10-D 1 sab06fr1_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: 333-123990-07 Securitized Asset Backed Receivables LLC Trust 2006-FR1 (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-123990 Securitized Asset Backed Receivables LLC (Exact name of depositor as specified in its charter) Barclays Bank PLC (Exact name of sponsor as specified in its charter) New York (State or other jurisdiction of incorporation or organization of the issuing entity) 54-2193556 54-2193557 54-2193558 54-2193559 54-6703536 (I.R.S. Employer Identification No.) c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Road Columbia, MD 21045 (Address of principal executive offices of the issuing entity) (Zip Code) (410) 884-2000 (Telephone number, including area code) Not Applicable (Former name, former address, if changed since last report) Registered/reporting pursuant to (check one) Title of Section Section Section Name of Exchange Class 12(b) 12(g) 15(d) (If Section 12(b)) A-1 _____ _____ __X___ ____________ A-2A _____ _____ __X___ ____________ A-2B _____ _____ __X___ ____________ A-2C _____ _____ __X___ ____________ B-1 _____ _____ __X___ ____________ B-2 _____ _____ __X___ ____________ B-3 _____ _____ __X___ ____________ M-1 _____ _____ __X___ ____________ M-2 _____ _____ __X___ ____________ M-3 _____ _____ __X___ ____________ X _____ _____ __X___ ____________ P _____ _____ __X___ ____________ R _____ _____ __X___ ____________

Indicate by check mark whether the registrant (1) has filed all reports required to be filed by Section 13 or 15(d) of the Securities Exchange Act of 1934 during the preceding 12 months (or for such shorter period that the registrant was required to file such reports), and (2) has been subject to such filing requirements for the past 90 days. Yes __X__ No ____ Part I - DISTRIBUTION INFORMATION Item 1. Distribution and Pool Performance Information On June 26, 2006 a distribution was made to holders of Securitized Asset Backed Receivables LLC Trust 2006-FR1. The distribution report is attached as an Exhibit to this Form 10-D. Please see Item 9(b), Exhibit 99.1 for the related information. Part II - OTHER INFORMATION Item 9. Exhibits. (a) The following is a list of documents filed as part of this Report on Form 10-D: (99.1) Monthly report distributed to holders of Securitized Asset Backed Receivables LLC Trust 2006-FR1, relating to the 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. Securitized Asset Backed Receivables LLC (Depositor) /s/ John Carroll John Carroll, Vice President and Chief Financial Officer Date: July 10, 2006 EXHIBIT INDEX Exhibit Number Description EX-99.1 Monthly report distributed to holders of Securitized Asset Backed Receivables LLC Trust 2006-FR1, relating to the June 26, 2006 distribution. EX-99.1 Securitized Asset Backed Receivables LLC Trust Mortgage Pass-Through Certificates Distribution Date: 6/26/2006 Securitized Asset Backed Receivables LLC Trust Mortgage Pass-Through Certificates Series 2006-FR1 Contact: Customer Service - CTSLink Wells Fargo Bank, N.A. Securities Administration Services 7485 New Horizon Way Frederick, MD 21703 www.ctslink.com Telephone: (301) 815-6600 Fax: (301) 815-6660

Certificateholder Distribution Summary Class CUSIP Certificate Beginning Interest Pass-Through Certificate Distribution Rate Balance A-1 81375WJQ0 5.~~17938~~30125% ~~282~~269,~~300~~729,~~547~~822.6134 1,~~218~~271,~~451~~026.5186 A-2A 81375WJR8 5.~~02938~~15125% ~~237~~231,~~633~~104,~~613~~812.1056 ~~995~~1,~~958~~058,203.1226 A-2B 81375WJS6 5.~~14938~~27125% 101,030,000.00 ~~433~~473,~~534~~381.8868 A-2C 81375WJT4 5.~~24938~~37125% 76,634,000.00 ~~335~~365,~~234~~884.1678 M-1 81375WJU1 5.~~35938~~48125% 73,695,000.00 ~~329~~359,~~132~~058.9242 M-2 81375WJV9 5.~~52938~~65125% 59,846,000.00 ~~275~~300,~~759~~626.4041 M-3 81375WJW7 5.~~61938~~74125% 15,827,000.00 7480,~~114~~770.9446 B-1 81375WJX5 6.~~15938~~28125% 15,827,000.00 8188,~~237~~367.0942 B-2 81375WJY3 6.~~35938~~48125% 14,343,000.00 7682,~~010~~631.4962 B-3 81375WJZ0 67.~~95938~~08125% 12,860,000.00 7480,~~581~~946.3656 X SAB06FR1X 0.00000% 51,438,091.58 1,~~525~~488,~~534~~798.7499 P SAB06FR1P 0.00000% 0.01 ~~259~~407,~~467~~857.0442 R SAB06FR1R 0.00000% 0.00 0.00 Totals ~~941~~922,~~434~~334,~~252~~726.3049 56,~~679~~057,~~016~~553.6588

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses A-1 1216,~~570~~010,~~725~~307.2715 0.00 ~~269~~253,~~729~~719,~~822~~515.3419 1317,~~789~~281,~~176~~334.7801 0.00 A-2A 614,~~528~~608,~~800~~526.5481 0.00 ~~231~~216,~~104~~496,~~812~~285.5675 715,~~524~~666,~~758~~730.6607 0.00 A-2B 0.00 0.00 101,030,000.00 ~~433~~473,~~534~~381.8868 0.00 A-2C 0.00 0.00 76,634,000.00 ~~335~~365,~~234~~884.1678 0.00 M-1 0.00 0.00 73,695,000.00 ~~329~~359,~~132~~058.9242 0.00 M-2 0.00 0.00 59,846,000.00 ~~275~~300,~~759~~626.4041 0.00 M-3 0.00 0.00 15,827,000.00 7480,~~114~~770.9446 0.00 B-1 0.00 0.00 15,827,000.00 8188,~~237~~367.0942 0.00 B-2 0.00 0.00 14,343,000.00 7682,~~010~~631.4962 0.00 B-3 0.00 0.00 12,860,000.00 7480,~~581~~946.3656 0.00 X 0.00 0.00 51,438,091.58 1,~~525~~488,~~534~~798.7499 0.00 P 0.00 0.00 0.01 ~~259~~407,~~467~~857.0442 0.00 R 0.00 0.00 0.00 0.00 0.00 Totals 1930,~~099~~618,~~525~~833.8196 0.00 ~~922~~891,~~334~~715,~~726~~892.4953 2436,~~778~~676,~~542~~387.4684 0.00 This report has been compiled from information provided to Wells Fargo Bank, N.A., by various third parties, which may include the Servicer, Master Servicer, Special Servicer and others. Wells Fargo Bank, N.A., has not independently confirmed the accuracy of information received from these third parties and assumes no duty to do so. Wells Fargo Bank, N.A., expressly disclaims any responsibility for the accuracy or completeness of information furnished by third parties.

Principal Distribution Statement Class Original Beginning Scheduled UnScheduled Accretion Realized Face Certificate Principal Principal Loss Amount Balance Distribution Distribution A-1 304,468,000.00 ~~282~~269,~~300~~729,~~547~~822.6134 0.00 1216,~~570~~010,~~725~~307.2715 0.00 0.00 A-2A 263,225,000.00 ~~237~~231,~~633~~104,~~613~~812.1056 0.00 614,~~528~~608,~~800~~526.5481 0.00 0.00 A-2B 101,030,000.00 101,030,000.00 0.00 0.00 0.00 0.00 A-2C 76,634,000.00 76,634,000.00 0.00 0.00 0.00 0.00 M-1 73,695,000.00 73,695,000.00 0.00 0.00 0.00 0.00 M-2 59,846,000.00 59,846,000.00 0.00 0.00 0.00 0.00 M-3 15,827,000.00 15,827,000.00 0.00 0.00 0.00 0.00 B-1 15,827,000.00 15,827,000.00 0.00 0.00 0.00 0.00 B-2 14,343,000.00 14,343,000.00 0.00 0.00 0.00 0.00 B-3 12,860,000.00 12,860,000.00 0.00 0.00 0.00 0.00 X 51,439,069.00 51,438,091.58 0.00 0.00 0.00 0.00 P 0.01 0.01 0.00 0.00 0.00 0.00 R 0.00 0.00 0.00 0.00 0.00 0.00 Totals 989,194,069.01 ~~941~~922,~~434~~334,~~252~~726.3049 0.00 1930,~~099~~618,~~525~~833.8196 0.00 0.00

Principal Distribution Statement (continued) Class Total Ending Ending Total Principal Certificate Certificate Principal Reduction Balance Percentage Distribution A-1 1216,~~570~~010,~~725~~307.2715 ~~269~~253,~~729~~719,~~822~~515.3419 0.~~88590532~~83332079 1216,~~570~~010,~~725~~307.2715 A-2A 614,~~528~~608,~~800~~526.5481 ~~231~~216,~~104~~496,~~812~~285.5675 0.~~87797440~~82247615 614,~~528~~608,~~800~~526.5481 A-2B 0.00 101,030,000.00 1.00000000 0.00 A-2C 0.00 76,634,000.00 1.00000000 0.00 M-1 0.00 73,695,000.00 1.00000000 0.00 M-2 0.00 59,846,000.00 1.00000000 0.00 M-3 0.00 15,827,000.00 1.00000000 0.00 B-1 0.00 15,827,000.00 1.00000000 0.00 B-2 0.00 14,343,000.00 1.00000000 0.00 B-3 0.00 12,860,000.00 1.00000000 0.00 X 0.00 51,438,091.58 0.99998100 0.00 P 0.00 0.01 1.00000000 0.00 R 0.00 0.00 0.00000000 0.00 Totals 1930,~~099~~618,~~525~~833.8196 ~~922~~891,~~334~~715,~~726~~892.4953 0.~~93241029~~90145697 1930,~~099~~618,~~525~~833.8196

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution A-1 304,468,000.00 ~~927~~885.~~19283343~~90532450 0.00000000 4152.~~28750893~~58453154 0.00000000 A-2A 263,225,000.00 ~~902~~877.~~77752151~~97440425 0.00000000 2455.~~80311726~~49824982 0.00000000 A-2B 101,030,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A-2C 76,634,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-1 73,695,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-2 59,846,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-3 15,827,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B-1 15,827,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B-2 14,343,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B-3 12,860,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 X 51,439,069.00 999.98099849 0.00000000 0.00000000 0.00000000 P 0.01 0.00000000 0.00000000 0.00000000 0.00000000 R 0.00 0.00000000 0.00000000 0.00000000 0.00000000

Principal Distribution Factors Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution A-1 0.00000000 4152.~~28750893~~58453154 ~~885~~833.~~90532450~~32079296 0.~~88590532~~83332079 4152.~~28750893~~58453154 A-2A 0.00000000 2455.~~80311726~~49824982 ~~877~~822.~~97440425~~47615443 0.~~87797440~~82247615 2455.~~80311726~~49824982 A-2B 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A-2C 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 B-1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 B-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 B-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 X 0.00000000 0.00000000 999.98099849 0.99998100 0.00000000 P 0.00000000 0.00000000 0.00000000 1.00000000 0.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 NOTE: All classes are per $1,000 denomination.

Interest Distribution Statement Class Accrual Accrual Current Beginning Current Payment of Dates Days Certificate Certificate/ Accrued Unpaid Interest Rate Notional Interest Shortfall (1) Balance A-1 0405/25/06 - 0506/2425/06 3032 5.~~17938~~30125% ~~282~~269,~~300~~729,~~547~~822.6134 1,~~218~~271,~~451~~026.5186 0.00 A-2A 0405/25/06 - 0506/2425/06 3032 5.~~02938~~15125% ~~237~~231,~~633~~104,~~613~~812.1056 ~~995~~1,~~958~~058,203.1226 0.00 A-2B 0405/25/06 - 0506/2425/06 3032 5.~~14938~~27125% 101,030,000.00 ~~433~~473,~~534~~381.8868 0.00 A-2C 0405/25/06 - 0506/2425/06 3032 5.~~24938~~37125% 76,634,000.00 ~~335~~365,~~234~~884.1678 0.00 M-1 0405/25/06 - 0506/2425/06 3032 5.~~35938~~48125% 73,695,000.00 ~~329~~359,~~132~~058.9242 0.00 M-2 0405/25/06 - 0506/2425/06 3032 5.~~52938~~65125% 59,846,000.00 ~~275~~300,~~759~~626.4041 0.00 M-3 0405/25/06 - 0506/2425/06 3032 5.~~61938~~74125% 15,827,000.00 7480,~~114~~770.9446 0.00 B-1 0405/25/06 - 0506/2425/06 3032 6.~~15938~~28125% 15,827,000.00 8188,~~237~~367.0942 0.00 B-2 0405/25/06 - 0506/2425/06 3032 6.~~35938~~48125% 14,343,000.00 7682,~~010~~631.4962 0.00 B-3 0405/25/06 - 0506/2425/06 3032 67.~~95938~~08125% 12,860,000.00 7480,~~581~~946.3656 ~~550~~6,457.2676 X N/A N/A 0.00000% ~~941~~922,~~434~~334,~~252~~726.3049 0.00 0.00 P N/A N/A 0.00000% 0.01 0.00 0.00 R N/A N/A 0.00000% 0.00 0.00 0.00 Totals 34,~~894~~160,~~014~~897.8747 ~~550~~6,457.2676

Interest Distribution Statement (continued) Class Current Non-Supported Total Remaining Ending Interest Interest Interest Unpaid Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance A-1 0.00 0.00 1,~~218~~271,~~451~~026.5186 0.00 ~~269~~253,~~729~~719,~~822~~515.3419 A-2A 0.00 0.00 ~~995~~1,~~958~~058,203.1226 0.00 ~~231~~216,~~104~~496,~~812~~285.5675 A-2B 0.00 0.00 ~~433~~473,~~534~~381.8868 0.00 101,030,000.00 A-2C 0.00 0.00 ~~335~~365,~~234~~884.1678 0.00 76,634,000.00 M-1 0.00 0.00 ~~329~~359,~~132~~058.9242 0.00 73,695,000.00 M-2 0.00 0.00 ~~275~~300,~~759~~626.4041 0.00 59,846,000.00 M-3 0.00 0.00 7480,~~114~~770.9446 0.00 15,827,000.00 B-1 0.00 0.00 8188,~~237~~367.0942 0.00 15,827,000.00 B-2 0.00 0.00 7682,~~010~~631.4962 0.00 14,343,000.00 B-3 ~~550~~6,457.2676 0.00 7480,~~581~~946.3656 0.00 12,860,000.00 X 0.00 0.00 1,~~525~~488,~~534~~798.7499 0.00 ~~922~~891,~~334~~715,~~726~~892.4953 P 0.00 0.00 ~~259~~407,~~467~~857.0442 0.00 0.01 R 0.00 0.00 0.00 0.00 0.00 Totals ~~550~~6,457.2676 0.00 56,~~679~~057,~~016~~553.6588 0.00 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls,if applicable.

Interest Distribution Factors Statement Class Original Current Beginning Current Payment of Face Certificate Certificate/ Accrued Unpaid Interest Amount Rate Notional Interest Shortfall (1) Balance A-1 304,468,000.00 5.~~17938~~30125% ~~927~~885.~~19283343~~90532450 4.~~00190335~~17458275 0.00000000 A-2A 263,225,000.00 5.~~02938~~15125% ~~902~~877.~~77752151~~97440425 34.~~78367602~~02014725 0.00000000 A-2B 101,030,000.00 5.~~14938~~27125% 1000.00000000 4.~~29114996~~68555558 0.00000000 A-2C 76,634,000.00 5.~~24938~~37125% 1000.00000000 4.~~37448339~~77444450 0.00000000 M-1 73,695,000.00 5.~~35938~~48125% 1000.00000000 4.~~46614994~~87222227 0.00000000 M-2 59,846,000.00 5.~~52938~~65125% 1000.00000000 45.~~60781673~~02333339 0.00000000 M-3 15,827,000.00 5.~~61938~~74125% 1000.00000000 45.~~68281671~~10333354 0.00000000 B-1 15,827,000.00 6.~~15938~~28125% 1000.00000000 5.~~13281671~~58333354 0.00000000 B-2 14,343,000.00 6.~~35938~~48125% 1000.00000000 5.~~29948337~~76111134 0.00000000 B-3 12,860,000.00 67.~~95938~~08125% 1000.00000000 56.~~79948367~~29444479 0.~~04278849~~50215863 X 51,439,069.00 0.00000% ~~18301~~17930.~~93023711~~62635893 0.00000000 0.00000000 P 0.01 0.00000% 0.00000000 0.00000000 0.00000000 R 0.00 0.00000% 0.00000000 0.00000000 0.00000000

Interest Distribution Factors Statement (continued) Class Current Non-Supported Total Remaining Unpaid Ending Interest Interest Interest Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance A-1 0.00000000 0.00000000 4.~~00190335~~17458275 0.00000000 ~~885~~833.~~90532450~~32079296 A-2A 0.00000000 0.00000000 34.~~78367602~~02014725 0.00000000 ~~877~~822.~~97440425~~47615443 A-2B 0.00000000 0.00000000 4.~~29114996~~68555558 0.00000000 1000.00000000 A-2C 0.00000000 0.00000000 4.~~37448339~~77444450 0.00000000 1000.00000000 M-1 0.00000000 0.00000000 4.~~46614994~~87222227 0.00000000 1000.00000000 M-2 0.00000000 0.00000000 45.~~60781673~~02333339 0.00000000 1000.00000000 M-3 0.00000000 0.00000000 45.~~68281671~~10333354 0.00000000 1000.00000000 B-1 0.00000000 0.00000000 5.~~13281671~~58333354 0.00000000 1000.00000000 B-2 0.00000000 0.00000000 5.~~29948337~~76111134 0.00000000 1000.00000000 B-3 0.~~04278849~~50215863 0.00000000 56.~~79948367~~29444479 0.00000000 1000.00000000 X 0.00000000 0.00000000 2928.~~65712190~~94296143 0.00000000 ~~17930~~17335.~~62635893~~38164406 P 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls,if applicable. NOTE: All classes are per $1,000 denomination.

CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 2436,~~872~~310,~~370~~486.6724 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0.00 Servicer Advances ~~887~~935,~~622~~769.9859 Gains & Subsequent Recoveries (Realized Losses) 0.00 Prepayment Penalties ~~259~~407,~~467~~857.0442 Swap/Cap Payments 0307,270.0010 Total Deposits 2637,~~019~~961,~~460~~383.6935 Withdrawals Swap Payments ~~40,158~~0.2000 Reserve Funds and Credit Enhancements 0.00 Reimbursement for Servicer Advances ~~795~~887,~~158~~622.7698 Total Administration Fees ~~405~~397,~~601~~372.2753 Payment of Interest and Principal 2436,~~778~~676,~~542~~387.4684 Total Withdrawals (Pool Distribution Amount) 2637,~~019~~961,~~460~~383.6935 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

ADMINISTRATION FEES Gross Servicing Fee* ~~392~~384,~~264~~306.2713 Loan Performance Advisor Fee - Officetiger Global 11,~~767~~529.9418 Trustee Fee - Wells Fargo Bank, N.A. 1,~~569~~537.0622 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~405~~397,~~601~~372.2753 *Servicer Payees include: HOMEQ SERVICING CORPORATION

Reserve and Guaranty Funds Account Name Beginning Current Current Ending Balance Withdrawals Deposits Balance Basis Risk Reserve Fund 0.00 ~~550~~6,457.2676 ~~550~~6,457.2676 0.00 Hedge Funds Account Name Funds In (A) Funds Out(B) Net Amount(A - B) Class B Cap Pmt - Barclays Bank PLC 0.00 0.00 0.00 Class M Cap Pmt - Barclays Bank PLC 0.00 0.00 0.00 Swap Payment - Barclays Bank PLC 34,~~858~~071,~~190~~892.5130 3,~~898~~764,~~348~~622.7120 ~~(40~~307,~~158~~270.~~20)~~10

COLLATERAL STATEMENT Collateral Description Mixed Fixed & Arm Weighted Average Gross Coupon 7.~~484066~~478264% Weighted Average Net Coupon 6.~~984066~~978264% Weighted Average Pass-Through Rate 6.~~967066~~961264% Weighted Average Remaining Term ~~353~~352 Beginning Scheduled Collateral Loan Count 4,~~418~~322 Number Of Loans Paid In Full 96123 Ending Scheduled Collateral Loan Count 4,~~322~~199 Beginning Scheduled Collateral Balance ~~941~~922,~~434~~334,~~252~~726.3049 Ending Scheduled Collateral Balance ~~922~~891,~~334~~715,~~726~~892.4953 Ending Actual Collateral Balance at 3031-~~Apr~~May-2006 ~~922~~892,~~980~~374,~~373~~437.8697 Monthly P&I Constant 6,~~429~~297,~~344~~355.3529 Special Servicing Fee 0.00 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount ~~259~~407,~~467~~857.0442 Prepayment Penalty Paid Count 4667 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Scheduled Principal ~~557~~549,~~880~~469.8046 Unscheduled Principal 1830,~~541~~069,~~645~~287.0137

Group Level Collateral Statement Group Group 1 Group 2 Collateral Description Fixed 30 Year Mixed ARM Weighted Average Coupon Rate 8.~~146865~~135610 7.~~619254~~617821 Weighted Average Net Rate 7.~~646865~~635610 7.~~119254~~117821 Pass-Through Rate 7.~~629865~~618610 7.~~102254~~100821 Weighted Average Remaining Term ~~345~~344 ~~354~~353 Record Date 0405/3031/2006 0405/3031/2006 Principal And Interest Constant ~~352~~349,~~899~~473.8784 2,~~340~~256,~~324~~005.5576 Beginning Loan Count ~~544~~537 1,~~822~~762 Loans Paid in Full 712 6063 Ending Loan Count ~~537~~525 1,~~762~~699 Beginning Scheduled Balance 4645,~~353~~930,~~225~~905.4707 ~~335~~323,~~550~~402,~~999~~594.8699 Ending Scheduled Balance 4544,~~930~~125,~~905~~706.0708 ~~323~~309,~~402~~197,~~594~~486.9983 Scheduled Principal 38,~~205~~077.3324 ~~209~~202,~~784~~986.3153 Unscheduled Principal ~~384~~1,~~115~~767,044.0762 1114,~~938~~002,~~620~~121.5663 Scheduled Interest ~~314~~311,~~694~~396.5460 2,~~130~~053,~~540~~019.2423 Servicing Fees 19,~~313~~137.8488 ~~139~~134,~~812~~751.9208 Master Servicing Fees 0.00 0.00 Trustee Fee 7776.2655 ~~559~~539.2500 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee ~~579~~574.4214 4,~~194~~042.3953 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 ~~294~~291,~~724~~608.0203 1,~~985~~913,~~973~~686.6862 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 733,~~359~~040.6526 ~~169~~223,~~876~~450.9606 Prepayment Penalty Paid Count 38 3138 Special Servicing Fee 0.00 0.00

Group Level Collateral Statement Group Group 3 Group 4 Collateral Description Fixed 30 Year Mixed ARM Weighted Average Coupon Rate 8.~~915050~~904611 7.~~133291~~129157 Weighted Average Net Rate 8.~~415050~~404612 6.~~633291~~629157 Pass-Through Rate 8.~~398050~~387611 6.~~616291~~612157 Weighted Average Remaining Term ~~347~~346 ~~353~~352 Record Date 0405/3031/2006 0405/3031/2006 Principal And Interest Constant ~~548~~539,~~917~~573.8301 3,~~187~~152,~~202~~302.1068 Beginning Loan Count ~~660~~648 1,~~392~~375 Loans Paid in Full 1213 1735 Ending Loan Count ~~648~~635 1,~~375~~340 Beginning Scheduled Balance 6766,~~452~~310,~~552~~474.9362 ~~492~~486,~~077~~690,~~474~~751.0481 Ending Scheduled Balance 6664,~~310~~951,~~474~~119.6239 ~~486~~473,~~690~~441,~~751~~580.8123 Scheduled Principal 47,~~798~~515.7550 ~~262~~260,~~092~~890.4119 Unscheduled Principal 1,~~094~~311,~~279~~839.5673 512,~~124~~988,~~629~~281.8239 Scheduled Interest ~~501~~492,~~119~~057.0851 2,~~925~~891,~~109~~412.6949 Servicing Fees 2827,~~105~~629.2336 ~~205~~202,~~032~~787.2881 Master Servicing Fees 0.00 0.00 Trustee Fee ~~112~~110.4252 ~~820~~811.1315 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee ~~843~~828.1688 6,~~150~~083.9763 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 ~~472~~463,~~058~~488.2775 2,~~713~~681,~~106~~729.3190 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 725,~~920~~190.9124 74126,~~309~~176.5286 Prepayment Penalty Paid Count 47 814 Special Servicing Fee 0.00 0.00

Group Level Collateral Statement Group Total Collateral Description Mixed Fixed & Arm Weighted Average Coupon Rate 7.~~484066~~478264 Weighted Average Net Rate 6.~~984066~~978264 Pass-Through Rate 6.~~967066~~961264 Weighted Average Remaining Term ~~353~~352 Record Date 0405/3031/2006 Principal And Interest Constant 6,~~429~~297,~~344~~355.3529 Beginning Loan Count 4,~~418~~322 Loans Paid in Full 96123 Ending Loan Count 4,~~322~~199 Beginning Scheduled Balance ~~941~~922,~~434~~334,~~252~~726.3049 Ending Scheduled Balance ~~922~~891,~~334~~715,~~726~~892.4953 Scheduled Principal ~~557~~549,~~880~~469.8046 Unscheduled Principal 1830,~~541~~069,~~645~~287.0137 Scheduled Interest 5,~~871~~747,~~463~~885.5583 Servicing Fees ~~392~~384,~~264~~306.2713 Master Servicing Fees 0.00 Trustee Fee 1,~~569~~537.0622 FRY Amount 0.00 Special Hazard Fee 0.00 Other Fee 11,~~767~~529.9418 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 5,~~465~~350,~~862~~513.2830 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 ~~259~~407,~~467~~857.0442 Prepayment Penalty Paid Count 4667 Special Servicing Fee 0.00

Additional Reporting - Deal Level Cash Reporting Misc Bond Adjustment (68,~~154~~086.7499) Miscellaneous Reporting Credit Enhancement Percentage 2627.~~436833~~344594% LIBOR 45.~~959380~~08125% Swap LIBOR 45.~~959380~~08125% Structural Reporting Total Monthly Excess Spread 1,~~565~~181,~~692~~528.9459 Extra Principal Distribution Amount 0.00 Subordinated Amount 51,438,091.58 Subordinated Deficiency Amount 0.00 Subordinated Increase Amount 0.00 Subordinated Reduction Amount 0.00 Specified Subordinated Amount 51,438,091.58 Trigger Event Reporting Cumulative Loss Trigger Event Trigger Result Pass Threshold Value 1.700000% Calculated Value 0.000000% Delinquency Trigger Event Trigger Result Pass Threshold Value 8.~~093903~~261510% Calculated Value 23.~~582087~~870130% 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 13 02 0 15 ~~301~~390,~~461~~166.4218 0478,647.0049 0.00 ~~301~~868,~~461~~813.4267 30 Days 90112 14 0 0 91116 1925,~~036~~250,~~277~~415.2236 ~~108~~850,~~450~~654.0050 0.00 0.00 1926,~~144~~101,~~727~~069.2286 60 Days 4827 02 2618 0 7447 104,~~043~~645,~~998~~733.6757 0180,402.0021 63,~~813~~687,~~214~~756.9913 0.00 168,~~857~~513,~~213~~891.6691 90 Days 2420 0 2537 0 4957 54,~~460~~708,~~667~~325.7099 0.00 78,~~831~~308,~~591~~276.2297 0.00 13,~~292~~016,~~258~~602.9296 120 Days 136 01 1736 0 3043 2525,~~069,952~~418.8746 0103,069.0072 511,~~065~~109,~~357~~992.9215 0.00 711,~~135~~738,~~310~~480.7933 150 Days 19 0 318 0 427 471,~~184~~304,555.1473 0.00 ~~549~~5,~~832~~559,071.2619 0.00 ~~597~~6,~~016~~863,626.4092 180+ Days 01 0 04 0 05 047,184.0014 0.00 0954,557.0074 0.00 01,001,741.0088 Totals ~~176~~175 210 71115 0 ~~249~~300 36,~~658~~481,~~080~~633.6025 ~~409~~1,~~911~~524,292.4261 2030,~~259~~098,~~996~~301.3967 0.00 5768,~~327~~104,~~988~~227.4153 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.~~023137~~071446% 0.~~000000~~047630% 0.000000% 0.~~023137~~119076% 0.~~032662~~043722% 0.~~000000~~053638% 0.000000% 0.~~032662~~097360% 30 Days 2.~~082369~~667302% 0.~~023137~~095261% 0.000000% 0.000000% 2.~~105507~~762563% 2.~~062479~~829576% 0.~~011750~~095325% 0.000000% 0.000000% 2.~~074229~~924901% 60 Days 10.~~110597~~643010% 0.~~000000~~047630% 0.~~601573~~428673% 0.000000% 1.~~712170~~119314% 10.~~088214~~520604% 0.~~000000~~020216% 0.~~738176~~413252% 0.000000% 10.~~826389~~954072% 90 Days 0.~~555298~~476304% 0.000000% 0.~~578436~~881162% 0.000000% 1.~~133734~~357466% 0.~~591634~~527618% 0.000000% 0.~~848511~~931030% 0.000000% 1.~~440145~~458648% 120 Days 0.~~300787~~142891% 0.~~000000~~023815% 0.~~393336~~857347% 0.000000% 01.~~694123~~024053% 0.~~224268~~058879% 0.~~000000~~011550% 01.~~548805~~244992% 0.000000% 01.~~773073~~315421% 150 Days 0.~~023137~~214337% 0.000000% 0.~~069412~~428673% 0.000000% 0.~~092550~~643010% 0.~~005112~~146189% 0.000000% 0.~~059571~~622953% 0.000000% 0.~~064684~~769142% 180+ Days 0.~~000000~~023815% 0.000000% 0.~~000000~~095261% 0.000000% 0.~~000000~~119076% 0.~~000000~~005287% 0.000000% 0.~~000000~~106968% 0.000000% 0.~~000000~~112256% Totals 4.~~072189~~167659% 0.~~046275~~238152% 12.~~642758~~738747% 0.000000% 57.~~761222~~144558% 34.~~971707~~088153% 0.~~044412~~170813% 23.~~195063~~372833% 0.000000% 67.~~211182~~631799%

Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance ~~887~~935,~~622~~769.9859

SUBORDINATION LEVEL/CREDIT ENHANCEMENT/CLASS PERCENTAGE AND PREPAYMENT PERCENTAGE Current Original $ Original % Current $ Current % Class% Prepayment% Class R 243,837,069.01 24.65007392% 243,836,091.59 2627.~~43683303~~34459413% 0.000000% 0.000000% Class M-1 170,142,069.01 17.20006968% 170,141,091.59 1819.~~44678366~~08019056% 78.~~990049~~264404% 0.000000% Class M-2 110,296,069.01 11.15009406% 110,295,091.59 1112.~~95824991~~36886014% 6.~~488534~~711330% 0.000000% Class M-3 94,469,069.01 9.55010468% 94,468,091.59 10.~~24227852~~59396747% 1.~~715971~~774893% 0.000000% Class B-1 78,642,069.01 7.95011531% 78,641,091.59 8.~~52630713~~81907480% 1.~~715971~~774893% 0.000000% Class B-2 64,299,069.01 6.50014705% 64,298,091.59 67.~~97123178~~21060285% 1.~~555075~~608472% 0.000000% Class B-3 51,439,069.01 5.20009882% 51,438,091.59 5.~~57694404~~76843948% 1.~~394288~~442163% 0.000000% Class X 0.01 0.00000000% 0.01 0.00000000% 5.~~576944~~768439% 0.000000% Class P 0.00 0.00000000% 0.00 0.00000000% 0.000000% 0.000000% Please Refer to the Prospectus Supplement for a Full Description of Loss Exposure

~~Summary~~180+ 12Delinquency ~~Month~~Summary ~~REO~~Summary History*Days ~~New~~Number ~~REO~~of ~~Loans~~Outstanding ~~Month~~Percentage ~~REO~~of ~~Percentage~~Delinquent Loans ~~in REO 0 Jun-05 0.000% Original Principal Balance 0.00 Jul-05 0.000% Current~~ Actual Balance ~~0.00 Aug-05 0.000~~(%) ~~Sep-05 0.000% Current REO Total Oct-05 0.000% Loans in REO 0 Nov-05 0.000% Original Principal~~ Balance($) ~~0.00~~180 ~~Dec~~-05 ~~0.000%~~209 ~~Current~~5 ~~Actual Balance 0~~1,001,741.0088 ~~Jan-06~~ 0.~~000%~~112 ~~Feb-06~~Total ~~0.000%~~5 ~~Mar-06 0~~1,001,741.~~000%~~88 ~~Apr-06~~ 0.~~000%~~112 ~~May-06~~This ~~0.000%~~report *Theincludes ~~text~~all ~~reported~~loans ingreater ~~the~~than ~~above~~180 ~~table~~days isdelinquent ~~presented~~regardless ~~graphically~~of onstatus ~~the~~(REO, ~~monthly~~Foreclosure, ~~bond remittance report~~Bankruptcy). ~~The monthly bond remittance report can be viewed online at www.ctslink.com.~~

REO Detail - All Mortgage Loans in REO during Current Period

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

Summary 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 7147 ~~Jun~~Jul-05 0.000% Original Principal Balance 2010,~~291~~308,~~198~~200.00 ~~Jul~~Aug-05 0.000% Current Actual Balance 2010,~~259~~288,~~996~~028.3933 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Foreclosure Total ~~Oct~~Nov-05 0.000% Loans in Foreclosure 71115 ~~Nov~~Dec-05 0.000% Original Principal Balance 2030,~~291~~149,~~198~~978.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance 2030,~~259~~098,~~996~~301.3967 ~~Jan-06 0.000%~~ Feb-06 0.000% Mar-06 0.000% Apr-06 0.000% May-06 2.195% Jun-06 3.373% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

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 1 1000270580 May-2006 01-Oct-2005 CA 20.00 69,000.00 Group 1 ~~6000175180~~1000273632 ~~May~~Jun-2006 01-~~Nov~~Oct-2005 FL 7920.2100 ~~102~~19,~~900~~600.00 Group 1 ~~7000166524~~1000273762 ~~May~~Jun-2006 01-Nov-2005 HIVA 20.00 5666,000.00 Group 1 6000147732 Jun-2006 01-Jun-2005 FL 85.00 158,950.00 Group 1 6000175180 May-2006 01-Nov-2005 FL 79.21 102,900.00 Group 2 1000260019 May-2006 01-Sep-2005 VA 50.00 155,000.00 Group 2 1000268767 Jun-2006 01-Nov-2005 FL 79.71 165,000.00 Group 2 1000269837 May-2006 01-Oct-2005 CA 80.00 276,000.00 Group 2 1000271614 Jun-2006 01-Oct-2005 CA 80.00 264,000.00 Group 2 1000273098 Jun-2006 01-Oct-2005 CA 58.89 212,000.00 Group 2 1000273332 May-2006 01-Nov-2005 GA 80.00 108,800.00 Group 2 1000273469 Jun-2006 01-Oct-2005 FL 80.00 78,400.00 Group 2 1000273678 May-2006 01-Nov-2005 VA 80.00 264,000.00 Group 2 1000273720 May-2006 01-Nov-2005 MA 47.44 185,000.00 Group 2 1000275089 Jun-2006 01-Nov-2005 NC 80.00 135,920.00 Group 2 1000276067 Jun-2006 01-Nov-2005 MD 80.00 151,920.00 Group 2 1000276638 Jun-2006 01-Nov-2005 UT 90.00 110,700.00 Group 2 5000159335 Jun-2006 01-Aug-2005 IL 80.00 122,400.00 Group 2 5000167877 May-2006 01-Oct-2005 IL 90.00 132,300.00 Group 2 5000168508 Jun-2006 01-Oct-2005 FL 45.00 90,000.00 Group 2 5000168700 May-2006 01-Oct-2005 MO 90.00 82,800.00 Group 2 5000169350 May-2006 01-Oct-2005 CO 80.00 249,600.00 Group 2 5000169815 May-2006 01-Nov-2005 IL 80.00 200,000.00 Group 2 5000170038 May-2006 01-Oct-2005 GA 100.00 84,000.00 Group 2 5000170631 May-2006 01-Nov-2005 IL 80.00 191,200.00 Group 2 5000171870 Jun-2006 01-Oct-2005 MN 85.00 170,000.00 Group 2 5000172561 May-2006 01-Oct-2005 TX 90.00 124,200.00 Group 2 5000172654 May-2006 01-Nov-2005 GA 90.00 121,500.00 Group 2 5000172815 May-2006 01-Nov-2005 MI 85.00 89,250.00 Group 2 5000173077 Jun-2006 01-Nov-2005 MA 70.00 385,000.00 Group 2 5000173107 May-2006 01-Nov-2005 IL 80.00 188,000.00 Group 2 5000173147 May-2006 01-Nov-2005 GA 85.00 144,500.00 Group 2 5000173601 May-2006 01-Nov-2005 IL 85.00 63,750.00 Group 2 5000173890 May-2006 01-Nov-2005 VA 85.00 89,250.00 Group 2 5000174116 May-2006 01-Nov-2005 IL 80.00 293,600.00 Group 2 5000174135 May-2006 01-Nov-2005 MI 80.00 148,000.00 Group 2 5000174445 May-2006 01-Nov-2005 MI 80.00 62,400.00 Group 2 5000175609 May-2006 01-Nov-2005 IL 90.00 189,900.00 Group 2 5000176014 Jun-2006 01-Nov-2005 IL 90.00 237,600.00 Group 2 5000176080 May-2006 01-Nov-2005 IL 85.00 87,550.00 Group 2 5000176867 May-2006 01-Nov-2005 NC 90.00 107,910.00 Group 2 6000166932 Jun-2006 01-Sep-2005 MA 80.00 304,800.00 Group 2 6000175534 May-2006 01-Nov-2005 MA 70.00 219,100.00 Group 2 6000176054 May-2006 01-Nov-2005 FL 84.05 176,500.00 Group 2 6000177363 May-2006 01-Nov-2005 GA 80.00 100,480.00 Group 2 6000177367 May-2006 01-Nov-2005 NH 56.00 126,000.00 Group 2 6000183184 Jun-2006 01-Nov-2005 FL 80.00 108,000.00 Group 2 7000001187 May-2006 01-Nov-2005 FL 90.00 162,000.00 Group 2 7000163295 Jun-2006 01-Nov-2005 MD 80.00 120,000.00 Group 2 7000163688 May-2006 01-Oct-2005 ME 60.00 101,400.00 Group 2 7000165304 May-2006 01-Nov-2005 VA 80.00 311,200.00 Group 2 7000165962 Jun-2006 01-Nov-2005 CA 85.00 182,750.00 Group 2 8000058808 May-2006 01-Oct-2005 NY 90.00 337,500.00 Group 2 8000060654 May-2006 01-Nov-2005 MA 79.39 235,000.00 Group 2 8000060874 Jun-2006 01-Nov-2005 NJ 30.30 100,000.00 Group 3 1000269492 Jun-2006 01-Oct-2005 CA 20.00 60,000.00 Group 3 1000276341 Jun-2006 01-Nov-2005 DE 20.00 48,375.00 Group 3 1000276488 May-2006 01-Nov-2005 CA 20.00 167,000.00 Group 3 6000177525 May-2006 01-Nov-2005 NY 90.00 464,310.00 Group 3 6000179109 Jun-2006 01-Nov-2005 GA 20.00 31,970.00 Group 3 6000180631 Jun-2006 01-Nov-2005 MD 20.00 134,400.00 Group 3 7000162349 May-2006 01-Nov-2005 AZ 20.00 157,200.00 Group 3 7000163379 Jun-2006 01-Oct-2005 GA 20.00 47,000.00 Group 3 7000165072 Jun-2006 01-Oct-2005 CA 20.00 79,000.00 Group 3 7000166252 Jun-2006 01-Nov-2005 CA 20.00 48,000.00 Group 3 7000166544 May-2006 01-Nov-2005 CA 20.00 87,000.00 Group 3 8000058584 Jun-2006 01-Nov-2005 NJ 20.00 46,000.00 Group 4 1000240263 May-2006 01-Jun-2005 CA 80.00 359,200.00 Group 4 1000255263 May-2006 01-Sep-2005 CA 80.00 528,000.00 Group 4 1000261312 Jun-2006 01-Sep-2005 CA 80.00 460,000.00 Group 4 1000263955 Jun-2006 01-Sep-2005 VA 80.00 200,000.00 Group 4 1000265270 Jun-2006 01-Sep-2005 DC 80.00 432,000.00 Group 4 1000267679 Jun-2006 01-Oct-2005 NY 90.00 405,000.00 Group 4 1000268002 May-2006 01-Oct-2005 CA 80.00 461,600.00 Group 4 1000270146 Jun-2006 01-Oct-2005 MA 90.00 310,500.00 Group 4 1000271503 Jun-2006 01-Nov-2005 CA 80.00 279,120.00 Group 4 1000272168 May-2006 01-Oct-2005 CA 80.00 412,000.00 Group 4 1000272794 May-2006 01-Oct-2005 CA 85.00 386,750.00 Group 4 1000274614 May-2006 01-Nov-2005 CA 80.00 420,868.00 Group 4 1000274909 Jun-2006 01-Nov-2005 CA 80.00 424,000.00 Group 4 1000275924 Jun-2006 01-Nov-2005 DE 80.00 193,500.00 Group 4 1000276241 May-2006 01-Nov-2005 AZ 80.00 368,000.00 Group 4 1000276416 May-2006 01-Nov-2005 CA 80.00 668,000.00 Group 4 1000276606 May-2006 01-Nov-2005 WA 80.00 520,000.00 Group 4 1000277435 Jun-2006 01-Nov-2005 CA 88.65 656,000.00 Group 4 1000277538 May-2006 01-Nov-2005 CA 90.00 443,700.00 Group 4 5000163841 May-2006 01-Oct-2005 NY 80.00 440,000.00 Group 4 ~~5000167608~~5000166324 ~~May~~Jun-2006 01-~~Oct~~Nov-2005 MIIL 80.00 ~~657~~280,~~600~~000.00 Group 4 ~~5000170288~~5000167608 May-2006 01-Oct-2005 NYMI 9080.00 ~~351~~657,~~000~~600.00 Group 4 ~~5000170621~~5000170288 May-2006 01-Oct-2005 NY ~~100~~90.00 ~~450~~351,000.00 Group 4 ~~5000171385~~5000170621 May-2006 01-Oct-2005 MNNY 80100.00 ~~205~~450,~~420~~000.00 Group 4 5000175637 May-2006 01-Nov-2005 NY 80.00 572,000.00 Group 4 6000168930 May-2006 01-Oct-2005 NY 100.00 545,000.00 Group 4 6000174123 May-2006 01-Oct-2005 GA 80.00 260,000.00 Group 4 6000177941 May-2006 01-Oct-2005 NJ 80.00 188,800.00 Group 4 6000178927 Jun-2006 01-Nov-2005 GA 80.00 127,880.00 Group 4 6000180614 Jun-2006 01-Nov-2005 MD 80.00 537,600.00 Group 4 6000181168 Jun-2006 01-Nov-2005 GA 85.00 152,915.00 Group 4 6000181784 Jun-2006 01-Nov-2005 TN 80.00 687,900.00 Group 4 7000156588 Jun-2006 01-Sep-2005 CA 80.00 268,800.00 Group 4 7000158777 May-2006 01-Sep-2005 CA 80.00 496,000.00 Group 4 7000162135 May-2006 01-Oct-2005 CA 76.00 475,000.00 Group 4 7000162263 May-2006 01-Nov-2005 AZ 80.00 628,800.00 Group 4 7000162947 May-2006 01-Oct-2005 CA 90.00 477,000.00 Group 4 ~~7000163324~~7000164939 ~~May~~Jun-2006 01-Oct-2005 GACA 80.00 ~~188~~316,000.00 Group 4 7000165294 May-2006 01-Nov-2005 CA 80.00 384,000.00 Group 4 7000166152 May-2006 01-Nov-2005 NY 80.00 377,360.00 Group 4 7000166624 May-2006 01-Nov-2005 NV 80.00 704,000.00 Group 4 7000167291 May-2006 01-Nov-2005 NY 80.00 368,000.00 Group 4 8000054268 May-2006 01-Sep-2005 NY 80.00 728,000.00 Group 4 8000058531 Jun-2006 01-Nov-2005 NJ 80.00 184,000.00 Group 4 8000060382 May-2006 01-Nov-2005 NY 80.00 204,000.00 Group 4 8000060497 Jun-2006 01-Nov-2005 NH 80.00 315,200.00 Group 4 8000061247 Jun-2006 01-Nov-2005 NY 80.00 400,000.00 Group 4 8000061930 May-2006 01-Nov-2005 NY 80.00 512,000.00

Foreclosure 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 1 1000270580 68,904.65 01-Dec-2005 34 9.850% 2,~~144~~680.7434 Group 1 ~~6000175180~~1000273632 ~~102~~19,~~776~~343.1233 01-~~Dec~~Feb-~~2005~~2006 2 11.650% 716.51 Group 1 1000273762 65,890.37 01-Jan-2006 3 98.~~000~~990% 2,~~907~~327.5097 Group 1 ~~7000166524~~6000147732 55157,~~973~~920.29 01-Feb-2006 2 8.150% 4,022.73 Group 1 6000175180 102,776.12 01-~~Nov~~Dec-2005 4 9.~~725~~000% 13,~~718~~633.0945 Group 2 1000260019 154,523.79 01-Jan-2006 23 8.500% 45,~~116~~143.0862 Group 2 1000268767 164,910.81 01-Nov-2005 5 9.050% 5,861.32 Group 2 1000269837 276,000.00 01-Dec-2005 34 6.250% 56,~~290~~612.0050 Group 2 1000271614 263,056.25 01-Feb-2006 2 7.750% 6,350.17 Group 2 1000273098 211,730.44 01-Jan-2006 3 11.590% 9,776.65 Group 2 1000273332 108,800.00 01-Jan-2006 23 7.650% 3,241.35 Group 2 1000273469 78,~~593~~198.0834 01-Dec-2005 4 6.800% 2,046.94 Group 2 1000273678 263,999.21 01-Jan-2006 23 7.250% 57,~~940~~425.00 Group 2 1000273720 184,864.54 01-Dec-2005 34 10.900% 8,001.16 Group 2 1000275089 135,544.02 01-Feb-2006 2 7.900% 3,339.85 Group 2 1000276067 151,468.33 01-Jan-2006 3 6.050% 3,~~402~~494.0394 Group 2 1000276638 110,482.38 01-Jan-2006 3 8.150% 3,516.45 Group 2 5000159335 121,745.60 01-Feb-2006 2 7.450% 2,817.08 Group 2 5000167877 131,930.31 01-Jan-2006 23 7.850% 34,~~228~~034.2601 Group 2 5000168508 89,801.79 01-Feb-2006 2 10.100% 2,871.69 Group 2 5000168700 82,642.10 01-Dec-2005 34 8.300% 2,~~144~~680.8628 Group 2 5000169350 248,950.17 01-Jan-2006 23 8.200% 67,~~382~~975.2742 Group 2 5000169815 200,000.00 01-Dec-2005 34 6.550% 45,~~033~~041.3670 Group 2 5000170038 83,996.80 01-Dec-2005 34 8.240% 2,~~167~~708.1290 Group 2 5000170631 190,726.14 01-Jan-2006 23 6.990% 5,147.99 Group 2 5000171870 169,454.01 01-Jan-2006 3 7.150% 4,~~119~~686.9780 Group 2 5000172561 123,922.69 01-Jan-2006 23 8.950% 34,~~486~~357.9758 Group 2 5000172654 121,422.52 01-Nov-2005 45 8.250% 3,~~129~~910.1224 Group 2 5000172815 89,200.22 01-Nov-2005 45 8.900% 3,114.53 Group 2 5000173077 384,~~492~~776.2819 01-Nov-2005 5 8.700% 13,113.76 Group 2 5000173107 187,871.67 01-Nov-2005 45 7.900% 45,~~622~~775.0774 Group 2 5000173147 144,307.00 01-Dec-2005 34 8.040% 34,~~620~~523.1376 Group 2 5000173601 63,721.19 01-Nov-2005 45 9.900% 12,~~993~~490.1489 Group 2 5000173890 89,057.88 01-Jan-2006 23 7.700% 2,~~134~~667.6643 Group 2 5000174116 293,558.66 01-Jan-2006 23 6.800% 67,~~164~~705.7290 Group 2 5000174135 147,684.57 01-Jan-2006 23 7.750% 34,~~564~~454.5319 Group 2 5000174445 62,368.32 01-Nov-2005 45 9.350% 12,~~836~~294.2981 Group 2 5000175609 189,669.09 01-Dec-2005 34 8.500% 6,309.75 Group 2 5000176014 236,908.99 01-Feb-2006 2 7.650% 5,~~049~~640.2303 Group 2 5000176080 87,478.23 01-Nov-2005 45 7.000% 12,~~889~~360.4490 Group 2 5000176867 107,910.00 01-Jan-2006 23 8.250% 3,484.60 Group 2 6000166932 303,~~787~~239.6888 01-May-2006 0 8.950% 4,271.89 Group 2 6000175534 218,780.90 01-Jan-2006 23 9.600% 68,~~630~~286.5936 Group 2 6000176054 ~~176~~175,~~192~~407.2261 01-~~Dec~~May-~~2005~~2006 30 6.700% 31,~~632~~813.4537 Group 2 6000177363 100,233.88 01-Jan-2006 23 7.050% 2,~~185~~730.2756 Group 2 6000177367 125,866.07 01-Dec-2005 34 9.150% 34,~~623~~528.7253 Group 2 6000183184 107,610.06 01-Feb-2006 2 6.550% 2,167.13 Group 2 7000001187 161,781.88 01-Dec-2005 34 8.000% 45,~~036~~044.9256 Group 2 7000163295 120,000.00 01-Feb-2006 2 6.990% 2,596.00 Group 2 7000163688 101,363.84 01-Oct-2005 56 11.000% 34,~~541~~426.5720 Group 2 7000165304 311,200.00 01-Nov-2005 45 7.550% 79,~~313~~141.2050 Group 2 7000165962 182,331.81 01-Feb-2006 2 8.990% 5,155.59 Group 2 8000058808 336,961.28 01-Nov-2005 45 7.150% 79,~~446~~304.5167 Group 2 8000060654 234,856.16 01-Nov-2005 45 8.450% 67,~~209~~759.1723 Group 2 8000060874 99,863.28 01-Jan-2006 3 9.900% 3,907.29 Group 3 1000269492 59,833.93 01-Feb-2006 2 9.500% 1,793.63 Group 3 1000276341 48,323.04 01-Jan-2006 3 11.025% 2,117.46 Group 3 1000276488 166,930.34 01-Nov-2005 45 10.275% 56,~~430~~786.4371 Group 3 6000177525 463,659.05 01-Dec-2005 34 7.800% 14,070.69 Group 3 6000179109 31,948.42 01-Dec-2005 4 11.275% 1,~~260~~432.2378 Group 3 6000180631 134,286.78 01-Dec-2005 4 10.250% 5,447.87 Group 3 7000162349 157,044.73 01-Dec-2005 4 9.500% 5,879.64 Group 3 7000163379 46,798.59 01-Feb-2006 2 9.200% 1,356.11 Group 3 7000165072 78,872.75 01-Jan-2006 3 10.500% 43,~~704~~283.8036 Group 3 7000166252 47,952.48 01-Jan-2006 3 11.400% 2,176.23 Group 3 7000166544 86,918.49 01-Jan-2006 23 11.650% 4,035.23 Group 3 8000058584 45,~~228~~948.6691 01-Jan-2006 3 10.870% 1,983.69 Group 4 1000240263 356,966.92 01-Jan-2006 23 7.750% 810,~~615~~765.3447 Group 4 1000255263 525,587.40 01-Jan-2006 23 6.500% 13,112.59 Group 4 1000261312 458,525.28 01-Dec-2005 4 7.500% 13,340.68 Group 4 1000263955 199,370.21 01-Dec-2005 4 7.250% 5,592.78 Group 4 1000265270 430,082.41 01-Jan-2006 3 6.650% 10,~~494~~998.5475 Group 4 1000267679 404,725.48 01-Oct-2005 6 7.950% 12,518.09 Group 4 1000268002 461,599.56 01-Dec-2005 34 6.550% 911,~~308~~636.9215 Group 4 1000270146 309,907.97 01-Dec-2005 4 8.300% 10,051.00 Group 4 1000271503 279,120.00 01-Feb-2006 2 6.600% 5,675.44 Group 4 1000272168 410,950.52 01-Dec-2005 34 6.850% 810,~~677~~842.7590 Group 4 1000272794 385,850.15 01-Jan-2006 23 8.750% 1013,~~599~~246.8016 Group 4 1000274614 419,810.85 01-Jan-2006 23 6.950% 911,~~012~~261.5635 Group 4 1000274909 423,059.51 01-Dec-2005 4 7.550% 12,391.78 Group 4 1000275924 193,500.00 01-Jan-2006 3 7.300% 5,482.50 Group 4 1000276241 367,239.07 01-Jan-2006 23 7.900% 911,~~047~~305.4468 Group 4 1000276416 668,000.00 01-Nov-2005 45 7.350% 1519,~~252~~065.6885 Group 4 1000276606 519,186.25 01-Dec-2005 34 7.250% 1114,~~656~~564.1387 Group 4 1000277435 655,242.39 01-Dec-2005 4 8.750% 22,481.41 Group 4 1000277538 443,071.64 01-Dec-2005 34 7.750% 1013,~~686~~353.3453 Group 4 5000163841 439,071.67 01-Dec-2005 34 7.800% 1013,~~662~~324.9834 Group 4 5000166324 279,145.81 01-Feb-2006 2 7.410% 6,422.14 Group 4 5000167608 656,126.71 01-Dec-2005 34 7.500% 1519,~~277~~090.5224 Group 4 5000170288 349,~~836~~541.7670 01-~~Jan~~Feb-2006 2 6.990% 7,~~556~~552.9308 Group 4 5000170621 449,133.22 01-Dec-2005 34 8.250% 1114,~~581~~472.6672 Group 4 ~~5000171385 204,669.65 01-Jan-2006 2 6.490% 4,079.90 Group 4~~ 5000175637 571,544.84 01-Nov-2005 45 7.150% 1215,~~630~~782.8470 Group 4 6000168930 543,971.41 01-Dec-2005 34 8.350% 1417,~~208~~755.7469 Group 4 6000174123 259,820.15 01-Oct-2005 56 7.850% 67,~~344~~927.2573 Group 4 6000177941 188,648.27 01-Oct-2005 56 7.100% 5,165.69 Group 4 6000178927 127,~~134~~693.1137 01-Dec-2005 4 7.600% 3,768.59 Group 4 6000180614 536,714.35 01-Dec-2005 4 6.990% 14,474.69 Group 4 6000181168 152,915.00 01-Feb-2006 2 7.500% 3,568.04 Group 4 6000181784 687,501.39 01-Feb-2006 2 7.050% 15,012.61 Group 4 7000156588 268,799.99 01-Jan-2006 3 7.300% 7,616.00 Group 4 7000158777 494,586.07 01-Dec-2005 34 7.750% 1114,~~928~~905.4760 Group 4 7000162135 474,306.75 01-Nov-2005 45 7.600% 1113,~~193~~987.9059 Group 4 7000162263 628,800.00 01-Dec-2005 34 6.600% 1215,~~785~~982.6000 Group 4 7000162947 477,000.00 01-Jan-2006 23 6.800% 1012,~~017~~521.0025 Group 4 ~~7000163324~~7000164939 ~~188~~316,000.00 01-~~Jan~~Dec-~~2006~~2005 24 76.~~350~~990% 48,~~292~~544.6854 Group 4 7000165294 384,000.00 01-Jan-2006 23 6.850% 810,~~128~~160.00 Group 4 7000166152 376,539.51 01-Jan-2006 23 7.650% 811,~~962~~199.5947 Group 4 7000166624 703,375.84 01-Nov-2005 45 6.600% 1417,~~253~~809.7483 Group 4 7000167291 367,389.92 01-Dec-2005 34 7.550% 810,~~615~~766.8309 Group 4 8000054268 726,302.84 01-Nov-2005 45 7.300% 1620,~~413~~509.7570 Group 4 8000058531 183,646.53 01-Dec-2005 4 6.200% 4,347.99 Group 4 8000060382 203,843.99 01-Nov-2005 45 7.350% 5,799.02 Group 4 8000060497 315,~~640~~200.8700 01-Jan-2006 3 7.650% 9,390.35 Group 4 8000061247 398,637.57 01-Feb-2006 2 6.850% 8,426.82 Group 4 8000061930 510,717.99 01-Jan-2006 23 7.100% 1114,~~218~~017.0974

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

Summary 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 18 ~~Jun~~Jul-05 0.000% Original Principal Balance ~~302~~1,~~400~~119,680.00 ~~Jul~~Aug-05 0.000% Current Actual Balance ~~301~~1,~~461~~114,381.4219 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Bankruptcy Total ~~Oct~~Nov-05 0.000% Loans in Bankruptcy 210 ~~Nov~~Dec-05 0.000% Original Principal Balance ~~410~~1,~~850~~530,530.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance ~~409~~1,~~911~~524,292.4261 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.~~000~~012% ~~Apr~~May-06 0.~~012~~044% ~~May~~Jun-06 0.~~044~~171% *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 1 6000180030 Jun-2006 01-Nov-2005 GA 5.00 6,000.00 Group 2 1000265068 Jun-2006 01-Sep-2005 GA 90.00 323,100.00 Group 2 1000275100 Jun-2006 01-Nov-2005 NJ 80.00 120,000.00 Group 2 5000171924 Jun-2006 01-Nov-2005 MO 80.00 72,080.00 Group 2 6000177091 Jun-2006 01-Nov-2005 GA 90.00 108,000.00 Group 2 6000179042 Apr-2006 01-Nov-2005 GA 90.00 108,450.00 Group 2 7000161409 May-2006 01-Nov-2005 CT 80.00 302,400.00 Group 2 8000045568 Jun-2006 01-Jun-2005 VA 90.00 103,500.00 Group 3 5000172913 Jun-2006 01-Nov-2005 IL 20.00 77,400.00 Group 4 5000172845 Jun-2006 01-Nov-2005 IL 80.00 309,600.00

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 1 6000180030 5,814.41 01-May-2006 0 12.250% 114.14 Group 2 1000265068 321,548.58 01-Mar-2006 1 7.990% 6,016.73 Group 2 1000275100 120,000.00 01-Mar-2006 1 7.850% 2,205.00 Group 2 5000171924 71,952.21 01-Feb-2006 2 10.050% 2,288.90 Group 2 6000177091 107,644.50 01-Mar-2006 1 8.150% 2,057.31 Group 2 6000179042 108,450.00 01-Feb-2006 12 8.000% 2,~~033~~711.4324 Group 2 7000161409 301,461.42 01-Mar-2006 01 8.450% 5,987.72 Group 2 8000045568 103,069.72 01-Dec-2005 4 8.650% 3,~~993~~493.0907 Group 3 5000172913 77,112.46 01-May-2006 0 9.250% 1,124.86 Group 4 5000172845 307,239.31 01-May-2006 0 5.600% 2,612.98

Realized Loss Report - Collateral Summary MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 0.000% N/A Mar-2006 0.000% N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 0.000% N/A Mar-2006 0.000% N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. 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 Total 96123 1830,~~574~~201,~~236~~169.0020 1830,~~484~~057,~~857~~910.6778 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 Total 0 0.00 0.00 0 0.00 0.00 71219,~~189~~994.8791

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount Group 1 ~~1000268236~~5000174956 NVFL 20.00 01-Nov-2005 60,000.00 59,754.78 Group 1 6000172588 FL 5.00 01-Oct-2005 3210,~~300~~750.00 3210,318.21 Group 1 6000175454 PA 78.97 01-Oct-2005 154,000.7100 152,707.21 Group 1 ~~1000275943~~6000178567 NMNH 1585.00 01-Nov-2005 29139,~~490~~400.00 29137,~~414~~438.7324 Group 1 ~~5000174682~~6000180883 OHFL 2090.00 01-Nov-2005 27241,~~980~~200.00 27239,~~882~~505.0338 Group 1 ~~5000175519~~6000182466 WIFL 2010.00 01-Nov-2005 2426,~~100~~800.00 2326,~~709~~677.8679 Group 1 ~~6000180499~~7000163613 FLCA 7261.9221 01-Nov-2005 ~~175~~202,000.00 ~~174~~200,~~168~~844.0385 Group 1 ~~8000059549~~7000165373 MD 2080.00 01-Nov-2005 40296,000.00 39294,~~221~~523.6618 Group 1 ~~8000060507~~7000166524 NJHI 20.00 01-Nov-2005 5856,~~600~~000.00 5855,~~458~~783.2781 Group 21 ~~1000240650~~8000059853 CAMD 7580.00 01-~~Jun~~Oct-2005 ~~311~~200,~~250~~000.00 ~~308~~198,~~544~~944.9646 Group 21 ~~1000253985~~8000061443 NY 77.95 01-Nov-2005 304,000.00 301,864.40 Group 1 8000062323 MA 6017.87 01-~~Aug~~Nov-2005 ~~140~~84,000.00 ~~138~~83,~~962~~771.2713 Group 2 ~~1000259066~~1000248684 MANY 7890.3400 01-Sep-2005 ~~340~~324,000.00 ~~337~~321,~~226~~138.5873 Group 2 ~~1000259364~~1000258209 CA 6861.1718 01-~~Sep~~Aug-2005 83260,~~850~~000.00 83258,~~274~~112.3118 Group 2 ~~1000259961~~1000262041 NVCA 8065.00 01-~~Oct~~Sep-2005 ~~124~~159,~~800~~250.00 ~~124~~158,~~273~~676.6383 Group 2 ~~1000268556~~1000262445 FLAZ 7067.10 01-Sep-2005 259,000.00 257,169.46 Group 2 1000265989 NJ 95.00 01-Nov-2005 99266,~~400~~000.00 99264,~~053~~337.1332 Group 2 ~~1000271127~~1000268858 DCCA 7065.00 01-Oct-2005 ~~252~~208,000.00 ~~250~~206,~~601~~772.3488 Group 2 ~~1000272095~~1000268940 PAFL 7565.00 01-~~Nov~~Oct-2005 75215,~~000~~800.00 74215,~~761~~079.3392 Group 2 ~~1000272099~~1000271836 MD 6895.4100 01-Nov-2005 ~~124~~190,~~500~~000.00 ~~123~~188,~~921~~703.1132 Group 2 ~~1000272466~~1000273336 CADC 7867.9574 01-~~Oct~~Nov-2005 ~~300~~315,000.00 ~~300~~313,~~000~~271.0007 Group 2 ~~1000272499~~1000273450 MDDE 75.00 01-~~Nov~~Oct-2005 90150,000.00 89149,~~453~~376.9719 Group 2 ~~1000272837~~1000273695 CANY 4985.8900 01-~~Oct~~Nov-2005 ~~223~~309,~~500~~400.00 ~~222~~307,~~105~~522.7003 Group 2 ~~1000272964~~1000274622 AZCA 8966.7467 01-Nov-2005 ~~175~~300,000.00 ~~173~~298,~~999~~249.2797 Group 2 ~~1000273384~~1000275029 VAAZ 7980.0500 01-Nov-2005 ~~200~~176,000.00 ~~199~~175,~~124~~003.7653 Group 2 ~~1000274462~~1000275357 AZCA 9094.0069 01-Nov-2005 ~~181~~303,~~800~~000.00 ~~180~~302,~~835~~998.7325 Group 2 ~~1000274556~~1000277564 NMPA 8580.00 01-Nov-2005 ~~167~~200,~~110~~000.00 ~~166~~190,~~105~~935.2913 Group 2 ~~1000275622~~1000277758 ILCA 8070.00 01-Nov-2005 93231,~~600~~000.00 93230,~~107~~184.0041 Group 2 ~~1000275759~~1000278326 CA 5565.9800 01-Nov-2005 ~~257~~228,~~500~~150.00 ~~256~~226,~~513~~789.5276 Group 2 ~~1000275991~~1000278334 NYCA 9044.0005 01-Nov-2005 ~~351~~185,000.00 ~~348~~184,~~910~~161.1541 Group 2 ~~1000276532~~5000162388 MD 6180.8200 01-~~Nov~~Sep-2005 ~~204~~129,~~000~~600.00 ~~202~~128,~~554~~288.0468 Group 2 ~~1000278394~~5000163764 UTMN 80.00 01-~~Nov~~Sep-2005 ~~160~~180,~~800~~000.00 ~~159~~178,~~787~~702.3024 Group 2 ~~1000278417~~5000166424 CANJ 7075.00 01-~~Nov~~Oct-2005 ~~206~~249,~~500~~000.00 ~~205~~247,~~830~~862.3512 Group 2 ~~1000278521~~5000167821 AZFL 5377.4393 01-Oct-2005 245,475.20 244,035.31 Group 2 5000168959 NJ 87.50 01-Nov-2005 ~~109~~385,000.00 ~~109~~383,~~000~~048.04 Group 2 5000169244 IL 94.75 01-Oct-2005 153,500.00 153,499.37 Group 2 ~~1000279155~~5000169672 NVNC 9085.00 01-~~Nov~~Oct-2005 ~~301~~170,~~500~~850.00 ~~300~~169,872.09 Group 2 5000171018 IL 95.00 01-Oct-2005 321,100.00 318,900.4986 Group 2 ~~5000162688~~5000172323 MDNY 6590.00 01-~~Sep~~Nov-2005 ~~180~~225,~~050~~000.00 ~~179~~223,~~469~~388.5356 Group 2 ~~5000173438~~5000172958 FL 90.00 01-~~Oct~~Nov-2005 ~~209~~114,~~250~~300.00 ~~207~~113,~~935~~678.4510 Group 2 ~~5000173685~~5000174494 ILOH 7836.3323 01-Nov-2005 ~~235~~50,000.00 ~~233~~49,~~502~~816.9218 Group 2 ~~5000174377~~5000174781 OHIL 8090.00 01-Nov-2005 ~~111~~168,~~920~~300.00 ~~111~~167,~~910~~205.7873 Group 2 ~~5000174724~~5000175508 MAMD 80.00 01-Nov-2005 ~~336~~220,000.00 ~~335~~220,~~350~~000.00 Group 2 ~~6000160459~~6000167249 NYCT 7375.3900 01-Sep-2005 ~~240~~135,000.00 ~~238~~134,~~404~~386.1828 Group 2 ~~6000169529~~6000169908 NJFL 6070.9400 01-~~Oct~~Nov-2005 97157,500.00 96156,~~905~~617.9009 Group 2 ~~6000174828~~6000169927 MD 8070.00 01-~~Nov~~Sep-2005 ~~236~~125,~~000~~930.00 ~~234~~124,~~913~~959.6415 Group 2 ~~6000175728~~6000172400 VAFL 7590.2900 01-Oct-2005 ~~262~~193,~~000~~500.00 ~~260~~191,~~409~~896.9330 Group 2 ~~6000177498~~6000177141 NJFL 9085.00 01-~~Oct~~Nov-2005 ~~283~~207,~~500~~400.00 ~~281~~206,~~602~~190.4718 Group 2 ~~6000177847~~6000177545 MDFL 8574.0055 01-Nov-2005 ~~221~~150,000.00 ~~219~~148,~~783~~986.0465 Group 2 ~~6000177961~~6000177978 NJFL 80.9500 01-Nov-2005 ~~340~~272,000.00 ~~338~~270,~~053~~175.0194 Group 2 ~~6000178625~~6000178395 MDDE 7590.00 01-Nov-2005 93288,000.00 92286,~~624~~371.2612 Group 2 ~~6000179151~~6000178519 FLNC 7080.00 01-Nov-2005 ~~203~~76,~~000~~400.00 ~~202~~75,~~138~~979.3029 Group 2 ~~6000179679~~6000178530 FL 8085.00 01-Nov-2005 ~~252~~340,000.00 ~~250~~340,~~789~~000.9600 Group 2 ~~6000180039~~6000179716 ILMD 80.00 01-Nov-2005 74332,~~400~~000.00 74330,~~099~~004.9299 Group 2 ~~6000180128~~6000180251 FL 9581.0073 01-Nov-2005 ~~218~~212,500.00 ~~217~~210,~~296~~939.8171 Group 2 ~~6000182795~~6000181370 MNFL 9074.0063 01-Nov-2005 ~~162~~300,000.00 ~~161~~298,~~167~~087.5368 Group 2 ~~7000152197~~6000181377 VAMD 80.00 01-~~Sep~~Nov-2005 80312,000.00 79310,~~289~~268.9241 Group 2 ~~7000161073~~7000158450 CA 75.00 01-Sep-2005 60,000.00 59,602.16 Group 2 7000161201 FL 90.00 01-Oct-2005 ~~229~~162,000.00 161,944.48 Group 2 7000161774 HI 58.82 01-Oct-2005 500,000.00 ~~228~~496,~~348~~777.0818 Group 2 ~~7000161768~~7000164261 WAMA 51.72 01-Nov-2005 300,000.00 297,427.87 Group 2 7000165474 DC 80.00 01-~~Oct~~Nov-2005 ~~168~~360,000.00 ~~160~~357,~~244~~470.7395 Group 2 ~~7000163725~~7000165915 HI 9074.0042 01-Nov-2005 ~~315~~160,000.00 ~~313~~157,~~460~~877.0213 Group 2 ~~7000166072~~7000166218 CA 5261.1154 01-Nov-2005 ~~495~~200,000.00 ~~491~~198,~~491~~737.7350 Group 2 ~~7000166282~~7000166298 MDHI 80.00 01-Nov-2005 ~~271~~336,~~920~~000.00 ~~270~~333,~~204~~744.2650 Group 2 ~~8000051794~~7000166993 NYAZ 6372.1341 01-~~Aug~~Nov-2005 ~~211~~97,~~500~~750.00 ~~210~~97,~~341~~183.0551 Group 2 ~~8000051902~~7000167477 VAMI 55100.5600 01-~~Sep~~Nov-2005 ~~150~~163,000.00 ~~148~~162,~~706~~338.0849 Group 2 ~~8000054396~~8000050065 MD 7765.5900 01-Sep-2005 ~~202~~191,~~500~~750.00 ~~201~~189,~~281~~645.1058 Group 2 ~~8000054512~~8000053287 NJMA 7558.0089 01-Sep-2005 ~~172~~265,~~500~~000.00 ~~171~~262,~~209~~996.8884 Group 2 ~~8000059389~~8000056319 FL 95.00 01-Oct-2005 226,100.00 226,098.07 Group 2 8000059955 MD 80.00 01-Nov-2005 ~~160~~164,~~000~~800.00 ~~159~~163,~~599~~681.9580 Group 2 ~~8000059879~~8000060659 FLNY 8574.0098 01-Nov-2005 ~~136~~198,~~000~~700.00 ~~135~~197,~~243~~574.0797 Group 2 ~~8000059932~~8000061348 FLNJ 7565.00 01-Nov-2005 ~~114~~157,~~000~~170.00 ~~113~~156,~~465~~784.9390 Group 2 ~~8000059994~~8000061473 RIWV 8969.3659 01-Nov-2005 ~~238~~170,~~600~~500.00 ~~237~~169,~~299~~986.0476 Group 2 ~~8000060171~~8000061995 NJMA 7980.9700 01-Nov-2005 ~~234~~376,~~300~~000.00 ~~233~~373,~~305~~762.4765 Group 23 ~~8000060316~~1000278628 NJCA 7020.00 01-Nov-2005 ~~196~~151,000.00 ~~195~~150,~~457~~567.6100 Group 23 ~~8000061600~~5000169867 IL 20.00 01-Oct-2005 48,000.00 47,708.95 Group 3 5000171008 FL 5415.0500 01-~~Nov~~Oct-2005 5626,~~750~~850.00 5626,~~431~~713.2705 Group 23 ~~8000061708~~5000175138 NJFL 645.7100 01-Nov-2005 ~~220~~6,~~000~~350.00 ~~218~~6,~~611~~101.9146 Group 3 ~~1000270325~~6000176155 MD 20.00 01-Oct-2005 5993,~~628~~845.00 5993,~~432~~488.4504 Group 3 ~~1000271031~~6000176493 NJFL 20.00 01-~~Oct~~Nov-2005 53,~~980~~000.00 5352,~~820~~801.6249 Group 3 ~~1000275732~~6000178565 CAFL 2010.00 01-Nov-2005 9140,000.00 9039,~~797~~891.1991 Group 3 ~~1000278653~~6000179871 CAFL 20.00 01-Nov-2005 5844,000.00 5743,~~815~~818.4032 Group 3 ~~6000176550~~6000181415 FLMD 1015.00 01-~~Oct~~Nov-2005 3358,500.00 3358,~~247~~341.8305 Group 3 ~~6000176703~~7000165378 NMHI 2079.0062 01-~~Oct~~Nov-2005 39625,000.00 38619,~~894~~703.5512 Group 3 ~~6000178449~~7000166138 MDCA 20.00 01-~~Oct~~Nov-2005 2170,~~200~~000.00 2069,~~828~~743.4767 Group 3 ~~6000179361~~8000059526 MDNY 8820.6500 01-Nov-2005 ~~500~~97,000.00 ~~493~~96,~~831~~657.1748 Group 3 ~~6000182829~~8000061780 MNCT 5.00 01-Nov-2005 9,000.00 8,~~721~~675.7077 Group 34 ~~7000164473~~1000261366 CA 2062.50 01-Sep-2005 1,000,000.00 990,286.01 Group 4 1000273829 AZ 80.00 01-~~Oct~~Nov-2005 ~~106~~172,422.00 172,422.00 Group 4 1000274490 CA 88.29 01-Nov-2005 592,000.00 ~~105~~592,~~562~~000.0700 Group 34 ~~7000165241~~1000275169 CA 90.00 01-Nov-2005 396,000.00 393,712.80 Group 4 1000275336 NY 2085.00 01-Nov-2005 361,250.00 358,457.34 Group 4 1000275957 CA 80.00 01-Nov-2005 288,000.00 79285,~~725~~588.1244 Group 34 ~~8000061254~~1000276985 SCCA 2075.00 01-Nov-2005 43517,~~616~~500.00 43514,~~492~~650.0972 Group 4 ~~1000238212~~1000277089 CA 7085.00 01-~~Jun~~Nov-2005 361,250.00 361,250.00 Group 4 1000277320 CA 90.00 01-Nov-2005 413,~~700~~100.00 ~~411~~410,~~736~~568.1416 Group 4 ~~1000270091~~1000278388 MDCA 80.00 01-~~Oct~~Nov-2005 ~~238~~604,~~512~~000.00 ~~238~~600,~~512~~580.20 Group 4 5000163875 MA 80.00 01-Sep-2005 119,200.00 118,375.74 Group 4 ~~1000270967~~5000169849 NJIL 80.00 01-Oct-2005 ~~215~~192,~~920~~000.00 ~~214~~190,~~789~~450.3516 Group 4 ~~1000271637~~5000171037 CAMD 89100.8600 01-Oct-2005 ~~379~~400,~~223~~000.00 ~~377~~396,~~135~~287.0291 Group 4 ~~1000272897~~5000173792 AZIL 80100.00 01-Nov-2005 ~~584~~640,~~123~~000.00 ~~584~~637,~~123~~541.30 Group 4 6000176149 MD 80.00 01-Oct-2005 375,380.00 375,380.00 Group 4 ~~1000273532~~6000176458 CAFL 80.00 01-Nov-2005 ~~440~~212,000.00 ~~437~~210,~~041~~623.7190 Group 4 ~~1000274513~~6000177666 FL 80.00 01-Nov-2005 ~~156~~66,800.00 66,561.56 Group 4 6000179856 FL 80.00 01-Nov-2005 176,000.00 ~~155~~174,~~089~~690.30 Group 4 7000160281 CA 79.99 01-Oct-2005 319,550.00 319,549.79 Group 4 7000160465 CA 56.59 01-Oct-2005 382,000.00 381,899.42 Group 4 7000163324 GA 80.00 01-Oct-2005 188,000.00 1.02 Group 4 ~~1000275684~~7000163849 CA 95.00 01-Nov-2005 441,750.00 441,750.00 Group 4 7000164086 VA 90.00 01-Oct-2005 503,900.00 503,900.00 Group 4 7000164897 CA 80.00 01-Nov-2005 ~~364~~280,000.00 ~~364~~280,000.00 Group 4 ~~1000276240~~7000165756 MD 80.00 01-Nov-2005 388,000.00 388,000.00 Group 4 7000166429 CA 90.00 01-Nov-2005 ~~693~~393,~~000~~147.00 ~~689~~390,~~403~~784.5449 Group 4 ~~1000278455~~7000166965 CA 80.00 01-Nov-2005 ~~232~~360,000.00 ~~230~~357,~~707~~705.5019 Group 4 ~~5000162672~~8000053574 MINJ 9075.00 01-Sep-2005 ~~184~~393,~~500~~750.00 ~~183~~391,~~462~~211.9853 Group 4 ~~6000176518~~8000057285 NMMA 8075.00 01-Oct-2005 ~~156~~528,750.00 526,015.80 Group 4 8000058803 NY 100.00 01-Nov-2005 475,000.00 ~~154~~472,~~965~~734.9808 Group 4 ~~6000178372~~8000059339 MDMA 8090.00 01-~~Oct~~Nov-2005 84171,~~800~~000.00 84170,~~361~~231.2724 Group 4 ~~7000152189~~8000059399 CANY 80.00 01-~~Aug~~Nov-2005 ~~106~~388,~~800~~000.00 ~~106~~388,~~007~~000.7700 Group 4 ~~7000164604~~8000059473 CACT 8190.3200 01-Nov-2005 ~~370~~162,000.00 ~~367~~161,~~922~~211.2631 Group 4 ~~7000165235~~8000061226 NY 80.00 01-Nov-2005 ~~320~~460,000.00 ~~317~~457,~~941~~124.7869 Group 4 ~~8000061160~~8000062268 SCNY 80.00 01-Nov-2005 ~~174~~300,~~464~~000.00 ~~173~~298,~~464~~124.9181

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning Group 1 ~~1000268236~~5000174956 Loan Paid in Full 0 810.~~990~~125% 360 7 Group 1 ~~1000275943~~6000172588 Loan Paid in Full 0 1112.~~025~~250% ~~360~~120 68 Group 1 ~~5000174682~~6000175454 Loan Paid in Full 0 106.~~000~~450% 360 68 Group 1 ~~5000175519~~6000178567 Loan Paid in Full 0 107.~~750~~900% ~~180~~240 7 Group 1 6000180883 Loan Paid in Full 0 6.750% 360 7 Group 1 ~~6000180499~~6000182466 Loan Paid in Full 0 8.~~500~~990% 360 67 Group 1 ~~8000059549~~7000163613 Loan Paid in Full (0 7.800% 360 7 Group 1) 7000165373 Loan Paid in Full 0 9.~~275~~050% 360 67 Group 1 ~~8000060507~~7000166524 Loan Paid in Full 04 119.~~275~~725% 360 67 Group 21 ~~1000240650~~8000059853 Loan Paid in Full 0 78.800% 360 118 Group 21 ~~1000253985~~8000061443 Loan Paid in Full 0 6.750% 360 7 Group 1 8000062323 Loan Paid in Full 0 11.~~650~~375% 360 97 Group 2 ~~1000259066~~1000248684 Loan Paid in Full 10 6.~~600~~750% 360 89 Group 2 ~~1000259364~~1000258209 Loan Paid in Full 0 78.~~650~~250% 360 810 Group 2 ~~1000259961~~1000262041 Loan Paid in Full 0 911.~~300~~150% 360 79 Group 2 ~~1000268556~~1000262445 Loan Paid in Full 0 97.~~550~~890% 360 69 Group 2 ~~1000271127~~1000265989 Loan Paid in Full 0 7.~~950~~350% 360 7 Group 2 ~~1000272095~~1000268858 Loan Paid in Full 0(1) 98.~~990~~250% 360 68 Group 2 ~~1000272099~~1000268940 Loan Paid in Full 1 810.~~150~~990% 360 68 Group 2 ~~1000272466~~1000271836 Loan Paid in Full 0 6.~~250~~900% 360 7 Group 2 ~~1000272499~~1000273336 Loan Paid in Full 0 8.~~500~~550% 360 67 Group 2 ~~1000272837~~1000273450 Loan Paid in Full 0 710.~~750~~650% 360 78 Group 2 ~~1000272964~~1000273695 Loan Paid in Full 0 7.500% 360 67 Group 2 ~~1000273384~~1000274622 Loan Paid in Full 0 87.~~450~~700% 360 67 Group 2 ~~1000274462~~1000275029 Loan Paid in Full 0 7.~~490~~850% 360 67 Group 2 ~~1000274556~~1000275357 Loan Paid in Full 0 67.~~850~~550% 360 67 Group 2 ~~1000275622~~1000277564 Loan Paid in Full 0 78.~~550~~200% 360 67 Group 2 ~~1000275759~~1000277758 Loan Paid in Full 20 910.~~100~~150% 360 67 Group 2 ~~1000275991~~1000278326 Loan Paid in Full 0 67.~~900~~590% 360 67 Group 2 ~~1000276532~~1000278334 Loan Paid in Full 01 58.~~990~~950% 360 67 Group 2 ~~1000278394~~5000162388 Loan Paid in Full (1) 6.~~750~~250% 360 69 Group 2 ~~1000278417~~5000163764 Loan Paid in Full 0 97.~~900~~790% 360 69 Group 2 ~~1000278521~~5000166424 Loan Paid in Full 0 69.~~800~~500% 360 68 Group 2 ~~1000279155~~5000167821 Loan Paid in Full 0 8.~~990~~300% 360 68 Group 2 ~~5000162688~~5000168959 Loan Paid in Full 0 118.~~150~~400% 360 87 Group 2 ~~5000173438~~5000169244 Loan Paid in Full 10 7.~~500~~300% 360 78 Group 2 ~~5000173685~~5000169672 Loan Paid in Full 0 68.~~550~~400% 360 68 Group 2 ~~5000174377~~5000171018 Loan Paid in Full 0 7.~~100~~500% 360 68 Group 2 ~~5000174724~~5000172323 Loan Paid in Full 0 6.~~250~~650% 360 67 Group 2 ~~6000160459~~5000172958 Loan Paid in Full 0 78.~~650~~050% 360 87 Group 2 ~~6000169529~~5000174494 Loan Paid in Full (1) 710.~~500~~850% 360 7 Group 2 ~~6000174828~~5000174781 Loan Paid in Full 0 87.~~200~~150% 360 67 Group 2 ~~6000175728~~5000175508 Loan Paid in Full 0 76.~~500~~050% 360 7 Group 2 ~~6000177498~~6000167249 Loan Paid in Full 0 10.050% 360 9 Group 2 6000169908 Loan Paid in Full 0 7.~~000~~900% 360 7 Group 2 ~~6000177847~~6000169927 Loan Paid in Full 0 7.~~300~~450% 360 69 Group 2 ~~6000177961~~6000172400 Loan Paid in Full 0 7.~~100~~400% 360 68 Group 2 ~~6000178625~~6000177141 Loan Paid in Full 0 87.~~850~~700% 360 67 Group 2 ~~6000179151~~6000177545 Loan Paid in Full 0 87.~~600~~550% 360 67 Group 2 ~~6000179679~~6000177978 Loan Paid in Full 0 76.990% 360 67 Group 2 ~~6000180039~~6000178395 Loan Paid in Full 0 8.~~850~~280% 360 67 Group 2 ~~6000180128~~6000178519 Loan Paid in Full 20 7.~~300~~990% 360 67 Group 2 ~~6000182795~~6000178530 Loan Paid in Full 0 7.~~650~~250% 360 67 Group 2 ~~7000152197~~6000179716 Loan Paid in Full ~~(1)~~0 67.~~300~~550% 360 87 Group 2 ~~7000161073~~6000180251 Loan Paid in Full 0 87.~~450~~200% 360 7 Group 2 ~~7000161768~~6000181370 Loan Paid in Full 0 97.~~490~~250% 360 7 Group 2 ~~7000163725~~6000181377 Loan Paid in Full 0 7.~~900~~950% 360 67 Group 2 ~~7000166072~~7000158450 Loan Paid in Full 0 59.~~990~~200% 360 69 Group 2 ~~7000166282~~7000161201 Loan Paid in Full 0 67.~~600~~450% 360 68 Group 2 ~~8000051794~~7000161774 Loan Paid in Full 13 97.~~150~~990% 360 98 Group 2 ~~8000051902~~7000164261 Loan Paid in Full 0 5.700% 360 7 Group 2 7000165474 Loan Paid in Full 0 6.~~800~~750% 360 87 Group 2 ~~8000054396~~7000165915 Loan Paid in Full 10 8.~~150~~400% 360 87 Group 2 ~~8000054512~~7000166218 Loan Paid in Full 0 7.~~050~~300% 360 87 Group 2 ~~8000059389~~7000166298 Loan Paid in Full (1) 67.~~350~~500% 360 67 Group 2 ~~8000059879~~7000166993 Loan Paid in Full 0 7.~~250~~750% 360 67 Group 2 ~~8000059932~~7000167477 Loan Paid in Full 0 89.~~150~~490% 360 67 Group 2 ~~8000059994~~8000050065 Loan Paid in Full 0 75.~~350~~800% 360 69 Group 2 ~~8000060171~~8000053287 Loan Paid in Full 0 87.~~600~~550% 360 9 Group 2 8000056319 Loan Paid in Full 0 6.900% 360 8 Group 2 ~~8000060316~~8000059955 Loan Paid in Full 0 108.~~650~~150% 360 67 Group 2 ~~8000061600~~8000060659 Loan Paid in Full 0 7.~~200~~850% 360 67 Group 2 ~~8000061708~~8000061348 Loan Paid in Full 0(1) 611.~~600~~850% 360 67 Group 32 ~~1000270325~~8000061473 Loan Paid in Full 0 10.~~500~~900% 360 7 Group 32 ~~1000271031~~8000061995 Loan Paid in Full ~~(1)~~0 107.~~990~~600% 360 7 Group 3 ~~1000275732~~1000278628 Loan Paid in Full 10 11.~~650~~125% 360 67 Group 3 ~~1000278653~~5000169867 Loan Paid in Full 0 98.990% 360 68 Group 3 ~~6000176550~~5000171008 Loan Paid in Full 0 118.~~025~~970% 360 8 Group 3 5000175138 Loan Paid in Full 0 10.500% 120 7 Group 3 ~~6000176703~~6000176155 Loan Paid in Full 0 1110.~~400~~375% 360 78 Group 3 ~~6000178449~~6000176493 Loan Paid in Full (1) 9.875% 360 7 Group 3 6000178565 Loan Paid in Full 0 11.400% ~~180~~360 7 Group 3 ~~6000179361~~6000179871 Loan Paid in Full 0 89.400% 360 67 Group 3 ~~6000182829~~6000181415 Loan Paid in Full 0 1211.~~250~~375% ~~120~~360 67 Group 3 ~~7000164473~~7000165378 Loan Paid in Full 0 96.~~400~~250% 360 7 Group 3 ~~7000165241~~7000166138 Loan Paid in Full 0 9.~~625~~990% 360 67 Group 3 ~~8000061254~~8000059526 Loan Paid in Full 0 10.~~525~~150% 360 7 Group 3 8000061780 Loan Paid in Full 0 12.000% 120 7 Group 4 1000261366 Loan Paid in Full 0 6.250% 360 9 Group 4 ~~1000238212~~1000273829 Loan Paid in Full (1) 7.875% 360 7 Group 4 1000274490 Loan Paid in Full 0 106.990% 360 7 Group 4 1000275169 Loan Paid in Full 0 7.750% 360 117 Group 4 ~~1000270091~~1000275336 Loan Paid in Full 0 6.~~550~~250% 360 7 Group 4 ~~1000270967~~1000275957 Loan Paid in Full (1) 86.~~240~~850% 360 7 Group 4 ~~1000271637~~1000276985 Loan Paid in Full 02 7.990% 360 7 Group 4 ~~1000272897~~1000277089 Loan Paid in Full 0 67.~~200~~125% 360 67 Group 4 ~~1000273532~~1000277320 Loan Paid in Full 0 67.~~900~~450% 360 67 Group 4 ~~1000274513~~1000278388 Loan Paid in Full 0 7.850% 360 7 Group 4 5000163875 Loan Paid in Full 0 8.000% 360 9 Group 4 5000169849 Loan Paid in Full 0 6.990% 360 8 Group 4 ~~1000275684~~5000171037 Loan Paid in Full 0 6.890% 360 8 Group 4 5000173792 Loan Paid in Full 0 9.750% 360 7 Group 4 6000176149 Loan Paid in Full 0 7.250% 360 8 Group 4 6000176458 Loan Paid in Full (1) 7.~~650~~500% 360 7 Group 4 6000177666 Loan Paid in Full (1) 10.100% 360 7 Group 4 6000179856 Loan Paid in Full 0 6.450% 360 7 Group 4 ~~1000276240~~7000160281 Loan Paid in Full 0 6.450% 360 8 Group 4 7000160465 Loan Paid in Full 0 6.490% 360 8 Group 4 7000163324 Loan Paid in Full 2 7.350% 360 8 Group 4 7000163849 Loan Paid in Full 0 6.600% 360 7 Group 4 7000164086 Loan Paid in Full 0 7.590% 360 8 Group 4 7000164897 Loan Paid in Full 0 5.700% 360 7 Group 4 7000165756 Loan Paid in Full 0 6.250% 360 7 Group 4 ~~1000278455~~7000166429 Loan Paid in Full 0 7.550% 360 7 Group 4 7000166965 Loan Paid in Full 0 7.250% 360 67 Group 4 ~~5000162672~~8000053574 Loan Paid in Full 0 8.~~490~~350% 360 9 Group 4 8000057285 Loan Paid in Full 0 8.900% 360 8 Group 4 ~~6000176518~~8000058803 Loan Paid in Full 0 78.~~050~~700% 360 7 Group 4 ~~6000178372~~8000059339 Loan Paid in Full ~~(1)~~0 8.~~300~~990% 360 7 Group 4 ~~7000152189~~8000059399 Loan Paid in Full 0 7.~~800~~950% 360 97 Group 4 ~~7000164604~~8000059473 Loan Paid in Full 0 78.~~200~~600% 360 67 Group 4 ~~7000165235~~8000061226 Loan Paid in Full 0 67.~~500~~350% 360 67 Group 4 ~~8000061160~~8000062268 Loan Paid in Full 01 7.~~100~~350% 360 67

Prepayment - Voluntary Prepayments

Summary SMM CPR PSA Current Month 13.~~971~~262% Current Month 2132.~~246~~832% Current Month 12,~~631~~184.~~414~~875% 3 Month Average 2.~~228~~572% 3 Month Average 2326.~~671~~709% 3 Month Average 2,~~206~~059.~~772~~450% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~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 23.718% N/A Mar-2006 2,626.843% N/A Apr-2006 26.049% N/A Apr-2006 2,362.060% N/A May-2006 21.246% N/A May-2006 1,631.414% N/A Jun-2006 32.832% N/A Jun-2006 2,184.875% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Single Month Mortality (SMM): (Partial and full prepayments + Repurchases) / (Beginning Scheduled Balance - Scheduled Principal) Conditional PrePayment Rate (CPR): 1 - ((1 - SMM)^12) PSA Standard Prepayment Model: 100 * CPR / (0.2 * MIN(30,WAS)) Weighted Average Seasoning (WAS): sum((Original Term - Remaining Term)*(Current Scheduled Balance/Deal Scheduled Principal Balance))

Interest Rate Stratification Summary Group 1 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 17 6,~~019~~015,~~032~~120.8739 0.~~653~~675 0 0.00 0.000 5.500 5.999 ~~129~~126 4443,~~218~~431,~~215~~157.9873 4.~~794~~871 7 1,~~591~~589,~~631~~932.8739 3.~~465~~603 6.000 6.499 ~~297~~287 9288,~~316~~523,~~415~~863.8900 109.~~009~~927 1615 3,~~571~~412,~~867~~581.3332 7.~~777~~734 6.500 6.999 ~~770~~757 ~~227~~223,~~738~~566,~~183~~667.1654 2425.~~691~~072 3836 8,~~949~~400,~~936~~262.5793 19.~~486~~037 7.000 7.499 ~~607~~590 ~~161~~156,~~277~~613,~~819~~750.7384 17.~~486~~563 25 4,~~183~~180,~~960~~274.8153 9.~~109~~474 7.500 7.999 ~~718~~688 ~~179~~170,~~056~~368,~~235~~395.2033 19.~~413~~106 4745 87,~~106~~761,~~403~~420.3600 17.~~649~~589 8.000 8.499 ~~333~~321 6865,~~633~~892,~~255~~641.5069 7.~~441~~389 23 2,~~775~~772,~~906~~763.9958 6.~~044~~284 8.500 8.999 ~~377~~367 6159,~~743~~578,~~882~~779.6256 6.~~694~~681 5351 43,~~169~~940,~~496~~450.5978 98.~~078~~930 9.000 9.499 ~~198~~194 18,~~840~~265,~~305~~066.5590 2.~~043~~048 5958 32,~~195~~899,~~826~~667.7409 6.~~958~~571 9.500 9.999 ~~243~~238 2221,~~178~~110,~~631~~169.0600 2.~~405~~367 4948 2,~~493~~436,~~932~~733.6242 5.~~430~~522 10.000 10.499 ~~120~~114 98,~~356~~668,~~412~~665.5625 10.~~014~~972 3837 1,~~448~~387,~~639~~501.3800 3.~~154~~144 10.500 10.999 ~~188~~183 14,~~880~~284,~~447~~160.5122 1.~~613~~602 62 2,~~326~~325,~~753~~373.1080 5.~~066~~270 11.000 11.499 ~~176~~171 10,~~850~~354,~~537~~873.2499 1.~~176~~161 7271 2,~~456~~370,~~096~~621.1889 5.~~347~~372 11.500 11.999 6867 3,~~895~~735,~~365~~465.6608 0.~~422~~419 20 ~~410~~409,~~049~~153.8706 0.~~893~~927 12.000 12.499 5553 1,~~022~~001,~~815~~253.3454 0.~~111~~112 2019 ~~176~~165,~~552~~329.5932 0.~~384~~375 12.500 12.999 21 ~~236~~235,~~123~~061.6710 0.026 8 73,~~851~~640.0797 0.~~161~~167 13.000 13.499 3 54,~~567~~394.4675 0.006 0 0.00 0.000 13.500 13.999 2 16,~~479~~406.4962 0.002 0 0.00 0.000 >= 14.000 0 0.00 0.000 0 0.00 0.000 Total 4,~~322~~199 ~~922~~891,~~334~~715,~~726~~892.4953 100.000 ~~537~~525 4544,~~930~~125,~~905~~706.0708 100.000

Interest Rate Stratification (continued) Group 2 Group 3 Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 5.000 0 0.00 0.000 0 0.00 0.000 5.000 5.499 7 1,~~667~~665,~~152~~871.7807 0.~~516~~539 0 0.00 0.000 5.500 5.999 4947 1110,~~211~~717,~~183~~435.6020 3.~~467~~466 5 2,~~511~~508,~~603~~994.0561 3.~~788~~863 6.000 6.499 ~~119~~117 2625,~~086~~721,~~351~~994.9306 8.~~066~~319 1413 76,~~060~~433,~~392~~525.1403 109.~~647~~905 6.500 6.999 ~~316~~310 6563,~~573~~942,~~071~~778.9076 20.~~276~~680 16 6,~~323~~315,~~446~~814.1801 9.~~536~~724 7.000 7.499 ~~282~~272 5250,~~973~~826,~~611~~422.7456 16.~~380~~438 8 3,~~658~~655,~~637~~464.6576 5.~~517~~628 7.500 7.999 ~~375~~355 7166,~~269~~164,~~020~~685.4484 2221.~~037~~399 10 4,~~378~~374,~~171~~278.0218 6.~~603~~735 8.000 8.499 ~~217~~207 3634,~~252~~053,~~909~~544.0631 11.~~210~~014 4 833,~~762~~185.5136 1.~~257~~283 8.500 8.999 ~~214~~212 3332,~~479~~963,~~650~~185.4585 10.~~352~~661 4846 4,~~252~~174,~~172~~622.3448 6.~~413~~427 9.000 9.499 5553 7,~~292~~065,~~763~~324.9272 2.~~255~~285 7473 5,~~259~~210,~~948~~044.4407 78.~~932~~021 9.500 9.999 4847 65,~~075~~823,~~495~~922.8770 1.~~879~~884 ~~143~~141 12,~~207~~086,~~552~~080.1141 18.~~410~~608 10.000 10.499 1614 21,~~115~~749,~~343~~687.1629 0.~~654~~566 6361 54,~~114~~920,~~298~~212.5873 7.~~713~~575 10.500 10.999 3228 4,~~948~~362,~~497~~129.2042 1.~~530~~411 9291 6,~~745~~737,~~313~~113.9448 10.~~172~~373 11.000 11.499 1514 2,~~363~~204,~~992~~466.2419 0.~~731~~713 8885 5,~~624~~374,~~750~~243.5575 8.~~482~~274 11.500 11.999 1413 1,~~769~~612,~~525~~116.6558 0.~~547~~521 33 1,~~584~~583,~~868~~317.8608 2.~~390~~438 12.000 12.499 3 ~~324~~323,~~025~~922.0528 0.~~100~~105 3231 ~~522~~512,~~237~~001.7094 0.788 12.500 12.999 0 0.00 0.000 13 ~~162~~161,~~272~~420.6013 0.~~245~~249 13.000 13.499 0 0.00 0.000 3 54,~~567~~394.4675 0.~~082~~084 13.500 13.999 0 0.00 0.000 2 16,~~479~~406.4962 0.025 >= 14.000 0 0.00 0.000 0 0.00 0.000 Total 1,~~762~~699 ~~323~~309,~~402~~197,~~594~~486.9983 100.000 ~~648~~635 6664,~~310~~951,~~474~~119.6239 100.000

Interest Rate Stratification (continued) Group 4 Current Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Range(%) Balance($) < 5.000 0 0.00 0.000 5.000 5.499 10 4,~~351~~349,~~880~~249.0932 0.~~894~~919 5.500 5.999 6867 28,~~903~~614,~~797~~795.4653 56.~~939~~044 6.000 6.499 ~~148~~142 5552,~~597~~955,~~804~~762.4959 11.~~424~~185 6.500 6.999 ~~400~~395 ~~146~~144,~~891~~907,~~728~~811.5184 30.~~182~~607 7.000 7.499 ~~292~~285 ~~100~~97,~~461~~951,~~609~~588.5399 20.~~642~~689 7.500 7.999 ~~286~~278 9592,~~302~~068,~~640~~011.3831 19.~~582~~447 8.000 8.499 8987 28,~~770~~233,~~676~~148.9444 5.~~911~~963 8.500 8.999 6258 1918,~~842~~500,~~563~~520.2445 43.~~077~~908 9.000 9.499 10 3,~~091~~090,~~766~~031.4502 0.~~635~~653 9.500 9.999 32 1763,~~401,650~~432.4647 0.~~288~~161 10.000 10.499 32 ~~678~~611,~~131~~264.4423 0.~~139~~129 10.500 10.999 2 859,~~883~~543.2752 0.~~177~~182 11.000 11.499 1 405,~~698~~542.2716 0.~~083~~086 11.500 11.999 1 130,~~921~~878.2836 0.~~027~~028 12.000 12.499 0 0.00 0.000 12.500 12.999 0 0.00 0.000 13.000 13.499 0 0.00 0.000 13.500 13.999 0 0.00 0.000 >= 14.000 0 0.00 0.000 Total 1,~~375~~340 ~~486~~473,~~690~~441,~~751~~580.8123 100.000

Filing Compare · SABR LLC Trust 2006-FR1