10-D 1 has06op2_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: 333-124032-07 HSI Asset Securitization Corporation Trust 2006-OPT2 (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-124032 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) 54-2195456 54-2195457 54-2195458 54-6696494 (I.R.S. Employer Identification No.) c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Road Columbia, MD 21045 (Address of principal executive offices of the issuing entity) (Zip Code) (410) 884-2000 (Telephone number, including area code) Not Applicable (Former name, former address, if changed since last report) Registered/reporting pursuant to (check one) Title of Section Section Section Name of Exchange Class 12(b) 12(g) 15(d) (If Section 12(b)) I-A _____ _____ __X___ ____________ II-A-1 _____ _____ __X___ ____________ II-A-2 _____ _____ __X___ ____________ II-A-3 _____ _____ __X___ ____________ II-A-4 _____ _____ __X___ ____________ M-1 _____ _____ __X___ ____________ M-10 _____ _____ __X___ ____________ M-11 _____ _____ __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 _____ _____ __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 HSI Asset Securitization Corporation Trust 2006-OPT2. 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-OPT2, 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-OPT2 (Issuing Entity) Wells Fargo Bank, N.A. (Master Servicer) /s/ John Sadowski John Sadowski, Vice President Date: July 6, 2006 EXHIBIT INDEX Exhibit Number Description EX-99.1 Monthly report distributed to holders of HSI Asset Securitization Corporation Trust 2006-OPT2, 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-OPT2 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 40430HDV7 5.~~17938~~30125% ~~350~~340,~~972~~487,~~884~~356.1358 1,~~514~~604,~~851~~452.6109 II-A-1 40430HDW5 5.~~03938~~16125% ~~430~~414,~~966~~592,~~259~~764.2274 1,~~809~~902,~~835~~059.6247 II-A-2 40430HDX3 5.~~08938~~21125% 47,179,000.00 ~~200~~218,~~093~~543.2261 II-A-3 40430HDY1 5.~~14938~~27125% 195,875,000.00 ~~840~~917,~~529~~783.0119 II-A-4 40430HDZ8 5.~~24938~~37125% 19,316,000.00 8492,~~497~~223.5217 M-1 40430HEA2 5.~~32938~~45125% 52,876,000.00 ~~234~~256,~~830~~213.2560 M-2 40430HEB0 5.~~34938~~47125% 48,646,000.00 ~~216~~236,~~854~~581.9571 M-3 40430HEC8 5.~~36938~~49125% 29,610,000.00 ~~132~~144,~~489~~529.4570 M-4 40430HED6 5.~~47938~~60125% 26,790,000.00 ~~122~~133,~~327~~384.1643 M-5 40430HEE4 5.~~49938~~62125% 24,675,000.00 ~~113~~123,~~081~~292.0075 M-6 40430HEF1 5.~~56938~~69125% 22,560,000.00 ~~104~~114,~~704~~128.3453 M-7 40430HEG9 6.~~20938~~33125% 21,150,000.00 ~~109~~119,~~440~~027.3250 M-8 40430HEH7 6.~~35938~~48125% 19,035,000.00 ~~100~~109,~~875~~662.6775 M-9 40430HEJ3 67.~~95938~~08125% 14,805,000.00 8593,~~861~~189.3525 M-10 40430HEK0 67.~~95938~~08125% 12,690,000.00 7379,~~595~~876.4450 M-11 40430HEL8 67.~~95938~~08125% 14,100,000.00 8188,~~772~~751.7267 X 40430HEN4 0.00000% 34,545,970.63 2,~~102~~041,~~812~~446.7581 P 40430HEM6 0.00000% 100.00 ~~436~~467,~~830~~606.9219 R 40430HEP9 0.00000% 0.00 0.00 Totals 1,~~365~~338,~~792~~933,~~213~~191.9895 8,~~365~~742,~~283~~752.3092

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses I-A 1014,~~485~~770,~~527~~473.5594 0.00 ~~340~~325,~~487~~716,~~356~~882.5864 1216,~~000~~374,~~379~~926.1603 0.00 II-A-1 1619,~~373~~764,~~494~~693.4818 0.00 ~~414~~394,~~592~~828,~~764~~071.7456 1821,~~183~~666,~~330~~752.1065 0.00 II-A-2 0.00 0.00 47,179,000.00 ~~200~~218,~~093~~543.2261 0.00 II-A-3 0.00 0.00 195,875,000.00 ~~840~~917,~~529~~783.0119 0.00 II-A-4 0.00 0.00 19,316,000.00 8492,~~497~~223.5217 0.00 M-1 0.00 0.00 52,876,000.00 ~~234~~256,~~830~~213.2560 0.00 M-2 0.00 0.00 48,646,000.00 ~~216~~236,~~854~~581.9571 0.00 M-3 0.00 0.00 29,610,000.00 ~~132~~144,~~489~~529.4570 0.00 M-4 0.00 0.00 26,790,000.00 ~~122~~133,~~327~~384.1643 0.00 M-5 0.00 0.00 24,675,000.00 ~~113~~123,~~081~~292.0075 0.00 M-6 0.00 0.00 22,560,000.00 ~~104~~114,~~704~~128.3453 0.00 M-7 0.00 0.00 21,150,000.00 ~~109~~119,~~440~~027.3250 0.00 M-8 0.00 0.00 19,035,000.00 ~~100~~109,~~875~~662.6775 0.00 M-9 0.00 0.00 14,805,000.00 8593,~~861~~189.3525 0.00 M-10 0.00 0.00 12,690,000.00 7379,~~595~~876.4450 0.00 M-11 0.00 0.00 14,100,000.00 8188,~~772~~751.7267 0.00 X 0.00 0.00 34,545,970.63 2,~~102~~041,~~812~~446.7581 0.00 P 0.00 0.00 100.00 ~~436~~467,~~830~~606.9219 0.00 R 0.00 0.00 0.00 0.00 0.00 Totals 2634,~~859~~535,~~022~~167.0312 0.00 1,~~338~~304,~~933~~398,~~191~~024.9583 3543,~~224~~277,~~305~~920.3304 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 368,076,000.00 ~~350~~340,~~972~~487,~~884~~356.1358 0.00 1014,~~485~~770,~~527~~473.5594 0.00 0.00 II-A-1 458,107,000.00 ~~430~~414,~~966~~592,~~259~~764.2274 0.00 1619,~~373~~764,~~494~~693.4818 0.00 0.00 II-A-2 47,179,000.00 47,179,000.00 0.00 0.00 0.00 0.00 II-A-3 195,875,000.00 195,875,000.00 0.00 0.00 0.00 0.00 II-A-4 19,316,000.00 19,316,000.00 0.00 0.00 0.00 0.00 M-1 52,876,000.00 52,876,000.00 0.00 0.00 0.00 0.00 M-2 48,646,000.00 48,646,000.00 0.00 0.00 0.00 0.00 M-3 29,610,000.00 29,610,000.00 0.00 0.00 0.00 0.00 M-4 26,790,000.00 26,790,000.00 0.00 0.00 0.00 0.00 M-5 24,675,000.00 24,675,000.00 0.00 0.00 0.00 0.00 M-6 22,560,000.00 22,560,000.00 0.00 0.00 0.00 0.00 M-7 21,150,000.00 21,150,000.00 0.00 0.00 0.00 0.00 M-8 19,035,000.00 19,035,000.00 0.00 0.00 0.00 0.00 M-9 14,805,000.00 14,805,000.00 0.00 0.00 0.00 0.00 M-10 12,690,000.00 12,690,000.00 0.00 0.00 0.00 0.00 M-11 14,100,000.00 14,100,000.00 0.00 0.00 0.00 0.00 X 34,553,599.37 34,545,970.63 0.00 0.00 0.00 0.00 P 100.00 100.00 0.00 0.00 0.00 0.00 R 0.00 0.00 0.00 0.00 0.00 0.00 Totals 1,410,043,699.37 1,~~365~~338,~~792~~933,~~213~~191.9895 0.00 2634,~~859~~535,~~022~~167.0312 0.00 0.00

Principal Distribution Statement (continued) Class Total Ending Ending Total Principal Certificate Certificate Principal Reduction Balance Percentage Distribution I-A 1014,~~485~~770,~~527~~473.5594 ~~340~~325,~~487~~716,~~356~~882.5864 0.~~92504634~~88491747 1014,~~485~~770,~~527~~473.5594 II-A-1 1619,~~373~~764,~~494~~693.4818 ~~414~~394,~~592~~828,~~764~~071.7456 0.~~90501294~~86186867 1619,~~373~~764,~~494~~693.4818 II-A-2 0.00 47,179,000.00 1.00000000 0.00 II-A-3 0.00 195,875,000.00 1.00000000 0.00 II-A-4 0.00 19,316,000.00 1.00000000 0.00 M-1 0.00 52,876,000.00 1.00000000 0.00 M-2 0.00 48,646,000.00 1.00000000 0.00 M-3 0.00 29,610,000.00 1.00000000 0.00 M-4 0.00 26,790,000.00 1.00000000 0.00 M-5 0.00 24,675,000.00 1.00000000 0.00 M-6 0.00 22,560,000.00 1.00000000 0.00 M-7 0.00 21,150,000.00 1.00000000 0.00 M-8 0.00 19,035,000.00 1.00000000 0.00 M-9 0.00 14,805,000.00 1.00000000 0.00 M-10 0.00 12,690,000.00 1.00000000 0.00 M-11 0.00 14,100,000.00 1.00000000 0.00 X 0.00 34,545,970.63 0.99977922 0.00 P 0.00 100.00 1.00000000 0.00 R 0.00 0.00 0.00000000 0.00 Totals 2634,~~859~~535,~~022~~167.0312 1,~~338~~304,~~933~~398,~~191~~024.9583 0.~~94956858~~92507631 2634,~~859~~535,~~022~~167.0312

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution I-A 368,076,000.00 ~~953~~925.~~53373795~~04633983 0.00000000 2840.~~48739812~~12886996 0.00000000 II-A-1 458,107,000.00 ~~940~~905.~~75458183~~01294401 0.00000000 3543.~~74163783~~14427236 0.00000000 II-A-2 47,179,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 II-A-3 195,875,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 II-A-4 19,316,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-1 52,876,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-2 48,646,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-3 29,610,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-4 26,790,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-5 24,675,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-6 22,560,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-7 21,150,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-8 19,035,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-9 14,805,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-10 12,690,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-11 14,100,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 X 34,553,599.37 999.77922011 0.00000000 0.00000000 0.00000000 P 100.00 1000.00000000 0.00000000 0.00000000 0.00000000 R 0.00 0.00000000 0.00000000 0.00000000 0.00000000

Principal Distribution Factors Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution I-A 0.00000000 2840.~~48739812~~12886996 ~~925~~884.~~04633983~~91746987 0.~~92504634~~88491747 2840.~~48739812~~12886996 II-A-1 0.00000000 3543.~~74163783~~14427236 ~~905~~861.~~01294401~~86867164 0.~~90501294~~86186867 3543.~~74163783~~14427236 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 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 M-11 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 X 0.00000000 0.00000000 999.77922011 0.99977922 0.00000000 P 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 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 0405/25/06 - 0506/2425/06 3032 5.~~17938~~30125% ~~350~~340,~~972~~487,~~884~~356.1358 1,~~514~~604,~~851~~452.6109 0.00 II-A-1 0405/25/06 - 0506/2425/06 3032 5.~~03938~~16125% ~~430~~414,~~966~~592,~~259~~764.2274 1,~~809~~902,~~835~~059.6247 0.00 II-A-2 0405/25/06 - 0506/2425/06 3032 5.~~08938~~21125% 47,179,000.00 ~~200~~218,~~093~~543.2261 0.00 II-A-3 0405/25/06 - 0506/2425/06 3032 5.~~14938~~27125% 195,875,000.00 ~~840~~917,~~529~~783.0119 0.00 II-A-4 0405/25/06 - 0506/2425/06 3032 5.~~24938~~37125% 19,316,000.00 8492,~~497~~223.5217 0.00 M-1 0405/25/06 - 0506/2425/06 3032 5.~~32938~~45125% 52,876,000.00 ~~234~~256,~~830~~213.2560 0.00 M-2 0405/25/06 - 0506/2425/06 3032 5.~~34938~~47125% 48,646,000.00 ~~216~~236,~~854~~581.9571 0.00 M-3 0405/25/06 - 0506/2425/06 3032 5.~~36938~~49125% 29,610,000.00 ~~132~~144,~~489~~529.4570 0.00 M-4 0405/25/06 - 0506/2425/06 3032 5.~~47938~~60125% 26,790,000.00 ~~122~~133,~~327~~384.1643 0.00 M-5 0405/25/06 - 0506/2425/06 3032 5.~~49938~~62125% 24,675,000.00 ~~113~~123,~~081~~292.0075 0.00 M-6 0405/25/06 - 0506/2425/06 3032 5.~~56938~~69125% 22,560,000.00 ~~104~~114,~~704~~128.3453 0.00 M-7 0405/25/06 - 0506/2425/06 3032 6.~~20938~~33125% 21,150,000.00 ~~109~~119,~~440~~027.3250 0.00 M-8 0405/25/06 - 0506/2425/06 3032 6.~~35938~~48125% 19,035,000.00 ~~100~~109,~~875~~662.6775 0.00 M-9 0405/25/06 - 0506/2425/06 3032 67.~~95938~~08125% 14,805,000.00 8593,~~861~~189.3525 01,677.0022 M-10 0405/25/06 - 0506/2425/06 3032 67.~~95938~~08125% 12,690,000.00 7379,~~595~~876.4450 01,437.0061 M-11 0405/25/06 - 0506/2425/06 3032 67.~~95938~~08125% 14,100,000.00 8188,~~772~~751.7267 01,597.0035 X N/A N/A 0.00000% 1,~~365~~338,~~792~~933,~~213~~191.9895 0.00 0.00 P N/A N/A 0.00000% 100.00 0.00 0.00 R N/A N/A 0.00000% 0.00 0.00 0.00 Totals 56,~~825~~233,~~639~~699.6392 04,712.0018

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,~~514~~604,~~851~~452.6109 0.00 ~~340~~325,~~487~~716,~~356~~882.5864 II-A-1 0.00 0.00 1,~~809~~902,~~835~~059.6247 0.00 ~~414~~394,~~592~~828,~~764~~071.7456 II-A-2 0.00 0.00 ~~200~~218,~~093~~543.2261 0.00 47,179,000.00 II-A-3 0.00 0.00 ~~840~~917,~~529~~783.0119 0.00 195,875,000.00 II-A-4 0.00 0.00 8492,~~497~~223.5217 0.00 19,316,000.00 M-1 0.00 0.00 ~~234~~256,~~830~~213.2560 0.00 52,876,000.00 M-2 0.00 0.00 ~~216~~236,~~854~~581.9571 0.00 48,646,000.00 M-3 0.00 0.00 ~~132~~144,~~489~~529.4570 0.00 29,610,000.00 M-4 0.00 0.00 ~~122~~133,~~327~~384.1643 0.00 26,790,000.00 M-5 0.00 0.00 ~~113~~123,~~081~~292.0075 0.00 24,675,000.00 M-6 0.00 0.00 ~~104~~114,~~704~~128.3453 0.00 22,560,000.00 M-7 0.00 0.00 ~~109~~119,~~440~~027.3250 0.00 21,150,000.00 M-8 0.00 0.00 ~~100~~109,~~875~~662.6775 0.00 19,035,000.00 M-9 01,677.0022 0.00 8593,~~861~~189.3525 0.00 14,805,000.00 M-10 01,437.0061 0.00 7379,~~595~~876.4450 0.00 12,690,000.00 M-11 01,597.0035 0.00 8188,~~772~~751.7267 0.00 14,100,000.00 X 0.00 0.00 2,~~102~~041,~~812~~446.7581 0.00 1,~~338~~304,~~933~~398,~~191~~024.9583 P 0.00 0.00 ~~436~~467,~~830~~606.9219 0.00 100.00 R 0.00 0.00 0.00 0.00 0.00 Totals 04,712.0018 0.00 8,~~365~~742,~~283~~752.3092 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 368,076,000.00 5.~~17938~~30125% ~~953~~925.~~53373795~~04633983 4.~~11559463~~35902392 0.00000000 II-A-1 458,107,000.00 5.~~03938~~16125% ~~940~~905.~~75458183~~01294401 34.~~95068318~~15199827 0.00000000 II-A-2 47,179,000.00 5.~~08938~~21125% 1000.00000000 4.~~24115009~~63222218 0.00000000 II-A-3 195,875,000.00 5.~~14938~~27125% 1000.00000000 4.~~29115002~~68555553 0.00000000 II-A-4 19,316,000.00 5.~~24938~~37125% 1000.00000000 4.~~37448333~~77444450 0.00000000 M-1 52,876,000.00 5.~~32938~~45125% 1000.00000000 4.~~44115005~~84555564 0.00000000 M-2 48,646,000.00 5.~~34938~~47125% 1000.00000000 4.~~45781668~~86333326 0.00000000 M-3 29,610,000.00 5.~~36938~~49125% 1000.00000000 4.~~47448328~~88111111 0.00000000 M-4 26,790,000.00 5.~~47938~~60125% 1000.00000000 4.~~56615006~~97888876 0.00000000 M-5 24,675,000.00 5.~~49938~~62125% 1000.00000000 4.~~58281662~~99666667 0.00000000 M-6 22,560,000.00 5.~~56938~~69125% 1000.00000000 45.~~64114982~~05888874 0.00000000 M-7 21,150,000.00 6.~~20938~~33125% 1000.00000000 5.~~17448322~~62777778 0.00000000 M-8 19,035,000.00 6.~~35938~~48125% 1000.00000000 5.~~29948358~~76111111 0.00000000 M-9 14,805,000.00 67.~~95938~~08125% 1000.00000000 56.~~79948328~~29444444 0.~~00000000~~11328740 M-10 12,690,000.00 67.~~95938~~08125% 1000.00000000 56.~~79948306~~29444444 0.~~00000000~~11328684 M-11 14,100,000.00 67.~~95938~~08125% 1000.00000000 56.~~79948369~~29444468 0.~~00000000~~11328723 X 34,553,599.37 0.00000% ~~39526~~38749.~~77112897~~45639129 0.00000000 0.00000000 P 100.00 0.00000% 1000.00000000 0.00000000 0.00000000 R 0.00 0.00000% 0.00000000 0.00000000 0.00000000

Interest Distribution Factors Statement (continued) Class Current Non-Supported Total Remaining Unpaid Ending Interest Interest Interest Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance I-A 0.00000000 0.00000000 4.~~11559463~~35902392 0.00000000 ~~925~~884.~~04633983~~91746987 II-A-1 0.00000000 0.00000000 34.~~95068318~~15199827 0.00000000 ~~905~~861.~~01294401~~86867164 II-A-2 0.00000000 0.00000000 4.~~24115009~~63222218 0.00000000 1000.00000000 II-A-3 0.00000000 0.00000000 4.~~29115002~~68555553 0.00000000 1000.00000000 II-A-4 0.00000000 0.00000000 4.~~37448333~~77444450 0.00000000 1000.00000000 M-1 0.00000000 0.00000000 4.~~44115005~~84555564 0.00000000 1000.00000000 M-2 0.00000000 0.00000000 4.~~45781668~~86333326 0.00000000 1000.00000000 M-3 0.00000000 0.00000000 4.~~47448328~~88111111 0.00000000 1000.00000000 M-4 0.00000000 0.00000000 4.~~56615006~~97888876 0.00000000 1000.00000000 M-5 0.00000000 0.00000000 4.~~58281662~~99666667 0.00000000 1000.00000000 M-6 0.00000000 0.00000000 45.~~64114982~~05888874 0.00000000 1000.00000000 M-7 0.00000000 0.00000000 5.~~17448322~~62777778 0.00000000 1000.00000000 M-8 0.00000000 0.00000000 5.~~29948358~~76111111 0.00000000 1000.00000000 M-9 0.~~00000000~~11328740 0.00000000 56.~~79948328~~29444444 0.00000000 1000.00000000 M-10 0.~~00000000~~11328684 0.00000000 56.~~79948306~~29444444 0.00000000 1000.00000000 M-11 0.~~00000000~~11328723 0.00000000 56.~~79948369~~29444468 0.00000000 1000.00000000 X 0.00000000 0.00000000 6059.~~85654717~~08058342 0.00000000 ~~38749~~37749.~~45639129~~98983065 P 0.00000000 0.00000000 ~~4368309~~4676061.~~20000000~~90000000 0.00000000 1000.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls,if applicable. NOTE: All classes per $1,000 denomination.

CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 3441,~~507~~913,~~260~~136.6107 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0.00 Servicer Advances ~~730~~828,~~134~~790.6510 Gains & Subsequent Recoveries (Realized Losses) 0(15.00) Prepayment Penalties ~~436~~467,~~830~~606.9219 Swap/Cap Payments 0408,715.0046 Total Deposits 3543,~~674~~618,~~226~~232.1882 Withdrawals Swap Payments ~~102,781~~0.2500 Reserve Funds and Credit Enhancements 0.00 Total Administration Fees ~~347~~340,~~139~~312.6078 Payment of Interest and Principal 3543,~~224~~277,~~305~~920.3304 Total Withdrawals (Pool Distribution Amount) 3543,~~674~~618,~~226~~232.1882 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

ADMINISTRATION FEES Gross Servicing Fee* ~~341~~334,~~448~~733.6983 Master Servicing Fee - Wells Fargo Bank, N.A. 5,~~690~~578.9195 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~347~~340,~~139~~312.6078 *Servicer Payees include: OPTION ONE

Reserve and Guaranty Funds Account Name Beginning Current Current Ending Balance Withdrawals Deposits Balance Excess Reserve Fund Account 1,000.00 04,712.0018 04,712.0018 1,000.00 Supplemental Interest Trust 1,000.00 ~~102~~408,~~781~~715.2545 ~~102~~408,~~781~~715.2545 1,000.00 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 5,~~624~~987,~~931~~129.3207 5,~~727~~578,~~712~~413.5761 ~~(102~~408,~~781~~715.~~25)~~46

COLLATERAL STATEMENT Collateral Description Fixed & Mixed ARM Weighted Average Gross Coupon 7.~~358817~~355958% Weighted Average Net Coupon 7.~~058817~~055957% Weighted Average Pass-Through Rate 7.~~053816~~050957% Weighted Average Remaining Term ~~351~~350 Beginning Scheduled Collateral Loan Count 7,~~344~~213 Number Of Loans Paid In Full ~~131~~177 Ending Scheduled Collateral Loan Count 7,~~213~~036 Beginning Scheduled Collateral Balance 1,~~365~~338,~~792~~933,~~213~~191.9895 Ending Scheduled Collateral Balance 1,~~338~~304,~~933~~398,~~191~~024.9583 Ending Actual Collateral Balance at 3031-~~Apr~~May-2006 1,~~339~~305,~~224~~174,~~141~~660.3038 Monthly P&I Constant 9,~~191~~012,~~916~~037.1426 Special Servicing Fee 0.00 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount ~~436~~467,~~830~~606.9219 Prepayment Penalty Paid Count 7998 Realized Loss Amount 015.00 Cumulative Realized Loss 015.00 Scheduled Principal ~~816~~804,~~403~~423.5682 Unscheduled Principal 2633,~~042~~730,~~618~~743.4730 Required Overcollateralized Amount 0.00 Overcollateralized Increase Amount 0.00 Overcollateralized Reduction Amount 0.00 Specified O/C Amount 34,546,070.63 Overcollateralized Amount 34,546,070.63 Overcollateralized Deficiency Amount 0.00 Base Overcollateralization Amount 0.00 Extra principal distribution Amount 0.00 Excess Cash Amount 0.00

Group Level Collateral Statement Group Group I Group II Collateral Description Fixed 15/30 & ARM Fixed 15/30 & ARM Weighted Average Coupon Rate 7.~~580351~~579450 7.~~246431~~243126 Weighted Average Net Rate 7.~~280351~~279450 6.~~946431~~943126 Pass-Through Rate 7.~~275351~~274450 6.~~941431~~938126 Weighted Average Remaining Term 350 351 ~~352~~ Record Date 0405/3031/2006 0405/3031/2006 Principal And Interest Constant 3,~~191~~119,~~509~~666.5701 65,~~000~~892,~~406~~371.5725 Beginning Loan Count 2,~~953~~892 4,~~391~~321 Loans Paid in Full 6185 7092 Ending Loan Count 2,~~892~~807 4,~~321~~229 Beginning Scheduled Balance ~~459~~449,~~677~~192,~~797~~269.1358 ~~906~~889,~~114~~740,~~416~~922.8537 Ending Scheduled Balance ~~449~~434,~~192~~421,~~269~~795.5864 ~~889~~869,~~740~~976,~~922~~229.3719 Scheduled Principal ~~287~~282,~~743~~474.5800 ~~528~~521,~~659~~949.9882 Unscheduled Principal 1014,~~197~~487,~~783~~999.9794 1519,~~844~~242,~~834~~743.5036 Scheduled Interest 2,~~903~~837,~~765~~192.9901 5,~~471~~370,~~746~~421.5943 Servicing Fees ~~114~~112,~~919~~298.4507 ~~226~~222,~~528~~435.6122 Master Servicing Fees 1,~~915~~871.3364 3,~~775~~707.4725 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,~~786~~723,~~931~~022.2130 5,~~241~~144,~~442~~278.5196 Realized Loss Amount 0.00 015.00 Cumulative Realized Loss 0.00 015.00 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 ~~145~~192,~~123~~463.4430 ~~291~~275,~~707~~142.4889 Prepayment Penalty Paid Count 3748 4250 Special Servicing Fee 0.00 0.00

Group Level Collateral Statement Group Total Collateral Description Fixed & Mixed ARM Weighted Average Coupon Rate 7.~~358817~~355958 Weighted Average Net Rate 7.~~058817~~055957 Pass-Through Rate 7.~~053816~~050957 Weighted Average Remaining Term ~~351~~350 Record Date 0405/3031/2006 Principal And Interest Constant 9,~~191~~012,~~916~~037.1426 Beginning Loan Count 7,~~344~~213 Loans Paid in Full ~~131~~177 Ending Loan Count 7,~~213~~036 Beginning Scheduled Balance 1,~~365~~338,~~792~~933,~~213~~191.9895 Ending Scheduled Balance 1,~~338~~304,~~933~~398,~~191~~024.9583 Scheduled Principal ~~816~~804,~~403~~423.5682 Unscheduled Principal 2633,~~042~~730,~~618~~743.4730 Scheduled Interest 8,~~375~~207,~~512~~613.5844 Servicing Fees ~~341~~334,~~448~~733.0629 Master Servicing Fees 5,~~690~~578.8089 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 87,~~028~~867,~~373~~301.7226 Realized Loss Amount 015.00 Cumulative Realized Loss 015.00 Percentage of Cumulative Losses 0.0000 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount ~~436~~467,~~830~~606.9219 Prepayment Penalty Paid Count 7998 Special Servicing Fee 0.00

Additional Reporting - Deal Level Informational Reporting Credit Enhancment % 24.~~010382~~646079% Cumulative Loss % 0.000000% Structural Reporting Excess Cash Amount 2,~~102~~046,~~812~~173.7599 Extra Principal Payment Amount 0.00 Overcollateralization Amount 34,546,070.63 Overcollateralization Deficiency Amount 0.00 Overcollateralization Reduction Amount 0.00 Overcollateralization Target Amount 34,546,070.63 Trigger Event Reporting Cumulative Loss Test Trigger Result Pass Threshold Value 1.450000% Calculated Value 0.000000% Delinquency Test Trigger Result Pass Threshold Value 8.~~427644~~650774% Calculated Value 0.~~250141~~708504% 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 35 0 0 35 ~~775~~1,~~610~~022,801.1623 0.00 0.00 ~~775~~1,~~610~~022,801.1623 30 Days ~~111~~136 31 0 0 ~~114~~137 1821,~~794~~528,~~373~~969.6685 ~~201~~29,~~790~~501.3594 0.00 0.00 1821,~~996~~558,~~164~~471.0179 60 Days 2947 02 1511 0 4460 57,~~056~~004,~~756~~858.4576 0218,160.0056 23,~~714~~441,~~780~~693.6529 0.00 710,~~771~~664,~~537~~712.1061 90 Days 724 20 46 0 1330 ~~653~~4,~~549~~133,573.4185 ~~720,464~~0.9800 ~~651~~1,~~496~~462,202.9389 0.00 25,~~025~~595,~~511~~776.3274 120 Days 08 03 02 0 013 0942,083.0081 0817,090.0097 0231,157.0079 0.00 01,990,332.0057 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 ~~147~~215 811 19 0 ~~174~~245 2433,~~504~~609,~~679~~486.5227 12,~~697~~087,~~865~~554.4970 35,~~366~~135,~~277~~053.5897 0.00 2940,~~568~~832,~~822~~094.5994 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.~~041592~~071063% 0.000000% 0.000000% 0.~~041592~~071063% 0.~~057915~~078365% 0.000000% 0.000000% 0.~~057915~~078365% 30 Days 1.~~538888~~932916% 0.~~041592~~014213% 0.000000% 0.000000% 1.~~580480~~947129% 1.~~403378~~649509% 0.~~015068~~002260% 0.000000% 0.000000% 1.~~418445~~651769% 60 Days 0.~~402052~~667993% 0.~~000000~~028425% 0.~~207958~~156339% 0.000000% 0.~~610010~~852757% 0.~~377589~~536699% 0.~~000000~~016715% 0.~~202713~~263696% 0.000000% 0.~~580301~~817110% 90 Days 0.~~097047~~341103% 0.~~027728~~000000% 0.~~055455~~085276% 0.000000% 0.~~180230~~426379% 0.~~048801~~316707% 0.~~053797~~000000% 0.~~048647~~112031% 0.000000% 0.~~151245~~428738% 120 Days 0.~~000000~~113701% 0.~~000000~~042638% 0.~~000000~~028425% 0.000000% 0.~~000000~~184764% 0.~~000000~~072181% 0.~~000000~~062604% 0.~~000000~~017711% 0.000000% 0.~~000000~~152495% 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 23.~~037987~~055713% 0.~~110911~~156339% 0.~~263413~~270040% 0.000000% 23.~~412311~~482092% 12.~~829767~~575095% 0.~~126780~~159944% 0.~~251360~~393438% 0.000000% 23.~~207907~~128477%

Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance ~~730~~828,~~134~~790.6510

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 23 0 0 23 ~~232~~369,~~610~~762.1674 0.00 0.00 ~~232~~369,~~610~~762.1674 30 Days 5270 20 0 0 5470 79,~~089~~451,~~189~~684.1154 ~~172,278~~0.5000 0.00 0.00 79,~~261~~451,~~467~~684.6154 60 Days 1318 02 65 0 1925 1,~~413~~548,~~547~~802.3643 0218,160.0056 1,~~365~~174,~~889~~426.6223 0.00 2,~~779~~941,~~436~~389.9822 90 Days 210 0 13 0 313 ~~102~~1,~~897~~294,670.1635 0.00 ~~392~~642,~~083~~919.8342 0.00 ~~494~~1,~~980~~937,589.9977 120 Days 02 0 0 0 02 0431,058.0079 0.00 0.00 0.00 0431,058.0079 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 67100 45 78 0 78113 812,~~605~~726,~~633~~216.6311 ~~404~~587,~~888~~923.6630 1,~~757~~817,~~973~~345.4565 0.00 1015,~~768~~131,~~495~~485.7406 0-29 Days 0.~~069156~~106876% 0.000000% 0.000000% 0.~~069156~~106876% 0.~~051770~~085061% 0.000000% 0.000000% 0.~~051770~~085061% 30 Days 12.~~798064~~493766% 0.~~069156~~000000% 0.000000% 0.000000% 12.~~867220~~493766% 12.~~577788~~174295% 0.~~038343~~000000% 0.000000% 0.000000% 12.~~616130~~174295% 60 Days 0.~~449516~~641254% 0.~~000000~~071250% 0.~~207469~~178126% 0.000000% 0.~~656985~~890631% 0.~~314603~~356291% 0.~~000000~~050186% 0.~~303996~~270169% 0.000000% 0.~~618598~~676646% 90 Days 0.~~069156~~356252% 0.000000% 0.~~034578~~106876% 0.000000% 0.~~103734~~463128% 0.~~022901~~297830% 0.000000% 0.~~087263~~147899% 0.000000% 0.~~110164~~445729% 120 Days 0.~~000000~~071250% 0.000000% 0.000000% 0.000000% 0.~~000000~~071250% 0.~~000000~~099162% 0.000000% 0.000000% 0.000000% 0.~~000000~~099162% 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 23.~~316736~~562522% 0.~~138313~~178126% 0.~~242047~~285002% 0.000000% 24.~~697095~~025650% 12.~~915291~~927578% 0.~~090113~~135248% 0.~~391259~~418068% 0.000000% 23.~~396663~~480894% 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 12 0 0 12 ~~543~~653,~~000~~038.0049 0.00 0.00 ~~543~~653,~~000~~038.0049 30 Days 5966 1 0 0 6067 1112,~~705~~077,~~184~~285.5531 29,~~511~~501.8594 0.00 0.00 1112,~~734~~106,~~696~~787.4025 60 Days 1629 0 96 0 2535 35,~~643~~456,~~209~~056.0933 0.00 12,~~348~~267,~~891~~267.0306 0.00 47,~~992~~723,~~100~~323.1239 90 Days 514 20 3 0 1017 ~~550~~2,~~652~~838,903.2550 ~~720,464~~0.9800 ~~259~~819,~~413~~283.1047 0.00 13,~~530~~658,~~530~~186.3397 120 Days 06 03 02 0 011 0511,025.0002 0817,090.0097 0231,157.0079 0.00 01,559,273.0078 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 80115 46 1211 0 96132 1520,~~899~~883,~~045~~270.8916 1,~~292~~499,~~976~~631.8340 13,~~608~~317,~~304~~708.1332 0.00 1825,~~800~~700,~~326~~609.8588 0-29 Days 0.~~023143~~047293% 0.000000% 0.000000% 0.~~023143~~047293% 0.~~061017~~075021% 0.000000% 0.000000% 0.~~061017~~075021% 30 Days 1.~~365425~~560653% 0.~~023143~~023646% 0.000000% 0.000000% 1.~~388567~~584299% 1.~~315319~~387439% 0.~~003316~~003389% 0.000000% 0.000000% 1.~~318635~~390828% 60 Days 0.~~370285~~685741% 0.000000% 0.~~208285~~141878% 0.000000% 0.~~578570~~827619% 0.~~409390~~626792% 0.000000% 0.~~151576~~260464% 0.000000% 0.~~560965~~887255% 90 Days 0.~~115714~~331048% 0.~~046286~~000000% 0.~~069428~~070939% 0.000000% 0.~~231428~~401986% 0.~~061877~~326133% 0.~~080959~~000000% 0.~~029150~~094119% 0.000000% 0.~~171987~~420253% 120 Days 0.~~000000~~141878% 0.~~000000~~070939% 0.~~000000~~047293% 0.000000% 0.~~000000~~260109% 0.~~000000~~058707% 0.~~000000~~093867% 0.~~000000~~026555% 0.000000% 0.~~000000~~179129% 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 12.~~851423~~719319% 0.~~092571~~141878% 0.~~277713~~260109% 0.000000% 23.~~221708~~121305% 12.~~786586~~399070% 0.~~145293~~172278% 0.~~180726~~381138% 0.000000% 2.~~112605~~952486%

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 1918 ~~Jun~~Jul-05 0.000% Original Principal Balance 34,~~373~~686,~~923~~130.00 ~~Jul~~Aug-05 0.000% Current Actual Balance 34,~~366~~673,~~277~~162.5823 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Foreclosure Total ~~Oct~~Nov-05 0.000% Loans in Foreclosure 19 ~~Nov~~Dec-05 0.000% Original Principal Balance 35,~~373~~149,~~923~~630.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance 35,~~366~~135,~~277~~053.5897 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.~~000~~251% ~~May~~Jun-06 0.~~251~~393% *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 71 ~~Jun~~Jul-05 0.000% Original Principal Balance 1240,~~762,438~~000.00 ~~Jul~~Aug-05 0.000% Current Actual Balance 1239,~~757,973~~574.4553 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Foreclosure Total ~~Oct~~Nov-05 0.000% Loans in Foreclosure 71 ~~Nov~~Dec-05 0.000% Original Principal Balance 1240,~~762,438~~000.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance 1239,~~757,973~~574.4553 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.~~000~~391% ~~May~~Jun-06 0.~~391~~418% *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 23 ~~Jun~~Jul-05 0.000% Original Principal Balance ~~324~~873,~~000~~350.00 ~~Jul~~Aug-05 0.000% Current Actual Balance ~~323~~869,~~290~~879.7355 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Foreclosure Total ~~Oct~~Nov-05 0.000% Loans in Foreclosure 23 ~~Nov~~Dec-05 0.000% Original Principal Balance ~~324~~873,~~000~~350.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance ~~323~~869,~~290~~879.7355 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.~~000~~181% ~~May~~Jun-06 0.~~181~~381% *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 I 0031036337 May-2006 01-Sep-2005 CA 90.00 463,500.00 Group I ~~0121044116~~0051060474 ~~May~~Jun-2006 01-~~Dec~~Oct-2005 MNGA 9588.0039 ~~207~~98,~~100~~910.00 Group I ~~0161044352~~0161044620 ~~May~~Jun-2006 01-Oct-2005 NHMA 9586.00 ~~247~~473,000.00 Group I ~~0291002085~~0171027823 ~~May~~Jun-2006 01-~~Nov~~Oct-2005 FLAZ 8554.0004 ~~102~~154,~~850~~000.00 Group I ~~0341028417~~0231072529 ~~May~~Jun-2006 01-~~Dec~~Oct-2005 SCME 8066.0067 ~~136~~100,~~988~~000.00 Group I ~~0401003758~~0381024288 ~~May~~Jun-2006 01-Oct-2005 CTRI ~~100~~85.00 ~~393~~212,~~000~~500.00 Group I ~~0681007750~~0641013978 ~~May~~Jun-2006 01-~~Sep~~Dec-2005 NHTX 80.00 ~~212~~81,~~000~~520.00 Group III ~~0021065888~~0741013749 ~~May~~Jun-2006 01-~~Sep~~Nov-2005 CAOH 9075.00 ~~238~~240,~~500~~000.00 Group II ~~0041071744~~0051060912 ~~May~~Jun-2006 01-~~Oct~~Nov-2005 INGA 9580.00 96120,~~805~~000.00 Group II ~~0101049217~~0211035672 ~~May~~Jun-2006 01-~~Aug~~Oct-2005 TXPA 8095.00 ~~140~~323,~~800~~000.00 Group II ~~0251038212~~0231067648 ~~May~~Jun-2006 01-~~Nov~~Aug-2005 MNNJ 80100.00 88160,000.00 Group II ~~0301002335~~0231073659 ~~May~~Jun-2006 01-~~Oct~~Nov-2005 IDMA 9180.9400 85353,~~500~~600.00 Group II ~~0371028045~~0271024665 ~~May~~Jun-2006 01-~~Sep~~Nov-2005 FLMD 8085.00 ~~127~~212,~~936~~500.00 Group II ~~0371029405~~0331040013 ~~May~~Jun-2006 01-~~Nov~~Oct-2005 FLNY 7085.00 ~~225~~437,~~400~~750.00 Group II ~~0611019183~~0341026488 ~~May~~Jun-2006 01-~~Nov~~Sep-2005 CTNC 80.00 ~~236~~111,~~000~~600.00 Group II ~~0641012122~~0511039385 ~~May~~Jun-2006 01-~~Oct~~Nov-2005 TXCA 8095.00 ~~100~~593,~~000~~750.00 Group II ~~0641013738~~0521027538 ~~May~~Jun-2006 01-~~Dec~~Nov-2005 TXIN 8095.00 ~~131~~285,~~200~~000.00 Group II ~~0651012591~~0611018100 ~~May~~Jun-2006 01-~~Nov~~Oct-2005 SCNY 90.00 63405,~~824~~000.00 Group II ~~0841007610~~0631008979 ~~May~~Jun-2006 01-~~Sep~~Oct-2005 MICA 80.00 77324,~~520~~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 I 0031036337 461,891.74 01-Jan-2006 23 7.900% 811,~~763~~680.4336 Group I ~~0121044116~~0051060474 ~~206~~98,~~826~~542.7670 01-~~Jan~~Feb-2006 2 8.~~100~~400% 42,~~027~~658.7205 Group I ~~0161044352~~0161044620 ~~246~~470,~~448~~775.5553 01-~~Jan~~Feb-2006 2 86.~~950~~350% 59,~~323~~480.3426 Group I ~~0291002085~~0171027823 ~~102~~153,~~622~~720.7836 01-~~Jan~~Feb-2006 2 711.~~650~~000% 15,~~882~~479.9059 Group I ~~0341028417~~0231072529 ~~136~~99,~~792~~613.0508 01-Jan-2006 23 7.~~700~~600% 2,~~526~~419.9832 Group I ~~0401003758~~0381024288 ~~392~~211,~~083~~813.8311 01-~~Dec~~Feb-~~2005~~2006 32 78.~~300~~250% 65,~~845~~607.1245 Group I ~~0681007750~~0641013978 ~~211~~81,~~307~~414.7460 01-Jan-2006 23 8.200% 42,~~167~~140.7238 Group III ~~0021065888~~0741013749 ~~238~~239,~~500~~574.0053 01-~~Jan~~Feb-2006 2 610.~~000~~050% 37,~~398~~780.6186 Group II ~~0041071744~~0051060912 96119,~~625~~898.9993 01-Dec-2005 34 810.~~450~~250% 13,~~965~~970.0263 Group II ~~0101049217~~0211035672 ~~140~~321,~~194~~890.0372 01-~~Jan~~Feb-2006 2 7.~~750~~950% 28,~~607~~199.2553 Group II ~~0251038212~~0231067648 87160,~~891~~000.8700 01-~~Jan~~Feb-2006 2 107.~~400~~990% 24,~~217~~101.4132 Group II ~~0301002335~~0231073659 85352,~~500~~697.0095 01-~~Dec~~Feb-~~2005~~2006 32 8.~~050~~300% 19,~~656~~396.5406 Group II ~~0371028045~~0271024665 ~~127~~212,~~430~~028.7166 01-Jan-2006 23 7.~~850~~550% 25,~~401~~114.7834 Group II ~~0371029405~~0331040013 ~~225~~435,~~027~~611.0904 01-~~Jan~~Feb-2006 2 86.~~990~~150% 48,~~883~~481.2066 Group II ~~0611019183~~0341026488 ~~235~~111,~~398~~258.86 01-~~Jan~~Dec-~~2006~~2005 24 67.~~850~~400% 32,~~847~~625.9887 Group II ~~0641012122~~0511039385 99593,~~651~~750.1600 01-~~Jan~~Feb-2006 2 76.~~550~~990% 113,~~803~~240.4360 Group II ~~0641013738~~0521027538 ~~131~~284,~~043~~245.7216 01-Jan-2006 23 86.~~600~~650% 26,~~715~~002.8799 Group II ~~0651012591~~0611018100 63403,~~753~~317.5935 01-~~Jan~~Feb-2006 2 106.~~900~~990% 18,~~688~~982.2047 Group II ~~0841007610~~0631008979 77323,~~287~~009.1165 01-~~Dec~~Jan-~~2005~~2006 3 87.~~340~~400% 17,~~550~~629.4358

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

Summary 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 34 ~~Jun~~Jul-05 0.000% Original Principal Balance ~~728~~488,~~920~~105.00 ~~Jul~~Aug-05 0.000% Current Actual Balance ~~727~~486,~~874~~135.1440 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Bankruptcy Total ~~Oct~~Nov-05 0.000% Loans in Bankruptcy 811 ~~Nov~~Dec-05 0.000% Original Principal Balance 12,~~699~~091,~~930~~235.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance 12,~~697~~087,~~865~~554.4970 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.~~000~~071% ~~Apr~~May-06 0.~~071~~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 I 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 12 ~~Jun~~Jul-05 0.000% Original Principal Balance 76280,~~000~~800.00 ~~Jul~~Aug-05 0.000% Current Actual Balance 75279,~~842~~470.2292 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Bankruptcy Total ~~Oct~~Nov-05 0.000% Loans in Bankruptcy 32 ~~Nov~~Dec-05 0.000% Original Principal Balance ~~296~~200,~~800~~000.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance ~~295~~199,~~856~~420.7446 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.~~000~~048% ~~Apr~~May-06 0.~~048~~090% ~~May~~Jun-06 0.~~090~~135% *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 1 ~~Jun~~Jul-05 0.000% Original Principal Balance ~~543~~110,~~000~~500.00 ~~Jul~~Aug-05 0.000% Current Actual Balance ~~543~~110,~~000~~038.0049 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Bankruptcy Total ~~Oct~~Nov-05 0.000% Loans in Bankruptcy 12 ~~Nov~~Dec-05 0.000% Original Principal Balance 29140,~~560~~060.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance 29139,~~511~~540.8543 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.~~000~~083% ~~Apr~~May-06 0.~~083~~145% ~~May~~Jun-06 0.~~145~~172% *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 I 0051060860 May-2006 01-Nov-2005 GA 80.00 76,000.00 Group I 0051061138 Jun-2006 01-Nov-2005 GA 80.00 142,800.00 Group I 0101050387 Apr-2006 01-Oct-2005 TX 80.00 124,000.00 Group I ~~0191026790~~0721007846 ~~Apr~~Jun-2006 01-~~Oct~~Sep-2005 WAAZ 7760.4400 96138,~~800~~000.00 Group I 0841007820 May-2006 01-Sep-2005 MI 80.00 109,920.00 Group II 0041071308 Apr-2006 01-Oct-2005 IL 95.00 555,750.00 Group II 0041071744 Jun-2006 01-Oct-2005 IN 95.00 96,805.00 Group II 0051061470 Jun-2006 01-Dec-2005 GA 85.00 110,500.00 Group II 0191027244 May-2006 01-Nov-2005 CT 79.85 543,000.00 Group II 0291001803 Apr-2006 01-Oct-2005 FL 99.94 164,900.00 Group II 0341026982 Apr-2006 01-Oct-2005 SC 100.00 29,560.00

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 I 0051060860 75,842.22 01-Feb-2006 12 9.300% 12,~~705~~273.5546 Group I 0051061138 142,318.34 01-Feb-2006 2 6.900% 3,126.95 Group I 0101050387 123,578.24 01-Apr-2006 0 9.800% 1,~~957~~956.1318 Group I ~~0191026790~~0721007846 96137,~~436~~152.2858 01-~~Feb~~May-2006 10 78.~~500~~050% 1,~~734~~772.5218 Group I 0841007820 109,031.92 01-May-2006 ~~(1)~~0 6.650% ~~577~~1,154.5046 Group II 0041071308 555,564.98 01-Dec-2005 34 7.990% 1014,~~680~~241.7500 Group II 0041071744 96,625.99 01-Dec-2005 4 8.450% 2,619.19 Group II 0051061470 110,038.49 01-May-2006 0 7.900% 1,394.31 Group II 0191027244 543,000.00 01-~~Apr~~May-2006 0 5.800% 4,977.50 Group II 0291001803 164,900.00 01-Dec-2005 34 9.400% 35,~~751~~001.4796 Group II 0341026982 29,~~511~~501.8594 01-~~Feb~~Mar-2006 1 11.500% ~~826~~825.0577

Realized Loss Detail Report - Loans with Losses during Current Period Summary # Loans Prior Realized Current with Actual Loss/(Gain) Loss Group Losses Balance Amount Percentage Group I 0 0.00 0.00 0.000% Group II 01 074,768.0072 015.00 0.000% Total 01 074,768.0072 015.00 0.000%

Realized Loss Loan Detail Report - Loans With Losses during Current Period Original Current Loan Principal Note LTV at Original Group Number Balance Rate State Origination Term NoGroup ~~Losses~~II ~~this~~0621012206 ~~Period~~75,013.00 10.250% FL 50.68 360

Realized Loss Loan Detail Report - Loans With Losses during Current Period (continued) Prior Cumulative Loan Actual Realized Realized Group Number Balance Loss/(Gain) Loss/(Gain) NoGroup ~~Losses~~II ~~this~~0621012206 ~~Period~~74,768.72 15.00 15.00

Realized Loss Report - Collateral Summary MDR SDA Current Month 0.~~000~~006% Current Month 0.~~000~~431% 3 Month Average 0.~~000~~002% 3 Month Average 0.~~000~~144% 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 0.006% N/A Jun-2006 0.431% 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~~067% Current Month 0.~~000~~020% 3 Month Average 0.~~000~~022% 3 Month Average 0.~~000~~007% 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 0.067% N/A Jun-2006 0.020% 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 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~~008% Current Month 0.~~000~~649% 3 Month Average 0.~~000~~003% 3 Month Average 0.~~000~~216% 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 0.008% N/A Jun-2006 0.649% 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~~101% Current Month 0.~~000~~020% 3 Month Average 0.~~000~~034% 3 Month Average 0.~~000~~007% 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 0.101% N/A Jun-2006 0.020% 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 6185 1014,~~242~~557,~~113~~673.00 1014,~~188~~488,~~626~~116.5037 0 0.00 0.00 Group II 7091 1519,~~862~~257,~~313~~445.00 1519,~~792~~163,~~833~~852.5641 0 0.00 0.00 Total ~~131~~176 2633,~~104~~815,~~426~~118.00 2533,~~981~~651,~~460~~968.0678 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 0.00 168,~~238~~298.7106 Group II 0 0.00 0.00 01 075,013.00 074,768.0072 6115,~~816~~316.9325 Total 0 0.00 0.00 01 075,013.00 074,768.0072 7823,~~055~~614.6431

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount Group I 0021063464 CA 57.30 01-Aug-2005 255,000.00 252,760.10 Group I 0021066812 CA 44.44 01-Oct-2005 220,000.00 217,987.39 Group I 0031035411 CA 58.67 01-Aug-2005 124,377.00 123,508.40 Group I 0031036998 CA 85.00 01-Oct-2005 395,250.00 395,250.00 Group I 0061059569 OH 80.00 01-Oct-2005 190,400.00 189,613.54 Group I 0081057947 VA 55.48 01-Oct-2005 172,000.00 171,228.38 Group I 0081059088 VA 80.00 01-Nov-2005 107,200.00 106,767.66 Group I 0101048236 TX 76.23 01-Jul-2005 202,000.00 199,710.51 Group I 0121040013 WI 100.00 01-Jun-2005 148,000.00 148,000.00 Group I 0121041315 WI 85.00 01-Aug-2005 181,900.00 180,715.46 Group I 0121042890 MN 31.50 01-Oct-2005 80,010.00 79,118.77 Group I 0121043011 WI 74.97 01-Oct-2005 138,700.00 137,996.80 Group I 0121043583 WI 80.00 01-Nov-2005 69,600.00 69,290.43 Group I 0131034149 OH 60.00 01-Aug-2005 90,000.00 89,564.41 Group I 0141049405 NY 80.00 01-Nov-2005 120,000.00 119,529.77 Group I 0141051185 NY 73.08 01-Nov-2005 95,000.00 94,511.61 Group I 0151029187 PA 80.00 01-Aug-2005 180,000.00 178,951.26 Group I 0161044254 MA 37.33 01-Oct-2005 84,000.00 83,422.96 Group I 0161044713 MA 74.67 01-Oct-2005 227,000.00 225,450.94 Group I 0171028356 AZ 80.00 01-Nov-2005 164,876.00 164,876.00 Group I 0191026865 OR 85.00 01-Nov-2005 157,250.00 156,904.35 Group I 0191027252 WA 85.00 01-Nov-2005 89,250.00 89,008.39 Group I 0231070899 NJ 63.19 01-Oct-2005 227,500.00 225,870.73 Group I 0231073161 MA 51.43 01-Nov-2005 270,000.00 268,407.98 Group I 0261053783 VA 90.00 01-Oct-2005 63,000.00 62,763.07 Group I 0261054069 AL 75.00 01-Oct-2005 105,000.00 104,493.96 Group I 0271024581 NV 71.13 01-Nov-2005 60,000.00 59,815.39 Group I 0291001661 FL 82.64 01-Oct-2005 17,700.00 17,392.68 Group I 0331038603 NY 22.22 01-Oct-2005 100,000.00 99,290.69 Group I 0361028210 MI 80.00 01-Dec-2005 120,800.00 120,428.69 Group I 0371030213 FL 65.00 01-Dec-2005 91,000.00 90,672.79 Group I 0381020901 MA 85.00 01-Jun-2005 398,650.00 393,437.01 Group I 0381023756 PA 73.96 01-Sep-2005 170,100.00 168,802.97 Group I 0381023970 NY 65.00 01-Oct-2005 195,000.00 193,517.89 Group I 0381024136 RI 49.63 01-Oct-2005 335,000.00 333,022.46 Group I 0381024493 RI 85.00 01-Nov-2005 165,750.00 164,903.19 Group I 0381024819 RI 73.88 01-Nov-2005 314,000.00 314,000.00 Group I 0401004169 DE 80.00 01-Nov-2005 221,600.00 220,525.32 Group I 0511038937 CA 68.39 01-Nov-2005 212,000.00 211,071.00 Group I 0511039951 NV 81.60 01-Dec-2005 102,000.00 101,610.96 Group I 0521027690 WI 80.00 01-Aug-2005 120,000.00 119,042.16 Group I 0611017473 NJ 70.00 01-Sep-2005 273,000.00 271,612.06 Group I 0621011610 FL 84.96 01-Nov-2005 113,100.00 112,770.09 Group I 0631010356 CA 42.19 01-Dec-2005 100,000.00 99,529.48 Group I 0661005754 CA 76.19 01-May-2005 96,000.00 94,968.06 Group I 0661010175 CA 85.00 01-Oct-2005 297,500.00 295,489.37 Group I 0671005056 CA 35.57 01-Aug-2005 345,000.00 341,462.30 Group I 0681006863 ME 100.00 01-Aug-2005 15,900.00 15,846.91 Group I 0681006964 ME 69.95 01-Aug-2005 145,500.00 144,453.13 Group I 0681007701 ME 80.00 01-Sep-2005 415,200.00 411,474.41 Group I 0681007971 ME 85.00 01-Oct-2005 89,250.00 88,896.38 Group I 0681008360 ME 80.00 01-Nov-2005 99,200.00 98,765.91 Group I 0691005917 VA 68.42 01-Nov-2005 325,000.00 322,984.67 Group I 0711007950 MI 75.76 01-Oct-2005 50,000.00 49,768.65 Group I 0711008181 VT 80.00 01-Nov-2005 172,000.00 171,107.35 Group I 0721008637 AZ 85.00 01-Nov-2005 164,900.00 164,389.55 Group I 0731012821 MD 80.00 01-Nov-2005 214,400.00 212,869.00 Group I 0741012787 FL 95.00 01-Oct-2005 156,750.00 155,895.56 Group I 0741013209 OH 65.00 01-Oct-2005 58,500.00 58,273.28 Group I 0781003740 MI 67.31 01-Aug-2005 70,000.00 69,579.57 Group I 0851001873 NJ 66.67 01-Oct-2005 260,000.00 258,173.46 Group II 0011076542 CA 80.00 01-Oct-2005 372,000.00 371,990.00 Group II 0021065684 CA 65.00 01-Aug-2005 261,950.00 259,636.73 Group II 0031036493 CA 70.00 01-Sep-2005 591,500.00 586,572.50 Group II 0031036722 CA 48.05 01-Sep-2005 197,000.00 195,498.60 Group II 0031036907 CA 89.52 01-Oct-2005 333,000.00 330,637.98 Group II 0031037130 CA 54.64 01-Oct-2005 765,000.00 762,584.97 Group II 0031037449 CA 89.87 01-Oct-2005 173,000.00 172,489.32 Group II 0031037450 CA 21.74 01-Oct-2005 120,000.00 118,905.26 Group II 0031038131 CA 80.00 01-Nov-2005 192,000.00 192,000.00 Group II 0081058132 VA 95.00 01-Oct-2005 598,500.00 598,500.00 Group II 0091030702 KS 100.00 01-Mar-2005 29,600.00 29,439.91 Group II 0111000281 HI 60.00 01-Oct-2005 900,000.00 892,138.82 Group II 0121043433 MN 80.00 01-Nov-2005 140,000.00 139,480.02 Group II 0131033588 FL 49.14 01-Aug-2005 100,000.00 99,051.74 Group II 0131034854 OH 80.00 01-Oct-2005 118,800.00 118,348.54 Group II 0131036025 PA 100.00 01-Nov-2005 64,800.00 64,663.26 Group II 0141051073 MA 67.14 01-Nov-2005 376,000.00 373,320.36 Group II 0161043625 MA 69.23 01-Sep-2005 270,000.00 267,344.53 Group II 0161045367 MA 54.39 01-Nov-2005 155,000.00 154,453.50 Group II 0161045454 MA 91.72 01-Nov-2005 499,900.00 497,201.01 Group II 0161045479 MA 65.76 01-Nov-2005 121,000.00 120,466.88 Group II 0161045506 MA 57.76 01-Nov-2005 350,000.00 347,855.11 Group II 0161045530 MA 95.00 01-Nov-2005 48,750.00 48,628.91 Group II 0171028622 CA 54.69 01-Nov-2005 350,000.00 347,495.98 Group II 0171028710 AZ 95.00 01-Nov-2005 231,281.00 230,019.97 Group II 0191026649 WA 80.00 01-Oct-2005 194,800.00 193,790.18 Group II 0211033075 SC 90.00 01-Sep-2005 227,291.00 225,776.72 Group II 0211033400 MD 70.00 01-Sep-2005 164,500.00 163,706.74 Group II 0211033979 MA 83.33 01-Oct-2005 112,500.00 111,906.18 Group II 0211034284 FL 60.00 01-Oct-2005 510,000.00 507,169.50 Group II 0211036400 DC 28.52 01-Dec-2005 75,000.00 74,783.51 Group II 0231067057 NJ 100.00 01-Sep-2005 255,000.00 254,998.00 Group II 0231069400 MA 58.14 01-Aug-2005 275,000.00 272,452.44 Group II 0231073049 NH 85.00 01-Nov-2005 225,250.00 224,081.05 Group II 0231073835 NJ 100.00 01-Nov-2005 54,060.00 53,869.36 Group II 0291001927 VA 71.25 01-Oct-2005 285,000.00 282,700.76 Group II 0321029753 CO 80.00 01-Nov-2005 132,000.00 132,000.00 Group II 0321029754 CO 100.00 01-Nov-2005 33,000.00 32,892.39 Group II 0331039933 NY 93.33 01-Oct-2005 224,000.00 222,875.82 Group II 0341028422 NC 80.00 01-Dec-2005 104,000.00 103,321.03 Group II 0351029471 TX 80.00 01-Oct-2005 112,000.00 111,240.19 Group II 0371028071 FL 100.00 01-Sep-2005 39,200.00 39,082.88 Group II 0371029706 FL 75.24 01-Dec-2005 79,000.00 78,776.71 Group II 0381023264 MA 90.00 01-Sep-2005 219,600.00 217,973.58 Group II 0391014676 AL 95.00 01-Oct-2005 114,000.00 113,593.21 Group II 0401003925 CA 84.69 01-Oct-2005 80,000.00 79,708.45 Group II 0401004777 VA 60.41 01-Dec-2005 296,000.00 294,425.05 Group II 0511036644 CO 100.00 01-Sep-2005 50,756.00 50,604.32 Group II 0521023102 KS 100.00 01-Mar-2005 42,980.00 42,692.94 Group II 0581001618 CA 100.00 01-Nov-2005 63,720.00 63,402.31 Group II 0581002217 OR 80.00 01-Oct-2005 267,600.00 265,927.36 Group II 0581003434 CA 70.00 01-Nov-2005 280,000.00 279,205.72 Group II 0581003890 CA 85.00 01-Dec-2005 595,000.00 594,995.71 Group II 0631008672 CA 70.37 01-Sep-2005 380,000.00 378,718.74 Group II 0631009453 CA 87.31 01-Oct-2005 340,500.00 338,308.22 Group II 0651010037 NY 85.00 01-Aug-2005 202,725.00 201,553.82 Group II 0651012329 VA 85.00 01-Oct-2005 102,850.00 102,181.42 Group II 0651012779 NH 90.00 01-Nov-2005 258,300.00 257,069.28 Group II 0661009403 CA 48.19 01-Oct-2005 200,000.00 198,483.03 Group II 0661010802 CA 80.00 01-Nov-2005 368,000.00 368,000.00 Group II 0681007036 MA 60.78 01-Oct-2005 310,000.00 308,279.56 Group II 0681008044 ME 68.63 01-Oct-2005 105,000.00 104,248.27 Group II 0681008483 ME 85.00 01-Oct-2005 208,250.00 206,998.62 Group II 0681009412 ME 65.00 01-Dec-2005 163,800.00 163,059.15 Group II 0701001140 CA 56.60 01-Aug-2005 150,000.00 148,702.24 Group II 0711007670 ME 80.00 01-Aug-2005 84,000.00 83,530.17 Group II 0841008589 MI 85.00 01-Dec-2005 70,550.00 70,424.32 Group II 0841009014 MI 91.75 01-Nov-2005 183,500.00 182,618.92 Group II 0851001370 PA 80.00 01-Aug-2005 72,000.00 71,665.80 Group II 0851001682 NJ 70.00 01-Oct-2005 192,500.00 192,500.00

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning Group I ~~0021063464~~0011076921 Loan Paid in Full 0 68.~~990~~950% 360 9 Group I ~~0021066812~~0031036325 Loan Paid in Full (1) 56.~~350~~000% 360 9 Group I 0031038650 Loan Paid in Full 0 6.600% 360 7 Group I ~~0031035411~~0031038774 Loan Paid in Full (1) 7.~~950~~400% 360 97 Group I ~~0031036998~~0041065780 Loan Paid in Full 0(1) 610.~~950~~630% 360 713 Group I ~~0061059569~~0041072023 Loan Paid in Full (1) 97.~~400~~350% 360 7 Group I ~~0081057947~~0051058913 Loan Paid in Full 0 910.~~000~~340% 360 710 Group I ~~0081059088~~0051059752 Loan Paid in Full 0 8.~~850~~100% 360 69 Group I ~~0101048236~~0051060061 Loan Paid in Full (1) 57.~~950~~450% 360 108 Group I ~~0121040013~~0051060138 Loan Paid in Full ~~(1)~~0 86.~~550~~700% 360 119 Group I ~~0121041315~~0081057687 Loan Paid in Full 0 8.~~300~~450% 360 9 Group I ~~0121042890~~0081058162 Loan Paid in Full ~~(1)~~0 7.~~250~~750% 360 78 Group I ~~0121043011~~0111000670 Loan Paid in Full ~~(1)~~0 86.~~400~~800% 360 7 Group I ~~0121043583~~0121042808 Loan Paid in Full ~~(1)~~0 8.~~850~~690% 360 68 Group I ~~0131034149~~0131035220 Loan Paid in Full 0 7.500% 360 8 Group I 0161042619 Loan Paid in Full 0 9.~~750~~100% 360 10 Group I 0161043624 Loan Paid in Full 0 7.650% 360 9 Group I ~~0141049405~~0161045382 Loan Paid in Full (1) 87.~~990~~350% 360 67 Group I ~~0141051185~~0161046105 Loan Paid in Full 0 76.~~990~~500% 360 6 Group I ~~0151029187~~0171028464 Loan Paid in Full (0 12.300% 360 7 Group I 0191026790 Loan Paid in Full 1) 7.500% 360 8 Group I 0211031722 Loan Paid in Full 0 8.850% 360 910 Group I ~~0161044254~~0211031725 Loan Paid in Full 0 711.~~990~~500% 360 710 Group I ~~0161044713~~0231070251 Loan Paid in Full 0 6.~~900~~500% 360 79 Group I ~~0171028356~~0231070584 Loan Paid in Full 0 75.~~540~~140% 360 69 Group I ~~0191026865~~0231072110 Loan Paid in Full ~~(1)~~0 89.~~400~~850% 360 68 Group I ~~0191027252~~0231072545 Loan Paid in Full ~~(1)~~0 108.~~750~~390% 360 68 Group I ~~0231070899~~0231072554 Loan Paid in Full 0 67.~~650~~000% 360 78 Group I ~~0231073161~~0231072810 Loan Paid in Full ~~(1)~~0 68.950% 360 68 Group I ~~0261053783~~0231073200 Loan Paid in Full (1) 96.850% 360 7 Group I ~~0261054069~~0231073868 Loan Paid in Full (1) 8.~~650~~190% 360 6 Group I 0231074329 Loan Paid in Full 0 6.800% 360 6 Group I 0231074401 Loan Paid in Full 0 6.800% 360 7 Group I ~~0271024581~~0261052442 Loan Paid in Full (1) 108.~~150~~350% 360 611 Group I ~~0291001661~~0271024208 Loan Paid in Full 0 1112.~~500~~350% ~~180~~360 8 Group I 0271024701 Loan Paid in Full (1) 5.750% 360 7 Group I ~~0331038603~~0281017116 Loan Paid in Full 0 69.~~700~~000% 360 78 Group I ~~0361028210~~0281017611 Loan Paid in Full (1) 9.400% 360 56 Group I ~~0371030213~~0291002568 Loan Paid in Full (1) 87.~~640~~390% 360 56 Group I ~~0381020901~~0311027737 Loan Paid in Full (1) 58.~~750~~500% 360 1110 Group I ~~0381023756~~0321026826 Loan Paid in Full 0(1) 68.~~950~~050% 360 810 Group I ~~0381023970~~0321028991 Loan Paid in Full (1) 67.~~375~~200% 360 78 Group I ~~0381024136~~0331040486 Loan Paid in Full 0 7.~~640~~990% 360 78 Group I ~~0381024493~~0361028327 Loan Paid in Full 0(1) 7.~~740~~150% 360 6 Group I ~~0381024819~~0371027665 Loan Paid in Full 0(1) 6.~~550~~640% 360 69 Group I ~~0401004169~~0371029550 Loan Paid in Full 0 12.175% 360 7 Group I 0371029560 Loan Paid in Full (1) 76.~~940~~440% 360 67 Group I ~~0511038937~~0371029671 Loan Paid in Full 0 89.~~450~~840% 360 67 Group I ~~0511039951~~0381024059 Loan Paid in Full (1) 8.~~350~~300% 360 58 Group I ~~0521027690~~0381024588 Loan Paid in Full 0 8.~~650~~300% 360 97 Group I ~~0611017473~~0401003729 Loan Paid in Full (1) 6.850% 360 8 Group I 0401003771 Loan Paid in Full (1) 6.~~990~~300% 360 8 Group I ~~0621011610~~0401004744 Loan Paid in Full 0 109.~~400~~500% 360 6 Group I ~~0631010356~~0511039577 Loan Paid in Full (1) 8.500% 360 7 Group I 0521027190 Loan Paid in Full 0 9.~~300~~650% 360 510 Group I ~~0661005754~~0521028949 Loan Paid in Full ~~(1)~~0 6.750% 360 8 Group I 0581002989 Loan Paid in Full 0 6.600% 360 7 Group I 0621011485 Loan Paid in Full 0 7.~~850~~190% 360 127 Group I ~~0661010175~~0621012200 Loan Paid in Full ~~(1)~~0 6.~~950~~700% 360 7 Group I ~~0671005056~~0621012778 Loan Paid in Full ~~(2)~~0 6.~~125~~950% 360 6 Group I 0631009002 Loan Paid in Full 0 8.700% 360 9 Group I ~~0681006863~~0641010638 Loan Paid in Full (1) 117.~~500~~700% 360 9 Group I ~~0681006964~~0641011590 Loan Paid in Full 0 9.840% 180 8 Group I 0651011772 Loan Paid in Full 0 7.~~800~~450% 360 9 Group I ~~0681007701~~0661009442 Loan Paid in Full ~~(1)~~0 69.~~990~~350% 360 8 Group I ~~0681007971~~0671005877 Loan Paid in Full (1) 7.650% 360 9 Group I 0671006024 Loan Paid in Full 0 9.750% 360 9 Group I 0681007415 Loan Paid in Full 0 10.600% 360 9 Group I 0681008623 Loan Paid in Full 0 6.950% 360 7 Group I ~~0681008360~~0691004942 Loan Paid in Full ~~(1)~~0 8.~~450~~850% 360 69 Group I ~~0691005917~~0691005150 Loan Paid in Full (1) 610.~~690~~050% 360 67 Group I ~~0711007950~~0691005601 Loan Paid in Full (1) 8.~~850~~800% 360 7 Group I ~~0711008181~~0701001517 Loan Paid in Full 0 7.~~600~~000% 360 69 Group I ~~0721008637~~0701001622 Loan Paid in Full (1) 115.~~000~~050% 360 69 Group I ~~0731012821~~0721007578 Loan Paid in Full (1) 57.600% 360 10 Group I 0731012858 Loan Paid in Full (1) 7.950% 360 6 Group I ~~0741012787~~0761013564 Loan Paid in Full 0(1) 10.100% 360 7 Group I 0781005157 Loan Paid in Full (1) 8.~~040~~050% 360 7 Group I ~~0741013209~~0791002179 Loan Paid in Full (1) 10.625% 360 13 Group I 0791004365 Loan Paid in Full 0 9.~~750~~875% 360 7 Group I ~~0781003740~~0841007488 Loan Paid in Full 0 10.350% 360 8 Group I 0841008713 Loan Paid in Full 0 8.~~700~~750% 360 8 Group I 0851001786 Loan Paid in Full 0 8.990% 360 9 Group I ~~0851001873~~0851002193 Loan Paid in Full 0 68.~~750~~850% 360 7 Group III ~~0011076542~~0871002344 Loan Paid in Full 0 67.~~500~~800% 360 78 Group II ~~0021065684~~0021064975 Loan Paid in Full 0 5.590% 360 10 Group II 0021065888 Loan Paid in Full 2 6.~~750~~000% 360 9 Group II ~~0031036493~~0031036215 Loan Paid in Full 0(1) 65.~~490~~850% 360 89 Group II ~~0031036722~~0031036657 Loan Paid in Full 0(1) 7.~~200~~550% 360 8 Group II ~~0031036907~~0031038073 Loan Paid in Full 0 68.~~700~~000% 360 7 Group II ~~0031037130~~0031038288 Loan Paid in Full 0 69.~~950~~900% 360 7 Group II ~~0031037449~~0031038542 Loan Paid in Full ~~(1)~~0 109.~~990~~875% 360 7 Group II ~~0031037450~~0041065720 Loan Paid in Full (1) 610.~~250~~750% 360 713 Group II ~~0031038131~~0041065877 Loan Paid in Full 0 610.350% 360 13 Group II 0041070070 Loan Paid in Full 0 7.750% 360 9 Group II 0041070715 Loan Paid in Full 0 6.400% 360 9 Group II ~~0081058132~~0041072004 Loan Paid in Full ~~(1)~~0 5.950% 360 7 Group II 0081059000 Loan Paid in Full 0 8.~~350~~550% 360 7 Group II ~~0091030702~~0081059305 Loan Paid in Full 0 117.~~250~~110% 360 147 Group II ~~0111000281~~0091029998 Loan Paid in Full 0 10.750% 360 16 Group II 0101050510 Loan Paid in Full (1) 56.~~600~~625% 360 78 Group II ~~0121043433~~0101050511 Loan Paid in Full 0 98.~~250~~000% 360 8 Group II 0101051556 Loan Paid in Full 0 10.500% 360 6 Group II ~~0131033588~~0111000822 Loan Paid in Full 0 7.550% 360 6 Group II 0131034404 Loan Paid in Full (1) 7.~~600~~000% 360 9 Group II ~~0131034854~~0141048397 Loan Paid in Full 0(1) 911.~~800~~150% 360 79 Group II ~~0131036025~~0151029976 Loan Paid in Full 0 115.~~900~~950% 360 69 Group II ~~0141051073~~0151030079 Loan Paid in Full (1) 6.~~750~~850% 360 68 Group II ~~0161043625~~0151030164 Loan Paid in Full (1) 58.~~800~~700% 360 8 Group II ~~0161045367~~0161042674 Loan Paid in Full (1) 9.~~500~~450% 360 610 Group II ~~0161045454~~0161045005 Loan Paid in Full ~~(1)~~0 7.~~400~~100% 360 68 Group II ~~0161045479~~0161045217 Loan Paid in Full 0 86.~~690~~890% 360 67 Group II ~~0161045506~~0161045464 Loan Paid in Full 0 79.~~400~~310% 360 67 Group II ~~0161045530~~0161046160 Loan Paid in Full ~~(1)~~0 118.~~150~~050% 360 6 Group II ~~0171028622~~0171028238 Loan Paid in Full 0 57.~~940~~750% 360 7 Group II 0191024893 Loan Paid in Full 0 6.990% 360 11 Group II ~~0171028710~~0211034649 Loan Paid in Full (1) 7.~~350~~500% 360 67 Group II ~~0191026649~~0211036862 Loan Paid in Full (1) 811.~~290~~900% 360 7 Group II ~~0211033075~~0231069406 Loan Paid in Full 0 78.~~640~~250% 360 10 Group II 0231069898 Loan Paid in Full (1) 5.990% 360 8 Group II ~~0211033400~~0231071384 Loan Paid in Full 0 911.~~240~~990% 360 8 Group II ~~0211033979~~0231072144 Loan Paid in Full (1) 8.~~200~~350% 360 78 Group II ~~0211034284~~0231072167 Loan Paid in Full 0 78.~~950~~100% 360 78 Group II ~~0211036400~~0231072511 Loan Paid in Full ~~(1)~~0 98.~~700~~550% 360 58 Group II ~~0231067057~~0231072842 Loan Paid in Full 0 910.~~400~~875% 360 87 Group II ~~0231069400~~0231075226 Loan Paid in Full 0(1) 7.~~000~~900% 360 96 Group II ~~0231073049~~0261054482 Loan Paid in Full 0 7.~~600~~940% 360 67 Group II ~~0231073835~~0271021867 Loan Paid in Full (1) 9.500% 360 11 Group II 0271023584 Loan Paid in Full (1) 6.950% 360 9 Group II ~~0291001927~~0271024837 Loan Paid in Full 0 69.~~700~~750% 360 7 Group II ~~0321029753~~0281016972 Loan Paid in Full (1) 6.~~750~~850% 360 68 Group II ~~0321029754~~0281017526 Loan Paid in Full (1) 96.~~875~~850% 360 7 Group II 0311028245 Loan Paid in Full (2) 7.250% 360 8 Group II 0311028434 Loan Paid in Full 0 6.800% 360 8 Group II ~~0331039933~~0311028714 Loan Paid in Full (1) 8.~~450~~400% 360 7 Group II ~~0341028422~~0361027554 Loan Paid in Full (1) 98.~~900~~300% 360 57 Group II ~~0351029471~~0371026920 Loan Paid in Full 0 76.000% 360 10 Group II 0371029730 Loan Paid in Full (1) 8.350% 360 7 Group II ~~0371028071~~0381024114 Loan Paid in Full 0 119.~~500~~050% 360 87 Group II ~~0371029706~~0381024541 Loan Paid in Full ~~(1)~~0 910.~~800~~650% 360 58 Group II ~~0381023264~~0401003878 Loan Paid in Full ~~(1)~~0 713.~~100~~730% 360 8 Group II ~~0391014676~~0401003898 Loan Paid in Full 0 1013.100% 360 78 Group II ~~0401003925~~0401003978 Loan Paid in Full 0 108.~~000~~400% 360 78 Group II ~~0401004777~~0401003993 Loan Paid in Full 0(1) 7.~~050~~800% 360 57 Group II ~~0511036644~~0401004448 Loan Paid in Full 0 1110.~~500~~700% 360 87 Group II ~~0521023102~~0511036691 Loan Paid in Full 0 107.~~250~~490% 360 1410 Group II ~~0581001618~~0511039501 Loan Paid in Full (1) 87.~~900~~800% 360 6 Group II ~~0581002217~~0511039696 Loan Paid in Full 0(1) 7.~~350~~275% 360 7 Group II ~~0581003434~~0521026718 Loan Paid in Full 0 610.~~850~~350% 360 610 Group II ~~0581003890~~0521027413 Loan Paid in Full 0(1) 79.~~350~~900% 360 510 Group II ~~0631008672~~0521028518 Loan Paid in Full (1) 7.~~150~~550% 360 89 Group II ~~0631009453~~0611018454 Loan Paid in Full 0(1) 7.200% 360 7 Group II ~~0651010037~~0611018651 Loan Paid in Full 01 8.~~900~~650% 360 8 Group II 0621011956 Loan Paid in Full (1) 9.250% 360 7 Group II ~~0651012329~~0621012206 Liquidation (1) 10.250% 360 7 Group II 0631009149 Loan Paid in Full 0 7.~~150~~990% 360 78 Group II ~~0651012779~~0631010364 Loan Paid in Full 0 8.550% 360 67 Group II ~~0661009403~~0631010435 Loan Paid in Full 0(1) 67.~~350~~250% 360 7 Group II ~~0661010802~~0661010484 Loan Paid in Full (12) 5.~~700~~600% 360 67 Group II ~~0681007036~~0661010680 Loan Paid in Full 0(1) 6.650% 360 7 Group II 0661010790 Loan Paid in Full (1) 10.~~950~~250% 360 7 Group II ~~0681008044~~0671005068 Loan Paid in Full 0 7.~~100~~740% 360 710 Group II ~~0681008483~~0671005898 Loan Paid in Full (1) 76.~~550~~450% 360 79 Group II ~~0681009412~~0671007295 Loan Paid in Full (1) 78.~~500~~050% 360 57 Group II ~~0701001140~~0681007864 Loan Paid in Full 0 7.~~150~~100% 360 9 Group II ~~0711007670~~0681009163 Loan Paid in Full (1) 9.~~050~~700% 360 96 Group II ~~0841008589~~0691005849 Loan Paid in Full 0 6.800% 360 7 Group II 0711008723 Loan Paid in Full 0 7.850% 360 6 Group II 0781004692 Loan Paid in Full 0 10.550% 360 8 Group II 0791004096 Loan Paid in Full 0 11.450% 360 8 Group II 0841008052 Loan Paid in Full 0 7.950% 360 59 Group II ~~0841009014~~0851000851 Loan Paid in Full (1) 7.990% 360 612 Group II ~~0851001370~~0851002019 Loan Paid in Full (1) 10.500% 360 8 Group II 0851002326 Loan Paid in Full 0 9.~~950~~450% 360 97 Group II ~~0851001682~~0851002414 Loan Paid in Full 0 78.~~050~~200% 360 6 Group II 0871001680 Loan Paid in Full (1) 8.750% 360 9 Group II 0871002583 Loan Paid in Full (1) 6.850% 360 7

Prepayment - Voluntary Prepayments

Summary SMM CPR PSA Current Month 12.~~908~~521% Current Month 2026.~~639~~388% Current Month 1,~~521~~696.~~659~~227% 3 Month Average 12.~~651~~048% 3 Month Average 1821.~~080~~929% 3 Month Average 1,~~563~~612.~~341~~924% 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 14.842% N/A Mar-2006 1,547.477% N/A Apr-2006 18.760% N/A Apr-2006 1,620.886% N/A May-2006 20.639% N/A May-2006 1,521.659% N/A Jun-2006 26.388% N/A Jun-2006 1,696.227% 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 23.~~220~~227% Current Month 2332.~~615~~542% Current Month 12,~~733~~084.~~241~~050% 3 Month Average 12.~~906~~487% 3 Month Average 2025.~~568~~935% 3 Month Average 1,~~763~~891.~~968~~944% 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 16.441% N/A Mar-2006 1,700.123% N/A Apr-2006 21.647% N/A Apr-2006 1,858.541% N/A May-2006 23.615% N/A May-2006 1,733.241% N/A Jun-2006 32.542% N/A Jun-2006 2,084.050% 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.~~750~~164% Current Month 1923.~~089~~090% Current Month 1,~~410~~486.~~601~~966% 3 Month Average 1.~~522~~826% 3 Month Average 1619.~~785~~810% 3 Month Average 1,~~457~~464.~~782~~313% 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 14.014% N/A Mar-2006 1,467.372% N/A Apr-2006 17.252% N/A Apr-2006 1,495.373% N/A May-2006 19.089% N/A May-2006 1,410.601% N/A Jun-2006 23.090% N/A Jun-2006 1,486.966% 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($) Balance($) < 4.000 0 0.00 0.000 0 0.00 0.000 4.000 4.499 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 7977 3130,~~284~~616,~~169~~573.1795 2.~~336~~347 2927 7,~~922~~270,~~159~~555.6200 1.~~764~~674 5.500 5.999 ~~495~~487 ~~163~~160,~~018~~528,~~663~~842.7374 12.~~175~~307 ~~137~~136 31,~~998~~611,~~948~~752.7269 7.~~124~~277 6.000 6.499 ~~588~~581 ~~172~~170,~~203~~931,~~237~~808.9506 1213.~~861~~104 ~~196~~193 43,~~892~~363,~~289~~829.1192 9.~~771~~982 6.500 6.999 1,~~083~~058 ~~269~~263,~~951~~672,~~757~~845.9846 20.~~162~~214 ~~432~~417 8885,~~826~~561,~~263~~561.0126 19.~~775~~696 7.000 7.499 ~~760~~740 ~~162~~157,~~303~~196,~~487~~263.7727 12.~~122~~051 ~~316~~305 5654,~~496~~323,~~531~~620.8759 12.~~577~~505 7.500 7.999 1,~~043~~018 ~~197~~191,~~577~~917,~~566~~472.5265 14.~~756~~713 ~~469~~459 7877,~~738~~237,~~560~~866.2037 17.~~529~~779 8.000 8.499 ~~630~~608 ~~100~~95,~~969~~930,~~211~~144.4276 7.~~541~~354 ~~291~~281 4240,~~708~~520,~~495~~440.5900 9.~~508~~327 8.500 8.999 ~~702~~683 9592,~~934~~282,~~689~~473.7950 7.~~165~~075 ~~328~~316 4240,~~390~~267,~~117~~064.7814 9.~~437~~269 9.000 9.499 ~~383~~375 4544,~~294~~175,~~154~~581.7722 3.~~383~~387 ~~176~~173 20,~~581~~210,~~759~~934.1066 4.~~582~~652 9.500 9.999 ~~460~~448 4342,~~927~~650,~~493~~458.5371 3.~~281~~270 ~~163~~156 1514,~~641~~926,~~158~~189.1922 3.~~482~~436 10.000 10.499 ~~220~~212 1918,~~596~~975,~~286~~628.1383 1.~~464~~455 7773 7,~~709~~372,~~428~~533.2849 1.~~716~~697 10.500 10.999 ~~233~~222 1514,~~620~~741,~~920~~105.7240 1.~~167~~130 7572 4,~~972~~570,~~075~~822.0224 1.~~107~~052 11.000 11.499 ~~152~~150 7,~~791~~679,~~624~~226.3063 0.~~582~~589 56 2,~~652~~651,~~347~~181.8110 0.~~590~~610 11.500 11.999 ~~320~~317 11,~~241~~073,~~030~~661.2935 0.~~840~~849 ~~119~~118 3,~~640~~620,~~827~~675.2536 0.~~811~~833 12.000 12.499 5249 1,~~770~~662,~~825~~036.4644 0.~~132~~127 2118 ~~772~~663,~~067~~594.4080 0.~~172~~153 12.500 12.999 6 178,~~880~~833.2212 0.~~013~~014 4 ~~129~~128,~~016~~983.7600 0.~~029~~030 13.000 13.499 65 ~~234~~185,~~274~~068.8374 0.~~017~~014 3 120,~~223~~191.8780 0.~~027~~028 13.500 13.999 10 ~~34,917~~0.3700 0.~~003~~000 0 0.00 0.000 >= 14.000 0 0.00 0.000 0 0.00 0.000 Total 7,~~213~~036 1,~~338~~304,~~933~~398,~~191~~024.9583 100.000 2,~~892~~807 ~~449~~434,~~192~~421,~~269~~795.5864 100.000

Interest Rate Stratification (continued) Group II Current Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Range(%) Balance($) < 4.000 0 0.00 0.000 4.000 4.499 0 0.00 0.000 4.500 4.999 0 0.00 0.000 5.000 5.499 50 23,~~362~~346,~~009~~018.5595 2.~~626~~684 5.500 5.999 ~~358~~351 ~~131~~128,~~019~~917,~~715~~090.0105 14.~~726~~818 6.000 6.499 ~~392~~388 ~~128~~127,~~310~~567,~~948~~978.8414 14.~~421~~663 6.500 6.999 ~~651~~641 ~~181~~178,~~125~~111,~~494~~284.9720 20.~~357~~473 7.000 7.499 ~~444~~435 ~~105~~102,~~806~~872,~~955~~642.9068 11.~~892~~825 7.500 7.999 ~~574~~559 ~~118~~114,~~839~~679,~~006~~606.3228 13.~~357~~182 8.000 8.499 ~~339~~327 5855,~~260~~409,~~715~~704.8376 6.~~548~~369 8.500 8.999 ~~374~~367 5352,~~544~~015,~~572~~409.0136 65.~~018~~979 9.000 9.499 ~~207~~202 2423,~~712~~964,~~395~~646.6756 2.~~777~~755 9.500 9.999 ~~297~~292 2827,~~286~~724,~~335~~269.3449 3.~~179~~187 10.000 10.499 ~~143~~139 11,~~886~~603,~~857~~095.8534 1.~~336~~334 10.500 10.999 ~~158~~150 10,~~648~~170,~~845~~283.7016 1.~~197~~169 11.000 11.499 9694 5,~~139~~028,~~276~~045.4953 0.578 11.500 11.999 ~~201~~199 7,~~600~~452,~~203~~985.0499 0.~~854~~857 12.000 12.499 31 998,~~758~~441.0664 0.~~112~~115 12.500 12.999 2 49,~~863~~850.4612 0.006 13.000 13.499 32 ~~114~~64,~~050~~876.9694 0.~~013~~007 13.500 13.999 10 ~~34,917~~0.3700 0.~~004~~000 >= 14.000 0 0.00 0.000 Total 4,~~321~~229 ~~889~~869,~~740~~976,~~922~~229.3719 100.000

Filing Compare · HSI Asset Securitization CORP Trust 2006-OPT2