10-D 1 mlm06wm1_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: 333-127233-30 Merrill Lynch Mortgage Investors Trust, Series 2006-WMC1 (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-127233 Merrill Lynch Mortgage Investors, Inc. (Exact name of depositor as specified in its charter) Merrill Lynch Mortgage Lending, Inc. (Exact name of sponsor as specified in its charter) New York (State or other jurisdiction of incorporation or organization of the issuing entity) 54-2195503 54-2195504 54-6703531 54-6703532 (I.R.S. Employer Identification No.) c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Road Columbia, MD 21045 (Address of principal executive offices of the issuing entity) (Zip Code) (410) 884-2000 (Telephone number, including area code) Not Applicable (Former name, former address, if changed since last report) Registered/reporting pursuant to (check one) Title of Section Section Section Name of Exchange Class 12(b) 12(g) 15(d) (If Section 12(b)) A-1A _____ _____ __X___ ____________ A-1B _____ _____ __X___ ____________ A-2A _____ _____ __X___ ____________ A-2B _____ _____ __X___ ____________ A-2C _____ _____ __X___ ____________ A-2D _____ _____ __X___ ____________ B-1A _____ _____ __X___ ____________ B-1B _____ _____ __X___ ____________ B-2A _____ _____ __X___ ____________ B-2B _____ _____ __X___ ____________ B-3 _____ _____ __X___ ____________ M-1 _____ _____ __X___ ____________ M-2 _____ _____ __X___ ____________ M-3 _____ _____ __X___ ____________ M-4 _____ _____ __X___ ____________ M-5 _____ _____ __X___ ____________ M-6 _____ _____ __X___ ____________ C _____ _____ __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 Merrill Lynch Mortgage Investors Trust, Series 2006-WMC1. 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 Merrill Lynch Mortgage Investors Trust, Series 2006-WMC1, 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. Merrill Lynch Mortgage Investors Trust, Series 2006-WMC1 (Issuing Entity) Wilshire Credit Corp (Servicer) /s/ Ken Frye Ken Frye, Senior Vice President, Loan Servicing Date: July 10, 2006 EXHIBIT INDEX Exhibit Number Description EX-99.1 Monthly report distributed to holders of Merrill Lynch Mortgage Investors Trust, Series 2006-WMC1, relating to the June 26, 2006 distribution. EX-99.1 Merrill Lynch Mortgage Investors Trust Mortgage Loan Asset-Backed Certificates Distribution Date: 6/26/2006 Merrill Lynch Mortgage Investors Trust Mortgage Loan Asset-Backed Certificates Series 2006-WMC1 Contact: Customer Service - CTSLink Wells Fargo Bank, N.A. Securities Administration Services 7485 New Horizon Way Frederick, MD 21703 www.ctslink.com Telephone: (301) 815-6600 Fax: (301) 815-6660

Certificateholder Distribution Summary Class CUSIP Certificate Beginning Interest Pass-Through Certificate Distribution Rate Balance A-1A 59020U4L6 5.~~22938~~35125% ~~406~~399,~~298~~259,~~447~~144.4304 1,~~770~~899,~~574~~142.1566 A-1B 59020U4M4 5.~~21938~~34125% ~~101~~99,~~574~~814,~~127~~309.3893 ~~441~~473,~~794~~896.9716 A-2A 59020U3V5 5.~~03938~~16125% ~~205~~197,~~651~~735,~~543~~294.56 ~~863~~907,~~630~~165.2359 A-2B 59020U3W3 5.~~09938~~22125% 87,869,000.00 ~~373~~407,~~397~~809.8579 A-2C 59020U3X1 5.~~15938~~28125% 79,842,000.00 ~~343~~374,~~279~~813.3583 A-2D 59020U3Y9 5.~~25938~~38125% 62,851,000.00 ~~275~~300,~~464~~637.4128 M-1 59020U3Z6 5.~~34938~~47125% 45,563,000.00 ~~203~~221,~~111~~588.5006 M-2 59020U4A0 5.~~36938~~49125% 42,398,000.00 ~~189~~206,~~709~~949.1435 M-3 59020U4B8 5.~~39938~~52125% 25,312,000.00 ~~113~~124,~~890~~225.9267 M-4 59020U4C6 5.~~51938~~64125% 23,414,000.00 ~~107~~117,~~692~~408.3020 M-5 59020U4D4 5.~~54938~~67125% 22,148,000.00 ~~102~~111,~~423~~650.0653 M-6 59020U4E2 5.~~65938~~78125% 19,617,000.00 92100,~~516~~809.7158 B-1A 59020U4F9 6.~~20938~~33125% 16,484,000.00 8592,~~296~~768.1829 B-1B 59020U4G7 5.90000% 2,500,000.00 12,291.67 B-2A 59020U4H5 6.~~45938~~58125% 13,953,000.00 7581,~~106~~625.4405 B-2B 59020U4J1 6.00000% 2,500,000.00 12,500.00 B-3 59020U4K8 7.~~20938~~33125% 13,289,000.00 7986,~~837~~599.8898 C 59020U4N2 0.00000% 60,750,680.00 21,~~114~~627,~~493~~006.2832 P 59020U4P7 0.00000% 0.00 ~~105~~278,~~916~~174.0306 R 59020U4Q5 5.~~22938~~35125% 0.00 0.00 Totals 1,~~232~~215,~~014~~299,~~798~~428.3753 7,~~362~~437,~~926~~062.07

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses A-1A 79,~~039~~647,~~303~~470.3952 0.00 ~~399~~389,~~259~~611,~~144~~673.0452 811,~~809~~546,~~877~~613.5418 0.00 A-1B 12,~~759~~411,~~817~~856.4513 0.00 9997,~~814~~402,~~309~~453.9380 2,~~201~~885,~~612~~752.4229 0.00 A-2A 712,~~916~~430,~~249~~384.0026 0.00 ~~197~~185,~~735~~304,~~294~~910.5630 813,~~779~~337,~~879~~549.2385 0.00 A-2B 0.00 0.00 87,869,000.00 ~~373~~407,~~397~~809.8579 0.00 A-2C 0.00 0.00 79,842,000.00 ~~343~~374,~~279~~813.3583 0.00 A-2D 0.00 0.00 62,851,000.00 ~~275~~300,~~464~~637.4128 0.00 M-1 0.00 0.00 45,563,000.00 ~~203~~221,~~111~~588.5006 0.00 M-2 0.00 0.00 42,398,000.00 ~~189~~206,~~709~~949.1435 0.00 M-3 0.00 0.00 25,312,000.00 ~~113~~124,~~890~~225.9267 0.00 M-4 0.00 0.00 23,414,000.00 ~~107~~117,~~692~~408.3020 0.00 M-5 0.00 0.00 22,148,000.00 ~~102~~111,~~423~~650.0653 0.00 M-6 0.00 0.00 19,617,000.00 92100,~~516~~809.7158 0.00 B-1A 0.00 0.00 16,484,000.00 8592,~~296~~768.1829 0.00 B-1B 0.00 0.00 2,500,000.00 12,291.67 0.00 B-2A 0.00 0.00 13,953,000.00 7581,~~106~~625.4405 0.00 B-2B 0.00 0.00 2,500,000.00 12,500.00 0.00 B-3 0.00 0.00 13,289,000.00 7986,~~837~~599.8898 0.00 C 0.00 0.00 60,750,680.00 21,~~114~~627,~~493~~006.2832 0.00 P 0.00 0.00 0.00 ~~105~~278,~~916~~174.0306 0.00 R 0.00 0.00 0.00 0.00 0.00 Totals 1624,~~715~~489,~~369~~710.8491 0.00 1,~~215~~190,~~299~~809,~~428~~717.5362 2431,~~078~~926,~~295~~772.9198 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-1A 419,318,000.00 ~~406~~399,~~298~~259,~~447~~144.4304 0.00 79,~~039~~647,~~303~~470.3952 0.00 0.00 A-1B 104,829,000.00 ~~101~~99,~~574~~814,~~127~~309.3893 0.00 12,~~759~~411,~~817~~856.4513 0.00 0.00 A-2A 222,997,000.00 ~~205~~197,~~651~~735,~~543~~294.56 0.00 712,~~916~~430,~~249~~384.0026 0.00 0.00 A-2B 87,869,000.00 87,869,000.00 0.00 0.00 0.00 0.00 A-2C 79,842,000.00 79,842,000.00 0.00 0.00 0.00 0.00 A-2D 62,851,000.00 62,851,000.00 0.00 0.00 0.00 0.00 M-1 45,563,000.00 45,563,000.00 0.00 0.00 0.00 0.00 M-2 42,398,000.00 42,398,000.00 0.00 0.00 0.00 0.00 M-3 25,312,000.00 25,312,000.00 0.00 0.00 0.00 0.00 M-4 23,414,000.00 23,414,000.00 0.00 0.00 0.00 0.00 M-5 22,148,000.00 22,148,000.00 0.00 0.00 0.00 0.00 M-6 19,617,000.00 19,617,000.00 0.00 0.00 0.00 0.00 B-1A 16,484,000.00 16,484,000.00 0.00 0.00 0.00 0.00 B-1B 2,500,000.00 2,500,000.00 0.00 0.00 0.00 0.00 B-2A 13,953,000.00 13,953,000.00 0.00 0.00 0.00 0.00 B-2B 2,500,000.00 2,500,000.00 0.00 0.00 0.00 0.00 B-3 13,289,000.00 13,289,000.00 0.00 0.00 0.00 0.00 C 60,755,067.74 60,750,680.00 0.00 0.00 0.00 0.00 P 0.00 0.00 0.00 0.00 0.00 0.00 R 100.00 0.00 0.00 0.00 0.00 0.00 Totals 1,265,639,167.74 1,~~232~~215,~~014~~299,~~798~~428.3753 0.00 1624,~~715~~489,~~369~~710.8491 0.00 0.00

Principal Distribution Statement (continued) Class Total Ending Ending Total Principal Certificate Certificate Principal Reduction Balance Percentage Distribution A-1A 79,~~039~~647,~~303~~470.3952 ~~399~~389,~~259~~611,~~144~~673.0452 0.~~95216314~~92915561 79,~~039~~647,~~303~~470.3952 A-1B 12,~~759~~411,~~817~~856.4513 9997,~~814~~402,~~309~~453.9380 0.~~95216314~~92915561 12,~~759~~411,~~817~~856.4513 A-2A 712,~~916~~430,~~249~~384.0026 ~~197~~185,~~735~~304,~~294~~910.5630 0.~~88671729~~83097490 712,~~916~~430,~~249~~384.0026 A-2B 0.00 87,869,000.00 1.00000000 0.00 A-2C 0.00 79,842,000.00 1.00000000 0.00 A-2D 0.00 62,851,000.00 1.00000000 0.00 M-1 0.00 45,563,000.00 1.00000000 0.00 M-2 0.00 42,398,000.00 1.00000000 0.00 M-3 0.00 25,312,000.00 1.00000000 0.00 M-4 0.00 23,414,000.00 1.00000000 0.00 M-5 0.00 22,148,000.00 1.00000000 0.00 M-6 0.00 19,617,000.00 1.00000000 0.00 B-1A 0.00 16,484,000.00 1.00000000 0.00 B-1B 0.00 2,500,000.00 1.00000000 0.00 B-2A 0.00 13,953,000.00 1.00000000 0.00 B-2B 0.00 2,500,000.00 1.00000000 0.00 B-3 0.00 13,289,000.00 1.00000000 0.00 C 0.00 60,750,680.00 0.99992778 0.00 P 0.00 0.00 0.00000000 0.00 R 0.00 0.00 0.00000000 0.00 Totals 1624,~~715~~489,~~369~~710.8491 1,~~215~~190,~~299~~809,~~428~~717.5362 0.~~96022584~~94087616 1624,~~715~~489,~~369~~710.8491

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution A-1A 419,318,000.00 ~~968~~952.~~95064707~~16314120 0.00000000 1623.~~78750588~~00752775 0.00000000 A-1B 104,829,000.00 ~~968~~952.~~95064705~~16314121 0.00000000 1623.~~78750584~~00752778 0.00000000 A-2A 222,997,000.00 ~~922~~886.~~21663771~~71728570 0.00000000 3555.~~49935201~~74238335 0.00000000 A-2B 87,869,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A-2C 79,842,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A-2D 62,851,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-1 45,563,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-2 42,398,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-3 25,312,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-4 23,414,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-5 22,148,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-6 19,617,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B-1A 16,484,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B-1B 2,500,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B-2A 13,953,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B-2B 2,500,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B-3 13,289,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 C 60,755,067.74 999.92777985 0.00000000 0.00000000 0.00000000 P 0.00 0.00000000 0.00000000 0.00000000 0.00000000 R 100.00 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-1A 0.00000000 1623.~~78750588~~00752775 ~~952~~929.~~16314120~~15561345 0.~~95216314~~92915561 1623.~~78750588~~00752775 A-1B 0.00000000 1623.~~78750584~~00752778 ~~952~~929.~~16314121~~15561343 0.~~95216314~~92915561 1623.~~78750584~~00752778 A-2A 0.00000000 3555.~~49935201~~74238335 ~~886~~830.~~71728570~~97490235 0.~~88671729~~83097490 3555.~~49935201~~74238335 A-2B 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A-2C 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A-2D 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-5 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-6 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 B-1A 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 B-1B 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 B-2A 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 B-2B 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 B-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 C 0.00000000 0.00000000 999.92777985 0.99992778 0.00000000 P 0.00000000 0.00000000 0.00000000 0.00000000 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-1A 0405/25/06 - 0506/2425/06 3032 5.~~22938~~35125% ~~406~~399,~~298~~259,~~447~~144.4304 1,~~770~~899,~~574~~142.1566 0.00 A-1B 0405/25/06 - 0506/2425/06 3032 5.~~21938~~34125% ~~101~~99,~~574~~814,~~127~~309.3893 ~~441~~473,~~794~~896.9716 0.00 A-2A 0405/25/06 - 0506/2425/06 3032 5.~~03938~~16125% ~~205~~197,~~651~~735,~~543~~294.56 ~~863~~907,~~630~~165.2359 0.00 A-2B 0405/25/06 - 0506/2425/06 3032 5.~~09938~~22125% 87,869,000.00 ~~373~~407,~~397~~809.8579 0.00 A-2C 0405/25/06 - 0506/2425/06 3032 5.~~15938~~28125% 79,842,000.00 ~~343~~374,~~279~~813.3583 0.00 A-2D 0405/25/06 - 0506/2425/06 3032 5.~~25938~~38125% 62,851,000.00 ~~275~~300,~~464~~637.4128 0.00 M-1 0405/25/06 - 0506/2425/06 3032 5.~~34938~~47125% 45,563,000.00 ~~203~~221,~~111~~588.5006 0.00 M-2 0405/25/06 - 0506/2425/06 3032 5.~~36938~~49125% 42,398,000.00 ~~189~~206,~~709~~949.1435 0.00 M-3 0405/25/06 - 0506/2425/06 3032 5.~~39938~~52125% 25,312,000.00 ~~113~~124,~~890~~225.9267 0.00 M-4 0405/25/06 - 0506/2425/06 3032 5.~~51938~~64125% 23,414,000.00 ~~107~~117,~~692~~408.3020 0.00 M-5 0405/25/06 - 0506/2425/06 3032 5.~~54938~~67125% 22,148,000.00 ~~102~~111,~~423~~650.0653 0.00 M-6 0405/25/06 - 0506/2425/06 3032 5.~~65938~~78125% 19,617,000.00 92100,~~516~~809.7158 0.00 B-1A 0405/25/06 - 0506/2425/06 3032 6.~~20938~~33125% 16,484,000.00 8592,~~296~~768.1829 0.00 B-1B 0405/01/06 - 0405/30/06 30 5.90000% 2,500,000.00 12,291.67 0.00 B-2A 0405/25/06 - 0506/2425/06 3032 6.~~45938~~58125% 13,953,000.00 7581,~~106~~625.4405 0.00 B-2B 0405/01/06 - 0405/30/06 30 6.00000% 2,500,000.00 12,500.00 0.00 B-3 0405/25/06 - 0506/2425/06 3032 7.~~20938~~33125% 13,289,000.00 7986,~~837~~599.8898 18,~~556~~314.7685 C N/A N/A 0.00000% 0.00 0.00 0.00 P N/A N/A 0.00000% 0.00 0.00 0.00 R N/A N/A 5.~~22938~~35125% 0.00 0.00 0.00 Totals 5,~~142~~531,~~516~~881.7669 18,~~556~~314.7685

Interest Distribution Statement (continued) Class Current Non-Supported Total Remaining Ending Interest Interest Interest Unpaid Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance A-1A 0.00 0.00 1,~~770~~899,~~574~~142.1566 0.00 ~~399~~389,~~259~~611,~~144~~673.0452 A-1B 0.00 0.00 ~~441~~473,~~794~~896.9716 0.00 9997,~~814~~402,~~309~~453.9380 A-2A 0.00 0.00 ~~863~~907,~~630~~165.2359 0.00 ~~197~~185,~~735~~304,~~294~~910.5630 A-2B 0.00 0.00 ~~373~~407,~~397~~809.8579 0.00 87,869,000.00 A-2C 0.00 0.00 ~~343~~374,~~279~~813.3583 0.00 79,842,000.00 A-2D 0.00 0.00 ~~275~~300,~~464~~637.4128 0.00 62,851,000.00 M-1 0.00 0.00 ~~203~~221,~~111~~588.5006 0.00 45,563,000.00 M-2 0.00 0.00 ~~189~~206,~~709~~949.1435 0.00 42,398,000.00 M-3 0.00 0.00 ~~113~~124,~~890~~225.9267 0.00 25,312,000.00 M-4 0.00 0.00 ~~107~~117,~~692~~408.3020 0.00 23,414,000.00 M-5 0.00 0.00 ~~102~~111,~~423~~650.0653 0.00 22,148,000.00 M-6 0.00 0.00 92100,~~516~~809.7158 0.00 19,617,000.00 B-1A 0.00 0.00 8592,~~296~~768.1829 0.00 16,484,000.00 B-1B 0.00 0.00 12,291.67 0.00 2,500,000.00 B-2A 0.00 0.00 7581,~~106~~625.4405 0.00 13,953,000.00 B-2B 0.00 0.00 12,500.00 0.00 2,500,000.00 B-3 18,~~556~~314.7685 0.00 7986,~~837~~599.8898 0.00 13,289,000.00 C 0.00 0.00 21,~~114~~627,~~493~~006.2832 0.00 0.00 P 0.00 0.00 ~~105~~278,~~916~~174.0306 0.00 0.00 R 0.00 0.00 0.00 0.00 0.00 Totals 18,~~556~~314.7685 0.00 7,~~362~~437,~~926~~062.07 0.00 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls,if applicable.

Interest Distribution Factors Statement Class Original Current Beginning Current Payment of Face Certificate Certificate/ Accrued Unpaid Interest Amount Rate Notional Interest Shortfall (1) Balance A-1A 419,318,000.00 5.~~22938~~35125% ~~968~~952.~~95064707~~16314120 4.~~22250929~~52912267 0.00000000 A-1B 104,829,000.00 5.~~21938~~34125% ~~968~~952.~~95064705~~16314121 4.~~21443465~~52065898 0.00000000 A-2A 222,997,000.00 5.~~03938~~16125% ~~922~~886.~~21663771~~71728570 34.~~87283340~~06806186 0.00000000 A-2B 87,869,000.00 5.~~09938~~22125% 1000.00000000 4.~~24948332~~64111109 0.00000000 A-2C 79,842,000.00 5.~~15938~~28125% 1000.00000000 4.~~29948335~~69444440 0.00000000 A-2D 62,851,000.00 5.~~25938~~38125% 1000.00000000 4.~~38281666~~78333328 0.00000000 M-1 45,563,000.00 5.~~34938~~47125% 1000.00000000 4.~~45781665~~86333341 0.00000000 M-2 42,398,000.00 5.~~36938~~49125% 1000.00000000 4.~~47448323~~88111114 0.00000000 M-3 25,312,000.00 5.~~39938~~52125% 1000.00000000 4.~~49948325~~90777773 0.00000000 M-4 23,414,000.00 5.~~51938~~64125% 1000.00000000 45.~~59948322~~01444435 0.00000000 M-5 22,148,000.00 5.~~54938~~67125% 1000.00000000 45.~~62448347~~04111116 0.00000000 M-6 19,617,000.00 5.~~65938~~78125% 1000.00000000 45.~~71614977~~13888872 0.00000000 B-1A 16,484,000.00 6.~~20938~~33125% 1000.00000000 5.~~17448314~~62777785 0.00000000 B-1B 2,500,000.00 5.90000% 1000.00000000 4.91666800 0.00000000 B-2A 13,953,000.00 6.~~45938~~58125% 1000.00000000 5.~~38281660~~85000000 0.00000000 B-2B 2,500,000.00 6.00000% 1000.00000000 5.00000000 0.00000000 B-3 13,289,000.00 7.~~20938~~33125% 1000.00000000 6.~~00781699~~51666642 0.~~11714651~~62569418 C 60,755,067.74 0.00000% 0.00000000 0.00000000 0.00000000 P 0.00 0.00000% 0.00000000 0.00000000 0.00000000 R 100.00 5.~~22938~~35125% 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-1A 0.00000000 0.00000000 4.~~22250929~~52912267 0.00000000 ~~952~~929.~~16314120~~15561345 A-1B 0.00000000 0.00000000 4.~~21443465~~52065898 0.00000000 ~~952~~929.~~16314121~~15561343 A-2A 0.00000000 0.00000000 34.~~87283340~~06806186 0.00000000 ~~886~~830.~~71728570~~97490235 A-2B 0.00000000 0.00000000 4.~~24948332~~64111109 0.00000000 1000.00000000 A-2C 0.00000000 0.00000000 4.~~29948335~~69444440 0.00000000 1000.00000000 A-2D 0.00000000 0.00000000 4.~~38281666~~78333328 0.00000000 1000.00000000 M-1 0.00000000 0.00000000 4.~~45781665~~86333341 0.00000000 1000.00000000 M-2 0.00000000 0.00000000 4.~~47448323~~88111114 0.00000000 1000.00000000 M-3 0.00000000 0.00000000 4.~~49948325~~90777773 0.00000000 1000.00000000 M-4 0.00000000 0.00000000 45.~~59948322~~01444435 0.00000000 1000.00000000 M-5 0.00000000 0.00000000 45.~~62448347~~04111116 0.00000000 1000.00000000 M-6 0.00000000 0.00000000 45.~~71614977~~13888872 0.00000000 1000.00000000 B-1A 0.00000000 0.00000000 5.~~17448314~~62777785 0.00000000 1000.00000000 B-1B 0.00000000 0.00000000 4.91666800 0.00000000 1000.00000000 B-2A 0.00000000 0.00000000 5.~~38281660~~85000000 0.00000000 1000.00000000 B-2B 0.00000000 0.00000000 5.00000000 0.00000000 1000.00000000 B-3 0.~~11714651~~62569418 0.00000000 6.~~00781699~~51666642 0.00000000 1000.00000000 C 0.00000000 0.00000000 3426.~~80357045~~77976308 0.00000000 0.00000000 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 2432,~~198~~086,~~199~~108.0402 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0.00 Servicer Advances ~~906~~975,~~921~~787.7440 Gains & Subsequent Recoveries (Realized Losses) 0.00 Prepayment Penalties ~~105~~278,~~916~~174.0306 Swap/Cap Payments 0.00 Total Deposits 2533,~~211~~340,~~036~~069.8148 Withdrawals Swap Payments 0.00 Reserve Funds and Credit Enhancements 0.00 Reimbursement for Servicer Advances ~~619~~906,~~401~~921.3974 Total Administration Fees ~~513~~506,~~339~~374.5076 Payment of Interest and Principal 2431,~~078~~926,~~295~~772.9298 Total Withdrawals (Pool Distribution Amount) 2533,~~211~~340,~~036~~069.8148 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

ADMINISTRATION FEES Gross Servicing Fee* ~~513~~506,~~339~~374.5076 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~513~~506,~~339~~374.5076 *Servicer Payees include: WILSHIRE CREDIT CORP

COLLATERAL STATEMENT Collateral Description Fixed & Mixed ARM Weighted Average Gross Coupon 7.~~571594~~568949% Weighted Average Net Coupon 7.~~071594~~068949% Weighted Average Pass-Through Rate 7.~~071594~~068949% Weighted Average Remaining Term ~~336~~335 Beginning Scheduled Collateral Loan Count 6,~~288~~219 Number Of Loans Paid In Full 69110 Ending Scheduled Collateral Loan Count 6,~~219~~109 Beginning Scheduled Collateral Balance 1,~~232~~215,~~014~~299,~~798~~428.3753 Ending Scheduled Collateral Balance 1,~~215~~190,~~299~~809,~~428~~717.5362 Ending Actual Collateral Balance at 3031-~~Apr~~May-2006 1,~~215~~191,~~904~~429,~~028~~310.9436 Monthly P&I Constant 8,~~333~~221,~~425~~632.4496 Special Servicing Fee 0.00 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount ~~105~~278,~~916~~174.0306 Prepayment Penalty Paid Count 1546 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Scheduled Principal ~~559~~556,~~829~~183.3904 Unscheduled Principal 1623,~~155~~933,~~540~~527.4587 Required Overcollateralized Amount 0.00 Overcollateralized Increase Amount 0.00 Overcollateralized Reduction Amount 0.00 Specified O/C Amount 60,750,680.00 Overcollateralized Amount 60,750,680.00 Overcollateralized Deficiency Amount 0.00 Base Overcollateralization Amount 0.00 Extra ~~principal~~Principal ~~distribution~~Distribution Amount 0.00 Excess Cash Amount 21,~~114~~627,~~493~~006.2832

Group Level Collateral Statement Group Group I Group II Collateral Description ~~Fixed~~Mixed ~~15/30 & ARM~~ Fixed ~~15/30~~Mixed & ARM Weighted Average Coupon Rate 9.~~156896~~155778 7.~~229531~~226973 Weighted Average Net Rate 8.~~656896~~655778 6.~~729531~~726973 Pass-Through Rate 8.~~656896~~655778 6.~~729531~~726973 Weighted Average Remaining Term ~~253~~252 ~~356~~355 Record Date 0405/3031/2006 0405/3031/2006 Principal And Interest Constant ~~638~~631,~~078~~072.9628 3,~~807~~756,~~627~~683.2287 Beginning Loan Count 1,~~054~~043 2,~~549~~522 Loans Paid in Full 119 2748 Ending Loan Count 1,~~043~~034 2,~~522~~474 Beginning Scheduled Balance 7675,~~742~~840,~~607~~577.3066 ~~585~~577,~~487~~590,~~728~~637.2404 Ending Scheduled Balance 75,~~840~~203,~~577~~114.6641 ~~577~~566,~~590~~168,~~637~~773.0464 Scheduled Principal 52,~~475~~422.5669 ~~280~~278,~~292~~157.6704 Unscheduled Principal ~~849~~585,~~554~~040.0856 711,~~616~~143,~~798~~706.5336 Scheduled Interest ~~585~~578,~~603~~649.4059 3,~~527~~478,~~334~~526.5583 Servicing Fees 31,~~976~~600.0924 ~~243~~240,~~953~~662.2277 Master Servicing Fees 0.00 0.00 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 0.00 0.00 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest ~~553~~547,~~627~~049.3135 3,~~283~~237,~~381~~864.3306 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 74,~~377~~966.4565 42145,~~663~~504.4731 Prepayment Penalty Paid Count 3 622 Special Servicing Fee 0.00 0.00

Group Level Collateral Statement Group Group III Group IV Collateral Description ~~Fixed~~Mixed ~~15/30 & ARM~~ Fixed ~~15/30~~Mixed & ARM Weighted Average Coupon Rate 9.~~881686~~870671 7.~~170615~~166225 Weighted Average Net Rate 9.~~381686~~370671 6.~~670615~~666225 Pass-Through Rate 9.~~381686~~370671 6.~~670615~~666225 Weighted Average Remaining Term ~~214~~213 ~~356~~355 Record Date 0405/3031/2006 0405/3031/2006 Principal And Interest Constant ~~990~~981,~~721~~057.8561 2,~~896~~852,~~997~~819.4120 Beginning Loan Count 1,~~237~~225 1,~~448~~429 Loans Paid in Full 1222 1931 Ending Loan Count 1,~~225~~203 1,~~429~~398 Beginning Scheduled Balance ~~113~~112,~~270~~205,~~602~~594.6922 ~~456~~449,~~513~~662,~~860~~619.1461 Ending Scheduled Balance ~~112~~110,~~205~~303,~~594~~740.2226 ~~449~~439,~~662~~134,~~619~~089.6131 Scheduled Principal 5758,~~968~~103.1083 ~~169~~167,~~093~~499.0648 Unscheduled Principal 1,~~007~~843,~~040~~750.3713 610,~~682~~361,~~147~~030.4782 Scheduled Interest ~~932~~922,~~753~~953.7578 2,~~727~~685,~~904~~319.3572 Servicing Fees 4746,~~196~~752.0833 ~~190~~187,~~214~~359.1142 Master Servicing Fees 0.00 0.00 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 0.00 0.00 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest ~~885~~876,~~557~~201.6745 2,~~537~~497,~~690~~960.2430 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 315,~~312~~272.9701 52112,~~562~~431.1409 Prepayment Penalty Paid Count 18 513 Special Servicing Fee 0.00 0.00

Group Level Collateral Statement Group Total Collateral Description Fixed & Mixed ARM Weighted Average Coupon Rate 7.~~571594~~568949 Weighted Average Net Rate 7.~~071594~~068949 Pass-Through Rate 7.~~071594~~068949 Weighted Average Remaining Term ~~336~~335 Record Date 0405/3031/2006 Principal And Interest Constant 8,~~333~~221,~~425~~632.4496 Beginning Loan Count 6,~~288~~219 Loans Paid in Full 69110 Ending Loan Count 6,~~219~~109 Beginning Scheduled Balance 1,~~232~~215,~~014~~299,~~798~~428.3753 Ending Scheduled Balance 1,~~215~~190,~~299~~809,~~428~~717.5362 Scheduled Principal ~~559~~556,~~829~~183.3904 Unscheduled Principal 1623,~~155~~933,~~540~~527.4587 Scheduled Interest 7,~~773~~665,~~596~~449.0592 Servicing Fees ~~513~~506,~~339~~374.5076 Master Servicing Fees 0.00 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 7,~~260~~159,~~256~~075.5516 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 ~~105~~278,~~916~~174.0306 Prepayment Penalty Paid Count 1546 Special Servicing Fee 0.00

Additional Reporting - Deal Level Trigger Event Reporting Class A-1 Trigger Event Calculated Value 0.000000% Trigger Result Pass Threshold Value 1.500000% Class A-1 Trigger Event Cumulative Loss Test Calculation 0.000000% Trigger Result Pass Test Threshold Result 0.000000% Stepdown Trigger Event Trigger Result Pass Stepdown Required Loss Percentage Test Calculation 0.000000% Trigger Result Pass Test Threshold Result 99.000000% Stepdown Trigger Event Delinquency Test Calculated Value 12.~~265899~~248483% Trigger Result Pass Threshold Value 8.~~330105~~501419%

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 56 0 0 56 1,~~036~~140,~~092~~157.6482 0.00 0.00 1,~~036~~140,~~092~~157.6482 30 Days 94161 0 0 0 94161 2134,~~528~~230,~~011~~090.75 0.00 0.00 0.00 2134,~~528~~230,~~011~~090.75 60 Days 6353 0 20 0 6553 1210,~~310~~946,~~429~~810.8088 0.00 ~~553,811~~0.1600 0.00 1210,~~864~~946,~~240~~810.9688 90 Days 2728 20 3424 0 6352 54,~~054~~941,~~494~~057.7924 ~~474,050~~0.00 95,~~578~~876,~~825~~517.2060 0.00 1510,~~107~~817,~~369~~574.9984 120 Days 020 04 134 0 158 04,178,474.0024 0716,050.00 ~~152~~8,~~000~~941,825.0020 0.00 ~~152~~13,~~000~~836,349.0044 150 Days 0 0 01 0 01 0.00 0.00 0152,000.00 0.00 0152,000.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals ~~184~~262 710 3759 0 ~~228~~331 3854,~~892~~296,~~936~~433.3411 1,~~510~~856,~~142~~207.6482 1014,~~284~~970,~~636~~342.3680 0.00 5071,~~687~~122,~~715~~983.3473 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.~~080399~~098216% 0.000000% 0.000000% 0.~~080399~~098216% 0.~~085212~~095697% 0.000000% 0.000000% 0.~~085212~~095697% 30 Days 12.~~511497~~635456% 0.000000% 0.000000% 0.000000% 12.~~511497~~635456% 12.~~770535~~873027% 0.000000% 0.000000% 0.000000% 12.~~770535~~873027% 60 Days 10.~~013025~~867572% 0.000000% 0.~~032160~~000000% 0.000000% 10.~~045184~~867572% 10.~~012451~~918797% 0.000000% 0.~~045547~~000000% 0.000000% 10.~~057998~~918797% 90 Days 0.~~434153~~458340% 0.~~032160~~000000% 0.~~546712~~392863% 0.000000% 10.~~013025~~851203% 0.~~415698~~414717% 0.~~038987~~000000% 0.~~787795~~493233% 0.000000% 10.~~242480~~907949% 120 Days 0.~~000000~~327386% 0.~~000000~~065477% 0.~~016080~~556556% 0.000000% 0.~~016080~~949419% 0.~~000000~~350711% 0.~~000000~~060100% 0.~~012501~~750512% 0.000000% 01.~~012501~~161324% 150 Days 0.000000% 0.000000% 0.~~000000~~016369% 0.000000% 0.~~000000~~016369% 0.000000% 0.000000% 0.~~000000~~012758% 0.000000% 0.~~000000~~012758% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 24.~~958675~~288754% 0.~~112558~~163693% 0.~~594951~~965788% 0.000000% 35.~~666184~~418235% 34.~~198685~~557252% 0.~~124199~~155797% 01.~~845843~~256503% 0.000000% 45.~~168727~~969551%

Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance ~~906~~975,~~921~~787.7440

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 1 0 0 1 201,~~434~~238.4514 0.00 0.00 201,~~434~~238.4514 30 Days 1317 0 0 0 1317 1901,~~249,903~~205.3992 0.00 0.00 0.00 1901,~~249,903~~205.3992 60 Days 6 0 10 0 76 ~~280~~468,~~921~~206.5583 0.00 ~~463,641~~0.6200 0.00 ~~744~~468,~~563~~206.1783 90 Days 4 0 32 0 76 ~~207~~226,~~380~~661.0014 0.00 ~~147~~484,~~194~~928.43 0.00 ~~354~~711,~~574~~589.4357 120 Days 01 01 04 0 06 051,000.00 048,400.00 0223,194.0043 0.00 0322,594.0043 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 2328 12 46 0 2836 1,~~738~~647,~~204~~073.9489 ~~201~~249,~~434~~638.4514 ~~610~~708,~~836~~122.0586 0.00 2,~~550~~604,~~475~~834.4489 0-29 Days 0.~~095877~~096712% 0.000000% 0.000000% 0.~~095877~~096712% 0.~~265427~~267412% 0.000000% 0.000000% 0.~~265427~~267412% 30 Days 1.~~246405~~644101% 0.000000% 0.000000% 0.000000% 1.~~246405~~644101% 1.~~646978~~197553% 0.000000% 0.000000% 0.000000% 1.~~646978~~197553% 60 Days 0.~~575264~~580271% 0.000000% 0.~~095877~~000000% 0.000000% 0.~~671141~~580271% 0.~~370166~~622169% 0.000000% 0.~~610933~~000000% 0.000000% 0.~~981099~~622169% 90 Days 0.~~383509~~386847% 0.000000% 0.~~287632~~193424% 0.000000% 0.~~671141~~580271% 0.~~273261~~301195% 0.000000% 0.~~193956~~644389% 0.000000% 0.~~467217~~945584% 120 Days 0.~~000000~~096712% 0.~~000000~~096712% 0.~~000000~~386847% 0.000000% 0.~~000000~~580271% 0.~~000000~~067771% 0.~~000000~~064316% 0.~~000000~~296588% 0.000000% 0.~~000000~~428674% 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 2.~~205177~~707930% 0.~~095877~~193424% 0.~~383509~~580271% 0.000000% 23.~~684564~~481625% 2.~~290405~~188687% 0.~~265427~~331728% 0.~~804889~~940977% 0.000000% 3.~~360721~~461392% 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 34 0 0 34 ~~784~~889,~~869~~297.0331 0.00 0.00 ~~784~~889,~~869~~297.0331 30 Days 3871 0 0 0 3871 1017,~~059~~155,~~210~~137.6462 0.00 0.00 0.00 1017,~~059~~155,~~210~~137.6462 60 Days 2518 0 0 0 2518 54,~~798~~665,~~200~~278.5380 0.00 0.00 0.00 54,~~798~~665,~~200~~278.5380 90 Days 8 10 128 0 2116 2,~~441~~202,~~320~~694.0022 ~~399,200~~0.00 31,~~269~~725,~~225~~962.5968 0.00 63,~~109~~928,~~745~~656.5990 120 Days 06 02 112 0 120 02,119,800.00 0592,800.00 ~~152~~3,~~000~~269,225.0059 0.00 ~~152~~5,~~000~~981,825.0059 150 Days 0 0 01 0 01 0.00 0.00 0152,000.00 0.00 0152,000.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 71103 46 1321 0 88130 1826,~~298~~142,~~731~~910.1764 1,~~184~~482,~~069~~097.0331 35,~~421~~147,~~225~~188.5927 0.00 2232,~~904~~772,~~025~~196.7922 0-29 Days 0.~~118953~~161681% 0.000000% 0.000000% 0.~~118953~~161681% 0.~~135816~~156986% 0.000000% 0.000000% 0.~~135816~~156986% 30 Days 12.~~506741~~869846% 0.000000% 0.000000% 0.000000% 12.~~506741~~869846% 13.~~740674~~028373% 0.000000% 0.000000% 0.000000% 13.~~740674~~028373% 60 Days 0.~~991277~~727567% 0.000000% 0.000000% 0.000000% 0.~~991277~~727567% 10.~~003337~~823555% 0.000000% 0.000000% 0.000000% 10.~~003337~~823555% 90 Days 0.~~317209~~323363% 0.~~039651~~000000% 0.~~475813~~323363% 0.000000% 0.~~832672~~646726% 0.~~422453~~388839% 0.~~069079~~000000% 0.~~565716~~304682% 0.000000% 10.~~057248~~693521% 120 Days 0.~~000000~~242522% 0.~~000000~~080841% 0.~~039651~~485044% 0.000000% 0.~~039651~~808407% 0.~~000000~~374205% 0.~~000000~~104646% 0.~~026303~~577112% 0.000000% 01.~~026303~~055964% 150 Days 0.000000% 0.000000% 0.~~000000~~040420% 0.000000% 0.~~000000~~040420% 0.000000% 0.000000% 0.~~000000~~026832% 0.000000% 0.~~000000~~026832% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 24.~~815226~~163298% 0.~~158604~~242522% 0.~~515464~~848828% 0.000000% 35.~~489294~~254648% 34.~~166465~~614973% 0.~~204895~~261633% 0.~~592019~~908626% 0.000000% 35.~~963378~~785232% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group III No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 1 0 0 1 49,~~789~~622.1637 0.00 0.00 49,~~789~~622.1637 30 Days 2235 0 0 0 2235 23,~~670~~599,~~177~~948.0258 0.00 0.00 0.00 23,~~670~~599,~~177~~948.0258 60 Days 18 0 10 0 1918 1,~~447~~617,~~823~~674.5653 0.00 ~~90,169~~0.5400 0.00 1,~~537~~617,~~993~~674.1053 90 Days 11 10 35 0 1516 ~~863~~854,~~674~~503.2435 ~~74,850~~0.00 ~~338~~509,~~980~~787.0073 0.00 1,~~277~~364,~~504~~291.2408 120 Days 011 01 03 0 015 0863,674.0024 074,850.00 0338,980.00 0.00 01,277,504.0024 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 5175 2 48 0 5785 46,~~981~~935,~~674~~800.8270 124,~~639~~472.1637 ~~429~~848,~~149~~767.5473 0.00 57,~~535~~909,~~463~~040.5280 0-29 Days 0.~~081633~~083126% 0.000000% 0.000000% 0.~~081633~~083126% 0.~~044350~~044962% 0.000000% 0.000000% 0.~~044350~~044962% 30 Days 12.~~795918~~909393% 0.000000% 0.000000% 0.000000% 12.~~795918~~909393% 23.~~378451~~261844% 0.000000% 0.000000% 0.000000% 23.~~378451~~261844% 60 Days 1.~~469388~~496259% 0.000000% 0.~~081633~~000000% 0.000000% 1.~~551020~~496259% 1.~~289644~~465744% 0.000000% 0.~~080318~~000000% 0.000000% 1.~~369962~~465744% 90 Days 0.~~897959~~914381% 0.~~081633~~000000% 0.~~244898~~415628% 0.000000% 1.~~224490~~330008% 0.~~769315~~774249% 0.~~066672~~000000% 0.~~301945~~461909% 0.000000% 1.~~137933~~236158% 120 Days 0.~~000000~~914381% 0.~~000000~~083126% 0.~~000000~~249377% 0.000000% 01.~~000000~~246883% 0.~~000000~~782559% 0.~~000000~~067820% 0.~~000000~~307143% 0.000000% 01.~~000000~~157522% 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 46.~~163265~~234414% 0.~~163265~~166251% 0.~~326531~~665004% 0.000000% 47.~~653061~~065669% 46.~~437410~~284395% 0.~~111022~~112782% 0.~~382263~~769052% 0.000000% 47.~~930695~~166229% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group IV No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 2138 0 0 0 2138 712,~~548~~573,~~720~~798.7063 0.00 0.00 0.00 712,~~548~~573,~~720~~798.7063 60 Days 1411 0 0 0 1411 4,~~783~~195,~~484~~650.1672 0.00 0.00 0.00 4,~~783~~195,~~484~~650.1672 90 Days 45 0 169 0 2014 1,~~542~~657,~~120~~198.5553 0.00 53,~~823~~155,~~425~~838.1876 0.00 74,~~365~~813,~~545~~037.7329 120 Days 02 0 015 0 017 01,144,000.00 0.00 05,110,425.0018 0.00 06,254,425.0018 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 3956 0 1624 0 5580 1319,~~874~~570,~~325~~647.4188 0.00 58,~~823~~266,~~425~~263.1894 0.00 1927,~~697~~836,~~750~~911.5982 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 12.~~469559~~718169% 0.000000% 0.000000% 0.000000% 12.~~469559~~718169% 12.~~678029~~862042% 0.000000% 0.000000% 0.000000% 12.~~678029~~862042% 60 Days 0.~~979706~~786838% 0.000000% 0.000000% 0.000000% 0.~~979706~~786838% 10.~~063336~~955012% 0.000000% 0.000000% 0.000000% 10.~~063336~~955012% 90 Days 0.~~279916~~357654% 0.000000% 10.~~119664~~643777% 0.000000% 1.~~399580~~001431% 0.~~342803~~377211% 0.000000% 10.~~294508~~718331% 0.000000% 1.~~637311~~095541% 120 Days 0.~~000000~~143062% 0.000000% 01.~~000000~~072961% 0.000000% 01.~~000000~~216023% 0.~~000000~~260397% 0.000000% 01.~~000000~~163233% 0.000000% 01.~~000000~~423629% 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 24.~~729181~~005722% 0.000000% 1.~~119664~~716738% 0.000000% 35.~~848845~~722461% 34.~~084168~~454662% 0.000000% 1.~~294508~~881563% 0.000000% 46.~~378675~~336225%

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. Group III 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 IV 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 3724 ~~Jun~~Jul-05 0.000% Original Principal Balance 105,~~286~~656,~~057~~317.00 ~~Jul~~Aug-05 0.000% Current Actual Balance 105,~~284~~653,~~636~~706.3644 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Foreclosure Total ~~Oct~~Nov-05 0.000% Loans in Foreclosure 3759 ~~Nov~~Dec-05 0.000% Original Principal Balance 1014,~~286~~974,~~057~~374.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance 1014,~~284~~970,~~636~~342.3680 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.~~000~~846% ~~May~~Jun-06 01.~~846~~257% *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 42 ~~Jun~~Jul-05 0.000% Original Principal Balance ~~611~~97,~~201~~300.00 ~~Jul~~Aug-05 0.000% Current Actual Balance ~~610~~97,~~836~~286.0581 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Foreclosure Total ~~Oct~~Nov-05 0.000% Loans in Foreclosure 46 ~~Nov~~Dec-05 0.000% Original Principal Balance ~~611~~708,~~201~~501.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance ~~610~~708,~~836~~122.0586 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.~~000~~805% ~~May~~Jun-06 0.~~805~~941% *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 138 ~~Jun~~Jul-05 0.000% Original Principal Balance 31,~~421~~727,~~719~~192.00 ~~Jul~~Aug-05 0.000% Current Actual Balance 31,~~421~~725,~~225~~962.5968 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Foreclosure Total ~~Oct~~Nov-05 0.000% Loans in Foreclosure 1321 ~~Nov~~Dec-05 0.000% Original Principal Balance 35,~~421~~148,~~719~~911.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance 35,~~421~~147,~~225~~188.5927 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.~~000~~592% ~~May~~Jun-06 0.~~592~~909% *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 III 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 4 ~~Jun~~Jul-05 0.000% Original Principal Balance ~~429~~419,~~180~~800.00 ~~Jul~~Aug-05 0.000% Current Actual Balance ~~429~~419,~~149~~618.5419 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Foreclosure Total ~~Oct~~Nov-05 0.000% Loans in Foreclosure 48 ~~Nov~~Dec-05 0.000% Original Principal Balance ~~429~~848,~~180~~980.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance ~~429~~848,~~149~~767.5473 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.~~000~~382% ~~May~~Jun-06 0.~~382~~769% *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 IV 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 1610 ~~Jun~~Jul-05 0.000% Original Principal Balance 53,~~823~~412,~~957~~025.00 ~~Jul~~Aug-05 0.000% Current Actual Balance 53,~~823~~410,~~425~~838.1876 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Foreclosure Total ~~Oct~~Nov-05 0.000% Loans in Foreclosure 1624 ~~Nov~~Dec-05 0.000% Original Principal Balance 58,~~823~~267,~~957~~982.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance 58,~~823~~266,~~425~~263.1894 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 01.~~000~~295% ~~May~~Jun-06 1.~~295~~882% *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 0011304658 May-2006 01-Dec-2005 WI 21.37 25,001.00 Group I 0011340473 May-2006 01-Jan-2006 CA 20.00 71,000.00 Group I 0011356895 Jun-2006 01-Dec-2005 VA 20.00 21,300.00 Group I 0011368590 May-2006 01-Jan-2006 NY 80.00 464,000.00 Group I 0011388291 Jun-2006 01-Jan-2006 CA 20.00 76,000.00 Group I 0011396659 May-2006 01-Jan-2006 CT 20.00 51,200.00 Group II 0011304620 May-2006 01-Dec-2005 WI 78.63 91,999.00 Group II 0011339314 Jun-2006 01-Nov-2005 TX 80.00 144,792.00 Group II 0011339657 Jun-2006 01-Nov-2005 MI 80.00 149,200.00 Group II 0011340396 May-2006 01-Dec-2005 TX 80.00 152,000.00 Group II 0011340737 Jun-2006 01-Jan-2006 MN 80.00 204,000.00 Group II 0011356886 Jun-2006 01-Dec-2005 VA 80.00 85,200.00 Group II 0011359823 Jun-2006 01-Jan-2006 CA 85.00 255,000.00 Group II 0011360886 May-2006 01-Dec-2005 VA 80.00 131,200.00 Group II 0011365847 May-2006 01-Jan-2006 NY 63.56 375,000.00 Group II 0011368641 Jun-2006 01-Jan-2006 VA 90.00 369,000.00 Group II 0011372301 Jun-2006 01-Jan-2006 VA 74.07 200,000.00 Group II 0011372527 May-2006 01-Jan-2006 CA 80.00 204,000.00 Group II 0011374440 May-2006 01-Jan-2006 CA 80.00 383,200.00 Group II 0011375790 May-2006 01-Jan-2006 IL 80.00 168,000.00 Group II 0011376991 May-2006 01-Dec-2005 NY 80.00 512,000.00 Group II 0011381949 May-2006 01-Jan-2006 DC 80.00 364,000.00 Group II 0011382074 May-2006 01-Jan-2006 FL 80.00 359,920.00 Group II 0011389316 Jun-2006 01-Jan-2006 CA 80.00 320,000.00 Group II 0011395219 May-2006 01-Jan-2006 TX 93.39 104,600.00 Group II 0011396658 May-2006 01-Jan-2006 CT 80.00 204,800.00 Group II 0011398164 May-2006 01-Jan-2006 CA 93.92 371,000.00 Group III 0011328646 May-2006 01-Jan-2006 CA 20.00 146,000.00 Group III 0011373597 Jun-2006 01-Jan-2006 NJ 20.00 93,800.00 Group III 0011375451 Jun-2006 01-Jan-2006 NV 20.00 150,000.00 Group III 0011375939 May-2006 01-Jan-2006 NV 20.00 103,000.00 Group III 0011380769 May-2006 01-Jan-2006 AZ 20.00 90,200.00 Group III 0011380818 Jun-2006 01-Jan-2006 CA 20.00 124,000.00 Group III 0011382076 May-2006 01-Jan-2006 FL 20.00 89,980.00 Group III 0011385573 Jun-2006 01-Jan-2006 CT 20.00 52,000.00 Group IV 0011356305 May-2006 01-Jan-2006 RI 80.00 251,920.00 Group IV 0011361926 May-2006 01-Jan-2006 CO 80.00 148,000.00 Group IV 0011363626 Jun-2006 01-Jan-2006 WA 70.00 420,000.00 Group IV 0011368311 Jun-2006 01-Dec-2005 TX 80.00 143,200.00 Group IV 0011371470 May-2006 01-Dec-2005 CA 80.00 440,000.00 Group IV 0011372599 May-2006 01-Jan-2006 CA 80.00 440,000.00 Group IV 0011373672 May-2006 01-Jan-2006 UT 95.00 166,250.00 Group IV ~~0011376325~~0011375449 ~~May~~Jun-2006 01-Jan-2006 NV 80.00 600,000.00 Group IV 0011375768 Jun-2006 01-Jan-2006 CA 80.00 ~~384~~468,000.00 Group IV 0011377539 May-2006 01-Dec-2005 CA 80.00 504,000.00 Group IV ~~0011377583~~0011377826 May-2006 01-Jan-2006 CA 80.00 ~~584~~517,~~000~~600.00 Group IV ~~0011377826~~0011378693 ~~May~~Jun-2006 01-Jan-2006 CATX 8095.00 ~~517~~69,~~600~~825.00 Group IV 0011378714 Jun-2006 01-Jan-2006 FL 91.07 255,000.00 Group IV 0011380306 May-2006 01-Jan-2006 CA 89.89 800,000.00 Group IV 0011383300 May-2006 01-Jan-2006 TN 80.00 79,200.00 Group IV 0011383563 Jun-2006 01-Jan-2006 WA 80.00 524,000.00 Group IV 0011384803 May-2006 01-Jan-2006 MA 80.00 256,000.00 Group IV 0011385572 Jun-2006 01-Jan-2006 CT 80.00 208,000.00 Group IV 0011387527 May-2006 01-Jan-2006 NY 75.00 225,000.00 Group IV 0011388592 Jun-2006 01-Jan-2006 CA 80.00 504,000.00 Group IV 0011389437 May-2006 01-Jan-2006 NJ 80.00 288,000.00 Group IV 0011392306 May-2006 01-Jan-2006 MD 80.00 439,987.00 Group IV 0011395328 Jun-2006 01-Jan-2006 CA 80.00 220,000.00 Group IV 0011401897 May-2006 01-Jan-2006 TX 80.00 300,000.00

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 0011304658 24,994.43 01-Dec-2005 34 12.500% 1,~~248~~498.9960 Group I 0011340473 71,000.00 01-Dec-2005 34 10.750% 3,~~029~~635.7605 Group I 0011356895 21,286.81 01-Jan-2006 3 11.750% 997.19 Group I 0011368590 463,641.62 01-Jan-2006 23 7.300% 1013,~~496~~115.9297 Group I 0011388291 76,000.00 01-Dec-2005 4 11.250% 4,081.27 Group I 0011396659 51,200.00 01-Dec-2005 34 10.500% 2,~~131~~557.4525 Group II 0011304620 91,932.49 01-Dec-2005 34 7.650% 23,~~734~~280.4218 Group II 0011339314 144,426.77 01-Jan-2006 3 6.900% 3,844.78 Group II 0011339657 149,076.88 01-Jan-2006 3 7.025% 4,053.00 Group II 0011340396 152,000.00 01-Nov-2005 45 7.990% 45,~~739~~686.2532 Group II 0011340737 203,856.02 01-Jan-2006 3 7.750% 6,149.32 Group II 0011356886 85,144.39 01-Jan-2006 3 7.600% 2,517.21 Group II 0011359823 254,915.67 01-Jan-2006 3 7.500% 7,430.06 Group II 0011360886 131,153.08 01-Dec-2005 34 7.225% 34,~~672~~405.0874 Group II 0011365847 375,000.00 01-Dec-2005 34 9.615% 1417,~~227~~068.0655 Group II 0011368641 368,915.11 01-Jan-2006 3 8.750% 12,675.53 Group II 0011372301 199,883.74 01-Jan-2006 3 8.700% 6,821.29 Group II 0011372527 204,000.00 01-Dec-2005 34 7.925% 67,~~301~~559.7362 Group II 0011374440 383,200.00 01-Dec-2005 34 7.350% 1013,~~928~~112.8142 Group II 0011375790 168,000.00 01-Dec-2005 34 7.475% 45,~~874~~847.4324 Group II 0011376991 511,620.02 01-Dec-2005 34 7.500% 1417,~~897~~870.5874 Group II 0011381949 364,000.00 01-Dec-2005 34 7.375% 1012,~~409~~486.5392 Group II 0011382074 359,920.00 01-Dec-2005 34 7.725% 12,991.28 Group II 0011389316 319,744.10 01-Jan-2006 3 7.125% 8,~~827~~811.6697 Group II 0011395219 104,600.00 01-Dec-2005 34 9.501% 34,~~921~~705.3218 Group II 0011396658 204,800.00 01-Dec-2005 34 7.025% 56,~~557~~666.9899 Group II 0011398164 371,000.00 01-Dec-2005 34 8.625% 1215,~~553~~062.2720 Group III 0011328646 146,000.00 01-Dec-2005 34 11.250% 7,840.37 Group III 0011373597 93,747.42 01-Jan-2006 3 8.875% 3,267.68 Group III 0011375451 149,946.40 01-Jan-2006 3 10.990% 6,~~534~~549.7012 Group III 0011375939 103,000.00 01-Dec-2005 34 10.990% 45,~~498~~397.3914 Group III 0011380769 90,169.54 01-Jan-2006 23 11.250% 4,036.07 Group III 0011380818 123,945.03 01-Jan-2006 3 9.990% 4,~~229~~896.4258 Group III 0011382076 89,980.00 01-Dec-2005 34 11.750% 45,~~214~~057.9825 Group III 0011385573 51,979.34 01-Jan-2006 3 10.500% 2,164.06 Group IV 0011356305 251,920.00 01-Dec-2005 34 6.625% 67,~~423~~706.2029 Group IV 0011361926 148,000.00 01-Dec-2005 34 7.775% 45,~~486~~383.2550 Group IV 0011363626 419,861.10 01-Jan-2006 3 7.500% 12,237.73 Group IV 0011368311 143,040.51 01-Jan-2006 3 8.925% 5,015.61 Group IV 0011371470 439,845.98 01-Dec-2005 34 7.300% 1214,~~452~~940.6062 Group IV 0011372599 440,000.00 01-Dec-2005 34 7.500% 1215,~~823~~386.9532 Group IV 0011373672 166,250.00 01-Dec-2005 34 9.600% 67,~~301~~560.1472 Group IV ~~0011376325~~0011375449 ~~384~~599,~~000~~779.0031 01-~~Dec~~Jan-~~2005~~2006 3 7.125% 16,544.08 Group IV 0011375768 467,775.06 01-Jan-2006 3 6.~~990~~500% 1011,~~384~~684.0011 Group IV 0011377539 503,622.20 01-Dec-2005 34 7.450% 1417,~~559~~465.7239 Group IV ~~0011377583~~0011377826 ~~584~~517,~~000~~600.00 01-Dec-2005 34 7.~~575~~450% 17,~~187~~970.9641 Group IV ~~0011377826~~0011378693 ~~517~~69,~~600~~793.28 01-Jan-2006 3 9.875% 2,723.77 Group IV 0011378714 255,000.00 01-Dec-2005 34 7.~~450~~200% 148,~~977~~524.7339 Group IV 0011380306 800,000.00 01-Dec-2005 34 7.990% 2429,~~950~~936.8086 Group IV 0011383300 79,200.00 01-Dec-2005 34 7.990% 2,~~468~~960.0368 Group IV 0011383563 523,770.54 01-Jan-2006 3 6.500% 13,082.66 Group IV 0011384803 256,000.00 01-Dec-2005 34 6.990% 8,288.88 Group IV 0011385572 207,867.37 01-Jan-2006 3 8.250% 6,~~910~~703.1070 Group IV 0011387527 225,000.00 01-Dec-2005 34 7.300% 67,~~375~~650.00 Group IV 0011388592 504,000.00 01-Jan-2006 3 7.750% 15,225.00 Group IV 0011389437 288,000.00 01-Dec-2005 34 8.250% 911,~~286~~140.8988 Group IV 0011392306 439,987.00 01-Dec-2005 34 7.700% 1315,~~178~~809.7817 Group IV 0011395328 219,951.59 01-Jan-2006 3 8.900% 7,694.85 Group IV 0011401897 300,000.00 01-Dec-2005 34 8.225% 911,~~642~~567.5452

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

Summary 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 23 ~~Jun~~Jul-05 0.000% Original Principal Balance ~~474~~347,~~050~~000.00 ~~Jul~~Aug-05 0.000% Current Actual Balance ~~474~~346,~~050~~630.0083 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Bankruptcy Total ~~Oct~~Nov-05 0.000% Loans in Bankruptcy 710 ~~Nov~~Dec-05 0.000% Original Principal Balance 1,~~512~~859,800.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance 1,~~510~~856,~~142~~207.6482 ~~Jan-06 0.000%~~ Feb-06 0.000% Mar-06 0.026% Apr-06 0.084% May-06 0.124% Jun-06 0.156% *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 01 ~~Jun~~Jul-05 0.000% Original Principal Balance 048,400.00 ~~Jul~~Aug-05 0.000% Current Actual Balance 048,400.00 ~~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 ~~202~~250,~~400~~800.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance ~~201~~249,~~434~~638.4514 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.~~000~~263% ~~Apr~~May-06 0.~~263~~265% ~~May~~Jun-06 0.~~265~~332% *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 12 ~~Jun~~Jul-05 0.000% Original Principal Balance ~~399~~298,~~200~~600.00 ~~Jul~~Aug-05 0.000% Current Actual Balance ~~399~~298,~~200~~230.0083 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Bankruptcy Total ~~Oct~~Nov-05 0.000% Loans in Bankruptcy 46 ~~Nov~~Dec-05 0.000% Original Principal Balance 1,~~184~~483,~~950~~550.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance 1,~~184~~482,~~069~~097.0331 ~~Jan-06 0.000%~~ Feb-06 0.000% Mar-06 0.055% Apr-06 0.134% May-06 0.205% Jun-06 0.262% *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 III 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 10 ~~Jun~~Jul-05 0.000% Original Principal Balance ~~74,850~~0.00 ~~Jul~~Aug-05 0.000% Current Actual Balance ~~74,850~~0.00 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Bankruptcy Total ~~Oct~~Nov-05 0.000% Loans in Bankruptcy 2 ~~Nov~~Dec-05 0.000% Original Principal Balance 125,450.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance 124,~~639~~472.1637 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.~~000~~044% ~~Apr~~May-06 0.~~044~~111% ~~May~~Jun-06 0.~~111~~113% *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 IV 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 ~~Jun~~Jul-05 0.000% Original Principal Balance 0.00 ~~Jul~~Aug-05 0.000% Current Actual Balance 0.00 ~~Aug~~Sep-05 0.000% ~~Sep~~Oct-05 0.000% Current Bankruptcy Total ~~Oct~~Nov-05 0.000% Loans in Bankruptcy 0 ~~Nov~~Dec-05 0.000% Original Principal Balance 0.00 ~~Dec~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Jan~~Feb-06 0.000% ~~Feb~~Mar-06 0.000% ~~Mar~~Apr-06 0.000% ~~Apr~~May-06 0.000% ~~May~~Jun-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

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 0011377333 Jun-2006 01-Jan-2006 CA 20.00 48,400.00 Group I 0011394772 Apr-2006 01-Dec-2005 VA 80.00 202,400.00 Group II 0011353385 Mar-2006 01-Dec-2005 MD 85.00 327,250.00 Group II 0011362130 Jun-2006 01-Dec-2005 ME 75.00 105,000.00 Group II 0011377242 Apr-2006 01-Jan-2006 IN 95.00 76,000.00 Group II 0011377330 Jun-2006 01-Jan-2006 CA 80.00 193,600.00 Group II 0011381987 Apr-2006 01-Jan-2006 NY 90.00 382,500.00 Group II 0011394938 May-2006 01-Jan-2006 VA 80.00 399,200.00 Group III 0011394773 Apr-2006 01-Dec-2005 VA 20.00 50,600.00 Group III 0011394939 May-2006 01-Jan-2006 VA 15.00 74,850.00

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 0011377333 48,400.00 01-Dec-2005 4 11.250% 2,599.14 Group I 0011394772 201,~~434~~238.4514 01-~~Apr~~May-2006 0 6.575% 2,~~040~~038.6164 Group II 0011353385 326,~~808~~717.0786 01-~~Apr~~May-2006 0 8.250% 4,~~221~~220.8570 Group II 0011362130 104,630.83 01-May-2006 0 8.750% 1,439.10 Group II 0011377242 75,~~821~~762.0311 01-~~Apr~~May-2006 0 8.750% 1,042.8523 Group II 0011377330 193,600.00 01-Dec-2005 4 7.825% 7,084.86 Group II 0011381987 382,~~239~~186.9351 01-~~Apr~~May-2006 0 6.425% 3,~~775~~774.6588 Group II 0011394938 399,200.00 01-Dec-2005 34 8.500% 1315,~~299~~957.38 Group III 0011394773 49,~~789~~622.1637 01-~~Apr~~May-2006 0 10.875% ~~864~~861.0922 Group III 0011394939 74,850.00 01-Dec-2005 34 11.990% 34,~~581~~296.1781

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 0.000% N/A Feb-2006 0.000% 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 0.000% N/A Feb-2006 0.000% 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 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 0.000% N/A Feb-2006 0.000% 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 0.000% N/A Feb-2006 0.000% N/A Mar-2006 0.000% N/A Mar-2006 0.000% N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group II MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2005 N/A N/A Jun-2005 N/A N/A~~ Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 0.000% N/A Feb-2006 0.000% 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 0.000% N/A Feb-2006 0.000% 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 III 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 0.000% N/A Feb-2006 0.000% 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 0.000% N/A Feb-2006 0.000% 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 IV 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 0.000% N/A Feb-2006 0.000% 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 0.000% N/A Feb-2006 0.000% N/A Mar-2006 0.000% N/A Mar-2006 0.000% N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Monthly Default Rate (MDR): sum(Beg Scheduled Balance of Liquidated Loans)/ sum(Beg Scheduled Balance). Conditional Default Rate (CDR): 1-((1-MDR)^12) SDA Standard Default Assumption: If WAS is less than or equal to 30 then CDR /(WAS * 0.02) else if WAS is greater than 30 and less than or equal to 60 then CDR / 0.6 else if WAS is greater than 60 and less than or equal to 120 then CDR / (0.6 - ((WAS - 60) * 0.0095)) else if WAS is greater than 120 then CDR / 0.03 Loss Severity Approximation for current period: sum(Realized Loss Amount)/sum(Beg Scheduled Balance of Liquidated Loans)

Prepayment Detail - Prepayments during Current Period Summary Loans Paid In Full Repurchased Loans Original Current Original Current Principal Scheduled Principal Scheduled Group Count Balance Balance Count Balance Balance Group I 119 ~~844~~580,~~741~~695.00 ~~842~~579,~~651~~479.3046 0 0.00 0.00 Group II 2748 710,~~618~~979,~~710~~727.00 710,~~602~~949,~~790~~158.2654 0 0.00 0.00 Group III 1222 1,~~001~~841,~~601~~399.00 1,~~000~~836,~~123~~381.5826 0 0.00 0.00 Group IV 1930 69,~~686~~874,~~030~~495.00 69,~~673~~854,~~931~~339.0203 01 0502,000.00 0500,907.0031 Total 69109 1623,~~151~~276,~~082~~316.00 1623,~~119~~219,~~496~~358.1629 01 0502,000.00 0500,907.0031

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 75,~~379~~771.9020 Group II 0 0.00 0.00 0 0.00 0.00 17432,~~732~~691.4067 Group III 0 0.00 0.00 0 0.00 0.00 78,~~276~~285.3104 Group IV 0 0.00 0.00 0 0.00 0.00 109,~~875~~443.7331 Total 0 0.00 0.00 0 0.00 0.00 43456,~~264~~191.3422

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount Group I ~~0011334158~~0011287864 MDAZ 20.00 01-~~Dec~~Jan-2006 50,800.00 50,688.54 Group I 0011293584 NY 20.00 01-Oct-2005 3560,000.00 3459,~~839~~785.4365 Group I ~~0011339180~~0011334586 NCIL 5088.0051 01-Dec-2005 ~~160~~208,000.00 ~~159~~207,~~380~~433.3589 Group I ~~0011343507~~0011350804 MDNY 20.00 01-Dec-2005 4963,000.00 4862,~~893~~892.5886 Group I ~~0011346264~~0011352379 FLID 8020.00 01-~~Jan~~Nov-~~2006~~2005 ~~146~~29,~~641~~970.00 ~~146~~29,~~141~~888.4154 Group I ~~0011346265~~0011352958 FLMO 20.00 01-Jan-2006 3642,~~660~~000.00 3641,~~600~~905.2845 Group I ~~0011353642~~0011358269 VAFL 1520.00 01-~~Dec~~Jan-~~2005~~2006 5144,~~000~~925.00 5044,~~902~~845.5275 Group I ~~0011363652~~0011368818 WAFL 20.00 01-~~Dec~~Jan-~~2005~~2006 28,000.00 27,~~937~~923.8797 Group I ~~0011368639~~0011392094 NYAZ 20.00 01-Jan-2006 6754,~~840~~000.00 6753,~~740~~904.7671 Group III ~~0011373270~~0011287806 PAAZ 2080.00 01-Jan-2006 39203,200.00 39202,~~139~~366.5453 Group III ~~0011376941~~0011292965 CA 80.00 01-Nov-2005 244,000.00 242,644.92 Group II 0011317780 MD 5885.0600 01-~~Jan~~Nov-~~2006~~2005 ~~180~~187,000.00 ~~179~~185,~~282~~919.3497 Group III ~~0011384294~~0011318491 AZCA 2080.00 01-Jan-2006 51375,~~400~~492.00 51374,~~316~~550.1080 Group II ~~0011297431~~0011321550 ILMD 9085.00 01-Oct-2005 ~~171~~193,800.00 192,439.68 Group II 0011330729 TX 79.17 01-Nov-2005 57,000.00 ~~170~~56,~~092~~696.8030 Group II ~~0011304417~~0011336639 CA 8580.00 01-Dec-2005 ~~199~~373,~~750~~200.00 ~~199~~373,~~425~~102.2242 Group II ~~0011317883~~0011339957 NYWA 95.00 01-Nov-2005 336,300.00 334,586.39 Group II 0011340203 CT 90.00 01-Dec-2005 234,000.00 0.00 Group II 0011345968 FL 85.00 01-Dec-2005 ~~412~~133,~~250~~875.00 ~~410~~133,~~844~~599.6614 Group II ~~0011342153~~0011346402 NJMD 8095.00 01-Dec-2005 ~~296~~228,000.00 ~~295~~226,~~432~~880.3182 Group II ~~0011343505~~0011347577 MDCA 85.00 01-Dec-2005 240,550.00 240,133.33 Group II 0011350781 NY 80.00 01-Dec-2005 ~~196~~252,000.00 ~~195~~250,~~026~~639.6143 Group II ~~0011353641~~0011352955 VAMO 80.00 01-Jan-2006 168,000.00 167,609.35 Group II 0011354011 NJ 80.00 01-Dec-2005 ~~272~~336,000.00 ~~270~~333,~~443~~551.8415 Group II ~~0011354806~~0011354123 MD 95.00 01-Jan-2006 109,250.00 108,795.87 Group II 0011355456 NJ 80.00 01-Jan-2006 118,400.00 117,665.32 Group II 0011359701 FL 80.00 01-Dec-2005 ~~171~~104,000.00 ~~170~~103,~~241~~468.7422 Group II ~~0011363757~~0011361027 CA 9080.00 01-Jan-2006 112,800.00 112,800.00 Group II 0011364031 CA 85.00 01-Dec-2005 ~~373~~242,~~500~~250.00 ~~373~~241,~~500~~678.55 Group II 0011364197 CA 76.62 01-Jan-2006 272,000.00 271,617.69 Group II ~~0011368170~~0011367735 NYIL 8090.00 01-Jan-2006 ~~388~~180,000.00 ~~386~~179,~~612~~205.9580 Group II ~~0011368638~~0011367852 NYCA 80.00 01-Jan-2006 ~~271~~384,~~360~~000.00 ~~270~~383,~~905~~106.6683 Group II ~~0011370093~~0011368816 MAFL 80.00 01-Jan-2006 ~~294~~112,~~400~~000.00 ~~293~~112,~~277~~000.2500 Group II ~~0011373006~~0011368924 CAMD 85.00 01-Jan-2006 ~~348~~161,500.00 ~~347~~160,~~804~~932.5524 Group II ~~0011377144~~0011370001 MAMD 5375.5936 01-Jan-2006 ~~183~~156,000.00 ~~182~~155,~~237~~637.4714 Group II ~~0011378239~~0011371035 MDIL 9075.00 01-Jan-2006 ~~360~~150,000.00 ~~358~~149,~~507~~740.2409 Group II ~~0011378570~~0011372579 MDCA 7558.31 01-Jan-2006 200,000.00 199,369.53 Group II 0011372878 MA 80.00 01-Dec-2005 202,000.00 200,656.52 Group II 0011373287 CA 80.00 01-Jan-2006 ~~236~~355,~~250~~540.00 ~~235~~354,~~308~~853.0629 Group II ~~0011378890~~0011373867 MDFL 7295.6600 01-Jan-2006 ~~300~~209,000.00 ~~299~~208,~~420~~246.1922 Group II ~~0011380170~~0011376645 NJCA 6580.00 01-Dec-2005 208,000.00 207,523.08 Group II 0011377863 CA 80.00 01-Dec-2005 396,000.00 394,077.25 Group II 0011378010 CA 81.91 01-Jan-2006 ~~227~~385,~~500~~000.00 384,125.51 Group II 0011379327 CA 79.65 01-Jan-2006 227,~~242~~000.1900 226,509.02 Group II ~~0011380706~~0011380074 NYAZ 8083.12 01-Jan-2006 256,000.00 255,480.39 Group II 0011381242 WA 93.00 01-Jan-2006 ~~321~~162,~~600~~750.00 ~~321~~162,~~098~~192.5235 Group II ~~0011384289~~0011383097 AZFL 8094.39 01-Jan-2006 269,000.00 268,397.01 Group II 0011383163 AZ 89.89 01-Jan-2006 ~~205~~320,~~600~~000.00 ~~205~~319,~~341~~390.8368 Group II ~~0011385880~~0011383194 MD 7549.0039 01-Jan-2006 ~~303~~121,~~750~~000.00 ~~303~~120,~~286~~350.4154 Group II ~~0011386926~~0011383645 MACA 9580.00 01-Jan-2006 ~~399~~316,000.00 ~~398~~315,~~307~~264.8999 Group II ~~0011387360~~0011388732 WIAZ 80.00 01-Jan-2006 ~~144~~175,920.00 175,497.51 Group II 0011389260 NY 78.96 01-Jan-2006 304,000.00 ~~143~~303,~~507~~487.4453 Group II ~~0011387386~~0011390894 CA 65.0781 01-Jan-2006 ~~183~~283,~~500~~000.00 ~~183~~281,~~028~~838.3733 Group II ~~0011387412~~0011392093 MDAZ 6080.6700 01-Jan-2006 ~~273~~216,000.00 ~~272~~215,~~641~~137.8777 Group II ~~0011389851~~0011394651 CA 8376.7581 01-Jan-2006 ~~284~~180,~~750~~500.00 ~~283~~179,~~958~~999.9417 Group II ~~0011391670~~0011395345 MD 8980.8500 01-Jan-2006 ~~407~~280,000.00 ~~406~~279,~~099~~228.1636 Group II ~~0011396901~~0011397226 CADC 80.00 01-Jan-2006 ~~396~~248,400.00 248,021.66 Group III 0011292966 CA 20.00 01-Nov-2005 61,000.00 ~~395~~60,~~472~~814.9656 Group III ~~0011299538~~0011312245 NV 20.00 01-Dec-2005 110,470.00 109,966.65 Group III 0011318490 CA 10.00 01-Jan-2006 46,936.00 46,814.80 Group III 0011332326 CA 20.00 01-Dec-2005 6315,~~026~~580.00 6215,~~895~~537.2874 Group III ~~0011342155~~0011336640 CA 15.00 01-Dec-2005 69,975.00 69,731.51 Group III 0011354012 NJ 20.00 01-Dec-2005 7484,000.00 7383,~~854~~784.6401 Group III ~~0011356865~~0011359129 NJMA 20.00 01-Dec-2005 8964,~~800~~000.00 8963,~~633~~844.0242 Group III ~~0011368174~~0011366192 NY 1520.00 01-~~Jan~~Dec-~~2006~~2005 72116,~~750~~000.00 72115,~~631~~747.4805 Group III ~~0011370107~~0011367816 CA 20.00 01-Dec-2005 110,000.00 109,591.49 Group III 0011369709 CA 20.00 01-Dec-2005 86,000.00 85,790.99 Group III 0011372876 MA 20.00 01-Dec-2005 50,500.00 50,389.92 Group III 0011373360 CA 20.00 01-Jan-2006 7388,~~600~~885.00 7388,~~451~~690.1745 Group III ~~0011380707~~0011376562 NYAZ 20.00 01-Jan-2006 8050,~~400~~730.00 8050,~~261~~640.7455 Group III ~~0011383092~~0011376644 CA 20.00 01-Dec-2005 52,000.00 51,851.53 Group III 0011376903 NJ 20.00 01-Jan-2006 6384,000.00 6283,~~897~~843.4182 Group III ~~0011383336~~0011377866 CA 20.00 01-Dec-2005 99,000.00 98,759.35 Group III 0011379358 NJ 80.00 01-Jan-2006 ~~121~~340,~~525~~000.00 ~~121~~338,~~315~~047.9566 Group III ~~0011384834~~0011379958 CA 20.00 01-Jan-2006 ~~110~~96,000.00 ~~109~~95,~~799~~800.8693 Group III ~~0011387145~~0011388528 PACA 20.00 01-Jan-2006 7995,~~000~~243.00 7895,~~831~~010.1685 Group III ~~0011390657~~0011388733 CAAZ 1020.00 01-Jan-2006 7543,~~500~~980.00 7543,~~362~~866.6392 Group III ~~0011396902~~0011394652 CA 6.38 01-Jan-2006 15,000.00 14,968.65 Group III 0011397227 DC 20.00 01-Jan-2006 9962,100.00 61,971.24 Group IV 0011243507 CA 61.11 01-Aug-2005 550,000.00 98544,~~829~~819.7227 Group IV ~~0011282245~~0011312243 NV 80.00 01-Dec-2005 441,875.00 440,740.92 Group IV 0011332322 CA 80.00 01-Dec-2005 ~~252~~62,~~104~~320.00 ~~251~~61,~~708~~971.6368 Group IV ~~0011312318~~0011342867 MDTX 7836.9836 01-Nov-2005 ~~193~~60,~~501~~000.00 ~~192~~59,~~545~~692.5277 Group IV ~~0011342621~~0011354932 WACA 70.00 01-~~Jan~~Dec-~~2006~~2005 ~~231~~210,000.00 ~~230~~208,~~646~~956.8101 Group IV ~~0011344801~~0011363727 NJCA 7480.0700 01-Dec-2005 ~~300~~456,000.00 ~~298~~456,~~350~~000.6000 Group IV ~~0011349229~~0011364451 CANJ 9389.7504 01-Jan-2006 325,000.00 324,367.79 Group IV 0011364703 MD 83.27 01-Dec-2005 ~~750~~229,000.00 ~~748~~228,~~453~~459.7785 Group IV ~~0011356858~~0011366187 NJNY 80.00 01-Dec-2005 ~~359~~464,~~200~~000.00 ~~357~~462,~~654~~650.1333 Group IV ~~0011366710~~0011367369 MDWA 85.00 01-Jan-2006 ~~684~~429,250.00 ~~683~~428,~~010~~455.3062 Group IV ~~0011373269~~0011367814 PACA 80.00 01-Dec-2005 440,000.00 440,000.00 Group IV 0011368474 CA 74.96 01-Jan-2006 ~~156~~453,~~800~~500.00 ~~156~~452,~~204~~678.9950 Group IV ~~0011374719~~0011368789 WICA 9075.00 01-Jan-2006 ~~148~~434,~~500~~925.00 ~~148~~433,~~062~~813.9544 Group IV ~~0011374738~~0011371612 CA 7090.00 01-~~Dec~~Jan-~~2005~~2006 ~~311~~236,~~500~~700.00 ~~311~~236,~~500~~700.00 Group IV ~~0011378030~~0011375764 AZVA 9580.0067 01-~~Dec~~Jan-~~2005~~2006 ~~274~~134,~~510~~000.00 ~~273~~133,~~591~~664.4355 Group IV ~~0011378308~~0011376912 NJ 80.00 01-Jan-2006 ~~144~~336,000.00 ~~143~~335,~~758~~193.11 Group IV 0011378424 CA 74.62 01-Jan-2006 194,000.00 193,622.65 Group IV 0011381252 CA 90.00 01-Jan-2006 481,500.00 480,575.75 Group IV ~~0011378322~~0011382177 CA 8678.5413 01-Jan-2006 ~~450~~500,000.00 ~~449~~498,~~999~~121.4069 Group IV ~~0011379399~~0011382184 MA 8790.2700 01-~~Dec~~Jan-~~2005~~2006 ~~336~~174,~~000~~150.00 ~~334~~173,~~147~~422.2667 Group IV ~~0011383337~~0011382194 MA 90.00 01-Jan-2006 499,500.00 498,624.59 Group IV 0011382242 CA 8090.00 01-Jan-2006 ~~486~~229,~~100~~500.00 ~~485~~228,~~392~~925.4365 Group IV ~~0011384832~~0011382799 CA 8058.06 01-Jan-2006 450,000.00 449,319.54 Group IV 0011383700 IL 95.00 01-Jan-2006 ~~440~~114,000.00 ~~440~~113,597.19 Group IV 0011386180 MD 61.54 01-Jan-2006 160,000.00 160,000.00 Group IV ~~0011387144~~0011387825 PANJ 90.00 01-Jan-2006 307,800.00 307,258.20 Group IV 0011388530 CA 80.00 01-Jan-2006 ~~316~~380,~~000~~975.00 ~~315~~380,~~369~~975.00 Group IV 0011392246 DC 75.00 01-Jan-2006 457,500.00 456,482.39 Group IV ~~0011388117~~0011393977 CA 8571.71 01-Jan-2006 ~~248~~502,~~565~~000.00 ~~248~~500,~~007~~688.2273 Group IV ~~0011390656~~0011395611 CARI 8075.00 01-Jan-2006 ~~604~~249,~~000~~750.00 ~~602~~249,~~868~~447.13 Group IV 0011398504 CA 95.00 01-Jan-2006 413,250.00 412,362.49

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning Group I ~~0011334158~~0011287864 Loan Paid in Full 0 910.~~250~~990% 180 5 Group I ~~0011339180~~0011293584 Loan Paid in Full 0 10.875% 180 8 Group I 0011334586 Loan Paid in Full 0 6.~~275~~990% 360 56 Group I ~~0011343507~~0011350804 Loan Paid in Full 0 1112.~~035~~875% 180 56 Group I ~~0011346264~~0011352379 Loan Paid in Full 0 711.~~990~~375% ~~360~~180 47 Group I ~~0011346265~~0011352958 Loan Paid in Full 0 1110.~~500~~900% 180 45 Group I ~~0011353642~~0011358269 Loan Paid in Full 0 11.~~625~~990% 180 5 Group I ~~0011363652~~0011368818 Loan Paid in Full 0 119.~~375~~990% 180 5 Group I ~~0011368639~~0011392094 Loan Paid in Full 0 11.990% 180 45 Group III ~~0011373270~~0011287806 Loan Paid in Full 0 117.990% 360 5 Group II 0011292965 Loan Paid in Full 0 7.990% 360 7 Group II 0011317780 Loan Paid in Full 0 7.750% ~~180~~360 47 Group III ~~0011376941~~0011318491 Loan Paid in Full 0 7.~~200~~225% 360 45 Group III ~~0011384294~~0011321550 Loan Paid in Full 0 117.~~490~~375% ~~180~~360 48 Group II ~~0011297431~~0011330729 Loan Paid in Full 0 8.~~175~~160% 360 7 Group II ~~0011304417~~0011336639 Loan Paid in Full 20 86.~~250~~275% 360 56 Group II ~~0011317883~~0011339957 Loan Paid in Full 0 8.~~900~~375% 360 57 Group II ~~0011342153~~0011340203 Loan Paid in Full 2 7.800% 360 6 Group II 0011345968 Loan Paid in Full 0 7.~~675~~975% 360 56 Group II ~~0011343505~~0011346402 Loan Paid in Full 0 7.~~025~~900% 360 56 Group II ~~0011353641~~0011347577 Loan Paid in Full 0 8.575% 360 6 Group II 0011350781 Loan Paid in Full 0 7.~~300~~400% 360 56 Group II ~~0011354806~~0011352955 Loan Paid in Full 0 7.~~600~~000% 360 5 Group II ~~0011363757~~0011354011 Loan Paid in Full 0 6.800% 360 6 Group II 0011354123 Loan Paid in Full (1) 7.925% 360 5 Group II ~~0011368170~~0011355456 Loan Paid in Full 2(1) 79.~~750~~600% 360 45 Group II ~~0011368638~~0011359701 Loan Paid in Full 0 7.~~500~~675% 360 46 Group II ~~0011370093~~0011361027 Loan Paid in Full 0 7.~~425~~250% 360 45 Group II ~~0011373006~~0011364031 Loan Paid in Full 0 7.500% 360 6 Group II 0011364197 Loan Paid in Full 2 8.~~875~~750% 360 45 Group II ~~0011377144~~0011367735 Loan Paid in Full 0 7.625% 360 5 Group II 0011367852 Loan Paid in Full 0 6.~~975~~990% 360 45 Group II ~~0011378239~~0011368816 Loan Paid in Full 0 76.~~000~~875% 360 45 Group II ~~0011378570~~0011368924 Loan Paid in Full 0 78.~~200~~750% 360 45 Group II ~~0011378890~~0011370001 Loan Paid in Full 0 6.990% 360 45 Group II ~~0011380170~~0011371035 Loan Paid in Full 01 8.~~850~~030% 360 45 Group II ~~0011380706~~0011372579 Loan Paid in Full (1) 6.675% 360 5 Group II 0011372878 Loan Paid in Full 0 6.325% 360 6 Group II 0011373287 Loan Paid in Full 0 7.~~750~~650% 360 45 Group II ~~0011384289~~0011373867 Loan Paid in Full ~~(1)~~0 8.~~500~~625% 360 45 Group II ~~0011385880~~0011376645 Loan Paid in Full 0 7.~~825~~600% 360 46 Group II ~~0011386926~~0011377863 Loan Paid in Full 0 8.800% 360 6 Group II 0011378010 Loan Paid in Full 0 7.~~375~~075% 360 45 Group II ~~0011387360~~0011379327 Loan Paid in Full 2 7.250% 360 5 Group II 0011380074 Loan Paid in Full 0 7.~~970~~475% 360 45 Group II ~~0011387386~~0011381242 Loan Paid in Full ~~(1)~~0 8.875% 360 5 Group II 0011383097 Loan Paid in Full 0 7.~~950~~175% 360 45 Group II ~~0011387412~~0011383163 Loan Paid in Full 0 7.700% 360 5 Group II 0011383194 Loan Paid in Full 0 6.750% 360 5 Group II 0011383645 Loan Paid in Full 0 6.990% 360 5 Group II 0011388732 Loan Paid in Full 0 6.875% 360 5 Group II 0011389260 Loan Paid in Full (1) 8.~~350~~125% 360 45 Group II ~~0011389851~~0011390894 Loan Paid in Full 0 87.990% 360 45 Group II ~~0011391670~~0011392093 Loan Paid in Full 0 8.125% 360 5 Group II 0011394651 Loan Paid in Full 0 6.~~500~~350% 360 45 Group II ~~0011396901~~0011395345 Loan Paid in Full 0 6.375% 360 5 Group II 0011397226 Loan Paid in Full 0 8.~~300~~475% 360 45 Group III ~~0011299538~~0011292966 Loan Paid in Full 0 10.875% 180 7 Group III 0011312245 Loan Paid in Full 0 8.250% 180 6 Group III 0011318490 Loan Paid in Full 0 11.250% 180 5 Group III ~~0011342155~~0011332326 Loan Paid in Full 0 11.~~500~~250% 180 56 Group III ~~0011356865~~0011336640 Loan Paid in Full 10 10.250% 180 6 Group III 0011354012 Loan Paid in Full 0 10.990% 360 6 Group III 0011359129 Loan Paid in Full 0 11.250% 180 6 Group III 0011366192 Loan Paid in Full 0 11.750% 180 6 Group III 0011367816 Loan Paid in Full 0 9.250% 180 6 Group III 0011369709 Loan Paid in Full 0 11.250% 180 6 Group III 0011372876 Loan Paid in Full 0 11.750% 180 6 Group III 0011373360 Loan Paid in Full 0 11.000% 180 5 Group III ~~0011368174~~0011376562 Loan Paid in Full 20 11.~~500~~990% 180 45 Group III ~~0011370107~~0011376644 Loan Paid in Full 0 10.500% 180 46 Group III ~~0011380707~~0011376903 Loan Paid in Full (1) 11.~~250~~750% 180 45 Group III ~~0011383092~~0011377866 Loan Paid in Full 0 11.~~500~~250% 180 46 Group III ~~0011383336~~0011379358 Loan Paid in Full 0 6.525% 360 5 Group III 0011379958 Loan Paid in Full 0 11.250% 180 45 Group III ~~0011384834~~0011388528 Loan Paid in Full 0 10.~~990~~500% 180 45 Group III ~~0011387145~~0011388733 Loan Paid in Full 10 10.~~240~~250% 180 45 Group III ~~0011390657~~0011394652 Loan Paid in Full ~~(1)~~0 1011.~~990~~250% 180 45 Group III ~~0011396902~~0011397227 Loan Paid in Full 0 11.250% 180 45 Group IV ~~0011282245~~0011243507 Loan Paid in Full 0 86.~~375~~925% 360 510 Group IV ~~0011312318~~0011312243 Loan Paid in Full 0 7.~~850~~200% 360 6 Group IV ~~0011342621~~0011332322 Loan Paid in Full ~~(1)~~0 7.~~850~~625% 360 46 Group IV ~~0011344801~~0011342867 Loan Paid in Full 0 8.350% 360 7 Group IV 0011354932 Loan Paid in Full 0 8.250% 360 6 Group IV 0011363727 Loan Paid in Full 0 6.500% 360 56 Group IV ~~0011349229~~0011364451 Loan Paid in Full 0 7.~~420~~625% 360 5 Group IV ~~0011356858~~0011364703 Loan Paid in Full 10 7.500% 360 6 Group IV 0011366187 Loan Paid in Full 0 6.750% 360 56 Group IV ~~0011366710~~0011367369 Loan Paid in Full 0 7.~~250~~800% 360 45 Group IV ~~0011373269~~0011367814 Loan Paid in Full 0 6.350% 360 6 Group IV 0011368474 Loan Paid in Full 0 7.~~450~~875% 360 45 Group IV ~~0011374719~~0011368789 Loan Paid in Full 0 86.~~750~~650% 360 45 Group IV ~~0011374738~~0011371612 Loan Paid in Full 0 6.600% 360 5 Group IV 0011375764 Loan Paid in Full 0 6.725% 360 5 Group IV 0011376912 Loan Paid in Full 0 6.875% 360 5 Group IV ~~0011378030~~0011378424 Loan Paid in Full 0 7.625% 360 5 Group IV 0011381252 Loan Paid in Full 0 8.~~990~~425% 360 5 Group IV ~~0011378308~~0011382177 Loan Paid in Full 0 8.425% 360 5 Group IV 0011382184 Loan Paid in Full 0 7.~~500~~900% 360 45 Group IV ~~0011378322~~0011382194 Loan Paid in Full 0 67.~~550~~990% 360 45 Group IV ~~0011379399~~0011382242 Loan Paid in Full 0 6.~~625~~726% 360 5 Group IV ~~0011383337~~0011382799 Loan Paid in Full 0 78.~~990~~500% 360 45 Group IV ~~0011384832~~0011383700 Loan Paid in Full 0 8.~~925~~725% 360 45 Group IV ~~0011387144~~0011386180 Loan Paid in Full 10 6.~~875~~475% 360 45 Group IV ~~0011388117~~0011387825 Loan Paid in Full 0 7.975% 360 5 Group IV 0011388530 Loan Paid in Full 0 7.600% 360 5 Group IV 0011392246 Loan Paid in Full 0 7.150% 360 5 Group IV 0011393977 Repurchase 0 6.~~450~~625% 360 45 Group IV ~~0011390656~~0011395611 Loan Paid in Full ~~(1)~~0 9.250% 360 5 Group IV 0011398504 Loan Paid in Full 0 7.~~100~~275% 360 45

Prepayment - Voluntary Prepayments

Summary SMM CPR PSA Current Month 1.~~312~~970% Current Month 1421.~~655~~242% Current Month 1,~~666~~969.~~851~~057% 3 Month Average 1.~~099~~445% 3 Month Average 1215.~~404~~944% 3 Month Average 1,~~879~~797.~~991~~685% 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 6.538% N/A Feb-2006 2,343.419% N/A Mar-2006 10.622% N/A Mar-2006 2,215.973% N/A Apr-2006 11.934% N/A Apr-2006 1,757.148% N/A May-2006 14.655% N/A May-2006 1,666.851% N/A Jun-2006 21.242% N/A Jun-2006 1,969.057% 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 10.~~108~~772% Current Month 128.~~513~~880% Current Month ~~1,415~~819.~~059~~544% 3 Month Average 0.~~713~~895% 3 Month Average 810.~~148~~217% 3 Month Average 1,~~106~~195.~~429~~967% 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 6.204% N/A Feb-2006 2,176.121% N/A Mar-2006 2.672% N/A Mar-2006 550.931% N/A Apr-2006 9.259% N/A Apr-2006 1,353.297% N/A May-2006 12.513% N/A May-2006 1,415.059% N/A Jun-2006 8.880% N/A Jun-2006 819.544% 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 1.~~302~~930% Current Month 1420.~~548~~856% Current Month 1,~~665~~943.~~822~~935% 3 Month Average 1.~~022~~433% 3 Month Average 1115.~~556~~823% 3 Month Average 1,~~719~~800.~~792~~648% 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 6.959% N/A Feb-2006 2,544.141% N/A Mar-2006 8.057% N/A Mar-2006 1,701.367% N/A Apr-2006 12.065% N/A Apr-2006 1,792.186% N/A May-2006 14.548% N/A May-2006 1,665.822% N/A Jun-2006 20.856% N/A Jun-2006 1,943.935% 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 III SMM CPR PSA Current Month 01.~~890~~644% Current Month 1018.~~167~~039% Current Month 1,~~134~~646.~~684~~098% 3 Month Average 1.~~073~~320% 3 Month Average 1214.~~105~~685% 3 Month Average 1,~~829~~686.~~979~~485% 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 5.351% N/A Feb-2006 1,811.956% N/A Mar-2006 10.299% N/A Mar-2006 2,076.580% N/A Apr-2006 15.850% N/A Apr-2006 2,278.675% N/A May-2006 10.167% N/A May-2006 1,134.684% N/A Jun-2006 18.039% N/A Jun-2006 1,646.098% 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 IV SMM CPR PSA Current Month 12.~~464~~305% Current Month 1624.~~223~~410% Current Month 12,~~839~~257.~~847~~350% 3 Month Average 1.~~268~~585% 3 Month Average 1417.~~175~~280% 3 Month Average 21,~~205~~913.~~713~~665% 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 6.348% N/A Feb-2006 2,259.718% N/A Mar-2006 15.093% N/A Mar-2006 3,133.495% N/A Apr-2006 11.209% N/A Apr-2006 1,643.797% N/A May-2006 16.223% N/A May-2006 1,839.847% N/A Jun-2006 24.410% N/A Jun-2006 2,257.350% 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))

Repurchases Current Loan Scheduled Current Current Number Balance Rate Payment No0011393977 ~~Repurchases~~500,907.31 ~~this~~6.625% ~~Period~~2,983.81

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($) Balance($) < 4.750 0 0.00 0.000 0 0.00 0.000 4.750 4.999 1 588,000.00 0.~~048~~049 0 0.00 0.000 5.000 5.249 3 1,178,~~577~~372.5818 0.~~097~~099 0 0.00 0.000 5.250 5.499 5 1,~~347~~345,~~699~~488.8872 0.~~111~~113 1 ~~297~~296,~~817~~657.9128 0.~~393~~394 5.500 5.749 22 6,~~323~~317,~~884~~921.3393 0.~~520~~531 2 ~~293~~292,~~582~~480.2382 0.~~387~~389 5.750 5.999 108 32,~~537~~521,~~899~~047.0763 2.~~677~~731 2 226,~~762~~527.8803 0.~~299~~301 6.000 6.249 146 46,~~612~~588,~~096~~074.7403 3.~~835~~912 4 ~~993~~992,~~463~~018.0036 1.~~310~~319 6.250 6.499 ~~313~~307 9694,~~142~~467,~~656~~173.8913 7.~~911~~933 8 1,~~759~~758,~~790~~530.4098 2.~~320~~338 6.500 6.749 ~~439~~431 ~~125~~123,~~629~~039,~~980~~902.4533 10.~~337~~332 16 2,~~782~~778,~~570~~860.6389 3.~~669~~695 6.750 6.999 ~~724~~713 ~~195~~191,~~237~~828,~~691~~044.8426 16.~~065~~109 3029 5,~~687~~475,~~466~~227.7758 7.~~499~~281 7.000 7.249 ~~323~~317 8785,~~406~~269,~~223~~506.3395 7.~~192~~161 16 3,~~370~~367,~~532~~054.3825 4.~~444~~477 7.250 7.499 ~~476~~469 ~~120~~118,~~187~~434,~~661~~987.9989 9.~~890~~946 28 4,~~943~~938,~~030~~092.4092 6.~~518~~566 7.500 7.749 ~~468~~456 ~~111~~109,~~978~~141,~~888~~447.7030 9.~~214~~165 22 2,~~605~~602,~~185~~001.6835 3.~~435~~460 7.750 7.999 ~~498~~484 ~~116~~112,~~665~~736,~~571~~127.0595 9.~~600~~467 34 4,~~461~~458,~~235~~088.9007 5.~~882~~928 8.000 8.249 ~~146~~142 3130,~~092~~350,~~406~~347.4401 2.~~558~~549 14 1,~~995~~994,~~687~~102.3229 2.~~631~~652 8.250 8.499 ~~212~~206 3937,~~359~~639,~~599~~134.6026 3.~~239~~161 26 2,~~983~~981,~~844~~720.5498 3.~~934~~965 8.500 8.749 ~~177~~173 2928,~~581~~555,~~156~~343.9411 2.~~434~~398 22 1,~~742~~740,~~162~~744.7974 2.~~297~~315 8.750 8.999 ~~275~~272 38,~~652~~035,~~483~~082.1594 3.~~180~~194 56 3,~~452~~449,~~641~~393.5232 4.~~552~~587 9.000 9.249 49 7,~~286~~282,~~174~~341.4955 0.~~600~~612 6 ~~390~~389,~~528~~960.5816 0.~~515~~519 9.250 9.499 7573 7,~~983~~620,~~565~~096.4506 0.~~657~~640 23 1,~~217~~216,~~552~~699.5397 1.~~605~~618 9.500 9.749 8180 87,~~101~~980,~~948~~324.4915 0.~~667~~670 26 1,~~741~~740,~~090~~226.6555 2.~~296~~314 9.750 9.999 ~~252~~251 19,~~200~~162,~~559~~849.1205 1.~~580~~609 9796 5,~~529~~498,~~548~~734.7355 7.~~291~~312 10.000 10.249 34 2,~~622~~621,~~876~~396.7839 0.~~216~~220 12 624,~~638~~297.9340 0.~~824~~830 10.250 10.499 ~~132~~130 9,~~217~~098,~~286~~318.3847 0.~~758~~764 60 3,~~083~~081,~~395~~269.1532 4.~~066~~097 10.500 10.749 ~~156~~155 10,~~543~~577,~~261~~572.0988 0.~~868~~888 60 3,~~019~~016,~~309~~749.2711 34.~~981~~011 10.750 10.999 ~~433~~428 2827,~~160~~850,~~902~~114.5687 2.~~317~~339 ~~204~~201 9,~~921~~763,~~723~~660.2441 1312.~~082~~983 11.000 11.249 4544 2,~~826~~736,~~155~~387.0280 0.~~233~~230 18 880,~~952~~622.0312 1.~~162~~171 11.250 11.499 ~~247~~238 1716,~~455~~936,~~953~~022.9855 1.~~436~~422 8887 4,~~655~~623,~~240~~518.1445 6.~~138~~148 11.500 11.749 71 4,~~175~~173,~~596~~972.9476 0.~~344~~351 26 1,~~198~~197,~~062~~503.5978 1.~~580~~592 11.750 11.999 ~~169~~163 98,~~346~~943,~~561~~908.3015 0.~~769~~751 7977 3,~~177~~077,~~708~~621.3320 4.~~190~~092 >= 12.000 ~~139~~138 7,~~856~~790,~~108~~411.9532 0.~~646~~654 6362 2,~~805~~740,~~053~~750.1453 3.~~699~~644 Total 6,~~219~~109 1,~~215~~190,~~299~~809,~~428~~717.5362 100.000 1,~~043~~034 75,~~840~~203,~~577~~114.6641 100.000

Interest Rate Stratification (continued) Group II Group III Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 4.750 0 0.00 0.000 0 0.00 0.000 4.750 4.999 0 0.00 0.000 0 0.00 0.000 5.000 5.249 1 308,~~745~~542.4825 0.~~053~~054 0 0.00 0.000 5.250 5.499 4 1,~~049~~048,~~881~~831.9744 0.~~182~~185 0 0.00 0.000 5.500 5.749 11 2,~~309~~306,~~069~~038.4133 0.~~400~~407 0 0.00 0.000 5.750 5.999 65 16,~~604~~594,~~232~~406.8222 2.~~875~~931 0 0.00 0.000 6.000 6.249 84 21,~~776~~764,~~944~~808.6798 3.~~770~~844 3 1,~~825~~822,~~708~~704.0383 1.~~627~~652 6.250 6.499 ~~181~~177 4645,~~374~~318,~~069~~980.1754 8.~~029~~005 6 2,~~225~~222,~~264~~941.1522 12.~~983~~015 6.500 6.749 ~~257~~256 63,~~586~~352,~~475~~558.9064 11.~~009~~190 109 3,~~670~~329,~~245~~243.2647 3.~~271~~018 6.750 6.999 ~~449~~442 ~~106~~104,~~037~~214,~~832~~928.4232 18.~~359~~407 17 4,~~368~~365,~~767~~223.6562 3.~~894~~957 7.000 7.249 ~~184~~180 4241,~~954~~736,~~323~~597.3159 7.~~437~~372 11 2,~~177~~175,~~351~~708.6966 1.~~941~~972 7.250 7.499 ~~287~~281 6564,~~914~~600,~~257~~149.5832 11.~~412~~410 10 2,~~521~~519,~~603~~216.4956 2.~~247~~284 7.500 7.749 ~~324~~317 7573,~~328~~698,~~349~~027.7765 13.~~042~~017 14 2,~~031~~029,~~046~~555.8160 1.~~810~~840 7.750 7.999 ~~287~~278 6159,~~720~~675,~~403~~596.6100 10.~~686~~540 12 2,~~374~~372,~~891~~436.9523 2.~~117~~151 8.000 8.249 8884 17,~~990~~255,~~651~~908.9195 3.~~115~~048 4 ~~412~~411,~~258~~972.7973 0.~~367~~373 8.250 8.499 9897 18,~~867~~515,~~890~~354.4956 3.~~267~~270 2322 1,~~919~~808,~~599~~197.1183 1.~~711~~639 8.500 8.749 7472 13,~~586~~132,~~815~~357.3786 2.~~352~~320 22 1,~~613~~612,~~937~~300.3349 1.~~438~~462 8.750 8.999 8178 1514,~~585~~984,~~998~~834.5710 2.~~698~~647 72 6,~~592~~585,~~824~~339.2515 5.~~876~~970 9.000 9.249 18 3,~~084~~082,~~018~~789.0215 0.~~534~~545 9 1,~~007~~006,~~049~~205.4956 0.~~898~~912 9.250 9.499 10 1,~~760~~759,~~087~~336.2696 0.~~305~~311 2827 2,~~776~~665,~~835~~385.6955 2.~~475~~416 9.500 9.749 1211 21,~~028~~910,~~662~~074.6708 0.~~351~~337 36 3,~~373~~371,~~444~~607.2150 3.~~006~~057 9.750 9.999 5 484,~~393~~142.3305 0.~~084~~086 139 11,~~934~~928,~~716~~620.24 10.~~636~~814 10.000 10.249 1 63,~~610~~581.3773 0.011 17 1,265,~~910~~073.1533 1.~~128~~147 10.250 10.499 0 0.00 0.000 7169 5,~~581~~464,~~571~~971.7788 4.~~974~~954 10.500 10.749 01 0187,071.0015 0.~~000~~033 9694 7,~~523~~373,~~951~~752.8262 6.~~706~~685 10.750 10.999 1 173,~~922~~857.9477 0.~~030~~031 ~~228~~226 1817,~~065~~912,~~256~~596.3869 16.~~100~~239 11.000 11.249 0 0.00 0.000 2726 1,~~945~~855,~~202~~765.9968 1.~~734~~682 11.250 11.499 0 0.00 0.000 ~~159~~151 12,~~800~~312,~~713~~504.8410 11.~~408~~162 11.500 11.749 0 0.00 0.000 45 2,~~977~~976,~~534~~468.3598 2.~~654~~698 11.750 11.999 0 0.00 0.000 9086 65,~~168~~866,~~852~~286.9795 5.~~498~~318 >= 12.000 0 0.00 0.000 76 5,~~051~~049,~~055~~660.8179 4.~~502~~578 Total 2,~~522~~474 ~~577~~566,~~590~~168,~~637~~773.0464 100.000 1,~~225~~203 ~~112~~110,~~205~~303,~~594~~740.2226 100.000

Interest Rate Stratification (continued) Group IV Current Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Range(%) Balance($) < 4.750 0 0.00 0.000 4.750 4.999 1 588,000.00 0.~~131~~134 5.000 5.249 2 869,~~832~~829.1093 0.~~193~~198 5.250 5.499 0 0.00 0.000 5.500 5.749 9 3,~~721~~719,~~232~~402.6978 0.~~828~~847 5.750 5.999 41 15,~~706~~700,~~903~~114.3738 3.~~493~~575 6.000 6.249 55 22,~~015~~008,~~981~~541.0486 45.~~896~~012 6.250 6.499 ~~118~~116 45,~~783~~166,~~533~~720.1739 10.~~182~~285 6.500 6.749 ~~156~~150 5553,~~590~~579,~~688~~239.6633 12.~~363~~201 6.750 6.999 ~~228~~225 7977,~~143~~772,~~625~~664.0074 17.~~601~~710 7.000 7.249 ~~112~~110 3837,~~904~~990,~~015~~146.9545 8.~~652~~651 7.250 7.499 ~~151~~150 46,~~808~~377,~~770~~529.5209 10.~~410~~561 7.500 7.749 ~~108~~103 3230,~~014~~811,~~306~~862.4470 7.~~120~~017 7.750 7.999 ~~165~~160 4846,~~109~~230,~~039~~007.5965 10.~~699~~528 8.000 8.249 40 10,~~693~~688,~~808~~363.4204 2.~~378~~434 8.250 8.499 6561 1514,~~588~~333,~~265~~860.4689 3.~~467~~264 8.500 8.749 5957 12,~~638~~069,~~241~~940.4502 2.~~811~~749 8.750 8.999 66 13,~~021~~015,~~018~~516.8137 2.~~896~~964 9.000 9.249 16 2,~~804~~803,~~578~~386.4068 0.~~624~~638 9.250 9.499 1413 21,~~229~~978,~~089~~673.9758 0.~~496~~451 9.500 9.749 7 958,~~750~~416.9602 0.~~213~~218 9.750 9.999 11 1,251,~~900~~352.8221 0.~~278~~285 10.000 10.249 4 668,~~717~~443.3393 0.~~149~~152 10.250 10.499 1 552,~~319~~077.4627 0.~~123~~126 10.500 10.749 0 0.00 0.000 10.750 10.999 0 0.00 0.000 11.000 11.249 0 0.00 0.000 11.250 11.499 0 0.00 0.000 11.500 11.749 0 0.00 0.000 11.750 11.999 0 0.00 0.000 >= 12.000 0 0.00 0.000 Total 1,~~429~~398 ~~449~~439,~~662~~134,~~619~~089.6131 100.000

Filing Compare · Mortgage Loan Asset-Backed Certificates, Series 2006-WMC1