10-D 1 sac06bc1_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: 333-129480-05 Structured Asset Securities Corporation Mortgage Loan Trust 2006-BC1 (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 Securities Corporation Mortgage Loan Trust 2006-BC1. 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 Securities Corporation Mortgage Loan Trust 2006-BC1, 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 Securities Corporation Mortgage Loan Trust 2006-BC1 (Issuing Entity) Aurora Loan Services LLC (Master Servicer) /s/ Michele Olds Michele Olds, Vice President Servicer Oversight Date: December 04, 2006 EXHIBIT INDEX Exhibit Number Description EX-99.1 Monthly report distributed to holders of Structured Asset Securities Corporation Mortgage Loan Trust 2006-BC1, relating to the November 27, 2006 distribution. EX-99.2 Clayton Credit Risk Manager Report EX-99.1 Structured Asset Securities Corporation Mortgage Pass-Through Certificates Distribution Date: 11/27/2006 Structured Asset Securities Corporation Mortgage Pass-Through Certificates Series 2006-BC1 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 86359YAC5 5.~~50438~~50000% 8478,~~705~~245,~~107~~133.2522 ~~401~~394,~~492~~485.2888 A2 86359YAD3 5.~~48438~~48000% ~~291~~274,~~490~~157,~~906~~037.5087 1,~~376~~377,~~612~~182.6119 A3 86359YAE1 5.~~38438~~38000% ~~211~~181,~~882~~878,~~790~~428.5500 ~~982~~896,~~405~~963.0378 A4 86359YAF8 5.~~44438~~44000% 63,187,000.00 ~~296~~315,~~234~~092.3151 A5 86359YAG6 5.~~48438~~48000% 87,610,000.00 ~~413~~440,~~752~~094.2923 A6 86359YAH4 5.~~59438~~59000% 46,354,000.00 ~~223~~237,~~304~~525.9662 M1 86359YAJ0 5.~~63438~~63000% 41,852,000.00 ~~203~~215,~~058~~991.6720 M2 86359YAK7 5.~~65438~~65000% 35,796,000.00 ~~174~~185,~~292~~393.4945 M3 86359YAL5 5.~~66438~~66000% 21,477,000.00 ~~104~~111,~~757~~429.5284 M4 86359YAM3 5.~~72438~~72000% 18,724,000.00 9298,~~296~~176.7217 M5 86359YAN1 5.~~76438~~76000% 17,622,000.00 8793,~~471~~044.5816 M6 86359YAP6 5.~~87438~~87000% 15,420,000.00 7882,~~001~~972.9845 M7 86359YAQ4 6.~~42438~~42000% 13,768,000.00 7681,~~166~~024.0268 M8 86359YAR2 6.~~52438~~52000% 11,014,000.00 6165,~~879~~827.0301 M9 86359YAS0 7.~~42438~~42000% 9,913,000.00 6367,~~375~~424.9592 B1 86359YAA9 7.~~82438~~82000% 9,913,000.00 6671,~~790~~059.4369 B2 86359YAB7 7.~~32438~~32000% 11,565,000.00 7277,~~941~~601.6715 B3 86359YAT8 7.~~82438~~82000% 11,565,000.00 7782,~~921~~901.0477 X SASBC1X 0.00000% 5,507,695.00 ~~770~~123,~~262~~173.6846 P SASBC1P 0.00000% 100.00 ~~652~~421,~~659~~131.0569 R SASBC1R 0.00000% 0.00 0.00 LT-R SASBC1L 0.00000% 0.00 0.00 Totals 1955,~~009~~568,~~366,599~~394.3009 65,~~275~~438,~~676~~495.3185

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses A1 32,~~537~~408,~~048~~168.3047 0.00 8175,~~168~~836,~~058~~964.9575 32,~~938~~802,~~540~~654.5835 0.00 A2 118,~~444~~988,~~589~~319.0610 0.00 ~~280~~265,~~046~~168,~~317~~718.4477 1210,~~821~~365,~~201~~501.6729 0.00 A3 1915,~~548~~147,~~969~~295.1980 0.00 ~~192~~166,~~333~~731,~~821~~132.37 20 16,~~531~~044,~~374~~259.2258 0.00 A4 0.00 0.00 63,187,000.00 ~~296~~315,~~234~~092.3151 0.00 A5 0.00 0.00 87,610,000.00 ~~413~~440,~~752~~094.2923 0.00 A6 0.00 0.00 46,354,000.00 ~~223~~237,~~304~~525.9662 0.00 M1 0.00 0.00 41,852,000.00 ~~203~~215,~~058~~991.6720 0.00 M2 0.00 0.00 35,796,000.00 ~~174~~185,~~292~~393.4945 0.00 M3 0.00 0.00 21,477,000.00 ~~104~~111,~~757~~429.5284 0.00 M4 0.00 0.00 18,724,000.00 9298,~~296~~176.7217 0.00 M5 0.00 0.00 17,622,000.00 8793,~~471~~044.5816 0.00 M6 0.00 0.00 15,420,000.00 7882,~~001~~972.9845 0.00 M7 0.00 0.00 13,768,000.00 7681,~~166~~024.0268 0.00 M8 0.00 0.00 11,014,000.00 6165,~~879~~827.0301 0.00 M9 0.00 0.00 9,913,000.00 6367,~~375~~424.9592 0.00 B1 0.00 0.00 9,913,000.00 6671,~~790~~059.4369 0.00 B2 0.00 0.00 11,565,000.00 7277,~~941~~601.6715 0.00 B3 0.00 0.00 11,565,000.00 7782,~~921~~901.0477 0.00 X 0.00 0.00 5,507,695.00 ~~770~~123,~~262~~173.6846 0.00 P 0.00 0.00 100.00 ~~652~~421,~~659~~131.0569 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 3426,~~530~~543,~~606~~783.5537 0.00 ~~974~~929,~~835~~024,~~992~~610.7672 4031,~~806~~982,~~282~~279.8622 0.00 This report has been compiled from information provided to Wells Fargo Bank, N.A., by various third parties, which may include the Servicer, Master Servicer, Special Servicer and others. Wells Fargo Bank, N.A., has not independently confirmed the accuracy of information received from these third parties and assumes no duty to do so. Wells Fargo Bank, N.A., expressly disclaims any responsibility for the accuracy or completeness of information furnished by third parties.

Principal Distribution Statement Class Original Beginning Scheduled UnScheduled Accretion Realized Face Certificate Principal Principal Loss Amount Balance Distribution Distribution A1 99,675,000.00 8478,~~705~~245,~~107~~133.2522 0.00 32,~~537~~408,~~048~~168.3047 0.00 0.00 A2 319,000,000.00 ~~291~~274,~~490~~157,~~906~~037.5087 0.00 118,~~444~~988,~~589~~319.0610 0.00 0.00 A3 261,439,000.00 ~~211~~181,~~882~~878,~~790~~428.5500 0.00 1915,~~548~~147,~~969~~295.1980 0.00 0.00 A4 63,187,000.00 63,187,000.00 0.00 0.00 0.00 0.00 A5 87,610,000.00 87,610,000.00 0.00 0.00 0.00 0.00 A6 46,354,000.00 46,354,000.00 0.00 0.00 0.00 0.00 M1 41,852,000.00 41,852,000.00 0.00 0.00 0.00 0.00 M2 35,796,000.00 35,796,000.00 0.00 0.00 0.00 0.00 M3 21,477,000.00 21,477,000.00 0.00 0.00 0.00 0.00 M4 18,724,000.00 18,724,000.00 0.00 0.00 0.00 0.00 M5 17,622,000.00 17,622,000.00 0.00 0.00 0.00 0.00 M6 15,420,000.00 15,420,000.00 0.00 0.00 0.00 0.00 M7 13,768,000.00 13,768,000.00 0.00 0.00 0.00 0.00 M8 11,014,000.00 11,014,000.00 0.00 0.00 0.00 0.00 M9 9,913,000.00 9,913,000.00 0.00 0.00 0.00 0.00 B1 9,913,000.00 9,913,000.00 0.00 0.00 0.00 0.00 B2 11,565,000.00 11,565,000.00 0.00 0.00 0.00 0.00 B3 11,565,000.00 11,565,000.00 0.00 0.00 0.00 0.00 X 5,507,695.12 5,507,695.00 0.00 0.00 0.00 0.00 P 100.00 100.00 0.00 0.00 0.00 0.00 R 0.00 0.00 0.00 0.00 0.00 0.00 LT-R 0.00 0.00 0.00 0.00 0.00 0.00 Totals 1,101,401,795.12 1955,~~009~~568,~~366,599~~394.3009 0.00 3426,~~530~~543,~~606~~783.5537 0.00 0.00

Principal Distribution Statement (continued) Class Total Ending Ending Total Principal Certificate Certificate Principal Reduction Balance Percentage Distribution A1 32,~~537~~408,~~048~~168.3047 8175,~~168~~836,~~058~~964.9575 0.~~81432715~~76084239 32,~~537~~408,~~048~~168.3047 A2 118,~~444~~988,~~589~~319.0610 ~~280~~265,~~046~~168,~~317~~718.4477 0.~~87788814~~83124990 118,~~444~~988,~~589~~319.0610 A3 1915,~~548~~147,~~969~~295.1980 ~~192~~166,~~333~~731,~~821~~132.3720 0.~~73567380~~63774392 1915,~~548~~147,~~969~~295.1980 A4 0.00 63,187,000.00 1.00000000 0.00 A5 0.00 87,610,000.00 1.00000000 0.00 A6 0.00 46,354,000.00 1.00000000 0.00 M1 0.00 41,852,000.00 1.00000000 0.00 M2 0.00 35,796,000.00 1.00000000 0.00 M3 0.00 21,477,000.00 1.00000000 0.00 M4 0.00 18,724,000.00 1.00000000 0.00 M5 0.00 17,622,000.00 1.00000000 0.00 M6 0.00 15,420,000.00 1.00000000 0.00 M7 0.00 13,768,000.00 1.00000000 0.00 M8 0.00 11,014,000.00 1.00000000 0.00 M9 0.00 9,913,000.00 1.00000000 0.00 B1 0.00 9,913,000.00 1.00000000 0.00 B2 0.00 11,565,000.00 1.00000000 0.00 B3 0.00 11,565,000.00 1.00000000 0.00 X 0.00 5,507,695.00 0.99999998 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 3426,~~530~~543,~~606~~783.5537 ~~974~~929,~~835~~024,~~992~~610.7672 0.~~88508662~~84349291 3426,~~530~~543,~~606~~783.5537

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution A1 99,675,000.00 ~~849~~785.~~81296464~~00259062 0.00000000 3524.~~48581189~~16020537 0.00000000 A2 319,000,000.00 ~~913~~859.~~76459718~~42645100 0.00000000 3528.~~87645473~~17654890 0.00000000 A3 261,439,000.00 ~~810~~695.~~44829023~~68208263 0.00000000 7457.~~77449497~~93816454 0.00000000 A4 63,187,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A5 87,610,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A6 46,354,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M1 41,852,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M2 35,796,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M3 21,477,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M4 18,724,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M5 17,622,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M6 15,420,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M7 13,768,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M8 11,014,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M9 9,913,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B1 9,913,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B2 11,565,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B3 11,565,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 X 5,507,695.12 999.99997821 0.00000000 0.00000000 0.00000000 P 100.00 1000.00000000 0.00000000 0.00000000 0.00000000 R 0.00 0.00000000 0.00000000 0.00000000 0.00000000 LT-R 0.00 0.00000000 0.00000000 0.00000000 0.00000000

Principal Distribution Factors Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution A1 0.00000000 3524.~~48581189~~16020537 ~~814~~760.~~32715275~~84238525 0.~~81432715~~76084239 3524.~~48581189~~16020537 A2 0.00000000 3528.~~87645473~~17654890 ~~877~~831.~~88814245~~24990210 0.~~87788814~~83124990 3528.~~87645473~~17654890 A3 0.00000000 7457.~~77449497~~93816454 ~~735~~637.~~67379530~~74391808 0.~~73567380~~63774392 7457.~~77449497~~93816454 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 B3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 X 0.00000000 0.00000000 999.99997821 0.99999998 0.00000000 P 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 LT-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 NOTE: All classes are per $1,000 denomination.

Interest Distribution Statement Class Accrual Accrual Current Beginning Current Payment of Dates Days Certificate Certificate/ Accrued Unpaid Interest Rate Notional Interest Shortfall (1) Balance A1 0810/25/06 - 0911/2426/06 3133 5.~~50438~~50000% 8478,~~705~~245,~~107~~133.2522 ~~401~~394,~~492~~485.2888 0.00 A2 0810/25/06 - 0911/2426/06 3133 5.~~48438~~48000% ~~291~~274,~~490~~157,~~906~~037.5087 1,~~376~~377,~~612~~182.6119 0.00 A3 0810/25/06 - 0911/2426/06 3133 5.~~38438~~38000% ~~211~~181,~~882~~878,~~790~~428.5500 ~~982~~896,~~405~~963.0378 0.00 A4 0810/25/06 - 0911/2426/06 3133 5.~~44438~~44000% 63,187,000.00 ~~296~~315,~~234~~092.3151 0.00 A5 0810/25/06 - 0911/2426/06 3133 5.~~48438~~48000% 87,610,000.00 ~~413~~440,~~752~~094.2923 0.00 A6 0810/25/06 - 0911/2426/06 3133 5.~~59438~~59000% 46,354,000.00 ~~223~~237,~~304~~525.9662 0.00 M1 0810/25/06 - 0911/2426/06 3133 5.~~63438~~63000% 41,852,000.00 ~~203~~215,~~058~~991.6720 0.00 M2 0810/25/06 - 0911/2426/06 3133 5.~~65438~~65000% 35,796,000.00 ~~174~~185,~~292~~393.4945 0.00 M3 0810/25/06 - 0911/2426/06 3133 5.~~66438~~66000% 21,477,000.00 ~~104~~111,~~757~~429.5284 0.00 M4 0810/25/06 - 0911/2426/06 3133 5.~~72438~~72000% 18,724,000.00 9298,~~296~~176.7217 0.00 M5 0810/25/06 - 0911/2426/06 3133 5.~~76438~~76000% 17,622,000.00 8793,~~471~~044.5816 0.00 M6 0810/25/06 - 0911/2426/06 3133 5.~~87438~~87000% 15,420,000.00 7882,~~001~~972.9845 0.00 M7 0810/25/06 - 0911/2426/06 3133 6.~~42438~~42000% 13,768,000.00 7681,~~166~~024.0268 02,299.0064 M8 0810/25/06 - 0911/2426/06 3133 6.~~52438~~52000% 11,014,000.00 6165,~~879~~827.0301 02,849.0026 M9 0810/25/06 - 0911/2426/06 3133 7.~~42438~~42000% 9,913,000.00 6367,~~375~~424.9592 610,~~417~~742.6566 B1 0810/25/06 - 0911/2426/06 3133 7.~~82438~~82000% 9,913,000.00 6671,~~790~~059.4369 914,~~832~~377.1343 B2 0810/25/06 - 0911/2426/06 3133 7.~~32438~~32000% 11,565,000.00 7277,~~941~~601.6715 611,~~491~~472.2880 B3 0810/25/06 - 0911/2426/06 3133 7.~~82438~~82000% 11,565,000.00 7782,~~921~~901.0477 1116,~~470~~773.6543 X N/A N/A 0.00000% 5,507,695.00 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 4,~~852~~894,~~754~~190.5870 3458,~~211~~515.7122

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 ~~401~~394,~~492~~485.2888 0.00 8175,~~168~~836,~~058~~964.9575 A2 0.00 0.00 1,~~376~~377,~~612~~182.6119 0.00 ~~280~~265,~~046~~168,~~317~~718.4477 A3 0.00 0.00 ~~982~~896,~~405~~963.0378 0.00 ~~192~~166,~~333~~731,~~821~~132.3720 A4 0.00 0.00 ~~296~~315,~~234~~092.3151 0.00 63,187,000.00 A5 0.00 0.00 ~~413~~440,~~752~~094.2923 0.00 87,610,000.00 A6 0.00 0.00 ~~223~~237,~~304~~525.9662 0.00 46,354,000.00 M1 0.00 0.00 ~~203~~215,~~058~~991.6720 0.00 41,852,000.00 M2 0.00 0.00 ~~174~~185,~~292~~393.4945 0.00 35,796,000.00 M3 0.00 0.00 ~~104~~111,~~757~~429.5284 0.00 21,477,000.00 M4 0.00 0.00 9298,~~296~~176.7217 0.00 18,724,000.00 M5 0.00 0.00 8793,~~471~~044.5816 0.00 17,622,000.00 M6 0.00 0.00 7882,~~001~~972.9845 0.00 15,420,000.00 M7 02,299.0064 0.00 7681,~~166~~024.0268 0.00 13,768,000.00 M8 02,849.0026 0.00 6165,~~879~~827.0301 0.00 11,014,000.00 M9 610,~~417~~742.6566 0.00 6367,~~375~~424.9592 0.00 9,913,000.00 B1 914,~~832~~377.1343 0.00 6671,~~790~~059.4369 0.00 9,913,000.00 B2 611,~~491~~472.2880 0.00 7277,~~941~~601.6715 0.00 11,565,000.00 B3 1116,~~470~~773.6543 0.00 7782,~~921~~901.0477 0.00 11,565,000.00 X 0.00 0.00 ~~770~~123,~~262~~173.6846 0.00 5,507,695.00 P 0.00 0.00 ~~652~~421,~~659~~131.0569 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 3458,~~211~~515.7122 0.00 65,~~275~~438,~~676~~495.3185 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 99,675,000.00 5.~~50438~~50000% ~~849~~785.~~81296464~~00259062 43.~~02801384~~95772139 0.00000000 A2 319,000,000.00 5.~~48438~~48000% ~~913~~859.~~76459718~~42645100 4.~~31540003~~31718555 0.00000000 A3 261,439,000.00 5.~~38438~~38000% ~~810~~695.~~44829023~~68208263 3.~~75768355~~43087213 0.00000000 A4 63,187,000.00 5.~~44438~~44000% 1000.00000000 4.~~68821609~~98666672 0.00000000 A5 87,610,000.00 5.~~48438~~48000% 1000.00000000 45.~~72266054~~02333330 0.00000000 A6 46,354,000.00 5.~~59438~~59000% 1000.00000000 45.~~81738275~~12416663 0.00000000 M1 41,852,000.00 5.~~63438~~63000% 1000.00000000 45.~~85182715~~16083341 0.00000000 M2 35,796,000.00 5.~~65438~~65000% 1000.00000000 45.~~86904934~~17916667 0.00000000 M3 21,477,000.00 5.~~66438~~66000% 1000.00000000 45.~~87766075~~18833357 0.00000000 M4 18,724,000.00 5.~~72438~~72000% 1000.00000000 45.~~92932707~~24333316 0.00000000 M5 17,622,000.00 5.~~76438~~76000% 1000.00000000 45.~~96377142~~28000000 0.00000000 M6 15,420,000.00 5.~~87438~~87000% 1000.00000000 5.~~05849416~~38083333 0.00000000 M7 13,768,000.00 6.~~42438~~42000% 1000.00000000 5.~~53210488~~88500000 0.~~00000000~~16702789 M8 11,014,000.00 6.~~52438~~52000% 1000.00000000 5.~~61821591~~97666697 0.~~00000000~~25869439 M9 9,913,000.00 7.~~42438~~42000% 1000.00000000 6.~~39321598~~80166650 01.~~64739736~~08369414 B1 9,913,000.00 7.~~82438~~82000% 1000.00000000 67.~~73766065~~16833350 01.~~99184203~~45036114 B2 11,565,000.00 7.~~32438~~32000% 1000.00000000 6.~~30710506~~71000000 0.~~56128664~~99202767 B3 11,565,000.00 7.~~82438~~82000% 1000.00000000 67.~~73766018~~16833290 01.~~99184176~~45036144 X 5,507,695.12 0.00000% 999.99997821 0.00000000 0.00000000 P 100.00 0.00000% 1000.00000000 0.00000000 0.00000000 R 0.00 0.00000% 0.00000000 0.00000000 0.00000000 LT-R 0.00 0.00000% 0.00000000 0.00000000 0.00000000

Interest Distribution Factors Statement (continued) Class Current Non-Supported Total Remaining Unpaid Ending Interest Interest Interest Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance A1 0.00000000 0.00000000 43.~~02801384~~95772139 0.00000000 ~~814~~760.~~32715275~~84238525 A2 0.00000000 0.00000000 4.~~31540003~~31718555 0.00000000 ~~877~~831.~~88814245~~24990210 A3 0.00000000 0.00000000 3.~~75768355~~43087213 0.00000000 ~~735~~637.~~67379530~~74391808 A4 0.00000000 0.00000000 4.~~68821609~~98666672 0.00000000 1000.00000000 A5 0.00000000 0.00000000 45.~~72266054~~02333330 0.00000000 1000.00000000 A6 0.00000000 0.00000000 45.~~81738275~~12416663 0.00000000 1000.00000000 M1 0.00000000 0.00000000 45.~~85182715~~16083341 0.00000000 1000.00000000 M2 0.00000000 0.00000000 45.~~86904934~~17916667 0.00000000 1000.00000000 M3 0.00000000 0.00000000 45.~~87766075~~18833357 0.00000000 1000.00000000 M4 0.00000000 0.00000000 45.~~92932707~~24333316 0.00000000 1000.00000000 M5 0.00000000 0.00000000 45.~~96377142~~28000000 0.00000000 1000.00000000 M6 0.00000000 0.00000000 5.~~05849416~~38083333 0.00000000 1000.00000000 M7 0.~~00000000~~16702789 0.00000000 5.~~53210488~~88500000 0.00000000 1000.00000000 M8 0.~~00000000~~25869439 0.00000000 5.~~61821591~~97666697 0.00000000 1000.00000000 M9 01.~~64739736~~08369414 0.00000000 6.~~39321598~~80166650 0.00000000 1000.00000000 B1 01.~~99184203~~45036114 0.00000000 67.~~73766065~~16833350 0.00000000 1000.00000000 B2 0.~~56128664~~99202767 0.00000000 6.~~30710506~~71000000 0.00000000 1000.00000000 B3 01.~~99184176~~45036144 0.00000000 67.~~73766018~~16833290 0.00000000 1000.00000000 X 0.00000000 0.00000000 ~~139~~22.~~85209116~~36388495 0.00000000 999.99997821 P 0.00000000 0.00000000 ~~6526590~~4211316.~~50000000~~90000000 0.00000000 1000.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 LT-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls,if applicable. NOTE: All classes are per $1,000 denomination.

CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 4132,~~098~~753,~~880~~702.3046 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0.00 Servicer Advances 0.00 Gains & Subsequent Recoveries (Realized Losses) (~~170~~439,~~488~~919.9535) Prepayment Penalties ~~652~~421,~~659~~131.0569 Swap/Cap Payments 0.00 Total Deposits 4132,~~581~~734,~~050~~914.4080 Withdrawals Swap Payments 2950,~~683~~016.6823 Reserve Funds and Credit Enhancements 0.00 Total Administration Fees ~~745~~702,~~083~~619.8635 Payment of Interest and Principal 4031,~~806~~982,~~282~~279.8622 Total Withdrawals (Pool Distribution Amount) 4132,~~581~~734,~~050~~914.4080 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

ADMINISTRATION FEES Gross Servicing Fee* ~~420~~398,~~569~~153.4050 Credit Risk Manager Fee - Clayton Fixed Income Services 98,~~252~~759.5338 LPMI Policy - MGIC & PMI ~~315~~295,~~261~~706.9347 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~745~~702,~~083~~619.8635 *Servicer Payees include: AURORA LOAN ~~SRVCS~~SERVICING INC.

Reserve and Guaranty Funds Account Name Beginning Current Current Ending Balance Withdrawals Deposits Balance Basis Risk Reserve Fund 1,000.00 3458,~~211~~515.7022 3458,~~211~~515.7022 1,000.00 Interest Rate Cap Account 1,000.00 0.00 0.00 1,000.00 Swap Account 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 Agreement - ABN AMRO Bank 0.00 0.00 0.00 Swap Agreement - ABN AMRO Bank 4,~~437~~434,~~034~~772.0639 4,~~466~~484,~~717~~788.7462 (2950,~~683~~016.6823)

COLLATERAL STATEMENT Collateral Description Mixed Fixed & Arm Weighted Average Gross Coupon 7.~~814046~~803614% Weighted Average Net Coupon 7.~~314046~~303614% Weighted Average Pass-Through Rate 6.~~939242~~932266% Weighted Average Remaining Term ~~347~~345 Beginning Scheduled Collateral Loan Count 65,~~229~~948 Number Of Loans Paid In Full ~~164~~148 Ending Scheduled Collateral Loan Count 65,~~065~~800 Beginning Scheduled Collateral Balance 1955,~~009~~568,~~366,599~~394.3109 Ending Scheduled Collateral Balance ~~974~~929,~~835~~024,~~992~~610.7672 Ending Actual Collateral Balance at 31-~~Aug~~Oct-2006 ~~975~~929,~~495~~747,~~011~~077.1525 Monthly P&I Constant 76,~~127~~748,~~392~~572.4086 Special Servicing Fee 0.00 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount ~~652~~421,~~659~~131.0569 Prepayment Penalty Paid Count ~~112~~91 Realized Loss Amount ~~170~~439,~~488~~919.9535 Cumulative Realized Loss ~~170~~980,~~488~~336.9568 Scheduled Principal ~~554~~534,~~695~~500.0777 Unscheduled Principal 3326,~~975~~009,~~911~~282.4860

Group Level Collateral Statement Group 1 (A) 1 (B) Collateral Description Fixed 15/30 & ARM Fixed 15/30 & ARM Weighted Average Coupon Rate 7.~~259415~~255246 7.~~790403~~785002 Weighted Average Net Rate 6.~~759415~~755246 7.~~290403~~285002 Pass-Through Rate 6.~~192476~~168884 6.~~678744~~680627 Weighted Average Remaining Term ~~351~~349 ~~346~~344 Record Date 0810/31/2006 0810/31/2006 Principal And Interest Constant ~~555~~518,~~144~~836.7334 ~~190~~184,~~484~~274.6890 Beginning Loan Count ~~420~~395 ~~219~~211 Loans Paid in Full 158 25 Ending Loan Count ~~405~~387 ~~217~~206 Beginning Scheduled Balance 8478,~~155~~649,~~260~~640.0193 2625,~~017~~131,~~895~~882.2524 Ending Scheduled Balance 8076,~~764~~775,~~861~~947.1698 2524,~~887~~597,~~486~~102.5048 Scheduled Principal 4643,~~046~~317.4662 21,~~576~~231.4477 Unscheduled Principal 31,~~344~~830,~~352~~375.3933 ~~108~~513,~~832~~547.3199 Scheduled Interest ~~509~~475,~~098~~518.2772 ~~168~~163,~~908~~043.2413 Servicing Fees 3532,~~064~~770.6968 10,~~840~~471.7962 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 3938,~~759~~430.0793 1312,~~261~~657.7356 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest ~~434~~404,~~274~~317.5111 ~~144~~139,~~805~~913.7295 Realized Loss Amount 0.00 040,898.0035 Cumulative Realized Loss 0.00 040,898.0035 Percentage of Cumulative Losses 0.0000 0.~~0000~~1385 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 6420,~~477~~287.9040 37,~~750~~651.5174 Prepayment Penalty Paid Count 146 23 Special Servicing Fee 0.00 0.00

Group Level Collateral Statement Group 2 (A) 2 (B) Collateral Description Fixed 15/30 & ARM Fixed 15/30 & ARM Weighted Average Coupon Rate 7.~~959369~~950722 8.~~257657~~233604 Weighted Average Net Rate 7.~~459369~~450722 7.~~757657~~733604 Pass-Through Rate 76.~~004194~~998378 7.~~380311~~356816 Weighted Average Remaining Term ~~352~~350 ~~327~~324 Record Date 0810/31/2006 0810/31/2006 Principal And Interest Constant 21,~~015~~907,~~254~~355.3087 ~~684~~668,~~052~~829.1499 Beginning Loan Count 1,~~903~~823 1,~~051~~027 Loans Paid in Full 5048 1416 Ending Loan Count 1,~~853~~775 1,~~037~~011 Beginning Scheduled Balance ~~283~~268,~~706~~394,~~407~~461.6306 8987,~~286~~329,~~995~~570.7132 Ending Scheduled Balance ~~273~~260,~~398~~624,~~170~~064.2122 8886,~~176~~024,~~282~~573.6792 Scheduled Principal ~~133~~129,~~484~~081.3602 69,~~634~~632.3139 Unscheduled Principal 107,~~174~~641,~~753~~315.0682 1,~~041~~235,~~078~~364.7301 Scheduled Interest 1,~~881~~778,~~769~~274.9485 ~~614~~599,~~417~~197.8360 Servicing Fees ~~118~~111,~~211~~831.0003 3736,~~202~~387.9132 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 ~~107~~101,~~613~~172.3221 2827,~~076~~420.7764 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest 1,~~655~~565,~~945~~271.6261 ~~549~~535,~~138~~389.1564 Realized Loss Amount 024,585.0094 28217,~~800~~262.7462 Cumulative Realized Loss 024,585.0094 28318,~~800~~147.7423 Percentage of Cumulative Losses 0.~~0000~~0080 0.~~0307~~3387 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount ~~208~~144,~~874~~361.8124 2326,~~921~~521.1121 Prepayment Penalty Paid Count 3432 109 Special Servicing Fee 0.00 0.00

Group Level Collateral Statement Group 3 (A) 3 (B) Collateral Description Fixed 15/30 & ARM Fixed 15/30 & ARM Weighted Average Coupon Rate 7.~~645016~~623371 8.~~163113~~179537 Weighted Average Net Rate 7.~~145016~~123371 7.~~663113~~679537 Pass-Through Rate 6.~~864214~~851285 7.~~343933~~365139 Weighted Average Remaining Term ~~352~~350 ~~330~~328 Record Date 0810/31/2006 0810/31/2006 Principal And Interest Constant 2,~~866~~699,~~701~~145.7568 ~~815~~770,~~754~~130.8008 Beginning Loan Count 1,~~787~~686 ~~849~~806 Loans Paid in Full 6053 2318 Ending Loan Count 1,~~727~~633 ~~826~~788 Beginning Scheduled Balance 395,419,~~277,971~~538.4609 ~~106~~100,~~922~~643,~~069~~301.2545 Ending Scheduled Balance ~~404~~382,~~096~~288,~~305~~047.3467 ~~102~~98,~~512~~714,~~886~~874.8845 Scheduled Principal ~~195~~187,~~546~~120.1487 8884,~~407~~117.3610 Unscheduled Principal 1412,~~986~~944,~~119~~369.9855 41,~~320~~844,~~775~~309.0190 Scheduled Interest 2,~~671~~512,~~155~~024.6181 ~~727~~686,~~347~~012.4498 Servicing Fees ~~174~~164,~~699~~758.1514 4441,~~550~~934.8671 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 9889,~~111~~656.5579 2826,~~439~~368.4934 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest 2,~~398~~257,~~344~~609.9188 ~~654~~617,~~357~~709.0993 Realized Loss Amount 028,741.0021 ~~141~~128,~~688~~431.2123 Cumulative Realized Loss 028,741.0021 ~~141~~567,~~688~~963.2195 Percentage of Cumulative Losses 0.~~0000~~0063 0.~~1217~~4880 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount ~~256~~192,~~801~~293.5618 9430,~~833~~016.1692 Prepayment Penalty Paid Count 3729 1512 Special Servicing Fee 0.00 0.00

Group Level Collateral Statement Group Total Collateral Description Mixed Fixed & Arm Weighted Average Coupon Rate 7.~~814046~~803614 Weighted Average Net Rate 7.~~314046~~303614 Pass-Through Rate 6.~~939242~~932266 Weighted Average Remaining Term ~~347~~345 Record Date 0810/31/2006 Principal And Interest Constant 76,~~127~~748,~~392~~572.4086 Beginning Loan Count 65,~~229~~948 Loans Paid in Full ~~164~~148 Ending Loan Count 65,~~065~~800 Beginning Scheduled Balance 1955,~~009~~568,~~366,599~~394.3109 Ending Scheduled Balance ~~974~~929,~~835~~024,~~992~~610.7672 Scheduled Principal ~~554~~534,~~695~~500.0777 Unscheduled Principal 3326,~~975~~009,~~911~~282.4860 Scheduled Interest 6,~~572~~214,~~697~~072.3309 Servicing Fees ~~420~~398,~~569~~153.4050 Master Servicing Fees 0.00 Trustee Fee 0.00 FRY Amount 0.00 Special Hazard Fee 0.00 Other Fee ~~315~~295,~~261~~706.9347 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 5,~~836~~520,~~866~~212.0012 Realized Loss Amount ~~170~~439,~~488~~919.9535 Cumulative Realized Loss ~~170~~980,~~488~~336.9568 Percentage of Cumulative Losses 0.~~0155~~0890 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount ~~652~~421,~~659~~131.0569 Prepayment Penalty Paid Count ~~112~~91 Special Servicing Fee 0.00

Additional Reporting - Deal Level Cash Reporting Monthly Excess Cashflow ~~804~~181,~~474~~688.3968 Informational Reporting LIBOR 5.~~324380~~320000% Pool 1 Net Funds Cap 65.~~065581~~656668% Pool 2 Net Funds Cap 6.~~826578~~382866% Pool 3 Net Funds Cap 6.~~697367~~263474% Subordinate Net Funds Cap 6.6724 Senior Enhancement % 2224.~~992257~~126034% Structural Reporting Overcollateralization Amount 5,507,~~694~~695.~~100~~00 Overcollateralization Deficiency ~~158~~413,~~550~~570.6696 Overcollateralization Surplus 0.00 Targeted Overcollateralization Amount 5,507,795.00 Trigger Event Reporting Stepdown Date NO Trigger Event NO Delinquency Event Trigger Result Pass Threshold Value 8.~~472647~~890444% Calculated Value 36.~~705585~~302194% Cumulative Loss Trigger Event Trigger Result Pass Threshold Value 1.400000% Calculated Value 0.~~014395~~083127%

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 6 0 0 6 ~~739~~869,~~245~~621.7477 0.00 0.00 ~~739~~869,~~245~~621.7477 30 Days ~~262~~213 32 0 0 ~~265~~215 4036,~~997~~390,~~017~~180.7431 ~~346~~290,~~643~~221.2237 0.00 0.00 4136,~~343~~680,~~660~~401.9668 60 Days ~~106~~150 05 15 0 ~~107~~160 1521,~~380~~687,~~859~~865.1407 01,563,423.0085 67589,~~050~~881.3826 0.00 1523,~~447~~841,~~909~~170.5218 90 Days 3036 13 4552 0 7691 24,~~943~~418,~~702~~571.6084 78180,~~935~~177.2006 89,~~408~~656,~~204~~030.9146 0.00 1114,~~430~~254,~~842~~779.7136 120 Days 1215 87 4642 45 7069 ~~579~~900,~~338~~156.9676 ~~708~~949,~~275~~761.1284 67,~~917~~678,~~700~~262.5800 ~~273~~582,~~444~~026.8050 810,~~478~~110,~~759~~207.4610 150 Days 57 612 3435 48 4962 ~~306~~395,~~989~~653.6588 1,~~058~~174,~~846~~760.5831 56,~~924~~595,~~734~~429.4138 ~~541~~1,~~139~~018,885.9593 79,~~831~~184,~~710~~729.5950 180+ Days 07 112 348 232 699 0479,458.0049 ~~131~~1,~~489~~374,394.0240 ~~687~~7,~~578~~039,405.0380 ~~262~~5,~~022~~933,986.4463 114,~~081~~827,~~089~~245.4932 Totals ~~415~~428 2547 ~~129~~182 1045 ~~579~~702 6064,~~207~~271,~~908~~886.0935 36,~~063~~402,~~434~~360.8860 2231,~~005~~559,~~268~~008.3190 17,~~076~~534,~~607~~899.1906 86109,~~353~~768,~~218~~154.4791 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.~~098928~~103448% 0.000000% 0.000000% 0.~~098928~~103448% 0.~~075782~~093533% 0.000000% 0.000000% 0.~~075782~~093533% 30 Days 43.~~319868~~672414% 0.~~049464~~034483% 0.000000% 0.000000% 43.~~369332~~706897% 43.~~202689~~913987% 0.~~035535~~031215% 0.000000% 0.000000% 43.~~238224~~945202% 60 Days 12.~~747733~~586207% 0.~~000000~~086207% 0.~~016488~~086207% 0.000000% 12.~~764221~~758621% 12.~~576724~~332663% 0.~~000000~~168156% 0.~~006873~~063445% 0.000000% 12.~~583597~~564264% 90 Days 0.~~494641~~620690% 0.~~016488~~051724% 0.~~741962~~896552% 0.000000% 1.~~253092~~568966% 0.~~301765~~475244% 0.~~008092~~019379% 01.~~861942~~038565% 0.000000% 1.~~171799~~533189% 120 Days 0.~~197857~~258621% 0.~~131904~~120690% 0.~~758450~~724138% 0.~~065952~~086207% 1.~~154163~~189655% 0.~~059389~~096817% 0.~~072607~~102153% 0.~~709148~~825844% 0.~~028031~~062601% 01.~~869175~~087415% 150 Days 0.~~082440~~120690% 0.~~098928~~206897% 0.~~560594~~603448% 0.~~065952~~137931% 01.~~807914~~068966% 0.~~031470~~042555% 0.~~108545~~126353% 0.~~607357~~709379% 0.~~055473~~109587% 0.~~802845~~987874% 180+ Days 0.~~000000~~120690% 0.~~016488~~206897% 0.~~049464~~827586% 0.~~032976~~551724% 01.~~098928~~706897% 0.~~000000~~051569% 0.~~013479~~147825% 0.~~070485~~757131% 0.~~026860~~638237% 01.~~110825~~594761% Totals 67.~~842539~~379310% 0.~~412201~~810345% 23.~~126958~~137931% 0.~~164880~~775862% 912.~~546579~~103448% 6.~~172036~~912836% 0.~~314039~~688613% 23.~~255805~~394365% 0.~~110365~~810425% 811.~~852246~~806238%

Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 1,~~218~~337,~~694~~599.9871

Delinquency Status By Group DELINQUENT BANKRUPTCY FORECLOSURE REO Total 1 (A) 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 913 0 0 0 913 12,~~730~~880,~~173~~537.6949 0.00 0.00 0.00 12,~~730~~880,~~173~~537.6949 60 Days 18 0 0 0 18 ~~251~~1,~~517~~540,810.8453 0.00 0.00 0.00 ~~251~~1,~~517~~540,810.8453 90 Days 12 0 34 0 46 ~~186~~373,~~459~~317.7078 0.00 ~~898~~945,~~264~~581.4480 0.00 1,~~084~~318,~~724~~899.1458 120 Days 0 0 20 0 20 0.00 0.00 ~~263,526~~0.8500 0.00 ~~263,526~~0.8500 150 Days 0 0 12 0 1 3 0.00 0.00 ~~204~~438,~~404~~836.5841 0325,461.0092 ~~204~~764,~~404~~298.5833 180+ Days 0 0 02 01 03 0.00 0.00 0297,181.0070 0170,749.0073 0467,931.0043 Totals 1123 0 68 02 1733 24,~~168~~794,~~151~~665.2380 0.00 1,~~366~~681,~~195~~599.8791 0496,211.0065 36,~~534~~972,~~347~~477.1036 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 23.~~222222~~359173% 0.000000% 0.000000% 0.000000% 23.~~222222~~359173% 23.~~140836~~749056% 0.000000% 0.000000% 0.000000% 23.~~140836~~749056% 60 Days 02.~~246914~~067183% 0.000000% 0.000000% 0.000000% 02.~~246914~~067183% 02.~~311216~~005385% 0.000000% 0.000000% 0.000000% 02.~~311216~~005385% 90 Days 0.~~246914~~516796% 0.000000% 01.~~740741~~033592% 0.000000% 01.~~987654~~550388% 0.~~230716~~485878% 0.000000% 1.~~111470~~230687% 0.000000% 1.~~342187~~716565% 120 Days 0.000000% 0.000000% 0.~~493827~~000000% 0.000000% 0.~~493827~~000000% 0.000000% 0.000000% 0.~~326076~~000000% 0.000000% 0.~~326076~~000000% 150 Days 0.000000% 0.000000% 0.~~246914~~516796% 0.~~000000~~258398% 0.~~246914~~775194% 0.000000% 0.000000% 0.~~252921~~571151% 0.~~000000~~423593% 0.~~252921~~994744% 180+ Days 0.000000% 0.000000% 0.~~000000~~516796% 0.~~000000~~258398% 0.~~000000~~775194% 0.000000% 0.000000% 0.~~000000~~386786% 0.~~000000~~222233% 0.~~000000~~609019% Totals 25.~~716049~~943152% 0.000000% 12.~~481481~~067183% 0.~~000000~~516796% 48.~~197531~~527132% 26.~~682769~~240319% 0.000000% 12.~~690467~~188624% 0.~~000000~~645826% 49.~~373235~~074768% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 1 (B) 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 35 0 0 0 35 ~~565~~397,~~171~~439.8749 0.00 0.00 0.00 ~~565~~397,~~171~~439.8749 60 Days 43 01 0 0 4 ~~336~~415,~~781~~702.81 092,299.0064 0.00 0.00 ~~336~~508,~~781~~002.8145 90 Days 1 0 10 0 21 3784,~~929~~845.4710 0.00 ~~116,672~~0.2200 0.00 ~~154~~84,~~601~~845.6910 120 Days 1 0 0 2 0 21 50,655.95 0.00 0.00 ~~156,413.08~~ 0.00 ~~156~~50,~~413~~655.0895 150 Days 0 0 21 0 21 0.00 0.00 ~~365~~116,~~954~~672.9922 0.00 ~~365~~116,~~954~~672.9922 180+ Days 0 01 02 01 04 0.00 071,109.0064 0156,413.0008 0294,845.0035 0522,368.0007 Totals 810 02 53 01 1316 ~~939~~948,~~883~~643.1535 0163,409.0028 ~~639~~273,~~040~~085.2930 0294,845.0035 1,~~578~~679,~~923~~983.4428 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 12.~~382488~~427184% 0.000000% 0.000000% 0.000000% 12.~~382488~~427184% 21.~~181046~~614073% 0.000000% 0.000000% 0.000000% 21.~~181046~~614073% 60 Days 1.~~843318~~456311% 0.~~000000~~485437% 0.000000% 0.000000% 1.~~843318~~941748% 1.~~299670~~688244% 0.~~000000~~374845% 0.000000% 0.000000% 12.~~299670~~063090% 90 Days 0.~~460829~~485437% 0.000000% 0.~~460829~~000000% 0.000000% 0.~~921659~~485437% 0.~~146373~~344571% 0.000000% 0.~~450248~~000000% 0.000000% 0.~~596621~~344571% 120 Days 0.~~000000~~485437% 0.000000% 0.~~921659~~000000% 0.000000% 0.~~921659~~485437% 0.~~000000~~205723% 0.000000% 0.~~603611~~000000% 0.000000% 0.~~603611~~205723% 150 Days 0.000000% 0.000000% 0.~~921659~~485437% 0.000000% 0.~~921659~~485437% 0.000000% 0.000000% 10.~~412251~~473827% 0.000000% 10.~~412251~~473827% 180+ Days 0.000000% 0.~~000000~~485437% 0.~~000000~~970874% 0.~~000000~~485437% 01.~~000000~~941748% 0.000000% 0.~~000000~~288789% 0.~~000000~~635222% 01.~~000000~~197420% 02.~~000000~~121431% Totals 34.~~686636~~854369% 0.~~000000~~970874% 21.~~304147~~456311% 0.~~000000~~485437% 57.~~990783~~766990% 3.~~627089~~852612% 0.~~000000~~663635% 21.~~466111~~109049% 01.~~000000~~197420% 6.~~093199~~822715% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 2 (A) 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 23 0 0 23 ~~338~~508,~~904~~387.4203 0.00 0.00 ~~338~~508,~~904~~387.4203 30 Days ~~102~~73 10 0 0 ~~103~~73 1310,~~737~~675,~~974~~233.0116 ~~176,383~~0.7200 0.00 0.00 1310,~~914~~675,~~357~~233.7316 60 Days 3848 0 0 0 3848 46,~~555~~013,~~204~~429.8322 0.00 0.00 0.00 46,~~555~~013,~~204~~429.8322 90 Days 79 0 1823 0 2532 ~~651~~964,~~984~~581.9050 0.00 23,~~592~~540,~~224~~361.9338 0.00 34,~~244~~504,~~209~~942.8388 120 Days 10 3 17 5 25 ~~3 34 57,885~~0.0400 ~~549~~212,~~189~~804.8299 32,~~039~~166,~~344~~895.8175 ~~183~~582,~~689~~026.7150 32,~~830~~961,~~109~~727.3824 150 Days 01 24 1712 26 2123 080,400.00 ~~133~~298,~~125~~065.3033 2,~~321~~055,~~025~~820.2801 ~~145~~629,~~921~~601.5383 23,~~600~~063,~~072~~887.1117 180+ Days 0 07 025 017 049 0.00 0772,350.0061 02,954,260.0055 02,072,852.0017 05,799,463.0033 Totals ~~148~~131 1017 6077 528 ~~223~~253 1917,~~003~~733,~~048~~643.7888 1,~~197~~791,~~603~~607.2696 710,~~952~~717,~~595~~337.0269 ~~329~~3,~~611~~284,480.2450 2833,~~482~~527,~~858~~070.3003 0-29 Days 0.~~107933~~169014% 0.000000% 0.000000% 0.~~107933~~169014% 0.~~123882~~194922% 0.000000% 0.000000% 0.~~123882~~194922% 30 Days 54.~~504587~~112676% 0.~~053967~~000000% 0.000000% 0.000000% 54.~~558554~~112676% 54.~~021725~~093019% 0.~~064475~~000000% 0.000000% 0.000000% 54.~~086200~~093019% 60 Days 2.~~050729~~704225% 0.000000% 0.000000% 0.000000% 2.~~050729~~704225% 12.~~665092~~305624% 0.000000% 0.000000% 0.000000% 12.~~665092~~305624% 90 Days 0.~~377766~~507042% 0.000000% 01.~~971398~~295775% 0.000000% 1.~~349164~~802817% 0.~~238324~~369833% 0.000000% 01.~~947552~~357419% 0.000000% 1.~~185876~~727252% 120 Days 0.~~053967~~000000% 0.~~269833~~169014% 10.~~349164~~957746% 0.~~161900~~281690% 1.~~834862~~408451% 0.~~021159~~000000% 0.~~200749~~081592% 10.~~110990~~830815% 0.~~067145~~223156% 1.~~400043~~135563% 150 Days 0.~~000000~~056338% 0.~~107933~~225352% 0.~~917431~~676056% 0.~~107933~~338028% 1.~~133297~~295775% 0.~~000000~~030826% 0.~~048662~~114282% 0.~~848418~~788227% 0.~~053340~~241397% 01.~~950420~~174733% 180+ Days 0.000000% 0.~~000000~~394366% 01.~~000000~~408451% 0.~~000000~~957746% 02.~~000000~~760563% 0.000000% 0.~~000000~~296129% 01.~~000000~~132701% 0.~~000000~~794758% 02.~~000000~~223587% Totals 7.~~987048~~380282% 0.~~539665~~957746% 34.~~237992~~338028% 01.~~269833~~577465% 1214.~~034539~~253521% 6.~~946300~~799302% 0.~~437767~~686925% 24.~~906960~~109162% 01.~~120485~~259311% 1012.~~411513~~854701% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 2 (B) 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 21 0 0 21 ~~209~~96,~~996~~355.9428 0.00 0.00 ~~209~~96,~~996~~355.9428 30 Days 4230 10 0 0 4330 2,~~547~~580,~~881~~710.0334 ~~69,853~~0.1100 0.00 0.00 2,~~617~~580,~~734~~710.1434 60 Days 1925 0 02 0 1927 1,~~275~~415,~~804~~623.3204 0.00 0210,876.0096 0.00 1,~~275~~626,~~804~~500.3200 90 Days 128 12 3 0 1613 ~~808~~349,~~708~~982.54 78 118,~~935~~746.2068 ~~326~~259,~~689~~223.2879 0.00 1727,~~214,333~~953.0225 120 Days 67 10 25 10 1012 ~~191~~220,~~319~~867.2374 ~~28,737~~0.1200 ~~152~~592,~~235~~893.7955 ~~89,755~~0.0900 ~~462~~813,~~047~~761.2329 150 Days 5 3 13 2 0 611 61176,~~137~~614.2384 52332,~~684~~893.1376 ~~150~~344,~~100~~527.0919 0.00 ~~263~~854,~~921~~035.4579 180+ Days 05 01 05 01 012 0181,614.0029 052,684.0013 0362,692.0025 089,755.0009 0686,745.0076 Totals 8280 6 7 18 1 96106 4,~~884~~925,~~850~~413.3503 ~~440~~600,~~206~~679.5085 ~~629~~1,~~025~~770,213.1674 89,755.09 67,~~043~~386,~~837~~061.1071 0-29 Days 0.~~192864~~098912% 0.000000% 0.000000% 0.~~192864~~098912% 0.~~237954~~111905% 0.000000% 0.000000% 0.~~237954~~111905% 30 Days 42.~~050145~~967359% 0.~~096432~~000000% 0.000000% 0.000000% 42.~~146577~~967359% 2.~~887086~~997174% 0.~~079153~~000000% 0.000000% 0.000000% 2.~~966239~~997174% 60 Days 12.~~832208~~472799% 0.000000% 0.~~000000~~197824% 0.000000% 12.~~832208~~670623% 1.~~445655~~644070% 0.000000% 0.~~000000~~244907% 0.000000% 1.~~445655~~888978% 90 Days 10.~~157184~~791296% 0.~~096432~~197824% 0.~~289296~~296736% 0.000000% 1.~~542912~~285856% 0.~~916374~~406461% 0.~~089444~~137910% 0.~~370182~~301056% 0.000000% 10.~~376000~~845427% 120 Days 0.~~578592~~692384% 0.~~096432~~000000% 0.~~192864~~494560% 0.~~096432~~000000% 01.~~964320~~186944% 0.~~216790~~256510% 0.~~032563~~000000% 0.~~172503~~688572% 0.~~101704~~000000% 0.~~523561~~945083% 150 Days 0.~~289296~~494560% 0.~~096432~~296736% 0.~~192864~~296736% 0.000000% 01.~~578592~~088032% 0.~~069277~~205116% 0.~~059698~~386615% 0.~~170083~~400126% 0.000000% 0.~~299058~~991856% 180+ Days 0.~~000000~~494560% 0.~~000000~~098912% 0.~~000000~~494560% 0.~~000000~~098912% 01.~~000000~~186944% 0.~~000000~~210922% 0.~~000000~~061186% 0.~~000000~~421222% 0.~~000000~~104239% 0.~~000000~~797570% Totals 7.~~907425~~912957% 0.~~578592~~692384% 01.~~675024~~780415% 0.~~096432~~098912% 910.~~257473~~484669% 5.~~535181~~720255% 0.~~498812~~697615% 02.~~712769~~055883% 0.~~101704~~104239% 68.~~848466~~577992% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 3 (A) 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 21 0 0 21 ~~190~~135,~~344~~247.3820 0.00 0.00 ~~190~~135,~~344~~247.3820 30 Days 7672 0 0 0 7672 1917,~~373~~076,~~159~~990.2417 0.00 0.00 0.00 1917,~~373~~076,~~159~~990.2417 60 Days 3748 02 02 0 3752 810,~~110~~543,~~232~~758.0267 01,178,103.0052 0273,886.0057 0.00 811,~~110~~995,~~232~~748.0276 90 Days 410 01 19 0 2330 ~~870~~2,~~355~~120,520.2577 061,430.0038 4,~~409~~514,~~050~~369.8532 0.00 56,~~279~~696,~~406~~320.1047 120 Days 03 13 1217 0 1323 0380,692.0080 94671,~~830~~703.8195 24,~~943~~708,~~691~~389.3753 0.00 35,~~038~~760,~~522~~786.1828 150 Days 0 34 1116 1 1521 0.00 ~~873~~454,~~037~~895.1502 23,~~777~~582,~~495~~665.8374 ~~102~~63,~~753~~822.5418 34,~~753~~101,~~286~~382.5294 180+ Days 0 13 210 211 524 0.00 ~~131~~478,~~489~~250.02 ~~555~~2,~~578~~774,369.0354 ~~262~~3,~~022~~013,319.4441 ~~949~~6,~~089~~265,938.4997 Totals ~~117~~133 714 4464 312 ~~171~~223 2830,~~353~~121,~~746~~962.5141 12,~~289~~979,~~701~~630.3609 1015,~~685~~853,~~816~~680.0870 ~~364~~3,~~775~~077,141.9859 4052,~~694~~032,~~039~~414.9379 0-29 Days 0.~~115808~~061237% 0.000000% 0.000000% 0.~~115808~~061237% 0.~~047075~~035353% 0.000000% 0.000000% 0.~~047075~~035353% 30 Days 4.~~400695~~409063% 0.000000% 0.000000% 0.000000% 4.~~400695~~409063% 4.~~791251~~463889% 0.000000% 0.000000% 0.000000% 4.~~791251~~463889% 60 Days 2.~~142444~~939375% 0.~~000000~~122474% 0.~~000000~~122474% 0.000000% 23.~~142444~~184323% 2.~~005773~~756116% 0.~~000000~~307954% 0.~~000000~~071593% 0.000000% 23.~~005773~~135663% 90 Days 0.~~231616~~612370% 0.~~000000~~061237% 1.~~100174~~163503% 0.000000% 1.~~331789~~837110% 0.~~215251~~554300% 0.~~000000~~016058% 1.~~090419~~180047% 0.000000% 1.~~305670~~750404% 120 Days 0.~~000000~~183711% 0.~~057904~~183711% 01.~~694847~~041029% 0.000000% 01.~~752750~~408451% 0.~~000000~~099512% 0.~~023453~~175582% 01.~~728016~~230763% 0.000000% 01.~~751469~~505857% 150 Days 0.000000% 0.~~173712~~244948% 0.~~636943~~979792% 0.~~057904~~061237% 01.~~868558~~285977% 0.000000% 0.~~215914~~118909% 0.~~686913~~936501% 0.~~025412~~016683% 01.~~928240~~072093% 180+ Days 0.000000% 0.~~057904~~183711% 0.~~115808~~612370% 0.~~115808~~673607% 01.~~289519~~469688% 0.000000% 0.~~032519~~125014% 0.~~137402~~725214% 0.~~064802~~787675% 01.~~234723~~637903% Totals 68.~~774754~~144519% 0.~~405327~~857318% 23.~~547771~~919167% 0.~~173712~~734844% 913.~~901563~~655848% 7.~~012275~~873817% 0.~~318961~~778869% 24.~~642750~~144119% 0.~~090214~~804358% 1013.~~064200~~601164% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 3 (B) 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 0129,632.0026 0.00 0.00 0129,632.0026 30 Days 3020 12 0 0 3122 32,~~042~~779,~~657~~269.9066 ~~100~~290,~~406~~221.3937 0.00 0.00 3,~~143~~069,~~064~~491.2903 60 Days 718 02 1 0 821 ~~851~~1,~~318~~758,540.3280 0293,020.0069 67105,~~050~~117.3873 0.00 ~~918~~2,~~368~~156,679.7022 90 Days 56 0 13 0 69 ~~388~~525,~~264~~323.7491 0.00 65396,~~303~~494.1917 0.00 ~~453~~921,~~567~~818.9308 120 Days 54 1 3 0 98 ~~330~~247,~~134~~940.6927 3565,~~517~~252.3790 ~~362~~210,~~488~~083.6817 0.00 ~~728~~523,~~140~~276.7434 150 Days 21 0 1 1 40 ~~245~~3 138,~~852~~639.4204 088,906.0020 ~~105~~56,~~753~~907.6481 ~~292,464~~0.8800 ~~644~~284,~~070~~453.9405 180+ Days 02 0 14 0 1 07 297,844.0020 0.00 ~~132~~494,~~000~~488.0068 0292,464.0088 ~~132~~1,~~000~~084,797.0076 Totals 4951 2 7 12 1 5971 45,~~858~~747,~~228~~557.0788 ~~135~~867,~~923~~033.7642 ~~732~~1,~~595~~263,091.8956 292,464.88 68,~~019~~170,~~212~~147.6074 0-29 Days 0.~~000000~~126904% 0.000000% 0.000000% 0.~~000000~~126904% 0.~~000000~~131192% 0.000000% 0.000000% 0.~~000000~~131192% 30 Days 32.~~631961~~538071% 0.~~121065~~253807% 0.000000% 0.000000% 32.~~753027~~791878% 2.~~965605~~812712% 0.~~097864~~293713% 0.000000% 0.000000% 3.~~063469~~106425% 60 Days 02.~~847458~~284264% 0.~~000000~~253807% 0.~~121065~~126904% 0.000000% 02.~~968523~~664975% 01.~~829759~~779701% 0.~~000000~~296546% 0.~~065352~~106383% 0.000000% 02.~~895112~~182630% 90 Days 0.~~605327~~761421% 0.000000% 0.~~121065~~380711% 0.000000% 01.~~726392~~142132% 0.~~378432~~531645% 0.000000% 0.~~063649~~401265% 0.000000% 0.~~442082~~932910% 120 Days 0.~~605327~~507614% 0.~~121065~~126904% 0.~~363196~~380711% 0.000000% 1.~~089588~~015228% 0.~~321774~~250924% 0.~~034618~~066038% 0.~~353309~~212611% 0.000000% 0.~~709701~~529573% 150 Days 0.~~242131~~126904% 0.~~000000~~126904% 0.~~121065~~126904% 0.~~121065~~000000% 0.~~484262~~380711% 0.~~239626~~140307% 0.~~000000~~089976% 0.~~103076~~057593% 0.~~285058~~000000% 0.~~627760~~287876% 180+ Days 0.~~000000~~253807% 0.000000% 0.~~121065~~507614% 0.~~000000~~126904% 0.~~121065~~888325% 0.~~000000~~301428% 0.000000% 0.~~128657~~500439% 0.~~000000~~295984% 01.~~128657~~097851% Totals 56.~~932203~~472081% 0.~~242131~~888325% 01.~~847458~~522843% 0.~~121065~~126904% 79.~~142857~~010152% 45.~~735198~~816716% 0.~~132482~~877466% 01.~~714044~~278290% 0.~~285058~~295984% 58.~~866782~~268456%

180+ Delinquency Summary Summary 1 (A) Days Number of Outstanding Percentage of Number of Outstanding Percentage of Delinquent Loans Actual Balance(%) Loans Actual Balance(%) Balance($) Balance($) 180 - 209 653 17,~~081~~040,~~089~~334.4988 0.~~111~~757 2 263,526.85 0.343 210 - 239 40 6,705,820.95 0.00721 1 204,404.58 0.~~000~~266 ~~Total~~240 - 269 6 1,081,089.49 0.~~111~~116 0 0.00 0.000 Total 99 14,827,245.32 1.594 3 467,931.43 0.609

180+ Delinquency Summary (continued) 1 (B) 2 (A) Days Number of Outstanding Percentage of Number of Outstanding Percentage of Delinquent Loans Actual Balance(%) Loans Actual Balance(%) Balance($) Balance($) 180 - 209 02 0156,413.0008 0.~~000~~635 029 03,398,728.0037 1.303 210 - 239 2 365,954.99 1.486 20 2,400,734.96 0.~~000~~920 ~~Total~~240 - 269 0 0.00 0.000 0 0.00 0.000 Total 4 522,368.07 2.121 49 5,799,463.33 2.223

180+ Delinquency Summary (continued) 2 (B) 3 (A) Days Number of Outstanding Percentage of Number of Outstanding Percentage of Delinquent Loans Actual Balance(%) Loans Actual Balance(%) Balance($) Balance($) 180 - 209 8 413,601.21 0.480 8 2,285,671.31 0.00597 210 - 239 4 273,144.55 0.~~000~~317 511 ~~949~~3,~~089~~031,178.4917 0.~~235~~792 ~~Total~~240 - 269 0 0.00 0.000 5 949,089.49 0.~~235~~248 Total 12 686,745.76 0.797 24 6,265,938.97 1.637

180+ Delinquency Summary (continued) 3 (B) Days Number of Outstanding Percentage of Delinquent Loans Actual Balance(%) Balance($) 180 - 209 14 ~~132~~522,~~000~~394.0006 0.~~129~~529 ~~Total~~210 - 239 2 430,403.70 0.436 240 - 269 1 132,000.00 0.~~129~~134 Total 7 1,084,797.76 1.099 This report includes all loans greater than 180 days delinquent regardless of status (REO, Foreclosure, Bankruptcy).

REO Detail - All Mortgage Loans in REO during Current Period

Summary 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 924 ~~Oct~~Dec-05 0.000% Original Principal Balance 14,~~019~~563,~~810~~500.00 ~~Nov~~Jan-0506 0.000% Current Actual Balance 14,~~019~~556,~~084~~303.7594 ~~Dec~~Feb-0506 0.000% ~~Jan~~Mar-06 0.000% Current REO Total ~~Feb~~Apr-06 0.000% Loans in REO 1045 ~~Mar~~May-06 0.000% Original Principal Balance 17,~~077~~546,~~410~~510.00 ~~Apr~~Jun-06 0.000% Current Actual Balance 17,~~076~~534,~~607~~899.1906 ~~May~~Jul-06 0.~~000~~006% ~~Jun~~Aug-06 0.~~000~~006% ~~Jul~~Sep-06 0.~~006~~110% ~~Aug~~Oct-06 0.~~006~~311% ~~Sep~~Nov-06 0.~~110~~810% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 1 (A) 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 01 ~~Oct~~Dec-05 0.000% Original Principal Balance 0171,200.00 ~~Nov~~Jan-0506 0.000% Current Actual Balance 0170,749.0073 ~~Dec~~Feb-0506 0.000% ~~Jan~~Mar-06 0.000% Current REO Total ~~Feb~~Apr-06 0.000% Loans in REO 02 ~~Mar~~May-06 0.000% Original Principal Balance 0498,000.00 ~~Apr~~Jun-06 0.000% Current Actual Balance 0496,211.0065 ~~May~~Jul-06 0.000% ~~Jun~~Aug-06 0.000% ~~Jul~~Sep-06 0.000% ~~Aug~~Oct-06 0.~~000~~414% ~~Sep~~Nov-06 0.~~000~~646% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 1 (B) 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 01 ~~Oct~~Dec-05 0.000% Original Principal Balance 0295,800.00 ~~Nov~~Jan-0506 0.000% Current Actual Balance 0294,845.0035 ~~Dec~~Feb-0506 0.000% ~~Jan~~Mar-06 0.000% Current REO Total ~~Feb~~Apr-06 0.000% Loans in REO 01 ~~Mar~~May-06 0.000% Original Principal Balance 0295,800.00 ~~Apr~~Jun-06 0.000% Current Actual Balance 0294,845.0035 ~~May~~Jul-06 0.000% ~~Jun~~Aug-06 0.000% ~~Jul~~Sep-06 0.000% ~~Aug~~Oct-06 0.000% ~~Sep~~Nov-06 01.~~000~~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. 2 (A) 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 515 ~~Oct~~Dec-05 0.000% Original Principal Balance ~~330~~1,~~010~~756,300.00 ~~Nov~~Jan-0506 0.000% Current Actual Balance ~~329~~1,~~611~~754,115.2461 ~~Dec~~Feb-0506 0.000% ~~Jan~~Mar-06 0.000% Current REO Total ~~Feb~~Apr-06 0.000% Loans in REO 528 ~~Mar~~May-06 0.000% Original Principal Balance ~~330~~3,~~010~~289,210.00 ~~Apr~~Jun-06 0.000% Current Actual Balance ~~329~~3,~~611~~284,480.2450 ~~May~~Jul-06 0.000% ~~Jun~~Aug-06 0.000% ~~Jul~~Sep-06 0.~~000~~120% ~~Aug~~Oct-06 0.~~000~~570% ~~Sep~~Nov-06 01.~~120~~259% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 2 (B) 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 10 ~~Oct~~Dec-05 0.000% Original Principal Balance ~~90,000~~0.00 ~~Nov~~Jan-0506 0.000% Current Actual Balance ~~89,755~~0.0900 ~~Dec~~Feb-0506 0.000% ~~Jan~~Mar-06 0.000% Current REO Total ~~Feb~~Apr-06 0.000% Loans in REO 1 ~~Mar~~May-06 0.000% Original Principal Balance 90,000.00 ~~Apr~~Jun-06 0.000% Current Actual Balance 89,755.09 ~~May~~Jul-06 0.000% ~~Jun~~Aug-06 0.000% ~~Jul~~Sep-06 0.~~000~~102% ~~Aug~~Oct-06 0.~~000~~103% ~~Sep~~Nov-06 0.~~102~~104% *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. 3 (A) 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 27 ~~Oct~~Dec-05 0.000% Original Principal Balance ~~307~~2,~~300~~340,200.00 ~~Nov~~Jan-0506 0.000% Current Actual Balance ~~307~~2,~~253~~336,593.5425 ~~Dec~~Feb-0506 0.000% ~~Jan~~Mar-06 0.000% Current REO Total ~~Feb~~Apr-06 0.000% Loans in REO 312 ~~Mar~~May-06 0.000% Original Principal Balance ~~364~~3,~~900~~081,000.00 ~~Apr~~Jun-06 0.000% Current Actual Balance ~~364~~3,~~775~~077,141.9859 ~~May~~Jul-06 0.~~000~~013% ~~Jun~~Aug-06 0.~~000~~014% ~~Jul~~Sep-06 0.~~013~~090% ~~Aug~~Oct-06 0.~~014~~187% ~~Sep~~Nov-06 0.~~090~~804% *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. 3 (B) 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 10 ~~Oct~~Dec-05 0.000% Original Principal Balance ~~292,500~~0.00 ~~Nov~~Jan-0506 0.000% Current Actual Balance ~~292,464~~0.8800 ~~Dec~~Feb-0506 0.000% ~~Jan~~Mar-06 0.000% Current REO Total ~~Feb~~Apr-06 0.000% Loans in REO 1 ~~Mar~~May-06 0.000% Original Principal Balance 292,500.00 ~~Apr~~Jun-06 0.000% Current Actual Balance 292,464.88 ~~May~~Jul-06 0.000% ~~Jun~~Aug-06 0.000% ~~Jul~~Sep-06 0.~~000~~285% ~~Aug~~Oct-06 0.~~000~~290% ~~Sep~~Nov-06 0.~~285~~296% *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 Loan Detail - All Mortgage Loans in REO during Current Period Month Loan First Original Loan Entered Payment LTV at Principal Group Number REO Date State Origination Balance 1 (A) 0118723527 Oct-2006 01-Nov-2005 VA 95.00 326,800.00 1 (A) 0118730647 Nov-2006 01-Dec-2005 MA 80.00 171,200.00 1 (B) 0118722297 Nov-2006 01-Nov-2005 CA 85.00 295,800.00 2 (A) 0117123877 Nov-2006 01-Sep-2005 MI 85.00 51,000.00 2 (A) 0118735893 Sep-2006 01-Dec-2005 GA 90.00 90,900.00 2 (A) 0119026482 Sep-2006 01-Feb-2006 MO 90.00 53,910.00 2 (A) 0119026979 Sep-2006 01-Feb-2006 MI 90.00 63,000.00 2 (A) 0119027084 Nov-2006 01-Feb-2006 SC 72.22 65,000.00 2 (A) 0119027167 Sep-2006 01-Feb-2006 MO 72.83 67,000.00 2 (A) 0119028306 Nov-2006 01-Feb-2006 TX 90.00 88,200.00 2 (A) 0119028413 Nov-2006 01-Feb-2006 MO 78.26 90,000.00 2 (A) 0119028595 Nov-2006 01-Feb-2006 MO 78.99 94,000.00 2 (A) 0119028983 Nov-2006 01-Feb-2006 CO 80.00 102,000.00 2 (A) 0119029148 Oct-2006 01-Feb-2006 CO 80.00 108,000.00 2 (A) 0119030443 Nov-2006 01-Feb-2006 TX 90.00 134,100.00 2 (A) 0119032670 Nov-2006 01-Feb-2006 AZ 80.00 188,000.00 2 (A) 0119034403 Nov-2006 01-Feb-2006 VA 80.00 280,000.00 2 (A) 0119038602 Nov-2006 01-Feb-2006 CO 80.00 144,000.00 2 (A) 0119045623 Nov-2006 01-Feb-2006 CO 75.73 78,000.00 2 (A) 0119051332 Nov-2006 01-Feb-2006 AZ 80.00 220,000.00 2 (A) 0119051738 Oct-2006 01-Feb-2006 MI 80.00 68,000.00 2 (A) 0119051878 Oct-2006 01-Feb-2006 TX 90.00 108,000.00 2 (A) 0119188936 Nov-2006 01-Feb-2006 NH 84.44 114,000.00 2 (A) 0119191120 Oct-2006 01-Feb-2006 NH 80.00 316,000.00 2 (A) 0119193175 Nov-2006 01-Feb-2006 NC 64.31 40,000.00 2 (A) 0119207801 Oct-2006 01-Feb-2006 MI 84.92 99,700.00 2 (A) 0119209435 Oct-2006 01-Feb-2006 RI 79.99 167,500.00 2 (A) 0119219897 Sep-2006 01-Feb-2006 MI 84.92 55,200.00 2 (A) 0119220911 Nov-2006 01-Feb-2006 TN 85.00 68,000.00 2 (A) 0119237097 Oct-2006 01-Dec-2005 MO 80.00 157,200.00 2 (A) 0119246049 Oct-2006 01-Nov-2005 GA 85.00 178,500.00 2 (B) 0119207470 Sep-2006 01-Feb-2006 MI 90.00 90,000.00 3 (A) 0118725340 Jul-2006 01-Dec-2005 MI 80.00 57,600.00 3 (A) 0118728021 Nov-2006 01-Dec-2005 CA 80.00 408,000.00 3 (A) 0118735620 Nov-2006 01-Dec-2005 CA 80.00 280,000.00 3 (A) 0118737188 Nov-2006 01-Dec-2005 VA 76.94 554,000.00 3 (A) 0118738772 Nov-2006 01-Dec-2005 CA 80.00 535,200.00 3 (A) 0119033504 Oct-2006 01-Jan-2006 AZ 88.89 216,000.00 3 (A) 0119045748 Sep-2006 01-Feb-2006 MO 80.00 102,800.00 3 (A) 0119052264 Sep-2006 01-Feb-2006 GA 78.65 204,500.00 3 (A) 0119194124 Nov-2006 01-Feb-2006 NE 74.63 75,000.00 3 (A) 0119202497 Nov-2006 01-Dec-2005 MI 80.00 64,000.00 3 (A) 0119232411 Nov-2006 01-Feb-2006 CA 80.00 424,000.00 3 (A) 0119419539 Oct-2006 01-Feb-2006 GA 100.00 159,900.00 3 (B) 0119191070 Sep-2006 01-Feb-2006 MI 90.00 292,500.00

REO Loan Detail - All Mortgage Loans in REO during Current Period (continued) Current Paid Current Approximate Loan Actual To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest 1 (A) 0118723527 325,461.92 01-Apr-2006 5 7.999% 11,554.50 1 (A) 0118730647 170,749.73 01-Mar-2006 6 8.150% 8,686.80 1 (B) 0118722297 294,845.35 01-Feb-2006 7 7.125% 12,972.19 2 (A) 0117123877 50,712.42 01-May-2006 4 8.475% 2,018.83 2 (A) 0118735893 90,748.34 01-Feb-2006 57 8.950% 35,~~826~~098.0553 2 (A) 0119026482 53,854.38 01-Mar-2006 46 9.400% 23,~~393~~189.2234 2 (A) 0119026979 62,912.14 01-Mar-2006 46 9.650% 2,~~115~~819.4626 2 (A) 0119027084 64,960.94 01-Feb-2006 7 8.540% 3,472.00 2 (A) 0119027167 66,923.19 01-Mar-2006 46 8.790% 3,690.73 2 (A) 0119028306 88,~~769~~096.6316 01-Apr-2006 5 10.600% 3,955.76 2 (A) 0119028413 89,744.97 01-May-2006 4 7.780% 3,260.78 2 (A) 0119028595 93,714.45 01-May-2006 4 8.350% 3,672.27 2 (A) 0119028983 102,000.00 01-Mar-2006 6 7.775% 4,947.04 2 (A) 0119029148 108,000.00 01-Feb-2006 7 6.915% 4,618.80 2 (A) 0119030443 133,885.38 01-Apr-2006 5 9.150% 6,744.50 2 (A) 0119032670 188,000.00 01-Mar-2006 6 8.165% 9,606.80 2 (A) 0119034403 280,000.00 01-May-2006 4 6.025% 7,734.96 2 (A) 0119038602 143,707.61 01-Apr-2006 5 7.990% 6,265.73 2 (A) 0119045623 77,875.49 01-Mar-2006 6 7.150% 3,442.26 2 (A) 0119051332 219,747.14 01-Feb-2006 7 7.150% 9,706.29 2 (A) 0119051738 67,899.70 01-Apr-2006 5 9.650% 3,618.76 2 (A) 0119051878 107,891.05 01-Mar-2006 6 9.400% 6,389.48 2 (A) 0119188936 113,877.58 01-Mar-2006 6 9.100% 4,123.98 2 (A) 0119191120 315,712.60 01-Feb-2006 7 6.469% 12,509.41 2 (A) 0119193175 39,938.81 01-Apr-2006 5 9.419% 2,074.68 2 (A) 0119207801 99,663.36 01-Feb-2006 7 10.860% 6,871.35 2 (A) 0119209435 167,500.00 01-Feb-2006 7 7.950% 8,319.20 2 (A) 0119219897 55,173.19 01-Feb-2006 57 9.560% 3,324.76 2 (A) 0119220911 67,~~494~~854.7966 01-May-2006 4 9.160% 2,306.57 2 (A) 0119237097 156,074.17 01-Apr-2006 5 6.160% 5,139.00 2 (A) 0119246049 178,012.77 01-Mar-2006 6 9.075% 7,313.11 2 (B) 0119207470 89,755.09 01-Mar-2006 46 12.260% 46,~~765~~352.7443 3 (A) 0118725340 57,522.44 01-Jan-2006 68 8.000% 2,~~150~~864.90 3 (A) 0118728021 406,988.83 01-Feb-2006 7 6.990% 17,539.91 3 (A) 0118735620 279,372.66 01-Feb-2006 7 7.500% 12,991.01 3 (A) 0118737188 552,758.82 01-Feb-2006 7 7.500% 25,703.69 3 (A) 0118738772 534,688.04 01-Feb-2006 7 7.650% 25,448.14 3 (A) 0119033504 216,000.00 01-Jan-2006 8 8.265% 11,181.60 3 (A) 0119045748 102,753.54 01-Feb-2006 57 9.900% 46,~~821~~425.2641 3 (A) 0119052264 204,500.00 01-Jan-2006 68 7.500% 9,543.36 3 (A) 0119194124 74,962.72 01-Feb-2006 7 9.450% 4,~~157~~462.5223 3 (A) 0119202497 63,822.18 01-Apr-2006 5 8.990% 3,155.31 3 (A) 0119232411 424,000.00 01-Feb-2006 7 7.590% 20,041.04 3 (A) 0119419539 159,772.36 01-Mar-2006 6 10.500% 10,635.61 3 (B) 0119191070 292,464.88 01-Feb-2006 57 10.900% 1520,~~201~~265.3196

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

Summary 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 5667 ~~Oct~~Dec-05 0.000% Original Principal Balance 911,~~929~~829,~~761~~720.00 ~~Nov~~Jan-0506 0.000% Current Actual Balance 911,~~908~~791,~~064~~538.3462 ~~Dec~~Feb-0506 0.000% ~~Jan~~Mar-06 0.000% Current Foreclosure Total ~~Feb~~Apr-06 0.000% Loans in Foreclosure ~~129~~182 ~~Mar~~May-06 0.000% Original Principal Balance 2231,~~043~~633,~~328~~245.00 ~~Apr~~Jun-06 0.~~000~~083% Current Actual Balance 2231,~~005~~559,~~268~~008.3190 ~~May~~Jul-06 0.~~000~~827% ~~Jun~~Aug-06 01.~~083~~742% ~~Jul~~Sep-06 02.~~827~~256% ~~Aug~~Oct-06 13.~~742~~073% ~~Sep~~Nov-06 23.~~256~~394% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 1 (A) 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 34 ~~Oct~~Dec-05 0.000% Original Principal Balance ~~902~~948,~~800~~250.00 ~~Nov~~Jan-0506 0.000% Current Actual Balance ~~898~~945,~~264~~581.4480 ~~Dec~~Feb-0506 0.000% ~~Jan~~Mar-06 0.000% Current Foreclosure Total ~~Feb~~Apr-06 0.000% Loans in Foreclosure 68 ~~Mar~~May-06 0.000% Original Principal Balance 1,~~371~~687,~~850~~100.00 ~~Apr~~Jun-06 0.000% Current Actual Balance 1,~~366~~681,~~195~~599.8791 ~~May~~Jul-06 0.~~000~~393% ~~Jun~~Aug-06 0.~~000~~918% ~~Jul~~Sep-06 01.~~393~~690% ~~Aug~~Oct-06 01.~~918~~152% ~~Sep~~Nov-06 12.~~690~~189% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 1 (B) 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 20 ~~Oct~~Dec-05 0.000% Original Principal Balance ~~188,200~~0.00 ~~Nov~~Jan-0506 0.000% Current Actual Balance ~~187,781~~0.8600 ~~Dec~~Feb-0506 0.000% ~~Jan~~Mar-06 0.000% Current Foreclosure Total ~~Feb~~Apr-06 0.000% Loans in Foreclosure 53 ~~Mar~~May-06 0.000% Original Principal Balance ~~640~~273,825.00 ~~Apr~~Jun-06 0.000% Current Actual Balance ~~639~~273,~~040~~085.2930 ~~May~~Jul-06 01.~~000~~106% ~~Jun~~Aug-06 01.~~000~~733% ~~Jul~~Sep-06 12.~~106~~466% ~~Aug~~Oct-06 12.~~733~~792% ~~Sep~~Nov-06 21.~~466~~109% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 2 (A) 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 2331 ~~Oct~~Dec-05 0.000% Original Principal Balance 34,~~202~~345,~~200~~750.00 ~~Nov~~Jan-0506 0.000% Current Actual Balance 34,~~194~~335,~~810~~303.7303 ~~Dec~~Feb-0506 0.000% ~~Jan~~Mar-06 0.000% Current Foreclosure Total ~~Feb~~Apr-06 0.000% Loans in Foreclosure 6077 ~~Mar~~May-06 0.000% Original Principal Balance 710,~~965~~738,~~732~~582.00 ~~Apr~~Jun-06 0.000% Current Actual Balance 710,~~952~~717,~~595~~337.0269 ~~May~~Jul-06 0.~~000~~591% ~~Jun~~Aug-06 02.~~000~~367% ~~Jul~~Sep-06 02.~~591~~907% ~~Aug~~Oct-06 23.~~367~~364% ~~Sep~~Nov-06 24.~~907~~109% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 2 (B) 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 38 ~~Oct~~Dec-05 0.000% Original Principal Balance ~~328~~918,~~100~~820.00 ~~Nov~~Jan-0506 0.000% Current Actual Balance ~~326~~914,~~689~~806.2824 ~~Dec~~Feb-0506 0.000% ~~Jan~~Mar-06 0.000% Current Foreclosure Total ~~Feb~~Apr-06 0.000% Loans in Foreclosure 718 ~~Mar~~May-06 0.000% Original Principal Balance ~~630~~1,~~900~~775,820.00 ~~Apr~~Jun-06 0.000% Current Actual Balance ~~629~~1,~~025~~770,213.1674 ~~May~~Jul-06 0.~~000~~400% ~~Jun~~Aug-06 0.~~000~~615% ~~Jul~~Sep-06 0.~~400~~713% ~~Aug~~Oct-06 01.~~615~~696% ~~Sep~~Nov-06 02.~~713~~056% *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. 3 (A) 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 2120 ~~Oct~~Dec-05 0.000% Original Principal Balance 45,~~877~~161,~~411~~100.00 ~~Nov~~Jan-0506 0.000% Current Actual Balance 45,~~870~~142,~~986~~445.1957 ~~Dec~~Feb-0506 0.000% ~~Jan~~Mar-06 0.000% Current Foreclosure Total ~~Feb~~Apr-06 0.000% Loans in Foreclosure 4464 ~~Mar~~May-06 0.000% Original Principal Balance 1015,~~698~~889,~~971~~318.00 ~~Apr~~Jun-06 0.~~000~~200% Current Actual Balance 1015,~~685~~853,~~816~~680.0870 ~~May~~Jul-06 01.~~000~~234% ~~Jun~~Aug-06 02.~~200~~029% ~~Jul~~Sep-06 12.~~234~~643% ~~Aug~~Oct-06 24.~~029~~050% ~~Sep~~Nov-06 24.~~643~~144% *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. 3 (B) 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 4 ~~Oct~~Dec-05 0.000% Original Principal Balance ~~431~~455,~~050~~800.00 ~~Nov~~Jan-0506 0.000% Current Actual Balance ~~429~~453,~~531~~401.8498 ~~Dec~~Feb-0506 0.000% ~~Jan~~Mar-06 0.000% Current Foreclosure Total ~~Feb~~Apr-06 0.000% Loans in Foreclosure 712 ~~Mar~~May-06 0.000% Original Principal Balance ~~735~~1,~~050~~268,600.00 ~~Apr~~Jun-06 0.000% Current Actual Balance ~~732~~1,~~595~~263,091.8956 ~~May~~Jul-06 0.~~000~~492% ~~Jun~~Aug-06 0.~~000~~557% ~~Jul~~Sep-06 0.~~492~~714% ~~Aug~~Oct-06 01.~~557~~225% ~~Sep~~Nov-06 01.~~714~~278% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period Month Loan First Original Loan Entered Payment LTV at Principal Group Number FC Date State Origination Balance 1 (A) 0118720077 Sep-2006 01-Aug-2005 IL 94.07 254,000.00 1 (A) ~~0118723527~~0118724152 ~~Sep~~Aug-2006 01-~~Nov~~Dec-2005 VAWA 9575.00 ~~326~~93,~~800~~000.00 1 (A) ~~0118724152~~0118728567 ~~Aug~~Jul-2006 01-Dec-2005 WAIL 7585.00 93204,~~000~~850.00 1 (A) ~~0118728567~~0118732213 ~~Jul~~Nov-2006 01-Dec-2005 ILCA 8575.00 ~~204~~210,~~850~~000.00 1 (A) ~~0118730647~~0118732478 ~~Aug~~Nov-2006 01-Dec-2005 MAHI 80.00 ~~171~~280,~~200~~000.00 1 (A) ~~0118738632~~0118738756 ~~Sep~~Oct-2006 01-Dec-2005 CAMI 7485.0200 ~~322~~187,000.00 1 (BA) ~~0118722297~~0118739119 ~~Jul~~Nov-2006 01-~~Nov~~Dec-2005 CA 8590.00 ~~295~~292,~~800~~500.00 1 (BA) ~~0118737998~~0118741057 ~~Sep~~Nov-2006 01-Dec-2005 FLWI 9084.0057 ~~117~~165,~~000~~750.00 1 (B) ~~0118738624~~0118737998 Sep-2006 01-Dec-2005 TNFL 8090.00 71117,~~200~~000.00 1 (B) 0118739796 Aug-2006 01-Dec-2005 OH 85.00 83,300.00 1 (B) 0118740869 Aug-2006 01-Dec-2005 OH 85.00 73,525.00 2 (A) 0113618581 Nov-2006 01-Aug-2004 OH 85.00 119,000.00 2 (A) 0116832957 Sep-2006 01-Jul-2005 PA 90.00 72,000.00 2 (A) ~~0117123851~~0118727502 ~~Sep~~Oct-2006 01-~~Sep~~Nov-2005 MOIN 6690.8900 50116,~~500~~100.00 2 (A) ~~0118722826~~0118734862 ~~Jul~~Aug-2006 01-~~Nov~~Dec-2005 NCCA ~~100~~80.00 ~~200~~244,000.00 2 (A) ~~0118734862~~0118736552 ~~Aug~~Oct-2006 01-Dec-2005 CACT 8090.00 ~~244~~265,500.00 2 (A) 0118739192 Nov-2006 01-Dec-2005 MI 72.86 51,000.00 2 (A) ~~0119025385~~0119024677 ~~Aug~~Oct-2006 01-Feb-2006 PAMI 9029.0009 3932,~~600~~000.00 2 (A) ~~0119026789~~0119025385 Aug-2006 01-Feb-2006 INPA 90.00 5939,~~400~~600.00 2 (A) ~~0119027084~~0119026789 ~~Jul~~Aug-2006 01-Feb-2006 SCIN 7290.2200 6559,~~000~~400.00 2 (A) 0119028124 Jul-2006 01-Feb-2006 UT 85.00 85,000.00 2 (A) ~~0119028306~~0119028934 ~~Sep~~Jul-2006 01-Feb-2006 TXFL 9085.00 88100,~~200~~300.00 2 (A) ~~0119028751~~0119029163 ~~Aug~~Oct-2006 01-Feb-2006 TXNC 9080.00 97109,~~200~~600.00 2 (A) ~~0119028934~~0119029528 ~~Jul~~Nov-2006 01-Feb-2006 FLMI 8590.00 ~~100~~118,~~300~~800.00 2 (A) ~~0119028983~~0119029601 ~~Sep~~Nov-2006 01-Feb-2006 COAZ 80.00 ~~102~~120,000.00 2 (A) ~~0119029148~~0119030286 ~~Jul~~Oct-2006 01-Feb-2006 COGA 8089.0038 ~~108~~130,~~000~~500.00 2 (A) ~~0119030443~~0119030849 ~~Sep~~Oct-2006 01-Feb-2006 TXIL 90.00 ~~134~~142,~~100~~020.00 2 (A) 0119030989 Aug-2006 01-Feb-2006 FL 80.00 144,000.00 2 (A) ~~0119032670~~0119032860 ~~Aug~~Oct-2006 01-Feb-2006 AZ 8094.0066 ~~188~~195,000.00 2 (A) ~~0119033827~~0119033223 ~~Sep~~Oct-2006 01-Feb-2006 UTFL 8090.00 ~~236~~207,000.00 2 (A) ~~0119037364~~0119033827 ~~Jul~~Sep-2006 01-Feb-2006 OHUT 9080.00 88236,~~200~~000.00 2 (A) ~~0119038347~~0119034023 ~~Aug~~Oct-2006 01-~~Feb~~Jan-2006 ALCO 9080.00 76252,~~500~~000.00 2 (A) ~~0119038602~~0119037364 ~~Sep~~Jul-2006 01-Feb-2006 COOH 8090.00 ~~144~~88,~~000~~200.00 2 (A) ~~0119045334~~0119037513 ~~Aug~~Nov-2006 01-Feb-2006 OKAZ 9080.00 48132,~~600~~000.00 2 (A) ~~0119045409~~0119038164 ~~Aug~~Nov-2006 01-Feb-2006 OKGA 9066.0022 5449,000.00 2 (A) ~~0119045623~~0119038180 ~~Aug~~Nov-2006 01-Feb-2006 COPA 7570.7300 7850,~~000~~400.00 2 (A) ~~0119045813~~0119038412 ~~Sep~~Nov-2006 01-Feb-2006 MITN 9095.00 ~~115~~90,~~200~~250.00 2 (A) ~~0119046092~~0119045334 ~~Sep~~Aug-2006 01-Feb-2006 ILOK 90.00 ~~193~~48,~~500~~600.00 2 (A) ~~0119051332~~0119045409 Aug-2006 01-Feb-2006 AZOK 8090.00 ~~220~~54,000.00 2 (A) ~~0119051738~~0119046092 Sep-2006 01-Feb-2006 MIIL 8090.00 68193,~~000~~500.00 2 (A) ~~0119051878~~0119051654 ~~Aug~~Nov-2006 01-Feb-2006 TXNC 9095.00 ~~108~~57,000.00 2 (A) ~~0119052132~~0119052082 ~~Aug~~Oct-2006 01-Feb-2006 COAZ 80.00 ~~161~~152,~~600~~080.00 2 (A) ~~0119161669~~0119052314 ~~Sep~~Nov-2006 01-Feb-2006 VAFL 7980.2900 ~~222~~228,000.00 2 (A) ~~0119188936~~0119161669 ~~Aug~~Nov-2006 01-Feb-2006 NHVA 8479.4429 ~~114~~222,000.00 2 (A) 0119188969 Aug-2006 01-Feb-2006 FL 90.00 115,200.00 2 (A) ~~0119191120~~0119191021 ~~Jul~~Nov-2006 01-Feb-2006 NHMN 8083.0064 ~~316~~276,000.00 2 (A) 0119191765 Jul-2006 01-Jan-2006 OH 80.00 101,600.00 2 (A) 0119192185 Sep-2006 01-Jan-2006 OH 90.00 162,900.00 2 (A) 0119192615 Nov-2006 01-Jan-2006 CA 84.98 242,200.00 2 (A) 0119192805 Sep-2006 01-Jan-2006 CA 90.00 405,000.00 2 (A) ~~0119193175~~0119193316 ~~Sep~~Nov-2006 01-Feb-2006 NCOH 6465.3100 4045,500.00 2 (A) 0119195683 Nov-2006 01-Feb-2006 IA 79.99 128,700.00 2 (A) 0119196913 Nov-2006 01-Feb-2006 MN 100.00 180,000.00 2 (A) ~~0119194298~~0119197267 ~~Sep~~Nov-2006 01-Feb-2006 NCMD 8065.00 81195,~~600~~000.00 2 (A) 0119197382 Nov-2006 01-Feb-2006 NV 87.58 198,800.00 2 (A) 0119202968 Aug-2006 01-Dec-2005 WI 80.00 99,920.00 2 (A) 0119203032 Aug-2006 01-Nov-2005 IN 80.00 103,912.00 2 (A) ~~0119205730~~0119206951 ~~Sep~~Nov-2006 01-Feb-2006 TNID 8079.98 75,900.00 482 (A) 0119207397 Oct-2006 01-Feb-2006 MI 89.69 87,000.00 2 (A) ~~0119207801~~0119208015 ~~Aug~~Oct-2006 01-Feb-2006 MIMO 8480.9200 99108,~~700~~000.00 2 (A) 0119208502 Sep-2006 01-Feb-2006 OH 79.96 126,100.00 2 (A) 0119208601 Jul-2006 01-Feb-2006 OH 80.00 130,400.00 2 (A) ~~0119209435~~0119210904 ~~Jul~~Nov-2006 01-Feb-2006 RIMO 7980.9900 ~~167~~312,~~500~~000.00 2 (A) 0119212926 Aug-2006 01-Jan-2006 OH 75.00 75,000.00 2 (A) ~~0119213106~~0119212967 ~~Sep~~Nov-2006 01-Jan-2006 MOIA 80100.00 8577,~~200~~000.00 2 (A) 0119213692 Nov-2006 01-Jan-2006 UT 79.99 120,300.00 2 (A) 0119213809 Sep-2006 01-Jan-2006 KS 80.00 128,000.00 2 (A) 0119214526 Nov-2006 01-Jan-2006 TX 80.00 180,000.00 2 (A) 0119215705 Nov-2006 01-Jan-2006 CA 75.16 349,500.00 2 (A) 0119215861 Aug-2006 01-Jan-2006 CA 80.00 404,000.00 2 (A) 0119219806 Nov-2006 01-Feb-2006 IL 90.00 54,000.00 2 (A) 0119220317 Nov-2006 01-Feb-2006 MO 80.00 60,800.00 2 (A) 0119222099 Nov-2006 01-Jan-2006 OH 79.98 79,900.00 2 (A) 0119222297 Nov-2006 01-Feb-2006 MO 90.00 81,000.00 2 (A) 0119223188 Aug-2006 01-Feb-2006 PA 90.00 94,500.00 2 (A) 0119223287 Aug-2006 01-Feb-2006 OH 85.00 95,200.00 2 (A) 0119223402 Aug-2006 01-Feb-2006 IN 80.00 96,000.00 2 (A) 0119223436 Oct-2006 01-Feb-2006 IL 80.00 96,000.00 2 (A) 0119223899 Oct-2006 01-Jan-2006 UT 90.00 103,500.00 2 (A) 0119224392 Nov-2006 01-Feb-2006 OH 79.96 109,300.00 2 (A) 0119226413 Aug-2006 01-Jan-2006 CO 80.00 141,600.00 2 (A) 0119226488 Nov-2006 01-Feb-2006 TX 94.97 143,400.00 2 (A) 0119227155 Sep-2006 01-Feb-2006 CO 80.00 154,400.00 2 (A) ~~0119231124~~0119228039 ~~Sep~~Oct-2006 01-Feb-2006 FL 84.98 174,200.00 2 (A) 0119228690 Oct-2006 01-Feb-2006 MN 90.00 ~~283~~188,~~500~~100.00 2 (A) 0119229094 Nov-2006 01-Feb-2006 OK 79.60 199,000.00 2 (A) 0119235372 Jul-2006 01-Oct-2005 OH 95.00 131,100.00 2 (A) ~~0119237097~~0119248201 Sep-2006 01-~~Dec~~Jan-~~2005~~2006 MOFL 80.00 ~~157~~104,~~200~~800.00 2 (AB) ~~0119238640~~0116821687 ~~Aug~~Nov-2006 01-~~Jan~~Jun-2005 OH 89.54 174,600.00 2 (B) 0118726793 Nov-2006 IL01-Dec-2005 ~~100~~NV 75.00 ~~134~~144,~~000~~750.00 2 (AB) ~~0119246049~~0118729938 ~~Aug~~Nov-2006 01-~~Nov~~Dec-2005 GACO 85.00 ~~178~~198,050.00 2 (B) 0118735349 Jul-2006 01-Dec-2005 OH 90.00 85,500.00 2 (AB) ~~0119248201~~0119026839 ~~Sep~~Nov-2006 01-~~Jan~~Feb-2006 FLMS 8095.00 ~~104~~60,800.00 2 (B) ~~0118731314~~0119038669 ~~Sep~~Nov-2006 01-~~Dec~~Feb-~~2005~~2006 OHTX 8090.00 ~~160~~157,~~000~~500.00 2 (B) ~~0118735349~~0119051480 ~~Jul~~Nov-2006 01-~~Dec~~Feb-~~2005~~2006 OHAZ 9020.00 8538,~~500~~020.00 2 (B) 0119188027 Aug-2006 01-Feb-2006 NY 70.00 52,500.00 2 (B) 0119188704 Oct-2006 01-Feb-2006 IA 80.00 101,600.00 2 (B) 0119192243 Oct-2006 01-Jan-2006 MN 100.00 175,000.00 2 (B) 0119202836 Nov-2006 01-Dec-2005 LA 80.00 90,400.00 2 (B) 0119206415 Oct-2006 01-Feb-2006 CA 20.00 60,400.00 2 (B) 0119212892 Sep-2006 01-Jan-2006 OH 90.00 72,900.00 2 (B) 0119219855 Nov-2006 01-Jan-2006 LA 74.93 54,700.00 2 (B) 0119220705 Jul-2006 01-Feb-2006 OH 80.00 64,800.00 2 (B) ~~0119223311~~0119221067 ~~Sep~~Oct-2006 01-Feb-2006 MSOH 85100.00 9569,~~200~~900.00 2 (B) 0119221596 Oct-2006 01-Feb-2006 TX 80.00 74,400.00 2 (B) 0119223675 Aug-2006 01-Feb-2006 OH 80.00 100,000.00 3 (A) 0115880957 Jul-2006 01-Apr-2005 NJ 100.00 185,000.00 3 (A) ~~0117137786~~0117125245 ~~Jun~~Oct-2006 01-Sep-2005 CAMS 8085.00 ~~148~~59,~~000~~500.00 3 (A) ~~0117731653~~0117135152 ~~Jul~~Oct-2006 01-Sep-2005 WITX 7980.9600 ~~115~~129,~~300~~120.00 3 (A) ~~0118722289~~0117137786 ~~Jul~~Jun-2006 01-~~Dec~~Sep-2005 CA 80.00 ~~254~~148,~~400~~000.00 3 (A) ~~0118724640~~0117731653 Jul-2006 01-Sep-2005 WI 79.96 115,300.00 3 (A) 0118724459 Oct-2006 01-~~Dec~~Nov-2005 MSCA 8580.00 ~~229~~316,~~500~~000.00 3 (A) ~~0118728021~~0118728534 ~~Jul~~Oct-2006 01-Dec-2005 CA 80.00 ~~408~~268,000.00 3 (A) 0118728583 Sep-2006 01-Dec-2005 AZ 80.00 276,000.00 3 (A) 0118728740 Jun-2006 01-Dec-2005 FL 80.00 340,000.00 3 (A) 0118729169 Sep-2006 01-Nov-2005 CA 90.00 562,500.00 3 (A) ~~0118735620~~0118729474 ~~Jul~~Nov-2006 01-Nov-2005 CA 80.00 455,200.00 3 (A) 0118732007 Oct-2006 01-Dec-2005 MI 90.00 307,108.00 3 (A) 0118732239 Nov-2006 01-Dec-2005 CA 75.00 457,500.00 3 (A) 0118734763 Oct-2006 01-Dec-2005 CA 80.00 ~~280~~340,000.00 3 (A) ~~0118738772~~0118735034 ~~Jul~~Oct-2006 01-Dec-2005 AZ 80.00 203,120.00 3 (A) 0118735091 Oct-2006 01-Dec-2005 CA 80.00 ~~535~~372,~~200~~000.00 3 (A) 0118736396 Nov-2006 01-Dec-2005 CA 80.00 392,000.00 3 (A) 0118737097 Nov-2006 01-Dec-2005 FL 90.00 540,000.00 3 (A) 0118739358 Nov-2006 01-Dec-2005 CA 80.00 488,000.00 3 (A) 0118739408 Sep-2006 01-Dec-2005 CA 90.00 495,000.00 3 (A) 0118741131 Sep-2006 01-Dec-2005 CA 80.00 556,000.00 3 (A) ~~0119028793~~0118741446 ~~Aug~~Nov-2006 01-~~Feb~~Dec-2005 CA 80.00 348,000.00 3 (A) 0118741560 Nov-2006 AZ01-Dec-2005 IL 70.0095 98262,~~700~~500.00 3 (A) ~~0119029908~~0119027472 ~~Sep~~Nov-2006 01-Feb-2006 FLTX 5990.5200 ~~125~~72,~~001~~000.00 3 (A) ~~0119033348~~0119027514 ~~Aug~~Nov-2006 01-Feb-2006 MNOH 90.00 ~~210~~72,~~600~~900.00 3 (A) 0119031110 Oct-2006 01-Feb-2006 TX 80.00 149,200.00 3 (A) 0119033397 Aug-2006 01-Feb-2006 IL 79.70 212,000.00 3 (A) ~~0119033504~~0119033686 ~~Jul~~Nov-2006 01-~~Jan~~Feb-2006 FL 80.00 228,000.00 3 (A) 0119034908 Oct-2006 01-Feb-2006 AZ 8876.8907 ~~216~~319,500.00 3 (A) 0119034965 Nov-2006 01-Feb-2006 FL 90.00 328,500.00 3 (A) 0119035020 Oct-2006 01-Feb-2006 AZ 80.00 336,000.00 3 (A) 0119037380 Sep-2006 01-Feb-2006 PA 75.00 93,750.00 3 (A) 0119037554 Sep-2006 01-Feb-2006 AZ 67.24 156,000.00 3 (A) 0119038248 Sep-2006 01-Feb-2006 MS 90.00 58,500.00 3 (A) ~~0119046456~~0119038305 ~~Sep~~Oct-2006 01-Feb-2006 AZIL 6474.4175 ~~337~~74,~~500~~000.00 3 (A) ~~0119052603~~0119045714 ~~Aug~~Oct-2006 01-Feb-2006 UTOR 8089.96 100,400.00 ~~640~~3 (A) 0119052215 Nov-2006 01-Feb-2006 MN 100.00 192,000.00 3 (A) ~~0119187912~~0119052603 ~~Sep~~Aug-2006 01-Feb-2006 NCUT 6480.7200 48640,~~700~~000.00 3 (A) 0119187953 Sep-2006 01-Feb-2006 OH 80.00 49,600.00 3 (A) ~~0119194124~~0119188423 ~~Jul~~Nov-2006 01-Feb-2006 NEOH 7480.6300 7576,000.00 3 (A) ~~0119194488~~0119192326 ~~Aug~~Oct-2006 01-Jan-2006 NV 61.47 184,400.00 3 (A) 0119195725 Nov-2006 01-Feb-2006 CT 64.48 129,800.00 3 (A) 0119196327 Nov-2006 01-Feb-2006 DE 80.00 88152,000.00 3 (A) ~~0119196194~~0119196574 ~~Aug~~Nov-2006 01-Feb-2006 MNFL 8573.0020 ~~146~~164,~~200~~700.00 3 (A) 0119200608 Sep-2006 01-Jan-2006 IN 80.00 64,160.00 3 (A) ~~0119202497~~0119206621 Sep-2006 01-~~Dec~~Feb-~~2005~~2006 MIIN 89.87 67,400.00 3 (A) 0119206787 Oct-2006 01-Feb-2006 IN 80.00 6472,000.00 3 (A) ~~0119206621~~0119210292 ~~Sep~~Oct-2006 01-Feb-2006 INGA 8995.8700 67228,~~400~~000.00 3 (A) 0119211050 ~~Sep~~Nov-2006 01-Feb-2006 CO 80.00 352,000.00 3 (A) 0119214898 Nov-2006 01-Jan-2006 MN 80.00 217,600.00 3 (A) 0119215846 Oct-2006 01-Jan-2006 CA 80.00 392,000.00 3 (A) 0119220762 Sep-2006 01-Feb-2006 PA 70.00 65,100.00 3 (A) 0119223576 Aug-2006 01-Jan-2006 WI 74.96 99,700.00 3 (A) ~~0119226611~~0119224145 ~~Jul~~Nov-2006 01-Feb-2006 FLMI 8084.0080 ~~145~~106,~~600~~000.00 3 (A) ~~0119230597~~0119224996 ~~Aug~~Oct-2006 01-Feb-2006 PACT 8070.00 ~~252~~119,000.00 3 (A) ~~0119231751~~0119225043 ~~Sep~~Oct-2006 01-Jan-2006 CATX 7479.0299 ~~329~~119,~~400~~900.00 3 (A) ~~0119232411~~0119226611 Jul-2006 01-Feb-2006 CAFL 80.00 ~~424~~145,~~000~~600.00 3 (A) ~~0119232577~~0119230597 Aug-2006 01-Feb-2006 NYPA 80.00 ~~468~~252,000.00 3 (A) ~~0119232718~~0119231751 Sep-2006 01-Jan-2006 CA 74.02 329,400.00 3 (A) 0119232346 Oct-2006 01-Feb-2006 WANY 80.00 ~~520~~420,000.00 3 (A) ~~0119238855~~0119232577 ~~Sep~~Aug-2006 01-~~Jan~~Feb-2006 TXNY 80.00 ~~192~~468,~~800~~000.00 3 (A) ~~0119238939~~0119232718 Sep-2006 01-~~Dec~~Feb-~~2005~~2006 NJWA 7080.00 ~~234~~520,~~500~~000.00 3 (A) ~~0119249738~~0119236875 ~~Aug~~Nov-2006 01-Jan-2006 CAIN 80.00 ~~319~~126,~~960~~400.00 3 (A) ~~0119419539~~0119249738 Aug-2006 01-~~Feb~~Jan-2006 GACA ~~100~~80.00 ~~159~~319,~~900~~960.00 3 (B) 0116823337 Sep-2006 01-Jul-2005 IA 86.54 67,500.00 3 (B) 0118723469 Sep-2006 01-Dec-2005 NV 80.00 192,000.00 3 (B) ~~0118727908~~0118732429 ~~Sep~~Nov-2006 01-Dec-2005 MD 9582.00 65164,~~550~~000.00 3 (B) 0119025187 Oct-2006 01-Feb-2006 TX 20.00 37,300.00 3 (B) 0119026615 Aug-2006 01-Feb-2006 OH 90.00 55,800.00 3 (B) 0119051647 Nov-2006 01-Feb-2006 FL 20.00 57,000.00 3 (B) 0119191781 Sep-2006 01-Jan-2006 CA 20.00 106,000.00 3 (B) 0119192250 Nov-2006 01-Jan-2006 AZ 68.15 177,200.00 3 (B) 0119193647 Nov-2006 01-Jan-2006 NY 80.00 57,600.00 3 (B) 0119195287 Aug-2006 01-Feb-2006 NY 70.00 116,200.00 3 (B) 0119208650 Aug-2006 01-Feb-2006 WI 100.00 132,000.00 3 (B) 0119224137 Oct-2006 01-Feb-2006 TN 89.83 106,000.00

Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period (continued) Current Paid Current Approximate Loan Actual To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest 1 (A) 0118720077 252,376.71 01-Apr-2006 3 7.850% 7,717.55 1 (A) 0118723527 325,461.92 01-Apr-2006 3 7.999% 8,259.13 1 (A) 0118724152 92,777.12 01-Mar-2006 4 8.800% 3,844.17 1 (A) 0118728567 204,404.58 01-Feb-2006 5 7.650% 7,287.56 1 (A) 0118730647 170,749.73 01-Mar-2006 4 8.150% 6,519.40 1 (A) 0118738632 320,425.81 01-Apr-2006 3 6.500% 7,995.59 1 (B) 0118722297 294,845.35 01-Feb-2006 5 7.125% 9,737.05 1 (B) 0118737998 116,672.22 01-Apr-2006 3 8.950% 4,103.08 1 (B) 0118738624 71,109.64 01-Feb-2006 5 10.250% 3,461.04 1 (B) 0118739796 83,066.34 01-Mar-2006 4 8.550% 2,471.66 1 (B) 0118740869 73,346.74 01-Mar-2006 4 8.550% 2,329.65 2 (A) 0116832957 71,497.04 01-Mar-2006 4 7.400% 2,461.30 2 (A) 0117123851 50,183.75 01-Apr-2006 3 7.225% 1,403.71 2 (A) 0118722826 199,337.15 01-Feb-2006 5 6.990% 6,448.28 2 (A) 0118734862 243,098.17 01-Mar-2006 4 6.490% 7,262.61 2 (A) 0119025385 39,568.61 01-Mar-2006 4 10.775% 2,030.75 2 (A) 0119026789 59,373.24 01-Feb-2006 5 10.025% 2,822.97 2 (A) 0119027084 64,960.94 01-Feb-2006 5 8.540% 2,605.57 2 (A) 0119028124 84,844.59 01-Feb-2006 5 8.415% 3,349.87 2 (A) 0119028306 88,096.16 01-Apr-2006 3 10.600% 2,826.70 2 (A) 0119028751 97,099.71 01-Mar-2006 4 9.340% 3,205.64 2 (A) 0119028934 100,250.13 01-Feb-2006 5 9.450% 4,477.85 2 (A) 0119028983 102,000.00 01-Mar-2006 4 7.775% 3,710.28 2 (A) 0119029148 108,000.00 01-Feb-2006 5 6.915% 3,464.10 2 (A) 0119030443 133,885.38 01-Apr-2006 3 9.150% 4,820.18 2 (A) 0119030989 143,816.65 01-Mar-2006 4 8.275% 5,581.17 2 (A) 0119032670 188,000.00 01-Mar-2006 4 8.165% 7,205.10 2 (A) 0119033827 235,859.08 01-Apr-2006 3 7.525% 6,903.80 2 (A) 0119037364 88,142.60 01-Feb-2006 5 8.150% 3,363.27 2 (A) 0119038347 76,418.67 01-Mar-2006 4 9.150% 3,300.32 2 (A) 0119038602 143,707.61 01-Apr-2006 3 7.990% 4,478.67 2 (A) 0119045334 48,566.30 01-Mar-2006 4 11.150% 2,583.69 2 (A) 0119045409 53,962.55 01-Mar-2006 4 11.150% 2,870.79 2 (A) 0119045623 77,875.49 01-Mar-2006 4 7.150% 2,583.74 2 (A) 0119045813 115,041.96 01-Apr-2006 3 9.900% 4,501.60 2 (A) 0119046092 193,389.24 01-Feb-2006 5 8.775% 7,984.34 2 (A) 0119051332 219,747.14 01-Feb-2006 5 7.150% 7,285.73 2 (A) 0119051738 67,899.70 01-Apr-2006 3 9.650% 2,586.13 2 (A) 0119051878 107,891.05 01-Mar-2006 4 9.400% 4,794.53 2 (A) 0119052132 161,592.37 01-Feb-2006 5 6.775% 5,069.94 2 (A) 0119161669 221,593.67 01-Apr-2006 3 8.500% 7,377.23 2 (A) 0119188936 113,877.58 01-Mar-2006 4 9.100% 3,094.65 2 (A) 0119188969 115,078.84 01-Mar-2006 4 9.200% 4,998.76 2 (A) 0119191120 315,712.60 01-Feb-2006 5 6.469% 9,390.54 2 (A) 0119191765 101,544.93 01-Feb-2006 5 8.203% 3,907.02 2 (A) 0119192185 162,577.51 01-Apr-2006 3 9.527% 4,063.01 2 (A) 0119192805 403,465.44 01-Apr-2006 3 6.300% 7,382.54 2 (A) 0119193175 39,938.81 01-Apr-2006 3 9.419% 1,482.70 2 (A) 0119194298 81,527.12 01-Mar-2006 4 9.975% 3,857.66 2 (A) 0119202968 99,693.66 01-Mar-2006 4 8.880% 4,170.66 2 (A) 0119203032 103,569.94 01-Mar-2006 4 8.160% 3,959.51 2 (A) 0119205730 47,883.48 01-Apr-2006 3 9.480% 1,789.78 2 (A) 0119207801 99,663.36 01-Feb-2006 5 10.860% 5,155.43 2 (A) 0119208502 126,100.00 01-Apr-2006 3 7.060% 3,446.75 2 (A) 0119208601 130,325.44 01-Feb-2006 5 8.780% 5,383.93 2 (A) 0119209435 167,500.00 01-Feb-2006 5 7.950% 6,239.40 2 (A) 0119212926 74,876.30 01-Mar-2006 4 9.005% 3,179.31 2 (A) 0119213106 84,956.14 01-Apr-2006 3 7.730% 2,555.55 2 (A) 0119213809 127,633.65 01-Apr-2006 3 7.730% 3,839.32 2 (A) 0119215861 403,910.78 01-Mar-2006 4 5.300% 9,693.84 2 (A) 0119223188 94,331.83 01-Mar-2006 4 10.070% 4,508.27 2 (A) 0119223287 95,090.43 01-Mar-2006 4 8.810% 2,678.82 2 (A) 0119223402 95,914.89 01-Feb-2006 5 6.600% 2,915.75 2 (A) 0119226413 141,600.00 01-Mar-2006 4 7.450% 4,920.60 2 (A) 0119227155 154,172.40 01-Mar-2006 4 8.070% 5,824.86 2 (A) 0119231124 282,924.35 01-Apr-2006 3 7.990% 8,817.37 2 (A) 0119235372 130,726.66 01-Feb-2006 5 8.870% 5,459.05 2 (A) 0119237097 156,074.17 01-Apr-2006 3 6.160% 3,674.96 2 (A) 0119238640 133,808.92 01-Mar-2006 4 9.700% 6,147.18 2 (A) 0119246049 178,012.77 01-Mar-2006 4 9.075% 5,487.87 2 (A) 0119248201 104,404.07 01-Apr-2006 3 7.350% 2,975.12 2 (B) 0118731314 158,838.15 01-Apr-2006 3 8.550% 5,320.65 2 (B) 0118735349 85,346.66 01-Feb-2006 5 8.600% 3,448.76 2 (B) 0119188027 52,369.89 01-Mar-2006 4 10.500% 2,609.61 2 (B) 0119212892 72,730.72 01-Apr-2006 3 8.760% 2,268.29 2 (B) 0119220705 64,753.43 01-Feb-2006 5 7.660% 2,311.96 2 (B) 0119223311 95,120.41 01-Apr-2006 3 12.165% 4,620.59 2 (B) 0119223675 99,865.90 01-Mar-2006 4 8.020% 3,748.10 3 (A) 0115880957 183,477.95 01-Feb-2006 5 7.620% 6,512.84 3 (A) 0117137786 148,000.00 01-Feb-2006 5 6.725% 4,606.50 3 (A) 0117731653 114,695.95 01-Feb-2006 5 6.750% 3,572.39 3 (A) 0118722289 253,830.02 01-Feb-2006 5 7.500% 8,859.12 3 (A) 0118724640 228,914.45 01-Apr-2006 3 9.400% 5,648.20 3 (A) 0118728021 406,988.83 01-Feb-2006 5 6.990% 13,165.85 3 (A) 0118728583 276,000.00 01-Apr-2006 3 7.050% 7,532.50 3 (A) 0118728740 339,578.03 01-Jan-2006 6 8.400% 13,373.46 3 (A) 0118729169 561,001.89 01-Apr-2006 3 6.500% 14,012.26 3 (A) 0118735620 279,372.66 01-Feb-2006 5 7.500% 9,750.57 3 (A) 0118738772 534,688.04 01-Feb-2006 5 7.650% 19,092.22 3 (A) 0118739408 495,000.00 01-Apr-2006 3 7.250% 11,034.40 3 (A) 0118741131 556,000.00 01-Apr-2006 3 6.990% 15,035.15 3 (A) 0119028793 98,571.08 01-Mar-2006 4 8.150% 3,763.65 3 (A) 0119029908 124,865.05 01-Mar-2006 4 9.040% 5,323.83 3 (A) 0119033348 210,300.55 01-Mar-2006 4 7.730% 7,587.66 3 (A) 0119033397 211,879.66 01-Feb-2006 5 8.815% 8,790.20 3 (A) 0119033504 216,000.00 01-Jan-2006 6 8.265% 8,386.20 3 (A) 0119037380 93,573.05 01-Apr-2006 3 8.350% 3,056.69 3 (A) 0119037554 155,597.15 01-Apr-2006 3 6.780% 4,064.31 3 (A) 0119038248 58,396.17 01-Apr-2006 3 8.650% 1,980.64 3 (A) 0119046456 337,070.29 01-Mar-2006 4 8.275% 13,080.90 3 (A) 0119052603 640,000.00 01-Mar-2006 4 8.325% 25,039.98 3 (A) 0119187912 48,608.08 01-Apr-2006 3 8.350% 1,587.86 3 (A) 0119187953 49,525.80 01-Apr-2006 3 9.472% 1,849.55 3 (A) 0119194124 74,962.72 01-Feb-2006 5 9.450% 3,348.35 3 (A) 0119194488 87,913.09 01-Mar-2006 4 9.500% 3,950.76 3 (A) 0119196194 146,061.00 01-Mar-2006 4 9.700% 5,274.00 3 (A) 0119200608 64,002.55 01-Apr-2006 3 8.490% 2,128.06 3 (A) 0119202497 63,822.18 01-Apr-2006 3 8.990% 2,255.11 3 (A) 0119206621 67,297.47 01-Apr-2006 3 9.420% 2,498.64 3 (A) 0119211050 351,998.67 01-Apr-2006 3 6.950% 9,459.95 3 (A) 0119220762 64,994.51 01-Apr-2006 3 9.090% 2,323.68 3 (A) 0119223576 99,473.51 01-Mar-2006 4 7.430% 3,439.63 3 (A) 0119226611 145,600.00 01-Feb-2006 5 7.020% 4,746.54 3 (A) 0119230597 251,704.44 01-Mar-2006 4 8.675% 10,272.00 3 (A) 0119231751 328,459.11 01-Apr-2006 3 7.740% 9,893.99 3 (A) 0119232411 424,000.00 01-Feb-2006 5 7.590% 15,030.78 3 (A) 0119232577 468,000.00 01-Mar-2006 4 8.990% 19,866.60 3 (A) 0119232718 520,000.00 01-Apr-2006 3 6.990% 14,061.65 3 (A) 0119238855 192,132.60 01-Apr-2006 3 7.990% 5,987.71 3 (A) 0119238939 233,727.17 01-Apr-2006 3 8.880% 8,151.34 3 (A) 0119249738 319,960.00 01-Mar-2006 4 7.350% 10,958.64 3 (A) 0119419539 159,772.36 01-Mar-2006 4 10.500% 7,979.92 3 (B) 0116823337 67,050.38 01-May-2006 2 8.700% 1,830.97 3 (B) 0118723469 191,424.63 01-Mar-2006 4 7.500% 6,686.12 3 (B) 0118727908 65,303.19 01-Apr-2006 3 7.490% 1,898.99 3 (B) 0119026615 55,754.48 01-Mar-2006 4 10.400% 1,973.75 3 (B) 0119191781 105,753.64 01-Feb-2006 5 10.990% 5,522.40 3 (B) 0119195287 115,309.57 01-Mar-2006 4 11.675% 6,436.21 3 (B) 0119208650 132,000.00 01-Jan-2006 6 11.420% 7,196.03

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

Summary 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 1116 ~~Oct~~Dec-05 0.000% Original Principal Balance ~~996~~3,~~225~~062,300.00 ~~Nov~~Jan-0506 0.000% Current Actual Balance ~~994~~3,~~500~~056,977.2012 ~~Dec~~Feb-0506 0.000% ~~Jan~~Mar-06 0.000% Current Bankruptcy Total ~~Feb~~Apr-06 0.000% Loans in Bankruptcy 2547 ~~Mar~~May-06 0.000% Original Principal Balance 36,~~072~~419,~~635~~065.00 ~~Apr~~Jun-06 0.~~000~~024% Current Actual Balance 36,~~063~~402,~~434~~360.8860 ~~May~~Jul-06 0.~~000~~048% ~~Jun~~Aug-06 0.~~024~~205% ~~Jul~~Sep-06 0.~~048~~314% ~~Aug~~Oct-06 0.~~205~~391% ~~Sep~~Nov-06 0.~~314~~689% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 1 (A) 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 ~~Oct~~Dec-05 0.000% Original Principal Balance 0.00 ~~Nov~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Dec~~Feb-0506 0.000% ~~Jan~~Mar-06 0.000% Current Bankruptcy Total ~~Feb~~Apr-06 0.000% Loans in Bankruptcy 0 ~~Mar~~May-06 0.000% Original Principal Balance 0.00 ~~Apr~~Jun-06 0.000% Current Actual Balance 0.00 ~~May~~Jul-06 0.000% ~~Jun~~Aug-06 0.000% ~~Jul~~Sep-06 0.000% ~~Aug~~Oct-06 0.000% ~~Sep~~Nov-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 1 (B) 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 ~~Oct~~Dec-05 0.000% Original Principal Balance 0.00 ~~Nov~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Dec~~Feb-0506 0.000% ~~Jan~~Mar-06 0.000% Current Bankruptcy Total ~~Feb~~Apr-06 0.000% Loans in Bankruptcy 02 ~~Mar~~May-06 0.000% Original Principal Balance 0164,530.00 ~~Apr~~Jun-06 0.000% Current Actual Balance 0163,409.0028 ~~May~~Jul-06 0.000% ~~Jun~~Aug-06 0.000% ~~Jul~~Sep-06 0.000% ~~Aug~~Oct-06 0.~~000~~800% ~~Sep~~Nov-06 0.~~000~~664% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 2 (A) 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 52 ~~Oct~~Dec-05 0.000% Original Principal Balance ~~525~~216,~~475~~500.00 ~~Nov~~Jan-0506 0.000% Current Actual Balance ~~525~~216,~~019~~397.3305 ~~Dec~~Feb-0506 0.000% ~~Jan~~Mar-06 0.000% Current Bankruptcy Total ~~Feb~~Apr-06 0.000% Loans in Bankruptcy 1017 ~~Mar~~May-06 0.000% Original Principal Balance 1,~~200~~795,~~285~~385.00 ~~Apr~~Jun-06 0.000% Current Actual Balance 1,~~197~~791,~~603~~607.2696 ~~May~~Jul-06 0.~~000~~087% ~~Jun~~Aug-06 0.~~000~~237% ~~Jul~~Sep-06 0.~~087~~438% ~~Aug~~Oct-06 0.~~237~~669% ~~Sep~~Nov-06 0.~~438~~687% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 2 (B) 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 23 ~~Oct~~Dec-05 0.000% Original Principal Balance ~~149~~304,~~000~~190.00 ~~Nov~~Jan-0506 0.000% Current Actual Balance ~~148~~302,~~788~~852.3113 ~~Dec~~Feb-0506 0.000% ~~Jan~~Mar-06 0.000% Current Bankruptcy Total ~~Feb~~Apr-06 0.000% Loans in Bankruptcy 67 ~~Mar~~May-06 0.000% Original Principal Balance ~~443~~604,~~100~~490.00 ~~Apr~~Jun-06 0.~~000~~031% Current Actual Balance ~~440~~600,~~206~~679.5085 ~~May~~Jul-06 0.~~000~~158% ~~Jun~~Aug-06 0.~~031~~326% ~~Jul~~Sep-06 0.~~158~~499% ~~Aug~~Oct-06 0.~~326~~495% ~~Sep~~Nov-06 0.~~499~~698% *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. 3 (A) 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 37 ~~Oct~~Dec-05 0.000% Original Principal Balance ~~286~~2,~~150~~092,460.00 ~~Nov~~Jan-0506 0.000% Current Actual Balance ~~285~~2,~~175~~090,548.1915 ~~Dec~~Feb-0506 0.000% ~~Jan~~Mar-06 0.000% Current Bankruptcy Total ~~Feb~~Apr-06 0.000% Loans in Bankruptcy 714 ~~Mar~~May-06 0.000% Original Principal Balance 12,~~292~~983,~~850~~910.00 ~~Apr~~Jun-06 0.~~000~~050% Current Actual Balance 12,~~289~~979,~~701~~630.3609 ~~May~~Jul-06 0.000% ~~Jun~~Aug-06 0.~~050~~239% ~~Jul~~Sep-06 0.~~000~~319% ~~Aug~~Oct-06 0.~~239~~225% ~~Sep~~Nov-06 0.~~319~~779% *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. 3 (B) 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 14 ~~Oct~~Dec-05 0.000% Original Principal Balance 35449,~~600~~150.00 ~~Nov~~Jan-0506 0.000% Current Actual Balance 35447,~~517~~179.3779 ~~Dec~~Feb-0506 0.000% ~~Jan~~Mar-06 0.000% Current Bankruptcy Total ~~Feb~~Apr-06 0.000% Loans in Bankruptcy 27 ~~Mar~~May-06 0.000% Original Principal Balance ~~136~~870,~~400~~750.00 ~~Apr~~Jun-06 0.000% Current Actual Balance ~~135~~867,~~923~~033.7642 ~~May~~Jul-06 0.~~000~~091% ~~Jun~~Aug-06 0.~~000~~094% ~~Jul~~Sep-06 0.~~091~~132% ~~Aug~~Oct-06 0.~~094~~417% ~~Sep~~Nov-06 0.~~132~~877% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period Group Loan Month Loan First State LTV at Original Number Entered Payment Origination Principal Bankruptcy Date Balance 1 (B) 0116819558 Oct-2006 01-Jun-2005 OH 90.00 93,330.00 1 (B) 0118738624 Oct-2006 01-Dec-2005 TN 80.00 71,200.00 2 (A) ~~0116143314~~0117123851 ~~Jul~~Oct-2006 01-~~Jun~~Sep-2005 MNMO ~~100~~66.89 50,500.00 ~~178~~2 (A) 0119026540 Nov-2006 01-Feb-2006 MI 90.00 54,~~000~~900.00 2 (A) 0119027977 Aug-2006 01-Feb-2006 MO 90.00 80,910.00 2 (A) 0119028751 Oct-2006 01-Feb-2006 TX 90.00 97,200.00 2 (A) 0119038339 Jul-2006 01-Feb-2006 TN 90.00 76,500.00 2 (A) 0119038347 Oct-2006 01-Feb-2006 AL 90.00 76,500.00 2 (A) 0119045375 Sep-2006 01-Feb-2006 MS 85.00 52,275.00 2 (A) 0119045813 Oct-2006 01-Feb-2006 MI 90.00 115,200.00 2 (A) 0119052132 Nov-2006 01-Feb-2006 CO 80.00 161,600.00 2 (A) 0119161404 Oct-2006 01-Jan-2006 CT 95.00 171,000.00 2 (A) 0119188944 Aug-2006 01-Feb-2006 MD 80.00 114,400.00 2 (A) 0119189397 Sep-2006 01-Feb-2006 MI 80.00 142,400.00 2 (A) ~~0119207397~~0119205730 ~~Sep~~Oct-2006 01-Feb-2006 MITN 8980.6900 8748,000.00 2 (A) 0119213106 Oct-2006 01-Jan-2006 MO 80.00 85,200.00 2 (A) 0119214989 Aug-2006 01-Jan-2006 NV 90.00 225,000.00 2 (A) 0119227494 Sep-2006 01-Feb-2006 MI 89.94 161,900.00 2 (A) 0119233336 Sep-2006 01-Dec-2005 NE 90.00 81,900.00 2 (B) ~~0117989111~~0118723774 ~~Jun~~Aug-2006 01-~~Sep~~Nov-2005 FLTN 2078.0088 2898,~~800~~600.00 2 (B) ~~0118723774~~0118731314 ~~Aug~~Nov-2006 01-~~Nov~~Dec-2005 TNOH 7880.8800 98160,~~600~~000.00 2 (B) ~~0118727270~~0119200467 ~~Jul~~Nov-2006 01-~~Dec~~Jan-~~2005~~2006 UTMD 9320.4400 ~~114~~48,~~000~~990.00 2 (B) 0119202612 Sep-2006 01-Jan-2006 IN 100.00 70,000.00 2 (B) 0119207041 Sep-2006 01-Feb-2006 WI 84.95 79,000.00 2 (B) 0119219681 Aug-2006 01-Feb-2006 MO 85.00 52,700.00 2 (B) 0119223311 Nov-2006 01-Feb-2006 MS 85.00 95,200.00 3 (A) 0117135582 Aug-2006 01-Sep-2005 TX 80.00 132,000.00 3 (A) 0117142455 Aug-2006 01-Sep-2005 RI 90.00 200,700.00 3 (A) 0118721604 Aug-2006 01-Nov-2005 VA 72.73 120,000.00 3 (A) ~~0118737188~~0118739184 ~~Aug~~Nov-2006 01-Dec-2005 VAMD 7680.9400 ~~554~~418,400.00 3 (A) 0119026672 Nov-2006 01-Feb-2006 MI 80.00 57,600.00 3 (A) 0119187912 Nov-2006 01-Feb-2006 NC 64.72 48,700.00 3 (A) 0119191302 Nov-2006 01-Feb-2006 MD 84.99 419,000.00 3 (A) 0119191393 Nov-2006 01-Feb-2006 AZ 80.00 760,000.00 3 (A) 0119195931 Sep-2006 01-Feb-2006 NH 85.00 136,000.00 3 (A) ~~0119206068~~0119196194 ~~Sep~~Oct-2006 01-Feb-2006 MOMN 8485.9200 55146,200.00 3 (A) 0119201564 Nov-2006 01-Jan-2006 MD 80.00 195,960.00 3 (A) 0119220374 Oct-2006 01-Feb-2006 OH 80.00 61,600.00 3 (A) 0119238855 Nov-2006 01-Jan-2006 TX 80.00 192,800.00 3 (A) 0119247955 Sep-2006 01-Jan-2006 TX 95.00 94,950.00 3 (B) ~~0119187748~~0118727908 ~~Sep~~Nov-2006 01-~~Feb~~Dec-2005 MD 95.00 65,550.00 3 (B) 0118739226 Nov-2006 MI01-Dec-2005 MD 20.00 35104,600.00 3 (B) 0119190262 Nov-2006 01-Feb-2006 AZ 20.00 190,000.00 3 (B) 0119203008 Jul-2006 01-Jan-2006 KY 80.00 100,800.00 3 (B) 0119222719 Nov-2006 01-Feb-2006 MI 100.00 89,000.00 3 (B) 0119225803 Oct-2006 01-Feb-2006 CO 80.00 130,400.00 3 (B) 0119234987 Oct-2006 01-Nov-2005 MS 80.00 190,400.00

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period (continued) Group Loan Current Paid To Months Current Approximate Number Actual Date Delinquent Loan Rate Delinquent Balance Interest 1 (B) 0116819558 92,299.64 01-Jul-2006 2 7.400% 2,120.23 1 (B) 0118738624 71,109.64 01-Feb-2006 7 10.250% 4,612.74 2 (A) ~~0116143314~~0117123851 ~~176~~50,~~383~~183.7275 01-~~Jun~~Apr-2006 5 7.225% 1,963.60 82 (A) 0119026540 54,804.~~000~~68 01-May-2006 4 10.150% 32,~~304~~641.7536 2 (A) 0119027977 80,869.36 01-Feb-2006 57 9.400% 34,~~591~~786.9281 2 (A) 0119028751 97,099.71 01-Mar-2006 6 9.340% 4,272.01 2 (A) 0119038339 76,~~426~~352.4303 01-~~Mar~~May-2006 4 9.650% 3,~~491~~488.9475 2 (A) 0119038347 76,418.67 01-Mar-2006 6 9.150% 4,398.08 2 (A) 0119045375 52,255.94 01-Feb-2006 57 10.900% 3,616.79 2 (A) 0119045813 115,~~713~~041.6096 01-Apr-2006 5 9.900% 6,299.24 2 (A) 0119052132 161,592.37 01-Feb-2006 7 6.775% 6,759.92 2 (A) 0119161404 169,628.76 01-Nov-2006 (1) 7.750% 827.57 2 (A) 0119188944 113,~~904~~758.4227 01-~~Aug~~Oct-2006 0 8.500% 1,~~519~~517.2127 2 (A) 0119189397 142,400.00 01-Mar-2006 46 8.886% 57,~~970~~961.8412 2 (A) ~~0119207397~~0119205730 8647,~~915~~883.3348 01-~~Mar~~Apr-2006 45 9.~~570~~480% 2,504.37 2 (A) 0119213106 84,956.14 01-Apr-2006 5 7.730% 3,~~936~~575.3811 2 (A) 0119214989 225,000.00 01-~~Aug~~Oct-2006 0 8.000% 2,287.50 2 (A) 0119227494 161,714.56 01-Mar-2006 46 8.790% 68,~~692~~918.6239 2 (A) 0119233336 81,~~733~~648.5028 01-~~Mar~~May-2006 4 9.400% 3,~~632~~628.0550 2 (B) ~~0117989111~~0118723774 2896,~~737~~355.1228 01-~~Mar~~Oct-2006 40 117.~~750~~375% 1,~~615~~105.0417 2 (B) ~~0118723774~~0118731314 96158,~~740~~838.9615 01-~~Aug~~Apr-2006 05 78.~~375~~550% 17,~~109~~443.5892 2 (B) ~~0118727270~~0119200467 ~~113~~48,~~255~~893.9857 01-~~Aug~~Jun-2006 03 711.~~750~~490% 12,~~104~~237.6539 2 (B) 0119202612 69,853.11 01-Jun-2006 13 11.195% 12,~~413~~355.8453 2 (B) 0119207041 78,935.20 01-Apr-2006 35 12.250% 34,~~096~~333.4578 2 (B) 0119219681 52,684.13 01-Feb-2006 57 11.770% 3,952.65 2 (B) 0119223311 95,~~965~~120.4041 01-Apr-2006 5 12.165% 6,466.92 3 (A) 0117135582 131,489.02 01-Jan-2006 68 7.350% 45,~~486~~977.6649 3 (A) 0117142455 200,700.00 01-~~Feb~~Mar-2006 56 7.975% 710,~~501~~001.1452 3 (A) 0118721604 119,~~578~~363.3395 01-~~Feb~~Apr-2006 5 6.690% 4,298.23 3 (A) 0118739184 418,~~688~~277.7297 01-May-2006 4 7.000% 13,594.02 3 (A) ~~0118737188~~0119026672 ~~552~~57,~~758~~465.8298 01-~~Feb~~May-2006 4 8.750% 2,366.91 3 (A) 0119187912 48,608.08 01-Apr-2006 5 78.~~500~~350% 192,~~292~~221.2555 3 (A) ~~0119195931~~0119191302 ~~135~~418,~~320~~382.8482 01-~~Sep~~Jul-2006 2 8.590% 9,326.40 3 (1A) 0119191393 759,720.70 01-Jul-2006 2 8.820% 21,069.60 3 (A) 0119195931 135,247.20 01-Oct-2006 0 9.400% 12,~~004~~006.1872 3 (A) ~~0119206068~~0119196194 55146,~~023~~061.5400 01-~~Sep~~Mar-2006 6 9.700% 7,028.66 3 (1A) 100119201564 195,960.~~620~~00 01-May-2006 4 9.790% 9,102.36 3 (A) 0119220374 61,430.4238 01-Jun-2006 3 9.080% 2,193.65 3 (A) 0119238855 192,132.60 01-Apr-2006 5 7.990% 8,376.83 3 (A) 0119247955 94,~~830~~790.8139 01-~~Mar~~Apr-2006 45 10.300% 45,~~641~~411.3776 3 (B) ~~0119187748~~0118727908 3565,~~517~~252.3790 01-~~Mar~~May-2006 4 117.~~000~~490% 12,~~858~~276.12 3 (B) 0118739226 104,238.65 01-Jul-2006 2 10.990% 3,642.72 3 (B) 0119190262 188,782.04 01-Jul-2006 2 12.500% 7,539.66 3 (B) 0119203008 100,~~406~~271.3971 01-~~Jun~~Aug-2006 1 8.240% 1,~~941~~938.5694 3 (B) 0119222719 88,906.20 01-Apr-2006 5 11.110% 5,496.55 3 (B) 0119225803 129,632.26 01-Oct-2006 0 8.260% 1,677.15 3 (B) 0119234987 189,949.66 01-Aug-2006 1 7.911% 3,519.27

Realized Loss Report - Collateral Summary MDR SDA Current Month 0.~~016~~074% Current Month 14.~~150~~313% 3 Month Average 0.~~005~~042% 3 Month Average 02.~~383~~587% 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. ~~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 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A Jul-2006 0.000% N/A Jul-2006 0.000% N/A Aug-2006 0.000% N/A Aug-2006 0.000% N/A Sep-2006 0.016% N/A Sep-2006 1.150% N/A Oct-2006 0.035% N/A Oct-2006 2.298% N/A Nov-2006 0.074% N/A Nov-2006 4.313% 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.~~188~~879% Current Month ~~107~~62.~~490~~582% 3 Month Average 0.~~063~~497% 3 Month Average 3592.~~830~~573% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A~~ Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A Jul-2006 0.000% N/A Jul-2006 0.000% N/A Aug-2006 0.000% N/A Aug-2006 0.000% N/A Sep-2006 0.188% N/A Sep-2006 107.490% N/A Oct-2006 0.422% N/A Oct-2006 107.645% N/A Nov-2006 0.879% N/A Nov-2006 62.582% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. 1 (A) 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. ~~Oct~~Dec-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Feb~~Apr-2006 N/A N/A ~~Feb~~Apr-2006 N/A N/A ~~Mar~~May-2006 ~~N/A~~0.000% N/A ~~Mar~~May-2006 ~~N/A~~0.000% N/A ~~Apr~~Jun-2006 ~~N/A~~0.000% N/A ~~Apr~~Jun-2006 ~~N/A~~0.000% N/A ~~May~~Jul-2006 0.000% N/A ~~May~~Jul-2006 0.000% N/A ~~Jun~~Aug-2006 0.000% N/A ~~Jun~~Aug-2006 0.000% N/A ~~Jul~~Sep-2006 0.000% N/A ~~Jul~~Sep-2006 0.000% N/A ~~Aug~~Oct-2006 0.000% N/A ~~Aug~~Oct-2006 0.000% N/A ~~Sep~~Nov-2006 0.000% N/A ~~Sep~~Nov-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Oct~~Dec-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Feb~~Apr-2006 N/A N/A ~~Feb~~Apr-2006 N/A N/A ~~Mar~~May-2006 ~~N/A~~0.000% N/A ~~Mar~~May-2006 ~~N/A~~0.000% N/A ~~Apr~~Jun-2006 ~~N/A~~0.000% N/A ~~Apr~~Jun-2006 ~~N/A~~0.000% N/A ~~May~~Jul-2006 0.000% N/A ~~May~~Jul-2006 0.000% N/A ~~Jun~~Aug-2006 0.000% N/A ~~Jun~~Aug-2006 0.000% N/A ~~Jul~~Sep-2006 0.000% N/A ~~Jul~~Sep-2006 0.000% N/A ~~Aug~~Oct-2006 0.000% N/A ~~Aug~~Oct-2006 0.000% N/A ~~Sep~~Nov-2006 0.000% N/A ~~Sep~~Nov-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. 1 (B) MDR SDA Current Month 0.~~000~~151% Current Month 07.~~000~~835% 3 Month Average 0.~~000~~050% 3 Month Average 02.~~000~~612% 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. ~~Oct~~Dec-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Feb~~Apr-2006 N/A N/A ~~Feb~~Apr-2006 N/A N/A ~~Mar~~May-2006 ~~N/A~~0.000% N/A ~~Mar~~May-2006 ~~N/A~~0.000% N/A ~~Apr~~Jun-2006 ~~N/A~~0.000% N/A ~~Apr~~Jun-2006 ~~N/A~~0.000% N/A ~~May~~Jul-2006 0.000% N/A ~~May~~Jul-2006 0.000% N/A ~~Jun~~Aug-2006 0.000% N/A ~~Jun~~Aug-2006 0.000% N/A ~~Jul~~Sep-2006 0.000% N/A ~~Jul~~Sep-2006 0.000% N/A ~~Aug~~Oct-2006 0.000% N/A ~~Aug~~Oct-2006 0.000% N/A ~~Sep~~Nov-2006 0.~~000~~151% N/A ~~Sep~~Nov-2006 07.~~000~~835% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 01.~~000~~792% Current Month 0108.~~000~~081% 3 Month Average 0.~~000~~597% 3 Month Average 036.~~000~~027% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Oct~~Dec-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Feb~~Apr-2006 N/A N/A ~~Feb~~Apr-2006 N/A N/A ~~Mar~~May-2006 ~~N/A~~0.000% N/A ~~Mar~~May-2006 ~~N/A~~0.000% N/A ~~Apr~~Jun-2006 ~~N/A~~0.000% N/A ~~Apr~~Jun-2006 ~~N/A~~0.000% N/A ~~May~~Jul-2006 0.000% N/A ~~May~~Jul-2006 0.000% N/A ~~Jun~~Aug-2006 0.000% N/A ~~Jun~~Aug-2006 0.000% N/A ~~Jul~~Sep-2006 0.000% N/A ~~Jul~~Sep-2006 0.000% N/A ~~Aug~~Oct-2006 0.000% N/A ~~Aug~~Oct-2006 0.000% N/A ~~Sep~~Nov-2006 01.~~000~~792% N/A ~~Sep~~Nov-2006 0108.~~000~~081% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. 2 (A) MDR SDA Current Month 0.~~000~~050% Current Month 03.~~000~~053% 3 Month Average 0.~~000~~017% 3 Month Average 01.~~000~~018% 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. ~~Oct~~Dec-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Feb~~Apr-2006 N/A N/A ~~Feb~~Apr-2006 N/A N/A ~~Mar~~May-2006 ~~N/A~~0.000% N/A ~~Mar~~May-2006 ~~N/A~~0.000% N/A ~~Apr~~Jun-2006 ~~N/A~~0.000% N/A ~~Apr~~Jun-2006 ~~N/A~~0.000% N/A ~~May~~Jul-2006 0.000% N/A ~~May~~Jul-2006 0.000% N/A ~~Jun~~Aug-2006 0.000% N/A ~~Jun~~Aug-2006 0.000% N/A ~~Jul~~Sep-2006 0.000% N/A ~~Jul~~Sep-2006 0.000% N/A ~~Aug~~Oct-2006 0.000% N/A ~~Aug~~Oct-2006 0.000% N/A ~~Sep~~Nov-2006 0.~~000~~050% N/A ~~Sep~~Nov-2006 03.~~000~~053% 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~~595% Current Month 018.~~000~~438% 3 Month Average 0.~~000~~198% 3 Month Average 06.~~000~~146% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Oct~~Dec-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Feb~~Apr-2006 N/A N/A ~~Feb~~Apr-2006 N/A N/A ~~Mar~~May-2006 ~~N/A~~0.000% N/A ~~Mar~~May-2006 ~~N/A~~0.000% N/A ~~Apr~~Jun-2006 ~~N/A~~0.000% N/A ~~Apr~~Jun-2006 ~~N/A~~0.000% N/A ~~May~~Jul-2006 0.000% N/A ~~May~~Jul-2006 0.000% N/A ~~Jun~~Aug-2006 0.000% N/A ~~Jun~~Aug-2006 0.000% N/A ~~Jul~~Sep-2006 0.000% N/A ~~Jul~~Sep-2006 0.000% N/A ~~Aug~~Oct-2006 0.000% N/A ~~Aug~~Oct-2006 0.000% N/A ~~Sep~~Nov-2006 0.~~000~~595% N/A ~~Sep~~Nov-2006 018.~~000~~438% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. 2 (B) MDR SDA Current Month 0.~~030~~232% Current Month 213.~~245~~669% 3 Month Average 0.~~010~~112% 3 Month Average 06.~~748~~955% 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. ~~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 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A Jul-2006 0.000% N/A Jul-2006 0.000% N/A Aug-2006 0.000% N/A Aug-2006 0.000% N/A Sep-2006 0.030% N/A Sep-2006 2.245% N/A Oct-2006 0.075% N/A Oct-2006 4.953% N/A Nov-2006 0.232% N/A Nov-2006 13.669% 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 02.~~361~~749% Current Month ~~106~~107.~~979~~236% 3 Month Average 01.~~120~~336% 3 Month Average 35107.~~660~~709% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A~~ Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A Jul-2006 0.000% N/A Jul-2006 0.000% N/A Aug-2006 0.000% N/A Aug-2006 0.000% N/A Sep-2006 0.361% N/A Sep-2006 106.979% N/A Oct-2006 0.897% N/A Oct-2006 108.911% N/A Nov-2006 2.749% N/A Nov-2006 107.236% 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. 3 (A) MDR SDA Current Month 0.~~000~~053% Current Month 03.~~000~~113% 3 Month Average 0.~~000~~018% 3 Month Average 01.~~000~~038% 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. ~~Oct~~Dec-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Feb~~Apr-2006 N/A N/A ~~Feb~~Apr-2006 N/A N/A ~~Mar~~May-2006 ~~N/A~~0.000% N/A ~~Mar~~May-2006 ~~N/A~~0.000% N/A ~~Apr~~Jun-2006 ~~N/A~~0.000% N/A ~~Apr~~Jun-2006 ~~N/A~~0.000% N/A ~~May~~Jul-2006 0.000% N/A ~~May~~Jul-2006 0.000% N/A ~~Jun~~Aug-2006 0.000% N/A ~~Jun~~Aug-2006 0.000% N/A ~~Jul~~Sep-2006 0.000% N/A ~~Jul~~Sep-2006 0.000% N/A ~~Aug~~Oct-2006 0.000% N/A ~~Aug~~Oct-2006 0.000% N/A ~~Sep~~Nov-2006 0.~~000~~053% N/A ~~Sep~~Nov-2006 03.~~000~~113% 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~~633% Current Month 013.~~000~~737% 3 Month Average 0.~~000~~211% 3 Month Average 04.~~000~~579% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Oct~~Dec-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Feb~~Apr-2006 N/A N/A ~~Feb~~Apr-2006 N/A N/A ~~Mar~~May-2006 ~~N/A~~0.000% N/A ~~Mar~~May-2006 ~~N/A~~0.000% N/A ~~Apr~~Jun-2006 ~~N/A~~0.000% N/A ~~Apr~~Jun-2006 ~~N/A~~0.000% N/A ~~May~~Jul-2006 0.000% N/A ~~May~~Jul-2006 0.000% N/A ~~Jun~~Aug-2006 0.000% N/A ~~Jun~~Aug-2006 0.000% N/A ~~Jul~~Sep-2006 0.000% N/A ~~Jul~~Sep-2006 0.000% N/A ~~Aug~~Oct-2006 0.000% N/A ~~Aug~~Oct-2006 0.000% N/A ~~Sep~~Nov-2006 0.~~000~~633% N/A ~~Sep~~Nov-2006 013.~~000~~737% 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. 3 (B) MDR SDA Current Month 0.~~123~~119% Current Month 86.~~752~~845% 3 Month Average 0.~~041~~171% 3 Month Average 210.~~917~~889% 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. ~~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 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A Jul-2006 0.000% N/A Jul-2006 0.000% N/A Aug-2006 0.000% N/A Aug-2006 0.000% N/A Sep-2006 0.123% N/A Sep-2006 8.752% N/A Oct-2006 0.271% N/A Oct-2006 17.070% N/A Nov-2006 0.119% N/A Nov-2006 6.845% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 1.~~468~~421% Current Month 107.~~595~~084% 3 Month Average 02.~~489~~030% 3 Month Average 35107.~~865~~341% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A~~ Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A Jul-2006 0.000% N/A Jul-2006 0.000% N/A Aug-2006 0.000% N/A Aug-2006 0.000% N/A Sep-2006 1.468% N/A Sep-2006 107.595% N/A Oct-2006 3.200% N/A Oct-2006 107.343% N/A Nov-2006 1.421% N/A Nov-2006 107.084% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Monthly Default Rate (MDR): sum(Beg Scheduled Balance of Liquidated Loans)/ sum(Beg Scheduled Balance). Conditional Default Rate (CDR): 1-((1-MDR)^12) SDA Standard Default Assumption: If WAS is less than or equal to 30 then CDR /(WAS * 0.02) else if WAS is greater than 30 and less than or equal to 60 then CDR / 0.6 else if WAS is greater than 60 and less than or equal to 120 then CDR / (0.6 - ((WAS - 60) * 0.0095)) else if WAS is greater than 120 then CDR / 0.03 Loss Severity Approximation for current period: sum(Realized Loss Amount)/sum(Beg Scheduled Balance of Liquidated Loans). Includes losses on loans liquidating in the current period only.

Prepayment Detail - Prepayments during Current Period Summary Loans Paid In Full Repurchased Loans Original Current Original Current Principal Scheduled Principal Scheduled Group Count Balance Balance Count Balance Balance 1 (A) 158 31,~~362~~841,~~924~~800.00 31,~~344~~829,~~452~~643.6721 0 0.00 0.00 1 (B) 24 ~~108~~480,~~140~~350.00 ~~107~~475,~~222~~396.6508 0 0.00 0.00 2 (A) 4947 107,~~101~~546,~~005~~200.00 107,~~071~~506,~~636~~866.2692 10 ~~99,750~~0.00 ~~99,382~~0.0300 2 (B) 1312 1,~~014~~041,~~500~~700.00 1,~~010~~029,~~284~~263.5968 0 0.00 0.00 3 (A) 6052 1512,~~034~~807,~~010~~950.00 1412,~~975~~731,~~169~~888.8679 0 0.00 0.00 3 (B) 2016 41,~~232~~733,~~850~~300.00 41,~~193~~722,~~259~~163.2558 0 0.00 0.00 Total ~~159~~139 3325,~~853~~451,~~429~~300.00 3325,~~702~~295,~~025~~222.2826 10 ~~99,750~~0.00 ~~99,382~~0.0300

Prepayment Detail - Prepayments during Current Period (continued) Summary Substitution Loans Liquidated Loans Curtailments Original Current Original Current Principal Scheduled Principal Scheduled Curtailment Group Count Balance Balance Count Balance Balance Amount 1 (A) 0 0.00 0.00 0 0.00 0.00 1,~~973~~883.6384 1 (B) 0 0.00 0.00 01 038,000.00 037,840.0051 ~~1,680~~726.3301 2 (A) 0 0.00 0.00 01 0134,000.00 0133,344.0068 75,~~414~~131.3543 2 (B) 0 0.00 0.00 14 27203,~~000~~280.00 26202,~~921~~603.9011 4,~~389~~692.5950 3 (A) 0 0.00 0.00 01 0210,600.00 0209,221.0066 1710,~~489~~111.4177 3 (B) 0 0.00 0.00 32 ~~132~~120,~~000~~400.00 ~~131~~119,~~686~~934.7767 393,352.2729 Total 0 0.00 0.00 49 ~~159~~706,~~000~~280.00 ~~158~~702,~~608~~944.6763 3225,~~986~~897.5884

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount 1 (A) ~~0118724590~~0118729953 CA 7651.5928 01-Nov-2005 80200,~~424~~000.00 79198,~~784~~627.6942 1 (A) ~~0118726009~~0118732080 CAGA 6190.8283 01-Dec-2005 ~~340~~109,000.00 ~~339~~108,~~762~~167.0162 1 (A) ~~0118729193~~0118734854 CAWA 8590.00 01-Dec-2005 ~~306~~145,~~000~~800.00 ~~302~~145,~~913~~108.3258 1 (A) ~~0118729516~~0118737485 CAHI 7680.~~95 01-Dec-2005 404,000.~~00 ~~400,593.55 1 (A) 0118729748 MD 73.53~~ 01-Dec-2005 ~~225~~476,~~000~~800.00 ~~223~~472,~~990~~696.3382 1 (A) ~~0118729789~~0118739341 FLCA 7967.3850 01-Dec-2005 63135,~~500.00 63,069.55 1 (A) 0118730738 MD 89.47 01-Dec-2005 306,~~000.00 ~~306~~134,~~000~~068.0022 1 (A) ~~0118731025~~0118739416 CAIL 8066.0067 01-Dec-2005 ~~240~~400,000.00 ~~238~~397,~~337~~558.0974 1 (A) ~~0118731694~~0118740364 MD 6864.4602 01-Dec-2005 ~~178~~210,000.00 ~~176~~208,~~766~~152.6396 1 (A) ~~0118732064~~0119419679 MDVA 80.00 01-~~Dec~~Mar-~~2005~~2006 ~~216~~165,~~000~~200.00 ~~214~~164,~~172~~111.8413 1 (AB) ~~0118732528~~0118727585 CA 6579.5712 01-~~Dec~~Nov-2005 ~~200~~216,000.00 ~~198~~213,~~396~~438.6171 1 (AB) ~~0118736701~~0118737303 MDGA 5720.00 01-Dec-2005 ~~175~~38,000.00 ~~173~~37,~~787~~825.4921 1 (AB) ~~0118738996~~0118737469 ILCA 8020.00 01-Dec-2005 ~~180~~59,000.00 ~~178~~58,~~980~~683.8156 1 (AB) ~~0118740422~~0118738541 MD ~~100~~85.00 01-Dec-2005 ~~189~~164,~~000~~050.00 ~~187~~162,~~311~~196.5945 1 (~~A) 0118740653 CA 72.02 01-Dec-2005 260,000.00 258,512.25 1 (~~B) ~~0118721919~~0119432474 FLVA 20.00 01-~~Dec~~Mar-~~2005~~2006 3341,~~140~~300.00 3340,~~007~~678.2405 12 (BA) ~~0118730399~~0118721059 ILMD ~~100~~90.0048 01-Dec-2005 75380,000.00 74376,~~144~~132.7444 2 (A) ~~0118724129~~0118722040 CAFL 8084.0003 01-Nov-2005 ~~188~~200,000.00 ~~186~~198,~~492~~103.3298 2 (A) ~~0118729003~~0118724319 MDCA ~~100~~74.0093 01-Nov-2005 ~~270~~281,000.00 ~~268~~278,~~903~~690.8342 2 (A) ~~0118730563~~0118728971 CAMN 7890.5400 01-Dec-2005 ~~310~~101,~~250~~700.00 ~~307~~100,~~375~~675.8365 2 (A) ~~0118731215~~0118731033 VAMA 8580.00 01-Dec-2005 ~~160~~112,~~905~~000.00 ~~159~~110,~~908~~860.2905 2 (A) ~~0118738418~~0118735737 MDCA 6690.8400 01-Dec-2005 ~~125~~387,000.00 ~~123~~384,~~988~~097.0781 2 (A) ~~0118741537~~0118738897 FLOH 95.00 01-Dec-2005 ~~114~~140,~~000~~600.00 ~~113~~139,~~210~~696.1357 2 (A) ~~0119028512~~0119028603 PAMD ~~65.49 01-Feb-2006 93,000.00 92,358.36 2 (A) 0119029726 IL~~ 90.00 01-Feb-2006 ~~121~~94,500.00 ~~121~~93,~~045~~989.4012 2 (A) ~~0119031300~~0119029882 NCMD 80.00 01-~~Jan~~Feb-2006 ~~153~~124,~~600~~800.00 ~~152~~123,~~594~~851.7296 2 (A) ~~0119032233~~0119031201 AZ 8085.00 01-Feb-2006 ~~175~~151,~~200~~300.00 ~~175~~150,~~200~~001.0083 2 (A) ~~0119033702~~0119032084 MDAZ 8090.00 01-Feb-2006 ~~228~~171,000.00 ~~226~~170,~~930~~043.7055 2 (A) ~~0119037703~~0119037430 ILGA 6580.00 01-Feb-2006 ~~227~~112,~~500~~000.00 ~~226~~111,~~474~~274.0923 2 (A) ~~0119038610~~0119038719 ILAZ 7363.5018 01-Feb-2006 ~~147~~175,000.00 ~~146~~173,~~408~~506.3429 2 (A) ~~0119046274~~0119046142 ILFL 9086.0038 01-Feb-2006 ~~238~~203,~~500~~000.00 ~~238~~201,~~500~~462.0049 2 (A) ~~0119051837~~0119189124 OHME 9094.0095 01-Feb-2006 ~~103~~122,~~500~~100.00 ~~102~~121,~~975~~456.2057 2 (A) ~~0119052009~~0119189454 VANH 90.00 01-Feb-2006 ~~121~~148,500.00 ~~120~~148,~~971~~500.4700 2 (A) ~~0119189132~~0119189652 CTDE 6180.1000 01-Feb-2006 ~~122~~160,~~200~~000.00 ~~121~~159,~~700~~154.4528 2 (A) ~~0119189751~~0119191757 VAFL 5370.7500 01-~~Feb~~Jan-2006 ~~165~~101,~~000~~500.00 ~~164~~100,~~089~~866.1660 2 (A) ~~0119190155~~0119193456 CAOH 5980.0600 01-Feb-2006 ~~183~~52,~~100~~000.00 ~~182~~51,~~351~~686.4819 2 (A) ~~0119190775~~0119194249 AZNE 8087.0091 01-~~Feb~~Jan-2006 ~~236~~80,000.00 ~~234~~79,~~446~~459.6769 2 (A) ~~0119190809~~0119194561 RIAR 7796.4284 01-Feb-2006 ~~240~~92,000.00 ~~238~~91,~~796~~550.1659 2 (A) ~~0119191013~~0119195576 CAME 8090.00 01-~~Feb~~Jan-2006 ~~276~~126,000.00 ~~276~~125,~~000~~223.0046 2 (A) ~~0119195568~~0119196418 FLMA 8538.5139 01-~~Feb~~Jan-2006 ~~125~~159,~~700~~300.00 ~~125~~158,~~164~~256.4439 2 (A) ~~0119196640~~0119196616 WINV 8084.0097 01-Feb-2006 ~~166~~165,~~400~~700.00 ~~165~~164,~~551~~386.2408 2 (A) ~~0119197630~~0119197341 MDAZ 8990.9200 01-Feb-2006 ~~214~~197,900.00 ~~213~~196,~~811~~666.3722 2 (A) ~~0119198232~~0119199651 WATX 9590.00 01-~~Jan~~Dec-~~2006~~2005 ~~247~~60,~~000~~300.00 ~~245~~59,~~983~~877.1647 2 (A) ~~0119198497~~0119199701 NHMO 8961.9348 01-~~Jan~~Nov-~~2006~~2005 ~~263~~75,~~500~~000.00 ~~263~~74,~~500~~080.0071 2 (A) ~~0119198646~~0119200681 NYAZ 80.7700 01-~~Feb~~Jan-2006 ~~282~~76,~~700~~000.00 ~~281~~76,~~336~~000.5100 2 (A) ~~0119208346~~0119203966 GAVA 7990.~~99 01-Feb-2006 119,900.~~00 ~~119,322.22 2 (A) 0119210433 AZ 58.33~~ 01-~~Feb~~Jan-2006 ~~245~~225,000.00 ~~245~~223,~~000~~406.0085 2 (A) ~~0119210532~~0119204105 AZCA 80.00 01-~~Feb~~Nov-~~2006~~2005 ~~252~~267,~~800~~200.00 ~~252~~267,~~800~~200.00 2 (A) ~~0119214401~~0119204295 UTMD 80.00 01-Jan-2006 ~~170~~62,800.00 ~~169~~62,~~504~~395.3196 2 (A) ~~0119214591~~0119208536 NJ 8785.2100 01-~~Jan~~Feb-2006 ~~187~~127,500.00 ~~187~~126,~~488~~713.8867 2 (A) ~~0119214880~~0119209849 AZWA 8084.0084 01-~~Jan~~Feb-2006 ~~216~~187,~~800~~500.00 ~~215~~186,~~615~~381.5416 2 (A) ~~0119226496~~0119209872 AZFL 9274.5898 01-Feb-2006 ~~143~~189,~~500~~700.00 ~~143~~188,~~496~~682.9780 2 (A) ~~0119228179~~0119215515 AZCA 8083.0010 01-~~Feb~~Jan-2006 ~~176~~295,000.00 ~~175~~295,~~439~~000.6200 2 (A) ~~0119228385~~0119221034 AZVA 6984.9988 01-Feb-2006 ~~181~~69,~~900~~600.00 ~~180~~69,~~976~~185.9083 2 (A) ~~0119229243~~0119223055 NJFL 9085.00 01-~~Feb~~Jan-2006 ~~202~~93,500.00 ~~201~~92,~~465~~873.0106 2 (A) ~~0119229276~~0119225597 MDFL 8480.9800 01-Feb-2006 ~~204~~128,~~800~~000.00 ~~204~~127,~~754~~998.1839 2 (A) ~~0119230480~~0119225928 CAPA 80.00 01-~~Feb~~Jan-2006 ~~247~~133,~~200~~600.00 ~~246~~132,~~949~~849.8835 2 (A) ~~0119231058~~0119226603 FLAZ 8088.0018 01-Feb-2006 ~~276~~145,~~000~~500.00 ~~276~~145,~~000~~500.00 2 (A) ~~0119231595~~0119227106 CAFL 8590.00 01-Feb-2006 ~~314~~153,~~500~~000.00 ~~314~~151,~~500~~883.0078 2 (A) ~~0119231728~~0119227130 NYFL 8066.0096 01-Feb-2006 ~~328~~154,000.00 ~~328~~154,000.00 2 (A) ~~0119231983~~0119230324 ILMD 80.00 01-~~Jan~~Feb-2006 ~~360~~240,000.00 ~~360~~238,~~000~~380.0067 2 (A) ~~0119232189~~0119232452 AZMA 8084.0062 01-Feb-2006 ~~392~~429,000.00 ~~392~~429,000.00 2 (A) ~~0119234268~~0119238343 MAGA 80.00 01-Jan-2006 ~~249~~90,~~600~~400.00 ~~249~~89,~~560~~565.2055 2 (A) ~~0119234912~~0119238640 FLIL 67100.3700 01-~~Dec~~Jan-~~2005~~2006 ~~112~~134,~~500~~000.00 ~~111~~133,~~641~~276.1720 2 (A) ~~0119238590~~0119245850 OHCA 8995.6600 01-~~Dec~~Nov-2005 ~~130~~213,~~000~~750.00 ~~129~~212,~~169~~201.2488 2 (A) ~~0119247427~~0119246296 FL 9585.00 01-~~Jan~~Nov-~~2006~~2005 ~~289~~90,~~750~~950.00 ~~288~~90,~~205~~138.1760 2 (AB) ~~0119247633~~0118738129 TXFL 9585.00 01-~~Jan~~Dec-~~2006~~2005 99202,~~750~~300.00 99200,~~382~~524.0334 2 (B) ~~0118721042~~0118739267 FLPA 8670.8460 01-~~Nov~~Dec-2005 ~~165~~103,000.00 ~~163~~102,~~465~~139.0457 2 (B) ~~0119024339~~0118740786 COMD 2087.0080 01-~~Feb~~Dec-~~2006~~2005 27180,000.00 26172,~~910~~727.3513 2 (B) ~~0119025278~~0119023984 NCOH 2033.0078 01-~~Jan~~Feb-2006 3825,~~400~~000.00 3824,~~299~~910.8059 2 (B) ~~0119197655~~0119024610 MAMD 7420.3900 01-Feb-2006 ~~215~~31,~~000~~200.00 ~~213~~31,~~537~~097.0409 2 (B) ~~0119199586~~0119024719 FLOR 20.00 01-~~Jan~~Feb-2006 3732,000.00 3631,~~906~~874.1338 2 (B) ~~0119206738~~0119026193 CAOH 1966.9822 01-Feb-2006 7049,~~700~~000.00 7048,~~348~~674.4645 2 (B) ~~0119212199~~0119188688 UTME 2040.00 01-~~Jan~~Feb-2006 42100,~~700~~000.00 4298,~~537~~231.7005 2 (B) ~~0119214872~~0119191914 ILNY 9080.00 01-Jan-2006 ~~216~~124,000.00 ~~216~~123,~~000~~589.0063 2 (B) ~~0119216265~~0119194348 OHNY 1970.9400 01-Feb-2006 1684,000.00 1583,~~949~~652.3275 2 (B) ~~0119219004~~0119202067 CAWI 1920.9600 01-~~Feb~~Dec-~~2006~~2005 4324,~~300~~980.00 4324,~~157~~889.7309 2 (B) ~~0119220507~~0119205326 AZUT 20.00 01-Feb-2006 6337,~~200~~000.00 6336,~~013~~857.4458 2 (B) ~~0119220663~~0119211654 OHMO 8020.00 01-~~Feb~~Jan-2006 6421,~~200~~300.00 6321,~~896~~207.9755 2 (B) ~~0119237709~~0119221554 INCA 20.00 01-~~Nov~~Jan-~~2005~~2006 1774,000.00 1673,~~842~~661.3431 2 (B) ~~0119237824~~0119221588 LANY 20.00 01-~~Nov~~Jan-~~2005~~2006 2674,~~000~~200.00 2573,~~824~~860.8237 32 (AB) ~~0118720994~~0119248870 CA 3220.7900 01-~~Nov~~Jan-~~2005~~2006 ~~200~~83,000.00 ~~198~~82,~~106~~774.8963 3 (A) ~~0118721109~~0118723386 CA 9190.8400 01-Nov-2005 ~~450~~490,~~000~~500.00 ~~449~~486,~~980~~141.2606 3 (A) ~~0118721679~~0118723733 FLCA 8070.00 01-Dec-2005 ~~132~~364,~~560~~000.00 ~~132~~360,~~560~~867.0060 3 (A) ~~0118722511~~0118727650 CANV 7970.2700 01-~~Nov~~Dec-2005 ~~436~~129,~~000~~500.00 ~~435~~128,~~999~~470.5061 3 (A) ~~0118723139~~0118730084 CA 7595.00 01-Nov-2005 ~~300~~175,~~000~~750.00 ~~297~~175,~~472~~749.8695 3 (A) ~~0118727221~~0118733286 MIVA 7490.5800 01-Dec-2005 220,~~000~~500.00 ~~217~~218,~~935~~729.7986 3 (A) ~~0118727536~~0118734805 CAVA 9080.00 01-Dec-2005 ~~175~~133,~~500~~600.00 ~~173~~132,~~904~~473.9186 3 (A) ~~0118727999~~0118737329 CA 7280.1400 01-Dec-2005 ~~259~~236,000.00 ~~256~~234,~~923~~015.6952 3 (A) ~~0118728260~~0118737568 CA 6485.~~41 01-Nov-2005 286,000.~~00 ~~284,545.65 3 (A) 0118729847 WI 78.79~~ 01-Dec-2005 ~~140~~433,~~250~~500.00 ~~139~~430,~~299~~075.3601 3 (A) ~~0118730126~~0118739424 CA 7080.00 01-Dec-2005 98416,000.00 97415,~~320~~892.9607 3 (A) ~~0118730175~~0118741404 CA 8190.3600 01-~~Nov~~Dec-2005 ~~419~~585,000.00 ~~415~~585,~~470~~000.5200 3 (A) ~~0118731918~~0119028280 CAIL 80.00 01-~~Dec~~Feb-~~2005~~2006 ~~460~~88,000.00 ~~460~~87,~~000~~542.0023 3 (A) ~~0118732023~~0119028793 MDAZ 8470.3800 01-~~Dec~~Feb-~~2005~~2006 ~~675~~98,~~000~~700.00 ~~672~~98,~~116~~037.5557 3 (A) ~~0118733831~~0119029064 OHAZ 9560.00 01-~~Dec~~Feb-~~2005~~2006 ~~171~~105,000.00 ~~170~~104,~~434~~167.2448 3 (A) ~~0118734078~~0119030112 CAOR 80.00 01-~~Dec~~Feb-~~2005~~2006 ~~496~~128,000.00 ~~493~~126,~~618~~923.1466 3 (A) ~~0118734904~~0119030492 CAAZ 8262.6879 01-~~Dec~~Feb-~~2005~~2006 ~~377~~135,000.00 ~~373~~134,~~507~~189.5509 3 (A) ~~0118735703~~0119033348 LAMN ~~100~~90.00 01-~~Dec~~Feb-~~2005~~2006 ~~115~~210,~~000~~600.00 ~~114~~209,~~281~~063.8054 3 (A) ~~0118737659~~0119034247 AZIL 8466.5925 01-~~Dec~~Feb-~~2005~~2006 ~~313~~265,000.00 ~~311~~263,~~761~~058.9768 3 (A) ~~0118740687~~0119035277 CAMD 8079.0042 01-~~Dec~~Feb-~~2005~~2006 ~~342~~377,~~400~~250.00 ~~341~~374,~~345~~902.3319 3 (A) ~~0119030203~~0119035426 FLCO 6590.00 01-Feb-2006 ~~130~~391,~~000~~500.00 ~~129~~389,~~105~~545.7615 3 (A) ~~0119030385~~0119035657 AZ 6580.00 01-Feb-2006 ~~133~~430,~~250~~400.00 ~~133~~430,~~232~~391.2800 3 (A) ~~0119032068~~0119161420 UTNJ 90.00 01-~~Feb~~Jan-2006 ~~171~~314,~~000~~900.00 ~~170~~312,~~347~~779.0583 3 (A) ~~0119034502~~0119188456 AZCT 8942.9969 01-Feb-2006 ~~289~~80,~~350~~200.00 ~~288~~79,~~191~~793.4571 3 (A) ~~0119037679~~0119189637 ILMD 6047.8745 01-Feb-2006 ~~210~~158,000.00 ~~209~~156,~~336~~994.7210 3 (A) ~~0119188555~~0119190833 VTVA 4970.7200 01-Feb-2006 90241,~~000~~500.00 89239,~~558~~656.6150 3 (A) ~~0119189728~~0119191385 FLCA 6284.3299 01-Feb-2006 ~~163~~752,~~900~~200.00 ~~163~~746,~~068~~778.7083 3 (A) ~~0119189843~~0119192144 RIMA 7180.1300 01-~~Feb~~Jan-2006 ~~170~~160,~~700~~000.00 ~~169~~158,926.3321 3 (A) ~~0119192052~~0119192227 MNAR 9073.0053 01-Jan-2006 ~~149~~170,~~400~~600.00 ~~148~~170,~~624~~011.7065 3 (A) ~~0119192409~~0119195253 FLGA 7478.9810 01-~~Jan~~Feb-2006 ~~200~~115,200.00 ~~199~~114,~~236~~611.5534 3 (A) ~~0119192763~~0119196400 CAFL ~~71.~~77.45 01-Jan-2006 ~~337~~158,~~300~~000.00 ~~335~~156,~~667~~920.4517 3 (A) ~~0119193233~~0119196814 MEVA 7969.6396 01-Feb-2006 43174,~~000~~900.00 42173,~~829~~508.6164 3 (A) ~~0119194108~~0119197705 ALCT 7784.8998 01-Feb-2006 74216,~~000~~700.00 73214,~~712~~811.8176 3 (A) ~~0119195493~~0119197739 FL 6778.1474 01-Feb-2006 ~~124~~218,~~200~~100.00 ~~123~~216,~~370~~917.3416 3 (A) ~~0119195550~~0119197986 AZMD 8084.0098 01-Jan-2006 ~~125~~228,600.00 ~~124~~226,~~923~~930.5316 3 (A) ~~0119196434~~0119200103 AZNJ 7275.4500 01-Feb-2006 ~~159~~198,~~400~~750.00 ~~158~~197,~~755~~650.1285 3 (A) ~~0119196566~~0119201580 FLVA 7956.9543 01-Jan-2006 ~~163~~197,~~900~~500.00 ~~162~~195,~~378~~627.3911 3 (A) ~~0119198083~~0119202976 MAAZ 5445.0045 01-Jan-2006 ~~236~~100,000.00 ~~234~~99,~~741~~343.7555 3 (A) ~~0119198414~~0119204246 NYCA 7080.00 01-~~Jan~~Dec-~~2006~~2005 ~~259~~368,000.00 ~~257~~368,~~624.43 3 (A) 0119199131 MD 86.89 01-Jan-2006 382,300.00 380,148.20 3 (A) 0119203230 AL 85.00 01-Jan-2006 119,~~000.00 ~~118,467.33~~ 3 (A) ~~0119203347~~0119207553 FL 7579.0093 01-~~Jan~~Feb-2006 ~~127~~93,~~500~~200.00 ~~126~~92,~~934~~641.7037 3 (A) ~~0119203800~~0119209013 FLUT 7580.00 01-~~Nov-2005 187,500.00 185,972.50 3 (A) 0119210771 CA 79.99 01-~~Feb-2006 ~~283~~148,000.00 ~~282~~146,~~607~~893.9329 3 (A) ~~0119211431~~0119209369 CAOR 7679.7199 01-Feb-2006 ~~560~~164,~~000~~700.00 ~~559~~164,~~991~~700.~~87 3 (A) 0119214542 CA 68.98 01-Jan-2006 182,800.~~00 ~~181,743.05~~ 3 (A) ~~0119215077~~0119210615 MOFL 80.00 01-~~Jan~~Feb-2006 ~~233~~260,~~600~~000.00 ~~233~~260,~~600~~000.00 3 (A) ~~0119224582~~0119213734 FL 80.00 01-Jan-2006 ~~112~~124,000.00 ~~111~~122,~~444~~875.1020 3 (A) ~~0119225688~~0119223261 FLMO 7495.~~99 01-Feb-2006 128,600.~~00 ~~127,987.74 3 (A) 0119227429 CA 34.04~~ 01-Feb-2006 ~~160~~95,000.00 ~~159~~94,~~099~~313.4978 3 (A) ~~0119228724~~0119225084 ILME 9073.0017 01-Feb-2006 ~~189~~120,000.00 ~~188~~119,~~039~~247.8486 3 (A) ~~0119229722~~0119227023 CAAZ 6264.1796 01-Feb-2006 ~~217~~152,~~600~~000.00 ~~217~~151,~~600~~172.0027 3 (A) ~~0119232940~~0119228732 CARI 8580.00 01-Feb-2006 ~~680~~189,~~000~~200.00 ~~680~~189,~~000~~200.00 3 (A) ~~0119234102~~0119232122 MDFL 7481.9872 01-Jan-2006 ~~153~~380,~~700~~000.00 ~~152~~376,~~793~~775.2374 3 (A) ~~0119237287~~0119232395 NJNY 6380.5300 01-Jan-2006 ~~216~~424,000.00 ~~214~~424,~~882~~000.8600 3 (A) ~~0119238764~~0119237592 AZNY 7466.9879 01-~~Jan~~Dec-~~2006~~2005 ~~153~~364,~~700~~000.00 ~~152~~360,~~742~~075.9392 3 (A) ~~0119239366~~0119238954 NJMA 7660.7100 01-Jan-2006 ~~322~~240,~~200~~000.00 ~~320~~238,~~704~~274.5587 3 (A) ~~0119245926~~0119239010 ORNY 80.00 01-~~Nov~~Dec-2005 ~~356~~280,000.00 ~~351~~277,~~877~~089.6129 3 (A) ~~0119246189~~0119245769 NYAR 8980.9613 01-Nov-2005 ~~708~~250,000.00 ~~706~~236,~~001~~792.8161 3 (A) ~~0119249019~~0119247294 WANJ 8085.00 01-Jan-2006 ~~265~~467,~~600~~500.00 ~~264~~465,~~773~~707.2888 3 (B) ~~0118721539~~0118726603 NMOH 2090.8300 01-~~Nov~~Dec-2005 5099,000.00 4898,~~127~~213.6906 3 (B) ~~0118722636~~0118733815 CAPA ~~75.00 01-Nov-2005 528,750.00 523,831.~~42 ~~3 (B) 0118730696 CA 89~~.7439 01-Dec-2005 ~~525~~117,000.00 ~~520~~115,~~486~~869.9747 3 (B) ~~0118730969~~0118736297 FL 7940.7800 01-Dec-2005 ~~183~~101,~~500~~600.00 ~~181~~100,~~986~~686.5895 3 (B) ~~0118732650~~0118739093 ILAZ 8469.9272 01-Dec-2005 ~~169~~148,~~000~~500.00 ~~167~~147,~~755~~131.7901 3 (B) ~~0118734086~~0119029114 CAAZ 20.00 01-~~Dec~~Feb-~~2005~~2006 ~~124~~107,~~000~~600.00 ~~123~~107,~~429~~232.1420 3 (B) ~~0118740349~~0119191484 MDVA 8528.0092 01-~~Dec~~Jan-~~2005~~2006 ~~165~~42,~~750~~800.00 ~~164~~41,~~388~~282.5272 3 (B) ~~0118740356~~0119203248 HIFL 4575.8300 01-Dec-2005 ~~385~~120,000.00 ~~381~~119,~~433~~171.4061 3 (B) ~~0118740729~~0119204113 CAMD 2075.00 01-~~Dec~~Jan-~~2005~~2006 85270,~~600~~000.00 85268,~~281~~766.1166 3 (B) ~~0119024560~~0119204709 AZFL 2019.0098 01-Feb-2006 3123,~~000~~300.00 3023,~~892~~208.6544 3 (B) ~~0119027225~~0119205599 MTOH 2089.0094 01-Feb-2006 6844,~~000~~700.00 6644,~~758~~503.4495 3 (B) ~~0119038214~~0119206555 AZFL 20.00 01-Feb-2006 5565,000.00 5464,~~844~~667.4706 3 (B) ~~0119045169~~0119208361 COFL 2448.2700 01-Feb-2006 25120,000.00 24119,~~922~~345.6379 3 (B) ~~0119051605~~0119211944 GACO 20.00 01-~~Feb~~Jan-2006 5235,~~000~~400.00 5135,~~873~~202.2156 3 (B) ~~0119191310~~0119222511 CAFL 6920.~~98 01-Feb-2006 419,900.~~00 ~~416,492.33 3 (B) 0119197200 RI 83.12~~ 01-Feb-2006 ~~192~~85,000.00 ~~190~~84,~~637~~683.7546 3 (B) ~~0119199412~~0119231538 CTFL 5580.3500 01-Jan-2006 ~~678~~312,000.00 ~~671~~310,~~505~~349.6337 3 (B) ~~0119200616~~0119233252 SCVA 7120.4300 01-Nov-2005 6539,~~000.00 63,191.69 3 (B) 0119200806 WI 85.00 01-Jan-2006 97,750.00 97,341.54 3 (B) 0119218162 IN 80.00 01-Jan-2006 35,~~200.00 3338,~~460~~687.3425 3 (B) ~~0119225019~~0119238129 MONY 8520.00 01-~~Feb-2006 119,000.00 118,721.56 3 (B) 0119234250 MA 64.21 01-~~Dec-2005 ~~244~~70,000.00 ~~237~~69,~~206~~648.0998 3 (B) ~~0119249035~~0119246700 WACA 20.00 01-~~Jan~~Dec-~~2006~~2005 6652,~~400~~600.00 6652,~~166~~307.7907

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning 1 (A) ~~0118724590~~0118729953 Loan Paid in Full 0 75.~~800~~925% 360 1012 1 (A) ~~0118726009~~0118732080 Loan Paid in Full 0 68.~~375~~450% 360 911 1 (A) ~~0118729193~~0118734854 Loan Paid in Full ~~3 6.050% 360 9 1 (A) 0118729516 Loan Paid in Full~~ 0 67.~~990~~950% 360 911 1 (A) ~~0118729748~~0118737485 Loan Paid in Full 0 67.~~500~~850% 360 911 1 (A) ~~0118729789~~0118739341 Loan Paid in Full 0 8.~~100~~950% 360 911 1 (A) ~~0118730738~~0118739416 Loan Paid in Full 0 69.~~750~~550% 360 911 1 (A) ~~0118731025~~0118740364 Loan Paid in Full 0 7.~~990~~750% 360 911 1 (A) ~~0118731694~~0119419679 Loan Paid in Full 10 7.990% 360 98 1 (AB) ~~0118732064~~0118727585 Loan Paid in Full 0 6.~~990~~625% 360 912 1 (AB) ~~0118732528~~0118737303 ~~Loan~~Liquidation ~~Paid~~4 ~~in Full 0 7~~10.~~250~~900% 360 911 1 (AB) ~~0118736701~~0118737469 Loan Paid in Full 0 710.~~990~~750% 360 911 1 (AB) ~~0118738996~~0118738541 Loan Paid in Full 0 ~~8.990% 360 9 1 (A) 0118740422 Loan Paid in Full 0~~ 6.~~890~~600% 360 911 1 (AB) ~~0118740653~~0119432474 Loan Paid in Full 0 812.950% ~~360~~180 98 12 (BA) ~~0118721919~~0118721059 Loan Paid in Full 0 106.~~650~~990% 360 911 12 (BA) ~~0118730399~~0118722040 Loan Paid in Full 0 7.~~875~~990% 360 912 2 (A) ~~0118724129~~0118724319 Loan Paid in Full 20 78.~~750~~500% 360 1012 2 (A) ~~0118729003~~0118728971 Loan Paid in Full 0 7.~~220~~500% 360 1011 2 (A) ~~0118730563~~0118731033 Loan Paid in Full 0 6.~~500~~990% 360 911 2 (A) ~~0118731215~~0118735737 Loan Paid in Full 0 8.~~550~~540% 360 911 2 (A) ~~0118738418~~0118738897 Loan Paid in Full 0 79.~~200~~300% 360 911 2 (A) ~~0118741537~~0119028603 Loan Paid in Full 0 79.~~990~~505% 360 9 2 (A) ~~0119028512~~0119029882 Loan Paid in Full 0 87.~~150~~525% 360 79 2 (A) ~~0119029726~~0119031201 Loan Paid in Full 30 96.~~875~~900% 360 79 2 (A) ~~0119031300~~0119032084 Loan Paid in Full 2(1) 79.~~730~~050% 360 89 2 (A) ~~0119032233~~0119037430 Loan Paid in Full 10 68.~~665~~325% 360 79 2 (A) ~~0119033702~~0119038719 Loan Paid in Full 0 87.~~855~~150% 360 79 2 (A) ~~0119037703~~0119046142 Loan Paid in Full 0(1) 87.~~975~~540% 360 79 2 (A) ~~0119038610~~0119189124 Loan Paid in Full 0 9.~~525~~350% 360 79 2 (A) ~~0119046274~~0119189454 Loan Paid in Full 0 9.~~950~~900% 360 79 2 (A) ~~0119051837~~0119189652 Loan Paid in Full 0 89.~~400~~325% 360 79 2 (A) ~~0119052009~~0119191757 Loan Paid in Full 0 98.~~150~~999% 360 710 2 (A) ~~0119189132~~0119193456 Loan Paid in Full 20 9.450% 360 79 2 (A) ~~0119189751~~0119194249 Loan Paid in Full 0 78.~~977~~914% 360 710 2 (A) ~~0119190155~~0119194561 Loan Paid in Full 0 9.~~450~~705% 360 79 2 (A) ~~0119190775~~0119195576 Loan Paid in Full ~~0 7.086% 360 7 2~~ (A1) ~~0119190809 Loan Paid in Full 0 8~~9.~~625~~060% 360 710 2 (A) ~~0119191013~~0119196418 Loan Paid in Full 0 78.~~314~~760% 360 710 2 (A) ~~0119195568~~0119196616 Loan Paid in Full 0 9.~~250~~000% 360 79 2 (A) ~~0119196640~~0119197341 Loan Paid in Full 0 98.~~950~~516% 360 79 2 (A) ~~0119197630~~0119199651 Loan Paid in Full 0 8.~~463~~875% 360 711 2 (A) ~~0119198232~~0119199701 Loan Paid in Full 0(1) 106.~~000~~450% 360 812 2 (A) ~~0119198497~~0119200681 Loan Paid in Full 0 7.~~459~~990% 360 810 2 (A) ~~0119198646~~0119203966 Loan Paid in Full 0 98.~~000~~375% 360 710 2 (A) ~~0119208346~~0119204105 Loan Paid in Full 0 87.~~650~~400% 360 712 2 (A) ~~0119210433~~0119204295 Loan Paid in Full 0 8.~~170~~990% 360 710 2 (A) ~~0119210532~~0119208536 Loan Paid in Full 0 78.~~820~~570% 360 79 2 (A) ~~0119214401~~0119209849 Loan Paid in Full 0(1) 69.~~990~~100% 360 89 2 (A) ~~0119214591~~0119209872 Loan Paid in Full 0 89.~~300~~255% 360 89 2 (A) ~~0119214880~~0119215515 Loan Paid in Full 0 8.~~630~~700% 360 810 2 (A) ~~0119226496~~0119221034 Loan Paid in Full ~~(1)~~0 610.~~990~~870% 360 79 2 (A) ~~0119228179~~0119223055 Loan Paid in Full 0 8.~~220~~645% 360 710 2 (A) ~~0119228385~~0119225597 Loan Paid in Full 0(1) 85.~~400~~940% 360 79 2 (A) ~~0119229243~~0119225928 Loan Paid in Full 0 89.~~360~~510% 360 710 2 (A) ~~0119229276~~0119226603 Loan Paid in Full 0 7.~~530~~740% 360 79 2 (A) ~~0119230480~~0119227106 Loan Paid in Full 0 7.~~770~~730% 360 79 2 (A) ~~0119231058~~0119227130 Loan Paid in Full 0 86.~~300~~730% 360 79 2 (A) ~~0119231595~~0119230324 Loan Paid in Full 0 98.~~845~~130% 360 79 2 (A) ~~0119231728~~0119232452 Loan Paid in Full 30 7.~~000~~730% 360 79 2 (A) ~~0119231983~~0119238343 Loan Paid in Full 0 7.~~865~~730% 360 810 2 (A) ~~0119232189~~0119238640 ~~Loan~~Liquidation ~~Paid~~5 ~~in Full 0 6~~9.~~550~~700% 360 710 2 (A) ~~0119234268~~0119245850 Loan Paid in Full 0 69.~~379~~125% 360 812 2 (A) ~~0119234912~~0119246296 Loan Paid in Full 0 78.~~500~~100% 360 912 2 (AB) ~~0119238590~~0118738129 Loan Paid in Full 0 97.~~240~~750% 360 911 2 (AB) ~~0119247427~~0118739267 Loan Paid in Full ~~(1)~~0 8.~~750~~000% 360 811 2 (~~A) 0119247633 Repurchase 3 9.950% 360 8 2 (~~B) ~~0118721042~~0118740786 Loan Paid in Full 0 6.~~990~~599% ~~360 10 2 (B) 0119024339 Liquidation 4 10.440%~~ 180 711 2 (B) ~~0119025278~~0119023984 Loan Paid in Full 20 1211.~~125~~180% 180 89 2 (B) ~~0119197655~~0119024610 Loan Paid in Full 0 611.~~915~~565% ~~360~~180 79 2 (B) ~~0119199586~~0119024719 Loan Paid in Full 0 1210.~~250~~940% 180 89 2 (B) ~~0119206738~~0119026193 Loan Paid in Full 0 108.~~990~~200% 360 79 2 (B) ~~0119212199~~0119188688 Loan Paid in Full 0 107.~~490~~260% 360 89 2 (B) ~~0119214872~~0119191914 Loan Paid in Full 0 912.~~760~~000% 360 810 2 (B) ~~0119216265~~0119194348 Loan Paid in Full 0 10.~~740~~500% 360 79 2 (B) ~~0119219004~~0119202067 ~~Loan~~Liquidation ~~Paid~~4 ~~in Full (1) 10~~11.~~490~~990% ~~360~~180 711 2 (B) ~~0119220507~~0119205326 Loan Paid in Full 0 1012.~~990~~490% 360 79 2 (B) ~~0119220663~~0119211654 ~~Loan~~Liquidation ~~Paid~~4 ~~in Full 0 8~~10.~~760~~740% 360 710 2 (B) ~~0119237709~~0119221554 ~~Loan~~Liquidation ~~Paid~~4 ~~in Full 0~~ 10.~~740~~490% 360 10 2 (B) ~~0119237824~~0119221588 Loan Paid in Full 0(1) 10.~~740~~490% 360 10 32 (AB) ~~0118720994~~0119248870 ~~Loan~~Liquidation ~~Paid~~4 ~~in Full 0 6~~12.900% ~~360~~180 10 3 (A) ~~0118721109~~0118723386 Loan Paid in Full 01 68.~~990~~125% 360 1012 3 (A) ~~0118721679~~0118723733 Loan Paid in Full 0 67.~~990~~850% 360 911 3 (A) ~~0118722511~~0118727650 Loan Paid in Full 0 68.~~100~~250% 360 1011 3 (A) ~~0118723139~~0118730084 Loan Paid in Full 0 78.~~500~~950% 360 1012 3 (A) ~~0118727221~~0118733286 Loan Paid in Full 0 8.~~990~~200% 360 911 3 (A) ~~0118727536~~0118734805 Loan Paid in Full 0 ~~6.600% 360 9 3 (A) 0118727999 Loan Paid in Full 0~~ 7.~~250~~955% 360 911 3 (A) ~~0118728260~~0118737329 Loan Paid in Full 0 98.~~990~~050% 360 1011 3 (A) ~~0118729847~~0118737568 Loan Paid in Full 0 8.~~100~~280% 360 911 3 (A) ~~0118730126~~0118739424 Loan Paid in Full 0 7.~~990~~150% 360 911 3 (A) ~~0118730175~~0118741404 Loan Paid in Full 0 7.~~500~~900% 360 1011 3 (A) ~~0118731918~~0119028280 Loan Paid in Full 0 79.~~850~~475% 360 9 3 (A) ~~0118732023~~0119028793 Loan Paid in Full 05 68.~~990~~150% 360 9 3 (A) ~~0118733831~~0119029064 Loan Paid in Full 0 78.~~599~~750% 360 9 3 (A) ~~0118734078~~0119030112 Loan Paid in Full 40 67.~~250~~040% 360 9 3 (A) ~~0118734904~~0119030492 Loan Paid in Full 0 68.~~500~~700% 360 9 3 (A) ~~0118735703~~0119033348 ~~Loan~~Liquidation ~~Paid~~5 ~~in Full 0 10~~7.~~250~~730% 360 9 3 (A) ~~0118737659~~0119034247 Loan Paid in Full 01 7.~~000~~709% 360 9 3 (A) ~~0118740687~~0119035277 Loan Paid in Full 0 68.~~500~~525% 360 9 3 (A) ~~0119030203~~0119035426 Loan Paid in Full 0 79.~~130~~600% 360 79 3 (A) ~~0119030385~~0119035657 Loan Paid in Full 0 68.~~665~~025% 360 79 3 (A) ~~0119032068~~0119161420 Loan Paid in Full 0 108.~~400~~625% 360 710 3 (A) ~~0119034502~~0119188456 Loan Paid in Full 0 9.~~730~~530% 360 79 3 (A) ~~0119037679~~0119189637 Loan Paid in Full 0 108.~~675~~412% 360 79 3 (A) ~~0119188555~~0119190833 Loan Paid in Full 0 87.~~564~~500% 360 79 3 (A) ~~0119189728~~0119191385 Loan Paid in Full 0 87.~~398~~900% 360 79 3 (A) ~~0119189843~~0119192144 Loan Paid in Full 0 8.~~950~~700% 360 710 3 (A) ~~0119192052~~0119192227 Loan Paid in Full 0 97.~~650~~800% 360 810 3 (A) ~~0119192409~~0119195253 Loan Paid in Full 0 9.~~250~~500% 360 89 3 (A) ~~0119192763~~0119196400 Loan Paid in Full 0 98.~~222~~551% 360 810 3 (A) ~~0119193233~~0119196814 Loan Paid in Full ~~(1)~~0 97.~~600~~290% 360 79 3 (A) ~~0119194108~~0119197705 Loan Paid in Full 0 9.~~700~~800% 360 79 3 (A) ~~0119195493~~0119197739 Loan Paid in Full 30 79.~~010~~200% 360 79 3 (A) ~~0119195550~~0119197986 Loan Paid in Full 0 8.~~700~~500% 360 810 3 (A) ~~0119196434~~0119200103 Loan Paid in Full 30 9.~~500~~105% 360 79 3 (A) ~~0119196566~~0119201580 Loan Paid in Full 0 86.~~399~~890% 360 810 3 (A) ~~0119198083~~0119202976 Loan Paid in Full 0 8.750% 360 810 3 (A) ~~0119198414~~0119204246 Loan Paid in Full 0 86.~~769~~690% 360 811 3 (A) ~~0119199131~~0119207553 Loan Paid in Full 0 8.~~483~~710% 360 89 3 (A) ~~0119203230~~0119209013 Loan Paid in Full 0 107.~~350~~780% 360 ~~8 3 (A) 0119203347 Loan Paid in Full 0~~ 9~~.645%~~ ~~360 8~~ 3 (A) ~~0119203800~~0119209369 Loan Paid in Full 0 7.~~670~~285% 360 109 3 (A) ~~0119210771~~0119210615 Loan Paid in Full 0 68.~~880~~080% 360 79 3 (A) ~~0119211431~~0119213734 Loan Paid in Full 0 7.~~990~~120% 360 710 3 (A) ~~0119214542~~0119223261 Loan Paid in Full ~~3 8.350% 360 8 3 (A) 0119215077 Loan Paid in Full~~ 0 7.~~700~~780% 360 ~~8 3 (A) 0119224582 Loan Paid in Full 0~~ 9~~.100%~~ ~~360 8~~ 3 (A) ~~0119225688~~0119225084 Loan Paid in Full 0 8.~~710~~490% 360 79 3 (A) ~~0119227429~~0119227023 Loan Paid in Full 0 79.~~880~~180% 360 79 3 (A) ~~0119228724~~0119228732 Loan Paid in Full 0 89.~~390~~540% 360 79 3 (A) ~~0119229722~~0119232122 Loan Paid in Full 01 67.~~750~~900% 360 710 3 (A) ~~0119232940~~0119232395 Loan Paid in Full 0 7.~~590~~790% 360 710 3 (A) ~~0119234102~~0119237592 Loan Paid in Full 0 86.~~250~~690% 360 811 3 (A) ~~0119237287~~0119238954 Loan Paid in Full 0 8.~~990~~300% 360 810 3 (A) ~~0119238764~~0119239010 Loan Paid in Full ~~0 7.980% 360 8 3~~ (A1) ~~0119239366 Loan Paid in Full 0 9~~6.~~425~~880% 360 811 3 (A) ~~0119245926~~0119245769 Loan Paid in Full 0 7.~~500~~450% 360 1012 3 (A) ~~0119246189~~0119247294 Loan Paid in Full 0 87.~~500~~425% 360 10 3 (AB) ~~0119249019~~0118726603 Loan Paid in Full 0 78.~~850~~250% 360 811 3 (B) ~~0118721539~~0118733815 Loan Paid in Full ~~0 7.000% 180 10 3~~ (B1) ~~0118722636 Loan Paid in Full 1 6~~7.~~990~~259% 360 1011 3 (B) ~~0118730696~~0118736297 Loan Paid in Full 0 67.~~890~~630% 360 911 3 (B) ~~0118730969~~0118739093 Loan Paid in Full 0 7.~~250~~500% 360 911 3 (B) ~~0118732650~~0119029114 Loan Paid in Full 0 711.~~990~~390% ~~360~~180 9 3 (B) ~~0118734086~~0119191484 Loan Paid in Full 4(1) 98.~~990~~100% ~~360~~180 910 3 (B) ~~0118740349~~0119203248 Loan Paid in Full 0 79.~~125~~780% 360 911 3 (B) ~~0118740356~~0119204113 Loan Paid in Full 03 610.500% 360 910 3 (B) ~~0118740729~~0119204709 Loan Paid in Full 0 10.~~990~~740% 360 9 3 (B) ~~0119024560~~0119205599 Loan Paid in Full 0 10.~~290~~220% ~~180~~360 79 3 (B) ~~0119027225~~0119206555 Loan Paid in Full 0 ~~11.315% 180 7 3 (B) 0119038214 Liquidation 4 11.190% 180 7 3 (B) 0119045169 Liquidation 4~~ 10.~~775~~490% ~~180 7 3 (B) 0119051605 Liquidation 5 11.875% 180 7 3 (B) 0119191310 Loan Paid in Full 0 5.993%~~ 360 79 3 (B) ~~0119197200~~0119208361 Loan Paid in Full 0 69.~~950~~175% 360 79 3 (B) ~~0119199412~~0119211944 ~~Loan~~Liquidation ~~Paid in Full (1)~~ 5~~.750%~~ ~~360 8 3 (B) 0119200616 Loan Paid in Full 0~~ 10.~~000~~490% ~~180~~360 10 3 (B) ~~0119200806~~0119222511 ~~Loan~~Liquidation ~~Paid~~4 ~~in Full 0~~ 10.~~045~~990% 360 89 3 (B) ~~0119218162~~0119231538 Loan Paid in Full 0 89.~~420~~800% ~~120~~360 810 3 (B) ~~0119225019~~0119233252 Loan Paid in Full 0 12.~~280~~500% ~~360~~240 712 3 (B) ~~0119234250~~0119238129 Loan Paid in Full 0(1) 710.~~492~~490% 360 911 3 (B) ~~0119249035~~0119246700 Loan Paid in Full 0 109.~~750~~990% 180 811

Prepayment - Voluntary Prepayments

Summary SMM CPR PSA Current Month 32.~~368~~723% Current Month 3328.~~709~~204% Current Month 21,~~056~~383.~~868~~693% 3 Month Average 2.~~660~~671% 3 Month Average 27.~~502~~563% 3 Month Average 1,~~913~~523.~~479~~702% 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. ~~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 17.759% N/A May-2006 2,109.192% N/A Jun-2006 23.329% N/A Jun-2006 2,242.070% N/A Jul-2006 26.160% N/A Jul-2006 2,110.365% N/A Aug-2006 22.639% N/A Aug-2006 1,573.203% N/A Sep-2006 33.709% N/A Sep-2006 2,056.868% N/A Oct-2006 20.776% N/A Oct-2006 1,130.545% N/A Nov-2006 28.204% N/A Nov-2006 1,383.693% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. 1 (A) SMM CPR PSA Current Month 32.~~976~~329% Current Month 3824.~~547~~628% Current Month 21,~~061~~083.~~500~~104% 3 Month Average 32.~~165~~957% 3 Month Average 3129.~~860~~989% 3 Month Average 1,~~904~~479.~~217~~385% 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. ~~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 27.920% N/A May-2006 2,613.348% N/A Jun-2006 39.692% N/A Jun-2006 3,125.008% N/A Jul-2006 27.921% N/A Jul-2006 1,905.059% N/A Aug-2006 29.112% N/A Aug-2006 1,746.092% N/A Sep-2006 38.547% N/A Sep-2006 2,061.500% N/A Oct-2006 26.794% N/A Oct-2006 1,293.551% N/A Nov-2006 24.628% N/A Nov-2006 1,083.104% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. 1 (B) SMM CPR PSA Current Month 02.~~419~~045% Current Month 421.~~910~~961% Current Month ~~260~~960.~~595~~229% 3 Month Average 21.~~014~~767% 3 Month Average 2018.~~839~~693% 3 Month Average ~~1,319~~873.~~074~~683% 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. ~~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 26.596% N/A May-2006 2,447.919% N/A Jun-2006 38.718% N/A Jun-2006 3,022.876% N/A Jul-2006 33.989% N/A Jul-2006 2,293.828% N/A Aug-2006 23.619% N/A Aug-2006 1,402.800% N/A Sep-2006 4.910% N/A Sep-2006 260.595% N/A Oct-2006 29.208% N/A Oct-2006 1,400.226% N/A Nov-2006 21.961% N/A Nov-2006 960.229% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. 2 (A) SMM CPR PSA Current Month 32.~~588~~848% Current Month 3529.~~498~~303% Current Month 21,~~291~~504.~~133~~732% 3 Month Average 2.~~726~~740% 3 Month Average 28.~~039~~074% 3 Month Average 21,~~072~~635.~~154~~477% 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. ~~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 11.842% N/A May-2006 1,579.582% N/A Jun-2006 20.140% N/A Jun-2006 2,123.604% N/A Jul-2006 24.711% N/A Jul-2006 2,151.609% N/A Aug-2006 23.908% N/A Aug-2006 1,773.719% N/A Sep-2006 35.498% N/A Sep-2006 2,291.133% N/A Oct-2006 19.420% N/A Oct-2006 1,110.566% N/A Nov-2006 29.303% N/A Nov-2006 1,504.732% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. 2 (B) SMM CPR PSA Current Month 1.~~167~~416% Current Month 1315.~~138~~726% Current Month ~~816~~782.~~393~~040% 3 Month Average 1.~~277~~155% 3 Month Average 1412.~~149~~983% 3 Month Average ~~1,046~~718.~~666~~434% 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. ~~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 3.158% N/A May-2006 389.136% N/A Jun-2006 19.511% N/A Jun-2006 1,927.810% N/A Jul-2006 20.850% N/A Jul-2006 1,723.294% N/A Aug-2006 8.458% N/A Aug-2006 600.311% N/A Sep-2006 13.138% N/A Sep-2006 816.393% N/A Oct-2006 10.086% N/A Oct-2006 556.868% N/A Nov-2006 15.726% N/A Nov-2006 782.040% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. 3 (A) SMM CPR PSA Current Month 3.~~576~~275% Current Month 3532.~~401~~941% Current Month 21,~~166~~619.~~268~~873% 3 Month Average 2.~~694~~984% 3 Month Average 2730.~~736~~279% 3 Month Average 1,~~929~~671.~~327~~261% 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. ~~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 23.355% N/A May-2006 2,792.522% N/A Jun-2006 22.966% N/A Jun-2006 2,217.838% N/A Jul-2006 25.952% N/A Jul-2006 2,100.045% N/A Aug-2006 21.853% N/A Aug-2006 1,521.668% N/A Sep-2006 35.401% N/A Sep-2006 2,166.268% N/A Oct-2006 22.494% N/A Oct-2006 1,227.642% N/A Nov-2006 32.941% N/A Nov-2006 1,619.873% 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. 3 (B) SMM CPR PSA Current Month 41.~~044~~834% Current Month 3919.~~068~~919% Current Month ~~2,329~~959.~~357~~771% 3 Month Average 32.~~252~~540% 3 Month Average 3226.~~580~~002% 3 Month Average 21,~~207~~434.~~414~~525% 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. ~~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 9.372% N/A May-2006 1,055.478% N/A Jun-2006 16.822% N/A Jun-2006 1,549.530% N/A Jul-2006 31.313% N/A Jul-2006 2,441.907% N/A Aug-2006 27.360% N/A Aug-2006 1,850.978% N/A Sep-2006 39.068% N/A Sep-2006 2,329.357% N/A Oct-2006 19.018% N/A Oct-2006 1,014.446% N/A Nov-2006 19.919% N/A Nov-2006 959.771% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Single Month Mortality (SMM): (Partial and full prepayments + Repurchases) / (Beginning Scheduled Balance - Scheduled Principal) Conditional PrePayment Rate (CPR): 1 - ((1 - SMM)^12) PSA Standard Prepayment Model: 100 * CPR / (0.2 * MIN(30,WAS)) Weighted Average Seasoning (WAS): sum((Original Term - Remaining Term)*(Current Scheduled Balance/Deal Scheduled Principal Balance))

Repurchases Current Loan Scheduled Current Current Number Balance Rate Payment ~~0119247633~~No ~~99,382.03~~Repurchases ~~9.950%~~this ~~871.69~~Period

Interest Rate Stratification Summary 1 (A) 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 0 0.00 0.000 0 0.00 0.000 5.000 5.499 8 2,~~116~~115,~~633~~212.9253 0.~~217~~228 3 809,~~992~~990.6734 1.~~003~~055 5.500 5.999 ~~124~~122 37,~~486~~112,~~661~~885.8628 3.~~845~~995 1413 3,~~761~~561,~~181~~392.0979 4.~~657~~639 6.000 6.499 ~~261~~256 6766,~~813~~522,~~258~~990.1643 67.~~956~~161 3837 9,~~760~~474,~~485~~004.8360 12.~~085~~340 6.500 6.999 ~~825~~799 ~~201~~196,~~850~~000,~~881~~454.1572 2021.~~706~~097 ~~104~~100 24,~~987~~110,~~571~~885.7960 3031.~~939~~404 7.000 7.499 ~~656~~637 ~~133~~129,~~938~~388,~~960~~214.7994 13.~~740~~927 56 10,~~833~~819,~~493~~045.1409 1314.~~414~~092 7.500 7.999 ~~972~~926 ~~182~~172,~~587~~046,~~861~~039.5276 18.~~730~~519 8882 1615,~~961~~350,~~587~~047.5837 2119.~~001~~993 8.000 8.499 ~~550~~522 9084,~~373~~979,~~551~~043.6946 9.~~271~~147 3836 54,~~090~~888,~~368~~442.7276 6.~~303~~367 8.500 8.999 ~~612~~569 9486,~~111~~805,~~874~~716.1943 9.~~654~~344 3734 4,~~666~~270,~~486~~055.2752 5.~~778~~562 9.000 9.499 ~~502~~474 5955,~~554~~604,~~990~~580.0109 65.~~109~~985 14 2,~~018~~015,~~155~~702.0987 2.~~499~~625 9.500 9.999 ~~507~~484 4946,~~787~~174,~~420~~248.6247 54.~~107~~970 1211 1,~~825~~426,~~582~~465.5545 21.~~260~~858 10.000 10.499 ~~360~~349 2221,~~167~~343,~~023~~668.5516 2.~~274~~297 0 0.00 0.000 10.500 10.999 ~~334~~318 1716,~~457~~303,~~551~~653.5014 1.~~791~~755 1 49,~~956~~915.4359 0.~~062~~065 11.000 11.499 ~~168~~162 76,~~071~~731,~~216~~078.8488 0.725 0 0.00 0.000 11.500 11.999 ~~104~~100 54,~~128~~928,~~917~~541.0189 0.~~526~~531 0 0.00 0.000 12.000 12.499 4440 1,~~939~~727,~~855~~698.9332 0.~~199~~186 0 0.00 0.000 12.500 12.999 3834 1,~~449~~240,~~334~~584.0222 0.~~149~~134 0 0.00 0.000 13.000 13.499 0 0.00 0.000 0 0.00 0.000 >= 13.500 0 0.00 0.000 0 0.00 0.000 Total 65,~~065~~800 ~~974~~929,~~835~~024,~~992~~610.7672 100.000 ~~405~~387 8076,~~764~~775,~~861~~947.1698 100.000

Interest Rate Stratification (continued) 1 (B) 2 (A) 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 0 0.00 0.000 0 0.00 0.000 5.000 5.499 0 0.00 0.000 4 996,~~929~~259.6000 0.~~365~~382 5.500 5.999 1 98,~~933~~713.0749 0.~~382~~401 1817 4,~~236~~105,~~616~~501.9003 1.~~550~~575 6.000 6.499 6 1,~~433~~431,~~388~~103.0858 5.~~537~~818 6361 1312,~~165~~903,~~677~~706.3307 4.~~816~~951 6.500 6.999 4339 87,~~334~~441,~~745~~989.9973 3230.~~196~~256 ~~219~~210 4038,~~629~~653,~~418~~170.8870 14.~~861~~831 7.000 7.499 28 5,~~109~~100,~~988~~601.0720 1920.~~739~~737 ~~237~~231 3837,~~711~~586,~~344~~686.6042 14.~~159~~422 7.500 7.999 2524 3,~~958~~892,~~186~~407.5668 15.~~290~~825 ~~366~~353 5755,~~487~~319,~~026~~814.1967 21.~~027~~226 8.000 8.499 8 ~~547~~546,~~674~~895.5735 2.~~116~~223 ~~229~~223 3231,~~113~~131,~~194~~801.5349 11.~~746~~945 8.500 8.999 14 1,~~391~~390,~~818~~091.0608 5.~~376~~651 ~~242~~225 3431,~~418~~535,~~626~~630.8876 12.~~589~~100 9.000 9.499 7 422,~~635~~149.8036 1.~~633~~716 ~~242~~226 2825,~~055~~852,~~590~~874.0097 109.~~262~~920 9.500 9.999 3433 1,~~712~~687,~~107~~420.8635 6.~~614~~860 ~~162~~156 1716,~~473~~710,~~217~~527.1678 6.~~391~~412 10.000 10.499 16 1,~~020~~019,~~427~~263.1041 34.~~942~~144 4544 3,~~684~~473,~~304~~147.3983 1.~~348~~333 10.500 10.999 2420 1,~~389~~139,~~669~~586.6011 54.~~368~~633 1918 1,~~907~~836,~~079~~186.4665 0.~~698~~705 11.000 11.499 7 283,~~739~~508.5964 1.~~096~~153 6 329,~~935~~677.6608 0.~~121~~126 11.500 11.999 1 56,~~311~~271.4047 0.~~218~~229 1 189,~~208~~079.6377 0.~~069~~073 12.000 12.499 0 0.00 0.000 0 0.00 0.000 12.500 12.999 32 ~~127~~87,~~860~~101.7503 0.~~494~~354 0 0.00 0.000 13.000 13.499 0 0.00 0.000 0 0.00 0.000 >= 13.500 0 0.00 0.000 0 0.00 0.000 Total ~~217~~206 2524,~~887~~597,~~486~~102.5048 100.000 1,~~853~~775 ~~273~~260,~~398~~624,~~170~~064.2122 100.000

Interest Rate Stratification (continued) 2 (B) 3 (A) 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 0 0.00 0.000 0 0.00 0.000 5.000 5.499 0 0.00 0.000 1 ~~309~~308,~~711~~963.6519 0.~~077~~081 5.500 5.999 33 7,~~781~~763,~~006~~886.2699 89.~~824~~025 45 15,~~415~~402,~~796~~830.7738 34.~~815~~029 6.000 6.499 31 6,~~798~~781,~~900~~510.0234 7.~~711~~883 9290 28,~~848~~149,~~825~~344.9808 7.~~139~~363 6.500 6.999 9594 1817,~~120~~910,~~985~~434.8272 20.~~551~~820 ~~265~~260 8684,~~309~~895,~~951~~803.5974 2122.~~359~~207 7.000 7.499 5251 109,~~040~~926,~~811~~476.1660 11.~~387~~539 ~~227~~217 5855,~~755~~860,~~171~~845.6264 14.~~540~~612 7.500 7.999 6261 8,~~615~~399,~~664~~880.0163 9.~~771~~765 ~~352~~330 8377,~~517~~376,~~690~~317.1905 20.~~668~~240 8.000 8.499 2724 2,~~819~~546,~~730~~906.1202 32.~~198~~961 ~~214~~199 4541,~~151~~361,~~969~~807.7327 1110.~~174~~820 8.500 8.999 5150 54,~~124~~982,~~474~~065.8479 5.~~812~~791 ~~234~~213 4440,~~255~~512,~~674~~603.5264 10.~~952~~597 9.000 9.499 4341 2,~~700~~437,~~691~~044.4658 32.~~063~~833 ~~159~~150 2221,~~773~~415,~~490~~983.1509 5.~~636~~602 9.500 9.999 96 4,~~614~~608,~~231~~869.5787 5.~~233~~358 ~~101~~91 1513,~~311~~560,~~771~~860.5424 3.~~789~~547 10.000 10.499 ~~154~~151 6,~~592~~409,~~482~~355.4000 7.~~476~~451 21 2,~~509~~506,~~705~~959.7879 0.~~621~~656 10.500 10.999 ~~176~~172 6,~~579~~418,~~533~~560.2033 7.~~462~~461 9 554,~~712~~245.8514 0.~~137~~145 11.000 11.499 9593 3,~~273~~194,~~346~~594.5568 3.~~712~~714 6 323,~~487~~179.7375 0.~~080~~085 11.500 11.999 7067 32,~~020~~846,~~198~~581.1929 3.~~425~~309 1 58,~~345~~304.2467 0.~~014~~015 12.000 12.499 3228 1,~~447~~235,~~692~~970.0895 1.~~642~~437 0 0.00 0.000 12.500 12.999 2019 ~~646~~562,~~534~~436.9913 0.~~733~~654 0 0.00 0.000 13.000 13.499 0 0.00 0.000 0 0.00 0.000 >= 13.500 0 0.00 0.000 0 0.00 0.000 Total 1,~~037~~011 8886,~~176~~024,~~282~~573.6792 100.000 1,~~727~~633 ~~404~~382,~~096~~288,~~305~~047.3467 100.000

Interest Rate Stratification (continued) 3 (B) Current Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Range(%) Balance($) < 4.500 0 0.00 0.000 4.500 4.999 0 0.00 0.000 5.000 5.499 0 0.00 0.000 5.500 5.999 13 6,~~193~~180,~~127~~560.7760 6.~~041~~261 6.000 6.499 31 7,~~805~~783,~~980~~321.9276 7.~~615~~885 6.500 6.999 9996 2322,~~468~~988,~~207~~170.0823 2223.~~893~~287 7.000 7.499 5654 10,~~488~~094,~~152~~559.2099 10.~~231~~226 7.500 7.999 7976 1211,~~047~~707,~~706~~572.9936 11.~~752~~860 8.000 8.499 3432 4,~~650~~503,~~614~~190.0257 4.~~537~~562 8.500 8.999 3433 4,~~254~~115,~~793~~269.6264 4.~~150~~169 9.000 9.499 3736 3,~~584~~460,~~427~~825.5122 3.~~497~~506 9.500 9.999 ~~102~~97 8,~~850~~180,~~509~~104.9478 8.~~634~~287 10.000 10.499 ~~124~~117 87,~~360~~934,~~103~~942.8813 8.~~155~~038 10.500 10.999 ~~105~~98 6,~~976~~305,~~599~~159.9632 6.~~806~~387 11.000 11.499 5450 2,~~860~~600,~~707~~118.3173 2.~~791~~634 11.500 11.999 3130 1,~~804~~778,~~853~~304.5569 1.~~761~~801 12.000 12.499 12 ~~492~~491,~~163~~727.8537 0.~~480~~498 12.500 12.999 1513 ~~674~~591,~~938~~047.2806 0.~~658~~599 13.000 13.499 0 0.00 0.000 >= 13.500 0 0.00 0.000 Total ~~826~~788 ~~102~~98,~~512~~714,~~886~~874.8845 100.000

EX 99.2 (logo) Clayton SASCO 2006-BC1 Credit Risk Management Report October 2006 (C) 2006 Clayton Fixed Income Services Inc. All rights reserved The information contained in this Report is based upon a specific point in time and reflects performance solely through that point in time. It does not forecast the performance of the portfolio in the future. The information in this Report is not investment advice concerning a particular portfolio or security, and no mention of a particular security in this Report constitutes a recommendation to buy, sell, or hold that or any other security. The Report is based upon information provided to Clayton Fixed Income Services Inc. by third parties and therefore Clayton Fixed Income Services Inc. cannot, and does not, warrant that the information contained in this Report is accurate or complete. (C) 2006 Clayton Fixed Income Services Inc. All rights reserved. (page) Table of Contents Section One Executive Summary Section Two Loan-Level Report Section Three Prepayment Penalty Analysis Report Section Four Loss Analysis Section Five Analytics (C) 2006 Clayton Fixed Income Services Inc. All rights reserved. (page) Section One Executive Summary (C) 2006 Clayton Fixed Income Services Inc. All rights reserved (page) CLAYTON SASCO 2006-BC1 Executive Summary October 2006 Transaction Summary Closing Date: 04/28/2006 Depositor: Structured Asset Securities Corporation Trustee(s): US Bank NA Securities Administrator: Wells Fargo Bank, N.A. Master Servicer: Aurora Loan Services Master Servicing Servicer(s): America s Servicing Company, Chase Home Finance, HomEq, Wells Fargo Mortgage Insurer(s): Mortgage Guaranty Insurance Corporation, PMI Mortgage Insurance Co. Delinquency Reporting Method: OTS Collateral Summary Closing Date As of 10/25/2006 10/25/2006 Balance as Percentage of Closing Date Balance Collateral Balance $1,104,103,285 $955,568,394 86.54 % Loan Count 6,711 5,948 88.63 % o OTS Method: A current loan becomes 30 days delinquent if the scheduled payment is not made by the close of business on the corresponding day of the following month. Similarly for 60 days delinquent and the second immediately succeeding month and 90 days delinquent and the third immediately succeeding month. (C) 2006 Clayton Fixed Income Services Inc. All rights reserved. (page) Value Added Total Value Added for SASCO 2006-BC1 as of 10/25/2006 Issues Amount Recovered 0 $0 Collateral Statistics Loan Count Summed Balance First Payment Defaults 2 $336,500 Early Payment Defaults* 71 $9,386,185 * A default that occurs on the second or third scheduled payment.

(logo) SASCO 2006-BC1 Credit Risk Management Report August 2006 (C) 2006 Clayton Fixed Income Services Inc. All rights reserved The information contained in this Report is based upon a specific point in time and reflects performance solely through that point in time. It does not forecast the performance of the portfolio in the future. The information in this Report is not investment advice concerning a particular portfolio or security, and no mention of a particular security in this Report constitutes a recommendation to buy, sell, or hold that or any other security. The Report is based upon information provided to Clayton Fixed Income Services Inc. by third parties and therefore Clayton Fixed Income Services Inc. cannot, and does not, warrant that the information contained in this Report is accurate or complete. Table of Contents Section One Executive Summary Section Two Loan-Level Report Section Three Prepayment Penalty Analysis Report Section Four Analytics Section One Executive Summary SASCO 2006-BC1 Executive Summary August 2006 Transaction Summary Closing Date: 04/28/2006 Depositor: Structured Asset Securities Corporation Trustee(s): US Bank NA Securities Administrator: Wells Fargo Bank, N.A. Master Servicer: Aurora Loan Services Master Servicing Servicer(s): America's Servicing Company, Chase Home Finance, HomEq, Wells Fargo Mortgage Insurer(s): Mortgage Guaranty Insurance Corporation, PMI Mortgage Insurance Co. Delinquency Reporting Method: OTS 0 Collateral Summary Closing Date As of 8/25/2006 8/25/2006 Balance as Percentage of Closing Date Balance Collateral Balance $1,104,103,285 $1,009,366,599 91.41 % Loan Count 6,711 6,229 92.82 % o OTS Method: A current loan becomes 30 days delinquent if the scheduled payment is not made by the close of business on the corresponding day of the following month. Similarly for 60 days delinquent and the second immediately succeeding month and 90 days delinquent and the third immediately succeeding month. Value Added Total Value Added for SASCO 2006-BC1 as of 8/25/2006 Issues Amount Recovered 0 $0 Collateral Statistics Loan Count Summed Balance First Payment Defaults 3 $388,500 Early Payment Defaults* 102 $13,075,982 Second Lien Statistics Loan Count Summed Balance Total Outstanding Second Lien Loans 1,094 $51,172,443 30+ Days Delinquent 38 $1,572,299 60+ Days Delinquent 20 $894,050 90+ Days Delinquent 26 $1,326,211 Prepayments Remittance Date Beginning Collateral Balance Total Prepayments Percentage of Prepayment 8/25/2006 $1,031,754,150 $21,823,597 2.11 7/25/2006 $1,058,736,492 $26,406,780 2.49 6/25/2006 $1,083,020,860 $23,698,750 2.18 Prepayment Penalty Analysis For each remittance, Clayton reconciles the prepayment penalties that are collected by the servicers and remitted to the trust to ensure all appropriate funds are passed to the certificateholders. Please refer to the Prepayment Penalty Analysis section of this report for details regarding loans with prepayment penalty flags that were paid in full. The table below provides a summary of Clayton's reconciliation for this remittance. Total Cash Flows Remittance Date Amount Remited to the Amount Remitted by the Difference Trust Servicers 8/25/2006 $366,697 $366,697 $0 Mortgage Insurance Clayton actively monitors mortgage insurance (MI) coverage for this deal. Each month, loans with MI coverage are reviewed to ensure that the servicer has followed the appropriate claim filing process, that appropriate claims are paid, and that appropriate proceeds are remitted to the trust. The Mortgage Insurance Watchlist consists of all claims pending for 60+ days. Clayton monitors these claims to ensure that the servicer and MI company are proceeding to resolve the pending claims. Clayton also reviews each coverage rescission to ensure the findings were warranted and disputes them if discrepancies are found. Please refer to the Mortgage Insurance Report section for information regarding MI coverage for this deal. Section Two Loan-Level Report Loan-Level Report Definitions FICO(R) : Represents the borrower's credit score at the time of securitization/origination. Last Paid Date: Either the interest paid-through date or the last contractually due payment made by the borrower. Clayton Fixed Income Services Inc. uses this date to calculate delinquencies. Valuation: Represents what is believed to be the most accurate known value of a property based on Clayton Fixed Income Services Inc.'s internal formulas. Several value appraisals may exist for a property, yet only what is believed to be the most accurate value according to these formulas is shown on the report. When no value is available, a valuation known as an "internal estimate" is calculated according to an internal formula that adjusts the original value of the property by the Housing Price Index (HPI) and a discount based on credit class. Liquidation Date: Clayton Fixed Income Services Inc.'s internal estimate of the date on which the loan will liquidate if it proceeds through foreclosure and REO. This date takes into consideration servicing and state foreclosure timelines, as well as an estimated REO marketing period. Estimated Loss/(Gain): Clayton Fixed Income Services Inc.'s internal estimate of the loss (or gain) that the loan will experience if it liquidates on the Liquidation Date. Delinquency Status: Indicates the monthly payment and delinquency history for an individual loan. The right-most character specifies the last known delinquency status, according to the following: C The contractually due payment arrived on time. 3 The contractually due payment has not arrived within thirty days. 6 The contractually due payment has not arrived within sixty days. 9 The contractually due payment has not arrived within ninety days. F The property is in the process of foreclosure. R The property is real estate owned (REO). 0 The mortgage has either liquidated or been paid off. OTS Delinquency Method: A current loan becomes 30 days delinquent if the scheduled payment is not made by the close of business on the corresponding day of the following month. MBA Delinquency Method: A current loan becomes 30 days delinquent if the scheduled payment is not made by the close of business on the last day of the month in which the payment was due. SASCO 2006-BC1 Loan-Level Report Mortgage Data Through: July 31, 2006 Watchlist Lien State First Pmt. Valuation Orig. Appr. Orig Amount Loan Number Group FICO(R) Last Paid Dt. Valuation Date Current Value Current Bal 8087021 1 CA 12/1/2005 Appraisal $318,000 $254,400 547 2/1/2006 6/19/2006 $335,900 $253,830 OLTV Severity Liq. Date Est (Gain)/Loss * Delinquency Loan Number CLTV MI Type Coverage MI Certificate Status 8087021 80% -11.71% 5/1/2007 ($29,797) C6FF (continued) 76% Active Default Reason: Inability to Sell Property 7/21/2006 This loan has been referred to foreclosure because the borrower has missed three payments. The California state foreclosure timeline is four months. Clayton will continue to monitor this loan through the foreclosure process. 6/23/2006 This loan is 60 days delinquent because the borrower's first payment was reversed. The loan-to-value ratio for this loan is 80 percent. The UPB for this loan is $253,830. Clayton will continue to monitor this loan for borrower payments. Lien State First Pmt. Valuation Orig. Appr. Orig Amount Loan Number Group FICO(R) Last Paid Dt. Valuation Date Current Value Current Bal 8087264 1 MI 12/1/2005 Appraisal $72,000 $57,600 569 1/1/2006 5/18/2006 $17,000 $57,522 OLTV Severity Liq. Date Est (Gain)/Loss * Delinquency Loan Number CLTV MI Type Coverage MI Certificate Status 8087264 80% 96.29% 8/1/2007 $55,465 CFFR (continued) 338% Monitor Default Reason: (Unknown) 8/23/2006 This loan is in REO status and the redemption period in Michigan is six months. We are still awaiting the arrival the original appraisal in order to further evaluate this property's decline in value. 8/14/2006 Clayton has received the 5/17/2006 BPO for this property that returned a value of $17,000. The BPO utilizes comparables similar to the subject and states that the property is in poor condition. The 5/17/2006 BPO also states that there are several properties boarded up across the street that may have affected the property's value. The BPO also states that the property is not in need of repair. A third party source returned a property value of $69,311 for this property. Clayton has followed up with the servicer regarding our request for the original appraisal. We are awaiting a response. 8/7/2006 The servicer has responded that they will send the valuation. Clayton is still awaiting the arrival of the original appraisal and the 5/18/2006 appraisal. 6/23/2006 This loan has been referred to foreclosure because the borrower's first payment was reversed. This property was valued at $72,000 upon origination. The 5/18/2006 appraisal returned a value of $17,000 which represents a $55,000 decline in property value or 76 percent. Clayton has requested the original appraisal and the 5/18/2006 appraisal for this property in order to further investigate this property's decline in value. We are awaiting a response. Lien State First Pmt. Valuation Orig. Appr. Orig Amount Loan Number Group FICO(R) Last Paid Dt. Valuation Date Current Value Current Bal 8087465 1 CA 12/1/2005 Appraisal $530,000 $408,000 600 2/1/2006 6/26/2006 $545,000 $406,989 OLTV Severity Liq. Date Est (Gain)/Loss * Delinquency Loan Number CLTV MI Type Coverage MI Certificate Status 8087465 77% -14.73% 5/1/2007 ($60,121) C6FF (continued) 75% Active Default Reason: Curtailment of Income 8/23/2006 This loan has been in foreclosure status for two months and the California state foreclosure timeline is four months. Clayton will continue to monitor this loan through the foreclosure process. 7/21/2006 This loan has been put into foreclosure status because the borrower has missed three payments. This loan is an early payment default. This loan has a high UPB of $406,989. Clayton will continue to monitor this loan through the foreclosure process. 6/23/2006 This loan is 60 days delinquent because the borrower's first payment was reversed. The loan-to-value ratio for this loan is 77 percent. This loan is a high balance loan with a current UPB of $408,000. Clayton will continue to monitor this loan for borrower payments. *The estimated loss includes estimated mortgage insurance proceeds where applicable and in addition if the loan has been liquidated this reflects the actual loss that has been passed to the trust. SASCO 2006-BC1 Loan-Level Report Mortgage Data Through: July 31, 2006 Watchlist Lien State First Pmt. Valuation Orig. Appr. Orig Amount Loan Number Group FICO(R) Last Paid Dt. Valuation Date Current Value Current Bal 8087508 1 IL 12/1/2005 Appraisal $241,000 $204,850 540 2/1/2006 7/20/2006 $180,000 $204,405 OLTV Severity Liq. Date Est (Gain)/Loss * Delinquency Loan Number CLTV MI Type Coverage MI Certificate Status 8087508 85% 35.31% 1/1/2008 $72,347 C6FF (continued) 114% Monitor Default Reason: Curtailment of Income 8/23/2006 This loan has been in foreclosure status for two months and the Illinois state foreclosure timeline is ten months with a three month redemption period. Clayton will continue to monitor this loan through the foreclosure process. 7/21/2006 This loan has been referred to foreclosure because the borrower missed the last three payments. This loan has an unpaid principle balance of $204,405 and it is an early payment default. Clayton will continue to monitor this loan for borrower payments. 7/18/2006 This loan is 60 days delinquent because the borrower's first payment was reversed. The UPB for this loan is $204,405. The loan-to-value ratio for this loan is 85 percent. Clayton will continue to monitor this loan for borrower payments. Lien State First Pmt. Valuation Orig. Appr. Orig Amount Loan Number Group FICO(R) Last Paid Dt. Valuation Date Current Value Current Bal 8087954 1 CA 12/1/2005 Appraisal $620,000 $496,000 649 2/1/2006 6/16/2006 $599,000 $495,298 OLTV Severity Liq. Date Est (Gain)/Loss * Delinquency Loan Number CLTV MI Type Coverage MI Certificate Status 8087954 80% -3.85% 5/1/2007 ($19,106) C6FF (continued) 83% Active Default Reason: Excessive Use of Credit 8/23/2006 This loan has been in foreclosure status for two months the California state foreclosure timeline is four months. This is a high balance loan with a UPB of $495,298. Clayton will continue to monitor this loan through the foreclosure process. Lien State First Pmt. Valuation Orig. Appr. Orig Amount Loan Number Group FICO(R) Last Paid Dt. Valuation Date Current Value Current Bal 8087955 2 CA 12/1/2005 Appraisal $620,000 $124,000 649 2/1/2006 7/10/2006 $584,000 $123,834 OLTV Severity Liq. Date Est (Gain)/Loss * Delinquency Loan Number CLTV MI Type Coverage MI Certificate Status 8087955 20% 109.85% 5/1/2007 $136,217 C699 (continued) 21% Active Default Reason: Excessive Use of Credit 8/23/2006 This loan is 90 days delinquent from a second lien position. The senior lien for this loan has been in foreclosure status for two months. This loan has insufficient equity to pursue foreclosure. Clayton will continue to monitor this loan to ensure that it is charged off. Lien State First Pmt. Valuation Orig. Appr. Orig Amount Loan Number Group FICO(R) Last Paid Dt. Valuation Date Current Value Current Bal 8088206 1 VA 12/1/2005 Appraisal $720,000 $554,000 541 2/1/2006 6/9/2006 $670,000 $552,759 OLTV Severity Liq. Date Est (Gain)/Loss * Delinquency Loan Number CLTV MI Type Coverage MI Certificate Status 8088206 77% -1.48% 7/1/2007 ($8,215) C6F9 (continued) 83% Monitor - BK Default Reason: Excessive Use of Credit 8/23/2006 The borrower has filed for Chapter 7 bankruptcy. Clayton will continue to monitor this loan for bankruptcy updates. 7/24/2006 This loan has been put into foreclosure status because the borrower missed three consecutive payments. This is a high balance loan with a UPB of $554,000. This property was valued at $720,000 upon origination and the 6/9/2006 appraisal returned a value of $670,000. This property has experienced a $50,000 decline in value. Clayton will continue to monitor this loan through the foreclosure process. *The estimated loss includes estimated mortgage insurance proceeds where applicable and in addition if the loan has been liquidated this reflects the actual loss that has been passed to the trust. SASCO 2006-BC1 Loan-Level Report Mortgage Data Through: July 31, 2006 Watchlist Lien State First Pmt. Valuation Orig. Appr. Orig Amount Loan Number Group FICO(R) Last Paid Dt. Valuation Date Current Value Current Bal 8088594 2 SC 2/1/2006 Appraisal $90,000 $25,000 598 2/1/2006 7/12/2006 $77,500 $24,951 OLTV Severity Liq. Date Est (Gain)/Loss * Delinquency Loan Number CLTV MI Type Coverage MI Certificate Status 8088594 28% 109.78% 7/1/2007 $27,446 C699 (continued) 32% Active Default Reason: (Unknown) 8/23/2006 This loan is 90 days delinquent from a second lien position. This loan has insufficient equity to pursue foreclosure from a second lien position. Clayton will continue to monitor this loan to ensure that the servicer stops advancing interest and charges off this loan. Lien State First Pmt. Valuation Orig. Appr. Orig Amount Loan Number Group FICO(R) Last Paid Dt. Valuation Date Current Value Current Bal 8088901 1 MO 2/1/2006 Appraisal $89,900 $80,910 540 2/1/2006 7/12/2006 $30,000 $80,869 OLTV Severity Liq. Date Est (Gain)/Loss * Delinquency Loan Number CLTV MI Type Coverage MI Certificate Status 8088901 90% 83.67% 4/1/2007 $67,705 C6F9 (continued) 270% Active - BK Default Reason: Excessive Use of Credit 8/23/2006 This loan has been added to the Watchlist because it has a high estimated loss severity. The borrower has filed for Chapter 13 bankruptcy delaying the foreclosure process. This property was valued at $89,900 upon origination. The 7/12/2006 appraisal returned a value of $30,000 which represents a $59,000 decline in property value or 66 percent. We will continue to monitor this loan for a borrower payment plan. Clayton has requested the original appraisal and the 7/12/2006 appraisal in order to further investigate this property's decline in value. We are awaiting a response. Lien State First Pmt. Valuation Orig. Appr. Orig Amount Loan Number Group FICO(R) Last Paid Dt. Valuation Date Current Value Current Bal 8089318 1 AZ 1/1/2006 Appraisal $243,000 $216,000 582 1/1/2006 7/10/2006 $236,000 $216,000 OLTV Severity Liq. Date Est (Gain)/Loss * Delinquency Loan Number CLTV MI Type Coverage MI Certificate Status 8089318 89% 12.92% 6/1/2007 $27,923 C9FF (continued) 92% Active Default Reason: (Unknown) 8/23/2006 This loan has been in foreclosure status for two months and the Arizona state foreclosure timeline is four months with a one month redemption period. Clayton will continue to monitor this loan through the foreclosure process. 7/24/2006 This loan has been referred to foreclosure because the borrower missed three consecutive payments. Clayton will continue to monitor this loan through foreclosure proceedings. 6/23/2006 This loan is 90 days delinquent. The borrower's payment was reversed in the 5/25/2006 remittance period. The loan-to-value ratio for this loan is 89 percent. This loan has a high balance with a UPB of $216,000, which gives it the potential to pass a high loss. Clayton will continue to monitor this loan for borrower payments or foreclosure proceedings. Lien State First Pmt. Valuation Orig. Appr. Orig Amount Loan Number Group FICO(R) Last Paid Dt. Valuation Date Current Value Current Bal 8089629 1 MO 2/1/2006 Appraisal $128,500 $102,800 517 2/1/2006 7/10/2006 $62,500 $102,754 OLTV Severity Liq. Date Est (Gain)/Loss * Delinquency Loan Number CLTV MI Type Coverage MI Certificate Status 8089629 80% 60.45% 4/1/2007 $62,149 C6FF (continued) 164% Monitor Default Reason: Excessive Use of Credit 8/23/2006 This loan has been in foreclosure status for two months and the Missouri state foreclosure timeline is two months. This property was valued at $128,500 upon origination. The 7/10/2006 appraisal returned a value of $62,500, which represents a $66,000 decline in property value or 51 percent. A third party source has record of the sale of the property on 6/3/2005 for $95,228. Clayton has requested a copy of the original appraisal and the 7/10/2006 appraisal for this property in order to further investigate this property's decline in value. *The estimated loss includes mortgage insurance proceeds where applicable and in addition if the loan has been liquidated this reflects the actual loss that has been passed to the trust. SASCO 2006-BC1 Loan-Level Report Mortgage Data Through: July 31, 2006 Watchlist Lien State First Pmt. Valuation Orig. Appr. Orig Amount Loan Number Group FICO(R) Last Paid Dt. Valuation Date Current Value Current Bal 8089702 2 GA 2/1/2006 Appraisal $260,000 $52,000 581 1/1/2006 7/13/2006 $132,000 $52,000 OLTV Severity Liq. Date Est (Gain)/Loss * Delinquency Loan Number CLTV MI Type Coverage MI Certificate Status 8089702 20% 110.00% 2/1/2007 $57,200 C999 (continued) 39% Monitor Default Reason: (Unknown) 7/24/2006 This loan remains 90 days delinquent because the borrower has missed three consecutive payments. The senior lien for this property has entered foreclosure status. This loan has a high estimated loss and is an early payment default. This loan has insufficient equity to pursue foreclosure from a second lien position. The Georgia state foreclosure timeline is two months. Clayton will continue to monitor the foreclosure process on the senior lien in order to ensure that this loan is charged off by the servicer. 6/23/2006 This loan is 90 days delinquent. The borrower's payment in the 5/25/2006 remittance period was reversed. The UPB on this loan is $52,000. This loan has a high estimated loss severity. Clayton will continue to monitor this loan for borrower payments or foreclosure proceedings. Lien State First Pmt. Valuation Orig. Appr. Orig Amount Loan Number Group FICO(R) Last Paid Dt. Valuation Date Current Value Current Bal 8090039 1 MI 2/1/2006 Appraisal $325,000 $292,500 618 2/1/2006 7/12/2006 $300,000 $292,465 OLTV Severity Liq. Date Est (Gain)/Loss * Delinquency Loan Number CLTV MI Type Coverage MI Certificate Status 8090039 90% 24.08% 10/1/2007 $70,439 C6FF (continued) 97% Active Default Reason: Excessive Use of Credit 8/23/2006 This loan has been in foreclosure status for two months and the Michigan state foreclosure timeline is two months with a six month redemption period. This loan has a high LTV and it is a high balance loan. Clayton will continue to monitor this loan through the foreclosure process. 7/21/2006 This loan has been referred to foreclosure because the borrower missed three consecutive payments. This loan is an early payment default. Clayton will continue to monitor this loan through the foreclosure process. 6/23/2006 This loan is 60 days delinquent because the borrower's first payment was reversed. This loan has a loan-to-value ratio of 90 percent. The UPB for this loan is $292,465. Clayton will continue to monitor this loan for borrower payments. Lien State First Pmt. Valuation Orig. Appr. Orig Amount Loan Number Group FICO(R) Last Paid Dt. Valuation Date Current Value Current Bal 8090043 1 NH 2/1/2006 Appraisal $395,000 $316,000 633 2/1/2006 7/26/2006 $294,900 $315,713 OLTV Severity Liq. Date Est (Gain)/Loss * Delinquency Loan Number CLTV MI Type Coverage MI Certificate Status 8090043 80% 22.72% 5/1/2007 $71,808 C6FF (continued) 107% Monitor Default Reason: Excessive Use of Credit 8/23/2006 This loan has been in foreclosure status for two months and the New Hampshire state foreclosure timeline is three months. This loan has a high UPB of $315,713. This property was valued at $395,000 upon origination. The 7/26/2006 appraisal returned a value of $294,900 which represents a $100,100 decline in property value or 25 percent. Clayton will continue to monitor this loan through the foreclosure process. Clayton has requested the original appraisal and the 7/26/2006 appraisal in order to further investigate this property's decline in value. We are awaiting a response. Lien State First Pmt. Valuation Orig. Appr. Orig Amount Loan Number Group FICO(R) Last Paid Dt. Valuation Date Current Value Current Bal 8090085 2 CA 1/1/2006 Appraisal $530,000 $106,000 616 2/1/2006 7/20/2006 $520,000 $105,754 OLTV Severity Liq. Date Est (Gain)/Loss * Delinquency Loan Number CLTV MI Type Coverage MI Certificate Status 8090085 20% 102.51% 5/1/2007 $108,663 C669 (continued) 20% Monitor - Pay Plan Default Reason: Excessive Use of Credit 8/23/2006 This loan is 90 days delinquent from a second lien position and the borrower is currently on a payment plan. Clayton will continue to monitor this loan for borrower payments. *The estimate loss includes estimated mortgage insurance proceeds where applicable and in addition if the loan has been liquidated this reflects the actual loss that has been passed to the trust. SASCO 2006-BC1 Loan-Level Report Mortgage Data Through: July 31, 2006 Watchlist Lien State First Pmt. Valuation Orig. Appr. Orig Amount Loan Number Group FICO(R) Last Paid Dt. Valuation Date Current Value Current Bal 8090640 1 MI 1/1/2006 Appraisal $81,000 $50,000 515 3/1/2006 7/24/2006 $24,000 $49,905 OLTV Severity Liq. Date Est (Gain)/Loss * Delinquency Loan Number CLTV MI Type Coverage MI Certificate Status 8090640 62% 80.65% 10/1/2007 $40,329 C36F (continued) 208% Active Default Reason: Excessive Use of Credit 8/23/2006 This loan has been put into foreclosure status and the property has experienced a significant decline in value. This property was valued at $81,000 upon origination. The 7/24/2006 appraisal returned a value of $24,000, which represents a $57,000 decline in property value. Clayton has requested a copy of the original appraisal and the 7/24/2006 appraisal in order to further research this property's decline in value. We are awaiting a response. Lien State First Pmt. Valuation Orig. Appr. Orig Amount Loan Number Group FICO(R) Last Paid Dt. Valuation Date Current Value Current Bal 8091402 1 IL 2/1/2006 Internal Estimate $648,000 $518,400 724 3/1/2006 9/30/2005 $481,506 $517,681 OLTV Severity Liq. Date Est (Gain)/Loss * Delinquency Loan Number CLTV MI Type Coverage MI Certificate Status 8091402 80% 29.39% 2/1/2008 $152,387 C36F (continued) 108% Activ Default Reason: (Unknown) 8/23/2006 This loan has been referred to foreclosure. Clayton will continue to monitor this loan through foreclosure. 7/21/2006 This loan is 60 days delinquent because the borrower has missed two loan payments. This loan has a high UPB of $517,681. Clayton will continue to monitor this loan for borrower payments or foreclosure proceedings. 7/18/2006 This loan is 30 days delinquent because the borrower's first payment was reversed. This loan has a high UPB of $517,681. Clayton will continue to monitor this loan for borrower payments. Lien State First Pmt. Valuation Orig. Appr. Orig Amount Loan Number Group FICO(R) Last Paid Dt. Valuation Date Current Value Current Bal 8091701 2 OH 2/1/2006 Appraisal $81,000 $16,200 610 2/1/2006 7/11/2006 $52,000 $16,194 OLTV Severity Liq. Date Est (Gain)/Loss * Delinquency Loan Number CLTV MI Type Coverage MI Certificate Status 8091701 20% 109.95% 9/1/2007 $17,813 C699 (continued) 31% Active Default Reason: Excessive Use of Credit 8/23/2006 The borrower did not make a payment in the 7/25/2006 remittance period. Clayton will continue to monitor this loan to ensure that foreclosure is not pursued for this loan as it has insufficient equity. 7/24/2006 This loan is 90 days delinquent because the borrower missed three consecutive payments. The senior lien for this property has entered foreclosure. This property has insufficient equity to pursue foreclosure from a second lien position. Clayton will continue to monitor this loan to ensure that the servicer charges off this loan. Lien State First Pmt. Valuation Orig. Appr. Orig Amount Loan Number Group FICO(R) Last Paid Dt. Valuation Date Current Value Current Bal 8091940 1 MO 2/1/2006 Appraisal $62,000 $52,700 527 2/1/2006 7/7/2006 $40,000 $52,684 OLTV Severity Liq. Date Est (Gain)/Loss * Delinquency Loan Number CLTV MI Type Coverage MI Certificate Status 8091940 85% 54.46% 4/1/2007 $28,702 C6F9 (continued) 132% Active - BK Default Reason: Excessive Use of Credit 8/23/2006 The borrower filed for Chapter 13 bankruptcy delaying the foreclosure process. Clayton will continue to monitor this loan for a borrower payment plan. *The estimated loss includes estimated mortgage insurance proceeds where applicable and in addition if the loan has been liquidated this reflects the actual loss that has been passed to the trust. SASCO 2006-BC1 Loan-Level Report Mortgage Data Through: July 31, 2006 Watchlist Lien State First Pmt. Valuation Orig. Appr. Orig Amount Loan Number Group FICO(R) Last Paid Dt. Valuation Date Current Value Current Bal 8092413 2 OH 2/1/2006 Appraisal $690,000 $138,000 621 2/1/2006 7/11/2006 $560,000 $137,939 OLTV Severity Liq. Date Est (Gain)/Loss * Delinquency Loan Number CLTV MI Type Coverage MI Certificate Status 8092413 20% 109.95% 9/1/2007 $151,733 C699 (continued) 25% Monitor Default Reason: (Unknown) 8/23/2006 The borrower did not make a payment in the 7/25/2006 remittance period. The senior lien for this property is in foreclosure status and this loan has insufficient equity to pursue foreclosure from a second lien position. Clayton will continue to monitor this loan to ensure that it is charged off. 7/24/2006 This loan is 90 days delinquent because the borrower missed three consecutive payments. The senior lien for this loan is in foreclosure and it is a high balance loan. Clayton will continue to monitor this loan to ensure that there is a sufficient positive equity to pursue foreclosure. Lien State First Pmt. Valuation Orig. Appr. Orig Amount Loan Number Group FICO(R) Last Paid Dt. Valuation Date Current Value Current Bal 8092848 1 CA 2/1/2006 Appraisal $530,000 $424,000 607 2/1/2006 7/15/2006 $490,000 $424,000 OLTV Severity Liq. Date Est (Gain)/Loss * Delinquency Loan Number CLTV MI Type Coverage MI Certificate Status 8092848 80% 3.55% 6/1/2007 $15,077 C6FF (continued) 87% Monitor Default Reason: (Unknown) 7/24/2006 This loan has been put into foreclosure status because the borrower missed three payments. This loan is a high balance loan with a UPB of $424,000. Clayton will continue to monitor this loan through foreclosure proceedings. *The estimated loss includes estimated mortgage insurance proceeds where applicable and in addition if the loan has been liquidated this reflects the actual loss that has been passed to the trust. SASCO 2006-BC1 Loan-Level Report Mortgage Data Through: July 31, 2006 Watchlist Lien State First Pmt. Valuation Orig. Appr. Orig Amount Loan Number Group FICO(R) Last Paid Dt. Valuation Date Current Value Current Bal 8086794 1 TX 9/1/2005 BPO $165,000 $132,000 580 1/1/2006 1/18/2006 $145,000 $131,489 OLTV Severity Liq. Date Est (Gain)/Loss * Delinquency Loan Number CLTV MI Type Coverage MI Certificate Status 8086794 80% 9.69% 2/1/2007 $12,803 3FF9 (continued) 91% Active - BK Default Reason: (Unknown) 8/23/2006 The borrower filed for Chapter 13 bankruptcy delaying the foreclosure process. Clayton will continue to monitor this loan for a Chapter 13 bankruptcy plan and borrower payments. 7/24/2006 This loan has been in foreclosure for two months and the Texas state foreclosure timeline is two months. The UPB for this loan is $131,489, which is almost the entire amount borrowed at origination because this loan is an early payment default. Clayton will continue to monitor this loan through foreclosure proceedings. 6/23/2006 This loan has been put into foreclosure status because the borrower's first payment was reversed. Clayton will continue to monitor this loan through the foreclosure process. 6/13/2006 This loan is 30 days delinquent in the first set of data. The loan-to-value ratio for this loan is 80 percent which give it the potential to pass a high loss if it is put into foreclosure status. Clayton will continue to monitor this loan for borrower payments. Lien State First Pmt. Valuation Orig. Appr. Orig Amount Loan Number Group FICO(R) Last Paid Dt. Valuation Date Current Value Current Bal 8086795 1 CA 9/1/2005 BPO $185,000 $148,000 468 2/1/2006 1/18/2006 $195,000 $148,000 OLTV Severity Liq. Date Est (Gain)/Loss * Delinquency Loan Number CLTV MI Type Coverage MI Certificate Status 8086795 80% -10.82% 4/1/2007 ($16,018) CFFF (continued) 76% Active Default Reason: (Unknown) 8/23/2006 This loan has been in foreclosure status for three months and the California state foreclosure timeline is four months. Clayton will continue to monitor this loan through the foreclosure process. 6/23/2006 This loan has been put into foreclosure status because the borrower's first payment on this loan was reversed. The loan is currently 60 days delinquent. This property was valued at $185,000 upon origination. The 1/18/2006 appraisal returned a value of $195,000 which represents a $10,000 increase in property value. Clayton will continue to monitor this loan through the foreclosure process. Lien State First Pmt. Valuation Orig. Appr. Orig Amount Loan Number Group FICO(R) Last Paid Dt. Valuation Date Current Value Current Bal 8086797 1 RI 9/1/2005 BPO $223,000 $200,700 475 1/1/2006 1/23/2006 $194,900 $200,700 OLTV Severity Liq. Date Est (Gain)/Loss * Delinquency Loan Number CLTV MI Type Coverage MI Certificate Status 8086797 90% 21.57% 3/1/2007 $43,308 3FF9 (continued) 103% Active - BK Default Reason: (Unknown) 8/23/2006 The borrower filed for Chapter 13 bankruptcy delaying the foreclosure process. Clayton will continue to monitor this loan for a payment plan and borrower payments. 7/24/2006 This loan has been in foreclosure status for two months and the Rhode Island state foreclosure timeline is three months. The UPB for this loan is $200,700, which is the entire amount borrowed at origination because this loan is an first payment default. The loan-to-value ratio for this loan is high at 90 percent. Clayton will continue to monitor this loan through the foreclosure process. 6/23/2006 This loan has been put into foreclosure status because the borrower's first payment was reversed. Clayton will continue to monitor this loan through the foreclosure process. 6/13/2006 This loan is 30 days delinquent upon receiving data for this loan for the first time. This loan has a loan-to-value ratio of 90 percent which gives it the potential to pass a high loss if it is put into foreclosure status. Clayton will continue to monitor this loan for borrower payments. *The estimated loss includes estimated mortgage insurance proceeds where applicable and in addition if the loans have been liquidated this reflects the actual loss that has been passed to the trust. Section Three Prepayment Penalty Analysis Report SASCO 2006-BC1 Prepayment Penalty Analysis Trustee Remittance Date: August 25, 2006 Total Cash Flows Trustee Remittance Date 8/25/2006 7/25/2006 6/25/2006 5/25/2006 Amount Remitted to the Trust $366,697 $482,739 $399,961 $316,831 Amount Remitted by the Servicers $366,697 $482,739 $395,586 $321,206 Difference $0 $0 $4,375 ($4,375) Total Collections by the Servicers Total Paid Off Loans 113 144 133 89 Total Paid Off Loans With Prepayment Flags 73 104 94 60 Exceptions Expired Prepayment Clauses (as stated in the Note) 0 0 0 0 Liquidated out of REO Status 0 0 0 0 Acceleration of Debt 0 0 0 0 Loss Mitigation (Short Sales, Charge Offs) 0 0 0 0 Documentation Issues Preventing the Collection of Prepayment Penalties 0 0 0 0 Other - Actions Preventing the Collection of Prepayment Penalties 0 0 0 0 Total Paid-Off Loans with Active Prepayment Flags 73 104 94 60 Other Exceptions Paid-Off Loans that Did Not Have Penalties Collected because of State Statutes 1 2 0 1 Paid-Off Loans with Active Prepayment Flags that Did Not Have Penalties Remitted 0 0 0 0 Aggregate Paid-Off Loans Loans with Active Prepayment Flags with Penalties Remitted 72 102 94 59 Loans without Prepayment Flags or with Expired Flags with Penalties Remitted 1 0 0 0 Total Loans with Penalties Remitted 73 102 94 59 Total Loans with Penalties Remitted to the Total Paid-Off Loans 64.60 % 70.83 % 70.68 % 66.29 % Penalties Remitted for loans with Active Prepayment Flags 98.63 % 98.08 % 100.00 % 98.33 % SASCO 2006-BC1 Paid-Off Mortgages With Prepayment Flags Trustee Remittance Date: August 25, 2006 Loan Origination Years to Expiration Payoff Number State Delinquency History Date Expiration Date Amount 8091738 CO CCCC 11/30/2005 2 11/30/2007 $21,931 8088087 CA CCC0 10/26/2005 1 10/26/2006 $130,652 8091622 RI CCCC 11/30/2005 1 11/30/2006 $226,876 8091389 NY CCC0 12/22/2005 1 12/22/2006 $396,837 8087449 CA CCC0 9/29/2005 2 09/29/2007 $345,943 8087391 CA CCCC 9/30/2005 2 09/30/2007 $392,349 8087582 CA CCCC 9/30/2005 2 09/30/2007 $567,923 8087239 CA CCCC 10/4/2005 2 10/04/2007 $111,626 8087530 CA CCCC 10/5/2005 2 10/05/2007 $148,735 8087388 FL CCC0 10/11/2005 2 10/11/2007 $211,237 8088183 FL CCCC 10/11/2005 2 10/11/2007 $149,350 8088210 FL CCCC 10/11/2005 2 10/11/2007 $37,473 8087985 CA CCC0 10/13/2005 2 10/13/2007 $318,950 8087680 CA CCCC 10/13/2005 2 10/13/2007 $346,773 8086960 FL CC30 10/13/2005 2 10/13/2007 $135,116 8087747 NV CCC0 10/14/2005 2 10/14/2007 $184,090 8088254 FL CCCC 10/14/2005 2 10/14/2007 $67,771 8088207 FL CCCC 10/14/2005 2 10/14/2007 $270,044 8088171 CA CCC0 10/18/2005 2 10/18/2007 $88,192 8087957 CA CCC0 10/20/2005 2 10/20/2007 $356,423 8088122 IL CCC0 10/20/2005 2 10/20/2007 $101,982 8087166 MD CCC3 10/20/2005 2 10/20/2007 $152,945 8087206 MI CCCC 10/20/2005 2 10/20/2007 $76,637 8088018 CA CCC0 10/21/2005 2 10/21/2007 $368,579 8087671 HI CCCC 10/24/2005 2 10/24/2007 $304,102 8088159 HI CCC0 10/24/2005 2 10/24/2007 $178,838 8092898 FL CCCC 10/27/2005 2 10/27/2007 $146,277 8088441 MD CCC0 10/28/2005 2 10/28/2007 $261,284 8090678 VA CCCC 10/31/2005 2 10/31/2007 $119,196 8088147 CA CCC3 10/31/2005 2 10/31/2007 $160,974 8093139 NV CCC0 11/8/2005 2 11/08/2007 $144,084 8092906 AZ CCC0 11/16/2005 2 11/16/2007 $40,154 8091650 AZ CCCC 11/22/2005 2 11/22/2007 $301,700 8091497 CA CCC0 11/23/2005 2 11/23/2007 $84,356 8092414 FL CCC3 11/28/2005 2 11/28/2007 $137,939 8092329 FL CCC0 11/30/2005 2 11/30/2007 $120,525 8092150 CO CCCC 11/30/2005 2 11/30/2007 $88,000 8090517 CA CCCC 12/2/2005 2 12/02/2007 $266,736 8091875 KY CCC0 12/5/2005 2 12/05/2007 $40,701 8090471 AZ CCCC 12/5/2005 2 12/05/2007 $215,215 8090806 FL CC33 12/6/2005 2 12/06/2007 $99,680 8090316 MN CCCC 12/8/2005 2 12/08/2007 $122,480 8089108 AZ CCCC 12/12/2005 2 12/12/2007 $141,019 8089796 AZ CCCC 12/15/2005 2 12/15/2007 $23,836 8089868 AZ CCCC 12/15/2005 2 12/15/2007 $95,631 8088859 MO CCC0 12/16/2005 2 12/16/2007 $70,627 8091084 MO CCCC 12/16/2005 2 12/16/2007 $67,721 8091707 MO CCCC 12/16/2005 2 12/16/2007 $16,954 8090022 CT CCC0 12/19/2005 2 12/19/2007 $242,422 8090037 NC CCC0 12/20/2005 2 12/20/2007 $281,333 8089273 FL CCC0 12/20/2005 2 12/20/2007 $195,380 8091103 FL CCC0 12/20/2005 2 12/20/2007 $75,093 8091126 FL CCC0 12/21/2005 2 12/21/2007 $84,828 8089392 MN CCCC 12/21/2005 2 12/21/2007 $299,678 8091289 VA CCC0 12/22/2005 2 12/22/2007 $180,460 8091327 AZ CCCC 12/22/2005 2 12/22/2007 $223,600 8089650 PA CCC0 12/29/2005 2 12/29/2007 $150,397 8087269 OR CCCC 9/30/2005 3 09/30/2008 $407,015 8087302 MD CCC3 9/30/2005 3 09/30/2008 $139,633 8087748 MD CCC0 10/3/2005 3 10/03/2008 $203,978 8087563 CA CCCC 10/3/2005 3 10/03/2008 $532,624 8087697 AZ CCCC 10/7/2005 3 10/07/2008 $203,415 8087659 MD CCC0 10/12/2005 3 10/12/2008 $138,315 8087499 CA CCC0 10/19/2005 3 10/19/2008 $120,179 8088352 VA CCC0 10/21/2005 3 10/21/2008 $435,684 8088102 OH CCC0 10/26/2005 3 10/26/2008 $62,965 8088213 AZ CCCC 10/28/2005 3 10/28/2008 $183,733 8088418 MD CCCC 10/31/2005 3 10/31/2008 $162,791 8088505 FL CC30 10/31/2005 3 10/31/2008 $286,068 8090765 MI CCC0 11/30/2005 3 11/30/2008 $48,195 8089062 MN CCCC 12/5/2005 3 12/05/2008 $129,083 8092203 LA CCC0 12/9/2005 3 12/09/2008 $95,790 8089856 MI CCC0 12/10/2005 3 12/10/2008 $88,037 SASCO 2006-BC1 Paid-Off Mortgages With Prepayment Flags (continued) Trustee Remittance Date: August 25, 2006 Loan % of PPP to Payoff Number PPP Remitted Amount Comments 8091738 $0 0 % PPP not collected because of a state statute 8088087 $3,326 3 % 8091622 $4,540 2 % 8091389 $19,733 5 % 8087449 $9,968 3 % 8087391 $10,588 3 % 8087582 $16,472 3 % 8087239 $3,414 3 % 8087530 $4,154 3 % 8087388 $7,508 4 % 8088183 $4,417 3 % 8088210 $1,641 4 % 8087985 $8,377 3 % 8087680 $8,252 2 % 8086960 $4,435 3 % 8087747 $3,993 2 % 8088254 $2,969 4 % 8088207 $7,833 3 % 8088171 $3,545 4 % 8087957 $12,108 3 % 8088122 $3,060 3 % 8087166 $1,275 1 % 8087206 $767 1 % 8088018 $12,360 3 % 8087671 $9,733 3 % 8088159 $6,172 3 % 8092898 $5,350 4 % 8088441 $1,947 1 % 8090678 $1,193 1 % 8088147 $5,382 3 % 8093139 $5,009 3 % 8092906 $1,505 4 % 8091650 $9,636 3 % 8091497 $3,510 4 % 8092414 $4,954 4 % 8092329 $4,511 4 % 8092150 $2,460 3 % 8090517 $8,617 3 % 8091875 $2,023 5 % 8090471 $8,050 4 % 8090806 $3,975 4 % 8090316 $1,710 1 % 8089108 $4,963 4 % 8089796 $1,191 5 % 8089868 $3,477 4 % 8088859 $1,401 2 % 8091084 $1,355 2 % 8091707 $339 2 % 8090022 $9,262 4 % 8090037 $2,800 1 % 8089273 $7,033 4 % 8091103 $2,232 3 % 8091126 $3,192 4 % 8089392 $3,894 1 % 8091289 $3,586 2 % 8091327 $7,379 3 % 8089650 $4,990 3 % 8087269 $10,279 3 % 8087302 $1,130 1 % 8087748 $1,572 1 % 8087563 $12,980 2 % 8087697 $6,307 3 % 8087659 $1,063 1 % 8087499 $3,169 3 % 8088352 $8,670 2 % 8088102 $630 1 % 8088213 $5,508 3 % 8088418 $1,287 1 % 8088505 $7,951 3 % 8090765 $478 1 % 8089062 $2,111 2 % 8092203 $4,758 5 % 8089856 $873 1 % Section Four Analytics SASCO 2006-BC1 FICO Distribution by Status Mortgage Data Through: July 31, 2006 FICO Delinquency Percentage 450 Current 0.001 460 Current 0.001 460 Delinquent 0.006 470 Current 0.001 470 Delinquent 0.008 470 Paid Off 0.002 480 Current 0 480 Delinquent 0.008 480 Paid Off 0.002 490 Current 0.001 490 Delinquent 0.014 500 Current 0.01 500 Delinquent 0.024 500 Paid Off 0.014 510 Current 0.021 510 Delinquent 0.045 510 Paid Off 0.045 520 Current 0.024 520 Delinquent 0.035 520 Paid Off 0.038 530 Current 0.03 530 Delinquent 0.065 530 Paid Off 0.047 540 Current 0.03 540 Delinquent 0.051 540 Paid Off 0.052 550 Current 0.034 550 Delinquent 0.053 550 Paid Off 0.069 560 Current 0.037 560 Delinquent 0.041 560 Paid Off 0.05 570 Current 0.041 570 Delinquent 0.045 570 Paid Off 0.04 580 Current 0.055 580 Delinquent 0.076 580 Paid Off 0.052 590 Current 0.08 590 Delinquent 0.094 590 Paid Off 0.054 600 Current 0.084 600 Delinquent 0.075 600 Paid Off 0.069 610 Current 0.075 610 Delinquent 0.076 610 Paid Off 0.066 620 Current 0.079 620 Delinquent 0.094 620 Paid Off 0.08 630 Current 0.078 630 Delinquent 0.063 630 Paid Off 0.087 640 Current 0.062 640 Delinquent 0.018 640 Paid Off 0.045 650 Current 0.06 650 Delinquent 0.037 650 Paid Off 0.038 660 Current 0.043 660 Delinquent 0.024 660 Paid Off 0.033 670 Current 0.033 670 Delinquent 0.012 670 Paid Off 0.024 680 Current 0.028 680 Delinquent 0.014 680 Paid Off 0.021 690 Current 0.02 690 Delinquent 0.004 690 Paid Off 0.012 700 Current 0.014 700 Delinquent 0.006 700 Paid Off 0.021 710 Current 0.014 710 Delinquent 0.002 710 Paid Off 0.009 720 Current 0.009 720 Delinquent 0.004 720 Paid Off 0.002 730 Current 0.008 730 Delinquent 0.004 730 Paid Off 0.009 740 Current 0.007 740 Delinquent 0.002 750 Current 0.004 750 Paid Off 0.002 760 Current 0.004 760 Delinquent 0.002 760 Paid Off 0.005 770 Current 0.004 770 Paid Off 0.007 780 Current 0.003 790 Current 0.001 790 Paid Off 0.002 800 Current 0.001 810 Current 0.001 Status # of Loans Average Std. Deviation Current 5,778 612 54.916 Delinquent 510 583 51.529 Paid Off 423 598 57.459 Total: 6,711 SASCO 2006-BC1 Loan-to-Value Distribution by Status Mortgage Data Through: July 31, 2006 LTV Delinquency Percentage 0.1 Paid Off 0.005 0.1 Current 0.005 0.2 Current 0.167 0.2 Delinquent 0.155 0.2 Paid Off 0.118 0.3 Delinquent 0.012 0.3 Paid Off 0.017 0.3 Current 0.008 0.4 Paid Off 0.021 0.4 Current 0.01 0.5 Delinquent 0.008 0.5 Current 0.021 0.5 Paid Off 0.035 0.6 Current 0.051 0.6 Paid Off 0.083 0.6 Delinquent 0.031 0.7 Paid Off 0.161 0.7 Current 0.105 0.7 Delinquent 0.084 0.8 Paid Off 0.326 0.8 Delinquent 0.394 0.8 Current 0.394 0.9 Paid Off 0.213 0.9 Delinquent 0.263 0.9 Current 0.194 1 Delinquent 0.053 1 Paid Off 0.021 1 Current 0.046 Status # of Loans Average Std. Deviation Current 5,778 0.825 0.129 Delinquent 510 0.846 0.106 Paid Off 423 0.782 0.152 Total: 6,711 SASCO 2006-BC1 Balance Distribution by Status Mortgage Data Through: July 31, 2006 Balance Delinquency Percentage 10000 Current 0.002 10000 Delinquent 0.004 20000 Current 0.036 20000 Delinquent 0.043 30000 Current 0.042 30000 Delinquent 0.041 40000 Current 0.045 40000 Delinquent 0.037 50000 Current 0.039 50000 Delinquent 0.055 60000 Current 0.044 60000 Delinquent 0.047 70000 Current 0.049 70000 Delinquent 0.059 80000 Current 0.038 80000 Delinquent 0.061 90000 Current 0.042 90000 Delinquent 0.061 100000 Current 0.042 100000 Delinquent 0.055 110000 Current 0.043 110000 Delinquent 0.047 120000 Current 0.041 120000 Delinquent 0.045 130000 Current 0.042 130000 Delinquent 0.041 140000 Current 0.035 140000 Delinquent 0.033 150000 Current 0.035 150000 Delinquent 0.027 160000 Current 0.033 160000 Delinquent 0.027 170000 Current 0.033 170000 Delinquent 0.022 180000 Current 0.031 180000 Delinquent 0.029 190000 Current 0.026 190000 Delinquent 0.016 200000 Current 0.027 200000 Delinquent 0.024 210000 Current 0.022 210000 Delinquent 0.016 220000 Current 0.023 220000 Delinquent 0.016 230000 Current 0.018 230000 Delinquent 0.016 240000 Current 0.016 240000 Delinquent 0.004 250000 Current 0.015 250000 Delinquent 0.012 260000 Current 0.015 260000 Delinquent 0.002 270000 Current 0.013 270000 Delinquent 0.006 280000 Current 0.012 280000 Delinquent 0.01 290000 Current 0.009 290000 Delinquent 0.012 300000 Current 0.012 300000 Delinquent 0.01 310000 Current 0.009 310000 Delinquent 0.012 320000 Current 0.01 320000 Delinquent 0.012 330000 Current 0.008 330000 Delinquent 0.006 340000 Current 0.006 340000 Delinquent 0.01 350000 Current 0.007 350000 Delinquent 0.004 360000 Current 0.007 360000 Delinquent 0.002 370000 Current 0.004 370000 Delinquent 0.004 380000 Current 0.007 380000 Delinquent 0.006 390000 Current 0.004 390000 Delinquent 0.002 400000 Current 0.005 400000 Delinquent 0.006 410000 Current 0.004 410000 Delinquent 0.002 420000 Current 0.006 420000 Delinquent 0.01 430000 Current 0.003 440000 Current 0.003 440000 Delinquent 0.002 450000 Current 0.003 450000 Delinquent 0.004 460000 Current 0.002 460000 Delinquent 0.002 470000 Current 0.003 470000 Delinquent 0.006 480000 Current 0.003 480000 Delinquent 0.004 490000 Current 0.002 500000 Current 0.002 500000 Delinquent 0.006 510000 Current 0.001 520000 Current 0.002 520000 Delinquent 0.004 530000 Current 0.001 530000 Delinquent 0.004 540000 Current 0.002 540000 Delinquent 0.002 550000 Current 0.001 550000 Delinquent 0.004 560000 Current 0.001 560000 Delinquent 0.004 570000 Current 0.001 570000 Delinquent 0.002 580000 Current 0.001 590000 Current 0.001 590000 Delinquent 0.002 600000 Current 0.002 610000 Current 0 620000 Current 0.001 640000 Current 0.001 640000 Delinquent 0.002 650000 Current 0.001 670000 Current 0.001 680000 Current 0 690000 Current 0.001 700000 Current 0 710000 Current 0 730000 Current 0.001 740000 Current 0 750000 Current 0.001 760000 Current 0 780000 Current 0.001 790000 Current 0 790000 Delinquent 0.002 800000 Current 0 820000 Current 0 850000 Current 0 860000 Current 0 930000 Current 0 950000 Current 0 990000 Current 0 1150000 Current 0 Status # of Loans Average Std. Deviation Current 5,778 163,347.08 123,576.53 Delinquent 510 152,616.47 124,516.04 Total: 6,288 SASCO 2006-BC1 Mortgage Type Distribution by Status Mortgage Data Through: July 31, 2006 Mortgage Type Delinquency Percentage Investment Home Current 0.069 Investment Home Delinquent 0.055 Investment Home Paid Off 0.078 Primary Home Current 0.922 Primary Home Delinquent 0.939 Primary Home Paid Off 0.917 Second Home Current 0.009 Second Home Delinquent 0.006 Second Home Paid Off 0.005 Mortgage Type Loan Count Total Balance Avg. Balance Std. Deviation ARM 4,458 796,715,677.82 178,715.94 128,684.47 Fixed 2,253 224,938,142.79 99,839.39 102,178.90 Total: 6,711 1,021,653,820.61 SASCO 2006-BC1 Mortgage Term Distribution by Status Mortgage Data Through: July 31, 2006 Mortgage Term Delinquency Percentage 120 Current 0.001 120 Paid Off 0.002 180 Paid Off 0.038 180 Current 0.066 180 Delinquent 0.067 240 Delinquent 0.01 240 Current 0.012 240 Paid Off 0.009 300 Paid Off 0.002 300 Current 0.001 360 Current 0.921 360 Paid Off 0.948 360 Delinquent 0.924 # of Loans Other 120 180 240 300 360 6,711 0 5 430 76 4 6,196 SASCO 2006-BC1 Mortgage Purpose Distribution Mortgage Data Through: July 31, 2006 Origination Statistics Current Loans Purpose Number Percentage Purpose Number Percentage Cash-out 3,218 48.0% Cash-out 2,752 47.6% refinance refinance Purchase 3,106 46.3% Purchase 2,680 46.4% Rate/term 309 4.6% Rate/term 281 4.9% refinance refinance Home 0 0.0% Home 0 0.0% Improvement Improvement Other 78 1.2% Other 65 1.1% Total 6,711 100% Total 5,778 100% Delinquent Loans Paid Off Loans Purpose Number Percentage Purpose Number Percentage Cash-out 192 37.6% Cash-out 274 64.8% refinance refinance Purchase 292 57.3% Purchase 134 31.7% Rate/term 16 3.1% Rate/term 12 2.8% refinance refinance Home 0 0.0% Home 0 0.0% Improvement Improvement Other 10 2.0% Other 3 0.7% Total 510 100% Total 423 100% SASCO 2006-BC1 Ownership Distribution by Status Mortgage Data Through: July 31, 2006 Ownership Type Delinquency Percentage Investment Home Current 0.069 Investment Home Delinquent 0.055 Investment Home Paid Off 0.078 Primary Home Current 0.922 Primary Home Delinquent 0.939 Primary Home Paid Off 0.917 Second Home Current 0.009 Second Home Delinquent 0.006 Second Home Paid Off 0.005 Title # of Loans Investment Home 458 Primary Home 6,195 Second Home 58 Total: 6,711 SASCO 2006-BC1 Delinquent Count Over Time Mortgage Data Through: July 31, 2006 AsOfDate 30 Days 60 Days 90 Days Foreclosure REO 4/30/2006 5 0 0 0 0 5/31/2006 220 88 4 5 0 6/30/2006 184 118 26 44 0 7/31/2006 240 111 49 109 1 SASCO 2006-BC1 Delinquent Balance Over Time Mortgage Data Through: July 31, 2006 AsOfDate 30 Days 60 Days 90 Days Foreclosure REO 4/30/2006 838978.05 0 0 0 0 5/31/2006 28442656.14 12983677.46 604500 877289.47 0 6/30/2006 27795028.61 15234600.85 2389914.1 8597157.89 0 7/31/2006 38879788 15959696.77 4812948.92 18124442.42 57522.44 SASCO 2006-BC1 Conditional Prepayment Rates Mortgage Data Through: July 31,2006 Date Distribution Date CPR 3-Month MA 6-Month MA 12-Month MA 7/31/2006 8/25/2006 22.67% 24.09% 6/30/2006 7/25/2006 26.20% 5/31/2006 6/25/2006 23.33% 4/30/2006 5/25/2006 17.80% SASCO 2006-BC1 Historical SDA Performance Mortgage Data Through: July 31, 2006 Weighted Monthly Date Average Age Default Amt Default Rate CDR (F-R) SDA Curve SDA % 31-Jul-06 8.26 $57,522 0.00% 0.00% 0.17% 0% 30-Jun-06 7.22 $0 0.00% 0.00% 0.14% 0% 31-May-06 6.22 $0 0.00% 0.00% 0.12% 0% 30-Apr-06 5.21 $0 0.00% 0.00% 0.10% 0% Averages: 6.73 $14,381 0.00% 0.00% 0.13% 0%

Prepayment Penalty Analysis For each remittance, Clayton reconciles the prepayment penalties that are collected by the servicers and remitted to the trust to ensure all appropriate funds are passed to the certificateholders. Please refer to the Prepayment Penalty Analysis section of this report for details regarding paid off loans with prepayment penalty flags. The table below provides a summary of Clayton's reconciliation for this remittance.

(C) 2006 Clayton Fixed Income Services Inc. All rights reserved. (page) Mortgage Insurance Clayton actively monitors mortgage insurance (MI) coverage for this deal. Each month, loans with MI are reviewed to ensure that the servicer has followed the appropriate claim filing process, that appropriate claims are paid, and that appropriate proceeds are remitted to the trust. The Mortgage Insurance Watchlist consists of all claims pending for 60+ days. Clayton monitors these claims to ensure that the servicer and MI company are proceeding to resolve the pending claims. Clayton also reviews each coverage rescission to ensure the findings were warranted and disputes them if discrepancies are found. Please refer to the Mortgage Insurance Report section for information regarding MI coverage for this deal. Loss Analysis Loss Issues for Current Month For each remittance, Clayton analyzes each loan-level loss to ensure that the accurate amount of sale, MI, and hazard insurance proceeds are remitted to the trust. We also review these losses to ensure servicing advances, such as escrow advances and foreclosure fees, are reasonable. If any discrepancies are identified, Clayton actively pursues the servicer to mitigate the loss. Please refer to the Loss Analysis section of this report for details regarding losses to the security. Below is a summary of the losses passed through in this remittance. Loss Summary Remittance Losses Remitted to the Trust Number of Loan-Level Losses/Gains 10/25/2006 $369,928 8 (C) 2006 Clayton Fixed Income Services Inc. All rights reserved. (page) Section Two Loan-Level Report (C) 2006 Clayton Fixed Income Services Inc. All rights reserved (page) Loan-Level Report Definitions FICO(R) : Represents the borrower's credit score at the time of securitization/origination. Last Paid Date: Either the interest paid-through date or the last contractually due payment made by the borrower. Clayton Fixed Income Services Inc. uses this date to calculate delinquencies. Valuation: Represents what is believed to be the most accurate known value of a property based on Clayton Fixed Income Services Inc.'s internal formulas. Several value appraisals may exist for a property, yet only what is believed to be the most accurate value according to these formulas is shown on the report. When no value is available, a valuation known as an "internal estimate" is calculated according to an internal formula that adjusts the original value of the property by the Housing Price Index (HPI) and a discount based on credit class. Liquidation Date: Clayton Fixed Income Services Inc.'s internal estimate of the date on which the loan will liquidate if it proceeds through foreclosure and REO. This date takes into consideration servicing and state foreclosure timelines, as well as an estimated REO marketing period. Estimated Loss/(Gain): Clayton Fixed Income Services Inc.'s internal estimate of the loss (or gain) that the loan will experience if it liquidates on the Liquidation Date. Delinquency Status: Indicates the monthly payment and delinquency history for an individual loan. The right-most character specifies the last known delinquency status, according to the following: C The contractually due payment arrived on time. 3 The contractually due payment has not arrived within thirty days. 6 The contractually due payment has not arrived within sixty days. 9 The contractually due payment has not arrived within ninety days. F The property is in the process of foreclosure. R The property is real estate owned (REO). 0 The mortgage has either liquidated or been paid off. OTS Delinquency Method: A current loan becomes 30 days delinquent if the scheduled payment is not made by the close of business on the corresponding day of the following month. MBA Delinquency Method: A current loan becomes 30 days delinquent if the scheduled payment is not made by the close of business on the last day of the month in which the payment was due. (C) 2006 Clayton Fixed Income Services Inc. All rights reserved. (page) SASCO 2006-BC1 Loan-Level Report Mortgage Data Through: September 30, 2006

*The estimated loss includes estimated mortgage insurance proceeds where applicable and in addition if the loan has been liquidated this reflects the actual loss that has been passed to the trust. (C) 2006 Clayton Fixed Income Services Inc. All rights reserved. (page) SASCO 2006-BC1 Loan-Level Report Mortgage Data Through: September 30, 2006 Watchlist Lien State First Pmt. Valuation Orig. Appr. Orig Amount Loan Number Group FICO(R) Last Paid Dt. Valuation Date Current Value Current Bal 8087403 1 MI 12/1/2005 Internal Estimate $312,005 $296,373 572 5/1/2006 3/31/2006 $236,646 $295,892 OLTV Severity Liq. Date Est (Gain)/Loss * Delinquency Loan Number CLTV MI Type Coverage Status 8087403 95% 40.14% 12/1/2007 $118,968 C66339 (continued) 125% Active Default Reason: Excessive Use of Credit 10/23/2006 This loan has been added to the Watchlist because it is 90 days delinquent with a high UPB, and the borrower failed on their payment plan. The borrower was put on a payment plan on 9/19/2006 and did not make a payment in the 10/25/2006 remittance period. The payment plan for this borrower ended on 9/26/2006. Clayton will continue to monitor this loan for borrower payments or foreclosure proceedings. 8/23/2006 The borrower made a large payment in the 8/25/2006 remittance period. This loan is 30 days delinquent. Clayton will continue to monitor this loan for borrower payments. 7/21/2006 This loan is 60 days delinquent because the borrower previously missed two loan payments. The borrower made a payment in the 7/25/2006 remittance period. Clayton will continue to monitor this loan for borrower payments. 6/23/2006 The loan is 60 days delinquent because the borrower's first payment was reversed. This loan is a high balance loan the UPB is currently $224,309. The loan-to-value ratio for this loan is 95 percent. Clayton will continue to monitor this loan for borrower payments. Lien State First Pmt. Valuation Orig. Appr. Orig Amount Loan Number Group FICO(R) Last Paid Dt. Valuation Date Current Value Current Bal 8087522 1 FL 12/1/2005 Appraisal $425,000 $340,000 734 1/1/2006 7/25/2006 $320,000 $339,578 OLTV Severity Liq. Date Est (Gain)/Loss * Delinquency Loan Number CLTV MI Type Coverage Status 8087522 80% 24.76% 5/1/2007 $84,209 CFFFFF (continued) 106% Monitor Default Reason: Excessive Use of Credit 10/23/2006 This loan is in foreclosure status and has experienced a significant decline in value. This property was valued at $425,000 upon origination. The 7/25/2006 appraisal returned a value of $320,000, which represents a $105,000 decline in property value or 25 percent. Clayton has requested the original appraisal and the 7/25/2006 appraisal in order to further investigate this property's decline in value. We are awaiting a response. 9/26/2006 This loan has been added to the Watchlist because it is an early payment default in foreclosure with a high UPB and a high estimated loss amount. The UPB for this loan is $339,578. This loan has been in foreclosure for four months and the Florida foreclosure timeline is five months. Clayton will continue to monitor this loan through foreclosure proceedings. 7/21/2006 This loan has been in foreclosure for two months because the borrower missed their last two payments for this loan. The Florida state foreclosure timeline is five months. The UPB for this loan is high at $339,578. This loan is an early payment default. Clayton will continue to monitor this loan through the foreclosure process. 6/23/2006 This loan has been put into foreclosure status because the borrower's first payment was reversed. This loan is a high balance loan with a UPB of $339,578. Clayton will continue to monitor this loan through foreclosure proceedings.

SASCO 2006-BC1 Paid-Off Mortgages With Prepayment Flags (cont.) Trustee Remittance Date: August 25, 2006

(C) 2006 Clayton Fixed Income Services Inc. All rights reserved. (page) Section Four Loss Analysis (C) 2006 Clayton Fixed Income Services Inc. All rights reserved (page) SASCO 2006-BC1 Historical Monthly Losses Losses Through: September 30, 2006 Date Loan Loss AmountLoss Percentage 10/25/2006 $369,928.38 0.03% 9/25/2006 $170,488.95 0.02% 8/25/2006 $0.00 0.00% 7/25/2006 $0.00 0.00% 6/25/2006 $0.00 0.00% 5/25/2006 $0.00 0.00% Totals: $540,417.33 0.05% *The loss percentage is a calculation of the total monthly loss as a percentage of the original balance of the security. (C) 2006 Clayton Fixed Income Services Inc. All rights reserved. (page) SASCO 2006-BC1 Loss Reconciliation Report Trustee Remittance Date: October 25, 2006 Remittance Statement Summary 10/25/2006 $369,928 Loan-Level Losses: $369,928 Subsequent Losses: $0 Subsequent Gains: $0 Monthly Security Loss: $369,928 Losses Remitted: $369,928 Difference: $0

(C) 2006 Clayton Fixed Income Services Inc. All rights reserved. (page) Section Five Analytics (C) 2006 Clayton Fixed Income Services Inc. All rights reserved (page) SASCO 2006-BC1 FICO Distribution by Status Mortgage Data Through: September 30, 2006 FICO Delinquency Percentage 450 Current 0 450 Delinquent 0.002 460 Current 0.001 460 Delinquent 0.003 470 Current 0.001 470 Delinquent 0.009 470 Paid Off 0.001 480 Current 0 480 Delinquent 0.006 480 Paid Off 0.001 490 Current 0.001 490 Delinquent 0.012 500 Current 0.01 500 Delinquent 0.024 500 Paid Off 0.015 510 Current 0.02 510 Delinquent 0.041 510 Paid Off 0.044 520 Current 0.022 520 Delinquent 0.041 520 Paid Off 0.042 530 Current 0.028 530 Delinquent 0.065 530 Paid Off 0.044 540 Current 0.03 540 Delinquent 0.042 540 Paid Off 0.046 550 Current 0.034 550 Delinquent 0.045 550 Paid Off 0.056 560 Current 0.036 560 Delinquent 0.041 560 Paid Off 0.051 570 Current 0.04 570 Delinquent 0.05 570 Paid Off 0.042 580 Current 0.055 580 Delinquent 0.076 580 Paid Off 0.049 590 Current 0.081 590 Delinquent 0.088 590 Paid Off 0.056 600 Current 0.083 600 Delinquent 0.08 600 Paid Off 0.08 610 Current 0.075 610 Delinquent 0.082 610 Paid Off 0.069 620 Current 0.08 620 Delinquent 0.083 620 Paid Off 0.083 630 Current 0.078 630 Delinquent 0.074 630 Paid Off 0.08 640 Current 0.063 640 Delinquent 0.03 640 Paid Off 0.048 650 Current 0.062 650 Delinquent 0.032 650 Paid Off 0.048 660 Current 0.045 660 Delinquent 0.024 660 Paid Off 0.03 670 Current 0.034 670 Delinquent 0.012 670 Paid Off 0.023 680 Current 0.028 680 Delinquent 0.014 680 Paid Off 0.023 690 Current 0.02 690 Delinquent 0.005 690 Paid Off 0.021 700 Current 0.015 700 Delinquent 0.005 700 Paid Off 0.017 710 Current 0.015 710 Paid Off 0.011 720 Current 0.009 720 Delinquent 0.006 720 Paid Off 0.001 730 Current 0.008 730 Delinquent 0.008 730 Paid Off 0.006 740 Current 0.007 740 Paid Off 0.001 750 Current 0.004 750 Paid Off 0.001 760 Current 0.005 760 Delinquent 0.002 760 Paid Off 0.003 770 Current 0.004 770 Paid Off 0.006 780 Current 0.003 780 Delinquent 0.002 790 Current 0.001 790 Paid Off 0.001 800 Current 0.001 810 Current 0.001 Status # of Loans Average Std. Deviation Current 5,338 613 54.891 Delinquent 662 585 51.879 Paid Off 711 598 55.62 (page) Total: 6,711 Copyright 2006, Clayton Fixed Income Services Inc. All rights reserved. (page) SASCO 2006-BC1 Loan-to-Value Distribution by Status Mortgage Data Through: September 30, 2006 LTV DelinquencyPercentage 0.1 Paid Off 0.003 0.1 Current 0.005 0.2 Current 0.169 0.2 Delinquent 0.157 0.2 Paid Off 0.122 0.3 Delinquent 0.008 0.3 Paid Off 0.015 0.3 Current 0.008 0.4 Paid Off 0.015 0.4 Delinquent 0.005 0.4 Current 0.01 0.5 Delinquent 0.005 0.5 Current 0.021 0.5 Paid Off 0.034 0.6 Current 0.05 0.6 Paid Off 0.086 0.6 Delinquent 0.029 0.7 Paid Off 0.163 0.7 Current 0.101 0.7 Delinquent 0.095 0.8 Paid Off 0.339 0.8 Delinquent 0.418 0.8 Current 0.393 0.9 Paid Off 0.193 0.9 Delinquent 0.248 0.9 Current 0.196 1 Delinquent 0.036 1 Current 0.048 1 Paid Off 0.03 Status # of LoansAverage Std. Deviation Current 5,338 0.826 0.128 Delinquent662 0.84 0.109 Paid Off 711 0.787 0.146 Total: 6,711 Copyright 2006, Clayton Fixed Income Services Inc. All rights reserved. (page) SASCO 2006-BC1 Balance Distribution by Status Mortgage Data Through: September 30, 2006 Balance Delinquency Percentage 10000 Current 0.003 10000 Delinquent 0.002 20000 Current 0.036 20000 Delinquent 0.042 30000 Current 0.043 30000 Delinquent 0.038 40000 Current 0.046 40000 Delinquent 0.039 50000 Current 0.041 50000 Delinquent 0.05 60000 Current 0.043 60000 Delinquent 0.066 70000 Current 0.049 70000 Delinquent 0.06 80000 Current 0.039 80000 Delinquent 0.059 90000 Current 0.044 90000 Delinquent 0.057 100000 Current 0.042 100000 Delinquent 0.053 110000 Current 0.044 110000 Delinquent 0.045 120000 Current 0.04 120000 Delinquent 0.047 130000 Current 0.043 130000 Delinquent 0.035 140000 Current 0.036 140000 Delinquent 0.029 150000 Current 0.036 150000 Delinquent 0.027 160000 Current 0.032 160000 Delinquent 0.027 170000 Current 0.033 170000 Delinquent 0.02 180000 Current 0.03 180000 Delinquent 0.023 190000 Current 0.026 190000 Delinquent 0.024 200000 Current 0.026 200000 Delinquent 0.029 210000 Current 0.023 210000 Delinquent 0.011 220000 Current 0.021 220000 Delinquent 0.017 230000 Current 0.019 230000 Delinquent 0.012 240000 Current 0.015 240000 Delinquent 0.015 250000 Current 0.014 250000 Delinquent 0.011 260000 Current 0.015 260000 Delinquent 0.005 270000 Current 0.013 270000 Delinquent 0.006 280000 Current 0.012 280000 Delinquent 0.011 290000 Current 0.009 290000 Delinquent 0.014 300000 Current 0.012 300000 Delinquent 0.012 310000 Current 0.008 310000 Delinquent 0.011 320000 Current 0.01 320000 Delinquent 0.009 330000 Current 0.008 330000 Delinquent 0.009 340000 Current 0.006 340000 Delinquent 0.005 350000 Current 0.007 350000 Delinquent 0.008 360000 Current 0.007 370000 Current 0.004 370000 Delinquent 0.006 380000 Current 0.007 380000 Delinquent 0.003 390000 Current 0.004 390000 Delinquent 0.002 400000 Current 0.005 400000 Delinquent 0.003 410000 Current 0.003 410000 Delinquent 0.006 420000 Current 0.005 420000 Delinquent 0.008 430000 Current 0.003 440000 Current 0.003 440000 Delinquent 0.002 450000 Current 0.003 450000 Delinquent 0.006 460000 Current 0.002 460000 Delinquent 0.002 470000 Current 0.003 470000 Delinquent 0.006 480000 Current 0.003 480000 Delinquent 0.003 490000 Current 0.002 490000 Delinquent 0.003 500000 Current 0.002 500000 Delinquent 0.003 510000 Current 0.001 520000 Current 0.002 520000 Delinquent 0.003 530000 Current 0.001 530000 Delinquent 0.002 540000 Current 0.002 540000 Delinquent 0.003 550000 Current 0.001 550000 Delinquent 0.003 560000 Current 0.001 560000 Delinquent 0.003 570000 Current 0.001 570000 Delinquent 0.002 580000 Current 0.001 590000 Current 0.001 590000 Delinquent 0.002 600000 Current 0.002 610000 Current 0 620000 Current 0 620000 Delinquent 0.002 640000 Current 0.001 640000 Delinquent 0.002 650000 Current 0.001 670000 Current 0 680000 Current 0 690000 Current 0 700000 Current 0.001 730000 Current 0.001 740000 Current 0 750000 Current 0.001 760000 Delinquent 0.002 780000 Current 0.001 790000 Current 0 790000 Delinquent 0.002 800000 Current 0 820000 Current 0 850000 Current 0 860000 Delinquent 0.002 930000 Current 0 950000 Current 0 990000 Current 0 1150000 Current 0 Status # of Loans Average Std. Deviation Current 5,338 161,765.73 122,734.01 Delinquent 662 153,235.57 126,691.92 Total: 6,000 Copyright 2006, Clayton Fixed Income Services Inc. All rights reserved. (page) SASCO 2006-BC1 Mortgage Type Distribution by Status Mortgage Data Through: September 30, 2006 Mortgage Type Delinquency Percentage Investment Home Current 0.069 Investment Home Delinquent 0.06 Investment Home Paid Off 0.07 Primary Home Current 0.922 Primary Home Delinquent 0.931 Primary Home Paid Off 0.923 Second Home Current 0.009 Second Home Delinquent 0.009 Second Home Paid Off 0.007 Mortgage TypeLoan Count Total Balance Avg. Balance Std. Deviation ARM 4,458 750,227,054.85 168,287.81 131,349.29 Fixed 2,253 214,720,377.40 95,304.21 100,225.15 Total: 6,711 964,947,432.25 Copyright 2006, Clayton Fixed Income Services Inc. All rights reserved. (page) SASCO 2006-BC1 Mortgage Term Distribution by Status Mortgage Data Through: September 30, 2006 Mortgage Term Delinquency Percentage 120 Current 0 120 Delinquent 0.002 120 Paid Off 0.003 180 Paid Off 0.046 180 Delinquent 0.057 180 Current 0.067 240 Current 0.011 240 Delinquent 0.012 240 Paid Off 0.01 300 Paid Off 0.001 300 Current 0.001 360 Current 0.92 360 Delinquent 0.929 360 Paid Off 0.94 # of Loans Other 120 180 240 300 360 6,711 0 5 430 76 4 6,196 Copyright 2006, Clayton Fixed Income Services Inc. All rights reserved. (page) SASCO 2006-BC1 Mortgage Purpose Distribution Mortgage Data Through: September 30, 2006 Origination Statistics Current Loans Purpose Number Percentage Purpose Number Percentage Cash-out 3,218 48.0% Cash-out 2,523 47.3% refinance refinance Purchase 3,106 46.3% Purchase 2,496 46.8% Rate/term 309 4.6% Rate/term 260 4.9% refinance refinance Home 0 0.0% Home 0 0.0% Improvement Improvement Other 78 1.2% Other 59 1.1% Total 6,711 100% Total 5,338 100% Delinquent Loans Paid Off Loans Purpose Number Percentage Purpose Number Percentage Cash-out 241 36.4% Cash-out 454 63.9% refinance refinance Purchase 385 58.2% Purchase 225 31.6% Rate/term 26 3.9% Rate/term 23 3.2% refinance refinance Home 0 0.0% Home 0 0.0% Improvement Improvement Other 10 1.5% Other 9 1.3% Total 662 100% Total 711 100% Copyright 2006, Clayton Fixed Income Services Inc. All rights reserved. (page) SASCO 2006-BC1 Ownership Distribution by Status Mortgage Data Through: September 30, 2006 Ownership Type Delinquency Percentage Investment Home Current 0.069 Investment Home Delinquent 0.06 Investment Home Paid Off 0.07 Primary Home Current 0.922 Primary Home Delinquent 0.931 Primary Home Paid Off 0.923 Second Home Current 0.009 Second Home Delinquent 0.009 Second Home Paid Off 0.007 Title # of Loans Investment Home 458 Primary Home 6,195 Second Home 58 Total: 6,711 Copyright 2006, Clayton Fixed Income Services Inc. All rights reserved. (page) SASCO 2006-BC1 Delinquent Count Over Time Mortgage Data Through: September 30, 2006 AsOfDate 30 Days 60 Days 90 Days Foreclosure REO 4/30/2006 5 0 0 0 0 5/31/2006 220 88 4 5 0 6/30/2006 184 118 26 44 0 7/31/2006 240 111 49 109 1 8/31/2006 266 106 63 137 6 9/30/2006 258 133 80 175 16 Copyright 2006, Clayton Fixed Income Services Inc. All rights reserved. (page) SASCO 2006-BC1 Delinquent Balance Over Time Mortgage Data Through: September 30, 2006 AsOfDate 30 Days 60 Days 90 Days Foreclosure REO 4/30/2006 838978.05 0 0 0 0 5/31/2006 28442656.14 12983677.46 604500 877289.47 0 6/30/2006 27795028.61 15234600.85 2389914.1 8597157.89 0 7/31/2006 38879788 15959696.77 4812948.92 18124442.42 57522.44 8/31/2006 41711304.79 15380858.2 5807577.11 23174640.1 576301.89 9/30/2006 40935405.89 20425619.08 7706605.82 30118522.32 2255793.69 Copyright 2006, Clayton Fixed Income Services Inc. All rights reserved. (page) SASCO 2006-BC1 Conditional Prepayment Rates Mortgage Data Through: September 30, 2006 Date Distribution Date CPR 3-Month MA 6-Month MA 12-Month MA 9/30/2006 10/25/2006 20.85% 25.98% 8/31/2006 9/25/2006 33.73% 27.68% 7/31/2006 8/25/2006 22.67% 24.09% 6/30/2006 7/25/2006 26.20% 5/31/2006 6/25/2006 23.33% 4/30/2006 5/25/2006 17.80% Copyright 2006, Clayton Fixed Income Services Inc. All rights reserved. (page) SASCO 2006-BC1 Historical SDA Performance Mortgage Data Through: September 30, 2006 Weighted Monthly Date Average Age Default AmtDefault RateCDR (F-R) SDA Curve SDA 30-Sep-06 10.25 $1,679,492 0.17% 2.02% 0.21% 986% 31-Aug-06 9.26 $518,779 0.05% 0.60% 0.19% 323% 31-Jul-06 8.26 $57,522 0.00% 0.00% 0.17% 0% 30-Jun-06 7.22 $0 0.00% 0.00% 0.14% 0% 31-May-06 6.22 $0 0.00% 0.00% 0.12% 0% 30-Apr-06 5.21 $0 0.00% 0.00% 0.10% 0% Averages: 7.74 $375,966 0.04% 0.44% 0.15% 218% Copyright 2006, Clayton Fixed Income Services Inc. All rights reserved. (page)

Filing Compare · SASCO 2006-BC1