10-D 1 mab06fr1_10d-200609.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: August 26, 2006 to September 25, 2006 Commission File Number of issuing entity: 333-124678-19 MASTR Asset Backed Securities Trust 2006-FRE1 (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-124678 Mortgage Asset Securitization Transactions, Inc. (Exact name of depositor as specified in its charter) UBS Real Estate Securities Inc. (Exact name of sponsor as specified in its charter) New York (State or other jurisdiction of incorporation or organization of the issuing entity) 54-2195477 54-2195478 54-2195479 54-2195480 54-2195481 54-2195482 54-6696496 (I.R.S. Employer Identification No.) c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Road Columbia, MD 21045 (Address of principal executive offices of the issuing entity) (Zip Code) (410) 884-2000 (Telephone number, including area code) Not Applicable (Former name, former address, if changed since last report) Registered/reporting pursuant to (check one) Title of Section Section Section Name of Exchange Class 12(b) 12(g) 15(d) (If Section 12(b)) A-1 _____ _____ __X___ ____________ A-2 _____ _____ __X___ ____________ A-3 _____ _____ __X___ ____________ A-4 _____ _____ __X___ ____________ M-1 _____ _____ __X___ ____________ M-2 _____ _____ __X___ ____________ M-3 _____ _____ __X___ ____________ M-4 _____ _____ __X___ ____________ M-5 _____ _____ __X___ ____________ M-6 _____ _____ __X___ ____________ M-7 _____ _____ __X___ ____________ M-8 _____ _____ __X___ ____________ M-9 _____ _____ __X___ ____________ CE _____ _____ __X___ ____________ P _____ _____ __X___ ____________ R _____ _____ __X___ ____________ RX _____ _____ __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 September 25, 2006 a distribution was made to holders of MASTR Asset Backed Securities Trust 2006-FRE1. 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 MASTR Asset Backed Securities Trust 2006-FRE1, relating to the September 25, 2006 distribution. (b) The exhibits required to be filed by Registrant pursuant to this Form 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. MASTR Asset Backed Securities Trust 2006-FRE1 (Issuing Entity) Wells Fargo Bank, N.A. (Master Servicer) /s/ Kelly Rentz Kelly Rentz, Officer Date: October 04, 2006 EXHIBIT INDEX Exhibit Number Description EX-99.1 Monthly report distributed to holders of MASTR Asset Backed Securities Trust 2006-FRE1, relating to the September 25, 2006 distribution. EX-99.1 MASTR Asset Backed Securities Mortgage Pass-Through Certificates Distribution Date: 9/25/2006 MASTR Asset Backed Securities Mortgage Pass-Through Certificates Series 2006-FRE1 Contact: Customer Service - CTSLink Wells Fargo Bank, N.A. Securities Administration Services 7485 New Horizon Way Frederick, MD 21703 www.ctslink.com Telephone: (301) 815-6600 Fax: (301) 815-6660

Certificateholder Distribution Summary Class CUSIP Certificate Beginning Interest Pass-Through Certificate Distribution Rate Balance A-1 57643LPL4 5.~~15125~~39438% ~~173~~139,~~709~~999,~~380~~802.8178 ~~795~~650,~~395~~321.9556 A-2 57643LPM2 5.~~20125~~44438% 67,353,000.00 ~~311~~315,~~395~~765.3742 A-3 57643LPN0 5.~~26125~~50438% 73,763,000.00 ~~344~~349,~~964~~627.9697 A-4 57643LPP5 5.~~37125~~61438% 34,405,000.00 ~~164~~166,~~264~~334.7659 M-1 57643LPQ3 5.~~44125~~68438% 21,886,000.00 ~~105~~107,~~855~~129.2940 M-2 57643LPR1 5.~~46125~~70438% 17,603,000.00 8586,~~452~~467.7978 M-3 57643LPS9 5.~~48125~~72438% 9,277,000.00 45,~~199~~729.6137 M-4 57643LPT7 5.~~59125~~83438% 8,564,000.00 4243,~~563~~025.0896 M-5 57643LPU4 5.~~62125~~86438% 7,136,000.00 3536,~~656~~035.2196 M-6 57643LPV2 5.~~71125~~95438% 6,899,000.00 35,~~023~~373.9281 M-7 57643LPW0 6.~~28125~~52438% 6,423,000.00 3536,~~861~~085.7580 M-8 57643LPX8 6.~~53125~~77438% 8,564,000.00 49,~~718~~958.7804 M-9 57643LPY6 7.~~58125~~82438% 4,757,000.00 32,~~056~~051.8905 CE MORT06FRE1C 0.00000% 2,854,589.39 ~~831~~763,~~493~~289.8129 P MORT06FRE1P 0.00000% 100.00 ~~102~~116,~~645~~637.9793 R MORT06FRE1R 0.00000% 0.00 0.00 RX MORT06FRE1R 0.00000% 0.00 0.00 Totals ~~443~~409,~~194~~484,~~070~~492.2017 32,~~017~~833,~~549~~833.1493

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses A-1 1110,~~471~~757,~~035~~068.1742 0.00 ~~162~~129,~~238~~242,~~345~~734.6336 1211,~~266~~407,~~431~~389.1298 0.00 A-2 0.00 0.00 67,353,000.00 ~~311~~315,~~395~~765.3742 0.00 A-3 0.00 0.00 73,763,000.00 ~~344~~349,~~964~~627.9697 0.00 A-4 0.00 0.00 34,405,000.00 ~~164~~166,~~264~~334.7659 0.00 M-1 0.00 0.00 21,886,000.00 ~~105~~107,~~855~~129.2940 0.00 M-2 0.00 0.00 17,603,000.00 8586,~~452~~467.7978 0.00 M-3 0.00 0.00 9,277,000.00 45,~~199~~729.6137 0.00 M-4 0.00 0.00 8,564,000.00 4243,~~563~~025.0896 0.00 M-5 0.00 0.00 7,136,000.00 3536,~~656~~035.2196 0.00 M-6 0.00 0.00 6,899,000.00 35,~~023~~373.9281 0.00 M-7 0.00 0.00 6,423,000.00 3536,~~861~~085.7580 0.00 M-8 0.00 0.00 8,564,000.00 49,~~718~~958.7804 0.00 M-9 0.00 0.00 4,757,000.00 32,~~056~~051.8905 0.00 CE 0.00 0.00 2,854,589.39 ~~831~~763,~~493~~289.8129 0.00 P 0.00 0.00 100.00 ~~102~~116,~~645~~637.9793 0.00 R 0.00 0.00 0.00 0.00 0.00 RX 0.00 0.00 0.00 0.00 0.00 Totals 1110,~~471~~757,~~035~~068.1742 0.00 ~~431~~398,~~723~~727,~~035~~423.0275 1413,~~488~~590,~~584~~902.3135 0.00 As Master Servicer, Wells Fargo Bank, N.A. has independently calculated collateral information based on loan level data received from external parties, which may include the Servicers, Issuer and other parties to the transaction. Wells Fargo Bank, N.A. expressly disclaims any responsibility for the accuracy or completeness of information furnished to it by those third parties.

Principal Distribution Statement Class Original Beginning Scheduled UnScheduled Accretion Realized Face Certificate Principal Principal Loss Amount Balance Distribution Distribution A-1 206,280,000.00 ~~173~~139,~~709~~999,~~380~~802.8178 0.00 1110,~~471~~757,~~035~~068.1742 0.00 0.00 A-2 67,353,000.00 67,353,000.00 0.00 0.00 0.00 0.00 A-3 73,763,000.00 73,763,000.00 0.00 0.00 0.00 0.00 A-4 34,405,000.00 34,405,000.00 0.00 0.00 0.00 0.00 M-1 21,886,000.00 21,886,000.00 0.00 0.00 0.00 0.00 M-2 17,603,000.00 17,603,000.00 0.00 0.00 0.00 0.00 M-3 9,277,000.00 9,277,000.00 0.00 0.00 0.00 0.00 M-4 8,564,000.00 8,564,000.00 0.00 0.00 0.00 0.00 M-5 7,136,000.00 7,136,000.00 0.00 0.00 0.00 0.00 M-6 6,899,000.00 6,899,000.00 0.00 0.00 0.00 0.00 M-7 6,423,000.00 6,423,000.00 0.00 0.00 0.00 0.00 M-8 8,564,000.00 8,564,000.00 0.00 0.00 0.00 0.00 M-9 4,757,000.00 4,757,000.00 0.00 0.00 0.00 0.00 CE 2,854,798.00 2,854,589.39 0.00 0.00 0.00 0.00 P 100.00 100.00 0.00 0.00 0.00 0.00 R 0.00 0.00 0.00 0.00 0.00 0.00 RX 0.00 0.00 0.00 0.00 0.00 0.00 Totals 475,764,898.00 ~~443~~409,~~194~~484,~~070~~492.2017 0.00 1110,~~471~~757,~~035~~068.1742 0.00 0.00

Principal Distribution Statement (continued) Class Total Ending Ending Total Principal Certificate Certificate Principal Reduction Balance Percentage Distribution A-1 1110,~~471~~757,~~035~~068.1742 ~~162~~129,~~238~~242,~~345~~734.6336 0.~~78649576~~62654031 1110,~~471~~757,~~035~~068.1742 A-2 0.00 67,353,000.00 1.00000000 0.00 A-3 0.00 73,763,000.00 1.00000000 0.00 A-4 0.00 34,405,000.00 1.00000000 0.00 M-1 0.00 21,886,000.00 1.00000000 0.00 M-2 0.00 17,603,000.00 1.00000000 0.00 M-3 0.00 9,277,000.00 1.00000000 0.00 M-4 0.00 8,564,000.00 1.00000000 0.00 M-5 0.00 7,136,000.00 1.00000000 0.00 M-6 0.00 6,899,000.00 1.00000000 0.00 M-7 0.00 6,423,000.00 1.00000000 0.00 M-8 0.00 8,564,000.00 1.00000000 0.00 M-9 0.00 4,757,000.00 1.00000000 0.00 CE 0.00 2,854,589.39 0.99992693 0.00 P 0.00 100.00 1.00000000 0.00 R 0.00 0.00 0.00000000 0.00 RX 0.00 0.00 0.00000000 0.00 Totals 1110,~~471~~757,~~035~~068.1742 ~~431~~398,~~723~~727,~~035~~423.0275 0.~~90742936~~83807659 1110,~~471~~757,~~035~~068.1742

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution A-1 206,280,000.00 ~~842~~678.~~10481292~~68820429 0.00000000 5552.~~60905163~~14789810 0.00000000 A-2 67,353,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A-3 73,763,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A-4 34,405,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-1 21,886,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-2 17,603,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-3 9,277,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-4 8,564,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-5 7,136,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-6 6,899,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-7 6,423,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-8 8,564,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-9 4,757,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 CE 2,854,798.00 999.92692653 0.00000000 0.00000000 0.00000000 P 100.00 1000.00000000 0.00000000 0.00000000 0.00000000 R 0.00 0.00000000 0.00000000 0.00000000 0.00000000 RX 0.00 0.00000000 0.00000000 0.00000000 0.00000000

Principal Distribution Factors Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution A-1 0.00000000 5552.~~60905163~~14789810 ~~786~~626.~~49576125~~54030619 0.~~78649576~~62654031 5552.~~60905163~~14789810 A-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A-4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-5 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-6 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-7 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-8 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-9 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 CE 0.00000000 0.00000000 999.92692653 0.99992693 0.00000000 P 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 RX 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 NOTE: All classes are Per 1,000 Denomination

Interest Distribution Statement Class Accrual Accrual Current Beginning Current Payment of Dates Days Certificate Certificate/ Accrued Unpaid Interest Rate Notional Interest Shortfall (1) Balance A-1 0508/25/06 - 0609/2524/06 3231 5.~~15125~~39438% ~~173~~139,~~709~~999,~~380~~802.8178 ~~795~~650,~~395~~321.9556 0.00 A-2 0508/25/06 - 0609/2524/06 3231 5.~~20125~~44438% 67,353,000.00 ~~311~~315,~~395~~765.3742 0.00 A-3 0508/25/06 - 0609/2524/06 3231 5.~~26125~~50438% 73,763,000.00 ~~344~~349,~~964~~627.9697 0.00 A-4 0508/25/06 - 0609/2524/06 3231 5.~~37125~~61438% 34,405,000.00 ~~164~~166,~~264~~334.7659 0.00 M-1 0508/25/06 - 0609/2524/06 3231 5.~~44125~~68438% 21,886,000.00 ~~105~~107,~~855~~129.2940 0.00 M-2 0508/25/06 - 0609/2524/06 3231 5.~~46125~~70438% 17,603,000.00 8586,~~452~~467.7978 0.00 M-3 0508/25/06 - 0609/2524/06 3231 5.~~48125~~72438% 9,277,000.00 45,~~199~~729.6137 0.00 M-4 0508/25/06 - 0609/2524/06 3231 5.~~59125~~83438% 8,564,000.00 4243,~~563~~025.0896 0.00 M-5 0508/25/06 - 0609/2524/06 3231 5.~~62125~~86438% 7,136,000.00 3536,~~656~~035.2196 0.00 M-6 0508/25/06 - 0609/2524/06 3231 5.~~71125~~95438% 6,899,000.00 35,~~023~~373.9281 0.00 M-7 0508/25/06 - 0609/2524/06 3231 6.~~28125~~52438% 6,423,000.00 3536,~~861~~085.7580 0.00 M-8 0508/25/06 - 0609/2524/06 3231 6.~~53125~~77438% 8,564,000.00 49,~~718~~958.7804 0.00 M-9 0508/25/06 - 0609/2524/06 3231 7.~~58125~~82438% 4,757,000.00 32,~~056~~051.8905 ~~769~~483.9455 CE N/A N/A 0.00000% ~~443~~409,~~194~~484,~~070~~492.1917 0.00 0.00 P N/A N/A 0.00000% 100.00 0.00 0.00 R N/A N/A 0.00000% 0.00 0.00 0.00 RX N/A N/A 0.00000% 0.00 0.00 0.00 Totals 21,~~083~~953,~~409~~906.3671 ~~769~~483.9455

Interest Distribution Statement (continued) Class Current Non-Supported Total Remaining Ending Interest Interest Interest Unpaid Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance A-1 0.00 0.00 ~~795~~650,~~395~~321.9556 0.00 ~~162~~129,~~238~~242,~~345~~734.6336 A-2 0.00 0.00 ~~311~~315,~~395~~765.3742 0.00 67,353,000.00 A-3 0.00 0.00 ~~344~~349,~~964~~627.9697 0.00 73,763,000.00 A-4 0.00 0.00 ~~164~~166,~~264~~334.7659 0.00 34,405,000.00 M-1 0.00 0.00 ~~105~~107,~~855~~129.2940 0.00 21,886,000.00 M-2 0.00 0.00 8586,~~452~~467.7978 0.00 17,603,000.00 M-3 0.00 0.00 45,~~199~~729.6137 0.00 9,277,000.00 M-4 0.00 0.00 4243,~~563~~025.0896 0.00 8,564,000.00 M-5 0.00 0.00 3536,~~656~~035.2196 0.00 7,136,000.00 M-6 0.00 0.00 35,~~023~~373.9281 0.00 6,899,000.00 M-7 0.00 0.00 3536,~~861~~085.7580 0.00 6,423,000.00 M-8 0.00 0.00 49,~~718~~958.7804 0.00 8,564,000.00 M-9 ~~769~~483.9455 0.00 32,~~056~~051.8905 0.00 4,757,000.00 CE 0.00 0.00 ~~831~~763,~~493~~289.8129 0.00 ~~431~~398,~~723~~727,~~035~~423.0275 P 0.00 0.00 ~~102~~116,~~645~~637.9793 0.00 100.00 R 0.00 0.00 0.00 0.00 0.00 RX 0.00 0.00 0.00 0.00 0.00 Totals ~~769~~483.9455 0.00 32,~~017~~833,~~549~~833.1493 0.00 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls,if applicable.

Interest Distribution Factors Statement Class Original Current Beginning Current Payment of Face Certificate Certificate/ Accrued Unpaid Interest Amount Rate Notional Interest Shortfall (1) Balance A-1 206,280,000.00 5.~~15125~~39438% ~~842~~678.~~10481292~~68820429 3.~~85590435~~15261567 0.00000000 A-2 67,353,000.00 5.~~20125~~44438% 1000.00000000 4.~~62333333~~68821612 0.00000000 A-3 73,763,000.00 5.~~26125~~50438% 1000.00000000 4.~~67666662~~73988273 0.00000000 A-4 34,405,000.00 5.~~37125~~61438% 1000.00000000 4.~~77444441~~83460514 0.00000000 M-1 21,886,000.00 5.~~44125~~68438% 1000.00000000 4.~~83666682~~89488257 0.00000000 M-2 17,603,000.00 5.~~46125~~70438% 1000.00000000 4.~~85444470~~91210475 0.00000000 M-3 9,277,000.00 5.~~48125~~72438% 1000.00000000 4.~~87222270~~92932737 0.00000000 M-4 8,564,000.00 5.~~59125~~83438% 1000.00000000 45.~~97000000~~02404951 0.00000000 M-5 7,136,000.00 5.~~62125~~86438% 1000.00000000 45.~~99666620~~04988229 0.00000000 M-6 6,899,000.00 5.~~71125~~95438% 1000.00000000 5.~~07666618~~12738223 0.00000000 M-7 6,423,000.00 6.~~28125~~52438% 1000.00000000 5.~~58333333~~61821579 0.00000000 M-8 8,564,000.00 6.~~53125~~77438% 1000.00000000 5.~~80555582~~83349369 0.00000000 M-9 4,757,000.00 7.~~58125~~82438% 1000.00000000 6.~~73888795~~73766029 0.~~16185411~~10165020 CE 2,854,798.00 0.00000% ~~155245~~143437.~~33441245~~29124442 0.00000000 0.00000000 P 100.00 0.00000% 1000.00000000 0.00000000 0.00000000 R 0.00 0.00000% 0.00000000 0.00000000 0.00000000 RX 0.00 0.00000% 0.00000000 0.00000000 0.00000000

Interest Distribution Factors Statement (continued) Class Current Non-Supported Total Remaining Unpaid Ending Interest Interest Interest Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance A-1 0.00000000 0.00000000 3.~~85590435~~15261567 0.00000000 ~~786~~626.~~49576125~~54030619 A-2 0.00000000 0.00000000 4.~~62333333~~68821612 0.00000000 1000.00000000 A-3 0.00000000 0.00000000 4.~~67666662~~73988273 0.00000000 1000.00000000 A-4 0.00000000 0.00000000 4.~~77444441~~83460514 0.00000000 1000.00000000 M-1 0.00000000 0.00000000 4.~~83666682~~89488257 0.00000000 1000.00000000 M-2 0.00000000 0.00000000 4.~~85444470~~91210475 0.00000000 1000.00000000 M-3 0.00000000 0.00000000 4.~~87222270~~92932737 0.00000000 1000.00000000 M-4 0.00000000 0.00000000 45.~~97000000~~02404951 0.00000000 1000.00000000 M-5 0.00000000 0.00000000 45.~~99666620~~04988229 0.00000000 1000.00000000 M-6 0.00000000 0.00000000 5.~~07666618~~12738223 0.00000000 1000.00000000 M-7 0.00000000 0.00000000 5.~~58333333~~61821579 0.00000000 1000.00000000 M-8 0.00000000 0.00000000 5.~~80555582~~83349369 0.00000000 1000.00000000 M-9 0.~~16185411~~10165020 0.00000000 6.~~73888795~~73766029 0.00000000 1000.00000000 CE 0.00000000 0.00000000 ~~291~~267.~~26187212~~37068262 0.00000000 ~~151227~~139669.~~17439903~~22484533 P 0.00000000 0.00000000 ~~1026459~~1166379.~~70000000~~30000000 0.00000000 1000.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 RX 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 1413,~~286~~009,~~906~~217.9589 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0.00 Servicer Advances ~~413~~606,~~914~~364.4736 Gains & Subsequent Recoveries (Realized Losses) 0.00 Prepayment Penalties ~~102~~116,~~646~~637.0493 Swap/Cap Payments ~~287~~290,~~506~~793.7715 Total Deposits 1514,~~090~~023,~~974~~013.2333 Withdrawals Swap Payments 0.00 Reserve Funds and Credit Enhancements 0.00 Reimbursement for Servicer Advances ~~413~~548,~~108~~020.9111 Total Administration Fees ~~189~~174,~~281~~884.0100 Payment of Interest and Principal 1413,~~488~~300,~~584~~109.3122 Total Withdrawals (Pool Distribution Amount) 1514,~~090~~023,~~974~~013.2333 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

ADMINISTRATION FEES Gross Servicing Fee* ~~184~~170,~~664~~618.2554 Credit Risk Manager Fee - Clayton Fixed Income Services 4,~~616~~265.7646 Trust Administration Fee - Wells Fargo Bank, N.A. 0.00 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~189~~174,~~281~~884.0100 *Servicer Payees include: WELLS FARGO BANK, N.A.

Reserve and Guaranty Funds Account Name Beginning Current Current Ending Balance Withdrawals Deposits Balance Net WAC Carryover Reserve Fund 0.00 ~~769~~483.9455 ~~769~~483.9455 0.00 Hedge Funds Account Name Funds In (A) Funds Out(B) Net Amount(A - B) SWAP Accont - Bear Stearns 21,~~036~~889,~~976~~219.0229 1,~~749~~598,~~469~~426.2514 ~~287~~290,~~506~~793.7715

COLLATERAL STATEMENT Collateral Description Mixed Fixed & Arm Weighted Average Gross Coupon 7.~~626484~~623539% Weighted Average Net Coupon 7.~~126484~~123539% Weighted Average Pass-Through Rate 7.~~113984~~111039% Weighted Average Remaining Term ~~353~~350 Beginning Scheduled Collateral Loan Count 1,~~817~~694 Number Of Loans Paid In Full 4239 Ending Scheduled Collateral Loan Count 1,~~775~~655 Beginning Scheduled Collateral Balance ~~443~~409,~~194~~484,~~070~~492.1917 Ending Scheduled Collateral Balance ~~431~~398,~~723~~727,~~035~~423.0275 Ending Actual Collateral Balance at 31-~~May~~Aug-2006 ~~432~~399,~~060~~127,~~674~~713.7216 Monthly P&I Constant 32,~~100~~869,~~914~~112.5443 Special Servicing Fee 0.00 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount ~~102~~116,~~646~~637.0493 Prepayment Penalty Paid Count 16 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Scheduled Principal ~~284~~267,~~237~~678.4030 Unscheduled Principal 1110,~~186~~489,~~797~~390.7712

Group Level Collateral Statement Group Group 1 Group 2 Collateral Description Fixed 15/30 & ARM Fixed 15/30 & ARM Weighted Average Coupon Rate 7.643973 7.446540 Weighted Average Net Rate 7.143973 6.946540 Pass-Through Rate 7.131473 6.934040 Weighted Average Remaining Term 354 349 Record Date 05/31/2006 05/31/2006 Principal And Interest Constant 2,824,693.88 276,220.66 Beginning Loan Count 1,636 181 Loans Paid in Full 40 2 Ending Loan Count 1,596 179 Beginning Scheduled Balance 403,935,719.74 39,258,350.45 Ending Scheduled Balance 392,879,744.51 38,843,290.51 Scheduled Principal 251,632.48 32,604.92 Unscheduled Principal 10,804,342.75 382,455.02 Scheduled Interest 2,573,061.40 243,615.74 Servicing Fees 168,306.55 16,357.65 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~~Income ~~4,207~~(147.66 408.94 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest 2,400,547.19 226,849.15 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 97,456.15 5,189.89 Prepayment Penalty Paid Count 14 2 Special Servicing Fee 0.00 0.0020)

Group Level Collateral Statement Group ~~Total~~Group 1 Group 2 Collateral Description ~~Mixed~~Fixed 15/30 & ARM Fixed 15/30 & ~~Arm~~ARM Weighted Average Coupon Rate 7.~~626484~~640017 7.460507 Weighted Average Net Rate 7.~~126484~~140017 6.960507 Pass-Through Rate 7.~~113984~~127517 6.948007 Weighted Average Remaining Term ~~353~~351 347 Record Date 0508/31/2006 08/31/2006 Principal And Interest Constant 32,~~100~~603,~~914~~728.5473 265,383.70 Beginning Loan Count 1,~~817~~521 173 Loans Paid in Full 4238 1 Ending Loan Count 1,~~775~~483 172 Beginning Scheduled Balance ~~443~~371,~~194~~896,~~070~~238.1920 37,588,253.97 Ending Scheduled Balance ~~431~~361,~~723~~617,~~035~~576.0287 37,109,846.88 Scheduled Principal ~~284~~235,~~237~~984.4012 31,694.18 Unscheduled Principal 1110,~~186~~042,~~797~~677.7721 446,712.91 Scheduled Interest 2,~~816~~367,~~677~~744.1461 233,689.52 Servicing Fees ~~184~~154,~~664~~956.2077 15,661.77 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 43,~~616~~873.6092 391.54 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest 2,~~627~~208,~~396~~913.3492 217,636.21 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 ~~102~~104,~~646~~325.0428 12,312.65 Prepayment Penalty Paid Count 1615 1 Special Servicing Fee 0.00 0.00

~~Additional~~Group ~~Reporting~~Level -Collateral ~~Deal~~Statement ~~Level~~Group ~~Structural~~Total ~~Reporting~~Collateral Description Mixed Fixed & Arm Weighted Average Coupon Rate 7.623539 Weighted Average Net ~~Monthly~~Rate ~~Excess~~7.123539 ~~Cashflow~~Pass-Through ~~831~~Rate 7.111039 Weighted Average Remaining Term 350 Record Date 08/31/2006 Principal And Interest Constant 2,~~493~~869,112.5443 ~~Extra~~Beginning Loan Count 1,694 Loans Paid in Full 39 Ending Loan Count 1,655 Beginning Scheduled Balance 409,484,492.17 Ending Scheduled Balance 398,727,423.75 Scheduled Principal ~~Distribution~~267,678.30 ~~Amount~~Unscheduled 0Principal 10,489,390.0012 ~~Overcollateralization~~Scheduled ~~Amount~~Interest 2,~~854~~601,~~589~~434.3913 ~~Overcollateralization~~Servicing ~~Deficiency~~Fees ~~Amount~~170,618.54 Master Servicing Fees 0.00 ~~Overcollateralization~~Trustee ~~Release~~Fee 0.00 FRY Amount 0.00 ~~Overcollateralization~~Special ~~Target~~Hazard ~~Amount~~Fee 20.00 Other Fee 4,~~854,589~~265.3946 ~~Trigger~~Pool ~~Event~~Insurance ~~Reporting~~Fee ~~Enhancement~~0.00 ~~Delinquency~~Spread ~~Trigger~~1 ~~Trigger~~0.00 ~~Result~~Spread ~~Pass~~2 ~~Threshold~~0.00 ~~Value~~Spread 83 0.~~588718%~~00 ~~Calculated~~Net ~~Value~~Interest 42,426,550.~~065909%~~13 ~~Cumulative~~Realized Loss ~~Trigger~~Amount ~~Trigger~~0.00 ~~Result~~Cumulative ~~Pass~~Realized ~~Threshold~~Loss ~~Value 1~~0.~~650000%~~00 ~~Calculated~~Percentage ~~Value~~of Cumulative Losses 0.~~000000%~~0000 ~~Trigger~~Prepayment ~~Trigger~~Penalty ~~Result~~Waived ~~Pass~~Amount ~~Threshold~~0.00 ~~Value~~Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount 116,637.~~000000%~~93 ~~Calculated~~Prepayment ~~Value~~Penalty Paid Count 16 Special Servicing Fee 0.~~000000%~~00

~~LOAN~~Additional ~~STATUS~~Reporting STRATIFICATION/CREDIT ENHANCEMENT STATEMENT DELINQUENT BANKRUPTCY FORECLOSURE REO Total No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance 0-29 ~~Days~~Deal 2Level 1Structural 0Reporting 3Net ~~726,104.88~~Monthly ~~237,087.24~~Excess ~~0.00~~Cashflow ~~963~~763,~~192~~772.1284 30Extra ~~Days~~Principal 73Distribution 0Amount 0 ~~0 73 16,062,806~~.~~80 0.~~00 ~~0.00~~Overcollateralization ~~0.00~~Amount 162,~~062~~854,~~806~~589.8039 60Overcollateralization ~~Days~~Deficiency 25Amount 1 0 ~~0 26 5,455,766~~.~~69 66,922.13 0.~~00 ~~0.00~~Overcollateralization ~~5,522,688.82~~Release 90Amount ~~Days 8~~ 0 ~~17 0 25 2,047,066~~.~~30 0.~~00 ~~4,089,870.72~~Overcollateralization ~~0.00~~Target ~~6,136,937.02~~Amount ~~120 Days~~ 2 ~~1 16 0 19 498~~,~~620.92 245~~854,~~624.26 4,020,916.56 0.00 4,765,161.74 150 Days 0 0 3 0 3 0.00 0.00 891,~~589.39 ~~0.00~~Trigger ~~891,589.39~~Event ~~180+~~Reporting ~~Days~~Enhancement 0Delinquency 0Trigger 0Trigger 0Result 0Pass ~~0.00~~Threshold ~~0.00~~Value ~~0.00 0.00 0.00 Totals 108 4 37 0 149 24,064,260.71 1,038,651.27~~ 9~~,239,463~~.~~91 0.00 34,342,375.89 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance 0-29 Days 0.112676~~295759% ~~0.056338%~~Calculated ~~0.000000%~~Value 08.~~169014~~393709% ~~0.168188%~~Cumulative ~~0.054917%~~Loss ~~0.000000%~~Trigger ~~0.223104%~~Trigger 30Result ~~Days~~Pass ~~4.112676%~~Threshold ~~0.000000%~~Value ~~0.000000% 0.000000% 4.112676% 3.720628% 0.000000% 0.000000% 0.000000% 3.720628% 60 Days~~ 1.~~408451~~650000% ~~0.056338%~~Calculated ~~0.000000%~~Value 0.000000% ~~1.464789%~~Trigger ~~1.263719%~~Trigger ~~0.015501%~~Result ~~0.000000%~~Pass ~~0.000000%~~Threshold ~~1.279220%~~Value ~~90 Days~~ 0.~~450704% 0.~~000000% ~~0.957746%~~Calculated ~~0.000000%~~Value ~~1.408451%~~ 0.~~474162% 0.~~000000% 0.947337% 0.000000% 1.421499% 120 Days 0.112676% 0.056338% 0.901408% 0.000000% 1.070423% 0.115496% 0.056894% 0.931365% 0.000000% 1.103754% 150 Days 0.000000% 0.000000% 0.169014% 0.000000% 0.169014% 0.000000% 0.000000% 0.206519% 0.000000% 0.206519% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 6.084507% 0.225352% 2.084507% 0.000000% 8.394366% 5.574004% 0.240583% 2.140137% 0.000000% 7.954724%

~~Current~~LOAN ~~Period~~STATUS ~~Class~~STRATIFICATION/CREDIT AENHANCEMENT ~~Insufficient~~STATEMENT ~~Funds~~DELINQUENT BANKRUPTCY FORECLOSURE REO Total No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance 0-29 Days 0 0 0 0 0.00 ~~Principal~~0.00 ~~Balance~~0.00 of0.00 ~~Contaminated~~30 ~~Properties~~Days 78 0 0 0 78 19,070,876.30 0.00 ~~Periodic~~0.00 ~~Advance~~0.00 ~~413~~19,~~914~~070,876.30 60 Days 36 1 1 0 38 6,687,773.84 374,052.46 317,628.25 0.00 7,379,454.55 90 Days 12 1 15 0 28 1,891,378.51 217,201.46 3,997,403.41 0.00 6,105,983.38 120 Days 0 2 22 3 27 0.00 642,311.63 4,431,540.80 419,645.89 5,493,498.32 150 Days 0 2 11 4 17 0.00 192,433.94 3,051,002.11 556,563.60 3,799,999.65 180+ Days 2 4 21 15 42 692,085.79 861,165.40 6,241,489.78 2,894,342.47 10,689,083.44 Totals 128 10 70 22 230 28,342,114.44 2,287,164.89 18,039,064.35 3,870,551.96 52,538,895.64 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 4.712991% 0.000000% 0.000000% 0.000000% 4.712991% 4.782936% 0.000000% 0.000000% 0.000000% 4.782936% 60 Days 2.175227% 0.060423% 0.060423% 0.000000% 2.296073% 1.677280% 0.093812% 0.079660% 0.000000% 1.850752% 90 Days 0.725076% 0.060423% 0.906344% 0.000000% 1.691843% 0.474354% 0.054474% 1.002540% 0.000000% 1.531368% 120 Days 0.000000% 0.120846% 1.329305% 0.181269% 1.631420% 0.000000% 0.161090% 1.111421% 0.105246% 1.377758% 150 Days 0.000000% 0.120846% 0.664653% 0.241692% 1.027190% 0.000000% 0.048262% 0.765185% 0.139585% 0.953032% 180+ Days 0.120846% 0.241692% 1.268882% 0.906344% 2.537764% 0.173574% 0.215978% 1.565353% 0.725895% 2.680800% Totals 7.734139% 0.604230% 4.229607% 1.329305% 13.897281% 7.108143% 0.573616% 4.524159% 0.970726% 13.176645%

~~Delinquency~~Current ~~Status~~Period ByClass ~~Groups~~A ~~DELINQUENT~~Insufficient ~~BANKRUPTCY~~Funds ~~FORECLOSURE REO Total Group 1 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance~~ 0~~-29 Days 1 1 0 2 374,713~~.~~56 237,087.24 0.~~00 ~~611,800.80~~Principal 30Balance Days 68 0 0 0 68 15,142,858.91 0.00 0.00 0.00 15,142,858.91 60 Days 25 1 0 0 26 5,455,766.69 66,922.13 0.00 0.00 5,522,688.82 90 Days 8 0 17 0 25 2,047,066.30 0.00 4,089,870.72 0.00 6,136,937.02 120 Days 2 1 16 0 19 498,620.92 245,624.26 4,020,916.56 0.00 4,765,161.74 150 Days 0 0 3 0 3 0.00 0.00 891,589.39 0.00 891,589.39 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 103 3 37 0 143 23,144,312.82 687,259.95 9,239,463.91 0.00 33,071,036.68 0-29 Days 0.062657% 0.062657% 0.000000% 0.125313% 0.095376% 0.060346% 0.000000% 0.155722% 30 Days 4.260652% 0.000000% 0.000000% 0.000000% 4.260652% 3.854324% 0.000000% 0.000000% 0.000000% 3.854324% 60 Days 1.566416% 0.062657% 0.000000% 0.000000% 1.629073% 1.388661% 0.017034% 0.000000% 0.000000% 1.405694% 90 Days 0.501253% 0.000000% 1.065163% 0.000000% 1.566416% 0.521041% 0.000000% 1.040998% 0.000000% 1.562040% 120 Days 0.125313% 0.062657% 1.002506% 0.000000% 1.190476% 0.126914% 0.062519% 1.023447% 0.000000% 1.212880% 150 Days 0.000000% 0.000000% 0.187970% 0.000000% 0.187970% 0.000000% 0.000000% 0.226937% 0.000000% 0.226937% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 6.453634% 0.187970% 2.318296% 0.000000% 8.959900% 5.890941% 0.174929% 2.351728% 0.000000% 8.417598% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 2 No. of ~~Loans~~Contaminated ~~No.~~Properties ~~of Loans No. of Loans No. of Loans No. of Loans Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance~~ 0~~-29 Days 1 0 0 1 351,391~~.~~32 0.~~00 ~~0.00~~Periodic ~~351,391.32~~Advance ~~30 Days 5 0 0 0 5 919~~606,~~947~~364.89 0.00 0.00 0.00 919,947.89 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 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 5 1 0 0 6 919,947.89 351,391.32 0.00 0.00 1,271,339.21 0-29 Days 0.558659% 0.000000% 0.000000% 0.558659% 0.904638% 0.000000% 0.000000% 0.904638% 30 Days 2.793296% 0.000000% 0.000000% 0.000000% 2.793296% 2.368357% 0.000000% 0.000000% 0.000000% 2.368357% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 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 2.793296% 0.558659% 0.000000% 0.000000% 3.351955% 2.368357% 0.904638% 0.000000% 0.000000% 3.272996%36

~~SUBORDINATION~~Delinquency ~~LEVEL/CREDIT~~Status ~~ENHANCEMENT/CLASS~~By ~~PERCENTAGE~~Group ~~AND~~DELINQUENT ~~PREPAYMENT~~BANKRUPTCY ~~PERCENTAGE~~FORECLOSURE ~~Current~~REO ~~Original~~Total $Group ~~Original~~1 %No. ~~Current~~of $Loans ~~Current~~No. %of ~~Class%~~Loans ~~Prepayment%~~No. ~~Class~~of RLoans 93No. of Loans No. of Loans Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 71 0 0 0 71 17,~~963~~821,~~898~~410.53 0.00 190.~~75006952%~~00 930.00 17,~~963~~821,~~689~~410.3953 60 Days 35 1 1 0 37 6,435,062.80 374,052.46 317,628.25 0.00 7,126,743.51 90 Days 12 1 15 0 28 1,891,378.51 217,201.46 3,997,403.41 0.00 6,105,983.38 120 Days 0 2 21 3 26 0.~~76480794~~00 642,311.63 4,266,759.10 419,645.89 5,328,716.62 150 Days 0 2 11 4 17 0.00 192,433.94 3,051,002.11 556,563.60 3,799,999.65 180+ Days 2 4 21 15 42 692,085.79 861,165.40 6,241,489.78 2,894,342.47 10,689,083.44 Totals 120 10 69 22 221 26,839,937.63 2,287,164.89 17,874,282.65 3,870,551.96 50,871,937.13 0-29 Days 0.000000% 0.000000% 0.000000% ~~Class~~0.000000% M-0.000000% 0.000000% 0.000000% 0.000000% 30 Days 4.787593% 0.000000% 0.000000% 0.000000% 4.787593% 4.928248% 0.000000% 0.000000% 0.000000% 4.928248% 60 Days 2.360081% 0.067431% 0.067431% 0.000000% 2.494943% 1.779522% ~~72,077,898~~0.00103439% 150.~~14989827~~087835% ~~72,077,689~~0.39000000% 161.~~69535409~~970796% 590 Days 0.~~069454~~809171% 0.067431% 1.011463% 0.000000% ~~Class~~1.888065% M-0.523033% 0.060064% 1.105423% 0.000000% 1.688520% 120 Days 0.000000% 0.134862% 1.416049% 0.202293% 1.753203% 0.000000% 0.177622% 1.179909% 0.116047% 1.473578% 150 Days 0.000000% 0.134862% 0.741740% 0.269724% 1.146325% 0.000000% 0.053215% 0.843710% 0.153909% 1.050834% 180+ Days 0.134862% 0.269724% 1.416049% 1.011463% 2.832097% ~~54,474,898~~0.00191386% 110.~~44996159~~238143% ~~54,474,689~~1.39725992% 120.~~61797147~~800388% 2.955908% Totals 8.091706% 0.674309% 4.~~077383~~652731% 1.483479% 14.902225% 7.422188% 0.~~000000~~632482% ~~Class~~4.942869% M1.070344% 14.067883% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 2 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance Scheduled Balance 0-329 45Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 7 0 0 0 7 1,~~197~~249,~~898~~465.77 0.00 0.00 0.00 1,249,465.77 60 Days 1 0 0 0 1 252,711.04 0.00 0.00 0.00 252,711.04 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 1 0 1 0.00 0.00 164,781.70 0.00 164,781.70 150 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 8 0 1 0 9 1,502,176.~~50004892%~~81 450.00 164,~~197~~781.70 0.00 1,~~689~~666,958.3951 100-29 Days 0.~~46914010~~000000% 20.~~148831~~000000% 0.000000% ~~Class~~0.000000% M-0.000000% 0.000000% 0.000000% 0.000000% 30 Days 4.069767% ~~36,633,898~~0.00000000% 70.~~70000019~~000000% ~~36,633,689~~0.39000000% 84.~~48546091~~069767% 13.~~983679~~366939% 0.000000% ~~Class~~0.000000% CE0.000000% ~~100~~3.00366939% 60 Days 0.~~00002102~~581395% ~~100~~0.00000000% 0.~~00002316~~000000% 0.~~661208~~000000% 0.581395% 0.680981% 0.000000% ~~Class~~0.000000% P0.000000% 0.00680981% 90 Days 0.~~00000000~~000000% 0.00000000% 0.~~00000000~~000000% 0.~~000023~~000000% 0.000000% ~~Please~~0.000000% ~~Refer~~0.000000% to0.000000% ~~the~~0.000000% ~~Prospectus~~0.000000% ~~Supplement~~120 ~~for~~Days a0.000000% ~~Full~~0.000000% ~~Description~~0.581395% of0.000000% ~~Loss~~0.581395% ~~Exposure~~0.000000% 0.000000% 0.444038% 0.000000% 0.444038% 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 4.651163% 0.000000% 0.581395% 0.000000% 5.232558% 4.047920% 0.000000% 0.444038% 0.000000% 4.491957%

~~Summary~~SUBORDINATION 12LEVEL/CREDIT ~~Month~~ENHANCEMENT/CLASS ~~REO~~PERCENTAGE History*AND ~~New~~PREPAYMENT ~~REO~~PERCENTAGE ~~Loans~~Current ~~Month~~Original ~~REO~~$ ~~Percentage~~Original ~~Loans~~% inCurrent ~~REO~~$ 0Current ~~Jul-05~~% ~~0.000~~Class% ~~Original~~Prepayment% ~~Principal~~Class ~~Balance~~R 093,963,898.00 ~~Aug-05 0~~19.~~000~~75006952% ~~Current Scheduled Balance 0~~93,963,689.0039 ~~Sep-05 0~~23.~~000~~56589585% ~~Oct-05~~ 0.~~000~~000000% ~~Current REO Total Nov-05~~ 0.~~000~~000000% ~~Loans~~Class ~~in REO 0 Dec~~M-051 072,077,898.~~000% Original Principal Balance 0.~~00 ~~Jan-06 0~~15.~~000~~14989827% ~~Current Scheduled Balance 0~~72,077,689.0039 ~~Feb-06 0~~18.~~000~~07693304% ~~Mar-06 0~~5.~~000~~488963% ~~Apr-06~~ 0.~~000~~000000% ~~May-06~~Class ~~0.000% Jun~~M-062 054,474,898.000% *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 1 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Jul-05 0.000% Original Principal Balance 0.00 ~~Aug-05 0~~11.~~000~~44996159% ~~Current Scheduled Balance 0~~54,474,689.0039 ~~Sep-05 0~~13.~~000~~66213763% ~~Oct-05 0~~4.~~000~~414795% ~~Current REO Total Nov-05~~ 0.~~000~~000000% ~~Loans~~Class ~~in REO 0 Dec~~M-053 045,197,898.~~000% Original Principal Balance 0.~~00 ~~Jan-06 0~~9.~~000~~50004892% ~~Current Scheduled Balance 0~~45,197,689.0039 ~~Feb-06 0~~11.~~000~~33548552% ~~Mar-06 0~~2.~~000~~326652% ~~Apr-06~~ 0.~~000~~000000% ~~May~~Class M-064 036,633,898.~~000%~~00 ~~Jun-06 0~~7.~~000~~70000019% *The text reported in the above table is presented graphically on the monthly bond remittance report36,633,689.39 ~~The monthly bond remittance report can be viewed online at www~~9.~~ctslink.com.~~18765232% ~~Group~~ 2.147833% ~~12 Month REO History* New REO Loans Month REO Percentage Loans in REO~~ 0 ~~Jul-05 0~~.~~000~~000000% ~~Original~~Class ~~Principal~~CE ~~Balance 0~~100.00 ~~Aug-05~~ 0.~~000~~00002102% ~~Current Scheduled Balance 0~~100.00 ~~Sep-05~~ 0.~~000~~00002508% ~~Oct-05~~ 0.~~000~~715925% ~~Current REO Total Nov-05~~ 0.~~000~~000000% ~~Loans~~Class inP ~~REO~~ 0 ~~Dec-05 0~~.~~000% Original Principal Balance 0.~~00 ~~Jan-06~~ 0.~~000~~00000000% ~~Current Scheduled Balance~~ 0.00 ~~Feb-06~~ 0.~~000~~00000000% ~~Mar-06~~ 0.~~000~~000025% ~~Apr-06~~ 0.~~000~~000000% ~~May-06~~Please ~~0.000%~~Refer ~~Jun-06~~to ~~0.000% *The text reported in~~ the ~~above~~Prospectus ~~table~~Supplement isfor ~~presented~~a ~~graphically~~Full onDescription ~~the~~of ~~monthly~~Loss ~~bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.~~Exposure

~~REO~~180+ ~~Loan~~Delinquency ~~Detail~~Summary -Summary ~~All~~Group ~~Mortgage~~1 Days Number of Outstanding Percentage of Number of Outstanding Percentage of Delinquent Loans inScheduled ~~REO~~Balance(%) ~~during~~Loans ~~Current~~Scheduled ~~Period~~Balance(%) ~~Month~~Balance($) ~~Loan~~Balance($) ~~First~~180 ~~Original~~- ~~Loan~~209 ~~Entered~~22 ~~Payment~~5,469,070.93 ~~LTV~~1.372 at22 ~~Principal~~5,469,070.93 ~~Group~~1.512 ~~Number~~210 ~~REO~~- ~~Date~~239 ~~State~~17 ~~Origination~~4,330,158.71 ~~Balance~~1.086 No17 ~~REO~~4,330,158.71 ~~Loans~~1.197 ~~this~~240 ~~Period~~- 269 3 889,853.80 0.223 3 889,853.80 0.246 Total 42 10,689,083.44 2.681 42 10,689,083.44 2.955

~~REO~~180+ ~~Loan~~Delinquency ~~Detail~~Summary -(continued) ~~All~~Group ~~Mortgage~~2 ~~Loans~~Days inNumber ~~REO~~of ~~during~~Outstanding ~~Current~~Percentage ~~Period~~of Delinquent Loans Scheduled Balance(~~continued~~%) ~~Current~~Balance($) ~~Paid~~180 ~~Current~~- ~~Approximate~~209 ~~Loan~~0 ~~Scheduled~~0.00 To0.000 ~~Months~~210 ~~Loan~~- ~~Delinquent~~239 ~~Group~~0 ~~Number~~0.00 ~~Balance~~0.000 ~~Date~~240 ~~Delinquent~~- ~~Rate~~269 ~~Interest~~0 No0.00 ~~REO~~0.000 ~~Loans~~Total ~~this~~0 ~~Period~~0.00 0.000 This report includes all loans greater than 180 days delinquent regardless of status (REO, Foreclosure, Bankruptcy).

REO Detail - All Mortgage Loans in REO during Current Period

Summary 12 Month ~~Foreclosure~~REO History* New ~~Foreclosure~~REO Loans Month ~~Foreclosure~~REO Percentage Loans in ~~Foreclosure~~REO 2216 ~~Jul~~Oct-05 0.000% Original Principal Balance 43,~~922~~348,~~710~~275.00 ~~Aug~~Nov-05 0.000% Current Scheduled Balance 43,~~901~~326,~~230~~490.4032 ~~Sep~~Dec-05 0.000% ~~Oct~~Jan-0506 0.000% Current ~~Foreclosure~~REO Total ~~Nov~~Feb-0506 0.000% Loans in ~~Foreclosure~~REO 3722 ~~Dec~~Mar-0506 0.000% Original Principal Balance 93,~~281~~895,~~160~~635.00 ~~Jan~~Apr-06 0.000% Current Scheduled Balance 93,~~239~~870,~~463~~551.9196 ~~Feb~~May-06 0.000% ~~Mar~~Jun-06 0.000% ~~Apr~~Jul-06 0.~~000~~130% ~~May~~Aug-06 0.~~000~~133% ~~Jun~~Sep-06 20.~~140~~971% *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 1 12 Month ~~Foreclosure~~REO History* New ~~Foreclosure~~REO Loans Month ~~Foreclosure~~REO Percentage Loans in ~~Foreclosure~~REO 2216 ~~Jul~~Oct-05 0.000% Original Principal Balance 43,~~922~~348,~~710~~275.00 ~~Aug~~Nov-05 0.000% Current Scheduled Balance 43,~~901~~326,~~230~~490.4032 ~~Sep~~Dec-05 0.000% ~~Oct~~Jan-0506 0.000% Current ~~Foreclosure~~REO Total ~~Nov~~Feb-0506 0.000% Loans in ~~Foreclosure~~REO 3722 ~~Dec~~Mar-0506 0.000% Original Principal Balance 93,~~281~~895,~~160~~635.00 ~~Jan~~Apr-06 0.000% Current Scheduled Balance 93,~~239~~870,~~463~~551.9196 ~~Feb~~May-06 0.000% ~~Mar~~Jun-06 0.000% ~~Apr~~Jul-06 0.~~000~~142% ~~May~~Aug-06 0.~~000~~146% ~~Jun~~Sep-06 21.~~352~~070% *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 2 12 Month ~~Foreclosure~~REO History* New ~~Foreclosure~~REO Loans Month ~~Foreclosure~~REO Percentage Loans in ~~Foreclosure~~REO 0 ~~Jul~~Oct-05 0.000% Original Principal Balance 0.00 ~~Aug~~Nov-05 0.000% Current Scheduled Balance 0.00 ~~Sep~~Dec-05 0.000% ~~Oct~~Jan-0506 0.000% Current ~~Foreclosure~~REO Total ~~Nov~~Feb-0506 0.000% Loans in ~~Foreclosure~~REO 0 ~~Dec~~Mar-0506 0.000% Original Principal Balance 0.00 ~~Jan~~Apr-06 0.000% Current Scheduled Balance 0.00 ~~Feb~~May-06 0.000% ~~Mar~~Jun-06 0.000% ~~Apr~~Jul-06 0.000% ~~May~~Aug-06 0.000% ~~Jun~~Sep-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~~REO Loan Detail - All Mortgage Loans in ~~Foreclosure~~REO during Current Period Month Loan First Original Loan Entered Payment LTV at Principal Group Number FCREO Date State Origination Balance Group 1 ~~1000277147 May-2006 01-Dec-2005 CA 80.00 273,600.00 Group 1~~ 1000279032 ~~Jun~~Jul-2006 01-Dec-2005 MI 90.00 67,500.00 Group 1 ~~1000280162 Jun-2006 01-Dec-2005 UT 90.00 195,300.00 Group 1~~ 1000281017 ~~May~~Sep-2006 01-Dec-2005 NV 90.00 346,500.00 Group 1 ~~1000281860 Jun-2006 01-Dec-2005 CA 80.00 272,000.00 Group 1 1000282795 Jun-2006 01-Dec-2005 MD 75.00 210,000.00 Group 1 1000283252 May-2006 01-Dec-2005 MD 80.00 238,400.00 Group 1~~ 1000283784 ~~Jun~~Jul-2006 01-Dec-2005 MI 85.00 68,000.00 Group 1 ~~1000285220~~5000175351 ~~May~~Jul-2006 01-Dec-2005 CAMI 8090.00 ~~325~~52,~~600~~200.00 Group 1 ~~1000286661~~5000176785 ~~Jun~~Jul-2006 01-Dec-2005 MDMI 90.00 ~~132~~64,~~300~~800.00 Group 1 ~~5000175351~~5000178439 ~~Jun~~Sep-2006 01-Dec-2005 MIMN 90.00 52230,~~200~~400.00 Group 1 ~~5000176785~~5000179256 ~~May~~Sep-2006 01-Dec-2005 MITX 90.00 64100,~~800~~350.00 Group 1 ~~5000178736~~5000179766 ~~Jun~~Sep-2006 01-Dec-2005 COMI 9080.00 ~~175~~97,~~500~~600.00 Group 1 ~~5000179256~~5000180046 ~~Jun~~Sep-2006 01-Dec-2005 TXMN 9080.00 ~~100~~160,~~350~~000.00 Group 1 ~~5000180046~~5000180736 ~~May~~Sep-2006 01-Dec-2005 MNMO 8090.00 ~~160~~103,~~000~~500.00 Group 1 ~~5000180510~~5000180941 ~~May~~Sep-2006 01-Dec-2005 ILMI 80.00 ~~364~~127,~~000~~200.00 Group 1 ~~5000180728~~5000181068 ~~May~~Sep-2006 01-Dec-2005 NYMI 80.00 ~~600~~62,~~000~~800.00 Group 1 5000181473 ~~Jun~~Jul-2006 01-Dec-2005 TX 90.00 166,860.00 Group 1 5000182251 ~~Jun~~Sep-2006 01-Dec-2005 MN 80.00 160,000.00 Group 1 5000183011 ~~Jun~~Sep-2006 01-Dec-2005 TX 80.00 592,000.00 Group 1 5000183223 ~~May~~Jul-2006 01-Dec-2005 TX 80.00 128,000.00 Group 1 ~~5000183360~~5000185202 ~~May~~Sep-2006 01-Dec-2005 ILTX 9080.00 ~~607~~256,~~500~~000.00 Group 1 6000184010 ~~Jun~~Sep-2006 01-Dec-2005 GA 85.00 187,000.00 Group 1 ~~6000184687 Jun-2006 01-Dec-2005 NJ 90.00 283,500.00 Group 1~~ 6000185830 ~~May~~Sep-2006 01-Dec-2005 NC 90.00 69,300.00 Group 1 ~~7000170700~~6000186204 ~~Jun~~Sep-2006 01-Dec-2005 FLGA 80.00 80172,000.00 Group 1 ~~7000171341~~6000186978 ~~Jun~~Sep-2006 01-Dec-2005 CAMD 80.00 436,000.00 Group 1 7000171583 Jun-2006 01-Dec-2005 OH 89.79 86,200.00 Group 1 8000063086 Jun-2006 01-Dec-2005 NY 80.00 420,000.00 Group 1 8000063259 Jun-2006 01-Dec-2005 MA 80.00 228,800.00 Group 1 8000063441 May-2006 01-Dec-2005 NJ 85.00 ~~284~~163,~~750~~625.00 Group 1 8000064111 ~~May~~Sep-2006 01-Dec-2005 MA 80.00 520,000.00 Group 1 8000064320 Jun-2006 01-Dec-2005 NY 80.00 418,000.00 Group 1 8000065102 May-2006 01-Dec-2005 CT 80.00 176,000.00 Group 1 8000065217 Jun-2006 01-Dec-2005 NJ 80.00 312,000.00 Group 1 8000065854 May-2006 01-Dec-2005 NJ 80.00 200,000.00 Group 1 8000065865 Jun-2006 01-Dec-2005 NY 80.00 279,200.00

~~Foreclosure~~REO Loan Detail - All Mortgage Loans in ~~Foreclosure~~REO during Current Period (continued) Current Paid Current Approximate Loan Scheduled To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest Group 1 ~~1000277147 271,999.20 01-Dec-2005 4 6.990% 5,896.76 Group 1~~ 1000279032 67,~~210~~081.5095 01-Jan-2006 36 8.550% 13,~~806~~158.3005 Group 1 ~~1000280162 194,410.02 01-Dec-2005 4 8.250% 5,030.58 Group 1~~ 1000281017 345,~~863~~581.8052 01-Dec-2005 47 8.375% 915,~~084~~892.9631 Group 1 ~~1000281860~~1000283784 ~~272~~67,~~000~~686.0094 01-~~Dec-2005 4 7.400% 6,256.00 Group 1 1000282795 209,170.25 01-~~Jan-2006 36 89.~~950~~990% 53,~~900~~754.1209 Group 1 ~~1000283252~~5000175351 ~~237~~51,~~087~~895.2407 01-~~May-2006 0 7.300% 2,690.22 Group 1 1000283784 67,783.60 01-~~Jan-2006 36 9.~~990~~350% 2,~~146~~684.6991 Group 1 ~~1000285220~~5000176785 ~~323~~64,~~771~~418.5659 01-Dec-2005 4 7~~.200%~~ ~~7,245.64 Group 1 1000286661 132,066.37 01-Jan-2006 3~~ 8.~~990~~800% 3,~~739~~126.7946 Group 1 ~~5000175351~~5000178439 51229,~~980~~150.3938 01-Jan-2006 36 9.~~350~~200% 111,~~535~~655.4823 Group 1 ~~5000176785~~5000179256 6499,~~535~~649.9615 01-Dec-2005 47 87.~~800~~950% 14,~~788~~342.1597 Group 1 ~~5000178736~~5000179766 ~~174~~96,~~633~~950.1504 01-~~Jan~~Feb-2006 35 78.~~850~~400% 4,~~286~~479.1950 Group 1 ~~5000179256~~5000180046 99158,~~864~~802.2939 01-~~Dec~~Nov-2005 48 7.~~950~~600% 26,~~484~~597.3322 Group 1 ~~5000180046~~5000180736 ~~159~~103,~~169~~242.6592 01-~~Nov~~Mar-~~2005~~2006 54 78.600% 34,~~774~~185.1307 Group 1 ~~5000180510~~5000180941 ~~362~~126,~~252~~551.2306 01-~~Dec~~Feb-~~2005~~2006 45 79.~~990~~500% 96,~~060~~657.0381 Group 1 ~~5000180728~~5000181068 ~~596~~62,~~947~~561.3455 01-~~Dec~~Mar-~~2005~~2006 4 710.~~700~~900% 143,~~353~~257.2364 Group 1 5000181473 ~~166~~165,~~058~~703.7985 01-Jan-2006 36 7.990% 47,~~153~~260.1640 Group 1 5000182251 ~~159~~158,~~278~~958.2104 01-Dec-2005 47 8.300% 47,~~148~~251.0387 Group 1 5000183011 ~~588~~587,~~772~~345.1497 01-Jan-2006 36 7.350% 1323,~~470~~544.2789 Group 1 5000183223 127,~~498~~275.3724 01-Nov-2005 58 8.990% 36,~~613~~317.3494 Group 1 ~~5000183360~~5000185202 ~~604~~253,~~921~~841.3742 01-~~Nov~~Mar-~~2005~~2006 54 86.~~600~~990% 168,~~358~~262.09 Group 1 6000184010 185,~~960~~500.1490 01-Jan-2006 36 7.250% ~~4,192.55 Group 1 6000184687 282,138.76 01-Jan-2006 3~~ 7~~.990% 7~~,~~056~~328.3606 Group 1 6000185830 6968,~~039~~924.9112 01-Dec-2005 47 9.200% ~~2,004.90 Group 1 7000170700 79,726.60 01-Jan-2006~~ 3 ~~9.650% 2~~,~~434~~505.69 Group 1 ~~7000171341~~6000186204 ~~434~~170,~~971~~580.5530 01-~~Jan~~Feb-2006 35 7.~~500~~100% ~~10,158.02 Group 1 7000171583 85,807.16 01-Dec-2005 4 8.250% 2,220.36 Group 1 8000063086 417,474.95 01-Jan-2006 3~~ 6~~.850% 8~~,~~855~~589.8653 Group 1 ~~8000063259~~6000186978 ~~227~~162,~~692~~482.5520 01-~~Jan~~Feb-2006 35 7.950% ~~5,664.31 Group 1 8000063441 283,286.76 01-Dec-2005 4~~ 7~~.650% 6~~,~~764~~081.2839 Group 1 8000064111 ~~517~~516,~~483~~368.1436 01-Dec-2005 47 7.950% 1222,~~873~~504.47 Group 1 8000064320 415,765.37 01-Jan-2006 3 7.450% 9,650.62 Group 1 8000065102 175,104.57 01-Dec-2005 4 7.700% 4,210.28 Group 1 8000065217 310,563.83 01-Jan-2006 3 8.200% 7,984.48 Group 1 8000065854 199,272.41 01-Dec-2005 4 9.350% 5,886.32 Group 1 8000065865 277,901.78 01-Jan-2006 3 8.150% 7,098.4971

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

Summary 12 Month ~~Bankruptcy~~Foreclosure History* New ~~Bankruptcy~~Foreclosure Loans Month ~~Bankruptcy~~Foreclosure Percentage Loans in ~~Bankruptcy~~Foreclosure 144 ~~Jul~~Oct-05 0.000% Original Principal Balance 6710,~~200~~321,770.00 ~~Aug~~Nov-05 0.000% Current Scheduled Balance 6610,~~922~~257,045.1322 ~~Sep~~Dec-05 0.000% ~~Oct~~Jan-0506 0.000% Current ~~Bankruptcy~~Foreclosure Total ~~Nov~~Feb-0506 0.000% Loans in ~~Bankruptcy~~Foreclosure 470 ~~Dec~~Mar-0506 0.000% Original Principal Balance 118,~~044~~154,~~200~~820.00 ~~Jan~~Apr-06 0.000% Current Scheduled Balance 118,~~038~~039,~~651~~064.2735 ~~Feb~~May-06 0.~~000~~980% ~~Mar~~Jun-06 02.~~000~~140% ~~Apr~~Jul-06 03.~~214~~066% ~~May~~Aug-06 03.~~219~~164% ~~Jun~~Sep-06 04.~~241~~524% *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 1 12 Month ~~Bankruptcy~~Foreclosure History* New ~~Bankruptcy~~Foreclosure Loans Month ~~Bankruptcy~~Foreclosure Percentage Loans in ~~Bankruptcy~~Foreclosure 143 ~~Jul~~Oct-05 0.000% Original Principal Balance 6710,~~200~~155,770.00 ~~Aug~~Nov-05 0.000% Current Scheduled Balance 6610,~~922~~092,263.1352 ~~Sep~~Dec-05 0.000% ~~Oct~~Jan-0506 0.000% Current ~~Bankruptcy~~Foreclosure Total ~~Nov~~Feb-0506 0.000% Loans in ~~Bankruptcy~~Foreclosure 369 ~~Dec~~Mar-0506 0.000% Original Principal Balance ~~690~~17,~~600~~988,820.00 ~~Jan~~Apr-06 0.000% Current Scheduled Balance ~~687~~17,~~259~~874,282.9565 ~~Feb~~May-06 01.~~000~~075% ~~Mar~~Jun-06 02.~~000~~352% ~~Apr~~Jul-06 03.~~150~~371% ~~May~~Aug-06 03.~~154~~484% ~~Jun~~Sep-06 04.~~175~~943% *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 2 12 Month ~~Bankruptcy~~Foreclosure History* New ~~Bankruptcy~~Foreclosure Loans Month ~~Bankruptcy~~Foreclosure Percentage Loans in ~~Bankruptcy~~Foreclosure 01 ~~Jul~~Oct-05 0.000% Original Principal Balance 0166,000.00 ~~Aug~~Nov-05 0.000% Current Scheduled Balance 0164,781.0070 ~~Sep~~Dec-05 0.000% ~~Oct~~Jan-0506 0.000% Current ~~Bankruptcy~~Foreclosure Total ~~Nov~~Feb-0506 0.000% Loans in ~~Bankruptcy~~Foreclosure 1 ~~Dec~~Mar-0506 0.000% Original Principal Balance ~~353~~166,~~600~~000.00 ~~Jan~~Apr-06 0.000% Current Scheduled Balance ~~351~~164,~~391~~781.3270 ~~Feb~~May-06 0.000% ~~Mar~~Jun-06 0.000% ~~Apr~~Jul-06 0.~~883~~000% ~~May~~Aug-06 0.~~896~~000% ~~Jun~~Sep-06 0.~~905~~444% *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~~Foreclosure Loan Detail - All Mortgage Loans in ~~Bankruptcy~~Foreclosure during Current Period ~~Group~~Month Loan ~~Month~~First Original Loan ~~First~~Entered ~~State~~Payment LTV at ~~Original~~Principal Group Number ~~Entered~~FC ~~Payment~~Date State Origination ~~Principal~~Balance ~~Bankruptcy~~Group ~~Date~~1 ~~Balance~~1000280502 Sep-2006 01-Dec-2005 MI 90.00 114,750.00 Group 1 ~~1000271245~~1000283539 ~~Apr~~Jul-2006 01-Dec-2005 WA 80.00 220,000.00 Group 1 1000285220 May-2006 01-Dec-2005 CA 80.00 325,600.00 Group 1 1000285369 Sep-2006 01-Dec-2005 NV 90.00 270,000.00 Group 1 1000285866 Jul-2006 01-Dec-2005 FL 80.00 130,400.00 Group 1 1000286194 Sep-2006 01-Dec-2005 SC 90.00 74,700.00 Group 1 1000286610 Sep-2006 01-Dec-2005 CA 80.00 512,000.00 Group 1 1000286620 Sep-2006 01-Dec-2005 GA 80.00 436,720.00 Group 1 1000287096 Sep-2006 01-Dec-2005 GA 90.00 134,100.00 Group 1 5000172907 Sep-2006 01-Dec-2005 TX 70.00 86,800.00 Group 1 5000176058 Sep-2006 01-Dec-2005 CO 85.00 216,750.00 Group 1 5000177145 Sep-2006 01-Dec-2005 TX 90.00 123,300.00 Group 1 5000177313 Sep-2006 01-Dec-2005 IN 85.00 59,500.00 Group 1 5000177747 Sep-2006 01-Nov-2005 MN 80.00 208,000.00 Group 1 5000178877 Jul-2006 01-Dec-2005 NY 80.00 476,000.00 Group 1 5000179468 Sep-2006 01-Dec-2005 CO 90.00 171,000.00 Group 1 5000179518 Sep-2006 01-Dec-2005 IL 80.00 272,000.00 Group 1 5000180157 Sep-2006 01-Dec-2005 NY 90.00 504,000.00 Group 1 5000180215 Sep-2006 01-Dec-2005 IL 80.00 123,200.00 Group 1 5000180510 May-2006 01-Dec-2005 IL 80.00 364,000.00 Group 1 5000180547 Sep-2006 01-Dec-2005 NY 80.00 312,000.00 Group 1 5000180728 May-2006 01-Dec-2005 NY 80.00 600,000.00 Group 1 5000181340 Sep-2006 01-Dec-2005 MO 80.00 183,200.00 Group 1 5000181507 Sep-2006 01-Dec-2005 FL 80.00 ~~247~~300,000.00 Group 1 5000182138 Sep-2006 01-Dec-2005 IL 90.00 144,000.00 Group 1 5000182472 Jul-2006 01-Dec-2005 PA 80.00 74,400.00 Group 1 5000182639 Sep-2006 01-Dec-2005 TX 80.00 256,000.00 Group 1 5000183360 May-2006 01-Dec-2005 IL 90.00 607,500.00 Group 1 6000182727 Jul-2006 01-Dec-2005 MD 85.00 154,700.00 Group 1 6000184538 Sep-2006 01-Dec-2005 FL 80.00 104,800.00 Group 1 6000184687 Jun-2006 01-Dec-2005 NJ 90.00 283,500.00 Group 1 6000184799 Sep-2006 01-Dec-2005 FL 90.00 297,000.00 Group 1 6000185687 Sep-2006 01-Dec-2005 NY 80.00 520,000.00 Group 1 6000185895 Sep-2006 01-Dec-2005 VA 80.00 148,000.00 Group 1 6000185922 Jul-2006 01-Dec-2005 NC 90.00 117,900.00 Group 1 6000187691 Sep-2006 01-Dec-2005 FL 90.00 144,000.00 Group 1 6000188168 Sep-2006 01-Dec-2005 FL 80.00 136,000.00 Group 1 6000188239 Sep-2006 01-Dec-2005 FL 90.00 134,910.00 Group 1 6000188365 Sep-2006 01-Dec-2005 VA 90.00 277,200.00 Group 1 ~~1000275893~~6000188382 ~~Apr~~Jul-2006 01-Dec-2005 MAFL 80.00 248,000.00 Group 1 6000188735 Sep-2006 01-Dec-2005 GA 80.00 147,120.00 Group 1 6000189165 Sep-2006 01-Dec-2005 FL 90.00 ~~376~~103,500.00 Group 1 6000189546 Sep-2006 01-Dec-2005 GA 90.00 148,320.00 Group 1 7000166433 Sep-2006 01-Nov-2005 NY 80.00 308,000.00 Group 1 7000167510 Sep-2006 01-Dec-2005 NY 80.00 232,000.00 Group 1 7000168799 Sep-2006 01-Dec-2005 GA 80.00 136,000.00 Group 1 7000169685 Jul-2006 01-Dec-2005 HI 80.00 680,000.00 Group 1 7000170700 Jun-2006 01-Dec-2005 FL 80.00 80,000.00 Group 1 7000171341 Jun-2006 01-Dec-2005 CA 80.00 436,000.00 Group 1 7000171558 Sep-2006 01-Dec-2005 FL 80.00 155,600.00 Group 1 7000171583 Jun-2006 01-Dec-2005 OH 89.79 86,200.00 Group 1 ~~5000159485~~7000172358 Sep-2006 01-Dec-2005 CA 80.00 312,000.00 Group 1 7000172381 Sep-2006 01-Dec-2005 CA 90.00 229,500.00 Group 1 7000172872 Sep-2006 01-Dec-2005 CA 80.00 588,000.00 Group 1 7000173656 Jul-2006 01-Dec-2005 CA 80.00 416,000.00 Group 1 8000063086 Jun-2006 01-Dec-2005 NY 80.00 420,000.00 Group 1 8000063441 May-2006 01-Dec-2005 NJ 85.00 284,750.00 Group 1 8000063851 Jul-2006 01-Dec-2005 NY 80.00 304,000.00 Group 1 8000064320 Jun-2006 01-Dec-2005 NY 80.00 418,000.00 Group 1 8000064519 Aug-2006 01-Dec-2005 NJ 90.00 225,000.00 Group 1 8000065048 Sep-2006 01-Dec-2005 MINY 80.00 67420,000.00 Group 1 8000065084 Sep-2006 01-Dec-2005 NJ 80.00 364,000.00 Group 1 8000065102 May-2006 01-Dec-2005 CT 80.00 176,000.00 Group 1 8000065136 Jul-2006 01-Dec-2005 FL 90.00 225,900.00 Group 1 8000065254 Sep-2006 01-Dec-2005 OH 80.00 98,400.00 Group 1 8000065832 Sep-2006 01-Dec-2005 NY 90.00 329,400.00 Group 1 8000065854 May-2006 01-Dec-2005 NJ 80.00 200,000.00 Group 21 ~~8000062869~~8000065865 ~~Apr~~Jun-2006 01-Dec-2005 PANY 80.00 ~~353~~279,~~600~~200.00 Group 1 8000066491 Sep-2006 01-Dec-2005 NY 80.00 320,000.00 Group 2 1000282905 Sep-2006 01-Dec-2005 AZ 87.37 166,000.00

~~Bankruptcy~~Foreclosure Loan Detail - All Mortgage Loans in ~~Bankruptcy~~Foreclosure during Current Period (continued) ~~Group~~Current ~~Loan~~Paid Current ~~Paid~~Approximate Loan Scheduled To Months ~~Current~~Loan ~~Approximate~~Delinquent Group Number ~~Scheduled~~Balance Date Delinquent ~~Loan~~ Rate ~~Delinquent~~Interest ~~Balance~~Group ~~Interest~~1 1000280502 114,046.90 01-Apr-2006 3 8.950% 4,022.52 Group 1 ~~1000271245~~1000283539 ~~245~~218,~~624~~184.2604 01-Feb-2006 5 7.100% 8,428.47 Group 1 1000285220 322,964.20 01-Dec-2005 7 7.200% 12,664.33 Group 1 1000285369 268,057.25 01-Apr-2006 3 7.800% 8,171.50 Group 1 1000285866 129,489.27 01-Feb-2006 5 7.950% 5,643.49 Group 1 1000286194 74,294.82 01-Mar-2006 4 9.200% 3,238.13 Group 1 1000286610 508,459.62 01-Mar-2006 4 8.000% 19,114.58 Group 1 1000286620 433,483.13 01-Jan-2006 6 7.~~250~~650% 18,134.73 Group 1 1000287096 133,294.43 01-Mar-2006 4 8.700% 5,~~537~~476.88 Group 1 5000172907 86,497.47 01-Mar-2006 4 11.300% 4,676.73 Group 1 5000176058 214,908.14 01-Apr-2006 3 6.950% 5,790.79 Group 1 ~~1000275893~~5000177145 ~~374~~122,~~713~~581.5657 01-~~May~~Mar-2006 04 8.~~950~~850% 5,~~281~~128.49 Group 1 5000177313 59,211.83 01-Mar-2006 4 9.750% 2,743.32 Group 1 5000177747 206,065.04 01-Mar-2006 4 6.990% 6,707.16 Group 1 5000178877 471,994.23 01-Feb-2006 5 7.000% 17,958.07 Group 1 5000179468 170,128.18 01-Mar-2006 4 9.500% 7,669.80 Group 1 ~~5000159485~~5000179518 66270,~~922~~228.70 01-Jan-2006 6 8.300% 12,328.20 Group 1 5000180157 500,972.64 01-Apr-2006 3 8.700% 17,148.30 Group 1 5000180215 123,198.92 01-Mar-2006 4 7.400% 4,250.40 Group 1 5000180510 361,477.98 01-Dec-2005 7 7.990% 15,838.40 Group 1 5000180547 309,547.15 01-Apr-2006 3 7.350% 8,856.40 Group 1 5000180728 595,596.63 01-Dec-2005 7 7.700% 25,090.21 Group 1 5000181340 183,200.00 01-Apr-2006 3 7.030% 4,984.60 Group 1 5000181507 297,470.40 01-Mar-2006 4 6.990% 9,682.13 Group 1 5000182138 142,953.56 01-Mar-2006 4 7.750% 5,195.60 Group 1 5000182472 73,979.62 01-Feb-2006 25 109.000% 3,676.66 Group 1 5000182639 253,841.42 01-Mar-2006 4 6.990% 8,262.09 Group 1 5000183360 603,776.17 01-Nov-2005 8 8.600% 28,600.06 Group 1 6000182727 154,700.00 01-Feb-2006 5 6.600% 5,504.73 Group 1 6000184538 104,045.30 01-Apr-2006 3 7.800% 3,171.74 Group 1 6000184687 281,535.73 01-Jan-2006 6 7.990% 12,335.66 Group 1 6000184799 294,798.75 01-Feb-2006 5 7.650% 12,332.88 Group 1 6000185687 516,714.51 01-Apr-2006 3 8.450% 17,149.54 Group 1 6000185895 146,942.41 01-Apr-2006 3 9.150% 5,305.23 Group 1 6000185922 117,191.76 01-Dec-2005 7 8.700% 5,619.47 Group 1 6000187691 143,201.89 01-Mar-2006 4 9.100% 6,169.93 Group 1 6000188168 135,342.18 01-Jan-2006 6 9.750% 7,317.34 Group 1 6000188239 134,207.85 01-Mar-2006 4 9.400% 5,983.43 Group 1 6000188365 275,665.46 01-Apr-2006 3 9.100% 9,894.90 Group 1 6000188382 246,031.17 01-Feb-2006 5 7.300% 9,790.95 Group 1 6000188735 147,120.00 01-Feb-2006 5 7.900% 6,350.68 Group 1 6000189165 102,972.34 01-Mar-2006 4 9.500% 24,~~233~~642.25 Group 1 6000189546 147,373.36 01-Mar-2006 4 8.400% 5,834.57 Group 1 7000166433 305,130.78 01-Apr-2006 3 6.990% 8,272.84 Group 1 7000167510 230,176.09 01-Apr-2006 3 7.350% 6,585.54 Group 1 7000168799 134,971.88 01-Mar-2006 4 7.550% 4,770.65 Group 1 7000169685 675,155.63 01-Feb-2006 5 7.850% 29,029.57 Group 1 7000170700 79,604.64 01-Jan-2006 6 9.650% 4,257.50 Group 1 7000171341 434,516.86 01-Jan-2006 6 7.500% 17,767.37 Group 1 7000171558 154,297.56 01-Apr-2006 3 7.250% 4,350.67 Group 1 7000171583 85,632.94 01-Dec-2005 7 8.250% 3,881.76 Group 1 7000172358 312,000.00 01-Apr-2006 3 6.500% 7,800.00 Group 1 7000172381 229,500.00 01-Jan-2006 6 7.250% 9,036.51 Group 1 7000172872 583,511.31 01-Mar-2006 4 7.500% 20,478.87 Group 1 7000173656 416,000.00 01-Feb-2006 5 7.750% 17,593.38 Group 1 8000063086 416,361.61 01-Jan-2006 6 6.850% 15,477.41 Group 1 8000063441 282,639.46 01-Dec-2005 7 7.650% 11,824.18 Group 1 8000063851 301,586.59 01-Jan-2006 6 7.300% 12,001.81 Group 21 ~~8000062869~~8000064320 ~~351~~414,~~391~~777.3263 01-~~May~~Jan-2006 06 7.450% 16,868.84 Group 1 8000064519 223,549.40 01-Feb-2006 5 8.350% 10,263.74 Group 1 8000065048 416,600.02 01-Mar-2006 4 7.200% 13,996.66 Group 1 8000065084 361,699.22 01-Apr-2006 3 8.450% 12,~~929~~004.3465 Group 1 8000065102 174,708.38 01-Dec-2005 7 7.700% 7,359.80 Group 1 8000065136 224,290.62 01-Jan-2006 6 7.850% 9,644.52 Group 1 8000065254 97,659.65 01-Mar-2006 4 7.625% 3,488.43 Group 1 8000065832 328,263.54 01-Mar-2006 4 7.450% 11,421.22 Group 1 8000065854 198,948.28 01-Dec-2005 7 9.350% 10,292.84 Group 1 8000065865 277,326.29 01-Jan-2006 6 8.150% 12,409.72 Group 1 8000066491 317,628.25 01-May-2006 2 7.650% 7,584.58 Group 2 1000282905 164,781.70 01-Mar-2006 4 7.700% 5,947.77

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

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. ~~Jul~~Oct-2005 N/A N/A ~~Jul~~Oct-2005 N/A N/A ~~Aug~~Nov-2005 N/A N/A ~~Aug~~Nov-2005 N/A N/A ~~Sep~~Dec-2005 N/A N/A ~~Sep~~Dec-2005 N/A N/A ~~Oct~~Jan-~~2005~~2006 N/A N/A ~~Oct~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Feb-~~2005~~2006 N/A N/A ~~Nov~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Mar-~~2005~~2006 ~~N/A~~0.000% N/A ~~Dec~~Mar-~~2005~~2006 ~~N/A~~0.000% N/A ~~Jan~~Apr-2006 ~~N/A~~0.000% N/A ~~Jan~~Apr-2006 ~~N/A~~0.000% N/A ~~Feb~~May-2006 ~~N/A~~0.000% N/A ~~Feb~~May-2006 ~~N/A~~0.000% N/A ~~Mar~~Jun-2006 0.000% N/A ~~Mar~~Jun-2006 0.000% N/A ~~Apr~~Jul-2006 0.000% N/A ~~Apr~~Jul-2006 0.000% N/A ~~May~~Aug-2006 0.000% N/A ~~May~~Aug-2006 0.000% N/A ~~Jun~~Sep-2006 0.000% N/A ~~Jun~~Sep-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. ~~Jul~~Oct-2005 N/A N/A ~~Jul~~Oct-2005 N/A N/A ~~Aug~~Nov-2005 N/A N/A ~~Aug~~Nov-2005 N/A N/A ~~Sep~~Dec-2005 N/A N/A ~~Sep~~Dec-2005 N/A N/A ~~Oct~~Jan-~~2005~~2006 N/A N/A ~~Oct~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Feb-~~2005~~2006 N/A N/A ~~Nov~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Mar-~~2005~~2006 ~~N/A~~0.000% N/A ~~Dec~~Mar-~~2005~~2006 ~~N/A~~0.000% N/A ~~Jan~~Apr-2006 ~~N/A~~0.000% N/A ~~Jan~~Apr-2006 ~~N/A~~0.000% N/A ~~Feb~~May-2006 ~~N/A~~0.000% N/A ~~Feb~~May-2006 ~~N/A~~0.000% N/A ~~Mar~~Jun-2006 0.000% N/A ~~Mar~~Jun-2006 0.000% N/A ~~Apr~~Jul-2006 0.000% N/A ~~Apr~~Jul-2006 0.000% N/A ~~May~~Aug-2006 0.000% N/A ~~May~~Aug-2006 0.000% N/A ~~Jun~~Sep-2006 0.000% N/A ~~Jun~~Sep-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 1 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. ~~Jul~~Oct-2005 N/A N/A ~~Jul~~Oct-2005 N/A N/A ~~Aug~~Nov-2005 N/A N/A ~~Aug~~Nov-2005 N/A N/A ~~Sep~~Dec-2005 N/A N/A ~~Sep~~Dec-2005 N/A N/A ~~Oct~~Jan-~~2005~~2006 N/A N/A ~~Oct~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Feb-~~2005~~2006 N/A N/A ~~Nov~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Mar-~~2005~~2006 ~~N/A~~0.000% N/A ~~Dec~~Mar-~~2005~~2006 ~~N/A~~0.000% N/A ~~Jan~~Apr-2006 ~~N/A~~0.000% N/A ~~Jan~~Apr-2006 ~~N/A~~0.000% N/A ~~Feb~~May-2006 ~~N/A~~0.000% N/A ~~Feb~~May-2006 ~~N/A~~0.000% N/A ~~Mar~~Jun-2006 0.000% N/A ~~Mar~~Jun-2006 0.000% N/A ~~Apr~~Jul-2006 0.000% N/A ~~Apr~~Jul-2006 0.000% N/A ~~May~~Aug-2006 0.000% N/A ~~May~~Aug-2006 0.000% N/A ~~Jun~~Sep-2006 0.000% N/A ~~Jun~~Sep-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. ~~Jul~~Oct-2005 N/A N/A ~~Jul~~Oct-2005 N/A N/A ~~Aug~~Nov-2005 N/A N/A ~~Aug~~Nov-2005 N/A N/A ~~Sep~~Dec-2005 N/A N/A ~~Sep~~Dec-2005 N/A N/A ~~Oct~~Jan-~~2005~~2006 N/A N/A ~~Oct~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Feb-~~2005~~2006 N/A N/A ~~Nov~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Mar-~~2005~~2006 ~~N/A~~0.000% N/A ~~Dec~~Mar-~~2005~~2006 ~~N/A~~0.000% N/A ~~Jan~~Apr-2006 ~~N/A~~0.000% N/A ~~Jan~~Apr-2006 ~~N/A~~0.000% N/A ~~Feb~~May-2006 ~~N/A~~0.000% N/A ~~Feb~~May-2006 ~~N/A~~0.000% N/A ~~Mar~~Jun-2006 0.000% N/A ~~Mar~~Jun-2006 0.000% N/A ~~Apr~~Jul-2006 0.000% N/A ~~Apr~~Jul-2006 0.000% N/A ~~May~~Aug-2006 0.000% N/A ~~May~~Aug-2006 0.000% N/A ~~Jun~~Sep-2006 0.000% N/A ~~Jun~~Sep-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 2 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. ~~Jul~~Oct-2005 N/A N/A ~~Jul~~Oct-2005 N/A N/A ~~Aug~~Nov-2005 N/A N/A ~~Aug~~Nov-2005 N/A N/A ~~Sep~~Dec-2005 N/A N/A ~~Sep~~Dec-2005 N/A N/A ~~Oct~~Jan-~~2005~~2006 N/A N/A ~~Oct~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Feb-~~2005~~2006 N/A N/A ~~Nov~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Mar-~~2005~~2006 ~~N/A~~0.000% N/A ~~Dec~~Mar-~~2005~~2006 ~~N/A~~0.000% N/A ~~Jan~~Apr-2006 ~~N/A~~0.000% N/A ~~Jan~~Apr-2006 ~~N/A~~0.000% N/A ~~Feb~~May-2006 ~~N/A~~0.000% N/A ~~Feb~~May-2006 ~~N/A~~0.000% N/A ~~Mar~~Jun-2006 0.000% N/A ~~Mar~~Jun-2006 0.000% N/A ~~Apr~~Jul-2006 0.000% N/A ~~Apr~~Jul-2006 0.000% N/A ~~May~~Aug-2006 0.000% N/A ~~May~~Aug-2006 0.000% N/A ~~Jun~~Sep-2006 0.000% N/A ~~Jun~~Sep-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. ~~Jul~~Oct-2005 N/A N/A ~~Jul~~Oct-2005 N/A N/A ~~Aug~~Nov-2005 N/A N/A ~~Aug~~Nov-2005 N/A N/A ~~Sep~~Dec-2005 N/A N/A ~~Sep~~Dec-2005 N/A N/A ~~Oct~~Jan-~~2005~~2006 N/A N/A ~~Oct~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Feb-~~2005~~2006 N/A N/A ~~Nov~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Mar-~~2005~~2006 ~~N/A~~0.000% N/A ~~Dec~~Mar-~~2005~~2006 ~~N/A~~0.000% N/A ~~Jan~~Apr-2006 ~~N/A~~0.000% N/A ~~Jan~~Apr-2006 ~~N/A~~0.000% N/A ~~Feb~~May-2006 ~~N/A~~0.000% N/A ~~Feb~~May-2006 ~~N/A~~0.000% N/A ~~Mar~~Jun-2006 0.000% N/A ~~Mar~~Jun-2006 0.000% N/A ~~Apr~~Jul-2006 0.000% N/A ~~Apr~~Jul-2006 0.000% N/A ~~May~~Aug-2006 0.000% N/A ~~May~~Aug-2006 0.000% N/A ~~Jun~~Sep-2006 0.000% N/A ~~Jun~~Sep-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 1 4038 10,~~845~~014,~~266~~410.00 109,~~806~~949,~~106~~745.1150 0 0.00 0.00 Group 2 21 ~~384~~450,~~061~~000.00 ~~381~~446,~~814~~464.8251 0 0.00 0.00 Total 4239 1110,~~229~~464,~~327~~410.00 1110,~~187~~396,~~920~~210.9301 0 0.00 0.00

Prepayment Detail - Prepayments during Current Period (continued) Summary Substitution Loans Liquidated Loans Curtailments Original Current Original Current Principal Scheduled Principal Scheduled Curtailment Group Count Balance Balance Count Balance Balance Amount Group 1 0 0.00 0.00 0 0.00 0.00 4100,~~606~~270.1704 Group 2 0 0.00 0.00 0 0.00 0.00 ~~1,021~~644.3394 Total 0 0.00 0.00 0 0.00 0.00 5100,~~627~~914.5098

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount Group 1 ~~1000274004~~1000278218 MDAZ 9070.00 01-Dec-2005 ~~292~~105,~~500~~000.00 ~~290~~104,~~951~~502.6321 Group 1 ~~1000275837~~1000281769 CAMD 80100.00 01-~~Nov~~Dec-2005 ~~452~~55,000.00 ~~450~~54,~~093~~752.7754 Group 1 ~~1000279168~~1000282566 VAMA 90.00 01-Dec-2005 90445,~~000~~500.00 89441,~~554~~902.52 Group 1 ~~1000280165~~1000285559 MDAZ 9085.00 01-Dec-2005 ~~162~~150,~~000~~450.00 ~~161~~148,~~084~~934.7411 Group 1 ~~1000280463~~1000285610 CA 9074.0052 01-Dec-2005 ~~297~~231,000.00 ~~295~~228,~~473~~755.8773 Group 1 ~~1000281829~~1000286922 CA 80.00 01-Dec-2005 ~~225~~484,~~592~~000.00 ~~224~~480,~~385~~268.9577 Group 1 ~~1000282204~~5000174064 CAFL 9080.00 01-~~Dec~~Nov-2005 ~~413~~144,~~991~~000.00 ~~413~~143,~~168~~044.0897 Group 1 ~~1000282258~~5000178489 NCIL 90.00 01-Dec-2005 58382,500.00 58379,~~269~~122.2310 Group 1 ~~1000282716~~5000179397 CAMN 8980.00 01-Dec-2005 ~~356~~184,000.00 ~~354~~182,~~020~~689.0513 Group 1 ~~1000284680~~5000180412 MDWA 80.00 01-Dec-2005 ~~144~~115,~~000~~600.00 ~~144~~115,~~000~~600.00 Group 1 ~~5000177261~~5000180921 IL 8090.00 01-Dec-2005 ~~232~~125,~~000~~910.00 ~~230~~125,~~842~~197.9308 Group 1 ~~5000179179~~5000181365 MNIL 90100.00 01-Dec-2005 ~~162~~281,~~000~~750.00 ~~161~~280,~~142~~174.4520 Group 1 ~~5000179542~~5000181748 TXMD 80.00 01-Dec-2005 ~~148~~192,000.00 ~~147~~190,~~378~~834.1290 Group 1 ~~5000180847~~5000182474 IL ~~80.00 01-Dec-2005 193,600.00 192,744.15 Group 1 5000181687 MN~~ 90.00 01-Dec-2005 ~~143~~161,~~613~~100.00 ~~142~~160,~~924~~102.7640 Group 1 ~~5000183246~~5000183240 FL 85.00 01-Dec-2005 ~~185~~127,~~300~~500.00 ~~184~~126,~~338~~772.3207 Group 1 ~~5000183768~~5000183481 ILIN 90.00 01-Dec-2005 ~~322~~63,~~200~~000.00 ~~320~~62,~~593~~651.0317 Group 1 ~~6000178939~~6000184251 FL ~~76.51 01-Nov-2005 133,900.00 133,417.17 Group 1 6000182605 MD~~ 90.00 01-Dec-2005 ~~184~~468,~~500~~000.00 ~~183~~464,~~358~~757.1142 Group 1 ~~6000184491~~6000187251 MDNY 80.00 01-~~Nov~~Dec-2005 ~~200~~492,000.00 ~~198~~488,~~468~~891.4636 Group 1 ~~6000184703~~6000187275 VANH ~~85.00 01-Dec-2005 93,500.00 93,170.31 Group 1 6000185920 NJ~~ 90.00 01-Dec-2005 ~~169~~223,200.00 ~~168~~222,~~339~~438.1659 Group 1 ~~6000185931~~6000187697 FLGA 8580.00 01-Dec-2005 96124,~~900~~000.00 96123,~~764~~319.2564 Group 1 ~~6000186681~~7000168652 MDHI 80.00 01-Dec-2005 ~~184~~180,~~000~~800.00 ~~183~~179,~~006~~350.4855 Group 1 ~~6000187317~~7000168960 WIWA 8590.00 01-~~Dec~~Nov-2005 ~~215~~184,~~050~~500.00 ~~214~~183,~~146~~022.4161 Group 1 ~~6000187701~~7000169523 CA 80.00 01-Dec-2005 ~~500~~332,000.00 ~~499~~329,~~558~~203.0918 Group 1 ~~6000187984~~7000170063 MDCA 8780.1800 01-Dec-2005 ~~571~~552,000.00 ~~571~~547,~~000~~324.0065 Group 1 ~~7000163998~~7000171036 FLID 7580.00 01-~~Nov~~Dec-2005 7266,~~375~~400.00 7265,~~123~~893.3910 Group 1 ~~7000165903~~7000171050 NJCA 80.00 01-~~Nov~~Dec-2005 ~~312~~268,000.00 ~~310~~266,~~139~~128.3230 Group 1 ~~7000168355~~7000171111 CAMD 8075.00 01-~~Nov~~Dec-2005 ~~520~~259,~~000~~500.00 ~~517~~258,~~199~~030.3872 Group 1 ~~7000168851~~7000171553 CA 8090.00 01-~~Nov~~Dec-2005 ~~496~~495,000.00 ~~496~~491,~~000~~570.0034 Group 1 ~~7000168866~~8000061783 NJNY 8390.5400 01-~~Nov~~Dec-2005 ~~175~~620,~~425~~100.00 ~~174~~615,~~284~~319.6265 Group 1 ~~7000168977~~8000062315 VANJ 80.00 01-Dec-2005 ~~678~~288,~~304~~000.00 ~~674~~285,~~783~~886.7939 Group 1 ~~7000169929~~8000062333 CANJ 8075.00 01-Dec-2005 ~~361~~321,~~896~~750.00 ~~359~~319,~~980~~757.3174 Group 1 ~~7000171104~~8000063128 FLMA 9085.00 01-Dec-2005 ~~157~~544,~~500~~000.00 ~~156~~539,~~817~~421.7393 Group 1 ~~7000172790~~8000063226 NYNJ 8090.00 01-Dec-2005 ~~351~~342,~~920~~900.00 ~~350~~340,~~896~~042.3313 Group 1 ~~7000173785~~8000063910 PARI 90.00 01-Dec-2005 ~~270~~205,~~000~~200.00 ~~268~~203,~~741~~942.5917 Group 1 ~~8000063231~~8000064354 NJNY 9080.00 01-Dec-2005 ~~558~~316,000.00 ~~554~~313,~~972~~262.4854 Group 1 ~~8000063950~~8000064994 NYRI 9080.00 01-Dec-2005 ~~121~~84,~~500~~000.00 ~~120~~83,~~906~~450.0035 Group 1 ~~8000064058~~8000065934 NYPA 80100.00 01-Dec-2005 ~~544~~80,000.00 ~~540~~79,~~697~~566.6006 Group 21 ~~1000283336~~8000066123 DCNJ 9085.00 01-Dec-2005 ~~234~~318,~~000~~750.00 ~~232~~316,~~436~~523.2685 Group 2 ~~1000287066~~1000283047 CA 6190.00 01-Dec-2005 ~~150~~450,~~061~~000.00 ~~148~~446,~~997~~067.4397

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning Group 1 ~~1000274004~~1000278218 Loan Paid in Full 0 79.~~500~~850% 360 69 Group 1 ~~1000275837~~1000281769 Loan Paid in Full 0 910.~~300~~100% 360 79 Group 1 ~~1000279168~~1000282566 Loan Paid in Full 0 7.~~850~~250% 360 69 Group 1 ~~1000280165~~1000285559 Loan Paid in Full 0(1) 76.~~500~~150% 360 69 Group 1 ~~1000280463~~1000285610 Loan Paid in Full 0 76.~~650~~250% 360 69 Group 1 ~~1000281829~~1000286922 Loan Paid in Full 0 7.450% 360 69 Group 1 ~~1000282204~~5000174064 Loan Paid in Full 0 8.~~100~~700% 360 610 Group 1 ~~1000282258~~5000178489 Loan Paid in Full 0 86.~~990~~750% 360 69 Group 1 ~~1000282716~~5000179397 Loan Paid in Full 01 7.~~250~~850% 360 69 Group 1 ~~1000284680~~5000180412 Loan Paid in Full 0 7.~~400~~250% 360 69 Group 1 ~~5000177261~~5000180921 Loan Paid in Full 0 78.~~800~~990% 360 69 Group 1 ~~5000179179~~5000181365 Loan Paid in Full 0 79.~~500~~050% 360 69 Group 1 ~~5000179542~~5000181748 Loan Paid in Full 0 8.650% 360 69 Group 1 ~~5000180847~~5000182474 Loan Paid in Full 0 8.~~400~~550% 360 69 Group 1 ~~5000181687~~5000183240 Loan Paid in Full 0 8.~~000~~950% 360 69 Group 1 ~~5000183246~~5000183481 Loan Paid in Full 0(1) 79.~~600~~100% 360 69 Group 1 ~~5000183768~~6000184251 Loan Paid in Full 0 7.~~800~~990% 360 69 Group 1 ~~6000178939~~6000187251 Loan Paid in Full 0 108.~~050~~450% 360 79 Group 1 ~~6000182605~~6000187275 Loan Paid in Full 0 67.~~700~~490% 360 69 Group 1 ~~6000184491~~6000187697 Loan Paid in Full 0 69.~~300~~150% 360 79 Group 1 ~~6000184703~~7000168652 Loan Paid in Full ~~0 9.500% 360 6 Group~~ 1 ~~6000185920 Loan Paid in Full 0~~ 7.~~700~~250% 360 69 Group 1 ~~6000185931~~7000168960 Loan Paid in Full 0 98.~~300~~050% 360 610 Group 1 ~~6000186681~~7000169523 Loan Paid in Full 0 7.~~400~~600% 360 69 Group 1 ~~6000187317~~7000170063 Loan Paid in Full 13 86.~~650~~990% 360 69 Group 1 ~~6000187701~~7000171036 Loan Paid in Full 0 67.~~400~~500% 360 69 Group 1 ~~6000187984~~7000171050 Loan Paid in Full 0 67.~~250~~950% 360 69 Group 1 ~~7000163998~~7000171111 Loan Paid in Full 0 108.~~250~~990% 360 79 Group 1 ~~7000165903~~7000171553 Loan Paid in Full 0 7.~~600~~990% 360 79 Group 1 ~~7000168355~~8000061783 Loan Paid in Full 0 87.~~100~~450% 360 79 Group 1 ~~7000168851~~8000062315 Loan Paid in Full 0 7.~~400~~700% 360 79 Group 1 ~~7000168866~~8000062333 Loan Paid in Full 0 78.~~150~~550% 360 79 Group 1 ~~7000168977~~8000063128 Loan Paid in Full 0 7.~~600~~000% 360 69 Group 1 ~~7000169929~~8000063226 Loan Paid in Full 0(1) 7.~~500~~050% 360 69 Group 1 ~~7000171104~~8000063910 Loan Paid in Full 0 8.~~500~~600% 360 69 Group 1 ~~7000172790~~8000064354 Loan Paid in Full 0 6.~~750~~850% 360 69 Group 1 ~~7000173785~~8000064994 Loan Paid in Full 0 8.~~400~~600% 360 69 Group 1 ~~8000063231~~8000065934 Loan Paid in Full ~~(1)~~0 79.~~375~~200% 360 69 Group 1 ~~8000063950~~8000066123 Loan Paid in Full 0 7.~~900~~950% 360 69 Group 12 ~~8000064058~~1000283047 Loan Paid in Full 0 6.~~800~~900% 360 ~~6 Group 2 1000283336 Loan Paid in Full (1) 6.300% 360 6 Group 2 1000287066 Loan Paid in Full 0 5.990% 360 6~~9

Prepayment - Voluntary Prepayments

Summary SMM CPR PSA Current Month 2.~~526~~563% Current Month 26.~~434~~773% Current Month 21,~~162~~468.~~241~~533% 3 Month Average 2.~~278~~552% 3 Month Average 2426.~~133~~671% 3 Month Average 21,~~389~~659.~~791~~160% 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. ~~Jul~~Oct-2005 N/A N/A ~~Jul~~Oct-2005 N/A N/A ~~Aug~~Nov-2005 N/A N/A ~~Aug~~Nov-2005 N/A N/A ~~Sep~~Dec-2005 N/A N/A ~~Sep~~Dec-2005 N/A N/A ~~Oct~~Jan-~~2005~~2006 N/A N/A ~~Oct~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Feb-~~2005~~2006 N/A N/A ~~Nov~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Mar-~~2005~~2006 ~~N/A~~26.342% N/A ~~Dec~~Mar-~~2005~~2006 ~~N/A~~4,230.669% N/A ~~Jan~~Apr-2006 ~~N/A~~21.604% N/A ~~Jan~~Apr-2006 ~~N/A~~2,625.735% N/A ~~Feb~~May-2006 ~~N/A~~24.362% N/A ~~Feb~~May-2006 ~~N/A~~2,381.397% N/A ~~Mar~~Jun-2006 26.~~342~~434% N/A ~~Mar~~Jun-2006 42,~~230~~162.~~669~~241% N/A ~~Apr~~Jul-2006 2126.~~604~~280% N/A ~~Apr~~Jul-2006 21,~~625~~847.~~735~~438% N/A ~~May~~Aug-2006 2426.~~362~~961% N/A ~~May~~Aug-2006 21,~~381~~661.~~397~~508% N/A ~~Jun~~Sep-2006 26.~~434~~773% N/A ~~Jun~~Sep-2006 21,~~162~~468.~~241~~533% 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 1 SMM CPR PSA Current Month 2.~~676~~702% Current Month 2728.~~787~~015% Current Month 21,~~272~~536.~~952~~642% 3 Month Average 2.~~356~~665% 3 Month Average 2427.~~847~~678% 3 Month Average 21,~~452~~719.~~902~~698% 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. ~~Jul~~Oct-2005 N/A N/A ~~Jul~~Oct-2005 N/A N/A ~~Aug~~Nov-2005 N/A N/A ~~Aug~~Nov-2005 N/A N/A ~~Sep~~Dec-2005 N/A N/A ~~Sep~~Dec-2005 N/A N/A ~~Oct~~Jan-~~2005~~2006 N/A N/A ~~Oct~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Feb-~~2005~~2006 N/A N/A ~~Nov~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Mar-~~2005~~2006 ~~N/A~~28.185% N/A ~~Dec~~Mar-~~2005~~2006 ~~N/A~~4,526.700% N/A ~~Jan~~Apr-2006 ~~N/A~~21.679% N/A ~~Jan~~Apr-2006 ~~N/A~~2,634.657% N/A ~~Feb~~May-2006 ~~N/A~~25.076% N/A ~~Feb~~May-2006 ~~N/A~~2,451.096% N/A ~~Mar~~Jun-2006 2827.~~185~~787% N/A ~~Mar~~Jun-2006 42,~~526~~272.~~700~~952% N/A ~~Apr~~Jul-2006 2126.~~679~~730% N/A ~~Apr~~Jul-2006 21,~~634~~879.~~657~~037% N/A ~~May~~Aug-2006 2528.~~076~~290% N/A ~~May~~Aug-2006 21,~~451~~743.~~096~~417% N/A ~~Jun~~Sep-2006 2728.~~787~~015% N/A ~~Jun~~Sep-2006 21,~~272~~536.~~952~~642% 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 2 SMM CPR PSA Current Month 01.~~975~~189% Current Month 1113.~~093~~376% Current Month ~~907~~733.~~265~~810% 3 Month Average 1.~~467~~427% 3 Month Average 1615.~~160~~743% 3 Month Average 1,~~686~~002.~~705~~515% 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. ~~Jul~~Oct-2005 N/A N/A ~~Jul~~Oct-2005 N/A N/A ~~Aug~~Nov-2005 N/A N/A ~~Aug~~Nov-2005 N/A N/A ~~Sep~~Dec-2005 N/A N/A ~~Sep~~Dec-2005 N/A N/A ~~Oct~~Jan-~~2005~~2006 N/A N/A ~~Oct~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Feb-~~2005~~2006 N/A N/A ~~Nov~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Mar-~~2005~~2006 ~~N/A~~3.855% N/A ~~Dec~~Mar-~~2005~~2006 ~~N/A~~619.113% N/A ~~Jan~~Apr-2006 ~~N/A~~20.819% N/A ~~Jan~~Apr-2006 ~~N/A~~2,532.484% N/A ~~Feb~~May-2006 ~~N/A~~16.567% N/A ~~Feb~~May-2006 ~~N/A~~1,620.366% N/A ~~Mar~~Jun-2006 311.~~855~~093% N/A ~~Mar~~Jun-2006 ~~619~~907.~~113~~265% N/A ~~Apr~~Jul-2006 2021.~~819~~583% N/A ~~Apr~~Jul-2006 21,~~532~~517.~~484~~537% N/A ~~May~~Aug-2006 1612.~~567~~269% N/A ~~May~~Aug-2006 ~~1,620~~756.~~366~~197% N/A ~~Jun~~Sep-2006 1113.~~093~~376% N/A ~~Jun~~Sep-2006 ~~907~~733.~~265~~810% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Single Month Mortality (SMM): (Partial and full prepayments + Repurchases) / (Beginning Scheduled Balance - Scheduled Principal) Conditional PrePayment Rate (CPR): 1 - ((1 - SMM)^12) PSA Standard Prepayment Model: 100 * CPR / (0.2 * MIN(30,WAS)) Weighted Average Seasoning (WAS): sum((Original Term - Remaining Term)*(Current Scheduled Balance/Deal Scheduled Principal Balance))

~~Interest~~Breaches ~~Rate~~Current ~~Stratification~~Loan ~~Summary~~Scheduled ~~Group~~Current 1 Current Number ofBalance ~~Outstanding Percentage of Number of Outstanding Percentage of Interest~~ Rate ~~Loans~~Payment ~~Scheduled~~No ~~Balance(%)~~Breaches ~~Loans~~this Scheduled Balance(%) Range(%) Balance($) Balance($) < 5.500 0 0.00 0.000 0 0.00 0.000 5.500 5.749 4 1,724,574.36 0.399 4 1,724,574.36 0.439 5.750 5.999 19 6,198,170.94 1.436 9 3,382,950.70 0.861 6.000 6.249 13 3,712,349.44 0.860 10 3,125,244.28 0.795 6.250 6.499 47 14,756,792.46 3.418 42 13,234,984.39 3.369 6.500 6.749 60 18,853,692.65 4.367 51 16,194,382.87 4.122 6.750 6.999 185 58,767,055.07 13.612 154 50,600,862.10 12.879 7.000 7.249 123 36,526,260.39 8.461 113 33,139,003.84 8.435 7.250 7.499 205 55,744,988.31 12.912 195 54,178,718.22 13.790 7.500 7.749 214 57,794,157.95 13.387 198 54,336,250.49 13.830 7.750 7.999 256 61,062,002.20 14.144 230 55,164,303.12 14.041 8.000 8.249 114 27,493,746.48 6.368 106 26,311,790.94 6.697 8.250 8.499 128 24,223,117.86 5.611 121 23,152,900.49 5.893 8.500 8.749 122 22,247,119.95 5.153 112 20,682,856.01 5.264 8.750 8.999 121 21,022,466.21 4.869 106 18,009,979.61 4.584 9.000 9.249 60 8,623,123.65 1.997 54 7,925,533.22 2.017 9.250 9.499 33 4,459,463.04 1.033 28 3,866,190.22 0.984 9.500 9.749 22 2,924,406.63 0.677 19 2,698,758.72 0.687 9.750 9.999 24 2,694,311.78 0.624 22 2,570,091.36 0.654 10.000 10.249 7 571,449.74 0.132 5 413,696.63 0.105 10.250 10.499 7 951,549.58 0.220 7 951,549.58 0.242 10.500 10.749 1 66,922.13 0.016 1 66,922.13 0.017 10.750 10.999 3 211,761.24 0.049 3 211,761.24 0.054 11.000 11.249 2 216,214.15 0.050 1 59,101.18 0.015 11.250 11.499 2 274,652.41 0.064 2 274,652.41 0.070 >= 11.500 3 602,686.40 0.140 3 602,686.40 0.153 Total 1,775 431,723,035.02 100.000 1,596 392,879,744.51 100.000Period

Interest Rate Stratification ~~(continued)~~Summary Group 21 Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 5.500 0 0.00 0.000 0 0.00 0.000 5.500 5.749 03 1,309,141.54 0.00328 3 1,309,141.54 0.~~000~~362 5.750 5.999 1018 25,~~815~~859,~~220~~652.2484 71.~~248~~470 9 3,376,025.93 0.934 6.000 6.249 12 3,556,794.38 ~~587~~0.892 9 2,~~105~~972,251.1698 10.~~511~~822 6.250 6.499 543 113,~~521~~506,~~808~~506.0733 3.~~918~~387 38 11,989,083.29 3.315 6.500 6.749 956 217,~~659~~619,~~309~~805.7836 64.~~846~~419 48 15,261,111.24 4.220 6.750 6.999 31176 855,~~166~~378,~~192~~613.9745 2113.~~023~~889 146 47,679,425.95 13.185 7.000 7.249 10113 332,~~387~~978,~~256~~279.5572 8.~~720~~271 103 29,600,057.16 8.185 7.250 7.499 10195 152,~~566~~650,~~270~~619.0919 413.~~032~~205 185 51,088,469.34 14.128 7.500 7.749 16203 354,~~457~~173,~~907~~615.4684 813.~~902~~587 187 50,723,675.88 14.027 7.750 7.999 26238 555,~~897~~195,~~699~~595.0819 1513.~~183~~843 213 49,521,729.86 13.695 8.000 8.249 8110 126,~~181~~171,~~955~~638.5411 36.~~043~~564 102 24,992,142.13 6.911 8.250 8.499 7119 121,~~070~~854,~~217~~914.3743 25.~~755~~481 112 20,786,828.29 5.748 8.500 8.749 10108 119,~~564~~585,~~263~~088.9453 4.~~027~~912 98 18,024,842.19 4.985 8.750 8.999 15112 319,~~012~~585,~~486~~203.6089 74.~~755~~912 98 16,741,531.07 4.630 9.000 9.249 653 ~~697~~7,~~590~~457,766.4358 1.~~796~~870 48 6,811,680.00 1.884 9.250 9.499 530 ~~593~~4,~~272~~029,841.8292 1.~~527~~011 26 3,589,032.49 0.992 9.500 9.749 322 ~~225~~2,~~647~~920,029.9196 0.~~581~~732 19 2,694,738.14 0.745 9.750 9.999 22 2,505,603.76 ~~124~~0.628 20 2,~~220~~381,568.4202 0.~~320~~659 10.000 10.249 26 ~~157~~515,~~753~~893.1127 0.~~406~~129 4 358,362.15 0.099 10.250 10.499 05 501,946.60 0.00126 5 501,946.60 0.~~000~~139 10.500 10.749 01 66,833.94 0.00017 1 66,833.94 0.~~000~~018 10.750 10.999 03 211,508.92 0.00053 3 211,508.92 0.~~000~~058 11.000 11.249 2 215,973.65 0.054 1 ~~157~~59,~~112~~034.9741 0.~~404~~016 11.250 11.499 02 274,361.48 0.00069 2 274,361.48 0.~~000~~076 >= 11.500 03 602,194.87 0.00151 3 602,194.87 0.~~000~~167 Total ~~179~~1,655 38398,~~843~~727,~~290~~423.5175 100.000 1,483 361,617,576.87 100.000

~~Supplemental~~Interest ~~Reporting~~Rate ~~Closing~~Stratification ~~Date~~(continued) ~~February~~Group ~~24,~~2 ~~2006~~Current ~~Determination~~Number ~~Date~~of ~~With~~Outstanding ~~respect~~Percentage toof ~~any~~Interest ~~Distribution~~Rate ~~Date,~~Loans ~~the~~Scheduled ~~15th~~Balance(%) ~~day~~Range(%) ofBalance($) ~~the~~< ~~calendar~~5.500 ~~month~~0 in0.00 ~~which~~0.000 ~~such~~5.500 ~~Distribution~~5.749 ~~Date~~0 ~~occurs~~0.00 ~~or,~~0.000 if5.750 ~~such~~5.999 ~~15th~~9 ~~day~~2,483,626.91 is6.693 ~~not~~6.000 a6.249 ~~Business~~3 ~~Day~~584,542.40 ~~the~~1.575 ~~Business~~6.250 ~~Day~~6.499 ~~immediately~~5 ~~preceding~~1,517,423.04 ~~such~~4.089 ~~15th~~6.500 ~~day~~6.749 ~~Distribution~~8 ~~Date~~2,358,694.12 ~~The~~6.356 ~~25th~~6.750 ~~day~~6.999 of30 ~~any month~~7,699,187.50 or20.747 if7.000 ~~such~~7.249 ~~25th~~10 ~~day~~3,378,222.56 is9.103 ~~not~~7.250 a7.499 ~~Business~~10 ~~Day~~1,562,149.85 ~~the~~4.210 ~~Business~~7.500 ~~Day~~7.749 ~~immediately~~16 ~~following such 25th day~~3,449,939.96 ~~commencing~~9.297 in7.750 ~~March 2006~~7.999 ~~London~~25 ~~Business~~5,673,865.33 ~~Day~~15.289 ~~Any~~8.000 ~~day~~8.249 on8 ~~which~~1,179,495.98 ~~banks~~3.178 in8.250 ~~the~~8.499 ~~City~~7 of1,068,086.14 ~~London~~2.878 ~~and~~8.500 ~~New~~8.749 ~~York~~10 ~~are~~1,560,246.34 ~~open~~4.204 ~~and~~8.750 ~~conducting~~8.999 ~~transactions~~14 in2,843,672.82 ~~United~~7.663 ~~States~~9.000 ~~dollars~~9.249 ~~Interest~~5 ~~Determination~~646,086.58 ~~Date~~1.741 ~~The~~9.250 ~~second~~9.499 ~~LIBOR~~4 ~~business~~440,809.43 ~~day~~1.188 ~~preceding~~9.500 ~~the~~9.749 ~~commencement~~3 of225,291.82 ~~each~~0.607 ~~Accrual~~9.750 ~~Period with respect to the Class A Certificates and Mezzanine Certificates~~9.999 ~~Record~~2 ~~Date With respect to each Distribution Date and any Book-Entry Certificate~~124,035.74 ~~the~~0.334 ~~Business~~10.000 ~~Day immediately preceding such Distribution Date~~10.249 ~~With~~2 ~~respect to each Distribution Date and any other Certificates~~157,531.12 ~~including~~0.424 ~~any~~10.250 ~~Definitive~~10.499 ~~Certificates,~~0 ~~the~~0.00 ~~last~~0.000 ~~Business~~10.500 ~~Day~~10.749 of0 ~~the~~0.00 ~~month~~0.000 ~~immediately~~10.750 ~~preceding~~10.999 ~~the~~0 ~~month~~0.00 in0.000 ~~which~~11.000 ~~such Distribution Date occurs~~11.249 ~~Servicer~~1 ~~Remittance Date With respect to any Distribution Date~~156,939.24 ~~the~~0.423 ~~18th~~11.250 ~~day~~11.499 of0 ~~the~~0.00 ~~calendar~~0.000 ~~month~~>= in11.500 ~~which~~0 ~~such~~0.00 ~~Distribution~~0.000 ~~Date~~Total ~~occurs~~172 or37, ~~if such 18th day is not a Business Day~~109,846.88 ~~the Business Day immediately following~~100.000

Filing Compare · MASTR ASSET BACKED SECURITIES TRUST 2006-FRE1