10-D 1 sac06am1_10d-200611.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington D.C. 20549 FORM 10-D ASSET-BACKED ISSUER DISTRIBUTION REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 For the monthly distribution period from: October 02, 2006 to November 01, 2006 Commission File Number of issuing entity: 333-129480-04 Structured Asset Securities Corporation Mortgage Loan Trust 2006-AM1 (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-129480 Structured Asset Securities Corporation (Exact name of depositor as specified in its charter) Lehman Brothers Holdings, Inc. (Exact name of sponsor as specified in its charter) New York (State or other jurisdiction of incorporation or organization of the issuing entity) Not Applicable (I.R.S. Employer Identification No.) 745 Seventh Avenue, 7th Floor New York, NY 10019 (Address of principal executive offices of the issuing entity) (Zip Code) (212) 526-7000 (Telephone number, including area code) Not Applicable (Former name, former address, if changed since last report) Registered/reporting pursuant to (check one) Title of Section Section Section Name of Exchange Class 12(b) 12(g) 15(d) (If Section 12(b)) A1 _____ _____ __X___ ____________ A2 _____ _____ __X___ ____________ A3 _____ _____ __X___ ____________ A4 _____ _____ __X___ ____________ A5 _____ _____ __X___ ____________ M1 _____ _____ __X___ ____________ M2 _____ _____ __X___ ____________ M3 _____ _____ __X___ ____________ M4 _____ _____ __X___ ____________ M5 _____ _____ __X___ ____________ M6 _____ _____ __X___ ____________ M7 _____ _____ __X___ ____________ M8 _____ _____ __X___ ____________ M9 _____ _____ __X___ ____________

Indicate by check mark whether the registrant (1) has filed all reports required to be filed by Section 13 or 15(d) of the Securities Exchange Act of 1934 during the preceding 12 months (or for such shorter period that the registrant was required to file such reports), and (2) has been subject to such filing requirements for the past 90 days. Yes __X__ No ____ Part I - DISTRIBUTION INFORMATION Item 1. Distribution and Pool Performance Information On November 27, 2006 a distribution was made to holders of Structured Asset Securities Corporation Mortgage Loan Trust 2006-AM1. The distribution report is attached as an Exhibit to this Form 10-D. Please see Item 9(b), Exhibit 99.1 for the related information. Part II - OTHER INFORMATION Item 9. Exhibits. (a) The following is a list of documents filed as part of this Report on Form 10-D: (99.1) Monthly report distributed to holders of Structured Asset Securities Corporation Mortgage Loan Trust 2006-AM1, relating to the November 27, 2006 distribution. (99.2) Clayton Credit Risk Manager Report (b) The exhibits required to be filed by Registrant pursuant to this Form are listed above and in the Exhibit Index that immediately follows the signature page hereof. SIGNATURES Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned thereunto duly authorized. Structured Asset Securities Corporation Mortgage Loan Trust 2006-AM1 (Issuing Entity) Aurora Loan Services LLC (Master Servicer) /s/ Michele Olds Michele Olds, Vice President Servicer Oversight Date: December 04, 2006 EXHIBIT INDEX Exhibit Number Description EX-99.1 Monthly report distributed to holders of Structured Asset Securities Corporation Mortgage Loan Trust 2006-AM1, relating to the November 27, 2006 distribution. EX-99.2 Clayton Credit Risk Manager Report EX-99.1 Structured Asset Securities Corporation Mortgage Pass-Through Certificates Distribution Date: 11/27/2006 Structured Asset Securities Corporation Mortgage Pass-Through Certificates Series 2006-AM1 Contact: Customer Service - CTSLink Wells Fargo Bank, N.A. Securities Administration Services 7485 New Horizon Way Frederick, MD 21703 www.ctslink.com Telephone: (301) 815-6600 Fax: (301) 815-6660

Certificateholder Distribution Summary Class CUSIP Certificate Beginning Interest Pass-Through Certificate Distribution Rate Balance A1 86359XAA1 5.~~24125~~48000% ~~301~~246,~~235~~879,~~027~~142.0964 1,~~403~~240,~~420~~156.5223 A2 86359XAB9 5.~~14125~~38000% ~~142~~111,~~825~~510,~~976~~816.1678 ~~652~~549,~~714~~934.7118 A3 86359XAC7 5.~~20125~~44000% 35,410,000.00 ~~163~~176,~~712~~577.2387 A4 86359XAD5 5.~~24125~~48000% 40,660,000.00 ~~189~~204,~~430~~248.4273 A5 86359XAE3 5.~~35125~~59000% 24,913,000.00 ~~118~~127,~~502~~658.8436 M1 86359XAF0 5.~~39125~~63000% 29,258,000.00 ~~140~~150,~~210~~995.8466 M2 86359XAG8 5.~~40125~~64000% 26,007,000.00 ~~124~~134,~~862~~456.5019 M3 86359XAH6 5.~~42125~~66000% 15,532,000.00 7480,~~846~~585.9819 M4 86359XAJ2 5.~~50125~~74000% 13,726,000.00 6772,~~120~~221.1464 M5 86359XAK9 5.~~52125~~76000% 12,643,000.00 6266,~~049~~755.0304 M6 86359XAL7 5.~~60125~~84000% 11,920,000.00 5963,~~348~~811.3673 M7 86359XAM5 6.~~08125~~32000% 11,198,000.00 6064,~~531~~873.4175 M8 86359XAN3 6.~~18125~~42000% 9,392,000.00 5155,~~603~~271.8292 M9 86359XAP8 7.~~18125~~42000% 7,947,000.00 5054,~~728~~052.3585 B1 86359XAQ6 7.~~58125~~82000% 7,586,000.00 5154,~~121~~378.2198 B2 86359XAR4 7.~~58125~~82000% 7,224,000.00 4851,~~681~~784.7304 X SAS06AM1X 0.00000% 15,171,764.44 1395,~~077,878~~506.2728 P SAS06AM1P 0.00000% 100.00 ~~184~~359,~~822~~593.5813 R SAS06AM1R 0.00000% 0.00 0.00 LT-R SAS06AM1L 0.00000% 0.00 0.00 Totals ~~712~~626,~~648~~977,~~867~~823.6986 43,~~581~~902,~~585~~861.9477

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses A1 814,~~146~~805,~~467~~893.8661 0.00 ~~293~~232,~~088~~073,~~559~~249.2304 916,~~549~~046,~~888~~049.3884 0.00 A2 35,~~468~~496,~~960~~918.2574 0.00 ~~139~~106,~~357~~013,~~015~~898.9103 46,~~121~~046,~~674~~852.9692 0.00 A3 0.00 0.00 35,410,000.00 ~~163~~176,~~712~~577.2387 0.00 A4 0.00 0.00 40,660,000.00 ~~189~~204,~~430~~248.4273 0.00 A5 0.00 0.00 24,913,000.00 ~~118~~127,~~502~~658.8436 0.00 M1 0.00 0.00 29,258,000.00 ~~140~~150,~~210~~995.8466 0.00 M2 0.00 0.00 26,007,000.00 ~~124~~134,~~862~~456.5019 0.00 M3 0.00 0.00 15,532,000.00 7480,~~846~~585.9819 0.00 M4 0.00 0.00 13,726,000.00 6772,~~120~~221.1464 0.00 M5 0.00 0.00 12,643,000.00 6266,~~049~~755.0304 0.00 M6 0.00 0.00 11,920,000.00 5963,~~348~~811.3673 0.00 M7 0.00 0.00 11,198,000.00 6064,~~531~~873.4175 0.00 M8 0.00 0.00 9,392,000.00 5155,~~603~~271.8292 0.00 M9 0.00 0.00 7,947,000.00 5054,~~728~~052.3585 0.00 B1 0.00 0.00 7,586,000.00 5154,~~121~~378.2198 0.00 B2 0.00 0.00 7,224,000.00 4851,~~681~~784.7304 0.00 X 0.00 0.00 15,171,764.44 1395,~~077,878~~506.2728 0.00 P 0.00 0.00 100.00 ~~184~~359,~~822~~593.5813 0.00 R 0.00 0.00 0.00 0.00 0.00 LT-R 0.00 0.00 0.00 0.00 0.00 Totals 1120,~~615~~302,~~428~~812.1135 0.00 ~~701~~606,~~033~~675,~~439~~011.5851 1624,~~197~~205,~~014~~674.0512 0.00 This report has been compiled from information provided to Wells Fargo Bank, N.A., by various third parties, which may include the Servicer, Master Servicer, Special Servicer and others. Wells Fargo Bank, N.A., has not independently confirmed the accuracy of information received from these third parties and assumes no duty to do so. Wells Fargo Bank, N.A., expressly disclaims any responsibility for the accuracy or completeness of information furnished by third parties.

Principal Distribution Statement Class Original Beginning Scheduled UnScheduled Accretion Realized Face Certificate Principal Principal Loss Amount Balance Distribution Distribution A1 307,514,000.00 ~~301~~246,~~235~~879,~~027~~142.0964 0.00 814,~~146~~805,~~467~~893.8661 0.00 0.00 A2 146,327,000.00 ~~142~~111,~~825~~510,~~976~~816.1678 0.00 35,~~468~~496,~~960~~918.2574 0.00 0.00 A3 35,410,000.00 35,410,000.00 0.00 0.00 0.00 0.00 A4 40,660,000.00 40,660,000.00 0.00 0.00 0.00 0.00 A5 24,913,000.00 24,913,000.00 0.00 0.00 0.00 0.00 M1 29,258,000.00 29,258,000.00 0.00 0.00 0.00 0.00 M2 26,007,000.00 26,007,000.00 0.00 0.00 0.00 0.00 M3 15,532,000.00 15,532,000.00 0.00 0.00 0.00 0.00 M4 13,726,000.00 13,726,000.00 0.00 0.00 0.00 0.00 M5 12,643,000.00 12,643,000.00 0.00 0.00 0.00 0.00 M6 11,920,000.00 11,920,000.00 0.00 0.00 0.00 0.00 M7 11,198,000.00 11,198,000.00 0.00 0.00 0.00 0.00 M8 9,392,000.00 9,392,000.00 0.00 0.00 0.00 0.00 M9 7,947,000.00 7,947,000.00 0.00 0.00 0.00 0.00 B1 7,586,000.00 7,586,000.00 0.00 0.00 0.00 0.00 B2 7,224,000.00 7,224,000.00 0.00 0.00 0.00 0.00 X 15,171,764.44 15,171,764.44 0.00 0.00 0.00 0.00 P 100.00 100.00 0.00 0.00 0.00 0.00 R 0.00 0.00 0.00 0.00 0.00 0.00 LT-R 0.00 0.00 0.00 0.00 0.00 0.00 Totals 722,428,864.44 ~~712~~626,~~648~~977,~~867~~823.6986 0.00 1120,~~615~~302,~~428~~812.1135 0.00 0.00

Principal Distribution Statement (continued) Class Total Ending Ending Total Principal Certificate Certificate Principal Reduction Balance Percentage Distribution A1 814,~~146~~805,~~467~~893.8661 ~~293~~232,~~088~~073,~~559~~249.2304 0.~~95309013~~75467539 814,~~146~~805,~~467~~893.8661 A2 35,~~468~~496,~~960~~918.2574 ~~139~~106,~~357~~013,~~015~~898.9103 0.~~95236707~~72449991 35,~~468~~496,~~960~~918.2574 A3 0.00 35,410,000.00 1.00000000 0.00 A4 0.00 40,660,000.00 1.00000000 0.00 A5 0.00 24,913,000.00 1.00000000 0.00 M1 0.00 29,258,000.00 1.00000000 0.00 M2 0.00 26,007,000.00 1.00000000 0.00 M3 0.00 15,532,000.00 1.00000000 0.00 M4 0.00 13,726,000.00 1.00000000 0.00 M5 0.00 12,643,000.00 1.00000000 0.00 M6 0.00 11,920,000.00 1.00000000 0.00 M7 0.00 11,198,000.00 1.00000000 0.00 M8 0.00 9,392,000.00 1.00000000 0.00 M9 0.00 7,947,000.00 1.00000000 0.00 B1 0.00 7,586,000.00 1.00000000 0.00 B2 0.00 7,224,000.00 1.00000000 0.00 X 0.00 15,171,764.44 1.00000000 0.00 P 0.00 100.00 1.00000000 0.00 R 0.00 0.00 0.00000000 0.00 LT-R 0.00 0.00 0.00000000 0.00 Totals 1120,~~615~~302,~~428~~812.1135 ~~701~~606,~~033~~675,~~439~~011.5851 0.~~97038404~~83977128 1120,~~615~~302,~~428~~812.1135

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution A1 307,514,000.00 ~~979~~802.~~58150552~~82244919 0.00000000 2648.~~49137230~~14705545 0.00000000 A2 146,327,000.00 ~~976~~762.~~07397240~~06589884 0.00000000 2337.~~70690474~~56599083 0.00000000 A3 35,410,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A4 40,660,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A5 24,913,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M1 29,258,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M2 26,007,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M3 15,532,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M4 13,726,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M5 12,643,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M6 11,920,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M7 11,198,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M8 9,392,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M9 7,947,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B1 7,586,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B2 7,224,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 X 15,171,764.44 1000.00000000 0.00000000 0.00000000 0.00000000 P 100.00 1000.00000000 0.00000000 0.00000000 0.00000000 R 0.00 0.00000000 0.00000000 0.00000000 0.00000000 LT-R 0.00 0.00000000 0.00000000 0.00000000 0.00000000

Principal Distribution Factors Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution A1 0.00000000 2648.~~49137230~~14705545 ~~953~~754.~~09013323~~67539377 0.~~95309013~~75467539 2648.~~49137230~~14705545 A2 0.00000000 2337.~~70690474~~56599083 ~~952~~724.~~36706766~~49990795 0.~~95236707~~72449991 2337.~~70690474~~56599083 A3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A5 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M5 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M6 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M7 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M8 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M9 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 B1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 B2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 X 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 P 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 LT-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 NOTE: All classes are per $1,000 denomination

Interest Distribution Statement Class Accrual Accrual Current Beginning Current Payment of Dates Days Certificate Certificate/ Accrued Unpaid Interest Rate Notional Interest Shortfall (1) Balance A1 0510/25/06 - 0611/2526/06 3233 5.~~24125~~48000% ~~301~~246,~~235~~879,~~027~~142.0964 1,~~403~~240,~~420~~156.5223 0.00 A2 0510/25/06 - 0611/2526/06 3233 5.~~14125~~38000% ~~142~~111,~~825~~510,~~976~~816.1678 ~~652~~549,~~714~~934.7118 0.00 A3 0510/25/06 - 0611/2526/06 3233 5.~~20125~~44000% 35,410,000.00 ~~163~~176,~~712~~577.2387 0.00 A4 0510/25/06 - 0611/2526/06 3233 5.~~24125~~48000% 40,660,000.00 ~~189~~204,~~430~~248.4273 0.00 A5 0510/25/06 - 0611/2526/06 3233 5.~~35125~~59000% 24,913,000.00 ~~118~~127,~~502~~658.8436 0.00 M1 0510/25/06 - 0611/2526/06 3233 5.~~39125~~63000% 29,258,000.00 ~~140~~150,~~210~~995.8466 0.00 M2 0510/25/06 - 0611/2526/06 3233 5.~~40125~~64000% 26,007,000.00 ~~124~~134,~~862~~456.5019 0.00 M3 0510/25/06 - 0611/2526/06 3233 5.~~42125~~66000% 15,532,000.00 7480,~~846~~585.9819 0.00 M4 0510/25/06 - 0611/2526/06 3233 5.~~50125~~74000% 13,726,000.00 6772,~~120~~221.1464 0.00 M5 0510/25/06 - 0611/2526/06 3233 5.~~52125~~76000% 12,643,000.00 6266,~~049~~755.0304 0.00 M6 0510/25/06 - 0611/2526/06 3233 5.~~60125~~84000% 11,920,000.00 5963,~~348~~811.3673 0.00 M7 0510/25/06 - 0611/2526/06 3233 6.~~08125~~32000% 11,198,000.00 6064,~~531~~873.4175 0.00 M8 0510/25/06 - 0611/2526/06 3233 6.~~18125~~42000% 9,392,000.00 5155,~~603~~271.8292 0.00 M9 0510/25/06 - 0611/2526/06 3233 7.~~18125~~42000% 7,947,000.00 5054,~~728~~052.3585 14,~~636~~900.8423 B1 0510/25/06 - 0611/2526/06 3233 7.~~58125~~82000% 7,586,000.00 5154,~~121~~378.2198 47,~~259~~459.7316 B2 0510/25/06 - 0611/2526/06 3233 7.~~58125~~82000% 7,224,000.00 4851,~~681~~784.7304 47,~~056~~103.4622 X N/A N/A 0.00000% ~~712~~626,~~648~~977,~~867~~823.6986 0.00 0.00 P N/A N/A 0.00000% 100.00 0.00 0.00 R N/A N/A 0.00000% 0.00 0.00 0.00 LT-R N/A N/A 0.00000% 0.00 0.00 0.00 Totals 3,~~318~~147,~~885~~762.0936 919,~~953~~462.0361

Interest Distribution Statement (continued) Class Current Non-Supported Total Remaining Ending Interest Interest Interest Unpaid Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance A1 0.00 0.00 1,~~403~~240,~~420~~156.5223 0.00 ~~293~~232,~~088~~073,~~559~~249.2304 A2 0.00 0.00 ~~652~~549,~~714~~934.7118 0.00 ~~139~~106,~~357~~013,~~015~~898.9103 A3 0.00 0.00 ~~163~~176,~~712~~577.2387 0.00 35,410,000.00 A4 0.00 0.00 ~~189~~204,~~430~~248.4273 0.00 40,660,000.00 A5 0.00 0.00 ~~118~~127,~~502~~658.8436 0.00 24,913,000.00 M1 0.00 0.00 ~~140~~150,~~210~~995.8466 0.00 29,258,000.00 M2 0.00 0.00 ~~124~~134,~~862~~456.5019 0.00 26,007,000.00 M3 0.00 0.00 7480,~~846~~585.9819 0.00 15,532,000.00 M4 0.00 0.00 6772,~~120~~221.1464 0.00 13,726,000.00 M5 0.00 0.00 6266,~~049~~755.0304 0.00 12,643,000.00 M6 0.00 0.00 5963,~~348~~811.3673 0.00 11,920,000.00 M7 0.00 0.00 6064,~~531~~873.4175 0.00 11,198,000.00 M8 0.00 0.00 5155,~~603~~271.8292 0.00 9,392,000.00 M9 14,~~636~~900.8423 0.00 5054,~~728~~052.3585 0.00 7,947,000.00 B1 47,~~259~~459.7316 0.00 5154,~~121~~378.2198 0.00 7,586,000.00 B2 47,~~056~~103.4622 0.00 4851,~~681~~784.7304 0.00 7,224,000.00 X 0.00 0.00 1395,~~077,878~~506.2728 0.00 ~~701~~606,~~033~~675,~~439~~011.5851 P 0.00 0.00 ~~184~~359,~~822~~593.5813 0.00 100.00 R 0.00 0.00 0.00 0.00 0.00 LT-R 0.00 0.00 0.00 0.00 0.00 Totals 919,~~953~~462.0361 0.00 43,~~581~~902,~~585~~861.9477 0.00 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls,if applicable.

Interest Distribution Factors Statement Class Original Current Beginning Current Payment of Face Certificate Certificate/ Accrued Unpaid Interest Amount Rate Notional Interest Shortfall (1) Balance A1 307,514,000.00 5.~~24125~~48000% ~~979~~802.~~58150552~~82244919 4.~~56376139~~03284478 0.00000000 A2 146,327,000.00 5.~~14125~~38000% ~~976~~762.~~07397240~~06589884 43.~~46065805~~75825500 0.00000000 A3 35,410,000.00 5.~~20125~~44000% 1000.00000000 4.~~62333324~~98666676 0.00000000 A4 40,660,000.00 5.~~24125~~48000% 1000.00000000 45.~~65888883~~02333325 0.00000000 A5 24,913,000.00 5.~~35125~~59000% 1000.00000000 45.~~75666680~~12416650 0.00000000 M1 29,258,000.00 5.~~39125~~63000% 1000.00000000 45.~~79222230~~16083328 0.00000000 M2 26,007,000.00 5.~~40125~~64000% 1000.00000000 45.~~80111124~~17000000 0.00000000 M3 15,532,000.00 5.~~42125~~66000% 1000.00000000 45.~~81888875~~18833312 0.00000000 M4 13,726,000.00 5.~~50125~~74000% 1000.00000000 45.~~89000000~~26166691 0.00000000 M5 12,643,000.00 5.~~52125~~76000% 1000.00000000 45.~~90777743~~28000000 0.00000000 M6 11,920,000.00 5.~~60125~~84000% 1000.00000000 45.~~97888926~~35333305 0.00000000 M7 11,198,000.00 6.~~08125~~32000% 1000.00000000 5.~~40555546~~79333363 0.00000000 M8 9,392,000.00 6.~~18125~~42000% 1000.00000000 5.~~49444421~~88500000 0.00000000 M9 7,947,000.00 7.~~18125~~42000% 1000.00000000 6.~~38333333~~80166730 0.~~20596955~~61661382 B1 7,586,000.00 7.~~58125~~82000% 1000.00000000 67.~~73888874~~16833377 0.~~56152518~~98327973 B2 7,224,000.00 7.~~58125~~82000% 1000.00000000 67.~~73888843~~16833333 0.~~56152547~~98328073 X 15,171,764.44 0.00000% ~~46972~~41325.~~04932942~~30704253 0.00000000 0.00000000 P 100.00 0.00000% 1000.00000000 0.00000000 0.00000000 R 0.00 0.00000% 0.00000000 0.00000000 0.00000000 LT-R 0.00 0.00000% 0.00000000 0.00000000 0.00000000

Interest Distribution Factors Statement (continued) Class Current Non-Supported Total Remaining Unpaid Ending Interest Interest Interest Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance A1 0.00000000 0.00000000 4.~~56376139~~03284478 0.00000000 ~~953~~754.~~09013323~~67539377 A2 0.00000000 0.00000000 43.~~46065805~~75825500 0.00000000 ~~952~~724.~~36706766~~49990795 A3 0.00000000 0.00000000 4.~~62333324~~98666676 0.00000000 1000.00000000 A4 0.00000000 0.00000000 45.~~65888883~~02333325 0.00000000 1000.00000000 A5 0.00000000 0.00000000 45.~~75666680~~12416650 0.00000000 1000.00000000 M1 0.00000000 0.00000000 45.~~79222230~~16083328 0.00000000 1000.00000000 M2 0.00000000 0.00000000 45.~~80111124~~17000000 0.00000000 1000.00000000 M3 0.00000000 0.00000000 45.~~81888875~~18833312 0.00000000 1000.00000000 M4 0.00000000 0.00000000 45.~~89000000~~26166691 0.00000000 1000.00000000 M5 0.00000000 0.00000000 45.~~90777743~~28000000 0.00000000 1000.00000000 M6 0.00000000 0.00000000 45.~~97888926~~35333305 0.00000000 1000.00000000 M7 0.00000000 0.00000000 5.~~40555546~~79333363 0.00000000 1000.00000000 M8 0.00000000 0.00000000 5.~~49444421~~88500000 0.00000000 1000.00000000 M9 0.~~20596955~~61661382 0.00000000 6.~~38333333~~80166730 0.00000000 1000.00000000 B1 0.~~56152518~~98327973 0.00000000 67.~~73888874~~16833377 0.00000000 1000.00000000 B2 0.~~56152547~~98328073 0.00000000 67.~~73888843~~16833333 0.00000000 1000.00000000 X 0.00000000 0.00000000 7126.~~04501749~~06857505 0.00000000 ~~46206~~39987.~~45425602~~10986512 P 0.00000000 0.00000000 ~~1848225~~3595931.~~80000000~~30000000 0.00000000 1000.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 LT-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls,if applicable. NOTE: All classes are per $1,000 denomination

CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 1624,~~666~~421,~~065~~642.5324 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0.00 Servicer Advances ~~569~~973,~~651~~305.5093 Gains & Subsequent Recoveries (Realized Losses) 0(328,275.0074) Prepayment Penalties ~~184~~359,~~822~~593.5813 Swap/Cap Payments 0.00 Total Deposits 1725,~~420~~426,~~539~~265.6156 Withdrawals Swap Payments 6632,~~285~~298.3975 Reserve Funds and Credit Enhancements 0.00 Reimbursement for Servicer Advances ~~854~~922,~~958~~349.2860 Total Administration Fees ~~302~~265,~~281~~943.8909 Payment of Interest and Principal 1624,~~197~~205,~~014~~674.0512 Total Withdrawals (Pool Distribution Amount) 1725,~~420~~426,~~539~~265.6156 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

ADMINISTRATION FEES Gross Servicing Fee* ~~296~~261,~~937~~240.0276 Credit Risk Manager's Fee - Clayton Fixed Income Svc 54,~~344~~702.8733 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~302~~265,~~281~~943.8909 *Servicer Payees include: AURORA LOAN ~~SRVCS~~SERVICING INC.

Reserve and Guaranty Funds Account Name Beginning Current Current Ending Balance Withdrawals Deposits Balance Basis Risk Reserve Fund 1,000.00 919,~~953~~462.0261 919,~~953~~462.0261 1,000.00 Interest Rate Cap Account-IXIS Financial Products 1,000.00 0.00 0.00 1,000.00 Supplemental Interest Trust 1,000.00 6632,~~285~~298.4075 6632,~~285~~298.4075 1,000.00 Hedge Funds Account Name Funds In (A) Funds Out(B) Net Amount(A - B) Interest Rate Cap Agreement-IXIS Financial Product 0.00 0.00 0.00 Swap Agreement-IXIS Financial Products 32,~~097~~863,~~128~~822.0250 32,~~163~~896,~~413~~121.4125 (6632,~~285~~298.3975)

COLLATERAL STATEMENT Collateral Description Mixed Fixed & Arm Weighted Average Gross Coupon 87.~~024143~~983832% Weighted Average Net Coupon 7.~~524143~~483832% Weighted Average Pass-Through Rate 7.~~524143~~483832% Weighted Average Remaining Term ~~348~~343 Beginning Scheduled Collateral Loan Count 43,~~294~~851 Number Of Loans Paid In Full 64103 Ending Scheduled Collateral Loan Count 43,~~230~~748 Beginning Scheduled Collateral Balance ~~712~~626,~~648~~977,~~867~~823.6986 Ending Scheduled Collateral Balance ~~701~~606,~~033~~675,~~439~~011.5851 Ending Actual Collateral Balance at 31-~~May~~Oct-2006 ~~701~~607,~~432~~156,~~588~~276.7548 Monthly P&I Constant 54,~~169~~538,~~157~~887.0057 Special Servicing Fee 0.00 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount ~~184~~359,~~822~~593.5813 Prepayment Penalty Paid Count 3661 Realized Loss Amount 0328,275.0074 Cumulative Realized Loss 0364,293.0012 Scheduled Principal ~~403~~367,~~826~~482.4987 Unscheduled Principal 1119,~~211~~935,~~601~~329.6248

Group Level Collateral Statement Group 1(A) 1(B) Collateral Description Fixed 15/30 & ARM Fixed 15/30 & ARM Weighted Average Coupon Rate 87.~~045710~~996570 8.~~760590~~723935 Weighted Average Net Rate 7.~~545710~~496570 8.~~260590~~223935 Pass-Through Rate 7.~~545710~~496570 8.~~260590~~223935 Weighted Average Remaining Term ~~357~~352 ~~295~~291 Record Date 0510/31/2006 0510/31/2006 Principal And Interest Constant 2,~~489~~115,~~830~~447.4011 ~~409~~381,~~507~~360.5335 Beginning Loan Count 21,~~017~~767 ~~647~~602 Loans Paid in Full 4063 413 Ending Loan Count 1,~~977~~704 ~~643~~589 Beginning Scheduled Balance ~~343~~292,~~140~~369,~~347~~421.5579 5047,~~990~~423,~~349~~477.4963 Ending Scheduled Balance ~~335~~278,~~230~~528,~~400~~895.6795 5046,~~753~~476,~~828~~460.5128 Scheduled Principal ~~189~~167,~~157~~153.1630 3736,~~252~~594.8924 Unscheduled Principal 713,~~720~~673,~~789~~372.7254 ~~199~~910,~~268~~423.0911 Scheduled Interest 21,~~300~~948,~~673~~293.2481 ~~372~~344,~~254~~766.6411 Servicing Fees ~~142~~121,~~975~~820.1459 2119,~~245~~759.9878 Master Servicing Fees 0.00 0.00 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 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 21,~~157~~826,~~698~~473.1022 ~~351~~325,~~008~~006.6633 Realized Loss Amount 025.00 0152,616.0007 Cumulative Realized Loss 025.00 0152,616.0007 Percentage of Cumulative Losses 0.0000 0.~~0000~~2975 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount ~~184~~241,~~822~~456.5828 015,936.0056 Prepayment Penalty Paid Count 3639 06 Special Servicing Fee 0.00 0.00

Group Level Collateral Statement Group 2(A) 2(B) Collateral Description Fixed 15/30 & ARM Fixed 15/30 & ARM Weighted Average Coupon Rate 7.~~839101~~800819 8.~~134570~~112184 Weighted Average Net Rate 7.~~339101~~300819 7.~~634570~~612184 Pass-Through Rate 7.~~339101~~300819 7.~~634570~~612184 Weighted Average Remaining Term ~~357~~352 ~~301~~299 Record Date 0510/31/2006 0510/31/2006 Principal And Interest Constant 1,~~905~~703,~~178~~206.0046 ~~364~~338,~~641~~873.0765 Beginning Loan Count 1,~~208~~090 ~~422~~392 Loans Paid in Full 1622 45 Ending Loan Count 1,~~192~~068 ~~418~~387 Beginning Scheduled Balance ~~271~~243,~~179~~068,~~345~~748.7899 4744,~~338~~116,~~824~~175.8745 Ending Scheduled Balance ~~268~~237,~~166~~922,~~888~~077.0611 4643,~~882~~747,~~322~~578.3417 Scheduled Principal ~~133~~123,~~676~~093.2078 4340,~~740~~641.2455 Unscheduled Principal 25,~~878~~023,~~781~~578.5210 ~~412~~327,~~762~~955.2973 Scheduled Interest 1,~~771~~580,~~501~~112.8068 ~~320~~298,~~900~~232.8310 Servicing Fees ~~112~~101,~~991~~278.3965 1918,~~724~~381.5174 Master Servicing Fees 0.00 0.00 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 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 1,~~658~~478,~~510~~834.4103 ~~301~~279,~~176~~850.3236 Realized Loss Amount 0.00 0175,634.0067 Cumulative Realized Loss 0250.00 0211,402.0005 Percentage of Cumulative Losses 0.~~0000~~0001 0.~~0000~~4438 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 096,070.0088 06,129.0041 Prepayment Penalty Paid Count 014 02 Special Servicing Fee 0.00 0.00

Group Level Collateral Statement Group Total Collateral Description Mixed Fixed & Arm Weighted Average Coupon Rate 87.~~024143~~983832 Weighted Average Net Rate 7.~~524143~~483832 Pass-Through Rate 7.~~524143~~483832 Weighted Average Remaining Term ~~348~~343 Record Date 0510/31/2006 Principal And Interest Constant 54,~~169~~538,~~157~~887.0057 Beginning Loan Count 43,~~294~~851 Loans Paid in Full 64103 Ending Loan Count 43,~~230~~748 Beginning Scheduled Balance ~~712~~626,~~648~~977,~~867~~823.6986 Ending Scheduled Balance ~~701~~606,~~033~~675,~~439~~011.5851 Scheduled Principal ~~403~~367,~~826~~482.4987 Unscheduled Principal 1119,~~211~~935,~~601~~329.6248 Scheduled Interest 4,~~765~~171,~~330~~404.5170 Servicing Fees ~~296~~261,~~937~~240.0276 Master Servicing Fees 0.00 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 43,~~468~~910,~~393~~163.4994 Realized Loss Amount 0328,275.0074 Cumulative Realized Loss 0364,293.0012 Percentage of Cumulative Losses 0.~~0000~~0504 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount ~~184~~359,~~822~~593.5813 Prepayment Penalty Paid Count 3661 Special Servicing Fee 0.00

Additional Reporting - Deal Level Cash Reporting Monthly Excess Cash 1718,~~087,831~~777.2918 Informational Reporting LIBOR Index 5.320000% Pool 1 Net Funds Cap 76.~~056636~~850090% Pool 2 Net Funds Cap 6.~~816361~~619501% Subordinate Net Funds Cap 6.~~949534~~747331% Senior Enhancement % 27.626795% Structural Reporting ~~Target~~ Overcollateralization Amount 15,171,864.44 Overcollateralization Deficiency 0.00 Target Overcollateralization Amount 15,171,864.44 ~~Overcollateralization Deficiency Amount 0.00~~ Trigger Event Reporting ~~Step~~Stepdown ~~Down~~Date NO ~~Cumulative~~Initial ~~Loss~~Optional ~~Trigger~~Termination Date NO Trigger ~~Result~~Event Pass ~~Calculated Value 0.000000% Threshold Value 1.500000%~~ Delinquency ~~Trigger~~Event Trigger Result Pass Calculated Value 05.~~258946~~998788% Threshold Value 79.~~985357~~227350% Cumulative Loss Trigger Event Trigger Result Pass Calculated Value 0.~~000000~~046712% Threshold Value 01.~~000000~~500000%

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 13 0 0 13 ~~106~~547,~~851~~762.8540 0.00 0.00 ~~106~~547,~~851~~762.8540 30 Days ~~136~~165 1 0 0 ~~137~~166 2126,~~185~~176,~~240~~928.2336 71125,~~231~~468.2642 0.00 0.00 2126,~~256~~302,~~471~~396.4978 60 Days 1777 0 03 0 1780 311,~~412~~543,~~698~~166.0865 0.00 0390,538.0034 0.00 311,~~412~~933,~~698~~704.0899 90 Days 015 02 041 0 058 01,227,859.0021 0139,503.0036 08,034,107.0002 0.00 09,401,469.0059 120 Days 08 02 028 02 040 0770,746.0028 0503,739.0034 06,319,437.0057 0132,186.0010 07,726,109.0029 150 Days 04 04 027 03 038 0234,417.0080 0552,338.0079 05,977,302.0031 0374,781.0039 07,138,840.0029 180+ Days 02 02 031 010 045 0269,721.0025 0598,876.0051 05,484,061.0086 01,915,816.0060 08,268,476.0022 Totals ~~153~~271 214 0130 015 ~~155~~430 2440,~~597~~222,~~938~~839.3155 ~~178~~2,~~083~~467,688.1182 026,205,447.0010 02,422,784.0009 2471,~~776~~318,~~021~~759.4256 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.~~023641~~080043% 0.000000% 0.000000% 0.~~023641~~080043% 0.~~015233~~090218% 0.000000% 0.000000% 0.~~015233~~090218% 30 Days 34.~~215130~~402348% 0.~~023641~~026681% 0.000000% 0.000000% 34.~~238771~~429029% 34.~~020282~~311399% 0.~~010155~~020665% 0.000000% 0.000000% 34.~~030437~~332064% 60 Days 02.~~401891~~054429% 0.000000% 0.~~000000~~080043% 0.000000% 02.~~401891~~134472% 01.~~486533~~901185% 0.000000% 0.~~000000~~064323% 0.000000% 01.~~486533~~965508% 90 Days 0.~~000000~~400213% 0.~~000000~~053362% 01.~~000000~~093917% 0.000000% 01.~~000000~~547492% 0.~~000000~~202231% 0.~~000000~~022977% 01.~~000000~~323235% 0.000000% 01.~~000000~~548443% 120 Days 0.~~000000~~213447% 0.~~000000~~053362% 0.~~000000~~747065% 0.~~000000~~053362% 01.~~000000~~067236% 0.~~000000~~126944% 0.~~000000~~082967% 01.~~000000~~040826% 0.~~000000~~021771% 01.~~000000~~272508% 150 Days 0.~~000000~~106724% 0.~~000000~~106724% 0.~~000000~~720384% 0.~~000000~~080043% 01.~~000000~~013874% 0.~~000000~~038609% 0.~~000000~~090971% 0.~~000000~~984475% 0.~~000000~~061727% 01.~~000000~~175783% 180+ Days 0.~~000000~~053362% 0.~~000000~~053362% 0.~~000000~~827108% 0.~~000000~~266809% 01.~~000000~~200640% 0.~~000000~~044424% 0.~~000000~~098636% 0.~~000000~~903237% 0.~~000000~~315539% 01.~~000000~~361837% Totals 37.~~617021~~230523% 0.~~047281~~373533% 03.~~000000~~468517% 0.~~000000~~400213% 311.~~664303~~472785% 36.~~506814~~624792% 0.~~025388~~406434% 04.~~000000~~316096% 0.~~000000~~399038% 311.~~532203~~746360%

Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance ~~569~~973,~~651~~305.5093

Delinquency Status By ~~Groups~~Group DELINQUENT BANKRUPTCY FORECLOSURE REO Total 1(A) No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 03 0 0 03 0547,762.0040 0.00 0.00 0547,762.0040 30 Days 6486 1 0 0 6587 1013,~~765~~195,~~266~~276.4666 71125,~~231~~468.2642 0.00 0.00 1013,~~836~~320,~~497~~745.7208 60 Days 840 0 02 0 842 16,~~430~~239,~~320~~986.7089 0.00 0157,319.0066 0.00 16,~~430~~397,~~320~~306.7055 90 Days 03 0 020 0 023 0308,924.0034 0.00 03,269,648.0050 0.00 03,578,572.0084 120 Days 02 01 016 01 020 0392,681.0013 0276,000.00 02,927,003.0046 080,303.0041 03,675,988.00 150 Days 0 01 016 01 018 0.00 090,943.0086 02,727,467.0065 0131,069.0060 02,949,481.0011 180+ Days 0 01 017 09 027 0.00 071,219.0044 03,430,572.0010 01,439,927.0008 04,941,718.0062 Totals 72131 17 071 011 73220 1220,~~195~~136,~~587~~869.1602 711,~~231~~111,394.2612 012,512,011.0037 01,651,300.0009 1235,~~266~~411,~~818~~574.4260 0-29 Days 0.~~000000~~176056% 0.000000% 0.000000% 0.~~000000~~176056% 0.~~000000~~196502% 0.000000% 0.000000% 0.~~000000~~196502% 30 Days 35.~~237228~~046948% 0.~~050582~~058685% 0.000000% 0.000000% 35.~~287810~~105634% 34.~~209473~~733621% 0.~~021236~~045010% 0.000000% 0.000000% 34.~~230709~~778631% 60 Days 02.~~404654~~347418% 0.000000% 0.~~000000~~117371% 0.000000% 02.~~404654~~464789% 02.~~426425~~238508% 0.000000% 0.~~000000~~056436% 0.000000% 02.~~426425~~294944% 90 Days 0.~~000000~~176056% 0.000000% 01.~~000000~~173709% 0.000000% 01.~~000000~~349765% 0.~~000000~~110822% 0.000000% 01.~~000000~~172941% 0.000000% 01.~~000000~~283763% 120 Days 0.~~000000~~117371% 0.~~000000~~058685% 0.~~000000~~938967% 0.~~000000~~058685% 01.~~000000~~173709% 0.~~000000~~140869% 0.~~000000~~099011% 01.~~000000~~050021% 0.~~000000~~028808% 01.~~000000~~318709% 150 Days 0.000000% 0.~~000000~~058685% 0.~~000000~~938967% 0.~~000000~~058685% 01.~~000000~~056338% 0.000000% 0.~~000000~~032625% 0.~~000000~~978441% 0.~~000000~~047019% 01.~~000000~~058085% 180+ Days 0.000000% 0.~~000000~~058685% 0.~~000000~~997653% 0.~~000000~~528169% 01.~~000000~~584507% 0.000000% 0.~~000000~~025549% 01.~~000000~~230670% 0.~~000000~~516554% 01.~~000000~~772772% Totals 37.~~641882~~687793% 0.~~050582~~410798% 04.~~000000~~166667% 0.~~000000~~645540% 312.~~692463~~910798% 37.~~635897~~223820% 0.~~021236~~398697% 04.~~000000~~488509% 0.~~000000~~592381% 312.~~657134~~703406% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 1(B) No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 2218 0 0 0 2218 1,~~176~~591,~~429~~932.1971 0.00 0.00 0.00 1,~~176~~591,~~429~~932.1971 60 Days 311 0 0 0 311 ~~154~~686,~~217~~231.5634 0.00 0.00 0.00 ~~154~~686,~~217~~231.5634 90 Days 04 01 02 0 07 0119,193.0012 023,500.0082 0343,208.0092 0.00 0485,902.0086 120 Days 04 0 02 0 06 0144,947.0012 0.00 0193,635.0065 0.00 0338,582.0077 150 Days 03 01 0 0 04 0119,482.0050 067,742.0076 0.00 0.00 0187,225.0026 180+ Days 01 0 01 0 02 038,769.0036 0.00 044,958.0073 0.00 083,728.0009 Totals 2541 02 05 0 2548 12,~~330~~700,~~646~~556.7515 091,243.0058 0581,803.0030 0.00 13,~~330~~373,~~646~~603.7503 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 3.~~421462~~056027% 0.000000% 0.000000% 0.000000% 3.~~421462~~056027% 23.~~316312~~422258% 0.000000% 0.000000% 0.000000% 23.~~316312~~422258% 60 Days 01.~~466563~~867572% 0.000000% 0.000000% 0.000000% 01.~~466563~~867572% 01.~~303644~~475226% 0.000000% 0.000000% 0.000000% 01.~~303644~~475226% 90 Days 0.~~000000~~679117% 0.~~000000~~169779% 0.~~000000~~339559% 0.000000% 01.~~000000~~188455% 0.~~000000~~256235% 0.~~000000~~050521% 0.~~000000~~737813% 0.000000% 01.~~000000~~044570% 120 Days 0.~~000000~~679117% 0.000000% 0.~~000000~~339559% 0.000000% 01.~~000000~~018676% 0.~~000000~~311600% 0.000000% 0.~~000000~~416268% 0.000000% 0.~~000000~~727868% 150 Days 0.~~000000~~509338% 0.~~000000~~169779% 0.000000% 0.000000% 0.~~000000~~679117% 0.~~000000~~256858% 0.~~000000~~145630% 0.000000% 0.000000% 0.~~000000~~402488% 180+ Days 0.~~000000~~169779% 0.000000% 0.~~000000~~169779% 0.000000% 0.~~000000~~339559% 0.~~000000~~083344% 0.000000% 0.~~000000~~096650% 0.000000% 0.~~000000~~179994% Totals 36.~~888025~~960951% 0.~~000000~~339559% 0.~~000000~~848896% 0.000000% 38.~~888025~~149406% 25.~~619956~~805521% 0.~~000000~~196151% 01.~~000000~~250732% 0.000000% 27.~~619956~~252404% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 2(A) No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 10 0 0 10 ~~106,851~~0.8500 0.00 0.00 ~~106,851~~0.8500 30 Days 3752 0 0 0 3752 810,~~307~~926,~~067~~920.7334 0.00 0.00 0.00 810,~~307~~926,~~067~~920.7334 60 Days 522 0 01 0 523 14,~~478~~070,~~439~~159.9965 0.00 0233,218.0068 0.00 14,~~478~~303,~~439~~378.9933 90 Days 01 01 017 0 019 0200,966.0044 0116,002.0054 04,235,339.0092 0.00 04,552,308.0090 120 Days 01 01 010 01 013 0148,420.0025 0227,739.0034 03,198,798.0046 051,882.0069 03,626,840.0074 150 Days 0 02 08 02 012 0.00 0393,652.0017 03,096,775.0021 0243,711.0079 03,734,139.0017 180+ Days 01 01 012 01 015 0230,951.0089 0527,657.0007 01,943,692.0023 0475,889.0052 03,178,190.0071 Totals 4277 15 048 04 43134 915,~~785~~577,~~507~~418.7257 ~~106~~1,~~851~~265,051.8512 012,707,824.0050 0771,484.00 930,~~892~~321,~~359~~778.5719 0-29 Days 0.~~083893~~000000% 0.000000% 0.000000% 0.~~083893~~000000% 0.~~039825~~000000% 0.000000% 0.000000% 0.~~039825~~000000% 30 Days 34.~~104027~~868914% 0.000000% 0.000000% 0.000000% 34.~~104027~~868914% 34.~~096176~~589323% 0.000000% 0.000000% 0.000000% 34.~~096176~~589323% 60 Days 02.~~419463~~059925% 0.000000% 0.~~000000~~093633% 0.000000% 02.~~419463~~153558% 01.~~551038~~709473% 0.000000% 0.~~000000~~097952% 0.000000% 01.~~551038~~807425% 90 Days 0.~~000000~~093633% 0.~~000000~~093633% 01.~~000000~~591760% 0.000000% 01.~~000000~~779026% 0.~~000000~~084406% 0.~~000000~~048721% 01.~~000000~~778849% 0.000000% 01.~~000000~~911976% 120 Days 0.~~000000~~093633% 0.~~000000~~093633% 0.~~000000~~936330% 0.~~000000~~093633% 01.~~000000~~217228% 0.~~000000~~062337% 0.~~000000~~095651% 01.~~000000~~343500% 0.~~000000~~021791% 01.~~000000~~523278% 150 Days 0.000000% 0.~~000000~~187266% 0.~~000000~~749064% 0.~~000000~~187266% 01.~~000000~~123596% 0.000000% 0.~~000000~~165334% 01.~~000000~~300650% 0.~~000000~~102359% 01.~~000000~~568344% 180+ Days 0.~~000000~~093633% 0.~~000000~~093633% 01.~~000000~~123596% 0.~~000000~~093633% 01.~~000000~~404494% 0.~~000000~~097000% 0.~~000000~~221617% 0.~~000000~~816354% 0.~~000000~~199874% 01.~~000000~~334845% Totals 37.~~523490~~209738% 0.~~083893~~468165% 04.~~000000~~494382% 0.~~000000~~374532% 312.~~607383~~546816% 36.~~647215~~542539% 0.~~039825~~531323% 05.~~000000~~337305% 0.~~000000~~324024% 312.~~687040~~735192% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 2(B) No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 139 0 0 0 139 ~~936~~462,~~476~~798.8565 0.00 0.00 0.00 ~~936~~462,~~476~~798.8565 60 Days 14 0 0 0 14 ~~349~~546,~~719~~788.8377 0.00 0.00 0.00 ~~349~~546,~~719~~788.8377 90 Days 07 0 02 0 09 0598,775.0031 0.00 0185,909.0068 0.00 0784,684.0099 120 Days 01 0 0 0 01 084,697.0078 0.00 0.00 0.00 084,697.0078 150 Days 01 0 03 0 04 0114,935.0030 0.00 0153,059.0045 0.00 0267,994.0075 180+ Days 0 0 01 0 01 0.00 0.00 064,838.0080 0.00 064,838.0080 Totals 1422 0 06 0 1428 1,~~286~~807,~~196~~995.6881 0.00 0403,807.0093 0.00 12,~~286~~211,~~196~~803.6874 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 32.~~110048~~325581% 0.000000% 0.000000% 0.000000% 32.~~110048~~325581% 1.~~995852~~056900% 0.000000% 0.000000% 0.000000% 1.~~995852~~056900% 60 Days 01.~~239234~~033592% 0.000000% 0.000000% 0.000000% 01.~~239234~~033592% 01.~~745335~~248709% 0.000000% 0.000000% 0.000000% 01.~~745335~~248709% 90 Days 01.~~000000~~808786% 0.000000% 0.~~000000~~516796% 0.000000% 02.~~000000~~325581% 01.~~000000~~367432% 0.000000% 0.~~000000~~424565% 0.000000% 01.~~000000~~791996% 120 Days 0.~~000000~~258398% 0.000000% 0.000000% 0.000000% 0.~~000000~~258398% 0.~~000000~~193426% 0.000000% 0.000000% 0.000000% 0.~~000000~~193426% 150 Days 0.~~000000~~258398% 0.000000% 0.~~000000~~775194% 0.000000% 01.~~000000~~033592% 0.~~000000~~262479% 0.000000% 0.~~000000~~349544% 0.000000% 0.~~000000~~612023% 180+ Days 0.000000% 0.000000% 0.~~000000~~258398% 0.000000% 0.~~000000~~258398% 0.000000% 0.000000% 0.~~000000~~148073% 0.000000% 0.~~000000~~148073% Totals 35.~~349282~~684755% 0.000000% 01.~~000000~~550388% 0.000000% 37.~~349282~~235142% 24.~~741187~~128945% 0.000000% 0.~~000000~~922182% 0.000000% 25.~~741187~~051127%

~~Summary~~180+ 12Delinquency ~~Month~~Summary ~~REO~~Summary History* New REO Loans Month REO Percentage Loans in REO 0 Jul-05 0.000% Original Principal Balance 0.00 Aug-05 0.000% Current Actual Balance 0.00 Sep-05 0.000% Oct-05 0.000% Current REO Total Nov-05 0.000% Loans in REO 0 Dec-05 0.000% Original Principal Balance 0.00 Jan-06 0.000% Current Actual Balance 0.00 Feb-06 0.000% Mar-06 0.000% Apr-06 0.000% May-06 0.000% Jun-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 1(A) 12Days ~~Month~~Number ~~REO~~of History*Outstanding ~~New~~Percentage ~~REO~~of ~~Loans~~Number ~~Month~~of ~~REO~~Outstanding Percentage ~~Loans~~of inDelinquent ~~REO 0 Jul-05 0.000% Original Principal Balance 0.00 Aug-05 0.000% Current Actual Balance 0.00 Sep-05 0.000% Oct-05 0.000% Current REO Total Nov-05 0.000%~~ Loans ~~in REO 0 Dec-05 0.000% Original Principal Balance 0.00 Jan-06 0.000% Current~~ Actual Balance 0.00 Feb-06 0.000% Mar-06 0.000% Apr-06 0.000% May-06 0.000% Jun-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 1(B%) ~~12 Month REO History* New REO~~ Loans ~~Month REO Percentage Loans in REO 0 Jul-05 0.000% Original Principal Balance 0.00 Aug-05 0.000% Current~~ Actual Balance ~~0.00 Sep-05 0.000~~(%) ~~Oct-05 0.000% Current REO Total Nov-05 0.000% Loans in REO 0 Dec-05 0.000% Original Principal~~ Balance 0.00 Jan-06 0.000% Current Actual Balance 0.00 Feb-06 0.000% Mar-06 0.000% Apr-06 0.000% May-06 0.000% Jun-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 2(A$) ~~12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Jul-05 0.000% Original Principal~~ Balance 0.00 Aug-05 0.000% Current Actual Balance 0.00 Sep-05 0.000% Oct-05 0.000% Current REO Total Nov-05 0.000% Loans in REO 0 Dec-05 0.000% Original Principal Balance 0.00 Jan-06 0.000% Current Actual Balance 0.00 Feb-06 0.000% Mar-06 0.000% Apr-06 0.000% May-06 0.000% Jun-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 2(B$) 12180 ~~Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Jul~~-05 ~~0.000%~~209 ~~Original~~37 ~~Principal Balance 0~~6,786,428.0098 ~~Aug-05 0~~1.~~000%~~118 ~~Current~~21 ~~Actual Balance 0~~3,848,248.0037 ~~Sep-05 0~~1.~~000%~~381 ~~Oct-05~~210 ~~0.000% Current REO Total Nov~~-05 ~~0.000%~~239 ~~Loans~~8 ~~in REO 0 Dec-05 0~~1,482,047.~~000%~~24 ~~Original Principal Balance~~ 0.00244 ~~Jan-06~~6 01,093,470.~~000%~~25 ~~Current Actual Balance~~ 0.00392 ~~Feb-06~~Total ~~0.000%~~45 ~~Mar-06 0~~8,268,476.~~000%~~22 ~~Apr-06 0~~1.~~000%~~362 ~~May-06~~27 04,941,718.~~000%~~62 ~~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.~~773

~~REO~~180+ ~~Loan~~Delinquency ~~Detail~~Summary -(continued) ~~All~~1(B) ~~Mortgage~~2(A) Days Number of Outstanding Percentage of Number of Outstanding Percentage of Delinquent Loans inActual ~~REO~~Balance(%) ~~during~~Loans ~~Current~~Actual ~~Period~~Balance(%) ~~Month~~Balance($) ~~Loan~~Balance($) ~~First~~180 ~~Original~~- ~~Loan~~209 ~~Entered~~2 ~~Payment~~83,728.09 ~~LTV~~0.180 at13 ~~Principal~~2,789,613.72 ~~Group~~1.172 ~~Number~~210 ~~REO~~- ~~Date~~239 ~~State~~0 ~~Origination~~0.00 ~~Balance~~0.000 No2 ~~REO~~388,576.99 ~~Loans~~0.163 ~~this~~Total ~~Period~~2 83,728.09 0.180 15 3,178,190.71 1.335

~~REO~~180+ ~~Loan~~Delinquency ~~Detail~~Summary -(continued) ~~All~~2(B) ~~Mortgage~~Days ~~Loans~~Number inof ~~REO~~Outstanding ~~during~~Percentage ~~Current~~of ~~Period~~Delinquent Loans Actual Balance(~~continued~~%) ~~Current~~Balance($) ~~Paid~~180 ~~Current~~- ~~Approximate~~209 ~~Loan~~1 ~~Actual~~64,838.80 To0.148 ~~Months~~210 ~~Loan~~- ~~Delinquent~~239 ~~Group~~0 ~~Number~~0.00 ~~Balance~~0.000 ~~Date~~Total ~~Delinquent~~1 ~~Rate~~64,838.80 ~~Interest~~0.148 NoThis ~~REO~~report ~~Loans~~includes ~~this~~all ~~Period~~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 ~~Foreclosure~~REO History* New ~~Foreclosure~~REO Loans Month ~~Foreclosure~~REO Percentage Loans in ~~Foreclosure~~REO 010 ~~Jul~~Dec-05 0.000% Original Principal Balance 01,689,700.00 ~~Aug~~Jan-0506 0.000% Current Actual Balance 01,688,624.0099 ~~Sep~~Feb-0506 0.000% ~~Oct~~Mar-0506 0.000% Current ~~Foreclosure~~REO Total ~~Nov~~Apr-0506 0.000% Loans in ~~Foreclosure~~REO 015 ~~Dec~~May-0506 0.000% Original Principal Balance 02,424,400.00 ~~Jan~~Jun-06 0.000% Current Actual Balance 02,422,784.0009 ~~Feb~~Jul-06 0.000% ~~Mar~~Aug-06 0.000% ~~Apr~~Sep-06 0.~~000~~059% ~~May~~Oct-06 0.~~000~~117% ~~Jun~~Nov-06 0.~~000~~399% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 1(A) 12 Month ~~Foreclosure~~REO History* New ~~Foreclosure~~REO Loans Month ~~Foreclosure~~REO Percentage Loans in ~~Foreclosure~~REO 08 ~~Jul~~Dec-05 0.000% Original Principal Balance 01,161,700.00 ~~Aug~~Jan-0506 0.000% Current Actual Balance 01,160,852.0078 ~~Sep~~Feb-0506 0.000% ~~Oct~~Mar-0506 0.000% Current ~~Foreclosure~~REO Total ~~Nov~~Apr-0506 0.000% Loans in ~~Foreclosure~~REO 011 ~~Dec~~May-0506 0.000% Original Principal Balance 01,652,400.00 ~~Jan~~Jun-06 0.000% Current Actual Balance 01,651,300.0009 ~~Feb~~Jul-06 0.000% ~~Mar~~Aug-06 0.000% ~~Apr~~Sep-06 0.~~000~~125% ~~May~~Oct-06 0.~~000~~168% ~~Jun~~Nov-06 0.~~000~~592% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 1(B) 12 Month ~~Foreclosure~~REO History* New ~~Foreclosure~~REO Loans Month ~~Foreclosure~~REO Percentage Loans in ~~Foreclosure~~REO 0 ~~Jul~~Dec-05 0.000% Original Principal Balance 0.00 ~~Aug~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Sep~~Feb-0506 0.000% ~~Oct~~Mar-0506 0.000% Current ~~Foreclosure~~REO Total ~~Nov~~Apr-0506 0.000% Loans in ~~Foreclosure~~REO 0 ~~Dec~~May-0506 0.000% Original Principal Balance 0.00 ~~Jan~~Jun-06 0.000% Current Actual Balance 0.00 ~~Feb~~Jul-06 0.000% ~~Mar~~Aug-06 0.000% ~~Apr~~Sep-06 0.000% ~~May~~Oct-06 0.000% ~~Jun~~Nov-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 2(A) 12 Month ~~Foreclosure~~REO History* New ~~Foreclosure~~REO Loans Month ~~Foreclosure~~REO Percentage Loans in ~~Foreclosure~~REO 02 ~~Jul~~Dec-05 0.000% Original Principal Balance 0528,000.00 ~~Aug~~Jan-0506 0.000% Current Actual Balance 0527,772.0021 ~~Sep~~Feb-0506 0.000% ~~Oct~~Mar-0506 0.000% Current ~~Foreclosure~~REO Total ~~Nov~~Apr-0506 0.000% Loans in ~~Foreclosure~~REO 04 ~~Dec~~May-0506 0.000% Original Principal Balance 0772,000.00 ~~Jan~~Jun-06 0.000% Current Actual Balance 0771,484.00 ~~Feb~~Jul-06 0.000% ~~Mar~~Aug-06 0.000% ~~Apr~~Sep-06 0.000% ~~May~~Oct-06 0.~~000~~100% ~~Jun~~Nov-06 0.~~000~~324% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 2(B) 12 Month ~~Foreclosure~~REO History* New ~~Foreclosure~~REO Loans Month ~~Foreclosure~~REO Percentage Loans in ~~Foreclosure~~REO 0 ~~Jul~~Dec-05 0.000% Original Principal Balance 0.00 ~~Aug~~Jan-0506 0.000% Current Actual Balance 0.00 ~~Sep~~Feb-0506 0.000% ~~Oct~~Mar-0506 0.000% Current ~~Foreclosure~~REO Total ~~Nov~~Apr-0506 0.000% Loans in ~~Foreclosure~~REO 0 ~~Dec~~May-0506 0.000% Original Principal Balance 0.00 ~~Jan~~Jun-06 0.000% Current Actual Balance 0.00 ~~Feb~~Jul-06 0.000% ~~Mar~~Aug-06 0.000% ~~Apr~~Sep-06 0.000% ~~May~~Oct-06 0.000% ~~Jun~~Nov-06 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

~~Foreclosure~~REO Loan Detail - All Mortgage Loans in ~~Foreclosure~~REO during Current Period Month Loan First Original Loan Entered Payment LTV at Principal Group Number FCREO Date State Origination Balance No1(A) ~~Foreclosure~~0119162790 ~~Loans~~Nov-2006 ~~this~~01-Feb-2006 ~~Period~~FL 80.00 235,200.00 1(A) 0119166379 Nov-2006 01-Feb-2006 GA 80.00 87,200.00 1(A) 0119167930 Nov-2006 01-Feb-2006 FL 80.00 124,000.00 1(A) 0119168938 Sep-2006 01-Feb-2006 GA 90.00 225,000.00 1(A) 0119175198 Oct-2006 01-Feb-2006 GA 85.00 110,500.00 1(A) 0119175800 Sep-2006 01-Feb-2006 GA 80.00 155,200.00 1(A) 0119460228 Nov-2006 01-Mar-2006 FL 80.00 117,600.00 1(A) 0119460814 Nov-2006 01-Mar-2006 GA 80.00 131,200.00 1(A) 0119461176 Nov-2006 01-Mar-2006 MO 70.00 80,500.00 1(A) 0119463800 Nov-2006 01-Mar-2006 FL 80.00 236,000.00 1(A) 0119483998 Nov-2006 01-Mar-2006 FL 83.33 150,000.00 2(A) 0119163053 Nov-2006 01-Feb-2006 MI 65.00 52,000.00 2(A) 0119459188 Oct-2006 01-Mar-2006 MI 80.00 92,000.00 2(A) 0119461796 Oct-2006 01-Mar-2006 MI 80.00 152,000.00 2(A) 0119466126 Nov-2006 01-Mar-2006 CA 80.00 476,000.00

~~Foreclosure~~REO Loan Detail - All Mortgage Loans in ~~Foreclosure~~REO during Current Period (continued) Current Paid Current Approximate Loan Actual To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest No1(A) ~~Foreclosure~~0119162790 ~~Loans~~235,069.64 ~~this~~01-Feb-2006 ~~Period~~7 8.930% 13,176.19 1(A) 0119166379 87,174.51 01-Feb-2006 7 7.930% 4,312.07 1(A) 0119167930 123,845.47 01-Mar-2006 6 8.380% 6,490.96 1(A) 0119168938 224,855.35 01-Feb-2006 7 8.210% 11,522.40 1(A) 0119175198 110,433.67 01-Mar-2006 6 7.850% 5,405.23 1(A) 0119175800 155,158.29 01-Feb-2006 7 8.220% 7,975.35 1(A) 0119460228 117,536.82 01-Mar-2006 6 9.080% 6,709.71 1(A) 0119460814 131,069.60 01-Apr-2006 5 9.470% 6,847.73 1(A) 0119461176 80,303.41 01-May-2006 4 7.117% 2,649.75 1(A) 0119463800 235,942.72 01-Mar-2006 6 8.568% 12,679.17 1(A) 0119483998 149,910.61 01-Mar-2006 6 8.580% 8,057.38 2(A) 0119163053 51,882.69 01-May-2006 4 8.900% 2,175.91 2(A) 0119459188 91,901.61 01-Apr-2006 5 9.120% 4,613.50 2(A) 0119461796 151,810.18 01-Apr-2006 5 8.370% 6,956.01 2(A) 0119466126 475,889.52 01-Mar-2006 6 8.720% 26,056.34

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

Summary 12 Month ~~Bankruptcy~~Foreclosure History* New ~~Bankruptcy~~Foreclosure Loans Month ~~Bankruptcy~~Foreclosure Percentage Loans in ~~Bankruptcy~~Foreclosure 145 ~~Jul~~Dec-05 0.000% Original Principal Balance 719,~~250~~221,617.00 ~~Aug~~Jan-0506 0.000% Current Actual Balance 719,~~231~~203,283.2682 ~~Sep~~Feb-0506 0.000% ~~Oct~~Mar-0506 0.000% Current ~~Bankruptcy~~Foreclosure Total ~~Nov~~Apr-0506 0.000% Loans in ~~Bankruptcy~~Foreclosure 2130 ~~Dec~~May-0506 0.000% Original Principal Balance ~~178~~26,~~250~~241,255.00 ~~Jan~~Jun-06 0.000% Current Actual Balance ~~178~~26,~~083~~205,447.1110 ~~Feb~~Jul-06 0.~~000~~352% ~~Mar~~Aug-06 01.~~000~~490% ~~Apr~~Sep-06 02.~~000~~512% ~~May~~Oct-06 03.~~015~~440% ~~Jun~~Nov-06 04.~~025~~316% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 1(A) 12 Month ~~Bankruptcy~~Foreclosure History* New ~~Bankruptcy~~Foreclosure Loans Month ~~Bankruptcy~~Foreclosure Percentage Loans in ~~Bankruptcy~~Foreclosure 122 ~~Jul~~Dec-05 0.000% Original Principal Balance 713,~~250~~663,746.00 ~~Aug~~Jan-0506 0.000% Current Actual Balance 713,~~231~~655,064.2671 ~~Sep~~Feb-0506 0.000% ~~Oct~~Mar-0506 0.000% Current ~~Bankruptcy~~Foreclosure Total ~~Nov~~Apr-0506 0.000% Loans in ~~Bankruptcy~~Foreclosure 171 ~~Dec~~May-0506 0.000% Original Principal Balance 7112,~~250~~529,795.00 ~~Jan~~Jun-06 0.000% Current Actual Balance 7112,~~231~~512,011.2637 ~~Feb~~Jul-06 0.~~000~~225% ~~Mar~~Aug-06 01.~~000~~441% ~~Apr~~Sep-06 02.~~000~~710% ~~May~~Oct-06 03.~~000~~770% ~~Jun~~Nov-06 04.~~021~~489% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 1(B) 12 Month ~~Bankruptcy~~Foreclosure History* New ~~Bankruptcy~~Foreclosure Loans Month ~~Bankruptcy~~Foreclosure Percentage Loans in ~~Bankruptcy~~Foreclosure 02 ~~Jul~~Dec-05 0.000% Original Principal Balance 0343,800.00 ~~Aug~~Jan-0506 0.000% Current Actual Balance 0343,208.0092 ~~Sep~~Feb-0506 0.000% ~~Oct~~Mar-0506 0.000% Current ~~Bankruptcy~~Foreclosure Total ~~Nov~~Apr-0506 0.000% Loans in ~~Bankruptcy~~Foreclosure 05 ~~Dec~~May-0506 0.000% Original Principal Balance 0582,800.00 ~~Jan~~Jun-06 0.000% Current Actual Balance 0581,803.0030 ~~Feb~~Jul-06 0.000% ~~Mar~~Aug-06 0.~~000~~221% ~~Apr~~Sep-06 0.~~000~~351% ~~May~~Oct-06 0.~~000~~772% ~~Jun~~Nov-06 01.~~000~~251% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 2(A) 12 Month ~~Bankruptcy~~Foreclosure History* New ~~Bankruptcy~~Foreclosure Loans Month ~~Bankruptcy~~Foreclosure Percentage Loans in ~~Bankruptcy~~Foreclosure 019 ~~Jul~~Dec-05 0.000% Original Principal Balance 05,027,821.00 ~~Aug~~Jan-0506 0.000% Current Actual Balance 05,019,100.0051 ~~Sep~~Feb-0506 0.000% ~~Oct~~Mar-0506 0.000% Current ~~Bankruptcy~~Foreclosure Total ~~Nov~~Apr-0506 0.000% Loans in ~~Bankruptcy~~Foreclosure 148 ~~Dec~~May-0506 0.000% Original Principal Balance ~~107~~12,~~000~~724,010.00 ~~Jan~~Jun-06 0.000% Current Actual Balance ~~106~~12,~~851~~707,824.8550 ~~Feb~~Jul-06 0.~~000~~507% ~~Mar~~Aug-06 01.~~000~~925% ~~Apr~~Sep-06 02.~~000~~985% ~~May~~Oct-06 04.~~039~~097% ~~Jun~~Nov-06 05.~~040~~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. 2(B) 12 Month ~~Bankruptcy~~Foreclosure History* New ~~Bankruptcy~~Foreclosure Loans Month ~~Bankruptcy~~Foreclosure Percentage Loans in ~~Bankruptcy~~Foreclosure 02 ~~Jul~~Dec-05 0.000% Original Principal Balance 0186,250.00 ~~Aug~~Jan-0506 0.000% Current Actual Balance 0185,909.0068 ~~Sep~~Feb-0506 0.000% ~~Oct~~Mar-0506 0.000% Current ~~Bankruptcy~~Foreclosure Total ~~Nov~~Apr-0506 0.000% Loans in ~~Bankruptcy~~Foreclosure 06 ~~Dec~~May-0506 0.000% Original Principal Balance 0404,650.00 ~~Jan~~Jun-06 0.000% Current Actual Balance 0403,807.0093 ~~Feb~~Jul-06 0.~~000~~751% ~~Mar~~Aug-06 0.~~000~~762% ~~Apr~~Sep-06 0.~~000~~881% ~~May~~Oct-06 0.~~000~~493% ~~Jun~~Nov-06 0.~~000~~922% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

~~Bankruptcy~~Foreclosure Loan Detail - All Mortgage Loans in ~~Bankruptcy~~Foreclosure during Current Period ~~Group~~Month Loan ~~Month~~First Original Loan ~~First~~Entered ~~State~~Payment LTV at ~~Original~~Principal Group Number ~~Entered~~FC ~~Payment~~Date State Origination ~~Principal~~Balance ~~Bankruptcy~~1(A) ~~Date~~0119162063 ~~Balance~~Oct-2006 01-Jan-2006 OH 80.00 97,600.00 1(A) 0119162881 Jul-2006 01-Feb-2006 CA 80.00 271,200.00 1(A) 0119163434 Aug-2006 01-Feb-2006 FL 80.00 153,200.00 1(A) 0119164192 Nov-2006 01-Feb-2006 FL 90.00 297,000.00 1(A) 0119164218 Aug-2006 01-Feb-2006 CA 79.88 405,000.00 1(A) 0119164374 Sep-2006 01-Feb-2006 CA 90.00 332,100.00 1(A) 0119164622 Sep-2006 01-Feb-2006 FL 90.00 225,000.00 1(A) 0119167583 Sep-2006 01-Feb-2006 GA 90.00 128,700.00 1(A) 0119167799 Nov-2006 01-Feb-2006 GA 90.00 175,500.00 1(A) 0119167997 Nov-2006 01-Feb-2006 NC 80.00 104,000.00 1(A) 0119168052 Sep-2006 01-Feb-2006 NY 80.00 102,400.00 1(A) 0119168136 Oct-2006 01-Feb-2006 KS 90.00 68,400.00 1(A) 0119168227 Sep-2006 01-Feb-2006 FL 80.00 137,600.00 1(A) 0119169738 Nov-2006 01-Feb-2006 MN 80.00 145,600.00 1(A) 0119169779 Oct-2006 01-Feb-2006 CA 80.00 224,800.00 1(A) 0119171254 Oct-2006 01-Feb-2006 GA 80.00 111,200.00 1(A) 0119172658 Oct-2006 01-Feb-2006 CA 78.95 300,000.00 1(A) 0119172724 Nov-2006 01-Feb-2006 MI 80.00 100,000.00 1(A) 0119172906 Sep-2006 01-Feb-2006 OR 80.00 95,200.00 1(A) 0119173821 Nov-2006 01-Feb-2006 GA 80.00 128,800.00 1(A) 0119175057 Oct-2006 01-Feb-2006 GA 80.00 112,000.00 1(A) 0119175636 Nov-2006 01-Feb-2006 PA 80.00 136,000.00 1(A) 0119457281 Oct-2006 01-Mar-2006 WI 80.00 136,000.00 1(A) 0119457562 Aug-2006 01-Mar-2006 NY 80.00 480,000.00 1(A) 0119457976 Nov-2006 01-Mar-2006 TN 90.00 91,440.00 1(A) 0119458008 Sep-2006 01-Mar-2006 GA 80.00 80,000.00 1(A) 0119458800 Nov-2006 01-Feb-2006 TX 80.00 83,200.00 1(A) 0119459196 Aug-2006 01-Mar-2006 CT 80.00 92,000.00 1(A) 0119459360 Nov-2006 01-Mar-2006 TX 80.00 97,106.00 1(A) 0119459535 Sep-2006 01-Mar-2006 NC 75.73 77,999.00 1(A) 0119459709 Oct-2006 01-Mar-2006 FL 80.00 104,000.00 1(A) 0119460673 Oct-2006 01-Mar-2006 PA 80.00 128,000.00 1(A) 0119460970 Nov-2006 01-Mar-2006 KS 70.00 77,700.00 1(A) 0119461697 Sep-2006 01-Mar-2006 FL 80.00 149,600.00 1(A) 0119462224 Nov-2006 01-Mar-2006 FL 82.00 164,000.00 1(A) 0119463123 Aug-2006 01-Mar-2006 CO 80.00 201,600.00 1(A) 0119463214 Nov-2006 01-Mar-2006 NJ 70.00 144,900.00 1(A) 0119463305 Aug-2006 01-Mar-2006 FL 80.00 211,200.00 1(A) 0119464154 Sep-2006 01-Mar-2006 MN 70.00 149,800.00 1(A) 0119464246 Sep-2006 01-Mar-2006 CA 80.00 262,400.00 1(A) 0119469450 Oct-2006 01-Mar-2006 PA 75.00 132,750.00 1(A) 0119470102 Sep-2006 01-Feb-2006 FL 85.00 110,500.00 1(A) 0119470243 Oct-2006 01-Feb-2006 FL 70.00 109,900.00 1(A) 0119470474 Aug-2006 01-Feb-2006 NJ 70.00 304,500.00 1(A) 0119470706 Sep-2006 01-Feb-2006 WA 85.00 306,000.00 1(A) 0119471076 Oct-2006 01-Feb-2006 SC 85.00 289,000.00 1(A) 0119471118 Nov-2006 01-Feb-2006 TX 80.00 112,000.00 1(A) 0119471175 Nov-2006 01-Mar-2006 NY 48.49 177,000.00 1(A) 0119471738 Oct-2006 01-Mar-2006 FL 85.00 173,400.00 1(A) 0119473379 ~~Jun~~Sep-2006 01-Mar-2006 IL 95.00 71,250.00 1(A) 0119473791 Nov-2006 01-Mar-2006 NJ 75.00 221,250.00 1(A) 0119474344 Sep-2006 01-Mar-2006 OR 80.00 177,600.00 1(A) 0119476091 Sep-2006 01-Mar-2006 SC 90.00 147,600.00 1(A) 0119476117 Aug-2006 01-Mar-2006 NJ 74.76 157,000.00 1(A) 0119476372 Sep-2006 01-Mar-2006 SC 90.00 86,850.00 1(A) 0119476745 Nov-2006 01-Mar-2006 CA 85.00 323,000.00 1(A) 0119477149 Sep-2006 01-Mar-2006 TX 80.00 88,000.00 1(A) 0119477503 Nov-2006 01-Mar-2006 WV 80.00 53,600.00 1(A) 0119479350 Oct-2006 01-Mar-2006 FL 58.54 120,000.00 1(A) 0119479384 Nov-2006 01-Mar-2006 AZ 84.00 218,400.00 1(A) 0119480291 Aug-2006 01-Mar-2006 IN 90.00 81,000.00 1(A) 0119481455 Nov-2006 01-Mar-2006 CA 80.00 360,000.00 1(A) 0119481497 Nov-2006 01-Mar-2006 CA 70.00 217,000.00 1(A) 0119483212 Oct-2006 01-Mar-2006 MN 70.00 130,200.00 1(A) 0119483378 Nov-2006 01-Mar-2006 FL 75.00 236,250.00 1(A) 0119484095 Oct-2006 01-Mar-2006 NY 85.00 459,000.00 1(A) 0119484111 Oct-2006 01-Mar-2006 MI 75.00 64,500.00 1(A) 0119485290 Oct-2006 01-Mar-2006 NY 80.00 364,000.00 1(A) 0119485886 Sep-2006 01-Mar-2006 FL 80.00 208,000.00 1(A) 0119486140 Sep-2006 01-Mar-2006 FL 75.00 133,500.00 1(A) 0119486959 Sep-2006 01-Mar-2006 NJ 85.00 314,500.00 1(B) 0119458180 Nov-2006 01-Mar-2006 GA 90.00 186,300.00 1(B) 0119460129 Oct-2006 01-Mar-2006 GA 80.00 115,600.00 1(B) 0119463925 Nov-2006 01-Mar-2006 AZ 70.00 157,500.00 1(B) 0119469401 Oct-2006 01-Feb-2006 NV 20.00 45,000.00 1(B) 0119473890 Oct-2006 01-Mar-2006 TX 78.40 78,400.00 2(A) ~~0119164093~~0119162477 ~~May~~Nov-2006 01-Feb-2006 RITX 4479.5853 68,000.00 2(A) 0119163962 Nov-2006 01-Feb-2006 FL 70.00 101,500.00 2(A) 0119166684 Nov-2006 01-Mar-2006 GA 80.00 116,000.00 2(A) 0119167195 Jul-2006 01-Feb-2006 TX 95.00 164,825.00 2(A) 0119167294 Oct-2006 01-Feb-2006 CA 90.00 558,000.00 2(A) 0119168359 Oct-2006 01-Feb-2006 TX 80.00 169,004.00 2(A) 0119169605 Nov-2006 01-Feb-2006 FL 80.00 174,400.00 2(A) 0119169761 Oct-2006 01-Feb-2006 FL 80.00 191,920.00 2(A) 0119169795 Nov-2006 01-Feb-2006 CA 90.00 445,500.00 2(A) 0119170009 Oct-2006 01-Feb-2006 CA 80.00 420,000.00 2(A) 0119170447 Nov-2006 01-Feb-2006 SC 90.00 89,100.00 2(A) 0119171148 Nov-2006 01-Feb-2006 CA 80.00 180,000.00 2(A) 0119173086 Nov-2006 01-Feb-2006 CA 80.00 292,000.00 2(A) 0119173706 Jul-2006 01-Feb-2006 FL 80.00 223,920.00 2(A) 0119175628 Nov-2006 01-Feb-2006 VA 88.67 419,400.00 2(A) 0119175818 Nov-2006 01-Feb-2006 CA 80.00 412,201.00 2(A) 0119176105 Oct-2006 01-Feb-2006 NY 80.00 304,000.00 2(A) 0119176113 Nov-2006 01-Feb-2006 FL 80.00 252,000.00 2(A) 0119457422 Aug-2006 01-Mar-2006 FL 80.00 216,000.00 2(A) 0119457752 Aug-2006 01-Mar-2006 FL 95.00 90,250.00 2(A) 0119460301 Aug-2006 01-Mar-2006 OH 78.95 119,920.00 2(A) 0119460723 Nov-2006 01-Feb-2006 FL 80.00 129,520.00 2(A) 0119462562 Aug-2006 01-Feb-2006 WA 80.00 178,400.00 2(A) 0119464022 Nov-2006 01-Mar-2006 FL 80.00 248,000.00 2(A) 0119464642 Oct-2006 01-Mar-2006 FL 80.00 280,000.00 2(A) 0119464865 Sep-2006 01-Feb-2006 CA 80.00 286,400.00 2(A) 0119464923 Oct-2006 01-Mar-2006 FL 80.00 288,000.00 2(A) 0119465276 Nov-2006 01-Mar-2006 NC 80.00 324,000.00 2(A) 0119465425 Nov-2006 01-Mar-2006 TX 80.00 339,200.00 2(A) 0119465466 Sep-2006 01-Mar-2006 CA 80.00 344,000.00 2(A) 0119465938 Nov-2006 01-Mar-2006 VA 80.00 424,000.00 2(A) 0119466027 Aug-2006 01-Mar-2006 FL 80.00 440,000.00 2(A) 0119466100 Sep-2006 01-Mar-2006 CA 80.00 460,000.00 2(A) 0119466316 Nov-2006 01-Mar-2006 VA 80.00 732,000.00 2(A) 0119473072 Aug-2006 01-Feb-2006 PA 70.00 43,050.00 2(A) 0119473601 Oct-2006 01-Mar-2006 NY 75.00 600,000.00 2(A) 0119473783 Oct-2006 01-Mar-2006 NJ 75.00 231,750.00 2(A) 0119474211 Nov-2006 01-Mar-2006 FL 90.00 234,000.00 2(A) 0119474237 Sep-2006 01-Mar-2006 FL 90.00 225,000.00 2(A) 0119474385 Sep-2006 01-Mar-2006 FL 75.00 168,750.00 2(A) 0119476786 Sep-2006 01-Mar-2006 CA 90.60 607,000.00 2(A) 0119477842 Aug-2006 01-Mar-2006 OR 75.00 107,250.00 2(A) 0119479392 Aug-2006 01-Mar-2006 WI 75.00 71,250.00 2(A) 0119483204 Aug-2006 01-Mar-2006 PA 70.00 121,100.00 2(A) 0119483485 Nov-2006 01-Mar-2006 TX 69.12 47,000.00 2(A) 0119484806 Oct-2006 01-Mar-2006 FL 70.00 112,000.00 2(A) 0119486108 Oct-2006 01-Mar-2006 NJ 80.00 450,400.00 2(A) 0119486660 Oct-2006 01-Mar-2006 TX 80.00 224,000.00 2(B) 0119467975 Oct-2006 01-Jan-2006 FL 20.00 51,400.00 2(B) 0119468106 Oct-2006 01-Jan-2006 FL 20.00 52,000.00 2(B) 0119471043 Oct-2006 01-Feb-2006 NY 10.00 65,000.00 2(B) 0119473635 Sep-2006 01-Mar-2006 FL 24.88 50,000.00 2(B) 0119474138 Nov-2006 01-Mar-2006 FL 75.00 131,250.00 2(B) 0119477776 Nov-2006 01-Mar-2006 WA 64.71 55,000.00

~~Bankruptcy~~Foreclosure Loan Detail - All Mortgage Loans in ~~Bankruptcy~~Foreclosure during Current Period (continued) ~~Group~~Current ~~Loan~~Paid Current ~~Paid~~Approximate Loan Actual To Months ~~Current~~Loan ~~Approximate~~Delinquent Group Number ~~Actual~~Balance Date Delinquent ~~Loan~~ Rate ~~Delinquent~~Interest ~~Balance~~1(A) ~~Interest~~0119162063 97,351.47 01-May-2006 4 9.410% 4,331.28 1(A) 0119162881 270,679.96 01-Apr-2006 5 8.272% 12,247.56 1(A) 0119163434 152,949.59 01-Mar-2006 6 7.030% 6,638.23 1(A) 0119164192 296,342.36 01-May-2006 4 8.990% 12,561.77 1(A) 0119164218 404,450.26 01-Mar-2006 6 7.960% 20,063.95 1(A) 0119164374 331,860.84 01-Apr-2006 5 8.630% 15,726.86 1(A) 0119164622 224,670.93 01-Apr-2006 5 9.580% 11,882.12 1(A) 0119167583 128,525.19 01-Apr-2006 5 7.080% 4,927.40 1(A) 0119167799 175,023.40 01-Jun-2006 3 9.100% 6,264.64 1(A) 0119167997 103,839.46 01-Jul-2006 2 8.430% 2,743.73 1(A) 0119168052 102,336.28 01-Feb-2006 7 8.370% 5,353.43 1(A) 0119168136 68,245.81 01-Jun-2006 3 9.990% 2,696.03 1(A) 0119168227 137,529.41 01-Apr-2006 5 9.770% 7,433.00 1(A) 0119169738 145,106.92 01-Jun-2006 3 8.020% 4,540.35 1(A) 0119169779 224,557.90 01-May-2006 4 9.420% 10,010.28 1(A) 0119171254 110,948.86 01-May-2006 4 8.920% 4,664.19 1(A) 0119172658 299,551.28 01-May-2006 4 7.140% 9,935.69 1(A) 0119172724 99,893.78 01-Jun-2006 3 9.070% 3,565.48 1(A) 0119172906 95,089.07 01-Apr-2006 5 6.952% 3,574.58 1(A) 0119173821 128,309.24 01-Jun-2006 3 7.430% 3,699.13 1(A) 0119175057 111,729.59 01-May-2006 4 8.570% 4,501.27 1(A) 0119175636 135,603.81 01-Jun-2006 3 8.760% 4,661.42 1(A) 0119457281 135,802.76 01-May-2006 4 9.620% 6,184.92 1(A) 0119457562 479,891.84 01-Mar-2006 6 8.820% 26,595.77 1(A) 0119457976 91,280.95 01-Jun-2006 3 10.140% 3,663.15 1(A) 0119458008 79,875.72 01-Apr-2006 5 10.620% 4,710.09 1(A) 0119458800 83,090.23 01-Jun-2006 3 8.330% 2,709.35 1(A) 0119459196 91,979.87 01-Mar-2006 6 8.920% 5,158.96 1(A) 0119459360 96,859.76 01-Jun-2006 3 8.330% 3,155.93 1(A) 0119459535 77,945.44 01-Apr-2006 5 7.380% 3,124.91 1(A) 0119459709 103,869.65 01-May-2006 4 6.690% 3,211.33 1(A) 0119460673 128,000.00 01-May-2006 4 9.670% 5,868.84 1(A) 0119460970 77,426.44 01-Jun-2006 3 6.680% 1,990.15 1(A) 0119461697 149,524.99 01-Apr-2006 5 8.470% 6,946.32 1(A) 0119462224 163,604.03 01-Jun-2006 3 8.570% 5,494.37 1(A) 0119463123 201,531.59 01-Mar-2006 6 7.410% 9,272.25 1(A) 0119463214 144,474.33 01-Jun-2006 3 7.600% 4,267.59 1(A) 0119463305 211,110.78 01-Mar-2006 6 6.630% 8,613.94 1(A) 0119464154 149,667.31 01-Mar-2006 6 6.605% 6,071.56 1(A) 0119464246 262,208.29 01-Apr-2006 5 7.160% 10,175.42 1(A) 0119469450 132,712.72 01-Mar-2006 6 12.085% 10,239.10 1(A) 0119470102 110,329.69 01-Apr-2006 5 9.330% 5,673.88 1(A) 0119470243 109,655.14 01-May-2006 4 8.960% 4,631.75 1(A) 0119470474 304,238.54 01-Mar-2006 6 10.160% 19,561.57 1(A) 0119470706 305,864.02 01-Mar-2006 6 8.880% 17,073.46 1(A) 0119471076 288,876.18 01-Feb-2006 7 10.150% 18,546.49 1(A) 0119471118 111,792.61 01-Jun-2006 3 10.910% 4,845.27 1(A) 0119471175 176,558.01 01-Jun-2006 3 8.405% 5,807.91 1(A) 0119471738 173,144.24 01-May-2006 4 9.540% 7,816.23 1(A) 0119473379 71,231.26 01-Mar-2006 16 12.380% 5,635.98 1(A) 0119473791 220,747.98 01-Jun-2006 3 8.880% 7,698.81 1(A) 0119474344 177,391.05 01-Apr-2006 5 8.660% 8,428.56 1(A) 0119476091 147,551.52 01-Apr-2006 5 9.890% 8,078.03 1(A) 0119476117 156,910.97 01-Mar-2006 6 8.820% 8,685.05 1(A) 0119476372 86,737.71 01-Apr-2006 5 8.200% 3,888.23 1(A) 0119476745 322,408.86 01-Jun-2006 3 9.900% 12,615.76 1(A) 0119477149 87,950.90 01-Mar-2006 6 8.898% 4,913.89 1(A) 0119477503 53,480.20 01-Jul-2006 2 10.030% 1,~~114~~697.8272 1(A) 0119479350 119,738.57 01-May-2006 4 7.710% 4,308.67 1(A) 0119479384 217,829.08 01-Jun-2006 3 8.180% 6,961.18 1(A) 0119480291 80,961.32 01-Mar-2006 6 9.640% 4,924.50 1(A) 0119481455 359,223.97 01-Jun-2006 3 9.125% 12,895.31 1(A) 0119481497 216,396.13 01-Jun-2006 3 7.870% 6,635.67 1(A) 0119483212 130,003.01 01-May-2006 4 9.810% 6,044.51 1(A) 0119483378 235,773.16 01-Jun-2006 3 9.435% 8,768.52 1(A) 0119484095 458,355.05 01-May-2006 4 9.770% 21,219.15 1(A) 0119484111 64,427.43 01-May-2006 4 10.810% 3,318.03 1(A) 0119485290 363,526.15 01-May-2006 4 10.130% 17,484.22 1(A) 0119485886 207,908.67 01-Mar-2006 6 10.035% 13,194.53 1(A) 0119486140 133,383.51 01-Apr-2006 5 10.085% 7,447.77 1(A) 0119486959 314,164.33 01-Apr-2006 5 9.130% 15,789.59 1(B) 0119458180 185,911.61 01-Jun-2006 3 9.280% 6,793.97 1(B) 0119460129 115,344.65 01-May-2006 4 8.780% 4,768.18 1(B) 0119463925 157,297.31 01-Jun-2006 3 7.630% 4,669.96 1(B) 0119469401 44,958.73 01-Mar-2006 6 9.850% 2,797.62 1(B) 0119473890 78,291.00 01-May-2006 4 9.820% 3,644.02 2(A) ~~0119164093~~0119162477 ~~106~~67,~~851~~855.87 01-Jun-2006 3 10.280% 2,762.70 2(A) 0119163962 101,323.37 01-Jun-2006 3 11.210% 4,518.29 2(A) 0119166684 115,731.77 01-Jun-2006 3 8.780% 3,988.00 2(A) 0119167195 164,732.54 01-Feb-2006 7 10.030% 10,444.08 2(A) 0119167294 556,925.85 01-Apr-2006 05 8.310% 25,322.09 2(A) 0119168359 168,844.64 01-Mar-2006 6 9.~~840~~720% 10,360.07 2(A) 0119169605 174,230.54 01-Jun-2006 3 9.370% 6,436.68 2(A) 0119169761 191,425.41 01-May-2006 4 8.250% 7,405.43 2(A) 0119169795 444,927.34 01-Jun-2006 3 8.420% 14,674.83 2(A) 0119170009 419,205.78 01-May-2006 4 6.250% 12,037.59 2(A) 0119170447 88,807.88 01-Jun-2006 3 8.180% 2,838.02 2(A) 0119171148 179,387.99 01-Jun-2006 3 8.000% 5,598.04 2(A) 0119173086 292,000.00 01-Jun-2006 3 7.110% 8,042.15 2(A) 0119173706 223,844.45 01-Feb-2006 7 7.430% 10,325.15 2(A) 0119175628 419,400.00 01-Jun-2006 3 9.190% 15,185.80 2(A) 0119175818 410,600.68 01-Jun-2006 3 7.410% 11,803.27 2(A) 0119176105 303,537.86 01-May-2006 4 7.040% 9,916.03 2(A) 0119176113 251,625.69 01-Jun-2006 3 7.920% 7,774.68 2(A) 0119457422 215,901.76 01-Mar-2006 6 9.870% 13,463.88 2(A) 0119457752 90,209.47 01-Mar-2006 6 9.930% 5,661.70 2(A) 0119460301 119,850.57 01-Mar-2006 6 8.720% 6,553.73 2(A) 0119460723 129,095.32 01-Jun-2006 3 8.180% 4,125.47 2(A) 0119462562 178,121.92 01-Mar-2006 6 7.270% 8,016.01 2(A) 0119464022 247,732.99 01-Jun-2006 3 8.250% 7,995.29 2(A) 0119464642 279,775.98 01-May-2006 4 8.270% 10,861.88 2(A) 0119464865 286,098.23 01-Apr-2006 5 7.310% 11,352.99 2(A) 0119464923 288,000.00 01-May-2006 4 8.230% 11,131.20 2(A) 0119465276 323,782.58 01-May-2006 4 8.870% 13,542.51 2(A) 0119465425 338,588.01 01-May-2006 4 8.570% 13,640.95 2(A) 0119465466 343,861.83 01-Apr-2006 5 9.220% 17,480.29 2(A) 0119465938 423,345.60 01-Jun-2006 3 7.880% 13,009.83 2(A) 0119466027 439,696.89 01-Mar-2006 6 7.870% 21,548.75 2(A) 0119466100 459,778.00 01-Apr-2006 5 8.600% 21,708.41 2(A) 0119466316 730,517.95 01-Jun-2006 3 9.420% 27,122.60 2(A) 0119473072 43,023.23 01-Mar-2006 6 11.650% 3,194.32 2(A) 0119473601 599,548.50 01-May-2006 4 8.480% 23,906.62 2(A) 0119473783 231,372.89 01-May-2006 4 9.070% 9,898.49 2(A) 0119474211 233,218.68 01-Jul-2006 2 8.090% 5,894.37 2(A) 0119474237 224,799.66 01-Apr-2006 5 9.990% 12,427.44 2(A) 0119474385 168,585.42 01-Apr-2006 5 9.560% 8,896.36 2(A) 0119476786 606,764.08 01-Apr-2006 5 9.330% 31,234.72 2(A) 0119477842 107,191.29 01-Mar-2006 6 8.990% 6,054.71 2(A) 0119479392 71,227.03 01-Mar-2006 6 11.460% 5,198.06 2(A) 0119483204 121,048.44 01-Mar-2006 6 10.180% 7,799.29 2(A) 0119483485 46,928.25 01-Jun-2006 3 10.760% 2,004.60 2(A) 0119484806 111,828.68 01-Jun-2006 3 10.740% 4,767.58 2(A) 0119486108 449,962.14 01-Apr-2006 5 9.575% 23,784.21 2(A) 0119486660 223,561.45 01-May-2006 4 8.170% 8,559.24 2(B) 0119467975 51,321.54 01-Apr-2006 5 10.750% 3,064.95 2(B) 0119468106 51,920.63 01-Apr-2006 5 10.750% 3,100.73 2(B) 0119471043 64,838.80 01-Mar-2006 6 10.500% 4,302.56 2(B) 0119473635 49,817.28 01-Apr-2006 5 7.430% 2,002.57 2(B) 0119474138 131,080.16 01-Jun-2006 3 11.510% 6,009.27 2(B) 0119477776 54,829.52 01-Jun-2006 3 7.330% 1,~~662~~557.9488

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

Realized Loss Report - Collateral Summary MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. 1(A) MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. 1(B) MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. 2(A) MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. 2(B) MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.000% N/A Jun-2006 0.000% N/A *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)

~~Prepayment~~Bankruptcy Detail - ~~Prepayments~~All Mortgage Loans in Bankruptcy during Current Period ~~Summary~~Group ~~Loans~~Loan ~~Paid~~Month InLoan ~~Full~~First ~~Repurchased~~State ~~Loans~~LTV at Original ~~Current~~Number ~~Original~~Entered ~~Current~~Payment Origination Principal ~~Scheduled~~Bankruptcy ~~Principal~~Date ~~Scheduled~~Balance ~~Group~~1(A) ~~Count~~0119168003 ~~Balance~~Sep-2006 ~~Balance~~01-Feb-2006 ~~Count~~GA ~~Balance~~80.00 ~~Balance~~102,917.00 1(A) 400119169175 7Sep-2006 01-Feb-2006 MI 89.06 71,~~744,228~~250.00 71(A) 0119172617 Nov-2006 01-Feb-2006 FL 80.00 197,~~730,117~~600.9100 01(A) 00119172831 Sep-2006 01-Feb-2006 OR 80.00 0249,600.00 1(BA) 40119461986 ~~197,624~~Sep-2006 01-Mar-2006 TN 70.7500 ~~197~~91,~~177~~000.1900 01(A) 00119464550 Oct-2006 01-Mar-2006 MD 80.00 0276,000.00 21(A) 160119468890 ~~2,898,050~~Nov-2006 01-Feb-2006 NJ 70.00 2126,~~888,221~~000.7900 01(B) 00119467413 Nov-2006 01-Jan-2006 TN 20.00 023,600.00 21(B) 40119470060 ~~411~~Nov-2006 01-Feb-2006 MD 20.00 68,~~013~~000.00 ~~408~~2(A) 0119461002 Oct-2006 01-Mar-2006 TX 80.00 134,~~442~~108.4200 02(A) 00119463685 Oct-2006 01-Mar-2006 MN 80.00 0228,000.00 ~~Total~~2(A) 640119464204 11Nov-2006 01-Mar-2006 MD 80.00 260,~~250,915~~000.7500 112(A) 0119466233 Nov-2006 01-Mar-2006 CA 80.00 528,~~223,959~~000.3100 02(A) 00119479087 Oct-2006 01-Mar-2006 MI 75.00 0116,250.00

~~Prepayment~~Bankruptcy Detail - ~~Prepayments~~All Mortgage Loans in Bankruptcy during Current Period (continued) ~~Summary~~Group ~~Substitution~~Loan ~~Loans~~Current ~~Liquidated~~Paid ~~Loans~~To ~~Curtailments~~Months ~~Original~~ Current ~~Original~~Approximate ~~Current~~Number ~~Principal~~Actual ~~Scheduled~~Date ~~Principal~~Delinquent ~~Scheduled~~Loan ~~Curtailment~~Rate ~~Group~~Delinquent ~~Count~~ Balance ~~Balance~~Interest ~~Count~~1(A) ~~Balance~~0119168003 ~~Balance~~102,360.46 ~~Amount~~01-Sep-2006 0 8.080% 1,292.70 1(A) 00119169175 071,219.0044 001-Mar-2006 6 9.00000% 04,032.55 01(A) 0119172617 196,672.0077 01-Oct-2006 0 6.00855% 2,083.53 1(5A) 0119172831 248,~~511~~729.7117 01-Nov-2006 (1) 7.410% 1,432.79 1(BA) 00119461986 090,943.0086 001-Apr-2006 5 7.00755% 03,845.18 01(A) 0119464550 276,000.00 001-May-2006 4 7.00930% 210,~~193~~253.1640 21(A) 00119468890 0125,468.0042 ~~0.00~~01-Aug-2006 01 08.00630% 02,548.0056 1(7B) 0119467413 23,~~716~~500.~~54)~~82 201-Jun-2006 3 8.340% 766.67 1(B) 00119470060 067,742.0076 001-Apr-2006 5 10.00400% 03,896.82 02(A) 0119461002 133,921.0012 001-Apr-2006 5 7.00830% 5,~~160~~714.9403 ~~Total~~2(A) 00119463685 0227,739.0034 ~~0.00~~01-May-2006 04 07.00020% 07,417.0008 2(A) 0119464204 259,731.05 01-Apr-2006 5 9.470% 13,~~874~~569.1562 2(A) 0119466233 527,657.07 01-Mar-2006 6 8.160% 26,880.93 2(A) 0119479087 116,002.54 01-Jun-2006 3 9.180% 4,190.84

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount 1(A) 0119162147 MD 80.00 01-Feb-2006 192,000.00 191,444.38 1(A) 0119162634 FL 80.00 01-Feb-2006 160,000.00 159,232.08 1(A) 0119164135 FL 80.00 01-Feb-2006 128,000.00 127,758.35 1(A) 0119165058 NY 73.56 01-Jan-2006 320,000.00 318,526.07 1(A) 0119165496 CA 85.00 01-Feb-2006 297,500.00 296,553.79 1(A) 0119165512 FL 80.00 01-Feb-2006 135,200.00 134,679.74 1(A) 0119166759 NJ 80.00 01-Jan-2006 360,000.00 358,549.82 1(A) 0119167245 NC 80.00 01-Feb-2006 127,584.00 127,395.00 1(A) 0119167278 CA 87.50 01-Feb-2006 245,000.00 244,668.05 1(A) 0119169324 PA 75.00 01-Feb-2006 79,725.00 79,380.59 1(A) 0119170686 CA 58.18 01-Feb-2006 192,000.00 192,000.00 1(A) 0119173417 CA 80.00 01-Feb-2006 172,000.00 171,731.01 1(A) 0119173870 NJ 80.00 01-Feb-2006 260,000.00 259,522.18 1(A) 0119174993 VA 56.26 01-Feb-2006 120,956.00 120,527.10 1(A) 0119457380 MN 80.00 01-Mar-2006 182,400.00 182,201.90 1(A) 0119458719 GA 77.55 01-Apr-2006 69,088.00 68,989.87 1(A) 0119459154 CO 80.00 01-Mar-2006 91,200.00 91,110.52 1(A) 0119459956 GA 80.00 01-Mar-2006 110,400.00 110,315.78 1(A) 0119461135 WI 70.00 01-Mar-2006 79,800.00 79,562.28 1(A) 0119461770 CA 80.00 01-Mar-2006 180,000.00 179,791.65 1(A) 0119463180 CA 80.00 01-Mar-2006 204,000.00 203,718.17 1(A) 0119463628 MD 80.00 01-Mar-2006 264,000.00 264,000.00 1(A) 0119463933 MN 70.00 01-Mar-2006 142,100.00 141,929.75 1(A) 0119464501 NJ 70.00 01-Mar-2006 164,500.00 164,278.97 1(A) 0119464931 PA 75.00 01-Mar-2006 217,500.00 217,129.42 1(A) 0119468726 FL 85.00 01-Feb-2006 110,500.00 110,177.43 1(A) 0119470375 NJ 71.74 01-Feb-2006 247,500.00 246,994.86 1(A) 0119470664 NJ 75.86 01-Feb-2006 330,000.00 329,007.65 1(A) 0119471340 FL 80.00 01-Feb-2006 212,000.00 211,222.18 1(A) 0119473304 AZ 65.00 01-Mar-2006 130,000.00 129,725.55 1(A) 0119473312 FL 90.00 01-Mar-2006 401,400.00 400,580.45 1(A) 0119474351 CA 74.34 01-Mar-2006 394,000.00 392,714.60 1(A) 0119478584 CA 65.20 01-Mar-2006 163,000.00 162,596.69 1(A) 0119478881 NJ 80.00 01-Mar-2006 292,000.00 291,369.33 1(A) 0119480325 MD 86.10 01-Mar-2006 180,800.00 180,399.65 1(A) 0119482115 FL 80.00 01-Mar-2006 164,800.00 164,360.83 1(A) 0119482586 MO 83.75 01-Mar-2006 134,000.00 133,789.19 1(A) 0119483949 GA 90.00 01-Mar-2006 292,500.00 291,891.49 1(A) 0119485225 MO 85.00 01-Mar-2006 65,450.00 65,339.95 1(A) 0119486603 TN 85.00 01-Mar-2006 131,325.00 131,135.11 1(B) 0119468478 UT 20.00 01-Jan-2006 41,124.75 41,029.70 1(B) 0119470391 CA 20.00 01-Feb-2006 43,000.00 42,927.63 1(B) 0119471126 MD 85.00 01-Feb-2006 93,500.00 93,131.01 1(B) 0119485373 GA 22.14 01-Apr-2006 20,000.00 19,986.59 2(A) 0119166353 FL 55.84 01-Feb-2006 215,000.00 214,497.34 2(A) 0119170702 NV 80.00 01-Feb-2006 214,050.00 213,838.61 2(A) 0119173946 CA 66.15 01-Feb-2006 218,300.00 217,181.50 2(A) 0119464980 FL 79.57 01-Mar-2006 296,000.00 295,144.31 2(A) 0119465227 CA 80.00 01-Feb-2006 424,000.00 423,342.59 2(A) 0119471191 CA 51.18 01-Mar-2006 87,000.00 86,803.52 2(A) 0119473015 NY 75.13 01-Mar-2006 293,000.00 291,927.71 2(A) 0119473759 CA 75.00 01-Mar-2006 101,250.00 101,020.87 2(A) 0119474997 TX 75.00 01-Mar-2006 78,750.00 78,567.15 2(A) 0119476273 OH 53.45 01-Mar-2006 155,000.00 154,508.25 2(A) 0119478246 FL 78.29 01-Mar-2006 119,000.00 118,869.18 2(A) 0119478576 TN 70.00 01-Mar-2006 54,600.00 54,521.66 2(A) 0119478634 MA 72.12 01-Mar-2006 262,500.00 257,588.37 2(A) 0119478758 OH 70.00 01-Mar-2006 61,600.00 61,522.88 2(A) 0119479426 FL 74.07 01-Mar-2006 120,000.00 119,520.08 2(A) 0119484798 FL 66.00 01-Mar-2006 198,000.00 197,644.04 2(B) 0119466985 FL 20.00 01-Dec-2005 56,000.00 55,848.41 2(B) 0119470946 NV 20.00 01-Feb-2006 53,513.00 53,434.43 2(B) 0119477321 NY 55.49 01-Mar-2006 227,500.00 224,598.77 2(B) 0119484632 FL 19.89 01-Mar-2006 74,000.00 73,719.74

Prepayment ~~Loan~~ Detail - Prepayments during Current Period ~~(continued)~~Summary ~~Current~~Loans ~~Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning 1(A) 0119162147 Loan~~ Paid inIn Full 0Repurchased ~~8.792%~~Loans ~~360~~Original 4Current ~~1(A)~~Original ~~0119162634~~Current ~~Loan~~Principal ~~Paid~~Scheduled inPrincipal ~~Full~~Scheduled 0Group ~~8.360%~~Count ~~360~~Balance 4Balance ~~1(A)~~Count ~~0119164135~~Balance ~~Loan~~Balance ~~Paid in Full 0 10.820% 360 4~~ 1(A) ~~0119165058~~63 ~~Loan Paid in Full 0 8~~13,703,592.~~160%~~00 360 5 1(A) 0119165496 Loan Paid in Full 0 8.330% 360 4 1(A) 0119165512 Loan Paid in Full 0 7.380% 360 4 1(A) 0119166759 Loan Paid in Full 0 8.080% 360 5 1(A) 0119167245 Loan Paid in Full 0 7.930% 360 4 1(A) 0119167278 Loan Paid in Full 0 8.250% 360 4 1(A) 0119169324 Loan Paid in Full (1) 6.830% 360 4 1(A) 0119170686 Loan Paid in Full 0 6.610% 360 4 1(A) 0119173417 Loan Paid in Full 0 7.740% 360 4 1(A) 0119173870 Loan Paid in Full 0 7.13,636,170~~% 360 4 1(A) 0119174993 Loan Paid in Full 0 8~~.~~370%~~25 ~~360 4 1(A) 0119457380 Loan Paid in Full~~ 0 ~~8.220% 360 3 1(A) 0119458719 Loan Paid in Full~~ 0 9.~~720%~~00 ~~360 2 1(A) 0119459154 Loan Paid in Full~~ 0 8.~~570%~~00 ~~360 3~~ 1(A) 0119459956 Loan Paid in Full 0 9.420% 360 3 1(A) 0119461135 Loan Paid in Full 0 7.530% 360 3 1(A) 0119461770 Loan Paid in Full 0 8.000% 360 3 1(A) 0119463180 Loan Paid in Full 0 7.380% 360 3 1(A) 0119463628 Loan Paid in Full 0 6.730% 360 3 1(A) 0119463933 Loan Paid in Full 0 7.880% 360 3 1(A) 0119464501 Loan Paid in Full 0 7.480% 360 3 1(A) 0119464931 Loan Paid in Full 0 6.630% 360 3 1(A) 0119468726 Loan Paid in Full 0 8.750% 360 4 1(A) 0119470375 Loan Paid in Full 0 10.460% 360 4 1(A) 0119470664 Loan Paid in Full 0 8.605% 360 4 1(A) 0119471340 Loan Paid in Full (1) 7.620% 360 4 1(A) 0119473304 Loan Paid in Full 0 9.220% 360 3 1(A) 0119473312 Loan Paid in Full 0 9.380% 360 3 1(A) 0119474351 Loan Paid in Full 0 7.070% 360 3 1(A) 0119478584 Loan Paid in Full 0 8.450% 360 3 1(A) 0119478881 Loan Paid in Full 0 9.110% 360 3 1(A) 0119480325 Loan Paid in Full 0 8.990% 360 3 1(A) 0119482115 Loan Paid in Full 0 8.085% 360 3 1(A) 0119482586 Loan Paid in Full 0 10.610% 360 3 1(A) 0119483949 Loan Paid in Full 0 9.290% 360 3 1(A) 0119485225 Loan Paid in Full 0 10.300% 360 3 1(A) 0119486603 Loan Paid in Full 0 11.010% 360 3 1(B) ~~0119468478 Loan Paid in Full 0~~ 10~~.750%~~ ~~180 5 1(B) 0119470391 Loan Paid in Full 0 11~~769,900.~~350%~~00 ~~180 4 1(B) 0119471126 Loan Paid in Full 0 10~~765,936.~~550%~~08 ~~300 4 1(B) 0119485373 Loan Paid in Full~~ 0 ~~13.150% 180 2 2(A) 0119166353 Loan Paid in Full~~ 0 6.~~300%~~00 ~~360 4 2(A) 0119170702 Loan Paid in Full~~ 0 9.~~315%~~00 ~~360 4~~ 2(A) ~~0119173946~~22 ~~Loan Paid in Full (1)~~ 5,043,500.~~900%~~00 ~~360 4 2(A) 0119464980 Loan Paid in Full 0 7~~5,021,597.~~680%~~55 ~~360 3 2(A) 0119465227 Loan Paid in Full~~ 0 ~~7.770% 360 4 2(A) 0119471191 Loan Paid in Full~~ 0 8.~~910%~~00 ~~360 3 2(A) 0119473015 Loan Paid in Full~~ 0 6.~~480%~~00 ~~360 3~~ 2(AB) ~~0119473759 Loan Paid in Full 0 8.885% 360~~ 3 ~~2(A) 0119474997 Loan Paid in Full 0 8~~165,500.~~760%~~00 ~~360 3 2(A) 0119476273 Loan Paid in Full 0 7~~163,936.~~285%~~02 ~~360 3 2(A) 0119478246 Loan Paid in Full (1) 12.250% 360 3 2(A) 0119478576 Loan Paid in Full~~ 0 ~~11.040% 360 3 2(A) 0119478634 Loan Paid in Full~~ 0 9.~~160%~~00 ~~360 3 2(A) 0119478758 Loan Paid in Full~~ 0 11.~~660%~~00 ~~360~~Total 398 ~~2(A) 0119479426 Loan Paid in Full 0 6~~19,682,492.~~017%~~00 ~~360 3 2(A) 0119484798 Loan Paid in Full 0 10~~19,587,639.~~010%~~90 ~~360 3 2(B) 0119466985 Loan Paid in Full~~ 0 ~~10.750% 180 6 2(B) 0119470946 Loan Paid in Full~~ 0 11.~~975%~~00 ~~180 4 2(B) 0119477321 Loan Paid in Full~~ 0 6.~~980% 180 3 2(B) 0119484632 Loan Paid in Full 0 12.600% 240 3~~00

~~Summary~~Prepayment ~~SMM~~Detail ~~CPR~~- ~~PSA~~Prepayments ~~Current~~during ~~Month 1.574%~~ Current ~~Month~~Period ~~17.337%~~(continued) ~~Current~~Summary ~~Month~~Substitution ~~2,485.127%~~Loans 3Liquidated ~~Month~~Loans ~~Average~~Curtailments ~~0.000%~~Original ~~3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR:~~ Current ~~vs.~~Original ~~12mo Average* PSA:~~ Current ~~vs.~~Principal ~~12mo~~Scheduled Average*Principal ~~Month~~Scheduled ~~Current~~Curtailment ~~12mo~~Group ~~Avg.~~Count ~~Month~~Balance ~~Current~~Balance ~~12mo~~Count ~~Avg.~~Balance ~~Jul-2005~~Balance ~~N/A~~Amount N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 14.514% N/A May-2006 2,916.118% N/A Jun-2006 17.337% N/A Jun-2006 2,485.127% 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. 1(A) ~~SMM CPR PSA Current Month 2.251% Current Month 23.909% Current Month 3,434.608% 3 Month Average~~ 0~~.000%~~ ~~3 Month Average~~ 0.~~000%~~00 ~~3 Month Average~~ 0.~~000%~~00 ~~12 Month Average~~ 0~~.000%~~ ~~12 Month Average~~ 0.~~000%~~00 ~~12 Month Average~~ 0.~~000%~~00 CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 18.164% N/A May-2006 345,~~658~~146.~~687%~~09 N/A Jun-2006 23.909% N/A Jun-2006 3,434.608% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. 1(B) ~~SMM CPR PSA Current Month~~ 0~~.391%~~ ~~Current Month 4.593% Current Month 626.464% 3 Month Average~~ 0.~~000%~~00 ~~3 Month Average~~ 0.~~000%~~00 3 ~~Month Average 0~~142,676.~~000%~~00 ~~12 Month Average 0~~142,258.~~000%~~68 ~~12 Month Average 0~~2,739.~~000%~~ 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 6.164% N/A May-2006 1,155.489% N/A Jun-2006 4.593% N/A Jun-2006 626.464% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. 2(A) ~~SMM CPR PSA Current Month 1.062% Current Month 12.026% Current Month 1,736.939% 3 Month Average~~ 0~~.000%~~ ~~3 Month Average~~ 0.~~000%~~00 ~~3 Month Average~~ 0.~~000%~~00 ~~12 Month Average~~ 0~~.000%~~ ~~12 Month Average~~ 0.~~000%~~00 ~~12 Month Average~~ 0.~~000%~~00 CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 12.646% N/A May-2006 24,~~569~~495.~~229%~~29 N/A Jun-2006 12.026% N/A Jun-2006 1,736.939% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. 2(B) ~~SMM~~0 ~~CPR PSA Current Month~~ 0.~~873%~~00 ~~Current Month 9~~0.~~984%~~00 ~~Current~~2 ~~Month 1~~161,~~426~~980.~~762%~~00 ~~3 Month Average 0~~161,625.~~000%~~36 ~~3 Month Average 0~~2,637.~~000%~~86 3Total ~~Month Average~~ 0~~.000%~~ ~~12 Month Average~~ 0.~~000%~~00 ~~12 Month Average~~ 0.~~000%~~00 125 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2005 N/A N/A Jul-2005 N/A N/A Aug-2005 N/A N/A Aug-2005 N/A N/A Sep-2005 N/A N/A Sep-2005 N/A N/A Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 N/A N/A Apr-2006 N/A N/A May-2006 6.134% N/A May-2006 1304,~~227~~656.~~056%~~00 ~~N/A Jun-2006 9.984% N/A Jun-2006 1~~303,~~426~~884.~~762%~~04 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(3055,~~WAS)) Weighted Average Seasoning (WAS): sum((Original Term - Remaining Term)*(Current Scheduled Balance/Deal Scheduled Principal Balance))~~018.36

Prepayment - Voluntary Prepayments

~~Interest~~Breaches ~~Rate~~Current ~~Stratification~~Loan ~~Summary~~Scheduled ~~1(A)~~Current Current Number ofBalance ~~Outstanding Percentage of Number of Outstanding Percentage of Interest~~ Rate ~~Loans~~Payment ~~Scheduled~~No ~~Balance(%)~~Breaches ~~Loans~~this Scheduled Balance(%) Range(%) Balance($) Balance($) < 5.250 0 0.00 0.000 0 0.00 0.000 5.250 5.749 45 9,603,567.58 1.370 29 6,085,577.10 1.815 5.750 6.249 197 41,690,438.92 5.947 93 18,654,180.11 5.565 6.250 6.749 375 82,579,914.41 11.780 183 37,245,583.57 11.110 6.750 7.249 528 108,833,735.80 15.525 280 53,795,062.43 16.047 7.250 7.749 556 107,360,670.37 15.315 251 44,817,129.00 13.369 7.750 8.249 565 101,450,521.53 14.472 277 46,633,852.62 13.911 8.250 8.749 427 76,264,408.95 10.879 222 36,556,637.36 10.905 8.750 9.249 374 58,418,624.36 8.333 214 33,377,535.44 9.957 9.250 9.749 291 40,633,600.41 5.796 171 24,749,460.94 7.383 9.750 10.249 272 27,803,105.88 3.966 113 15,655,582.49 4.670 10.250 10.749 228 21,521,483.99 3.070 80 10,154,083.50 3.029 10.750 11.249 153 10,923,093.36 1.558 31 3,863,004.62 1.152 11.250 11.749 114 6,897,286.07 0.984 21 1,789,857.88 0.534 11.750 12.249 63 4,679,567.02 0.668 10 1,522,397.80 0.454 12.250 12.749 35 2,106,704.51 0.301 2 330,455.81 0.099 12.750 13.249 7 266,716.42 0.038 0 0.00 0.000 >= 13.500 0 0.00 0.000 0 0.00 0.000 Total 4,230 701,033,439.58 100.000 1,977 335,230,400.67 100.000Period

Interest Rate Stratification ~~(continued)~~Summary 1(~~B) 2(~~A) Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 5.250 0 0.00 0.000 0 0.00 0.000 5.250 5.749 041 08,526,423.0098 01.~~000~~405 1525 35,~~290~~025,~~877~~812.0244 1.~~227~~804 5.750 6.249 11171 236,~~420~~043,~~480~~006.2955 45.~~769~~941 5577 1315,~~400~~532,~~615~~249.4665 45.~~997~~577 6.250 6.749 25331 470,~~817~~827,~~361~~478.4624 911.~~492~~675 ~~134~~158 3330,~~351~~991,~~091~~643.1481 1211.~~437~~127 6.750 7.249 29469 496,~~311~~329,~~108~~057.4012 815.~~494~~878 ~~177~~240 4344,~~635~~937,~~236~~876.7261 16.~~272~~134 7.250 7.749 47508 797,~~246~~421,~~045~~092.8841 1416.~~277~~058 ~~205~~224 4938,~~212~~990,~~975~~481.6624 1813.~~352~~999 7.750 8.249 60521 690,~~280~~974,~~789~~400.3472 1214.~~375~~996 ~~199~~250 4440,~~540~~194,~~192~~172.8904 1614.~~609~~431 8.250 8.749 36382 366,~~378~~019,~~460~~320.1641 610.~~657~~882 ~~146~~198 3431,~~481~~852,~~795~~573.7172 1211.~~858~~436 8.750 9.249 40322 348,~~199~~111,~~632~~431.4437 67.~~304~~930 ~~104~~180 2026,~~500~~864,~~733~~251.1050 79.645 9.250 9.749 46245 332,~~229~~325,~~762~~602.1797 65.~~364~~328 67142 1219,~~018~~420,~~182~~174.6967 46.~~482~~972 9.750 10.249 92245 423,~~467~~436,~~984~~864.7739 83.~~803~~863 33100 513,~~570~~151,~~519~~991.2067 24.~~077~~722 10.250 10.749 89193 416,~~296~~675,~~015~~556.8242 82.~~464~~749 2562 47,~~942~~074,~~415~~951.5257 12.~~843~~540 10.750 11.249 79131 38,~~508~~637,~~299~~641.1814 61.~~912~~424 1624 12,~~770~~593,~~888~~999.3823 0.~~660~~931 11.250 11.749 43105 15,~~786~~911,~~314~~278.0020 30.~~520~~974 917 ~~737~~1,~~610~~166,708.0969 0.~~275~~419 11.750 12.249 2848 13,~~263~~435,~~051~~161.2523 20.~~489~~566 36 ~~261~~639,~~321~~433.3938 0.~~097~~230 12.250 12.749 1630 ~~491~~1,~~789~~764,462.9094 0.~~969~~291 31 ~~393~~92,~~984~~575.3973 0.~~147~~033 12.750 13.249 26 56236,~~733~~233.4542 0.~~112~~039 10 ~~58,448~~0.7000 0.~~022~~000 >= 13.500 0 0.00 0.000 0 0.00 0.000 Total ~~643~~3,748 50606,~~753~~675,~~828~~011.51 100.000 1,~~192~~704 ~~268~~278,~~166~~528,~~888~~895.0695 100.000

Interest Rate Stratification (continued) 21(B) 2(A) Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 5.250 0 0.00 0.000 0 0.00 0.000 5.250 5.749 10 ~~227,113~~0.4600 0.~~484~~000 15 3,276,848.50 1.377 5.750 6.249 389 71,~~215~~743,~~163~~840.0686 153.~~390~~752 50 12,013,489.46 5.049 6.250 6.749 3323 74,~~165~~307,~~878~~875.2411 9.269 117 28,400,402.15 11.~~285~~937 6.750 7.249 4228 74,~~092~~161,~~328~~146.2534 158.~~128~~953 162 40,769,981.24 17.136 7.250 7.749 5347 67,~~084~~210,~~519~~642.20 15.515 189 45,773,931.83 1219.~~978~~239 7.750 8.249 2959 36,~~995~~194,~~686~~266.6887 813.~~523~~328 185 40,711,947.66 17.111 8.250 8.749 2335 13,~~847~~221,~~515~~116.7242 36.~~941~~931 128 29,287,731.66 12.310 8.750 9.249 1639 13,~~340~~125,~~723~~215.3883 26.~~860~~724 88 16,824,005.57 7.071 9.250 9.749 739 ~~636~~2,~~194~~676,982.6101 15.~~357~~760 57 9,595,262.08 4.033 9.750 10.249 3485 23,~~109~~955,~~019~~848.42 8.512 27 4,260,402.~~499~~48 1.791 10.250 10.749 3478 23,~~128~~723,~~969~~465.1530 48.~~541~~012 21 3,841,461.86 1.615 10.750 11.249 2768 2,965,284.07 6.380 13 1,~~780~~394,~~901~~800.1881 30.~~799~~586 11.250 11.749 4142 21,~~583~~730,~~504~~151.1066 53.~~511~~723 9 736,401.53 0.310 11.750 12.249 22 1989,~~632,796~~668.5885 2.129 3 583,567.~~483~~08 0.245 12.250 12.749 1413 ~~890~~414,~~474~~291.4196 10.~~899~~891 3 393,461.87 0.165 12.750 13.249 42 ~~151~~56,~~534~~664.2738 0.~~323~~122 1 58,381.33 0.025 >= 13.500 0 0.00 0.000 0 0.00 0.000 Total ~~418~~589 46,~~882~~476,~~322~~460.3428 100.000 1,068 237,922,077.11 100.000

~~Supplemental~~Interest ~~Reporting~~Rate ~~Closing~~Stratification ~~Date~~(continued) ~~April~~2(B) ~~28,~~Current ~~2006.~~Number ~~Determination~~of ~~Date~~Outstanding ~~With~~Percentage ~~respect~~of toInterest ~~each~~Rate ~~Distribution~~Loans ~~Date,~~Scheduled ~~the~~Balance(%) ~~18th~~Range(%) ~~day~~Balance($) of< ~~the~~5.250 ~~month~~0 in0.00 ~~which~~0.000 ~~such~~5.250 ~~Distribution~~5.749 ~~Date~~1 ~~occurs~~223,763.04 ~~or,~~0.511 if5.750 ~~such~~6.249 ~~18th~~35 ~~day~~6,753,426.58 is15.437 ~~not~~6.250 a6.749 ~~Business~~33 ~~Day~~7,127,557.17 ~~the~~16.292 ~~next~~6.750 ~~succeeding~~7.249 ~~Business~~39 ~~Day~~6,460,052.93 ~~Distribution~~14.767 ~~Date~~7.250 ~~The~~7.749 ~~25th~~48 ~~day of each month or~~5,446,037.14 if12.449 ~~such~~7.750 ~~25th~~8.249 ~~day~~27 ~~is not a Business Day~~3,874,014.15 ~~the~~8.855 ~~next~~8.250 ~~succeeding~~8.749 ~~Business~~21 ~~Day~~1,657,898.61 ~~commencing~~3.790 in8.750 ~~May 2006~~9.249 ~~LIBOR~~15 ~~Determination~~1,297,958.47 ~~Date~~2.967 ~~The~~9.250 ~~second~~9.749 ~~LIBOR~~7 ~~Business~~633,184.21 ~~Day~~1.447 ~~immediately~~9.750 ~~preceding the commencement of each Accrual Period for any LIBOR Certificate~~10.249 ~~Record~~33 ~~Date With respect to any Class of Book-Entry Certificates and any Distribution Date~~2,068,621.82 ~~the~~4.729 ~~close~~10.250 ~~of business on the Business Day immediately preceding such Distribution Date~~10.749 ~~With~~32 ~~respect to any Class of Definitive Certificates and any Distribution Date~~2,035,677.69 ~~the~~4.653 ~~last~~10.750 ~~Business~~11.249 ~~Day~~26 ~~of the month immediately preceding the month in which the Distribution Date occurs (or~~1,683,557.03 in3.848 ~~the~~11.250 ~~case~~11.749 of37 ~~the first Distribution Date~~2,278,016.32 ~~the~~5.207 ~~Closing~~11.750 ~~Date)~~12.249 ~~Servicer~~17 ~~Remittance Date The day in each calendar month on which each Servicer is required to remit payments to the Collection Account~~1,222,491.92 as2.794 ~~specified~~12.250 in12.749 ~~the~~13 ~~related Servicing Agreement~~864,133.38 ~~which~~1.975 is12.750 ~~the~~13.249 ~~18th~~3 ~~day of each calendar month (or~~121,187.71 if0.277 ~~such~~>= ~~18th~~13.500 ~~day~~0 is0.00 ~~not~~0.000 aTotal ~~Business~~387 ~~Day~~43,747,578.17 ~~the next succeeding Business Day)~~100.000

~~(logo)~~SUPPLEMENTAL ~~Clayton~~REPORTING ~~SASCO~~Closing Date April 28, 2006~~-AM1~~. ~~Credit~~Determination ~~Risk~~Date ~~Management~~With ~~Report~~respect ~~May~~to ~~2006~~each ~~(C)~~Distribution ~~2006~~Date, ~~Clayton~~the ~~Fixed~~18th ~~Income~~day ~~Services~~of ~~Inc.~~the ~~All~~month ~~rights~~in ~~reserved~~which ~~The~~such ~~information~~Distribution ~~contained~~Date inoccurs, ~~this~~or, ~~Report~~if issuch ~~based~~18th ~~upon~~day is not a ~~specific~~Business ~~point~~Day, inthe ~~time~~next ~~and~~succeeding ~~reflects~~Business ~~performance~~Day. ~~solely~~Distribution ~~through~~Date ~~that~~The ~~point~~25th inday ~~time.~~of Iteach ~~does~~month or, if such 25th day is not ~~forecast~~a Business Day, the ~~performance~~next ofsucceeding ~~the~~Business ~~portfolio~~Day, commencing in ~~the~~May ~~future~~2006. LIBOR Determination Date The ~~information~~second inLIBOR ~~this~~Business ~~Report~~Day isimmediately ~~not~~preceding ~~investment~~the ~~advice~~commencement ~~concerning~~of aeach ~~particular~~Accrual ~~portfolio~~Period orfor ~~security,~~any LIBOR Certificate. Record Date With respect to any Class of Book-Entry Certificates and noany ~~mention~~Distribution Date, the close of abusiness ~~particular~~on ~~security~~the inBusiness ~~this~~Day ~~Report~~immediately ~~constitutes~~preceding asuch ~~recommendation~~Distribution Date. With respect to ~~buy,~~any ~~sell,~~Class orof ~~hold~~Definitive ~~that~~Certificates orand any ~~other~~Distribution ~~security.~~Date, ~~The~~the ~~Report~~last isBusiness ~~based~~Day ~~upon~~of ~~information~~the ~~provided~~month toimmediately ~~Clayton~~preceding ~~Fixed~~the ~~Income~~month ~~Services~~in ~~Inc.~~which bythe ~~third~~Distribution ~~parties~~Date ~~and~~occurs ~~therefore~~(or, ~~Clayton~~in ~~Fixed~~the ~~Income~~case ~~Services~~of ~~Inc.~~the ~~cannot~~first Distribution Date, ~~and~~the ~~does~~Closing ~~not,~~Date). ~~warrant~~Servicer ~~that~~Remittance ~~the~~Date ~~information~~The ~~contained~~day in ~~this~~each ~~Report~~calendar month on which each Servicer is ~~accurate~~required orto ~~complete.~~remit ~~(C)~~payments ~~2006~~to ~~Clayton~~the ~~Fixed~~Collection ~~Income~~Account, ~~Services~~as ~~Inc.~~specified ~~All~~in ~~rights~~the ~~reserved.~~related ~~Table~~Servicing Agreement, which is the 18th day of ~~Contents~~each ~~Section~~calendar ~~One~~month ~~Executive~~(or, ~~Summary~~if ~~Section~~such ~~Two~~18th ~~Loan-Level~~day ~~Report~~is ~~Section~~not ~~Three~~a ~~Prepayment~~Business ~~Penalty~~Day, ~~Analysis~~the ~~Section~~next ~~Four~~succeeding ~~Analytics~~Business Day).

EX-99.2

Filing Compare · SASCO 2006-AM1