34 Summary 0110767296 97,600.70 01-Apr-2006 5 10.050% 5,606.78 Summary 0110767320 45,387.71 01-Feb-2006 7 8.550% 2,~~240~~840.1548 Summary ~~0110531766~~0110767795 42103,~~757~~678.7986 01-Apr-2006 5 11.350% 6,743.16 Summary 0110768259 174,307.65 01-Apr-2006 5 10.990% 10,970.11 Summary 0110768819 67,140.45 01-Mar-2006 6 10.400% 4,564.34 Summary 0110769105 50,484.06 01-Feb-2006 7 12.200% 4,542.74 Summary 0110769181 47,593.30 01-Jan-2006 38 10.~~450~~900% 14,~~822~~242.75 Summary ~~0110767188~~0110769274 5743,~~946~~238.2643 01-~~Oct~~Mar-~~2005~~2006 6 119.~~700~~900% 2,~~775~~795.0921 Summary 0110769369 39,019.53 01-Apr-2006 5 9.990% 2,227.79 Summary 0110813416 52,081.01 01-Apr-2006 5 12.500% 3,737.15

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

Summary 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 915 ~~Jul~~Dec-05 0.000% Original Principal Balance ~~296~~753,~~031~~577.0080 ~~Aug~~Jan-0506 0.000% Current Actual Balance ~~293~~748,~~468~~044.3530 ~~Sep~~Feb-0506 0.000% ~~Oct~~Mar-0506 0.~~000~~313% Current Bankruptcy Total ~~Nov~~Apr-0506 0.~~000~~473% Loans in Bankruptcy 5876 ~~Dec~~May-0506 0.~~000~~533% Original Principal Balance 23,~~275~~157,~~440~~275.80 ~~Jan~~Jun-06 0.~~000~~624% Current Actual Balance 23,~~259~~133,~~928~~392.3862 ~~Feb~~Jul-06 0.~~000~~861% ~~Mar~~Aug-06 0.~~313~~797% ~~Apr~~Sep-06 01.~~473~~059% ~~May~~Oct-06 0.~~533~~916% ~~Jun~~Nov-06 01.~~624~~054% *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 Summary ~~0110529541~~0110529677 ~~Apr~~Oct-2006 01-Jun-2005 NVMO 100.00 3932,000.00 Summary ~~0110530147~~0110530156 ~~Apr~~Jul-2006 01-~~Jun~~Jul-2005 MAFL 100.00 5339,000.00 Summary 0110530173 Apr-2006 01-May-2005 MD 100.00 51,294.00 Summary ~~0110531043~~0110530288 ~~May~~Oct-2006 01-Jun-2005 WIIL 100.00 2621,~~000~~200.00 Summary ~~0110531236~~0110530432 ~~Jun~~Nov-2006 01-~~Jul~~Jun-2005 COFL 100.00 4050,~~600~~000.00 Summary ~~0110531548~~0110530966 ~~Jun~~Sep-2006 01-~~Jun~~Jul-2005 MOTX 100.00 2554,000.00 Summary ~~0110531711~~0110531043 ~~Apr~~May-2006 01-Jun-2005 ILWI 100.00 3226,~~600~~000.00 Summary ~~0110532053~~0110531548 Jun-2006 01-~~Apr~~Jun-2005 AZMO 100.00 2425,~~581~~000.00 Summary ~~0110532068~~0110531598 ~~May~~Nov-2006 01-~~Apr~~Jul-2005 MIWI 100.00 2628,000.00 Summary 0110532181 Apr-2006 01-Jun-2005 TX 100.00 35,000.00 Summary ~~0110532390~~0110532288 ~~Apr~~Jul-2006 01-~~Jun~~Jul-2005 PATX 100.00 2425,~~980~~600.00 Summary 0110532328 Jul-2006 01-Jul-2005 MN 100.00 56,000.00 Summary 0110532469 Aug-2006 01-Jul-2005 CO 100.00 40,000.00 Summary 0110532485 Apr-2006 01-Jun-2005 CO 100.00 39,400.00 Summary 0110532531 Sep-2006 01-Jun-2005 IN 100.00 31,000.00 Summary 0110532549 Apr-2006 01-Jun-2005 OR 100.00 38,400.00 Summary ~~0110557662~~0110532601 ~~Mar~~Oct-2006 01-Jun-2005 MIMD 90100.00 4725,000.00 Summary ~~0110580265~~0110580226 ~~Mar~~Oct-2006 01-Jul-2005 NYPA 100.00 7645,~~000~~800.00 Summary ~~0110580651~~0110580559 ~~Mar~~Aug-2006 01-Jul-2005 NVIL 100.00 5217,~~800~~400.00 Summary 0110580633 Oct-2006 01-Jul-2005 MD 99.75 46,600.00 Summary 0110580674 Aug-2006 01-Jul-2005 CA 100.00 44,900.00 Summary 0110580694 Sep-2006 01-Jul-2005 MA 100.00 71,180.00 Summary 0110580733 Sep-2006 01-Jul-2005 WA 100.00 26,600.00 Summary 0110580865 Aug-2006 01-Jun-2005 NM 95.00 6,300.00 Summary 0110580892 Apr-2006 01-Jul-2005 MA 100.00 49,000.00 Summary 0110581022 Oct-2006 01-Jun-2005 CA 100.00 38,000.00 Summary 0110581094 Aug-2006 01-Jun-2005 NC 100.00 11,115.00 Summary 0110581152 Mar-2006 01-Jul-2005 GA 95.00 7,750.00 Summary 0110581153 Jul-2006 01-Jul-2005 GA 95.00 5,300.00 Summary 0110581155 Jun-2006 01-Jul-2005 MD 100.00 121,000.00 Summary ~~0110581352~~0110581164 ~~Jun~~Jul-2006 01-Jul-2005 MAGA 100.00 25,700.00 Summary 0110581306 Nov-2006 01-Jul-2005 FL 95.00 910,~~250~~600.00 Summary 0110581381 Nov-2006 01-Jul-2005 FL 100.00 151,800.00 Summary 0110581399 Jul-2006 01-Jul-2005 SC 100.00 25,000.00 Summary 0110581418 Jul-2006 01-Jul-2005 GA 100.00 53,200.00 Summary 0110581432 Sep-2006 01-Jul-2005 FL 95.00 10,350.00 Summary 0110581712 ~~Jun~~Nov-2006 01-Apr-2005 GA 95.00 9,600.00 Summary ~~0110581848~~0110581725 ~~Mar~~Aug-2006 01-~~Jul~~Apr-2005 ILSC 95.00 611,~~650~~500.00 Summary ~~0110581892~~0110581848 Mar-2006 01-Jul-2005 IL 95.00 116,~~745~~650.00 Summary 0110581956 Mar-2006 01-Jul-2005 TN 100.00 28,417.00 Summary ~~0110581990~~0110581996 ~~Jun~~Nov-2006 01-Jul-2005 MIVA 95100.00 1162,~~500~~000.00 Summary ~~0110582040~~0110582011 ~~Mar~~Oct-2006 01-Jul-2005 OHCO 100.00 2935,~~250~~680.00 Summary ~~0110582208~~0110582172 ~~Apr~~Nov-2006 01-Jul-2005 CAIL 100.00 9567,~~000~~600.00 Summary 0110582309 Mar-2006 01-Jul-2005 WA 100.00 66,580.00 Summary ~~0110582463~~0110582390 ~~May~~Nov-2006 01-Jul-2005 NCWI 95.00 10,795.00 Summary 0110766660 Oct-2006 01-Aug-2005 HI 100.00 36151,~~000~~368.00 Summary ~~0110767097~~0110766892 ~~Mar~~Nov-2006 01-Aug-2005 NYPA 100.00 6139,~~500~~198.00 Summary 0110767159 Jul-2006 01-Aug-2005 IL 100.00 29,464.00 Summary 0110767314 Apr-2006 01-Aug-2005 TN 100.00 29,985.00 Summary ~~0110767483~~0110767422 ~~Mar~~Sep-2006 01-Aug-2005 FLNH 100.00 5625,~~800~~000.00 Summary ~~0110767573~~0110767620 Mar-2006 01-Aug-2005 GA 100.00 5830,680.00 Summary ~~0110767620~~0110767736 ~~Mar~~Sep-2006 01-Aug-2005 GACA 100.00 3075,~~680~~000.00 Summary ~~0110767875~~0110767937 ~~Apr~~Nov-2006 01-Aug-2005 NMCO 100.00 3129,~~500~~600.00 Summary ~~0110767878~~0110767949 ~~Mar~~Sep-2006 01-Aug-2005 WITX 100.00 3123,~~960~~800.00 Summary ~~0110767919~~0110768001 ~~Mar~~Aug-2006 01-Aug-2005 COTX 100.00 7227,~~200~~380.00 Summary ~~0110768151~~0110768057 ~~Mar~~Sep-2006 01-~~Aug~~Jul-2005 TNFL 100.00 3359,~~353~~740.8000 Summary ~~0110768160~~0110768151 ~~Mar~~Nov-2006 01-Aug-2005 FLTN 100.00 33,~~000~~353.0080 Summary ~~0110768454~~0110768353 ~~Mar~~Sep-2006 01-Jul-2005 CA 100.00 ~~101~~116,~~000~~400.00 Summary ~~0110768791~~0110768386 ~~May~~Oct-2006 01-~~Jul~~Aug-2005 COCA 100.00 69110,~~800~~000.00 Summary ~~0110768806~~0110768512 ~~May~~Nov-2006 01-Jul-2005 AZCA 100.00 6894,~~400~~760.00 Summary ~~0110769026~~0110768725 ~~Mar~~Jul-2006 01-Aug-2005 ILMD 95100.00 5474,~~600~~000.00 Summary ~~0110769390~~0110768795 ~~Mar~~Nov-2006 01-Jul-2005 MNCA 100.00 3869,~~600~~431.00 Summary ~~0110769430~~0110768964 ~~Mar~~Nov-2006 01-~~Aug~~Jul-2005 AZMT 100.00 3758,~~305~~600.00 Summary ~~0110769524~~0110769430 ~~Mar~~Sep-2006 01-~~Jul~~Aug-2005 FLAZ 100.00 3537,~~000~~305.00 Summary ~~0110769603~~0110769524 Mar-2006 01-Jul-2005 MNFL 100.00 3135,000.00 Summary 0110769618 Jun-2006 01-Jul-2005 GA 100.00 30,500.00 Summary 0110769753 Mar-2006 01-Jul-2005 GA 100.00 27,140.00 Summary ~~0110769862~~0110769888 ~~Apr~~Sep-2006 01-~~Jul~~Aug-2005 NCTN 100.00 2524,~~000~~600.00 Summary ~~0110769888~~0110769923 Mar-2006 01-~~Aug~~Jul-2005 TNGA 100.00 24,~~600~~000.00 Summary ~~0110769923~~0110769949 Mar-2006 01-~~Jul~~Aug-2005 GAWI 100.00 2423,~~000~~440.00 Summary ~~0110769926~~0110770113 ~~Jun~~Jul-2006 01-~~Aug~~Jul-2005 VATN 100.00 2420,000.00 Summary ~~0110769943~~0110770115 Mar-2006 01-~~Aug~~Jul-2005 INAR 100.00 2320,~~600~~000.00 Summary ~~0110769949~~0110770138 Mar-2006 01-~~Aug~~Jun-2005 WIAR 100.00 2320,~~440~~000.00 Summary ~~0110770115~~0110773442 ~~Mar~~Sep-2006 01-~~Jul~~Aug-2005 ARNH 100.00 2051,~~000~~580.00 Summary ~~0110770138~~0110813291 ~~Mar~~Nov-2006 01-~~Jun~~Sep-2005 ARMN 100.00 2038,~~000~~240.00 Summary 0110813624 Apr-2006 01-Sep-2005 MD 100.00 44,400.00

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 Summary ~~0110529541~~0110529677 3831,~~841~~868.9350 01-~~May~~Apr-2006 05 11.~~600~~000% ~~737~~2,003.4745 Summary ~~0110530147~~0110530156 5238,~~723~~894.2755 01-~~May~~Feb-2006 07 1011.~~300~~400% ~~886~~3,259.8352 Summary 0110530173 50,~~990~~885.6366 01-~~Apr~~Aug-2006 01 9.850% ~~819~~1,225.0571 Summary ~~0110531043~~0110530288 2521,~~928~~127.1709 01-~~Jan~~May-2006 34 1112.~~300~~250% 1,~~197~~270.2386 Summary ~~0110531236~~0110530432 4049,~~503~~756.7363 01-~~Feb~~Apr-2006 25 1210.~~000~~200% 12,~~591~~895.0543 Summary ~~0110531548~~0110530966 2453,~~868~~890.0520 01-~~May~~Oct-~~2006~~2005 011 109.~~250~~400% ~~416~~4,110.2252 Summary ~~0110531711~~0110531043 3225,~~463~~909.8536 01-~~May~~Mar-2006 06 11.~~350~~300% ~~602~~1,913.8606 Summary ~~0110532053~~0110531548 24,~~481~~808.5197 01-~~Jan~~Oct-2006 30 1110.~~200~~250% ~~1,120~~415.3024 Summary ~~0110532068~~0110531598 2527,~~904~~832.3804 01-~~Jan~~May-2006 34 1112.~~050~~200% 1,~~169~~667.10 Summary 0110532181 34,~~804~~717.9374 01-~~May~~Oct-2006 0 9.990% ~~567~~566.04 Summary 0110532288 25,390.41 01-Oct-2006 0 9.600% 397.46 Summary ~~0110532390~~0110532328 2455,~~840~~432.7644 01-~~May~~Oct-2006 0 9.~~990~~050% ~~405~~816.0095 Summary 0110532469 39,880.22 01-Apr-2006 5 12.000% 2,740.11 Summary 0110532485 39,~~239~~172.7148 01-~~Mar~~Jul-2006 12 10.650% 1,~~023~~362.7329 Summary 0110532531 30,908.13 01-Mar-2006 6 12.050% 2,436.93 Summary 0110532549 38,~~226~~184.1632 01-~~May~~Aug-2006 01 11.550% ~~722~~1,082.6112 Summary ~~0110557662~~0110532601 4624,~~806~~894.1122 01-Feb-2006 27 910.~~990~~750% 1,~~527~~964.9053 Summary ~~0110580265~~0110580226 7545,~~666~~512.8235 01-~~Jun~~Oct-2006 0 10.875% 810.67 Summary 0110580559 17,167.48 01-May-2006 4 10.990% 924.03 Summary 0110580633 46,412.38 01-Apr-2006 5 10.625% 2,821.51 Summary 0110580674 44,531.17 01-Sep-2006 0 9.250% 672.22 Summary 0110580694 70,574.11 01-Nov-2006 (1) 119.~~125~~725% ~~689~~561.7807 Summary ~~0110580651~~0110580733 5226,~~490~~140.7383 01-~~Jun~~Nov-2006 (1) 9.~~750~~250% ~~418~~197.3950 Summary 0110580865 6,153.58 01-Oct-2005 11 12.250% 599.12 Summary 0110580892 48,~~769~~725.0954 01-~~May~~Jul-2006 02 10.500% ~~838~~1,673.2241 Summary 0110581022 37,599.89 01-Nov-2006 (1) 8.990% 275.90 Summary 0110581094 10,928.83 01-Jul-2006 2 11.250% 402.14 Summary 0110581152 7,466.00 01-Nov-2005 510 12.250% ~~368~~731.9606 Summary 0110581153 4,822.15 01-Oct-2006 0 12.250% 97.21 Summary 0110581155 119,~~917~~663.3495 01-~~Feb~~Jun-2006 23 10.000% 34,~~923~~886.4446 Summary ~~0110581352~~0110581164 925,~~023~~591.5132 01-~~Nov~~May-~~2005~~2006 4 10.875% 1,365.81 Summary 0110581306 10,124.43 01-Apr-2006 5 12.250% ~~446~~702.49 Summary 0110581381 151,586.33 01-Oct-2005 11 11.125% 13,793.62 Summary 0110581399 24,863.38 01-Aug-2006 1 10.875% 663.89 Summary 0110581418 52,623.64 01-Mar-2006 6 11.000% 3,775.38 Summary 0110581432 9,555.75 01-Jul-2006 2 12.250% 384.00 Summary 0110581712 9,077.77 01-Mar-2006 16 12.250% ~~272~~719.2942 Summary ~~0110581848~~0110581725 610,~~404~~700.7677 01-~~Feb~~Jun-2006 23 12.~~000~~250% ~~250~~532.2806 Summary ~~0110581892~~0110581848 106,~~049~~404.9776 01-~~May~~Feb-2006 07 1112.~~590~~000% ~~192~~559.4718 Summary 0110581956 28,~~280~~225.9920 01-~~Jun~~Nov-2006 (1) 11.250% 260.7625 Summary ~~0110581990~~0110581996 1161,~~237~~312.4865 01-~~Nov~~Oct-~~2005~~2006 50 118.~~490~~990% ~~520~~899.3654 Summary ~~0110582040~~0110582011 2935,~~107~~381.4383 01-~~May~~Oct-2006 0 109.~~950~~500% ~~522~~549.1516 Summary ~~0110582208~~0110582172 9467,~~370~~207.5189 01-~~Jun~~Oct-2006 ~~(1)~~0 911.~~150~~250% ~~705~~1,239.0410 Summary 0110582309 66,~~253~~106.4365 01-~~Jun~~Nov-2006 (1) 10.625% ~~576~~575.3811 Summary ~~0110582463~~0110582390 3510,~~350~~140.1632 01-~~Jun~~Jul-2006 ~~(1)~~2 12.250% 404.50 Summary 0110766660 150,604.51 01-May-2006 4 10.~~990~~000% ~~318~~7,378.3268 Summary ~~0110767097~~0110766892 6138,~~191~~843.9409 01-~~Jun~~Nov-2006 (1) 109.~~400~~350% ~~520~~296.8868 Summary ~~0110767314~~0110767159 29,~~928~~221.9860 01-~~Oct~~Sep-~~2005~~2006 60 89.~~400~~900% ~~1,020~~472.6678 Summary ~~0110767483~~0110767314 5629,~~396~~809.9325 01-Apr-2006 05 118.~~300~~400% 1,~~044~~425.07 Summary ~~0110767573~~0110767422 5824,~~412~~862.5600 01-~~Jun~~Nov-2006 (1) 1011.~~700~~500% ~~511~~234.9041 Summary 0110767620 30,~~170~~155.1202 01-~~Apr~~May-2006 04 11.350% ~~561~~1,680.0353 Summary ~~0110767875~~0110767736 3174,~~367~~690.7355 01-~~Jun~~Apr-2006 ~~(1)~~5 119.~~050~~990% ~~283~~4,263.9958 Summary ~~0110767878~~0110767937 3129,~~188~~404.2545 01-~~Apr~~Aug-2006 01 1210.~~100~~400% ~~618~~750.9120 Summary ~~0110767919~~0110767949 7123,~~822~~639.0952 01-~~May~~Jul-2006 02 109.~~700~~800% ~~1,258~~756.3567 Summary ~~0110768151~~0110768001 3327,~~148~~220.9222 01-~~Apr~~Jul-2006 02 89.~~050~~800% ~~434~~871.1031 Summary ~~0110768160~~0110768057 3259,~~828~~447.9420 01-Jun-2006 ~~(1)~~3 910.~~900~~600% ~~265~~2,576.7727 Summary ~~0110768454~~0110768151 ~~100~~33,~~545~~101.9069 01-~~Feb~~Jun-2006 23 8.~~990~~050% 21,~~946~~082.7651 Summary ~~0110768791~~0110768353 69116,~~664~~011.7458 01-~~Nov~~Mar-~~2005~~2006 56 10.~~750~~990% 38,~~061~~341.1525 Summary ~~0110768806~~0110768386 68109,~~277~~592.1625 01-~~Oct~~Jun-~~2005~~2006 63 911.~~990~~500% 25,~~781~~160.7389 Summary ~~0110769026~~0110768512 5494,~~423~~185.2071 01-~~Apr~~Jul-2006 02 119.~~150~~990% ~~993~~3,074.9543 Summary ~~0110769390~~0110768725 3873,~~492~~661.1351 01-~~Dec~~Aug-~~2005~~2006 41 911.~~857~~350% 12,~~548~~054.1841 Summary ~~0110769430~~0110768795 3769,~~115~~095.2340 01-~~Jun~~Aug-2006 (1) 911.~~990~~600% ~~303~~1,970.2523 Summary ~~0110769524~~0110768964 3458,~~846~~289.5664 01-~~May~~Jun-2006 03 1110.~~300~~400% ~~645~~2,477.3648 Summary ~~0110769603~~0110769430 3037,~~822~~041.4481 01-~~Jun~~Oct-2006 ~~(1)~~0 9.~~857~~990% ~~248~~605.4317 Summary ~~0110769618~~0110769524 3034,~~387~~761.5364 01-~~Apr~~Oct-2006 0 11.~~050~~300% ~~549~~643.9180 Summary ~~0110769753~~0110769618 2730,~~061~~338.8179 01-~~Apr~~Aug-2006 01 1211.~~200~~050% ~~541~~823.6238 Summary ~~0110769862~~0110769753 2427,~~942~~036.5962 01-~~Dec~~Jul-~~2005~~2006 42 12.200% 1,~~247~~081.1285 Summary 0110769888 24,~~380~~246.1984 01-~~Jun~~Nov-2006 (1) 8.550% ~~170~~169.0311 Summary 0110769923 23,~~942~~907.1466 01-~~Mar~~Aug-2006 1 12.600% ~~742~~741.6052 Summary ~~0110769926~~0110769949 23,~~971~~284.4353 01-~~Oct~~Nov-~~2005~~2006 6(1) 10.~~550~~650% ~~1,032~~203.8905 Summary ~~0110769943~~0110770113 2319,~~487~~830.1293 01-~~May~~Aug-2006 01 108.~~300~~810% ~~395~~427.8508 Summary ~~0110769949~~0110770115 2319,~~335~~784.5874 01-~~Jun~~Sep-2006 ~~(1)~~0 108.~~650~~500% ~~203~~271.4948 Summary ~~0110770115~~0110770138 19,~~525~~753.7824 01-~~Mar~~Dec-2006 1(2) 8.500% ~~405~~0.3300 Summary ~~0110770138~~0110773442 1951,~~821~~011.5987 01-~~Jul~~Nov-2006 (21) 8.~~500~~125% 0337.0057 Summary 0110813291 38,086.26 01-Apr-2006 5 9.530% 2,072.25 Summary 0110813624 44,~~339~~318.6259 01-~~Nov~~Dec-2005 59 9.990% 13,~~807~~610.4078

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 Total 121 ~~109~~712,~~340~~419.9661 53677,~~153~~202.2978 0.~~015~~228%

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 Summary ~~0110580989~~0110530895 ~~109~~26,~~690~~600.00 911.750% FL 100.00 360 Summary 0110580165 27,500.00 12.500% MA 95.00 180 Summary 0110580170 7,700.00 12.140% VA 95.00 120 Summary 0110580264 94,600.00 10.000% NJ 100.00 360 Summary 0110580621 6,250.00 12.250% PA 95.00 120 Summary 0110581729 30,900.00 11.125% GA 100.00 360 Summary 0110581896 25,200.00 10.990% WAWI 100.00 360 Summary 0110581934 116,000.00 9.750% NY 100.00 360 Summary 0110582147 8,000.00 12.250% IL 90.00 120 Summary 0110582185 30,300.00 8.650% NV 100.00 360 Summary 0110582278 52,000.00 11.250% NV 100.00 240 Summary 0110767166 51,400.00 11.800% IL 100.00 360 Summary 0110768012 43,200.00 9.800% TX 100.00 360 Summary 0110768367 114,000.00 9.800% TX 100.00 360 Summary 0110768654 80,000.00 10.750% NY 100.00 360 Summary 0110769308 41,780.00 9.857% MN 100.00 360 Summary 0110769454 36,800.00 11.400% NM 100.00 360 Summary 0110769576 33,400.00 10.050% IL 100.00 360 Summary 0110769656 29,400.00 11.450% MI 100.00 360 Summary 0110769926 24,000.00 10.550% VA 100.00 360 Summary 0110813290 38,500.00 9.530% MN 100.00 180

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) Summary ~~0110580989~~0110530895 ~~109~~0.00 (28,~~340~~797.83) 0.00 Summary 0110580165 0.00 113.66 28,026.11 Summary 0110580170 7,388.78 6,495.38 6,495.38 Summary 0110580264 94,254.35 97,495.91 97,495.91 Summary 0110580621 0.00 (1,086.96) 535,~~153~~227.96 Summary 0110581729 30,740.37 29,505.99 29,505.99 Summary 0110581896 25,109.23 26,152.87 26,152.87 Summary 0110581934 115,496.80 103,735.63 103,735.63 Summary 0110582147 7,635.77 8,059.89 8,059.89 Summary 0110582185 30,135.10 31,110.84 31,110.84 Summary 0110582278 51,456.88 53,~~153~~490.61 53,490.61 Summary 0110767166 51,135.98 53,897.21 53,897.21 Summary 0110768012 43,014.47 44,986.97 44,986.97 Summary 0110768367 113,515.09 118,259.30 118,259.30 Summary 0110768654 0.00 (6,721.11) 76,060.05 Summary 0110769308 41,602.48 39,901.42 39,901.42 Summary 0110769454 0.00 (4,471.26) 32,867.74 Summary 0110769576 33,279.51 34,786.44 34,786.44 Summary 0110769656 29,289.71 30,800.72 30,800.72 Summary 0110769926 0.00 (220.44) 25,213.42 Summary 0110813290 38,365.09 39,707.54 39,707.54

Realized Loss Report - Collateral Summary MDR SDA Current Month 0.~~029~~232% Current Month 18.~~591~~656% 3 Month Average 0.~~023~~400% 3 Month Average 115.~~357~~580% 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~~Dec-2005 N/A N/A ~~Jul~~Dec-2005 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 ~~N/A~~0.000% N/A ~~Sep~~Feb-~~2005~~2006 ~~N/A~~0.000% N/A ~~Oct~~Mar-~~2005~~2006 ~~N/A~~0.000% N/A ~~Oct~~Mar-~~2005~~2006 ~~N/A~~0.000% N/A ~~Nov~~Apr-~~2005~~2006 ~~N/A~~0.000% N/A ~~Nov~~Apr-~~2005~~2006 ~~N/A~~0.000% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~0.041% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~2.480% N/A ~~Jan~~Jun-2006 ~~N/A~~0.029% N/A ~~Jan~~Jun-2006 ~~N/A~~1.591% N/A ~~Feb~~Jul-2006 0.~~000~~293% N/A ~~Feb~~Jul-2006 014.~~000~~522% N/A ~~Mar~~Aug-2006 0.~~000~~007% N/A ~~Mar~~Aug-2006 0.~~000~~313% N/A ~~Apr~~Sep-2006 0.~~000~~171% N/A ~~Apr~~Sep-2006 07.~~000~~325% N/A ~~May~~Oct-2006 0.~~041~~797% N/A ~~May~~Oct-2006 230.~~480~~760% N/A ~~Jun~~Nov-2006 0.~~029~~232% N/A ~~Jun~~Nov-2006 18.~~591~~656% 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.~~347~~750% Current Month 48101.~~705~~099% 3 Month Average 04.~~280~~648% 3 Month Average 5099.~~742~~307% 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~~Dec-2005 N/A N/A ~~Jul~~Dec-2005 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 ~~N/A~~0.000% N/A ~~Sep~~Feb-~~2005~~2006 ~~N/A~~0.000% N/A ~~Oct~~Mar-~~2005~~2006 ~~N/A~~0.000% N/A ~~Oct~~Mar-~~2005~~2006 ~~N/A~~0.000% N/A ~~Nov~~Apr-~~2005~~2006 ~~N/A~~0.000% N/A ~~Nov~~Apr-~~2005~~2006 ~~N/A~~0.000% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~0.492% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~103.519% N/A ~~Jan~~Jun-2006 ~~N/A~~0.347% N/A ~~Jan~~Jun-2006 ~~N/A~~48.705% N/A ~~Feb~~Jul-2006 03.~~000~~456% N/A ~~Feb~~Jul-2006 0101.~~000~~048% N/A ~~Mar~~Aug-2006 0.~~000~~081% N/A ~~Mar~~Aug-2006 076.~~000~~632% N/A ~~Apr~~Sep-2006 02.~~000~~034% N/A ~~Apr~~Sep-2006 093.~~000~~687% N/A ~~May~~Oct-2006 09.~~492~~159% N/A ~~May~~Oct-2006 103.~~519~~134% N/A ~~Jun~~Nov-2006 02.~~347~~750% N/A ~~Jun~~Nov-2006 48101.~~705~~099% 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 Total ~~271~~169 148,~~758~~299,~~420~~024.00 148,~~621~~210,~~285~~452.2456 0 0.00 0.00

Prepayment Detail - Prepayments during Current Period (continued) Summary Substitution Loans Liquidated Loans Curtailments Original Current Original Current Principal Scheduled Principal Scheduled Curtailment Group Count Balance Balance Count Balance Balance Amount Total 0 0.00 0.00 115 ~~109~~716,~~690~~380.00 ~~109~~710,~~132~~574.2283 7735,~~718~~449.6915

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount Summary 0110476295 FL 90.00 01-Jun-2005 77,400.00 75,284.47 Summary 0110476308 NJ 100.00 01-Jul-2005 88,400.00 88,061.72 Summary 0110476311 NJ 85.00 01-Jul-2005 18,150.00 17,978.51 Summary 0110476322 FL 89.96 01-Jun-2005 10,700.00 10,662.04 Summary 0110476328 FL 95.00 01-May-2005 61,000.00 60,765.99 Summary 0110529527 MN 100.00 01-Jun-2005 38,000.00 37,714.67 Summary 0110529544 WY 100.00 01-Jun-2005 34,600.00 34,373.62 Summary 0110529557 FL 100.00 01-Jun-2005 60,000.00 59,730.03 Summary 0110529597 UT 100.00 01-Jul-2005 25,180.00 25,051.78 Summary 0110529602 CA 100.00 01-Jun-2005 69,000.00 68,511.67 Summary 0110529653 GA 100.00 01-May-2005 27,000.00 26,855.33 Summary 0110529760 FL 100.00 01-Jun-2005 30,000.00 29,885.16 Summary 0110529775 UT 100.00 01-Jul-2005 30,400.00 30,244.48 Summary 0110529797 MA 100.00 01-Jun-2005 114,000.00 113,475.70 Summary 0110529825 FL 100.00 01-Jun-2005 28,000.00 27,892.88 Summary 0110529849 CA 100.00 01-Apr-2005 62,000.00 61,664.44 Summary 0110529853 AZ 100.00 01-Jun-2005 47,800.00 47,552.97 Summary 0110529872 MI 100.00 01-Jun-2005 35,000.00 34,830.29 Summary 0110529901 RI 100.00 01-Jun-2005 50,600.00 50,344.07 Summary 0110529928 CA 100.00 01-Jun-2005 41,000.00 40,769.47 Summary 0110529936 CA 100.00 01-Jul-2005 51,000.00 50,784.58 Summary 0110529944 IL 100.00 01-Jun-2005 46,600.00 46,347.86 Summary 0110529955 CA 100.00 01-Jul-2005 52,400.00 52,153.82 Summary 0110529973 UT 100.00 01-Jun-2005 36,400.00 36,159.10 Summary 0110530089 FL 100.00 01-Jul-2005 28,000.00 27,858.26 Summary 0110530117 CA 100.00 01-Jul-2005 62,000.00 61,617.00 Summary 0110530125 FL 100.00 01-Jul-2005 38,000.00 37,801.03 Summary 0110530148 FL 100.00 01-Jul-2005 30,200.00 30,081.74 Summary 0110530179 KS 100.00 01-Jul-2005 20,400.00 20,286.29 Summary 0110530184 NV 100.00 01-Jun-2005 27,300.00 27,188.48 Summary 0110530212 LA 100.00 01-Jun-2005 38,400.00 38,217.67 Summary 0110530215 IL 100.00 01-Jul-2005 73,980.00 73,705.60 Summary 0110530272 FL 100.00 01-Jul-2005 40,000.00 39,792.00 Summary 0110530273 CA 100.00 01-Jul-2005 115,000.00 114,507.34 Summary 0110530291 FL 100.00 01-Jul-2005 61,200.00 60,906.28 Summary 0110530293 FL 100.00 01-Jun-2005 30,200.00 30,050.35 Summary 0110530348 AZ 100.00 01-Jul-2005 27,000.00 26,829.96 Summary 0110530383 FL 100.00 01-May-2005 27,600.00 27,298.18 Summary 0110530407 CA 100.00 01-Jun-2005 71,000.00 70,713.24 Summary 0110530423 HI 100.00 01-Jun-2005 92,000.00 91,481.66 Summary 0110530433 NJ 100.00 01-Jul-2005 44,200.00 43,992.28 Summary 0110530435 MD 100.00 01-Jul-2005 58,000.00 57,767.90 Summary 0110530451 NV 100.00 01-Jun-2005 40,100.00 39,920.18 Summary 0110530498 GA 100.00 01-Jul-2005 21,800.00 21,568.44 Summary 0110530506 IN 100.00 01-Jul-2005 23,000.00 22,789.34 Summary 0110530518 NV 100.00 01-Jul-2005 57,200.00 43,462.82 Summary 0110530520 FL 100.00 01-Jun-2005 30,000.00 29,820.52 Summary 0110530534 IN 100.00 01-Jun-2005 23,300.00 23,189.41 Summary 0110530582 AZ 100.00 01-Jun-2005 26,600.00 26,421.55 Summary 0110530596 HI 100.00 01-Jun-2005 130,000.00 129,402.62 Summary 0110530630 IL 100.00 01-Apr-2005 33,600.00 33,419.98 Summary 0110530646 IL 100.00 01-Jul-2005 48,400.00 48,199.92 Summary 0110530672 FL 100.00 01-Jul-2005 64,000.00 63,767.65 Summary 0110530708 IL 100.00 01-Jul-2005 32,000.00 31,849.66 Summary 0110530716 CT 100.00 01-Jun-2005 35,800.00 35,624.50 Summary 0110530773 CA 100.00 01-Jun-2005 108,000.00 107,447.81 Summary 0110530805 CA 100.00 01-Jul-2005 94,000.00 93,603.14 Summary 0110530842 MN 100.00 01-Jun-2005 44,800.00 44,368.31 Summary 0110530919 CA 100.00 01-Apr-2005 93,000.00 92,496.71 Summary 0110530954 IL 100.00 01-Jun-2005 77,980.00 77,593.83 Summary 0110530958 AZ 100.00 01-Jul-2005 42,000.00 41,754.01 Summary 0110531026 IL 100.00 01-Jun-2005 47,600.00 47,381.25 Summary 0110531030 WA 100.00 01-Jun-2005 35,400.00 35,235.55 Summary 0110531116 NY 100.00 01-Jul-2005 107,000.00 106,481.06 Summary 0110531172 NY 100.00 01-Jul-2005 74,400.00 74,127.01 Summary 0110531281 GA 100.00 01-Jul-2005 100,000.00 99,535.23 Summary 0110531306 NC 100.00 01-Jun-2005 24,000.00 23,258.59 Summary 0110531312 CA 100.00 01-Jun-2005 57,000.00 56,668.81 Summary 0110531351 FL 100.00 01-Apr-2005 23,400.00 23,269.24 Summary 0110531387 MD 100.00 01-Apr-2005 51,000.00 50,754.67 Summary 0110531399 IL 100.00 01-Jul-2005 31,200.00 30,258.11 Summary 0110531409 IL 100.00 01-Apr-2005 40,200.00 40,000.23 Summary 0110531417 CA 100.00 01-Jul-2005 29,200.00 29,075.39 Summary 0110531421 WA 100.00 01-Jun-2005 76,600.00 76,135.72 Summary 0110531496 IL 100.00 01-Jul-2005 49,980.00 49,747.67 Summary 0110531563 AZ 100.00 01-Jul-2005 34,400.00 34,130.65 Summary 0110531591 AZ 100.00 01-May-2005 21,200.00 21,005.22 Summary 0110531699 CA 100.00 01-Jun-2005 104,000.00 103,516.02 Summary 0110531759 CA 100.00 01-Jun-2005 55,400.00 55,125.63 Summary 0110531762 IL 100.00 01-Jul-2005 24,400.00 24,291.31 Summary 0110531776 CA 100.00 01-Apr-2005 94,600.00 94,000.12 Summary 0110531789 MA 100.00 01-Jul-2005 56,400.00 56,135.02 Summary 0110531818 IL 100.00 01-Jul-2005 43,980.00 43,798.26 Summary 0110531842 IL 100.00 01-Jul-2005 38,000.00 37,076.59 Summary 0110531867 MD 100.00 01-Jun-2005 65,000.00 64,641.98 Summary 0110531875 CA 100.00 01-Jun-2005 125,000.00 124,117.41 Summary 0110531953 FL 100.00 01-May-2005 59,000.00 58,601.92 Summary 0110531984 OR 100.00 01-Jun-2005 23,652.00 23,508.66 Summary 0110532009 CA 100.00 01-May-2005 145,000.00 144,099.76 Summary 0110532012 MA 100.00 01-May-2005 47,100.00 46,810.57 Summary 0110532014 CT 100.00 01-Jun-2005 47,300.00 46,985.99 Summary 0110532022 FL 100.00 01-Jul-2005 89,186.00 88,618.71 Summary 0110532048 CA 100.00 01-Jul-2005 66,000.00 65,755.22 Summary 0110532088 CA 100.00 01-Jul-2005 64,244.00 63,935.65 Summary 0110532148 CA 100.00 01-Jun-2005 87,000.00 86,600.12 Summary 0110532154 AZ 100.00 01-Jun-2005 21,980.00 21,829.51 Summary 0110532163 CA 100.00 01-Jun-2005 52,000.00 51,676.20 Summary 0110532167 CT 100.00 01-Jun-2005 34,980.00 34,741.73 Summary 0110532204 UT 100.00 01-Jul-2005 28,800.00 28,638.46 Summary 0110532217 IL 100.00 01-Jun-2005 26,200.00 26,101.95 Summary 0110532284 HI 100.00 01-Jul-2005 89,000.00 88,394.45 Summary 0110532301 FL 100.00 01-Jun-2005 40,998.00 40,813.52 Summary 0110532317 CA 100.00 01-Jun-2005 39,000.00 38,843.31 Summary 0110532319 FL 100.00 01-Jul-2005 40,767.00 40,571.29 Summary 0110532338 OR 100.00 01-Jun-2005 55,400.00 55,061.46 Summary 0110532343 CA 96.00 01-Jun-2005 55,200.00 54,889.70 Summary 0110532360 NY 100.00 01-Jul-2005 90,100.00 89,676.74 Summary 0110532404 CA 100.00 01-Jun-2005 117,000.00 116,395.46 Summary 0110532446 CA 100.00 01-Jul-2005 76,000.00 75,679.13 Summary 0110532451 NJ 100.00 01-Jul-2005 66,680.00 66,450.82 Summary 0110532457 MI 100.00 01-Jun-2005 26,700.00 26,588.54 Summary 0110532472 MA 100.00 01-Jun-2005 99,800.00 99,316.13 Summary 0110532476 CA 100.00 01-Jun-2005 46,000.00 45,494.18 Summary 0110532479 CA 100.00 01-Jul-2005 112,000.00 111,373.28 Summary 0110532519 CA 100.00 01-Apr-2005 59,800.00 59,440.15 Summary 0110532565 FL 100.00 01-Jun-2005 41,000.00 40,796.92 Summary 0110532572 FL 100.00 01-Jul-2005 69,000.00 68,650.87 Summary 0110532631 MD 100.00 01-Jun-2005 50,000.00 49,767.64 Summary 0110532632 CA 100.00 01-Jun-2005 59,368.00 59,060.80 Summary 0110532676 NE 100.00 01-Jul-2005 27,600.00 27,488.28 Summary 0110532707 MN 100.00 01-May-2005 41,900.00 41,436.94 Summary 0110532710 CA 100.00 01-Jun-2005 85,000.00 84,609.30 Summary 0110532723 MN 100.00 01-Jul-2005 35,980.00 35,731.66 Summary 0110580182 DC 100.00 01-Jul-2005 65,000.00 64,578.02 Summary 0110580222 MA 100.00 01-Jul-2005 91,000.00 90,432.29 Summary 0110580238 MA 100.00 01-Jul-2005 31,980.00 31,791.65 Summary 0110580246 CT 100.00 01-Jul-2005 42,000.00 41,720.25 Summary 0110580356 NJ 100.00 01-Jul-2005 31,920.00 31,687.40 Summary 0110580390 MD 95.00 01-Jul-2005 67,500.00 67,114.84 Summary 0110580392 NY 100.00 01-Jul-2005 117,000.00 116,487.15 Summary 0110580438 NY 95.00 01-Jul-2005 82,500.00 82,157.18 Summary 0110580523 CA 100.00 01-Jul-2005 77,000.00 76,569.86 Summary 0110580527 CA 100.00 01-Jul-2005 55,182.00 54,958.79 Summary 0110580639 OR 100.00 01-Jul-2005 36,980.00 36,812.56 Summary 0110580671 GA 100.00 01-Jul-2005 105,000.00 104,161.44 Summary 0110580709 CA 100.00 01-Jul-2005 29,800.00 28,811.89 Summary 0110580719 CA 100.00 01-Jul-2005 78,000.00 77,439.31 Summary 0110580735 CA 100.00 01-Jul-2005 125,000.00 124,362.75 Summary 0110580792 CA 100.00 01-Jul-2005 62,000.00 61,655.29 Summary 0110580883 FL 100.00 01-Jul-2005 56,000.00 55,636.45 Summary 0110580912 CA 100.00 01-Jul-2005 40,000.00 39,750.72 Summary 0110580939 NJ 95.00 01-Jul-2005 50,250.00 49,801.82 Summary 0110580960 CA 100.00 01-Jun-2005 160,000.00 154,531.90 Summary 0110580989 WA 100.00 01-Jul-2005 109,690.00 109,078.95 Summary 0110581105 FL 95.00 01-Jul-2005 6,245.00 5,263.99 Summary 0110581120 GA 95.00 01-Jul-2005 16,950.00 16,429.13 Summary 0110581183 FL 100.00 01-Jul-2005 72,340.00 71,937.82 Summary 0110581190 IL 100.00 01-Jul-2005 37,800.00 37,554.50 Summary 0110581218 VA 100.00 01-Jul-2005 41,000.00 40,765.99 Summary 0110581265 FL 100.00 01-Jul-2005 14,390.00 13,998.98 Summary 0110581298 FL 100.00 01-Jul-2005 68,000.00 67,547.00 Summary 0110581302 FL 95.00 01-Jul-2005 10,600.00 10,046.55 Summary 0110581332 GA 100.00 01-Jul-2005 11,350.00 11,041.26 Summary 0110581385 FL 100.00 01-Jul-2005 42,000.00 41,815.92 Summary 0110581471 NJ 100.00 01-Jul-2005 28,508.00 28,368.46 Summary 0110581473 FL 100.00 01-Jul-2005 15,500.00 14,998.48 Summary 0110581477 FL 100.00 01-Jul-2005 42,000.00 41,711.55 Summary 0110581481 RI 100.00 01-Jul-2005 54,000.00 53,453.88 Summary 0110581501 DE 95.00 01-Jul-2005 34,500.00 34,298.06 Summary 0110581516 RI 100.00 01-Jul-2005 54,000.00 53,588.70 Summary 0110581518 FL 100.00 01-Jul-2005 42,000.00 41,690.29 Summary 0110581559 NY 100.00 01-Jul-2005 63,800.00 63,395.57 Summary 0110581600 FL 100.00 01-Jul-2005 26,600.00 26,477.00 Summary 0110581623 VA 100.00 01-Jul-2005 34,000.00 32,503.38 Summary 0110581675 NY 100.00 01-Jun-2005 84,000.00 83,462.13 Summary 0110581685 VA 96.67 01-Jun-2005 65,000.00 64,495.21 Summary 0110581873 IL 95.00 01-Jul-2005 7,800.00 7,364.05 Summary 0110581877 MN 100.00 01-Jul-2005 80,400.00 79,827.37 Summary 0110581944 IL 100.00 01-Jul-2005 11,845.00 11,629.81 Summary 0110582015 IL 100.00 01-Jul-2005 40,200.00 39,923.88 Summary 0110582090 FL 100.00 01-Jun-2005 67,000.00 66,475.19 Summary 0110582096 MD 100.00 01-Jun-2005 28,500.00 28,326.48 Summary 0110582138 IL 95.00 01-May-2005 6,250.00 5,810.31 Summary 0110582196 VA 100.00 01-Jul-2005 43,360.00 43,189.21 Summary 0110582340 MA 100.00 01-Jul-2005 77,000.00 76,376.90 Summary 0110582342 CA 100.00 01-Jul-2005 44,800.00 44,549.97 Summary 0110582416 CA 100.00 01-Jul-2005 100,600.00 99,839.47 Summary 0110582422 CA 99.98 01-Jul-2005 73,200.00 72,617.62 Summary 0110582448 NV 95.00 01-Jul-2005 5,250.00 4,958.02 Summary 0110582471 CA 100.00 01-Jun-2005 83,000.00 82,380.14 Summary 0110582477 MI 100.00 01-Jul-2005 69,980.00 69,437.49 Summary 0110582535 VA 95.00 01-May-2005 6,975.00 6,292.95 Summary 0110582549 FL 100.00 01-May-2005 38,000.00 37,721.57 Summary 0110582558 FL 100.00 01-May-2005 36,000.00 35,828.44 Summary 0110582617 OH 100.00 01-Jun-2005 28,400.00 28,164.79 Summary 0110766725 CA 100.00 01-Aug-2005 104,000.00 103,595.05 Summary 0110766730 AZ 100.00 01-Aug-2005 106,000.00 104,571.33 Summary 0110766755 CA 100.00 01-Aug-2005 85,000.00 84,559.17 Summary 0110766818 CA 100.00 01-Aug-2005 57,400.00 57,164.19 Summary 0110766883 PA 100.00 01-Aug-2005 32,200.00 32,027.85 Summary 0110766907 CA 100.00 01-Aug-2005 53,400.00 53,084.25 Summary 0110766919 CA 100.00 01-Aug-2005 46,000.00 45,756.53 Summary 0110766933 CA 100.00 01-Aug-2005 94,000.00 93,486.87 Summary 0110766956 FL 100.00 01-Aug-2005 25,780.00 25,665.88 Summary 0110767018 AZ 100.00 01-Aug-2005 69,600.00 69,246.04 Summary 0110767022 AZ 95.00 01-Aug-2005 26,250.00 25,944.04 Summary 0110767066 AZ 100.00 01-Jul-2005 32,600.00 32,472.38 Summary 0110767089 NY 100.00 01-Aug-2005 97,000.00 96,618.23 Summary 0110767135 IL 100.00 01-Aug-2005 47,000.00 46,778.35 Summary 0110767196 NJ 100.00 01-Aug-2005 88,200.00 87,845.33 Summary 0110767207 NJ 100.00 01-Aug-2005 57,000.00 56,312.56 Summary 0110767225 CA 100.00 01-Aug-2005 76,000.00 75,632.29 Summary 0110767233 CA 100.00 01-Aug-2005 155,746.00 155,104.95 Summary 0110767247 CA 100.00 01-Aug-2005 49,980.00 49,686.28 Summary 0110767298 CA 100.00 01-Aug-2005 68,600.00 68,236.97 Summary 0110767491 FL 100.00 01-Aug-2005 73,000.00 72,669.96 Summary 0110767505 FL 100.00 01-Aug-2005 60,000.00 59,758.70 Summary 0110767511 FL 100.00 01-Aug-2005 84,000.00 83,573.67 Summary 0110767522 FL 100.00 01-Aug-2005 47,800.00 47,498.61 Summary 0110767559 FL 100.00 01-Aug-2005 28,200.00 28,086.31 Summary 0110767560 FL 100.00 01-Jul-2005 43,400.00 43,182.74 Summary 0110767580 GA 100.00 01-Aug-2005 20,000.00 19,926.20 Summary 0110767593 SC 100.00 01-Aug-2005 31,575.00 31,452.04 Summary 0110767626 ID 100.00 01-Aug-2005 28,400.00 28,283.07 Summary 0110767643 AK 100.00 01-Aug-2005 33,260.00 33,137.22 Summary 0110767671 MT 100.00 01-Aug-2005 36,000.00 35,901.09 Summary 0110767690 WA 100.00 01-Aug-2005 96,000.00 95,594.05 Summary 0110767812 CA 100.00 01-Aug-2005 147,600.00 146,992.43 Summary 0110767820 CA 100.00 01-Aug-2005 68,000.00 67,628.84 Summary 0110767871 MN 100.00 01-Jul-2005 85,000.00 84,513.19 Summary 0110767896 CA 100.00 01-Aug-2005 82,000.00 81,662.44 Summary 0110767923 CO 100.00 01-Aug-2005 40,506.00 40,252.76 Summary 0110767936 CO 100.00 01-Aug-2005 46,760.00 46,559.53 Summary 0110768078 CA 100.00 01-Aug-2005 110,000.00 109,623.85 Summary 0110768084 MD 100.00 01-Aug-2005 57,000.00 56,744.20 Summary 0110768138 CA 100.00 01-Aug-2005 92,000.00 91,584.08 Summary 0110768152 TN 100.00 01-Aug-2005 33,280.00 33,052.44 Summary 0110768153 NJ 100.00 01-Aug-2005 33,200.00 33,072.13 Summary 0110768239 CA 100.00 01-Aug-2005 48,000.00 47,768.87 Summary 0110768278 FL 100.00 01-Aug-2005 146,000.00 145,079.67 Summary 0110768588 CA 100.00 01-Jul-2005 86,000.00 85,640.74 Summary 0110768597 FL 100.00 01-Aug-2005 85,000.00 84,540.78 Summary 0110768629 CA 100.00 01-Aug-2005 82,000.00 81,432.21 Summary 0110768656 IL 100.00 01-Jul-2005 80,000.00 78,483.95 Summary 0110768680 NY 100.00 01-Jul-2005 77,250.00 76,927.47 Summary 0110768750 CA 100.00 01-Aug-2005 72,000.00 71,623.00 Summary 0110768765 MA 100.00 01-Aug-2005 71,000.00 70,632.09 Summary 0110768774 CA 100.00 01-Aug-2005 70,400.00 70,080.12 Summary 0110768945 CO 100.00 01-Aug-2005 60,000.00 59,486.15 Summary 0110768966 CA 100.00 01-Aug-2005 58,300.00 57,917.23 Summary 0110769037 MA 100.00 01-Jul-2005 54,000.00 53,632.14 Summary 0110769052 FL 100.00 01-Aug-2005 53,200.00 52,990.56 Summary 0110769065 MO 100.00 01-Jul-2005 52,400.00 20,094.09 Summary 0110769100 NM 100.00 01-Aug-2005 51,000.00 50,829.27 Summary 0110769145 CA 100.00 01-Jul-2005 49,200.00 48,977.96 Summary 0110769189 OR 100.00 01-Aug-2005 47,400.00 47,198.97 Summary 0110769207 MN 100.00 01-Jul-2005 46,980.00 45,769.00 Summary 0110769218 FL 100.00 01-Aug-2005 46,000.00 45,761.65 Summary 0110769219 NJ 100.00 01-Aug-2005 46,000.00 45,773.72 Summary 0110769224 WA 100.00 01-Jul-2005 46,000.00 45,772.07 Summary 0110769235 VA 100.00 01-Jul-2005 45,465.00 45,008.38 Summary 0110769417 CA 100.00 01-Jul-2005 38,000.00 37,729.77 Summary 0110769464 AZ 100.00 01-Jul-2005 36,500.00 36,313.35 Summary 0110769564 FL 100.00 01-Aug-2005 34,000.00 33,841.30 Summary 0110769566 AL 100.00 01-Aug-2005 33,980.00 33,868.78 Summary 0110769630 MI 100.00 01-Jul-2005 30,000.00 29,835.94 Summary 0110769647 OR 100.00 01-Jul-2005 29,800.00 29,549.98 Summary 0110769658 MI 100.00 01-Jul-2005 29,380.00 29,259.87 Summary 0110769667 NE 100.00 01-Aug-2005 29,000.00 28,864.68 Summary 0110769673 FL 100.00 01-Jul-2005 29,000.00 28,819.45 Summary 0110769919 MI 100.00 01-Jul-2005 24,000.00 23,881.09 Summary 0110769921 ME 100.00 01-Aug-2005 24,000.00 23,897.12 Summary 0110770096 AZ 100.00 01-Aug-2005 20,000.00 19,837.83 Summary 0110770122 ID 94.99 01-Jul-2005 20,000.00 19,865.17 Summary 0110813238 FL 95.00 01-Sep-2005 26,250.00 26,134.74 Summary 0110813364 AZ 100.00 01-Sep-2005 85,000.00 83,179.00 Summary 0110813397 IN 100.00 01-Sep-2005 40,000.00 39,842.27 Summary 0110813496 IL 100.00 01-Oct-2005 62,735.00 62,575.79 Summary 0110813497 IL 100.00 01-Oct-2005 62,603.00 62,444.18 Summary 0110813625 MD 100.00 01-Aug-2005 15,000.00 14,891.11 Summary 0110941298 NM 100.00 01-Oct-2005 21,800.00 21,733.03 Summary 0110941307 IL 100.00 01-Oct-2005 57,000.00 56,753.20

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning Summary ~~0110476295~~0110529493 Loan Paid in Full (1) 12.125% 180 12 Summary 0110476308 Loan Paid in Full (1) 12.500% 180 11 Summary 0110476311 Loan Paid in Full (1) 7.375% 180 11 Summary 0110476322 Loan Paid in Full (1) 12.500% 180 12 Summary 0110476328 Loan Paid in Full (1) 12.500% 180 13 Summary 0110529527 Loan Paid in Full 0 8.950% 360 12 Summary 0110529544 Loan Paid in Full 0 9.990% 360 1216 Summary ~~0110529557~~0110529497 Loan Paid in Full 0 11.400% 360 1217 Summary ~~0110529597~~0110529540 Loan Paid in Full 0 10.~~500~~200% 360 1116 Summary ~~0110529602~~0110529560 Loan Paid in Full 05 911.~~350~~300% 360 1217 Summary ~~0110529653~~0110529585 Loan Paid in Full ~~2 10.950% 360 13 Summary 0110529760 Loan Paid in Full~~ 0 129.~~150~~200% 360 1217 Summary ~~0110529775~~0110529696 Loan Paid in Full ~~(1) 10.400% 360 11 Summary 0110529797 Loan Paid in Full~~ 0 11.400% 360 1217 Summary ~~0110529825~~0110529815 Loan Paid in Full 0 129.~~150~~990% 360 1217 Summary ~~0110529849~~0110529826 Loan Paid in Full 0 11.~~250~~550% 360 1416 Summary ~~0110529853~~0110529946 Loan Paid in Full 0 ~~10.750% 360 12 Summary 0110529872 Loan Paid in Full (1)~~ 11.~~050~~400% 360 1217 Summary ~~0110529901~~0110529965 Loan Paid in Full 0 1012.~~850~~150% 360 1216 Summary ~~0110529928~~0110530101 Loan Paid in Full 0 109.350% 360 1217 Summary ~~0110529936~~0110530113 Loan Paid in Full 0(1) ~~11.300% 360 11 Summary 0110529944 Loan Paid in Full 0~~ 10.~~950~~450% 360 1216 Summary ~~0110529955~~0110530142 Loan Paid in Full 0 10.800% 360 1117 Summary ~~0110529973~~0110530167 Loan Paid in Full 0(1) 9.~~600% 360 12 Summary 0110530089 Loan Paid in Full 0 10.~~450% 360 1119 Summary ~~0110530117~~0110530178 Loan Paid in Full 0 ~~9.500% 360 11 Summary 0110530125 Loan Paid in Full 0~~ 10.300% 360 1116 Summary ~~0110530148~~0110530186 Loan Paid in Full 0(1) 119.~~650~~950% 360 1117 Summary ~~0110530179~~0110530194 Loan Paid in Full 05 9.~~990~~100% 360 1116 Summary ~~0110530184~~0110530213 Loan Paid in Full 0 11.~~850~~100% 360 1217 Summary ~~0110530212~~0110530331 Loan Paid in Full 0 11.~~150~~050% 360 1217 Summary ~~0110530215~~0110530334 Loan Paid in Full 0 ~~11.900% 360 11 Summary 0110530272 Loan Paid in Full 0~~ 10.~~800~~750% 360 1117 Summary ~~0110530273~~0110530336 Loan Paid in Full 0 11.~~300~~200% 360 1118 Summary ~~0110530291~~0110530345 Loan Paid in Full 0 ~~10.700% 360 11 Summary 0110530293 Loan Paid in Full 0 10.950% 360 12 Summary 0110530348 Loan Paid in Full 0~~ 9.~~400~~200% 360 1117 Summary ~~0110530383~~0110530352 Loan Paid in Full 0 ~~9.500% 360 13 Summary 0110530407 Loan Paid in Full 0~~ 11.~~900~~550% 360 1216 Summary ~~0110530423~~0110530417 Loan Paid in Full 05 10.~~350~~050% 360 1216 Summary ~~0110530433~~0110530454 Loan Paid in Full 0 10.~~800~~850% 360 1116 Summary ~~0110530435~~0110530455 Loan Paid in Full 0 1112.~~550~~000% 360 1117 Summary ~~0110530451~~0110530522 Loan Paid in Full 06 11.~~600~~900% 360 1217 Summary ~~0110530498~~0110530541 Loan Paid in Full 0 ~~9.400% 360 11 Summary 0110530506 Loan Paid in Full 0~~ 10.850% 360 1116 Summary ~~0110530518~~0110530543 Loan Paid in Full 0 11.~~450% 360 11 Summary 0110530520 Loan Paid in Full 0 10.~~200% 360 1218 Summary ~~0110530534~~0110530548 Loan Paid in Full 0 ~~11.150% 360 12 Summary 0110530582 Loan Paid in Full 0~~ 9.~~500~~350% 360 1217 Summary ~~0110530596~~0110530572 Loan Paid in Full ~~2 11.300% 360 12 Summary 0110530630 Loan Paid in Full~~ 0 11.~~300~~650% 360 1416 Summary ~~0110530646~~0110530606 Loan Paid in Full 0 1110.~~400~~100% 360 1117 Summary ~~0110530672~~0110530697 Loan Paid in Full 0 12.~~000~~050% 360 1116 Summary ~~0110530708~~0110530937 Loan Paid in Full 0 10.~~800~~950% 360 1117 Summary ~~0110530716~~0110530964 Loan Paid in Full 10 11.~~000~~450% 360 1216 Summary ~~0110530773~~0110531044 Loan Paid in Full 0 10.~~800~~850% 360 1216 Summary ~~0110530805~~0110531082 Loan Paid in Full 0 1110.~~300~~700% 360 1116 Summary ~~0110530842~~0110531132 Loan Paid in Full 0 ~~8.500% 360 12 Summary 0110530919 Loan Paid in Full 0 11.250% 360 14 Summary 0110530954 Loan Paid in Full 0~~ 10.~~950~~600% 360 1216 Summary ~~0110530958~~0110531167 Loan Paid in Full ~~(1)~~5 912.~~750~~050% 360 1116 Summary ~~0110531026~~0110531195 Loan Paid in Full 0 11.~~300% 360 12 Summary 0110531030 Loan Paid in Full 0 11.250% 360 12 Summary 0110531116 Loan Paid in Full 0 10.~~650% 360 1116 Summary ~~0110531172~~0110531210 Loan Paid in Full 0 11.~~950~~350% 360 1117 Summary ~~0110531281~~0110531214 Loan Paid in Full 0 ~~10.850% 360~~ 11 ~~Summary 0110531306 Loan Paid in Full 0 10~~.~~750% 180 12 Summary 0110531312 Loan Paid in Full 0 10.~~350% 360 1216 Summary ~~0110531351~~0110531235 Loan Paid in Full 0 119.~~700~~900% ~~360~~180 1417 Summary ~~0110531387~~0110531289 Loan Paid in Full 0 11.~~800~~350% 360 1417 Summary ~~0110531399~~0110531327 Loan Paid in Full 04 10.~~050~~950% ~~180~~360 1117 Summary ~~0110531409~~0110531392 Loan Paid in Full 0(1) 11.650% 360 1416 Summary ~~0110531417~~0110531401 Loan Paid in Full 0 1110.~~250~~900% 360 1119 Summary ~~0110531421~~0110531462 Loan Paid in Full 05 9.~~990~~650% 360 1217 Summary ~~0110531496~~0110531537 Loan Paid in Full 0 10.850% 360 1116 Summary ~~0110531563~~0110531549 Loan Paid in Full 0 10.~~850~~150% 360 1118 Summary ~~0110531591~~0110531570 Loan Paid in Full 0 10.~~000~~800% 360 1317 Summary ~~0110531699~~0110531614 Loan Paid in Full 07 ~~11.300% 360~~ 12 ~~Summary 0110531759 Loan Paid in Full (1) 10~~.~~950~~500% 360 1219 Summary ~~0110531762~~0110531719 Loan Paid in Full 0 11.~~050~~650% 360 1116 Summary ~~0110531776~~0110531765 Loan Paid in Full ~~(1)~~0 109.~~500~~400% 360 1416 Summary ~~0110531789~~0110531766 Loan Paid in Full 08 10.~~800~~450% 360 1117 Summary ~~0110531818~~0110531899 Loan Paid in Full 05 11.~~400~~850% 360 1116 Summary ~~0110531842~~0110531972 Loan Paid in Full (21) 10.800% 360 1119 Summary ~~0110531867~~0110531981 Loan Paid in Full 0 10.~~500~~050% 360 1217 Summary ~~0110531875~~0110532109 Loan Paid in Full 06 911.~~250~~300% 360 1216 Summary ~~0110531953~~0110532129 Loan Paid in Full 0 9.~~850~~600% 360 1317 Summary ~~0110531984~~0110532232 Loan Paid in Full 0 9.~~990~~400% 360 1218 Summary ~~0110532009~~0110532246 Loan Paid in Full 0 109.~~250~~400% 360 1316 Summary ~~0110532012~~0110532274 Loan Paid in Full 0 10.~~300~~850% 360 1317 Summary ~~0110532014~~0110532275 Loan Paid in Full 0 ~~10.450% 360~~ 12 ~~Summary 0110532022 Loan Paid in Full 0 9~~.~~350~~150% 360 1117 Summary ~~0110532048~~0110532306 Loan Paid in Full 0 11.~~900~~200% 360 1119 Summary ~~0110532088~~0110532385 Loan Paid in Full 0 10.~~700% 360 11 Summary 0110532148 Loan Paid in Full 0 11.300% 360 12 Summary 0110532154 Loan Paid in Full 0 9.~~400% 360 1219 Summary ~~0110532163~~0110532444 Loan Paid in Full 0 ~~10.350% 360 12 Summary 0110532167 Loan Paid in Full 0~~ 9.~~450~~990% 360 1217 Summary ~~0110532204~~0110532514 Loan Paid in Full 0 9.~~990% 360 11 Summary 0110532217 Loan Paid in Full 0 12.250% 360 12 Summary 0110532284 Loan Paid in Full 0 10.~~050% 360 1118 Summary ~~0110532301~~0110532529 Loan Paid in Full ~~2 11.400% 360 12 Summary 0110532317 Loan Paid in Full~~ 0 12.000% 360 1217 Summary ~~0110532319~~0110532569 Loan Paid in Full 0 10.~~700% 360 11 Summary 0110532338 Loan Paid in Full 0 9.~~950% 360 1217 Summary ~~0110532343~~0110532578 Loan Paid in Full 0 1012.~~350~~000% 360 1217 Summary ~~0110532360~~0110532630 Loan Paid in Full (1) 10.800% 360 1116 Summary ~~0110532404~~0110532644 Loan Paid in Full 0 109.~~750~~850% 360 1218 Summary ~~0110532446~~0110532701 Loan Paid in Full ~~1 11.300% 360 11 Summary 0110532451 Loan Paid in Full~~ 0 1210.~~250~~700% 360 1117 Summary ~~0110532457~~0110532703 Loan Paid in Full 05 129.~~250~~550% 360 1218 Summary ~~0110532472~~0110557667 Loan Paid in Full 0 11.~~050~~990% ~~360~~180 1217 Summary ~~0110532476~~0110580170 ~~Loan~~Liquidation ~~Paid~~5 ~~in Full 0 9.350% 360~~ 12 ~~Summary 0110532479 Loan Paid in Full 0 10~~.~~450~~140% ~~360~~120 1116 Summary ~~0110532519~~0110580196 Loan Paid in Full 0 ~~10.750% 360 14 Summary 0110532565 Loan Paid in Full 0 10.950% 360~~ 12 ~~Summary 0110532572 Loan Paid in Full 0 10~~.~~450% 360 11 Summary 0110532631 Loan Paid in Full 0 11.~~250% ~~360~~120 1216 Summary ~~0110532632~~0110580264 ~~Loan~~Liquidation ~~Paid~~6 ~~in Full 0~~ 10.~~800% 360 12 Summary 0110532676 Loan Paid in Full 0 11.500% 360 11 Summary 0110532707 Loan Paid in Full 0 9.~~000% 360 1316 Summary ~~0110532710~~0110580402 Loan Paid in Full ~~0 11.300% 360 12 Summary 0110532723 Loan Paid in Full 0 8.950% 360 11 Summary 0110580182 Loan Paid in Full 0 9.250% 360 11 Summary 0110580222 Loan Paid in Full~~ (12) 98.~~875~~725% 360 1116 Summary ~~0110580238~~0110580473 Loan Paid in Full (1) 910.~~725~~625% 360 1118 Summary ~~0110580246~~0110580578 Loan Paid in Full 0 ~~9.125% 360 11 Summary 0110580356 Loan Paid in Full 0~~ 8.975% 360 1116 Summary ~~0110580390~~0110580688 Loan Paid in Full ~~0 9.875% 360 11 Summary 0110580392 Loan Paid in Full~~ (1) 119.125% 360 1116 Summary ~~0110580438~~0110580711 Loan Paid in Full ~~(1)~~0 11.~~375% 360 11 Summary 0110580523 Loan Paid in Full 0 10.~~990% ~~360~~180 1116 Summary ~~0110580527~~0110580791 Loan Paid in Full 0 119.~~500% 360 11 Summary 0110580639 Loan Paid in Full 0 10.~~990% ~~360~~240 1116 Summary ~~0110580671~~0110580843 Loan Paid in Full (1) 89.~~975~~250% 360 1116 Summary ~~0110580709~~0110580868 Loan Paid in Full (1) 812.~~975~~000% ~~180~~120 1117 Summary ~~0110580719~~0110580890 Loan Paid in Full ~~(1)~~0 813.~~750~~000% ~~360~~120 1116 Summary ~~0110580735~~0110580935 Loan Paid in Full ~~4 9.500% 360 11 Summary 0110580792 Loan Paid in Full~~ (1) ~~10.000% 360 11 Summary 0110580883 Loan Paid in Full 0~~ 9.~~250~~500% 360 1117 Summary ~~0110580912~~0110580948 Loan Paid in Full ~~0 9.450% 360 11 Summary 0110580939 Loan Paid in Full 0 8.990% 360 11 Summary 0110580960 Loan Paid in Full~~ (1) 9.~~875~~125% 360 1217 Summary ~~0110580989~~0110580950 ~~Liquidation 2 9.990% 360 11 Summary 0110581105~~ Loan Paid in Full ~~0 12.250% 60 11 Summary 0110581120 Loan Paid in Full 0 12.750% 180 11 Summary 0110581183 Loan Paid in Full~~ (1) ~~10.000% 360 11 Summary 0110581190 Loan Paid in Full 0~~ 9.~~250~~125% 360 1117 Summary ~~0110581218~~0110580968 Loan Paid in Full (1) 9.~~875~~250% 360 1116 Summary ~~0110581265~~0110581102 Loan Paid in Full 0 11.250% ~~180 11 Summary 0110581298 Loan Paid in Full 0 9.125%~~ 360 1116 Summary ~~0110581302~~0110581180 Loan Paid in Full 0 1312.000% 120 1116 Summary ~~0110581332~~0110581348 Loan Paid in Full ~~(1) 11.250% 180 11 Summary 0110581385 Loan Paid in Full~~ 0 1112.~~125~~500% ~~360~~120 1116 Summary ~~0110581471~~0110581349 Loan Paid in Full (1) ~~11.125% 360 11 Summary 0110581473 Loan Paid in Full (1) 9.250% 180 11 Summary 0110581477 Loan Paid in Full (1)~~ 8.975% ~~360~~240 1116 Summary ~~0110581481~~0110581433 Loan Paid in Full 0 ~~10.875% 360 11 Summary 0110581501 Loan Paid in Full 0 10.375% 360 11 Summary 0110581516 Loan Paid in Full 0~~ 9.~~250~~125% 360 1116 Summary ~~0110581518~~0110581523 Loan Paid in Full (1) 8.~~625~~975% 360 1116 Summary ~~0110581559~~0110581544 Loan Paid in Full 0 ~~11.000% 360 11 Summary 0110581600 Loan Paid in Full 0~~ 10.875% 360 1116 Summary ~~0110581623~~0110581729 ~~Loan~~Liquidation ~~Paid~~3 ~~in Full (1) 8.975% 360~~ 11 ~~Summary 0110581675 Loan Paid in Full 0 9~~.~~725~~125% 360 1219 Summary ~~0110581685~~0110581804 Loan Paid in Full 0 911.~~750~~000% 360 1216 Summary ~~0110581873~~0110581810 Loan Paid in Full (1) 11.~~750~~125% ~~120~~240 1116 Summary ~~0110581877~~0110581854 Loan Paid in Full (1) ~~8.990% 360 11 Summary 0110581944 Loan Paid in Full 0~~ 9.~~250~~975% 240 1116 Summary ~~0110582015~~0110581866 Loan Paid in Full (1) 89.~~975~~625% 360 1116 Summary ~~0110582090~~0110581896 ~~Loan~~Liquidation ~~Paid~~6 ~~in Full 0 8~~10.990% 360 1216 Summary ~~0110582096~~0110581934 ~~Loan~~Liquidation ~~Paid~~5 ~~in Full 0~~ 9.~~990~~750% 360 1216 Summary ~~0110582138~~0110582067 Loan Paid in Full (21) 119.~~900~~880% ~~120 13 Summary 0110582196 Loan Paid in Full 0 11.625%~~ 360 1116 Summary ~~0110582340~~0110582147 ~~Loan~~Liquidation ~~Paid~~6 ~~in Full 0 9~~12.250% ~~360~~120 1118 Summary ~~0110582342~~0110582170 Loan Paid in Full (1) 98.990% ~~360~~180 1116 Summary ~~0110582416~~0110582185 ~~Loan~~Liquidation ~~Paid~~5 ~~in Full 0~~ 8.~~500~~650% 360 1116 Summary ~~0110582422~~0110582204 Loan Paid in Full 0 810.500% 360 1116 Summary ~~0110582448~~0110582233 Loan Paid in Full 0 119.~~850~~725% ~~120 11 Summary 0110582471 Loan Paid in Full 0 8.975%~~ 360 1216 Summary ~~0110582477~~0110582255 Loan Paid in Full 0 813.~~375~~250% ~~360~~180 1116 Summary ~~0110582535~~0110582278 ~~Loan~~Liquidation ~~Paid~~5 ~~in Full 0~~ 11.~~440~~250% ~~120~~240 1316 Summary ~~0110582549~~0110582312 Loan Paid in Full 0 910.~~450~~375% 360 1316 Summary ~~0110582558~~0110582464 Loan Paid in Full 0 118.~~500~~875% 360 1317 Summary ~~0110582617~~0110582583 Loan Paid in Full 0(1) 8.~~500~~250% 360 1218 Summary ~~0110766725~~0110766966 Loan Paid in Full 0(1) 1110.~~250~~400% 360 1015 Summary ~~0110766730~~0110766987 Loan Paid in Full 0 109.~~900~~990% ~~240~~360 1015 Summary ~~0110766755~~0110767030 Loan Paid in Full (1) 911.~~900~~400% 360 1015 Summary ~~0110766818~~0110767033 Loan Paid in Full 0 119.~~000~~990% 360 1015 Summary ~~0110766883~~0110767082 Loan Paid in Full (1) 9.~~750~~100% 360 1015 Summary ~~0110766907~~0110767158 Loan Paid in Full 0 10.~~990~~950% 360 1015 Summary ~~0110766919~~0110767166 ~~Loan~~Liquidation ~~Paid~~5 ~~in Full 0 9~~11.800% 360 1015 Summary ~~0110766933~~0110767202 Loan Paid in Full 0 910.~~650~~150% 360 1015 Summary ~~0110766956~~0110767218 Loan Paid in Full ~~(1)~~3 109.~~650~~850% 360 1015 Summary ~~0110767018~~0110767355 Loan Paid in Full (1) 9.~~990~~300% 360 1015 Summary ~~0110767022~~0110767356 Loan Paid in Full 0 ~~9.600% 360 9 Summary 0110767066 Loan Paid in Full 0~~ 11.650% ~~360~~240 1115 Summary ~~0110767089~~0110767402 Loan Paid in Full 0(1) 1110.~~200~~650% 360 1015 Summary ~~0110767135~~0110767453 Loan Paid in Full 0(1) 10.~~350~~000% 360 1015 Summary ~~0110767196~~0110767554 Loan Paid in Full 0 119.~~100~~700% 360 1015 Summary ~~0110767207~~0110767605 Loan Paid in Full ~~(1)~~0 1012.~~250~~000% 360 1015 Summary ~~0110767225~~0110767654 Loan Paid in Full 0 10.~~750~~050% 360 1015 Summary ~~0110767233~~0110767784 Loan Paid in Full 0 1011.~~990~~350% 360 1015 Summary ~~0110767247~~0110767806 Loan Paid in Full 0 911.750% 360 1015 Summary ~~0110767298~~0110767821 Loan Paid in Full (1) 9.~~800~~990% 360 1015 Summary ~~0110767491~~0110767888 Loan Paid in Full 0(1) 1011.~~550~~600% 360 1015 Summary ~~0110767505~~0110767918 Loan Paid in Full 0(1) 11.~~100~~200% 360 1015 Summary ~~0110767511~~0110767966 Loan Paid in Full 0 10.~~000~~550% 360 1015 Summary ~~0110767522~~0110768012 ~~Loan~~Liquidation ~~Paid~~4 ~~in Full 0 8~~9.~~950~~800% 360 1015 Summary ~~0110767559~~0110768116 Loan Paid in Full ~~0 11.750% 360 10 Summary 0110767560 Loan Paid in Full~~ (1) 10.500% 360 1115 Summary ~~0110767580~~0110768207 Loan Paid in Full ~~0 12.250% 360 10 Summary 0110767593 Loan Paid in Full 0 11.250% 360 10 Summary 0110767626 Loan Paid in Full~~ (1) 109.~~990~~100% 360 1016 Summary ~~0110767643~~0110768223 Loan Paid in Full 0 119.~~500~~990% 360 1015 Summary ~~0110767671~~0110768367 ~~Loan~~Liquidation ~~Paid~~5 ~~in Full 0 12~~9.~~850~~800% 360 1015 Summary ~~0110767690~~0110768494 Loan Paid in Full (1) 109.~~900% 360 10 Summary 0110767812 Loan Paid in Full 0 10.~~990% 360 1016 Summary ~~0110767820~~0110768507 Loan Paid in Full (1) 9.~~650~~700% 360 1015 Summary ~~0110767871~~0110768548 Loan Paid in Full 0 9.~~857~~100% 360 1116 Summary ~~0110767896~~0110768559 Loan Paid in Full ~~0 10.990% 360 10 Summary 0110767923 Loan Paid in Full~~ (12) 89.990% 360 1015 Summary ~~0110767936~~0110768573 Loan Paid in Full 0 109.800% 360 1016 Summary ~~0110768078~~0110768731 Loan Paid in Full 0 119.~~850~~100% 360 1016 Summary ~~0110768084~~0110768785 Loan Paid in Full ~~(1)~~0 1110.~~150~~125% 360 1015 Summary ~~0110768138~~0110768822 Loan Paid in Full 0 10.~~550~~850% 360 1016 Summary ~~0110768152~~0110768826 Loan Paid in Full 0 ~~8.550% 360~~ 10 ~~Summary 0110768153 Loan Paid in Full (1) 11~~.~~300~~950% 360 1015 Summary ~~0110768239~~0110768836 Loan Paid in Full (1) 10.~~250~~850% 360 1016 Summary ~~0110768278~~0110768843 Loan Paid in Full (1) ~~8.950% 360~~ 10 ~~Summary 0110768588 Loan Paid in Full 0 11~~.~~350~~500% 360 1115 Summary ~~0110768597~~0110768878 Loan Paid in Full 0 9.~~700~~350% 360 1016 Summary ~~0110768629~~0110768916 Loan Paid in Full ~~(1)~~5 ~~9.250% 360~~ 10 ~~Summary 0110768656 Loan Paid in Full (1) 9~~.~~300~~400% 360 1116 Summary ~~0110768680~~0110768918 Loan Paid in Full 0 11.~~600~~100% 360 1115 Summary ~~0110768750~~0110768936 Loan Paid in Full ~~(1)~~0 912.850% 360 1015 Summary ~~0110768765~~0110768990 Loan Paid in Full (1) ~~9.900% 360~~ 10 ~~Summary 0110768774 Loan Paid in Full (1) 11~~.~~000% 360 10 Summary 0110768945 Loan Paid in Full (1) 10.~~050% 360 1016 Summary ~~0110768966~~0110769075 Loan Paid in Full ~~(1)~~0 89.~~750~~500% 360 1016 Summary ~~0110769037~~0110769108 Loan Paid in Full (1) 9.~~100~~700% 360 1115 Summary ~~0110769052~~0110769288 Loan Paid in Full 0 1110.~~200~~400% 360 1016 Summary ~~0110769065~~0110769308 ~~Loan~~Liquidation ~~Paid~~5 ~~in Full 0 11~~9.~~100~~857% ~~240 11 Summary 0110769100 Loan Paid in Full 0 11.950%~~ 360 1016 Summary ~~0110769145~~0110769378 Loan Paid in Full (1) 10.~~990~~750% 360 1116 Summary ~~0110769189~~0110769438 Loan Paid in Full 0 10.~~850~~990% 360 1016 Summary ~~0110769207~~0110769486 Loan Paid in Full ~~(1)~~0 9.~~688~~850% 360 1116 Summary ~~0110769218~~0110769513 Loan Paid in Full 0 9.~~900~~800% 360 1015 Summary ~~0110769219~~0110769520 Loan Paid in Full ~~(1)~~3 10.~~150~~000% 360 1015 Summary ~~0110769224~~0110769561 Loan Paid in Full (1) 108.~~550~~700% ~~360~~240 1115 Summary ~~0110769235~~0110769576 ~~Loan~~Liquidation ~~Paid~~5 ~~in Full 0 12~~10.~~400~~050% 360 1115 Summary ~~0110769417~~0110769584 Loan Paid in Full 0 ~~9.100% 360~~ 11 ~~Summary 0110769464 Loan Paid in Full (1) 10~~.400% 360 1115 Summary ~~0110769564~~0110769639 Loan Paid in Full ~~(1)~~0 109.~~400~~000% 360 1016 Summary ~~0110769566~~0110769656 ~~Loan~~Liquidation ~~Paid~~5 ~~in Full (1) 12.350% 360 10 Summary 0110769630 Loan Paid in Full (1) 10.350% 360~~ 11 ~~Summary 0110769647 Loan Paid in Full (1) 10~~.~~800~~450% 360 1116 Summary ~~0110769658~~0110769723 Loan Paid in Full ~~(1)~~0 11.~~450~~050% 360 1116 Summary ~~0110769667~~0110769808 Loan Paid in Full (1) 109.~~400~~550% 360 1015 Summary ~~0110769673~~0110769838 Loan Paid in Full 0 1110.~~050~~350% 360 1116 Summary ~~0110769919~~0110769899 Loan Paid in Full (1) 108.550% 360 1116 Summary ~~0110769921~~0110769992 Loan Paid in Full ~~(1) 10.800% 360 10 Summary 0110770096 Loan Paid in Full~~ 0 911.~~990~~400% 360 1016 Summary ~~0110770122~~0110813290 ~~Loan~~Liquidation ~~Paid~~5 ~~in Full 3~~ 9.~~500~~530% ~~360 11 Summary 0110813238 Loan Paid in Full (1) 10.750%~~ 180 914 Summary ~~0110813364~~0110813450 Loan Paid in Full (1) 11.~~750~~500% 180 914 Summary ~~0110813397~~0110813481 Loan Paid in Full 20 12.~~375~~625% 180 914 Summary ~~0110813496~~0110813505 Loan Paid in Full (13) 12.~~250~~500% 180 814 Summary ~~0110813497~~0110941329 Loan Paid in Full (1) 1213.~~250~~625% 180 ~~8 Summary 0110813625 Loan Paid in Full (1) 8.250% 180 10 Summary 0110941298 Loan Paid in Full (1) 11.375% 180 8 Summary 0110941307 Loan Paid in Full 0 11.000% 180 8~~13

Prepayment - Voluntary Prepayments

Summary SMM CPR PSA Current Month 32.~~930~~925% Current Month 3829.~~193~~970% Current Month ~~1,751~~943.~~496~~559% 3 Month Average 3.~~137~~838% 3 Month Average 3137.~~630~~278% 3 Month Average 1,~~591~~263.~~609~~106% 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~~Dec-2005 N/A N/A ~~Jul~~Dec-2005 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 ~~N/A~~30.554% N/A ~~Sep~~Feb-~~2005~~2006 ~~N/A~~2,203.568% N/A ~~Oct~~Mar-~~2005~~2006 ~~N/A~~26.037% N/A ~~Oct~~Mar-~~2005~~2006 ~~N/A~~1,641.993% N/A ~~Nov~~Apr-~~2005~~2006 ~~N/A~~29.063% N/A ~~Nov~~Apr-~~2005~~2006 ~~N/A~~1,629.118% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~27.635% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~1,394.213% N/A ~~Jan~~Jun-2006 ~~N/A~~38.193% N/A ~~Jan~~Jun-2006 ~~N/A~~1,751.496% N/A ~~Feb~~Jul-2006 3037.~~554~~016% N/A ~~Feb~~Jul-2006 21,~~203~~555.~~568~~442% N/A ~~Mar~~Aug-2006 2636.~~037~~779% N/A ~~Mar~~Aug-2006 1,~~641~~426.~~993~~752% N/A ~~Apr~~Sep-2006 2939.~~063~~849% N/A ~~Apr~~Sep-2006 1,~~629~~434.~~118~~645% N/A ~~May~~Oct-2006 2742.~~635~~016% N/A ~~May~~Oct-2006 1,~~394~~411.~~213~~114% N/A ~~Jun~~Nov-2006 3829.~~193~~970% N/A ~~Jun~~Nov-2006 ~~1,751~~943.~~496~~559% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Single Month Mortality (SMM): (Partial and full prepayments + Repurchases) / (Beginning Scheduled Balance - Scheduled Principal) Conditional PrePayment Rate (CPR): 1 - ((1 - SMM)^12) PSA Standard Prepayment Model: 100 * CPR / (0.2 * MIN(30,WAS)) Weighted Average Seasoning (WAS): sum((Original Term - Remaining Term)*(Current Scheduled Balance/Deal Scheduled Principal Balance))

~~Interest~~Breaches ~~Rate~~Current ~~Stratification~~Loan ~~Summary~~Scheduled Current Current Number ofBalance ~~Outstanding Percentage of Interest~~ Rate ~~Loans~~Payment ~~Scheduled~~No ~~Balance(%)~~Breaches ~~Range(%)~~this Balance($) < 5.500 0 0.00 0.000 5.500 5.999 1 7,500.40 0.002 6.000 6.499 2 91,740.57 0.025 6.500 6.999 2 40,560.54 0.011 7.000 7.499 16 1,016,036.05 0.281 7.500 7.999 8 524,335.17 0.145 8.000 8.499 81 4,571,641.32 1.264 8.500 8.999 575 34,007,162.19 9.400 9.000 9.499 718 38,137,255.37 10.542 9.500 9.999 1,420 75,476,845.81 20.864 10.000 10.499 862 49,452,261.96 13.670 10.500 10.999 1,236 66,274,888.64 18.320 11.000 11.499 1,058 50,755,187.44 14.030 11.500 11.999 573 23,759,780.57 6.568 12.000 12.499 448 13,176,524.15 3.642 12.500 12.999 113 3,482,912.70 0.963 13.000 13.499 35 804,178.64 0.222 >= 13.500 12 181,424.63 0.050 Total 7,160 361,760,236.15 100.000Period

~~Supplemental~~Interest ~~Reporting~~Rate ~~Closing~~Stratification ~~Date~~Summary ~~January~~Current ~~27,~~Number ~~2006.~~of ~~Determination~~Outstanding ~~Date~~Percentage ~~With respect to each Distribution Date, the 15th day~~ of ~~the~~Interest ~~calendar~~Rate ~~month~~Loans inScheduled ~~which~~Balance(%) ~~such~~Range(%) ~~Distribution~~Balance($) ~~Date~~< ~~occurs,~~5.500 or0 if0.00 ~~such~~0.000 ~~15th~~5.500 ~~day~~5.999 is0 ~~not~~0.00 a0.000 ~~Business~~6.000 ~~Day, the Business Day immediately preceding such 15th day~~6.499 ~~The~~1 ~~Determination Date for purposes of Article X hereof shall mean the 15th day of the month or~~60,270.18 if0.020 ~~such~~6.500 ~~15th~~6.999 ~~day~~2 ~~is not a Business Day~~40,060.18 ~~the~~0.013 ~~first~~7.000 ~~Business Day following such 15th day~~7.499 ~~Distribution~~11 ~~Date The 25th day of any month~~755,191.17 or0.254 if7.500 ~~such~~7.999 ~~25th~~8 ~~day is not a Business Day~~521,276.43 ~~the~~0.175 ~~Business~~8.000 ~~Day~~8.499 ~~immediately~~74 ~~following such 25th day~~4,015,799.40 ~~commencing~~1.352 in8.500 ~~February 2006~~8.999 ~~Interest~~508 ~~Determination Date With respect to the Floating Rate Certificates and REMIC II Regular Interest A~~29, ~~REMIC II Regular Interest M-1B~~722,255.90 ~~REMIC~~10.005 II9.000 ~~Regular~~9.499 ~~Interest~~610 ~~M-4~~32, ~~REMIC II Regular Interest M-5~~103,209.46 ~~REMIC~~10.807 II9.500 ~~Regular~~9.999 ~~Interest M-6~~1,210 ~~REMIC II Regular Interest M-7~~63,528,362.72 ~~REMIC~~21.385 II10.000 ~~Regular~~10.499 ~~Interest~~695 ~~M-8~~39,428,644.15 ~~REMIC~~13.273 II10.500 ~~Regular~~10.999 ~~Interest M-9 and REMIC II Regular Interest B-~~1,002 ~~and any Interest Accrual Period therefore~~53,115,963.27 ~~the~~17.880 ~~second~~11.000 ~~London Business Day preceding the commencement of such Interest Accrual Period~~11.499 ~~Record~~853 ~~Date With respect to each Distribution Date and the Floating Rate Certificates~~40,758,952.71 ~~the~~13.720 ~~Business~~11.500 ~~Day immediately preceding such Distribution Date for so long as such Certificates are Book-Entry Certificates~~11.999 ~~With~~469 ~~respect to each Distribution Date and the Fixed Rate Certificates~~19, ~~including any Floating Rate Certificates held in Definitive Certificates~~108,723.18 ~~the~~6.432 ~~last~~12.000 ~~Business Day of the calendar month immediately preceding the month in which such Distribution Date occurs~~12.499 ~~Servicer~~361 ~~Remittance Date With respect to any Distribution Date~~10, ~~and (i) Ocwen~~455,426.81 by3.520 12~~:00~~.500 p12.m.999 ~~New~~87 ~~York~~2,591,744.33 ~~time~~0.872 on13.000 ~~the~~13.499 ~~22nd~~29 ~~day of the month in which such Distribution Date occurs; provided that if such 22nd day of a given month is not a Business Day~~699,680.20 ~~the~~0.236 ~~Servicer~~>= ~~Remittance~~13.500 ~~Date~~10 ~~applicable to Ocwen for such month shall be the Business Day immediately preceding such 22nd day and (ii) GMAC~~163, ~~by 12:~~563.00 p0.m.055 ~~New~~Total ~~York~~5,930 ~~time on the 18th day of the month in which such Distribution Date occurs; provided that if such 18th day of a given month is not a Business Day~~297,069,123.09 ~~the Servicer Remittance Date applicable to GMAC for such month shall be the Business Day immediately preceding such 18th day~~100.000

Filing Compare · ACE Securities Corp. Home Equity Loan Trust, Series 2006-SL1