10-D 1 sab06fr1_10d-200612.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: November 28, 2006 to December 26, 2006 Commission File Number of issuing entity: 333-123990-07 Securitized Asset Backed Receivables LLC Trust 2006-FR1 (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-123990 Securitized Asset Backed Receivables LLC (Exact name of depositor as specified in its charter) Barclays Bank PLC (Exact name of sponsor as specified in its charter) New York (State or other jurisdiction of incorporation or organization of the issuing entity) 54-2193556 54-2193557 54-2193558 54-2193559 54-6703536 (I.R.S. Employer Identification No.) c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Road Columbia, MD 21045 (Address of principal executive offices of the issuing entity) (Zip Code) (410) 884-2000 (Telephone number, including area code) Not Applicable (Former name, former address, if changed since last report) Registered/reporting pursuant to (check one) Title of Section Section Section Name of Exchange Class 12(b) 12(g) 15(d) (If Section 12(b)) A-1 _____ _____ __X___ ____________ A-2A _____ _____ __X___ ____________ A-2B _____ _____ __X___ ____________ A-2C _____ _____ __X___ ____________ M-1 _____ _____ __X___ ____________ M-2 _____ _____ __X___ ____________ M-3 _____ _____ __X___ ____________ B-1 _____ _____ __X___ ____________ B-2 _____ _____ __X___ ____________ B-3 _____ _____ __X___ ____________ X _____ _____ __X___ ____________ P _____ _____ __X___ ____________ R _____ _____ __X___ ____________

Indicate by check mark whether the registrant (1) has filed all reports required to be filed by Section 13 or 15(d) of the Securities Exchange Act of 1934 during the preceding 12 months (or for such shorter period that the registrant was required to file such reports), and (2) has been subject to such filing requirements for the past 90 days. Yes __X__ No ____ Part I - DISTRIBUTION INFORMATION Item 1. Distribution and Pool Performance Information On December 26, 2006 a distribution was made to holders of Securitized Asset Backed Receivables LLC Trust 2006-FR1. 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 Securitized Asset Backed Receivables LLC Trust 2006-FR1, relating to the December 26, 2006 distribution. (b) The exhibits required to be filed by Registrant pursuant to Item 601 of Regulation S-K 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. Securitized Asset Backed Receivables LLC (Depositor) /s/ John Carroll John Carroll, Vice President and CFO Date: January 3, 2007 EXHIBIT INDEX Exhibit Number Description EX-99.1 Monthly report distributed to holders of Securitized Asset Backed Receivables LLC Trust 2006-FR1, relating to the December 26, 2006 distribution. EX-99.1 Securitized Asset Backed Receivables LLC Trust Mortgage Pass-Through Certificates Distribution Date: 12/26/2006 Securitized Asset Backed Receivables LLC Trust Mortgage Pass-Through Certificates Series 2006-FR1 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 Record Certificate Beginning Interest Date Pass-Through Certificate Distribution Rate Balance A-1 81375WJQ0 12/22/2006 5.~~30125~~54000% ~~269~~186,~~729~~021,~~822~~792.3478 1830,~~271,026~~173.8692 A-2A 81375WJR8 12/22/2006 5.~~15125~~39000% ~~231~~143,~~104~~775,~~812~~891.5637 1624,~~058,203~~266.2693 A-2B 81375WJS6 12/22/2006 5.~~27125~~51000% 101,030,000.00 ~~473~~448,~~381~~432.6888 A-2C 81375WJT4 12/22/2006 5.~~37125~~61000% 76,634,000.00 ~~365~~346,~~884~~321.7882 M-1 81375WJU1 12/22/2006 5.~~48125~~72000% 73,695,000.00 ~~359~~339,~~058~~570.4218 M-2 81375WJV9 12/22/2006 5.~~65125~~89000% 59,846,000.00 ~~300~~283,~~626~~952.4165 M-3 81375WJW7 12/22/2006 5.~~74125~~98000% 15,827,000.00 8076,~~770~~242.4618 B-1 81375WJX5 12/22/2006 6.~~28125~~52000% 15,827,000.00 8883,~~367~~126.4292 B-2 81375WJY3 12/22/2006 6.~~48125~~72000% 14,343,000.00 8277,~~631~~643.6244 B-3 81375WJZ0 12/22/2006 7.~~08125~~32000% 12,860,000.00 8075,~~946~~831.5613 X SAB06FR1X 11/30/2006 0.00000% 51,438,091.58 ~~1,488,798~~0.9900 P SAB06FR1P 11/30/2006 0.00000% 0.01 ~~407~~643,~~857~~474.42 R SAB06FR1R 11/30/2006 0.00000% 0.00 0.00 Totals ~~922~~751,~~334~~297,~~726~~775.4974 63,~~057~~829,~~553~~036.8847

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses A-1 1610,~~010~~628,~~307~~378.1565 0.00 ~~253~~175,~~719~~393,~~515~~414.1914 1711,~~281~~458,~~334~~552.0157 0.00 A-2A 14,~~608~~080,~~526~~295.8165 0.00 ~~216~~129,~~496~~695,~~285~~595.7572 1514,~~666~~704,~~730~~562.0758 0.00 A-2B 0.00 0.00 101,030,000.00 ~~473~~448,~~381~~432.6888 0.00 A-2C 0.00 0.00 76,634,000.00 ~~365~~346,~~884~~321.7882 0.00 M-1 0.00 0.00 73,695,000.00 ~~359~~339,~~058~~570.4218 0.00 M-2 0.00 0.00 59,846,000.00 ~~300~~283,~~626~~952.4165 0.00 M-3 0.00 0.00 15,827,000.00 8076,~~770~~242.4618 0.00 B-1 0.00 0.00 15,827,000.00 8883,~~367~~126.4292 0.00 B-2 0.00 0.00 14,343,000.00 8277,~~631~~643.6244 0.00 B-3 0.00 0.00 12,860,000.00 8075,~~946~~831.5613 0.00 X 0.00 0.0001 51,~~438~~220,~~091~~959.5863 ~~1,488,798~~0.9900 0.0002 P 0.00 0.00 0.01 ~~407~~643,~~857~~474.42 0.00 R 0.00 0.00 0.00 0.00 0.00 Totals 3024,~~618~~708,~~833~~674.9630 0.0001 ~~891~~726,~~715~~371,~~892~~969.5350 3628,~~676~~537,~~387~~710.8477 0.0002 This report has been compiled from information provided to Wells Fargo Bank, N.A., by various third parties, which may include the Servicer, Master Servicer, Special Servicer and others. Wells Fargo Bank, N.A., has not independently confirmed the accuracy of information received from these third parties and assumes no duty to do so. Wells Fargo Bank, N.A., expressly disclaims any responsibility for the accuracy or completeness of information furnished by third parties.

Principal Distribution Statement Class Original Beginning Scheduled UnScheduled Accretion Realized Face Certificate Principal Principal Loss Amount Balance Distribution Distribution A-1 304,468,000.00 ~~269~~186,~~729~~021,~~822~~792.3478 0.00 1610,~~010~~628,~~307~~378.1565 0.00 0.00 A-2A 263,225,000.00 ~~231~~143,~~104~~775,~~812~~891.5637 0.00 14,~~608~~080,~~526~~295.8165 0.00 0.00 A-2B 101,030,000.00 101,030,000.00 0.00 0.00 0.00 0.00 A-2C 76,634,000.00 76,634,000.00 0.00 0.00 0.00 0.00 M-1 73,695,000.00 73,695,000.00 0.00 0.00 0.00 0.00 M-2 59,846,000.00 59,846,000.00 0.00 0.00 0.00 0.00 M-3 15,827,000.00 15,827,000.00 0.00 0.00 0.00 0.00 B-1 15,827,000.00 15,827,000.00 0.00 0.00 0.00 0.00 B-2 14,343,000.00 14,343,000.00 0.00 0.00 0.00 0.00 B-3 12,860,000.00 12,860,000.00 0.00 0.00 0.00 0.00 X 51,439,069.00 51,438,091.58 0.00 0.00 0.00 0.0001 P 0.01 0.01 0.00 0.00 0.00 0.00 R 0.00 0.00 0.00 0.00 0.00 0.00 Totals 989,194,069.01 ~~922~~751,~~334~~297,~~726~~775.4974 0.00 3024,~~618~~708,~~833~~674.9630 0.00 0.0001

Principal Distribution Statement (continued) Class Total Ending Ending Total Principal Certificate Certificate Principal Reduction Balance Percentage Distribution A-1 1610,~~010~~628,~~307~~378.1565 ~~253~~175,~~719~~393,~~515~~414.1914 0.~~83332079~~57606518 1610,~~010~~628,~~307~~378.1565 A-2A 14,~~608~~080,~~526~~295.8165 ~~216~~129,~~496~~695,~~285~~595.7572 0.~~82247615~~49271762 14,~~608~~080,~~526~~295.8165 A-2B 0.00 101,030,000.00 1.00000000 0.00 A-2C 0.00 76,634,000.00 1.00000000 0.00 M-1 0.00 73,695,000.00 1.00000000 0.00 M-2 0.00 59,846,000.00 1.00000000 0.00 M-3 0.00 15,827,000.00 1.00000000 0.00 B-1 0.00 15,827,000.00 1.00000000 0.00 B-2 0.00 14,343,000.00 1.00000000 0.00 B-3 0.00 12,860,000.00 1.00000000 0.00 X 0.0001 51,~~438~~220,~~091~~959.5863 0.~~99998100~~99575985 0.00 P 0.00 0.01 1.00000000 0.00 R 0.00 0.00 0.00000000 0.00 Totals 3024,~~618~~708,~~833~~674.9631 ~~891~~726,~~715~~371,~~892~~969.5350 0.~~90145697~~73430684 3024,~~618~~708,~~833~~674.9630

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution A-1 304,468,000.00 ~~885~~610.~~90532450~~97321485 0.00000000 5234.~~58453154~~90803188 0.00000000 A-2A 263,225,000.00 ~~877~~546.~~97440425~~20910388 0.00000000 5553.~~49824982~~49148314 0.00000000 A-2B 101,030,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A-2C 76,634,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-1 73,695,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-2 59,846,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-3 15,827,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B-1 15,827,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B-2 14,343,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B-3 12,860,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 X 51,439,069.00 999.98099849 0.00000000 0.00000000 0.00000000 P 0.01 0.00000000 0.00000000 0.00000000 0.00000000 R 0.00 0.00000000 0.00000000 0.00000000 0.00000000

Principal Distribution Factors Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution A-1 0.00000000 5234.~~58453154~~90803188 ~~833~~576.~~32079296~~06518301 0.~~83332079~~57606518 5234.~~58453154~~90803188 A-2A 0.00000000 5553.~~49824982~~49148314 ~~822~~492.~~47615443~~71762074 0.~~82247615~~49271762 5553.~~49824982~~49148314 A-2B 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A-2C 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 B-1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 B-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 B-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 X 0.~~00000000~~00000019 0.~~00000000~~00000019 ~~999~~995.~~98099849~~75984997 0.~~99998100~~99575985 0.00000000 P 0.00000000 0.00000000 0.00000000 1.00000000 0.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 NOTE: All classes are per $1,000 denomination.

Interest Distribution Statement Class Accrual Accrual Current Beginning Current Payment of Dates Days Certificate Certificate/ Accrued Unpaid Interest Rate Notional Interest Shortfall (1) Balance A-1 0511/2527/06 - 0612/25/06 3229 5.~~30125~~54000% ~~269~~186,~~729~~021,~~822~~792.3478 1830,~~271,026~~173.8692 0.00 A-2A 0511/2527/06 - 0612/25/06 3229 5.~~15125~~39000% ~~231~~143,~~104~~775,~~812~~891.5637 1624,~~058,203~~266.2693 0.00 A-2B 0511/2527/06 - 0612/25/06 3229 5.~~27125~~51000% 101,030,000.00 ~~473~~448,~~381~~432.6888 0.00 A-2C 0511/2527/06 - 0612/25/06 3229 5.~~37125~~61000% 76,634,000.00 ~~365~~346,~~884~~321.7882 0.00 M-1 0511/2527/06 - 0612/25/06 3229 5.~~48125~~72000% 73,695,000.00 ~~359~~339,~~058~~570.4218 0.00 M-2 0511/2527/06 - 0612/25/06 3229 5.~~65125~~89000% 59,846,000.00 ~~300~~283,~~626~~952.4165 0.00 M-3 0511/2527/06 - 0612/25/06 3229 5.~~74125~~98000% 15,827,000.00 8076,~~770~~242.4618 0.00 B-1 0511/2527/06 - 0612/25/06 3229 6.~~28125~~52000% 15,827,000.00 8883,~~367~~126.4292 0.00 B-2 0511/2527/06 - 0612/25/06 3229 6.~~48125~~72000% 14,343,000.00 8277,~~631~~643.6244 0.00 B-3 0511/2527/06 - 0612/25/06 3229 7.~~08125~~32000% 12,860,000.00 8075,~~946~~831.5613 62,~~457~~264.7610 X N/A N/A 0.00000% ~~922~~751,~~334~~297,~~726~~775.4974 0.00 0.00 P N/A N/A 0.00000% 0.01 0.00 0.00 R N/A N/A 0.00000% 0.00 0.00 0.00 Totals 43,~~160~~185,~~897~~562.4705 62,~~457~~264.7610

Interest Distribution Statement (continued) Class Current Non-Supported Total Remaining Ending Interest Interest Interest Unpaid Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance A-1 0.00 0.00 1830,~~271,026~~173.8692 0.00 ~~253~~175,~~719~~393,~~515~~414.1914 A-2A 0.00 0.00 1624,~~058,203~~266.2693 0.00 ~~216~~129,~~496~~695,~~285~~595.7572 A-2B 0.00 0.00 ~~473~~448,~~381~~432.6888 0.00 101,030,000.00 A-2C 0.00 0.00 ~~365~~346,~~884~~321.7882 0.00 76,634,000.00 M-1 0.00 0.00 ~~359~~339,~~058~~570.4218 0.00 73,695,000.00 M-2 0.00 0.00 ~~300~~283,~~626~~952.4165 0.00 59,846,000.00 M-3 0.00 0.00 8076,~~770~~242.4618 0.00 15,827,000.00 B-1 0.00 0.00 8883,~~367~~126.4292 0.00 15,827,000.00 B-2 0.00 0.00 8277,~~631~~643.6244 0.00 14,343,000.00 B-3 62,~~457~~264.7610 0.00 8075,~~946~~831.5613 0.00 12,860,000.00 X 0.00 0.00 ~~1,488,798~~0.9900 0.00 ~~891~~726,~~715~~371,~~892~~969.5349 P 0.00 0.00 ~~407~~643,~~857~~474.42 0.00 0.01 R 0.00 0.00 0.00 0.00 0.00 Totals 62,~~457~~264.7610 0.00 63,~~057~~829,~~553~~036.8847 0.00 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls,if applicable.

Interest Distribution Factors Statement Class Original Current Beginning Current Payment of Face Certificate Certificate/ Accrued Unpaid Interest Amount Rate Notional Interest Shortfall (1) Balance A-1 304,468,000.00 5.~~30125~~54000% ~~885~~610.~~90532450~~97321485 42.~~17458275~~72663768 0.00000000 A-2A 263,225,000.00 5.~~15125~~39000% ~~877~~546.~~97440425~~20910388 42.~~02014725~~37160957 0.00000000 A-2B 101,030,000.00 5.~~27125~~51000% 1000.00000000 4.~~68555558~~43861111 0.00000000 A-2C 76,634,000.00 5.~~37125~~61000% 1000.00000000 4.~~77444450~~51916669 0.00000000 M-1 73,695,000.00 5.~~48125~~72000% 1000.00000000 4.~~87222227~~60777773 0.00000000 M-2 59,846,000.00 5.~~65125~~89000% 1000.00000000 54.~~02333339~~74472229 0.00000000 M-3 15,827,000.00 5.~~74125~~98000% 1000.00000000 54.~~10333354~~81722247 0.00000000 B-1 15,827,000.00 6.~~28125~~52000% 1000.00000000 5.~~58333354~~25222215 0.00000000 B-2 14,343,000.00 6.~~48125~~72000% 1000.00000000 5.~~76111134~~41333333 0.00000000 B-3 12,860,000.00 7.~~08125~~32000% 1000.00000000 65.~~29444479~~89666641 0.~~50215863~~17605754 X 51,439,069.00 0.00000% ~~17930~~14605.~~62635893~~58657739 0.00000000 0.00000000 P 0.01 0.00000% 0.00000000 0.00000000 0.00000000 R 0.00 0.00000% 0.00000000 0.00000000 0.00000000

Interest Distribution Factors Statement (continued) Class Current Non-Supported Total Remaining Unpaid Ending Interest Interest Interest Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance A-1 0.00000000 0.00000000 42.~~17458275~~72663768 0.00000000 ~~833~~576.~~32079296~~06518301 A-2A 0.00000000 0.00000000 42.~~02014725~~37160957 0.00000000 ~~822~~492.~~47615443~~71762074 A-2B 0.00000000 0.00000000 4.~~68555558~~43861111 0.00000000 1000.00000000 A-2C 0.00000000 0.00000000 4.~~77444450~~51916669 0.00000000 1000.00000000 M-1 0.00000000 0.00000000 4.~~87222227~~60777773 0.00000000 1000.00000000 M-2 0.00000000 0.00000000 54.~~02333339~~74472229 0.00000000 1000.00000000 M-3 0.00000000 0.00000000 54.~~10333354~~81722247 0.00000000 1000.00000000 B-1 0.00000000 0.00000000 5.~~58333354~~25222215 0.00000000 1000.00000000 B-2 0.00000000 0.00000000 5.~~76111134~~41333333 0.00000000 1000.00000000 B-3 0.~~50215863~~17605754 0.00000000 65.~~29444479~~89666641 0.00000000 1000.00000000 X 0.00000000 0.00000000 280.~~94296143~~00000000 0.00000000 ~~17335~~14121.~~38164406~~01703260 P 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls,if applicable. NOTE: All classes are per $1,000 denomination.

~~CERTIFICATEHOLDER~~Certificateholder ~~ACCOUNT~~Account ~~STATEMENT~~Statement CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 3629,~~310~~412,~~486~~918.2410 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0.00 Servicer Advances ~~935~~1,~~769~~234,760.5997 Gains & Subsequent Recoveries (Realized Losses) 0(1,406,302.0017) Prepayment Penalties ~~407~~643,~~857~~474.42 Swap/Cap Payments ~~307~~76,~~270~~851.1023 Total Deposits 3729,961,~~383~~702.3555 Withdrawals Swap Payments 0.00 Reserve Funds and Credit Enhancements 0.00 Reimbursement for Servicer Advances ~~887~~1,~~622~~100,307.9864 Total Administration Fees ~~397~~323,~~372~~684.5314 Payment of Interest and Principal 3628,~~676~~537,~~387~~710.8477 Total Withdrawals (Pool Distribution Amount) 3729,961,~~383~~702.3555 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

ADMINISTRATION FEES Gross Servicing Fee* ~~384~~313,~~306~~040.1374 Loan Performance Advisor Fee - Officetiger Global 119,~~529~~391.1823 Trustee Fee - Wells Fargo Bank, N.A. 1,~~537~~252.2217 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~397~~323,~~372~~684.5314 *Servicer Payees include: HOMEQ SERVICING CORPORATION

Reserve and Guaranty Funds Account Name Beginning Current Current Ending Balance Withdrawals Deposits Balance Basis Risk Reserve Fund 0.00 62,~~457~~264.7610 62,~~457~~264.7610 0.00 Hedge Funds Account Name Funds In (A) Funds Out(B) Net Amount(A - B) Class B Cap Pmt - Barclays Bank PLC 0.00 0.00 0.00 Class M Cap Pmt - Barclays Bank PLC 0.00 0.00 0.00 Swap Payment - Barclays Bank PLC 43,~~071~~001,~~892~~672.3070 32,~~764~~924,~~622~~821.2047 ~~307~~76,~~270~~851.1023

~~COLLATERAL~~Collateral ~~STATEMENT~~Statement Group Group 1 Group 2 Collateral Description ~~Mixed~~ Fixed &30 ~~Arm~~Year Mixed ARM Weighted Average ~~Gross~~ Coupon Rate 7.~~478264%~~941121 7.541215 Weighted Average Net ~~Coupon~~Rate 67.~~978264%~~441121 7.041215 Weighted Average Pass-Through Rate 67.~~961264%~~424121 7.024215 Weighted Average Remaining Term ~~352~~338 ~~Beginning~~347 ~~Scheduled~~Principal ~~Collateral~~And ~~Loan~~Interest ~~Count~~Constant 4281,~~322~~367.49 ~~Number~~1,721,737.57 OfBeginning Loan Count 455 1,383 Loans Paid Inin Full ~~123~~17 45 Ending ~~Scheduled Collateral~~ Loan Count 4438 1,~~199~~338 Beginning Scheduled ~~Collateral~~ Balance ~~922~~37,~~334~~599,726.4929 248,098,021.07 Ending Scheduled ~~Collateral~~ Balance ~~891~~36,~~715~~681,~~892~~736.5378 ~~Ending~~238,650,505.61 Actual Ending Collateral Balance at36,721,833.11 ~~31-May-2006~~238,941,874.37 ~~892~~Scheduled Principal 32,~~374~~547.52 162,~~437~~603.80 Unscheduled Principal 885,441.99 9,284,911.66 Scheduled Interest 248,819.97 ~~Monthly~~1,559,133.77 ~~P&I~~Servicing ~~Constant~~Fees 615,~~297~~666.55 103,~~355~~374.2918 ~~Special~~Master Servicing ~~Fee~~Fees 0.00 ~~Prepayment~~0.00 ~~Penalty~~Trustee ~~Waived~~Fee 62.67 413.50 FRY Amount 0.00 ~~Prepayment~~0.00 ~~Penalty~~Special ~~Waived~~Hazard ~~Count~~Fee 0.00 ~~Prepayment~~0.00 ~~Penalty~~Other ~~Paid~~Fee ~~Amount~~470.00 ~~407~~3,~~857~~101.4223 ~~Prepayment~~Pool ~~Penalty~~Insurance ~~Paid~~Fee ~~Count~~0.00 670.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest 232,620.75 1,452,244.86 Realized Loss Amount 0197,694.0017 50,658.88 Cumulative Realized Loss 396,629.33 274,203.60 Percentage of Cumulative Losses 0.008345 ~~Scheduled~~0.0770 ~~Principal~~Prepayment ~~549,469~~Penalty Waived Amount 0.4600 ~~Unscheduled~~0.00 ~~Principal~~Prepayment 30Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 17,~~069~~531.70 107,~~287~~105.3707 Prepayment Penalty Paid Count 7 19 Special Servicing Fee 0.00 0.00

~~Group Level~~ Collateral Statement Group Group 13 Group 24 Collateral Description Fixed 30 Year Mixed ARM Weighted Average Coupon Rate 8.~~135610~~443207 7.~~617821~~080460 Weighted Average Net Rate 7.~~635610~~943207 76.~~117821~~580460 Weighted Average Pass-Through Rate 7.~~618610~~926207 76.~~100821~~563460 Weighted Average Remaining Term ~~344~~340 ~~353~~346 ~~Record Date 05/31/2006 05/31/2006~~ Principal And Interest Constant ~~349~~454,~~473~~303.8493 2,~~256~~628,~~005~~652.7653 Beginning Loan Count ~~537~~565 1,~~762~~166 Loans Paid in Full 1223 6331 Ending Loan Count ~~525~~542 1,~~699~~135 Beginning Scheduled Balance 4558,~~930~~463,~~905~~698.0749 ~~323~~407,~~402~~136,~~594~~329.9989 Ending Scheduled Balance 4455,~~125~~317,~~706~~764.0864 ~~309~~395,~~197~~721,~~486~~962.8346 Actual Ending Collateral Balance 55,373,704.00 396,164,713.91 Scheduled Principal 3842,~~077~~953.2401 ~~202~~226,~~986~~392.5313 Unscheduled Principal 13,~~767~~102,~~044~~980.6284 1411,~~002~~187,~~121~~975.6330 Scheduled Interest ~~311~~411,~~396~~350.6092 2,~~053~~402,~~019~~260.2340 Servicing Fees 1924,~~137~~359.8887 ~~134~~169,~~751~~640.0814 Master Servicing Fees 0.00 0.00 Trustee Fee 7697.5544 ~~539~~678.0056 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee ~~574~~730.1480 45,~~042~~089.5320 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 ~~291~~386,~~608~~162.0381 12,~~913~~226,~~686~~852.6250 Realized Loss Amount 0924,220.0024 0233,728.0088 Cumulative Realized Loss 01,450,804.0089 0249,529.0063 Percentage of Cumulative Losses 02.~~0000~~1090 0.~~0000~~0484 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 33397,~~040~~294.2654 ~~223~~121,~~450~~543.0611 Prepayment Penalty Paid Count 86 3810 Special Servicing Fee 0.00 0.00

~~Group Level~~ Collateral Statement Group ~~Group~~Total ~~3 Group 4~~ Collateral Description Mixed Fixed 30& ~~Year~~Arm ~~Mixed ARM~~ Weighted Average Coupon Rate ~~8.904611~~ 7.~~129157~~381731 Weighted Average Net Rate ~~8.404612~~ 6.~~629157~~881731 Weighted Average Pass-Through Rate ~~8.387611~~ 6.~~612157~~864731 Weighted Average Remaining Term 346 ~~352 Record Date 05/31/2006 05/31/2006~~ Principal And Interest Constant ~~539~~5,~~573.01 3~~086,~~152,302~~061.6852 Beginning Loan Count ~~648 1~~3,~~375~~569 Loans Paid in Full 13116 35 Ending Loan Count ~~635 1~~3,~~340~~453 Beginning Scheduled Balance 66751,~~310~~297,~~474~~775.6274 ~~486~~Ending Scheduled Balance 726,~~690~~371,~~751~~969.8149 Actual Ending ~~Scheduled~~Collateral Balance 64727,~~951~~202,~~119~~125.39 ~~473,441,580.23~~ Scheduled Principal 47464,~~515~~496.5046 ~~260,890.19~~ Unscheduled Principal 124,~~311~~461,~~839~~309.7379 ~~12,988,281.39~~ Scheduled Interest ~~492~~4,~~057.51 2~~621,~~891,412~~565.4906 Servicing Fees 27313,~~629~~040.3674 ~~202,787.81~~ Master Servicing Fees 0.00 ~~0.00~~ Trustee Fee ~~110~~1,252.5217 ~~811.15~~ FRY Amount 0.00 ~~0.00~~ Special Hazard Fee 0.00 ~~0.00~~ Other Fee ~~828.88 6~~9,~~083~~391.6323 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 ~~463~~4,~~488.75 2~~297,~~681,729~~880.9092 Realized Loss Amount 01,406,302.0017 ~~0.00~~ Cumulative Realized Loss 02,371,167.0045 ~~0.00~~ Percentage of Cumulative Losses 0.~~0000~~2397 ~~0.0000~~ Prepayment Penalty Waived Amount 0.00 ~~0.00~~ Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 25643,~~190~~474.2442 ~~126,176.86~~ Prepayment Penalty Paid Count 742 14 Special Servicing Fee 0.00 ~~0.00~~

~~Group~~Additional ~~Level~~Reporting ~~Collateral~~- ~~Statement~~Deal ~~Group~~Level ~~Total~~Cash ~~Collateral~~Reporting ~~Description~~Misc ~~Mixed~~Bond ~~Fixed~~Adjustment &0.00 ~~Arm~~Miscellaneous ~~Weighted~~Reporting ~~Average~~Credit ~~Coupon~~Enhancement ~~Rate~~Percentage 733.~~478264~~569039% ~~Weighted~~LIBOR ~~Average Net Rate 6~~5.~~978264~~320000% ~~Pass-Through~~Swap ~~Rate~~LIBOR 65.~~961264~~320000% ~~Weighted~~Structural ~~Average~~Reporting ~~Remaining~~Total ~~Term~~Monthly ~~352~~Excess ~~Record~~Spread ~~Date 05/31/2006 Principal And Interest Constant 6~~1,~~297~~189,~~355~~170.2922 ~~Beginning~~Extra ~~Loan~~Principal ~~Count~~Distribution ~~4,322~~Amount ~~Loans Paid in Full 123 Ending Loan Count 4~~1,~~199 Beginning Scheduled Balance 922~~189,~~334,726~~170.4922 ~~Ending~~Subordinated ~~Scheduled~~Amount ~~Balance 891~~51,~~715~~220,~~892~~959.5364 ~~Scheduled~~Subordinated ~~Principal~~Deficiency ~~549,469.46~~Amount ~~Unscheduled Principal 30~~1,~~069~~406,~~287~~302.3717 ~~Scheduled~~Subordinated ~~Interest~~Increase ~~5,747,885.83~~Amount ~~Servicing Fees 384,306.13 Master Servicing Fees 0.00 Trustee Fee~~ 1,~~537~~189,170.22 ~~FRY~~Subordinated Reduction Amount 0.00 ~~Special~~Specified ~~Hazard~~Subordinated ~~Fee~~Amount ~~0.00 Other Fee 11~~51,~~529.18 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 5~~438,~~350,513~~091.3059 ~~Realized~~Trigger ~~Loss~~Event ~~Amount~~Reporting ~~0.00~~ Cumulative ~~Realized~~ Loss ~~0.00~~Trigger ~~Percentage~~Event ofTrigger ~~Cumulative~~Result ~~Losses~~Pass ~~0.0000~~Threshold ~~Prepayment~~Value ~~Penalty~~1.700000% ~~Waived~~Calculated ~~Amount~~Value 0.00212932% ~~Prepayment~~Delinquency ~~Penalty~~Trigger ~~Waived~~Event ~~Count~~Trigger 0Result ~~Prepayment~~Fail ~~Penalty~~Threshold ~~Paid~~Value ~~Amount 407,857~~10.42142287% ~~Prepayment~~Calculated ~~Penalty~~Value ~~Paid~~10.495830% ~~Count~~Trigger 67Event ~~Special~~Trigger ~~Servicing~~Result ~~Fee 0.00~~Fail

~~Additional~~Delinquency ~~Reporting~~Status 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 ~~Deal~~Days ~~Level~~10 ~~Cash~~1 ~~Reporting~~0 ~~Misc~~11 ~~Bond~~2,090,508.12 ~~Adjustment~~260,478.94 (0.00 2,350,987.06 30 Days 137 2 0 0 139 28,188,942.22 501,396.21 0.00 0.00 28,690,338.43 60 Days 49 2 34 0 85 9,353,439.35 411,209.76 9,035,194.13 0.00 18,799,843.24 90 Days 21 2 37 1 61 3,073,781.18 108,250.96 8,~~086~~476,301.~~99)~~65 ~~Miscellaneous~~89,301.25 ~~Reporting~~11,747,635.04 ~~Credit~~120 ~~Enhancement~~Days ~~Percentage~~12 273 28 3 46 2,539,241.~~344594%~~12 ~~LIBOR~~281,333.71 56,625,061.~~08125%~~50 ~~Swap~~457,215.40 ~~LIBOR~~9,902,851.73 150 Days 4 4 24 5 37 773,598.~~08125%~~07 ~~Structural~~982,597.30 ~~Reporting~~6,989,195.14 ~~Total~~633,074.94 ~~Monthly~~9,378,465.45 ~~Excess~~180+ ~~Spread~~Days 125 14 62 55 156 4,~~181~~128,~~528~~621.5928 ~~Extra~~2,259,819.22 ~~Principal~~15,546,906.13 ~~Distribution~~13,785,412.74 ~~Amount~~35,720,759.37 0Totals 248 37 186 64 535 48,057,623.0022 ~~Subordinated~~6,635,115.28 ~~Amount~~46,933,137.49 5114,~~438~~965,~~091~~004.5833 ~~Subordinated~~116,590,880.32 ~~Deficiency~~No. ~~Amount~~of 0Loans No.00 ~~Subordinated~~of ~~Increase~~Loans ~~Amount~~No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0.00289603% ~~Subordinated~~0.028960% ~~Reduction~~0.000000% ~~Amount~~0.318564% 0.00287473% ~~Specified~~0.035819% ~~Subordinated~~0.000000% ~~Amount~~0.323292% ~~51,438,091~~30 Days 3.58967564% ~~Trigger~~0.057921% ~~Event~~0.000000% ~~Reporting~~0.000000% ~~Cumulative~~4.025485% ~~Loss~~3.876356% ~~Trigger~~0.068949% ~~Event~~0.000000% ~~Trigger~~0.000000% ~~Result~~3.945305% ~~Pass~~60 ~~Threshold~~Days ~~Value~~1.419056% 0.057921% 0.984651% 0.000000% 2.461628% 1.~~700000~~286223% ~~Calculated~~0.056547% ~~Value~~1.242460% 0.000000% ~~Delinquency~~2.585229% ~~Trigger~~90 ~~Event~~Days ~~Trigger~~0.608167% ~~Result~~0.057921% ~~Pass~~1.071532% ~~Threshold~~0.028960% ~~Value~~1.766580% 80.~~261510~~422686% ~~Calculated~~0.014886% ~~Value~~1.165605% 30.~~870130~~012280% ~~Trigger~~1.615457% ~~Event~~120 ~~Trigger~~Days ~~Result~~0.347524% ~~Pass~~0.086881% 0.810889% 0.086881% 1.332175% 0.349180% 0.038687% 0.911034% 0.062873% 1.361774% 150 Days 0.115841% 0.115841% 0.695048% 0.144802% 1.071532% 0.106380% 0.135120% 0.961108% 0.087056% 1.289664% 180+ Days 0.724008% 0.405445% 1.795540% 1.592818% 4.517811% 0.567741% 0.310755% 2.137907% 1.895678% 4.912081% Totals 7.182160% 1.071532% 5.386620% 1.853461% 15.493774% 6.608565% 0.912417% 6.453933% 2.057888% 16.032802%

~~LOAN~~Current ~~STATUS~~Period ~~STRATIFICATION/CREDIT~~Class ~~ENHANCEMENT~~A ~~STATEMENT~~Insufficient ~~DELINQUENT~~Funds ~~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 3 2 0 5 390,166~~.~~18 478,647.49 0.~~00 ~~868,813.67~~Principal 30Balance ~~Days~~of ~~112~~Contaminated 4Properties 0 ~~0 116 25,250,415~~.~~36 850,654.50 0.~~00 ~~0.00~~Periodic ~~26,101,069.86~~Advance ~~60 Days 27 2 18 0 47 4,645,733.57 180,402.21 3,687,756.13 0.00 8,513,891.91 90 Days 20 0 37 0 57 4,708,325.99 0.00 8,308,276.97 0.00 13,016,602.96 120 Days 6~~ 1 ~~36 0 43 525~~,~~418.46 103~~234,~~069~~760.72 11,109,992.15 0.00 11,738,480.33 150 Days 9 0 18 0 27 1,304,555.73 0.00 5,559,071.19 0.00 6,863,626.92 180+ Days 1 0 4 0 5 47,184.14 0.00 954,557.74 0.00 1,001,741.88 Totals 175 10 115 0 300 36,481,633.25 1,524,292.61 30,098,301.67 0.00 68,104,227.53 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 0.071446% 0.047630% 0.000000% 0.119076% 0.043722% 0.053638% 0.000000% 0.097360% 30 Days 2.667302% 0.095261% 0.000000% 0.000000% 2.762563% 2.829576% 0.095325% 0.000000% 0.000000% 2.924901% 60 Days 0.643010% 0.047630% 0.428673% 0.000000% 1.119314% 0.520604% 0.020216% 0.413252% 0.000000% 0.954072% 90 Days 0.476304% 0.000000% 0.881162% 0.000000% 1.357466% 0.527618% 0.000000% 0.931030% 0.000000% 1.458648% 120 Days 0.142891% 0.023815% 0.857347% 0.000000% 1.024053% 0.058879% 0.011550% 1.244992% 0.000000% 1.315421% 150 Days 0.214337% 0.000000% 0.428673% 0.000000% 0.643010% 0.146189% 0.000000% 0.622953% 0.000000% 0.769142% 180+ Days 0.023815% 0.000000% 0.095261% 0.000000% 0.119076% 0.005287% 0.000000% 0.106968% 0.000000% 0.112256% Totals 4.167659% 0.238152% 2.738747% 0.000000% 7.144558% 4.088153% 0.170813% 3.372833% 0.000000% 7.631799%97

~~Current~~180+ ~~Period~~Delinquency ~~Class~~Summary ASummary ~~Insufficient~~Days ~~Funds~~Number of Outstanding Percentage of Delinquent Loans Actual Balance(%) Balance($) 180 - 209 45 8,010,198.38 1.102 210 - 239 28 5,651,261.53 0.00777 ~~Principal~~240 ~~Balance~~- of269 ~~Contaminated~~15 ~~Properties~~3,347,864.32 0.00460 ~~Periodic~~270 ~~Advance~~- ~~935~~299 30 7,~~769~~872,209.5941 1.083 300 - 329 16 4,981,890.65 0.685 330 - 359 19 5,307,563.81 0.730 360 - 389 3 549,771.27 0.076 Total 156 35,720,759.37 4.913 This report includes all loans greater than 180 days delinquent regardless of status (REO, Foreclosure, Bankruptcy).

REO Detail - All Mortgage Loans in REO during Current Period

~~SUBORDINATION~~Summary ~~LEVEL/CREDIT~~12 ~~ENHANCEMENT/CLASS~~Month ~~PERCENTAGE~~REO ~~AND~~History* ~~PREPAYMENT~~New ~~PERCENTAGE~~REO ~~Current~~Loans ~~Original~~Month $REO ~~Original~~Percentage %Loans ~~Current~~in $REO ~~Current~~20 %Jan-06 ~~Class~~0.000% ~~Prepayment%~~Original ~~Class~~Principal RBalance ~~243~~4,~~837~~693,~~069~~209.0100 ~~24.65007392%~~Feb-06 ~~243,836,091.59 27.34459413%~~ 0.~~000000~~000% ~~0.000000%~~Current ~~Class~~Actual ~~M-1~~Balance ~~170~~4,~~142~~681,~~069~~718.0192 ~~17.20006968%~~Mar-06 ~~170,141,091.59 19.08019056% 8.264404%~~ 0.~~000000~~000% ~~Class M~~Apr-206 ~~110,296,069~~0.~~01 11.15009406~~000% ~~110,295,091.59~~Current ~~12.36886014%~~REO ~~6.711330%~~Total May-06 0.~~000000~~000% ~~Class~~Loans ~~M-3~~in ~~94,469,069.01~~REO ~~9.55010468%~~64 ~~94,468,091.59~~Jun-06 ~~10.59396747% 1.774893%~~ 0.~~000000~~000% ~~Class~~Original ~~B-1~~Principal ~~78,642,069.01~~Balance ~~7.95011531% 78~~15,~~641~~001,~~091~~088.5900 ~~8.81907480%~~Jul-06 ~~1.774893%~~ 0.~~000000~~193% ~~Class~~Current ~~B-2~~Actual ~~64,299,069.01~~Balance ~~6.50014705% 64~~14,~~298~~965,~~091~~004.5933 ~~7.21060285%~~Aug-06 ~~1.608472%~~ 0.~~000000~~382% ~~Class B~~Sep-306 ~~51,439,069~~0.~~01 5.20009882~~666% ~~51,438,091.59~~Oct-06 50.~~76843948~~530% Nov-06 1.~~442163~~367% 0Dec-06 2.~~000000~~058% ~~Class~~*The Xtext ~~0.01~~reported ~~0.00000000%~~in ~~0.01~~the ~~0.00000000%~~above ~~5.768439%~~table ~~0.000000%~~is ~~Class~~presented Pgraphically ~~0.00~~on ~~0.00000000%~~the ~~0.00~~monthly ~~0.00000000%~~bond ~~0.000000%~~remittance 0report.~~000000%~~ ~~Please~~The ~~Refer~~monthly tobond ~~the~~remittance ~~Prospectus~~report ~~Supplement~~can ~~for~~be aviewed ~~Full~~online ~~Description~~at ~~of Loss Exposure~~www.ctslink.com.

~~180+~~REO ~~Delinquency~~Loan ~~Summary~~Detail ~~Summary~~- ~~Days~~All ~~Number~~Mortgage ofLoans ~~Outstanding~~in ~~Percentage~~REO ofduring ~~Delinquent~~Current ~~Loans~~Period ~~Actual~~Month ~~Balance(%)~~Loan First Original Loan Entered Payment LTV at Principal Group Number REO Date State Origination Balance~~($)~~ ~~180~~Group 1 1000273762 Aug-2006 ~~209~~01-Nov-2005 5VA 120.00 66,~~001~~000.00 Group 2 1000265068 Dec-2006 01-Sep-2005 GA 90.00 323,~~741~~100.8800 0Group 2 1000273332 Jul-2006 01-Nov-2005 GA 80.00 108,800.00 Group 2 1000276638 Oct-2006 01-Nov-2005 UT 90.00 110,700.00 Group 2 1000277616 Sep-2006 01-Nov-2005 GA 90.00 118,800.00 Group 2 1000278194 Sep-2006 01-Nov-2005 MI 80.00 87,280.00 Group 2 5000159335 Nov-2006 01-Aug-2005 IL 80.00 122,400.00 Group 2 5000163980 Nov-2006 01-Oct-2005 MI 90.00 63,000.00 Group 2 5000169350 Aug-2006 01-Oct-2005 CO 80.00 249,600.00 Group 2 5000169654 Oct-2006 01-Oct-2005 GA 80.00 165,600.00 Group 2 5000170631 Dec-2006 01-Nov-2005 IL 80.00 191,200.00 Group 2 5000171747 Sep-2006 01-Oct-2005 MI 90.00 112,500.00 ~~Total~~Group 52 15000171870 Nov-2006 01-Oct-2005 MN 85.00 170,~~001~~000.00 Group 2 5000172561 Dec-2006 01-Oct-2005 TX 90.00 124,~~741~~200.8800 0Group 2 5000172815 Nov-2006 01-Nov-2005 MI 85.00 89,250.00 Group 2 5000173107 Dec-2006 01-Nov-2005 IL 80.00 188,000.00 Group 2 5000174018 Nov-2006 01-Nov-2005 MI 90.00 72,900.00 Group 2 5000174135 Nov-2006 01-Nov-2005 MI 80.00 148,000.00 Group 2 5000174445 Nov-2006 01-Nov-2005 MI 80.00 62,400.00 Group 2 5000175126 Sep-2006 01-Nov-2005 TX 90.00 82,800.00 Group 2 6000171380 Dec-2006 01-Oct-2005 MI 90.00 90,000.00 Group 2 6000174244 Nov-2006 01-Oct-2005 NC 85.00 116,450.00 Group 2 6000176378 Dec-2006 01-Oct-2005 VA 90.00 112,500.00 ~~This~~Group ~~report~~2 ~~includes~~6000178165 ~~all~~Sep-2006 ~~loans~~01-Nov-2005 ~~greater~~MO ~~than~~90.00 ~~180~~63,900.00 ~~days~~Group ~~delinquent~~2 ~~regardless~~6000179186 ofNov-2006 ~~status~~01-Nov-2005 ~~(REO~~GA 90.00 103,879.00 ~~Foreclosure~~Group 2 6000179573 Nov-2006 01-Nov-2005 GA 80.00 116,000.00 ~~Bankruptcy)~~Group 2 7000163069 Dec-2006 01-Oct-2005 CA 80.00 296,000.00 Group 2 7000164629 Nov-2006 01-Nov-2005 MA 90.00 331,200.00 Group 2 7000165304 Nov-2006 01-Nov-2005 VA 80.00 311,200.00 Group 2 7000165559 Dec-2006 01-Nov-2005 CA 95.00 346,750.00 Group 2 7000166548 Dec-2006 01-Nov-2005 MI 100.00 86,000.00 Group 2 7000166791 Dec-2006 01-Nov-2005 CA 90.00 342,000.00 Group 2 8000061288 Oct-2006 01-Nov-2005 MI 90.00 161,100.00 Group 3 1000270861 Dec-2006 01-Oct-2005 CA 20.00 69,000.00 Group 3 1000276488 Nov-2006 01-Nov-2005 CA 20.00 167,000.00 Group 3 7000165072 Oct-2006 01-Oct-2005 CA 20.00 79,000.00 Group 4 1000240263 Sep-2006 01-Jun-2005 CA 80.00 359,200.00 Group 4 1000263955 Nov-2006 01-Sep-2005 VA 80.00 200,000.00 Group 4 1000265270 Oct-2006 01-Sep-2005 DC 80.00 432,000.00 Group 4 1000268862 Dec-2006 01-Nov-2005 CA 80.00 184,000.00 Group 4 1000269357 Nov-2006 01-Oct-2005 CA 80.00 240,000.00 Group 4 1000272168 Nov-2006 01-Oct-2005 CA 80.00 412,000.00 Group 4 1000272794 Sep-2006 01-Oct-2005 CA 85.00 386,750.00 Group 4 1000272821 Nov-2006 01-Oct-2005 NV 80.00 468,000.00 Group 4 1000274909 Oct-2006 01-Nov-2005 CA 80.00 424,000.00 Group 4 1000276241 Aug-2006 01-Nov-2005 AZ 80.00 368,000.00 Group 4 1000277538 Nov-2006 01-Nov-2005 CA 90.00 443,700.00 Group 4 1000277606 Nov-2006 01-Nov-2005 CA 80.00 193,600.00 Group 4 5000167608 Nov-2006 01-Oct-2005 MI 80.00 657,600.00 Group 4 5000171078 Dec-2006 01-Nov-2005 FL 90.00 141,300.00 Group 4 5000171385 Nov-2006 01-Oct-2005 MN 80.00 205,420.00 Group 4 5000174022 Dec-2006 01-Nov-2005 CO 80.00 248,000.00 Group 4 5000174505 Dec-2006 01-Nov-2005 MN 80.00 284,000.00 Group 4 6000172611 Nov-2006 01-Oct-2005 MN 80.00 264,000.00 Group 4 6000174123 Nov-2006 01-Oct-2005 GA 80.00 260,000.00 Group 4 6000177941 Dec-2006 01-Oct-2005 NJ 80.00 188,800.00 Group 4 6000178261 Dec-2006 01-Oct-2005 GA 80.00 192,000.00 Group 4 6000181784 Aug-2006 01-Nov-2005 TN 80.00 687,900.00 Group 4 7000160501 Dec-2006 01-Nov-2005 CA 80.00 270,359.00 Group 4 7000162947 Nov-2006 01-Oct-2005 CA 90.00 477,000.00 Group 4 7000166250 Nov-2006 01-Nov-2005 CA 85.00 233,750.00 Group 4 7000166624 Dec-2006 01-Nov-2005 NV 80.00 704,000.00 Group 4 8000060497 Nov-2006 01-Nov-2005 NH 80.00 315,200.00 Group 4 8000062831 Dec-2006 01-Nov-2005 VA 80.00 312,000.00

~~Summary~~REO 12Loan ~~Month~~Detail ~~REO~~- History*All ~~New~~Mortgage ~~REO~~ Loans ~~Month~~in REO ~~Percentage~~during ~~Loans~~Current inPeriod ~~REO~~(continued) 0Current Paid Current Approximate Loan Actual To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest Group 1 1000273762 65,890.37 01-Jan-2006 9 8.990% 5,112.95 Group 2 1000265068 321,548.58 01-Mar-2006 7 7.990% 18,011.06 Group 2 1000273332 108,800.00 01-Jan-2006 9 7.650% 7,130.97 Group 2 1000276638 110,482.38 01-Jan-2006 9 8.150% 7,720.80 Group 2 1000277616 118,423.64 01-Mar-2006 7 8.350% 6,953.82 Group 2 1000278194 86,977.20 01-Mar-2006 7 7.900% 4,813.31 Group 2 5000159335 121,745.60 01-Feb-2006 8 7.450% 7,025.69 Group 2 5000163980 62,693.26 01-May-2006 5 8.600% 2,956.56 Group 2 5000169350 248,950.17 01-Jan-2006 9 8.200% 17,511.15 Group 2 5000169654 164,920.73 01-Mar-2006 7 7.990% 9,238.00 Group 2 5000170631 190,726.14 01-Jan-2006 9 6.990% 11,297.36 Group 2 5000171747 112,083.76 01-Mar-2006 7 8.500% 6,707.69 Group 2 5000171870 169,176.11 01-Mar-2006 7 7.150% 8,409.32 Group 2 5000172561 123,564.27 01-Jun-2006 4 8.950% 5,212.78 Group 2 5000172815 89,200.22 01-Nov-2005 11 8.900% 6,840.25 Group 2 5000173107 187,871.67 01-Nov-2005 11 7.900% 12,680.10 Group 2 5000174018 72,650.99 01-Apr-2006 6 8.890% 4,055.15 Group 2 5000174135 147,684.57 01-Jan-2006 9 7.750% 9,778.14 Group 2 5000174445 62,368.32 01-Nov-2005 11 9.350% 5,040.73 Group 2 5000175126 82,565.64 01-Mar-2006 7 8.900% 5,189.36 Group 2 6000171380 89,301.25 01-Jul-052006 03 7.~~000~~450% ~~Original~~2,581.83 ~~Principal~~Group ~~Balance~~2 06000174244 116,010.06 01-Mar-2006 7 8.400% 6,855.52 Group 2 6000176378 112,092.13 01-Mar-2006 7 8.600% 6,792.35 Group 2 6000178165 63,755.83 01-Feb-2006 8 8.900% 4,451.01 Group 2 6000179186 103,262.68 01-May-2006 5 8.250% 4,659.56 Group 2 6000179573 116,000.00 ~~Aug~~01-05May-2006 05 6.950% 4,364.50 Group 2 7000163069 296,000.00 01-Apr-2006 6 7.990% ~~Current~~14,780.32 ~~Actual~~Group ~~Balance~~2 07000164629 329,671.28 01-Apr-2006 6 7.750% 15,892.37 Group 2 7000165304 311,200.00 ~~Sep~~01-05Nov-2005 011 7.~~000~~550% ~~Oct~~20,111.30 Group 2 7000165559 345,522.73 01-05Mar-2006 07 7.~~000~~800% ~~Current~~18,861.74 ~~REO~~Group ~~Total~~2 7000166548 85,651.13 01-Jun-2006 4 9.500% 3,849.17 Group 2 7000166791 340,592.35 01-Mar-2006 7 6.990% 16,521.28 Group 2 8000061288 160,568.58 01-Mar-2006 7 8.150% 9,187.33 Group 3 1000270861 68,780.63 01-May-2006 5 10.650% 2,906.42 Group 3 1000276488 166,930.34 01-Nov-052005 011 10.~~000~~275% ~~Loans~~14,911.55 inGroup ~~REO~~3 07000165072 78,872.75 01-Jan-2006 9 10.500% 7,214.43 Group 4 1000240263 356,966.92 01-Jan-2006 9 7.750% 23,631.02 Group 4 1000263955 199,370.21 01-Dec-052005 010 7.~~000~~250% ~~Original~~12,274.56 ~~Principal~~Group ~~Balance~~4 01000265270 430,082.0041 01-Jan-062006 09 6.650% 24,132.12 Group 4 1000268862 184,000.00 01-Apr-2006 6 6.990% ~~Current~~7,961.04 ~~Actual~~Group ~~Balance~~4 01000269357 239,419.51 01-Mar-2006 7 6.950% 11,581.92 Group 4 1000272168 410,950.52 01-Dec-2005 10 6.850% 23,792.92 Group 4 1000272794 385,850.15 01-Jan-2006 9 8.750% 29,089.79 Group 4 1000272821 467,919.00 ~~Feb~~01-Mar-2006 7 7.350% 24,039.27 Group 4 1000274909 422,742.06 001-Jan-2006 9 7.~~000~~550% 27,207.13 Group 4 1000276241 367,239.07 01-Jan-2006 9 7.900% 24,820.59 Group 4 1000277538 443,071.64 01-Dec-2005 10 7.750% 29,314.62 Group 4 1000277606 193,559.97 01-Feb-2006 8 7.500% 11,291.00 Group 4 5000167608 656,126.71 01-Dec-2005 10 7.500% 41,903.08 Group 4 5000171078 140,818.59 01-Mar-062006 07 7.~~000~~990% 7,888.08 Group 4 5000171385 204,096.17 01-Apr-062006 06 6.490% 8,122.94 Group 4 5000174022 248,000.00 01-Jun-2006 4 6.750% 7,750.02 Group 4 5000174505 282,338.37 01-May-062006 05 6.~~000~~990% ~~Jun~~10,661.00 Group 4 6000172611 262,463.55 01-06Apr-2006 06 7.400% 12,039.20 Group 4 6000174123 259,759.16 01-Oct-2005 12 7.850% 17,401.99 Group 4 6000177941 188,648.27 01-Oct-2005 12 7.100% 11,336.64 Group 4 6000178261 191,105.43 01-Mar-2006 7 7.350% 9,786.29 Group 4 6000181784 687,501.39 01-Feb-2006 8 7.050% 37,528.27 Group 4 7000160501 270,359.00 01-Apr-2006 6 6.500% 10,814.32 Group 4 7000162947 477,000.00 01-Jan-2006 9 6.800% *The27,546.75 ~~text~~Group ~~reported~~4 in7000166250 ~~the~~233,082.49 ~~above~~01-Feb-2006 ~~table~~8 is7.750% ~~presented~~14,035.24 ~~graphically~~Group on4 ~~the~~7000166624 ~~monthly~~703,375.84 ~~bond~~01-Nov-2005 ~~remittance~~11 ~~report~~6.600% ~~The~~39,076.48 ~~monthly~~Group ~~bond~~4 ~~remittance~~8000060497 ~~report~~315,200.00 ~~can~~01-Jan-2006 be9 ~~viewed~~7.650% ~~online~~20,658.77 atGroup ~~www~~4 8000062831 311,422.~~ctslink~~54 01-Apr-2006 6 7.~~com~~800% 15,138.90

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

~~REO~~Summary ~~Loan~~12 ~~Detail~~Month -Foreclosure ~~All~~History* ~~Mortgage~~New Foreclosure Loans Month Foreclosure Percentage Loans in ~~REO~~Foreclosure ~~during~~67 Jan-06 0.000% Original Principal Balance 16,422,062.00 Feb-06 0.000% Current ~~Period~~Actual ~~Month~~Balance ~~Loan~~16,329,228.14 ~~First~~Mar-06 ~~Original~~0.000% ~~Loan~~Apr-06 ~~Entered~~0.000% ~~Payment~~Current ~~LTV~~Foreclosure atTotal May-06 2.195% Loans in Foreclosure 186 Jun-06 3.373% Original Principal ~~Group~~Balance ~~Number~~47,364,739.00 ~~REO~~Jul-06 ~~Date~~3.568% ~~State~~Current ~~Origination~~Actual Balance No46,933,137.49 ~~REO~~Aug-06 ~~Loans~~4.591% ~~this~~Sep-06 ~~Period~~4.849% Oct-06 4.337% Nov-06 5.474% Dec-06 6.454% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

REO Loan Detail - All Mortgage Loans in REO during Current Period (continued) Current Paid Current Approximate Loan Actual To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest No REO Loans this Period

Summary 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 47 Jul-05 0.000% Original Principal Balance 10,308,200.00 Aug-05 0.000% Current Actual Balance 10,288,028.33 Sep-05 0.000% Oct-05 0.000% Current Foreclosure Total Nov-05 0.000% Loans in Foreclosure 115 Dec-05 0.000% Original Principal Balance 30,149,978.00 Jan-06 0.000% Current Actual Balance 30,098,301.67 Feb-06 0.000% Mar-06 0.000% Apr-06 0.000% May-06 2.195% Jun-06 3.373% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

~~Foreclosure~~Summary ~~Loan~~12 ~~Detail~~Month -Bankruptcy ~~All~~History* ~~Mortgage~~New Bankruptcy Loans ~~in Foreclosure during Current Period~~ Month ~~Loan~~Bankruptcy ~~First~~Percentage ~~Original~~Loans ~~Loan~~in ~~Entered~~Bankruptcy ~~Payment~~7 ~~LTV at Principal Group Number FC Date State Origination Balance Group 1 1000270580 May~~Jan-~~2006~~06 ~~01-Oct-2005 CA 20~~0.~~00 69,~~000~~.00~~% ~~Group~~Original 1Principal ~~1000273632~~Balance ~~Jun-2006 01-Oct-2005 FL 20.00 19,600.00 Group~~ 1 ~~1000273762 Jun-2006 01-Nov-2005 VA 20.00 66~~,~~000.00 Group 1 6000147732 Jun-2006 01-Jun-2005 FL 85.00 158~~299,~~950.00 Group 1 6000175180 May-2006 01-Nov-2005 FL 79.21 102,900.00 Group 2 1000260019 May-2006 01-Sep-2005 VA 50.00 155,~~000.00 ~~Group 2 1000268767 Jun~~Feb-~~2006~~06 ~~01-Nov-2005 FL 79~~0.~~71 165,~~000~~.00~~% ~~Group~~Current 2Actual ~~1000269837~~Balance ~~May-2006 01-Oct-2005 CA 80.00 276~~1,~~000.00 Group 2 1000271614 Jun-2006 01-Oct-2005 CA 80.00 264~~292,~~000~~743.~~00 Group 2 1000273098 Jun-2006 01-Oct-2005 CA 58.89 212,000.00 Group 2 1000273332 May-2006 01-Nov-2005 GA~~ 80~~.00~~ ~~108,800.00 Group 2 1000273469 Jun~~Mar-~~2006~~06 ~~01-Oct-2005 FL 80~~0.~~00 78,400.00 Group 2 1000273678 May-2006 01-Nov-2005 VA 80.00 264,~~000~~.00~~% ~~Group 2 1000273720 May~~Apr-~~2006~~06 ~~01-Nov-2005 MA 47~~0.44012% ~~185,000.00~~Current ~~Group~~Bankruptcy 2Total 1000275089 Jun-2006 01-Nov-2005 NC 80.00 135,920.00 Group 2 1000276067 Jun-2006 01-Nov-2005 MD 80.00 151,920.00 Group 2 1000276638 Jun-2006 01-Nov-2005 UT 90.00 110,700.00 Group 2 5000159335 Jun-2006 01-Aug-2005 IL 80.00 122,400.00 Group 2 5000167877 May-~~2006~~06 ~~01-Oct-2005 IL 90~~0.00044% ~~132,300.00~~Loans ~~Group~~in 2Bankruptcy ~~5000168508~~37 Jun-~~2006~~06 ~~01-Oct-2005 FL 45~~0.00171% ~~90,000.00~~Original ~~Group~~Principal 2Balance ~~5000168700 May-2006 01-Oct-2005 MO 90.00 82~~6,~~800.00 Group 2 5000169350 May-2006 01-Oct-2005 CO 80.00 249~~673,~~600~~240.00 ~~Group 2 5000169815 May~~Jul-~~2006~~06 ~~01-Nov-2005 IL 80~~0.00245% ~~200,000.00~~Current ~~Group~~Actual 2Balance ~~5000170038 May-2006 01-Oct-2005 GA 100.00 84~~6,~~000.00 Group 2 5000170631 May-2006 01-Nov-2005 IL 80.00 191~~635,~~200~~115.0028 ~~Group 2 5000171870 Jun~~Aug-~~2006~~06 ~~01-Oct-2005 MN 85~~0.00346% 170,000.00 Group 2 5000172561 May-2006 01-Oct-2005 TX 90.00 124,200.00 Group 2 5000172654 May-2006 01-Nov-2005 GA 90.00 121,500.00 Group 2 5000172815 May-2006 01-Nov-2005 MI 85.00 89,250.00 Group 2 5000173077 Jun-2006 01-Nov-2005 MA 70.00 385,000.00 Group 2 5000173107 May-2006 01-Nov-2005 IL 80.00 188,000.00 Group 2 5000173147 May-2006 01-Nov-2005 GA 85.00 144,500.00 Group 2 5000173601 May-2006 01-Nov-2005 IL 85.00 63,750.00 Group 2 5000173890 May-2006 01-Nov-2005 VA 85.00 89,250.00 Group 2 5000174116 May-2006 01-Nov-2005 IL 80.00 293,600.00 Group 2 5000174135 May-2006 01-Nov-2005 MI 80.00 148,000.00 Group 2 5000174445 May-2006 01-Nov-2005 MI 80.00 62,400.00 Group 2 5000175609 May-2006 01-Nov-2005 IL 90.00 189,900.00 Group 2 5000176014 Jun-2006 01-Nov-2005 IL 90.00 237,600.00 Group 2 5000176080 May-2006 01-Nov-2005 IL 85.00 87,550.00 Group 2 5000176867 May-2006 01-Nov-2005 NC 90.00 107,910.00 Group 2 6000166932 Jun-2006 01-Sep-~~2005~~06 ~~MA 80~~0.00568% 304,800.00 Group 2 6000175534 May-2006 01-Nov-2005 MA 70.00 219,100.00 Group 2 6000176054 May-2006 01-Nov-2005 FL 84.05 176,500.00 Group 2 6000177363 May-2006 01-Nov-2005 GA 80.00 100,480.00 Group 2 6000177367 May-2006 01-Nov-2005 NH 56.00 126,000.00 Group 2 6000183184 Jun-2006 01-Nov-2005 FL 80.00 108,000.00 Group 2 7000001187 May-2006 01-Nov-2005 FL 90.00 162,000.00 Group 2 7000163295 Jun-2006 01-Nov-2005 MD 80.00 120,000.00 Group 2 7000163688 May-2006 01-Oct-~~2005~~06 ~~ME 60~~0.00499% ~~101,400.00 Group 2 7000165304 May-2006 01-~~Nov-~~2005~~06 ~~VA 80~~0.00973% ~~311,200.00 Group 2 7000165962 Jun~~Dec-~~2006~~06 ~~01-Nov-2005 CA 85~~0.00912% ~~182,750.00~~*The ~~Group~~text 2reported ~~8000058808~~in ~~May-2006~~the ~~01-Oct-2005~~above NYtable ~~90.00~~is ~~337,500.00~~presented ~~Group~~graphically 2on ~~8000060654~~the ~~May-2006~~monthly ~~01-Nov-2005~~bond MAremittance 79report.39 ~~235,000.00~~The ~~Group~~monthly 2bond ~~8000060874~~remittance ~~Jun-2006~~report ~~01-Nov-2005~~can NJbe ~~30.30~~viewed ~~100,000.00~~online ~~Group~~at ~~3 1000269492 Jun-2006 01-Oct-2005 CA 20~~www.~~00 60,000~~ctslink.~~00 Group 3 1000276341 Jun-2006 01-Nov-2005 DE 20~~com.00 48,375.00 Group 3 1000276488 May-2006 01-Nov-2005 CA 20.00 167,000.00 Group 3 6000177525 May-2006 01-Nov-2005 NY 90.00 464,310.00 Group 3 6000179109 Jun-2006 01-Nov-2005 GA 20.00 31,970.00 Group 3 6000180631 Jun-2006 01-Nov-2005 MD 20.00 134,400.00 Group 3 7000162349 May-2006 01-Nov-2005 AZ 20.00 157,200.00 Group 3 7000163379 Jun-2006 01-Oct-2005 GA 20.00 47,000.00 Group 3 7000165072 Jun-2006 01-Oct-2005 CA 20.00 79,000.00 Group 3 7000166252 Jun-2006 01-Nov-2005 CA 20.00 48,000.00 Group 3 7000166544 May-2006 01-Nov-2005 CA 20.00 87,000.00 Group 3 8000058584 Jun-2006 01-Nov-2005 NJ 20.00 46,000.00 Group 4 1000240263 May-2006 01-Jun-2005 CA 80.00 359,200.00 Group 4 1000255263 May-2006 01-Sep-2005 CA 80.00 528,000.00 Group 4 1000261312 Jun-2006 01-Sep-2005 CA 80.00 460,000.00 Group 4 1000263955 Jun-2006 01-Sep-2005 VA 80.00 200,000.00 Group 4 1000265270 Jun-2006 01-Sep-2005 DC 80.00 432,000.00 Group 4 1000267679 Jun-2006 01-Oct-2005 NY 90.00 405,000.00 Group 4 1000268002 May-2006 01-Oct-2005 CA 80.00 461,600.00 Group 4 1000270146 Jun-2006 01-Oct-2005 MA 90.00 310,500.00 Group 4 1000271503 Jun-2006 01-Nov-2005 CA 80.00 279,120.00 Group 4 1000272168 May-2006 01-Oct-2005 CA 80.00 412,000.00 Group 4 1000272794 May-2006 01-Oct-2005 CA 85.00 386,750.00 Group 4 1000274614 May-2006 01-Nov-2005 CA 80.00 420,868.00 Group 4 1000274909 Jun-2006 01-Nov-2005 CA 80.00 424,000.00 Group 4 1000275924 Jun-2006 01-Nov-2005 DE 80.00 193,500.00 Group 4 1000276241 May-2006 01-Nov-2005 AZ 80.00 368,000.00 Group 4 1000276416 May-2006 01-Nov-2005 CA 80.00 668,000.00 Group 4 1000276606 May-2006 01-Nov-2005 WA 80.00 520,000.00 Group 4 1000277435 Jun-2006 01-Nov-2005 CA 88.65 656,000.00 Group 4 1000277538 May-2006 01-Nov-2005 CA 90.00 443,700.00 Group 4 5000163841 May-2006 01-Oct-2005 NY 80.00 440,000.00 Group 4 5000166324 Jun-2006 01-Nov-2005 IL 80.00 280,000.00 Group 4 5000167608 May-2006 01-Oct-2005 MI 80.00 657,600.00 Group 4 5000170288 May-2006 01-Oct-2005 NY 90.00 351,000.00 Group 4 5000170621 May-2006 01-Oct-2005 NY 100.00 450,000.00 Group 4 5000175637 May-2006 01-Nov-2005 NY 80.00 572,000.00 Group 4 6000168930 May-2006 01-Oct-2005 NY 100.00 545,000.00 Group 4 6000174123 May-2006 01-Oct-2005 GA 80.00 260,000.00 Group 4 6000177941 May-2006 01-Oct-2005 NJ 80.00 188,800.00 Group 4 6000178927 Jun-2006 01-Nov-2005 GA 80.00 127,880.00 Group 4 6000180614 Jun-2006 01-Nov-2005 MD 80.00 537,600.00 Group 4 6000181168 Jun-2006 01-Nov-2005 GA 85.00 152,915.00 Group 4 6000181784 Jun-2006 01-Nov-2005 TN 80.00 687,900.00 Group 4 7000156588 Jun-2006 01-Sep-2005 CA 80.00 268,800.00 Group 4 7000158777 May-2006 01-Sep-2005 CA 80.00 496,000.00 Group 4 7000162135 May-2006 01-Oct-2005 CA 76.00 475,000.00 Group 4 7000162263 May-2006 01-Nov-2005 AZ 80.00 628,800.00 Group 4 7000162947 May-2006 01-Oct-2005 CA 90.00 477,000.00 Group 4 7000164939 Jun-2006 01-Oct-2005 CA 80.00 316,000.00 Group 4 7000165294 May-2006 01-Nov-2005 CA 80.00 384,000.00 Group 4 7000166152 May-2006 01-Nov-2005 NY 80.00 377,360.00 Group 4 7000166624 May-2006 01-Nov-2005 NV 80.00 704,000.00 Group 4 7000167291 May-2006 01-Nov-2005 NY 80.00 368,000.00 Group 4 8000054268 May-2006 01-Sep-2005 NY 80.00 728,000.00 Group 4 8000058531 Jun-2006 01-Nov-2005 NJ 80.00 184,000.00 Group 4 8000060382 May-2006 01-Nov-2005 NY 80.00 204,000.00 Group 4 8000060497 Jun-2006 01-Nov-2005 NH 80.00 315,200.00 Group 4 8000061247 Jun-2006 01-Nov-2005 NY 80.00 400,000.00 Group 4 8000061930 May-2006 01-Nov-2005 NY 80.00 512,000.00

~~Foreclosure~~Bankruptcy ~~Loan~~ Detail - All Mortgage Loans in ~~Foreclosure~~Bankruptcy during Current Period ~~(continued)~~Group ~~Current~~Loan ~~Paid~~Month ~~Current Approximate~~ Loan ~~Actual~~First ToState ~~Months~~LTV ~~Loan~~at ~~Delinquent~~Original ~~Group~~ Number ~~Balance~~Entered ~~Date~~Payment ~~Delinquent~~Origination ~~Rate~~Principal ~~Interest~~Bankruptcy ~~Group~~Date 1Balance ~~1000270580 68,904.65 01-Dec-2005 4 9.850% 2,680.34~~ Group 1 ~~1000273632~~1000268588 ~~19,343.33 01~~Nov-~~Feb-~~2006 ~~2 11.650% 716.51 Group 1 1000273762 65,890.37~~ 01-~~Jan~~Oct-~~2006~~2005 3AZ 820.~~990%~~00 264,~~327~~000.9700 Group 1 ~~6000147732~~5000173371 ~~157,920.29 01~~Sep-~~Feb-~~2006 ~~2 8.150% 4,022.73 Group 1 6000175180 102,776.12~~ 01-~~Dec~~Oct-2005 4NC 920.~~000%~~00 325,~~633~~000.4500 Group 21 ~~1000260019~~5000177033 ~~154,523.79 01~~Nov-~~Jan-~~2006 ~~3 8.500% 5,143.62 Group 2 1000268767 164,910.81~~ 01-Nov-2005 5NC 910.~~050% 5,861.32 Group 2 1000269837 276,000.~~00 ~~01-Dec-2005 4 6.250% 6,612.50 Group 2 1000271614 263,056.25 01-Feb-2006 2 7.750% 6,350.17 Group 2 1000273098 211,730.44 01-Jan-2006 3~~ 11~~.590% 9~~,~~776~~990.6500 Group 21 ~~1000273332~~6000180030 ~~108,800.00 01~~Jun-~~Jan-~~2006 ~~3 7.650% 3,241.35 Group 2 1000273469 78,198.34~~ 01-~~Dec~~Nov-2005 4GA 65.~~800%~~00 26,~~046~~000.9400 Group 2 ~~1000273678~~1000268277 ~~263,999.21 01~~Nov-~~Jan-~~2006 ~~3 7.250% 7,425.00 Group 2 1000273720 184,864.54~~ 01-~~Dec~~Oct-2005 4AZ 1080.~~900%~~00 8256,~~001~~000.1600 Group 2 ~~1000275089~~1000272606 ~~135,544.02 01~~Nov-~~Feb-~~2006 ~~2 7.900% 3,339.85 Group 2 1000276067 151,468.33~~ 01-~~Jan~~Oct-~~2006~~2005 3AZ 692.~~050%~~24 3226,~~494~~000.9400 Group 2 ~~1000276638~~1000273098 ~~110,482.38 01~~Oct-~~Jan-~~2006 ~~3 8.150% 3,516.45 Group 2 5000159335 121,745.60~~ 01-~~Feb~~Oct-~~2006~~2005 2CA 758.~~450%~~89 2212,~~817~~000.0800 Group 2 ~~5000167877~~1000275100 ~~131,930.31 01~~Jun-~~Jan-~~2006 ~~3 7.850% 4,034.~~01 ~~Group 2 5000168508 89,801.79 01~~-~~Feb~~Nov-~~2006 2 10.100% 2,871.69 Group 2 5000168700 82,642.10 01-Dec-~~2005 4NJ 880.~~300%~~00 2120,~~680~~000.2800 Group 2 ~~5000169350~~5000171924 ~~248,950.17 01~~Jun-~~Jan-~~2006 ~~3 8.200% 7,975.42 Group 2 5000169815 200,000.00~~ 01-~~Dec~~Nov-2005 4MO ~~6.550% 5,041.70 Group 2 5000170038 83,996.~~80 ~~01-Dec-2005 4 8~~.~~240%~~00 272,~~708~~080.9000 Group 2 ~~5000170631~~5000172053 ~~190,726.14 01~~Sep-~~Jan-~~2006 ~~3 6.990% 5,147.99 Group 2 5000171870 169,454.~~01 01-~~Jan-2006 3 7.150% 4,686.80 Group 2 5000172561 123,922.69 01-Jan-2006 3 8.950% 4,357.58 Group 2 5000172654 121,422.52 01-~~Nov-2005 5GA 890.~~250%~~00 3157,~~910~~500.2400 Group 2 ~~5000172815 89,200.22 01-Nov-2005 5 8.900% 3,114.53 Group 2~~ 5000173077 ~~384,776.19 01-~~Nov-~~2005~~2006 ~~5 8.700% 13,113.76 Group 2 5000173107 187,871.67~~ 01-Nov-2005 5MA 770.~~900%~~00 5385,~~775~~000.~~74 Group 2 5000173147 144,307.~~00 ~~01-Dec-2005 4 8.040% 4,523.76~~ Group 2 ~~5000173601~~5000173184 ~~63,721.19 01~~Sep-~~Nov-2005 5 9.900% 2,490.89 Group 2 5000173890 89,057.88 01-Jan-~~2006 ~~3 7.700% 2,667.43 Group 2 5000174116 293,558.66~~ 01-~~Jan~~Oct-~~2006~~2005 3NC 680.~~800%~~00 7100,~~705~~000.9000 Group 2 ~~5000174135~~5000176867 ~~147,684.57 01~~Aug-~~Jan-~~2006 ~~3 7.750% 4,454.19 Group 2 5000174445 62,368.32~~ 01-Nov-2005 5NC 990.~~350%~~00 2107,~~294~~910.8100 Group 2 ~~5000175609~~6000177091 ~~189,669.09 01~~Jun-~~Dec-2005 4 8.500% 6,309.75 Group 2 5000176014 236,908.99 01-Feb-~~2006 ~~2 7.650% 5,640.03 Group 2 5000176080 87,478.23~~ 01-Nov-2005 5GA ~~7.000% 2,360.~~90 ~~Group 2 5000176867 107,910~~.00 ~~01-Jan-2006 3 8.250% 3~~108,~~484~~000.6000 Group 2 ~~6000166932 303,239.88 01-May-2006 0 8.950% 4,271.89 Group 2 6000175534 218,780.90 01-Jan-2006 3 9.600% 8,286.36 Group 2 6000176054 175,407.61 01-May-2006 0 6.700% 1,813.37 Group 2~~ 6000177363 ~~100,233.88 01~~Jul-~~Jan-~~2006 ~~3 7.050% 2,730.56 Group 2 6000177367 125,866.07~~ 01-~~Dec~~Nov-2005 4GA 980.~~150%~~00 4100,~~528~~480.5300 Group 2 ~~6000183184~~6000181295 ~~107,610.06 01~~Sep-~~Feb-~~2006 ~~2 6.550% 2,167.13 Group 2 7000001187 161,781.88~~ 01-~~Dec~~Nov-2005 4GA 880.~~000%~~00 5124,~~044~~800.5600 Group 2 ~~7000163295~~7000163089 ~~120,000.00 01~~Nov-~~Feb-~~2006 ~~2 6.990% 2,596.00 Group 2 7000163688 101,363.84~~ 01-Oct-2005 6CA 1128.~~000%~~49 4104,~~426~~000.~~20 Group 2 7000165304 311,200.~~00 ~~01-Nov-2005 5 7.550% 9,141.50~~ Group 2 ~~7000165962~~7000163295 ~~182,331.81 01~~Dec-~~Feb-~~2006 ~~2 8.990% 5,155.59 Group 2 8000058808 336,961.28~~ 01-Nov-2005 5MD 780.~~150%~~00 9120,~~304~~000.6700 Group 2 ~~8000060654~~7000163484 ~~234,856.16~~Dec-2006 01-Nov-2005 5MD 870.~~450%~~00 7220,~~759.23 Group 2 8000060874 99,863.28 01-Jan-2006 3 9.900% 3,907.29 Group 3 1000269492 59,833.93 01-Feb-2006 2 9.~~500~~% 1,793~~.6300 Group ~~3 1000276341 48,323.04 01-Jan-2006 3 11.025%~~ 2~~,117.46~~ ~~Group~~8000045568 ~~3 1000276488 166,930.34 01-~~Nov-~~2005~~2006 ~~5 10.275% 6,786.71 Group 3 6000177525 463,659.05~~ 01-~~Dec~~Jun-2005 4VA 790.~~800%~~00 14103,~~070~~500.6900 Group 3 ~~6000179109~~1000274999 ~~31,948.42 01-~~Dec-~~2005~~2006 ~~4 11.275% 1,432.78 Group 3 6000180631 134,286.78~~ 01-~~Dec~~Nov-2005 4NV 1020.~~250%~~00 ~~5,447.87 Group 3 7000162349 157,044.~~73 ~~01-Dec-2005 4 9.500% 5~~,~~879~~400.6400 Group 3 ~~7000163379~~5000167122 ~~46,798.59 01~~Aug-~~Feb-~~2006 ~~2 9.200% 1,356.11 Group 3 7000165072 78,872.75~~ 01-~~Jan~~Oct-~~2006~~2005 3IL 1020.~~500%~~00 383,~~283~~000.3600 Group 3 ~~7000166252~~5000172913 ~~47,952.48 01~~Jun-~~Jan-~~2006 ~~3 11.400% 2,176.23 Group 3 7000166544 86,918.49~~ 01-~~Jan~~Nov-~~2006~~2005 3IL 1120.~~650%~~00 477,~~035~~400.2300 Group 3 ~~8000058584~~5000175430 ~~45,948.91 01~~Dec-~~Jan-~~2006 ~~3 10.870% 1,983.69 Group 4 1000240263 356,966.92~~ 01-~~Jan~~Nov-~~2006~~2005 3KY 720.~~750%~~00 1029,~~765~~980.4700 Group ~~4 1000255263 525,587.40 01-Jan-2006~~ 3 ~~6.500%~~6000178661 ~~13,112.59 Group 4 1000261312 458,525.28 01~~Oct-~~Dec-2005 4 7.500% 13,340.68 Group 4 1000263955 199,370.21 01-Dec-2005 4 7.250% 5,592.78 Group 4 1000265270 430,082.41 01-Jan-~~2006 ~~3 6.650% 10,998.75 Group 4 1000267679 404,725.48~~ 01-Oct-2005 6GA 720.~~950%~~00 1229,~~518~~280.0900 Group 43 ~~1000268002~~6000182008 ~~461,599.56 01~~Nov-~~Dec-2005~~2006 ~~4 6.550% 11,636.15 Group 4 1000270146 309,907.97~~ 01-~~Dec~~Nov-2005 4FL 820.~~300% 10,051.~~00 ~~Group 4 1000271503 279~~36,~~120~~600.00 ~~01-Feb-2006 2 6.600% 5,675.44~~ Group ~~4 1000272168 410,950.52 01-Dec-2005 4 6.850% 10,842.90 Group 4 1000272794 385,850.15 01-Jan-2006~~ 3 ~~8.750%~~7000165410 ~~13,246.16 Group 4 1000274614 419,810.85 01~~Oct-~~Jan-~~2006 ~~3 6.950% 11,261.35 Group 4 1000274909 423,059.51~~ 01-~~Dec~~Nov-2005 4CA 720.~~550% 12,391.78 Group 4 1000275924 193,500.~~00 ~~01-Jan-2006 3 7.300% 5~~96,~~482.50 Group 4 1000276241 367,239.07 01-Jan-2006 3 7.900% 11,305.68 Group 4 1000276416 668,~~000.00 ~~01-Nov-2005 5 7.350% 19,065.85~~ Group 4 ~~1000276606~~1000274871 ~~519,186.25 01-~~Dec-~~2005~~2006 ~~4 7.250% 14,564.87 Group 4 1000277435 655,242.39~~ 01-~~Dec~~Nov-2005 4NV 880.~~750%~~00 22293,~~481~~600.4100 Group 4 ~~1000277538~~1000280297 ~~443,071.64 01-~~Dec-~~2005~~2006 ~~4 7.750% 13,353.53 Group 4 5000163841 439,071.67~~ 01-~~Dec~~Nov-2005 4VA 780.~~800%~~00 13441,~~324~~600.3400 Group 4 ~~5000166324~~5000167073 ~~279,145.81 01~~Aug-~~Feb-~~2006 ~~2 7.410% 6,422.14 Group 4 5000167608 656,126.71~~ 01-~~Dec~~Oct-2005 4IL 780.~~500%~~00 19332,~~090~~000.2400 Group 4 ~~5000170288~~5000169420 ~~349,541.70 01~~Jul-~~Feb-~~2006 ~~2 6.990% 7,552.08 Group 4 5000170621 449,133.22~~ 01-~~Dec-2005 4 8.250% 14,472.72 Group 4 5000175637 571,544.84 01-Nov-2005 5 7.150% 15,782.70 Group 4 6000168930 543,971.41 01-Dec-2005 4 8.350% 17,755.69 Group 4 6000174123 259,820.15 01-~~Oct-2005 6NY 790.~~850%~~00 7120,~~927.73 Group 4 6000177941 188,648.27 01-Oct-2005 6 7.100% 5,165.69 Group 4 6000178927 127,693.37 01-Dec-2005 4 7.~~600~~% 3,768~~.~~59 Group 4 6000180614 536,714.35 01-Dec-2005 4 6.990% 14,474.69 Group 4 6000181168 152,915.~~00 ~~01-Feb-2006 2 7.500% 3,568.04~~ Group 4 ~~6000181784~~5000172845 ~~687,501.39 01~~Jun-~~Feb-~~2006 ~~2 7.050% 15,012.61 Group 4 7000156588 268,799.99~~ 01-~~Jan~~Nov-~~2006~~2005 3IL 780.~~300%~~00 7309,~~616~~600.00 Group 4 ~~7000158777~~5000175406 ~~494,586.07 01-~~Dec-~~2005~~2006 ~~4 7.750% 14,905.60 Group 4 7000162135 474,306.75~~ 01-Nov-2005 5KY 780.~~600% 13,987.59 Group 4 7000162263 628,800.~~00 ~~01-Dec-2005 4 6.600% 15~~119,~~982~~920.00 Group 4 ~~7000162947~~6000180870 ~~477,000.00 01~~Nov-~~Jan-~~2006 ~~3 6.800% 12,521.25 Group 4 7000164939 316,000.00~~ 01-~~Dec~~Nov-2005 4FL 680.~~990%~~00 8660,~~544.54 Group 4 7000165294 384,~~000.00 ~~01-Jan-2006 3 6.850% 10,160.00~~ Group 4 ~~7000166152~~6000180962 ~~376,539.51 01~~Nov-~~Jan-~~2006 ~~3 7.650% 11,199.47 Group 4 7000166624 703,375.84~~ 01-Nov-2005 5FL 680.~~600%~~00 17264,~~809~~000.8300 Group 4 ~~7000167291~~7000163207 ~~367,389.92 01~~Nov-~~Dec-2005~~2006 ~~4 7.550% 10,766.09 Group 4 8000054268 726,302.84~~ 01-~~Nov~~Oct-2005 5VA 790.~~300%~~00 20697,~~509~~500.7000 Group 4 ~~8000058531~~7000165294 ~~183,646.53 01~~Oct-~~Dec-2005~~2006 ~~4 6.200% 4,347.99 Group 4 8000060382 203,843.99~~ 01-Nov-2005 5CA 780.~~350% 5,799.02 Group 4 8000060497 315,200.~~00 ~~01-Jan-2006 3 7.650% 9~~384,~~390~~000.~~35 Group 4 8000061247 398,637.57 01-Feb-2006 2 6.850% 8,426.82 Group 4 8000061930 510,717.99 01-Jan-2006 3 7.100% 14,017.74~~00

~~Summary~~Bankruptcy 12Detail ~~Month~~- ~~Bankruptcy~~All History*Mortgage ~~New~~Loans in Bankruptcy ~~Loans~~during ~~Month~~Current ~~Bankruptcy~~Period ~~Percentage~~(continued) ~~Loans~~Group inLoan ~~Bankruptcy~~Current 8Paid ~~Jul~~To Months Current Approximate Number Actual Date Delinquent Loan Rate Delinquent Balance Interest Group 1 1000268588 63,665.84 01-05Sep-2006 01 10.~~000~~300% ~~Original~~1,559.09 ~~Principal~~Group ~~Balance~~1 5000173371 24,912.09 01-Jun-2006 4 10.750% 0.00 Group 1 5000177033 11,~~119~~953.79 01-Dec-2005 10 11.250% 531.64 Group 1 6000180030 5,~~680~~814.41 01-May-2006 5 12.250% 226.10 Group 2 1000268277 254,590.33 01-Apr-2006 6 7.300% 11,508.29 Group 2 1000272606 225,374.83 01-Jan-2006 9 7.900% 15,232.00 ~~Aug~~Group 2 1000273098 211,661.41 01-05Feb-2006 08 11.590% 19,531.34 Group 2 1000275100 120,000.00 01-Apr-2006 6 7.850% ~~Current~~5,880.00 ~~Actual~~Group ~~Balance~~2 15000171924 71,~~114~~786.35 01-Jul-2006 3 10.050% 2,~~381~~853.78 Group 2 5000172053 156,443.76 01-Jun-2006 4 6.990% 5,065.52 Group 2 5000173077 384,776.19 ~~Sep~~01-05Nov-2005 011 8.~~000~~700% 28,798.92 Group 2 5000173184 99,977.86 01-Jun-2006 4 8.300% 3,899.25 Group 2 5000176867 107,910.00 01-Mar-2006 7 8.250% 6,272.28 Group 2 6000177091 107,571.80 01-Apr-2006 6 8.150% 5,472.90 Group 2 6000177363 99,898.92 01-May-2006 5 7.050% 3,807.14 Group 2 6000181295 123,457.14 01-Oct-052006 0 6.~~000~~700% ~~Current~~1,275.12 ~~Bankruptcy~~Group ~~Total~~2 ~~Nov~~7000163089 103,872.19 01-05Dec-2005 010 10.400% 9,401.75 Group 2 7000163295 120,000.00 01-Feb-2006 8 6.990% ~~Loans~~6,490.00 inGroup ~~Bankruptcy~~2 7000163484 219,921.95 01-May-2006 5 10.900% 13,326.11 Group 2 8000045568 103,069.72 01-Dec-052005 10 8.650% 7,670.39 Group 3 1000274999 72,939.62 01-Nov-2006 0 9.~~000~~825% ~~Original~~1,133.89 ~~Principal~~Group ~~Balance~~3 5000167122 82,569.18 01-Aug-2006 2 10.200% 2,667.85 Group 3 5000172913 76,853.40 01-Nov-2006 0 9.250% 1,~~530~~121.10 Group 3 5000175430 29,~~530~~799.0018 ~~Jan~~01-06Oct-2006 0 9.~~000~~650% ~~Current~~454.32 ~~Actual~~Group ~~Balance~~3 6000178661 29,197.79 01-Apr-2006 6 11.275% 1,~~524~~310.10 Group 3 6000182008 36,~~292~~464.61 ~~Feb~~01-06Jul-2006 03 10.~~000~~525% ~~Mar~~913.51 Group 3 7000165410 95,841.17 01-06Jan-2006 9 8.990% 5,413.43 Group 4 1000274871 293,600.00 01-Nov-2006 0 7.000% ~~Apr~~3,180.68 Group 4 1000280297 437,730.37 01-06Sep-2006 1 7.250% 7,383.65 Group 4 5000167073 328,640.58 01-Aug-2006 2 6.550% 6,618.01 Group 4 5000169420 119,148.47 01-Nov-2006 0 6.~~012~~950% ~~May~~1,281.42 Group 4 5000172845 305,153.71 01-06Nov-2006 0 5.~~044~~600% ~~Jun~~2,595.30 Group 4 5000175406 118,752.68 01-06Nov-2006 0 7.~~171~~650% *The1,415.70 ~~text~~Group ~~reported~~4 in6000180870 ~~the~~656,962.02 ~~above~~01-May-2006 ~~table~~5 is8.200% ~~presented~~29,447.78 ~~graphically~~Group on4 ~~the~~6000180962 ~~monthly~~261,001.09 ~~bond~~01-Nov-2006 ~~remittance~~0 ~~report~~6.850% ~~The~~2,763.52 ~~monthly~~Group ~~bond~~4 ~~remittance~~7000163207 ~~report~~689,802.83 ~~can~~01-Nov-2006 be0 ~~viewed~~7.400% ~~online~~7,936.01 atGroup ~~www~~4 7000165294 384,000.~~ctslink~~00 01-Jan-2006 9 6.~~com~~850% 22,352.00

~~Bankruptcy~~Realized Loss Detail Report - ~~All Mortgage~~ Loans inwith ~~Bankruptcy~~Losses during Current Period ~~Group~~Summary ~~Loan~~# ~~Month~~Loans ~~Loan~~Prior ~~First~~Realized ~~State~~Current ~~LTV~~with atActual ~~Original~~Loss/(Gain) ~~Number~~Loss ~~Entered~~Group ~~Payment~~Losses ~~Origination Principal Bankruptcy Date~~ Balance ~~Group~~Amount 1Percentage ~~6000180030~~Total ~~Jun-2006~~41 ~~01-Nov-2005 GA 5.00 6~~3,~~000.00 Group 2 1000265068 Jun-2006 01-Sep-2005 GA 90.00 323~~659,~~100~~341.0059 ~~Group 2 1000275100 Jun-2006 01-Nov-2005 NJ 80.00 120~~1,~~000.00 Group 2 5000171924 Jun-2006 01-Nov-2005 MO 80.00 72~~406,~~080.00 Group 2 6000177091 Jun-2006 01-Nov-2005 GA 90.00 108,000.00 Group 2 6000179042 Apr-2006 01-Nov-2005 GA 90.00 108,450.00 Group 2 7000161409 May-2006 01-Nov-2005 CT 80.00~~ 302~~,400~~.0017 ~~Group 2 8000045568 Jun-2006 01-Jun-2005 VA 90~~0.~~00 103,500.00 Group 3 5000172913 Jun-2006 01-Nov-2005 IL 20.00 77,400.00 Group 4 5000172845 Jun-2006 01-Nov-2005 IL 80.00 309,600.00~~194%

~~Bankruptcy~~Realized ~~Detail~~Loss -Loan ~~All~~Detail ~~Mortgage~~Report - Loans inWith ~~Bankruptcy~~Losses during Current Period ~~(continued)~~Original ~~Group~~Current Loan ~~Current~~Principal ~~Paid~~Note ToLTV ~~Months~~at ~~Current~~Original ~~Approximate~~Group Number ~~Actual~~Balance ~~Date~~Rate ~~Delinquent~~State ~~Loan~~Origination ~~Rate~~Term ~~Delinquent~~Group ~~Balance~~1 ~~Interest~~1000270345 33,980.00 10.9900% UT 20.00 360 Group 1 ~~6000180030~~5000170723 547,~~814~~800.4100 ~~01-May-2006~~9.8750% 0IL 1220.~~250~~00 360 Group 1 5000171186 41,400.00 9.2500% ~~114~~GA 20.1400 360 Group 21 ~~1000265068~~5000173223 ~~321~~47,~~548~~000.5800 ~~01-Mar-2006~~11.4000% IL 20.00 360 Group 1 76000175180 102,900.~~990~~00 9.0000% 6FL 79.21 360 Group 1 6000178435 33,~~016~~800.7300 11.0250% FL 20.00 360 Group 21 ~~1000275100~~6000179228 5,771.00 12.2500% GA 5.00 120 Group 1 8000057333 52,000.00 ~~01-Mar-2006~~10.8750% 1ME 20.00 360 Group 2 1000274280 250,200.00 7.~~850~~2500% VA 90.00 360 Group 2 1000274529 200,~~205~~000.00 6.9900% CA 42.11 360 Group 2 ~~5000171924~~1000276091 71218,~~952~~815.2100 ~~01-Feb-2006~~6.2000% CA 76.78 360 Group 2 101000276226 156,000.~~050~~00 7.9500% AZ 80.00 360 Group 2 5000170038 84,~~288~~000.9000 8.2400% GA 100.00 360 Group 2 ~~6000177091~~5000172654 ~~107~~121,~~644~~500.5000 ~~01-Mar-2006~~8.2500% 1GA 90.00 360 Group 2 5000172685 235,500.00 8.~~150~~7500% MD 75.00 360 Group 2 5000173147 144,~~057~~500.3100 8.0400% GA 85.00 360 Group 2 ~~6000179042~~5000173614 ~~108~~116,~~450~~100.00 ~~01-Feb-2006~~7.5500% TX 90.00 360 Group 2 86000173765 73,600.~~000~~00 9.3500% NC 80.00 360 Group 2 6000177262 139,~~711~~500.2400 7.1500% MD 79.71 360 Group 2 ~~7000161409~~7000158537 ~~301~~210,~~461~~400.4200 ~~01-Mar-2006~~6.9000% 1GA 880.~~450~~00 360 Group 2 7000167279 166,500.00 7.1500% 5OR 90.00 360 Group 2 8000052630 205,~~987~~000.7200 6.0500% NY 51.25 360 Group 2 ~~8000045568~~8000057214 ~~103~~208,~~069~~000.7200 ~~01-Dec-2005~~6.7000% 4ME 880.~~650~~00 360 Group 3 1000268955 46,000.00 10.5000% CA 20.00 360 Group 3 1000269492 60,~~493~~000.0700 9.5000% CA 20.00 360 Group 3 ~~5000172913~~1000274971 77106,~~112~~000.4600 ~~01-May-2006~~11.5250% 0CA 920.~~250~~00 360 Group 3 6000177525 464,310.00 7.8000% 1NY 90.00 360 Group 3 6000177982 47,~~124~~200.8600 11.2750% NJ 20.00 360 Group 3 7000160642 67,580.00 11.8750% CA 20.00 360 Group 3 7000163183 74,000.00 11.2500% CA 20.00 360 Group 3 7000166751 132,000.00 10.5000% NV 15.00 360 Group 3 8000060555 51,000.00 11.2750% NY 20.00 360 Group 4 ~~5000172845~~1000001789 ~~307~~405,~~239~~000.3100 ~~01-May-2006~~7.4000% 0MD 590.00 360 Group 4 1000268002 461,600.00 6.5500% 2CA 80.00 360 Group 4 1000270809 276,~~612~~000.9800 7.2500% CA 80.00 360 Group 4 1000278142 340,000.00 9.4500% CA 85.00 360 Group 4 6000168930 545,000.00 8.3500% NY 100.00 360 Group 4 6000170817 395,200.00 7.5500% MA 95.00 360 Group 4 7000165885 240,000.00 8.3000% CA 80.00 360 Group 4 8000060382 204,000.00 7.3500% NY 80.00 360 Group 4 8000061701 240,000.00 7.7000% MD 80.00 360

Realized Loss Loan Detail Report - Loans ~~with~~With Losses during Current Period ~~Summary~~(continued) #Prior ~~Loans~~Cumulative ~~Prior~~Loan Actual Realized ~~Current~~Realized ~~with~~Group ~~Actual~~Number Balance Loss/(Gain) Loss/(Gain) Group ~~Losses~~1 ~~Balance~~1000270345 ~~Amount~~0.00 ~~Percentage~~15.65 ~~Total~~15.65 Group 1 5000170723 46,945.76 48,411.45 48,411.45 Group 1 5000171186 0.00 15.55 42,787.15 Group 1 5000173223 46,984.64 47,364.03 47,364.03 Group 1 6000175180 102,776.12 8,794.31 8,794.31 Group 1 6000178435 33,726.38 34,908.94 34,908.94 Group 1 6000179228 5,457.03 5,563.63 5,563.63 Group 1 8000057333 51,770.49 52,620.61 52,620.61 Group 2 1000274280 0.00 113.61 113.61 Group 2 1000274529 0.00 41.73 41.73 Group 2 1000276091 0.00 28.60 28.60 Group 2 1000276226 0.00 30.82 30.82 Group 2 5000170038 0.00 141.55 28,589.12 Group 2 5000172654 0.00 200.00 20,074.00 Group 2 5000172685 0.00 9.50 9.50 Group 2 5000173147 0.00 64.03 99,490.02 Group 2 5000173614 0.00 101.36 101.36 Group 2 6000173765 0.00 62.50 62.50 Group 2 6000177262 0.00 19.98 19.98 Group 2 7000158537 0.00 (266.08) 36,198.07 Group 2 7000167279 166,500.00 26,864.49 26,864.49 Group 2 8000052630 0.00 10.21 10.21 Group 2 8000057214 206,335.56 23,236.58 23,236.58 Group 3 1000268955 45,885.90 48,940.38 48,940.38 Group 3 1000269492 0.00 (315.00) 63,549.25 Group 3 1000274971 0.00 347.30 111,106.69 Group 3 6000177525 463,659.05 491,072.67 491,072.67 Group 3 6000177982 47,184.14 47,542.30 47,542.30 Group 3 7000160642 67,457.66 72,567.49 72,567.49 Group 3 7000163183 73,846.51 79,791.67 79,791.67 Group 3 7000166751 131,894.62 132,885.62 132,885.62 Group 3 8000060555 50,982.87 51,387.81 51,387.81 Group 4 1000001789 0.00 33.80 33.80 Group 4 1000268002 461,599.56 0.99 0.99 Group 4 1000270809 276,000%.00 1.00 1.00 Group 4 1000278142 0.00 40.10 40.10 Group 4 6000168930 543,971.41 99,955.85 99,955.85 Group 4 6000170817 392,519.90 68,359.02 68,359.02 Group 4 7000165885 240,000.00 1.00 1.00 Group 4 8000060382 203,843.99 65,307.59 65,307.59 Group 4 8000061701 0.00 29.53 29.53

Realized Loss ~~Loan~~Report ~~Detail~~- ~~Report~~Collateral Summary MDR SDA Current Month 0.485% Current Month 20.993% 3 Month Average 0.286% 3 Month Average 13.220% 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. Jan-2006 ~~Loans~~N/A ~~With~~N/A ~~Losses~~Jan-2006 ~~during~~N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 0.000% N/A Mar-2006 0.000% N/A Apr-2006 0.000% N/A Apr-2006 0.000% 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 0.004% N/A Jul-2006 0.291% N/A Aug-2006 0.022% N/A Aug-2006 1.384% N/A Sep-2006 0.056% N/A Sep-2006 3.212% N/A Oct-2006 0.242% N/A Oct-2006 12.452% N/A Nov-2006 0.131% N/A Nov-2006 6.215% N/A Dec-2006 0.485% N/A Dec-2006 20.993% 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 ~~Period~~Month ~~Original~~5.670% Current ~~Loan~~Month ~~Principal~~38.556% ~~Note~~3 ~~LTV~~Month Average 3.363% 3 Month Average 28.711% 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. 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 0.000% N/A Mar-2006 0.000% N/A Apr-2006 0.000% N/A Apr-2006 0.000% 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 0.050% N/A Jul-2006 104.144% N/A Aug-2006 0.263% N/A Aug-2006 54.073% N/A Sep-2006 0.675% N/A Sep-2006 25.913% N/A Oct-2006 2.866% N/A Oct-2006 23.513% N/A Nov-2006 1.555% N/A Nov-2006 24.065% N/A Dec-2006 5.670% N/A Dec-2006 38.556% 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 ~~Original~~monthly ~~Group~~bond ~~Number~~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 ~~State~~(CDR): ~~Origination~~1-((1-MDR)^12) ~~Term~~SDA NoStandard ~~Losses~~Default ~~this~~Assumption: ~~Period~~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.

~~Realized~~Prepayment ~~Loss~~Detail ~~Loan~~- ~~Detail~~Prepayments ~~Report~~during -Current Period Summary Loans ~~With~~Paid ~~Losses~~In ~~during~~Full ~~Current~~Repurchased ~~Period~~Loans ~~(continued)~~Original ~~Prior~~Current ~~Cumulative~~Original ~~Loan~~Current ~~Actual~~Principal ~~Realized~~Scheduled ~~Realized~~Principal Scheduled Group ~~Number~~Count Balance ~~Loss/(Gain)~~Balance ~~Loss/(Gain)~~Count NoBalance ~~Losses~~Balance ~~this~~Total ~~Period~~95 21,006,780.00 20,809,262.40 0 0.00 0.00

~~Realized~~Prepayment ~~Loss~~Detail ~~Report~~ - ~~Collateral~~Prepayments ~~Summary~~during ~~MDR SDA~~ Current ~~Month~~Period ~~0.000%~~(continued) ~~Current~~Summary ~~Month~~Substitution ~~0.000%~~Loans 3Liquidated ~~Month~~Loans ~~Average~~Curtailments ~~0.000%~~Original ~~3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR:~~ Current ~~vs.~~Original ~~12mo Average* SDA:~~ Current ~~vs.~~Principal ~~12mo~~Scheduled Average*Principal ~~Month~~Scheduled ~~Current~~Curtailment ~~12mo~~Group ~~Avg.~~Count ~~Month~~Balance ~~Current~~Balance ~~12mo~~Count ~~Avg.~~Balance ~~Jul-2005~~Balance ~~N/A~~Amount ~~N/A~~Total 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 0~~.000%~~ ~~N/A Mar-2006~~ 0.~~000%~~00 ~~N/A Apr-2006~~ 0.~~000%~~00 ~~N/A~~21 Apr-2006 0.000% 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~~,667,661.~~000%~~00 3 ~~Month Average 0~~,645,530.000% 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 0.000% N/A Mar-2006 0.000% N/A Apr-2006 0.000% N/A Apr-2006 0.000% 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~~2,263,105.6 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)64

Prepayment Loan Detail - Prepayments during Current Period ~~Summary~~First ~~Loans~~Original ~~Paid~~Loan InLTV ~~Full~~at ~~Repurchased~~Payment ~~Loans~~Principal ~~Original~~Prepayment ~~Current~~Group ~~Original~~Number ~~Current~~State ~~Principal~~Origination ~~Scheduled~~Date ~~Principal~~Balance ~~Scheduled~~Amount Group ~~Count~~1 ~~Balance~~1000267979 ~~Balance~~CA ~~Count~~20.00 ~~Balance~~01-Oct-2005 ~~Balance~~29,000.00 ~~Total~~28,748.87 ~~123~~Group 301 1000271000 WV 20.00 01-Oct-2005 43,~~201~~800.00 43,~~169~~562.26 Group 1 1000275052 AZ 80.00 01-Nov-2005 173,600.00 171,721.10 Group 1 5000170723 IL 20.00 01-Nov-2005 47,800.00 48,381.98 Group 1 5000173223 IL 20.00 01-Nov-2005 47,000.00 47,348.08 Group 1 6000175014 GA 5.00 01-Nov-2005 7,350.00 6,878.70 Group 1 6000175180 FL 79.21 01-Nov-2005 102,900.00 8,732.28 Group 1 6000178435 FL 20.00 01-Nov-2005 33,800.00 34,895.92 Group 1 6000179051 FL 20.00 01-Nov-2005 37,980.00 37,681.61 Group 1 6000179228 GA 5.00 01-Nov-2005 5,771.00 5,535.41 Group 1 6000181777 MD 20.00 01-Nov-2005 44,000.00 43,665.77 Group 1 7000159740 FL 80.00 01-Nov-2005 136,000.00 134,885.31 Group 1 7000163589 ID 20.00 01-Oct-2005 20,400.00 19,618.59 Group 1 7000164875 FL 89.74 01-Nov-2005 85,250.00 84,472.86 Group 1 7000165192 FL 5.26 01-Nov-2005 5,000.00 4,655.74 Group 1 8000057333 ME 20.00 01-Oct-2005 52,000.00 52,598.89 Group 1 8000059171 PA 15.00 01-Oct-2005 23,250.00 22,369.01 Group 2 1000236807 OR 80.00 01-Jun-2005 160,000.00 157,133.92 Group 2 1000267435 CA 80.00 01-Oct-2005 116,000.00 116,000.00 Group 2 1000268096 NV 80.00 01-Oct-2005 129,200.00 129,078.63 Group 2 1000268465 NY 64.00 01-Oct-2005 256,000.00 252,769.77 Group 2 1000269743 AZ 90.00 01-Oct-2005 315,000.00 311,837.60 Group 2 1000270903 WV 80.00 01-Oct-2005 175,200.00 175,200.00 Group 2 1000272708 MD 75.00 01-Nov-2005 240,000.00 237,111.31 Group 2 1000273664 FL 75.26 01-Nov-2005 216,000.00 213,859.62 Group 2 1000273810 AZ 79.07 01-Nov-2005 204,000.00 202,358.16 Group 2 1000274183 CA 85.00 01-Nov-2005 259,250.00 256,069.44 Group 2 1000276037 FL 90.00 01-Nov-2005 121,950.00 120,368.26 Group 2 1000276145 MN 60.98 01-Nov-2005 125,000.00 124,395.44 Group 2 1000276154 CA 50.00 01-Nov-2005 175,000.00 173,995.23 Group 2 5000172083 IL 90.00 01-Nov-2005 197,910.00 195,661.52 Group 2 5000175298 NM 100.00 01-Nov-2005 157,000.00 155,317.24 Group 2 5000175818 MD 90.00 01-Nov-2005 147,600.00 146,180.04 Group 2 6000167573 FL 90.00 01-Oct-2005 154,800.00 153,040.00 Group 2 6000169190 FL 64.00 01-Oct-2005 224,000.00 221,632.39 Group 2 6000170095 NY 60.00 01-Nov-2005 315,000.00 311,232.54 Group 2 6000172640 NJ 80.00 01-Oct-2005 444,000.00 438,366.39 Group 2 6000174753 GA 90.00 01-Nov-2005 132,300.00 131,014.60 Group 2 6000178492 GA 80.00 01-Oct-2005 117,600.00 116,212.44 Group 2 6000179032 FL 80.00 01-Nov-2005 151,920.00 149,925.92 Group 2 6000179144 MD 75.00 01-Nov-2005 206,250.00 204,324.11 Group 2 6000181714 MD 80.00 01-Nov-2005 176,000.00 176,000.00 Group 2 7000155071 FL 80.00 01-Sep-2005 308,000.00 304,974.02 Group 2 7000163464 ID 80.00 01-Oct-2005 81,600.00 80,603.65 Group 2 7000165655 NY 62.22 01-Nov-2005 168,000.00 166,199.35 Group 2 7000166158 HI 80.00 01-Nov-2005 420,000.00 415,735.04 Group 2 7000166308 WA 88.85 01-Nov-2005 231,000.00 231,000.00 Group 2 7000167279 OR 90.00 01-Nov-2005 166,500.00 26,864.49 Group 2 8000052466 RI 90.00 01-Sep-2005 175,050.00 172,696.28 Group 2 8000053088 NJ 74.49 01-Sep-2005 365,000.00 360,322.86 Group 2 8000054675 MA 80.00 01-Sep-2005 310,400.00 305,766.96 Group 2 8000056041 NJ 61.64 01-Nov-2005 188,000.00 185,464.25 Group 2 8000057214 ME 80.00 01-Oct-2005 208,000.00 23,041.07 Group 2 8000058156 NY 80.00 01-Nov-2005 360,000.00 356,325.72 Group 2 8000059054 PA 80.00 01-Oct-2005 124,000.00 122,862.02 Group 2 8000060220 PA 75.00 01-Nov-2005 61,500.00 60,915.50 Group 2 8000060874 NJ 30.30 01-Nov-2005 100,~~057~~000.00 99,332.11 Group 2 8000060926 NY 90.00 01-Nov-2005 234,000.00 232,042.92 Group 2 8000061305 NJ 57.99 01-Nov-2005 185,000.00 182,729.68 Group 2 8000061679 MD 76.00 01-Nov-2005 260,680.00 257,775.14 Group 2 8000061947 NJ 83.53 01-Nov-2005 242,250.00 239,533.27 Group 2 8000062397 NY 64.71 01-Nov-2005 275,000.00 271,593.57 Group 3 1000254066 CA 80.00 01-Aug-2005 448,000.00 441,940.11 Group 3 1000268860 CA 20.00 01-Oct-2005 127,000.00 126,109.03 Group 3 1000268955 CA 20.00 01-Nov-2005 46,000.00 48,919.88 Group 3 1000272031 CA 20.00 01-Oct-2005 63,000.00 62,441.85 Group 3 1000272113 NY 20.00 01-Nov-2005 75,000.00 74,458.86 Group 3 1000272970 VA 20.00 01-Oct-2005 109,980.00 109,287.03 Group 3 1000278924 NC 20.00 01-Nov-2005 77,400.00 76,980.88 Group 3 5000166329 IL 20.00 01-Sep-2005 68,000.00 67,459.39 Group 3 5000167183 FL 20.00 01-Nov-2005 178,000.00 176,634.35 Group 3 6000171430 NJ 20.00 01-Oct-2005 92,600.00 91,910.7819 0Group 03 6000172995 NY 80.00 01-Nov-2005 484,000.00 478,710.36 Group 3 6000173389 NY 20.00 01-Nov-2005 95,500.00 94,838.77 Group 3 6000173466 NY 20.00 01-Oct-2005 110,000.00 109,180.50 Group 3 6000177525 NY 90.00 01-Nov-2005 464,310.00 490,719.74 Group 3 6000177982 NJ 20.00 01-Oct-2005 47,200.00 47,525.68 Group 3 6000180435 GA 10.00 01-Nov-2005 23,290.00 22,554.86 Group 3 7000160642 CA 20.00 01-Nov-2005 67,580.00 72,544.88 Group 3 7000163183 CA 20.00 01-Oct-2005 74,000.00 79,763.19 Group 3 7000166751 NV 15.00 01-Nov-2005 132,000.00 132,831.30 Group 3 8000055728 NY 20.00 01-Oct-2005 51,000.00 50,620.01 Group 3 8000059826 NY 20.00 01-Nov-2005 90,000.00 89,414.39 Group 3 8000060555 NY 20.00 01-Nov-2005 51,000.00 51,370.02 Group 3 8000060589 NY 20.00 01-Nov-2005 139,000.00 138,114.15 Group 4 1000268002 CA 80.00 01-Oct-2005 461,600.00 0.99 Group 4 1000268791 CA 80.00 01-Oct-2005 508,000.00 500,553.00 Group 4 1000270809 CA 80.00 01-Oct-2005 276,000.00 1.00 Group 4 1000271694 NY 80.00 01-Nov-2005 300,000.00 296,319.45 Group 4 1000271925 CA 80.00 01-Oct-2005 252,000.00 252,000.00 Group 4 1000272784 VA 80.00 01-Oct-2005 439,920.00 435,547.13 Group 4 1000278345 CA 80.00 01-Nov-2005 660,000.00 653,151.97 Group 4 1000278461 NC 80.00 01-Nov-2005 309,600.00 305,264.70 Group 4 5000166255 IL 80.00 01-Sep-2005 272,000.00 268,867.14 Group 4 5000167126 FL 80.00 01-Nov-2005 712,000.00 712,000.00 Group 4 5000173108 MN 100.00 01-Nov-2005 279,000.00 276,471.56 Group 4 6000167221 GA 80.00 01-Sep-2005 132,720.00 130,763.11 Group 4 6000168930 NY 100.00 01-Oct-2005 545,000.00 99,580.65 Group 4 6000170817 MA 95.00 01-Oct-2005 395,200.00 68,042.00 Group 4 6000171313 NJ 80.00 01-Oct-2005 370,400.00 365,700.14 Group 4 6000173243 NY 80.00 01-Nov-2005 382,000.00 377,575.52 Group 4 6000173342 NY 80.00 01-Oct-2005 440,000.00 433,974.78 Group 4 6000173354 NY 80.00 01-Nov-2005 308,000.00 304,977.88 Group 4 6000177447 RI 80.00 01-Oct-2005 174,000.00 171,662.02 Group 4 6000180197 GA 90.00 01-Nov-2005 209,580.00 207,355.41 Group 4 6000181152 VA 100.00 01-Nov-2005 635,000.00 628,258.44 Group 4 7000152921 MD 80.00 01-Sep-2005 384,000.00 378,780.42 Group 4 7000156725 MD 80.00 01-Sep-2005 305,600.00 301,207.71 Group 4 7000156733 CA 75.00 01-Sep-2005 457,500.00 452,960.05 Group 4 7000165606 MD 100.00 01-Oct-2005 370,000.00 370,000.00 Group 4 7000165885 CA 80.00 01-Nov-2005 240,000.00 1.00 Group 4 7000167609 CA 80.00 01-Nov-2005 200,000.00 200,000.00 Group 4 8000052926 NJ 80.00 01-Sep-2005 180,000.00 178,065.72 Group 4 8000053911 MA 80.00 01-Sep-2005 325,600.00 321,050.68 Group 4 8000060382 NY 80.00 01-Nov-2005 204,000.00 65,138.69 Group 4 8000060404 NY 80.00 01-Nov-2005 556,000.00 547,988.72

Prepayment Loan Detail - Prepayments during Current Period (continued) ~~Summary~~Current ~~Substitution~~Loan ~~Loans~~PIF ~~Liquidated~~Months ~~Loans~~Loan ~~Curtailments~~ Original ~~Current~~Group ~~Original~~Number ~~Current~~Type ~~Principal~~Delinquent ~~Scheduled~~Rate ~~Principal~~Term ~~Scheduled~~Seasoning ~~Curtailment~~Group 1 1000267979 Loan Paid in Full 0 8.990% 360 14 Group ~~Count~~1 ~~Balance~~1000271000 ~~Balance~~Loan ~~Count~~Paid ~~Balance~~in ~~Balance~~Full ~~Amount~~0 ~~Total~~11.250% 360 14 Group 1 1000275052 Loan Paid in Full 0 7.500% 360 13 Group 1 5000170723 Liquidation 3 9.875% 360 13 Group 1 5000173223 Liquidation 10 11.400% 360 13 Group 1 6000175014 Loan Paid in Full 0 12.00250% 120 13 Group 1 6000175180 Liquidation 9 9.000% 360 13 Group 1 6000178435 Liquidation 5 11.025% 360 13 Group 1 6000179051 Loan Paid in Full 0 9.00125% 360 13 Group 1 6000179228 Liquidation 0 12.250% 120 13 Group 1 6000181777 Loan Paid in Full 0 9.00275% 360 13 Group 1 7000159740 Loan Paid in Full 0 8.00900% ~~219,994~~360 13 Group 1 7000163589 Loan Paid in Full 4 10.91025% 180 14 Group 1 7000164875 Loan Paid in Full 0 8.900% 360 13 Group 1 7000165192 Loan Paid in Full 0 11.900% 120 13 Group 1 8000057333 Liquidation 1 10.875% 360 14 Group 1 8000059171 Loan Paid in Full 0 10.150% 180 14 Group 2 1000236807 Loan Paid in Full 0 6.850% 360 18 Group 2 1000267435 Loan Paid in Full 0 6.750% 360 14 Group 2 1000268096 Loan Paid in Full 0 6.990% 360 14 Group 2 1000268465 Loan Paid in Full 0 8.950% 360 14 Group 2 1000269743 Loan Paid in Full 0 8.250% 360 14 Group 2 1000270903 Loan Paid in Full 0 6.700% 360 14 Group 2 1000272708 Loan Paid in Full 0 6.950% 360 13 Group 2 1000273664 Loan Paid in Full 0 7.950% 360 13 Group 2 1000273810 Loan Paid in Full 0 8.990% 360 13 Group 2 1000274183 Loan Paid in Full 0 6.850% 360 13 Group 2 1000276037 Loan Paid in Full 0 7.400% 360 13 Group 2 1000276145 Loan Paid in Full 0 11.450% 360 13 Group 2 1000276154 Loan Paid in Full 0 10.900% 360 13 Group 2 5000172083 Loan Paid in Full 2 7.250% 360 13 Group 2 5000175298 Loan Paid in Full 0 7.550% 360 13 Group 2 5000175818 Loan Paid in Full 0 8.100% 360 13 Group 2 6000167573 Loan Paid in Full 0 7.650% 360 14 Group 2 6000169190 Loan Paid in Full 0 7.990% 360 14 Group 2 6000170095 Loan Paid in Full 0 6.990% 360 13 Group 2 6000172640 Loan Paid in Full 5 7.050% 360 14 Group 2 6000174753 Loan Paid in Full 0 8.050% 360 13 Group 2 6000178492 Loan Paid in Full 0 7.990% 360 14 Group 2 6000179032 Loan Paid in Full 0 6.500% 360 13 Group 2 6000179144 Loan Paid in Full 0 8.250% 360 13 Group 2 6000181714 Loan Paid in Full 0 6.490% 360 13 Group 2 7000155071 Loan Paid in Full 9 8.700% 360 15 Group 2 7000163464 Loan Paid in Full 4 7.250% 360 14 Group 2 7000165655 Loan Paid in Full 0 7.550% 360 13 Group 2 7000166158 Loan Paid in Full 0 7.850% 360 13 Group 2 7000166308 Loan Paid in Full 0 6.750% 360 13 Group 2 7000167279 Liquidation 5 7.150% 360 13 Group 2 8000052466 Loan Paid in Full 0 7.100% 360 15 Group 2 8000053088 Loan Paid in Full 0 7.350% 360 15 Group 2 8000054675 Loan Paid in Full 0 6.550% 360 15 Group 2 8000056041 Loan Paid in Full 0 6.350% 360 13 Group 2 8000057214 Liquidation 3 6.700% 360 14 Group 2 8000058156 Loan Paid in Full 0 7.800% 360 13 Group 2 8000059054 Loan Paid in Full 0 8.700% 360 14 Group 2 8000060220 Loan Paid in Full 0 8.550% 360 13 Group 2 8000060874 Loan Paid in Full 8 9.900% 360 13 Group 2 8000060926 Loan Paid in Full 0 8.800% 360 13 Group 2 8000061305 Loan Paid in Full 0 6.850% 360 13 Group 2 8000061679 Loan Paid in Full 0 7.350% 360 13 Group 2 8000061947 Loan Paid in Full 0 7.350% 360 13 Group 2 8000062397 Loan Paid in Full 0 6.800% 360 13 Group 3 1000254066 Loan Paid in Full 0 7.400% 360 16 Group 3 1000268860 Loan Paid in Full 0 10.625% 360 14 Group 3 1000268955 Liquidation 5 10.500% 360 13 Group 3 1000272031 Loan Paid in Full 0 8.875% 360 14 Group 3 1000272113 Loan Paid in Full 0 9.525% 360 13 Group 3 1000272970 Loan Paid in Full 0 10.530% 360 14 Group 3 1000278924 Loan Paid in Full 0 10.900% 360 13 Group 3 5000166329 Loan Paid in Full 0 9.750% 360 15 Group 3 5000167183 Loan Paid in Full 0 9.225% 360 13 Group 3 6000171430 Loan Paid in Full 0 9.725% 360 14 Group 3 6000172995 Loan Paid in Full 0 7.450% 360 13 Group 3 6000173389 Loan Paid in Full 0 9.725% 360 13 Group 3 6000173466 Loan Paid in Full 0 9.725% 360 14 Group 3 6000177525 Liquidation 9 7.800% 360 13 Group 3 6000177982 Liquidation 11 11.275% 360 14 Group 3 6000180435 Loan Paid in Full 0 11.400% 180 13 Group 3 7000160642 Liquidation 5 11.875% 360 13 Group 3 7000163183 Liquidation 6 11.250% 360 14 Group 3 7000166751 Liquidation 9 10.500% 360 13 Group 3 8000055728 Loan Paid in Full 0 9.725% 360 14 Group 3 8000059826 Loan Paid in Full 0 10.025% 360 13 Group 3 8000060555 Liquidation 10 11.275% 360 13 Group 3 8000060589 Loan Paid in Full 0 10.125% 360 13 Group 4 1000268002 Liquidation 9 6.550% 360 14 Group 4 1000268791 Loan Paid in Full 0 6.450% 360 14 Group 4 1000270809 Liquidation 5 7.250% 360 14 Group 4 1000271694 Loan Paid in Full 0 6.850% 360 13 Group 4 1000271925 Loan Paid in Full 0 6.500% 360 14 Group 4 1000272784 Loan Paid in Full 0 8.300% 360 14 Group 4 1000278345 Loan Paid in Full 0 7.700% 360 13 Group 4 1000278461 Loan Paid in Full 0 6.150% 360 13 Group 4 5000166255 Loan Paid in Full 0 7.900% 360 15 Group 4 5000167126 Loan Paid in Full 0 7.700% 360 13 Group 4 5000173108 Loan Paid in Full 0 8.400% 360 13 Group 4 6000167221 Loan Paid in Full 0 7.650% 360 15 Group 4 6000168930 Liquidation 9 8.350% 360 14 Group 4 6000170817 Liquidation 3 7.550% 360 14 Group 4 6000171313 Loan Paid in Full 0 7.050% 360 14 Group 4 6000173243 Loan Paid in Full 0 7.150% 360 13 Group 4 6000173342 Loan Paid in Full 0 6.650% 360 14 Group 4 6000173354 Loan Paid in Full 0 8.000% 360 13 Group 4 6000177447 Loan Paid in Full (1) 6.750% 360 14 Group 4 6000180197 Loan Paid in Full 0 7.600% 360 13 Group 4 6000181152 Loan Paid in Full 0 7.600% 360 13 Group 4 7000152921 Loan Paid in Full 0 7.050% 360 15 Group 4 7000156725 Loan Paid in Full 0 6.750% 360 15 Group 4 7000156733 Loan Paid in Full 0 8.650% 360 15 Group 4 7000165606 Loan Paid in Full 0 8.125% 360 14 Group 4 7000165885 Liquidation 5 8.300% 360 13 Group 4 7000167609 Loan Paid in Full 0 6.990% 360 13 Group 4 8000052926 Loan Paid in Full 0 8.250% 360 15 Group 4 8000053911 Loan Paid in Full 0 6.900% 360 15 Group 4 8000060382 Liquidation 10 7.350% 360 13 Group 4 8000060404 Loan Paid in Full 0 6.200% 360 13

Prepayment Rates

~~Prepayment~~Summary ~~Loan~~SMM ~~Detail~~CPR -PSA ~~Prepayments during~~ Current ~~Period~~Month ~~First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount Group 1 5000174956 FL 20~~3.00258% ~~01-Nov-2005~~Current ~~60,000.00~~Month ~~59,754~~32.78797% ~~Group~~Current 1Month ~~6000172588 FL 5.00 01-Oct-2005 10,750.00 10,318.21 Group~~ 1 ~~6000175454 PA 78.97 01-Oct-2005 154~~,~~000~~214.00321% ~~152,707.21~~3 ~~Group~~Month 1Average ~~6000178567 NH 85~~3.00421% ~~01-Nov-2005~~3 ~~139,400.00~~Month ~~137,438.24~~Average ~~Group 1 6000180883 FL 90~~34.00064% ~~01-Nov-2005~~3 ~~241,200.00~~Month ~~239,505.38~~Average ~~Group~~ 1 ~~6000182466 FL 10.00 01-Nov-2005 26~~,~~800~~374.00135% ~~26,677.79~~12 ~~Group~~Month 1Average ~~7000163613 CA 61~~0.~~21 01-Nov-2005 202,~~000~~.00~~% ~~200,844.85~~12 ~~Group~~Month 1Average ~~7000165373 MD 80~~0.~~00 01-Nov-2005 296,~~000~~.00~~% ~~294,523.18~~12 ~~Group~~Month 1Average ~~7000166524 HI 20~~0.~~00 01-Nov-2005 56,~~000~~.00~~% ~~55,783.81~~CPR: ~~Group~~Current ~~1 8000059853 MD 80~~vs.00 ~~01-Oct-2005~~12mo ~~200,000.00~~Average* ~~198,944.46~~PSA: ~~Group~~Current ~~1 8000061443 NY 77~~vs.95 ~~01-Nov-2005~~12mo ~~304,000.00~~Average* ~~301,864.40~~Month ~~Group~~Current 112mo ~~8000062323 MA 17~~Avg.87 ~~01-Nov-2005~~Month ~~84,000.00~~Current ~~83,771.13~~12mo ~~Group 2 1000248684 NY 90~~Avg.00 01Jan-~~Sep-2005~~2006 ~~324,000.00~~N/A ~~321,138.73~~N/A ~~Group 2 1000258209 CA 61.18 01~~Jan-~~Aug-2005~~2006 ~~260,000.00~~N/A ~~258,112.18~~N/A ~~Group 2 1000262041 CA 65.00 01~~Feb-~~Sep-2005~~2006 ~~159,250.00~~N/A ~~158,676.83~~N/A ~~Group 2 1000262445 AZ 67.10 01~~Feb-~~Sep-2005~~2006 ~~259,000.00~~N/A ~~257,169.46~~N/A ~~Group 2 1000265989 NJ 95.00 01~~Mar-~~Nov-2005~~2006 ~~266,000~~23.00718% ~~264,337.32~~N/A ~~Group 2 1000268858 CA 65.00 01~~Mar-~~Oct-2005~~2006 ~~208,000.00 206,772.88 Group~~ 2 ~~1000268940 FL 65.00 01-Oct-2005 215~~,~~800~~626.00843% ~~215,079.92~~N/A ~~Group 2 1000271836 MD 95.00 01~~Apr-~~Nov-2005~~2006 ~~190,000~~26.00049% ~~188,703.32~~N/A ~~Group 2 1000273336 DC 67.74 01~~Apr-~~Nov-2005~~2006 ~~315,000.00 313,271.07 Group~~ 2 ~~1000273450 DE 75.00 01-Oct-2005 150~~,~~000~~362.00060% ~~149,376.19~~N/A ~~Group 2 1000273695 NY 85.00 01~~May-~~Nov-2005~~2006 ~~309,400~~21.00246% ~~307,522.03~~N/A ~~Group 2 1000274622 CA 66.67 01~~May-~~Nov-2005~~2006 ~~300~~1,~~000~~631.00414% ~~298,249.97~~N/A ~~Group 2 1000275029 AZ 80.00 01~~Jun-~~Nov-2005~~2006 ~~176,000~~32.00832% ~~175,003.53~~N/A ~~Group 2 1000275357 CA 94.69 01~~Jun-~~Nov-2005~~2006 ~~303,000.00 302,998.25 Group~~ 2 ~~1000277564 PA 80.00 01-Nov-2005 200~~,~~000.00 190,935.13 Group 2 1000277758 CA 70.00 01-Nov-2005 231,000.00 230,~~184.41875% ~~Group~~N/A ~~2 1000278326 CA 65.00 01~~Jul-~~Nov-2005~~2006 ~~228,150~~29.00308% ~~226,789.76~~N/A ~~Group 2 1000278334 CA 44.05 01~~Jul-~~Nov-2005~~2006 ~~185~~1,~~000~~720.00977% ~~184,161.41~~N/A ~~Group 2 5000162388 MD 80.00 01~~Aug-~~Sep-2005~~2006 129,600.00 128,288.68 Group 2 5000163764 MN 80.00 01-Sep-2005 180,000.00 178,702.24 Group 2 5000166424 NJ 75.00 01-Oct-2005 249,000.00 247,862.12 Group 2 5000167821 FL 77.93 01-Oct-2005 245,475.20 244,035.31 Group 2 5000168959 NJ 87.50 01-Nov-2005 385,000.00 383,048.04 Group 2 5000169244 IL 94.75 01-Oct-2005 153,500.00 153,499.37 Group 2 5000169672 NC 85.00 01-Oct-2005 170,850.00 169,872.09 Group 2 5000171018 IL 95.00 01-Oct-2005 321,100.00 318,900.86 Group 2 5000172323 NY 90.00 01-Nov-2005 225,000.00 223,388.56 Group 2 5000172958 FL 90.00 01-Nov-2005 114,300.00 113,678.10 Group 2 5000174494 OH 36.23 01-Nov-2005 50,000.00 49,816.18 Group 2 5000174781 IL 90.00 01-Nov-2005 168,300.00 167,205.73 Group 2 5000175508 MD 80.00 01-Nov-2005 220,000.00 220,000.00 Group 2 6000167249 CT 75.00 01-Sep-2005 135,000.00 134,386.28 Group 2 6000169908 FL 70.00 01-Nov-2005 157,500.00 156,617.09 Group 2 6000169927 MD 70.00 01-Sep-2005 125,930.00 124,959.15 Group 2 6000172400 FL 90.00 01-Oct-2005 193,500.00 191,896.30 ~~Group 2 6000177141 FL 85~~.00715% ~~01-Nov-2005~~N/A ~~207,400.00 206,190.18 Group 2 6000177545 FL 74.55 01~~Aug-~~Nov-2005~~2006 ~~150~~1,~~000~~614.00364% ~~148,986.65~~N/A Group 2 6000177978 FL 80.00 01-Nov-2005 272,000.00 270,175.94 Group 2 6000178395 DE 90.00 01-Nov-2005 288,000.00 286,371.12 Group 2 6000178519 NC 80.00 01-Nov-2005 76,400.00 75,979.29 Group 2 6000178530 FL 85.00 01-Nov-2005 340,000.00 340,000.00 Group 2 6000179716 MD 80.00 01-Nov-2005 332,000.00 330,004.99 Group 2 6000180251 FL 81.73 01-Nov-2005 212,500.00 210,939.71 Group 2 6000181370 FL 74.63 01-Nov-2005 300,000.00 298,087.68 Group 2 6000181377 MD 80.00 01-Nov-2005 312,000.00 310,268.41 Group 2 7000158450 CA 75.00 01-Sep-~~2005~~2006 ~~60,000~~36.00235% ~~59,602.16~~N/A Group 2 7000161201 FL 90.00 01-Oct-2005 162,000.00 161,944.48 Group 2 7000161774 HI 58.82 01-Oct-2005 500,000.00 496,777.18 Group 2 7000164261 MA 51.72 01-Nov-2005 300,000.00 297,427.87 Group 2 7000165474 DC 80.00 01-Nov-2005 360,000.00 357,470.95 Group 2 7000165915 HI 74.42 01-Nov-2005 160,000.00 157,877.13 Group 2 7000166218 CA 61.54 01-Nov-2005 200,000.00 198,737.50 Group 2 7000166298 HI 80.00 01-Nov-2005 336,000.00 333,744.50 Group 2 7000166993 AZ 72.41 01-Nov-2005 97,750.00 97,183.51 Group 2 7000167477 MI 100.00 01-Nov-2005 163,000.00 162,338.49 Group 2 8000050065 MD 65.00 01-Sep-~~2005~~2006 ~~191~~1,~~750~~724.00751% ~~189,645.58~~N/A ~~Group 2 8000053287 MA 58.89 01-Sep-2005 265,000.00 262,996.84 Group 2 8000056319 FL 95.00 01-~~Oct-~~2005~~2006 ~~226,100~~38.00585% ~~226,098.07~~N/A Group 2 8000059955 MD 80.00 01-Nov-2005 164,800.00 163,681.80 Group 2 8000060659 NY 74.98 01-Nov-2005 198,700.00 197,574.97 Group 2 8000061348 NJ 65.00 01-Nov-2005 157,170.00 156,784.90 Group 2 8000061473 WV 69.59 01-Nov-2005 170,500.00 169,986.76 Group 2 8000061995 MA 80.00 01-Nov-2005 376,000.00 373,762.65 Group 3 1000278628 CA 20.00 01-Nov-2005 151,000.00 150,567.00 Group 3 5000169867 IL 20.00 01-Oct-~~2005~~2006 481,~~000~~676.00606% ~~47,708.95~~N/A ~~Group 3 5000171008 FL 15.00 01-Oct-2005 26,850.00 26,713.05 Group 3 5000175138 FL 5.00 01-~~Nov-~~2005~~2006 ~~6,350~~30.00810% ~~6,101.46~~N/A ~~Group 3 6000176155 MD 20.00 01-Oct-2005 93,845.00 93,488.04 Group 3 6000176493 FL 20.00 01-~~Nov-~~2005~~2006 531,~~000~~231.00478% ~~52,801.49~~N/A ~~Group 3 6000178565 FL 10.00 01~~Dec-~~Nov-2005~~2006 ~~40,000.00 39,891.91 Group 3 6000179871 FL 20.00 01-Nov-2005 44,000.00 43,818.~~32 ~~Group 3 6000181415 MD 15~~.00797% ~~01-Nov-2005~~N/A ~~58,500.00 58,341.05 Group 3 7000165378 HI 79.62 01~~Dec-~~Nov-2005~~2006 625,000.00 619,703.12 Group 3 7000166138 CA 20.00 01-Nov-2005 70,000.00 69,743.67 Group 3 8000059526 NY 20.00 01-Nov-2005 97,000.00 96,657.48 Group 3 8000061780 CT 5.00 01-Nov-2005 9,000.00 8,675.77 Group 4 1000261366 CA 62.50 01-Sep-2005 1,~~000,000~~214.00321% ~~990,286.01~~N/A ~~Group~~*The 4text ~~1000273829~~reported AZin ~~80.00~~the ~~01-Nov-2005~~above ~~172,422.00~~table ~~172,422.00~~is ~~Group~~presented 4*The ~~1000274490~~text CAreported ~~88.29~~in ~~01-Nov-2005~~the ~~592,000.00~~above ~~592,000.00~~table ~~Group~~is 4presented ~~1000275169~~graphically CAon ~~90.00~~the ~~01-Nov-2005~~monthly ~~396,000.00~~bond ~~393,712.80~~remittance ~~Group 4 1000275336 NY 85~~report.00 ~~01-Nov-2005~~The ~~361,250.00~~graphically ~~358,457.34~~on ~~Group~~the 4monthly ~~1000275957~~bond CAremittance 80report.00 ~~01-Nov-2005~~The ~~288,000.00~~monthly ~~285,588.44~~bond ~~Group~~remittance 4report ~~1000276985~~can CAbe ~~75.00~~viewed ~~01-Nov-2005~~online ~~517,500.00~~at ~~514,650.72~~monthly ~~Group~~bond 4remittance ~~1000277089~~report CAcan ~~85.00~~be ~~01-Nov-2005~~viewed ~~361,250.00~~online ~~361,250.00~~at ~~Group 4 1000277320 CA 90~~www.~~00 01-Nov-2005 413,100~~ctslink.~~00 410,568~~com.16 ~~Group 4 1000278388 CA 80~~www.~~00 01-Nov-2005 604,000~~ctslink.~~00 600,580~~com.20 ~~Group~~Calculation 4Methodology: ~~5000163875~~Single MAMonth ~~80.00~~Mortality ~~01-Sep-2005~~(SMM): ~~119,200.00~~(Partial ~~118,375.74~~and ~~Group~~full 4prepayments ~~5000169849~~+ ILRepurchases) ~~80.00~~/ ~~01-Oct-2005~~(Beginning ~~192,000.00~~Scheduled ~~190,450.16~~Balance ~~Group 4 5000171037 MD 100.00 01~~-~~Oct-2005~~ ~~400,000.00~~Scheduled ~~396,287.91~~Principal) ~~Group~~Conditional 4PrePayment ~~5000173792~~Rate IL(CPR): ~~100.00~~1 01-~~Nov-2005~~ 640,000.00 637,541.30 Group 4 6000176149 MD 80.00 01-Oct-2005 375,380.00 375,380.00 Group 4 6000176458 FL 80.00 01-Nov-2005 212,000.00 210,623.90 Group 4 6000177666 FL 80.00 01-Nov-2005 66,800.00 66,561.56 Group 4 6000179856 FL 80.00 01-Nov-2005 176,000.00 174,690.30 Group 4 7000160281 CA 79.99 01-Oct-2005 319,550.00 319,549.79 Group 4 7000160465 CA 56.59 01-Oct-2005 382,000.00 381,899.42 Group 4 7000163324 GA 80.00 01-Oct-2005 188,000.00 ((1~~.02~~ ~~Group 4 7000163849 CA 95.00 01~~-~~Nov-2005~~ ~~441,750.00~~SMM)^12) ~~441,750.00~~PSA ~~Group~~Standard 4Prepayment ~~7000164086~~Model: VA 90.00 01-Oct-2005 503,900.00 503,900.00 Group 4 7000164897 CA 80.00 01-Nov-2005 280,000.00 280,000.00 Group 4 7000165756 MD 80.00 01-Nov-2005 388,000.00 388,000.00 Group 4 7000166429 CA 90.00 01-Nov-2005 393,147.00 390,784.49 Group 4 7000166965 CA 80.00 01-Nov-2005 360,000.00 357,705.19 Group 4 8000053574 NJ 75.00 01-Sep-2005 393,750.00 391,211.53 Group 4 8000057285 MA 75.00 01-Oct-2005 528,750.00 526,015.80 Group 4 8000058803 NY 100~~.00~~ ~~01-Nov-2005~~* ~~475,000.00~~CPR ~~472,734.08~~/ ~~Group 4 8000059339 MA 90~~(0.002 ~~01-Nov-2005~~* ~~171~~MIN(30,~~000.00~~WAS)) ~~170,231.24~~Weighted ~~Group~~Average 4Seasoning ~~8000059399~~(WAS): NYsum((Original ~~80.00~~Term 01-~~Nov-2005~~ ~~388,000.00~~Remaining ~~388,000.00~~Term)*(Current ~~Group~~Scheduled 4Balance/Deal ~~8000059473~~Scheduled CTPrincipal ~~90.00 01-Nov-2005 162,000.00 161,211.31 Group 4 8000061226 NY 80.00 01-Nov-2005 460,000.00 457,124.69 Group 4 8000062268 NY 80.00 01-Nov-2005 300,000.00 298,124.81~~Balance))

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning Group 1 5000174956 Loan Paid in Full 0 10.125% 360 7 Group 1 6000172588 Loan Paid in Full 0 12.250% 120 8 Group 1 6000175454 Loan Paid in Full 0 6.450% 360 8 Group 1 6000178567 Loan Paid in Full 0 7.900% 240 7 Group 1 6000180883 Loan Paid in Full 0 6.750% 360 7 Group 1 6000182466 Loan Paid in Full 0 8.990% 360 7 Group 1 7000163613 Loan Paid in Full 0 7.800% 360 7 Group 1 7000165373 Loan Paid in Full 0 9.050% 360 7 Group 1 7000166524 Loan Paid in Full 4 9.725% 360 7 Group 1 8000059853 Loan Paid in Full 0 8.800% 360 8 Group 1 8000061443 Loan Paid in Full 0 6.750% 360 7 Group 1 8000062323 Loan Paid in Full 0 11.375% 360 7 Group 2 1000248684 Loan Paid in Full 0 6.750% 360 9 Group 2 1000258209 Loan Paid in Full 0 8.250% 360 10 Group 2 1000262041 Loan Paid in Full 0 11.150% 360 9 Group 2 1000262445 Loan Paid in Full 0 7.890% 360 9 Group 2 1000265989 Loan Paid in Full 0 7.350% 360 7 Group 2 1000268858 Loan Paid in Full (1) 8.250% 360 8 Group 2 1000268940 Loan Paid in Full 1 10.990% 360 8 Group 2 1000271836 Loan Paid in Full 0 6.900% 360 7 Group 2 1000273336 Loan Paid in Full 0 8.550% 360 7 Group 2 1000273450 Loan Paid in Full 0 10.650% 360 8 Group 2 1000273695 Loan Paid in Full 0 7.500% 360 7 Group 2 1000274622 Loan Paid in Full 0 7.700% 360 7 Group 2 1000275029 Loan Paid in Full 0 7.850% 360 7 Group 2 1000275357 Loan Paid in Full 0 7.550% 360 7 Group 2 1000277564 Loan Paid in Full 0 8.200% 360 7 Group 2 1000277758 Loan Paid in Full 0 10.150% 360 7 Group 2 1000278326 Loan Paid in Full 0 7.590% 360 7 Group 2 1000278334 Loan Paid in Full 1 8.950% 360 7 Group 2 5000162388 Loan Paid in Full (1) 6.250% 360 9 Group 2 5000163764 Loan Paid in Full 0 7.790% 360 9 Group 2 5000166424 Loan Paid in Full 0 9.500% 360 8 Group 2 5000167821 Loan Paid in Full 0 8.300% 360 8 Group 2 5000168959 Loan Paid in Full 0 8.400% 360 7 Group 2 5000169244 Loan Paid in Full 0 7.300% 360 8 Group 2 5000169672 Loan Paid in Full 0 8.400% 360 8 Group 2 5000171018 Loan Paid in Full 0 7.500% 360 8 Group 2 5000172323 Loan Paid in Full 0 6.650% 360 7 Group 2 5000172958 Loan Paid in Full 0 8.050% 360 7 Group 2 5000174494 Loan Paid in Full (1) 10.850% 360 7 Group 2 5000174781 Loan Paid in Full 0 7.150% 360 7 Group 2 5000175508 Loan Paid in Full 0 6.050% 360 7 Group 2 6000167249 Loan Paid in Full 0 10.050% 360 9 Group 2 6000169908 Loan Paid in Full 0 7.900% 360 7 Group 2 6000169927 Loan Paid in Full 0 7.450% 360 9 Group 2 6000172400 Loan Paid in Full 0 7.400% 360 8 Group 2 6000177141 Loan Paid in Full 0 7.700% 360 7 Group 2 6000177545 Loan Paid in Full 0 7.550% 360 7 Group 2 6000177978 Loan Paid in Full 0 6.990% 360 7 Group 2 6000178395 Loan Paid in Full 0 8.280% 360 7 Group 2 6000178519 Loan Paid in Full 0 7.990% 360 7 Group 2 6000178530 Loan Paid in Full 0 7.250% 360 7 Group 2 6000179716 Loan Paid in Full 0 7.550% 360 7 Group 2 6000180251 Loan Paid in Full 0 7.200% 360 7 Group 2 6000181370 Loan Paid in Full 0 7.250% 360 7 Group 2 6000181377 Loan Paid in Full 0 7.950% 360 7 Group 2 7000158450 Loan Paid in Full 0 9.200% 360 9 Group 2 7000161201 Loan Paid in Full 0 7.450% 360 8 Group 2 7000161774 Loan Paid in Full 3 7.990% 360 8 Group 2 7000164261 Loan Paid in Full 0 5.700% 360 7 Group 2 7000165474 Loan Paid in Full 0 6.750% 360 7 Group 2 7000165915 Loan Paid in Full 0 8.400% 360 7 Group 2 7000166218 Loan Paid in Full 0 7.300% 360 7 Group 2 7000166298 Loan Paid in Full (1) 7.500% 360 7 Group 2 7000166993 Loan Paid in Full 0 7.750% 360 7 Group 2 7000167477 Loan Paid in Full 0 9.490% 360 7 Group 2 8000050065 Loan Paid in Full 0 5.800% 360 9 Group 2 8000053287 Loan Paid in Full 0 7.550% 360 9 Group 2 8000056319 Loan Paid in Full 0 6.900% 360 8 Group 2 8000059955 Loan Paid in Full 0 8.150% 360 7 Group 2 8000060659 Loan Paid in Full 0 7.850% 360 7 Group 2 8000061348 Loan Paid in Full (1) 11.850% 360 7 Group 2 8000061473 Loan Paid in Full 0 10.900% 360 7 Group 2 8000061995 Loan Paid in Full 0 7.600% 360 7 Group 3 1000278628 Loan Paid in Full 0 11.125% 360 7 Group 3 5000169867 Loan Paid in Full 0 8.990% 360 8 Group 3 5000171008 Loan Paid in Full 0 8.970% 360 8 Group 3 5000175138 Loan Paid in Full 0 10.500% 120 7 Group 3 6000176155 Loan Paid in Full 0 10.375% 360 8 Group 3 6000176493 Loan Paid in Full (1) 9.875% 360 7 Group 3 6000178565 Loan Paid in Full 0 11.400% 360 7 Group 3 6000179871 Loan Paid in Full 0 9.400% 360 7 Group 3 6000181415 Loan Paid in Full 0 11.375% 360 7 Group 3 7000165378 Loan Paid in Full 0 6.250% 360 7 Group 3 7000166138 Loan Paid in Full 0 9.990% 360 7 Group 3 8000059526 Loan Paid in Full 0 10.150% 360 7 Group 3 8000061780 Loan Paid in Full 0 12.000% 120 7 Group 4 1000261366 Loan Paid in Full 0 6.250% 360 9 Group 4 1000273829 Loan Paid in Full (1) 7.875% 360 7 Group 4 1000274490 Loan Paid in Full 0 6.990% 360 7 Group 4 1000275169 Loan Paid in Full 0 7.750% 360 7 Group 4 1000275336 Loan Paid in Full 0 6.250% 360 7 Group 4 1000275957 Loan Paid in Full (1) 6.850% 360 7 Group 4 1000276985 Loan Paid in Full 2 7.990% 360 7 Group 4 1000277089 Loan Paid in Full 0 7.125% 360 7 Group 4 1000277320 Loan Paid in Full 0 7.450% 360 7 Group 4 1000278388 Loan Paid in Full 0 7.850% 360 7 Group 4 5000163875 Loan Paid in Full 0 8.000% 360 9 Group 4 5000169849 Loan Paid in Full 0 6.990% 360 8 Group 4 5000171037 Loan Paid in Full 0 6.890% 360 8 Group 4 5000173792 Loan Paid in Full 0 9.750% 360 7 Group 4 6000176149 Loan Paid in Full 0 7.250% 360 8 Group 4 6000176458 Loan Paid in Full (1) 7.500% 360 7 Group 4 6000177666 Loan Paid in Full (1) 10.100% 360 7 Group 4 6000179856 Loan Paid in Full 0 6.450% 360 7 Group 4 7000160281 Loan Paid in Full 0 6.450% 360 8 Group 4 7000160465 Loan Paid in Full 0 6.490% 360 8 Group 4 7000163324 Loan Paid in Full 2 7.350% 360 8 Group 4 7000163849 Loan Paid in Full 0 6.600% 360 7 Group 4 7000164086 Loan Paid in Full 0 7.590% 360 8 Group 4 7000164897 Loan Paid in Full 0 5.700% 360 7 Group 4 7000165756 Loan Paid in Full 0 6.250% 360 7 Group 4 7000166429 Loan Paid in Full 0 7.550% 360 7 Group 4 7000166965 Loan Paid in Full 0 7.250% 360 7 Group 4 8000053574 Loan Paid in Full 0 8.350% 360 9 Group 4 8000057285 Loan Paid in Full 0 8.900% 360 8 Group 4 8000058803 Loan Paid in Full 0 8.700% 360 7 Group 4 8000059339 Loan Paid in Full 0 8.990% 360 7 Group 4 8000059399 Loan Paid in Full 0 7.950% 360 7 Group 4 8000059473 Loan Paid in Full 0 8.600% 360 7 Group 4 8000061226 Loan Paid in Full 0 7.350% 360 7 Group 4 8000062268 Loan Paid in Full 1 7.350% 360 7

Summary SMM CPR PSA Current Month 3.262% Current Month 32.832% Current Month 2,184.875% 3 Month Average 2.572% 3 Month Average 26.709% 3 Month Average 2,059.450% 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 23.718% N/A Mar-2006 2,626.843% N/A Apr-2006 26.049% N/A Apr-2006 2,362.060% N/A May-2006 21.246% N/A May-2006 1,631.414% N/A Jun-2006 32.832% N/A Jun-2006 2,184.875% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Single Month Mortality (SMM): (Partial and full prepayments + Repurchases) / (Beginning Scheduled Balance - Scheduled Principal) Conditional PrePayment Rate (CPR): 1 - ((1 - SMM)^12) PSA Standard Prepayment Model: 100 * CPR / (0.2 * MIN(30,WAS)) Weighted Average Seasoning (WAS): sum((Original Term - Remaining Term)*(Current Scheduled Balance/Deal Scheduled Principal Balance))

~~Interest~~Breaches ~~Rate~~Current ~~Stratification~~Loan ~~Summary~~Scheduled ~~Group~~Current 1 Current Number ofBalance ~~Outstanding Percentage of Number of Outstanding Percentage of Interest~~ Rate ~~Loans~~Payment ~~Scheduled~~No ~~Balance(%)~~Breaches ~~Loans~~this Scheduled Balance(%) Range(%) Balance($) Balance($) < 5.000 0 0.00 0.000 0 0.00 0.000 5.000 5.499 17 6,015,120.39 0.675 0 0.00 0.000 5.500 5.999 126 43,431,157.73 4.871 7 1,589,932.39 3.603 6.000 6.499 287 88,523,863.00 9.927 15 3,412,581.32 7.734 6.500 6.999 757 223,566,667.54 25.072 36 8,400,262.93 19.037 7.000 7.499 590 156,613,750.84 17.563 25 4,180,274.53 9.474 7.500 7.999 688 170,368,395.33 19.106 45 7,761,420.00 17.589 8.000 8.499 321 65,892,641.69 7.389 23 2,772,763.58 6.284 8.500 8.999 367 59,578,779.56 6.681 51 3,940,450.78 8.930 9.000 9.499 194 18,265,066.90 2.048 58 2,899,667.09 6.571 9.500 9.999 238 21,110,169.00 2.367 48 2,436,733.42 5.522 10.000 10.499 114 8,668,665.25 0.972 37 1,387,501.00 3.144 10.500 10.999 183 14,284,160.22 1.602 62 2,325,373.80 5.270 11.000 11.499 171 10,354,873.99 1.161 71 2,370,621.89 5.372 11.500 11.999 67 3,735,465.08 0.419 20 409,153.06 0.927 12.000 12.499 53 1,001,253.54 0.112 19 165,329.32 0.375 12.500 12.999 21 235,061.10 0.026 8 73,640.97 0.167 13.000 13.499 3 54,394.75 0.006 0 0.00 0.000 13.500 13.999 2 16,406.62 0.002 0 0.00 0.000 >= 14.000 0 0.00 0.000 0 0.00 0.000 Total 4,199 891,715,892.53 100.000 525 44,125,706.08 100.000Period

Interest Rate Stratification ~~(continued)~~Summary Group 21 ~~Group 3~~ 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 5.499 715 15,~~665~~413,~~871~~174.0790 0.~~539~~745 0 0.00 0.000 5.500 5.999 47116 1040,~~717~~372,~~435~~627.2004 35.~~466~~558 57 21,~~508~~579,~~994~~519.6176 34.~~863~~306 6.000 6.499 ~~117~~236 2571,~~721~~463,~~994~~400.0697 89.~~319~~838 1311 62,~~433~~584,~~525~~900.0342 97.~~905~~047 6.500 6.999 ~~310~~658 63192,~~942~~194,~~778~~157.7601 2026.~~680~~459 1634 67,~~315~~740,~~814~~033.0136 921.~~724~~101 7.000 7.499 ~~272~~479 50127,~~826~~637,~~422~~876.5611 1617.~~438~~572 822 3,~~655~~728,~~464~~788.7655 510.~~628~~165 7.500 7.999 ~~355~~559 66135,~~164~~656,~~685~~775.8497 2118.~~399~~676 1034 45,~~374~~617,~~278~~665.1831 615.~~735~~315 8.000 8.499 ~~207~~250 3448,~~053~~730,~~544~~218.3194 116.~~014~~709 419 ~~833~~2,~~185~~258,867.3690 16.~~283~~158 8.500 8.999 ~~212~~289 3245,~~963~~478,~~185~~835.8572 106.~~661~~261 4644 43,~~174~~404,~~622~~033.4894 69.~~427~~280 9.000 9.499 53163 715,~~065~~269,~~324~~102.7224 2.~~285~~102 7349 52,~~210~~497,~~044~~554.0750 86.~~021~~809 9.500 9.999 47194 517,~~823~~009,~~922~~623.7026 12.~~884~~342 ~~141~~36 121,~~086~~695,~~080~~792.4171 184.~~608~~623 10.000 10.499 1497 16,~~749~~758,~~687~~792.2909 0.~~566~~930 6131 41,~~920~~192,~~212~~840.7386 73.~~575~~252 10.500 10.999 28143 49,~~362~~786,~~129~~264.4233 1.~~411~~347 9153 61,~~737~~903,~~113~~985.4838 105.~~373~~191 11.000 11.499 14134 26,~~204~~564,~~466~~857.1962 0.~~713~~904 8561 51,~~374~~918,~~243~~602.7504 85.~~274~~230 11.500 11.999 1354 12,~~612~~873,~~116~~029.5829 0.~~521~~396 3315 1360,~~583,317~~196.0851 20.~~438~~982 12.000 12.499 346 ~~323~~928,~~922~~136.2817 0.~~105~~128 3116 ~~512~~141,~~001~~875.9448 0.~~788~~387 12.500 12.999 017 0183,677.0099 0.~~000~~025 136 ~~161~~57,~~420~~080.1306 0.~~249~~156 13.000 13.499 02 041,965.0082 0.~~000~~006 30 ~~54,394~~0.7500 0.~~084~~000 13.500 13.999 01 09,454.0002 0.~~000~~001 20 ~~16,406~~0.6200 0.~~025~~000 >= 14.000 0 0.00 0.000 0 0.00 0.000 Total 13,~~699~~453 ~~309~~726,~~197~~371,~~486~~969.8349 100.000 ~~635~~438 6436,~~951~~681,~~119~~736.3978 100.000

Interest Rate Stratification (continued) Group 42 Group 3 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 5.499 105 41,~~349~~070,~~249~~627.3297 0.~~919~~449 0 0.00 0.000 5.500 5.999 6741 289,~~614~~410,~~795~~855.5337 63.~~044~~943 4 1,997,688.03 3.611 6.000 6.499 ~~142~~95 5220,~~955~~511,~~762~~306.59 11 8.~~185~~595 12 5,786,906.27 10.461 6.500 6.999 ~~395~~263 ~~144~~52,~~907~~568,~~811~~259.8410 3022.~~607~~027 16 6,278,371.24 11.350 7.000 7.499 ~~285~~207 9737,~~951~~731,~~588~~641.9972 2015.~~689~~810 6 2,716,706.80 4.911 7.500 7.999 ~~278~~284 9251,~~068~~480,~~011~~272.3124 1921.~~447~~571 9 3,890,990.85 7.034 8.000 8.499 87163 2826,~~233~~150,~~148~~351.4414 510.~~963~~958 3 603,764.78 1.091 8.500 8.999 58160 1824,~~500~~135,~~520~~671.4500 10.113 38 3,354,446.~~908~~68 6.064 9.000 9.499 45 6,023,757.10 32.524 62 4,~~090~~263,~~031~~038.0201 07.~~653~~706 9.500 9.999 236 ~~763~~4,~~432~~316,699.4707 01.~~161~~809 120 10,235,931.61 18.504 10.000 10.499 210 ~~611~~1,~~264~~177,877.2346 0.~~129~~494 56 4,388,073.77 7.932 10.500 10.999 15 2,395,284.97 ~~859~~1.004 75 5,~~543~~486,993.5298 09.~~182~~919 11.000 11.499 13 ~~405~~319,~~542~~979.1640 0.~~086~~134 70 4,326,276.18 7.821 11.500 11.999 18 ~~130~~1,~~878~~034,639.3642 0.~~028~~434 30 1,347,581.52 2.436 12.000 12.499 03 323,283.54 0.00135 27 462,977.15 0.~~000~~837 12.500 12.999 0 0.00 0.000 11 126,597.93 0.229 13.000 13.499 0 0.00 0.000 2 41,965.82 0.076 13.500 13.999 0 0.00 0.000 1 9,454.02 0.017 >= 14.000 0 0.00 0.000 0 0.00 0.000 Total 1,~~340~~338 ~~473~~238,~~441~~650,~~580~~505.2361 100.000 542 55,317,764.64 100.000

~~Supplemental~~Interest ~~Reporting~~Rate ~~Distribution~~Stratification Date The 25th day of each calendar month, or if such day is not a Business Day, the next succeeding Business Day, commencing in March 2006. Determination Date With respect to each Remittance Date, the 15th day (~~or if such day is not a Business Day, the immediately preceding Business Day~~continued) inGroup ~~the~~4 ~~calendar~~Current ~~month~~Number ~~in which such Remittance Date occurs. Closing Date February 23, 2006. Stepdown Date The later to occur~~ of ~~(i)~~Outstanding ~~the~~Percentage ~~earlier to occur~~ of ~~(a)~~Interest ~~the~~Rate ~~Distribution~~Loans ~~Date~~Scheduled ~~in March 2009 and~~ Balance(b%) ~~the Distribution Date following the Distribution Date on which the aggregate Class Certificate Balances of the Class A Certificates have been reduced to zero and~~ Range(ii%) the first Distribution Date on which the Senior Enhancement Percentage (calculated for this purpose only after taking into account payments of principal on the Mortgage Loans applied to reduce the Stated Principal Balance ~~of the Mortgage Loans for the applicable Distribution Date but prior to any applications of Principal Distribution Amount to the Certificates on such Distribution Date~~($) is< ~~greater~~5.000 ~~than~~0 or0.00 ~~equal~~0.000 to5.000 ~~the~~5.499 ~~Senior~~10 ~~Specified~~4,342,546.93 ~~Enhancement~~1.097 ~~Percentage~~5.500 ~~Remittance~~5.999 ~~Date~~64 ~~With~~27,384,563.88 ~~respect~~6.920 to6.000 ~~any~~6.499 ~~Distribution~~118 ~~Date~~42,580,288.17 ~~the~~10.760 ~~third~~6.500 ~~Business~~6.999 ~~Day~~345 ~~immediately~~125,607,493.31 ~~preceding~~31.741 ~~such~~7.000 ~~Distribution Date~~7.499 ~~Record~~244 ~~Date~~83,460,739.04 ~~With~~21.091 ~~respect~~7.500 to7.999 ~~any~~232 ~~Distribution Date~~74,667,847.57 ~~the~~18.869 ~~close~~8.000 of8.499 ~~business~~65 on19,717,235.12 ~~the~~4.983 ~~Business~~8.500 ~~Day~~8.999 ~~immediately~~47 ~~preceding~~14,584,684.10 ~~such~~3.686 ~~Distribution~~9.000 ~~Date;~~9.499 ~~provided,~~7 ~~however~~2, ~~that~~484,752.63 ~~for~~0.628 ~~any~~9.500 ~~Certificate~~9.999 ~~issued~~2 ~~in definitive form~~761,199.87 ~~the~~0.192 ~~Record~~10.000 ~~Date~~10.499 ~~shall~~0 be0.00 ~~the~~0.000 ~~close~~10.500 of10.999 ~~business~~0 on0.00 ~~the~~0.000 ~~last~~11.000 ~~Business~~11.499 ~~Day~~0 of0.00 ~~the~~0.000 ~~month~~11.500 ~~preceding~~11.999 ~~the~~1 ~~month~~130,611.84 in0.033 ~~which~~12.000 ~~such~~12.499 ~~applicable~~0 ~~Distribution~~0.00 ~~Date~~0.000 ~~occurs~~12.500 ~~Libor~~12.999 ~~Determination~~0 ~~Date~~0.00 ~~With~~0.000 ~~respect~~13.000 to13.499 ~~any~~0 ~~Interest~~0.00 ~~Accrual~~0.000 ~~Period~~13.500 ~~for~~13.999 ~~the~~0 ~~LIBOR~~0.00 ~~Certificates,~~0.000 ~~the~~>= ~~second~~14.000 ~~London~~0 ~~Business~~0.00 ~~Day~~0.000 ~~preceding~~Total ~~the~~1,135 ~~commencement~~395,721,962.46 ~~of such Interest Accrual Period~~100.000

Filing Compare · SABR LLC Trust 2006-FR1