10-D 1 ace06he2_10d-200611.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: October 26, 2006 to November 27, 2006 Commission File Number of issuing entity: 333-131727-01 ACE Securities Corp. Home Equity Loan Trust, Series 2006-HE2 (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-131727 ACE Securities Corp. (Exact name of depositor as specified in its charter) DB Structured Products, Inc. (Exact name of sponsor as specified in its charter) New York (State or other jurisdiction of incorporation or organization of the issuing entity) 54-2196567 54-2196614 54-2196635 (I.R.S. Employer Identification No.) c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Road Columbia, MD 21045 (Address of principal executive offices of the issuing entity) (Zip Code) (410) 884-2000 (Telephone number, including area code) Not Applicable (Former name, former address, if changed since last report) Registered/reporting pursuant to (check one) Title of Section Section Section Name of Exchange Class 12(b) 12(g) 15(d) (If Section 12(b)) A-1 _____ _____ __X___ ____________ A-2A _____ _____ __X___ ____________ A-2B _____ _____ __X___ ____________ A-2C _____ _____ __X___ ____________ A-2D _____ _____ __X___ ____________ M-1 _____ _____ __X___ ____________ M-2 _____ _____ __X___ ____________ M-3 _____ _____ __X___ ____________ M-4 _____ _____ __X___ ____________ M-5 _____ _____ __X___ ____________ M-6 _____ _____ __X___ ____________ M-7 _____ _____ __X___ ____________ M-8 _____ _____ __X___ ____________ M-9 _____ _____ __X___ ____________ M-10 _____ _____ __X___ ____________ M-11 _____ _____ __X___ ____________ CE _____ _____ __X___ ____________ P _____ _____ __X___ ____________ IO _____ _____ __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 November 27, 2006 a distribution was made to holders of ACE Securities Corp. Home Equity Loan Trust, Series 2006-HE2. 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 ACE Securities Corp. Home Equity Loan Trust, Series 2006-HE2, relating to the November 27, 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. ACE Securities Corp. Home Equity Loan Trust, Series 2006-HE2 (Issuing Entity) Wells Fargo Bank, N.A. (Master Servicer) /s/ Kelly Rentz Kelly Rentz, Officer Date: December 11, 2006 EXHIBIT INDEX Exhibit Number Description EX-99.1 Monthly report distributed to holders of ACE Securities Corp. Home Equity Loan Trust, Series 2006-HE2, relating to the November 27, 2006 distribution. EX-99.1 ACE Securities Corporation Asset Backed Pass-Through Certificates Distribution Date: 11/27/2006 ACE Securities Corporation Asset Backed Pass-Through Certificates Series 2006-HE2 Contact: Customer Service - CTSLink Wells Fargo Bank, N.A. Securities Administration Services 7485 New Horizon Way Frederick, MD 21703 www.ctslink.com Telephone: (301) 815-6600 Fax: (301) 815-6660

Certificateholder Distribution Summary Class CUSIP Certificate Beginning Interest Pass-Through Certificate Distribution Rate Balance A-1 004421YR8 5.~~25125~~49000% ~~408~~344,~~017~~234,~~614~~562.4051 1,~~904~~732,~~535~~360.5544 A-2A 004421YS6 5.~~14125~~38000% ~~149~~106,~~849~~127,~~986~~211.6630 ~~684~~523,~~814~~384.4403 A-2B 004421YT4 5.~~21125~~45000% 61,218,000.00 ~~283~~305,~~575~~834.3892 A-2C 004421YU1 5.~~24125~~48000% 42,425,000.00 ~~197~~213,~~653~~114.3692 A-2D 004421YV9 5.~~35125~~59000% 37,115,000.00 ~~176~~190,~~543~~183.6845 M-1 004421YW7 5.~~38125~~62000% 38,053,000.00 ~~182~~196,~~020~~036.1837 M-2 004421YX5 5.~~40125~~64000% 34,764,000.00 ~~166~~179,~~905~~729.8388 M-3 004421YY3 5.~~42125~~66000% 20,670,000.00 99107,~~606~~242.4385 M-4 004421YZ0 5.~~48125~~72000% 17,382,000.00 8491,~~688~~139.9762 M-5 004421ZA4 5.~~52125~~76000% 16,912,000.00 8389,~~000~~295.3436 M-6 004421ZB2 5.~~60125~~84000% 16,442,000.00 8188,~~862~~019.8951 M-7 004421ZC0 6.~~08125~~32000% 14,563,000.00 7884,~~721~~368.1131 M-8 004421ZD8 6.~~23125~~47000% 13,624,000.00 7580,~~461~~801.8267 M-9 004421ZE6 7.~~08125~~32000% 9,396,000.00 5963,~~142~~047.6016 M-10 004421ZF3 7.~~58125~~82000% 8,456,000.00 5660,~~984~~615.0443 M-11 004421ZG1 7.~~58125~~82000% 9,396,000.00 6367,~~318~~353.6066 CE ACE6HE2OC 0.00000% 22,549,633.79 1,~~793~~282,~~506~~604.0052 P ACE06HE2P 0.00000% 100.00 ~~239~~340,~~464~~368.3298 IO ACE06HE2R 0.00000% 0.00 0.00 Totals ~~920~~813,~~833~~327,~~334~~507.8560 65,~~311~~695,~~805~~501.5408

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses A-1 1115,~~048~~603,~~842~~196.8758 0.00 ~~396~~328,~~968~~631,~~771~~365.5393 1217,~~953~~335,~~378~~557.4202 0.00 A-2A 98,~~994~~595,~~970~~631.7570 0.00 ~~139~~97,~~855~~531,~~015~~579.9160 109,~~679~~119,~~785~~015.1973 0.00 A-2B 0.00 0.00 61,218,000.00 ~~283~~305,~~575~~834.3892 0.00 A-2C 0.00 0.00 42,425,000.00 ~~197~~213,~~653~~114.3692 0.00 A-2D 0.00 0.00 37,115,000.00 ~~176~~190,~~543~~183.6845 0.00 M-1 0.00 0.00 38,053,000.00 ~~182~~196,~~020~~036.1837 0.00 M-2 0.00 0.00 34,764,000.00 ~~166~~179,~~905~~729.8388 0.00 M-3 0.00 0.00 20,670,000.00 99107,~~606~~242.4385 0.00 M-4 0.00 0.00 17,382,000.00 8491,~~688~~139.9762 0.00 M-5 0.00 0.00 16,912,000.00 8389,~~000~~295.3436 0.00 M-6 0.00 0.00 16,442,000.00 8188,~~862~~019.8951 0.00 M-7 0.00 0.00 14,563,000.00 7884,~~721~~368.1131 0.00 M-8 0.00 0.00 13,624,000.00 7580,~~461~~801.8267 0.00 M-9 0.00 0.00 9,396,000.00 5963,~~142~~047.6016 0.00 M-10 0.00 0.00 8,456,000.00 5660,~~984~~615.0443 0.00 M-11 0.00 0.00 9,396,000.00 6367,~~318~~353.6066 0.00 CE 0.00 0.00 22,549,633.79 1,~~793~~282,~~506~~604.0052 0.00 P 0.00 0.00 100.00 ~~239~~340,~~464~~368.3298 0.00 IO 0.00 0.00 0.00 0.00 0.00 Totals 2124,~~043~~198,~~813~~828.6228 0.00 ~~899,~~789,~~521~~128,679.2332 2729,~~355~~894,~~619~~329.1636 0.00 As Master Servicer, Wells Fargo Bank, N.A. has independently calculated collateral information based on loan level data received from external parties, which may include the Servicers, Issuer and other parties to the transaction. Wells Fargo Bank, N.A. expressly disclaims any responsibility for the accuracy or completeness of information furnished to it by those third parties.

Principal Distribution Statement Class Original Beginning Scheduled UnScheduled Accretion Realized Face Certificate Principal Principal Loss Amount Balance Distribution Distribution A-1 417,932,000.00 ~~408~~344,~~017~~234,~~614~~562.4051 0.00 1115,~~048~~603,~~842~~196.8758 0.00 0.00 A-2A 158,669,000.00 ~~149~~106,~~849~~127,~~986~~211.6630 0.00 98,~~994~~595,~~970~~631.7570 0.00 0.00 A-2B 61,218,000.00 61,218,000.00 0.00 0.00 0.00 0.00 A-2C 42,425,000.00 42,425,000.00 0.00 0.00 0.00 0.00 A-2D 37,115,000.00 37,115,000.00 0.00 0.00 0.00 0.00 M-1 38,053,000.00 38,053,000.00 0.00 0.00 0.00 0.00 M-2 34,764,000.00 34,764,000.00 0.00 0.00 0.00 0.00 M-3 20,670,000.00 20,670,000.00 0.00 0.00 0.00 0.00 M-4 17,382,000.00 17,382,000.00 0.00 0.00 0.00 0.00 M-5 16,912,000.00 16,912,000.00 0.00 0.00 0.00 0.00 M-6 16,442,000.00 16,442,000.00 0.00 0.00 0.00 0.00 M-7 14,563,000.00 14,563,000.00 0.00 0.00 0.00 0.00 M-8 13,624,000.00 13,624,000.00 0.00 0.00 0.00 0.00 M-9 9,396,000.00 9,396,000.00 0.00 0.00 0.00 0.00 M-10 8,456,000.00 8,456,000.00 0.00 0.00 0.00 0.00 M-11 9,396,000.00 9,396,000.00 0.00 0.00 0.00 0.00 CE 22,550,974.64 22,549,633.79 0.00 0.00 0.00 0.00 P 100.00 100.00 0.00 0.00 0.00 0.00 IO 0.00 0.00 0.00 0.00 0.00 0.00 Totals 939,568,074.64 ~~920~~813,~~833~~327,~~334~~507.8560 0.00 2124,~~043~~198,~~813~~828.6228 0.00 0.00

Principal Distribution Statement (continued) Class Total Ending Ending Total Principal Certificate Certificate Principal Reduction Balance Percentage Distribution A-1 1115,~~048~~603,~~842~~196.8758 ~~396~~328,~~968~~631,~~771~~365.5393 0.~~94984058~~78632736 1115,~~048~~603,~~842~~196.8758 A-2A 98,~~994~~595,~~970~~631.7570 ~~139~~97,~~855~~531,~~015~~579.9160 0.~~88142621~~61468579 98,~~994~~595,~~970~~631.7570 A-2B 0.00 61,218,000.00 1.00000000 0.00 A-2C 0.00 42,425,000.00 1.00000000 0.00 A-2D 0.00 37,115,000.00 1.00000000 0.00 M-1 0.00 38,053,000.00 1.00000000 0.00 M-2 0.00 34,764,000.00 1.00000000 0.00 M-3 0.00 20,670,000.00 1.00000000 0.00 M-4 0.00 17,382,000.00 1.00000000 0.00 M-5 0.00 16,912,000.00 1.00000000 0.00 M-6 0.00 16,442,000.00 1.00000000 0.00 M-7 0.00 14,563,000.00 1.00000000 0.00 M-8 0.00 13,624,000.00 1.00000000 0.00 M-9 0.00 9,396,000.00 1.00000000 0.00 M-10 0.00 8,456,000.00 1.00000000 0.00 M-11 0.00 9,396,000.00 1.00000000 0.00 CE 0.00 22,549,633.79 0.99994054 0.00 P 0.00 100.00 1.00000000 0.00 IO 0.00 0.00 0.00000000 0.00 Totals 2124,~~043~~198,~~813~~828.6228 ~~899,~~789,~~521~~128,679.2332 0.~~95766294~~83988452 2124,~~043~~198,~~813~~828.6228

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution A-1 417,932,000.00 ~~976~~823.~~27751500~~66165431 0.00000000 2637.~~43693919~~33429500 0.00000000 A-2A 158,669,000.00 ~~944~~668.~~41880052~~85914262 0.00000000 6254.~~99258677~~17335270 0.00000000 A-2B 61,218,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A-2C 42,425,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A-2D 37,115,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-1 38,053,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-2 34,764,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-3 20,670,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-4 17,382,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-5 16,912,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-6 16,442,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-7 14,563,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-8 13,624,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-9 9,396,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-10 8,456,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-11 9,396,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 CE 22,550,974.64 999.94054137 0.00000000 0.00000000 0.00000000 P 100.00 1000.00000000 0.00000000 0.00000000 0.00000000 IO 0.00 0.00000000 0.00000000 0.00000000 0.00000000

Principal Distribution Factors Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution A-1 0.00000000 2637.~~43693919~~33429500 ~~949~~786.~~84057581~~32735931 0.~~94984058~~78632736 2637.~~43693919~~33429500 A-2A 0.00000000 6254.~~99258677~~17335270 ~~881~~614.~~42621375~~68578991 0.~~88142621~~61468579 6254.~~99258677~~17335270 A-2B 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A-2C 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A-2D 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-5 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-6 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-7 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-8 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-9 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-10 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-11 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 CE 0.00000000 0.00000000 999.94054137 0.99994054 0.00000000 P 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 IO 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 NOTE: All classes per $1,000 denomination

Interest Distribution Statement Class Accrual Accrual Current Beginning Current Payment of Dates Days Certificate Certificate/ Accrued Unpaid Interest Rate Notional Interest Shortfall (1) Balance A-1 0510/25/06 - 0611/2526/06 3233 5.~~25125~~49000% ~~408~~344,~~017~~234,~~614~~562.4051 1,~~904~~732,~~535~~360.5544 0.00 A-2A 0510/25/06 - 0611/2526/06 3233 5.~~14125~~38000% ~~149~~106,~~849~~127,~~986~~211.6630 ~~684~~523,~~814~~384.4403 0.00 A-2B 0510/25/06 - 0611/2526/06 3233 5.~~21125~~45000% 61,218,000.00 ~~283~~305,~~575~~834.3892 0.00 A-2C 0510/25/06 - 0611/2526/06 3233 5.~~24125~~48000% 42,425,000.00 ~~197~~213,~~653~~114.3692 0.00 A-2D 0510/25/06 - 0611/2526/06 3233 5.~~35125~~59000% 37,115,000.00 ~~176~~190,~~543~~183.6845 0.00 M-1 0510/25/06 - 0611/2526/06 3233 5.~~38125~~62000% 38,053,000.00 ~~182~~196,~~020~~036.1837 0.00 M-2 0510/25/06 - 0611/2526/06 3233 5.~~40125~~64000% 34,764,000.00 ~~166~~179,~~905~~729.8388 0.00 M-3 0510/25/06 - 0611/2526/06 3233 5.~~42125~~66000% 20,670,000.00 99107,~~606~~242.4385 0.00 M-4 0510/25/06 - 0611/2526/06 3233 5.~~48125~~72000% 17,382,000.00 8491,~~688~~139.9762 0.00 M-5 0510/25/06 - 0611/2526/06 3233 5.~~52125~~76000% 16,912,000.00 8389,~~000~~295.3436 0.00 M-6 0510/25/06 - 0611/2526/06 3233 5.~~60125~~84000% 16,442,000.00 8188,~~862~~019.8951 0.00 M-7 0510/25/06 - 0611/2526/06 3233 6.~~08125~~32000% 14,563,000.00 7884,~~721~~368.1131 0.00 M-8 0510/25/06 - 0611/2526/06 3233 6.~~23125~~47000% 13,624,000.00 7580,~~461~~801.8267 0.00 M-9 0510/25/06 - 0611/2526/06 3233 7.~~08125~~32000% 9,396,000.00 5963,~~142~~047.6016 03,866.0006 M-10 0510/25/06 - 0611/2526/06 3233 7.~~58125~~82000% 8,456,000.00 5660,~~984~~615.0443 37,~~345~~354.2096 M-11 0510/25/06 - 0611/2526/06 3233 7.~~58125~~82000% 9,396,000.00 6367,~~318~~353.6066 38,~~717~~172.0756 CE N/A N/A 0.00000% 22,549,633.79 0.00 0.00 P N/A N/A 0.00000% 100.00 0.00 0.00 IO N/A N/A 0.00000% 0.00 0.00 0.00 Totals 4,~~278~~072,~~835~~527.2258 719,~~062~~393.2758

Interest Distribution Statement (continued) Class Current Non-Supported Total Remaining Ending Interest Interest Interest Unpaid Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance A-1 0.00 0.00 1,~~904~~732,~~535~~360.5544 0.00 ~~396~~328,~~968~~631,~~771~~365.5393 A-2A 0.00 0.00 ~~684~~523,~~814~~384.4403 0.00 ~~139~~97,~~855~~531,~~015~~579.9160 A-2B 0.00 0.00 ~~283~~305,~~575~~834.3892 0.00 61,218,000.00 A-2C 0.00 0.00 ~~197~~213,~~653~~114.3692 0.00 42,425,000.00 A-2D 0.00 0.00 ~~176~~190,~~543~~183.6845 0.00 37,115,000.00 M-1 0.00 0.00 ~~182~~196,~~020~~036.1837 0.00 38,053,000.00 M-2 0.00 0.00 ~~166~~179,~~905~~729.8388 0.00 34,764,000.00 M-3 0.00 0.00 99107,~~606~~242.4385 0.00 20,670,000.00 M-4 0.00 0.00 8491,~~688~~139.9762 0.00 17,382,000.00 M-5 0.00 0.00 8389,~~000~~295.3436 0.00 16,912,000.00 M-6 0.00 0.00 8188,~~862~~019.8951 0.00 16,442,000.00 M-7 0.00 0.00 7884,~~721~~368.1131 0.00 14,563,000.00 M-8 0.00 0.00 7580,~~461~~801.8267 0.00 13,624,000.00 M-9 03,866.0006 0.00 5963,~~142~~047.6016 0.00 9,396,000.00 M-10 37,~~345~~354.2096 0.00 5660,~~984~~615.0443 0.00 8,456,000.00 M-11 38,~~717~~172.0756 0.00 6367,~~318~~353.6066 0.00 9,396,000.00 CE 0.00 0.00 1,~~793~~282,~~506~~604.0052 0.00 22,549,633.79 P 0.00 0.00 ~~239~~340,~~464~~368.3298 0.00 100.00 IO 0.00 0.00 0.00 0.00 0.00 Totals 719,~~062~~393.2758 0.00 65,~~311~~695,~~805~~501.5408 0.00 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls,if applicable.

Interest Distribution Factors Statement Class Original Current Beginning Current Payment of Face Certificate Certificate/ Accrued Unpaid Interest Amount Rate Notional Interest Shortfall (1) Balance A-1 417,932,000.00 5.~~25125~~49000% ~~976~~823.~~27751500~~66165431 4.~~55704648~~14507729 0.00000000 A-2A 158,669,000.00 5.~~14125~~38000% ~~944~~668.~~41880052~~85914262 43.~~31599392~~29859034 0.00000000 A-2B 61,218,000.00 5.~~21125~~45000% 1000.00000000 4.~~63222222~~99583325 0.00000000 A-2C 42,425,000.00 5.~~24125~~48000% 1000.00000000 45.~~65888886~~02333341 0.00000000 A-2D 37,115,000.00 5.~~35125~~59000% 1000.00000000 45.~~75666658~~12416678 0.00000000 M-1 38,053,000.00 5.~~38125~~62000% 1000.00000000 45.~~78333325~~15166662 0.00000000 M-2 34,764,000.00 5.~~40125~~64000% 1000.00000000 45.~~80111121~~17000000 0.00000000 M-3 20,670,000.00 5.~~42125~~66000% 1000.00000000 45.~~81888873~~18833333 0.00000000 M-4 17,382,000.00 5.~~48125~~72000% 1000.00000000 45.~~87222241~~24333333 0.00000000 M-5 16,912,000.00 5.~~52125~~76000% 1000.00000000 45.~~90777791~~28000000 0.00000000 M-6 16,442,000.00 5.~~60125~~84000% 1000.00000000 45.~~97888882~~35333354 0.00000000 M-7 14,563,000.00 6.~~08125~~32000% 1000.00000000 5.~~40555586~~79333310 0.00000000 M-8 13,624,000.00 6.~~23125~~47000% 1000.00000000 5.~~53888873~~93083309 0.00000000 M-9 9,396,000.00 7.~~08125~~32000% 1000.00000000 6.~~29444444~~71000000 0.~~00000000~~41145807 M-10 8,456,000.00 7.~~58125~~82000% 1000.00000000 67.~~73888836~~16833373 0.~~39560076~~86979186 M-11 9,396,000.00 7.~~58125~~82000% 1000.00000000 67.~~73888889~~16833333 0.~~39560132~~86979140 CE 22,550,974.64 0.00000% 999.94054137 0.00000000 0.00000000 P 100.00 0.00000% 1000.00000000 0.00000000 0.00000000 IO 0.00 0.00000% 0.00000000 0.00000000 0.00000000

Interest Distribution Factors Statement (continued) Class Current Non-Supported Total Remaining Unpaid Ending Interest Interest Interest Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance A-1 0.00000000 0.00000000 4.~~55704648~~14507729 0.00000000 ~~949~~786.~~84057581~~32735931 A-2A 0.00000000 0.00000000 43.~~31599392~~29859034 0.00000000 ~~881~~614.~~42621375~~68578991 A-2B 0.00000000 0.00000000 4.~~63222222~~99583325 0.00000000 1000.00000000 A-2C 0.00000000 0.00000000 45.~~65888886~~02333341 0.00000000 1000.00000000 A-2D 0.00000000 0.00000000 45.~~75666658~~12416678 0.00000000 1000.00000000 M-1 0.00000000 0.00000000 45.~~78333325~~15166662 0.00000000 1000.00000000 M-2 0.00000000 0.00000000 45.~~80111121~~17000000 0.00000000 1000.00000000 M-3 0.00000000 0.00000000 45.~~81888873~~18833333 0.00000000 1000.00000000 M-4 0.00000000 0.00000000 45.~~87222241~~24333333 0.00000000 1000.00000000 M-5 0.00000000 0.00000000 45.~~90777791~~28000000 0.00000000 1000.00000000 M-6 0.00000000 0.00000000 45.~~97888882~~35333354 0.00000000 1000.00000000 M-7 0.00000000 0.00000000 5.~~40555586~~79333310 0.00000000 1000.00000000 M-8 0.00000000 0.00000000 5.~~53888873~~93083309 0.00000000 1000.00000000 M-9 0.~~00000000~~41145807 0.00000000 6.~~29444444~~71000000 0.00000000 1000.00000000 M-10 0.~~39560076~~86979186 0.00000000 67.~~73888836~~16833373 0.00000000 1000.00000000 M-11 0.~~39560132~~86979140 0.00000000 67.~~73888889~~16833333 0.00000000 1000.00000000 CE 0.00000000 0.00000000 7956.~~53119671~~87579098 0.00000000 999.94054137 P 0.00000000 0.00000000 ~~2394643~~3403689.~~20000000~~80000000 0.00000000 1000.00000000 IO 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls,if applicable. NOTE: All classes per $1,000 denomination

CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 2629,~~998~~665,~~911~~976.3413 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0.00 Servicer Advances ~~823~~1,~~493~~053,925.7096 Gains & Subsequent Recoveries (Realized Losses) 0(265,464.0071) Prepayment Penalties ~~239~~340,~~464~~368.3298 Swap/Cap Payments ~~231~~497,~~309~~801.5713 Total Deposits 2831,~~293~~292,~~178~~607.9349 Withdrawals Swap Payments 0.00 Reserve Funds and Credit Enhancements 0.00 Reimbursement for Servicer Advances ~~538~~1,~~915~~046,175.6910 Total Administration Fees ~~398~~352,~~644~~103.0803 Payment of Interest and Principal 2729,~~355~~894,~~619~~329.1636 Total Withdrawals (Pool Distribution Amount) 2831,~~293~~292,~~178~~607.9349 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

ADMINISTRATION FEES Gross Servicing Fee* ~~383~~338,~~680~~886.5547 Credit Risk Manager- Clayton Fixed Income Services Inc. 109,~~743~~488.0581 Master Servicer- Well Fargo Bank, N.A. 43,~~220~~727.4875 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~398~~352,~~644~~103.0803 *Servicer Payees include: OCWEN FEDERAL BANK FSB

Reserve and Guaranty Funds Account Name Beginning Current Current Ending Balance Withdrawals Deposits Balance Reserve Fund 1,000.00 719,~~062~~393.2758 719,~~062~~393.2758 1,000.00 Hedge Funds Account Name Funds In (A) Funds Out(B) Net Amount(A - B) Supplemental Interest Trust- Deutsche Bank AG 43,~~178~~979,~~992~~688.8875 3,~~947~~481,~~683~~887.3162 ~~231~~497,~~309~~801.5713

COLLATERAL STATEMENT Collateral Description Mixed Fixed & Arm Weighted Average Gross Coupon 8.~~131342~~113497% Weighted Average Net Coupon 7.~~631342~~613497% Weighted Average Pass-Through Rate 7.~~611842~~593997% Weighted Average Remaining Term ~~349~~344 Beginning Scheduled Collateral Loan Count 54,~~111~~606 Number Of Loans Paid In Full 93126 Ending Scheduled Collateral Loan Count 54,~~018~~480 Beginning Scheduled Collateral Balance ~~920~~813,~~833~~327,~~334~~507.8560 Ending Scheduled Collateral Balance ~~899,~~789,~~521~~128,679.2332 Ending Actual Collateral Balance at 31-~~May~~Oct-2006 ~~900~~789,~~215~~499,~~773~~651.5029 Monthly P&I Constant 65,~~662~~885,~~143~~297.9894 Special Servicing Fee 0.00 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount ~~239~~340,~~464~~368.3298 Prepayment Penalty Paid Count 3659 Realized Loss Amount 0265,464.0071 Cumulative Realized Loss 0385,723.0022 Scheduled Principal ~~423~~386,~~246~~189.7153 Unscheduled Principal 2023,~~620~~812,~~566~~638.9275 Required Overcollateralized Amount 0.00 Overcollateralized Increase Amount 0.00 Overcollateralized Reduction Amount 0.00 Specified O/C Amount 22,549,633.79 Overcollateralized Amount 22,549,633.79 Overcollateralized Deficiency Amount 0262,128.0046 Base Overcollateralization Amount 0.00 Extra ~~principal~~Principal ~~distribution~~Distribution Amount 0262,128.0046 Excess Cash Amount 1,~~800~~301,~~568~~998.2810

COLLATERAL STATEMENT Collateral Description Mixed Fixed & Arm Weighted Average Coupon Rate 8.~~131342~~113497% Weighted Average Net Rate 7.~~631342~~613497% Weighted Average Pass Through Rate 7.~~611842~~593997% Weighted Average Remaining Term ~~349~~344 Record Date 0510/31/2006 Principal and Interest Constant 65,~~662~~885,~~143~~297.9894 Beginning Loan Count 54,~~111~~606 Loans Paid in Full 93126 Ending Loan Count 54,~~018~~480 Beginning Scheduled Balance ~~920~~813,~~833~~327,~~334~~507.8560 Ending Scheduled Balance ~~899,~~789,~~521~~128,679.2332 Ending Actual Balance at 31-~~May~~Oct-2006 ~~900~~789,~~215~~499,~~773~~651.5029 Scheduled Principal ~~423~~386,~~246~~189.7153 Unscheduled Principal 2023,~~620~~812,~~566~~638.9275 Scheduled Interest 65,~~238~~499,~~897~~108.2741 Servicing Fee ~~383~~338,~~680~~886.5547 Master Servicing Fee 43,~~220~~727.4875 Trustee Fee 0.00 FRY Amount 0.00 Special Hazard Fee 0.00 Other Fee 109,~~743~~488.0581 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 5,~~840~~147,~~253~~005.1938 ~~CumulativesRealized~~Realized Loss 0Amount 265,464.0071 Cumulative Realized Loss 385,723.22 Percentage of Cumulative Losses 0.~~0000~~0411 Special Servicing Fee 0.00 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount ~~239~~340,~~464~~368.3298 Prepayment Penalty Paid Count 3659 Required Overcollateralized Amount 0.00 Overcollateralized Increase Amount 0.00 Overcollateralized Reduction Amount 0.00 Specified O/C Amount 22,549,633.79 Overcollateralized Amount 22,549,633.79 Overcollateralized Deficiency Amount 0262,128.0046 Base Overcollateralization Amount 0.00

Group Level Collateral Statement Group Group 1- Sub Grp 1 Group 1- Sub Grp 2 Collateral Description Fixed 15/30 & ARM Fixed 15/30 & ARM Weighted Average Coupon Rate 7.~~801391~~773148 8.~~127083~~098950 Weighted Average Net Rate 7.~~301391~~273148 7.~~627083~~598950 Pass-Through Rate 7.~~281891~~253648 7.~~607583~~579450 Weighted Average Remaining Term ~~347~~342 ~~355~~350 Record Date 0510/31/2006 0510/31/2006 Principal And Interest Constant ~~440~~410,~~912~~698.3941 3,~~456~~022,~~936~~512.5091 Beginning Loan Count ~~432~~405 2,~~555~~270 Loans Paid in Full 811 4670 Ending Loan Count ~~424~~394 2,~~509~~200 Beginning Scheduled Balance 6056,~~924~~813,~~895~~318.1136 ~~476~~416,~~550~~944,~~179~~609.4032 Ending Scheduled Balance 5954,~~809~~928,~~466~~471.6746 ~~466~~403,~~616~~285,~~764~~352.9712 Scheduled Principal 4442,~~829~~683.9615 ~~229~~208,~~467~~501.4467 Unscheduled Principal 1,~~070~~842,~~598~~163.4975 913,~~703~~450,~~946~~755.9953 Scheduled Interest ~~396~~368,~~082~~015.4326 32,~~227~~814,~~469~~011.0624 Servicing Fees 2523,~~385~~672.3722 ~~198~~173,~~562~~726.5792 Master Servicing Fees ~~279~~260.2439 21,~~184~~911.1900 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee ~~710~~662.7982 54,~~559~~864.7535 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 ~~369~~343,~~707~~419.0383 32,~~021~~633,~~162~~508.5597 Realized Loss Amount 0.00 0109,925.0070 Cumulative Realized Loss 0.00 0109,925.0070 Percentage of Cumulative Losses 0.0000 0.~~0000~~0226 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 627,~~882~~905.8646 ~~125~~191,~~879~~269.4587 Prepayment Penalty Paid Count 35 2236 Special Servicing Fee 0.00 0.00

Group Level Collateral Statement Group Group 2- Sub Grp 1 Group 2- Sub Grp 2 Collateral Description Fixed 15/30 & ARM Fixed 15/30 & ARM Weighted Average Coupon Rate 10.~~038104~~012956 7.~~849214~~834977 Weighted Average Net Rate 9.~~538104~~512956 7.~~349214~~334977 Pass-Through Rate 9.~~518604~~493456 7.~~329714~~315477 Weighted Average Remaining Term ~~268~~264 ~~356~~351 Record Date 0510/31/2006 0510/31/2006 Principal And Interest Constant ~~523~~487,~~815~~795.9314 21,~~240~~964,~~479~~291.1648 Beginning Loan Count ~~872~~816 1,~~252~~115 Loans Paid in Full 1113 2832 Ending Loan Count ~~861~~803 1,~~224~~083 Beginning Scheduled Balance 5955,~~095~~087,~~586~~004.4563 ~~324~~284,~~262~~482,~~673~~575.8929 Ending Scheduled Balance 5854,~~368~~210,~~222~~630.2578 ~~314~~276,~~995~~704,~~067~~224.3496 Scheduled Principal 2928,~~476~~142.2102 ~~119~~106,~~473~~862.1069 Unscheduled Principal ~~697~~848,~~887~~231.9983 97,~~148~~671,~~133~~487.4564 Scheduled Interest ~~494~~459,~~339~~653.7212 21,~~121~~857,~~006~~428.0679 Servicing Fees 2422,~~623~~952.1692 ~~135~~118,~~109~~534.4541 Master Servicing Fees ~~270~~252.8548 1,~~486~~303.2088 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee ~~689~~642.4568 3,~~783~~318.0696 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 ~~468~~435,~~756~~805.2604 1,~~980~~734,~~627~~271.3554 Realized Loss Amount 0155,539.0001 0.00 Cumulative Realized Loss 0275,797.0052 0.00 Percentage of Cumulative Losses 0.~~0000~~4568 0.0000 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 54,~~308~~146.9704 ~~101~~117,~~393~~047.0461 Prepayment Penalty Paid Count 2 916 Special Servicing Fee 0.00 0.00

Group Level Collateral Statement Group Total Collateral Description Mixed Fixed & Arm Weighted Average Coupon Rate 8.~~131342~~113497 Weighted Average Net Rate 7.~~631342~~613497 Pass-Through Rate 7.~~611842~~593997 Weighted Average Remaining Term ~~349~~344 Record Date 0510/31/2006 Principal And Interest Constant 65,~~662~~885,~~143~~297.9894 Beginning Loan Count 54,~~111~~606 Loans Paid in Full 93126 Ending Loan Count 54,~~018~~480 Beginning Scheduled Balance ~~920~~813,~~833~~327,~~334~~507.8560 Ending Scheduled Balance ~~899,~~789,~~521~~128,679.2332 Scheduled Principal ~~423~~386,~~246~~189.7153 Unscheduled Principal 2023,~~620~~812,~~566~~638.9275 Scheduled Interest 65,~~238~~499,~~897~~108.2741 Servicing Fees ~~383~~338,~~680~~886.5547 Master Servicing Fees 43,~~220~~727.4875 Trustee Fee 0.00 FRY Amount 0.00 Special Hazard Fee 0.00 Other Fee 109,~~743~~488.0581 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 5,~~840~~147,~~253~~005.1938 Realized Loss Amount 0265,464.0071 Cumulative Realized Loss 0385,723.0022 Percentage of Cumulative Losses 0.~~0000~~0411 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount ~~239~~340,~~464~~368.3298 Prepayment Penalty Paid Count 3659 Special Servicing Fee 0.00

Additional Reporting - Deal Level Trigger Event Reporting ~~Step Up~~ Enhancement Delinquency Trigger Trigger Result Pass Threshold Value 89.~~396478~~573930% Calculated Value 08.~~519852~~102596% ~~Step Up~~ Cumulative Loss Trigger Trigger Result Pass Threshold Value 1.450000% Calculated Value 0.~~000000~~040041% ~~Step Up~~ Trigger Trigger Result Pass

LOAN STATUS STRATIFICATION/CREDIT ENHANCEMENT STATEMENT DELINQUENT BANKRUPTCY FORECLOSURE REO Total No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 03 0 0 03 0483,669.0050 0.00 0.00 0483,669.0050 30 Days ~~115~~163 0 01 0 ~~115~~164 2328,~~006~~849,~~826~~038.4294 0.00 0573,074.0093 0.00 2329,~~006~~422,~~826~~113.4287 60 Days 29109 01 0 0 29110 417,~~187~~018,~~585~~204.2022 098,729.0066 0.00 0.00 417,~~187~~116,~~585~~933.2088 90 Days 58 4 021 0 083 ~~4 234~~11,~~111~~283,292.8794 0432,846.0006 04,733,179.0064 0.00 ~~234~~16,~~111~~449,318.8764 120 Days 014 0 144 0 158 01,566,947.0045 0.00 ~~262~~9,~~800~~693,663.0071 0.00 ~~262~~11,~~800~~260,611.0016 150 Days 011 0 033 0 044 01,288,327.0024 0.00 07,521,089.0042 0.00 08,809,416.0066 180+ Days 011 02 031 0 044 01,334,360.0088 0511,168.0050 07,541,768.0002 0.00 09,387,297.0040 Totals ~~148~~366 010 1130 0 ~~149~~506 2761,~~428~~340,~~523~~171.4967 01,526,413.0072 ~~262~~30,~~800~~062,775.0072 0.00 2792,~~691~~929,~~323~~361.4911 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~~066964% 0.000000% 0.000000% 0.~~000000~~066964% 0.~~000000~~061263% 0.000000% 0.000000% 0.~~000000~~061263% 30 Days 23.~~291750~~638393% 0.000000% 0.~~000000~~022321% 0.000000% 23.~~291750~~660714% 23.~~555701~~654091% 0.000000% 0.~~000000~~072587% 0.000000% 23.~~555701~~726679% 60 Days 02.~~577919~~433036% 0.~~000000~~022321% 0.000000% 0.000000% 02.~~577919~~455357% 02.~~465176~~155568% 0.~~000000~~012505% 0.000000% 0.000000% 02.~~465176~~168074% 90 Days 01.~~079713~~294643% 0.~~000000~~089286% 0.~~000000~~468750% 0.000000% 01.~~079713~~852679% 01.~~026006~~429170% 0.~~000000~~054825% 0.~~000000~~599516% 0.000000% 02.~~026006~~083512% 120 Days 0.~~000000~~312500% 0.000000% 0.~~019928~~982143% 0.000000% 01.~~019928~~294643% 0.~~000000~~198473% 0.000000% 01.~~029193~~227824% 0.000000% 01.~~029193~~426297% 150 Days 0.~~000000~~245536% 0.000000% 0.~~000000~~736607% 0.000000% 0.~~000000~~982143% 0.~~000000~~163183% 0.000000% 0.~~000000~~952640% 0.000000% 01.~~000000~~115823% 180+ Days 0.~~000000~~245536% 0.~~000000~~044643% 0.~~000000~~691964% 0.000000% 0.~~000000~~982143% 0.~~000000~~169013% 0.~~000000~~064746% 0.~~000000~~955259% 0.000000% 01.~~000000~~189019% Totals 28.~~949382~~169643% 0.~~000000~~223214% 02.~~019928~~901786% 0.000000% 211.~~969310~~294643% 37.~~046883~~769500% 0.~~000000~~193339% 03.~~029193~~807826% 0.000000% 311.~~076076~~770665%

Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance ~~823~~1,~~493~~053,925.7096

Delinquency Status By ~~Groups~~Group DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 1- Sub Grp 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 01 0 0 01 083,717.0067 0.00 0.00 083,717.0067 30 Days 59 0 0 0 59 ~~533~~1,~~675~~032,318.4047 0.00 0.00 0.00 ~~533~~1,~~675~~032,318.4047 60 Days 013 0 0 0 013 01,684,460.0034 0.00 0.00 0.00 01,684,460.0034 90 Days 02 0 01 0 03 0280,549.0088 0.00 0388,000.00 0.00 0668,549.0088 120 Days 0 0 01 0 01 0.00 0.00 0129,875.0078 0.00 0129,875.0078 150 Days 0 0 02 0 02 0.00 0.00 0578,809.0043 0.00 0578,809.0043 180+ Days 0 0 02 0 02 0.00 0.00 0141,611.0098 0.00 0141,611.0098 Totals 524 01 06 0 531 ~~533~~2,~~675~~997,328.4069 083,717.0067 01,238,297.0019 0.00 ~~533~~4,~~675~~319,343.4055 0-29 Days 0.~~000000~~253807% 0.000000% 0.000000% 0.~~000000~~253807% 0.~~000000~~152339% 0.000000% 0.000000% 0.~~000000~~152339% 30 Days 12.~~179245~~284264% 0.000000% 0.000000% 0.000000% 12.~~179245~~284264% 01.~~891710~~878489% 0.000000% 0.000000% 0.000000% 01.~~891710~~878489% 60 Days 03.~~000000~~299492% 0.000000% 0.000000% 0.000000% 03.~~000000~~299492% 03.~~000000~~065178% 0.000000% 0.000000% 0.000000% 03.~~000000~~065178% 90 Days 0.~~000000~~507614% 0.000000% 0.~~000000~~253807% 0.000000% 0.~~000000~~761421% 0.~~000000~~510511% 0.000000% 0.~~000000~~706036% 0.000000% 01.~~000000~~216547% 120 Days 0.000000% 0.000000% 0.~~000000~~253807% 0.000000% 0.~~000000~~253807% 0.000000% 0.000000% 0.~~000000~~236332% 0.000000% 0.~~000000~~236332% 150 Days 0.000000% 0.000000% 0.~~000000~~507614% 0.000000% 0.~~000000~~507614% 0.000000% 0.000000% 01.~~000000~~053248% 0.000000% 01.~~000000~~053248% 180+ Days 0.000000% 0.000000% 0.~~000000~~507614% 0.000000% 0.~~000000~~507614% 0.000000% 0.000000% 0.~~000000~~257688% 0.000000% 0.~~000000~~257688% Totals 16.~~179245~~091371% 0.~~000000~~253807% 01.~~000000~~522843% 0.000000% 17.~~179245~~868020% 05.~~891710~~454178% 0.~~000000~~152339% 02.~~000000~~253304% 0.000000% 07.~~891710~~859821% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 1- Sub Grp 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 01 0 0 01 0148,201.0083 0.00 0.00 0148,201.0083 30 Days 5482 0 0 0 5482 1014,~~437~~852,~~868~~981.4086 0.00 0.00 0.00 1014,~~437~~852,~~868~~981.4086 60 Days 1259 0 0 0 1259 110,~~947~~062,~~390~~704.3462 0.00 0.00 0.00 110,~~947~~062,~~390~~704.3462 90 Days 133 02 016 0 151 557,~~025~~356,639.2866 0385,086.0007 02,529,378.0046 0.00 5510,~~025~~271,104.2819 120 Days 04 0 127 0 131 0497,649.0031 0.00 ~~262~~4,~~800~~105,951.0099 0.00 ~~262~~4,~~800~~603,601.0030 150 Days 03 0 020 0 023 0709,051.0023 0.00 04,078,022.0072 0.00 04,787,073.0095 180+ Days 02 01 013 0 016 0611,392.0055 087,168.0050 02,261,980.0044 0.00 02,960,541.0049 Totals 67183 04 176 0 68263 1234,~~440~~090,~~284~~419.0223 0620,456.0040 ~~262~~12,~~800~~975,333.0061 0.00 1247,~~703~~686,~~084~~209.0224 0-29 Days 0.~~000000~~045455% 0.000000% 0.000000% 0.~~000000~~045455% 0.~~000000~~036729% 0.000000% 0.000000% 0.~~000000~~036729% 30 Days 23.~~152252~~727273% 0.000000% 0.000000% 0.000000% 23.~~152252~~727273% 23.~~235777~~681006% 0.000000% 0.000000% 0.000000% 23.~~235777~~681006% 60 Days 02.~~478278~~681818% 0.000000% 0.000000% 0.000000% 02.~~478278~~681818% 02.~~417128~~493834% 0.000000% 0.000000% 0.000000% 02.~~417128~~493834% 90 Days 01.~~039857~~500000% 0.~~000000~~090909% 0.~~000000~~727273% 0.000000% 02.~~039857~~318182% 01.~~011786~~823192% 0.~~000000~~095436% 0.~~000000~~626854% 0.000000% 02.~~011786~~545482% 120 Days 0.~~000000~~181818% 0.000000% 01.~~039857~~227273% 0.000000% 01.~~039857~~409091% 0.~~000000~~123332% 0.000000% 01.~~056291~~017576% 0.000000% 01.~~056291~~140908% 150 Days 0.~~000000~~136364% 0.000000% 0.~~000000~~909091% 0.000000% 01.~~000000~~045455% 0.~~000000~~175724% 0.000000% 01.~~000000~~010654% 0.000000% 01.~~000000~~186378% 180+ Days 0.~~000000~~090909% 0.~~000000~~045455% 0.~~000000~~590909% 0.000000% 0.~~000000~~727273% 0.~~000000~~151521% 0.~~000000~~021603% 0.~~000000~~560585% 0.000000% 0.~~000000~~733709% Totals 28.~~670387~~318182% 0.~~000000~~181818% 03.~~039857~~454545% 0.000000% 211.~~710243~~954545% 28.~~664691~~448609% 0.~~000000~~153767% 03.~~056291~~215670% 0.000000% 211.~~720983~~818046% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 2- Sub Grp 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 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 2030 0 0 0 2030 1,~~335~~765,~~395~~243.3160 0.00 0.00 0.00 1,~~335~~765,~~395~~243.3160 60 Days 920 0 0 0 920 ~~584~~1,~~753~~038,703.9011 0.00 0.00 0.00 ~~584~~1,~~753~~038,703.9011 90 Days 310 02 0 0 312 ~~179~~611,~~086~~735.5919 047,759.0099 0.00 0.00 ~~179~~659,~~086~~495.5918 120 Days 09 0 0 0 09 0416,798.0014 0.00 0.00 0.00 0416,798.0014 150 Days 07 0 03 0 010 0359,555.0014 0.00 0237,880.0046 0.00 0597,435.0060 180+ Days 09 0 02 0 011 0722,968.0033 0.00 0151,183.0030 0.00 0874,151.0063 Totals 3285 02 05 0 3292 24,~~099~~915,~~235~~003.8051 047,759.0099 0389,063.0076 0.00 25,~~099~~351,~~235~~827.8026 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 23.~~322880~~735990% 0.000000% 0.000000% 0.000000% 23.~~322880~~735990% 23.~~286736~~254927% 0.000000% 0.000000% 0.000000% 23.~~286736~~254927% 60 Days 12.~~045296~~490660% 0.000000% 0.000000% 0.000000% 12.~~045296~~490660% 1.~~001335~~915261% 0.000000% 0.000000% 0.000000% 1.~~001335~~915261% 90 Days 01.~~348432~~245330% 0.~~000000~~249066% 0.000000% 0.000000% 01.~~348432~~494396% 01.~~306669~~127977% 0.~~000000~~088064% 0.000000% 0.000000% 01.~~306669~~216041% 120 Days 01.~~000000~~120797% 0.000000% 0.000000% 0.000000% 01.~~000000~~120797% 0.~~000000~~768533% 0.000000% 0.000000% 0.000000% 0.~~000000~~768533% 150 Days 0.~~000000~~871731% 0.000000% 0.~~000000~~373599% 0.000000% 01.~~000000~~245330% 0.~~000000~~662983% 0.000000% 0.~~000000~~438627% 0.000000% 01.~~000000~~101610% 180+ Days 01.~~000000~~120797% 0.000000% 0.~~000000~~249066% 0.000000% 01.~~000000~~369863% 01.~~000000~~333079% 0.000000% 0.~~000000~~278766% 0.000000% 01.~~000000~~611845% Totals 310.~~716609~~585305% 0.~~000000~~249066% 0.~~000000~~622665% 0.000000% 311.~~716609~~457036% 39.~~594739~~062760% 0.~~000000~~088064% 0.~~000000~~717393% 0.000000% 39.~~594739~~868218% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 2- Sub Grp 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 01 0 0 01 0251,750.00 0.00 0.00 0251,750.00 30 Days 3642 0 01 0 3643 1011,~~699~~198,~~887~~495.3101 0.00 0573,074.0093 0.00 1011,~~699~~771,~~887~~569.3194 60 Days 817 01 0 0 818 14,~~655~~232,~~440~~336.9615 098,729.0066 0.00 0.00 14,~~655~~331,~~440~~065.9681 90 Days 013 0 04 0 017 03,034,368.0021 0.00 01,815,801.0018 0.00 04,850,169.0039 120 Days 01 0 016 0 017 0652,500.00 0.00 05,457,835.0094 0.00 06,110,335.0094 150 Days 01 0 08 0 09 0219,720.0087 0.00 02,626,376.0081 0.00 02,846,097.0068 180+ Days 0 01 014 0 015 0.00 0424,000.00 04,986,992.0030 0.00 05,410,992.0030 Totals 4474 03 043 0 44120 1219,~~355~~337,~~328~~420.2724 0774,479.0066 015,460,081.0016 0.00 1235,~~355~~571,~~328~~981.2706 0-29 Days 0.~~000000~~092336% 0.000000% 0.000000% 0.~~000000~~092336% 0.~~000000~~090947% 0.000000% 0.000000% 0.~~000000~~090947% 30 Days 23.~~941176~~878116% 0.000000% 0.~~000000~~092336% 0.000000% 23.~~941176~~970452% 34.~~395568~~045573% 0.000000% 0.~~000000~~207029% 0.000000% 34.~~395568~~252602% 60 Days 01.~~653595~~569714% 0.~~000000~~092336% 0.000000% 0.000000% 01.~~653595~~662050% 01.~~525348~~528975% 0.~~000000~~035667% 0.000000% 0.000000% 01.~~525348~~564643% 90 Days 01.~~000000~~200369% 0.000000% 0.~~000000~~369344% 0.000000% 01.~~000000~~569714% 01.~~000000~~096197% 0.000000% 0.~~000000~~655977% 0.000000% 01.~~000000~~752174% 120 Days 0.~~000000~~092336% 0.000000% 01.~~000000~~477378% 0.000000% 01.~~000000~~569714% 0.~~000000~~235722% 0.000000% 01.~~000000~~971700% 0.000000% 02.~~000000~~207422% 150 Days 0.~~000000~~092336% 0.000000% 0.~~000000~~738689% 0.000000% 0.~~000000~~831025% 0.~~000000~~079376% 0.000000% 0.~~000000~~948806% 0.000000% 01.~~000000~~028182% 180+ Days 0.000000% 0.~~000000~~092336% 01.~~000000~~292705% 0.000000% 01.~~000000~~385042% 0.000000% 0.~~000000~~153174% 01.~~000000~~801603% 0.000000% 01.~~000000~~954777% Totals 36.~~594771~~832872% 0.~~000000~~277008% 03.~~000000~~970452% 0.000000% 311.~~594771~~080332% 36.~~920916~~985844% 0.~~000000~~279789% 05.~~000000~~585115% 0.000000% 312.~~920916~~850748%

~~Summary~~180+ 12Delinquency ~~Month~~Summary ~~REO~~Summary History* New REO Loans Month REO Percentage Loans in REO 0 Jul-05 0.000% Original Principal Balance 0.00 Aug-05 0.000% Current Actual Balance 0.00 Sep-05 0.000% Oct-05 0.000% Current REO Total Nov-05 0.000% Loans in REO 0 Dec-05 0.000% Original Principal Balance 0.00 Jan-06 0.000% Current Actual Balance 0.00 Feb-06 0.000% Mar-06 0.000% Apr-06 0.000% May-06 0.000% Jun-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 1- Sub Grp 1 12Days ~~Month~~Number ~~REO~~of History*Outstanding ~~New~~Percentage ~~REO~~of ~~Loans~~Number ~~Month~~of ~~REO~~Outstanding Percentage ~~Loans~~of inDelinquent ~~REO 0 Jul-05 0.000% Original Principal Balance 0.00 Aug-05 0.000% Current Actual Balance 0.00 Sep-05 0.000% Oct-05 0.000% Current REO Total Nov-05 0.000%~~ Loans ~~in REO 0 Dec-05 0.000% Original Principal Balance 0.00 Jan-06 0.000% Current~~ Actual Balance ~~0.00 Feb-06 0.000~~(%) Mar-06 0.000% Apr-06 0.000% May-06 0.000% Jun-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 1- Sub Grp 2 12 Month REO History* New REO Loans ~~Month REO Percentage Loans in REO 0 Jul-05 0.000% Original Principal Balance 0.00 Aug-05 0.000% Current~~ Actual Balance ~~0.00 Sep-05 0.000~~(%) ~~Oct-05 0.000% Current REO Total Nov-05 0.000% Loans in REO 0 Dec-05 0.000% Original Principal~~ Balance($) ~~0.00 Jan-06 0.000% Current Actual~~ Balance($) ~~0.00~~180 ~~Feb~~-06 ~~0.000%~~209 ~~Mar-06~~36 08,476,735.~~000%~~17 ~~Apr-06 0~~1.~~000%~~074 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- ~~Sub Grp 1 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Jul-05 0~~141,611.~~000%~~98 ~~Original Principal Balance~~ 0.00258 ~~Aug-05~~210 ~~0.000% Current Actual Balance 0.00 Sep~~-05 ~~0.000%~~239 ~~Oct-05~~6 0558,829.~~000%~~55 ~~Current REO Total Nov-05~~ 0.~~000%~~071 ~~Loans in REO~~ 0 ~~Dec-05~~ 0.~~000% Original Principal Balance 0.~~00 ~~Jan-06~~ 0.000% ~~Current~~240 ~~Actual Balance 0.00 Feb~~-06 ~~0.000%~~269 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. Group 2- ~~Sub Grp 2 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Jul-05 0~~351,732.~~000%~~68 ~~Original Principal Balance~~ 0.00045 ~~Aug-05~~ 0~~.000%~~ ~~Current Actual Balance~~ 0.00 ~~Sep-05~~ 0.000% ~~Oct-05 0.000% Current REO~~ Total ~~Nov-05~~44 09,387,297.~~000%~~40 ~~Loans in REO 0 Dec-05 0~~1.~~000%~~190 ~~Original~~2 ~~Principal Balance 0~~141,611.0098 ~~Jan-06~~ 0.000% Current Actual Balance 0.00 Feb-06 0.000% Mar-06 0.000% Apr-06 0.000% May-06 0.000% Jun-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.258

REO Detail - All Mortgage Loans in REO during Current Period

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

Summary 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 129 ~~Jul~~Dec-05 0.000% Original Principal Balance ~~262~~5,~~800~~653,100.00 ~~Aug~~Jan-0506 0.000% Current Actual Balance ~~262~~5,~~800~~636,799.0091 ~~Sep~~Feb-0506 0.000% ~~Oct~~Mar-0506 0.000% Current Foreclosure Total ~~Nov~~Apr-0506 0.000% Loans in Foreclosure 1130 ~~Dec~~May-0506 0.000% Original Principal Balance ~~262~~30,~~800~~107,661.00 ~~Jan~~Jun-06 0.~~000~~029% Current Actual Balance ~~262~~30,~~800~~062,775.0072 ~~Feb~~Jul-06 0.~~000~~211% ~~Mar~~Aug-06 0.~~000~~479% ~~Apr~~Sep-06 02.~~000~~133% ~~May~~Oct-06 03.~~000~~339% ~~Jun~~Nov-06 03.~~029~~808% *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- Sub Grp 1 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 ~~Jul~~Dec-05 0.000% Original Principal Balance 0.00 ~~Aug~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Sep~~Feb-0506 0.000% ~~Oct~~Mar-0506 0.000% Current Foreclosure Total ~~Nov~~Apr-0506 0.000% Loans in Foreclosure 06 ~~Dec~~May-0506 0.000% Original Principal Balance 01,240,150.00 ~~Jan~~Jun-06 0.000% Current Actual Balance 01,238,297.0019 ~~Feb~~Jul-06 0.000% ~~Mar~~Aug-06 0.000% ~~Apr~~Sep-06 01.~~000~~439% ~~May~~Oct-06 02.~~000~~561% ~~Jun~~Nov-06 02.~~000~~253% *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- Sub Grp 2 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 119 ~~Jul~~Dec-05 0.000% Original Principal Balance ~~262~~3,~~800~~108,650.00 ~~Aug~~Jan-0506 0.000% Current Actual Balance ~~262~~3,~~800~~101,946.0006 ~~Sep~~Feb-0506 0.000% ~~Oct~~Mar-0506 0.000% Current Foreclosure Total ~~Nov~~Apr-0506 0.000% Loans in Foreclosure 176 ~~Dec~~May-0506 0.000% Original Principal Balance ~~262~~12,~~800~~999,616.00 ~~Jan~~Jun-06 0.~~000~~056% Current Actual Balance ~~262~~12,~~800~~975,333.0061 ~~Feb~~Jul-06 0.~~000~~210% ~~Mar~~Aug-06 0.~~000~~470% ~~Apr~~Sep-06 01.~~000~~701% ~~May~~Oct-06 02.~~000~~565% ~~Jun~~Nov-06 03.~~056~~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- Sub Grp 1 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 02 ~~Jul~~Dec-05 0.000% Original Principal Balance 0184,800.00 ~~Aug~~Jan-0506 0.000% Current Actual Balance 0184,578.0090 ~~Sep~~Feb-0506 0.000% ~~Oct~~Mar-0506 0.000% Current Foreclosure Total ~~Nov~~Apr-0506 0.000% Loans in Foreclosure 05 ~~Dec~~May-0506 0.000% Original Principal Balance 0389,700.00 ~~Jan~~Jun-06 0.000% Current Actual Balance 0389,063.0076 ~~Feb~~Jul-06 0.000% ~~Mar~~Aug-06 0.000% ~~Apr~~Sep-06 0.~~000~~409% ~~May~~Oct-06 0.~~000~~416% ~~Jun~~Nov-06 0.~~000~~717% *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- Sub Grp 2 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 08 ~~Jul~~Dec-05 0.000% Original Principal Balance 02,359,650.00 ~~Aug~~Jan-0506 0.000% Current Actual Balance 02,350,274.0095 ~~Sep~~Feb-0506 0.000% ~~Oct~~Mar-0506 0.000% Current Foreclosure Total ~~Nov~~Apr-0506 0.000% Loans in Foreclosure 043 ~~Dec~~May-0506 0.000% Original Principal Balance 015,478,195.00 ~~Jan~~Jun-06 0.000% Current Actual Balance 015,460,081.0016 ~~Feb~~Jul-06 0.~~000~~292% ~~Mar~~Aug-06 0.~~000~~676% ~~Apr~~Sep-06 03.~~000~~233% ~~May~~Oct-06 05.~~000~~196% ~~Jun~~Nov-06 05.~~000~~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.

Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period Month Loan First Original Loan Entered Payment LTV at Principal Group Number FC Date State Origination Balance Group 1- Sub Grp 1 0111178965 Sep-2006 01-Dec-2005 CA 80.00 388,000.00 Group 1- Sub Grp 1 0111214410 Oct-2006 01-Dec-2005 AR 80.00 130,400.00 Group 1- Sub Grp 1 0111727259 Sep-2006 01-Mar-2006 PA 95.00 80,750.00 Group 1- Sub Grp 1 0111727305 Oct-2006 01-Mar-2006 CA 94.33 499,000.00 Group 1- Sub Grp 1 0111751211 Sep-2006 01-Oct-2005 OH 80.00 72,000.00 Group 1- Sub Grp 1 0111752141 Sep-2006 01-Feb-2006 NE 57.85 70,000.00 Group 1- Sub Grp 2 0111047315 Oct-2006 01-Oct-2005 WV 80.00 76,400.00 Group 1- Sub Grp 2 0111092353 Oct-2006 01-Oct-2005 GA 79.99 122,150.00 Group 1- Sub Grp 2 0111111103 Sep-2006 01-Nov-2005 CA 75.00 213,750.00 Group 1- Sub Grp 2 0111139245 Oct-2006 01-Nov-2005 OR 65.00 117,000.00 Group 1- Sub Grp 2 0111155653 Jun-2006 01-Dec-2005 CA 80.00 262,800.00 Group 1- Sub Grp 2 0111155663 Sep-2006 01-Dec-2005 CA 80.00 270,000.00 Group 1- Sub Grp 2 0111179007 Aug-2006 01-Dec-2005 CA 80.00 220,000.00 Group 1- Sub Grp 2 0111214305 Sep-2006 01-Dec-2005 TX 80.00 96,000.00 Group 1- Sub Grp 2 0111214341 Oct-2006 01-Nov-2005 TX 90.00 61,200.00 Group 1- Sub Grp 2 0111214349 Sep-2006 01-Dec-2005 FL 75.00 103,500.00 Group 1- Sub Grp 2 0111214376 Oct-2006 01-Dec-2005 TX 89.30 83,500.00 Group 1- Sub Grp 2 0111533006 Sep-2006 01-Feb-2006 CA 94.87 234,336.00 Group 1- Sub Grp 2 0111533162 Sep-2006 01-Feb-2006 WA 85.00 238,765.00 Group 1- Sub Grp 2 0111533173 Oct-2006 01-Feb-2006 FL 85.00 163,200.00 Group 1- Sub Grp 2 0111600225 Oct-2006 01-Feb-2006 MN 90.00 184,500.00 Group 1- Sub Grp 2 0111600294 Aug-2006 01-Feb-2006 IL 84.08 206,000.00 Group 1- Sub Grp 2 0111600298 Jul-2006 01-Feb-2006 MN 85.00 159,800.00 Group 1- Sub Grp 2 0111622050 Sep-2006 01-Mar-2006 TX 80.00 341,600.00 Group 1- Sub Grp 2 0111622075 Sep-2006 01-Feb-2006 FL 80.00 144,000.00 Group 1- Sub Grp 2 0111622108 Aug-2006 01-Mar-2006 FL 80.00 96,800.00 Group 1- Sub Grp 2 0111681761 Nov-2006 01-Mar-2006 FL 80.00 222,400.00 Group 1- Sub Grp 2 0111681824 Nov-2006 01-Mar-2006 GA 100.00 90,000.00 Group 1- Sub Grp 2 0111681918 Sep-2006 01-Mar-2006 FL 90.00 317,250.00 Group 1- Sub Grp 2 0111682043 Jul-2006 01-Feb-2006 WI 75.43 132,000.00 Group 1- Sub Grp 2 0111682201 Nov-2006 01-Mar-2006 CA 90.00 161,550.00 Group 1- Sub Grp 2 0111682300 Sep-2006 01-Mar-2006 IN 90.00 76,500.00 Group 1- Sub Grp 2 0111682360 Nov-2006 01-Mar-2006 GA 98.67 148,000.00 Group 1- Sub Grp 2 0111718107 Sep-2006 01-Mar-2006 CO 80.00 104,000.00 Group 1- Sub Grp 2 0111718135 Sep-2006 01-Mar-2006 CA 80.00 188,000.00 Group 1- Sub Grp 2 0111718147 Sep-2006 01-Mar-2006 NV 80.00 259,920.00 Group 1- Sub Grp 2 0111718155 Sep-2006 01-Mar-2006 CO 90.00 139,500.00 Group 1- Sub Grp 2 0111727040 Oct-2006 01-Mar-2006 TN 80.00 384,000.00 Group 1- Sub Grp 2 0111727107 Oct-2006 01-Mar-2006 UT 80.00 187,200.00 Group 1- Sub Grp 2 0111727108 Oct-2006 01-Mar-2006 OH 80.00 240,000.00 Group 1- Sub Grp 2 0111727272 Oct-2006 01-Mar-2006 IL 90.00 103,500.00 Group 1- Sub Grp 2 0111727296 Oct-2006 01-Mar-2006 OH 80.00 83,200.00 Group 1- Sub Grp 2 0111727315 Nov-2006 01-Mar-2006 TX 80.00 84,000.00 Group 1- Sub Grp 2 0111727528 Oct-2006 01-Mar-2006 CO 72.74 138,200.00 Group 1- Sub Grp 2 0111727607 Sep-2006 01-Mar-2006 FL 80.00 196,000.00 Group 1- Sub Grp 2 0111727635 Oct-2006 01-Mar-2006 IL 80.00 188,000.00 Group 1- Sub Grp 2 0111727685 Sep-2006 01-Mar-2006 PA 80.00 75,200.00 Group 1- Sub Grp 2 0111727694 Nov-2006 01-Mar-2006 GA 100.00 195,000.00 Group 1- Sub Grp 2 0111727704 Oct-2006 01-Mar-2006 NJ 80.00 280,000.00 Group 1- Sub Grp 2 0111727726 Nov-2006 01-Mar-2006 SC 80.00 80,000.00 Group 1- Sub Grp 2 0111727778 Nov-2006 01-Mar-2006 TX 80.00 184,000.00 Group 1- Sub Grp 2 0111751297 Sep-2006 01-Feb-2006 IL 80.00 232,000.00 Group 1- Sub Grp 2 0111751394 Nov-2006 01-Feb-2006 TX 80.00 64,000.00 Group 1- Sub Grp 2 0111751508 Sep-2006 01-Feb-2006 AZ 90.00 279,000.00 Group 1- Sub Grp 2 0111751527 Nov-2006 01-Sep-2005 OH 90.00 112,500.00 Group 1- Sub Grp 2 0111751531 Oct-2006 01-Feb-2006 CA 80.00 144,000.00 Group 1- Sub Grp 2 0111751534 Sep-2006 01-Jan-2006 MI 90.00 121,500.00 Group 1- Sub Grp 2 0111751544 Oct-2006 01-Feb-2006 KS 92.00 111,320.00 Group 1- Sub Grp 2 0111751557 Oct-2006 01-Feb-2006 IL 80.00 118,000.00 Group 1- Sub Grp 2 0111751586 Sep-2006 01-Jan-2006 IL 90.00 151,200.00 Group 1- Sub Grp 2 0111751594 Nov-2006 01-Feb-2006 NJ 74.82 127,500.00 Group 1- Sub Grp 2 0111751636 Sep-2006 01-Feb-2006 NY 75.00 249,000.00 Group 1- Sub Grp 2 0111751753 Nov-2006 01-Feb-2006 NJ 70.00 224,000.00 Group 1- Sub Grp 2 0111751809 Oct-2006 01-Feb-2006 WA 80.00 320,000.00 Group 1- Sub Grp 2 0111752018 Sep-2006 01-Jan-2006 AZ 80.00 120,000.00 Group 1- Sub Grp 2 0111752054 Nov-2006 01-Dec-2005 OH 90.00 81,900.00 Group 1- Sub Grp 2 0111752193 Nov-2006 01-Jan-2006 OH 90.00 202,500.00 Group 1- Sub Grp 2 0111752219 Nov-2006 01-Jan-2006 IL 82.22 370,000.00 Group 1- Sub Grp 2 0111752340 Nov-2006 01-Dec-2005 OH 77.54 107,000.00 Group 1- Sub Grp 2 0111752574 Sep-2006 01-Feb-2006 NY 75.00 67,500.00 Group 1- Sub Grp 2 0111752581 Nov-2006 01-Feb-2006 NY 80.00 370,800.00 Group 1- Sub Grp 2 0111752623 Sep-2006 01-Mar-2006 WI 100.00 80,000.00 Group 1- Sub Grp 2 0111752685 Sep-2006 01-Feb-2006 CO 85.00 120,275.00 Group 1- Sub Grp 2 0111752704 Oct-2006 01-Feb-2006 MD 80.00 252,000.00 Group 1- Sub Grp 2 0111752748 Oct-2006 01-Dec-2005 OH 42.86 60,000.00 Group 1- Sub Grp 2 0111752766 Nov-2006 01-Jan-2006 MN 90.00 180,000.00 Group 1- Sub Grp 2 0111752827 Sep-2006 01-Nov-2005 OH 90.00 84,600.00 Group 1- Sub Grp 2 0111753049 Nov-2006 01-Feb-2006 TX 90.00 103,500.00 Group 1- Sub Grp 2 0111753120 Sep-2006 01-Oct-2005 MN 80.00 240,000.00 Group 1- Sub Grp 2 0111768407 Oct-2006 01-Mar-2006 IL 80.00 204,000.00 Group 1- Sub Grp 2 0111768418 Oct-2006 01-Mar-2006 AZ 80.00 273,600.00 Group 1- Sub Grp 2 0111768530 Sep-2006 01-Apr-2006 GA 80.00 175,200.00 Group 2- Sub Grp 1 0111622180 Nov-2006 01-Feb-2006 CA 100.00 74,800.00 Group 2- Sub Grp 1 0111682270 Nov-2006 01-Mar-2006 AZ 100.00 110,000.00 Group 2- Sub Grp 1 0111727746 Sep-2006 01-Mar-2006 PA 85.00 54,400.00 Group 2- Sub Grp 1 0111727757 Sep-2006 01-Mar-2006 OH 66.40 73,700.00 Group 2- Sub Grp 1 0111751825 Sep-2006 01-Oct-2005 OH 80.00 76,800.00 Group 2- Sub Grp 2 0110758759 Nov-2006 01-Sep-2005 CA 73.63 578,000.00 Group 2- Sub Grp 2 0110795829 Oct-2006 01-Aug-2005 CO 80.00 152,000.00 Group 2- Sub Grp 2 0111233428 Nov-2006 01-Dec-2005 PA 80.00 248,000.00 Group 2- Sub Grp 2 0111248401 Sep-2006 01-Dec-2005 CA 80.00 328,000.00 Group 2- Sub Grp 2 0111248442 Aug-2006 01-Dec-2005 NV 80.00 199,920.00 Group 2- Sub Grp 2 0111532655 Sep-2006 01-Feb-2006 CA 80.00 126,400.00 Group 2- Sub Grp 2 0111532744 Sep-2006 01-Feb-2006 CA 80.00 448,000.00 Group 2- Sub Grp 2 0111532770 Oct-2006 01-Feb-2006 NV 80.00 204,000.00 Group 2- Sub Grp 2 0111533010 Sep-2006 01-Feb-2006 CA 80.00 394,400.00 Group 2- Sub Grp 2 0111533126 Sep-2006 01-Feb-2006 CA 80.00 372,000.00 Group 2- Sub Grp 2 0111533129 Oct-2006 01-Feb-2006 WA 88.58 155,200.00 Group 2- Sub Grp 2 0111533130 Oct-2006 01-Feb-2006 CA 80.00 424,000.00 Group 2- Sub Grp 2 0111533139 Oct-2006 01-Feb-2006 CA 90.00 651,708.00 Group 2- Sub Grp 2 0111533189 Nov-2006 01-Feb-2006 NV 85.00 264,350.00 Group 2- Sub Grp 2 0111585188 Sep-2006 01-Jan-2006 CA 80.00 714,450.00 Group 2- Sub Grp 2 0111585195 Sep-2006 01-Feb-2006 CA 90.00 504,000.00 Group 2- Sub Grp 2 0111585206 Oct-2006 01-Feb-2006 CA 80.00 432,000.00 Group 2- Sub Grp 2 0111600012 Sep-2006 01-Feb-2006 MN 80.44 155,000.00 Group 2- Sub Grp 2 0111600091 Sep-2006 01-Feb-2006 IL 80.00 109,617.00 Group 2- Sub Grp 2 0111600092 Oct-2006 01-Feb-2006 CA 90.00 499,500.00 Group 2- Sub Grp 2 0111600256 Aug-2006 01-Feb-2006 MD 92.92 420,000.00 Group 2- Sub Grp 2 0111622068 Sep-2006 01-Mar-2006 CA 80.00 436,000.00 Group 2- Sub Grp 2 0111622077 Sep-2006 01-Feb-2006 CO 80.00 528,000.00 Group 2- Sub Grp 2 0111622166 Sep-2006 01-Mar-2006 CA 80.00 520,000.00 Group 2- Sub Grp 2 0111681749 Nov-2006 01-Mar-2006 DE 80.00 340,000.00 Group 2- Sub Grp 2 0111681797 Nov-2006 01-Feb-2006 MA 80.00 370,800.00 Group 2- Sub Grp 2 0111681862 Jul-2006 01-Feb-2006 GA 80.00 91,200.00 Group 2- Sub Grp 2 0111682117 Aug-2006 01-Mar-2006 HI 65.00 165,100.00 Group 2- Sub Grp 2 0111682135 Nov-2006 01-Feb-2006 CA 100.00 378,500.00 Group 2- Sub Grp 2 0111682247 Sep-2006 01-Feb-2006 AZ 90.00 373,500.00 Group 2- Sub Grp 2 0111682252 Oct-2006 01-Mar-2006 CA 90.00 238,500.00 Group 2- Sub Grp 2 0111682280 Nov-2006 01-Feb-2006 IL 83.87 104,000.00 Group 2- Sub Grp 2 0111682330 Nov-2006 01-Feb-2006 IL 41.08 76,000.00 Group 2- Sub Grp 2 0111727696 Oct-2006 01-Mar-2006 IL 80.00 496,000.00 Group 2- Sub Grp 2 0111751509 Sep-2006 01-Feb-2006 CA 80.00 500,000.00 Group 2- Sub Grp 2 0111751713 Sep-2006 01-Feb-2006 OK 80.00 90,000.00 Group 2- Sub Grp 2 0111752269 Sep-2006 01-Feb-2006 CA 78.55 487,000.00 Group 2- Sub Grp 2 0111752505 Oct-2006 01-Feb-2006 CA 80.00 424,000.00 Group 2- Sub Grp 2 0111752541 Oct-2006 01-Feb-2006 CA 80.00 504,000.00 Group 2- Sub Grp 2 0111752576 Sep-2006 01-Feb-2006 CA 80.00 524,000.00 Group 2- Sub Grp 2 0111752583 Sep-2006 01-Feb-2006 CA 80.00 480,000.00 Group 2- Sub Grp 2 0111752602 Oct-2006 01-Feb-2006 CA 95.00 546,250.00 Group 2- Sub Grp 2 0111768547 Oct-2006 01-Apr-2006 CA 80.00 424,800.00

Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period (continued) Current Paid Current Approximate Loan Actual To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest Group 1- Sub Grp 1 0111178965 388,000.00 01-Jun-2006 3 7.850% 11,882.50 Group 1- Sub Grp 1 0111214410 129,875.78 01-May-2006 4 8.090% 4,920.23 Group 1- Sub Grp 1 0111727259 80,648.93 01-Apr-2006 5 9.500% 4,227.60 Group 1- Sub Grp 1 0111727305 498,160.50 01-Apr-2006 5 8.150% 22,211.07 Group 1- Sub Grp 1 0111751211 71,711.12 01-Mar-2006 6 8.100% 3,170.33 Group 1- Sub Grp 1 0111752141 69,900.86 01-Mar-2006 6 7.750% 2,947.66 Group 1- Sub Grp 2 0111047315 76,035.16 01-Mar-2006 6 7.225% 2,972.94 Group 1- Sub Grp 2 0111092353 121,647.19 01-Apr-2006 5 8.750% 5,843.47 Group 1- Sub Grp 2 0111111103 212,783.20 01-Apr-2006 5 7.500% 8,668.28 Group 1- Sub Grp 2 0111139245 116,362.67 01-May-2006 4 8.250% 4,501.32 Group 1- Sub Grp 2 0111155653 262,800.00 01-~~Dec~~Jan-~~2005~~2006 8 7.950% 11,420.85 Group 1- Sub Grp 2 0111155663 269,910.56 01-Apr-2006 5 7.950% 11,729.90 Group 1- Sub Grp 2 0111179007 219,379.10 01-Mar-2006 6 7.800% 9,314.66 Group 1- Sub Grp 2 0111214305 95,679.45 01-Apr-2006 5 8.090% 4,227.42 Group 1- Sub Grp 2 0111214341 60,973.02 01-May-2006 4 9.260% 2,666.93 Group 1- Sub Grp 2 0111214349 102,978.41 01-May-2006 4 6.950% 3,313.85 Group 1- Sub Grp 2 0111214376 83,212.98 01-May-2006 4 8.860% 3,473.12 Group 1- Sub Grp 2 0111533006 234,336.00 01-Apr-2006 5 7.990% 10,238.55 Group 1- Sub Grp 2 0111533162 238,420.22 01-Apr-2006 5 9.650% 12,706.77 Group 1- Sub Grp 2 0111533173 162,795.90 01-Jun-2006 3 9.650% 6,200.37 Group 1- Sub Grp 2 0111600225 184,048.12 01-May-2006 4 8.500% 7,350.31 Group 1- Sub Grp 2 0111600294 205,520.68 01-May-2006 4 8.750% 8,465.02 Group 1- Sub Grp 2 0111600298 159,637.85 01-Mar-2006 6 9.400% 8,270.66 Group 1- Sub Grp 2 0111622050 341,073.32 01-Apr-2006 5 7.325% 13,546.93 Group 1- Sub Grp 2 0111622075 143,756.01 01-Apr-2006 5 8.875% 7,010.85 Group 1- Sub Grp 2 0111622108 96,800.00 01-Feb-2006 7 8.750% 4,644.86 Group 1- Sub Grp 2 0111681761 222,069.22 01-May-2006 4 9.500% 9,980.38 Group 1- Sub Grp 2 0111681824 89,879.30 01-May-2006 4 9.990% 4,259.87 Group 1- Sub Grp 2 0111681918 317,002.15 01-Apr-2006 5 10.600% 18,654.20 Group 1- Sub Grp 2 0111682043 131,936.43 01-Feb-2006 7 9.600% 6,986.29 Group 1- Sub Grp 2 0111682201 161,401.46 01-Jun-2006 3 8.790% 5,572.46 Group 1- Sub Grp 2 0111682300 76,406.20 01-Apr-2006 5 8.500% 3,558.93 Group 1- Sub Grp 2 0111682360 147,741.75 01-Jun-2006 3 10.125% 5,919.72 Group 1- Sub Grp 2 0111718107 103,794.80 01-May-2006 4 9.625% 4,729.75 Group 1- Sub Grp 2 0111718135 188,000.00 01-May-2006 4 7.875% 6,932.52 Group 1- Sub Grp 2 0111718147 259,710.84 01-May-2006 4 8.250% 10,056.91 Group 1- Sub Grp 2 0111718155 139,409.93 01-May-2006 4 9.000% 5,921.65 Group 1- Sub Grp 2 0111727040 383,566.92 01-Mar-2006 6 7.850% 16,398.77 Group 1- Sub Grp 2 0111727107 186,912.68 01-May-2006 4 9.350% 8,260.00 Group 1- Sub Grp 2 0111727108 239,631.61 01-May-2006 4 9.350% 10,589.76 Group 1- Sub Grp 2 0111727272 103,334.36 01-May-2006 4 9.150% 4,463.08 Group 1- Sub Grp 2 0111727296 83,200.00 01-May-2006 4 7.990% 3,115.80 Group 1- Sub Grp 2 0111727315 83,836.56 01-May-2006 4 8.200% 3,222.34 Group 1- Sub Grp 2 0111727528 138,095.36 01-Mar-2006 6 7.400% 5,541.18 Group 1- Sub Grp 2 0111727607 195,695.15 01-Mar-2006 6 7.280% 7,717.71 Group 1- Sub Grp 2 0111727635 187,699.12 01-May-2006 4 9.150% 8,106.86 Group 1- Sub Grp 2 0111727685 75,143.62 01-Mar-2006 6 7.450% 3,037.12 Group 1- Sub Grp 2 0111727694 194,783.94 01-Apr-2006 5 8.950% 9,584.87 Group 1- Sub Grp 2 0111727704 279,307.22 01-Jun-2006 3 8.450% 9,240.30 Group 1- Sub Grp 2 0111727726 79,826.06 01-May-2006 4 7.650% 2,848.49 Group 1- Sub Grp 2 0111727778 183,562.99 01-Jun-2006 3 8.650% 6,225.88 Group 1- Sub Grp 2 0111751297 231,490.48 01-Apr-2006 5 7.600% 9,565.99 Group 1- Sub Grp 2 0111751394 63,869.16 01-Jun-2006 3 10.450% 2,645.66 Group 1- Sub Grp 2 0111751508 278,853.87 01-Apr-2006 5 9.700% 14,957.09 Group 1- Sub Grp 2 0111751527 111,926.41 01-Jun-2006 3 9.500% 4,192.70 Group 1- Sub Grp 2 0111751531 143,709.42 01-May-2006 4 9.450% 6,422.64 Group 1- Sub Grp 2 0111751534 121,223.05 01-Apr-2006 5 8.850% 5,894.15 Group 1- Sub Grp 2 0111751544 111,074.88 01-Jun-2006 3 10.100% 4,438.94 Group 1- Sub Grp 2 0111751557 117,612.68 01-Jun-2006 3 8.175% 3,756.07 Group 1- Sub Grp 2 0111751586 151,052.20 01-May-2006 4 9.350% 6,680.68 Group 1- Sub Grp 2 0111751594 126,929.83 01-Jun-2006 3 7.050% 3,458.50 Group 1- Sub Grp 2 0111751636 248,548.89 01-Apr-2006 5 8.550% 11,649.70 Group 1- Sub Grp 2 0111751753 223,062.01 01-Jun-2006 3 6.950% 5,984.49 Group 1- Sub Grp 2 0111751809 319,031.50 01-May-2006 4 7.450% 11,064.81 Group 1- Sub Grp 2 0111752018 119,820.07 01-Apr-2006 5 7.100% 4,607.76 Group 1- Sub Grp 2 0111752054 81,553.23 01-Jun-2006 3 8.613% 2,753.36 Group 1- Sub Grp 2 0111752193 202,163.20 01-Apr-2006 5 10.350% 11,600.93 Group 1- Sub Grp 2 0111752219 369,432.25 01-Jun-2006 3 8.450% 12,230.98 Group 1- Sub Grp 2 0111752340 106,350.46 01-Jun-2006 3 6.800% 2,786.69 Group 1- Sub Grp 2 0111752574 67,364.17 01-May-2006 4 9.450% 3,010.64 Group 1- Sub Grp 2 0111752581 370,800.00 01-Apr-2006 5 7.150% 14,383.95 Group 1- Sub Grp 2 0111752623 79,969.88 01-Mar-2006 6 10.750% 4,774.12 Group 1- Sub Grp 2 0111752685 119,909.99 01-May-2006 4 8.100% 4,548.76 Group 1- Sub Grp 2 0111752704 252,000.00 01-May-2006 4 7.000% 8,190.00 Group 1- Sub Grp 2 0111752748 59,754.38 01-May-2006 4 8.000% 2,236.82 Group 1- Sub Grp 2 0111752766 179,522.34 01-Jun-2006 3 10.100% 7,174.27 Group 1- Sub Grp 2 0111752827 84,253.65 01-Apr-2006 5 8.000% 3,678.25 Group 1- Sub Grp 2 0111753049 103,235.89 01-Jun-2006 3 9.400% 3,824.30 Group 1- Sub Grp 2 0111753120 239,190.13 01-Mar-2006 6 8.950% 11,762.36 Group 1- Sub Grp 2 0111768407 203,730.84 01-Mar-2006 6 8.100% 9,011.11 Group 1- Sub Grp 2 0111768418 272,729.97 01-May-2006 4 7.200% 9,121.51 Group 1- Sub Grp 2 0111768530 175,071.27 01-Apr-2006 5 7.550% 7,183.65 Group 2- Sub Grp 1 0111622180 74,645.16 01-Mar-2006 6 12.375% 5,166.04 Group 2- Sub Grp 1 0111682270 109,933.74 01-Apr-2006 5 11.790% 7,234.30 Group 2- Sub Grp 1 0111727746 54,349.02 01-Apr-2006 5 9.750% 2,928.36 Group 2- Sub Grp 1 0111727757 73,597.70 01-Apr-2006 5 7.850% 3,148.78 Group 2- Sub Grp 1 0111751825 76,538.14 01-Mar-2006 6 8.900% 3,741.45 Group 2- Sub Grp 2 0110758759 573,074.93 01-Aug-2006 1 7.900% 10,593.95 Group 2- Sub Grp 2 0110795829 151,999.72 01-Mar-2006 6 5.875% 4,765.88 Group 2- Sub Grp 2 0111233428 246,769.31 01-Jun-2006 3 7.825% 7,520.51 Group 2- Sub Grp 2 0111248401 328,000.00 01-Apr-2006 5 6.750% 11,958.31 Group 2- Sub Grp 2 0111248442 199,920.00 01-Mar-2006 6 6.125% 6,559.91 Group 2- Sub Grp 2 0111532655 126,400.00 01-Mar-2006 6 8.250% 5,714.31 Group 2- Sub Grp 2 0111532744 447,298.93 01-Mar-2006 6 7.250% 17,555.99 Group 2- Sub Grp 2 0111532770 204,000.00 01-May-2006 4 7.600% 7,242.00 Group 2- Sub Grp 2 0111533010 394,124.76 01-Mar-2006 6 7.750% 16,647.08 Group 2- Sub Grp 2 0111533126 372,000.00 01-Mar-2006 6 7.950% 16,166.50 Group 2- Sub Grp 2 0111533129 154,952.24 01-Apr-2006 5 9.180% 7,832.91 Group 2- Sub Grp 2 0111533130 424,000.00 01-May-2006 4 7.550% 14,946.00 Group 2- Sub Grp 2 0111533139 651,708.00 01-Jun-2006 3 9.050% 23,217.05 Group 2- Sub Grp 2 0111533189 263,753.67 01-May-2006 4 8.900% 11,061.55 Group 2- Sub Grp 2 0111585188 714,450.00 01-Mar-2006 6 6.990% 27,047.86 Group 2- Sub Grp 2 0111585195 503,218.30 01-Apr-2006 5 9.300% 25,790.60 Group 2- Sub Grp 2 0111585206 431,255.92 01-Jun-2006 3 7.400% 12,389.85 Group 2- Sub Grp 2 0111600012 154,743.56 01-Apr-2006 5 8.990% 7,650.62 Group 2- Sub Grp 2 0111600091 109,394.42 01-Apr-2006 5 7.990% 4,769.65 Group 2- Sub Grp 2 0111600092 499,129.22 01-May-2006 4 7.400% 17,221.01 Group 2- Sub Grp 2 0111600256 420,000.00 01-Mar-2006 6 7.950% 18,252.50 Group 2- Sub Grp 2 0111622068 436,000.00 01-Mar-2006 6 7.525% 17,866.87 Group 2- Sub Grp 2 0111622077 528,000.00 01-Mar-2006 6 8.475% 24,563.00 Group 2- Sub Grp 2 0111622166 520,000.00 01-Mar-2006 6 8.475% 24,190.81 Group 2- Sub Grp 2 0111681749 339,357.88 01-May-2006 4 8.750% 13,977.63 Group 2- Sub Grp 2 0111681797 369,686.67 01-May-2006 4 7.490% 12,895.64 Group 2- Sub Grp 2 0111681862 91,200.00 01-Feb-2006 7 7.990% 3,984.68 Group 2- Sub Grp 2 0111682117 164,827.42 01-May-2006 4 9.000% 6,995.29 Group 2- Sub Grp 2 0111682135 378,092.49 01-May-2006 4 8.250% 14,640.95 Group 2- Sub Grp 2 0111682247 373,230.63 01-Apr-2006 5 8.625% 17,676.48 Group 2- Sub Grp 2 0111682252 238,135.85 01-May-2006 4 9.375% 10,553.45 Group 2- Sub Grp 2 0111682280 103,735.89 01-May-2006 4 9.175% 4,493.62 Group 2- Sub Grp 2 0111682330 75,804.11 01-May-2006 4 8.250% 2,932.55 Group 2- Sub Grp 2 0111727696 495,673.89 01-Mar-2006 6 8.100% 21,915.86 Group 2- Sub Grp 2 0111751509 499,999.50 01-May-2006 4 7.700% 18,000.00 Group 2- Sub Grp 2 0111751713 89,925.00 01-Mar-2006 6 10.300% 5,131.88 Group 2- Sub Grp 2 0111752269 486,067.95 01-Jun-2006 3 7.025% 13,204.59 Group 2- Sub Grp 2 0111752505 424,000.00 01-May-2006 4 8.500% 16,959.96 Group 2- Sub Grp 2 0111752541 504,000.00 01-May-2006 4 6.700% 15,624.00 Group 2- Sub Grp 2 0111752576 522,837.66 01-Apr-2006 5 7.550% 21,452.77 Group 2- Sub Grp 2 0111752583 480,000.00 01-Apr-2006 5 7.850% 20,580.00 Group 2- Sub Grp 2 0111752602 545,040.46 01-May-2006 4 8.990% 23,103.96 Group 2- Sub Grp 2 0111768547 424,272.78 01-May-2006 4 8.400% 16,732.21

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

Summary 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 06 ~~Jul~~Dec-05 0.000% Original Principal Balance 0683,370.00 ~~Aug~~Jan-0506 0.000% Current Actual Balance 0679,777.0055 ~~Sep~~Feb-0506 0.000% ~~Oct~~Mar-0506 0.000% Current Bankruptcy Total ~~Nov~~Apr-0506 0.000% Loans in Bankruptcy 010 ~~Dec~~May-0506 0.000% Original Principal Balance 01,530,420.00 ~~Jan~~Jun-06 0.000% Current Actual Balance 01,526,413.0072 ~~Feb~~Jul-06 0.~~000~~130% ~~Mar~~Aug-06 0.~~000~~183% ~~Apr~~Sep-06 0.~~000~~177% ~~May~~Oct-06 0.~~000~~156% ~~Jun~~Nov-06 0.~~000~~193% *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- Sub Grp 1 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 ~~Jul~~Dec-05 0.000% Original Principal Balance 0.00 ~~Aug~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Sep~~Feb-0506 0.000% ~~Oct~~Mar-0506 0.000% Current Bankruptcy Total ~~Nov~~Apr-0506 0.000% Loans in Bankruptcy 01 ~~Dec~~May-0506 0.000% Original Principal Balance 084,000.00 ~~Jan~~Jun-06 0.000% Current Actual Balance 083,717.0067 ~~Feb~~Jul-06 0.~~000~~141% ~~Mar~~Aug-06 0.~~000~~141% ~~Apr~~Sep-06 0.~~000~~290% ~~May~~Oct-06 0.~~000~~293% ~~Jun~~Nov-06 0.~~000~~152% *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- Sub Grp 2 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 03 ~~Jul~~Dec-05 0.000% Original Principal Balance 0536,270.00 ~~Aug~~Jan-0506 0.000% Current Actual Balance 0533,287.0090 ~~Sep~~Feb-0506 0.000% ~~Oct~~Mar-0506 0.000% Current Bankruptcy Total ~~Nov~~Apr-0506 0.000% Loans in Bankruptcy 04 ~~Dec~~May-0506 0.000% Original Principal Balance 0623,570.00 ~~Jan~~Jun-06 0.000% Current Actual Balance 0620,456.0040 ~~Feb~~Jul-06 0.~~000~~086% ~~Mar~~Aug-06 0.~~000~~184% ~~Apr~~Sep-06 0.~~000~~147% ~~May~~Oct-06 0.~~000~~102% ~~Jun~~Nov-06 0.~~000~~154% *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- Sub Grp 1 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 02 ~~Jul~~Dec-05 0.000% Original Principal Balance 048,100.00 ~~Aug~~Jan-0506 0.000% Current Actual Balance 047,759.0099 ~~Sep~~Feb-0506 0.000% ~~Oct~~Mar-0506 0.000% Current Bankruptcy Total ~~Nov~~Apr-0506 0.000% Loans in Bankruptcy 02 ~~Dec~~May-0506 0.000% Original Principal Balance 048,100.00 ~~Jan~~Jun-06 0.000% Current Actual Balance 047,759.0099 ~~Feb~~Jul-06 0.000% ~~Mar~~Aug-06 0.000% ~~Apr~~Sep-06 0.000% ~~May~~Oct-06 0.000% ~~Jun~~Nov-06 0.~~000~~088% *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- Sub Grp 2 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 01 ~~Jul~~Dec-05 0.000% Original Principal Balance 099,000.00 ~~Aug~~Jan-0506 0.000% Current Actual Balance 098,729.0066 ~~Sep~~Feb-0506 0.000% ~~Oct~~Mar-0506 0.000% Current Bankruptcy Total ~~Nov~~Apr-0506 0.000% Loans in Bankruptcy 03 ~~Dec~~May-0506 0.000% Original Principal Balance 0774,750.00 ~~Jan~~Jun-06 0.000% Current Actual Balance 0774,479.0066 ~~Feb~~Jul-06 0.~~000~~218% ~~Mar~~Aug-06 0.~~000~~225% ~~Apr~~Sep-06 0.~~000~~231% ~~May~~Oct-06 0.~~000~~237% ~~Jun~~Nov-06 0.~~000~~280% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period Group Loan Month Loan First State LTV at Original Number Entered Payment Origination Principal Bankruptcy Date Balance NoGroup ~~Bankruptcy~~1- ~~Loans~~Sub ~~this~~Grp ~~Period~~1 0111753157 Sep-2006 01-Feb-2006 MI 70.00 84,000.00 Group 1- Sub Grp 2 0111214303 Nov-2006 01-Dec-2005 AL 90.00 168,210.00 Group 1- Sub Grp 2 0111214329 Nov-2006 01-Dec-2005 TX 80.00 149,560.00 Group 1- Sub Grp 2 0111682027 Sep-2006 01-Jan-2006 MO 90.00 87,300.00 Group 1- Sub Grp 2 0111751802 Nov-2006 01-Dec-2005 OH 95.00 218,500.00 Group 2- Sub Grp 1 0111047345 Nov-2006 01-Oct-2005 WV 100.00 19,100.00 Group 2- Sub Grp 1 0111768235 Nov-2006 01-Jan-2006 RI 100.00 29,000.00 Group 2- Sub Grp 2 0111233405 Jul-2006 01-Nov-2005 WA 95.00 251,750.00 Group 2- Sub Grp 2 0111600176 Jul-2006 01-Feb-2006 CA 89.26 424,000.00 Group 2- Sub Grp 2 0111682357 Nov-2006 01-Feb-2006 GA 100.00 99,000.00

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period (continued) Group Loan Current Paid To Months Current Approximate Number Actual Date Delinquent Loan Rate Delinquent Balance Interest NoGroup ~~Bankruptcy~~1- ~~Loans~~Sub ~~this~~Grp ~~Period~~1 0111753157 83,717.67 01-Sep-2006 0 10.750% 1,429.88 Group 1- Sub Grp 2 0111214303 167,372.74 01-Jun-2006 3 7.810% 5,090.37 Group 1- Sub Grp 2 0111214329 148,201.83 01-Oct-2006 0 7.150% 1,643.32 Group 1- Sub Grp 2 0111682027 87,168.50 01-Mar-2006 6 9.440% 4,536.41 Group 1- Sub Grp 2 0111751802 217,713.33 01-Jun-2006 3 9.400% 8,064.87 Group 2- Sub Grp 1 0111047345 18,834.53 01-Jun-2006 3 11.600% 872.23 Group 2- Sub Grp 1 0111768235 28,925.46 01-Jun-2006 3 10.990% 1,263.51 Group 2- Sub Grp 2 0111233405 251,750.00 01-Nov-2006 (1) 7.990% 1,571.34 Group 2- Sub Grp 2 0111600176 424,000.00 01-Mar-2006 6 7.990% 18,525.22 Group 2- Sub Grp 2 0111682357 98,729.66 01-Jul-2006 2 10.000% 3,124.25

Realized Loss Detail Report - Loans with Losses during Current Period Summary # Loans Prior Realized Current with Actual Loss/(Gain) Loss Group Losses Balance Amount Percentage Group 1- Sub Grp 1 0 0.00 0.00 0.000% Group 1- Sub Grp 2 02 0396,210.0009 0109,925.0070 0.~~000~~027% Group 2- Sub Grp 1 03 0193,708.0056 0155,539.0001 0.~~000~~287% Group 2- Sub Grp 2 0 0.00 0.00 0.000% Total 05 0589,918.0065 0265,464.0071 0.~~000~~034%

Realized Loss Loan Detail Report - Loans With Losses during Current Period Original Current Loan Principal Note LTV at Original Group Number Balance Rate State Origination Term NoGroup ~~Losses~~1- ~~this~~Sub ~~Period~~Grp 2 0111096118 256,000.00 7.300% CA 80.00 360 Group 1- Sub Grp 2 0111532914 140,400.00 9.950% NC 90.00 360 Group 2- Sub Grp 1 0111248487 49,900.00 10.750% NV 99.97 180 Group 2- Sub Grp 1 0111533070 50,990.00 12.100% WA 100.00 180 Group 2- Sub Grp 1 0111533127 93,000.00 11.100% CA 100.00 180

Realized Loss Loan Detail Report - Loans With Losses during Current Period (continued) Prior Cumulative Loan Actual Realized Realized Group Number Balance Loss/(Gain) Loss/(Gain) NoGroup ~~Losses~~1- ~~this~~Sub ~~Period~~Grp 2 0111096118 256,000.00 32,369.30 32,369.30 Group 1- Sub Grp 2 0111532914 140,210.09 77,556.40 77,556.40 Group 2- Sub Grp 1 0111248487 49,823.82 51,166.44 51,166.44 Group 2- Sub Grp 1 0111533070 50,917.19 9,677.32 9,677.32 Group 2- Sub Grp 1 0111533127 92,967.55 94,695.25 94,695.25

Realized Loss Report - Collateral Summary MDR SDA Current Month 0.~~000~~072% Current Month 04.~~000~~725% 3 Month Average 0.~~000~~029% 3 Month Average 01.~~000~~910% 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~~Dec-2005 N/A N/A ~~Jul~~Dec-2005 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 N/A N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~0.000% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~0.000% N/A ~~Jan~~Jun-2006 ~~N/A~~0.000% N/A ~~Jan~~Jun-2006 ~~N/A~~0.000% N/A ~~Feb~~Jul-2006 ~~N/A~~0.000% N/A ~~Feb~~Jul-2006 ~~N/A~~0.000% N/A ~~Mar~~Aug-2006 ~~N/A~~0.000% N/A ~~Mar~~Aug-2006 ~~N/A~~0.000% N/A ~~Apr~~Sep-2006 ~~N/A~~0.000% N/A ~~Apr~~Sep-2006 ~~N/A~~0.000% N/A ~~May~~Oct-2006 0.~~000~~014% N/A ~~May~~Oct-2006 01.~~000~~006% N/A ~~Jun~~Nov-2006 0.~~000~~072% N/A ~~Jun~~Nov-2006 04.~~000~~725% 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~~866% Current Month 045.~~000~~051% 3 Month Average 0.~~000~~343% 3 Month Average 050.~~000~~146% 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~~Dec-2005 N/A N/A ~~Jul~~Dec-2005 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 N/A N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~0.000% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~0.000% N/A ~~Jan~~Jun-2006 ~~N/A~~0.000% N/A ~~Jan~~Jun-2006 ~~N/A~~0.000% N/A ~~Feb~~Jul-2006 ~~N/A~~0.000% N/A ~~Feb~~Jul-2006 ~~N/A~~0.000% N/A ~~Mar~~Aug-2006 ~~N/A~~0.000% N/A ~~Mar~~Aug-2006 ~~N/A~~0.000% N/A ~~Apr~~Sep-2006 ~~N/A~~0.000% N/A ~~Apr~~Sep-2006 ~~N/A~~0.000% N/A ~~May~~Oct-2006 0.~~000~~164% N/A ~~May~~Oct-2006 0105.~~000~~386% N/A ~~Jun~~Nov-2006 0.~~000~~866% N/A ~~Jun~~Nov-2006 045.~~000~~051% 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- Sub Grp 1 MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jul~~Dec-2005 N/A N/A ~~Jul~~Dec-2005 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 N/A N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~0.000% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~0.000% N/A ~~Jan~~Jun-2006 ~~N/A~~0.000% N/A ~~Jan~~Jun-2006 ~~N/A~~0.000% N/A ~~Feb~~Jul-2006 ~~N/A~~0.000% N/A ~~Feb~~Jul-2006 ~~N/A~~0.000% N/A ~~Mar~~Aug-2006 ~~N/A~~0.000% N/A ~~Mar~~Aug-2006 ~~N/A~~0.000% N/A ~~Apr~~Sep-2006 ~~N/A~~0.000% N/A ~~Apr~~Sep-2006 ~~N/A~~0.000% N/A ~~May~~Oct-2006 0.000% N/A ~~May~~Oct-2006 0.000% N/A ~~Jun~~Nov-2006 0.000% N/A ~~Jun~~Nov-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~~Dec-2005 N/A N/A ~~Jul~~Dec-2005 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 N/A N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~0.000% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~0.000% N/A ~~Jan~~Jun-2006 ~~N/A~~0.000% N/A ~~Jan~~Jun-2006 ~~N/A~~0.000% N/A ~~Feb~~Jul-2006 ~~N/A~~0.000% N/A ~~Feb~~Jul-2006 ~~N/A~~0.000% N/A ~~Mar~~Aug-2006 ~~N/A~~0.000% N/A ~~Mar~~Aug-2006 ~~N/A~~0.000% N/A ~~Apr~~Sep-2006 ~~N/A~~0.000% N/A ~~Apr~~Sep-2006 ~~N/A~~0.000% N/A ~~May~~Oct-2006 0.000% N/A ~~May~~Oct-2006 0.000% N/A ~~Jun~~Nov-2006 0.000% N/A ~~Jun~~Nov-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 1- Sub Grp 2 MDR SDA Current Month 0.~~000~~095% Current Month 06.~~000~~209% 3 Month Average 0.~~000~~032% 3 Month Average 02.~~000~~070% 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~~Dec-2005 N/A N/A ~~Jul~~Dec-2005 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 N/A N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~0.000% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~0.000% N/A ~~Jan~~Jun-2006 ~~N/A~~0.000% N/A ~~Jan~~Jun-2006 ~~N/A~~0.000% N/A ~~Feb~~Jul-2006 ~~N/A~~0.000% N/A ~~Feb~~Jul-2006 ~~N/A~~0.000% N/A ~~Mar~~Aug-2006 ~~N/A~~0.000% N/A ~~Mar~~Aug-2006 ~~N/A~~0.000% N/A ~~Apr~~Sep-2006 ~~N/A~~0.000% N/A ~~Apr~~Sep-2006 ~~N/A~~0.000% N/A ~~May~~Oct-2006 0.000% N/A ~~May~~Oct-2006 0.000% N/A ~~Jun~~Nov-2006 0.~~000~~095% N/A ~~Jun~~Nov-2006 06.~~000~~209% 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 01.~~000~~133% Current Month 027.~~000~~772% 3 Month Average 0.~~000~~378% 3 Month Average 09.~~000~~257% 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~~Dec-2005 N/A N/A ~~Jul~~Dec-2005 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 N/A N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~0.000% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~0.000% N/A ~~Jan~~Jun-2006 ~~N/A~~0.000% N/A ~~Jan~~Jun-2006 ~~N/A~~0.000% N/A ~~Feb~~Jul-2006 ~~N/A~~0.000% N/A ~~Feb~~Jul-2006 ~~N/A~~0.000% N/A ~~Mar~~Aug-2006 ~~N/A~~0.000% N/A ~~Mar~~Aug-2006 ~~N/A~~0.000% N/A ~~Apr~~Sep-2006 ~~N/A~~0.000% N/A ~~Apr~~Sep-2006 ~~N/A~~0.000% N/A ~~May~~Oct-2006 0.000% N/A ~~May~~Oct-2006 0.000% N/A ~~Jun~~Nov-2006 01.~~000~~133% N/A ~~Jun~~Nov-2006 027.~~000~~772% 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- Sub Grp 1 MDR SDA Current Month 0.~~000~~351% Current Month 021.~~000~~622% 3 Month Average 0.~~000~~185% 3 Month Average 011.~~000~~914% 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~~Dec-2005 N/A N/A ~~Jul~~Dec-2005 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 N/A N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~0.000% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~0.000% N/A ~~Jan~~Jun-2006 ~~N/A~~0.000% N/A ~~Jan~~Jun-2006 ~~N/A~~0.000% N/A ~~Feb~~Jul-2006 ~~N/A~~0.000% N/A ~~Feb~~Jul-2006 ~~N/A~~0.000% N/A ~~Mar~~Aug-2006 ~~N/A~~0.000% N/A ~~Mar~~Aug-2006 ~~N/A~~0.000% N/A ~~Apr~~Sep-2006 ~~N/A~~0.000% N/A ~~Apr~~Sep-2006 ~~N/A~~0.000% N/A ~~May~~Oct-2006 0.~~000~~203% N/A ~~May~~Oct-2006 014.~~000~~119% N/A ~~Jun~~Nov-2006 0.~~000~~351% N/A ~~Jun~~Nov-2006 021.~~000~~622% 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 04.~~000~~133% Current Month 080.~~000~~409% 3 Month Average 02.~~000~~182% 3 Month Average 061.~~000~~931% 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~~Dec-2005 N/A N/A ~~Jul~~Dec-2005 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 N/A N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~0.000% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~0.000% N/A ~~Jan~~Jun-2006 ~~N/A~~0.000% N/A ~~Jan~~Jun-2006 ~~N/A~~0.000% N/A ~~Feb~~Jul-2006 ~~N/A~~0.000% N/A ~~Feb~~Jul-2006 ~~N/A~~0.000% N/A ~~Mar~~Aug-2006 ~~N/A~~0.000% N/A ~~Mar~~Aug-2006 ~~N/A~~0.000% N/A ~~Apr~~Sep-2006 ~~N/A~~0.000% N/A ~~Apr~~Sep-2006 ~~N/A~~0.000% N/A ~~May~~Oct-2006 02.~~000~~414% N/A ~~May~~Oct-2006 0105.~~000~~386% N/A ~~Jun~~Nov-2006 04.~~000~~133% N/A ~~Jun~~Nov-2006 080.~~000~~409% 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- Sub Grp 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~~Dec-2005 N/A N/A ~~Jul~~Dec-2005 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 N/A N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~0.000% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~0.000% N/A ~~Jan~~Jun-2006 ~~N/A~~0.000% N/A ~~Jan~~Jun-2006 ~~N/A~~0.000% N/A ~~Feb~~Jul-2006 ~~N/A~~0.000% N/A ~~Feb~~Jul-2006 ~~N/A~~0.000% N/A ~~Mar~~Aug-2006 ~~N/A~~0.000% N/A ~~Mar~~Aug-2006 ~~N/A~~0.000% N/A ~~Apr~~Sep-2006 ~~N/A~~0.000% N/A ~~Apr~~Sep-2006 ~~N/A~~0.000% N/A ~~May~~Oct-2006 0.000% N/A ~~May~~Oct-2006 0.000% N/A ~~Jun~~Nov-2006 0.000% N/A ~~Jun~~Nov-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~~Dec-2005 N/A N/A ~~Jul~~Dec-2005 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 N/A N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~0.000% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~0.000% N/A ~~Jan~~Jun-2006 ~~N/A~~0.000% N/A ~~Jan~~Jun-2006 ~~N/A~~0.000% N/A ~~Feb~~Jul-2006 ~~N/A~~0.000% N/A ~~Feb~~Jul-2006 ~~N/A~~0.000% N/A ~~Mar~~Aug-2006 ~~N/A~~0.000% N/A ~~Mar~~Aug-2006 ~~N/A~~0.000% N/A ~~Apr~~Sep-2006 ~~N/A~~0.000% N/A ~~Apr~~Sep-2006 ~~N/A~~0.000% N/A ~~May~~Oct-2006 0.000% N/A ~~May~~Oct-2006 0.000% N/A ~~Jun~~Nov-2006 0.000% N/A ~~Jun~~Nov-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 Detail - Prepayments during Current Period Summary Loans Paid In Full Repurchased Loans Original Current Original Current Principal Scheduled Principal Scheduled Group Count Balance Balance Count Balance Balance Group 1- Sub Grp 1 911 1,~~246~~849,~~495~~792.0094 1,~~180~~837,~~044~~757.7156 0 0.00 0.00 Group 1- Sub Grp 2 4668 913,~~701~~110,~~950~~720.0066 913,~~681~~052,~~568~~744.4639 0 0.00 0.00 Group 2- Sub Grp 1 1110 ~~693~~656,~~762~~330.00 ~~692~~654,~~300~~341.12 0 0.00 0.00 Group 2- Sub Grp 2 2832 97,~~154~~710,~~386~~516.00 97,~~139~~668,~~360~~432.9159 0 0.00 0.00 Total 94121 2023,~~796~~327,~~593~~359.0060 2023,~~693~~213,~~274~~275.2066 0 0.00 0.00

Prepayment Detail - Prepayments during Current Period (continued) Summary Substitution Loans Liquidated Loans Curtailments Original Current Original Current Principal Scheduled Principal Scheduled Curtailment Group Count Balance Balance Count Balance Balance Amount Group 1- Sub Grp 1 0 0.00 0.00 0 0.00 0.00 ~~(108~~5,~~194~~695.~~22)~~98 Group 1- Sub Grp 2 0 0.00 0.00 02 0396,400.00 0395,815.0086 278,~~101~~661.4161 Group 2- Sub Grp 1 0 0.00 0.00 03 0193,890.00 0193,435.0085 ~~5,868~~715.2846 Group 2- Sub Grp 2 0 0.00 0.00 0 0.00 0.00 126,~~563~~891.2207 Total 0 0.00 0.00 05 0590,290.00 0589,251.0071 ~~(62~~21,~~661~~964.~~31)~~12

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount Group 1- Sub Grp 1 ~~0111682108~~0111682148 WACA 7590.00 01-Feb-2006 378,000.00 376,881.00 Group 1- Sub Grp 1 0111727115 TN 85.00 01-Mar-2006 ~~161~~225,250.00 ~~160~~224,~~800~~097.0515 Group 1- Sub Grp 1 ~~0111727219~~0111727462 OHNC 6680.6700 01-Mar-2006 62116,000.00 0114,066.0075 Group 1- Sub Grp 1 ~~0111751827~~0111727617 CAMO 6779.5096 01-~~Feb~~Mar-2006 ~~202~~98,~~500~~349.0094 ~~202~~97,~~108~~476.6275 Group 1- Sub Grp 1 ~~0111752206~~0111727637 RITX 4179.8299 01-~~Feb~~Mar-2006 ~~115~~57,~~000~~593.00 ~~114~~56,~~592~~739.9421 Group 1- Sub Grp 1 ~~0111752413~~0111727810 AZNJ 100.00 01-~~Dec~~Mar-~~2005~~2006 75225,000.00 73224,~~630~~656.0842 Group 1- Sub Grp 1 ~~0111752431~~0111752301 OHFL 7357.3308 01-~~Jan~~Feb-2006 99137,000.00 98135,~~582~~835.3382 Group 1- Sub Grp 1 ~~0111752455~~0111752384 ARIL 8085.00 01-Feb-2006 60195,~~800~~500.00 60194,~~624~~188.3302 Group 1- Sub Grp 1 ~~0111752537~~0111752878 NMOH 8988.6669 01-~~Feb~~Jan-2006 ~~390~~135,~~000~~700.00 ~~389~~134,~~065~~568.5003 Group 1- Sub Grp 1 ~~0111753118~~0111752913 OHMD 4882.7692 01-~~Jan~~Oct-~~2006~~2005 199,000.00 196,390.72 Group 1- Sub Grp 1 0111753144 TX 80.00 01-Oct-2005 82,~~945~~400.00 7981,~~388~~567.8690 Group 1- Sub Grp 2 ~~0111047339~~0111096118 NYCA 9080.00 01-~~Oct~~Nov-2005 83256,~~430~~000.00 83256,000.7900 Group 1- Sub Grp 2 ~~0111047344~~0111179000 MDCA 7065.9247 01-~~Nov~~Dec-2005 ~~131~~293,~~200~~300.00 ~~130~~293,~~528~~300.0700 Group 1- Sub Grp 2 ~~0111120115~~0111214289 NJNV 8075.00 01-~~Oct~~Dec-2005 ~~344~~183,~~000~~750.00 ~~344~~183,~~000~~750.00 Group 1- Sub Grp 2 ~~0111178998~~0111214297 CAVA 80.00 01-Dec-2005 111,920.00 110,928.57 Group 1- Sub Grp 2 0111214392 MO 90.00 01-Nov-2005 ~~220~~96,~~000~~480.00 ~~220~~96,430.44 Group 1- Sub Grp 2 0111248467 NV 75.27 01-Dec-2005 410,000.00 408,315.81 Group 1- Sub Grp 2 ~~0111532691~~0111532806 CAFL 8076.0060 01-Feb-2006 ~~138~~180,~~800~~000.00 ~~138~~179,~~327~~072.1483 Group 1- Sub Grp 2 ~~0111533187~~0111532885 FL 6077.35 01-Feb-2006 131,500.00 130,886.92 Group 1- Sub Grp 2 0111532914 NC 90.00 01-Feb-2006 ~~240~~140,400.00 139,748.24 Group 1- Sub Grp 2 0111532941 CO 73.33 01-Feb-2006 165,000.00 ~~239~~164,~~262~~145.6889 Group 1- Sub Grp 2 ~~0111533221~~0111532998 AZMI 90.00 01-Feb-2006 ~~130~~135,~~500~~000.00 ~~130~~134,~~177~~491.3241 Group 1- Sub Grp 2 ~~0111585193~~0111533069 CAWA 8380.00 01-Feb-2006 ~~352~~203,~~750~~960.00 ~~351~~203,~~801~~366.9441 Group 1- Sub Grp 2 ~~0111585238~~0111533176 CA 6375.00 01-~~Mar~~Feb-2006 ~~220~~232,500.00 ~~220~~231,~~500~~314.74 Group 1- Sub Grp 2 0111585171 CA 85.00 01-Jan-2006 318,750.00 318,750.00 Group 1- Sub Grp 2 ~~0111600031~~0111585218 MAFL 8090.00 01-Mar-2006 180,000.00 179,683.10 Group 1- Sub Grp 2 0111585227 CA 74.18 01-Feb-2006 ~~156~~337,~~800~~500.00 ~~156~~335,~~465~~852.5527 Group 1- Sub Grp 2 ~~0111600090~~0111585242 ILWA 7884.0596 01-Feb-2006 ~~160~~192,000.00 ~~159~~190,~~555~~762.4724 Group 1- Sub Grp 2 ~~0111600306~~0111600040 ILMA 8826.3067 01-Feb-2006 ~~234~~76,000.00 ~~233~~75,~~349~~723.8848 Group 1- Sub Grp 2 ~~0111622107~~0111600045 FLMD 7085.2900 01-Feb-2006 ~~265~~131,750.00 131,078.31 Group 1- Sub Grp 2 0111600133 MA 87.28 01-Mar-2006 350,000.00 ~~264~~347,~~472~~068.7008 Group 1- Sub Grp 2 ~~0111682285~~0111600251 MN 90.00 01-Feb-2006 162,900.00 161,880.99 Group 1- Sub Grp 2 0111600275 IL 9589.86 01-Jan-2006 195,000.00 193,780.40 Group 1- Sub Grp 2 0111682189 CA 80.00 01-Mar-2006 ~~125~~280,~~400~~000.00 ~~125~~279,~~136~~392.9655 Group 1- Sub Grp 2 ~~0111718121~~0111727069 ORTX 7380.3360 01-Mar-2006 ~~176~~58,~~000~~835.66 58,545.43 Group 1- Sub Grp 2 0111727308 MO 80.00 ~~175~~01-Mar-2006 100,~~640~~800.00 100,199.30 Group 1- Sub Grp 2 ~~0111727182~~0111727461 GAMD 85.00 01-Mar-2006 182,750.00 181,724.90 Group 1- Sub Grp 2 0111727626 IL 80.00 01-Mar-2006 ~~198~~95,~~000~~200.00 ~~197~~94,~~525~~541.4250 Group 1- Sub Grp 2 ~~0111751352~~0111743173 AZNY 70.00 01-~~Feb~~Mar-2006 ~~147~~330,~~000~~400.00 ~~146~~328,~~579~~267.6251 Group 1- Sub Grp 2 ~~0111751427~~0111743190 CAFL 7480.8300 01-~~Feb~~Mar-2006 ~~217~~312,000.00 ~~216~~311,~~333~~142.2857 Group 1- Sub Grp 2 ~~0111751551~~0111751255 MDAL 8390.6900 01-~~Jan~~Feb-2006 ~~272~~92,~~000~~700.00 ~~270~~92,~~745~~149.1114 Group 1- Sub Grp 2 ~~0111751687~~0111751316 AZNM 80.00 01-Dec-2005 89,200.00 88,258.39 Group 1- Sub Grp 2 0111751323 FL 79.2819 01-Feb-2006 ~~176~~146,~~000~~500.00 ~~175~~145,~~776~~392.9959 Group 1- Sub Grp 2 ~~0111751740~~0111751434 OHAZ 9075.00 01-~~Jan~~Feb-2006 81126,~~000~~750.00 80125,~~732~~957.2317 Group 1- Sub Grp 2 ~~0111751776~~0111751545 AZNJ 8550.0070 01-~~Jan~~Feb-2006 ~~203~~180,~~150~~000.00 ~~202~~178,~~541~~440.5965 Group 1- Sub Grp 2 ~~0111751787~~0111751569 CAWI 5885.1400 01-Feb-2006 ~~250~~204,000.00 ~~248~~201,~~982~~366.7684 Group 1- Sub Grp 2 ~~0111751833~~0111751585 CAWI 3676.9692 01-Feb-2006 ~~208~~160,~~800~~000.00 ~~208~~159,~~030~~058.8826 Group 1- Sub Grp 2 ~~0111751851~~0111751710 CAIL 90.00 01-Feb-2006 ~~306~~324,000.00 ~~306~~323,~~000~~134.0096 Group 1- Sub Grp 2 ~~0111751853~~0111751728 WI 7590.00 01-Feb-2006 ~~181~~79,~~500~~200.00 ~~181~~78,~~146~~805.4959 Group 1- Sub Grp 2 ~~0111751916~~0111751769 MDCA 8490.8000 01-~~Feb~~Dec-~~2006~~2005 ~~212~~315,000.00 ~~211~~314,~~021~~878.8959 Group 1- Sub Grp 2 ~~0111751952~~0111751820 VTMD 8595.00 01-~~Nov~~Dec-2005 ~~210~~159,~~800~~600.00 ~~209~~159,~~375~~600.3000 Group 1- Sub Grp 2 ~~0111751959~~0111751862 CA 7959.8138 01-~~Feb~~Jan-2006 ~~339~~95,~~200~~000.00 ~~338~~94,~~250~~542.0038 Group 1- Sub Grp 2 ~~0111752079~~0111751942 CANY 6858.4017 01-Feb-2006 ~~277~~445,000.00 ~~276~~443,~~251~~306.6298 Group 1- Sub Grp 2 ~~0111752162~~0111751977 NENY 5083.85 01-Feb-2006 109,000.00 108,509.68 Group 1- Sub Grp 2 0111751991 FL 89.70 01-Jan-2006 ~~119~~181,~~500~~200.00 ~~119~~180,~~079~~158.8752 Group 1- Sub Grp 2 ~~0111752168~~0111752009 NVNY 8090.00 01-Feb-2006 310,500.00 308,709.30 Group 1- Sub Grp 2 0111752078 NJ 79.92 01-Jan-2006 ~~240~~243,~~000~~750.00 ~~239~~242,~~411~~802.5238 Group 1- Sub Grp 2 ~~0111752352~~0111752209 CA 7728.5379 01-Feb-2006 ~~257~~154,000.00 153,093.50 Group 1- Sub Grp 2 0111752260 NM 82.45 01-Feb-2006 134,400.00 ~~256~~133,~~743~~488.2596 Group 1- Sub Grp 2 ~~0111752458~~0111752278 AZCA 5772.6058 01-Feb-2006 ~~144~~323,000.00 ~~143~~321,~~686~~845.2492 Group 1- Sub Grp 2 ~~0111752465~~0111752279 AZMA 90.1800 01-Feb-2006 ~~402~~315,~~300~~000.00 ~~401~~313,~~973~~408.6388 Group 1- Sub Grp 2 ~~0111752471~~0111752335 ILMD 8082.0039 01-~~Feb~~Jan-2006 ~~223~~102,~~920~~000.00 ~~223~~101,~~078~~350.6048 Group 1- Sub Grp 2 ~~0111752497~~0111752348 NJAZ 90.00 01-Feb-2006 ~~396~~167,~~000~~400.00 ~~395~~166,~~090~~842.3023 Group 1- Sub Grp 2 ~~0111752687~~0111752388 MDFL 8189.9891 01-Nov-2005 167,600.00 166,696.67 Group 1- Sub Grp 2 0111752425 NV 70.00 01-Feb-2006 ~~332~~155,~~000~~750.00 ~~331~~154,~~377~~426.7544 Group 1- Sub Grp 2 ~~0111752699~~0111752454 CANY 8575.00 01-Feb-2006 ~~290~~292,~~700~~500.00 ~~289~~290,~~860~~033.1261 Group 1- Sub Grp 2 ~~0111752712~~0111752494 CA 5080.7500 01-Feb-2006 ~~170~~384,000.00 ~~169~~380,~~508~~861.8406 Group 1- Sub Grp 2 ~~0111752792~~0111752624 NYAZ 9095.00 01-~~Jan~~Feb-2006 ~~324~~180,~~000~~500.00 ~~322~~179,~~302~~635.5343 Group 1- Sub Grp 2 ~~0111752807~~0111752682 OHFL 7590.00 01-Dec-2005 70157,~~050~~500.00 69155,~~743~~861.7108 Group 1- Sub Grp 2 ~~0111752907~~0111752751 OHFL 8995.1700 01-Nov-2005 209,475.00 208,995.16 Group 1- Sub Grp 2 0111752955 FL 90.00 01-Jan-2006 6494,~~200~~500.00 6393,~~989~~778.9676 Group 1- Sub Grp 2 ~~0111753204~~0111753003 MDUT 9088.17 01-Feb-2006 154,300.00 154,300.00 Group 1- Sub Grp 2 0111753074 AZ 95.00 01-Feb-2006 66,500.00 66,403.36 Group 1- Sub Grp 2 0111755790 MN 100.00 01-Nov-2005 156,000.00 154,875.95 Group 1- Sub Grp 2 0111768461 IL 80.00 01-Mar-2006 64172,~~800~~000.00 64170,649.2090 Group 1- Sub Grp 2 ~~0111768292~~0111768473 AZ 8572.74 01-Mar-2006 289,500.00 287,929.99 Group 1- Sub Grp 2 0111768480 VA 90.00 01-~~Feb~~Mar-2006 ~~255~~233,~~000~~730.00 ~~254~~232,~~735~~567.5392 Group 1- Sub Grp 2 ~~0111768567~~0111768502 NMGA 9575.00 01-Apr-2006 90104,250.00 90103,~~102~~762.5574 Group 1- Sub Grp 2 0111768508 OK 80.00 01-Apr-2006 107,200.00 106,506.20 Group 1- Sub Grp 2 0111768565 IL 80.00 01-Apr-2006 100,720.00 100,033.61 Group 1- ~~0111139270~~Sub MDGrp 2 0111853179 NM 85.00 01-May-2006 180,200.00 179,530.76 Group 2- Sub Grp 1 0111214470 VA 100.00 01-Dec-2005 5527,~~000~~980.00 5427,~~883~~851.3345 Group 2- Sub Grp 1 ~~0111174972~~0111214521 CAVA 90100.00 01-Dec-2005 5275,~~470~~000.00 5274,~~252~~554.8756 Group 2- Sub Grp 1 ~~0111179016~~0111248487 NV 99.97 01-Dec-2005 49,900.00 49,724.70 Group 2- Sub Grp 1 0111533070 WA 100.00 01-~~Dec~~Feb-~~2005~~2006 7150,~~977~~990.00 7150,~~826~~840.7563 Group 2- Sub Grp 1 ~~0111179017~~0111533127 CA 100.00 01-~~Nov~~Feb-~~2005~~2006 5593,000.00 5492,~~836~~800.2374 Group 2- Sub Grp 1 ~~0111532836~~0111681730 FLWI 90100.00 01-~~Dec~~Feb-~~2005~~2006 4129,~~475~~000.00 4128,~~303~~866.6053 Group 2- Sub Grp 1 ~~0111622199~~0111681805 CAOH 100.00 01-~~Dec~~Feb-~~2005~~2006 7622,~~000~~800.00 7522,~~829~~712.7063 Group 2- Sub Grp 1 ~~0111727620~~0111681866 OHMD 7599.8698 01-Mar-2006 6654,950.00 54,823.48 Group 2- Sub Grp 1 0111681944 OH 83.81 01-Feb-2006 88,000.00 6587,~~792~~689.1681 Group 2- Sub Grp 1 ~~0111753273~~0111681964 CAIL 100.00 01-~~Mar~~Feb-2006 46,~~640~~000.00 4645,~~590~~873.8961 Group 2- Sub Grp 1 ~~0111768249~~0111682122 VAMD ~~100~~90.00 01-~~Jan~~Mar-2006 80183,~~200~~600.00 80183,~~024~~096.0420 Group 2- Sub Grp 1 ~~0111768263~~0111682190 VACA 100.00 01-~~Jan~~Mar-2006 5670,000.00 5569,~~879~~798.7956 Group 2- Sub Grp 1 ~~0111768294~~0111753269 MDFL 100.00 01-~~Jan~~Mar-2006 9359,000.00 9258,~~800~~883.3547 Group 2- Sub Grp 2 ~~0111178983~~0111111104 WACA 8060.00 01-~~Dec~~Nov-2005 ~~287~~810,~~904~~000.00 ~~287~~794,~~904~~650.63 Group 2- Sub Grp 2 0111139268 NJ 90.00 01-Dec-2005 324,000.00 321,987.33 Group 2- Sub Grp 2 ~~0111233410~~0111248441 WA 8580.3400 01-Dec-2005 ~~100~~124,~~700~~000.00 ~~100~~124,~~166~~000.9600 Group 2- Sub Grp 2 ~~0111532822~~0111533047 FL 79.99 01-Feb-2006 211,900.00 210,489.60 Group 2- Sub Grp 2 0111533081 CA 4880.00 01-~~Feb~~Jan-2006 ~~240~~316,000.00 ~~239~~316,~~306~~000.6100 Group 2- Sub Grp 2 ~~0111532889~~0111533135 CAFL 85.00 01-Feb-2006 ~~284~~178,~~750~~500.00 ~~284~~177,~~422~~460.5204 Group 2- Sub Grp 2 ~~0111532969~~0111533169 CA 8070.00 01-~~Jan~~Feb-2006 ~~480~~266,000.00 ~~480~~266,000.00 Group 2- Sub Grp 2 ~~0111533013~~0111599999 AZMD 8085.00 01-~~Jan~~Feb-2006 ~~148~~225,~~000~~300.00 ~~147~~223,~~776~~890.1870 Group 2- Sub Grp 2 ~~0111533160~~0111600047 FLMD 8090.00 01-Feb-2006 ~~216~~166,~~800~~500.00 ~~216~~165,~~127~~165.1118 Group 2- Sub Grp 2 ~~0111533202~~0111600059 CA 9082.0094 01-Feb-2006 ~~243~~360,~~000~~800.00 ~~243~~360,~~000~~800.00 Group 2- Sub Grp 2 ~~0111600054~~0111600104 CAMN 7890.3800 01-Feb-2006 ~~290~~140,~~000~~400.00 ~~289~~139,~~099~~369.8760 Group 2- Sub Grp 2 ~~0111600115~~0111600117 CAMD 8095.00 01-Feb-2006 ~~496~~285,000.00 ~~494~~282,~~549~~714.6941 Group 2- Sub Grp 2 ~~0111600128~~0111600134 CA 6364.7200 01-Feb-2006 ~~360~~352,000.00 ~~358~~349,~~411~~311.3312 Group 2- Sub Grp 2 ~~0111600181~~0111600183 CAIL 5658.1116 01-Feb-2006 ~~154~~100,~~300~~000.00 ~~153~~99,~~764~~307.6912 Group 2- Sub Grp 2 ~~0111600209~~0111600189 MDMN 9032.0073 01-Feb-2006 ~~450~~90,000.00 ~~448~~89,~~985~~312.7590 Group 2- Sub Grp 2 ~~0111600232~~0111681890 CAMD 90.00 01-~~Feb~~Mar-2006 ~~630~~283,~~000~~500.00 ~~628~~283,~~161~~499.0299 Group 2- Sub Grp 2 ~~0111681987~~0111681991 IL 8042.0016 01-Mar-2006 ~~326~~113,~~400~~000.00 ~~325~~112,~~567~~292.3410 Group 2- Sub Grp 2 ~~0111682115~~0111682040 FLWI ~~100~~72.0085 01-~~Mar~~Feb-2006 64110,000.00 63109,~~869~~158.2066 Group 2- Sub Grp 2 ~~0111718100~~0111682065 NMMD 50100.00 01-~~Mar~~Feb-2006 76431,000.00 75428,~~848~~801.6890 Group 2- Sub Grp 2 ~~0111718163~~0111682107 CAWA 8090.00 01-Mar-2006 ~~408~~418,~~800~~500.00 ~~408~~416,~~102~~430.5613 Group 2- Sub Grp 2 ~~0111727467~~0111682125 KSVA 7889.2363 01-Mar-2006 97144,~~000~~300.00 96144,~~709~~300.3200 Group 2- Sub Grp 2 ~~0111727805~~0111682173 NCCA ~~100~~90.00 01-Mar-2006 ~~122~~333,000.00 ~~121~~333,~~735~~000.9500 Group 2- Sub Grp 2 ~~0111751347~~0111718102 ILNM 80.00 01-~~Feb~~Mar-2006 ~~315~~308,~~632~~788.00 ~~315~~307,~~632~~099.0026 Group 2- Sub Grp 2 ~~0111751604~~0111726996 CAMO 90.00 01-~~Feb~~Mar-2006 ~~468~~63,~~000~~900.00 ~~466~~63,~~660~~631.1438 Group 2- Sub Grp 2 ~~0111751629~~0111727185 MDMO 7780.9800 01-~~Feb~~Mar-2006 ~~327~~340,~~500~~000.00 ~~327~~337,~~500~~061.0003 Group 2- Sub Grp 2 ~~0111751987~~0111727314 CA 80.00 01-~~Feb~~Mar-2006 ~~452~~315,~~000~~868.00 ~~450~~315,~~351~~476.5626 Group 2- Sub Grp 2 ~~0111752046~~0111727609 CAIL 9080.00 01-~~Jan~~Mar-2006 ~~495~~63,~~000~~200.00 ~~492~~62,~~932~~808.6000 Group 2- Sub Grp 2 ~~0111752353~~0111751667 WAIL 9089.95 01-Feb-2006 158,500.00 157,452.07 Group 2- Sub Grp 2 0111751790 MD 89.66 01-Feb-2006 ~~449~~130,~~100~~000.00 ~~447~~129,~~905~~377.4333 Group 2- Sub Grp 2 ~~0111752514~~0111752000 CAAZ 9080.00 01-Feb-2006 ~~436~~236,~~500~~000.00 ~~436~~234,~~079~~268.7200 Group 2- Sub Grp 2 ~~0111768532~~0111768491 DCGA 63100.0400 01-~~Apr~~Mar-2006 ~~735~~152,000.00 ~~735~~151,~~000~~253.31 Group 2- Sub Grp 2 0111768512 IL 80.00 01-Apr-2006 158,560.00 158,228.52

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning Group 1- Sub Grp 1 ~~0111682108~~0111682148 Loan Paid in Full 0 7.~~875~~990% 360 39 Group 1- Sub Grp 1 ~~0111727219~~0111727115 Loan Paid in Full 01 8.~~400~~950% 360 ~~360~~8 Group 1- Sub Grp 1 ~~0111751827~~0111727462 Loan Paid in Full 0(1) 67.~~990~~500% ~~360~~240 48 Group 1- Sub Grp 1 ~~0111752206~~0111727617 Loan Paid in Full 0(2) 7.~~800~~250% 360 48 Group 1- Sub Grp 1 ~~0111752413~~0111727637 Loan Paid in Full 1 9.000% 240 8 Group 1- Sub Grp 1 0111727810 Loan Paid in Full (1) 9.~~400~~900% ~~180~~360 8 Group 1- Sub Grp 1 0111752301 Loan Paid in Full (1) 6.950% 360 9 Group 1- Sub Grp 1 ~~0111752431~~0111752384 Loan Paid in Full 0 8.150% 360 9 Group 1- Sub Grp 1 0111752878 Loan Paid in Full 0 7.~~850~~550% 360 510 Group 1- Sub Grp 1 ~~0111752455~~0111752913 Loan Paid in Full 0 86.~~800~~500% 360 413 Group 1- Sub Grp 1 ~~0111752537~~0111753144 Loan Paid in Full (1) 98.~~700~~450% 360 413 Group 1- Sub Grp 2 0111096118 Liquidation 5 7.300% 360 12 Group 1- ~~0111753118~~Sub Grp 2 0111179000 Loan Paid in Full 0 6.~~990~~950% ~~180~~360 511 Group 1- Sub Grp 2 ~~0111047339~~0111214289 Loan Paid in Full 0 86.~~925~~190% 360 811 Group 1- Sub Grp 2 ~~0111047344~~0111214297 Loan Paid in Full 0 87.~~350~~710% 360 11 Group 1- Sub Grp 2 0111214392 Loan Paid in Full (1) 7.910% 360 12 Group 1- Sub Grp 2 ~~0111120115~~0111248467 Loan Paid in Full 0 7.500% 360 811 Group 1- Sub Grp 2 ~~0111178998~~0111532806 Loan Paid in Full 0 79.~~950~~450% 360 79 Group 1- Sub Grp 2 ~~0111532691~~0111532885 Loan Paid in Full 0 79.~~990~~950% 360 9 Group 1- Sub Grp 2 0111532914 Liquidation 4 9.950% 360 9 Group 1- Sub Grp 2 ~~0111533187~~0111532941 Loan Paid in Full 0 89.~~500~~850% 360 49 Group 1- Sub Grp 2 ~~0111533221~~0111532998 Loan Paid in Full 0 10.950% 360 9 Group 1- Sub Grp 2 0111533069 Loan Paid in Full 2 8.~~550~~050% 360 49 Group 1- Sub Grp 2 ~~0111585193~~0111533176 Loan Paid in Full 0 9.~~150~~500% 360 49 Group 1- Sub Grp 2 ~~0111585238~~0111585171 Loan Paid in Full 0 76.~~150~~950% 360 310 Group 1- Sub Grp 2 ~~0111600031~~0111585218 Loan Paid in Full 0 9.400% 360 8 Group 1- 10Sub Grp 2 0111585227 Loan Paid in Full 1 9.~~250~~850% 360 49 Group 1- Sub Grp 2 ~~0111600090~~0111585242 Loan Paid in Full 0 8.~~990~~350% 360 49 Group 1- Sub Grp 2 ~~0111600306~~0111600040 Loan Paid in Full 0 811.~~990~~100% 360 49 Group 1- Sub Grp 2 ~~0111622107~~0111600045 Loan Paid in Full 0 9.500% 360 9 Group 1- Sub Grp 2 0111600133 Loan Paid in Full (1) 106.~~575~~750% 360 48 Group 1- Sub Grp 2 ~~0111682285~~0111600251 Loan Paid in Full 0 98.~~250~~500% 360 39 Group 1- Sub Grp 2 ~~0111718121~~0111600275 Loan Paid in Full 0 9.~~375~~350% 360 310 Group 1- Sub Grp 2 ~~0111727182~~0111682189 Loan Paid in Full 01 8.~~600~~690% 360 38 Group 1- Sub Grp 2 ~~0111751352~~0111727069 Loan Paid in Full 0 9.150% 360 8 Group 1- Sub Grp 2 0111727308 Loan Paid in Full (1) 8.~~850~~200% 360 48 Group 1- Sub Grp 2 ~~0111751427~~0111727461 Loan Paid in Full 0 8.500% 360 48 Group 1- Sub Grp 2 ~~0111751551~~0111727626 Loan Paid in Full 0(1) 7.~~400~~450% 360 58 Group 1- Sub Grp 2 ~~0111751687~~0111743173 Loan Paid in Full 0 97.~~200~~800% 360 48 Group 1- Sub Grp 2 ~~0111751740~~0111743190 Loan Paid in Full (1) 7.975% 360 8 Group 1- Sub Grp 2 0111751255 Loan Paid in Full 0 9.~~050~~100% 360 59 Group 1- Sub Grp 2 ~~0111751776~~0111751316 Loan Paid in Full (1) 96.~~525~~800% 360 511 Group 1- Sub Grp 2 ~~0111751787~~0111751323 Loan Paid in Full 0 7.~~100~~550% 360 49 Group 1- Sub Grp 2 ~~0111751833~~0111751434 Loan Paid in Full 0 78.~~600~~500% 360 49 Group 1- Sub Grp 2 ~~0111751851~~0111751545 Loan Paid in Full 0 76.~~950~~850% 360 49 Group 1- Sub Grp 2 ~~0111751853~~0111751569 Loan Paid in Full 0 106.~~675~~850% 360 49 Group 1- Sub Grp 2 ~~0111751916~~0111751585 Loan Paid in Full (0 8.800% 360 9 Group 1)- 6Sub Grp 2 0111751710 Loan Paid in Full 0 8.~~450~~350% 360 49 Group 1- Sub Grp 2 ~~0111751952~~0111751728 Loan Paid in Full 0 9.650% 360 9 Group 1- Sub Grp 2 0111751769 Loan Paid in Full 0 6.~~950~~050% 360 11 Group 1- Sub Grp 2 0111751820 Loan Paid in Full 1 7.450% 360 11 Group 1- Sub Grp 2 ~~0111751959~~0111751862 Loan Paid in Full (1) 6.600% 360 10 Group 1- Sub Grp 2 0111751942 Loan Paid in Full 0 7.~~050~~100% 360 49 Group 1- Sub Grp 2 ~~0111752079~~0111751977 Loan Paid in Full 0 10.100% 360 9 Group 1- Sub Grp 2 0111751991 Loan Paid in Full 0 9.~~125~~400% 360 410 Group 1- Sub Grp 2 ~~0111752162~~0111752009 Loan Paid in Full 0 8.~~750~~900% 360 59 Group 1- Sub Grp 2 ~~0111752168~~0111752078 Loan Paid in Full 0 67.~~800~~375% 360 510 Group 1- Sub Grp 2 ~~0111752352~~0111752209 Loan Paid in Full 0 98.~~400~~800% 360 49 Group 1- Sub Grp 2 ~~0111752458~~0111752260 Loan Paid in Full (0 8.100% 360 9 Group 1)- 10Sub Grp 2 0111752278 Loan Paid in Full 0 7.~~150~~325% 360 49 Group 1- Sub Grp 2 ~~0111752465~~0111752279 Loan Paid in Full 0 10.000% 360 9 Group 1- Sub Grp 2 0111752335 Loan Paid in Full (1) 8.~~970~~900% 360 410 Group 1- Sub Grp 2 ~~0111752471~~0111752348 Loan Paid in Full 0 7.~~500~~600% 360 49 Group 1- Sub Grp 2 ~~0111752497~~0111752388 Loan Paid in Full (1) 10.550% 360 12 Group 1- Sub Grp 2 0111752425 Loan Paid in Full 0 6.950% 360 9 Group 1- Sub Grp 2 0111752454 Loan Paid in Full 0 6.~~900~~990% 360 49 Group 1- Sub Grp 2 ~~0111752687~~0111752494 Loan Paid in Full 0 7.~~100~~150% 360 49 Group 1- Sub Grp 2 ~~0111752699~~0111752624 Loan Paid in Full 0 89.800% 360 49 Group 1- Sub Grp 2 ~~0111752712~~0111752682 Loan Paid in Full (1) 86.~~800~~875% 360 411 Group 1- Sub Grp 2 ~~0111752792~~0111752751 Loan Paid in Full 0 68.~~750~~812% 360 512 Group 1- Sub Grp 2 ~~0111752807~~0111752955 Loan Paid in Full 01 8.~~550~~000% 360 610 Group 1- Sub Grp 2 ~~0111752907~~0111753003 Loan Paid in Full (1) 97.~~100~~450% 360 59 Group 1- Sub Grp 2 ~~0111753204~~0111753074 Loan Paid in Full ~~(1)~~0 8.~~750~~200% 360 39 Group 1- Sub Grp 2 ~~0111768292~~0111755790 Loan Paid in Full 0 9.150% 360 412 Group 1- Sub Grp 2 ~~0111768567~~0111768461 Loan Paid in Full 0 96.~~050~~800% 360 28 Group 21- Sub Grp 2 0111768473 Loan Paid in Full 1 ~~0111139270~~9.200% 360 8 Group 1- Sub Grp 2 0111768480 Loan Paid in Full 0 119.~~875~~300% ~~180~~360 68 Group 21- Sub Grp 2 0111768502 Loan Paid in Full 0 8.800% 360 7 Group 1- ~~0111174972~~Sub Grp 2 0111768508 Loan Paid in Full 0 9.~~250~~600% ~~180~~360 67 Group 21- Sub Grp 2 0111768565 Loan Paid in Full 1 ~~0111179016~~7.525% 360 7 Group 1- Sub Grp 2 0111853179 Loan Paid in Full 0(1) 119.~~950~~250% 360 6 Group 2- Sub Grp 1 ~~0111179017~~0111214470 Loan Paid in Full 0 10.950% 360 711 Group 2- Sub Grp 1 ~~0111532836~~0111214521 Loan Paid in Full 0 10.~~790~~500% 360 11 Group 2- Sub Grp 1 0111248487 Liquidation 5 10.750% 180 11 Group 2- Sub Grp 1 0111533070 Liquidation 2 12.100% 180 9 Group 2- Sub Grp 1 0111533127 Liquidation 6 11.100% 180 9 Group 2- Sub Grp 1 ~~0111622199~~0111681730 Loan Paid in Full 0 119.~~625~~990% 180 69 Group 2- Sub Grp 1 ~~0111727620~~0111681805 Loan Paid in Full 0(1) 712.~~250~~450% ~~360~~180 39 Group 2- Sub Grp 1 ~~0111753273~~0111681866 Loan Paid in Full (1) 12.~~450~~690% 180 8 Group 2- Sub Grp 1 0111681944 Loan Paid in Full (1) 7.250% 360 39 Group 2- Sub Grp 1 ~~0111768249~~0111681964 Loan Paid in Full 0 1012.~~990~~400% 180 59 Group 2- Sub Grp 1 ~~0111768263~~0111682122 Loan Paid in Full 0(1) 117.~~090~~875% ~~180~~360 58 Group 2- Sub Grp 1 ~~0111768294~~0111682190 Loan Paid in Full 02 11.~~090~~690% 180 58 Group 2- Sub Grp 21 ~~0111178983~~0111753269 Loan Paid in Full 04 812.~~950~~200% 360 68 Group 2- Sub Grp 2 ~~0111233410~~0111111104 Loan Paid in Full 0 7.~~500~~240% 360 612 Group 2- Sub Grp 2 ~~0111532822~~0111139268 Loan Paid in Full 0(1) 89.~~800~~990% 360 411 Group 2- Sub Grp 2 ~~0111532889~~0111248441 Loan Paid in Full 0 86.~~800~~500% 360 411 Group 2- Sub Grp 2 ~~0111532969~~0111533047 Loan Paid in Full 0 8.~~000~~500% 360 59 Group 2- Sub Grp 2 ~~0111533013~~0111533081 Loan Paid in Full 0 86.~~500~~950% 360 510 Group 2- Sub Grp 2 ~~0111533160~~0111533135 Loan Paid in Full 0 8.~~450~~850% 360 49 Group 2- Sub Grp 2 ~~0111533202~~0111533169 Loan Paid in Full 0 7.~~875~~750% 360 49 Group 2- Sub Grp 2 ~~0111600054~~0111599999 Loan Paid in Full 0 8.~~450~~500% 360 49 Group 2- Sub Grp 2 ~~0111600115~~0111600047 Loan Paid in Full 0(1) 87.~~750~~250% 360 49 Group 2- Sub Grp 2 ~~0111600128~~0111600059 Loan Paid in Full 0 5.950% 360 9 Group 2- Sub Grp 2 0111600104 Loan Paid in Full (1) 7.~~300~~700% 360 49 Group 2- Sub Grp 2 ~~0111600181~~0111600117 Loan Paid in Full 0 7.~~900~~250% 360 49 Group 2- Sub Grp 2 ~~0111600209~~0111600134 Loan Paid in Full 0(1) 7.500% 360 9 Group 2- Sub Grp 2 0111600183 Loan Paid in Full (1) 7.990% 360 49 Group 2- Sub Grp 2 ~~0111600232~~0111600189 Loan Paid in Full (1) 87.~~750~~500% 360 49 Group 2- Sub Grp 2 ~~0111681987~~0111681890 Loan Paid in Full 0 8.~~300~~890% 360 38 Group 2- Sub Grp 2 ~~0111682115~~0111681991 Loan Paid in Full (1) 7.950% 360 8 Group 2- Sub Grp 2 0111682040 Loan Paid in Full 0 97.~~375~~490% 360 39 Group 2- Sub Grp 2 ~~0111718100~~0111682065 Loan Paid in Full 0 9.~~500~~875% 360 39 Group 2- Sub Grp 2 ~~0111718163~~0111682107 Loan Paid in Full 0 69.~~625~~125% 360 38 Group 2- Sub Grp 2 ~~0111727467~~0111682125 Loan Paid in Full 0(1) 78.~~500~~750% 360 38 Group 2- Sub Grp 2 ~~0111727805~~0111682173 Loan Paid in Full 0 9.~~100~~750% 360 38 Group 2- Sub Grp 2 ~~0111751347~~0111718102 Loan Paid in Full 0 78.~~450~~625% 360 48 Group 2- Sub Grp 2 ~~0111751604~~0111726996 Loan Paid in Full 0(1) 89.~~850~~900% 360 48 Group 2- Sub Grp 2 ~~0111751629~~0111727185 Loan Paid in Full 0(1) 6.~~950~~500% 360 48 Group 2- Sub Grp 2 ~~0111751987~~0111727314 Loan Paid in Full 0(1) 7.~~650~~450% 360 48 Group 2- Sub Grp 2 ~~0111752046~~0111727609 Loan Paid in Full 01 78.~~900~~000% 360 58 Group 2- Sub Grp 2 ~~0111752353~~0111751667 Loan Paid in Full 01 9.~~200~~100% 360 49 Group 2- Sub Grp 2 ~~0111752514~~0111751790 Loan Paid in Full 0 9.~~400~~800% 360 49 Group 2- Sub Grp 2 ~~0111768532~~0111752000 Loan Paid in Full 0 7.~~550~~700% 360 9 Group 2- Sub Grp 2 0111768491 Loan Paid in Full 0 9.150% 360 8 Group 2- Sub Grp 2 0111768512 Loan Paid in Full 0 8.400% 360 7

Prepayment - Voluntary Prepayments

Summary SMM CPR PSA Current Month 2.~~240~~929% Current Month 2330.~~807~~006% Current Month 21,~~845~~637.~~260~~295% 3 Month Average 02.~~000~~640% 3 Month Average 027.~~000~~432% 3 Month Average 01,690.~~000~~808% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jul~~Dec-2005 N/A N/A ~~Jul~~Dec-2005 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 N/A N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~21.042% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~3,304.103% N/A ~~Jan~~Jun-2006 ~~N/A~~23.807% N/A ~~Jan~~Jun-2006 ~~N/A~~2,845.260% N/A ~~Feb~~Jul-2006 ~~N/A~~22.112% N/A ~~Feb~~Jul-2006 ~~N/A~~2,134.024% N/A ~~Mar~~Aug-2006 ~~N/A~~28.361% N/A ~~Mar~~Aug-2006 ~~N/A~~2,294.342% N/A ~~Apr~~Sep-2006 ~~N/A~~27.578% N/A ~~Apr~~Sep-2006 ~~N/A~~1,921.701% N/A ~~May~~Oct-2006 2124.~~042~~712% N/A ~~May~~Oct-2006 31,~~304~~513.~~103~~429% N/A ~~Jun~~Nov-2006 2330.~~807~~006% N/A ~~Jun~~Nov-2006 21,~~845~~637.~~260~~295% 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- Sub Grp 1 SMM CPR PSA Current Month 13.~~759~~245% Current Month 1932.~~176~~689% Current Month 21,~~189~~734.~~866~~848% 3 Month Average 01.~~000~~999% 3 Month Average 021.~~000~~028% 3 Month Average 01,233.~~000~~954% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jul~~Dec-2005 N/A N/A ~~Jul~~Dec-2005 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 N/A N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~15.708% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~2,326.231% N/A ~~Jan~~Jun-2006 ~~N/A~~19.176% N/A ~~Jan~~Jun-2006 ~~N/A~~2,189.866% N/A ~~Feb~~Jul-2006 ~~N/A~~16.967% N/A ~~Feb~~Jul-2006 ~~N/A~~1,574.335% N/A ~~Mar~~Aug-2006 ~~N/A~~6.077% N/A ~~Mar~~Aug-2006 ~~N/A~~475.153% N/A ~~Apr~~Sep-2006 ~~N/A~~20.043% N/A ~~Apr~~Sep-2006 ~~N/A~~1,352.119% N/A ~~May~~Oct-2006 1510.~~708~~351% N/A ~~May~~Oct-2006 ~~2,326~~614.~~231~~895% N/A ~~Jun~~Nov-2006 1932.~~176~~689% N/A ~~Jun~~Nov-2006 21,~~189~~734.~~866~~848% 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- Sub Grp 2 SMM CPR PSA Current Month 23.~~037~~228% Current Month 2132.~~886~~545% Current Month 21,~~639~~782.~~908~~969% 3 Month Average 02.~~000~~792% 3 Month Average 028.~~000~~762% 3 Month Average 01,774.~~000~~877% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jul~~Dec-2005 N/A N/A ~~Jul~~Dec-2005 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 N/A N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~19.646% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~3,118.150% N/A ~~Jan~~Jun-2006 ~~N/A~~21.886% N/A ~~Jan~~Jun-2006 ~~N/A~~2,639.908% N/A ~~Feb~~Jul-2006 ~~N/A~~27.063% N/A ~~Feb~~Jul-2006 ~~N/A~~2,629.375% N/A ~~Mar~~Aug-2006 ~~N/A~~31.991% N/A ~~Mar~~Aug-2006 ~~N/A~~2,603.157% N/A ~~Apr~~Sep-2006 ~~N/A~~27.661% N/A ~~Apr~~Sep-2006 ~~N/A~~1,937.865% N/A ~~May~~Oct-2006 1926.~~646~~081% N/A ~~May~~Oct-2006 31,~~118~~603.~~150~~797% N/A ~~Jun~~Nov-2006 2132.~~886~~545% N/A ~~Jun~~Nov-2006 21,~~639~~782.~~908~~969% 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- Sub Grp 1 SMM CPR PSA Current Month 1.~~182~~541% Current Month 1316.~~292~~998% Current Month ~~1,459~~889.~~255~~205% 3 Month Average 01.~~000~~778% 3 Month Average 019.~~000~~345% 3 Month Average 01,152.~~000~~838% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jul~~Dec-2005 N/A N/A ~~Jul~~Dec-2005 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 N/A N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~22.236% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~3,120.660% N/A ~~Jan~~Jun-2006 ~~N/A~~13.292% N/A ~~Jan~~Jun-2006 ~~N/A~~1,459.255% N/A ~~Feb~~Jul-2006 ~~N/A~~6.705% N/A ~~Feb~~Jul-2006 ~~N/A~~603.570% N/A ~~Mar~~Aug-2006 ~~N/A~~13.138% N/A ~~Mar~~Aug-2006 ~~N/A~~1,002.188% N/A ~~Apr~~Sep-2006 ~~N/A~~21.969% N/A ~~Apr~~Sep-2006 ~~N/A~~1,454.032% N/A ~~May~~Oct-2006 2219.~~236~~068% N/A ~~May~~Oct-2006 31,~~120~~115.~~660~~276% N/A ~~Jun~~Nov-2006 1316.~~292~~998% N/A ~~Jun~~Nov-2006 ~~1,459~~889.~~255~~205% 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- Sub Grp 2 SMM CPR PSA Current Month 2.~~822~~698% Current Month 2927.~~075~~976% Current Month 31,~~515~~539.~~746~~179% 3 Month Average 02.~~000~~708% 3 Month Average 028.~~000~~051% 3 Month Average 01,755.~~000~~076% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jul~~Dec-2005 N/A N/A ~~Jul~~Dec-2005 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Aug~~Jan-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Sep~~Feb-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Oct~~Mar-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 N/A N/A ~~Nov~~Apr-~~2005~~2006 N/A N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~23.770% N/A ~~Dec~~May-~~2005~~2006 ~~N/A~~3,798.221% N/A ~~Jan~~Jun-2006 ~~N/A~~29.075% N/A ~~Jan~~Jun-2006 ~~N/A~~3,515.746% N/A ~~Feb~~Jul-2006 ~~N/A~~18.034% N/A ~~Feb~~Jul-2006 ~~N/A~~1,760.399% N/A ~~Mar~~Aug-2006 ~~N/A~~29.237% N/A ~~Mar~~Aug-2006 ~~N/A~~2,388.508% N/A ~~Apr~~Sep-2006 ~~N/A~~29.855% N/A ~~Apr~~Sep-2006 ~~N/A~~2,098.758% N/A ~~May~~Oct-2006 2326.~~770~~323% N/A ~~May~~Oct-2006 31,~~798~~627.~~221~~290% N/A ~~Jun~~Nov-2006 2927.~~075~~976% N/A ~~Jun~~Nov-2006 31,~~515~~539.~~746~~179% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Single Month Mortality (SMM): (Partial and full prepayments + Repurchases) / (Beginning Scheduled Balance - Scheduled Principal) Conditional PrePayment Rate (CPR): 1 - ((1 - SMM)^12) PSA Standard Prepayment Model: 100 * CPR / (0.2 * MIN(30,WAS)) Weighted Average Seasoning (WAS): sum((Original Term - Remaining Term)*(Current Scheduled Balance/Deal Scheduled Principal Balance))

~~Interest~~Breaches ~~Rate~~Current ~~Stratification~~Loan ~~Summary~~Scheduled ~~Group~~Current ~~1- Sub Grp 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($) Balance($) < 4.000 0 0.00 0.000 0 0.00 0.000 4.000 4.499 0 0.00 0.000 0 0.00 0.000 4.500 4.999 0 0.00 0.000 0 0.00 0.000 5.000 5.499 0 0.00 0.000 0 0.00 0.000 5.500 5.999 23 5,448,729.92 0.606 5 748,165.56 1.251 6.000 6.499 116 28,402,211.18 3.157 15 2,880,653.19 4.816 6.500 6.999 447 108,703,633.56 12.081 53 10,153,156.88 16.976 7.000 7.499 610 132,971,600.84 14.778 74 12,014,774.09 20.088 7.500 7.999 934 202,891,583.24 22.549 87 12,368,443.98 20.680 8.000 8.499 650 127,975,995.64 14.223 64 7,952,867.11 13.297 8.500 8.999 693 123,527,262.16 13.728 57 6,684,579.48 11.176 9.000 9.499 389 62,980,273.57 6.999 26 2,748,036.71 4.595 9.500 9.999 352 49,953,915.46 5.552 22 2,405,704.07 4.022 10.000 10.499 188 17,528,270.46 1.948 11 1,023,695.20 1.712 10.500 10.999 188 14,708,683.55 1.635 8 691,721.43 1.157 11.000 11.499 141 9,046,058.66 1.005 1 70,274.22 0.117 11.500 11.999 146 8,451,889.30 0.939 1 67,394.75 0.113 12.000 12.499 89 4,845,238.44 0.538 0 0.00 0.000 12.500 12.999 32 1,468,025.38 0.163 0 0.00 0.000 13.000 13.499 12 452,033.02 0.050 0 0.00 0.000 13.500 13.999 5 266,400.86 0.030 0 0.00 0.000 14.000 14.499 1 69,948.14 0.008 0 0.00 0.000 14.500 14.999 2 97,767.85 0.011 0 0.00 0.000 >= 15.000 0 0.00 0.000 0 0.00 0.000 Total 5,018 899,789,521.23 100.000 424 59,809,466.67 100.000Period

Interest Rate Stratification ~~(continued)~~Summary Group 1- Sub Grp ~~2 Group 2- Sub Grp~~ 1 Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 4.000 0 0.00 0.000 0 0.00 0.000 4.000 4.499 0 0.00 0.000 0 0.00 0.000 4.500 4.999 0 0.00 0.000 0 0.00 0.000 5.000 5.499 0 0.00 0.000 0 0.00 0.000 5.500 5.999 1020 24,~~268~~535,~~438~~155.2409 0.~~486~~575 15 ~~630~~741,~~020~~762.5629 1.~~079~~350 6.000 6.499 63107 1325,~~009~~639,~~199~~088.4226 23.~~788~~249 115 ~~167~~2,~~134~~866,104.3128 05.~~286~~218 6.500 6.999 ~~240~~405 5198,~~369~~417,~~885~~043.9466 1112.~~009~~472 1450 39,~~337~~646,~~811~~745.1767 517.~~719~~562 7.000 7.499 ~~336~~538 69115,~~424~~740,~~226~~963.9845 14.~~878~~667 1568 111,~~964~~026,~~561~~865.5803 320.~~366~~075 7.500 7.999 ~~499~~845 98180,~~799~~863,~~829~~743.7428 2122.~~174~~919 3181 411,~~881~~329,~~223~~793.3295 820.~~363~~626 8.000 8.499 ~~358~~582 65112,~~413~~190,~~031~~359.57 14.~~019~~217 3059 27,~~934~~080,~~521~~611.1804 512.~~028~~891 8.500 8.999 ~~428~~609 75105,~~630~~663,~~825~~636.1158 1613.~~208~~390 3754 46,~~214~~127,~~452~~946.9508 711.~~220~~156 9.000 9.499 ~~239~~336 3853,~~712~~649,~~864~~505.3895 86.~~297~~799 2224 12,~~531~~614,~~290~~225.6943 24.~~624~~759 9.500 9.999 ~~208~~309 3342,~~274~~418,~~646~~777.8550 75.~~131~~375 7918 51,~~110~~765,~~782~~694.8414 83.~~756~~215 10.000 10.499 72173 1015,~~322~~654,~~598~~984.6043 21.~~212~~984 9011 41,~~387~~021,~~167~~350.3904 71.~~516~~859 10.500 10.999 34166 511,~~189~~991,~~530~~414.5001 1.~~112~~520 ~~140~~7 8569,~~091,028~~946.2974 131.~~862~~038 11.000 11.499 10130 18,~~549~~310,~~538~~960.1411 01.~~332~~053 ~~128~~1 770,~~248,110~~142.1051 120.~~418~~128 11.500 11.999 7136 ~~899~~7,~~100~~730,509.5761 0.~~193~~980 ~~137~~1 767,~~423,753~~284.1126 120.~~719~~122 12.000 12.499 379 ~~371~~4,~~221~~265,761.4239 0.~~080~~541 860 ~~4,474,017~~0.0200 70.~~665~~000 12.500 12.999 130 ~~279~~1,~~638~~381,138.2226 0.~~060~~175 310 ~~1,188,387~~0.1600 20.~~036~~000 13.000 13.499 08 0284,210.0049 0.~~000~~036 120 ~~452,033~~0.0200 0.~~774~~000 13.500 13.999 14 ~~102~~223,~~189~~932.2940 0.~~022~~028 40 ~~164,211~~0.5700 0.~~281~~000 14.000 14.499 01 069,879.0083 0.~~000~~009 10 ~~69,948~~0.1400 0.~~120~~000 14.500 14.999 02 097,615.0045 0.~~000~~012 20 ~~97,767~~0.8500 0.~~168~~000 >= 15.000 0 0.00 0.000 0 0.00 0.000 Total 24,~~509~~480 ~~466~~789,~~616~~128,~~764~~679.9732 100.000 ~~861~~394 5854,~~368~~928,~~222~~471.2546 100.000

Interest Rate Stratification (continued) Group 21- Sub Grp 2 Group 2- Sub Grp 1 Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 4.000 0 0.00 0.000 0 0.00 0.000 4.000 4.499 0 0.00 0.000 0 0.00 0.000 4.500 4.999 0 0.00 0.000 0 0.00 0.000 5.000 5.499 0 0.00 0.000 0 0.00 0.000 5.500 5.999 79 12,~~802~~046,~~105~~231.5692 0.~~572~~507 1 626,583.82 1.156 6.000 6.499 3757 1211,~~345~~562,~~224~~951.2606 32.~~919~~867 1 166,653.10 0.307 6.500 6.999 ~~140~~214 4345,~~842~~908,~~779~~830.5796 11.384 13 3,109,333.~~919~~89 5.736 7.000 7.499 ~~185~~298 4960,~~568~~537,~~038~~597.1921 15.~~736~~011 13 1,768,383.41 3.262 7.500 7.999 ~~317~~452 8688,~~842~~055,~~086~~597.2025 2721.~~569~~835 29 4,337,030.58 8.000 8.000 8.499 ~~198~~315 5156,~~675~~103,~~575~~851.7893 1613.~~405~~912 30 2,924,141.62 5.394 8.500 8.999 ~~171~~369 63,556,560.93 15.760 36 4,~~997~~011,~~404~~662.6265 117.~~745~~400 9.000 9.499 ~~102~~201 1932,~~988~~104,~~081~~802.7923 67.~~346~~961 20 1,376,839.32 2.540 9.500 9.999 43179 928,~~162~~277,~~781~~435.7039 27.~~909~~012 76 4,857,810.58 8.961 10.000 10.499 1562 18,~~794~~714,~~809~~362.2748 02.~~570~~161 87 4,296,778.23 7.926 10.500 10.999 626 ~~736~~3,~~403~~684,350.3302 0.~~234~~914 130 7,480,921.20 13.800 11.000 11.499 28 ~~178~~1,~~136~~293,545.2083 0.~~057~~321 119 6,769,453.57 12.487 11.500 11.999 15 61687,~~640~~279.8718 0.~~020~~170 129 6,914,456.72 12.755 12.000 12.499 03 0370,689.0001 0.~~000~~092 76 3,895,072.38 7.185 12.500 12.999 01 0279,257.0013 0.~~000~~069 29 1,101,881.13 2.033 13.000 13.499 0 0.00 0.000 8 284,210.49 0.524 13.500 13.999 01 102,009.59 0.00025 3 121,922.81 0.~~000~~225 14.000 14.499 0 0.00 0.000 1 69,879.83 0.129 14.500 14.999 0 0.00 0.000 2 97,615.45 0.180 >= 15.000 0 0.00 0.000 0 0.00 0.000 Total 12,~~224~~200 ~~314~~403,~~995~~285,~~067~~352.3412 100.000 803 54,210,630.78 100.000

~~Supplemental~~Interest ~~Reporting~~Rate ~~Closing~~Stratification ~~Date~~(continued) ~~April~~Group ~~28,~~2- ~~2006~~Sub ~~Determination~~Grp ~~Date~~2 ~~With~~Current ~~respect~~Number toof ~~each~~Outstanding ~~Distribution~~Percentage ~~Date, the 15th day~~ of ~~the~~Interest ~~calendar~~Rate ~~month~~Loans inScheduled ~~which~~Balance(%) ~~such~~Range(%) ~~Distribution~~Balance($) ~~Date~~< ~~occurs,~~4.000 or0 if0.00 ~~such~~0.000 ~~15th~~4.000 ~~day~~4.499 is0 ~~not~~0.00 a0.000 ~~Business~~4.500 ~~Day,~~4.999 ~~the~~0 ~~Business~~0.00 ~~Day~~0.000 ~~immediately~~5.000 ~~preceding~~5.499 ~~such~~0 ~~15th~~0.00 ~~day~~0.000 ~~The~~5.500 ~~Determination~~5.999 ~~Date~~5 ~~for~~1,120,577.06 ~~purposes~~0.405 of6.000 ~~Article~~6.499 X34 ~~hereof shall mean the 15th day of the month or~~11,043,379.82 if3.991 ~~such~~6.500 ~~15th~~6.999 ~~day~~128 ~~is not a Business Day~~39,752,133.14 ~~the~~14.366 ~~first~~7.000 ~~Business Day following such 15th day~~7.499 ~~Distribution~~159 ~~Date The 25th day of any month~~42,408,117.80 or15.326 if7.500 ~~such~~7.999 ~~25th~~283 ~~day is not a Business Day~~77,141,321.50 ~~the~~27.879 ~~Business~~8.000 ~~Day~~8.499 ~~immediately~~178 ~~following such 25th day~~46,081,754.98 ~~commencing~~16.654 in8.500 ~~May 2006~~8.999 ~~Servicer~~150 ~~Remittance Date With respect to any Distribution Date~~31,967,466.92 by11.553 ~~12:00~~9.000 p9.m.499 ~~New~~91 ~~York time on the 22nd day of the month in which such Distribution Date occurs; provided that if such 22nd day of a given month is not a Business Day~~17,553,638.97 ~~the~~6.344 ~~Servicer Remittance Date for such month shall be the Business Day immediately preceding such 22nd day~~9.500 ~~London Business Day Any day on which banks in the Cities of London and New York are open and conducting transactions in United States dollars~~9.999 ~~Record~~36 ~~Date With respect to each Distribution Date and the Class A Certificates and the Mezzanine Certificates~~7,517,837.39 ~~the~~2.717 ~~Business~~10.000 ~~Day immediately preceding such Distribution Date for so long as such Certificates are Book-Entry Certificates~~10.499 ~~With~~13 ~~respect to each Distribution Date and any other Class of Certificates~~1, ~~including any Definitive Certificates~~622,493.68 ~~the~~0.586 ~~last~~10.500 ~~day~~10.999 of3 ~~the~~256,196.05 ~~calendar~~0.093 ~~month~~11.000 ~~immediately~~11.499 ~~preceding~~2 ~~the~~177,818.20 ~~month~~0.064 in11.500 ~~which~~11.999 ~~such~~1 ~~Distribution~~61,489.45 ~~Date~~0.022 ~~occurs~~12.000 ~~Interest~~12.499 ~~Determination~~0 ~~Date~~0.00 ~~With~~0.000 ~~respect~~12.500 to12.999 ~~the~~0 ~~Class~~0.00 A0.000 ~~Certificates,~~13.000 ~~the~~13.499 ~~Mezzanine~~0 ~~Certificates,~~0.00 ~~REMIC~~0.000 I13.500 ~~Regular~~13.999 ~~Interests~~0 ~~and~~0.00 ~~REMIC~~0.000 II14.000 ~~Regular~~14.499 ~~Interests~~0 ~~(other~~0.00 ~~than~~0.000 ~~REMIC~~14.500 I14.999 ~~Regular~~0 ~~Interest~~0.00 P0.000 ~~and~~>= ~~REMIC~~15.000 II0 ~~Regular~~0.00 ~~Interest~~0.000 P)Total ~~and~~1,083 ~~any Interest Accrual Period therefor~~276,704,224.96 ~~the second London Business Day preceding the commencement of such Interest Accrual Period~~100.000

Filing Compare · ACE Securities Corp. Home Equity Loan Trust, Series 2006-HE2