10-D 1 sge06fr1_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: 333-125307-02 SG Mortgage Securities Trust 2006-FRE1 (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-125307 SG Mortgage Securities, LLC (Exact name of depositor as specified in its charter) SG Mortgage Finance Corp. (Exact name of sponsor as specified in its charter) New York (State or other jurisdiction of incorporation or organization of the issuing entity) 54-2196953 54-2196954 54-2196955 (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-1A _____ _____ __X___ ____________ A-1B _____ _____ __X___ ____________ A-2A _____ _____ __X___ ____________ A-2B _____ _____ __X___ ____________ A-2C _____ _____ __X___ ____________ M-1 _____ _____ __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___ ____________ M-10 _____ _____ __X___ ____________ M-11 _____ _____ __X___ ____________ M-12 _____ _____ __X___ ____________ CE _____ _____ __X___ ____________ P _____ _____ __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 SG Mortgage Securities Trust 2006-FRE1. 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 SG Mortgage Securities Trust 2006-FRE1, 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. SG Mortgage Securities Trust 2006-FRE1 (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 SG Mortgage Securities Trust 2006-FRE1, relating to the November 27, 2006 distribution. EX-99.1 Societe Generale Asset Backed Certificates Distribution Date: 11/27/2006 Societe Generale Asset Backed Certificates Series 2006-FRE1 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-1A 81879MAS8 5.~~49438~~49000% ~~215~~188,~~131~~290,~~655~~180.5056 1947,~~017,846~~570.3133 A-1B 81879MAT6 5.~~59438~~59000% 2320,~~903~~921,~~709~~299.4436 ~~115~~107,~~153~~204.3222 A-2A 81879MAU3 5.~~40438~~40000% ~~254~~228,~~732~~451,~~376~~724.6591 1,~~185~~130,~~466~~836.3204 A-2B 81879MAV1 5.~~50438~~50000% 132,141,000.00 ~~626~~666,~~332~~210.8588 A-2C 81879MAW9 5.~~59438~~59000% 25,689,000.00 ~~123~~131,~~753~~634.7572 M-1 81879MAX7 5.~~66438~~66000% 36,344,000.00 ~~177~~188,~~273~~564.7079 M-2 81879MAY5 5.~~68438~~68000% 33,512,000.00 ~~164~~174,~~037~~485.3181 M-3 81879MAZ2 5.~~69438~~69000% 20,768,000.00 ~~101~~108,~~835~~322.7643 M-4 81879MBA6 5.~~79438~~79000% 18,408,000.00 9197,~~848~~700.6546 M-5 81879MBB4 5.~~82438~~82000% 16,048,000.00 8085,~~487~~616.7508 M-6 81879MBC2 5.~~92438~~92000% 15,104,000.00 7781,~~053~~964.8037 M-7 81879MBD0 6.~~42438~~42000% 14,160,000.00 7883,~~334~~331.6160 M-8 81879MBE8 6.~~62438~~62000% 12,272,000.00 7074,~~003~~470.5059 M-9 81879MBF5 7.~~57438~~57000% 9,440,000.00 6165,~~571~~505.2973 M-10 81879MBG3 7.~~82438~~82000% 8,024,000.00 5457,~~062~~518.9971 M-11 81879MBH1 7.~~82438~~82000% 9,440,000.00 6367,~~603~~669.5207 M-12 81879MBJ7 7.~~82438~~82000% 9,440,000.00 6367,~~603~~669.5207 CE SGE06FR1X 0.00000% 10,856,147.33 1,~~561~~455,~~182~~034.6870 P SGE06FR1P 0.00000% 100.00 ~~378~~272,~~572~~301.0853 Totals ~~865~~809,~~413~~309,~~988~~452.9216 65,~~092~~863,~~023~~611.7113

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses A-1A 1510,~~606~~124,~~190~~346.3811 0.00 ~~199~~178,~~525~~165,~~465~~834.1345 1611,~~624~~071,~~036~~916.6944 0.00 A-1B 1,~~734~~124,~~035~~936.0939 0.00 2219,~~169~~796,~~674~~362.3597 1,~~849~~232,~~188~~140.4161 0.00 A-2A 1311,~~217~~515,~~921~~693.1961 0.00 ~~241~~216,~~514~~936,~~455~~031.4630 1412,~~403~~646,~~387~~529.5165 0.00 A-2B 0.00 0.00 132,141,000.00 ~~626~~666,~~332~~210.8588 0.00 A-2C 0.00 0.00 25,689,000.00 ~~123~~131,~~753~~634.7572 0.00 M-1 0.00 0.00 36,344,000.00 ~~177~~188,~~273~~564.7079 0.00 M-2 0.00 0.00 33,512,000.00 ~~164~~174,~~037~~485.3181 0.00 M-3 0.00 0.00 20,768,000.00 ~~101~~108,~~835~~322.7643 0.00 M-4 0.00 0.00 18,408,000.00 9197,~~848~~700.6546 0.00 M-5 0.00 0.00 16,048,000.00 8085,~~487~~616.7508 0.00 M-6 0.00 0.00 15,104,000.00 7781,~~053~~964.8037 0.00 M-7 0.00 0.00 14,160,000.00 7883,~~334~~331.6160 0.00 M-8 0.00 0.00 12,272,000.00 7074,~~003~~470.5059 0.00 M-9 0.00 0.00 9,440,000.00 6165,~~571~~505.2973 0.00 M-10 0.00 0.00 8,024,000.00 5457,~~062~~518.9971 0.00 M-11 0.00 0.00 9,440,000.00 6367,~~603~~669.5207 0.00 M-12 0.00 0.00 9,440,000.00 6367,~~603~~669.5207 0.00 CE 0.00 0.00 10,856,147.33 1,~~561~~455,~~182~~034.6870 0.00 P 0.00 0.00 100.00 ~~378~~272,~~572~~301.0853 0.00 Totals 3022,~~558~~764,~~146~~976.6611 0.00 ~~834~~786,~~855~~544,~~842~~476.2705 3628,~~650~~628,~~170~~587.3724 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-1A 248,785,000.00 ~~215~~188,~~131~~290,~~655~~180.5056 0.00 1510,~~606~~124,~~190~~346.3811 0.00 0.00 A-1B 27,643,000.00 2320,~~903~~921,~~709~~299.4436 0.00 1,~~734~~124,~~035~~936.0939 0.00 0.00 A-2A 295,936,000.00 ~~254~~228,~~732~~451,~~376~~724.6591 0.00 1311,~~217~~515,~~921~~693.1961 0.00 0.00 A-2B 132,141,000.00 132,141,000.00 0.00 0.00 0.00 0.00 A-2C 25,689,000.00 25,689,000.00 0.00 0.00 0.00 0.00 M-1 36,344,000.00 36,344,000.00 0.00 0.00 0.00 0.00 M-2 33,512,000.00 33,512,000.00 0.00 0.00 0.00 0.00 M-3 20,768,000.00 20,768,000.00 0.00 0.00 0.00 0.00 M-4 18,408,000.00 18,408,000.00 0.00 0.00 0.00 0.00 M-5 16,048,000.00 16,048,000.00 0.00 0.00 0.00 0.00 M-6 15,104,000.00 15,104,000.00 0.00 0.00 0.00 0.00 M-7 14,160,000.00 14,160,000.00 0.00 0.00 0.00 0.00 M-8 12,272,000.00 12,272,000.00 0.00 0.00 0.00 0.00 M-9 9,440,000.00 9,440,000.00 0.00 0.00 0.00 0.00 M-10 8,024,000.00 8,024,000.00 0.00 0.00 0.00 0.00 M-11 9,440,000.00 9,440,000.00 0.00 0.00 0.00 0.00 M-12 9,440,000.00 9,440,000.00 0.00 0.00 0.00 0.00 CE 10,858,711.00 10,856,147.33 0.00 0.00 0.00 0.00 P 100.00 100.00 0.00 0.00 0.00 0.00 Totals 944,012,811.00 ~~865~~809,~~413~~309,~~988~~452.9216 0.00 3022,~~558~~764,~~146~~976.6611 0.00 0.00

Principal Distribution Statement (continued) Class Total Ending Ending Total Principal Certificate Certificate Principal Reduction Balance Percentage Distribution A-1A 1510,~~606~~124,~~190~~346.3811 ~~199~~178,~~525~~165,~~465~~834.1345 0.~~80199958~~71614380 1510,~~606~~124,~~190~~346.3811 A-1B 1,~~734~~124,~~035~~936.0939 2219,~~169~~796,~~674~~362.3597 0.~~80199958~~71614380 1,~~734~~124,~~035~~936.0939 A-2A 1311,~~217~~515,~~921~~693.1961 ~~241~~216,~~514~~936,~~455~~031.4630 0.~~81610367~~73305050 1311,~~217~~515,~~921~~693.1961 A-2B 0.00 132,141,000.00 1.00000000 0.00 A-2C 0.00 25,689,000.00 1.00000000 0.00 M-1 0.00 36,344,000.00 1.00000000 0.00 M-2 0.00 33,512,000.00 1.00000000 0.00 M-3 0.00 20,768,000.00 1.00000000 0.00 M-4 0.00 18,408,000.00 1.00000000 0.00 M-5 0.00 16,048,000.00 1.00000000 0.00 M-6 0.00 15,104,000.00 1.00000000 0.00 M-7 0.00 14,160,000.00 1.00000000 0.00 M-8 0.00 12,272,000.00 1.00000000 0.00 M-9 0.00 9,440,000.00 1.00000000 0.00 M-10 0.00 8,024,000.00 1.00000000 0.00 M-11 0.00 9,440,000.00 1.00000000 0.00 M-12 0.00 9,440,000.00 1.00000000 0.00 CE 0.00 10,856,147.33 0.99976391 0.00 P 0.00 100.00 1.00000000 0.00 Totals 3022,~~558~~764,~~146~~976.6611 ~~834~~786,~~855~~544,~~842~~476.2705 0.~~88436919~~83319259 3022,~~558~~764,~~146~~976.6611

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution A-1A 248,785,000.00 ~~864~~756.~~72920594~~83895958 0.00000000 6240.~~72962751~~69516293 0.00000000 A-1B 27,643,000.00 ~~864~~756.~~72920595~~83895959 0.00000000 6240.~~72962739~~69516297 0.00000000 A-2A 295,936,000.00 ~~860~~771.~~76846565~~96327892 0.00000000 4438.~~66479641~~91278388 0.00000000 A-2B 132,141,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A-2C 25,689,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-1 36,344,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-2 33,512,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-3 20,768,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-4 18,408,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-5 16,048,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-6 15,104,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-7 14,160,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-8 12,272,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-9 9,440,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-10 8,024,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-11 9,440,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-12 9,440,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 CE 10,858,711.00 999.76390660 0.00000000 0.00000000 0.00000000 P 100.00 1000.00000000 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-1A 0.00000000 6240.~~72962751~~69516293 ~~801~~716.~~99957847~~14379665 0.~~80199958~~71614380 6240.~~72962751~~69516293 A-1B 0.00000000 6240.~~72962739~~69516297 ~~801~~716.~~99957856~~14379662 0.~~80199958~~71614380 6240.~~72962739~~69516297 A-2A 0.00000000 4438.~~66479641~~91278388 ~~816~~733.~~10366924~~05049504 0.~~81610367~~73305050 4438.~~66479641~~91278388 A-2B 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A-2C 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-5 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-6 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-7 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-8 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-9 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-10 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-11 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-12 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 CE 0.00000000 0.00000000 999.76390660 0.99976391 0.00000000 P 0.00000000 0.00000000 1000.00000000 1.00000000 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-1A 0810/25/06 - 0911/2426/06 3133 5.~~49438~~49000% ~~215~~188,~~131~~290,~~655~~180.5056 1947,~~017,846~~570.3133 0.00 A-1B 0810/25/06 - 0911/2426/06 3133 5.~~59438~~59000% 2320,~~903~~921,~~709~~299.4436 ~~115~~107,~~153~~204.3222 0.00 A-2A 0810/25/06 - 0911/2426/06 3133 5.~~40438~~40000% ~~254~~228,~~732~~451,~~376~~724.6591 1,~~185~~130,~~466~~836.3204 0.00 A-2B 0810/25/06 - 0911/2426/06 3133 5.~~50438~~50000% 132,141,000.00 ~~626~~666,~~332~~210.8588 0.00 A-2C 0810/25/06 - 0911/2426/06 3133 5.~~59438~~59000% 25,689,000.00 ~~123~~131,~~753~~634.7572 0.00 M-1 0810/25/06 - 0911/2426/06 3133 5.~~66438~~66000% 36,344,000.00 ~~177~~188,~~273~~564.7079 0.00 M-2 0810/25/06 - 0911/2426/06 3133 5.~~68438~~68000% 33,512,000.00 ~~164~~174,~~037~~485.3181 0.00 M-3 0810/25/06 - 0911/2426/06 3133 5.~~69438~~69000% 20,768,000.00 ~~101~~108,~~835~~322.7643 0.00 M-4 0810/25/06 - 0911/2426/06 3133 5.~~79438~~79000% 18,408,000.00 9197,~~848~~700.6546 0.00 M-5 0810/25/06 - 0911/2426/06 3133 5.~~82438~~82000% 16,048,000.00 8085,~~487~~616.7508 0.00 M-6 0810/25/06 - 0911/2426/06 3133 5.~~92438~~92000% 15,104,000.00 7781,~~053~~964.8037 0.00 M-7 0810/25/06 - 0911/2426/06 3133 6.~~42438~~42000% 14,160,000.00 7883,~~334~~331.6160 0.00 M-8 0810/25/06 - 0911/2426/06 3133 6.~~62438~~62000% 12,272,000.00 7074,~~003~~470.5059 0.00 M-9 0810/25/06 - 0911/2426/06 3133 7.~~57438~~57000% 9,440,000.00 6165,~~571~~505.2973 26,~~516~~542.8709 M-10 0810/25/06 - 0911/2426/06 3133 7.~~82438~~82000% 8,024,000.00 5457,~~062~~518.9971 37,~~866~~399.7361 M-11 0810/25/06 - 0911/2426/06 3133 7.~~82438~~82000% 9,440,000.00 6367,~~603~~669.5207 48,~~549~~705.0943 M-12 0810/25/06 - 0911/2426/06 3133 7.~~82438~~82000% 9,440,000.00 6367,~~603~~669.5207 48,~~549~~705.0943 CE N/A N/A 0.00000% ~~865~~809,~~413~~309,~~988~~452.9216 0.00 0.00 P N/A N/A 0.00000% 100.00 0.00 0.00 Totals 4,~~152~~136,~~268~~274.9590 1531,~~481~~352.7856

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-1A 0.00 0.00 1947,~~017,846~~570.3133 0.00 ~~199~~178,~~525~~165,~~465~~834.1345 A-1B 0.00 0.00 ~~115~~107,~~153~~204.3222 0.00 2219,~~169~~796,~~674~~362.3597 A-2A 0.00 0.00 1,~~185~~130,~~466~~836.3204 0.00 ~~241~~216,~~514~~936,~~455~~031.4630 A-2B 0.00 0.00 ~~626~~666,~~332~~210.8588 0.00 132,141,000.00 A-2C 0.00 0.00 ~~123~~131,~~753~~634.7572 0.00 25,689,000.00 M-1 0.00 0.00 ~~177~~188,~~273~~564.7079 0.00 36,344,000.00 M-2 0.00 0.00 ~~164~~174,~~037~~485.3181 0.00 33,512,000.00 M-3 0.00 0.00 ~~101~~108,~~835~~322.7643 0.00 20,768,000.00 M-4 0.00 0.00 9197,~~848~~700.6546 0.00 18,408,000.00 M-5 0.00 0.00 8085,~~487~~616.7508 0.00 16,048,000.00 M-6 0.00 0.00 7781,~~053~~964.8037 0.00 15,104,000.00 M-7 0.00 0.00 7883,~~334~~331.6160 0.00 14,160,000.00 M-8 0.00 0.00 7074,~~003~~470.5059 0.00 12,272,000.00 M-9 26,~~516~~542.8709 0.00 6165,~~571~~505.2973 0.00 9,440,000.00 M-10 37,~~866~~399.7361 0.00 5457,~~062~~518.9971 0.00 8,024,000.00 M-11 48,~~549~~705.0943 0.00 6367,~~603~~669.5207 0.00 9,440,000.00 M-12 48,~~549~~705.0943 0.00 6367,~~603~~669.5207 0.00 9,440,000.00 CE 0.00 0.00 1,~~561~~455,~~182~~034.6870 0.00 ~~834~~786,~~855~~544,~~842~~476.2605 P 0.00 0.00 ~~378~~272,~~572~~301.0853 0.00 100.00 Totals 1531,~~481~~352.7856 0.00 65,~~092~~863,~~023~~611.7113 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-1A 248,785,000.00 5.~~49438~~49000% ~~864~~756.~~72920594~~83895958 43.~~09126881~~80879205 0.00000000 A-1B 27,643,000.00 5.~~59438~~59000% ~~864~~756.~~72920595~~83895959 43.~~16573165~~87816879 0.00000000 A-2A 295,936,000.00 5.~~40438~~40000% ~~860~~771.~~76846565~~96327892 43.~~00581991~~82121824 0.00000000 A-2B 132,141,000.00 5.~~50438~~50000% 1000.00000000 45.~~73988278~~04166670 0.00000000 A-2C 25,689,000.00 5.~~59438~~59000% 1000.00000000 45.~~81738293~~12416676 0.00000000 M-1 36,344,000.00 5.~~66438~~66000% 1000.00000000 45.~~87766069~~18833343 0.00000000 M-2 33,512,000.00 5.~~68438~~68000% 1000.00000000 45.~~89488273~~20666657 0.00000000 M-3 20,768,000.00 5.~~69438~~69000% 1000.00000000 45.~~90349384~~21583349 0.00000000 M-4 18,408,000.00 5.~~79438~~79000% 1000.00000000 45.~~98960506~~30750000 0.00000000 M-5 16,048,000.00 5.~~82438~~82000% 1000.00000000 5.~~01543806~~33500000 0.00000000 M-6 15,104,000.00 5.~~92438~~92000% 1000.00000000 5.~~10154926~~42666645 0.00000000 M-7 14,160,000.00 6.~~42438~~42000% 1000.00000000 5.~~53210523~~88500000 0.00000000 M-8 12,272,000.00 6.~~62438~~62000% 1000.00000000 56.~~70432692~~06833360 0.00000000 M-9 9,440,000.00 7.~~57438~~57000% 1000.00000000 6.~~52238242~~93916631 0.~~26661758~~69301801 M-10 8,024,000.00 7.~~82438~~82000% 1000.00000000 67.~~73766077~~16833375 0.~~48189556~~92218470 M-11 9,440,000.00 7.~~82438~~82000% 1000.00000000 67.~~73766102~~16833369 0.~~48189513~~92218538 M-12 9,440,000.00 7.~~82438~~82000% 1000.00000000 67.~~73766102~~16833369 0.~~48189513~~92218538 CE 10,858,711.00 0.00000% ~~79697~~74530.~~67211965~~89525635 0.00000000 0.00000000 P 100.00 0.00000% 1000.00000000 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-1A 0.00000000 0.00000000 43.~~09126881~~80879205 0.00000000 ~~801~~716.~~99957847~~14379665 A-1B 0.00000000 0.00000000 43.~~16573165~~87816879 0.00000000 ~~801~~716.~~99957856~~14379662 A-2A 0.00000000 0.00000000 43.~~00581991~~82121824 0.00000000 ~~816~~733.~~10366924~~05049504 A-2B 0.00000000 0.00000000 45.~~73988278~~04166670 0.00000000 1000.00000000 A-2C 0.00000000 0.00000000 45.~~81738293~~12416676 0.00000000 1000.00000000 M-1 0.00000000 0.00000000 45.~~87766069~~18833343 0.00000000 1000.00000000 M-2 0.00000000 0.00000000 45.~~89488273~~20666657 0.00000000 1000.00000000 M-3 0.00000000 0.00000000 45.~~90349384~~21583349 0.00000000 1000.00000000 M-4 0.00000000 0.00000000 45.~~98960506~~30750000 0.00000000 1000.00000000 M-5 0.00000000 0.00000000 5.~~01543806~~33500000 0.00000000 1000.00000000 M-6 0.00000000 0.00000000 5.~~10154926~~42666645 0.00000000 1000.00000000 M-7 0.00000000 0.00000000 5.~~53210523~~88500000 0.00000000 1000.00000000 M-8 0.00000000 0.00000000 56.~~70432692~~06833360 0.00000000 1000.00000000 M-9 0.~~26661758~~69301801 0.00000000 6.~~52238242~~93916631 0.00000000 1000.00000000 M-10 0.~~48189556~~92218470 0.00000000 67.~~73766077~~16833375 0.00000000 1000.00000000 M-11 0.~~48189513~~92218538 0.00000000 67.~~73766102~~16833369 0.00000000 1000.00000000 M-12 0.~~48189513~~92218538 0.00000000 67.~~73766102~~16833369 0.00000000 1000.00000000 CE 0.00000000 0.00000000 ~~143~~133.~~77237593~~99700020 0.00000000 ~~76883~~72434.~~51244084~~42394314 P 0.00000000 0.00000000 ~~3785720~~2723015.~~80000000~~30000000 0.00000000 1000.00000000 (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 3526,~~066~~728,~~076~~376.4324 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0.00 Servicer Advances 1,~~274~~434,~~490~~753.7771 Gains & Subsequent Recoveries (Realized Losses) 0.00 Prepayment Penalties ~~378~~272,~~572~~301.0853 Swap/Cap Payments ~~300~~539,~~995~~135.5755 Total Deposits 3728,~~020~~974,~~134~~567.8503 Withdrawals Swap Payments 0.00 Reserve Funds and Credit Enhancements 0.00 Total Administration Fees ~~369~~345,~~964~~979.4879 Payment of Interest and Principal 3628,~~650~~628,~~170~~587.3724 Total Withdrawals (Pool Distribution Amount) 3728,~~020~~974,~~134~~567.8503 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

ADMINISTRATION FEES Gross Servicing Fee* ~~360~~337,~~589~~212.1727 Credit Risk Manager Fee - Clayton Fixed Income Services 98,~~375~~767.3152 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~369~~345,~~964~~979.4879 *Servicer Payees include: Wells Fargo Bank N.A.; WELLS FARGO BANK, N.A.

Reserve and Guaranty Funds Account Name Beginning Current Current Ending Balance Withdrawals Deposits Balance Reserve Fund 0.00 1531,~~481~~352.7855 1531,~~481~~352.7855 0.00 Hedge Funds Account Name Funds In (A) Funds Out(B) Net Amount(A - B) SWAP Agreement Payment - Bear Stearns & Co. Inc 4,~~120~~195,~~932~~506.8392 3,~~819~~656,~~937~~371.2637 ~~300~~539,~~995~~135.5755

COLLATERAL STATEMENT Collateral Description Mixed Fixed & Arm Weighted Average Gross Coupon 8.~~018018~~004089% Weighted Average Net Coupon 7.~~518018~~504089% Weighted Average Pass-Through Rate 7.~~505018~~491089% Weighted Average Remaining Term ~~352~~350 Beginning Scheduled Collateral Loan Count 3,~~913~~683 Number Of Loans Paid In Full ~~121~~92 Ending Scheduled Collateral Loan Count 3,~~792~~591 Beginning Scheduled Collateral Balance ~~865~~809,~~413~~309,~~988~~452.9216 Ending Scheduled Collateral Balance ~~834~~786,~~855~~544,~~842~~476.2605 Ending Actual Collateral Balance at 31-~~Aug~~Oct-2006 ~~835~~787,~~413~~173,~~048~~774.0305 Monthly P&I Constant 65,~~184~~778,~~888~~727.1356 Special Servicing Fee 0.00 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount ~~378~~272,~~572~~301.0853 Prepayment Penalty Paid Count *39 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Scheduled Principal ~~402~~380,~~467~~573.4953 Unscheduled Principal 3022,~~155~~384,~~679~~402.~~17 * This data is currently not provided for reporting.~~58

Group Level Collateral Statement Group Loan Group I Loan Group I Collateral Description Fixed 15/30 & ARM Fixed 15/30 & ARM Weighted Average Coupon Rate 8.~~131001~~112504 8.~~282043~~300389 Weighted Average Net Rate 7.~~631001~~612504 7.~~782043~~800389 Pass-Through Rate 7.~~618001~~599504 7.~~769043~~787389 Weighted Average Remaining Term ~~353~~350 ~~347~~346 Record Date 0810/31/2006 0810/31/2006 Principal And Interest Constant 1,~~981~~788,~~081~~560.1643 ~~367~~340,~~511~~483.5378 Beginning Loan Count 1,~~269~~159 ~~426~~399 Loans Paid in Full 6243 136 Ending Loan Count 1,~~207~~116 ~~413~~393 Beginning Scheduled Balance ~~271~~245,~~773~~583,~~279~~697.1450 4844,~~205~~571,~~680~~376.0365 Ending Scheduled Balance ~~255~~234,~~986~~946,~~390~~706.1063 4643,~~652~~959,~~343~~085.6002 Scheduled Principal ~~139~~128,~~590~~311.4247 3432,~~810~~183.2896 Unscheduled Principal 1510,~~647~~508,~~298~~679.6240 1580,~~518,526~~107.1567 Scheduled Interest 1,~~841~~660,~~490~~248.7496 ~~332~~308,~~701~~299.2582 Servicing Fees ~~113~~102,~~238~~326.8754 2018,~~085~~571.7041 Master Servicing Fees 0.00 0.00 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 2,~~944~~660.2149 ~~522~~482.2386 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest 1,~~725~~555,~~307~~261.6693 ~~312~~289,~~093~~245.3255 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount ~~159~~118,~~394~~035.4961 146,~~464~~923.6729 Prepayment Penalty Paid Count *16 *2 Special Servicing Fee 0.00 0.00 * This data is currently not provided for reporting.

Group Level Collateral Statement Group Loan Group II Loan Group II Collateral Description Fixed 15/30 & ARM Fixed 15/30 & ARM Weighted Average Coupon Rate 7.~~762815~~745578 9.~~356797~~342000 Weighted Average Net Rate 7.~~262815~~245578 8.~~856797~~842000 Pass-Through Rate 7.~~249815~~232578 8.~~843797~~829000 Weighted Average Remaining Term ~~353~~351 ~~349~~347 Record Date 0810/31/2006 0810/31/2006 Principal And Interest Constant 3,~~332~~154,~~765~~340.7986 ~~503~~495,~~529~~342.6549 Beginning Loan Count 1,~~639~~558 ~~579~~567 Loans Paid in Full 4237 46 Ending Loan Count 1,~~597~~521 ~~575~~561 Beginning Scheduled Balance ~~485~~460,~~357~~037,~~061~~501.0474 6059,~~077~~116,~~968~~876.7127 Ending Scheduled Balance ~~472~~448,~~394~~991,~~831~~723.6924 5958,~~822~~646,~~276~~961.8716 Scheduled Principal ~~192~~184,~~984~~960.9451 35,~~081~~117.8559 Unscheduled Principal 1210,~~769~~860,~~244~~817.4199 ~~220~~434,~~609~~797.9952 Scheduled Interest 32,~~139~~969,~~780~~380.8535 ~~468~~460,~~447~~224.8090 Servicing Fees ~~202~~191,~~232~~682.1129 2524,~~032~~632.4903 Master Servicing Fees 0.00 0.00 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 54,~~258~~983.0374 ~~650~~640.8443 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest 2,~~932~~772,~~290~~714.7132 ~~442~~434,~~764~~952.4744 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount ~~200~~139,~~005~~251.7418 48,~~707~~091.1845 Prepayment Penalty Paid Count *18 *3 Special Servicing Fee 0.00 0.00 * This data is currently not provided for reporting.

Group Level Collateral Statement Group Total Collateral Description Mixed Fixed & Arm Weighted Average Coupon Rate 8.~~018018~~004089 Weighted Average Net Rate 7.~~518018~~504089 Pass-Through Rate 7.~~505018~~491089 Weighted Average Remaining Term ~~352~~350 Record Date 0810/31/2006 Principal And Interest Constant 65,~~184~~778,~~888~~727.1356 Beginning Loan Count 3,~~913~~683 Loans Paid in Full ~~121~~92 Ending Loan Count 3,~~792~~591 Beginning Scheduled Balance ~~865~~809,~~413~~309,~~988~~452.9216 Ending Scheduled Balance ~~834~~786,~~855~~544,~~842~~476.2605 Scheduled Principal ~~402~~380,~~467~~573.4953 Unscheduled Principal 3022,~~155~~384,~~679~~402.1758 Scheduled Interest 5,~~782~~398,~~420~~154.6403 Servicing Fees ~~360~~337,~~589~~212.1727 Master Servicing Fees 0.00 Trustee Fee 0.00 FRY Amount 0.00 Special Hazard Fee 0.00 Other Fee 98,~~375~~767.3152 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 5,~~412~~052,~~456~~174.1624 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Percentage of Cumulative Losses 0.0000 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount ~~378~~272,~~572~~301.0853 Prepayment Penalty Paid Count *39 Special Servicing Fee 0.00 * This data is currently not provided for reporting.

Additional Reporting - Deal Level Informational Reporting Extraordinary Trust Fund Expenses 0.00 Miscellaneous Reporting Net Liquidation Proceeds 0.00 Structural Reporting Credit Enhancement Percentage 2527.~~611146~~184241% Overcollateralization Amount 10,856,147.33 Overcollateralization Reduction Amount 0.00 Overcollateralization Increase Amount 0.00 Required Overcollateralization Amount 10,856,147.33 Trigger Event Reporting Step Up Cumulative Loss Trigger Trigger Result Pass Threshold Value 1.500000% Calculated Value 0.000000% Step Up Enhancement Deliquency Trigger Trigger Result ~~Pass~~Fail Threshold Value 9.~~045861~~601478% Calculated Value 310.~~136255~~0299510% Step Up Trigger Trigger Result Pass

LOAN STATUS STRATIFICATION/CREDIT ENHANCEMENT STATEMENT DELINQUENT BANKRUPTCY FORECLOSURE REO Total No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 54 0 0 54 1753,~~217,283~~545.8342 0.00 0.00 1753,~~217,283~~545.8342 30 Days ~~150~~175 04 01 0 ~~150~~180 2937,~~161~~023,~~614~~612.6120 01,571,923.0037 058,208.0054 0.00 2938,~~161~~653,~~614~~744.6111 60 Days 9992 03 03 0 9998 2120,~~176~~946,~~530~~468.8154 0312,809.0084 0359,225.0037 0.00 21,~~176~~618,~~530~~503.8175 90 Days 3532 14 5946 0 9582 56,~~919~~424,~~017~~996.7737 83676,~~883~~645.0634 149,~~080~~996,~~135~~745.3345 0.00 2017,~~083~~098,~~036~~387.16 120 Days 2013 2 5650 10 7965 32,~~689~~239,~~544~~112.2338 ~~495~~568,~~029~~238.5489 1513,~~648~~175,~~101~~319.7040 ~~67,426~~0.7300 1915,~~900~~982,~~102~~670.2067 150 Days 8 16 3347 01 4262 ~~824~~600,~~061~~387.5311 ~~115~~1,~~840~~011,874.6986 711,~~767~~981,~~944~~840.7051 0183,388.0032 813,~~707~~777,~~846~~490.9280 180+ Days 019 08 065 012 0104 01,190,296.0028 02,109,524.0052 019,110,553.0040 02,503,606.0016 024,913,980.0036 Totals ~~312~~339 931 ~~148~~212 113 ~~470~~595 6068,~~770~~424,~~768~~872.9588 17,~~912~~004,~~037~~562.1224 3754,~~496~~681,~~181~~892.73 67 2,~~426~~686,994.7348 ~~100~~132,~~246~~798,~~414~~322.5327 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.~~131857~~111390% 0.000000% 0.000000% 0.~~131857~~111390% 0.~~145710~~095728% 0.000000% 0.000000% 0.~~145710~~095728% 30 Days 34.~~955696~~873294% 0.~~000000~~111390% 0.~~000000~~027847% 0.000000% 35.~~955696~~012531% 34.~~490682~~703359% 0.~~000000~~199692% 0.~~000000~~007395% 0.000000% 34.~~490682~~910446% 60 Days 2.~~610759~~561960% 0.~~000000~~083542% 0.~~000000~~083542% 0.000000% 2.~~610759~~729045% 2.~~534858~~660971% 0.~~000000~~039738% 0.~~000000~~045635% 0.000000% 2.~~534858~~746345% 90 Days 0.~~922996~~891117% 0.~~026371~~111390% 1.~~555907~~280980% 0.000000% 2.~~505274~~283486% 0.~~708514~~816211% 0.~~010041~~085959% 1.~~685410~~269954% 0.000000% 2.~~403965~~172124% 120 Days 0.~~527426~~362016% 0.~~052743~~055695% 1.~~476793~~392370% 0.~~026371~~000000% 21.~~083333~~810081% 0.~~441643~~284450% 0.~~059256~~072187% 1.~~873098~~673750% 0.~~008071~~000000% 2.~~382067~~030387% 150 Days 0.~~210970~~222779% 0.~~026371~~167084% 01.~~870253~~308828% 0.~~000000~~027847% 1.~~107595~~726539% 0.~~098641~~076271% 0.~~013866~~128545% 01.~~929833~~522134% 0.~~000000~~023297% 1.~~042340~~750248% 180+ Days 0.~~000000~~529101% 0.~~000000~~222779% 01.~~000000~~810081% 0.~~000000~~334169% 02.~~000000~~896129% 0.~~000000~~151211% 0.~~000000~~267987% 02.~~000000~~427743% 0.~~000000~~318050% 03.~~000000~~164991% Totals 89.~~227848~~440267% 0.~~237342~~863269% 35.~~902954~~903648% 0.~~026371~~362016% 1216.~~394515~~569201% 78.~~274338~~692474% 0.~~228873~~889837% 46.~~488340~~946610% 0.~~008071~~341347% 1116.~~999623~~870268%

Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 1,~~274~~434,~~490~~753.7771

Delinquency Status By Group DELINQUENT BANKRUPTCY FORECLOSURE REO Total Loan Group I No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 2 0 0 2 ~~292~~385,~~608~~393.0734 0.00 0.00 ~~292~~385,~~608~~393.0734 30 Days 6367 01 0 0 6368 1213,~~660~~538,~~537~~086.7523 0153,095.0074 0.00 0.00 1213,~~660~~691,~~537~~181.7597 60 Days 3433 02 01 0 3436 7,~~093~~324,~~482~~065.6951 0285,143.0039 0183,353.0013 0.00 7,~~093~~792,~~482~~562.6903 90 Days 911 01 17 0 2629 12,~~743~~717,~~379~~316.5752 0134,582.0021 3,~~775~~937,~~920~~471.1114 0.00 56,~~519~~789,~~299~~369.6887 120 Days 31 1 17 0 2119 ~~725~~142,~~706~~217.0397 ~~159~~319,~~893~~192.8353 3,~~390~~734,~~051~~862.9966 0.00 4,~~275~~196,~~651~~273.8516 150 Days 0 1 127 01 139 0.00 ~~115~~159,840.6925 21,~~536~~683,~~219~~152.8753 0183,388.0032 2,~~652~~026,~~060~~381.5610 180+ Days 0 04 018 04 026 0.00 01,335,009.0002 03,187,848.0004 0933,520.0026 05,456,377.0032 Totals ~~109~~112 412 4660 05 ~~159~~189 2223,~~223~~721,~~106~~686.0423 ~~568~~2,~~342~~772,256.5948 912,~~702~~726,~~191~~687.9750 01,116,908.0058 3240,~~493~~337,~~640~~538.6079 0-29 Days 0.~~165700~~179211% 0.000000% 0.000000% 0.~~165700~~179211% 0.~~114220~~163890% 0.000000% 0.000000% 0.~~114220~~163890% 30 Days 56.~~219553~~003584% 0.~~000000~~089606% 0.000000% 0.000000% 56.~~219553~~093190% 45.~~942070~~757138% 0.~~000000~~065105% 0.000000% 0.000000% 45.~~942070~~822243% 60 Days 2.~~816901~~956989% 0.~~000000~~179211% 0.~~000000~~089606% 0.000000% 23.~~816901~~225806% 23.~~768958~~114595% 0.~~000000~~121259% 0.~~000000~~077972% 0.000000% 23.~~768958~~313826% 90 Days 0.~~745650~~985663% 0.~~000000~~089606% 1.~~408451~~523297% 0.000000% 2.~~154101~~598566% 01.~~680532~~155552% 0.~~000000~~057232% 1.~~473939~~674429% 0.000000% 2.~~154471~~887213% 120 Days 0.~~248550~~089606% 0.~~082850~~089606% 1.~~408451~~523297% 0.000000% 1.~~739851~~702509% 0.~~283281~~060479% 0.~~062415~~135738% 1.~~323315~~588269% 0.000000% 1.~~669011~~784486% 150 Days 0.000000% 0.~~082850~~089606% 0.~~994200~~627240% 0.~~000000~~089606% 10.~~077051~~806452% 0.000000% 0.~~045219~~067973% 0.~~990019~~715769% 0.~~000000~~077987% 10.~~035238~~861729% 180+ Days 0.000000% 0.~~000000~~358423% 01.~~000000~~612903% 0.~~000000~~358423% 02.~~000000~~329749% 0.000000% 0.~~000000~~567719% 01.~~000000~~355648% 0.~~000000~~396984% 02.~~000000~~320351% Totals 910.~~030655~~035842% 01.~~331400~~075269% 35.~~811102~~376344% 0.~~000000~~448029% 1316.~~173157~~935484% 810.~~674841~~087764% 01.~~221854~~178916% 35.~~787273~~412087% 0.~~000000~~474971% 1217.~~683968~~153738% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Loan Group I No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 10 0 0 10 ~~27,903~~0.2100 0.00 0.00 ~~27,903~~0.2100 30 Days 1211 0 0 0 1211 1,~~602~~410,~~862~~296.7475 0.00 0.00 0.00 1,~~602~~410,~~862~~296.7475 60 Days 7 01 01 0 79 ~~571~~648,~~628~~777.9003 027,666.0045 026,108.0051 0.00 ~~571~~702,~~628~~551.9099 90 Days 67 0 01 0 68 ~~408~~424,~~122~~618.8879 0.00 0181,367.0087 0.00 ~~408~~605,~~122~~986.8866 120 Days 13 0 01 0 14 2795,~~666~~101.8402 0.00 0121,823.0018 0.00 27216,~~666~~924.8420 150 Days 2 01 1 0 34 ~~107~~106,~~518~~851.9781 033,760.0042 ~~134~~91,~~935~~175.6792 0.00 ~~242~~231,~~454~~788.6415 180+ Days 03 01 0 0 04 0135,185.0081 0134,935.0067 0.00 0.00 0270,121.0048 Totals 2833 13 14 0 3040 2,~~717~~820,~~800~~831.3321 27196,~~903~~362.2154 ~~134~~420,~~935~~475.6748 0.00 23,~~880~~437,~~639~~669.2123 0-29 Days 0.~~242131~~000000% 0.000000% 0.000000% 0.~~242131~~000000% 0.~~059764~~000000% 0.000000% 0.000000% 0.~~059764~~000000% 30 Days 2.~~905569~~798982% 0.000000% 0.000000% 0.000000% 2.~~905569~~798982% 3.~~433090~~205431% 0.000000% 0.000000% 0.000000% 3.~~433090~~205431% 60 Days 1.~~694915~~781170% 0.~~000000~~254453% 0.~~000000~~254453% 0.000000% 12.~~694915~~290076% 1.~~224343~~474590% 0.~~000000~~062882% 0.~~000000~~059341% 0.000000% 1.~~224343~~596814% 90 Days 1.~~452785~~781170% 0.000000% 0.~~000000~~254453% 0.000000% 12.~~452785~~035623% 0.~~874138~~965106% 0.000000% 0.~~000000~~412227% 0.000000% 01.~~874138~~377333% 120 Days 0.~~242131~~763359% 0.000000% 0.~~000000~~254453% 0.000000% 01.~~242131~~017812% 0.~~059258~~216153% 0.000000% 0.~~000000~~276889% 0.000000% 0.~~059258~~493042% 150 Days 0.~~484262~~508906% 0.~~000000~~254453% 0.~~242131~~254453% 0.000000% 01.~~726392~~017812% 0.~~230289~~242861% 0.~~000000~~076733% 0.~~289012~~207232% 0.000000% 0.~~519301~~526826% 180+ Days 0.~~000000~~763359% 0.~~000000~~254453% 0.000000% 0.000000% 01.~~000000~~017812% 0.~~000000~~307261% 0.~~000000~~306692% 0.000000% 0.000000% 0.~~000000~~613953% Totals 68.~~779661~~396947% 0.~~242131~~763359% 01.~~242131~~017812% 0.000000% 710.~~263923~~178117% 56.~~821117~~411402% 0.~~059764~~446308% 0.~~289012~~955689% 0.000000% 67.~~169894~~813399% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Loan Group II No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 1 0 0 1 ~~717~~294,~~423~~322.9769 0.00 0.00 ~~717~~294,~~423~~322.9769 30 Days 6579 02 01 0 6582 1420,~~028~~618,~~006~~573.7486 01,239,479.0005 058,208.0054 0.00 1421,~~028~~916,~~006~~261.7445 60 Days 4541 0 01 0 4542 1211,~~376~~868,~~292~~326.0172 0.00 0149,763.0073 0.00 12,~~376~~018,~~292~~090.0145 90 Days 1210 03 3925 0 5138 32,~~177~~886,~~665~~449.2884 0542,063.0013 95,~~975~~719,~~859~~532.7338 0.00 139,~~153~~148,~~525~~045.0135 120 Days 5 1 3628 10 4334 21,~~217~~737,~~870~~724.3095 ~~335~~249,~~135~~046.7136 118,~~928~~918,~~532~~566.3337 ~~67,426~~0.7300 1410,~~548~~905,~~965~~337.0768 150 Days 1 0 173 36 0 1839 ~~379,733.15~~ 0.00 4738,~~786~~974.95 9,~~934~~898,888.1436 0.00 510,~~166~~637,~~667~~863.2931 180+ Days 0 03 042 07 052 0.00 0639,579.0083 015,373,167.0056 01,480,251.0030 017,492,998.0069 Totals ~~128~~135 213 92133 17 ~~223~~288 3237,~~179~~111,~~567~~075.4837 13,~~052~~703,~~559~~466.6801 2640,~~691~~118,~~326~~126.2094 671,~~426~~480,251.7330 5982,~~990~~412,~~880~~919.0962 0-29 Days 0.~~062617~~065746% 0.000000% 0.000000% 0.~~062617~~065746% 0.~~151778~~065503% 0.000000% 0.000000% 0.~~151778~~065503% 30 Days 45.~~070131~~193951% 0.~~000000~~131492% 0.~~000000~~065746% 0.000000% 45.~~070131~~391190% 24.~~967768~~588781% 0.~~000000~~275853% 0.~~000000~~012955% 0.000000% 24.~~967768~~877589% 60 Days 2.~~817783~~695595% 0.000000% 0.~~000000~~065746% 0.000000% 2.~~817783~~761341% 2.~~618331~~641364% 0.000000% 0.~~000000~~033331% 0.000000% 2.~~618331~~674694% 90 Days 0.~~751409~~657462% 0.~~000000~~197239% 21.~~442079~~643655% 0.000000% 32.~~193488~~498356% 0.~~672267~~642396% 0.~~000000~~120639% 21.~~110495~~272914% 0.000000% 2.~~782762~~035950% 120 Days 0.~~313087~~328731% 0.~~062617~~065746% 21.~~254227~~840894% 0.~~062617~~000000% 2.~~692549~~235371% 0.~~469213~~386741% 0.~~070901~~055427% 21.~~523602~~984878% 0.~~014265~~000000% 32.~~077982~~427045% 150 Days 0.~~062617~~000000% 0.~~000000~~197239% 12.~~064496~~366864% 0.000000% 12.~~127113~~564103% 0.~~080336~~000000% 0.~~000000~~164463% 12.~~012725~~203054% 0.000000% 12.~~093061~~367517% 180+ Days 0.000000% 0.~~000000~~197239% 02.~~000000~~761341% 0.~~000000~~460224% 03.~~000000~~418803% 0.000000% 0.~~000000~~142342% 03.~~000000~~421386% 0.~~000000~~329438% 03.~~000000~~893166% Totals 8.~~015028~~875740% 0.~~125235~~854701% 58.~~760802~~744247% 0.~~062617~~460224% 1318.~~963682~~934911% 68.~~807915~~259281% 0.~~222680~~824227% 58.~~646822~~928517% 0.~~014265~~329438% 1218.~~691681~~341464% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Loan Group II No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 1 0 0 1 ~~179~~73,~~348~~829.5839 0.00 0.00 ~~179~~73,~~348~~829.5839 30 Days 1018 01 0 0 1019 ~~870~~1,~~207~~456,655.3836 0179,348.0058 0.00 0.00 ~~870~~1,~~207~~636,003.3894 60 Days 1311 0 0 0 1311 1,~~135~~105,~~127~~299.2128 0.00 0.00 0.00 1,~~135~~105,~~127~~299.2128 90 Days 84 10 3 0 127 ~~589~~396,~~850~~611.0422 ~~83,883~~0.0600 ~~328~~158,~~355~~374.4906 0.00 1554,~~002,088~~985.5928 120 Days 114 0 34 0 148 ~~718~~264,~~301~~068.0644 0.00 ~~329~~400,~~517~~067.3819 0.00 1664,~~047,818~~135.4463 150 Days 56 01 3 0 810 ~~336~~493,~~809~~535.4130 079,299.0024 ~~309~~308,~~855~~623.0270 0.00 ~~646~~881,~~664~~458.4324 180+ Days 016 0 05 01 022 01,055,110.0047 0.00 0549,537.0080 089,834.0060 01,694,482.0087 Totals 4759 23 915 01 5878 34,~~650~~771,~~295~~280.1007 ~~263~~332,~~231~~477.6421 ~~967~~1,~~727~~416,602.8975 089,834.0060 46,~~881~~610,~~254~~194.63 0-29 Days 0.~~173913~~178253% 0.000000% 0.000000% 0.~~173913~~178253% 0.~~299579~~125779% 0.000000% 0.000000% 0.~~299579~~125779% 30 Days 13.~~739130~~208556% 0.~~000000~~178253% 0.000000% 0.000000% 13.~~739130~~386809% 12.~~453572~~481615% 0.~~000000~~305545% 0.000000% 0.000000% 12.~~453572~~787161% 60 Days 21.~~260870~~960784% 0.000000% 0.000000% 0.000000% 21.~~260870~~960784% 1.~~896087~~883031% 0.000000% 0.000000% 0.000000% 1.~~896087~~883031% 90 Days 10.~~391304~~713012% 0.~~173913~~000000% 0.~~521739~~534759% 0.000000% 21.~~086957~~247772% 0.~~985270~~675682% 0.~~140116~~000000% 0.~~548476~~269812% 0.000000% 10.~~673862~~945495% 120 Days 10.~~913043~~713012% 0.000000% 0.~~521739~~713012% 0.000000% 21.~~434783~~426025% 10.~~199831~~449877% 0.000000% 0.~~550417~~681570% 0.000000% 1.~~750248~~131448% 150 Days 01.~~869565~~069519% 0.~~000000~~178253% 0.~~521739~~534759% 0.000000% 1.~~391304~~782531% 0.~~562598~~840806% 0.~~000000~~135097% 0.~~517574~~525783% 0.000000% 1.~~080171~~501687% 180+ Days 02.~~000000~~852050% 0.000000% 0.~~000000~~891266% 0.~~000000~~178253% 03.~~000000~~921569% 01.~~000000~~797528% 0.000000% 0.~~000000~~936214% 0.~~000000~~153046% 02.~~000000~~886788% Totals 810.~~173913~~516934% 0.~~347826~~534759% 12.~~565217~~673797% 0.~~000000~~178253% 1013.~~086957~~903743% 68.~~097357~~128540% 0.~~439695~~566421% 12.~~616467~~413380% 0.~~000000~~153046% 811.~~153520~~261387%

REO Detail - All Mortgage Loans in REO during Current Period

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

Realized Loss Report - Collateral Summary MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Oct~~Dec-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Feb~~Apr-2006 N/A N/A ~~Feb~~Apr-2006 N/A N/A ~~Mar~~May-2006 N/A N/A ~~Mar~~May-2006 N/A N/A ~~Apr~~Jun-2006 ~~N/A~~0.000% N/A ~~Apr~~Jun-2006 ~~N/A~~0.000% N/A ~~May~~Jul-2006 ~~N/A~~0.000% N/A ~~May~~Jul-2006 ~~N/A~~0.000% N/A ~~Jun~~Aug-2006 0.000% N/A ~~Jun~~Aug-2006 0.000% N/A ~~Jul~~Sep-2006 0.000% N/A ~~Jul~~Sep-2006 0.000% N/A ~~Aug~~Oct-2006 0.000% N/A ~~Aug~~Oct-2006 0.000% N/A ~~Sep~~Nov-2006 0.000% N/A ~~Sep~~Nov-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Oct~~Dec-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Feb~~Apr-2006 N/A N/A ~~Feb~~Apr-2006 N/A N/A ~~Mar~~May-2006 N/A N/A ~~Mar~~May-2006 N/A N/A ~~Apr~~Jun-2006 ~~N/A~~0.000% N/A ~~Apr~~Jun-2006 ~~N/A~~0.000% N/A ~~May~~Jul-2006 ~~N/A~~0.000% N/A ~~May~~Jul-2006 ~~N/A~~0.000% N/A ~~Jun~~Aug-2006 0.000% N/A ~~Jun~~Aug-2006 0.000% N/A ~~Jul~~Sep-2006 0.000% N/A ~~Jul~~Sep-2006 0.000% N/A ~~Aug~~Oct-2006 0.000% N/A ~~Aug~~Oct-2006 0.000% N/A ~~Sep~~Nov-2006 0.000% N/A ~~Sep~~Nov-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Loan Group I MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Oct~~Dec-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Feb~~Apr-2006 N/A N/A ~~Feb~~Apr-2006 N/A N/A ~~Mar~~May-2006 N/A N/A ~~Mar~~May-2006 N/A N/A ~~Apr~~Jun-2006 ~~N/A~~0.000% N/A ~~Apr~~Jun-2006 ~~N/A~~0.000% N/A ~~May~~Jul-2006 ~~N/A~~0.000% N/A ~~May~~Jul-2006 ~~N/A~~0.000% N/A ~~Jun~~Aug-2006 0.000% N/A ~~Jun~~Aug-2006 0.000% N/A ~~Jul~~Sep-2006 0.000% N/A ~~Jul~~Sep-2006 0.000% N/A ~~Aug~~Oct-2006 0.000% N/A ~~Aug~~Oct-2006 0.000% N/A ~~Sep~~Nov-2006 0.000% N/A ~~Sep~~Nov-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Oct~~Dec-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Feb~~Apr-2006 N/A N/A ~~Feb~~Apr-2006 N/A N/A ~~Mar~~May-2006 N/A N/A ~~Mar~~May-2006 N/A N/A ~~Apr~~Jun-2006 ~~N/A~~0.000% N/A ~~Apr~~Jun-2006 ~~N/A~~0.000% N/A ~~May~~Jul-2006 ~~N/A~~0.000% N/A ~~May~~Jul-2006 ~~N/A~~0.000% N/A ~~Jun~~Aug-2006 0.000% N/A ~~Jun~~Aug-2006 0.000% N/A ~~Jul~~Sep-2006 0.000% N/A ~~Jul~~Sep-2006 0.000% N/A ~~Aug~~Oct-2006 0.000% N/A ~~Aug~~Oct-2006 0.000% N/A ~~Sep~~Nov-2006 0.000% N/A ~~Sep~~Nov-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Loan Group I MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Oct~~Dec-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Feb~~Apr-2006 N/A N/A ~~Feb~~Apr-2006 N/A N/A ~~Mar~~May-2006 N/A N/A ~~Mar~~May-2006 N/A N/A ~~Apr~~Jun-2006 ~~N/A~~0.000% N/A ~~Apr~~Jun-2006 ~~N/A~~0.000% N/A ~~May~~Jul-2006 ~~N/A~~0.000% N/A ~~May~~Jul-2006 ~~N/A~~0.000% N/A ~~Jun~~Aug-2006 0.000% N/A ~~Jun~~Aug-2006 0.000% N/A ~~Jul~~Sep-2006 0.000% N/A ~~Jul~~Sep-2006 0.000% N/A ~~Aug~~Oct-2006 0.000% N/A ~~Aug~~Oct-2006 0.000% N/A ~~Sep~~Nov-2006 0.000% N/A ~~Sep~~Nov-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Oct~~Dec-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Feb~~Apr-2006 N/A N/A ~~Feb~~Apr-2006 N/A N/A ~~Mar~~May-2006 N/A N/A ~~Mar~~May-2006 N/A N/A ~~Apr~~Jun-2006 ~~N/A~~0.000% N/A ~~Apr~~Jun-2006 ~~N/A~~0.000% N/A ~~May~~Jul-2006 ~~N/A~~0.000% N/A ~~May~~Jul-2006 ~~N/A~~0.000% N/A ~~Jun~~Aug-2006 0.000% N/A ~~Jun~~Aug-2006 0.000% N/A ~~Jul~~Sep-2006 0.000% N/A ~~Jul~~Sep-2006 0.000% N/A ~~Aug~~Oct-2006 0.000% N/A ~~Aug~~Oct-2006 0.000% N/A ~~Sep~~Nov-2006 0.000% N/A ~~Sep~~Nov-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Loan Group II MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Oct~~Dec-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Feb~~Apr-2006 N/A N/A ~~Feb~~Apr-2006 N/A N/A ~~Mar~~May-2006 N/A N/A ~~Mar~~May-2006 N/A N/A ~~Apr~~Jun-2006 ~~N/A~~0.000% N/A ~~Apr~~Jun-2006 ~~N/A~~0.000% N/A ~~May~~Jul-2006 ~~N/A~~0.000% N/A ~~May~~Jul-2006 ~~N/A~~0.000% N/A ~~Jun~~Aug-2006 0.000% N/A ~~Jun~~Aug-2006 0.000% N/A ~~Jul~~Sep-2006 0.000% N/A ~~Jul~~Sep-2006 0.000% N/A ~~Aug~~Oct-2006 0.000% N/A ~~Aug~~Oct-2006 0.000% N/A ~~Sep~~Nov-2006 0.000% N/A ~~Sep~~Nov-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Oct~~Dec-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Feb~~Apr-2006 N/A N/A ~~Feb~~Apr-2006 N/A N/A ~~Mar~~May-2006 N/A N/A ~~Mar~~May-2006 N/A N/A ~~Apr~~Jun-2006 ~~N/A~~0.000% N/A ~~Apr~~Jun-2006 ~~N/A~~0.000% N/A ~~May~~Jul-2006 ~~N/A~~0.000% N/A ~~May~~Jul-2006 ~~N/A~~0.000% N/A ~~Jun~~Aug-2006 0.000% N/A ~~Jun~~Aug-2006 0.000% N/A ~~Jul~~Sep-2006 0.000% N/A ~~Jul~~Sep-2006 0.000% N/A ~~Aug~~Oct-2006 0.000% N/A ~~Aug~~Oct-2006 0.000% N/A ~~Sep~~Nov-2006 0.000% N/A ~~Sep~~Nov-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Loan Group II MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Oct~~Dec-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Feb~~Apr-2006 N/A N/A ~~Feb~~Apr-2006 N/A N/A ~~Mar~~May-2006 N/A N/A ~~Mar~~May-2006 N/A N/A ~~Apr~~Jun-2006 ~~N/A~~0.000% N/A ~~Apr~~Jun-2006 ~~N/A~~0.000% N/A ~~May~~Jul-2006 ~~N/A~~0.000% N/A ~~May~~Jul-2006 ~~N/A~~0.000% N/A ~~Jun~~Aug-2006 0.000% N/A ~~Jun~~Aug-2006 0.000% N/A ~~Jul~~Sep-2006 0.000% N/A ~~Jul~~Sep-2006 0.000% N/A ~~Aug~~Oct-2006 0.000% N/A ~~Aug~~Oct-2006 0.000% N/A ~~Sep~~Nov-2006 0.000% N/A ~~Sep~~Nov-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Oct~~Dec-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Feb~~Apr-2006 N/A N/A ~~Feb~~Apr-2006 N/A N/A ~~Mar~~May-2006 N/A N/A ~~Mar~~May-2006 N/A N/A ~~Apr~~Jun-2006 ~~N/A~~0.000% N/A ~~Apr~~Jun-2006 ~~N/A~~0.000% N/A ~~May~~Jul-2006 ~~N/A~~0.000% N/A ~~May~~Jul-2006 ~~N/A~~0.000% N/A ~~Jun~~Aug-2006 0.000% N/A ~~Jun~~Aug-2006 0.000% N/A ~~Jul~~Sep-2006 0.000% N/A ~~Jul~~Sep-2006 0.000% N/A ~~Aug~~Oct-2006 0.000% N/A ~~Aug~~Oct-2006 0.000% N/A ~~Sep~~Nov-2006 0.000% N/A ~~Sep~~Nov-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Monthly Default Rate (MDR): sum(Beg Scheduled Balance of Liquidated Loans)/ sum(Beg Scheduled Balance). Conditional Default Rate (CDR): 1-((1-MDR)^12) SDA Standard Default Assumption: If WAS is less than or equal to 30 then CDR /(WAS * 0.02) else if WAS is greater than 30 and less than or equal to 60 then CDR / 0.6 else if WAS is greater than 60 and less than or equal to 120 then CDR / (0.6 - ((WAS - 60) * 0.0095)) else if WAS is greater than 120 then CDR / 0.03 Loss Severity Approximation for current period: sum(Realized Loss Amount)/sum(Beg Scheduled Balance of Liquidated Loans). 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 Loan Group I 6243 1510,~~708~~562,~~248~~355.00 1510,~~647~~509,~~996~~378.0791 0 0.00 0.00 Loan Group I 136 1578,~~526,100~~700.00 1576,~~518,066~~311.7596 0 0.00 0.00 Loan Group II 4237 1210,~~799~~887,~~656~~709.00 1210,~~759~~843,~~262~~066.0847 0 0.00 0.00 Loan Group II 46 ~~226~~429,~~180~~724.00 ~~225~~428,~~091~~056.7925 0 0.00 0.00 Total ~~121~~92 3022,~~260~~458,~~184~~488.00 3022,~~150~~356,~~416~~813.6959 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 Loan Group I 0 0.00 0.00 0 0.00 0.00 75,~~332~~084.2555 Loan Group I 0 0.00 0.00 0 0.00 0.00 14,~~548~~055.2923 Loan Group II 0 0.00 0.00 0 0.00 0.00 1522,~~493~~657.8950 Loan Group II 0 0.00 0.00 0 0.00 0.00 (46,~~329~~916.~~97)~~96 Total 0 0.00 0.00 0 0.00 0.00 2038,~~044~~714.4624

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount Loan Group I ~~1000282070~~1000289441 CAMD 8580.00 01-~~Dec~~Feb-~~2005~~2006 ~~369~~416,~~750~~000.00 ~~368~~412,~~242~~386.5397 Loan Group I ~~1000290812~~1000289702 CA 5875.2700 01-Jan-2006 ~~236~~201,~~000~~750.00 ~~235~~199,~~216~~947.4750 Loan Group I ~~1000291813~~1000292639 CAIL 6285.1900 01-Feb-2006 ~~250~~222,~~000~~700.00 ~~249~~221,~~394~~156.6293 Loan Group I ~~1000293060~~1000293873 MDCA 80.00 01-~~Jan~~Feb-2006 ~~200~~340,000.00 ~~198~~340,~~889~~000.4600 Loan Group I ~~1000294240~~1000294741 DCCA 8090.00 01-Jan-2006 ~~360~~405,000.00 ~~358~~401,~~172~~902.3891 Loan Group I ~~1000294458~~1000295334 MD 5076.5577 01-Feb-2006 ~~275~~318,~~000~~600.00 ~~272~~317,~~408~~830.1209 Loan Group I ~~1000294542~~1000295397 VACA 8075.00 01-~~Jan-2006 398,400.00 396,254.12 Loan Group I 1000295172 SC 77.65 01-~~Feb-2006 ~~344~~345,000.00 342,~~105~~842.~~96 Loan Group I 1000295180 GA 75.~~00 ~~01-Feb-2006 140,250.00 139,682.57~~ Loan Group I ~~1000295323~~1000296367 CA ~~90.00 01-Feb-2006 390,600.00 389,558.53 Loan Group I 1000295449 MD 84.99 01-Feb-2006 186,978.00 186,216.21 Loan Group I 1000295826 VA~~ 67.8729 01-Feb-2006 ~~283~~161,~~000~~500.00 ~~282~~160,~~192~~918.7675 Loan Group I ~~1000295970~~1000296614 CA 8561.0068 01-Feb-2006 ~~344~~169,~~250~~000.00 ~~342~~168,~~320~~132.2350 Loan Group I ~~1000296143~~1000296852 CA 80.00 01-Feb-2006 264,000.00 ~~262~~263,~~381~~057.9761 Loan Group I ~~1000297089~~1000297029 MDAZ 7990.9200 01-Feb-2006 ~~207~~279,000.00 ~~205~~278,~~743~~164.7355 Loan Group I ~~1000297397~~1000297958 CAOR 7583.0067 01-Feb-2006 ~~183~~187,~~750.00 182,612.69 Loan Group I 1000298259 CA 75.00 01-Feb-2006 333,~~000.00 ~~332~~186,~~216~~535.6157 Loan Group I ~~5000175480~~5000185317 ~~MI 65.00 01-Dec-2005 52,000.00 51,708.35 Loan Group I 5000177120~~ IL 80.00 01-~~Dec-2005 198,400.00 197,003.13 Loan Group I 5000182595 FL 65.00 01-~~Jan-2006 ~~260~~100,000.00 ~~258~~99,~~682~~342.7805 Loan Group I ~~5000185805~~5000186636 MNVA 8540.0043 01-~~Jan-2006 173,400.00 173,400.00 Loan Group I 5000189240 IL 64.29 01-~~Feb-2006 90300,000.00 89298,~~782~~577.7197 Loan Group I ~~5000189456~~5000187091 ILWI 8570.00 01-Feb-2006 ~~140~~184,~~250~~100.00 ~~139~~182,~~455~~708.9132 Loan Group I ~~5000189972~~5000187593 MDIN ~~73.55 01-Feb-2006 292,000.00 290,041.77 Loan Group I 5000190894 WI~~ 95.00 01-~~Feb-2006 164,350.00 164,350.00 Loan Group I 6000190640 VA 90.00 01-~~Jan-2006 ~~241~~289,~~200~~750.00 ~~239~~287,~~748~~938.1856 Loan Group I ~~6000191142~~5000187888 MDIL ~~64.43 01-Jan-2006 226,800.00 225,859.92 Loan Group I 6000192540 VA 76.09 01-Jan-2006 97,400.00 96,945.55 Loan Group I 6000193062 FL~~ 80.00 01-~~Jan~~Feb-2006 320,000.00 317,~~851~~998.1739 Loan Group I ~~6000193337~~5000189404 FLIL 7690.~~63 01-Jan-2006 400,000.~~00 ~~396,973.40 Loan Group I 6000193728 MD 69.62~~ 01-Feb-2006 ~~181~~290,~~000~~250.00 ~~180~~288,~~124~~157.3746 Loan Group I ~~6000194863~~5000190137 MDIL 8570.00 01-Feb-2006 ~~229~~255,500.00 ~~229~~253,~~500~~949.0067 Loan Group I ~~6000196013~~5000190228 MDNJ 9070.00 01-~~Jan~~Feb-2006 ~~291~~220,~~600~~500.00 ~~291~~219,~~599~~714.7789 Loan Group I ~~6000196572~~5000190984 MDIN 9075.00 01-Feb-2006 ~~237~~60,~~600~~000.00 ~~237~~59,~~081~~505.2498 Loan Group I ~~6000196750~~5000191806 GAMD 9070.00 01-Feb-2006 ~~265~~206,500.00 ~~263~~205,~~935~~125.7623 Loan Group I ~~6000196889~~6000185887 DCNJ 4570.~~57 01-Feb-2006 262,000.~~00 ~~260,711.40 Loan Group I 6000197817 DC 84.93~~ 01-~~Feb~~Jan-2006 ~~310~~107,~~000~~800.00 ~~309~~107,~~113~~429.0752 Loan Group I ~~6000197905~~6000189900 VAMA 80.00 01-~~Feb~~Dec-~~2006~~2005 ~~224~~231,~~000~~920.00 ~~223~~231,~~241~~090.8950 Loan Group I ~~6000198293~~6000193325 FLGA 83.2748 01-Feb-2006 ~~204~~140,~~000~~250.00 ~~202~~139,~~810~~416.0108 Loan Group I ~~7000174363~~6000193753 MDGA 8590.00 01-Jan-2006 ~~130~~138,~~050~~735.00 ~~129~~137,~~240~~937.2253 Loan Group I ~~7000176553~~6000193990 MD 5295.5900 01-Jan-2006 ~~142~~332,~~000~~500.00 ~~141~~331,~~511~~576.7851 Loan Group I ~~7000177616~~6000194276 NYMD 8480.9000 01-Jan-2006 ~~433~~256,000.00 ~~431~~254,~~733~~233.2834 Loan Group I ~~7000178287~~6000194315 MD 80.00 01-Jan-2006 ~~312~~348,000.00 ~~310~~348,~~241~~000.0100 Loan Group I ~~7000178369~~6000194623 MDFL 5576.0003 01-~~Jan~~Feb-2006 ~~192~~111,~~500~~000.00 ~~191~~110,~~892~~371.6445 Loan Group I ~~7000178927~~6000195450 CAME 5973.7672 01-Feb-2006 ~~150~~230,000.00 ~~149~~228,~~269~~209.7141 Loan Group I ~~8000066343~~6000195730 NJMD 80.00 01-Jan-2006 ~~260~~264,000.00 ~~258~~262,~~613~~318.2595 Loan Group I ~~8000068420~~6000196378 NYMD 5780.9498 01-Feb-2006 ~~310~~247,000.00 ~~308~~245,~~133~~205.9312 Loan Group I ~~8000069071~~6000197199 NYVA 9357.0863 01-~~Jan~~Feb-2006 ~~460~~185,~~750~~000.00 ~~460~~184,~~449~~112.4172 Loan Group I ~~8000069136~~6000198603 MD 7580.00 01-Feb-2006 ~~408~~101,~~750~~600.00 ~~406~~100,~~858~~876.9318 Loan Group I ~~8000069375~~7000173228 PAFL 9072.00 01-Jan-2006 ~~194~~90,~~670~~000.00 ~~193~~89,~~683~~162.77 Loan Group I ~~8000069861~~7000175547 MDCA ~~90.00 01-Feb-2006 229,500.00 228,263.94 Loan Group I 8000070174 NY 85.00 01-Feb-2006 378,250.00 376,604.64 Loan Group I 8000070348 NJ~~ 80.00 01-Jan-2006 ~~136~~312,~~800.00 135,732.60 Loan Group I 8000070384 PA 56.84 01-Feb-2006 162,~~000.00 ~~161~~311,~~342~~227.0648 Loan Group I ~~8000070695~~7000176132 NYMD 7675.9209 01-Jan-2006 ~~250~~205,000.00 ~~249~~203,~~020~~400.2303 Loan Group I ~~8000070838~~8000067776 NJ 9080.00 01-~~Feb~~Jan-2006 ~~405~~320,000.00 ~~403~~317,~~291~~653.9623 Loan Group I ~~8000071339~~8000068363 ~~NJ 85.00 01-Feb-2006 263,500.00 262,411.50 Loan Group I 8000071645~~ NY 6481.2267 01-Feb-2006 ~~289~~490,000.00 ~~287~~486,~~280~~645.4230 Loan Group I ~~8000072003~~8000069238 NJ 7580.00 01-~~Feb~~Jan-2006 ~~341,~~250,400.00 ~~339~~248,~~953~~290.1266 Loan Group I ~~8000073212~~8000071086 NJ 6557.0027 01-Feb-2006 ~~172~~315,~~250~~000.00 ~~171~~312,~~394~~969.1617 Loan Group I ~~8000073366~~8000072571 CT 5238.1725 01-Feb-2006 ~~120~~350,000.00 ~~119~~347,~~514~~575.~~47 Loan Group I 8000073634 NJ 83.74 01-Feb-2006 340,000.~~00 ~~340,000.00~~ Loan Group I ~~1000290671~~1000289517 MD 9020.00 01-~~Jan~~Feb-2006 ~~189~~104,000.00 ~~187~~103,~~825~~467.9137 Loan Group I ~~1000290904~~1000293955 AZCA 6820.1800 01-~~Jan~~Feb-2006 ~~150~~85,000.00 ~~148~~84,~~740~~609.7850 Loan Group I ~~1000293415~~5000185420 MDIL 2090.00 01-Jan-2006 50139,~~000.00 49,824.30 Loan Group I 1000296763 MD 59.39 01-Feb-2006 183,~~500.00 ~~182~~138,~~147~~752.4466 Loan Group I ~~1000297716~~5000187999 CAIL 20.00 01-Feb-2006 6180,~~400~~000.00 6179,~~187~~737.7327 Loan Group I ~~5000185890~~6000194682 ~~MN 15.00 01-Jan-2006 30,600.00 30,457.17 Loan Group I 6000191965~~ MD ~~77.78 01-Jan-2006 210,000.00 208,366.98 Loan Group I 6000193132 FL~~ 20.00 01-Jan-2006 8087,000.00 7986,~~682~~617.5005 Loan Group I ~~6000198274~~7000179690 FLCA 20.00 01-Feb-2006 5083,~~600~~200.00 5082,~~400~~868.5059 Loan Group III ~~7000178397~~1000291773 MDUT 2080.00 01-Jan-2006 78196,~~000~~176.00 77194,~~678~~602.~~53 Loan Group I 8000065181 NJ 78.43 01-Feb-2006 200,000.00 198,605.~~80 Loan Group III ~~8000072007~~1000293458 NJCA 7580.~~81 01-Feb-2006 163,000.~~00 ~~162,522.28 Loan Group I 8000072657 NY 24.24~~ 01-Feb-2006 80256,000.00 79255,~~537~~026.~~94 Loan Group II 1000281785 CA 71.94 01-Dec-2005 500,000.00 498,275.~~02 Loan Group II ~~1000292905~~1000293802 CANV 7568.0097 01-Jan-2006 ~~600~~500,000.00 ~~598~~498,~~624~~252.4573 Loan Group II ~~1000293977~~1000294149 MD 8590.00 01-Feb-2006 ~~300~~148,~~050~~500.00 ~~298~~148,~~370~~500.4500 Loan Group II ~~1000295196~~1000295158 CAUT 8580.00 01-~~Jan~~Feb-2006 ~~546~~288,~~550~~000.00 ~~545~~287,~~060~~261.7847 Loan Group II ~~1000295798~~1000295311 FLAZ 7490.7600 01-Feb-2006 78180,~~500~~000.00 78178,~~134~~885.2843 Loan Group II ~~1000296265~~1000296144 CAFL ~~69.64 01-Jan-2006 559,870.00 559,870.00 Loan Group II 1000296540 VA~~ 80.00 01-Feb-2006 ~~222~~315,~~400~~920.00 ~~221~~315,~~048~~109.7497 Loan Group II ~~1000296552~~1000296207 CAFL 80.00 01-Feb-2006 ~~438~~168,~~320~~800.00 ~~438~~167,~~320~~621.0008 Loan Group II ~~1000297907~~1000296550 CA 80.00 01-Feb-2006 ~~568~~260,000.00 ~~568~~258,~~000~~969.0025 Loan Group II ~~5000185078~~1000296745 MIMD 9085.00 01-~~Jan~~Feb-2006 67382,~~050~~500.00 66379,~~621~~342.7982 Loan Group II ~~5000187550~~1000297145 ILCA 8085.00 01-Feb-2006 ~~220~~467,~~800~~500.00 ~~220~~465,~~800~~975.0061 Loan Group II ~~5000188620~~1000297319 ILAZ 9585.00 01-~~Jan~~Feb-2006 ~~365~~131,750.00 ~~363~~131,~~893~~748.2383 Loan Group II ~~5000189783~~1000298447 NVMA 80.00 01-Feb-2006 ~~158~~358,~~904~~280.00 ~~158~~357,~~183~~160.7235 Loan Group II ~~5000191119~~5000186753 TXIL 8070.00 01-~~Feb~~Jan-2006 ~~720~~477,~~000~~400.00 ~~715~~475,~~499~~219.6035 Loan Group II ~~6000190126~~5000187008 FLIL ~~100~~80.00 01-Feb-2006 50616,000.00 49616,~~834.28 Loan Group II 6000190192 MD 74.42 01-Jan-2006 160,~~000.00 ~~159,261.17~~ Loan Group II ~~6000190261~~5000189215 FLIL 7479.7541 01-Feb-2006 ~~148~~675,000.00 ~~147~~669,~~080~~835.6194 Loan Group II ~~6000192307~~6000186216 MDFL 7175.~~90 01-Jan-2006 220,000.~~00 ~~218,483.86 Loan Group II 6000192988 FL 59.31~~ 01-~~Jan~~Feb-2006 ~~137~~232,~~000~~500.00 ~~136~~231,~~532~~212.2783 Loan Group II ~~6000193157~~6000192008 GA 80.00 01-~~Jan~~Feb-2006 9992,~~920~~000.00 9991,~~348~~415.0640 Loan Group II ~~6000194998~~6000192548 MDNY 4990.1100 01-Feb-2006 ~~550~~379,~~000~~800.00 ~~547~~376,~~774~~900.8268 Loan Group II ~~6000196177~~6000194082 NYFL 8068.0035 01-Feb-2006 ~~436~~108,~~720~~000.00 ~~434~~107,~~222~~665.6192 Loan Group II ~~6000196483~~6000195575 FLMD 3985.00 01-~~Feb~~Jan-2006 97178,500.00 97177,~~124~~328.5010 Loan Group II ~~6000196625~~6000196115 NC 6580.00 01-Jan-2006 ~~152~~124,~~750~~000.00 ~~152~~122,~~153~~945.3614 Loan Group II ~~6000197109~~6000197163 FL ~~100~~80.00 01-~~Jan~~Feb-2006 ~~102~~128,000.00 ~~101~~127,~~533~~701.8029 Loan Group II ~~6000198260~~6000197778 FL 7870.8100 01-Feb-2006 ~~199~~118,~~400~~300.00 ~~197~~117,~~999~~829.1859 Loan Group II ~~6000198852~~6000198433 PAFL ~~100~~70.00 01-Feb-2006 ~~447~~88,~~209~~200.00 ~~445~~87,~~473~~728.5290 Loan Group II ~~6000200170~~7000175617 MDFL 80.00 01-Feb-2006 ~~260~~165,~~000~~260.00 ~~258~~165,~~668~~260.3800 Loan Group II ~~6000200346~~7000177450 NJMD 9585.00 01-~~Feb~~Jan-2006 ~~394~~93,~~250~~415.00 ~~392~~92,~~147~~812.8471 Loan Group II ~~7000172862~~7000178424 CA 80.00 01-Jan-2006 ~~472~~704,000.00 ~~470~~699,~~767~~378.9044 Loan Group II ~~7000175768~~7000178724 CA 7880.5000 01-~~Jan~~Feb-2006 ~~478~~327,~~863~~358.00 ~~475~~327,~~550~~244.9611 Loan Group II ~~7000178728~~7000179175 HICA 7595.00 01-Feb-2006 ~~201~~361,~~750~~000.00 ~~200~~360,~~941~~995.3272 Loan Group II ~~7000179159~~7000179605 CA 7880.6800 01-Feb-2006 ~~358~~332,~~000~~800.00 ~~358~~332,~~000~~800.00 Loan Group II ~~7000179241~~8000064166 NY 8280.1700 01-~~Feb~~Dec-~~2006~~2005 ~~530~~332,000.00 ~~530~~330,~~000~~655.0013 Loan Group II ~~7000179556~~8000070022 MDNY 8090.00 01-Feb-2006 ~~340~~481,~~000~~500.00 ~~338~~477,~~036~~677.2047 Loan Group II ~~8000058051~~8000070569 NY 8570.00 01-~~Dec~~Feb-~~2005~~2006 68350,000.00 67347,~~676~~579.8280 Loan Group II ~~8000067487~~8000071114 PAVA 7075.00 01-Feb-2006 87101,~~500~~250.00 87100,~~222~~616.1363 Loan Group II ~~8000069277~~8000071911 VANJ 6180.3200 01-~~Jan~~Feb-2006 65560,000.00 64556,~~764~~242.2401 Loan Group II ~~8000069791~~8000072956 MDNJ 80.00 01-Feb-2006 ~~209,600.00~~ 208,~~340~~000.~~47 Loan Group II 8000070320 PA 88.67 01-Jan-2006 199,500.~~00 ~~198~~206,~~529~~658.9597 Loan Group II ~~8000070597~~1000295185 MAUT 9020.00 01-Feb-2006 ~~436~~72,~~500~~000.00 ~~436~~71,~~464~~731.9182 Loan Group II ~~8000071843~~1000296607 NJCA 8020.00 01-Feb-2006 ~~552~~65,000.00 ~~549~~64,~~115~~695.3090 Loan Group II ~~1000296470~~1000298484 CAMA 20.00 01-Feb-2006 9089,~~400~~570.00 9089,~~069~~094.8739 Loan Group II ~~1000296589~~7000175780 VAFL 20.00 01-Feb-2006 5541,~~600~~315.00 5541,~~437~~087.0336 Loan Group II ~~5000187565~~7000178833 ILCA 20.00 01-Feb-2006 5581,~~200~~839.00 5481,~~998~~583.0308 Loan Group II ~~6000193341~~7000179608 GACA 20.00 01-~~Jan~~Feb-2006 2480,~~980~~000.00 2479,~~435~~688.0301

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning Loan Group I ~~1000282070~~1000289441 Loan Paid in Full 0 6.~~850~~990% 360 9 Loan Group I ~~1000290812~~1000289702 Loan Paid in Full 0 7.200% 360 810 Loan Group I ~~1000291813~~1000292639 Loan Paid in Full 0 7.~~900% 360 7 Loan Group I 1000293060 Loan Paid in Full 0 8.550% 360 8 Loan Group I 1000294240 Loan Paid in Full 1 8.~~990% 360 89 Loan Group I ~~1000294458~~1000293873 Loan Paid in Full 0 ~~5.990% 360~~ 7 ~~Loan Group I 1000294542 Loan Paid in Full 0 8~~.~~700~~650% 360 89 Loan Group I ~~1000295172~~1000294741 Loan Paid in Full 0 7.990% 360 710 Loan Group I ~~1000295180~~1000295334 Loan Paid in Full 0 98.~~500~~750% 360 79 Loan Group I ~~1000295323~~1000295397 Loan Paid in Full 0 78.~~550~~500% 360 79 Loan Group I ~~1000295449~~1000296367 Loan Paid in Full 06 ~~7.550% 360 7 Loan Group I 1000295826 Loan Paid in Full 0~~ 11.150% 360 79 Loan Group I ~~1000295970~~1000296614 Loan Paid in Full ~~1 7.900% 360 7 Loan Group I 1000296143 Loan Paid in Full~~ 0 79.~~450~~500% 360 79 Loan Group I ~~1000297089~~1000296852 Loan Paid in Full 0 7.500% 360 79 Loan Group I ~~1000297397~~1000297029 Loan Paid in Full ~~(1) 7.400% 360 7 Loan Group I 1000298259 Loan Paid in Full~~ 0 7.~~990~~950% 360 ~~7 Loan Group I 5000175480 Loan Paid in Full 0~~ 9~~.050%~~ ~~360 9~~ Loan Group I ~~5000177120~~1000297958 Loan Paid in Full 0 8.~~050~~600% 360 9 Loan Group I ~~5000182595~~5000185317 Loan Paid in Full 0 ~~9.000% 360~~ 8 ~~Loan Group I 5000185805 Loan Paid in Full 0 7~~.~~500~~740% 360 810 Loan Group I ~~5000189240~~5000186636 Loan Paid in Full 0 79.~~900~~850% 360 79 Loan Group I ~~5000189456~~5000187091 Loan Paid in Full 0 7.~~850~~550% 360 79 Loan Group I ~~5000189972~~5000187593 Loan Paid in Full 0 68.990% 360 710 Loan Group I ~~5000190894~~5000187888 Loan Paid in Full 0 8.~~750~~500% 360 ~~7 Loan Group I 6000190640 Loan Paid in Full 0 8.150% 360 8 Loan Group I 6000191142 Loan Paid in Full 0 10.700% 360 8 Loan Group I 6000192540 Loan Paid in Full 0~~ 9~~.400%~~ ~~360 8~~ Loan Group I ~~6000193062~~5000189404 Loan Paid in Full 0 7.~~600~~790% 360 89 Loan Group I ~~6000193337~~5000190137 Loan Paid in Full 0 ~~6.990% 360~~ 8 ~~Loan Group I 6000193728 Loan Paid in Full 0 8~~.650% 360 79 Loan Group I ~~6000194863~~5000190228 Loan Paid in Full 02 711.~~400~~200% 360 79 Loan Group I ~~6000196013~~5000190984 Loan Paid in Full 0 79.~~050% 360 8 Loan Group I 6000196572 Loan Paid in Full 0 8.250% 360 7 Loan Group I 6000196750 Loan Paid in Full 0 7.~~650% 360 79 Loan Group I ~~6000196889~~5000191806 Loan Paid in Full 0 8.~~550~~190% 360 79 Loan Group I ~~6000197817~~6000185887 Loan Paid in Full 03 711.~~300~~900% 360 ~~7 Loan Group I 6000197905 Loan Paid in Full 0~~ 10~~.350%~~ ~~360 7~~ Loan Group I ~~6000198293~~6000189900 Loan Paid in Full 0 7.~~700% 360 7 Loan Group I 7000174363 Loan Paid in Full 0 7.~~990% 360 811 Loan Group I ~~7000176553~~6000193325 Loan Paid in Full 0 108.~~850~~750% 360 89 Loan Group I ~~7000177616~~6000193753 Loan Paid in Full 02 79.~~650~~400% 360 810 Loan Group I ~~7000178287~~6000193990 Loan Paid in Full 0 8.~~475~~650% 360 810 Loan Group I ~~7000178369~~6000194276 Loan Paid in Full ~~1 11.250% 360 8 Loan Group I 7000178927 Loan Paid in Full~~ 0 8.~~600~~550% 360 710 Loan Group I ~~8000066343~~6000194315 Loan Paid in Full 0 86.750% 360 810 Loan Group I ~~8000068420~~6000194623 Loan Paid in Full 0 8.~~950~~990% 360 79 Loan Group I ~~8000069071~~6000195450 Loan Paid in Full 0 67.~~990~~400% 360 89 Loan Group I ~~8000069136~~6000195730 Loan Paid in Full 01 8.~~850~~900% 360 710 Loan Group I ~~8000069375~~6000196378 Loan Paid in Full 0 97.~~000~~750% 360 89 Loan Group I ~~8000069861~~6000197199 Loan Paid in Full 0 89.~~100~~800% 360 ~~7 Loan Group I 8000070174 Loan Paid in Full 0~~ 9~~.150%~~ ~~360 7~~ Loan Group I ~~8000070348~~6000198603 Loan Paid in Full 0 87.~~600~~850% 360 ~~8 Loan Group I 8000070384 Loan Paid in Full 0~~ 9~~.700%~~ ~~360 7~~ Loan Group I ~~8000070695~~7000173228 Loan Paid in Full 0 6.~~600~~990% 360 810 Loan Group I ~~8000070838~~7000175547 Loan Paid in Full 0 98.~~300~~950% 360 710 Loan Group I ~~8000071339~~7000176132 Loan Paid in Full 0 9.400% 360 710 Loan Group I ~~8000071645~~8000067776 Loan Paid in Full 0 78.~~600~~200% 360 710 Loan Group I ~~8000072003~~8000068363 Loan Paid in Full 15 ~~9.800% 360 7 Loan Group I 8000073212 Loan Paid in Full 0~~ 8.~~500~~050% 360 79 Loan Group I ~~8000073366~~8000069238 Loan Paid in Full 0 97.500% 360 710 Loan Group I ~~8000073634~~8000071086 Loan Paid in Full 0 78.~~550~~350% 360 79 Loan Group I ~~1000290671~~8000072571 Loan Paid in Full 0 7.990% 360 89 Loan Group I ~~1000290904~~1000289517 Loan Paid in Full 0 69.~~450~~990% 360 89 Loan Group I ~~1000293415~~1000293955 Loan Paid in Full 0 10.~~750~~000% 360 89 Loan Group I ~~1000296763~~5000185420 Loan Paid in Full 0 69.~~500~~750% 360 710 Loan Group I ~~1000297716~~5000187999 Loan Paid in Full 0 1011.~~250~~575% 360 ~~7 Loan Group I 5000185890 Loan Paid in Full 0~~ 9~~.400%~~ ~~360 8~~ Loan Group I ~~6000191965~~6000194682 Loan Paid in Full 0 610.~~850~~675% 360 810 Loan Group I ~~6000193132~~7000179690 Loan Paid in Full 0 10.~~175~~675% 360 ~~8 Loan Group I 6000198274 Loan Paid in Full 0~~ 9~~.625%~~ ~~360 7~~ Loan Group III ~~7000178397~~1000291773 Loan Paid in Full 0 97.~~995~~750% 360 810 Loan Group III ~~8000065181~~1000293458 Loan Paid in Full 0 ~~6.790% 360~~ 7 ~~Loan Group I 8000072007 Loan Paid in Full 0 7~~.~~650~~100% 360 79 Loan Group III ~~8000072657~~1000293802 Loan Paid in Full 0 711.750% 360 710 Loan Group II ~~1000281785~~1000294149 Loan Paid in Full 20 78.~~450~~750% 360 9 Loan Group II ~~1000292905~~1000295158 Loan Paid in Full 0 8.~~500~~490% 360 89 Loan Group II ~~1000293977~~1000295311 Loan Paid in Full 0 78.~~900~~550% 360 79 Loan Group II ~~1000295196~~1000296144 Loan Paid in Full ~~0 7.900% 360 8 Loan Group II 1000295798 Loan Paid in Full~~ 1 8.~~990~~490% 360 79 Loan Group II ~~1000296265~~1000296207 Loan Paid in Full 0 ~~6.250% 360 8 Loan Group II 1000296540 Loan Paid in Full 0~~ 7.~~500~~950% 360 79 Loan Group II ~~1000296552~~1000296550 Loan Paid in Full 0 8.~~990~~600% 360 79 Loan Group II ~~1000297907~~1000296745 Loan Paid in Full 0 67.~~990~~100% 360 79 Loan Group II ~~5000185078~~1000297145 Loan Paid in Full 0 87.~~400~~650% 360 89 Loan Group II ~~5000187550~~1000297319 Loan Paid in Full (1) 7.~~125~~500% 360 79 Loan Group II ~~5000188620~~1000298447 Loan Paid in Full 0 87.~~990~~800% 360 89 Loan Group II ~~5000189783~~5000186753 Loan Paid in Full 0 810.~~950~~500% 360 710 Loan Group II ~~5000191119~~5000187008 Loan Paid in Full 0 7.~~350~~450% 360 79 Loan Group II ~~6000190126~~5000189215 Loan Paid in Full 0 107.~~450~~530% 360 79 Loan Group II ~~6000190192~~6000186216 Loan Paid in Full 0 9.~~450~~100% 360 89 Loan Group II ~~6000190261~~6000192008 Loan Paid in Full ~~1 10.350% 360 7 Loan Group II 6000192307 Loan Paid in Full~~ 0 8.~~600~~750% 360 89 Loan Group II ~~6000192988~~6000192548 Loan Paid in Full 05 107.~~900~~500% 360 89 Loan Group II ~~6000193157~~6000194082 Loan Paid in Full 02 811.~~400~~850% 360 89 Loan Group II ~~6000194998~~6000195575 Loan Paid in Full 0 98.~~500~~750% 360 710 Loan Group II ~~6000196177~~6000196115 Loan Paid in Full 0 7.~~800~~450% 360 710 Loan Group II ~~6000196483~~6000197163 Loan Paid in Full 0 108.950% 360 79 Loan Group II ~~6000196625~~6000197778 Loan Paid in Full 02 10.~~250~~700% 360 89 Loan Group II ~~6000197109~~6000198433 Loan Paid in Full 0 9.~~500~~900% 360 89 Loan Group II ~~6000198260~~7000175617 Loan Paid in Full 0 67.~~750~~025% 360 79 Loan Group II ~~6000198852~~7000177450 Loan Paid in Full 0 98.~~700~~850% 360 710 Loan Group II ~~6000200170~~7000178424 Loan Paid in Full 01 8.~~350~~750% 360 710 Loan Group II ~~6000200346~~7000178724 Loan Paid in Full 0 8.~~150~~350% 360 79 Loan Group II ~~7000172862~~7000179175 Loan Paid in Full 10 87.~~050~~850% 360 89 Loan Group II ~~7000175768~~7000179605 Loan Paid in Full 0 7.~~450~~250% 360 89 Loan Group II ~~7000178728~~8000064166 Loan Paid in Full 0 97.550% 360 711 Loan Group II ~~7000179159~~8000070022 Loan Paid in Full 0 67.~~900~~300% 360 79 Loan Group II ~~7000179241~~8000070569 Loan Paid in Full 0 68.~~490~~000% 360 79 Loan Group II ~~7000179556~~8000071114 Loan Paid in Full ~~(1)~~0 78.~~750~~500% 360 79 Loan Group II ~~8000058051~~8000071911 Loan Paid in Full 10 98.~~850~~150% 360 9 Loan Group II ~~8000067487~~8000072956 Loan Paid in Full 0 108.~~650~~350% 360 79 Loan Group II ~~8000069277~~1000295185 Loan Paid in Full 0 10.~~600~~990% 360 89 Loan Group II ~~8000069791~~1000296607 Loan Paid in Full 0 710.~~550~~990% 360 ~~7 Loan Group II 8000070320 Loan Paid in Full 0~~ 9~~.200%~~ ~~360 8~~ Loan Group II ~~8000070597~~1000298484 Loan Paid in Full ~~(1) 7.700% 360 7 Loan Group II 8000071843 Loan Paid in Full~~ 0 810.~~250~~525% 360 79 Loan Group II ~~1000296470~~7000175780 Loan Paid in Full 0 9.~~990~~125% 360 79 Loan Group II ~~1000296589~~7000178833 Loan Paid in Full 0 11.~~075~~800% 360 79 Loan Group II ~~5000187565~~7000179608 Loan Paid in Full ~~(1)~~2 10.~~000~~775% 360 ~~7 Loan Group II 6000193341 Loan Paid in Full 0 10.325% 180 8~~9

Prepayment - Voluntary Prepayments

Summary SMM CPR PSA Current Month 32.~~486~~767% Current Month 3428.~~676~~591% Current Month 21,~~319~~508.~~922~~669% 3 Month Average 3.~~120~~089% 3 Month Average 31.~~605~~336% 3 Month Average 21,~~469~~881.~~180~~012% 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. ~~Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A~~ Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 N/A N/A May-2006 N/A N/A Jun-2006 26.734% N/A Jun-2006 2,987.067% N/A Jul-2006 31.248% N/A Jul-2006 2,855.647% N/A Aug-2006 28.891% N/A Aug-2006 2,231.970% N/A Sep-2006 34.676% N/A Sep-2006 2,319.922% N/A Oct-2006 30.741% N/A Oct-2006 1,814.444% N/A Nov-2006 28.591% N/A Nov-2006 1,508.669% 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. Loan Group I SMM CPR PSA Current Month 54.~~760~~281% Current Month 5040.~~932~~849% Current Month 32,~~394~~147.~~072~~935% 3 Month Average 4.~~554~~685% 3 Month Average 4243.539% 3 Month Average 32,~~280~~608.~~276~~512% 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. ~~Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A~~ Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 N/A N/A May-2006 N/A N/A Jun-2006 33.456% N/A Jun-2006 3,716.883% N/A Jul-2006 39.082% N/A Jul-2006 3,554.076% N/A Aug-2006 37.603% N/A Aug-2006 2,892.679% N/A Sep-2006 50.932% N/A Sep-2006 3,394.072% N/A Oct-2006 38.837% N/A Oct-2006 2,283.528% N/A Nov-2006 40.849% N/A Nov-2006 2,147.935% 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. Loan Group I SMM CPR PSA Current Month 31.~~152~~302% Current Month 3114.~~912~~557% Current Month ~~2,110~~761.~~574~~502% 3 Month Average 32.~~022~~949% 3 Month Average 3029.~~662~~376% 3 Month Average 21,~~341~~768.~~678~~819% 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. ~~Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A~~ Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 N/A N/A May-2006 N/A N/A Jun-2006 17.983% N/A Jun-2006 1,972.511% N/A Jul-2006 24.452% N/A Jul-2006 2,198.825% N/A Aug-2006 35.622% N/A Aug-2006 2,715.635% N/A Sep-2006 31.912% N/A Sep-2006 2,110.574% N/A Oct-2006 41.657% N/A Oct-2006 2,434.381% N/A Nov-2006 14.557% N/A Nov-2006 761.502% 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. Loan Group II SMM CPR PSA Current Month 2.~~632~~362% Current Month 2724.~~390~~935% Current Month 1,~~840~~320.~~010~~282% 3 Month Average 2.~~571~~524% 3 Month Average 26.~~832~~407% 3 Month Average 21,~~121~~584.~~784~~615% 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. ~~Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A~~ Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 N/A N/A May-2006 N/A N/A Jun-2006 25.145% N/A Jun-2006 2,827.383% N/A Jul-2006 28.254% N/A Jul-2006 2,596.397% N/A Aug-2006 24.853% N/A Aug-2006 1,928.944% N/A Sep-2006 27.390% N/A Sep-2006 1,840.010% N/A Oct-2006 26.896% N/A Oct-2006 1,593.554% N/A Nov-2006 24.935% N/A Nov-2006 1,320.282% 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. Loan Group II SMM CPR PSA Current Month 0.~~367~~736% Current Month 48.~~321~~482% Current Month ~~287~~445.~~268~~174% 3 Month Average 10.~~066~~741% 3 Month Average 118.~~827~~486% 3 Month Average ~~988~~491.~~599~~583% 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. ~~Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A~~ Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 N/A N/A May-2006 N/A N/A Jun-2006 11.241% N/A Jun-2006 1,244.485% N/A Jul-2006 20.803% N/A Jul-2006 1,884.239% N/A Aug-2006 10.357% N/A Aug-2006 794.290% N/A Sep-2006 4.321% N/A Sep-2006 287.268% N/A Oct-2006 12.653% N/A Oct-2006 742.307% N/A Nov-2006 8.482% N/A Nov-2006 445.174% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Single Month Mortality (SMM): (Partial and full prepayments + Repurchases) / (Beginning Scheduled Balance - Scheduled Principal) Conditional PrePayment Rate (CPR): 1 - ((1 - SMM)^12) PSA Standard Prepayment Model: 100 * CPR / (0.2 * MIN(30,WAS)) Weighted Average Seasoning (WAS): sum((Original Term - Remaining Term)*(Current Scheduled Balance/Deal Scheduled Principal Balance))

Interest Rate Stratification Summary Loan Group I Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 5.250 0 0.00 0.000 0 0.00 0.000 5.250 5.749 2 365,~~815~~285.7584 0.~~044~~046 1 ~~160~~159,~~000~~967.0047 0.~~063~~068 5.750 6.249 46 17,~~321~~301,~~359~~706.6487 2.~~075~~200 19 5,~~224~~220,~~571~~090.8145 2.~~041~~222 6.250 6.749 ~~206~~201 6766,~~962~~340,~~709~~048.2532 8.~~141~~434 5957 1413,~~026~~418,~~532~~959.6715 5.~~479~~711 6.750 7.249 ~~435~~419 ~~131~~126,~~109~~982,~~781~~079.9738 1516.~~704~~144 ~~154~~144 3533,~~413~~169,~~451~~759.3078 1314.~~834~~118 7.250 7.749 ~~550~~515 ~~163~~151,~~754~~770,~~833~~747.5815 19.~~615~~296 ~~175~~164 3936,~~545~~952,~~246~~969.0354 15.~~448~~728 7.750 8.249 ~~590~~556 ~~153~~143,~~166~~656,~~842~~596.7022 18.~~347~~264 ~~247~~225 5347,~~674~~702,~~483~~301.2139 20.~~968~~303 8.250 8.749 ~~470~~444 ~~114~~108,~~882~~215,~~291~~821.2748 13.~~761~~758 ~~203~~191 4138,~~183~~277,~~605~~243.8572 16.~~088~~292 8.750 9.249 ~~389~~363 7367,~~105~~595,~~100~~152.5709 8.~~757~~594 ~~157~~146 3128,~~236~~917,~~737~~939.4736 12.~~202~~308 9.250 9.749 ~~303~~287 3734,~~279~~354,~~607~~339.4754 4.~~465~~368 7263 1211,~~986~~132,~~475~~514.6067 54.~~073~~738 9.750 10.249 ~~222~~210 2625,~~993~~147,~~679~~529.8003 3.~~233~~197 6154 1110,~~483~~146,~~833~~347.0247 4.~~486~~319 10.250 10.749 ~~196~~187 1716,~~788~~361,~~974~~854.4778 2.~~131~~080 1715 32,~~214~~902,~~472~~018.5949 1.~~256~~235 10.750 11.249 ~~170~~158 1413,~~577~~214,~~025~~820.4327 1.~~746~~680 1613 32,~~288~~700,~~940~~563.5913 1.~~285~~149 11.250 11.749 ~~138~~135 10,~~813~~414,~~198~~899.8135 1.~~295~~324 1615 2,~~903~~710,~~820~~123.6720 1.~~134~~154 11.750 12.249 4640 43,~~313~~425,~~043~~159.3764 0.~~517~~435 76 1,~~194~~086,~~486~~438.2146 0.~~467~~462 12.250 12.749 2221 1,~~167~~144,~~019~~245.5045 0.~~140~~145 3 449,~~733~~470.0835 0.~~176~~191 12.750 13.249 7 254,~~558~~190.6864 0.~~030~~032 0 0.00 0.000 >= 13.250 0 0.00 0.000 0 0.00 0.000 Total 3,~~792~~591 ~~834~~786,~~855~~544,~~842~~476.2605 100.000 1,~~207~~116 ~~255~~234,~~986~~946,~~390~~706.1063 100.000

Interest Rate Stratification (continued) Loan Group I Loan Group II Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 5.250 0 0.00 0.000 0 0.00 0.000 5.250 5.749 0 0.00 0.000 1 205,~~815~~318.7537 0.~~044~~046 5.750 6.249 3 1,~~156~~152,~~455~~315.8900 2.~~479~~621 23 10,~~428~~418,~~164~~675.2521 2.~~208~~320 6.250 6.749 2423 7,~~332~~090,~~814~~245.2855 1516.~~718~~129 ~~110~~108 4039,~~286~~525,~~023~~691.1660 8.~~528~~803 6.750 7.249 29 5,~~915~~905,~~941~~398.5759 1213.~~681~~434 ~~234~~228 8281,~~982~~119,~~349~~624.8843 1718.~~566~~067 7.250 7.749 2622 65,~~641~~402,~~472~~265.0959 1412.~~236~~289 ~~339~~319 ~~115~~107,~~449~~299,~~191~~738.5937 2423.~~439~~898 7.750 8.249 23 4,~~484~~478,~~281~~094.6761 910.~~612~~187 ~~315~~303 9390,~~905~~375,~~699~~425.2698 1920.~~879~~129 8.250 8.749 16 2,~~759~~754,~~493~~697.3748 56.~~915~~267 ~~244~~230 6966,~~856~~103,~~952~~262.3020 14.~~788~~723 8.750 9.249 4039 54,~~072~~922,~~329~~674.7244 1011.~~873~~198 ~~153~~141 3229,~~370~~419,~~432~~177.4726 6.~~852~~552 9.250 9.749 6057 3,~~489~~365,~~181~~173.0366 7.~~479~~655 8582 1413,~~119~~255,~~250~~427.0112 2.~~989~~952 9.750 10.249 3330 21,~~008~~679,~~923~~517.6885 43.~~306~~821 4039 5,~~706~~612,~~064~~744.1893 1.~~208~~250 10.250 10.749 6058 32,~~098~~925,~~268~~344.8995 6.~~641~~655 2624 32,~~403~~807,~~509~~223.6810 0.~~720~~625 10.750 11.249 4441 21,~~085~~901,~~153~~573.2759 4.~~470~~326 1413 1,~~956~~791,~~717~~812.1419 0.~~414~~399 11.250 11.749 4240 21,~~051~~855,~~017~~405.0894 4.~~396~~221 7 ~~780~~779,~~757~~992.3042 0.~~165~~174 11.750 12.249 87 ~~423~~393,~~305~~490.5579 0.~~907~~895 63 ~~943~~277,~~904~~610.7206 0.~~200~~062 12.250 12.749 4 ~~103~~102,~~765~~963.8015 0.~~222~~234 0 0.00 0.000 12.750 13.249 1 29,~~939~~923.7183 0.~~064~~068 0 0.00 0.000 >= 13.250 0 0.00 0.000 0 0.00 0.000 Total ~~413~~393 4643,~~652~~959,~~343~~085.6002 100.000 1,~~597~~521 ~~472~~448,~~394~~991,~~831~~723.6924 100.000

Interest Rate Stratification (continued) Loan Group II Current Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Range(%) Balance($) < 5.250 0 0.00 0.000 5.250 5.749 0 0.00 0.000 5.750 6.249 1 ~~512~~510,~~167~~626.6921 0.~~856~~871 6.250 6.749 13 6,~~317~~305,~~339~~152.1402 10.~~560~~751 6.750 7.249 18 6,~~798~~787,~~039~~296.2258 11.~~364~~573 7.250 7.749 10 2,~~118~~115,~~923~~773.8765 3.~~542~~608 7.750 8.249 5 1,~~102~~100,~~378~~774.5624 1.~~843~~877 8.250 8.749 7 1,~~082~~080,~~239~~618.7508 1.~~809~~843 8.750 9.249 3937 4,~~425~~335,~~600~~361.9103 7.~~398~~392 9.250 9.749 8685 6,~~684~~601,~~700~~224.8309 11.~~174~~256 9.750 10.249 8887 7,~~794~~708,~~858~~918.9278 13.~~030~~145 10.250 10.749 9390 87,~~072~~727,~~723~~268.3124 13.~~495~~176 10.750 11.249 9691 76,~~246~~820,~~214~~871.4336 1211.~~113~~630 11.250 11.749 73 5,~~077~~069,~~603~~377.7679 8.~~488~~644 11.750 12.249 2524 1,~~751~~667,~~346~~620.8933 2.~~928~~843 12.250 12.749 1514 ~~613~~591,~~520~~811.6295 1.~~026~~009 12.750 13.249 6 224,~~618~~266.9781 0.~~375~~382 >= 13.250 0 0.00 0.000 Total ~~575~~561 5958,~~822~~646,~~276~~961.8716 100.000

Filing Compare · SG Mortgage Securities Trust 2006-FRE1