10-D 1 ace06he1_10d-200606.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington D.C. 20549 FORM 10-D ASSET-BACKED ISSUER DISTRIBUTION REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 For the monthly distribution period from: May 26, 2006 to June 26, 2006 Commission File Number of issuing entity: 333-123741-17 ACE Securities Corp. Home Equity Loan Trust, Series 2006-HE1 (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-123741 Ace Securities Corp. (Exact name of depositor as specified in its charter) DB Structured Products, Inc. (Exact name of sponsor as specified in its charter) New York (State or other jurisdiction of incorporation or organization of the issuing entity) 54-2195407 54-2195408 54-2195409 (I.R.S. Employer Identification No.) c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Road Columbia, MD 21045 (Address of principal executive offices of the issuing entity) (Zip Code) (410) 884-2000 (Telephone number, including area code) Not Applicable (Former name, former address, if changed since last report) Registered/reporting pursuant to (check one) Title of Section Section Section Name of Exchange Class 12(b) 12(g) 15(d) (If Section 12(b)) A-1A _____ _____ __X___ ____________ A-1B1 _____ _____ __X___ ____________ A-1B2 _____ _____ __X___ ____________ A-2A _____ _____ __X___ ____________ A-2B _____ _____ __X___ ____________ A-2C _____ _____ __X___ ____________ A-2D _____ _____ __X___ ____________ CE-1 _____ _____ __X___ ____________ CE-2 _____ _____ __X___ ____________ M-1 _____ _____ __X___ ____________ M-10 _____ _____ __X___ ____________ M-2 _____ _____ __X___ ____________ M-3 _____ _____ __X___ ____________ M-4 _____ _____ __X___ ____________ M-5 _____ _____ __X___ ____________ M-6 _____ _____ __X___ ____________ M-7 _____ _____ __X___ ____________ M-8 _____ _____ __X___ ____________ M-9 _____ _____ __X___ ____________ P _____ _____ __X___ ____________ R-1 _____ _____ __X___ ____________

Indicate by check mark whether the registrant (1) has filed all reports required to be filed by Section 13 or 15(d) of the Securities Exchange Act of 1934 during the preceding 12 months (or for such shorter period that the registrant was required to file such reports), and (2) has been subject to such filing requirements for the past 90 days. Yes __X__ No ____ Part I - DISTRIBUTION INFORMATION Item 1. Distribution and Pool Performance Information On June 26, 2006 a distribution was made to holders of ACE Securities Corp. Home Equity Loan Trust, Series 2006-HE1. The distribution report is attached as an Exhibit to this Form 10-D. Please see Item 9(b), Exhibit 99.1 for the related information. Part II - OTHER INFORMATION Item 9. Exhibits. (a) The following is a list of documents filed as part of this Report on Form 10-D: (99.1) Monthly report distributed to holders of ACE Securities Corp. Home Equity Loan Trust, Series 2006-HE1, relating to the June 26, 2006 distribution. (b) The exhibits required to be filed by Registrant pursuant to Item 601 of Regulation S-K are listed above and in the Exhibit Index that immediately follows the signature page hereof. SIGNATURES Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned thereunto duly authorized. ACE Securities Corp. Home Equity Loan Trust, Series 2006-HE1 (Issuing Entity) Wells Fargo Bank, N.A. (Master Servicer) /s/ Beth Belfield Beth Belfield, Officer Date: July 7, 2006 EXHIBIT INDEX Exhibit Number Description EX-99.1 Monthly report distributed to holders of ACE Securities Corp. Home Equity Loan Trust, Series 2006-HE1, relating to the June 26, 2006 distribution. EX-99.1 ACE Securities Corporation Asset Backed Pass-Through Certificates Distribution Date: 6/26/2006 ACE Securities Corporation Asset Backed Pass-Through Certificates Series 2006-HE1 Contact: Customer Service - CTSLink Wells Fargo Bank, N.A. Securities Administration Services 7485 New Horizon Way Frederick, MD 21703 www.ctslink.com Telephone: (301) 815-6600 Fax: (301) 815-6660

Certificateholder Distribution Summary Class CUSIP Certificate Beginning Interest Pass-Through Certificate Distribution Rate Balance A-1A 004421WJ8 5.~~15938~~28125% ~~721~~696,~~314~~760,~~530~~080.1252 3,~~101~~270,~~279~~901.8049 A-1B1 004421WK5 5.~~14938~~27125% ~~401~~385,~~165~~247,~~426~~507.3670 1,~~721~~805,~~461~~098.0260 A-1B2 004421WL3 5.~~14938~~27125% ~~100~~96,~~290~~311,~~875~~415.6709 ~~430~~451,~~363~~272.1949 A-2A 004421WM1 5.~~03938~~16125% ~~323~~306,~~685~~937,~~986~~096.2179 1,~~359~~408,~~313~~159.9019 A-2B 004421WN9 5.~~08938~~21125% 127,685,000.00 ~~541~~591,~~531~~465.2429 A-2C 004421WP4 5.~~14938~~27125% 88,606,000.00 ~~380~~415,~~221~~168.6434 A-2D 004421WQ2 5.~~25938~~38125% 78,490,000.00 ~~344~~375,~~007~~443.2883 M-1 004421WR0 5.~~34938~~47125% 101,428,000.00 ~~452~~493,~~147~~278.4317 M-2 004421WS8 5.~~35938~~48125% 92,553,000.00 ~~413~~450,~~355~~938.5878 M-3 004421WT6 5.~~37938~~50125% 57,053,000.00 ~~255~~278,~~758~~989.1417 M-4 004421WU3 5.~~48938~~61125% 48,178,000.00 ~~220~~240,~~389~~301.4616 M-5 004421WV1 5.~~51938~~64125% 45,643,000.00 ~~209~~228,~~934~~874.2229 M-6 004421WW9 5.~~62938~~75125% 41,839,000.00 ~~196~~213,~~273~~890.0227 M-7 004421WX7 6.~~28938~~41125% 40,571,000.00 ~~212~~231,~~638~~209.7062 M-8 004421WY5 6.~~52938~~65125% 36,768,000.00 ~~200~~217,~~060~~380.2059 M-9 004421WZ2 7.~~40938~~53125% 26,625,000.00 ~~164~~178,~~395~~239.6258 M-10 004421XA6 78.~~95938~~08125% 31,696,000.00 ~~210~~227,~~233~~682.7693 CE-1 ACE6H1CE1 0.00000% 82,410,311.86 4,~~535~~410,~~812~~906.1399 CE-2 ACE6H1CE2 0.00000% 0.00 ~~148~~146,~~236~~163.6724 R-1 ACE06H1R1 0.00000% 0.00 0.00 P ACE06HE1P 0.00000% 100.00 ~~887~~758,~~638~~386.0224 Totals 2,~~446~~384,~~002~~801,~~230~~511.2296 1516,~~985~~393,~~051~~750.0226

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses A-1A 2434,~~554~~712,~~449~~248.6058 0.00 ~~696~~662,~~760~~047,~~080~~831.5294 2737,~~655~~983,~~729~~150.4007 0.00 A-1B1 1517,~~917~~483,~~918~~431.6792 0.00 ~~385~~367,~~247~~764,~~507~~075.7078 1719,~~639~~288,~~379~~530.6952 0.00 A-1B2 34,~~979~~370,~~460~~837.5802 0.00 9691,~~311~~940,~~415~~578.0907 4,~~409~~822,~~823~~109.7751 0.00 A-2A 1628,~~748~~289,~~889~~149.4237 0.00 ~~306~~278,~~937~~647,~~096~~947.7942 1829,~~108~~697,~~203~~308.3256 0.00 A-2B 0.00 0.00 127,685,000.00 ~~541~~591,~~531~~465.2429 0.00 A-2C 0.00 0.00 88,606,000.00 ~~380~~415,~~221~~168.6434 0.00 A-2D 0.00 0.00 78,490,000.00 ~~344~~375,~~007~~443.2883 0.00 M-1 0.00 0.00 101,428,000.00 ~~452~~493,~~147~~278.4317 0.00 M-2 0.00 0.00 92,553,000.00 ~~413~~450,~~355~~938.5878 0.00 M-3 0.00 0.00 57,053,000.00 ~~255~~278,~~758~~989.1417 0.00 M-4 0.00 0.00 48,178,000.00 ~~220~~240,~~389~~301.4616 0.00 M-5 0.00 0.00 45,643,000.00 ~~209~~228,~~934~~874.2229 0.00 M-6 0.00 0.00 41,839,000.00 ~~196~~213,~~273~~890.0227 0.00 M-7 0.00 0.00 40,571,000.00 ~~212~~231,~~638~~209.7062 0.00 M-8 0.00 0.00 36,768,000.00 ~~200~~217,~~060~~380.2059 0.00 M-9 0.00 0.00 26,625,000.00 ~~164~~178,~~395~~239.6258 0.00 M-10 0.00 0.00 31,696,000.00 ~~210~~227,~~233~~682.7693 0.00 CE-1 0.00 0.00 82,410,311.86 4,~~535~~410,~~812~~906.1399 0.00 CE-2 0.00 0.00 0.00 ~~148~~146,~~236~~163.6724 0.00 R-1 0.00 0.00 0.00 0.00 0.00 P 0.00 0.00 100.00 ~~887~~758,~~638~~386.0224 0.00 Totals 6184,~~200~~855,~~718~~666.2789 0.00 2,~~384~~299,~~801~~945,~~511~~845.9607 77101,~~185~~249,~~769~~417.2915 0.00 As Master Servicer, Wells Fargo Bank, N.A. has independently calculated collateral information based on loan level data received from external parties, which may include the Servicers, Issuer and other parties to the transaction. Wells Fargo Bank, N.A. expressly disclaims any responsibility for the accuracy or completeness of information furnished to it by those third parties.

Principal Distribution Statement Class Original Beginning Scheduled UnScheduled Accretion Realized Face Certificate Principal Principal Loss Amount Balance Distribution Distribution A-1A 757,819,000.00 ~~721~~696,~~314~~760,~~530~~080.1252 0.00 2434,~~554~~712,~~449~~248.6058 0.00 0.00 A-1B1 417,082,000.00 ~~401~~385,~~165~~247,~~426~~507.3670 0.00 1517,~~917~~483,~~918~~431.6792 0.00 0.00 A-1B2 104,270,000.00 ~~100~~96,~~290~~311,~~875~~415.6709 0.00 34,~~979~~370,~~460~~837.5802 0.00 0.00 A-2A 356,980,000.00 ~~323~~306,~~685~~937,~~986~~096.2179 0.00 1628,~~748~~289,~~889~~149.4237 0.00 0.00 A-2B 127,685,000.00 127,685,000.00 0.00 0.00 0.00 0.00 A-2C 88,606,000.00 88,606,000.00 0.00 0.00 0.00 0.00 A-2D 78,490,000.00 78,490,000.00 0.00 0.00 0.00 0.00 M-1 101,428,000.00 101,428,000.00 0.00 0.00 0.00 0.00 M-2 92,553,000.00 92,553,000.00 0.00 0.00 0.00 0.00 M-3 57,053,000.00 57,053,000.00 0.00 0.00 0.00 0.00 M-4 48,178,000.00 48,178,000.00 0.00 0.00 0.00 0.00 M-5 45,643,000.00 45,643,000.00 0.00 0.00 0.00 0.00 M-6 41,839,000.00 41,839,000.00 0.00 0.00 0.00 0.00 M-7 40,571,000.00 40,571,000.00 0.00 0.00 0.00 0.00 M-8 36,768,000.00 36,768,000.00 0.00 0.00 0.00 0.00 M-9 26,625,000.00 26,625,000.00 0.00 0.00 0.00 0.00 M-10 31,696,000.00 31,696,000.00 0.00 0.00 0.00 0.00 CE-1 82,415,803.39 82,410,311.86 0.00 0.00 0.00 0.00 CE-2 0.00 0.00 0.00 0.00 0.00 0.00 R-1 0.00 0.00 0.00 0.00 0.00 0.00 P 100.00 100.00 0.00 0.00 0.00 0.00 Totals 2,535,701,903.39 2,~~446~~384,~~002~~801,~~230~~511.2296 0.00 6184,~~200~~855,~~718~~666.2789 0.00 0.00

Principal Distribution Statement (continued) Class Total Ending Ending Total Principal Certificate Certificate Principal Reduction Balance Percentage Distribution A-1A 2434,~~554~~712,~~449~~248.6058 ~~696~~662,~~760~~047,~~080~~831.5294 0.~~91942810~~87362264 2434,~~554~~712,~~449~~248.6058 A-1B1 1517,~~917~~483,~~918~~431.6792 ~~385~~367,~~247~~764,~~507~~075.7078 0.~~92367330~~88175485 1517,~~917~~483,~~918~~431.6792 A-1B2 34,~~979~~370,~~460~~837.5802 9691,~~311~~940,~~415~~578.0907 0.~~92367330~~88175485 34,~~979~~370,~~460~~837.5802 A-2A 1628,~~748~~289,~~889~~149.4237 ~~306~~278,~~937~~647,~~096~~947.7942 0.~~85981595~~78057019 1628,~~748~~289,~~889~~149.4237 A-2B 0.00 127,685,000.00 1.00000000 0.00 A-2C 0.00 88,606,000.00 1.00000000 0.00 A-2D 0.00 78,490,000.00 1.00000000 0.00 M-1 0.00 101,428,000.00 1.00000000 0.00 M-2 0.00 92,553,000.00 1.00000000 0.00 M-3 0.00 57,053,000.00 1.00000000 0.00 M-4 0.00 48,178,000.00 1.00000000 0.00 M-5 0.00 45,643,000.00 1.00000000 0.00 M-6 0.00 41,839,000.00 1.00000000 0.00 M-7 0.00 40,571,000.00 1.00000000 0.00 M-8 0.00 36,768,000.00 1.00000000 0.00 M-9 0.00 26,625,000.00 1.00000000 0.00 M-10 0.00 31,696,000.00 1.00000000 0.00 CE-1 0.00 82,410,311.86 0.99993337 0.00 CE-2 0.00 0.00 0.00000000 0.00 R-1 0.00 0.00 0.00000000 0.00 P 0.00 100.00 1.00000000 0.00 Totals 6184,~~200~~855,~~718~~666.2789 2,~~384~~299,~~801~~945,~~511~~845.9607 0.~~94048970~~90702533 6184,~~200~~855,~~718~~666.2789

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution A-1A 757,819,000.00 ~~951~~919.~~82956632~~42809631 0.00000000 3245.~~40147001~~80546091 0.00000000 A-1B1 417,082,000.00 ~~961~~923.~~83826288~~67330093 0.00000000 3841.~~16496197~~91845229 0.00000000 A-1B2 104,270,000.00 ~~961~~923.~~83826288~~67330095 0.00000000 3841.~~16496193~~91845229 0.00000000 A-2A 356,980,000.00 ~~906~~859.~~73423220~~81594708 0.00000000 4679.~~91828511~~24575430 0.00000000 A-2B 127,685,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A-2C 88,606,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A-2D 78,490,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-1 101,428,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-2 92,553,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-3 57,053,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-4 48,178,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-5 45,643,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-6 41,839,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-7 40,571,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-8 36,768,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-9 26,625,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-10 31,696,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 CE-1 82,415,803.39 999.93336800 0.00000000 0.00000000 0.00000000 CE-2 0.00 0.00000000 0.00000000 0.00000000 0.00000000 R-1 0.00 0.00000000 0.00000000 0.00000000 0.00000000 P 100.00 1000.00000000 0.00000000 0.00000000 0.00000000

Principal Distribution Factors Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution A-1A 0.00000000 3245.~~40147001~~80546091 ~~919~~873.~~42809631~~62263541 0.~~91942810~~87362264 3245.~~40147001~~80546091 A-1B1 0.00000000 3841.~~16496197~~91845229 ~~923~~881.~~67330093~~75484864 0.~~92367330~~88175485 3841.~~16496197~~91845229 A-1B2 0.00000000 3841.~~16496193~~91845229 ~~923~~881.~~67330095~~75484866 0.~~92367330~~88175485 3841.~~16496193~~91845229 A-2A 0.00000000 4679.~~91828511~~24575430 ~~859~~780.~~81594708~~57019278 0.~~85981595~~78057019 4679.~~91828511~~24575430 A-2B 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A-2C 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A-2D 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-5 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-6 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-7 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-8 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-9 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-10 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 CE-1 0.00000000 0.00000000 999.93336800 0.99993337 0.00000000 CE-2 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R-1 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 P 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 NOTE: All classes per $1,000 denomination.

Interest Distribution Statement Class Accrual Accrual Current Beginning Current Payment of Dates Days Certificate Certificate/ Accrued Unpaid Interest Rate Notional Interest Shortfall (1) Balance A-1A 0405/25/06 - 0506/2425/06 3032 5.~~15938~~28125% ~~721~~696,~~314~~760,~~530~~080.1252 3,~~101~~270,~~279~~901.8049 0.00 A-1B1 0405/25/06 - 0506/2425/06 3032 5.~~14938~~27125% ~~401~~385,~~165~~247,~~426~~507.3670 1,~~721~~805,~~461~~098.0260 0.00 A-1B2 0405/25/06 - 0506/2425/06 3032 5.~~14938~~27125% ~~100~~96,~~290~~311,~~875~~415.6709 ~~430~~451,~~363~~272.1949 0.00 A-2A 0405/25/06 - 0506/2425/06 3032 5.~~03938~~16125% ~~323~~306,~~685~~937,~~986~~096.2179 1,~~359~~408,~~313~~159.9019 0.00 A-2B 0405/25/06 - 0506/2425/06 3032 5.~~08938~~21125% 127,685,000.00 ~~541~~591,~~531~~465.2429 0.00 A-2C 0405/25/06 - 0506/2425/06 3032 5.~~14938~~27125% 88,606,000.00 ~~380~~415,~~221~~168.6434 0.00 A-2D 0405/25/06 - 0506/2425/06 3032 5.~~25938~~38125% 78,490,000.00 ~~344~~375,~~007~~443.2883 0.00 M-1 0405/25/06 - 0506/2425/06 3032 5.~~34938~~47125% 101,428,000.00 ~~452~~493,~~147~~278.4317 0.00 M-2 0405/25/06 - 0506/2425/06 3032 5.~~35938~~48125% 92,553,000.00 ~~413~~450,~~355~~938.5878 0.00 M-3 0405/25/06 - 0506/2425/06 3032 5.~~37938~~50125% 57,053,000.00 ~~255~~278,~~758~~989.1417 0.00 M-4 0405/25/06 - 0506/2425/06 3032 5.~~48938~~61125% 48,178,000.00 ~~220~~240,~~389~~301.4616 0.00 M-5 0405/25/06 - 0506/2425/06 3032 5.~~51938~~64125% 45,643,000.00 ~~209~~228,~~934~~874.2229 0.00 M-6 0405/25/06 - 0506/2425/06 3032 5.~~62938~~75125% 41,839,000.00 ~~196~~213,~~273~~890.0227 0.00 M-7 0405/25/06 - 0506/2425/06 3032 6.~~28938~~41125% 40,571,000.00 ~~212~~231,~~638~~209.7062 0.00 M-8 0405/25/06 - 0506/2425/06 3032 6.~~52938~~65125% 36,768,000.00 ~~200~~217,~~060~~380.2059 0.00 M-9 0405/25/06 - 0506/2425/06 3032 7.~~40938~~53125% 26,625,000.00 ~~164~~178,~~395~~239.6258 418,~~320~~314.5104 M-10 0405/25/06 - 0506/2425/06 3032 78.~~95938~~08125% 31,696,000.00 ~~210~~227,~~233~~682.7693 1937,~~670~~297.7396 CE-1 N/A N/A 0.00000% 2,~~446~~384,~~002~~801,~~230~~511.2396 0.00 0.00 CE-2 N/A N/A 0.00000% 0.00 0.00 0.00 R-1 N/A N/A 0.00000% 0.00 0.00 0.00 P N/A N/A 0.00000% 100.00 0.00 0.00 Totals 1011,~~413~~078,~~364~~293.2079 2355,~~991~~612.2400

Interest Distribution Statement (continued) Class Current Non-Supported Total Remaining Ending Interest Interest Interest Unpaid Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance A-1A 0.00 0.00 3,~~101~~270,~~279~~901.8049 0.00 ~~696~~662,~~760~~047,~~080~~831.5294 A-1B1 0.00 0.00 1,~~721~~805,~~461~~098.0260 0.00 ~~385~~367,~~247~~764,~~507~~075.7078 A-1B2 0.00 0.00 ~~430~~451,~~363~~272.1949 0.00 9691,~~311~~940,~~415~~578.0907 A-2A 0.00 0.00 1,~~359~~408,~~313~~159.9019 0.00 ~~306~~278,~~937~~647,~~096~~947.7942 A-2B 0.00 0.00 ~~541~~591,~~531~~465.2429 0.00 127,685,000.00 A-2C 0.00 0.00 ~~380~~415,~~221~~168.6434 0.00 88,606,000.00 A-2D 0.00 0.00 ~~344~~375,~~007~~443.2883 0.00 78,490,000.00 M-1 0.00 0.00 ~~452~~493,~~147~~278.4317 0.00 101,428,000.00 M-2 0.00 0.00 ~~413~~450,~~355~~938.5878 0.00 92,553,000.00 M-3 0.00 0.00 ~~255~~278,~~758~~989.1417 0.00 57,053,000.00 M-4 0.00 0.00 ~~220~~240,~~389~~301.4616 0.00 48,178,000.00 M-5 0.00 0.00 ~~209~~228,~~934~~874.2229 0.00 45,643,000.00 M-6 0.00 0.00 ~~196~~213,~~273~~890.0227 0.00 41,839,000.00 M-7 0.00 0.00 ~~212~~231,~~638~~209.7062 0.00 40,571,000.00 M-8 0.00 0.00 ~~200~~217,~~060~~380.2059 0.00 36,768,000.00 M-9 418,~~320~~314.5104 0.00 ~~164~~178,~~395~~239.6258 0.00 26,625,000.00 M-10 1937,~~670~~297.7396 0.00 ~~210~~227,~~233~~682.7693 0.00 31,696,000.00 CE-1 0.00 0.00 4,~~535~~410,~~812~~906.1399 0.00 2,~~384~~299,~~801~~945,~~511~~845.9607 CE-2 0.00 0.00 ~~148~~146,~~236~~163.6724 0.00 0.00 R-1 0.00 0.00 0.00 0.00 0.00 P 0.00 0.00 ~~887~~758,~~638~~386.0224 0.00 100.00 Totals 2355,~~991~~612.2400 0.00 1516,~~985~~393,~~051~~750.0226 0.00 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls,if applicable.

Interest Distribution Factors Statement Class Original Current Beginning Current Payment of Face Certificate Certificate/ Accrued Unpaid Interest Amount Rate Notional Interest Shortfall (1) Balance A-1A 757,819,000.00 5.~~15938~~28125% ~~951~~919.~~82956632~~42809631 4.~~09237536~~31620412 0.00000000 A-1B1 417,082,000.00 5.~~14938~~27125% ~~961~~923.~~83826288~~67330093 4.~~12739226~~32792257 0.00000000 A-1B2 104,270,000.00 5.~~14938~~27125% ~~961~~923.~~83826288~~67330095 4.~~12739225~~32792260 0.00000000 A-2A 356,980,000.00 5.~~03938~~16125% ~~906~~859.~~73423220~~81594708 3.~~80781528~~94464449 0.00000000 A-2B 127,685,000.00 5.~~08938~~21125% 1000.00000000 4.~~24115002~~63222219 0.00000000 A-2C 88,606,000.00 5.~~14938~~27125% 1000.00000000 4.~~29115003~~68555561 0.00000000 A-2D 78,490,000.00 5.~~25938~~38125% 1000.00000000 4.~~38281666~~78333329 0.00000000 M-1 101,428,000.00 5.~~34938~~47125% 1000.00000000 4.~~45781668~~86333330 0.00000000 M-2 92,553,000.00 5.~~35938~~48125% 1000.00000000 4.~~46614999~~87222219 0.00000000 M-3 57,053,000.00 5.~~37938~~50125% 1000.00000000 4.~~48281668~~89000000 0.00000000 M-4 48,178,000.00 5.~~48938~~61125% 1000.00000000 4.~~57448337~~98777782 0.00000000 M-5 45,643,000.00 5.~~51938~~64125% 1000.00000000 45.~~59948338~~01444449 0.00000000 M-6 41,839,000.00 5.~~62938~~75125% 1000.00000000 45.~~69114988~~11222233 0.00000000 M-7 40,571,000.00 6.~~28938~~41125% 1000.00000000 5.~~24115008~~69888886 0.00000000 M-8 36,768,000.00 6.~~52938~~65125% 1000.00000000 5.~~44114991~~91222231 0.00000000 M-9 26,625,000.00 7.~~40938~~53125% 1000.00000000 6.~~17448338~~69444432 0.~~16227268~~68785127 M-10 31,696,000.00 78.~~95938~~08125% 1000.00000000 67.~~63281676~~18333323 01.~~62060607~~17674028 CE-1 82,415,803.39 0.00000% ~~29678~~28936.~~80102625~~21628215 0.00000000 0.00000000 CE-2 0.00 0.00000% 0.00000000 0.00000000 0.00000000 R-1 0.00 0.00000% 0.00000000 0.00000000 0.00000000 P 100.00 0.00000% 1000.00000000 0.00000000 0.00000000

Interest Distribution Factors Statement (continued) Class Current Non-Supported Total Remaining Unpaid Ending Interest Interest Interest Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance A-1A 0.00000000 0.00000000 4.~~09237536~~31620412 0.00000000 ~~919~~873.~~42809631~~62263541 A-1B1 0.00000000 0.00000000 4.~~12739226~~32792257 0.00000000 ~~923~~881.~~67330093~~75484864 A-1B2 0.00000000 0.00000000 4.~~12739225~~32792260 0.00000000 ~~923~~881.~~67330095~~75484866 A-2A 0.00000000 0.00000000 3.~~80781528~~94464449 0.00000000 ~~859~~780.~~81594708~~57019278 A-2B 0.00000000 0.00000000 4.~~24115002~~63222219 0.00000000 1000.00000000 A-2C 0.00000000 0.00000000 4.~~29115003~~68555561 0.00000000 1000.00000000 A-2D 0.00000000 0.00000000 4.~~38281666~~78333329 0.00000000 1000.00000000 M-1 0.00000000 0.00000000 4.~~45781668~~86333330 0.00000000 1000.00000000 M-2 0.00000000 0.00000000 4.~~46614999~~87222219 0.00000000 1000.00000000 M-3 0.00000000 0.00000000 4.~~48281668~~89000000 0.00000000 1000.00000000 M-4 0.00000000 0.00000000 4.~~57448337~~98777782 0.00000000 1000.00000000 M-5 0.00000000 0.00000000 45.~~59948338~~01444449 0.00000000 1000.00000000 M-6 0.00000000 0.00000000 45.~~69114988~~11222233 0.00000000 1000.00000000 M-7 0.00000000 0.00000000 5.~~24115008~~69888886 0.00000000 1000.00000000 M-8 0.00000000 0.00000000 5.~~44114991~~91222231 0.00000000 1000.00000000 M-9 0.~~16227268~~68785127 0.00000000 6.~~17448338~~69444432 0.00000000 1000.00000000 M-10 01.~~62060607~~17674028 0.00000000 67.~~63281676~~18333323 0.00000000 1000.00000000 CE-1 0.00000000 0.00000000 5553.~~03570849~~52016007 0.00000000 ~~28936~~27906.~~21628215~~61196599 CE-2 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R-1 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 P 0.00000000 0.00000000 ~~8876380~~7583862.~~20000000~~40000000 0.00000000 1000.00000000 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls,if applicable. NOTE: All classes per $1,000 denomination.

CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 74101,~~188~~630,~~356~~613.6225 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0.00 Servicer Advances 42,~~125~~549,~~447~~158.4050 Gains & Subsequent Recoveries (Realized Losses) 0.00 Prepayment Penalties ~~887~~758,~~638~~386.0224 Swap/Cap Payments ~~406~~1,~~466~~315,855.3822 Total Deposits 79106,~~607~~254,~~908~~013.4221 Withdrawals Swap Payments 0.00 Reserve Funds and Credit Enhancements 0.00 Reimbursement for Servicer Advances 14,~~506~~125,~~761~~447.9940 Total Administration Fees ~~915~~879,~~377~~148.1466 Payment of Interest and Principal 77101,~~185~~249,~~769~~417.2915 Total Withdrawals (Pool Distribution Amount) 79106,~~607~~254,~~908~~013.4221 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest. NOTE: Insurer Premium amount to include payments for March, April and May.

ADMINISTRATION FEES Gross Servicing Fee* ~~872~~847,~~545~~504.6906 Credit Risk Manager, Clayton Fixed Income Services 2726,~~517~~829.5303 Insurer Premium, CIFG Assurance North America, Inc. 154,~~313~~815.9257 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~915~~879,~~377~~148.1466 *Servicer Payees include: OCWEN FEDERAL BANK FSB; WELLS FARGO BANK, N.A.

Reserve and Guaranty Funds Account Name Beginning Current Current Ending Balance Withdrawals Deposits Balance Reserve Fund 0.00 2355,~~991~~612.2500 2355,~~991~~612.2500 0.00 Hedge Funds Account Name Funds In (A) Funds Out(B) Net Amount(A - B) Swap Account Royal Bank of Scotland 10,~~110~~805,~~448~~962.4859 9,~~703~~490,~~982~~107.1037 ~~406~~1,~~466~~315,855.3822

COLLATERAL STATEMENT Collateral Description Mixed Fixed & Arm Weighted Average Gross Coupon 7.~~651354~~647760% Weighted Average Net Coupon 7.~~223286~~221307% Weighted Average Pass-Through Rate 7.~~209785~~207806% Weighted Average Remaining Term ~~351~~350 Beginning Scheduled Collateral Loan Count 1211,~~050~~789 Number Of Loans Paid In Full ~~261~~393 Ending Scheduled Collateral Loan Count 11,~~789~~396 Beginning Scheduled Collateral Balance 2,~~446~~384,~~002~~801,~~230~~511.2396 Ending Scheduled Collateral Balance 2,~~384~~299,~~801~~945,~~511~~845.9607 Ending Actual Collateral Balance at 3031-~~Apr~~May-2006 2,~~386~~301,~~185~~167,~~124~~449.0439 Monthly P&I Constant 16,~~679~~256,~~401~~796.7761 Special Servicing Fee 0.00 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount ~~887~~758,~~638~~386.0224 Prepayment Penalty Paid Count ~~124~~126 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Scheduled Principal 1,~~068~~052,~~638~~411.05 Unscheduled Principal 6083,~~132~~803,~~080~~255.2284 Required Overcollateralized Amount 0.00 Overcollateralized Increase Amount 0.00 Overcollateralized Reduction Amount 0.00 Specified O/C Amount 82,410,311.86 Overcollateralized Amount 82,410,311.86 Overcollateralized Deficiency Amount 0.00 Base Overcollateralization Amount 0.00 Extra ~~Principal~~principal ~~Distribution~~distribution Amount 0.00 Excess Cash Amount 0.00

Group Level Collateral Statement Group Group IA Group IB Collateral Description Fixed 15/30 & ARM Fixed 15/30 & ARM Weighted Average Coupon Rate 7.~~726496~~720141 7.~~767248~~757649 Weighted Average Net Rate 7.~~317753~~313402 7.~~267248~~257649 Pass-Through Rate 7.~~304253~~299902 7.~~253748~~244149 Weighted Average Remaining Term ~~352~~351 ~~354~~353 Record Date 0405/3031/2006 0405/3031/2006 Principal And Interest Constant 6,~~631~~460,~~327~~804.8451 4,~~637~~497,~~639~~686.7259 Beginning Loan Count 5,~~853~~730 3,~~438~~352 Loans Paid in Full ~~123~~202 86111 Ending Loan Count 5,~~730~~528 3,~~352~~241 Beginning Scheduled Balance ~~958~~934,~~659~~105,~~627~~177.3070 ~~664~~644,~~741~~843,~~189~~809.2499 Ending Scheduled Balance ~~934~~899,~~105~~392,~~177~~929.7012 ~~644~~622,~~843~~989,~~809~~541.9905 Scheduled Principal ~~458~~451,~~761~~285.6308 ~~334~~328,~~964~~959.96 Unscheduled Principal 2434,~~095~~260,~~687~~963.9750 1921,~~562~~525,~~414~~308.2998 Scheduled Interest 6,~~172~~009,~~566~~519.2143 4,~~302~~168,~~674~~726.7663 Servicing Fees ~~326~~316,~~537~~614.9612 ~~276~~268,~~975~~684.5092 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 10,~~784~~508.9269 7,~~478~~254.3449 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 5,~~835~~682,~~243~~396.3362 43,~~018~~892,~~220~~787.9222 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount ~~381~~370,~~625~~127.3623 ~~246~~134,~~948~~214.2401 Prepayment Penalty Paid Count 6075 3325 Special Servicing Fee 0.00 0.00

Group Level Collateral Statement Group Group II Total Collateral Description Fixed 15/30 & ARM Mixed Fixed & Arm Weighted Average Coupon Rate 7.~~491632~~484456 7.~~651354~~647760 Weighted Average Net Rate 7.~~099172~~094004 7.~~223286~~221307 Pass-Through Rate 7.~~085672~~080504 7.~~209785~~207806 Weighted Average Remaining Term 348 ~~351~~350 Record Date 0405/3031/2006 0405/3031/2006 Principal And Interest Constant 5,~~410~~298,~~434~~305.2151 16,~~679~~256,~~401~~796.7761 Beginning Loan Count 2,~~759~~707 1211,~~050~~789 Loans Paid in Full 5280 ~~261~~393 Ending Loan Count 2,~~707~~627 11,~~789~~396 Beginning Scheduled Balance ~~822~~805,~~601~~852,~~413~~524.6927 2,~~446~~384,~~002~~801,~~230~~511.2396 Ending Scheduled Balance ~~805~~777,~~852~~563,~~524~~374.2790 2,~~384~~299,~~801~~945,~~511~~845.9607 Scheduled Principal ~~274~~272,~~911~~166.4601 1,~~068~~052,~~638~~411.05 Unscheduled Principal 1628,~~473~~016,~~977~~983.9636 6083,~~132~~803,~~080~~255.2284 Scheduled Interest 5,~~135~~026,~~522~~139.7550 15,~~610~~204,~~763~~385.7256 Servicing Fees ~~269~~262,~~032~~205.2302 ~~872~~847,~~545~~504.6906 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 9,~~254~~065.2785 2726,~~517~~829.5303 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 4,~~857~~754,~~236~~868.2563 14,~~710~~330,~~700~~052.5047 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount ~~259~~254,~~064~~045.4200 ~~887~~758,~~638~~386.0224 Prepayment Penalty Paid Count 3126 ~~124~~126 Special Servicing Fee 0.00 0.00

Additional Reporting - Deal Level Miscellaneous Reporting Ocwen Service Fee Strip ~~148~~146,~~236~~163.6724 Structural Reporting Extra Principal 0.00 Overcollateralization Amount 82,410,311.86 Overcollateralization Deficiency 0.00 Overcollateralization Increase 0.00 Overcollateralization Reduction 0.00 Overcollateralization Target Amount 82,410,311.86 Specified Overcollateralization Amount 82,410,311.86 Trigger Event Reporting Delinquency Test Trigger Result Pass Threshold Value 0.~~086221~~089402% Calculated Value 0.~~025747~~029792% Trigger Event Trigger Result Pass Threshold Value 0.000000% Calculated Value 0.000000% Cumulative Loss Test Trigger Result Pass Threshold Value 0.017000% Calculated Value 0.000000%

Additional Reporting - Group Level Structural Reporting Group IA Group IA Percentage 39.~~192917~~169095% Group IA Principal Distribution Amount 2434,~~554~~712,~~449~~248.6058 Group IA Interest 2,~~731~~410,~~304~~434.0326 Group IB Group IB Percentage 27.~~176639~~039727% Group IB Principal Distribution Amount 1921,~~897~~854,~~379~~268.2594 Group IB Interest 1,~~866~~636,~~396~~416.9830 Group II Group II Percentage 33.~~630444~~791178% Group II Principal Distribution Amount 1628,~~748~~289,~~889~~149.4237 Group II Interest 21,~~230~~959,~~381~~964.4657

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 1312 0 0 1312 1,~~753~~581,~~341~~850.1192 0.00 0.00 1,~~753~~581,~~341~~850.1192 30 Days ~~419~~530 12 0 0 ~~420~~532 83102,~~768~~998,~~257~~628.5962 47314,~~822~~736.4187 0.00 0.00 83103,~~816~~313,~~080~~365.0049 60 Days ~~179~~217 02 01 0 ~~179~~220 4041,~~628~~645,~~450~~490.4318 0155,379.0044 0204,344.0094 0.00 4042,~~628~~005,~~450~~214.4356 90 Days 96123 0 417 0 ~~100~~140 2230,~~239~~142,~~479~~395.8094 0.00 ~~732~~3,~~768~~294,465.6082 0.00 2233,~~972~~436,~~248~~861.4076 120 Days 6411 10 43 0 6914 123,~~669~~815,~~253~~016.7683 ~~31,759~~0.6600 ~~645~~735,~~559~~607.1608 0.00 134,~~346~~550,~~572~~623.5891 150 Days 15 1 06 0 022 ~~1 25~~2,~~092~~560,334.4068 031,759.0066 01,290,075.0085 0.00 253,~~092~~882,170.4019 180+ Days 01 0 0 0 01 025,092.0040 0.00 0.00 0.00 025,092.0040 Totals ~~759~~897 1517 827 0 ~~782~~941 ~~159~~181,~~330~~186,~~533~~958.9865 12,~~832~~083,~~923~~726.1889 15,~~378~~524,~~327~~493.7669 0.00 ~~162~~188,~~541~~795,~~784~~179.9223 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.~~110272~~105300% 0.000000% 0.000000% 0.~~110272~~105300% 0.~~073479~~068741% 0.000000% 0.000000% 0.~~073479~~068741% 30 Days 34.~~554161~~650755% 0.~~008482~~017550% 0.000000% 0.000000% 34.~~562643~~668305% 34.~~510551~~475929% 0.~~002004~~013677% 0.000000% 0.000000% 34.~~512556~~489607% 60 Days 1.~~518365~~904177% 0.~~000000~~017550% 0.~~000000~~008775% 0.000000% 1.~~518365~~930502% 1.~~702653~~809755% 0.~~000000~~006752% 0.~~000000~~008880% 0.000000% 1.~~702653~~825387% 90 Days 01.~~814318~~079326% 0.000000% 0.~~033930~~149175% 0.000000% 01.~~848248~~228501% 01.~~932010~~309874% 0.000000% 0.~~030709~~143165% 0.000000% 01.~~962719~~453039% 120 Days 0.~~542879~~096525% 0.~~008482~~000000% 0.~~033930~~026325% 0.000000% 0.~~585291~~122850% 0.~~530942~~165786% 0.~~001331~~000000% 0.~~027054~~031967% 0.000000% 0.~~559327~~197753% 150 Days 0.~~008482~~131625% 0.~~000000~~008775% 0.~~000000~~052650% 0.000000% 0.~~008482~~193050% 0.~~001052~~111262% 0.~~000000~~001380% 0.~~000000~~056062% 0.000000% 0.~~001052~~168704% 180+ Days 0.~~000000~~008775% 0.000000% 0.000000% 0.000000% 0.~~000000~~008775% 0.~~000000~~001090% 0.000000% 0.000000% 0.000000% 0.~~000000~~001090% Totals 67.~~438205~~871183% 0.~~127237~~149175% 0.~~067860~~236925% 0.000000% 68.~~633302~~257283% 67.~~677208~~873697% 0.~~076814~~090551% 0.~~057763~~240074% 0.000000% 68.~~811784~~204322%

Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 42,~~125~~549,~~447~~158.4050

Delinquency Status By Groups DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group IA 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 7 0 0 7 1,~~109~~188,~~974~~919.9002 0.00 0.00 1,~~109~~188,~~974~~919.9002 30 Days ~~195~~266 1 0 0 ~~196~~267 2841,~~960~~337,~~541~~100.5238 4764,~~822~~708.4196 0.00 0.00 2941,~~008~~401,~~363~~809.9334 60 Days 81100 02 01 0 81103 1213,~~142~~786,~~657~~302.2543 0155,379.0044 0204,344.0094 0.00 1214,~~142~~146,~~657~~026.2581 90 Days 3641 0 214 0 3855 45,~~746~~887,~~236~~349.1839 0.00 ~~346~~2,~~761~~230,488.5213 0.00 58,~~092~~117,~~997~~837.7052 120 Days 254 0 1 3 0 295 3400,~~256,219~~577.4087 ~~31,759~~0.6600 ~~378~~349,~~075~~600.8500 0.00 3750,~~666,054~~177.9187 150 Days 8 1 03 0 012 ~~1 25~~742,~~092~~866.4041 031,759.0066 0378,075.0085 0.00 251,~~092~~152,701.4092 180+ Days 01 0 0 0 01 025,092.0040 0.00 0.00 0.00 025,092.0040 Totals ~~338~~420 911 519 0 ~~352~~450 4962,~~130~~179,~~746~~288.7588 1,~~189~~440,~~556~~767.9708 ~~724~~3,~~837~~162,508.3792 0.00 5166,~~045~~782,~~141~~564.0988 0-29 Days 0.~~122164~~126628% 0.000000% 0.000000% 0.~~122164~~126628% 0.~~118757~~132116% 0.000000% 0.000000% 0.~~118757~~132116% 30 Days 34.~~403141~~811867% 0.~~017452~~018090% 0.000000% 0.000000% 34.~~420593~~829957% 34.~~098510~~593506% 0.~~005117~~007191% 0.000000% 0.000000% 34.~~103627~~600697% 60 Days 1.~~413613~~808973% 0.~~000000~~036179% 0.~~000000~~018090% 0.000000% 1.~~413613~~863242% 1.~~299152~~531976% 0.~~000000~~017266% 0.~~000000~~022707% 0.000000% 1.~~299152~~571950% 90 Days 0.~~628272~~741679% 0.000000% 0.~~034904~~253256% 0.000000% 0.~~663176~~994935% 0.~~507803~~654220% 0.000000% 0.~~037100~~247859% 0.000000% 0.~~544904~~902079% 120 Days 0.~~436300~~072359% 0.~~017452~~000000% 0.~~052356~~018090% 0.000000% 0.~~506108~~090449% 0.~~348385~~044513% 0.~~003398~~000000% 0.~~040451~~038849% 0.000000% 0.~~392234~~083362% 150 Days 0.~~017452~~144718% 0.~~000000~~018090% 0.~~000000~~054269% 0.000000% 0.~~017452~~217077% 0.~~002685~~082550% 0.~~000000~~003529% 0.~~000000~~042013% 0.000000% 0.~~002685~~128092% 180+ Days 0.~~000000~~018090% 0.000000% 0.000000% 0.000000% 0.~~000000~~018090% 0.~~000000~~002788% 0.000000% 0.000000% 0.000000% 0.~~000000~~002788% Totals 57.~~898778~~597685% 0.~~157068~~198987% 0.~~087260~~343705% 0.000000% 68.~~143106~~140376% 56.~~256536~~909555% 0.~~127272~~160102% 0.~~077551~~351428% 0.000000% 57.~~461358~~421085% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group IB 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 ~~606~~355,~~088~~668.0099 0.00 0.00 ~~606~~355,~~088~~668.0099 30 Days ~~125~~179 01 0 0 ~~125~~180 2434,~~320~~651,~~124~~845.8268 0250,027.0091 0.00 0.00 2434,~~320~~901,~~124~~873.8259 60 Days 4568 0 0 0 4568 1113,~~022~~037,~~613~~531.5192 0.00 0.00 0.00 1113,~~022~~037,~~613~~531.5192 90 Days 2938 0 0 0 2938 69,~~212~~326,~~244~~194.5444 0.00 0.00 0.00 69,~~212~~326,~~244~~194.5444 120 Days 191 0 10 0 201 3440,~~541,566~~000.0900 0.00 ~~267,483~~0.3100 0.00 3440,~~809,049~~000.4000 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 ~~218~~286 5 10 0 ~~224~~291 4557,~~096~~455,~~548~~572.9604 ~~606~~605,~~088~~696.0090 ~~267,483~~0.3100 0.00 4558,~~970~~061,~~120~~268.2794 0-29 Days 0.~~149165~~123419% 0.000000% 0.000000% 0.~~149165~~123419% 0.~~093923~~057055% 0.000000% 0.000000% 0.~~093923~~057055% 30 Days 35.~~729117~~522987% 0.~~000000~~030855% 0.000000% 0.000000% 35.~~729117~~553841% 35.~~768809~~558681% 0.~~000000~~040108% 0.000000% 0.000000% 35.~~768809~~598789% 60 Days 12.~~342482~~098118% 0.000000% 0.000000% 0.000000% 12.~~342482~~098118% 12.~~708138~~091418% 0.000000% 0.000000% 0.000000% 12.~~708138~~091418% 90 Days 01.~~865155~~172478% 0.000000% 0.000000% 0.000000% 01.~~865155~~172478% 01.~~962691~~496063% 0.000000% 0.000000% 0.000000% 01.~~962691~~496063% 120 Days 0.~~566826~~030855% 0.000000% 0.~~029833~~000000% 0.000000% 0.~~596659~~030855% 0.~~548825~~070583% 0.000000% 0.~~041451~~000000% 0.000000% 0.~~590276~~070583% 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 68.~~503580~~824437% 0.~~149165~~154273% 0.~~029833~~000000% 0.000000% 68.~~682578~~978710% 69.~~988463~~216744% 0.~~093923~~097163% 0.~~041451~~000000% 0.000000% 79.~~123837~~313907% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group II No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 1 0 0 1 37,~~278~~262.2191 0.00 0.00 37,~~278~~262.2191 30 Days 9985 0 0 0 9985 3027,~~487~~009,~~591~~682.2556 0.00 0.00 0.00 3027,~~487~~009,~~591~~682.2556 60 Days 5349 0 0 0 5349 1714,~~463~~821,~~179~~655.6783 0.00 0.00 0.00 1714,~~463~~821,~~179~~655.6783 90 Days 3144 0 23 0 3347 1114,~~280~~928,~~999~~852.0811 0.00 ~~386~~1,~~007~~063,977.0869 0.00 1115,~~667~~992,~~006~~829.1680 120 Days 206 0 02 0 208 52,~~871~~974,~~468~~438.2796 0.00 0386,007.0008 0.00 53,~~871~~360,~~468~~446.2704 150 Days 07 0 03 0 010 01,817,468.0027 0.00 0912,000.00 0.00 02,729,468.0027 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals ~~203~~191 1 28 0 ~~206~~200 6561,~~103~~552,~~238~~097.2773 37,~~278~~262.2191 ~~386~~2,~~007~~361,984.0877 0.00 6563,~~526~~951,~~523~~345.5641 0-29 Days 0.~~036941~~038066% 0.000000% 0.000000% 0.~~036941~~038066% 0.~~004624~~004790% 0.000000% 0.000000% 0.~~004624~~004790% 30 Days 3.~~657185~~235630% 0.000000% 0.000000% 0.000000% 3.~~657185~~235630% 3.~~781524~~472209% 0.000000% 0.000000% 0.000000% 3.~~781524~~472209% 60 Days 1.~~957887~~865246% 0.000000% 0.000000% 0.000000% 1.~~957887~~865246% 21.~~166043~~905386% 0.000000% 0.000000% 0.000000% 21.~~166043~~905386% 90 Days 1.~~145179~~674914% 0.000000% 0.~~073883~~114199% 0.000000% 1.~~219062~~789113% 1.~~399237~~919167% 0.000000% 0.~~047878~~136779% 0.000000% 12.~~447116~~055946% 120 Days 0.~~738825~~228397% 0.000000% 0.~~000000~~076132% 0.000000% 0.~~738825~~304530% 0.~~728267~~382377% 0.000000% 0.~~000000~~049623% 0.000000% 0.~~728267~~432000% 150 Days 0.~~000000~~266464% 0.000000% 0.~~000000~~114199% 0.000000% 0.~~000000~~380662% 0.~~000000~~233643% 0.000000% 0.~~000000~~117241% 0.000000% 0.~~000000~~350885% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 7.~~499076~~270651% 0.~~036941~~038066% 0.~~073883~~304530% 0.000000% 7.~~609900~~613247% 87.~~075071~~912782% 0.~~004624~~004790% 0.~~047878~~303643% 0.000000% 8.~~127573~~221215%

SUBORDINATION LEVEL/CREDIT ENHANCEMENT/CLASS PERCENTAGE AND PREPAYMENT PERCENTAGE Current Original $ Original % Current $ Current % Class% Prepayment% Class M-1 503,341,903.39 19.85020016% 503,336,411.86 21.~~10600859~~88470711% 4.~~253100~~410017% 0.000000% Class M-2 410,788,903.39 16.20020488% 410,783,411.86 17.~~22505667~~86056888% 34.~~880952~~024138% 0.000000% Class M-3 353,735,903.39 13.95021642% 353,730,411.86 1415.~~83269824~~37994525% 2.~~392358~~480624% 0.000000% Class M-4 305,557,903.39 12.05022968% 305,552,411.86 1213.~~81248818~~28520028% 2.~~020210~~094745% 0.000000% Class CE-1 100.00 0.00000394% 100.00 0.~~00000419~~00000435% 3.~~455647~~583141% 0.000000% Class R-I 100.00 0.00000394% 100.00 0.~~00000419~~00000435% 0.000000% 0.000000% Class P 0.00 0.00000000% 0.00 0.00000000% 0.000004% 0.000000% Please Refer to the Prospectus Supplement for a Full Description of Loss Exposure

~~Summary~~180+ 12Delinquency ~~Month~~Summary ~~REO~~Summary History* New REO Loans Month REO Percentage Loans in REO 0 Jun-05 0.000% Original Principal Balance 0.00 Jul-05 0.000% Current Actual Balance 0.00 Aug-05 0.000% Sep-05 0.000% Current REO Total Oct-05 0.000% Loans in REO 0 Nov-05 0.000% Original Principal Balance 0.00 Dec-05 0.000% Current Actual Balance 0.00 Jan-06 0.000% Feb-06 0.000% Mar-06 0.000% Apr-06 0.000% May-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 IA 12Days ~~Month~~Number ~~REO~~of History*Outstanding ~~New~~Percentage ~~REO~~of ~~Loans~~Number ~~Month~~of ~~REO~~Outstanding Percentage ~~Loans~~of inDelinquent ~~REO 0 Jun-05 0.000% Original Principal Balance 0.00 Jul-05 0.000% Current Actual Balance 0.00 Aug-05 0.000% Sep-05 0.000% Current REO Total Oct-05 0.000%~~ Loans ~~in REO 0 Nov-05 0.000% Original Principal Balance 0.00 Dec-05 0.000% Current~~ Actual Balance ~~0.00 Jan-06 0.000~~(%) Feb-06 0.000% Mar-06 0.000% Apr-06 0.000% May-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 IB 12 Month REO History* New REO Loans ~~Month REO Percentage Loans in REO 0 Jun-05 0.000% Original Principal Balance 0.00 Jul-05 0.000% Current~~ Actual Balance ~~0.00 Aug-05 0.000~~(%) ~~Sep-05 0.000% Current REO Total Oct-05 0.000% Loans in REO 0 Nov-05 0.000% Original Principal~~ Balance($) ~~0.00 Dec-05 0.000% Current Actual~~ Balance($) ~~0.00~~180 ~~Jan~~-06 ~~0.000%~~209 ~~Feb-06~~1 025,092.~~000%~~40 ~~Mar-06~~ 0.~~000%~~001 ~~Apr-06~~1 025,092.~~000%~~40 ~~May-06~~ 0.~~000%~~003 *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group II 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Jun-05 0.000% Original Principal Balance 0.00 Jul-05 0.000% Current Actual Balance 0.00 Aug-05 0.000% Sep-05 0.000% Current REO Total ~~Oct-05~~1 025,092.~~000%~~40 ~~Loans in REO~~ 0 ~~Nov-05 0~~.~~000%~~001 ~~Original~~1 ~~Principal Balance 0~~25,092.0040 ~~Dec-05~~ 0.000% Current Actual Balance 0.00 Jan-06 0.000% Feb-06 0.000% Mar-06 0.000% Apr-06 0.000% May-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.003

REO Detail - All Mortgage Loans in REO during Current Period

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

Summary 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 620 ~~Jun~~Jul-05 0.000% Original Principal Balance 14,~~098~~418,~~180~~250.00 ~~Jul~~Aug-05 0.000% Current Actual Balance 14,~~096~~413,~~052~~933.4004 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Foreclosure Total ~~Oct~~Nov-05 0.000% Loans in Foreclosure 827 ~~Nov~~Dec-05 0.000% Original Principal Balance 15,~~380~~531,~~680~~250.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance 15,~~378~~524,~~327~~493.7669 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.~~000~~012% ~~Apr~~May-06 0.~~012~~058% ~~May~~Jun-06 0.~~058~~240% *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 IA 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 314 ~~Jun~~Jul-05 0.000% Original Principal Balance ~~443~~2,~~500~~441,450.00 ~~Jul~~Aug-05 0.000% Current Actual Balance ~~442~~2,~~562~~437,955.0135 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Foreclosure Total ~~Oct~~Nov-05 0.000% Loans in Foreclosure 519 ~~Nov~~Dec-05 0.000% Original Principal Balance ~~726~~3,~~000~~167,450.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance ~~724~~3,~~837~~162,508.3792 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.~~000~~029% ~~Apr~~May-06 0.~~029~~078% ~~May~~Jun-06 0.~~078~~351% *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 IB 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 10 ~~Jun~~Jul-05 0.000% Original Principal Balance ~~267,680~~0.00 ~~Jul~~Aug-05 0.000% Current Actual Balance ~~267,483~~0.3100 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Foreclosure Total ~~Oct~~Nov-05 0.000% Loans in Foreclosure 10 ~~Nov~~Dec-05 0.000% Original Principal Balance ~~267,680~~0.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance ~~267,483~~0.3100 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.~~000~~041% ~~May~~Jun-06 0.~~041~~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 II 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 26 ~~Jun~~Jul-05 0.000% Original Principal Balance ~~387~~1,~~000~~976,800.00 ~~Jul~~Aug-05 0.000% Current Actual Balance ~~386~~1,~~007~~975,977.0869 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Foreclosure Total ~~Oct~~Nov-05 0.000% Loans in Foreclosure 28 ~~Nov~~Dec-05 0.000% Original Principal Balance ~~387~~2,~~000~~363,800.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance ~~386~~2,~~007~~361,984.0877 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.~~000~~048% ~~May~~Jun-06 0.~~048~~304% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period Month Loan First Original Loan Entered Payment LTV at Principal Group Number FC Date State Origination Balance Group IA 0110557670 May-2006 01-Aug-2005 IL 69.49 205,000.00 Group IA 0110794853 Jun-2006 01-Sep-2005 KY 90.00 160,200.00 Group IA 0110794857 May-2006 01-Sep-2005 MI 80.00 96,000.00 Group IA 0110794918 Jun-2006 01-Sep-2005 KY 100.00 66,950.00 Group IA 0110795631 Jun-2006 01-Aug-2005 MI 100.00 123,000.00 Group IA 0110795751 Jun-2006 01-Sep-2005 CO 80.00 102,800.00 Group IA 0110796072 Jun-2006 01-Sep-2005 GA 80.00 349,600.00 Group IA 0110796090 Jun-2006 01-Sep-2005 TN 100.00 55,000.00 Group IA 0110796129 Jun-2006 01-Jul-2005 OH 100.00 60,000.00 Group IA 0110796632 Jun-2006 01-Jul-2005 CA 90.00 415,800.00 Group IA 0110796698 Jun-2006 01-Aug-2005 WA 80.00 84,000.00 Group IA 0110880980 Jun-2006 01-Oct-2005 IL 72.00 180,000.00 Group IA 0110910597 Jun-2006 01-Oct-2005 WA 80.00 304,000.00 Group IA 0110961107 May-2006 01-Oct-2005 MN 75.00 142,500.00 Group IA 0110978184 Apr-2006 01-Oct-2005 GA 90.00 166,500.00 Group IA 0110978186 Apr-2006 01-Oct-2005 AZ 79.45 116,000.00 Group IBIA ~~0111330257~~0110987710 ~~May~~Jun-2006 01-Nov-2005 NJCA 80.00 ~~267~~348,~~680~~000.00 Group IA 0111476404 Jun-2006 01-Dec-2005 MI 85.00 53,550.00 Group IA 0111476438 Jun-2006 01-Sep-2005 GA 85.00 138,550.00 Group II 0110795134 Jun-2006 01-Sep-2005 CA 80.00 288,000.00 Group II 0110795800 May-2006 01-Aug-2005 CO 80.00 175,000.00 Group II 0110795952 Jun-2006 01-Sep-2005 OR 90.00 252,000.00 Group II 0110796177 Jun-2006 01-Aug-2005 AZ 80.00 324,800.00 Group II 0110978151 May-2006 01-Oct-2005 CA 80.00 212,000.00 Group II 0111031704 Jun-2006 01-Dec-2005 CA 80.00 480,000.00 Group II 0111213931 Jun-2006 01-Dec-2005 CA 80.00 488,000.00 Group II 0111254120 Jun-2006 01-Dec-2005 TX 80.00 144,000.00

Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period (continued) Current Paid Current Approximate Loan Actual To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest Group IA 0110557670 204,~~535~~344.9994 01-~~Dec~~Feb-~~2005~~2006 32 9.970% 56,~~039~~718.8216 Group IA 0110794853 159,744.28 01-Jan-2006 3 8.875% 4,665.65 Group IA 0110794857 95,800.49 01-Nov-2005 45 7.875% 2,474.87 Group IA 0110794918 66,249.52 01-Jan-2006 3 9.000% 1,~~856~~962.8327 Group IA ~~0110961107~~0110795631 ~~142~~122,~~225~~599.5371 01-Jan-2006 3 9.125% 3,683.01 Group IA 0110795751 102,295.32 01-Jan-2006 3 6.125% 2,049.24 Group IA 0110796072 349,600.00 01-Dec-2005 4 7.500% 8,623.48 Group IA 0110796090 54,847.53 01-Jan-2006 3 9.000% 1,624.81 Group IA 0110796129 59,712.48 01-Jan-2006 3 8.000% 1,569.63 Group IA 0110796632 415,800.00 01-Jan-2006 3 8.625% 11,815.64 Group IA 0110796698 84,000.00 01-Jan-2006 3 5.750% 1,582.00 Group IA 0110880980 180,000.00 01-Jan-2006 3 7.580% 4,488.00 Group IA 0110910597 303,924.00 01-Jan-2006 3 6.000% 5,977.16 Group IA 0110961107 142,132.78 01-Jan-2006 3 8.250% 23,~~892~~854.1288 Group IA 0110978184 166,275.36 01-Nov-2005 45 7.990% 34,~~270~~359.7445 Group IA 0110978186 116,000.00 01-Nov-2005 45 7.400% 2,~~116~~822.64 Group IA 0110987710 347,719.98 01-Jan-2006 3 8.250% 9,439.93 Group IBIA ~~0111330257~~0111476404 ~~267~~53,~~483~~481.3146 01-Jan-2006 3 8.250% 1,450.55 Group IA 0111476438 137,981.07 01-Jan-2006 3 7.050% 3,189.81 Group II 0110795134 288,000.00 01-Nov-2005 45 7.~~550~~990% 47,~~700~~574.3140 Group II 0110795800 174,077.66 01-Dec-2005 34 5.750% 23,~~450~~266.8704 Group II 0110795952 252,000.00 01-Jan-2006 3 7.990% 6,627.60 Group II 0110796177 324,800.00 01-Jan-2006 3 5.500% 5,846.40 Group II 0110978151 211,929.42 01-Dec-2005 34 7.990% 45,~~180~~573.3276 Group II 0111031704 480,000.00 01-Nov-2005 5 7.250% 10,800.00 Group II 0111213931 487,177.69 01-Jan-2006 3 6.875% 10,330.38 Group II 0111254120 144,000.00 01-Nov-2005 5 7.850% 3,708.28

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

Summary 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 122 ~~Jun~~Jul-05 0.000% Original Principal Balance 1252,~~695,190~~900.00 ~~Jul~~Aug-05 0.000% Current Actual Balance 1252,~~688,632~~056.1521 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Bankruptcy Total ~~Oct~~Nov-05 0.000% Loans in Bankruptcy 1517 ~~Nov~~Dec-05 0.000% Original Principal Balance 12,~~839~~092,~~990~~890.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance 12,~~832~~083,~~923~~726.1889 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.~~000~~006% ~~Apr~~May-06 0.~~006~~077% ~~May~~Jun-06 0.~~077~~091% *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 IA 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 42 ~~Jun~~Jul-05 0.000% Original Principal Balance ~~715~~252,~~250~~900.00 ~~Jul~~Aug-05 0.000% Current Actual Balance ~~713~~252,~~711~~056.4421 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Bankruptcy Total ~~Oct~~Nov-05 0.000% Loans in Bankruptcy 46 ~~Nov~~Dec-05 0.000% Original Principal Balance ~~715~~968,~~250~~150.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance ~~713~~965,~~711~~329.4485 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.~~000~~015% ~~Apr~~May-06 0.~~015~~127% ~~May~~Jun-06 0.~~127~~160% *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 IB 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 30 ~~Jun~~Jul-05 0.000% Original Principal Balance ~~486,590~~0.00 ~~Jul~~Aug-05 0.000% Current Actual Balance ~~484,793~~0.3200 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Bankruptcy Total ~~Oct~~Nov-05 0.000% Loans in Bankruptcy 3 ~~Nov~~Dec-05 0.000% Original Principal Balance 486,590.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance 484,~~793~~528.3218 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.~~000~~094% ~~May~~Jun-06 0.~~094~~097% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group II 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 10 ~~Jun~~Jul-05 0.000% Original Principal Balance ~~37,400~~0.00 ~~Jul~~Aug-05 0.000% Current Actual Balance ~~37,278~~0.2100 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Bankruptcy Total ~~Oct~~Nov-05 0.000% Loans in Bankruptcy 1 ~~Nov~~Dec-05 0.000% Original Principal Balance 37,400.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance 37,~~278~~262.2191 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.~~000~~005% ~~May~~Jun-06 0.005% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period Group Loan Month Loan First State LTV at Original Number Entered Payment Origination Principal Bankruptcy Date Balance Group IA 0110794762 Apr-2006 01-Sep-2005 NE 100.00 48,000.00 Group IA 0110794815 Apr-2006 01-Sep-2005 OH 65.00 65,000.00 Group IA 0110794846 Apr-2006 01-Sep-2005 OH 100.00 31,800.00 Group IA 0110795278 Jun-2006 01-Sep-2005 WA 90.00 108,000.00 Group IA 0111039766 May-2006 01-Nov-2005 TX 90.00 142,200.00 Group IA 0111040809 May-2006 01-Aug-2005 IL 80.00 132,000.00 Group IA 0111042194 May-2006 01-Oct-2005 FL 74.61 191,750.00 Group IA 0111330081 Jun-2006 01-Oct-2005 NH 70.00 144,900.00 Group IA 0111455613 May-2006 01-Dec-2005 FL 65.00 221,650.00 Group IA 0111456071 May-2006 01-Jan-2006 FL 90.00 216,000.00 Group IA 0111459284 May-2006 01-Nov-2005 VA 80.00 145,600.00 Group IB 0111037472 May-2006 01-Nov-2005 AZ 74.99 250,800.00 Group IB 0111039706 May-2006 01-Oct-2005 FL 83.33 110,000.00 Group IB 0111040143 May-2006 01-Nov-2005 AL 85.00 104,550.00 Group IB 0111041084 May-2006 01-Nov-2005 FL 85.00 131,240.00 Group IB 0111456078 May-2006 01-Jan-2006 FL 95.00 12,000.00 Group II 0110795117 May-2006 01-Sep-2005 FL 100.00 37,400.00

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period (continued) Group Loan Current Paid To Months Current Approximate Number Actual Date Delinquent Loan Rate Delinquent Balance Interest Group IA 0110794762 47,822.41 01-Feb-2006 12 8.500% 1,~~003~~337.6374 Group IA 0110794815 64,708.96 01-Mar-2006 01 8.375% ~~892~~1,337.1578 Group IA 0110794846 31,759.66 01-Nov-2005 45 10.250% ~~804~~1,072.6380 Group IA 0110795278 107,557.03 01-Feb-2006 2 7.990% 2,825.76 Group IA 0111039766 140,~~780~~537.2991 01-~~Apr~~May-2006 0 8.300% 1,~~831~~828.7156 Group IA 0111040809 ~~131~~130,~~183~~972.0039 01-~~Mar~~May-2006 0 7.400% 1,~~507~~506.9978 Group IA 0111042194 190,~~774~~608.2129 01-~~Mar~~Apr-2006 0 6.900% 2,~~034~~032.0427 Group IA 0111330081 144,499.18 01-Apr-2006 0 10.650% 2,443.94 Group IA 0111455613 221,~~387~~333.4984 01-~~Apr~~May-2006 0 8.700% 3,~~026~~025.0027 Group IA 0111456071 215,~~570~~424.1897 01-~~Mar~~Apr-2006 0 8.090% 2,~~726~~724.0420 Group IA 0111459284 145,~~570~~542.7744 01-~~Apr~~May-2006 0 7.200% 1,625.54 Group IB 0111037472 250,027.91 01-Mar-2006 01 8.490% 34,~~328~~991.4915 Group IB 0111039706 109,~~498~~425.7111 01-~~Apr~~May-2006 0 8.250% 1,~~414~~413.8489 Group IB 0111040143 104,~~103~~038.9135 01-~~May~~Jun-2006 (1) 8.575% 700.9753 Group IB 0111041084 130,~~661~~461.5092 01-~~Apr~~May-2006 0 8.825% 1,~~813~~812.4839 Group IB 0111456078 11,~~795~~743.9761 01-~~Apr~~May-2006 0 12.650% ~~239~~238.4035 Group II 0110795117 37,~~278~~262.2191 01-~~Apr~~May-2006 0 10.750% 661.8254

Realized Loss Report - Collateral Summary MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 0.000% N/A Mar-2006 0.000% N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 0.000% N/A Mar-2006 0.000% N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group IA MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 0.000% N/A Mar-2006 0.000% N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 0.000% N/A Mar-2006 0.000% N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group IB MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 0.000% N/A Mar-2006 0.000% N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 0.000% N/A Mar-2006 0.000% N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group II MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 0.000% N/A Mar-2006 0.000% N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 0.000% N/A Mar-2006 0.000% N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Monthly Default Rate (MDR): sum(Beg Scheduled Balance of Liquidated Loans)/ sum(Beg Scheduled Balance). Conditional Default Rate (CDR): 1-((1-MDR)^12) SDA Standard Default Assumption: If WAS is less than or equal to 30 then CDR /(WAS * 0.02) else if WAS is greater than 30 and less than or equal to 60 then CDR / 0.6 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)

Prepayment Detail - Prepayments during Current Period Summary Loans Paid In Full Repurchased Loans Original Current Original Current Principal Scheduled Principal Scheduled Group Count Balance Balance Count Balance Balance Group IA ~~123~~202 2434,~~090~~349,~~320~~477.00 2434,~~034~~240,~~796~~795.5381 0 0.00 0.00 Group IB 86111 1921,~~548~~581,~~311~~723.00 1921,~~500~~506,~~162~~062.7084 0 0.00 0.00 Group II 5280 1628,~~404~~032,~~275~~084.00 1627,~~377~~954,~~496~~916.9671 0 0.00 0.00 Total ~~261~~393 6083,~~042~~963,~~906~~284.00 5983,~~912~~701,~~456~~775.1936 0 0.00 0.00

Prepayment Detail - Prepayments during Current Period (continued) Summary Substitution Loans Liquidated Loans Curtailments Original Current Original Current Principal Scheduled Principal Scheduled Curtailment Group Count Balance Balance Count Balance Balance Amount Group IA 0 0.00 0.00 0 0.00 0.00 7136,~~727~~684.2677 Group IB 0 0.00 0.00 0 0.00 0.00 7032,~~814~~004.0468 Group II 0 0.00 0.00 0 0.00 0.00 ~~101~~74,~~519~~634.0651 Total 0 0.00 0.00 0 0.00 0.00 ~~244~~143,~~060~~323.3696

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount Group IA 0110777109 CA 74.51 01-Aug-2005 190,000.00 190,000.00 Group IA 0110794772 FL 94.99 01-Sep-2005 176,750.00 176,750.00 Group IA 0110794851 WI 80.00 01-Sep-2005 88,000.00 88,000.00 Group IA 0110794933 OH 100.00 01-Aug-2005 58,300.00 57,686.67 Group IA 0110794989 AZ 80.00 01-Aug-2005 133,600.00 133,600.00 Group IA 0110795062 WA 99.96 01-Sep-2005 25,950.00 25,808.05 Group IA 0110795074 GA 100.00 01-Sep-2005 110,000.00 109,953.02 Group IA 0110795133 NC 84.92 01-Sep-2005 276,000.00 275,908.68 Group IA 0110795206 CA 100.00 01-Sep-2005 65,990.00 65,680.54 Group IA 0110795279 WA 99.98 01-Sep-2005 34,800.00 34,696.01 Group IA 0110795281 WA 80.00 01-Sep-2005 124,000.00 123,338.86 Group IA 0110795436 WI 90.00 01-Sep-2005 51,300.00 50,981.83 Group IA 0110795569 MN 90.00 01-Sep-2005 361,800.00 361,797.62 Group IA 0110796603 CA 90.00 01-Sep-2005 405,000.00 405,000.00 Group IA 0110796716 WA 80.00 01-Aug-2005 192,000.00 191,913.29 Group IA 0110961133 MD 57.14 01-Oct-2005 240,000.00 238,742.76 Group IA 0110961139 VA 80.00 01-Oct-2005 332,800.00 332,800.00 Group IA 0110961179 MD 74.40 01-Sep-2005 154,000.00 152,605.53 Group IA 0110978176 CA 88.75 01-Nov-2005 355,000.00 355,000.00 Group IA 0111030063 AZ 58.33 01-Nov-2005 140,000.00 139,158.33 Group IA 0111031600 CA 80.00 01-Nov-2005 400,000.00 397,724.32 Group IA 0111031658 CA 90.00 01-Nov-2005 315,900.00 315,900.00 Group IA 0111031668 CA 62.59 01-Nov-2005 363,000.00 363,000.00 Group IA 0111031769 WA 80.00 01-Nov-2005 396,000.00 395,977.36 Group IA 0111031783 FL 90.00 01-Nov-2005 162,000.00 161,052.21 Group IA 0111031875 ID 89.67 01-Oct-2005 38,800.00 38,674.14 Group IA 0111325737 CA 65.00 01-Dec-2005 221,000.00 220,541.70 Group IA 0111325910 PA 65.00 01-Dec-2005 105,950.00 105,737.32 Group IA 0111325982 CA 76.04 01-Nov-2005 201,500.00 200,710.33 Group IA 0111326052 CA 61.18 01-Dec-2005 260,000.00 259,429.61 Group IA 0111326070 CA 80.00 01-Dec-2005 184,000.00 183,646.52 Group IA 0111326082 MD 85.00 01-Dec-2005 52,700.00 52,541.31 Group IA 0111326123 CA 73.24 01-Dec-2005 260,000.00 259,388.47 Group IA 0111326176 AZ 70.00 01-Dec-2005 162,400.00 161,945.70 Group IA 0111326259 FL 70.00 01-Jan-2006 185,500.00 184,760.37 Group IA 0111326301 CA 75.00 01-Dec-2005 341,250.00 340,062.49 Group IA 0111326340 VA 75.00 01-Dec-2005 162,000.00 161,369.38 Group IA 0111326372 CA 89.87 01-Dec-2005 275,000.00 274,445.69 Group IA 0111326569 WI 78.89 01-Dec-2005 142,000.00 141,510.89 Group IA 0111327232 IL 80.00 01-Nov-2005 188,000.00 187,051.08 Group IA 0111327236 FL 75.00 01-Dec-2005 88,500.00 88,169.20 Group IA 0111327244 IL 80.00 01-Nov-2005 67,200.00 66,877.28 Group IA 0111327353 IL 80.00 01-Dec-2005 192,000.00 191,683.24 Group IA 0111327506 WI 80.00 01-Dec-2005 110,800.00 110,273.44 Group IA 0111327934 NY 80.00 01-Dec-2005 328,000.00 326,143.95 Group IA 0111328075 NY 75.86 01-Nov-2005 330,000.00 327,665.58 Group IA 0111328154 MD 80.00 01-Nov-2005 94,400.00 94,073.97 Group IA 0111328200 NJ 90.00 01-Nov-2005 155,700.00 154,938.07 Group IA 0111328218 MD 80.00 01-Nov-2005 152,800.00 151,996.83 Group IA 0111328242 VA 90.00 01-Nov-2005 119,700.00 119,165.43 Group IA 0111328332 FL 75.35 01-Dec-2005 106,250.00 105,898.80 Group IA 0111328349 MD 68.63 01-Nov-2005 175,000.00 174,036.37 Group IA 0111328386 MD 80.00 01-Dec-2005 256,000.00 255,546.14 Group IA 0111328566 NJ 80.00 01-Dec-2005 144,000.00 143,509.05 Group IA 0111328608 PA 69.25 01-Dec-2005 183,500.00 183,076.09 Group IA 0111328645 FL 74.97 01-Dec-2005 131,200.00 130,813.18 Group IA 0111328784 MD 64.29 01-Dec-2005 54,000.00 53,581.80 Group IA 0111328819 PA 75.00 01-Dec-2005 165,750.00 165,332.89 Group IA 0111328927 FL 80.00 01-Dec-2005 112,800.00 112,434.78 Group IA 0111329072 MD 80.00 01-Dec-2005 188,000.00 187,325.41 Group IA 0111329292 NY 80.00 01-Dec-2005 466,400.00 464,003.45 Group IA 0111329305 CA 75.00 01-Dec-2005 375,000.00 373,480.25 Group IA 0111329467 VA 75.00 01-Dec-2005 109,500.00 109,196.91 Group IA 0111329497 CA 80.00 01-Dec-2005 197,600.00 197,253.65 Group IA 0111329516 MD 75.00 01-Dec-2005 137,250.00 137,083.49 Group IA 0111329588 MD 80.00 01-Dec-2005 244,000.00 244,000.00 Group IA 0111329605 MD 100.00 01-Dec-2005 61,000.00 60,802.50 Group IA 0111329763 MD 73.88 01-Dec-2005 280,000.00 278,770.65 Group IA 0111330006 MD 79.54 01-Dec-2005 258,500.00 257,513.98 Group IA 0111330172 NJ 70.00 01-Nov-2005 143,500.00 143,076.86 Group IA 0111330218 NJ 75.00 01-Dec-2005 90,000.00 89,777.98 Group IA 0111330359 NY 63.46 01-Dec-2005 165,000.00 164,152.14 Group IA 0111330401 NJ 80.00 01-Dec-2005 332,000.00 331,526.43 Group IA 0111330494 CT 80.00 01-Dec-2005 220,000.00 219,126.19 Group IA 0111330632 CT 90.00 01-Dec-2005 153,000.00 152,456.54 Group IA 0111330683 NJ 95.00 01-Dec-2005 14,500.00 14,117.65 Group IA 0111330772 MD 83.79 01-Nov-2005 274,000.00 273,134.53 Group IA 0111330796 CA 90.00 01-Nov-2005 265,500.00 264,066.57 Group IA 0111330802 IL 90.00 01-Oct-2005 58,500.00 57,947.48 Group IA 0111346654 CA 89.44 01-Jan-2006 45,000.00 44,924.25 Group IA 0111346663 CA 57.60 01-Jan-2006 194,100.00 193,518.36 Group IA 0111346710 HI 85.00 01-Jan-2006 544,000.00 544,000.00 Group IA 0111346744 VA 70.00 01-Nov-2005 224,000.00 223,999.91 Group IA 0111417485 WA 74.47 01-Nov-2005 70,000.00 69,680.99 Group IA 0111455460 MD 69.44 01-Nov-2005 125,000.00 124,651.97 Group IA 0111455552 CA 80.00 01-Dec-2005 251,200.00 250,557.96 Group IA 0111455617 MI 90.00 01-Dec-2005 159,300.00 158,627.95 Group IA 0111455836 CA 58.33 01-Jan-2006 385,000.00 383,768.06 Group IA 0111455939 DC 55.91 01-Jan-2006 175,000.00 174,335.89 Group IA 0111456050 NV 75.00 01-Jan-2006 180,000.00 179,446.98 Group IA 0111456064 NJ 70.00 01-Jan-2006 266,000.00 265,573.19 Group IA 0111456084 VA 82.76 01-Jan-2006 360,000.00 358,775.99 Group IA 0111456175 NJ 85.00 01-Jan-2006 238,000.00 237,346.49 Group IA 0111456196 NV 73.33 01-Jan-2006 165,000.00 164,591.98 Group IA 0111456235 PA 65.00 01-Jan-2006 97,500.00 97,120.43 Group IA 0111456256 MD 74.59 01-Jan-2006 113,000.00 112,553.89 Group IA 0111456281 CA 67.22 01-Jan-2006 242,000.00 241,622.59 Group IA 0111456300 MD 76.07 01-Jan-2006 213,000.00 213,000.00 Group IA 0111456343 CA 86.54 01-Jan-2006 393,750.00 393,271.17 Group IA 0111456627 IL 78.08 01-Nov-2005 203,000.00 201,826.12 Group IA 0111456649 IL 80.00 01-Nov-2005 150,400.00 150,400.00 Group IA 0111456693 NJ 80.00 01-Nov-2005 266,000.00 264,722.82 Group IA 0111456806 FL 85.00 01-Jan-2006 139,400.00 139,232.45 Group IA 0111456844 IL 95.29 01-Jan-2006 162,000.00 161,564.56 Group IA 0111456947 IL 90.00 01-Jan-2006 360,000.00 358,751.16 Group IA 0111457043 IL 90.00 01-Jan-2006 337,500.00 337,300.00 Group IA 0111457280 WI 80.00 01-Jan-2006 94,400.00 94,140.94 Group IA 0111457284 WI 100.00 01-Jan-2006 23,600.00 23,315.04 Group IA 0111457300 IL 90.00 01-Jan-2006 201,600.00 201,319.77 Group IA 0111457551 GA 90.00 01-Nov-2005 152,910.00 152,267.55 Group IA 0111457857 CA 36.00 01-Jan-2006 135,000.00 134,712.05 Group IA 0111458014 MD 78.62 01-Jan-2006 228,000.00 226,948.11 Group IA 0111458274 CA 18.25 01-Jan-2006 115,000.00 114,448.68 Group IA 0111458397 MD 65.78 01-Jan-2006 210,500.00 210,240.68 Group IA 0111458923 CA 53.03 01-Jan-2006 175,000.00 174,689.08 Group IA 0111459052 MD 84.62 01-Jan-2006 385,000.00 384,182.30 Group IA 0111459054 AZ 81.32 01-Jan-2006 309,000.00 308,040.91 Group IA 0111459124 MD 85.00 01-Jan-2006 158,100.00 157,502.15 Group IA 0111459303 MA 80.00 01-Nov-2005 207,920.00 207,920.00 Group IA 0111459346 MD 62.79 01-Dec-2005 135,000.00 134,396.47 Group IA 0111459508 PA 80.00 01-Jan-2006 188,000.00 187,341.25 Group IA 0111459567 MD 79.85 01-Jan-2006 210,000.00 209,411.74 Group IA 0111476420 ME 65.00 01-Oct-2005 169,000.00 169,000.00 Group IB 0111325743 CA 37.35 01-Nov-2005 91,500.00 90,943.42 Group IB 0111325836 NY 100.00 01-Sep-2005 400,000.00 400,000.00 Group IB 0111325945 CA 80.00 01-Nov-2005 372,000.00 371,034.43 Group IB 0111325963 CA 80.00 01-Dec-2005 132,000.00 131,762.54 Group IB 0111326129 CA 62.07 01-Dec-2005 180,000.00 179,590.28 Group IB 0111326189 CA 67.00 01-Dec-2005 291,450.00 290,536.62 Group IB 0111326377 NJ 85.00 01-Dec-2005 407,150.00 406,428.15 Group IB 0111326418 CA 75.00 01-Dec-2005 348,750.00 347,585.34 Group IB 0111326622 MD 85.00 01-Dec-2005 280,500.00 279,055.82 Group IB 0111326806 CA 75.00 01-Dec-2005 217,500.00 216,772.18 Group IB 0111326865 CA 80.00 01-Dec-2005 352,000.00 352,000.00 Group IB 0111327116 WI 90.00 01-Nov-2005 108,900.00 108,312.00 Group IB 0111327932 NJ 80.00 01-Dec-2005 196,000.00 195,164.82 Group IB 0111327935 OH 80.00 01-Dec-2005 142,800.00 142,549.69 Group IB 0111327939 OH 100.00 01-Dec-2005 35,700.00 35,624.30 Group IB 0111327957 NJ 90.00 01-Dec-2005 24,500.00 24,157.82 Group IB 0111328100 FL 100.00 01-Nov-2005 230,000.00 229,043.42 Group IB 0111328111 MD 80.00 01-Oct-2005 196,720.00 195,606.17 Group IB 0111328186 FL 65.00 01-Nov-2005 85,800.00 85,586.83 Group IB 0111328201 IL 80.00 01-Nov-2005 216,000.00 215,054.75 Group IB 0111328327 FL 89.98 01-Nov-2005 406,800.00 404,870.11 Group IB 0111328335 FL 65.00 01-Dec-2005 169,000.00 168,528.06 Group IB 0111328395 FL 90.00 01-Dec-2005 153,810.00 153,211.28 Group IB 0111328459 NJ 80.00 01-Dec-2005 310,400.00 309,550.34 Group IB 0111328489 MD 100.00 01-Dec-2005 50,000.00 49,842.24 Group IB 0111328506 NJ 95.00 01-Dec-2005 78,000.00 77,842.57 Group IB 0111328841 FL 85.00 01-Dec-2005 255,850.00 254,622.23 Group IB 0111328866 MD 80.00 01-Dec-2005 88,000.00 87,497.25 Group IB 0111328887 MD 100.00 01-Dec-2005 22,000.00 21,656.88 Group IB 0111329022 GA 80.00 01-Dec-2005 85,600.00 85,433.69 Group IB 0111329125 GA 100.00 01-Dec-2005 21,400.00 21,119.99 Group IB 0111329603 CA 75.00 01-Dec-2005 315,000.00 313,945.88 Group IB 0111329828 HI 80.00 01-Dec-2005 434,792.00 434,792.00 Group IB 0111329843 HI 100.00 01-Dec-2005 108,698.00 108,370.75 Group IB 0111329903 MD 100.00 01-Dec-2005 70,000.00 69,800.02 Group IB 0111329926 NV 80.00 01-Jan-2006 376,000.00 375,379.28 Group IB 0111330037 HI 80.00 01-Dec-2005 294,874.00 293,771.83 Group IB 0111330060 HI 100.00 01-Dec-2005 73,718.00 73,565.10 Group IB 0111330258 NJ 90.00 01-Dec-2005 360,000.00 358,418.46 Group IB 0111330317 MD 90.00 01-Nov-2005 279,900.00 279,351.52 Group IB 0111330466 NJ 80.00 01-Dec-2005 192,000.00 191,219.95 Group IB 0111330620 NJ 75.00 01-Dec-2005 273,750.00 272,499.11 Group IB 0111330630 FL 94.62 01-Dec-2005 176,000.00 175,411.03 Group IB 0111330658 NY 81.19 01-Dec-2005 393,750.00 393,750.00 Group IB 0111330672 NJ 90.00 01-Dec-2005 261,000.00 260,593.65 Group IB 0111330710 NJ 90.00 01-Dec-2005 283,500.00 282,339.43 Group IB 0111330766 CA 70.00 01-Dec-2005 213,500.00 212,822.94 Group IB 0111330788 CA 75.00 01-Oct-2005 285,000.00 283,708.21 Group IB 0111330833 FL 100.00 01-Nov-2005 260,000.00 258,827.14 Group IB 0111455381 CA 80.00 01-Nov-2005 360,000.00 360,000.00 Group IB 0111455527 CA 80.00 01-Nov-2005 365,600.00 365,599.10 Group IB 0111455685 CA 81.23 01-Dec-2005 541,000.00 540,107.23 Group IB 0111455691 CA 86.96 01-Jan-2006 278,272.00 278,272.00 Group IB 0111456117 CA 51.72 01-Jan-2006 300,000.00 299,531.91 Group IB 0111456320 CA 90.00 01-Jan-2006 414,000.00 413,213.16 Group IB 0111456433 CA 68.35 01-Jan-2006 190,000.00 190,000.00 Group IB 0111456544 CA 28.07 01-Jan-2006 80,000.00 79,929.79 Group IB 0111456687 MD 43.21 01-Dec-2005 105,000.00 104,677.24 Group IB 0111456766 WI 68.18 01-Jan-2006 90,000.00 89,687.76 Group IB 0111456988 FL 90.00 01-Jan-2006 166,500.00 166,500.00 Group IB 0111457142 MD 57.41 01-Jan-2006 155,000.00 154,616.71 Group IB 0111457225 IL 100.00 01-Jan-2006 230,000.00 229,806.48 Group IB 0111457328 IL 95.00 01-Jan-2006 11,200.00 10,955.11 Group IB 0111457333 IL 76.89 01-Jan-2006 138,400.00 137,987.61 Group IB 0111457417 NY 80.00 01-Jan-2006 372,000.00 370,709.53 Group IB 0111457653 NY 59.83 01-Dec-2005 359,000.00 352,840.06 Group IB 0111457797 NJ 80.00 01-Jan-2006 118,400.00 118,088.32 Group IB 0111457814 NJ 100.00 01-Jan-2006 29,600.00 29,539.49 Group IB 0111457842 NJ 80.00 01-Jan-2006 367,200.00 367,199.40 Group IB 0111457912 MD 75.00 01-Jan-2006 296,250.00 295,913.24 Group IB 0111457930 NY 75.00 01-Jan-2006 394,500.00 393,211.75 Group IB 0111458192 NJ 90.00 01-Jan-2006 352,250.00 351,064.35 Group IB 0111458258 FL 100.00 01-Jan-2006 37,800.00 37,706.49 Group IB 0111458577 FL 79.32 01-Dec-2005 112,000.00 111,669.82 Group IB 0111458630 CA 79.99 01-Jan-2006 395,932.00 395,420.11 Group IB 0111458811 FL 100.00 01-Jan-2006 73,200.00 73,013.20 Group IB 0111459016 CA 90.00 01-Jan-2006 395,100.00 393,910.68 Group IB 0111459153 NC 89.26 01-Jan-2006 77,745.00 77,513.34 Group IB 0111459413 NY 100.00 01-Jan-2006 212,750.00 212,526.04 Group IB 0111459453 NJ 80.00 01-Jan-2006 424,000.00 423,238.14 Group IB 0111459587 NJ 80.00 01-Jan-2006 376,000.00 371,767.11 Group IB 0111459675 NJ 85.00 01-Jan-2006 170,000.00 169,763.68 Group IB 0111459718 FL 88.89 01-Jan-2006 200,000.00 199,748.86 Group IB 0111459735 NJ 76.26 01-Jan-2006 408,000.00 407,416.23 Group IB 0111459819 FL 80.00 01-Jan-2006 280,000.00 279,046.10 Group IB 0111459821 FL 100.00 01-Jan-2006 70,000.00 69,860.69 Group II 0110795135 CA 100.00 01-Sep-2005 70,000.00 69,644.67 Group II 0110795464 KY 79.99 01-Sep-2005 146,700.00 145,443.12 Group II 0110796364 CA 80.00 01-Sep-2005 320,000.00 320,000.00 Group II 0110796369 CA 100.00 01-Sep-2005 100,000.00 99,493.42 Group II 0110796370 CA 80.00 01-Sep-2005 400,000.00 400,000.00 Group II 0110796447 CA 100.00 01-Sep-2005 72,000.00 71,726.15 Group II 0110796721 WA 80.00 01-Aug-2005 192,000.00 192,000.00 Group II 0110796766 CA 100.00 01-Sep-2005 115,400.00 114,784.88 Group II 0110796767 CA 80.00 01-Sep-2005 461,600.00 461,357.78 Group II 0110871373 CA 100.00 01-Sep-2005 80,000.00 79,744.88 Group II 0110896066 NY 100.00 01-Oct-2005 96,000.00 95,649.45 Group II 0110896702 NV 100.00 01-Oct-2005 85,000.00 84,721.35 Group II 0110897106 CA 95.00 01-Oct-2005 81,600.00 81,312.26 Group II 0110898120 TX 100.00 01-Oct-2005 67,990.00 67,741.72 Group II 0110932978 CO 80.00 01-Nov-2005 457,936.00 457,936.00 Group II 0110946622 IL 100.00 01-Nov-2005 56,478.00 56,292.51 Group II 0111031618 FL 75.00 01-Nov-2005 252,750.00 251,418.11 Group II 0111031851 FL 100.00 01-Oct-2005 32,380.00 32,301.05 Group II 0111031928 FL 100.00 01-Nov-2005 42,580.00 42,479.27 Group II 0111031948 FL 100.00 01-Nov-2005 44,580.00 44,461.83 Group II 0111031960 MI 100.00 01-Oct-2005 62,000.00 61,811.27 Group II 0111070989 CO 100.00 01-Dec-2005 73,000.00 72,871.48 Group II 0111325780 CA 90.00 01-Nov-2005 742,500.00 739,116.54 Group II 0111326102 CA 95.00 01-Dec-2005 527,250.00 525,358.35 Group II 0111326626 CA 80.00 01-Dec-2005 556,000.00 554,797.48 Group II 0111326859 CA 89.29 01-Dec-2005 187,500.00 187,033.14 Group II 0111326901 CA 100.00 01-Dec-2005 88,000.00 87,818.45 Group II 0111327317 IL 80.00 01-Dec-2005 503,200.00 501,221.40 Group II 0111327333 IL 95.00 01-Dec-2005 94,350.00 94,159.54 Group II 0111328913 VA 80.00 01-Dec-2005 631,020.00 630,934.30 Group II 0111329262 CA 80.00 01-Nov-2005 452,000.00 452,000.00 Group II 0111329551 CA 57.75 01-Dec-2005 693,000.00 692,348.63 Group II 0111329600 CA 85.00 01-Dec-2005 718,250.00 716,523.76 Group II 0111329742 CA 75.00 01-Dec-2005 453,750.00 453,750.00 Group II 0111329816 CA 78.67 01-Dec-2005 461,000.00 461,000.00 Group II 0111330321 RI 85.00 01-Dec-2005 667,250.00 666,083.91 Group II 0111330553 NJ 84.79 01-Dec-2005 545,200.00 544,387.47 Group II 0111455480 CA 80.00 01-Nov-2005 516,000.00 516,000.00 Group II 0111455526 CA 90.00 01-Nov-2005 724,500.00 720,471.29 Group II 0111455539 AZ 80.00 01-Nov-2005 440,000.00 440,000.00 Group II 0111455647 MD 85.00 01-Jan-2006 446,250.00 446,249.12 Group II 0111456531 CA 90.00 01-Jan-2006 540,000.00 538,254.46 Group II 0111456557 CA 79.46 01-Jan-2006 472,000.00 469,883.96 Group II 0111456567 CA 93.21 01-Jan-2006 81,678.00 81,473.48 Group II 0111457419 NY 100.00 01-Jan-2006 93,000.00 92,803.71 Group II 0111457785 MD 76.33 01-Jan-2006 458,000.00 458,000.00 Group II 0111457845 NJ 100.00 01-Jan-2006 91,800.00 91,615.34 Group II 0111458054 NJ 90.00 01-Jan-2006 504,000.00 504,000.00 Group II 0111458633 CA 99.98 01-Jan-2006 98,983.00 98,793.29 Group II 0111458796 FL 80.00 01-Jan-2006 292,800.00 292,800.00 Group II 0111459392 NJ 63.33 01-Jan-2006 627,000.00 624,400.09 Group II 0111476612 CA 80.00 01-Dec-2005 388,000.00 387,989.99

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning Group IA 0110777109 Loan Paid in Full 0 6.750% 360 9 Group IA 0110794772 Loan Paid in Full 0 8.500% 360 8 Group IA 0110794851 Loan Paid in Full 0 8.625% 360 8 Group IA 0110794933 Loan Paid in Full (1) 7.990% 360 9 Group IA 0110794989 Loan Paid in Full 0 6.750% 360 9 Group IA 0110795062 Loan Paid in Full (1) 8.625% 360 8 Group IA 0110795074 Loan Paid in Full 1 8.000% 360 8 Group IA 0110795133 Loan Paid in Full 0 8.625% 360 8 Group IA 0110795206 Loan Paid in Full 0 9.375% 360 8 Group IA 0110795279 Loan Paid in Full 0 11.500% 360 8 Group IA 0110795281 Loan Paid in Full 0 8.750% 360 8 Group IA 0110795436 Loan Paid in Full 0 8.000% 360 8 Group IA 0110795569 Loan Paid in Full 0 6.875% 360 8 Group IA 0110796603 Loan Paid in Full 0 7.250% 360 8 Group IA 0110796716 Loan Paid in Full (1) 5.500% 360 9 Group IA 0110961133 Loan Paid in Full 0 8.250% 360 7 Group IA 0110961139 Loan Paid in Full 0 6.600% 360 7 Group IA 0110961179 Loan Paid in Full 0 6.050% 360 8 Group IA 0110978176 Loan Paid in Full 0 6.600% 360 6 Group IA 0111030063 Loan Paid in Full 0 6.850% 360 6 Group IA 0111031600 Loan Paid in Full 0 7.500% 360 6 Group IA 0111031658 Loan Paid in Full (1) 7.925% 360 6 Group IA 0111031668 Loan Paid in Full 0 6.100% 360 6 Group IA 0111031769 Loan Paid in Full 0 7.250% 360 6 Group IA 0111031783 Loan Paid in Full 0 6.990% 360 6 Group IA 0111031875 Loan Paid in Full (1) 10.550% 180 7 Group IA 0111325737 Loan Paid in Full 0 11.250% 360 5 Group IA 0111325910 Loan Paid in Full 0 11.400% 360 5 Group IA 0111325982 Loan Paid in Full (1) 8.990% 360 6 Group IA 0111326052 Loan Paid in Full 0 10.990% 360 5 Group IA 0111326070 Loan Paid in Full 0 7.700% 360 5 Group IA 0111326082 Loan Paid in Full 0 9.500% 360 5 Group IA 0111326123 Loan Paid in Full 0 6.950% 360 5 Group IA 0111326176 Loan Paid in Full 0 9.850% 360 5 Group IA 0111326259 Loan Paid in Full 0 7.200% 360 4 Group IA 0111326301 Loan Paid in Full 0 8.800% 360 5 Group IA 0111326340 Loan Paid in Full 2 8.250% 360 5 Group IA 0111326372 Loan Paid in Full 0 7.500% 360 5 Group IA 0111326569 Loan Paid in Full 0 8.850% 360 5 Group IA 0111327232 Loan Paid in Full 0 7.740% 360 6 Group IA 0111327236 Loan Paid in Full 0 8.450% 360 5 Group IA 0111327244 Loan Paid in Full 0 7.990% 360 6 Group IA 0111327353 Loan Paid in Full 0 8.200% 360 5 Group IA 0111327506 Loan Paid in Full 0 7.250% 360 5 Group IA 0111327934 Loan Paid in Full 0 6.350% 360 5 Group IA 0111328075 Loan Paid in Full 0 6.000% 360 6 Group IA 0111328154 Loan Paid in Full 0 9.600% 360 6 Group IA 0111328200 Loan Paid in Full 0 8.300% 360 6 Group IA 0111328218 Loan Paid in Full (1) 7.800% 360 6 Group IA 0111328242 Loan Paid in Full 0 8.350% 360 6 Group IA 0111328332 Loan Paid in Full 0 9.050% 360 5 Group IA 0111328349 Loan Paid in Full 0 7.300% 360 6 Group IA 0111328386 Loan Paid in Full 0 7.950% 360 5 Group IA 0111328566 Loan Paid in Full 0 8.900% 360 5 Group IA 0111328608 Loan Paid in Full 0 10.750% 360 5 Group IA 0111328645 Loan Paid in Full 0 9.600% 360 5 Group IA 0111328784 Loan Paid in Full 0 11.350% 360 5 Group IA 0111328819 Loan Paid in Full 0 10.350% 360 5 Group IA 0111328927 Loan Paid in Full 0 9.150% 360 5 Group IA 0111329072 Loan Paid in Full 0 8.650% 360 5 Group IA 0111329292 Loan Paid in Full 0 6.850% 360 5 Group IA 0111329305 Loan Paid in Full 0 8.050% 360 5 Group IA 0111329467 Loan Paid in Full 0 9.900% 360 5 Group IA 0111329497 Loan Paid in Full 0 7.990% 360 5 Group IA 0111329516 Loan Paid in Full 0 9.250% 360 5 Group IA 0111329588 Loan Paid in Full 0 7.350% 360 5 Group IA 0111329605 Loan Paid in Full 0 9.150% 360 5 Group IA 0111329763 Loan Paid in Full 0 7.650% 360 5 Group IA 0111330006 Loan Paid in Full 0 8.350% 360 5 Group IA 0111330172 Loan Paid in Full 0 10.350% 360 6 Group IA 0111330218 Loan Paid in Full 0 10.450% 360 5 Group IA 0111330359 Loan Paid in Full 0 6.850% 360 5 Group IA 0111330401 Loan Paid in Full 0 8.700% 360 5 Group IA 0111330494 Loan Paid in Full 0 8.150% 360 5 Group IA 0111330632 Loan Paid in Full 0 8.700% 360 5 Group IA 0111330683 Loan Paid in Full 0 12.250% 120 5 Group IA 0111330772 Loan Paid in Full 0 6.450% 360 6 Group IA 0111330796 Loan Paid in Full 0 7.400% 360 6 Group IA 0111330802 Loan Paid in Full 0 8.500% 360 7 Group IA 0111346654 Loan Paid in Full 0 11.350% 180 4 Group IA 0111346663 Loan Paid in Full (1) 7.500% 360 4 Group IA 0111346710 Loan Paid in Full 0 7.700% 360 4 Group IA 0111346744 Loan Paid in Full 0 6.990% 360 6 Group IA 0111417485 Loan Paid in Full 0 8.250% 360 6 Group IA 0111455460 Loan Paid in Full 0 10.650% 360 6 Group IA 0111455552 Loan Paid in Full 0 6.650% 360 5 Group IA 0111455617 Loan Paid in Full 0 7.850% 360 5 Group IA 0111455836 Loan Paid in Full 0 8.300% 360 4 Group IA 0111455939 Loan Paid in Full 0 7.450% 360 4 Group IA 0111456050 Loan Paid in Full 0 8.500% 360 4 Group IA 0111456064 Loan Paid in Full 0 7.650% 360 4 Group IA 0111456084 Loan Paid in Full 0 8.000% 360 4 Group IA 0111456175 Loan Paid in Full 0 9.050% 360 4 Group IA 0111456196 Loan Paid in Full 0 9.550% 360 4 Group IA 0111456235 Loan Paid in Full 0 10.500% 360 4 Group IA 0111456256 Loan Paid in Full 0 7.250% 360 4 Group IA 0111456281 Loan Paid in Full 0 7.750% 360 4 Group IA 0111456300 Loan Paid in Full 0 7.000% 360 4 Group IA 0111456343 Loan Paid in Full 0 8.610% 360 4 Group IA 0111456627 Loan Paid in Full 0 7.050% 360 6 Group IA 0111456649 Loan Paid in Full 0 6.990% 360 6 Group IA 0111456693 Loan Paid in Full 0 7.990% 360 6 Group IA 0111456806 Loan Paid in Full 0 8.650% 360 4 Group IA 0111456844 Loan Paid in Full 0 9.150% 360 4 Group IA 0111456947 Loan Paid in Full 0 7.900% 360 4 Group IA 0111457043 Loan Paid in Full 0 6.850% 360 4 Group IA 0111457280 Loan Paid in Full 0 9.050% 360 4 Group IA 0111457284 Loan Paid in Full 0 10.175% 180 4 Group IA 0111457300 Loan Paid in Full 0 8.150% 360 4 Group IA 0111457551 Loan Paid in Full 0 8.650% 360 6 Group IA 0111457857 Loan Paid in Full 0 10.250% 360 4 Group IA 0111458014 Loan Paid in Full 0 6.450% 360 4 Group IA 0111458274 Loan Paid in Full 0 6.250% 360 4 Group IA 0111458397 Loan Paid in Full 0 8.600% 360 4 Group IA 0111458923 Loan Paid in Full 0 7.290% 360 4 Group IA 0111459052 Loan Paid in Full 0 6.650% 360 4 Group IA 0111459054 Loan Paid in Full 0 8.450% 360 4 Group IA 0111459124 Loan Paid in Full 0 8.400% 360 4 Group IA 0111459303 Loan Paid in Full 0 7.600% 360 6 Group IA 0111459346 Loan Paid in Full 0 8.250% 360 5 Group IA 0111459508 Loan Paid in Full (1) 7.850% 360 4 Group IA 0111459567 Loan Paid in Full 0 8.950% 360 4 Group IA 0111476420 Loan Paid in Full 0 10.250% 360 7 Group IB 0111325743 Loan Paid in Full 0 6.790% 360 6 Group IB 0111325836 Loan Paid in Full 0 7.500% 360 8 Group IB 0111325945 Loan Paid in Full 0 7.160% 360 6 Group IB 0111325963 Loan Paid in Full 0 7.900% 360 5 Group IB 0111326129 Loan Paid in Full 0 10.990% 360 5 Group IB 0111326189 Loan Paid in Full 0 5.900% 360 5 Group IB 0111326377 Loan Paid in Full 0 7.950% 360 5 Group IB 0111326418 Loan Paid in Full 3 9.000% 360 5 Group IB 0111326622 Loan Paid in Full 0 6.840% 360 5 Group IB 0111326806 Loan Paid in Full 0 8.990% 360 5 Group IB 0111326865 Loan Paid in Full 0 7.900% 360 5 Group IB 0111327116 Loan Paid in Full 0 7.400% 360 6 Group IB 0111327932 Loan Paid in Full 0 7.800% 360 5 Group IB 0111327935 Loan Paid in Full 0 7.990% 360 5 Group IB 0111327939 Loan Paid in Full 0 11.150% 360 5 Group IB 0111327957 Loan Paid in Full 0 10.630% 180 5 Group IB 0111328100 Loan Paid in Full 0 8.700% 360 6 Group IB 0111328111 Loan Paid in Full 0 7.850% 360 7 Group IB 0111328186 Loan Paid in Full 0 11.150% 360 6 Group IB 0111328201 Loan Paid in Full 0 8.450% 360 6 Group IB 0111328327 Loan Paid in Full 0 8.050% 360 6 Group IB 0111328335 Loan Paid in Full 0 10.650% 360 5 Group IB 0111328395 Loan Paid in Full 0 8.250% 360 5 Group IB 0111328459 Loan Paid in Full 0 6.400% 360 5 Group IB 0111328489 Loan Paid in Full (1) 9.275% 360 5 Group IB 0111328506 Loan Paid in Full 0 11.375% 360 5 Group IB 0111328841 Loan Paid in Full 0 7.200% 360 5 Group IB 0111328866 Loan Paid in Full 0 6.300% 360 5 Group IB 0111328887 Loan Paid in Full 0 9.400% 180 5 Group IB 0111329022 Loan Paid in Full 0 7.800% 360 5 Group IB 0111329125 Loan Paid in Full 0 11.400% 180 5 Group IB 0111329603 Loan Paid in Full 0 8.990% 360 5 Group IB 0111329828 Loan Paid in Full 0 6.800% 360 5 Group IB 0111329843 Loan Paid in Full 0 9.500% 360 5 Group IB 0111329903 Loan Paid in Full 0 9.750% 360 5 Group IB 0111329926 Loan Paid in Full 0 7.550% 360 4 Group IB 0111330037 Loan Paid in Full 0 8.450% 360 5 Group IB 0111330060 Loan Paid in Full 0 11.250% 360 5 Group IB 0111330258 Loan Paid in Full 0 7.650% 360 5 Group IB 0111330317 Loan Paid in Full 0 8.150% 360 6 Group IB 0111330466 Loan Paid in Full 0 8.050% 360 5 Group IB 0111330620 Loan Paid in Full 0 7.450% 360 5 Group IB 0111330630 Loan Paid in Full 0 8.990% 360 5 Group IB 0111330658 Loan Paid in Full 0 6.600% 360 5 Group IB 0111330672 Loan Paid in Full 0 8.400% 360 5 Group IB 0111330710 Loan Paid in Full 0 8.000% 360 5 Group IB 0111330766 Loan Paid in Full 0 9.250% 360 5 Group IB 0111330788 Loan Paid in Full 0 8.950% 360 7 Group IB 0111330833 Loan Paid in Full 0 8.300% 360 6 Group IB 0111455381 Loan Paid in Full 0 6.990% 360 6 Group IB 0111455527 Loan Paid in Full 0 6.150% 360 6 Group IB 0111455685 Loan Paid in Full 0 8.200% 360 5 Group IB 0111455691 Loan Paid in Full 0 6.600% 360 4 Group IB 0111456117 Loan Paid in Full 0 11.750% 360 4 Group IB 0111456320 Loan Paid in Full 0 7.050% 360 4 Group IB 0111456433 Loan Paid in Full 0 6.990% 360 4 Group IB 0111456544 Loan Paid in Full 0 9.750% 360 4 Group IB 0111456687 Loan Paid in Full 0 9.400% 360 5 Group IB 0111456766 Loan Paid in Full 0 7.900% 360 4 Group IB 0111456988 Loan Paid in Full 0 6.250% 360 4 Group IB 0111457142 Loan Paid in Full 0 9.550% 360 4 Group IB 0111457225 Loan Paid in Full 0 9.850% 360 4 Group IB 0111457328 Loan Paid in Full 0 12.250% 120 4 Group IB 0111457333 Loan Paid in Full 0 8.650% 360 4 Group IB 0111457417 Loan Paid in Full 2 7.900% 360 4 Group IB 0111457653 Loan Paid in Full 0 7.375% 360 5 Group IB 0111457797 Loan Paid in Full 0 9.250% 360 4 Group IB 0111457814 Loan Paid in Full 0 10.450% 360 4 Group IB 0111457842 Loan Paid in Full 0 6.950% 360 4 Group IB 0111457912 Loan Paid in Full 0 8.850% 360 4 Group IB 0111457930 Loan Paid in Full 0 8.200% 360 4 Group IB 0111458192 Loan Paid in Full 1 8.050% 360 4 Group IB 0111458258 Loan Paid in Full 0 9.550% 360 4 Group IB 0111458577 Loan Paid in Full 0 9.600% 360 5 Group IB 0111458630 Loan Paid in Full 0 8.400% 360 4 Group IB 0111458811 Loan Paid in Full 0 9.400% 360 4 Group IB 0111459016 Loan Paid in Full 0 8.600% 360 4 Group IB 0111459153 Loan Paid in Full 0 8.650% 360 4 Group IB 0111459413 Loan Paid in Full 0 9.100% 360 4 Group IB 0111459453 Loan Paid in Full 0 7.250% 360 4 Group IB 0111459587 Loan Paid in Full 0 8.350% 360 4 Group IB 0111459675 Loan Paid in Full 0 8.150% 360 4 Group IB 0111459718 Loan Paid in Full 0 8.500% 360 4 Group IB 0111459735 Loan Paid in Full 0 8.050% 360 4 Group IB 0111459819 Loan Paid in Full 0 7.990% 360 4 Group IB 0111459821 Loan Paid in Full 0 10.575% 360 4 Group II 0110795135 Loan Paid in Full 0 8.990% 360 8 Group II 0110795464 Loan Paid in Full 0 7.125% 360 8 Group II 0110796364 Loan Paid in Full 0 5.500% 360 8 Group II 0110796369 Loan Paid in Full 0 9.000% 180 8 Group II 0110796370 Loan Paid in Full 0 6.750% 360 8 Group II 0110796447 Loan Paid in Full 0 10.375% 360 8 Group II 0110796721 Loan Paid in Full 0 5.875% 360 9 Group II 0110796766 Loan Paid in Full 0 9.625% 180 8 Group II 0110796767 Loan Paid in Full 0 6.250% 360 8 Group II 0110871373 Loan Paid in Full 0 11.200% 180 8 Group II 0110896066 Loan Paid in Full 0 9.990% 180 7 Group II 0110896702 Loan Paid in Full 0 10.500% 180 7 Group II 0110897106 Loan Paid in Full 0 9.500% 180 7 Group II 0110898120 Loan Paid in Full 0 9.990% 180 7 Group II 0110932978 Loan Paid in Full 0 7.750% 360 6 Group II 0110946622 Loan Paid in Full 0 10.490% 180 6 Group II 0111031618 Loan Paid in Full 0 7.525% 360 6 Group II 0111031851 Loan Paid in Full 0 11.875% 180 7 Group II 0111031928 Loan Paid in Full (1) 11.375% 180 6 Group II 0111031948 Loan Paid in Full 0 11.875% 180 6 Group II 0111031960 Loan Paid in Full 0 11.750% 180 7 Group II 0111070989 Loan Paid in Full 0 12.000% 360 5 Group II 0111325780 Loan Paid in Full 0 8.250% 360 6 Group II 0111326102 Loan Paid in Full 0 8.650% 360 5 Group II 0111326626 Loan Paid in Full 0 7.250% 360 5 Group II 0111326859 Loan Paid in Full (1) 10.400% 360 5 Group II 0111326901 Loan Paid in Full 0 11.275% 360 5 Group II 0111327317 Loan Paid in Full 0 8.200% 360 5 Group II 0111327333 Loan Paid in Full 0 11.375% 360 5 Group II 0111328913 Loan Paid in Full 0 6.100% 360 5 Group II 0111329262 Loan Paid in Full 0 7.200% 360 6 Group II 0111329551 Loan Paid in Full 0 10.100% 360 5 Group II 0111329600 Loan Paid in Full 0 7.500% 360 5 Group II 0111329742 Loan Paid in Full 0 6.990% 360 5 Group II 0111329816 Loan Paid in Full 0 6.500% 360 5 Group II 0111330321 Loan Paid in Full 2 8.000% 360 5 Group II 0111330553 Loan Paid in Full 0 8.550% 360 5 Group II 0111455480 Loan Paid in Full 0 6.100% 360 6 Group II 0111455526 Loan Paid in Full 0 7.250% 360 6 Group II 0111455539 Loan Paid in Full 0 7.200% 360 6 Group II 0111455647 Loan Paid in Full 0 7.340% 360 4 Group II 0111456531 Loan Paid in Full 0 8.250% 360 4 Group II 0111456557 Loan Paid in Full 0 6.600% 360 4 Group II 0111456567 Loan Paid in Full 0 9.500% 360 4 Group II 0111457419 Loan Paid in Full 2 10.300% 360 4 Group II 0111457785 Loan Paid in Full 0 7.050% 360 4 Group II 0111457845 Loan Paid in Full 0 10.525% 360 4 Group II 0111458054 Loan Paid in Full 0 8.450% 360 4 Group II 0111458633 Loan Paid in Full 0 10.750% 360 4 Group II 0111458796 Loan Paid in Full 0 7.800% 360 4 Group II 0111459392 Loan Paid in Full 0 7.000% 360 4 Group II 0111476612 Loan Paid in Full 0 8.990% 360 5

Prepayment - Voluntary Prepayments

Summary SMM CPR PSA Current Month 23.~~459~~516% Current Month 2534.~~831~~914% Current Month 2,~~400~~734.~~622~~594% 3 Month Average 12.~~981~~450% 3 Month Average 2125.~~233~~351% 3 Month Average 2,~~495~~294.~~312~~815% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 22.558% N/A Mar-2006 3,336.086% N/A Apr-2006 15.308% N/A Apr-2006 1,749.229% N/A May-2006 25.831% N/A May-2006 2,400.622% N/A Jun-2006 34.914% N/A Jun-2006 2,734.594% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group IA SMM CPR PSA Current Month 23.~~515~~670% Current Month 2636.~~333~~150% Current Month 2,~~376~~762.~~324~~675% 3 Month Average 2.~~041~~597% 3 Month Average 2126.~~850~~721% 3 Month Average 2,~~455~~362.~~339~~631% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 21.538% N/A Mar-2006 3,040.798% N/A Apr-2006 17.678% N/A Apr-2006 1,948.894% N/A May-2006 26.333% N/A May-2006 2,376.324% N/A Jun-2006 36.150% N/A Jun-2006 2,762.675% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group IB SMM CPR PSA Current Month 23.~~944~~340% Current Month 3033.~~137~~477% Current Month 32,~~138~~885.~~721~~319% 3 Month Average 12.~~924~~432% 3 Month Average 2025.~~455~~035% 3 Month Average 2,~~722~~511.~~748~~706% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 19.737% N/A Mar-2006 3,518.445% N/A Apr-2006 11.493% N/A Apr-2006 1,511.079% N/A May-2006 30.137% N/A May-2006 3,138.721% N/A Jun-2006 33.477% N/A Jun-2006 2,885.319% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group II SMM CPR PSA Current Month 23.~~003~~478% Current Month 2134.~~560~~608% Current Month 12,~~905~~595.~~518~~448% 3 Month Average 12.~~955~~292% 3 Month Average 2023.~~988~~894% 3 Month Average 2,~~370~~056.~~723~~066% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 25.890% N/A Mar-2006 3,539.418% N/A Apr-2006 15.513% N/A Apr-2006 1,667.232% N/A May-2006 21.560% N/A May-2006 1,905.518% N/A Jun-2006 34.608% N/A Jun-2006 2,595.448% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Single Month Mortality (SMM): (Partial and full prepayments + Repurchases) / (Beginning Scheduled Balance - Scheduled Principal) Conditional PrePayment Rate (CPR): 1 - ((1 - SMM)^12) PSA Standard Prepayment Model: 100 * CPR / (0.2 * MIN(30,WAS)) Weighted Average Seasoning (WAS): sum((Original Term - Remaining Term)*(Current Scheduled Balance/Deal Scheduled Principal Balance))

Interest Rate Stratification Summary Group IA Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 4.500 0 0.00 0.000 0 0.00 0.000 4.500 4.999 1 221,~~514~~496.6839 0.~~009~~010 1 221,~~514~~496.6839 0.~~024~~025 5.000 5.499 27 10,~~539~~536,~~598~~372.8322 0.~~442~~458 11 2,~~825~~824,~~510~~034.5647 0.~~302~~314 5.500 5.999 ~~643~~628 ~~181~~176,~~103~~623,~~589~~049.4781 7.~~594~~679 ~~336~~330 6967,~~085~~646,~~815~~385.0328 7.~~396~~521 6.000 6.499 ~~601~~592 ~~181~~178,~~874~~352,~~248~~591.2005 7.~~626~~755 ~~283~~279 6564,~~109~~136,~~889~~228.5074 67.~~970~~131 6.500 6.999 1,~~485~~451 ~~432~~422,~~805~~829,~~614~~320.2853 18.~~148~~384 ~~689~~670 ~~151~~147,~~982~~702,~~617~~953.8640 16.~~270~~423 7.000 7.499 1,~~281~~234 ~~340~~328,~~984~~283,~~586~~848.3151 14.~~298~~274 ~~588~~564 ~~118~~113,~~544~~693,~~876~~422.7999 12.~~691~~641 7.500 7.999 21,~~033~~973 ~~497~~480,~~237~~986,~~745~~217.8160 20.~~850~~913 ~~1,028~~999 ~~191~~186,~~995~~184,~~442~~061.5360 20.~~554~~701 8.000 8.499 1,~~143~~081 ~~237~~223,~~228~~446,~~054~~224.1290 9.~~947~~715 ~~646~~612 ~~109~~103,~~732~~468,~~485~~827.9654 11.~~747~~504 8.500 8.999 1,~~197~~146 ~~209~~198,~~040~~340,~~860~~755.7259 8.~~766~~624 ~~688~~656 ~~104~~99,~~551~~479,~~253~~841.1679 11.~~193~~061 9.000 9.499 ~~710~~685 8783,~~812~~643,~~272~~315.0135 3.~~682~~637 ~~376~~361 4543,~~287~~197,~~619~~901.3172 4.~~848~~803 9.500 9.999 ~~755~~735 7774,~~179~~487,~~660~~305.4211 3.~~236~~239 ~~344~~335 3231,~~617~~472,~~185~~733.7563 3.~~492~~499 10.000 10.499 ~~502~~480 4138,~~363~~944,~~295~~027.9545 1.~~734~~693 ~~166~~158 1110,~~168~~419,~~764~~136.7204 1.~~196~~158 10.500 10.999 ~~670~~651 4645,~~887~~142,~~928~~669.3205 1.~~966~~963 ~~263~~250 1514,~~270~~154,~~462~~655.1980 1.~~635~~574 11.000 11.499 ~~408~~395 2322,~~257~~180,~~203~~301.2887 0.~~975~~964 ~~188~~183 98,~~210~~893,~~609~~217.2511 0.~~986~~989 11.500 11.999 ~~188~~178 1110,~~950~~793,~~378~~490.7010 0.~~501~~469 7572 43,~~396~~888,~~175~~799.9632 0.~~471~~432 12.000 12.499 ~~108~~102 3,~~911~~732,~~516~~776.3560 0.~~164~~162 3332 1,~~410~~315,~~691~~355.5059 0.~~151~~146 12.500 12.999 30 1,~~277~~276,~~605~~501.5113 0.~~054~~056 12 647,~~456~~190.9428 0.~~069~~072 13.000 13.499 7 125,~~839~~581.0081 0.005 3 46,~~806~~687.0143 0.005 >= 13.500 0 0.00 0.000 0 0.00 0.000 Total 11,~~789~~396 2,~~384~~299,~~801~~945,~~511~~845.9607 100.000 5,~~730~~528 ~~934~~899,~~105~~392,~~177~~929.7012 100.000

Interest Rate Stratification (continued) Group IB Group II Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 4.500 0 0.00 0.000 0 0.00 0.000 4.500 4.999 0 0.00 0.000 0 0.00 0.000 5.000 5.499 1 496,000.00 0.~~077~~080 15 7,~~218~~216,~~088~~337.2775 0.~~896~~928 5.500 5.999 5554 1615,~~227~~963,~~457~~711.94 2.~~516~~562 ~~252~~244 9593,~~790~~012,~~316~~952.5059 11.~~887~~962 6.000 6.499 ~~137~~135 3837,~~072~~258,~~850~~940.7226 5.~~904~~981 ~~181~~178 7876,~~691~~957,~~507~~422.9805 9.~~765~~897 6.500 6.999 ~~433~~423 ~~119~~117,~~810~~121,~~652~~290.8667 18.~~580~~800 ~~363~~358 ~~161~~158,~~012~~005,~~343~~076.5646 1920.~~980~~321 7.000 7.499 ~~433~~421 ~~108~~105,~~327~~943,~~325~~087.2257 1617.~~799~~006 ~~260~~249 ~~114~~108,~~112~~647,~~384~~337.3095 1413.~~160~~973 7.500 7.999 ~~661~~642 ~~163~~157,~~099~~535,~~083~~438.0363 25.~~293~~287 ~~344~~332 ~~142~~137,~~143~~266,~~220~~717.2537 17.~~639~~653 8.000 8.499 ~~333~~313 6762,~~045~~528,~~209~~817.0076 10.~~397~~037 ~~164~~156 6057,~~450~~448,~~359~~579.1660 7.~~501~~388 8.500 8.999 ~~321~~310 5855,~~101~~918,~~835~~307.0491 98.~~010~~976 ~~188~~180 4642,~~387~~942,~~772~~605.5289 5.~~756~~523 9.000 9.499 ~~205~~197 2322,~~595~~238,~~173~~444.7198 3.~~659~~570 ~~129~~127 18,~~929~~206,~~478~~968.9965 2.~~349~~342 9.500 9.999 ~~163~~159 15,~~724~~402,~~555~~744.8589 2.~~439~~472 ~~248~~241 2827,~~837~~611,~~918~~826.8259 3.~~579~~551 10.000 10.499 ~~174~~166 1211,~~760~~977,~~069~~611.5755 1.~~979~~923 ~~162~~156 1716,~~434~~547,~~461~~279.6686 2.~~163~~128 10.500 10.999 ~~188~~184 1110,~~161~~859,~~915~~412.4561 1.~~731~~743 ~~219~~217 20,~~455~~128,~~550~~600.6864 2.~~538~~589 11.000 11.499 ~~131~~127 6,~~330~~113,~~882~~288.6507 0.~~982~~981 8985 7,~~715~~173,~~711~~796.3869 0.~~957~~923 11.500 11.999 5552 32,~~004~~629,~~283~~384.7601 0.~~466~~422 5854 4,~~549~~275,~~918~~306.9877 0.~~565~~550 12.000 12.499 5348 ~~894~~811,~~208~~406.4817 0.~~139~~130 22 1,606,~~616~~014.3784 0.~~199~~207 12.500 12.999 9 ~~192~~191,~~306~~654.7103 0.~~030~~031 9 437,~~841~~656.8682 0.~~054~~056 13.000 13.499 0 0.00 0.000 4 7978,~~032~~894.9938 0.010 >= 13.500 0 0.00 0.000 0 0.00 0.000 Total 3,~~352~~241 ~~644~~622,~~843~~989,~~809~~541.9905 100.000 2,~~707~~627 ~~805~~777,~~852~~563,~~524~~374.2790 100.000

Filing Compare · ACE Securities Corp. Home Equity Loan Trust, Series 2006-HE1