10-D 1 sai06003_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 02, 2006 to November 01, 2006 Commission File Number of issuing entity: 333-129480-09 Structured Asset Investment Loan Trust 2006-3 (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-129480 Structured Asset Securities Corporation (Exact name of depositor as specified in its charter) Lehman Brothers Holdings, Inc. (Exact name of sponsor as specified in its charter) New York (State or other jurisdiction of incorporation or organization of the issuing entity) Not Applicable (I.R.S. Employer Identification No.) 745 Seventh Avenue, 7th Floor New York, NY 10019 (Address of principal executive offices of the issuing entity) (Zip Code) (212) 526-7000 (Telephone number, including area code) Not Applicable (Former name, former address, if changed since last report) Registered/reporting pursuant to (check one) Title of Section Section Section Name of Exchange Class 12(b) 12(g) 15(d) (If Section 12(b)) A1 _____ _____ __X___ ____________ A2 _____ _____ __X___ ____________ A3 _____ _____ __X___ ____________ A4 _____ _____ __X___ ____________ A5 _____ _____ __X___ ____________ A6 _____ _____ __X___ ____________ M1 _____ _____ __X___ ____________ M2 _____ _____ __X___ ____________ M3 _____ _____ __X___ ____________ M4 _____ _____ __X___ ____________ M5 _____ _____ __X___ ____________ M6 _____ _____ __X___ ____________ M7 _____ _____ __X___ ____________ M8 _____ _____ __X___ ____________ M9 _____ _____ __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 Structured Asset Investment Loan Trust 2006-3. The distribution report is attached as an Exhibit to this Form 10-D. Please see Item 9(b), Exhibit 99.1 for the related information. Part II - OTHER INFORMATION Item 9. Exhibits. (a) The following is a list of documents filed as part of this Report on Form 10-D: (99.1) Monthly report distributed to holders of Structured Asset Investment Loan Trust 2006-3, relating to the November 27, 2006 distribution. (99.2) Clayton Credit Risk Manager Report (b) The exhibits required to be filed by Registrant pursuant to this Form are listed above and in the Exhibit Index that immediately follows the signature page hereof. SIGNATURES Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned thereunto duly authorized. Structured Asset Investment Loan Trust 2006-3 (Issuing Entity) Wells Fargo Bank, N.A. (Master Servicer) /s/ Kelly Rentz Kelly Rentz, Officer Date: December 12, 2006 EXHIBIT INDEX Exhibit Number Description EX-99.1 Monthly report distributed to holders of Structured Asset Investment Loan Trust 2006-3, relating to the November 27, 2006 distribution. EX-99.2 Clayton Credit Risk Manager Report EX-99.1 Structured Asset Investment Loan Trust Mortgage Pass-Through Certificates Distribution Date: 11/27/2006 Structured Asset Investment Loan Trust Mortgage Pass-Through Certificates Series 2006-3 Contact: Customer Service - CTSLink Wells Fargo Bank, N.A. Securities Administration Services 7485 New Horizon Way Frederick, MD 21703 www.ctslink.com Telephone: (301) 815-6600 Fax: (301) 815-6660

Certificateholder Distribution Summary Class CUSIP Certificate Beginning Interest Pass-Through Certificate Distribution Rate Balance A1 863587AA9 5.~~24125~~48000% ~~890~~764,~~079~~876,~~000~~198.0030 43,~~146~~842,~~779~~228.1610 A2 863587AB7 5.~~22125~~46000% ~~361~~302,~~002~~980,~~000~~080.0006 1,~~675~~516,~~450~~415.3930 A3 863587AC5 5.~~11125~~35000% ~~547~~396,~~035~~230,~~000~~045.0020 21,~~485~~943,~~362~~178.3518 A4 863587AD3 5.~~17125~~41000% 130,621,000.00 ~~600~~647,~~421~~771.2031 A5 863587AE1 5.~~23125~~47000% 216,008,000.00 1,~~004~~083,~~437~~100.2011 A6 863587AF8 5.~~33125~~57000% 100,824,000.00 ~~477~~514,~~793~~790.7354 M1 863587AG6 5.~~36125~~60000% 99,651,000.00 ~~474~~511,~~892~~541.3880 M2 863587AH4 5.~~38125~~62000% 83,270,000.00 ~~398~~428,~~308~~979.1728 M3 863587AJ0 5.~~40125~~64000% 50,508,000.00 ~~242~~261,~~494~~126.5236 M4 863587AK7 5.~~42125~~66000% 42,318,000.00 ~~203~~219,~~925~~559.7489 M5 863587AL5 5.~~45125~~69000% 42,318,000.00 ~~205~~220,~~054~~723.2264 M6 863587AM3 5.~~54125~~78000% 35,492,000.00 ~~174~~188,~~817~~048.8245 M7 863587AN1 6.~~08125~~32000% 32,762,000.00 ~~177~~189,~~096~~801.8119 M8 863587AP6 6.~~33125~~57000% 27,302,000.00 ~~153~~164,~~649~~426.5930 M9 863587AQ4 7.~~28125~~52000% 21,841,000.00 ~~141~~150,~~359~~557.8129 B1 863587AR2 7.~~58125~~82000% 15,016,000.00 ~~101~~107,~~191~~639.1669 B2 863587AS0 7.~~58125~~82000% 20,476,000.00 ~~137~~146,~~985~~778.4979 X SAI06003X 0.00000% 13,652,881.18 42,~~177~~103,~~031~~565.0592 P SAI06003P 0.00000% 100.00 ~~355~~1,~~632~~076,811.0660 R SAI6003R1 0.00000% 0.00 0.00 LT-R SAI6003R2 0.00000% 0.00 0.00 Totals 2,~~730~~396,~~175~~146,~~981~~304.1874 1715,~~333~~317,~~682~~043.8574

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses A1 1335,~~688~~860,~~639~~712.2090 0.00 ~~876~~729,~~390~~015,~~360~~485.8041 1739,~~835~~702,~~418~~941.3600 0.00 A2 413,~~398~~244,~~874~~689.0723 0.00 ~~356~~289,~~603~~735,~~125~~390.9383 614,~~074~~761,~~324~~104.4653 0.00 A3 1525,~~594~~515,~~711~~278.1037 0.00 ~~531~~370,~~440~~714,~~288~~766.9083 1827,~~080~~458,~~073~~456.4555 0.00 A4 0.00 0.00 130,621,000.00 ~~600~~647,~~421~~771.2031 0.00 A5 0.00 0.00 216,008,000.00 1,~~004~~083,~~437~~100.2011 0.00 A6 0.00 0.00 100,824,000.00 ~~477~~514,~~793~~790.7354 0.00 M1 0.00 0.00 99,651,000.00 ~~474~~511,~~892~~541.3880 0.00 M2 0.00 0.00 83,270,000.00 ~~398~~428,~~308~~979.1728 0.00 M3 0.00 0.00 50,508,000.00 ~~242~~261,~~494~~126.5236 0.00 M4 0.00 0.00 42,318,000.00 ~~203~~219,~~925~~559.7489 0.00 M5 0.00 0.00 42,318,000.00 ~~205~~220,~~054~~723.2264 0.00 M6 0.00 0.00 35,492,000.00 ~~174~~188,~~817~~048.8245 0.00 M7 0.00 0.00 32,762,000.00 ~~177~~189,~~096~~801.8119 0.00 M8 0.00 0.00 27,302,000.00 ~~153~~164,~~649~~426.5930 0.00 M9 0.00 0.00 21,841,000.00 ~~141~~150,~~359~~557.8129 0.00 B1 0.00 0.00 15,016,000.00 ~~101~~107,~~191~~639.1669 0.00 B2 0.00 0.00 20,476,000.00 ~~137~~146,~~985~~778.4979 0.00 X 0.00 0.00 13,652,881.18 42,~~177~~103,~~031~~565.0592 0.00 P 0.00 0.00 100.00 ~~355~~1,~~632~~076,811.0660 0.00 R 0.00 0.00 0.00 0.00 0.00 LT-R 0.00 0.00 0.00 0.00 0.00 Totals 3374,~~682~~620,~~224~~680.3750 0.00 2,~~696~~321,~~493~~525,~~756~~624.8125 5189,~~015~~937,~~907~~724.2224 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 A1 890,079,000.00 ~~890~~764,~~079~~876,~~000~~198.0030 0.00 1335,~~688~~860,~~639~~712.2090 0.00 0.00 A2 361,002,000.00 ~~361~~302,~~002~~980,~~000~~080.0006 0.00 413,~~398~~244,~~874~~689.0723 0.00 0.00 A3 547,035,000.00 ~~547~~396,~~035~~230,~~000~~045.0020 0.00 1525,~~594~~515,~~711~~278.1037 0.00 0.00 A4 130,621,000.00 130,621,000.00 0.00 0.00 0.00 0.00 A5 216,008,000.00 216,008,000.00 0.00 0.00 0.00 0.00 A6 100,824,000.00 100,824,000.00 0.00 0.00 0.00 0.00 M1 99,651,000.00 99,651,000.00 0.00 0.00 0.00 0.00 M2 83,270,000.00 83,270,000.00 0.00 0.00 0.00 0.00 M3 50,508,000.00 50,508,000.00 0.00 0.00 0.00 0.00 M4 42,318,000.00 42,318,000.00 0.00 0.00 0.00 0.00 M5 42,318,000.00 42,318,000.00 0.00 0.00 0.00 0.00 M6 35,492,000.00 35,492,000.00 0.00 0.00 0.00 0.00 M7 32,762,000.00 32,762,000.00 0.00 0.00 0.00 0.00 M8 27,302,000.00 27,302,000.00 0.00 0.00 0.00 0.00 M9 21,841,000.00 21,841,000.00 0.00 0.00 0.00 0.00 B1 15,016,000.00 15,016,000.00 0.00 0.00 0.00 0.00 B2 20,476,000.00 20,476,000.00 0.00 0.00 0.00 0.00 X 13,652,881.18 13,652,881.18 0.00 0.00 0.00 0.00 P 100.00 100.00 0.00 0.00 0.00 0.00 R 0.00 0.00 0.00 0.00 0.00 0.00 LT-R 0.00 0.00 0.00 0.00 0.00 0.00 Totals 2,730,175,981.18 2,~~730~~396,~~175~~146,~~981~~304.1874 0.00 3374,~~682~~620,~~224~~680.3750 0.00 0.00

Principal Distribution Statement (continued) Class Total Ending Ending Total Principal Certificate Certificate Principal Reduction Balance Percentage Distribution A1 1335,~~688~~860,~~639~~712.2090 ~~876~~729,~~390~~015,~~360~~485.8041 0.~~98462087~~81904582 1335,~~688~~860,~~639~~712.2090 A2 413,~~398~~244,~~874~~689.0723 ~~356~~289,~~603~~735,~~125~~390.9383 0.~~98781482~~80258666 413,~~398~~244,~~874~~689.0723 A3 1525,~~594~~515,~~711~~278.1037 ~~531~~370,~~440~~714,~~288~~766.9083 0.~~97149230~~67768016 1525,~~594~~515,~~711~~278.1037 A4 0.00 130,621,000.00 1.00000000 0.00 A5 0.00 216,008,000.00 1.00000000 0.00 A6 0.00 100,824,000.00 1.00000000 0.00 M1 0.00 99,651,000.00 1.00000000 0.00 M2 0.00 83,270,000.00 1.00000000 0.00 M3 0.00 50,508,000.00 1.00000000 0.00 M4 0.00 42,318,000.00 1.00000000 0.00 M5 0.00 42,318,000.00 1.00000000 0.00 M6 0.00 35,492,000.00 1.00000000 0.00 M7 0.00 32,762,000.00 1.00000000 0.00 M8 0.00 27,302,000.00 1.00000000 0.00 M9 0.00 21,841,000.00 1.00000000 0.00 B1 0.00 15,016,000.00 1.00000000 0.00 B2 0.00 20,476,000.00 1.00000000 0.00 X 0.00 13,652,881.18 1.00000000 0.00 P 0.00 100.00 1.00000000 0.00 R 0.00 0.00 0.00000000 0.00 LT-R 0.00 0.00 0.00000000 0.00 Totals 3374,~~682~~620,~~224~~680.3750 2,~~696~~321,~~493~~525,~~756~~624.8125 0.~~98766298~~85032087 3374,~~682~~620,~~224~~680.3750

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution A1 890,079,000.00 ~~1000~~859.~~00000000~~33518070 0.00000000 1540.~~37912837~~28935960 0.00000000 A2 361,002,000.00 ~~1000~~839.~~00000000~~27535044 0.00000000 1236.~~18517922~~68868657 0.00000000 A3 547,035,000.00 ~~1000~~724.~~00000000~~32302357 0.00000000 2846.~~50770262~~64286265 0.00000000 A4 130,621,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A5 216,008,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A6 100,824,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M1 99,651,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M2 83,270,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M3 50,508,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M4 42,318,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M5 42,318,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M6 35,492,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M7 32,762,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M8 27,302,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M9 21,841,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B1 15,016,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B2 20,476,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 X 13,652,881.18 1000.00000000 0.00000000 0.00000000 0.00000000 P 100.00 1.00000000 0.00000000 0.00000000 0.00000000 R 0.00 0.00000000 0.00000000 0.00000000 0.00000000 LT-R 0.00 0.00000000 0.00000000 0.00000000 0.00000000

Principal Distribution Factors Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution A1 0.00000000 1540.~~37912837~~28935960 ~~984~~819.~~62087163~~04582111 0.~~98462087~~81904582 1540.~~37912837~~28935960 A2 0.00000000 1236.~~18517922~~68868657 ~~987~~802.~~81482078~~58666387 0.~~98781482~~80258666 1236.~~18517922~~68868657 A3 0.00000000 2846.~~50770262~~64286265 ~~971~~677.~~49229738~~68016092 0.~~97149230~~67768016 2846.~~50770262~~64286265 A4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A5 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A6 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M5 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M6 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M7 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M8 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M9 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 B1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 B2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 X 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 P 0.00000000 0.00000000 1.00000000 1.00000000 0.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 LT-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 NOTE: All classes per $1,000 denomination.

Interest Distribution Statement Class Accrual Accrual Current Beginning Current Payment of Dates Days Certificate Certificate/ Accrued Unpaid Interest Rate Notional Interest Shortfall (1) Balance A1 0510/25/06 - 0611/2526/06 3233 5.~~24125~~48000% ~~890~~764,~~079~~876,~~000~~198.0030 43,~~146~~842,~~779~~228.1610 0.00 A2 0510/25/06 - 0611/2526/06 3233 5.~~22125~~46000% ~~361~~302,~~002~~980,~~000~~080.0006 1,~~675~~516,~~450~~415.3930 0.00 A3 0510/25/06 - 0611/2526/06 3233 5.~~11125~~35000% ~~547~~396,~~035~~230,~~000~~045.0020 21,~~485~~943,~~362~~178.3518 0.00 A4 0510/25/06 - 0611/2526/06 3233 5.~~17125~~41000% 130,621,000.00 ~~600~~647,~~421~~771.2031 0.00 A5 0510/25/06 - 0611/2526/06 3233 5.~~23125~~47000% 216,008,000.00 1,~~004~~083,~~437~~100.2011 0.00 A6 0510/25/06 - 0611/2526/06 3233 5.~~33125~~57000% 100,824,000.00 ~~477~~514,~~793~~790.7354 0.00 M1 0510/25/06 - 0611/2526/06 3233 5.~~36125~~60000% 99,651,000.00 ~~474~~511,~~892~~541.3880 0.00 M2 0510/25/06 - 0611/2526/06 3233 5.~~38125~~62000% 83,270,000.00 ~~398~~428,~~308~~979.1728 0.00 M3 0510/25/06 - 0611/2526/06 3233 5.~~40125~~64000% 50,508,000.00 ~~242~~261,~~494~~126.5236 0.00 M4 0510/25/06 - 0611/2526/06 3233 5.~~42125~~66000% 42,318,000.00 ~~203~~219,~~925~~559.7489 0.00 M5 0510/25/06 - 0611/2526/06 3233 5.~~45125~~69000% 42,318,000.00 ~~205~~220,~~054~~723.2264 0.00 M6 0510/25/06 - 0611/2526/06 3233 5.~~54125~~78000% 35,492,000.00 ~~174~~188,~~817~~048.8245 0.00 M7 0510/25/06 - 0611/2526/06 3233 6.~~08125~~32000% 32,762,000.00 ~~177~~189,~~096~~801.8119 0.00 M8 0510/25/06 - 0611/2526/06 3233 6.~~33125~~57000% 27,302,000.00 ~~153~~164,~~649~~426.5930 01,112.0036 M9 0510/25/06 - 0611/2526/06 3233 7.~~28125~~52000% 21,841,000.00 ~~141~~150,~~359~~557.8129 919,~~588~~909.5073 B1 0510/25/06 - 0611/2526/06 3233 7.~~58125~~82000% 15,016,000.00 ~~101~~107,~~191~~639.1669 1017,~~596~~817.5063 B2 0510/25/06 - 0611/2526/06 3233 7.~~58125~~82000% 20,476,000.00 ~~137~~146,~~985~~778.4979 1424,~~449~~296.5133 X N/A N/A 0.00000% 2,~~730~~396,~~175~~146,~~981~~304.1875 0.00 0.00 P N/A N/A 0.00000% 100.00 0.00 0.00 R N/A N/A 0.00000% 0.00 0.00 0.00 LT-R N/A N/A 0.00000% 0.00 0.00 0.00 Totals 12,~~801~~136,~~019~~666.7422 3463,~~634~~136.5105

Interest Distribution Statement (continued) Class Current Non-Supported Total Remaining Ending Interest Interest Interest Unpaid Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance A1 0.00 0.00 43,~~146~~842,~~779~~228.1610 0.00 ~~876~~729,~~390~~015,~~360~~485.8041 A2 0.00 0.00 1,~~675~~516,~~450~~415.3930 0.00 ~~356~~289,~~603~~735,~~125~~390.9383 A3 0.00 0.00 21,~~485~~943,~~362~~178.3518 0.00 ~~531~~370,~~440~~714,~~288~~766.9083 A4 0.00 0.00 ~~600~~647,~~421~~771.2031 0.00 130,621,000.00 A5 0.00 0.00 1,~~004~~083,~~437~~100.2011 0.00 216,008,000.00 A6 0.00 0.00 ~~477~~514,~~793~~790.7354 0.00 100,824,000.00 M1 0.00 0.00 ~~474~~511,~~892~~541.3880 0.00 99,651,000.00 M2 0.00 0.00 ~~398~~428,~~308~~979.1728 0.00 83,270,000.00 M3 0.00 0.00 ~~242~~261,~~494~~126.5236 0.00 50,508,000.00 M4 0.00 0.00 ~~203~~219,~~925~~559.7489 0.00 42,318,000.00 M5 0.00 0.00 ~~205~~220,~~054~~723.2264 0.00 42,318,000.00 M6 0.00 0.00 ~~174~~188,~~817~~048.8245 0.00 35,492,000.00 M7 0.00 0.00 ~~177~~189,~~096~~801.8119 0.00 32,762,000.00 M8 01,112.0036 0.00 ~~153~~164,~~649~~426.5930 0.00 27,302,000.00 M9 919,~~588~~909.5073 0.00 ~~141~~150,~~359~~557.8129 0.00 21,841,000.00 B1 1017,~~596~~817.5063 0.00 ~~101~~107,~~191~~639.1669 0.00 15,016,000.00 B2 1424,~~449~~296.5133 0.00 ~~137~~146,~~985~~778.4979 0.00 20,476,000.00 X 0.00 0.00 42,~~177~~103,~~031~~565.0592 0.00 2,~~696~~321,~~493~~525,~~756~~624.8125 P 0.00 0.00 ~~355~~1,~~632~~076,811.0660 0.00 100.00 R 0.00 0.00 0.00 0.00 0.00 LT-R 0.00 0.00 0.00 0.00 0.00 Totals 3463,~~634~~136.5105 0.00 1715,~~333~~317,~~682~~043.8574 0.00 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls,if applicable.

Interest Distribution Factors Statement Class Original Current Beginning Current Payment of Face Certificate Certificate/ Accrued Unpaid Interest Amount Rate Notional Interest Shortfall (1) Balance A1 890,079,000.00 5.~~24125~~48000% ~~1000~~859.~~00000000~~33518070 4.~~65888889~~31672705 0.00000000 A2 361,002,000.00 5.~~22125~~46000% ~~1000~~839.~~00000000~~27535044 4.~~64111110~~20057313 0.00000000 A3 547,035,000.00 5.~~11125~~35000% ~~1000~~724.~~00000000~~32302357 43.~~54333333~~55220083 0.00000000 A4 130,621,000.00 5.~~17125~~41000% 1000.00000000 4.~~59666669~~95916667 0.00000000 A5 216,008,000.00 5.~~23125~~47000% 1000.00000000 45.~~65000000~~01416665 0.00000000 A6 100,824,000.00 5.~~33125~~57000% 1000.00000000 45.~~73888886~~10583333 0.00000000 M1 99,651,000.00 5.~~36125~~60000% 1000.00000000 45.~~76555559~~13333333 0.00000000 M2 83,270,000.00 5.~~38125~~62000% 1000.00000000 45.~~78333337~~15166663 0.00000000 M3 50,508,000.00 5.~~40125~~64000% 1000.00000000 45.~~80111111~~17000000 0.00000000 M4 42,318,000.00 5.~~42125~~66000% 1000.00000000 45.~~81888889~~18833333 0.00000000 M5 42,318,000.00 5.~~45125~~69000% 1000.00000000 45.~~84555556~~21583345 0.00000000 M6 35,492,000.00 5.~~54125~~78000% 1000.00000000 45.~~92555562~~29833343 0.00000000 M7 32,762,000.00 6.~~08125~~32000% 1000.00000000 5.~~40555552~~79333344 0.00000000 M8 27,302,000.00 6.~~33125~~57000% 1000.00000000 56.~~62777782~~02250018 0.~~00000000~~04074280 M9 21,841,000.00 7.~~28125~~52000% 1000.00000000 6.~~47222243~~89333318 0.~~43901378~~91157594 B1 15,016,000.00 7.~~58125~~82000% 1000.00000000 67.~~73888918~~16833311 01.~~70568061~~18657632 B2 20,476,000.00 7.~~58125~~82000% 1000.00000000 67.~~73888894~~16833317 01.~~70568031~~18657599 X 13,652,881.18 0.00000% ~~199970~~175504.~~68349056~~80906990 0.00000000 0.00000000 P 100.00 0.00000% 1.00000000 0.00000000 0.00000000 R 0.00 0.00000% 0.00000000 0.00000000 0.00000000 LT-R 0.00 0.00000% 0.00000000 0.00000000 0.00000000

Interest Distribution Factors Statement (continued) Class Current Non-Supported Total Remaining Unpaid Ending Interest Interest Interest Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance A1 0.00000000 0.00000000 4.~~65888889~~31672705 0.00000000 ~~984~~819.~~62087163~~04582111 A2 0.00000000 0.00000000 4.~~64111110~~20057313 0.00000000 ~~987~~802.~~81482078~~58666387 A3 0.00000000 0.00000000 43.~~54333333~~55220083 0.00000000 ~~971~~677.~~49229738~~68016092 A4 0.00000000 0.00000000 4.~~59666669~~95916667 0.00000000 1000.00000000 A5 0.00000000 0.00000000 45.~~65000000~~01416665 0.00000000 1000.00000000 A6 0.00000000 0.00000000 45.~~73888886~~10583333 0.00000000 1000.00000000 M1 0.00000000 0.00000000 45.~~76555559~~13333333 0.00000000 1000.00000000 M2 0.00000000 0.00000000 45.~~78333337~~15166663 0.00000000 1000.00000000 M3 0.00000000 0.00000000 45.~~80111111~~17000000 0.00000000 1000.00000000 M4 0.00000000 0.00000000 45.~~81888889~~18833333 0.00000000 1000.00000000 M5 0.00000000 0.00000000 45.~~84555556~~21583345 0.00000000 1000.00000000 M6 0.00000000 0.00000000 45.~~92555562~~29833343 0.00000000 1000.00000000 M7 0.00000000 0.00000000 5.~~40555552~~79333344 0.00000000 1000.00000000 M8 0.~~00000000~~04074280 0.00000000 56.~~62777782~~02250018 0.00000000 1000.00000000 M9 0.~~43901378~~91157594 0.00000000 6.~~47222243~~89333318 0.00000000 1000.00000000 B1 01.~~70568061~~18657632 0.00000000 67.~~73888918~~16833311 0.00000000 1000.00000000 B2 01.~~70568031~~18657599 0.00000000 67.~~73888894~~16833317 0.00000000 1000.00000000 X 0.00000000 0.00000000 ~~305~~154.~~94502325~~07487198 0.00000000 ~~197503~~170039.~~64199756~~24619594 P 0.00000000 0.00000000 ~~3556~~10768.~~32060000~~11600000 0.00000000 1.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 LT-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls,if applicable. NOTE: All classes per $1,000 denomination.

CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 5291,~~699~~036,~~840~~199.6693 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0156,962.00 Servicer Advances 0.00 Gains & Subsequent Recoveries (Realized Losses) 0(67,704.0081) Prepayment Penalties ~~355~~1,~~632~~076,811.0660 Swap/Cap Payments 0.00 Total Deposits 5392,~~055~~202,~~472~~268.72 Withdrawals Swap Payments 0222,756.0037 Reserve Funds and Credit Enhancements 0.00 Total Administration Fees 2,~~039~~041,~~565~~788.5011 Payment of Interest and Principal 5189,~~015~~937,~~907~~724.2224 Total Withdrawals (Pool Distribution Amount) 5392,~~055~~202,~~472~~268.72 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

ADMINISTRATION FEES Gross Servicing Fee* ~~828~~972,~~909~~646.8475 Credit Risk Manager's Fee - Clayton Fixed Income Svc 2521,~~026~~964.6167 PMI Insurance Fee Paid to MGIC Investment Corp. ~~497~~445,~~521~~339.2264 PMI Insurance Fee Paid to PMI Mortgage ~~175~~157,~~763~~335.8222 PMI Insurance Fee Paid to RMIC ~~203~~173,~~680~~679.8355 Special Servicing Fee - Lehman Brothers, Inc. ~~308~~270,~~663~~822.1828 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees 2,~~039~~041,~~565~~788.5011 *Servicer Payees include: AURORA LOAN ~~SRVCS~~SERVICING INC.; ~~COUNTRYWIDE~~CHASE HOME ~~LOANS~~FINANCE ~~INC.~~LLC; ~~GMAC~~COUNTRYWIDE ~~MTG~~HOME ~~CORP;~~LOANS JPSERVICING ~~MORGAN~~LP; ~~CHASE~~GMAC ~~BANK,~~MORTGAGE NACORPORATION; ~~OPTION~~Homeq ~~ONE~~Servicing Corporation; SELECT PORTFOLIO SERVICING,INC; WELLS FARGO BANK, N.A.

Reserve and Guaranty Funds Account Name Beginning Current Current Ending Balance Withdrawals Deposits Balance Basis Risk Reserve Fund 1,000.00 3463,~~634~~136.5105 3463,~~634~~136.5105 1,000.00 Interest Rate Cap Account 1,000.00 0.00 0.00 1,000.00 ~~Supplemental Interest Trust 1,000.00 0.00 0.00 1,000.00~~ Hedge Funds Account Name Funds In (A) Funds Out(B) Net Amount(A - B) Interest Rate Cap Account - HSBC 0.00 0.00 0.00 Swap Agreement - HSBC 010,773,307.0067 010,996,064.0004 0(222,756.0037)

COLLATERAL STATEMENT Collateral Description Mixed Fixed & Arm Weighted Average Gross Coupon 8.~~359049~~315889% Weighted Average Net Coupon 7.~~994717~~828783% Weighted Average Pass-Through Rate 7.~~769360~~606175% Weighted Average Remaining Term ~~342~~337 Beginning Scheduled Collateral Loan Count 1715,~~353~~580 Number Of Loans Paid In Full ~~177~~443 Ending Scheduled Collateral Loan Count 1715,~~176~~137 Beginning Scheduled Collateral Balance 2,~~730~~396,~~175~~146,~~981~~304.1875 Ending Scheduled Collateral Balance 2,~~696~~321,~~493~~525,~~756~~624.8125 Ending Actual Collateral Balance at 31-~~May~~Oct-2006 2,~~697~~322,~~339~~674,~~567~~450.5501 Monthly P&I Constant 2017,~~196~~688,~~569~~287.9765 Special Servicing Fee 0.00 Prepayment Penalty Waived Amount 01.0018 Prepayment Penalty Waived Count 01 Prepayment Penalty Paid Amount ~~355~~1,~~632~~076,811.0660 Prepayment Penalty Paid Count *213 Realized Loss Amount 067,704.0081 Cumulative Realized Loss 0294,950.0080 Scheduled Principal 1,~~178~~083,~~507~~216.6131 Unscheduled Principal 3273,~~503~~537,~~716~~464.~~76 * This data is currently not provided for reporting.~~19

Group Level Collateral Statement Group 1A 1B Collateral Description Fixed 15/30 & ARM Fixed 15/30 & ARM Weighted Average Coupon Rate 9.~~369866~~335068 8.~~097258~~073566 Weighted Average Net Rate 98.~~048699~~902567 7.~~742103~~573566 Pass-Through Rate 8.~~814944~~667464 7.~~465952~~299447 Weighted Average Remaining Term ~~269~~265 ~~358~~353 Record Date 0510/31/2006 0510/31/2006 Principal And Interest Constant 1,~~849~~702,~~748~~579.4925 65,~~176~~400,~~474~~833.8301 Beginning Loan Count 32,~~190~~951 4,~~923~~408 Loans Paid in Full 2373 58155 Ending Loan Count 32,~~167~~878 4,~~865~~253 Beginning Scheduled Balance ~~220~~203,~~672~~107,~~711~~496.9647 ~~861~~753,~~490~~939,~~227~~281.2597 Ending Scheduled Balance ~~219~~197,~~002~~468,~~242~~262.3638 ~~849~~723,~~472~~743,~~057~~403.6510 Scheduled Principal ~~126~~122,~~687~~560.0768 ~~363~~328,~~384~~350.0672 Unscheduled Principal 15,~~543~~516,~~782~~673.5341 1129,~~654~~867,~~785~~528.5415 Scheduled Interest 1,~~723~~580,~~061~~018.4257 5,~~813~~072,~~090~~482.7729 Servicing Fees 5973,~~060~~203.6350 ~~254~~314,~~968~~141.8137 Master Servicing Fees 0.00 0.00 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 3230,~~510~~132.7509 ~~103~~91,~~985~~369.4550 Pool Insurance Fee 0.00 0.00 Spread 1 1817,~~449~~494.6922 ~~221~~188,~~637~~602.9639 Spread 2 12,~~577~~166.6706 6054,~~112~~764.6148 Spread 3 109,~~099~~660.8349 9480,~~265~~854.9093 Net Interest 1,~~589~~437,~~987~~362.2721 54,~~078~~342,~~120~~749.0462 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount *93,176.50 *422,612.29 Prepayment Penalty Paid Count *30 *75 Special Servicing Fee 0.00 0.00 * This data is currently not provided for reporting.

Group Level Collateral Statement Group 2A 2B Collateral Description Fixed 15/30 & ARM Fixed 15/30 & ARM Weighted Average Coupon Rate 8.~~969424~~893952 8.~~261472~~204489 Weighted Average Net Rate 8.~~576705~~455534 7.~~790912~~704489 Pass-Through Rate 8.~~432992~~314869 7.~~655139~~569692 Weighted Average Remaining Term ~~289~~286 ~~356~~351 Record Date 0510/31/2006 0510/31/2006 Principal And Interest Constant ~~807~~751,~~106~~511.7500 2,~~504~~118,~~869~~996.2706 Beginning Loan Count 1,~~428~~321 21,~~177~~886 Loans Paid in Full 927 2058 Ending Loan Count 1,~~419~~294 21,~~157~~828 Beginning Scheduled Balance 9891,~~292~~852,~~842~~912.1786 ~~340~~289,~~615~~068,~~917~~206.6794 Ending Scheduled Balance 9789,~~863~~902,~~188~~727.5328 ~~336~~277,~~646~~783,~~697~~877.2457 Scheduled Principal 7270,~~414~~731.9054 ~~159~~142,~~878~~615.6019 Unscheduled Principal ~~357~~1,~~238~~879,454.7404 311,~~809~~141,~~341~~714.8318 Scheduled Interest ~~734~~680,~~691~~779.8546 21,~~344~~976,~~990~~380.6787 Servicing Fees 3233,~~167~~558.9324 ~~133~~120,~~566~~445.6709 Master Servicing Fees 0.00 0.00 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 8,~~787~~081.4324 86,~~356~~940.6397 Pool Insurance Fee 0.00 0.00 Spread 1 3,~~926~~600.0882 6251,~~101~~851.1165 Spread 2 54,~~570~~710.4453 1715,~~523~~479.6765 Spread 3 2,~~984~~685.2285 3025,~~182~~530.1452 Net Interest ~~681~~628,~~255~~142.7578 21,~~093~~756,~~260~~132.4599 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 040.00 Percentage of Cumulative Losses 0.0000 0.0000 Prepayment Penalty Waived Amount 01.0018 0.00 Prepayment Penalty Waived Count 01 0 Prepayment Penalty Paid Amount *35,898.29 *174,966.67 Prepayment Penalty Paid Count *9 *32 Special Servicing Fee 0.00 0.00 * This data is currently not provided for reporting.

Group Level Collateral Statement Group 3A 3B Collateral Description Fixed 15/30 & ARM Fixed 15/30 & ARM Weighted Average Coupon Rate 8.~~977799~~870876 8.~~192614~~127651 Weighted Average Net Rate 8.~~613971~~426361 7.~~850063~~627692 Pass-Through Rate 8.~~406699~~220160 7.~~627754~~411035 Weighted Average Remaining Term 283 ~~358~~353 Record Date 0510/31/2006 0510/31/2006 Principal And Interest Constant 1,~~819~~659,~~109~~462.3901 76,~~039~~054,~~261~~906.2432 Beginning Loan Count 1,~~924~~740 3,~~711~~274 Loans Paid in Full 2644 4186 Ending Loan Count 1,~~898~~696 3,~~670~~188 Beginning Scheduled Balance ~~225~~207,~~358~~188,~~818~~063.6042 ~~983~~850,~~745~~990,~~463~~343.5309 Ending Scheduled Balance ~~223~~202,~~173~~878,~~757~~260.0931 ~~970~~829,~~335~~749,~~813~~093.9461 Scheduled Principal ~~133~~127,~~087~~845.6660 ~~323~~291,~~055~~112.3258 Unscheduled Principal 24,~~051~~181,~~973~~957.8551 1320,~~086~~950,~~594~~136.2790 Scheduled Interest 1,~~686~~531,~~021~~616.7341 65,~~716~~763,~~205~~793.9274 Servicing Fees 6876,~~326~~748.4257 ~~280~~354,~~819~~549.3898 Master Servicing Fees 0.00 0.00 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 2522,~~948~~812.3666 ~~129~~111,~~074~~485.5682 Pool Insurance Fee 0.00 0.00 Spread 1 1716,~~114~~249.0353 ~~174~~149,~~292~~266.3510 Spread 2 1514,~~064~~727.8927 6455,~~914~~487.5423 Spread 3 12,~~977~~789.1228 5342,~~171~~158.6248 Net Interest 1,~~546~~388,~~590~~289.9110 65,~~013~~050,~~933~~846.4713 Realized Loss Amount 067,704.0081 0.00 Cumulative Realized Loss 0294,910.0080 0.00 Percentage of Cumulative Losses 0.~~0000~~1309 0.0000 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount *80,012.20 *270,145.65 Prepayment Penalty Paid Count *26 *41 Special Servicing Fee 0.00 0.00 * This data is currently not provided for reporting.

Group Level Collateral Statement Group Total Collateral Description Mixed Fixed & Arm Weighted Average Coupon Rate 8.~~359049~~315889 Weighted Average Net Rate 7.~~994717~~828783 Pass-Through Rate 7.~~769360~~606175 Weighted Average Remaining Term ~~342~~337 Record Date 0510/31/2006 Principal And Interest Constant 2017,~~196~~688,~~569~~287.9765 Beginning Loan Count 1715,~~353~~580 Loans Paid in Full ~~177~~443 Ending Loan Count 1715,~~176~~137 Beginning Scheduled Balance 2,~~730~~396,~~175~~146,~~981~~304.1875 Ending Scheduled Balance 2,~~696~~321,~~493~~525,~~756~~624.8125 Scheduled Principal 1,~~178~~083,~~507~~216.6131 Unscheduled Principal 3273,~~503~~537,~~716~~464.7619 Scheduled Interest 1916,~~018~~605,~~062~~071.3634 Servicing Fees ~~828~~972,~~909~~646.8475 Master Servicing Fees 0.00 Trustee Fee 0.00 FRY Amount 0.00 Special Hazard Fee 0.00 Other Fee ~~308~~270,~~663~~822.1828 Pool Insurance Fee 0.00 Spread 1 ~~497~~427,~~521~~064.2271 Spread 2 ~~175~~157,~~763~~335.8222 Spread 3 ~~203~~173,~~680~~679.8355 Net Interest 1714,~~003~~603,~~147~~522.8983 Realized Loss Amount 067,704.0081 Cumulative Realized Loss 0294,950.0080 Percentage of Cumulative Losses 0.~~0000~~0108 Prepayment Penalty Waived Amount 01.0018 Prepayment Penalty Waived Count 01 Prepayment Penalty Paid Amount ~~355~~1,~~632~~076,811.0660 Prepayment Penalty Paid Count *213 Special Servicing Fee 0.00 * This data is currently not provided for reporting.

Additional Reporting - Deal Level Informational Reporting Pool 1 Net Funds Cap 76.~~155590~~434517% Pool 2 Net Funds Cap 76.~~111571~~727220% Pool 3 Net Funds Cap 76.~~034621~~533835% Subordinate Net Funds Cap 76.~~006307~~525553% LIBOR 5.~~081250~~320000% Structural Reporting Excess Cash 2,231,206.78 Target Overcollateralization Amount 13,652,981.18 Overcollateralization Amount 13,652,981.18 Overcollateralization ~~Deficiency~~Increase Amount 064,504.0081 Overcollateralization ~~Increase~~Deficiency Amount 0.00 Trigger Event Reporting Stepdown Date NO ~~CUMULATIVE LOSS TRIGGER~~ Cumulative Loss Trigger Event Trigger Result Pass Threshold Value 1.200000% Calculated Value 0.~~000000~~010294% ~~DELINQUENCY TRIGGER~~ Delinquency Event Trigger Result Pass Threshold Value 79.~~834699~~098966% Calculated Value 03.~~032035~~775034%

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 218 0 0 218 391,~~594~~638,263.6962 0.00 0.00 391,~~594~~638,263.6962 30 Days 59514 12 0 0 60516 584,~~362~~295,~~001~~266.1126 22207,~~345~~646.6150 0.00 0.00 584,~~384~~502,~~346~~912.7276 60 Days 8263 03 020 0 8286 ~~415~~43,~~623~~976,399.4914 0345,763.0053 03,433,551.0013 0.00 ~~415~~47,~~623~~755,713.4980 90 Days 165 02 0122 0 1189 8,386,~~266~~313.4268 0381,962.0097 023,740,016.0074 0.00 ~~386~~32,~~266~~508,293.4239 120 Days 035 04 0113 09 0161 03,447,636.0014 0436,927.0044 025,323,727.0060 0726,436.0004 029,934,727.0022 150 Days 017 05 048 011 081 01,252,658.0052 0714,197.0065 08,269,530.0063 01,652,656.0084 011,889,043.0064 180+ Days 014 02 012 02 030 0947,037.0013 0115,853.0016 01,521,304.0074 0196,348.0056 02,780,543.0059 Totals 68908 336 0315 022 711,281 6142,~~163~~305,~~891~~310.0287 613,~~940~~840,614.3087 062,288,130.0084 02,575,441.0044 6211,~~225~~009,~~831~~498.3202 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.~~011644~~118914% 0.000000% 0.000000% 0.~~011644~~118914% 0.~~001468~~070534% 0.000000% 0.000000% 0.~~001468~~070534% 30 Days 03.~~343503~~395653% 0.~~005822~~013213% 0.000000% 0.000000% 03.~~349325~~408866% 03.~~198789~~629233% 0.~~000828~~008940% 0.000000% 0.000000% 03.~~199617~~638173% 60 Days 01.~~046577~~737464% 0.~~000000~~019819% 0.~~000000~~132127% 0.000000% 01.~~046577~~889410% 01.~~015409~~893352% 0.~~000000~~014886% 0.~~000000~~147827% 0.000000% 02.~~015409~~056066% 90 Days 0.~~005822~~429411% 0.~~000000~~013213% 0.~~000000~~805972% 0.000000% 01.~~005822~~248596% 0.~~014320~~361063% 0.~~000000~~016445% 01.~~000000~~022098% 0.000000% 01.~~014320~~399606% 120 Days 0.~~000000~~231222% 0.~~000000~~026425% 0.~~000000~~746515% 0.~~000000~~059457% 01.~~000000~~063619% 0.~~000000~~148434% 0.~~000000~~018811% 01.~~000000~~090283% 0.~~000000~~031276% 01.~~000000~~288804% 150 Days 0.~~000000~~112308% 0.~~000000~~033032% 0.~~000000~~317104% 0.~~000000~~072670% 0.~~000000~~535113% 0.~~000000~~053932% 0.~~000000~~030749% 0.~~000000~~356035% 0.~~000000~~071153% 0.~~000000~~511869% 180+ Days 0.~~000000~~092489% 0.~~000000~~013213% 0.~~000000~~079276% 0.~~000000~~013213% 0.~~000000~~198190% 0.~~000000~~040774% 0.~~000000~~004988% 0.~~000000~~065498% 0.~~000000~~008454% 0.~~000000~~119713% Totals 05.~~395901~~998547% 0.~~017466~~237828% 02.~~000000~~080994% 0.~~000000~~145339% 08.~~413367~~462707% 06.~~228517~~126787% 0.~~002296~~165353% 02.~~000000~~681742% 0.~~000000~~110883% 09.~~230814~~084764%

Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance ~~487~~2,~~396~~868,921.6437

Delinquency Status By Group DELINQUENT BANKRUPTCY FORECLOSURE REO Total 1A No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 02 0 0 02 053,484.0001 0.00 0.00 053,484.0001 30 Days 2058 1 0 0 2159 ~~808~~3,~~267~~217,672.2330 2261,~~345~~919.6141 0.00 0.00 ~~830~~3,~~612~~279,591.8471 60 Days 030 01 01 0 032 01,586,594.0019 050,070.0060 099,797.0038 0.00 01,736,462.0017 90 Days 020 0 03 0 023 0951,712.0036 0.00 0224,104.0038 0.00 01,175,816.0074 120 Days 07 0 06 01 014 0281,950.0065 0.00 0462,464.0020 055,924.0076 0800,339.0061 150 Days 08 01 05 0 014 0257,203.0043 032,926.0085 0315,315.0076 0.00 0605,446.0004 180+ Days 05 0 0 0 05 0146,255.0093 0.00 0.00 0.00 0146,255.0093 Totals 20128 15 015 01 21149 ~~808~~6,~~267~~441,388.2386 22198,~~345~~400.6187 01,101,681.0072 055,924.0076 ~~830~~7,~~612~~797,396.8421 0-29 Days 0.~~000000~~069493% 0.000000% 0.000000% 0.~~000000~~069493% 0.~~000000~~027070% 0.000000% 0.000000% 0.~~000000~~027070% 30 Days 02.~~631512~~015288% 0.~~031576~~034746% 0.000000% 0.000000% 02.~~663088~~050035% 01.~~368926~~628570% 0.~~010199~~031339% 0.000000% 0.000000% 01.~~379125~~659909% 60 Days 01.~~000000~~042391% 0.~~000000~~034746% 0.~~000000~~034746% 0.000000% 01.~~000000~~111883% 0.~~000000~~803028% 0.~~000000~~025342% 0.~~000000~~050511% 0.000000% 0.~~000000~~878881% 90 Days 0.~~000000~~694927% 0.000000% 0.~~000000~~104239% 0.000000% 0.~~000000~~799166% 0.~~000000~~481693% 0.000000% 0.~~000000~~113427% 0.000000% 0.~~000000~~595120% 120 Days 0.~~000000~~243224% 0.000000% 0.~~000000~~208478% 0.~~000000~~034746% 0.~~000000~~486449% 0.~~000000~~142704% 0.000000% 0.~~000000~~234068% 0.~~000000~~028305% 0.~~000000~~405078% 150 Days 0.~~000000~~277971% 0.~~000000~~034746% 0.~~000000~~173732% 0.000000% 0.~~000000~~486449% 0.~~000000~~130179% 0.~~000000~~016665% 0.~~000000~~159592% 0.000000% 0.~~000000~~306436% 180+ Days 0.~~000000~~173732% 0.000000% 0.000000% 0.000000% 0.~~000000~~173732% 0.~~000000~~074025% 0.000000% 0.000000% 0.000000% 0.~~000000~~074025% Totals 04.~~631512~~447533% 0.~~031576~~173732% 0.~~000000~~521195% 0.~~000000~~034746% 05.~~663088~~177206% 03.~~368926~~260199% 0.~~010199~~100417% 0.~~000000~~557597% 0.~~000000~~028305% 03.~~379125~~946519% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 1B 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 08 0 0 08 0819,840.0049 0.00 0.00 0819,840.0049 30 Days 7185 01 0 0 7186 129,~~256~~919,~~139~~584.0387 0145,727.0009 0.00 0.00 130,~~256~~065,~~139~~311.0396 60 Days 080 01 08 0 089 013,344,606.0060 0248,000.00 0841,962.0083 0.00 014,434,569.0043 90 Days 06 01 047 0 054 01,229,687.0080 052,027.0080 08,400,034.0080 0.00 09,681,750.0040 120 Days 05 01 030 03 039 0626,830.0090 057,388.0028 06,019,265.0002 0212,796.0074 06,916,280.0094 150 Days 0 0 015 05 020 0.00 0.00 02,061,130.0033 0639,178.0074 02,700,309.0007 180+ Days 01 0 01 0 02 0234,134.0036 0.00 053,899.0005 0.00 0288,033.0041 Totals 7277 012 0101 08 7398 145,~~256~~354,~~139~~844.0353 01,322,983.0066 017,376,292.0003 0851,975.0048 164,~~256~~906,~~139~~095.0370 0-29 Days 0.~~000000~~188103% 0.000000% 0.000000% 0.~~000000~~188103% 0.~~000000~~113221% 0.000000% 0.000000% 0.~~000000~~113221% 30 Days 04.~~143885~~349871% 0.~~000000~~023513% 0.000000% 0.000000% 04.~~143885~~373383% 04.~~147825~~131931% 0.~~000000~~020125% 0.000000% 0.000000% 04.~~147825~~152056% 60 Days 01.~~000000~~881025% 0.~~000000~~023513% 0.~~000000~~188103% 0.000000% 02.~~000000~~092640% 01.~~000000~~842906% 0.~~000000~~034249% 0.~~000000~~116276% 0.000000% 01.~~000000~~993432% 90 Days 0.~~000000~~141077% 0.~~000000~~023513% 01.~~000000~~105102% 0.000000% 01.~~000000~~269692% 0.~~000000~~169821% 0.~~000000~~007185% 01.~~000000~~160055% 0.000000% 01.~~000000~~337062% 120 Days 0.~~000000~~117564% 0.~~000000~~023513% 0.~~000000~~705384% 0.~~000000~~070538% 0.~~000000~~917000% 0.~~000000~~086566% 0.~~000000~~007925% 0.~~000000~~831268% 0.~~000000~~029387% 0.~~000000~~955147% 150 Days 0.000000% 0.000000% 0.~~000000~~352692% 0.~~000000~~117564% 0.~~000000~~470256% 0.000000% 0.000000% 0.~~000000~~284645% 0.~~000000~~088271% 0.~~000000~~372916% 180+ Days 0.~~000000~~023513% 0.000000% 0.~~000000~~023513% 0.000000% 0.~~000000~~047026% 0.~~000000~~032334% 0.000000% 0.~~000000~~007444% 0.000000% 0.~~000000~~039778% Totals 06.~~143885~~513050% 0.~~000000~~282154% 02.~~000000~~374794% 0.~~000000~~188103% 09.~~143885~~358100% 06.~~147825~~263559% 0.~~000000~~182706% 02.~~000000~~399687% 0.~~000000~~117659% 08.~~147825~~963611% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 2A 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 24 0 0 24 39101,~~594~~856.6980 0.00 0.00 39101,~~594~~856.6980 30 Days 1426 0 0 0 1426 ~~615~~2,~~107~~109,218.1349 0.00 0.00 0.00 ~~615~~2,~~107~~109,218.1349 60 Days 020 0 0 0 020 0940,946.0056 0.00 0.00 0.00 0940,946.0056 90 Days 07 01 01 0 09 0256,809.0034 0329,935.0017 017,684.0030 0.00 0604,428.0081 120 Days 06 0 0 0 06 0275,702.0050 0.00 0.00 0.00 0275,702.0050 150 Days 03 0 0 01 04 0120,257.0062 0.00 0.00 049,740.0052 0169,998.0014 180+ Days 05 0 02 0 07 0295,691.0028 0.00 0148,639.0075 0.00 0444,331.0003 Totals 1467 25 03 01 1676 ~~615~~3,~~107~~998,625.1379 39431,~~594~~791.6997 0166,324.0005 049,740.0052 ~~654~~4,~~701~~646,482.8233 0-29 Days 0.~~140944~~309119% 0.000000% 0.000000% 0.~~140944~~309119% 0.~~040439~~113221% 0.000000% 0.000000% 0.~~040439~~113221% 30 Days 02.~~986610~~009274% 0.000000% 0.000000% 0.000000% 02.~~986610~~009274% 02.~~628226~~344548% 0.000000% 0.000000% 0.000000% 02.~~628226~~344548% 60 Days 01.~~000000~~545595% 0.000000% 0.000000% 0.000000% 01.~~000000~~545595% 01.~~000000~~045930% 0.000000% 0.000000% 0.000000% 01.~~000000~~045930% 90 Days 0.~~000000~~540958% 0.~~000000~~077280% 0.~~000000~~077280% 0.000000% 0.~~000000~~695518% 0.~~000000~~285462% 0.~~000000~~366747% 0.~~000000~~019657% 0.000000% 0.~~000000~~671866% 120 Days 0.~~000000~~463679% 0.000000% 0.000000% 0.000000% 0.~~000000~~463679% 0.~~000000~~306463% 0.000000% 0.000000% 0.000000% 0.~~000000~~306463% 150 Days 0.~~000000~~231839% 0.000000% 0.000000% 0.~~000000~~077280% 0.~~000000~~309119% 0.~~000000~~133675% 0.000000% 0.000000% 0.~~000000~~055290% 0.~~000000~~188965% 180+ Days 0.~~000000~~386399% 0.000000% 0.~~000000~~154560% 0.000000% 0.~~000000~~540958% 0.~~000000~~328682% 0.000000% 0.~~000000~~165224% 0.000000% 0.~~000000~~493906% Totals 05.~~986610~~177743% 0.~~140944~~386399% 0.~~000000~~231839% 0.~~000000~~077280% 15.~~127555~~873261% 04.~~628226~~444760% 0.~~040439~~479968% 0.~~000000~~184881% 0.~~000000~~055290% 05.~~668665~~164899% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 2B 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 0431,090.0068 0.00 0.00 0431,090.0068 30 Days 271 0 0 0 271 ~~159~~10,~~018~~912,743.2421 0.00 0.00 0.00 ~~159~~10,~~018~~912,743.2421 60 Days 033 0 02 0 035 05,276,597.0061 0.00 0105,625.0047 0.00 05,382,223.0008 90 Days 09 0 018 0 027 01,444,468.0089 0.00 02,254,525.0025 0.00 03,698,994.0014 120 Days 02 0 021 02 025 0235,241.0002 0.00 02,736,642.0045 0205,138.0024 03,177,021.0071 150 Days 0 01 07 03 011 0.00 056,113.0064 0981,830.0098 0307,221.0073 01,345,166.0035 180+ Days 0 0 02 02 04 0.00 0.00 0145,770.0010 0196,348.0056 0342,118.0066 Totals 2115 04 050 07 2176 ~~159~~17,~~018~~869,050.2473 0487,204.0032 06,224,394.0025 0708,708.0053 ~~159~~25,~~018~~289,357.2483 0-29 Days 0.~~000000~~164114% 0.000000% 0.000000% 0.~~000000~~164114% 0.~~000000~~155099% 0.000000% 0.000000% 0.~~000000~~155099% 30 Days 03.~~092721~~884026% 0.000000% 0.000000% 0.000000% 03.~~092721~~884026% 03.~~047218~~926214% 0.000000% 0.000000% 0.000000% 03.~~047218~~926214% 60 Days 01.~~000000~~805252% 0.000000% 0.~~000000~~109409% 0.000000% 01.~~000000~~914661% 01.~~000000~~898427% 0.000000% 0.~~000000~~038002% 0.000000% 01.~~000000~~936430% 90 Days 0.~~000000~~492341% 0.000000% 0.~~000000~~984683% 0.000000% 01.~~000000~~477024% 0.~~000000~~519695% 0.000000% 0.~~000000~~811139% 0.000000% 01.~~000000~~330833% 120 Days 0.~~000000~~109409% 0.000000% 01.~~000000~~148796% 0.~~000000~~109409% 01.~~000000~~367615% 0.~~000000~~084636% 0.000000% 0.~~000000~~984596% 0.~~000000~~073805% 01.~~000000~~143037% 150 Days 0.000000% 0.~~000000~~054705% 0.~~000000~~382932% 0.~~000000~~164114% 0.~~000000~~601751% 0.000000% 0.~~000000~~020189% 0.~~000000~~353246% 0.~~000000~~110533% 0.~~000000~~483967% 180+ Days 0.000000% 0.000000% 0.~~000000~~109409% 0.~~000000~~109409% 0.~~000000~~218818% 0.000000% 0.000000% 0.~~000000~~052446% 0.~~000000~~070643% 0.~~000000~~123088% Totals 06.~~092721~~291028% 0.~~000000~~218818% 02.~~000000~~735230% 0.~~000000~~382932% 09.~~092721~~628009% 06.~~047218~~428971% 0.~~000000~~175288% 02.~~000000~~239428% 0.~~000000~~254981% 09.~~047218~~098668% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 3A 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 1137 0 0 0 1137 ~~883~~4,~~855~~798,405.0489 0.00 0.00 0.00 ~~883~~4,~~855~~798,405.0489 60 Days 822 01 01 0 824 ~~415~~2,~~623~~257,609.4975 047,692.0093 051,992.0066 0.00 ~~415~~2,~~623~~357,295.4934 90 Days 012 0 05 0 017 01,233,851.0047 0.00 0584,384.0016 0.00 01,818,235.0063 120 Days 012 01 011 01 025 01,167,892.0096 096,955.0080 01,469,669.0008 0151,547.0011 02,886,064.0095 150 Days 03 02 02 0 07 0308,424.0038 0200,719.0079 0145,220.0077 0.00 0654,364.0094 180+ Days 03 02 03 0 08 0270,955.0056 0115,853.0016 0178,628.0012 0.00 0565,436.0084 Totals 1989 06 022 01 19118 110,~~299~~037,~~478~~140.5301 0461,221.0068 02,429,894.0079 0151,547.0011 113,~~299~~079,~~478~~803.5359 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 02.~~579557~~181604% 0.000000% 0.000000% 0.000000% 02.~~579557~~181604% 02.~~395915~~364027% 0.000000% 0.000000% 0.000000% 02.~~395915~~364027% 60 Days 01.~~421496~~297170% 0.~~000000~~058962% 0.~~000000~~058962% 0.000000% 01.~~421496~~415094% 01.~~186175~~112255% 0.~~000000~~023497% 0.~~000000~~025615% 0.000000% 01.~~186175~~161367% 90 Days 0.~~000000~~707547% 0.000000% 0.~~000000~~294811% 0.000000% 01.~~000000~~002358% 0.~~000000~~607881% 0.000000% 0.~~000000~~287908% 0.000000% 0.~~000000~~895789% 120 Days 0.~~000000~~707547% 0.~~000000~~058962% 0.~~000000~~648585% 0.~~000000~~058962% 01.~~000000~~474057% 0.~~000000~~575385% 0.~~000000~~047767% 0.~~000000~~724061% 0.~~000000~~074663% 01.~~000000~~421876% 150 Days 0.~~000000~~176887% 0.~~000000~~117925% 0.~~000000~~117925% 0.000000% 0.~~000000~~412736% 0.~~000000~~151951% 0.~~000000~~098888% 0.~~000000~~071546% 0.000000% 0.~~000000~~322386% 180+ Days 0.~~000000~~176887% 0.~~000000~~117925% 0.~~000000~~176887% 0.000000% 0.~~000000~~471698% 0.~~000000~~133491% 0.~~000000~~057077% 0.~~000000~~088005% 0.000000% 0.~~000000~~278573% Totals 15.~~001054~~247642% 0.~~000000~~353774% 01.~~000000~~297170% 0.~~000000~~058962% 16.~~001054~~957547% 04.~~582090~~944991% 0.~~000000~~227230% 01.~~000000~~197135% 0.~~000000~~074663% 06.~~582090~~444018% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 3B 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 0231,991.0064 0.00 0.00 0231,991.0064 30 Days 5137 0 0 0 5137 133,~~639~~337,~~614~~641.4450 0.00 0.00 0.00 133,~~639~~337,~~614~~641.4450 60 Days 078 0 08 0 086 020,570,044.0043 0.00 02,334,172.0079 0.00 022,904,217.0022 90 Days 111 0 048 0 159 ~~386~~3,~~266~~269,783.4282 0.00 012,259,283.0085 0.00 ~~386~~15,~~266~~529,067.4267 120 Days 03 02 045 02 052 0860,018.0011 0282,583.0036 014,635,686.0085 0101,029.0019 015,879,317.0051 150 Days 03 01 019 02 025 0566,773.0009 0424,437.0037 04,766,032.0079 0656,515.0085 06,413,759.0010 180+ Days 0 0 04 0 04 0.00 0.00 0994,367.0072 0.00 0994,367.0072 Totals 6232 04 0124 04 6364 258,~~025~~604,~~880~~260.8695 0939,012.0037 034,989,544.00 0757,545.0004 295,~~025~~290,~~880~~362.8636 0-29 Days 0.~~000000~~031368% 0.000000% 0.000000% 0.~~000000~~031368% 0.~~000000~~027947% 0.000000% 0.000000% 0.~~000000~~027947% 30 Days 04.~~136240~~297365% 0.000000% 0.000000% 0.000000% 04.~~136240~~297365% 04.~~168932~~016066% 0.000000% 0.000000% 0.000000% 04.~~168932~~016066% 60 Days 02.~~000000~~446675% 0.000000% 0.~~000000~~250941% 0.000000% 02.~~000000~~697616% 02.~~000000~~477999% 0.000000% 0.~~000000~~281189% 0.000000% 02.~~000000~~759189% 90 Days 0.~~027248~~345044% 0.000000% 01.~~000000~~505646% 0.000000% 01.~~027248~~850690% 0.~~039798~~393899% 0.000000% 01.~~000000~~476832% 0.000000% 01.~~039798~~870731% 120 Days 0.~~000000~~094103% 0.~~000000~~062735% 01.~~000000~~411543% 0.~~000000~~062735% 01.~~000000~~631117% 0.~~000000~~103603% 0.~~000000~~034042% 01.~~000000~~763108% 0.~~000000~~012171% 01.~~000000~~912924% 150 Days 0.~~000000~~094103% 0.~~000000~~031368% 0.~~000000~~595985% 0.~~000000~~062735% 0.~~000000~~784191% 0.~~000000~~068277% 0.~~000000~~051130% 0.~~000000~~574147% 0.~~000000~~079088% 0.~~000000~~772642% 180+ Days 0.000000% 0.000000% 0.~~000000~~125471% 0.000000% 0.~~000000~~125471% 0.000000% 0.000000% 0.~~000000~~119788% 0.000000% 0.~~000000~~119788% Totals 07.~~163488~~277290% 0.~~000000~~125471% 03.~~000000~~889586% 0.~~000000~~125471% 011.~~163488~~417817% 07.~~208730~~059844% 0.~~000000~~113119% 04.~~000000~~215064% 0.~~000000~~091259% 011.~~208730~~479287%

~~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. 1A 12Days ~~Month~~Number ~~REO~~of History*Outstanding ~~New REO Loans Month REO~~ Percentage ~~Loans~~of inNumber ~~REO~~of 0Outstanding 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. 1B 12 Month REO History* New REO Loans Month REO 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. 2A 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~~24 01,802,809.~~000%~~54 ~~Apr-06~~ 0.~~000%~~078 ~~May-06~~5 0146,255.~~000%~~93 ~~Jun-06~~ 0.~~000%~~074 *The210 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. 2B 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Jul-05 ~~0.000%~~239 ~~Original~~5 ~~Principal Balance 0~~923,835.00 ~~Aug-05~~ 0.~~000%~~040 ~~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~~240 ~~Actual Balance 0.00 Feb~~-06 ~~0.000%~~269 ~~Mar-06~~1 053,899.000% 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. 3A 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Jul-05 0.~~000%~~002 ~~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~~30 02,780,543.~~000%~~59 ~~Loans in REO~~ 0 ~~Dec-05 0~~.~~000%~~120 ~~Original~~5 ~~Principal Balance 0~~146,255.0093 ~~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. 3B 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 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.074

~~REO~~180+ ~~Loan~~Delinquency ~~Detail~~Summary -(continued) ~~All~~1B ~~Mortgage~~2A Days Number of Outstanding Percentage of Number of Outstanding Percentage of Delinquent Loans inActual ~~REO~~Balance(%) ~~during~~Loans ~~Current~~Actual ~~Period~~Balance(%) ~~Month~~Balance($) ~~Loan~~Balance($) ~~First~~180 ~~Original~~- ~~Loan~~209 ~~Entered~~1 ~~Payment~~234,134.36 ~~LTV~~0.032 at6 ~~Principal~~376,450.03 ~~Group~~0.418 ~~Number~~210 ~~REO~~- ~~Date~~239 ~~State~~0 ~~Origination~~0.00 ~~Balance~~0.000 No1 ~~REO~~67,881.00 ~~Loans~~0.075 ~~this~~240 ~~Period~~- 269 1 53,899.05 0.007 0 0.00 0.000 Total 2 288,033.41 0.039 7 444,331.03 0.493

~~REO~~180+ ~~Loan~~Delinquency ~~Detail~~Summary -(continued) ~~All~~2B ~~Mortgage~~3A Days Number of Outstanding Percentage of Number of Outstanding Percentage of Delinquent Loans inActual ~~REO~~Balance(%) ~~during~~Loans ~~Current~~Actual ~~Period~~Balance(%) Balance(~~continued~~$) ~~Current~~Balance($) ~~Paid~~180 ~~Current~~- ~~Approximate~~209 ~~Loan~~4 ~~Actual~~342,118.66 To0.123 ~~Months~~6 ~~Loan~~437,395.84 ~~Delinquent~~0.215 ~~Group~~210 ~~Number~~- ~~Balance~~239 ~~Date~~0 ~~Delinquent~~0.00 ~~Rate~~0.000 ~~Interest~~2 No128,041.00 ~~REO~~0.063 ~~Loans~~240 ~~this~~- ~~Period~~269 0 0.00 0.000 0 0.00 0.000 Total 4 342,118.66 0.123 8 565,436.84 0.278

~~Summary~~180+ 12Delinquency ~~Month~~Summary ~~Foreclosure~~(continued) History*3B ~~New~~Days ~~Foreclosure~~Number ~~Loans~~of ~~Month~~Outstanding ~~Foreclosure~~ Percentage ~~Loans~~of inDelinquent ~~Foreclosure 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 Foreclosure Total Nov-05 0.000%~~ Loans ~~in Foreclosure 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. 1A 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 Jul-05 0.000% Original Principal Balance($) ~~0.00~~180 ~~Aug~~-05 ~~0.000%~~209 ~~Current~~2 ~~Actual Balance 0~~266,454.0072 ~~Sep-05~~ 0.~~000%~~032 ~~Oct-05~~210 ~~0.000% Current Foreclosure Total Nov~~-05 ~~0.000%~~239 ~~Loans~~2 ~~in Foreclosure 0 Dec-05 0~~727,913.~~000% Original Principal Balance 0.~~00 ~~Jan-06~~ 0.~~000%~~088 ~~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. 1B 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 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 Foreclosure~~ Total ~~Nov-05~~4 0994,367.~~000%~~72 ~~Loans in Foreclosure~~ 0 ~~Dec-05 0~~.~~000%~~120 ~~Original~~This 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~~includes ~~monthly~~all ~~bond~~loans ~~remittance~~greater ~~report~~than ~~can~~180 bedays ~~viewed~~delinquent ~~online~~regardless atof ~~www.ctslink.com.~~status 2A(REO, ~~12 Month~~ Foreclosure, ~~History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 Jul-05 0~~Bankruptcy).000% Original Principal Balance 0.00 Aug-05 0.000% Current Actual Balance 0.00 Sep-05 0.000% Oct-05 0.000% Current Foreclosure Total Nov-05 0.000% Loans in Foreclosure 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. 2B 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 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 Foreclosure Total Nov-05 0.000% Loans in Foreclosure 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. 3A 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 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 Foreclosure Total Nov-05 0.000% Loans in Foreclosure 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. 3B 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 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 Foreclosure Total Nov-05 0.000% Loans in Foreclosure 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.

REO Detail - All Mortgage Loans in REO during Current Period

~~Foreclosure~~Summary ~~Loan~~12 ~~Detail~~Month REO History* New REO Loans Month REO Percentage Loans in REO 16 Dec-05 ~~All~~0.000% ~~Mortgage~~Original Principal Balance 1,860,350.00 Jan-06 0.000% Current Actual Balance 1,856,153.30 Feb-06 0.000% Mar-06 0.000% Current REO Total Apr-06 0.000% Loans in ~~Foreclosure~~REO ~~during~~22 May-06 0.000% Original Principal Balance 2,580,364.00 Jun-06 0.000% Current ~~Period~~Actual Balance 2,575,441.44 Jul-06 0.000% Aug-06 0.000% Sep-06 0.008% Oct-06 0.030% Nov-06 0.111% *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. 1A 12 Month ~~Loan~~REO ~~First~~History* New REO Loans Month REO Percentage Loans in REO 1 Dec-05 0.000% Original ~~Loan~~Principal ~~Entered~~Balance ~~Payment~~56,160.00 ~~LTV~~Jan-06 0.000% Current Actual Balance 55,924.76 Feb-06 0.000% Mar-06 0.000% Current REO Total Apr-06 0.000% Loans in REO 1 May-06 0.000% Original Principal Balance 56,160.00 Jun-06 0.000% Current Actual Balance 55,924.76 Jul-06 0.000% Aug-06 0.000% Sep-06 0.000% Oct-06 0.000% Nov-06 0.028% *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. 1B 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 7 Dec-05 0.000% Original Principal ~~Group~~Balance ~~Number~~768,050.00 FCJan-06 ~~Date~~0.000% ~~State~~Current ~~Origination~~Actual Balance No765,575.48 ~~Foreclosure~~Feb-06 0.000% Mar-06 0.000% Current REO Total Apr-06 0.000% Loans ~~this~~in ~~Period~~REO 8 May-06 0.000% Original Principal Balance 854,450.00 Jun-06 0.000% Current Actual Balance 851,975.48 Jul-06 0.000% Aug-06 0.000% Sep-06 0.011% Oct-06 0.011% Nov-06 0.118% *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. 2A 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 1 Dec-05 0.000% Original Principal Balance 50,000.00 Jan-06 0.000% Current Actual Balance 49,740.52 Feb-06 0.000% Mar-06 0.000% Current REO Total Apr-06 0.000% Loans in REO 1 May-06 0.000% Original Principal Balance 50,000.00 Jun-06 0.000% Current Actual Balance 49,740.52 Jul-06 0.000% Aug-06 0.000% Sep-06 0.000% Oct-06 0.000% Nov-06 0.055% *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. 2B 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 3 Dec-05 0.000% Original Principal Balance 267,550.00 Jan-06 0.000% Current Actual Balance 267,036.24 Feb-06 0.000% Mar-06 0.000% Current REO Total Apr-06 0.000% Loans in REO 7 May-06 0.000% Original Principal Balance 709,850.00 Jun-06 0.000% Current Actual Balance 708,708.53 Jul-06 0.000% Aug-06 0.000% Sep-06 0.040% Oct-06 0.153% Nov-06 0.255% *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. 3A 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 1 Dec-05 0.000% Original Principal Balance 151,990.00 Jan-06 0.000% Current Actual Balance 151,547.11 Feb-06 0.000% Mar-06 0.000% Current REO Total Apr-06 0.000% Loans in REO 1 May-06 0.000% Original Principal Balance 151,990.00 Jun-06 0.000% Current Actual Balance 151,547.11 Jul-06 0.000% Aug-06 0.000% Sep-06 0.000% Oct-06 0.000% Nov-06 0.075% *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. 3B 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 3 Dec-05 0.000% Original Principal Balance 566,600.00 Jan-06 0.000% Current Actual Balance 566,329.19 Feb-06 0.000% Mar-06 0.000% Current REO Total Apr-06 0.000% Loans in REO 4 May-06 0.000% Original Principal Balance 757,914.00 Jun-06 0.000% Current Actual Balance 757,545.04 Jul-06 0.000% Aug-06 0.000% Sep-06 0.000% Oct-06 0.022% Nov-06 0.091% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

~~Foreclosure~~REO Loan Detail - All Mortgage Loans in ~~Foreclosure~~REO during Current Period ~~(continued)~~Month ~~Current~~Loan ~~Paid~~First ~~Current~~Original ~~Approximate~~ Loan ~~Actual~~Entered ToPayment ~~Months~~LTV ~~Loan~~at ~~Delinquent~~Principal Group Number ~~Balance~~REO Date ~~Delinquent~~State ~~Rate~~Origination ~~Interest~~Balance No1A ~~Foreclosure~~0119121325 ~~Loans~~Nov-2006 ~~this~~01-Dec-2005 ~~Period~~TN 90.00 56,160.00 1B 0116718743 Nov-2006 01-Aug-2005 MI 95.00 73,150.00 1B 0119115293 Nov-2006 01-Sep-2005 KS 68.49 50,000.00 1B 0119442838 Nov-2006 01-Nov-2005 OH 90.00 148,500.00 1B 0119774586 Nov-2006 01-Feb-2006 MN 90.00 292,500.00 1B 0119804144 Nov-2006 01-Apr-2006 CO 63.56 92,800.00 1B 0119992253 Sep-2006 01-May-2006 MI 90.00 86,400.00 1B 0119997039 Nov-2006 01-May-2006 MI 80.00 63,600.00 1B 0120191168 Nov-2006 01-Apr-2006 MI 95.00 47,500.00 2A 0119120608 Nov-2006 01-Dec-2005 MI 60.24 50,000.00 2B 0119196277 Oct-2006 01-Feb-2006 MI 85.00 151,300.00 2B 0119221463 Nov-2006 01-Feb-2006 MI 78.80 72,500.00 2B 0119221877 Oct-2006 01-Jan-2006 MO 90.00 76,500.00 2B 0119223162 Oct-2006 01-Jan-2006 GA 90.00 94,500.00 2B 0119451722 Nov-2006 01-Feb-2006 MI 85.00 62,050.00 2B 0119762268 Nov-2006 01-Mar-2006 MI 95.00 133,000.00 2B 0119950764 Sep-2006 01-Apr-2006 MI 80.00 120,000.00 3A 0119760866 Nov-2006 01-Feb-2006 TX 80.00 151,990.00 3B 0119117182 Nov-2006 01-Feb-2006 MI 57.47 50,000.00 3B 0119127967 Nov-2006 01-Feb-2006 AL 82.08 51,300.00 3B 0119965929 Oct-2006 01-Apr-2006 MO 100.00 191,314.00 3B 0119984078 Nov-2006 01-Jan-2006 VA 90.00 465,300.00

~~Summary~~REO 12Loan ~~Month~~Detail ~~Bankruptcy~~- History*All ~~New~~Mortgage ~~Bankruptcy~~ Loans ~~Month Bankruptcy Percentage Loans~~ in ~~Bankruptcy~~REO 0during ~~Jul-05~~Current ~~0.000%~~Period ~~Original~~(continued) ~~Principal Balance 0.00 Aug-05 0.000%~~ Current ~~Actual~~Paid ~~Balance 0.00 Sep-05 0.000% Oct-05 0.000%~~ Current ~~Bankruptcy~~Approximate ~~Total~~Loan ~~Nov-05~~Actual ~~0.000%~~To ~~Loans~~Months inLoan ~~Bankruptcy~~Delinquent 3Group ~~Dec-05~~Number ~~0.000% Original Principal~~ Balance ~~62,600.00~~Date ~~Jan-06~~Delinquent ~~0.000%~~Rate ~~Current~~Interest ~~Actual~~1A ~~Balance~~0119121325 6155,~~940~~924.3076 ~~Feb~~01-~~06 0.000% Mar-06 0.000% Apr-06 0.000%~~ May-062006 ~~0.000%~~4 ~~Jun-06 0~~8.~~002~~150% *The text reported in the above table is presented graphically on the monthly bond remittance report2,135.51 ~~The~~1B ~~monthly~~0116718743 ~~bond remittance report can be viewed online at www~~72,700.~~ctslink.com.~~28 ~~1A 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 Jul~~01-05May-2006 04 8.~~000~~700% ~~Original Principal Balance 0~~2,976.~~00 Aug-~~05 ~~0.000%~~1B ~~Current~~0119115293 ~~Actual Balance 0~~49,674.0004 ~~Sep~~01-~~05 0.000% Oct~~Apr-052006 ~~0.000%~~5 ~~Current Bankruptcy Total Nov-05 0~~7.~~000~~750% ~~Loans in Bankruptcy~~ 1 ~~Dec-05 0~~,797.~~000%~~27 ~~Original~~1B ~~Principal~~0119442838 ~~Balance 22~~147,~~400~~781.0023 ~~Jan~~01-06Apr-2006 05 7.~~000~~950% ~~Current Actual Balance 22~~5,~~345~~494.6194 ~~Feb-06~~1B ~~0.000%~~0119774586 ~~Mar-06 0~~291,723.~~000%~~47 01-Apr-062006 ~~0.000%~~5 ~~May-06 0~~7.~~000~~350% ~~Jun-06 0~~9,963.~~010%~~86 *The1B ~~text~~0119804144 ~~reported in the above table is presented graphically on the monthly bond remittance report~~92,645.14 ~~The~~01-May-2006 ~~monthly~~4 ~~bond remittance report can be viewed online at www~~6.~~ctslink.com. 1B 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 Jul-05 0.000~~925% ~~Original Principal Balance 0~~2,990.0075 ~~Aug-05~~1B ~~0.000%~~0119992253 ~~Current Actual Balance 0~~86,400.00 ~~Sep~~01-~~05 0.000% Oct~~Apr-052006 ~~0.000%~~5 ~~Current Bankruptcy Total Nov-05 0~~11.~~000~~250% ~~Loans in Bankruptcy 0 Dec-05 0~~4,638.~~000%~~42 ~~Original~~1B ~~Principal~~0119997039 ~~Balance 0~~63,600.00 ~~Jan~~01-06Apr-2006 05 8.~~000~~250% ~~Current Actual Balance 0~~2,458.0094 ~~Feb-06~~1B ~~0.000%~~0120191168 ~~Mar-06 0~~47,451.~~000%~~32 ~~Apr~~01-~~06 0.000%~~ May-062006 ~~0.000%~~4 ~~Jun-06 0~~9.~~000~~325% *The text reported in the above table is presented graphically on the monthly bond remittance report2,112.39 ~~The monthly bond remittance report can be viewed online at www.ctslink.com.~~ 2A 120119120608 ~~Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 Jul-05 0~~49,740.~~000%~~52 ~~Original Principal Balance 0.00 Aug~~01-~~05 0.000% Current Actual Balance 0.00 Sep~~Apr-052006 ~~0.000%~~5 ~~Oct-05 0~~6.~~000~~800% ~~Current Bankruptcy Total Nov-05 0~~1,563.~~000%~~31 ~~Loans~~2B in0119196277 ~~Bankruptcy 2 Dec-05 0.000% Original Principal Balance 40~~151,~~200~~082.0052 ~~Jan~~01-06Apr-2006 05 9.~~000~~662% ~~Current Actual Balance 39~~6,~~594~~909.6910 ~~Feb-06~~2B ~~0.000%~~0119221463 ~~Mar-06 0~~72,338.~~000%~~16 ~~Apr~~01-~~06 0.000%~~ May-062006 ~~0.000%~~4 ~~Jun-06 0~~8.~~040~~950% *The text reported in the above table is presented graphically on the monthly bond remittance report3,051.88 ~~The~~2B ~~monthly~~0119221877 ~~bond remittance report can be viewed online at www~~76,348.~~ctslink.com.~~56 ~~2B 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 Jul~~01-05Mar-2006 06 8.~~000~~115% ~~Original Principal Balance 0~~2,898.0008 ~~Aug-05~~2B ~~0.000%~~0119223162 ~~Current Actual Balance 0~~94,241.0021 ~~Sep~~01-~~05 0.000% Oct~~Apr-052006 ~~0.000%~~5 ~~Current Bankruptcy Total Nov-05 0~~7.~~000~~950% ~~Loans in Bankruptcy 0 Dec-05 0~~3,501.~~000%~~81 ~~Original~~2B ~~Principal~~0119451722 ~~Balance 0~~61,898.00 ~~Jan~~01-06Apr-2006 05 8.~~000~~500% ~~Current Actual Balance 0~~2,472.0001 ~~Feb-06~~2B ~~0.000%~~0119762268 ~~Mar-06 0~~132,800.~~000%~~08 ~~Apr~~01-~~06 0.000%~~ May-062006 ~~0.000%~~4 ~~Jun-06 0~~9.~~000~~450% *The text reported in the above table is presented graphically on the monthly bond remittance report5,935.14 ~~The~~2B ~~monthly~~0119950764 ~~bond remittance report can be viewed online at www.ctslink.com. 3A 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 Jul-05 0.~~120,000~~% Original Principal Balance 0~~.00 ~~Aug~~01-05Mar-2006 06 7.~~000~~650% ~~Current~~4,275.92 ~~Actual~~3A ~~Balance~~0119760866 0151,547.0011 ~~Sep~~01-~~05 0.000% Oct~~May-052006 ~~0.000%~~4 ~~Current Bankruptcy Total Nov-05 0~~7.~~000~~640% ~~Loans in Bankruptcy 0 Dec-05 0~~5,399.~~000%~~43 ~~Original~~3B ~~Principal~~0119117182 ~~Balance 0~~49,857.0046 ~~Jan~~01-06May-2006 04 7.~~000~~750% ~~Current Actual Balance 0~~1,804.0003 ~~Feb-06~~3B ~~0.000%~~0119127967 ~~Mar-06 0~~51,171.~~000%~~73 ~~Apr~~01-~~06 0.000%~~ May-062006 ~~0.000%~~4 ~~Jun-06 0~~8.~~000~~400% *The text reported in the above table is presented graphically on the monthly bond remittance report2,018.02 ~~The monthly bond remittance report can be viewed online at www.ctslink.com.~~ 3B 120119965929 ~~Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 Jul-05 0~~191,215.~~000%~~85 ~~Original Principal Balance 0.00 Aug~~01-~~05 0.000% Current Actual Balance 0.00 Sep~~Apr-052006 ~~0.000%~~5 ~~Oct-05 0~~9.~~000~~300% ~~Current Bankruptcy Total Nov-05 0~~8,398.~~000%~~07 ~~Loans~~3B in0119984078 ~~Bankruptcy 0 Dec-05 0~~465,300.~~000% Original Principal Balance 0.~~00 ~~Jan~~01-~~06 0.000% Current Actual Balance 0.00 Feb-06 0.000% Mar-06 0.000%~~ Apr-062006 ~~0.000%~~5 ~~May-06 0~~8.~~000~~200% ~~Jun-06 0~~17,914.~~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.~~02

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

~~Bankruptcy~~Summary ~~Detail~~12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 166 Dec-05 ~~All~~0.000% ~~Mortgage~~Original Principal Balance 33,956,448.00 Jan-06 0.000% Current Actual Balance 33,917,403.31 Feb-06 0.000% Mar-06 0.000% Current Foreclosure Total Apr-06 0.000% Loans in ~~Bankruptcy~~Foreclosure ~~during~~315 May-06 0.000% Original Principal Balance 62,355,723.00 Jun-06 0.000% Current ~~Period~~Actual ~~Group~~Balance ~~Loan~~62,288,130.84 ~~Month~~Jul-06 ~~Loan~~0.031% ~~First~~Aug-06 ~~State~~0.120% ~~LTV~~Sep-06 0.267% Oct-06 1.360% Nov-06 2.682% *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 ~~Original~~www.ctslink.com. ~~Number~~1A ~~Entered~~12 ~~Payment~~Month ~~Origination~~Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 7 Dec-05 0.000% Original Principal ~~Bankruptcy~~Balance ~~Date~~616,105.00 Jan-06 0.000% Current Actual Balance 1A615,207.67 ~~0118779297~~Feb-06 0.000% Mar-06 0.000% Current Foreclosure Total Apr-06 0.000% Loans in Foreclosure 15 May-06 0.000% Original Principal Balance 1,103,825.00 Jun-~~2006~~06 010.000% Current Actual Balance 1,101,681.72 Jul-~~Feb~~06 0.000% Aug-~~2006~~06 MI0.018% 20Sep-06 0.149% Oct-06 0.364% Nov-06 0.558% *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. 1B 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 58 Dec-05 0.000% Original Principal Balance 10,159,388.00 22Jan-06 0.000% Current Actual Balance 10,145,475.68 Feb-06 0.000% Mar-06 0.000% Current Foreclosure Total Apr-06 0.000% Loans in Foreclosure 101 May-06 0.000% Original Principal Balance 17,400,215.00 Jun-06 0.000% Current Actual Balance 17,376,292.03 Jul-06 0.007% Aug-06 0.075% Sep-06 0.264% Oct-06 1.149% Nov-06 2.400% *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. 2A ~~0117706481~~12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 1 Dec-05 0.000% Original Principal Balance 18,000.00 Jan-06 0.000% Current Actual Balance 17,684.30 Feb-06 0.000% Mar-06 0.000% Current Foreclosure Total Apr-06 0.000% Loans in Foreclosure 3 May-06 0.000% Original Principal Balance 166,800.00 Jun-~~2006~~06 270.000% Current Actual Balance 166,324.05 Jul-06 0.000% Aug-~~2005~~06 NC0.040% Sep-06 0.094% Oct-06 0.257% Nov-06 0.185% *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. 2B 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 20 Dec-05 0.000% Original Principal Balance 2,996,420.00 24Jan-06 0.000% Current Actual Balance 2,~~800~~992,673.71 Feb-06 0.000% Mar-06 0.000% Current Foreclosure Total Apr-06 0.000% Loans in Foreclosure 50 May-06 0.000% Original Principal Balance 6,233,600.00 2AJun-06 ~~0117708016~~0.000% Current Actual Balance 6,224,394.25 Jul-06 0.000% Aug-06 0.050% Sep-06 0.189% Oct-06 1.443% Nov-06 2.239% *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. 3A 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 14 Dec-05 0.000% Original Principal Balance 1,614,394.00 Jan-06 0.000% Current Actual Balance 1,613,165.06 Feb-06 0.000% Mar-06 0.000% Current Foreclosure Total Apr-06 0.000% Loans in Foreclosure 22 May-06 0.000% Original Principal Balance 2,433,056.00 Jun-~~2006~~06 180.000% Current Actual Balance 2,429,894.79 Jul-06 0.000% Aug-06 0.308% Sep-~~2005~~06 NE0.181% 20Oct-06 0.486% Nov-06 1.197% *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. 3B 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 66 Dec-05 0.000% Original Principal Balance 18,552,141.00 15Jan-06 0.000% Current Actual Balance 18,~~400~~533,196.89 Feb-06 0.000% Mar-06 0.000% Current Foreclosure Total Apr-06 0.000% Loans in Foreclosure 124 May-06 0.000% Original Principal Balance 35,018,227.00 Jun-06 0.000% Current Actual Balance 34,989,544.00 Jul-06 0.080% Aug-06 0.171% Sep-06 0.364% Oct-06 2.087% Nov-06 4.215% *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 (continued) Group Loan Current Paid To Months Current Approximate Number Actual Date Delinquent Loan Rate Delinquent Balance Interest 1A 0118779297 22,345.61 01-Mar-2006 1 10.800% 196.64 2A 0117706481 24,403.90 28-May-2006 0 8.750% 173.15 2A 0117708016 15,190.79 18-Apr-2006 0 8.750% 107.61

Realized Loss Report - Collateral Summary MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 N/A N/A May-2006 N/A N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 N/A N/A May-2006 N/A N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. 1A MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 N/A N/A May-2006 N/A N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 N/A N/A May-2006 N/A N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. 1B MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 N/A N/A May-2006 N/A N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 N/A N/A May-2006 N/A N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. 2A MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 N/A N/A May-2006 N/A N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 N/A N/A May-2006 N/A N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. 2B MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 N/A N/A May-2006 N/A N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 N/A N/A May-2006 N/A N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. 3A MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 N/A N/A May-2006 N/A N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 N/A N/A May-2006 N/A N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. 3B MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 N/A N/A May-2006 N/A N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 N/A N/A May-2006 N/A N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Monthly Default Rate (MDR): sum(Beg Scheduled Balance of Liquidated Loans)/ sum(Beg Scheduled Balance). Conditional Default Rate (CDR): 1-((1-MDR)^12) SDA Standard Default Assumption: If WAS is less than or equal to 30 then CDR /(WAS * 0.02) else if WAS is greater than 30 and less than or equal to 60 then CDR / 0.6 else if WAS is greater than 60 and less than or equal to 120 then CDR / (0.6 - ((WAS - 60) * 0.0095)) else if WAS is greater than 120 then CDR / 0.03 Loss Severity Approximation for current period: sum(Realized Loss Amount)/sum(Beg Scheduled Balance of Liquidated Loans)

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

~~Prepayment~~Summary ~~Detail~~12 -Month ~~Prepayments~~Bankruptcy ~~during~~History* ~~Current~~New ~~Period~~Bankruptcy ~~Summary~~Loans Month Bankruptcy Percentage Loans ~~Paid~~in InBankruptcy ~~Full~~9 ~~Repurchased~~Dec-05 ~~Loans~~0.000% Original Principal Balance 1,061,979.85 Jan-06 0.000% Current ~~Original~~Actual Balance 1,059,497.59 Feb-06 0.000% Mar-06 0.000% Current ~~Principal~~Bankruptcy ~~Scheduled~~Total Apr-06 0.000% Loans in Bankruptcy 36 May-06 0.000% Original Principal ~~Scheduled~~Balance ~~Group~~3,853,534.85 ~~Count~~Jun-06 0.002% Current Actual Balance 3,840,614.87 Jul-06 0.022% Aug-06 0.043% Sep-06 0.075% Oct-06 0.123% Nov-06 0.165% *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. 1A 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 2 Dec-05 0.000% Original Principal Balance ~~Count~~64,450.00 Jan-06 0.000% Current Actual Balance 64,081.20 Feb-06 0.000% Mar-06 0.000% Current Bankruptcy Total Apr-06 0.000% Loans in Bankruptcy 5 May-06 0.000% Original Principal Balance 1A199,030.00 23Jun-06 10.010% Current Actual Balance 198,~~523,098~~400.8087 Jul-06 0.038% Aug-06 0.038% Sep-06 0.039% Oct-06 0.095% Nov-06 0.100% *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. 1B 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 1 Dec-05 0.000% Original Principal Balance 57,~~521~~000.00 Jan-06 0.000% Current Actual Balance 56,~~001~~687.6723 Feb-06 0.000% Mar-06 0.00000% Current Bankruptcy Total Apr-06 0.00000% 1BLoans 58in 11Bankruptcy 12 May-06 0.000% Original Principal Balance 1,~~731~~328,~~999~~450.6000 11Jun-06 0.000% Current Actual Balance 1,~~701~~322,~~295~~983.4966 Jul-06 0.007% Aug-06 0.013% Sep-06 0.074% Oct-06 0.182% Nov-06 0.183% *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. 2A 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 Dec-05 0.000% Original Principal Balance 0.00 Jan-06 0.000% Current Actual Balance 0.00 2AFeb-06 90.000% ~~357~~Mar-06 0.000% Current Bankruptcy Total Apr-06 0.000% Loans in Bankruptcy 5 May-06 0.000% Original Principal Balance 435,~~250~~300.00 ~~354~~Jun-06 0.040% Current Actual Balance 431,~~701~~791.1897 Jul-06 0.041% Aug-06 0.00417% Sep-06 0.00426% Oct-06 0.470% Nov-06 0.480% *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. 2B 1712 3Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 1 Dec-05 0.000% Original Principal Balance 289,~~256,687~~600.00 3Jan-06 0.000% Current Actual Balance 289,~~248,897~~600.7100 3Feb-06 ~~512~~0.000% Mar-06 0.000% Current Bankruptcy Total Apr-06 0.000% Loans in Bankruptcy 4 May-06 0.000% Original Principal Balance 487,~~200~~950.00 ~~510~~Jun-06 0.000% Current Actual Balance 487,~~976~~204.7532 Jul-06 0.097% Aug-06 0.162% Sep-06 0.066% Oct-06 0.068% Nov-06 0.175% *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. 3A 2612 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 2 Dec-05 0.000% Original Principal Balance 134,~~080,214~~737.0040 2Jan-06 0.000% Current Actual Balance 134,~~075,260~~554.2216 Feb-06 0.000% Mar-06 0.00000% Current Bankruptcy Total Apr-06 0.00000% 3BLoans in Bankruptcy 6 May-06 0.000% Original Principal Balance 461,912.40 12Jun-06 0.000% Current Actual Balance 461,~~653,475~~221.0068 Jul-06 0.000% Aug-06 0.000% Sep-06 0.086% Oct-06 0.158% Nov-06 0.227% *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. 3B 12~~,643,753~~ Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 3 Dec-05 0.88000% 1Original ~~480~~Principal Balance 516,192.45 Jan-06 0.000% Current Actual Balance 514,575.00 ~~478,241~~Feb-06 0.09000% Mar-06 0.000% Current Bankruptcy Total ~~173~~Apr-06 ~~31,602,724~~0.40000% ~~31,544,910.15~~Loans in Bankruptcy 4 ~~992~~May-06 0.000% Original Principal Balance 940,~~200~~892.0045 ~~989~~Jun-06 0.000% Current Actual Balance 939,~~217~~012.8437 Jul-06 0.009% Aug-06 0.000% Sep-06 0.049% Oct-06 0.050% Nov-06 0.113% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

~~Prepayment~~Bankruptcy Detail - ~~Prepayments~~All Mortgage Loans in Bankruptcy during Current Period ~~(continued)~~Group ~~Summary~~Loan ~~Substitution~~Month ~~Loans~~Loan ~~Liquidated~~First ~~Loans~~State ~~Curtailments~~LTV ~~Original~~at ~~Current~~ Original ~~Current~~Number ~~Principal~~Entered ~~Scheduled~~Payment Origination Principal ~~Scheduled~~Bankruptcy ~~Curtailment~~Date ~~Group~~Balance ~~Count~~1A ~~Balance~~0118758127 ~~Balance~~Oct-2006 ~~Count~~01-Dec-2005 ~~Balance~~GA ~~Balance~~20.00 ~~Amount~~32,980.00 1A 00118759406 0Oct-2006 01-Jan-2006 AZ 20.00 039,600.00 01A 00118762830 Nov-2006 01-Dec-2005 OH 20.00 014,200.00 231A 0119122497 Nov-2006 01-Dec-2005 KY 75.00 50,~~445~~250.00 1A 0120221189 Oct-2006 01-May-2006 UT 20.00 62,000.00 1B 00119118578 0Oct-2006 01-Nov-2005 IN 90.00 057,600.00 01B 00119122166 Sep-2006 01-Dec-2005 WI 80.00 052,000.00 ~~(40~~1B 0119126886 Oct-2006 01-Feb-2006 IN 90.00 52,~~215~~200.~~09)~~00 1B 0119126894 Oct-2006 01-Feb-2006 IN 90.00 57,600.00 1B 0119127835 Sep-2006 01-Feb-2006 MO 90.00 58,500.00 1B 0119128239 Nov-2006 01-Feb-2006 MO 95.00 57,000.00 1B 0119452282 Oct-2006 01-Feb-2006 NY 90.00 118,800.00 1B 0119455228 Oct-2006 01-Feb-2006 KS 100.00 89,000.00 1B 0119455525 Oct-2006 01-Feb-2006 KS 95.00 175,750.00 1B 0119456226 Sep-2006 01-Feb-2006 CA 90.00 216,000.00 1B 0120191523 Sep-2006 01-May-2006 MI 100.00 146,000.00 1B 0120220348 Oct-2006 01-May-2006 UT 80.00 248,000.00 2A 00117706481 0Jun-2006 27-Aug-2005 NC 20.00 024,800.00 02A 00117708016 Jun-2006 18-Sep-2005 NE 20.00 015,400.00 22A 0119187680 Aug-2006 01-Feb-2006 MD 20.00 28,~~931~~600.9400 2A 0119233690 Aug-2006 01-Dec-2005 NV 93.55 332,100.00 2A 0119419083 Oct-2006 01-Feb-2006 TX 19.98 34,400.00 2B 00119128072 0Aug-2006 01-Feb-2006 IN 90.00 056,250.00 02B 00119198703 Nov-2006 01-Feb-2006 CA 80.00 0289,600.00 512B 0119199479 Aug-2006 01-Feb-2006 VA 70.00 94,~~335~~500.2800 2B 0119947307 Aug-2006 01-Feb-2006 AL 85.00 47,600.00 3A 00118767896 0Sep-2006 01-Dec-2005 MD 20.00 076,000.00 03A 00118773290 Oct-2006 01-Jan-2006 MO 20.00 047,800.00 ~~(22~~3A 0118775865 Nov-2006 01-Jan-2006 CA 20.00 94,~~226~~737.~~11)~~40 3B3A 00119193134 0Nov-2006 01-Feb-2006 PA 44.44 40,000.00 03A 0119772853 Oct-2006 01-Feb-2006 WA 81.00 097,200.00 03A 0120177456 Sep-2006 01-Apr-2006 VA 20.00 0106,175.00 ~~(32~~3B 0118726215 Nov-2006 01-Nov-2005 MD 85.00 182,~~239~~750.~~08)~~00 ~~Total~~3B 00120177423 0Sep-2006 01-Apr-2006 VA 80.00 0424,700.00 03B 00120191630 Nov-2006 01-May-2006 MI 90.00 0100,800.00 ~~(16~~3B 0120218839 Nov-2006 01-May-2006 MI 85.00 232,~~967~~642.~~86)~~45

~~Prepayment~~Bankruptcy ~~Loan~~ Detail - ~~Prepayments~~All Mortgage Loans in Bankruptcy during Current Period ~~First~~(continued) ~~Original~~Group Loan ~~LTV~~Current atPaid ~~Payment~~To ~~Principal~~Months ~~Prepayment~~Current ~~Group~~Approximate Number ~~State~~Actual ~~Origination~~ Date ~~Balance~~Delinquent ~~Amount~~Loan 1ARate ~~0118756196~~Delinquent MABalance ~~24.56~~Interest ~~01-Jan-2006~~1A ~~41,500.00~~0118758127 4132,~~404~~926.1685 ~~1A 0118757962 AZ 20.00~~ 01-~~Jan~~Apr-2006 ~~39,669.00~~5 ~~39,589~~11.41550% ~~1A 0118759760 AL 20.01 09-Dec-2005 25~~1,~~450~~859.0081 ~~25,398.91~~ 1A ~~0118763168~~0118759406 ~~CA 20.00 01-Jan-2006 63~~39,~~638~~473.0041 ~~63,503.16 1A 0118763952 CA 19.13~~ 01-~~Jan~~Oct-2006 ~~66,000.00~~0 ~~65,806~~11.48750% ~~1A 0118764992 NY 20~~757.0036 ~~01-Jan-2006 67,840.00 67,697.78~~ 1A ~~0118765759~~0118762830 ~~GA 20.00 01-Dec-2005 22,200.00 22,136.62 1A 0118766971 WA 40.~~14 ~~01-Feb-2006 58~~,~~200~~010.0060 ~~58,115.07 1A 0118771690 NJ 20.00~~ 01-~~Jan~~Nov-2006 ~~62,000.00~~(1) ~~61,844~~12.~~82 1A 0118772896 TX 20.00 01-Jan-2006 52,~~000~~.00~~% ~~51,854~~137.5546 1A ~~0118773407~~0119122497 ~~MO 20.00 01-Jan-2006 15~~50,~~800~~070.0060 ~~15,777.08 1A 0118773688 WA 20.00~~ 01-~~Jan~~Jul-2006 ~~18,580.00~~2 ~~18,535~~10.67100% ~~1A 0118781400 TX 20.00 01-Feb-2006 35~~1,~~406~~601.8014 ~~35,324.61~~ 1A ~~0118781533~~0120221189 ~~PA 20.00 01-Jan-2006 36~~61,~~290~~919.0041 ~~36,099.29 1A 0119117570 OK 90.00~~ 01-~~Oct~~Aug-~~2005 50,400.00 50,044.43 1A 0119778546 IL 90.00 01-Apr-~~2006 ~~297,000.00~~1 ~~296,580~~11.92490% ~~1A 0119989572 NM 95.00 01-Apr-2006 64~~1,~~125~~700.0067 ~~64,051.94~~1B 1A0119118578 ~~0120001078 OH 20.00 01-May-2006 50,000.00 49,973.10 1A 0120190160 FL 70.91 01-May-2006 195,000.00 194,774.80 1A 0120210851 IL 20.00 01-May-2006~~ 57,~~800~~388.0028 ~~57,762.80 1A 0120221627 UT 20.00~~ 01-May-2006 ~~69,600.00~~4 ~~69,541~~9.37300% ~~1A 0120227913 NY 20.00 01-May-2006 74~~2,~~000~~521.00 73,956.00 1A 0120230016 AZ 20.00 01-May-2006 60,600.00 60,564.36 1B 0116729849 AZ 80.00 01-Jul-2005 118,400.00 118,209.02 1B 0119114874 CA 72.98 01-Aug-2005 208,000.00 208,000.00 1B 0119118230 MD 90.00 01-Nov-2005 50,040.00 49,738.16 1B 0119118289 MD 90.00 01-Nov-2005 52,200.00 51,929.61 1B ~~0119119584~~0119122166 ~~OH 90.00 01-Dec-2005 56,700.00 56,478.20 1B 0119121366 WI 90.00 01-Jan-2006~~ 51,~~750~~682.0003 ~~51,594.78 1B 0119121929 TN 33.33~~ 01-~~Dec~~Oct-~~2005 55,000.00 54,703.05 1B 0119123602 WI 90.00 01-Jan-~~2006 ~~54,000.00~~0 ~~53,796~~9.~~05 1B 0119444131 MD 95.00 01-Nov-2005 386,650.00 384,303.48 1B 0119444826 ME 89.29 01-Nov-2005~~ 100~~,000.00~~% ~~99,498~~740.0499 1B ~~0119444982~~0119126886 ~~IL 90.00 01-Nov-2005 405~~52,~~000~~027.0080 ~~401,928.09 1B 0119445336 NJ 86.32~~ 01-~~Dec~~Jun-~~2005~~2006 ~~410,000.00~~3 ~~407,486~~8.84150% ~~1B 0119445526 PA 90.00 01-Nov-2005 132~~1,~~300~~656.0014 ~~131,629.18~~ 1B ~~0119446037~~0119126894 ~~CA 90.00 01-Nov-2005 319~~57,~~500~~197.0059 ~~317,099.55 1B 0119446656 CA 100.00~~ 01-~~Nov~~Oct-~~2005~~2006 ~~91,000.00~~0 ~~90,574~~7.~~66 1B 0119447209 FL 95.00 01-Dec-2005 152,000.00 151,314.27 1B 0119447282 FL 90.00 01-Dec-2005 68,~~400~~.00~~% ~~68,041~~658.47 1B 0119447548 NJ 94.48 01-Dec-2005 316,500.00 314,585.36 1B 0119448090 CA 90.00 01-Jan-2006 301,500.00 301,002.57 1B 0119449213 MD 100.00 01-Dec-2005 280,000.00 278,823.53 1B 0119450245 MD 95.00 01-Jan-2006 356,250.00 354,732.04 1B ~~0119450450~~0119127835 ~~WI 95.00 01-Jan-2006 152~~58,~~950~~221.0033 ~~152,433.89 1B 0119450617 IL 89.90~~ 01-~~Jan~~Oct-2006 ~~347,000.00~~0 ~~345,576~~9.~~64 1B 0119451029 IL 90.00 01-Jan-2006 141,~~300~~.00~~% ~~140,709~~854.8315 1B ~~0119451144~~0119128239 ~~WA 90.00 01-Jan-2006 324~~56,~~000~~687.~~00 322,630.34 1B 0119451565 CA 90.00 01-Jan-2006 257,400.00 256,152.59 1B 0119452001 NJ 88.24 01-Jan-2006 225,000.00 224,007.~~23 ~~1B 0119452258 CA 90.00~~ 01-~~Jan~~Oct-2006 ~~315,000.00~~0 ~~314,419~~8.68700% ~~1B 0119452399 MD 90~~774.0097 ~~01-Feb-2006 253,800.00 252,954.31~~ 1B ~~0119452688~~0119452282 ~~PA 89.57 01-Jan-2006 189~~118,~~000~~191.0080 ~~188,249.33 1B 0119453108 NJ 95.00~~ 01-~~Feb~~Oct-2006 ~~239,400.00~~0 ~~238,664~~8.51950% ~~1B 0119453256 CA 95.00 01-Jan-2006 299~~1,~~250~~665.~~00 298,777.26 1B 0119453264 CA 90.00~~ 01~~-Feb-2006~~ ~~261,000.00 260,139.06~~ 1B ~~0119453561~~0119455228 ~~NJ 87.58 01-Feb-2006 289~~88,~~000~~593.0021 ~~288,037.00 1B 0119453579 IA 90.00~~ 01-~~Jan~~Oct-2006 ~~144,900.00~~0 ~~144,445~~9.~~20 1B 0119455186 IL 86.85 01-Feb-2006 284,000.00 283,593.67 1B 0119455822 WI 90.00 01-Feb-2006 202,~~500~~.00~~% ~~201~~1,~~890~~329.4325 1B ~~0119456143~~0119455525 ~~IL 87.00 01-Feb-2006 391~~174,~~500~~648.0091 ~~390,284.87 1B 0119456820 AZ 90.00~~ 01-~~Feb~~Oct-2006 ~~180,000.00~~0 ~~179,375~~7.58950% ~~1B 0119773513 MN 90.00 01-Feb-2006 94~~2,~~500~~169.0034 ~~94,191.41~~ 1B ~~0119803476~~0119456226 ~~IL 85.00 01-Apr-2006 425~~214,~~000~~618.0039 ~~424,713.12 1B 0119803997 OR 95.00~~ 01-~~Mar~~Oct-2006 ~~268,059.60~~0 ~~267,865~~7.29850% ~~1B 0119805174 NC 90.00 01-Mar-2006 104~~2,~~400~~630.0006 ~~104,141.69~~ 1B ~~0120174826~~0120191523 ~~WV 100.00 01-May-2006 75~~145,~~000~~727.0009 ~~74,977.24 1B 0120177019 MD 95.00~~ 01-~~May~~Aug-2006 ~~247,000.00~~1 ~~247,000~~9.00800% ~~1B 0120184155 MD 63.92 01-May-2006 151~~3,~~500~~386.0053 ~~151,414.16~~ 1B ~~0120190905~~0120220348 ~~CO 100.00 01-May-2006 105~~248,000.00 ~~104,979.16 1B 0120207253 CA 90.00~~ 01-~~Apr~~Jul-2006 ~~320,400.00~~2 ~~320,150~~7.22600% ~~1B 0120211883 OH 90.00 01-May-2006 43~~5,~~470~~869.0036 ~~43,422.82~~2A 1B0117706481 ~~0120212899 AZ 58.14 01-Apr-2006 100~~24,~~000~~194.~~00 99,850.45 1B 0120212923 NM~~ 80~~.00~~ 0128-~~May~~Oct-2006 ~~148,800.00~~0 ~~148,656~~8.09750% ~~1B 0120214846 CA 90~~343.~~00 01-May-2006 216,000.00 215,786.~~66 1B 0120217500 MI 80.00 01-Apr-2006 29,520.00 29,478.78 1B 0120218912 MI 90.00 01-May-2006 118,480.00 118,378.03 1B 0120218920 MI 90.00 01-May-2006 118,480.00 118,378.03 1B 0120222088 CA 85.00 01-May-2006 467,500.00 467,327.32 1B 0120225636 MO 90.00 01-May-2006 112,500.00 112,387.10 1B 0120227376 GA 90.00 01-May-2006 124,200.00 124,093.69 2A ~~0117706754~~0117708016 ~~IN 12.30 03-Sep-2005 12,300.00 11,776.73 2A 0117710137 WI 20.00 27-Aug-2005 27,000.00 26,619.~~15 ~~2A 0117710525 CO 7.58 13-Sep-2005 10~~,~~000~~036.0006 ~~9,496.07 2A 0118211200 WA 20.00 01~~18-~~Nov~~Oct-~~2005 43,000.00 42,834.85 2A 0118756741 MN 20.00 01-Nov-2005 71,000.00 70,815.82 2A 0118762046 CA 20.00 01-Jan-~~2006 ~~80,000.00~~0 ~~79,798.72 2A 0118762541 WA~~ 8.80750% ~~01-Jan-2006 20,950~~213.0057 ~~20,921.27~~ 2A ~~0118770692~~0119187680 ~~MD 17.27 01-Jan-2006 38~~28,~~000~~328.0075 ~~37,842.59 2A 0119126589 NM 33.95~~ 01-~~Feb-2006 55,000.00 54,201.60 2B 0119114882 CA 77.63 01-Aug-2005 361,000.00 361,000.00 2B 0119117539 CA 68.82 01-~~Oct-~~2005 320,000.00 316,544.71 2B 0119124337 NC 90.00 01-Jan-~~2006 ~~58,737.00~~0 ~~58,569~~12.16 2B 0119125144 IN 95.00 01-Feb-2006 53,200.00 53,108.45 2B 0119128221 UT 37.88 01-Feb-2006 50,000.00 49,862.76 2B 0119187037 OR 90.00 01-Feb-2006 189,000.00 188,537.51 2B 0119192565 RI 64.46 01-Jan-2006 225,600.00 224,955.52 2B 0119198844 FL 85.00 01-Jan-2006 300,900.00 299,862.13 2B 0119209179 CA 90.00 01-Feb-2006 157,500~~.00~~% ~~156,940~~566.8487 2B2A ~~0119215028~~0119233690 ~~FL 80.00 01-Jan-2006 226~~329,~~400~~935.~~00 225,599.~~17 ~~2B 0119225985 OR 79.95~~ 01-~~Feb~~Jun-2006 ~~134,000.00~~3 ~~134,000~~6.00440% ~~2B 0119456648 IL 85.00 01-Feb-2006 191~~8,~~250~~150.0021 ~~190,674.29~~2A 2B0119419083 ~~0119509636 CA 79.31 01-Mar-2006 345~~34,~~000~~297.0019 ~~344,739.25 2B 0119510949 GA 80.00~~ 01-~~Mar~~Oct-2006 ~~96,800.00~~0 ~~96,546~~11.06500% ~~2B 0119512036 GA 80~~641.0047 ~~01-Mar-2006 89,600.00 89,599.07~~ 2B ~~0119545192~~0119128072 ~~MN 85.00 01-Mar-2006 123~~56,~~675~~113.0064 ~~123,460.35 2B 0119946077 IL 90.00~~ 01-Apr-2006 ~~211,500.00~~5 ~~211,193~~8.58550% ~~2B 0119946887 IL 80.00 01-Dec-2005 184~~2,~~000~~255.0004 ~~182,956.57~~ 2B ~~0119946903~~0119198703 ~~AZ 95.00 01-Apr-2006 161,725.00 161,228.50 2B 0120186291 NC 69.64 01-Apr-2006~~ 289,~~000~~600.00 ~~288,628.63 3A 0117707414 FL 12.64 02-Sep-2005 76,000.00 74,639.99 3A 0118710664 MN 23.08~~ 01-~~Jan~~Oct-2006 ~~300,000.00~~0 ~~299,168~~6.04287% ~~3A 0118711605 FL 20.00 01-Jan-2006 199~~2,~~000~~793.0018 ~~198,598.39~~2B 3A0119199479 ~~0118711787 FL 15.00 01-Jan-2006 28~~94,~~818~~044.0014 ~~28,761.41 3A 0118711852 CA 20.00~~ 01-~~Jan~~Oct-2006 ~~84,813.00~~0 ~~84,606~~9.28230% ~~3A 0118759729 CA 20.00 01-Jan-2006 97~~1,~~800~~368.0072 ~~97,543.68~~2B 3A0119947307 ~~0118762319 CA 19.38 01-Jan-2006 31~~47,~~000~~446.0054 ~~30,926.43 3A 0118765288 IL 10.96~~ 01-~~Jan~~Oct-2006 ~~40,000.00~~0 ~~39,902~~11.49150% ~~3A 0118769645 CA 9~~842.~~59 01-Jan-2006 35,000.00 34,900.04 3A 0118770791 CA 12.~~33 ~~01-Jan-2006 45,000.00 44,304.46~~ 3A ~~0118771070~~0118767896 ~~CA 18.52 01-Jan-2006 113~~75,~~000~~878.0086 ~~112,453.72 3A 0118775519 AZ 4.72~~ 01-~~Jan~~Mar-2006 ~~17,000.00~~6 ~~16,844~~10.41550% ~~3A 0118776988 FL 12.30 01-Jan-2006 20~~3,~~050~~904.~~00 19,992.73 3A 0118777325 NV 9.74 01-Jan-2006~~ 26~~,000.00~~ ~~25,954.23~~ 3A ~~0118777820~~0118773290 ~~FL 20.00 01-Jan-2006 84~~47,~~800~~692.0093 ~~84,627.89 3A 0118778075 MA 8.13~~ 01-~~Jan~~Jul-2006 ~~20,000.00~~2 ~~19,828~~11.04625% ~~3A 0118781608 ID 20.00 01-Jan-2006 111~~1,~~180~~809.~~00 111,002.79 3A 0119987543 WA 5.45 01-Apr-2006 15,000.00 14,916.27 3A 0120198163 NV 20.00 01-May-2006 130,453.00 130,371.~~04 3A ~~0120206032~~0118775865 ~~CA 20.00 01-May-2006 99~~94,~~000~~579.0086 ~~98,937.80 3A 0120206107 CA 20.00~~ 01-~~May-2006 91,600.00 91,542.44 3A 0120212931 NM 20.00 01-May-2006 37,200.00 37,183.45 3A 0120214366 CA 20.00 01-~~Apr-2006 ~~124,000.00~~5 ~~123,888~~10.84350% ~~3A 0120220025 CA 20.00 01-May-2006 131~~4,~~000~~773.0077 ~~130,917.69~~ 3A ~~0120222922~~0119193134 ~~CA 20.00 01-May-2006 91~~39,~~000~~974.0030 ~~90,942.20 3A 0120230297 CA 10.86~~ 01-Apr-2006 31,500.00 31,445.21 3B 0116665852 CA 80.00 01-Jul-2005 304,000.00 300,404.03 3B 0119116630 CA 80.00 01-Sep-2005 304,000.00 304,000.00 3B 0119121135 MD 65.00 01-Dec-2005 52,650.00 52,421.87 3B 0119126951 WI 78.87 01-Feb-2006 56,000.00 55,810.26 3B 0119191377 MD 67.63 01-Feb-2006 700,000.00 700,000.00 3B 0119199362 NY 80.00 01-Jan-2006 480,000.00 477,882.57 3B 0119200194 CA 80.00 01-Dec-2005 504,000.00 503,928.80 3B 0119231207 NY 80.00 01-Feb-2006 288,000.00 287,018.87 3B 0119433035 IL 80.00 01-Mar-2006 ~~438,175.00~~6 ~~437,057~~11.19 3B 0119446110 PA 85.00 01-Nov-2005 89,250.00 88,813.58 3B 0119451854 FL 84.93 01-Feb-2006 62,000.00 61,801.59 3B 0119453116 NJ 85.00 01-Feb-2006 255,000.00 254,285.65 3B 0119511400 CA 95.00 01-Feb-2006 427,500~~.00~~% ~~427~~2,~~500~~195.0030 3B3A ~~0119513430~~0119772853 ~~FL 95.00 01-Mar-2006 351~~96,~~500~~955.~~00 351,034.06 3B 0119513570 AZ~~ 80~~.00~~ 01-Mar-2006 142,320.00 142,019.27 3B 0119543593 MI 90.00 01-Mar-2006 612,900.00 612,506.28 3B 0119665776 NJ 54.60 01-Mar-2006 338,000.00 336,860.49 3B 0119980431 AZ 35.19 01-Apr-2006 95,000.00 94,865.25 3B 0119982072 NJ 75.00 01-Apr-2006 127,500.00 127,225.53 3B 0120176524 CA 68.18 01-May-2006 ~~225,000.00~~4 ~~224,937~~8.23375% ~~3B 0120177902 MD 52.27 01-May-2006 100~~3,~~000~~811.~~00 99,888.~~04 3B3A ~~0120179841~~0120177456 ~~IL 56.52 01-Apr-2006 130~~106,~~000~~139.0093 ~~129,764.48 3B 0120183876 CA 85.00~~ 01-~~May-2006 476,000.00 475,795.26 3B 0120189972 TX 90.00 01-~~Apr-2006 ~~47,025.00~~5 ~~46,972~~11.55350% ~~3B 0120198155 NV 80.00 01-May-2006 521~~5,~~815~~798.0099 ~~521,815.00~~ 3B ~~0120200571~~0118726215 ~~CA 90.00 01-May-2006 801~~181,~~000~~829.0040 ~~801,000.00 3B 0120200860 CA 90.00~~ 01-May-2006 ~~534,150.00~~4 ~~534,150~~7.00750% ~~3B 0120206024 CA 80.00 01-May-2006 396~~6,~~000~~578.0097 ~~395,824.43~~ 3B ~~0120206099~~0120177423 ~~CA 80.00 01-May-2006 366~~424,~~400~~437.0037 ~~366,236.94 3B 0120207857 CA 100.00~~ 01-~~May-2006 520,000.00 520,000.00 3B 0120210836 IL 80.00 01-May-2006 231,200.00 231,200.00 3B 0120214341 CA 80.00 01-~~Apr-2006 ~~496,000.00~~5 ~~495,595~~8.~~01 3B 0120217716 MI 90.00 01-May-2006 56,700.00 56,658.49 3B 0120220017 CA 80.00 01-May-2006 524,000.00 524,000.00 3B 0120221619 UT 80.00 01-May-2006 278,~~400~~.00~~% ~~278~~16,~~400~~919.0010 3B ~~0120222914~~0120191630 ~~CA 80.00 01-May-2006 364~~100,~~000~~753.0096 ~~364,000.00 3B 0120223078 CA 80.00~~ 01-May-2006 ~~608,000.00~~4 ~~607,319~~9.29850% ~~3B 0120224332 MO 95.00 01-Apr-2006 47~~4,~~500~~750.0011 ~~47,430.81~~ 3B ~~0120229315~~0120218839 ~~AZ 90.00 01-May-2006 252~~231,~~090~~991.0064 ~~252,010.53 3B 0120230008 AZ 80.00~~ 01-~~May~~Oct-2006 ~~242,400.00~~0 ~~242,400~~9.00850% ~~3B 0120230651 CA 49.23 01-May-2006 288~~3,~~000~~616.~~00 288,000.00~~06

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning 1A 0118756196 Loan Paid in Full 0 10.750% 180 5 1A 0118757962 Loan Paid in Full 0 11.400% 180 5 1A 0118759760 Loan Paid in Full 0 11.400% 180 6 1A 0118763168 Loan Paid in Full 0 11.150% 180 5 1A 0118763952 Loan Paid in Full 0 9.625% 180 5 1A 0118764992 Loan Paid in Full 0 11.200% 180 5 1A 0118765759 Loan Paid in Full 0 10.500% 180 6 1A 0118766971 Loan Paid in Full 0 12.000% 180 4 1A 0118771690 Loan Paid in Full 0 10.375% 180 5 1A 0118772896 Loan Paid in Full 0 9.850% 180 5 1A 0118773407 Loan Paid in Full 0 12.875% 180 5 1A 0118773688 Loan Paid in Full 0 10.600% 180 5 1A 0118781400 Loan Paid in Full 0 9.850% 180 4 1A 0118781533 Loan Paid in Full 0 9.550% 180 5 1A 0119117570 Loan Paid in Full 0 7.350% 360 8 1A 0119778546 Loan Paid in Full 0 9.750% 360 2 1A 0119989572 Loan Paid in Full 0 10.750% 360 2 1A 0120001078 Loan Paid in Full 0 12.300% 180 1 1A 0120190160 Loan Paid in Full 0 8.750% 360 1 1A 0120210851 Loan Paid in Full 0 11.490% 180 1 1A 0120221627 Loan Paid in Full 0 10.250% 180 1 1A 0120227913 Loan Paid in Full 0 11.850% 180 1 1A 0120230016 Loan Paid in Full 0 11.900% 180 1 1B 0116729849 Loan Paid in Full 0 6.625% 360 11 1B 0119114874 Loan Paid in Full 0 5.000% 360 10 1B 0119118230 Loan Paid in Full 0 9.050% 360 7 1B 0119118289 Loan Paid in Full 0 9.050% 360 7 1B 0119119584 Loan Paid in Full 0 9.000% 360 6 1B 0119121366 Loan Paid in Full 0 9.550% 360 5 1B 0119121929 Loan Paid in Full 0 7.400% 360 6 1B 0119123602 Loan Paid in Full 0 8.400% 360 5 1B 0119444131 Loan Paid in Full 0 7.500% 360 7 1B 0119444826 Loan Paid in Full 0 8.450% 360 7 1B 0119444982 Loan Paid in Full 0 6.350% 360 7 1B 0119445336 Loan Paid in Full 0 6.750% 360 6 1B 0119445526 Loan Paid in Full 0 8.400% 360 7 1B 0119446037 Loan Paid in Full 0 6.400% 360 7 1B 0119446656 Loan Paid in Full 0 8.800% 360 7 1B 0119447209 Loan Paid in Full 0 8.300% 360 6 1B 0119447282 Loan Paid in Full 0 7.550% 360 6 1B 0119447548 Loan Paid in Full 0 8.750% 360 6 1B 0119448090 Loan Paid in Full 0 8.200% 360 5 1B 0119449213 Loan Paid in Full 0 8.650% 360 6 1B 0119450245 Loan Paid in Full 0 7.800% 360 5 1B 0119450450 Loan Paid in Full 0 8.950% 360 5 1B 0119450617 Loan Paid in Full 0 7.990% 360 5 1B 0119451029 Loan Paid in Full 0 7.900% 360 5 1B 0119451144 Loan Paid in Full 0 7.875% 360 5 1B 0119451565 Loan Paid in Full 0 7.150% 360 5 1B 0119452001 Loan Paid in Full 0 7.625% 360 5 1B 0119452258 Loan Paid in Full 0 7.900% 360 5 1B 0119452399 Loan Paid in Full 0 8.100% 360 4 1B 0119452688 Loan Paid in Full 0 8.150% 360 5 1B 0119453108 Loan Paid in Full 0 8.500% 360 4 1B 0119453256 Loan Paid in Full 0 8.350% 360 5 1B 0119453264 Loan Paid in Full 0 8.150% 360 4 1B 0119453561 Loan Paid in Full 0 8.100% 360 4 1B 0119453579 Loan Paid in Full 0 9.300% 360 5 1B 0119455186 Loan Paid in Full 0 8.050% 360 4 1B 0119455822 Loan Paid in Full 0 8.600% 360 4 1B 0119456143 Loan Paid in Full 0 8.450% 360 4 1B 0119456820 Loan Paid in Full 0 7.900% 360 4 1B 0119773513 Loan Paid in Full 0 8.200% 360 4 1B 0119803476 Loan Paid in Full 0 8.850% 360 2 1B 0119803997 Loan Paid in Full 0 9.625% 360 3 1B 0119805174 Loan Paid in Full 0 8.450% 360 3 1B 0120174826 Loan Paid in Full 0 10.150% 360 1 1B 0120177019 Loan Paid in Full 0 8.350% 360 1 1B 0120184155 Loan Paid in Full 0 8.050% 360 1 1B 0120190905 Loan Paid in Full 0 11.525% 360 1 1B 0120207253 Loan Paid in Full 0 8.500% 360 2 1B 0120211883 Loan Paid in Full 0 9.050% 360 1 1B 0120212899 Loan Paid in Full 0 9.475% 360 2 1B 0120212923 Loan Paid in Full 0 9.600% 360 1 1B 0120214846 Loan Paid in Full 0 9.500% 360 1 1B 0120217500 Loan Paid in Full 0 9.800% 360 2 1B 0120218912 Loan Paid in Full 0 10.150% 360 1 1B 0120218920 Loan Paid in Full 0 10.150% 360 1 1B 0120222088 Loan Paid in Full 0 9.500% 360 1 1B 0120225636 Loan Paid in Full 0 9.425% 360 1 1B 0120227376 Loan Paid in Full 0 10.175% 360 1 2A 0117706754 Loan Paid in Full 0 8.850% 180 9 2A 0117710137 Loan Paid in Full 0 9.750% 240 9 2A 0117710525 Loan Paid in Full 0 8.050% 120 9 2A 0118211200 Loan Paid in Full 0 9.750% 180 7 2A 0118756741 Loan Paid in Full 0 11.600% 180 7 2A 0118762046 Loan Paid in Full 0 10.350% 180 5 2A 0118762541 Loan Paid in Full 0 13.125% 180 5 2A 0118770692 Loan Paid in Full 0 11.000% 180 5 2A 0119126589 Loan Paid in Full 0 8.100% 180 4 2B 0119114882 Loan Paid in Full 0 5.150% 360 10 2B 0119117539 Loan Paid in Full 0 5.100% 360 8 2B 0119124337 Loan Paid in Full 0 9.750% 360 5 2B 0119125144 Loan Paid in Full 0 11.250% 360 4 2B 0119128221 Loan Paid in Full 0 9.050% 360 4 2B 0119187037 Repurchase 0 9.600% 360 4 2B 0119192565 Loan Paid in Full 0 9.750% 360 5 2B 0119198844 Loan Paid in Full 0 8.843% 360 5 2B 0119209179 Loan Paid in Full 0 7.790% 360 4 2B 0119215028 Repurchase 0 8.720% 360 5 2B 0119225985 Loan Paid in Full 0 7.010% 360 4 2B 0119456648 Loan Paid in Full 0 8.600% 360 4 2B 0119509636 Loan Paid in Full 0 9.450% 360 3 2B 0119510949 Repurchase 0 8.163% 360 3 2B 0119512036 Loan Paid in Full 0 8.425% 360 3 2B 0119545192 Loan Paid in Full 0 10.150% 360 3 2B 0119946077 Loan Paid in Full 0 9.625% 360 2 2B 0119946887 Loan Paid in Full 0 7.150% 360 6 2B 0119946903 Loan Paid in Full 0 8.900% 360 2 2B 0120186291 Loan Paid in Full 0 6.600% 360 2 3A 0117707414 Loan Paid in Full 0 6.900% 240 9 3A 0118710664 Loan Paid in Full 0 9.891% 180 5 3A 0118711605 Loan Paid in Full 0 11.375% 180 180 3A 0118711787 Loan Paid in Full 0 11.500% 180 5 3A 0118711852 Loan Paid in Full 0 10.500% 180 5 3A 0118759729 Loan Paid in Full 0 11.150% 180 5 3A 0118762319 Loan Paid in Full 0 11.250% 180 5 3A 0118765288 Loan Paid in Full 0 10.500% 180 5 3A 0118769645 Loan Paid in Full 0 9.750% 180 5 3A 0118770791 Loan Paid in Full 0 9.500% 180 5 3A 0118771070 Loan Paid in Full 0 9.900% 180 5 3A 0118775519 Loan Paid in Full 0 9.000% 240 5 3A 0118776988 Loan Paid in Full 0 9.750% 180 5 3A 0118777325 Loan Paid in Full 0 12.000% 180 5 3A 0118777820 Loan Paid in Full 0 11.350% 180 5 3A 0118778075 Loan Paid in Full 0 9.500% 240 5 3A 0118781608 Loan Paid in Full 0 12.450% 180 5 3A 0119987543 Loan Paid in Full 0 12.875% 180 2 3A 0120198163 Loan Paid in Full 0 11.600% 180 1 3A 0120206032 Loan Paid in Full 0 11.600% 180 1 3A 0120206107 Loan Paid in Full 0 11.600% 180 1 3A 0120212931 Loan Paid in Full 0 13.150% 180 1 3A 0120214366 Loan Paid in Full 0 11.850% 180 2 3A 0120220025 Loan Paid in Full 0 11.600% 180 1 3A 0120222922 Loan Paid in Full 0 11.550% 180 1 3A 0120230297 Loan Paid in Full 0 8.750% 360 2 3B 0116665852 Loan Paid in Full 0 6.200% 360 11 3B 0119116630 Loan Paid in Full 0 5.150% 360 9 3B 0119121135 Loan Paid in Full 0 8.500% 360 6 3B 0119126951 Loan Paid in Full 0 8.800% 360 4 3B 0119191377 Loan Paid in Full 0 6.325% 360 4 3B 0119199362 Repurchase 0 7.626% 360 5 3B 0119200194 Loan Paid in Full 0 7.750% 360 6 3B 0119231207 Loan Paid in Full 0 7.990% 360 4 3B 0119433035 Loan Paid in Full 0 8.300% 360 3 3B 0119446110 Loan Paid in Full 0 8.700% 360 7 3B 0119451854 Loan Paid in Full 0 8.300% 360 4 3B 0119453116 Loan Paid in Full 0 8.950% 360 4 3B 0119511400 Loan Paid in Full 0 7.725% 360 4 3B 0119513430 Loan Paid in Full 0 11.400% 360 3 3B 0119513570 Loan Paid in Full 0 9.550% 360 3 3B 0119543593 Loan Paid in Full 0 9.990% 360 3 3B 0119665776 Loan Paid in Full 0 7.375% 360 3 3B 0119980431 Loan Paid in Full 0 9.725% 360 2 3B 0119982072 Loan Paid in Full 0 7.700% 360 2 3B 0120176524 Loan Paid in Full 0 10.425% 360 1 3B 0120177902 Loan Paid in Full 0 8.900% 360 1 3B 0120179841 Loan Paid in Full 0 8.550% 360 2 3B 0120183876 Loan Paid in Full 0 8.990% 360 1 3B 0120189972 Loan Paid in Full 0 10.850% 360 2 3B 0120198155 Loan Paid in Full 0 9.525% 360 1 3B 0120200571 Loan Paid in Full 0 9.550% 360 1 3B 0120200860 Loan Paid in Full 0 7.550% 360 1 3B 0120206024 Loan Paid in Full 0 8.888% 360 1 3B 0120206099 Loan Paid in Full 0 8.875% 360 1 3B 0120207857 Loan Paid in Full 0 8.990% 360 1 3B 0120210836 Loan Paid in Full 0 8.500% 360 1 3B 0120214341 Loan Paid in Full 0 8.200% 360 2 3B 0120217716 Loan Paid in Full 0 10.900% 360 1 3B 0120220017 Loan Paid in Full 0 8.500% 360 1 3B 0120221619 Loan Paid in Full 0 8.500% 360 1 3B 0120222914 Loan Paid in Full 0 8.350% 360 1 3B 0120223078 Loan Paid in Full 0 8.900% 360 1 3B 0120224332 Loan Paid in Full 0 9.600% 360 2 3B 0120229315 Loan Paid in Full 0 10.025% 360 1 3B 0120230008 Loan Paid in Full 0 8.800% 360 1 3B 0120230651 Loan Paid in Full 0 7.725% 360 1

~~Summary~~Prepayment ~~SMM~~Detail ~~CPR~~- ~~PSA~~Prepayments ~~Current~~during ~~Month 1.191%~~ Current ~~Month~~Period ~~13.393%~~Summary ~~Current~~Loans ~~Month~~Paid ~~2,548.654%~~In 3Full ~~Month~~Repurchased ~~Average~~Loans ~~0.000%~~Original ~~3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR:~~ Current ~~vs.~~Original ~~12mo Average* PSA:~~ Current ~~vs.~~Principal ~~12mo~~Scheduled Average*Principal ~~Month~~Scheduled ~~Current~~Group ~~12mo~~Count ~~Avg.~~Balance ~~Month~~Balance ~~Current~~Count ~~12mo~~Balance ~~Avg.~~Balance ~~Jul-2005~~1A ~~N/A~~73 N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 N/A N/A May-2006 N/A N/A Jun-2006 135,523,639.~~393%~~00 ~~N/A Jun-2006 2~~5,~~548~~498,904.~~654%~~01 ~~N/A~~0 *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report0.00 The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. 1A SMM CPR PSA Current Month 0.~~700%~~00 ~~Current~~1B ~~Month~~155 829,826,225.~~084%~~00 ~~Current Month 1~~29,~~349~~721,110.~~673%~~68 ~~3 Month Average~~ 0~~.000%~~ ~~3 Month Average~~ 0.~~000%~~00 ~~3 Month Average~~ 0.~~000%~~00 122A ~~Month~~27 Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 N/A N/A May-2006 N/A N/A Jun-2006 8.084% N/A Jun-2006 1,~~349~~887,260.~~673%~~00 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. 1B SMM CPR PSA Current Month 1~~.353% Current Month 15.085% Current Month 3~~,~~032~~870,223.~~034%~~62 ~~3 Month Average~~ 0~~.000%~~ ~~3 Month Average~~ 0.~~000%~~00 ~~3 Month Average~~ 0.~~000%~~00 122B ~~Month~~58 ~~Average 0~~11,019,177.~~000%~~00 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 N/A N/A May-2006 N/A N/A Jun-2006 15.085% N/A Jun-2006 310,~~032~~971,316.~~034%~~54 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. 2A SMM CPR PSA Current Month 0~~.364%~~ ~~Current Month 4.278% Current Month 558.569% 3 Month Average~~ 0.~~000%~~00 ~~3 Month Average~~ 0.~~000%~~00 33A ~~Month~~44 Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 N/A N/A May-2006 N/A N/A Jun-2006 4,192,525.~~278%~~00 N/A Jun-2006 558.569% 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. 2B SMM CPR PSA Current Month 1.119% Current Month 12.631% Current Month 14,~~835~~168,890.~~296%~~26 ~~3 Month Average~~ 0~~.000%~~ ~~3 Month Average~~ 0.~~000%~~00 ~~3 Month Average~~ 0.~~000%~~00 123B ~~Month~~85 Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 N/A N/A May-2006 N/A N/A Jun-2006 12.631% N/A Jun-2006 120,835.296% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. 3A SMM CPR PSA Current Month 0.911% Current Month 10.401% Current Month 1788,~~764~~976.~~662%~~00 3 Month Average 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 N/A N/A May-2006 N/A N/A Jun-2006 10.401% N/A Jun-2006 120,~~764~~735,555.~~662%~~60 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. 3B SMM CPR PSA Current Month 1~~.331%~~ ~~Current Month 14.850% Current Month 3~~156,~~390.907% 3 Month Average 0.~~000~~% 3 Month Average 0~~.~~000%~~00 ~~3 Month Average 0.~~156,000~~% 12 Month Average 0~~.~~000%~~00 12Total ~~Month~~442 ~~Average 0~~73,237,802.~~000%~~00 ~~12 Month Average 0.~~72,966,000~~% CPR: Current vs~~.71 ~~12mo~~1 Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 N/A N/A May-2006 N/A N/A Jun-2006 14.850% N/A Jun-2006 3156,~~390~~000.~~907%~~00 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(30156,~~WAS)) Weighted Average Seasoning (WAS): sum((Original Term - Remaining Term)*(Current Scheduled Balance/Deal Scheduled Principal Balance))~~000.00

~~Modifications~~Prepayment ~~Beginning~~Detail - Prepayments during Current ~~Loan~~Period (continued) Summary Substitution Loans Liquidated Loans Curtailments Original Current Original Current Principal Scheduled Principal Scheduled ~~Prior~~Curtailment ~~Modified~~Group ~~Prior~~Count ~~Modified~~Balance ~~Number~~Balance Count Balance Balance ~~Rate~~Amount ~~Rate~~1A ~~Payment~~0 ~~Payment~~0.00 No0.00 ~~Modifications~~0 ~~this~~0.00 ~~Period~~0.00 20,773.51 1B 0 0.00 0.00 0 0.00 0.00 159,877.01 2A 0 0.00 0.00 0 0.00 0.00 10,672.37 2B 0 0.00 0.00 0 0.00 0.00 176,192.36 3A 0 0.00 0.00 0 0.00 0.00 15,642.02 3B 0 0.00 0.00 0 0.00 0.00 65,511.00 Total 0 0.00 0.00 0 0.00 0.00 448,668.27

Prepayment - Voluntary Prepayments

Repurchases Current Loan Scheduled Current Current Number Balance Rate Payment ~~0119187037~~0119949626 ~~188~~156,~~631~~000.4900 ~~9.600% 1,603.03 0119199362 478,241.09~~ 7.~~626~~900% ~~3,397.74 0119215028 225,735.07 8.720%~~ 1,~~776~~027.~~24 0119510949 96,610.19 8.163% 721.32~~00

~~Interest~~Breaches ~~Rate~~Current ~~Stratification~~Loan ~~Summary~~Scheduled 1ACurrent 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($) Balance($) < 4.500 0 0.00 0.000 0 0.00 0.000 4.500 4.999 11 3,892,492.33 0.144 0 0.00 0.000 5.000 5.499 37 12,122,627.69 0.450 0 0.00 0.000 5.500 5.999 83 22,507,783.06 0.835 0 0.00 0.000 6.000 6.499 272 70,476,631.96 2.614 7 1,350,991.11 0.617 6.500 6.999 1,115 279,336,877.17 10.359 112 22,262,566.69 10.165 7.000 7.499 1,444 332,100,913.65 12.316 152 25,604,840.72 11.692 7.500 7.999 2,498 536,171,019.07 19.884 167 24,291,664.28 11.092 8.000 8.499 1,940 358,697,864.75 13.302 126 15,150,804.96 6.918 8.500 8.999 2,196 382,203,379.90 14.174 152 13,154,005.05 6.006 9.000 9.499 1,307 181,845,153.81 6.744 126 8,664,517.20 3.956 9.500 9.999 1,661 203,289,966.47 7.539 334 15,132,649.96 6.910 10.000 10.499 1,020 91,449,536.49 3.391 286 14,423,163.07 6.586 10.500 10.999 1,209 84,928,074.47 3.150 476 22,574,686.99 10.308 11.000 11.499 886 54,304,065.67 2.014 436 20,461,105.51 9.343 11.500 11.999 842 51,115,006.24 1.896 482 23,485,650.07 10.724 12.000 12.499 380 20,440,790.37 0.758 205 8,677,685.10 3.962 12.500 12.999 191 8,458,518.64 0.314 106 3,767,911.65 1.720 13.000 13.499 56 2,189,564.68 0.081 0 0.00 0.000 13.500 13.999 19 692,894.29 0.026 0 0.00 0.000 14.000 14.499 3 133,531.36 0.005 0 0.00 0.000 14.500 14.999 5 125,675.84 0.005 0 0.00 0.000 >= 15.000 1 11,388.90 0.000 0 0.00 0.000 Total 17,176 2,696,493,756.81 100.000 3,167 219,002,242.36 100.000Period

Interest Rate Stratification ~~(continued)~~Summary 1B1A 2A Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 4.500 0 0.00 0.000 0 0.00 0.000 4.500 4.999 18 ~~302~~3,~~866~~000,069.5982 0.~~036~~129 0 0.00 0.000 5.000 5.499 834 111,~~792~~250,~~824~~956.8926 0.~~211~~485 10 ~~413,714~~0.6300 0.~~423~~000 5.500 5.999 1574 320,~~301~~542,~~058~~649.3980 0.~~389~~885 140 ~~2,959,604~~0.2600 30.~~024~~000 6.000 6.499 71238 1663,~~087~~134,~~256~~921.6522 12.~~894~~720 29 6 1,~~186~~045,~~559~~925.9033 60.~~322~~530 6.500 6.999 ~~375~~1,016 84253,~~227~~867,~~474~~538.2687 910.~~915~~935 93106 1820,~~003~~520,~~527~~742.3529 1810.~~397~~392 7.000 7.499 ~~656~~1,312 ~~134~~299,~~589~~150,~~484~~629.9559 1512.~~844~~886 28139 423,~~394~~140,~~771~~623.4881 411.~~491~~719 7.500 7.999 12,~~025~~261 ~~199~~479,~~646~~956,~~543~~336.0888 2320.~~502~~674 81155 722,~~900~~968,~~808~~390.9408 811.~~073~~631 8.000 8.499 ~~794~~1,700 ~~134~~301,~~252~~681,~~987~~789.4958 1512.~~804~~995 70117 413,~~146~~644,~~785~~566.3542 46.~~237~~910 8.500 8.999 ~~865~~1,923 ~~139~~319,~~652~~069,~~247~~613.8789 1613.~~440~~744 92143 512,~~965~~113,~~341~~094.0560 6.~~096~~134 9.000 9.499 ~~396~~1,120 53146,~~079~~267,~~441~~251.9554 6.~~249~~300 69113 37,~~792~~561,~~254~~000.5383 3.~~875~~829 9.500 9.999 ~~363~~1,430 52162,~~172~~606,~~998~~665.2298 67.~~142~~004 ~~149~~317 814,~~253~~142,~~457~~344.1199 87.~~434~~162 10.000 10.499 ~~155~~882 1772,~~238~~852,~~408~~894.4599 23.~~029~~138 ~~132~~261 612,~~255~~675,~~741~~710.2287 6.~~392~~419 10.500 10.999 861,065 871,~~382~~507,~~176~~865.5664 03.~~987~~080 ~~235~~438 1120,~~052~~668,~~333~~697.3081 1110.~~294~~467 11.000 11.499 37767 346,~~474~~262,~~084~~490.0268 01.~~409~~993 ~~162~~384 717,~~331~~649,~~409~~528.1272 78.~~491~~938 11.500 11.999 12727 ~~873~~42,~~438~~820,827.1650 01.~~103~~845 ~~113~~418 520,~~597~~280,~~690~~170.7253 510.~~720~~270 12.000 12.499 5334 ~~325~~17,~~252~~606,085.9318 0.~~038~~758 63185 27,~~719~~758,~~499~~823.2967 23.~~779~~929 12.500 12.999 0170 07,029,349.0042 0.~~000~~303 3596 13,~~253~~298,~~896~~642.9343 1.~~281~~670 13.000 13.499 151 732,~~513~~094,334.1920 0.~~009~~090 420 ~~1,394,049~~0.3600 10.~~424~~000 13.500 13.999 016 0553,083.0035 0.~~000~~024 90 ~~206,020~~0.5300 0.~~211~~000 14.000 14.499 03 0133,351.0057 0.~~000~~006 0 0.00 0.000 14.500 14.999 05 0125,538.0056 0.~~000~~005 20 ~~35,723~~0.4600 0.~~037~~000 >= 15.000 01 011,379.0073 0.000 0 0.00 0.000 Total 415,~~865~~137 ~~849~~2,~~472~~321,~~057~~525,624.6525 100.000 12,~~419~~878 97197,~~863~~468,~~188~~262.5338 100.000

Interest Rate Stratification (continued) 2B1B 3A2A Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 4.500 0 0.00 0.000 0 0.00 0.000 4.500 4.999 5 1 302,~~241,014~~862.4811 0.~~369~~042 0 0.00 0.000 5.000 5.499 147 31,~~622~~575,~~811~~471.6576 10.~~076~~218 01 0411,251.0047 0.~~000~~457 5.500 5.999 3213 82,~~159~~837,~~687~~043.6542 20.~~424~~392 913 32,~~120~~794,~~124~~794.0006 13.~~398~~109 6.000 6.499 8358 1913,~~549~~586,~~826~~203.6709 51.~~807~~877 4729 146,~~013~~151,~~575~~801.3623 6.~~279~~843 6.500 6.999 ~~194~~332 4274,~~824~~172,~~328~~686.7317 1210.~~721~~248 ~~105~~88 2616,~~263~~844,~~180~~731.4987 1118.~~768~~737 7.000 7.499 ~~137~~578 24117,~~565~~698,~~360~~780.8161 716.~~297~~263 9326 194,~~896~~234,~~938~~822.4026 84.~~915~~710 7.500 7.999 ~~268~~913 41174,~~507~~469,~~829~~466.2119 1224.~~330~~107 ~~167~~76 277,~~255~~741,~~881~~690.3740 128.~~213~~611 8.000 8.499 ~~255~~695 40112,~~932~~957,~~325~~218.2265 1215.~~159~~607 ~~120~~62 143,~~044~~719,~~072~~505.1536 64.~~293~~137 8.500 8.999 ~~313~~767 49119,~~462~~249,~~958~~513.3357 1416.~~693~~477 ~~133~~82 135,~~814~~478,~~880~~719.3989 6.~~190~~094 9.000 9.499 ~~293~~349 3844,~~751~~435,~~835~~908.3008 116.~~511~~140 9760 93,~~893~~251,~~009~~621.8583 43.~~433~~617 9.500 9.999 ~~279~~307 3841,~~077~~336,~~815~~671.2886 115.~~311~~712 ~~182~~138 167,~~003~~369,~~131~~664.1338 78.~~171~~197 10.000 10.499 ~~117~~120 11,~~756~~646,~~228~~148.3593 31.~~492~~609 ~~177~~124 155,~~007~~838,~~554~~277.9927 6.~~725~~494 10.500 10.999 8566 95,~~199~~475,~~918~~143.1651 20.~~733~~757 ~~242~~217 209,~~640~~894,~~489~~665.1771 911.~~249~~006 11.000 11.499 3531 2,~~944~~934,~~161~~314.0284 0.~~875~~405 ~~188~~141 166,~~556~~383,~~247~~880.6758 7.~~419~~101 11.500 11.999 2911 2726,~~603,440~~739.2750 0.~~773~~100 ~~182~~101 154,~~737~~693,~~666~~166.0598 75.~~052~~220 12.000 12.499 164 1265,~~357,542~~822.4342 0.~~403~~037 8358 62,~~432~~500,~~259~~995.2450 2.~~882~~782 12.500 12.999 20 ~~89,613~~0.6800 0.~~027~~000 4732 31,~~299~~136,~~119~~153.6009 1.~~478~~264 13.000 13.499 01 073,408.0039 0.~~000~~010 1337 ~~722~~1,~~002~~252,102.1320 01.~~324~~393 13.500 13.999 0 0.00 0.000 97 ~~403~~169,~~591~~212.1778 0.~~181~~188 14.000 14.499 0 0.00 0.000 10 ~~16,684~~0.8600 0.~~007~~000 14.500 14.999 0 0.00 0.000 2 4135,~~960~~670.1742 0.~~019~~040 >= 15.000 0 0.00 0.000 10 ~~11,388~~0.9000 0.~~005~~000 Total 24,~~157~~253 ~~336~~723,~~646~~743,~~697~~403.2410 100.000 1,~~898~~294 ~~223~~89,~~173~~902,~~757~~727.0928 100.000

Interest Rate Stratification (continued) 3B2B 3A Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 4.500 0 0.00 0.000 0 0.00 0.000 4.500 4.999 53 2832,~~348,611~~879.2607 0.~~242~~300 0 0.00 0.000 5.000 5.499 14 63,~~293~~618,~~276~~598.5217 1.303 0 0.~~649~~00 0.000 5.500 5.999 1328 47,~~967~~312,~~308~~630.7635 02.~~512~~632 9 3,105,207.37 1.531 6.000 6.499 3565 15,208,519.28 5.475 44 13,~~288~~550,~~422~~479.2763 16.~~369~~679 6.500 6.999 ~~236~~174 8537,~~755~~772,~~799~~238.6549 813.~~838~~598 96 24,660,504.31 12.155 7.000 7.499 ~~378~~128 ~~123~~22,~~049~~511,~~517~~618.2952 128.~~681~~104 90 19,502,978.50 9.613 7.500 7.999 ~~790~~243 ~~235~~37,~~568~~466,~~292~~799.1959 2413.~~277~~488 162 25,781,103.57 12.708 8.000 8.499 ~~575~~217 ~~150~~33,~~170~~072,~~889~~656.5842 1511.~~476~~906 113 12,924,001.16 6.370 8.500 8.999 ~~641~~264 ~~160~~39,~~153~~558,~~947~~586.2158 1614.~~505~~241 125 12,957,061.20 6.387 9.000 9.499 ~~326~~245 6730,~~664~~587,~~094~~486.9824 611.~~973~~011 87 9,163,875.20 4.517 9.500 9.999 ~~354~~222 7328,~~649~~352,~~914~~481.7760 710.~~590~~207 159 13,932,325.04 6.867 10.000 10.499 98 9,258,311.58 3.333 153 2613,~~768~~209,~~440~~954.4151 26.~~759~~511 10.500 10.999 8564 137,~~078~~075,~~470~~743.2921 12.~~348~~547 210 17,955,526.79 8.850 11.000 11.499 2823 31,~~537~~871,~~058~~237.3301 0.~~365~~674 164 14,409,352.82 7.102 11.500 11.999 2426 2,~~817~~156,~~120~~179.9709 0.~~290~~776 152 12,948,835.33 6.383 12.000 12.499 812 ~~928~~1,~~551~~038,412.3879 0.~~096~~374 70 5,348,138.02 2.636 12.500 12.999 12 4789,~~976~~499.7858 0.~~005~~032 38 2,369,680.75 1.168 13.000 13.499 0 0.00 0.000 12 688,526.04 0.339 13.500 13.999 10 830.00 0.000 8 300,~~282~~736.5986 0.~~009~~148 14.000 14.499 20 ~~116~~0.00 0.000 1 16,~~846~~668.5080 0.~~012~~008 14.500 14.999 10 470.00 0.000 2 41,~~992~~924.2168 0.~~005~~021 >= 15.000 0 0.00 0.000 1 11,379.73 0.006 Total 31,~~670~~828 ~~970~~277,~~335~~783,~~813~~877.9457 100.000 1,696 202,878,260.31 100.000

~~SUPPLEMENTAL~~Interest ~~REPORTING~~Rate ~~Closing~~Stratification ~~Date~~(continued) ~~May~~3B ~~26,~~Current ~~2006~~Number ~~Determination~~of ~~Date~~Outstanding ~~With~~Percentage ~~respect~~of toInterest ~~each~~Rate ~~Distribution~~Loans ~~Date~~Scheduled ~~and~~Balance(%) ~~any~~Range(%) ~~Servicer,~~Balance($) ~~the~~< ~~18th~~4.500 ~~day~~0 of0.00 ~~the~~0.000 ~~month~~4.500 in4.999 ~~which~~4 ~~such Distribution Date occurs~~1, or864,328.64 if0.225 ~~such~~5.000 ~~18th~~5.499 ~~day~~12 ~~is not a Business Day~~5,645,634.86 ~~the~~0.680 ~~next~~5.500 ~~succeeding~~5.999 ~~Business~~11 ~~Day~~4,492,974.60 ~~Distribution~~0.541 ~~Date~~6.000 ~~The~~6.499 ~~25th~~36 ~~day of each month or~~13,591,992.66 if1.638 ~~such~~6.500 ~~25th~~6.999 ~~day~~220 ~~is not a Business Day~~79,896,635.74 ~~the~~9.629 ~~next~~7.000 ~~succeeding~~7.499 ~~Business~~351 ~~Day~~112,061,805.89 ~~commencing~~13.506 in7.500 ~~June~~7.999 ~~2006~~712 ~~LIBOR~~211,528,887.05 ~~Determination~~25.493 ~~Date~~8.000 ~~The~~8.499 ~~second~~496 ~~LIBOR~~125,363,841.57 ~~Business~~15.109 ~~Day~~8.500 ~~immediately~~8.999 ~~preceding~~542 ~~the commencement of each Accrual Period for any LIBOR Certificate Record Date With respect to any Class of Book-Entry Certificates and any Distribution Date~~129,712,638.05 ~~the~~15.633 ~~close~~9.000 ~~of business on the Business Day immediately preceding such Distribution Date~~9.499 ~~With~~266 ~~respect to any Class of Definitive Certificates and any Distribution Date~~51,267,359.36 ~~the~~6.179 ~~last~~9.500 ~~Business~~9.999 ~~Day~~287 ~~of the month immediately preceding the month in which the Distribution Date occurs (or~~57,473,178.11 in6.927 ~~the~~10.000 ~~case~~10.499 of126 ~~the first Distribution Date~~20,224,491.83 ~~the~~2.437 ~~Closing~~10.500 ~~Date)~~10.999 ~~LIBOR~~70 ~~Business Day Any day on which banks in London~~10,438,088.61 ~~England~~1.258 ~~and~~11.000 ~~The~~11.499 ~~City~~24 ~~of New York are open and conducting transactions in foreign currency and exchange Business Day Any day other than (i) a Saturday or a Sunday~~3,014,176.71 ~~(ii)~~0.363 a11.500 ~~day~~11.999 on19 ~~which banking institutions in New York~~2, ~~New York or~~015,736.07 if0.243 ~~other~~12.000 ~~than~~12.499 ~~New~~5 ~~York~~693,892.78 or0.084 ~~the~~12.500 ~~city~~12.999 in2 ~~which~~135,373.57 ~~the~~0.016 ~~principal~~13.000 ~~office~~13.499 of1 ~~the~~80,297.57 ~~Corporate~~0.010 ~~Trust~~13.500 ~~Office~~13.999 of1 ~~the Securities Administrator is located~~83,133.71 or0.010 ~~the~~14.000 ~~States~~14.499 of2 ~~Maryland~~116,682.77 ~~Massachusetts~~0.014 or14.500 ~~Minnesota~~14.999 ~~are~~1 ~~closed~~47,943.46 or0.006 ~~(iii)~~>= ~~with~~15.000 ~~respect~~0 to0.00 ~~any~~0.000 ~~Servicer~~Total ~~Remittance Date or any Servicer reporting date~~3,188 ~~the States specified in the definition of "Business Day" in the related Servicing Agreement~~829,749,093.61 ~~are authorized or obligated by law or executive order to be closed Remittance Date See Servicing Agreements~~100.000

~~Clayton~~SUPPLEMENTAL ~~Fixed~~REPORTING ~~Income~~August ~~Services~~25, ~~Inc~~2006 Distribution Information On August 25th, 2006 a total distribution of $71,590,660.65 ~~Credit~~was ~~Risk~~made ~~Management~~to ~~Report~~the ~~This~~holders ~~data~~of Structured Asset Investment Loan Trust Mortgage Pass-Through Certificates, Series 2006-3. On August 31, 2006 the Securities Administrator discovered that additional prepayment funds were available for distribution to the following classes: A1, A3 and P. As a result, a subsequent payment was made to those classes on August 31, 2006 in the amount of $3,501,541.71 ($1,596,039.20 to A1, $1,863,482.37 to A3, and $42,020.14 to P). Closing Date May 26, 2006 Determination Date With respect to each Distribution Date and any Servicer, the 18th day of the month in which such Distribution Date occurs, or, if such 18th day is not ~~available~~a atBusiness ~~this~~Day, ~~time~~the next succeeding Business Day Distribution Date The 25th day of each month or, if such 25th day is not a Business Day, the next succeeding Business Day, commencing in June 2006 LIBOR Determination Date The second LIBOR Business Day immediately preceding the commencement of each Accrual Period for any LIBOR Certificate Record Date With respect to any Class of Book-Entry Certificates and any Distribution Date, the close of business on the Business Day immediately preceding such Distribution Date. With respect to any Class of Definitive Certificates and any Distribution Date, the last Business Day of the month immediately preceding the month in which the Distribution Date occurs (or, in the case of the first Distribution Date, the Closing Date) LIBOR Business Day Any day on which banks in London, England and The City of New York are open and conducting transactions in foreign currency and exchange Business Day Any day other than (i) a Saturday or a Sunday, (ii) a day on which banking institutions in New York, New York or, if other than New York or the city in which the principal office of the Corporate Trust Office of the Securities Administrator is located, or the States of Maryland, Massachusetts or Minnesota are closed, or (iii) with respect to any Servicer Remittance Date or any Servicer reporting date, the States specified in the definition of "Business Day" in the related Servicing Agreement, are authorized or obligated by law or executive order to be closed Remittance Date See Servicing Agreements

EX 99.2

Filing Compare · SAIL 2006-3