10-D 1 has06op4_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: 333-131607-02 HSI Asset Securitization Corporation Trust 2006-OPT4 (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-131607 HSI Asset Securitization Corporation (Exact name of depositor as specified in its charter) HSBC Bank USA, National Association (Exact name of sponsor as specified in its charter) New York (State or other jurisdiction of incorporation or organization of the issuing entity) 54-2196735 54-2196736 54-2196737 54-2196827 54-6709423 (I.R.S. Employer Identification No.) c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Road Columbia, MD 21045 (Address of principal executive offices of the issuing entity) (Zip Code) (410) 884-2000 (Telephone number, including area code) Not Applicable (Former name, former address, if changed since last report) Registered/reporting pursuant to (check one) Title of Section Section Section Name of Exchange Class 12(b) 12(g) 15(d) (If Section 12(b)) A-IO _____ _____ __X___ ____________ I-A _____ _____ __X___ ____________ II-A1 _____ _____ __X___ ____________ II-A-2 _____ _____ __X___ ____________ II-A-3 _____ _____ __X___ ____________ II-A-4 _____ _____ __X___ ____________ II-A-5 _____ _____ __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___ ____________ X _____ _____ __X___ ____________ R

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 HSI Asset Securitization Corporation Trust 2006-OPT4. The distribution report is attached as an Exhibit to this Form 10-D. Please see Item 9(b), Exhibit 99.1 for the related information. Part II - OTHER INFORMATION Item 9. Exhibits. (a) The following is a list of documents filed as part of this Report on Form 10-D: (99.1) Monthly report distributed to holders of HSI Asset Securitization Corporation Trust 2006-OPT4, relating to the 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. HSI Asset Securitization Corporation Trust 2006-OPT4 (Issuing Entity) Wells Fargo Bank, N.A. (Master Servicer) /s/ Beth Belfield Beth Belfield, Officer Date: July 10, 2006 EXHIBIT INDEX Exhibit Number Description EX-99.1 Monthly report distributed to holders of HSI Asset Securitization Corporation Trust 2006-OPT4, relating to the June 26, 2006 distribution. EX-99.1 HSI Asset Securitization Corporation Mortgage Pass-Through Certificates Distribution Date: 6/26/2006 HSI Asset Securitization Corporation Mortgage Pass-Through Certificates Series 2006-OPT4 Contact: Customer Service - CTSLink Wells Fargo Bank, N.A. Securities Administration Services 7485 New Horizon Way Frederick, MD 21703 www.ctslink.com Telephone: (301) 815-6600 Fax: (301) 815-6660

Certificateholder Distribution Summary Class CUSIP Certificate Beginning Interest Pass-Through Certificate Distribution Rate Balance I-A 40430KAB7 5.~~17000~~25125% ~~284~~281,~~847~~425,~~000~~291.0056 1,~~104~~313,~~494~~630.2472 II-A1 40430KAC5 5.~~06000~~14125% ~~283~~273,~~038~~169,~~000~~040.0065 1,~~074~~248,~~129~~382.2152 II-A-2 40430KAD3 5.~~11000~~19125% 54,883,000.00 ~~210~~253,~~339~~254.1055 II-A-3 40430KAE1 5.~~16000~~24125% 103,061,000.00 ~~398~~480,~~846~~149.0775 II-A-4 40430KAF8 5.~~25000~~33125% 17,500,000.00 6882,~~906~~930.2556 II-A-5 40430KAG6 0.00000% 10,000,000.00 0.00 A-IO 40430KAA9 1.50000% 0.00 305,021.28 M-1 40430KAH4 5.~~31000~~39125% 71,014,000.00 ~~282~~340,~~813~~314.2687 M-2 40430KAJ0 5.~~36000~~44125% 20,633,000.00 8299,~~944~~794.6694 M-3 40430KAK7 5.~~41000~~49125% 17,753,000.00 7286,~~032~~654.8037 M-4 40430KAL5 5.~~45000~~53125% 16,793,000.00 6882,~~641~~565.3958 M-5 40430KAM3 5.~~52000~~60125% 15,834,000.00 6578,~~552~~835.7673 M-6 40430KAN1 6.~~00000~~08125% 14,874,000.00 6680,~~933~~402.0023 M-7 40430KAP6 6.~~15000~~23125% 13,435,000.00 6174,~~968~~414.9497 M-8 40430KAQ4 67.~~95000~~03125% 9,116,000.00 4756,~~517~~975.1500 M-9 40430KAR2 7.~~50000~~58125% 4,798,000.00 2632,~~988~~333.7519 M-10 40430KAS0 7.~~50000~~58125% 9,596,000.00 5364,~~977~~666.5038 X 40430KAT8 0.00000% 12,~~480~~475,~~317~~520.6443 21,~~210~~525,~~812~~928.7524 R 40430KAV3 0.00000% 0.00 0.00 P 40430KAU5 0.00000% 100.00 ~~170~~339,~~113~~604.0348 Totals ~~959~~946,~~655~~359,~~417~~952.64 6,~~372~~545,~~032~~859.1436

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses I-A 37,~~421~~312,~~708~~078.4448 0.00 ~~281~~274,~~425~~113,~~291~~213.5608 48,~~526~~625,~~202~~709.6820 0.00 II-A1 916,~~868~~142,~~959~~924.3594 0.00 ~~273~~257,~~169~~026,~~040~~115.6571 1017,~~943~~391,~~088~~307.5646 0.00 II-A-2 0.00 0.00 54,883,000.00 ~~210~~253,~~339~~254.1055 0.00 II-A-3 0.00 0.00 103,061,000.00 ~~398~~480,~~846~~149.0775 0.00 II-A-4 0.00 0.00 17,500,000.00 6882,~~906~~930.2556 0.00 II-A-5 0.00 0.00 10,000,000.00 0.00 0.00 A-IO 0.00 0.00 0.00 305,021.28 0.00 M-1 0.00 0.00 71,014,000.00 ~~282~~340,~~813~~314.2687 0.00 M-2 0.00 0.00 20,633,000.00 8299,~~944~~794.6694 0.00 M-3 0.00 0.00 17,753,000.00 7286,~~032~~654.8037 0.00 M-4 0.00 0.00 16,793,000.00 6882,~~641~~565.3958 0.00 M-5 0.00 0.00 15,834,000.00 6578,~~552~~835.7673 0.00 M-6 0.00 0.00 14,874,000.00 6680,~~933~~402.0023 0.00 M-7 0.00 0.00 13,435,000.00 6174,~~968~~414.9497 0.00 M-8 0.00 0.00 9,116,000.00 4756,~~517~~975.1500 0.00 M-9 0.00 0.00 4,798,000.00 2632,~~988~~333.7519 0.00 M-10 0.00 0.00 9,596,000.00 5364,~~977~~666.5038 0.00 X 0.00 0.00 12,475,520.43 21,~~210~~525,~~812~~928.7524 0.00 R 0.00 0.00 0.00 0.00 0.00 P 0.00 0.00 100.00 ~~170~~339,~~113~~604.0348 0.00 Totals 1323,~~290~~455,~~667~~003.7942 0.00 ~~946~~922,~~359~~904,~~952~~949.6422 1930,~~662~~000,~~699~~862.9378 0.00 As Master Servicer, Wells Fargo Bank, N.A. has independently calculated collateral information based on loan level data received from external parties, which may include the Servicers, Issuer and other parties to the transaction. Wells Fargo Bank, N.A. expressly disclaims any responsibility for the accuracy or completeness of information furnished to it by those third parties.

Principal Distribution Statement Class Original Beginning Scheduled UnScheduled Accretion Realized Face Certificate Principal Principal Loss Amount Balance Distribution Distribution I-A 284,847,000.00 ~~284~~281,~~847~~425,~~000~~291.0056 0.00 37,~~421~~312,~~708~~078.4448 0.00 0.00 II-A1 283,038,000.00 ~~283~~273,~~038~~169,~~000~~040.0065 0.00 916,~~868~~142,~~959~~924.3594 0.00 0.00 II-A-2 54,883,000.00 54,883,000.00 0.00 0.00 0.00 0.00 II-A-3 103,061,000.00 103,061,000.00 0.00 0.00 0.00 0.00 II-A-4 17,500,000.00 17,500,000.00 0.00 0.00 0.00 0.00 II-A-5 10,000,000.00 10,000,000.00 0.00 0.00 0.00 0.00 A-IO 0.00 0.00 0.00 0.00 0.00 0.00 M-1 71,014,000.00 71,014,000.00 0.00 0.00 0.00 0.00 M-2 20,633,000.00 20,633,000.00 0.00 0.00 0.00 0.00 M-3 17,753,000.00 17,753,000.00 0.00 0.00 0.00 0.00 M-4 16,793,000.00 16,793,000.00 0.00 0.00 0.00 0.00 M-5 15,834,000.00 15,834,000.00 0.00 0.00 0.00 0.00 M-6 14,874,000.00 14,874,000.00 0.00 0.00 0.00 0.00 M-7 13,435,000.00 13,435,000.00 0.00 0.00 0.00 0.00 M-8 9,116,000.00 9,116,000.00 0.00 0.00 0.00 0.00 M-9 4,798,000.00 4,798,000.00 0.00 0.00 0.00 0.00 M-10 9,596,000.00 9,596,000.00 0.00 0.00 0.00 0.00 X 12,480,317.64 12,~~480~~475,~~317~~520.6443 0.00 0.00 0.00 0.00 R 0.00 0.00 0.00 0.00 0.00 0.00 P 100.00 100.00 0.00 0.00 0.00 0.00 Totals 959,655,417.64 ~~959~~946,~~655~~359,~~417~~952.64 0.00 1323,~~290~~455,~~667~~003.7942 0.00 0.00

Principal Distribution Statement (continued) Class Total Ending Ending Total Principal Certificate Certificate Principal Reduction Balance Percentage Distribution I-A 37,~~421~~312,~~708~~078.4448 ~~281~~274,~~425~~113,~~291~~213.5608 0.~~98798756~~96231736 37,~~421~~312,~~708~~078.4448 II-A1 916,~~868~~142,~~959~~924.3594 ~~273~~257,~~169~~026,~~040~~115.6571 0.~~96513203~~90809755 916,~~868~~142,~~959~~924.3594 II-A-2 0.00 54,883,000.00 1.00000000 0.00 II-A-3 0.00 103,061,000.00 1.00000000 0.00 II-A-4 0.00 17,500,000.00 1.00000000 0.00 II-A-5 0.00 10,000,000.00 1.00000000 0.00 A-IO 0.00 0.00 0.00000000 0.00 M-1 0.00 71,014,000.00 1.00000000 0.00 M-2 0.00 20,633,000.00 1.00000000 0.00 M-3 0.00 17,753,000.00 1.00000000 0.00 M-4 0.00 16,793,000.00 1.00000000 0.00 M-5 0.00 15,834,000.00 1.00000000 0.00 M-6 0.00 14,874,000.00 1.00000000 0.00 M-7 0.00 13,435,000.00 1.00000000 0.00 M-8 0.00 9,116,000.00 1.00000000 0.00 M-9 0.00 4,798,000.00 1.00000000 0.00 M-10 0.00 9,596,000.00 1.00000000 0.00 X 0.00 12,475,520.43 0.99961562 0.00 R 0.00 0.00 0.00000000 0.00 P 0.00 100.00 1.00000000 0.00 Totals 1323,~~290~~455,~~667~~003.7942 ~~946~~922,~~359~~904,~~952~~949.6422 0.~~98614558~~96170452 1323,~~290~~455,~~667~~003.7942

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution I-A 284,847,000.00 ~~1000~~987.~~00000000~~98755669 0.00000000 1225.~~01244331~~67019656 0.00000000 II-A1 283,038,000.00 ~~1000~~965.~~00000000~~13203404 0.00000000 3457.~~86796596~~03447926 0.00000000 II-A-2 54,883,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 II-A-3 103,061,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 II-A-4 17,500,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 II-A-5 10,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A-IO 0.00 0.00000000 0.00000000 0.00000000 0.00000000 M-1 71,014,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-2 20,633,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-3 17,753,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-4 16,793,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-5 15,834,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-6 14,874,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-7 13,435,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-8 9,116,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-9 4,798,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-10 9,596,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 X 12,480,317.64 ~~1000~~999.~~00000000~~61561796 0.00000000 0.00000000 0.00000000 R 0.00 0.00000000 0.00000000 0.00000000 0.00000000 P 100.00 1000.00000000 0.00000000 0.00000000 0.00000000

Principal Distribution Factors Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution I-A 0.00000000 1225.~~01244331~~67019656 ~~987~~962.~~98755669~~31736013 0.~~98798756~~96231736 1225.~~01244331~~67019656 II-A1 0.00000000 3457.~~86796596~~03447926 ~~965~~908.~~13203404~~09755478 0.~~96513203~~90809755 3457.~~86796596~~03447926 II-A-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 II-A-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 II-A-4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 II-A-5 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A-IO 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 M-1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-5 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-6 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-7 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-8 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-9 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-10 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 X 0.00000000 0.00000000 999.61561796 0.99961562 0.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 P 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 NOTE: All classes per $1,000 denomination.

Interest Distribution Statement Class Accrual Accrual Current Beginning Current Payment of Dates Days Certificate Certificate/ Accrued Unpaid Interest Rate Notional Interest Shortfall (1) Balance I-A 0405/2825/06 - 0506/2425/06 2732 5.~~17000~~25125% ~~284~~281,~~847~~425,~~000~~291.0056 1,~~104~~313,~~494~~630.2472 0.00 II-A1 0405/2825/06 - 0506/2425/06 2732 5.~~06000~~14125% ~~283~~273,~~038~~169,~~000~~040.0065 1,~~074~~248,~~129~~382.2152 0.00 II-A-2 0405/2825/06 - 0506/2425/06 2732 5.~~11000~~19125% 54,883,000.00 ~~210~~253,~~339~~254.1055 0.00 II-A-3 0405/2825/06 - 0506/2425/06 2732 5.~~16000~~24125% 103,061,000.00 ~~398~~480,~~846~~149.0775 0.00 II-A-4 0405/2825/06 - 0506/2425/06 2732 5.~~25000~~33125% 17,500,000.00 6882,~~906~~930.2556 0.00 II-A-5 N/A N/A 0.00000% 10,000,000.00 0.00 0.00 A-IO 0405/01/06 - 0405/30/06 30 1.50000% 244,017,027.78 305,021.28 0.00 M-1 0405/2825/06 - 0506/2425/06 2732 5.~~31000~~39125% 71,014,000.00 ~~282~~340,~~813~~314.2687 0.00 M-2 0405/2825/06 - 0506/2425/06 2732 5.~~36000~~44125% 20,633,000.00 8299,~~944~~794.6694 0.00 M-3 0405/2825/06 - 0506/2425/06 2732 5.~~41000~~49125% 17,753,000.00 7286,~~032~~654.8037 0.00 M-4 0405/2825/06 - 0506/2425/06 2732 5.~~45000~~53125% 16,793,000.00 6882,~~641~~565.3958 0.00 M-5 0405/2825/06 - 0506/2425/06 2732 5.~~52000~~60125% 15,834,000.00 6578,~~552~~835.7673 0.00 M-6 0405/2825/06 - 0506/2425/06 2732 6.~~00000~~08125% 14,874,000.00 6680,~~933~~402.0023 0.00 M-7 0405/2825/06 - 0506/2425/06 2732 6.~~15000~~23125% 13,435,000.00 6174,~~968~~414.9497 0.00 M-8 0405/2825/06 - 0506/2425/06 2732 67.~~95000~~03125% 9,116,000.00 4756,~~517~~975.1500 01,038.0036 M-9 0405/2825/06 - 0506/2425/06 2732 7.~~50000~~58125% 4,798,000.00 2632,~~988~~333.7519 02,892.0020 M-10 0405/2825/06 - 0506/2425/06 2732 7.~~50000~~58125% 9,596,000.00 5364,~~977~~666.5038 05,784.0041 X N/A N/A 0.00000% 12,~~480~~475,~~317~~520.6443 0.00 0.00 R N/A N/A 0.00000% 0.00 0.00 0.00 P N/A N/A 0.00000% 100.00 0.00 0.00 Totals 34,~~991~~680,~~106~~326.3664 09,714.0097

Interest Distribution Statement (continued) Class Current Non-Supported Total Remaining Ending Interest Interest Interest Unpaid Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance I-A 0.00 0.00 1,~~104~~313,~~494~~630.2472 0.00 ~~281~~274,~~425~~113,~~291~~213.5608 II-A1 0.00 0.00 1,~~074~~248,~~129~~382.2152 0.00 ~~273~~257,~~169~~026,~~040~~115.6571 II-A-2 0.00 0.00 ~~210~~253,~~339~~254.1055 0.00 54,883,000.00 II-A-3 0.00 0.00 ~~398~~480,~~846~~149.0775 0.00 103,061,000.00 II-A-4 0.00 0.00 6882,~~906~~930.2556 0.00 17,500,000.00 II-A-5 0.00 0.00 0.00 0.00 10,000,000.00 A-IO 0.00 0.00 305,021.28 0.00 244,017,027.78 M-1 0.00 0.00 ~~282~~340,~~813~~314.2687 0.00 71,014,000.00 M-2 0.00 0.00 8299,~~944~~794.6694 0.00 20,633,000.00 M-3 0.00 0.00 7286,~~032~~654.8037 0.00 17,753,000.00 M-4 0.00 0.00 6882,~~641~~565.3958 0.00 16,793,000.00 M-5 0.00 0.00 6578,~~552~~835.7673 0.00 15,834,000.00 M-6 0.00 0.00 6680,~~933~~402.0023 0.00 14,874,000.00 M-7 0.00 0.00 6174,~~968~~414.9497 0.00 13,435,000.00 M-8 01,038.0036 0.00 4756,~~517~~975.1500 0.00 9,116,000.00 M-9 02,892.0020 0.00 2632,~~988~~333.7519 0.00 4,798,000.00 M-10 05,784.0041 0.00 5364,~~977~~666.5038 0.00 9,596,000.00 X 0.00 0.00 21,~~210~~525,~~812~~928.7524 0.00 12,475,520.43 R 0.00 0.00 0.00 0.00 0.00 P 0.00 0.00 ~~170~~339,~~113~~604.0348 0.00 100.00 Totals 09,714.0097 0.00 6,~~372~~545,~~032~~859.1436 0.00 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls,if applicable.

Interest Distribution Factors Statement Class Original Current Beginning Current Payment of Face Certificate Certificate/ Accrued Unpaid Interest Amount Rate Notional Interest Shortfall (1) Balance I-A 284,847,000.00 5.~~17000~~25125% ~~1000~~987.~~00000000~~98755669 34.~~87749999~~61170635 0.00000000 II-A1 283,038,000.00 5.~~06000~~14125% ~~1000~~965.~~00000000~~13203404 34.~~79500000~~41065341 0.00000000 II-A-2 54,883,000.00 5.~~11000~~19125% 1000.00000000 34.~~83250005~~61444436 0.00000000 II-A-3 103,061,000.00 5.~~16000~~24125% 1000.00000000 34.~~87000000~~65888891 0.00000000 II-A-4 17,500,000.00 5.~~25000~~33125% 1000.00000000 34.~~93750000~~73888914 0.00000000 II-A-5 10,000,000.00 0.00000% 1000.00000000 0.00000000 0.00000000 A-IO 0.00 1.50000% 1000.00000000 1.24999998 0.00000000 M-1 71,014,000.00 5.~~31000~~39125% 1000.00000000 34.~~98250007~~79222224 0.00000000 M-2 20,633,000.00 5.~~36000~~44125% 1000.00000000 4.~~02000000~~83666651 0.00000000 M-3 17,753,000.00 5.~~41000~~49125% 1000.00000000 4.~~05750014~~88111136 0.00000000 M-4 16,793,000.00 5.~~45000~~53125% 1000.00000000 4.~~08750015~~91666647 0.00000000 M-5 15,834,000.00 5.~~52000~~60125% 1000.00000000 4.~~14000000~~97888910 0.00000000 M-6 14,874,000.00 6.~~00000~~08125% 1000.00000000 45.~~50000000~~40555533 0.00000000 M-7 13,435,000.00 6.~~15000~~23125% 1000.00000000 45.~~61250019~~53888872 0.00000000 M-8 9,116,000.00 67.~~95000~~03125% 1000.00000000 56.~~21250000~~25000000 0.~~00000000~~11390522 M-9 4,798,000.00 7.~~50000~~58125% 1000.00000000 56.~~62500000~~73888912 0.~~00000000~~60279283 M-10 9,596,000.00 7.~~50000~~58125% 1000.00000000 56.~~62500000~~73888912 0.~~00000000~~60279387 X 12,480,317.64 0.00000% ~~1000~~999.~~00000000~~61561796 0.00000000 0.00000000 R 0.00 0.00000% 0.00000000 0.00000000 0.00000000 P 100.00 0.00000% 1000.00000000 0.00000000 0.00000000

Interest Distribution Factors Statement (continued) Class Current Non-Supported Total Remaining Unpaid Ending Interest Interest Interest Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance I-A 0.00000000 0.00000000 34.~~87749999~~61170635 0.00000000 ~~987~~962.~~98755669~~31736013 II-A1 0.00000000 0.00000000 34.~~79500000~~41065341 0.00000000 ~~965~~908.~~13203404~~09755478 II-A-2 0.00000000 0.00000000 34.~~83250005~~61444436 0.00000000 1000.00000000 II-A-3 0.00000000 0.00000000 34.~~87000000~~65888891 0.00000000 1000.00000000 II-A-4 0.00000000 0.00000000 34.~~93750000~~73888914 0.00000000 1000.00000000 II-A-5 0.00000000 0.00000000 0.00000000 0.00000000 1000.00000000 A-IO 0.00000000 0.00000000 1.24999998 0.00000000 1000.00000000 M-1 0.00000000 0.00000000 34.~~98250007~~79222224 0.00000000 1000.00000000 M-2 0.00000000 0.00000000 4.~~02000000~~83666651 0.00000000 1000.00000000 M-3 0.00000000 0.00000000 4.~~05750014~~88111136 0.00000000 1000.00000000 M-4 0.00000000 0.00000000 4.~~08750015~~91666647 0.00000000 1000.00000000 M-5 0.00000000 0.00000000 4.~~14000000~~97888910 0.00000000 1000.00000000 M-6 0.00000000 0.00000000 45.~~50000000~~40555533 0.00000000 1000.00000000 M-7 0.00000000 0.00000000 45.~~61250019~~53888872 0.00000000 1000.00000000 M-8 0.~~00000000~~11390522 0.00000000 56.~~21250000~~25000000 0.00000000 1000.00000000 M-9 0.~~00000000~~60279283 0.00000000 56.~~62500000~~73888912 0.00000000 1000.00000000 M-10 0.~~00000000~~60279387 0.00000000 56.~~62500000~~73888912 0.00000000 1000.00000000 X 0.00000000 0.00000000 ~~177~~122.~~14394888~~26677910 0.00000000 999.61561796 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 P 0.00000000 0.00000000 ~~1701130~~3396044.~~30000000~~80000000 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 1929,~~733~~237,~~652~~311.3112 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0.00 Servicer Advances 2569,~~846~~709.9998 Gains & Subsequent Recoveries (Realized Losses) 0.00 Prepayment Penalties ~~170~~339,~~113~~604.0348 Swap/Cap Payments 094,770.0034 Total Deposits 1930,~~906~~241,~~612~~395.3392 Withdrawals Swap Payments 0.00 Reserve Funds and Credit Enhancements 0.00 Total Administration Fees ~~243~~240,~~912~~533.4114 Payment of Interest and Principal 1930,~~662~~000,~~699~~862.9278 Total Withdrawals (Pool Distribution Amount) 1930,~~906~~241,~~612~~395.3392 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

ADMINISTRATION FEES Gross Servicing Fee* ~~239~~236,~~913~~589.8598 Master Servicing Fee - Wells Fargo Bank, N.A. 3,~~998~~943.5616 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~243~~240,~~912~~533.4114 *Servicer Payees include: OPTION ONE

Reserve and Guaranty Funds Account Name Beginning Current Current Ending Balance Withdrawals Deposits Balance Cap Account 500.00 0.00 0.00 500.00 Excess Reserve Fund Account 1,000.00 09,714.0097 09,714.0097 1,000.00 Supplemental Interest Trust Account 0.00 094,770.0034 094,770.0034 0.00 Swap Account 500.00 094,770.0034 094,770.0034 500.00 Hedge Funds Account Name Funds In (A) Funds Out(B) Net Amount(A - B) Cap Agreement- Bear Stearns 0.00 0.00 0.00 Swap Agreement - Bear Stearns 04,280,460.0036 04,185,690.0002 094,770.0034

COLLATERAL STATEMENT Collateral Description Mixed ARM Weighted Average Gross Coupon 8.~~054184~~054391% Weighted Average Net Coupon 7.~~754184~~754139% Weighted Average Pass-Through Rate 7.~~749184~~749138% Weighted Average Remaining Term ~~355~~354 Beginning Scheduled Collateral Loan Count 4,~~892~~843 Number Of Loans Paid In Full 49110 Ending Scheduled Collateral Loan Count 4,~~843~~733 Beginning Scheduled Collateral Balance ~~959~~946,~~655~~359,~~417~~952.64 Ending Scheduled Collateral Balance ~~946~~922,~~359~~904,~~952~~949.6422 Ending Actual Collateral Balance at 3031-~~Apr~~May-2006 ~~946~~923,~~464~~343,~~647~~387.1163 Monthly P&I Constant 6,~~892~~800,~~473~~672.8451 Special Servicing Fee 0.00 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount ~~170~~339,~~113~~604.0348 Prepayment Penalty Paid Count 2557 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Scheduled Principal ~~451~~448,~~439~~910.4925 Unscheduled Principal 1223,~~844~~006,~~025~~093.5117 Extra Principal Distribution Amount 0.00 Excess Cash Amount 21,~~210~~535,~~812~~643.7521

Group Level Collateral Statement Group Group I Group II Collateral Description Mixed ARM Mixed ARM Weighted Average Coupon Rate 7.~~828165~~825584 8.~~191609~~194111 Weighted Average Net Rate 7.~~528165~~525584 7.~~891609~~894111 Pass-Through Rate 7.~~523165~~520584 7.~~886609~~889111 Weighted Average Remaining Term 353 354 ~~355~~ Record Date 0405/3031/2006 0405/3031/2006 Principal And Interest Constant 2,~~572~~548,~~137~~703.4614 4,~~320~~251,~~336~~969.3837 Beginning Loan Count 2,~~096~~079 2,~~796~~764 Loans Paid in Full 1747 3263 Ending Loan Count 2,~~079~~032 2,~~764~~701 Beginning Scheduled Balance ~~362~~359,~~863~~440,~~567~~624.8940 ~~596~~586,~~791~~919,~~849~~328.7524 Ending Scheduled Balance ~~359~~352,~~440~~128,~~624~~545.4092 ~~586~~570,~~919~~776,~~328~~403.2430 Scheduled Principal ~~205~~204,~~007~~675.5286 ~~246~~244,~~431~~234.9739 Unscheduled Principal 37,~~217~~107,~~935~~402.9762 915,~~626~~898,~~089~~690.5455 Scheduled Interest 2,~~367~~344,~~129~~027.9428 4,~~073~~007,~~904~~734.4198 Servicing Fees 9089,~~715~~860.8915 ~~149~~146,~~197~~729.9683 Master Servicing Fees 1,~~511~~497.9367 2,~~486~~445.6349 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 0.00 0.00 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest 2,~~274~~252,~~902~~669.1246 3,~~922~~858,~~219~~559.8266 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 2099,~~946~~379.0032 ~~149~~240,~~167~~225.0316 Prepayment Penalty Paid Count 625 1932 Special Servicing Fee 0.00 0.00

Group Level Collateral Statement Group Total Collateral Description Mixed ARM Weighted Average Coupon Rate 8.~~054184~~054391 Weighted Average Net Rate 7.~~754184~~754139 Pass-Through Rate 7.~~749184~~749138 Weighted Average Remaining Term ~~355~~354 Record Date 0405/3031/2006 Principal And Interest Constant 6,~~892~~800,~~473~~672.8451 Beginning Loan Count 4,~~892~~843 Loans Paid in Full 49110 Ending Loan Count 4,~~843~~733 Beginning Scheduled Balance ~~959~~946,~~655~~359,~~417~~952.64 Ending Scheduled Balance ~~946~~922,~~359~~904,~~952~~949.6422 Scheduled Principal ~~451~~448,~~439~~910.4925 Unscheduled Principal 1223,~~844~~006,~~025~~093.5117 Scheduled Interest 6,~~441~~351,~~034~~762.3526 Servicing Fees ~~239~~236,~~913~~589.8598 Master Servicing Fees 3,~~998~~943.5616 Trustee Fee 0.00 FRY Amount 0.00 Special Hazard Fee 0.00 Other Fee 0.00 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 6,~~197~~111,~~121~~229.9412 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Percentage of Cumulative Losses 0.0000 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount ~~170~~339,~~113~~604.0348 Prepayment Penalty Paid Count 2557 Special Servicing Fee 0.00

Additional Reporting - Deal Level Informational Reporting Credit Enhancement Percentage 2122.~~801601~~355674% Senior Enhancement Percentage 43.000000% Cumulative Loss Percentage 0.000000% Structural Reporting Net Monthly Excess Cash Flow 21,~~210~~535,~~812~~643.7521 Overcollateralization Amount 12,475,520.43 Overcollateralization Deficiency 0.00 Overcollateralization Reduction Amount ~~4,797~~0.2100 Excess Overcollateralization Amount ~~4,797~~0.2100 Overcollateralization Target Amount 12,475,520.43 Trigger Event Reporting Delinquency Test Trigger Result Pass Threshold Value 8.~~110196~~316311% Calculated Value 0.~~000000~~690532% Cumulative Loss Test Trigger Result Pass Threshold Value 1.350000% Calculated Value 0.000000% Trigger Event Trigger Result Pass

LOAN STATUS STRATIFICATION/CREDIT ENHANCEMENT STATEMENT DELINQUENT BANKRUPTCY FORECLOSURE REO Total No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 02 0 0 02 0484,516.0043 0.00 0.00 0484,516.0043 30 Days 099 0 0 0 099 017,724,361.0083 0.00 0.00 0.00 017,724,361.0083 60 Days 027 0 016 0 043 05,781,073.0085 0.00 02,778,974.0012 0.00 08,560,047.0097 90 Days 012 0 012 0 024 01,512,870.0040 0.00 02,506,164.0041 0.00 04,019,034.0081 120 Days 01 0 01 0 02 0118,647.0018 0.00 073,421.0060 0.00 0192,068.0078 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 0139 02 029 0 0170 025,136,953.0026 0484,516.0043 05,358,560.0013 0.00 030,980,029.0082 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.~~000000~~042256% 0.000000% 0.000000% 0.~~000000~~042256% 0.~~000000~~052474% 0.000000% 0.000000% 0.~~000000~~052474% 30 Days 02.~~000000~~091697% 0.000000% 0.000000% 0.000000% 02.~~000000~~091697% 01.~~000000~~919585% 0.000000% 0.000000% 0.000000% 01.~~000000~~919585% 60 Days 0.~~000000~~570463% 0.000000% 0.~~000000~~338052% 0.000000% 0.~~000000~~908515% 0.~~000000~~626102% 0.000000% 0.~~000000~~300969% 0.000000% 0.~~000000~~927071% 90 Days 0.~~000000~~253539% 0.000000% 0.~~000000~~253539% 0.000000% 0.~~000000~~507078% 0.~~000000~~163847% 0.000000% 0.~~000000~~271423% 0.000000% 0.~~000000~~435270% 120 Days 0.~~000000~~021128% 0.000000% 0.~~000000~~021128% 0.000000% 0.~~000000~~042256% 0.~~000000~~012850% 0.000000% 0.~~000000~~007952% 0.000000% 0.~~000000~~020801% 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 02.~~000000~~936827% 0.~~000000~~042256% 0.~~000000~~612719% 0.000000% 03.~~000000~~591802% 02.~~000000~~722384% 0.~~000000~~052474% 0.~~000000~~580343% 0.000000% 03.~~000000~~355201%

Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 2569,~~846~~709.9998

Delinquency Status By Groups DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group I No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 042 0 0 0 042 06,893,898.0060 0.00 0.00 0.00 06,893,898.0060 60 Days 03 0 04 0 07 0329,581.0069 0.00 0780,986.0079 0.00 01,110,568.0048 90 Days 05 0 04 0 09 0623,335.0008 0.00 01,049,699.0035 0.00 01,673,034.0043 120 Days 0 0 01 0 01 0.00 0.00 073,421.0060 0.00 073,421.0060 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 050 0 09 0 059 07,846,815.0037 0.00 01,904,107.0074 0.00 09,750,923.0011 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 02.~~000000~~066929% 0.000000% 0.000000% 0.000000% 02.~~000000~~066929% 01.~~000000~~956702% 0.000000% 0.000000% 0.000000% 01.~~000000~~956702% 60 Days 0.~~000000~~147638% 0.000000% 0.~~000000~~196850% 0.000000% 0.~~000000~~344488% 0.~~000000~~093545% 0.000000% 0.~~000000~~221668% 0.000000% 0.~~000000~~315214% 90 Days 0.~~000000~~246063% 0.000000% 0.~~000000~~196850% 0.000000% 0.~~000000~~442913% 0.~~000000~~176922% 0.000000% 0.~~000000~~297937% 0.000000% 0.~~000000~~474859% 120 Days 0.000000% 0.000000% 0.~~000000~~049213% 0.000000% 0.~~000000~~049213% 0.000000% 0.000000% 0.~~000000~~020839% 0.000000% 0.~~000000~~020839% 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 02.~~000000~~460630% 0.000000% 0.~~000000~~442913% 0.000000% 02.~~000000~~903543% 02.~~000000~~227169% 0.000000% 0.~~000000~~540445% 0.000000% 02.~~000000~~767614% 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 02 0 0 02 0484,516.0043 0.00 0.00 0484,516.0043 30 Days 057 0 0 0 057 010,830,463.0023 0.00 0.00 0.00 010,830,463.0023 60 Days 024 0 012 0 036 05,451,492.0016 0.00 01,997,987.0033 0.00 07,449,479.0049 90 Days 07 0 08 0 015 0889,535.0032 0.00 01,456,465.0006 0.00 02,346,000.0038 120 Days 01 0 0 0 01 0118,647.0018 0.00 0.00 0.00 0118,647.0018 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 089 02 020 0 0111 017,290,137.0089 0484,516.0043 03,454,452.0039 0.00 021,229,106.0071 0-29 Days 0.~~000000~~074047% 0.000000% 0.000000% 0.~~000000~~074047% 0.~~000000~~084851% 0.000000% 0.000000% 0.~~000000~~084851% 30 Days 02.~~000000~~110330% 0.000000% 0.000000% 0.000000% 02.~~000000~~110330% 01.~~000000~~896684% 0.000000% 0.000000% 0.000000% 01.~~000000~~896684% 60 Days 0.~~000000~~888560% 0.000000% 0.~~000000~~444280% 0.000000% 01.~~000000~~332840% 0.~~000000~~954692% 0.000000% 0.~~000000~~349897% 0.000000% 01.~~000000~~304589% 90 Days 0.~~000000~~259163% 0.000000% 0.~~000000~~296187% 0.000000% 0.~~000000~~555350% 0.~~000000~~155780% 0.000000% 0.~~000000~~255063% 0.000000% 0.~~000000~~410843% 120 Days 0.~~000000~~037023% 0.000000% 0.000000% 0.000000% 0.~~000000~~037023% 0.~~000000~~020778% 0.000000% 0.000000% 0.000000% 0.~~000000~~020778% 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 03.~~000000~~295076% 0.~~000000~~074047% 0.~~000000~~740466% 0.000000% 04.~~000000~~109589% 03.~~000000~~027934% 0.~~000000~~084851% 0.~~000000~~604961% 0.000000% 03.~~000000~~717746%

REO Detail - All Mortgage Loans in REO during Current Period

Summary 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 ~~Jun~~Jul-05 0.000% Original Principal Balance 0.00 ~~Jul~~Aug-05 0.000% Current Actual Balance 0.00 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current REO Total ~~Oct~~Nov-05 0.000% Loans in REO 0 ~~Nov~~Dec-05 0.000% Original Principal Balance 0.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.000% ~~May~~Jun-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group I 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 ~~Jun~~Jul-05 0.000% Original Principal Balance 0.00 ~~Jul~~Aug-05 0.000% Current Actual Balance 0.00 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current REO Total ~~Oct~~Nov-05 0.000% Loans in REO 0 ~~Nov~~Dec-05 0.000% Original Principal Balance 0.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.000% ~~May~~Jun-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group II 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 ~~Jun~~Jul-05 0.000% Original Principal Balance 0.00 ~~Jul~~Aug-05 0.000% Current Actual Balance 0.00 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current REO Total ~~Oct~~Nov-05 0.000% Loans in REO 0 ~~Nov~~Dec-05 0.000% Original Principal Balance 0.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.000% ~~May~~Jun-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

Summary 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 029 ~~Jun~~Jul-05 0.000% Original Principal Balance 05,363,200.00 ~~Jul~~Aug-05 0.000% Current Actual Balance 05,358,560.0013 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Foreclosure Total ~~Oct~~Nov-05 0.000% Loans in Foreclosure 029 ~~Nov~~Dec-05 0.000% Original Principal Balance 05,363,200.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance 05,358,560.0013 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.000% ~~May~~Jun-06 0.~~000~~580% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group I 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 01 ~~Jun~~Jul-05 0.000% Original Principal Balance 0220,000.00 ~~Jul~~Aug-05 0.000% Current Actual Balance 0219,635.0053 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Foreclosure Total ~~Oct~~Nov-05 0.000% Loans in Foreclosure 01 ~~Nov~~Dec-05 0.000% Original Principal Balance 0220,000.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance 0219,635.0053 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.000% ~~May~~Jun-06 0.~~000~~540% *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 02 ~~Jun~~Jul-05 0.000% Original Principal Balance 0239,800.00 ~~Jul~~Aug-05 0.000% Current Actual Balance 0239,528.0045 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Foreclosure Total ~~Oct~~Nov-05 0.000% Loans in Foreclosure 02 ~~Nov~~Dec-05 0.000% Original Principal Balance 0239,800.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance 0239,528.0045 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.000% ~~May~~Jun-06 0.~~000~~605% *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 NoGroup ~~Foreclosure~~I ~~Loans~~0081060331 ~~this~~Jun-2006 ~~Period~~01-Feb-2006 DC 75.00 317,250.00 Group I 0271025773 Jun-2006 01-Feb-2006 MA 68.57 192,000.00 Group I 0331042652 Jun-2006 01-Jan-2006 NY 85.00 193,800.00 Group I 0331042669 Jun-2006 01-Jan-2006 NY 90.00 310,500.00 Group I 0521026196 Jun-2006 01-Jul-2005 IN 100.00 74,500.00 Group I 0581005022 Jun-2006 01-Jan-2006 AZ 75.00 198,750.00 Group I 0661012197 Jun-2006 01-Jan-2006 CA 55.70 220,000.00 Group I 0661012656 Jun-2006 01-Feb-2006 CA 95.00 327,750.00 Group I 0791005616 Jun-2006 01-Feb-2006 MO 80.00 72,000.00 Group II 0051061315 Jun-2006 01-Jan-2006 GA 90.00 121,500.00 Group II 0051061416 Jun-2006 01-Jan-2006 GA 90.00 117,000.00 Group II 0051061849 Jun-2006 01-Jan-2006 GA 90.00 247,500.00 Group II 0051062002 Jun-2006 01-Jan-2006 GA 80.00 168,800.00 Group II 0121044656 Jun-2006 01-Jan-2006 IL 70.00 259,000.00 Group II 0121045026 Jun-2006 01-Feb-2006 WI 80.00 89,600.00 Group II 0131037012 Jun-2006 01-Jan-2006 OH 95.00 137,750.00 Group II 0131037044 Jun-2006 01-Feb-2006 IN 90.00 135,000.00 Group II 0211037451 Jun-2006 01-Dec-2005 VA 80.00 82,400.00 Group II 0211038410 Jun-2006 01-Jan-2006 MD 70.00 67,900.00 Group II 0211038528 Jun-2006 01-Jan-2006 GA 80.00 100,000.00 Group II 0361029013 Jun-2006 01-Feb-2006 OH 90.00 382,500.00 Group II 0381025875 Jun-2006 01-Jan-2006 RI 80.00 229,600.00 Group II 0511042137 Jun-2006 01-Feb-2006 AZ 79.79 154,000.00 Group II 0561004910 Jun-2006 01-Feb-2006 FL 63.64 420,000.00 Group II 0611020462 Jun-2006 01-Jan-2006 NY 90.00 370,800.00 Group II 0681008318 Jun-2006 01-Oct-2005 NH 75.00 100,500.00 Group II 0841007204 Jun-2006 01-Aug-2005 MI 80.00 104,800.00 Group II 0841009737 Jun-2006 01-Feb-2006 MI 80.00 52,000.00 Group II 0841010582 Jun-2006 01-Feb-2006 MI 80.00 116,000.00

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 NoGroup ~~Foreclosure~~I ~~Loans~~0081060331 ~~this~~317,061.45 ~~Period~~01-Feb-2006 2 8.600% 4,379.43 Group I 0271025773 192,000.00 01-Jan-2006 3 7.650% 2,349.37 Group I 0331042652 193,480.75 01-Feb-2006 2 6.990% 2,152.80 Group I 0331042669 310,313.82 01-Jan-2006 3 8.550% 4,257.70 Group I 0521026196 73,421.60 01-Dec-2005 4 8.850% 1,043.01 Group I 0581005022 198,487.76 01-Feb-2006 2 8.100% 2,576.01 Group I 0661012197 219,635.53 01-Jan-2006 3 7.800% 2,738.56 Group I 0661012656 327,750.00 01-Jan-2006 3 7.700% 4,037.80 Group I 0791005616 71,956.83 01-Feb-2006 2 8.550% 987.90 Group II 0051061315 121,390.91 01-Feb-2006 2 9.950% 1,950.13 Group II 0051061416 116,894.94 01-Feb-2006 2 9.950% 1,877.91 Group II 0051061849 247,217.11 01-Feb-2006 2 8.800% 3,497.15 Group II 0051062002 168,753.07 01-Jan-2006 3 8.150% 2,205.71 Group II 0121044656 258,727.60 01-Feb-2006 2 9.200% 3,832.66 Group II 0121045026 89,600.00 01-Jan-2006 3 9.200% 1,326.62 Group II 0131037012 137,649.14 01-Feb-2006 2 10.900% 2,429.53 Group II 0131037044 135,000.00 01-Jan-2006 3 10.000% 2,179.08 Group II 0211037451 82,206.94 01-Feb-2006 2 8.150% 1,073.74 Group II 0211038410 67,865.53 01-Jan-2006 3 9.350% 1,021.79 Group II 0211038528 100,000.00 01-Jan-2006 3 8.350% 1,341.66 Group II 0361029013 382,344.69 01-Feb-2006 2 10.400% 6,429.50 Group II 0381025875 229,326.52 01-Feb-2006 2 8.600% 3,167.54 Group II 0511042137 153,969.92 01-Feb-2006 2 9.300% 2,308.41 Group II 0561004910 420,000.00 01-Jan-2006 3 8.990% 6,071.22 Group II 0611020462 370,718.01 01-Jan-2006 3 8.890% 5,303.27 Group II 0681008318 100,325.27 01-Feb-2006 2 11.200% 1,820.94 Group II 0841007204 104,528.45 01-Jan-2006 3 6.600% 1,095.83 Group II 0841009737 51,979.99 01-Feb-2006 2 10.650% 895.78 Group II 0841010582 115,954.30 01-Feb-2006 2 10.540% 1,976.97

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

Summary 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 02 ~~Jun~~Jul-05 0.000% Original Principal Balance 0484,800.00 ~~Jul~~Aug-05 0.000% Current Actual Balance 0484,516.0043 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Bankruptcy Total ~~Oct~~Nov-05 0.000% Loans in Bankruptcy 02 ~~Nov~~Dec-05 0.000% Original Principal Balance 0484,800.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance 0484,516.0043 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.000% ~~May~~Jun-06 0.~~000~~052% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group I 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 ~~Jun~~Jul-05 0.000% Original Principal Balance 0.00 ~~Jul~~Aug-05 0.000% Current Actual Balance 0.00 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Bankruptcy Total ~~Oct~~Nov-05 0.000% Loans in Bankruptcy 0 ~~Nov~~Dec-05 0.000% Original Principal Balance 0.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.000% ~~May~~Jun-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group II 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 01 ~~Jun~~Jul-05 0.000% Original Principal Balance 0380,000.00 ~~Jul~~Aug-05 0.000% Current Actual Balance 0379,963.0023 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Bankruptcy Total ~~Oct~~Nov-05 0.000% Loans in Bankruptcy 01 ~~Nov~~Dec-05 0.000% Original Principal Balance 0380,000.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance 0379,963.0023 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.000% ~~May~~Jun-06 0.~~000~~085% *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 NoGroup ~~Bankruptcy~~II ~~Loans~~0511040612 ~~this~~Jun-2006 ~~Period~~01-Dec-2005 CA 95.00 380,000.00 Group II 0841010236 Jun-2006 01-Jan-2006 MI 80.00 104,800.00

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 NoGroup ~~Bankruptcy~~II ~~Loans~~0511040612 ~~this~~379,963.23 ~~Period~~01-Jun-2006 (1) 8.750% 2,675.58 Group II 0841010236 104,553.20 01-Apr-2006 0 8.800% 1,480.73

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 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~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 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group I MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~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 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~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 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group II MDR 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 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~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 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Monthly Default Rate (MDR): sum(Beg Scheduled Balance of Liquidated Loans)/ sum(Beg Scheduled Balance). Conditional Default Rate (CDR): 1-((1-MDR)^12) SDA Standard Default Assumption: If WAS is less than or equal to 30 then CDR /(WAS * 0.02) else if WAS is greater than 30 and less than or equal to 60 then CDR / 0.6 else if WAS is greater than 60 and less than or equal to 120 then CDR / (0.6 - ((WAS - 60) * 0.0095)) else if WAS is greater than 120 then CDR / 0.03 Loss Severity Approximation for current period: sum(Realized Loss Amount)/sum(Beg Scheduled Balance of Liquidated Loans)

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 I 1747 37,~~211~~129,~~219~~304.00 37,~~203~~108,~~583~~573.5787 0 0.00 0.00 Group II 3263 915,~~624~~929,~~416~~289.00 915,~~607~~893,~~707~~792.2074 0 0.00 0.00 Total 49110 1223,~~835~~058,~~635~~593.00 1223,~~811~~002,~~290~~366.7761 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 I 0 0.00 0.00 0 0.00 0.00 162,~~092~~725.6688 Group II 0 0.00 0.00 0 0.00 0.00 2210,~~123~~430.3699 Total 0 0.00 0.00 0 0.00 0.00 3813,~~216~~156.0287

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount Group I ~~0141052000~~0041074402 IL 65.00 01-Feb-2006 195,000.00 194,418.98 Group I 0041074583 IL 100.00 01-Feb-2006 48,400.00 48,326.98 Group I 0051062151 GA 49.81 01-Feb-2006 99,257.00 98,977.56 Group I 0081060272 VA 90.00 01-Jan-2006 181,800.00 181,205.33 Group I 0081060507 VA 83.33 01-Jan-2006 100,000.00 99,662.58 Group I 0081060674 MD 85.00 01-Feb-2006 177,650.00 177,123.86 Group I 0141052303 NY 75.56 01-Jan-2006 92,000.00 91,805.02 Group I 0161045628 MA 81.43 01-Jan-2006 285,000.00 283,591.57 Group I 0161046084 MA 100.00 01-Dec-2005 ~~100~~36,000.00 9935,~~751~~900.0443 Group I ~~0211038369~~0161046693 TNMA 90.00 01-Jan-2006 270,000.00 269,548.09 Group I 0161046804 MA 80.00 01-Jan-2006 ~~119~~231,920.00 ~~119~~230,~~499~~644.5690 Group I ~~0231075044~~0161046984 MA 8469.8671 01-~~Dec~~Jan-~~2005~~2006 ~~180~~200,000.00 ~~179~~199,~~556~~332.5909 Group I ~~0231075845~~0271025571 NJNY 3176.2551 01-Jan-2006 ~~150~~76,000.00 ~~149~~75,~~458~~836.77 Group I 0271025984 CT 79.27 01-Feb-2006 39,637.00 39,589.64 Group I ~~0271025776~~0281018264 CANJ 8580.00 01-Jan-2006 50208,~~999~~000.00 50207,~~897~~711.3989 Group I ~~0331042245~~0291002565 FL 83.53 01-Jan-2006 142,000.00 141,439.63 Group I 0291003132 FL 90.00 01-Jan-2006 112,500.00 112,044.08 Group I 0291003222 FL 73.81 01-Feb-2006 31,500.00 31,446.44 Group I 0301003777 WA 80.00 01-Feb-2006 272,000.00 271,627.33 Group I 0331040775 NY 7046.15 01-Sep-2005 150,000.00 146,816.02 Group I 0331041439 NY 69.34 01-~~Dec~~Nov-2005 ~~110~~50,~~500~~000.00 ~~110~~49,~~241~~884.9603 Group I ~~0331042870~~0331042832 NJNY 2658.6733 01-Jan-2006 ~~400~~174,~~000~~990.00 ~~398~~174,~~451~~251.7083 Group I ~~0331042986~~0361028813 NJMI 6090.00 01-Jan-2006 ~~360~~126,000.00 ~~358~~125,~~391~~559.9349 Group I ~~0351032173~~0381025490 TXMA 80.00 01-Jan-2006 ~~172~~196,000.00 ~~171~~195,~~444~~296.0167 Group I ~~0381025730~~0381025916 CTMA ~~100~~46.0051 01-Jan-2006 ~~181~~200,000.00 ~~180~~199,~~359~~093.4635 Group I ~~0521031972~~0381026120 ILVA 6585.00 01-Feb-2006 ~~169~~140,250.00 140,034.40 Group I 0381026182 RI 59.74 01-Feb-2006 50,000.00 ~~168~~49,~~534~~918.20 Group I 0401005471 CA 61.93 01-Jan-2006 20,600.00 20,545.90 Group I 0401005707 NY 67.27 01-Jan-2006 25,000.00 24,947.56 Group I ~~0581005205~~0401005782 NJ 74.50 01-Feb-2006 203,000.00 202,733.73 Group I 0511041427 CA 52.21 01-Jan-2006 100,000.00 99,783.47 Group I 0521032540 IL 80.00 01-Feb-2006 ~~112~~276,000.00 ~~111~~275,~~805~~581.6177 Group I ~~0651014670~~0581004363 CTCA 8043.17 01-Dec-2005 300,000.00 297,733.73 Group I 0581005164 CA 57.74 01-Jan-2006 ~~140~~337,800.00 ~~140~~336,~~353~~348.9904 Group I ~~0661009311~~0621013115 FL 100.00 01-Jan-2006 117,600.00 117,370.26 Group I 0631010273 CA 6564.4229 01-Nov-2005 ~~157~~225,000.00 ~~156~~224,~~270~~881.0213 Group I ~~0671009319~~0631010957 CA 85.00 01-Jan-2006 310,250.00 310,154.60 Group I 0651015174 DE 80.00 01-Jan-2006 ~~120~~123,~~000~~200.00 ~~119~~122,~~822~~982.9203 Group I ~~0681009797~~0661012490 MACA 5580.8600 01-Feb-2006 ~~310~~225,600.00 225,304.05 Group I 0701002208 CA 35.79 01-Jan-2006 102,000.00 ~~309~~101,~~998~~569.72 Group I 0701002374 CA 45.43 01-Jan-2006 184,000.00 182,977.31 Group I ~~0691006746~~0731013873 MDVA 9035.07 01-Feb-2006 74,000.00 72,952.67 Group I 0731013919 VA 77.99 01-Feb-2006 ~~378~~163,000.00 ~~377~~162,~~006~~798.0722 Group III ~~0051061678~~0761014434 GAIL 9580.00 01-~~Dec~~Jan-~~2005~~2006 6683,200.00 82,927.34 Group I 0841010623 MI 84.04 01-Feb-2006 109,250.00 108,943.97 Group I 0841010705 MI 80.00 01-Feb-2006 70,400.00 70,180.50 Group I 0851002620 NJ 75.00 01-Jan-2006 193,500.00 66192,~~363~~873.58 Group II 0031038467 CA 42.55 01-Nov-2005 200,000.00 200,000.00 Group II ~~0111000916~~0031040525 HICA 9085.00 01-~~Jan~~Feb-2006 ~~360~~328,~~000~~950.00 ~~359~~328,~~042~~136.4363 Group II ~~0121044853~~0041074138 WIIL ~~100~~80.00 01-Jan-2006 4476,000.00 4375,~~921~~682.6436 Group II ~~0131036877~~0051060413 INGA 75.00 01-Dec-2005 450,000.00 447,133.30 Group II 0051062264 GA 86.34 01-Feb-2006 193,400.00 193,281.91 Group II 0071070686 FL 80.00 01-Feb-2006 164,000.00 163,631.56 Group II 0081060290 VA 65.38 01-Jan-2006 ~~225~~93,~~600~~500.00 ~~224~~93,~~946~~243.1834 Group II ~~0161046009~~0081060442 CTVA 7370.4300 01-Feb-2006 192,500.00 192,219.03 Group II 0121044051 IL 64.75 01-Dec-2005 ~~374~~395,~~500~~000.00 ~~374~~395,000.00 Group II 0131036176 OH 90.00 01-Dec-2005 76,500.00 76,244.02 Group II ~~0161046017~~0151030638 MAPA 6180.00 01-Dec-2005 ~~211~~528,~~670~~000.00 ~~211~~527,~~663~~141.9754 Group II ~~0191028033~~0161046646 MA 74.69 01-Jan-2006 301,000.00 300,942.06 Group II 0161046745 MA 80.00 01-Feb-2006 328,000.00 327,371.40 Group II 0161046775 MA 80.00 01-Jan-2006 308,000.00 307,101.43 Group II 0171029767 AZ 80.00 01-Feb-2006 200,000.00 200,000.00 Group II 0191028248 WA 8590.00 01-Jan-2006 ~~140~~200,~~250~~700.00 ~~139~~200,~~817~~131.1129 Group II ~~0211036811~~0211037147 NC 95.00 01-Jan-2006 81,700.00 81,599.44 Group II 0211037381 MD 90.00 01-~~Nov~~Dec-2005 ~~204~~121,~~750~~410.00 ~~203~~121,~~622~~007.5595 Group II ~~0211037394~~0211037684 NC 95.00 01-Jan-2006 349,600.00 341,387.94 Group II 0211038352 MD 4485.6900 01-Jan-2006 ~~120~~103,~~000~~700.00 ~~120~~103,477.87 Group II 0211038456 MD 100.00 01-Jan-2006 342,238.00 340,994.83 Group II 0231075728 NJ 90.00 01-Jan-2006 269,435.00 268,648.98 Group II 0231076520 ME 79.60 01-Feb-2006 160,000.00 159,599.38 Group II ~~0231074696~~0251038504 SCCA 8962.6615 01-Dec-2005 ~~650~~376,000.00 ~~647~~376,~~202~~000.5900 Group II ~~0231076687~~0261054820 CAMI 5870.2446 01-~~Jan~~Feb-2006 ~~990~~76,~~000~~800.00 ~~987~~76,~~707~~629.7311 Group II ~~0231077006~~0311029231 NJ 8090.00 01-~~Feb~~Jan-2006 ~~456~~76,~~000~~500.00 ~~455~~76,~~484~~307.5110 Group II ~~0231077090~~0311029358 VTNJ 4671.3020 01-Feb-2006 50267,000.00 49266,~~919~~455.47 Group II ~~0271026077~~0331041273 NJ 69.91 01-Oct-2005 430,500.00 426,834.23 Group II 0351030987 TX 95.00 01-Jan-2006 119,225.00 118,993.35 Group II 0381025668 FL 90.00 01-Jan-2006 ~~432~~101,~~000~~700.00 ~~431~~101,~~135~~202.8604 Group II ~~0311029476~~0401004780 NJMD 8090.00 01-~~Feb~~Dec-~~2006~~2005 ~~680~~288,000.00 ~~679~~287,~~998~~990.00 Group II ~~0341028963~~0401005687 SCNJ 9590.00 01-Jan-2006 ~~101~~117,~~916~~000.00 ~~101~~116,~~661~~709.3913 Group II ~~0371030836~~0511041763 FLGA 80.00 01-Jan-2006 ~~131~~149,~~360~~520.00 ~~130~~149,~~908~~117.1400 Group II ~~0511038182~~0511041777 CA 69.62 01-Jan-2006 404,500.00 404,500.00 Group II 0511041852 CA 55.02 01-Feb-2006 148,000.00 147,748.19 Group II 0521029816 IL 80.00 01-Dec-2005 336,000.00 334,610.79 Group II 0521032546 IL 77.9996 01-Feb-2006 ~~272~~382,~~750~~000.00 ~~271~~381,~~791~~158.8984 Group II ~~0521030844~~0621012613 OHFL 9546.48 01-Jan-2006 165,004.00 164,517.56 Group II 0621013250 FL 90.00 01-Jan-2006 91179,~~200~~541.00 91178,~~004~~856.6921 Group II ~~0561004777~~0621013312 FL 7080.00 01-Jan-2006 ~~229~~104,~~600~~000.00 ~~228~~103,~~878~~651.6298 Group II ~~0581004207~~0621013703 FL 90.00 01-Jan-2006 166,491.00 165,963.05 Group II 0631010279 CA 90.00 01-Dec-2005 ~~405~~265,500.00 265,500.00 Group II 0651013996 MA 80.00 01-Jan-2006 156,800.00 156,467.71 Group II 0651015136 NH 80.00 01-Feb-2006 228,000.00 ~~403~~227,~~342~~487.0823 Group II ~~0581004329~~0661009949 CA 8544.0092 01-~~Dec~~Nov-2005 ~~765~~265,000.00 ~~761~~265,~~292~~000.7500 Group II ~~0621011758~~0661010579 FLCA 9089.0098 01-Nov-2005 ~~409~~408,500.00 ~~409~~408,500.00 Group II ~~0621012242~~0661011205 FLCA 5960.4200 01-Dec-2005 ~~123~~378,000.00 ~~122~~378,~~637~~000.3800 Group II ~~0631009119~~0661012552 CA 8583.0067 01-~~Oct~~Jan-~~2005~~2006 ~~323~~615,000.00 ~~322~~615,~~998~~000.00 Group II ~~0661011131~~0671008991 CA 8595.00 01-~~Dec~~Jan-~~2005~~2006 ~~334~~1,~~900~~187,500.00 ~~334~~1,~~900~~184,667.91 Group II 0681009670 ME 74.03 01-Jan-2006 173,970.00 173,461.64 Group II ~~0661011938~~0681010071 CAME 8895.5100 01-Jan-2006 ~~535~~77,~~500~~900.00 ~~535~~77,~~500~~733.13 Group II 0681010131 VT 100.00 01-Feb-2006 171,000.00 170,594.59 Group II ~~0661012141~~0681010177 CAMA 80.00 01-Jan-2006 ~~304~~260,000.00 ~~303~~260,~~191~~000.4000 Group II ~~0671009337~~0681010187 CAMA 6777.2742 01-~~Feb~~Jan-2006 ~~185~~480,000.00 ~~184~~478,~~643~~495.0784 Group II ~~0681010014~~0691006125 MEFL 9095.00 01-Jan-2006 ~~166~~226,955.00 226,169.78 Group II 0711009263 MA 70.00 01-Feb-2006 199,500.00 ~~166~~199,~~061~~045.0855 Group II ~~0841010156~~0721009274 MIAZ 80.00 01-Jan-2006 92240,~~720~~000.00 92240,~~411~~000.0600 Group II ~~0841010211~~0721009606 MIAZ 9564.62 01-Feb-2006 84,000.00 83,785.67 Group II 0761014518 IL 62.94 01-Jan-2006 ~~148~~159,~~200~~250.00 ~~147~~159,~~919~~250.0400 Group II 0791005062 MO 82.80 01-Dec-2005 385,000.00 383,298.10 Group II 0831053062 FL 80.00 01-Nov-2005 80,000.00 79,371.25 Group II 0851002566 NJ 80.00 01-Feb-2006 264,000.00 263,492.96 Group II 0861000647 FL 80.00 01-Feb-2006 272,000.00 271,717.89

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning Group I ~~0141052000~~0041074402 Loan Paid in Full 0 108.~~400~~650% 360 4 Group I 0041074583 Loan Paid in Full (1) 11.850% 360 4 Group I 0051062151 Loan Paid in Full (1) 8.950% 360 4 Group I 0081060272 Loan Paid in Full (1) 9.100% 360 5 Group I ~~0211038369~~0081060507 Loan Paid in Full (1) 8.950% 360 5 Group I 0081060674 Loan Paid in Full 0 8.~~600~~700% 360 4 Group I ~~0231075044~~0141052303 Loan Paid in Full 0(1) 11.400% 360 5 Group I 0161045628 Loan Paid in Full (1) 7.050% 360 5 Group I 0161046084 Loan Paid in Full (1) 10.~~450~~650% 360 6 Group I 0161046693 Loan Paid in Full 0 8.150% 360 5 Group I ~~0231075845~~0161046804 Loan Paid in Full 0 76.~~700~~500% 360 45 Group I ~~0271025776~~0161046984 Loan Paid in Full 0 109.~~600~~000% 360 45 Group I ~~0331042245~~0271025571 Loan Paid in Full 0 1011.~~700~~090% 360 5 Group I ~~0331042870~~0271025984 Loan Paid in Full 0 712.~~350~~900% 360 4 Group I ~~0331042986~~0281018264 Loan Paid in Full (1) 8.800% 360 5 Group I 0291002565 Loan Paid in Full 0 68.~~650~~200% 360 5 Group I 0291003132 Loan Paid in Full (1) 8.050% 360 5 Group I 0291003222 Loan Paid in Full (1) 11.300% 360 4 Group I ~~0351032173~~0301003777 Loan Paid in Full 0 8.~~250~~200% 360 4 Group I ~~0381025730~~0331040775 Loan Paid in Full (1) 6.375% 240 9 Group I 0331041439 Loan Paid in Full 0 12.100% 360 7 Group I 0331042832 Loan Paid in Full 0 7.~~990~~850% 360 45 Group I ~~0521031972~~0361028813 Loan Paid in Full 0 8.800% 360 5 Group I 0381025490 Loan Paid in Full (1) 8.650% 360 5 Group I 0381025916 Loan Paid in Full (1) 7.~~950~~500% 360 35 Group I ~~0581005205~~0381026120 Loan Paid in Full 0 107.~~150~~800% 360 34 Group I ~~0651014670~~0381026182 Loan Paid in Full (1) 11.600% 360 4 Group I 0401005471 Loan Paid in Full 0 11.050% 360 5 Group I 0401005707 Loan Paid in Full 0 11.200% 360 5 Group I 0401005782 Loan Paid in Full 0 8.350% 360 4 Group I ~~0661009311~~0511041427 Loan Paid in Full (1) 11.050% 360 5 Group I 0521032540 Loan Paid in Full 0 7.850% 360 4 Group I 0581004363 Loan Paid in Full (1) 7.100% 360 6 Group I 0581005164 Loan Paid in Full 0 8.~~150~~090% 360 5 Group I 0621013115 Loan Paid in Full 0 11.525% 360 5 Group I 0631010273 Loan Paid in Full (1) 6.550% 360 7 Group I ~~0671009319~~0631010957 Loan Paid in Full 0 6.150% 360 5 Group I 0651015174 Loan Paid in Full 0 7.~~950~~990% 360 45 Group I ~~0681009797~~0661012490 Loan Paid in Full 0 68.350% 360 34 Group I ~~0691006746~~0701002208 Loan Paid in Full (1) 7.850% 360 5 Group I 0701002374 Loan Paid in Full 0 7.600% 360 5 Group I 0731013873 Loan Paid in Full 0 8.390% 180 4 Group I 0731013919 Loan Paid in Full (1) 8.550% 360 4 Group I 0761014434 Loan Paid in Full 0 9.150% 360 5 Group I 0841010623 Loan Paid in Full 0 8.950% 360 4 Group I 0841010705 Loan Paid in Full 0 8.450% 360 34 Group III ~~0051061678~~0851002620 Loan Paid in Full 0 119.~~300~~150% 360 5 Group II ~~0111000916~~0031038467 Loan Paid in Full (1) 5.990% 360 7 Group II 0031040525 Loan Paid in Full 0 9.~~200~~550% 360 4 Group II ~~0121044853~~0041074138 Loan Paid in Full 0 117.~~150~~900% 360 5 Group II 0051060413 Loan Paid in Full (1) 6.550% 360 6 Group II 0051062264 Loan Paid in Full 0 10.900% 360 4 Group II ~~0131036877~~0071070686 Loan Paid in Full 0 10.~~350~~940% 360 4 Group II ~~0161046009~~0081060290 Loan Paid in Full 0 89.~~725~~940% 360 5 Group II ~~0161046017~~0081060442 Loan Paid in Full 0 12.000% 360 4 Group II 0121044051 Loan Paid in Full (1) 6.~~650~~990% 360 56 Group II ~~0191028033~~0131036176 Loan Paid in Full 0 9.750% 360 6 Group II 0151030638 Loan Paid in Full 0 8.~~500~~800% 360 6 Group II 0161046646 Loan Paid in Full (1) 7.700% 360 5 Group II 0161046745 Loan Paid in Full (1) 10.750% 360 4 Group II ~~0211036811~~0161046775 Loan Paid in Full 0 9.650% 360 5 Group II 0171029767 Loan Paid in Full (1) 7.~~300~~950% 360 64 Group II ~~0211037394~~0191028248 Loan Paid in Full 0 9.~~500~~800% 360 45 Group II ~~0231074696~~0211037147 Loan Paid in Full (1) 9.200% 360 5 Group II 0211037381 Loan Paid in Full 0 9.800% 360 6 Group II 0211037684 Loan Paid in Full (1) 7.~~750~~400% 360 5 Group II ~~0231076687~~0211038352 Loan Paid in Full 0 711.100% 360 45 Group II ~~0231077006~~0211038456 Loan Paid in Full 0 8.~~150~~590% 360 35 Group II ~~0231077090~~0231075728 Loan Paid in Full 0(1) 9.650% 360 5 Group II 0231076520 Loan Paid in Full (1) 9.490% 360 4 Group II 0251038504 Loan Paid in Full (1) 6.600% 360 6 Group II 0261054820 Loan Paid in Full (2) 10.~~500~~050% 360 34 Group II ~~0271026077~~0311029231 Loan Paid in Full 0 10.~~640~~340% 360 5 Group II 0311029358 Loan Paid in Full (1) 11.850% 360 4 Group II ~~0311029476~~0331041273 Loan Paid in Full 0(1) 6.375% 360 8 Group II 0351030987 Loan Paid in Full 0 11.550% 360 35 Group II ~~0341028963~~0381025668 Loan Paid in Full 0 9.~~500~~750% 360 45 Group II ~~0371030836~~0401004780 Loan Paid in Full 0 78.~~950~~600% 360 46 Group II ~~0511038182~~0401005687 Loan Paid in Full 0 10.440% 360 5 Group II 0511041763 Loan Paid in Full 0 10.050% 360 5 Group II 0511041777 Loan Paid in Full 0 6.~~990~~190% 360 35 Group II ~~0521030844~~0511041852 Loan Paid in Full 0 11.300% 360 4 Group II 0521029816 Loan Paid in Full (1) 9.250% 360 6 Group II 0521032546 Loan Paid in Full 0 10.~~340~~100% 360 4 Group II ~~0561004777~~0621012613 Loan Paid in Full 0 9.600% 360 5 Group II 0621013250 Loan Paid in Full (1) 8.~~390~~350% 360 45 Group II ~~0581004207~~0621013312 Loan Paid in Full 0 8.~~000~~990% 360 5 Group II ~~0581004329~~0621013703 Loan Paid in Full 0 9.250% 360 5 Group II 0631010279 Loan Paid in Full 0 7.390% 360 6 Group II 0651013996 Loan Paid in Full (1) 11.150% 360 5 Group II ~~0621011758~~0651015136 Loan Paid in Full 0 10.000% 360 4 Group II 0661009949 Loan Paid in Full (1) 6.~~300~~150% 360 7 Group II 0661010579 Loan Paid in Full 0 7.500% 360 7 Group II 0661011205 Loan Paid in Full 0 6.700% 360 6 Group II ~~0621012242~~0661012552 Loan Paid in Full 0 97.~~600~~250% 360 5 Group II ~~0631009119~~0671008991 Loan Paid in Full 0 6.~~850~~900% 360 75 Group II ~~0661011131~~0681009670 Loan Paid in Full 0 710.800% 360 5 Group II ~~0661011938~~0681010071 Loan Paid in Full 0 711.~~450~~100% 360 45 Group II ~~0661012141~~0681010131 Loan Paid in Full 0 9.~~200~~750% 360 4 Group II ~~0671009337~~0681010177 Loan Paid in Full (1) 7.100% 360 5 Group II 0681010187 Loan Paid in Full 0 9.~~650~~750% 360 35 Group II ~~0681010014~~0691006125 Loan Paid in Full (1) 9.150% 360 5 Group II 0711009263 Loan Paid in Full 0 9.~~450~~940% 360 4 Group II ~~0841010156~~0721009274 Loan Paid in Full (1) 7.400% 360 5 Group II 0721009606 Loan Paid in Full 0 89.~~100~~400% 360 4 Group II ~~0841010211~~0761014518 Loan Paid in Full 0 9.300% 360 5 Group II 0791005062 Loan Paid in Full 0 8.400% 360 6 Group II 0831053062 Loan Paid in Full (1) 7.250% 360 7 Group II 0851002566 Loan Paid in Full 0 10.~~800~~740% 360 4 Group II 0861000647 Loan Paid in Full (1) 9.150% 360 4

Prepayment - Voluntary Prepayments

Summary SMM CPR PSA Current Month 12.~~339~~432% Current Month 1425.~~936~~582% Current Month 12,~~869~~562.~~663~~478% 3 Month Average 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~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 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 14.936% N/A May-2006 1,869.663% N/A Jun-2006 25.582% N/A Jun-2006 2,562.478% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group I SMM CPR PSA Current Month 01.~~887~~978% Current Month 1021.~~143~~321% Current Month 12,~~276~~142.~~042~~432% 3 Month Average 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~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 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 10.143% N/A May-2006 1,276.042% N/A Jun-2006 21.321% N/A Jun-2006 2,142.432% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group II SMM CPR PSA Current Month 12.~~614~~710% Current Month 1728.~~734~~085% Current Month 2,~~213~~807.~~172~~799% 3 Month Average 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~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 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 17.734% N/A May-2006 2,213.172% N/A Jun-2006 28.085% N/A Jun-2006 2,807.799% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Single Month Mortality (SMM): (Partial and full prepayments + Repurchases) / (Beginning Scheduled Balance - Scheduled Principal) Conditional PrePayment Rate (CPR): 1 - ((1 - SMM)^12) PSA Standard Prepayment Model: 100 * CPR / (0.2 * MIN(30,WAS)) Weighted Average Seasoning (WAS): sum((Original Term - Remaining Term)*(Current Scheduled Balance/Deal Scheduled Principal Balance))

Interest Rate Stratification Summary Group I Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 5.000 0 0.00 0.000 0 0.00 0.000 5.000 5.499 9 3,~~675~~672,~~197~~487.8906 0.~~388~~398 4 1,~~470~~469,~~133~~512.2805 0.~~409~~417 5.500 5.999 8987 33,~~902~~076,~~918~~879.7625 3.~~582~~584 35 10,~~693~~688,~~948~~069.8117 23.~~975~~035 6.000 6.499 ~~181~~175 6159,~~748~~894,~~537~~751.0615 6.~~525~~490 8886 22,~~961~~489,~~328~~591.4913 6.~~388~~387 6.500 6.999 ~~452~~445 ~~147~~143,~~086~~949,~~119~~427.1971 15.~~542~~597 ~~237~~235 5958,~~217~~727,~~724~~000.2129 16.~~475~~678 7.000 7.499 ~~409~~402 ~~113~~111,~~967~~806,~~790~~327.3884 12.~~043~~115 ~~217~~215 4645,~~527~~918,~~571~~302.9259 1213.~~944~~040 7.500 7.999 ~~658~~648 ~~159~~157,~~471~~652,~~476~~264.4837 1617.~~851~~082 ~~377~~370 7371,~~000~~762,~~163~~114.1854 20.~~309~~380 8.000 8.499 ~~542~~531 ~~102~~100,~~825~~508,~~707~~892.5212 10.~~865~~890 ~~323~~314 5150,~~923~~192,~~628~~704.8891 14.~~446~~254 8.500 8.999 ~~660~~647 ~~111~~108,~~037~~347,~~427~~124.4498 11.~~733~~740 ~~411~~402 6260,~~404~~997,~~383~~422.9551 17.~~362~~322 9.000 9.499 ~~448~~436 6462,~~304~~130,~~473~~502.4489 6.~~795~~732 ~~116~~112 1514,~~234~~570,~~350~~130.8903 4.~~238~~138 9.500 9.999 ~~448~~436 6159,~~843~~306,~~849~~189.8995 6.~~535~~426 19 1,~~630~~629,~~004~~129.0543 0.~~453~~463 10.000 10.499 ~~279~~273 3231,~~058~~014,~~082~~134.9644 3.~~388~~360 20 1,104,~~976~~490.5447 0.~~307~~314 10.500 10.999 ~~216~~210 2019,~~805~~639,~~480~~952.6719 2.~~198~~128 5150 3,~~420~~383,~~572~~285.2943 0.~~952~~961 11.000 11.499 ~~154~~144 12,~~970~~134,~~786~~432.0393 1.~~371~~315 6054 3,~~623~~276,~~511~~495.9792 10.~~008~~930 11.500 11.999 ~~159~~154 1110,~~454~~849,~~515~~616.5166 1.~~210~~176 6158 3,~~367~~150,~~251~~475.85 0.~~937~~895 12.000 12.499 ~~106~~104 7,~~390~~145,~~324~~190.8225 0.~~781~~774 4342 2,~~075~~024,~~385~~348.0643 0.~~577~~575 12.500 12.999 2726 1,~~573~~533,~~842~~420.8633 0.166 1716 ~~785~~745,~~689~~473.0317 0.~~219~~212 13.000 13.499 4 154,~~788~~740.7443 0.~~016~~017 0 0.00 0.000 13.500 13.999 2 88,~~633~~614.0067 0.~~009~~010 0 0.00 0.000 >= 14.000 0 0.00 0.000 0 0.00 0.000 Total 4,~~843~~733 ~~946~~922,~~359~~904,~~952~~949.6422 100.000 2,~~079~~032 ~~359~~352,~~440~~128,~~624~~545.4092 100.000

Interest Rate Stratification (continued) Group II Current Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Range(%) Balance($) < 5.000 0 0.00 0.000 5.000 5.499 5 2,~~205~~202,~~064~~975.6101 0.~~376~~386 5.500 5.999 5452 2322,~~208~~388,~~969~~810.9508 3.~~954~~923 6.000 6.499 9389 3837,~~787~~405,~~208~~160.5702 6.~~609~~553 6.500 6.999 ~~215~~210 8785,~~868~~222,~~394~~427.9842 14.~~971~~931 7.000 7.499 ~~192~~187 6765,~~440~~888,~~218~~025.4625 11.~~491~~544 7.500 7.999 ~~281~~278 8685,~~471~~890,~~313~~149.3083 1415.~~733~~048 8.000 8.499 ~~219~~217 50,~~902~~316,~~078~~187.6421 8.~~673~~815 8.500 8.999 ~~249~~245 4847,~~633~~349,~~043~~702.4947 8.~~286~~296 9.000 9.499 ~~332~~324 4947,~~070~~560,~~122~~372.5586 8.~~361~~333 9.500 9.999 ~~429~~417 6057,~~213~~677,~~845~~060.8452 10.~~259~~105 10.000 10.499 ~~259~~253 3029,~~953~~909,~~106~~643.4297 5.~~274~~240 10.500 10.999 ~~165~~160 1716,~~384~~256,~~908~~666.3876 2.~~962~~848 11.000 11.499 9490 98,~~347~~857,~~274~~937.0601 1.~~593~~552 11.500 11.999 9896 87,~~087~~699,~~263~~140.6681 1.~~378~~349 12.000 12.499 6362 5,~~314~~120,~~939~~841.7682 0.~~906~~897 12.500 12.999 10 ~~788~~787,~~153~~947.8316 0.~~134~~138 13.000 13.499 4 154,~~788~~740.7443 0.~~026~~027 13.500 13.999 2 88,~~633~~614.0067 0.~~015~~016 >= 14.000 0 0.00 0.000 Total 2,~~764~~701 ~~586~~570,~~919~~776,~~328~~403.2430 100.000

Filing Compare · HASCO 2006-OPT-4