10-D 1 has06op2_10d-200611.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington D.C. 20549 FORM 10-D ASSET-BACKED ISSUER DISTRIBUTION REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 For the monthly distribution period from: October 26, 2006 to November 27, 2006 Commission File Number of issuing entity: 333-124032-07 HSI Asset Securitization Corporation Trust 2006-OPT2 (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-124032 HSI Asset Securitization Corporation (Exact name of depositor as specified in its charter) HSBC Bank USA, National Association (Exact name of sponsor as specified in its charter) New York (State or other jurisdiction of incorporation or organization of the issuing entity) 54-2195456 54-2195457 54-2195458 54-6696494 (I.R.S. Employer Identification No.) c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Road Columbia, MD 21045 (Address of principal executive offices of the issuing entity) (Zip Code) (410) 884-2000 (Telephone number, including area code) Not Applicable (Former name, former address, if changed since last report) Registered/reporting pursuant to (check one) Title of Section Section Section Name of Exchange Class 12(b) 12(g) 15(d) (If Section 12(b)) I-A _____ _____ __X___ ____________ II-A-1 _____ _____ __X___ ____________ II-A-2 _____ _____ __X___ ____________ II-A-3 _____ _____ __X___ ____________ II-A-4 _____ _____ __X___ ____________ M-1 _____ _____ __X___ ____________ M-2 _____ _____ __X___ ____________ M-3 _____ _____ __X___ ____________ M-4 _____ _____ __X___ ____________ M-5 _____ _____ __X___ ____________ M-6 _____ _____ __X___ ____________ M-7 _____ _____ __X___ ____________ M-8 _____ _____ __X___ ____________ M-9 _____ _____ __X___ ____________ M-10 _____ _____ __X___ ____________ M-11 _____ _____ __X___ ____________ X _____ _____ __X___ ____________ P _____ _____ __X___ ____________ R _____ _____ __X___ ____________

Indicate by check mark whether the registrant (1) has filed all reports required to be filed by Section 13 or 15(d) of the Securities Exchange Act of 1934 during the preceding 12 months (or for such shorter period that the registrant was required to file such reports), and (2) has been subject to such filing requirements for the past 90 days. Yes __X__ No ____ Part I - DISTRIBUTION INFORMATION Item 1. Distribution and Pool Performance Information On November 27, 2006 a distribution was made to holders of HSI Asset Securitization Corporation Trust 2006-OPT2. 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 HSI Asset Securitization Corporation Trust 2006-OPT2, relating to the November 27, 2006 distribution. (b) The exhibits required to be filed by Registrant pursuant to this Form are listed above and in the Exhibit Index that immediately follows the signature page hereof. SIGNATURES Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned thereunto duly authorized. HSI Asset Securitization Corporation Trust 2006-OPT2 (Issuing Entity) Wells Fargo Bank, N.A. (Master Servicer) /s/ Elisabeth A. Brewster Elisabeth A. Brewster, Vice President Date: December 12, 2006 EXHIBIT INDEX Exhibit Number Description EX-99.1 Monthly report distributed to holders of HSI Asset Securitization Corporation Trust 2006-OPT2, relating to the November 27, 2006 distribution. EX-99.1 HSI Asset Securitization Corporation Mortgage Pass-Through Certificates Distribution Date: 11/27/2006 HSI Asset Securitization Corporation Mortgage Pass-Through Certificates Series 2006-OPT2 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 I-A 40430HDV7 5.~~30125~~54000% ~~340~~266,~~487~~684,~~356~~664.5885 1,~~604~~354,~~452~~313.0962 II-A-1 40430HDW5 5.~~16125~~40000% ~~414~~307,~~592~~651,764.7405 1,~~902~~522,~~059~~876.4723 II-A-2 40430HDX3 5.~~21125~~45000% 47,179,000.00 ~~218~~235,~~543~~698.6142 II-A-3 40430HDY1 5.~~27125~~51000% 195,875,000.00 ~~917~~989,~~783~~331.1998 II-A-4 40430HDZ8 5.~~37125~~61000% 19,316,000.00 9299,~~223~~332.1753 M-1 40430HEA2 5.~~45125~~69000% 52,876,000.00 ~~256~~275,~~213~~792.6040 M-2 40430HEB0 5.~~47125~~71000% 48,646,000.00 ~~236~~254,~~581~~621.7127 M-3 40430HEC8 5.~~49125~~73000% 29,610,000.00 ~~144~~155,~~529~~526.7052 M-4 40430HED6 5.~~60125~~84000% 26,790,000.00 ~~133~~143,~~384~~415.4380 M-5 40430HEE4 5.~~62125~~86000% 24,675,000.00 ~~123~~132,~~292~~545.7588 M-6 40430HEF1 5.~~69125~~93000% 22,560,000.00 ~~114~~122,~~128~~632.5340 M-7 40430HEG9 6.~~33125~~57000% 21,150,000.00 ~~119~~127,~~027~~375.5087 M-8 40430HEH7 6.~~48125~~72000% 19,035,000.00 ~~109~~117,~~662~~255.7560 M-9 40430HEJ3 7.~~08125~~32000% 14,805,000.00 9399,~~189~~341.2555 M-10 40430HEK0 7.~~08125~~32000% 12,690,000.00 7985,~~876~~149.5090 M-11 40430HEL8 7.~~08125~~32000% 14,100,000.00 8894,~~751~~611.6700 X 40430HEN4 0.00000% 34,~~545~~546,~~970~~070.63 21,~~041~~330,~~446~~594.8151 P 40430HEM6 0.00000% 100.00 ~~467~~519,~~606~~713.1940 R 40430HEP9 0.00000% 0.00 0.00 Totals 1,~~338~~158,~~933~~189,~~191~~599.9553 87,~~742~~660,~~752~~128.9288

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses I-A 1417,~~770~~069,~~473~~262.9441 0.00 ~~325~~249,~~716~~615,~~882~~402.6444 1618,~~374~~423,~~926~~576.03 0.00 II-A-1 1921,~~764~~783,~~693~~096.1804 0.00 ~~394~~285,~~828~~868,~~071~~668.5601 2123,~~666~~305,~~752~~972.6527 0.00 II-A-2 0.00 0.00 47,179,000.00 ~~218~~235,~~543~~698.6142 0.00 II-A-3 0.00 0.00 195,875,000.00 ~~917~~989,~~783~~331.1998 0.00 II-A-4 0.00 0.00 19,316,000.00 9299,~~223~~332.1753 0.00 M-1 0.00 0.00 52,876,000.00 ~~256~~275,~~213~~792.6040 0.00 M-2 0.00 0.00 48,646,000.00 ~~236~~254,~~581~~621.7127 0.00 M-3 0.00 0.00 29,610,000.00 ~~144~~155,~~529~~526.7052 0.00 M-4 0.00 0.00 26,790,000.00 ~~133~~143,~~384~~415.4380 0.00 M-5 0.00 0.00 24,675,000.00 ~~123~~132,~~292~~545.7588 0.00 M-6 0.00 0.00 22,560,000.00 ~~114~~122,~~128~~632.5340 0.00 M-7 0.00 0.00 21,150,000.00 ~~119~~127,~~027~~375.5087 0.00 M-8 0.00 0.00 19,035,000.00 ~~109~~117,~~662~~255.7560 0.00 M-9 0.00 0.00 14,805,000.00 9399,~~189~~341.2555 0.00 M-10 0.00 0.00 12,690,000.00 7985,~~876~~149.5090 0.00 M-11 0.00 0.00 14,100,000.00 8894,~~751~~611.6700 0.00 X 0.00 0.00 34,~~545~~546,~~970~~070.63 21,~~041~~330,~~446~~594.8151 0.00 P 0.00 0.00 100.00 ~~467~~519,~~606~~713.1940 0.00 R 0.00 0.00 0.00 0.00 0.00 Totals 3438,~~535~~852,~~167~~358.1245 0.00 1,~~304~~119,~~398~~337,~~024~~241.8308 4346,~~277~~512,~~920~~487.0433 0.00 As Master Servicer, Wells Fargo Bank, N.A. has independently calculated collateral information based on loan level data received from external parties, which may include the Servicers, Issuer and other parties to the transaction. Wells Fargo Bank, N.A. expressly disclaims any responsibility for the accuracy or completeness of information furnished to it by those third parties.

Principal Distribution Statement Class Original Beginning Scheduled UnScheduled Accretion Realized Face Certificate Principal Principal Loss Amount Balance Distribution Distribution I-A 368,076,000.00 ~~340~~266,~~487~~684,~~356~~664.5885 0.00 1417,~~770~~069,~~473~~262.9441 0.00 0.00 II-A-1 458,107,000.00 ~~414~~307,~~592~~651,764.7405 0.00 1921,~~764~~783,~~693~~096.1804 0.00 0.00 II-A-2 47,179,000.00 47,179,000.00 0.00 0.00 0.00 0.00 II-A-3 195,875,000.00 195,875,000.00 0.00 0.00 0.00 0.00 II-A-4 19,316,000.00 19,316,000.00 0.00 0.00 0.00 0.00 M-1 52,876,000.00 52,876,000.00 0.00 0.00 0.00 0.00 M-2 48,646,000.00 48,646,000.00 0.00 0.00 0.00 0.00 M-3 29,610,000.00 29,610,000.00 0.00 0.00 0.00 0.00 M-4 26,790,000.00 26,790,000.00 0.00 0.00 0.00 0.00 M-5 24,675,000.00 24,675,000.00 0.00 0.00 0.00 0.00 M-6 22,560,000.00 22,560,000.00 0.00 0.00 0.00 0.00 M-7 21,150,000.00 21,150,000.00 0.00 0.00 0.00 0.00 M-8 19,035,000.00 19,035,000.00 0.00 0.00 0.00 0.00 M-9 14,805,000.00 14,805,000.00 0.00 0.00 0.00 0.00 M-10 12,690,000.00 12,690,000.00 0.00 0.00 0.00 0.00 M-11 14,100,000.00 14,100,000.00 0.00 0.00 0.00 0.00 X 34,553,599.3700 34,~~545~~546,~~970~~070.63 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 Totals 1,410,043,699.3700 1,~~338~~158,~~933~~189,~~191~~599.9553 0.00 3438,~~535~~852,~~167~~358.1245 0.00 0.00

Principal Distribution Statement (continued) Class Total Ending Ending Total Principal Certificate Certificate Principal Reduction Balance Percentage Distribution I-A 1417,~~770~~069,~~473~~262.9441 ~~325~~249,~~716~~615,~~882~~402.6444 0.~~88491747~~67816267 1417,~~770~~069,~~473~~262.9441 II-A-1 1921,~~764~~783,~~693~~096.1804 ~~394~~285,~~828~~868,~~071~~668.5601 0.~~86186867~~62402161 1921,~~764~~783,~~693~~096.1804 II-A-2 0.00 47,179,000.00 1.00000000 0.00 II-A-3 0.00 195,875,000.00 1.00000000 0.00 II-A-4 0.00 19,316,000.00 1.00000000 0.00 M-1 0.00 52,876,000.00 1.00000000 0.00 M-2 0.00 48,646,000.00 1.00000000 0.00 M-3 0.00 29,610,000.00 1.00000000 0.00 M-4 0.00 26,790,000.00 1.00000000 0.00 M-5 0.00 24,675,000.00 1.00000000 0.00 M-6 0.00 22,560,000.00 1.00000000 0.00 M-7 0.00 21,150,000.00 1.00000000 0.00 M-8 0.00 19,035,000.00 1.00000000 0.00 M-9 0.00 14,805,000.00 1.00000000 0.00 M-10 0.00 12,690,000.00 1.00000000 0.00 M-11 0.00 14,100,000.00 1.00000000 0.00 X 0.00 34,~~545~~546,~~970~~070.63 0.~~99977922~~99978212 0.00 P 0.00 100.00 1.00000000 0.00 R 0.00 0.00 0.00000000 0.00 Totals 3438,~~535~~852,~~167~~358.1245 1,~~304~~119,~~398~~337,~~024~~241.8308 0.~~92507631~~79383160 3438,~~535~~852,~~167~~358.1245

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution I-A 368,076,000.00 ~~925~~724.~~04633983~~53695663 0.00000000 4046.~~12886996~~37428795 0.00000000 II-A-1 458,107,000.00 ~~905~~671.~~01294401~~57184686 0.00000000 4347.~~14427236~~55023617 0.00000000 II-A-2 47,179,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 II-A-3 195,875,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 II-A-4 19,316,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-1 52,876,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-2 48,646,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-3 29,610,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-4 26,790,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-5 24,675,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-6 22,560,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-7 21,150,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-8 19,035,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-9 14,805,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-10 12,690,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-11 14,100,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 X 34,553,599.3700 999.~~77922011~~78212487 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

Principal Distribution Factors Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution I-A 0.00000000 4046.~~12886996~~37428795 ~~884~~678.~~91746987~~16266869 0.~~88491747~~67816267 4046.~~12886996~~37428795 II-A-1 0.00000000 4347.~~14427236~~55023617 ~~861~~624.~~86867164~~02161069 0.~~86186867~~62402161 4347.~~14427236~~55023617 II-A-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 II-A-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 II-A-4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-5 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-6 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-7 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-8 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-9 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-10 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-11 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 X 0.00000000 0.00000000 999.~~77922011~~78212487 0.~~99977922~~99978212 0.00000000 P 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 NOTE: All classes per $1,000 denomination.

Interest Distribution Statement Class Accrual Accrual Current Beginning Current Payment of Dates Days Certificate Certificate/ Accrued Unpaid Interest Rate Notional Interest Shortfall (1) Balance I-A 0510/25/06 - 0611/2526/06 3233 5.~~30125~~54000% ~~340~~266,~~487~~684,~~356~~664.5885 1,~~604~~354,~~452~~313.0962 0.00 II-A-1 0510/25/06 - 0611/2526/06 3233 5.~~16125~~40000% ~~414~~307,~~592~~651,764.7405 1,~~902~~522,~~059~~876.4723 0.00 II-A-2 0510/25/06 - 0611/2526/06 3233 5.~~21125~~45000% 47,179,000.00 ~~218~~235,~~543~~698.6142 0.00 II-A-3 0510/25/06 - 0611/2526/06 3233 5.~~27125~~51000% 195,875,000.00 ~~917~~989,~~783~~331.1998 0.00 II-A-4 0510/25/06 - 0611/2526/06 3233 5.~~37125~~61000% 19,316,000.00 9299,~~223~~332.1753 0.00 M-1 0510/25/06 - 0611/2526/06 3233 5.~~45125~~69000% 52,876,000.00 ~~256~~275,~~213~~792.6040 0.00 M-2 0510/25/06 - 0611/2526/06 3233 5.~~47125~~71000% 48,646,000.00 ~~236~~254,~~581~~621.7127 0.00 M-3 0510/25/06 - 0611/2526/06 3233 5.~~49125~~73000% 29,610,000.00 ~~144~~155,~~529~~526.7052 0.00 M-4 0510/25/06 - 0611/2526/06 3233 5.~~60125~~84000% 26,790,000.00 ~~133~~143,~~384~~415.4380 0.00 M-5 0510/25/06 - 0611/2526/06 3233 5.~~62125~~86000% 24,675,000.00 ~~123~~132,~~292~~545.7588 0.00 M-6 0510/25/06 - 0611/2526/06 3233 5.~~69125~~93000% 22,560,000.00 ~~114~~122,~~128~~632.5340 0.00 M-7 0510/25/06 - 0611/2526/06 3233 6.~~33125~~57000% 21,150,000.00 ~~119~~127,~~027~~375.5088 0.00 M-8 0510/25/06 - 0611/2526/06 3233 6.~~48125~~72000% 19,035,000.00 ~~109~~117,~~662~~255.7560 0.00 M-9 0510/25/06 - 0611/2526/06 3233 7.~~08125~~32000% 14,805,000.00 9399,~~189~~341.2555 13,~~677~~403.2259 M-10 0510/25/06 - 0611/2526/06 3233 7.~~08125~~32000% 12,690,000.00 7985,~~876~~149.5090 12,~~437~~917.6137 M-11 0510/25/06 - 0611/2526/06 3233 7.~~08125~~32000% 14,100,000.00 8894,~~751~~611.6700 13,~~597~~241.3552 X N/A N/A 0.00000% 1,~~338~~158,~~933~~189,~~191~~499.9553 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 Totals 65,~~233~~809,~~699~~820.9298 49,~~712~~562.1848

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 I-A 0.00 0.00 1,~~604~~354,~~452~~313.0962 0.00 ~~325~~249,~~716~~615,~~882~~402.6444 II-A-1 0.00 0.00 1,~~902~~522,~~059~~876.4723 0.00 ~~394~~285,~~828~~868,~~071~~668.5601 II-A-2 0.00 0.00 ~~218~~235,~~543~~698.6142 0.00 47,179,000.00 II-A-3 0.00 0.00 ~~917~~989,~~783~~331.1998 0.00 195,875,000.00 II-A-4 0.00 0.00 9299,~~223~~332.1753 0.00 19,316,000.00 M-1 0.00 0.00 ~~256~~275,~~213~~792.6040 0.00 52,876,000.00 M-2 0.00 0.00 ~~236~~254,~~581~~621.7127 0.00 48,646,000.00 M-3 0.00 0.00 ~~144~~155,~~529~~526.7052 0.00 29,610,000.00 M-4 0.00 0.00 ~~133~~143,~~384~~415.4380 0.00 26,790,000.00 M-5 0.00 0.00 ~~123~~132,~~292~~545.7588 0.00 24,675,000.00 M-6 0.00 0.00 ~~114~~122,~~128~~632.5340 0.00 22,560,000.00 M-7 0.00 0.00 ~~119~~127,~~027~~375.5087 0.00 21,150,000.00 M-8 0.00 0.00 ~~109~~117,~~662~~255.7560 0.00 19,035,000.00 M-9 13,~~677~~403.2259 0.00 9399,~~189~~341.2555 0.00 14,805,000.00 M-10 12,~~437~~917.6137 0.00 7985,~~876~~149.5090 0.00 12,690,000.00 M-11 13,~~597~~241.3552 0.00 8894,~~751~~611.6700 0.00 14,100,000.00 X 0.00 0.00 21,~~041~~330,~~446~~594.8151 0.00 1,~~304~~119,~~398~~337,~~024~~141.8308 P 0.00 0.00 ~~467~~519,~~606~~713.1940 0.00 100.00 R 0.00 0.00 0.00 0.00 0.00 Totals 49,~~712~~562.1848 0.00 87,~~742~~660,~~752~~128.9288 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 I-A 368,076,000.00 5.~~30125~~54000% ~~925~~724.~~04633983~~53695663 43.~~35902392~~67944017 0.00000000 II-A-1 458,107,000.00 5.~~16125~~40000% ~~905~~671.~~01294401~~57184686 43.~~15199827~~32428064 0.00000000 II-A-2 47,179,000.00 5.~~21125~~45000% 1000.00000000 4.~~63222218~~99583332 0.00000000 II-A-3 195,875,000.00 5.~~27125~~51000% 1000.00000000 45.~~68555553~~05083334 0.00000000 II-A-4 19,316,000.00 5.~~37125~~61000% 1000.00000000 45.~~77444450~~14250000 0.00000000 M-1 52,876,000.00 5.~~45125~~69000% 1000.00000000 45.~~84555564~~21583327 0.00000000 M-2 48,646,000.00 5.~~47125~~71000% 1000.00000000 45.~~86333326~~23416663 0.00000000 M-3 29,610,000.00 5.~~49125~~73000% 1000.00000000 45.~~88111111~~25249983 0.00000000 M-4 26,790,000.00 5.~~60125~~84000% 1000.00000000 45.~~97888876~~35333333 0.00000000 M-5 24,675,000.00 5.~~62125~~86000% 1000.00000000 45.~~99666667~~37166687 0.00000000 M-6 22,560,000.00 5.~~69125~~93000% 1000.00000000 5.~~05888874~~43583333 0.00000000 M-7 21,150,000.00 6.~~33125~~57000% 1000.00000000 56.~~62777778~~02250024 0.00000000 M-8 19,035,000.00 6.~~48125~~72000% 1000.00000000 56.~~76111111~~16000000 0.00000000 M-9 14,805,000.00 7.~~08125~~32000% 1000.00000000 6.~~29444444~~71000000 0.~~11328740~~22989463 M-10 12,690,000.00 7.~~08125~~32000% 1000.00000000 6.~~29444444~~71000000 0.~~11328684~~22989519 M-11 14,100,000.00 7.~~08125~~32000% 1000.00000000 6.~~29444468~~71000000 0.~~11328723~~22989504 X 34,553,599.3700 0.00000% ~~38749~~33518.~~45639129~~63577308 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

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 I-A 0.00000000 0.00000000 43.~~35902392~~67944017 0.00000000 ~~884~~678.~~91746987~~16266869 II-A-1 0.00000000 0.00000000 43.~~15199827~~32428064 0.00000000 ~~861~~624.~~86867164~~02161069 II-A-2 0.00000000 0.00000000 4.~~63222218~~99583332 0.00000000 1000.00000000 II-A-3 0.00000000 0.00000000 45.~~68555553~~05083334 0.00000000 1000.00000000 II-A-4 0.00000000 0.00000000 45.~~77444450~~14250000 0.00000000 1000.00000000 M-1 0.00000000 0.00000000 45.~~84555564~~21583327 0.00000000 1000.00000000 M-2 0.00000000 0.00000000 45.~~86333326~~23416663 0.00000000 1000.00000000 M-3 0.00000000 0.00000000 45.~~88111111~~25249983 0.00000000 1000.00000000 M-4 0.00000000 0.00000000 45.~~97888876~~35333333 0.00000000 1000.00000000 M-5 0.00000000 0.00000000 45.~~99666667~~37166687 0.00000000 1000.00000000 M-6 0.00000000 0.00000000 5.~~05888874~~43583333 0.00000000 1000.00000000 M-7 0.00000000 0.00000000 56.~~62777778~~02249976 0.00000000 1000.00000000 M-8 0.00000000 0.00000000 56.~~76111111~~16000000 0.00000000 1000.00000000 M-9 0.~~11328740~~22989463 0.00000000 6.~~29444444~~71000000 0.00000000 1000.00000000 M-10 0.~~11328684~~22989519 0.00000000 6.~~29444444~~71000000 0.00000000 1000.00000000 M-11 0.~~11328723~~22989504 0.00000000 6.~~29444468~~71000000 0.00000000 1000.00000000 X 0.00000000 0.00000000 5938.~~08058342~~50813080 0.00000000 ~~37749~~32394.~~98983065~~22733013 P 0.00000000 0.00000000 ~~4676061~~5197134.~~90000000~~00000000 0.00000000 1000.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls,if applicable. NOTE: All classes per $1,000 denomination.

CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 4144,~~913~~748,~~136~~818.0708 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0.00 Servicer Advances ~~828~~1,~~790~~174,886.1043 Gains & Subsequent Recoveries (Realized Losses) (15357,958.0063) Prepayment Penalties ~~467~~519,~~606~~713.1940 Swap/Cap Payments ~~408~~721,~~715~~401.4622 Total Deposits 4346,~~618~~806,~~232~~860.8250 Withdrawals Swap Payments 0.00 Reserve Funds and Credit Enhancements 0.00 Total Administration Fees ~~340~~294,~~312~~373.7817 Payment of Interest and Principal 4346,~~277~~512,~~920~~487.0433 Total Withdrawals (Pool Distribution Amount) 4346,~~618~~806,~~232~~860.8250 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

ADMINISTRATION FEES Gross Servicing Fee* ~~334~~289,~~733~~547.8338 Master Servicing Fee - Wells Fargo Bank, N.A. 54,~~578~~825.9579 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~340~~294,~~312~~373.7817 *Servicer Payees include: OPTION ONE

Reserve and Guaranty Funds Account Name Beginning Current Current Ending Balance Withdrawals Deposits Balance Excess Reserve Fund Account 1,000.00 49,~~712~~562.1848 49,~~712~~562.1848 1,000.00 Supplemental Interest Trust 1,000.00 ~~408~~721,~~715~~401.4522 ~~408~~721,~~715~~401.4522 1,000.00 Hedge Funds Account Name Funds In (A) Funds Out(B) Net Amount(A - B) Cap Agreement - Bear Stearns 0.00 0.00 0.00 Swap Agreement - Bear Stearns 5,~~987~~263,~~129~~890.0720 54,~~578~~542,~~413~~488.6198 ~~408~~721,~~715~~401.4622

COLLATERAL STATEMENT Collateral Description Fixed & Mixed ARM Weighted Average Gross Coupon 7.~~355958~~326109% Weighted Average Net Coupon 7.~~055957~~026109% Weighted Average Pass-Through Rate 7.~~050957~~021109% Weighted Average Remaining Term ~~350~~345 Beginning Scheduled Collateral Loan Count 76,~~213~~295 Number Of Loans Paid In Full ~~177~~221 Ending Scheduled Collateral Loan Count 76,~~036~~074 Beginning Scheduled Collateral Balance 1,~~338~~158,~~933~~189,~~191~~499.9553 Ending Scheduled Collateral Balance 1,~~304~~119,~~398~~337,~~024~~141.8308 Ending Actual Collateral Balance at 31-~~May~~Oct-2006 1,~~305~~120,~~174~~176,~~660~~728.3882 Monthly P&I Constant 97,~~012~~794,~~037~~382.2655 Special Servicing Fee 0.00 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount ~~467~~519,~~606~~713.1940 Prepayment Penalty Paid Count 98110 Realized Loss Amount 15357,958.0063 Cumulative Realized Loss 15366,939.0094 Scheduled Principal ~~804~~723,~~423~~530.8235 Unscheduled Principal 3338,~~730~~128,~~743~~828.30 Required Overcollateralized Amount 0.00 Overcollateralized Increase Amount 0.00 Overcollateralized Reduction Amount 0.00 Specified O/C Amount 34,546,070.63 Overcollateralized Amount 34,546,070.63 Overcollateralized Deficiency Amount 0.00 Base Overcollateralization Amount 0.00 Extra principal distribution Amount 0.00 Excess Cash Amount 0.0010

Group Level Collateral Statement Group Group I Group II Collateral Description Fixed 15/30 & ARM Fixed 15/30 & ARM Weighted Average Coupon Rate 7.~~579450~~580472 7.~~243126~~204128 Weighted Average Net Rate 7.~~279450~~280472 6.~~943126~~904128 Pass-Through Rate 7.~~274450~~275472 6.~~938126~~899128 Weighted Average Remaining Term ~~350~~345 ~~351~~346 Record Date 0510/31/2006 0510/31/2006 Principal And Interest Constant 32,~~119~~619,~~666~~532.0176 5,~~892~~174,~~371~~849.2579 Beginning Loan Count 2,~~892~~464 43,~~321~~831 Loans Paid in Full 85103 92118 Ending Loan Count 2,~~807~~361 43,~~229~~713 Beginning Scheduled Balance ~~449~~375,~~192~~393,~~269~~252.5814 ~~889~~782,~~740~~796,~~922~~247.3739 Ending Scheduled Balance ~~434~~358,~~421~~313,~~795~~011.6437 ~~869~~761,~~976~~024,~~229~~129.1971 Scheduled Principal ~~282~~248,~~474~~151.0017 ~~521~~475,~~949~~379.8218 Unscheduled Principal 1416,~~487~~832,~~999~~089.9460 1921,~~242~~296,~~743~~738.3650 Scheduled Interest 2,~~837~~371,~~192~~381.0159 54,~~370~~699,~~421~~470.4361 Servicing Fees ~~112~~93,~~298~~848.0732 ~~222~~195,~~435~~699.2206 Master Servicing Fees 1,~~871~~564.6414 3,~~707~~261.2565 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 0.00 0.00 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest 2,~~723~~275,~~022~~969.3013 54,~~144~~500,~~278~~509.9690 Realized Loss Amount 0170,325.0047 15187,633.0016 Cumulative Realized Loss 0170,325.0047 15196,614.0047 Percentage of Cumulative Losses 0.~~0000~~0357 0.~~0000~~0211 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount ~~192~~240,~~463~~351.3051 ~~275~~279,~~142~~361.89 Prepayment Penalty Paid Count 4854 5056 Special Servicing Fee 0.00 0.00

Group Level Collateral Statement Group Total Collateral Description Fixed & Mixed ARM Weighted Average Coupon Rate 7.~~355958~~326109 Weighted Average Net Rate 7.~~055957~~026109 Pass-Through Rate 7.~~050957~~021109 Weighted Average Remaining Term ~~350~~345 Record Date 0510/31/2006 Principal And Interest Constant 97,~~012~~794,~~037~~382.2655 Beginning Loan Count 76,~~213~~295 Loans Paid in Full ~~177~~221 Ending Loan Count 76,~~036~~074 Beginning Scheduled Balance 1,~~338~~158,~~933~~189,~~191~~499.9553 Ending Scheduled Balance 1,~~304~~119,~~398~~337,~~024~~141.8308 Scheduled Principal ~~804~~723,~~423~~530.8235 Unscheduled Principal 3338,~~730~~128,~~743~~828.3010 Scheduled Interest 87,~~207~~070,~~613~~852.4420 Servicing Fees ~~334~~289,~~733~~547.2938 Master Servicing Fees 54,~~578~~825.8979 Trustee Fee 0.00 FRY Amount 0.00 Special Hazard Fee 0.00 Other Fee 0.00 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 76,~~867~~776,~~301~~479.2603 Realized Loss Amount 15357,958.0063 Cumulative Realized Loss 15366,939.0094 Percentage of Cumulative Losses 0.~~0000~~0260 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount ~~467~~519,~~606~~713.1940 Prepayment Penalty Paid Count 98110 Special Servicing Fee 0.00

Additional Reporting - Deal Level Informational Reporting Credit Enhancment % 2428.~~646079~~720844% Cumulative Loss % 0.~~000000~~025622% Structural Reporting Excess Cash Amount 21,~~046~~699,~~173~~766.9928 Extra Principal Payment Amount 0352,314.0091 Overcollateralization Amount 34,546,070.63 Overcollateralization Deficiency Amount 0.00 Overcollateralization Reduction Amount 0.00 Overcollateralization Target Amount 34,546,070.63 Trigger Event Reporting Cumulative Loss Test Trigger Result Pass Threshold Value 1.450000% Calculated Value 0.~~000000~~025622% Delinquency Test Trigger Result Pass Threshold Value 810.~~650774~~081016% Calculated Value 04.~~708504~~334116% Trigger Event Trigger Result Pass

LOAN STATUS STRATIFICATION/CREDIT ENHANCEMENT STATEMENT DELINQUENT BANKRUPTCY FORECLOSURE REO Total No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 5 0 0 5 1939,~~022,801~~763.2312 0.00 0.00 1939,~~022,801~~763.2312 30 Days ~~136~~175 12 0 0 ~~137~~177 2127,~~528~~860,~~969~~540.8584 29219,~~501~~313.9479 0.00 0.00 2128,~~558~~079,~~471~~854.7963 60 Days 4755 2 1133 0 6090 7,~~004~~990,~~858~~953.7659 ~~218~~442,~~160~~553.5649 36,~~441~~331,~~693~~595.2950 0.00 1014,~~664~~765,~~712~~102.6158 90 Days 2425 03 636 01 3065 43,~~133~~384,~~573~~437.8529 0379,302.0048 16,~~462~~414,~~202~~986.8987 061,586.0039 510,~~595~~240,~~776~~313.7403 120 Days 817 36 236 03 1362 ~~942~~1,~~083~~438,803.8197 ~~817~~986,~~090~~922.9740 ~~231~~8,~~157~~872,184.7931 0321,826.0051 111,~~990~~619,~~332~~737.5719 150 Days 012 02 026 04 044 01,596,310.0038 0174,452.0045 04,812,123.0044 0349,223.0097 06,932,110.0024 180+ Days 017 013 045 012 087 0748,329.0075 01,591,679.0028 08,530,558.0072 03,041,042.0023 013,911,609.0098 Totals ~~215~~301 1133 19176 020 ~~245~~530 3343,~~609~~019,~~486~~375.2782 24,~~087~~733,~~554~~987.7001 534,~~135~~961,~~053~~448.9784 03,773,679.0010 4086,~~832~~488,~~094~~490.9477 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.~~071063~~082318% 0.000000% 0.000000% 0.~~071063~~082318% 0.~~078365~~083894% 0.000000% 0.000000% 0.~~078365~~083894% 30 Days 12.~~932916~~881133% 0.~~014213~~032927% 0.000000% 0.000000% 12.~~947129~~914060% 12.~~649509~~487156% 0.~~002260~~019578% 0.000000% 0.000000% 12.~~651769~~506734% 60 Days 0.~~667993~~905499% 0.~~028425~~032927% 0.~~156339~~543299% 0.000000% 01.~~852757~~481725% 0.~~536699~~713365% 0.~~016715~~039507% 0.~~263696~~565232% 0.000000% 01.~~817110~~318105% 90 Days 0.~~341103~~411590% 0.~~000000~~049391% 0.~~085276~~592690% 0.~~000000~~016464% 01.~~426379~~070135% 0.~~316707~~302134% 0.~~000000~~033861% 0.~~112031~~572676% 0.~~000000~~005498% 0.~~428738~~914169% 120 Days 0.~~113701~~279881% 0.~~042638~~098782% 0.~~028425~~592690% 0.~~000000~~049391% 01.~~184764~~020744% 0.~~072181~~128444% 0.~~062604~~088104% 0.~~017711~~792034% 0.~~000000~~028730% 01.~~152495~~037313% 150 Days 0.~~000000~~197563% 0.~~000000~~032927% 0.~~000000~~428054% 0.~~000000~~065854% 0.~~000000~~724399% 0.~~000000~~142505% 0.~~000000~~015574% 0.~~000000~~429586% 0.~~000000~~031176% 0.~~000000~~618841% 180+ Days 0.~~000000~~279881% 0.~~000000~~214027% 0.~~000000~~740863% 0.~~000000~~197563% 01.~~000000~~432335% 0.~~000000~~066805% 0.~~000000~~142092% 0.~~000000~~761537% 0.~~000000~~271479% 01.~~000000~~241912% Totals 34.~~055713~~955548% 0.~~156339~~543299% 02.~~270040~~897596% 0.~~000000~~329272% 38.~~482092~~725716% 23.~~575095~~840410% 0.~~159944~~422611% 03.~~393438~~121065% 0.~~000000~~336882% 37.~~128477~~720968%

Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance ~~828~~1,~~790~~174,886.1043

Delinquency Status By ~~Groups~~Group DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group I 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 3 0 0 3 ~~369~~287,~~762~~123.7434 0.00 0.00 ~~369~~287,~~762~~123.7434 30 Days 7082 02 0 0 7084 911,~~451~~326,~~684~~948.5408 0219,313.0079 0.00 0.00 911,~~451~~546,~~684~~261.5487 60 Days 1817 2 511 0 2530 1,~~548~~981,~~802~~815.4329 ~~218~~442,~~160~~553.5649 1,~~174~~696,~~426~~364.2398 0.00 24,~~941~~120,~~389~~733.2276 90 Days 108 01 ~~3 0~~ 13 1 23 949,~~294,670~~322.3530 025,913.0007 ~~642~~2,~~919~~494,203.4209 061,586.0039 13,~~937~~531,~~589~~024.7785 120 Days 27 03 014 03 227 ~~431~~572,~~058~~825.7947 0482,284.0056 02,953,587.0053 0321,826.0051 ~~431~~4,~~058~~330,524.7907 150 Days 04 01 013 03 021 0283,342.0097 022,952.0045 01,990,953.0095 0197,479.0065 02,494,729.0002 180+ Days 010 010 018 06 044 0412,280.0020 01,362,834.0050 02,480,123.0078 01,793,651.0083 06,048,890.0031 Totals ~~100~~128 522 869 013 ~~113~~232 1215,~~726~~526,~~216~~534.1131 ~~587~~2,~~923~~842,975.3020 111,~~817~~615,~~345~~233.6533 02,374,544.0038 1532,~~131~~359,~~485~~287.0622 0-29 Days 0.~~106876~~127065% 0.000000% 0.000000% 0.~~106876~~127065% 0.~~085061~~080064% 0.000000% 0.000000% 0.~~085061~~080064% 30 Days 23.~~493766~~473105% 0.~~000000~~084710% 0.000000% 0.000000% 23.~~493766~~557814% 23.~~174295~~158507% 0.~~000000~~061155% 0.000000% 0.000000% 23.~~174295~~219662% 60 Days 0.~~641254~~720034% 0.~~071250~~084710% 0.~~178126~~465904% 0.000000% 01.~~890631~~270648% 0.~~356291~~552627% 0.~~050186~~123406% 0.~~270169~~473029% 0.000000% 01.~~676646~~149062% 90 Days 0.~~356252~~338839% 0.~~000000~~042355% 0.~~106876~~550614% 0.~~000000~~042355% 0.~~463128~~974163% 0.~~297830~~264717% 0.~~000000~~007226% 0.~~147899~~695506% 0.~~000000~~017173% 0.~~445729~~984622% 120 Days 0.~~071250~~296485% 0.~~000000~~127065% 0.~~000000~~592969% 0.~~000000~~127065% 01.~~071250~~143583% 0.~~099162~~159732% 0.~~000000~~134485% 0.~~000000~~823605% 0.~~000000~~089741% 01.~~099162~~207562% 150 Days 0.~~000000~~169420% 0.~~000000~~042355% 0.~~000000~~550614% 0.~~000000~~127065% 0.~~000000~~889454% 0.~~000000~~079010% 0.~~000000~~006400% 0.~~000000~~555175% 0.~~000000~~055067% 0.~~000000~~695652% 180+ Days 0.~~000000~~423549% 0.~~000000~~423549% 0.~~000000~~762389% 0.~~000000~~254130% 01.~~000000~~863617% 0.~~000000~~114964% 0.~~000000~~380025% 0.~~000000~~691580% 0.~~000000~~500158% 01.~~000000~~686726% Totals 35.~~562522~~421432% 0.~~178126~~931809% 02.~~285002~~922490% 0.~~000000~~550614% 49.~~025650~~826345% 24.~~927578~~329557% 0.~~135248~~792760% 03.~~418068~~238895% 0.~~000000~~662139% 39.~~480894~~023351% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group II 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 2 0 0 2 ~~653~~652,~~038~~639.4978 0.00 0.00 ~~653~~652,~~038~~639.4978 30 Days 6693 10 0 0 6793 1216,~~077~~533,~~285~~592.3176 ~~29,501~~0.9400 0.00 0.00 1216,~~106~~533,~~787~~592.2576 60 Days 2938 0 622 0 3560 56,~~456~~009,~~056~~138.3330 0.00 24,~~267~~635,~~267~~230.0652 0.00 710,~~723~~644,~~323~~368.3982 90 Days 1417 02 323 0 1742 2,~~838~~435,~~903~~114.5099 0353,389.0041 ~~819~~3,~~283~~920,783.4778 0.00 36,~~658~~709,~~186~~288.9718 120 Days 610 3 222 0 1135 ~~511~~865,~~025~~978.0250 ~~817~~504,~~090~~637.9784 ~~231~~5,~~157~~918,596.7978 0.00 17,~~559~~289,~~273~~213.7812 150 Days 08 01 013 01 023 01,312,967.0041 0151,500.00 02,821,169.0049 0151,744.0032 04,437,381.0022 180+ Days 07 03 027 06 043 0336,049.0055 0228,844.0078 06,050,434.0094 01,247,390.0040 07,862,719.0067 Totals ~~115~~173 6 11 0107 ~~132~~7 20298 27,~~883~~492,~~270~~841.1651 1,~~499~~891,~~631~~011.4081 323,~~317~~346,~~708~~215.3251 01,399,134.0072 2554,~~700~~129,~~609~~203.8855 0-29 Days 0.~~047293~~053865% 0.000000% 0.000000% 0.~~047293~~053865% 0.~~075021~~085698% 0.000000% 0.000000% 0.~~075021~~085698% 30 Days 12.~~560653~~504713% 0.~~023646~~000000% 0.000000% 0.000000% 12.~~584299~~504713% 12.~~387439~~171018% 0.~~003389~~000000% 0.000000% 0.000000% 12.~~390828~~171018% 60 Days 01.~~685741~~023431% 0.000000% 0.~~141878~~592513% 0.000000% 01.~~827619~~615944% 0.~~626792~~789057% 0.000000% 0.~~260464~~608650% 0.000000% 01.~~887255~~397707% 90 Days 0.~~331048~~457851% 0.~~000000~~053865% 0.~~070939~~619445% 0.000000% 01.~~401986~~131161% 0.~~326133~~319754% 0.~~000000~~046403% 0.~~094119~~514836% 0.000000% 0.~~420253~~880993% 120 Days 0.~~141878~~269324% 0.~~070939~~080797% 0.~~047293~~592513% 0.000000% 0.~~260109~~942634% 0.~~058707~~113711% 0.~~093867~~066264% 0.~~026555~~777168% 0.000000% 0.~~179129~~957143% 150 Days 0.~~000000~~215459% 0.~~000000~~026932% 0.~~000000~~350121% 0.~~000000~~026932% 0.~~000000~~619445% 0.~~000000~~172405% 0.~~000000~~019893% 0.~~000000~~370446% 0.~~000000~~019925% 0.~~000000~~582670% 180+ Days 0.~~000000~~188527% 0.~~000000~~080797% 0.~~000000~~727175% 0.~~000000~~161594% 01.~~000000~~158093% 0.~~000000~~044126% 0.~~000000~~030049% 0.~~000000~~794480% 0.~~000000~~163794% 01.~~000000~~032450% Totals 24.~~719319~~659305% 0.~~141878~~296256% 02.~~260109~~881767% 0.~~000000~~188527% 38.~~121305~~025855% 23.~~399070~~610071% 0.~~172278~~248308% 03.~~381138~~065580% 0.~~000000~~183720% 27.~~952486~~107679%

~~Summary~~180+ 12Delinquency ~~Month~~Summary ~~REO~~Summary History*Group ~~New~~I ~~REO~~Days ~~Loans~~Number ~~Month~~of ~~REO~~Outstanding Percentage ~~Loans~~of inNumber ~~REO~~of 0Outstanding ~~Jul-05~~Percentage ~~0.000%~~of ~~Original~~Delinquent ~~Principal~~Loans ~~Balance 0.00 Aug-05 0.000% Current~~ Actual Balance ~~0.00 Sep-05 0.000~~(%) ~~Oct-05 0.000% Current REO Total Nov-05 0.000%~~ Loans ~~in REO 0 Dec-05 0.000% Original Principal Balance 0.00 Jan-06 0.000% Current~~ Actual Balance ~~0.00 Feb-06 0.000~~(%) Mar-06 0.000% Apr-06 0.000% May-06 0.000% Jun-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group I 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Jul-05 0.000% Original Principal Balance($) ~~0.00 Aug-05 0.000% Current Actual~~ Balance($) ~~0.00~~180 ~~Sep~~-05 ~~0.000%~~209 ~~Oct-05~~32 04,629,146.~~000%~~26 ~~Current REO Total Nov-05~~ 0.~~000%~~413 ~~Loans~~20 ~~in REO 0 Dec-05 0~~2,324,791.~~000%~~61 ~~Original Principal Balance~~ 0.00648 ~~Jan-06~~210 ~~0.000% Current Actual Balance 0.00 Feb~~-06 ~~0.000%~~239 ~~Mar-06~~29 04,561,622.~~000%~~97 ~~Apr-06~~ 0.~~000%~~407 ~~May-06~~14 01,868,120.~~000%~~91 ~~Jun-06~~ 0.~~000%~~521 *The240 text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group II 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Jul-05 ~~0.000%~~269 ~~Original~~17 ~~Principal Balance 0~~3,153,539.0055 ~~Aug-05~~ 0.~~000%~~282 ~~Current~~9 ~~Actual Balance 0~~1,463,893.0096 ~~Sep-05~~ 0.~~000%~~408 ~~Oct-05~~270 ~~0.000% Current REO Total Nov~~-05 ~~0.000%~~299 ~~Loans~~9 ~~in REO 0 Dec-05 0~~1,567,301.~~000%~~20 ~~Original Principal Balance~~ 0.00140 ~~Jan-06~~1 0392,083.~~000%~~83 ~~Current Actual Balance~~ 0.00109 ~~Feb-06~~Total ~~0.000%~~87 ~~Mar-06 0~~13,911,609.~~000%~~98 ~~Apr-06 0~~1.~~000%~~242 ~~May-06~~44 06,048,890.~~000%~~31 ~~Jun-06 0~~1.~~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.~~686

~~REO~~180+ ~~Loan~~Delinquency ~~Detail~~Summary -(continued) ~~All~~Group ~~Mortgage~~II Days Number of Outstanding Percentage of Delinquent Loans inActual ~~REO~~Balance(%) ~~during~~Balance($) ~~Current~~180 ~~Period~~- ~~Month~~209 ~~Loan~~12 ~~First~~2,304,354.65 ~~Original~~0.303 ~~Loan~~210 ~~Entered~~- ~~Payment~~239 ~~LTV~~15 at2,693,502.06 ~~Principal~~0.354 ~~Group~~240 ~~Number~~- ~~REO~~269 ~~Date~~8 ~~State~~1,689,645.59 ~~Origination~~0.222 ~~Balance~~270 No- ~~REO~~299 ~~Loans~~8 ~~this~~1,175,217.37 ~~Period~~0.154 Total 43 7,862,719.67 1.033 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 ~~Loan~~History* ~~Detail~~New REO Loans Month REO Percentage Loans in REO 6 Dec-05 ~~All~~0.000% ~~Mortgage~~Original Principal Balance 683,250.00 Jan-06 0.000% Current Actual Balance 680,921.18 Feb-06 0.000% Mar-06 0.000% Current REO Total Apr-06 0.000% Loans in REO ~~during~~20 May-06 0.000% Original Principal Balance 3,782,619.00 Jun-06 0.000% Current ~~Period~~Actual ~~(continued)~~Balance 3,773,679.10 Jul-06 0.010% Aug-06 0.019% Sep-06 0.218% Oct-06 0.422% Nov-06 0.337% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group I 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 2 Dec-05 0.000% Original Principal Balance 112,950.00 Jan-06 0.000% Current ~~Paid~~Actual Balance 112,646.12 Feb-06 0.000% Mar-06 0.000% Current ~~Approximate~~REO ~~Loan~~Total Apr-06 0.000% Loans in REO 2 May-06 0.000% Original Principal Balance 112,950.00 Jun-06 0.000% Current Actual ToBalance ~~Months~~112,646.12 ~~Loan~~Jul-06 ~~Delinquent~~0.000% Aug-06 0.024% Sep-06 0.391% Oct-06 0.672% Nov-06 0.662% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group ~~Number~~II 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Dec-05 0.000% Original Principal Balance ~~Date~~0.00 ~~Delinquent~~Jan-06 ~~Rate~~0.000% ~~Interest~~Current NoActual Balance 0.00 Feb-06 0.000% Mar-06 0.000% Current REO Total Apr-06 0.000% Loans ~~this~~in ~~Period~~REO 7 May-06 0.000% Original Principal Balance 1,401,874.00 Jun-06 0.000% Current Actual Balance 1,399,134.72 Jul-06 0.015% Aug-06 0.016% Sep-06 0.134% Oct-06 0.303% Nov-06 0.184% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

~~Summary~~REO 12Loan ~~Month~~Detail ~~Foreclosure~~- History*All ~~New~~Mortgage ~~Foreclosure~~ Loans ~~Month~~in ~~Foreclosure~~REO ~~Percentage~~during ~~Loans~~Current inPeriod ~~Foreclosure~~Month 18Loan ~~Jul-05~~First ~~0.000%~~ Original ~~Principal~~Loan ~~Balance~~Entered ~~4,686,130.00~~Payment ~~Aug-05~~LTV ~~0.000%~~at ~~Current~~Principal ~~Actual~~Group ~~Balance~~Number ~~4,673,162.23~~REO ~~Sep-05~~Date ~~0.000%~~State ~~Oct-05~~Origination ~~0.000%~~Balance ~~Current~~Group ~~Foreclosure~~I ~~Total~~0031036337 ~~Nov~~Sep-052006 001-Sep-2005 CA 90.~~000%~~00 ~~Loans~~463,500.00 inGroup ~~Foreclosure~~I 190041069267 ~~Dec~~Sep-052006 ~~0.000%~~01-Aug-2005 ~~Original~~MO ~~Principal~~80.00 ~~Balance 5~~64,~~149,630~~800.00 ~~Jan-06~~Group ~~0.000%~~I ~~Current~~0161044352 ~~Actual Balance 5,135,053.97 Feb~~Nov-062006 ~~0.000% Mar~~01-~~06 0.000% Apr~~Oct-062005 ~~0.000%~~NH ~~May-06 0~~95.~~251%~~00 ~~Jun-06 0~~247,000.~~393%~~00 *TheGroup ~~text~~I ~~reported~~0271022187 inOct-2006 ~~the~~01-Jul-2005 ~~above~~AZ ~~table~~100.00 is400,000.00 ~~presented~~Group ~~graphically~~I on0341027388 ~~the~~Nov-2006 ~~monthly~~01-Oct-2005 ~~bond~~NC ~~remittance~~90.00 ~~report~~127,800.00 ~~The~~Group ~~monthly~~I ~~bond~~0381024288 ~~remittance~~Sep-2006 ~~report~~01-Oct-2005 ~~can~~RI be85.00 ~~viewed online at www~~212,500.~~ctslink.com.~~00 Group I 120391013951 ~~Month~~Nov-2006 ~~Foreclosure~~01-Nov-2005 History*TN ~~New~~85.00 ~~Foreclosure~~93,500.00 ~~Loans~~Group ~~Month~~I ~~Foreclosure~~0391014982 ~~Percentage~~Nov-2006 ~~Loans in Foreclosure 1 Jul~~01-05Nov-2005 0TN 85.~~000%~~00 ~~Original Principal Balance 240~~102,000.00 ~~Aug-05~~Group ~~0.000%~~I ~~Current~~0391015131 ~~Actual Balance 239,574.53 Sep~~Nov-052006 ~~0.000% Oct~~01-~~05 0.000% Current Foreclosure Total~~ Nov-052005 0AL 78.~~000%~~77 ~~Loans~~51,200.00 inGroup ~~Foreclosure~~I 10401003758 ~~Dec~~Sep-052006 ~~0.000%~~01-Oct-2005 ~~Original~~CT ~~Principal~~100.00 ~~Balance 240~~393,000.00 ~~Jan-06~~Group ~~0.000%~~I ~~Current~~0551008423 ~~Actual Balance 239,574.53 Feb~~Oct-062006 ~~0.000% Mar~~01-~~06 0.000% Apr~~Oct-062005 ~~0.000%~~TX ~~May-06 0~~95.~~391%~~00 ~~Jun-06 0~~82,175.~~418%~~00 *TheGroup ~~text~~I ~~reported~~0641013978 inSep-2006 ~~the~~01-Dec-2005 ~~above~~TX ~~table~~80.00 is81,520.00 ~~presented~~Group ~~graphically~~I on0791004743 ~~the~~Nov-2006 ~~monthly~~01-Dec-2005 ~~bond~~MO ~~remittance~~95.00 ~~report~~61,750.00 ~~The~~Group ~~monthly~~II ~~bond~~0051060912 ~~remittance~~Sep-2006 ~~report~~01-Nov-2005 ~~can~~GA be80.00 ~~viewed online at www~~120,000.~~ctslink.com.~~00 Group II 120301002335 ~~Month~~Sep-2006 ~~Foreclosure~~01-Oct-2005 History*ID ~~New~~91.94 ~~Foreclosure~~85,500.00 ~~Loans~~Group ~~Month~~II ~~Foreclosure~~0351030107 ~~Percentage~~Oct-2006 ~~Loans in Foreclosure 3 Jul~~01-05Oct-2005 0TX 95.~~000%~~00 ~~Original Principal Balance 873~~152,~~350~~238.00 ~~Aug-05~~Group ~~0.000%~~II ~~Current~~0371028045 ~~Actual~~Oct-2006 ~~Balance 869,879.55~~ 01-Sep-052005 0FL 80.~~000%~~00 ~~Oct-05 0~~127,936.~~000%~~00 ~~Current~~Group ~~Foreclosure~~II ~~Total~~0391015307 ~~Nov~~Oct-052006 ~~0.000% Loans in Foreclosure 3~~ 01-Dec-052005 0AL 100.~~000%~~00 ~~Original Principal Balance 873~~690,~~350~~000.00 ~~Jan-06~~Group ~~0.000%~~II ~~Current~~0551008072 ~~Actual Balance 869,879.55 Feb~~Sep-062006 ~~0.000% Mar~~01-~~06 0.000% Apr~~Oct-062005 ~~0.000%~~TX ~~May-06 0~~100.~~181%~~00 ~~Jun-06 0~~95,000.~~381%~~00 *TheGroup ~~text~~II ~~reported~~0641013738 inJul-2006 ~~the~~01-Dec-2005 ~~above~~TX ~~table is presented graphically on the monthly bond remittance report~~80.00 ~~The monthly bond remittance report can be viewed online at www~~131,200.~~ctslink.com.~~00

~~Foreclosure~~REO Loan Detail - All Mortgage Loans in ~~Foreclosure~~REO during Current Period ~~Month~~(continued) ~~Loan~~Current ~~First~~Paid ~~Original~~Current Approximate Loan ~~Entered~~Actual ~~Payment~~To ~~LTV~~Months atLoan ~~Principal~~Delinquent Group Number FCBalance Date ~~State~~Delinquent ~~Origination~~Rate ~~Balance~~Interest Group I 0031036337 ~~May-2006~~461,891.74 01-~~Sep~~Jan-~~2005~~2006 CA8 907.00900% ~~463~~26,~~500~~232.0071 Group I ~~0051060474~~0041069267 ~~Jun-2006~~64,552.17 01-~~Oct~~Apr-~~2005~~2006 GA5 8810.39350% 983,~~910~~779.0023 Group I ~~0161044620~~0161044352 ~~Jun-2006~~246,448.55 01-~~Oct~~Jan-~~2005~~2006 MA8 868.00950% ~~473~~15,~~000~~941.0087 Group I ~~0171027823~~0271022187 ~~Jun-2006~~400,000.00 01-~~Oct~~Mar-~~2005~~2006 AZ6 548.04150% ~~154~~20,~~000~~933.0036 Group I ~~0231072529~~0341027388 ~~Jun-2006~~127,264.59 01-~~Oct~~May-~~2005~~2006 ME4 669.67340% ~~100~~5,~~000~~744.0044 Group I 0381024288 ~~Jun-2006~~211,813.11 01-~~Oct~~Feb-~~2005~~2006 RI7 858.00250% ~~212~~12,~~500~~595.0037 Group I ~~0641013978~~0391013951 ~~Jun-2006~~93,163.37 01-~~Dec~~May-~~2005~~2006 TX4 809.00400% 814,~~520~~233.0023 Group I ~~0741013749~~0391014982 ~~Jun-2006~~101,398.55 01-~~Nov~~May-~~2005~~2006 OH4 756.00950% ~~240~~3,~~000~~364.0014 Group III ~~0051060912~~0391015131 ~~Jun-2006~~51,059.73 01-~~Nov~~Apr-~~2005~~2006 GA5 809.00950% ~~120~~2,~~000~~870.0013 Group III ~~0211035672~~0401003758 ~~Jun-2006~~392,083.83 01-~~Oct~~Dec-2005 PA9 957.00300% ~~323~~20,~~000~~485.0018 Group III ~~0231067648~~0551008423 ~~Jun-2006~~81,867.75 01-~~Aug~~Apr-~~2005~~2006 NJ5 ~~100~~9.00250% ~~160~~4,~~000~~267.0004 Group III ~~0231073659~~0641013978 ~~Jun-2006~~81,414.60 01-~~Nov~~Jan-~~2005~~2006 MA8 808.00200% ~~353~~4,~~600~~807.0074 Group III ~~0271024665~~0791004743 61,586.39 01-Jun-2006 3 10.850% 2,705.08 Group II 0051060912 119,898.93 01-~~Nov~~Dec-2005 MD9 8510.00250% ~~212~~8,~~500~~923.0092 Group II ~~0331040013~~0301002335 ~~Jun-2006~~85,500.00 01-~~Oct~~Dec-2005 NY9 858.00050% ~~437~~4,~~750~~969.0062 Group II ~~0341026488~~0351030107 ~~Jun-2006~~151,744.32 01-~~Sep~~Apr-~~2005~~2006 NC5 809.00900% ~~111~~8,~~600~~485.0021 Group II ~~0511039385~~0371028045 ~~Jun-2006~~127,430.71 01-~~Nov~~Jan-~~2005~~2006 CA8 957.00850% ~~593~~7,~~750~~189.0032 Group II ~~0521027538~~0391015307 ~~Jun-2006~~688,635.85 01-~~Nov~~Jan-~~2005~~2006 IN8 956.00050% ~~285~~29,~~000~~547.0023 Group II ~~0611018100~~0551008072 ~~Jun-2006~~94,881.19 01-~~Oct~~Dec-2005 NY9 908.00650% ~~405~~5,~~000~~932.0097 Group II ~~0631008979~~0641013738 ~~Jun-2006~~131,043.72 01-~~Oct~~Jan-~~2005~~2006 CA8 808.00600% ~~324~~8,~~000~~132.0042

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

Summary 12 Month Foreclosure ~~Loan~~History* ~~Detail~~New -Foreclosure ~~All~~Loans ~~Mortgage~~Month Foreclosure Percentage Loans in Foreclosure ~~during~~53 ~~Current~~Dec-05 ~~Period~~0.000% ~~(continued)~~Original ~~Current~~Principal ~~Paid~~Balance ~~Current~~9,503,821.00 ~~Approximate~~Jan-06 ~~Loan~~0.000% Current Actual ToBalance ~~Months~~9,470,239.65 ~~Loan~~Feb-06 ~~Delinquent~~0.000% ~~Group~~Mar-06 ~~Number~~0.000% ~~Balance~~Current ~~Date~~Foreclosure ~~Delinquent~~Total ~~Rate~~Apr-06 ~~Interest~~0.000% ~~Group~~Loans Iin ~~0031036337~~Foreclosure ~~461,891.74~~176 01May-~~Jan-2006~~06 ~~3 7~~0.~~900~~251% ~~11,680.36~~Original ~~Group~~Principal IBalance ~~0051060474 98~~35,~~542~~095,534.7000 01Jun-~~Feb-2006~~06 ~~2 8~~0.~~400~~393% 2Current Actual Balance 34,~~658~~961,448.0584 ~~Group~~Jul-06 I0.823% ~~0161044620~~Aug-06 ~~470,775~~1.53408% 01Sep-~~Feb~~06 1.965% Oct-~~2006~~06 2 6.~~350~~679% ~~9,480~~Nov-06 3.26121% ~~Group~~*The Itext ~~0171027823~~reported ~~153,720.36~~in ~~01-Feb-2006~~the 2above ~~11.000%~~table ~~5,479.59~~is ~~Group~~presented Igraphically ~~0231072529~~on ~~99,613.08~~the ~~01-Jan-2006~~monthly 3bond 7remittance report.~~600%~~ ~~2,419~~The monthly bond remittance report can be viewed online at www.32ctslink.com. Group I ~~0381024288~~12 ~~211,813.11~~Month ~~01-Feb-2006~~Foreclosure 2History* 8New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 1 Dec-05 0.~~250~~000% ~~5,607.45~~Original ~~Group~~Principal IBalance ~~0641013978 81~~226,~~414~~800.6000 ~~01-~~Jan-~~2006~~06 ~~3 8~~0.~~200~~000% ~~2,140.38~~Current ~~Group~~Actual IBalance ~~0741013749 239~~225,~~574~~200.5323 ~~01-~~Feb-~~2006~~06 ~~2 10~~0.~~050~~000% ~~7,780~~Mar-06 0.86000% ~~Group~~Current IIForeclosure ~~0051060912~~Total ~~119,898.93 01~~Apr-~~Dec-2005~~06 ~~4 10~~0.~~250~~000% ~~3,970.63~~Loans ~~Group~~in IIForeclosure ~~0211035672~~5 ~~321,890.72 01~~May-~~Feb-2006~~06 ~~2 7~~0.~~950~~391% ~~8,199.53~~Original ~~Group~~Principal IIBalance ~~0231067648 160~~690,~~000~~600.00 01Jun-~~Feb-2006~~06 ~~2 7~~0.~~990~~418% ~~4,101.32~~Current ~~Group~~Actual IIBalance ~~0231073659 352~~686,~~697~~397.9548 01Jul-~~Feb-2006~~06 ~~2 8~~1.~~300~~009% ~~9,396.~~Aug-06 ~~Group~~1.402% IISep-06 ~~0271024665~~1.779% ~~212,028~~Oct-06 2.66880% 01Nov-~~Jan-2006~~06 3 7.~~550~~239% ~~5,114.34~~*The ~~Group~~text IIreported ~~0331040013~~in ~~435,611.04~~the ~~01-Feb-2006~~above 2table 6is presented graphically on the monthly bond remittance report.~~150%~~ ~~8,481~~The monthly bond remittance report can be viewed online at www.66ctslink.com. Group II ~~0341026488~~12 ~~111,258.86~~Month ~~01-~~Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 30 Dec-~~2005~~05 ~~4 7~~0.~~400~~000% 2Original Principal Balance 5,~~625~~873,466.8700 ~~Group~~Jan-06 II0.000% ~~0511039385~~Current ~~593~~Actual Balance 5,~~750~~858,961.0088 ~~01-~~Feb-~~2006~~06 ~~2 6~~0.~~990~~000% ~~13,240~~Mar-06 0.60000% ~~Group~~Current IIForeclosure ~~0521027538~~Total ~~284,245~~Apr-06 0.16000% ~~01-Jan-2006~~Loans 3in Foreclosure 6 May-06 0.~~650~~181% 6Original Principal Balance 1,~~002~~398,210.9900 ~~Group~~Jun-06 II0.381% ~~0611018100~~Current ~~403~~Actual Balance 1,~~317~~389,352.3521 01Jul-~~Feb-2006~~06 ~~2 6~~0.~~990~~732% ~~8,982~~Aug-06 1.47410% ~~Group~~Sep-06 II2.055% ~~0631008979~~Oct-06 ~~323,009~~2.65583% 01Nov-~~Jan-2006~~06 3 7.~~400~~066% ~~7,629~~*The text reported in the above table is presented graphically on the monthly bond remittance report.58 The monthly bond remittance report can be viewed online at www.ctslink.com.

~~Summary~~Foreclosure 12Loan ~~Month~~Detail ~~Bankruptcy~~- History*All ~~New~~Mortgage ~~Bankruptcy~~ Loans in Foreclosure during Current Period Month ~~Bankruptcy~~Loan ~~Percentage~~First ~~Loans~~Original inLoan ~~Bankruptcy~~Entered 4Payment ~~Jul~~LTV at Principal Group Number FC Date State Origination Balance Group I 0011077774 Oct-052006 001-Oct-2005 CA 57.14 200,000%.00 ~~Original~~Group ~~Principal~~I ~~Balance~~0021066439 ~~488~~Nov-2006 01-Oct-2005 NV 90.00 226,~~105~~800.00 Group I 0031038531 Sep-2006 01-Nov-2005 CA 62.99 240,000.00 Group I 0041070792 Jul-2006 01-Oct-2005 IN 90.00 193,500.00 Group I 0041071495 Nov-2006 01-Oct-2005 KS 95.00 122,550.00 Group I 0041071520 Nov-2006 01-Oct-2005 MO 80.00 50,880.00 Group I 0051061138 Nov-2006 01-Nov-2005 GA 80.00 142,800.00 Group I 0061059690 Nov-2006 01-Sep-2005 OH 85.00 115,600.00 Group I 0061059726 Jul-2006 01-Aug-052005 0PA 69.57 96,000%.00 ~~Current~~Group ~~Actual~~I ~~Balance~~0061062892 ~~486~~Nov-2006 01-Dec-2005 KY 80.00 156,~~135~~000.4000 Group I 0081058987 Oct-2006 01-Nov-2005 VA 95.00 109,250.00 Group I 0101051829 Oct-2006 01-Dec-2005 TX 80.00 130,400.00 Group I 0121042172 Sep-052006 001-Sep-2005 WI 64.99 242,400.00 Group I 0121043136 Sep-2006 01-Nov-2005 WI 89.68 113,000%.00 Group I 0121044020 Nov-2006 01-Dec-2005 MN 80.00 173,600.00 Group I 0121044116 Sep-2006 01-Dec-2005 MN 95.00 207,100.00 Group I 0131033516 Sep-2006 01-Sep-2005 OH 80.00 63,600.00 Group I 0131034075 Oct-052006 001-Aug-2005 OH 80.00 173,600.00 Group I 0131034795 Oct-2006 01-Oct-2005 OH 90.00 190,800.00 Group I 0131034975 Nov-2006 01-Oct-2005 IN 69.33 52,000%.00 ~~Current~~Group ~~Bankruptcy~~I ~~Total~~0131035459 Aug-2006 01-Oct-2005 OH 80.00 52,800.00 Group I 0141049828 Oct-2006 01-Oct-2005 CT 81.46 334,000.00 Group I 0161043796 Oct-2006 01-Sep-2005 CT 92.08 221,000.00 Group I 0161045199 Oct-2006 01-Nov-052005 0RI 95.00 247,000%.00 ~~Loans~~Group inI ~~Bankruptcy~~0161045614 11Sep-2006 01-Dec-052005 0MA 88.92 297,000%.00 ~~Original~~Group ~~Principal~~I ~~Balance~~0171026940 2Oct-2006 01-Aug-2005 AZ 83.49 177,~~091~~000.00 Group I 0171027823 Jun-2006 01-Oct-2005 AZ 54.04 154,~~235~~000.00 ~~Jan~~Group I 0191027495 Sep-062006 001-Nov-2005 WA 80.00 240,000%.00 ~~Current~~Group ~~Actual~~I ~~Balance~~0211033465 2Aug-2006 01-Sep-2005 NJ 52.31 136,~~087~~000.00 Group I 0211034253 Nov-2006 01-Oct-2005 GA 80.00 104,~~554~~800.7000 ~~Feb~~Group I 0211034316 Oct-062006 001-Oct-2005 FL 90.00 119,700.00 Group I 0231072529 Jun-2006 01-Oct-2005 ME 66.67 100,000%.00 ~~Mar~~Group I 0271024311 Nov-062006 001-Oct-2005 CA 88.29 362,000%.00 ~~Apr~~Group I 0301003039 Nov-062006 001-Nov-2005 OR 80.~~071%~~00 ~~May~~136,000.00 Group I 0321027248 Oct-062006 001-Jul-2005 UT 100.~~127%~~00 ~~Jun~~130,000.00 Group I 0321029467 Oct-062006 001-Nov-2005 CO 95.~~160%~~00 *The153,900.00 ~~text~~Group ~~reported~~I in0321029741 ~~the~~Nov-2006 ~~above~~01-Nov-2005 ~~table~~UT is80.00 ~~presented~~98,000.00 ~~graphically~~Group onI ~~the~~0321029796 ~~monthly~~Nov-2006 ~~bond~~01-Nov-2005 ~~remittance~~CO ~~report~~80.00 ~~The~~208,000.00 ~~monthly~~Group ~~bond~~I ~~remittance~~0331039782 ~~report~~Nov-2006 ~~can~~01-Oct-2005 beNY ~~viewed~~65.00 ~~online~~224,250.00 atGroup ~~www~~I 0341027023 Oct-2006 01-Oct-2005 NC 95.~~ctslink~~00 117,800.~~com~~00 Group I 0341027184 Oct-2006 01-Oct-2005 SC 90.00 166,500.00 Group I 120341028417 ~~Month~~Sep-2006 ~~Bankruptcy~~01-Dec-2005 History*SC ~~New~~80.00 ~~Bankruptcy~~136,988.00 ~~Loans~~Group ~~Month~~I ~~Bankruptcy~~0361025036 ~~Percentage~~Nov-2006 ~~Loans~~01-Jul-2005 inMI ~~Bankruptcy~~100.00 2121,500.00 Group I 0361027361 Nov-2006 01-Nov-2005 MI 80.00 132,000.00 Group I 0371028195 Aug-2006 01-Oct-2005 FL 92.00 69,000.00 Group I 0371028613 Aug-2006 01-Oct-2005 FL 90.00 225,000.00 Group I 0401003331 Aug-2006 01-Sep-2005 MI 83.38 155,920.00 Group I 0561002591 Sep-2006 01-Jul-052005 0FL 100.00 75,000%.00 ~~Original~~Group ~~Principal~~I ~~Balance~~0561003950 ~~280~~Sep-2006 01-Nov-2005 FL 71.43 150,~~800~~000.00 Group I 0581003104 Aug-052006 001-Nov-2005 CA 81.36 288,000%.00 ~~Current~~Group ~~Actual~~I ~~Balance~~0581003351 ~~279~~Nov-2006 01-Nov-2005 CA 90.00 373,~~470~~500.9200 Group I 0611017554 Nov-2006 01-Sep-052005 0NY 63.64 210,000%.00 Group I 0611019554 Sep-2006 01-Nov-2005 NY 67.11 255,000.00 Group I 0641013039 Sep-2006 01-Nov-2005 TX 80.00 92,000.00 Group I 0651011668 Oct-052006 001-Sep-2005 OH 90.00 65,610.00 Group I 0661010395 Sep-2006 01-Dec-2005 CA 90.00 225,000%.00 ~~Current~~Group ~~Bankruptcy~~I ~~Total~~0661010582 Oct-2006 01-Nov-052005 0CA 90.00 360,000%.00 ~~Loans~~Group inI ~~Bankruptcy~~0671008050 2Nov-2006 01-Dec-052005 0CA 80.00 304,000%.00 ~~Original~~Group ~~Principal~~I ~~Balance~~0681009073 Sep-2006 01-Nov-2005 ME 80.00 91,200.00 Group I 0711007899 Oct-2006 01-Sep-2005 MA 80.00 352,000.00 ~~Jan~~Group I 0761012629 Oct-062006 001-Oct-2005 WI 75.~~000%~~00 ~~Current~~131,250.00 ~~Actual~~Group ~~Balance~~I ~~199~~0771006817 Nov-2006 01-Oct-2005 TX 75.00 62,~~420~~175.4600 ~~Feb~~Group I 0771007343 Nov-062006 001-Nov-2005 TX 80.00 50,000%.00 ~~Mar~~Group I 0791004158 Sep-062006 001-Oct-2005 NE 50.00 50,000%.00 ~~Apr~~Group I 0791004313 Oct-062006 001-Oct-2005 IA 90.~~048%~~00 ~~May~~180,000.00 Group I 0831048290 Oct-062006 001-Aug-2005 NJ 79.~~090%~~07 ~~Jun~~427,000.00 Group I 0841005698 Nov-062006 001-Jul-2005 MI 100.~~135%~~00 *The99,900.00 ~~text~~Group ~~reported~~I in0841008575 ~~the~~Nov-2006 ~~above~~01-Oct-2005 ~~table~~MI is80.00 ~~presented~~104,000.00 ~~graphically~~Group onI ~~the~~0851001751 ~~monthly~~Aug-2006 ~~bond~~01-Oct-2005 ~~remittance~~NJ ~~report~~81.73 ~~The~~106,250.00 ~~monthly~~Group ~~bond~~II ~~remittance~~0011077865 ~~report~~Nov-2006 ~~can~~01-Nov-2005 beCA ~~viewed~~80.00 ~~online~~271,999.00 atGroup ~~www~~II 0031037633 Nov-2006 01-Nov-2005 CA 80.~~ctslink~~00 455,200.~~com~~00 Group II 0041068950 Aug-2006 01-Sep-2005 IL 80.00 135,200.00 Group II 120041069183 ~~Month~~Nov-2006 ~~Bankruptcy~~01-Aug-2005 History*WI ~~New~~85.00 ~~Bankruptcy~~102,000.00 ~~Loans~~Group ~~Month~~II ~~Bankruptcy~~0041071308 ~~Percentage~~Sep-2006 ~~Loans~~01-Oct-2005 inIL ~~Bankruptcy~~95.00 1555,750.00 Group II 0041071666 Jul-052006 001-Oct-2005 IN 80.00 71,920.00 Group II 0041071744 Sep-2006 01-Oct-2005 IN 95.00 96,805.00 Group II 0041072556 Oct-2006 01-Dec-2005 IL 80.00 232,000%.00 ~~Original~~Group ~~Principal~~II ~~Balance~~0051060365 Oct-2006 01-Oct-2005 GA 85.00 110,500.00 Group II 0061058958 Jul-2006 01-Jul-2005 OH 100.00 230,000.00 Group II 0061060150 Oct-2006 01-Aug-052005 0OH 85.00 67,150.00 Group II 0061060909 Aug-2006 01-Oct-2005 PA 80.00 79,920.00 Group II 0061062549 Oct-2006 01-Dec-2005 OH 83.33 50,000%.00 ~~Current~~Group ~~Actual~~II ~~Balance~~0071067176 ~~110~~Oct-2006 01-Aug-2005 FL 100.00 450,~~038~~000.4900 Group II 0071069641 Nov-2006 01-Nov-2005 FL 80.00 212,000.00 Group II 0101050672 Oct-2006 01-Oct-2005 TX 80.00 200,000.00 Group II 0101052209 Oct-2006 01-Dec-2005 TX 80.00 100,000.00 Group II 0121040031 Nov-2006 01-Jun-2005 WI 100.00 139,000.00 Group II 0121042025 Nov-2006 01-Sep-052005 0MN 80.00 75,200.00 Group II 0121042232 Aug-2006 01-Oct-2005 MN 92.59 499,986.00 Group II 0131034906 Oct-2006 01-Oct-2005 OH 95.00 95,475.00 Group II 0131035105 Oct-2006 01-Oct-2005 TN 80.00 165,600.00 Group II 0131036208 Jul-2006 01-Dec-2005 KY 80.00 116,800.00 Group II 0141049839 Oct-2006 01-Sep-2005 NY 52.00 650,000%.00 Group II 0141050160 Sep-2006 01-Oct-052005 0CT 80.00 148,000%.00 ~~Current~~Group ~~Bankruptcy~~II ~~Total~~0161043518 Sep-2006 01-Sep-2005 MA 80.00 145,600.00 Group II 0161044841 Oct-2006 01-Oct-2005 VT 80.00 146,320.00 Group II 0161044861 Sep-2006 01-Oct-2005 NH 80.00 244,000.00 Group II 0191026238 Oct-2006 01-Oct-2005 WA 95.00 118,750.00 Group II 0211034158 Oct-2006 01-Sep-2005 MD 90.00 463,500.00 Group II 0211034176 Nov-052006 001-Sep-2005 GA 80.00 188,000%.00 ~~Loans~~Group inII ~~Bankruptcy~~0211035385 2Sep-2006 01-Dec-052005 0GA 80.00 139,200.00 Group II 0211035672 Jun-2006 01-Oct-2005 PA 95.00 323,000%.00 ~~Original~~Group ~~Principal~~II ~~Balance~~0231070232 ~~140~~Jul-2006 01-Oct-2005 NY 80.00 340,000.00 Group II 0231071887 Aug-2006 01-Oct-2005 NJ 100.00 147,000.00 Group II 0231074949 Sep-2006 01-Dec-2005 MA 80.00 312,000.00 Group II 0251038212 Oct-2006 01-Nov-2005 MN 80.00 88,000.00 Group II 0261053746 Nov-2006 01-Sep-2005 OH 80.00 76,000.00 Group II 0271024202 Oct-2006 01-Oct-2005 TX 80.00 99,200.00 Group II 0271025398 Nov-2006 01-Dec-2005 NV 80.00 236,000.00 Group II 0291001803 Nov-2006 01-Oct-2005 FL 99.94 164,900.00 Group II 0301002079 Oct-2006 01-Sep-2005 WA 80.00 203,760.00 Group II 0301002713 Nov-2006 01-Oct-2005 ID 80.00 102,400.00 Group II 0301002970 Nov-2006 01-Nov-2005 OR 85.00 174,250.00 Group II 0311027252 Oct-2006 01-Jul-2005 NJ 100.00 216,000.00 Group II 0311027898 Aug-2006 01-Sep-2005 NJ 90.00 202,050.00 Group II 0321026863 Aug-2006 01-Jul-2005 CO 100.00 146,000.00 Group II 0321027085 Oct-2006 01-Aug-2005 WY 100.00 161,000.00 Group II 0321028930 Nov-2006 01-Oct-2005 CO 95.00 182,400.00 Group II 0321029470 Aug-2006 01-Nov-2005 UT 80.00 152,000.00 Group II 0331038484 Sep-2006 01-Aug-2005 NY 80.36 538,400.00 Group II 0331039004 Sep-2006 01-Oct-2005 NY 75.00 285,000.00 Group II 0341026822 Aug-2006 01-Oct-2005 SC 90.00 58,320.00 Group II 0341026858 Aug-2006 01-Oct-2005 NC 85.00 108,060.00 ~~Jan~~Group II 0341027465 Nov-062006 001-Nov-2005 SC 95.00 133,000%.00 ~~Current~~Group ~~Actual~~II ~~Balance~~0351028853 ~~139~~Aug-2006 01-Sep-2005 TX 80.00 111,~~540~~920.4300 ~~Feb~~Group II 0351029714 Sep-062006 001-Oct-2005 TX 95.00 114,000%.00 ~~Mar~~Group II 0371028649 Nov-062006 001-Oct-2005 FL 100.00 250,500.00 Group II 0371029405 Sep-2006 01-Nov-2005 FL 70.00 225,400.00 Group II 0371030053 Sep-2006 01-Dec-2005 FL 80.00 178,000%.00 ~~Apr~~Group II 0381024452 Nov-062006 001-Nov-2005 MA 37.~~083%~~14 ~~May~~130,000.00 Group II 0391012350 Oct-062006 001-Jul-2005 LA 100.~~145%~~00 100,000.00 Group II 0391014065 Nov-2006 01-Sep-2005 TN 80.00 147,200.00 Group II 0391015130 Sep-2006 01-Nov-2005 TN 80.00 92,000.00 Group II 0511037927 Sep-2006 01-Nov-2005 CA 80.00 308,000.00 Group II 0511039235 Sep-2006 01-Nov-2005 CA 80.00 336,000.00 Group II 0511039319 Nov-2006 01-Nov-2005 CA 80.00 259,200.00 Group II 0511039385 Jun-062006 001-Nov-2005 CA 95.~~172%~~00 *The593,750.00 ~~text~~Group ~~reported~~II in0511039578 ~~the~~Nov-2006 ~~above~~01-Nov-2005 ~~table~~CA is75.00 ~~presented~~300,000.00 ~~graphically~~Group onII ~~the~~0521028750 ~~monthly~~Aug-2006 ~~bond~~01-Oct-2005 ~~remittance~~OH ~~report~~95.00 ~~The~~109,250.00 ~~monthly~~Group ~~bond~~II ~~remittance~~0521028847 ~~report~~Nov-2006 ~~can~~01-Oct-2005 beMI ~~viewed~~80.00 ~~online~~113,600.00 atGroup ~~www~~II 0521029107 Nov-2006 01-Oct-2005 MI 74.~~ctslink~~77 80,004.~~com~~00 Group II 0521030199 Oct-2006 01-Nov-2005 WI 70.00 116,900.00 Group II 0561003826 Oct-2006 01-Nov-2005 FL 95.00 255,550.00 Group II 0581002828 Sep-2006 01-Nov-2005 CA 76.36 407,000.00 Group II 0611017975 Aug-2006 01-Oct-2005 NY 85.00 667,250.00 Group II 0611018100 Jun-2006 01-Oct-2005 NY 90.00 405,000.00 Group II 0611018823 Sep-2006 01-Nov-2005 NY 85.00 683,400.00 Group II 0611020096 Aug-2006 01-Dec-2005 FL 95.00 484,500.00 Group II 0631007601 Nov-2006 01-Jul-2005 CA 100.00 440,000.00 Group II 0631008979 Jun-2006 01-Oct-2005 CA 80.00 324,000.00 Group II 0631009421 Nov-2006 01-Oct-2005 CA 95.00 653,600.00 Group II 0641011843 Oct-2006 01-Oct-2005 OK 94.61 231,800.00 Group II 0641012813 Nov-2006 01-Nov-2005 TX 90.00 207,900.00 Group II 0651011587 Aug-2006 01-Sep-2005 PA 90.00 333,000.00 Group II 0651012591 Sep-2006 01-Nov-2005 SC 90.00 63,824.00 Group II 0661009773 Oct-2006 01-Oct-2005 MI 95.00 147,155.00 Group II 0671005527 Oct-2006 01-Sep-2005 CA 85.00 191,250.00 Group II 0681007842 Sep-2006 01-Sep-2005 MA 80.00 187,200.00 Group II 0681007954 Oct-2006 01-Sep-2005 NH 80.00 191,920.00 Group II 0681009117 Sep-2006 01-Nov-2005 ME 85.00 383,350.00 Group II 0681009683 Aug-2006 01-Dec-2005 ME 90.00 229,500.00 Group II 0691005320 Aug-2006 01-Oct-2005 DC 55.00 198,000.00 Group II 0711008368 Oct-2006 01-Dec-2005 VT 65.60 143,000.00 Group II 0721008781 Aug-2006 01-Dec-2005 AZ 59.52 125,000.00 Group II 0731012679 Nov-2006 01-Nov-2005 GA 80.00 120,000.00 Group II 0761012480 Oct-2006 01-Oct-2005 WI 95.00 167,200.00 Group II 0791003962 Nov-2006 01-Oct-2005 WY 100.00 100,500.00 Group II 0791004190 Sep-2006 01-Oct-2005 SD 80.00 129,600.00 Group II 0791004822 Aug-2006 01-Nov-2005 NE 76.19 80,000.00 Group II 0831048034 Sep-2006 01-Sep-2005 NY 29.60 296,000.00 Group II 0841007085 Oct-2006 01-Sep-2005 MI 80.00 153,200.00 Group II 0841007610 Nov-2006 01-Sep-2005 MI 80.00 77,520.00 Group II 0841008202 Nov-2006 01-Oct-2005 MI 90.00 148,500.00 Group II 0841008563 Nov-2006 01-Nov-2005 MI 80.00 104,000.00 Group II 0841008685 Oct-2006 01-Oct-2005 MI 80.00 94,960.00 Group II 0841009700 Nov-2006 01-Dec-2005 MI 100.00 228,593.00

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 Group I 0051060860 May-2006 01-Nov-2005 GA 80.00 76,000.00 Group I 0051061138 Jun-2006 01-Nov-2005 GA 80.00 142,800.00 Group I 0101050387 Apr-2006 01-Oct-2005 TX 80.00 124,000.00 Group I 0721007846 Jun-2006 01-Sep-2005 AZ 60.00 138,000.00 Group I 0841007820 May-2006 01-Sep-2005 MI 80.00 109,920.00 Group II 0041071308 Apr-2006 01-Oct-2005 IL 95.00 555,750.00 Group II 0041071744 Jun-2006 01-Oct-2005 IN 95.00 96,805.00 Group II 0051061470 Jun-2006 01-Dec-2005 GA 85.00 110,500.00 Group II 0191027244 May-2006 01-Nov-2005 CT 79.85 543,000.00 Group II 0291001803 Apr-2006 01-Oct-2005 FL 99.94 164,900.00 Group II 0341026982 Apr-2006 01-Oct-2005 SC 100.00 29,560.00

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

Summary 12 Month Bankruptcy ~~Detail~~History* -New ~~All~~Bankruptcy ~~Mortgage~~Loans Month Bankruptcy Percentage Loans in Bankruptcy ~~during~~10 ~~Current~~Dec-05 ~~Period~~0.000% ~~(continued)~~Original ~~Group~~Principal ~~Loan~~Balance 1,509,050.00 Jan-06 0.000% Current ~~Paid~~Actual ToBalance ~~Months~~1,501,291.57 Feb-06 0.000% Mar-06 0.000% Current ~~Approximate~~Bankruptcy ~~Number~~Total ~~Actual~~Apr-06 ~~Date~~0.071% ~~Delinquent~~Loans ~~Loan~~in ~~Rate~~Bankruptcy ~~Delinquent~~33 ~~Balance~~May-06 ~~Interest~~0.127% ~~Group~~Original IPrincipal ~~0051060860~~Balance 754,~~842~~752,385.2200 01Jun-~~Feb-2006~~06 ~~2 9~~0.~~300~~160% 2Current Actual Balance 4,~~273~~733,987.4601 ~~Group~~Jul-06 I0.225% ~~0051061138~~Aug-06 ~~142,318~~0.34237% 01Sep-~~Feb~~06 0.293% Oct-~~2006~~06 20.319% 6Nov-06 0.~~900~~423% ~~3,126~~*The text reported in the above table is presented graphically on the monthly bond remittance report.95 The monthly bond remittance report can be viewed online at www.ctslink.com. Group I ~~0101050387~~12 ~~123,578.24~~Month 01Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 2 Dec-~~Apr-2006~~05 0 9.~~800~~000% 1Original Principal Balance 197,~~956~~860.1800 ~~Group~~Jan-06 I0.000% ~~0721007846~~Current ~~137~~Actual Balance 197,~~152~~018.5841 01Feb-~~May~~06 0.000% Mar-~~2006~~06 0.000% 8Current Bankruptcy Total Apr-06 0.~~050~~048% ~~1,772~~Loans in Bankruptcy 9 May-06 0.18090% ~~Group~~Original IPrincipal ~~0841007820~~Balance ~~109~~675,~~031~~960.9200 01Jun-~~May-2006~~06 0 6.~~650~~135% 1Current Actual Balance 672,~~154~~875.4642 ~~Group~~Jul-06 II0.260% ~~0041071308~~Aug-06 ~~555,564~~0.98282% 01Sep-~~Dec~~06 0.646% Oct-~~2005~~06 40.544% 7Nov-06 0.~~990~~793% ~~14,241~~*The text reported in the above table is presented graphically on the monthly bond remittance report.00 The monthly bond remittance report can be viewed online at www.ctslink.com. Group II ~~0041071744~~12 ~~96,625.99~~Month ~~01-~~Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 3 Dec-~~2005~~05 ~~4 8~~0.~~450~~000% 2Original Principal Balance 389,~~619~~380.1900 ~~Group~~Jan-06 II0.000% ~~0051061470~~Current ~~110~~Actual Balance 386,~~038~~834.4929 01Feb-~~May~~06 0.000% Mar-~~2006~~06 0.000% 7Current Bankruptcy Total Apr-06 0.~~900~~083% ~~1,394~~Loans in Bankruptcy 6 May-06 0.31145% ~~Group~~Original IIPrincipal ~~0191027244~~Balance ~~543~~603,~~000~~030.00 01Jun-~~May-2006~~06 0 5.~~800~~172% 4Current Actual Balance 599,~~977~~330.50 ~~Group~~Jul-06 II0.208% ~~0291001803~~Aug-06 ~~164,900~~0.00215% 01Sep-~~Dec-2005~~06 40.122% 9Oct-06 0.~~400~~211% ~~5,001~~Nov-06 0.96248% ~~Group~~*The IItext ~~0341026982~~reported ~~29,501.94~~in ~~01-Mar-2006~~the 1above 11table is presented graphically on the monthly bond remittance report.~~500%~~ ~~825~~The monthly bond remittance report can be viewed online at www.77ctslink.com.

~~Realized~~Bankruptcy ~~Loss~~ Detail ~~Report~~ - All Mortgage Loans ~~with~~in ~~Losses~~Bankruptcy during Current Period ~~Summary~~Group #Loan ~~Loans~~Month ~~Prior~~Loan ~~Realized~~First ~~Current~~State ~~with~~LTV ~~Actual~~at ~~Loss/(Gain)~~Original ~~Loss~~Number ~~Group~~Entered ~~Losses~~Payment Origination Principal Bankruptcy Date Balance ~~Amount~~Group ~~Percentage~~I 0041071575 Aug-2006 01-Oct-2005 MO 80.00 60,000.00 Group I 00041072346 0Jul-2006 01-Nov-2005 MO 100.00 026,000.00 0Group I 0051060474 Sep-2006 01-Oct-2005 GA 88.39 98,910.00 Group I 0051060860 May-2006 01-Nov-2005 GA 80.00 76,000%.00 Group III 10061059011 74Nov-2006 01-Jul-2005 OH 100.00 117,~~768~~000.7200 15Group I 0061062282 Sep-2006 01-Dec-2005 GA 100.00 0120,000.00 Group I 0101050145 Sep-2006 01-Oct-2005 TX 100.00 23,000%.00 ~~Total~~Group 1I 740101050387 Apr-2006 01-Oct-2005 TX 80.00 124,~~768~~000.00 Group I 0101050665 Nov-2006 01-Oct-2005 TX 100.00 23,300.00 Group I 0131036226 Nov-2006 01-Dec-2005 OH 100.00 86,000.00 Group I 0161044620 Nov-2006 01-Oct-2005 MA 86.00 473,000.00 Group I 0211033372 Sep-2006 01-Nov-2005 SC 95.00 72,200.00 15Group I 0301002809 Nov-2006 01-Oct-2005 OR 80.00 0174,560.00 Group I 0341023580 Oct-2006 01-Sep-2005 NC 75.00 76,725.00 Group I 0391013291 Nov-2006 01-Aug-2005 TN 84.01 72,250.00 Group I 0391014261 Sep-2006 01-Sep-2005 AL 80.00 83,200.00 Group I 0391015252 Oct-2006 01-Nov-2005 AL 85.00 96,900.00 Group I 0661010320 Jul-2006 01-Nov-2005 CA 80.00 232,000%.00 Group I 0691005578 Sep-2006 01-Nov-2005 MD 85.00 121,550.00 Group I 0691006039 Sep-2006 01-Dec-2005 MD 80.00 320,000.00 Group I 0721007846 Jun-2006 01-Sep-2005 AZ 60.00 138,000.00 Group I 0741013749 Jul-2006 01-Nov-2005 OH 75.00 240,000.00 Group II 0011077700 Nov-2006 01-Oct-2005 CA 75.00 312,000.00 Group II 0051057805 Oct-2006 01-Jul-2005 GA 100.00 151,500.00 Group II 0051058513 Nov-2006 01-Jul-2005 GA 100.00 22,380.00 Group II 0051061139 Jul-2006 01-Nov-2005 GA 100.00 35,700.00 Group II 0051061470 Jun-2006 01-Dec-2005 GA 85.00 110,500.00 Group II 0101050085 Nov-2006 01-Oct-2005 TX 80.00 173,560.00 Group II 0191026701 Nov-2006 01-Oct-2005 WA 100.00 55,000.00 Group II 0191027244 May-2006 01-Nov-2005 CT 79.85 543,000.00 Group II 0261054696 Oct-2006 01-Dec-2005 AL 95.00 67,450.00 Group II 0391013581 Oct-2006 01-Sep-2005 GA 90.00 288,000.00 Group II 0551008013 Oct-2006 01-Oct-2005 AR 95.00 138,700.00

~~Realized~~Bankruptcy ~~Loss Loan~~ Detail ~~Report~~ - All Mortgage Loans ~~With~~in ~~Losses~~Bankruptcy during Current Period ~~Original~~(continued) ~~Current~~Group Loan ~~Principal~~Current ~~Note~~Paid ~~LTV~~To atMonths ~~Original~~Current ~~Group~~Approximate Number ~~Balance~~Actual Date Delinquent Loan Rate ~~State~~Delinquent ~~Origination~~Balance ~~Term~~Interest Group III ~~0621012206~~0041071575 59,817.47 01-Mar-2006 6 9.450% 3,641.70 Group I 0041072346 25,913.07 01-Jun-2006 3 11.000% 1,154.38 Group I 0051060474 98,478.97 01-Mar-2006 6 8.400% 5,305.56 Group I 0051060860 75,~~013~~802.01 01-Mar-2006 6 9.300% 4,539.48 Group I 0061059011 116,195.13 01-Mar-2006 6 7.875% 5,852.88 Group I 0061062282 119,146.02 01-Oct-2006 0 8.350% 1,599.08 Group I 0101050145 22,952.45 01-Apr-2006 5 11.990% 1,563.69 Group I 0101050387 123,394.69 01-Jul-2006 2 9.800% 3,904.53 Group I 0101050665 23,243.91 01-Mar-2006 6 12.000% 1,811.01 Group I 0131036226 85,832.32 01-Mar-2006 6 9.600% 5,312.17 Group I 0161044620 470,775.53 01-Feb-2006 7 6.350% 21,278.40 Group I 0211033372 71,588.48 01-Nov-2006 (1) 8.350% 480.57 Group I 0301002809 173,774.50 01-May-2006 4 9.850% 8,287.33 Group I 0341023580 76,513.06 01-May-2006 4 12.050% 4,491.60 Group I 0391013291 71,973.74 01-Mar-2006 6 9.800% 4,550.31 Group I 0391014261 82,455.21 01-Aug-2006 1 7.650% 1,513.92 Group I 0391015252 96,388.84 01-Oct-2006 0 10.250% 1,598.81 Group I 0661010320 231,997.00 01-May-2006 4 6.990% 7,760.28 Group I 0691005578 121,140.89 01-Mar-2006 6 8.050% 6,243.64 Group I 0691006039 319,158.80 01-Jul-2006 2 7.600% 7,762.22 Group I 0721007846 136,858.58 01-Aug-2006 1 8.050% 2,649.72 Group I 0741013749 239,574.53 01-Feb-2006 7 10.050% 17,486.49 Group II 0011077700 309,678.27 01-May-2006 4 6.450% 9,499.58 Group II 0051057805 151,500.00 01-Apr-2006 5 8.700% 7,423.50 Group II 0051058513 22,297.42 01-May-2006 4 11.500% 1,247.47 Group II 0051061139 35,647.27 01-Feb-2006 7 10.900% 2,829.57 Group II 0051061470 109,639.78 01-Oct-2006 0 7.900% 1,389.29 Group II 0101050085 172,662.15 01-May-2006 4 8.300% 6,894.80 Group II 0191026701 54,858.60 01-Mar-2006 6 10.250% FL3,633.22 Group II 0191027244 543,000.00 01-Oct-2006 0 5.800% 4,977.50 Group II 0261054696 67,209.6816 ~~360~~01-Jun-2006 3 9.440% 2,556.82 Group II 0391013581 286,180.25 01-Jun-2006 3 8.450% 9,705.13 Group II 0551008013 138,338.91 01-Mar-2006 6 10.190% 9,106.61

Realized Loss ~~Loan~~ Detail Report - Loans ~~With~~with Losses during Current Period ~~(continued)~~Summary ~~Prior~~# ~~Cumulative~~Loans ~~Loan~~Prior ~~Actual~~ Realized ~~Realized~~Current ~~Group~~with ~~Number~~Actual ~~Balance~~ Loss/(Gain) Loss~~/(Gain)~~ Group Losses Balance Amount Percentage Group I 3 238,235.19 170,325.47 0.137% Group II ~~0621012206~~6 74714,~~768~~909.7201 15187,633.0016 150.00070% Total 9 953,144.20 357,958.63 0.032%

Realized Loss ~~Report~~Loan -Detail ~~Collateral~~Report Summary MDR SDA Current Month 0.006% Current Month 0.431% 3 Month Average 0.002% 3 Month Average 0.144% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-~~2005~~ ~~N/A~~Loans ~~N/A~~With ~~Jul-2005~~Losses ~~N/A~~during N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 0.000% N/A Mar-2006 0.000% N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.006% N/A Jun-2006 0.431% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current ~~Month~~Period ~~0.067%~~Original Current ~~Month~~Loan ~~0.020%~~Principal 3Note ~~Month~~LTV Average 0.022% 3 Month Average 0.007% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 0.000% N/A Mar-2006 0.000% N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.067% N/A Jun-2006 0.020% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at ~~monthly~~Original ~~bond~~Group ~~remittance~~Number ~~report~~Balance ~~can~~Rate beState ~~viewed~~Origination ~~online~~Term ~~at www.ctslink.com. www.ctslink.com.~~ Group I ~~MDR~~0101050288 ~~SDA Current Month 0.~~27,000~~% Current Month 0~~.~~000%~~00 ~~3 Month Average 0~~11.~~000~~990% 3TX ~~Month Average 0~~100.~~000%~~00 12360 ~~Month~~Group ~~Average~~I ~~0.000%~~0651013150 ~~12 Month Average 0.~~39,000~~% MDR: Current vs~~.00 ~~12mo Average* SDA: Current vs~~11. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 0.000500% ~~N/A~~MO ~~Mar-2006 0~~100.~~000%~~00 ~~N/A~~360 ~~Apr-2006~~Group ~~0.000%~~I ~~N/A~~0681007750 ~~Apr-2006 0.~~212,000~~% N/A May-2006 0~~.~~000%~~00 ~~N/A May-2006 0~~8.~~000~~200% ~~N/A~~NH ~~Jun-2006 0~~80.~~000%~~00 ~~N/A~~360 ~~Jun-2006~~Group ~~0.000%~~II ~~N/A~~0231073659 *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report353,600.00 ~~The graphically on the monthly bond remittance report~~8. ~~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~~300% ~~Current~~MA ~~Month 0~~80.~~000%~~00 3360 ~~Month~~Group ~~Average~~II ~~0.000%~~0341026488 ~~3 Month Average 0~~111,600.~~000%~~00 ~~12 Month Average 0~~7.~~000~~400% 12NC ~~Month Average 0~~80.~~000%~~00 ~~CDR:~~360 ~~Current~~Group ~~vs.~~II ~~12mo~~0551006968 ~~Average* Loss Severity: Current vs~~15,600.00 ~~12mo Average* Month Current 12mo Avg~~11. Month Current 12mo Avg. Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 0.000500% ~~N/A~~TX ~~Mar-2006 0~~100.~~000%~~00 ~~N/A~~360 ~~Apr-2006~~Group ~~0.000%~~II ~~N/A~~0611018651 ~~Apr-2006 0~~360,050.~~000%~~00 ~~N/A May-2006 0~~8.~~000~~650% ~~N/A~~CT ~~May-2006 0~~95.~~000%~~00 ~~N/A~~360 Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group II ~~MDR~~0611019183 ~~SDA Current Month 0.008% Current Month 0.649% 3 Month Average 0.003% 3 Month Average 0.216% 12 Month Average 0.~~236,000~~% 12 Month Average 0~~.~~000%~~00 ~~MDR: Current vs~~6. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 0.000850% ~~N/A~~CT ~~Mar-2006 0~~80.~~000%~~00 ~~N/A~~360 ~~Apr-2006~~Group ~~0.000%~~II ~~N/A~~0671007128 ~~Apr-2006 0.~~160,000~~% N/A May-2006 0~~.~~000%~~00 ~~N/A May-2006 0~~10.~~000~~250% ~~N/A~~CA ~~Jun-2006 0~~100.~~008%~~00 N/A Jun-2006 0.649% 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 0.101% Current Month 0.020% 3 Month Average 0.034% 3 Month Average 0.007% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 0.000% N/A Mar-2006 0.000% N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.101% N/A Jun-2006 0.020% 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)360

~~Prepayment~~Realized Loss Loan Detail Report - ~~Prepayments~~Loans With Losses during Current Period ~~Summary~~(continued) ~~Loans~~Prior ~~Paid~~Cumulative InLoan ~~Full~~Actual ~~Repurchased~~Realized ~~Loans~~Realized ~~Original~~Group ~~Current~~Number ~~Original~~Balance ~~Current~~Loss/(Gain) ~~Principal~~Loss/(Gain) ~~Scheduled~~Group ~~Principal~~I ~~Scheduled~~0101050288 ~~Group~~26,927.45 ~~Count~~28,271.85 ~~Balance~~28,271.85 ~~Balance~~Group ~~Count~~I ~~Balance~~0651013150 ~~Balance~~0.00 42,017.02 42,017.02 Group I 850681007750 14211,~~557~~307.74 100,~~673~~036.0060 14100,~~488~~036.60 Group II 0231073659 352,~~116~~697.3795 050,979.43 050,979.0043 0Group II 0341026488 111,258.0086 279.92 279.92 Group II 910551006968 1915,~~257~~553.34 16,~~445~~595.0060 1916,~~163,852~~595.4160 0Group II 0611018651 0.00 0(400.00) ~~Total~~8,148.78 ~~176~~Group 33II 0611019183 235,~~815~~398.86 2,~~118~~690.0014 332,~~651,968~~690.7814 0Group II 0671007128 0.00 0117,488.0007 117,488.07

~~Prepayment~~Realized ~~Detail~~Loss Report - ~~Prepayments~~Collateral ~~during~~Summary MDR SDA Current ~~Period~~Month ~~(continued)~~0.082% ~~Summary~~Current ~~Substitution~~Month ~~Loans~~3.825% ~~Liquidated~~3 ~~Loans~~Month ~~Curtailments~~Average ~~Original~~0.027% 3 Month Average 1.275% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current ~~Original~~vs. 12mo Average* SDA: Current ~~Principal~~vs. ~~Scheduled~~12mo ~~Principal~~Average* ~~Scheduled~~Month ~~Curtailment~~Current ~~Group~~12mo ~~Count~~Avg. ~~Balance~~Month ~~Balance~~Current ~~Count~~12mo ~~Balance~~Avg. ~~Balance~~Dec-2005 ~~Amount~~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 0.000% N/A Mar-2006 0.000% N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.006% N/A Jun-2006 0.431% N/A Jul-2006 0.000% N/A Jul-2006 0.000% N/A Aug-2006 0.000% N/A Aug-2006 0.000% N/A Sep-2006 0.000% N/A Sep-2006 0.000% N/A Oct-2006 0.000% N/A Oct-2006 0.000% N/A Nov-2006 0.082% N/A Nov-2006 3.825% 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 0.977% Current Month 20.995% 3 Month Average 0.326% 3 Month Average 6.998% 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. 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 0.000% N/A Mar-2006 0.000% N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.067% N/A Jun-2006 0.020% N/A Jul-2006 0.000% N/A Jul-2006 0.000% N/A Aug-2006 0.000% N/A Aug-2006 0.000% N/A Sep-2006 0.000% N/A Sep-2006 0.000% N/A Oct-2006 0.000% N/A Oct-2006 0.000% N/A Nov-2006 0.977% N/A Nov-2006 20.995% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group I MDR SDA Current Month 0.063% Current Month 2.950% 3 Month Average 0.00021% 3 Month Average 0.00983% 12 Month Average 0.000% 12 Month Average 0.00000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. 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 0.00000% ~~8,298~~N/A Mar-2006 0.06000% N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A Jul-2006 0.000% N/A Jul-2006 0.000% N/A Aug-2006 0.000% N/A Aug-2006 0.000% N/A Sep-2006 0.000% N/A Sep-2006 0.000% N/A Oct-2006 0.000% N/A Oct-2006 0.000% N/A Nov-2006 0.063% N/A Nov-2006 2.950% 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 0.755% Current Month 152.763% 3 Month Average 0.252% 3 Month Average 50.921% 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. 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 0.000% N/A Mar-2006 0.000% N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A Jul-2006 0.000% N/A Jul-2006 0.000% N/A Aug-2006 0.000% N/A Aug-2006 0.000% N/A Sep-2006 0.000% N/A Sep-2006 0.000% N/A Oct-2006 0.000% N/A Oct-2006 0.000% N/A Nov-2006 0.755% N/A Nov-2006 105.127% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group II MDR SDA Current Month 0.091% Current Month 4.246% 3 Month Average 0.00030% 3 Month Average 1.415% 12 Month Average 0.00000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. 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 0.000% N/A Mar-2006 0.000% N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.008% N/A Jun-2006 0.649% N/A Jul-2006 0.000% N/A Jul-2006 0.000% N/A Aug-2006 0.000% N/A Aug-2006 0.000% N/A Sep-2006 0.000% N/A Sep-2006 0.000% N/A Oct-2006 0.000% N/A Oct-2006 0.000% N/A Nov-2006 0.091% N/A Nov-2006 4.246% 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 1.083% ~~75,013~~Current Month 19.00975% ~~74,768~~3 Month Average 0.72361% ~~15,316~~3 Month Average 6.25658% ~~Total~~12 Month Average 0.000% 12 Month Average 0.00000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. 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 0.00000% N/A Mar-2006 0.000% N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.101% N/A Jun-2006 0.020% N/A Jul-2006 0.000% N/A Jul-2006 0.000% N/A Aug-2006 0.000% N/A Aug-2006 0.000% N/A Sep-2006 0.000% N/A Sep-2006 0.000% N/A Oct-2006 0.000% N/A Oct-2006 0.000% N/A Nov-2006 1.083% ~~75,013~~N/A Nov-2006 5.00444% ~~74,768~~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.72 ~~23,614~~The graphically on the monthly bond remittance report.31 The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Monthly Default Rate (MDR): sum(Beg Scheduled Balance of Liquidated Loans)/ sum(Beg Scheduled Balance). Conditional Default Rate (CDR): 1-((1-MDR)^12) SDA Standard Default Assumption: If WAS is less than or equal to 30 then CDR /(WAS * 0.02) else if WAS is greater than 30 and less than or equal to 60 then CDR / 0.6 else if WAS is greater than 60 and less than or equal to 120 then CDR / (0.6 - ((WAS - 60) * 0.0095)) else if WAS is greater than 120 then CDR / 0.03 Loss Severity Approximation for current period: sum(Realized Loss Amount)/sum(Beg Scheduled Balance of Liquidated Loans). Includes losses on loans liquidating in the current period only.

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount Group I 0011076921 CA 80.00 01-Sep-2005 312,000.00 310,990.83 Group I 0031036325 CA 48.94 01-Sep-2005 230,000.00 227,608.18 Group I 0031038650 CA 85.00 01-Nov-2005 391,000.00 390,999.96 Group I 0031038774 CA 77.71 01-Nov-2005 136,000.00 135,158.21 Group I 0041065780 KS 100.00 01-May-2005 30,500.00 30,325.23 Group I 0041072023 IL 90.00 01-Nov-2005 261,000.00 260,990.00 Group I 0051058913 GA 70.00 01-Aug-2005 130,025.00 129,410.73 Group I 0051059752 GA 90.00 01-Sep-2005 328,500.00 326,273.35 Group I 0051060061 GA 95.00 01-Oct-2005 105,450.00 105,449.42 Group I 0051060138 GA 80.00 01-Sep-2005 136,800.00 135,527.07 Group I 0081057687 VA 85.00 01-Sep-2005 323,000.00 320,831.22 Group I 0081058162 VA 55.95 01-Oct-2005 94,000.00 93,387.21 Group I 0111000670 HI 80.00 01-Nov-2005 196,800.00 195,428.71 Group I 0121042808 MN 85.00 01-Oct-2005 221,850.00 220,642.48 Group I 0131035220 OH 85.00 01-Oct-2005 218,450.00 218,450.00 Group I 0161042619 MA 65.00 01-Aug-2005 156,000.00 155,012.95 Group I 0161043624 MA 51.39 01-Sep-2005 148,000.00 146,871.00 Group I 0161045382 MA 95.00 01-Nov-2005 407,550.00 406,316.88 Group I 0161046105 MA 73.53 01-Dec-2005 250,000.00 248,392.03 Group I 0171028464 AZ 81.59 01-Nov-2005 37,998.00 37,901.54 Group I 0191026790 WA 77.44 01-Oct-2005 96,800.00 96,137.04 Group I 0211031722 GA 80.00 01-Aug-2005 74,800.00 74,316.83 Group I 0211031725 GA 100.00 01-Aug-2005 18,700.00 18,631.07 Group I 0231070251 MA 80.00 01-Sep-2005 206,000.00 204,091.68 Group I 0231070584 MA 74.29 01-Sep-2005 260,000.00 256,689.21 Group I 0231072110 PA 74.72 01-Oct-2005 198,000.00 197,158.88 Group I 0231072545 VA 80.00 01-Oct-2005 228,000.00 226,692.34 Group I 0231072554 MA 66.56 01-Oct-2005 205,000.00 203,227.80 Group I 0231072810 NJ 78.46 01-Oct-2005 255,000.00 253,694.84 Group I 0231073200 PA 80.00 01-Nov-2005 108,000.00 107,255.82 Group I 0231073868 RI 48.21 01-Dec-2005 135,000.00 134,377.35 Group I 0231074329 MA 65.63 01-Dec-2005 160,800.00 159,823.83 Group I 0231074401 MA 68.00 01-Nov-2005 306,000.00 303,871.00 Group I 0261052442 NJ 100.00 01-Jul-2005 270,000.00 270,000.00 Group I 0271024208 MI 85.46 01-Oct-2005 20,500.00 20,449.16 Group I 0271024701 CA 63.51 01-Nov-2005 365,200.00 363,703.63 Group I 0281017116 NJ 80.00 01-Oct-2005 160,000.00 159,189.36 Group I 0281017611 PA 65.96 01-Dec-2005 50,001.00 49,820.14 Group I 0291002568 FL 79.99 01-Dec-2005 127,984.00 127,289.63 Group I 0311027737 NJ 68.20 01-Aug-2005 107,000.00 106,258.10 Group I 0321026826 WY 100.00 01-Aug-2005 158,000.00 157,998.00 Group I 0321028991 CO 80.00 01-Oct-2005 149,600.00 148,513.35 Group I 0331040486 NY 85.00 01-Oct-2005 242,250.00 240,744.44 Group I 0361028327 MI 80.00 01-Dec-2005 182,400.00 181,925.23 Group I 0371027665 FL 70.00 01-Sep-2005 154,000.00 152,610.99 Group I 0371029550 FL 39.93 01-Nov-2005 50,000.00 49,885.93 Group I 0371029560 FL 79.73 01-Nov-2005 118,400.00 118,400.00 Group I 0371029671 FL 75.00 01-Nov-2005 165,000.00 164,367.79 Group I 0381024059 MA 48.62 01-Oct-2005 265,000.00 262,786.70 Group I 0381024588 CT 95.00 01-Nov-2005 142,500.00 142,500.00 Group I 0401003729 MI 85.04 01-Oct-2005 103,750.00 102,943.45 Group I 0401003771 NY 65.79 01-Oct-2005 150,000.00 148,685.53 Group I 0401004744 FL 80.00 01-Dec-2005 104,000.00 103,631.96 Group I 0511039577 IL 95.00 01-Nov-2005 166,250.00 165,421.26 Group I 0521027190 NE 80.00 01-Aug-2005 52,760.00 52,472.05 Group I 0521028949 IL 70.00 01-Oct-2005 192,500.00 190,902.57 Group I 0581002989 CA 80.00 01-Nov-2005 220,000.00 218,409.23 Group I 0621011485 FL 80.00 01-Nov-2005 256,000.00 254,348.87 Group I 0621012200 FL 80.00 01-Nov-2005 248,000.00 247,998.00 Group I 0621012778 FL 90.00 01-Dec-2005 369,000.00 369,000.00 Group I 0631009002 FL 96.67 01-Sep-2005 145,000.00 145,000.00 Group I 0641010638 OK 80.00 01-Sep-2005 80,560.00 79,968.80 Group I 0641011590 TX 81.30 01-Oct-2005 50,000.00 48,827.55 Group I 0651011772 MD 85.00 01-Sep-2005 161,500.00 160,239.81 Group I 0661009442 CA 78.86 01-Oct-2005 110,000.00 109,415.12 Group I 0671005877 CA 65.00 01-Sep-2005 191,750.00 190,244.60 Group I 0671006024 CA 65.00 01-Sep-2005 109,200.00 108,655.03 Group I 0681007415 MA 69.17 01-Sep-2005 350,000.00 348,583.47 Group I 0681008623 ME 85.00 01-Nov-2005 178,500.00 177,293.62 Group I 0691004942 MD 80.00 01-Sep-2005 304,000.00 302,226.86 Group I 0691005150 VA 85.00 01-Nov-2005 85,000.00 84,691.58 Group I 0691005601 VA 70.00 01-Nov-2005 178,500.00 177,665.70 Group I 0701001517 CA 80.00 01-Sep-2005 154,400.00 153,683.34 Group I 0701001622 CA 84.50 01-Sep-2005 392,945.00 388,177.44 Group I 0721007578 AZ 80.00 01-Aug-2005 145,600.00 144,397.42 Group I 0731012858 NC 70.42 01-Dec-2005 100,000.00 99,425.63 Group I 0761013564 IL 90.00 01-Nov-2005 52,200.00 51,894.53 Group I 0781005157 NJ 71.21 01-Nov-2005 206,500.00 205,376.61 Group I 0791002179 KS 100.00 01-May-2005 19,800.00 19,686.41 Group I 0791004365 MO 100.00 01-Nov-2005 30,600.00 30,484.06 Group I 0841007488 MI 90.00 01-Oct-2005 67,500.00 67,241.37 Group I 0841008713 MI 80.00 01-Oct-2005 84,000.00 83,552.13 Group I 0851001786 NJ 80.00 01-Sep-2005 80,000.00 79,547.07 Group I 0851002193 NJ 59.60 01-Nov-2005 180,000.00 179,167.22 Group I 0871002344 NJ 89.38 01-Oct-2005 143,000.00 142,066.45 Group II 0021064975 CA 59.85 01-Aug-2005 395,000.00 390,213.69 Group II 0021065888 CA 90.00 01-Sep-2005 238,500.00 238,500.00 Group II 0031036215 CA 68.96 01-Sep-2005 462,000.00 459,523.96 Group II 0031036657 CA 44.96 01-Oct-2005 165,000.00 163,881.02 Group II 0031038073 CA 90.00 01-Nov-2005 139,500.00 138,733.50 Group II 0031038288 CA 100.00 01-Nov-2005 129,000.00 128,519.91 Group II 0031038542 CA 100.00 01-Nov-2005 72,000.00 71,730.66 Group II 0041065720 KS 100.00 01-May-2005 27,900.00 27,744.09 Group II 0041065877 KS 100.00 01-May-2005 16,300.00 15,966.37 Group II 0041070070 IL 80.00 01-Sep-2005 131,200.00 130,246.66 Group II 0041070715 IL 80.00 01-Sep-2005 152,000.00 150,562.83 Group II 0041072004 IL 70.00 01-Nov-2005 159,600.00 158,294.22 Group II 0081059000 VA 65.00 01-Nov-2005 178,750.00 178,392.24 Group II 0081059305 MD 61.18 01-Nov-2005 208,000.00 207,305.83 Group II 0091029998 KS 100.00 01-Feb-2005 32,000.00 31,779.93 Group II 0101050510 TX 85.00 01-Oct-2005 107,525.00 104,410.58 Group II 0101050511 TX 80.00 01-Oct-2005 125,200.00 124,423.50 Group II 0101051556 TX 100.00 01-Dec-2005 29,256.00 29,172.43 Group II 0111000822 HI 79.84 01-Dec-2005 206,000.00 204,920.29 Group II 0131034404 OH 80.00 01-Sep-2005 89,280.00 88,526.65 Group II 0141048397 NY 80.00 01-Sep-2005 91,200.00 90,871.80 Group II 0151029976 NJ 80.00 01-Sep-2005 259,562.00 256,894.26 Group II 0151030079 PA 80.00 01-Oct-2005 112,800.00 111,724.25 Group II 0151030164 PA 80.00 01-Oct-2005 192,000.00 190,965.89 Group II 0161042674 MA 80.00 01-Aug-2005 308,000.00 306,247.99 Group II 0161045005 MA 50.45 01-Oct-2005 280,000.00 277,926.20 Group II 0161045217 MA 85.00 01-Nov-2005 527,000.00 523,288.41 Group II 0161045464 RI 50.30 01-Nov-2005 168,500.00 167,790.89 Group II 0161046160 MA 90.00 01-Dec-2005 585,000.00 582,224.75 Group II 0171028238 AZ 78.43 01-Nov-2005 200,000.00 198,844.92 Group II 0191024893 WA 83.30 01-Jul-2005 208,250.00 206,130.51 Group II 0211034649 MD 65.63 01-Nov-2005 1,050,000.00 1,049,999.80 Group II 0211036862 DE 100.00 01-Nov-2005 44,500.00 44,392.16 Group II 0231069406 FL 84.51 01-Aug-2005 180,000.00 178,607.41 Group II 0231069898 MA 80.00 01-Oct-2005 360,000.00 356,703.10 Group II 0231071384 NY 77.85 01-Oct-2005 100,000.00 99,731.38 Group II 0231072144 CT 66.67 01-Oct-2005 300,000.00 298,265.51 Group II 0231072167 NY 46.48 01-Oct-2005 165,000.00 163,996.90 Group II 0231072511 NJ 80.00 01-Oct-2005 154,800.00 153,940.42 Group II 0231072842 PA 100.00 01-Nov-2005 37,100.00 36,987.76 Group II 0231075226 NY 70.00 01-Dec-2005 346,500.00 346,500.00 Group II 0261054482 AL 80.00 01-Nov-2005 254,400.00 252,985.26 Group II 0271021867 MA 100.00 01-Jul-2005 460,000.00 459,988.00 Group II 0271023584 NY 70.00 01-Sep-2005 269,500.00 267,207.95 Group II 0271024837 CA 72.75 01-Nov-2005 50,000.00 49,796.93 Group II 0281016972 NY 38.55 01-Oct-2005 530,000.00 525,877.70 Group II 0281017526 NY 51.69 01-Nov-2005 168,000.00 166,840.31 Group II 0311028245 NJ 49.91 01-Oct-2005 133,000.00 132,043.36 Group II 0311028434 NJ 68.83 01-Oct-2005 265,000.00 262,919.90 Group II 0311028714 NJ 67.21 01-Nov-2005 289,000.00 287,534.80 Group II 0361027554 MI 90.00 01-Nov-2005 75,600.00 75,053.61 Group II 0371026920 FL 58.00 01-Aug-2005 69,600.00 68,792.16 Group II 0371029730 FL 80.00 01-Nov-2005 150,400.00 150,398.00 Group II 0381024114 MA 75.00 01-Nov-2005 58,500.00 58,240.25 Group II 0381024541 MA 95.00 01-Oct-2005 54,750.00 54,174.83 Group II 0401003878 RI 65.92 01-Oct-2005 35,000.00 34,909.64 Group II 0401003898 PA 80.00 01-Oct-2005 49,250.00 49,146.44 Group II 0401003978 MD 71.97 01-Oct-2005 237,500.00 236,138.60 Group II 0401003993 FL 58.40 01-Nov-2005 76,500.00 76,062.54 Group II 0401004448 CA 84.92 01-Nov-2005 39,250.00 39,081.10 Group II 0511036691 ID 80.00 01-Aug-2005 179,392.00 177,877.88 Group II 0511039501 CA 90.00 01-Dec-2005 567,000.00 564,172.14 Group II 0511039696 AZ 90.00 01-Nov-2005 553,500.00 549,989.01 Group II 0521026718 IN 80.00 01-Aug-2005 68,000.00 67,679.41 Group II 0521027413 OH 80.00 01-Aug-2005 106,400.00 105,848.73 Group II 0521028518 OH 90.00 01-Sep-2005 202,500.00 200,969.28 Group II 0611018454 NY 90.00 01-Nov-2005 603,000.00 599,118.50 Group II 0611018651 CT 95.00 01-Oct-2005 360,050.00 360,050.00 Group II 0621011956 FL 100.00 01-Nov-2005 30,800.00 30,651.19 Group II 0621012206 FL 50.68 01-Nov-2005 75,013.00 74,735.18 Group II 0631009149 CA 75.00 01-Oct-2005 288,750.00 286,953.45 Group II 0631010364 AZ 71.90 01-Nov-2005 151,000.00 150,255.36 Group II 0631010435 CA 91.24 01-Nov-2005 515,500.00 511,694.08 Group II 0661010484 CA 54.00 01-Nov-2005 148,500.00 147,151.01 Group II 0661010680 CA 94.93 01-Nov-2005 356,000.00 356,000.00 Group II 0661010790 CA 100.00 01-Nov-2005 120,000.00 119,446.15 Group II 0671005068 CA 49.64 01-Aug-2005 273,000.00 272,042.32 Group II 0671005898 CA 51.75 01-Sep-2005 207,000.00 206,048.24 Group II 0671007295 CA 80.00 01-Nov-2005 428,000.00 428,000.00 Group II 0681007864 MA 57.89 01-Sep-2005 330,000.00 327,274.12 Group II 0681009163 ME 100.00 01-Dec-2005 78,500.00 78,234.50 Group II 0691005849 MD 74.95 01-Nov-2005 363,500.00 363,500.00 Group II 0711008723 NH 64.10 01-Dec-2005 50,000.00 49,753.09 Group II 0781004692 NY 75.00 01-Oct-2005 180,000.00 179,238.20 Group II 0791004096 CO 85.00 01-Oct-2005 18,080.00 18,024.20 Group II 0841008052 MI 56.52 01-Sep-2005 52,000.00 51,634.77 Group II 0851000851 NJ 100.00 01-Jun-2005 237,000.00 236,999.97 Group II 0851002019 NJ 99.75 01-Oct-2005 80,000.00 76,025.01 Group II 0851002326 NJ 70.00 01-Nov-2005 171,500.00 170,769.25 Group II 0851002414 NJ 55.71 01-Dec-2005 156,000.00 155,271.71 Group II 0871001680 FL 71.95 01-Sep-2005 118,000.00 116,772.33 Group II 0871002583 NJ 84.13 01-Nov-2005 265,000.00 263,173.98

Prepayment ~~Loan~~ Detail - Prepayments during Current Period (continued) ~~Current~~Summary ~~Loan~~Substitution ~~PIF~~Loans ~~Months~~Liquidated ~~Loan~~Loans Curtailments Original ~~Group~~Current ~~Number~~Original ~~Type~~Current ~~Delinquent~~Principal ~~Rate~~Scheduled ~~Term~~Principal ~~Seasoning~~Scheduled ~~Group~~Curtailment ~~I 0011076921 Loan Paid in Full 0 8.950% 360 9~~ Group ICount ~~0031036325~~Balance ~~Loan~~Balance ~~Paid~~Count inBalance ~~Full~~Balance ~~(1)~~Amount ~~6.000% 360 9~~ Group I ~~0031038650 Loan Paid in Full~~ 0 6.600% 360 7 Group I 0031038774 Loan Paid in Full (1) 7.400% 360 7 Group I 0041065780 Loan Paid in Full (1) 10.630% 360 13 Group I 0041072023 Loan Paid in Full (1) 7.350% 360 7 Group I 0051058913 Loan Paid in Full 0 10.~~340%~~00 ~~360 10 Group I 0051059752 Loan Paid in Full~~ 0 8.~~100%~~00 360 9 Group I 0051060061 Loan Paid in Full (1) 7.450% 360 8 Group I 0051060138 Loan Paid in Full 0 6.700% 360 9 Group I 0081057687 Loan Paid in Full 0 8.450% 360 9 Group I 0081058162 Loan Paid in Full 0 7.750% 360 8 Group I 0111000670 Loan Paid in Full 0 6.800% 360 7 Group I 0121042808 Loan Paid in Full 0 8.690% 360 8 Group I 0131035220 Loan Paid in Full 0 7.500% 360 8 Group I 0161042619 Loan Paid in Full 0 9.100% 360 10 Group I 0161043624 Loan Paid in Full 0 7.650% 360 9 Group I 0161045382 Loan Paid in Full (1) 7.350% 360 7 Group I 0161046105 Loan Paid in Full 0 6.500% 360 6 Group I 0171028464 Loan Paid in Full 0 12.300% 360 7 Group I 0191026790 Loan Paid in Full 1 7.500% 360 8 Group I 0211031722 Loan Paid in Full 0 8.850% 360 10 Group I 0211031725 Loan Paid in Full 0 11.500% 360 10 Group I 0231070251 Loan Paid in Full 0 6.500% 360 9 Group I 0231070584 Loan Paid in Full 0 5.140% 360 9 Group I 0231072110 Loan Paid in Full 0 9.850% 360 8 Group I 0231072545 Loan Paid in Full 0 8.390% 360 8 Group I 0231072554 Loan Paid in Full 0 7.000% 360 8 Group I 0231072810 Loan Paid in Full 0 8.950% 360 8 Group I 0231073200 Loan Paid in Full (1) 6.850% 360 7 Group I 0231073868 Loan Paid in Full (1) 8.190% 360 6 Group I 0231074329 Loan Paid in Full 0 6.800% 360 6 Group I 0231074401 Loan Paid in Full 0 6.800% 360 7 Group I 0261052442 Loan Paid in Full (1) 8.350% 360 11 Group I 0271024208 Loan Paid in Full 0 12.350% 360 8 Group I 0271024701 Loan Paid in Full (1) 5.750% 360 7 Group I 0281017116 Loan Paid in Full 0 9.000% 360 8 Group I 0281017611 Loan Paid in Full (1) 9.400% 360 6 Group I 0291002568 Loan Paid in Full (1) 7.390% 360 6 Group I 0311027737 Loan Paid in Full (1) 8.500% 360 10 Group I 0321026826 Loan Paid in Full (1) 8.050% 360 10 Group I 0321028991 Loan Paid in Full (1) 7.200% 360 8 Group I 0331040486 Loan Paid in Full 0 7.990% 360 8 Group I 0361028327 Loan Paid in Full (1) 7.150% 360 6 Group I 0371027665 Loan Paid in Full (1) 6.640% 360 9 Group I 0371029550 Loan Paid in Full 0 12.175% 360 7 Group I 0371029560 Loan Paid in Full (1) 6.440% 360 7 Group I 0371029671 Loan Paid in Full 0 9.840% 360 7 Group I 0381024059 Loan Paid in Full (1) 8.300% 360 8 Group I 0381024588 Loan Paid in Full 0 8.300% 360 7 Group I 0401003729 Loan Paid in Full (1) 6.850% 360 8 Group I 0401003771 Loan Paid in Full (1) 6.300% 360 8 Group I 0401004744 Loan Paid in Full 0 9.500% 360 6 Group I 0511039577 Loan Paid in Full (1) 8.500% 360 7 Group I 0521027190 Loan Paid in Full 0 9.650% 360 10 Group I 0521028949 Loan Paid in Full 0 6.750% 360 8 Group I 0581002989 Loan Paid in Full 0 6.600% 360 7 Group I 0621011485 Loan Paid in Full 0 7.190% 360 7 Group I 0621012200 Loan Paid in Full 0 6.700% 360 7 Group I 0621012778 Loan Paid in Full 0 6.950% 360 6 Group I 0631009002 Loan Paid in Full 0 8.700% 360 9 Group I 0641010638 Loan Paid in Full (1) 7.700% 360 9 Group I 0641011590 Loan Paid in Full 0 9.840% 180 8 Group I 0651011772 Loan Paid in Full 0 7.450% 360 9 Group I 0661009442 Loan Paid in Full 0 9.350% 360 8 Group I 0671005877 Loan Paid in Full (1) 7.650% 360 9 Group I 0671006024 Loan Paid in Full 0 9.750% 360 9 Group I 0681007415 Loan Paid in Full 0 10.600% 360 9 Group I 0681008623 Loan Paid in Full 0 6.950% 360 7 Group I 0691004942 Loan Paid in Full 0 8.850% 360 9 Group I 0691005150 Loan Paid in Full (1) 10.050% 360 7 Group I 0691005601 Loan Paid in Full (1) 8.800% 360 7 Group I 0701001517 Loan Paid in Full 0 7.000% 360 9 Group I 0701001622 Loan Paid in Full (1) 5.050% 360 9 Group I 0721007578 Loan Paid in Full (1) 7.600% 360 10 Group I 0731012858 Loan Paid in Full (1) 7.950% 360 6 Group I 0761013564 Loan Paid in Full (1) 10.100% 360 7 Group I 0781005157 Loan Paid in Full (1) 8.050% 360 7 Group I 0791002179 Loan Paid in Full (1) 10.625% 360 13 Group I 0791004365 Loan Paid in Full 0 9.875% 360 7 Group I 0841007488 Loan Paid in Full 0 10.350% 360 8 Group I 0841008713 Loan Paid in Full 0 8.750% 360 8 Group I 0851001786 Loan Paid in Full 0 8.990% 360 9 Group I 0851002193 Loan Paid in Full 0 8.850% 360 7 Group I 0871002344 Loan Paid in Full 0 7.800% 360 8 Group II 0021064975 Loan Paid in Full 0 5.590% 360 10 Group II 0021065888 Loan Paid in Full 2 6.239,000~~% 360 9 Group II 0031036215 Loan Paid in Full (1) 5~~.~~850%~~00 ~~360 9 Group II 0031036657 Loan Paid in Full (1) 7~~236,893.~~550%~~74 ~~360 8 Group II 0031038073 Loan Paid in Full 0 8.000% 360~~ 7 ~~Group II 0031038288 Loan Paid in Full 0 9.~~,900~~% 360 7 Group II 0031038542 Loan Paid in Full 0 9~~.~~875%~~47 ~~360 7~~ Group II ~~0041065720 Loan Paid in Full (1) 10.750% 360 13 Group II 0041065877 Loan Paid in Full~~ 0 ~~10.350% 360 13 Group II 0041070070 Loan Paid in Full~~ 0 7.~~750%~~00 ~~360 9 Group II 0041070715 Loan Paid in Full~~ 0 6.~~400%~~00 ~~360~~4 9 Group II 0041072004 Loan Paid in Full 0 5.950% 360 7 Group II 0081059000 Loan Paid in Full 0 8.550% 360 7 Group II 0081059305 Loan Paid in Full 0 7.110% 360 7 Group II 0091029998 Loan Paid in Full 0 10.750% 360 16 Group II 0101050510 Loan Paid in Full (1) 6.625% 360 8 Group II 0101050511 Loan Paid in Full 0 8.000% 360 8 Group II 0101051556 Loan Paid in Full 0 10.500% 360 6 Group II 0111000822 Loan Paid in Full 0 7.550% 360 6 Group II 0131034404 Loan Paid in Full (1) 7.000% 360 9 Group II 0141048397 Loan Paid in Full (1) 11.150% 360 9 Group II 0151029976 Loan Paid in Full 0 5.950% 360 9 Group II 0151030079 Loan Paid in Full (1) 6.850% 360 8 Group II 0151030164 Loan Paid in Full (1) 8.700% 360 8 Group II 0161042674 Loan Paid in Full (1) 9.450% 360 10 Group II 0161045005 Loan Paid in Full 0 7.100% 360 8 Group II 0161045217 Loan Paid in Full 0 6.890% 360 7 Group II 0161045464 Loan Paid in Full 0 9.310% 360 7 Group II 0161046160 Loan Paid in Full 0 8.050% 360 6 Group II 0171028238 Loan Paid in Full 0 7.750% 360 7 Group II 0191024893 Loan Paid in Full 0 6.990% 360 11 Group II 0211034649 Loan Paid in Full (1) 7.500% 360 7 Group II 0211036862 Loan Paid in Full (1) 11.900% 360 7 Group II 0231069406 Loan Paid in Full 0 8.250% 360 10 Group II 0231069898 Loan Paid in Full (1) 5.990% 360 8 Group II 0231071384 Loan Paid in Full 0 11.990% 360 8 Group II 0231072144 Loan Paid in Full (1) 8.350% 360 8 Group II 0231072167 Loan Paid in Full 0 8.100% 360 8 Group II 0231072511 Loan Paid in Full 0 8.550% 360 8 Group II 0231072842 Loan Paid in Full 0 10.875% 360 7 Group II 0231075226 Loan Paid in Full (1) 7.900% 360 6 Group II 0261054482 Loan Paid in Full 0 7.940% 360 7 Group II 0271021867 Loan Paid in Full (1) 9.500% 360 11 Group II 0271023584 Loan Paid in Full (1) 6.950% 360 9 Group II 0271024837 Loan Paid in Full 0 9.750% 360 7 Group II 0281016972 Loan Paid in Full (1) 6.850% 360 8 Group II 0281017526 Loan Paid in Full (1) 6.850% 360 7 Group II 0311028245 Loan Paid in Full (2) 7.250% 360 8 Group II 0311028434 Loan Paid in Full 0 6.716,800~~% 360 8 Group II 0311028714 Loan Paid in Full (1) 8~~.~~400%~~00 ~~360 7 Group II 0361027554 Loan Paid in Full (1) 8~~710,238.~~300%~~36 ~~360 7 Group II 0371026920 Loan Paid in Full 0 6~~33,574.~~000%~~08 ~~360~~Total ~~10 Group II 0371029730 Loan Paid in Full (1) 8.350% 360 7 Group II 0381024114 Loan Paid in Full~~ 0 ~~9.050% 360 7 Group II 0381024541 Loan Paid in Full~~ 0 10.~~650%~~00 ~~360 8 Group II 0401003878 Loan Paid in Full~~ 0 13.~~730%~~00 360 8 Group II 0401003898 Loan Paid in Full 0 13.100% 360 8 Group II 0401003978 Loan Paid in Full 0 8.400% 360 8 Group II 0401003993 Loan Paid in Full (1) 7.800% 360 7 Group II 0401004448 Loan Paid in Full 0 10.700% 360 7 Group II 0511036691 Loan Paid in Full 0 7.490% 360 10 Group II 0511039501 Loan Paid in Full (1) 7.800% 360 6 Group II 0511039696 Loan Paid in Full (1) 7.275% 360 7 Group II 0521026718 Loan Paid in Full 0 10.350% 360 10 Group II 0521027413 Loan Paid in Full (1) 9.900% 360 10 Group II 0521028518 Loan Paid in Full (1) 7.550% 360 9 Group II 0611018454 Loan Paid in Full (1) 7.200% 360 7 Group II 0611018651 Loan Paid in Full 1 8.650% 360 8 Group II 0621011956 Loan Paid in Full (1) 9.250% 360 7 Group II 0621012206 Liquidation (1) 10.250% 360 7 Group II 0631009149 Loan Paid in Full 0 7.990% 360 8 Group II 0631010364 Loan Paid in Full 0 8.550% 360 7 Group II 0631010435 Loan Paid in Full (1) 7.250% 360 7 Group II 0661010484 Loan Paid in Full (2) 5.600% 360 7 Group II 0661010680 Loan Paid in Full (1) 6.650% 360 7 Group II 0661010790 Loan Paid in Full (1) 10.250% 360 7 Group II 0671005068 Loan Paid in Full 0 7.740% 360 10 Group II 0671005898 Loan Paid in Full (1) 6.450% 360 9 Group II 0671007295 Loan Paid in Full (1) 8.050% 360 7 Group II 0681007864 Loan Paid in Full 0 7.100% 360 9 Group II 0681009163 Loan Paid in Full (1) 9.700% 360 6 Group II 0691005849 Loan Paid in Full 0 6.955,800~~% 360 7 Group II 0711008723 Loan Paid in Full 0 7~~.~~850%~~00 ~~360 6 Group II 0781004692 Loan Paid in Full 0 10~~947,132.550% 360 8 Group II 0791004096 Loan Paid in Full 0 11.450% 360 8 Group II 0841008052 Loan Paid in Full 0 7.950% 360 9 Group II 0851000851 Loan Paid in Full (1) 7.990% 360 12 Group II 0851002019 Loan Paid in Full (1) 10~~.500%~~ ~~360 8 Group II 0851002326 Loan Paid in Full 0 9~~41,474.~~450% 360 7 Group II 0851002414 Loan Paid in Full 0 8.200% 360 6 Group II 0871001680 Loan Paid in Full (1) 8.750% 360 9 Group II 0871002583 Loan Paid in Full (1) 6.850% 360 7~~55

Summary SMM CPR PSA Current Month 2.521% Current Month 26.388% Current Month 1,696.227% 3 Month Average 2.048% 3 Month Average 21.929% 3 Month Average 1,612.924% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 14.842% N/A Mar-2006 1,547.477% N/A Apr-2006 18.760% N/A Apr-2006 1,620.886% N/A May-2006 20.639% N/A May-2006 1,521.659% N/A Jun-2006 26.388% N/A Jun-2006 1,696.227% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group I SMM CPR PSA Current Month 3.227% Current Month 32.542% Current Month 2,084.050% 3 Month Average 2.487% 3 Month Average 25.935% 3 Month Average 1,891.944% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 16.441% N/A Mar-2006 1,700.123% N/A Apr-2006 21.647% N/A Apr-2006 1,858.541% N/A May-2006 23.615% N/A May-2006 1,733.241% N/A Jun-2006 32.542% N/A Jun-2006 2,084.050% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group II SMM CPR PSA Current Month 2.164% Current Month 23.090% Current Month 1,486.966% 3 Month Average 1.826% 3 Month Average 19.810% 3 Month Average 1,464.313% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 14.014% N/A Mar-2006 1,467.372% N/A Apr-2006 17.252% N/A Apr-2006 1,495.373% N/A May-2006 19.089% N/A May-2006 1,410.601% N/A Jun-2006 23.090% N/A Jun-2006 1,486.966% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Single Month Mortality (SMM): (Partial and full prepayments + Repurchases) / (Beginning Scheduled Balance - Scheduled Principal) Conditional PrePayment Rate (CPR): 1 - ((1 - SMM)^12) PSA Standard Prepayment Model: 100 * CPR / (0.2 * MIN(30,WAS)) Weighted Average Seasoning (WAS): sum((Original Term - Remaining Term)*(Current Scheduled Balance/Deal Scheduled Principal Balance))

Prepayment - Voluntary Prepayments

~~Interest~~Breaches ~~Rate~~Current ~~Stratification~~Loan ~~Summary~~Scheduled ~~Group~~Current I Current Number ofBalance ~~Outstanding Percentage of Number of Outstanding Percentage of Interest~~ Rate ~~Loans~~Payment ~~Scheduled~~No ~~Balance(%)~~Breaches ~~Loans~~this Scheduled Balance(%) Range(%) Balance($) Balance($) < 4.000 0 0.00 0.000 0 0.00 0.000 4.000 4.499 0 0.00 0.000 0 0.00 0.000 4.500 4.999 0 0.00 0.000 0 0.00 0.000 5.000 5.499 77 30,616,573.95 2.347 27 7,270,555.00 1.674 5.500 5.999 487 160,528,842.74 12.307 136 31,611,752.69 7.277 6.000 6.499 581 170,931,808.06 13.104 193 43,363,829.92 9.982 6.500 6.999 1,058 263,672,845.46 20.214 417 85,561,561.26 19.696 7.000 7.499 740 157,196,263.27 12.051 305 54,323,620.59 12.505 7.500 7.999 1,018 191,917,472.65 14.713 459 77,237,866.37 17.779 8.000 8.499 608 95,930,144.76 7.354 281 40,520,440.00 9.327 8.500 8.999 683 92,282,473.50 7.075 316 40,267,064.14 9.269 9.000 9.499 375 44,175,581.22 3.387 173 20,210,934.66 4.652 9.500 9.999 448 42,650,458.71 3.270 156 14,926,189.22 3.436 10.000 10.499 212 18,975,628.83 1.455 73 7,372,533.49 1.697 10.500 10.999 222 14,741,105.40 1.130 72 4,570,822.24 1.052 11.000 11.499 150 7,679,226.63 0.589 56 2,651,181.10 0.610 11.500 11.999 317 11,073,661.35 0.849 118 3,620,675.36 0.833 12.000 12.499 49 1,662,036.44 0.127 18 663,594.80 0.153 12.500 12.999 6 178,833.12 0.014 4 128,983.00 0.030 13.000 13.499 5 185,068.74 0.014 3 120,191.80 0.028 13.500 13.999 0 0.00 0.000 0 0.00 0.000 >= 14.000 0 0.00 0.000 0 0.00 0.000 Total 7,036 1,304,398,024.83 100.000 2,807 434,421,795.64 100.000Period

Interest Rate Stratification ~~(continued)~~Summary Group III Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 4.000 0 0.00 0.000 0 0.00 0.000 4.000 4.499 0 0.00 0.000 0 0.00 0.000 4.500 4.999 0 0.00 0.000 0 0.00 0.000 5.000 5.499 5069 2327,~~346~~871,~~018~~806.9561 2.~~684~~490 22 6,118,716.40 1.708 5.500 5.999 ~~351~~441 ~~128~~146,~~917~~650,~~090~~017.0517 1413.~~818~~102 112 25,824,022.55 7.207 6.000 6.499 ~~388~~522 ~~127~~153,~~567~~637,~~978~~227.1481 1413.~~663~~726 168 37,310,181.80 10.413 6.500 6.999 ~~641~~902 ~~178~~223,~~111~~694,~~284~~231.2046 2019.~~473~~985 345 68,371,164.44 19.081 7.000 7.499 ~~435~~643 ~~102~~133,~~872~~053,~~642~~296.6865 11.~~825~~887 265 46,640,504.14 13.017 7.500 7.999 ~~559~~878 ~~114~~161,~~679~~844,~~606~~666.2881 1314.~~182~~459 387 63,258,532.34 17.655 8.000 8.499 ~~327~~513 5578,~~409~~363,~~704~~181.7668 67.~~369~~001 238 33,059,794.42 9.227 8.500 8.999 ~~367~~592 5278,~~015~~718,~~409~~691.3608 57.~~979~~033 272 34,701,786.19 9.685 9.000 9.499 ~~202~~315 2336,~~964~~364,~~646~~876.5617 23.~~755~~249 143 16,429,787.87 4.585 9.500 9.999 ~~292~~378 2734,~~724~~034,~~269~~546.4921 3.~~187~~041 129 11,754,026.63 3.280 10.000 10.499 ~~139~~177 1115,~~603~~150,~~095~~622.3437 1.~~334~~354 54 4,831,924.19 1.349 10.500 10.999 ~~150~~186 1011,~~170~~953,~~283~~587.99 1.068 60 3,873,812.16 1.~~169~~081 11.000 11.499 94123 56,~~028~~348,~~045~~665.5316 0.~~578~~567 41 1,972,382.46 0.550 11.500 11.999 ~~199~~283 79,~~452~~925,~~985~~322.9905 0.~~857~~887 107 3,501,011.78 0.977 12.000 12.499 3145 ~~998~~1,~~441~~475,587.6427 0.~~115~~132 15 529,127.10 0.148 12.500 12.999 4 126,516.97 0.011 2 4976,~~850~~735.1275 0.~~006~~021 13.000 13.499 23 64124,~~876~~297.9462 0.~~007~~011 1 59,501.15 0.017 13.500 13.999 0 0.00 0.000 0 0.00 0.000 >= 14.000 0 0.00 0.000 0 0.00 0.000 Total 46,~~229~~074 ~~869~~1,~~976~~119,~~229~~337,141.1908 100.000 2,361 358,313,011.37 100.000

~~Supplemental~~Interest ~~Reporting~~Rate ~~Determination~~Stratification ~~Date~~(continued) ~~With~~Group ~~respect~~II toCurrent ~~each~~Number ~~Remittance~~of ~~Date,~~Outstanding ~~the~~Percentage ~~15th~~of ~~day~~Interest ~~(or~~Rate ifLoans ~~such~~Scheduled ~~day~~Balance(%) isRange(%) ~~not a Business Day, the immediately preceding Business Day~~Balance($) in< ~~the~~4.000 ~~calendar~~0 ~~month~~0.00 in0.000 ~~which~~4.000 ~~such~~4.499 ~~Remittance~~0 ~~Date~~0.00 ~~occurs~~0.000 ~~Distribution~~4.500 ~~Date~~4.999 ~~The~~0 ~~25th~~0.00 ~~day~~0.000 of5.000 ~~each~~5.499 ~~calendar~~47 ~~month~~21,753,090.21 or2.858 if5.500 ~~such~~5.999 ~~day~~329 ~~is not a Business Day~~120,825,994.62 ~~the~~15.877 ~~next~~6.000 ~~succeeding~~6.499 ~~Business~~354 ~~Day~~116,327,046.01 ~~commencing~~15.286 in6.500 ~~March 2006~~6.999 ~~LIBOR~~557 ~~Determination~~155,323,067.02 ~~Date~~20.410 ~~With~~7.000 ~~respect~~7.499 to378 ~~any~~86,412,792.51 ~~Interest~~11.355 ~~Accrual~~7.500 ~~Period~~7.999 ~~for~~491 ~~the LIBOR Certificates~~98,586,134.47 ~~the~~12.954 ~~second~~8.000 ~~London Business Day preceding the commencement of such Interest Accrual Period~~8.499 ~~Business~~275 ~~Day Any day other than (i) Saturday or Sunday~~45,303,387.26 or5.953 ~~(ii)~~8.500 a8.999 ~~day~~320 ~~on which banking and savings and loan institutions~~44,016,904.89 in5.784 ~~(a)~~9.000 ~~the~~9.499 ~~States~~172 ~~of New York~~19, ~~California~~935,088.30 ~~Maryland~~2.620 or9.500 ~~Minnesota,~~9.999 ~~(b)~~249 ~~the Commonwealth of Pennsylvania or any other State in which the Servicer's servicing operations are located~~22,280,519.58 or2.928 ~~(c)~~10.000 ~~any~~10.499 ~~State~~123 ~~in which the Corporate Trust Office is located~~10,318,698.18 ~~are~~1.356 ~~authorized~~10.500 ~~or obligated by law or executive order to be closed~~10.999 ~~Record~~126 ~~Date With respect to any Distribution Date~~8,079,775.83 ~~the~~1.062 ~~close~~11.000 of11.499 ~~business~~82 ~~on the Business Day immediately preceding such Distribution Date; provided~~4, ~~however~~376,282.70 ~~that,~~0.575 ~~for~~11.500 ~~any~~11.999 ~~Certificate~~176 ~~issued in definitive form~~6,424,310.27 ~~the~~0.844 ~~Record~~12.000 ~~Date~~12.499 ~~shall~~30 ~~be the close of business on the last Business Day of the month preceding the month in which such applicable Distribution Date occurs (or~~946,460.17 in0.124 ~~the~~12.500 ~~case~~12.999 of2 ~~the first Distribution Date~~49,781.22 ~~the~~0.007 ~~Closing~~13.000 ~~Date)~~13.499 ~~Remittance~~2 ~~Date With respect to any Distribution Date~~64,796.47 ~~the~~0.009 ~~20th~~13.500 ~~day~~13.999 of0 ~~the~~0.00 ~~month~~0.000 in>= ~~which~~14.000 ~~such~~0 ~~Distribution~~0.00 ~~Date~~0.000 ~~occurs,~~Total or3,713 ~~if the 20th is not a Business Day~~761, ~~the immediately preceding Business Day~~024,129.71 ~~Closing Date February 28, 2006~~100.000

Filing Compare · HSI Asset Securitization CORP Trust 2006-OPT2