8-K 1 ahm05001_8k-200606.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington D. C. 20549 FORM 8-K CURRENT REPORT Pursuant to Section 13 or 15(d) of The Securities Exchange Act of 1934 Date of Report (Date of earliest event reported): June 26, 2006 AMERICAN HOME MORTGAGE INVESTMENT TRUST Mortgage-Backed Notes, Series 2005-1 (Exact name of registrant as specified in its charter) New York (governing law of 333-121581-01 N/A Pooling and Servicing Agreement) (Commission IRS EIN (State or other File Number) jurisdiction of Incorporation) c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Road Columbia, MD 21045 (Address of principal executive offices) (Zip Code) Registrant's telephone number, including area code: (410) 884-2000 (Former name or former address, if changed since last report) Check the appropriate box below if the Form 8-K filing is intended to simultaneously satisfy the filing obligation of the registrant under any of the following provisions (see General Instruction A.2. below): [ ] Written communications pursuant to Rule 425 under the Securities Act (17 CFR 230.425) [ ] Soliciting material pursuant to Rule 14a-12 under the Exchange Act (17 CFR 240.14a-12) [ ] Pre-commencement communications pursuant to Rule 14d-2(b) under the Exchange Act(17 CFR 240.14d-2(b)) [ ] Pre-commencement communications pursuant to Rule 13e-4(c) under the Exchange Act(17 CFR 240.13e-4(c)) ITEM 8.01 Other Events On June 26, 2006 a distribution was made to holders of AMERICAN HOME MORTGAGE INVESTMENT TRUST, Mortgage-Backed Notes, Series 2005-1 Trust. ITEM 9.01 Financial Statements and Exhibits (c) Exhibits Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage-Backed Notes, Series 2005-1 Trust, relating to the June 26, 2006 distribution. 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 hereunto duly authorized. AMERICAN HOME MORTGAGE INVESTMENT TRUST Mortgage-Backed Notes, Series 2005-1 Trust (Registrant) By: Wells Fargo Bank, N.A. as Securities Administrator By: /s/ Wells Fargo Bank, N.A. as Officer By: Beth Belfield as Officer Date: 6/27/2006 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage-Backed Notes, Series 2005-1 Trust, relating to the June 26, 2006 distribution. EX-99.1 AMERICAN HOME MORTGAGE INVESTMENT TRUST Mortgage-Backed Notes Distribution Date: 6/26/2006 AMERICAN HOME MORTGAGE INVESTMENT TRUST Mortgage-Backed Notes Series 2005-1 Contact: Customer Service - CTSLink Wells Fargo Bank, N.A. Securities Administration Services 7485 New Horizon Way Frederick, MD 21703 www.ctslink.com Telephone: (301) 815-6600 Fax: (301) 815-6660

Certificateholder Distribution Summary Class CUSIP Certificate Beginning Interest Pass-Through Certificate Distribution Rate Balance I-A-1 02660TCZ4 5.~~17938~~30125% ~~211~~201,~~923~~617,~~119~~931.3247 ~~914~~950,~~691~~068.9750 I-A-2 02660TDA8 5.~~23938~~36125% 8884,~~301~~007,~~175~~353.4926 ~~385~~400,~~536~~341.1871 I-A-3 02660TEA7 5.~~26938~~39125% 5250,~~980~~404,~~407~~128.1429 ~~232~~241,~~644~~547.9178 II-A-1 02660TDB6 5.~~16938~~29125% ~~141~~131,~~628~~071,~~694~~668.2728 ~~610~~616,~~110~~473.4575 II-A-2 02660TDC4 5.~~23938~~36125% 1514,~~736~~563,~~865~~837.6815 6869,~~709~~404.5278 III-A-1 02660TDD2 5.~~17938~~30125% ~~119~~105,~~209~~438,~~252~~611.9995 ~~514~~496,~~525~~850.0217 III-A-2 02660TDE0 5.~~24938~~37125% 1311,~~245~~715,~~843~~729.9178 5755,~~943~~936.7210 IV-A-1 02660TDF7 4.99200% 9693,~~740~~400,~~913~~308.9662 ~~402~~388,~~442~~545.2028 IV-A-2 02660TEB5 4.99200% 8,~~592~~295,~~688~~970.7664 3534,~~745~~511.5924 V-A-1 02660TDG5 5.00100% 7675,~~843~~081,~~279~~170.7717 ~~320~~312,~~244~~900.3778 V-A-2 02660TEC3 5.00100% 6,~~825~~669,~~649~~129.9249 2827,~~445~~793.9060 VI-A 02660TDH3 5.29400% ~~853~~830,~~052~~065,~~429~~444.4870 3,~~763~~661,~~382~~972.9705 VII-A-1 02660TDJ9 5.29200% ~~359~~352,~~298~~427,~~278~~556.7044 1,~~584~~554,~~505~~205.4152 VII-A-2 02660TED1 5.29200% 8482,~~076~~468,~~188~~432.9141 ~~370~~363,~~775~~685.9979 M-1 02660TDM2 5.~~52938~~65125% 144,910,000.00 ~~667~~727,~~718~~931.7123 M-2 02660TDN0 5.~~55938~~68125% 45,495,000.00 ~~210~~229,~~769~~749.9975 M-3 02660TDP5 5.~~65938~~78125% 11,795,000.00 5560,~~626~~613.9919 M-4 02660TDQ3 5.~~80938~~93125% 6,740,000.00 3235,~~629~~534.3578 M-5 02660TDR1 56.~~95938~~08125% 6,740,000.00 3336,~~471~~433.8544 M-6 02660TDS9 67.~~95938~~08125% 6,740,000.00 3942,~~088~~424.5256 M-7 02660TEE9 67.~~95938~~08125% 6,740,000.00 3942,~~088~~424.5256 M-8 02660TEF6 7.~~05938~~18125% 5,055,000.00 2932,~~737~~267.6475 B 02660TEG4 78.~~95938~~08125% 5,055,000.00 3336,~~528~~311.8975 VIII-A-1 02660TDK6 5.50000% ~~302~~295,~~164~~551,~~015~~447.6410 1,~~384~~354,~~918~~610.4180 VIII-A-2 02660TDL4 5.50000% 16,847,000.00 77,215.42 VIII-M-1 02660TDT7 5.~~55938~~68125% 23,000,000.00 ~~106~~116,~~554~~150.7800 VIII-M-2 02660TDU4 5.~~80938~~93125% 4,830,000.00 2325,~~382~~464.7583 VIII-M-3 02660TDV2 56.~~95938~~08125% 920,000.00 4,~~568~~973.8611 VIII-M-4 02660TDW0 67.~~95938~~08125% 2,530,000.00 1415,~~672~~924.6994 VIII-M-5 02660TDX8 67.~~95938~~08125% 460,000.00 2,~~667~~895.7644 VIII-M-6 02660TDY6 7.~~05938~~18125% 460,000.00 2,~~706~~936.1033 IX-A 02660TDZ3 5.~~11938~~24125% 9286,~~977~~542,~~344~~304.9896 ~~396~~403,~~655~~190.3098 N 02660TEH2 5.00000% 21,~~669~~632,~~870~~348.9961 116,~~124~~801.4645 OT 02660TEJ8 0.00000% 0.00 0.00 Totals 2,~~814~~719,~~583~~270,~~019~~373.9132 12,~~455~~428,~~831~~091.1936

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses I-A-1 106,~~317~~539,~~146~~869.3792 0.00 ~~201~~195,~~605~~078,~~972~~061.9555 117,~~231~~489,~~838~~938.3442 0.00 I-A-2 42,~~298~~724,~~804~~941.9497 0.00 8481,~~002~~282,~~370~~411.5529 43,~~684~~125,~~341~~283.1268 0.00 I-A-3 21,~~579~~634,~~268~~955.4598 0.00 5048,~~401~~769,~~138~~172.6931 21,~~811~~876,~~913~~503.3676 0.00 II-A-1 10,~~537~~882,~~673~~269.2422 0.00 ~~131~~120,~~091~~189,~~021~~399.0206 11,~~147~~498,~~783~~742.6997 0.00 II-A-2 1,~~170~~209,~~878~~167.1846 0.00 1413,~~565~~354,~~987~~669.5069 1,~~239~~278,~~587~~572.7024 0.00 III-A-1 137,~~786~~506,~~621~~518.0149 0.00 ~~105~~97,~~422~~932,~~631~~093.9946 148,~~301~~003,~~146~~368.0366 0.00 III-A-2 1834,~~531,889~~080.7399 0.00 1110,~~713~~881,~~954~~648.1879 1890,~~589,833~~017.4509 0.00 IV-A-1 3,~~344~~489,~~481~~810.9080 0.00 9389,~~396~~910,~~432~~497.0682 3,~~746~~878,~~924~~356.1008 0.00 IV-A-2 ~~297~~309,~~062~~970.4479 0.00 87,~~295~~985,~~626~~999.3285 ~~332~~344,~~808~~482.03 0.00 V-A-1 12,~~764~~936,~~154~~659.4291 0.00 7572,~~079~~144,~~125~~510.3526 23,~~084~~249,~~398~~560.7969 0.00 V-A-2 ~~156~~260,~~702~~850.0656 0.00 6,~~668~~408,~~947~~278.8693 ~~185~~288,~~147~~644.9616 0.00 VI-A 2224,~~853~~265,~~317~~395.3029 0.00 ~~830~~805,~~199~~800,~~112~~049.1941 2627,~~616~~927,~~700~~367.2734 0.00 VII-A-1 69,~~878~~632,~~695~~566.3090 0.00 ~~352~~342,~~419~~794,~~583~~989.4054 811,~~463~~186,~~200~~772.7142 0.00 VII-A-2 12,~~609~~254,~~622~~031.2015 0.00 8280,~~466~~214,~~566~~401.7126 12,~~980~~617,~~398~~716.1994 0.00 M-1 0.00 0.00 144,910,000.00 ~~667~~727,~~718~~931.7123 0.00 M-2 0.00 0.00 45,495,000.00 ~~210~~229,~~769~~749.9975 0.00 M-3 0.00 0.00 11,795,000.00 5560,~~626~~613.9919 0.00 M-4 0.00 0.00 6,740,000.00 3235,~~629~~534.3578 0.00 M-5 0.00 0.00 6,740,000.00 3336,~~471~~433.8544 0.00 M-6 0.00 0.00 6,740,000.00 3942,~~088~~424.5256 0.00 M-7 0.00 0.00 6,740,000.00 3942,~~088~~424.5256 0.00 M-8 0.00 0.00 5,055,000.00 2932,~~737~~267.6475 0.00 B 0.00 0.00 5,055,000.00 3336,~~528~~311.8975 0.00 VIII-A-1 610,~~612~~668,~~568~~867.5395 0.00 ~~295~~284,~~551~~882,~~447~~579.1115 712,~~997~~023,~~486~~478.9475 0.00 VIII-A-2 0.00 0.00 16,847,000.00 77,215.42 0.00 VIII-M-1 0.00 0.00 23,000,000.00 ~~106~~116,~~554~~150.7800 0.00 VIII-M-2 0.00 0.00 4,830,000.00 2325,~~382~~464.7583 0.00 VIII-M-3 0.00 0.00 920,000.00 4,~~568~~973.8611 0.00 VIII-M-4 0.00 0.00 2,530,000.00 1415,~~672~~924.6994 0.00 VIII-M-5 0.00 0.00 460,000.00 2,~~667~~895.7644 0.00 VIII-M-6 0.00 0.00 460,000.00 2,~~706~~936.1033 0.00 IX-A 65,~~387~~867,~~252~~071.9812 0.00 8680,~~590~~675,~~092~~233.0084 6,~~783~~270,~~908~~262.2810 0.00 N 1797,~~104,876~~062.9034 0.00 1835,~~564,994~~286.1027 1803,~~116,001~~863.3679 0.00 OT 0.00 0.00 0.00 0.00 0.00 Totals 9591,~~231~~814,~~015~~090.9584 0.00 2,~~719~~627,~~352~~456,~~003~~282.9848 ~~107~~104,~~686~~242,~~847~~182.1420 0.00 ~~This~~As ~~report~~Master ~~has~~Servicer, ~~been compiled from information provided to~~ Wells Fargo Bank, N.A., byhas ~~various~~independently ~~third~~calculated ~~parties,~~collateral ~~which~~information ~~may~~based ~~include~~on ~~the~~loan ~~Servicer,~~level ~~Master~~data ~~Servicer,~~received ~~Special~~from ~~Servicer~~external ~~and others. Wells Fargo Bank~~parties, ~~N.A.,~~which ~~has~~may ~~not~~include ~~independently confirmed~~ the ~~accuracy~~Servicers, ofIssuer ~~information~~and ~~received~~other ~~from these third~~ parties ~~and assumes no duty~~ to dothe sotransaction. Wells Fargo Bank, N.A., expressly disclaims any responsibility for the accuracy or completeness of information furnished to it by those third parties.

Principal Distribution Statement Class Original Beginning Scheduled UnScheduled Accretion Realized Face Certificate Principal Principal Loss Amount Balance Distribution Distribution I-A-1 284,314,000.00 ~~211~~201,~~923~~617,~~119~~931.3247 0.00 106,~~317~~539,~~146~~869.3792 0.00 0.00 I-A-2 118,464,000.00 8884,~~301~~007,~~175~~353.4926 0.00 42,~~298~~724,~~804~~941.9497 0.00 0.00 I-A-3 71,078,000.00 5250,~~980~~404,~~407~~128.1429 0.00 21,~~579~~634,~~268~~955.4598 0.00 0.00 II-A-1 274,395,000.00 ~~141~~131,~~628~~071,~~694~~668.2728 0.00 10,~~537~~882,~~673~~269.2422 0.00 0.00 II-A-2 30,489,000.00 1514,~~736~~563,~~865~~837.6815 0.00 1,~~170~~209,~~878~~167.1846 0.00 0.00 III-A-1 285,346,000.00 ~~119~~105,~~209~~438,~~252~~611.9995 0.00 137,~~786~~506,~~621~~518.0149 0.00 0.00 III-A-2 31,706,000.00 1311,~~245~~715,~~843~~729.9178 0.00 1834,~~531,889~~080.7399 0.00 0.00 IV-A-1 133,875,000.00 9693,~~740~~400,~~913~~308.9662 0.00 3,~~344~~489,~~481~~810.9080 0.00 0.00 IV-A-2 11,891,000.00 8,~~592~~295,~~688~~970.7664 0.00 ~~297~~309,~~062~~970.4479 0.00 0.00 V-A-1 121,125,000.00 7675,~~843~~081,~~279~~170.7717 0.00 12,~~764~~936,~~154~~659.4291 0.00 0.00 V-A-2 10,759,000.00 6,~~825~~669,~~649~~129.9249 0.00 ~~156~~260,~~702~~850.0656 0.00 0.00 VI-A 1,143,298,000.00 ~~853~~830,~~052~~065,~~429~~444.4870 0.00 2224,~~853~~265,~~317~~395.3029 0.00 0.00 VII-A-1 488,002,000.00 ~~359~~352,~~298~~427,~~278~~556.7044 0.00 69,~~878~~632,~~695~~566.3090 0.00 0.00 VII-A-2 114,193,000.00 8482,~~076~~468,~~188~~432.9141 0.00 12,~~609~~254,~~622~~031.2015 0.00 0.00 M-1 144,910,000.00 144,910,000.00 0.00 0.00 0.00 0.00 M-2 45,495,000.00 45,495,000.00 0.00 0.00 0.00 0.00 M-3 11,795,000.00 11,795,000.00 0.00 0.00 0.00 0.00 M-4 6,740,000.00 6,740,000.00 0.00 0.00 0.00 0.00 M-5 6,740,000.00 6,740,000.00 0.00 0.00 0.00 0.00 M-6 6,740,000.00 6,740,000.00 0.00 0.00 0.00 0.00 M-7 6,740,000.00 6,740,000.00 0.00 0.00 0.00 0.00 M-8 5,055,000.00 5,055,000.00 0.00 0.00 0.00 0.00 B 5,055,000.00 5,055,000.00 0.00 0.00 0.00 0.00 VIII-A-1 409,343,000.00 ~~302~~295,~~164~~551,~~015~~447.6410 0.00 610,~~612~~668,~~568~~867.5395 0.00 0.00 VIII-A-2 16,847,000.00 16,847,000.00 0.00 0.00 0.00 0.00 VIII-M-1 23,000,000.00 23,000,000.00 0.00 0.00 0.00 0.00 VIII-M-2 4,830,000.00 4,830,000.00 0.00 0.00 0.00 0.00 VIII-M-3 920,000.00 920,000.00 0.00 0.00 0.00 0.00 VIII-M-4 2,530,000.00 2,530,000.00 0.00 0.00 0.00 0.00 VIII-M-5 460,000.00 460,000.00 0.00 0.00 0.00 0.00 VIII-M-6 460,000.00 460,000.00 0.00 0.00 0.00 0.00 N 24,950,000.00 21,~~669~~632,~~870~~348.9961 0.00 1797,~~104,876~~062.9034 0.00 0.00 OT 0.00 0.00 0.00 0.00 0.00 0.00 Totals 3,841,545,000.00 2,~~721~~632,~~605~~728,~~674~~068.9336 0.00 8885,~~843~~947,~~762~~019.9772 0.00 0.00

Principal Distribution Statement (continued) Class Total Ending Ending Total Principal Certificate Certificate Principal Reduction Balance Percentage Distribution I-A-1 106,~~317~~539,~~146~~869.3792 ~~201~~195,~~605~~078,~~972~~061.9555 0.~~70909619~~68613597 106,~~317~~539,~~146~~869.3792 I-A-2 42,~~298~~724,~~804~~941.9497 8481,~~002~~282,~~370~~411.5529 0.~~70909619~~68613597 42,~~298~~724,~~804~~941.9497 I-A-3 21,~~579~~634,~~268~~955.4598 5048,~~401~~769,~~138~~172.6931 0.~~70909619~~68613597 21,~~579~~634,~~268~~955.4598 II-A-1 10,~~537~~882,~~673~~269.2422 ~~131~~120,~~091~~189,~~021~~399.0206 0.~~47774566~~43801600 10,~~537~~882,~~673~~269.2422 II-A-2 1,~~170~~209,~~878~~167.1846 1413,~~565~~354,~~987~~669.5069 0.~~47774566~~43801600 1,~~170~~209,~~878~~167.1846 III-A-1 137,~~786~~506,~~621~~518.0149 ~~105~~97,~~422~~932,~~631~~093.9946 0.~~36945544~~34320472 137,~~786~~506,~~621~~518.0149 III-A-2 1834,~~531,889~~080.7399 1110,~~713~~881,~~954~~648.1879 0.~~36945544~~34320472 1834,~~531,889~~080.7399 IV-A-1 3,~~344~~489,~~481~~810.9080 9389,~~396~~910,~~432~~497.0682 0.~~69763908~~67160036 3,~~344~~489,~~481~~810.9080 IV-A-2 ~~297~~309,~~062~~970.4479 87,~~295~~985,~~626~~999.3285 0.~~69763908~~67160036 ~~297~~309,~~062~~970.4479 V-A-1 12,~~764~~936,~~154~~659.4291 7572,~~079~~144,~~125~~510.3526 0.~~61984830~~59562031 12,~~764~~936,~~154~~659.4291 V-A-2 ~~156~~260,~~702~~850.0656 6,~~668~~408,~~947~~278.8693 0.~~61984830~~59562031 ~~156~~260,~~702~~850.0656 VI-A 2224,~~853~~265,~~317~~395.3029 ~~830~~805,~~199~~800,~~112~~049.1941 0.~~72614411~~70480317 2224,~~853~~265,~~317~~395.3029 VII-A-1 69,~~878~~632,~~695~~566.3090 ~~352~~342,~~419~~794,~~583~~989.4054 0.~~72216832~~70244587 69,~~878~~632,~~695~~566.3090 VII-A-2 12,~~609~~254,~~622~~031.2015 8280,~~466~~214,~~566~~401.7126 0.~~72216832~~70244587 12,~~609~~254,~~622~~031.2015 M-1 0.00 144,910,000.00 1.00000000 0.00 M-2 0.00 45,495,000.00 1.00000000 0.00 M-3 0.00 11,795,000.00 1.00000000 0.00 M-4 0.00 6,740,000.00 1.00000000 0.00 M-5 0.00 6,740,000.00 1.00000000 0.00 M-6 0.00 6,740,000.00 1.00000000 0.00 M-7 0.00 6,740,000.00 1.00000000 0.00 M-8 0.00 5,055,000.00 1.00000000 0.00 B 0.00 5,055,000.00 1.00000000 0.00 VIII-A-1 610,~~612~~668,~~568~~867.5395 ~~295~~284,~~551~~882,~~447~~579.1115 0.~~72201417~~69595078 610,~~612~~668,~~568~~867.5395 VIII-A-2 0.00 16,847,000.00 1.00000000 0.00 VIII-M-1 0.00 23,000,000.00 1.00000000 0.00 VIII-M-2 0.00 4,830,000.00 1.00000000 0.00 VIII-M-3 0.00 920,000.00 1.00000000 0.00 VIII-M-4 0.00 2,530,000.00 1.00000000 0.00 VIII-M-5 0.00 460,000.00 1.00000000 0.00 VIII-M-6 0.00 460,000.00 1.00000000 0.00 N 1797,~~104,876~~062.9034 1835,~~564,994~~286.1027 0.~~06272521~~03347841 1797,~~104,876~~062.9034 OT 0.00 0.00 0.00000000 0.00 Totals 8885,~~843~~947,~~762~~019.9772 2,~~632~~546,~~761~~781,~~911~~048.9864 0.~~68533934~~66295749 8885,~~843~~947,~~762~~019.9772

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution I-A-1 284,314,000.00 ~~745~~709.~~38404482~~13824669 0.00000000 3623.~~28785909~~00227889 0.00000000 I-A-2 118,464,000.00 ~~745~~709.~~38404486~~13824672 0.00000000 3623.~~28785910~~00227892 0.00000000 I-A-3 71,078,000.00 ~~745~~709.~~38404485~~13824657 0.00000000 3623.~~28785911~~00227890 0.00000000 II-A-1 274,395,000.00 ~~516~~477.~~14896142~~67513358 0.00000000 3839.~~40329904~~65913818 0.00000000 II-A-2 30,489,000.00 ~~516~~477.~~14896126~~67513365 0.00000000 3839.~~40329889~~65913805 0.00000000 III-A-1 285,346,000.00 ~~417~~369.~~77089214~~51144207 0.00000000 4826.~~31545215~~30672408 0.00000000 III-A-2 31,706,000.00 ~~417~~369.~~77089226~~51144200 0.00000000 4826.~~31545228~~30672396 0.00000000 IV-A-1 133,875,000.00 ~~722~~697.~~62120605~~66803824 0.00000000 2426.~~98212437~~06768105 0.00000000 IV-A-2 11,891,000.00 ~~722~~697.~~62120595~~66803801 0.00000000 2426.~~98212430~~06768060 0.00000000 V-A-1 121,125,000.00 ~~634~~619.~~41304248~~86518200 0.00000000 1424.~~56474237~~24487026 0.00000000 V-A-2 10,759,000.00 ~~634~~619.~~41304210~~86518171 0.00000000 1424.~~56474208~~24487034 0.00000000 VI-A 1,143,298,000.00 ~~746~~726.~~13305497~~02719912 0.00000000 1921.~~98894190~~22403371 0.00000000 VII-A-1 488,002,000.00 ~~736~~722.~~26394707~~18465588 0.00000000 1419.~~09562932~~73878570 0.00000000 VII-A-2 114,193,000.00 ~~736~~722.~~26394709~~18465589 0.00000000 1419.~~09562933~~73878565 0.00000000 M-1 144,910,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-2 45,495,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-3 11,795,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-4 6,740,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-5 6,740,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-6 6,740,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-7 6,740,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-8 5,055,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B 5,055,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 VIII-A-1 409,343,000.00 ~~738~~722.~~16827365~~01417173 0.00000000 1626.~~15410189~~06339415 0.00000000 VIII-A-2 16,847,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 VIII-M-1 23,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 VIII-M-2 4,830,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 VIII-M-3 920,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 VIII-M-4 2,530,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 VIII-M-5 460,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 VIII-M-6 460,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 IX-A 168,980,000.00 ~~550~~512.~~22692023~~14525364 0.00000000 3734.~~79886957~~72050610 0.00000000 N 24,950,000.00 ~~107~~65.~~00885731~~42479399 0.00000000 4431.~~28364329~~94638637 0.00000000 OT 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 I-A-1 0.00000000 3623.~~28785909~~00227889 ~~709~~686.~~09618573~~13596780 0.~~70909619~~68613597 3623.~~28785909~~00227889 I-A-2 0.00000000 3623.~~28785910~~00227892 ~~709~~686.~~09618576~~13596780 0.~~70909619~~68613597 3623.~~28785910~~00227892 I-A-3 0.00000000 3623.~~28785911~~00227890 ~~709~~686.~~09618574~~13596767 0.~~70909619~~68613597 3623.~~28785911~~00227890 II-A-1 0.00000000 3839.~~40329904~~65913818 ~~477~~438.~~74566235~~01599541 0.~~47774566~~43801600 3839.~~40329904~~65913818 II-A-2 0.00000000 3839.~~40329889~~65913805 ~~477~~438.~~74566237~~01599560 0.~~47774566~~43801600 3839.~~40329889~~65913805 III-A-1 0.00000000 4826.~~31545215~~30672408 ~~369~~343.~~45544003~~20471799 0.~~36945544~~34320472 4826.~~31545215~~30672408 III-A-2 0.00000000 4826.~~31545228~~30672396 ~~369~~343.~~45543998~~20471803 0.~~36945544~~34320472 4826.~~31545228~~30672396 IV-A-1 0.00000000 2426.~~98212437~~06768105 ~~697~~671.~~63908168~~60035720 0.~~69763908~~67160036 2426.~~98212437~~06768105 IV-A-2 0.00000000 2426.~~98212430~~06768060 ~~697~~671.~~63908166~~60035741 0.~~69763908~~67160036 2426.~~98212430~~06768060 V-A-1 0.00000000 1424.~~56474237~~24487026 ~~619~~595.~~84830010~~62031174 0.~~61984830~~59562031 1424.~~56474237~~24487026 V-A-2 0.00000000 1424.~~56474208~~24487034 ~~619~~595.~~84830003~~62031137 0.~~61984830~~59562031 1424.~~56474208~~24487034 VI-A 0.00000000 1921.~~98894190~~22403371 ~~726~~704.~~14411307~~80316541 0.~~72614411~~70480317 1921.~~98894190~~22403371 VII-A-1 0.00000000 1419.~~09562932~~73878570 ~~722~~702.~~16831775~~44587018 0.~~72216832~~70244587 1419.~~09562932~~73878570 VII-A-2 0.00000000 1419.~~09562933~~73878565 ~~722~~702.~~16831776~~44587024 0.~~72216832~~70244587 1419.~~09562933~~73878565 M-1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-5 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-6 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-7 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-8 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 B 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 VIII-A-1 0.00000000 1626.~~15410189~~06339415 ~~722~~695.~~01417176~~95077759 0.~~72201417~~69595078 1626.~~15410189~~06339415 VIII-A-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 VIII-M-1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 VIII-M-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 VIII-M-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 VIII-M-4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 VIII-M-5 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 VIII-M-6 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 IX-A 0.00000000 3734.~~79886957~~72050610 ~~512~~477.~~42805066~~42474754 0.~~51242805~~47742475 3734.~~79886957~~72050610 N 0.00000000 4431.~~28364329~~94638637 6233.~~72521443~~47840762 0.~~06272521~~03347841 4431.~~28364329~~94638637 OT 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 I-A-1 0405/25/06 - 0506/2425/06 3032 5.~~17938~~30125% ~~211~~201,~~923~~617,~~119~~931.3247 ~~914~~950,~~691~~068.9750 0.00 I-A-2 0405/25/06 - 0506/2425/06 3032 5.~~23938~~36125% 8884,~~301~~007,~~175~~353.4926 ~~385~~400,~~536~~341.1871 0.00 I-A-3 0405/25/06 - 0506/2425/06 3032 5.~~26938~~39125% 5250,~~980~~404,~~407~~128.1429 ~~232~~241,~~644~~547.9178 0.00 II-A-1 0405/25/06 - 0506/2425/06 3032 5.~~16938~~29125% ~~141~~131,~~628~~071,~~694~~668.2728 ~~610~~616,~~110~~473.4575 0.00 II-A-2 0405/25/06 - 0506/2425/06 3032 5.~~23938~~36125% 1514,~~736~~563,~~865~~837.6815 6869,~~709~~404.5278 0.00 III-A-1 0405/25/06 - 0506/2425/06 3032 5.~~17938~~30125% ~~119~~105,~~209~~438,~~252~~611.9995 ~~514~~496,~~525~~850.0217 0.00 III-A-2 0405/25/06 - 0506/2425/06 3032 5.~~24938~~37125% 1311,~~245~~715,~~843~~729.9178 5755,~~943~~936.7210 0.00 IV-A-1 0405/01/06 - 0405/30/06 30 4.99200% 9693,~~740~~400,~~913~~308.9662 ~~402~~388,~~442~~545.2028 0.00 IV-A-2 0405/01/06 - 0405/30/06 30 4.99200% 8,~~592~~295,~~688~~970.7664 3534,~~745~~511.5924 0.00 V-A-1 0405/01/06 - 0405/30/06 30 5.00100% 7675,~~843~~081,~~279~~170.7717 ~~320~~312,~~244~~900.3778 0.00 V-A-2 0405/01/06 - 0405/30/06 30 5.00100% 6,~~825~~669,~~649~~129.9249 2827,~~445~~793.9060 0.00 VI-A 0405/01/06 - 0405/30/06 30 5.29400% ~~853~~830,~~052~~065,~~429~~444.4870 3,~~763~~661,~~382~~972.9705 0.00 VII-A-1 0405/01/06 - 0405/30/06 30 5.29200% ~~359~~352,~~298~~427,~~278~~556.7044 1,~~584~~554,~~505~~205.4152 0.00 VII-A-2 0405/01/06 - 0405/30/06 30 5.29200% 8482,~~076~~468,~~188~~432.9141 ~~370~~363,~~775~~685.9979 0.00 M-1 0405/25/06 - 0506/2425/06 3032 5.~~52938~~65125% 144,910,000.00 ~~667~~727,~~718~~931.7123 027,597.0027 M-2 0405/25/06 - 0506/2425/06 3032 5.~~55938~~68125% 45,495,000.00 ~~210~~229,~~769~~749.9975 09,877.0046 M-3 0405/25/06 - 0506/2425/06 3032 5.~~65938~~78125% 11,795,000.00 5560,~~626~~613.9919 03,609.0027 M-4 0405/25/06 - 0506/2425/06 3032 5.~~80938~~93125% 6,740,000.00 3235,~~629~~534.3578 ~~161~~2,961.5011 M-5 0405/25/06 - 0506/2425/06 3032 56.~~95938~~08125% 6,740,000.00 3336,~~471~~433.8544 13,~~004~~859.0077 M-6 0405/25/06 - 0506/2425/06 3032 67.~~95938~~08125% 6,740,000.00 3942,~~088~~424.5256 69,~~620~~850.6788 M-7 0405/25/06 - 0506/2425/06 3032 67.~~95938~~08125% 6,740,000.00 3942,~~088~~424.5256 69,~~620~~850.6788 M-8 0405/25/06 - 0506/2425/06 3032 7.~~05938~~18125% 5,055,000.00 2932,~~737~~267.6475 57,~~386~~837.7550 B 0405/25/06 - 0506/2425/06 3032 78.~~95938~~08125% 5,055,000.00 3336,~~528~~311.8975 911,~~178~~881.0050 VIII-A-1 0405/01/06 - 0405/30/06 30 5.50000% ~~302~~295,~~164~~551,~~015~~447.6410 1,~~384~~354,~~918~~610.4180 0.00 VIII-A-2 0405/01/06 - 0405/30/06 30 5.50000% 16,847,000.00 77,215.42 0.00 VIII-M-1 0405/25/06 - 0506/2425/06 3032 5.~~55938~~68125% 23,000,000.00 ~~106~~116,~~554~~150.7800 0.00 VIII-M-2 0405/25/06 - 0506/2425/06 3032 5.~~80938~~93125% 4,830,000.00 2325,~~382~~464.7583 0550.0044 VIII-M-3 0405/25/06 - 0506/2425/06 3032 56.~~95938~~08125% 920,000.00 4,~~568~~973.8611 0227.0051 VIII-M-4 0405/25/06 - 0506/2425/06 3032 67.~~95938~~08125% 2,530,000.00 1415,~~672~~924.6994 12,~~622~~874.8755 VIII-M-5 0405/25/06 - 0506/2425/06 3032 67.~~95938~~08125% 460,000.00 2,~~667~~895.7644 ~~295~~522.0765 VIII-M-6 0405/25/06 - 0506/2425/06 3032 7.~~05938~~18125% 460,000.00 2,~~706~~936.1033 ~~333~~563.4053 IX-A 0405/25/06 - 0506/2425/06 3032 5.~~11938~~24125% 9286,~~977~~542,~~344~~304.9896 ~~396~~403,~~655~~190.3098 0.00 N 0405/25/06 - 0506/24/06 30 5.00000% 21,~~669~~632,~~870~~348.9961 116,~~124~~801.4645 0.00 OT N/A N/A 0.00000% 0.00 0.00 0.00 Totals 12,~~455~~428,~~831~~091.1936 3192,~~222~~064.9332

Interest Distribution Statement (continued) Class Current Non-Supported Total Remaining Ending Interest Interest Interest Unpaid Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance I-A-1 0.00 0.00 ~~914~~950,~~691~~068.9750 0.00 ~~201~~195,~~605~~078,~~972~~061.9555 I-A-2 0.00 0.00 ~~385~~400,~~536~~341.1871 0.00 8481,~~002~~282,~~370~~411.5529 I-A-3 0.00 0.00 ~~232~~241,~~644~~547.9178 0.00 5048,~~401~~769,~~138~~172.6931 II-A-1 0.00 0.00 ~~610~~616,~~110~~473.4575 0.00 ~~131~~120,~~091~~189,~~021~~399.0206 II-A-2 0.00 0.00 6869,~~709~~404.5278 0.00 1413,~~565~~354,~~987~~669.5069 III-A-1 0.00 0.00 ~~514~~496,~~525~~850.0217 0.00 ~~105~~97,~~422~~932,~~631~~093.9946 III-A-2 0.00 0.00 5755,~~943~~936.7210 0.00 1110,~~713~~881,~~954~~648.1879 IV-A-1 0.00 0.00 ~~402~~388,~~442~~545.2028 0.00 9389,~~396~~910,~~432~~497.0682 IV-A-2 0.00 0.00 3534,~~745~~511.5924 0.00 87,~~295~~985,~~626~~999.3285 V-A-1 0.00 0.00 ~~320~~312,~~244~~900.3778 0.00 7572,~~079~~144,~~125~~510.3526 V-A-2 0.00 0.00 2827,~~445~~793.9060 0.00 6,~~668~~408,~~947~~278.8693 VI-A 0.00 0.00 3,~~763~~661,~~382~~972.9705 0.00 ~~830~~805,~~199~~800,~~112~~049.1941 VII-A-1 0.00 0.00 1,~~584~~554,~~505~~205.4152 0.00 ~~352~~342,~~419~~794,~~583~~989.4054 VII-A-2 0.00 0.00 ~~370~~363,~~775~~685.9979 0.00 8280,~~466~~214,~~566~~401.7126 M-1 027,597.0027 0.00 ~~667~~727,~~718~~931.7123 0.00 144,910,000.00 M-2 09,877.0046 0.00 ~~210~~229,~~769~~749.9975 0.00 45,495,000.00 M-3 03,609.0027 0.00 5560,~~626~~613.9919 0.00 11,795,000.00 M-4 ~~161~~2,961.5011 0.00 3235,~~629~~534.3578 0.00 6,740,000.00 M-5 13,~~004~~859.0077 0.00 3336,~~471~~433.8544 0.00 6,740,000.00 M-6 69,~~620~~850.6788 0.00 3942,~~088~~424.5256 0.00 6,740,000.00 M-7 69,~~620~~850.6788 0.00 3942,~~088~~424.5256 0.00 6,740,000.00 M-8 57,~~386~~837.7550 0.00 2932,~~737~~267.6475 0.00 5,055,000.00 B 911,~~178~~881.0050 0.00 3336,~~528~~311.8975 0.00 5,055,000.00 VIII-A-1 0.00 0.00 1,~~384~~354,~~918~~610.4180 0.00 ~~295~~284,~~551~~882,~~447~~579.1115 VIII-A-2 0.00 0.00 77,215.42 0.00 16,847,000.00 VIII-M-1 0.00 0.00 ~~106~~116,~~554~~150.7800 0.00 23,000,000.00 VIII-M-2 0550.0044 0.00 2325,~~382~~464.7583 0.00 4,830,000.00 VIII-M-3 0227.0051 0.00 4,~~568~~973.8611 0.00 920,000.00 VIII-M-4 12,~~622~~874.8755 0.00 1415,~~672~~924.6994 0.00 2,530,000.00 VIII-M-5 ~~295~~522.0765 0.00 2,~~667~~895.7644 0.00 460,000.00 VIII-M-6 ~~333~~563.4053 0.00 2,~~706~~936.1033 0.00 460,000.00 IX-A 0.00 0.00 ~~396~~403,~~655~~190.3098 0.00 8680,~~590~~675,~~092~~233.0084 N 0.00 0.00 116,~~124~~801.4645 0.00 1835,~~564,994~~286.1027 OT 0.00 0.00 0.00 0.00 0.00 Totals 3192,~~222~~064.9332 0.00 12,~~455~~428,~~831~~091.1936 0.00 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls,if applicable.

Interest Distribution Factors Statement Class Original Current Beginning Current Payment of Face Certificate Certificate/ Accrued Unpaid Interest Amount Rate Notional Interest Shortfall (1) Balance I-A-1 284,314,000.00 5.~~17938~~30125% ~~745~~709.~~38404482~~13824669 3.~~21718934~~34161701 0.00000000 I-A-2 118,464,000.00 5.~~23938~~36125% ~~745~~709.~~38404486~~13824672 3.~~25445857~~37943772 0.00000000 I-A-3 71,078,000.00 5.~~26938~~39125% ~~745~~709.~~38404485~~13824657 3.~~27309308~~39834801 0.00000000 II-A-1 274,395,000.00 5.~~16938~~29125% ~~516~~477.~~14896142~~67513358 2.~~22347510~~24666539 0.00000000 II-A-2 30,489,000.00 5.~~23938~~36125% ~~516~~477.~~14896126~~67513365 2.~~25358392~~27638755 0.00000000 III-A-1 285,346,000.00 5.~~17938~~30125% ~~417~~369.~~77089214~~51144207 1.~~80316185~~74122003 0.00000000 III-A-2 31,706,000.00 5.~~24938~~37125% ~~417~~369.~~77089226~~51144200 1.~~82753170~~76421182 0.00000000 IV-A-1 133,875,000.00 4.99200% ~~722~~697.~~62120605~~66803824 32.~~00610420~~90229901 0.00000000 IV-A-2 11,891,000.00 4.99200% ~~722~~697.~~62120595~~66803801 32.~~00610462~~90229922 0.00000000 V-A-1 121,125,000.00 5.00100% ~~634~~619.~~41304248~~86518200 2.~~64391637~~58328817 0.00000000 V-A-2 10,759,000.00 5.00100% ~~634~~619.~~41304210~~86518171 2.~~64391672~~58328841 0.00000000 VI-A 1,143,298,000.00 5.29400% ~~746~~726.~~13305497~~02719912 3.~~29169033~~20298999 0.00000000 VII-A-1 488,002,000.00 5.29200% ~~736~~722.~~26394707~~18465588 3.~~24692401~~18483432 0.00000000 VII-A-2 114,193,000.00 5.29200% ~~736~~722.~~26394709~~18465589 3.~~24692398~~18483436 0.00000000 M-1 144,910,000.00 5.~~52938~~65125% 1000.00000000 45.~~60781664~~02333331 0.~~00000000~~19044421 M-2 45,495,000.00 5.~~55938~~68125% 1000.00000000 45.~~63281657~~05000000 0.~~00000000~~21711089 M-3 11,795,000.00 5.~~65938~~78125% 1000.00000000 45.~~71615006~~13888851 0.~~00000000~~30600000 M-4 6,740,000.00 5.~~80938~~93125% 1000.00000000 45.~~84114985~~27222255 0.~~02396142~~43933383 M-5 6,740,000.00 56.~~95938~~08125% 1000.00000000 45.~~96614985~~40555490 0.~~14896142~~57266617 M-6 6,740,000.00 67.~~95938~~08125% 1000.00000000 56.~~79948368~~29444510 01.~~98229525~~46155490 M-7 6,740,000.00 67.~~95938~~08125% 1000.00000000 56.~~79948368~~29444510 01.~~98229525~~46155490 M-8 5,055,000.00 7.~~05938~~18125% 1000.00000000 56.~~88281701~~38333333 1.~~06562809~~55044510 B 5,055,000.00 78.~~95938~~08125% 1000.00000000 67.~~63281701~~18333333 12.~~81562809~~35044510 VIII-A-1 409,343,000.00 5.50000% ~~738~~722.~~16827365~~01417173 3.~~38327127~~30923162 0.00000000 VIII-A-2 16,847,000.00 5.50000% 1000.00000000 4.58333353 0.00000000 VIII-M-1 23,000,000.00 5.~~55938~~68125% 1000.00000000 45.~~63281652~~05000000 0.00000000 VIII-M-2 4,830,000.00 5.~~80938~~93125% 1000.00000000 45.~~84114907~~27222153 0.~~00000000~~11396273 VIII-M-3 920,000.00 56.~~95938~~08125% 1000.00000000 45.~~96615217~~40555435 0.~~00000000~~24729348 VIII-M-4 2,530,000.00 67.~~95938~~08125% 1000.00000000 56.~~79948221~~29444269 01.~~64145059~~13618577 VIII-M-5 460,000.00 67.~~95938~~08125% 1000.00000000 56.~~79947826~~29443478 01.~~64145652~~13619565 VIII-M-6 460,000.00 7.~~05938~~18125% 1000.00000000 56.~~88282609~~38332609 01.~~72478261~~22506522 IX-A 168,980,000.00 5.~~11938~~24125% ~~550~~512.~~22692023~~14525364 2.~~34735057~~38602781 0.00000000 N 24,950,000.00 5.00000% ~~107~~65.~~00885731~~42479399 0.~~44587014~~27260321 0.00000000 OT 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 I-A-1 0.00000000 0.00000000 3.~~21718934~~34161701 0.00000000 ~~709~~686.~~09618573~~13596780 I-A-2 0.00000000 0.00000000 3.~~25445857~~37943772 0.00000000 ~~709~~686.~~09618576~~13596780 I-A-3 0.00000000 0.00000000 3.~~27309308~~39834801 0.00000000 ~~709~~686.~~09618574~~13596767 II-A-1 0.00000000 0.00000000 2.~~22347510~~24666539 0.00000000 ~~477~~438.~~74566235~~01599541 II-A-2 0.00000000 0.00000000 2.~~25358392~~27638755 0.00000000 ~~477~~438.~~74566237~~01599560 III-A-1 0.00000000 0.00000000 1.~~80316185~~74122003 0.00000000 ~~369~~343.~~45544003~~20471799 III-A-2 0.00000000 0.00000000 1.~~82753170~~76421182 0.00000000 ~~369~~343.~~45543998~~20471803 IV-A-1 0.00000000 0.00000000 32.~~00610420~~90229901 0.00000000 ~~697~~671.~~63908168~~60035720 IV-A-2 0.00000000 0.00000000 32.~~00610462~~90229922 0.00000000 ~~697~~671.~~63908166~~60035741 V-A-1 0.00000000 0.00000000 2.~~64391637~~58328817 0.00000000 ~~619~~595.~~84830010~~62031174 V-A-2 0.00000000 0.00000000 2.~~64391672~~58328841 0.00000000 ~~619~~595.~~84830003~~62031137 VI-A 0.00000000 0.00000000 3.~~29169033~~20298999 0.00000000 ~~726~~704.~~14411307~~80316541 VII-A-1 0.00000000 0.00000000 3.~~24692401~~18483432 0.00000000 ~~722~~702.~~16831775~~44587018 VII-A-2 0.00000000 0.00000000 3.~~24692398~~18483436 0.00000000 ~~722~~702.~~16831776~~44587024 M-1 0.~~00000000~~19044421 0.00000000 45.~~60781664~~02333331 0.00000000 1000.00000000 M-2 0.~~00000000~~21711089 0.00000000 45.~~63281657~~05000000 0.00000000 1000.00000000 M-3 0.~~00000000~~30600000 0.00000000 45.~~71615006~~13888851 0.00000000 1000.00000000 M-4 0.~~02396142~~43933383 0.00000000 45.~~84114985~~27222255 0.00000000 1000.00000000 M-5 0.~~14896142~~57266617 0.00000000 45.~~96614985~~40555490 0.00000000 1000.00000000 M-6 01.~~98229525~~46155490 0.00000000 56.~~79948368~~29444510 0.00000000 1000.00000000 M-7 01.~~98229525~~46155490 0.00000000 56.~~79948368~~29444510 0.00000000 1000.00000000 M-8 1.~~06562809~~55044510 0.00000000 56.~~88281701~~38333333 0.00000000 1000.00000000 B 12.~~81562809~~35044510 0.00000000 67.~~63281701~~18333333 0.00000000 1000.00000000 VIII-A-1 0.00000000 0.00000000 3.~~38327127~~30923162 0.00000000 ~~722~~695.~~01417176~~95077759 VIII-A-2 0.00000000 0.00000000 4.58333353 0.00000000 1000.00000000 VIII-M-1 0.00000000 0.00000000 45.~~63281652~~05000000 0.00000000 1000.00000000 VIII-M-2 0.~~00000000~~11396273 0.00000000 45.~~84114907~~27222153 0.00000000 1000.00000000 VIII-M-3 0.~~00000000~~24729348 0.00000000 45.~~96615217~~40555435 0.00000000 1000.00000000 VIII-M-4 01.~~64145059~~13618577 0.00000000 56.~~79948221~~29444269 0.00000000 1000.00000000 VIII-M-5 01.~~64145652~~13619565 0.00000000 56.~~79947826~~29443478 0.00000000 1000.00000000 VIII-M-6 01.~~72478261~~22506522 0.00000000 56.~~88282609~~38332609 0.00000000 1000.00000000 IX-A 0.00000000 0.00000000 2.~~34735057~~38602781 0.00000000 ~~512~~477.~~42805066~~42474754 N 0.00000000 0.00000000 0.~~44587014~~27260321 0.00000000 6233.~~72521443~~47840762 OT 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls,if applicable. NOTE: All classes are per $1,000 denomination

CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal ~~108~~104,~~438~~969,~~148~~023.2084 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0.00 Servicer Advances ~~662~~618,~~899~~403.3368 Gains & Subsequent Recoveries (Realized Losses) ~~(164,727~~0.~~95)~~00 Prepayment Penalties ~~115~~78,~~012~~300.2889 Total Deposits ~~109~~105,~~051~~665,~~331~~728.8641 Withdrawals Reserve Funds and Credit Enhancements 0.00 Reimbursement for Servicer Advances ~~578~~663,~~105~~113.4020 Total Administration Fees ~~786~~760,~~379~~433.3301 Payment of Interest and Principal ~~107~~104,~~686~~242,~~847~~182.1320 Total Withdrawals (Pool Distribution Amount) ~~109~~105,~~051~~665,~~331~~728.8641 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

ADMINISTRATION FEES Gross Servicing Fee* ~~786~~760,~~379~~433.3301 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~786~~760,~~379~~433.3301 *Servicer Payees include: AMERICAN HOME MTG CORP

Reserve and Guaranty Funds Account Name Beginning Current Current Ending Balance Withdrawals Deposits Balance Financial Guaranty 0.00 0.00 1514,~~496~~423.2272 0.00

COLLATERAL STATEMENT Collateral Description Mixed Fixed & Arm Weighted Average Gross Coupon 6.~~209113~~221089% Weighted Average Net Coupon 5.~~875690~~887601% Weighted Average Pass-Through Rate 5.~~875690~~887601% Weighted Average Remaining Term ~~345~~344 Beginning Scheduled Collateral Loan Count 1312,~~253~~822 Number Of Loans Paid In Full ~~432~~423 Ending Scheduled Collateral Loan Count 12,~~821~~399 Beginning Scheduled Collateral Balance 2,~~830~~736,~~200~~289,~~657~~463.7895 Ending Scheduled Collateral Balance 2,~~736~~645,~~257~~499,~~881~~776.8707 Ending Actual Collateral Balance at 3031-~~Apr~~May-2006 2,~~736~~645,~~202~~420,~~565~~227.9327 Monthly P&I Constant 1413,~~459~~981,~~191~~723.0854 Special Servicing Fee 0.00 Prepayment Penalty Paid Amount ~~115~~78,~~012~~300.2889 Prepayment Penalty Paid Count *19 Realized Loss Amount ~~164,727~~0.9500 Cumulative Realized Loss ~~312~~278,~~199~~354.9517 Scheduled Principal ~~633~~621,~~530~~652.4815 Unscheduled Principal 9490,~~127~~993,~~782~~547.~~01 * This data is currently not provided for reporting.~~53

Group Level Collateral Statement Group Group 1 Group 2 Collateral Description Mixed ARM Mixed ARM Weighted Average Coupon Rate 67.~~909853~~036592 6.~~452991~~454733 Weighted Average Net Rate 6.~~607064~~733193 6.~~086926~~088670 Pass-Through Rate 6.~~607064~~733193 6.~~086926~~088670 Weighted Average Remaining Term ~~361~~360 ~~347~~346 Record Date 0405/3031/2006 0405/3031/2006 Principal And Interest Constant 1,~~451~~382,~~845~~097.8241 1937,~~001,257~~520.6861 Beginning Loan Count 1,~~272~~220 ~~930~~877 Loans Paid in Full 5239 5355 Ending Loan Count 1,~~220~~181 ~~877~~822 Beginning Scheduled Balance ~~393~~376,~~441~~266,~~784~~495.1523 ~~181~~169,~~535~~805,~~266~~212.6916 Ending Scheduled Balance ~~376~~365,~~266~~366,~~495~~727.2337 ~~169~~157,~~805~~713,~~212~~775.1648 Scheduled Principal 41,~~861~~247.6780 2524,~~053~~147.2085 Unscheduled Principal 1711,~~988~~724,~~963~~031.83 1112,~~705~~067,~~001~~288.3383 Scheduled Interest 2,~~265~~206,~~520~~361.7338 ~~976~~913,~~204~~372.4876 Servicing Fees 9995,~~274~~132.8127 5551,~~377~~799.9753 Master Servicing Fees 0.00 0.00 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 0.00 0.00 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest 2,~~166~~111,~~245~~229.9211 ~~920~~861,~~826~~573.5123 Realized Loss Amount 0.00 ~~35,074~~0.3900 Cumulative Realized Loss 0.00 35,074.39 Percentage of Cumulative Losses 0.0000 0.0115 Prepayment Penalty Paid Amount *10,880.60 *23,238.55 Prepayment Penalty Paid Count *2 *5 Special Servicing Fee 0.00 0.00 * This data is currently not provided for reporting.

Group Level Collateral Statement Group Group 3 Group 4 Collateral Description Mixed ARM Mixed ARM Weighted Average Coupon Rate 6.~~561645~~558542 5.~~626258~~617651 Weighted Average Net Rate 6.~~311439~~308314 5.~~254199~~245081 Pass-Through Rate 6.~~311439~~308314 5.~~254199~~245080 Weighted Average Remaining Term ~~347~~ 346 345 Record Date 0405/3031/2006 0405/3031/2006 Principal And Interest Constant ~~877~~792,~~062~~666.4953 ~~570~~551,~~495~~832.4912 Beginning Loan Count ~~266~~235 ~~606~~591 Loans Paid in Full 3117 1516 Ending Loan Count ~~235~~218 ~~591~~575 Beginning Scheduled Balance ~~157~~142,~~484~~184,~~990~~235.9376 ~~117~~113,~~051~~414,~~659~~335.3993 Ending Scheduled Balance ~~142~~133,~~184~~843,~~235~~636.7628 ~~113~~109,~~414~~614,~~335~~554.9335 Scheduled Principal 15,~~928~~565.6146 2120,~~693~~896.0897 Unscheduled Principal 158,~~284~~325,~~826~~034.5602 3,~~615~~778,~~630~~884.3862 Scheduled Interest ~~861~~777,~~133~~101.8807 ~~548~~530,~~802~~935.4115 Servicing Fees 3229,~~836~~648.4579 3635,~~291~~212.8238 Master Servicing Fees 0.00 0.00 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 0.00 0.00 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest ~~828~~747,~~297~~452.4328 ~~512~~495,~~510~~722.5977 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 Prepayment Penalty Paid Amount *0.00 *4,489.18 Prepayment Penalty Paid Count *0 *1 Special Servicing Fee 0.00 0.00 * This data is currently not provided for reporting.

Group Level Collateral Statement Group Group 5 Group 6 Collateral Description Mixed ARM Mixed ARM Weighted Average Coupon Rate 5.~~502909~~495094 5.~~854672~~850319 Weighted Average Net Rate 5.~~252033~~244200 5.~~481622~~477318 Pass-Through Rate 5.~~252033~~244200 5.~~481622~~477318 Weighted Average Remaining Term 345 346 ~~347~~ Record Date 0405/3031/2006 0405/3031/2006 Principal And Interest Constant ~~439~~430,~~700~~339.9977 4,~~733~~615,~~584~~278.6455 Beginning Loan Count ~~181~~176 5,~~119~~002 Loans Paid in Full 57 ~~118~~132 Ending Loan Count ~~176~~169 54,~~001~~870 Beginning Scheduled Balance 9492,~~103~~184,~~297~~667.9794 ~~944~~921,~~436~~481,~~497~~094.6797 Ending Scheduled Balance 9288,~~184~~987,~~667~~157.9447 ~~921~~897,~~449~~215,~~512~~699.8968 Scheduled Principal 8,~~166~~203.0656 ~~125~~122,~~779~~812.7994 Unscheduled Principal 13,~~910~~189,~~463~~306.9791 2224,~~861~~142,~~204~~582.9935 Scheduled Interest ~~431~~422,~~534~~136.9321 4,~~607~~492,~~804~~465.8561 Servicing Fees 19,~~673~~273.5784 ~~293~~286,~~601~~428.7248 Master Servicing Fees 0.00 0.00 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 0.00 0.00 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest ~~411~~402,~~861~~862.3637 4,~~314~~206,~~203~~037.13 Realized Loss Amount 0.00 ~~162,420~~0.2800 Cumulative Realized Loss 0.00 ~~162~~128,~~420~~574.2850 Percentage of Cumulative Losses 0.0000 0.~~0141~~0111 Prepayment Penalty Paid Amount *0.00 *25,356.68 Prepayment Penalty Paid Count *0 *7 Special Servicing Fee 0.00 0.00 * This data is currently not provided for reporting.

Group Level Collateral Statement Group Group 7 Group 8 Collateral Description Mixed ARM Mixed Fixed Weighted Average Coupon Rate 5.~~581404~~568658 6.~~513908~~513528 Weighted Average Net Rate 5.~~329247~~316464 6.~~161396~~161125 Pass-Through Rate 5.~~329247~~316464 6.~~161396~~161125 Weighted Average Remaining Term ~~347~~346 ~~334~~332 Record Date 0405/3031/2006 0405/3031/2006 Principal And Interest Constant 2,~~373~~327,~~210~~601.1151 2,~~259~~221,~~695~~702.3595 Beginning Loan Count ~~937~~920 2,~~171~~134 Loans Paid in Full 1720 3744 Ending Loan Count ~~920~~900 2,~~134~~090 Beginning Scheduled Balance ~~491~~482,~~466~~987,~~291~~812.5074 ~~352~~346,~~821~~208,~~015~~447.6411 Ending Scheduled Balance ~~482~~471,~~987~~101,~~812~~214.7469 ~~346~~335,~~208~~539,~~447~~579.1115 Scheduled Principal 8786,~~317~~273.0132 ~~344~~342,~~492~~504.2416 Unscheduled Principal 811,~~391~~800,~~161~~324.7573 610,~~268~~326,~~076~~363.2980 Scheduled Interest 2,~~285~~241,~~893~~328.1019 1,~~915~~879,~~203~~198.1179 Servicing Fees ~~103~~101,~~272~~505.1451 ~~103~~101,~~644~~670.9177 Master Servicing Fees 0.00 0.00 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 0.00 0.00 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest 2,~~182~~139,~~620~~822.9668 1,~~811~~777,~~558~~528.2002 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 Prepayment Penalty Paid Amount *7,588.00 *6,747.88 Prepayment Penalty Paid Count *1 *3 Special Servicing Fee 0.00 0.00 * This data is currently not provided for reporting.

Group Level Collateral Statement Group Group 9 Total Collateral Description Mixed ARM Mixed Fixed & Arm Weighted Average Coupon Rate 9.~~222573~~451260 6.~~209113~~221089 Weighted Average Net Rate 8.~~702573~~931260 5.~~875690~~887601 Pass-Through Rate 8.~~702573~~931260 5.~~875690~~887601 Weighted Average Remaining Term ~~281~~279 ~~345~~344 Record Date 0405/3031/2006 0405/3031/2006 Principal And Interest Constant ~~752~~722,~~338~~684.5109 1413,~~459~~981,~~191~~723.0854 Beginning Loan Count 1,~~771~~667 1312,~~253~~822 Loans Paid in Full ~~104~~93 ~~432~~423 Ending Loan Count 1,~~667~~574 12,~~821~~399 Beginning Scheduled Balance 9791,~~859~~757,~~853~~162.8411 2,~~830~~736,~~200~~289,~~657~~463.7895 Ending Scheduled Balance 9186,~~757~~117,~~162~~431.1160 2,~~736~~645,~~257~~499,~~881~~776.8707 Scheduled Principal ~~238~~0.8209 ~~633~~621,~~530~~652.4815 Unscheduled Principal 65,~~102~~639,~~452~~730.9144 9490,~~127~~993,~~782~~547.0153 Scheduled Interest ~~752~~722,~~099~~684.6900 14,~~644~~185,~~197~~583.1816 Servicing Fees 4239,~~405~~761.9444 ~~786~~760,~~379~~433.3301 Master Servicing Fees 0.00 0.00 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 0.00 0.00 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest ~~709~~682,~~693~~922.7556 13,~~857~~425,~~817~~150.8515 Realized Loss Amount ~~(32,766~~0.~~72)~~00 ~~164,727~~0.9500 Cumulative Realized Loss 114,705.28 ~~312~~278,~~199~~354.9517 Percentage of Cumulative Losses 0.0675 0.~~0082~~0073 Prepayment Penalty Paid Amount *0.00 ~~115~~78,~~012~~300.2889 Prepayment Penalty Paid Count *0 *19 Special Servicing Fee 0.00 0.00 * This data is currently not provided for reporting.

Additional Reporting - Deal Level Miscellaneous Reporting Group 9 Draw Amount ~~504,318~~366727.0371 MTA Rate 4.90143 Trigger Event Reporting Cumulative Loss Trigger For Groups 1-7 Trigger Result Pass Threshold Value 99.000000% Calculated Value 0.005793% Enhancement Delinquency Trigger For Groups Trigger Result Pass Threshold Value 4.~~369592~~514057% Calculated Value 1.~~673542~~867886% Trigger For Groups 1-7 Trigger Result Pass Threshold Value 0.000000% Calculated Value 0.000000% Cumulative Loss Trigger For Group 8 Trigger Result Pass Threshold Value 99.000000% Calculated Value 0.000000% Enhancement Delinquency Trigger For Group Trigger Result Pass Threshold Value 4.~~650378~~798242% Calculated Value 1.~~176845~~165582% Trigger For Group 8 Trigger Result Pass Threshold Value 0.000000% Calculated Value 0.000000% Excess Spread Trigger For Group 9 Trigger Result Pass Threshold Value 3.~~148245~~533794% Calculated Value 1.750000% Cumulative Loss Trigger For Group 9 Trigger Result Pass Threshold Value 99.000000% Calculated Value 0.067474% Enhancement Delinquency Trigger For Group Trigger Result Pass Threshold Value 5.000000% Calculated Value 0.~~119487~~151449% Trigger For Group 9 Trigger Result Pass Threshold Value 0.000000% Calculated Value 0.000000%

Additional Reporting - Group Level Miscellaneous Reporting

~~Group 8~~ Excess Cash ~~Group~~Groups ~~VIII~~I ~~199~~- VII 635,~~212~~533.5045 Excess OC ~~Group~~Groups ~~VIII~~I - VII 0.00 OC Amount ~~Group~~Groups ~~VIII~~I 1- VII 11,~~610~~795,000.00 OC Reduction Amount ~~Group~~Groups ~~VIII~~I - VII 0.00 OC Release Amount ~~Group~~Groups ~~VIII~~I - VII 0.00 OC Target ~~Group~~Groups ~~VIII~~I 1- VII 11,~~610~~795,000.00 OC Increase Amount ~~Group~~Groups ~~VIII~~I - VII 0.00 Group 98 OCExcess ~~Amount~~Cash Group IXVIII 5182,~~167,070~~095.1182 Excess OC ~~Target~~ Group IXVIII ~~7,862,235~~0.2201 ~~Group~~OC ~~1-7~~Amount ~~Excess~~Group ~~Cash~~VIII ~~Groups I - VII~~ 1,~~013~~610,~~083~~000.2400 ~~Excess~~ OC ~~Groups~~Reduction IAmount -Group ~~VII~~VIII 0.0001 OC Release Amount ~~Groups~~Group IVIII -0.01 ~~VII~~OC 11Target Group VIII 1,~~795~~610,000.00 OC ~~Reduction~~Increase Amount ~~Groups~~Group IVIII ~~- VII~~ 0.00 OCGroup ~~Release~~9 OC Amount ~~Groups~~Group IIX ~~- VII 0~~5,442,197.0076 OC Target ~~Groups~~Group IIX ~~- VII 11~~7,~~795~~650,000.00 ~~OC Increase Amount Groups I - VII 0.00~~

LOAN STATUS STRATIFICATION/CREDIT ENHANCEMENT STATEMENT DELINQUENT BANKRUPTCY FORECLOSURE REO TOTAL No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 4942 0 0 4942 75,~~479~~806,~~220~~798.5368 0.00 0.00 75,~~479~~806,~~220~~798.5368 30 Days 65 34 10 0 69 1311,~~767~~896,~~997~~151.6800 ~~494~~1,~~549~~166,408.3782 ~~127,400~~0.00 0.00 1413,~~389~~062,~~947~~559.0582 60 Days 2125 2 12 0 2429 45,~~533~~987,~~122~~252.9289 ~~196~~277,~~774~~749.2298 ~~634~~207,~~565~~200.2400 0.00 56,~~364~~472,~~462~~202.3887 90 Days 168 1 75 01 2415 32,~~114~~538,~~247~~500.6528 ~~142~~123,~~390~~750.9600 1515,~~756,082~~997.8505 036,400.00 53,~~012~~214,~~721~~647.4633 120 Days 1514 32 58 0 2324 2,~~922~~920,~~725~~018.9301 ~~252~~221,~~595~~313.7298 1,~~455~~627,~~823~~862.2249 0.00 4,~~631~~769,~~144~~194.8748 150 Days 914 52 76 0 2122 12,~~131~~882,~~687~~125.93 ~~588~~173,~~523~~599.8774 21,~~428~~552,~~490~~853.9128 0.00 4,~~148~~608,~~702~~578.7195 180+ Days 311 1417 4143 2630 84101 ~~858~~1,~~490~~787,198.1710 2,~~615~~849,~~471~~383.0731 1719,~~427~~049,~~182~~360.1837 67,~~641~~029,~~067~~398.3125 2730,~~542~~715,~~210~~340.7303 Totals ~~129~~137 7770 6264 2631 ~~294~~302 2628,~~328~~011,~~272~~246.2821 1110,~~769~~619,~~525~~004.7451 2322,~~829~~953,~~544~~273.4019 67,~~641~~065,~~067~~798.3125 68,~~568~~649,~~409~~322.7316 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.~~382185~~338737% 0.000000% 0.000000% 0.~~382185~~338737% 0.~~273343~~219504% 0.000000% 0.000000% 0.~~273343~~219504% 30 Days 0.~~506981~~524236% 0.~~023399~~032261% 0.~~007800~~000000% 0.000000% 0.~~538180~~556496% 0.~~503179~~449689% 0.~~018074~~044092% 0.~~004656~~000000% 0.000000% 0.~~525909~~493780% 60 Days 0.~~163794~~201629% 0.~~015599~~016130% 0.~~007800~~016130% 0.000000% 0.~~187193~~233890% 0.~~165672~~226325% 0.~~007192~~010499% 0.~~023191~~007832% 0.000000% 0.~~196055~~244657% 90 Days 0.~~124795~~064521% 0.~~007800~~008065% 0.~~054598~~040326% 0.~~000000~~008065% 0.~~187193~~120977% 0.~~113816~~095958% 0.~~005204~~004678% 0.~~064180~~019505% 0.~~000000~~001376% 0.~~183200~~121517% 120 Days 0.~~116996~~112912% 0.~~023399~~016130% 0.~~038999~~064521% 0.000000% 0.~~179393~~193564% 0.~~106817~~110380% 0.~~009232~~008366% 0.~~053206~~061535% 0.000000% 0.~~169254~~180281% 150 Days 0.~~070197~~112912% 0.~~038999~~016130% 0.~~054598~~048391% 0.000000% 0.~~163794~~177434% 0.~~041360~~108948% 0.~~021509~~006562% 0.~~088754~~058700% 0.000000% 0.~~151623~~174210% 180+ Days 0.~~023399~~088717% 0.~~109196~~137108% 0.~~319788~~346802% 0.~~202792~~241955% 0.~~655175~~814582% 0.~~031375~~067558% 0.~~095588~~107710% 0.~~636911~~720088% 0.~~242711~~265720% 1.~~006585~~161076% Totals 1.~~006162~~104928% 0.~~600577~~564562% 0.~~483582~~516171% 0.~~202792~~250020% 2.~~293113~~435680% 01.~~962219~~058858% 0.~~430141~~401411% 0.~~870898~~867661% 0.~~242711~~267095% 2.~~505970~~595025%

Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance ~~662~~618,~~899~~403.3368

Delinquency Status By Group DELINQUENT BANKRUPTCY FORECLOSURE REO TOTAL Group 1 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 1 0 0 1 70,~~380~~556.5742 0.00 0.00 70,~~380~~556.5742 30 Days 20 0 0 0 20 ~~303,086~~0.7000 0.00 0.00 0.00 ~~303,086~~0.7000 60 Days 21 0 0 0 21 ~~420~~73,~~777~~078.9868 0.00 0.00 0.00 ~~420~~73,~~777~~078.9868 90 Days 21 0 0 0 21 ~~304~~271,~~833~~614.3506 0.00 0.00 0.00 ~~304~~271,~~833~~614.3506 120 Days 1 0 01 0 12 ~~174~~144,~~487~~283.4435 0.00 0160,550.00 0.00 ~~174~~304,~~487~~833.4435 150 Days 01 0 0 0 01 0174,487.0044 0.00 0.00 0.00 0174,487.0044 180+ Days 0 0 2 0 2 0.00 0.00 2,462,316.32 0.00 2,462,316.32 Totals 74 1 23 0 108 1663,~~203,185~~463.4753 70,~~380~~556.5742 2,~~462~~622,~~316~~866.32 0.00 3,~~735~~356,~~882~~886.3627 0-29 Days 0.~~081967~~084674% 0.000000% 0.000000% 0.~~081967~~084674% 0.~~018737~~019346% 0.000000% 0.000000% 0.~~018737~~019346% 30 Days 0.~~163934~~000000% 0.000000% 0.000000% 0.000000% 0.~~163934~~000000% 0.~~080690~~000000% 0.000000% 0.000000% 0.000000% 0.~~080690~~000000% 60 Days 0.~~163934~~084674% 0.000000% 0.000000% 0.000000% 0.~~163934~~084674% 0.~~112023~~020038% 0.000000% 0.000000% 0.000000% 0.~~112023~~020038% 90 Days 0.~~163934~~084674% 0.000000% 0.000000% 0.000000% 0.~~163934~~084674% 0.~~081155~~074475% 0.000000% 0.000000% 0.000000% 0.~~081155~~074475% 120 Days 0.~~081967~~084674% 0.000000% 0.~~000000~~084674% 0.000000% 0.~~081967~~169348% 0.~~046454~~039562% 0.000000% 0.~~000000~~044022% 0.000000% 0.~~046454~~083584% 150 Days 0.~~000000~~084674% 0.000000% 0.000000% 0.000000% 0.~~000000~~084674% 0.~~000000~~047844% 0.000000% 0.000000% 0.000000% 0.~~000000~~047844% 180+ Days 0.000000% 0.000000% 0.~~163934~~169348% 0.000000% 0.~~163934~~169348% 0.000000% 0.000000% 0.~~655539~~675156% 0.000000% 0.~~655539~~675156% Totals 0.~~573770~~338696% 0.~~081967~~084674% 0.~~163934~~254022% 0.000000% 0.~~819672~~677392% 0.~~320322~~181919% 0.~~018737~~019346% 0.~~655539~~719178% 0.000000% 0.~~994599~~920442% DELINQUENT BANKRUPTCY FORECLOSURE REO TOTAL Group 2 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 54 0 0 54 ~~749~~564,~~035~~535.05 0.00 0.00 ~~749~~564,~~035~~535.05 30 Days 63 0 0 0 3 301,105.77 0.00 0.00 0.00 301,105.77 60 Days 4 2 0 0 86 1,~~323~~054,~~018~~781.2179 277,749.98 0.00 0.00 1,~~600~~332,~~768~~531.1977 6090 Days 10 0 0 0 10 ~~116,400~~0.00 0.00 0.00 0.00 ~~116,400~~0.00 90120 Days 3 0 2 0 5 734,714.13 0.00 462,500.00 0.00 1,197,214.13 ~~120~~150 Days 3 1 1 0 5 555,243.77 101,599.74 184,335.19 0.00 841,178.70 ~~150 Days 0 0 1 0 1 0.00 0.00 207,750.00 0.00 207,750.00~~ 180+ Days 0 2 56 3 1011 0.00 243,268.86 1,~~121~~328,~~185~~935.56 356,395.78 1,~~720~~928,~~850~~600.20 Totals 13 109 9 3 3534 2,~~729~~645,~~376~~845.1146 1,~~371~~187,~~653~~153.63 1,975,770.75 356,395.78 6,~~433~~165,~~196~~165.2762 0-29 Days 0.~~570125~~486618% 0.000000% 0.000000% 0.~~570125~~486618% 0.~~441039~~357878% 0.000000% 0.000000% 0.~~441039~~357878% 30 Days 0.~~684151~~364964% 0.~~228050~~000000% 0.000000% 0.000000% 0.~~912201~~364964% 0.~~779006~~190881% 0.~~163542~~000000% 0.000000% 0.000000% 0.~~942548~~190881% 60 Days 0.~~114025~~486618% 0.~~000000~~243309% 0.000000% 0.000000% 0.~~114025~~729927% 0.~~068537~~668663% 0.~~000000~~176075% 0.000000% 0.000000% 0.~~068537~~844738% 90 Days 0.~~342075~~000000% 0.000000% 0.~~228050~~000000% 0.000000% 0.~~570125~~000000% 0.~~432607~~000000% 0.000000% 0.~~272325~~000000% 0.000000% 0.~~704931~~000000% 120 Days 0.~~342075~~364964% 0.~~114025~~000000% 0.~~114025~~243309% 0.000000% 0.~~570125~~608273% 0.~~326933~~465761% 0.~~059823~~000000% 0.~~108538~~293195% 0.000000% 0.~~495294~~758956% 150 Days 0.~~000000~~364964% 0.~~000000~~121655% 0.~~114025~~121655% 0.000000% 0.~~114025~~608273% 0.~~000000~~351988% 0.~~000000~~064408% 0.~~122325~~116857% 0.000000% 0.~~122325~~533253% 180+ Days 0.000000% 0.~~228050~~243309% 0.~~570125~~729927% 0.~~342075~~364964% 1.~~140251~~338200% 0.000000% 0.~~143239~~154217% 0.~~660165~~842459% 0.~~209849~~225932% 1.~~013253~~222607% Totals 1.~~482326~~581509% 1.~~140251~~094891% 1.~~026226~~094891% 0.~~342075~~364964% 34.~~990878~~136253% 1.~~607083~~677294% 0.~~807643~~752578% 1.~~163353~~252510% 0.~~209849~~225932% 3.~~787929~~908314% DELINQUENT BANKRUPTCY FORECLOSURE REO TOTAL Group 3 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 0 0 0 0.00 0.00 0.00 0.00 30 Days 41 0 0 0 41 2503,~~029,729~~999.9598 0.00 0.00 0.00 2503,~~029,729~~999.9598 60 Days 13 0 0 0 13 ~~575~~1,~~428~~525,729.0097 0.00 0.00 0.00 ~~575~~1,~~428~~525,729.0097 90 Days 01 0 0 0 01 0575,428.00 0.00 0.00 0.00 0575,428.00 120 Days 10 0 0 0 10 ~~1,000,000~~0.00 0.00 0.00 0.00 ~~1,000,000~~0.00 150 Days 1 0 0 0 1 ~~368~~1,~~600~~000,000.00 0.00 0.00 0.00 ~~368~~1,~~600~~000,000.00 180+ Days 01 0 3 1 45 0368,600.00 0.00 4,470,345.55 402,850.00 45,~~873~~241,~~195~~795.55 Totals 7 0 3 1 11 3,973,757.95 0.00 4,470,345.55 402,850.00 8,846,953.50 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 10.~~702128~~458716% 0.000000% 0.000000% 0.000000% 10.~~702128~~458716% 10.~~427376~~376514% 0.000000% 0.000000% 0.000000% 10.~~427376~~376514% 60 Days 01.~~425532~~376147% 0.000000% 0.000000% 0.000000% 01.~~425532~~376147% 01.~~404661~~139800% 0.000000% 0.000000% 0.000000% 01.~~404661~~139800% 90 Days 0.~~000000~~458716% 0.000000% 0.000000% 0.000000% 0.~~000000~~458716% 0.~~000000~~429875% 0.000000% 0.000000% 0.000000% 0.~~000000~~429875% 120 Days 0.~~425532~~000000% 0.000000% 0.000000% 0.000000% 0.~~425532~~000000% 0.~~703234~~000000% 0.000000% 0.000000% 0.000000% 0.~~703234~~000000% 150 Days 0.~~425532~~458716% 0.000000% 0.000000% 0.000000% 0.~~425532~~458716% 0.~~259212~~747052% 0.000000% 0.000000% 0.000000% 0.~~259212~~747052% 180+ Days 0.~~000000~~458716% 0.000000% 1.~~276596~~376147% 0.~~425532~~458716% 12.~~702128~~293578% 0.~~000000~~275363% 0.000000% 3.~~143701~~339581% 0.~~283298~~300950% 3.~~426999~~915894% Totals 23.~~978723~~211009% 0.000000% 1.~~276596~~376147% 0.~~425532~~458716% 45.~~680851~~045872% 2.~~794483~~968604% 0.000000% 3.~~143701~~339581% 0.~~283298~~300950% 6.~~221482~~609135% DELINQUENT BANKRUPTCY FORECLOSURE REO TOTAL Group 4 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 53 0 0 53 ~~764~~355,~~553~~817.0052 0.00 0.00 ~~764~~355,~~553~~817.0052 30 Days 2 0 0 0 2 ~~265~~331,~~474~~358.1368 0.00 0.00 0.00 ~~265~~331,~~474~~358.1368 60 Days 01 0 0 0 01 091,198.0013 0.00 0.00 0.00 091,198.0013 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 10 0 10 0 20 ~~2,579~~0.5400 0.00 ~~153,252~~0.00 0.00 ~~155,831~~0.5400 180+ Days 01 0 12 0 13 02,579.0054 0.00 ~~300~~453,~~000~~252.00 0.00 ~~300~~455,~~000~~831.0054 Totals 4 3 5 2 0 109 ~~268~~425,~~053~~136.6735 ~~764~~355,~~553~~817.0052 453,252.00 0.00 1,~~485~~234,~~858~~205.6787 0-29 Days 0.~~846024~~521739% 0.000000% 0.000000% 0.~~846024~~521739% 0.~~674026~~324561% 0.000000% 0.000000% 0.~~674026~~324561% 30 Days 0.~~338409~~347826% 0.000000% 0.000000% 0.000000% 0.~~338409~~347826% 0.~~234041~~302250% 0.000000% 0.000000% 0.000000% 0.~~234041~~302250% 60 Days 0.~~000000~~173913% 0.000000% 0.000000% 0.000000% 0.~~000000~~173913% 0.~~000000~~083187% 0.000000% 0.000000% 0.000000% 0.~~000000~~083187% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.~~169205~~000000% 0.000000% 0.~~169205~~000000% 0.000000% 0.~~338409~~000000% 0.~~002274~~000000% 0.000000% 0.~~135106~~000000% 0.000000% 0.~~137380~~000000% 180+ Days 0.~~000000~~173913% 0.000000% 0.~~169205~~347826% 0.000000% 0.~~169205~~521739% 0.~~000000~~002353% 0.000000% 0.~~264478~~413436% 0.000000% 0.~~264478~~415789% Totals 0.~~507614~~695652% 0.~~846024~~521739% 0.~~338409~~347826% 0.000000% 1.~~692047~~565217% 0.~~236315~~387790% 0.~~674026~~324561% 0.~~399584~~413436% 0.000000% 1.~~309925~~125786% DELINQUENT BANKRUPTCY FORECLOSURE REO TOTAL Group 5 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 0 0 0 0.00 0.00 0.00 0.00 30 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 1 0 1 0.00 0.00 460,000.00 0.00 460,000.00 Totals 0 0 1 0 1 0.00 0.00 460,000.00 0.00 460,000.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.~~568182~~591716% 0.000000% 0.~~568182~~591716% 0.000000% 0.000000% 0.~~498971~~516904% 0.000000% 0.~~498971~~516904% Totals 0.000000% 0.000000% 0.~~568182~~591716% 0.000000% 0.~~568182~~591716% 0.000000% 0.000000% 0.~~498971~~516904% 0.000000% 0.~~498971~~516904% DELINQUENT BANKRUPTCY FORECLOSURE REO TOTAL Group 6 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 1415 0 0 1415 2,~~531~~747,~~147~~943.6553 0.00 0.00 2,~~531~~747,~~147~~943.6553 30 Days 3037 10 10 0 3237 45,~~983~~490,~~028~~897.4876 ~~216,799~~0.3900 ~~127,400~~0.00 0.00 5,~~327~~490,~~227~~897.8776 60 Days 910 1 0 2 0 1012 12,~~198~~028,~~003~~607.6227 ~~123,750~~0.00 0207,200.00 0.00 12,~~321~~235,~~753~~807.6227 90 Days 84 01 4 0 129 1575,~~137,850~~463.4633 0123,750.00 1461,~~104,350~~620.0023 0.00 21,~~242~~160,~~200~~833.4656 120 Days 108 21 3 0 1512 1,~~192~~137,~~994~~850.7246 ~~150~~78,~~995~~923.9802 ~~596~~781,~~500~~900.00 0.00 1,~~940~~998,~~490~~673.7048 150 Days 59 31 24 0 1014 ~~457~~1,~~511~~152,394.8072 ~~365~~72,~~107~~000.4400 ~~357~~693,~~488~~530.9106 0.00 1,~~180~~917,~~108~~924.1578 180+ Days 15 68 1517 1214 3444 ~~202~~457,~~980~~511.0080 ~~827~~1,~~274~~005,481.4286 2,~~303~~810,~~252~~747.2910 1,~~717~~801,~~890~~271.7266 56,~~051~~075,~~397~~012.4342 Totals 6373 2726 2530 1214 ~~127~~143 910,~~172~~842,~~369~~725.0834 4,~~215~~028,~~074~~098.8841 4,~~488~~954,~~991~~997.2039 1,~~717~~801,~~890~~271.7266 1921,~~594~~627,~~325~~092.8880 0-29 Days 0.~~279944~~308008% 0.000000% 0.000000% 0.~~279944~~308008% 0.~~274653~~306230% 0.000000% 0.000000% 0.~~274653~~306230% 30 Days 0.~~599880~~759754% 0.~~019996~~000000% 0.~~019996~~000000% 0.000000% 0.~~639872~~759754% 0.~~540705~~611903% 0.~~023525~~000000% 0.~~013824~~000000% 0.000000% 0.~~578053~~611903% 60 Days 0.~~179964~~205339% 0.~~019996~~000000% 0.~~000000~~041068% 0.000000% 0.~~199960~~246407% 0.~~129994~~226067% 0.~~013428~~000000% 0.~~000000~~023090% 0.000000% 0.~~143422~~249157% 90 Days 0.~~159968~~082136% 0.~~000000~~020534% 0.~~079984~~082136% 0.000000% 0.~~239952~~184805% 0.~~123467~~064129% 0.~~000000~~013791% 0.~~119832~~051443% 0.000000% 0.~~243299~~129363% 120 Days 0.~~199960~~164271% 0.~~039992~~020534% 0.~~059988~~061602% 0.000000% 0.~~299940~~246407% 0.~~129451~~126802% 0.~~016384~~008795% 0.~~064726~~087135% 0.000000% 0.~~210561~~222731% 150 Days 0.~~099980~~184805% 0.~~059988~~020534% 0.~~039992~~082136% 0.000000% 0.~~199960~~287474% 0.~~049644~~128422% 0.~~039618~~008024% 0.~~038791~~077287% 0.000000% 0.~~128053~~213733% 180+ Days 0.~~019996~~102669% 0.~~119976~~164271% 0.~~299940~~349076% 0.~~239952~~287474% 0.~~679864~~903491% 0.~~022025~~050985% 0.~~089767~~112050% 0.~~249924~~313228% 0.~~186407~~200733% 0.~~548123~~676997% Totals 1.~~259748~~498973% 0.~~539892~~533881% 0.~~499900~~616016% 0.~~239952~~287474% 2.~~539492~~936345% 01.~~995287~~208309% 0.~~457375~~448890% 0.~~487097~~552183% 0.~~186407~~200733% 2.~~126165~~410114% DELINQUENT BANKRUPTCY FORECLOSURE REO TOTAL Group 7 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 10 0 0 10 ~~546,299~~0.4300 0.00 0.00 ~~546,299~~0.4300 30 Days 5 01 0 0 56 2,~~306~~928,~~588~~393.7513 0546,299.0043 0.00 0.00 23,~~306~~474,~~588~~692.7556 60 Days 31 0 10 0 4 1 640,~~694,976~~000.8600 0.00 ~~634,565~~0.2400 0.00 2640,~~329,542~~000.1000 90 Days 12 0 0 0 12 ~~840~~1,~~000~~115,994.0089 0.00 0.00 0.00 ~~840~~1,~~000~~115,994.0089 120 Days 1 0 0 1 0 1 0840,000.00 0.00 ~~674,988~~0.0300 0.00 ~~674~~840,~~988~~000.0300 150 Days 0 0 21 0 21 0.00 0.00 1674,~~304,000~~988.0003 0.00 1674,~~304,000~~988.0003 180+ Days 1 1 8 67 1617 456,000.00 938,400.00 5,~~128~~943,~~913~~963.66 3,~~773~~862,~~418~~368.54 1011,~~296~~200,732.20 Totals 10 2 129 67 3028 5,~~297~~980,~~565~~388.6102 1,484,699.43 76,~~742~~618,~~466~~951.9369 3,~~773~~862,~~418~~368.54 1817,~~298~~946,~~150~~407.5168 0-29 Days 0.~~108696~~000000% 0.000000% 0.000000% 0.~~108696~~000000% 0.~~113086~~000000% 0.000000% 0.000000% 0.~~113086~~000000% 30 Days 0.~~543478~~555556% 0.~~000000~~111111% 0.000000% 0.000000% 0.~~543478~~666667% 0.~~477473~~621483% 0.~~000000~~115939% 0.000000% 0.000000% 0.~~477473~~737422% 60 Days 0.~~326087~~111111% 0.000000% 0.~~108696~~000000% 0.000000% 0.~~434783~~111111% 0.~~350867~~135825% 0.000000% 0.~~131358~~000000% 0.000000% 0.~~482225~~135825% 90 Days 0.~~108696~~222222% 0.000000% 0.000000% 0.000000% 0.~~108696~~222222% 0.~~173883~~236844% 0.000000% 0.000000% 0.000000% 0.~~173883~~236844% 120 Days 0.~~000000~~111111% 0.000000% 0.~~108696~~000000% 0.000000% 0.~~108696~~111111% 0.~~000000~~178270% 0.000000% 0.~~139725~~000000% 0.000000% 0.~~139725~~178270% 150 Days 0.000000% 0.000000% 0.~~217391~~111111% 0.000000% 0.~~217391~~111111% 0.000000% 0.000000% 0.~~269933~~143250% 0.000000% 0.~~269933~~143250% 180+ Days 0.~~108696~~111111% 0.~~108696~~111111% 0.~~869565~~888889% 0.~~652174~~777778% 1.~~739130~~888889% 0.~~094394~~096775% 0.~~194253~~199153% 1.~~061706~~261467% 0.~~781113~~819697% 2.~~131466~~377093% Totals 1.~~086957~~111111% 0.~~217391~~222222% 1.~~304348~~000000% 0.~~652174~~777778% 3.~~260870~~111111% 1.~~096618~~269197% 0.~~307339~~315093% 1.~~602722~~404718% 0.~~781113~~819697% 3.~~787792~~808705% DELINQUENT BANKRUPTCY FORECLOSURE REO TOTAL Group 8 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 1915 0 0 1915 21,~~605~~855,~~569~~655.6194 0.00 0.00 21,~~605~~855,~~569~~655.6194 30 Days 1314 03 0 0 1317 2,~~437~~249,~~180~~376.4891 0620,109.0039 0.00 0.00 2,~~437~~869,~~180~~486.4830 60 Days 35 10 0 0 45 ~~436~~573,~~759~~857.6405 ~~73,024~~0.2200 0.00 0.00 ~~509~~573,~~783~~857.8605 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 1 1 1 0 3 63,170.07 142,390.96 189,232.85 0.00 394,793.88 ~~120~~150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 ~~150 Days 2 2 1 0 5 302,996.59 223,416.43 406,000.00 0.00 932,413.02~~ 180+ Days 13 5 6 4 165 ~~199~~18 502,~~510~~506.1776 ~~606~~662,~~527~~232.7959 1,~~181~~119,~~168~~800.8018 ~~390~~606,512.27 2,~~377~~891,~~719~~051.0380 Totals 2023 2825 85 45 6058 3,~~439~~388,~~616~~910.9579 3,~~650~~280,~~929~~388.0188 1,~~776~~309,~~401~~033.6503 ~~390~~606,512.27 98,~~257~~584,~~459~~844.8897 0-29 Days 0.~~890347~~717703% 0.000000% 0.000000% 0.~~890347~~717703% 0.~~751945~~552556% 0.000000% 0.000000% 0.~~751945~~552556% 30 Days 0.~~609185~~669856% 0.~~000000~~143541% 0.000000% 0.000000% 0.~~609185~~813397% 0.~~703349~~669794% 0.~~000000~~184649% 0.000000% 0.000000% 0.~~703349~~854443% 60 Days 0.~~140581~~239234% 0.~~046860~~000000% 0.000000% 0.000000% 0.~~187441~~239234% 0.~~126045~~170877% 0.~~021074~~000000% 0.000000% 0.000000% 0.~~147119~~170877% 90 Days 0.~~046860~~000000% 0.~~046860~~000000% 0.~~046860~~000000% 0.000000% 0.~~140581~~000000% 0.~~018230~~000000% 0.~~041093~~000000% 0.~~054611~~000000% 0.000000% 0.~~113934~~000000% 120 Days 0.~~000000~~047847% 0.~~000000~~047847% 0.~~000000~~047847% 0.000000% 0.~~000000~~143541% 0.~~000000~~018810% 0.~~000000~~042400% 0.~~000000~~056348% 0.000000% 0.~~000000~~117557% 150 Days 0.~~093721~~000000% 0.~~093721~~000000% 0.~~046860~~000000% 0.000000% 0.~~234302~~000000% 0.~~087442~~000000% 0.~~064476~~000000% 0.~~117168~~000000% 0.000000% 0.~~269086~~000000% 180+ Days 0.~~046860~~143541% 0.~~234302~~287081% 0.~~281162~~191388% 0.~~187441~~239234% 0.~~749766~~861244% 0.~~057577~~149631% 0.~~175039~~197192% 0.~~340875~~333441% 0.~~112698~~180600% 0.~~686189~~860865% Totals 01.~~937207~~100478% 1.~~312090~~196172% 0.~~374883~~239234% 0.~~187441~~239234% 2.~~811621~~775120% 01.~~992644~~009112% 10.~~053627~~976797% 0.~~512654~~389789% 0.~~112698~~180600% 2.~~671624~~556298% DELINQUENT BANKRUPTCY FORECLOSURE REO TOTAL Group 9 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 4 0 0 4 212,~~235~~290.22 0.00 0.00 212,~~235~~290.22 30 Days 3 0 0 0 3 ~~119~~91,~~890~~018.9877 0.00 0.00 0.00 ~~119~~91,~~890~~018.9877 60 Days 2 0 0 0 ~~2 90,776.82~~ 0~~.00~~ 0~~.00~~ 0.00 ~~90,776.82 90 Days 1~~ 0 ~~0 0 1 33,679~~.~~64 0.~~00 0.00 0.00 ~~33,679.64 120 Days~~ 0 ~~0 0 0 0 0~~.00 ~~0.00~~90 ~~0.00 0.00 0.00 150~~ Days 0 0 01 01 02 0.00 0.00 ~~0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 6 4 0 0 10 244~~54,~~347~~376.4482 ~~212~~36,~~235~~400.~~22 0.~~00 ~~0.00 456~~90,~~582~~776.6682 0-29 Days 0.239952% 0.000000% 0.000000% 0.239952% 0.231301% 0.000000% 0.000000% 0.231301% 30 Days 0.179964% 0.000000% 0.000000% 0.000000% 0.179964% 0.130661% 0.000000% 0.000000% 0.000000% 0.130661% 60 Days 0.119976% 0.000000% 0.000000% 0.000000% 0.119976% 0.098932% 0.000000% 0.000000% 0.000000% 0.098932% 90 Days 0.059988% 0.000000% 0.000000% 0.000000% 0.059988% 0.036705% 0.000000% 0.000000% 0.000000% 0.036705% 120 Days 0~~.000000%~~ 0~~.000000%~~ ~~0.000000%~~1 0~~.000000%~~ 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.359928% 0.239952% 0.000000% 0.000000% 0.599880% 0.266298% 0.231301% 0.000000% 0.000000% 0.497599% DELINQUENT BANKRUPTCY FORECLOSURE REO TOTAL Group 1-7 ~~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 0 0 0 0~~.00 0.00 033,679.0064 0.00 ~~30 Days 0 0 0 0 0 0~~33,679.0064 ~~0.00 0.00 0.00 0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00~~ 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 03 04 02 01 010 091,018.0077 0212,290.0022 088,056.0046 036,400.00 0427,765.0045 0-29 Days 0.~~000000~~254130% 0.000000% 0.000000% 0.~~000000~~254130% 0.~~000000~~246512% 0.000000% 0.000000% 0.~~000000~~246512% 30 Days 0.~~000000~~190597% 0.000000% 0.000000% 0.000000% 0.~~000000~~190597% 0.~~000000~~105691% 0.000000% 0.000000% 0.000000% 0.~~000000~~105691% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.~~000000~~063532% 0.~~000000~~063532% 0.~~000000~~127065% 0.000000% 0.000000% 0.~~000000~~063143% 0.~~000000~~042268% 0.~~000000~~105411% 120 Days 0.000000% 0.000000% 0.~~000000~~063532% 0.000000% 0.~~000000~~063532% 0.000000% 0.000000% 0.~~000000~~039109% 0.000000% 0.~~000000~~039109% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.~~000000~~190597% 0.~~000000~~254130% 0.~~000000~~127065% 0.~~000000~~063532% 0.~~000000~~635324% 0.~~000000~~105691% 0.~~000000~~246512% 0.~~000000~~102252% 0.~~000000~~042268% 0.~~000000~~496723%

180+ Delinquency Summary Summary Group 1 Days Number of Outstanding Percentage of Number of Outstanding Percentage of Delinquent Loans Actual Balance(%) Loans Actual Balance(%) Balance($) Balance($) 180 - 209 19 3,883,878.17 0.147 0 0.00 0.000 210 - 239 8 5,157,469.74 0.~~188~~195 1 2,385,504.46 0.~~635~~654 ~~210~~240 - ~~239~~269 1210 1,~~428~~176,~~032~~663.6199 0.~~052~~044 0 0.00 0.000 ~~240~~270 - ~~269~~299 15 7,013,213.85 0.~~256~~265 0 0.00 0.000 ~~270~~300 - ~~299~~329 15 4,~~681~~313,~~432~~294.7421 0.~~171~~163 0 0.00 0.000 ~~300~~330 - ~~329~~359 15 2,~~741~~650,~~971~~729.2149 0.100 1 76,811.86 0.~~020~~021 ~~330~~360 - ~~359~~389 9 2,562,372.31 0.~~094~~097 0 0.00 0.000 ~~360~~390 - ~~389~~419 65 1,~~695~~631,~~448~~492.1923 0.062 0 0.00 0.000 ~~390~~420 - ~~419~~449 45 2,~~262~~326,~~270~~226.0804 0.~~083~~088 0 0.00 0.000 Total 84101 2730,~~542~~715,~~210~~340.7303 1.~~006~~161 2 2,462,316.32 0.~~655~~675

180+ Delinquency Summary (continued) Group 2 Group 3 Days Number of Outstanding Percentage of Number of Outstanding Percentage of Delinquent Loans Actual Balance(%) Loans Actual Balance(%) Balance($) Balance($) 180 - 209 1 207,750.00 0.132 1 368,600.00 0.275 210 - 239 0 0.00 0.000 0 0.00 0.000 ~~210~~240 - ~~239~~269 5 543,536.90 0.~~320~~345 0 0.00 0.000 ~~240~~270 - ~~269~~299 1 318,716.18 0.~~188~~202 4 4,873,195.55 3.~~427~~641 ~~270~~300 - ~~299~~329 2 594,087.12 0.~~350~~377 0 0.00 0.000 ~~300~~330 - ~~329~~359 0 0.00 0.000 0 0.00 0.000 ~~330~~360 - ~~359~~389 1 160,510.00 0.~~095~~102 0 0.00 0.000 ~~360~~390 - ~~389~~419 1 104,000.00 0.~~061~~066 0 0.00 0.000 ~~390~~420 - ~~419~~449 0 0.00 0.000 0 0.00 0.000 Total 1011 1,~~720~~928,~~850~~600.20 1.~~014~~224 45 45,~~873~~241,~~195~~795.55 3.~~427~~916

180+ Delinquency Summary (continued) Group 4 Group 5 Days Number of Outstanding Percentage of Number of Outstanding Percentage of Delinquent Loans Actual Balance(%) Loans Actual Balance(%) Balance($) Balance($) 180 - 209 02 0155,831.0054 0.~~000~~142 0 0.00 0.000 210 - 239 0 0.00 0.000 0 0.00 0.000 240 - 269 0 0.00 0.000 0 0.00 0.000 270 - 299 0 0.00 0.000 1 460,000.00 0.~~499~~517 ~~270~~300 - ~~299~~329 1 300,000.00 0.~~264~~274 0 0.00 0.000 ~~300~~330 - ~~329~~359 0 0.00 0.000 0 0.00 0.000 ~~330~~360 - ~~359~~389 0 0.00 0.000 0 0.00 0.000 ~~360~~390 - ~~389~~419 0 0.00 0.000 0 0.00 0.000 ~~390~~420 - ~~419~~449 0 0.00 0.000 0 0.00 0.000 Total 13 ~~300~~455,~~000~~831.0054 0.~~264~~416 1 460,000.00 0.~~499~~517

180+ Delinquency Summary (continued) Group 6 Group 7 Days Number of Outstanding Percentage of Number of Outstanding Percentage of Delinquent Loans Actual Balance(%) Loans Actual Balance(%) Balance($) Balance($) 180 - 209 9 1,082,995.24 0.121 2 1,304,000.00 0.277 210 - 239 2 141,647.35 0.~~015~~016 4 2,370,399.18 0.~~491~~503 ~~210~~240 - ~~239~~269 2 310,980.00 0.~~034~~035 1 88,950.00 0.~~018~~019 ~~240~~270 - ~~269~~299 7 921,757.60 0.~~100~~103 0 0.00 0.000 ~~270~~300 - ~~299~~329 56 ~~581~~613,~~744~~606.6310 0.~~063~~068 54 2,~~825~~425,318.54 0.~~585~~515 ~~300~~330 - ~~329~~359 10 1,~~329~~238,~~389~~147.1442 0.~~144~~138 1 1,000,000.00 0.~~207~~212 ~~330~~360 - ~~359~~389 4 796,000.00 0.~~086~~089 2 1,408,180.88 0.~~291~~299 ~~360~~390 - ~~389~~419 2 560,108.63 0.~~061~~062 1 751,383.60 0.~~156~~159 ~~390~~420 - ~~419~~449 2 409,770.08 0.~~044~~046 2 1,852,500.00 0.~~383~~393 Total 3444 56,~~051~~075,~~397~~012.4342 0.~~547~~678 1617 1011,~~296~~200,732.20 2.~~131~~377

180+ Delinquency Summary (continued) Group 8 Group 9 Days Number of Outstanding Percentage of Number of Outstanding Percentage of Delinquent Loans Actual Balance(%) Loans Actual Balance(%) Balance($) Balance($) 180 - 209 14 ~~259~~764,~~918~~701.7539 0.~~075~~228 0 0.00 0.000 210 - 239 41 ~~484~~259,~~565~~918.7175 0.~~140~~077 0 0.00 0.000 240 - 269 2 ~~439~~233,~~544~~197.5209 0.~~127~~069 0 0.00 0.000 270 - 299 2 ~~380~~439,~~282~~544.4552 0.~~110~~131 0 0.00 0.000 300 - 329 32 ~~335~~380,~~770~~282.2145 0.~~097~~113 0 0.00 0.000 330 - 359 23 ~~197~~335,~~681~~770.4321 0.~~057~~100 0 0.00 0.000 360 - 389 2 ~~279~~197,~~955~~681.9643 0.~~081~~059 0 0.00 0.000 390 - 419 1 216,000.00 0.064 0 0.00 0.000 420 - 449 1 63,955.96 0.019 0 0.00 0.000 Total 1618 2,~~377~~891,~~719~~051.0380 0.~~687~~860 0 0.00 0.000 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

~~180+~~Summary ~~Delinquency~~12 ~~Summary~~Month ~~(continued)~~REO ~~Days~~History* ~~Number~~New ofREO ~~Outstanding~~Loans Month REO Percentage ofLoans ~~Delinquent~~in REO 5 Jul-05 0.000% Original Principal Balance 516,210.00 Aug-05 0.000% Current Actual Balance 515,972.66 Sep-05 0.005% Oct-05 0.003% Current REO Total Nov-05 0.012% Loans in REO 31 Dec-05 0.015% Original Principal Balance( 7,161,910.00 Jan-06 0.017%) Current Actual Balance~~($)~~ ~~This~~7,065,798.25 Feb-06 0.173% Mar-06 0.187% Apr-06 0.195% May-06 0.243% Jun-06 0.267% *The text reported in the above table is presented graphically on the monthly bond remittance report. ~~includes~~The ~~all~~monthly ~~loans~~bond ~~greater~~remittance ~~than~~report ~~180~~can ~~days~~be ~~delinquent~~viewed ~~regardless~~online ofat ~~status~~www.ctslink.com. (Group 1 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Jul-05 0.000% Original Principal Balance 0.00 Aug-05 0.000% Current Actual Balance 0.00 Sep-05 0.000% Oct-05 0.000% Current REO Total Nov-05 0.000% Loans in REO 0 Dec-05 0.000% Original Principal Balance 0.00 Jan-06 0.000% Current Actual Balance 0.00 Feb-06 0.000% Mar-06 0.000% Apr-06 0.000% May-06 0.000% Jun-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 2 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Jul-05 0.000% Original Principal Balance 0.00 Aug-05 0.000% Current Actual Balance 0.00 Sep-05 0.040% Oct-05 0.042% Current REO Total Nov-05 0.044% Loans in REO 3 Dec-05 0.077% Original Principal Balance 357,300.00 ~~Foreclosure~~Jan-06 0.082% Current Actual Balance 356,395.78 ~~Bankruptcy)~~Feb-06 0.084% Mar-06 0.089% Apr-06 0.196% May-06 0.210% Jun-06 0.226% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 3 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Jul-05 0.000% Original Principal Balance 0.00 Aug-05 0.000% Current Actual Balance 0.00 Sep-05 0.000% Oct-05 0.000% Current REO Total Nov-05 0.000% Loans in REO 1 Dec-05 0.000% Original Principal Balance 402,850.00 Jan-06 0.000% Current Actual Balance 402,850.00 Feb-06 0.000% Mar-06 0.000% Apr-06 0.000% May-06 0.283% Jun-06 0.301% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 4 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Jul-05 0.000% Original Principal Balance 0.00 Aug-05 0.000% Current Actual Balance 0.00 Sep-05 0.000% Oct-05 0.000% Current REO Total Nov-05 0.000% Loans in REO 0 Dec-05 0.000% Original Principal Balance 0.00 Jan-06 0.000% Current Actual Balance 0.00 Feb-06 0.000% Mar-06 0.000% Apr-06 0.000% May-06 0.000% Jun-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 5 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Jul-05 0.000% Original Principal Balance 0.00 Aug-05 0.000% Current Actual Balance 0.00 Sep-05 0.000% Oct-05 0.000% Current REO Total Nov-05 0.000% Loans in REO 0 Dec-05 0.000% Original Principal Balance 0.00 Jan-06 0.000% Current Actual Balance 0.00 Feb-06 0.000% Mar-06 0.000% Apr-06 0.000% May-06 0.000% Jun-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 6 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 2 Jul-05 0.000% Original Principal Balance 174,860.00 Aug-05 0.000% Current Actual Balance 174,622.66 Sep-05 0.000% Oct-05 0.000% Current REO Total Nov-05 0.009% Loans in REO 14 Dec-05 0.010% Original Principal Balance 1,895,010.00 Jan-06 0.010% Current Actual Balance 1,801,271.66 Feb-06 0.118% Mar-06 0.143% Apr-06 0.120% May-06 0.186% Jun-06 0.201% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 7 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 1 Jul-05 0.000% Original Principal Balance 88,950.00 Aug-05 0.000% Current Actual Balance 88,950.00 Sep-05 0.000% Oct-05 0.000% Current REO Total Nov-05 0.000% Loans in REO 7 Dec-05 0.000% Original Principal Balance 3,862,750.00 Jan-06 0.000% Current Actual Balance 3,862,368.54 Feb-06 0.709% Mar-06 0.726% Apr-06 0.768% May-06 0.781% Jun-06 0.820% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 8 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 1 Jul-05 0.000% Original Principal Balance 216,000.00 Aug-05 0.000% Current Actual Balance 216,000.00 Sep-05 0.016% Oct-05 0.000% Current REO Total Nov-05 0.050% Loans in REO 5 Dec-05 0.052% Original Principal Balance 607,600.00 Jan-06 0.070% Current Actual Balance 606,512.27 Feb-06 0.071% Mar-06 0.073% Apr-06 0.074% May-06 0.113% Jun-06 0.181% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 9 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 1 Jul-05 0.000% Original Principal Balance 36,400.00 Aug-05 0.000% Current Actual Balance 36,400.00 Sep-05 0.000% Oct-05 0.000% Current REO Total Nov-05 0.000% Loans in REO 1 Dec-05 0.000% Original Principal Balance 36,400.00 Jan-06 0.000% Current Actual Balance 36,400.00 Feb-06 0.000% Mar-06 0.000% Apr-06 0.000% May-06 0.000% Jun-06 0.042% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

~~Summary 12 Month~~ REO History*Loan ~~New~~Detail ~~REO~~- ~~Loans~~All ~~Month~~Mortgage ~~REO Percentage~~ Loans in REO 6during ~~Jun-05 0.000% Original Principal Balance 1,118,050.00 Jul-05 0.000%~~ Current ~~Actual~~Period ~~Balance~~Month ~~1,117,209.23~~Loan ~~Aug-05~~First ~~0.000%~~Original ~~Sep-05~~Loan ~~0.005%~~Entered ~~Current~~Payment ~~REO~~LTV ~~Total~~at ~~Oct-05~~Principal ~~0.003%~~Group ~~Loans~~Number in REO 26Date ~~Nov-05~~State ~~0.012%~~Origination ~~Original~~Balance ~~Principal~~Group ~~Balance~~2 ~~6,645,700.00~~0000722347 Dec-052005 ~~0.015% Current Actual Balance 6,641,067.31 Jan~~01-~~06 0.017% Feb-06 0.173%~~ Mar-062005 ~~0.187%~~MI ~~Apr-06 0~~90.~~195%~~00 ~~May-06 0~~69,300.~~243%~~00 *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 12 120000771017 ~~Month~~Apr-2006 ~~REO History* New REO Loans Month REO Percentage Loans in REO 0 Jun~~01-05Apr-2005 ~~0.000%~~TX ~~Original Principal Balance 0~~80.00 ~~Jul-05 0.~~184,000~~% Current Actual Balance 0~~.00 ~~Aug-05~~Group ~~0.000%~~2 0000771167 Sep-052005 ~~0.000% Current REO Total Oct~~01-~~05 0.000% Loans in REO 0 Nov~~Apr-052005 ~~0.000%~~MI ~~Original Principal Balance 0~~80.00 ~~Dec-05 0.~~104,000~~% Current Actual Balance 0~~.00 ~~Jan-06~~Group ~~0.000%~~3 ~~Feb-06~~0000789689 ~~0.000% Mar~~May-062006 ~~0.000% Apr~~01-~~06 0.000%~~ May-062005 0GA 70.~~000%~~00 *The402,850.00 ~~text~~Group ~~reported~~6 in0000702909 ~~the~~Feb-2006 ~~above~~01-Jan-2005 ~~table~~CO ~~is presented graphically on the monthly bond remittance report~~100.00 ~~The monthly bond remittance report can be viewed online at www~~187,000.~~ctslink.com.~~00 Group 26 120000707523 ~~Month~~May-2006 ~~REO History* New REO Loans Month REO Percentage Loans in REO 0 Jun~~01-05Mar-2005 ~~0.000%~~GA ~~Original Principal Balance 0~~80.00 ~~Jul-05 0.~~108,000~~% Current Actual Balance 0~~.00 ~~Aug-05~~Group ~~0.000%~~6 ~~Sep-05~~0000720007 ~~0.040% Current REO Total Oct~~Jun-052006 ~~0.042% Loans in REO 3 Nov~~01-05Apr-2005 0NC 80.~~044%~~00 ~~Original Principal Balance 357~~98,~~300~~560.00 ~~Dec-05~~Group ~~0.077%~~6 ~~Current~~0000723387 ~~Actual Balance 356,395.78 Jan~~Nov-062005 ~~0.082% Feb~~01-~~06 0.084%~~ Mar-062005 ~~0.089%~~MI ~~Apr-06 0~~77.~~196%~~31 ~~May-06 0~~100,500.~~210%~~00 *TheGroup ~~text~~6 ~~reported~~0000727057 inMay-2006 ~~the~~01-Mar-2005 ~~above~~GA ~~table is presented graphically on the monthly bond remittance report~~95.00 ~~The monthly bond remittance report can be viewed online at www~~152,000.~~ctslink.com.~~00 Group 36 120000738260 ~~Month~~Mar-2006 ~~REO History* New REO Loans Month REO Percentage Loans in REO 1 Jun~~01-05Mar-2005 ~~0.000%~~IL ~~Original Principal Balance 402,850~~80.00 ~~Jul-05 0.000% Current Actual Balance 402~~223,~~850~~200.00 ~~Aug-05~~Group ~~0.000%~~6 ~~Sep-05~~0000738828 ~~0.000% Current REO Total Oct~~Apr-052006 ~~0.000% Loans in REO 1 Nov~~01-05Mar-2005 ~~0.000%~~TX ~~Original Principal Balance 402,850~~80.00 ~~Dec-05 0.000% Current Actual Balance 402~~248,~~850~~000.00 ~~Jan-06~~Group ~~0.000%~~6 ~~Feb-06~~0000738879 ~~0.000% Mar~~May-062006 ~~0.000% Apr~~01-~~06 0.000% May~~Mar-062005 ~~0.283%~~NC *The text reported in the above table is presented graphically on the monthly bond remittance report80.00 ~~The monthly bond remittance report can be viewed online at www~~175,200.~~ctslink.com.~~00 Group 46 120000740240 ~~Month REO History* New REO Loans Month REO Percentage Loans in REO 0~~ Jun-052006 ~~0.000%~~01-Mar-2005 ~~Original~~UT ~~Principal Balance 0~~70.00 ~~Jul-05 0~~76,300.~~000%~~00 ~~Current~~Group ~~Actual~~6 ~~Balance~~0000745187 ~~0.00 Aug~~Feb-052006 ~~0.000% Sep~~01-~~05 0.000% Current REO Total Oct~~Apr-052005 ~~0.000%~~MI ~~Loans in REO 0 Nov-05 0~~80.~~000% Original Principal Balance 0.~~00 ~~Dec-05 0.~~56,000~~% Current Actual Balance 0~~.00 ~~Jan-06~~Group ~~0.000%~~6 0000765644 Feb-062006 ~~0.000% Mar~~01-~~06 0.000%~~ Apr-062005 ~~0.000%~~IL ~~May-06 0~~67.~~000%~~73 *The text reported in the above table is presented graphically on the monthly bond remittance report186,250.00 ~~The monthly bond remittance report can be viewed online at www.ctslink.com.~~ Group 56 120000779299 ~~Month~~May-2006 ~~REO History* New REO Loans Month REO Percentage Loans in REO 0 Jun~~01-05May-2005 ~~0.000%~~IL ~~Original Principal Balance 0~~80.00 ~~Jul-05 0.~~152,000~~% Current Actual Balance 0~~.00 ~~Aug-05~~Group ~~0.000%~~6 ~~Sep-05~~0000783949 ~~0.000% Current REO Total Oct~~Feb-052006 ~~0.000% Loans in REO 0 Nov~~01-05May-2005 ~~0.000%~~MI ~~Original Principal Balance 0~~80.00 ~~Dec-05 0.~~76,000~~% Current Actual Balance 0~~.00 ~~Jan-06~~Group ~~0.000%~~6 0000791043 Feb-062006 ~~0.000% Mar~~01-~~06 0.000% Apr-06 0.000%~~ May-062005 ~~0.000%~~MI *The text reported in the above table is presented graphically on the monthly bond remittance report80.00 ~~The monthly bond remittance report can be viewed online at www~~56,000.~~ctslink.com.~~00 Group 67 120000710690 ~~Month~~Feb-2006 ~~REO History* New REO Loans Month REO Percentage Loans in REO 4 Jun~~01-05Mar-2005 ~~0.000%~~MI ~~Original Principal Balance 587,200~~80.00 ~~Jul-05 0.000% Current Actual Balance 586~~936,~~814.71 Aug-05 0.~~000~~% Sep-05 0~~.~~000%~~00 ~~Current~~Group ~~REO~~7 ~~Total~~0000726431 ~~Oct~~Apr-052006 ~~0.000% Loans in REO 12 Nov~~01-05Mar-2005 ~~0.009%~~OH ~~Original Principal Balance 1,720,150~~95.00 ~~Dec-05 0.010% Current Actual Balance 1~~127,~~717,890~~300.7200 ~~Jan-06~~Group ~~0.010%~~7 0000731811 Feb-062006 ~~0.118%~~ 01-Mar-062005 ~~0.143%~~CA ~~Apr-06 0~~75.~~120%~~00 ~~May-06 0~~916,500.~~186%~~00 *TheGroup ~~text~~7 ~~reported~~0000736544 inFeb-2006 ~~the~~01-Mar-2005 ~~above~~CA ~~table is presented graphically on the monthly bond remittance report~~80.00 ~~The monthly bond remittance report can be viewed online at www~~960,000.~~ctslink.com.~~00 Group 7 120000742041 ~~Month~~Feb-2006 ~~REO History* New REO Loans Month REO Percentage Loans in REO 0 Jun~~01-05Apr-2005 ~~0.000%~~NC ~~Original Principal Balance 0~~80.00 ~~Jul-05 0.~~400,000~~% Current Actual Balance 0~~.00 ~~Aug-05~~Group ~~0.000%~~7 ~~Sep-05~~0000762758 ~~0.000% Current REO Total Oct~~Jun-052006 ~~0.000% Loans in REO 6 Nov~~01-05May-2005 0ID 74.~~000%~~13 ~~Original Principal Balance 3~~88,~~773,800~~950.00 ~~Dec-05~~Group ~~0.000%~~7 ~~Current~~0000769945 ~~Actual Balance 3,773,418.54 Jan-06 0.000%~~ Feb-062006 ~~0.709% Mar~~01-~~06 0.726% Apr-06 0.768%~~ May-062005 ~~0.781%~~TX *The text reported in the above table is presented graphically on the monthly bond remittance report70.00 ~~The monthly bond remittance report can be viewed online at www~~434,000.~~ctslink.com.~~00 Group 8 120000703223 ~~Month~~Nov-2005 ~~REO History* New REO Loans Month REO Percentage Loans in REO 1 Jun~~01-05Mar-2005 0MI 46.~~000%~~15 ~~Original Principal Balance 128~~30,000.00 ~~Jul-05~~Group ~~0.000%~~8 ~~Current~~0000712617 ~~Actual Balance 127,544.52 Aug~~Jan-052006 ~~0.000% Sep~~01-~~05 0.016% Current REO Total Oct~~Mar-052005 ~~0.000%~~MI ~~Loans in REO 4 Nov-05 0~~80.~~050%~~00 ~~Original Principal Balance 391~~64,~~600~~000.00 ~~Dec-05~~Group ~~0.052%~~8 ~~Current~~0000712723 ~~Actual Balance 390,512.27 Jan~~Nov-062005 ~~0.070% Feb~~01-~~06 0.071%~~ Mar-062005 ~~0.073%~~MI ~~Apr-06 0~~80.~~074%~~00 ~~May-06 0~~169,600.~~113%~~00 *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 98 120000736171 ~~Month~~May-2006 ~~REO History* New REO Loans Month REO Percentage Loans in REO 0 Jun~~01-05Apr-2005 ~~0.000%~~CT ~~Original Principal Balance 0~~80.00 ~~Jul-05 0.~~128,000~~% Current Actual Balance 0~~.00 ~~Aug-05~~Group ~~0.000%~~8 ~~Sep-05~~0000760928 ~~0.000% Current REO Total Oct~~Jun-052006 ~~0.000% Loans in REO 0 Nov~~01-05Apr-2005 ~~0.000%~~IL ~~Original Principal Balance 0~~80.00 ~~Dec-05 0.~~216,000~~% Current Actual Balance 0~~.00 ~~Jan-06~~Group ~~0.000%~~9 ~~Feb-06~~0000767730 ~~0.000% Mar~~Jun-062006 ~~0.000%~~ 01-Apr-062005 ~~0.000%~~MI ~~May-06 0~~20.~~000%~~00 *The text reported in the above table is presented graphically on the monthly bond remittance report36,400. ~~The monthly bond remittance report can be viewed online at www.ctslink.com.~~00

REO Loan Detail - All Mortgage Loans in REO during Current Period ~~Month~~(continued) ~~Loan~~Current ~~First~~Paid ~~Original~~Current Approximate Loan ~~Entered~~Actual ~~Payment~~To ~~LTV~~Months atLoan ~~Principal~~Delinquent Group Number ~~REO~~Balance Date ~~State~~Delinquent ~~Origination~~Rate ~~Balance~~Interest Group 2 0000722347 ~~Dec-2005~~69,087.12 01-~~Mar~~Jun-2005 MI10 907.00375% 694,~~300~~814.0086 Group 2 0000771017 ~~Apr-2006~~183,308.66 01-~~Apr~~Aug-2005 TX8 807.00500% ~~184~~10,~~000~~845.0066 Group 2 0000771167 ~~Sep-2005~~104,000.00 01-~~Apr~~Mar-2005 MI13 807.00500% ~~104~~9,~~000~~262.0050 Group 3 0000789689 ~~May-2006~~402,850.00 01-~~May~~Jul-2005 GA9 706.00750% ~~402~~24,~~850~~003.0010 Group 6 0000702909 ~~Feb-2006~~186,570.08 01-~~Jan~~Feb-2005 CO14 ~~100~~5.00250% ~~187~~11,~~000~~261.0046 Group 6 0000707523 ~~May-2006~~108,000.00 01-~~Mar~~Aug-2005 GA8 807.00625% ~~108~~6,~~000~~525.00 Group 6 ~~0000723387~~0000720007 ~~Nov~~98,322.66 01-May-2005 11 5.000% 4,889.92 Group 6 0000723387 100,251.45 01-~~Mar~~May-2005 MI11 777.31000% ~~100~~7,~~500~~158.0026 Group 6 0000727057 ~~May-2006~~60,372.99 01-~~Mar~~May-2005 GA11 956.00875% ~~152~~10,~~000~~620.0014 Group 6 0000738260 ~~Mar-2006~~223,200.00 01-~~Mar~~Feb-2005 IL14 807.00125% ~~223~~18,~~200~~708.0062 Group 6 0000738828 ~~Apr-2006~~247,238.21 01-~~Mar~~Jun-2005 TX10 807.00375% ~~248~~17,~~000~~230.0068 Group 6 0000738879 175,200.00 01-May-~~2006~~2005 11 7.500% 13,523.25 Group 6 0000740240 76,300.00 01-~~Mar~~Sep-2005 NC7 805.00875% ~~175~~3,~~200~~147.0039 Group 6 0000745187 ~~Feb-2006~~55,823.66 01-~~Apr~~Jul-2005 MI9 807.00250% 563,~~000~~503.0070 Group 6 0000765644 ~~Feb-2006~~186,250.00 01-~~Apr~~Jul-2005 IL9 675.73875% ~~186~~9,~~250~~390.0015 Group 6 0000779299 ~~May-2006~~152,000.00 01-~~May~~Apr-2005 IL12 807.00125% ~~152~~11,~~000~~906.0029 Group 6 0000783949 ~~Feb-2006~~75,833.95 01-~~May~~Jul-2005 MI9 807.00625% 765,~~000~~020.0082 Group 6 0000791043 ~~Feb-2006~~55,908.66 01-~~May~~Jun-2005 MI10 807.00750% 564,~~000~~106.0071 Group 7 0000710690 ~~Feb-2006~~936,000.00 01-~~Mar~~Feb-2005 MI14 806.00375% ~~936~~71,~~000~~662.0050 Group 7 0000726431 ~~Apr-2006~~126,918.54 01-~~Mar~~Jun-2005 OH10 957.00500% ~~127~~9,~~300~~004.0019 Group 7 0000731811 ~~Feb-2006~~916,500.00 01-~~Mar~~Feb-2005 CA14 756.00750% ~~916~~74,~~500~~465.0055 Group 7 0000736544 ~~Feb-2006~~960,000.00 01-~~Mar~~Jun-2005 CA10 807.00375% ~~960~~68,~~000~~400.00 Group 7 0000742041 ~~Feb-2006~~400,000.00 01-~~Apr~~Jun-2005 NC10 807.00500% ~~400~~29,000.0004 Group 7 ~~0000769945~~0000762758 ~~Feb-2006~~88,950.00 01-~~May~~Aug-2005 TX8 706.00500% 4,540.10 Group 7 0000769945 434,000.00 01-Apr-2005 12 7.125% 34,810.44 Group 8 0000703223 ~~Nov-2005~~29,932.80 01-~~Mar~~May-2005 MI11 467.15500% 302,~~000~~299.0069 Group 8 0000712617 ~~Jan-2006~~63,955.96 01-~~Mar~~Feb-2005 MI14 807.00875% 645,~~000~~832.0016 Group 8 0000712723 ~~Nov-2005~~169,078.99 01-~~Mar~~Jun-2005 MI10 807.00375% ~~169~~11,~~600~~783.0055 Group 8 0000736171 ~~May-2006~~127,544.52 01-~~Apr~~Jul-2005 CT9 806.00625% ~~128~~7,273.59 Group 8 0000760928 216,000.00 01-Mar-2005 13 7.625% 19,495.54 Group 9 0000767730 36,400.00 20-Dec-2005 3 11.000% 1,574.32

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~~10 ~~Current~~Jul-05 ~~Period~~0.000% ~~(continued)~~Original ~~Current~~Principal ~~Paid~~Balance ~~Current~~1,184,350.00 ~~Approximate~~Aug-05 ~~Loan~~0.030% Current Actual ToBalance ~~Months~~1,179,906.69 ~~Loan~~Sep-05 ~~Delinquent~~0.149% ~~Group~~Oct-05 ~~Number~~0.225% ~~Balance~~Current ~~Date~~Foreclosure ~~Delinquent~~Total ~~Rate~~Nov-05 ~~Interest~~0.550% ~~Group~~Loans 2in ~~0000722347~~Foreclosure 6964 Dec-05 0.681% Original Principal Balance 22,~~087~~967,692.1200 01Jan-~~Jun-2005~~06 ~~9 7~~0.~~375~~641% 4Current Actual Balance 22,~~415~~953,273.4319 ~~Group~~Feb-06 20.798% ~~0000771017~~Mar-06 ~~183,308~~0.66811% 01Apr-~~Aug~~06 0.854% May-~~2005~~06 70.872% 7Jun-06 0.~~500~~868% ~~9,764~~*The text reported in the above table is presented graphically on the monthly bond remittance report.99 ~~Group~~The 2monthly ~~0000771167~~bond ~~104,000~~remittance report can be viewed online at www.00ctslink.com. ~~01-Mar-2005~~Group 1 12 7Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 1 Jul-05 0.~~500~~000% 8Original Principal Balance 160,~~645~~550.00 ~~Group~~Aug-05 30.000% ~~0000789689~~Current ~~402~~Actual Balance 160,~~850~~550.00 01Sep-~~Jul~~05 0.000% Oct-~~2005~~05 80.017% 6Current Foreclosure Total Nov-05 0.~~750~~017% 21Loans in Foreclosure 3 Dec-05 0.017% Original Principal Balance 2,~~821~~617,350.00 ~~Group~~Jan-06 60.018% ~~0000702909~~Current ~~186~~Actual Balance 2,~~570~~622,866.0832 ~~01-~~Feb-~~2005~~06 130.576% 5Mar-06 0.~~250~~599% ~~10,517~~Apr-06 0.12627% May-06 0.656% Jun-06 0.719% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 62 ~~0000707523~~12 ~~108,~~Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 Jul-05 0.000% Original Principal Balance 0.00 ~~01-~~Aug-~~2005~~05 ~~7 7~~0.~~625~~038% ~~5,872~~Current Actual Balance 0.5000 ~~Group~~Sep-05 60.176% ~~0000723387~~Oct-05 ~~100,251~~0.45317% 01Current Foreclosure Total Nov-~~May-2005~~05 100.953% 7Loans in Foreclosure 9 Dec-05 0.~~000~~909% 6Original Principal Balance 1,~~610~~978,460.5200 ~~Group~~Jan-06 60.819% ~~0000727057~~Current ~~151~~Actual Balance 1,~~614~~975,770.7175 01Feb-06 1.123% Mar-06 1.079% Apr-06 1.006% May-~~2005~~06 101.163% 6Jun-06 1.~~875~~253% ~~9,807~~*The text reported in the above table is presented graphically on the monthly bond remittance report.61 The monthly bond remittance report can be viewed online at www.ctslink.com. Group 63 ~~0000738260~~12 ~~223,200~~Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 Jul-05 0.000% Original Principal Balance 0.00 01Aug-~~Feb~~05 0.000% Current Actual Balance 0.00 Sep-~~2005~~05 130.393% 7Oct-05 0.~~125~~408% ~~17,468~~Current Foreclosure Total Nov-05 2.82370% ~~Group~~Loans 6in ~~0000738828~~Foreclosure ~~247~~3 Dec-05 2.590% Original Principal Balance 4,~~238~~472,530.2100 01Jan-~~Jun-2005~~06 ~~9 7~~2.~~375~~213% 15Current Actual Balance 4,~~801~~470,345.2655 ~~Group~~Feb-06 62.864% ~~0000738879~~Mar-06 ~~175,200~~2.00551% 01Apr-06 2.838% May-~~2005~~06 103.144% 7Jun-06 3.~~500~~340% ~~12,483~~*The text reported in the above table is presented graphically on the monthly bond remittance report.00 ~~Group~~The 6monthly ~~0000745187~~bond ~~55,823~~remittance report can be viewed online at www.66ctslink.com. ~~01-~~Group 4 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 Jul-~~2005~~05 ~~8 7~~0.~~250~~000% ~~3,186~~Original Principal Balance 0.5100 ~~Group~~Aug-05 60.000% ~~0000765644~~Current ~~186,250~~Actual Balance 0.00 01Sep-~~Jul~~05 0.000% Oct-~~2005~~05 80.000% 5Current Foreclosure Total Nov-05 0.~~875~~221% 8Loans in Foreclosure 2 Dec-05 0.226% Original Principal Balance 453,~~536~~252.5000 ~~Group~~Jan-06 60.233% ~~0000779299~~Current ~~152~~Actual Balance 453,~~000~~252.00 01Feb-06 0.240% Mar-06 0.248% Apr-~~2005~~06 110.387% 7May-06 0.~~125~~400% ~~11,060~~Jun-06 0.50413% ~~Group~~*The 6text ~~0000783949~~reported ~~75,833~~in the above table is presented graphically on the monthly bond remittance report.95 ~~01-~~The monthly bond remittance report can be viewed online at www.ctslink.com. Group 5 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 Jul-~~2005~~05 ~~8 7~~0.~~625~~000% ~~4,566~~Original Principal Balance 0.1400 ~~Group~~Aug-05 60.000% ~~0000791043~~Current ~~55,908~~Actual Balance 0.6600 01Sep-~~Jun~~05 0.000% Oct-~~2005~~05 90.000% 7Current Foreclosure Total Nov-05 0.~~750~~428% ~~3,765~~Loans in Foreclosure 1 Dec-05 0.91443% ~~Group~~Original 7Principal ~~0000710690~~Balance ~~936~~460,000.00 01Jan-06 0.461% Current Actual Balance 460,000.00 Feb-~~2005~~06 130.468% Mar-06 0.484% Apr-06 0.914% May-06 0.499% Jun-06 0.517% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 6 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 7 Jul-05 0.~~375~~000% 66Original Principal Balance 935,~~885~~300.00 ~~Group~~Aug-05 70.051% ~~0000726431~~Current ~~126~~Actual Balance 931,~~918~~300.5423 01Sep-~~Jun~~05 0.171% Oct-~~2005~~05 90.205% 7Current Foreclosure Total Nov-05 0.~~500~~305% ~~8,257~~Loans in Foreclosure 30 Dec-05 0.14444% ~~Group~~Original 7Principal ~~0000731811~~Balance ~~916~~4,~~500~~961,200.00 01Jan-06 0.461% Current Actual Balance 4,954,997.39 Feb-~~2005~~06 130.439% 6Mar-06 0.~~750~~386% ~~69,501~~Apr-06 0.18462% May-06 0.491% Jun-06 0.552% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 7 ~~0000736544~~12 ~~960,~~Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 Jul-05 0.000% Original Principal Balance 0.00 01Aug-~~Jun~~05 0.067% Current Actual Balance 0.00 Sep-~~2005~~05 0.287% Oct-05 0.514% Current Foreclosure Total Nov-05 1.071% Loans in Foreclosure 9 7Dec-05 1.~~375~~301% 62Original Principal Balance 6,~~700~~625,400.00 ~~Group~~Jan-06 71.343% ~~0000742041~~Current ~~400~~Actual Balance 6,~~000~~618,951.0069 01Feb-~~Jun~~06 1.251% Mar-~~2005~~06 91.602% 7Apr-06 1.~~500~~575% ~~26,583~~May-06 1.37603% Jun-06 1.405% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 78 ~~0000769945~~12 ~~434,~~Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 Jul-05 0.000% Original Principal Balance 0.00 01Aug-~~Apr~~05 0.000% Current Actual Balance 0.00 Sep-~~2005~~05 110.045% 7Oct-05 0.~~125~~162% 32Current Foreclosure Total Nov-05 0.117% Loans in Foreclosure 5 Dec-05 0.464% Original Principal Balance 1,~~323~~311,000.9800 ~~Group~~Jan-06 80.309% ~~0000703223~~Current 29Actual Balance 1,~~932~~309,033.8003 01Feb-06 0.602% Mar-06 0.600% Apr-06 0.547% May-~~2005~~06 100.513% 7Jun-06 0.~~500~~390% ~~2,123~~*The text reported in the above table is presented graphically on the monthly bond remittance report.64 ~~Group~~The 8monthly ~~0000712617~~bond ~~63,955~~remittance report can be viewed online at www.96ctslink.com. ~~01-Mar-2005~~Group 9 12 7Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 2 Jul-05 0.~~875~~000% 5Original Principal Balance 88,~~437~~500.3600 ~~Group~~Aug-05 80.000% ~~0000712723~~Current ~~169~~Actual Balance 88,~~078~~056.9946 01Sep-~~Jun~~05 0.000% Oct-~~2005~~05 90.000% 7Current Foreclosure Total Nov-05 0.~~375~~000% 10Loans in Foreclosure 2 Dec-05 0.000% Original Principal Balance 88,~~806~~500.0100 ~~Group~~Jan-06 80.000% ~~0000736171~~Current ~~127~~Actual Balance 88,~~544~~056.5246 01Feb-~~Jul~~06 0.169% Mar-~~2005~~06 80.049% 6Apr-06 0.~~625~~050% ~~6,615~~May-06 0.46000% Jun-06 0.102% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

~~Summary~~Foreclosure 12Loan ~~Month~~Detail ~~Foreclosure~~- History*All ~~New~~Mortgage ~~Foreclosure~~ Loans ~~Month~~in Foreclosure ~~Percentage~~during ~~Loans~~Current inPeriod ~~Foreclosure~~Month 8Loan ~~Jun-05~~First ~~0.000%~~ Original ~~Principal~~Loan ~~Balance~~Entered ~~1,825,800.00~~Payment ~~Jul-05~~LTV ~~0.000%~~at ~~Current~~Principal ~~Actual~~Group ~~Balance~~Number ~~1,824,232.85~~FC ~~Aug-05~~Date ~~0.030%~~State ~~Sep-05~~Origination ~~0.149%~~Balance ~~Current~~Group ~~Foreclosure~~1 ~~Total~~0000663378 ~~Oct~~Feb-052006 ~~0.225% Loans in Foreclosure 62 Nov~~01-05Mar-2005 0MI 70.~~550%~~00 ~~Original Principal Balance 23~~2,~~846~~380,~~002~~000.00 ~~Dec-05~~Group ~~0.681%~~1 ~~Current~~0000737663 ~~Actual Balance 23,829,544.40 Jan~~Oct-062005 ~~0.641% Feb~~01-~~06 0.798%~~ Mar-062005 ~~0.811%~~OH ~~Apr-06 0~~80.~~854%~~00 ~~May-06 0~~76,800.~~871%~~00 *TheGroup ~~text~~1 ~~reported~~0000749559 inJun-2006 ~~the~~01-Apr-2005 ~~above~~FL ~~table~~94.16 is160,550.00 ~~presented~~Group ~~graphically~~2 on0000726633 ~~the~~May-2006 ~~monthly~~01-Feb-2005 ~~bond~~IL ~~remittance~~70.00 ~~report~~234,500.00 ~~The~~Group ~~monthly~~2 ~~bond~~0000729441 ~~remittance~~Nov-2005 ~~report~~01-May-2005 ~~can~~NY be70.00 ~~viewed online at www~~525,000.~~ctslink.com.~~00 Group 12 120000734708 ~~Month~~May-2006 ~~Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 Jun~~01-05Mar-2005 ~~0.000%~~IL ~~Original Principal Balance 0~~80.00 ~~Jul-05 0.~~228,000~~% Current Actual Balance 0~~.00 ~~Aug-05~~Group ~~0.000%~~2 ~~Sep-05~~0000738184 ~~0.000% Current Foreclosure Total Oct~~Feb-052006 ~~0.017% Loans in Foreclosure 2 Nov~~01-05Mar-2005 0MI 70.~~017%~~00 ~~Original Principal Balance 2~~53,~~456,800~~200.00 ~~Dec-05~~Group ~~0.017% Current Actual Balance~~ 2~~,462,316.32~~ ~~Jan-06~~0000747276 ~~0.018%~~ Feb-062006 ~~0.576% Mar~~01-~~06 0.599%~~ Apr-062005 0DE 75.~~627%~~00 ~~May-06 0~~207,750.~~656%~~00 *TheGroup ~~text~~2 ~~reported~~0000752289 inNov-2005 ~~the~~01-Apr-2005 ~~above~~IL ~~table is presented graphically on the monthly bond remittance report~~80.00 ~~The monthly bond remittance report can be viewed online at www~~320,000.~~ctslink.com.~~00 Group 2 120000759676 ~~Month~~Apr-2006 ~~Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 2 Jun~~01-05May-2005 0MA 70.~~000%~~00 ~~Original Principal Balance 462~~185,500.00 ~~Jul-05~~Group ~~0.000%~~2 ~~Current~~0000777793 ~~Actual~~Sep-2005 ~~Balance~~01-May-2005 ~~462,500~~CO 70.00 ~~Aug-05 0~~160,510.~~038%~~00 ~~Sep-05~~Group ~~0.176%~~2 ~~Current~~0000779285 ~~Foreclosure~~Dec-2005 ~~Total Oct~~01-05May-2005 0SC 75.~~317%~~29 ~~Loans~~64,000.00 inGroup ~~Foreclosure~~3 90000716391 Nov-052005 ~~0.953%~~01-Feb-2005 ~~Original~~MI ~~Principal~~65.00 ~~Balance 1~~2,~~978~~015,~~460~~000.00 ~~Dec-05~~Group ~~0.909%~~3 ~~Current~~0000726738 ~~Actual Balance 1,975,770.75 Jan~~Nov-062005 ~~0.819% Feb~~01-~~06 1.123%~~ Mar-062005 ~~1.079%~~IL ~~Apr-06 1~~95.~~006%~~00 ~~May-06 1~~377,530.~~163%~~00 *TheGroup ~~text~~3 ~~reported~~0000753480 inNov-2005 ~~the~~01-Apr-2005 ~~above~~FL ~~table~~65.00 is2,080,000.00 ~~presented~~Group ~~graphically~~4 on0000693686 ~~the~~Nov-2005 ~~monthly~~01-Mar-2005 ~~bond~~OH ~~remittance~~80.00 ~~report~~300,000.00 ~~The~~Group ~~monthly~~4 ~~bond~~0000729360 ~~remittance~~Apr-2006 ~~report~~01-May-2005 ~~can~~IN be70.00 ~~viewed online at www~~153,252.~~ctslink.com.~~00 Group 35 120000726636 ~~Month~~Nov-2005 ~~Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 Jun~~01-05Mar-2005 ~~0.000%~~CO ~~Original Principal Balance 0~~80.00 ~~Jul-05 0.~~460,000%.00 ~~Current~~Group ~~Actual~~6 ~~Balance~~0000697064 ~~0.00 Aug~~Oct-052005 ~~0.000% Sep~~01-05Feb-2005 0MI 80.~~393%~~00 ~~Current Foreclosure Total Oct-05 0~~32,000.~~408%~~00 ~~Loans~~Group in6 ~~Foreclosure~~0000705053 3 Nov-052005 ~~2.370%~~01-Apr-2005 ~~Original~~IL ~~Principal~~90.00 ~~Balance 4~~144,~~472,530~~000.00 ~~Dec-05~~Group ~~2.590%~~6 ~~Current~~0000709163 ~~Actual Balance 4,470,345.55 Jan~~Sep-062005 ~~2.213% Feb~~01-~~06 2.864%~~ Mar-062005 ~~2.551%~~NY ~~Apr-06 2~~90.~~838%~~00 ~~May-06 3~~373,500.~~144%~~00 *TheGroup ~~text~~6 ~~reported~~0000711016 inJun-2006 ~~the~~01-Feb-2005 ~~above~~MS ~~table~~70.00 is203,000.00 ~~presented~~Group ~~graphically~~6 on0000713860 ~~the~~Jun-2006 ~~monthly~~01-Feb-2005 ~~bond~~OH ~~remittance~~78.51 ~~report~~68,300.00 ~~The~~Group ~~monthly~~6 ~~bond~~0000714663 ~~remittance~~Dec-2005 ~~report~~01-Mar-2005 ~~can~~MI be77.00 ~~viewed online at www~~96,250.~~ctslink.com.~~00 Group 46 120000714667 ~~Month~~Dec-2005 ~~Foreclosure~~01-Feb-2005 History*MI ~~New~~77.00 ~~Foreclosure~~96,250.00 ~~Loans~~Group ~~Month~~6 ~~Foreclosure~~0000716320 ~~Percentage~~Apr-2006 ~~Loans in Foreclosure 0 Jun~~01-05Feb-2005 0OH 69.~~000%~~62 ~~Original Principal Balance 0~~128,100.00 ~~Jul-05~~Group ~~0.000%~~6 ~~Current~~0000724398 ~~Actual~~Jun-2006 ~~Balance~~01-Feb-2005 0OH 80.00 ~~Aug-05 0.~~128,000~~% Sep-05 0~~.~~000%~~00 ~~Current~~Group ~~Foreclosure~~6 ~~Total~~0000724403 ~~Oct~~Jun-052006 ~~0.000% Loans in Foreclosure 2 Nov~~01-05Feb-2005 ~~0.221%~~OH ~~Original Principal Balance 453,252~~80.00 ~~Dec-05 0.226% Current Actual Balance 453~~128,~~252~~000.00 ~~Jan-06~~Group ~~0.233%~~6 0000732659 Feb-062006 ~~0.240% Mar~~01-~~06 0.248%~~ Apr-062005 0NC 80.~~387%~~00 ~~May-06 0~~296,000.~~400%~~00 *TheGroup ~~text~~6 ~~reported~~0000740635 inMay-2006 ~~the~~01-Mar-2005 ~~above~~IL ~~table is presented graphically on the monthly bond remittance report~~80.00 ~~The monthly bond remittance report can be viewed online at www~~202,400.~~ctslink.com.~~00 Group 56 120000740887 ~~Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0~~ Jun-052006 ~~0.000%~~01-Mar-2005 ~~Original~~MI ~~Principal Balance 0~~70.00 ~~Jul-05 0~~186,900.~~000%~~00 ~~Current~~Group ~~Actual~~6 ~~Balance~~0000741155 ~~0.00 Aug~~Apr-052006 ~~0.000% Sep~~01-05Mar-2005 0IL 80.~~000%~~00 ~~Current Foreclosure Total Oct-05 0~~205,200.~~000%~~00 ~~Loans~~Group in6 ~~Foreclosure~~0000742003 1 Nov-052005 ~~0.428%~~01-Mar-2005 ~~Original~~CO ~~Principal Balance 460,000~~70.00 ~~Dec-05 0.443% Current Actual Balance 460~~215,~~000~~600.00 ~~Jan-06~~Group ~~0.461%~~6 0000746644 Feb-062006 ~~0.468% Mar~~01-~~06 0.484% Apr~~May-062005 0MI 80.~~914%~~00 ~~May-06 0~~65,600.~~499%~~00 *TheGroup ~~text~~6 ~~reported~~0000747039 inMay-2006 ~~the~~01-Apr-2005 ~~above~~OH ~~table~~79.76 is263,200.00 ~~presented~~Group ~~graphically~~6 on0000753141 ~~the~~Mar-2006 ~~monthly~~01-Apr-2005 ~~bond~~IL ~~remittance~~80.00 ~~report~~260,400.00 ~~The~~Group ~~monthly~~6 ~~bond~~0000753349 ~~remittance~~May-2006 ~~report~~01-Apr-2005 ~~can~~KY be80.00 ~~viewed online at www~~240,000.~~ctslink.com.~~00 Group 6 120000754965 ~~Month~~Sep-2005 ~~Foreclosure~~01-Apr-2005 History*CO ~~New~~75.00 ~~Foreclosure~~140,250.00 ~~Loans~~Group ~~Month~~6 ~~Foreclosure~~0000758483 ~~Percentage~~Apr-2006 ~~Loans in Foreclosure 5 Jun~~01-05May-2005 0MI 79.~~000%~~47 ~~Original Principal Balance 1~~75,~~172,~~500.00 ~~Jul-05~~Group ~~0.000%~~6 ~~Current~~0000762272 ~~Actual~~Mar-2006 ~~Balance~~01-May-2005 ~~1,172,500~~IL 80.00 ~~Aug-05 0~~97,600.~~051%~~00 ~~Sep-05~~Group ~~0.171%~~6 ~~Current~~0000762844 ~~Foreclosure~~May-2006 ~~Total Oct~~01-05May-2005 0IL 70.~~205%~~00 ~~Loans~~127,400.00 inGroup ~~Foreclosure~~6 250000763034 ~~Nov~~Jun-052006 ~~0.305%~~01-May-2005 ~~Original~~IL ~~Principal~~70.00 ~~Balance 4~~79,~~491,210~~800.00 ~~Dec-05~~Group ~~0.444%~~6 ~~Current~~0000773137 ~~Actual Balance 4,488,991.20 Jan~~Sep-062005 ~~0.461% Feb~~01-~~06 0.439% Mar~~May-062005 ~~0.386%~~NY ~~Apr-06 0~~80.~~462%~~00 ~~May-06 0~~440,000.~~487%~~00 *TheGroup ~~text~~6 ~~reported~~0000776328 inMay-2006 ~~the~~01-May-2005 ~~above~~IL ~~table~~70.00 is339,500.00 ~~presented~~Group ~~graphically~~6 on0000776379 ~~the~~Apr-2006 ~~monthly~~01-May-2005 ~~bond~~MI ~~remittance~~76.82 ~~report~~42,250.00 ~~The~~Group ~~monthly~~6 ~~bond~~0000781432 ~~remittance~~Oct-2005 ~~report~~01-May-2005 ~~can~~SC be70.00 ~~viewed online at www~~59,500.~~ctslink.com.~~00 Group 76 120000782140 ~~Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0~~ Jun-052006 ~~0.000%~~01-May-2005 ~~Original~~VT ~~Principal Balance 0~~90.00 ~~Jul-05 0~~141,300.~~000%~~00 ~~Current~~Group ~~Actual~~6 ~~Balance~~0000797154 ~~0.00~~Oct-2005 ~~Aug~~01-05May-2005 0OH 70.~~067%~~00 ~~Sep-05 0~~85,400.~~287%~~00 ~~Current~~Group ~~Foreclosure~~7 ~~Total~~0000724327 ~~Oct~~Feb-052006 ~~0.514% Loans in Foreclosure 12 Nov~~01-05Feb-2005 1NV 80.~~071%~~00 ~~Original Principal Balance 7~~388,~~754,350~~000.00 ~~Dec-05~~Group ~~1.301% Current Actual Balance~~ 7~~,742,466.93~~ ~~Jan-06~~0000731011 ~~1.343%~~ Feb-062006 ~~1.251%~~ 01-Mar-062005 ~~1.602%~~FL ~~Apr-06 1~~80.~~575%~~00 ~~May-06 1~~720,000.~~603%~~00 *TheGroup ~~text~~7 ~~reported~~0000739219 inSep-2005 ~~the~~01-Mar-2005 ~~above~~AZ ~~table~~80.00 is752,000.00 ~~presented~~Group ~~graphically~~7 on0000742809 ~~the~~Mar-2006 ~~monthly~~01-Mar-2005 ~~bond~~IL ~~remittance report~~80.00 ~~The monthly bond remittance report can be viewed online at www~~680,000.~~ctslink.com.~~00 Group 87 120000747279 ~~Month~~Feb-2006 ~~Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 1 Jun~~01-05Apr-2005 0FL 80.~~000%~~00 ~~Original Principal Balance 190~~584,~~800~~000.00 ~~Jul-05~~Group ~~0.000%~~7 ~~Current~~0000755378 ~~Actual~~Nov-2005 ~~Balance 189,232.85 Aug~~01-05Apr-2005 0IL 76.~~000%~~47 ~~Sep-05 0~~975,000.~~045%~~00 ~~Current~~Group ~~Foreclosure~~7 ~~Total~~0000759653 ~~Oct~~Feb-052006 ~~0.162% Loans in Foreclosure 8 Nov~~01-05Apr-2005 0NV 74.~~117%~~07 ~~Original Principal Balance~~ 1,~~779~~000,~~400~~000.00 ~~Dec-05~~Group ~~0.464%~~7 ~~Current~~0000770802 ~~Actual~~Nov-2005 ~~Balance~~01-May-2005 SC 78.43 1,~~776~~000,~~401~~000.6500 ~~Jan-06~~Group ~~0.309%~~7 0000780241 Feb-062006 ~~0.602% Mar~~01-~~06 0.600% Apr~~May-062005 0CA 80.~~547%~~00 ~~May-06 0~~526,400.~~513%~~00 *TheGroup ~~text~~8 ~~reported~~0000704614 inMar-2006 ~~the~~01-Feb-2005 ~~above~~NC ~~table~~90.00 is142,200.00 ~~presented~~Group ~~graphically~~8 on0000735383 ~~the~~May-2006 ~~monthly~~01-Mar-2005 ~~bond~~IL ~~remittance report~~90.00 ~~The monthly bond remittance report can be viewed online at www~~190,800.~~ctslink.com.~~00 Group 98 120000746834 ~~Month~~Feb-2006 ~~Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 Jun~~01-05Apr-2005 ~~0.000%~~CO ~~Original Principal Balance 0~~70.00 ~~Jul-05 0.~~406,000~~% Current Actual Balance 0~~.00 ~~Aug-05~~Group ~~0.000%~~8 ~~Sep-05~~0000754251 ~~0.000% Current Foreclosure Total Oct~~Dec-052005 ~~0.000% Loans in Foreclosure 0 Nov~~01-05Apr-2005 ~~0.000%~~NY ~~Original Principal Balance 0~~80.00 ~~Dec-05 0.~~312,000~~% Current Actual Balance 0~~.00 ~~Jan-06~~Group ~~0.000%~~8 0000778469 Feb-062006 ~~0.169% Mar~~01-~~06 0.049% Apr-06 0.050%~~ May-062005 0IL 80.00 260,000%.00 *TheGroup ~~text~~9 ~~reported~~0000688441 inJun-2006 ~~the~~12-Jan-2005 ~~above~~CA ~~table~~11.47 is54,500.00 ~~presented~~Group ~~graphically~~9 on0000703340 ~~the~~Jun-2006 ~~monthly~~26-Dec-2004 ~~bond~~IL ~~remittance report~~20.00 ~~The monthly bond remittance report can be viewed online at www~~34,000.~~ctslink.com.~~00

Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period ~~Month~~(continued) ~~Loan~~Current ~~First~~Paid ~~Original~~Current Approximate Loan ~~Entered~~Actual ~~Payment~~To ~~LTV~~Months atLoan ~~Principal~~Delinquent Group Number FCBalance Date ~~State~~Delinquent ~~Origination~~Rate ~~Balance~~Interest Group 1 0000663378 ~~Feb-2006~~2,385,504.46 01-~~Mar~~Sep-2005 MI7 706.00411% 2100,~~380,000~~885.0013 Group 1 0000737663 ~~Oct~~76,811.86 01-May-2005 11 7.371% 5,194.59 Group 1 0000749559 160,550.00 01-~~Mar~~Dec-2005 OH4 807.00091% 765,~~800~~124.0051 Group 2 0000726633 ~~May-2006~~234,500.00 01-~~Feb~~Dec-2005 IL4 705.00875% ~~234~~6,~~500~~448.0074 Group 2 0000729441 ~~Nov-2005~~525,000.00 01-~~May~~Jun-2005 NY10 707.00125% ~~525~~27,~~000~~343.0072 Group 2 0000734708 ~~May-2006~~228,000.00 01-~~Mar~~Dec-2005 IL4 806.00125% ~~228~~6,~~000~~555.00 Group 2 0000738184 ~~Feb-2006~~52,959.38 01-~~Mar~~Aug-2005 MI8 707.00500% 533,~~200~~133.0033 Group 2 0000747276 ~~Feb-2006~~207,750.00 01-~~Apr~~Oct-2005 DE6 758.00375% ~~207~~10,~~750~~387.0052 Group 2 0000752289 ~~Nov-2005~~318,716.18 01-~~Apr~~Jul-2005 IL9 806.00000% ~~320~~16,~~000~~348.0072 Group 2 0000759676 ~~Apr-2006~~184,335.19 01-~~May~~Nov-2005 MA5 706.00625% ~~185~~6,~~500~~701.0078 Group 2 0000777793 ~~Sep-2005~~160,510.00 01-~~May~~Apr-2005 CO12 706.00125% ~~160~~10,~~510~~767.0054 Group 2 0000779285 ~~Dec-2005~~64,000.00 01-~~May~~Aug-2005 SC8 756.29625% 643,~~000~~333.0030 Group 3 0000716391 ~~Nov-2005~~2,014,559.22 01-~~Feb~~Jul-2005 MI9 659.00500% 2156,~~015,000~~757.0084 Group 3 0000726738 ~~Nov-2005~~375,964.53 01-~~Mar~~Jul-2005 IL9 957.00000% ~~377~~23,~~530~~162.0052 Group 3 0000753480 ~~Nov-2005~~2,079,821.80 01-~~Apr~~Jul-2005 FL9 656.00375% 2116,~~080,000~~773.0025 Group 4 0000693686 ~~Nov-2005~~300,000.00 01-~~Mar~~Jun-2005 OH10 804.00750% ~~300~~13,~~000~~125.00 Group 4 0000729360 ~~Apr-2006~~153,252.00 01-~~May~~Oct-2005 IN6 706.00375% ~~153~~6,~~252~~130.0004 Group 5 0000726636 ~~Nov~~460,000.00 01-Jul-2005 9 6.000% 24,245.87 Group 6 0000697064 31,861.47 01-~~Mar~~Jun-2005 CO10 807.00500% ~~460~~2,~~000~~260.0028 Group 6 0000705053 ~~Nov-2005~~143,597.76 01-~~Apr~~Jun-2005 IL10 906.00375% ~~144~~8,~~000~~570.0035 Group 6 0000709163 ~~Sep-2005~~373,208.63 01-Mar-2005 NY13 907.00250% ~~373~~32,~~500~~471.0042 Group 6 ~~0000712921~~0000711016 ~~Apr-2006~~202,980.00 01-~~May~~Aug-2005 FL8 905.00750% ~~322~~9,~~450~~091.80 Group 6 0000713860 68,200.00 01-Jan-2006 3 6.875% 1,847.10 Group 6 0000714663 ~~Dec-2005~~96,028.95 01-~~Mar~~May-2005 MI11 777.00375% 967,~~250~~247.0049 Group 6 0000714667 ~~Dec-2005~~95,946.95 01-~~Feb~~May-2005 MI11 777.00250% 967,~~250~~110.0088 Group 6 0000716320 ~~Apr-2006~~128,100.00 01-~~Feb~~Nov-2005 OH5 696.62500% ~~128~~4,~~100~~576.0095 Group 6 ~~0000720007~~0000724398 ~~Feb~~126,687.40 01-Jan-2006 3 7.125% 3,556.84 Group 6 0000724403 126,424.21 01-~~Apr~~Jan-~~2005~~2006 NC3 807.00125% 983,~~560~~551.0008 Group 6 0000732659 ~~Feb-2006~~296,000.00 01-~~Apr~~May-2005 NC11 807.00500% ~~296~~22,~~000~~847.0050 Group 6 ~~0000740240~~0000740635 ~~Feb-2006~~202,400.00 01-~~Mar~~Dec-2005 UT4 707.00125% 766,~~300~~831.00 Group 6 ~~0000740635~~0000740887 ~~May-2006~~186,900.00 01-Mar-2005 IL13 806.00125% ~~202~~13,~~400~~433.0040 Group 6 0000741155 ~~Apr-2006~~205,200.00 01-~~Mar~~Nov-2005 IL5 807.00500% ~~205~~8,~~200~~528.0059 Group 6 0000742003 ~~Nov-2005~~215,599.99 01-~~Mar~~Jul-2005 CO9 706.00000% ~~215~~11,~~600~~116.0093 Group 6 0000746644 ~~Feb-2006~~65,347.35 01-~~May~~Sep-2005 MI7 807.00375% 653,~~600~~419.0078 Group 6 0000747039 ~~May-2006~~263,200.00 01-~~Apr~~Nov-2005 OH5 796.76500% ~~263~~9,~~200~~403.0094 Group 6 0000753141 ~~Mar-2006~~260,376.00 01-~~Apr~~Oct-2005 IL6 806.00875% ~~260~~11,~~400~~283.0005 Group 6 0000753349 ~~May-2006~~240,000.00 01-~~Apr~~Dec-2005 KY4 807.00750% ~~240~~8,~~000~~850.00 Group 6 0000754965 ~~Sep-2005~~140,250.00 01-~~Apr~~May-2005 CO11 756.00375% ~~140~~9,~~250~~116.0025 Group 6 0000758483 ~~Apr-2006~~75,500.00 01-~~May~~Jun-2005 MI10 797.47750% 755,~~500~~568.0012 Group 6 0000762272 ~~Mar-2006~~97,030.06 01-~~May~~Nov-2005 IL5 807.00000% 973,~~600~~740.0005 Group 6 0000762844 ~~May-2006~~127,400.00 01-~~May~~Feb-~~2005~~2006 IL2 706.00875% ~~127~~2,~~400~~760.0036 Group 6 ~~0000773137~~0000763034 ~~Sep-2005~~79,800.00 01-~~May~~Feb-~~2005~~2006 NY2 806.00875% ~~440~~1,~~000~~729.00 Group 6 ~~0000776328~~0000773137 ~~May-2006~~440,000.00 01-~~May~~Apr-2005 IL12 707.00625% ~~339~~37,~~500~~675.0063 Group 6 ~~0000776379~~0000776328 ~~Apr-2006~~339,500.00 01-~~May~~Dec-2005 MI4 766.82125% 429,~~250~~760.0062 Group 6 ~~0000781432~~0000776379 ~~Oct-2005~~42,250.00 01-~~May~~Jul-2005 SC9 707.00500% 592,~~500~~759.0046 Group 6 ~~0000797154~~0000781432 ~~Oct-2005~~59,500.00 01-~~May~~Jun-2005 OH10 706.00250% 853,~~400~~495.0072 Group 76 ~~0000724327~~0000782140 ~~Feb-2006~~140,308.62 01-~~Feb~~Jan-~~2005~~2006 NV3 807.00625% ~~388~~4,~~000~~231.0088 Group 76 ~~0000731011~~0000797154 ~~Feb-2006~~85,400.00 01-~~Mar~~May-2005 FL11 806.00500% ~~720~~5,~~000~~666.0057 Group 7 ~~0000731807~~0000724327 ~~Oct-2005~~388,000.00 01-~~Mar~~Sep-2005 NY7 906.91750% ~~400~~18,~~000~~915.0003 Group 7 ~~0000739219~~0000731011 ~~Sep-2005~~720,000.00 01-~~Mar~~Oct-2005 AZ6 807.00125% ~~752~~33,000.00 Group 7 ~~0000742809~~0000739219 ~~Mar-2006~~751,383.60 01-Mar-2005 IL13 807.00000% ~~680~~63,~~000~~022.0038 Group 7 ~~0000747279~~0000742809 ~~Feb-2006~~674,988.03 01-~~Apr~~Nov-2005 FL5 807.00125% ~~584~~27,000.0015 Group 7 ~~0000755378~~0000747279 ~~Nov-2005~~584,000.00 01-~~Apr~~Oct-2005 IL6 767.47125% ~~975~~26,~~000~~766.0056 Group 7 ~~0000759653~~0000755378 ~~Feb-2006~~974,180.88 01-Apr-2005 NV12 746.07875% 174,~~000,000~~872.0054 Group 7 ~~0000762758~~0000759653 ~~Dec-2005~~999,999.18 01-~~May~~Sep-2005 ID7 746.13875% 8849,~~950~~687.0047 Group 7 0000770802 ~~Nov-2005 01-May-2005 SC 78.43~~ 1,000,000.00 ~~Group 7 0000775981 Apr-2006~~ 01-May-2005 IL11 807.00000% ~~640~~73,~~000~~125.00 Group 7 0000780241 ~~Feb-2006 01-May-2005 CA 80.00~~ 526,400.00 ~~Group 8 0000704614 Mar-2006~~ 01-~~Feb~~Sep-2005 NC7 905.00125% ~~142~~19,~~200~~246.0050 Group 8 ~~0000725681~~0000704614 ~~Feb-2006~~141,881.43 01-~~Mar~~Apr-2005 LA12 787.46500% ~~102~~11,~~000~~734.0034 Group 8 0000735383 ~~May-2006~~189,232.85 01-~~Mar~~Dec-2005 IL4 907.00125% ~~190~~6,~~800~~372.0085 Group 8 0000746834 ~~Feb-2006~~406,000.00 01-~~Apr~~Oct-2005 CO6 706.00250% ~~406~~16,~~000~~240.00 Group 8 0000754251 ~~Dec-2005~~312,000.00 01-~~Apr~~Jul-2005 NY9 807.00625% ~~312~~20,~~000~~735.00 Group 8 ~~0000760928~~0000778469 ~~Oct-2005~~259,918.75 01-~~Apr~~Sep-2005 IL7 807.00500% ~~216~~13,~~000~~889.0043 Group 89 ~~0000768208~~0000688441 ~~Jan-2006~~54,376.82 0120-~~May~~Dec-2005 KY3 809.00375% ~~150~~1,~~400~~983.0064 Group 89 ~~0000778469~~0000703340 ~~Feb-2006~~33,679.64 0120-~~May~~Nov-2005 IL4 809.00000% ~~260~~1,~~000~~399.0098

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

~~Foreclosure~~Summary ~~Loan~~12 ~~Detail~~Month -Bankruptcy ~~All~~History* ~~Mortgage~~New Bankruptcy Loans Month Bankruptcy Percentage Loans in ~~Foreclosure~~Bankruptcy ~~during~~0 ~~Current~~Jul-05 ~~Period~~0.021% ~~(continued)~~Original ~~Current~~Principal ~~Paid~~Balance ~~Current~~0.00 ~~Approximate~~Aug-05 ~~Loan~~0.050% Current Actual ToBalance ~~Months~~0.00 ~~Loan~~Sep-05 ~~Delinquent~~0.086% ~~Group~~Oct-05 ~~Number~~0.146% ~~Balance~~Current ~~Date~~Bankruptcy ~~Delinquent~~Total ~~Rate~~Nov-05 ~~Interest~~0.270% ~~Group~~Loans 1in ~~0000663378~~Bankruptcy 270 Dec-05 0.327% Original Principal Balance 10,~~385~~677,~~504~~250.4600 01Jan-~~Sep-2005~~06 ~~6 6~~0.~~288~~323% 88Current Actual Balance 10,~~485~~619,004.7451 ~~Group~~Feb-06 10.413% ~~0000737663~~Mar-06 ~~76,811~~0.86409% 01Apr-06 0.443% May-~~2005~~06 100.430% 7Jun-06 0.~~248~~401% ~~4,735~~*The text reported in the above table is presented graphically on the monthly bond remittance report.08 ~~Group~~The 2monthly ~~0000726633~~bond ~~234,500~~remittance report can be viewed online at www.00ctslink.com. ~~01-Dec-2005~~Group 31 512 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 Jul-05 0.~~875~~000% ~~5,373.95~~Original ~~Group~~Principal 2Balance ~~0000729441~~0.00 ~~525,~~Aug-05 0.000% Current Actual Balance 0.00 01Sep-~~Jun~~05 0.000% Oct-~~2005~~05 90.015% 7Current Bankruptcy Total Nov-05 0.~~125~~015% ~~24,335~~Loans in Bankruptcy 1 Dec-05 0.91016% ~~Group~~Original 2Principal ~~0000734708~~Balance ~~228~~69,000.00 01Jan-~~Dec-2005~~06 ~~3 6~~0.~~125~~016% 5Current Actual Balance 70,~~462~~556.5042 ~~Group~~Feb-06 20.016% ~~0000738184~~Mar-06 ~~52,959~~0.38017% 01Apr-~~Aug-2005~~06 70.018% 7May-06 0.~~500~~019% ~~2,821~~Jun-06 0.13019% ~~Group~~*The 2text ~~0000747276~~reported ~~207,750.00~~in ~~01-Oct-2005~~the 5above 8table is presented graphically on the monthly bond remittance report.~~250%~~ ~~9,002~~The monthly bond remittance report can be viewed online at www.52ctslink.com. Group 2 ~~0000752289~~12 ~~318,716.18~~Month ~~01-~~Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 Jul-~~2005~~05 ~~8 6~~0.000% ~~14,870.32~~Original ~~Group~~Principal 2Balance ~~0000759676 184,335~~0.1900 01Aug-~~Nov-2005~~05 ~~4 6~~0.~~625~~081% ~~5,747.09~~Current ~~Group~~Actual 2Balance ~~0000777793 160,510~~0.00 01Sep-~~Apr~~05 0.086% Oct-~~2005~~05 110.222% 6Current Bankruptcy Total Nov-05 0.~~125~~566% Loans in Bankruptcy 9~~,998~~ Dec-05 0.43783% ~~Group~~Original 2Principal ~~0000779285~~Balance 641,~~000~~187,900.00 01Jan-~~Aug-2005~~06 ~~7 6~~0.~~625~~829% ~~2,999.97~~Current ~~Group~~Actual 3Balance ~~0000716391 2~~1,~~014~~187,~~559~~153.2263 01Feb-~~Jul-2005~~06 ~~8 9~~0.~~375~~946% ~~141,228~~Mar-06 0.95834% ~~Group~~Apr-06 30.889% ~~0000726738~~May-06 ~~375,964~~0.53808% 01Jun-~~Jul-2005~~06 ~~8 7~~0.~~000~~753% ~~21,066~~*The text reported in the above table is presented graphically on the monthly bond remittance report.11 The monthly bond remittance report can be viewed online at www.ctslink.com. Group 3 ~~0000753480~~12 ~~2,079,821.80~~Month ~~01-~~Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 Jul-~~2005~~05 ~~8 6~~0.~~375~~000% ~~106,157.50~~Original ~~Group~~Principal 4Balance ~~0000693686 300,000~~0.00 01Aug-~~Jun-2005~~05 ~~9 4~~0.~~750~~000% ~~12,031.25~~Current ~~Group~~Actual 4Balance ~~0000729360 153,252~~0.00 01Sep-05 0.000% Oct-~~2005~~05 50.000% 6Current Bankruptcy Total Nov-05 0.~~375~~175% ~~5,363~~Loans in Bankruptcy 0 Dec-05 0.78191% ~~Group~~Original 5Principal ~~0000726636~~Balance ~~460,000~~0.00 01Jan-~~Jul-2005~~06 ~~8 6~~0.~~000~~199% ~~22,041.70~~Current ~~Group~~Actual 6Balance ~~0000705053 143,597~~0.7600 01Feb-~~Jun-2005~~06 ~~9 6~~0.~~375~~211% ~~7,860~~Mar-06 0.02230% ~~Group~~Apr-06 60.256% ~~0000709163~~May-06 ~~373,208~~0.63000% 01Jun-~~Mar-2005~~06 ~~12 7~~0.~~250~~000% ~~30,319.27~~*The ~~Group~~text 6reported ~~0000712921~~in ~~322,450.00~~the ~~01-Dec-2005~~above 3table ~~7.250%~~is ~~9,236.85~~presented ~~Group~~graphically 6on ~~0000714663~~the ~~96,028.95~~monthly ~~01-May-2005~~bond 10remittance 7report.~~375%~~ ~~6,692.72~~The ~~Group~~monthly 6bond ~~0000714667~~remittance ~~95,946.95~~report ~~01-May-2005~~can 10be ~~7.250%~~viewed ~~6,566~~online at www.66ctslink.com. Group 64 ~~0000716320~~12 ~~128,100.00~~Month ~~01-Nov-2005~~Bankruptcy 4History* ~~6.500%~~New ~~3,923.10~~Bankruptcy ~~Group~~Loans 6Month ~~0000720007~~Bankruptcy ~~98,322.66~~Percentage ~~01-May-2005~~Loans 10in 5Bankruptcy 0 Jul-05 0.000% ~~4,516.62~~Original ~~Group~~Principal 6Balance ~~0000732659 296,000~~0.00 01Aug-~~May-2005~~05 ~~10 7~~0.~~500~~000% ~~21,090.00~~Current ~~Group~~Actual 6Balance ~~0000740240 76,300~~0.00 ~~01-~~Sep-~~2005~~05 ~~6 5~~0.~~875~~285% ~~2,797~~Oct-05 0.68293% ~~Group~~Current 6Bankruptcy ~~0000740635~~Total ~~202,400~~Nov-05 0.00427% ~~01-Dec-2005~~Loans in Bankruptcy 3 7Dec-05 0.~~125~~497% ~~5,692.50~~Original ~~Group~~Principal 6Balance ~~0000741155 205~~355,~~200~~920.00 01Jan-~~Nov-2005~~06 ~~4 7~~0.~~500~~514% 7Current Actual Balance 355,~~310~~817.2252 ~~Group~~Feb-06 60.756% ~~0000742003~~Mar-06 ~~215,599~~0.99780% 01Apr-~~Jul-2005~~06 80.653% 6May-06 0.~~000~~674% ~~10,106~~Jun-06 0.30325% ~~Group~~*The 6text ~~0000746644~~reported ~~65,347.35~~in ~~01-Sep-2005~~the 6above 7table is presented graphically on the monthly bond remittance report.~~375%~~ ~~3,041~~The monthly bond remittance report can be viewed online at www.04ctslink.com. Group 65 ~~0000747039~~12 ~~263,200.00~~Month ~~01-Nov-2005~~Bankruptcy 4History* 6New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 Jul-05 0.~~500~~000% ~~8,060~~Original Principal Balance 0.5200 ~~Group~~Aug-05 60.000% ~~0000753141~~Current ~~260,376~~Actual Balance 0.00 01Sep-05 0.000% Oct-~~2005~~05 ~~5 6~~0.~~875~~000% ~~9,872.68~~Current ~~Group~~Bankruptcy 6Total ~~0000753349~~Nov-05 ~~240,000~~0.00000% ~~01-~~Loans in Bankruptcy 0 Dec-~~2005~~05 ~~3 7~~0.~~750~~000% ~~7,375~~Original Principal Balance 0.00 ~~Group~~Jan-06 60.000% ~~0000754965~~Current ~~140,250~~Actual Balance 0.00 01Feb-~~May-2005~~06 ~~10 6~~0.~~375~~000% ~~8,415~~Mar-06 0.00000% ~~Group~~Apr-06 60.000% ~~0000758483~~May-06 ~~75,500~~0.00000% ~~01-~~Jun-~~2005~~06 ~~9 7~~0.~~750~~000% ~~5,104.11~~*The ~~Group~~text 6reported ~~0000762272~~in ~~97,112.91~~the ~~01-Oct-2005~~above 5table 7is presented graphically on the monthly bond remittance report.~~000%~~ ~~3,743~~The monthly bond remittance report can be viewed online at www.30ctslink.com. Group 6 ~~0000762844~~12 ~~127,400.00~~Month ~~01-Feb-2006~~Bankruptcy 1History* 6New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 Jul-05 0.~~875~~048% ~~2,070.27~~Original ~~Group~~Principal 6Balance ~~0000773137 440,000~~0.00 01Aug-~~Apr-2005~~05 ~~11 7~~0.~~625~~118% ~~34,997.90~~Current ~~Group~~Actual 6Balance ~~0000776328 339,500~~0.00 01Sep-~~Dec-2005~~05 ~~3 6~~0.125% ~~8,133~~Oct-05 0.85194% ~~Group~~Current 6Bankruptcy ~~0000776379~~Total ~~42,250~~Nov-05 0.00328% ~~01-Jul-2005~~Loans 8in 7Bankruptcy 26 Dec-05 0.~~500~~361% ~~2,508.60~~Original ~~Group~~Principal 6Balance ~~0000781432 59~~4,~~500~~031,130.00 01Jan-~~Jun-2005~~06 ~~9 6~~0.~~250~~364% 3Current Actual Balance 4,~~204~~028,098.41 ~~Group~~Feb-06 60.403% ~~0000797154~~Mar-06 ~~85,400~~0.00478% 01Apr-06 0.458% May-~~2005~~06 ~~10 6~~0.~~500~~457% ~~5,230~~Jun-06 0.68449% ~~Group~~*The 7text ~~0000724327~~reported ~~388,000.00~~in ~~01-Sep-2005~~the 6above ~~6.750%~~table ~~16,813.36~~is ~~Group~~presented 7graphically ~~0000731011~~on ~~720,000.00~~the ~~01-Oct-2005~~monthly 5bond 7remittance report.~~125%~~ ~~28,875~~The monthly bond remittance report can be viewed online at www.00ctslink.com. Group 7 ~~0000731807~~12 ~~400,~~Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 Jul-05 0.000% Original Principal Balance 0.00 01Aug-~~Jun-2005~~05 ~~9 7~~0.~~500~~000% ~~26,583.37~~Current ~~Group~~Actual 7Balance ~~0000739219 751,383~~0.6000 01Sep-~~Mar-2005~~05 ~~12 7~~0.000% ~~58,846~~Oct-05 0.57023% ~~Group~~Current 7Bankruptcy ~~0000742809~~Total ~~674,988.03 01-~~Nov-~~2005~~05 ~~4 7~~0.~~125~~072% ~~23,153~~Loans in Bankruptcy 2 Dec-05 0.04073% ~~Group~~Original 7Principal ~~0000747279~~Balance ~~584~~1,~~000~~491,400.00 01Jan-~~Oct-2005~~06 ~~5 7~~0.~~125~~000% 23Current Actual Balance 1,~~420~~484,699.7343 ~~Group~~Feb-06 70.314% ~~0000755378~~Mar-06 ~~974,180~~0.88134% ~~01-~~Apr-~~2005~~06 110.302% 6May-06 0.~~875~~307% ~~69,555~~Jun-06 0.45315% ~~Group~~*The 7text ~~0000759653~~reported ~~999,999.18~~in ~~01-Sep-2005~~the 6above 6table is presented graphically on the monthly bond remittance report.~~875%~~ ~~44,166~~The monthly bond remittance report can be viewed online at www.64ctslink.com. Group 78 ~~0000762758~~12 ~~88,950~~Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 Jul-05 0.011% Original Principal Balance 0.00 ~~01-~~Aug-~~2005~~05 ~~7 6~~0.~~500~~011% ~~4,086.09~~Current ~~Group~~Actual 7Balance ~~0000770802 1,000,000~~0.00 01Sep-~~May-2005~~05 ~~10 7~~0.~~000~~185% ~~67,500~~Oct-05 0.00365% ~~Group~~Current 7Bankruptcy ~~0000775981~~Total ~~634,565~~Nov-05 0.24607% ~~01-Jan-2006~~Loans 2in 7Bankruptcy 25 Dec-05 0.~~125~~824% ~~14,542.12~~Original ~~Group~~Principal 7Balance ~~0000780241 526~~3,328,400.00 01Jan-~~Sep-2005~~06 ~~6 5~~0.~~125~~846% 17Current Actual Balance 3,~~108~~280,388.0088 ~~Group~~Feb-06 80.916% ~~0000704614~~Mar-06 ~~141,881~~0.43961% ~~01-~~Apr-~~2005~~06 111.035% 7May-06 1.~~500~~054% ~~10,900~~Jun-06 0.53977% ~~Group~~*The 8text ~~0000725681~~reported ~~101,478.40~~in ~~01-Aug-2005~~the 7above 6table is presented graphically on the monthly bond remittance report.~~875%~~ ~~4,929~~The monthly bond remittance report can be viewed online at www.56ctslink.com. Group 89 ~~0000735383~~12 ~~189,232.85~~Month ~~01-Dec-2005~~Bankruptcy 3History* 7New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 Jul-05 0.~~125~~123% ~~5,313~~Original Principal Balance 0.0200 ~~Group~~Aug-05 80.130% ~~0000746834~~Current ~~406,000~~Actual Balance 0.00 01Sep-05 0.134% Oct-~~2005~~05 ~~5 6~~0.~~250~~141% ~~14,210.00~~Current ~~Group~~Bankruptcy 8Total ~~0000754251~~Nov-05 ~~312,000~~0.00180% ~~01-Jul-2005~~Loans 8in 7Bankruptcy 4 Dec-05 0.~~625~~205% ~~18,850.00~~Original ~~Group~~Principal 8Balance ~~0000760928 216~~213,~~000~~500.00 01Jan-~~Mar-2005~~06 ~~12 7~~0.~~625~~216% ~~18,204.33~~Current ~~Group~~Actual 8Balance ~~0000768208 149~~212,~~890~~290.22 01Feb-~~Aug-2005~~06 ~~7 6~~0.~~875~~151% ~~7,281~~Mar-06 0.61160% ~~Group~~Apr-06 80.217% ~~0000778469~~May-06 ~~259,918~~0.75231% 01Jun-~~Sep-2005~~06 ~~6 7~~0.~~500~~247% ~~12,346~~*The text reported in the above table is presented graphically on the monthly bond remittance report.16 The monthly bond remittance report can be viewed online at www.ctslink.com.

~~Summary 12 Month~~ Bankruptcy History*Detail ~~New~~- ~~Bankruptcy~~All ~~Loans~~Mortgage ~~Month Bankruptcy Percentage~~ Loans in Bankruptcy 3during ~~Jun-05~~Current ~~0.021%~~Period ~~Original~~Group ~~Principal~~Loan ~~Balance~~Month ~~413,100.00~~Loan ~~Jul-05~~First ~~0.021%~~State ~~Current~~LTV ~~Actual~~at ~~Balance~~Original ~~411,005.89~~Number ~~Aug-05~~Entered ~~0.050%~~Payment ~~Sep-05~~Origination ~~0.086%~~Principal ~~Current~~ Bankruptcy ~~Total~~Date ~~Oct-05~~Balance ~~0.146%~~Group ~~Loans~~1 in0000706985 ~~Bankruptcy~~Oct-2005 ~~77 Nov~~01-05Feb-2005 0OH 75.~~270%~~00 ~~Original Principal Balance 11~~69,~~828,902~~000.00 ~~Dec-05~~Group ~~0.327%~~2 ~~Current~~0000711452 ~~Actual Balance 11,769,525.74 Jan~~Dec-062005 ~~0.323% Feb~~01-~~06 0.413%~~ Mar-062005 ~~0.409%~~OH ~~Apr-06 0~~79.~~443%~~94 ~~May-06 0~~190,250.~~430%~~00 *TheGroup ~~text~~2 ~~reported~~0000722359 inNov-2005 ~~the~~01-Apr-2005 ~~above~~CO ~~table is presented graphically on the monthly bond remittance report~~70.00 ~~The monthly bond remittance report can be viewed online at www~~109,550.~~ctslink.com.~~00 Group 12 120000726421 ~~Month~~Nov-2005 ~~Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 Jun~~01-05Mar-2005 ~~0.000%~~NC ~~Original Principal Balance 0~~80.00 ~~Jul-05 0~~101,600.~~000%~~00 ~~Current~~Group ~~Actual~~2 ~~Balance~~0000748379 ~~0.00~~ Aug-052005 ~~0.000% Sep~~01-~~05 0.000% Current Bankruptcy Total Oct~~Mar-052005 ~~0.015%~~CA ~~Loans in Bankruptcy 1 Nov-05 0~~70.~~015%~~00 ~~Original Principal Balance 69~~224,000.00 Group 2 0000749158 Dec-052005 ~~0.016%~~01-May-2005 ~~Current~~MI ~~Actual~~80.00 ~~Balance 70~~52,~~380~~000.5700 ~~Jan-06~~Group ~~0.016%~~2 ~~Feb-06~~0000768273 ~~0.016% Mar~~Nov-062005 ~~0.017% Apr~~01-~~06 0.018%~~ May-062005 ~~0.019%~~CO *The text reported in the above table is presented graphically on the monthly bond remittance report70.00 ~~The monthly bond remittance report can be viewed online at www~~87,500.~~ctslink.com.~~00 Group 2 120000772060 ~~Month~~Dec-2005 ~~Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 Jun~~01-05May-2005 ~~0.000%~~TX ~~Original Principal Balance 0~~80.00 ~~Jul-05 0.~~192,000%.00 ~~Current~~Group ~~Actual~~2 ~~Balance~~0000783113 ~~0.00 Aug~~Nov-052005 ~~0.081% Sep~~01-05May-2005 0MO 91.~~086%~~65 ~~Current Bankruptcy Total Oct-05 0~~121,800.~~222%~~00 ~~Loans~~Group in2 ~~Bankruptcy~~0000791109 10 Nov-052005 ~~0.566%~~01-May-2005 ~~Original~~CO ~~Principal~~70.00 ~~Balance 1~~109,~~372,400~~200.00 ~~Dec-05~~Group ~~0.783%~~4 ~~Current~~0000707651 ~~Actual Balance 1,371,653.63 Jan~~Nov-062005 ~~0.829% Feb~~01-~~06 0.946%~~ Mar-062005 ~~0.834%~~IL ~~Apr-06 0~~74.~~889%~~89 ~~May-06 0~~170,000.~~808%~~00 *TheGroup ~~text~~4 ~~reported~~0000738985 inFeb-2006 ~~the~~01-Apr-2005 ~~above~~NC ~~table~~80.00 is104,000.00 ~~presented~~Group ~~graphically~~4 on0000758840 ~~the~~Dec-2005 ~~monthly~~01-May-2005 ~~bond~~KY ~~remittance~~80.00 ~~report~~81,920.00 ~~The~~Group ~~monthly~~6 ~~bond~~0000685998 ~~remittance~~Oct-2005 ~~report~~01-Feb-2005 ~~can~~CO be78.52 ~~viewed online at www~~212,000.~~ctslink.com.~~00 Group 36 120000702579 ~~Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0~~ Jun-052005 ~~0.000%~~01-Feb-2005 ~~Original~~VA ~~Principal Balance 0~~80.00 ~~Jul-05 0~~161,200.~~000%~~00 ~~Current~~Group ~~Actual~~6 ~~Balance~~0000703569 ~~0.00~~Oct-2005 ~~Aug~~01-05Feb-2005 0MI 80.~~000%~~00 ~~Sep-05 0~~90,400.~~000%~~00 ~~Current~~Group ~~Bankruptcy~~6 ~~Total~~0000709722 ~~Oct~~Jun-052005 ~~0.000% Loans in Bankruptcy 0 Nov~~01-05Feb-2005 ~~0.175%~~CA ~~Original Principal Balance 0~~70.00 ~~Dec-05 0~~290,500.~~191%~~00 ~~Current~~Group ~~Actual~~6 ~~Balance~~0000713224 ~~0.00 Jan~~Oct-062005 ~~0.199% Feb~~01-~~06 0.211%~~ Mar-062005 ~~0.230%~~OH ~~Apr-06 0~~77.~~256%~~89 ~~May-06 0.~~74,000%.00 *TheGroup ~~text~~6 ~~reported~~0000719208 inMar-2006 ~~the~~01-Mar-2005 ~~above~~WA ~~table~~75.00 is123,750.00 ~~presented~~Group ~~graphically~~6 on0000721853 ~~the~~May-2006 ~~monthly~~01-Feb-2005 ~~bond~~NH ~~remittance report~~70.00 ~~The monthly bond remittance report can be viewed online at www~~116,200.~~ctslink.com.~~00 Group 46 120000725981 ~~Month~~Oct-2005 ~~Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 Jun~~01-05Mar-2005 ~~0.000%~~OH ~~Original Principal Balance 0~~80.00 ~~Jul-05 0.~~72,000%.00 ~~Current~~Group ~~Actual~~6 ~~Balance~~0000725983 ~~0.00 Aug~~Oct-052005 ~~0.000% Sep~~01-05Mar-2005 0OH 80.~~285%~~00 ~~Current Bankruptcy Total Oct-05 0~~68,000.~~293%~~00 ~~Loans~~Group in6 ~~Bankruptcy~~0000727418 5 Nov-052005 ~~0.427%~~01-Feb-2005 ~~Original~~SD ~~Principal Balance 764,720~~75.00 ~~Dec-05 0.497% Current Actual Balance 764~~78,~~553~~750.00 ~~Jan-06~~Group ~~0.514%~~6 0000728363 Feb-062006 ~~0.756%~~ 01-Mar-062005 ~~0.780%~~MD ~~Apr-06 0~~75.~~653%~~00 ~~May-06 0~~277,500.~~674%~~00 *TheGroup ~~text~~6 ~~reported~~0000729431 inNov-2005 ~~the~~01-Feb-2005 ~~above~~IL ~~table~~80.00 is139,200.00 ~~presented~~Group ~~graphically~~6 on0000731280 ~~the~~Dec-2005 ~~monthly~~01-Mar-2005 ~~bond~~IL ~~remittance~~80.00 ~~report~~180,000.00 ~~The~~Group ~~monthly~~6 ~~bond~~0000735364 ~~remittance~~Dec-2005 ~~report~~01-Apr-2005 ~~can~~CO be69.63 ~~viewed online at www~~226,300.~~ctslink.com.~~00 Group 56 120000735980 ~~Month~~Mar-2006 ~~Bankruptcy~~01-Mar-2005 History*CA ~~New~~80.00 ~~Bankruptcy~~278,000.00 ~~Loans~~Group ~~Month~~6 ~~Bankruptcy~~0000744016 ~~Percentage~~Nov-2005 ~~Loans in Bankruptcy 0 Jun~~01-05Apr-2005 ~~0.000%~~FL ~~Original Principal Balance 0~~80.00 ~~Jul-05 0.~~160,000%.00 ~~Current~~Group ~~Actual~~6 ~~Balance~~0000745225 ~~0.00 Aug~~Mar-052006 ~~0.000% Sep~~01-05Apr-2005 0MI 80.~~000%~~00 ~~Current Bankruptcy Total Oct-05 0~~119,200.~~000%~~00 ~~Loans~~Group in6 ~~Bankruptcy~~0000752704 0 Nov-052005 ~~0.000%~~01-May-2005 ~~Original~~CO ~~Principal Balance 0~~70.00 ~~Dec-05 0.~~245,000~~% Current Actual Balance 0~~.00 ~~Jan-06~~Group ~~0.000%~~6 ~~Feb-06~~0000759572 ~~0.000% Mar~~Nov-062005 ~~0.000% Apr~~01-~~06 0.000%~~ May-062005 0NC 70.~~000%~~00 *The128,730.00 ~~text~~Group ~~reported~~6 in0000760179 ~~the~~May-2006 ~~above~~01-Apr-2005 ~~table~~GA is80.00 ~~presented~~80,000.00 ~~graphically~~Group on6 ~~the~~0000763400 ~~monthly~~Nov-2005 ~~bond~~01-May-2005 ~~remittance~~OR ~~report~~85.94 ~~The~~146,100.00 ~~monthly~~Group ~~bond~~6 ~~remittance~~0000770585 ~~report~~Aug-2005 ~~can~~01-May-2005 beNJ ~~viewed~~80.00 ~~online at www~~212,000.~~ctslink.com.~~00 Group 6 120000771000 ~~Month~~Oct-2005 ~~Bankruptcy~~01-May-2005 History*MI ~~New~~80.00 ~~Bankruptcy~~100,000.00 ~~Loans~~Group ~~Month~~6 ~~Bankruptcy~~0000774412 ~~Percentage~~May-2006 ~~Loans in Bankruptcy 3 Jun~~01-05May-2005 0IL 79.~~000%~~97 ~~Original Principal Balance 413~~216,~~100~~900.00 ~~Jul-05~~Group ~~0.048%~~6 ~~Current~~0000782849 ~~Actual~~Mar-2006 ~~Balance 411,005.89 Aug~~01-05May-2005 0MI 90.~~118%~~00 ~~Sep-05 0~~131,400.~~125%~~00 ~~Current~~Group ~~Bankruptcy~~6 ~~Total~~0000783006 Oct-052005 ~~0.194% Loans in Bankruptcy 27 Nov~~01-05May-2005 ~~0.328%~~MI ~~Original Principal Balance 4,218,030~~80.00 ~~Dec-05 0.361% Current Actual Balance 4~~104,~~215,074~~000.8800 ~~Jan-06~~Group ~~0.364%~~7 0000728505 Feb-062006 ~~0.403%~~ 01-Mar-062005 ~~0.478%~~IL ~~Apr-06 0~~70.~~458%~~00 ~~May-06 0~~553,000.~~457%~~00 *TheGroup ~~text~~7 ~~reported~~0000772763 inApr-2006 ~~the~~01-May-2005 ~~above~~GA ~~table~~80.00 is938,400.00 ~~presented~~Group ~~graphically~~8 on0000651380 ~~the~~Nov-2005 ~~monthly~~01-Nov-2004 ~~bond~~WA ~~remittance~~73.26 ~~report~~105,500.00 ~~The~~Group ~~monthly~~8 ~~bond~~0000656810 ~~remittance~~Dec-2005 ~~report~~01-May-2005 ~~can~~IN be77.78 ~~viewed online at www~~56,000.~~ctslink.com.~~00 Group 78 120000670344 ~~Month~~Feb-2006 ~~Bankruptcy~~01-Dec-2004 History*GA ~~New~~61.78 ~~Bankruptcy~~128,500.00 ~~Loans~~Group ~~Month~~8 ~~Bankruptcy~~0000693317 ~~Percentage~~Oct-2005 ~~Loans in Bankruptcy 0 Jun~~01-05Apr-2005 ~~0.000%~~MI ~~Original Principal Balance 0~~80.00 ~~Jul-05 0.~~240,000%.00 ~~Current~~Group ~~Actual~~8 ~~Balance~~0000707099 ~~0.00~~Oct-2005 ~~Aug~~01-05Mar-2005 0IN 96.~~000%~~96 ~~Sep-05 0~~89,200.~~000%~~00 ~~Current~~Group ~~Bankruptcy~~8 ~~Total~~0000712511 ~~Oct~~Apr-052006 001-Mar-2005 SC 80.~~023%~~00 ~~Loans~~143,200.00 inGroup ~~Bankruptcy~~8 20000714482 Nov-052005 ~~0.072%~~01-Feb-2005 ~~Original~~PA ~~Principal~~80.00 ~~Balance 1~~46,~~491,~~400.00 ~~Dec-05~~Group ~~0.073%~~8 ~~Current~~0000714803 ~~Actual Balance 1,484,699.43 Jan~~Nov-062005 ~~0.000%~~ 01-Feb-062005 ~~0.314%~~TX ~~Mar-06 0~~80.~~134%~~00 ~~Apr-06 0~~212,000.~~302%~~00 ~~May-06~~Group ~~0.307%~~8 *The0000715385 ~~text~~Sep-2005 ~~reported~~01-Feb-2005 inNH ~~the~~95.00 ~~above~~294,500.00 ~~table~~Group is8 ~~presented~~0000721686 ~~graphically~~Feb-2006 on01-Mar-2005 ~~the~~NC ~~monthly~~79.99 ~~bond remittance report~~170,950.00 ~~The~~Group ~~monthly~~8 ~~bond~~0000723657 ~~remittance~~Sep-2005 ~~report~~01-Apr-2005 ~~can~~MI be35.62 ~~viewed online at www~~130,000.~~ctslink.com.~~00 Group 8 120000724288 ~~Month~~Mar-2006 ~~Bankruptcy~~01-Mar-2005 History*WA ~~New~~70.00 ~~Bankruptcy~~217,000.00 ~~Loans~~Group ~~Month~~8 ~~Bankruptcy~~0000725024 ~~Percentage~~Nov-2005 ~~Loans in Bankruptcy 0 Jun~~01-05Mar-2005 0KS 88.~~000%~~52 ~~Original Principal Balance 0~~108,000.00 ~~Jul-05~~Group ~~0.011%~~8 ~~Current~~0000728339 ~~Actual~~Nov-2005 ~~Balance~~01-Mar-2005 0NV 80.00 ~~Aug-05 0~~73,600.~~011%~~00 ~~Sep-05~~Group ~~0.185%~~8 ~~Current~~0000730961 ~~Bankruptcy Total~~ Oct-052005 ~~0.365% Loans in Bankruptcy 28 Nov~~01-05Mar-2005 0MI 80.~~607%~~00 ~~Original Principal Balance 3~~66,~~699,852~~400.00 Group 8 0000735626 Dec-052005 ~~0.824%~~01-Mar-2005 ~~Current~~CO ~~Actual~~80.00 ~~Balance 3~~206,~~650,929~~400.0100 ~~Jan-06~~Group ~~0.846%~~8 ~~Feb-06~~0000749761 ~~0.916% Mar~~Oct-062005 ~~0.961%~~ 01-Apr-062005 1PA 80.~~035%~~00 ~~May-06 1~~152,000.~~054%~~00 *TheGroup ~~text~~8 ~~reported~~0000753632 inSep-2005 ~~the~~01-May-2005 ~~above~~LA ~~table~~70.00 is92,400.00 ~~presented~~Group ~~graphically~~8 on0000759690 ~~the~~Sep-2005 ~~monthly~~01-Apr-2005 ~~bond~~FL ~~remittance~~60.25 ~~report~~122,300.00 ~~The~~Group ~~monthly~~8 ~~bond~~0000762340 ~~remittance~~Nov-2005 ~~report~~01-Apr-2005 ~~can~~NC be80.00 ~~viewed online at www~~147,200.~~ctslink.com.~~00 Group 98 120000768961 ~~Month~~Apr-2006 ~~Bankruptcy~~01-May-2005 History*IA ~~New~~65.00 ~~Bankruptcy~~33,800.00 ~~Loans~~Group ~~Month~~8 ~~Bankruptcy~~0000773093 ~~Percentage~~Feb-2006 ~~Loans in Bankruptcy 0 Jun~~01-05Apr-2005 ~~0.000%~~NC ~~Original Principal Balance 0~~75.00 ~~Jul-05 0~~147,750.~~123%~~00 ~~Current~~Group ~~Actual~~8 ~~Balance~~0000780598 ~~0.00~~Dec-2005 ~~Aug~~01-05May-2005 0IN 80.~~130%~~00 ~~Sep-05 0~~239,500.~~134%~~00 ~~Current~~Group ~~Bankruptcy~~8 ~~Total~~0000781130 Oct-052005 001-May-2005 VA 80.~~141%~~00 ~~Loans~~50,000.00 inGroup ~~Bankruptcy~~8 40000785341 Nov-052005 ~~0.180%~~01-May-2005 ~~Original~~IN ~~Principal~~90.00 ~~Balance 213~~55,~~500~~800.00 ~~Dec-05~~Group ~~0.205%~~9 ~~Current~~0000709728 ~~Actual Balance 212,235.22 Jan~~Jun-062005 ~~0.216%~~ 01-Feb-062005 ~~0.151%~~CA ~~Mar-06 0~~24.~~160%~~94 ~~Apr-06 0~~103,500.~~217%~~00 ~~May-06~~Group ~~0.231%~~9 *The0000712460 ~~text~~Apr-2006 ~~reported~~01-Feb-2005 inCT ~~the~~26.46 ~~above~~50,000.00 ~~table~~Group is9 ~~presented~~0000731360 ~~graphically~~Dec-2005 on18-Feb-2005 ~~the~~IL ~~monthly~~10.00 ~~bond remittance report~~22,500.00 ~~The~~Group ~~monthly~~9 ~~bond~~0000739945 ~~remittance~~Nov-2005 ~~report~~01-Mar-2005 ~~can~~AZ be14.71 ~~viewed online at www~~37,500.~~ctslink.com.~~00

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period (continued) Group Loan ~~Month~~Current ~~Loan~~Paid ~~First~~To ~~State~~Months ~~LTV~~Current atApproximate ~~Original~~ Number ~~Entered~~Actual ~~Payment~~Date ~~Origination~~Delinquent ~~Principal~~Loan ~~Bankruptcy~~Rate ~~Date~~Delinquent Balance Interest Group 1 0000706985 ~~Oct-2005~~70,556.42 01-~~Feb~~Jun-~~2005~~2006 OH(1) 757.00371% ~~69,000~~410.0032 Group 2 0000711452 ~~Dec-2005~~190,249.99 01-~~Mar~~Feb-~~2005~~2006 OH2 796.94250% ~~190~~3,~~250~~725.0076 Group 2 0000722359 ~~Nov-2005~~109,546.14 01-~~Apr~~May-~~2005~~2006 CO0 705.00625% ~~109,550~~958.0054 Group 2 0000726421 ~~Nov-2005 01-Mar-2005 NC 80.00~~ 101,~~600~~599.0074 ~~Group 2 0000735995 Oct-2005~~ 01-~~Apr~~Nov-2005 CA5 906.00125% ~~184~~3,~~500~~407.0081 Group 2 0000748379 ~~Aug-2005~~224,000.00 01-~~Mar~~May-~~2005~~2006 CA0 707.00750% ~~224~~2,~~000~~730.00 Group 2 0000749158 ~~Dec-2005~~51,844.19 01-~~May~~Aug-2005 MI8 807.00500% 523,~~000~~067.0049 Group 2 0000768273 ~~Nov-2005~~87,499.99 01-~~May~~Feb-~~2005~~2006 CO2 707.00375% 871,~~500~~750.0002 Group 2 0000772060 ~~Dec-2005~~191,424.67 01-~~May~~Aug-2005 TX8 807.00500% ~~192~~11,~~000~~326.0015 Group 2 0000783113 ~~Nov-2005~~121,788.92 01-May-~~2005~~2006 MO0 917.65500% ~~121~~1,~~800~~446.0024 Group 2 0000791109 ~~Nov-2005~~109,199.99 01-May-~~2005~~2006 CO0 705.00875% ~~109~~1,~~200~~001.00 Group 4 0000707651 ~~Nov-2005 01-Mar-2005 IL 74.89 170~~169,~~000~~897.0052 ~~Group 4 0000719896 Sep-2005~~ 01-~~Feb~~Jun-~~2005~~2006 WA(1) 706.00375% ~~335,300~~849.0054 Group 4 ~~0000736886~~0000738985 ~~Sep-2005 01-Mar-2005 KS 70.00 73~~104,~~500~~000.00 ~~Group 4 0000738985 Feb-2006~~ 01-Apr-~~2005~~2006 NC0 807.00000% ~~104~~1,~~000~~148.0034 Group 4 0000758840 ~~Dec-2005~~81,920.00 01-May-~~2005~~2006 KY0 807.00375% ~~81,920~~955.0074 Group 6 0000685998 ~~Oct-2005~~212,000.00 01-~~Feb~~May-~~2005~~2006 CO0 786.52500% ~~212~~2,~~000~~164.0016 Group 6 0000702579 ~~Jun-2005~~161,200.00 01-~~Feb~~Jun-~~2005~~2006 VA(1) 805.00125% ~~161,200~~638.0008 Group 6 0000703569 ~~Oct-2005~~90,374.42 01-~~Feb~~May-2005 MI11 807.00625% 907,~~400~~098.0013 Group 6 0000709722 ~~Jun-2005~~290,499.99 01-~~Feb~~May-~~2005~~2006 CA0 705.00500% ~~290~~2,~~500~~481.0036 Group 6 0000713224 ~~Oct-2005~~73,999.97 01-~~Mar~~May-~~2005~~2006 OH0 776.89250% ~~74,000~~724.0060 Group 6 0000719208 ~~Mar-2006~~123,750.00 01-~~Mar~~Jan-~~2005~~2006 WA3 756.00750% ~~123~~3,~~750~~287.0010 Group 6 0000721853 ~~May-2006~~115,210.52 01-~~Feb~~Oct-2005 NH6 706.00375% ~~116~~4,~~200~~592.0046 Group 6 0000725981 ~~Oct-2005~~72,000.00 01-~~Mar~~Nov-2005 OH5 807.00125% 722,~~000~~835.00 Group 6 0000725983 ~~Oct-2005~~68,000.00 01-~~Mar~~Jul-2005 OH9 807.00125% 684,~~000~~207.0050 Group 6 0000727418 ~~Nov-2005~~78,711.23 01-~~Feb~~May-~~2005~~2006 SD0 755.00875% ~~78,750~~721.0052 Group 6 0000728363 ~~Feb-2006~~277,499.97 01-~~Mar~~May-~~2005~~2006 MD0 755.00375% ~~277~~2,~~500~~312.0050 Group 6 0000729431 ~~Nov-2005~~139,200.00 01-~~Feb~~May-~~2005~~2006 IL0 806.00375% ~~139~~1,~~200~~392.00 Group 6 0000731280 ~~Dec-2005~~179,995.00 01-~~Mar~~May-~~2005~~2006 IL0 805.00750% ~~180~~1,~~000~~612.0048 Group 6 0000735364 ~~Dec-2005~~226,300.00 01-~~Apr~~May-~~2005~~2006 CO0 696.63500% ~~226~~2,~~300~~310.0014 Group 6 0000735980 ~~Mar-2006 01-Mar-2005 CA 80.00~~ 278,000.00 ~~Group 6 0000740887 Aug-2005~~ 01-~~Mar~~Jul-2005 MI9 706.00000% ~~186~~14,~~900~~334.0032 Group 6 0000744016 ~~Nov-2005~~160,000.00 01-~~Apr~~May-~~2005~~2006 FL0 807.00625% ~~160~~1,~~000~~933.0034 Group 6 0000745225 ~~Mar-2006~~118,530.14 01-~~Apr~~Oct-2005 MI6 807.00250% ~~119~~5,~~200~~416.0086 Group 6 0000752704 ~~Nov-2005~~244,999.83 01-May-~~2005~~2006 CO0 706.00000% ~~245~~2,~~000~~296.0088 Group 6 0000759572 ~~Nov-2005~~128,681.84 01-May-~~2005~~2006 NC0 706.00500% ~~128~~1,~~730~~313.0068 Group 6 0000760179 ~~May-2006~~78,923.02 01-~~Apr~~Dec-2005 GA4 806.00875% 802,~~000~~558.0099 Group 6 0000763400 ~~Nov-2005~~146,056.31 01-May-~~2005~~2006 OR0 856.94000% ~~146~~1,~~100~~369.0031 Group 6 0000770585 ~~Aug-2005~~212,000.00 01-May-~~2005~~2006 NJ0 806.00375% ~~212~~2,~~000~~120.00 Group 6 0000771000 ~~Oct-2005~~100,000.00 01-~~May~~Apr-2005 MI12 807.00750% ~~100~~8,~~000~~604.0012 Group 6 0000774412 ~~May-2006~~216,799.39 01-May-~~2005~~2006 IL0 797.97250% ~~216~~2,~~900~~484.0016 Group 6 0000782849 ~~Mar-2006~~131,366.78 01-~~May~~Oct-2005 MI6 907.00250% ~~131~~6,~~400~~007.0012 Group 6 0000783006 ~~Oct-2005~~104,000.00 01-~~May~~Apr-2005 MI12 807.00750% ~~104~~8,~~000~~948.0038 Group 7 0000728505 ~~Feb-2006~~546,299.43 01-Mar-~~2005~~2006 IL1 706.00875% ~~553~~9,~~000~~039.0074 Group 7 0000772763 ~~Apr-2006 01-May-2005 GA 80.00~~ 938,400.00 ~~Group 8 0000633145 Nov-2005~~ 01-~~Feb~~Jun-2005 TX10 807.00750% ~~169~~70,~~152~~380.00 Group 8 0000651380 ~~Nov-2005~~103,045.74 01-~~Nov~~Jun-~~2004~~2006 WA(1) 735.26875% ~~105,500~~473.0075 Group 8 0000656810 ~~Dec-2005~~55,704.80 01-~~May~~Oct-2005 IN6 776.78875% 562,~~000~~406.0038 Group 8 0000670344 ~~Feb-2006~~126,085.39 01-~~Dec~~May-~~2004~~2006 GA0 616.78000% ~~128~~1,~~500~~182.0070 Group 8 0000693317 ~~Oct-2005~~239,593.76 01-~~Apr~~May-2005 MI11 807.00250% ~~240~~17,~~000~~755.0078 Group 8 0000707099 ~~Oct-2005~~87,942.60 01-~~Mar~~May-~~2005~~2006 IN0 966.96625% ~~89,200~~916.0055 Group 8 0000712511 ~~Apr-2006~~142,390.96 01-~~Mar~~Dec-2005 SC4 809.00000% ~~143~~6,~~200~~116.0045 Group 8 0000714482 ~~Nov-2005~~45,860.17 01-~~Feb~~Apr-~~2005~~2006 PA0 807.00500% ~~46,400~~544.0037 Group 8 0000714803 ~~Nov-2005~~211,203.46 01-~~Feb~~Jun-2005 TX10 807.00500% ~~212~~14,~~000~~983.0032 Group 8 0000715385 ~~Sep-2005~~290,834.15 01-~~Feb~~May-~~2005~~2006 NH0 957.00500% ~~294~~3,~~500~~455.0007 Group 8 0000721686 ~~Feb-2006~~168,607.19 01-Mar-~~2005~~2006 NC1 795.99875% ~~170~~2,~~950~~315.0079 Group 8 0000723657 ~~Sep-2005~~128,213.47 01-~~Apr~~May-~~2005~~2006 MI0 356.62250% ~~130~~1,~~000~~256.0007 Group 8 0000724288 ~~Mar-2006~~214,172.69 01-Mar-~~2005~~2006 WA1 706.00125% ~~217~~3,~~000~~075.0048 Group 8 0000725024 ~~Nov-2005~~106,298.67 01-~~Mar~~Apr-~~2005~~2006 KS0 887.52250% ~~108~~1,~~000~~218.0068 Group 8 0000728339 ~~Nov-2005~~72,804.34 01-~~Mar~~May-~~2005~~2006 NV0 807.00875% ~~73,600~~910.0040 Group 8 0000730961 ~~Oct-2005~~66,243.65 01-~~Mar~~May-2005 MI11 807.00250% 664,~~400~~909.0068 Group 8 0000735626 ~~Dec-2005 01-Mar-2005 CO 80.00 206~~203,~~400~~133.0005 ~~Group 8 0000735739 Dec-2005~~ 01-~~Mar~~May-~~2005~~2006 IN0 795.98875% 991,~~100~~863.0009 Group 8 0000749761 ~~Oct-2005~~150,007.09 01-~~Apr~~May-~~2005~~2006 PA0 806.00500% ~~152~~1,~~000~~532.0008 Group 8 0000753632 ~~Sep-2005~~87,850.02 01-~~May~~Jun-~~2005~~2006 LA(1) 706.00125% ~~92,400~~422.0056 Group 8 0000759690 ~~Sep-2005 01-Apr-2005 FL 60.25 122~~111,~~300~~134.0041 ~~Group 8 0000762032 Sep-2005~~ 01-~~Apr~~Jun-~~2005~~2006 TX(1) 806.00625% ~~103,200~~580.0022 Group 8 0000762340 ~~Nov-2005~~145,268.88 01-~~Apr~~Jun-~~2005~~2006 NC(1) 806.00875% ~~147,200~~787.0060 Group 8 0000768961 ~~Apr-2006~~33,686.92 01-~~May~~Aug-2005 IA8 657.00500% 331,~~800~~993.0024 Group 8 0000773093 ~~Feb-2006~~147,743.16 01-~~Apr~~Jun-~~2005~~2006 NC(1) 756.00250% ~~147,750~~723.0036 Group 8 0000780598 ~~Dec-2005~~237,329.51 01-~~May~~Mar-~~2005~~2006 IN1 807.00125% ~~239~~4,~~500~~001.0047 Group 8 0000781130 ~~Oct-2005~~49,434.80 01-May-~~2005~~2006 VA0 806.00875% ~~50,000~~535.0079 Group 8 0000785341 ~~Nov-2005~~55,800.00 01-~~May~~Apr-2005 IN12 906.00875% 554,~~800~~207.0085 Group 9 0000709728 ~~Jun-2005~~102,545.98 0120-~~Feb~~May-~~2005~~2006 CA(1) 249.~~94 103,~~500% 767.0038 Group 9 0000712460 49,952.03 20-Apr-2006 ~~01-Feb-2005~~(1) ~~CT 26~~8.46375% ~~50,000~~326.0097 Group 9 0000731360 ~~Dec-2005~~22,322.21 1820-~~Feb~~May-~~2005~~2006 IL(1) 109.00625% ~~22,500~~169.0052 Group 9 0000739945 ~~Nov-2005~~37,470.00 0120-~~Mar~~May-~~2005~~2006 AZ(1) 1410.71375% ~~37,500~~307.0011

~~Bankruptcy~~Realized Loss Detail Report - ~~All Mortgage~~ Loans inwith ~~Bankruptcy~~Losses during Current Period ~~(continued)~~Summary ~~Group~~# ~~Loan~~Loans ~~Current~~Prior ~~Paid~~Realized ~~To Months~~ Current ~~Approximate~~with ~~Number~~ Actual ~~Date Delinquent Loan Rate Delinquent Balance Interest Group 1 0000706985 70,380.57 01-May-2006~~ Loss/(1Gain) ~~7.248%~~Loss ~~402.15~~ Group 2Losses ~~0000711452~~Balance ~~190,249.99~~Amount ~~01-Feb-2006~~Percentage ~~1 6.250% 2,794.32~~ Group 21 ~~0000722359 109,546.14 01-Apr-2006~~ 0 50.~~625% 958.54 Group 2 0000726421 101,599.74 01-Nov-2005 4 6.125% 2,920.98 Group 2 0000735995 184,500.~~00 ~~01-Apr-2006~~ 0 6.~~875% 1,998.74 Group 2 0000748379 224,000.~~00 ~~01-Apr-2006~~ 0 7.~~625~~000% ~~2,683.33~~ Group 2 0000749158 51,844.19 01-Aug-2005 7 7.500% 2,761.84 Group 2 0000768273 87,499.99 01-Feb-2006 1 7.375% 1,239.60 Group 2 0000772060 191,424.67 01-Aug-2005 7 7.500% 10,197.57 Group 2 0000783113 121,788.92 01-Apr-2006 0 ~~7.500% 1,446.24 Group 2 0000791109 109,199.99 01-Apr-2006~~ 0 5.~~875% 1,001.~~00 ~~Group 4 0000707651 169,908.44 01-May-2006 (1) 6.375% 849.75 Group 4 0000719896 335,224.57 01-Apr-2006~~ 0 5.~~375% 2,793.54 Group 4 0000736886 73,499.99 01-Mar-2006 0 6.375% 735.~~00 ~~Group 4 0000738985 104,000.00 01-Mar-2006~~ 0 7.000% ~~1,148.34~~ Group 43 ~~0000758840 81,920.00 01-Apr-2006~~ 0 70.~~375% 955.74 Group 6 0000685998 212,000.~~00 ~~01-Apr-2006~~ 0 6.~~500% 2,164.16 Group 6 0000702579 161,200.~~00 ~~01-Apr-2006~~ 0 5.~~125~~000% ~~1,276.16~~ Group 64 ~~0000703569 90,374.42 01-May-2005 10 7.625% 6,552.12 Group 6 0000709722 290,499.99 01-Apr-2006~~ 0 ~~5.500% 2,481.36 Group 6 0000713224 73,999.97 01-Apr-2006~~ 0 6.~~250% 724.60 Group 6 0000719208 123,750.~~00 ~~01-Jan-2006 2 6~~0.~~750% 2,629.68 Group 6 0000721853 115,210.52 01-Oct-2005 5 6.375% 4,020.42 Group 6 0000725981 72,000.~~00 ~~01-Nov-2005 4 7~~0.~~125% 2,430.00 Group 6 0000725983 68,~~000~~.00 01-Jul-2005 8 7.125~~% ~~3,825.00~~ Group ~~6 0000727418 78,711.42 01-Apr-2006 0~~ 5~~.875%~~ ~~721.52 Group 6 0000728363 277,499.97 01-Apr-2006~~ 0 ~~5.375% 2,312.50 Group 6 0000729431 139,200.00 01-Apr-2006~~ 0 6.~~375% 1,392.~~00 ~~Group 6 0000731280 179,995.00 01-Apr-2006~~ 0 5.~~750% 1,612.50 Group 6 0000735364 226,300.~~00 ~~01-Apr-2006~~ 0 6.~~500% 2,310.14 Group 6 0000735980 278,~~000~~.00 01-Jul-2005 8 6.000~~% ~~13,031.20~~ Group 6 ~~0000740887~~0 ~~186,900~~0.00 ~~01-Mar-2005 12 6~~0.~~125% 12,537.84 Group 6 0000744016 160,000.~~00 ~~01-Apr-2006~~ 0 7.~~625~~000% ~~1,933.34~~ Group ~~6 0000745225 118,530.14 01-Oct-2005 5~~ 7~~.250%~~ ~~4,741.74 Group 6 0000752704 244,999.83 01-Apr-2006~~ 0 ~~6.000% 2,296.88 Group 6 0000759572 128,684.47 01-Apr-2006~~ 0 6.~~500% 1,313.70 Group 6 0000760179 78,995.98 01-Nov-2005 4 6.875% 2,561.39 Group 6 0000763400 146,057.~~00 ~~01-Apr-2006~~ 0 6.~~000% 1,369.34 Group 6 0000770585 212,000.~~00 ~~01-Apr-2006~~ 0 6.~~375% 2,120.00 Group 6 0000771000 100,~~000~~.00 01-Apr-2005 11 7.750~~% ~~7,989.54~~ Group ~~6 0000774412 216,799.39 01-Feb-2006 1 7.250% 3,726.24 Group 6 0000782849 131,366.78 01-Oct-2005 5 7.250% 5,254.50 Group 6 0000783006 104,000.00 01-Apr-2005 11 7.750%~~ 8~~,309.21~~ ~~Group 7 0000728505 546,299.43 01-Mar-2006~~ 0 60.~~875% 6,029.28 Group 7 0000772763 938,400.~~00 01-Jun-2005 9 7.750% 64,515.00 Group 8 0000633145 167,711.63 01-Oct-2005 5 6.375% 5,852.51 Group 8 0000651380 103,363.76 01-May-2006 (1) 5.875% 474.29 Group 8 0000656810 55,704.80 01-Oct-2005 5 6.875% 2,106.53 Group 8 0000670344 126,224.69 01-Apr-2006 0 6.~~000% 1,184.~~00 ~~Group 8 0000693317 239,593.76 01-May-2005 10 7.250% 16,396.59 Group 8 0000707099 88,030.73 01-Apr-2006~~ 0 6.~~625% 917.45 Group 8 0000712511 142,390.96 01-Dec-2005 3 9.~~000% ~~5,096.09~~ Group ~~8 0000714482 45,860.17 01-Apr-2006 0 7.500% 544.82 Group 8 0000714803 211,203.46 01-Jun-2005~~ 9 ~~7.500% 13,740.24 Group 8 0000715385 291,074.13 01-Apr-2006~~ 0 ~~7.500% 3,457.91 Group 8 0000721686 168,607.19 01-Mar-2006~~ 0 5.~~875%~~00 ~~1,544.71 Group 8 0000723657 128,345.43 01-Apr-2006~~ 0 6.~~250%~~00 ~~1,257.36 Group 8 0000724288 214,172.69 01-Mar-2006~~ 0 6.~~125~~000% ~~2,051.40~~Total ~~Group 8 0000725024 106,458.21 01-Mar-2006~~ 0 ~~7.250% 1,220.80 Group 8 0000728339 73,024.22 01-Jan-2006 2 7.875% 1,823.54 Group 8 0000730961 66,243.65 01-May-2005 10 7.250% 4,533.91 Group 8 0000735626 203,582.59 01-Mar-2006~~ 0 5.~~875%~~00 ~~1,864.77 Group 8 0000735739 98,027.50 01-Apr-2006~~ 0 7.~~500%~~00 ~~1,164.55 Group 8 0000749761 150,154.49 01-Apr-2006~~ 0 6.~~500~~000% 1,533.58 Group 8 0000753632 88,185.88 01-May-2006 (1) 6.125% 424.16 Group 8 0000759690 111,402.48 01-May-2006 (1) 6.625% 581.61 Group 8 0000762032 102,118.27 01-Apr-2006 0 7.875% 1,277.38 Group 8 0000762340 145,402.83 01-May-2006 (1) 6.875% 788.32 Group 8 0000768961 33,686.92 01-Aug-2005 7 7.500% 1,794.63 Group 8 0000773093 147,749.28 01-Apr-2006 0 6.250% 1,446.72 Group 8 0000780598 237,329.51 01-Mar-2006 0 7.125% 2,668.80 Group 8 0000781130 49,479.78 01-Apr-2006 0 6.875% 536.27 Group 8 0000785341 55,800.00 01-Apr-2005 11 6.875% 3,909.02 Group 9 0000709728 102,545.98 20-Apr-2006 (1) 9.250% 746.02 Group 9 0000712460 49,952.03 20-Mar-2006 (1) 8.125% 316.57 Group 9 0000731360 22,342.21 20-Apr-2006 (1) 9.375% 164.91 Group 9 0000739945 37,395.00 20-Apr-2006 (1) 10.125% 299.32

Realized Loss Loan Detail Report - Loans ~~with~~With Losses during Current Period ~~Summary~~Original #Current ~~Loans~~Loan ~~Prior~~Principal ~~Realized~~Note ~~Current~~LTV ~~with~~at ~~Actual~~Original ~~Loss/(Gain) Loss~~ Group ~~Losses~~Number Balance ~~Amount~~Rate ~~Percentage~~State ~~Group~~Origination 1Term 0No ~~0.00~~Losses ~~0.00~~this 0.000% Group 2 1 131,600.00 35,074.39 0.021% Group 3 0 0.00 0.00 0.000% Group 4 0 0.00 0.00 0.000% Group 5 0 0.00 0.00 0.000% Group 6 3 64,052.73 162,420.28 0.018% Group 7 0 0.00 0.00 0.000% Group 8 0 0.00 0.00 0.000% Group 9 1 0.00 (32,766.72) (0.036)% Total 5 195,652.73 164,727.95 0.006%Period

Realized Loss Loan Detail Report - Loans With Losses during Current Period ~~Original~~(continued) ~~Current~~Prior Cumulative Loan ~~Principal~~Actual ~~Note~~Realized ~~LTV~~Realized ~~at Original~~ Group Number Balance ~~Rate~~Loss/(Gain) ~~State~~Loss/(Gain) ~~Origination~~No ~~Term~~Losses ~~Group~~this 2 0000685668 131,600.00 8.250% PA 80.00 360 Group 6 0000697064 32,000.00 7.500% MI 80.00 360 Group 6 0000698042 32,000.00 7.500% MI 80.00 360 Group 6 0000731097 240,800.00 5.750% GA 80.00 360 Group 9 0000685678 32,900.00 10.500% PA 20.00 300Period

Realized Loss ~~Loan~~Report ~~Detail~~- ~~Report~~Collateral Summary MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.007% 3 Month Average 0.336% 12 Month Average 0.002% 12 Month Average 0.119% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2005 ~~Loans~~0.000% ~~With~~N/A ~~Losses~~Jul-2005 ~~during~~0.000% N/A Aug-2005 0.000% N/A Aug-2005 0.000% N/A Sep-2005 0.000% N/A Sep-2005 0.000% N/A Oct-2005 0.002% N/A Oct-2005 0.175% N/A Nov-2005 0.000% N/A Nov-2005 0.000% N/A Dec-2005 0.000% N/A Dec-2005 0.000% N/A Jan-2006 0.000% N/A Jan-2006 0.000% N/A Feb-2006 0.000% N/A Feb-2006 0.000% N/A Mar-2006 0.005% 0.001% Mar-2006 0.251% 0.036% Apr-2006 0.016% 0.002% Apr-2006 0.755% 0.098% May-2006 0.006% 0.002% May-2006 0.252% 0.119% Jun-2006 0.000% 0.002% Jun-2006 0.000% 0.119% *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 ~~(continued)~~0.000% ~~Prior~~Current ~~Cumulative~~Month ~~Loan~~0.000% ~~Actual~~3 ~~Realized~~Month ~~Realized~~Average ~~Group~~0.087% ~~Number~~3 ~~Balance~~Month Average 12.780% 12 Month Average 0.029% 12 Month Average 11.535% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2005 0.000% N/~~(Gain)~~A ~~Loss~~Jul-2005 0.000% N/~~(Gain)~~A ~~Group~~Aug-2005 20.000% ~~0000685668~~N/A ~~131,600~~Aug-2005 0.00000% ~~35,074~~N/A Sep-2005 0.39000% ~~35,074~~N/A Sep-2005 0.39000% ~~Group~~N/A 6Oct-2005 ~~0000697064~~0.023% ~~31,861~~N/A Oct-2005 0.47000% ~~33,845~~N/A Nov-2005 0.78000% ~~33,845~~N/A Nov-2005 0.78000% ~~Group~~N/A 6Dec-2005 ~~0000698042~~0.000% ~~32,191~~N/A Dec-2005 0.26000% ~~27,493~~N/A Jan-2006 0.69000% ~~27,493~~N/A Jan-2006 0.69000% ~~Group~~N/A 6Feb-2006 ~~0000731097~~0.000% N/A Feb-2006 0.00000% ~~101,080~~N/A Mar-2006 0.81058% ~~101,080~~0.81007% ~~Group~~Mar-2006 9100.075% ~~0000685678~~8.340% Apr-2006 0.00192% 0.023% Apr-2006 0.000% 8.340% May-2006 0.069% 0.029% May-2006 38.340% 11.535% Jun-2006 0.000% 0.029% Jun-2006 0.000% 11.535% *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 (~~32,766~~MDR): sum(Beg Scheduled Balance of Liquidated Loans)/ sum(Beg Scheduled Balance).72 Conditional Default Rate (CDR): 1-((1-MDR)^12) SDA Standard Default Assumption: If WAS is less than or equal to 30 then CDR / (WAS * 0.0002) 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)

~~Realized~~Prepayment ~~Loss~~Detail ~~Report~~ - ~~Collateral~~Prepayments ~~Summary~~during ~~MDR SDA~~ Current ~~Month~~Period ~~0.007%~~Summary ~~Current~~Loans ~~Month~~Paid ~~0.301%~~In 3Full ~~Month~~Repurchased ~~Average~~Loans ~~0.009%~~Original ~~3 Month Average 0.436% 12 Month Average 0.002% 12 Month Average 0.124% MDR:~~ Current ~~vs.~~Original ~~12mo Average* SDA:~~ Current ~~vs.~~Principal ~~12mo~~Scheduled Average*Principal ~~Month~~Scheduled ~~Current~~Group ~~12mo~~Count ~~Avg.~~Balance ~~Month~~Balance ~~Current~~Count ~~12mo~~Balance ~~Avg.~~Balance ~~Jun-2005~~Group ~~0.000%~~1 ~~N/A~~39 ~~Jun-2005 0~~11,422,763.~~000%~~00 ~~N/A Jul-2005 0~~11,348,712.~~000%~~20 ~~N/A Jul-2005~~ 0~~.000%~~ ~~N/A Aug-2005~~ 0.~~000%~~00 ~~N/A Aug-2005~~ 0.~~000%~~00 ~~N/A~~Group ~~Sep-2005~~2 ~~0.000%~~55 ~~N/A Sep-2005 0~~12,077,474.~~000%~~00 ~~N/A Oct-2005 0~~12,057,239.~~002%~~10 ~~N/A Oct-2005~~ 0~~.175%~~ ~~N/A Nov-2005~~ 0.~~000%~~00 ~~N/A Nov-2005~~ 0.~~000%~~00 ~~N/A~~Group ~~Dec-2005~~3 ~~0.000%~~17 ~~N/A Dec-2005 0~~8,247,436.~~000%~~00 ~~N/A Jan-2006 0~~8,240,331.~~000%~~88 ~~N/A Jan-2006~~ 0~~.000%~~ ~~N/A Feb-2006~~ 0.~~000%~~00 ~~N/A Feb-2006~~ 0.~~000%~~00 ~~N/A~~Group ~~Mar-2006~~4 ~~0.005%~~17 03,909,915.~~001%~~00 ~~Mar-2006 0~~3,882,903.~~251%~~57 0~~.036%~~ ~~Apr-2006~~ 0.~~016%~~00 0.~~002%~~00 ~~Apr-2006~~Group ~~0.755%~~5 ~~0.098%~~7 May-2006 0.007% 0.002% May-2006 0.301% 0.124% *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 0.083% Current Month 49.493% 3 ~~Month Average 0~~,183,827.~~111%~~00 3 ~~Month Average 49~~,183,628.~~856%~~20 ~~12 Month Average~~ 0~~.030%~~ ~~12 Month Average 12.464% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jun-2005~~ 0.~~000%~~00 ~~N/A Jun-2005~~ 0.~~000%~~00 ~~N/A~~Group ~~Jul-2005~~6 ~~0.000%~~132 ~~N/A Jul-2005 0~~24,013,562.~~000%~~00 ~~N/A Aug-2005 0~~23,940,191.~~000%~~52 ~~N/A Aug-2005~~ 0~~.000%~~ ~~N/A Sep-2005~~ 0.~~000%~~00 ~~N/A Sep-2005~~ 0.~~000%~~00 ~~N/A~~Group ~~Oct-2005~~7 ~~0.023%~~20 ~~N/A Oct-2005 0~~11,468,727.~~000%~~00 ~~N/A Nov-2005 0~~11,441,061.~~000%~~95 ~~N/A Nov-2005~~ 0~~.000%~~ ~~N/A Dec-2005~~ 0.~~000%~~00 ~~N/A Dec-2005~~ 0.~~000%~~00 ~~N/A~~Group ~~Jan-2006~~8 ~~0.000%~~44 ~~N/A Jan-2006 0~~10,222,327.~~000%~~00 ~~N/A Feb-2006 0~~10,146,328.~~000%~~76 ~~N/A Feb-2006~~ 0~~.000%~~ ~~N/A Mar-2006~~ 0.~~058%~~00 0.~~007%~~00 ~~Mar-2006~~Group ~~100.075%~~9 ~~8.340%~~95 ~~Apr-2006 0~~5,888,810.~~192%~~00 05,093,038.~~023%~~79 ~~Apr-2006~~ 0~~.000%~~ ~~8.340% May-2006~~ 0.~~083%~~00 0.~~030%~~00 ~~May-2006~~Total ~~49.493%~~426 1290,434,841.~~464%~~00 *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report89,333,435.97 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 /~~ 0.600 ~~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)~~00

Prepayment Detail - Prepayments during Current Period (continued) Summary Substitution Loans ~~Paid~~Liquidated ~~In Full Repurchased~~ Loans Curtailments Original Current Original Current Principal Scheduled Principal Scheduled Curtailment Group Count Balance Balance Count Balance Balance Amount Group 1 520 ~~18,483,290~~0.00 ~~17,669,210~~0.6500 0 0.00 0.00 352,920.05 Group 2 520 ~~11,600,035~~0.00 ~~11,559,543~~0.3600 0 0.00 0.00 11,165.57 Group 3 310 ~~15,581,613~~0.00 ~~15,285,804~~0.2500 0 0.00 0.00 85,117.61 Group 4 150 ~~3,453,392~~0.00 ~~3,432,149~~0.2700 0 0.00 0.00 (103,374.98) Group 5 50 ~~1,904,800~~0.00 ~~1,903,624~~0.4100 0 0.00 0.00 5,678.71 Group 6 ~~116~~0 ~~22,646,099~~0.00 ~~22,577,194~~0.4500 0 0.00 0.00 205,763.86 Group 7 170 ~~8,147,900~~0.00 ~~8,119,036~~0.8400 0 0.00 0.00 361,332.65 Group 8 370 ~~6,214,427~~0.00 ~~6,151,289~~0.8700 0 0.00 0.00 185,120.23 Group 9 ~~104~~0 ~~6,641,231~~0.5700 ~~5,971,537~~0.6600 0 0.00 0.00 546,691.71 Total ~~429~~0 ~~94,672,787~~0.5700 ~~92,669,390~~0.7600 0 0.00 0.00 1,650,415.41

Prepayment Detail - Prepayments during Current Period (continued) Summary Substitution Loans Liquidated Loans Curtailments Original Current Original Current Principal Scheduled Principal Scheduled Curtailment Group Count Balance Balance Count Balance Balance Amount Group 1 0 0.00 0.00 0 0.00 0.00 290,569.62 Group 2 0 0.00 0.00 1 131,600.00 131,600.00 14,850.40 Group 3 0 0.00 0.00 0 0.00 0.00 (573.33) Group 4 0 0.00 0.00 0 0.00 0.00 184,860.98 Group 5 0 0.00 0.00 0 0.00 0.00 6,839.56 Group 6 0 0.00 0.00 2 64,000.00 63,202.10 224,458.75 Group 7 0 0.00 0.00 0 0.00 0.00 273,586.04 Group 8 0 0.00 0.00 0 0.00 0.00 121,292.62 Group 9 0 0.00 0.00 0 0.00 0.00 131,153.85 Total 0 0.00 0.00 3 195,600.00 194,802.10 1,247,038.49

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount Group 1 0000648053 NC 80.00 01-Feb-2005 151,920.00 150,442.81 Group 1 0000651101 PA 80.00 01-Apr-2005 444,000.00 447,570.95 Group 1 0000676209 MD 61.30 01-Mar-2005 108,500.00 110,388.02 Group 1 0000682040 IL 62.50 01-Apr-2005 425,000.00 420,843.12 Group 1 0000694293 VA 80.00 01-Apr-2005 479,200.00 491,893.85 Group 1 0000701960 SC 80.00 01-Feb-2005 79,200.00 79,047.99 Group 1 0000701982 CO 77.59 01-Feb-2005 225,000.00 1,974.45 Group 1 0000704603 CA 75.16 01-Jan-2005 575,000.00 579,483.85 Group 1 0000707163 UT 60.11 01-Feb-2005 167,700.00 163,353.06 Group 1 0000707563 CA 62.96 01-Mar-2005 850,000.00 855,310.58 Group 1 0000709686 SC 80.00 01-Feb-2005 119,920.00 118,190.84 Group 1 0000710318 CA 60.00 01-Mar-2005 1,200,000.00 1,221,966.17 Group 1 0000712297 CA 80.00 01-Feb-2005 556,400.00 567,418.89 Group 1 0000712811 IL 90.00 01-Apr-2005 171,000.00 171,284.89 Group 1 0000714158 MD 80.00 01-Apr-2005 704,000.00 712,277.79 Group 1 0000717529 CA 74.12 01-Mar-2005 189,000.00 193,898.74 Group 1 0000718991 MD 80.00 01-Mar-2005 608,000.00 621,273.59 Group 1 0000720143 FL 69.88 01-Feb-2005 116,000.00 117,721.31 Group 1 0000721549 PA 75.00 01-Feb-2005 712,500.00 1,143.32 Group 1 0000721779 IL 75.00 01-Mar-2005 195,000.00 197,218.68 Group 1 0000723367 SC 75.00 01-Mar-2005 243,750.00 250,147.60 Group 1 0000727276 OH 100.00 01-Mar-2005 120,000.00 99,560.10 Group 1 0000730888 SC 95.00 01-Mar-2005 204,250.00 204,414.98 Group 1 0000731178 CO 70.00 01-Apr-2005 109,550.00 109,708.99 Group 1 0000732258 DC 75.00 01-Apr-2005 1,143,750.00 1,165,371.70 Group 1 0000734175 KY 79.63 01-Apr-2005 107,500.00 107,162.14 Group 1 0000734583 CA 71.92 01-Mar-2005 262,500.00 269,405.95 Group 1 0000736067 MA 75.00 01-Apr-2005 297,000.00 295,711.41 Group 1 0000736254 FL 75.00 01-Apr-2005 630,000.00 629,999.98 Group 1 0000737741 FL 74.18 01-Apr-2005 337,500.00 347,202.84 Group 1 0000740505 SC 80.00 01-Apr-2005 420,000.00 430,916.10 Group 1 0000744156 TN 77.00 01-Apr-2005 219,450.00 220,805.89 Group 1 0000747332 NC 80.00 01-Mar-2005 245,600.00 245,599.99 Group 1 0000747694 DE 89.20 01-Apr-2005 365,700.00 364,001.74 Group 1 0000748156 MI 66.19 01-Apr-2005 116,500.00 118,944.52 Group 1 0000750496 CA 75.00 01-Apr-2005 303,750.00 308,969.27 Group 1 0000751054 NJ 75.00 01-May-2005 262,500.00 267,236.41 Group 1 0000751793 PA 75.00 01-May-2005 95,250.00 96,222.36 Group 1 0000752539 DE 85.00 01-May-2005 492,150.00 492,096.68 Group 1 0000758003 OR 79.99 01-May-2005 133,500.00 136,172.27 Group 1 0000759250 CA 80.00 01-May-2005 400,000.00 406,775.48 Group 1 0000759944 NY 65.72 01-May-2005 427,150.00 427,149.99 Group 1 0000764609 MT 70.00 01-May-2005 154,000.00 153,846.44 Group 1 0000764803 CA 59.21 01-Apr-2005 225,000.00 224,301.43 Group 1 0000767898 CA 80.00 01-Apr-2005 252,000.00 261,418.60 Group 1 0000776292 CA 80.00 01-May-2005 504,000.00 508,893.91 Group 1 0000779137 GA 80.00 01-May-2005 280,000.00 281,969.72 Group 1 0000780383 FL 80.00 01-May-2005 440,000.00 441,739.08 Group 1 0000782649 CA 80.00 01-May-2005 465,600.00 466,673.79 Group 1 0000789945 NC 80.00 01-May-2005 390,000.00 388,859.42 Group 1 0000792457 CA 77.98 01-May-2005 464,000.00 460,689.65 Group 1 0000799025 IL 69.67 01-May-2005 294,000.00 293,722.88 Group 2 0000598695 GA 70.00 01-Feb-2005 210,000.00 209,667.61 Group 2 0000685668 PA 80.00 01-Mar-2005 131,600.00 131,600.00 Group 2 0000688327 CA 70.00 01-Mar-2005 261,450.00 261,449.98 Group 2 0000692566 NJ 63.16 01-Mar-2005 300,000.00 286,450.35 Group 2 0000703577 CA 79.45 01-Feb-2005 333,700.00 333,700.00 Group 2 0000709040 FL 80.00 01-Feb-2005 204,000.00 203,999.97 Group 2 0000711836 ME 70.00 01-Feb-2005 166,950.00 164,950.00 Group 2 0000714227 IL 69.99 01-Feb-2005 183,850.00 180,665.89 Group 2 0000717470 NV 75.00 01-Mar-2005 97,425.00 97,425.00 Group 2 0000719477 CA 70.00 01-Feb-2005 189,000.00 188,999.99 Group 2 0000721653 AZ 80.00 01-Feb-2005 135,200.00 135,199.99 Group 2 0000724223 CA 70.00 01-Mar-2005 231,000.00 230,563.57 Group 2 0000724363 MD 80.00 01-Apr-2005 240,800.00 234,536.30 Group 2 0000724657 NV 80.00 01-Mar-2005 155,200.00 155,196.42 Group 2 0000724945 MI 90.00 01-May-2005 105,750.00 105,749.99 Group 2 0000725083 VA 75.00 01-Mar-2005 127,500.00 127,499.99 Group 2 0000725617 CA 69.57 01-Mar-2005 224,000.00 223,999.99 Group 2 0000727367 IL 70.00 01-Feb-2005 111,300.00 109,265.04 Group 2 0000728313 CA 70.00 01-Feb-2005 185,500.00 185,500.00 Group 2 0000730064 CA 70.00 01-Mar-2005 182,000.00 182,000.00 Group 2 0000731784 IL 75.00 01-Mar-2005 281,250.00 276,859.57 Group 2 0000732992 CA 63.33 01-Mar-2005 332,500.00 332,499.99 Group 2 0000734408 CA 70.00 01-Mar-2005 112,700.00 112,700.00 Group 2 0000734532 FL 80.00 01-Mar-2005 320,000.00 319,600.00 Group 2 0000734956 CA 70.00 01-Apr-2005 316,400.00 316,400.00 Group 2 0000736408 CA 70.00 01-Mar-2005 455,000.00 455,000.00 Group 2 0000739604 NV 70.00 01-Apr-2005 158,200.00 158,199.99 Group 2 0000739675 IL 80.00 01-Mar-2005 344,000.00 344,000.00 Group 2 0000739939 CA 80.00 01-May-2005 236,000.00 235,998.98 Group 2 0000740343 MA 70.00 01-Apr-2005 381,500.00 381,500.00 Group 2 0000743325 NC 90.00 01-Mar-2005 251,100.00 251,099.99 Group 2 0000745347 NV 79.98 01-Apr-2005 232,400.00 232,399.99 Group 2 0000748926 AZ 80.00 01-Mar-2005 144,000.00 144,000.00 Group 2 0000750138 IL 80.00 01-Apr-2005 356,800.00 356,538.16 Group 2 0000752854 GA 80.00 01-Apr-2005 130,000.00 129,999.99 Group 2 0000753630 KS 80.00 01-Apr-2005 106,780.00 106,698.55 Group 2 0000755025 CA 70.00 01-May-2005 125,930.00 125,597.61 Group 2 0000755372 IL 63.78 01-Apr-2005 118,000.00 116,452.86 Group 2 0000757525 CA 55.88 01-May-2005 228,000.00 228,000.00 Group 2 0000760684 CO 80.00 01-Apr-2005 148,000.00 148,000.00 Group 2 0000762164 CO 70.00 01-Apr-2005 264,600.00 264,599.99 Group 2 0000763062 MI 68.36 01-May-2005 302,850.00 302,753.78 Group 2 0000766465 CA 80.00 01-May-2005 312,000.00 312,000.00 Group 2 0000767155 CA 80.00 01-Apr-2005 220,000.00 220,000.00 Group 2 0000767855 AZ 70.00 01-May-2005 58,100.00 58,083.99 Group 2 0000776021 CA 80.00 01-May-2005 148,800.00 148,769.22 Group 2 0000780389 GA 70.00 01-May-2005 224,000.00 217,491.15 Group 2 0000782858 CA 70.00 01-May-2005 346,500.00 346,499.99 Group 2 0000784919 IL 79.99 01-May-2005 226,300.00 226,300.00 Group 2 0000786586 CA 79.76 01-May-2005 335,000.00 335,000.00 Group 2 0000789385 AZ 79.97 01-May-2005 209,000.00 208,987.07 Group 2 0000792301 CA 70.00 01-May-2005 259,000.00 258,999.99 Group 2 0000793904 NV 79.75 01-May-2005 270,700.00 270,699.99 Group 3 0000626970 VA 80.00 01-Mar-2005 437,780.00 437,279.99 Group 3 0000708580 CA 70.00 01-Feb-2005 427,000.00 426,100.00 Group 3 0000720352 CA 70.00 01-Feb-2005 497,000.00 497,000.00 Group 3 0000723355 CO 80.00 01-Mar-2005 489,600.00 489,437.45 Group 3 0000726450 CA 80.00 01-Feb-2005 446,400.00 446,400.00 Group 3 0000730582 VA 95.00 01-Mar-2005 362,900.00 362,891.97 Group 3 0000732073 IL 37.04 01-May-2005 400,000.00 214,999.99 Group 3 0000736388 CA 70.00 01-Mar-2005 910,000.00 909,778.57 Group 3 0000737200 NH 48.00 01-Apr-2005 480,000.00 479,999.98 Group 3 0000738689 CA 75.00 01-Mar-2005 671,250.00 671,250.00 Group 3 0000739373 CA 80.00 01-Apr-2005 444,000.00 444,000.00 Group 3 0000743237 CA 70.00 01-Apr-2005 770,000.00 770,000.00 Group 3 0000746875 CA 79.97 01-Apr-2005 384,000.00 384,000.00 Group 3 0000748870 CT 80.00 01-May-2005 479,920.00 379,919.99 Group 3 0000749242 NJ 70.00 01-Apr-2005 367,500.00 367,499.98 Group 3 0000749684 CA 80.00 01-Apr-2005 513,600.00 513,600.00 Group 3 0000751900 MA 75.00 01-Apr-2005 570,000.00 569,998.35 Group 3 0000755659 FL 70.00 01-Apr-2005 875,000.00 872,499.89 Group 3 0000756956 IL 77.26 01-Apr-2005 401,000.00 400,999.98 Group 3 0000760705 CA 80.00 01-May-2005 528,000.00 528,000.00 Group 3 0000760729 CA 75.00 01-May-2005 442,500.00 442,499.99 Group 3 0000765815 CA 80.00 01-May-2005 379,200.00 379,199.97 Group 3 0000767286 IL 64.86 01-May-2005 360,000.00 359,722.32 Group 3 0000771489 MD 79.34 01-May-2005 480,000.00 480,000.00 Group 3 0000771714 CA 80.00 01-May-2005 593,600.00 593,600.00 Group 3 0000772652 CA 80.00 01-May-2005 392,000.00 391,999.98 Group 3 0000775490 AZ 80.00 01-May-2005 544,800.00 538,158.53 Group 3 0000775677 IL 76.22 01-May-2005 500,000.00 499,999.98 Group 3 0000776485 VA 75.00 01-May-2005 412,500.00 412,499.99 Group 3 0000779789 CA 80.00 01-May-2005 456,000.00 456,000.00 Group 3 0000782011 VA 70.00 01-May-2005 566,063.00 566,062.99 Group 4 0000705897 CA 62.03 01-Feb-2005 147,000.00 143,252.07 Group 4 0000719826 AZ 80.00 01-Mar-2005 84,000.00 83,999.99 Group 4 0000722967 NJ 63.43 01-Mar-2005 164,922.00 162,429.81 Group 4 0000724426 CA 80.00 01-Mar-2005 263,200.00 263,200.00 Group 4 0000729961 CA 80.00 01-Mar-2005 239,600.00 239,589.99 Group 4 0000730045 CA 76.80 01-Mar-2005 288,000.00 280,623.69 Group 4 0000740174 CA 80.00 01-Apr-2005 300,000.00 298,999.99 Group 4 0000741922 OR 80.00 01-Mar-2005 229,200.00 229,199.18 Group 4 0000742242 CA 70.00 01-Mar-2005 336,000.00 336,000.00 Group 4 0000746512 NV 79.99 01-Mar-2005 201,950.00 199,484.21 Group 4 0000752777 CA 70.00 01-Apr-2005 549,500.00 549,496.86 Group 4 0000754806 MD 79.99 01-May-2005 223,000.00 220,227.67 Group 4 0000758182 CA 70.00 01-May-2005 206,500.00 203,745.94 Group 4 0000759932 AZ 80.00 01-May-2005 120,800.00 120,800.00 Group 4 0000763196 CA 80.00 01-May-2005 99,720.00 99,720.00 Group 5 0000684285 CA 80.00 01-Mar-2005 364,000.00 364,000.00 Group 5 0000732888 CA 69.73 01-Apr-2005 362,600.00 362,580.36 Group 5 0000735322 CA 80.00 01-Mar-2005 404,400.00 404,398.91 Group 5 0000759318 CA 70.00 01-May-2005 385,000.00 384,000.00 Group 5 0000784788 NM 80.00 01-May-2005 388,800.00 388,645.14 Group 6 0000651815 MD 70.00 01-Nov-2004 174,930.00 170,963.60 Group 6 0000669229 VA 71.23 01-Mar-2005 104,000.00 103,382.72 Group 6 0000680523 IA 80.00 01-Apr-2005 123,748.00 123,746.00 Group 6 0000693009 IL 75.00 01-Mar-2005 232,500.00 228,557.80 Group 6 0000694584 NV 90.00 01-Feb-2005 291,433.00 291,092.26 Group 6 0000697064 MI 80.00 01-Feb-2005 32,000.00 31,582.08 Group 6 0000698042 MI 80.00 01-Feb-2005 32,000.00 31,567.54 Group 6 0000701514 CA 70.00 01-Mar-2005 154,000.00 153,799.99 Group 6 0000705344 DC 80.00 01-Feb-2005 323,600.00 323,599.99 Group 6 0000705478 MD 80.00 01-Mar-2005 104,000.00 104,000.00 Group 6 0000706068 IL 69.99 01-Mar-2005 199,400.00 199,400.00 Group 6 0000706660 GA 75.00 01-Feb-2005 104,925.00 104,925.00 Group 6 0000707079 IL 80.00 01-Feb-2005 255,600.00 255,584.09 Group 6 0000710238 NV 75.00 01-Feb-2005 217,500.00 216,651.21 Group 6 0000712305 OR 80.00 01-Apr-2005 351,960.00 351,959.70 Group 6 0000714408 MD 70.00 01-Feb-2005 270,900.00 270,899.99 Group 6 0000714518 NV 80.00 01-Mar-2005 221,204.00 221,074.63 Group 6 0000718425 NC 80.00 01-Feb-2005 239,992.00 234,644.82 Group 6 0000720467 IL 64.79 01-Mar-2005 359,650.00 359,649.99 Group 6 0000722362 CA 80.00 01-Mar-2005 319,200.00 319,163.81 Group 6 0000722496 OK 80.00 01-Mar-2005 84,000.00 82,871.41 Group 6 0000722819 FL 79.56 01-Feb-2005 131,600.00 131,555.91 Group 6 0000723509 OH 71.00 01-Mar-2005 142,000.00 140,978.42 Group 6 0000724309 WA 79.41 01-Feb-2005 270,000.00 269,315.42 Group 6 0000724697 MD 80.00 01-Apr-2005 254,400.00 254,400.00 Group 6 0000725410 IL 90.00 01-Mar-2005 207,000.00 204,210.55 Group 6 0000725497 MI 90.00 01-Apr-2005 32,142.00 32,142.00 Group 6 0000726322 MI 70.00 01-Mar-2005 81,200.00 81,150.00 Group 6 0000726354 FL 80.00 01-Mar-2005 84,000.00 83,757.89 Group 6 0000727389 IA 70.00 01-Mar-2005 241,500.00 241,499.99 Group 6 0000728374 OR 70.00 01-Mar-2005 98,000.00 98,000.00 Group 6 0000728945 AZ 70.00 01-Mar-2005 53,200.00 53,200.00 Group 6 0000730396 CA 67.85 01-Mar-2005 359,600.00 359,600.00 Group 6 0000731328 CA 70.00 01-Mar-2005 133,000.00 132,968.14 Group 6 0000732153 NV 70.00 01-Apr-2005 126,000.00 125,996.50 Group 6 0000732511 AZ 95.00 01-Mar-2005 266,100.00 262,524.71 Group 6 0000733112 TN 25.81 01-Mar-2005 120,000.00 119,935.93 Group 6 0000734793 AZ 80.00 01-Mar-2005 248,000.00 248,000.00 Group 6 0000736776 ID 64.63 01-Mar-2005 67,865.00 58,044.40 Group 6 0000738393 CA 70.00 01-Mar-2005 304,500.00 304,376.56 Group 6 0000739353 SC 80.00 01-Apr-2005 70,320.00 70,111.81 Group 6 0000739534 CA 79.89 01-May-2005 286,000.00 286,000.00 Group 6 0000739845 IL 75.00 01-Mar-2005 112,500.00 112,500.00 Group 6 0000740587 TN 79.98 01-Apr-2005 106,300.00 106,053.78 Group 6 0000742015 CO 80.00 01-Mar-2005 180,000.00 178,638.26 Group 6 0000743245 IL 80.00 01-May-2005 260,000.00 260,000.00 Group 6 0000744542 FL 80.00 01-Apr-2005 119,920.00 119,919.99 Group 6 0000744896 IL 71.58 01-Apr-2005 204,000.00 203,996.00 Group 6 0000745120 TX 75.00 01-Apr-2005 101,250.00 100,133.46 Group 6 0000745201 CO 80.00 01-May-2005 215,200.00 215,200.00 Group 6 0000745685 CA 80.00 01-Apr-2005 268,000.00 267,999.99 Group 6 0000745754 OR 80.00 01-Apr-2005 129,600.00 127,733.97 Group 6 0000746064 FL 95.00 01-Apr-2005 185,250.00 182,701.42 Group 6 0000746725 FL 69.97 01-Apr-2005 95,900.00 95,900.00 Group 6 0000746731 MD 83.77 01-Apr-2005 184,300.00 184,300.00 Group 6 0000751127 AZ 80.00 01-Apr-2005 217,600.00 217,600.00 Group 6 0000751232 IL 75.00 01-May-2005 114,000.00 113,999.99 Group 6 0000751296 AZ 80.00 01-Apr-2005 336,000.00 336,000.00 Group 6 0000751588 CA 80.00 01-Apr-2005 352,000.00 351,999.99 Group 6 0000751935 MD 80.00 01-Apr-2005 244,000.00 244,000.00 Group 6 0000752633 MO 69.98 01-Apr-2005 111,200.00 111,199.99 Group 6 0000752878 VA 80.00 01-Apr-2005 204,000.00 201,769.85 Group 6 0000753592 NV 77.38 01-Apr-2005 342,000.00 342,000.00 Group 6 0000753672 FL 80.00 01-Apr-2005 283,040.00 283,040.00 Group 6 0000753728 WI 70.00 01-Apr-2005 119,700.00 117,976.45 Group 6 0000754608 IL 80.00 01-Apr-2005 219,600.00 219,600.00 Group 6 0000755090 MN 75.00 01-May-2005 221,250.00 221,027.44 Group 6 0000755175 CA 80.00 01-Apr-2005 346,400.00 346,400.00 Group 6 0000755216 NV 80.00 01-Apr-2005 220,000.00 220,000.00 Group 6 0000755403 AZ 79.99 01-May-2005 158,200.00 158,119.25 Group 6 0000755780 WA 80.00 01-Apr-2005 186,950.00 183,519.40 Group 6 0000757580 CA 70.00 01-Apr-2005 220,500.00 220,500.00 Group 6 0000757641 CA 70.00 01-Apr-2005 220,500.00 220,500.00 Group 6 0000757850 FL 80.00 01-Apr-2005 208,000.00 207,999.99 Group 6 0000760083 CA 70.00 01-May-2005 297,500.00 297,500.00 Group 6 0000760229 AZ 80.00 01-May-2005 100,400.00 100,399.97 Group 6 0000762317 VA 79.99 01-May-2005 266,100.00 263,091.71 Group 6 0000762490 TN 80.00 01-May-2005 63,840.00 63,083.09 Group 6 0000762821 AZ 70.00 01-Apr-2005 84,000.00 84,000.00 Group 6 0000764099 MD 80.00 01-May-2005 232,000.00 231,969.76 Group 6 0000764629 UT 70.00 01-Apr-2005 161,000.00 161,000.00 Group 6 0000766022 IL 95.00 01-May-2005 188,100.00 185,443.95 Group 6 0000767670 CA 79.46 01-Apr-2005 222,500.00 222,500.00 Group 6 0000767853 AZ 73.01 01-May-2005 201,500.00 201,484.47 Group 6 0000768261 CO 70.00 01-May-2005 85,400.00 84,387.31 Group 6 0000768602 AZ 79.96 01-Apr-2005 164,400.00 164,399.99 Group 6 0000769969 MD 80.00 01-Apr-2005 202,000.00 201,540.42 Group 6 0000770598 AZ 75.00 01-May-2005 156,000.00 156,000.00 Group 6 0000770664 CA 80.00 01-Apr-2005 296,000.00 295,999.31 Group 6 0000771246 FL 80.00 01-May-2005 112,000.00 112,000.00 Group 6 0000771329 AZ 80.00 01-May-2005 179,200.00 179,199.99 Group 6 0000772667 TX 80.00 01-May-2005 102,400.00 100,969.45 Group 6 0000773835 CA 70.00 01-May-2005 106,400.00 106,400.00 Group 6 0000774275 NC 80.00 01-Apr-2005 133,468.00 133,373.17 Group 6 0000775496 MD 75.00 01-Apr-2005 187,500.00 187,484.23 Group 6 0000775766 CA 66.17 01-May-2005 359,650.00 359,649.99 Group 6 0000776351 IL 70.00 01-May-2005 108,500.00 108,499.99 Group 6 0000776932 AZ 58.37 01-May-2005 122,000.00 121,994.24 Group 6 0000777176 GA 69.97 01-May-2005 205,000.00 204,958.77 Group 6 0000777251 NV 80.00 01-May-2005 272,000.00 272,000.00 Group 6 0000777391 FL 80.00 01-May-2005 208,000.00 208,000.00 Group 6 0000777459 IL 80.00 01-Apr-2005 208,600.00 208,599.99 Group 6 0000777671 AZ 80.00 01-May-2005 292,800.00 292,799.99 Group 6 0000778595 NC 90.00 01-May-2005 296,762.00 296,761.99 Group 6 0000778906 CA 70.00 01-May-2005 151,200.00 151,200.00 Group 6 0000779600 ID 80.00 01-May-2005 180,000.00 177,426.83 Group 6 0000780773 CA 80.00 01-May-2005 320,000.00 319,959.76 Group 6 0000782268 CA 80.00 01-May-2005 351,920.00 351,920.00 Group 6 0000784109 MD 70.00 01-May-2005 49,000.00 49,000.00 Group 6 0000784286 OR 80.00 01-May-2005 94,900.00 94,796.32 Group 6 0000784441 CA 75.00 01-May-2005 312,000.00 312,000.00 Group 6 0000784782 AZ 80.00 01-May-2005 140,000.00 139,744.77 Group 6 0000785148 AR 70.00 01-May-2005 165,900.00 163,528.43 Group 6 0000785638 AZ 79.59 01-May-2005 154,400.00 154,400.00 Group 6 0000786155 MD 80.00 01-Apr-2005 223,600.00 220,934.37 Group 6 0000789063 AZ 70.00 01-May-2005 174,930.00 174,930.00 Group 6 0000789824 CA 80.00 01-May-2005 308,000.00 303,099.96 Group 6 0000791655 CA 79.97 01-May-2005 209,100.00 209,099.94 Group 7 0000695208 CA 80.00 01-Apr-2005 748,000.00 748,000.00 Group 7 0000696993 CA 80.00 01-Mar-2005 440,000.00 440,000.00 Group 7 0000723077 CO 70.91 01-Mar-2005 585,000.00 585,000.00 Group 7 0000733396 CA 49.76 01-Mar-2005 408,000.00 400,257.15 Group 7 0000733988 CA 80.00 01-Mar-2005 472,000.00 472,000.00 Group 7 0000734107 FL 70.00 01-Apr-2005 364,000.00 364,000.00 Group 7 0000738808 FL 80.00 01-Mar-2005 420,000.00 419,999.97 Group 7 0000739108 AZ 70.00 01-Apr-2005 380,100.00 380,100.00 Group 7 0000741794 MD 80.00 01-Mar-2005 592,000.00 588,546.66 Group 7 0000743111 CA 80.00 01-Mar-2005 420,800.00 420,516.89 Group 7 0000753497 MD 80.00 01-Apr-2005 368,000.00 367,903.96 Group 7 0000754243 IN 80.00 01-Apr-2005 640,000.00 633,625.33 Group 7 0000760319 VA 79.97 01-Apr-2005 440,000.00 439,612.27 Group 7 0000763822 IL 74.29 01-Apr-2005 364,000.00 363,999.98 Group 7 0000767076 CA 90.00 01-Apr-2005 450,000.00 445,361.88 Group 7 0000771652 IL 78.83 01-May-2005 406,000.00 405,999.90 Group 7 0000778733 DC 56.52 01-May-2005 650,000.00 642,651.72 Group 8 0000562096 FL 89.99 01-Apr-2005 294,800.00 290,748.64 Group 8 0000655288 IL 80.00 01-Feb-2005 162,400.00 160,278.58 Group 8 0000668148 NC 80.00 01-Mar-2005 107,200.00 107,199.99 Group 8 0000685176 MI 80.00 01-Feb-2005 44,000.00 42,899.10 Group 8 0000688353 MD 65.81 01-Mar-2005 212,565.00 209,277.33 Group 8 0000704952 OR 80.00 01-Feb-2005 134,000.00 132,163.49 Group 8 0000707428 AZ 44.53 01-Mar-2005 240,000.00 236,373.12 Group 8 0000707953 VA 80.00 01-Apr-2005 120,800.00 120,800.00 Group 8 0000711449 VA 80.00 01-Feb-2005 340,000.00 335,227.98 Group 8 0000712788 CT 78.61 01-Mar-2005 136,000.00 133,775.47 Group 8 0000713319 MD 90.00 01-Feb-2005 80,910.00 79,841.99 Group 8 0000718457 CA 73.48 01-Feb-2005 422,900.00 422,899.99 Group 8 0000720058 SC 80.00 01-Mar-2005 117,872.00 116,316.88 Group 8 0000720470 NY 80.00 01-Mar-2005 399,200.00 393,306.49 Group 8 0000721990 MA 79.00 01-Mar-2005 237,000.00 233,418.50 Group 8 0000724628 IL 80.00 01-Mar-2005 188,000.00 185,351.65 Group 8 0000725772 GA 73.73 01-May-2005 87,000.00 87,000.00 Group 8 0000725936 CA 42.59 01-Feb-2005 333,700.00 333,145.18 Group 8 0000729678 NY 75.00 01-Mar-2005 258,750.00 255,018.45 Group 8 0000729745 UT 70.00 01-Mar-2005 81,200.00 79,944.02 Group 8 0000730942 FL 79.99 01-Mar-2005 128,550.00 127,521.36 Group 8 0000732354 ID 80.00 01-Apr-2005 64,800.00 64,063.81 Group 8 0000735317 WA 64.61 01-Mar-2005 158,300.00 154,727.20 Group 8 0000738058 PA 70.00 01-Apr-2005 108,500.00 107,237.33 Group 8 0000743382 IL 70.00 01-Apr-2005 94,500.00 94,448.16 Group 8 0000743872 ME 90.00 01-Apr-2005 46,800.00 46,156.77 Group 8 0000747881 IL 77.68 01-May-2005 110,300.00 108,960.77 Group 8 0000748989 LA 90.00 01-Mar-2005 231,750.00 228,906.32 Group 8 0000748995 LA 90.00 01-Mar-2005 231,750.00 228,919.56 Group 8 0000751326 NV 50.00 01-May-2005 110,000.00 109,999.99 Group 8 0000758588 OR 80.00 01-May-2005 216,000.00 213,344.54 Group 8 0000760359 RI 69.84 01-May-2005 176,000.00 173,759.93 Group 8 0000765136 MI 80.00 01-May-2005 116,000.00 115,999.79 Group 8 0000770078 OR 80.00 01-Apr-2005 135,200.00 133,341.96 Group 8 0000773633 MD 80.00 01-May-2005 172,000.00 170,055.51 Group 8 0000776604 MO 80.00 01-May-2005 58,800.00 58,116.82 Group 8 0000785746 TX 80.00 01-May-2005 56,880.00 56,237.00 Group 9 0000620421 ID 20.00 20-Feb-2005 35,823.00 35,812.41 Group 9 0000648334 PA 20.00 30-Jan-2005 47,309.00 47,170.55 Group 9 0000654920 TN 15.00 22-Nov-2004 16,050.00 13,201.12 Group 9 0000656028 CA 9.99 02-Jan-2005 52,050.00 50,224.48 Group 9 0000676183 UT 20.00 10-Apr-2005 27,592.00 27,592.00 Group 9 0000676974 CA 20.00 01-Mar-2005 129,000.00 128,219.77 Group 9 0000679343 TN 15.00 28-Nov-2004 30,000.00 29,671.21 Group 9 0000686337 TN 20.00 18-Dec-2004 30,617.00 30,534.28 Group 9 0000690763 NC 51.56 24-Dec-2004 157,000.00 65,728.14 Group 9 0000691996 MI 25.14 01-Jan-2005 44,000.00 43,966.10 Group 9 0000697079 CA 20.00 01-Mar-2005 110,000.00 109,925.00 Group 9 0000697840 VA 20.00 30-Dec-2004 64,000.00 63,999.56 Group 9 0000698958 NJ 20.00 01-Feb-2005 76,000.00 72,533.81 Group 9 0000699461 IL 10.17 01-Jan-2005 30,000.00 28,659.94 Group 9 0000703609 KY 15.65 24-Dec-2004 18,000.00 16,266.40 Group 9 0000705822 DC 20.00 22-Jan-2005 80,900.00 80,000.56 Group 9 0000705927 CA 35.86 01-Feb-2005 85,000.00 84,550.95 Group 9 0000706180 IL 25.00 20-Feb-2005 61,250.00 60,942.42 Group 9 0000706654 CT 21.31 01-Mar-2005 43,250.00 43,051.57 Group 9 0000708000 CA 14.99 08-Jan-2005 57,650.00 57,371.75 Group 9 0000708167 MA 15.00 28-Feb-2005 46,500.00 45,715.14 Group 9 0000709321 CT 9.66 31-Jan-2005 40,000.00 39,728.92 Group 9 0000709443 TN 20.00 30-Jan-2005 67,670.00 65,845.00 Group 9 0000710242 NV 15.00 01-Feb-2005 43,500.00 42,907.37 Group 9 0000710718 CA 20.00 11-Jan-2005 70,000.00 68,584.84 Group 9 0000712594 GA 20.00 01-Feb-2005 82,400.00 81,777.70 Group 9 0000713176 FL 15.00 09-Mar-2005 106,500.00 0.00 Group 9 0000713390 WA 20.01 01-Feb-2005 69,950.00 69,232.37 Group 9 0000713482 CO 16.88 27-Jan-2005 54,000.00 53,647.10 Group 9 0000713789 MI 25.00 01-Feb-2005 61,250.00 60,195.22 Group 9 0000714256 IL 30.00 01-Feb-2005 78,802.00 78,647.76 Group 9 0000715588 IL 14.87 28-Jan-2005 29,000.00 25,248.84 Group 9 0000717461 CO 20.00 29-Jan-2005 61,922.57 61,571.20 Group 9 0000720106 NY 15.15 08-Apr-2005 50,000.00 49,997.33 Group 9 0000721818 CA 20.00 21-Jan-2005 91,000.00 89,536.55 Group 9 0000722364 CA 20.00 05-Feb-2005 79,800.00 78,805.08 Group 9 0000723454 OR 30.00 29-Jan-2005 55,500.00 55,303.47 Group 9 0000724208 CA 20.00 01-Mar-2005 89,990.00 89,520.14 Group 9 0000724533 SC 14.99 04-Mar-2005 36,300.00 35,445.88 Group 9 0000724648 OR 15.00 05-Feb-2005 53,250.00 52,066.01 Group 9 0000725401 NC 20.00 01-Mar-2005 42,000.00 41,467.45 Group 9 0000725977 MI 20.93 05-Feb-2005 90,000.00 75,016.62 Group 9 0000726325 MI 25.00 01-Mar-2005 29,000.00 28,727.15 Group 9 0000726594 FL 20.00 01-Feb-2005 37,000.00 35,773.84 Group 9 0000727364 CA 15.00 21-Jan-2005 67,500.00 63,119.46 Group 9 0000727764 MA 22.90 07-Apr-2005 150,000.00 150,000.00 Group 9 0000729165 CA 9.78 04-Feb-2005 44,500.00 44,198.36 Group 9 0000729930 WA 12.42 19-Feb-2005 20,500.00 19,855.56 Group 9 0000730466 VA 14.35 10-Feb-2005 60,000.00 59,444.66 Group 9 0000730616 CA 11.48 18-Feb-2005 155,000.00 0.00 Group 9 0000730935 NY 8.89 07-Mar-2005 36,000.00 35,552.83 Group 9 0000732744 OR 15.29 28-Feb-2005 50,000.00 49,999.32 Group 9 0000733620 FL 24.28 02-Mar-2005 115,350.00 115,350.00 Group 9 0000733923 NY 10.00 07-Apr-2005 41,500.00 23,714.29 Group 9 0000734423 CA 10.00 08-Mar-2005 19,750.00 19,252.23 Group 9 0000734505 AZ 19.99 01-Mar-2005 50,100.00 0.00 Group 9 0000734567 FL 20.00 20-Feb-2005 80,000.00 79,210.84 Group 9 0000735184 FL 20.00 04-Mar-2005 47,600.00 47,525.00 Group 9 0000737168 OR 20.00 28-Mar-2005 39,000.00 38,651.77 Group 9 0000738558 CA 26.71 25-Feb-2005 86,000.00 85,861.09 Group 9 0000739352 WA 10.00 28-Feb-2005 19,000.00 132.88 Group 9 0000739740 CA 20.00 01-Mar-2005 48,000.00 47,455.79 Group 9 0000740418 OR 20.01 19-Feb-2005 45,200.00 44,309.28 Group 9 0000743020 WA 20.00 01-Mar-2005 57,400.00 57,236.83 Group 9 0000743174 CA 15.00 02-Mar-2005 78,900.00 78,825.00 Group 9 0000745356 CO 20.00 26-Feb-2005 46,000.00 45,388.53 Group 9 0000745368 CA 10.00 10-Mar-2005 110,000.00 109,878.33 Group 9 0000746205 CA 15.38 01-Apr-2005 121,500.00 121,394.64 Group 9 0000746369 CA 10.00 25-Feb-2005 59,000.00 58,311.70 Group 9 0000746632 CO 25.34 01-Apr-2005 111,500.00 0.00 Group 9 0000746905 CA 14.99 01-Apr-2005 72,000.00 71,204.77 Group 9 0000746969 DC 16.00 23-Mar-2005 81,615.00 80,576.84 Group 9 0000748053 VA 20.00 01-Apr-2005 53,400.00 53,310.97 Group 9 0000749398 UT 20.00 01-Apr-2005 50,700.00 50,208.97 Group 9 0000749428 SC 15.00 01-Mar-2005 29,226.00 28,596.57 Group 9 0000751138 MD 20.00 07-Apr-2005 68,000.00 68,000.00 Group 9 0000751964 MD 20.00 18-Mar-2005 33,600.00 33,574.19 Group 9 0000752823 CA 20.00 01-Apr-2005 60,000.00 58,025.98 Group 9 0000752884 GA 20.00 24-Mar-2005 32,500.00 32,425.00 Group 9 0000752988 AZ 30.00 25-Mar-2005 54,750.00 54,750.00 Group 9 0000755180 CA 20.00 17-Mar-2005 86,600.00 86,408.35 Group 9 0000755460 FL 27.69 01-Apr-2005 90,000.00 77,306.75 Group 9 0000758643 FL 20.00 25-Mar-2005 28,040.00 27,765.00 Group 9 0000758953 AZ 29.09 01-Apr-2005 32,000.00 0.00 Group 9 0000760279 VA 10.00 01-Apr-2005 55,000.00 55,000.00 Group 9 0000760561 WA 20.00 01-May-2005 43,000.00 42,841.01 Group 9 0000760673 CO 20.00 01-Apr-2005 37,000.00 36,990.18 Group 9 0000766263 FL 20.00 01-Apr-2005 52,000.00 51,925.00 Group 9 0000766472 CA 20.00 10-Apr-2005 78,000.00 77,897.51 Group 9 0000767178 CA 20.00 28-Mar-2005 55,000.00 55,000.00 Group 9 0000767517 PA 10.00 04-Apr-2005 19,875.00 19,875.00 Group 9 0000769648 AZ 16.72 01-Apr-2005 25,000.00 24,154.39 Group 9 0000769905 CA 20.00 04-Apr-2005 150,000.00 149,486.53 Group 9 0000771229 CA 20.00 01-Apr-2005 74,000.00 73,910.73 Group 9 0000772050 IL 30.01 23-Mar-2005 86,800.00 84,849.95 Group 9 0000772208 IL 10.00 23-Mar-2005 65,000.00 64,486.01 Group 9 0000774099 AZ 21.22 01-May-2005 35,000.00 35,000.00 Group 9 0000774666 CA 20.00 10-Apr-2005 139,600.00 139,034.06 Group 9 0000776786 GA 20.00 01-May-2005 68,500.00 68,500.00 Group 9 0000777630 CO 18.93 04-Apr-2005 71,000.00 71,000.00 Group 9 0000779876 CA 20.00 23-Apr-2005 114,000.00 114,000.00 Group 9 0000780698 CA 20.00 14-Apr-2005 98,000.00 98,000.00 Group 9 0000781257 VA 14.58 08-Apr-2005 99,900.00 98,045.34 Group 9 0000784128 AZ 20.00 15-Apr-2005 82,000.00 80,298.57

Prepayment - Voluntary Prepayments

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning Group 1 0000648053 Loan Paid in Full 0 6.288% 360 15 Group 1 0000651101 Loan Paid in Full 0 6.278% 360 13 Group 1 0000676209 Loan Paid in Full 0 6.668% 360 14 Group 1 0000682040 Loan Paid in Full (1) 6.968% 360 13 Group 1 0000694293 Loan Paid in Full 0 6.738% 480 13 Group 1 0000701960 Loan Paid in Full (1) 7.343% 360 15 Group 1 0000701982 Loan Paid in Full 0 6.288% 360 15 Group 1 0000704603 Loan Paid in Full 0 6.288% 360 16 Group 1 0000707163 Loan Paid in Full (1) 6.868% 360 15 Group 1 0000707563 Loan Paid in Full 0 6.868% 360 14 Group 1 0000709686 Loan Paid in Full 0 6.288% 360 15 Group 1 0000710318 Loan Paid in Full 0 6.793% 360 14 Group 1 0000712297 Loan Paid in Full 0 6.668% 360 15 Group 1 0000712811 Loan Paid in Full 0 7.108% 360 13 Group 1 0000714158 Loan Paid in Full 0 6.468% 360 13 Group 1 0000717529 Loan Paid in Full 0 7.498% 360 14 Group 1 0000718991 Loan Paid in Full 0 7.118% 360 14 Group 1 0000720143 Loan Paid in Full 0 6.288% 360 15 Group 1 0000721549 Loan Paid in Full (1) 6.288% 360 15 Group 1 0000721779 Loan Paid in Full 0 7.248% 360 14 Group 1 0000723367 Loan Paid in Full 0 7.368% 360 14 Group 1 0000727276 Loan Paid in Full 0 8.208% 360 14 Group 1 0000730888 Loan Paid in Full 0 7.438% 360 14 Group 1 0000731178 Loan Paid in Full (1) 6.468% 360 13 Group 1 0000732258 Loan Paid in Full 0 7.093% 360 13 Group 1 0000734175 Loan Paid in Full 0 7.268% 360 13 Group 1 0000734583 Loan Paid in Full 0 7.498% 360 14 Group 1 0000736067 Loan Paid in Full 0 6.488% 360 13 Group 1 0000736254 Loan Paid in Full 0 6.728% 360 13 Group 1 0000737741 Loan Paid in Full 0 6.938% 480 13 Group 1 0000740505 Loan Paid in Full 0 7.058% 480 13 Group 1 0000744156 Loan Paid in Full 0 6.668% 360 13 Group 1 0000747332 Loan Paid in Full (1) 6.688% 360 14 Group 1 0000747694 Loan Paid in Full 0 6.868% 360 13 Group 1 0000748156 Loan Paid in Full 0 6.868% 360 13 Group 1 0000750496 Loan Paid in Full 0 6.528% 360 13 Group 1 0000751054 Loan Paid in Full (1) 6.668% 360 13 Group 1 0000751793 Loan Paid in Full 0 5.908% 360 13 Group 1 0000752539 Loan Paid in Full 0 7.288% 360 13 Group 1 0000758003 Loan Paid in Full 0 7.068% 360 13 Group 1 0000759250 Loan Paid in Full 0 6.668% 360 13 Group 1 0000759944 Loan Paid in Full 0 6.738% 360 13 Group 1 0000764609 Loan Paid in Full 0 7.068% 360 13 Group 1 0000764803 Loan Paid in Full (1) 6.388% 360 13 Group 1 0000767898 Loan Paid in Full 0 7.698% 480 13 Group 1 0000776292 Loan Paid in Full 0 6.968% 360 12 Group 1 0000779137 Loan Paid in Full 0 6.668% 360 13 Group 1 0000780383 Loan Paid in Full 0 6.468% 360 13 Group 1 0000782649 Loan Paid in Full (1) 6.468% 360 13 Group 1 0000789945 Loan Paid in Full 0 6.918% 360 13 Group 1 0000792457 Loan Paid in Full 0 6.708% 480 12 Group 1 0000799025 Loan Paid in Full 0 7.328% 360 13 Group 2 0000598695 Loan Paid in Full 0 6.750% 360 15 Group 2 0000685668 Liquidation 10 8.250% 360 14 Group 2 0000688327 Loan Paid in Full (1) 6.500% 360 14 Group 2 0000692566 Loan Paid in Full (1) 6.250% 360 14 Group 2 0000703577 Loan Paid in Full 2 6.875% 360 15 Group 2 0000709040 Loan Paid in Full 0 5.500% 360 15 Group 2 0000711836 Loan Paid in Full (1) 7.875% 360 15 Group 2 0000714227 Loan Paid in Full 0 5.750% 360 15 Group 2 0000717470 Loan Paid in Full 0 6.125% 360 14 Group 2 0000719477 Loan Paid in Full 0 7.000% 360 15 Group 2 0000721653 Loan Paid in Full (1) 5.500% 360 15 Group 2 0000724223 Loan Paid in Full 0 6.500% 360 14 Group 2 0000724363 Loan Paid in Full 0 5.750% 360 13 Group 2 0000724657 Loan Paid in Full (1) 6.000% 360 14 Group 2 0000724945 Loan Paid in Full 0 7.375% 360 12 Group 2 0000725083 Loan Paid in Full 0 5.750% 360 14 Group 2 0000725617 Loan Paid in Full 0 6.750% 360 14 Group 2 0000727367 Loan Paid in Full 0 7.000% 360 15 Group 2 0000728313 Loan Paid in Full 0 6.875% 360 15 Group 2 0000730064 Loan Paid in Full 6 7.750% 360 14 Group 2 0000731784 Loan Paid in Full 0 6.000% 360 14 Group 2 0000732992 Loan Paid in Full 0 7.000% 360 14 Group 2 0000734408 Loan Paid in Full 0 6.000% 360 14 Group 2 0000734532 Loan Paid in Full (1) 6.125% 360 14 Group 2 0000734956 Loan Paid in Full 0 7.125% 360 13 Group 2 0000736408 Loan Paid in Full 0 7.000% 360 14 Group 2 0000739604 Loan Paid in Full 0 6.875% 360 13 Group 2 0000739675 Loan Paid in Full 0 6.250% 360 14 Group 2 0000739939 Loan Paid in Full 0 8.375% 360 13 Group 2 0000740343 Loan Paid in Full 0 6.875% 360 13 Group 2 0000743325 Loan Paid in Full 0 7.500% 360 14 Group 2 0000745347 Loan Paid in Full 0 7.125% 360 13 Group 2 0000748926 Loan Paid in Full 0 6.000% 360 14 Group 2 0000750138 Loan Paid in Full 0 6.375% 360 13 Group 2 0000752854 Loan Paid in Full 0 6.375% 360 13 Group 2 0000753630 Loan Paid in Full 0 6.125% 360 13 Group 2 0000755025 Loan Paid in Full 0 6.250% 360 13 Group 2 0000755372 Loan Paid in Full 0 6.500% 360 13 Group 2 0000757525 Loan Paid in Full 0 6.000% 360 13 Group 2 0000760684 Loan Paid in Full 0 7.125% 360 13 Group 2 0000762164 Loan Paid in Full 0 7.125% 360 13 Group 2 0000763062 Loan Paid in Full 0 6.375% 360 13 Group 2 0000766465 Loan Paid in Full 0 6.125% 360 13 Group 2 0000767155 Loan Paid in Full 0 6.875% 360 13 Group 2 0000767855 Loan Paid in Full 0 5.875% 360 13 Group 2 0000776021 Loan Paid in Full 0 7.375% 360 12 Group 2 0000780389 Loan Paid in Full (1) 7.375% 360 13 Group 2 0000782858 Loan Paid in Full (1) 5.625% 360 13 Group 2 0000784919 Loan Paid in Full 0 7.500% 360 12 Group 2 0000786586 Loan Paid in Full 0 6.125% 360 13 Group 2 0000789385 Loan Paid in Full 0 6.750% 360 13 Group 2 0000792301 Loan Paid in Full 0 7.250% 360 12 Group 2 0000793904 Loan Paid in Full 0 7.375% 360 12 Group 3 0000626970 Loan Paid in Full 0 7.000% 360 14 Group 3 0000708580 Loan Paid in Full 0 5.250% 360 15 Group 3 0000720352 Loan Paid in Full 0 7.125% 360 15 Group 3 0000723355 Loan Paid in Full 0 6.000% 360 14 Group 3 0000726450 Loan Paid in Full 0 7.125% 360 15 Group 3 0000730582 Loan Paid in Full 0 6.875% 360 14 Group 3 0000732073 Loan Paid in Full 0 6.000% 360 13 Group 3 0000736388 Loan Paid in Full 0 6.750% 360 14 Group 3 0000737200 Loan Paid in Full 0 7.125% 360 13 Group 3 0000738689 Loan Paid in Full 0 7.000% 360 14 Group 3 0000739373 Loan Paid in Full 0 6.125% 360 13 Group 3 0000743237 Loan Paid in Full 0 6.250% 360 13 Group 3 0000746875 Loan Paid in Full 0 6.000% 360 13 Group 3 0000748870 Loan Paid in Full 0 7.375% 360 13 Group 3 0000749242 Loan Paid in Full 0 7.125% 360 13 Group 3 0000749684 Loan Paid in Full 0 7.125% 360 13 Group 3 0000751900 Loan Paid in Full 0 7.125% 360 13 Group 3 0000755659 Loan Paid in Full 0 6.750% 360 13 Group 3 0000756956 Loan Paid in Full 0 6.375% 360 13 Group 3 0000760705 Loan Paid in Full 0 7.375% 360 13 Group 3 0000760729 Loan Paid in Full 0 6.000% 360 12 Group 3 0000765815 Loan Paid in Full 0 6.000% 360 13 Group 3 0000767286 Loan Paid in Full 0 6.375% 360 13 Group 3 0000771489 Loan Paid in Full 0 7.500% 360 12 Group 3 0000771714 Loan Paid in Full (1) 6.125% 360 13 Group 3 0000772652 Loan Paid in Full 0 6.000% 360 13 Group 3 0000775490 Loan Paid in Full 0 7.875% 360 13 Group 3 0000775677 Loan Paid in Full (1) 6.000% 360 13 Group 3 0000776485 Loan Paid in Full (1) 6.375% 360 13 Group 3 0000779789 Loan Paid in Full 0 7.375% 360 13 Group 3 0000782011 Loan Paid in Full (1) 7.375% 360 13 Group 4 0000705897 Loan Paid in Full 0 3.625% 360 15 Group 4 0000719826 Loan Paid in Full 0 6.250% 360 14 Group 4 0000722967 Loan Paid in Full 0 6.125% 360 14 Group 4 0000724426 Loan Paid in Full 3 6.375% 360 14 Group 4 0000729961 Loan Paid in Full 0 6.375% 360 14 Group 4 0000730045 Loan Paid in Full (1) 5.250% 360 14 Group 4 0000740174 Loan Paid in Full 0 6.375% 360 13 Group 4 0000741922 Loan Paid in Full 0 6.125% 360 14 Group 4 0000742242 Loan Paid in Full 0 5.250% 360 14 Group 4 0000746512 Loan Paid in Full 0 7.250% 360 14 Group 4 0000752777 Loan Paid in Full 0 5.750% 360 13 Group 4 0000754806 Loan Paid in Full 0 6.375% 360 13 Group 4 0000758182 Loan Paid in Full 0 6.000% 360 13 Group 4 0000759932 Loan Paid in Full 0 5.750% 360 13 Group 4 0000763196 Loan Paid in Full 0 6.500% 360 13 Group 5 0000684285 Loan Paid in Full 0 4.750% 360 14 Group 5 0000732888 Loan Paid in Full 1 6.500% 360 13 Group 5 0000735322 Loan Paid in Full 0 6.250% 360 14 Group 5 0000759318 Loan Paid in Full (1) 6.375% 360 13 Group 5 0000784788 Loan Paid in Full 0 5.500% 360 13 Group 6 0000651815 Loan Paid in Full 0 5.250% 360 18 Group 6 0000669229 Loan Paid in Full 0 6.250% 360 14 Group 6 0000680523 Loan Paid in Full (1) 6.625% 360 13 Group 6 0000693009 Loan Paid in Full 0 5.500% 360 14 Group 6 0000694584 Loan Paid in Full 0 7.000% 360 15 Group 6 0000697064 Liquidation 8 7.500% 360 15 Group 6 0000698042 Liquidation 8 7.500% 360 15 Group 6 0000701514 Loan Paid in Full 0 5.375% 360 14 Group 6 0000705344 Loan Paid in Full 0 5.375% 360 15 Group 6 0000705478 Loan Paid in Full 0 6.500% 360 14 Group 6 0000706068 Loan Paid in Full 0 6.000% 360 14 Group 6 0000706660 Loan Paid in Full 0 5.875% 360 15 Group 6 0000707079 Loan Paid in Full 0 5.875% 360 15 Group 6 0000710238 Loan Paid in Full (1) 5.500% 360 15 Group 6 0000712305 Loan Paid in Full 0 4.750% 360 13 Group 6 0000714408 Loan Paid in Full 0 6.250% 360 15 Group 6 0000714518 Loan Paid in Full 0 6.875% 360 14 Group 6 0000718425 Loan Paid in Full (1) 5.250% 360 15 Group 6 0000720467 Loan Paid in Full 0 5.875% 360 14 Group 6 0000722362 Loan Paid in Full 0 5.000% 360 14 Group 6 0000722496 Loan Paid in Full 0 6.750% 360 14 Group 6 0000722819 Loan Paid in Full 0 5.750% 360 15 Group 6 0000723509 Loan Paid in Full 0 5.625% 360 14 Group 6 0000724309 Loan Paid in Full 0 6.250% 360 15 Group 6 0000724697 Loan Paid in Full (1) 5.375% 360 13 Group 6 0000725410 Loan Paid in Full 0 6.750% 360 14 Group 6 0000725497 Loan Paid in Full 0 7.500% 360 13 Group 6 0000726322 Loan Paid in Full 0 6.000% 360 14 Group 6 0000726354 Loan Paid in Full 0 5.875% 360 14 Group 6 0000727389 Loan Paid in Full 0 5.500% 360 14 Group 6 0000728374 Loan Paid in Full 0 5.750% 360 14 Group 6 0000728945 Loan Paid in Full 0 6.000% 360 14 Group 6 0000730396 Loan Paid in Full 0 5.875% 360 14 Group 6 0000731328 Loan Paid in Full 0 5.750% 360 14 Group 6 0000732153 Loan Paid in Full 0 5.875% 360 13 Group 6 0000732511 Loan Paid in Full 0 6.750% 360 14 Group 6 0000733112 Loan Paid in Full 0 5.875% 360 14 Group 6 0000734793 Loan Paid in Full (1) 6.875% 360 14 Group 6 0000736776 Loan Paid in Full (1) 5.125% 360 14 Group 6 0000738393 Loan Paid in Full 0 5.875% 360 14 Group 6 0000739353 Loan Paid in Full 0 7.000% 360 13 Group 6 0000739534 Loan Paid in Full 0 5.875% 360 13 Group 6 0000739845 Loan Paid in Full 0 6.750% 360 14 Group 6 0000740587 Loan Paid in Full 0 6.750% 360 13 Group 6 0000742015 Loan Paid in Full 0 5.375% 360 14 Group 6 0000743245 Loan Paid in Full 0 6.125% 360 13 Group 6 0000744542 Loan Paid in Full 0 7.250% 360 13 Group 6 0000744896 Loan Paid in Full 0 5.625% 360 13 Group 6 0000745120 Loan Paid in Full (1) 4.750% 360 13 Group 6 0000745201 Loan Paid in Full 0 5.625% 360 13 Group 6 0000745685 Loan Paid in Full 0 6.625% 360 13 Group 6 0000745754 Loan Paid in Full 0 6.000% 360 13 Group 6 0000746064 Loan Paid in Full 0 7.750% 360 13 Group 6 0000746725 Loan Paid in Full 0 5.875% 360 13 Group 6 0000746731 Loan Paid in Full (1) 5.500% 360 13 Group 6 0000751127 Loan Paid in Full (2) 5.875% 360 13 Group 6 0000751232 Loan Paid in Full 0 5.500% 360 13 Group 6 0000751296 Loan Paid in Full 0 5.750% 360 13 Group 6 0000751588 Loan Paid in Full 0 5.750% 360 13 Group 6 0000751935 Loan Paid in Full 0 5.500% 360 13 Group 6 0000752633 Loan Paid in Full 0 5.875% 360 13 Group 6 0000752878 Loan Paid in Full 0 7.625% 360 13 Group 6 0000753592 Loan Paid in Full (1) 5.000% 360 13 Group 6 0000753672 Loan Paid in Full 0 7.125% 360 13 Group 6 0000753728 Loan Paid in Full 0 6.000% 360 13 Group 6 0000754608 Loan Paid in Full 0 6.250% 360 13 Group 6 0000755090 Loan Paid in Full 0 5.500% 360 13 Group 6 0000755175 Loan Paid in Full 0 5.875% 360 13 Group 6 0000755216 Loan Paid in Full 0 6.750% 360 13 Group 6 0000755403 Loan Paid in Full 0 5.875% 360 12 Group 6 0000755780 Loan Paid in Full 0 4.750% 360 13 Group 6 0000757580 Loan Paid in Full 0 5.750% 360 13 Group 6 0000757641 Loan Paid in Full 0 5.750% 360 13 Group 6 0000757850 Loan Paid in Full 0 5.750% 360 13 Group 6 0000760083 Loan Paid in Full 0 5.625% 360 13 Group 6 0000760229 Loan Paid in Full (1) 7.125% 360 13 Group 6 0000762317 Loan Paid in Full 0 6.875% 360 13 Group 6 0000762490 Loan Paid in Full 0 6.625% 360 13 Group 6 0000762821 Loan Paid in Full 0 5.750% 360 13 Group 6 0000764099 Loan Paid in Full 0 6.375% 360 13 Group 6 0000764629 Loan Paid in Full 0 5.500% 360 13 Group 6 0000766022 Loan Paid in Full 0 6.875% 360 12 Group 6 0000767670 Loan Paid in Full (1) 5.125% 360 13 Group 6 0000767853 Loan Paid in Full 0 5.375% 360 12 Group 6 0000768261 Loan Paid in Full 0 6.625% 360 13 Group 6 0000768602 Loan Paid in Full 0 6.375% 360 13 Group 6 0000769969 Loan Paid in Full 0 6.000% 360 13 Group 6 0000770598 Loan Paid in Full (1) 7.125% 360 13 Group 6 0000770664 Loan Paid in Full 0 6.250% 360 13 Group 6 0000771246 Loan Paid in Full 0 7.125% 360 13 Group 6 0000771329 Loan Paid in Full (1) 5.375% 360 13 Group 6 0000772667 Loan Paid in Full 0 5.750% 360 13 Group 6 0000773835 Loan Paid in Full 0 5.750% 360 13 Group 6 0000774275 Loan Paid in Full 0 6.000% 360 13 Group 6 0000775496 Loan Paid in Full 0 7.000% 360 13 Group 6 0000775766 Loan Paid in Full 0 5.875% 360 12 Group 6 0000776351 Loan Paid in Full 0 5.750% 360 13 Group 6 0000776932 Loan Paid in Full (1) 6.625% 360 13 Group 6 0000777176 Loan Paid in Full 0 6.375% 360 13 Group 6 0000777251 Loan Paid in Full 0 7.750% 360 13 Group 6 0000777391 Loan Paid in Full 0 5.875% 360 13 Group 6 0000777459 Loan Paid in Full 0 6.375% 360 13 Group 6 0000777671 Loan Paid in Full 0 5.500% 360 13 Group 6 0000778595 Loan Paid in Full 0 7.250% 360 13 Group 6 0000778906 Loan Paid in Full 0 7.250% 360 12 Group 6 0000779600 Loan Paid in Full 0 5.625% 360 13 Group 6 0000780773 Loan Paid in Full 0 5.875% 360 13 Group 6 0000782268 Loan Paid in Full 0 5.875% 360 12 Group 6 0000784109 Loan Paid in Full 0 7.250% 360 13 Group 6 0000784286 Loan Paid in Full 0 6.000% 360 12 Group 6 0000784441 Loan Paid in Full 0 6.000% 360 12 Group 6 0000784782 Loan Paid in Full 0 5.875% 360 12 Group 6 0000785148 Loan Paid in Full (1) 5.625% 360 13 Group 6 0000785638 Loan Paid in Full 0 6.875% 360 12 Group 6 0000786155 Loan Paid in Full 0 7.000% 360 13 Group 6 0000789063 Loan Paid in Full 0 6.000% 360 13 Group 6 0000789824 Loan Paid in Full 0 5.375% 360 12 Group 6 0000791655 Loan Paid in Full 0 5.875% 360 13 Group 7 0000695208 Loan Paid in Full 0 7.500% 360 13 Group 7 0000696993 Loan Paid in Full 0 5.250% 360 14 Group 7 0000723077 Loan Paid in Full 0 6.375% 360 14 Group 7 0000733396 Loan Paid in Full 0 4.875% 360 14 Group 7 0000733988 Loan Paid in Full 0 5.250% 360 14 Group 7 0000734107 Loan Paid in Full 0 5.500% 360 13 Group 7 0000738808 Loan Paid in Full 0 7.000% 360 14 Group 7 0000739108 Loan Paid in Full (1) 5.750% 360 13 Group 7 0000741794 Loan Paid in Full (1) 7.000% 360 14 Group 7 0000743111 Loan Paid in Full 0 5.250% 360 14 Group 7 0000753497 Loan Paid in Full 0 6.500% 360 13 Group 7 0000754243 Loan Paid in Full 0 7.625% 360 13 Group 7 0000760319 Loan Paid in Full 0 6.250% 360 13 Group 7 0000763822 Loan Paid in Full 0 5.375% 360 13 Group 7 0000767076 Loan Paid in Full (1) 7.750% 360 13 Group 7 0000771652 Loan Paid in Full 0 5.375% 360 13 Group 7 0000778733 Loan Paid in Full 0 6.875% 360 13 Group 8 0000562096 Loan Paid in Full 0 6.250% 360 13 Group 8 0000655288 Loan Paid in Full 0 7.250% 360 15 Group 8 0000668148 Loan Paid in Full 0 6.125% 360 14 Group 8 0000685176 Loan Paid in Full 0 7.875% 360 15 Group 8 0000688353 Loan Paid in Full 0 6.000% 360 14 Group 8 0000704952 Loan Paid in Full 0 7.000% 360 15 Group 8 0000707428 Loan Paid in Full (1) 6.125% 360 14 Group 8 0000707953 Loan Paid in Full 0 6.500% 360 13 Group 8 0000711449 Loan Paid in Full 0 6.875% 360 15 Group 8 0000712788 Loan Paid in Full 0 6.750% 360 14 Group 8 0000713319 Loan Paid in Full 0 7.375% 360 15 Group 8 0000718457 Loan Paid in Full 0 5.875% 360 15 Group 8 0000720058 Loan Paid in Full 0 6.875% 360 14 Group 8 0000720470 Loan Paid in Full (1) 6.250% 360 14 Group 8 0000721990 Loan Paid in Full 0 6.125% 360 14 Group 8 0000724628 Loan Paid in Full 0 6.500% 360 14 Group 8 0000725772 Loan Paid in Full 0 6.500% 360 13 Group 8 0000725936 Loan Paid in Full (1) 5.625% 360 15 Group 8 0000729678 Loan Paid in Full 0 6.375% 360 14 Group 8 0000729745 Loan Paid in Full 0 6.000% 360 14 Group 8 0000730942 Loan Paid in Full 0 7.500% 360 14 Group 8 0000732354 Loan Paid in Full 0 7.250% 360 13 Group 8 0000735317 Loan Paid in Full 0 6.375% 360 14 Group 8 0000738058 Loan Paid in Full 0 7.125% 360 13 Group 8 0000743382 Loan Paid in Full 0 6.375% 360 13 Group 8 0000743872 Loan Paid in Full (1) 6.250% 360 13 Group 8 0000747881 Loan Paid in Full 0 6.500% 360 13 Group 8 0000748989 Loan Paid in Full 0 7.375% 360 14 Group 8 0000748995 Loan Paid in Full 0 7.375% 360 14 Group 8 0000751326 Loan Paid in Full 0 6.375% 360 13 Group 8 0000758588 Loan Paid in Full 0 6.500% 360 13 Group 8 0000760359 Loan Paid in Full 0 6.250% 360 13 Group 8 0000765136 Loan Paid in Full 0 7.750% 360 13 Group 8 0000770078 Loan Paid in Full 0 6.250% 360 13 Group 8 0000773633 Loan Paid in Full 0 6.875% 360 13 Group 8 0000776604 Loan Paid in Full (1) 6.750% 360 13 Group 8 0000785746 Loan Paid in Full 0 6.875% 360 13 Group 9 0000620421 Loan Paid in Full 0 9.000% 300 14 Group 9 0000648334 Loan Paid in Full 0 9.375% 300 15 Group 9 0000654920 Loan Paid in Full 0 10.250% 240 17 Group 9 0000656028 Loan Paid in Full 0 8.000% 300 16 Group 9 0000676183 Loan Paid in Full 0 9.625% 300 13 Group 9 0000676974 Loan Paid in Full 0 10.000% 300 14 Group 9 0000679343 Loan Paid in Full 0 9.750% 240 17 Group 9 0000686337 Loan Paid in Full 0 10.625% 300 16 Group 9 0000690763 Loan Paid in Full 0 8.125% 300 16 Group 9 0000691996 Loan Paid in Full 0 9.125% 300 16 Group 9 0000697079 Loan Paid in Full 0 8.750% 300 14 Group 9 0000697840 Loan Paid in Full 0 9.000% 300 16 Group 9 0000698958 Loan Paid in Full 0 9.625% 300 15 Group 9 0000699461 Loan Paid in Full 0 8.875% 300 16 Group 9 0000703609 Loan Paid in Full 0 10.125% 300 16 Group 9 0000705822 Loan Paid in Full 0 9.125% 300 15 Group 9 0000705927 Loan Paid in Full 0 8.750% 300 15 Group 9 0000706180 Loan Paid in Full 0 9.000% 300 14 Group 9 0000706654 Loan Paid in Full 0 10.250% 300 14 Group 9 0000708000 Loan Paid in Full (1) 10.000% 300 16 Group 9 0000708167 Loan Paid in Full (1) 8.500% 300 14 Group 9 0000709321 Loan Paid in Full 0 8.750% 300 15 Group 9 0000709443 Loan Paid in Full (1) 9.875% 240 15 Group 9 0000710242 Loan Paid in Full 0 9.000% 300 15 Group 9 0000710718 Loan Paid in Full 0 9.500% 300 16 Group 9 0000712594 Loan Paid in Full 0 9.125% 300 15 Group 9 0000713176 Loan Paid in Full 0 9.125% 300 300 Group 9 0000713390 Loan Paid in Full 0 9.375% 300 15 Group 9 0000713482 Loan Paid in Full 0 10.000% 300 15 Group 9 0000713789 Loan Paid in Full 0 10.375% 300 15 Group 9 0000714256 Loan Paid in Full 0 10.375% 300 15 Group 9 0000715588 Loan Paid in Full 0 9.875% 300 15 Group 9 0000717461 Loan Paid in Full 0 8.500% 300 15 Group 9 0000720106 Loan Paid in Full 0 8.750% 300 13 Group 9 0000721818 Loan Paid in Full 0 9.750% 300 15 Group 9 0000722364 Loan Paid in Full 0 8.875% 300 15 Group 9 0000723454 Loan Paid in Full 0 10.125% 300 15 Group 9 0000724208 Loan Paid in Full 0 9.000% 300 14 Group 9 0000724533 Loan Paid in Full 0 9.250% 300 14 Group 9 0000724648 Loan Paid in Full 0 8.250% 300 15 Group 9 0000725401 Loan Paid in Full 0 10.500% 300 14 Group 9 0000725977 Loan Paid in Full 0 8.500% 300 15 Group 9 0000726325 Loan Paid in Full 0 9.375% 300 14 Group 9 0000726594 Loan Paid in Full (1) 10.125% 300 15 Group 9 0000727364 Loan Paid in Full 0 9.125% 300 15 Group 9 0000727764 Loan Paid in Full 0 8.750% 300 13 Group 9 0000729165 Loan Paid in Full 0 9.125% 300 15 Group 9 0000729930 Loan Paid in Full 0 9.500% 300 14 Group 9 0000730466 Loan Paid in Full 0 8.500% 300 15 Group 9 0000730616 Loan Paid in Full 0 8.250% 300 300 Group 9 0000730935 Loan Paid in Full 0 12.750% 300 14 Group 9 0000732744 Loan Paid in Full 0 11.000% 300 14 Group 9 0000733620 Loan Paid in Full 0 8.750% 300 14 Group 9 0000733923 Loan Paid in Full 0 9.125% 300 13 Group 9 0000734423 Loan Paid in Full 0 9.125% 300 14 Group 9 0000734505 Loan Paid in Full 0 9.875% 300 300 Group 9 0000734567 Loan Paid in Full 0 11.250% 300 14 Group 9 0000735184 Loan Paid in Full 0 11.000% 300 14 Group 9 0000737168 Loan Paid in Full 0 9.000% 300 13 Group 9 0000738558 Loan Paid in Full 0 8.375% 300 14 Group 9 0000739352 Loan Paid in Full 0 9.375% 300 14 Group 9 0000739740 Loan Paid in Full 0 10.000% 300 14 Group 9 0000740418 Loan Paid in Full 0 11.000% 300 14 Group 9 0000743020 Loan Paid in Full 0 10.375% 300 14 Group 9 0000743174 Loan Paid in Full 0 8.875% 300 14 Group 9 0000745356 Loan Paid in Full 0 9.125% 300 14 Group 9 0000745368 Loan Paid in Full 0 8.250% 300 14 Group 9 0000746205 Loan Paid in Full 0 8.750% 300 13 Group 9 0000746369 Loan Paid in Full 0 8.000% 300 14 Group 9 0000746632 Loan Paid in Full 0 10.000% 300 300 Group 9 0000746905 Loan Paid in Full 0 8.750% 300 13 Group 9 0000746969 Loan Paid in Full 0 8.000% 300 13 Group 9 0000748053 Loan Paid in Full 0 8.625% 300 13 Group 9 0000749398 Loan Paid in Full 0 8.875% 300 13 Group 9 0000749428 Loan Paid in Full 0 10.000% 300 14 Group 9 0000751138 Loan Paid in Full 0 9.375% 300 13 Group 9 0000751964 Loan Paid in Full 0 9.625% 300 13 Group 9 0000752823 Loan Paid in Full 0 9.125% 300 13 Group 9 0000752884 Loan Paid in Full 0 14.625% 300 13 Group 9 0000752988 Loan Paid in Full 0 10.125% 300 13 Group 9 0000755180 Loan Paid in Full 0 10.000% 300 13 Group 9 0000755460 Loan Paid in Full 0 10.125% 300 13 Group 9 0000758643 Loan Paid in Full 0 10.375% 300 13 Group 9 0000758953 Loan Paid in Full 0 9.750% 300 300 Group 9 0000760279 Loan Paid in Full 0 9.875% 300 13 Group 9 0000760561 Loan Paid in Full 0 10.125% 300 13 Group 9 0000760673 Loan Paid in Full 0 11.000% 300 13 Group 9 0000766263 Loan Paid in Full 0 8.750% 300 13 Group 9 0000766472 Loan Paid in Full 0 9.375% 300 13 Group 9 0000767178 Loan Paid in Full 0 9.375% 300 13 Group 9 0000767517 Loan Paid in Full 0 10.750% 300 13 Group 9 0000769648 Loan Paid in Full 0 8.875% 300 13 Group 9 0000769905 Loan Paid in Full 0 9.750% 300 13 Group 9 0000771229 Loan Paid in Full 0 10.375% 300 13 Group 9 0000772050 Loan Paid in Full 0 9.625% 300 13 Group 9 0000772208 Loan Paid in Full 0 7.750% 300 13 Group 9 0000774099 Loan Paid in Full 0 11.250% 300 13 Group 9 0000774666 Loan Paid in Full 0 10.000% 300 13 Group 9 0000776786 Loan Paid in Full 0 9.375% 300 13 Group 9 0000777630 Loan Paid in Full 0 8.000% 300 13 Group 9 0000779876 Loan Paid in Full 0 9.750% 300 12 Group 9 0000780698 Loan Paid in Full 0 8.750% 300 13 Group 9 0000781257 Loan Paid in Full 0 7.875% 300 13 Group 9 0000784128 Loan Paid in Full 0 10.125% 300 13

Summary SMM CPR PSA Current Month 3.326% Current Month 33.360% Current Month 1,215.363% 3 Month Average 3.359% 3 Month Average 33.626% 3 Month Average 1,330.372% 12 Month Average 3.815% 12 Month Average 30.295% 12 Month Average 2,297.096% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jun-2005 21.866% N/A Jun-2005 4,265.443% N/A Jul-2005 28.595% N/A Jul-2005 4,011.680% N/A Aug-2005 29.801% N/A Aug-2005 3,265.666% N/A Sep-2005 34.533% N/A Sep-2005 3,096.508% N/A Oct-2005 29.236% N/A Oct-2005 2,218.344% N/A Nov-2005 33.760% N/A Nov-2005 2,220.483% N/A Dec-2005 31.861% N/A Dec-2005 1,849.755% N/A Jan-2006 30.083% N/A Jan-2006 1,566.082% N/A Feb-2006 22.931% N/A Feb-2006 1,080.076% N/A Mar-2006 32.131% 26.153% Mar-2006 1,383.062% 2,757.297% Apr-2006 35.387% 28.707% Apr-2006 1,392.692% 2,574.897% May-2006 33.360% 30.295% May-2006 1,215.363% 2,297.096% *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 1 SMM CPR PSA Current Month 4.563% Current Month 42.903% Current Month 1,583.101% 3 Month Average 4.392% 3 Month Average 41.618% 3 Month Average 1,659.944% 12 Month Average 3.766% 12 Month Average 27.139% 12 Month Average 1,859.188% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jun-2005 11.230% N/A Jun-2005 2,193.229% N/A Jul-2005 23.162% N/A Jul-2005 3,256.515% N/A Aug-2005 21.016% N/A Aug-2005 2,305.148% N/A Sep-2005 26.241% N/A Sep-2005 2,359.447% N/A Oct-2005 23.770% N/A Oct-2005 1,811.807% N/A Nov-2005 25.416% N/A Nov-2005 1,681.149% N/A Dec-2005 27.290% N/A Dec-2005 1,592.763% N/A Jan-2006 22.183% N/A Jan-2006 1,159.389% N/A Feb-2006 20.507% N/A Feb-2006 970.981% N/A Mar-2006 38.132% 19.924% Mar-2006 1,650.132% 1,612.495% Apr-2006 43.820% 23.516% Apr-2006 1,746.600% 1,712.088% May-2006 42.903% 27.139% May-2006 1,583.101% 1,859.188% *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 2 SMM CPR PSA Current Month 6.449% Current Month 55.063% Current Month 2,048.894% 3 Month Average 6.062% 3 Month Average 52.726% 3 Month Average 2,121.115% 12 Month Average 6.568% 12 Month Average 45.921% 12 Month Average 3,587.293% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jun-2005 37.562% N/A Jun-2005 7,591.572% N/A Jul-2005 37.619% N/A Jul-2005 5,432.415% N/A Aug-2005 49.927% N/A Aug-2005 5,622.283% N/A Sep-2005 51.197% N/A Sep-2005 4,703.850% N/A Oct-2005 43.259% N/A Oct-2005 3,356.030% N/A Nov-2005 50.950% N/A Nov-2005 3,421.518% N/A Dec-2005 39.653% N/A Dec-2005 2,347.149% N/A Jan-2006 49.440% N/A Jan-2006 2,616.662% N/A Feb-2006 33.269% N/A Feb-2006 1,592.686% N/A Mar-2006 49.391% 40.314% Mar-2006 2,155.837% 5,093.919% Apr-2006 53.724% 43.383% Apr-2006 2,158.614% 4,110.209% May-2006 55.063% 45.921% May-2006 2,048.894% 3,587.293% *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 3 SMM CPR PSA Current Month 9.707% Current Month 70.632% Current Month 2,635.724% 3 Month Average 9.354% 3 Month Average 69.066% 3 Month Average 2,790.990% 12 Month Average 9.132% 12 Month Average 55.634% 12 Month Average 4,373.639% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jun-2005 47.827% N/A Jun-2005 9,698.502% N/A Jul-2005 61.134% N/A Jul-2005 8,884.809% N/A Aug-2005 44.447% N/A Aug-2005 5,008.906% N/A Sep-2005 63.379% N/A Sep-2005 5,820.261% N/A Oct-2005 37.110% N/A Oct-2005 2,874.469% N/A Nov-2005 50.880% N/A Nov-2005 3,415.920% N/A Dec-2005 65.511% N/A Dec-2005 3,879.000% N/A Jan-2006 41.232% N/A Jan-2006 2,183.903% N/A Feb-2006 48.896% N/A Feb-2006 2,344.926% N/A Mar-2006 64.431% 46.418% Mar-2006 2,826.272% 4,980.168% Apr-2006 72.134% 52.103% Apr-2006 2,910.975% 4,942.061% May-2006 70.632% 55.634% May-2006 2,635.724% 4,373.639% *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 4 SMM CPR PSA Current Month 3.089% Current Month 31.380% Current Month 1,141.389% 3 Month Average 3.115% 3 Month Average 31.588% 3 Month Average 1,242.133% 12 Month Average 3.302% 12 Month Average 26.212% 12 Month Average 1,790.059% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jun-2005 16.941% N/A Jun-2005 3,015.064% N/A Jul-2005 19.592% N/A Jul-2005 2,574.970% N/A Aug-2005 16.458% N/A Aug-2005 1,713.180% N/A Sep-2005 26.356% N/A Sep-2005 2,272.581% N/A Oct-2005 28.095% N/A Oct-2005 2,071.690% N/A Nov-2005 28.323% N/A Nov-2005 1,822.438% N/A Dec-2005 22.017% N/A Dec-2005 1,254.863% N/A Jan-2006 31.625% N/A Jan-2006 1,618.319% N/A Feb-2006 30.374% N/A Feb-2006 1,411.209% N/A Mar-2006 30.240% 22.626% Mar-2006 1,284.376% 2,237.749% Apr-2006 33.144% 24.870% Apr-2006 1,300.633% 2,044.692% May-2006 31.380% 26.212% May-2006 1,141.389% 1,790.059% *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 5 SMM CPR PSA Current Month 2.030% Current Month 21.819% Current Month 793.653% 3 Month Average 2.098% 3 Month Average 21.912% 3 Month Average 876.861% 12 Month Average 3.827% 12 Month Average 32.201% 12 Month Average 2,647.289% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jun-2005 31.441% N/A Jun-2005 5,803.689% N/A Jul-2005 32.496% N/A Jul-2005 4,366.745% N/A Aug-2005 55.342% N/A Aug-2005 5,862.409% N/A Sep-2005 36.855% N/A Sep-2005 3,220.943% N/A Oct-2005 29.910% N/A Oct-2005 2,225.673% N/A Nov-2005 46.441% N/A Nov-2005 3,007.024% N/A Dec-2005 33.410% N/A Dec-2005 1,914.228% N/A Jan-2006 38.601% N/A Jan-2006 1,982.973% N/A Feb-2006 16.179% N/A Feb-2006 753.205% N/A Mar-2006 33.822% 32.058% Mar-2006 1,440.786% 3,283.617% Apr-2006 10.093% 32.892% Apr-2006 396.144% 3,312.415% May-2006 21.819% 32.201% May-2006 793.653% 2,647.289% *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 6 SMM CPR PSA Current Month 2.421% Current Month 25.479% Current Month 946.438% 3 Month Average 2.440% 3 Month Average 25.580% 3 Month Average 1,026.451% 12 Month Average 2.930% 12 Month Average 24.427% 12 Month Average 1,878.842% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jun-2005 15.880% N/A Jun-2005 3,238.408% N/A Jul-2005 20.972% N/A Jul-2005 3,038.068% N/A Aug-2005 23.436% N/A Aug-2005 2,632.671% N/A Sep-2005 29.825% N/A Sep-2005 2,735.100% N/A Oct-2005 25.795% N/A Oct-2005 1,998.253% N/A Nov-2005 29.522% N/A Nov-2005 1,979.666% N/A Dec-2005 29.772% N/A Dec-2005 1,759.912% N/A Jan-2006 22.758% N/A Jan-2006 1,203.474% N/A Feb-2006 18.428% N/A Feb-2006 881.206% N/A Mar-2006 21.482% 20.764% Mar-2006 937.631% 2,206.775% Apr-2006 29.780% 22.915% Apr-2006 1,195.283% 2,009.793% May-2006 25.479% 24.427% May-2006 946.438% 1,878.842% *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 7 SMM CPR PSA Current Month 1.708% Current Month 18.673% Current Month 698.545% 3 Month Average 2.051% 3 Month Average 21.976% 3 Month Average 899.228% 12 Month Average 2.769% 12 Month Average 23.746% 12 Month Average 1,879.053% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jun-2005 12.834% N/A Jun-2005 2,668.191% N/A Jul-2005 22.656% N/A Jul-2005 3,332.865% N/A Aug-2005 26.241% N/A Aug-2005 2,986.875% N/A Sep-2005 34.469% N/A Sep-2005 3,190.909% N/A Oct-2005 28.024% N/A Oct-2005 2,190.895% N/A Nov-2005 26.273% N/A Nov-2005 1,777.128% N/A Dec-2005 21.156% N/A Dec-2005 1,259.967% N/A Jan-2006 31.421% N/A Jan-2006 1,675.122% N/A Feb-2006 15.954% N/A Feb-2006 768.996% N/A Mar-2006 24.893% 22.295% Mar-2006 1,094.919% 2,579.083% Apr-2006 22.364% 23.927% Apr-2006 904.219% 2,435.248% May-2006 18.673% 23.746% May-2006 698.545% 1,879.053% *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 8 SMM CPR PSA Current Month 1.778% Current Month 19.371% Current Month 701.098% 3 Month Average 2.082% 3 Month Average 22.285% 3 Month Average 875.852% 12 Month Average 2.673% 12 Month Average 22.827% 12 Month Average 1,641.844% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jun-2005 11.951% N/A Jun-2005 2,118.436% N/A Jul-2005 25.244% N/A Jul-2005 3,300.492% N/A Aug-2005 22.595% N/A Aug-2005 2,340.792% N/A Sep-2005 21.438% N/A Sep-2005 1,842.645% N/A Oct-2005 25.420% N/A Oct-2005 1,864.629% N/A Nov-2005 31.550% N/A Nov-2005 2,019.917% N/A Dec-2005 26.434% N/A Dec-2005 1,498.891% N/A Jan-2006 27.188% N/A Jan-2006 1,384.537% N/A Feb-2006 15.242% N/A Feb-2006 704.231% N/A Mar-2006 22.531% 20.127% Mar-2006 953.020% 1,879.626% Apr-2006 24.953% 21.890% Apr-2006 973.439% 1,769.442% May-2006 19.371% 22.827% May-2006 701.098% 1,641.844% *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 9 SMM CPR PSA Current Month 6.236% Current Month 53.822% Current Month 1,371.871% 3 Month Average 5.083% 3 Month Average 46.074% 3 Month Average 1,356.334% 12 Month Average 5.987% 12 Month Average 43.619% 12 Month Average 2,722.335% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jun-2005 49.364% N/A Jun-2005 7,388.599% N/A Jul-2005 34.926% N/A Jul-2005 3,915.369% N/A Aug-2005 46.060% N/A Aug-2005 4,178.022% N/A Sep-2005 31.719% N/A Sep-2005 2,338.288% N/A Oct-2005 45.350% N/A Oct-2005 2,776.464% N/A Nov-2005 50.979% N/A Nov-2005 2,659.891% N/A Dec-2005 36.051% N/A Dec-2005 1,674.029% N/A Jan-2006 46.663% N/A Jan-2006 1,991.489% N/A Feb-2006 44.093% N/A Feb-2006 1,676.865% N/A Mar-2006 48.322% 39.304% Mar-2006 1,691.969% 3,336.312% Apr-2006 36.078% 41.404% Apr-2006 1,005.160% 3,085.105% May-2006 53.822% 43.619% May-2006 1,371.871% 2,722.335% *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))

Filing Compare · American Home Mortgage Investment Trust 2005-1