10-D 1 sai06002_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: 333-127589-42 Structured Asset Investment Loan Trust 2006-2 (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-127589 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___ ____________ M1 _____ _____ __X___ ____________ M2 _____ _____ __X___ ____________ M3 _____ _____ __X___ ____________ M4 _____ _____ __X___ ____________ M5 _____ _____ __X___ ____________ M6 _____ _____ __X___ ____________ M7 _____ _____ __X___ ____________ M8 _____ _____ __X___ ____________

Indicate by check mark whether the registrant (1) has filed all reports required to be filed by Section 13 or 15(d) of the Securities Exchange Act of 1934 during the preceding 12 months (or for such shorter period that the registrant was required to file such reports), and (2) has been subject to such filing requirements for the past 90 days. Yes __X__ No ____ Part I - DISTRIBUTION INFORMATION Item 1. Distribution and Pool Performance Information On November 27, 2006 a distribution was made to holders of Structured Asset Investment Loan Trust 2006-2. The distribution report is attached as an Exhibit to this Form 10-D. Please see Item 9(b), Exhibit 99.1 for the related information. Part II - OTHER INFORMATION Item 9. Exhibits. (a) The following is a list of documents filed as part of this Report on Form 10-D: (99.1) Monthly report distributed to holders of Structured Asset Investment Loan Trust 2006-2, relating to the November 27, 2006 distribution. (99.2) Clayton Credit Risk Manager Report (b) The exhibits required to be filed by Registrant pursuant to this Form are listed above and in the Exhibit Index that immediately follows the signature page hereof. SIGNATURES Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned thereunto duly authorized. Structured Asset Investment Loan Trust 2006-2 (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 Investment Loan Trust 2006-2, relating to the November 27, 2006 distribution. EX-99.2 Clayton Credit Risk Manager Report EX-99.1 Structured Asset Investment Loan Trust Mortgage Pass-Through Certificates Distribution Date: 11/27/2006 Structured Asset Investment Loan Trust Mortgage Pass-Through Certificates Series 2006-2 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 86358EE44 5.~~38438~~38000% ~~465~~387,~~337~~241,~~688~~060.5413 21,~~157~~909,~~561~~743.2083 A2 86358EE51 5.~~44438~~44000% 150,075,000.00 ~~703~~748,~~584~~374.0300 A3 86358EE69 5.~~50438~~50000% 244,580,000.00 1,~~159~~233,~~280~~090.5383 A4 86358EE77 5.~~62438~~62000% 114,835,000.00 ~~556~~591,~~170~~591.7264 M1 86358EE85 5.~~63438~~63000% 84,875,000.00 ~~411~~438,~~798~~025.8473 M2 86358EE93 5.~~71438~~71000% 25,136,000.00 ~~123~~131,~~687~~566.1201 M3 86358EF27 5.~~80438~~80000% 20,124,000.00 ~~100~~106,~~584~~992.1060 M4 86358EF35 5.~~82438~~82000% 20,124,000.00 ~~100~~107,~~930~~361.6854 M5 86358EF43 5.~~89438~~89000% 15,428,000.00 7883,~~308~~298.1534 M6 86358EF50 6.~~42438~~42000% 15,428,000.00 8590,~~349~~793.3278 M7 86358EF68 6.~~57438~~57000% 11,404,000.00 6468,~~561~~680.1459 M8 86358EF76 7.~~57438~~57000% 10,733,000.00 7066,~~004~~586.7327 B1 86358EF84 7.~~82438~~82000% 7,379,000.00 4945,~~717~~090.2094 B2 86358EF92 7.~~82438~~82000% 7,379,000.00 4945,~~717~~090.2094 X SAIL0062X 0.00000% 6,708,633.00 ~~1,448,110~~0.3400 P SAIL0062P 0.00000% 100.00 ~~657~~682,~~508~~805.3527 R SAIL0062R 0.00000% 0.00 0.00 LT-R SAIL0062L 0.00000% 0.00 0.00 Totals 1,~~199~~121,~~546~~449,~~421~~793.5413 76,~~816~~349,~~873~~092.6531

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses A1 4140,~~569~~238,~~138~~113.9453 0.00 ~~423~~347,~~768~~002,~~549~~946.60 4342,~~726~~147,~~700~~857.1436 0.00 A2 0.00 0.00 150,075,000.00 ~~703~~748,~~584~~374.0300 0.00 A3 0.00 0.00 244,580,000.00 1,~~159~~233,~~280~~090.5383 0.00 A4 0.00 0.00 114,835,000.00 ~~556~~591,~~170~~591.7264 0.00 M1 0.00 0.00 84,875,000.00 ~~411~~438,~~798~~025.8473 0.00 M2 0.00 0.00 25,136,000.00 ~~123~~131,~~687~~566.1201 0.00 M3 0.00 0.00 20,124,000.00 ~~100~~106,~~584~~992.1060 0.00 M4 0.00 0.00 20,124,000.00 ~~100~~107,~~930~~361.6854 0.00 M5 0.00 0.00 15,428,000.00 7883,~~308~~298.1534 0.00 M6 0.00 0.00 15,428,000.00 8590,~~349~~793.3278 0.00 M7 0.00 0.00 11,404,000.00 6468,~~561~~680.1459 0.00 M8 0.00 0.00 10,733,000.00 7066,~~004~~586.7327 0.00 B1 0.00 0.00 7,379,000.00 4945,~~717~~090.2094 0.00 B2 0.00 0.00 7,379,000.00 4945,~~717~~090.2094 0.00 X 0.00 0.00 6,~~708~~486,~~633~~696.0093 ~~1,448,110~~0.3400 0.00 P 0.00 0.00 100.00 ~~657~~682,~~508~~805.3527 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 4140,~~569~~238,~~138~~113.9453 0.00 1,~~157~~080,~~977~~989,~~282~~743.6053 4946,~~386~~587,~~012~~205.5984 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 607,391,000.00 ~~465~~387,~~337~~241,~~688~~060.5413 0.00 4140,~~569~~238,~~138~~113.9453 0.00 0.00 A2 150,075,000.00 150,075,000.00 0.00 0.00 0.00 0.00 A3 244,580,000.00 244,580,000.00 0.00 0.00 0.00 0.00 A4 114,835,000.00 114,835,000.00 0.00 0.00 0.00 0.00 M1 84,875,000.00 84,875,000.00 0.00 0.00 0.00 0.00 M2 25,136,000.00 25,136,000.00 0.00 0.00 0.00 0.00 M3 20,124,000.00 20,124,000.00 0.00 0.00 0.00 0.00 M4 20,124,000.00 20,124,000.00 0.00 0.00 0.00 0.00 M5 15,428,000.00 15,428,000.00 0.00 0.00 0.00 0.00 M6 15,428,000.00 15,428,000.00 0.00 0.00 0.00 0.00 M7 11,404,000.00 11,404,000.00 0.00 0.00 0.00 0.00 M8 10,733,000.00 10,733,000.00 0.00 0.00 0.00 0.00 B1 7,379,000.00 7,379,000.00 0.00 0.00 0.00 0.00 B2 7,379,000.00 7,379,000.00 0.00 0.00 0.00 0.00 X 6,708,633.37 6,708,633.00 0.00 0.00 0.00 0.00 P 100.00 100.00 0.00 0.00 0.00 0.00 R 0.00 0.00 0.00 0.00 0.00 0.00 LT-R 0.00 0.00 0.00 0.00 0.00 0.00 Totals 1,341,599,733.37 1,~~199~~121,~~546~~449,~~421~~793.5413 0.00 4140,~~569~~238,~~138~~113.9453 0.00 0.00

Principal Distribution Statement (continued) Class Total Ending Ending Total Principal Certificate Certificate Principal Reduction Balance Percentage Distribution A1 4140,~~569~~238,~~138~~113.9453 ~~423~~347,~~768~~002,~~549~~946.60 0.~~69768658~~57130077 4140,~~569~~238,~~138~~113.9453 A2 0.00 150,075,000.00 1.00000000 0.00 A3 0.00 244,580,000.00 1.00000000 0.00 A4 0.00 114,835,000.00 1.00000000 0.00 M1 0.00 84,875,000.00 1.00000000 0.00 M2 0.00 25,136,000.00 1.00000000 0.00 M3 0.00 20,124,000.00 1.00000000 0.00 M4 0.00 20,124,000.00 1.00000000 0.00 M5 0.00 15,428,000.00 1.00000000 0.00 M6 0.00 15,428,000.00 1.00000000 0.00 M7 0.00 11,404,000.00 1.00000000 0.00 M8 0.00 10,733,000.00 1.00000000 0.00 B1 0.00 7,379,000.00 1.00000000 0.00 B2 0.00 7,379,000.00 1.00000000 0.00 X 0.00 6,~~708~~486,~~633~~696.0093 0.~~99999994~~96691779 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 4140,~~569~~238,~~138~~113.9453 1,~~157~~080,~~977~~989,~~282~~743.6053 0.~~86313172~~80574684 4140,~~569~~238,~~138~~113.9453

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution A1 607,391,000.00 ~~766~~637.~~12542586~~54823521 0.00000000 6866.~~43884572~~24746420 0.00000000 A2 150,075,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A3 244,580,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A4 114,835,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M1 84,875,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M2 25,136,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M3 20,124,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M4 20,124,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M5 15,428,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M6 15,428,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M7 11,404,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M8 10,733,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B1 7,379,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B2 7,379,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 X 6,708,633.37 999.99994485 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 6866.~~43884572~~24746420 ~~697~~571.~~68658014~~30077100 0.~~69768658~~57130077 6866.~~43884572~~24746420 A2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A4 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 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 ~~999~~966.~~99994485~~91778671 0.~~99999994~~96691779 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 per $1,000 denomination.

Interest Distribution Statement Class Accrual Accrual Current Beginning Current Payment of Dates Days Certificate Certificate/ Accrued Unpaid Interest Rate Notional Interest Shortfall (1) Balance A1 0810/25/06 - 0911/2426/06 3133 5.~~38438~~38000% ~~465~~387,~~337~~241,~~688~~060.5413 21,~~157~~909,~~561~~743.2083 0.00 A2 0810/25/06 - 0911/2426/06 3133 5.~~44438~~44000% 150,075,000.00 ~~703~~748,~~584~~374.0300 0.00 A3 0810/25/06 - 0911/2426/06 3133 5.~~50438~~50000% 244,580,000.00 1,~~159~~233,~~280~~090.5383 0.00 A4 0810/25/06 - 0911/2426/06 3133 5.~~62438~~62000% 114,835,000.00 ~~556~~591,~~170~~591.7264 0.00 M1 0810/25/06 - 0911/2426/06 3133 5.~~63438~~63000% 84,875,000.00 ~~411~~438,~~798~~025.8473 0.00 M2 0810/25/06 - 0911/2426/06 3133 5.~~71438~~71000% 25,136,000.00 ~~123~~131,~~687~~566.1201 0.00 M3 0810/25/06 - 0911/2426/06 3133 5.~~80438~~80000% 20,124,000.00 ~~100~~106,~~584~~992.1060 0.00 M4 0810/25/06 - 0911/2426/06 3133 5.~~82438~~82000% 20,124,000.00 ~~100~~107,~~930~~361.6854 0.00 M5 0810/25/06 - 0911/2426/06 3133 5.~~89438~~89000% 15,428,000.00 7883,~~308~~298.1534 0.00 M6 0810/25/06 - 0911/2426/06 3133 6.~~42438~~42000% 15,428,000.00 8590,~~349~~793.3278 0.00 M7 0810/25/06 - 0911/2426/06 3133 6.~~57438~~57000% 11,404,000.00 6468,~~561~~680.1459 0.00 M8 0810/25/06 - 0911/2426/06 3133 7.~~57438~~57000% 10,733,000.00 7074,~~004~~478.7308 41,~~034~~000.4100 B1 0810/25/06 - 0911/2426/06 3133 7.~~82438~~82000% 7,379,000.00 4952,~~717~~895.2013 ~~4,362~~0.2100 B2 0810/25/06 - 0911/2426/06 3133 7.~~82438~~82000% 7,379,000.00 4952,~~717~~895.2013 ~~4,362~~0.2100 X N/A N/A 0.00000% 1,~~199~~121,~~546~~449,~~421~~793.5413 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 5,~~711~~689,~~254~~787.9623 121,~~758~~000.8300

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 21,~~157~~909,~~561~~743.2083 0.00 ~~423~~347,~~768~~002,~~549~~946.60 A2 0.00 0.00 ~~703~~748,~~584~~374.0300 0.00 150,075,000.00 A3 0.00 0.00 1,~~159~~233,~~280~~090.5383 0.00 244,580,000.00 A4 0.00 0.00 ~~556~~591,~~170~~591.7264 0.00 114,835,000.00 M1 0.00 0.00 ~~411~~438,~~798~~025.8473 0.00 84,875,000.00 M2 0.00 0.00 ~~123~~131,~~687~~566.1201 0.00 25,136,000.00 M3 0.00 0.00 ~~100~~106,~~584~~992.1060 0.00 20,124,000.00 M4 0.00 0.00 ~~100~~107,~~930~~361.6854 0.00 20,124,000.00 M5 0.00 0.00 7883,~~308~~298.1534 0.00 15,428,000.00 M6 0.00 0.00 8590,~~349~~793.3278 0.00 15,428,000.00 M7 0.00 0.00 6468,~~561~~680.1459 0.00 11,404,000.00 M8 48,~~034~~891.4180 0.00 7066,~~004~~586.7327 07,891.0080 10,733,000.00 B1 47,~~362~~804.2119 0.00 4945,~~717~~090.2094 07,804.0019 7,379,000.00 B2 47,~~362~~804.2119 0.00 4945,~~717~~090.2094 07,804.0019 7,379,000.00 X 0.00 0.00 ~~1,448,110~~0.3400 0.00 1,~~157~~080,~~977~~989,~~282~~743.6053 P 0.00 0.00 ~~657~~682,~~508~~805.3527 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 1224,~~758~~500.8318 0.00 76,~~816~~349,~~873~~092.6531 023,500.0018 (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 607,391,000.00 5.~~38438~~38000% ~~766~~637.~~12542586~~54823521 3.~~55217842~~14417538 0.00000000 A2 150,075,000.00 5.~~44438~~44000% 1000.00000000 4.~~68821609~~98666667 0.00000000 A3 244,580,000.00 5.~~50438~~50000% 1000.00000000 45.~~73988278~~04166665 0.00000000 A4 114,835,000.00 5.~~62438~~62000% 1000.00000000 45.~~84321609~~15166665 0.00000000 M1 84,875,000.00 5.~~63438~~63000% 1000.00000000 45.~~85182728~~16083334 0.00000000 M2 25,136,000.00 5.~~71438~~71000% 1000.00000000 45.~~92071610~~23416653 0.00000000 M3 20,124,000.00 5.~~80438~~80000% 1000.00000000 45.~~99821606~~31666667 0.00000000 M4 20,124,000.00 5.~~82438~~82000% 1000.00000000 5.~~01543828~~33500000 0.00000000 M5 15,428,000.00 5.~~89438~~89000% 1000.00000000 5.~~07571623~~39916645 0.00000000 M6 15,428,000.00 6.~~42438~~42000% 1000.00000000 5.~~53210526~~88500000 0.00000000 M7 11,404,000.00 6.~~57438~~57000% 1000.00000000 56.~~66127148~~02250000 0.00000000 M8 10,733,000.00 7.~~57438~~57000% 1000.00000000 6.~~52238237~~93916705 0.~~37588838~~09317060 B1 7,379,000.00 7.~~82438~~82000% 1000.00000000 67.~~73766093~~16833311 0.~~59116547~~00000000 B2 7,379,000.00 7.~~82438~~82000% 1000.00000000 67.~~73766093~~16833311 0.~~59116547~~00000000 X 6,708,633.37 0.00000% ~~178806~~167165.~~37610995~~16334682 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 3.~~55217842~~14417538 0.00000000 ~~697~~571.~~68658014~~30077100 A2 0.00000000 0.00000000 4.~~68821609~~98666667 0.00000000 1000.00000000 A3 0.00000000 0.00000000 45.~~73988278~~04166665 0.00000000 1000.00000000 A4 0.00000000 0.00000000 45.~~84321609~~15166665 0.00000000 1000.00000000 M1 0.00000000 0.00000000 45.~~85182728~~16083334 0.00000000 1000.00000000 M2 0.00000000 0.00000000 45.~~92071610~~23416653 0.00000000 1000.00000000 M3 0.00000000 0.00000000 45.~~99821606~~31666667 0.00000000 1000.00000000 M4 0.00000000 0.00000000 5.~~01543828~~33500000 0.00000000 1000.00000000 M5 0.00000000 0.00000000 5.~~07571623~~39916645 0.00000000 1000.00000000 M6 0.00000000 0.00000000 5.~~53210526~~88500000 0.00000000 1000.00000000 M7 0.00000000 0.00000000 56.~~66127148~~02250000 0.00000000 1000.00000000 M8 0.~~37588838~~82845430 0.00000000 6.~~52238237~~20388242 0.~~00000000~~73528370 1000.00000000 B1 01.~~59116547~~05762163 0.00000000 6.~~73766093~~11071148 01.~~00000000~~05762163 1000.00000000 B2 01.~~59116547~~05762163 0.00000000 6.~~73766093~~11071148 01.~~00000000~~05762163 1000.00000000 X 0.00000000 0.00000000 ~~215~~0.~~85772543~~00000000 0.00000000 ~~172610~~161134.~~01141876~~12134937 P 0.00000000 0.00000000 ~~6575083~~6828052.~~50000000~~70000000 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 per $1,000 denomination.

CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 4948,~~876~~202,~~253~~897.0476 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0.00 Servicer Advances 0.00 Gains & Subsequent Recoveries (Realized Losses) (~~202~~1,~~644~~399,225.2786) Prepayment Penalties ~~657~~682,~~508~~805.3527 Swap/Cap Payments 0.00 Total Deposits 5047,~~331~~486,~~117~~477.1217 Withdrawals Swap Payments 1539,~~370~~371.0578 Reserve Funds and Credit Enhancements 0.00 Total Administration Fees ~~929~~859,~~734~~899.4855 Payment of Interest and Principal 4946,~~386~~587,~~012~~205.5984 Total Withdrawals (Pool Distribution Amount) 5047,~~331~~486,~~117~~477.1217 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

ADMINISTRATION FEES Gross Servicing Fee* ~~499~~467,~~811~~270.0174 Credit Risk Manager Fee - Clayton Fixed Income Svcs Inc 10,~~995~~279.8496 Primary Mortgage Insurance Co. Fee ~~418~~382,~~927~~348.6385 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~929~~859,~~734~~899.4855 *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 1,000.00 121,~~758~~000.8400 ~~12,758~~0.8400 ~~1,000~~0.00 Interest Rate Cap ~~Amount~~Account 1,000.00 0.00 0.00 1,000.00 Final Maturity Reserve Account 1,000.00 0.00 0.00 1,000.00 Hedge Funds Account Name Funds In (A) Funds Out(B) Net Amount(A - B) Interest Rate Cap Agreement - HSBC 0.00 0.00 0.00 Swap Account - HSBC Bank USA, NA 5,~~239~~236,~~177~~447.6463 5,~~254~~275,~~547~~819.6941 (1539,~~370~~371.0578)

COLLATERAL STATEMENT Collateral Description Mixed Fixed & Arm Weighted Average Gross Coupon 8.~~323120~~308633% Weighted Average Net Coupon 7.~~823120~~808633% Weighted Average Pass-Through Rate 7.~~404033~~399503% Weighted Average Remaining Term ~~341~~339 Beginning Scheduled Collateral Loan Count 6,~~824~~447 Number Of Loans Paid In Full ~~210~~201 Ending Scheduled Collateral Loan Count 6,~~614~~246 Beginning Scheduled Collateral Balance 1,~~199~~121,~~546~~449,~~421~~793.5413 Ending Scheduled Collateral Balance 1,~~157~~080,~~977~~989,~~282~~743.6053 Ending Actual Collateral Balance at 31-~~Aug~~Oct-2006 1,~~158~~081,~~570~~633,~~509~~719.6659 Monthly P&I Constant 8,~~822~~240,~~317~~447.1593 Special Servicing Fee 0.00 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount ~~657~~682,~~508~~805.3527 Prepayment Penalty Paid Count ~~104~~99 Realized Loss Amount ~~202~~1,~~644~~399,225.2786 Cumulative Realized Loss ~~389~~2,~~463~~346,490.1914 Scheduled Principal ~~502~~475,~~343~~685.6182 Unscheduled Principal 4139,~~066~~984,~~795~~363.3378

Group Level Collateral Statement Group 1 2 Collateral Description Mixed ARM Mixed ARM Weighted Average Coupon Rate 9.~~533072~~531613 8.~~086673~~066761 Weighted Average Net Rate 9.~~033072~~031613 7.~~586673~~566761 Pass-Through Rate 8.~~885527~~887456 7.~~114523~~105227 Weighted Average Remaining Term ~~277~~275 ~~353~~351 Record Date 0810/31/2006 0810/31/2006 Principal And Interest Constant 1,~~673~~583,~~948~~204.7230 76,~~148~~657,~~368~~243.4363 Beginning Loan Count 2,~~384~~271 4,~~440~~176 Loans Paid in Full 6972 ~~141~~129 Ending Loan Count 2,~~315~~199 4,~~299~~047 Beginning Scheduled Balance ~~196~~185,~~092~~170,~~976~~253.4570 1936,~~003~~279,~~453,445~~539.0943 Ending Scheduled Balance ~~189~~179,~~291~~301,~~894~~088.7837 ~~968~~901,~~685~~688,~~387~~655.8216 Scheduled Principal ~~116~~112,~~141~~394.6693 ~~386~~363,~~201~~290.9589 Unscheduled Principal 65,~~684~~756,~~940~~770.0140 34,~~381~~227,~~855~~593.3238 Scheduled Interest 1,~~557~~470,~~807~~809.0637 6,~~762~~293,~~166~~952.4874 Servicing Fees 8177,~~705~~154.4127 ~~418~~390,~~105~~116.6047 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 2422,~~110~~244.4975 ~~394~~360,~~817~~104.1410 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,~~451~~371,~~991~~410.1635 5,~~949~~543,~~243~~732.7417 Realized Loss Amount ~~202~~1,~~644~~399,135.2786 090.00 Cumulative Realized Loss ~~388~~2,~~878~~345,565.1901 ~~585~~925.0013 Percentage of Cumulative Losses 01.~~1829~~1032 0.0001 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount ~~160~~57,~~333~~614.3999 ~~497~~625,~~174~~190.9628 Prepayment Penalty Paid Count 3720 6779 Special Servicing Fee 0.00 0.00

Group Level Collateral Statement Group Total Collateral Description Mixed Fixed & Arm Weighted Average Coupon Rate 8.~~323120~~308633 Weighted Average Net Rate 7.~~823120~~808633 Pass-Through Rate 7.~~404033~~399503 Weighted Average Remaining Term ~~341~~339 Record Date 0810/31/2006 Principal And Interest Constant 8,~~822~~240,~~317~~447.1593 Beginning Loan Count 6,~~824~~447 Loans Paid in Full ~~210~~201 Ending Loan Count 6,~~614~~246 Beginning Scheduled Balance 1,~~199~~121,~~546~~449,~~421~~793.5413 Ending Scheduled Balance 1,~~157~~080,~~977~~989,~~282~~743.6053 Scheduled Principal ~~502~~475,~~343~~685.6182 Unscheduled Principal 4139,~~066~~984,~~795~~363.3378 Scheduled Interest 87,~~319~~764,~~973~~762.5411 Servicing Fees ~~499~~467,~~811~~270.0174 Master Servicing Fees 0.00 Trustee Fee 0.00 FRY Amount 0.00 Special Hazard Fee 0.00 Other Fee ~~418~~382,~~927~~348.6385 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 76,~~401~~915,~~234~~142.9052 Realized Loss Amount ~~202~~1,~~644~~399,225.2786 Cumulative Realized Loss ~~389~~2,~~463~~346,490.1914 Percentage of Cumulative Losses 0.~~0290~~1749 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount ~~657~~682,~~508~~805.3527 Prepayment Penalty Paid Count ~~104~~99 Special Servicing Fee 0.00

Additional Reporting - Deal Level Cash Reporting Prepayment Premiums ~~657~~682,~~508~~805.3527 Informational Reporting Libor Index 5.~~324380~~320000% Net Funds Cap 76.~~137865~~666231% Senior Enhancement % 1920.~~406135~~788230% Structural Reporting Overcollateralization Amount 6,~~708~~486,~~733~~796.0093 Overcollateralization Deficiency 0221,936.0007 Overcollateralization Reduction 0.00 Overcollateralization Release 0.00 Targeted Overcollateralization Amount 6,708,733.00 Trigger Event Reporting Stepdown Date NO Trigger Event Pass Cumulative Loss Trigger Event Trigger Result Pass Threshold Value 1.200000% Calculated Value 0.~~027738~~163837% Delinquency Event Trigger Result Pass Threshold Value 89.~~684249~~293549% Calculated Value 36.~~988282~~768502%

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 54 0 0 54 ~~600~~494,~~710~~615.0284 0.00 0.00 ~~600~~494,~~710~~615.0284 30 Days ~~233~~235 01 0 0 ~~233~~236 44,~~295~~925,~~808~~739.8563 072,727.0067 0.00 0.00 44,~~295~~998,~~808~~467.8530 60 Days 88101 10 47 0 93108 1520,~~642~~846,~~195~~867.2696 ~~37,843~~0.8700 ~~352~~1,~~997~~536,853.3177 0.00 1622,~~033~~383,~~036~~721.4473 90 Days 1721 23 6373 0 8297 23,~~022~~033,~~829~~418.0384 ~~453~~221,~~884~~240.9036 1315,~~841~~016,~~087~~888.4380 0.00 1618,~~317~~271,~~801~~548.3600 120 Days 2114 35 5447 3 8169 21,~~317~~241,~~974~~475.0810 ~~299~~240,~~159~~444.0507 1310,~~323~~419,~~393~~471.1285 ~~362~~243,~~918~~699.0272 1612,~~303~~145,~~444~~090.2774 150 Days 97 23 3150 58 4768 1618,~~062,987~~647.6418 ~~579~~283,~~969~~279.8791 611,~~611~~015,~~867~~894.43 ~~482~~1,~~726~~373,477.6592 813,~~737~~291,~~551~~299.5944 180+ Days 410 18 771 022 12111 ~~333~~544,~~863~~379.3760 ~~319~~1,~~725~~611,692.0037 117,~~813~~169,~~607~~411.0362 03,736,404.0063 223,~~467~~061,~~195~~888.4022 Totals ~~372~~388 1424 ~~159~~248 833 ~~553~~693 6571,~~675~~210,~~658~~528.2331 2,~~291~~924,~~292~~000.7122 3555,~~942~~158,~~952~~520.3247 ~~845~~5,~~644~~353,582.6727 ~~104~~134,~~755~~646,~~547~~631.9327 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.~~075597~~064041% 0.000000% 0.000000% 0.~~075597~~064041% 0.~~051849~~045729% 0.000000% 0.000000% 0.~~051849~~045729% 30 Days 3.~~522830~~762408% 0.~~000000~~016010% 0.000000% 0.000000% 3.~~522830~~778418% 34.~~823316~~153508% 0.~~000000~~006724% 0.000000% 0.000000% 34.~~823316~~160232% 60 Days 1.~~330511~~617035% 0.~~015119~~000000% 0.~~060478~~112072% 0.000000% 1.~~406108~~729107% 1.~~350129~~927350% 0.~~003266~~000000% 0.~~030468~~142086% 0.000000% 12.~~383864~~069436% 90 Days 0.~~257031~~336215% 0.~~030239~~048031% 01.~~952525~~168748% 0.000000% 1.~~239794~~552994% 0.~~174597~~280448% 0.~~039176~~020454% 1.~~194669~~388353% 0.000000% 1.~~408443~~689255% 120 Days 0.~~317508~~224143% 0.~~045358~~080051% 0.~~816450~~752482% 0.~~045358~~048031% 1.~~224675~~104707% 0.~~200072~~114778% 0.~~025821~~022230% 10.~~149986~~963309% 0.~~031325~~022531% 1.~~407203~~122847% 150 Days 0.~~136075~~112072% 0.~~030239~~048031% 0.~~468703~~800512% 0.~~075597~~128082% 01.~~710614~~088697% 0.~~091750~~057196% 0.~~050059~~026190% 01.~~570692~~018450% 0.~~041666~~126982% 01.~~754167~~228817% 180+ Days 0.~~060478~~160102% 0.~~015119~~128082% 01.~~105836~~136728% 0.~~000000~~352225% 01.~~181433~~777137% 0.~~028817~~050329% 0.~~027597~~149005% 01.~~156538~~587359% 0.~~000000~~345441% 02.~~212952~~132135% Totals 56.~~624433~~211976% 0.~~211672~~384246% 23.~~403992~~970541% 0.~~120956~~528338% 811.~~361052~~095101% 56.~~668680~~583608% 0.~~197769~~270332% 35.~~102353~~099556% 0.~~072990~~494953% 912.~~041793~~448450%

Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 1,~~379~~586,~~651~~157.4098

Delinquency Status By Group DELINQUENT BANKRUPTCY FORECLOSURE REO Total 1 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 2 0 0 2 62,~~999~~961.9465 0.00 0.00 62,~~999~~961.9465 30 Days 5550 01 0 0 5551 54,~~913~~337,~~577~~625.6015 072,727.0067 0.00 0.00 54,~~913~~410,~~577~~352.6082 60 Days 2327 10 10 0 2527 12,~~594~~225,~~208~~204.2946 ~~37,843~~0.8700 ~~79,757~~0.8700 0.00 12,~~711~~225,~~810~~204.0346 90 Days 1011 10 1013 0 2124 ~~772~~825,~~917~~077.4620 ~~31,134~~0.9000 ~~876~~1,~~166~~737,912.7317 0.00 12,~~680~~562,~~219~~989.0937 120 Days 1713 02 5 1 021 ~~18 1~~980,~~152,533~~569.2819 077,753.0067 41441,~~493~~394.0597 080,061.0086 1,~~194~~579,~~026~~779.3369 150 Days 86 02 67 01 1416 ~~662~~195,~~987~~897.6418 0116,658.0025 ~~491~~492,~~061~~222.6517 0392,212.00 1,~~154~~196,~~049~~989.2960 180+ Days 39 0 39 01 619 ~~252~~463,~~660~~176.3760 0.00 ~~351~~855,~~159~~967.9826 095,403.0057 ~~603~~1,~~820~~414,547.3543 Totals 116 47 2134 03 ~~141~~160 109,~~348~~027,~~884~~549.6478 ~~131~~330,~~978~~101.7124 13,~~839~~527,~~639~~496.2857 0567,677.0043 1213,~~320~~452,~~502~~825.6302 0-29 Days 0.~~086393~~090950% 0.000000% 0.000000% 0.~~086393~~090950% 0.~~033262~~035092% 0.000000% 0.000000% 0.~~033262~~035092% 30 Days 2.~~375810~~273761% 0.~~000000~~045475% 0.000000% 0.000000% 2.~~375810~~319236% 32.~~122188~~417573% 0.~~000000~~040535% 0.000000% 0.000000% 32.~~122188~~458108% 60 Days 01.~~993521~~227831% 0.~~043197~~000000% 0.~~043197~~000000% 0.000000% 1.~~079914~~227831% 01.~~841693~~240217% 0.~~019980~~000000% 0.~~042110~~000000% 0.000000% 01.~~903783~~240217% 90 Days 0.~~431965~~500227% 0.~~043197~~000000% 0.~~431965~~591178% 0.000000% 01.~~907127~~091405% 0.~~408077~~459856% 0.~~016438~~000000% 0.~~462589~~968624% 0.000000% 01.~~887104~~428481% 120 Days 0.~~734341~~591178% 0.~~000000~~090950% 0.~~043197~~227376% 0.~~000000~~045475% 0.~~777538~~954980% 0.~~608502~~546520% 0.~~000000~~043336% 0.~~021907~~246011% 0.~~000000~~044622% 0.~~630409~~880489% 150 Days 0.~~345572~~272851% 0.~~000000~~090950% 0.~~259179~~318327% 0.~~000000~~045475% 0.~~604752~~727603% 0.~~350037~~109183% 0.~~000000~~065019% 0.~~259266~~274340% 0.~~000000~~218599% 0.~~609303~~667142% 180+ Days 0.~~129590~~409277% 0.000000% 0.~~129590~~409277% 0.~~000000~~045475% 0.~~259179~~864029% 0.~~133397~~258151% 0.000000% 0.~~185402~~477073% 0.~~000000~~053173% 0.~~318799~~788397% Totals 5.~~010799~~275125% 0.~~172786~~318327% 01.~~907127~~546157% 0.~~000000~~136426% 67.~~090713~~276035% 5.~~463894~~031500% 0.~~069681~~183982% 01.~~971273~~966048% 0.~~000000~~316395% 67.~~504848~~497925% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 2 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 32 0 0 32 ~~537~~431,~~710~~654.0819 0.00 0.00 ~~537~~431,~~710~~654.0819 30 Days ~~178~~185 0 0 0 ~~178~~185 3840,~~382~~588,~~231~~114.2548 0.00 0.00 0.00 3840,~~382~~588,~~231~~114.2548 60 Days 6574 0 37 0 6881 1418,~~047~~621,~~986~~663.9750 0.00 ~~273~~1,~~239~~536,853.4477 0.00 1420,~~321~~158,~~226~~517.4127 90 Days 710 13 5360 0 6173 12,~~249~~208,~~911~~341.5764 ~~422~~221,~~750~~240.0036 1213,~~964~~278,~~920~~976.7063 0.00 1415,~~637~~708,~~582~~558.2763 120 Days 41 3 5342 32 6348 1260,~~165,440~~905.8091 ~~299~~162,~~159~~690.0540 139,~~281~~978,~~900~~076.0788 ~~362~~163,~~918~~637.0286 1510,~~109~~565,~~417~~311.9405 150 Days 1 21 2543 57 3352 ~~400~~422,~~000~~750.00 ~~579~~166,~~969~~621.8766 610,~~120~~523,~~805~~672.7826 ~~482~~981,~~726~~265.6592 712,~~583~~094,~~502~~309.3084 180+ Days 1 18 462 021 692 81,203.00 ~~319~~1,~~725~~611,692.0037 116,~~462~~313,~~447~~444.0536 03,641,001.0006 121,~~863~~647,~~375~~340.0579 Totals ~~256~~272 1017 ~~138~~214 830 ~~412~~533 5562,~~326~~182,~~773~~978.5953 2,~~159~~593,~~314~~898.0098 3451,~~103~~631,~~313~~023.0490 ~~845~~4,~~644~~785,904.6784 92121,~~435~~193,~~045~~806.3025 0-29 Days 0.~~069784~~049419% 0.000000% 0.000000% 0.~~069784~~049419% 0.~~055482~~047844% 0.000000% 0.000000% 0.~~055482~~047844% 30 Days 4.~~140498~~571287% 0.000000% 0.000000% 0.000000% 4.~~140498~~571287% 34.~~960338~~498728% 0.000000% 0.000000% 0.000000% 34.~~960338~~498728% 60 Days 1.~~511980~~828515% 0.000000% 0.~~069784~~172968% 0.000000% 12.~~581763~~001483% 12.~~449493~~063998% 0.000000% 0.~~028193~~170343% 0.000000% 12.~~477686~~234341% 90 Days 0.~~162829~~247097% 0.~~023261~~074129% 1.~~232845~~482580% 0.000000% 1.~~418935~~803805% 0.~~128968~~244769% 0.~~043620~~024522% 1.~~337741~~471823% 0.000000% 1.~~510328~~741114% 120 Days 0.~~093045~~024710% 0.~~069784~~074129% 1.~~232845~~037806% 0.~~069784~~049419% 1.~~465457~~186064% 0.~~120252~~028918% 0.~~030868~~018032% 1.~~370447~~105956% 0.~~037446~~018137% 1.~~559013~~171044% 150 Days 0.~~023261~~024710% 0.~~046522~~024710% 01.~~581531~~062515% 0.~~116306~~172968% 01.~~767620~~284902% 0.~~041273~~046857% 0.~~059842~~018468% 01.~~631554~~166429% 0.~~049808~~108762% 01.~~782477~~340516% 180+ Days 0.~~023261~~024710% 0.~~023261~~197677% 01.~~093045~~531999% 0.~~000000~~518903% 02.~~139567~~273289% 0.~~008379~~009000% 0.~~032990~~178638% 01.~~150898~~808159% 0.~~000000~~403563% 02.~~192266~~399360% Totals 56.~~954873~~721028% 0.~~232612~~420064% 35.~~210049~~287868% 0.~~186090~~741290% 913.~~583624~~170250% 56.~~708702~~892272% 0.~~222801~~287504% 35.~~518832~~722708% 0.~~087255~~530463% 913.~~537590~~432947%

180+ Delinquency Summary Summary 1 Days Number of Outstanding Percentage of Number of Outstanding Percentage of Delinquent Loans Actual Balance(%) Loans Actual Balance(%) Balance($) Balance($) 180 - 209 1064 214,~~257~~222,~~387~~548.6933 01.~~195~~315 58 ~~519~~549,~~509~~334.6989 0.~~274~~306 210 - 239 39 7,636,615.79 0.706 7 512,113.49 0.285 240 - 269 6 992,916.39 0.092 3 268,788.39 0.150 270 - 299 2 209,807.71 0.~~018~~019 1 84,310.66 0.~~045~~047 Total 12111 223,~~467~~061,~~195~~888.4022 02.~~213~~132 619 ~~603~~1,~~820~~414,547.3543 0.~~319~~788

180+ Delinquency Summary (continued) 2 Days Number of Outstanding Percentage of Delinquent Loans Actual Balance(%) Balance($) 180 - 209 556 13,673,213.44 1.516 210 - 239 32 7,~~737~~124,~~878~~502.30 0.790 240 - 269 3 724,128.00 0.~~179~~080 ~~210~~270 - ~~239~~299 1 125,497.05 0.~~013~~014 Total 692 121,~~863~~647,~~375~~340.0579 02.~~192~~400 This report includes all loans greater than 180 days delinquent regardless of status (REO, Foreclosure, Bankruptcy).

REO Detail - All Mortgage Loans in REO during Current Period

Summary 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 714 ~~Oct~~Dec-05 0.000% Original Principal Balance ~~810~~2,~~400~~958,050.00 ~~Nov~~Jan-0506 0.000% Current Actual Balance ~~809~~2,~~667~~955,915.1789 ~~Dec~~Feb-0506 0.000% ~~Jan~~Mar-06 0.000% Current REO Total ~~Feb~~Apr-06 0.000% Loans in REO 833 ~~Mar~~May-06 0.000% Original Principal Balance ~~846~~5,~~400~~357,397.00 ~~Apr~~Jun-06 0.000% Current Actual Balance ~~845~~5,~~644~~353,582.6727 ~~May~~Jul-06 0.000% ~~Jun~~Aug-06 0.~~000~~011% ~~Jul~~Sep-06 0.~~000~~073% ~~Aug~~Oct-06 0.~~011~~221% ~~Sep~~Nov-06 0.~~073~~495% *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 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 02 ~~Oct~~Dec-05 0.000% Original Principal Balance 0176,350.00 ~~Nov~~Jan-0506 0.000% Current Actual Balance 0175,465.0043 ~~Dec~~Feb-0506 0.000% ~~Jan~~Mar-06 0.000% Current REO Total ~~Feb~~Apr-06 0.000% Loans in REO 03 ~~Mar~~May-06 0.000% Original Principal Balance 0568,562.00 ~~Apr~~Jun-06 0.000% Current Actual Balance 0567,677.0043 ~~May~~Jul-06 0.000% ~~Jun~~Aug-06 0.000% ~~Jul~~Sep-06 0.000% ~~Aug~~Oct-06 0.~~000~~255% ~~Sep~~Nov-06 0.~~000~~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. 2 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 712 ~~Oct~~Dec-05 0.000% Original Principal Balance ~~810~~2,~~400~~781,700.00 ~~Nov~~Jan-0506 0.000% Current Actual Balance ~~809~~2,~~667~~780,450.1746 ~~Dec~~Feb-0506 0.000% ~~Jan~~Mar-06 0.000% Current REO Total ~~Feb~~Apr-06 0.000% Loans in REO 830 ~~Mar~~May-06 0.000% Original Principal Balance ~~846~~4,~~400~~788,835.00 ~~Apr~~Jun-06 0.000% Current Actual Balance ~~845~~4,~~644~~785,904.6784 ~~May~~Jul-06 0.000% ~~Jun~~Aug-06 0.~~000~~013% ~~Jul~~Sep-06 0.~~000~~087% ~~Aug~~Oct-06 0.~~013~~214% ~~Sep~~Nov-06 0.~~087~~530% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

REO Loan Detail - All Mortgage Loans in REO during Current Period Month Loan First Original Loan Entered Payment LTV at Principal Group Number REO Date State Origination Balance 1 0032120404 Oct-2006 01-Feb-2006 MD 80.00 392,212.00 1 0117351908 Nov-2006 01-Jun-2005 MI 94.44 80,750.00 1 0118414838 Nov-2006 01-Dec-2005 FL 20.00 95,600.00 2 0116628397 Sep-2006 01-Jul-2005 NC 100.00 50,000.00 2 0118746072 Nov-2006 01-Jan-2006 CA 80.00 323,200.00 2 0118746858 Nov-2006 01-Jan-2006 MI 80.00 52,000.00 2 0118747062 Sep-2006 01-Jan-2006 CO 95.00 280,250.00 2 0118748458 Oct-2006 01-Jan-2006 MI 80.00 52,000.00 2 0118750827 Sep-2006 01-Jan-2006 MI 80.00 104,000.00 2 0118751395 Oct-2006 01-Jan-2006 MI 80.00 94,800.00 2 0119025088 Aug-2006 01-Feb-2006 MI 80.00 36,000.00 2 0119026755 Oct-2006 01-Feb-2006 MI 90.00 58,500.00 2 0119052504 Nov-2006 01-Feb-2006 CA 85.00 365,500.00 2 0119350122 Nov-2006 01-Mar-2006 CA 85.00 382,500.00 2 0119353100 Sep-2006 01-Mar-2006 MI 80.00 108,000.00 2 0119354835 Nov-2006 01-Mar-2006 AZ 95.00 213,750.00 2 0119359677 Oct-2006 01-Mar-2006 VA 80.00 320,000.00 2 0119361665 Oct-2006 01-Feb-2006 MI 80.00 160,000.00 2 0119362028 Oct-2006 01-Mar-2006 MI 90.00 90,000.00 2 0119362036 Nov-2006 01-Mar-2006 MI 80.00 312,000.00 2 0119362200 Nov-2006 01-Mar-2006 MI 89.60 112,000.00 2 0119362259 Sep-2006 01-Mar-2006 MI 95.00 36,100.00 2 0119372365 Nov-2006 01-Mar-2006 MN 80.00 248,000.00 2 0119372837 Nov-2006 01-Mar-2006 MN 90.00 290,700.00 2 0119373041 Nov-2006 01-Mar-2006 MN 85.00 127,500.00 2 0119381507 Oct-2006 01-Mar-2006 MI 70.00 30,100.00 2 0119381523 Oct-2006 01-Feb-2006 MI 95.00 90,725.00 2 0119381739 Sep-2006 01-Feb-2006 MI 85.00 151,300.00 2 0119381812 Sep-2006 01-Mar-2006 MI 85.00 80,750.00 2 0119387090 Oct-2006 01-Mar-2006 MO 90.00 119,610.00 2 0119387363 Nov-2006 01-Mar-2006 MO 85.00 123,250.00 2 0119420982 Oct-2006 01-Apr-2006 MI 100.00 145,000.00 2 0119423804 Nov-2006 01-Mar-2006 MO 90.00 231,300.00

REO Loan Detail - All Mortgage Loans in REO during Current Period (continued) Current Paid Current Approximate Loan Actual To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest 1 0032120404 392,212.00 01-Apr-2006 5 8.375% 18,017.23 1 0117351908 80,061.86 01-May-2006 4 7.900% 2,956.70 1 0118414838 95,403.57 01-Mar-2006 6 9.350% 5,618.30 2 0116628397 49,649.15 01-Feb-2006 57 8.150% 2,~~210~~840.6325 2 0118746072 323,200.00 01-Jan-2006 8 7.990% 18,155.70 2 0118746858 51,820.86 01-May-2006 4 8.565% 2,086.39 2 0118747062 280,250.00 01-Feb-2006 57 9.400% 1013,~~807~~895.5846 2 0118748458 51,860.99 01-Apr-2006 5 8.865% 2,526.12 2 0118750827 103,785.59 01-Mar-2006 46 7.915% 35,~~841~~117.0877 2 0118751395 94,582.36 01-Apr-2006 5 8.815% 4,579.48 2 0119025088 35,977.50 01-Feb-2006 57 9.550% 12,~~896~~436.3393 2 0119026755 58,476.24 01-Feb-2006 7 10.400% 4,334.42 2 0119052504 365,012.85 01-Mar-2006 6 8.050% 18,328.39 2 0119350122 382,500.00 01-Feb-2006 7 8.650% 19,803.44 2 0119353100 107,982.66 01-Mar-2006 46 9.950% 6,799.00 2 0119354835 213,750.00 01-Feb-2006 7 8.400% 12,651.20 2 0119359677 320,000.00 01-Apr-2006 5 9.075% 16,006.69 2 0119361665 159,741.25 01-Apr-2006 5 9.100% 8,000.33 2 0119362028 89,967.55 01-Mar-2006 6 10.950% 5,649.81 2 0119362036 311,806.07 01-Mar-2006 6 8.375% 16,333.43 2 0119362200 111,817.00 01-May-2006 4 9.050% 3,659.12 2 0119362259 36,100.00 01-Feb-2006 57 10.400% 2,~~082~~675.0785 2 0119372365 247,898.21 01-Mar-2006 6 10.350% 16,254.64 2 0119372837 290,700.00 01-Feb-2006 7 10.000% 16,360.64 2 0119373041 127,500.00 01-Feb-2006 7 8.650% 7,774.30 2 0119381507 30,100.00 01-Feb-2006 7 10.975% 2,361.17 2 0119381523 90,596.98 01-Apr-2006 5 9.750% 3,971.56 2 0119381739 151,149.77 01-Mar-2006 46 9.475% 69,~~774~~027.2160 2 0119381812 80,750.00 01-Feb-2006 57 10.500% 46,~~704~~046.4414 2 0119387090 119,508.71 01-Apr-2006 5 10.225% 6,767.94 2 0119387363 123,250.00 01-Feb-2006 7 8.750% 7,607.79 2 0119420982 144,975.63 01-Apr-2006 5 9.800% 7,860.87 2 0119423804 231,195.47 01-Mar-2006 6 9.900% 14,464.74

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

Summary 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 7782 ~~Oct~~Dec-05 0.000% Original Principal Balance 16,~~002~~979,~~713~~786.00 ~~Nov~~Jan-0506 0.000% Current Actual Balance 1516,~~967~~949,~~354~~924.8731 ~~Dec~~Feb-0506 0.000% ~~Jan~~Mar-06 0.000% Current Foreclosure Total ~~Feb~~Apr-06 0.000% Loans in Foreclosure ~~159~~248 ~~Mar~~May-06 0.~~000~~028% Original Principal Balance 3555,~~987~~222,~~771~~317.0060 ~~Apr~~Jun-06 0.~~000~~153% Current Actual Balance 3555,~~942~~158,~~952~~520.3247 ~~May~~Jul-06 0.~~028~~261% ~~Jun~~Aug-06 01.~~153~~939% ~~Jul~~Sep-06 03.~~261~~102% ~~Aug~~Oct-06 14.~~939~~177% ~~Sep~~Nov-06 35.~~102~~100% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 1 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 1113 ~~Oct~~Dec-05 0.000% Original Principal Balance ~~976~~1,~~632~~400,720.00 ~~Nov~~Jan-0506 0.000% Current Actual Balance ~~955~~1,~~924~~397,972.6043 ~~Dec~~Feb-0506 0.000% ~~Jan~~Mar-06 0.000% Current Foreclosure Total ~~Feb~~Apr-06 0.000% Loans in Foreclosure 2134 ~~Mar~~May-06 0.~~000~~040% Original Principal Balance 13,~~861~~534,~~932~~452.0060 ~~Apr~~Jun-06 0.~~000~~146% Current Actual Balance 13,~~839~~527,~~639~~496.2857 ~~May~~Jul-06 0.~~040~~134% ~~Jun~~Aug-06 0.~~146~~476% ~~Jul~~Sep-06 0.~~134~~971% ~~Aug~~Oct-06 01.~~476~~303% ~~Sep~~Nov-06 01.~~971~~966% *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 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 6669 ~~Oct~~Dec-05 0.000% Original Principal Balance 15,~~026~~579,~~081~~066.00 ~~Nov~~Jan-0506 0.000% Current Actual Balance 15,~~011~~551,~~430~~951.2788 ~~Dec~~Feb-0506 0.000% ~~Jan~~Mar-06 0.000% Current Foreclosure Total ~~Feb~~Apr-06 0.000% Loans in Foreclosure ~~138~~214 ~~Mar~~May-06 0.~~000~~026% Original Principal Balance 3451,~~125~~687,~~839~~865.00 ~~Apr~~Jun-06 0.~~000~~155% Current Actual Balance 3451,~~103~~631,~~313~~023.0490 ~~May~~Jul-06 0.~~026~~286% ~~Jun~~Aug-06 02.~~155~~225% ~~Jul~~Sep-06 03.~~286~~519% ~~Aug~~Oct-06 24.~~225~~745% ~~Sep~~Nov-06 35.~~519~~723% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period Month Loan First Original Loan Entered Payment LTV at Principal Group Number FC Date State Origination Balance 1 ~~0032120404 Sep-2006 01-Feb-2006 MD 80.00 392,212.00 1~~ 0116823055 Jun-2006 01-Jul-2005 DE 85.00 187,000.00 1 0117376269 May-2006 01-Sep-2005 IN 95.00 84,550.00 1 0117996652 Sep-2006 01-Oct-2005 NY 19.28 80,000.00 1 0117996900 Sep-2006 01-Oct-2005 FL 20.00 38,000.00 1 ~~0118004324~~0118014091 ~~Aug~~Nov-2006 01-Oct-2005 AZGA 20.00 4139,~~600~~980.00 1 ~~0118742584~~0118415447 ~~Aug~~Nov-2006 01-~~Dec~~Sep-2005 CALA 20.00 8423,000.00 1 ~~0118745074~~0118742584 Aug-2006 01-Dec-2005 CA 20.00 ~~122~~84,~~600~~000.00 1 ~~0118746106~~0118745181 ~~Aug~~Nov-2006 01-Jan-2006 FL 85.00 151,300.00 1 0118745454 Nov-2006 01-Dec-2005 CA 20.00 8076,~~800~~780.00 1 0118748193 Aug-2006 01-Jan-2006 IL 20.00 42,100.00 1 ~~0118748995~~0118749803 ~~Sep~~Oct-2006 01-Jan-2006 TXCA 8020.00 7580,~~200~~000.00 1 ~~0119350700~~0119046514 ~~Sep~~Oct-2006 01-Feb-2006 MDCA 1467.6354 60439,000.00 1 ~~0119350874~~0119349025 ~~Sep~~Oct-2006 01-Mar-2006 AZ 20.00 88,652.60 1 0119349504 Oct-2006 01-Mar-2006 CA 20.00 109,600.00 1 0119349728 Nov-2006 01-Feb-2006 MDCA 20.00 4177,~~740~~000.00 1 0119351435 Sep-2006 01-Mar-2006 MD 20.00 116,400.00 1 0119355105 Nov-2006 01-Feb-2006 CA 90.00 405,000.00 1 0119355493 Oct-2006 01-Mar-2006 CO 74.97 116,500.00 1 0119364404 Aug-2006 01-Mar-2006 CT 90.00 151,650.00 1 0119364487 Aug-2006 01-Mar-2006 RI 20.00 41,000.00 1 0119367001 Oct-2006 01-Mar-2006 NY 20.00 90,000.00 1 0119370393 Sep-2006 01-Mar-2006 NJ 15.00 52,500.00 1 0119370781 Oct-2006 01-Mar-2006 NY 20.00 127,000.00 1 0119371656 Nov-2006 01-Mar-2006 IN 90.00 35,910.00 1 0119376986 Aug-2006 01-Mar-2006 IL 20.00 50,000.00 1 0119379535 Nov-2006 01-Mar-2006 CA 20.00 64,400.00 1 0119380988 Oct-2006 01-Mar-2006 WA 20.00 56,200.00 1 0119381085 Nov-2006 01-Feb-2006 WA 15.00 97,500.00 1 0119381168 Sep-2006 01-Mar-2006 WA 20.00 61,400.00 1 ~~0119382067~~0119385094 ~~Sep~~Nov-2006 01-~~Mar~~Feb-2006 MICA 20.00 21110,000.00 1 0119388726 Nov-2006 01-Mar-2006 NY 80.00 183,200.00 1 0119420206 Sep-2006 01-Apr-2006 IL 20.00 38,180.00 1 0119421485 Nov-2006 01-Apr-2006 NY 20.00 101,850.00 1 0119423440 Nov-2006 01-Mar-2006 UT 20.00 34,800.00 2 0030206312 Oct-2006 01-Apr-2005 MN 80.00 186,400.00 2 0031901341 Nov-2006 01-Dec-2005 GA 80.00 74,756.00 2 0032034704 Nov-2006 01-Jan-2006 TN 74.83 84,187.00 2 0032124877 Aug-2006 01-Nov-2005 NY 90.00 376,200.00 2 0032302150 Nov-2006 01-Feb-2006 PA 85.00 115,600.00 2 0032396061 Aug-2006 01-Feb-2006 IN 80.00 67,120.00 2 0032396095 Aug-2006 01-Mar-2006 FL 95.00 85,500.00 2 0037119260 Aug-2006 01-Feb-2006 PA 80.00 112,800.00 2 0037165206 Oct-2006 01-Feb-2006 NJ 80.00 188,640.00 2 0037347374 Sep-2006 01-Mar-2006 FL 80.00 180,000.00 2 ~~0037543519~~0037449907 ~~Sep~~Oct-2006 01-Mar-2006 VAUT 80.00 86115,920.00 2 0037456274 Oct-2006 01-Mar-2006 GA 100.00 115,000.00 2 0113293351 Nov-2006 01-Sep-2004 VA 69.98 86,070.00 2 0114214778 Sep-2006 01-Jan-2005 MA 70.00 61,250.00 2 0115866444 ~~Aug~~Nov-2006 01-Apr-2005 CA 80.00 85,600.00 2 0117125005 Aug-2006 01-Aug-2005 OH 90.00 58,500.00 2 0117126409 Aug-2006 01-Aug-2005 IL 72.38 65,500.00 2 0117130815 Nov-2006 01-Sep-2005 MO 80.00 96,000.00 2 0117147827 Nov-2006 01-Sep-2005 FL 95.00 342,000.00 2 0117150193 Oct-2006 01-Sep-2005 CA 90.00 540,000.00 2 0117732925 Oct-2006 01-Oct-2005 KY 79.99 130,700.00 2 0118072305 Aug-2006 01-Nov-2005 KY 79.97 90,650.00 2 0118741917 Sep-2006 01-Oct-2005 CA 95.00 280,250.00 2 0118742576 Nov-2006 01-Jan-2006 FL 80.00 121,600.00 2 0118743848 Nov-2006 01-Dec-2005 TX 80.00 131,983.00 2 0118745934 Aug-2006 01-Jan-2006 IL 95.00 294,500.00 2 0118746064 Aug-2006 01-Jan-2006 CA 85.00 306,000.00 2 ~~0118746072~~0118747435 ~~Aug~~Sep-2006 01-Jan-2006 CAMN 8095.00 ~~323~~144,~~200~~400.00 2 ~~0118747435~~0118751056 ~~Sep~~Nov-2006 01-Jan-2006 MN 9590.00 ~~144~~229,~~400~~500.00 2 ~~0118748458~~0118751445 ~~Sep~~Nov-2006 01-Jan-2006 MIMN 8090.00 52229,~~000~~500.00 2 ~~0118750983~~0118751742 ~~Sep~~Nov-2006 01-Jan-2006 ILTX 8795.1100 ~~325~~104,~~800~~500.00 2 ~~0118751395~~0118752302 ~~Sep~~Nov-2006 01-~~Jan~~Sep-~~2006~~2005 MICO 8095.00 94213,~~800~~750.00 2 0118752419 Sep-2006 01-Sep-2005 CA 95.00 294,500.00 2 0118752500 Sep-2006 01-Oct-2005 CA 85.00 382,500.00 2 ~~0118752518~~0118752773 ~~Aug~~Nov-2006 01-Oct-2005 CA 8584.15 420,750.00 ~~459~~2 0118752849 Oct-2006 01-Nov-2005 CA 95.00 378,~~000~~100.00 2 0118753342 Sep-2006 01-Dec-2005 IL 80.00 125,600.00 2 0118753474 Oct-2006 01-Dec-2005 FL 95.00 180,500.00 2 0118753581 Sep-2006 01-Dec-2005 CA 80.00 228,000.00 2 0118753672 Nov-2006 01-Dec-2005 IL 100.00 167,000.00 2 0118753755 Nov-2006 01-Dec-2005 IL 80.00 146,400.00 2 0118753904 Aug-2006 01-Dec-2005 TX 85.00 104,550.00 2 ~~0119026755~~0119027399 ~~Sep~~Nov-2006 01-Feb-2006 MIGA 90.00 5872,~~500~~000.00 2 ~~0119034015~~0119031177 ~~Jul~~Oct-2006 01-~~Jan~~Feb-2006 CACO 80.00 ~~252~~151,~~000~~160.00 2 ~~0119035665~~0119035525 ~~Jul~~Nov-2006 01-Feb-2006 CA 7590.00 ~~431~~404,~~250~~100.00 2 ~~0119036242~~0119035954 ~~Jun~~Oct-2006 01-~~Jan~~Feb-2006 CA 80.00 ~~680~~512,000.00 2 ~~0119051910~~0119035970 ~~Sep~~Oct-2006 01-Feb-2006 ILCA ~~100~~95.00 ~~110~~522,~~000~~500.00 2 ~~0119052504~~0119045821 ~~Jul~~Nov-2006 01-Feb-2006 CAGA 85.00 ~~365~~116,~~500~~450.00 2 ~~0119348860~~0119051910 ~~Aug~~Sep-2006 01-Feb-2006 CAIL 75100.00 ~~333~~110,~~750~~000.00 2 ~~0119348969~~0119114247 ~~Sep~~Nov-2006 01-Feb-2006 CA 85.00 522,750.00 2 0119187110 Oct-2006 01-Jan-2006 OH 80.00 ~~252~~208,000.00 2 0119348993 Aug-2006 01-Mar-2006 CA 79.91 350,000.00 2 0119349173 Aug-2006 01-Mar-2006 CA 80.00 452,000.00 2 ~~0119349454~~0119349223 ~~Aug~~Oct-2006 01-Mar-2006 NV 80.00 400,000.00 2 0119349488 Oct-2006 01-Mar-2006 CA 80.00 438,400.00 2 0119349702 Nov-2006 01-Feb-2006 CA 7480.9300 ~~266~~308,000.00 2 ~~0119350122~~0119349934 ~~Aug~~Nov-2006 01-Mar-2006 CAOH 85.00 ~~382~~68,~~500~~000.00 2 ~~0119350130~~0119350825 ~~Sep~~Nov-2006 01-Feb-2006 VA 80.00 336,000.00 2 0119351054 Oct-2006 01-Mar-2006 CAVA 85.00 ~~289~~124,100.00 2 0119351153 Nov-2006 01-Mar-2006 PA 83.95 68,000.00 2 0119351427 Sep-2006 01-Mar-2006 MD 80.00 465,600.00 2 0119351849 Aug-2006 01-Mar-2006 FL 80.00 219,200.00 2 0119351856 Oct-2006 01-Mar-2006 FL 90.00 279,000.00 2 0119352144 Sep-2006 01-Feb-2006 CA 85.00 297,500.00 2 ~~0119352367~~0119352326 ~~Aug~~Oct-2006 01-Mar-2006 ILCA 9580.00 ~~205~~331,~~200~~600.00 2 0119352607 Sep-2006 01-Mar-2006 IN 85.00 54,400.00 2 0119352706 Sep-2006 01-Mar-2006 IL 100.00 91,000.00 2 0119352870 Nov-2006 01-Mar-2006 IL 85.00 786,250.00 2 0119352904 Oct-2006 01-Mar-2006 IL 80.00 112,000.00 2 0119353332 Sep-2006 01-Mar-2006 IL 95.00 314,450.00 2 0119353431 Oct-2006 01-Mar-2006 IL 90.00 261,000.00 2 0119353498 Aug-2006 01-Mar-2006 IL 80.00 75,643.00 2 0119353605 Sep-2006 01-Mar-2006 IL 95.00 161,500.00 2 0119354801 Sep-2006 01-Mar-2006 CA 70.00 318,500.00 2 ~~0119354835~~0119354884 ~~Aug~~Sep-2006 01-Mar-2006 AZCA 9580.00 ~~213~~322,~~750~~400.00 2 ~~0119354884~~0119356061 Sep-2006 01-Feb-2006 HI 95.00 261,250.00 2 0119356251 Oct-2006 01-Feb-2006 WI 75.00 149,625.00 2 0119357143 Oct-2006 01-Mar-2006 WA 85.00 225,250.00 2 0119357184 Nov-2006 01-Feb-2006 CA 80.00 ~~322~~280,~~400~~000.00 2 ~~0119356061~~0119357580 ~~Sep~~Oct-2006 01-Feb-2006 HIAZ 9580.00 ~~261~~203,~~250~~200.00 2 0119358281 Nov-2006 01-Mar-2006 CA 62.01 315,000.00 2 0119358562 Aug-2006 01-Mar-2006 MO 90.00 99,000.00 2 0119358836 Nov-2006 01-Mar-2006 FL 95.00 128,250.00 2 0119359362 Aug-2006 01-Mar-2006 CA 80.00 196,800.00 2 ~~0119359677~~0119359446 ~~Sep~~Oct-2006 01-Mar-2006 VACA 8085.00 ~~320~~255,000.00 2 ~~0119360998~~0119360287 ~~Sep~~Nov-2006 01-Mar-2006 NECA 80.00 40244,000.00 2 ~~0119361665~~0119360477 ~~Sep~~Oct-2006 01-Feb-2006 MITX 8090.00 ~~160~~64,800.00 2 0119360485 Nov-2006 01-Mar-2006 TX 95.00 133,000.00 2 ~~0119362028~~0119360998 Sep-2006 01-Mar-2006 MINE 9080.00 9040,000.00 2 ~~0119362036~~0119361855 ~~Sep~~Nov-2006 01-Mar-2006 MI 80.00 ~~312~~65,600.00 2 0119362085 Oct-2006 01-Mar-2006 MI 95.00 95,000.00 2 0119362135 Aug-2006 01-Mar-2006 IN 85.00 42,500.00 2 0119362143 Aug-2006 01-Mar-2006 IN 85.00 44,200.00 2 0119362150 Nov-2006 01-Mar-2006 MI 85.00 51,850.00 2 0119362663 Sep-2006 01-Mar-2006 CA 80.00 425,600.00 2 0119363158 Nov-2006 01-Mar-2006 FL 80.00 344,000.00 2 0119363265 Aug-2006 01-Mar-2006 FL 80.00 300,000.00 2 0119363604 Aug-2006 01-Mar-2006 CA 80.00 386,400.00 2 0119363638 Nov-2006 01-Mar-2006 CA 90.00 346,500.00 2 0119363844 Aug-2006 01-Mar-2006 RI 80.00 164,000.00 2 0119363877 Aug-2006 01-Mar-2006 RI 95.00 275,500.00 2 0119364529 Oct-2006 01-Mar-2006 HI 85.00 233,750.00 2 0119365575 Nov-2006 01-Mar-2006 TX 90.00 76,500.00 2 0119365955 Nov-2006 01-Mar-2006 TX 89.99 50,000.00 2 0119366136 Nov-2006 01-Mar-2006 TX 80.00 479,200.00 2 0119366300 Nov-2006 01-Feb-2006 FL 80.00 152,000.00 2 0119366730 Aug-2006 01-Mar-2006 NY 83.26 387,180.00 2 0119366771 Oct-2006 01-Mar-2006 NY 54.17 279,000.00 2 0119366995 Nov-2006 01-Mar-2006 NY 80.00 360,000.00 2 0119367092 Aug-2006 01-Mar-2006 NY 100.00 585,000.00 2 0119367381 Nov-2006 01-Mar-2006 NY 80.00 361,600.00 2 0119367423 Sep-2006 01-Mar-2006 NY 80.00 452,000.00 2 0119367498 Aug-2006 01-Mar-2006 NY 100.00 590,000.00 2 0119368124 Sep-2006 01-Feb-2006 CA 85.00 285,600.00 2 0119368918 Sep-2006 01-Mar-2006 CA 80.00 304,000.00 2 0119369148 ~~Sep~~Nov-2006 01-Mar-2006 CA 95.00 513,000.00 2 0119370245 Aug-2006 01-Mar-2006 NY 80.00 412,000.00 2 0119370385 Sep-2006 01-Mar-2006 NJ 80.00 280,000.00 2 0119370500 Oct-2006 01-Mar-2006 NY 80.00 320,000.00 2 0119370674 Nov-2006 01-Mar-2006 NY 80.00 440,000.00 2 0119370716 Aug-2006 01-Mar-2006 NY 100.00 550,000.00 2 0119370773 Sep-2006 01-Mar-2006 NY 80.00 508,000.00 2 0119370872 Aug-2006 01-Mar-2006 NY 69.41 295,000.00 2 0119370997 Oct-2006 01-Mar-2006 NY 80.00 400,000.00 2 0119371227 Oct-2006 01-Mar-2006 FL 95.00 177,650.00 2 0119371490 Nov-2006 01-Mar-2006 OH 85.00 72,250.00 2 0119371631 Nov-2006 01-Mar-2006 MI 85.00 44,200.00 2 0119371649 Aug-2006 01-Mar-2006 OH 90.00 179,910.00 2 0119371698 Sep-2006 01-Feb-2006 WI 85.00 87,550.00 2 0119371805 Sep-2006 01-Mar-2006 OH 95.00 39,900.00 2 0119372134 Aug-2006 01-Mar-2006 OH 90.00 88,200.00 2 ~~0119372365~~0119372589 ~~Aug~~Nov-2006 01-Mar-2006 MN 80100.00 ~~248~~380,000.00 2 0119372639 Aug-2006 01-Mar-2006 MN 80.00 139,200.00 2 ~~0119372837~~0119372993 ~~Aug~~Oct-2006 01-Mar-2006 MN 9080.00 ~~290~~145,~~700~~600.00 2 ~~0119373041~~0119373074 ~~Aug~~Sep-2006 01-Mar-2006 MN 8580.00 ~~127~~168,~~500~~800.00 2 ~~0119373074~~0119373389 ~~Sep~~Oct-2006 01-~~Mar~~Feb-2006 MNAZ 80.00 ~~168~~160,800.00 2 0119373512 Oct-2006 01-Mar-2006 CA 80.00 288,000.00 2 0119373595 Sep-2006 01-Mar-2006 LA 95.00 95,000.00 2 0119373793 Sep-2006 01-Mar-2006 CA 95.00 323,000.00 2 0119374056 Aug-2006 01-Mar-2006 CA 80.00 252,000.00 2 0119374569 Nov-2006 01-Mar-2006 AZ 75.00 186,750.00 2 0119374593 Nov-2006 01-Mar-2006 CA 81.79 274,000.00 2 0119374635 Sep-2006 01-Mar-2006 CA 80.00 324,000.00 2 0119374890 Aug-2006 01-Mar-2006 IL 90.00 331,200.00 2 0119374965 Aug-2006 01-Mar-2006 CA 85.00 182,750.00 2 ~~0119376127~~0119375988 ~~Sep~~Nov-2006 01-Mar-2006 NJ ~~100~~80.00 ~~203~~264,000.00 2 ~~0119376739~~0119376127 ~~Aug~~Sep-2006 01-Mar-2006 WINJ 85100.00 ~~204~~203,000.00 2 ~~0119376812~~0119376390 ~~Aug~~Oct-2006 01-Mar-2006 IL 8095.00 ~~424~~415,~~000~~150.00 2 ~~0119376945~~0119376465 ~~Aug~~Nov-2006 01-~~Mar~~Feb-2006 IL 9580.00 ~~215~~108,~~650~~000.00 2 ~~0119376978~~0119376812 Aug-2006 01-Mar-2006 IL 80.00 ~~200~~424,000.00 2 ~~0119377059~~0119376945 Aug-2006 01-Mar-2006 IL 8595.00 ~~165~~215,~~750~~650.00 2 ~~0119377323~~0119376978 ~~Sep~~Aug-2006 01-Mar-2006 IL 8580.00 ~~116~~200,~~450~~000.00 2 0119377430 Aug-2006 01-Mar-2006 OH 75.00 59,925.00 2 0119377851 Aug-2006 01-Mar-2006 OH 90.00 171,000.00 2 0119379295 Sep-2006 01-Mar-2006 CA 69.43 243,000.00 2 0119379527 Nov-2006 01-Mar-2006 CA 80.00 257,600.00 2 0119379659 Nov-2006 01-Feb-2006 IL 75.00 198,750.00 2 0119379675 Oct-2006 01-Feb-2006 IL 75.00 69,750.00 2 0119379691 Aug-2006 01-Feb-2006 IL 100.00 325,000.00 2 0119380566 Aug-2006 01-Mar-2006 CA 80.00 312,000.00 2 0119380814 Sep-2006 01-Feb-2006 WA 80.00 520,000.00 2 0119380970 Oct-2006 01-Mar-2006 WA 80.00 224,800.00 2 0119381150 Sep-2006 01-Mar-2006 WA 80.00 245,600.00 2 0119381259 Aug-2006 01-Mar-2006 WA 86.82 191,000.00 2 ~~0119381473~~0119381630 ~~Aug~~Nov-2006 01-Mar-2006 MI 8090.00 8067,~~000~~500.00 2 ~~0119381507~~0119382018 ~~Sep~~Oct-2006 01-Mar-2006 MIKS 7080.00 3072,~~100~~000.00 2 ~~0119381523~~0119382083 ~~Sep~~Nov-2006 01-~~Feb~~Mar-2006 MI 9580.00 9052,~~725~~000.00 2 0119382398 Sep-2006 01-Mar-2006 MI 70.00 59,500.00 2 ~~0119382463~~0119382554 Sep-2006 01-~~Mar~~Feb-2006 MICA 9580.00 ~~315~~512,~~400~~000.00 2 ~~0119382554~~0119382760 ~~Sep~~Oct-2006 01-~~Feb~~Mar-2006 CA 54.86 350,000.00 2 0119383404 Nov-2006 01-Feb-2006 UT 80.00 ~~512~~351,~~000~~920.00 2 0119384519 Aug-2006 01-Mar-2006 CA 88.24 750,000.00 2 0119384998 Nov-2006 01-Feb-2006 CA 80.00 285,600.00 2 0119385086 Nov-2006 01-Feb-2006 CA 80.00 440,000.00 2 0119385466 Sep-2006 01-Mar-2006 CA 90.00 349,200.00 2 0119385565 Nov-2006 01-Mar-2006 CA 80.00 472,000.00 2 0119385938 Sep-2006 01-Mar-2006 CA 80.00 408,000.00 2 0119385979 Aug-2006 01-Mar-2006 NY 90.00 540,000.00 2 0119386092 Nov-2006 01-Mar-2006 NJ 100.00 285,000.00 2 0119386142 Oct-2006 01-Mar-2006 NY 90.00 448,650.00 2 0119386316 Nov-2006 01-Mar-2006 IL 95.00 284,050.00 2 0119386324 Sep-2006 01-Feb-2006 IL 85.00 178,500.00 2 0119386415 Sep-2006 01-Mar-2006 AR 90.00 67,500.00 2 0119386894 Aug-2006 01-Mar-2006 MO 90.00 142,200.00 2 0119386928 Aug-2006 01-Mar-2006 MO 90.00 202,050.00 2 ~~0119387090~~0119387009 ~~Sep~~Oct-2006 01-Mar-2006 MOKY 9085.00 ~~119~~42,~~610~~500.00 2 0119387389 Sep-2006 01-Mar-2006 MA 85.00 358,176.00 2 0119387496 Oct-2006 01-Mar-2006 AR 85.00 108,800.00 2 0119387652 Aug-2006 01-Mar-2006 FL 80.00 220,000.00 2 0119387850 Sep-2006 01-Mar-2006 FL 78.81 122,000.00 2 0119387983 Aug-2006 01-Mar-2006 FL 80.00 395,200.00 2 0119388239 Sep-2006 01-Mar-2006 FL 80.00 183,920.00 2 0119388254 Aug-2006 01-Mar-2006 FL 90.00 164,880.00 2 0119388783 Sep-2006 01-Mar-2006 NY 90.00 83,700.00 2 0119388882 Aug-2006 01-Mar-2006 CA 80.00 305,200.00 2 ~~0119390011~~0119389013 ~~Aug~~Nov-2006 01-Mar-2006 AZ 80.00 153,600.00 2 0119390060 Nov-2006 01-Mar-2006 CA 3385.1200 ~~175~~246,~~550~~500.00 2 0119419810 Nov-2006 01-Mar-2006 CA 95.00 332,500.00 2 0119419893 Nov-2006 01-Apr-2006 CA 80.00 336,000.00 2 0119420214 Sep-2006 01-Mar-2006 IN 95.00 75,050.00 2 ~~0119420982~~0119420487 ~~Sep~~Oct-2006 01-~~Apr~~Mar-2006 MIFL ~~100~~80.00 ~~145~~212,000.00 2 0119421337 Sep-2006 01-Mar-2006 HI 80.00 368,000.00 2 0119421477 Nov-2006 01-Apr-2006 NY 80.00 407,400.00 2 0119421501 Aug-2006 01-Mar-2006 NY 80.00 628,000.00 2 0119421998 Nov-2006 01-Apr-2006 SD 90.00 60,300.00 2 0119422004 Nov-2006 01-Apr-2006 SD 90.00 45,000.00 2 0119422012 Oct-2006 01-Mar-2006 MN 75.00 37,500.00 2 0119422129 Oct-2006 01-Mar-2006 CA 85.00 488,750.00 2 0119422566 Sep-2006 01-Apr-2006 IL 90.00 252,000.00 2 0119422616 Nov-2006 01-Apr-2006 OH 90.00 85,500.00 2 0119423424 Aug-2006 01-Mar-2006 UT 90.00 95,400.00 2 0119423432 Nov-2006 01-Mar-2006 UT 80.00 139,200.00 2 0119423671 Aug-2006 01-Mar-2006 CA 82.67 310,000.00 2 0119423820 Nov-2006 01-Mar-2006 MO 85.00 78,200.00

Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period (continued) Current Paid Current Approximate Loan Actual To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest 1 0032120404 392,212.00 01-Apr-2006 3 8.375% 12,869.45 1 0116823055 186,076.60 01-Jan-2006 6 7.850% 7,953.66 1 0117376269 84,310.66 01-Dec-2005 7 7.800% 3,576.75 1 0117996652 79,757.87 01-May-2006 2 10.875% 2,756.65 1 0117996900 37,872.83 01-Apr-2006 3 9.750% 1,458.23 1 0118004324 41,493.05 01-Mar-2006 4 10.250% 2,020.51 1 0118742584 83,892.26 01-Feb-2006 5 10.200% 4,740.32 1 0118745074 122,454.12 01-Feb-2006 5 10.550% 7,169.62 1 0118746106 80,772.72 01-Jan-2006 6 11.250% 5,057.86 1 0118748193 42,065.27 01-Feb-2006 5 10.350% 2,413.77 1 0118748995 74,950.75 01-Apr-2006 3 6.990% 2,023.36 1 0119350700 40,104.02 01-Apr-2006 3 9.475% 1,485.65 1 0119350874 41,707.50 01-Apr-2006 3 12.500% 2,084.26 1 0119351435 116,330.78 01-Apr-2006 3 11.850% 5,498.13 1 0119364404 151,650.00 01-Feb-2006 5 9.565% 6,918.23 1 0119364487 41,000.00 01-Feb-2006 5 11.840% 2,694.55 1 0119370393 52,464.37 01-Apr-2006 3 11.250% 2,348.32 1 0119376986 50,000.00 01-Feb-2006 5 12.350% 3,453.32 1 0119381168 61,368.40 01-Apr-2006 3 12.500% 3,066.81 1 0119382067 20,988.16 01-Apr-2006 3 12.090% 1,012.97 1 0119420206 38,167.92 01-Apr-2006 3 11.550% 1,756.19 2 0032124877 375,044.24 01-Mar-2006 4 8.500% 12,656.35 2 0032396061 67,052.30 01-Mar-2006 4 9.400% 2,979.96 2 0032396095 85,461.77 01-Mar-2006 4 9.950% 4,033.47 2 0037119260 112,767.69 01-Mar-2006 4 6.875% 3,594.78 2 0037347374 179,745.08 01-Apr-2006 3 7.750% 5,421.97 2 0037543519 85,877.70 01-Apr-2006 3 7.750% 2,590.48 2 0114214778 60,604.61 01-Apr-2006 3 8.350% 1,979.46 2 0115866444 85,071.00 01-Mar-2006 4 9.490% 3,818.66 2 0117125005 58,242.90 01-Mar-2006 4 9.100% 2,500.84 2 0117126409 65,110.62 01-Mar-2006 4 7.605% 2,308.56 2 0118072305 90,650.00 01-Apr-2006 3 6.990% 2,451.35 2 0118741917 280,250.00 01-Apr-2006 3 7.750% 7,017.95 2 0118745934 294,166.16 01-Feb-2006 5 8.840% 14,285.09 2 0118746064 305,544.86 01-Mar-2006 4 9.500% 13,732.01 2 0118746072 323,200.00 01-Jan-2006 6 7.990% 14,121.10 2 0118747435 144,139.30 01-Apr-2006 3 9.965% 4,935.18 2 0118748458 51,860.99 01-Apr-2006 3 8.865% 1,805.44 2 0118750983 325,059.72 01-Apr-2006 3 8.865% 9,638.94 2 0118751395 94,582.36 01-Apr-2006 3 8.815% 3,273.02 2 0118752419 294,500.00 01-Apr-2006 3 7.500% 8,589.60 2 0118752500 382,500.00 01-Mar-2006 4 7.980% 14,305.50 2 0118752518 459,000.00 01-Feb-2006 5 7.530% 16,750.44 2 0118753342 125,497.05 01-Dec-2005 7 7.000% 4,737.94 2 0118753581 227,223.23 01-Apr-2006 3 7.990% 7,081.30 2 0118753904 104,085.44 01-May-2006 2 7.590% 1,944.17 2 0119026755 58,476.24 01-Feb-2006 5 10.400% 3,372.61 2 0119034015 252,000.00 01-Mar-2006 4 6.615% 7,704.90 2 0119035665 430,626.88 01-Mar-2006 4 7.650% 15,366.56 2 0119036242 680,000.00 01-Jan-2006 6 7.515% 27,826.19 2 0119051910 109,731.96 01-May-2006 2 8.525% 2,932.58 2 0119052504 365,012.85 01-Mar-2006 4 8.050% 13,755.81 2 0119348860 333,750.00 01-Jan-2006 6 8.750% 16,046.18 2 0119348969 251,502.61 01-Apr-2006 3 8.150% 8,005.92 2 0119348993 349,906.76 01-Mar-2006 4 8.250% 13,549.69 2 0119349173 451,833.74 01-Mar-2006 4 7.125% 14,953.06 2 0119349454 265,906.87 01-Mar-2006 4 9.750% 12,292.80 2 0119350122 382,500.00 01-Feb-2006 5 8.650% 15,406.33 2 0119350130 288,854.69 01-Apr-2006 3 9.100% 8,854.44 2 0119351427 465,073.28 01-Apr-2006 3 8.850% 16,162.00 2 0119351849 219,200.00 01-Feb-2006 5 8.625% 10,381.27 2 0119352144 297,235.10 01-Apr-2006 3 7.900% 6,225.79 2 0119352367 205,105.78 01-Mar-2006 4 9.825% 8,281.68 2 0119352607 54,345.69 01-Apr-2006 3 9.450% 2,024.59 2 0119352706 90,917.28 01-Apr-2006 3 9.900% 3,557.62 2 0119353332 314,206.97 01-Apr-2006 3 10.650% 10,460.05 2 0119353498 75,603.78 01-Mar-2006 4 9.250% 3,303.30 2 0119353605 161,316.47 01-Apr-2006 3 9.100% 5,774.16 2 0119354801 318,006.48 01-Apr-2006 3 7.300% 8,995.99 2 0119354835 213,750.00 01-Feb-2006 5 8.400% 9,842.34 2 0119354884 322,268.76 01-Apr-2006 3 9.175% 11,643.83 2 0119356061 260,885.65 01-Apr-2006 3 10.075% 9,052.17 2 0119358562 98,975.48 01-Mar-2006 4 8.500% 3,956.53 2 0119359362 196,763.79 01-Mar-2006 4 9.500% 8,850.22 2 0119359677 320,000.00 01-Apr-2006 3 9.075% 11,433.35 2 0119360998 39,973.15 01-Apr-2006 3 11.300% 1,797.56 2 0119361665 159,741.25 01-Apr-2006 3 9.100% 5,717.73 2 0119362028 89,967.55 01-Mar-2006 4 10.950% 4,238.95 2 0119362036 311,806.07 01-Mar-2006 4 8.375% 12,257.96 2 0119362135 42,500.00 01-Feb-2006 5 9.500% 2,227.77 2 0119362143 44,200.00 01-Feb-2006 5 9.500% 2,316.85 2 0119362663 425,358.87 01-Apr-2006 3 8.050% 13,373.37 2 0119363265 299,790.38 01-Mar-2006 4 7.800% 10,922.94 2 0119363604 386,296.31 01-Mar-2006 4 8.225% 14,910.51 2 0119363844 164,000.00 01-Feb-2006 5 8.800% 7,925.94 2 0119363877 275,500.00 01-Feb-2006 5 9.200% 11,988.83 2 0119366730 387,170.00 01-Mar-2006 4 7.950% 14,422.14 2 0119367092 585,000.00 01-Feb-2006 5 9.500% 26,439.55 2 0119367423 451,496.57 01-Apr-2006 3 8.925% 15,831.42 2 0119367498 589,873.58 01-Mar-2006 4 8.990% 20,693.27 2 0119368124 285,352.20 01-Apr-2006 3 7.990% 7,426.66 2 0119368918 303,795.39 01-Apr-2006 3 7.450% 8,791.38 2 0119369148 512,657.61 01-Apr-2006 3 7.500% 12,295.50 2 0119370245 411,914.56 01-Mar-2006 4 9.100% 17,702.96 2 0119370385 279,599.48 01-Apr-2006 3 7.700% 8,375.77 2 0119370716 550,000.00 01-Feb-2006 5 8.250% 20,843.95 2 0119370773 507,695.08 01-Apr-2006 3 7.850% 15,538.65 2 0119370872 295,000.00 01-Feb-2006 5 8.500% 13,740.16 2 0119371649 179,807.65 01-Mar-2006 4 8.900% 7,541.21 2 0119371698 87,403.95 01-Apr-2006 3 8.950% 3,073.83 2 0119371805 39,863.31 01-Apr-2006 3 9.840% 1,549.89 2 0119372134 88,155.69 01-Mar-2006 4 9.400% 3,917.51 2 0119372365 247,898.21 01-Mar-2006 4 10.350% 12,196.20 2 0119372639 139,200.00 01-Feb-2006 5 8.100% 6,165.75 2 0119372837 290,700.00 01-Feb-2006 5 10.000% 12,726.97 2 0119373041 127,500.00 01-Feb-2006 5 8.650% 6,050.24 2 0119373074 168,626.13 01-Apr-2006 3 9.300% 6,176.45 2 0119373595 94,957.30 01-Apr-2006 3 9.350% 3,500.21 2 0119373793 322,837.11 01-Apr-2006 3 8.450% 9,021.37 2 0119374056 252,000.00 01-Feb-2006 5 7.650% 10,499.91 2 0119374635 323,930.78 01-Mar-2006 4 9.000% 13,759.60 2 0119374890 331,128.19 01-Mar-2006 4 8.950% 10,682.92 2 0119374965 182,661.05 01-Mar-2006 4 9.550% 8,255.15 2 0119376127 202,899.09 01-Mar-2006 4 9.450% 7,811.48 2 0119376739 203,920.66 01-Mar-2006 4 10.600% 10,287.76 2 0119376812 423,804.27 01-Mar-2006 4 9.800% 19,683.70 2 0119376945 215,552.02 01-Mar-2006 4 9.875% 10,092.29 2 0119376978 200,000.00 01-Feb-2006 5 8.000% 8,731.36 2 0119377059 165,750.00 01-Feb-2006 5 9.825% 9,002.91 2 0119377323 116,395.08 01-Mar-2006 4 9.700% 4,626.96 2 0119377430 59,925.00 01-Feb-2006 5 11.150% 3,718.74 2 0119377851 170,922.72 01-Mar-2006 4 9.900% 6,979.26 2 0119379295 242,706.36 01-Apr-2006 3 8.700% 8,282.58 2 0119379691 324,938.38 01-Feb-2006 5 9.400% 16,859.43 2 0119380566 312,000.00 01-Feb-2006 5 8.025% 13,683.14 2 0119380814 518,951.57 01-Apr-2006 3 8.025% 16,248.96 2 0119381150 245,600.00 01-Apr-2006 3 8.200% 7,879.70 2 0119381259 190,909.82 01-Mar-2006 4 9.800% 8,866.87 2 0119381473 79,967.86 01-Mar-2006 4 10.450% 3,974.31 2 0119381507 30,100.00 01-Feb-2006 5 10.975% 1,837.13 2 0119381523 90,596.98 01-Apr-2006 3 9.750% 2,838.22 2 0119382398 59,422.04 01-May-2006 2 10.100% 1,900.22 2 0119382463 315,130.89 01-Apr-2006 3 10.225% 12,758.32 2 0119382554 511,510.24 01-Apr-2006 3 7.650% 15,228.83 2 0119384519 749,756.53 01-Mar-2006 4 7.565% 18,604.87 2 0119385466 348,980.66 01-Apr-2006 3 8.800% 12,063.29 2 0119385938 407,764.78 01-Apr-2006 3 7.990% 12,718.21 2 0119385979 540,000.00 01-Feb-2006 5 9.175% 23,405.14 2 0119386324 178,115.75 01-Apr-2006 3 9.200% 6,449.66 2 0119386415 67,475.23 01-Mar-2006 4 10.825% 3,480.11 2 0119386894 142,128.56 01-Mar-2006 4 9.400% 5,351.40 2 0119386928 201,964.36 01-Mar-2006 4 10.200% 8,818.31 2 0119387090 119,508.71 01-Apr-2006 3 10.225% 4,835.57 2 0119387389 357,886.98 01-Apr-2006 3 10.450% 12,977.59 2 0119387652 219,955.05 01-Mar-2006 4 9.150% 9,508.10 2 0119387850 121,858.08 01-Apr-2006 3 8.715% 4,163.11 2 0119387983 395,200.00 01-Mar-2006 4 7.090% 13,021.80 2 0119388239 183,920.00 01-Mar-2006 4 8.450% 7,310.82 2 0119388254 164,758.68 01-Mar-2006 4 9.075% 6,131.18 2 0119388783 83,621.82 01-Apr-2006 3 9.765% 2,809.10 2 0119388882 305,123.87 01-Mar-2006 4 8.475% 12,159.11 2 0119390011 175,501.80 01-Mar-2006 4 8.190% 6,743.37 2 0119420214 75,038.48 01-Mar-2006 4 10.100% 3,600.44 2 0119420982 144,975.63 01-Apr-2006 3 9.800% 5,615.87 2 0119421337 367,339.72 01-Apr-2006 3 8.100% 11,616.71 2 0119421501 627,990.00 01-Mar-2006 4 8.225% 24,256.20 2 0119422566 251,909.16 01-Apr-2006 3 10.950% 9,302.26 2 0119423424 95,400.00 01-Feb-2006 5 9.950% 5,256.25 2 0119423671 309,784.66 01-Mar-2006 4 7.875% 8,821.15

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

Summary 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 78 ~~Oct~~Dec-05 0.000% Original Principal Balance ~~951~~894,~~310~~485.00 ~~Nov~~Jan-0506 0.000% Current Actual Balance ~~948~~893,~~107~~676.6987 ~~Dec~~Feb-0506 0.000% ~~Jan~~Mar-06 0.000% Current Bankruptcy Total ~~Feb~~Apr-06 0.000% Loans in Bankruptcy 1424 ~~Mar~~May-06 0.000% Original Principal Balance 2,~~296~~930,~~235~~010.00 ~~Apr~~Jun-06 0.~~000~~005% Current Actual Balance 2,~~291~~924,~~292~~000.7122 ~~May~~Jul-06 0.~~000~~012% ~~Jun~~Aug-06 0.~~005~~112% ~~Jul~~Sep-06 0.~~012~~198% ~~Aug~~Oct-06 0.~~112~~219% ~~Sep~~Nov-06 0.~~198~~270% *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 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 2 ~~Oct~~Dec-05 0.000% Original Principal Balance 69113,~~600~~000.00 ~~Nov~~Jan-0506 0.000% Current Actual Balance 68112,~~978~~637.7747 ~~Dec~~Feb-0506 0.000% ~~Jan~~Mar-06 0.000% Current Bankruptcy Total ~~Feb~~Apr-06 0.000% Loans in Bankruptcy 47 ~~Mar~~May-06 0.000% Original Principal Balance ~~132~~331,~~800~~140.00 ~~Apr~~Jun-06 0.000% Current Actual Balance ~~131~~330,~~978~~101.7124 ~~May~~Jul-06 0.000% ~~Jun~~Aug-06 0.~~000~~032% ~~Jul~~Sep-06 0.~~000~~070% ~~Aug~~Oct-06 0.~~032~~117% ~~Sep~~Nov-06 0.~~070~~184% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 2 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 56 ~~Oct~~Dec-05 0.000% Original Principal Balance ~~881~~781,~~710~~485.00 ~~Nov~~Jan-0506 0.000% Current Actual Balance ~~879~~781,~~128~~039.9240 ~~Dec~~Feb-0506 0.000% ~~Jan~~Mar-06 0.000% Current Bankruptcy Total ~~Feb~~Apr-06 0.000% Loans in Bankruptcy 1017 ~~Mar~~May-06 0.000% Original Principal Balance 2,~~163~~598,~~435~~870.00 ~~Apr~~Jun-06 0.~~000~~005% Current Actual Balance 2,~~159~~593,~~314~~898.0098 ~~May~~Jul-06 0.~~000~~014% ~~Jun~~Aug-06 0.~~005~~128% ~~Jul~~Sep-06 0.~~014~~223% ~~Aug~~Oct-06 0.~~128~~239% ~~Sep~~Nov-06 0.~~223~~288% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period Group Loan Month Loan First State LTV at Original Number Entered Payment Origination Principal Bankruptcy Date Balance 1 0117991117 Aug-2006 01-Sep-2005 IA 20.00 27,200.00 1 0117991372 Nov-2006 01-Sep-2005 CA 20.00 73,000.00 1 0117995506 Sep-2006 01-Oct-2005 MA 20.00 38,000.00 1 ~~0118010974~~0118748995 ~~Sep~~Oct-2006 01-Jan-2006 TX 80.00 75,200.00 1 0119181956 Nov-2006 01-Jan-2006 PA 20.00 40,000.00 1 0119350874 Oct-~~2005~~2006 MN01-Feb-2006 MD 20.00 3141,~~600~~740.00 1 0119366565 Aug-2006 01-Mar-2006 FL 20.00 36,000.00 2 0118747583 Oct-2006 01-Jan-2006 IN 90.00 63,000.00 2 0118752252 Sep-2006 01-Aug-2005 CA 90.00 459,000.00 2 0119026730 Nov-2006 01-Feb-2006 AL 90.00 58,410.00 2 0119034015 Nov-2006 01-Jan-2006 CA 80.00 252,000.00 2 0119094738 Aug-2006 01-Feb-2006 MO 90.00 319,725.00 2 0119350866 Sep-2006 01-Feb-2006 MD 80.00 166,960.00 2 ~~0119355691~~0119352367 ~~Aug~~Nov-2006 01-Mar-2006 CAIL 95.00 ~~422~~205,~~750~~200.00 2 0119359107 Nov-2006 01-Mar-2006 TN 95.00 45,125.00 2 0119362168 Nov-2006 01-Mar-2006 MI 61.11 55,000.00 2 0119366557 Aug-2006 01-Mar-2006 FL 80.00 144,000.00 2 0119368454 Aug-2006 01-Mar-2006 MD 85.00 289,000.00 2 0119377059 Nov-2006 01-Mar-2006 IL 85.00 165,750.00 2 0119381473 Oct-2006 01-Mar-2006 MI 80.00 80,000.00 2 0119381929 Sep-2006 01-Mar-2006 MI 74.27 76,500.00 2 ~~0119386803~~0119381978 ~~Sep~~Oct-2006 01-Mar-2006 MOMI 80.00 5684,000.00 2 ~~0119387363~~0119386514 ~~Sep~~Oct-2006 01-Mar-2006 MO 8590.00 ~~123~~79,~~250~~200.00 2 ~~0119387546~~0119386803 ~~Aug~~Sep-2006 01-~~Feb~~Mar-2006 FLMO 8580.00 ~~106~~56,~~250~~000.00

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period (continued) Group Loan Current Paid To Months Current Approximate Number Actual Date Delinquent Loan Rate Delinquent Balance Interest 1 0117991117 27,~~050~~029.1331 01-~~Aug~~Oct-2006 0 11.375% 490.3700 1 0117991372 72,727.67 01-Aug-2006 1 11.875% 2,067.51 1 0117995506 37,843.87 01-May-2006 24 9.750% 1,~~165~~748.9706 1 ~~0118010974~~0118748995 3174,~~134~~950.9075 01-Apr-2006 35 96.~~459~~990% 2,830.27 1 0119181956 39,~~161~~909.0480 01-May-2006 4 12.000% 2,293.24 1 0119350874 41,707.50 01-Apr-2006 5 12.500% 2,917.52 1 0119366565 35,~~949~~932.8134 01-~~Aug~~Oct-2006 0 13.050% ~~752~~751.0467 2 0118747583 62,808.95 01-May-2006 4 8.565% 2,528.81 2 0118752252 456,719.87 01-Feb-2006 57 7.820% 1924,~~456~~997.6134 2 0119026730 58,302.17 01-Jun-2006 3 10.925% 2,530.56 2 0119034015 252,000.00 01-Mar-2006 6 6.615% 10,273.20 2 0119094738 319,725.00 01-Jan-2006 68 9.750% 1722,~~217~~126.9589 2 0119350866 166,~~735~~621.1966 01-~~Mar~~Apr-2006 45 8.000% 7,274.52 2 0119352367 205,105.78 01-Mar-2006 6 9.825% 11,~~241~~036.8396 2 ~~0119355691~~0119359107 ~~422~~45,~~750~~056.0020 01-~~Apr~~May-2006 34 9.~~500~~525% 132,~~668~~030.9058 2 0119362168 54,825.25 01-May-2006 4 8.775% 2,265.52 2 0119366557 143,~~439~~247.4644 01-~~Aug~~Oct-2006 0 8.250% 1,~~853~~850.3790 2 0119368454 288,~~557~~406.7075 01-~~Aug~~Oct-2006 0 8.475% 2,~~840~~838.2778 2 0119377059 165,750.00 01-Feb-2006 7 9.825% 11,569.84 2 0119381473 79,967.86 01-Mar-2006 6 10.450% 5,296.87 2 0119381929 76,442.57 01-Mar-2006 46 7.700% 23,~~746~~659.9388 2 ~~0119386803~~0119381978 5583,~~981~~887.2984 01-~~Mar~~Jun-2006 43 117.~~300~~500% 32,~~020~~445.4105 2 ~~0119387363~~0119386514 ~~123~~79,~~250~~050.0035 01-~~Feb~~Jun-2006 53 89.750% 53,~~920~~043.5976 2 ~~0119387546~~0119386803 ~~105~~55,~~712~~981.9229 01-~~Aug~~Mar-2006 06 811.~~200~~300% 14,~~138~~025.8280

Realized Loss Report - Collateral Summary MDR SDA Current Month 0.~~024~~109% Current Month 27.~~040~~254% 3 Month Average 0.~~012~~079% 3 Month Average 15.~~102~~757% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A~~ Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.006% N/A Jun-2006 0.900% N/A Jul-2006 0.005% N/A Jul-2006 0.637% N/A Aug-2006 0.006% N/A Aug-2006 0.630% N/A Sep-2006 0.024% N/A Sep-2006 2.040% N/A Oct-2006 0.106% N/A Oct-2006 7.976% N/A Nov-2006 0.109% N/A Nov-2006 7.254% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 01.~~283~~296% Current Month ~~106~~107.~~457~~648% 3 Month Average 0.~~140~~948% 3 Month Average 8586.~~015~~427% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A~~ Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.071% N/A Jun-2006 98.406% N/A Jul-2006 0.063% N/A Jul-2006 42.185% N/A Aug-2006 0.075% N/A Aug-2006 106.402% N/A Sep-2006 0.283% N/A Sep-2006 106.457% N/A Oct-2006 1.266% N/A Oct-2006 45.176% N/A Nov-2006 1.296% N/A Nov-2006 107.648% 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 MDR SDA Current Month 0.~~097~~658% Current Month 739.~~638~~783% 3 Month Average 0.~~056~~348% 3 Month Average 422.~~871~~459% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A~~ Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.037% N/A Jun-2006 4.812% N/A Jul-2006 0.032% N/A Jul-2006 3.482% N/A Aug-2006 0.038% N/A Aug-2006 3.494% N/A Sep-2006 0.097% N/A Sep-2006 7.638% N/A Oct-2006 0.290% N/A Oct-2006 19.957% N/A Nov-2006 0.658% N/A Nov-2006 39.783% 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 17.~~159~~616% Current Month ~~106~~107.~~457~~648% 3 Month Average 04.~~669~~066% 3 Month Average 85105.~~015~~075% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A~~ Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 0.000% N/A Apr-2006 0.000% N/A May-2006 0.000% N/A May-2006 0.000% N/A Jun-2006 0.441% N/A Jun-2006 98.406% N/A Jul-2006 0.389% N/A Jul-2006 42.185% N/A Aug-2006 0.460% N/A Aug-2006 106.402% N/A Sep-2006 1.159% N/A Sep-2006 106.457% N/A Oct-2006 3.424% N/A Oct-2006 101.119% N/A Nov-2006 7.616% N/A Nov-2006 107.648% 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 MDR SDA Current Month 0.~~009~~000% Current Month 0.~~817~~000% 3 Month Average 0.~~003~~026% 3 Month Average 02.~~272~~063% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Oct~~Dec-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Feb~~Apr-2006 ~~N/A~~0.000% N/A ~~Feb~~Apr-2006 ~~N/A~~0.000% N/A ~~Mar~~May-2006 ~~N/A~~0.000% N/A ~~Mar~~May-2006 ~~N/A~~0.000% N/A ~~Apr~~Jun-2006 0.000% N/A ~~Apr~~Jun-2006 0.000% N/A ~~May~~Jul-2006 0.000% N/A ~~May~~Jul-2006 0.000% N/A ~~Jun~~Aug-2006 0.000% N/A ~~Jun~~Aug-2006 0.000% N/A ~~Jul~~Sep-2006 0.~~000~~009% N/A ~~Jul~~Sep-2006 0.~~000~~817% N/A ~~Aug~~Oct-2006 0.~~000~~070% N/A ~~Aug~~Oct-2006 05.~~000~~373% N/A ~~Sep~~Nov-2006 0.~~009~~000% N/A ~~Sep~~Nov-2006 0.~~817~~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.~~111~~000% Current Month 0.000% 3 Month Average 0.~~037~~317% 3 Month Average 0.~~000~~008% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Oct~~Dec-2005 N/A N/A ~~Oct~~Dec-2005 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Nov~~Jan-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Dec~~Feb-~~2005~~2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Jan~~Mar-2006 N/A N/A ~~Feb~~Apr-2006 ~~N/A~~0.000% N/A ~~Feb~~Apr-2006 ~~N/A~~0.000% N/A ~~Mar~~May-2006 ~~N/A~~0.000% N/A ~~Mar~~May-2006 ~~N/A~~0.000% N/A ~~Apr~~Jun-2006 0.000% N/A ~~Apr~~Jun-2006 0.000% N/A ~~May~~Jul-2006 0.000% N/A ~~May~~Jul-2006 0.000% N/A ~~Jun~~Aug-2006 0.000% N/A ~~Jun~~Aug-2006 0.000% N/A ~~Jul~~Sep-2006 0.~~000~~111% N/A ~~Jul~~Sep-2006 0.000% N/A ~~Aug~~Oct-2006 0.~~000~~839% N/A ~~Aug~~Oct-2006 0.~~000~~025% N/A ~~Sep~~Nov-2006 0.~~111~~000% N/A ~~Sep~~Nov-2006 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Monthly Default Rate (MDR): sum(Beg Scheduled Balance of Liquidated Loans)/ sum(Beg Scheduled Balance). Conditional Default Rate (CDR): 1-((1-MDR)^12) SDA Standard Default Assumption: If WAS is less than or equal to 30 then CDR /(WAS * 0.02) else if WAS is greater than 30 and less than or equal to 60 then CDR / 0.6 else if WAS is greater than 60 and less than or equal to 120 then CDR / (0.6 - ((WAS - 60) * 0.0095)) else if WAS is greater than 120 then CDR / 0.03 Loss Severity Approximation for current period: sum(Realized Loss Amount)/sum(Beg Scheduled Balance of Liquidated Loans). Includes losses on loans liquidating in the current period only.

Prepayment Detail - Prepayments during Current Period Summary Loans Paid In Full Repurchased Loans Original Current Original Current Principal Scheduled Principal Scheduled Group Count Balance Balance Count Balance Balance 1 6657 64,~~448~~563,~~762~~952.5000 64,~~412~~517,~~244~~316.85 0 0.00 0.00 2 ~~140~~129 34,~~364~~251,~~848~~183.00 34,~~275~~114,~~714~~252.6230 0 0.00 0.00 Total ~~206~~186 4038,~~813~~815,~~610~~135.5000 4038,~~687~~631,~~959~~569.4715 0 0.00 0.00

Prepayment Detail - Prepayments during Current Period (continued) Summary Substitution Loans Liquidated Loans Curtailments Original Current Original Current Principal Scheduled Principal Scheduled Curtailment Group Count Balance Balance Count Balance Balance Amount 1 0 0.00 0.00 315 ~~190~~1,~~800~~221,980.00 ~~190~~1,218,353.4461 8624,~~299~~130.0339 2 0 0.00 0.00 10 ~~93,500~~0.00 ~~93,242~~0.7600 26128,~~344~~067.2741 Total 0 0.00 0.00 415 ~~284~~1,~~300~~221,980.00 ~~283~~1,~~596~~218,353.2061 ~~112~~152,~~643~~197.3080

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount 1 0037112737 FL 32.50 01-Feb-2006 130,000.00 129,303.31 1 0116749565 NC 27.43 01-Aug-2005 20,300.00 20,192.43 1 0117242255 FL 15.00 01-Sep-2005 54,000.00 53,780.77 1 0117948018 WA 20.00 01-Aug-2005 25,200.00 25,042.56 1 0117948240 MD 19.99 01-Sep-2005 72,805.00 72,428.33 1 0117965988 MD 20.00 01-Sep-2005 33,980.00 33,838.25 1 0117971606 MN 20.00 01-Sep-2005 78,000.00 77,441.32 1 0117989236 FL 20.00 01-Oct-2005 32,700.00 32,508.45 1 0117995365 GA 20.00 01-Sep-2005 23,520.00 23,370.09 1 0118015718 KY 20.00 01-Oct-2005 55,800.00 55,535.02 1 0118051069 MD 20.00 01-Nov-2005 40,300.50 40,167.09 1 0118255033 NE 8.30 27-Jun-2005 10,000.00 9,602.70 1 0118414937 FL 20.00 01-Dec-2005 41,000.00 40,878.60 1 0118415025 FL 20.00 01-Nov-2005 34,000.00 33,842.77 1 0118415231 MI 20.00 01-Jan-2006 76,000.00 75,779.47 1 0118415272 NV 20.00 01-Nov-2005 51,800.00 51,652.98 1 0118415397 FL 20.00 01-Oct-2005 36,600.00 36,349.98 1 0118415421 AZ 20.00 01-Sep-2005 97,000.00 96,640.95 1 0118741982 CA 20.00 01-Oct-2005 59,000.00 58,733.81 1 0118744895 MN 20.00 01-Jan-2006 43,000.00 42,830.24 1 0118745009 CA 42.56 01-Dec-2005 166,000.00 164,473.03 1 0118749431 CA 20.00 01-Jan-2006 114,000.00 113,564.07 1 0118749977 CA 20.00 01-Jan-2006 54,800.00 54,617.47 1 0118750330 CA 84.95 01-Jan-2006 218,750.00 217,492.53 1 0118753854 CA 82.22 01-Dec-2005 435,750.00 435,750.00 1 0119026417 CA 20.00 01-Feb-2006 53,000.00 52,867.26 1 0119027829 CA 20.00 01-Feb-2006 78,000.00 77,808.85 1 0119029312 CA 20.00 01-Feb-2006 112,792.00 112,388.71 1 0119045482 CA 20.00 01-Feb-2006 59,000.00 58,814.21 1 0119072882 NY 85.00 01-Feb-2006 441,550.00 440,716.37 1 0119180941 MA 20.00 01-Feb-2006 53,200.00 53,073.88 1 0119181600 FL 20.00 01-Jan-2006 40,405.00 40,296.70 1 0119181741 RI 20.00 01-Jan-2006 51,400.00 51,262.17 1 0119182061 SC 15.00 01-Jan-2006 23,850.00 23,776.77 1 0119182301 MA 20.00 01-Jan-2006 46,800.00 46,674.56 1 0119182319 RI 10.00 01-Feb-2006 35,000.00 34,914.41 1 0119182699 NY 20.00 01-Jan-2006 125,000.00 124,664.90 1 0119182707 FL 15.00 01-Jan-2006 20,625.00 20,569.72 1 0119183093 FL 20.00 01-Jan-2006 55,000.00 54,767.57 1 0119183200 WY 20.00 01-Feb-2006 33,000.00 23,922.63 1 0119183408 VA 20.00 01-Feb-2006 56,564.00 56,429.92 1 0119350536 MD 20.00 01-Mar-2006 77,600.00 77,473.06 1 0119353241 IL 52.50 01-Mar-2006 126,000.00 125,740.38 1 0119353548 IL 20.00 01-Mar-2006 51,270.00 51,167.60 1 0119353696 IL 20.00 01-Mar-2006 118,500.00 118,230.10 1 0119355667 CA 41.07 01-Feb-2006 115,000.00 112,183.95 1 0119356293 VA 68.00 01-Feb-2006 272,000.00 270,632.73 1 0119356509 FL 85.00 01-Mar-2006 93,500.00 93,356.84 1 0119362432 CA 85.00 01-Mar-2006 459,000.00 456,629.67 1 0119364610 HI 21.32 01-Mar-2006 50,100.00 49,930.56 1 0119365104 HI 19.99 01-Mar-2006 136,200.00 134,480.77 1 0119366417 NY 32.65 01-Mar-2006 160,000.00 159,233.26 1 0119368884 CA 54.14 01-Feb-2006 173,250.00 172,214.06 1 0119369544 CA 20.00 01-Mar-2006 68,000.00 67,838.21 1 0119371599 WI 39.10 01-Feb-2006 52,000.00 51,010.42 1 0119373017 MN 80.00 01-Mar-2006 84,000.00 82,205.32 1 0119373033 MN 20.00 01-Mar-2006 21,000.00 20,641.17 1 0119374064 CA 20.00 01-Mar-2006 63,000.00 62,861.09 1 0119375665 NJ 20.00 01-Mar-2006 50,400.00 50,249.81 1 0119375681 NJ 20.00 01-Mar-2006 59,800.00 59,681.21 1 0119377778 PA 72.09 01-Mar-2006 155,000.00 152,842.25 1 0119378586 OR 20.00 01-Mar-2006 31,580.00 31,510.74 1 0119379733 IL 20.00 01-Mar-2006 31,500.00 31,430.56 1 0119383834 UT 20.00 01-Mar-2006 68,000.00 67,882.35 1 0119385862 CA 20.00 01-Mar-2006 108,000.00 107,667.70 1 0119387579 FL 20.00 01-Mar-2006 25,001.00 24,942.13 1 0119387892 FL 70.00 01-Mar-2006 126,000.00 125,242.46 1 0119388262 FL 64.38 01-Mar-2006 85,620.00 84,507.13 1 0119421741 CA 85.00 01-Mar-2006 488,750.00 488,090.60 2 0032221210 MN 100.00 01-Mar-2006 155,000.00 155,000.00 2 0037036563 IN 36.07 01-Feb-2006 52,300.00 52,033.49 2 0037198793 FL 54.55 01-Feb-2006 60,000.00 59,730.78 2 0037451804 CA 90.00 01-Mar-2006 252,000.00 251,484.45 2 0115512634 CA 90.00 01-Apr-2005 283,500.00 283,500.00 2 0116272907 TX 100.00 01-Mar-2005 380,000.00 379,868.58 2 0118254853 MD 72.67 01-Nov-2005 218,000.00 215,772.35 2 0118742535 CA 80.00 01-Dec-2005 128,000.00 126,920.71 2 0118744382 CA 51.65 01-Jan-2006 263,400.00 262,313.34 2 0118744887 MN 80.00 01-Jan-2006 172,000.00 170,673.07 2 0118745090 CA 90.00 01-Jan-2006 297,000.00 297,000.00 2 0118745223 TX 80.00 01-Dec-2005 160,800.00 159,674.70 2 0118748136 TX 80.00 01-Jan-2006 62,000.00 61,979.62 2 0118748748 IL 80.00 01-Jan-2006 124,000.00 123,240.77 2 0118751726 CA 94.71 01-Jan-2006 161,000.00 160,955.00 2 0118752617 CA 90.00 01-Oct-2005 231,300.00 228,921.40 2 0118752799 IL 95.00 01-Oct-2005 332,500.00 332,500.00 2 0118752831 CA 95.00 01-Oct-2005 394,250.00 394,103.06 2 0118752930 CA 95.00 01-Oct-2005 332,500.00 332,500.00 2 0118752963 CA 85.00 01-Nov-2005 346,800.00 343,901.46 2 0118754233 FL 80.00 01-Dec-2005 236,000.00 233,990.72 2 0118754548 IL 80.00 01-Jan-2006 224,000.00 222,377.66 2 0118754795 CA 81.97 01-Jan-2006 500,000.00 500,000.00 2 0119031425 FL 80.00 01-Feb-2006 156,000.00 155,235.83 2 0119032654 CA 75.00 01-Jan-2006 187,500.00 186,348.63 2 0119033389 CA 90.00 01-Feb-2006 211,500.00 210,457.64 2 0119033405 CA 80.00 01-Feb-2006 212,000.00 212,000.00 2 0119034585 CA 75.13 01-Feb-2006 293,000.00 291,232.31 2 0119035764 CA 80.00 01-Feb-2006 451,167.00 447,468.83 2 0119046266 CA 80.00 01-Feb-2006 236,000.00 234,412.70 2 0119046290 CA 77.14 01-Feb-2006 243,000.00 241,261.40 2 0119046464 CA 95.00 01-Feb-2006 351,500.00 351,500.00 2 0119046670 MI 85.00 01-Feb-2006 93,500.00 93,204.69 2 0119046803 FL 80.00 01-Feb-2006 240,000.00 238,765.17 2 0119046902 FL 89.90 01-Feb-2006 304,750.00 303,243.54 2 0119114361 HI 90.00 01-Jan-2006 436,500.00 434,051.53 2 0119187094 WA 80.00 01-Jan-2006 160,000.00 158,661.83 2 0119348704 CA 85.00 01-Mar-2006 140,250.00 139,804.20 2 0119349066 CA 54.12 01-Mar-2006 138,000.00 137,979.37 2 0119349884 CA 64.29 01-Mar-2006 225,000.00 224,133.57 2 0119350627 MD 78.21 01-Mar-2006 100,500.00 100,295.72 2 0119351021 MD 90.00 01-Mar-2006 162,900.00 162,670.31 2 0119351062 MD 58.82 01-Apr-2006 150,000.00 149,439.35 2 0119351088 MD 84.21 01-Mar-2006 112,000.00 111,669.65 2 0119351161 MD 84.93 01-Mar-2006 293,000.00 292,049.89 2 0119351682 MD 55.83 01-Mar-2006 100,500.00 100,175.79 2 0119352383 IL 95.00 01-Mar-2006 234,650.00 234,264.52 2 0119352573 IL 90.00 01-Mar-2006 99,000.00 98,628.45 2 0119352805 IL 80.00 01-Mar-2006 272,000.00 270,945.07 2 0119352854 IL 78.80 01-Feb-2006 420,000.00 418,856.09 2 0119353159 IL 85.00 01-Mar-2006 246,500.00 245,533.99 2 0119353233 IL 90.00 01-Mar-2006 310,500.00 309,524.44 2 0119353308 IL 90.00 01-Mar-2006 166,500.00 166,286.19 2 0119353316 IL 90.00 01-Mar-2006 310,500.00 309,266.81 2 0119353530 IL 80.00 01-Mar-2006 205,080.00 204,244.33 2 0119353639 IL 90.00 01-Mar-2006 75,600.00 75,379.43 2 0119353688 IL 80.00 01-Mar-2006 474,000.00 472,184.12 2 0119353936 CA 83.81 01-Mar-2006 352,000.00 351,327.83 2 0119354298 CA 90.00 01-Mar-2006 225,000.00 224,397.80 2 0119354942 MD 95.00 01-Feb-2006 133,000.00 132,761.43 2 0119355287 CA 90.00 01-Feb-2006 418,500.00 418,500.00 2 0119356574 NJ 90.00 01-Jan-2006 234,000.00 232,444.07 2 0119356699 NJ 81.98 01-Mar-2006 332,000.00 331,063.15 2 0119358075 CA 90.00 01-Feb-2006 517,275.00 516,515.35 2 0119358406 CA 80.00 01-Mar-2006 224,000.00 223,583.60 2 0119358505 CA 56.67 01-Mar-2006 255,000.00 255,000.00 2 0119358521 NC 92.87 01-Mar-2006 211,000.00 210,700.25 2 0119359719 CA 72.73 01-Mar-2006 200,000.00 200,000.00 2 0119359834 CA 63.24 01-Mar-2006 215,000.00 214,442.18 2 0119361442 CO 100.00 01-Mar-2006 158,000.00 157,866.75 2 0119361954 MI 95.00 01-Mar-2006 61,750.00 61,565.98 2 0119362341 CA 79.27 01-Mar-2006 325,000.00 324,183.16 2 0119362424 CA 83.12 01-Mar-2006 320,000.00 319,271.40 2 0119362705 CA 71.20 01-Mar-2006 445,000.00 444,990.00 2 0119363349 FL 80.00 01-Mar-2006 191,992.00 191,248.82 2 0119365096 HI 79.96 01-Mar-2006 544,800.00 544,059.83 2 0119365997 TX 90.00 01-Mar-2006 342,000.00 340,433.72 2 0119366466 MD 85.00 01-Mar-2006 56,100.00 55,876.76 2 0119367167 NY 90.00 01-Mar-2006 495,000.00 495,000.00 2 0119367365 NY 90.00 01-Mar-2006 295,200.00 295,200.00 2 0119367894 NV 70.00 01-Mar-2006 147,000.00 146,555.61 2 0119368256 CA 90.00 01-Feb-2006 369,000.00 366,790.41 2 0119369049 CA 74.91 01-Mar-2006 206,000.00 204,962.31 2 0119369452 CA 48.25 01-Mar-2006 275,000.00 274,166.37 2 0119369833 CA 65.00 01-Mar-2006 317,200.00 316,619.74 2 0119371508 WI 87.70 01-Mar-2006 324,500.00 323,091.26 2 0119371516 WI 95.00 01-Feb-2006 57,000.00 56,595.01 2 0119371870 WI 80.00 01-Mar-2006 44,000.00 43,858.78 2 0119371912 OH 80.00 01-Mar-2006 60,000.00 59,842.67 2 0119372704 MN 80.00 01-Mar-2006 212,560.00 211,657.70 2 0119372852 MN 75.00 01-Mar-2006 52,500.00 52,295.67 2 0119373009 MN 80.00 01-Mar-2006 148,720.00 148,467.94 2 0119373256 AZ 62.50 01-Mar-2006 500,000.00 498,533.47 2 0119373801 AK 85.00 01-Mar-2006 195,500.00 195,033.75 2 0119374551 CA 74.21 01-Mar-2006 467,500.00 466,138.19 2 0119374775 CA 32.00 01-Mar-2006 128,000.00 127,797.24 2 0119374791 CA 51.05 01-Mar-2006 170,000.00 169,701.14 2 0119374882 CA 54.67 01-Mar-2006 164,000.00 162,934.22 2 0119375152 CA 90.00 01-Mar-2006 348,300.00 348,299.99 2 0119375178 CA 77.14 01-Mar-2006 270,000.00 269,545.77 2 0119375657 NJ 80.00 01-Mar-2006 201,600.00 201,600.00 2 0119375673 NJ 80.00 01-Mar-2006 239,200.00 238,831.42 2 0119375822 NJ 90.00 01-Mar-2006 207,000.00 206,292.60 2 0119375863 NJ 95.00 01-Mar-2006 270,750.00 269,701.98 2 0119375962 NJ 85.00 01-Mar-2006 181,050.00 180,334.58 2 0119376002 NJ 40.82 01-Mar-2006 100,000.00 99,497.97 2 0119376184 NJ 74.07 01-Mar-2006 200,000.00 199,093.23 2 0119376424 IL 90.00 01-Mar-2006 72,000.00 71,700.53 2 0119376556 IL 65.16 01-Mar-2006 404,000.00 402,715.12 2 0119376648 IL 85.00 01-Feb-2006 182,750.00 181,960.82 2 0119377000 IL 90.00 01-Mar-2006 220,500.00 219,870.21 2 0119377018 NV 85.00 01-Mar-2006 382,500.00 381,304.57 2 0119377349 IL 95.00 01-Apr-2006 145,255.00 145,120.51 2 0119377505 NJ 80.00 01-Feb-2006 504,000.00 501,992.44 2 0119378206 AZ 75.00 01-Mar-2006 168,750.00 168,026.38 2 0119378578 OR 80.00 01-Mar-2006 126,320.00 126,032.38 2 0119379006 IL 82.78 01-Feb-2006 149,000.00 148,415.56 2 0119379725 IL 80.00 01-Mar-2006 126,000.00 126,000.00 2 0119380178 IL 95.00 01-Mar-2006 205,200.00 204,509.70 2 0119383826 UT 80.00 01-Mar-2006 272,000.00 272,000.00 2 0119384824 CA 89.44 01-Mar-2006 322,000.00 320,361.73 2 0119385797 CA 95.00 01-Mar-2006 261,250.00 260,407.28 2 0119385854 CA 80.00 01-Mar-2006 432,000.00 429,538.21 2 0119387413 MO 95.00 01-Mar-2006 47,500.00 47,361.35 2 0119387561 FL 80.00 01-Mar-2006 99,999.00 99,766.38 2 0119388171 FL 67.27 01-Mar-2006 148,000.00 147,645.84 2 0119388395 FL 90.00 01-Mar-2006 118,350.00 118,247.05 2 0119388403 FL 90.00 01-Mar-2006 171,000.00 170,514.19 2 0119388791 NY 85.00 01-Mar-2006 378,250.00 377,579.49 2 0119388940 AZ 85.00 01-Mar-2006 494,275.00 494,171.72 2 0119389435 AZ 95.00 01-Mar-2006 123,500.00 123,257.96 2 0119389567 AZ 75.00 01-Mar-2006 315,000.00 313,418.15 2 0119389906 CA 70.00 01-Feb-2006 196,000.00 194,833.99 2 0119420156 FL 90.00 01-Mar-2006 213,205.00 212,624.66 2 0119421139 CA 70.00 01-Apr-2006 224,000.00 223,601.68 2 0119422467 IL 41.97 01-Mar-2006 115,000.00 114,496.75 2 0119422525 IL 95.00 01-Mar-2006 175,750.00 175,558.18 2 0119422871 IL 90.00 01-Mar-2006 540,000.00 539,098.09 2 0119423176 CA 85.00 01-Mar-2006 633,250.00 631,637.66 2 0119424018 CA 90.00 01-Mar-2006 616,500.00 615,995.19 2 0119424422 CA 80.00 01-Mar-2006 288,000.00 287,459.63

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning 1 ~~0037112737~~0037574563 Loan Paid in Full 02 8.~~125~~500% 360 78 1 ~~0116749565~~0116736489 Loan Paid in Full 0 11.000% ~~180~~360 1315 1 ~~0117242255~~0116736703 Loan Paid in Full 10 11.~~875~~125% 360 1216 1 ~~0117948018~~0117931865 Loan Paid in Full 0 10.~~250~~750% 360 1314 1 ~~0117948240~~0117935148 Loan Paid in Full 0(1) 10.750% 360 1213 1 ~~0117965988~~0117936377 Loan Paid in Full 0 119.750% 360 1215 1 ~~0117971606~~0117942797 Loan Paid in Full ~~(1)~~0 910.~~500~~375% 360 1215 1 ~~0117989236~~0117953810 Loan Paid in Full 0 98.~~750~~875% 360 1115 1 ~~0117995365~~0117962399 Loan Paid in Full 0 910.~~750~~375% 360 1214 1 ~~0118015718~~0117972729 Loan Paid in Full (1) 109.750% 360 1114 1 ~~0118051069~~0117975904 Loan Paid in Full 0 129.~~000~~750% ~~180~~360 1014 1 ~~0118255033~~0117989764 Loan Paid in Full 10 10.~~100~~250% ~~180~~360 14 1 ~~0118414937~~0118011360 Loan Paid in Full ~~(1)~~0 129.~~050~~875% ~~180~~360 913 1 ~~0118415025~~0118024157 Loan Paid in Full 0 109.~~450~~875% ~~180~~360 1013 1 ~~0118415231~~0118254515 ~~Liquidation~~Loan 5Paid ~~11.650%~~in ~~180~~Full 80 ~~1 0118415272 Liquidation 5 12~~6.~~700~~850% ~~180~~360 1016 1 ~~0118415397~~0118255173 Loan Paid in Full 0 98.~~000~~250% 180 1114 1 ~~0118415421~~0118415017 Loan Paid in Full 0 129.~~300~~500% 180 12 1 ~~0118741982~~0118415553 Loan Paid in Full 0 1012.~~990~~300% 180 1115 1 ~~0118744895~~0118415835 Loan Paid in Full 0 10.~~200~~100% 180 810 1 ~~0118745009~~0118705524 Loan Paid in Full ~~(1)~~0 612.~~540~~200% ~~360~~180 98 1 ~~0118749431~~0118741610 Loan Paid in Full 0 10.~~350~~500% 180 814 1 ~~0118749977~~0118742410 Loan Paid in Full 0 1110.~~000~~500% 180 812 1 ~~0118750330~~0118745074 ~~Loan~~Liquidation ~~Paid~~6 ~~in Full 0 8~~10.~~515~~550% ~~360~~180 811 1 ~~0118753854~~0118746106 ~~Loan~~Liquidation ~~Paid in Full 0~~ 7 11.~~840~~250% ~~360~~180 910 1 ~~0119026417~~0118748094 ~~Loan~~Liquidation ~~Paid~~6 ~~in Full 0 11~~10.~~750~~500% 180 710 1 ~~0119027829~~0118748540 Loan Paid in Full 0(2) 1110.~~850~~650% 180 710 1 ~~0119029312~~0118749993 Loan Paid in Full 0 10.~~090~~350% 180 710 1 ~~0119045482~~0118750470 Loan Paid in Full 0 10.~~690~~750% 180 710 1 ~~0119072882~~0118750843 ~~Loan~~Liquidation ~~Paid~~5 in10.400% ~~Full~~180 10 1 80118751320 Liquidation 5 10.~~750~~400% ~~360~~180 710 1 ~~0119180941~~0118751940 Loan Paid in Full 0(1) 1210.~~000~~750% ~~360~~180 710 1 ~~0119181600~~0118751999 Loan Paid in Full 0 1210.~~000~~800% ~~360~~180 810 1 ~~0119181741~~0119027282 Loan Paid in Full 0(1) 129.~~000~~200% ~~360~~180 89 1 ~~0119182061~~0119029247 Loan Paid in Full 0 11.~~375~~190% ~~360~~180 89 1 ~~0119182301~~0119038008 Loan Paid in Full 0 129.~~000~~590% ~~360~~180 89 1 ~~0119182319~~0119181659 Loan Paid in Full 0 119.~~875~~375% 360 79 1 ~~0119182699~~0119181683 Loan Paid in Full 0 129.~~000~~500% 360 810 1 ~~0119182707~~0119181915 Loan Paid in Full ~~(1)~~0 12.000% 360 810 1 ~~0119183093~~0119181949 Loan Paid in Full 0 910.~~875~~125% 360 810 1 ~~0119183200~~0119182079 Loan Paid in Full ~~(2)~~0 12.000% 360 79 1 ~~0119183408~~0119182186 Loan Paid in Full 0 12.000% 360 710 1 ~~0119350536~~0119182541 Loan Paid in Full 0 1310.~~050~~625% ~~180~~360 610 1 ~~0119353241~~0119183309 Loan Paid in Full ~~(1)~~0 712.~~975~~000% 360 610 1 ~~0119353548~~0119183366 Loan Paid in Full 0 12.~~150~~000% ~~180~~360 69 1 ~~0119353696~~0119348977 Loan Paid in Full 0 11.~~550% 180 6 1 0119355667 Loan Paid in Full 0 7.~~600% 180 79 1 ~~0119356293~~0119350700 Loan Paid in Full 04 89.~~450~~475% 360 79 1 ~~0119356509~~0119355840 Loan Paid in Full 0 87.~~990~~550% ~~360~~240 68 1 ~~0119362432~~0119356608 Loan Paid in Full 0 7.~~625~~990% 360 69 1 ~~0119364610~~0119358778 Loan Paid in Full 40 910.~~700~~775% ~~360~~180 68 1 ~~0119365104~~0119359370 ~~Loan~~Liquidation ~~Paid~~5 ~~in Full (2)~~ 12.~~600~~150% 180 68 1 ~~0119366417~~0119362044 ~~Loan~~Liquidation ~~Paid~~5 ~~in Full 0 8~~10.~~000~~525% ~~360~~180 68 1 ~~0119368884~~0119362671 ~~Loan~~Liquidation ~~Paid~~4 ~~in Full 1 7~~11.~~575~~750% ~~360~~180 78 1 ~~0119369544~~0119363273 ~~Loan~~Liquidation ~~Paid~~4 ~~in Full 0 11~~12.~~350~~140% 180 68 1 ~~0119371599~~0119363620 ~~Loan~~Liquidation ~~Paid~~5 ~~in Full 0 10~~11.~~500~~840% 180 78 1 ~~0119373017~~0119368819 Loan Paid in Full 0 711.~~625~~200% 180 69 1 ~~0119373033~~0119369296 Loan Paid in Full 0 10.~~150~~250% 180 68 1 ~~0119374064~~0119370518 Liquidation 4 11.~~700~~550% 180 68 1 ~~0119375665~~0119374296 Loan Paid in Full 0 1011.~~300~~700% 180 68 1 ~~0119375681~~0119382562 ~~Loan~~Liquidation ~~Paid~~4 ~~in Full 0~~ 12.~~175~~100% 180 69 1 ~~0119377778~~0119383321 Loan Paid in Full 0(1) 67.~~850~~500% ~~240~~360 68 1 ~~0119378586~~0119383339 Loan Paid in Full 0(1) 1110.~~725~~100% 180 68 1 ~~0119379733~~0119383354 Loan Paid in Full (1) 11.~~700~~840% 180 69 1 ~~0119383834~~0119383875 Loan Paid in Full 0 1211.~~800~~400% 180 68 1 ~~0119385862~~0119385326 Loan Paid in Full 0 1011.~~150~~400% 180 69 1 ~~0119387579~~0119386027 Loan Paid in Full 01 11.~~400~~500% 180 68 1 ~~0119387892~~0119386233 Loan Paid in Full 0 612.~~850~~525% ~~360~~180 68 1 ~~0119388262~~0119387660 ~~Loan~~Liquidation ~~Paid~~5 ~~in Full 0 7~~12.~~425~~140% ~~240~~180 68 1 ~~0119421741~~0119388247 ~~Loan~~Liquidation ~~Paid~~5 ~~in Full 0 9~~12.~~425~~390% ~~360~~180 68 21 ~~0032221210~~0119389591 Loan Paid in Full 0 76.~~750~~650% 360 68 21 ~~0037036563~~0119419919 Loan Paid in Full 0 8.~~375~~000% 360 78 21 ~~0037198793~~0119421345 ~~Loan~~Liquidation ~~Paid~~4 ~~in Full 0 9~~12.~~000~~900% ~~360~~180 78 21 ~~0037451804~~0119422400 Loan Paid in Full 0 812.~~000~~050% ~~360~~180 68 2 ~~0115512634~~0031948862 Loan Paid in Full 60 7.~~120~~950% 360 1711 2 ~~0116272907~~0032056335 Loan Paid in Full ~~(1)~~0 87.~~300~~875% 360 189 2 ~~0118254853~~0032095358 Loan Paid in Full 0 67.500% 360 10 2 ~~0118742535~~0032124885 Loan Paid in Full 0 67.~~990~~550% 360 912 2 ~~0118744382~~0036920247 Loan Paid in Full 0(1) 97.~~990~~750% 360 810 2 ~~0118744887~~0037437423 Loan Paid in Full 0 68.~~890~~750% 360 8 2 ~~0118745090~~0037543519 Loan Paid in Full 0 87.~~940~~750% 360 8 2 ~~0118745223~~0037554946 Loan Paid in Full 0 7.~~940~~250% 360 98 2 ~~0118748136~~0112263363 Loan Paid in Full 0 79.~~890~~250% 360 829 2 ~~0118748748~~0116143389 Loan Paid in Full 0 8.~~065~~800% 360 817 2 ~~0118751726~~0116397290 Loan Paid in Full 0 97.~~125~~625% 360 816 2 ~~0118752617~~0117132225 Loan Paid in Full 0 67.~~990~~690% 360 1114 2 ~~0118752799~~0117800458 Loan Paid in Full ~~(1)~~0 87.~~520~~290% 360 1112 2 ~~0118752831~~0118705516 Loan Paid in Full 0 89.~~420~~525% 360 118 2 ~~0118752930~~0118741800 Loan Paid in Full 0 76.900% 360 1113 2 ~~0118752963~~0118742808 Loan Paid in Full 0 7.~~540~~500% 360 1011 2 ~~0118754233~~0118743962 Loan Paid in Full 0 67.~~940~~765% 360 911 2 ~~0118754548~~0118744556 Loan Paid in Full 0 76.~~215~~500% 360 810 2 ~~0118754795~~0118744994 Loan Paid in Full 0 7.~~650~~990% 360 810 2 ~~0119031425~~0118745348 Loan Paid in Full 0 86.~~625~~865% 360 711 2 ~~0119032654~~0118747997 Loan Paid in Full 10 87.~~050~~415% 360 810 2 ~~0119033389~~0118748144 Loan Paid in Full 0 87.540% 360 710 2 ~~0119033405~~0118748284 Loan Paid in Full 0 7.~~380~~640% 360 710 2 ~~0119034585~~0118750116 Loan Paid in Full 0 7.~~530~~490% 360 710 2 ~~0119035764~~0118750447 Loan Paid in Full 0 57.~~940~~615% 360 710 2 ~~0119046266~~0118750462 Loan Paid in Full 0 68.~~975~~015% 360 710 2 ~~0119046290~~0118750819 Loan Paid in Full 02 67.~~655~~990% 360 710 2 ~~0119046464~~0118750983 Loan Paid in Full 14 8.~~255~~865% 360 ~~7 2 0119046670 Liquidation 4~~ 10~~.675%~~ ~~360 7~~ 2 ~~0119046803~~0118751981 Loan Paid in Full 0 87.~~740~~400% 360 710 2 ~~0119046902~~0118753177 Loan Paid in Full 0 87.~~525~~750% 360 712 2 ~~0119114361~~0118753300 Loan Paid in Full 0 87.~~500~~440% 360 811 2 ~~0119187094~~0118753359 Loan Paid in Full 0 67.~~700~~600% 360 812 2 ~~0119348704~~0118754266 Loan Paid in Full 0 97.~~995~~170% 360 611 2 ~~0119349066~~0118754399 Loan Paid in Full 0 7.~~650~~340% 360 611 2 ~~0119349884~~0119034122 Loan Paid in Full 0 97.~~075~~150% 360 69 2 ~~0119350627~~0119035731 Loan Paid in Full 0 86.~~750~~885% 360 69 2 ~~0119351021~~0119035822 Loan Paid in Full 0 98.~~275~~350% 360 69 2 ~~0119351062~~0119038560 Loan Paid in Full 0 87.~~450~~250% 360 69 2 ~~0119351088~~0119046662 Loan Paid in Full 0 68.~~700~~875% 360 69 2 ~~0119351161~~0119051993 Loan Paid in Full 01 98.~~900~~400% 360 69 2 ~~0119351682~~0119114023 Loan Paid in Full 0 97.~~925~~500% 360 69 2 ~~0119352383~~0119114171 Loan Paid in Full 0 8.~~775~~500% 360 69 2 ~~0119352573~~0119114239 Loan Paid in Full 0 98.~~200~~125% 360 69 2 ~~0119352805~~0119348761 Loan Paid in Full 0 97.~~050~~775% 360 69 2 ~~0119352854~~0119348894 Loan Paid in Full 0 7.~~475~~800% 360 79 2 ~~0119353159~~0119348969 Loan Paid in Full 04 8.~~990~~150% 360 69 2 ~~0119353233~~0119349090 Loan Paid in Full 0(2) 107.~~050~~950% 360 68 2 ~~0119353308~~0119349843 Loan Paid in Full 0 96.~~590~~550% 360 68 2 ~~0119353316~~0119351575 Loan Paid in Full 0 89.~~925~~000% 360 68 2 ~~0119353530~~0119351716 Loan Paid in Full 0 89.~~800~~450% 360 68 2 ~~0119353639~~0119351963 Loan Paid in Full 0 109.~~400~~625% 360 68 2 ~~0119353688~~0119353589 Loan Paid in Full 0 9.~~100~~700% 360 68 2 ~~0119353936~~0119353860 Loan Paid in Full 01 8.~~250~~450% 360 69 2 ~~0119354298~~0119354421 Loan Paid in Full 0 76.~~050~~275% 360 ~~6 2 0119354942 Loan Paid in Full (1)~~ 8~~.925%~~ ~~360 7~~ 2 ~~0119355287~~0119354637 Loan Paid in Full 0 7.~~250~~300% 360 78 2 ~~0119356574~~0119354827 Loan Paid in Full 0 7.~~650~~990% 360 8 2 ~~0119356699~~0119355428 Loan Paid in Full 1 67.~~900~~400% 360 69 2 ~~0119358075~~0119355816 Loan Paid in Full 0 98.~~600~~625% 360 78 2 ~~0119358406~~0119356517 Loan Paid in Full 0 87.~~350~~100% 360 69 2 ~~0119358505~~0119357697 Loan Paid in Full ~~(1)~~0 79.~~415~~400% 360 68 2 ~~0119358521~~0119357804 Loan Paid in Full 0 98.~~250~~200% 360 68 2 ~~0119359719~~0119358737 Loan Paid in Full 0 7.~~300~~650% 360 68 2 ~~0119359834~~0119358760 Loan Paid in Full 0 7.~~175~~625% 360 68 2 ~~0119361442~~0119359214 Loan Paid in Full 40 107.975% 360 69 2 ~~0119361954~~0119360360 Loan Paid in Full 0 106.~~300~~750% 360 68 2 ~~0119362341~~0119360394 Loan Paid in Full 0 7.~~275~~850% 360 68 2 ~~0119362424~~0119361947 Loan Paid in Full 0 78.~~625~~250% 360 69 2 ~~0119362705~~0119362333 Loan Paid in Full 0 97.~~825~~950% 360 69 2 ~~0119363349~~0119363208 Loan Paid in Full (1) 910.~~050~~788% 360 68 2 ~~0119365096~~0119363364 Loan Paid in Full 0 98.~~400~~350% 360 ~~6 2 0119365997 Loan Paid in Full 0~~ 8~~.225%~~ ~~360 6~~ 2 ~~0119366466~~0119363539 Loan Paid in Full 0 9.~~150~~350% 360 68 2 ~~0119367167~~0119364305 Loan Paid in Full ~~0 7.700% 360 6~~ 2 ~~0119367365 Loan Paid in Full 0 9.000% 360 6 2 0119367894 Loan Paid in Full 0~~ 10.~~300~~050% 360 68 2 ~~0119368256~~0119364974 Loan Paid in Full 0 7.~~700~~550% 360 78 2 ~~0119369049~~0119365005 Loan Paid in Full 0 7.750% 360 68 2 ~~0119369452~~0119367100 Loan Paid in Full ~~(1)~~0 69.600% 360 68 2 ~~0119369833~~0119367191 Loan Paid in Full 0 86.~~450~~990% 360 68 2 ~~0119371508~~0119367290 Loan Paid in Full 0 8.~~525~~575% 360 68 2 ~~0119371516~~0119368801 Loan Paid in Full 0 107.~~340~~400% 360 79 2 ~~0119371870~~0119370591 Loan Paid in Full 0 9.~~950~~000% 360 68 2 ~~0119371912~~0119370666 Loan Paid in Full 02 108.~~900~~250% 360 68 2 ~~0119372704~~0119370864 Loan Paid in Full 0(1) 89.~~600~~300% 360 68 2 ~~0119372852~~0119371888 Loan Paid in Full 0 9.~~025~~300% 360 68 2 ~~0119373009~~0119371904 Loan Paid in Full 0 810.~~650~~000% 360 68 2 ~~0119373256~~0119372092 Loan Paid in Full 0 610.~~725~~465% 360 68 2 ~~0119373801~~0119372696 Loan Paid in Full 0 89.~~150~~650% 360 68 2 ~~0119374551~~0119373744 Loan Paid in Full 0 6.~~750~~990% 360 68 2 ~~0119374775~~0119374098 Loan Paid in Full 01 87.~~890~~375% 360 68 2 ~~0119374791~~0119374270 Loan Paid in Full 0 8.~~525~~990% 360 68 2 ~~0119374882~~0119374809 Loan Paid in Full (1) 67.~~950~~990% 360 68 2 ~~0119375152~~0119375830 Loan Paid in Full 0 7.~~300~~550% 360 68 2 ~~0119375178~~0119376028 Loan Paid in Full 0 97.~~315~~650% 360 68 2 ~~0119375657~~0119376077 Loan Paid in Full 02 711.~~200~~075% 360 ~~6 2 0119375673 Loan Paid in Full 0~~ 8~~.975%~~ ~~360 6~~ 2 ~~0119375822~~0119376655 Loan Paid in Full 0 9.~~650~~265% 360 68 2 ~~0119375863~~0119377034 Loan Paid in Full 0 9.~~050~~350% 360 68 2 ~~0119375962~~0119377273 Loan Paid in Full 0 810.~~950~~425% 360 68 2 ~~0119376002~~0119378016 Loan Paid in Full 0 89.~~250~~765% 360 68 2 ~~0119376184~~0119378693 Loan Paid in Full 0 8.~~275~~450% 360 ~~6 2 0119376424 Loan Paid in Full (1)~~ 8~~.700%~~ ~~360 6~~ 2 ~~0119376556~~0119380152 Loan Paid in Full 0 10.~~000~~350% 360 68 2 ~~0119376648~~0119380947 Loan Paid in Full 0 9.~~250~~900% 360 78 2 ~~0119377000~~0119380996 Loan Paid in Full 0 109.~~500~~690% 360 68 2 ~~0119377018~~0119382125 Loan Paid in Full 01 107.~~075~~200% 360 68 2 ~~0119377349~~0119382356 Loan Paid in Full 0 109.~~150~~750% 360 68 2 ~~0119377505~~0119382463 Loan Paid in Full 04 910.~~575~~225% 360 78 2 ~~0119378206~~0119382638 Loan Paid in Full 0(1) 87.~~550~~950% 360 69 2 ~~0119378578~~0119382984 Loan Paid in Full 0 7.~~625~~675% 360 68 2 ~~0119379006~~0119383347 Loan Paid in Full 0(1) 78.~~500~~125% 360 79 2 ~~0119379725~~0119383594 Loan Paid in Full 0 810.~~775~~800% 360 68 2 ~~0119380178~~0119383867 Loan Paid in Full 0 98.~~725~~875% 360 68 2 ~~0119383826~~0119384337 Loan Paid in Full 0 9.~~500~~400% 360 68 2 ~~0119384824~~0119385318 Loan Paid in Full 0 7.700% 360 69 2 ~~0119385797~~0119385615 Loan Paid in Full 0 98.~~925~~350% 360 68 2 ~~0119385854~~0119385904 Loan Paid in Full 0(1) 76.~~125~~990% 360 68 2 ~~0119387413~~0119386019 Loan Paid in Full 0 108.~~400~~300% 360 68 2 ~~0119387561~~0119386209 Loan Paid in Full 01 711.~~550~~350% 360 68 2 ~~0119388171~~0119386225 Loan Paid in Full 0 7.~~450~~525% 360 68 2 ~~0119388395~~0119386456 Loan Paid in Full ~~(1)~~0 109.~~875~~475% 360 69 2 ~~0119388403~~0119388718 Loan Paid in Full 0 108.~~525~~175% 360 68 2 ~~0119388791~~0119390375 Loan Paid in Full 0 86.550% 360 68 2 ~~0119388940~~0119419786 Loan Paid in Full 0(1) 96.~~000~~875% 360 68 2 ~~0119389435~~0119419851 Loan Paid in Full 0 ~~8.150% 360 6 2 0119389567 Loan Paid in Full (1)~~ 7.~~800~~100% 360 68 2 ~~0119389906~~0119419935 Loan Paid in Full 0 7.~~625~~350% 360 78 2 ~~0119420156~~0119420164 Loan Paid in Full 0 106.~~725~~500% 360 68 2 ~~0119421139~~0119420628 Loan Paid in Full 0(1) 7.~~940~~225% 360 68 2 ~~0119422467~~0119421352 Loan Paid in Full 0 810.~~450~~340% 360 68 2 ~~0119422525~~0119421931 Loan Paid in Full 0 109.~~130~~825% 360 68 2 ~~0119422871~~0119422392 Loan Paid in Full 0 89.~~700~~050% 360 68 2 ~~0119423176~~0119422533 Loan Paid in Full 0 710.~~250~~590% 360 68 2 ~~0119424018~~0119422947 Loan Paid in Full 0 117.~~075~~100% 360 68 2 ~~0119424422~~0119423879 Loan Paid in Full 30 89.~~300~~650% 360 68

Prepayment - Voluntary Prepayments

Summary SMM CPR PSA Current Month 3.~~425~~567% Current Month 3435.~~177~~329% Current Month 21,~~461~~977.~~310~~494% 3 Month Average 23.~~954~~368% 3 Month Average 3033.~~148~~696% 3 Month Average 2,~~545~~142.~~691~~867% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A~~ Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 16.284% N/A Apr-2006 4,174.781% N/A May-2006 18.747% N/A May-2006 3,179.103% N/A Jun-2006 23.790% N/A Jun-2006 3,013.706% N/A Jul-2006 25.980% N/A Jul-2006 2,627.624% N/A Aug-2006 30.287% N/A Aug-2006 2,548.138% N/A Sep-2006 34.177% N/A Sep-2006 2,461.310% N/A Oct-2006 31.584% N/A Oct-2006 1,989.797% N/A Nov-2006 35.329% N/A Nov-2006 1,977.494% 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 SMM CPR PSA Current Month 3.~~411~~111% Current Month 3431.~~063~~561% Current Month 21,~~245~~648.~~354~~607% 3 Month Average 2.~~574~~880% 3 Month Average 2629.~~672~~428% 3 Month Average 21,~~005~~738.~~507~~220% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A~~ Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 9.799% N/A Apr-2006 1,897.392% N/A May-2006 9.865% N/A May-2006 1,376.646% N/A Jun-2006 18.654% N/A Jun-2006 2,036.306% N/A Jul-2006 20.564% N/A Jul-2006 1,841.550% N/A Aug-2006 25.390% N/A Aug-2006 1,929.616% N/A Sep-2006 34.063% N/A Sep-2006 2,245.354% N/A Oct-2006 22.661% N/A Oct-2006 1,320.697% N/A Nov-2006 31.561% N/A Nov-2006 1,648.607% 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 SMM CPR PSA Current Month 3.~~428~~657% Current Month 3436.~~199~~051% Current Month 2,~~508~~047.~~263~~045% 3 Month Average 3.~~028~~464% 3 Month Average 3034.~~795~~488% 3 Month Average 2,~~663~~227.~~020~~263% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Oct-2005 N/A N/A Oct-2005 N/A N/A Nov-2005 N/A N/A Nov-2005 N/A N/A~~ Dec-2005 N/A N/A Dec-2005 N/A N/A Jan-2006 N/A N/A Jan-2006 N/A N/A Feb-2006 N/A N/A Feb-2006 N/A N/A Mar-2006 N/A N/A Mar-2006 N/A N/A Apr-2006 17.456% N/A Apr-2006 4,768.359% N/A May-2006 20.338% N/A May-2006 3,597.266% N/A Jun-2006 24.740% N/A Jun-2006 3,234.035% N/A Jul-2006 26.984% N/A Jul-2006 2,799.540% N/A Aug-2006 31.202% N/A Aug-2006 2,681.256% N/A Sep-2006 34.199% N/A Sep-2006 2,508.263% N/A Oct-2006 33.213% N/A Oct-2006 2,126.482% N/A Nov-2006 36.051% N/A Nov-2006 2,047.045% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Single Month Mortality (SMM): (Partial and full prepayments + Repurchases) / (Beginning Scheduled Balance - Scheduled Principal) Conditional PrePayment Rate (CPR): 1 - ((1 - SMM)^12) PSA Standard Prepayment Model: 100 * CPR / (0.2 * MIN(30,WAS)) Weighted Average Seasoning (WAS): sum((Original Term - Remaining Term)*(Current Scheduled Balance/Deal Scheduled Principal Balance))

Interest Rate Stratification Summary 1 Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 5.000 0 0.00 0.000 0 0.00 0.000 5.000 5.499 0 0.00 0.000 0 0.00 0.000 5.500 5.999 33 9,~~314~~300,~~788~~563.7073 0.~~804~~860 1 248,~~690~~420.0219 0.~~131~~139 6.000 6.499 ~~101~~98 3029,~~010~~029,~~225~~020.1303 2.~~592~~685 6 1,~~386~~382,~~944~~431.1788 0.~~733~~771 6.500 6.999 ~~475~~451 ~~122~~115,~~567~~717,~~367~~930.5573 10.~~585~~705 9188 19,~~576~~081,~~645~~399.7269 10.~~342~~642 7.000 7.499 ~~601~~568 ~~145~~136,~~278~~907,~~410~~328.8660 12.~~546~~665 8986 1514,~~680~~988,~~105~~731.9413 8.~~284~~360 7.500 7.999 1,~~103~~034 ~~264~~244,~~127~~985,~~837~~434.7484 22.~~809~~663 ~~116~~111 2221,~~237~~354,~~752~~412.3005 11.~~748~~910 8.000 8.499 ~~715~~679 ~~160~~151,~~737~~330,~~287~~474.3223 13.~~881~~999 7169 87,~~315~~991,~~162~~143.1596 4.~~393~~457 8.500 8.999 ~~771~~735 ~~152~~143,~~671~~990,~~014~~395.2371 13.~~184~~320 ~~116~~111 1110,~~430~~644,~~181~~778.9087 65.~~038~~937 9.000 9.499 ~~447~~419 7569,~~264~~302,~~211~~588.6714 6.~~500~~411 8480 7,~~219~~035,~~240~~191.5396 3.~~814~~924 9.500 9.999 ~~549~~517 7064,~~989~~307,~~266~~206.4449 65.~~130~~949 ~~208~~198 1312,~~480~~886,~~999~~818.9897 7.~~122~~187 10.000 10.499 ~~453~~422 3934,~~696~~840,~~404~~728.8565 3.~~428~~223 ~~321~~303 1917,~~380~~861,~~879~~974.7778 109.~~239~~962 10.500 10.999 ~~384~~361 3027,~~099~~958,~~598~~166.8323 2.~~599~~586 ~~283~~267 1716,~~650~~440,~~047~~701.2743 9.~~324~~169 11.000 11.499 ~~260~~246 1615,~~797~~422,~~554~~238.1455 1.~~451~~427 ~~232~~220 1413,~~538~~699,~~946~~364.9501 7.~~681~~640 11.500 11.999 ~~389~~373 2221,~~897~~621,~~469~~134.9931 12.~~977~~000 ~~367~~353 2019,~~878~~728,~~615~~414.0444 11.~~030~~003 12.000 12.499 ~~245~~225 1312,~~084~~067,~~310~~930.5245 1.~~130~~116 ~~242~~222 1211,~~826~~809,~~148~~855.4129 6.~~776~~587 12.500 12.999 5754 32,~~094~~862,~~808~~513.6679 0.~~267~~265 5753 32,~~094~~801,~~808~~360.6667 1.~~635~~562 13.000 13.499 30 1,297,~~802~~185.0415 0.~~112~~120 30 1,297,~~802~~185.0415 0.~~686~~723 13.500 13.999 1 48,~~923~~903.9390 0.~~004~~005 1 48,~~923~~903.9390 0.~~026~~027 >= 14.000 0 0.00 0.000 0 0.00 0.000 Total 6,~~614~~246 1,~~157~~080,~~977~~989,~~282~~743.6053 100.000 2,~~315~~199 ~~189~~179,~~291~~301,~~894~~088.7837 100.000

Interest Rate Stratification (continued) 2 Current Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Range(%) Balance($) < 5.000 0 0.00 0.000 5.000 5.499 0 0.00 0.000 5.500 5.999 32 9,~~066~~052,~~098~~143.6854 01.~~936~~004 6.000 6.499 9592 2827,~~623~~646,~~280~~588.9615 23.~~955~~066 6.500 6.999 ~~384~~363 ~~102~~96,~~990~~636,~~721~~531.8304 10.~~632~~717 7.000 7.499 ~~512~~482 ~~129~~121,~~598~~918,~~304~~597.9247 13.~~379~~521 7.500 7.999 ~~987~~923 ~~241~~223,~~890~~631,~~085~~022.4479 24.~~971~~801 8.000 8.499 ~~644~~610 ~~152~~143,~~422~~339,~~125~~330.1727 15.~~735~~897 8.500 8.999 ~~655~~624 ~~141~~133,~~240~~345,~~832~~616.3384 14.~~581~~788 9.000 9.499 ~~363~~339 6862,~~044~~267,~~971~~396.1418 76.~~024~~906 9.500 9.999 ~~341~~319 5751,~~508~~420,~~266~~387.4652 5.~~937~~703 10.000 10.499 ~~132~~119 2016,~~315~~978,~~525~~753.0887 21.~~097~~883 10.500 10.999 ~~101~~94 1211,~~449~~517,~~551~~464.5680 1.~~285~~277 11.000 11.499 2826 21,~~258~~722,~~607~~874.1954 0.~~233~~191 11.500 11.999 2220 21,~~018~~892,~~854~~719.9587 0.~~208~~210 12.000 12.499 3 258,~~162~~075.1116 0.~~027~~029 12.500 12.999 01 061,153.0012 0.~~000~~007 13.000 13.499 0 0.00 0.000 13.500 13.999 0 0.00 0.000 >= 14.000 0 0.00 0.000 Total 4,~~299~~047 ~~968~~901,~~685~~688,~~387~~655.8216 100.000

EX 99.2

(logo) SAIL 2006-2 Credit Risk Management Report August 2006 (C) 2006 Clayton Fixed Income Services Inc. All rights reserved The information contained in this Report is based upon a specific point in time and reflects performance solely through that point in time. It does not forecast the performance of the portfolio in the future. The information in this Report is not investment advice concerning a particular portfolio or security, and no mention of a particular security in this Report constitutes a recommendation to buy, sell, or hold that or any other security. The Report is based upon information provided to Clayton Fixed Income Services Inc. by third parties and therefore Clayton Fixed Income Services Inc. cannot, and does not, warrant that the information contained in this Report is accurate or complete. Table of Contents Section One Executive Summary Section Two Loan-Level Report Section Three Prepayment Penalty Analysis Section Four Mortgage Insurance Report Section Five Loss Analysis Section Six Analytics Section One Executive Summary SAIL 2006-2 Executive Summary August 2006 Transaction Summary Closing Date: 03/30/2006 Trustee(s): US Bank NA Securities Administrator: Wells Fargo Bank, N.A. Master Servicer: Aurora Loan Services Master Servicing Servicer(s): America's Servicing Company, Aurora Loan Services, Chase Home Finance, GMAC Mortgage, HomEq, Option One Mortgage, Wells Fargo Mortgage Insurer(s): Mortgage Guaranty Insurance Corporation, PMI Mortgage Insurance Co., Radian Guaranty, Republic Mortgage Insurance Company Delinquency Reporting Method: OTS 0 Collateral Summary Closing Date As of 8/25/2006 8/25/2006 Balance as Percentage of Closing Date Balance Collateral Balance $1,342,860,399 $1,199 0.00 % Loan Count 7,529 6,824 90.64 % 0 OTS Method: A current loan becomes 30 days delinquent if the scheduled payment is not made by the close of business on the corresponding day of the following month. Similarly for 60 days delinquent and the second immediately succeeding month and 90 days delinquent and the third immediately succeeding month. Value Added Total Value Added for SAIL 2006-2 as of 8/25/2006 Issues Amount Recovered 1 $0 Collateral Statistics Loan Count Summed Balance First Payment Defaults 35 $6,631,350 Early Payment Defaults* 163 $33,887,463 *A default that occurs on the second or third scheduled payment. Second Lien Statistics Loan Count Summed Balance Total Outstanding Second Lien Loans 1,820 $105,237,149 30+ Days Delinquent 31 $1,994,272 60+ Days Delinquent 22 $1,474,755 90+ Days Delinquent 34 $2,337,481 Foreclosure 7 $461,677 Prepayments Remittance Date Beginning Collateral Balance Total Prepayments Percentage of Prepayment 8/25/2006 $1,236,670,641 $36,611,586 2.96 7/25/2006 $1,268,585,765 $31,394,149 2.47 6/25/2006 $1,298,160,877 $29,048,328 2.23 Prepayment Penalty Analysis For each remittance, Clayton reconciles the prepayment penalties that are collected by the servicers and remitted to the trust to ensure all appropriate funds are passed to the certificateholders. Please refer to the Prepayment Penalty Analysis section of this report for details regarding loans with prepayment penalty flags that were paid in full. The table below provides a summary of Clayton's reconciliation for this remittance. Total Cash Flows Remittance Date Amount Remitted to the Trust Amount Remitted by the Difference Servicers 8/25/2006 $690,683 $690,683 $0 Mortgage Insurance Clayton actively monitors mortgage insurance (MI) coverage for this deal. Each month, loans with MI coverage are reviewed to ensure that the servicer has followed the appropriate claim filing process, that appropriate claims are paid, and that appropriate proceeds are remitted to the trust. The Mortgage Insurance Watchlist consists of all claims pending for 60+ days. Clayton monitors these claims to ensure that the servicer and MI company are proceeding to resolve the pending claims. Clayton also reviews each coverage rescission to ensure the findings were warranted and disputes them if discrepancies are found. Please refer to the Mortgage Insurance Report section for information regarding MI coverage for this deal. Loss Analysis Loss Issues for Current Month For each remittance, Clayton analyzes each loan-level loss to ensure that the accurate amount of sale, MI, and hazard insurance proceeds are remitted to the trust. We also review these losses to ensure servicing advances, such as escrow advances and foreclosure fees, are reasonable. If any discrepancies are identified, Clayton actively pursues the servicer to mitigate the loss. Please refer to the Loss Analysis section of this report for details regarding losses to the security. Below is a summary of the losses passed through in this remittance. Loss Summary Remittance Losses Remitted to the Trust Number of Loan-Level Losses/Gains 8/25/2006 $82,130 1 Section Two Loan-Level Report Loan-Level Report Definitions FICO(R) : Represents the borrower's credit score at the time of securitization/origination. Last Paid Date: Either the interest paid-through date or the last contractually due payment made by the borrower. Clayton Fixed Income Services Inc. uses this date to calculate delinquencies. Valuation: Represents what is believed to be the most accurate known value of a property based on Clayton Fixed Income Services Inc.'s internal formulas. Several value appraisals may exist for a property, yet only what is believed to be the most accurate value according to these formulas is shown on the report. When no value is available, a valuation known as an "internal estimate" is calculated according to an internal formula that adjusts the original value of the property by the Housing Price Index (HPI) and a discount based on credit class. Liquidation Date: Clayton Fixed Income Services Inc.'s internal estimate of the date on which the loan will liquidate if it proceeds through foreclosure and REO. This date takes into consideration servicing and state foreclosure timelines, as well as an estimated REO marketing period. Estimated Loss/(Gain): Clayton Fixed Income Services Inc.'s internal estimate of the loss (or gain) that the loan will experience if it liquidates on the Liquidation Date. Delinquency Status: Indicates the monthly payment and delinquency history for an individual loan. The right-most character specifies the last known delinquency status, according to the following: C The contractually due payment arrived on time. 3 The contractually due payment has not arrived within thirty days. 6 The contractually due payment has not arrived within sixty days. 9 The contractually due payment has not arrived within ninety days. F The property is in the process of foreclosure. R The property is real estate owned (REO). 0 The mortgage has either liquidated or been paid off. OTS Delinquency Method: A current loan becomes 30 days delinquent if the scheduled payment is not made by the close of business on the corresponding day of the following month. MBA Delinquency Method: A current loan becomes 30 days delinquent if the scheduled payment is not made by the close of business on the last day of the month in which the payment was due. SAIL 2006-2 Loan-Level Report Mortgage Data Through: July 31, 2006 Watchlist Lien State First Pmt. Valuation Orig. Appr. Orig Amount Loan Number Group FICO(R) Last Paid Dt. Valuation Date Current Value Current Bal 7728672 1 IN 3/1/2006 Appraisal $50,000 $42,500 559 2/1/2006 7/19/2006 $15,000 $42,500 OLTV Severity Liq. Date Delinquency Loan Number CLTV MI Type Coverage Est (Gain)/Loss * Status 7728672 85% 98.65% 11/1/2007 $41,929 C369F (continued) 283% Monitor Default Reason: (Unknown) 8/29/2006 This loan has been added to the Watchlist because the property securing this loan has experienced a significant decline in value since origination. At origination on 1/25/2006 the property was valued at $50,000. An appraisal dated 7/19/2006 valued the property at $15,000, representing a $35,000 or 70 percent decline in value. The loan is now in foreclosure status. We have asked the servicer for the valuation documents to investigate the reason behind the value decline and we await a response. Lien State First Pmt. Valuation Orig. Appr. Orig Amount Loan Number Group FICO(R) Last Paid Dt. Valuation Date Current Value Current Bal 7730552 1 MI 3/1/2006 Appraisal $43,000 $30,100 552 2/1/2006 7/17/2006 $12,000 $30,100 OLTV Severity Liq. Date Delinquency Loan Number CLTV MI Type Coverage Est (Gain)/Loss * Status 7730552 70% 100.98% 9/1/2007 $30,395 C3699 (continued) 251% Monitor - Pay Plan Default Reason: Curtailment of Income 8/30/2006 This loan has been added to the Watchlist because the property securing this loan has experienced a significant decline in value since origination. At origination, on 1/6/2006, the property was valued at $43,000. An appraisal dated 7/17/2006 valued the property at $12,000, representing a $31,000 or 72 percent decline in value since origination. We have asked the servicer for the original and subsequent appraisals and we await a response. *The estimated loss includes estimated mortgage insurance proceeds where applicable and in addition if the loan has been liquidated this reflects the actual loss that has been passed to the trust. SAIL 2006-2 Loan-Level Report Mortgage Data Through: July 31, 2006 Watchlist Lien State First Pmt. Valuation Orig. Appr. Orig Amount Loan Number Group FICO(R) Last Paid Dt. Valuation Date Current Value Current Bal 7725574 1 OH 8/1/2005 BPO $65,000 $58,500 528 3/1/2006 6/23/2006 $28,000 $58,243 OLTV Severity Liq. Date Delinquency Loan Number CLTV MI Type Coverage Est (Gain)/Loss * Status 7725574 90% 78.45% 8/1/2007 $45,895 CC3FF (continued) 208% Monitor Default Reason: (Unknown) 8/30/2006 This loan has been added to the Watchlist because the property securing this loan has experienced a significant decline in value since origination. At origination on 6/9/2006 the property was valued at $65,000. An appraisal dated 6/23/2006 valued the property at $28,000, representing a $37,000 or 57 percent decline in value. The loan is now in foreclosure status. We have asked the servicer for the valuation documents to investigate the reason behind the value decline and we await a response. Lien State First Pmt. Valuation Orig. Appr. Orig Amount Loan Number Group FICO(R) Last Paid Dt. Valuation Date Current Value Current Bal 7726733 1 MI 2/1/2006 BPO $110,000 $93,500 579 2/1/2006 6/24/2006 $72,000 $93,464 OLTV Severity Liq. Date Delinquency Loan Number CLTV MI Type Coverage Est (Gain)/Loss * Status 7726733 85% 51.30% 9/1/2007 $47,970 C36FR (continued) 130% Monitor Default Reason: (Unknown) 8/2/2006 This loan has been added to the Watchlist because this is an early payment default. Also this property is in an area that has been identified as potentially higher risk of fraud. We will continue to monitor this loan and investigate if fraud is suspected. *The estimated loss includes estimated mortgage insurance proceeds where applicable and in addition if the loan has been liquidated this reflects the actual loss that has been passed to the trust. Section Three Prepayment Penalty Analysis SAIL 2006-2 Prepayment Penalty Analysis Trustee Remittance Date: August 25, 2006 Total Cash Flows Trustee Remittance Date 8/25/2006 7/25/2006 6/25/2006 Amount Remitted to the Trust $690,683 $439,514 $398,522 Amount Remitted by the Servicers $690,683 $439,514 $398,522 Difference $0 $0 $0 Total Collections by the Servicers Total Paid Off Loans 192 150 153 Total Paid Off Loans With Prepayment Flags 99 66 69 Exceptions Expired Prepayment Clauses (as stated in the Note) 0 0 0 Liquidated out of REO Status 0 0 0 Acceleration of Debt 1 0 1 Loss Mitigation (Short Sales, Charge Offs) 0 1 1 Documentation Issues Preventing the Collection of Prepayment Penalties 0 0 0 Other - Actions Preventing the Collection of Prepayment Penalties 0 0 0 Total Paid-Off Loans with Active Prepayment Flags 98 65 67 Other Exceptions Paid-Off Loans that Did Not Have Penalties Collected because of State Statutes 0 0 4 Paid-Off Loans with Active Prepayment Flags that Did Not Have Penalties Remitted 0 0 2 Aggregate Paid-Off Loans Loans with Active Prepayment Flags with Penalties Remitted 98 65 61 Loans without Prepayment Flags or with Expired Flags with Penalties Remitted 0 1 1 Total Loans with Penalties Remitted 98 66 62 Total Loans with Penalties Remitted to the Total Paid-Off Loans 51.04 % 44.00 % 40.52 % Penalties Remitted for loans with Active Prepayment Flags 100.00% 100.00% 91.04 % SAIL 2006-2 Prepayment Penalty Analysis (continued) Trustee Remittance Date: August 25, 2006 Total Cash Flows Trustee Remittance Date 5/25/2006 4/25/2006 Amount Remitted to the Trust $183,349 $170,001 Amount Remitted by the Servicers $183,349 $170,001 Difference $0 $0 Total Collections by the Servicers Total Paid Off Loans 111 93 Total Paid Off Loans With Prepayment Flags 27 27 Exceptions Expired Prepayment Clauses (as stated in the Note) 0 0 Liquidated out of REO Status 0 0 Acceleration of Debt 0 0 Loss Mitigation (Short Sales, Charge Offs) 0 0 Documentation Issues Preventing the Collection of Prepayment Penalties 0 0 Other - Actions Preventing the Collection of Prepayment Penalties 0 0 Total Paid-Off Loans with Active Prepayment Flags 27 27 Other Exceptions Paid-Off Loans that Did Not Have Penalties Collected because of State Statutes 0 2 Paid-Off Loans with Active Prepayment Flags that Did Not Have Penalties Remitted 1 0 Aggregate Paid-Off Loans Loans with Active Prepayment Flags with Penalties Remitted 26 25 Loans without Prepayment Flags or with Expired Flags with Penalties Remitted 0 0 Total Loans with Penalties Remitted 26 25 Total Loans with Penalties Remitted to the Total Paid-Off Loans 23.42 % 26.88 % Penalties Remitted for loans with Active Prepayment Flags 96.30 % 92.59 % SAIL 2006-2 Paid-Off Mortgages With Prepayment Flags Trustee Remittance Date: August 25, 2006 Loan Origination Years to Expiration Number State Delinquency History Date Expiration Date 7732816 CA C3FFF 12/8/2005 1 12/08/2006 7730689 CA CCCC0 1/11/2006 1 01/11/2007 7729391 CA CCCC0 1/13/2006 1 01/13/2007 7726569 CA CCCC0 8/25/2005 2 08/25/2007 7725645 CA CCCC0 9/2/2005 2 09/02/2007 7726626 CA CCCCC 9/22/2005 2 09/22/2007 7726636 CA CCCC0 10/12/2005 2 10/12/2007 7725628 AZ CCCCC 10/14/2005 2 10/14/2007 7726649 CA CCCC0 10/21/2005 2 10/21/2007 7725837 CA CCCC3 10/24/2005 2 10/24/2007 7725919 CA CCCC0 10/26/2005 2 10/26/2007 7725895 CA CCCC0 10/28/2005 2 10/28/2007 7726025 CA CCC30 11/2/2005 2 11/02/2007 7725899 FL CCCC0 11/9/2005 2 11/09/2007 7726241 CA CCCCC 11/15/2005 2 11/15/2007 7725794 CA CCCC0 11/15/2005 2 11/15/2007 7726217 MI CCCC0 11/17/2005 2 11/17/2007 7726220 MI CCCC0 11/17/2005 2 11/17/2007 7726296 FL CCCCC 11/22/2005 2 11/22/2007 7726793 OR CCCC0 12/5/2005 2 12/05/2007 7732781 CA CCCC0 12/8/2005 2 12/08/2007 7732810 CA CCCC0 12/12/2005 2 12/12/2007 7732658 CA CCCC0 12/13/2005 2 12/13/2007 7732784 CA CCCC0 12/13/2005 2 12/13/2007 7732865 CA CCCCC 12/14/2005 2 12/14/2007 7728061 CA CCCC0 12/14/2005 2 12/14/2007 7729787 CA CC36F 12/15/2005 2 12/15/2007 7729281 CA CCCCC 12/16/2005 2 12/16/2007 7727367 CA CCCCC 12/19/2005 2 12/19/2007 7726826 OR CCCC0 12/21/2005 2 12/21/2007 7728215 AZ CC360 12/21/2005 2 12/21/2007 7728698 CA CCCC0 12/21/2005 2 12/21/2007 7730307 CA CCCC0 12/21/2005 2 12/21/2007 7731357 CA CCCCC 12/21/2005 2 12/21/2007 7731394 CA CCCC0 12/23/2005 2 12/23/2007 7726835 CA CCCC0 12/23/2005 2 12/23/2007 7727891 CA CCCCC 12/27/2005 2 12/27/2007 7729274 CA CCCCC 12/27/2005 2 12/27/2007 7732899 CA CCCCC 12/27/2005 2 12/27/2007 7731363 CA CCCCC 12/29/2005 2 12/29/2007 7730867 CA CCCC0 12/30/2005 2 12/30/2007 7729821 CA CCCC0 12/30/2005 2 12/30/2007 7730556 MI CCCC0 1/4/2006 2 01/04/2008 7728638 MI 36CC0 1/4/2006 2 01/04/2008 7729314 CA CCCC0 1/4/2006 2 01/04/2008 7730546 MI CCCCC 1/5/2006 2 01/05/2008 7730095 MO CCCC3 1/5/2006 2 01/05/2008 7728405 CA CCCC0 1/5/2006 2 01/05/2008 7729795 CA CCCCC 1/6/2006 2 01/06/2008 7729338 CA CCCCC 1/6/2006 2 01/06/2008 7728838 CT CCCC0 1/6/2006 2 01/06/2008 7731174 FL CCCCC 1/6/2006 2 01/06/2008 7729682 MN CCCC0 1/10/2006 2 01/10/2008 7727463 CA C3C30 1/10/2006 2 01/10/2008 7727479 CA CCCCC 1/11/2006 2 01/11/2008 7728926 HI CCCCC 1/11/2006 2 01/11/2008 7728604 AZ CCCC0 1/12/2006 2 01/12/2008 7728047 VA CCCC0 1/12/2006 2 01/12/2008 7732107 AZ CCCC3 1/12/2006 2 01/12/2008 7728426 CA CCCC0 1/13/2006 2 01/13/2008 7730602 MI CCCC0 1/16/2006 2 01/16/2008 7730595 FL CCCC0 1/17/2006 2 01/17/2008 7729810 CA CCCC0 1/17/2006 2 01/17/2008 7727607 PA CCCC0 1/17/2006 2 01/17/2008 7730967 CA CCCCC 1/17/2006 2 01/17/2008 7731837 CA CCCCC 1/18/2006 2 01/18/2008 7727709 CA CCCC0 1/18/2006 2 01/18/2008 7728459 CA CCCCC 1/19/2006 2 01/19/2008 7727485 CA CCCC0 1/20/2006 2 01/20/2008 7729886 ID CCCCC 1/20/2006 2 01/20/2008 7729923 CA CCCC0 1/20/2006 2 01/20/2008 7728971 HI CCCCC 1/23/2006 2 01/23/2008 7728506 CA CCCC0 1/23/2006 2 01/23/2008 7729444 CA CCCC0 1/24/2006 2 01/24/2008 7730465 CA CCCC0 1/24/2006 2 01/24/2008 7730874 CA CCCC0 1/24/2006 2 01/24/2008 7731463 CA CCCCC 1/26/2006 2 01/26/2008 7729436 CA CCCCC 1/26/2006 2 01/26/2008 7727629 DC CCCC0 1/26/2006 2 01/26/2008 7730632 MI CCCC0 1/27/2006 2 01/27/2008 7730143 MO CCCCC 1/31/2006 2 01/31/2008 7731445 VA CCC30 2/1/2006 2 02/01/2008 7731442 DC CCCC0 2/3/2006 2 02/03/2008 7725563 FL C3C3C 4/27/2005 3 04/27/2008 7733017 CA CCCC0 7/11/2005 3 07/11/2008 7727025 VA CCCC0 10/3/2005 3 10/03/2008 7726145 CA CCCC0 11/17/2005 3 11/17/2008 7728214 AZ CC360 12/21/2005 3 12/21/2008 7730308 CA CCCC0 12/21/2005 3 12/21/2008 7729697 MN CCCC0 1/11/2006 3 01/11/2009 7727480 CA CCCCC 1/11/2006 3 01/11/2009 7727419 CA CCC30 1/12/2006 3 01/12/2009 7728350 CA CCCC0 1/12/2006 3 01/12/2009 7730605 MI CCCC0 1/13/2006 3 01/13/2009 7731060 MO CCCC0 1/13/2006 3 01/13/2009 7730960 CA CCCCC 1/18/2006 3 01/18/2009 7730795 UT CCCC0 1/19/2006 3 01/19/2009 7728972 HI CCCCC 1/23/2006 3 01/23/2009 7731655 CA CCCC0 1/30/2006 3 01/30/2009 SAIL 2006-2 Paid-Off Mortgages With Prepayment Flags (continued) Trustee Remittance Date: August 25, 2006 Loan Payoff % of PPP to Payoff Number Amount PPP Remitted Amount Comments 7732816 $389,500 $0 0 % Liquidated out of foreclosure status 7730689 $49,323 $2,042 4 % 7729391 $252,709 $8,895 4 % 7726569 $332,757 $9,302 3 % 7725645 $160,500 $3,557 2 % 7726626 $479,956 $13,917 3 % 7726636 $337,498 $10,125 3 % 7725628 $123,337 $4,313 3 % 7726649 $210,920 $6,281 3 % 7725837 $67,137 $2,755 4 % 7725919 $387,263 $11,427 3 % 7725895 $202,831 $6,317 3 % 7726025 $102,238 $4,157 4 % 7725899 $240,744 $7,696 3 % 7726241 $74,636 $2,612 3 % 7725794 $248,905 $9,078 4 % 7726217 $119,235 $955 1 % 7726220 $29,886 $239 1 % 7726296 $171,000 $600 0 % 7726793 $233,061 $8,277 4 % 7732781 $294,056 $7,513 3 % 7732810 $376,271 $12,393 3 % 7732658 $74,821 $3,410 5 % 7732784 $298,274 $8,476 3 % 7732865 $645,000 $14,487 2 % 7728061 $205,688 $5,407 3 % 7729787 $279,504 $9,514 3 % 7729281 $313,861 $7,468 2 % 7727367 $159,267 $5,238 3 % 7726826 $101,588 $3,810 4 % 7728215 $387,990 $13,929 4 % 7728698 $376,396 $12,500 3 % 7730307 $351,338 $10,961 3 % 7731357 $134,591 $3,552 3 % 7731394 $482,988 $15,314 3 % 7726835 $313,476 $10,502 3 % 7727891 $499,105 $16,905 3 % 7729274 $466,892 $141 0 % 7732899 $204,000 $5,855 3 % 7731363 $294,220 $7,678 3 % 7730867 $184,790 $7,003 4 % 7729821 $524,720 $15,620 3 % 7730556 $29,683 $297 1 % 7728638 $139,858 $1,399 1 % 7729314 $159,762 $5,063 3 % 7730546 $37,842 $379 1 % 7730095 $190,000 $855 0 % 7728405 $499,446 $17,830 4 % 7729795 $307,430 $9,591 3 % 7729338 $352,247 $10,285 3 % 7728838 $181,060 $6,338 4 % 7731174 $147,564 $5,666 4 % 7729682 $213,526 $3,048 1 % 7727463 $175,249 $5,475 3 % 7727479 $344,000 $12,246 4 % 7728926 $239,895 $8,438 4 % 7728604 $297,046 $9,862 3 % 7728047 $254,762 $12,742 5 % 7732107 $124,420 $3,677 3 % 7728426 $243,811 $7,070 3 % 7730602 $108,983 $1,091 1 % 7730595 $85,894 $2,942 3 % 7729810 $311,998 $9,547 3 % 7727607 $53,868 $2,257 4 % 7730967 $246,738 $9,307 4 % 7731837 $134,760 $4,287 3 % 7727709 $229,499 $6,635 3 % 7728459 $223,509 $6,434 3 % 7727485 $381,121 $12,958 3 % 7729886 $208,415 $6,972 3 % 7729923 $556,460 $14,196 3 % 7728971 $420,800 $12,540 3 % 7728506 $184,500 $5,941 3 % 7729444 $382,497 $11,781 3 % 7730465 $99,777 $3,094 3 % 7730874 $548,000 $16,659 3 % 7731463 $375,000 $11,835 3 % 7729436 $109,589 $3,701 3 % 7727629 $327,467 $10,809 3 % 7730632 $51,877 $519 1 % 7730143 $140,260 $5,555 4 % 7731445 $394,639 $13,816 4 % 7731442 $209,489 $7,518 4 % 7725563 $235,158 $7,630 3 % 7733017 $119,692 $1,198 1 % 7727025 $28,921 $579 2 % 7726145 $305,832 $8,240 3 % 7728214 $96,778 $4,555 5 % 7730308 $87,817 $4,040 5 % 7729697 $53,025 $977 2 % 7727480 $85,843 $465 1 % 7727419 $419,392 $14,523 3 % 7728350 $394,049 $10,835 3 % 7730605 $33,902 $339 1 % 7731060 $39,308 $1,297 3 % 7730960 $129,509 $4,377 3 % 7730795 $94,710 $3,575 4 % 7728972 $104,977 $4,682 4 % 7731655 $314,597 $8,268 3 % Section Four Mortgage Insurance Report SAIL 2006-2 Mortgage Insurance Claim Summary Mortgage Data Through: July 31, 2006 Claim Payment Breakdown # of Loans Dollar Amount Claims Paid: 0 $0 Claims Pending: 1 0 $0 Claims Rescinded: 2 0 $0 Claims Without Payment: 2 0 $0 Claims Denied: 2 0 $0 Claims Withdrawn: 2 0 $0 Age of Pending Claims < 30 Days 30 Days 60 Days 90 Days 120 Days 150 Days 180 Days 210+ Days Number of Pending Claims: 0 0 0 0 0 0 0 0 1 Estimate based on internal calculations. 2 Estimated claim payment if the claim had been paid. Section Five Loss Analysis SAIL 2006-2 Historical Monthly Losses Losses Through: July 31, 2006 Date Loan Loss Amount Loss Percentage 8/25/2006 $82,130.11 0.01% 7/25/2006 $29,070.44 0.00% 6/25/2006 $75,618.37 0.01% 5/25/2006 $0.00 0.00% 4/25/2006 $0.00 0.00% Totals: $186,818.92 0.01% *The loss percentage is a calculation of the total monthly loss as a percentage of the original balance of the security. SAIL 2006-2 High Loan-Level Losses Mortgage Data Through: July 31, 2006 Lien Prop. Type State Orig. Date Valuation Orig. Value Loan Pos Loan Type FICO(R) OLTV Valuation Date Current Value 7726892 2 Planned Unit MD 5/25/2005 BPO $388,065 Purchase 502 20% 3/24/2006 $400,000 LIPD Actual Loss Liquidation Date Loan Orig. Balance Doc. Level Loss Liquidation Method Delinquency 7726892 $77,600 12/1/2005 $82,130.11 7/31/2006 69990 No 105.84% Charge Off Default Reason: (Unknown) 8/28/2006 This junior lien was charged off during the 8/25/2006 remittance, passing a loss in the amount of $82,130. The senior lien had a UPB of $310,450 at the time of the charge off. The most recent BPO performed on the property valued it at $400,000. We have asked the servicer regarding the charge off and their equity analysis used to warrant the charge off. We await a response. SAIL 2006-2 Loss Reconciliation Report Trustee Remittance Date: August 25, 2006 Remittance Statement Summary 8/25/2006 $82,130 Loan-Level Losses: $82,130 Subsequent Losses: $0 Subsequent Gains: $0 Monthly Security Loss: $82,130 Losses Remitted: $82,130 Difference: $0 Loan-Level Loss Report Loan Number Loss Loan Number Loss Loan Number Loss 7726892 $82,130 Loan-Level Loss Report Total: $82,130 SAIL 2006-2 Loss Report Losses Through: July 31, 2006 Loan Number Origination Original Amount Servicer State Date Original LTV Original Appraisal Loss Loss Severity August 25, 2006 7726892 MD 5/25/2005 20 % $77,600 $82,130.11 105.84 % $388,065 Monthly Total: $82,130.11 105.84 % Section Six Analytics SAIL 2006-2 FICO Distribution by Status Mortgage Data Through: July 31, 2006 FICO Delinquency Percentage 500 Current 0.004 500 Delinquent 0.005 500 Paid Off 0.005 510 Current 0.012 510 Delinquent 0.032 510 Paid Off 0.015 520 Current 0.012 520 Delinquent 0.027 520 Paid Off 0.015 530 Current 0.021 530 Delinquent 0.027 530 Paid Off 0.018 540 Current 0.021 540 Delinquent 0.036 540 Paid Off 0.021 550 Current 0.026 550 Delinquent 0.048 550 Paid Off 0.026 560 Current 0.029 560 Delinquent 0.043 560 Paid Off 0.019 570 Current 0.025 570 Delinquent 0.032 570 Paid Off 0.041 580 Current 0.036 580 Delinquent 0.073 580 Paid Off 0.029 590 Current 0.047 590 Delinquent 0.045 590 Paid Off 0.045 600 Current 0.056 600 Delinquent 0.063 600 Paid Off 0.042 610 Current 0.068 610 Delinquent 0.066 610 Paid Off 0.05 620 Current 0.07 620 Delinquent 0.082 620 Paid Off 0.068 630 Current 0.083 630 Delinquent 0.061 630 Paid Off 0.05 640 Current 0.085 640 Delinquent 0.079 640 Paid Off 0.086 650 Current 0.077 650 Delinquent 0.043 650 Paid Off 0.079 660 Current 0.065 660 Delinquent 0.063 660 Paid Off 0.083 670 Current 0.056 670 Delinquent 0.029 670 Paid Off 0.053 680 Current 0.044 680 Delinquent 0.041 680 Paid Off 0.037 690 Current 0.037 690 Delinquent 0.02 690 Paid Off 0.049 700 Current 0.028 700 Delinquent 0.016 700 Paid Off 0.036 710 Current 0.022 710 Delinquent 0.009 710 Paid Off 0.031 720 Current 0.017 720 Delinquent 0.016 720 Paid Off 0.01 730 Current 0.012 730 Delinquent 0.018 730 Paid Off 0.018 740 Current 0.014 740 Delinquent 0.009 740 Paid Off 0.006 750 Current 0.007 750 Delinquent 0.002 750 Paid Off 0.015 760 Current 0.008 760 Delinquent 0.005 760 Paid Off 0.013 770 Current 0.007 770 Paid Off 0.015 780 Current 0.004 780 Paid Off 0.01 790 Current 0.003 790 Delinquent 0.005 790 Paid Off 0.005 800 Current 0.001 800 Delinquent 0.005 800 Paid Off 0.01 810 Current 0 810 Paid Off 0.002 Status # of Loans Average Std. Deviation Current 6,457 632 55.865 Delinquent 441 614 58.189 Paid Off 617 639 62.42 Total: 7,515 SAIL 2006-2 Loan-to-Value Distribution by Status Mortgage Data Through: July 31, 2006 LTV Delinquency Percentage 0 Current 0 0.1 Paid Off 0.021 0.1 Current 0.011 0.1 Delinquent 0.005 0.2 Current 0.252 0.2 Delinquent 0.213 0.2 Paid Off 0.256 0.3 Delinquent 0.005 0.3 Paid Off 0.006 0.3 Current 0.009 0.4 Paid Off 0.013 0.4 Current 0.012 0.5 Delinquent 0.009 0.5 Current 0.02 0.5 Paid Off 0.028 0.6 Current 0.033 0.6 Paid Off 0.066 0.6 Delinquent 0.018 0.7 Paid Off 0.084 0.7 Current 0.068 0.7 Delinquent 0.048 0.8 Paid Off 0.254 0.8 Delinquent 0.313 0.8 Current 0.309 0.9 Paid Off 0.193 0.9 Delinquent 0.249 0.9 Current 0.21 1 Delinquent 0.141 1 Current 0.075 1 Paid Off 0.078 Status # of Loans Average Std. Deviation Current 6,457 0.851 0.136 Delinquent 441 0.866 0.117 Paid Off 617 0.842 0.141 Total: 7,515 SAIL 2006-2 Balance Distribution by Status Mortgage Data Through: July 31, 2006 Balance Delinquency Percentage 0 Current 0 10000 Current 0.003 10000 Delinquent 0.005 20000 Current 0.026 20000 Delinquent 0.016 30000 Current 0.054 30000 Delinquent 0.025 40000 Current 0.056 40000 Delinquent 0.057 50000 Current 0.048 50000 Delinquent 0.045 60000 Current 0.047 60000 Delinquent 0.036 70000 Current 0.047 70000 Delinquent 0.043 80000 Current 0.043 80000 Delinquent 0.07 90000 Current 0.037 90000 Delinquent 0.061 100000 Current 0.038 100000 Delinquent 0.023 110000 Current 0.032 110000 Delinquent 0.023 120000 Current 0.036 120000 Delinquent 0.041 130000 Current 0.032 130000 Delinquent 0.029 140000 Current 0.026 140000 Delinquent 0.02 150000 Current 0.027 150000 Delinquent 0.023 160000 Current 0.028 160000 Delinquent 0.023 170000 Current 0.024 170000 Delinquent 0.034 180000 Current 0.025 180000 Delinquent 0.027 190000 Current 0.024 190000 Delinquent 0.02 200000 Current 0.022 200000 Delinquent 0.016 210000 Current 0.021 210000 Delinquent 0.014 220000 Current 0.016 220000 Delinquent 0.011 230000 Current 0.017 230000 Delinquent 0.016 240000 Current 0.016 240000 Delinquent 0.007 250000 Current 0.016 250000 Delinquent 0.023 260000 Current 0.013 260000 Delinquent 0.005 270000 Current 0.015 270000 Delinquent 0.007 280000 Current 0.014 280000 Delinquent 0.018 290000 Current 0.014 290000 Delinquent 0.018 300000 Current 0.015 300000 Delinquent 0.014 310000 Current 0.013 310000 Delinquent 0.02 320000 Current 0.01 320000 Delinquent 0.023 330000 Current 0.011 330000 Delinquent 0.011 340000 Current 0.01 340000 Delinquent 0.018 350000 Current 0.01 350000 Delinquent 0.014 360000 Current 0.009 360000 Delinquent 0.005 370000 Current 0.009 370000 Delinquent 0.014 380000 Current 0.008 380000 Delinquent 0.016 390000 Current 0.006 390000 Delinquent 0.009 400000 Current 0.007 400000 Delinquent 0.011 410000 Current 0.006 410000 Delinquent 0.009 420000 Current 0.007 420000 Delinquent 0.005 430000 Current 0.005 430000 Delinquent 0.005 440000 Current 0.004 440000 Delinquent 0.009 450000 Current 0.007 450000 Delinquent 0.007 460000 Current 0.002 460000 Delinquent 0.005 470000 Current 0.005 470000 Delinquent 0.002 480000 Current 0.004 480000 Delinquent 0.002 490000 Current 0.005 490000 Delinquent 0.007 500000 Current 0.005 510000 Current 0.003 510000 Delinquent 0.009 520000 Current 0.002 520000 Delinquent 0.007 530000 Current 0.001 540000 Current 0.004 540000 Delinquent 0.005 550000 Current 0.003 550000 Delinquent 0.005 560000 Current 0.002 560000 Delinquent 0.002 570000 Current 0.001 580000 Current 0.001 590000 Current 0.002 590000 Delinquent 0.005 600000 Current 0.001 610000 Current 0.001 620000 Current 0.001 630000 Current 0 630000 Delinquent 0.002 640000 Current 0.001 650000 Current 0.001 660000 Current 0 670000 Current 0 680000 Current 0 680000 Delinquent 0.002 690000 Current 0 700000 Current 0 710000 Current 0 720000 Current 0 730000 Current 0 740000 Current 0 750000 Current 0 750000 Delinquent 0.005 760000 Current 0 780000 Current 0 790000 Current 0 800000 Current 0 850000 Current 0 960000 Current 0 1000000 Current 0 Status # of Loans Average Std. Deviation Current 6,457 175,213.05 136,933.53 Delinquent 441 191,401.06 144,162.15 Total: 6,898 SAIL 2006-2 Mortgage Term Distribution by Status Mortgage Data Through: July 31, 2006 Mortgage TermDelinquency Percentage 0 Current 0.001 180 Delinquent 0.161 180 Current 0.182 180 Paid Off 0.154 240 Paid Off 0.003 240 Current 0.005 360 Current 0.811 360 Delinquent 0.839 360 Paid Off 0.843 # of Loans Other 120 180 240 360 7,515 9 0 1,340 37 6129 SAIL 2006-2 Mortgage Type Distribution by Status Mortgage Data Through: July 31, 2006 Mortgage Type Delinquency Percentage Investment Home Current 0.121 Investment Home Delinquent 0.12 Investment Home Paid Off 0.182 Primary Home Current 0.85 Primary Home Delinquent 0.866 Primary Home Paid Off 0.78 Second Home Current 0.029 Second Home Delinquent 0.014 Second Home Paid Off 0.039 Mortgage TypeLoan Count Total Balance Avg. Balance Std. Deviation ARM 4,920 1,018,230,333.73 206,957.38 145,129.85 Fixed 2,595 197,528,224.78 76,118.78 76,572.44 Total: 7,515 1,215,758,558.51 SAIL 2006-2 Ownership Distribution by Status Mortgage Data Through: July 31, 2006 Ownership Type Delinquency Percentage Investment Home Current 0.121 Investment Home Delinquent 0.12 Investment Home Paid Off 0.182 Primary Home Current 0.85 Primary Home Delinquent 0.866 Primary Home Paid Off 0.78 Second Home Current 0.029 Second Home Delinquent 0.014 Second Home Paid Off 0.039 Title # of Loans Investment Home 949 Primary Home 6,350 Second Home 216 Total: 7,515 SAIL 2006-2 Mortgage Purpose Distribution Mortgage Data Through: July 31, 2006 Origination Statistics Current Loans Purpose Number Percentage Purpose Number Percentage Cash-out 3,062 40.7% Cash-out 2,657 41.1% refinance refinance Purchase 4,147 55.1% Purchase 3,527 54.6% Rate/term 278 3.7% Rate/term 240 3.7% refinance refinance Home 0 0.0% Home 0 0.0% Improvement Improvement Other 42 0.6% Other 33 0.5% Total 7,529 100% Total 6,457 100% Delinquent Loans Paid Off Loans Purpose Number Percentage Purpose Number Percentage Cash-out 129 29.3% Cash-out 271 43.9% refinance refinance Purchase 289 65.5% Purchase 323 52.4% Rate/term 20 4.5% Rate/term 17 2.8% refinance refinance Home 0 0.0% Home 0 0.0% Improvement Improvement Other 3 0.7% Other 6 1.0% Total 441 100% Total 617 100% SAIL 2006-2 Delinquent Balance Over Time Mortgage Data Through: July 31, 2006 AsOfDate 30 Days 60 Days 90 Days Foreclosure REO 3/31/2006 4292647.13 779099.33 0 0 0 4/30/2006 21037910.84 3614456.18 202912.87 453018.66 0 5/31/2006 30638781.28 10195282.55 1236785.72 2580950.67 0 6/30/2006 35125245.88 20588403.97 7586111.34 7229583.81 0 7/31/2006 34163235.9 19905445.63 6905405.86 23304337.81 129441.5 SAIL 2006-2 Delinquent Count Over Time Mortgage Data Through: July 31, 2006 AsOfDate 30 Days 60 Days 90 Days Foreclosure REO 3/31/2006 25 3 0 0 0 4/30/2006 127 19 2 3 0 5/31/2006 163 66 9 14 0 6/30/2006 184 103 51 35 0 7/31/2006 177 105 58 99 2 SAIL 2006-2 Conditional Prepayment Rates Mortgage Data Through: July 31,2006 Date Distribution Date CPR 3-Month MA 6-Month MA 12-Month MA 7/31/2006 8/25/2006 100.00% 100.00% 6/30/2006 7/25/2006 26.02% 22.93% 5/31/2006 6/25/2006 23.80% 4/30/2006 5/25/2006 18.80% 3/31/2006 4/25/2006 16.38%

Filing Compare · SAIL 2006-2