10-D 1 bay0600b_10d-200610.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: September 2, 2006 to October 1, 2006 Commission File Number of issuing entity: 333-122059-06 Bayview Financial Mortgage Pass-Through Trust 2006-B (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-122059 Bayview Financial Securities Company, LLC (Exact name of depositor as specified in its charter) Bayview Financial, L.P. (Exact name of sponsor as specified in its charter) New York (State or other jurisdiction of incorporation or organization of the issuing entity) 54-2196631 54-2196632 54-2196633 54-2196634 (I.R.S. Employer Identification No.) c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Road Columbia, MD 21045 (Address of principal executive offices of the issuing entity) (Zip Code) (410) 884-2000 (Telephone number, including area code) Not Applicable (Former name, former address, if changed since last report) Registered/reporting pursuant to (check one) Title of Section Section Section Name of Exchange Class 12(b) 12(g) 15(d) (If Section 12(b)) A-IO _____ _____ __X___ ____________ 1-A1 _____ _____ __X___ ____________ 1-A2 _____ _____ __X___ ____________ 1-A3 _____ _____ __X___ ____________ 1-A4 _____ _____ __X___ ____________ 1-A5 _____ _____ __X___ ____________ 2-A1 _____ _____ __X___ ____________ 2-A2 _____ _____ __X___ ____________ 2-A3 _____ _____ __X___ ____________ 2-A4 _____ _____ __X___ ____________ M-1 _____ _____ __X___ ____________ M-2 _____ _____ __X___ ____________ M-3 _____ _____ __X___ ____________ M-4 _____ _____ __X___ ____________ B-1 _____ _____ __X___ ____________ B-2 _____ _____ __X___ ____________ B-3 _____ _____ __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 October 30, 2006 a distribution was made to holders of Bayview Financial Mortgage Pass-Through Trust 2006-B. 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 Bayview Financial Mortgage Pass-Through Trust 2006-B, relating to the October 30, 2006 distribution. (b) The exhibits required to be filed by Registrant pursuant to this Form are listed above and in the Exhibit Index that immediately follows the signature page hereof. SIGNATURES Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned thereunto duly authorized. Bayview Financial Mortgage Pass-Through Trust 2006-B (Issuing Entity) Wells Fargo Bank, N.A. (Master Servicer) /s/ Kelly Rentz Kelly Rentz, Officer Date: November 13, 2006 EXHIBIT INDEX Exhibit Number Description EX-99.1 Monthly report distributed to holders of Bayview Financial Mortgage Pass-Through Trust 2006-B, relating to the October 30, 2006 distribution. EX-99.1 Bayview Financial Mortgage Pass-Through Trust 2006-B Mortgage Pass-Through Certificates Distribution Date: 10/30/2006 Bayview Financial Mortgage Pass-Through Trust 2006-B Mortgage Pass-Through Certificates, Series 2006-B Contact: Customer Service - CTSLink Wells Fargo Bank, N.A. Securities Administration Services 7485 New Horizon Way Frederick, MD 21703 www.ctslink.com Telephone: (301) 815-6600 Fax: (301) 815-6660

Certificateholder Distribution Summary Class CUSIP Certificate Beginning Interest Pass-Through Certificate Distribution Rate Balance A-IO 07325NDJ8 3.~~20787~~08064% 0.00 ~~188~~146,~~165~~854.9715 1-A1 07325NDK5 5.92700% 4536,~~948~~524,~~812~~574.8492 ~~226~~180,~~948~~400.8496 1-A2 07325NDL3 5.80000% 22,960,000.00 110,973.33 1-A3 07325NDM1 6.16000% 7,279,000.00 37,365.53 1-A4 07325NDN9 6.39400% 10,696,000.00 56,991.85 1-A5 07325NDP4 6.03800% 10,696,000.00 53,818.71 2-A1 07325NDQ2 5.~~20063~~43375% 7854,~~316~~869,~~290~~739.0645 ~~328~~265,~~097~~020.9884 2-A2 07325NDR0 5.~~29063~~52375% 38,091,000.00 ~~162~~187,~~339~~026.9081 2-A3 07325NDS8 5.~~39063~~62375% 49,873,000.00 ~~216~~249,~~571~~309.1159 2-A4 07325NDT6 5.~~36063~~59375% 6556,~~502~~266,~~258~~034.3529 ~~282~~279,~~857~~767.4423 M-1 07325NDU3 5.~~46063~~69375% 20,159,000.00 88102,~~676~~026.2394 M-2 07325NDV1 5.~~48063~~71375% 5,500,000.00 2427,~~282~~933.2489 M-3 07325NDW9 5.~~67063~~90375% 9,574,000.00 4350,~~734~~242.1022 M-4 07325NDX7 5.~~74063~~97375% 4,278,000.00 1922,~~783~~716.1718 B-1 07325NDY5 6.~~64063~~87375% 3,667,000.00 1922,~~616~~405.2437 B-2 07325NDZ2 67.~~84063~~07375% 2,648,000.00 1416,~~591~~650.8204 B-3 07325NEA6 78.~~84063~~07375% 4,674,000.00 2933,~~521~~543.2874 P 07325NEC2 0.00000% 100.00 ~~545~~296,~~203~~451.7746 X ~~07325NDG4~~BAY060BX 0.00000% 0.00 0.00 R ~~07325NDF6~~BAY060BR 0.00000% 0.00 0.00 RL 0.00000% 0.00 0.00 Totals ~~379~~337,~~862~~755,~~461~~448.2566 2,~~449~~139,~~539~~498.5184

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses A-IO 0.00 0.00 0.00 ~~188~~146,~~165~~854.9715 0.00 1-A1 61,~~528~~780,~~079~~770.4303 0.00 3934,~~420~~743,~~733~~804.4188 61,~~755~~961,~~028~~170.2799 0.00 1-A2 0.00 0.00 22,960,000.00 110,973.33 0.00 1-A3 0.00 0.00 7,279,000.00 37,365.53 0.00 1-A4 0.00 0.00 10,696,000.00 56,991.85 0.00 1-A5 0.00 0.00 10,696,000.00 53,818.71 0.00 2-A1 56,~~247~~728,~~272~~635.8256 0.00 7348,~~069~~141,~~017~~103.2489 56,~~575~~993,~~370~~656.8040 0.00 2-A2 0.00 0.00 38,091,000.00 ~~162~~187,~~339~~026.9081 0.00 2-A3 0.00 0.00 49,873,000.00 ~~216~~249,~~571~~309.1159 0.00 2-A4 2,~~067~~650,~~041~~589.2670 0.00 6353,~~435~~615,~~217~~444.0959 2,~~349~~930,~~898~~356.7093 0.00 M-1 0.00 0.00 20,159,000.00 88102,~~676~~026.2394 0.00 M-2 0.00 0.00 5,500,000.00 2427,~~282~~933.2489 0.00 M-3 0.00 0.00 9,574,000.00 4350,~~734~~242.1022 0.00 M-4 0.00 0.00 4,278,000.00 1922,~~783~~716.1718 0.00 B-1 0.00 0.00 3,667,000.00 1922,~~616~~405.2437 0.00 B-2 0.00 0.00 2,648,000.00 1416,~~591~~650.8204 0.00 B-3 0.00 0.00 4,674,000.00 2933,~~521~~543.2874 0.00 P 0.00 0.00 100.00 ~~545~~296,~~203~~451.7746 0.00 X 0.00 0.00 0.00 0.00 0.00 R 0.00 0.00 0.00 0.00 0.00 RL 0.00 0.00 0.00 0.00 0.00 Totals 1311,~~842~~159,~~393~~995.5129 0.00 ~~366~~326,~~020~~595,~~067~~453.7436 1613,~~291~~299,~~933~~494.0213 0.00 As Master Servicer, Wells Fargo Bank, N.A. has independently calculated collateral information based on loan level data received from external parties, which may include the Servicers, Issuer and other parties to the transaction. Wells Fargo Bank, N.A. expressly disclaims any responsibility for the accuracy or completeness of information furnished to it by those third parties.

Principal Distribution Statement Class Original Beginning Scheduled UnScheduled Accretion Realized Face Certificate Principal Principal Loss Amount Balance Distribution Distribution A-IO 0.00 0.00 0.00 0.00 0.00 0.00 1-A1 55,330,000.00 4536,~~948~~524,~~812~~574.8492 0.00 61,~~528~~780,~~079~~770.4303 0.00 0.00 1-A2 22,960,000.00 22,960,000.00 0.00 0.00 0.00 0.00 1-A3 7,279,000.00 7,279,000.00 0.00 0.00 0.00 0.00 1-A4 10,696,000.00 10,696,000.00 0.00 0.00 0.00 0.00 1-A5 10,696,000.00 10,696,000.00 0.00 0.00 0.00 0.00 2-A1 89,734,000.00 7854,~~316~~869,~~290~~739.0645 0.00 56,~~247~~728,~~272~~635.8256 0.00 0.00 2-A2 38,091,000.00 38,091,000.00 0.00 0.00 0.00 0.00 2-A3 49,873,000.00 49,873,000.00 0.00 0.00 0.00 0.00 2-A4 70,000,000.00 6556,~~502~~266,~~258~~034.3529 0.00 2,~~067~~650,~~041~~589.2670 0.00 0.00 M-1 20,159,000.00 20,159,000.00 0.00 0.00 0.00 0.00 M-2 5,500,000.00 5,500,000.00 0.00 0.00 0.00 0.00 M-3 9,574,000.00 9,574,000.00 0.00 0.00 0.00 0.00 M-4 4,278,000.00 4,278,000.00 0.00 0.00 0.00 0.00 B-1 3,667,000.00 3,667,000.00 0.00 0.00 0.00 0.00 B-2 2,648,000.00 2,648,000.00 0.00 0.00 0.00 0.00 B-3 4,674,000.00 4,674,000.00 0.00 0.00 0.00 0.00 P 100.00 100.00 0.00 0.00 0.00 0.00 X 0.00 0.00 0.00 0.00 0.00 0.00 R 0.00 0.00 0.00 0.00 0.00 0.00 RL 0.00 0.00 0.00 0.00 0.00 0.00 Totals 405,159,100.00 ~~379~~337,~~862~~755,~~461~~448.2566 0.00 1311,~~842~~159,~~393~~995.5129 0.00 0.00

Principal Distribution Statement (continued) Class Total Ending Ending Total Principal Certificate Certificate Principal Reduction Balance Percentage Distribution A-IO 0.00 0.00 0.00000000 0.00 1-A1 61,~~528~~780,~~079~~770.4303 3934,~~420~~743,~~733~~804.4188 0.~~71246581~~62793792 61,~~528~~780,~~079~~770.4303 1-A2 0.00 22,960,000.00 1.00000000 0.00 1-A3 0.00 7,279,000.00 1.00000000 0.00 1-A4 0.00 10,696,000.00 1.00000000 0.00 1-A5 0.00 10,696,000.00 1.00000000 0.00 2-A1 56,~~247~~728,~~272~~635.8256 7348,~~069~~141,~~017~~103.2489 0.~~81428463~~53648677 56,~~247~~728,~~272~~635.8256 2-A2 0.00 38,091,000.00 1.00000000 0.00 2-A3 0.00 49,873,000.00 1.00000000 0.00 2-A4 2,~~067~~650,~~041~~589.2670 6353,~~435~~615,~~217~~444.0959 0.~~90621739~~76593492 2,~~067~~650,~~041~~589.2670 M-1 0.00 20,159,000.00 1.00000000 0.00 M-2 0.00 5,500,000.00 1.00000000 0.00 M-3 0.00 9,574,000.00 1.00000000 0.00 M-4 0.00 4,278,000.00 1.00000000 0.00 B-1 0.00 3,667,000.00 1.00000000 0.00 B-2 0.00 2,648,000.00 1.00000000 0.00 B-3 0.00 4,674,000.00 1.00000000 0.00 P 0.00 100.00 1.00000000 0.00 X 0.00 0.00 0.00000000 0.00 R 0.00 0.00 0.00000000 0.00 RL 0.00 0.00 0.00000000 0.00 Totals 1311,~~842~~159,~~393~~995.5129 ~~366~~326,~~020~~595,~~067~~453.7436 0.~~90339836~~80609186 1311,~~842~~159,~~393~~995.5129

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution A-IO 0.00 0.00000000 0.00000000 0.00000000 0.00000000 1-A1 55,330,000.00 ~~830~~660.~~45025917~~12244569 0.00000000 ~~117~~32.~~98444659~~18452973 0.00000000 1-A2 22,960,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A3 7,279,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A4 10,696,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A5 10,696,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 2-A1 89,734,000.00 ~~872~~611.~~76049279~~47100820 0.00000000 5874.~~47585999~~98423741 0.00000000 2-A2 38,091,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 2-A3 49,873,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 2-A4 70,000,000.00 ~~935~~803.~~74654786~~80048986 0.00000000 2937.~~52916086~~86556714 0.00000000 M-1 20,159,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-2 5,500,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-3 9,574,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-4 4,278,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B-1 3,667,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B-2 2,648,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B-3 4,674,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 P 100.00 1000.00000000 0.00000000 0.00000000 0.00000000 X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 R 0.00 0.00000000 0.00000000 0.00000000 0.00000000 RL 0.00 0.00000000 0.00000000 0.00000000 0.00000000

Principal Distribution Factors Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution A-IO 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1-A1 0.00000000 ~~117~~32.~~98444659~~18452973 ~~712~~627.~~46581258~~93791578 0.~~71246581~~62793792 ~~117~~32.~~98444659~~18452973 1-A2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 1-A3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 1-A4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 1-A5 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 2-A1 0.00000000 5874.~~47585999~~98423741 ~~814~~536.~~28463280~~48677079 0.~~81428463~~53648677 5874.~~47585999~~98423741 2-A2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 2-A3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 2-A4 0.00000000 2937.~~52916086~~86556714 ~~906~~765.~~21738700~~93492271 0.~~90621739~~76593492 2937.~~52916086~~86556714 M-1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 B-1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 B-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 B-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 P 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 RL 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 NOTE: All Classes are per $1,000 denomination.

Interest Distribution Statement Class Accrual Accrual Current Beginning Current Payment of Dates Days Certificate Certificate/ Accrued Unpaid Interest Rate Notional Interest Shortfall (1) Balance A-IO 0509/28/06 - 0610/27/06 30 3.~~20787~~08064% 7057,~~389~~203,~~123~~979.0591 ~~188~~146,~~165~~854.9715 0.00 1-A1 0509/01/06 - 0509/30/06 30 5.92700% 4536,~~948~~524,~~812~~574.8492 ~~226~~180,~~948~~400.8496 0.00 1-A2 0509/01/06 - 0509/30/06 30 5.80000% 22,960,000.00 110,973.33 0.00 1-A3 0509/01/06 - 0509/30/06 30 6.16000% 7,279,000.00 37,365.53 0.00 1-A4 0509/01/06 - 0509/30/06 30 6.39400% 10,696,000.00 56,991.85 0.00 1-A5 0509/01/06 - 0509/30/06 30 6.03800% 10,696,000.00 53,818.71 0.00 2-A1 0509/3028/06 - 0610/2729/06 2932 5.~~20063~~43375% 7854,~~316~~869,~~290~~739.0645 ~~328~~265,~~097~~020.9884 0.00 2-A2 0509/3028/06 - 0610/2729/06 2932 5.~~29063~~52375% 38,091,000.00 ~~162~~187,~~339~~026.9081 0.00 2-A3 0509/3028/06 - 0610/2729/06 2932 5.~~39063~~62375% 49,873,000.00 ~~216~~249,~~571~~309.1159 0.00 2-A4 0509/3028/06 - 0610/2729/06 2932 5.~~36063~~59375% 6556,~~502~~266,~~258~~034.3529 ~~282~~279,~~857~~767.4423 0.00 M-1 0509/3028/06 - 0610/2729/06 2932 5.~~46063~~69375% 20,159,000.00 88102,~~676~~026.2394 0.00 M-2 0509/3028/06 - 0610/2729/06 2932 5.~~48063~~71375% 5,500,000.00 2427,~~282~~933.2489 0.00 M-3 0509/3028/06 - 0610/2729/06 2932 5.~~67063~~90375% 9,574,000.00 4350,~~734~~242.1022 0.00 M-4 0509/3028/06 - 0610/2729/06 2932 5.~~74063~~97375% 4,278,000.00 1922,~~783~~716.1718 0.00 B-1 0509/3028/06 - 0610/2729/06 2932 6.~~64063~~87375% 3,667,000.00 1922,~~616~~405.2437 0.00 B-2 0509/3028/06 - 0610/2729/06 2932 67.~~84063~~07375% 2,648,000.00 1416,~~591~~650.8204 0.00 B-3 0509/3028/06 - 0610/2729/06 2932 78.~~84063~~07375% 4,674,000.00 2933,~~521~~543.2874 0.00 P N/A N/A 0.00000% 100.00 0.00 0.00 X N/A N/A 0.00000% 0.00 0.00 0.00 R N/A N/A 0.00000% 0.00 0.00 0.00 RL N/A N/A 0.00000% 0.00 0.00 0.00 Totals 1,~~904~~843,~~335~~047.7438 0.00

Interest Distribution Statement (continued) Class Current Non-Supported Total Remaining Ending Interest Interest Interest Unpaid Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance A-IO 0.00 0.00 ~~188~~146,~~165~~854.9715 0.00 6654,~~833~~309,~~068~~810.8158 1-A1 0.00 0.00 ~~226~~180,~~948~~400.8496 0.00 3934,~~420~~743,~~733~~804.4188 1-A2 0.00 0.00 110,973.33 0.00 22,960,000.00 1-A3 0.00 0.00 37,365.53 0.00 7,279,000.00 1-A4 0.00 0.00 56,991.85 0.00 10,696,000.00 1-A5 0.00 0.00 53,818.71 0.00 10,696,000.00 2-A1 0.00 0.00 ~~328~~265,~~097~~020.9884 0.00 7348,~~069~~141,~~017~~103.2489 2-A2 0.00 0.00 ~~162~~187,~~339~~026.9081 0.00 38,091,000.00 2-A3 0.00 0.00 ~~216~~249,~~571~~309.1159 0.00 49,873,000.00 2-A4 0.00 0.00 ~~282~~279,~~857~~767.4423 0.00 6353,~~435~~615,~~217~~444.0959 M-1 0.00 0.00 88102,~~676~~026.2394 0.00 20,159,000.00 M-2 0.00 0.00 2427,~~282~~933.2489 0.00 5,500,000.00 M-3 0.00 0.00 4350,~~734~~242.1022 0.00 9,574,000.00 M-4 0.00 0.00 1922,~~783~~716.1718 0.00 4,278,000.00 B-1 0.00 0.00 1922,~~616~~405.2437 0.00 3,667,000.00 B-2 0.00 0.00 1416,~~591~~650.8204 0.00 2,648,000.00 B-3 0.00 0.00 2933,~~521~~543.2874 0.00 4,674,000.00 P 0.00 0.00 ~~545~~296,~~203~~451.7746 0.00 100.00 X 0.00 0.00 0.00 0.00 0.00 R 0.00 0.00 0.00 0.00 0.00 RL 0.00 0.00 0.00 0.00 0.00 Totals 0.00 0.00 2,~~449~~139,~~539~~498.5184 0.00 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls,if applicable.

Interest Distribution Factors Statement Class Original Current Beginning Current Payment of Face Certificate Certificate/ Accrued Unpaid Interest Amount Rate Notional Interest Shortfall (1) Balance A-IO 0.00 3.~~20787~~08064% ~~901~~732.~~53565353~~66188266 21.~~41000773~~88089077 0.00000000 1-A1 55,330,000.00 5.92700% ~~830~~660.~~45025917~~12244569 43.~~10173215~~26045473 0.00000000 1-A2 22,960,000.00 5.80000% 1000.00000000 4.83333319 0.00000000 1-A3 7,279,000.00 6.16000% 1000.00000000 5.13333288 0.00000000 1-A4 10,696,000.00 6.39400% 1000.00000000 5.32833302 0.00000000 1-A5 10,696,000.00 6.03800% 1000.00000000 5.03166698 0.00000000 2-A1 89,734,000.00 5.~~20063~~43375% ~~872~~611.~~76049279~~47100820 32.~~65633963~~95340495 0.00000000 2-A2 38,091,000.00 5.~~29063~~52375% 1000.00000000 4.~~26189651~~91000000 0.00000000 2-A3 49,873,000.00 5.~~39063~~62375% 1000.00000000 4.~~34245203~~99888898 0.00000000 2-A4 70,000,000.00 5.~~36063~~59375% ~~935~~803.~~74654786~~80048986 43.~~04082057~~99667471 0.00000000 M-1 20,159,000.00 5.~~46063~~69375% 1000.00000000 45.~~39884072~~06111117 0.00000000 M-2 5,500,000.00 5.~~48063~~71375% 1000.00000000 45.~~41495273~~07888909 0.00000000 M-3 9,574,000.00 5.~~67063~~90375% 1000.00000000 45.~~56800710~~24777731 0.00000000 M-4 4,278,000.00 5.~~74063~~97375% 1000.00000000 45.~~62439691~~31000000 0.00000000 B-1 3,667,000.00 6.~~64063~~87375% 1000.00000000 56.~~34939733~~11000000 0.00000000 B-2 2,648,000.00 67.~~84063~~07375% 1000.00000000 56.~~51050604~~28777946 0.00000000 B-3 4,674,000.00 78.~~84063~~07375% 1000.00000000 67.~~31606333~~17666667 0.00000000 P 100.00 0.00000% 1000.00000000 0.00000000 0.00000000 X 0.00 0.00000% 0.00000000 0.00000000 0.00000000 R 0.00 0.00000% 0.00000000 0.00000000 0.00000000 RL 0.00 0.00000% 0.00000000 0.00000000 0.00000000

Interest Distribution Factors Statement (continued) Class Current Non-Supported Total Remaining Unpaid Ending Interest Interest Interest Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance A-IO 0.00000000 0.00000000 21.~~41000773~~88089077 0.00000000 ~~855~~695.~~99012683~~59370046 1-A1 0.00000000 0.00000000 43.~~10173215~~26045473 0.00000000 ~~712~~627.~~46581258~~93791578 1-A2 0.00000000 0.00000000 4.83333319 0.00000000 1000.00000000 1-A3 0.00000000 0.00000000 5.13333288 0.00000000 1000.00000000 1-A4 0.00000000 0.00000000 5.32833302 0.00000000 1000.00000000 1-A5 0.00000000 0.00000000 5.03166698 0.00000000 1000.00000000 2-A1 0.00000000 0.00000000 32.~~65633963~~95340495 0.00000000 ~~814~~536.~~28463280~~48677079 2-A2 0.00000000 0.00000000 4.~~26189651~~91000000 0.00000000 1000.00000000 2-A3 0.00000000 0.00000000 4.~~34245203~~99888898 0.00000000 1000.00000000 2-A4 0.00000000 0.00000000 43.~~04082057~~99667471 0.00000000 ~~906~~765.~~21738700~~93492271 M-1 0.00000000 0.00000000 45.~~39884072~~06111117 0.00000000 1000.00000000 M-2 0.00000000 0.00000000 45.~~41495273~~07888909 0.00000000 1000.00000000 M-3 0.00000000 0.00000000 45.~~56800710~~24777731 0.00000000 1000.00000000 M-4 0.00000000 0.00000000 45.~~62439691~~31000000 0.00000000 1000.00000000 B-1 0.00000000 0.00000000 56.~~34939733~~11000000 0.00000000 1000.00000000 B-2 0.00000000 0.00000000 56.~~51050604~~28777946 0.00000000 1000.00000000 B-3 0.00000000 0.00000000 67.~~31606333~~17666667 0.00000000 1000.00000000 P 0.00000000 0.00000000 ~~5452037~~2964514.~~70000000~~60000000 0.00000000 1000.00000000 X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 RL 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls,if applicable. NOTE: All Classes are per $1,000 denomination.

CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 1513,~~908~~146,~~988~~739.3240 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0.00 Servicer Advances ~~522~~561,~~038~~164.4934 Gains & Subsequent Recoveries (Realized Losses) 0(35,297.0095) Prepayment Penalties ~~545~~296,~~203~~451.7746 Swap/Cap Payments 2238,~~801~~141.6029 Total Deposits 1614,~~999~~007,~~032~~198.1854 Withdrawals Swap Payments 0.00 Reserve Funds and Credit Enhancements 0.00 Reimbursement for Servicer Advances ~~543~~561,~~807~~690.6569 Total Administration Fees ~~163~~146,~~291~~013.5172 Payment of Interest and Principal 1613,~~291~~299,~~933~~494.0213 Total Withdrawals (Pool Distribution Amount) 1614,~~999~~007,~~032~~198.1854 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest. ~~NOTE: An adjustemnt of $2,456.46 was made to the Reserve fund due to the cap from 4/2006 being passed through as Excess Cash~~

ADMINISTRATION FEES Gross Servicing Fee* ~~156~~139,~~105~~591.5215 Master Servicing Fee - Wells Fargo Bank, N.A. 4,~~790~~281.6671 Trustee Fee - U.S. Bank National Association 2,~~395~~140.3386 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~163~~146,~~291~~013.5172 *Servicer Payees include: AURORA LOAN ~~SRVCS~~SERVICING INC.; BAYVIEW LOAN SERVICING, LLC; GMAC ~~MTG~~MORTGAGE ~~CORP~~CORPORATION; M & T ~~MTG~~MORTGAGE ~~CORP~~CORPORATION; WASHINGTON MUTUAL MTG SEC CORP

Reserve and Guaranty Funds Account Name Beginning Current Current Ending Balance Withdrawals Deposits Balance Supplemental Interest Trust Account 1,000.00 0.00 0.00 1,000.00 Reserve Fund 16175,~~250~~167.6084 035,297.0095 1538,~~711~~141.1529 31178,~~961~~011.7518 Hedge Funds Account Name Funds In (A) Funds Out(B) Net Amount(A - B) Cap Fund - Merrill Lynch Capital Se 1527,~~711~~667.1586 0.00 1527,~~711~~667.1586 Swap Fund - Citibank, NA 7245,~~090~~900.4546 0235,427.0003 710,~~090~~473.4543

COLLATERAL STATEMENT Collateral Description Mixed Fixed & Arm Weighted Average Gross Coupon 7.~~881516~~994719% Weighted Average Net Coupon 7.~~392782~~505694% Weighted Average Pass-Through Rate 7.~~371811~~483194% Weighted Average Remaining Term ~~265~~259 Beginning Scheduled Collateral Loan Count 3,~~805~~525 Number Of Loans Paid In Full 7667 Ending Scheduled Collateral Loan Count 3,~~729~~458 Beginning Scheduled Collateral Balance ~~383~~342,~~289~~537,~~734~~261.4904 Ending Scheduled Collateral Balance ~~369~~331,~~884~~652,~~997~~583.2533 Ending Actual Collateral Balance at 3130-~~May~~Sep-2006 ~~370~~332,~~493~~242,~~682~~388.0388 Monthly P&I Constant 32,~~234~~955,~~762~~346.4812 Special Servicing Fee 0.00 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount ~~545~~296,~~203~~451.7746 Prepayment Penalty Paid Count *12 Realized Loss Amount 035,297.0095 Cumulative Realized Loss 035,297.0095 Scheduled Principal ~~709~~673,~~804~~271.3478 Unscheduled Principal 1310,~~842~~211,~~636~~405.~~27 * This data is currently not provided for reporting.~~93

Other Income (17,~~561~~695.~~97 Swap Payment Adjustmemt From Prior Cycle (140.01~~47)

Group Level Collateral Statement Group Group 1 Group 2 Collateral Description Mixed ARM Mixed Fixed Weighted Average Coupon Rate 8.~~198218~~436814 7.~~693615~~799912 Weighted Average Net Rate 7.~~705000~~954323 7.~~207531~~308008 Pass-Through Rate 7.~~685251~~931823 7.~~185845~~285508 Weighted Average Remaining Term ~~265~~240 ~~265~~268 Record Date 0509/3130/2006 0509/3130/2006 Principal And Interest Constant 1993,~~219,265~~441.9938 21,~~015~~961,~~496~~904.4974 Beginning Loan Count 1,~~427~~361 2,~~378~~164 Loans Paid in Full 2821 4846 Ending Loan Count 1,~~399~~340 2,~~330~~118 Beginning Scheduled Balance ~~142~~104,~~377~~770,~~560~~723.4667 ~~240~~237,~~912~~766,~~174~~537.0337 Ending Scheduled Balance ~~136~~103,~~291~~033,~~613~~151.0614 ~~233~~228,~~593~~619,~~384~~432.19 Scheduled Principal ~~241~~256,~~255~~832.8408 ~~468~~416,~~548~~439.5070 Unscheduled Principal 61,~~621~~480,~~682~~740.1445 78,~~220~~730,~~954~~665.1348 Scheduled Interest ~~978~~736,~~010~~609.1530 1,~~546~~545,~~947~~465.9904 Servicing Fees 5842,~~519~~125.3386 97,~~586~~465.1929 Master Servicing Fees 1,~~783~~309.5263 32,~~007~~972.1408 Trustee Fee ~~891~~654.7682 1,~~503~~486.5704 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 0.00 0.00 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest ~~916~~692,~~815~~518.5499 1,~~444~~443,~~851~~541.0963 Realized Loss Amount 035,297.0095 0.00 Cumulative Realized Loss 035,297.0095 0.00 Percentage of Cumulative Losses 0.~~0000~~0287 0.0000 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount *2,731.14 *293,720.32 Prepayment Penalty Paid Count *1 *11 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 7.~~881516~~994719 Weighted Average Net Rate 7.~~392782~~505694 Pass-Through Rate 7.~~371811~~483194 Weighted Average Remaining Term ~~265~~259 Record Date 0509/3130/2006 Principal And Interest Constant 32,~~234~~955,~~762~~346.4812 Beginning Loan Count 3,~~805~~525 Loans Paid in Full 7667 Ending Loan Count 3,~~729~~458 Beginning Scheduled Balance ~~383~~342,~~289~~537,~~734~~261.4904 Ending Scheduled Balance ~~369~~331,~~884~~652,~~997~~583.2533 Scheduled Principal ~~709~~673,~~804~~271.3478 Unscheduled Principal 1310,~~842~~211,~~636~~405.2793 Scheduled Interest 2,~~524~~282,~~958~~074.1434 Servicing Fees ~~156~~139,~~105~~591.5215 Master Servicing Fees 4,~~790~~281.6671 Trustee Fee 2,~~395~~140.3386 FRY Amount 0.00 Special Hazard Fee 0.00 Other Fee 0.00 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 2,~~361~~136,~~666~~060.6362 Realized Loss Amount 035,297.0095 Cumulative Realized Loss 035,297.0095 Percentage of Cumulative Losses 0.~~0000~~0087 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount ~~545~~296,~~203~~451.7746 Prepayment Penalty Paid Count *12 Special Servicing Fee 0.00 * This data is currently not provided for reporting.

Additional Reporting - Deal Level Structural Reporting Excess Cash Amount ~~474~~275,~~666~~317.5579 Extra Principal Distribution Amount ~~474~~275,~~666~~317.5579 Overcollateralized Amount 35,~~864~~057,~~929~~130.5128 Overcollaterized Deficiency Amount 21,~~887~~568,~~372~~131.9071 Specified Overcollateralization Amount 6,314,646.14 Trigger Event Reporting Trigger Event Trigger Result N/A Stepdown in Effect? NO Subordination Trigger in Effect? YES Delinquency Trigger Trigger Result Pass Threshold Value 11.00% Calculated Value 14.~~501247~~961579% Cumulative Loss Trigger Trigger Result Pass Threshold Value 2.00% Calculated Value 0.~~000000~~008664%

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 028 0 0 028 03,160,054.0048 0.00 0.00 03,160,054.0048 30 Days 9085 02 0 0 9087 119,~~135~~641,~~997~~783.8376 059,000.0068 0.00 0.00 119,~~135~~700,~~997~~784.8344 60 Days 3437 0 01 0 3438 36,~~164~~894,~~190~~230.3611 0.00 024,933.0010 0.00 36,~~164~~919,~~190~~163.3621 90 Days 2812 03 019 0 2834 41,~~468~~642,~~011~~579.5939 0301,357.0065 01,870,845.0034 0.00 43,~~468~~814,~~011~~782.5938 120 Days 35 0 07 02 314 ~~579~~626,~~202~~476.7032 0.00 01,334,739.0041 0195,884.0051 ~~579~~2,~~202~~157,100.7024 150 Days 04 01 06 04 015 0521,740.0089 043,565.0081 0942,245.0090 0325,609.0092 01,833,162.0052 180+ Days 09 01 018 08 036 01,247,859.0094 071,648.0073 02,125,896.0039 0616,256.0035 04,061,661.0041 Totals ~~155~~152 035 051 014 ~~155~~252 1920,~~347~~574,~~402~~670.4841 03,635,627.0035 06,298,660.0014 01,137,750.0078 1931,~~347~~646,~~402~~708.4868 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~~809717% 0.000000% 0.000000% 0.~~000000~~809717% 0.~~000000~~951129% 0.000000% 0.000000% 0.~~000000~~951129% 30 Days 2.~~413516~~458068% 0.~~000000~~057837% 0.000000% 0.000000% 2.~~413516~~515905% 32.~~005719~~902033% 0.~~000000~~017758% 0.000000% 0.000000% 32.~~005719~~919791% 60 Days 01.~~911773~~069983% 0.000000% 0.~~000000~~028918% 0.000000% 01.~~911773~~098901% 02.~~854047~~075060% 0.000000% 0.~~000000~~007504% 0.000000% 02.~~854047~~082565% 90 Days 0.~~750872~~347021% 0.~~000000~~086755% 0.~~000000~~549451% 0.000000% 0.~~750872~~983227% 10.~~205962~~494392% 0.~~000000~~090704% 0.~~000000~~563097% 0.000000% 1.~~205962~~148193% 120 Days 0.~~080451~~144592% 0.000000% 0.~~000000~~202429% 0.~~000000~~057837% 0.~~080451~~404858% 0.~~156333~~188560% 0.000000% 0.~~000000~~401737% 0.~~000000~~058958% 0.~~156333~~649255% 150 Days 0.~~000000~~115674% 0.~~000000~~028918% 0.~~000000~~173511% 0.~~000000~~115674% 0.~~000000~~433777% 0.~~000000~~157036% 0.~~000000~~013113% 0.~~000000~~283602% 0.~~000000~~098004% 0.~~000000~~551755% 180+ Days 0.~~000000~~260266% 0.~~000000~~028918% 0.~~000000~~520532% 0.~~000000~~231348% 01.~~000000~~041064% 0.~~000000~~375587% 0.~~000000~~021565% 0.~~000000~~639863% 0.~~000000~~185484% 01.~~000000~~222499% Totals 4.~~156610~~395604% 01.~~000000~~012146% 01.~~000000~~474841% 0.~~000000~~404858% 47.~~156610~~287449% 56.~~222060~~192669% 01.~~000000~~094270% 01.~~000000~~895803% 0.~~000000~~342446% 59.~~222060~~525187%

Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance ~~522~~561,~~038~~164.4934

Delinquency Status By ~~Groups~~Group DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 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 015 0 0 015 01,021,639.0071 0.00 0.00 01,021,639.0071 30 Days 4148 02 0 0 4150 42,~~078~~949,~~068~~242.8977 059,000.0068 0.00 0.00 43,~~078~~008,~~068~~243.8945 60 Days 1314 0 01 0 1315 ~~976~~876,~~916~~667.7091 0.00 024,933.0010 0.00 ~~976~~901,~~916~~601.7001 90 Days 84 02 08 0 814 1152,~~709,613~~505.1961 0131,667.0003 0593,303.0043 0.00 1877,~~709,613~~476.1907 120 Days 21 0 02 0 2 ~~475~~5 37,~~202~~364.7069 0.00 0123,417.0047 0195,884.0051 ~~475~~356,~~202~~666.7067 150 Days 0 01 02 03 06 0.00 043,565.0081 0328,407.0024 0161,541.0073 0533,514.0078 180+ Days 0 0 08 07 015 0.00 0.00 0566,407.0094 0561,243.0058 01,127,651.0052 Totals 6467 020 021 012 64120 74,~~239~~015,~~801~~780.4898 01,255,873.0023 01,636,469.0018 0918,669.0082 7,~~239~~826,~~801~~793.4821 0-29 Days 01.~~000000~~119403% 0.000000% 0.000000% 01.~~000000~~119403% 0.~~000000~~989574% 0.000000% 0.000000% 0.~~000000~~989574% 30 Days 23.~~930665~~582090% 0.~~000000~~149254% 0.000000% 0.000000% 23.~~930665~~731343% 2.~~987534~~856677% 0.~~000000~~057149% 0.000000% 0.000000% 2.~~987534~~913826% 60 Days 01.~~929235~~044776% 0.000000% 0.~~000000~~074627% 0.000000% 01.~~929235~~119403% 0.~~715675~~849152% 0.000000% 0.~~000000~~024151% 0.000000% 0.~~715675~~873303% 90 Days 0.~~571837~~298507% 0.~~000000~~149254% 0.~~000000~~597015% 0.000000% 01.~~571837~~044776% 10.~~252438~~147719% 0.~~000000~~127534% 0.~~000000~~574682% 0.000000% 10.~~252438~~849935% 120 Days 0.~~142959~~074627% 0.000000% 0.~~000000~~149254% 0.~~000000~~149254% 0.~~142959~~373134% 0.~~348127~~036192% 0.000000% 0.~~000000~~119544% 0.~~000000~~189736% 0.~~348127~~345472% 150 Days 0.000000% 0.~~000000~~074627% 0.~~000000~~149254% 0.~~000000~~223881% 0.~~000000~~447761% 0.000000% 0.~~000000~~042198% 0.~~000000~~318100% 0.~~000000~~156472% 0.~~000000~~516770% 180+ Days 0.000000% 0.000000% 0.~~000000~~597015% 0.~~000000~~522388% 01.~~000000~~119403% 0.000000% 0.000000% 0.~~000000~~548630% 0.~~000000~~543628% 01.~~000000~~092259% Totals 45.~~574696~~000000% 01.~~000000~~492537% 01.~~000000~~567164% 0.~~000000~~895522% 48.~~574696~~955224% 53.~~303774~~889740% 01.~~000000~~216456% 01.~~000000~~585106% 0.~~000000~~889836% 57.~~303774~~581138% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 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 013 0 0 013 02,138,414.0077 0.00 0.00 02,138,414.0077 30 Days 4937 0 0 0 4937 76,~~057~~692,~~928~~540.9499 0.00 0.00 0.00 76,~~057~~692,~~928~~540.9499 60 Days 2123 0 0 0 2123 26,~~187~~017,~~273~~562.6620 0.00 0.00 0.00 26,~~187~~017,~~273~~562.6620 90 Days 208 01 011 0 20 21,~~758~~490,~~398~~073.4078 0169,690.0062 01,277,541.0091 0.00 2,~~758~~937,~~398~~306.4031 120 Days 14 0 05 0 19 ~~104~~589,~~000~~111.0063 0.00 01,211,321.0094 0.00 ~~104~~1,~~000~~800,433.0057 150 Days 04 0 04 01 09 0521,740.0089 0.00 0613,838.0066 0164,068.0019 01,299,647.0074 180+ Days 09 01 010 01 021 01,247,859.0094 071,648.0073 01,559,488.0045 055,012.0077 02,934,009.0089 Totals 9185 015 030 02 91132 1216,~~107~~558,~~601~~889.0043 02,379,754.0012 04,662,190.0096 0219,080.0096 1223,~~107~~819,~~601~~915.0047 0-29 Days 0.~~000000~~613787% 0.000000% 0.000000% 0.~~000000~~613787% 0.~~000000~~933797% 0.000000% 0.000000% 0.~~000000~~933797% 30 Days 21.~~103004~~746931% 0.000000% 0.000000% 0.000000% 21.~~103004~~746931% 32.~~016327~~922481% 0.000000% 0.000000% 0.000000% 32.~~016327~~922481% 60 Days 01.~~901288~~085930% 0.000000% 0.000000% 0.000000% 01.~~901288~~085930% 02.~~934769~~627733% 0.000000% 0.000000% 0.000000% 02.~~934769~~627733% 90 Days 0.~~858369~~377715% 0.~~000000~~047214% 0.~~000000~~519358% 0.000000% 0.~~858369~~944287% 10.~~178849~~650681% 0.~~000000~~074100% 0.~~000000~~557874% 0.000000% 1.~~178849~~282655% 120 Days 0.~~042918~~188857% 0.000000% 0.~~000000~~236072% 0.000000% 0.~~042918~~424929% 0.~~044446~~257252% 0.000000% 0.~~000000~~528957% 0.000000% 0.~~044446~~786209% 150 Days 0.~~000000~~188857% 0.000000% 0.~~000000~~188857% 0.~~000000~~047214% 0.~~000000~~424929% 0.~~000000~~227832% 0.000000% 0.~~000000~~268049% 0.~~000000~~071645% 0.~~000000~~567527% 180+ Days 0.~~000000~~424929% 0.~~000000~~047214% 0.~~000000~~472144% 0.~~000000~~047214% 0.~~000000~~991501% 0.~~000000~~544912% 0.~~000000~~031287% 0.~~000000~~680993% 0.~~000000~~024023% 01.~~000000~~281216% Totals 34.~~905579~~013220% 0.~~000000~~708215% 01.~~000000~~416431% 0.~~000000~~094429% 36.~~905579~~232295% 57.~~174391~~230891% 01.~~000000~~039185% 02.~~000000~~035873% 0.~~000000~~095668% 510.~~174391~~401617%

SUBORDINATION LEVEL/CREDIT ENHANCEMENT/CLASS PERCENTAGE AND PREPAYMENT PERCENTAGE Current Original $ Original % Current $ Current % Class% Prepayment% Class R 405,159,100.00 99.45079913% ~~366~~326,~~020~~595,~~067~~453.7436 98.~~95509968~~47517245% 0.000000% 0.000000% Class 1-A-1 349,829,100.00 85.86943636% ~~326~~291,~~599~~851,~~334~~648.3348 8887.~~29753484~~99920855% 10.~~657565~~475964% 0.000000% Class 1-A-2 326,869,100.00 80.23364946% ~~303~~268,~~639~~891,~~334~~648.3348 8281.~~09020009~~07630153% 6.~~207335~~922907% 0.000000% Class 1-A-3 319,590,100.00 78.44693810% ~~296~~261,~~360~~612,~~334~~648.3348 8078.~~12229113~~88153496% 12.~~967909~~194767% 0.000000% Class 1-A-4 308,894,100.00 75.82148616% ~~285~~250,~~664~~916,~~334~~648.3348 7775.~~23058152~~65647340% 23.~~891710~~225062% 0.000000% Class 1-A-5 298,198,100.00 73.19603421% ~~274~~240,~~968~~220,~~334~~648.3348 7472.~~33887191~~43141183% 23.~~891710~~225062% 0.000000% Class 2-A-1 208,464,100.00 51.16982769% ~~201~~192,~~899~~079,~~317~~544.0959 5457.~~58434881~~91588977% 1914.~~754523~~515522% 0.000000% Class 2-A-2 170,373,100.00 41.81996886% ~~163~~153,~~808~~988,~~317~~544.0959 4446.~~28628312~~43067847% 1011.~~298066~~485211% 0.000000% Class 2-A-3 120,500,100.00 29.57808733% ~~113~~104,~~935~~115,~~317~~544.0959 3031.~~80290305~~39295450% 1315.~~483380~~037724% 0.000000% Class 2-A-4 50,500,100.00 12.39581019% 50,500,100.00 1315.~~65291925~~22680737% 1716.~~149984~~166147% 0.000000% Class M-1 30,341,100.00 7.44755984% 30,341,100.00 89.~~20284689~~14845882% 56.~~450072~~078349% 0.000000% Class M-2 24,841,100.00 6.09752378% 24,841,100.00 67.~~71589823~~49009694% 1.~~486949~~658362% 0.000000% Class M-3 15,267,100.00 3.74747919% 15,267,100.00 4.~~12752615~~60334120% 2.~~588372~~886756% 0.000000% Class M-4 10,989,100.00 2.69739659% 10,989,100.00 23.~~97095045~~31343718% 1.~~156576~~289904% 0.000000% Class B-1 7,322,100.00 1.79729073% 7,322,100.00 12.~~97956123~~20776209% 01.~~991389~~105675% 0.000000% Class B-2 4,674,100.00 1.14730974% 4,674,100.00 1.~~26366304~~40933623% 0.~~715898~~798426% 0.000000% Class B-3 100.00 0.00002455% 100.00 0.~~00002704~~00003015% 1.~~263636~~409306% 0.000000% Class P 0.00 0.00000000% 0.00 0.00000000% 0.~~000027~~000030% 0.000000% Class X 0.00 0.00000000% 0.00 0.00000000% 0.000000% 0.000000% Class R-II 0.00 0.00000000% 0.00 0.00000000% 0.000000% 0.000000% Please Refer to the Prospectus Supplement for a Full Description of Loss Exposure

~~Summary~~180+ 12Delinquency ~~Month~~Summary ~~REO~~Summary History*Group ~~New~~1 ~~REO~~Days ~~Loans~~Number ~~Month~~of ~~REO~~Outstanding 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 inActual ~~REO 0 Dec-05 0.000~~Balance(%) ~~Original Principal~~ Balance($) ~~0.00 Jan-06 0.000% Current Actual~~ Balance($) ~~0.00~~180 ~~Feb~~-06 ~~0.000%~~209 ~~Mar-06~~16 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. Group 1 ~~12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Jul-05 0~~,315,161.~~000%~~31 ~~Original Principal Balance~~ 0.00396 ~~Aug-05~~7 0492,732.~~000%~~64 ~~Current Actual Balance~~ 0.00477 ~~Sep-05~~210 ~~0.000% Oct~~-05 ~~0.000%~~239 ~~Current~~18 ~~REO Total Nov-05 0~~2,554,080.~~000%~~84 ~~Loans in REO~~ 0 ~~Dec-05 0~~.~~000%~~769 ~~Original~~6 ~~Principal Balance 0~~442,499.0062 ~~Jan-06~~ 0.~~000%~~429 ~~Current~~240 ~~Actual Balance 0.00 Feb~~-06 ~~0.000%~~269 ~~Mar-06~~2 0192,419.~~000%~~26 ~~Apr-06~~ 0.~~000%~~058 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. Group 2 ~~12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Jul-05 0~~192,419.~~000%~~26 ~~Original Principal Balance~~ 0.00186 ~~Aug-05 0.000% Current Actual Balance 0.00 Sep-05 0.000% Oct-05 0.000% Current REO~~ Total ~~Nov-05~~36 04,061,661.~~000%~~41 ~~Loans in REO 0 Dec-05 0~~1.~~000%~~223 ~~Original~~15 ~~Principal Balance 0~~1,127,651.0052 ~~Jan-06 0~~1.000% 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.092

~~REO~~180+ ~~Loan~~Delinquency ~~Detail~~Summary -(continued) ~~All~~Group ~~Mortgage~~2 Days Number of Outstanding Percentage of Delinquent Loans inActual ~~REO~~Balance(%) ~~during~~Balance($) ~~Current~~180 ~~Period~~- ~~Month~~209 ~~Loan~~9 ~~First~~822,428.67 ~~Original~~0.359 ~~Loan~~210 ~~Entered~~- ~~Payment~~239 ~~LTV~~12 at2,111,581.22 ~~Principal~~0.922 ~~Group~~240 ~~Number~~- ~~REO~~269 ~~Date~~0 ~~State~~0.00 ~~Origination~~0.000 ~~Balance~~Total No21 ~~REO~~2,934,009.89 ~~Loans~~1.281 ~~this~~This ~~Period~~report includes all loans greater than 180 days delinquent regardless of status (REO, Foreclosure, Bankruptcy).

REO Detail - All Mortgage Loans in REO during Current Period

Summary 12 Month REO ~~Loan~~History* ~~Detail~~New REO Loans Month REO Percentage Loans in REO 7 Nov-05 ~~All~~0.000% ~~Mortgage~~Original Principal Balance 686,871.00 Dec-05 0.000% Current Actual Balance 677,126.17 Jan-06 0.000% Feb-06 0.000% Current REO Total Mar-06 0.000% Loans in REO ~~during~~14 Apr-06 0.000% Original Principal Balance 1,185,086.00 May-06 0.000% Current ~~Period~~Actual ~~(continued)~~Balance 1,137,750.78 Jun-06 0.000% Jul-06 0.036% Aug-06 0.084% Sep-06 0.149% Oct-06 0.342% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 1 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 5 Nov-05 0.000% Original Principal Balance 466,981.00 Dec-05 0.000% Current ~~Paid~~Actual Balance 458,045.21 Jan-06 0.000% Feb-06 0.000% Current ~~Approximate~~REO ~~Loan~~Total Mar-06 0.000% Loans in REO 12 Apr-06 0.000% Original Principal Balance 965,196.00 May-06 0.000% Current Actual ToBalance ~~Months~~918,669.82 ~~Loan~~Jun-06 ~~Delinquent~~0.000% Jul-06 0.121% Aug-06 0.276% Sep-06 0.487% Oct-06 0.890% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group ~~Number~~2 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 2 Nov-05 0.000% Original Principal Balance ~~Date~~219,890.00 ~~Delinquent~~Dec-05 ~~Rate~~0.000% ~~Interest~~Current NoActual Balance 219,080.96 Jan-06 0.000% Feb-06 0.000% Current REO Total Mar-06 0.000% Loans ~~this~~in ~~Period~~REO 2 Apr-06 0.000% Original Principal Balance 219,890.00 May-06 0.000% Current Actual Balance 219,080.96 Jun-06 0.000% Jul-06 0.000% Aug-06 0.000% Sep-06 0.000% Oct-06 0.096% *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 0Loan ~~Jul-05~~First ~~0.000%~~ Original ~~Principal~~Loan ~~Balance~~Entered ~~0.00~~Payment ~~Aug-05~~LTV ~~0.000%~~at ~~Current~~Principal ~~Actual~~Group ~~Balance~~Number ~~0.00~~REO ~~Sep-05~~Date ~~0.000%~~State ~~Oct-05~~Origination ~~0.000%~~Balance ~~Current~~Group ~~Foreclosure~~1 ~~Total~~0000153819 ~~Nov~~Oct-052006 ~~0.000% Loans in Foreclosure 0 Dec~~01-05Mar-2006 ~~0.000%~~AL ~~Original Principal Balance 0~~85.00 ~~Jan-06 0~~53,125.~~000%~~00 ~~Current~~Group ~~Actual~~1 ~~Balance~~0000223716 ~~0.00 Feb~~Oct-062006 ~~0.000% Mar~~29-~~06 0.000% Apr~~Dec-062001 ~~0.000%~~TX ~~May-06 0~~94.~~000%~~87 ~~Jun-06 0.~~74,000%.00 *TheGroup ~~text~~1 ~~reported~~0000224925 inOct-2006 ~~the~~01-Dec-1998 ~~above~~NC ~~table~~90.00 is88,650.00 ~~presented~~Group ~~graphically~~1 on0000234344 ~~the~~Aug-2006 ~~monthly~~27-May-2001 ~~bond~~TX ~~remittance report~~85.57 ~~The monthly bond remittance report can be viewed online at www~~59,900.~~ctslink.com.~~00 Group 1 120000257781 ~~Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0~~ Jul-052006 ~~0.000%~~04-Jan-2002 ~~Original~~NC ~~Principal Balance 0~~100.00 ~~Aug-05 0.~~93,000%.00 ~~Current~~Group ~~Actual~~1 ~~Balance~~0000310407 ~~0.00~~ Sep-052006 ~~0.000%~~ 15-Oct-052001 0TX 100.00 65,000%.00 ~~Current~~Group ~~Foreclosure~~1 ~~Total~~0000313112 ~~Nov~~Oct-052006 ~~0.000% Loans in Foreclosure 0 Dec~~03-05Aug-2005 ~~0.000%~~FL ~~Original Principal Balance 0~~100.00 ~~Jan-06 0.~~110,000~~% Current Actual Balance 0~~.00 ~~Feb-06~~Group ~~0.000%~~1 ~~Mar-06~~0000316380 ~~0.000% Apr~~Jul-062006 ~~0.000% May~~01-06Oct-2004 0TX 93.~~000%~~38 ~~Jun-06 0~~49,400.~~000%~~00 *TheGroup ~~text~~1 ~~reported~~0000317355 inSep-2006 ~~the~~01-Jan-2006 ~~above~~TX ~~table~~97.69 is63,500.00 ~~presented~~Group ~~graphically~~1 on0000317720 ~~the~~Oct-2006 ~~monthly~~01-Sep-2003 ~~bond~~TX ~~remittance report~~95.41 ~~The monthly bond remittance report can be viewed online at www~~141,206.~~ctslink.com.~~00 Group 21 120000317824 ~~Month~~Sep-2006 ~~Foreclosure~~15-Jan-2006 History*MI ~~New~~85.00 ~~Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 Jul-05 0~~59,415.~~000%~~00 ~~Original~~Group ~~Principal~~1 ~~Balance~~0000318283 ~~0.00~~ Aug-052006 ~~0.000%~~21-Jan-2006 ~~Current~~TX ~~Actual Balance 0~~90.00 ~~Sep-05 0.~~108,000~~% Oct-05 0~~.~~000%~~00 ~~Current~~Group ~~Foreclosure~~2 ~~Total~~0000299773 ~~Nov~~Oct-052006 ~~0.000% Loans in Foreclosure 0 Dec~~01-05Jul-2005 ~~0.000%~~MI ~~Original Principal Balance 0~~85.00 ~~Jan-06 0~~55,250.~~000% Current Actual Balance 0.~~00 ~~Feb-06~~Group ~~0.000%~~2 ~~Mar-06~~0000317351 ~~0.000% Apr~~Oct-062006 ~~0.000% May~~01-~~06 0.000% Jun~~Dec-062005 ~~0.000%~~CO *The text reported in the above table is presented graphically on the monthly bond remittance report80.00 ~~The monthly bond remittance report can be viewed online at www~~164,640.~~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 NoGroup ~~Foreclosure~~1 ~~Loans~~0000153819 ~~this~~56,409.59 ~~Period~~01-Mar-2006 5 10.500% 3,204.38 Group 1 0000223716 71,399.96 31-Jan-2006 6 9.000% 3,528.18 Group 1 0000224925 83,936.82 01-Jan-2006 7 10.225% 4,739.20 Group 1 0000234344 56,665.91 27-Jan-2006 6 10.500% 3,371.16 Group 1 0000257781 82,666.72 04-Dec-2005 8 7.000% 3,148.76 Group 1 0000310407 41,736.99 15-Feb-2006 5 7.000% 1,523.81 Group 1 0000313112 109,752.54 03-Dec-2005 8 10.000% 6,067.78 Group 1 0000316380 48,891.61 01-Jan-2006 7 10.000% 2,702.03 Group 1 0000317355 63,395.15 01-Mar-2006 5 9.000% 3,138.02 Group 1 0000317720 136,546.30 01-Apr-2006 4 6.250% 3,902.48 Group 1 0000317824 59,338.21 15-Mar-2006 4 11.000% 3,111.79 Group 1 0000318283 107,930.02 21-Jan-2006 6 8.000% 4,709.46 Group 2 0000299773 55,012.77 01-Feb-2006 6 9.750% 2,962.32 Group 2 0000317351 164,068.19 01-Mar-2006 5 6.750% 5,965.64

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

Summary 12 Month Foreclosure ~~Loan~~History* ~~Detail~~New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 18 Nov-05 ~~All~~0.000% ~~Mortgage~~Original Principal Balance 1,849,730.00 Dec-05 0.000% Current Actual Balance 1,796,298.62 Jan-06 0.000% Feb-06 0.000% Current Foreclosure Total Mar-06 0.000% Loans in Foreclosure ~~during~~51 Apr-06 0.000% Original Principal Balance 6,452,010.67 May-06 0.000% Current ~~Period~~Actual ~~(continued)~~Balance 6,298,660.14 Jun-06 0.000% Jul-06 1.174% Aug-06 1.636% Sep-06 2.083% Oct-06 1.896% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 1 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 7 Nov-05 0.000% Original Principal Balance 546,330.00 Dec-05 0.000% Current ~~Paid~~Actual Balance 518,756.71 Jan-06 0.000% Feb-06 0.000% Current ~~Approximate~~Foreclosure ~~Loan~~Total Mar-06 0.000% Loans in Foreclosure 21 Apr-06 0.000% Original Principal Balance 1,727,070.67 May-06 0.000% Current Actual ToBalance ~~Months~~1,636,469.18 ~~Loan~~Jun-06 ~~Delinquent~~0.000% Jul-06 1.065% Aug-06 1.743% Sep-06 1.542% Oct-06 1.585% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group ~~Number~~2 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 11 Nov-05 0.000% Original Principal Balance ~~Date~~1,303,400.00 ~~Delinquent~~Dec-05 ~~Rate~~0.000% ~~Interest~~Current NoActual Balance 1,277,541.91 Jan-06 0.000% Feb-06 0.000% Current Foreclosure Total Mar-06 0.000% Loans ~~this~~in ~~Period~~Foreclosure 30 Apr-06 0.000% Original Principal Balance 4,724,940.00 May-06 0.000% Current Actual Balance 4,662,190.96 Jun-06 0.000% Jul-06 1.222% Aug-06 1.589% Sep-06 2.321% Oct-06 2.036% *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~~Foreclosure 12Loan ~~Month~~Detail ~~Bankruptcy~~- History*All ~~New~~Mortgage ~~Bankruptcy~~ Loans ~~Month~~in ~~Bankruptcy~~Foreclosure ~~Percentage~~during ~~Loans~~Current inPeriod ~~Bankruptcy~~Month 0Loan ~~Jul-05~~First ~~0.000%~~ Original Loan Entered Payment LTV at Principal ~~Balance~~Group ~~0.00~~Number ~~Aug-05~~FC ~~0.000%~~Date ~~Current~~State ~~Actual~~Origination Balance ~~0.00~~Group ~~Sep-05~~1 ~~0.000%~~0000101776 ~~Oct~~Jul-052006 001-Jun-1999 FL 74.~~000%~~99 ~~Current~~29,990.00 ~~Bankruptcy~~Group ~~Total~~1 ~~Nov~~0000154672 Jul-052006 027-May-2000 SC 80.00 92,000%.00 ~~Loans~~Group in1 ~~Bankruptcy~~0000173048 0Jul-2006 01-Dec-051994 0PA 94.~~000%~~63 ~~Original~~25,550.00 ~~Principal~~Group ~~Balance~~1 ~~0.00~~0000184408 ~~Jan~~Oct-062006 ~~0.000%~~09-Jun-2000 ~~Current~~TX ~~Actual~~92.85 ~~Balance 0~~32,775.00 ~~Feb-06~~Group ~~0.000%~~1 ~~Mar~~0000232605 Sep-062006 ~~0.000%~~ 15-Apr-061999 0TX 92.~~000%~~73 ~~May-06 0~~26,800.~~000%~~00 Group 1 0000234552 Oct-2006 15-Jun-062001 0TX 80.~~000%~~51 *The47,500.00 ~~text~~Group ~~reported~~1 in0000235297 ~~the~~Oct-2006 ~~above~~01-Mar-2001 ~~table~~TX is86.77 ~~presented~~45,900.00 ~~graphically~~Group on1 ~~the~~0000309171 ~~monthly~~Jul-2006 ~~bond~~01-May-2003 ~~remittance~~NY ~~report~~94.92 ~~The~~56,000.00 ~~monthly~~Group ~~bond~~1 ~~remittance~~0000312820 ~~report~~Jul-2006 ~~can~~01-Feb-2006 beWA ~~viewed~~65.00 ~~online~~164,450.00 atGroup ~~www~~1 0000314804 Jul-2006 01-Jan-2006 IL 95.~~ctslink~~00 57,000.~~com.~~00 Group 1 120000316363 ~~Month~~Jul-2006 ~~Bankruptcy~~01-May-2005 History*IL ~~New~~90.00 ~~Bankruptcy~~58,500.00 ~~Loans~~Group ~~Month~~1 ~~Bankruptcy~~0000316370 ~~Percentage~~Sep-2006 ~~Loans~~22-Aug-1999 inTX ~~Bankruptcy~~95.69 045,930.67 Group 1 0000316930 Jul-052006 001-Dec-2005 AL 94.~~000%~~58 ~~Original~~106,400.00 ~~Principal~~Group ~~Balance~~1 00000317555 Oct-2006 23-Feb-2006 NY 94.92 61,600.00 Group 1 0000317895 Aug-052006 ~~0.000%~~15-May-2001 ~~Current~~TX ~~Actual~~89.93 ~~Balance 0~~62,500.00 ~~Sep~~Group 1 0000318959 Aug-052006 001-Feb-2006 NY 80.00 304,000%.00 Group 1 0000318984 Oct-052006 001-Jul-2005 GA 100.00 90,000%.00 ~~Current~~Group ~~Bankruptcy~~1 ~~Total~~0000320574 ~~Nov~~Sep-052006 025-Dec-2005 TX 94.~~000%~~02 ~~Loans~~58,200.00 inGroup ~~Bankruptcy~~1 00000321526 ~~Dec~~Oct-052006 001-Apr-2006 CA 39.90 243,000%.00 ~~Original~~Group ~~Principal~~1 ~~Balance~~0141617400 0Sep-2006 01-Apr-1988 CA 101.54 93,420.00 ~~Jan~~Group 1 0300001880 Oct-062006 001-Aug-2002 AR 95.~~000%~~00 ~~Current~~25,555.00 ~~Actual~~Group ~~Balance~~2 00000234253 Jul-2006 04-Dec-1998 IN 80.00 ~~Feb~~81,600.00 Group 2 0000312085 Jul-062006 001-Jan-2006 NY 39.33 175,000%.00 Group 2 0000313058 Oct-2006 01-Mar-062006 0GA 57.47 100,000%.00 ~~Apr-06~~Group ~~0.000%~~2 ~~May~~0000313059 Sep-062006 001-Mar-2006 MD 68.98 387,000%.00 ~~Jun~~Group 2 0000314700 Sep-062006 001-Dec-2005 CA 62.~~000%~~00 *The303,800.00 ~~text~~Group ~~reported~~2 in0000314887 ~~the~~Sep-2006 ~~above~~01-Feb-2006 ~~table~~MI is100.00 ~~presented~~215,000.00 ~~graphically~~Group on2 ~~the~~0000315113 ~~monthly~~Jul-2006 ~~bond~~01-Apr-1996 ~~remittance~~SC ~~report~~94.59 ~~The~~88,300.00 ~~monthly~~Group ~~bond~~2 ~~remittance~~0000316766 ~~report~~Aug-2006 ~~can~~01-May-2004 beIL ~~viewed~~90.00 ~~online~~52,200.00 atGroup ~~www~~2 0000317473 Jul-2006 01-Feb-2006 CA 64.~~ctslink~~81 337,000.~~com.~~00 Group 2 120000317572 ~~Month~~Jul-2006 ~~Bankruptcy~~01-Feb-2006 History*NJ ~~New~~65.00 ~~Bankruptcy~~109,200.00 ~~Loans~~Group ~~Month~~2 ~~Bankruptcy~~0000317799 ~~Percentage~~Oct-2006 ~~Loans~~01-Feb-2006 inCA ~~Bankruptcy~~57.33 0129,000.00 Group 2 0000317949 Jul-052006 001-Dec-2005 NY 80.00 432,000%.00 ~~Original~~Group ~~Principal~~2 ~~Balance~~0000318535 ~~0.00~~Jul-2006 ~~Aug~~01-05Nov-2005 0IL 80.00 180,000%.00 ~~Current~~Group ~~Actual~~2 ~~Balance~~0000318568 0Oct-2006 01-Mar-2006 MO 85.00 ~~Sep~~104,550.00 Group 2 0000319053 Jul-052006 001-Feb-2006 WA 65.~~000%~~00 102,050.00 Group 2 0000319145 Oct-052006 001-Apr-2006 MA 54.76 115,000%.00 ~~Current~~Group ~~Bankruptcy~~2 ~~Total~~0000319283 ~~Nov~~Oct-052006 001-Feb-2006 CA 65.~~000%~~00 ~~Loans~~305,500.00 inGroup ~~Bankruptcy~~2 00000319584 Oct-2006 01-Dec-052005 0SC 81.~~000%~~79 ~~Original~~121,050.00 ~~Principal~~Group ~~Balance~~2 00000319612 Oct-2006 01-Nov-2005 TN 80.00 ~~Jan~~60,000.00 Group 2 0000319715 Aug-062006 001-Sep-2005 WI 78.38 116,000%.00 ~~Current~~Group ~~Actual~~2 ~~Balance~~0000319950 0Jul-2006 01-Aug-1994 FL 31.38 27,300.00 ~~Feb~~Group 2 0000320134 Oct-062006 001-Aug-1992 CA 40.67 122,000%.00 ~~Mar~~Group 2 0000320660 Oct-062006 001-Jan-2005 MN 75.~~000%~~00 ~~Apr~~97,500.00 Group 2 0000320739 Jul-062006 001-Sep-2005 OK 80.~~000%~~00 ~~May~~60,640.00 Group 2 0000320754 Sep-062006 001-Sep-2005 KS 80.~~000%~~00 ~~Jun~~84,800.00 Group 2 0000321423 Aug-062006 001-Sep-2005 MN 80.00 168,000%.00 *TheGroup ~~text~~2 ~~reported~~0000321518 inOct-2006 ~~the~~01-Apr-2006 ~~above~~IL ~~table~~40.00 is100,000.00 ~~presented~~Group ~~graphically~~2 on0000321892 ~~the~~Aug-2006 ~~monthly~~01-Feb-2006 ~~bond~~NJ ~~remittance~~70.00 ~~report~~280,000.00 ~~The~~Group ~~monthly~~2 ~~bond~~0000322233 ~~remittance~~Sep-2006 ~~report~~01-Apr-2006 ~~can~~CA be65.00 ~~viewed~~221,650.00 ~~online~~Group at2 ~~www~~0143546044 Oct-2006 04-Apr-1999 MI 80.~~ctslink~~00 48,800.~~com.~~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~~Group ~~Balance~~1 No0000101776 ~~Bankruptcy~~21,558.27 ~~Loans~~01-Feb-2006 ~~this~~6 ~~Period~~9.875% 1,147.27 Group 1 0000154672 88,275.97 27-Dec-2005 7 9.390% 4,429.74 Group 1 0000173048 21,178.56 01-Feb-2006 6 7.000% 765.27 Group 1 0000184408 31,886.47 09-Apr-2006 3 12.000% 1,526.11 Group 1 0000232605 24,558.33 15-Feb-2006 5 12.750% 1,748.26 Group 1 0000234552 24,933.10 15-May-2006 2 10.500% 836.06 Group 1 0000235297 44,857.52 01-May-2006 3 12.000% 2,146.23 Group 1 0000309171 49,605.44 01-Feb-2006 6 7.500% 1,990.97 Group 1 0000312820 164,394.48 01-Feb-2006 6 11.250% 10,294.59 Group 1 0000314804 56,952.91 01-Jan-2006 7 7.000% 2,150.45 Group 1 0000316363 58,136.85 01-Jan-2006 7 8.000% 2,534.22 Group 1 0000316370 41,387.81 22-Apr-2006 3 9.000% 1,460.48 Group 1 0000316930 106,305.46 01-Jan-2006 7 10.000% 5,877.58 Group 1 0000317555 61,475.17 23-Apr-2006 3 8.000% 1,918.44 Group 1 0000317895 55,587.26 15-Mar-2006 4 9.000% 2,346.84 Group 1 0000318959 303,848.91 01-Mar-2006 5 8.500% 14,168.80 Group 1 0000318984 88,962.67 01-May-2006 3 6.000% 2,033.98 Group 1 0000320574 58,092.01 25-Apr-2006 3 10.900% 2,515.36 Group 1 0000321526 242,784.10 01-May-2006 3 10.000% 9,601.48 Group 1 0141617400 67,830.21 01-Apr-2006 4 10.000% 3,191.37 Group 1 0300001880 23,857.68 01-May-2006 3 9.000% 843.04 Group 2 0000234253 74,029.36 04-Feb-2006 6 7.750% 3,225.56 Group 2 0000312085 174,949.82 01-Jan-2006 7 11.990% 11,708.62 Group 2 0000313058 100,000.00 01-May-2006 3 10.000% 3,958.30 Group 2 0000313059 387,000.00 01-Apr-2006 4 10.000% 18,382.50 Group 2 0000314700 303,800.00 01-Apr-2006 4 10.990% 15,934.32 Group 2 0000314887 214,645.03 01-Apr-2006 4 9.000% 9,109.54 Group 2 0000315113 66,640.94 01-Feb-2006 6 5.250% 1,538.30 Group 2 0000316766 50,592.95 01-Mar-2006 5 11.125% 3,003.49 Group 2 0000317473 337,000.00 01-Jan-2006 7 11.750% 22,081.39 Group 2 0000317572 109,165.10 01-Feb-2006 6 11.500% 6,995.53 Group 2 0000317799 129,000.00 01-May-2006 3 9.500% 4,837.50 Group 2 0000317949 431,356.78 01-Jan-2006 7 7.500% 17,546.44 Group 2 0000318535 179,499.63 01-Feb-2006 6 7.875% 7,700.06 Group 2 0000318568 104,386.14 01-May-2006 3 9.250% 3,801.67 Group 2 0000319053 102,050.00 01-Feb-2006 6 11.250% 6,399.40 Group 2 0000319145 114,997.21 01-May-2006 3 10.990% 5,026.33 Group 2 0000319283 305,500.00 01-May-2006 3 9.990% 12,080.00 Group 2 0000319584 120,620.06 01-May-2006 3 8.700% 4,116.13 Group 2 0000319612 59,730.61 01-May-2006 3 8.324% 1,944.62 Group 2 0000319715 115,590.99 01-Mar-2006 5 9.500% 6,058.90 Group 2 0000319950 24,384.85 01-Jan-2006 7 10.375% 1,350.86 Group 2 0000320134 102,059.95 01-May-2006 3 10.000% 3,915.96 Group 2 0000320660 96,359.16 01-May-2006 3 9.050% 3,428.40 Group 2 0000320739 60,411.97 01-Feb-2006 6 7.490% 2,455.63 Group 2 0000320754 84,226.91 01-Apr-2006 4 6.950% 2,710.36 Group 2 0000321423 167,866.50 01-Mar-2006 5 6.750% 6,120.16 Group 2 0000321518 100,000.00 01-May-2006 3 10.000% 3,958.30 Group 2 0000321892 279,788.22 01-Mar-2006 5 10.750% 16,709.47 Group 2 0000322233 221,650.00 01-Apr-2006 4 11.250% 11,913.05 Group 2 0143546044 44,888.78 04-Apr-2006 3 9.750% 1,726.65

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

Summary 12 Month Bankruptcy ~~Detail~~History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 4 Nov-05 ~~All~~0.000% ~~Mortgage~~Original Principal Balance 143,340.00 Dec-05 0.000% Current Actual Balance 112,774.73 Jan-06 0.000% Feb-06 0.000% Current Bankruptcy Total Mar-06 0.000% Loans in Bankruptcy ~~during~~35 Apr-06 0.000% Original Principal Balance 4,057,548.00 May-06 0.000% Current ~~Period~~Actual ~~(continued)~~Balance 3,635,627.35 Jun-06 0.000% Jul-06 1.081% Aug-06 1.095% Sep-06 1.096% Oct-06 1.094% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group ~~Loan~~1 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 4 Nov-05 0.000% Original Principal Balance 143,340.00 Dec-05 0.000% Current ~~Paid~~Actual ToBalance ~~Months~~112,774.73 Jan-06 0.000% Feb-06 0.000% Current ~~Approximate~~Bankruptcy ~~Number~~Total Mar-06 0.000% Loans in Bankruptcy 20 Apr-06 0.000% Original Principal Balance 1,468,498.00 May-06 0.000% Current Actual ~~Date~~Balance ~~Delinquent~~1,255,873.23 ~~Loan~~Jun-06 ~~Rate~~0.000% ~~Delinquent~~Jul-06 1.229% Aug-06 1.268% Sep-06 1.190% Oct-06 1.216% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 2 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 Nov-05 0.000% Original Principal Balance ~~Interest~~0.00 NoDec-05 0.000% Current Actual Balance 0.00 Jan-06 0.000% Feb-06 0.000% Current Bankruptcy Total Mar-06 0.000% Loans ~~this~~in ~~Period~~Bankruptcy 15 Apr-06 0.000% Original Principal Balance 2,589,050.00 May-06 0.000% Current Actual Balance 2,379,754.12 Jun-06 0.000% Jul-06 1.017% Aug-06 1.020% Sep-06 1.054% Oct-06 1.039% *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~~ - All Mortgage Loans ~~with~~in ~~Losses~~Bankruptcy during Current Period ~~Summary~~Group #Loan ~~Loans~~Month ~~Prior~~Loan ~~Realized~~First ~~Current~~State ~~with~~LTV ~~Actual~~at ~~Loss/(Gain)~~Original ~~Loss~~Number ~~Group~~Entered ~~Losses~~Payment Origination Principal Bankruptcy Date Balance ~~Amount~~Group ~~Percentage~~1 0000101886 Oct-2006 25-Aug-2004 PA 71.43 50,000.00 Group 1 00000154545 0Jul-2006 23-Nov-2000 GA 80.00 052,000.00 0Group 1 0000166349 Jul-2006 01-Mar-1988 TX 101.25 97,200.00 Group 1 0000224373 Jul-2006 01-Apr-1997 NV 90.00 144,000%.00 Group 1 0000224379 Jul-2006 01-May-2000 OH 80.00 316,000.00 Group 1 0000225214 Jul-2006 21-Nov-1997 SC 75.00 37,500.00 Group 1 0000225852 Jul-2006 15-Nov-2001 AL 85.00 37,825.00 Group 1 0000227772 Oct-2006 18-Jun-2000 TX 92.86 26,000.00 Group 1 0000231414 Jul-2006 25-Apr-1995 TX 100.00 40,000.00 Group 1 0000232494 Jul-2006 08-Jan-2000 TX 90.00 90,000.00 Group 1 0000233825 Jul-2006 27-Apr-2002 TX 75.65 84,050.00 Group 1 0000234662 Oct-2006 09-Nov-1996 TX 79.59 39,000.00 Group 1 0000317722 Jul-2006 01-Sep-2003 TX 99.22 112,763.00 Group 1 0000317903 Jul-2006 01-Sep-1993 TX 97.52 65,000.00 Group 1 0000319852 Oct-2006 01-Mar-1996 FL 43.60 28,340.00 Group 1 0000319882 Jul-2006 01-Nov-1995 SC 31.35 26,650.00 Group 1 0000319895 Aug-2006 01-May-1995 TN 50.63 24,050.00 Group 1 0000319897 Jul-2006 01-Mar-1996 OK 48.75 48,750.00 Group 1 0000320043 Jul-2006 01-Nov-1995 CA 29.21 92,000.00 Group 1 0142974278 Jul-2006 01-Jan-1999 IN 84.99 57,370.00 Group 2 00000228342 0Jul-2006 01-Jul-1994 DE 94.96 61,250.00 0Group 2 0000305942 Jul-2006 01-Nov-1993 CA 47.50 95,000.00 0Group 2 0000311500 Aug-2006 01-Jul-2005 TN 100.00 72,000%.00 ~~Total~~Group 02 00000312361 Jul-2006 01-Feb-2006 NJ 57.60 720,000.00 0Group 2 0000314582 Jul-2006 01-Apr-2006 CT 55.06 106,000.00 0Group 2 0000316879 Jul-2006 01-Nov-1996 SC 63.51 55,000%.00 Group 2 0000316929 Jul-2006 01-Feb-2006 AZ 59.20 222,000.00 Group 2 0000317870 Jul-2006 01-Apr-1997 OH 80.00 67,600.00 Group 2 0000318434 Jul-2006 01-Sep-2005 NV 68.08 442,500.00 Group 2 0000318857 Jul-2006 14-Dec-2005 CA 60.71 170,000.00 Group 2 0000319002 Jul-2006 01-Mar-2006 MI 100.00 80,000.00 Group 2 0000319810 Jul-2006 01-Oct-1994 VA 26.31 109,200.00 Group 2 0000319871 Jul-2006 01-Sep-1995 CA 33.33 56,000.00 Group 2 0000319886 Jul-2006 01-Oct-1994 HI 100.00 235,000.00 Group 2 0000319902 Jul-2006 01-Aug-1994 CA 19.50 97,500.00

~~Realized~~Bankruptcy ~~Loss Loan~~ Detail ~~Report~~ - All Mortgage Loans ~~With~~in ~~Losses~~Bankruptcy during Current Period ~~Original~~(continued) ~~Current~~Group Loan ~~Principal~~Current ~~Note~~Paid ~~LTV~~To atMonths ~~Original~~Current ~~Group~~Approximate Number ~~Balance~~Actual Date Delinquent Loan Rate ~~State~~Delinquent ~~Origination~~Balance ~~Term~~Interest NoGroup ~~Losses~~1 ~~this~~0000101886 ~~Period~~43,565.81 25-Feb-2006 5 7.000% 1,632.78 Group 1 0000154545 49,267.37 23-Dec-2006 (3) 9.950% 0.00 Group 1 0000166349 72,627.24 01-Oct-2006 (1) 9.900% 555.65 Group 1 0000224373 132,277.05 01-Sep-2006 0 10.250% 2,150.80 Group 1 0000224379 299,572.07 01-Sep-2006 0 10.625% 5,057.51 Group 1 0000225214 22,753.96 21-Aug-2006 0 11.040% 401.61 Group 1 0000225852 36,744.73 15-Jun-2006 1 10.500% 918.01 Group 1 0000227772 20,758.57 18-Apr-2006 3 11.250% 920.27 Group 1 0000231414 12,472.54 25-Jul-2006 0 11.000% 216.18 Group 1 0000232494 76,597.28 08-Aug-2006 0 10.000% 1,214.59 Group 1 0000233825 78,508.40 27-Aug-2006 0 9.500% 1,211.19 Group 1 0000234662 22,255.95 09-Jun-2006 1 9.620% 515.28 Group 1 0000317722 110,908.46 01-May-2006 3 6.500% 2,767.08 Group 1 0000317903 39,819.56 01-Aug-2006 0 8.000% 496.00 Group 1 0000319852 26,194.40 01-Dec-2006 (3) 12.000% 0.00 Group 1 0000319882 24,483.41 01-Sep-2006 0 12.250% 479.75 Group 1 0000319895 22,784.44 01-Oct-2006 (1) 15.000% 275.54 Group 1 0000319897 44,695.56 01-Dec-2006 (3) 11.750% 0.00 Group 1 0000320043 82,034.24 01-Sep-2006 0 9.750% 1,265.65 Group 1 0142974278 37,552.19 01-Aug-2006 0 9.400% 523.63 Group 2 0000228342 41,713.61 01-Sep-2006 0 5.750% 365.68 Group 2 0000305942 80,091.25 01-Sep-2006 0 9.750% 1,235.91 Group 2 0000311500 71,648.73 01-Feb-2006 6 8.590% 3,372.51 Group 2 0000312361 717,370.74 01-Sep-2006 0 9.990% 11,349.09 Group 2 0000314582 105,950.07 01-Sep-2006 0 10.990% 1,852.79 Group 2 0000316879 47,348.49 01-Aug-2006 0 5.750% 413.84 Group 2 0000316929 221,335.51 01-Aug-2006 0 10.990% 3,868.93 Group 2 0000317870 59,135.84 01-Aug-2006 0 7.125% 652.37 Group 2 0000318434 347,638.16 01-Sep-2006 0 5.125% 2,679.70 Group 2 0000318857 169,690.62 14-Apr-2006 3 10.990% 7,411.28 Group 2 0000319002 79,570.28 01-Oct-2006 (1) 8.500% 530.81 Group 2 0000319810 98,540.29 01-Oct-2006 (1) 11.700% 920.97 Group 2 0000319871 50,260.39 01-Sep-2006 0 10.500% 838.26 Group 2 0000319886 200,504.91 01-Oct-2006 (1) 10.375% 1,652.62 Group 2 0000319902 88,955.23 01-Sep-2006 0 12.125% 1,724.65

Realized Loss ~~Loan~~ Detail Report - Loans ~~With~~with Losses during Current Period ~~(continued)~~Summary ~~Prior~~# ~~Cumulative~~Loans ~~Loan~~Prior ~~Actual~~ Realized ~~Realized~~Current ~~Group~~with ~~Number~~Actual ~~Balance~~ Loss/(Gain) Loss~~/(Gain)~~ NoGroup Losses ~~this~~Balance ~~Period~~Amount Percentage Group 1 1 51,141.87 35,297.95 0.034% Group 2 0 0.00 0.00 0.000% Total 1 51,141.87 35,297.95 0.011%

Realized Loss ~~Report~~Loan -Detail ~~Collateral~~Report Summary MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-~~2005~~ ~~N/A~~Loans ~~N/A~~With ~~Jul-2005~~Losses ~~N/A~~during 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 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current ~~Month~~Period ~~0.000%~~Original Current ~~Month~~Loan ~~0.000%~~Principal 3Note ~~Month~~LTV 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-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 *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~~Original ~~bond~~Group ~~remittance~~Number ~~report~~Balance ~~can~~Rate beState ~~viewed~~Origination ~~online~~Term ~~at www.ctslink.com. www.ctslink.com.~~ Group 1 ~~MDR~~0000316678 ~~SDA Current Month 0.~~52,000~~% Current Month 0~~.~~000%~~00 ~~3 Month Average 0~~11.000% 3TX ~~Month Average 0~~98.~~000%~~11 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-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 *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-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 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 2 MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-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 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. 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 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Monthly Default Rate (MDR): sum(Beg Scheduled Balance of Liquidated Loans)/ sum(Beg Scheduled Balance). Conditional Default Rate (CDR): 1-((1-MDR)^12) SDA Standard Default Assumption: If WAS is less than or equal to 30 then CDR /(WAS * 0.02) else if WAS is greater than 30 and less than or equal to 60 then CDR / 0.6 else if WAS is greater than 60 and less than or equal to 120 then CDR / (0.6 - ((WAS - 60) * 0.0095)) else if WAS is greater than 120 then CDR / 0.03 Loss Severity Approximation for current period: sum(Realized Loss Amount)/sum(Beg Scheduled Balance of Liquidated Loans)356

~~Prepayment~~Realized ~~Detail~~Loss -Loan ~~Prepayments~~Detail ~~during~~Report ~~Current~~- ~~Period Summary~~ Loans ~~Paid~~With InLosses ~~Full~~during ~~Repurchased~~Current ~~Loans~~Period ~~Original~~(continued) ~~Current~~Prior ~~Original~~Cumulative ~~Current~~Loan ~~Principal~~Actual ~~Scheduled~~Realized ~~Principal~~Realized ~~Scheduled~~ Group ~~Count~~Number Balance ~~Balance~~Loss/(Gain) ~~Count~~Loss/(Gain) ~~Balance Balance~~ Group 1 370000316678 651,~~935,660~~141.0087 635,~~602,306~~297.3195 ~~0 0.00 0.00 Group 2 54 7~~35,~~853,889~~297.~~78 7,133,757.75 0 0.00 0.00 Total 91 14,789,549.78 13,736,064.06 0 0.00 0.00~~95

~~Prepayment~~Realized ~~Detail~~Loss Report - ~~Prepayments~~Collateral ~~during~~Summary MDR SDA Current ~~Period~~Month ~~(continued)~~0.015% ~~Summary~~Current ~~Substitution~~Month ~~Loans~~0.356% ~~Liquidated~~3 ~~Loans~~Month ~~Curtailments~~Average ~~Original~~0.005% 3 Month Average 0.119% 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~~Nov-2005 ~~Amount~~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 0.000% N/A Sep-2006 0.000% N/A Oct-2006 0.015% N/A Oct-2006 0.356% 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 0.178% Current Month 69.296% 3 Month Average 0.059% 3 Month Average 23.099% 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. 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 0.000% N/A Sep-2006 0.000% N/A Oct-2006 0.178% N/A Oct-2006 69.296% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 1 MDR SDA Current Month 0.049% Current Month 0.00970% 3 Month Average 0.00016% 3 Month Average 0.323% 12 Month Average 0.00000% 12 Month Average 0.00000% ~~30,924~~MDR: Current vs.78 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. 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 0.000% N/A Sep-2006 0.000% N/A Oct-2006 0.049% N/A Oct-2006 0.970% 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 0.582% Current Month 69.296% 3 Month Average 0.194% 3 Month Average 23.099% 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. 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 0.000% N/A Sep-2006 0.000% N/A Oct-2006 0.582% N/A Oct-2006 69.296% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 2 MDR SDA Current Month 0.000% Current Month 0.00000% 3 Month Average 0.00000% 3 Month Average 0.000% 12 Month Average 0.00000% 12 Month Average 0.00000% ~~96,170~~MDR: Current vs.32 ~~Total~~12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. 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% N/A May-2006 0.000% N/A Jun-2006 0.00000% N/A Jun-2006 0.00000% ~~127,095~~N/A Jul-2006 0.10000% N/A Jul-2006 0.000% N/A Aug-2006 0.000% N/A Aug-2006 0.000% N/A Sep-2006 0.000% N/A Sep-2006 0.000% N/A Oct-2006 0.000% N/A Oct-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. 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 0.000% N/A Sep-2006 0.000% N/A Oct-2006 0.000% N/A Oct-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). Includes losses on loans liquidating in the current period only.

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 Group 1Count ~~0000186873~~Balance MSBalance ~~48.78~~Count ~~02-Apr-1999~~Balance ~~56,100.00~~Balance ~~49,053.32~~ Group 1 ~~0000222235~~20 ~~PA 100.00 01-Jul-1988 51~~2,~~700.00 14~~178,~~221~~946.90 Group 1 0000223757 GA 90.00 01-Apr-2000 109,350.00 103,365.55 Group 1 0000224536 IL 55.03 01-Nov-1999 79,800.00 77,610.95 Group 1 0000225065 GA 56.13 01-May-2002 87,000.00 84,000.71 Group 1 0000225884 AL 84.85 01-Jun-2002 41,150.00 40,061.36 Group 1 0000227260 PA 94.96 01-Jul-1996 53,650.00 44,705.14 Group 1 0000228498 CA 74.23 01-Jun-1985 72,000.00 38~~,996.23~~ ~~Group~~ 1 ~~0000230189 IN 75.00 01-Apr-1997 16~~,~~500.00 8~~403,~~680~~360.4651 ~~Group~~0 ~~1 0000230971 TX 95~~0.00 ~~01-Jul-1991 19,000~~0.00 ~~14,234.01~~ Group 1 0000231277 IL 94.98 01-Aug-1999 129,650.00 119,051.18 Group 1 0000232168 CA 89.91 01-Jun-1990 202,300.00 142,770.36 Group 1 0000234993 MI 85.00 15-Jan-2003 93,415.00 91,766.52 Group 1 0000235291 TX 90.00 01-Oct-2002 85,500.00 83,417.11 Group 1 0000254632 AZ 95.00 01-Jun-2002 42,750.00 41,054.32 Group 1 0000254634 ID 79.39 01-Dec-2002 104,000.00 100,375.25 Group 1 0000254636 AZ 90.00 01-Sep-2002 100,800.00 96,082.64 Group 1 0000254646 FL 94.93 01-Mar-2001 33,700.00 34,005.69 Group 1 0000255032 CA 80.00 01-May-1991 226,400.00 164,165.32 Group 1 0000255404 AR 75.00 01-Mar-2003 55,125.00 14,259.00 Group 1 0000310381 FL 80.00 01-Jun-2005 191,920.00 191,920.00 Group 1 0000312617 CA 49.02 01-Dec-2005 125,000.00 124,905.88 Group 1 0000313024 CA 80.00 01-Oct-2005 184,000.00 182,676.55 Group 1 0000313110 FL 63.16 14-Dec-2005 180,000.00 180,000.00 Group 1 0000314607 TX 94.01 04-Sep-2004 47,000.00 46,445.62 Group 1 0000317057 FL 60.00 01-Sep-2005 96,000.00 95,668.31 Group 1 0000317362 TX 95.00 15-Oct-2005 38,000.00 37,671.63 Group 1 0000317397 AZ 63.59 01-Mar-2006 146,250.00 146,250.00 Group 1 0000318239 MO 87.30 01-Sep-2005 106,500.00 105,440.72 Group 1 0000318871 CA 34.82 08-Oct-2005 86,000.00 84,366.90 Group 1 0000319036 CA 70.00 01-Feb-2006 290,500.00 290,500.00 Group 1 0000319123 CA 65.00 01-Mar-2006 286,000.00 285,999.56 Group 1 0000319922 CA 53.73 01-Nov-1995 72,000.00 64,543.53 Group 1 0000320692 CA 65.00 01-Apr-2006 182,000.00 182,000.00 Group 1 0142720101 LA 97.67 01-Jun-1988 58,600.00 47,504.29 Group 1 0200018606 NY 48.84 01-Mar-2003 525,000.00 497,830.66 Group 1 0200039185 TX 69.12 01-Jun-1995 2~~,661,000.00~~ ~~2,665,156.69 Group 2 0000155028 CA 94.95 01-May-1985 93,050.00~~ 46~~,306.61~~ ~~Group 2 0000192118 OR~~ 9~~.09 01-Jan-1997 25~~,~~000.00 17~~442,~~713~~637.~~48 Group 2 0000221821 TX 100.~~00 ~~01-Nov-1984 41~~8,~~400.00 2~~677,~~868~~024.5661 ~~Group~~0 ~~2 0000221928 FL 100~~0.00 ~~01-Apr-1983 34,550~~0.00 ~~17,964.82~~Total ~~Group~~66 ~~2 0000222023 TX 78.21 01-Jun-1985 104~~11,~~800.00 56~~621,~~709~~583.97 Group 2 0000222085 CA 80.00 01-Dec-1986 85,600.00 46,599.96 Group 2 0000222100 PA 87.52 01-Feb-1984 47,700.00 20,644.83 Group 2 0000226400 GA 95.00 01-Dec-1998 149,050.00 130,604.24 Group 2 0000228271 AZ 75.00 01-Aug-1987 71,250.00 43,978.44 Group 2 0000228504 KS 95.00 01-May-1985 91,200.00 47,788.93 Group 2 0000228512 CA 80.00 01-Oct-1988 84,800.00 56,079.28 Group 2 0000230699 MN 79.57 01-Dec-2000 148,000.00 139,023.43 Group 2 0000231067 IL 88.98 01-Jul-1999 105,000.00 96,144.75 Group 2 0000234297 CA 80.00 01-Sep-1987 344,000.00 212,630.30 Group 2 0000253815 OH 73.02 01-Jul-2004 77,400.00 82,156.91 Group 2 0000253866 SC 79.53 01-Aug-2002 71,500.00 65,166.89 Group 2 0000254215 CO 54.37 15-May-1999 40,777.00 36,916.09 Group 2 0000254216 NM 80.50 18-Jun-1999 32,201.40 29,007.05 Group 2 0000254228 CO 76.23 10-Jul-1999 54,506.38 ~~49,961.84 Group 2 0000254277 NM 94.~~10 ~~01-Mar-2001 98~~,~~810.00 92~~080,~~799~~385.2812 ~~Group~~0 ~~2 0000254279 AZ 99~~0.~~18 01-Nov-2000 70,705.~~00 ~~63,800~~0.~~21 Group 2 0000255192 CA 20.~~00 01-Feb-1992 28,000.00 20,939.57 Group 2 0000306963 CA 85.00 01-Jul-2005 374,000.00 370,014.07 Group 2 0000315011 SC 78.22 01-Nov-1999 70,400.00 63,139.96 Group 2 0000315128 SC 80.00 01-Apr-1996 39,200.00 21,555.64 Group 2 0000315158 SC 45.68 01-May-1995 28,000.00 6,245.23 Group 2 0000315510 CA 56.22 04-Mar-2005 140,000.00 137,977.51 Group 2 0000315546 FL 82.98 01-Feb-2005 58,000.00 55,317.63 Group 2 0000316415 NY 85.65 01-Jul-1998 53,100.00 47,626.14 Group 2 0000316507 FL 75.00 01-Nov-2005 138,750.00 138,386.28 Group 2 0000316511 CA 80.00 01-Jan-2006 536,000.00 536,000.00 Group 2 0000317311 FL 65.00 01-Jan-2006 140,000.00 139,802.18 Group 2 0000317744 CT 80.00 01-Jun-2004 181,440.00 175,879.96 Group 2 0000317907 FL 95.00 01-Mar-2006 213,750.00 213,170.55 Group 2 0000318112 OH 70.93 01-Dec-2005 53,200.00 53,086.75 Group 2 0000318114 OH 74.57 01-Dec-2005 88,000.00 87,860.07 Group 2 0000318420 CA 84.17 01-Sep-2005 585,000.00 584,750.00 Group 2 0000318449 CO 36.31 01-Nov-2005 81,000.00 81,000.00 Group 2 0000318965 NY 75.00 01-Mar-2006 326,250.00 325,409.22 Group 2 0000319707 OH 80.00 01-Oct-2002 88,000.00 83,861.55 Group 2 0000319834 CA 38.04 01-Nov-1995 97,000.00 85,466.08 Group 2 0000319849 CA 29.02 01-Jun-1993 74,000.00 43,369.01 Group 2 0000320026 CA 39.31 01-Aug-1993 57,000.00 48,358.13 Group 2 0000320063 CA 33.71 01-Nov-1995 150,000.00 134,347.30 Group 2 0000320596 TX 96.86 01-Jul-2003 15,400.00 2,425.72 Group 2 0000320702 NY 80.00 01-Jan-2006 448,000.00 448,000.00 Group 2 0000320802 OK 79.98 01-May-2005 87,500.00 86,184.20 Group 2 0000320889 FL 64.86 01-Apr-2006 240,000.00 240,000.00 Group 2 0000321834 FL 70.00 01-Nov-2005 343,000.00 341,295.90 Group 2 0000322463 CA 80.00 01-Feb-2006 408,000.00 407,992.50 Group 2 0000322464 NV 79.53 01-Jun-2005 680,000.00 669,827.21 Group 2 0141607374 MI 85.00 01-Jul-1998 69,700.00 48,459.76 Group 2 0143366532 FL 74.93 01-Oct-1987 47,200.00 29,639.06 Group 2 0300002040 TX 95.00 01-Feb-2003 43,700.00 42,530.76

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 ~~Group~~Curtailment ~~1 0000186873 Loan Paid in Full 0 3.437% 360 86~~ Group 1Count ~~0000222235~~Balance ~~Loan~~Balance ~~Paid~~Count inBalance ~~Full~~Balance ~~(1)~~Amount ~~6.875% 360 215~~ Group 1 ~~0000223757 Loan Paid in Full~~ 0 ~~9.000% 360 74 Group 1 0000224536 Loan Paid in Full~~ 0 13.~~500%~~00 ~~360 79 Group 1 0000225065 Loan Paid in Full~~ 0 11.~~750%~~00 ~~360 49 Group~~ 1 0000225884 Loan Paid in Full 0 10.500% 360 48 Group 1 0000227260 Loan Paid in Full (1) 6.750% 120 119 Group 1 0000228498 Loan Paid in Full 0 5.875% 360 252 Group 1 0000230189 Loan Paid in Full (1) 12.990% 180 110 Group 1 0000230971 Loan Paid in Full 0 5.125% 360 179 Group 1 0000231277 Loan Paid in Full 0 7.500% 360 82 Group 1 0000232168 Loan Paid in Full 0 5.500% 360 192 Group 1 0000234993 Loan Paid in Full 0 11.52,000~~% 120 41 Group 1 0000235291 Loan Paid in Full 0 10~~.~~000%~~00 ~~360 44 Group 1 0000254632 Loan Paid in Full 0 7~~50,938.~~875%~~03 ~~360 48 Group 1 0000254634 Loan Paid in Full 0 7~~35,219.~~750%~~74 ~~360 42~~ Group 1 0000254636 Loan Paid in Full 0 6.875% 360 45 Group 1 0000254646 Loan Paid in Full 1 7.625% 333 63 Group 1 0000255032 Loan Paid in Full 0 7.375% 360 181 Group 1 0000255404 Loan Paid in Full (3) 9.500% 360 39 Group 1 0000310381 Loan Paid in Full 0 5.625% 360 12 Group 1 0000312617 Loan Paid in Full 1 10.750% 360 6 Group 1 0000313024 Loan Paid in Full 0 7.250% 360 8 Group 1 0000313110 Loan Paid in Full 0 10.700% 120 6 Group 1 0000314607 Loan Paid in Full (1) 11.000% 346 21 Group 1 0000317057 Loan Paid in Full 0 10.990% 120 9 Group 1 0000317362 Loan Paid in Full 0 10.000% 264 8 Group 1 0000317397 Loan Paid in Full 0 10.990% 360 3 Group 1 0000318239 Loan Paid in Full 0 6.125% 360 9 Group 1 0000318871 Loan Paid in Full 0 6.250% 360 8 Group 1 0000319036 Loan Paid in Full 0 11.400% 360 4 Group 1 0000319123 Loan Paid in Full 0 11.400% 360 3 Group 1 0000319922 Loan Paid in Full 0 9.625% 360 127 Group 1 0000320692 Loan Paid in Full 0 10.990% 360 2 ~~Group 1 0142720101 Loan Paid in Full~~ 0 ~~10.000% 360 216 Group 1 0200018606 Loan Paid in Full~~ 0 7.~~000%~~00 ~~120 39 Group 1 0200039185 Loan Paid in Full (1) 9.460% 305 132 Group 2 0000155028 Loan Paid in Full~~ 0 5.~~125%~~00 ~~360 253 Group 2 0000192118 Loan Paid in Full~~ 0 ~~3.625% 307 113 Group 2 0000221821 Loan Paid in Full~~ 0 6.~~500%~~00 ~~360 259 Group 2 0000221928 Loan Paid in Full~~ 0 8.~~250%~~00 ~~360 278 Group 2 0000222023 Loan Paid in Full 0 7~~62,409.~~375%~~57 ~~360~~Total ~~252 Group 2 0000222085 Loan Paid in Full~~ 0 ~~6.500% 360 234 Group 2 0000222100 Loan Paid in Full~~ 0 4.~~875%~~00 ~~360 268 Group 2 0000226400 Loan Paid in Full~~ 0 7.~~375%~~00 ~~331 90 Group 2 0000228271 Loan Paid in Full 0 6.125% 360 226 Group 2 0000228504 Loan Paid in Full (~~1) 7.125% 360 253 Group 2 0000228512 Loan Paid in Full 0 6.125% 360 212 Group 2 0000230699 Loan Paid in Full 0 8.375% 360 66 Group 2 0000231067 Loan Paid in Full (1) 7.625% 360 83 Group 2 0000234297 Loan Paid in Full 0 4.875% 360 225 Group 2 0000253815 Loan Paid in Full 0 7.750% 360 23 Group 2 0000253866 Loan Paid in Full 0 8.500% 240 46 Group 2 0000254215 Loan Paid in Full 0 7.52,000~~% 360 85 Group 2 0000254216 Loan Paid in Full (1) 8~~.~~250%~~00 ~~360 83 Group 2 0000254228 Loan Paid in Full 0 8~~50,938.~~250%~~03 ~~360 83 Group 2 0000254277 Loan Paid in Full 0 7~~97,629.250% 360 63 Group 2 0000254279 Loan Paid in Full 0 8.500% 360 67 Group 2 0000255192 Loan Paid in Full (1) 7.125% 360 172 Group 2 0000306963 Loan Paid in Full 1 6.750% 360 11 Group 2 0000315011 Loan Paid in Full 0 5.125% 360 79 Group 2 0000315128 Loan Paid in Full (1) 4.750% 360 122 Group 2 0000315158 Loan Paid in Full (1) 5.875% 204 133 Group 2 0000315510 Loan Paid in Full 0 6.500% 120 15 Group 2 0000315546 Loan Paid in Full (1) 6.000% 231 16 Group 2 0000316415 Loan Paid in Full 0 7.125% 360 95 Group 2 0000316507 Loan Paid in Full (1) 9.270% 360 7 Group 2 0000316511 Loan Paid in Full 0 6.750% 360 5 Group 2 0000317311 Loan Paid in Full 2 12.990% 360 5 Group 2 0000317744 Loan Paid in Full 0 8.125% 360 24 Group 2 0000317907 Loan Paid in Full 0 8.000% 360 3 Group 2 0000318112 Loan Paid in Full 0 9.180% 360 6 Group 2 0000318114 Loan Paid in Full 0 9.180% 373 6 Group 2 0000318420 Loan Paid in Full 1 7.250% 360 9 Group 2 0000318449 Loan Paid in Full 0 7.850% 360 7 Group 2 0000318965 Loan Paid in Full 0 8.250% 360 3 Group 2 0000319707 Loan Paid in Full 0 6.500% 360 44 Group 2 0000319834 Loan Paid in Full 1 8.950% 360 127 Group 2 0000319849 Loan Paid in Full 0 10.000% 360 156 Group 2 0000320026 Loan Paid in Full 0 8.875% 360 154 Group 2 0000320063 Loan Paid in Full 0 9.750% 360 127 Group 2 0000320596 Loan Paid in Full (2) 12.000% 84 35 Group 2 0000320702 Loan Paid in Full 0 7.250% 360 5 Group 2 0000320802 Loan Paid in Full 0 5.875% 360 13 Group 2 0000320889 Loan Paid in Full 0 11.000% 360 2 Group 2 0000321834 Loan Paid in Full 0 8.500% 360 7 Group 2 0000322463 Loan Paid in Full 0 7.625% 360 4 Group 2 0000322464 Loan Paid in Full 0 5.375% 360 12 Group 2 0141607374 Loan Paid in Full 1 13.000% 180 95 Group 2 0143366532 Loan Paid in Full 0 6.875% 360 224 Group 2 0300002040 Loan Paid in Full 0 9.000% 360 4031

~~Summary~~Prepayment ~~SMM~~Loan ~~CPR~~Detail ~~PSA~~- ~~Current~~Prepayments ~~Month~~during ~~3.607%~~ Current ~~Month~~Period ~~35.654%~~First ~~Current~~Original ~~Month~~Loan ~~594.228%~~LTV 3at ~~Month~~Payment ~~Average~~Principal ~~3.086%~~Prepayment 3Group ~~Month~~Number ~~Average~~State ~~31.277%~~Origination 3Date ~~Month~~Balance ~~Average~~Amount ~~521.280%~~Group 121 ~~Month~~0000173642 ~~Average~~PA 096.~~000%~~93 1201-Mar-2002 ~~Month~~55,250.00 ~~Average 0~~48,984.~~000%~~32 12Group ~~Month~~1 ~~Average~~0000224688 0NY 84.~~000%~~29 ~~CPR:~~01-Oct-2000 ~~Current~~53,100.00 vs51,438.72 ~~12mo~~Group Average*1 ~~PSA:~~0000227365 ~~Current~~PA vs43.71 ~~12mo~~01-Nov-1991 Average*76,500.00 ~~Month~~0.00 ~~Current~~Group ~~12mo~~1 ~~Avg.~~0000227798 ~~Month~~TX ~~Current~~100.00 ~~12mo~~19-Mar-2001 ~~Avg~~18,750.00 ~~Jul-2005~~11,511.35 ~~N/A~~Group ~~N/A~~1 ~~Jul-2005~~0000227882 ~~N/A~~MO ~~N/A~~100.00 ~~Aug~~01-~~2005~~Apr-2002 ~~N/A~~61,750.00 ~~N/A~~60,177.03 ~~Aug-2005~~Group ~~N/A~~1 ~~N/A~~0000230335 ~~Sep-2005~~NY ~~N/A~~70.00 ~~N/A Sep~~01-~~2005~~Aug-1994 ~~N/A~~490,000.00 ~~N/A~~422,230.60 ~~Oct-2005~~Group ~~N/A~~1 ~~N/A~~0000232760 ~~Oct-2005~~TX ~~N/A~~90.00 ~~N/A Nov~~10-~~2005~~May-2002 ~~N/A~~15,300.00 ~~N/A~~12,876.85 ~~Nov-2005~~Group ~~N/A~~1 ~~N/A~~0000232960 ~~Dec-2005~~CT ~~N/A~~77.72 ~~N/A Dec~~01-~~2005~~Mar-1995 ~~N/A~~75,000.00 ~~N/A~~848.81 ~~Jan-2006~~Group ~~N/A~~1 ~~N/A~~0000233908 ~~Jan-2006~~IN ~~N/A~~72.73 ~~N/A~~ 25-Feb-~~2006~~1996 ~~N/A~~40,000.00 ~~N/A~~25,517.23 ~~Feb-2006~~Group ~~N/A~~1 ~~N/A~~0000233984 ~~Mar-2006~~OH ~~N/A~~50.00 ~~N/A Mar~~16-~~2006~~Jan-1997 ~~N/A~~35,000.00 ~~N/A~~947.04 ~~Apr-2006~~Group ~~28.085%~~1 ~~N/A~~0000234107 ~~Apr-2006~~TX ~~468~~75.~~091%~~31 ~~N/A May~~17-~~2006~~Aug-2001 3091,500.~~091%~~00 ~~N/A~~85,343.51 ~~May-2006~~Group ~~501.522%~~1 ~~N/A~~0000254359 ~~Jun-2006~~NY 3592.~~654%~~86 ~~N/A Jun~~16-~~2006~~Feb-2003 ~~594~~52,000.~~228%~~00 ~~N/A~~50,116.42 *TheGroup ~~text~~1 ~~reported~~0000254392 inCA ~~the~~51.73 ~~above~~01-Aug-1993 ~~table~~569,000.00 is101,479.46 ~~presented~~Group *The1 ~~text~~0000316678 ~~reported~~TX in98.11 ~~the~~01-Dec-2002 ~~above~~52,000.00 ~~table~~50,907.83 isGroup ~~presented~~1 ~~graphically~~0000317062 onFL ~~the~~20.00 ~~monthly~~01-Dec-2004 ~~bond~~55,000.00 ~~remittance report~~54,599.70 ~~The~~Group ~~graphically~~1 on0000317947 ~~the~~NJ ~~monthly~~90.00 ~~bond~~01-Dec-2005 ~~remittance~~216,000.00 ~~report~~213,823.93 ~~The~~Group ~~monthly~~1 ~~bond~~0000318284 ~~remittance~~NY ~~report~~90.91 ~~can~~01-Apr-2004 be50,000.00 ~~viewed~~45,655.73 ~~online~~Group at1 ~~monthly~~0000320615 ~~bond~~TX ~~remittance~~95.65 ~~report~~18-Apr-2005 ~~can~~35,391.38 be33,581.21 ~~viewed~~Group ~~online~~1 at0000320741 ~~www~~CO 57.~~ctslink~~85 01-Oct-2005 140,000.~~com.~~00 ~~www~~139,998.~~ctslink.com.~~50 Group 1 ~~SMM~~0150000004 ~~CPR~~NY ~~PSA~~90.00 ~~Current~~01-Aug-1993 ~~Month~~32,400.00 419,011.~~633%~~92 ~~Current~~Group ~~Month~~1 ~~43.408%~~0300001975 ~~Current~~AZ ~~Month 723~~95.~~460%~~00 301-Nov-2002 ~~Month~~17,005.00 ~~Average 3~~16,470.~~426%~~55 3Group ~~Month~~2 ~~Average~~0000101710 33PA 80.~~788%~~00 301-Jun-1998 ~~Month~~42,400.00 ~~Average 563~~40,044.~~139%~~68 12Group ~~Month~~2 ~~Average~~0000186964 0MS 13.~~000%~~96 1226-Aug-1999 ~~Month~~24,800.00 ~~Average 0~~21,133.~~000%~~77 12Group ~~Month~~2 ~~Average~~0000216084 0FL 66.~~000%~~88 ~~CPR:~~01-Mar-2002 ~~Current~~999,800.00 vs957,191.56 ~~12mo~~Group Average*2 ~~PSA:~~0000221919 ~~Current~~PA vs89.58 ~~12mo~~01-Feb-1985 Average*86,000.00 ~~Month Current 12mo Avg~~36,324.10 ~~Month~~Group ~~Current~~2 ~~12mo~~0000226558 ~~Avg~~CA 94.98 ~~Jul~~01-~~2005~~Jun-1992 ~~N/A~~128,700.00 ~~N/A~~87,434.16 ~~Jul-2005~~Group ~~N/A~~2 ~~N/A~~0000228369 ~~Aug-2005~~CA ~~N/A~~40.00 ~~N/A Aug~~01-~~2005~~Jul-1988 ~~N/A~~68,000.00 ~~N/A~~1,434.65 ~~Sep-2005~~Group ~~N/A~~2 ~~N/A~~0000228430 ~~Sep-2005~~CA ~~N/A~~77.97 ~~N/A Oct~~01-~~2005~~Jul-1988 ~~N/A~~99,800.00 ~~N/A~~470.39 ~~Oct-2005~~Group ~~N/A~~2 ~~N/A~~0000228793 ~~Nov-2005~~KS ~~N/A~~94.99 ~~N/A Nov~~01-~~2005~~Aug-1985 ~~N/A~~47,450.00 ~~N/A~~25,456.44 ~~Dec-2005~~Group ~~N/A~~2 ~~N/A~~0000230067 ~~Dec-2005~~NJ ~~N/A~~59.09 ~~N/A Jan~~05-~~2006~~Apr-2003 ~~N/A~~65,000.00 ~~N/A~~0.00 ~~Jan-2006~~Group ~~N/A~~2 ~~N/A~~0000232203 ~~Feb-2006~~NY ~~N/A~~54.14 ~~N/A Feb~~01-~~2006~~Aug-1984 ~~N/A~~36,000.00 ~~N/A~~17,993.78 ~~Mar-2006~~Group ~~N/A~~2 ~~N/A~~0000234453 ~~Mar-2006~~IN ~~N/A~~76.06 ~~N/A~~ 11-Apr-~~2006~~1996 ~~32.~~47,920%.00 ~~N/A~~5,113.35 ~~Apr-2006~~Group ~~548.659%~~2 ~~N/A~~0000234562 ~~May-2006~~KY 2572.~~038%~~25 ~~N/A May~~09-~~2006~~Oct-1999 ~~417~~28,900.~~298%~~00 ~~N/A~~26,098.93 ~~Jun-2006~~Group ~~43.408%~~2 ~~N/A~~0000234936 ~~Jun-2006~~TX ~~723~~84.~~460%~~26 ~~N/A~~01-Nov-2002 *The51,400.00 ~~text~~12,472.81 ~~reported~~Group in2 ~~the~~0000253837 ~~above~~AZ ~~table~~80.00 is01-Oct-2002 ~~presented~~520,000.00 *The487,483.33 ~~text~~Group ~~reported~~2 in0000306282 ~~the~~CA ~~above~~51.65 ~~table~~01-Apr-1994 is47,000.00 ~~presented~~42,692.11 ~~graphically~~Group on2 ~~the~~0000314684 ~~monthly~~CA ~~bond~~62.00 ~~remittance~~01-Nov-2005 ~~report~~186,000.00 ~~The~~186,000.00 ~~graphically~~Group on2 ~~the~~0000314707 ~~monthly~~CA ~~bond~~62.00 ~~remittance~~01-Dec-2005 ~~report~~300,700.00 ~~The~~300,534.81 ~~monthly~~Group ~~bond~~2 ~~remittance~~0000315044 ~~report~~SC ~~can~~72.27 be01-Aug-1985 ~~viewed~~43,000.00 ~~online~~31,461.79 atGroup ~~monthly~~2 ~~bond~~0000315086 ~~remittance~~SC ~~report~~78.40 ~~can~~01-Jun-1999 be98,000.00 ~~viewed~~82,937.92 ~~online~~Group at2 ~~www~~0000315119 SC 78.~~ctslink~~00 01-Sep-1995 156,000.~~com.~~00 ~~www~~120,305.~~ctslink.com.~~87 Group 2 ~~SMM~~0000316433 ~~CPR~~NY ~~PSA~~60.42 ~~Current~~01-Aug-2004 ~~Month~~725,000.00 2693,307.~~999%~~05 ~~Current~~Group ~~Month~~2 ~~30.603%~~0000316731 ~~Current~~CA ~~Month 510~~33.~~056%~~75 301-Jan-2006 ~~Month~~108,000.00 ~~Average 2~~106,819.~~882%~~58 3Group ~~Month~~2 ~~Average~~0000316834 29FL 69.~~529%~~60 301-Feb-2006 ~~Month~~174,000.00 ~~Average 492~~173,493.~~157%~~85 12Group ~~Month~~2 ~~Average~~0000317108 0FL 64.~~000%~~13 1201-Jan-2006 ~~Month~~147,500.00 ~~Average 0~~146,950.~~000%~~68 12Group ~~Month~~2 ~~Average~~0000317142 0FL 65.~~000%~~00 ~~CPR:~~01-Feb-2006 ~~Current~~204,750.00 vs204,066.91 ~~12mo~~Group Average*2 ~~PSA:~~0000317164 ~~Current~~GA vs60.00 ~~12mo~~01-Jan-2006 Average*45,000.00 ~~Month~~44,832.37 ~~Current~~Group ~~12mo~~2 ~~Avg.~~0000317205 ~~Month~~GA ~~Current~~65.00 ~~12mo~~01-Feb-2006 ~~Avg~~81,250.00 ~~Jul-2005~~80,978.90 ~~N/A~~Group ~~N/A~~2 ~~Jul-2005~~0000317754 ~~N/A~~CA ~~N/A~~73.64 01-Aug-2005 ~~N/A~~475,000.00 ~~N/A~~474,873.71 ~~Aug-2005~~Group ~~N/A~~2 ~~N/A~~0000317848 ~~Sep-2005~~MD ~~N/A~~50.42 ~~N/A Sep~~01-~~2005~~Mar-2006 ~~N/A~~119,000.00 ~~N/A~~119,000.00 ~~Oct-2005~~Group ~~N/A~~2 ~~N/A~~0000317945 ~~Oct-2005~~CA ~~N/A~~65.00 ~~N/A Nov~~01-Dec-2005 ~~N/A~~302,250.00 ~~N/A~~300,360.41 ~~Nov-2005~~Group ~~N/A~~2 ~~N/A~~0000318382 ~~Dec-2005~~CA ~~N/A~~41.10 ~~N/A Dec~~01-Aug-2005 ~~N/A~~150,000.00 ~~N/A~~148,318.65 ~~Jan-2006~~Group ~~N/A~~2 ~~N/A~~0000318859 CA 51.12 29-Jan-~~2006~~2005 ~~N/A~~250,000.00 ~~N/A~~249,322.52 ~~Feb-2006~~Group ~~N/A~~2 ~~N/A~~0000318901 ~~Feb-2006~~CA ~~N/A~~61.29 ~~N/A Mar~~01-~~2006~~Oct-2005 ~~N/A~~429,000.00 ~~N/A~~435,239.97 ~~Mar-2006~~Group ~~N/A~~2 ~~N/A~~0000319277 ~~Apr-2006~~CA 2576.~~081%~~64 ~~N/A~~ 01-Apr-~~2006~~2005 ~~418~~536,500.~~025%~~00 ~~N/A~~536,499.14 ~~May-2006~~Group ~~32.903%~~2 ~~N/A~~0000319360 ~~May-2006~~CA ~~548~~58.~~391%~~37 ~~N/A Jun~~01-Jan-2006 30359,000.~~603%~~00 ~~N/A Jun-2006 510~~356,754.~~056%~~51 ~~N/A~~Group *The2 ~~text~~0000319913 ~~reported~~CA in47.59 ~~the~~01-Apr-1993 ~~above~~138,000.00 ~~table~~117,857.31 isGroup ~~presented~~2 *The0000319921 ~~text~~CA ~~reported~~58.55 in01-Feb-1993 ~~the~~161,000.00 ~~above~~128,291.09 ~~table~~Group is2 ~~presented~~0000319936 ~~graphically~~CA on41.25 ~~the~~01-May-1994 ~~monthly~~115,500.00 ~~bond remittance report~~97,403.34 ~~The~~Group ~~graphically~~2 on0000319948 ~~the~~WA ~~monthly~~50.57 ~~bond~~01-Nov-1994 ~~remittance~~177,000.00 ~~report~~136,375.16 ~~The~~Group ~~monthly~~2 ~~bond~~0000320125 ~~remittance~~NV ~~report~~28.33 ~~can~~01-Apr-1994 be34,000.00 ~~viewed~~29,384.47 ~~online~~Group at2 ~~monthly~~0000320152 ~~bond~~FL ~~remittance~~26.03 ~~report~~01-Nov-1995 ~~can be viewed online at www~~101,517.~~ctslink.com.~~00 ~~www~~88,937.~~ctslink.com.~~42 ~~Calculation~~Group ~~Methodology:~~2 ~~Single~~0000320657 ~~Month~~CA ~~Mortality~~74.44 ~~(SMM):~~01-Sep-2005 ~~(Partial~~335,000.00 ~~and~~331,303.04 ~~full~~Group ~~prepayments~~2 +0000320908 ~~Repurchases)~~ME /65.00 ~~(Beginning Scheduled Balance~~ 01-Mar-2006 ~~Scheduled~~149,500.00 ~~Principal)~~148,895.13 ~~Conditional~~Group ~~PrePayment~~2 ~~Rate~~0000321347 ~~(CPR):~~AZ 180.00 01- ~~((1~~ Jan-2006 ~~SMM)^12)~~68,000.00 ~~PSA~~67,517.93 ~~Standard~~Group ~~Prepayment~~2 ~~Model:~~0000322458 ~~100~~NV *80.00 ~~CPR~~01-Nov-2005 ~~/ (0~~320,000.200 * MIN(30319,~~WAS))~~999.92 ~~Weighted~~Group ~~Average~~2 ~~Seasoning~~0200040727 ~~(WAS):~~NY ~~sum((Original~~60.00 ~~Term~~ 01-Mar-2006 ~~Remaining~~660,000.00 ~~Term)*(Current Scheduled Balance/Deal Scheduled Principal Balance))~~648,888.40

Prepayment - Voluntary Prepayments

Substitutions Loans Repurchased Loans Substituted Current Current Loan Scheduled Current Current Loan Scheduled Current Current Number Balance Rate Payment Number Balance Rate Payment ~~0000225944~~No ~~121,814.57~~Substitutions ~~7.875%~~this 1,004.12 0000227253 63,923.03 6.125% 419.36 0000227898 58,503.68 7.000% 581.47 0000302541 40,588.95 9.625% 363.80 0000305942 80,542.86 9.750% 803.73 0000309453 92,120.95 9.900% 808.69 0000312567 34,137.45 9.500% 348.13 0000316816 165,470.45 7.500% 1,854.02 0000319156 123,019.12 8.250% 927.81 0000321610 37,659.42 10.875% 373.06 0000321750 18,291.13 6.875% 132.08 0000323507 19,766.49 8.000% 191.13 0000324560 164,682.18 8.250% 1,239.59 0000324681 60,259.48 7.500% 450.00 0141037543 64,806.24 7.500% 483.08Period

~~Interest~~Breaches ~~Rate~~Current ~~Stratification~~Loan ~~Summary~~Scheduled ~~Group~~Current 1 Current Number ofBalance ~~Outstanding Percentage of Number of Outstanding Percentage of Interest~~ Rate ~~Loans~~Payment ~~Scheduled~~No ~~Balance(%)~~Breaches ~~Loans~~this Scheduled Balance(%) Range(%) Balance($) Balance($) < 5.000 274 15,153,475.19 4.097 62 3,325,410.17 2.440 5.000 5.499 138 15,111,326.58 4.085 46 5,152,446.86 3.780 5.500 5.999 285 27,748,823.93 7.502 88 7,683,688.03 5.638 6.000 6.499 394 47,621,992.22 12.875 138 16,594,488.39 12.176 6.500 6.999 330 40,003,642.01 10.815 112 12,814,267.95 9.402 7.000 7.499 347 36,948,095.52 9.989 109 13,189,525.57 9.677 7.500 7.999 254 33,303,347.85 9.004 86 11,517,745.19 8.451 8.000 8.499 191 21,234,397.51 5.741 87 11,290,539.03 8.284 8.500 8.999 193 23,956,975.60 6.477 74 9,851,550.36 7.228 9.000 9.499 218 19,327,452.22 5.225 86 5,125,487.37 3.761 9.500 9.999 203 21,619,200.74 5.845 80 10,059,255.21 7.381 10.000 10.499 186 11,895,493.95 3.216 86 5,553,158.99 4.074 10.500 10.999 238 20,363,258.19 5.505 91 6,582,981.03 4.830 11.000 11.499 210 15,500,621.11 4.191 139 8,638,358.29 6.338 11.500 11.999 109 12,689,338.80 3.431 40 4,364,134.77 3.202 12.000 12.499 41 1,854,850.71 0.501 23 1,130,585.01 0.830 12.500 12.999 41 2,916,818.36 0.789 18 1,882,997.65 1.382 13.000 13.499 17 1,153,032.70 0.312 10 837,330.37 0.614 13.500 13.999 21 602,499.45 0.163 8 330,117.95 0.242 14.000 14.499 19 218,527.09 0.059 9 109,555.59 0.080 14.500 14.999 5 149,603.91 0.040 1 45,934.74 0.034 >= 15.000 15 512,223.61 0.138 6 212,054.54 0.156 Total 3,729 369,884,997.25 100.000 1,399 136,291,613.06 100.000Period

Interest Rate Stratification ~~(continued)~~Summary Group 21 Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 5.000 ~~212~~205 11,~~828~~267,~~065~~634.0240 53.~~064~~397 1 250,086.81 0.243 5.000 5.499 92120 912,~~958~~851,~~879~~887.7221 43.~~263~~875 2 449,968.53 0.437 5.500 5.999 ~~197~~208 2024,~~065~~054,~~135~~731.9001 87.~~590~~253 3 612,812.62 0.595 6.000 6.499 ~~256~~275 3134,~~027~~778,~~503~~800.8349 1310.~~283~~487 111 18,201,768.50 17.666 6.500 6.999 ~~218~~315 2737,~~189~~680,~~374~~803.0648 11.~~640~~362 74 8,279,904.40 8.036 7.000 7.499 ~~238~~325 2328,~~758~~049,~~569~~044.9568 8.457 86 10,115,229.~~171~~20 9.817 7.500 7.999 ~~168~~372 2138,~~785~~800,~~602~~862.66 911.~~326~~699 76 7,114,529.66 6.905 8.000 8.499 ~~104~~224 922,~~943~~175,~~858~~391.4883 46.~~257~~686 112 8,135,611.67 7.896 8.500 8.999 ~~119~~171 1420,~~105~~919,~~425~~046.2462 6.~~038~~308 104 8,869,385.53 8.608 9.000 9.499 ~~132~~176 14,~~201~~978,~~964~~086.8597 64.~~080~~516 124 9,188,623.19 8.918 9.500 9.999 ~~123~~184 1121,~~559~~864,~~945~~883.5378 46.~~949~~593 96 5,799,159.74 5.628 10.000 10.499 ~~100~~198 614,~~342~~131,~~334~~899.9652 24.~~715~~261 132 8,408,958.04 8.161 10.500 10.999 ~~147~~217 1317,~~780~~484,~~277~~929.1687 5.~~899~~272 118 6,312,115.91 6.126 11.000 11.499 71210 614,~~862~~306,~~262~~306.8240 24.~~938~~314 142 5,191,841.01 5.039 11.500 11.999 6990 89,~~325~~764,~~204~~559.0323 32.~~564~~944 43 2,645,280.53 2.567 12.000 12.499 1849 ~~724~~2,~~265~~451,969.7047 0.~~310~~739 33 1,229,289.30 1.193 12.500 12.999 2343 13,~~033~~045,~~820~~581.7163 0.~~443~~918 27 652,155.84 0.633 13.000 13.499 717 ~~315~~1,~~702~~575,871.3342 0.~~135~~475 9 726,548.89 0.705 13.500 13.999 19 586,949.74 0.177 13 ~~272~~307,~~381~~797.5076 0.~~117~~299 14.000 14.499 1020 ~~108~~226,~~971~~019.5019 0.~~047~~068 19 211,463.16 0.205 14.500 14.999 4 ~~103~~102,~~669~~805.1785 0.~~044~~031 2 21,042.77 0.020 >= 15.000 916 ~~300~~554,~~169~~517.0788 0.~~129~~167 13 309,578.08 0.300 Total 23,~~330~~458 ~~233~~331,~~593~~652,~~384~~583.1933 100.000 1,340 103,033,151.14 100.000

~~Supplemental~~Interest ~~Reporting~~Rate ~~Determination~~Stratification ~~Date~~(continued) ~~With~~Group ~~respect~~2 toCurrent ~~any~~Number ~~Distribution~~of ~~Date,~~Outstanding ~~the~~Percentage ~~18th day~~ of ~~the~~Interest ~~month~~Rate inLoans ~~which~~Scheduled ~~such~~Balance(%) ~~Distribution~~Range(%) ~~Date~~Balance($) ~~occurs,~~< or5.000 if204 ~~such~~11,017,547.59 ~~day~~4.819 is5.000 ~~not~~5.499 a118 ~~Business Day~~12,401,918.68 ~~the~~5.425 ~~immediately~~5.500 ~~preceding~~5.999 ~~Business~~205 ~~Day~~23,441,918.39 ~~Distribution~~10.254 ~~Date~~6.000 ~~The~~6.499 ~~28th~~164 ~~calendar~~16,577,031.99 ~~day~~7.251 of6.500 ~~each~~6.999 ~~month~~241 ~~(or~~29,400,899.08 ~~the~~12.860 ~~immediately~~7.000 ~~succeeding~~7.499 ~~Business~~239 ~~Day~~17,933,815.48 if7.844 ~~such~~7.500 ~~day~~7.999 is296 ~~not a Business Day)~~31,686,333.00 ~~commencing~~13.860 in8.000 ~~April 2006~~8.499 ~~Record~~112 ~~Date~~14,039,780.16 ~~With~~6.141 ~~respect~~8.500 to8.999 ~~any~~67 ~~Distribution~~12,049,661.09 ~~Date~~5.271 ~~and~~9.000 ~~each~~9.499 ~~Class~~52 of5,789,463.78 ~~Certificates~~2.532 ~~other~~9.500 ~~than~~9.999 ~~the~~88 ~~Group 1 Certificates~~16,065,724.04 ~~the~~7.027 ~~close~~10.000 of10.499 ~~business~~66 ~~on the Business Day immediately preceding such Distribution Date; and with respect to the Group 1 Certificates~~5,722,941.48 ~~the~~2.503 ~~close~~10.500 of10.999 ~~business~~99 ~~on the last Business Day of the calendar month immediately preceding the month in which such Distribution Date occurs (or the Closing Date~~11,172,813.96 in4.887 ~~the~~11.000 ~~case of the first Distribution Date)~~11.499 ~~LIBOR~~68 ~~Rate Adjustment Date With respect to any Accrual Period (other than the initial Accrual Period)~~9,114,465.39 ~~the~~3.987 ~~second~~11.500 ~~LIBOR Business Day immediately prior to the commencement of such Accrual Period~~11.999 ~~Closing~~47 ~~Date April~~ 7,119,278.70 ~~2006~~3.114 ~~LIBOR~~12.000 ~~Business~~12.499 ~~Day~~16 ~~Any~~1,222,680.17 ~~day~~0.535 ~~other~~12.500 ~~than~~12.999 ~~(i)~~16 a2,393,425.79 ~~Saturday~~1.047 or13.000 a13.499 ~~Sunday~~8 or849,322.53 ~~(ii)~~0.372 a13.500 ~~day~~13.999 on6 ~~which~~279,151.98 ~~banking~~0.122 ~~institutions~~14.000 in14.499 ~~the~~1 ~~city of London~~14,556.03 ~~England~~0.006 or14.500 in14.999 ~~The~~2 ~~City of New York~~81,763.08 ~~New~~0.036 ~~York~~>= ~~are~~15.000 ~~required~~3 or244,939.80 ~~authorized by law to be closed~~0.107 ~~Master~~Total ~~Servicer~~2,118 ~~Remittance Date With respect to any Distribution Date~~228,619,432.19 ~~the Business Day immediately preceding such Distribution Date~~100.000

Filing Compare · Bayview 2006-B