10-D 1 sai06002_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 02, 2006 to September 01, 2006 Commission File Number of issuing entity: 333-127589-42 Structured Asset Investment Loan Trust 2006-2 (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-127589 Structured Asset Securities Corporation (Exact name of depositor as specified in its charter) Lehman Brothers Holdings, Inc. (Exact name of sponsor as specified in its charter) New York (State or other jurisdiction of incorporation or organization of the issuing entity) Not Applicable (I.R.S. Employer Identification No.) 745 Seventh Avenue, 7th Floor New York, NY 10019 (Address of principal executive offices of the issuing entity) (Zip Code) (212) 526-7000 (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)) A1 _____ _____ __X___ ____________ A2 _____ _____ __X___ ____________ A3 _____ _____ __X___ ____________ A4 _____ _____ __X___ ____________ M1 _____ _____ __X___ ____________ M2 _____ _____ __X___ ____________ M3 _____ _____ __X___ ____________ M4 _____ _____ __X___ ____________ M5 _____ _____ __X___ ____________ M6 _____ _____ __X___ ____________ M7 _____ _____ __X___ ____________ M8 _____ _____ __X___ ____________ B1 _____ _____ __X___ ____________ B2 _____ _____ __X___ ____________ X _____ _____ __X___ ____________ P _____ _____ __X___ ____________ R _____ _____ __X___ ____________ LT-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 September 25, 2006 a distribution was made to holders of Structured Asset Investment Loan Trust 2006-2. 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 Structured Asset Investment Loan Trust 2006-2, relating to the September 25, 2006 distribution. (99.2) Clayton Credit Risk Manager Report (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. Structured Asset Investment Loan Trust 2006-2 (Issuing Entity) Aurora Loan Services LLC (Master Servicer) /s/ E. Todd Whittemore E. Todd Whittemore, Executive Vice President Date: September 28, 2006 EXHIBIT INDEX Exhibit Number Description EX-99.1 Monthly report distributed to holders of Structured Asset Investment Loan Trust 2006-2, relating to the September 25, 2006 distribution. EX-99.2 Clayton Credit Risk Manager Report EX-99.1 Structured Asset Investment Loan Trust Mortgage Pass-Through Certificates Distribution Date: 9/25/2006 Structured Asset Investment Loan Trust Mortgage Pass-Through Certificates Series 2006-2 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 A1 86358EE44 5.~~14125~~38438% ~~563~~465,~~952~~337,~~143~~688.7254 2,~~577~~157,~~261~~561.3020 A2 86358EE51 5.~~20125~~44438% 150,075,000.00 ~~693~~703,~~846~~584.7503 A3 86358EE69 5.~~26125~~50438% 244,580,000.00 1,~~143~~159,~~819~~280.1353 A4 86358EE77 5.~~38125~~62438% 114,835,000.00 ~~549~~556,~~294~~170.0872 M1 86358EE85 5.~~39125~~63438% 84,875,000.00 ~~406~~411,~~739~~798.8684 M2 86358EE93 5.~~47125~~71438% 25,136,000.00 ~~122~~123,~~244~~687.7512 M3 86358EF27 5.~~56125~~80438% 20,124,000.00 99100,~~479~~584.6410 M4 86358EF35 5.~~58125~~82438% 20,124,000.00 99100,~~837~~930.4068 M5 86358EF43 5.~~65125~~89438% 15,428,000.00 7778,~~499~~308.9915 M6 86358EF50 6.~~18125~~42438% 15,428,000.00 8485,~~768~~349.2932 M7 86358EF68 6.~~33125~~57438% 11,404,000.00 64,~~179~~561.1814 M8 86358EF76 7.~~33125~~57438% 10,733,000.00 6970,~~943~~004.3873 B1 86358EF84 7.~~58125~~82438% 7,379,000.00 49,~~726~~717.2620 B2 86358EF92 7.~~58125~~82438% 7,379,000.00 49,~~726~~717.2620 X SAIL0062X 0.00000% 6,708,633.00 1,~~689~~448,~~362~~110.3634 P SAIL0062P 0.00000% 100.00 ~~398~~657,~~521~~508.9935 R SAIL0062R 0.00000% 0.00 0.00 LT-R SAIL0062L 0.00000% 0.00 0.00 Totals 1,~~298~~199,~~160~~546,~~876~~421.7254 87,~~176~~816,~~250~~873.6265

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses A1 2941,~~575~~569,~~111~~138.2994 0.00 ~~534~~423,~~377~~768,~~032~~549.4360 3243,~~152~~726,~~372~~700.5914 0.00 A2 0.00 0.00 150,075,000.00 ~~693~~703,~~846~~584.7503 0.00 A3 0.00 0.00 244,580,000.00 1,~~143~~159,~~819~~280.1353 0.00 A4 0.00 0.00 114,835,000.00 ~~549~~556,~~294~~170.0872 0.00 M1 0.00 0.00 84,875,000.00 ~~406~~411,~~739~~798.8684 0.00 M2 0.00 0.00 25,136,000.00 ~~122~~123,~~244~~687.7512 0.00 M3 0.00 0.00 20,124,000.00 99100,~~479~~584.6410 0.00 M4 0.00 0.00 20,124,000.00 99100,~~837~~930.4068 0.00 M5 0.00 0.00 15,428,000.00 7778,~~499~~308.9915 0.00 M6 0.00 0.00 15,428,000.00 8485,~~768~~349.2932 0.00 M7 0.00 0.00 11,404,000.00 64,~~179~~561.1814 0.00 M8 0.00 0.00 10,733,000.00 6970,~~943~~004.3873 0.00 B1 0.00 0.00 7,379,000.00 49,~~726~~717.2620 0.00 B2 0.00 0.00 7,379,000.00 49,~~726~~717.2620 0.00 X 0.00 0.00 6,708,633.00 1,~~689~~448,~~362~~110.3634 0.00 P 0.00 0.00 100.00 ~~398~~657,~~521~~508.9935 0.00 R 0.00 0.00 0.00 0.00 0.00 LT-R 0.00 0.00 0.00 0.00 0.00 Totals 2941,~~575~~569,~~111~~138.2994 0.00 1,~~268~~157,~~585~~977,~~765~~282.4360 3749,~~751~~386,~~361~~012.9159 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 A1 607,391,000.00 ~~563~~465,~~952~~337,~~143~~688.7254 0.00 2941,~~575~~569,~~111~~138.2994 0.00 0.00 A2 150,075,000.00 150,075,000.00 0.00 0.00 0.00 0.00 A3 244,580,000.00 244,580,000.00 0.00 0.00 0.00 0.00 A4 114,835,000.00 114,835,000.00 0.00 0.00 0.00 0.00 M1 84,875,000.00 84,875,000.00 0.00 0.00 0.00 0.00 M2 25,136,000.00 25,136,000.00 0.00 0.00 0.00 0.00 M3 20,124,000.00 20,124,000.00 0.00 0.00 0.00 0.00 M4 20,124,000.00 20,124,000.00 0.00 0.00 0.00 0.00 M5 15,428,000.00 15,428,000.00 0.00 0.00 0.00 0.00 M6 15,428,000.00 15,428,000.00 0.00 0.00 0.00 0.00 M7 11,404,000.00 11,404,000.00 0.00 0.00 0.00 0.00 M8 10,733,000.00 10,733,000.00 0.00 0.00 0.00 0.00 B1 7,379,000.00 7,379,000.00 0.00 0.00 0.00 0.00 B2 7,379,000.00 7,379,000.00 0.00 0.00 0.00 0.00 X 6,708,633.37 6,708,633.00 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 LT-R 0.00 0.00 0.00 0.00 0.00 0.00 Totals 1,341,599,733.37 1,~~298~~199,~~160~~546,~~876~~421.7254 0.00 2941,~~575~~569,~~111~~138.2994 0.00 0.00

Principal Distribution Statement (continued) Class Total Ending Ending Total Principal Certificate Certificate Principal Reduction Balance Percentage Distribution A1 2941,~~575~~569,~~111~~138.2994 ~~534~~423,~~377~~768,~~032~~549.4360 0.~~87979083~~69768658 2941,~~575~~569,~~111~~138.2994 A2 0.00 150,075,000.00 1.00000000 0.00 A3 0.00 244,580,000.00 1.00000000 0.00 A4 0.00 114,835,000.00 1.00000000 0.00 M1 0.00 84,875,000.00 1.00000000 0.00 M2 0.00 25,136,000.00 1.00000000 0.00 M3 0.00 20,124,000.00 1.00000000 0.00 M4 0.00 20,124,000.00 1.00000000 0.00 M5 0.00 15,428,000.00 1.00000000 0.00 M6 0.00 15,428,000.00 1.00000000 0.00 M7 0.00 11,404,000.00 1.00000000 0.00 M8 0.00 10,733,000.00 1.00000000 0.00 B1 0.00 7,379,000.00 1.00000000 0.00 B2 0.00 7,379,000.00 1.00000000 0.00 X 0.00 6,708,633.00 0.99999994 0.00 P 0.00 100.00 1.00000000 0.00 R 0.00 0.00 0.00000000 0.00 LT-R 0.00 0.00 0.00000000 0.00 Totals 2941,~~575~~569,~~111~~138.2994 1,~~268~~157,~~585~~977,~~765~~282.4360 0.~~94557694~~86313172 2941,~~575~~569,~~111~~138.2994

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution A1 607,391,000.00 ~~928~~766.~~48287795~~12542586 0.00000000 4868.~~69204728~~43884572 0.00000000 A2 150,075,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A3 244,580,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A4 114,835,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M1 84,875,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M2 25,136,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M3 20,124,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M4 20,124,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M5 15,428,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M6 15,428,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M7 11,404,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M8 10,733,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B1 7,379,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B2 7,379,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 X 6,708,633.37 999.99994485 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 LT-R 0.00 0.00000000 0.00000000 0.00000000 0.00000000

Principal Distribution Factors Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution A1 0.00000000 4868.~~69204728~~43884572 ~~879~~697.~~79083067~~68658014 0.~~87979083~~69768658 4868.~~69204728~~43884572 A2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M5 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M6 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M7 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M8 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 B1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 B2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 X 0.00000000 0.00000000 999.99994485 0.99999994 0.00000000 P 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 LT-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 NOTE: All classes per $1,000 denomination.

Interest Distribution Statement Class Accrual Accrual Current Beginning Current Payment of Dates Days Certificate Certificate/ Accrued Unpaid Interest Rate Notional Interest Shortfall (1) Balance A1 0508/25/06 - 0609/2524/06 3231 5.~~14125~~38438% ~~563~~465,~~952~~337,~~143~~688.7254 2,~~577~~157,~~261~~561.3020 0.00 A2 0508/25/06 - 0609/2524/06 3231 5.~~20125~~44438% 150,075,000.00 ~~693~~703,~~846~~584.7503 0.00 A3 0508/25/06 - 0609/2524/06 3231 5.~~26125~~50438% 244,580,000.00 1,~~143~~159,~~819~~280.1353 0.00 A4 0508/25/06 - 0609/2524/06 3231 5.~~38125~~62438% 114,835,000.00 ~~549~~556,~~294~~170.0872 0.00 M1 0508/25/06 - 0609/2524/06 3231 5.~~39125~~63438% 84,875,000.00 ~~406~~411,~~739~~798.8684 0.00 M2 0508/25/06 - 0609/2524/06 3231 5.~~47125~~71438% 25,136,000.00 ~~122~~123,~~244~~687.7512 0.00 M3 0508/25/06 - 0609/2524/06 3231 5.~~56125~~80438% 20,124,000.00 99100,~~479~~584.6410 0.00 M4 0508/25/06 - 0609/2524/06 3231 5.~~58125~~82438% 20,124,000.00 99100,~~837~~930.4068 0.00 M5 0508/25/06 - 0609/2524/06 3231 5.~~65125~~89438% 15,428,000.00 7778,~~499~~308.9915 0.00 M6 0508/25/06 - 0609/2524/06 3231 6.~~18125~~42438% 15,428,000.00 8485,~~768~~349.2932 0.00 M7 0508/25/06 - 0609/2524/06 3231 6.~~33125~~57438% 11,404,000.00 64,~~179~~561.1814 0.00 M8 0508/25/06 - 0609/2524/06 3231 7.~~33125~~57438% 10,733,000.00 6970,~~943~~004.3873 4,~~914~~034.7041 B1 0508/25/06 - 0609/2524/06 3231 7.~~58125~~82438% 7,379,000.00 49,~~726~~717.2620 54,~~018~~362.6621 B2 0508/25/06 - 0609/2524/06 3231 7.~~58125~~82438% 7,379,000.00 49,~~726~~717.2620 54,~~018~~362.6621 X N/A N/A 0.00000% 1,~~298~~199,~~160~~546,~~876~~421.7254 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 LT-R N/A N/A 0.00000% 0.00 0.00 0.00 Totals 65,~~088~~711,~~366~~254.2796 1412,~~952~~758.0283

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 A1 0.00 0.00 2,~~577~~157,~~261~~561.3020 0.00 ~~534~~423,~~377~~768,~~032~~549.4360 A2 0.00 0.00 ~~693~~703,~~846~~584.7503 0.00 150,075,000.00 A3 0.00 0.00 1,~~143~~159,~~819~~280.1353 0.00 244,580,000.00 A4 0.00 0.00 ~~549~~556,~~294~~170.0872 0.00 114,835,000.00 M1 0.00 0.00 ~~406~~411,~~739~~798.8684 0.00 84,875,000.00 M2 0.00 0.00 ~~122~~123,~~244~~687.7512 0.00 25,136,000.00 M3 0.00 0.00 99100,~~479~~584.6410 0.00 20,124,000.00 M4 0.00 0.00 99100,~~837~~930.4068 0.00 20,124,000.00 M5 0.00 0.00 7778,~~499~~308.9915 0.00 15,428,000.00 M6 0.00 0.00 8485,~~768~~349.2932 0.00 15,428,000.00 M7 0.00 0.00 64,~~179~~561.1814 0.00 11,404,000.00 M8 4,~~914~~034.7041 0.00 6970,~~943~~004.3873 0.00 10,733,000.00 B1 54,~~018~~362.6621 0.00 49,~~726~~717.2620 0.00 7,379,000.00 B2 54,~~018~~362.6621 0.00 49,~~726~~717.2620 0.00 7,379,000.00 X 0.00 0.00 1,~~689~~448,~~362~~110.3634 0.00 1,~~268~~157,~~585~~977,~~765~~282.4360 P 0.00 0.00 ~~398~~657,~~521~~508.9935 0.00 100.00 R 0.00 0.00 0.00 0.00 0.00 LT-R 0.00 0.00 0.00 0.00 0.00 Totals 1412,~~952~~758.0283 0.00 87,~~176~~816,~~250~~873.6265 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 A1 607,391,000.00 5.~~14125~~38438% ~~928~~766.~~48287795~~12542586 43.~~24316676~~55217842 0.00000000 A2 150,075,000.00 5.~~20125~~44438% 1000.00000000 4.~~62333333~~68821609 0.00000000 A3 244,580,000.00 5.~~26125~~50438% 1000.00000000 4.~~67666665~~73988278 0.00000000 A4 114,835,000.00 5.~~38125~~62438% 1000.00000000 4.~~78333330~~84321609 0.00000000 M1 84,875,000.00 5.~~39125~~63438% 1000.00000000 4.~~79222221~~85182728 0.00000000 M2 25,136,000.00 5.~~47125~~71438% 1000.00000000 4.~~86333347~~92071610 0.00000000 M3 20,124,000.00 5.~~56125~~80438% 1000.00000000 4.~~94333333~~99821606 0.00000000 M4 20,124,000.00 5.~~58125~~82438% 1000.00000000 45.~~96111111~~01543828 0.00000000 M5 15,428,000.00 5.~~65125~~89438% 1000.00000000 5.~~02333355~~07571623 0.00000000 M6 15,428,000.00 6.~~18125~~42438% 1000.00000000 5.~~49444452~~53210526 0.00000000 M7 11,404,000.00 6.~~33125~~57438% 1000.00000000 5.~~62777797~~66127148 0.00000000 M8 10,733,000.00 7.~~33125~~57438% 1000.00000000 6.~~51666636~~52238237 0.~~45790553~~37588838 B1 7,379,000.00 7.~~58125~~82438% 1000.00000000 6.~~73888874~~73766093 0.~~68012739~~59116547 B2 7,379,000.00 7.~~58125~~82438% 1000.00000000 6.~~73888874~~73766093 0.~~68012739~~59116547 X 6,708,633.37 0.00000% ~~193506~~178806.~~01011007~~37610995 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 LT-R 0.00 0.00000% 0.00000000 0.00000000 0.00000000

Interest Distribution Factors Statement (continued) Class Current Non-Supported Total Remaining Unpaid Ending Interest Interest Interest Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance A1 0.00000000 0.00000000 43.~~24316676~~55217842 0.00000000 ~~879~~697.~~79083067~~68658014 A2 0.00000000 0.00000000 4.~~62333333~~68821609 0.00000000 1000.00000000 A3 0.00000000 0.00000000 4.~~67666665~~73988278 0.00000000 1000.00000000 A4 0.00000000 0.00000000 4.~~78333330~~84321609 0.00000000 1000.00000000 M1 0.00000000 0.00000000 4.~~79222221~~85182728 0.00000000 1000.00000000 M2 0.00000000 0.00000000 4.~~86333347~~92071610 0.00000000 1000.00000000 M3 0.00000000 0.00000000 4.~~94333333~~99821606 0.00000000 1000.00000000 M4 0.00000000 0.00000000 45.~~96111111~~01543828 0.00000000 1000.00000000 M5 0.00000000 0.00000000 5.~~02333355~~07571623 0.00000000 1000.00000000 M6 0.00000000 0.00000000 5.~~49444452~~53210526 0.00000000 1000.00000000 M7 0.00000000 0.00000000 5.~~62777797~~66127148 0.00000000 1000.00000000 M8 0.~~45790553~~37588838 0.00000000 6.~~51666636~~52238237 0.00000000 1000.00000000 B1 0.~~68012739~~59116547 0.00000000 6.~~73888874~~73766093 0.00000000 1000.00000000 B2 0.~~68012739~~59116547 0.00000000 6.~~73888874~~73766093 0.00000000 1000.00000000 X 0.00000000 0.00000000 ~~251~~215.~~81915106~~85772543 0.00000000 ~~189097~~172610.~~49504317~~01141876 P 0.00000000 0.00000000 ~~3985219~~6575083.~~90000000~~50000000 0.00000000 1000.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 LT-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls,if applicable. NOTE: All classes per $1,000 denomination.

CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 3949,~~287~~876,~~662~~253.8004 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0.00 Servicer Advances 0.00 Gains & Subsequent Recoveries (Realized Losses) (75202,~~618~~644.3727) Prepayment Penalties ~~398~~657,~~521~~508.9935 Swap/Cap Payments 0.00 Total Deposits 3950,~~610~~331,~~566~~117.4212 Withdrawals Swap Payments ~~154~~15,~~713~~370.6505 Reserve Funds and Credit Enhancements 0.00 Total Administration Fees 1929,~~006,044~~734.5848 Payment of Interest and Principal 3749,~~751~~386,~~361~~012.9159 Total Withdrawals (Pool Distribution Amount) 3950,~~610~~331,~~566~~117.4212 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

ADMINISTRATION FEES Gross Servicing Fee* ~~540~~499,~~900~~811.3701 Credit Risk Manager Fee - Clayton Fixed Income Svcs Inc 1110,~~899~~995.8184 Primary Mortgage Insurance Co. Fee ~~453~~418,~~244~~927.4063 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees 1929,~~006,044~~734.5848 *Servicer Payees include: AURORA LOAN SRVCS INC

Reserve and Guaranty Funds Account Name Beginning Current Current Ending Balance Withdrawals Deposits Balance Basis Risk Reserve Fund 1,000.00 1412,~~952~~758.0284 1412,~~952~~758.0284 1,000.00 ~~Final~~Interest ~~Maturity~~Rate ~~Reserve~~Cap ~~Account~~Amount 1,000.00 0.00 0.00 1,000.00 ~~Supplemental~~Final ~~Interest~~Maturity ~~Trust~~Reserve Account 1,000.00 ~~154,713~~0.6500 ~~154,713~~0.6500 1,000.00 Hedge Funds Account Name Funds In (A) Funds Out(B) Net Amount(A - B) Interest Rate Cap Agreement - HSBC 0.00 0.00 0.00 Swap Account - HSBC Bank USA, NA 5,~~665~~239,~~864~~177.7564 5,~~820~~254,~~578~~547.4069 (~~154~~15,~~713~~370.6505)

COLLATERAL STATEMENT Collateral Description Mixed Fixed & Arm Weighted Average Gross Coupon 8.~~336393~~323120% Weighted Average Net Coupon 7.~~836393~~823120% Weighted Average Pass-Through Rate 7.~~417421~~404033% Weighted Average Remaining Term ~~344~~341 Beginning Scheduled Collateral Loan Count 76,~~324~~824 Number Of Loans Paid In Full ~~153~~210 Ending Scheduled Collateral Loan Count 76,~~171~~614 Beginning Scheduled Collateral Balance 1,~~298~~199,~~160~~546,~~876~~421.7254 Ending Scheduled Collateral Balance 1,~~268~~157,~~585~~977,~~765~~282.4360 Ending Actual Collateral Balance at 31-~~May~~Aug-2006 1,~~269~~158,~~118~~570,~~974~~509.6466 Monthly P&I Constant 98,~~545~~822,~~099~~317.6115 Special Servicing Fee 0.00 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount ~~398~~657,~~521~~508.9935 Prepayment Penalty Paid Count 63104 Realized Loss Amount 75202,~~618~~644.3727 Cumulative Realized Loss 75389,~~618~~463.3719 Scheduled Principal ~~526~~502,~~783~~343.3461 Unscheduled Principal 2941,~~048~~066,~~327~~795.9533

Group Level Collateral Statement Group 1 2 Collateral Description Mixed ARM Mixed ARM Weighted Average Coupon Rate 9.~~573461~~533072 8.~~099353~~086673 Weighted Average Net Rate 9.~~073461~~033072 7.~~599353~~586673 Pass-Through Rate 8.~~928107~~885527 7.~~127952~~114523 Weighted Average Remaining Term ~~280~~277 ~~356~~353 Record Date 0508/31/2006 0508/31/2006 Principal And Interest Constant 1,~~784~~673,~~834~~948.8072 7,~~760~~148,~~264~~368.8143 Beginning Loan Count 2,~~541~~384 4,~~783~~440 Loans Paid in Full 4669 ~~107~~141 Ending Loan Count 2,~~495~~315 4,~~676~~299 Beginning Scheduled Balance ~~208~~196,~~747~~092,~~415~~976.6445 1,~~089~~003,~~413~~453,~~461~~445.0809 Ending Scheduled Balance ~~205~~189,~~069~~291,~~221~~894.1778 1968,~~063~~685,~~516,544~~387.2682 Scheduled Principal ~~119~~116,~~472~~141.1866 ~~407~~386,~~311~~201.1695 Unscheduled Principal 36,~~558~~684,~~722~~940.2901 2534,~~489~~381,~~605~~855.6632 Scheduled Interest 1,~~665~~557,~~362~~807.6206 76,~~352~~762,~~953~~166.6548 Servicing Fees 8681,~~978~~705.0941 ~~453~~418,~~922~~105.2860 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 2524,~~285~~110.0649 ~~427~~394,~~959~~817.3414 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 1,~~553~~451,~~099~~991.4716 65,~~471~~949,~~072~~243.0374 Realized Loss Amount 75202,~~618~~644.3727 0.00 Cumulative Realized Loss 75388,~~618~~878.3719 0585.00 Percentage of Cumulative Losses 0.~~0356~~1829 0.~~0000~~0001 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 40160,~~762~~333.5039 ~~357~~497,~~759~~174.4996 Prepayment Penalty Paid Count *37 *67 Special Servicing Fee 0.00 0.00 * This data is currently not provided for reporting.

Group Level Collateral Statement Group Total Collateral Description Mixed Fixed & Arm Weighted Average Coupon Rate 8.~~336393~~323120 Weighted Average Net Rate 7.~~836393~~823120 Pass-Through Rate 7.~~417421~~404033 Weighted Average Remaining Term ~~344~~341 Record Date 0508/31/2006 Principal And Interest Constant 98,~~545~~822,~~099~~317.6115 Beginning Loan Count 76,~~324~~824 Loans Paid in Full ~~153~~210 Ending Loan Count 76,~~171~~614 Beginning Scheduled Balance 1,~~298~~199,~~160~~546,~~876~~421.7254 Ending Scheduled Balance 1,~~268~~157,~~585~~977,~~765~~282.4360 Scheduled Principal ~~526~~502,~~783~~343.3461 Unscheduled Principal 2941,~~048~~066,~~327~~795.9533 Scheduled Interest 98,~~018~~319,~~316~~973.2754 Servicing Fees ~~540~~499,~~900~~811.3701 Master Servicing Fees 0.00 Trustee Fee 0.00 FRY Amount 0.00 Special Hazard Fee 0.00 Other Fee ~~453~~418,~~244~~927.4063 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 87,~~024~~401,~~171~~234.5090 Realized Loss Amount 75202,~~618~~644.3727 Cumulative Realized Loss 75389,~~618~~463.3719 Percentage of Cumulative Losses 0.~~0056~~0290 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount ~~398~~657,~~521~~508.9935 Prepayment Penalty Paid Count 63104 Special Servicing Fee 0.00 * This data is currently not provided for reporting.

Additional Reporting - Deal Level Cash Reporting Prepayment Premiums ~~398~~657,~~521~~508.9935 Informational Reporting Libor Index 5.~~081250~~324380% Net Funds Cap 67.~~816106~~137865% Senior Enhancement % 1719.~~714106~~406135% Structural Reporting Overcollateralization Amount 6,708,733.00 Overcollateralization Deficiency 0.00 Overcollateralization Reduction 0.00 Overcollateralization Release 0.00 Targeted Overcollateralization Amount 6,708,733.00 Trigger Event Reporting Stepdown Date NO Trigger Event Pass Cumulative Loss Trigger Event Trigger Result Pass Threshold Value 1.200000% Calculated Value 0.~~005636~~027738% Delinquency Event Trigger Result Pass Threshold Value 78.~~927066~~684249% Calculated Value 03.~~506124~~988282%

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 05 0 0 05 0600,710.0002 0.00 0.00 0600,710.0002 30 Days ~~159~~233 0 0 0 ~~159~~233 3044,~~018~~295,~~535~~808.5885 0.00 0.00 0.00 3044,~~018~~295,~~535~~808.5885 60 Days 6588 1 54 0 7193 1015,~~191~~642,~~689~~195.3426 5837,~~476~~843.2487 ~~631~~352,~~283~~997.3731 0.00 1016,~~881~~033,~~448~~036.9544 90 Days 1017 02 363 0 1382 12,~~528~~022,~~495~~829.5703 0453,884.0090 ~~947~~13,~~279~~841,087.6043 0.00 216,~~475~~317,~~775~~801.1736 120 Days 221 03 254 03 481 ~~202~~2,~~912~~317,974.9208 0299,159.0005 ~~367~~13,~~810~~323,393.6612 0362,918.0002 ~~570~~16,~~723~~303,444.5827 150 Days 09 02 031 05 047 01,062,987.0064 0579,969.0087 06,611,867.0043 0482,726.0065 08,737,551.0059 180+ Days 04 01 07 0 012 0333,863.0037 0319,725.00 01,813,607.0003 0.00 02,467,195.0040 Totals ~~236~~372 114 10159 08 ~~247~~553 4165,~~941~~675,~~633~~658.4123 582,~~476~~291,292.2471 135,~~946~~942,~~373~~952.6332 0845,644.0067 43104,~~946~~755,~~483~~547.2893 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0.~~000000~~075597% 0.000000% 0.000000% 0.~~000000~~075597% 0.~~000000~~051849% 0.000000% 0.000000% 0.~~000000~~051849% 30 Days 23.~~217264~~522830% 0.000000% 0.000000% 0.000000% 23.~~217264~~522830% 23.~~365305~~823316% 0.000000% 0.000000% 0.000000% 23.~~365305~~823316% 60 Days 01.~~906429~~330511% 0.~~013945~~015119% 0.~~069725~~060478% 0.000000% 01.~~990099~~406108% 01.~~803052~~350129% 0.~~004608~~003266% 0.~~049742~~030468% 0.000000% 01.~~857402~~383864% 90 Days 0.~~139451~~257031% 0.~~000000~~030239% 0.~~041835~~952525% 0.000000% 01.~~181286~~239794% 0.~~120438~~174597% 0.~~000000~~039176% 01.~~074641~~194669% 0.000000% 01.~~195078~~408443% 120 Days 0.~~027890~~317508% 0.~~000000~~045358% 0.~~027890~~816450% 0.~~000000~~045358% 01.~~055780~~224675% 0.~~015988~~200072% 0.~~000000~~025821% 01.~~028982~~149986% 0.~~000000~~031325% 01.~~044970~~407203% 150 Days 0.~~000000~~136075% 0.~~000000~~030239% 0.~~000000~~468703% 0.~~000000~~075597% 0.~~000000~~710614% 0.~~000000~~091750% 0.~~000000~~050059% 0.~~000000~~570692% 0.~~000000~~041666% 0.~~000000~~754167% 180+ Days 0.~~000000~~060478% 0.~~000000~~015119% 0.~~000000~~105836% 0.000000% 0.~~000000~~181433% 0.~~000000~~028817% 0.~~000000~~027597% 0.~~000000~~156538% 0.000000% 0.~~000000~~212952% Totals 35.~~291033~~624433% 0.~~013945~~211672% 02.~~139451~~403992% 0.~~000000~~120956% 38.~~444429~~361052% 35.~~304783~~668680% 0.~~004608~~197769% 03.~~153364~~102353% 0.~~000000~~072990% 39.~~462755~~041793%

Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 1,~~294~~379,~~599~~651.4740

Delinquency Status By ~~Groups~~Group DELINQUENT BANKRUPTCY FORECLOSURE REO Total 1 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 02 0 0 02 062,999.0094 0.00 0.00 062,999.0094 30 Days 3655 0 0 0 3655 25,~~568~~913,~~808~~577.9560 0.00 0.00 0.00 25,~~568~~913,~~808~~577.9560 60 Days 2723 01 1 0 2825 21,~~398~~594,~~708~~208.3529 037,843.0087 2979,~~911~~757.9687 0.00 21,~~428~~711,~~620~~810.3103 90 Days 610 0 1 10 0 721 ~~461~~772,~~170~~917.5746 031,134.0090 ~~186~~876,~~076~~166.6073 0.00 ~~647~~1,~~247~~680,219.1709 120 Days 117 0 1 0 218 771,~~415~~152,533.8728 0.00 8441,~~310~~493.6605 0.00 ~~161~~1,~~726~~194,026.5333 150 Days 08 0 06 0 014 0662,987.0064 0.00 0491,061.0065 0.00 01,154,049.0029 180+ Days 03 0 03 0 06 0252,660.0037 0.00 0351,159.0098 0.00 0603,820.0035 Totals 70116 04 321 0 73141 510,~~506~~348,~~103~~884.7464 0131,978.0071 ~~300~~1,~~299~~839,639.2228 0.00 512,~~806~~320,~~402~~502.9663 0-29 Days 0.~~000000~~086393% 0.000000% 0.000000% 0.~~000000~~086393% 0.~~000000~~033262% 0.000000% 0.000000% 0.~~000000~~033262% 30 Days 12.~~442886~~375810% 0.000000% 0.000000% 0.000000% 12.~~442886~~375810% 13.~~251998~~122188% 0.000000% 0.000000% 0.000000% 13.~~251998~~122188% 60 Days 10.~~082164~~993521% 0.~~000000~~043197% 0.~~040080~~043197% 0.000000% 1.~~122244~~079914% 10.~~169093~~841693% 0.~~000000~~019980% 0.~~014579~~042110% 0.000000% 10.~~183672~~903783% 90 Days 0.~~240481~~431965% 0.~~000000~~043197% 0.~~040080~~431965% 0.000000% 0.~~280561~~907127% 0.~~224767~~408077% 0.~~000000~~016438% 0.~~090691~~462589% 0.000000% 0.~~315458~~887104% 120 Days 0.~~040080~~734341% 0.000000% 0.~~040080~~043197% 0.000000% 0.~~080160~~777538% 0.~~037731~~608502% 0.000000% 0.~~041092~~021907% 0.000000% 0.~~078823~~630409% 150 Days 0.~~000000~~345572% 0.000000% 0.~~000000~~259179% 0.000000% 0.~~000000~~604752% 0.~~000000~~350037% 0.000000% 0.~~000000~~259266% 0.000000% 0.~~000000~~609303% 180+ Days 0.~~000000~~129590% 0.000000% 0.~~000000~~129590% 0.000000% 0.~~000000~~259179% 0.~~000000~~133397% 0.000000% 0.~~000000~~185402% 0.000000% 0.~~000000~~318799% Totals 25.~~805611~~010799% 0.~~000000~~172786% 0.~~120240~~907127% 0.000000% 26.~~925852~~090713% 25.~~683590~~463894% 0.~~000000~~069681% 0.~~146361~~971273% 0.000000% 26.~~829951~~504848% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 2 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 03 0 0 03 0537,710.0008 0.00 0.00 0537,710.0008 30 Days ~~123~~178 0 0 0 ~~123~~178 2738,~~449~~382,~~726~~231.6325 0.00 0.00 0.00 2738,~~449~~382,~~726~~231.6325 60 Days 3865 10 43 0 4368 714,~~792~~047,~~980~~986.9997 ~~58,476~~0.2400 ~~601~~273,~~371~~239.4144 0.00 814,~~452~~321,~~828~~226.6441 90 Days 47 01 253 0 661 1,~~067~~249,~~325~~911.0057 0422,750.00 ~~761~~12,~~203~~964,920.0070 0.00 114,~~828~~637,~~528~~582.0027 120 Days 14 03 153 03 263 ~~125~~1,~~497~~165,440.0580 0299,159.0005 ~~283~~13,~~500~~281,900.0007 0362,918.0002 ~~408~~15,~~997~~109,417.0594 150 Days 01 02 025 05 033 0400,000.00 0579,969.0087 06,120,805.0078 0482,726.0065 07,583,502.0030 180+ Days 01 01 04 0 06 081,203.00 0319,725.00 01,462,447.0005 0.00 01,863,375.0005 Totals ~~166~~256 110 7138 08 ~~174~~412 3655,~~435~~326,~~529~~773.6759 582,~~476~~159,314.2400 134,~~646~~103,~~074~~313.4104 0845,644.0067 3892,~~140~~435,~~080~~045.3230 0-29 Days 0.~~000000~~069784% 0.000000% 0.000000% 0.~~000000~~069784% 0.~~000000~~055482% 0.000000% 0.000000% 0.~~000000~~055482% 30 Days 24.~~630453~~140498% 0.000000% 0.000000% 0.000000% 24.~~630453~~140498% 23.~~580002~~960338% 0.000000% 0.000000% 0.000000% 23.~~580002~~960338% 60 Days 01.~~812660~~511980% 0.~~021386~~000000% 0.~~085543~~069784% 0.000000% 01.~~919589~~581763% 01.~~732463~~449493% 0.~~005496~~000000% 0.~~056523~~028193% 0.000000% 01.~~794482~~477686% 90 Days 0.~~085543~~162829% 0.~~000000~~023261% 01.~~042772~~232845% 0.000000% 01.~~128315~~418935% 0.~~100318~~128968% 0.~~000000~~043620% 01.~~071546~~337741% 0.000000% 01.~~171863~~510328% 120 Days 0.~~021386~~093045% 0.~~000000~~069784% 01.~~021386~~232845% 0.~~000000~~069784% 01.~~042772~~465457% 0.~~011795~~120252% 0.~~000000~~030868% 01.~~026646~~370447% 0.~~000000~~037446% 01.~~038442~~559013% 150 Days 0.~~000000~~023261% 0.~~000000~~046522% 0.~~000000~~581531% 0.~~000000~~116306% 0.~~000000~~767620% 0.~~000000~~041273% 0.~~000000~~059842% 0.~~000000~~631554% 0.~~000000~~049808% 0.~~000000~~782477% 180+ Days 0.~~000000~~023261% 0.~~000000~~023261% 0.~~000000~~093045% 0.000000% 0.~~000000~~139567% 0.~~000000~~008379% 0.~~000000~~032990% 0.~~000000~~150898% 0.000000% 0.~~000000~~192266% Totals 35.~~550043~~954873% 0.~~021386~~232612% 03.~~149701~~210049% 0.~~000000~~186090% 39.~~721129~~583624% 35.~~424578~~708702% 0.~~005496~~222801% 03.~~154715~~518832% 0.~~000000~~087255% 39.~~584789~~537590%

~~Summary~~180+ 12Delinquency ~~Month~~Summary ~~REO~~Summary History*1 ~~New~~Days ~~REO~~Number ~~Loans~~of ~~Month~~Outstanding ~~REO~~ Percentage ~~Loans~~of inNumber ~~REO~~of 0Outstanding ~~Jul-05~~Percentage ~~0.000%~~of ~~Original~~Delinquent ~~Principal~~Loans ~~Balance 0.00 Aug-05 0.000% Current~~ Actual Balance ~~0.00 Sep-05 0.000~~(%) ~~Oct-05 0.000% Current REO Total Nov-05 0.000%~~ Loans ~~in REO 0 Dec-05 0.000% Original Principal Balance 0.00 Jan-06 0.000% Current~~ Actual Balance ~~0.00 Feb-06 0.000~~(%) Mar-06 0.000% Apr-06 0.000% May-06 0.000% 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. 1 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Jul-05 0.000% Original Principal Balance($) ~~0.00 Aug-05 0.000% Current Actual~~ Balance($) ~~0.00~~180 ~~Sep~~-05 ~~0.000%~~209 ~~Oct-05~~10 02,257,387.~~000%~~69 ~~Current REO Total Nov-05~~ 0.~~000%~~195 ~~Loans~~5 ~~in REO 0 Dec-05 0~~519,509.~~000%~~69 ~~Original Principal Balance~~ 0.00274 ~~Jan-06~~210 ~~0.000% Current Actual Balance 0.00 Feb~~-06 ~~0.000%~~239 Mar-06 0.000% Apr-06 0.000% May-06 0.000% 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. 2 ~~12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Jul-05 0~~209,807.~~000%~~71 ~~Original Principal Balance~~ 0.00018 ~~Aug-05~~1 084,310.~~000%~~66 ~~Current Actual Balance~~ 0.00045 ~~Sep-05 0.000% Oct-05 0.000% Current REO~~ Total ~~Nov-05~~12 02,467,195.~~000%~~40 ~~Loans in REO~~ 0 ~~Dec-05 0~~.~~000%~~213 ~~Original~~6 ~~Principal Balance 0~~603,820.0035 ~~Jan-06~~ 0.000% Current Actual Balance 0.00 Feb-06 0.000% Mar-06 0.000% Apr-06 0.000% May-06 0.000% 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.319

~~REO~~180+ ~~Loan~~Delinquency ~~Detail~~Summary -(continued) ~~All~~2 ~~Mortgage~~Days Number of Outstanding Percentage of Delinquent Loans inActual ~~REO~~Balance(%) ~~during~~Balance($) ~~Current~~180 ~~Period~~- ~~Month~~209 ~~Loan~~5 ~~First~~1,737,878.00 ~~Original~~0.179 ~~Loan~~210 ~~Entered~~- ~~Payment~~239 ~~LTV~~1 at125,497.05 ~~Principal~~0.013 ~~Group~~Total ~~Number~~6 ~~REO~~1,863,375.05 ~~Date~~0.192 ~~State~~This ~~Origination~~report ~~Balance~~includes Noall ~~REO~~loans ~~Loans~~greater ~~this~~than ~~Period~~180 days delinquent regardless of status (REO, Foreclosure, Bankruptcy).

REO Detail - All Mortgage Loans in REO during Current Period

Summary 12 Month REO ~~Loan~~History* ~~Detail~~New REO Loans Month REO Percentage Loans in REO 7 Oct-05 ~~All~~0.000% ~~Mortgage~~Original Principal Balance 810,400.00 Nov-05 0.000% Current Actual Balance 809,667.17 Dec-05 0.000% Jan-06 0.000% Current REO Total Feb-06 0.000% Loans in REO ~~during~~8 Mar-06 0.000% Original Principal Balance 846,400.00 Apr-06 0.000% Current ~~Period~~Actual ~~(continued)~~Balance 845,644.67 May-06 0.000% Jun-06 0.000% Jul-06 0.000% Aug-06 0.011% Sep-06 0.073% *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. 1 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Oct-05 0.000% Original Principal Balance 0.00 Nov-05 0.000% Current ~~Paid~~Actual Balance 0.00 Dec-05 0.000% Jan-06 0.000% Current ~~Approximate~~REO ~~Loan~~Total Feb-06 0.000% Loans in REO 0 Mar-06 0.000% Original Principal Balance 0.00 Apr-06 0.000% Current Actual ToBalance ~~Months~~0.00 ~~Loan~~May-06 ~~Delinquent~~0.000% ~~Group~~Jun-06 ~~Number~~0.000% Jul-06 0.000% Aug-06 0.000% 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. 2 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 7 Oct-05 0.000% Original Principal Balance ~~Date~~810,400.00 ~~Delinquent~~Nov-05 ~~Rate~~0.000% ~~Interest~~Current NoActual Balance 809,667.17 Dec-05 0.000% Jan-06 0.000% Current REO Total Feb-06 0.000% Loans ~~this~~in ~~Period~~REO 8 Mar-06 0.000% Original Principal Balance 846,400.00 Apr-06 0.000% Current Actual Balance 845,644.67 May-06 0.000% Jun-06 0.000% Jul-06 0.000% Aug-06 0.013% Sep-06 0.087% *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.

~~Summary~~REO 12Loan ~~Month~~Detail ~~Foreclosure~~- History*All ~~New~~Mortgage ~~Foreclosure~~ Loans ~~Month~~in ~~Foreclosure~~REO ~~Percentage~~during ~~Loans~~Current inPeriod ~~Foreclosure~~Month 8Loan ~~Jul-05~~First ~~0.000%~~ Original ~~Principal~~Loan ~~Balance~~Entered ~~1,579,703.00~~Payment ~~Aug-05~~LTV ~~0.000%~~at ~~Current~~Principal ~~Actual~~Group ~~Balance~~Number ~~1,578,562.97~~REO ~~Sep-05~~Date ~~0.000%~~State ~~Oct-05~~Origination ~~0.000%~~Balance ~~Current~~2 ~~Foreclosure~~0116628397 ~~Total Nov~~Sep-052006 ~~0.000% Loans in Foreclosure 10 Dec~~01-05Jul-2005 ~~0.000%~~NC ~~Original Principal Balance 1,947,753~~100.00 ~~Jan-06 0.000% Current Actual Balance 1~~50,~~946,373~~000.6300 ~~Feb-06~~2 ~~0.000%~~0118747062 ~~Mar~~Sep-062006 ~~0.000% Apr~~01-~~06 0.000% May~~Jan-062006 ~~0.028%~~CO ~~Jun-06 0~~95.~~153%~~00 *The text reported in the above table is presented graphically on the monthly bond remittance report280,250.00 ~~The~~2 ~~monthly~~0118750827 ~~bond~~Sep-2006 ~~remittance~~01-Jan-2006 ~~report~~MI ~~can be viewed online at www~~80.~~ctslink.com.~~00 ~~1 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 2 Jul-05 0.000% Original Principal Balance 217~~104,000.00 ~~Aug-05~~2 ~~0.000%~~0119025088 ~~Current Actual Balance 215,988.56 Sep~~Aug-052006 ~~0.000% Oct~~01-~~05 0.000% Current Foreclosure Total Nov~~Feb-052006 ~~0.000%~~MI ~~Loans in Foreclosure 3 Dec-05 0~~80.~~000%~~00 ~~Original Principal Balance 301~~36,~~550~~000.00 ~~Jan-06~~2 ~~0.000%~~0119353100 ~~Current Actual Balance 300,299.22 Feb~~Sep-062006 ~~0.000%~~ 01-Mar-062006 ~~0.000%~~MI ~~Apr-06 0~~80.~~000%~~00 ~~May-06 0~~108,000.~~040%~~00 ~~Jun-06 0.146% *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.~~ 2 120119362259 ~~Month~~Sep-2006 ~~Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 6 Jul~~01-05Mar-2006 0MI 95.~~000%~~00 ~~Original Principal Balance 1~~36,~~362,703~~100.00 ~~Aug-05~~2 ~~0.000%~~0119381739 ~~Current Actual Balance 1,362,574.41~~ Sep-052006 ~~0.000% Oct~~01-~~05 0.000% Current Foreclosure Total Nov~~Feb-052006 ~~0.000%~~MI ~~Loans in Foreclosure 7 Dec-05 0~~85.~~000%~~00 ~~Original Principal Balance 1~~151,~~646,203~~300.00 ~~Jan-06~~2 ~~0.000%~~0119381812 ~~Current Actual Balance 1,646,074.41 Feb~~Sep-062006 ~~0.000%~~ 01-Mar-062006 ~~0.000%~~MI ~~Apr-06 0~~85.~~000%~~00 ~~May-06 0~~80,750.~~026% Jun-06 0.155% *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.~~00

~~Foreclosure~~REO Loan Detail - All Mortgage Loans in ~~Foreclosure~~REO during Current Period ~~Month~~(continued) ~~Loan~~Current ~~First~~Paid ~~Original~~Current Approximate Loan ~~Entered~~Actual ~~Payment~~To ~~LTV~~Months atLoan ~~Principal~~Delinquent Group Number FCBalance Date ~~State~~Delinquent ~~Origination~~Rate ~~Balance~~Interest 12 ~~0116823055~~0116628397 ~~Jun-2006~~49,649.15 01-~~Jul~~Feb-~~2005~~2006 DE5 858.00150% ~~187~~2,~~000~~210.0063 12 ~~0117376269~~0118747062 ~~May-2006 01-Sep-2005 IN 95.00 84~~280,~~550~~250.00 ~~1 0117936476 Jun-2006~~ 01-~~Aug~~Feb-~~2005~~2006 WA5 209.00400% 3010,~~000~~807.0058 2 ~~0115512634~~0118750827 ~~May-2006~~103,785.59 01-~~Apr~~Mar-~~2005~~2006 CA4 907.00915% ~~283~~3,~~500~~841.0008 2 0119025088 ~~Jun-2006~~35,977.50 01-Feb-2006 MI5 809.00550% 361,~~000~~896.0033 2 ~~0119027712~~0119353100 ~~Jun-2006~~107,982.66 01-~~Feb~~Mar-2006 VA4 809.00950% 765,~~000~~100.0010 2 ~~0119028017~~0119362259 ~~Jun-2006~~36,100.00 01-Feb-2006 IA5 9010.00400% 812,~~203~~082.0007 2 ~~0119028926~~0119381739 ~~Jun-2006~~151,149.77 01-~~Feb~~Mar-2006 CA4 239.26475% ~~100~~6,~~000~~774.0021 2 ~~0119035392~~0119381812 ~~Jun-2006 01-Feb-2006 CA 95.00 389~~80,~~500~~750.00 ~~2 0119036242 Jun-2006~~ 01-~~Jan~~Feb-2006 CA5 8010.00500% ~~680~~4,~~000~~704.0044

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

Summary 12 Month Foreclosure ~~Loan~~History* ~~Detail~~New -Foreclosure ~~All~~Loans ~~Mortgage~~Month Foreclosure Percentage Loans in Foreclosure ~~during~~77 ~~Current~~Oct-05 ~~Period~~0.000% ~~(continued)~~Original ~~Current~~Principal ~~Paid~~Balance ~~Current~~16,002,713.00 ~~Approximate~~Nov-05 ~~Loan~~0.000% Current Actual ToBalance ~~Months~~15,967,354.87 ~~Loan~~Dec-05 ~~Delinquent~~0.000% ~~Group~~Jan-06 ~~Number~~0.000% ~~Balance~~Current ~~Date~~Foreclosure ~~Delinquent~~Total ~~Rate~~Feb-06 ~~Interest~~0.000% 1Loans ~~0116823055~~in ~~186~~Foreclosure 159 Mar-06 0.000% Original Principal Balance 35,~~076~~987,771.6000 01Apr-~~Jan-2006~~06 ~~3 7~~0.~~850~~000% 4Current Actual Balance 35,~~549~~942,952.6932 1May-06 ~~0117376269~~0.028% ~~84,310~~Jun-06 0.66153% 01Jul-~~Dec~~06 0.261% Aug-~~2005~~06 41.939% 7Sep-06 3.~~800~~102% ~~2,045~~*The text reported in the above table is presented graphically on the monthly bond remittance report.98 1The ~~0117936476~~monthly ~~29,911~~bond remittance report can be viewed online at www.96ctslink.com. ~~01-Feb-2006~~1 212 10Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 11 Oct-05 0.~~375~~000% ~~983.84~~Original 2Principal ~~0115512634~~Balance ~~283~~976,~~500~~632.00 01Nov-~~Dec-2005~~05 ~~4 7~~0.~~120~~000% ~~6,255.88~~Current 2Actual ~~0119025088~~Balance 35955,~~977~~924.5060 01Dec-05 0.000% Jan-06 0.000% Current Foreclosure Total Feb-~~2006~~06 20.000% 9Loans in Foreclosure 21 Mar-06 0.~~550~~000% Original Principal Balance 1,~~084~~861,932.3800 2Apr-06 ~~0119027712~~0.000% 75Current Actual Balance 1,~~957~~839,639.1728 01May-~~Feb~~06 0.040% Jun-~~2006~~06 20.146% 8Jul-06 0.~~850~~134% ~~2,112~~Aug-06 0.05476% Sep-06 0.971% *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. 2 ~~0119028017~~12 81Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 66 Oct-05 0.000% Original Principal Balance 15,~~203~~026,081.00 01Nov-~~Jan-2006~~05 ~~3 10~~0.~~025~~000% 2Current Actual Balance 15,~~575~~011,430.27 Dec-05 20.000% ~~0119028926~~Jan-06 ~~99,936~~0.74000% ~~01-~~Current Foreclosure Total Feb-~~2006~~06 ~~2 8~~0.~~290~~000% ~~2,592~~Loans in Foreclosure 138 Mar-06 0.13000% 2Original ~~0119035392~~Principal ~~389~~Balance 34,~~500~~125,839.00 01Apr-~~Feb-2006~~06 ~~2 8~~0.~~375~~000% 10Current Actual Balance 34,~~224~~103,313.3904 2May-06 ~~0119036242~~0.026% ~~680,000~~Jun-06 0.00155% 01Jul-~~Jan~~06 0.286% Aug-~~2006~~06 32.225% 7Sep-06 3.~~515~~519% ~~15,900~~*The text reported in the above table is presented graphically on the monthly bond remittance report.68 The monthly bond remittance report can be viewed online at www.ctslink.com.

~~Summary~~Foreclosure 12Loan ~~Month~~Detail ~~Bankruptcy~~- History*All ~~New~~Mortgage ~~Bankruptcy~~ Loans in Foreclosure during Current Period Month ~~Bankruptcy~~Loan ~~Percentage~~First ~~Loans~~Original inLoan ~~Bankruptcy~~Entered Payment LTV at Principal Group Number FC Date State Origination Balance 1 0032120404 Sep-2006 01-Feb-2006 MD 80.00 392,212.00 1 0116823055 Jun-2006 01-Jul-052005 0DE 85.00 187,000%.00 ~~Original~~1 ~~Principal~~0117376269 ~~Balance~~May-2006 5801-Sep-2005 IN 95.00 84,550.00 1 0117996652 Sep-2006 01-Oct-2005 NY 19.28 80,000.00 1 0117996900 Sep-2006 01-Oct-2005 FL 20.00 38,000.00 1 0118004324 Aug-2006 01-Oct-2005 AZ 20.00 41,600.00 1 0118742584 Aug-2006 01-Dec-2005 CA 20.00 84,000.00 1 0118745074 Aug-2006 01-Dec-2005 CA 20.00 122,600.00 1 0118746106 Aug-2006 01-Jan-2006 CA 20.00 80,800.00 1 0118748193 Aug-2006 01-Jan-2006 IL 20.00 42,100.00 1 0118748995 Sep-2006 01-Jan-2006 TX 80.00 75,200.00 1 0119350700 Sep-2006 01-Feb-2006 MD 14.63 60,000.00 1 0119350874 Sep-2006 01-Feb-2006 MD 20.00 41,740.00 1 0119351435 Sep-2006 01-Mar-2006 MD 20.00 116,400.00 1 0119364404 Aug-2006 01-Mar-2006 CT 90.00 151,650.00 1 0119364487 Aug-2006 01-Mar-2006 RI 20.00 41,000.00 1 0119370393 Sep-2006 01-Mar-2006 NJ 15.00 52,500.00 1 0119376986 Aug-052006 001-Mar-2006 IL 20.00 50,000%.00 ~~Current~~1 ~~Actual~~0119381168 ~~Balance~~Sep-2006 5801-Mar-2006 WA 20.00 61,~~476~~400.2400 1 0119382067 Sep-052006 001-Mar-2006 MI 20.00 21,000%.00 ~~Oct~~1 0119420206 Sep-052006 001-Apr-2006 IL 20.00 38,180.00 2 0032124877 Aug-2006 01-Nov-2005 NY 90.00 376,200.00 2 0032396061 Aug-2006 01-Feb-2006 IN 80.00 67,120.00 2 0032396095 Aug-2006 01-Mar-2006 FL 95.00 85,500.00 2 0037119260 Aug-2006 01-Feb-2006 PA 80.00 112,800.00 2 0037347374 Sep-2006 01-Mar-2006 FL 80.00 180,000%.00 ~~Current~~2 ~~Bankruptcy~~0037543519 ~~Total~~Sep-2006 01-Mar-2006 VA 80.00 86,000.00 2 0114214778 Sep-2006 01-Jan-2005 MA 70.00 61,250.00 2 0115866444 Aug-2006 01-Apr-2005 CA 80.00 85,600.00 2 0117125005 Aug-2006 01-Aug-2005 OH 90.00 58,500.00 2 0117126409 Aug-2006 01-Aug-2005 IL 72.38 65,500.00 2 0118072305 Aug-2006 01-Nov-052005 0KY 79.97 90,650.00 2 0118741917 Sep-2006 01-Oct-2005 CA 95.00 280,250.00 2 0118745934 Aug-2006 01-Jan-2006 IL 95.00 294,500.00 2 0118746064 Aug-2006 01-Jan-2006 CA 85.00 306,000%.00 ~~Loans~~2 in0118746072 ~~Bankruptcy~~Aug-2006 101-Jan-2006 CA 80.00 323,200.00 2 0118747435 Sep-2006 01-Jan-2006 MN 95.00 144,400.00 2 0118748458 Sep-2006 01-Jan-2006 MI 80.00 52,000.00 2 0118750983 Sep-2006 01-Jan-2006 IL 87.11 325,800.00 2 0118751395 Sep-2006 01-Jan-2006 MI 80.00 94,800.00 2 0118752419 Sep-2006 01-Sep-2005 CA 95.00 294,500.00 2 0118752500 Sep-2006 01-Oct-2005 CA 85.00 382,500.00 2 0118752518 Aug-2006 01-Oct-2005 CA 85.00 459,000.00 2 0118753342 Sep-2006 01-Dec-052005 0IL 80.00 125,600.00 2 0118753581 Sep-2006 01-Dec-2005 CA 80.00 228,000%.00 ~~Original~~2 ~~Principal~~0118753904 ~~Balance~~Aug-2006 01-Dec-2005 TX 85.00 104,550.00 2 0119026755 Sep-2006 01-Feb-2006 MI 90.00 58,500.00 2 0119034015 Jul-2006 01-Jan-062006 0CA 80.00 252,000%.00 ~~Current~~2 ~~Actual~~0119035665 ~~Balance~~Jul-2006 5801-Feb-2006 CA 75.00 431,~~476~~250.2400 2 0119036242 Jun-2006 01-Jan-2006 CA 80.00 680,000.00 2 0119051910 Sep-2006 01-Feb-062006 0IL 100.00 110,000%.00 2 0119052504 Jul-2006 01-Feb-2006 CA 85.00 365,500.00 2 0119348860 Aug-2006 01-Feb-2006 CA 75.00 333,750.00 2 0119348969 Sep-2006 01-Feb-2006 CA 80.00 252,000.00 2 0119348993 Aug-2006 01-Mar-062006 0CA 79.91 350,000%.00 ~~Apr~~2 0119349173 Aug-062006 001-Mar-2006 CA 80.00 452,000%.00 ~~May~~2 0119349454 Aug-062006 001-Feb-2006 CA 74.93 266,000%.00 ~~Jun~~2 0119350122 Aug-062006 001-Mar-2006 CA 85.~~005%~~00 *The382,500.00 ~~text~~2 ~~reported~~0119350130 inSep-2006 ~~the~~01-Mar-2006 ~~above~~CA ~~table~~85.00 is289,000.00 ~~presented~~2 ~~graphically~~0119351427 onSep-2006 ~~the~~01-Mar-2006 ~~monthly~~MD ~~bond~~80.00 ~~remittance~~465,600.00 ~~report~~2 0119351849 Aug-2006 01-Mar-2006 FL 80.00 ~~The~~219,200.00 ~~monthly~~2 ~~bond~~0119352144 ~~remittance~~Sep-2006 ~~report~~01-Feb-2006 ~~can~~CA be85.00 ~~viewed~~297,500.00 ~~online~~2 at0119352367 ~~www~~Aug-2006 01-Mar-2006 IL 95.~~ctslink~~00 205,200.~~com~~00 2 0119352607 Sep-2006 01-Mar-2006 IN 85.00 154,400.00 122 ~~Month~~0119352706 ~~Bankruptcy~~Sep-2006 History*01-Mar-2006 ~~New~~IL ~~Bankruptcy~~100.00 ~~Loans~~91,000.00 ~~Month~~2 ~~Bankruptcy~~0119353332 ~~Percentage~~Sep-2006 ~~Loans~~01-Mar-2006 inIL ~~Bankruptcy~~95.00 0314,450.00 ~~Jul~~2 0119353498 Aug-052006 001-Mar-2006 IL 80.~~000%~~00 ~~Original~~75,643.00 ~~Principal~~2 ~~Balance~~0119353605 0Sep-2006 01-Mar-2006 IL 95.00 161,500.00 2 0119354801 Sep-2006 01-Mar-2006 CA 70.00 318,500.00 2 0119354835 Aug-052006 001-Mar-2006 AZ 95.00 213,750.00 2 0119354884 Sep-2006 01-Mar-2006 CA 80.00 322,400.00 2 0119356061 Sep-2006 01-Feb-2006 HI 95.00 261,250.00 2 0119358562 Aug-2006 01-Mar-2006 MO 90.00 99,000%.00 ~~Current~~2 ~~Actual~~0119359362 ~~Balance~~Aug-2006 001-Mar-2006 CA 80.00 196,800.00 2 0119359677 Sep-052006 001-Mar-2006 VA 80.00 320,000%.00 ~~Oct~~2 0119360998 Sep-052006 001-Mar-2006 NE 80.00 40,000%.00 ~~Current~~2 ~~Bankruptcy~~0119361665 ~~Total~~Sep-2006 ~~Nov~~01-05Feb-2006 0MI 80.00 160,000%.00 ~~Loans~~2 in0119362028 ~~Bankruptcy~~Sep-2006 001-Mar-2006 ~~Dec~~MI 90.00 90,000.00 2 0119362036 Sep-052006 001-Mar-2006 MI 80.00 312,000%.00 ~~Original~~2 ~~Principal~~0119362135 ~~Balance~~Aug-2006 001-Mar-2006 IN 85.00 ~~Jan~~42,500.00 2 0119362143 Aug-062006 001-Mar-2006 IN 85.00 44,200.00 2 0119362663 Sep-2006 01-Mar-2006 CA 80.00 425,600.00 2 0119363265 Aug-2006 01-Mar-2006 FL 80.00 300,000%.00 ~~Current~~2 ~~Actual~~0119363604 ~~Balance~~Aug-2006 001-Mar-2006 CA 80.00 ~~Feb~~386,400.00 2 0119363844 Aug-062006 001-Mar-2006 RI 80.00 164,000%.00 2 0119363877 Aug-2006 01-Mar-062006 0RI 95.00 275,500.00 2 0119366730 Aug-2006 01-Mar-2006 NY 83.26 387,180.00 2 0119367092 Aug-2006 01-Mar-2006 NY 100.00 585,000%.00 ~~Apr~~2 0119367423 Sep-062006 001-Mar-2006 NY 80.00 452,000%.00 ~~May~~2 0119367498 Aug-062006 001-Mar-2006 NY 100.00 590,000%.00 ~~Jun~~2 0119368124 Sep-062006 001-Feb-2006 CA 85.00 285,600.00 2 0119368918 Sep-2006 01-Mar-2006 CA 80.00 304,000%.00 *The2 ~~text~~0119369148 ~~reported~~Sep-2006 in01-Mar-2006 ~~the~~CA ~~above~~95.00 ~~table~~513,000.00 is2 ~~presented~~0119370245 ~~graphically~~Aug-2006 on01-Mar-2006 ~~the~~NY ~~monthly~~80.00 ~~bond~~412,000.00 ~~remittance~~2 ~~report~~0119370385 Sep-2006 01-Mar-2006 NJ 80.00 ~~The~~280,000.00 ~~monthly~~2 ~~bond~~0119370716 ~~remittance~~Aug-2006 ~~report~~01-Mar-2006 ~~can~~NY be100.00 ~~viewed~~550,000.00 ~~online~~2 at0119370773 ~~www~~Sep-2006 01-Mar-2006 NY 80.~~ctslink~~00 508,000.~~com~~00 2 0119370872 Aug-2006 01-Mar-2006 NY 69.41 295,000.00 2 120119371649 ~~Month~~Aug-2006 ~~Bankruptcy~~01-Mar-2006 History*OH ~~New~~90.00 ~~Bankruptcy~~179,910.00 ~~Loans~~2 ~~Month~~0119371698 ~~Bankruptcy~~Sep-2006 ~~Percentage~~01-Feb-2006 ~~Loans~~WI in85.00 ~~Bankruptcy~~87,550.00 12 ~~Jul~~0119371805 Sep-052006 001-Mar-2006 OH 95.00 39,900.00 2 0119372134 Aug-2006 01-Mar-2006 OH 90.00 88,200.00 2 0119372365 Aug-2006 01-Mar-2006 MN 80.00 248,000%.00 ~~Original~~2 ~~Principal~~0119372639 ~~Balance~~Aug-2006 5801-Mar-2006 MN 80.00 139,200.00 2 0119372837 Aug-2006 01-Mar-2006 MN 90.00 290,700.00 2 0119373041 Aug-2006 01-Mar-2006 MN 85.00 127,500.00 2 0119373074 Sep-2006 01-Mar-2006 MN 80.00 168,800.00 2 0119373595 Sep-2006 01-Mar-2006 LA 95.00 95,000.00 2 0119373793 Sep-2006 01-Mar-2006 CA 95.00 323,000.00 2 0119374056 Aug-052006 001-Mar-2006 CA 80.00 252,000%.00 ~~Current~~2 ~~Actual~~0119374635 ~~Balance~~Sep-2006 5801-Mar-2006 CA 80.00 324,~~476~~000.2400 2 0119374890 Aug-2006 01-Mar-2006 IL 90.00 331,200.00 2 0119374965 Aug-2006 01-Mar-2006 CA 85.00 182,750.00 2 0119376127 Sep-052006 001-Mar-2006 NJ 100.00 203,000%.00 ~~Oct~~2 0119376739 Aug-052006 001-Mar-2006 WI 85.00 204,000%.00 ~~Current~~2 ~~Bankruptcy~~0119376812 ~~Total~~Aug-2006 ~~Nov~~01-05Mar-2006 0IL 80.00 424,000%.00 ~~Loans~~2 in0119376945 ~~Bankruptcy~~Aug-2006 101-Mar-2006 ~~Dec~~IL 95.00 215,650.00 2 0119376978 Aug-052006 001-Mar-2006 IL 80.00 200,000%.00 ~~Original~~2 ~~Principal~~0119377059 ~~Balance~~Aug-2006 5801-Mar-2006 IL 85.00 165,~~500~~750.00 ~~Jan~~2 0119377323 Sep-062006 001-Mar-2006 IL 85.00 116,450.00 2 0119377430 Aug-2006 01-Mar-2006 OH 75.00 59,925.00 2 0119377851 Aug-2006 01-Mar-2006 OH 90.00 171,000%.00 ~~Current~~2 ~~Actual~~0119379295 ~~Balance~~Sep-2006 5801-Mar-2006 CA 69.43 243,~~476~~000.2400 2 0119379691 Aug-2006 01-Feb-062006 0IL 100.00 325,000%.00 2 0119380566 Aug-2006 01-Mar-062006 0CA 80.00 312,000%.00 ~~Apr~~2 0119380814 Sep-062006 001-Feb-2006 WA 80.00 520,000%.00 ~~May~~2 0119381150 Sep-062006 001-Mar-2006 WA 80.00 245,600.00 2 0119381259 Aug-2006 01-Mar-2006 WA 86.82 191,000%.00 ~~Jun~~2 0119381473 Aug-062006 001-Mar-2006 MI 80.~~005%~~00 *The80,000.00 ~~text~~2 ~~reported~~0119381507 inSep-2006 ~~the~~01-Mar-2006 ~~above~~MI ~~table~~70.00 is30,100.00 ~~presented~~2 ~~graphically~~0119381523 onSep-2006 ~~the~~01-Feb-2006 ~~monthly~~MI ~~bond~~95.00 ~~remittance~~90,725.00 ~~report~~2 0119382398 Sep-2006 01-Mar-2006 MI 70.00 ~~The~~59,500.00 ~~monthly~~2 ~~bond~~0119382463 ~~remittance~~Sep-2006 ~~report~~01-Mar-2006 ~~can~~MI be95.00 ~~viewed~~315,400.00 ~~online~~2 at0119382554 ~~www~~Sep-2006 01-Feb-2006 CA 80.~~ctslink~~00 512,000.~~com~~00 2 0119384519 Aug-2006 01-Mar-2006 CA 88.24 750,000.00 2 0119385466 Sep-2006 01-Mar-2006 CA 90.00 349,200.00 2 0119385938 Sep-2006 01-Mar-2006 CA 80.00 408,000.00 2 0119385979 Aug-2006 01-Mar-2006 NY 90.00 540,000.00 2 0119386324 Sep-2006 01-Feb-2006 IL 85.00 178,500.00 2 0119386415 Sep-2006 01-Mar-2006 AR 90.00 67,500.00 2 0119386894 Aug-2006 01-Mar-2006 MO 90.00 142,200.00 2 0119386928 Aug-2006 01-Mar-2006 MO 90.00 202,050.00 2 0119387090 Sep-2006 01-Mar-2006 MO 90.00 119,610.00 2 0119387389 Sep-2006 01-Mar-2006 MA 85.00 358,176.00 2 0119387652 Aug-2006 01-Mar-2006 FL 80.00 220,000.00 2 0119387850 Sep-2006 01-Mar-2006 FL 78.81 122,000.00 2 0119387983 Aug-2006 01-Mar-2006 FL 80.00 395,200.00 2 0119388239 Sep-2006 01-Mar-2006 FL 80.00 183,920.00 2 0119388254 Aug-2006 01-Mar-2006 FL 90.00 164,880.00 2 0119388783 Sep-2006 01-Mar-2006 NY 90.00 83,700.00 2 0119388882 Aug-2006 01-Mar-2006 CA 80.00 305,200.00 2 0119390011 Aug-2006 01-Mar-2006 CA 33.12 175,550.00 2 0119420214 Sep-2006 01-Mar-2006 IN 95.00 75,050.00 2 0119420982 Sep-2006 01-Apr-2006 MI 100.00 145,000.00 2 0119421337 Sep-2006 01-Mar-2006 HI 80.00 368,000.00 2 0119421501 Aug-2006 01-Mar-2006 NY 80.00 628,000.00 2 0119422566 Sep-2006 01-Apr-2006 IL 90.00 252,000.00 2 0119423424 Aug-2006 01-Mar-2006 UT 90.00 95,400.00 2 0119423671 Aug-2006 01-Mar-2006 CA 82.67 310,000.00

~~Bankruptcy~~Foreclosure Loan Detail - All Mortgage Loans in ~~Bankruptcy~~Foreclosure during Current Period ~~Group~~(continued) ~~Loan~~Current ~~Month~~Paid Current Approximate Loan ~~First~~Actual ~~State~~To ~~LTV~~Months atLoan ~~Original~~Delinquent Group Number ~~Entered~~Balance ~~Payment~~Date ~~Origination~~Delinquent ~~Principal~~Rate ~~Bankruptcy~~Interest ~~Date~~1 ~~Balance~~0032120404 392,212.00 01-Apr-2006 3 8.375% 12,869.45 1 0116823055 186,076.60 01-Jan-2006 6 7.850% 7,953.66 1 0117376269 84,310.66 01-Dec-2005 7 7.800% 3,576.75 1 0117996652 79,757.87 01-May-2006 2 10.875% 2,756.65 1 0117996900 37,872.83 01-Apr-2006 3 9.750% 1,458.23 1 0118004324 41,493.05 01-Mar-2006 4 10.250% 2,020.51 1 0118742584 83,892.26 01-Feb-2006 5 10.200% 4,740.32 1 0118745074 122,454.12 01-Feb-2006 5 10.550% 7,169.62 1 0118746106 80,772.72 01-Jan-2006 6 11.250% 5,057.86 1 0118748193 42,065.27 01-Feb-2006 5 10.350% 2,413.77 1 0118748995 74,950.75 01-Apr-2006 3 6.990% 2,023.36 1 0119350700 40,104.02 01-Apr-2006 3 9.475% 1,485.65 1 0119350874 41,707.50 01-Apr-2006 3 12.500% 2,084.26 1 0119351435 116,330.78 01-Apr-2006 3 11.850% 5,498.13 1 0119364404 151,650.00 01-Feb-2006 5 9.565% 6,918.23 1 0119364487 41,000.00 01-Feb-2006 5 11.840% 2,694.55 1 0119370393 52,464.37 01-Apr-2006 3 11.250% 2,348.32 1 0119376986 50,000.00 01-Feb-2006 5 12.350% 3,453.32 1 0119381168 61,368.40 01-Apr-2006 3 12.500% 3,066.81 1 0119382067 20,988.16 01-Apr-2006 3 12.090% 1,012.97 1 0119420206 38,167.92 01-Apr-2006 3 11.550% 1,756.19 2 0032124877 375,044.24 01-Mar-2006 4 8.500% 12,656.35 2 0032396061 67,052.30 01-Mar-2006 4 9.400% 2,979.96 2 0032396095 85,461.77 01-Mar-2006 4 9.950% 4,033.47 2 0037119260 112,767.69 01-Mar-2006 4 6.875% 3,594.78 2 0037347374 179,745.08 01-Apr-2006 3 7.750% 5,421.97 2 0037543519 85,877.70 01-Apr-2006 3 7.750% 2,590.48 2 0114214778 60,604.61 01-Apr-2006 3 8.350% 1,979.46 2 0115866444 85,071.00 01-Mar-2006 4 9.490% 3,818.66 2 0117125005 58,242.90 01-Mar-2006 4 9.100% 2,500.84 2 0117126409 65,110.62 01-Mar-2006 4 7.605% 2,308.56 2 0118072305 90,650.00 01-Apr-2006 3 6.990% 2,451.35 2 0118741917 280,250.00 01-Apr-2006 3 7.750% 7,017.95 2 0118745934 294,166.16 01-Feb-2006 5 8.840% 14,285.09 2 0118746064 305,544.86 01-Mar-2006 4 9.500% 13,732.01 2 0118746072 323,200.00 01-Jan-2006 6 7.990% 14,121.10 2 0118747435 144,139.30 01-Apr-2006 3 9.965% 4,935.18 2 0118748458 51,860.99 01-Apr-2006 3 8.865% 1,805.44 2 0118750983 325,059.72 01-Apr-2006 3 8.865% 9,638.94 2 0118751395 94,582.36 01-Apr-2006 3 8.815% 3,273.02 2 0118752419 294,500.00 01-Apr-2006 3 7.500% 8,589.60 2 0118752500 382,500.00 01-Mar-2006 4 7.980% 14,305.50 2 0118752518 459,000.00 01-Feb-2006 5 7.530% 16,750.44 2 0118753342 125,497.05 01-Dec-2005 7 7.000% 4,737.94 2 0118753581 227,223.23 01-Apr-2006 3 7.990% 7,081.30 2 0118753904 104,085.44 01-May-2006 2 7.590% 1,944.17 2 0119026755 ~~Jun~~58,476.24 01-Feb-2006 5 10.400% 3,372.61 2 0119034015 252,000.00 01-Mar-2006 4 6.615% 7,704.90 2 0119035665 430,626.88 01-Mar-2006 4 7.650% 15,366.56 2 0119036242 680,000.00 01-Jan-2006 6 7.515% 27,826.19 2 0119051910 109,731.96 01-May-2006 2 8.525% 2,932.58 2 0119052504 365,012.85 01-Mar-2006 4 8.050% 13,755.81 2 0119348860 333,750.00 01-Jan-2006 6 8.750% 16,046.18 2 0119348969 251,502.61 01-Apr-2006 3 8.150% 8,005.92 2 0119348993 349,906.76 01-Mar-2006 4 8.250% 13,549.69 2 0119349173 451,833.74 01-Mar-2006 4 7.125% 14,953.06 2 0119349454 265,906.87 01-Mar-2006 4 9.750% 12,292.80 2 0119350122 382,500.00 01-Feb-2006 MI5 8.650% 15,406.33 2 0119350130 288,854.69 01-Apr-2006 3 9.100% 8,854.44 2 0119351427 465,073.28 01-Apr-2006 3 8.850% 16,162.00 2 0119351849 219,200.00 01-Feb-2006 5 8.625% 10,381.27 2 0119352144 297,235.10 01-Apr-2006 3 7.900% 6,225.79 2 0119352367 205,105.78 01-Mar-2006 4 9.825% 8,281.68 2 0119352607 54,345.69 01-Apr-2006 3 9.450% 2,024.59 2 0119352706 90,917.28 01-Apr-2006 3 9.900% 3,557.62 2 0119353332 314,206.97 01-Apr-2006 3 10.650% 10,460.05 2 0119353498 75,603.78 01-Mar-2006 4 9.250% 3,303.30 2 0119353605 161,316.47 01-Apr-2006 3 9.100% 5,774.16 2 0119354801 318,006.48 01-Apr-2006 3 7.300% 8,995.99 2 0119354835 213,750.00 01-Feb-2006 5 8.400% 9,842.34 2 0119354884 322,268.76 01-Apr-2006 3 9.175% 11,643.83 2 0119356061 260,885.65 01-Apr-2006 3 10.075% 9,052.17 2 0119358562 98,975.48 01-Mar-2006 4 8.500% 3,956.53 2 0119359362 196,763.79 01-Mar-2006 4 9.500% 8,850.22 2 0119359677 320,000.00 01-Apr-2006 3 9.075% 11,433.35 2 0119360998 39,973.15 01-Apr-2006 3 11.300% 1,797.56 2 0119361665 159,741.25 01-Apr-2006 3 9.100% 5,717.73 2 0119362028 89,967.55 01-Mar-2006 4 10.950% 4,238.95 2 0119362036 311,806.07 01-Mar-2006 4 8.375% 12,257.96 2 0119362135 42,500.00 01-Feb-2006 5 9.500% 2,227.77 2 0119362143 44,200.00 01-Feb-2006 5 9.500% 2,316.85 2 0119362663 425,358.87 01-Apr-2006 3 8.050% 13,373.37 2 0119363265 299,790.38 01-Mar-2006 4 7.800% 10,922.94 2 0119363604 386,296.31 01-Mar-2006 4 8.225% 14,910.51 2 0119363844 164,000.00 01-Feb-2006 5 8.800% 7,925.94 2 0119363877 275,500.00 01-Feb-2006 5 9.200% 11,988.83 2 0119366730 387,170.00 01-Mar-2006 4 7.950% 14,422.14 2 0119367092 585,000.00 01-Feb-2006 5 9.500% 26,439.55 2 0119367423 451,496.57 01-Apr-2006 3 8.925% 15,831.42 2 0119367498 589,873.58 01-Mar-2006 4 8.990% 20,693.27 2 0119368124 285,352.20 01-Apr-2006 3 7.990% 7,426.66 2 0119368918 303,795.39 01-Apr-2006 3 7.450% 8,791.38 2 0119369148 512,657.61 01-Apr-2006 3 7.500% 12,295.50 2 0119370245 411,914.56 01-Mar-2006 4 9.100% 17,702.96 2 0119370385 279,599.48 01-Apr-2006 3 7.700% 8,375.77 2 0119370716 550,000.00 01-Feb-2006 5 8.250% 20,843.95 2 0119370773 507,695.08 01-Apr-2006 3 7.850% 15,538.65 2 0119370872 295,000.00 01-Feb-2006 5 8.500% 13,740.16 2 0119371649 179,807.65 01-Mar-2006 4 8.900% 7,541.21 2 0119371698 87,403.95 01-Apr-2006 3 8.950% 3,073.83 2 0119371805 39,863.31 01-Apr-2006 3 9.840% 1,549.89 2 0119372134 88,155.69 01-Mar-2006 4 9.400% 3,917.51 2 0119372365 247,898.21 01-Mar-2006 4 10.350% 12,196.20 2 0119372639 139,200.00 01-Feb-2006 5 8.100% 6,165.75 2 0119372837 290,700.00 01-Feb-2006 5 10.000% 12,726.97 2 0119373041 127,500.00 01-Feb-2006 5 8.650% 6,050.24 2 0119373074 168,626.13 01-Apr-2006 3 9.300% 6,176.45 2 0119373595 94,957.30 01-Apr-2006 3 9.350% 3,500.21 2 0119373793 322,837.11 01-Apr-2006 3 8.450% 9,021.37 2 0119374056 252,000.00 01-Feb-2006 5 7.650% 10,499.91 2 0119374635 323,930.78 01-Mar-2006 4 9.000% 13,759.60 2 0119374890 331,128.19 01-Mar-2006 4 8.950% 10,682.92 2 0119374965 182,661.05 01-Mar-2006 4 9.550% 8,255.15 2 0119376127 202,899.09 01-Mar-2006 4 9.450% 7,811.48 2 0119376739 203,920.66 01-Mar-2006 4 10.600% 10,287.76 2 0119376812 423,804.27 01-Mar-2006 4 9.800% 19,683.70 2 0119376945 215,552.02 01-Mar-2006 4 9.875% 10,092.29 2 0119376978 200,000.00 01-Feb-2006 5 8.000% 8,731.36 2 0119377059 165,750.00 01-Feb-2006 5 9.825% 9,002.91 2 0119377323 116,395.08 01-Mar-2006 4 9.700% 4,626.96 2 0119377430 59,925.00 01-Feb-2006 5 11.150% 3,718.74 2 0119377851 170,922.72 01-Mar-2006 4 9.900% 6,979.26 2 0119379295 242,706.36 01-Apr-2006 3 8.700% 8,282.58 2 0119379691 324,938.38 01-Feb-2006 5 9.400% 16,859.43 2 0119380566 312,000.00 01-Feb-2006 5 8.025% 13,683.14 2 0119380814 518,951.57 01-Apr-2006 3 8.025% 16,248.96 2 0119381150 245,600.00 01-Apr-2006 3 8.200% 7,879.70 2 0119381259 190,909.82 01-Mar-2006 4 9.800% 8,866.87 2 0119381473 79,967.86 01-Mar-2006 4 10.450% 3,974.31 2 0119381507 30,100.00 01-Feb-2006 5 10.975% 1,837.13 2 0119381523 90,596.98 01-Apr-2006 3 9.750% 2,838.22 2 0119382398 59,422.04 01-May-2006 2 10.100% 1,900.22 2 0119382463 315,130.89 01-Apr-2006 3 10.225% 12,758.32 2 0119382554 511,510.24 01-Apr-2006 3 7.650% 15,228.83 2 0119384519 749,756.53 01-Mar-2006 4 7.565% 18,604.87 2 0119385466 348,980.66 01-Apr-2006 3 8.800% 12,063.29 2 0119385938 407,764.78 01-Apr-2006 3 7.990% 12,718.21 2 0119385979 540,000.00 01-Feb-2006 5 9.175% 23,405.14 2 0119386324 178,115.75 01-Apr-2006 3 9.200% 6,449.66 2 0119386415 67,475.23 01-Mar-2006 4 10.825% 3,480.11 2 0119386894 142,128.56 01-Mar-2006 4 9.400% 5,351.40 2 0119386928 201,964.36 01-Mar-2006 4 10.200% 8,818.31 2 0119387090 119,508.71 01-Apr-2006 3 10.225% 4,835.57 2 0119387389 357,886.98 01-Apr-2006 3 10.450% 12,977.59 2 0119387652 219,955.05 01-Mar-2006 4 9.150% 9,508.10 2 0119387850 121,858.08 01-Apr-2006 3 8.715% 4,163.11 2 0119387983 395,200.00 01-Mar-2006 4 7.090% 13,021.80 2 0119388239 183,920.00 01-Mar-2006 4 8.450% 7,310.82 2 0119388254 164,758.68 01-Mar-2006 4 9.075% 6,131.18 2 0119388783 83,621.82 01-Apr-2006 3 9.765% 2,809.10 2 0119388882 305,123.87 01-Mar-2006 4 8.475% 12,159.11 2 0119390011 175,501.80 01-Mar-2006 4 8.190% 6,743.37 2 0119420214 75,038.48 01-Mar-2006 4 10.100% 3,600.44 2 0119420982 144,975.63 01-Apr-2006 3 9.800% 5,615.87 2 0119421337 367,339.72 01-Apr-2006 3 8.100% 11,616.71 2 0119421501 627,990.00 01-Mar-2006 4 8.225% 24,256.20 2 0119422566 251,909.16 01-Apr-2006 3 10.950% 9,302.26 2 0119423424 95,400.00 01-Feb-2006 5 9.950% 5,256.25 2 0119423671 309,784.66 01-Mar-2006 4 7.875% 8,821.15

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

Summary 12 Month Bankruptcy ~~Detail~~History* -New ~~All~~Bankruptcy ~~Mortgage~~Loans Month Bankruptcy Percentage Loans in Bankruptcy ~~during~~7 Oct-05 0.000% Original Principal Balance 951,310.00 Nov-05 0.000% Current ~~Period~~Actual ~~(continued)~~Balance ~~Group~~948,107.69 ~~Loan~~Dec-05 0.000% Jan-06 0.000% Current ~~Paid~~Bankruptcy ToTotal ~~Months~~Feb-06 0.000% Loans in Bankruptcy 14 Mar-06 0.000% Original Principal Balance 2,296,235.00 Apr-06 0.000% Current ~~Approximate~~Actual ~~Number~~Balance 2,291,292.71 May-06 0.000% Jun-06 0.005% Jul-06 0.012% Aug-06 0.112% Sep-06 0.198% *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. 1 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 2 Oct-05 0.000% Original Principal Balance 69,600.00 Nov-05 0.000% Current Actual ~~Date~~Balance ~~Delinquent~~68,978.77 ~~Loan~~Dec-05 ~~Rate~~0.000% ~~Delinquent~~Jan-06 0.000% Current Bankruptcy Total Feb-06 0.000% Loans in Bankruptcy 4 Mar-06 0.000% Original Principal Balance ~~Interest~~132,800.00 Apr-06 0.000% Current Actual Balance 131,978.71 May-06 0.000% Jun-06 0.000% Jul-06 0.000% Aug-06 0.032% Sep-06 0.070% *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. 2 ~~0119026755~~12 58Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 5 Oct-05 0.000% Original Principal Balance 881,~~476~~710.2400 01Nov-05 0.000% Current Actual Balance 879,128.92 Dec-05 0.000% Jan-06 0.000% Current Bankruptcy Total Feb-~~2006~~06 20.000% Loans in Bankruptcy 10 Mar-06 0.~~400~~000% 1Original Principal Balance 2,~~928~~163,435.3300 Apr-06 0.000% Current Actual Balance 2,159,314.00 May-06 0.000% Jun-06 0.005% Jul-06 0.014% Aug-06 0.128% Sep-06 0.223% *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.

~~Realized~~Bankruptcy ~~Loss~~Detail ~~Report~~ - ~~Collateral~~All ~~Summary~~Mortgage ~~MDR~~Loans ~~SDA~~in ~~Current~~Bankruptcy ~~Month~~during ~~0.006%~~ Current ~~Month~~Period ~~0.900%~~Group 3Loan Month ~~Average~~Loan ~~0.002%~~First 3State ~~Month~~LTV ~~Average~~at ~~0.300%~~Original 12Number ~~Month~~Entered ~~Average~~Payment ~~0.000%~~Origination 12Principal ~~Month~~Bankruptcy ~~Average~~Date ~~0.000%~~Balance ~~MDR:~~1 ~~Current~~0117991117 ~~vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul~~Aug-~~2005~~2006 ~~N/A N/A Jul~~01-~~2005 N/A N/A Aug~~Sep-2005 ~~N/A~~IA ~~N/A~~20.00 ~~Aug-2005~~27,200.00 ~~N/A~~1 ~~N/A~~0117995506 Sep-~~2005~~2006 ~~N/A N/A Sep~~01-~~2005 N/A N/A~~ Oct-2005 ~~N/A~~MA ~~N/A~~20.00 ~~Oct-2005~~38,000.00 ~~N/A~~1 ~~N/A~~0118010974 ~~Nov~~Sep-~~2005~~2006 ~~N/A N/A Nov~~01-~~2005 N/A N/A Dec~~Oct-2005 ~~N/A~~MN ~~N/A~~20.00 ~~Dec-2005~~31,600.00 ~~N/A~~1 ~~N/A~~0119366565 ~~Jan~~Aug-2006 ~~N/A N/A Jan~~01-~~2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A~~ Mar-2006 ~~N/A~~FL ~~N/A Mar-2006 N/A N/A Apr-2006 0~~20.~~000%~~00 ~~N/A Apr-2006 0.~~36,000~~% N/A May-2006 0~~.~~000%~~00 ~~N/A~~2 ~~May-2006~~0118752252 ~~0.000% N/A Jun~~Sep-2006 ~~0.006% N/A Jun~~01-~~2006~~Aug-2005 ~~0.900%~~CA ~~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~~90.00 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 0.071% Current Month 98.406% 3 Month Average 0.024% 3 Month Average 32.802% 12 Month Average 0.459,000~~% 12 Month Average 0~~.~~000%~~00 ~~CDR:~~2 ~~Current~~0119094738 ~~vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. 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~~01-~~2006 N/A N/A~~ Feb-2006 ~~N/A~~MO ~~N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 0~~90.~~000%~~00 ~~N/A Apr-2006 0~~319,725.~~000%~~00 ~~N/A~~2 ~~May-2006~~0119350866 ~~0.000% N/A May~~Sep-2006 ~~0.000% N/A Jun~~01-~~2006 0.071% N/A Jun~~Feb-2006 ~~98.406%~~MD ~~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~~80.00 ~~The graphically on the monthly bond remittance report~~166,960.00 ~~The~~2 ~~monthly~~0119355691 bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. 1 MDR SDA Current Month 0.037% Current Month 4.812% 3 Month Average 0.012% 3 Month Average 1.604% 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-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~~01-~~2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A~~ Mar-2006 ~~N/A~~CA ~~N/A Mar-2006 N/A N/A Apr-2006 0~~95.~~000%~~00 ~~N/A Apr-2006 0~~422,750.~~000%~~00 ~~N/A~~2 ~~May-2006~~0119366557 ~~0.000% N/A May~~Aug-2006 ~~0.000% N/A Jun~~01-~~2006 0.037% N/A Jun~~Mar-2006 ~~4.812%~~FL ~~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~~80.00 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 0.441% Current Month 98.406% 3 Month Average 0.147% 3 Month Average 32.802% 12 Month Average 0.144,000~~% 12 Month Average 0~~.~~000%~~00 ~~CDR:~~2 ~~Current~~0119368454 ~~vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. 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~~01-~~2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A~~ Mar-2006 ~~N/A~~MD ~~N/A Mar-2006 N/A N/A Apr-2006 0~~85.~~000%~~00 ~~N/A Apr-2006 0.~~289,000~~% N/A May-2006 0~~.~~000%~~00 N/A May-2006 0.000% N/A Jun-2006 0.441% N/A Jun-2006 98.406% 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. 2 ~~MDR~~0119381929 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-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~~01-~~2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A~~ Mar-2006 ~~N/A~~MI ~~N/A Mar-2006 N/A N/A Apr-2006 0~~74.~~000%~~27 ~~N/A Apr-2006 0~~76,500.~~000%~~00 ~~N/A~~2 ~~May-2006~~0119386803 ~~0.000% N/A May~~Sep-2006 ~~0.000% N/A Jun~~01-~~2006 0.000% N/A Jun~~Mar-2006 ~~0.000%~~MO ~~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~~80.00 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 0.56,000~~% Current Month 0~~.~~000%~~00 32 ~~Month~~0119387363 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-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~~01-~~2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A~~ Mar-2006 ~~N/A~~MO ~~N/A Mar-2006 N/A N/A Apr-2006 0~~85.~~000%~~00 ~~N/A Apr-2006 0~~123,250.~~000%~~00 ~~N/A~~2 ~~May-2006~~0119387546 ~~0.000% N/A May~~Aug-2006 ~~0.000% N/A Jun~~01-~~2006 0.000% N/A Jun~~Feb-2006 ~~0.000%~~FL ~~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~~85.00 ~~The graphically on the monthly bond remittance report~~106,250. 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)00

~~Prepayment~~Bankruptcy Detail - ~~Prepayments~~All Mortgage Loans in Bankruptcy during Current Period ~~Summary~~(continued) ~~Loans~~Group ~~Paid~~Loan InCurrent ~~Full~~Paid ~~Repurchased~~To ~~Loans~~Months ~~Original~~ Current ~~Original~~Approximate ~~Current~~Number ~~Principal~~Actual ~~Scheduled~~Date ~~Principal~~Delinquent ~~Scheduled~~Loan ~~Group~~Rate ~~Count~~Delinquent Balance ~~Balance~~Interest ~~Count~~1 ~~Balance~~0117991117 ~~Balance~~27,050.13 01-Aug-2006 0 11.375% 490.37 1 450117995506 337,~~475~~843.87 01-May-2006 2 9.750% 1,~~150~~165.2097 1 0118010974 31,134.90 01-Apr-2006 3 9.459% 1,~~466~~161.04 1 0119366565 35,~~057~~949.2481 001-Aug-2006 0 13.00050% 0752.04 2 0118752252 456,719.87 01-Feb-2006 5 7.820% 19,456.61 2 0119094738 319,725.00 01-Jan-2006 6 9.750% 17,217.95 2 ~~107~~0119350866 25166,~~379~~735.19 01-Mar-2006 4 8.000% 6,~~400~~241.4083 252 0119355691 422,~~345~~750.00 01-Apr-2006 3 9.500% 13,~~121~~668.3290 02 0119366557 143,439.46 01-Aug-2006 0 8.00250% 1,853.37 2 0119368454 288,557.70 01-Aug-2006 0 8.00475% ~~Total~~2,840.27 ~~152~~2 280119381929 76,~~854~~442.57 01-Mar-2006 4 7.700% 2,~~550~~746.6093 282 0119386803 55,~~811~~981.29 01-Mar-2006 4 11.300% 3,~~178~~020.5641 02 00119387363 123,250.00 01-Feb-2006 5 8.750% 5,920.59 2 0119387546 105,712.92 01-Aug-2006 0 8.00200% 1,138.82

~~Prepayment~~Realized ~~Detail~~Loss Report - ~~Prepayments~~Collateral ~~during~~Summary MDR SDA Current ~~Period~~Month ~~(continued)~~0.024% ~~Summary~~Current ~~Substitution~~Month ~~Loans~~2.040% ~~Liquidated~~3 ~~Loans~~Month ~~Curtailments~~Average ~~Original~~0.012% 3 Month Average 1.102% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current ~~Original~~vs. 12mo Average* SDA: Current ~~Principal~~vs. ~~Scheduled~~12mo ~~Principal~~Average* ~~Scheduled~~Month ~~Curtailment~~Current ~~Group~~12mo ~~Count~~Avg. ~~Balance~~Month ~~Balance~~Current ~~Count~~12mo ~~Balance~~Avg. ~~Balance~~Oct-2005 ~~Amount~~N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.006% N/A Jun-2006 0.900% N/A Jul-2006 0.005% N/A Jul-2006 0.637% N/A Aug-2006 0.006% N/A Aug-2006 0.630% N/A Sep-2006 0.024% N/A Sep-2006 2.040% 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 0.283% Current Month 106.457% 3 Month Average 0.140% 3 Month Average 85.015% 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. Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.071% N/A Jun-2006 98.406% N/A Jul-2006 0.063% N/A Jul-2006 42.185% N/A Aug-2006 0.075% N/A Aug-2006 106.402% N/A Sep-2006 0.283% N/A Sep-2006 106.457% 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. 1 MDR SDA Current Month 0.097% Current Month 7.638% 3 Month Average 0.00056% 3 Month Average 4.871% 12 Month Average 0.00000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.037% N/A Jun-2006 4.812% N/A Jul-2006 0.032% N/A Jul-2006 3.482% N/A Aug-2006 0.038% N/A Aug-2006 3.494% N/A Sep-2006 0.097% N/A Sep-2006 7.638% 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 1.159% ~~76,980~~Current Month 106.00457% ~~76,842~~3 Month Average 0.89669% ~~17,414~~3 Month Average 85.29015% 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. Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.441% N/A Jun-2006 98.406% N/A Jul-2006 0.389% N/A Jul-2006 42.185% N/A Aug-2006 0.460% N/A Aug-2006 106.402% N/A Sep-2006 1.159% N/A Sep-2006 106.457% 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. 2 MDR SDA Current Month 0.009% Current Month 0.00817% 3 Month Average 0.00003% 3 Month Average 0.272% 12 Month Average 0.00000% 12 Month Average 0.00000% ~~153,182~~MDR: Current vs.73 ~~Total~~12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 0.000% N/A Apr-2006 0.00000% N/A May-2006 0.00000% 1N/A ~~76,980~~May-2006 0.00000% ~~76,842~~N/A Jun-2006 0.89000% ~~170,597~~N/A Jun-2006 0.000% N/A Jul-2006 0.000% N/A Jul-2006 0.000% N/A Aug-2006 0.000% N/A Aug-2006 0.000% N/A Sep-2006 0.009% N/A Sep-2006 0.817% 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 0.111% Current Month 0.000% 3 Month Average 0.037% 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. Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 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 Jul-2006 0.000% N/A Jul-2006 0.000% N/A Aug-2006 0.000% N/A Aug-2006 0.000% N/A Sep-2006 0.111% N/A 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 ~~Loan~~ Detail - Prepayments during Current Period ~~First~~Summary ~~Original~~Loans ~~Loan~~Paid ~~LTV~~In atFull ~~Payment~~Repurchased ~~Principal~~Loans ~~Prepayment~~Original ~~Group~~Current ~~Number~~Original ~~State~~Current ~~Origination~~Principal ~~Date~~Scheduled ~~Balance~~Principal ~~Amount~~Scheduled 1Group ~~0037226941~~Count AZBalance ~~55.81~~Balance ~~01-Feb-2006~~Count ~~120,000.00~~Balance ~~119,490.09~~Balance 1 ~~0117946681 OR 20.00 01-Aug-2005 28,800.00 28,661.31 1 0117949602 AZ 20.00 01-Aug-2005 36,306.00 36,095.63 1 0117953794 CO 20.00 01-Aug-2005~~ 66~~,600.00~~ 666,~~287.52 1 0117965145 AZ 20.00 01-Aug-2005 33~~448,~~980~~762.~~00 33,798.26 1 0117976514 NJ 20.00 01-Sep-2005 51,000.00~~ 50~~,838.77~~ ~~1 0117979732 VA 20.00 01-Oct-2005 68~~6,~~000.00 67~~412,~~807~~244.49 1 0117989863 NJ 15.00 01-Oct-2005 40,950.00 40,793.94 1 0118010883 PA 20.00 01-Oct-2005 88,387.00 88,041.76 1 0118031137 WI 20.00 01-Oct-2005 43,400.00 43,277.08 1 0118255025 CT 13.33 27-Apr-2005 30,000.00 27,810.91 1 0118415298 CA 10.00 01-Nov-2005 52,000.00 51,851.70 1 0118743236 CA 20.00 01-Jan-2006 69,328.60 69,176.80 1 0118744127 CA 61.13 01-Jan-2006 217,000.00 216,155.35 1 0118744234 OK 20.00 01-Jan-2006 23,000.00 22,945.65 1 0118747484 TX 80.00 01-Dec-2005 117,200.00 116,637.24 1 0118749506 TX 46.61 01-Jan-2006 55,000.00 54,768.51 1 0118751510 FL 20.00 01-Jan-2006 83,242.00 83,083.77 1 0119027787 CA 20.00 01-Jan-2006 76,980.00 76,814.71 1 0119045904 CA 20.00 01-Feb-2006 130,000.00 129,772.85 10 ~~0119180644 VA 32~~0.~~55 01-Jan-2006 370,000.~~00 ~~369,253~~0.~~27 1 0119181279 VA 20.~~00 ~~01-Dec-2005~~2 51,900.00 51,789.90 1 0119181360 SC 20.00 01-Jan-2006 50,100.00 49,841.76 1 0119181899 WI 20.00 01-Feb-2006 33,000.00 32,951.85 1 0119183283 NJ 20.00 01-Jan-2006 42,000.00 41,926.06 1 0119350502 MD 20.00 01-Feb-2006 52,000.00 51,887.85 1 0119351450 PA 95.00 01-Mar-2006 73,150.00 73,013.69 1 0119355824 CA 64.35 01-Mar-2006 148,000.00 147,676.35 1 0119356152 CT 20.00 01-Mar-2006 80,200.00 80,092.52 1 0119364065 MA 20.00 01-Mar-2006 67,600.00 67,520.99 1 0119364446 CT 80.00 01-Mar-2006 140~~,000.00~~ 139,550.39 1 0119365617 TX 95.00 01-Mar-2006 29,925.00 29,877.04 1 0119368157 CA 20.00 01-Feb-2006 77,998.00 77,866.69 1 0119368215 CA 20.00 01-Mar-2006 71,496.00 71,412.00 1 0119369627 AZ 20.00 01-Mar-2006 53,000.00 52,928.97 1 0119371458 OH 46.38 01-Feb-2006 32,000.00 31,900.69 1 0119377216 IL 20.00 01-Mar-2006 91,000.00 90,894.03 1 0119378248 AZ 15.00 01-Mar-2006 27,750.00 27,713.61 1 0119383032 CA 15.00 01-Mar-2006 105,000.00 104,830.87 1 0119383776 ID 20.00 01-Mar-2006 39,548.00 39,505.38 1 0119389823 CA 20.00 01-Feb-2006 134,000.00 133,642.77 1 0119419984 AK 95.00 01-Mar-2006 199,500.00 199,500.00 1 0119421154 FL 20.00 01-Apr-2006 34,~~967.60 34~~364,~~936~~848.~~26 1 0119421170 FL 20.~~00 ~~01-Mar-2006~~ 34,~~222.00 34~~275,~~181~~714.36 1 0119422384 NJ 20.00 01-Mar-2006 54,000.00 53,941.90 1 0119423473 UT 20.00 01-Mar-2006 28,600.00 28,562.46 2 0018664821 NY 70.00 01-Dec-2004 189,000.00 185,719.51 2 0030262968 FL 80.00 01-Apr-2005 160,000.00 160,000.00 2 0031827355 MA 90.00 01-Jan-2006 414,000.00 413,726.65 2 0032034621 MD 61.08 01-Jan-2006 215,000.00 214,259.89 2 0037087558 FL 80.00 01-Feb-2006 83,208.00 82,952.35 2 0118741966 CA 68.57 01-Dec-2005 384,000.00 381,709.21 2 0118742188 CA 72.73 01-Dec-2005 200,000.00 200,000.00 2 0118743103 FL 90.00 01-Jan-2006 119,700.00 119,107.27 2 0118744747 FL 75.00 01-Jan-2006 126,750.00 126,287.18 2 0118745900 MI 85.00 01-Jan-2006 95,200.00 94,900.60 2 0118746981 IL 80.00 01-Jan-2006 114,400.00 113,962.75 2 0118747187 CT 90.00 01-Jan-2006 180,000.00 179,325.83 2 0118749076 FL 95.00 01-Jan-2006 216,600.00 215,961.43 2 0118749472 FL 79.82 01-Jan-2006 174,000.00 173,167.47 2 0118749696 TX 80.00 01-Jan-2006 144,000.00 143,464.51 2 0118751783 TX 80.00 01-Jan-2006 119,200.00 118,725.60 2 0118752351 CA 84.77 01-Sep-2005 373,000.00 373,000.00 2 0118753466 CA 90.00 01-Dec-2005 468,000.00 468,000.00 2 0118753490 CA 90.00 01-Nov-2005 515,700.00 515,700.00 2 0118754068 IL 85.00 01-Dec-2005 119,000.00 119,000.00 2 0119033454 NV 95.00 01-Jan-2006 213,750.00 213,750.00 2 0119034759 CA 80.00 01-Jan-2006 307,920.00 307,920.00 2 0119035053 CA 59.86 01-Feb-2006 340,000.00 338,519.74 2 0119046548 CA 80.00 01-Feb-2006 520,000.00 519,999.83 2 0119046977 FL 80.00 01-Feb-2006 152,000.00 151,525.82 2 0119187102 MA 90.00 01-Feb-2006 148,500.00 148,194.86 2 0119187458 NV 90.00 01-Jan-2006 418,500.00 417,291.80 2 0119187466 ID 80.00 01-Jan-2006 137,600.00 137,600.00 2 0119187482 MO 62~~.61~~ ~~01-Feb-2006~~0 ~~72,000~~0.00 ~~71,823~~0.~~80 2 0119349405 CA 70.~~00 ~~01-Mar-2006~~Total ~~364,000.00~~206 ~~364~~40,~~000.00 2 0119349520 CA 65.00 01-Mar-2006 425~~813,~~100~~610.00 425,100.00 2 0119350338 CA 73.00 01-Mar-2006 219,000.00 218,677.15 2 0119350445 MD 90.00 01-Mar-2006 117,000.00 116,728.52 2 0119350494 MD 80.00 01-Feb-2006 208,000.00 207,639.15 2 0119351146 MD 85.00 01-Mar-2006 208,250.00 208,064.63 2 0119351377 MD 90.00 01-Mar-2006 203,400.00 203,001.35 2 0119351724 MD 90.00 01-Mar-2006 117,000.00 116,929.51 2 0119352466 IL 85.00 01-Mar-2006 238,000.00 237,747.46 2 0119352540 IL 97.55 01-Feb-2006 517,000.00 516,656.38 2 0119352789 IL 68.00 01-Feb-2006 102,000.00 101,901.78 2 0119353183 IL 90.00 01-Mar-2006 216,000.00 215,740.87 2 0119353621 IL 80.00 01-Mar-2006 136,000.00 135,702.56 2 0119354744 CA 71.15 01-Feb-2006 296,000.00 294,686.78 2 0119355378 CA 44.26 01-Feb-2006 270,000.00 268,824.50 2 0119356145 CT 80.00 01-Mar-2006 320,800.00 320,800.00 2 0119356178 FL 57.37 01-Feb-2006 109,000.00 108,814.85 2 0119356806 IL 88.93 01-Feb-2006 112,500.00 112,171.60 2 0119357234 IL 85.00 01-Jan-2006 43,350.00 43,152.91 2 0119357531 CA 85.00 01-Mar-2006 293,250.00 293,044.36 2 0119358307 HI 78.10 01-Mar-2006 189,000.00 188,581.51 2 0119358323 FL 90.00 01-Mar-2006 103,410.00 103,245.23 2 0119359321 CA 69.88 01-Feb-2006 297,000.00 296,663.41 2 0119359354 CA 62.26 01-Feb-2006 330,000.00 329,416.54 2 0119359461 CA 95.00 01-Mar-2006 489,250.00 488,880.19 2 0119360162 CA 84.79 01-Mar-2006 250,125.00 249,352.81 2 0119360261 CA 85.00 01-Mar-2006 250,750.00 250,750.00 2 0119362523 CA 61.88 01-Mar-2006 247,500.00 247,130.00 2 0119362812 FL 80.00 01-Mar-2006 160,000.00 159,574.93 2 0119364057 MA 80.00 01-Mar-2006 270,400.00 269,601.72 2 0119366649 NY 76.59 01-Mar-2006 337,000.00 337,000.00 2 0119366946 NY 62.50 01-Mar-2006 550,000.00 548,455.53 2 0119368132 CA 80.00 01-Feb-2006 311,992.00 311,028.55 2 0119368207 CA 80.00 01-Mar-2006 285,986.00 285,697.62 2 0119368835 CA 62.87 01-Mar-2006 320,000.00 319,619.51 2 0119369163 MD 90.00 01-Mar-2006 256,500.00 256,076.75 2 0119369247 CA 90.00 01-Mar-2006 576,000.00 575,293.95 2 0119369478 CA 79.86 01-Mar-2006 291,500.00 291,051.85 2 0119369601 CA 95.00 01-Mar-2006 269,800.00 268,982.53 2 0119369874 CA 52.07 01-Mar-2006 289,000.00 288,526.56 2 0119371425 FL 69.26 01-Mar-2006 320,000.00 319,210.05 2 0119372472 IA 95.00 01-Mar-2006 42,750.00 42,662.96 2 0119372688 MN 90.00 01-Mar-2006 53,100.00 52,991.46 2 0119373637 CA 90.00 01-Mar-2006 481,500.00 481,055.26 2 0119374536 CA 70.00 01-Mar-2006 221,900.00 221,554.04 2 0119375483 NJ 80.00 01-Mar-2006 148,000.00 147,738.30 2 0119375947 NJ 78.77 01-Mar-2006 256,000.00 255,240.45 2 0119376143 NJ 69.95 01-Mar-2006 228,750.00 228,469.58 2 0119376176 NJ 89.78 01-Mar-2006 413,000.00 411,891.63 2 0119376192 NJ 67.04 01-Mar-2006 181,000.00 180,633.89 2 0119376671 IL 83.49 01-Mar-2006 263,000.00 262,699.96 2 0119377208 IL 80.00 01-Mar-2006 364,000.00 363,333.80 2 0119378230 AZ 80.00 01-Mar-2006 148,000.00 147,880.07 2 0119378339 AZ 90.00 01-Mar-2006 125,100.00 124,899.59 2 0119379949 IL 93.06 01-Feb-2006 228,000.00 227,823.49 2 0119380301 IL 89.76 01-Mar-2006 298,000.00 297,429.90 2 0119380764 WA 80.00 01-Mar-2006 288,000.00 287,871.84 2 0119380806 WA 95.00 01-Mar-2006 63,650.00 63,535.94 2 0119381093 WA 80.00 01-Mar-2006 232,000.00 231,810.48 2 0119381200 WA 45.28 01-Mar-2006 120,000.00 119,776.44 2 0119381747 MI 95.00 01-Feb-2006 64,125.00 63,972.93 2 0119381796 MI 90.00 01-Feb-2006 63,000.00 62,881.04 2 0119383024 CA 80.00 01-Mar-2006 560,000.00 559,323.32 2 0119383768 ID 80.00 01-Mar-2006 158,195.00 158,041.20 2 0119384741 CA 87.80 01-Mar-2006 464,900.00 464,900.00 2 0119386357 MO 75.00 01-Mar-2006 74,250.00 74,072.03 2 0119386423 MO 90.00 01-Mar-2006 59,181.00 59,079.43 2 0119387256 MO 95.00 01-Mar-2006 63,650.00 63,548.17 2 0119388692 NY 80.00 01-Mar-2006 272,000.00 271,631.58 2 0119389815 CA 80.00 01-Feb-2006 536,000.00 536,000.00 2 0119389930 CA 61.56 01-Mar-2006 193,900.00 193,629.85 2 0119421147 FL 80.00 01-Apr-2006 139,870.40 ~~139~~,~~870.40 2 0119421162 FL 80.00 01-Mar-2006 136~~687,~~888~~959.0047 ~~136,821.51~~0 ~~2 0119422376 NJ 80~~0.00 ~~01-Mar-2006 216,000~~0.00 215,484.35 2 0119422897 IL 90.00 01-Mar-2006 176,400.00 176,300.92 2 0119423465 UT 80.00 01-Mar-2006 114,400.00 114,156.23 2 0119423994 CA 70.00 01-Mar-2006 189,000.00 188,564.76 2 0119424174 FL 45.83 01-Mar-2006 110,000.00 109,726.43

Prepayment ~~Loan~~ Detail - Prepayments during Current Period (continued) ~~Current~~Summary ~~Loan~~Substitution ~~PIF~~Loans ~~Months~~Liquidated ~~Loan~~Loans Curtailments Original ~~Group~~Current ~~Number~~Original ~~Type~~Current ~~Delinquent~~Principal ~~Rate~~Scheduled ~~Term~~Principal ~~Seasoning~~Scheduled 1Curtailment ~~0037226941~~Group ~~Loan~~Count ~~Paid~~Balance inBalance ~~Full~~Count 0Balance ~~6.875%~~Balance ~~360~~Amount 4 1 ~~0117946681 Loan Paid in Full~~ 0 ~~10.250% 360 10 1 0117949602 Loan Paid in Full~~ 0 9.~~750%~~00 ~~360 10 1 0117953794 Loan Paid in Full~~ 0 10.~~375%~~00 ~~360~~3 ~~10 1 0117965145 Loan Paid in Full 0 9~~190,800.~~750%~~00 360 10 1 0117976514 Loan Paid in Full 0 11.750% 360 9 1 0117979732 Loan Paid in Full 0 11.750% 360 8 1 0117989863 Loan Paid in Full 0 10.375% 360 8 1 0118010883 Loan Paid in Full 0 10.250% 360 8 1 0118031137 Loan Paid in Full 0 11.750% 360 8 1 0118255025 Loan Paid in Full 0 8.750% 180 13 1 0118415298 Loan Paid in Full 0 11.150% 180 7 1 0118743236 Loan Paid in Full 0 11.000% 180 5 1 0118744127 Loan Paid in Full (1) 8.250% 360 5 1 0118744234 Loan Paid in Full 0 10.650% 180 5 1 0118747484 Loan Paid in Full 0 7.990% 360 6 1 0118749506 Loan Paid in Full 0 7.890% 360 5 1 0118751510 Loan Paid in Full 0 11.650% 180 5 1 0119027787 Liquidation 2 11.090% 180 5 1 0119045904 Loan Paid in Full 0 11.190~~% 180 4 1 0119180644 Loan Paid in Full 0 11~~,353.~~375%~~44 ~~360 5 1 0119181279 Loan Paid in Full 0 11~~86,299.~~875%~~03 360 6 1 0119181360 Loan Paid in Full 0 9.125% 360 5 1 0119181899 Loan Paid in Full 0 12.000% 360 4 1 0119183283 Loan Paid in Full 0 12.000% 360 5 1 0119350502 Loan Paid in Full 0 10.200% 180 4 1 0119351450 Loan Paid in Full 0 9.840% 360 3 1 0119355824 Loan Paid in Full 0 9.050% 360 3 1 0119356152 Loan Paid in Full 0 11.350% 180 3 1 0119364065 Loan Paid in Full 0 11.975% 180 3 1 0119364446 Loan Paid in Full (1) 7.150% 360 3 1 0119365617 Loan Paid in Full 0 10.525% 360 3 1 0119368157 Loan Paid in Full 0 11.350% 180 4 1 0119368215 Loan Paid in Full 0 11.950% 180 3 1 0119369627 Loan Paid in Full 0 11.350% 180 3 1 0119371458 Loan Paid in Full 0 8.450% 360 4 1 0119377216 Loan Paid in Full 0 11.990% 180 3 1 0119378248 Loan Paid in Full 0 11.450% 180 3 1 0119383032 Loan Paid in Full 0 10.500% 180 3 1 0119383776 Loan Paid in Full 0 12.340% 180 3 1 0119389823 Loan Paid in Full 0 10.490% 180 4 1 0119419984 Loan Paid in Full 0 9.000% 360 3 1 0119421154 Loan Paid in Full 0 11.850% 180 3 1 0119421170 Loan Paid in Full 0 11.900% 180 3 1 0119422384 Loan Paid in Full 0 12.350% 180 3 1 0119423473 Loan Paid in Full 0 11.450% 180 3 2 ~~0018664821 Loan Paid in Full~~ 0 ~~6.750% 360 18 2 0030262968 Loan Paid in Full (2) 6.375% 360 14 2 0031827355 Loan Paid in Full (1) 7.875% 360 5 2 0032034621 Loan Paid in Full~~ 0 8.~~900%~~00 ~~360 5 2 0037087558 Loan Paid in Full~~ 0 8.~~500%~~00 360 4 2 0118741966 Loan Paid in Full 0 6.890% 360 6 2 0118742188 Loan Paid in Full 0 6.840% 360 6 2 0118743103 Loan Paid in Full 0 7.040% 360 5 2 0118744747 Loan Paid in Full 0 8.565% 360 5 2 0118745900 Loan Paid in Full 0 9.290% 360 5 2 0118746981 Loan Paid in Full 0 8.340% 360 5 2 0118747187 Loan Paid in Full 0 8.440% 360 5 2 0118749076 Loan Paid in Full 0 9.600% 360 5 2 0118749472 Loan Paid in Full 0 7.215% 360 5 2 0118749696 Loan Paid in Full 1 8.490% 360 5 2 0118751783 Loan Paid in Full 0 8.140% 360 5 2 0118752351 Loan Paid in Full 0 7.700% 360 9 2 0118753466 Loan Paid in Full 0 8.300% 360 6 2 0118753490 Loan Paid in Full 0 7.590% 360 7 2 0118754068 Loan Paid in Full 0 8.715% 360 6 2 0119033454 Loan Paid in Full 0 8.280% 360 5 2 0119034759 Loan Paid in Full 2 7.765% 360 5 2 0119035053 Loan Paid in Full 0 6.750% 360 4 2 0119046548 Loan Paid in Full 0 7.405% 360 4 2 0119046977 Loan Paid in Full 0 8.425% 360 4 2 0119187102 Loan Paid in Full 0 10.425% 360 4 2 0119187458 Loan Paid in Full (1) 9.700% 360 5 2 0119187466 Loan Paid in Full 0 8.925% 360 5 2 0119187482 Loan Paid in Full 0 9.600% 360 4 2 0119349405 Loan Paid in Full 0 7.550% 360 3 2 0119349520 Loan Paid in Full 0 8.93,500~~% 360 3 2 0119350338 Loan Paid in Full 0 7~~.~~150%~~00 ~~360 3 2 0119350445 Loan Paid in Full 0 8~~93,242.~~950%~~76 ~~360 3 2 0119350494 Loan Paid in Full 0 7~~26,344.~~375%~~27 ~~360~~Total ~~4 2 0119351146 Loan Paid in Full~~ 0 ~~8.900% 360 3 2 0119351377 Loan Paid in Full~~ 0 9.~~575%~~00 ~~360 3 2 0119351724 Loan Paid in Full~~ 0 10.~~300%~~00 ~~360 3 2 0119352466 Loan Paid in Full 0 8.300% 360 3 2 0119352540 Loan Paid in Full 0 10.625% 360~~ 4 2 0119352789 Loan Paid in Full 0 9.400% 360 4 2 0119353183 Loan Paid in Full 0 7.875% 360 3 2 0119353621 Loan Paid in Full 0 9.050% 360 3 2 0119354744 Loan Paid in Full 0 7.150% 360 4 2 0119355378 Loan Paid in Full 0 6.750% 360 4 2 0119356145 Loan Paid in Full 0 8.575% 360 3 2 0119356178 Loan Paid in Full 0 7.450% 360 4 2 0119356806 Loan Paid in Full 0 8.780% 360 4 2 0119357234 Loan Paid in Full 0 8.700% 360 5 2 0119357531 Loan Paid in Full 0 9.700% 360 3 2 0119358307 Loan Paid in Full 0 8.990% 360 3 2 0119358323 Loan Paid in Full (1) 10.550% 360 3 2 0119359321 Loan Paid in Full 2 8.850% 360 4 2 0119359354 Loan Paid in Full 0 7.375% 360 4 2 0119359461 Loan Paid in Full 0 9.450% 360 3 2 0119360162 Loan Paid in Full 0 7.350% 360 3 2 0119360261 Loan Paid in Full 0 8.450% 360 3 2 0119362523 Loan Paid in Full 0 7.100% 360 3 2 0119362812 Loan Paid in Full 0 8.100% 360 3 2 0119364057 Loan Paid in Full 0 7.575% 360 3 2 0119366649 Loan Paid in Full 0 7.550% 360 3 2 0119366946 Loan Paid in Full 0 7.825% 360 3 2 0119368132 Loan Paid in Full 0 8.475% 360 4 2 0119368207 Loan Paid in Full 0 8.475% 360 3 2 0119368835 Loan Paid in Full 0 8.000% 360 3 2 0119369163 Loan Paid in Full 0 7.800% 360 3 2 0119369247 Loan Paid in Full 0 7.800% 360 3 2 0119369478 Loan Paid in Full 0 7.000% 360 3 2 0119369601 Loan Paid in Full (1) 7.500% 360 3 2 0119369874 Loan Paid in Full 0 6.850% 360 3 2 0119371425 Loan Paid in Full 0 8.525% 360 3 2 0119372472 Loan Paid in Full 0 9.990% 360 3 2 0119372688 Loan Paid in Full 0 9.375% 360 3 2 0119373637 Loan Paid in Full 0 8.775% 360 3 2 0119374536 Loan Paid in Full 0 6.950% 360 3 2 0119375483 Loan Paid in Full 0 10.250% 360 3 2 0119375947 Loan Paid in Full 0 7.550% 360 3 2 0119376143 Loan Paid in Full 0 7.800% 360 3 2 0119376176 Loan Paid in Full 0 8.050% 360 3 2 0119376192 Loan Paid in Full 0 9.425% 360 3 2 0119376671 Loan Paid in Full 0 8.050% 360 3 2 0119377208 Loan Paid in Full 0 9.900% 360 3 2 0119378230 Loan Paid in Full 0 9.275% 360 3 2 0119378339 Loan Paid in Full 0 10.525% 360 3 2 0119379949 Loan Paid in Full 0 10.125% 360 4 2 0119380301 Loan Paid in Full 0 9.690% 360 3 2 0119380764 Loan Paid in Full 0 8.900% 360 3 2 0119380806 Loan Paid in Full 0 10.000% 360 3 2 0119381093 Loan Paid in Full 0 9.190% 360 3 2 0119381200 Loan Paid in Full (1) 12.100% 360 3 2 0119381747 Loan Paid in Full 0 9.750% 360 4 2 0119381796 Loan Paid in Full 0 10.900% 360 4 2 0119383024 Loan Paid in Full 0 7.850% 360 3 2 0119383768 Loan Paid in Full 0 8.600% 360 3 2 0119384741 Loan Paid in Full 0 8.115% 360 3 2 0119386357 Loan Paid in Full 0 10.225% 360 3 2 0119386423 Loan Paid in Full 0 10.284,300~~% 360 3 2 0119387256 Loan Paid in Full 0 10~~.~~725%~~00 ~~360 3 2 0119388692 Loan Paid in Full 0 7~~283,596.~~450%~~20 ~~360 3 2 0119389815 Loan Paid in Full 1 8~~112,643.425% 360 4 2 0119389930 Loan Paid in Full 0 7.350% 360 3 2 0119421147 Loan Paid in Full 0 8.750% 360 3 2 0119421162 Loan Paid in Full 0 9.700% 360 3 2 0119422376 Loan Paid in Full 0 8.625% 360 3 2 0119422897 Loan Paid in Full 0 10.500% 360 3 2 0119423465 Loan Paid in Full 0 9.175% 360 3 2 0119423994 Loan Paid in Full 0 8.800% 360 3 2 0119424174 Loan Paid in Full 0 8.425% 360 330

Summary SMM CPR PSA Current Month 2.239% Current Month 23.790% Current Month 3,013.706% 3 Month Average 1.808% 3 Month Average 19.607% 3 Month Average 3,455.864% 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-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 16.284% N/A Apr-2006 4,174.781% N/A May-2006 18.747% N/A May-2006 3,179.103% N/A Jun-2006 23.790% N/A Jun-2006 3,013.706% 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. 1 SMM CPR PSA Current Month 1.706% Current Month 18.654% Current Month 2,036.306% 3 Month Average 1.141% 3 Month Average 12.773% 3 Month Average 1,770.115% 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-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 9.799% N/A Apr-2006 1,897.392% N/A May-2006 9.865% N/A May-2006 1,376.646% N/A Jun-2006 18.654% N/A Jun-2006 2,036.306% 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. 2 SMM CPR PSA Current Month 2.341% Current Month 24.740% Current Month 3,234.035% 3 Month Average 1.935% 3 Month Average 20.845% 3 Month Average 3,866.553% 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-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 17.456% N/A Apr-2006 4,768.359% N/A May-2006 20.338% N/A May-2006 3,597.266% N/A Jun-2006 24.740% N/A Jun-2006 3,234.035% 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))

Prepayment - Voluntary Prepayments

~~Interest~~Breaches ~~Rate~~Current ~~Stratification~~Loan ~~Summary~~Scheduled 1Current 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($) Balance($) < 5.000 0 0.00 0.000 0 0.00 0.000 5.000 5.499 0 0.00 0.000 0 0.00 0.000 5.500 5.999 37 10,899,460.36 0.859 1 249,089.81 0.121 6.000 6.499 105 31,334,328.98 2.470 6 1,393,179.57 0.679 6.500 6.999 510 131,604,508.45 10.374 96 20,779,336.19 10.133 7.000 7.499 641 157,124,970.27 12.386 91 15,922,825.83 7.765 7.500 7.999 1,177 284,766,425.99 22.448 125 24,178,206.56 11.790 8.000 8.499 770 174,082,362.80 13.723 78 9,267,496.29 4.519 8.500 8.999 854 172,672,611.37 13.611 122 12,780,060.85 6.232 9.000 9.499 493 85,962,783.61 6.776 89 8,282,669.32 4.039 9.500 9.999 592 78,372,504.49 6.178 220 14,183,396.87 6.916 10.000 10.499 502 45,447,724.12 3.583 347 21,011,835.79 10.246 10.500 10.999 410 32,651,755.52 2.574 297 18,785,656.82 9.161 11.000 11.499 277 18,388,526.91 1.450 248 15,372,964.19 7.496 11.500 11.999 424 25,211,879.82 1.987 401 23,121,497.91 11.275 12.000 12.499 284 15,173,542.79 1.196 280 14,880,095.25 7.256 12.500 12.999 62 3,414,536.19 0.269 61 3,383,066.16 1.650 13.000 13.499 32 1,428,890.21 0.113 32 1,428,890.21 0.697 13.500 13.999 1 48,953.55 0.004 1 48,953.55 0.024 >= 14.000 0 0.00 0.000 0 0.00 0.000 Total 7,171 1,268,585,765.43 100.000 2,495 205,069,221.17 100.000Period

Interest Rate Stratification ~~(continued)~~Summary 21 Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 5.000 0 0.00 0.000 0 0.00 0.000 5.000 5.499 0 0.00 0.000 0 0.00 0.000 5.500 5.999 3633 109,~~650~~314,~~370~~788.5570 0.804 1 248,690.~~001~~02 0.131 6.000 6.499 99101 2930,~~941~~010,~~149~~225.4113 2.~~815~~592 6 1,386,944.17 0.733 6.500 6.999 ~~414~~475 ~~110~~122,~~825~~567,~~172~~367.2655 10.~~421~~585 91 19,576,645.72 10.342 7.000 7.499 ~~550~~601 ~~141~~145,~~202~~278,~~144~~410.4486 1312.~~277~~546 89 15,680,105.94 8.284 7.500 7.999 1,~~052~~103 ~~260~~264,~~588~~127,~~219~~837.4374 2422.~~503~~809 116 22,237,752.30 11.748 8.000 8.499 ~~692~~715 ~~164~~160,~~814~~737,~~866~~287.5132 13.881 71 8,315,162.15 4.~~497~~393 8.500 8.999 ~~732~~771 ~~159~~152,~~892~~671,~~550~~014.5223 1513.~~034~~184 116 11,430,181.90 6.038 9.000 9.499 ~~404~~447 7775,~~680~~264,~~114~~211.2967 6.500 84 7,219,240.~~304~~53 3.814 9.500 9.999 ~~372~~549 6470,~~189~~989,~~107~~266.6244 6.~~036~~130 208 13,480,999.98 7.122 10.000 10.499 ~~155~~453 2439,~~435~~696,~~888~~404.3385 23.~~298~~428 321 19,380,879.77 10.239 10.500 10.999 ~~113~~384 1330,~~866~~099,~~098~~598.7083 12.~~304~~599 283 17,650,047.27 9.324 11.000 11.499 29260 316,~~015~~797,~~562~~554.7214 01.~~284~~451 232 14,538,946.95 7.681 11.500 11.999 23389 222,~~090~~897,~~381~~469.9199 01.~~197~~977 367 20,878,615.04 11.030 12.000 12.499 4245 ~~293~~13,~~447~~084,310.5452 01.~~028~~130 242 12,826,148.41 6.776 12.500 12.999 157 313,~~470~~094,808.0366 0.~~003~~267 57 3,094,808.66 1.635 13.000 13.499 030 1,297,802.04 0.00112 30 1,297,802.04 0.~~000~~686 13.500 13.999 01 48,923.93 0.00004 1 48,923.93 0.~~000~~026 >= 14.000 0 0.00 0.000 0 0.00 0.000 Total 46,~~676~~614 1,~~063~~157,~~516~~977,~~544~~282.2660 100.000 2,315 189,291,894.78 100.000

~~Supplemental~~Interest ~~Reporting~~Rate ~~Master~~Stratification ~~Servicer~~(continued) ~~Remittance~~2 ~~Date~~Current ~~With~~Number ~~respect~~of toOutstanding ~~each~~Percentage ~~Distribution~~of ~~Date,~~Interest ~~two~~Rate ~~Business~~Loans ~~Days~~Scheduled ~~immediately~~Balance(%) ~~preceding~~Range(%) ~~such~~Balance($) ~~Distribution~~< ~~Date~~5.000 ~~Distribution~~0 ~~Date~~0.00 ~~The~~0.000 ~~25th~~5.000 ~~day~~5.499 of0 ~~each~~0.00 ~~month~~0.000 ~~or,~~5.500 if5.999 ~~such~~32 ~~25th day is not a Business Day~~9, ~~the next succeeding Business Day~~066,098.68 ~~commencing~~0.936 in6.000 ~~April 2006~~6.499 ~~Determination~~95 ~~Date With respect to each Distribution Date~~28,623,280.96 ~~the~~2.955 ~~18th~~6.500 ~~day~~6.999 of384 ~~the month in which such Distribution Date occurs~~102, or990,721.83 if10.632 ~~such~~7.000 ~~18th~~7.499 ~~day~~512 ~~is not a Business Day~~129,598,304.92 ~~the~~13.379 ~~next~~7.500 ~~succeeding Business Day~~7.999 ~~Closing~~987 ~~Date March 30~~241,890,085.44 ~~2006~~24.971 ~~LIBOR~~8.000 ~~Determination Date The second LIBOR Business Day immediately preceding the commencement of each Accrual Period for any LIBOR Certificate~~8.499 ~~Record~~644 ~~Date With respect to any Class of Book-Entry Certificates and any Distribution Date~~152,422,125.17 ~~the~~15.735 ~~close~~8.500 ~~of business on the Business Day immediately preceding such Distribution Date~~8.999 ~~With~~655 ~~respect to any Class of Definitive Certificates and any Distribution Date~~141, ~~the last Business Day of the month immediately preceding the month in which the Distribution Date occurs (or~~240,832.33 in14.581 ~~the~~9.000 ~~case~~9.499 of363 ~~the first Distribution Date~~68,044,971.14 ~~the~~7.024 ~~Closing~~9.500 ~~Date)~~9.999 ~~LIBOR~~341 ~~Business Day Any day on which banks in London~~57,508,266.46 ~~England~~5.937 ~~and~~10.000 ~~The City of New York are open and conducting transactions in foreign currency and exchange~~10.499 ~~Business~~132 ~~Day Any day other than (i) a Saturday or a Sunday~~20,315,525.08 ~~(ii)~~2.097 a10.500 ~~day~~10.999 on101 ~~which banking institutions in New York~~12, ~~New York or~~449,551.56 if1.285 ~~other~~11.000 ~~than~~11.499 ~~New~~28 ~~York or the city in which the principal office of the Corporate Trust Office of the Trustee is located~~2,258,607.19 or0.233 ~~the~~11.500 ~~States~~11.999 of22 ~~Maryland~~2, ~~Massachusetts~~018,854.95 ~~Minnesota~~0.208 or12.000 ~~Colorado~~12.499 ~~are~~3 ~~closed~~258,162.11 or0.027 ~~(iii)~~12.500 ~~with~~12.999 ~~respect~~0 to0.00 ~~any~~0.000 ~~Servicer~~13.000 ~~Remittance~~13.499 ~~Date~~0 or0.00 ~~any~~0.000 ~~Servicer~~13.500 ~~reporting~~13.999 ~~date,~~0 ~~the~~0.00 ~~States~~0.000 ~~specified~~>= in14.000 ~~the~~0 ~~definition~~0.00 of0.000 ~~"Business~~Total ~~Day"~~4,299 ~~in the related Servicing Agreement~~968,685,387.82 ~~are authorized or obligated by law or executive order to be closed~~100.000

(logo) Clayton SAIL 2006-2 Credit Risk Management Report May 2006 (C) 2006 Clayton Fixed Income Services Inc. All rights reserved The information contained in this Report is based upon a specific point in time and reflects performance solely through that point in time. It does not forecast the performance of the portfolio in the future. The information in this Report is not investment advice concerning a particular portfolio or security, and no mention of a particular security in this Report constitutes a recommendation to buy, sell, or hold that or any other security. The Report is based upon information provided to Clayton Fixed Income Services Inc. by third parties and therefore Clayton Fixed Income Services Inc. cannot, and does not, warrant that the information contained in this Report is accurate or complete. (C) 2006 Clayton Fixed Income Services Inc. All rights reserved. Table of Contents Section One Executive Summary Section Two Loan-Level Report Section Three Prepayment Penalty Analysis Section Four Mortgage Insurance Report Section Five Loss Analysis Section Six Analytics (C) 2006 Clayton Fixed Income Services Inc. All rights reserved Section One Executive Summary (C) 2006 Clayton Fixed Income Services Inc. All rights reserved SAIL 2006-2 Executive Summary May 2006 Transaction Summary Closing Date: 03/30/2006 Trustee(s): U. S. Bank Securities Administrator: Wells Fargo Bank, N.A. Master Servicer: Aurora Loan Services Master Servicing Servicer(s): America's Servicing Company, Aurora Loan Services, Chase Home Finance, GMAC Mortgage, HomEq, Option One Mortgage, Wells Fargo Mortgage Insurer(s): Mortgage Guaranty Insurance Corporation, PMI Mortgage Insurance Co., Radian Guaranty, Republic Mortgage Insurance Company Delinquency Reporting Method: OTS1 Collateral Summary 4/30/2006 Balance as a Closing Date As of 4/30/2006 2 Percentage of Closing DateBalance Collateral Balance $1,342,860,399 $1,305,878,225 97.24% Loan Count 7,529 7,356 97.70% 1 OTS Method: A current loan becomes 30 days delinquent if the scheduled payment is not made by the close of business on the corresponding day of the following month. Similarly for 60 days delinquent and the second immediately succeeding month and 90 days delinquent and the third immediately succeeding month. 2 These figures are based upon information provided to Clayton Fixed Income Services Inc. by the servicers on a monthly basis. (C) 2006 Clayton Fixed Income Services Inc. All rights reserved. Value Added Total Value Added for SAIL 2006-2 as of 5/25/2006 Issues Amount Recovered 1 $0 Collateral Statistics Loan Count Summed Balance First Payment Defaults 60 $10,769,417 Early Payment Defaults* 52 $9,495,006 *A default that occurs on the second or third scheduled payment Second Lien Statistics Loan Count Summed Balance Total Outstanding Second Lien Loans 1,946 $113,499,501 30+ Days Delinquent 40 $3,122,438 60+ Days Delinquent 8 $615,091 90+ Days Delinquent 1 $77,416 Prepayments Remittance Date Beginning Collateral Balance Total Prepayments Percentage of Prepayment 5/25/2006 $1,321,347,039 $22,654,175 1.71 4/25/2006 $1,341,599,733 $19,716,876 1.46 Prepayment Penalty Analysis For each remittance, Clayton reconciles the prepayment penalties that are collected by the servicers and remitted to the trust to ensure all appropriate funds are passed to the certificateholders. Please refer to the Prepayment Penalty Analysis section of this report for details regarding loans with prepayment penalty flags that were paid in full. The table below provides a summary of Clayton's reconciliation for this remittance. Total Cash Flows Remittance Date Amount Remitted to the Trust Amount Remitted by the Difference Servicers 5/25/2006 $183,349 $183,349 $0 Mortgage Insurance Clayton actively monitors mortgage insurance (MI) coverage for this deal. Each month, loans with MI coverage are reviewed to ensure that the servicer has followed the appropriate claim filing process, that appropriate claims are paid, and that appropriate proceeds are remitted to the trust. The Mortgage Insurance Watchlist consists of all claims pending for 60+ days. Clayton monitors these claims to ensure that the servicer and MI company are proceeding to resolve the pending claims. Clayton also reviews each coverage rescission to ensure the findings were warranted and disputes them if discrepancies are found. Please refer to the Mortgage Insurance Report section for information regarding MI coverage for this deal. Loss Analysis Loss Issues for Current Month For each remittance, Clayton analyzes each loan-level loss to ensure that the accurate amount of sale, MI, and hazard insurance proceeds are remitted to the trust. We also review these losses to ensure servicing advances, such as escrow advances and foreclosure fees, are reasonable. If any discrepancies are identified, Clayton actively pursues the servicer to mitigate the loss. Please refer to the Loss Analysis section of this report for details regarding losses to the security. Below is a summary of the losses passed through in this remittance. Loss Summary Remittance Losses Remitted to the Trust Number of Loan-Level Losses/Gains 5/25/2006 $0 0 (C) 2006 Clayton Fixed Income Services Inc. All rights reserved. Section Two Loan-Level Report (C) 2006 Clayton Fixed Income Services Inc. All rights reserved Loan-Level Report Definitions * FICO(R): Represents the borrower's credit score at the time of securitization/origination. *Last Paid Date: Either the interest paid-through date or the last contractually due payment made by the borrower. Clayton Fixed Income Services Inc. uses this date to calculate delinquencies. *Valuation: Represents what is believed to be the most accurate known value of a property based on Clayton Fixed Income Services Inc.'s internal formulas. Several value appraisals may exist for a believed to be the most accurate value according to these formulas is shown on the report. When no value is available, a valuation known as an "internal estimate" is calculated according to an internal formula that adjusts the original value of the property by the Housing Price Index (HPI) and a discount based on credit class. *Liquidation Date: Clayton Fixed Income Services Inc.'s internal estimate of the date on which the proceeds through foreclosure and REO. This date takes into consideration servicing and state foreclosure timelines, as well as an estimated REO marketing period. *Estimated Loss/(Gain): Clayton Fixed Income Services Inc.'s internal estimate of the loss (or gain) that experience if it liquidates on the Liquidation Date. *Delinquency Status: Indicates the monthly payment and delinquency history for an individual loan. The right-most character specifies the last known delinquency status, according to the following: * C The contractually due payment arrived on time. * 3 The contractually due payment had not arrived within thirty days. * 6 The contractually due payment had not arrived within sixty days. * 9 The contractually due payment had not arrived within ninety days. * F The property is in the process of foreclosure. * R The property is real estate owned (REO). * 0 The mortgage has either liquidated or been paid off. *Delinquency Method: The delinquencies for this security are calculated according to the OTS method: a current loan becomes 30 days delinquent if the scheduled payment is not made by the close of business on the corresponding day of the following month. (C) 2006 Clayton Fixed Income Services Inc. All rights reserved. SAIL 2006-2 Loan-Level Report Mortgage Data Through: April 30, 2006 Watchlist Lien State First Pmt. Valuation Orig. Appr. Loan Number Group FICO(R) Last Paid Dt. Valuation Date Current Value 7732998 1 IN 9/1/2005 Internal Estimate $89,000 522 12/1/2005 9/30/2005 $67,640 Orig Amount OLTV Severity Liq. Date Delinquency Loan Number (cont). Current Bal CLTV MI Type Coverage Est (Gain)/Loss * Status 7732998 $84,550 95% 44.84% 7/1/2007 $37,920 CF $84,311 125% Monitor Default Reason: (Unknown) 6/5/2006 This loan has been added to the Watchlist, because it is in foreclosure with an estimated loss, and no BPO has been completed yet. We will continue to monitor this loan to ensure a BPO is completed and the loan is within foreclosure guidelines. *The estimated loss includes estimated mortgage insurance proceeds where applicable and in addition if the loan has been liquidated this reflects the actual loss that has been passed to the trust. Lien State First Pmt. Valuation Orig. Appr. Loan Number Group FICO(R) Last Paid Dt. Valuation Date Current Value 7725549 1 CA 4/1/2005 Internal Estimate $107,000 538 12/1/2005 9/30/2005 $92,094 Orig Amount OLTV Severity Liq. Date Delinquency Loan Number (cont). Current Bal CLTV MI Type Coverage Est (Gain)/Loss * Status 7725549 $85,600 80% 18.15% 3/1/2007 $15,545 3F $85,208 93% Monitor Default Reason: (Unknown) 6/5/2006 This loan has been added to the Watchlist because the loan has entered foreclosure status and a BPO has not been completed yet. We will continue to monitor this loan the ensure that a BPO is completed and the foreclosure process is within guidelines. * The estimated loss includes estimated mortgage insurance proceeds where applicable and in addition if the loan has been liquidated this reflects the actual loss that has been passed to the trust. Lien State First Pmt. Valuation Orig. Appr. Loan Number Group FICO(R) Last Paid Dt. Valuation Date Current Value 7726892 2 MD 7/1/2005 BPO $388,065 502 12/1/2005 3/24/2006 $400,000 Orig Amount OLTV Severity Liq. Date Delinquency Loan Number (cont). Current Bal CLTV MI Type Coverage Est (Gain)/Loss * Status 7726892 $77,600 20% 78.85% 12/1/2006 $61,192 69 $77,416 19% Monitor Default Reason: (Unknown) 6/5/2006 This is a delinquent second lien, and the senior is not monitored by Clayton. If the loan continues to be delinquent we will ask the servicer about the status of the first lien. 5/9/2006 This loan has been added to the Watchlist, because it is 60 days delinquent and has a high estimated loss. *The estimated loss includes estimated mortgage insurance proceeds where applicable and in addition if the loan has been liquidated this reflects the actual loss that has been passed to the trust. (C) 2006 Clayton Fixed Income Services Inc. All rights reserved. SAIL 2006-2 Loan-Level Report Mortgage Data Through: April 30, 2006 Watchlist Lien State First Pmt. Valuation Orig. Appr. Loan Number Group FICO(R) Last Paid Dt. Valuation Date Current Value 7732729 2 CA 1/1/2006 BPO $850,000 596 1/1/2006 4/7/2006 $715,000 Orig Amount OLTV Severity Liq. Date Delinquency Loan Number (cont). Current Bal CLTV MI Type Coverage Est (Gain)/Loss * Status 7732729 $170,000 20% 109.96% 4/1/2007 $186,943 36 $169,949 24% Monitor Default Reason: (Unknown) 6/5/2006 This loan was added to the Watchlist because it is a delinquent second lien. The first is also monitored by Clayton, 7732869, and is also delinquent. There is no BPO listed for this loan, but a BPO for the first, dated 4/7/2006, values the property at $715,000. We will continue to monitor both these loans. *The estimated loss includes estimated mortgage insurance proceeds where applicable and in addition if the loan has been liquidated this reflects the actual loss that has been passed to the trust. Lien State First Pmt. Valuation Orig. Appr. Loan Number Group FICO(R) Last Paid Dt. Valuation Date Current Value 7729679 1 MN 3/1/2006 Internal Estimate $350,000 657 4/1/2006 12/31/2005 $266,000 Orig Amount OLTV Severity Liq. Date Delinquency Loan Number (cont). Current Bal CLTV MI Type Coverage Est (Gain)/Loss * Status 7729679 $315,000 90% 0.77% 12/1/2007 $2,443 CC $314,723 118% L 34.00% Monitor Default Reason: (Unknown) 6/6/2006 This loan liquidated with an active prepayment penalty flag during the 5/25/2006 distribution but no penalty was collected. We have asked the servicer why no premium was collected and we await a response. *The estimated loss includes estimated mortgage insurance proceeds where applicable and in addition if the loan has been liquidated this reflects the actual loss that has been passed to the trust. (C) 2006 Clayton Fixed Income Services Inc. All rights reserved. Section Three Prepayment Penalty Analysis (C) 2006 Clayton Fixed Income Services Inc. All rights reserved SAIL 2006-2 Prepayment Penalty Analysis Trustee Remittance Date: May 25, 2006 Total Cash Flows Trustee Remittance Date 5/25/2006 4/25/2006 3/25/2006 Amount Remitted to the Trust $183,349 $170,001 $0 Amount Remitted by the Servicers $183,349 $170,001 $0 Difference $0 $0 $0 Total Collections by the Servicers Total Paid-Off Loans 111 93 0 Total Paid-Off Loans with Prepayment Flags 27 27 0 Exceptions Expired Prepayment Clauses (as stated in the Note) 0 0 0 Liquidated out of REO Status 0 0 0 Acceleration of Debt 0 0 0 Loss Mitigation (Short Sales, Charge Offs) 0 0 0 Documentation Issues Preventing the Collection of Prepayment Penalties 0 0 0 Other - Actions Preventing the Collection of Prepayment Penalties 0 0 0 Total Paid-Off Loans with Active Prepayment Flags 27 27 0 Other Exceptions Paid-Off Loans that Did Not Have Penalties Collected because of State Statutes 0 2 0 Paid-Off Loans with Active Prepayment Flags that Did Not Have Penalties Remitted 1 0 0 Aggregate Paid-Off Loans Loans with Active Prepayment Flags with Penalties Remitted 26 25 0 Loans without Prepayment Flags or with Expired Flags with Penalties Remitted 0 0 0 Total Loans with Penalties Remitted 26 25 0 Total Loans with Penalties Remitted to the Total Paid-Off Loans 23.42% 26.88% N/A Penalties Remitted for loans with Active Prepayment Flags 96.30% 92.59% N/A SAIL 2006-2 Prepayment Penalty Analysis (cont.) Trustee Remittance Date: May 25, 2006 Total Cash Flows Trustee Remittance Date 2/25/2006 1/25/2006 12/25/2005 Amount Remitted to the Trust $0 $0 $0 Amount Remitted by the Servicers $0 $0 $0 Difference $0 $0 $0 Total Collections by the Servicers Total Paid-Off Loans 0 0 0 Total Paid-Off Loans with Prepayment Flags 0 0 0 Exceptions Expired Prepayment Clauses (as stated in the Note) 0 0 0 Liquidated out of REO Status 0 0 0 Acceleration of Debt 0 0 0 Loss Mitigation (Short Sales, Charge Offs) 0 0 0 Documentation Issues Preventing the Collection of Prepayment Penalties 0 0 0 Other - Actions Preventing the Collection of Prepayment Penalties 0 0 0 Total Paid-Off Loans with Active Prepayment Flags 0 0 0 Other Exceptions Paid-Off Loans that Did Not Have Penalties Collected because of State Statutes 0 0 0 Paid-Off Loans with Active Prepayment Flags that Did Not Have Penalties Remitted 0 0 0 Aggregate Paid-Off Loans Loans with Active Prepayment Flags with Penalties Remitted 0 0 0 Loans without Prepayment Flags or with Expired Flags with Penalties Remitted 0 0 0 Total Loans with Penalties Remitted 0 0 0 Total Loans with Penalties Remitted to the Total Paid-Off Loans N/A N/A N/A Penalties Remitted for loans with Active Prepayment Flags N/A N/A N/A (C) 2006 Clayton Fixed Income Services Inc. All rights reserved. SAIL 2006-2 Paid-Off Mortgages With Prepayment Flags Trustee Remittance Date: May 25, 2006 Loan Origination Years to Expiration Payoff PPP % of PPP to Number State Delinquency History Date Expiration Date Amount Remitted Payoff Amount Comments 7729679 MN CC0 1/6/2006 2 1/6/2008 $314,592 $0 0% Awaiting servicer's response 7725558 CA CC0 3/31/2005 2 3/31/2007 $532,449 $12,209 2% 7725555 CA CC0 4/1/2005 2 4/1/2007 $182,177 $4,642 3% 7726889 FL C0 5/13/2005 2 5/13/2007 $14,953 $735 5% 7733036 IA CC0 7/25/2005 2 7/25/2007 $66,148 $662 1% 7725823 CA C0 10/18/2005 2 10/18/2007 $43,095 $1,810 4% 7725892 CA C0 10/26/2005 2 10/26/2007 $374,045 $10,168 3% 7725926 CA CC0 10/26/2005 2 10/26/2007 $211,104 $6,619 3% 7726093 CA CC0 11/1/2005 2 11/1/2007 $137,386 $3,645 3% 7726094 AZ CC0 11/8/2005 2 11/8/2007 $33,131 $1,372 4% 7726147 CA C0 11/8/2005 2 11/8/2007 $239,477 $9,723 4% 7726228 CA CC0 11/8/2005 2 11/8/2007 $63,852 $2,807 4% 7726006 FL CC0 11/9/2005 2 11/9/2007 $498,582 $17,742 4% 7725656 CA C0 11/15/2005 2 11/15/2007 $66,891 $3,074 5% 7726757 FL CC0 12/21/2005 2 12/21/2007 $283,142 $8,459 3% 7727408 CA C0 12/21/2005 2 12/21/2007 $335,606 $12,067 4% 7726799 AZ CC0 12/21/2005 2 12/21/2007 $289,055 $10,698 4% 7728228 AZ C0 12/28/2005 2 12/28/2007 $179,935 $6,909 4% 7728125 CA C0 12/30/2005 2 12/30/2007 $468,000 $14,555 3% 7728845 CT CC0 1/13/2006 2 1/13/2008 $161,702 $5,483 3% 7730604 MI CC0 1/13/2006 2 1/13/2008 $46,960 $470 1% 7727454 CA C0 1/20/2006 2 1/20/2008 $420,314 $14,968 4% 7731520 CA C0 1/30/2006 2 1/30/2008 $332,935 $12,385 4% 7732194 FL C0 2/10/2006 2 2/10/2008 $221,200 $7,300 3% 7733005 CA C0 8/26/2005 3 8/26/2008 $403,900 $9,896 2% 7726778 FL CC0 12/21/2005 3 12/21/2008 $70,923 $3,491 5% 7727856 CA C0 12/22/2005 3 12/22/2008 $30,972 $1,460 5% (C) 2006 Clayton Fixed Income Services Inc. All rights reserved. SAIL 2006-2 Outstanding Issues Trustee Remittance Date: May 25, 2006 Loan Origination Years to Expiration Payoff Number State Delinquency History Date Expiration Date Amount 7729679 MN CC 1/6/2006 2 1/6/2008 $314,592 Loan Cur. Funds Total % of PPP to Number Remitted PPP Remitted Payoff Amount Comments 7729679 (cont.) $0 0% Awaiting servicer's response (C) 2006 Clayton Fixed Income Services Inc. All rights reserved. Section Four Mortgage Insurance Report (C) 2006 Clayton Fixed Income Services Inc. All rights reserved SAIL 2006-2 Mortgage Insurance Claim Summary Mortgage Data Through: April 30, 2006 Claim Payment Breakdown # of Loans Dollar Amount Claims Paid: Claims Pending:1 Claims Rescinded: 2 Claims Without Payment: 2 Claims Denied:2 Claims Withdrawn: 2 Age of Pending Claims < 30 Days 30 Days 60 Days 90 Days 120 Days 150 Days 180 Days 210+ Days Number of Pending Claims: 1 Estimate based on internal calculations. 2 Estimated claim payment if the claim had been paid. (C) 2006 Clayton Fixed Income Services Inc. All rights reserved. Section Five Loss Analysis (C) 2006 Clayton Fixed Income Services Inc. All rights reserved SAIL 2006-2 Historical Monthly Losses Losses Through: April 30, 2006 Date Loan Loss Amount Loss Percentage 5/25/2006 $0.00 0.00% 4/25/2006 $0.00 0.00% Totals: $0.00 0.00% *The loss percentage is a calculation of the total monthly loss as a percentage of the original balance of the security. (C) 2006 Clayton Fixed Income Services Inc. All rights reserved. Section Six Analytics (C) 2006 Clayton Fixed Income Services Inc. All rights reserved SAIL 2006-2 FICO Distribution by Status Mortgage Data Through: April 30, 2006 FICO Delinquency Percentage 500 Current 0.004 500 Delinquent 0.013 500 Paid Off 0.006 510 Current 0.013 510 Delinquent 0.04 510 Paid Off 0.012 520 Current 0.013 520 Delinquent 0.02 520 Paid Off 0.012 530 Current 0.021 530 Delinquent 0.02 530 Paid Off 0.017 540 Current 0.022 540 Delinquent 0.033 540 Paid Off 0.023 550 Current 0.027 550 Delinquent 0.053 550 Paid Off 0.012 560 Current 0.03 560 Delinquent 0.046 570 Current 0.026 570 Delinquent 0.033 570 Paid Off 0.035 580 Current 0.037 580 Delinquent 0.073 580 Paid Off 0.029 590 Current 0.047 590 Delinquent 0.053 590 Paid Off 0.029 600 Current 0.055 600 Delinquent 0.053 600 Paid Off 0.046 610 Current 0.067 610 Delinquent 0.073 610 Paid Off 0.035 620 Current 0.071 620 Delinquent 0.066 620 Paid Off 0.064 630 Current 0.08 630 Delinquent 0.04 630 Paid Off 0.069 640 Current 0.084 640 Delinquent 0.113 640 Paid Off 0.087 650 Current 0.076 650 Delinquent 0.053 650 Paid Off 0.064 660 Current 0.066 660 Delinquent 0.046 660 Paid Off 0.104 670 Current 0.055 670 Delinquent 0.046 670 Paid Off 0.046 680 Current 0.045 680 Delinquent 0.04 680 Paid Off 0.023 690 Current 0.037 690 Paid Off 0.069 700 Current 0.027 700 Delinquent 0.026 700 Paid Off 0.04 710 Current 0.022 710 Delinquent 0.013 710 Paid Off 0.035 720 Current 0.017 720 Delinquent 0.007 720 Paid Off 0.006 730 Current 0.013 730 Delinquent 0.007 730 Paid Off 0.029 740 Current 0.013 740 Delinquent 0.007 740 Paid Off 0.012 750 Current 0.007 750 Delinquent 0.007 750 Paid Off 0.023 760 Current 0.008 760 Paid Off 0.012 770 Current 0.007 770 Delinquent 0.007 770 Paid Off 0.017 780 Current 0.004 780 Delinquent 0.007 780 Paid Off 0.017 790 Current 0.003 790 Delinquent 0.007 790 Paid Off 0.012 800 Current 0.002 800 Paid Off 0.017 810 Current 0.001 Status # of Loans Average Std. Deviation Current 7,205 631 56.374 Delinquent 151 612 58.624 Paid Off 173 650 64.736 Total: 7,529 Copyright 2006, Clayton Fixed Income Services Inc. All rights reserved. SAIL 2006-2 Loan-to-Value Distribution by Status Mortgage Data Through: April 30, 2006 LTV Delinquency Percentage 0 Current 0 0.1 Paid Off 0.04 0.1 Current 0.011 0.2 Current 0.249 0.2 Delinquent 0.331 0.2 Paid Off 0.254 0.3 Delinquent 0.013 0.3 Paid Off 0.006 0.3 Current 0.009 0.4 Paid Off 0.006 0.4 Current 0.012 0.5 Delinquent 0.007 0.5 Current 0.02 0.5 Paid Off 0.017 0.6 Current 0.035 0.6 Paid Off 0.052 0.6 Delinquent 0.02 0.7 Paid Off 0.046 0.7 Current 0.068 0.7 Delinquent 0.06 0.8 Paid Off 0.243 0.8 Delinquent 0.238 0.8 Current 0.307 0.9 Paid Off 0.231 0.9 Delinquent 0.238 0.9 Current 0.21 1 Delinquent 0.093 1 Current 0.078 1 Paid Off 0.104 Status # of Loans Average Std. Deviation Current 7,205 0.851 0.135 Delinquent 151 0.87 0.141 Paid Off 173 0.864 0.122 Total: 7,529 Copyright 2006, Clayton Fixed Income Services Inc. All rights reserved. SAIL 2006-2 Balance Distribution by Status Mortgage Data Through: April 30, 2006 Balance Delinquency Percentage 10000 Current 0.003 20000 Delinquent 0.026 20000 Current 0.025 30000 Current 0.054 30000 Delinquent 0.04 40000 Delinquent 0.073 40000 Current 0.056 50000 Current 0.048 50000 Delinquent 0.046 60000 Delinquent 0.053 60000 Current 0.045 70000 Current 0.046 70000 Delinquent 0.04 80000 Current 0.042 80000 Delinquent 0.126 90000 Delinquent 0.02 90000 Current 0.038 100000 Delinquent 0.033 100000 Current 0.037 110000 Current 0.031 110000 Delinquent 0.013 120000 Delinquent 0.026 120000 Current 0.036 130000 Delinquent 0.053 130000 Current 0.03 140000 Delinquent 0.026 140000 Current 0.027 150000 Current 0.027 150000 Delinquent 0.04 160000 Delinquent 0.02 160000 Current 0.027 170000 Current 0.024 170000 Delinquent 0.026 180000 Delinquent 0.007 180000 Current 0.025 190000 Delinquent 0.02 190000 Current 0.024 200000 Delinquent 0.02 200000 Current 0.021 210000 Current 0.021 210000 Delinquent 0.007 220000 Current 0.016 220000 Delinquent 0.007 230000 Current 0.016 230000 Delinquent 0.013 240000 Delinquent 0.013 240000 Current 0.016 250000 Delinquent 0.013 250000 Current 0.016 260000 Current 0.014 260000 Delinquent 0.007 270000 Current 0.015 280000 Current 0.014 280000 Delinquent 0.026 290000 Delinquent 0.007 290000 Current 0.015 300000 Delinquent 0.026 300000 Current 0.015 310000 Delinquent 0.026 310000 Current 0.013 320000 Delinquent 0.02 320000 Current 0.011 330000 Current 0.011 330000 Delinquent 0.013 340000 Current 0.011 350000 Current 0.01 350000 Delinquent 0.007 360000 Current 0.009 370000 Delinquent 0.013 370000 Current 0.009 380000 Current 0.009 380000 Delinquent 0.013 390000 Delinquent 0.007 390000 Current 0.006 400000 Delinquent 0.007 400000 Current 0.007 410000 Current 0.006 420000 Current 0.007 430000 Delinquent 0.007 430000 Current 0.005 440000 Current 0.005 450000 Current 0.007 450000 Delinquent 0.007 460000 Delinquent 0.013 460000 Current 0.003 470000 Current 0.005 480000 Current 0.003 480000 Delinquent 0.007 490000 Current 0.005 500000 Current 0.005 510000 Current 0.003 520000 Current 0.003 530000 Current 0.002 540000 Current 0.003 540000 Delinquent 0.013 550000 Current 0.003 550000 Delinquent 0.007 560000 Current 0.002 570000 Current 0.001 580000 Current 0.001 590000 Delinquent 0.007 590000 Current 0.002 600000 Current 0.001 610000 Current 0.001 620000 Current 0.001 630000 Current 0 640000 Current 0.001 650000 Current 0.001 660000 Current 0 670000 Current 0 680000 Delinquent 0.007 680000 Current 0 690000 Current 0 700000 Current 0 720000 Current 0.001 730000 Current 0 740000 Current 0 750000 Current 0 760000 Current 0 780000 Current 0 790000 Current 0 800000 Current 0 850000 Current 0 960000 Current 0 1000000 Current 0 Status # of Loans Average Std. Deviation Current 7,205 177,733.51 138,085.34 Delinquent 151 167,604.63 137,090.69 Total: 7,356 Copyright 2006, Clayton Fixed Income Services Inc. All rights reserved. SAIL 2006-2 Mortgage Type Distribution by Status Mortgage Data Through: April 30, 2006 Mortgage Type Delinquency Percentage Investment Home Current 0.124 Investment Home Delinquent 0.093 Investment Home Paid Off 0.254 Primary Home Current 0.847 Primary Home Delinquent 0.907 Primary Home Paid Off 0.694 Second Home Current 0.029 Second Home Paid Off 0.052 Mortgage Type Loan Count Total Balance Avg. Balance Std. Deviation ARM 4,930 1,096,650,580.64 222,444.34 139,702.70 Fixed 2,599 209,227,644.11 80,503.13 76,080.98 Total: 7,529 1,305,878,224.75 Copyright 2006, Clayton Fixed Income Services Inc. All rights reserved. SAIL 2006-2 Mortgage Term Distribution by Status Mortgage Data Through: April 30, 2006 Mortgage Term Delinquency Percentage 0 Current 0.001 180 Current 0.177 180 Paid Off 0.168 180 Delinquent 0.225 240 Paid Off 0.006 240 Current 0.005 360 Delinquent 0.775 360 Paid Off 0.827 360 Current 0.817 # of Loans Other 120 180 240 360 7,529 9 0 1,340 37 6143 Copyright 2006, Clayton Fixed Income Services Inc. All rights reserved. SAIL 2006-2 Mortgage Purpose Distribution Mortgage Data Through: April 30, 2006 Origination Statistics Current Loans Purpose Number Percentage Purpose Number Percentage Cash-out 3,062 40.7% Cash-out 2,961 41.1% refinance refinance Purchase 4,147 55.1% Purchase 3,941 54.7% Rate/term 278 3.7% Rate/term 266 3.7% refinance refinance Home 0 0.0% Home 0 0.0% Improvement Improvement Other 42 0.6% Other 37 0.5% Total 7,529 100% Total 7,205 100% Delinquent Loans Paid Off Loans Purpose Number Percentage Purpose Number Percentage Cash-out 41 27.2% Cash-out 60 34.7% refinance refinance Purchase 97 64.2% Purchase 109 63.0% Rate/term 10 6.6% Rate/term 2 1.2% refinance refinance Home 0 0.0% Home 0 0.0% Improvement Improvement Other 3 2.0% Other 2 1.2% Total 151 100% Total 173 100% Copyright 2006, Clayton Fixed Income Services Inc. All rights reserved. SAIL 2006-2 Ownership Distribution by Status Mortgage Data Through: April 30, 2006 Ownership Type Delinquency Percentage Investment Home Current 0.124 Investment Home Delinquent 0.093 Investment Home Paid Off 0.254 Primary Home Current 0.847 Primary Home Delinquent 0.907 Primary Home Paid Off 0.694 Second Home Current 0.029 Second Home Paid Off 0.052 Title # of Loans Investment Home 954 Primary Home 6,359 Second Home 216 Total: 7,529 Copyright 2006, Clayton Fixed Income Services Inc. All rights reserved. SAIL 2006-2 Delinquent Balance Over Time Mortgage Data Through: April 30, 2006 AsOfDate 30 Days 60 Days 90 Days Foreclosure REO 3/31/2006 4292647.13 779099.33 0 0 0 4/30/2006 21037910.84 3614456.18 202912.87 453018.66 0 Copyright 2006, Clayton Fixed Income Services Inc. All rights reserved. SAIL 2006-2 Delinquent Count Over Time Mortgage Data Through: April 30, 2006 AsOfDate 30 Days 60 Days 90 Days Foreclosure REO 3/31/2006 25 3 0 0 0 4/30/2006 127 19 2 3 0 Copyright 2006, Clayton Fixed Income Services Inc. All rights reserved. SAIL 2006-2 Conditional Prepayment Rates Mortgage Data Through: April 30, 2006 Date Distribution Date CPR 3-Month MA 6-Month MA 12-Month MA 4/30/2006 5/25/2006 18.80% 3/31/2006 4/25/2006 16.38% Copyright 2006, Clayton Fixed Income Services Inc. All rights reserved. SAIL 2006-2 Conditional SDA Performance Mortgage Data Through: April 30, 2006 Group Balance WA Age Default Amt Monthly Default Rate CDR SDA Curve SDA % SAIL 2006-2 1,305,878,224.75 3.97 0.00 0.00% 0.00% 0.08% 0.00% Total 1,305,878,224.75 3.97 0.00 0.00% 0.00% 0.08% 0.00% (C) 2006 Clayton Fixed Income Services Inc. All rights reserved.

EX 99.2

Filing Compare · SAIL 2006-2