10-D 1 has06op4_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: 333-131607-02 HSI Asset Securitization Corporation Trust 2006-OPT4 (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-131607 HSI Asset Securitization Corporation (Exact name of depositor as specified in its charter) HSBC Bank USA, National Association (Exact name of sponsor as specified in its charter) New York (State or other jurisdiction of incorporation or organization of the issuing entity) 54-2196735 54-2196736 54-2196737 54-2196827 54-6709423 (I.R.S. Employer Identification No.) c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Road Columbia, MD 21045 (Address of principal executive offices of the issuing entity) (Zip Code) (410) 884-2000 (Telephone number, including area code) Not Applicable (Former name, former address, if changed since last report) Registered/reporting pursuant to (check one) Title of Section Section Section Name of Exchange Class 12(b) 12(g) 15(d) (If Section 12(b)) I-A _____ _____ __X___ ____________ II-A1 _____ _____ __X___ ____________ II-A-2 _____ _____ __X___ ____________ II-A-3 _____ _____ __X___ ____________ II-A-4 _____ _____ __X___ ____________ II-A-5 _____ _____ __X___ ____________ A-IO _____ _____ __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___ ____________ X _____ _____ __X___ ____________ R _____ _____ __X___ ____________ P _____ _____ __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 HSI Asset Securitization Corporation Trust 2006-OPT4. The distribution report is attached as an Exhibit to this Form 10-D. Please see Item 9(b), Exhibit 99.1 for the related information. Part II - OTHER INFORMATION Item 9. Exhibits. (a) The following is a list of documents filed as part of this Report on Form 10-D: (99.1) Monthly report distributed to holders of HSI Asset Securitization Corporation Trust 2006-OPT4, 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. HSI Asset Securitization Corporation Trust 2006-OPT4 (Issuing Entity) Wells Fargo Bank, N.A. (Master Servicer) /s/ Kelly Rentz Kelly Rentz, Officer Date: December 12, 2006 EXHIBIT INDEX Exhibit Number Description EX-99.1 Monthly report distributed to holders of HSI Asset Securitization Corporation Trust 2006-OPT4, relating to the November 27, 2006 distribution. EX-99.1 HSI Asset Securitization Corporation Mortgage Pass-Through Certificates Distribution Date: 11/27/2006 HSI Asset Securitization Corporation Mortgage Pass-Through Certificates Series 2006-OPT4 Contact: Customer Service - CTSLink Wells Fargo Bank, N.A. Securities Administration Services 7485 New Horizon Way Frederick, MD 21703 www.ctslink.com Telephone: (301) 815-6600 Fax: (301) 815-6660

Certificateholder Distribution Summary Class CUSIP Certificate Beginning Interest Pass-Through Certificate Distribution Rate Balance I-A 40430KAB7 5.~~25125~~49000% ~~281~~234,~~425~~048,~~291~~740.5647 1,~~313~~177,~~630~~850.7229 II-A1 40430KAC5 5.~~14125~~38000% ~~273~~197,~~169~~859,~~040~~965.6538 1975,~~248,382~~779.5240 II-A-2 40430KAD3 5.~~19125~~43000% 54,883,000.00 ~~253~~273,~~254~~180.5513 II-A-3 40430KAE1 5.~~24125~~48000% 103,061,000.00 ~~480~~517,~~149~~709.7576 II-A-4 40430KAF8 5.~~33125~~57000% 17,500,000.00 8289,~~930~~352.5608 II-A-5 40430KAG6 0.00000% 10,000,000.00 0.00 A-IO 40430KAA9 1.50000% 0.00 ~~305~~244,~~021~~017.2803 M-1 40430KAH4 5.~~39125~~63000% 71,014,000.00 ~~340~~366,~~314~~491.8742 M-2 40430KAJ0 5.~~44125~~68000% 20,633,000.00 99107,~~794~~429.9415 M-3 40430KAK7 5.~~49125~~73000% 17,753,000.00 8693,~~654~~247.3763 M-4 40430KAL5 5.~~53125~~77000% 16,793,000.00 8288,~~565~~820.5898 M-5 40430KAM3 5.~~60125~~84000% 15,834,000.00 7884,~~835~~764.7368 M-6 40430KAN1 6.~~08125~~32000% 14,874,000.00 8086,~~402~~170.2304 M-7 40430KAP6 6.~~23125~~47000% 13,435,000.00 7479,~~414~~680.9775 M-8 40430KAQ4 7.~~03125~~27000% 9,116,000.00 5660,~~975~~750.0054 M-9 40430KAR2 7.~~58125~~82000% 4,798,000.00 3234,~~333~~393.1966 M-10 40430KAS0 7.~~58125~~82000% 9,596,000.00 6468,~~666~~787.3833 X 40430KAT8 0.00000% 12,475,520.43 1,~~525~~241,~~928~~599.24 R 40430KAV3 0.00000% 0.00 0.00 P 40430KAU5 0.00000% 100.00 ~~339~~558,~~604~~329.4805 Totals ~~946~~823,~~359~~674,~~952~~326.6428 6,~~545~~148,~~859~~353.3616

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses I-A 713,~~312~~633,~~078~~218.4884 0.00 ~~274~~220,~~113~~415,~~213~~521.0863 814,~~625~~811,~~709~~069.2013 0.00 II-A1 1619,~~142~~619,~~924~~603.9419 0.00 ~~257~~178,~~026~~240,~~115~~362.7119 1720,~~391~~595,~~307~~382.4659 0.00 II-A-2 0.00 0.00 54,883,000.00 ~~253~~273,~~254~~180.5513 0.00 II-A-3 0.00 0.00 103,061,000.00 ~~480~~517,~~149~~709.7576 0.00 II-A-4 0.00 0.00 17,500,000.00 8289,~~930~~352.5608 0.00 II-A-5 0.00 0.00 10,000,000.00 0.00 0.00 A-IO 0.00 0.00 0.00 ~~305~~244,~~021~~017.2803 0.00 M-1 0.00 0.00 71,014,000.00 ~~340~~366,~~314~~491.8742 0.00 M-2 0.00 0.00 20,633,000.00 99107,~~794~~429.9415 0.00 M-3 0.00 0.00 17,753,000.00 8693,~~654~~247.3763 0.00 M-4 0.00 0.00 16,793,000.00 8288,~~565~~820.5898 0.00 M-5 0.00 0.00 15,834,000.00 7884,~~835~~764.7368 0.00 M-6 0.00 0.00 14,874,000.00 8086,~~402~~170.2304 0.00 M-7 0.00 0.00 13,435,000.00 7479,~~414~~680.9775 0.00 M-8 0.00 0.00 9,116,000.00 5660,~~975~~750.0054 0.00 M-9 0.00 0.00 4,798,000.00 3234,~~333~~393.1966 0.00 M-10 0.00 0.00 9,596,000.00 6468,~~666~~787.3833 0.00 X 0.00 0.00 12,475,520.43 1,~~525~~241,~~928~~599.24 0.00 R 0.00 0.00 0.00 0.00 0.00 P 0.00 0.00 100.00 ~~339~~558,~~604~~329.4805 0.00 Totals 2333,~~455~~252,~~003~~822.4203 0.00 ~~922~~790,~~904~~421,~~949~~504.2225 3039,~~000~~401,~~862~~175.7819 0.00 As Master Servicer, Wells Fargo Bank, N.A. has independently calculated collateral information based on loan level data received from external parties, which may include the Servicers, Issuer and other parties to the transaction. Wells Fargo Bank, N.A. expressly disclaims any responsibility for the accuracy or completeness of information furnished to it by those third parties.

Principal Distribution Statement Class Original Beginning Scheduled UnScheduled Accretion Realized Face Certificate Principal Principal Loss Amount Balance Distribution Distribution I-A 284,847,000.00 ~~281~~234,~~425~~048,~~291~~740.5647 0.00 713,~~312~~633,~~078~~218.4884 0.00 0.00 II-A1 283,038,000.00 ~~273~~197,~~169~~859,~~040~~965.6538 0.00 1619,~~142~~619,~~924~~603.9419 0.00 0.00 II-A-2 54,883,000.00 54,883,000.00 0.00 0.00 0.00 0.00 II-A-3 103,061,000.00 103,061,000.00 0.00 0.00 0.00 0.00 II-A-4 17,500,000.00 17,500,000.00 0.00 0.00 0.00 0.00 II-A-5 10,000,000.00 10,000,000.00 0.00 0.00 0.00 0.00 A-IO 0.00 0.00 0.00 0.00 0.00 0.00 M-1 71,014,000.00 71,014,000.00 0.00 0.00 0.00 0.00 M-2 20,633,000.00 20,633,000.00 0.00 0.00 0.00 0.00 M-3 17,753,000.00 17,753,000.00 0.00 0.00 0.00 0.00 M-4 16,793,000.00 16,793,000.00 0.00 0.00 0.00 0.00 M-5 15,834,000.00 15,834,000.00 0.00 0.00 0.00 0.00 M-6 14,874,000.00 14,874,000.00 0.00 0.00 0.00 0.00 M-7 13,435,000.00 13,435,000.00 0.00 0.00 0.00 0.00 M-8 9,116,000.00 9,116,000.00 0.00 0.00 0.00 0.00 M-9 4,798,000.00 4,798,000.00 0.00 0.00 0.00 0.00 M-10 9,596,000.00 9,596,000.00 0.00 0.00 0.00 0.00 X 12,480,317.64 12,475,520.43 0.00 0.00 0.00 0.00 R 0.00 0.00 0.00 0.00 0.00 0.00 P 100.00 100.00 0.00 0.00 0.00 0.00 Totals 959,655,417.64 ~~946~~823,~~359~~674,~~952~~326.6428 0.00 2333,~~455~~252,~~003~~822.4203 0.00 0.00

Principal Distribution Statement (continued) Class Total Ending Ending Total Principal Certificate Certificate Principal Reduction Balance Percentage Distribution I-A 713,~~312~~633,~~078~~218.4884 ~~274~~220,~~113~~415,~~213~~521.0863 0.~~96231736~~77380321 713,~~312~~633,~~078~~218.4884 II-A1 1619,~~142~~619,~~924~~603.9419 ~~257~~178,~~026~~240,~~115~~362.7119 0.~~90809755~~62974004 1619,~~142~~619,~~924~~603.9419 II-A-2 0.00 54,883,000.00 1.00000000 0.00 II-A-3 0.00 103,061,000.00 1.00000000 0.00 II-A-4 0.00 17,500,000.00 1.00000000 0.00 II-A-5 0.00 10,000,000.00 1.00000000 0.00 A-IO 0.00 0.00 0.00000000 0.00 M-1 0.00 71,014,000.00 1.00000000 0.00 M-2 0.00 20,633,000.00 1.00000000 0.00 M-3 0.00 17,753,000.00 1.00000000 0.00 M-4 0.00 16,793,000.00 1.00000000 0.00 M-5 0.00 15,834,000.00 1.00000000 0.00 M-6 0.00 14,874,000.00 1.00000000 0.00 M-7 0.00 13,435,000.00 1.00000000 0.00 M-8 0.00 9,116,000.00 1.00000000 0.00 M-9 0.00 4,798,000.00 1.00000000 0.00 M-10 0.00 9,596,000.00 1.00000000 0.00 X 0.00 12,475,520.43 0.99961562 0.00 R 0.00 0.00 0.00000000 0.00 P 0.00 100.00 1.00000000 0.00 Totals 2333,~~455~~252,~~003~~822.4203 ~~922~~790,~~904~~421,~~949~~504.2225 0.~~96170452~~82365137 2333,~~455~~252,~~003~~822.4203

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution I-A 284,847,000.00 ~~987~~821.~~98755669~~66475501 0.00000000 2547.~~67019656~~86154967 0.00000000 II-A1 283,038,000.00 ~~965~~699.~~13203404~~05795469 0.00000000 5769.~~03447926~~31791205 0.00000000 II-A-2 54,883,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 II-A-3 103,061,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 II-A-4 17,500,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 II-A-5 10,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A-IO 0.00 0.00000000 0.00000000 0.00000000 0.00000000 M-1 71,014,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-2 20,633,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-3 17,753,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-4 16,793,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-5 15,834,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-6 14,874,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-7 13,435,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-8 9,116,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-9 4,798,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-10 9,596,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 X 12,480,317.64 999.61561796 0.00000000 0.00000000 0.00000000 R 0.00 0.00000000 0.00000000 0.00000000 0.00000000 P 100.00 1000.00000000 0.00000000 0.00000000 0.00000000

Principal Distribution Factors Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution I-A 0.00000000 2547.~~67019656~~86154967 ~~962~~773.~~31736013~~80320533 0.~~96231736~~77380321 2547.~~67019656~~86154967 II-A1 0.00000000 5769.~~03447926~~31791205 ~~908~~629.~~09755478~~74004264 0.~~90809755~~62974004 5769.~~03447926~~31791205 II-A-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 II-A-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 II-A-4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 II-A-5 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A-IO 0.00000000 0.00000000 0.00000000 0.00000000 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 X 0.00000000 0.00000000 999.61561796 0.99961562 0.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 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 I-A 0510/25/06 - 0611/2526/06 3233 5.~~25125~~49000% ~~281~~234,~~425~~048,~~291~~740.5647 1,~~313~~177,~~630~~850.7229 0.00 II-A1 0510/25/06 - 0611/2526/06 3233 5.~~14125~~38000% ~~273~~197,~~169~~859,~~040~~965.6538 1975,~~248,382~~779.5240 0.00 II-A-2 0510/25/06 - 0611/2526/06 3233 5.~~19125~~43000% 54,883,000.00 ~~253~~273,~~254~~180.5513 0.00 II-A-3 0510/25/06 - 0611/2526/06 3233 5.~~24125~~48000% 103,061,000.00 ~~480~~517,~~149~~709.7576 0.00 II-A-4 0510/25/06 - 0611/2526/06 3233 5.~~33125~~57000% 17,500,000.00 8289,~~930~~352.5608 0.00 II-A-5 N/A N/A 0.00000% 10,000,000.00 0.00 0.00 A-IO 0510/01/06 - 0510/30/06 30 1.50000% ~~244~~195,~~017~~213,~~027~~622.7823 ~~305~~244,~~021~~017.2803 0.00 M-1 0510/25/06 - 0611/2526/06 3233 5.~~39125~~63000% 71,014,000.00 ~~340~~366,~~314~~491.8742 0.00 M-2 0510/25/06 - 0611/2526/06 3233 5.~~44125~~68000% 20,633,000.00 99107,~~794~~429.9415 0.00 M-3 0510/25/06 - 0611/2526/06 3233 5.~~49125~~73000% 17,753,000.00 8693,~~654~~247.3763 0.00 M-4 0510/25/06 - 0611/2526/06 3233 5.~~53125~~77000% 16,793,000.00 8288,~~565~~820.5898 0.00 M-5 0510/25/06 - 0611/2526/06 3233 5.~~60125~~84000% 15,834,000.00 7884,~~835~~764.7368 0.00 M-6 0510/25/06 - 0611/2526/06 3233 6.~~08125~~32000% 14,874,000.00 8086,~~402~~170.2304 0.00 M-7 0510/25/06 - 0611/2526/06 3233 6.~~23125~~47000% 13,435,000.00 7479,~~414~~680.9775 0.00 M-8 0510/25/06 - 0611/2526/06 3233 7.~~03125~~27000% 9,116,000.00 5660,~~975~~750.0054 14,~~038~~823.3693 M-9 0510/25/06 - 0611/2526/06 3233 7.~~58125~~82000% 4,798,000.00 3234,~~333~~393.1966 24,~~892~~957.2096 M-10 0510/25/06 - 0611/2526/06 3233 7.~~58125~~82000% 9,596,000.00 6468,~~666~~787.3833 59,~~784~~915.4192 X N/A N/A 0.00000% 12,475,520.43 0.00 0.00 R N/A N/A 0.00000% 0.00 0.00 0.00 P N/A N/A 0.00000% 100.00 0.00 0.00 Totals 4,~~680~~348,~~326~~424.6487 919,~~714~~697.9781

Interest Distribution Statement (continued) Class Current Non-Supported Total Remaining Ending Interest Interest Interest Unpaid Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance I-A 0.00 0.00 1,~~313~~177,~~630~~850.7229 0.00 ~~274~~220,~~113~~415,~~213~~521.0863 II-A1 0.00 0.00 1975,~~248,382~~779.5240 0.00 ~~257~~178,~~026~~240,~~115~~362.7119 II-A-2 0.00 0.00 ~~253~~273,~~254~~180.5513 0.00 54,883,000.00 II-A-3 0.00 0.00 ~~480~~517,~~149~~709.7576 0.00 103,061,000.00 II-A-4 0.00 0.00 8289,~~930~~352.5608 0.00 17,500,000.00 II-A-5 0.00 0.00 0.00 0.00 10,000,000.00 A-IO 0.00 0.00 ~~305~~244,~~021~~017.2803 0.00 ~~244~~195,~~017~~213,~~027~~622.7823 M-1 0.00 0.00 ~~340~~366,~~314~~491.8742 0.00 71,014,000.00 M-2 0.00 0.00 99107,~~794~~429.9415 0.00 20,633,000.00 M-3 0.00 0.00 8693,~~654~~247.3763 0.00 17,753,000.00 M-4 0.00 0.00 8288,~~565~~820.5898 0.00 16,793,000.00 M-5 0.00 0.00 7884,~~835~~764.7368 0.00 15,834,000.00 M-6 0.00 0.00 8086,~~402~~170.2304 0.00 14,874,000.00 M-7 0.00 0.00 7479,~~414~~680.9775 0.00 13,435,000.00 M-8 14,~~038~~823.3693 0.00 5660,~~975~~750.0054 0.00 9,116,000.00 M-9 24,~~892~~957.2096 0.00 3234,~~333~~393.1966 0.00 4,798,000.00 M-10 59,~~784~~915.4192 0.00 6468,~~666~~787.3833 0.00 9,596,000.00 X 0.00 0.00 1,~~525~~241,~~928~~599.24 0.00 12,475,520.43 R 0.00 0.00 0.00 0.00 0.00 P 0.00 0.00 ~~339~~558,~~604~~329.4805 0.00 100.00 Totals 919,~~714~~697.9781 0.00 6,~~545~~148,~~859~~353.3616 0.00 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls,if applicable.

Interest Distribution Factors Statement Class Original Current Beginning Current Payment of Face Certificate Certificate/ Accrued Unpaid Interest Amount Rate Notional Interest Shortfall (1) Balance I-A 284,847,000.00 5.~~25125~~49000% ~~987~~821.~~98755669~~66475501 4.~~61170635~~13502789 0.00000000 II-A1 283,038,000.00 5.~~14125~~38000% ~~965~~699.~~13203404~~05795469 43.~~41065341~~44752083 0.00000000 II-A-2 54,883,000.00 5.~~19125~~43000% 1000.00000000 4.~~61444436~~97749995 0.00000000 II-A-3 103,061,000.00 5.~~24125~~48000% 1000.00000000 45.~~65888891~~02333337 0.00000000 II-A-4 17,500,000.00 5.~~33125~~57000% 1000.00000000 45.~~73888914~~10583314 0.00000000 II-A-5 10,000,000.00 0.00000% 1000.00000000 0.00000000 0.00000000 A-IO 0.00 1.50000% ~~1000~~800.~~00000000~~00000002 1.~~24999998~~00000001 0.00000000 M-1 71,014,000.00 5.~~39125~~63000% 1000.00000000 45.~~79222224~~16083336 0.00000000 M-2 20,633,000.00 5.~~44125~~68000% 1000.00000000 45.~~83666651~~20666651 0.00000000 M-3 17,753,000.00 5.~~49125~~73000% 1000.00000000 45.~~88111136~~25249986 0.00000000 M-4 16,793,000.00 5.~~53125~~77000% 1000.00000000 45.~~91666647~~28916691 0.00000000 M-5 15,834,000.00 5.~~60125~~84000% 1000.00000000 45.~~97888910~~35333333 0.00000000 M-6 14,874,000.00 6.~~08125~~32000% 1000.00000000 5.~~40555533~~79333333 0.00000000 M-7 13,435,000.00 6.~~23125~~47000% 1000.00000000 5.~~53888872~~93083364 0.00000000 M-8 9,116,000.00 7.~~03125~~27000% 1000.00000000 6.~~25000000~~66416630 0.~~11390522~~52917179 M-9 4,798,000.00 7.~~58125~~82000% 1000.00000000 67.~~73888912~~16833264 01.~~60279283~~03333889 M-10 9,596,000.00 7.~~58125~~82000% 1000.00000000 67.~~73888912~~16833368 01.~~60279387~~03333889 X 12,480,317.64 0.00000% 999.61561796 0.00000000 0.00000000 R 0.00 0.00000% 0.00000000 0.00000000 0.00000000 P 100.00 0.00000% 1000.00000000 0.00000000 0.00000000

Interest Distribution Factors Statement (continued) Class Current Non-Supported Total Remaining Unpaid Ending Interest Interest Interest Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance I-A 0.00000000 0.00000000 4.~~61170635~~13502789 0.00000000 ~~962~~773.~~31736013~~80320533 II-A1 0.00000000 0.00000000 43.~~41065341~~44752083 0.00000000 ~~908~~629.~~09755478~~74004264 II-A-2 0.00000000 0.00000000 4.~~61444436~~97749995 0.00000000 1000.00000000 II-A-3 0.00000000 0.00000000 45.~~65888891~~02333337 0.00000000 1000.00000000 II-A-4 0.00000000 0.00000000 45.~~73888914~~10583314 0.00000000 1000.00000000 II-A-5 0.00000000 0.00000000 0.00000000 0.00000000 1000.00000000 A-IO 0.00000000 0.00000000 1.~~24999998~~00000001 0.00000000 ~~1000~~800.~~00000000~~00000002 M-1 0.00000000 0.00000000 45.~~79222224~~16083336 0.00000000 1000.00000000 M-2 0.00000000 0.00000000 45.~~83666651~~20666651 0.00000000 1000.00000000 M-3 0.00000000 0.00000000 45.~~88111136~~25249986 0.00000000 1000.00000000 M-4 0.00000000 0.00000000 45.~~91666647~~28916691 0.00000000 1000.00000000 M-5 0.00000000 0.00000000 45.~~97888910~~35333333 0.00000000 1000.00000000 M-6 0.00000000 0.00000000 5.~~40555533~~79333333 0.00000000 1000.00000000 M-7 0.00000000 0.00000000 5.~~53888872~~93083364 0.00000000 1000.00000000 M-8 0.~~11390522~~52917179 0.00000000 6.~~25000000~~66416630 0.00000000 1000.00000000 M-9 01.~~60279283~~03333889 0.00000000 67.~~73888912~~16833264 0.00000000 1000.00000000 M-10 01.~~60279387~~03333889 0.00000000 67.~~73888912~~16833368 0.00000000 1000.00000000 X 0.00000000 0.00000000 ~~122~~99.~~26677910~~48458652 0.00000000 999.61561796 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 P 0.00000000 0.00000000 ~~3396044~~5583290.~~80000000~~50000000 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 2937,~~237~~723,~~311~~600.1207 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0.00 Servicer Advances ~~569~~1,~~709~~035,683.9878 Gains & Subsequent Recoveries (Realized Losses) 0(79,567.0028) Prepayment Penalties ~~339~~558,~~604~~329.4805 Swap/Cap Payments 94372,~~770~~480.3412 Total Deposits 3039,~~241~~610,~~395~~525.9274 Withdrawals Swap Payments 0.00 Reserve Funds and Credit Enhancements 0.00 Total Administration Fees ~~240~~209,~~533~~350.1455 Payment of Interest and Principal 3039,~~000~~401,~~862~~175.7819 Total Withdrawals (Pool Distribution Amount) 3039,~~241~~610,~~395~~525.9274 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

ADMINISTRATION FEES Gross Servicing Fee* ~~236~~205,~~589~~918.9857 Master Servicing Fee - Wells Fargo Bank, N.A. 3,~~943~~431.1698 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~240~~209,~~533~~350.1455 *Servicer Payees include: OPTION ONE

Reserve and Guaranty Funds Account Name Beginning Current Current Ending Balance Withdrawals Deposits Balance Cap Account 500.00 0.00 0.00 500.00 Excess Reserve Fund Account 1,000.00 919,~~714~~697.9780 919,~~714~~697.9780 1,000.00 Supplemental Interest Trust Account 0.00 94372,~~770~~480.3412 94372,~~770~~480.3412 0.00 Swap Account 500.00 94372,~~770~~480.3412 94372,~~770~~480.3412 500.00 Hedge Funds Account Name Funds In (A) Funds Out(B) Net Amount(A - B) Cap Agreement- Bear Stearns 0.00 0.00 0.00 Swap Agreement - Bear Stearns 43,~~280~~948,~~460~~829.3606 43,~~185~~576,~~690~~348.02 94 372,~~770~~480.3412

COLLATERAL STATEMENT Collateral Description Mixed ARM Weighted Average Gross Coupon 8.~~054391~~022290% Weighted Average Net Coupon 7.~~754139~~722290% Weighted Average Pass-Through Rate 7.~~749138~~717290% Weighted Average Remaining Term ~~354~~349 Beginning Scheduled Collateral Loan Count 4,~~843~~276 Number Of Loans Paid In Full ~~110~~157 Ending Scheduled Collateral Loan Count 4,~~733~~119 Beginning Scheduled Collateral Balance ~~946~~823,~~359~~674,~~952~~326.6428 Ending Scheduled Collateral Balance ~~922~~790,~~904~~421,~~949~~504.2225 Ending Actual Collateral Balance at 31-~~May~~Oct-2006 ~~923~~790,~~343~~955,~~387~~762.6388 Monthly P&I Constant 65,~~800~~915,~~672~~990.5174 Special Servicing Fee 0.00 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount ~~339~~558,~~604~~329.4805 Prepayment Penalty Paid Count 5794 Realized Loss Amount 079,567.0028 Cumulative Realized Loss 0232,775.0036 Scheduled Principal ~~448~~409,~~910~~528.2583 Unscheduled Principal 2332,~~006~~843,~~093~~293.1720 Extra Principal Distribution Amount 077,415.0046 Excess Cash Amount 1,~~535~~261,~~643~~297.2105

Group Level Collateral Statement Group Group I Group II Collateral Description Mixed ARM Mixed ARM Weighted Average Coupon Rate 7.~~825584~~802223 8.~~194111~~156552 Weighted Average Net Rate 7.~~525584~~502223 7.~~894111~~856552 Pass-Through Rate 7.~~520584~~497223 7.~~889111~~851552 Weighted Average Remaining Term ~~353~~348 ~~354~~350 Record Date 0510/31/2006 0510/31/2006 Principal And Interest Constant 2,~~548~~215,~~703~~691.1495 43,~~251~~700,~~969~~298.3779 Beginning Loan Count 21,~~079~~829 2,~~764~~447 Loans Paid in Full 4773 6384 Ending Loan Count 21,~~032~~756 2,~~701~~363 Beginning Scheduled Balance ~~359~~312,~~440~~106,~~624~~312.4074 ~~586~~511,~~919~~568,~~328~~013.2454 Ending Scheduled Balance ~~352~~298,~~128~~437,~~545~~166.9270 ~~570~~491,~~776~~984,~~403~~337.3055 Scheduled Principal ~~204~~186,~~675~~422.8664 ~~244~~223,~~234~~106.3919 Unscheduled Principal 713,~~107~~482,~~402~~723.6240 1519,~~898~~360,~~690~~569.5580 Scheduled Interest 2,~~344~~029,~~027~~269.2831 43,~~007~~477,~~734~~192.9860 Servicing Fees 8978,~~860~~026.1557 ~~146~~127,~~729~~892.8300 Master Servicing Fees 1,~~497~~300.6745 2,~~445~~131.4953 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 0.00 0.00 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest 21,~~252~~949,~~669~~942.4629 3,~~858~~347,~~559~~169.6607 Realized Loss Amount 069,818.0034 09,748.0094 Cumulative Realized Loss 090,963.0052 0141,811.0084 Percentage of Cumulative Losses 0.~~0000~~0251 0.~~0000~~0238 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 99194,~~379~~796.3219 ~~240~~363,~~225~~532.1686 Prepayment Penalty Paid Count 2542 3252 Special Servicing Fee 0.00 0.00

Group Level Collateral Statement Group Total Collateral Description Mixed ARM Weighted Average Coupon Rate 8.~~054391~~022290 Weighted Average Net Rate 7.~~754139~~722290 Pass-Through Rate 7.~~749138~~717290 Weighted Average Remaining Term ~~354~~349 Record Date 0510/31/2006 Principal And Interest Constant 65,~~800~~915,~~672~~990.5174 Beginning Loan Count 4,~~843~~276 Loans Paid in Full ~~110~~157 Ending Loan Count 4,~~733~~119 Beginning Scheduled Balance ~~946~~823,~~359~~674,~~952~~326.6428 Ending Scheduled Balance ~~922~~790,~~904~~421,~~949~~504.2225 Scheduled Principal ~~448~~409,~~910~~528.2583 Unscheduled Principal 2332,~~006~~843,~~093~~293.1720 Scheduled Interest 65,~~351~~506,~~762~~461.2691 Servicing Fees ~~236~~205,~~589~~918.9857 Master Servicing Fees 3,~~943~~431.1698 Trustee Fee 0.00 FRY Amount 0.00 Special Hazard Fee 0.00 Other Fee 0.00 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 65,~~111~~297,~~229~~111.1236 Realized Loss Amount 079,567.0028 Cumulative Realized Loss 0232,775.0036 Percentage of Cumulative Losses 0.~~0000~~0243 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount ~~339~~558,~~604~~329.4805 Prepayment Penalty Paid Count 5794 Special Servicing Fee 0.00

Additional Reporting - Deal Level Informational Reporting Credit Enhancement Percentage 2226.~~355674~~102734% Senior Enhancement Percentage 43.000000% Cumulative Loss Percentage 0.~~000000~~024193% Structural Reporting Net Monthly Excess Cash Flow 1,~~535~~261,~~643~~297.2105 Overcollateralization Amount 12,475,520.43 Overcollateralization Deficiency 0.00 Overcollateralization Reduction Amount 0.00 Excess Overcollateralization Amount 0.00 Overcollateralization Target Amount 12,475,520.43 Trigger Event Reporting Delinquency Test Trigger Result Pass Threshold Value 89.~~316311~~710217% Calculated Value 05.~~690532~~768644% Cumulative Loss Test Trigger Result Pass Threshold Value 1.350000% Calculated Value 0.~~000000~~024193% Trigger Event Trigger Result Pass

LOAN STATUS STRATIFICATION/CREDIT ENHANCEMENT STATEMENT DELINQUENT BANKRUPTCY FORECLOSURE REO Total No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 26 0 0 26 ~~484~~1,~~516~~291,352.4357 0.00 0.00 ~~484~~1,~~516~~291,352.4357 30 Days 99130 01 0 0 99131 1727,~~724~~781,~~361~~696.8324 059,198.0020 0.00 0.00 1727,~~724~~840,~~361~~894.8344 60 Days 2749 02 1625 0 4376 59,~~781~~517,~~073~~485.8502 0151,512.0071 24,~~778~~494,~~974~~575.1218 0.00 814,~~560~~163,~~047~~572.9791 90 Days 1226 07 1229 02 2464 13,~~512~~889,~~870~~895.4083 01,063,364.0036 26,~~506~~074,~~164~~561.4116 0147,561.0094 411,~~019~~175,~~034~~383.8129 120 Days 117 05 123 0 245 ~~118~~4,~~647~~233,947.1856 0476,007.0036 734,~~421~~413,528.6036 0.00 ~~192~~9,~~068~~123,483.7828 150 Days 012 04 020 01 037 01,685,791.0072 0739,609.0019 03,903,359.0048 091,086.0030 06,419,846.0069 180+ Days 016 06 041 017 080 02,270,189.0070 01,029,717.0064 07,651,398.0015 02,958,763.0023 013,910,068.0072 Totals ~~139~~250 231 29138 020 ~~170~~439 2549,~~136~~379,~~953~~006.2607 ~~484~~4,~~516~~810,762.4303 526,~~358~~537,~~560~~422.1333 03,197,411.0047 3083,~~980~~924,~~029~~601.8290 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.~~042256~~145666% 0.000000% 0.000000% 0.~~042256~~145666% 0.~~052474~~163265% 0.000000% 0.000000% 0.~~052474~~163265% 30 Days 23.~~091697~~156106% 0.~~000000~~024278% 0.000000% 0.000000% 23.~~091697~~180384% 13.~~919585~~512421% 0.~~000000~~007484% 0.000000% 0.000000% 13.~~919585~~519905% 60 Days 01.~~570463~~189609% 0.~~000000~~048555% 0.~~338052~~606943% 0.000000% 01.~~908515~~845108% 01.~~626102~~203289% 0.~~000000~~019156% 0.~~300969~~568246% 0.000000% 01.~~927071~~790691% 90 Days 0.~~253539~~631221% 0.~~000000~~169944% 0.~~253539~~704054% 0.~~000000~~048555% 01.~~507078~~553775% 0.~~163847~~491797% 0.~~000000~~134440% 0.~~271423~~768003% 0.~~000000~~018656% 01.~~435270~~412896% 120 Days 0.~~021128~~412722% 0.~~000000~~121389% 0.~~021128~~558388% 0.000000% 01.~~042256~~092498% 0.~~012850~~535295% 0.~~000000~~060181% 0.~~007952~~557999% 0.000000% 01.~~020801~~153476% 150 Days 0.~~000000~~291333% 0.~~000000~~097111% 0.~~000000~~485555% 0.~~000000~~024278% 0.~~000000~~898276% 0.~~000000~~213134% 0.~~000000~~093508% 0.~~000000~~493499% 0.~~000000~~011516% 0.~~000000~~811657% 180+ Days 0.~~000000~~388444% 0.~~000000~~145666% 0.~~000000~~995387% 0.~~000000~~412722% 01.~~000000~~942219% 0.~~000000~~287019% 0.~~000000~~130187% 0.~~000000~~967361% 0.~~000000~~374074% 01.~~000000~~758641% Totals 26.~~936827~~069434% 0.~~042256~~752610% 03.~~612719~~350328% 0.~~000000~~485555% 310.~~591802~~657927% 26.~~722384~~242954% 0.~~052474~~608221% 03.~~580343~~355108% 0.~~000000~~404247% 310.~~355201~~610530%

Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance ~~569~~1,~~709~~035,683.9878

Delinquency Status By ~~Groups~~Group DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group I No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 01 0 0 01 0174,590.0096 0.00 0.00 0174,590.0096 30 Days 4251 0 0 0 4251 610,~~893~~212,~~898~~203.6071 0.00 0.00 0.00 610,~~893~~212,~~898~~203.6071 60 Days 319 02 49 0 730 ~~329~~2,~~581~~743,464.6933 0151,512.0071 ~~780~~1,~~986~~712,773.7994 0.00 14,~~110~~607,~~568~~750.4898 90 Days 59 01 46 0 916 ~~623~~1,~~335~~201,245.0827 0316,294.0075 1,~~049~~420,~~699~~531.3527 0.00 12,~~673~~938,~~034~~071.4329 120 Days 06 0 1 6 0 113 01,170,533.0013 030,948.0058 731,~~421~~170,883.6082 0.00 732,~~421~~372,365.6053 150 Days 04 01 05 0 010 0364,619.0098 079,871.0071 0873,018.0024 0.00 01,317,509.0093 180+ Days 04 02 013 06 025 0451,631.0056 0410,943.0028 02,345,452.0017 01,023,782.0030 04,231,809.0031 Totals 5093 08 939 06 59146 716,~~846~~143,~~815~~697.3798 01,164,161.0099 17,~~904~~522,~~107~~659.7444 01,023,782.0030 925,~~750~~854,~~923~~301.1171 0-29 Days 0.~~000000~~056948% 0.000000% 0.000000% 0.~~000000~~056948% 0.~~000000~~058458% 0.000000% 0.000000% 0.~~000000~~058458% 30 Days 2.~~066929~~904328% 0.000000% 0.000000% 0.000000% 2.~~066929~~904328% 13.~~956702~~419319% 0.000000% 0.000000% 0.000000% 13.~~956702~~419319% 60 Days 01.~~147638~~082005% 0.~~000000~~113895% 0.~~196850~~512528% 0.000000% 01.~~344488~~708428% 0.~~093545~~918585% 0.~~000000~~050731% 0.~~221668~~573482% 0.000000% 01.~~315214~~542798% 90 Days 0.~~246063~~512528% 0.~~000000~~056948% 0.~~196850~~341686% 0.000000% 0.~~442913~~911162% 0.~~176922~~402209% 0.~~000000~~105904% 0.~~297937~~475632% 0.000000% 0.~~474859~~983745% 120 Days 0.~~000000~~341686% 0.~~000000~~056948% 0.~~049213~~341686% 0.000000% 0.~~049213~~740319% 0.~~000000~~391926% 0.~~000000~~010362% 0.~~020839~~392043% 0.000000% 0.~~020839~~794331% 150 Days 0.~~000000~~227790% 0.~~000000~~056948% 0.~~000000~~284738% 0.000000% 0.~~000000~~569476% 0.~~000000~~122085% 0.~~000000~~026743% 0.~~000000~~292310% 0.000000% 0.~~000000~~441138% 180+ Days 0.~~000000~~227790% 0.~~000000~~113895% 0.~~000000~~740319% 0.~~000000~~341686% 01.~~000000~~423690% 0.~~000000~~151218% 0.~~000000~~137595% 0.~~000000~~785320% 0.~~000000~~342790% 01.~~000000~~416923% Totals 25.~~460630~~296128% 0.~~000000~~455581% 02.~~442913~~220957% 0.~~000000~~341686% 28.~~903543~~314351% 25.~~227169~~405342% 0.~~000000~~389793% 02.~~540445~~518787% 0.~~000000~~342790% 28.~~767614~~656711% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group II No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 25 0 0 25 ~~484~~1,~~516~~116,761.4361 0.00 0.00 ~~484~~1,~~516~~116,761.4361 30 Days 5779 01 0 0 5780 1017,~~830~~569,~~463~~492.2353 059,198.0020 0.00 0.00 1017,~~830~~628,~~463~~690.2373 60 Days 2430 0 1216 0 3646 56,~~451~~774,~~492~~020.1669 0.00 12,~~997~~781,~~987~~801.3324 0.00 79,~~449~~555,~~479~~821.4993 90 Days 717 06 823 02 1548 ~~889~~2,~~535~~688,650.3256 0747,069.0061 14,~~456~~654,~~465~~029.0689 0147,561.0094 28,~~346~~237,~~000~~312.3800 120 Days 111 04 017 0 132 ~~118~~3,~~647~~063,414.1843 0445,058.0078 03,242,644.0054 0.00 ~~118~~6,~~647~~751,117.1875 150 Days 08 03 015 01 027 01,321,171.0074 0659,737.0048 03,030,341.0024 091,086.0030 05,102,336.0076 180+ Days 012 04 028 011 055 01,818,558.0014 0618,774.0036 05,305,945.0098 01,934,980.0093 09,678,259.0041 Totals 89157 223 2099 014 ~~111~~293 1733,~~290~~235,~~137~~308.8909 ~~484~~3,~~516~~646,600.4304 319,~~454~~014,~~452~~762.3989 02,173,629.0017 2158,~~229~~070,~~106~~300.7119 0-29 Days 0.~~074047~~211595% 0.000000% 0.000000% 0.~~074047~~211595% 0.~~084851~~226849% 0.000000% 0.000000% 0.~~084851~~226849% 30 Days 23.~~110330~~343208% 0.~~000000~~042319% 0.000000% 0.000000% 23.~~110330~~385527% 13.~~896684~~568904% 0.~~000000~~012025% 0.000000% 0.000000% 13.~~896684~~580929% 60 Days 01.~~888560~~269573% 0.000000% 0.~~444280~~677105% 0.000000% 1.~~332840~~946678% 01.~~954692~~376012% 0.000000% 0.~~349897~~565069% 0.000000% 1.~~304589~~941081% 90 Days 0.~~259163~~719424% 0.~~000000~~253915% 0.~~296187~~973339% 0.~~000000~~084638% 02.~~555350~~031316% 0.~~155780~~546148% 0.~~000000~~151753% 0.~~255063~~945376% 0.~~000000~~029974% 01.~~410843~~673251% 120 Days 0.~~037023~~465510% 0.~~000000~~169276% 0.~~000000~~719424% 0.000000% 01.~~037023~~354211% 0.~~020778~~622274% 0.~~000000~~090405% 0.~~000000~~658681% 0.000000% 01.~~020778~~371359% 150 Days 0.~~000000~~338553% 0.~~000000~~126957% 0.~~000000~~634786% 0.~~000000~~042319% 01.~~000000~~142615% 0.~~000000~~268371% 0.~~000000~~134013% 0.~~000000~~615555% 0.~~000000~~018502% 01.~~000000~~036441% 180+ Days 0.~~000000~~507829% 0.~~000000~~169276% 01.~~000000~~184934% 0.~~000000~~465510% 02.~~000000~~327550% 0.~~000000~~369405% 0.~~000000~~125692% 01.~~000000~~077801% 0.~~000000~~393054% 01.~~000000~~965952% Totals 36.~~295076~~644096% 0.~~074047~~973339% 04.~~740466~~189590% 0.~~000000~~592467% 412.~~109589~~399492% 36.~~027934~~751112% 0.~~084851~~740737% 03.~~604961~~862483% 0.~~000000~~441531% 311.~~717746~~795862%

~~Summary~~180+ 12Delinquency ~~Month~~Summary ~~REO~~Summary History*Group ~~New~~I ~~REO~~Days ~~Loans~~Number ~~Month~~of ~~REO~~Outstanding Percentage ~~Loans~~of inNumber ~~REO~~of 0Outstanding ~~Jul-05~~Percentage ~~0.000%~~of ~~Original~~Delinquent ~~Principal~~Loans ~~Balance 0.00 Aug-05 0.000% Current~~ Actual Balance ~~0.00 Sep-05 0.000~~(%) ~~Oct-05 0.000% Current REO Total Nov-05 0.000%~~ Loans ~~in REO 0 Dec-05 0.000% Original Principal Balance 0.00 Jan-06 0.000% Current~~ Actual Balance ~~0.00 Feb-06 0.000~~(%) Mar-06 0.000% Apr-06 0.000% May-06 0.000% Jun-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group I 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Jul-05 0.000% Original Principal Balance($) ~~0.00 Aug-05 0.000% Current Actual~~ Balance($) ~~0.00~~180 ~~Sep~~-05 ~~0.000%~~209 ~~Oct-05~~37 06,036,610.~~000%~~75 ~~Current REO Total Nov-05~~ 0.~~000%~~763 ~~Loans~~14 ~~in REO 0 Dec-05 0~~2,457,950.~~000%~~58 ~~Original Principal Balance~~ 0.00823 ~~Jan-06~~210 ~~0.000% Current Actual Balance 0.00 Feb~~-06 ~~0.000%~~239 ~~Mar-06~~25 04,927,589.~~000%~~56 ~~Apr-06~~ 0.~~000%~~623 ~~May-06~~4 0621,724.~~000%~~35 ~~Jun-06~~ 0.~~000%~~208 *The240 text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group II 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Jul-05 ~~0.000%~~269 ~~Original~~18 ~~Principal Balance 0~~2,945,868.0041 ~~Aug-05~~ 0.~~000%~~372 ~~Current~~7 ~~Actual Balance 0~~1,152,134.0038 ~~Sep-05~~ 0.~~000%~~386 ~~Oct-05 0.000% Current REO~~ Total ~~Nov-05~~80 013,910,068.~~000%~~72 ~~Loans in REO 0 Dec-05 0~~1.~~000%~~758 ~~Original~~25 ~~Principal Balance 0~~4,231,809.0031 ~~Jan-06 0~~1.000% Current Actual Balance 0.00 Feb-06 0.000% Mar-06 0.000% Apr-06 0.000% May-06 0.000% Jun-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.417

~~REO~~180+ ~~Loan~~Delinquency ~~Detail~~Summary -(continued) ~~All~~Group ~~Mortgage~~II Days Number of Outstanding Percentage of Delinquent Loans inActual ~~REO~~Balance(%) ~~during~~Balance($) ~~Current~~180 ~~Period~~- ~~Month~~209 ~~Loan~~23 ~~First~~3,578,660.17 ~~Original~~0.727 ~~Loan~~210 ~~Entered~~- ~~Payment~~239 ~~LTV~~21 at4,305,865.21 ~~Principal~~0.875 ~~Group~~240 ~~Number~~- ~~REO~~269 ~~Date~~11 ~~State~~1,793,734.03 ~~Origination~~0.364 ~~Balance~~Total No55 ~~REO~~9,678,259.41 ~~Loans~~1.966 ~~this~~This ~~Period~~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 ~~Loan~~History* ~~Detail~~New REO Loans Month REO Percentage Loans in REO 7 Dec-05 ~~All~~0.000% ~~Mortgage~~Original Principal Balance 1,320,070.00 Jan-06 0.000% Current Actual Balance 1,318,806.73 Feb-06 0.000% Mar-06 0.000% Current REO Total Apr-06 0.000% Loans in REO ~~during~~20 May-06 0.000% Original Principal Balance 3,201,326.00 Jun-06 0.000% Current ~~Period~~Actual ~~(continued)~~Balance 3,197,411.47 Jul-06 0.023% Aug-06 0.080% Sep-06 0.236% Oct-06 0.364% Nov-06 0.404% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group I 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Dec-05 0.000% Original Principal Balance 0.00 Jan-06 0.000% Current ~~Paid~~Actual Balance 0.00 Feb-06 0.000% Mar-06 0.000% Current ~~Approximate~~REO ~~Loan~~Total Apr-06 0.000% Loans in REO 2 May-06 0.000% Original Principal Balance 304,000.00 Jun-06 0.000% Current Actual ToBalance ~~Months~~303,938.82 ~~Loan~~Jul-06 ~~Delinquent~~0.000% Aug-06 0.079% Sep-06 0.403% Oct-06 0.490% Nov-06 0.343% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group ~~Number~~II 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 7 Dec-05 0.000% Original Principal Balance ~~Date~~1,320,070.00 ~~Delinquent~~Jan-06 ~~Rate~~0.000% ~~Interest~~Current NoActual Balance 1,318,806.73 Feb-06 0.000% Mar-06 0.000% Current REO Total Apr-06 0.000% Loans ~~this~~in ~~Period~~REO 14 May-06 0.000% Original Principal Balance 2,175,970.00 Jun-06 0.000% Current Actual Balance 2,173,629.17 Jul-06 0.037% Aug-06 0.081% Sep-06 0.134% Oct-06 0.288% Nov-06 0.442% *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.

~~Summary~~REO 12Loan ~~Month~~Detail ~~Foreclosure~~- History*All ~~New~~Mortgage ~~Foreclosure~~ Loans ~~Month~~in ~~Foreclosure~~REO ~~Percentage~~during ~~Loans~~Current inPeriod ~~Foreclosure~~Month 29Loan ~~Jul-05~~First ~~0.000%~~ Original ~~Principal~~Loan ~~Balance~~Entered ~~5,363,200.00~~Payment ~~Aug-05~~LTV ~~0.000%~~at ~~Current~~Principal ~~Actual~~Group ~~Balance~~Number ~~5,358,560.13~~REO ~~Sep-05~~Date ~~0.000%~~State ~~Oct-05~~Origination ~~0.000%~~Balance ~~Current~~Group ~~Foreclosure~~I ~~Total~~0171028151 ~~Nov~~Oct-052006 ~~0.000% Loans in Foreclosure 29 Dec~~01-05Oct-2005 0TX 80.~~000%~~00 ~~Original Principal Balance 5~~95,~~363,200~~736.00 ~~Jan-06~~Group ~~0.000%~~I ~~Current~~0271025773 ~~Actual~~Aug-2006 ~~Balance 5,358,560.13~~ 01-Feb-062006 ~~0.000%~~MA ~~Mar-06 0~~68.~~000%~~57 ~~Apr-06 0.~~192,000~~% May-06 0~~.~~000%~~00 ~~Jun-06~~Group ~~0.580%~~I *The0351032081 ~~text~~Sep-2006 ~~reported~~01-Jan-2006 inTX ~~the~~80.00 ~~above~~99,120.00 ~~table~~Group isI ~~presented~~0551010355 ~~graphically~~Sep-2006 on01-Jan-2006 ~~the~~TX ~~monthly~~80.00 ~~bond remittance report~~112,000.00 ~~The~~Group ~~monthly~~I ~~bond~~0581005022 ~~remittance~~Sep-2006 ~~report~~01-Jan-2006 ~~can~~AZ be75.00 ~~viewed online at www~~198,750.~~ctslink.com.~~00 Group I 120661012656 ~~Month~~Sep-2006 ~~Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 1 Jul~~01-05Feb-2006 0CA 95.~~000%~~00 ~~Original Principal Balance 220~~327,~~000~~750.00 ~~Aug-05~~Group ~~0.000%~~II ~~Current~~0041074347 ~~Actual Balance 219,635.53 Sep~~Nov-052006 ~~0.000% Oct~~01-05Jan-2006 0MO 85.00 68,000%.00 ~~Current~~Group ~~Foreclosure~~II ~~Total~~0211037737 Nov-052006 ~~0.000% Loans in Foreclosure 1 Dec~~01-05Jan-2006 0TN 80.~~000%~~00 ~~Original Principal Balance 220~~80,000.00 ~~Jan-06~~Group ~~0.000%~~II ~~Current~~0211038410 ~~Actual Balance 219,635.53 Feb~~Sep-062006 ~~0.000% Mar~~01-~~06 0.000% Apr~~Jan-062006 ~~0.000%~~MD ~~May-06 0~~70.~~000%~~00 ~~Jun-06 0~~67,900.~~540%~~00 *TheGroup ~~text~~II ~~reported~~0211038528 inJul-2006 ~~the~~01-Jan-2006 ~~above~~GA ~~table~~80.00 is100,000.00 ~~presented~~Group ~~graphically~~II on0291002980 ~~the~~Nov-2006 ~~monthly~~01-Jan-2006 ~~bond~~GA ~~remittance~~85.00 ~~report~~97,750.00 ~~The~~Group ~~monthly~~II ~~bond~~0351030819 ~~remittance~~Oct-2006 ~~report~~01-Nov-2005 ~~can~~TX be80.00 ~~viewed online at www~~262,400.~~ctslink.com.~~00 Group II 120351031453 ~~Month~~Nov-2006 ~~Foreclosure~~01-Jan-2006 History*TX ~~New~~80.00 ~~Foreclosure~~141,520.00 ~~Loans~~Group ~~Month~~II ~~Foreclosure~~0351031655 ~~Percentage~~Oct-2006 ~~Loans in Foreclosure 2 Jul~~01-05Dec-2005 0TX 80.~~000%~~00 ~~Original Principal Balance 239~~91,~~800~~200.00 ~~Aug-05~~Group ~~0.000%~~II ~~Current~~0351032023 ~~Actual Balance 239,528.45~~ Sep-052006 ~~0.000% Oct~~01-05Jan-2006 0TX 80.~~000%~~00 ~~Current~~147,200.00 ~~Foreclosure~~Group ~~Total~~II 0351032255 Nov-052006 ~~0.000% Loans in Foreclosure 2 Dec~~01-05Jan-2006 0TX 80.~~000%~~00 ~~Original Principal Balance 239~~60,~~800~~000.00 ~~Jan-06~~Group ~~0.000%~~II ~~Current~~0551009639 ~~Actual Balance 239,528.45 Feb~~Oct-062006 ~~0.000% Mar~~01-~~06 0.000% Apr~~Jan-062006 ~~0.000%~~TX ~~May-06 0~~80.~~000%~~00 ~~Jun-06 0~~91,200.~~605%~~00 *TheGroup ~~text~~II ~~reported~~0561004910 inNov-2006 ~~the~~01-Feb-2006 ~~above~~FL ~~table~~63.64 is420,000.00 ~~presented~~Group ~~graphically~~II on0581005183 ~~the~~Nov-2006 ~~monthly~~01-Jan-2006 ~~bond~~CA ~~remittance~~80.00 ~~report~~452,800.00 ~~The~~Group ~~monthly~~II ~~bond~~0651014523 ~~remittance~~Oct-2006 ~~report~~01-Jan-2006 ~~can~~TN be80.00 ~~viewed online at www~~96,000.~~ctslink.com.~~00

~~Foreclosure~~REO Loan Detail - All Mortgage Loans in ~~Foreclosure~~REO during Current Period ~~Month~~(continued) ~~Loan~~Current ~~First~~Paid ~~Original~~Current Approximate Loan ~~Entered~~Actual ~~Payment~~To ~~LTV~~Months atLoan ~~Principal~~Delinquent Group Number FCBalance Date ~~State~~Delinquent ~~Origination~~Rate ~~Balance~~Interest Group I ~~0081060331~~0171028151 ~~Jun-2006~~94,667.15 01-~~Feb~~Mar-2006 DC6 757.00350% ~~317~~3,~~250~~879.0088 Group I 0271025773 ~~Jun-2006 01-Feb-2006 MA 68.57~~ 192,000.00 ~~Group I 0331042652 Jun-2006~~ 01-Jan-2006 NY8 857.00650% ~~193~~8,~~800~~216.0007 Group I ~~0331042669~~0351032081 ~~Jun-2006~~98,938.57 01-~~Jan~~Mar-2006 NY6 908.00500% ~~310~~4,~~500~~720.0066 Group I ~~0521026196~~0551010355 ~~Jun-2006~~111,938.82 01-~~Jul~~Jan-~~2005~~2006 IN8 ~~100~~9.00000% 745,~~500~~661.0070 Group I 0581005022 ~~Jun-2006 01-Jan-2006 AZ 75.00~~ 198,~~750~~487.0076 ~~Group I 0661012197 Jun-2006~~ 01-~~Jan~~Feb-2006 CA7 558.70100% ~~220~~9,000.0057 Group I 0661012656 ~~Jun-2006 01-Feb-2006 CA 95.00~~ 327,750.00 ~~Group I 0791005616 Jun-2006~~ 01-~~Feb~~Jan-2006 MO8 807.00700% 7214,~~000~~120.0090 Group II ~~0051061315~~0041074347 ~~Jun-2006~~67,805.31 01-~~Jan~~Jun-2006 GA3 909.00740% ~~121~~2,~~500~~664.0036 Group II ~~0051061416~~0211037737 ~~Jun-2006~~79,756.63 01-~~Jan~~Jun-2006 GA3 909.00450% ~~117~~3,~~000~~037.0050 Group II ~~0051061849~~0211038410 ~~Jun-2006~~67,830.80 01-~~Jan~~Feb-2006 GA7 909.00350% ~~247~~3,~~500~~571.0050 Group II ~~0051062002~~0211038528 ~~Jun-2006 01-Jan-2006 GA 80.00 168~~100,~~800~~000.00 ~~Group II 0121044656 Jun-2006~~ 01-Jan-2006 IL8 708.00350% ~~259~~4,~~000~~695.0081 Group II ~~0121045026~~0291002980 ~~Jun-2006~~97,666.19 01-~~Feb~~Mar-2006 WI6 8012.00050% 896,~~600~~686.0024 Group II ~~0131037012~~0351030819 ~~Jun-2006~~261,908.02 01-~~Jan~~Mar-2006 OH6 957.00100% ~~137~~10,~~750~~372.0094 Group II ~~0131037044~~0351031453 ~~Jun-2006~~141,239.55 01-Feb-2006 IN7 907.00850% ~~135~~6,~~000~~198.0012 Group II ~~0211037451~~0351031655 ~~Jun-2006 01-Dec-2005 VA 80.00 82~~90,~~400~~953.0075 ~~Group II 0211038410 Jun-2006~~ 01-~~Jan~~Mar-2006 MD6 708.00990% 674,~~900~~599.0094 Group II ~~0211038528~~0351032023 ~~Jun-2006~~147,108.97 01-Jan-2006 GA8 808.00400% ~~100~~6,~~000~~924.0038 Group II ~~0361029013~~0351032255 ~~Jun-2006~~59,899.89 01-~~Feb~~Mar-2006 OH6 908.00950% ~~382~~3,~~500~~015.0052 Group II ~~0381025875~~0551009639 ~~Jun-2006 01-Jan-2006 RI 80.00 229~~91,~~600~~086.0030 ~~Group II 0511042137 Jun-2006~~ 01-~~Feb~~Apr-2006 AZ5 7911.79800% ~~154~~6,~~000~~104.0056 Group II 0561004910 ~~Jun-2006 01-Feb-2006 FL 63.64~~ 420,000.00 ~~Group II 0611020462 Jun-2006~~ 01-Jan-2006 NY8 908.00990% ~~370~~21,~~800~~219.0006 Group II ~~0681008318~~0581005183 ~~Jun-2006 01-Oct-2005 NH 75.00 100~~452,~~500~~439.0016 ~~Group II 0841007204 Jun-2006~~ 01-~~Aug~~Feb-~~2005~~2006 MI7 806.00850% ~~104~~17,~~800~~251.0070 Group II ~~0841009737~~0651014523 ~~Jun-2006 01-Feb-2006 MI 80.00 52~~95,~~000~~934.0060 ~~Group II 0841010582 Jun-2006~~ 01-~~Feb~~Jan-2006 MI8 808.00750% ~~116~~4,~~000~~721.0097

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

Summary 12 Month Foreclosure ~~Loan~~History* ~~Detail~~New -Foreclosure ~~All~~Loans ~~Mortgage~~Month Foreclosure Percentage Loans in Foreclosure ~~during~~43 ~~Current~~Dec-05 ~~Period~~0.000% ~~(continued)~~Original ~~Current~~Principal ~~Paid~~Balance ~~Current~~8,783,072.00 ~~Approximate~~Jan-06 ~~Loan~~0.000% Current Actual ToBalance ~~Months~~8,761,055.30 ~~Loan~~Feb-06 ~~Delinquent~~0.000% ~~Group~~Mar-06 ~~Number~~0.000% ~~Balance~~Current ~~Date~~Foreclosure ~~Delinquent~~Total ~~Rate~~Apr-06 ~~Interest~~0.000% ~~Group~~Loans Iin ~~0081060331~~Foreclosure ~~317,061.45~~138 01May-~~Feb-2006~~06 ~~2 8~~0.~~600~~000% ~~4,379.43~~Original ~~Group~~Principal IBalance ~~0271025773 192~~26,~~000~~595,530.00 01Jun-~~Jan-2006~~06 ~~3 7~~0.~~650~~580% ~~2,349.37~~Current ~~Group~~Actual IBalance ~~0331042652 193~~26,~~480~~537,422.7533 01Jul-~~Feb-2006~~06 20.993% 6Aug-06 1.~~990~~742% Sep-06 2~~,152~~.80225% ~~Group~~Oct-06 ~~I 0331042669 310,313~~2.82649% 01Nov-~~Jan-2006~~06 3 8.~~550~~355% ~~4,257.70~~*The ~~Group~~text Ireported ~~0521026196~~in ~~73,421.60~~the ~~01-Dec-2005~~above 4table ~~8.850%~~is ~~1,043.01~~presented ~~Group~~graphically Ion ~~0581005022~~the ~~198,487.76~~monthly ~~01-Feb-2006~~bond 2remittance 8report.~~100%~~ ~~2,576.01~~The ~~Group~~monthly Ibond ~~0661012197~~remittance ~~219,635.53~~report ~~01-Jan-2006~~can 3be ~~7.800%~~viewed ~~2,738~~online at www.56ctslink.com. Group I ~~0661012656~~12 ~~327,750.00~~Month ~~01-Jan-2006~~Foreclosure 3History* ~~7.700%~~New ~~4,037.80~~Foreclosure ~~Group~~Loans IMonth ~~0791005616~~Foreclosure ~~71,956.83~~Percentage ~~01-Feb-2006~~Loans in Foreclosure 2 8Dec-05 0.~~550~~000% ~~987.90~~Original ~~Group~~Principal IIBalance ~~0051061315 121~~476,~~390~~000.9100 01Jan-~~Feb-2006~~06 ~~2 9~~0.~~950~~000% ~~1,950.13~~Current ~~Group~~Actual IIBalance ~~0051061416 116~~474,~~894~~279.9487 ~~01-~~Feb-~~2006~~06 ~~2 9~~0.~~950~~000% ~~1,877~~Mar-06 0.91000% ~~Group~~Current IIForeclosure ~~0051061849~~Total ~~247,217~~Apr-06 0.11000% ~~01-Feb-2006~~Loans in Foreclosure 2 8May-06 0.~~800~~000% 3Original Principal Balance 476,~~497~~000.1500 ~~Group~~Jun-06 II0.540% ~~0051062002~~Current ~~168~~Actual Balance 474,~~753~~279.0787 01Jul-~~Jan-2006~~06 ~~3 8~~1.~~150~~114% ~~2,205~~Aug-06 1.71532% ~~Group~~Sep-06 II1.715% ~~0121044656~~Oct-06 ~~258,727~~1.60927% 01Nov-~~Feb-2006~~06 2 9.~~200~~519% ~~3,832.66~~*The ~~Group~~text IIreported ~~0121045026~~in ~~89,600.00~~the ~~01-Jan-2006~~above 3table ~~9.200%~~is ~~1,326.62~~presented ~~Group~~graphically IIon ~~0131037012~~the ~~137,649.14~~monthly ~~01-Feb-2006~~bond 2remittance 10report.~~900%~~ ~~2,429.53~~The ~~Group~~monthly IIbond ~~0131037044~~remittance ~~135,000.00~~report ~~01-Jan-2006~~can 3be ~~10.000%~~viewed ~~2,179~~online at www.08ctslink.com. Group II ~~0211037451~~12 ~~82,206.94~~Month ~~01-Feb-2006~~Foreclosure 2History* ~~8.150%~~New ~~1,073.74~~Foreclosure ~~Group~~Loans IIMonth ~~0211038410~~Foreclosure ~~67,865.53~~Percentage ~~01-Jan-2006~~Loans in Foreclosure 3 9Dec-05 0.~~350~~000% ~~1,021.79~~Original ~~Group~~Principal IIBalance ~~0211038528 100~~347,~~000~~800.00 ~~01-~~Jan-~~2006~~06 ~~3 8~~0.~~350~~000% ~~1,341.66~~Current ~~Group~~Actual IIBalance ~~0361029013 382~~347,~~344~~189.6978 ~~01-~~Feb-~~2006~~06 ~~2 10~~0.~~400~~000% ~~6,429~~Mar-06 0.50000% ~~Group~~Current IIForeclosure ~~0381025875~~Total ~~229,326.52 01~~Apr-~~Feb-2006~~06 ~~2 8~~0.~~600~~000% ~~3,167.54~~Loans ~~Group~~in IIForeclosure ~~0511042137~~9 ~~153,969.92 01~~May-~~Feb-2006~~06 ~~2 9~~0.~~300~~000% ~~2,308.41~~Original ~~Group~~Principal IIBalance ~~0561004910 420~~1,~~000~~521,055.00 01Jun-~~Jan-2006~~06 ~~3 8~~0.~~990~~605% ~~6,071.22~~Current ~~Group~~Actual IIBalance ~~0611020462 370~~1,~~718~~513,683.0124 01Jul-~~Jan-2006~~06 ~~3 8~~0.~~890~~918% ~~5,303~~Aug-06 1.27871% ~~Group~~Sep-06 II2.537% ~~0681008318~~Oct-06 ~~100,325~~3.27089% 01Nov-~~Feb-2006~~06 ~~2 11~~3.~~200~~862% ~~1,820.94~~*The ~~Group~~text IIreported ~~0841007204~~in ~~104,528.45~~the ~~01-Jan-2006~~above 3table ~~6.600%~~is ~~1,095.83~~presented ~~Group~~graphically IIon ~~0841009737~~the ~~51,979.99~~monthly ~~01-Feb-2006~~bond 2remittance 10report.~~650%~~ ~~895.78~~The ~~Group~~monthly IIbond ~~0841010582~~remittance ~~115,954.30~~report ~~01-Feb-2006~~can 2be ~~10.540%~~viewed ~~1,976~~online at www.97ctslink.com.

~~Summary~~Foreclosure 12Loan ~~Month~~Detail ~~Bankruptcy~~- History*All ~~New~~Mortgage ~~Bankruptcy~~ Loans in Foreclosure during Current Period Month ~~Bankruptcy~~Loan ~~Percentage~~First ~~Loans~~Original inLoan ~~Bankruptcy~~Entered 2Payment ~~Jul~~LTV at Principal Group Number FC Date State Origination Balance Group I 0031040174 Nov-052006 001-Feb-2006 CA 57.95 255,000%.00 ~~Original~~Group ~~Principal~~I ~~Balance~~0051061705 ~~484~~Sep-2006 01-Jan-2006 GA 80.00 115,~~800~~200.00 ~~Aug~~Group I 0131036410 Nov-052006 001-Jan-2006 IN 80.00 124,000%.00 ~~Current~~Group ~~Actual~~I ~~Balance~~0141052221 ~~484~~Sep-2006 01-Jan-2006 NY 85.00 178,~~516~~500.4300 Group I 0151030926 Sep-052006 001-Feb-2006 PA 75.00 161,250.00 Group I 0161047011 Jul-2006 01-Feb-2006 MA 80.00 235,210.00 Group I 0171029803 Nov-2006 01-Jan-2006 AZ 67.19 215,000%.00 Group I 0231075094 Oct-052006 001-Jan-2006 FL 75.~~000%~~00 ~~Current~~213,750.00 ~~Bankruptcy~~Group ~~Total~~I 0231076693 Oct-2006 01-Jan-2006 MA 75.00 352,500.00 Group I 0231077303 Nov-052006 001-Feb-2006 MA 80.00 129,600.00 Group I 0311029228 Nov-2006 01-Jan-2006 NJ 63.49 200,000%.00 ~~Loans~~Group inI ~~Bankruptcy~~0321030855 2Oct-2006 ~~Dec~~01-05Jan-2006 0CO 80.00 166,240.00 Group I 0321031347 Sep-2006 01-Feb-2006 CO 80.00 166,320.00 Group I 0321031427 Nov-2006 01-Feb-2006 CO 80.00 160,000%.00 ~~Original~~Group ~~Principal~~I ~~Balance~~0331042652 ~~484~~Jun-2006 01-Jan-2006 NY 85.00 193,800.00 Group I 0331042669 Jun-2006 01-Jan-062006 0NY 90.00 310,500.00 Group I 0351032063 Nov-2006 01-Jan-2006 TX 80.00 88,000%.00 ~~Current~~Group ~~Actual~~I ~~Balance~~0351032144 ~~484~~Aug-2006 01-Jan-2006 TX 80.00 100,~~516~~000.4300 Group I 0361028872 Jul-2006 01-Feb-062006 0IL 80.00 144,000%.00 ~~Mar~~Group I 0371030626 Aug-062006 001-Jan-2006 FL 80.00 96,800.00 Group I 0381025987 Nov-2006 01-Jan-2006 RI 70.00 210,000%.00 ~~Apr~~Group I 0381026156 Nov-062006 001-Feb-2006 RI 89.92 214,000%.00 ~~May~~Group I 0401005312 Oct-062006 001-Jan-2006 PA 90.00 184,500.00 Group I 0511040055 Aug-2006 01-Jan-2006 CA 80.00 360,000%.00 Group I 0511040706 Aug-2006 01-Jan-2006 CA 65.00 221,000.00 Group I 0521026196 Jun-062006 001-Jul-2005 IN 100.~~052%~~00 *The74,500.00 ~~text~~Group ~~reported~~I in0521031118 ~~the~~Aug-2006 ~~above~~01-Jan-2006 ~~table~~IL is80.00 ~~presented~~67,200.00 ~~graphically~~Group onI ~~the~~0521031418 ~~monthly~~Nov-2006 ~~bond~~01-Feb-2006 ~~remittance~~MO ~~report~~80.00 ~~The~~100,000.00 ~~monthly~~Group ~~bond~~I ~~remittance~~0521032193 ~~report~~Aug-2006 ~~can~~01-Feb-2006 beIL ~~viewed~~80.00 ~~online~~176,000.00 atGroup ~~www~~I 0551010312 Nov-2006 01-Jan-2006 OK 80.~~ctslink~~00 69,600.~~com~~00 Group I 0611021180 Jul-2006 01-Feb-2006 NY 80.00 340,000.00 Group I 120631011162 ~~Month~~Oct-2006 ~~Bankruptcy~~01-Jan-2006 History*CA ~~New~~74.63 ~~Bankruptcy~~250,000.00 ~~Loans~~Group ~~Month~~I ~~Bankruptcy~~0651015185 ~~Percentage~~Nov-2006 ~~Loans~~01-Feb-2006 inMD ~~Bankruptcy~~80.00 0276,000.00 Group I 0671009008 Oct-2006 01-Jan-2006 CA 73.01 376,002.00 Group I 0671009222 Aug-2006 01-Feb-2006 CA 85.00 345,950.00 Group I 0671009368 Sep-2006 01-Feb-2006 FL 90.00 117,000.00 Group I 0681009872 Oct-2006 01-Jan-2006 MA 75.00 168,750.00 Group I 0741014447 Nov-2006 01-Feb-2006 OH 90.00 115,200.00 Group I 0861000293 Jul-052006 001-Jan-2006 FL 90.00 270,000%.00 ~~Original~~Group ~~Principal~~II ~~Balance~~0031038389 0Oct-2006 01-Nov-2005 CA 90.00 274,050.00 Group II 0031040409 Nov-2006 01-Feb-2006 CA 80.00 220,000.00 Group II 0041073788 Jul-2006 01-Jan-2006 IL 90.00 119,700.00 Group II 0041074046 Oct-2006 01-Jan-2006 MO 90.00 68,400.00 Group II 0041074083 Nov-2006 01-Jan-2006 MO 80.00 160,000.00 Group II 0041074116 Aug-052006 001-Jan-2006 IN 95.00 59,755.00 Group II 0051060930 Jul-2006 01-Nov-2005 GA 85.00 93,500.00 Group II 0061058752 Aug-2006 01-Jun-2005 OH 100.00 98,000%.00 ~~Current~~Group ~~Actual~~II ~~Balance~~0061063224 0Aug-2006 01-Jan-2006 PA 65.00 76,050.00 Group II 0061063766 Jul-2006 01-Feb-2006 OH 75.00 93,750.00 Group II 0061063818 Oct-2006 01-Feb-2006 OH 83.33 50,000.00 Group II 0071070195 Sep-052006 001-Jan-2006 FL 100.00 136,000%.00 Group II 0071070529 Sep-2006 01-Feb-2006 FL 80.00 129,520.00 Group II 0071070586 Nov-2006 01-Feb-2006 FL 80.00 1,040,000.00 Group II 0081060280 Oct-052006 001-Feb-2006 MD 65.00 234,000%.00 ~~Current~~Group ~~Bankruptcy~~II ~~Total~~0081060360 ~~Nov~~Aug-052006 001-Jan-2006 VA 80.00 680,000%.00 ~~Loans~~Group inII ~~Bankruptcy~~0081060608 0Nov-2006 ~~Dec~~01-05Feb-2006 0VA 65.00 67,925.00 Group II 0101052470 Sep-2006 01-Jan-2006 MI 74.38 59,500.00 Group II 0101052951 Aug-2006 01-Feb-2006 TX 80.00 100,000%.00 ~~Original~~Group ~~Principal~~II ~~Balance~~0121044738 0Oct-2006 01-Jan-2006 IA 95.00 99,750.00 Group II 0121044739 Nov-2006 01-Jan-062006 0IA 95.00 71,250.00 Group II 0121044788 Aug-2006 01-Jan-2006 SD 80.00 104,000%.00 ~~Current~~Group ~~Actual~~II ~~Balance~~0131036819 0Oct-2006 01-Feb-2006 OH 80.00 112,000.00 Group II 0131036932 Sep-2006 01-Jan-2006 OH 95.00 66,500.00 Group II 0131037012 Jun-2006 01-Jan-2006 OH 95.00 137,750.00 Group II 0131037020 Sep-2006 01-Jan-2006 KY 80.00 68,720.00 Group II 0131037043 Jul-2006 01-Feb-062006 0OH 61.11 110,000%.00 ~~Mar~~Group II 0131037044 Sep-062006 001-Feb-2006 IN 90.00 135,000%.00 ~~Apr~~Group II 0131037056 Aug-062006 001-Feb-2006 OH 80.00 72,000%.00 ~~May~~Group II 0131037058 Aug-062006 001-Jan-2006 OH 80.00 109,520.00 Group II 0131037092 Aug-2006 01-Feb-2006 OH 90.00 127,800.00 Group II 0141051490 Sep-2006 01-Dec-2005 NY 76.00 570,000%.00 ~~Jun~~Group II 0151031291 Sep-062006 001-Feb-2006 PA 90.00 198,000%.00 *TheGroup ~~text~~II ~~reported~~0151031346 inOct-2006 ~~the~~01-Feb-2006 ~~above~~PA ~~table~~90.00 is153,900.00 ~~presented~~Group ~~graphically~~II on0161045926 ~~the~~Nov-2006 ~~monthly~~01-Dec-2005 ~~bond~~MA ~~remittance~~85.00 ~~report~~326,400.00 ~~The~~Group ~~monthly~~II ~~bond~~0161046514 ~~remittance~~Sep-2006 ~~report~~01-Jan-2006 ~~can~~MA be80.00 ~~viewed~~189,200.00 ~~online~~Group atII ~~www~~0161047080 Oct-2006 01-Feb-2006 MA 90.~~ctslink~~00 553,500.~~com~~00 Group II 0231076587 Oct-2006 01-Jan-2006 CT 95.00 170,905.00 Group II 120231076855 ~~Month~~Jul-2006 ~~Bankruptcy~~01-Feb-2006 History*DE ~~New~~75.00 ~~Bankruptcy~~120,000.00 ~~Loans~~Group ~~Month~~II ~~Bankruptcy~~0291000952 ~~Percentage~~Nov-2006 ~~Loans~~01-Aug-2005 inFL ~~Bankruptcy~~72.62 1181,550.00 Group II 0291003042 Oct-2006 01-Jan-2006 FL 90.75 223,250.00 Group II 0311029420 Nov-2006 01-Jan-2006 NJ 90.00 175,500.00 Group II 0321030696 Nov-2006 01-Jan-2006 CO 80.00 107,600.00 Group II 0321030717 Oct-2006 01-Jan-2006 CO 90.00 159,516.00 Group II 0321030850 Aug-2006 01-Feb-2006 CO 75.00 121,500.00 Group II 0321031053 Nov-2006 01-Jan-2006 CO 90.00 76,500.00 Group II 0321031262 Jul-052006 001-Feb-2006 CO 90.00 211,500.00 Group II 0321031283 Sep-2006 01-Feb-2006 CO 80.00 475,200.00 Group II 0321031401 Sep-2006 01-Feb-2006 CO 80.00 51,200.00 Group II 0331041124 Nov-2006 01-Feb-2006 NY 63.56 167,800.00 Group II 0331041471 Oct-2006 01-Feb-2006 NY 20.27 75,000%.00 ~~Original~~Group ~~Principal~~II ~~Balance~~0341029132 ~~380~~Aug-2006 01-Jan-2006 NC 90.00 138,600.00 Group II 0341029487 Nov-2006 01-Jan-2006 NC 80.00 155,120.00 Group II 0351029637 Sep-2006 01-Oct-2005 TX 80.00 84,000.00 Group II 0351031718 Aug-052006 001-Jan-2006 TX 95.00 118,655.00 Group II 0351031992 Nov-2006 01-Jan-2006 TX 75.00 51,000%.00 ~~Current~~Group ~~Actual~~II ~~Balance~~0351032236 ~~379~~Jul-2006 01-Feb-2006 TX 73.82 93,~~963~~750.2300 Group II 0361029013 Jun-2006 01-Feb-2006 OH 90.00 382,500.00 Group II 0371029934 Nov-2006 01-Jan-2006 FL 95.00 177,555.00 Group II 0381025875 Nov-2006 01-Jan-2006 RI 80.00 229,600.00 Group II 0381026002 Nov-2006 01-Jan-2006 MA 80.00 268,800.00 Group II 0521030647 Oct-2006 01-Dec-2005 OH 100.00 179,385.00 Group II 0521031311 Aug-2006 01-Feb-2006 IN 85.00 62,050.00 Group II 0561004367 Nov-2006 01-Dec-2005 FL 80.00 83,952.00 Group II 0581004055 Nov-2006 01-Dec-2005 CA 90.00 302,400.00 Group II 0581005114 Jul-2006 01-Jan-2006 CA 76.79 645,000.00 Group II 0581005280 Oct-2006 01-Jan-2006 CA 85.00 470,900.00 Group II 0611020462 Jun-2006 01-Jan-2006 NY 90.00 370,800.00 Group II 0621013403 Sep-052006 001-Jan-2006 FL 75.00 135,000%.00 Group II 0621013563 Sep-2006 01-Jan-2006 FL 80.00 231,920.00 Group II 0621013596 Aug-2006 01-Jan-2006 FL 80.00 193,600.00 Group II 0621013757 Nov-2006 01-Feb-2006 FL 80.00 796,000.00 Group II 0641014917 Aug-2006 01-Feb-2006 TX 75.00 52,500.00 Group II 0651014531 Oct-052006 001-Jan-2006 GA 90.00 126,000%.00 ~~Current~~Group ~~Bankruptcy~~II ~~Total~~0651014532 Nov-052006 001-Jan-2006 WI 80.13 125,000%.00 ~~Loans~~Group inII ~~Bankruptcy~~0651014765 1Aug-2006 ~~Dec~~01-05Jan-2006 0TN 100.00 102,110.00 Group II 0661012059 Nov-2006 01-Jan-2006 CA 80.00 400,000%.00 ~~Original~~Group ~~Principal~~II ~~Balance~~0661012452 ~~380~~Nov-2006 01-Jan-2006 CA 80.00 372,000.00 Group II 0661012571 Oct-2006 01-Jan-062006 0CA 79.43 224,000%.00 ~~Current~~Group ~~Actual~~II ~~Balance~~0671009125 ~~379~~Sep-2006 01-Feb-2006 MN 80.00 188,~~963~~000.2300 Group II 0671009418 Nov-2006 01-Feb-062006 0CA 80.00 276,000%.00 ~~Mar~~Group II 0691006566 Nov-062006 001-Jan-2006 MD 68.75 143,000%.00 ~~Apr~~Group II 0721009236 Oct-062006 001-Jan-2006 CA 86.81 283,000%.00 ~~May~~Group II 0731013955 Nov-062006 001-Feb-2006 VA 75.00 84,000%.00 Group II 0741013926 Oct-2006 01-Jan-2006 OH 95.00 50,255.00 Group II 0741013958 Oct-2006 01-Jan-2006 NC 75.00 214,125.00 Group II 0781005515 Sep-2006 01-Jan-2006 NJ 15.00 51,000.00 Group II 0841007204 Nov-2006 01-Aug-2005 MI 80.00 104,800.00 Group II 0841009555 Sep-2006 01-Jan-2006 MI 80.00 90,400.00 Group II 0841009737 Jun-062006 001-Feb-2006 MI 80.~~085%~~00 *The52,000.00 ~~text~~Group ~~reported~~II in0841010183 ~~the~~Nov-2006 ~~above~~01-Jan-2006 ~~table~~MI is80.00 ~~presented~~64,000.00 ~~graphically~~Group onII ~~the~~0841010361 ~~monthly~~Nov-2006 ~~bond~~01-Jan-2006 ~~remittance~~MI ~~report~~100.00 ~~The~~179,000.00 ~~monthly~~Group ~~bond~~II ~~remittance~~0841010456 ~~report~~Nov-2006 ~~can~~01-Jan-2006 beMI ~~viewed~~80.00 ~~online~~103,920.00 atGroup ~~www~~II 0841010509 Oct-2006 01-Feb-2006 MI 80.~~ctslink~~00 153,600.~~com~~00 Group II 0841010582 Nov-2006 01-Feb-2006 MI 80.00 116,000.00 Group II 0841010590 Sep-2006 01-Feb-2006 MI 75.00 405,000.00 Group II 0851002642 Aug-2006 01-Jan-2006 NY 80.00 288,000.00 Group II 0861000318 Sep-2006 01-Jan-2006 FL 80.00 167,200.00 Group II 0861000396 Oct-2006 01-Feb-2006 FL 95.00 186,200.00

~~Bankruptcy~~Foreclosure Loan Detail - All Mortgage Loans in ~~Bankruptcy~~Foreclosure during Current Period ~~Group~~(continued) ~~Loan~~Current ~~Month~~Paid Current Approximate Loan ~~First~~Actual ~~State~~To ~~LTV~~Months atLoan ~~Original~~Delinquent Group Number ~~Entered~~Balance ~~Payment~~Date ~~Origination~~Delinquent ~~Principal~~Rate ~~Bankruptcy~~Interest ~~Date~~Group ~~Balance~~I 0031040174 254,291.05 01-Jul-2006 2 6.650% 5,378.95 Group III ~~0511040612~~0051061705 115,019.43 01-Apr-2006 5 7.800% 5,027.31 Group I 0131036410 123,499.88 01-Jul-2006 2 8.850% 3,516.58 Group I 0141052221 177,944.88 01-Apr-2006 5 7.550% 7,508.32 Group I 0151030926 160,825.93 01-May-2006 4 8.150% 6,301.73 Group I 0161047011 234,639.75 01-May-2006 4 8.550% 9,663.36 Group I 0171029803 214,074.68 01-Jun-2006 3 7.750% 6,635.38 Group I 0231075094 212,866.15 01-~~Dec~~Jun-~~2005~~2006 CA3 957.950% 6,775.43 Group I 0231076693 350,921.33 01-Jun-2006 3 7.550% 10,584.38 Group I 0231077303 129,417.08 01-Jul-2006 2 8.550% 3,557.53 Group I 0311029228 199,039.47 01-Jul-2006 2 7.990% 5,096.54 Group I 0321030855 165,768.05 01-May-2006 4 7.690% 6,120.00 ~~380~~Group I 0321031347 166,113.21 01-May-2006 4 7.750% 6,182.77 Group I 0321031427 159,902.56 01-Mar-2006 6 7.800% 6,987.03 Group I 0331042652 193,480.75 01-Feb-2006 7 6.990% 7,518.72 Group I 0331042669 310,313.82 01-Jan-2006 8 8.550% 14,878.61 Group I 0351032063 87,803.55 01-Apr-2006 5 8.950% 4,422.76 Group I 0351032144 99,760.24 01-Mar-2006 6 8.200% 4,584.94 Group I 0361028872 143,828.47 01-Mar-2006 6 8.600% 6,946.67 Group I 0371030626 96,643.47 01-Mar-2006 6 9.100% 4,949.98 Group I 0381025987 209,480.85 01-Jun-2006 3 6.990% 5,834.60 Group I 0381026156 213,699.24 01-Jul-2006 2 8.750% 6,017.01 Group I 0401005312 183,744.51 01-Jun-2006 3 8.000% 5,886.69 Group I 0511040055 357,617.08 01-Jul-2006 2 6.350% 7,201.39 Group I 0511040706 220,513.05 01-Jul-2006 2 7.740% 5,466.07 Group I 0521026196 73,406.52 01-Jan-2006 8 8.850% 3,644.02 Group I 0521031118 67,164.05 01-Jan-2006 8 9.100% 3,436.35 Group I 0521031418 99,643.17 01-Jul-2006 2 8.850% 2,837.29 Group I 0521032193 175,800.91 01-Mar-2006 6 8.850% 8,747.70 Group I 0551010312 69,561.17 01-Jan-2006 8 8.900% 3,477.64 Group I 0611021180 340,000.00 01-Mar-2006 6 7.930% 15,132.81 Group I 0631011162 249,443.75 01-Jun-2006 3 7.150% 7,114.00 Group I 0651015185 275,240.40 01-May-2006 4 7.925% 10,474.97 Group I 0671009008 375,439.95 01-Apr-2006 5 7.100% 14,875.32 Group I 0671009222 345,765.06 01-Mar-2006 6 8.250% 16,016.80 Group I 0671009368 116,810.43 01-Apr-2006 5 9.090% 5,979.46 Group I 0681009872 168,296.48 01-May-2006 4 9.150% 7,436.75 Group I 0741014447 115,053.92 01-Jul-2006 2 9.100% 3,373.81 Group I 0861000293 269,825.15 01-Mar-2006 6 8.990% 13,665.71 Group II ~~0841010236~~0031038389 273,925.88 01-Jun-2006 3 7.550% 8,274.33 Group II 0031040409 219,351.45 01-Jul-2006 2 9.600% 6,794.70 Group II 0041073788 119,425.04 01-May-2006 4 9.900% 5,725.56 Group II 0041074046 68,212.25 01-Jun-2006 3 9.940% 2,737.24 Group II 0041074083 159,704.07 01-Apr-2006 5 9.850% 8,884.03 Group II 0041074116 59,659.78 01-Apr-2006 5 10.550% 3,562.73 Group II 0051060930 93,360.93 01-Jan-2006 MI8 809.500% 4,994.86 Group II 0061058752 97,327.53 01-Apr-2006 5 9.400% 5,157.68 Group II 0061063224 75,859.08 01-Jul-2006 2 11.100% 2,729.39 Group II 0061063766 93,663.10 01-Mar-2006 6 9.800% 5,180.60 Group II 0061063818 49,899.74 01-Jun-2006 3 10.540% 2,127.30 Group II 0071070195 135,645.70 01-May-2006 4 9.300% 6,095.81 Group II 0071070529 129,520.00 ~~104~~01-Apr-2006 5 9.550% 6,988.66 Group II 0071070586 1,036,282.17 01-Jun-2006 3 7.750% 32,120.55 Group II 0081060280 233,500.89 01-Jun-2006 3 10.250% 9,671.99 Group II 0081060360 678,192.84 01-Apr-2006 5 8.900% 33,962.54 Group II 0081060608 67,732.36 01-Jul-2006 2 11.850% 2,607.08 Group II 0101052470 59,337.03 01-May-2006 4 10.100% 2,904.15 Group II 0101052951 99,866.01 01-Apr-2006 5 11.350% 6,430.45 Group II 0121044738 99,468.03 01-Jun-2006 3 9.800% 3,933.42 Group II 0121044739 71,059.19 01-Jul-2006 2 10.800% 2,485.58 Group II 0121044788 103,870.93 01-Feb-2006 7 8.400% 4,892.22 Group II 0131036819 111,778.33 01-Jun-2006 3 10.600% 4,793.23 Group II 0131036932 66,392.87 01-May-2006 4 11.550% 3,731.45 Group II 0131037012 137,649.14 01-Feb-2006 7 10.900% 8,495.15 Group II 0131037020 68,622.00 01-Mar-2006 6 9.700% 3,755.38 Group II 0131037043 109,954.37 01-Feb-2006 7 10.300% 6,400.30 Group II 0131037044 135,000.00 01-Jan-2006 8 10.000% 7,617.99 Group II 0131037056 71,894.22 01-Apr-2006 5 9.650% 3,915.39 Group II 0131037058 109,350.12 01-Mar-2006 6 9.300% 5,728.64 Group II 0131037092 127,562.72 01-Apr-2006 5 10.400% 7,505.90 Group II 0141051490 564,169.52 01-May-2006 4 7.500% 20,271.97 Group II 0151031291 197,791.74 01-Mar-2006 6 9.200% 10,246.47 Group II 0151031346 153,656.25 01-Apr-2006 5 9.200% 7,964.31 Group II 0161045926 326,150.73 01-Jul-2006 2 7.600% 7,936.32 Group II 0161046514 189,200.00 01-May-2006 4 8.600% 7,851.78 Group II 0161047080 553,206.99 01-Feb-2006 7 9.150% 28,481.69 Group II 0231076587 170,440.86 01-May-2006 4 9.100% 7,488.84 Group II 0231076855 119,888.77 01-Mar-2006 6 9.800% 6,631.14 Group II 0291000952 180,048.41 01-Jul-2006 2 8.050% 4,646.17 Group II 0291003042 223,250.00 01-Jun-2006 3 7.950% 7,116.10 Group II 0311029420 174,950.90 01-Jul-2006 2 10.250% 5,798.61 Group II 0321030696 107,161.73 01-Jun-2006 3 8.750% 3,768.37 Group II 0321030717 159,150.38 01-May-2006 4 9.990% 7,701.77 Group II 0321030850 121,446.93 01-Apr-2006 5 10.300% 7,081.21 Group II 0321031053 76,221.70 01-Jul-2006 2 9.350% 2,297.48 Group II 0321031262 211,429.72 01-Mar-2006 6 9.850% 11,770.34 Group II 0321031283 474,635.79 01-May-2006 4 7.850% 17,903.44 Group II 0321031401 51,122.87 01-Apr-2006 5 9.440% 2,721.48 Group II 0331041124 167,273.40 01-Jul-2006 2 9.300% 5,014.13 Group II 0331041471 74,873.03 01-Jun-2006 3 11.700% 3,554.15 Group II 0341029132 138,266.17 01-May-2006 4 9.675% 6,473.12 Group II 0341029487 155,120.00 01-Jun-2006 3 8.450% 5,267.60 Group II 0351029637 83,761.71 01-Feb-2006 7 9.900% 4,679.25 Group II 0351031718 118,539.04 01-Feb-2006 7 9.550% 6,379.95 Group II 0351031992 50,834.32 01-Jul-2006 2 12.200% 2,015.50 Group II 0351032236 93,683.56 01-Mar-2006 6 11.050% 5,866.14 Group II 0361029013 382,344.69 01-Feb-2006 7 10.400% 22,479.36 Group II 0371029934 176,810.15 01-Jul-2006 2 9.300% 5,299.93 Group II 0381025875 229,326.52 01-Feb-2006 7 8.600% 11,069.18 Group II 0381026002 268,138.55 01-Jul-2006 2 7.350% 6,297.84 Group II 0521030647 179,058.05 01-Jun-2006 3 8.400% 6,039.95 Group II 0521031311 61,971.27 01-Apr-2006 5 10.250% 3,592.20 Group II 0561004367 83,661.90 01-Jun-2006 3 9.600% 3,238.57 Group II 0581004055 301,133.99 01-Jul-2006 2 9.990% 9,719.55 Group II 0581005114 645,000.00 01-Mar-2006 6 7.100% 25,585.00 Group II 0581005280 470,109.34 01-May-2006 4 8.600% 19,497.02 Group II 0611020462 370,718.01 01-Jan-2006 8 8.890% 18,550.75 Group II 0621013403 134,747.65 01-Apr-2006 5 9.800% 7,456.41 Group II 0621013563 231,233.70 01-Mar-2006 6 7.990% 10,343.56 Group II 0621013596 193,291.40 01-Mar-2006 6 9.200% 10,013.16 Group II 0621013757 796,000.00 01-Apr-2006 5 7.900% 35,289.31 Group II 0641014917 52,483.77 01-Feb-2006 7 11.650% 3,469.30 Group II 0651014531 125,473.78 01-Jun-2006 3 7.900% 3,967.61 Group II 0651014532 124,635.31 01-Jun-2006 3 9.650% 4,850.68 Group II 0651014765 101,817.46 01-May-2006 4 8.850% 4,346.25 Group II 0661012059 400,000.00 01-Jul-2006 2 6.850% 8,733.32 Group II 0661012452 370,150.22 01-Jun-2006 3 7.500% 11,087.10 Group II 0661012571 223,282.28 01-Jun-2006 3 9.200% 8,270.86 Group II 0671009125 187,604.79 01-May-2006 4 9.240% 8,374.56 Group II 0671009418 275,397.47 01-Jun-2006 3 6.550% 7,165.37 Group II 0691006566 142,540.42 01-Jul-2006 2 9.950% 4,581.77 Group II 0721009236 283,000.00 01-Jun-2006 3 8.750% 9,963.95 Group II 0731013955 83,696.59 01-Jul-2006 2 9.250% 2,494.89 Group II 0741013926 50,156.12 01-Jun-2006 3 11.500% 2,339.02 Group II 0741013958 213,519.00 01-May-2006 4 8.900% 9,167.86 Group II 0781005515 50,878.29 01-May-2006 4 9.720% 2,393.40 Group II 0841007204 104,528.45 01-Jan-2006 8 6.600% 3,831.07 Group II 0841009555 90,133.42 01-May-2006 4 8.700% 3,779.82 Group II 0841009737 51,918.88 01-May-2006 4 10.650% 2,684.09 Group II 0841010183 63,919.30 01-Mar-2006 6 10.450% 3,778.18 Group II 0841010361 178,742.03 01-Mar-2006 6 9.650% 9,729.51 Group II 0841010456 103,822.65 01-Feb-2006 7 9.750% 5,709.38 Group II 0841010509 153,460.69 01-Jun-2006 3 9.600% 5,944.38 Group II 0841010582 115,954.30 01-Feb-2006 7 10.540% 6,912.25 Group II 0841010590 404,809.04 01-Feb-2006 7 9.700% 22,143.20 Group II 0851002642 287,669.10 01-Apr-2006 5 12.050% 19,699.60 Group II 0861000318 166,501.67 01-Jun-2006 3 7.900% 5,264.94 Group II 0861000396 185,780.35 01-Jun-2006 3 9.990% 7,493.87

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

Summary 12 Month Bankruptcy ~~Detail~~History* -New ~~All~~Bankruptcy ~~Mortgage~~Loans Month Bankruptcy Percentage Loans in Bankruptcy ~~during~~12 ~~Current~~Dec-05 ~~Period~~0.000% ~~(continued)~~Original ~~Group~~Principal ~~Loan~~Balance 1,803,421.00 Jan-06 0.000% Current ~~Paid~~Actual ToBalance ~~Months~~1,799,746.26 Feb-06 0.000% Mar-06 0.000% Current ~~Approximate~~Bankruptcy ~~Number~~Total ~~Actual~~Apr-06 ~~Date~~0.000% ~~Delinquent~~Loans ~~Loan~~in ~~Rate~~Bankruptcy ~~Delinquent~~31 May-06 0.000% Original Principal Balance ~~Interest~~4,822,121.00 ~~Group~~Jun-06 II0.052% ~~0511040612~~Current ~~379~~Actual Balance 4,~~963~~810,762.2303 01Jul-~~Jun~~06 0.096% Aug-~~2006~~06 (0.151% Sep-06 0.162% Oct-06 0.496% Nov-06 0.608% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group I 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 1) 8Dec-05 0.~~750~~000% Original Principal Balance 315,000.00 Jan-06 0.000% Current Actual Balance 314,723.37 Feb-06 0.000% Mar-06 0.000% Current Bankruptcy Total Apr-06 0.000% Loans in Bankruptcy 2 May-06 0.000% Original Principal Balance 47,~~675~~200.5800 Jun-06 0.000% Current Actual Balance 47,100.04 Jul-06 0.000% Aug-06 0.000% Sep-06 0.052% Oct-06 0.185% Nov-06 0.390% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group II ~~0841010236~~12 ~~104~~Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 1 Dec-05 0.000% Original Principal Balance 59,~~553~~375.00 Jan-06 0.000% Current Actual Balance 59,198.20 01Feb-06 0.000% Mar-06 0.000% Current Bankruptcy Total Apr-~~2006~~06 0.000% 8Loans in Bankruptcy 2 May-06 0.~~800~~000% 1Original Principal Balance 107,~~480~~980.7300 Jun-06 0.085% Current Actual Balance 107,653.54 Jul-06 0.155% Aug-06 0.244% Sep-06 0.229% Oct-06 0.686% Nov-06 0.741% *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.

~~Realized~~Bankruptcy ~~Loss~~ Detail ~~Report~~ - All Mortgage Loans ~~with~~in ~~Losses~~Bankruptcy during Current Period ~~Summary~~Group #Loan ~~Loans~~Month ~~Prior~~Loan ~~Realized~~First ~~Current~~State ~~with~~LTV ~~Actual~~at ~~Loss/(Gain)~~Original ~~Loss~~Number ~~Group~~Entered ~~Losses~~Payment Origination Principal Bankruptcy Date Balance ~~Amount~~Group ~~Percentage~~I 0081060306 Sep-2006 01-Feb-2006 VA 100.00 31,000.00 Group I 00081060331 0Oct-2006 01-Feb-2006 DC 75.00 0317,250.00 0Group I 0081060438 Oct-2006 01-Feb-2006 VA 80.00 80,000%.00 Group I 0131036725 Nov-2006 01-Jan-2006 IN 80.00 96,400.00 Group I 0361028556 Oct-2006 01-Jan-2006 MI 85.00 136,000.00 Group I 0641011159 Oct-2006 01-Oct-2005 TX 100.00 16,200.00 Group I 0661012546 Nov-2006 01-Feb-2006 CA 70.00 315,000.00 Group I 0841010466 Nov-2006 01-Jan-2006 MI 80.00 176,000.00 Group II 00041073038 0Sep-2006 01-Dec-2005 IL 100.00 052,000.00 0Group II 0051061849 Oct-2006 01-Jan-2006 GA 90.00 247,500.00 Group II 0051062002 Nov-2006 01-Jan-2006 GA 80.00 168,800.00 Group II 0051062143 Nov-2006 01-Feb-2006 GA 80.00 122,400.00 Group II 0101052315 Nov-2006 01-Jan-2006 TX 80.00 95,732.00 Group II 0211036094 Aug-2006 01-Nov-2005 VA 90.00 252,000%.00 ~~Total~~Group 0II 00211038081 Nov-2006 17-Dec-2005 TN 95.00 059,375.00 0Group II 0231068078 Oct-2006 01-Jul-2005 NJ 100.00 182,000%.00 Group II 0361028746 Jul-2006 01-Feb-2006 MI 80.00 78,400.00 Group II 0371029952 Sep-2006 01-Dec-2005 FL 100.00 55,980.00 Group II 0391015948 Sep-2006 01-Jan-2006 TN 90.00 80,640.00 Group II 0511040612 Jun-2006 01-Dec-2005 CA 95.00 380,000.00 Group II 0521030992 Nov-2006 01-Feb-2006 IN 85.00 51,000.00 Group II 0521032091 Oct-2006 01-Feb-2006 IN 90.00 50,400.00 Group II 0521032370 Nov-2006 01-Feb-2006 MO 80.00 62,400.00 Group II 0611020774 Oct-2006 01-Feb-2006 PA 70.00 203,000.00 Group II 0631011100 Nov-2006 01-Jan-2006 CA 80.00 433,600.00 Group II 0641014404 Oct-2006 01-Jan-2006 TX 80.00 98,080.00 Group II 0661011976 Aug-2006 01-Jan-2006 WA 75.00 204,750.00 Group II 0731013668 Nov-2006 01-Feb-2006 VA 85.00 93,500.00 Group II 0771007874 Oct-2006 01-Feb-2006 TX 80.00 120,000.00 Group II 0841009734 Oct-2006 01-Dec-2005 FL 85.00 433,500.00 Group II 0841009994 Nov-2006 01-Jan-2006 MI 100.00 129,214.00

~~Realized~~Bankruptcy ~~Loss Loan~~ Detail ~~Report~~ - All Mortgage Loans ~~With~~in ~~Losses~~Bankruptcy during Current Period ~~Original~~(continued) ~~Current~~Group Loan ~~Principal~~Current ~~Note~~Paid ~~LTV~~To atMonths ~~Original~~Current ~~Group~~Approximate Number ~~Balance~~Actual Date Delinquent Loan Rate ~~State~~Delinquent ~~Origination~~Balance ~~Term~~Interest NoGroup ~~Losses~~I ~~this~~0081060306 ~~Period~~30,948.58 01-May-2006 4 12.150% 1,832.33 Group I 0081060331 316,294.75 01-Jun-2006 3 8.600% 10,924.93 Group I 0081060438 79,871.71 01-Apr-2006 5 9.140% 4,111.92 Group I 0131036725 96,219.91 01-Mar-2006 6 8.400% 4,534.72 Group I 0361028556 135,361.25 01-Jul-2006 2 8.100% 3,515.73 Group I 0641011159 16,151.46 01-Jul-2006 2 12.000% 629.48 Group I 0661012546 314,723.37 01-Mar-2006 6 6.500% 11,362.11 Group I 0841010466 174,590.96 01-Oct-2006 0 7.350% 2,052.52 Group II 0041073038 51,870.91 01-Jun-2006 3 11.900% 2,505.58 Group II 0051061849 247,217.11 01-Feb-2006 7 8.800% 12,221.76 Group II 0051062002 168,753.07 01-Jan-2006 8 8.150% 7,714.43 Group II 0051062143 122,282.87 01-Mar-2006 6 9.650% 6,656.37 Group II 0101052315 95,440.78 01-Jun-2006 3 9.450% 3,634.85 Group II 0211036094 252,000.00 01-Sep-2006 0 7.250% 2,919.00 Group II 0211038081 59,198.20 17-Jul-2006 1 10.950% 1,575.53 Group II 0231068078 180,860.90 01-May-2006 4 8.990% 7,846.53 Group II 0361028746 78,109.82 01-Oct-2006 0 10.550% 1,334.66 Group II 0371029952 55,782.63 01-Jun-2006 3 9.500% 2,136.08 Group II 0391015948 80,521.31 01-Mar-2006 6 9.550% 4,335.98 Group II 0511040612 379,963.23 01-Oct-2006 0 8.750% 5,351.16 Group II 0521030992 50,937.39 01-May-2006 4 11.750% 2,913.84 Group II 0521032091 50,270.04 01-Jun-2006 3 9.350% 1,893.58 Group II 0521032370 62,286.69 01-Jun-2006 3 11.000% 2,774.85 Group II 0611020774 202,782.92 01-Sep-2006 0 10.650% 3,497.76 Group II 0631011100 432,885.35 01-Apr-2006 5 6.750% 16,266.68 Group II 0641014404 97,872.10 01-Apr-2006 5 9.200% 5,072.84 Group II 0661011976 203,905.64 01-Sep-2006 0 10.000% 3,295.68 Group II 0731013668 93,447.64 01-May-2006 4 10.440% 4,736.07 Group II 0771007874 119,812.85 01-May-2006 4 10.650% 6,194.06 Group II 0841009734 431,418.56 01-Jun-2006 3 7.990% 13,803.69 Group II 0841009994 128,980.03 01-Apr-2006 5 9.950% 7,250.27

Realized Loss ~~Loan~~ Detail Report - Loans ~~With~~with Losses during Current Period ~~(continued)~~Summary ~~Prior~~# ~~Cumulative~~Loans ~~Loan~~Prior ~~Actual~~ Realized ~~Realized~~Current ~~Group~~with ~~Number~~Actual ~~Balance~~ Loss/(Gain) Loss~~/(Gain)~~ NoGroup Losses ~~this~~Balance ~~Period~~Amount Percentage Group I 3 95,814.87 69,818.34 0.201% Group II 2 0.00 9,748.94 0.003% Total 5 95,814.87 79,567.28 0.010%

Realized Loss ~~Report~~Loan -Detail ~~Collateral~~Report 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. Jul-~~2005~~ ~~N/A~~Loans ~~N/A~~With ~~Jul-2005~~Losses ~~N/A~~during N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current ~~Month~~Period ~~0.000%~~Original Current ~~Month~~Loan ~~0.000%~~Principal 3Note ~~Month~~LTV Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at ~~monthly~~Original ~~bond~~Group ~~remittance~~Number ~~report~~Balance ~~can~~Rate beState ~~viewed~~Origination ~~online~~Term ~~at www.ctslink.com. www.ctslink.com.~~ Group I ~~MDR~~0171028153 ~~SDA Current Month 0~~23,934.~~000%~~00 ~~Current Month 0~~11.000% 3TX ~~Month Average 0~~100.~~000%~~00 3360 ~~Month~~Group ~~Average~~I ~~0.000%~~0661012197 ~~12 Month Average 0.~~220,000~~% 12 Month Average 0~~.~~000%~~00 ~~MDR: Current vs~~7. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 0.000800% ~~N/A~~CA ~~May-2006 0~~55.~~000%~~70 ~~N/A~~360 ~~Jun-2006~~Group ~~0.000%~~I ~~N/A~~0791005616 ~~Jun-2006 0.~~72,000~~% 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~~.00 ~~The graphically on the monthly bond remittance report~~8. ~~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~~550% ~~Current~~MO ~~Month 0~~80.~~000%~~00 3360 ~~Month~~Group ~~Average~~II ~~0.000%~~0051061416 ~~3 Month Average 0.~~117,000~~% 12 Month Average 0~~.~~000%~~00 ~~12 Month Average 0~~9.~~000~~950% ~~CDR:~~GA ~~Current vs~~90.00 ~~12mo~~360 Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group II ~~MDR~~0521031029 ~~SDA Current Month 0~~144,400.~~000%~~00 ~~Current Month 0~~9.~~000~~800% 3MN ~~Month Average 0~~95.~~000%~~00 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Monthly Default Rate (MDR): sum(Beg Scheduled Balance of Liquidated Loans)/ sum(Beg Scheduled Balance). Conditional Default Rate (CDR): 1-((1-MDR)^12) SDA Standard Default Assumption: If WAS is less than or equal to 30 then CDR /(WAS * 0.02) else if WAS is greater than 30 and less than or equal to 60 then CDR / 0.6 else if WAS is greater than 60 and less than or equal to 120 then CDR / (0.6 - ((WAS - 60) * 0.0095)) else if WAS is greater than 120 then CDR / 0.03 Loss Severity Approximation for current period: sum(Realized Loss Amount)/sum(Beg Scheduled Balance of Liquidated Loans)360

~~Prepayment~~Realized ~~Detail~~Loss -Loan ~~Prepayments~~Detail ~~during~~Report ~~Current~~- ~~Period Summary~~ Loans ~~Paid~~With InLosses ~~Full~~during ~~Repurchased~~Current ~~Loans~~Period ~~Original~~(continued) ~~Current~~Prior ~~Original~~Cumulative ~~Current~~Loan ~~Principal~~Actual ~~Scheduled~~Realized ~~Principal~~Realized ~~Scheduled~~ Group ~~Count~~Number Balance ~~Balance~~Loss/(Gain) ~~Count~~Loss/(Gain) ~~Balance Balance~~ Group I 470171028153 723,~~129~~858.04 25,~~304~~462.0029 725,~~108,573~~462.8729 0Group I 0661012197 0.00 0471.0031 (2,474.52) Group III 630791005616 1571,~~929~~956.83 43,~~289~~884.0074 1543,~~893,792~~884.74 0Group ~~0.00~~II 0051061416 0.00 ~~Total 110 23,058,593~~73.00 2364,~~002,366~~792.6187 0Group II 0521031029 0.00 09,675.0094 9,675.94

~~Prepayment~~Realized ~~Detail~~Loss Report - ~~Prepayments~~Collateral ~~during~~Summary MDR SDA Current ~~Period~~Month ~~(continued)~~0.012% ~~Summary~~Current ~~Substitution~~Month ~~Loans~~0.695% ~~Liquidated~~3 ~~Loans~~Month ~~Curtailments~~Average ~~Original~~0.018% 3 Month Average 1.196% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current ~~Original~~vs. 12mo Average* SDA: Current ~~Principal~~vs. ~~Scheduled~~12mo ~~Principal~~Average* ~~Scheduled~~Month ~~Curtailment~~Current ~~Group~~12mo ~~Count~~Avg. ~~Balance~~Month ~~Balance~~Current ~~Count~~12mo ~~Balance~~Avg. ~~Balance~~Dec-2005 ~~Amount~~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 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A Jul-2006 0.000% N/A Jul-2006 0.000% N/A Aug-2006 0.000% N/A Aug-2006 0.000% N/A Sep-2006 0.013% N/A Sep-2006 1.000% N/A Oct-2006 0.028% N/A Oct-2006 1.895% N/A Nov-2006 0.012% N/A Nov-2006 0.695% 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 0.139% Current Month 72.697% 3 Month Average 0.213% 3 Month Average 27.156% 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. 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 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A Jul-2006 0.000% N/A Jul-2006 0.000% N/A Aug-2006 0.000% N/A Aug-2006 0.000% N/A Sep-2006 0.160% N/A Sep-2006 0.000% N/A Oct-2006 0.341% N/A Oct-2006 8.772% N/A Nov-2006 0.139% N/A Nov-2006 72.697% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group I MDR SDA Current Month 0.031% Current Month 1.835% 3 Month Average 0.00035% 3 Month Average 2.273% 12 Month Average 0.00000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. 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 0.00000% N/A May-2006 0.00000% ~~2,725~~N/A Jun-2006 0.88000% N/A Jun-2006 0.000% N/A Jul-2006 0.000% N/A Jul-2006 0.000% N/A Aug-2006 0.000% N/A Aug-2006 0.000% N/A Sep-2006 0.000% N/A Sep-2006 0.000% N/A Oct-2006 0.075% N/A Oct-2006 4.985% N/A Nov-2006 0.031% N/A Nov-2006 1.835% 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 0.366% Current Month 168.313% 3 Month Average 0.420% 3 Month Average 91.035% 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. 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 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A Jul-2006 0.000% N/A Jul-2006 0.000% N/A Aug-2006 0.000% N/A Aug-2006 0.000% N/A Sep-2006 0.000% N/A Sep-2006 0.000% N/A Oct-2006 0.895% N/A Oct-2006 106.140% N/A Nov-2006 0.366% N/A Nov-2006 107.022% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group II MDR SDA Current Month 0.000% Current Month 0.00000% 3 Month Average 0.00007% 3 Month Average 0.538% 12 Month Average 0.00000% 12 Month Average 0.00000% ~~10,430~~MDR: Current vs.99 ~~Total~~12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. 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 0.000% N/A May-2006 0.00000% N/A Jun-2006 0.00000% N/A Jun-2006 0.000% N/A Jul-2006 0.00000% N/A Jul-2006 0.00000% ~~13,156~~N/A Aug-2006 0.87000% N/A Aug-2006 0.000% N/A Sep-2006 0.022% N/A Sep-2006 1.613% N/A Oct-2006 0.000% N/A Oct-2006 0.000% N/A Nov-2006 0.000% N/A 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 0.086% 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. 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 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A Jul-2006 0.000% N/A Jul-2006 0.000% N/A Aug-2006 0.000% N/A Aug-2006 0.000% N/A Sep-2006 0.258% N/A Sep-2006 0.000% N/A Oct-2006 0.000% N/A Oct-2006 0.000% N/A Nov-2006 0.000% N/A 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 ~~Loan~~ Detail - Prepayments during Current Period ~~First~~Summary ~~Original~~Loans ~~Loan~~Paid ~~LTV~~In atFull ~~Payment~~Repurchased ~~Principal~~Loans ~~Prepayment~~Original ~~Group~~Current ~~Number~~Original ~~State~~Current ~~Origination~~Principal ~~Date~~Scheduled ~~Balance~~Principal ~~Amount~~Scheduled Group ICount ~~0041074402~~Balance ILBalance ~~65.00~~Count ~~01-Feb-2006~~Balance ~~195,000.00~~Balance ~~194,418.98~~ Group I 0041074583 IL 100.00 01-Feb-2006 48,400.00 48,326.98 Group I 0051062151 GA 49.81 01-Feb-2006 99,257.00 98,977.56 Group I 0081060272 VA 90.00 01-Jan-2006 181,800.00 181,205.33 Group I 0081060507 VA 83.33 01-Jan-2006 100,000.00 99,662.58 Group I 0081060674 MD 85.00 01-Feb-2006 177,650.00 177,123.86 Group I 0141052303 NY 75.56 01-Jan-2006 92,000.00 91,805.02 Group I 0161045628 MA 81.43 01-Jan-2006 285,000.00 283,591.57 Group I 0161046084 MA 100.00 01-Dec-2005 36,000.00 35,900.43 Group I 0161046693 MA 90.00 01-Jan-2006 270,000.00 269,548.09 Group I 0161046804 MA 80.00 01-Jan-2006 231,920.00 230,644.90 Group I 0161046984 MA 69.71 ~~01-Jan-2006 200~~13,~~000.00 199~~465,~~332~~206.~~09 Group I 0271025571 NY 76.51 01-Jan-2006 76,000.~~00 75,836.77 Group I 0271025984 CT 79.27 01-Feb-2006 39,637.00 39,589.64 Group I 0281018264 NJ 80.00 01-Jan-2006 208,000.00 207,711.89 Group I 0291002565 FL 83.53 01-Jan-2006 142,000.00 141,439.63 Group I 0291003132 FL 90.00 01-Jan-2006 112,500.00 112,044.08 Group I 0291003222 FL 73.81 01-Feb-2006 31,500.00 31,446.44 Group I 0301003777 WA 80.00 01-Feb-2006 272,000.00 271,627.33 Group I 0331040775 NY 46.15 01-Sep-2005 150,000.00 146,816.02 Group I 0331041439 NY 69.34 01-Nov-2005 50,000.00 49,884.03 Group I 0331042832 NY 58.33 01-Jan-2006 174,990.00 174,251.83 Group I 0361028813 MI 90.00 01-Jan-2006 126,000.00 125,559.49 Group I 0381025490 MA 80.00 01-Jan-2006 196,000.00 195,296.67 Group I 0381025916 MA 46.51 01-Jan-2006 200,000.00 199,093.35 Group I 0381026120 VA 85.00 01-Feb-2006 140,250.00 140,034.40 Group I 0381026182 RI 59.74 01-Feb-2006 50,000.00 49,918.20 Group I 0401005471 CA 61.93 01-Jan-2006 20,600.00 20,545.90 Group I 0401005707 NY 67.27 01-Jan-2006 25,000.00 24,947.56 Group I 0401005782 NJ 74.50 01-Feb-2006 203,000.00 202,733.73 Group I 0511041427 CA 52.21 01-Jan-2006 100,000.00 99,783.47 Group I 0521032540 IL 80.00 01-Feb-2006 276,000.00 275,581.77 Group I 0581004363 CA 43.17 01-Dec-2005 300,000.00 297,733.73 Group I 0581005164 CA 57.74 01-Jan-2006 337,800.00 336,348.04 Group I 0621013115 FL 100.00 01-Jan-2006 117,600.00 117,370.26 Group I 0631010273 CA 64.29 01-Nov-2005 225,000.00 224,881.13 ~~Group I 0631010957 CA 85.00 01-Jan-2006 310~~,~~250.00 310~~390,~~154~~068.60 Group I 0651015174 DE 80.00 01-Jan-2006 123,200.00 122,982.03 Group I 0661012490 CA 80.00 01-Feb-2006 225,600.00 225,304.05 Group I 0701002208 CA 35.79 01-Jan-2006 102,000.00 101,569.72 Group I 0701002374 CA 45.43 01-Jan-2006 184,000.00 182,977.31 Group I 0731013873 VA 35.07 ~~01-Feb-2006~~0 ~~74,000~~0.00 ~~72,952~~0.~~67 Group I 0731013919 VA 77.99 01-Feb-2006 163,000.~~00 ~~162,798.22~~ Group III ~~0761014434 IL 80.00 01-Jan-2006 83,200.00 82,927.34 Group I 0841010623 MI~~ 84~~.04~~ ~~01-Feb-2006 109~~19,~~250.00 108~~448,~~943~~782.~~97 Group I 0841010705 MI 80.~~00 01-Feb-2006 70,400.00 70,180.50 Group I 0851002620 NJ 75.00 01-Jan-2006 193,500.00 192,873.58 Group II 0031038467 CA 42.55 01-Nov-2005 200,000.00 200,000.00 Group II 0031040525 CA 85.00 01-Feb-2006 328,950.00 328,136.63 Group II 0041074138 IL 80.00 01-Jan-2006 76,000.00 75,682.36 Group II 0051060413 GA 75.00 01-Dec-2005 450,000.00 447,133.30 Group II 0051062264 GA 86.34 01-Feb-2006 193,400.00 193,281.91 Group II 0071070686 FL 80.00 01-Feb-2006 164,000.00 163,631.56 Group II 0081060290 VA 65.38 01-Jan-2006 93,500.00 93,243.34 Group II 0081060442 VA 70.00 01-Feb-2006 192,500.00 192,219.03 Group II 0121044051 IL 64.75 01-Dec-2005 395,000.00 395,000.00 Group II 0131036176 OH 90.00 01-Dec-2005 76,500.00 76,244.02 Group II 0151030638 PA 80.00 01-Dec-2005 528,000.00 527,141.54 Group II 0161046646 MA 74.69 01-Jan-2006 301,000.00 300,942.06 Group II 0161046745 MA 80.00 01-Feb-2006 328,000.00 327,371.40 Group II 0161046775 MA 80.00 01-Jan-2006 308,000.00 307,101.43 Group II 0171029767 AZ 80.00 01-Feb-2006 200,000.00 200,000.00 Group II 0191028248 WA 90.00 01-Jan-2006 200,700.00 200,131.29 Group II 0211037147 NC 95.00 01-Jan-2006 81,700.00 81,599.44 Group II 0211037381 MD 90.00 01-Dec-2005 121,410.00 121,007.95 Group II 0211037684 NC 95.00 01-Jan-2006 349,600.00 341,387.94 Group II 0211038352 MD 85.00 01-Jan-2006 103,700.00 103,477.87 Group II 0211038456 MD 100.00 01-Jan-2006 342,238.00 340,994.83 Group II 0231075728 NJ 90.00 01-Jan-2006 269,435.00 268,648.98 Group II 0231076520 ME 79.60 01-Feb-2006 160,000.00 159,599.38 Group II 0251038504 CA 62.15 01-Dec-2005 376,000.00 376,000.00 Group II 0261054820 MI 70.46 01-Feb-2006 76,800.00 76,629.11 Group II 0311029231 NJ 90.00 01-Jan-2006 76,500.00 76,307.10 Group II 0311029358 NJ 71.20 01-Feb-2006 267,000.00 266,455.47 Group II 0331041273 NJ 69.91 01-Oct-2005 430,500.00 426,834.23 Group II 0351030987 TX 95.00 01-Jan-2006 119,225.00 118,993.35 Group II 0381025668 FL 90.00 01-Jan-2006 101,700.00 101,202.04 Group II 0401004780 MD 90.00 01-Dec-2005 288,000.00 287,990.00 Group II 0401005687 NJ 90.00 01-Jan-2006 117,000.00 116,709.13 Group II 0511041763 GA 80.00 01-Jan-2006 149,520.00 149,117.00 Group II 0511041777 CA 69.62 01-Jan-2006 404,500.00 404,500.00 Group II 0511041852 CA 55.02 01-Feb-2006 148,000.00 147,748.19 ~~Group II 0521029816 IL 80.00 01-Dec-2005 336~~,~~000.00 334~~353,~~610~~311.~~79 Group II 0521032546 IL 77.~~96 ~~01-Feb-2006~~0 ~~382,000~~0.00 ~~381,158~~0.~~84 Group II 0621012613 FL 46.48 01-Jan-2006 165,004.~~00 ~~164,517.56~~Total ~~Group~~155 ~~II 0621013250 FL 90.00 01-Jan-2006 179~~32,~~541.00 178~~913,~~856~~988.~~21 Group II 0621013312 FL 80.~~00 ~~01-Jan-2006 104~~32,~~000.00 103~~743,~~651~~380.98 Group II 0621013703 FL 90.00 01-Jan-2006 166,491.00 165,963.05 Group II 0631010279 CA 90.00 01-Dec-2005 265,500.00 265,500.00 Group II 0651013996 MA 80.00 01-Jan-2006 156,800.00 156,467.71 Group II 0651015136 NH 80.00 01-Feb-2006 228,000.00 227,487.23 Group II 0661009949 CA 44.92 01-Nov-2005 265,000.00 265,000.00 Group II 0661010579 CA 89.98 01-Nov-2005 408,500.00 408,500.00 Group II 0661011205 CA 60.00 01-Dec-2005 378,000.00 378,000.00 Group II 0661012552 CA 83.67 01-Jan-2006 615,000.00 615,000.00 Group II 0671008991 CA 95.00 01-Jan-2006 1,187,500.00 1,184,667.91 Group II 0681009670 ME 74.03 ~~01-Jan-2006~~0 ~~173,970~~0.00 ~~173,461~~0.~~64 Group II 0681010071 ME 95.~~00 01-Jan-2006 77,900.00 77,733.13 Group II 0681010131 VT 100.00 01-Feb-2006 171,000.00 170,594.59 Group II 0681010177 MA 80.00 01-Jan-2006 260,000.00 260,000.00 Group II 0681010187 MA 77.42 01-Jan-2006 480,000.00 478,495.84 Group II 0691006125 FL 95.00 01-Jan-2006 226,955.00 226,169.78 Group II 0711009263 MA 70.00 01-Feb-2006 199,500.00 199,045.55 Group II 0721009274 AZ 80.00 01-Jan-2006 240,000.00 240,000.00 Group II 0721009606 AZ 64.62 01-Feb-2006 84,000.00 83,785.67 Group II 0761014518 IL 62.94 01-Jan-2006 159,250.00 159,250.00 Group II 0791005062 MO 82.80 01-Dec-2005 385,000.00 383,298.10 Group II 0831053062 FL 80.00 01-Nov-2005 80,000.00 79,371.25 Group II 0851002566 NJ 80.00 01-Feb-2006 264,000.00 263,492.96 Group II 0861000647 FL 80.00 01-Feb-2006 272,000.00 271,717.89

Prepayment ~~Loan~~ Detail - Prepayments during Current Period (continued) ~~Current~~Summary ~~Loan~~Substitution ~~PIF~~Loans ~~Months~~Liquidated ~~Loan~~Loans Curtailments Original ~~Group~~Current ~~Number~~Original ~~Type~~Current ~~Delinquent~~Principal ~~Rate~~Scheduled ~~Term~~Principal ~~Seasoning~~Scheduled ~~Group~~Curtailment ~~I 0041074402 Loan Paid in Full 0 8.650% 360 4~~ Group ICount ~~0041074583~~Balance ~~Loan~~Balance ~~Paid~~Count inBalance ~~Full~~Balance ~~(1)~~Amount ~~11.850% 360 4~~ Group I ~~0051062151 Loan Paid in Full (1) 8.950% 360 4 Group I 0081060272 Loan Paid in Full (1) 9.100% 360 5 Group I 0081060507 Loan Paid in Full (1) 8.950% 360 5 Group I 0081060674 Loan Paid in Full~~ 0 8.700% 360 4 Group I 0141052303 Loan Paid in Full (1) 11.400% 360 5 Group I 0161045628 Loan Paid in Full (1) 7.050% 360 5 Group I 0161046084 Loan Paid in Full (1) 10.650% 360 6 Group I 0161046693 Loan Paid in Full 0 8.~~150%~~00 ~~360 5 Group I 0161046804 Loan Paid in Full~~ 0 6.~~500%~~00 ~~360~~2 ~~5 Group I 0161046984 Loan Paid in Full 0 9~~95,934.~~000%~~00 ~~360 5 Group I 0271025571 Loan Paid in Full 0 11~~95,391.~~090%~~83 ~~360~~ 5 ~~Group I 0271025984 Loan Paid in Full 0 12~~,002.~~900%~~20 ~~360 4~~ Group I 0281018264 Loan Paid in Full (1) 8.800% 360 5 Group I 0291002565 Loan Paid in Full 0 8.200% 360 5 Group I 0291003132 Loan Paid in Full (1) 8.050% 360 5 Group I 0291003222 Loan Paid in Full (1) 11.300% 360 4 Group I 0301003777 Loan Paid in Full 0 8.200% 360 4 Group I 0331040775 Loan Paid in Full (1) 6.375% 240 9 Group I 0331041439 Loan Paid in Full 0 12.100% 360 7 Group I 0331042832 Loan Paid in Full 0 7.850% 360 5 Group I 0361028813 Loan Paid in Full 0 8.800% 360 5 Group I 0381025490 Loan Paid in Full (1) 8.650% 360 5 Group I 0381025916 Loan Paid in Full (1) 7.500% 360 5 Group I 0381026120 Loan Paid in Full 0 7.800% 360 4 Group I 0381026182 Loan Paid in Full (1) 11.600% 360 4 Group I 0401005471 Loan Paid in Full 0 11.050% 360 5 Group I 0401005707 Loan Paid in Full 0 11.200% 360 5 Group I 0401005782 Loan Paid in Full 0 8.350% 360 4 Group I 0511041427 Loan Paid in Full (1) 11.050% 360 5 Group I 0521032540 Loan Paid in Full 0 7.850% 360 4 Group I 0581004363 Loan Paid in Full (1) 7.100% 360 6 Group I 0581005164 Loan Paid in Full 0 8.090% 360 5 Group I 0621013115 Loan Paid in Full 0 11.525% 360 5 Group I 0631010273 Loan Paid in Full (1) 6.550% 360 7 Group I 0631010957 Loan Paid in Full 0 6.150% 360 5 Group I 0651015174 Loan Paid in Full 0 7.990% 360 5 Group I 0661012490 Loan Paid in Full 0 8.350% 360 4 Group I 0701002208 Loan Paid in Full (1) 7.850% 360 5 Group I 0701002374 Loan Paid in Full 0 7.600% 360 5 Group I 0731013873 Loan Paid in Full 0 8.390% 180 4 Group I 0731013919 Loan Paid in Full (1) 8.550% 360 4 Group I 0761014434 Loan Paid in Full 0 9.150% 360 5 Group I 0841010623 Loan Paid in Full 0 8.950% 360 4 Group I 0841010705 Loan Paid in Full 0 8.450% 360 4 Group I 0851002620 Loan Paid in Full 0 9.150% 360 5 Group II ~~0031038467 Loan Paid in Full (1) 5.990% 360 7 Group II 0031040525 Loan Paid in Full~~ 0 ~~9.550% 360 4 Group II 0041074138 Loan Paid in Full~~ 0 7.~~900%~~00 ~~360 5 Group II 0051060413 Loan Paid in Full (1) 6.550% 360 6 Group II 0051062264 Loan Paid in Full~~ 0 10.~~900%~~00 ~~360 4 Group II 0071070686 Loan Paid in Full~~ 0 ~~10.940% 360 4 Group II 0081060290 Loan Paid in Full~~ 0 9.~~940%~~00 ~~360 5 Group II 0081060442 Loan Paid in Full~~ 0 12.~~000%~~00 ~~360 4 Group II 0121044051 Loan Paid in Full (1) 6~~16,585.~~990%~~38 ~~360~~Total ~~6 Group II 0131036176 Loan Paid in Full~~ 0 ~~9.750% 360 6 Group II 0151030638 Loan Paid in Full~~ 0 8.~~800%~~00 ~~360 6 Group II 0161046646 Loan Paid in Full (1) 7.700% 360 5 Group II 0161046745 Loan Paid in Full (1) 10.750% 360 4 Group II 0161046775 Loan Paid in Full~~ 0 9.~~650%~~00 360 5 Group II 0171029767 Loan Paid in Full (1) 7.950% 360 4 Group II 0191028248 Loan Paid in Full 0 9.800% 360 5 Group II 0211037147 Loan Paid in Full (1) 9.200% 360 5 Group II 0211037381 Loan Paid in Full 0 9.800% 360 6 Group II 0211037684 Loan Paid in Full (1) 7.400% 360 5 Group II 0211038352 Loan Paid in Full 0 11.100% 360 5 Group II 0211038456 Loan Paid in Full 0 8.590% 360 5 Group II 0231075728 Loan Paid in Full (1) 9.650% 360 5 Group II 0231076520 Loan Paid in Full (1) 9.490% 360 4 Group II 0251038504 Loan Paid in Full (1) 6.600% 360 6 Group II 0261054820 Loan Paid in Full (2) 1095,934.~~050%~~00 ~~360 4 Group II 0311029231 Loan Paid in Full 0 10~~95,391.~~340%~~83 ~~360 5 Group II 0311029358 Loan Paid in Full (1) 11~~21,587.850% 360 4 Group II 0331041273 Loan Paid in Full (1) 6.375% 360 8 Group II 0351030987 Loan Paid in Full 0 11.550% 360 5 Group II 0381025668 Loan Paid in Full 0 9.750% 360 5 Group II 0401004780 Loan Paid in Full 0 8.600% 360 6 Group II 0401005687 Loan Paid in Full 0 10.440% 360 5 Group II 0511041763 Loan Paid in Full 0 10.050% 360 5 Group II 0511041777 Loan Paid in Full 0 6.190% 360 5 Group II 0511041852 Loan Paid in Full 0 11.300% 360 4 Group II 0521029816 Loan Paid in Full (1) 9.250% 360 6 Group II 0521032546 Loan Paid in Full 0 10.100% 360 4 Group II 0621012613 Loan Paid in Full 0 9.600% 360 5 Group II 0621013250 Loan Paid in Full (1) 8.350% 360 5 Group II 0621013312 Loan Paid in Full 0 8.990% 360 5 Group II 0621013703 Loan Paid in Full 0 9.250% 360 5 Group II 0631010279 Loan Paid in Full 0 7.390% 360 6 Group II 0651013996 Loan Paid in Full (1) 11.150% 360 5 Group II 0651015136 Loan Paid in Full 0 10.000% 360 4 Group II 0661009949 Loan Paid in Full (1) 6.150% 360 7 Group II 0661010579 Loan Paid in Full 0 7.500% 360 7 Group II 0661011205 Loan Paid in Full 0 6.700% 360 6 Group II 0661012552 Loan Paid in Full 0 7.250% 360 5 Group II 0671008991 Loan Paid in Full 0 6.900% 360 5 Group II 0681009670 Loan Paid in Full 0 10.800% 360 5 Group II 0681010071 Loan Paid in Full 0 11.100% 360 5 Group II 0681010131 Loan Paid in Full 0 9.750% 360 4 Group II 0681010177 Loan Paid in Full (1) 7.100% 360 5 Group II 0681010187 Loan Paid in Full 0 9.750% 360 5 Group II 0691006125 Loan Paid in Full (1) 9.150% 360 5 Group II 0711009263 Loan Paid in Full 0 9.940% 360 4 Group II 0721009274 Loan Paid in Full (1) 7.400% 360 5 Group II 0721009606 Loan Paid in Full 0 9.400% 360 4 Group II 0761014518 Loan Paid in Full 0 9.300% 360 5 Group II 0791005062 Loan Paid in Full 0 8.400% 360 6 Group II 0831053062 Loan Paid in Full (1) 7.250% 360 7 Group II 0851002566 Loan Paid in Full 0 10.740% 360 4 Group II 0861000647 Loan Paid in Full (1) 9.150% 360 458

Summary SMM CPR PSA Current Month 2.432% Current Month 25.582% Current Month 2,562.478% 3 Month Average 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 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-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 14.936% N/A May-2006 1,869.663% N/A Jun-2006 25.582% N/A Jun-2006 2,562.478% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group I SMM CPR PSA Current Month 1.978% Current Month 21.321% Current Month 2,142.432% 3 Month Average 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 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-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 10.143% N/A May-2006 1,276.042% N/A Jun-2006 21.321% N/A Jun-2006 2,142.432% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group II SMM CPR PSA Current Month 2.710% Current Month 28.085% Current Month 2,807.799% 3 Month Average 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 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-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 17.734% N/A May-2006 2,213.172% N/A Jun-2006 28.085% N/A Jun-2006 2,807.799% 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))

Prepayment - Voluntary Prepayments

~~Interest~~Breaches ~~Rate~~Current ~~Stratification~~Loan ~~Summary~~Scheduled ~~Group~~Current I Current Number ofBalance ~~Outstanding Percentage of Number of Outstanding Percentage of Interest~~ Rate ~~Loans~~Payment ~~Scheduled~~No ~~Balance(%)~~Breaches ~~Loans~~this Scheduled Balance(%) Range(%) Balance($) Balance($) < 5.000 0 0.00 0.000 0 0.00 0.000 5.000 5.499 9 3,672,487.06 0.398 4 1,469,512.05 0.417 5.500 5.999 87 33,076,879.25 3.584 35 10,688,069.17 3.035 6.000 6.499 175 59,894,751.15 6.490 86 22,489,591.13 6.387 6.500 6.999 445 143,949,427.71 15.597 235 58,727,000.29 16.678 7.000 7.499 402 111,806,327.84 12.115 215 45,918,302.59 13.040 7.500 7.999 648 157,652,264.37 17.082 370 71,762,114.54 20.380 8.000 8.499 531 100,508,892.12 10.890 314 50,192,704.91 14.254 8.500 8.999 647 108,347,124.98 11.740 402 60,997,422.51 17.322 9.000 9.499 436 62,130,502.89 6.732 112 14,570,130.03 4.138 9.500 9.999 436 59,306,189.95 6.426 19 1,629,129.43 0.463 10.000 10.499 273 31,014,134.44 3.360 20 1,104,490.47 0.314 10.500 10.999 210 19,639,952.19 2.128 50 3,383,285.43 0.961 11.000 11.499 144 12,134,432.93 1.315 54 3,276,495.92 0.930 11.500 11.999 154 10,849,616.66 1.176 58 3,150,475.85 0.895 12.000 12.499 104 7,145,190.25 0.774 42 2,024,348.43 0.575 12.500 12.999 26 1,533,420.33 0.166 16 745,473.17 0.212 13.000 13.499 4 154,740.43 0.017 0 0.00 0.000 13.500 13.999 2 88,614.67 0.010 0 0.00 0.000 >= 14.000 0 0.00 0.000 0 0.00 0.000 Total 4,733 922,904,949.22 100.000 2,032 352,128,545.92 100.000Period

Interest Rate Stratification ~~(continued)~~Summary Group III Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 5.000 0 0.00 0.000 0 0.00 0.000 5.000 5.499 59 23,~~202~~658,~~975~~752.0118 0.~~386~~463 4 1,466,365.32 0.491 5.500 5.999 5274 28,434,284.22 3.597 30 9,~~388~~137,~~810~~090.0816 3.~~923~~062 6.000 6.499 89158 3753,~~405~~638,~~160~~716.0297 6.~~553~~786 76 20,023,464.23 6.709 6.500 6.999 ~~210~~395 85126,~~222~~435,~~427~~570.4282 1415.~~931~~996 208 51,000,346.68 17.089 7.000 7.499 354 98,075,267.17 12.408 187 6539,~~888~~573,~~025~~471.2546 1113.~~544~~260 7.500 7.999 ~~278~~558 85133,~~890~~310,~~149~~983.8327 1516.~~048~~866 317 59,198,803.54 19.836 8.000 8.499 ~~217~~469 5085,~~316~~487,~~187~~873.2188 810.815 278 42,368,080.66 14.197 8.500 8.999 ~~245~~560 4790,~~349~~642,~~702~~640.4795 811.~~296~~468 340 50,199,758.03 16.821 9.000 9.499 ~~324~~380 4752,~~560~~697,~~372~~272.8671 86.~~333~~667 101 12,796,943.01 4.288 9.500 9.999 ~~417~~375 5748,~~677~~994,~~060~~893.5289 106.~~105~~199 17 1,465,336.77 0.491 10.000 10.499 ~~253~~236 2926,~~909~~096,~~643~~045.9718 53.~~240~~302 18 993,964.60 0.333 10.500 10.999 ~~160~~184 1617,~~256~~048,~~666~~622.7629 2.~~848~~157 40 2,739,080.50 0.918 11.000 11.499 90120 810,~~857~~115,~~937~~580.0116 1.~~552~~280 42 2,588,353.27 0.867 11.500 11.999 96130 78,~~699~~522,~~140~~276.8147 1.~~349~~078 51 2,696,916.57 0.904 12.000 12.499 6290 5,~~120~~915,~~841~~334.8221 0.~~897~~748 33 1,550,605.30 0.520 12.500 12.999 1021 ~~787~~1,~~947~~104,370.1613 0.~~138~~140 14 638,586.60 0.214 13.000 13.499 4 154,~~740~~491.4345 0.~~027~~020 0 0.00 0.000 13.500 13.999 2 88,~~614~~528.6730 0.~~016~~011 0 0.00 0.000 >= 14.000 0 0.00 0.000 0 0.00 0.000 Total 24,~~701~~119 ~~570~~790,~~776~~421,~~403~~504.3025 100.000 1,756 298,437,166.70 100.000

~~Supplemental~~Interest ~~Reporting~~Rate ~~Business~~Stratification ~~Day Any day other than~~ (icontinued) ~~Saturday~~Group orII ~~Sunday,~~Current orNumber ~~(ii)~~of aOutstanding ~~day~~Percentage onof ~~which~~Interest ~~banking~~Rate ~~and~~Loans ~~savings~~Scheduled ~~and loan institutions, in~~ Balance(a%) ~~the States of New York, California, Maryland or Minnesota,~~ Range(b%) ~~the Commonwealth of Pennsylvania or any other State in which the Servicer's servicing operations are located, or~~ Balance(c$) ~~any~~< ~~State~~5.000 in0 ~~which~~0.00 ~~the~~0.000 ~~Corporate~~5.000 ~~Trust~~5.499 ~~Office~~5 ~~is located~~2,192,386.86 ~~are~~0.446 ~~authorized~~5.500 ~~or obligated by law or executive order to be closed~~5.999 ~~Closing~~44 ~~Date April 28~~19, ~~2006 Determination Date With respect to each Remittance Date~~297,194.06 ~~the~~3.922 ~~15th~~6.000 ~~day~~6.499 ~~(or~~82 ~~if such day is not a Business Day~~33,615,252.74 ~~the~~6.833 ~~immediately~~6.500 ~~preceding Business Day) in the calendar month in which such Remittance Date occurs~~6.999 ~~Distribution~~187 ~~Date The 25th day of each calendar month~~75, ~~or if such day is not a Business Day~~435,224.14 ~~the~~15.333 ~~next~~7.000 ~~succeeding~~7.499 ~~Business~~167 ~~Day~~58,501,795.71 ~~commencing in May 2006~~11.891 ~~LIBOR Determination Date With respect to any Interest Accrual Period for the LIBOR Certificates, the second London Business Day preceding the commencement of such Interest Accrual Period~~7.500 ~~London Business Day Any day on which dealings in deposits of United States dollars are transacted in the London interbank market~~7.999 ~~Record~~241 ~~Date With respect to any Distribution Date and any Certificate other than an Interest-Only Certificate~~74, ~~the close of business on the Business Day immediately preceding such Distribution Date; provided~~112,179.73 ~~however,~~15.064 ~~that,~~8.000 ~~for~~8.499 ~~any~~191 ~~Certificate issued in definitive form and for any Class A-IO Certificate~~43, ~~the Record Date shall be the close of business on the last Business Day of the month preceding the month in which such applicable Distribution Date occurs (or~~119,793.22 in8.764 ~~the~~8.500 ~~case of the first Distribution Date, the Closing Date)~~8.999 ~~Remittance~~220 ~~Date With respect to any Distribution Date~~40, ~~the 20th day of the month in which such Distribution Date occurs~~442,882.92 ~~or,~~8.220 if9.000 ~~the 20th is not a Business Day, the immediately preceding Business Day~~9.499 ~~Interest~~279 ~~Accrual Period With respect to each Class of LIBOR Certificates and any Distribution Date~~39, the period commencing on the Distribution Date occurring in the month preceding the month in which the current Distribution Date occurs and ending on the day immediately preceding the current Distribution Date900,329.70 ~~For purposes of computing interest accruals on each Class of LIBOR Certificates, each Interest Accrual Period has the actual number of days in such month and each year is assumed to have 360 days~~8.110 ~~With respect to the Interest-Only Certificates and class of Lower Tier Interests and any Distribution Date, the calendar month immediately preceding the month in which such Distribution Date occurs~~9.500 For purposes of computing interest accruals on the Interest-Only Certificates and each class of Lower Tier Interests, each Interest Accrual Period shall consist of a thirty day month and each year is assumed to have 360 days9.999 ~~Distribution~~358 ~~Account Deposit Date As to any Distribution Date~~47, 529,557.12~~:00~~ ~~noon~~9.661 ~~New~~10.000 ~~York City time on the third Business Day immediately preceding such Distribution Date~~10.499 ~~Derivative~~218 ~~Payment Date For so long as either the Cap Agreement or the Swap Agreement is in effect~~25,102,080.58 ~~the~~5.102 ~~Business~~10.500 ~~Day preceding each Distribution Date~~10.999 ~~Swap~~144 ~~LIBOR With respect to any Distribution Date (and the Accrual Period relating to such Distribution Date)~~14, ~~the product of (i) the Floating Rate Option (as defined in the Swap Agreement) for the related Swap Payment Date~~309,541.79 ~~(ii)~~2.909 ~~two,~~11.000 ~~and~~11.499 ~~(iii)~~78 ~~the quotient of (a) the actual number of days in the Accrual Period for the LIBOR Certificates and (b) 30~~7, ~~as calculated by the Swap Counterparty and furnished to the Securities Administrator~~527,226.89 LIBOR With respect to any Interest Accrual Period for the LIBOR Certificates, the rate determined by the Securities Administrator on the related LIBOR Determination Date on the basis of the offered rate for one month U1.S.530 ~~dollar deposits as such rate appears on Telerate Page 3750 as of~~ 11~~:00~~.500 a11.m.999 ~~(London~~79 ~~time) on such date; provided~~5, ~~that if such rate does not appear on Telerate Page 3750~~825,359.90 ~~the rate for such date will be determined on the basis of the rates at which one month U~~1.S.184 ~~dollar deposits are offered by the Reference Banks at approximately 11:00 a~~12.m.000 ~~(London time) on such date to prime banks in the London interbank market~~12.499 In57 ~~such event~~4,364,728.91 ~~the~~0.887 ~~Securities~~12.500 ~~Administrator shall request the principal London office of each of the Reference Banks to provide a quotation of its rate~~12.999 If7 ~~at least two such quotations are provided~~465,783.53 ~~the~~0.095 ~~rate~~13.000 ~~for that date will be the arithmetic mean of the quotations (rounded upwards if necessary to the nearest whole multiple of 1/16%)~~13.499 If4 ~~fewer than two quotations are provided as requested~~154,491.45 ~~the~~0.031 ~~rate~~13.500 ~~for~~13.999 ~~that~~2 ~~date will be the arithmetic mean of the rates quoted by major banks in New York City~~88,528.30 ~~selected~~0.018 by>= ~~the~~14.000 ~~Securities~~0 ~~Administrator (after consultation with the Depositor), at approximately 11:~~0.00 a0.m.000 ~~(New~~Total ~~York~~2,363 ~~City time) on such date for one month U~~491,984,337.S.55 ~~dollar loans to leading European banks~~100.000

Filing Compare · HASCO 2006-OPT-4